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
21VIANET GROUP INC SPONSORED ADS A 90138A103 385 27,800 SH   OTR 1 0 27,800 0
3M CO COM 88579Y101 11,143 81,628 SH   OTR 1 0 81,628 0
3M CO COM 88579Y101 2,063 15,116 SH   SOLE   15,116 0 0
8X8 INC NEW COM 282914100 340 24,500 SH   OTR 1 0 24,500 0
8X8 INC NEW COM 282914100 75 5,400 SH   SOLE   5,400 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 44 50,000 PRN   SOLE   50,000 0 0
A10 NETWORKS INC COM 002121101 141 22,700 SH   OTR 1 0 22,700 0
A10 NETWORKS INC COM 002121101 24 3,900 SH   SOLE   3,900 0 0
AAR CORP COM 000361105 941 53,000 SH   OTR 1 0 53,000 0
AAR CORP COM 000361105 201 11,300 SH   SOLE   11,300 0 0
AARONS INC COM PAR $0.50 002535300 1,412 62,000 SH   OTR 1 0 62,000 0
AARONS INC COM PAR $0.50 002535300 310 13,600 SH   SOLE   13,600 0 0
ABBOTT LABS COM 002824100 422 5,348 SH   OTR 5 0 5,348 0
ABBOTT LABS COM 002824100 3,680 46,639 SH   SOLE   46,639 0 0
ABBOTT LABS COM 002824100 20,340 257,759 SH   OTR 1 0 257,759 0
ABBVIE INC COM 00287Y109 35,578 466,958 SH   OTR 1 0 466,958 0
ABBVIE INC COM 00287Y109 2,030 26,648 SH   OTR 5 0 26,648 0
ABBVIE INC COM 00287Y109 3,605 47,311 SH   SOLE   47,311 0 0
ABIOMED INC COM 003654100 834 5,745 SH   OTR 1 0 5,745 0
ABIOMED INC COM 003654100 183 1,264 SH   SOLE   1,264 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 482 11,405 SH   SOLE   11,405 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 2,208 52,272 SH   OTR 1 0 52,272 0
ACCELERON PHARMA INC COM 00434H108 464 5,168 SH   SOLE   5,168 0 0
ACCELERON PHARMA INC COM 00434H108 2,105 23,422 SH   OTR 1 0 23,422 0
ACCO BRANDS CORP COM 00081T108 1,194 236,400 SH   OTR 1 0 236,400 0
ACCO BRANDS CORP COM 00081T108 257 50,900 SH   SOLE   50,900 0 0
ACI WORLDWIDE INC COM 004498101 915 37,890 SH   OTR 1 0 37,890 0
ACI WORLDWIDE INC COM 004498101 188 7,800 SH   SOLE   7,800 0 0
ACTIVISION BLIZZARD INC COM 00507V109 7,165 120,468 SH   OTR 1 0 120,468 0
ACTIVISION BLIZZARD INC COM 00507V109 1,197 20,122 SH   SOLE   20,122 0 0
ACUITY BRANDS INC COM 00508Y102 324 3,779 SH   SOLE   3,779 0 0
ACUITY BRANDS INC COM 00508Y102 8,985 104,887 SH   OTR 1 0 104,887 0
ACUITY BRANDS INC COM 00508Y102 524 6,117 SH   OTR 5 0 6,117 0
ACUSHNET HOLDINGS CORP COM 005098108 1,453 56,500 SH   OTR 1 0 56,500 0
ACUSHNET HOLDINGS CORP COM 005098108 345 13,400 SH   SOLE   13,400 0 0
ADOBE INC COM 00724F101 44,314 139,246 SH   OTR 1 0 139,246 0
ADOBE INC COM 00724F101 1,006 3,162 SH   OTR 5 0 3,162 0
ADOBE INC COM 00724F101 4,940 15,523 SH   SOLE   15,523 0 0
ADTRAN INC COM 00738A106 1,338 174,200 SH   OTR 1 0 174,200 0
ADTRAN INC COM 00738A106 287 37,400 SH   SOLE   37,400 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 847 9,071 SH   OTR 1 0 9,071 0
ADVANCE AUTO PARTS INC COM 00751Y106 179 1,922 SH   SOLE   1,922 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 1,466 49,800 SH   OTR 1 0 49,800 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 312 10,600 SH   SOLE   10,600 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 152 23,200 SH   OTR 1 0 23,200 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 35 5,400 SH   SOLE   5,400 0 0
ADVANCED ENERGY INDS COM 007973100 1,924 39,675 SH   OTR 1 0 39,675 0
ADVANCED ENERGY INDS COM 007973100 427 8,800 SH   SOLE   8,800 0 0
ADVANCED MICRO DEVICES INC COM 007903107 13,674 300,657 SH   OTR 1 0 300,657 0
ADVANCED MICRO DEVICES INC COM 007903107 1,494 32,853 SH   SOLE   32,853 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 516 90,000 PRN   SOLE   90,000 0 0
AECOM COM 00766T100 4,569 153,058 SH   OTR 1 0 153,058 0
AECOM COM 00766T100 93 3,105 SH   SOLE   3,105 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 127 77,000 PRN   OTR 4 0 77,000 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 6,572 3,974,000 PRN   SOLE   3,974,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 29,964 18,118,000 PRN   OTR 1 0 18,118,000 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 8,112 4,914,000 PRN   DFND 1 0 4,914,000 0
AES CORP COM 00130H105 908 66,774 SH   OTR 5 0 66,774 0
AES CORP COM 00130H105 723 53,161 SH   SOLE   53,161 0 0
AES CORP COM 00130H105 9,784 719,435 SH   OTR 1 0 719,435 0
AFLAC INC COM 001055102 4,704 137,378 SH   OTR 1 0 137,378 0
AFLAC INC COM 001055102 634 18,508 SH   SOLE   18,508 0 0
AGCO CORP COM 001084102 5,206 110,189 SH   OTR 1 0 110,189 0
AGCO CORP COM 001084102 106 2,247 SH   SOLE   2,247 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,035 42,373 SH   OTR 1 0 42,373 0
AGILENT TECHNOLOGIES INC COM 00846U101 587 8,194 SH   SOLE   8,194 0 0
AGILYSYS INC COM 00847J105 752 45,000 SH   OTR 1 0 45,000 0
AGILYSYS INC COM 00847J105 152 9,100 SH   SOLE   9,100 0 0
AGREE REALTY CORP COM 008492100 997 16,100 SH   OTR 1 0 16,100 0
AGREE REALTY CORP COM 008492100 217 3,500 SH   SOLE   3,500 0 0
AIR PRODS & CHEMS INC COM 009158106 6,885 34,491 SH   OTR 1 0 34,491 0
AIR PRODS & CHEMS INC COM 009158106 1,133 5,678 SH   SOLE   5,678 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 56 65,000 PRN   SOLE   65,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 19,461 212,709 SH   OTR 1 0 212,709 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,038 11,350 SH   OTR 5 0 11,350 0
AKAMAI TECHNOLOGIES INC COM 00971T101 722 7,892 SH   SOLE   7,892 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 89 80,000 PRN   OTR 4 0 80,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 370 330,000 PRN   SOLE   330,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 5,588 5,007,000 PRN   DFND 1 0 5,007,000 0
ALASKA AIR GROUP INC COM 011659109 83 2,916 SH   SOLE   2,916 0 0
ALASKA AIR GROUP INC COM 011659109 445 15,646 SH   OTR 1 0 15,646 0
ALBEMARLE CORP COM 012653101 758 13,442 SH   OTR 1 0 13,442 0
ALBEMARLE CORP COM 012653101 169 3,006 SH   SOLE   3,006 0 0
ALEXANDERS INC COM 014752109 469 1,700 SH   OTR 1 0 1,700 0
ALEXANDERS INC COM 014752109 83 300 SH   SOLE   300 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,755 27,396 SH   OTR 1 0 27,396 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 461 3,361 SH   SOLE   3,361 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 623 6,943 SH   SOLE   6,943 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 4,929 54,897 SH   OTR 1 0 54,897 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 953 4,900 SH   SOLE   4,900 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 9,358 48,119 SH   OTR 1 0 48,119 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7 36 SH   DFND 1 0 36 0
ALIGN TECHNOLOGY INC COM 016255101 17,324 99,592 SH   OTR 1 0 99,592 0
ALIGN TECHNOLOGY INC COM 016255101 992 5,701 SH   OTR 5 0 5,701 0
ALIGN TECHNOLOGY INC COM 016255101 428 2,460 SH   SOLE   2,460 0 0
ALLAKOS INC COM 01671P100 574 12,900 SH   OTR 1 0 12,900 0
ALLAKOS INC COM 01671P100 129 2,900 SH   SOLE   2,900 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 62 70,000 PRN   SOLE   70,000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 33 988 SH   SOLE   988 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 182 5,419 SH   OTR 1 0 5,419 0
ALLIANT ENERGY CORP COM 018802108 1,513 31,327 SH   OTR 1 0 31,327 0
ALLIANT ENERGY CORP COM 018802108 325 6,723 SH   SOLE   6,723 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 251 10,600 SH   OTR 1 0 10,600 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 55 2,300 SH   SOLE   2,300 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 6,477 198,632 SH   OTR 1 0 198,632 0
ALLSTATE CORP COM 020002101 9,911 108,046 SH   OTR 1 0 108,046 0
ALLSTATE CORP COM 020002101 1,195 13,030 SH   OTR 5 0 13,030 0
ALLSTATE CORP COM 020002101 961 10,477 SH   SOLE   10,477 0 0
ALPHABET INC CAP STK CL A 02079K305 3,618 3,114 SH   OTR 5 0 3,114 0
ALPHABET INC CAP STK CL A 02079K305 86,156 74,148 SH   OTR 1 0 74,148 0
ALPHABET INC CAP STK CL A 02079K305 11,020 9,484 SH   SOLE   9,484 0 0
ALPHABET INC CAP STK CL C 02079K107 4,024 3,461 SH   OTR 5 0 3,461 0
ALPHABET INC CAP STK CL C 02079K107 88,676 76,260 SH   OTR 1 0 76,260 0
ALPHABET INC CAP STK CL C 02079K107 9,463 8,138 SH   SOLE   8,138 0 0
ALTERYX INC COM CL A 02156B103 849 8,925 SH   OTR 1 0 8,925 0
ALTICE USA INC CL A 02156K103 4,348 195,056 SH   OTR 1 0 195,056 0
ALTICE USA INC CL A 02156K103 38 1,708 SH   SOLE   1,708 0 0
ALTRIA GROUP INC COM 02209S103 10,593 273,943 SH   OTR 1 0 273,943 0
ALTRIA GROUP INC COM 02209S103 1,226 31,692 SH   SOLE   31,692 0 0
ALZA CORP SDCV 7/2 02261WAB5 20,475 11,340,000 PRN   SOLE   11,340,000 0 0
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 54 5,000 SH   SOLE   5,000 0 0
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 265 24,500 SH   OTR 1 0 24,500 0
AMAZON COM INC COM 023135106 22,100 11,335 SH   SOLE   11,335 0 0
AMAZON COM INC COM 023135106 220,767 113,230 SH   OTR 1 0 113,230 0
AMAZON COM INC COM 023135106 8,754 4,490 SH   OTR 5 0 4,490 0
AMEDISYS INC COM 023436108 4,203 22,900 SH   OTR 1 0 22,900 0
AMEDISYS INC COM 023436108 899 4,900 SH   SOLE   4,900 0 0
AMER STATES WTR CO COM 029899101 2,983 36,489 SH   OTR 1 0 36,489 0
AMER STATES WTR CO COM 029899101 636 7,784 SH   SOLE   7,784 0 0
AMEREN CORP COM 023608102 2,270 31,173 SH   OTR 1 0 31,173 0
AMEREN CORP COM 023608102 456 6,268 SH   SOLE   6,268 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 613 50,266 SH   OTR 1 0 50,266 0
AMERICAN AIRLS GROUP INC COM 02376R102 113 9,291 SH   SOLE   9,291 0 0
AMERICAN ASSETS TR INC COM 024013104 598 23,900 SH   OTR 1 0 23,900 0
AMERICAN ASSETS TR INC COM 024013104 123 4,900 SH   SOLE   4,900 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,156 41,657 SH   OTR 1 0 41,657 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 17 597 SH   SOLE   597 0 0
AMERICAN ELEC PWR CO INC COM 025537101 6,155 76,951 SH   OTR 1 0 76,951 0
AMERICAN ELEC PWR CO INC COM 025537101 1,030 12,881 SH   SOLE   12,881 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,241 66,000 SH   OTR 1 0 66,000 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 267 14,200 SH   SOLE   14,200 0 0
AMERICAN EXPRESS CO COM 025816109 12,139 141,797 SH   OTR 1 0 141,797 0
AMERICAN EXPRESS CO COM 025816109 691 8,076 SH   OTR 5 0 8,076 0
AMERICAN EXPRESS CO COM 025816109 1,878 21,931 SH   SOLE   21,931 0 0
AMERICAN FIN TR INC COM CLASS A 02607T109 137 21,900 SH   OTR 1 0 21,900 0
AMERICAN FIN TR INC COM CLASS A 02607T109 29 4,700 SH   SOLE   4,700 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 21 906 SH   SOLE   906 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 1,417 61,099 SH   OTR 1 0 61,099 0
AMERICAN INTL GROUP INC COM NEW 026874784 6,054 249,660 SH   OTR 1 0 249,660 0
AMERICAN INTL GROUP INC COM NEW 026874784 310 12,766 SH   OTR 5 0 12,766 0
AMERICAN INTL GROUP INC COM NEW 026874784 994 40,998 SH   SOLE   40,998 0 0
AMERICAN NATL INS CO COM 028591105 3,019 36,645 SH   OTR 1 0 36,645 0
AMERICAN NATL INS CO COM 028591105 163 1,979 SH   SOLE   1,979 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 9,904 10,135,000 PRN   OTR 1 0 10,135,000 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 6,283 6,430,000 PRN   SOLE   6,430,000 0 0
AMERICAN SOFTWARE INC CL A 029683109 321 22,600 SH   OTR 1 0 22,600 0
AMERICAN SOFTWARE INC CL A 029683109 75 5,300 SH   SOLE   5,300 0 0
AMERICAN TOWER CORP NEW COM 03027X100 27,149 124,680 SH   OTR 1 0 124,680 0
AMERICAN TOWER CORP NEW COM 03027X100 1,251 5,743 SH   OTR 5 0 5,743 0
AMERICAN TOWER CORP NEW COM 03027X100 3,050 14,007 SH   SOLE   14,007 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,340 27,935 SH   OTR 1 0 27,935 0
AMERICAN WTR WKS CO INC NEW COM 030420103 567 4,743 SH   SOLE   4,743 0 0
AMERICAS CAR MART INC COM 03062T105 541 9,600 SH   OTR 1 0 9,600 0
AMERICAS CAR MART INC COM 03062T105 130 2,300 SH   SOLE   2,300 0 0
AMERICOLD RLTY TR COM 03064D108 305 8,953 SH   OTR 1 0 8,953 0
AMERICOLD RLTY TR COM 03064D108 10 300 SH   SOLE   300 0 0
AMERIPRISE FINL INC COM 03076C106 11,701 114,181 SH   OTR 1 0 114,181 0
AMERIPRISE FINL INC COM 03076C106 866 8,455 SH   OTR 5 0 8,455 0
AMERIPRISE FINL INC COM 03076C106 904 8,822 SH   SOLE   8,822 0 0
AMERISOURCEBERGEN CORP COM 03073E105 18,276 206,511 SH   OTR 1 0 206,511 0
AMERISOURCEBERGEN CORP COM 03073E105 601 6,796 SH   OTR 5 0 6,796 0
AMERISOURCEBERGEN CORP COM 03073E105 1,046 11,818 SH   SOLE   11,818 0 0
AMETEK INC COM 031100100 2,085 28,947 SH   OTR 1 0 28,947 0
AMETEK INC COM 031100100 431 5,987 SH   SOLE   5,987 0 0
AMGEN INC COM 031162100 41,484 204,629 SH   OTR 1 0 204,629 0
AMGEN INC COM 031162100 2,051 10,117 SH   OTR 5 0 10,117 0
AMGEN INC COM 031162100 3,861 19,047 SH   SOLE   19,047 0 0
AMICUS THERAPEUTICS INC COM 03152W109 412 44,565 SH   SOLE   44,565 0 0
AMICUS THERAPEUTICS INC COM 03152W109 1,889 204,441 SH   OTR 1 0 204,441 0
AMKOR TECHNOLOGY INC COM 031652100 1,887 242,224 SH   OTR 1 0 242,224 0
AMKOR TECHNOLOGY INC COM 031652100 412 52,901 SH   SOLE   52,901 0 0
AMN HEALTHCARE SVCS INC COM 001744101 2,711 46,900 SH   OTR 1 0 46,900 0
AMN HEALTHCARE SVCS INC COM 001744101 584 10,100 SH   SOLE   10,100 0 0
AMPHENOL CORP NEW CL A 032095101 2,777 38,108 SH   OTR 1 0 38,108 0
AMPHENOL CORP NEW CL A 032095101 585 8,032 SH   SOLE   8,032 0 0
AMPLIFY ENERGY CORP NEW COM 03212B103 32 57,200 SH   OTR 1 0 57,200 0
AMPLIFY ENERGY CORP NEW COM 03212B103 8 14,200 SH   SOLE   14,200 0 0
ANALOG DEVICES INC COM 032654105 5,420 60,457 SH   OTR 1 0 60,457 0
ANALOG DEVICES INC COM 032654105 868 9,680 SH   SOLE   9,680 0 0
ANAPLAN INC COM 03272L108 507 16,771 SH   OTR 1 0 16,771 0
ANI PHARMACEUTICALS INC COM 00182C103 221 5,414 SH   OTR 1 0 5,414 0
ANI PHARMACEUTICALS INC COM 00182C103 45 1,113 SH   SOLE   1,113 0 0
ANIXTER INTL INC COM 035290105 1,467 16,700 SH   OTR 1 0 16,700 0
ANIXTER INTL INC COM 035290105 334 3,800 SH   SOLE   3,800 0 0
ANSYS INC COM 03662Q105 2,562 11,021 SH   OTR 1 0 11,021 0
ANSYS INC COM 03662Q105 498 2,142 SH   SOLE   2,142 0 0
ANTHEM INC COM 036752103 22,331 98,355 SH   OTR 1 0 98,355 0
ANTHEM INC COM 036752103 1,114 4,907 SH   OTR 5 0 4,907 0
ANTHEM INC COM 036752103 2,308 10,166 SH   SOLE   10,166 0 0
APACHE CORP COM 037411105 43 10,344 SH   SOLE   10,344 0 0
APACHE CORP COM 037411105 199 47,690 SH   OTR 1 0 47,690 0
APARTMENT INVT & MGMT CO CL A 03748R754 1,410 40,100 SH   OTR 1 0 40,100 0
APARTMENT INVT & MGMT CO CL A 03748R754 148 4,223 SH   SOLE   4,223 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 828 30,900 SH   OTR 1 0 30,900 0
APELLIS PHARMACEUTICALS INC COM 03753U106 182 6,800 SH   SOLE   6,800 0 0
APPFOLIO INC COM CL A 03783C100 910 8,200 SH   OTR 1 0 8,200 0
APPFOLIO INC COM CL A 03783C100 200 1,800 SH   SOLE   1,800 0 0
APPIAN CORP CL A 03782L101 410 10,200 SH   OTR 1 0 10,200 0
APPIAN CORP CL A 03782L101 84 2,100 SH   SOLE   2,100 0 0
APPLE INC COM 037833100 28,919 113,725 SH   SOLE   113,725 0 0
APPLE INC COM 037833100 275,884 1,084,919 SH   OTR 1 0 1,084,919 0
APPLE INC COM 037833100 11,176 43,950 SH   OTR 5 0 43,950 0
APPLIED MATLS INC COM 038222105 1,771 38,655 SH   SOLE   38,655 0 0
APPLIED MATLS INC COM 038222105 21,389 466,801 SH   OTR 1 0 466,801 0
APPLIED MATLS INC COM 038222105 1,398 30,500 SH   OTR 5 0 30,500 0
ARAMARK COM 03852U106 3,604 180,446 SH   OTR 1 0 180,446 0
ARAMARK COM 03852U106 330 16,525 SH   SOLE   16,525 0 0
ARCBEST CORP COM 03937C105 1,584 90,400 SH   OTR 1 0 90,400 0
ARCBEST CORP COM 03937C105 340 19,400 SH   SOLE   19,400 0 0
ARCH COAL INC CL A 039380407 214 7,400 SH   OTR 1 0 7,400 0
ARCH COAL INC CL A 039380407 49 1,700 SH   SOLE   1,700 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,586 73,512 SH   OTR 1 0 73,512 0
ARCHER DANIELS MIDLAND CO COM 039483102 522 14,837 SH   SOLE   14,837 0 0
ARCOSA INC COM 039653100 2,714 68,300 SH   OTR 1 0 68,300 0
ARCOSA INC COM 039653100 592 14,900 SH   SOLE   14,900 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,339 31,872 SH   OTR 1 0 31,872 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 294 7,008 SH   SOLE   7,008 0 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 108 120,000 PRN   SOLE   120,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 5,347 6,142,000 PRN   SOLE   6,142,000 0 0
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 2,143 69,300 SH   OTR 1 0 69,300 0
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 470 15,200 SH   SOLE   15,200 0 0
ARISTA NETWORKS INC COM 040413106 1,400 6,911 SH   OTR 1 0 6,911 0
ARISTA NETWORKS INC COM 040413106 301 1,484 SH   SOLE   1,484 0 0
ARLO TECHNOLOGIES INC COM 04206A101 4 1,500 SH   SOLE   1,500 0 0
ARLO TECHNOLOGIES INC COM 04206A101 21 8,600 SH   OTR 1 0 8,600 0
ARROW ELECTRS INC COM 042735100 444 8,551 SH   SOLE   8,551 0 0
ARROW ELECTRS INC COM 042735100 8,878 171,157 SH   OTR 1 0 171,157 0
ARROW ELECTRS INC COM 042735100 822 15,852 SH   OTR 5 0 15,852 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 1,307 45,426 SH   OTR 1 0 45,426 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 288 10,000 SH   SOLE   10,000 0 0
ARTESIAN RESOURCES CORP CL A 043113208 403 10,784 SH   OTR 1 0 10,784 0
ARTESIAN RESOURCES CORP CL A 043113208 90 2,400 SH   SOLE   2,400 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 2,001 93,100 SH   OTR 1 0 93,100 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 438 20,400 SH   SOLE   20,400 0 0
ARVINAS INC COM 04335A105 48 1,200 SH   SOLE   1,200 0 0
ARVINAS INC COM 04335A105 218 5,400 SH   OTR 1 0 5,400 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 210 3,800 SH   SOLE   3,800 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 950 17,200 SH   OTR 1 0 17,200 0
ASSERTIO THERAPEUTICS INC NOTE 2.500% 9/0 249908AA2 118 118,000 PRN   SOLE   118,000 0 0
ASSURANT INC COM 04621X108 808 7,767 SH   OTR 1 0 7,767 0
ASSURANT INC COM 04621X108 151 1,448 SH   SOLE   1,448 0 0
AT&T INC COM 00206R102 32,840 1,126,574 SH   OTR 1 0 1,126,574 0
AT&T INC COM 00206R102 1,246 42,757 SH   OTR 5 0 42,757 0
AT&T INC COM 00206R102 6,100 209,266 SH   SOLE   209,266 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 586 68,839 SH   OTR 1 0 68,839 0
ATARA BIOTHERAPEUTICS INC COM 046513107 127 14,892 SH   SOLE   14,892 0 0
ATKORE INTL GROUP INC COM 047649108 1,806 85,724 SH   OTR 1 0 85,724 0
ATKORE INTL GROUP INC COM 047649108 399 18,954 SH   SOLE   18,954 0 0
ATLANTIC POWER CORP COM NEW 04878Q863 51 24,000 SH   SOLE   24,000 0 0
ATLANTIC POWER CORP COM NEW 04878Q863 254 118,815 SH   OTR 1 0 118,815 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 4,095 4,630,000 PRN   DFND 1 0 4,630,000 0
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DEXCOM INC NOTE 0.750% 5/1 252131AF4 217 80,000 PRN   SOLE   80,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 5,425 3,099,000 PRN   SOLE   3,099,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 6,192 3,542,000 PRN   DFND 1 0 3,542,000 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 24,294 13,877,000 PRN   OTR 1 0 13,877,000 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 93 53,000 PRN   OTR 4 0 53,000 0
DHI GROUP INC COM 23331S100 764 353,500 SH   OTR 1 0 353,500 0
DHI GROUP INC COM 23331S100 168 77,800 SH   SOLE   77,800 0 0
DIAMONDBACK ENERGY INC COM 25278X109 542 20,706 SH   OTR 1 0 20,706 0
DIAMONDBACK ENERGY INC COM 25278X109 114 4,336 SH   SOLE   4,336 0 0
DIEBOLD NXDF INC COM 253651103 689 195,700 SH   OTR 1 0 195,700 0
DIEBOLD NXDF INC COM 253651103 142 40,200 SH   SOLE   40,200 0 0
DIGI INTL INC COM 253798102 202 21,200 SH   OTR 1 0 21,200 0
DIGI INTL INC COM 253798102 49 5,100 SH   SOLE   5,100 0 0
DIGITAL RLTY TR INC COM 253868103 10,484 75,475 SH   OTR 1 0 75,475 0
DIGITAL RLTY TR INC COM 253868103 858 6,178 SH   SOLE   6,178 0 0
DIME CMNTY BANCSHARES COM 253922108 239 17,412 SH   OTR 1 0 17,412 0
DIME CMNTY BANCSHARES COM 253922108 50 3,613 SH   SOLE   3,613 0 0
DISCOVER FINL SVCS COM 254709108 1,426 39,991 SH   OTR 1 0 39,991 0
DISCOVER FINL SVCS COM 254709108 289 8,112 SH   SOLE   8,112 0 0
DISCOVERY INC COM SER A 25470F104 390 20,041 SH   OTR 1 0 20,041 0
DISCOVERY INC COM SER A 25470F104 107 5,526 SH   SOLE   5,526 0 0
DISCOVERY INC COM SER C 25470F302 751 42,794 SH   OTR 1 0 42,794 0
DISCOVERY INC COM SER C 25470F302 139 7,910 SH   SOLE   7,910 0 0
DISH NETWORK CORPORATION CL A 25470M109 652 32,622 SH   OTR 1 0 32,622 0
DISH NETWORK CORPORATION CL A 25470M109 121 6,064 SH   SOLE   6,064 0 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 3,902 4,900,000 PRN   SOLE   4,900,000 0 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 29,063 36,500,000 PRN   OTR 1 0 36,500,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 37,368 45,887,000 PRN   OTR 1 0 45,887,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 77 95,000 PRN   OTR 4 0 95,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 4,905 6,042,000 PRN   DFND 1 0 6,042,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 10,473 12,861,000 PRN   SOLE   12,861,000 0 0
DISNEY WALT CO COM DISNEY 254687106 26,897 278,439 SH   OTR 1 0 278,439 0
DISNEY WALT CO COM DISNEY 254687106 814 8,425 SH   OTR 5 0 8,425 0
DISNEY WALT CO COM DISNEY 254687106 5,195 53,774 SH   SOLE   53,774 0 0
DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 718 197,800 SH   OTR 1 0 197,800 0
DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 151 41,700 SH   SOLE   41,700 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 190 135,000 PRN   SOLE   135,000 0 0
DOLLAR GEN CORP NEW COM 256677105 24,576 162,745 SH   OTR 1 0 162,745 0
DOLLAR GEN CORP NEW COM 256677105 979 6,486 SH   OTR 5 0 6,486 0
DOLLAR GEN CORP NEW COM 256677105 1,094 7,245 SH   SOLE   7,245 0 0
DOLLAR TREE INC COM 256746108 2,208 30,052 SH   OTR 1 0 30,052 0
DOLLAR TREE INC COM 256746108 460 6,259 SH   SOLE   6,259 0 0
DOMINION ENERGY INC COM 25746U109 10,461 144,905 SH   OTR 1 0 144,905 0
DOMINION ENERGY INC COM 25746U109 309 4,277 SH   OTR 5 0 4,277 0
DOMINION ENERGY INC COM 25746U109 1,619 22,430 SH   SOLE   22,430 0 0
DOMINOS PIZZA INC COM 25754A201 11,754 36,269 SH   OTR 1 0 36,269 0
DOMINOS PIZZA INC COM 25754A201 65 200 SH   SOLE   200 0 0
DOVER CORP COM 260003108 346 4,127 SH   SOLE   4,127 0 0
DOVER CORP COM 260003108 1,917 22,835 SH   OTR 1 0 22,835 0
DOW INC COM 260557103 586 20,050 SH   SOLE   20,050 0 0
DOW INC COM 260557103 4,754 162,576 SH   OTR 1 0 162,576 0
DOW INC COM 260557103 214 7,329 SH   OTR 5 0 7,329 0
DROPBOX INC CL A 26210C104 11,361 627,692 SH   OTR 1 0 627,692 0
DROPBOX INC CL A 26210C104 482 26,629 SH   SOLE   26,629 0 0
DTE ENERGY CO COM 233331107 4,927 51,881 SH   OTR 1 0 51,881 0
DTE ENERGY CO COM 233331107 22 230 SH   OTR 5 0 230 0
DTE ENERGY CO COM 233331107 469 4,937 SH   SOLE   4,937 0 0
DUCOMMUN INC DEL COM 264147109 212 8,536 SH   OTR 1 0 8,536 0
DUCOMMUN INC DEL COM 264147109 45 1,792 SH   SOLE   1,792 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,543 19,074 SH   SOLE   19,074 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 8,843 109,336 SH   OTR 1 0 109,336 0
DUKE REALTY CORP COM NEW 264411505 383 11,824 SH   SOLE   11,824 0 0
DUKE REALTY CORP COM NEW 264411505 3,724 115,020 SH   OTR 1 0 115,020 0
DUPONT DE NEMOURS INC COM 26614N102 5,498 161,233 SH   OTR 1 0 161,233 0
DUPONT DE NEMOURS INC COM 26614N102 250 7,345 SH   OTR 5 0 7,345 0
DUPONT DE NEMOURS INC COM 26614N102 741 21,734 SH   SOLE   21,734 0 0
DWS MUN INCOME TR COM 233368109 1,342 124,496 SH   OTR 1 0 124,496 0
DWS MUN INCOME TR COM 233368109 1,030 95,537 SH   SOLE   95,537 0 0
DXC TECHNOLOGY CO COM 23355L106 2,301 176,288 SH   OTR 1 0 176,288 0
DXC TECHNOLOGY CO COM 23355L106 220 16,849 SH   SOLE   16,849 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 85 100,000 PRN   SOLE   100,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 5,402 157,392 SH   OTR 1 0 157,392 0
E TRADE FINANCIAL CORP COM NEW 269246401 218 6,347 SH   SOLE   6,347 0 0
EAGLE BANCORP INC MD COM 268948106 359 11,900 SH   SOLE   11,900 0 0
EAGLE BANCORP INC MD COM 268948106 1,628 53,900 SH   OTR 1 0 53,900 0
EAST WEST BANCORP INC COM 27579R104 388 15,085 SH   OTR 1 0 15,085 0
EAST WEST BANCORP INC COM 27579R104 23 900 SH   SOLE   900 0 0
EASTGROUP PPTY INC COM 277276101 2,600 24,883 SH   OTR 1 0 24,883 0
EASTGROUP PPTY INC COM 277276101 564 5,400 SH   SOLE   5,400 0 0
EASTMAN CHEM CO COM 277432100 812 17,440 SH   OTR 1 0 17,440 0
EASTMAN CHEM CO COM 277432100 179 3,833 SH   SOLE   3,833 0 0
EATON VANCE MUN BD FD COM 27827X101 9 718 SH   SOLE   718 0 0
EATON VANCE MUN BD FD COM 27827X101 1,656 132,688 SH   OTR 1 0 132,688 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 5,571 481,489 SH   SOLE   481,489 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 153 13,241 SH   OTR 1 0 13,241 0
EBAY INC COM 278642103 11,119 369,892 SH   OTR 1 0 369,892 0
EBAY INC COM 278642103 669 22,253 SH   SOLE   22,253 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 19,249 19,241,000 PRN   OTR 1 0 19,241,000 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 1,827 1,826,000 PRN   SOLE   1,826,000 0 0
ECHOSTAR CORP CL A 278768106 2,161 67,596 SH   OTR 1 0 67,596 0
ECOLAB INC COM 278865100 4,954 31,791 SH   OTR 1 0 31,791 0
ECOLAB INC COM 278865100 1,012 6,493 SH   SOLE   6,493 0 0
EDISON INTL COM 281020107 523 9,547 SH   SOLE   9,547 0 0
EDISON INTL COM 281020107 2,573 46,953 SH   OTR 1 0 46,953 0
EDITAS MEDICINE INC COM 28106W103 1,058 53,334 SH   OTR 1 0 53,334 0
EDITAS MEDICINE INC COM 28106W103 232 11,692 SH   SOLE   11,692 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 5,169 27,402 SH   OTR 1 0 27,402 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,137 6,026 SH   SOLE   6,026 0 0
EHEALTH INC COM 28238P109 1,014 7,200 SH   OTR 1 0 7,200 0
EHEALTH INC COM 28238P109 225 1,600 SH   SOLE   1,600 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 619 27,625 SH   OTR 1 0 27,625 0
ELANCO ANIMAL HEALTH INC COM 28414H103 25 1,100 SH   SOLE   1,100 0 0
ELDORADO RESORTS INC COM 28470R102 170 11,800 SH   OTR 1 0 11,800 0
ELDORADO RESORTS INC COM 28470R102 36 2,500 SH   SOLE   2,500 0 0
ELECTRONIC ARTS INC COM 285512109 983 9,815 SH   SOLE   9,815 0 0
ELECTRONIC ARTS INC COM 285512109 1,115 11,134 SH   OTR 5 0 11,134 0
ELECTRONIC ARTS INC COM 285512109 10,005 99,885 SH   OTR 1 0 99,885 0
ELEVATE CREDIT INC COM 28621V101 5 5,170 SH   SOLE   5,170 0 0
ELEVATE CREDIT INC COM 28621V101 31 29,757 SH   OTR 1 0 29,757 0
ELLINGTON FINANCIAL INC COM 28852N109 625 109,500 SH   OTR 1 0 109,500 0
ELLINGTON FINANCIAL INC COM 28852N109 132 23,200 SH   SOLE   23,200 0 0
EMCOR GROUP INC COM 29084Q100 3,054 49,800 SH   OTR 1 0 49,800 0
EMCOR GROUP INC COM 29084Q100 662 10,800 SH   SOLE   10,800 0 0
EMERALD HOLDING INC COM 29103W104 88 33,800 SH   OTR 1 0 33,800 0
EMERALD HOLDING INC COM 29103W104 18 6,800 SH   SOLE   6,800 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 304 5,248 SH   SOLE   5,248 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,408 24,329 SH   OTR 1 0 24,329 0
EMERSON ELEC CO COM 291011104 5,165 108,390 SH   OTR 1 0 108,390 0
EMERSON ELEC CO COM 291011104 772 16,198 SH   SOLE   16,198 0 0
EMPLOYERS HOLDINGS INC COM 292218104 1,588 39,204 SH   OTR 1 0 39,204 0
EMPLOYERS HOLDINGS INC COM 292218104 340 8,400 SH   SOLE   8,400 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 981 19,083 SH   OTR 1 0 19,083 0
ENANTA PHARMACEUTICALS INC COM 29251M106 216 4,192 SH   SOLE   4,192 0 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 79 80,000 PRN   SOLE   80,000 0 0
ENCORE WIRE CORP COM 292562105 2,059 49,035 SH   OTR 1 0 49,035 0
ENCORE WIRE CORP COM 292562105 444 10,579 SH   SOLE   10,579 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 175 90,500 SH   SOLE   90,500 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 790 409,500 SH   OTR 1 0 409,500 0
ENOVA INTL INC COM 29357K103 163 11,236 SH   SOLE   11,236 0 0
ENOVA INTL INC COM 29357K103 778 53,668 SH   OTR 1 0 53,668 0
ENPHASE ENERGY INC COM 29355A107 1,075 33,300 SH   OTR 1 0 33,300 0
ENPHASE ENERGY INC COM 29355A107 232 7,200 SH   SOLE   7,200 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 1,558 5,991,000 PRN   DFND 1 0 5,991,000 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 8,574 31,180,000 PRN   OTR 1 0 31,180,000 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 24 93,000 PRN   OTR 4 0 93,000 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 1,724 6,268,000 PRN   SOLE   6,268,000 0 0
ENSIGN GROUP INC COM 29358P101 489 13,000 SH   OTR 1 0 13,000 0
ENSIGN GROUP INC COM 29358P101 117 3,100 SH   SOLE   3,100 0 0
ENTEGRIS INC COM 29362U104 3,476 77,644 SH   OTR 1 0 77,644 0
ENTEGRIS INC COM 29362U104 126 2,814 SH   SOLE   2,814 0 0
ENTERGY CORP NEW COM 29364G103 1,056 11,235 SH   OTR 5 0 11,235 0
ENTERGY CORP NEW COM 29364G103 564 5,998 SH   SOLE   5,998 0 0
ENTERGY CORP NEW COM 29364G103 12,213 129,962 SH   OTR 1 0 129,962 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 873 429,928 SH   OTR 1 0 429,928 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 190 93,519 SH   SOLE   93,519 0 0
ENVESTNET INC COM 29404K106 963 17,900 SH   OTR 1 0 17,900 0
ENVESTNET INC COM 29404K106 204 3,800 SH   SOLE   3,800 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 20,150 19,620,000 PRN   OTR 1 0 19,620,000 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 4,895 4,766,000 PRN   SOLE   4,766,000 0 0
ENVISTA HOLDINGS CORPORATION COM 29415F104 369 24,700 SH   SOLE   24,700 0 0
ENVISTA HOLDINGS CORPORATION COM 29415F104 3,427 229,358 SH   OTR 1 0 229,358 0
EOG RES INC COM 26875P101 3,687 102,651 SH   OTR 1 0 102,651 0
EOG RES INC COM 26875P101 547 15,242 SH   SOLE   15,242 0 0
EPIZYME INC COM 29428V104 731 47,100 SH   OTR 1 0 47,100 0
EPIZYME INC COM 29428V104 163 10,500 SH   SOLE   10,500 0 0
EPLUS INC COM 294268107 1,651 26,367 SH   OTR 1 0 26,367 0
EPLUS INC COM 294268107 346 5,531 SH   SOLE   5,531 0 0
EQUIFAX INC COM 294429105 1,831 15,330 SH   OTR 1 0 15,330 0
EQUIFAX INC COM 294429105 388 3,246 SH   SOLE   3,246 0 0
EQUINIX INC COM 29444U700 18,856 30,191 SH   OTR 1 0 30,191 0
EQUINIX INC COM 29444U700 179 287 SH   OTR 5 0 287 0
EQUINIX INC COM 29444U700 1,635 2,618 SH   SOLE   2,618 0 0
EQUITABLE HLDGS INC COM 29452E101 2,143 148,314 SH   OTR 1 0 148,314 0
EQUITABLE HLDGS INC COM 29452E101 27 1,900 SH   SOLE   1,900 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 80 1,400 SH   SOLE   1,400 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2,039 35,477 SH   OTR 1 0 35,477 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 9,163 148,483 SH   OTR 1 0 148,483 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 353 5,718 SH   OTR 5 0 5,718 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 672 10,889 SH   SOLE   10,889 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 359 11,400 SH   OTR 1 0 11,400 0
ESPERION THERAPEUTICS INC NE COM 29664W105 79 2,500 SH   SOLE   2,500 0 0
ESSEX PPTY TR INC COM 297178105 4,121 18,713 SH   OTR 1 0 18,713 0
ESSEX PPTY TR INC COM 297178105 440 2,000 SH   SOLE   2,000 0 0
ETSY INC NOTE 3/0 29786AAC0 3,927 3,118,000 PRN   DFND 1 0 3,118,000 0
ETSY INC NOTE 3/0 29786AAC0 7,031 5,572,000 PRN   SOLE   5,572,000 0 0
ETSY INC NOTE 3/0 29786AAC0 62 49,000 PRN   OTR 4 0 49,000 0
ETSY INC NOTE 3/0 29786AAC0 19,562 15,503,000 PRN   OTR 1 0 15,503,000 0
EURONET WORLDWIDE INC COM 298736109 3,861 45,043 SH   OTR 1 0 45,043 0
EURONET WORLDWIDE INC COM 298736109 284 3,316 SH   SOLE   3,316 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 17,925 19,630,000 PRN   OTR 1 0 19,630,000 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 8,277 9,065,000 PRN   SOLE   9,065,000 0 0
EVERBRIDGE INC COM 29978A104 1,234 11,600 SH   OTR 1 0 11,600 0
EVERBRIDGE INC COM 29978A104 266 2,500 SH   SOLE   2,500 0 0
EVERCORE INC CLASS A 29977A105 11,403 247,562 SH   OTR 1 0 247,562 0
EVERCORE INC CLASS A 29977A105 412 8,935 SH   SOLE   8,935 0 0
EVERGY INC COM 30034W106 10,795 196,092 SH   OTR 1 0 196,092 0
EVERGY INC COM 30034W106 1,002 18,198 SH   OTR 5 0 18,198 0
EVERGY INC COM 30034W106 399 7,253 SH   SOLE   7,253 0 0
EVERI HLDGS INC COM 30034T103 592 179,278 SH   OTR 1 0 179,278 0
EVERI HLDGS INC COM 30034T103 127 38,500 SH   SOLE   38,500 0 0
EVERSOURCE ENERGY COM 30040W108 4,128 52,787 SH   OTR 1 0 52,787 0
EVERSOURCE ENERGY COM 30040W108 670 8,567 SH   SOLE   8,567 0 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 95 150,000 PRN   SOLE   150,000 0 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 328 29,300 SH   OTR 1 0 29,300 0
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 80 7,100 SH   SOLE   7,100 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 5,067 4,673,000 PRN   DFND 1 0 4,673,000 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 6,905 6,339,000 PRN   SOLE   6,339,000 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 81 75,000 PRN   OTR 4 0 75,000 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 29,744 27,306,000 PRN   OTR 1 0 27,306,000 0
EXANTAS CAP CORP COM NEW 30068N105 94 34,000 SH   OTR 1 0 34,000 0
EXANTAS CAP CORP COM NEW 30068N105 16 5,900 SH   SOLE   5,900 0 0
EXELIXIS INC COM 30161Q104 11,215 651,269 SH   OTR 1 0 651,269 0
EXELIXIS INC COM 30161Q104 29 1,671 SH   SOLE   1,671 0 0
EXELON CORP COM 30161N101 5,767 156,677 SH   OTR 1 0 156,677 0
EXELON CORP COM 30161N101 933 25,342 SH   SOLE   25,342 0 0
EXPEDIA GROUP INC COM NEW 30212P303 561 9,972 SH   SOLE   9,972 0 0
EXPEDIA GROUP INC COM NEW 30212P303 8,806 156,488 SH   OTR 1 0 156,488 0
EXPEDIA GROUP INC COM NEW 30212P303 457 8,115 SH   OTR 5 0 8,115 0
EXPEDITORS INTL WASH INC COM 302130109 1,448 21,704 SH   OTR 1 0 21,704 0
EXPEDITORS INTL WASH INC COM 302130109 323 4,834 SH   SOLE   4,834 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 1,275 174,485 SH   OTR 1 0 174,485 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 123 16,839 SH   SOLE   16,839 0 0
EXTRA SPACE STORAGE INC COM 30225T102 1,970 20,569 SH   OTR 1 0 20,569 0
EXTRA SPACE STORAGE INC COM 30225T102 389 4,067 SH   SOLE   4,067 0 0
EXTREME NETWORKS INC COM 30226D106 663 214,600 SH   OTR 1 0 214,600 0
EXTREME NETWORKS INC COM 30226D106 145 47,000 SH   SOLE   47,000 0 0
EXXON MOBIL CORP COM 30231G102 4,454 117,298 SH   SOLE   117,298 0 0
EXXON MOBIL CORP COM 30231G102 24,523 645,865 SH   OTR 1 0 645,865 0
EXXON MOBIL CORP COM 30231G102 757 19,945 SH   OTR 5 0 19,945 0
F M C CORP COM NEW 302491303 260 3,187 SH   SOLE   3,187 0 0
F M C CORP COM NEW 302491303 2,121 25,969 SH   OTR 1 0 25,969 0
F5 NETWORKS INC COM 315616102 811 7,610 SH   OTR 1 0 7,610 0
F5 NETWORKS INC COM 315616102 195 1,829 SH   SOLE   1,829 0 0
FACEBOOK INC CL A 30303M102 111,114 666,150 SH   OTR 1 0 666,150 0
FACEBOOK INC CL A 30303M102 4,847 29,059 SH   OTR 5 0 29,059 0
FACEBOOK INC CL A 30303M102 10,920 65,465 SH   SOLE   65,465 0 0
FAIR ISAAC CORP COM 303250104 9,208 29,926 SH   OTR 1 0 29,926 0
FAIR ISAAC CORP COM 303250104 68 222 SH   SOLE   222 0 0
FARMERS NATIONAL BANC CORP COM 309627107 47 4,059 SH   SOLE   4,059 0 0
FARMERS NATIONAL BANC CORP COM 309627107 224 19,263 SH   OTR 1 0 19,263 0
FASTENAL CO COM 311900104 2,272 72,703 SH   OTR 1 0 72,703 0
FASTENAL CO COM 311900104 471 15,078 SH   SOLE   15,078 0 0
FATE THERAPEUTICS INC COM 31189P102 418 18,800 SH   OTR 1 0 18,800 0
FATE THERAPEUTICS INC COM 31189P102 91 4,100 SH   SOLE   4,100 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 766 10,268 SH   OTR 1 0 10,268 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 161 2,161 SH   SOLE   2,161 0 0
FEDERATED HERMES INC CL B 314211103 1,615 84,800 SH   OTR 1 0 84,800 0
FEDERATED HERMES INC CL B 314211103 341 17,900 SH   SOLE   17,900 0 0
FEDEX CORP COM 31428X106 4,779 39,408 SH   OTR 1 0 39,408 0
FEDEX CORP COM 31428X106 769 6,340 SH   SOLE   6,340 0 0
FIBROGEN INC COM 31572Q808 363 10,439 SH   SOLE   10,439 0 0
FIBROGEN INC COM 31572Q808 1,660 47,766 SH   OTR 1 0 47,766 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4,472 179,731 SH   OTR 1 0 179,731 0
FIDELITY NATL INFORMATION SV COM 31620M106 12,314 101,237 SH   OTR 1 0 101,237 0
FIDELITY NATL INFORMATION SV COM 31620M106 238 1,956 SH   OTR 5 0 1,956 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,938 15,932 SH   SOLE   15,932 0 0
FIFTH THIRD BANCORP COM 316773100 1,632 109,927 SH   OTR 1 0 109,927 0
FIFTH THIRD BANCORP COM 316773100 284 19,155 SH   SOLE   19,155 0 0
FINANCIAL INSTNS INC COM 317585404 1,443 79,531 SH   OTR 1 0 79,531 0
FINANCIAL INSTNS INC COM 317585404 318 17,523 SH   SOLE   17,523 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 2,696 3,190,000 PRN   SOLE   3,190,000 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 7,662 9,068,000 PRN   OTR 1 0 9,068,000 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 216 220,000 PRN   SOLE   220,000 0 0
FIRST AMERN FINL CORP COM 31847R102 140 3,310 SH   SOLE   3,310 0 0
FIRST AMERN FINL CORP COM 31847R102 6,499 153,250 SH   OTR 1 0 153,250 0
FIRST AMERN FINL CORP COM 31847R102 424 10,007 SH   OTR 5 0 10,007 0
FIRST BANCORP P R COM NEW 318672706 1,514 284,500 SH   OTR 1 0 284,500 0
FIRST BANCORP P R COM NEW 318672706 339 63,800 SH   SOLE   63,800 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 535 34,499 SH   OTR 1 0 34,499 0
FIRST BUS FINL SVCS INC WIS COM 319390100 120 7,767 SH   SOLE   7,767 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 239 23,829 SH   OTR 1 0 23,829 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 51 5,044 SH   SOLE   5,044 0 0
FIRST FNDTN INC COM 32026V104 366 35,810 SH   SOLE   35,810 0 0
FIRST FNDTN INC COM 32026V104 1,681 164,460 SH   OTR 1 0 164,460 0
FIRST HAWAIIAN INC COM 32051X108 1,200 72,625 SH   OTR 1 0 72,625 0
FIRST INDL RLTY TR INC COM 32054K103 2,874 86,500 SH   OTR 1 0 86,500 0
FIRST INDL RLTY TR INC COM 32054K103 631 19,000 SH   SOLE   19,000 0 0
FIRST INTERNET BANCORP COM 320557101 1,219 74,256 SH   OTR 1 0 74,256 0
FIRST INTERNET BANCORP COM 320557101 270 16,421 SH   SOLE   16,421 0 0
FIRST LONG IS CORP COM 320734106 536 30,885 SH   OTR 1 0 30,885 0
FIRST LONG IS CORP COM 320734106 113 6,514 SH   SOLE   6,514 0 0
FIRST MERCHANTS CORP COM 320817109 988 37,300 SH   OTR 1 0 37,300 0
FIRST MERCHANTS CORP COM 320817109 196 7,400 SH   SOLE   7,400 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 159 12,000 SH   SOLE   12,000 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 767 57,973 SH   OTR 1 0 57,973 0
FIRST NORTHWEST BANCORP COM 335834107 232 21,300 SH   OTR 1 0 21,300 0
FIRST NORTHWEST BANCORP COM 335834107 52 4,800 SH   SOLE   4,800 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 3,136 38,113 SH   OTR 1 0 38,113 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 374 4,545 SH   SOLE   4,545 0 0
FIRSTENERGY CORP COM 337932107 9,186 229,238 SH   OTR 1 0 229,238 0
FIRSTENERGY CORP COM 337932107 392 9,794 SH   OTR 5 0 9,794 0
FIRSTENERGY CORP COM 337932107 589 14,702 SH   SOLE   14,702 0 0
FISERV INC COM 337738108 10,123 106,570 SH   OTR 1 0 106,570 0
FISERV INC COM 337738108 1,345 14,164 SH   SOLE   14,164 0 0
FITBIT INC CL A 33812L102 71 10,600 SH   OTR 1 0 10,600 0
FITBIT INC CL A 33812L102 13 1,900 SH   SOLE   1,900 0 0
FIVE9 INC COM 338307101 1,774 23,200 SH   OTR 1 0 23,200 0
FIVE9 INC COM 338307101 382 5,000 SH   SOLE   5,000 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 1,684 84,898 SH   OTR 1 0 84,898 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 369 18,624 SH   SOLE   18,624 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 2,046 10,968 SH   OTR 1 0 10,968 0
FLEETCOR TECHNOLOGIES INC COM 339041105 435 2,332 SH   SOLE   2,332 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 35 45,000 PRN   SOLE   45,000 0 0
FLIR SYS INC COM 302445101 548 17,196 SH   OTR 1 0 17,196 0
FLIR SYS INC COM 302445101 104 3,258 SH   SOLE   3,258 0 0
FLOWSERVE CORP COM 34354P105 397 16,636 SH   OTR 1 0 16,636 0
FLOWSERVE CORP COM 34354P105 74 3,087 SH   SOLE   3,087 0 0
FLUOR CORP NEW COM 343412102 632 91,448 SH   OTR 1 0 91,448 0
FLUOR CORP NEW COM 343412102 158 22,830 SH   SOLE   22,830 0 0
FLUSHING FINL CORP COM 343873105 391 29,255 SH   SOLE   29,255 0 0
FLUSHING FINL CORP COM 343873105 1,784 133,553 SH   OTR 1 0 133,553 0
FLWS/1-800 FLOWERS CL A 68243Q106 1,447 109,350 SH   OTR 1 0 109,350 0
FLWS/1-800 FLOWERS CL A 68243Q106 315 23,796 SH   SOLE   23,796 0 0
FOOT LOCKER INC COM 344849104 3,602 163,371 SH   OTR 1 0 163,371 0
FOOT LOCKER INC COM 344849104 174 7,900 SH   SOLE   7,900 0 0
FORD MTR CO DEL COM 345370860 3,609 747,229 SH   OTR 1 0 747,229 0
FORD MTR CO DEL COM 345370860 493 102,103 SH   SOLE   102,103 0 0
FORESTAR GROUP INC COM 346232101 745 72,000 SH   OTR 1 0 72,000 0
FORESTAR GROUP INC COM 346232101 161 15,600 SH   SOLE   15,600 0 0
FORMFACTOR INC COM 346375108 2,391 119,000 SH   OTR 1 0 119,000 0
FORMFACTOR INC COM 346375108 514 25,600 SH   SOLE   25,600 0 0
FORTERRA INC COM 34960W106 303 50,600 SH   OTR 1 0 50,600 0
FORTERRA INC COM 34960W106 68 11,400 SH   SOLE   11,400 0 0
FORTINET INC COM 34959E109 20,520 202,823 SH   OTR 1 0 202,823 0
FORTINET INC COM 34959E109 1,173 11,590 SH   OTR 5 0 11,590 0
FORTINET INC COM 34959E109 1,027 10,152 SH   SOLE   10,152 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 123 170 SH   SOLE   170 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 4,202 5,838 SH   DFND 1 0 5,838 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 64 89 SH   OTR 4 0 89 0
FORTIVE CORP COM 34959J108 2,066 37,441 SH   OTR 1 0 37,441 0
FORTIVE CORP COM 34959J108 426 7,723 SH   SOLE   7,723 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 13,290 14,262,000 PRN   SOLE   14,262,000 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 200 4,628 SH   SOLE   4,628 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 806 18,645 SH   OTR 1 0 18,645 0
FORTY SEVEN INC COM 34983P104 1,088 11,400 SH   OTR 1 0 11,400 0
FORTY SEVEN INC COM 34983P104 229 2,400 SH   SOLE   2,400 0 0
FOSTER L B CO COM 350060109 918 74,236 SH   OTR 1 0 74,236 0
FOSTER L B CO COM 350060109 201 16,301 SH   SOLE   16,301 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 1,476 78,900 SH   OTR 1 0 78,900 0
FOUR CORNERS PPTY TR INC COM 35086T109 339 18,100 SH   SOLE   18,100 0 0
FOX CORP CL A COM 35137L105 184 7,790 SH   SOLE   7,790 0 0
FOX CORP CL A COM 35137L105 1,041 44,074 SH   OTR 1 0 44,074 0
FOX CORP CL B COM 35137L204 196 8,547 SH   SOLE   8,547 0 0
FOX CORP CL B COM 35137L204 8 332 SH   OTR 5 0 332 0
FOX CORP CL B COM 35137L204 1,485 64,912 SH   OTR 1 0 64,912 0
FRANKLIN RESOURCES INC COM 354613101 1,794 107,466 SH   OTR 1 0 107,466 0
FRANKLIN RESOURCES INC COM 354613101 110 6,569 SH   SOLE   6,569 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,242 184,043 SH   OTR 1 0 184,043 0
FREEPORT-MCMORAN INC CL B 35671D857 260 38,520 SH   SOLE   38,520 0 0
FRESHPET INC COM 358039105 709 11,100 SH   OTR 1 0 11,100 0
FRESHPET INC COM 358039105 160 2,500 SH   SOLE   2,500 0 0
FRONTDOOR INC COM 35905A109 2,778 79,881 SH   OTR 1 0 79,881 0
FRONTDOOR INC COM 35905A109 365 10,500 SH   SOLE   10,500 0 0
FS BANCORP INC COM 30263Y104 826 22,953 SH   OTR 1 0 22,953 0
FS BANCORP INC COM 30263Y104 180 4,992 SH   SOLE   4,992 0 0
FTI CONSULTING INC COM 302941109 303 2,533 SH   OTR 5 0 2,533 0
FTI CONSULTING INC COM 302941109 127 1,057 SH   SOLE   1,057 0 0
FTI CONSULTING INC COM 302941109 1,596 13,324 SH   OTR 1 0 13,324 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 111 85,000 PRN   SOLE   85,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 1,962 24,065 SH   OTR 1 0 24,065 0
GALLAGHER ARTHUR J & CO COM 363576109 404 4,955 SH   SOLE   4,955 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 2,069 74,651 SH   OTR 1 0 74,651 0
GAMING & LEISURE PPTYS INC COM 36467J108 27 967 SH   SOLE   967 0 0
GAP INC COM 364760108 35 4,974 SH   SOLE   4,974 0 0
GAP INC COM 364760108 191 27,080 SH   OTR 1 0 27,080 0
GARTNER INC COM 366651107 251 2,517 SH   SOLE   2,517 0 0
GARTNER INC COM 366651107 1,138 11,433 SH   OTR 1 0 11,433 0
GENERAC HLDGS INC COM 368736104 3,922 42,100 SH   OTR 1 0 42,100 0
GENERAC HLDGS INC COM 368736104 857 9,200 SH   SOLE   9,200 0 0
GENERAL DYNAMICS CORP COM 369550108 5,174 39,106 SH   OTR 1 0 39,106 0
GENERAL DYNAMICS CORP COM 369550108 806 6,094 SH   SOLE   6,094 0 0
GENERAL ELECTRIC CO COM 369604103 10,108 1,273,029 SH   OTR 1 0 1,273,029 0
GENERAL ELECTRIC CO COM 369604103 1,809 227,874 SH   SOLE   227,874 0 0
GENERAL MLS INC COM 370334104 5,360 101,570 SH   OTR 1 0 101,570 0
GENERAL MLS INC COM 370334104 840 15,925 SH   SOLE   15,925 0 0
GENERAL MTRS CO COM 37045V100 4,499 216,530 SH   OTR 1 0 216,530 0
GENERAL MTRS CO COM 37045V100 682 32,843 SH   SOLE   32,843 0 0
GENUINE PARTS CO COM 372460105 258 3,827 SH   SOLE   3,827 0 0
GENUINE PARTS CO COM 372460105 1,248 18,530 SH   OTR 1 0 18,530 0
GENWORTH FINL INC COM CL A 37247D106 1,916 577,100 SH   OTR 1 0 577,100 0
GENWORTH FINL INC COM CL A 37247D106 430 129,500 SH   SOLE   129,500 0 0
GEO GROUP INC NEW COM 36162J106 1,321 108,665 SH   OTR 1 0 108,665 0
GEO GROUP INC NEW COM 36162J106 286 23,507 SH   SOLE   23,507 0 0
GILEAD SCIENCES INC COM 375558103 19,520 261,105 SH   OTR 1 0 261,105 0
GILEAD SCIENCES INC COM 375558103 1,443 19,303 SH   OTR 5 0 19,303 0
GILEAD SCIENCES INC COM 375558103 3,051 40,817 SH   SOLE   40,817 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,602 31,354 SH   OTR 1 0 31,354 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 352 6,883 SH   SOLE   6,883 0 0
GLOBAL MED REIT INC COM NEW 37954A204 284 28,100 SH   OTR 1 0 28,100 0
GLOBAL MED REIT INC COM NEW 37954A204 69 6,800 SH   SOLE   6,800 0 0
GLOBAL PMTS INC COM 37940X102 6,889 47,767 SH   OTR 1 0 47,767 0
GLOBAL PMTS INC COM 37940X102 1,092 7,568 SH   SOLE   7,568 0 0
GLOBAL WTR RES INC COM 379463102 258 25,300 SH   OTR 1 0 25,300 0
GLOBAL WTR RES INC COM 379463102 54 5,300 SH   SOLE   5,300 0 0
GLOBE LIFE INC COM 37959E102 918 12,759 SH   OTR 1 0 12,759 0
GLOBE LIFE INC COM 37959E102 172 2,387 SH   SOLE   2,387 0 0
GLOBUS MED INC CL A 379577208 591 13,900 SH   SOLE   13,900 0 0
GLOBUS MED INC CL A 379577208 2,747 64,600 SH   OTR 1 0 64,600 0
GLU MOBILE INC COM 379890106 152 24,200 SH   OTR 1 0 24,200 0
GLU MOBILE INC COM 379890106 33 5,300 SH   SOLE   5,300 0 0
GMS INC COM 36251C103 1,276 81,100 SH   OTR 1 0 81,100 0
GMS INC COM 36251C103 271 17,200 SH   SOLE   17,200 0 0
GODADDY INC CL A 380237107 12,051 211,010 SH   OTR 1 0 211,010 0
GODADDY INC CL A 380237107 323 5,651 SH   SOLE   5,651 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,472 48,335 SH   OTR 1 0 48,335 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,266 8,191 SH   SOLE   8,191 0 0
GRAINGER W W INC COM 384802104 1,395 5,613 SH   OTR 1 0 5,613 0
GRAINGER W W INC COM 384802104 307 1,237 SH   SOLE   1,237 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,058 86,698 SH   OTR 1 0 86,698 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 96 11,600 SH   SOLE   11,600 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 445 53,663 SH   OTR 1 0 53,663 0
GREEN BRICK PARTNERS INC COM 392709101 651 80,900 SH   OTR 1 0 80,900 0
GREEN BRICK PARTNERS INC COM 392709101 139 17,300 SH   SOLE   17,300 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,328 30,000 SH   OTR 1 0 30,000 0
GROUP 1 AUTOMOTIVE INC COM 398905109 288 6,500 SH   SOLE   6,500 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 116 120,000 PRN   SOLE   120,000 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 699 47,600 SH   OTR 1 0 47,600 0
H & E EQUIPMENT SERVICES INC COM 404030108 148 10,100 SH   SOLE   10,100 0 0
HAEMONETICS CORP COM 405024100 638 6,400 SH   SOLE   6,400 0 0
HAEMONETICS CORP COM 405024100 2,870 28,800 SH   OTR 1 0 28,800 0
HALLADOR ENERGY COMPANY COM 40609P105 67 70,606 SH   OTR 1 0 70,606 0
HALLADOR ENERGY COMPANY COM 40609P105 12 12,449 SH   SOLE   12,449 0 0
HALLIBURTON CO COM 406216101 1,115 162,823 SH   OTR 1 0 162,823 0
HALLIBURTON CO COM 406216101 175 25,481 SH   SOLE   25,481 0 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 509 125,868 SH   OTR 1 0 125,868 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 112 27,800 SH   SOLE   27,800 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 1,632 90,723 SH   OTR 1 0 90,723 0
HALOZYME THERAPEUTICS INC COM 40637H109 354 19,655 SH   SOLE   19,655 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 980 50,214 SH   OTR 1 0 50,214 0
HANCOCK WHITNEY CORPORATION COM 410120109 230 11,781 SH   SOLE   11,781 0 0
HANESBRANDS INC COM 410345102 67 8,517 SH   SOLE   8,517 0 0
HANESBRANDS INC COM 410345102 361 45,863 SH   OTR 1 0 45,863 0
HANGER INC COM NEW 41043F208 168 10,800 SH   SOLE   10,800 0 0
HANGER INC COM NEW 41043F208 816 52,400 SH   OTR 1 0 52,400 0
HANMI FINL CORP COM NEW 410495204 322 29,674 SH   OTR 1 0 29,674 0
HANMI FINL CORP COM NEW 410495204 70 6,493 SH   SOLE   6,493 0 0
HARLEY DAVIDSON INC COM 412822108 378 19,971 SH   OTR 1 0 19,971 0
HARLEY DAVIDSON INC COM 412822108 71 3,726 SH   SOLE   3,726 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,066 58,630 SH   OTR 1 0 58,630 0
HARTFORD FINL SVCS GROUP INC COM 416515104 331 9,397 SH   SOLE   9,397 0 0
HASBRO INC COM 418056107 1,162 16,235 SH   OTR 1 0 16,235 0
HASBRO INC COM 418056107 244 3,409 SH   SOLE   3,409 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 612 14,226 SH   OTR 1 0 14,226 0
HAWKINS INC COM 420261109 172 4,839 SH   OTR 1 0 4,839 0
HAWKINS INC COM 420261109 28 800 SH   SOLE   800 0 0
HCA HEALTHCARE INC COM 40412C101 4,539 50,517 SH   OTR 1 0 50,517 0
HCA HEALTHCARE INC COM 40412C101 625 6,956 SH   SOLE   6,956 0 0
HD SUPPLY HLDGS INC COM 40416M105 1,325 46,592 SH   OTR 1 0 46,592 0
HEALTHCARE RLTY TR COM 421946104 514 18,400 SH   OTR 1 0 18,400 0
HEALTHCARE RLTY TR COM 421946104 109 3,900 SH   SOLE   3,900 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 2,478 103,909 SH   OTR 1 0 103,909 0
HEALTHPEAK PROPERTIES INC COM 42250P103 373 15,658 SH   SOLE   15,658 0 0
HEALTHSTREAM INC COM 42222N103 400 16,700 SH   SOLE   16,700 0 0
HEALTHSTREAM INC COM 42222N103 1,864 77,826 SH   OTR 1 0 77,826 0
HECLA MNG CO COM 422704106 15 8,000 SH   SOLE   8,000 0 0
HECLA MNG CO COM 422704106 64 35,400 SH   OTR 1 0 35,400 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 10,424 15,785,000 PRN   OTR 1 0 15,785,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 3,104 4,700,000 PRN   SOLE   4,700,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 3,405 4,574,000 PRN   DFND 1 0 4,574,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 52 70,000 PRN   OTR 4 0 70,000 0
HELMERICH & PAYNE INC COM 423452101 218 13,921 SH   OTR 1 0 13,921 0
HELMERICH & PAYNE INC COM 423452101 40 2,571 SH   SOLE   2,571 0 0
HENRY JACK & ASSOC INC COM 426281101 1,518 9,776 SH   OTR 1 0 9,776 0
HENRY JACK & ASSOC INC COM 426281101 343 2,209 SH   SOLE   2,209 0 0
HENRY SCHEIN INC COM 806407102 1,384 27,388 SH   OTR 1 0 27,388 0
HENRY SCHEIN INC COM 806407102 173 3,417 SH   SOLE   3,417 0 0
HERON THERAPEUTICS INC COM 427746102 156 13,275 SH   SOLE   13,275 0 0
HERON THERAPEUTICS INC COM 427746102 700 59,651 SH   OTR 1 0 59,651 0
HERSHEY CO COM 427866108 6,249 47,163 SH   OTR 1 0 47,163 0
HERSHEY CO COM 427866108 412 3,109 SH   OTR 5 0 3,109 0
HERSHEY CO COM 427866108 558 4,212 SH   SOLE   4,212 0 0
HESS CORP COM 42809H107 1,094 32,866 SH   OTR 1 0 32,866 0
HESS CORP COM 42809H107 233 7,006 SH   SOLE   7,006 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,612 165,977 SH   OTR 1 0 165,977 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 349 35,941 SH   SOLE   35,941 0 0
HIBBETT SPORTS INC COM 428567101 117 10,700 SH   SOLE   10,700 0 0
HIBBETT SPORTS INC COM 428567101 572 52,300 SH   OTR 1 0 52,300 0
HIGHWOODS PPTYS INC COM 431284108 18 500 SH   SOLE   500 0 0
HIGHWOODS PPTYS INC COM 431284108 532 15,014 SH   OTR 1 0 15,014 0
HILL ROM HLDGS INC COM 431475102 7,443 73,984 SH   OTR 1 0 73,984 0
HILL ROM HLDGS INC COM 431475102 748 7,437 SH   OTR 5 0 7,437 0
HILL ROM HLDGS INC COM 431475102 181 1,801 SH   SOLE   1,801 0 0
HILLTOP HOLDINGS INC COM 432748101 1,238 81,900 SH   OTR 1 0 81,900 0
HILLTOP HOLDINGS INC COM 432748101 277 18,300 SH   SOLE   18,300 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 2,457 36,000 SH   OTR 1 0 36,000 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 509 7,464 SH   SOLE   7,464 0 0
HMS HLDGS CORP COM 40425J101 457 18,100 SH   SOLE   18,100 0 0
HMS HLDGS CORP COM 40425J101 2,133 84,400 SH   OTR 1 0 84,400 0
HNI CORP COM 404251100 922 36,600 SH   OTR 1 0 36,600 0
HNI CORP COM 404251100 217 8,600 SH   SOLE   8,600 0 0
HOLLYFRONTIER CORP COM 436106108 3,596 146,710 SH   OTR 1 0 146,710 0
HOLLYFRONTIER CORP COM 436106108 48 1,951 SH   OTR 5 0 1,951 0
HOLLYFRONTIER CORP COM 436106108 343 14,011 SH   SOLE   14,011 0 0
HOLOGIC INC COM 436440101 6,650 189,470 SH   OTR 1 0 189,470 0
HOLOGIC INC COM 436440101 902 25,701 SH   OTR 5 0 25,701 0
HOLOGIC INC COM 436440101 328 9,356 SH   SOLE   9,356 0 0
HOME DEPOT INC COM 437076102 6,455 34,573 SH   SOLE   34,573 0 0
HOME DEPOT INC COM 437076102 39,865 213,512 SH   OTR 1 0 213,512 0
HOME DEPOT INC COM 437076102 1,789 9,580 SH   OTR 5 0 9,580 0
HONEYWELL INTL INC COM 438516106 2,724 20,361 SH   SOLE   20,361 0 0
HONEYWELL INTL INC COM 438516106 35 264 SH   OTR 5 0 264 0
HONEYWELL INTL INC COM 438516106 14,067 105,145 SH   OTR 1 0 105,145 0
HORMEL FOODS CORP COM 440452100 1,645 35,262 SH   OTR 1 0 35,262 0
HORMEL FOODS CORP COM 440452100 355 7,603 SH   SOLE   7,603 0 0
HOST HOTELS & RESORTS INC COM 44107P104 1,337 121,120 SH   OTR 1 0 121,120 0
HOST HOTELS & RESORTS INC COM 44107P104 249 22,591 SH   SOLE   22,591 0 0
HOULIHAN LOKEY INC CL A 441593100 740 14,200 SH   OTR 1 0 14,200 0
HOULIHAN LOKEY INC CL A 441593100 172 3,300 SH   SOLE   3,300 0 0
HOWMET AEROSPACE INC COM 443201108 821 51,094 SH   OTR 1 0 51,094 0
HOWMET AEROSPACE INC COM 443201108 160 9,961 SH   SOLE   9,961 0 0
HP INC COM 40434L105 15,768 908,319 SH   OTR 1 0 908,319 0
HP INC COM 40434L105 1,121 64,602 SH   OTR 5 0 64,602 0
HP INC COM 40434L105 735 42,324 SH   SOLE   42,324 0 0
HUB GROUP INC CL A 443320106 768 16,900 SH   OTR 1 0 16,900 0
HUB GROUP INC CL A 443320106 182 4,000 SH   SOLE   4,000 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 141 95,000 PRN   SOLE   95,000 0 0
HUMANA INC COM 444859102 22,210 70,728 SH   OTR 1 0 70,728 0
HUMANA INC COM 444859102 1,469 4,678 SH   OTR 5 0 4,678 0
HUMANA INC COM 444859102 1,937 6,168 SH   SOLE   6,168 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,005 10,893 SH   OTR 1 0 10,893 0
HUNT J B TRANS SVCS INC COM 445658107 233 2,527 SH   SOLE   2,527 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,084 131,984 SH   OTR 1 0 131,984 0
HUNTINGTON BANCSHARES INC COM 446150104 231 28,078 SH   SOLE   28,078 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,013 5,560 SH   OTR 5 0 5,560 0
HUNTINGTON INGALLS INDS INC COM 446413106 419 2,297 SH   SOLE   2,297 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 10,383 56,986 SH   OTR 1 0 56,986 0
HUNTSMAN CORP COM 447011107 1,427 98,892 SH   OTR 1 0 98,892 0
IAC INTERACTIVECORP COM 44919P508 5,972 33,322 SH   OTR 1 0 33,322 0
IAC INTERACTIVECORP COM 44919P508 63 350 SH   SOLE   350 0 0
IDACORP INC COM 451107106 969 11,041 SH   OTR 1 0 11,041 0
IDEX CORP COM 45167R104 1,328 9,614 SH   OTR 1 0 9,614 0
IDEX CORP COM 45167R104 288 2,086 SH   SOLE   2,086 0 0
IDEXX LABS INC COM 45168D104 2,693 11,117 SH   OTR 1 0 11,117 0
IDEXX LABS INC COM 45168D104 613 2,530 SH   SOLE   2,530 0 0
IDT CORP CL B NEW 448947507 254 46,900 SH   SOLE   46,900 0 0
IDT CORP CL B NEW 448947507 1,160 214,000 SH   OTR 1 0 214,000 0
II VI INC COM 902104108 205 7,200 SH   OTR 1 0 7,200 0
II VI INC COM 902104108 46 1,600 SH   SOLE   1,600 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 96 105,000 PRN   SOLE   105,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 5,313 37,385 SH   OTR 1 0 37,385 0
ILLINOIS TOOL WKS INC COM 452308109 1,111 7,815 SH   SOLE   7,815 0 0
ILLUMINA INC COM 452327109 5,093 18,648 SH   OTR 1 0 18,648 0
ILLUMINA INC COM 452327109 1,053 3,857 SH   SOLE   3,857 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 5,418 4,436,000 PRN   DFND 1 0 4,436,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 10,666 8,697,000 PRN   SOLE   8,697,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 83 68,000 PRN   OTR 4 0 68,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 21,035 17,151,000 PRN   OTR 1 0 17,151,000 0
ILLUMINA INC NOTE 8/1 452327AK5 19,785 20,459,000 PRN   OTR 1 0 20,459,000 0
ILLUMINA INC NOTE 8/1 452327AK5 1,650 1,706,000 PRN   SOLE   1,706,000 0 0
IMMUNOMEDICS INC COM 452907108 1,364 101,191 SH   OTR 1 0 101,191 0
IMMUNOMEDICS INC COM 452907108 294 21,805 SH   SOLE   21,805 0 0
INCYTE CORP COM 45337C102 17,536 239,471 SH   OTR 1 0 239,471 0
INCYTE CORP COM 45337C102 1,030 14,071 SH   OTR 5 0 14,071 0
INCYTE CORP COM 45337C102 509 6,949 SH   SOLE   6,949 0 0
INDEXIQ ACTIVE ETF TR IQ MACKAY INSRED 45409F843 34,319 1,291,650 SH   OTR 3 0 1,291,650 0
INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 41,069 1,596,150 SH   OTR 3 0 1,596,150 0
INDEXIQ ACTIVE ETF TR IQ ULTR SHT DU 45409F819 24,183 499,900 SH   OTR 3 0 499,900 0
INDEXIQ ETF TR HDG EVE DRIV 45409B404 4,546 231,687 SH   OTR 3 0 231,687 0
INDEXIQ ETF TR IQ 500 INT ETF 45409B362 4,187 200,025 SH   OTR 3 0 200,025 0
INDEXIQ ETF TR IQ CANDRM ESG US 45409B461 4,227 198,400 SH   OTR 3 0 198,400 0
INDEXIQ ETF TR IQ CNDRM ESG INT 45409B453 7,819 397,300 SH   OTR 3 0 397,300 0
INDEXIQ ETF TR IQ S&P HGH YLD 45409B412 18,822 813,158 SH   OTR 3 0 813,158 0
INDEXIQ ETF TR IQ SHORT DURAT 45409B339 2,944 120,000 SH   OTR 3 0 120,000 0
INDEXIQ ETF TR LNG SHT TRACK 45409B305 4,527 225,725 SH   OTR 3 0 225,725 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 1,419 80,900 SH   OTR 1 0 80,900 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 307 17,500 SH   SOLE   17,500 0 0
INFINERA CORP COM 45667G103 243 45,900 SH   OTR 1 0 45,900 0
INFINERA CORP COM 45667G103 51 9,600 SH   SOLE   9,600 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 110 130,000 PRN   SOLE   130,000 0 0
INGERSOLL RAND INC COM 45687V106 2,275 91,751 SH   OTR 1 0 91,751 0
INGERSOLL RAND INC COM 45687V106 122 4,908 SH   OTR 5 0 4,908 0
INGERSOLL RAND INC COM 45687V106 222 8,946 SH   SOLE   8,946 0 0
INGLES MKTS INC CL A 457030104 1,125 31,100 SH   OTR 1 0 31,100 0
INGLES MKTS INC CL A 457030104 257 7,100 SH   SOLE   7,100 0 0
INGREDION INC COM 457187102 4,138 54,811 SH   OTR 1 0 54,811 0
INGREDION INC COM 457187102 272 3,600 SH   SOLE   3,600 0 0
INNOSPEC INC COM 45768S105 570 8,200 SH   OTR 1 0 8,200 0
INNOSPEC INC COM 45768S105 132 1,900 SH   SOLE   1,900 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 38 500 SH   SOLE   500 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 182 2,400 SH   OTR 1 0 2,400 0
INNOVIVA INC COM 45781M101 2,149 182,700 SH   OTR 1 0 182,700 0
INNOVIVA INC COM 45781M101 469 39,900 SH   SOLE   39,900 0 0
INOVALON HLDGS INC COM CL A 45781D101 2,249 135,000 SH   OTR 1 0 135,000 0
INOVALON HLDGS INC COM CL A 45781D101 490 29,400 SH   SOLE   29,400 0 0
INPHI CORP COM 45772F107 1,354 17,100 SH   OTR 1 0 17,100 0
INPHI CORP COM 45772F107 293 3,700 SH   SOLE   3,700 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 351 240,000 PRN   SOLE   240,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 12,186 6,132,000 PRN   SOLE   6,132,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 47,642 23,973,000 PRN   OTR 1 0 23,973,000 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 6,459 3,254,000 PRN   DFND 1 0 3,254,000 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 101 51,000 PRN   OTR 4 0 51,000 0
INSMED INC COM PAR $.01 457669307 1,007 62,826 SH   OTR 1 0 62,826 0
INSMED INC COM PAR $.01 457669307 222 13,854 SH   SOLE   13,854 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 80 95,000 PRN   SOLE   95,000 0 0
INSTALLED BLDG PRODS INC COM 45780R101 1,647 41,300 SH   OTR 1 0 41,300 0
INSTALLED BLDG PRODS INC COM 45780R101 359 9,000 SH   SOLE   9,000 0 0
INSTEEL INDUSTRIES INC COM 45774W108 219 16,500 SH   OTR 1 0 16,500 0
INSTEEL INDUSTRIES INC COM 45774W108 53 4,000 SH   SOLE   4,000 0 0
INSULET CORP COM 45784P101 17 100 SH   SOLE   100 0 0
INSULET CORP COM 45784P101 1,944 11,734 SH   OTR 1 0 11,734 0
INTEGER HLDGS CORP COM 45826H109 2,412 38,374 SH   OTR 1 0 38,374 0
INTEGER HLDGS CORP COM 45826H109 523 8,319 SH   SOLE   8,319 0 0
INTEL CORP COM 458140100 45,653 843,550 SH   OTR 1 0 843,550 0
INTEL CORP COM 458140100 3,315 61,246 SH   OTR 5 0 61,246 0
INTEL CORP COM 458140100 7,702 142,309 SH   SOLE   142,309 0 0
INTELSAT S A NOTE 4.500% 6/1 45790VAB6 16 75,000 PRN   SOLE   75,000 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 980 15,565 SH   OTR 1 0 15,565 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 218 3,461 SH   SOLE   3,461 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 3,442 4,172,000 PRN   SOLE   4,172,000 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 1,460 1,825,000 PRN   DFND 1 0 1,825,000 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 9,682 11,735,000 PRN   OTR 1 0 11,735,000 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 25 31,000 PRN   OTR 4 0 31,000 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,257 15,568 SH   SOLE   15,568 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,412 17,487 SH   OTR 5 0 17,487 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 12,658 156,750 SH   OTR 1 0 156,750 0
INTERNATIONAL BANCSHARES COR COM 459044103 328 12,200 SH   OTR 1 0 12,200 0
INTERNATIONAL BANCSHARES COR COM 459044103 78 2,900 SH   SOLE   2,900 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 14,010 126,296 SH   OTR 1 0 126,296 0
INTERNATIONAL BUSINESS MACHS COM 459200101 40 364 SH   OTR 5 0 364 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,591 23,361 SH   SOLE   23,361 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,384 13,559 SH   OTR 1 0 13,559 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 287 2,815 SH   SOLE   2,815 0 0
INTERPUBLIC GROUP COS INC COM 460690100 180 11,099 SH   SOLE   11,099 0 0
INTERPUBLIC GROUP COS INC COM 460690100 919 56,740 SH   OTR 1 0 56,740 0
INTL FCSTONE INC COM 46116V105 1,948 53,719 SH   OTR 1 0 53,719 0
INTL FCSTONE INC COM 46116V105 424 11,700 SH   SOLE   11,700 0 0
INTL PAPER CO COM 460146103 1,557 50,005 SH   OTR 1 0 50,005 0
INTL PAPER CO COM 460146103 334 10,739 SH   SOLE   10,739 0 0
INTUIT COM 461202103 19,304 83,931 SH   OTR 1 0 83,931 0
INTUIT COM 461202103 1,818 7,904 SH   SOLE   7,904 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 7,243 14,627 SH   OTR 1 0 14,627 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,494 3,017 SH   SOLE   3,017 0 0
INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 2,528 246,115 SH   SOLE   246,115 0 0
INVESCO MUN TR COM 46131J103 662 56,581 SH   SOLE   56,581 0 0
INVESCO PA VALUE MUN INC TR COM 46132K109 1,646 135,572 SH   SOLE   135,572 0 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 4,870 415,881 SH   SOLE   415,881 0 0
INVESCO TR INVT GRADE MUNS COM 46131M106 2,130 176,151 SH   SOLE   176,151 0 0
INVESTORS BANCORP INC NEW COM 46146L101 2,257 282,500 SH   OTR 1 0 282,500 0
INVESTORS BANCORP INC NEW COM 46146L101 492 61,600 SH   SOLE   61,600 0 0
INVITAE CORP COM 46185L103 202 14,800 SH   OTR 1 0 14,800 0
INVITAE CORP COM 46185L103 49 3,600 SH   SOLE   3,600 0 0
INVITATION HOMES INC COM 46187W107 3,202 149,814 SH   OTR 1 0 149,814 0
INVITATION HOMES INC COM 46187W107 83 3,864 SH   SOLE   3,864 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,797 60,020 SH   OTR 1 0 60,020 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 393 13,118 SH   SOLE   13,118 0 0
IPG PHOTONICS CORP COM 44980X109 498 4,520 SH   OTR 1 0 4,520 0
IPG PHOTONICS CORP COM 44980X109 94 856 SH   SOLE   856 0 0
IQVIA HLDGS INC COM 46266C105 799 7,407 SH   OTR 5 0 7,407 0
IQVIA HLDGS INC COM 46266C105 969 8,986 SH   SOLE   8,986 0 0
IQVIA HLDGS INC COM 46266C105 20,313 188,326 SH   OTR 1 0 188,326 0
IRHYTHM TECHNOLOGIES INC COM 450056106 635 7,800 SH   OTR 1 0 7,800 0
IRHYTHM TECHNOLOGIES INC COM 450056106 138 1,700 SH   SOLE   1,700 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 163 7,300 SH   OTR 1 0 7,300 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 38 1,700 SH   SOLE   1,700 0 0
IRON MTN INC NEW COM 46284V101 1,243 52,236 SH   OTR 1 0 52,236 0
IRON MTN INC NEW COM 46284V101 219 9,213 SH   SOLE   9,213 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 212 20,967 SH   SOLE   20,967 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 942 93,324 SH   OTR 1 0 93,324 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 117 110,000 PRN   SOLE   110,000 0 0
ISHARES GOLD TRUST ISHARES 464285105 9,324 618,700 SH   OTR 1 0 618,700 0
ISHARES TR MSCI SAUDI ARBIA 46434V423 1,156 48,296 SH   OTR 1 0 48,296 0
ISHARES TR NATIONAL MUN ETF 464288414 649 5,747 SH   SOLE   5,747 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 10,395 69,004 SH   OTR 1 0 69,004 0
ISHARES TR RUS MID CAP ETF 464287499 13,973 323,669 SH   OTR 1 0 323,669 0
ISHARES TR RUSSELL 2000 ETF 464287655 13,357 116,700 SH   OTR 1 0 116,700 0
ISHARES TR RUSSELL 2000 ETF 464287655 877 7,666 SH   SOLE   7,666 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 45 44,000 PRN   OTR 4 0 44,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 7,267 7,163,000 PRN   SOLE   7,163,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 23,159 22,826,000 PRN   OTR 1 0 22,826,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 2,912 2,877,000 PRN   DFND 1 0 2,877,000 0
ITRON INC COM 465741106 123 2,200 SH   SOLE   2,200 0 0
ITRON INC COM 465741106 508 9,100 SH   OTR 1 0 9,100 0
J ALEXANDERS HLDGS INC COM 46609J106 205 53,414 SH   OTR 1 0 53,414 0
J ALEXANDERS HLDGS INC COM 46609J106 45 11,697 SH   SOLE   11,697 0 0
J2 GLOBAL INC COM 48123V102 614 8,200 SH   OTR 1 0 8,200 0
J2 GLOBAL INC COM 48123V102 142 1,900 SH   SOLE   1,900 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 129 105,000 PRN   SOLE   105,000 0 0
JABIL INC COM 466313103 402 16,348 SH   SOLE   16,348 0 0
JABIL INC COM 466313103 15,517 631,304 SH   OTR 1 0 631,304 0
JABIL INC COM 466313103 805 32,758 SH   OTR 5 0 32,758 0
JACOBS ENGR GROUP INC COM 469814107 1,348 17,007 SH   OTR 1 0 17,007 0
JACOBS ENGR GROUP INC COM 469814107 291 3,676 SH   SOLE   3,676 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 205 215,000 PRN   SOLE   215,000 0 0
JD COM INC SPON ADR CL A 47215P106 2 46 SH   DFND 1 0 46 0
JD COM INC SPON ADR CL A 47215P106 1,112 27,452 SH   OTR 1 0 27,452 0
JD COM INC SPON ADR CL A 47215P106 146 3,600 SH   SOLE   3,600 0 0
JEFFERIES FINL GROUP INC COM 47233W109 7,114 520,441 SH   OTR 1 0 520,441 0
JEFFERIES FINL GROUP INC COM 47233W109 442 32,344 SH   OTR 5 0 32,344 0
JEFFERIES FINL GROUP INC COM 47233W109 470 34,379 SH   SOLE   34,379 0 0
JELD-WEN HLDG INC COM 47580P103 161 16,500 SH   SOLE   16,500 0 0
JELD-WEN HLDG INC COM 47580P103 780 80,200 SH   OTR 1 0 80,200 0
JOHNSON & JOHNSON COM 478160104 11,025 84,075 SH   SOLE   84,075 0 0
JOHNSON & JOHNSON COM 478160104 74,382 567,238 SH   OTR 1 0 567,238 0
JOHNSON & JOHNSON COM 478160104 4,236 32,301 SH   OTR 5 0 32,301 0
JONES LANG LASALLE INC COM 48020Q107 3,291 32,586 SH   OTR 1 0 32,586 0
JONES LANG LASALLE INC COM 48020Q107 469 4,648 SH   OTR 5 0 4,648 0
JONES LANG LASALLE INC COM 48020Q107 53 526 SH   SOLE   526 0 0
JPMORGAN CHASE & CO COM 46625H100 48,784 541,862 SH   OTR 1 0 541,862 0
JPMORGAN CHASE & CO COM 46625H100 3,315 36,823 SH   OTR 5 0 36,823 0
JPMORGAN CHASE & CO COM 46625H100 7,598 84,396 SH   SOLE   84,396 0 0
JUNIPER NETWORKS INC COM 48203R104 817 42,703 SH   OTR 1 0 42,703 0
JUNIPER NETWORKS INC COM 48203R104 186 9,700 SH   SOLE   9,700 0 0
K12 INC COM 48273U102 1,281 67,918 SH   OTR 1 0 67,918 0
K12 INC COM 48273U102 270 14,327 SH   SOLE   14,327 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,563 12,290 SH   OTR 1 0 12,290 0
KANSAS CITY SOUTHERN COM NEW 485170302 342 2,689 SH   SOLE   2,689 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 133 93,000 PRN   SOLE   93,000 0 0
KB HOME COM 48666K109 791 43,700 SH   OTR 1 0 43,700 0
KB HOME COM 48666K109 183 10,100 SH   SOLE   10,100 0 0
KELLOGG CO COM 487836108 1,892 31,539 SH   OTR 1 0 31,539 0
KELLOGG CO COM 487836108 404 6,741 SH   SOLE   6,741 0 0
KEMPER CORP DEL COM 488401100 2,159 29,029 SH   OTR 1 0 29,029 0
KEMPER CORP DEL COM 488401100 174 2,337 SH   SOLE   2,337 0 0
KEURIG DR PEPPER INC COM 49271V100 1,211 49,896 SH   OTR 1 0 49,896 0
KEYCORP COM 493267108 1,303 125,663 SH   OTR 1 0 125,663 0
KEYCORP COM 493267108 275 26,500 SH   SOLE   26,500 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,993 23,818 SH   OTR 1 0 23,818 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 422 5,038 SH   SOLE   5,038 0 0
KIMBALL ELECTRONICS INC COM 49428J109 815 74,600 SH   OTR 1 0 74,600 0
KIMBALL ELECTRONICS INC COM 49428J109 180 16,500 SH   SOLE   16,500 0 0
KIMBALL INTL INC CL B 494274103 1,155 97,000 SH   OTR 1 0 97,000 0
KIMBALL INTL INC CL B 494274103 241 20,200 SH   SOLE   20,200 0 0
KIMBERLY CLARK CORP COM 494368103 6,898 53,944 SH   OTR 1 0 53,944 0
KIMBERLY CLARK CORP COM 494368103 1,160 9,069 SH   SOLE   9,069 0 0
KIMCO RLTY CORP COM 49446R109 578 59,785 SH   OTR 1 0 59,785 0
KIMCO RLTY CORP COM 49446R109 138 14,255 SH   SOLE   14,255 0 0
KINDER MORGAN INC DEL COM 49456B101 5,044 362,387 SH   OTR 1 0 362,387 0
KINDER MORGAN INC DEL COM 49456B101 961 69,063 SH   SOLE   69,063 0 0
KINSALE CAP GROUP INC COM 49714P108 627 6,000 SH   OTR 1 0 6,000 0
KINSALE CAP GROUP INC COM 49714P108 136 1,300 SH   SOLE   1,300 0 0
KLA CORPORATION COM NEW 482480100 9,300 64,702 SH   OTR 1 0 64,702 0
KLA CORPORATION COM NEW 482480100 986 6,859 SH   SOLE   6,859 0 0
KNOLL INC COM NEW 498904200 1,135 110,000 SH   OTR 1 0 110,000 0
KNOLL INC COM NEW 498904200 248 24,000 SH   SOLE   24,000 0 0
KODIAK SCIENCES INC COM 50015M109 153 3,200 SH   SOLE   3,200 0 0
KODIAK SCIENCES INC COM 50015M109 696 14,600 SH   OTR 1 0 14,600 0
KOHLS CORP COM 500255104 437 29,963 SH   OTR 1 0 29,963 0
KOHLS CORP COM 500255104 55 3,745 SH   SOLE   3,745 0 0
KOSMOS ENERGY LTD COM 500688106 535 597,648 SH   OTR 1 0 597,648 0
KRAFT HEINZ CO COM 500754106 3,147 127,206 SH   OTR 1 0 127,206 0
KRAFT HEINZ CO COM 500754106 410 16,569 SH   SOLE   16,569 0 0
KROGER CO COM 501044101 16,291 540,885 SH   OTR 1 0 540,885 0
KROGER CO COM 501044101 999 33,181 SH   OTR 5 0 33,181 0
KROGER CO COM 501044101 957 31,781 SH   SOLE   31,781 0 0
L BRANDS INC COM 501797104 339 29,347 SH   OTR 1 0 29,347 0
L BRANDS INC COM 501797104 63 5,421 SH   SOLE   5,421 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 1,037 5,755 SH   SOLE   5,755 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 7,876 43,729 SH   OTR 1 0 43,729 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,570 12,422 SH   OTR 1 0 12,422 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 329 2,605 SH   SOLE   2,605 0 0
LAKELAND BANCORP INC COM 511637100 731 67,600 SH   OTR 1 0 67,600 0
LAKELAND BANCORP INC COM 511637100 156 14,400 SH   SOLE   14,400 0 0
LAM RESEARCH CORP COM 512807108 28,233 117,639 SH   OTR 1 0 117,639 0
LAM RESEARCH CORP COM 512807108 1,402 5,842 SH   OTR 5 0 5,842 0
LAM RESEARCH CORP COM 512807108 1,527 6,363 SH   SOLE   6,363 0 0
LAMB WESTON HLDGS INC COM 513272104 7,324 128,262 SH   OTR 1 0 128,262 0
LAMB WESTON HLDGS INC COM 513272104 241 4,227 SH   OTR 5 0 4,227 0
LAMB WESTON HLDGS INC COM 513272104 422 7,383 SH   SOLE   7,383 0 0
LANNET INC COM 516012101 265 38,200 SH   OTR 1 0 38,200 0
LANNET INC COM 516012101 64 9,200 SH   SOLE   9,200 0 0
LANTHEUS HLDGS INC COM 516544103 125 9,800 SH   SOLE   9,800 0 0
LANTHEUS HLDGS INC COM 516544103 523 41,000 SH   OTR 1 0 41,000 0
LAS VEGAS SANDS CORP COM 517834107 2,805 66,051 SH   OTR 1 0 66,051 0
LAS VEGAS SANDS CORP COM 517834107 389 9,156 SH   SOLE   9,156 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 173 9,700 SH   OTR 1 0 9,700 0
LATTICE SEMICONDUCTOR CORP COM 518415104 39 2,200 SH   SOLE   2,200 0 0
LAUDER ESTEE COS INC CL A 518439104 4,684 29,394 SH   OTR 1 0 29,394 0
LAUDER ESTEE COS INC CL A 518439104 1,036 6,500 SH   SOLE   6,500 0 0
LCI INDS COM 50189K103 488 7,300 SH   OTR 1 0 7,300 0
LCI INDS COM 50189K103 120 1,800 SH   SOLE   1,800 0 0
LEE ENTERPRISES INC COM 523768109 10 10,600 SH   OTR 1 0 10,600 0
LEE ENTERPRISES INC COM 523768109 2 2,000 SH   SOLE   2,000 0 0
LEGGETT & PLATT INC COM 524660107 445 16,668 SH   OTR 1 0 16,668 0
LEGGETT & PLATT INC COM 524660107 82 3,088 SH   SOLE   3,088 0 0
LEIDOS HOLDINGS INC COM 525327102 17,730 193,450 SH   OTR 1 0 193,450 0
LEIDOS HOLDINGS INC COM 525327102 1,061 11,578 SH   OTR 5 0 11,578 0
LEIDOS HOLDINGS INC COM 525327102 870 9,489 SH   SOLE   9,489 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 1,990 1,818,000 PRN   DFND 1 0 1,818,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 7,222 6,581,000 PRN   OTR 1 0 6,581,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 30 27,000 PRN   OTR 4 0 27,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 2,120 1,932,000 PRN   SOLE   1,932,000 0 0
LENNAR CORP CL A 526057104 416 10,877 SH   SOLE   10,877 0 0
LENNAR CORP CL A 526057104 1,559 40,821 SH   OTR 1 0 40,821 0
LENNAR CORP CL B 526057302 542 18,729 SH   OTR 1 0 18,729 0
LENNAR CORP CL B 526057302 121 4,200 SH   SOLE   4,200 0 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 14 30,000 PRN   SOLE   30,000 0 0
LEXINFINTECH HLDGS LTD ADR 528877103 98 11,100 SH   OTR 1 0 11,100 0
LEXINGTON REALTY TRUST COM 529043101 2,231 224,651 SH   OTR 1 0 224,651 0
LEXINGTON REALTY TRUST COM 529043101 492 49,500 SH   SOLE   49,500 0 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 705 22,306 SH   OTR 1 0 22,306 0
LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 38 1,200 SH   SOLE   1,200 0 0
LIBERTY MEDIA CORP DEL DEB 2.250% 9/3 531229AE2 54 115,000 PRN   SOLE   115,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 15,238 16,105,000 PRN   OTR 1 0 16,105,000 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 4,670 4,936,000 PRN   SOLE   4,936,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 15,972 16,857,000 PRN   OTR 1 0 16,857,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 4,360 4,614,000 PRN   DFND 1 0 4,614,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 4,737 4,999,000 PRN   SOLE   4,999,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 69 73,000 PRN   OTR 4 0 73,000 0
LIFE STORAGE INC COM 53223X107 2,153 22,771 SH   OTR 1 0 22,771 0
LIFE STORAGE INC COM 53223X107 19 200 SH   SOLE   200 0 0
LIFEVANTAGE CORP COM NEW 53222K205 470 45,600 SH   OTR 1 0 45,600 0
LIFEVANTAGE CORP COM NEW 53222K205 102 9,900 SH   SOLE   9,900 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 939 12,910 SH   OTR 1 0 12,910 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 196 2,694 SH   SOLE   2,694 0 0
LILLY ELI & CO COM 532457108 27,002 194,653 SH   OTR 1 0 194,653 0
LILLY ELI & CO COM 532457108 809 5,834 SH   OTR 5 0 5,834 0
LILLY ELI & CO COM 532457108 3,151 22,717 SH   SOLE   22,717 0 0
LIMELIGHT NETWORKS INC COM 53261M104 613 107,500 SH   OTR 1 0 107,500 0
LIMELIGHT NETWORKS INC COM 53261M104 143 25,100 SH   SOLE   25,100 0 0
LINCOLN NATL CORP IND COM 534187109 671 25,477 SH   OTR 1 0 25,477 0
LINCOLN NATL CORP IND COM 534187109 151 5,732 SH   SOLE   5,732 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 4,393 787,191 SH   OTR 1 0 787,191 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 230 41,152 SH   SOLE   41,152 0 0
LITHIA MTRS INC CL A 536797103 1,309 16,000 SH   OTR 1 0 16,000 0
LITHIA MTRS INC CL A 536797103 270 3,300 SH   SOLE   3,300 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,483 32,628 SH   OTR 1 0 32,628 0
LIVE NATION ENTERTAINMENT IN COM 538034109 125 2,746 SH   SOLE   2,746 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 160 3,524 SH   OTR 5 0 3,524 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 10,743 11,272,000 PRN   OTR 1 0 11,272,000 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 2,019 2,118,000 PRN   SOLE   2,118,000 0 0
LIVEPERSON INC COM 538146101 189 8,300 SH   OTR 1 0 8,300 0
LIVEPERSON INC COM 538146101 39 1,700 SH   SOLE   1,700 0 0
LKQ CORP COM 501889208 9,924 483,873 SH   OTR 1 0 483,873 0
LKQ CORP COM 501889208 812 39,581 SH   OTR 5 0 39,581 0
LKQ CORP COM 501889208 675 32,933 SH   SOLE   32,933 0 0
LOCKHEED MARTIN CORP COM 539830109 1,761 5,195 SH   OTR 5 0 5,195 0
LOCKHEED MARTIN CORP COM 539830109 2,966 8,751 SH   SOLE   8,751 0 0
LOCKHEED MARTIN CORP COM 539830109 31,923 94,182 SH   OTR 1 0 94,182 0
LOEWS CORP COM 540424108 229 6,580 SH   SOLE   6,580 0 0
LOEWS CORP COM 540424108 1,102 31,634 SH   OTR 1 0 31,634 0
LOWES COS INC COM 548661107 10,120 117,605 SH   OTR 1 0 117,605 0
LOWES COS INC COM 548661107 421 4,896 SH   OTR 5 0 4,896 0
LOWES COS INC COM 548661107 1,996 23,195 SH   SOLE   23,195 0 0
LPL FINL HLDGS INC COM 50212V100 11,166 205,142 SH   OTR 1 0 205,142 0
LPL FINL HLDGS INC COM 50212V100 458 8,423 SH   SOLE   8,423 0 0
LTC PPTYS INC COM 502175102 368 11,900 SH   OTR 1 0 11,900 0
LTC PPTYS INC COM 502175102 83 2,700 SH   SOLE   2,700 0 0
LUMENTUM HLDGS INC COM 55024U109 1,983 26,900 SH   OTR 1 0 26,900 0
LUMENTUM HLDGS INC COM 55024U109 435 5,900 SH   SOLE   5,900 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 6,239 4,620,000 PRN   DFND 1 0 4,620,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 56,737 41,933,000 PRN   OTR 1 0 41,933,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 96 71,000 PRN   OTR 4 0 71,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 16,648 12,304,000 PRN   SOLE   12,304,000 0 0
LUMINEX CORP DEL COM 55027E102 173 6,300 SH   OTR 1 0 6,300 0
LUMINEX CORP DEL COM 55027E102 39 1,400 SH   SOLE   1,400 0 0
LUTHER BURBANK CORP COM 550550107 653 71,236 SH   OTR 1 0 71,236 0
LUTHER BURBANK CORP COM 550550107 140 15,300 SH   SOLE   15,300 0 0
LYDALL INC DEL COM 550819106 103 15,900 SH   SOLE   15,900 0 0
LYDALL INC DEL COM 550819106 473 73,200 SH   OTR 1 0 73,200 0
M & T BK CORP COM 55261F104 1,741 16,836 SH   OTR 1 0 16,836 0
M & T BK CORP COM 55261F104 363 3,514 SH   SOLE   3,514 0 0
M/I HOMES INC COM 55305B101 658 39,800 SH   OTR 1 0 39,800 0
M/I HOMES INC COM 55305B101 134 8,100 SH   SOLE   8,100 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 277 345,000 PRN   SOLE   345,000 0 0
MACYS INC COM 55616P104 192 39,185 SH   OTR 1 0 39,185 0
MACYS INC COM 55616P104 35 7,169 SH   SOLE   7,169 0 0
MADDEN STEVEN LTD COM 556269108 425 18,300 SH   OTR 1 0 18,300 0
MADDEN STEVEN LTD COM 556269108 98 4,200 SH   SOLE   4,200 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 652 9,767 SH   OTR 1 0 9,767 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 144 2,161 SH   SOLE   2,161 0 0
MAGELLAN HEALTH INC COM NEW 559079207 938 19,500 SH   OTR 1 0 19,500 0
MAGELLAN HEALTH INC COM NEW 559079207 207 4,300 SH   SOLE   4,300 0 0
MALIBU BOATS INC COM CL A 56117J100 1,756 61,000 SH   OTR 1 0 61,000 0
MALIBU BOATS INC COM CL A 56117J100 383 13,300 SH   SOLE   13,300 0 0
MANPOWERGROUP INC COM 56418H100 12,208 230,376 SH   OTR 1 0 230,376 0
MANPOWERGROUP INC COM 56418H100 760 14,345 SH   OTR 5 0 14,345 0
MANPOWERGROUP INC COM 56418H100 325 6,139 SH   SOLE   6,139 0 0
MANTECH INTL CORP CL A 564563104 1,955 26,900 SH   OTR 1 0 26,900 0
MANTECH INTL CORP CL A 564563104 400 5,500 SH   SOLE   5,500 0 0
MARATHON OIL CORP COM 565849106 337 102,521 SH   OTR 1 0 102,521 0
MARATHON OIL CORP COM 565849106 74 22,472 SH   SOLE   22,472 0 0
MARATHON PETE CORP COM 56585A102 3,393 143,639 SH   OTR 1 0 143,639 0
MARATHON PETE CORP COM 56585A102 407 17,225 SH   SOLE   17,225 0 0
MARCUS & MILLICHAP INC COM 566324109 195 7,200 SH   SOLE   7,200 0 0
MARCUS & MILLICHAP INC COM 566324109 894 33,000 SH   OTR 1 0 33,000 0
MARINEMAX INC COM 567908108 526 50,500 SH   OTR 1 0 50,500 0
MARINEMAX INC COM 567908108 114 10,900 SH   SOLE   10,900 0 0
MARKEL CORP COM 570535104 467 503 SH   OTR 1 0 503 0
MARKEL CORP COM 570535104 37 40 SH   SOLE   40 0 0
MARKETAXESS HLDGS INC COM 57060D108 1,646 4,949 SH   OTR 1 0 4,949 0
MARKETAXESS HLDGS INC COM 57060D108 330 992 SH   SOLE   992 0 0
MARRIOTT INTL INC NEW CL A 571903202 540 7,218 SH   SOLE   7,218 0 0
MARRIOTT INTL INC NEW CL A 571903202 2,593 34,655 SH   OTR 1 0 34,655 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 110 140,000 PRN   SOLE   140,000 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 37 47,000 PRN   OTR 4 0 47,000 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 2,331 2,996,000 PRN   DFND 1 0 2,996,000 0
MARSH & MCLENNAN COS INC COM 571748102 9,173 106,101 SH   OTR 1 0 106,101 0
MARSH & MCLENNAN COS INC COM 571748102 643 7,439 SH   OTR 5 0 7,439 0
MARSH & MCLENNAN COS INC COM 571748102 1,173 13,565 SH   SOLE   13,565 0 0
MARTIN MARIETTA MATLS INC COM 573284106 1,499 7,920 SH   OTR 1 0 7,920 0
MARTIN MARIETTA MATLS INC COM 573284106 315 1,667 SH   SOLE   1,667 0 0
MASCO CORP COM 574599106 1,959 56,677 SH   OTR 1 0 56,677 0
MASCO CORP COM 574599106 16 476 SH   OTR 5 0 476 0
MASCO CORP COM 574599106 289 8,354 SH   SOLE   8,354 0 0
MASONITE INTL CORP NEW COM 575385109 1,912 40,300 SH   OTR 1 0 40,300 0
MASONITE INTL CORP NEW COM 575385109 422 8,900 SH   SOLE   8,900 0 0
MASTEC INC COM 576323109 52 1,600 SH   SOLE   1,600 0 0
MASTEC INC COM 576323109 223 6,800 SH   OTR 1 0 6,800 0
MASTERCARD INC CL A 57636Q104 61,482 254,519 SH   OTR 1 0 254,519 0
MASTERCARD INC CL A 57636Q104 2,121 8,780 SH   OTR 5 0 8,780 0
MASTERCARD INC CL A 57636Q104 6,716 27,801 SH   SOLE   27,801 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 1,137 155,700 SH   OTR 1 0 155,700 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 250 34,200 SH   SOLE   34,200 0 0
MATRIX SVC CO COM 576853105 547 57,785 SH   OTR 1 0 57,785 0
MATRIX SVC CO COM 576853105 121 12,733 SH   SOLE   12,733 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,675 34,456 SH   OTR 1 0 34,456 0
MAXIM INTEGRATED PRODS INC COM 57772K101 349 7,188 SH   SOLE   7,188 0 0
MAXIMUS INC COM 577933104 317 5,455 SH   OTR 1 0 5,455 0
MAXIMUS INC COM 577933104 4 64 SH   OTR 5 0 64 0
MAXIMUS INC COM 577933104 0 0 SH   SOLE   0 0 0
MCCORMICK & CO INC COM NON VTG 579780206 2,226 15,765 SH   OTR 1 0 15,765 0
MCCORMICK & CO INC COM NON VTG 579780206 468 3,315 SH   SOLE   3,315 0 0
MCDONALDS CORP COM 580135101 18,836 113,913 SH   OTR 1 0 113,913 0
MCDONALDS CORP COM 580135101 321 1,943 SH   OTR 5 0 1,943 0
MCDONALDS CORP COM 580135101 3,673 22,216 SH   SOLE   22,216 0 0
MCGRATH RENTCORP COM 580589109 461 8,800 SH   SOLE   8,800 0 0
MCGRATH RENTCORP COM 580589109 2,111 40,300 SH   OTR 1 0 40,300 0
MCKESSON CORP COM 58155Q103 17,366 128,393 SH   OTR 1 0 128,393 0
MCKESSON CORP COM 58155Q103 1,076 7,957 SH   SOLE   7,957 0 0
MDU RES GROUP INC COM 552690109 4,386 204,000 SH   OTR 1 0 204,000 0
MDU RES GROUP INC COM 552690109 260 12,100 SH   SOLE   12,100 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 274 15,833 SH   OTR 1 0 15,833 0
MEDICAL PPTYS TRUST INC COM 58463J304 19 1,100 SH   SOLE   1,100 0 0
MEDNAX INC COM 58502B106 478 41,098 SH   OTR 1 0 41,098 0
MEDPACE HLDGS INC COM 58506Q109 2,408 32,813 SH   OTR 1 0 32,813 0
MEDPACE HLDGS INC COM 58506Q109 519 7,066 SH   SOLE   7,066 0 0
MEET GROUP INC COM 58513U101 254 43,300 SH   SOLE   43,300 0 0
MEET GROUP INC COM 58513U101 1,218 207,500 SH   OTR 1 0 207,500 0
MERCHANTS BANCORP IND COM 58844R108 228 15,000 SH   SOLE   15,000 0 0
MERCHANTS BANCORP IND COM 58844R108 1,041 68,600 SH   OTR 1 0 68,600 0
MERCK & CO. INC COM 58933Y105 45,811 595,415 SH   OTR 1 0 595,415 0
MERCK & CO. INC COM 58933Y105 2,508 32,597 SH   OTR 5 0 32,597 0
MERCK & CO. INC COM 58933Y105 5,701 74,092 SH   SOLE   74,092 0 0
MERCURY GENL CORP NEW COM 589400100 3,904 95,868 SH   OTR 1 0 95,868 0
MERCURY GENL CORP NEW COM 589400100 518 12,715 SH   SOLE   12,715 0 0
MERCURY SYS INC COM 589378108 1,370 19,200 SH   OTR 1 0 19,200 0
MERCURY SYS INC COM 589378108 300 4,200 SH   SOLE   4,200 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 35 4,200 SH   SOLE   4,200 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 139 16,600 SH   OTR 1 0 16,600 0
MERITOR INC COM 59001K100 1,622 122,430 SH   OTR 1 0 122,430 0
MERITOR INC COM 59001K100 364 27,460 SH   SOLE   27,460 0 0
METHODE ELECTRS INC COM 591520200 685 25,900 SH   OTR 1 0 25,900 0
METHODE ELECTRS INC COM 591520200 159 6,000 SH   SOLE   6,000 0 0
METLIFE INC COM 59156R108 7,960 260,388 SH   OTR 1 0 260,388 0
METLIFE INC COM 59156R108 710 23,232 SH   OTR 5 0 23,232 0
METLIFE INC COM 59156R108 1,173 38,371 SH   SOLE   38,371 0 0
METROPOLITAN BK HLDG CORP COM 591774104 1,075 39,903 SH   OTR 1 0 39,903 0
METROPOLITAN BK HLDG CORP COM 591774104 236 8,779 SH   SOLE   8,779 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 468 678 SH   SOLE   678 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 2,159 3,126 SH   OTR 1 0 3,126 0
MFS MUN INCOME TR SH BEN INT 552738106 2,129 333,155 SH   SOLE   333,155 0 0
MGIC INVT CORP WIS COM 552848103 1,429 225,055 SH   OTR 1 0 225,055 0
MGIC INVT CORP WIS COM 552848103 127 20,000 SH   SOLE   20,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2,252 190,878 SH   OTR 1 0 190,878 0
MGM RESORTS INTERNATIONAL COM 552953101 163 13,794 SH   SOLE   13,794 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 2,047 30,191 SH   OTR 1 0 30,191 0
MICROCHIP TECHNOLOGY INC COM 595017104 428 6,311 SH   SOLE   6,311 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 9,346 6,437,000 PRN   SOLE   6,437,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 11,825 8,159,000 PRN   DFND 1 0 8,159,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 43,202 29,756,000 PRN   OTR 1 0 29,756,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 181 125,000 PRN   OTR 4 0 125,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 12,683 12,327,000 PRN   OTR 1 0 12,327,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 5,995 5,827,000 PRN   SOLE   5,827,000 0 0
MICRON TECHNOLOGY INC COM 595112103 7,335 174,388 SH   OTR 1 0 174,388 0
MICRON TECHNOLOGY INC COM 595112103 1,224 29,092 SH   SOLE   29,092 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 21,861 5,176,000 PRN   OTR 1 0 5,176,000 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 6,610 1,565,000 PRN   SOLE   1,565,000 0 0
MICROSOFT CORP COM 594918104 320,297 2,030,925 SH   OTR 1 0 2,030,925 0
MICROSOFT CORP COM 594918104 12,598 79,882 SH   OTR 5 0 79,882 0
MICROSOFT CORP COM 594918104 37,595 238,382 SH   SOLE   238,382 0 0
MICROSTRATEGY INC CL A NEW 594972408 2,229 18,878 SH   OTR 1 0 18,878 0
MICROSTRATEGY INC CL A NEW 594972408 472 4,000 SH   SOLE   4,000 0 0
MID AMER APT CMNTYS INC COM 59522J103 5,409 52,501 SH   OTR 1 0 52,501 0
MID AMER APT CMNTYS INC COM 59522J103 396 3,845 SH   SOLE   3,845 0 0
MID AMER APT CMNTYS INC COM 59522J103 259 2,509 SH   OTR 5 0 2,509 0
MIDDLESEX WATER CO COM 596680108 721 12,000 SH   OTR 1 0 12,000 0
MIDDLESEX WATER CO COM 596680108 168 2,800 SH   SOLE   2,800 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 488 23,303 SH   OTR 1 0 23,303 0
MIDWESTONE FINL GROUP INC NE COM 598511103 108 5,174 SH   SOLE   5,174 0 0
MILLER HERMAN INC COM 600544100 1,982 89,257 SH   OTR 1 0 89,257 0
MILLER HERMAN INC COM 600544100 437 19,700 SH   SOLE   19,700 0 0
MILLER INDS INC TENN COM NEW 600551204 655 23,149 SH   OTR 1 0 23,149 0
MILLER INDS INC TENN COM NEW 600551204 153 5,396 SH   SOLE   5,396 0 0
MIRATI THERAPEUTICS INC COM 60468T105 1,138 14,800 SH   OTR 1 0 14,800 0
MIRATI THERAPEUTICS INC COM 60468T105 254 3,300 SH   SOLE   3,300 0 0
MKS INSTRS INC COM 55306N104 382 4,684 SH   SOLE   4,684 0 0
MKS INSTRS INC COM 55306N104 2,383 29,260 SH   OTR 1 0 29,260 0
MOHAWK INDS INC COM 608190104 807 10,586 SH   OTR 1 0 10,586 0
MOHAWK INDS INC COM 608190104 131 1,719 SH   SOLE   1,719 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 929 23,827 SH   OTR 1 0 23,827 0
MOLSON COORS BEVERAGE CO CL B 60871R209 198 5,084 SH   SOLE   5,084 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,373 50,486 SH   OTR 1 0 50,486 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 298 10,962 SH   SOLE   10,962 0 0
MONDELEZ INTL INC CL A 609207105 10,540 210,469 SH   OTR 1 0 210,469 0
MONDELEZ INTL INC CL A 609207105 1,873 37,405 SH   SOLE   37,405 0 0
MONGODB INC NOTE 0.750% 6/1 60937PAB2 73 35,000 PRN   SOLE   35,000 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 164 13,600 SH   SOLE   13,600 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 715 59,300 SH   OTR 1 0 59,300 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,855 50,750 SH   OTR 1 0 50,750 0
MONSTER BEVERAGE CORP NEW COM 61174X109 623 11,082 SH   SOLE   11,082 0 0
MOODYS CORP COM 615369105 15,433 72,971 SH   OTR 1 0 72,971 0
MOODYS CORP COM 615369105 890 4,210 SH   OTR 5 0 4,210 0
MOODYS CORP COM 615369105 1,099 5,194 SH   SOLE   5,194 0 0
MOOG INC CL A 615394202 1,991 39,400 SH   OTR 1 0 39,400 0
MOOG INC CL A 615394202 430 8,500 SH   SOLE   8,500 0 0
MORGAN STANLEY COM NEW 617446448 1,055 31,036 SH   SOLE   31,036 0 0
MORGAN STANLEY COM NEW 617446448 6,447 189,630 SH   OTR 1 0 189,630 0
MORNINGSTAR INC COM 617700109 1,498 12,886 SH   OTR 1 0 12,886 0
MOSAIC CO NEW COM 61945C103 107 9,869 SH   SOLE   9,869 0 0
MOSAIC CO NEW COM 61945C103 487 45,036 SH   OTR 1 0 45,036 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 6,293 47,347 SH   OTR 1 0 47,347 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 600 4,514 SH   SOLE   4,514 0 0
MR COOPER GROUP INC COM 62482R107 199 27,200 SH   OTR 1 0 27,200 0
MR COOPER GROUP INC COM 62482R107 45 6,200 SH   SOLE   6,200 0 0
MSCI INC COM 55354G100 3,105 10,744 SH   OTR 1 0 10,744 0
MSCI INC COM 55354G100 663 2,294 SH   SOLE   2,294 0 0
MUELLER INDS INC COM 624756102 1,039 43,384 SH   OTR 1 0 43,384 0
MUELLER INDS INC COM 624756102 213 8,900 SH   SOLE   8,900 0 0
MURPHY USA INC COM 626755102 2,653 31,446 SH   OTR 1 0 31,446 0
MURPHY USA INC COM 626755102 582 6,900 SH   SOLE   6,900 0 0
MYR GROUP INC DEL COM 55405W104 1,106 42,235 SH   OTR 1 0 42,235 0
MYR GROUP INC DEL COM 55405W104 236 9,000 SH   SOLE   9,000 0 0
MYRIAD GENETICS INC COM 62855J104 660 46,123 SH   OTR 1 0 46,123 0
MYRIAD GENETICS INC COM 62855J104 143 10,021 SH   SOLE   10,021 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 18 90,000 PRN   SOLE   90,000 0 0
NASDAQ INC COM 631103108 2,869 30,211 SH   OTR 1 0 30,211 0
NASDAQ INC COM 631103108 344 3,621 SH   SOLE   3,621 0 0
NATERA INC COM 632307104 1,111 37,200 SH   OTR 1 0 37,200 0
NATERA INC COM 632307104 245 8,200 SH   SOLE   8,200 0 0
NATIONAL GEN HLDGS CORP COM 636220303 505 30,512 SH   OTR 1 0 30,512 0
NATIONAL GEN HLDGS CORP COM 636220303 110 6,658 SH   SOLE   6,658 0 0
NATIONAL HEALTH INVS INC COM 63633D104 371 7,500 SH   SOLE   7,500 0 0
NATIONAL HEALTH INVS INC COM 63633D104 1,703 34,400 SH   OTR 1 0 34,400 0
NATIONAL HEALTHCARE CORP COM 635906100 1,542 21,500 SH   OTR 1 0 21,500 0
NATIONAL HEALTHCARE CORP COM 635906100 330 4,600 SH   SOLE   4,600 0 0
NATIONAL OILWELL VARCO INC COM 637071101 481 48,954 SH   OTR 1 0 48,954 0
NATIONAL OILWELL VARCO INC COM 637071101 107 10,849 SH   SOLE   10,849 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 352 11,900 SH   OTR 1 0 11,900 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 89 3,000 SH   SOLE   3,000 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 125 14,740 SH   OTR 1 0 14,740 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 22 2,640 SH   SOLE   2,640 0 0
NATUS MED INC DEL COM 639050103 747 32,300 SH   OTR 1 0 32,300 0
NATUS MED INC DEL COM 639050103 167 7,200 SH   SOLE   7,200 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1,590 96,400 SH   OTR 1 0 96,400 0
NAVISTAR INTL CORP NEW COM 63934E108 350 21,200 SH   SOLE   21,200 0 0
NEOGEN CORP COM 640491106 516 7,700 SH   OTR 1 0 7,700 0
NEOGEN CORP COM 640491106 121 1,800 SH   SOLE   1,800 0 0
NEOGENOMICS INC COM NEW 64049M209 826 29,900 SH   OTR 1 0 29,900 0
NEOGENOMICS INC COM NEW 64049M209 179 6,500 SH   SOLE   6,500 0 0
NEOPHOTONICS CORP COM 64051T100 1,034 142,600 SH   OTR 1 0 142,600 0
NEOPHOTONICS CORP COM 64051T100 218 30,000 SH   SOLE   30,000 0 0
NETAPP INC COM 64110D104 1,179 28,271 SH   OTR 1 0 28,271 0
NETAPP INC COM 64110D104 258 6,180 SH   SOLE   6,180 0 0
NETEASE INC SPONSORED ADS 64110W102 2 6 SH   DFND 1 0 6 0
NETEASE INC SPONSORED ADS 64110W102 1,188 3,700 SH   OTR 1 0 3,700 0
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NETFLIX INC COM 64110L106 31,236 83,184 SH   OTR 1 0 83,184 0
NETFLIX INC COM 64110L106 607 1,617 SH   OTR 5 0 1,617 0
NETFLIX INC COM 64110L106 4,969 13,233 SH   SOLE   13,233 0 0
NETSCOUT SYS INC COM 64115T104 2,476 104,614 SH   OTR 1 0 104,614 0
NETSCOUT SYS INC COM 64115T104 539 22,780 SH   SOLE   22,780 0 0
NEUBERGER BRMAN NY MUNI FD I COM 64124K102 298 25,745 SH   SOLE   25,745 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 23 268 SH   SOLE   268 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 3,543 40,939 SH   OTR 1 0 40,939 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 4,877 3,791,000 PRN   SOLE   3,791,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 91 71,000 PRN   OTR 4 0 71,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 21,000 16,323,000 PRN   OTR 1 0 16,323,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 5,673 4,427,000 PRN   DFND 1 0 4,427,000 0
NEVRO CORP COM 64157F103 1,210 12,100 SH   OTR 1 0 12,100 0
NEVRO CORP COM 64157F103 270 2,700 SH   SOLE   2,700 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 101 120,000 PRN   SOLE   120,000 0 0
NEW SR INVT GROUP INC COM 648691103 103 40,300 SH   OTR 1 0 40,300 0
NEW SR INVT GROUP INC COM 648691103 26 10,000 SH   SOLE   10,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,106 117,799 SH   OTR 1 0 117,799 0
NEWELL BRANDS INC COM 651229106 119 8,955 SH   SOLE   8,955 0 0
NEWELL BRANDS INC COM 651229106 643 48,392 SH   OTR 1 0 48,392 0
NEWMARK GROUP INC CL A 65158N102 1,451 341,500 SH   OTR 1 0 341,500 0
NEWMARK GROUP INC CL A 65158N102 320 75,300 SH   SOLE   75,300 0 0
NEWMONT CORP COM 651639106 20,030 442,349 SH   OTR 1 0 442,349 0
NEWMONT CORP COM 651639106 967 21,345 SH   OTR 5 0 21,345 0
NEWMONT CORP COM 651639106 1,479 32,662 SH   SOLE   32,662 0 0
NEWPARK RES INC NOTE 4.000%12/0 651718AE8 9,583 12,861,000 PRN   OTR 1 0 12,861,000 0
NEWPARK RES INC NOTE 4.000%12/0 651718AE8 1,408 1,889,000 PRN   SOLE   1,889,000 0 0
NEWS CORP NEW CL A 65249B109 445 49,572 SH   OTR 1 0 49,572 0
NEWS CORP NEW CL A 65249B109 9 954 SH   OTR 5 0 954 0
NEWS CORP NEW CL A 65249B109 64 7,153 SH   SOLE   7,153 0 0
NEWS CORP NEW CL B 65249B208 139 15,463 SH   OTR 1 0 15,463 0
NEWS CORP NEW CL B 65249B208 14 1,506 SH   OTR 5 0 1,506 0
NEWS CORP NEW CL B 65249B208 47 5,184 SH   SOLE   5,184 0 0
NEXTERA ENERGY INC COM 65339F101 21,178 88,016 SH   OTR 1 0 88,016 0
NEXTERA ENERGY INC COM 65339F101 1,341 5,572 SH   OTR 5 0 5,572 0
NEXTERA ENERGY INC COM 65339F101 3,163 13,147 SH   SOLE   13,147 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 6,111 124,800 SH   SOLE   124,800 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 4,744 107,300 SH   SOLE   107,300 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 253 24,235 SH   OTR 1 0 24,235 0
NEXTGEN HEALTHCARE INC COM 65343C102 51 4,892 SH   SOLE   4,892 0 0
NICE LTD SPONSORED ADR 653656108 10,631 74,053 SH   SOLE   74,053 0 0
NICE LTD SPONSORED ADR 653656108 14,183 98,793 SH   OTR 1 0 98,793 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 21,457 12,144,000 PRN   SOLE   12,144,000 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 130 74,000 PRN   OTR 4 0 74,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 8,163 4,633,000 PRN   DFND 1 0 4,633,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 65,562 37,106,000 PRN   OTR 1 0 37,106,000 0
NIKE INC CL B 654106103 18,599 224,785 SH   OTR 1 0 224,785 0
NIKE INC CL B 654106103 609 7,357 SH   OTR 5 0 7,357 0
NIKE INC CL B 654106103 3,148 38,042 SH   SOLE   38,042 0 0
NISOURCE INC COM 65473P105 1,405 56,273 SH   OTR 1 0 56,273 0
NISOURCE INC COM 65473P105 225 8,998 SH   SOLE   8,998 0 0
NMI HLDGS INC CL A 629209305 63 5,400 SH   SOLE   5,400 0 0
NMI HLDGS INC CL A 629209305 266 22,900 SH   OTR 1 0 22,900 0
NOBLE ENERGY INC COM 655044105 79 13,073 SH   SOLE   13,073 0 0
NOBLE ENERGY INC COM 655044105 366 60,672 SH   OTR 1 0 60,672 0
NORDSTROM INC COM 655664100 207 13,496 SH   OTR 1 0 13,496 0
NORDSTROM INC COM 655664100 39 2,515 SH   SOLE   2,515 0 0
NORFOLK SOUTHERN CORP COM 655844108 6,292 43,095 SH   OTR 1 0 43,095 0
NORFOLK SOUTHERN CORP COM 655844108 996 6,825 SH   SOLE   6,825 0 0
NORTHEAST BK LEWISTON ME COM 66405S100 137 11,723 SH   OTR 1 0 11,723 0
NORTHEAST BK LEWISTON ME COM 66405S100 33 2,800 SH   SOLE   2,800 0 0
NORTHERN TR CORP COM 665859104 2,040 27,031 SH   OTR 1 0 27,031 0
NORTHERN TR CORP COM 665859104 423 5,611 SH   SOLE   5,611 0 0
NORTHROP GRUMMAN CORP COM 666807102 19,056 62,985 SH   OTR 1 0 62,985 0
NORTHROP GRUMMAN CORP COM 666807102 1,214 4,012 SH   OTR 5 0 4,012 0
NORTHROP GRUMMAN CORP COM 666807102 1,568 5,184 SH   SOLE   5,184 0 0
NORTONLIFELOCK INC COM 668771108 14,260 762,138 SH   OTR 1 0 762,138 0
NORTONLIFELOCK INC COM 668771108 1,077 57,565 SH   OTR 5 0 57,565 0
NORTONLIFELOCK INC COM 668771108 887 47,397 SH   SOLE   47,397 0 0
NOVANTA INC COM 67000B104 391 4,900 SH   OTR 1 0 4,900 0
NOVANTA INC COM 67000B104 96 1,200 SH   SOLE   1,200 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 13,581 1,800,000 PRN   OTR 1 0 1,800,000 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 4,685 621,000 PRN   SOLE   621,000 0 0
NRG ENERGY INC COM NEW 629377508 749 27,484 SH   SOLE   27,484 0 0
NRG ENERGY INC COM NEW 629377508 709 25,991 SH   OTR 5 0 25,991 0
NRG ENERGY INC COM NEW 629377508 8,230 301,893 SH   OTR 1 0 301,893 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 23,403 24,506,000 PRN   OTR 1 0 24,506,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 75 79,000 PRN   OTR 4 0 79,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3,648 3,820,000 PRN   SOLE   3,820,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 4,754 4,991,000 PRN   DFND 1 0 4,991,000 0
NU SKIN ENTERPRISES INC CL A 67018T105 2,190 100,208 SH   OTR 1 0 100,208 0
NU SKIN ENTERPRISES INC CL A 67018T105 151 6,926 SH   SOLE   6,926 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,756 223,814 SH   OTR 1 0 223,814 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 21,213 19,609,000 PRN   OTR 1 0 19,609,000 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 2,216 2,048,000 PRN   SOLE   2,048,000 0 0
NUCOR CORP COM 670346105 1,387 38,518 SH   OTR 1 0 38,518 0
NUCOR CORP COM 670346105 297 8,234 SH   SOLE   8,234 0 0
NUVASIVE INC COM 670704105 583 11,500 SH   SOLE   11,500 0 0
NUVASIVE INC COM 670704105 2,667 52,654 SH   OTR 1 0 52,654 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 4,814 4,625,000 PRN   DFND 1 0 4,625,000 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 10,965 10,435,000 PRN   OTR 1 0 10,435,000 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 76 73,000 PRN   OTR 4 0 73,000 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 3,475 3,307,000 PRN   SOLE   3,307,000 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 24,306 1,795,140 SH   SOLE   1,795,140 0 0
NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2,526 200,000 SH   SOLE   200,000 0 0
NUVEEN MICHIGAN QLT MUN INC COM 670979103 4,026 300,000 SH   SOLE   300,000 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 6,857 548,590 SH   SOLE   548,590 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1,250 100,000 SH   OTR 1 0 100,000 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7,494 563,000 SH   SOLE   563,000 0 0
NVIDIA CORP COM 67066G104 41,210 156,336 SH   OTR 1 0 156,336 0
NVIDIA CORP COM 67066G104 1,271 4,820 SH   OTR 5 0 4,820 0
NVIDIA CORP COM 67066G104 5,151 19,540 SH   SOLE   19,540 0 0
NVR INC COM 62944T105 12,558 4,888 SH   OTR 1 0 4,888 0
NVR INC COM 62944T105 421 164 SH   OTR 5 0 164 0
NVR INC COM 62944T105 444 173 SH   SOLE   173 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 20,701 68,764 SH   OTR 1 0 68,764 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,057 3,511 SH   OTR 5 0 3,511 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 882 2,929 SH   SOLE   2,929 0 0
OASIS PETROLEUM INC NOTE 2.625% 9/1 674215AJ7 720 6,270,000 PRN   DFND 1 0 6,270,000 0
OASIS PETROLEUM INC NOTE 2.625% 9/1 674215AJ7 232 1,658,000 PRN   SOLE   1,658,000 0 0
OASIS PETROLEUM INC NOTE 2.625% 9/1 674215AJ7 903 6,454,000 PRN   OTR 1 0 6,454,000 0
OASIS PETROLEUM INC NOTE 2.625% 9/1 674215AJ7 11 99,000 PRN   OTR 4 0 99,000 0
OCCIDENTAL PETE CORP COM 674599105 2,513 216,991 SH   OTR 1 0 216,991 0
OCCIDENTAL PETE CORP COM 674599105 271 23,383 SH   SOLE   23,383 0 0
OFFICE DEPOT INC COM 676220106 844 514,665 SH   OTR 1 0 514,665 0
OFFICE DEPOT INC COM 676220106 184 111,978 SH   SOLE   111,978 0 0
OFG BANCORP COM 67103X102 663 59,300 SH   OTR 1 0 59,300 0
OFG BANCORP COM 67103X102 135 12,100 SH   SOLE   12,100 0 0
OGE ENERGY CORP COM 670837103 194 6,300 SH   SOLE   6,300 0 0
OGE ENERGY CORP COM 670837103 1,598 51,997 SH   OTR 1 0 51,997 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 26,269 33,437,000 PRN   OTR 1 0 33,437,000 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 7,163 9,117,000 PRN   SOLE   9,117,000 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 1,599 12,184 SH   OTR 1 0 12,184 0
OLD DOMINION FREIGHT LINE IN COM 679580100 335 2,555 SH   SOLE   2,555 0 0
OLD REP INTL CORP COM 680223104 2,658 174,284 SH   OTR 1 0 174,284 0
OLYMPIC STEEL INC COM 68162K106 111 10,700 SH   OTR 1 0 10,700 0
OLYMPIC STEEL INC COM 68162K106 24 2,300 SH   SOLE   2,300 0 0
OMNICELL INC COM 68213N109 2,789 42,521 SH   OTR 1 0 42,521 0
OMNICELL INC COM 68213N109 610 9,300 SH   SOLE   9,300 0 0
OMNICOM GROUP INC COM 681919106 323 5,881 SH   SOLE   5,881 0 0
OMNICOM GROUP INC COM 681919106 1,520 27,695 SH   OTR 1 0 27,695 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 6,267 6,293,000 PRN   SOLE   6,293,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 69 69,000 PRN   OTR 4 0 69,000 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 4,540 4,570,000 PRN   DFND 1 0 4,570,000 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 20,421 20,505,000 PRN   OTR 1 0 20,505,000 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 12,711 12,766,000 PRN   OTR 1 0 12,766,000 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 324 325,000 PRN   OTR 5 0 325,000 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 3,613 3,629,000 PRN   SOLE   3,629,000 0 0
ONEOK INC NEW COM 682680103 1,142 52,381 SH   OTR 1 0 52,381 0
ONEOK INC NEW COM 682680103 238 10,913 SH   SOLE   10,913 0 0
OP BANCORP COM 67109R109 214 28,700 SH   OTR 1 0 28,700 0
OP BANCORP COM 67109R109 46 6,100 SH   SOLE   6,100 0 0
ORACLE CORP COM 68389X105 19,488 403,238 SH   OTR 1 0 403,238 0
ORACLE CORP COM 68389X105 1,116 23,091 SH   OTR 5 0 23,091 0
ORACLE CORP COM 68389X105 2,855 59,063 SH   SOLE   59,063 0 0
ORMAT TECHNOLOGIES INC COM 686688102 2,158 31,900 SH   OTR 1 0 31,900 0
ORMAT TECHNOLOGIES INC COM 686688102 460 6,800 SH   SOLE   6,800 0 0
ORRSTOWN FINL SVCS INC COM 687380105 303 22,001 SH   OTR 1 0 22,001 0
ORRSTOWN FINL SVCS INC COM 687380105 66 4,792 SH   SOLE   4,792 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 81 87,000 PRN   SOLE   87,000 0 0
OUTFRONT MEDIA INC COM 69007J106 468 34,717 SH   OTR 1 0 34,717 0
OUTFRONT MEDIA INC COM 69007J106 136 10,086 SH   SOLE   10,086 0 0
OWENS CORNING NEW COM 690742101 727 18,739 SH   OTR 5 0 18,739 0
OWENS CORNING NEW COM 690742101 304 7,836 SH   SOLE   7,836 0 0
OWENS CORNING NEW COM 690742101 8,010 206,393 SH   OTR 1 0 206,393 0
PACCAR INC COM 693718108 559 9,146 SH   SOLE   9,146 0 0
PACCAR INC COM 693718108 2,837 46,414 SH   OTR 1 0 46,414 0
PACIRA BIOSCIENCES COM 695127100 2,216 66,088 SH   OTR 1 0 66,088 0
PACIRA BIOSCIENCES COM 695127100 479 14,297 SH   SOLE   14,297 0 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 2,974 3,086,000 PRN   DFND 1 0 3,086,000 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 14,033 14,524,000 PRN   OTR 1 0 14,524,000 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 47 49,000 PRN   OTR 4 0 49,000 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 4,143 4,288,000 PRN   SOLE   4,288,000 0 0
PACKAGING CORP AMER COM 695156109 236 2,718 SH   SOLE   2,718 0 0
PACKAGING CORP AMER COM 695156109 1,042 12,001 SH   OTR 1 0 12,001 0
PALO ALTO NETWORKS INC COM 697435105 82 500 SH   SOLE   500 0 0
PALO ALTO NETWORKS INC COM 697435105 11,106 67,738 SH   OTR 1 0 67,738 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 21,913 22,645,000 PRN   OTR 1 0 22,645,000 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 7,265 7,508,000 PRN   SOLE   7,508,000 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 244 34,300 SH   OTR 1 0 34,300 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 58 8,200 SH   SOLE   8,200 0 0
PARAMOUNT GROUP INC COM 69924R108 427 48,567 SH   OTR 1 0 48,567 0
PARAMOUNT GROUP INC COM 69924R108 6 700 SH   SOLE   700 0 0
PARK AEROSPACE CORP COM 70014A104 183 14,500 SH   OTR 1 0 14,500 0
PARK AEROSPACE CORP COM 70014A104 42 3,300 SH   SOLE   3,300 0 0
PARK OHIO HLDGS CORP COM 700666100 479 25,273 SH   OTR 1 0 25,273 0
PARK OHIO HLDGS CORP COM 700666100 101 5,309 SH   SOLE   5,309 0 0
PARKER HANNIFIN CORP COM 701094104 457 3,525 SH   SOLE   3,525 0 0
PARKER HANNIFIN CORP COM 701094104 2,269 17,494 SH   OTR 1 0 17,494 0
PATRICK INDS INC COM 703343103 699 24,839 SH   OTR 1 0 24,839 0
PATRICK INDS INC COM 703343103 139 4,951 SH   SOLE   4,951 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 4,852 6,175,000 PRN   DFND 1 0 6,175,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 22,850 28,898,000 PRN   OTR 1 0 28,898,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 76 97,000 PRN   OTR 4 0 97,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 6,056 7,659,000 PRN   SOLE   7,659,000 0 0
PATTERSON UTI ENERGY INC COM 703481101 600 255,373 SH   OTR 1 0 255,373 0
PAYCHEX INC COM 704326107 529 8,409 SH   SOLE   8,409 0 0
PAYCHEX INC COM 704326107 2,553 40,574 SH   OTR 1 0 40,574 0
PAYCOM SOFTWARE INC COM 70432V102 274 1,354 SH   SOLE   1,354 0 0
PAYCOM SOFTWARE INC COM 70432V102 1,281 6,342 SH   OTR 1 0 6,342 0
PAYPAL HLDGS INC COM 70450Y103 29,042 303,343 SH   OTR 1 0 303,343 0
PAYPAL HLDGS INC COM 70450Y103 1,107 11,567 SH   OTR 5 0 11,567 0
PAYPAL HLDGS INC COM 70450Y103 3,446 35,991 SH   SOLE   35,991 0 0
PBF ENERGY INC CL A 69318G106 1,259 177,860 SH   OTR 1 0 177,860 0
PBF ENERGY INC CL A 69318G106 226 31,895 SH   SOLE   31,895 0 0
PCB BANCORP COM 69320M109 256 26,166 SH   OTR 1 0 26,166 0
PCB BANCORP COM 69320M109 56 5,688 SH   SOLE   5,688 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 272 15,176 SH   SOLE   15,176 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 1,233 68,708 SH   OTR 1 0 68,708 0
PENNYMAC MTG INVT TR COM 70931T103 576 54,235 SH   OTR 1 0 54,235 0
PENNYMAC MTG INVT TR COM 70931T103 107 10,100 SH   SOLE   10,100 0 0
PEOPLES UTD FINL INC COM 712704105 613 55,443 SH   OTR 1 0 55,443 0
PEOPLES UTD FINL INC COM 712704105 144 12,993 SH   SOLE   12,993 0 0
PEPSICO INC COM 713448108 32,537 270,916 SH   OTR 1 0 270,916 0
PEPSICO INC COM 713448108 1,000 8,329 SH   OTR 5 0 8,329 0
PEPSICO INC COM 713448108 4,614 38,420 SH   SOLE   38,420 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 1,146 46,353 SH   OTR 1 0 46,353 0
PERFORMANCE FOOD GROUP CO COM 71377A103 235 9,500 SH   SOLE   9,500 0 0
PERKINELMER INC COM 714046109 1,060 14,084 SH   OTR 1 0 14,084 0
PERKINELMER INC COM 714046109 235 3,122 SH   SOLE   3,122 0 0
PERSPECTA INC COM 715347100 648 35,500 SH   OTR 1 0 35,500 0
PERSPECTA INC COM 715347100 137 7,500 SH   SOLE   7,500 0 0
PETMED EXPRESS INC COM 716382106 578 20,100 SH   OTR 1 0 20,100 0
PETMED EXPRESS INC COM 716382106 138 4,800 SH   SOLE   4,800 0 0
PFIZER INC COM 717081103 31,963 979,270 SH   OTR 1 0 979,270 0
PFIZER INC COM 717081103 2,050 62,811 SH   OTR 5 0 62,811 0
PFIZER INC COM 717081103 5,068 155,276 SH   SOLE   155,276 0 0
PG&E CORP COM 69331C108 340 37,862 SH   OTR 1 0 37,862 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 1,945 80,492 SH   OTR 1 0 80,492 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 415 17,162 SH   SOLE   17,162 0 0
PHILIP MORRIS INTL INC COM 718172109 1,819 24,931 SH   OTR 5 0 24,931 0
PHILIP MORRIS INTL INC COM 718172109 2,654 36,380 SH   SOLE   36,380 0 0
PHILIP MORRIS INTL INC COM 718172109 23,451 321,419 SH   OTR 1 0 321,419 0
PHILLIPS 66 COM 718546104 634 11,826 SH   SOLE   11,826 0 0
PHILLIPS 66 COM 718546104 4,334 80,790 SH   OTR 1 0 80,790 0
PHOTRONICS INC COM 719405102 1,930 188,137 SH   OTR 1 0 188,137 0
PHOTRONICS INC COM 719405102 421 41,000 SH   SOLE   41,000 0 0
PHYSICIANS RLTY TR COM 71943U104 1,429 102,500 SH   OTR 1 0 102,500 0
PHYSICIANS RLTY TR COM 71943U104 302 21,700 SH   SOLE   21,700 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,754 99,300 SH   OTR 1 0 99,300 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 387 21,900 SH   SOLE   21,900 0 0
PILGRIMS PRIDE CORP COM 72147K108 459 25,314 SH   SOLE   25,314 0 0
PILGRIMS PRIDE CORP COM 72147K108 9,602 529,928 SH   OTR 1 0 529,928 0
PINNACLE WEST CAP CORP COM 723484101 249 3,280 SH   SOLE   3,280 0 0
PINNACLE WEST CAP CORP COM 723484101 173 2,277 SH   OTR 5 0 2,277 0
PINNACLE WEST CAP CORP COM 723484101 4,165 54,951 SH   OTR 1 0 54,951 0
PIONEER MUN HIGH INCOME ADVA COM 723762100 5,141 505,056 SH   SOLE   505,056 0 0
PIONEER MUN HIGH INCOME TR COM SHS 723763108 962 84,969 SH   OTR 1 0 84,969 0
PIONEER NAT RES CO COM 723787107 2,417 34,451 SH   OTR 1 0 34,451 0
PIONEER NAT RES CO COM 723787107 311 4,431 SH   SOLE   4,431 0 0
PLANTRONICS INC NEW COM 727493108 143 14,200 SH   OTR 1 0 14,200 0
PLANTRONICS INC NEW COM 727493108 34 3,400 SH   SOLE   3,400 0 0
PLEXUS CORP COM 729132100 387 7,100 SH   OTR 1 0 7,100 0
PLEXUS CORP COM 729132100 98 1,800 SH   SOLE   1,800 0 0
PLUG POWER INC COM NEW 72919P202 240 67,800 SH   OTR 1 0 67,800 0
PLUG POWER INC COM NEW 72919P202 53 14,900 SH   SOLE   14,900 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,080 11,284 SH   SOLE   11,284 0 0
PNC FINL SVCS GROUP INC COM 693475105 6,436 67,234 SH   OTR 1 0 67,234 0
POLYONE CORP COM 73179P106 694 36,600 SH   OTR 1 0 36,600 0
POLYONE CORP COM 73179P106 161 8,500 SH   SOLE   8,500 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 3,380 70,500 SH   OTR 1 0 70,500 0
PORTLAND GEN ELEC CO COM NEW 736508847 738 15,400 SH   SOLE   15,400 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 607 85,194 SH   OTR 1 0 85,194 0
PORTOLA PHARMACEUTICALS INC COM 737010108 131 18,396 SH   SOLE   18,396 0 0
POTLATCHDELTIC CORPORATION COM 737630103 289 9,200 SH   SOLE   9,200 0 0
POTLATCHDELTIC CORPORATION COM 737630103 1,353 43,100 SH   OTR 1 0 43,100 0
POWELL INDS INC COM 739128106 311 12,100 SH   SOLE   12,100 0 0
POWELL INDS INC COM 739128106 1,425 55,500 SH   OTR 1 0 55,500 0
PPG INDS INC COM 693506107 3,839 45,921 SH   OTR 1 0 45,921 0
PPG INDS INC COM 693506107 523 6,252 SH   SOLE   6,252 0 0
PPL CORP COM 69351T106 10,820 438,414 SH   OTR 1 0 438,414 0
PPL CORP COM 69351T106 532 21,546 SH   OTR 5 0 21,546 0
PPL CORP COM 69351T106 971 39,358 SH   SOLE   39,358 0 0
PRA HEALTH SCIENCES INC COM 69354M108 9,974 120,109 SH   OTR 1 0 120,109 0
PRA HEALTH SCIENCES INC COM 69354M108 378 4,547 SH   OTR 5 0 4,547 0
PRA HEALTH SCIENCES INC COM 69354M108 491 5,913 SH   SOLE   5,913 0 0
PREFORMED LINE PRODS CO COM 740444104 218 4,367 SH   OTR 1 0 4,367 0
PREFORMED LINE PRODS CO COM 740444104 48 970 SH   SOLE   970 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 275 7,500 SH   SOLE   7,500 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 1,232 33,600 SH   OTR 1 0 33,600 0
PRICE T ROWE GROUP INC COM 74144T108 8,748 89,584 SH   OTR 1 0 89,584 0
PRICE T ROWE GROUP INC COM 74144T108 602 6,169 SH   SOLE   6,169 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 6,521 5,892,000 PRN   DFND 1 0 5,892,000 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 100 90,000 PRN   OTR 4 0 90,000 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 32,816 32,836,000 PRN   OTR 1 0 32,836,000 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 15,646 15,655,000 PRN   SOLE   15,655,000 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,031 32,886 SH   OTR 1 0 32,886 0
PRINCIPAL FINL GROUP INC COM 74251V102 145 4,626 SH   SOLE   4,626 0 0
PRINCIPIA BIOPHARMA INC COM 74257L108 368 6,200 SH   OTR 1 0 6,200 0
PRINCIPIA BIOPHARMA INC COM 74257L108 83 1,400 SH   SOLE   1,400 0 0
PROCTER & GAMBLE CO COM 742718109 51,812 471,018 SH   OTR 1 0 471,018 0
PROCTER & GAMBLE CO COM 742718109 3,517 31,972 SH   OTR 5 0 31,972 0
PROCTER & GAMBLE CO COM 742718109 9,066 82,415 SH   SOLE   82,415 0 0
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PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 3,049 255,603 SH   SOLE   255,603 0 0
PVH CORPORATION COM 693656100 355 9,434 SH   OTR 1 0 9,434 0
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QUALCOMM INC COM 747525103 30,433 449,857 SH   OTR 1 0 449,857 0
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QUALCOMM INC COM 747525103 1,668 24,657 SH   OTR 5 0 24,657 0
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QUEST DIAGNOSTICS INC COM 74834L100 1,371 17,073 SH   OTR 1 0 17,073 0
QUEST DIAGNOSTICS INC COM 74834L100 294 3,662 SH   SOLE   3,662 0 0
QUIDEL CORP COM 74838J101 3,502 35,800 SH   OTR 1 0 35,800 0
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QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 13,054 14,543,000 PRN   OTR 1 0 14,543,000 0
QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 3,227 3,595,000 PRN   SOLE   3,595,000 0 0
QURATE RETAIL INC COM SER A 74915M100 5,840 956,606 SH   OTR 1 0 956,606 0
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RADIAN GROUP INC COM 750236101 2,314 178,707 SH   OTR 1 0 178,707 0
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RADNET INC COM 750491102 778 74,006 SH   OTR 1 0 74,006 0
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RALPH LAUREN CORP CL A 751212101 424 6,343 SH   OTR 1 0 6,343 0
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RAMBUS INC DEL COM 750917106 1,655 149,100 SH   OTR 1 0 149,100 0
RAMBUS INC DEL COM 750917106 380 34,200 SH   SOLE   34,200 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 16,052 16,548,000 PRN   OTR 1 0 16,548,000 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 1,716 1,769,000 PRN   SOLE   1,769,000 0 0
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RAYMOND JAMES FINANCIAL INC COM 754730109 1,047 16,563 SH   OTR 1 0 16,563 0
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RAYTHEON CO COM NEW 755111507 9,635 73,467 SH   OTR 1 0 73,467 0
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RE MAX HLDGS INC CL A 75524W108 44 2,000 SH   SOLE   2,000 0 0
RE MAX HLDGS INC CL A 75524W108 195 8,900 SH   OTR 1 0 8,900 0
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RED ROCK RESORTS INC CL A 75700L108 250 29,200 SH   OTR 1 0 29,200 0
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REDFIN CORP COM 75737F108 382 24,800 SH   OTR 1 0 24,800 0
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REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 52 80,000 PRN   SOLE   80,000 0 0
REGAL BELOIT CORP COM 758750103 285 4,528 SH   SOLE   4,528 0 0
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REGENCY CTRS CORP COM 758849103 194 5,043 SH   SOLE   5,043 0 0
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REGENXBIO INC COM 75901B107 858 26,512 SH   OTR 1 0 26,512 0
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REGIONS FINANCIAL CORP NEW COM 7591EP100 1,104 123,069 SH   OTR 1 0 123,069 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 238 26,493 SH   SOLE   26,493 0 0
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RENT A CTR INC NEW COM 76009N100 736 52,071 SH   OTR 1 0 52,071 0
RENT A CTR INC NEW COM 76009N100 165 11,700 SH   SOLE   11,700 0 0
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RH COM 74967X103 70 700 SH   SOLE   700 0 0
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UNITED RENTALS INC COM 911363109 217 2,113 SH   SOLE   2,113 0 0
UNITED RENTALS INC COM 911363109 1,013 9,845 SH   OTR 1 0 9,845 0
UNITED STATES CELLULAR CORP COM 911684108 521 17,800 SH   SOLE   17,800 0 0
UNITED STATES CELLULAR CORP COM 911684108 1,962 66,988 SH   OTR 1 0 66,988 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 8,028 84,660 SH   OTR 1 0 84,660 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 510 5,377 SH   OTR 5 0 5,377 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 50 524 SH   SOLE   524 0 0
UNITEDHEALTH GROUP INC COM 91324P102 69,388 278,244 SH   OTR 1 0 278,244 0
UNITEDHEALTH GROUP INC COM 91324P102 3,288 13,185 SH   OTR 5 0 13,185 0
UNITEDHEALTH GROUP INC COM 91324P102 6,490 26,025 SH   SOLE   26,025 0 0
UNITI GROUP INC COM 91325V108 276 45,800 SH   OTR 1 0 45,800 0
UNITI GROUP INC COM 91325V108 48 8,000 SH   SOLE   8,000 0 0
UNIVERSAL CORP VA COM 913456109 2,231 50,460 SH   OTR 1 0 50,460 0
UNIVERSAL CORP VA COM 913456109 485 10,967 SH   SOLE   10,967 0 0
UNIVERSAL ELECTRS INC COM 913483103 42 1,100 SH   SOLE   1,100 0 0
UNIVERSAL ELECTRS INC COM 913483103 234 6,100 SH   OTR 1 0 6,100 0
UNIVERSAL FST PRODS INC COM 913543104 2,536 68,200 SH   OTR 1 0 68,200 0
UNIVERSAL FST PRODS INC COM 913543104 550 14,800 SH   SOLE   14,800 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 181 1,800 SH   OTR 1 0 1,800 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 40 400 SH   SOLE   400 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,414 14,276 SH   OTR 1 0 14,276 0
UNIVERSAL HLTH SVCS INC CL B 913903100 238 2,402 SH   SOLE   2,402 0 0
UNUM GROUP COM 91529Y106 250 16,661 SH   OTR 5 0 16,661 0
UNUM GROUP COM 91529Y106 440 29,285 SH   SOLE   29,285 0 0
UNUM GROUP COM 91529Y106 1,855 123,584 SH   OTR 1 0 123,584 0
US BANCORP DEL COM NEW 902973304 7,478 217,070 SH   OTR 1 0 217,070 0
US BANCORP DEL COM NEW 902973304 1,245 36,128 SH   SOLE   36,128 0 0
US FOODS HLDG CORP COM 912008109 2,277 128,593 SH   OTR 1 0 128,593 0
US FOODS HLDG CORP COM 912008109 305 17,200 SH   SOLE   17,200 0 0
USANA HEALTH SCIENCES INC COM 90328M107 2,056 35,600 SH   OTR 1 0 35,600 0
USANA HEALTH SCIENCES INC COM 90328M107 445 7,700 SH   SOLE   7,700 0 0
V F CORP COM 918204108 2,238 41,387 SH   OTR 1 0 41,387 0
V F CORP COM 918204108 464 8,580 SH   SOLE   8,580 0 0
VALERO ENERGY CORP COM 91913Y100 898 19,799 SH   OTR 5 0 19,799 0
VALERO ENERGY CORP COM 91913Y100 847 18,680 SH   SOLE   18,680 0 0
VALERO ENERGY CORP COM 91913Y100 8,017 176,736 SH   OTR 1 0 176,736 0
VANDA PHARMACEUTICALS INC COM 921659108 122 11,800 SH   SOLE   11,800 0 0
VANDA PHARMACEUTICALS INC COM 921659108 549 53,022 SH   OTR 1 0 53,022 0
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 5,341 102,200 SH   SOLE   102,200 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 236,799 999,910 SH   OTR 3 0 999,910 0
VAREX IMAGING CORP COM 92214X106 359 15,800 SH   OTR 1 0 15,800 0
VAREX IMAGING CORP COM 92214X106 84 3,700 SH   SOLE   3,700 0 0
VARIAN MED SYS INC COM 92220P105 2,088 20,342 SH   OTR 1 0 20,342 0
VARIAN MED SYS INC COM 92220P105 464 4,524 SH   SOLE   4,524 0 0
VARONIS SYS INC COM 922280102 554 8,700 SH   OTR 1 0 8,700 0
VARONIS SYS INC COM 922280102 121 1,900 SH   SOLE   1,900 0 0
VECTOR GROUP LTD COM 92240M108 2,049 217,568 SH   OTR 1 0 217,568 0
VECTOR GROUP LTD COM 92240M108 441 46,775 SH   SOLE   46,775 0 0
VECTRUS INC COM 92242T101 1,930 46,603 SH   OTR 1 0 46,603 0
VECTRUS INC COM 92242T101 422 10,179 SH   SOLE   10,179 0 0
VEECO INSTRS INC DEL COM 922417100 949 99,200 SH   OTR 1 0 99,200 0
VEECO INSTRS INC DEL COM 922417100 203 21,200 SH   SOLE   21,200 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 78 95,000 PRN   SOLE   95,000 0 0
VENTAS INC COM 92276F100 2,537 94,655 SH   OTR 1 0 94,655 0
VENTAS INC COM 92276F100 304 11,333 SH   SOLE   11,333 0 0
VERACYTE INC COM 92337F107 335 13,800 SH   OTR 1 0 13,800 0
VERACYTE INC COM 92337F107 75 3,100 SH   SOLE   3,100 0 0
VEREIT INC COM 92339V100 47 9,671 SH   OTR 1 0 9,671 0
VEREIT INC COM 92339V100 43 8,830 SH   SOLE   8,830 0 0
VERINT SYS INC COM 92343X100 142 3,300 SH   SOLE   3,300 0 0
VERINT SYS INC COM 92343X100 593 13,800 SH   OTR 1 0 13,800 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 4,380 4,543,000 PRN   DFND 1 0 4,543,000 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 18,335 18,918,000 PRN   OTR 1 0 18,918,000 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 69 72,000 PRN   OTR 4 0 72,000 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 5,591 5,769,000 PRN   SOLE   5,769,000 0 0
VERISIGN INC COM 92343E102 2,384 13,240 SH   OTR 1 0 13,240 0
VERISIGN INC COM 92343E102 513 2,851 SH   SOLE   2,851 0 0
VERISK ANALYTICS INC COM 92345Y106 578 4,146 SH   SOLE   4,146 0 0
VERISK ANALYTICS INC COM 92345Y106 7,661 54,963 SH   OTR 1 0 54,963 0
VERIZON COMMUNICATIONS INC COM 92343V104 6,268 116,655 SH   SOLE   116,655 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,283 23,877 SH   OTR 5 0 23,877 0
VERIZON COMMUNICATIONS INC COM 92343V104 34,353 639,371 SH   OTR 1 0 639,371 0
VERRA MOBILITY CORP COM 92511U102 182 25,500 SH   OTR 1 0 25,500 0
VERRA MOBILITY CORP COM 92511U102 37 5,200 SH   SOLE   5,200 0 0
VERSO CORP CL A 92531L207 1,148 101,800 SH   OTR 1 0 101,800 0
VERSO CORP CL A 92531L207 263 23,300 SH   SOLE   23,300 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 16,829 70,726 SH   OTR 1 0 70,726 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,873 7,871 SH   SOLE   7,871 0 0
VIACOMCBS INC CL B 92556H206 957 68,320 SH   OTR 1 0 68,320 0
VIACOMCBS INC CL B 92556H206 205 14,617 SH   SOLE   14,617 0 0
VIAVI SOLUTIONS INC COM 925550105 1,861 166,000 SH   OTR 1 0 166,000 0
VIAVI SOLUTIONS INC COM 925550105 444 39,600 SH   SOLE   39,600 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 25,656 24,248,000 PRN   OTR 1 0 24,248,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 47 45,000 PRN   OTR 4 0 45,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 4,785 4,522,000 PRN   SOLE   4,522,000 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 3,093 2,934,000 PRN   DFND 1 0 2,934,000 0
VICI PPTYS INC COM 925652109 263 15,808 SH   OTR 1 0 15,808 0
VICI PPTYS INC COM 925652109 18 1,100 SH   SOLE   1,100 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 2 117 SH   DFND 1 0 117 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 795 51,000 SH   OTR 1 0 51,000 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 8 500 SH   SOLE   500 0 0
VISA INC COM CL A 92826C839 69,498 431,340 SH   OTR 1 0 431,340 0
VISA INC COM CL A 92826C839 2,718 16,868 SH   OTR 5 0 16,868 0
VISA INC COM CL A 92826C839 7,384 45,830 SH   SOLE   45,830 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 804 55,802 SH   OTR 1 0 55,802 0
VISHAY INTERTECHNOLOGY INC COM 928298108 158 10,999 SH   SOLE   10,999 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 120 135,000 PRN   SOLE   135,000 0 0
VISTRA ENERGY CORP COM 92840M102 6,523 408,707 SH   OTR 1 0 408,707 0
VISTRA ENERGY CORP COM 92840M102 222 13,918 SH   OTR 2 0 13,918 0
VISTRA ENERGY CORP COM 92840M102 517 32,400 SH   SOLE   32,400 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 189 5,216 SH   SOLE   5,216 0 0
VORNADO RLTY TR SH BEN INT 929042109 928 25,641 SH   OTR 1 0 25,641 0
VOYA FINANCIAL INC COM 929089100 5,675 139,950 SH   OTR 1 0 139,950 0
VOYA FINANCIAL INC COM 929089100 139 3,422 SH   SOLE   3,422 0 0
VULCAN MATLS CO COM 929160109 1,813 16,775 SH   OTR 1 0 16,775 0
VULCAN MATLS CO COM 929160109 378 3,496 SH   SOLE   3,496 0 0
WABTEC COM 929740108 1,112 23,097 SH   OTR 1 0 23,097 0
WABTEC COM 929740108 230 4,781 SH   SOLE   4,781 0 0
WADDELL & REED FINL INC CL A 930059100 275 24,200 SH   OTR 1 0 24,200 0
WADDELL & REED FINL INC CL A 930059100 68 6,000 SH   SOLE   6,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 959 20,957 SH   SOLE   20,957 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 8,281 180,997 SH   OTR 1 0 180,997 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 801 17,517 SH   OTR 5 0 17,517 0
WALMART INC COM 931142103 4,721 41,548 SH   SOLE   41,548 0 0
WALMART INC COM 931142103 2,271 19,985 SH   OTR 5 0 19,985 0
WALMART INC COM 931142103 31,150 274,160 SH   OTR 1 0 274,160 0
WASTE MGMT INC DEL COM 94106L109 7,022 75,867 SH   OTR 1 0 75,867 0
WASTE MGMT INC DEL COM 94106L109 387 4,178 SH   OTR 5 0 4,178 0
WASTE MGMT INC DEL COM 94106L109 943 10,187 SH   SOLE   10,187 0 0
WATERS CORP COM 941848103 1,446 7,945 SH   OTR 1 0 7,945 0
WATERS CORP COM 941848103 307 1,686 SH   SOLE   1,686 0 0
WEC ENERGY GROUP INC COM 92939U106 8,179 92,802 SH   OTR 1 0 92,802 0
WEC ENERGY GROUP INC COM 92939U106 700 7,943 SH   SOLE   7,943 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 60,232 19,042,000 PRN   OTR 1 0 19,042,000 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 186 59,000 PRN   OTR 4 0 59,000 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 12,174 3,855,000 PRN   DFND 1 0 3,855,000 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 21,819 6,898,000 PRN   SOLE   6,898,000 0 0
WELLS FARGO CO NEW COM 949746101 16,243 565,943 SH   OTR 1 0 565,943 0
WELLS FARGO CO NEW COM 949746101 342 11,917 SH   OTR 5 0 11,917 0
WELLS FARGO CO NEW COM 949746101 2,987 104,069 SH   SOLE   104,069 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 3,884 3,049 SH   DFND 1 0 3,049 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 25,262 19,816 SH   OTR 1 0 19,816 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 62 49 SH   OTR 4 0 49 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 16,263 12,757 SH   SOLE   12,757 0 0
WELLTOWER INC COM 95040Q104 205 4,472 SH   OTR 5 0 4,472 0
WELLTOWER INC COM 95040Q104 587 12,825 SH   SOLE   12,825 0 0
WELLTOWER INC COM 95040Q104 6,060 132,370 SH   OTR 1 0 132,370 0
WESBANCO INC COM 950810101 1,117 47,137 SH   OTR 1 0 47,137 0
WESBANCO INC COM 950810101 226 9,525 SH   SOLE   9,525 0 0
WESCO INTL INC COM 95082P105 848 37,116 SH   OTR 1 0 37,116 0
WESCO INTL INC COM 95082P105 97 4,255 SH   SOLE   4,255 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 2,931 19,250 SH   OTR 1 0 19,250 0
WESTERN DIGITAL CORP. COM 958102105 1,558 37,437 SH   OTR 1 0 37,437 0
WESTERN DIGITAL CORP. COM 958102105 327 7,852 SH   SOLE   7,852 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 9,842 11,250,000 PRN   OTR 1 0 11,250,000 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 9,816 11,220,000 PRN   SOLE   11,220,000 0 0
WESTERN UN CO COM 959802109 980 54,033 SH   OTR 1 0 54,033 0
WESTERN UN CO COM 959802109 219 12,091 SH   SOLE   12,091 0 0
WESTROCK CO COM 96145D105 264 9,355 SH   SOLE   9,355 0 0
WESTROCK CO COM 96145D105 967 34,235 SH   OTR 1 0 34,235 0
WEYERHAEUSER CO COM 962166104 6,378 376,309 SH   OTR 1 0 376,309 0
WEYERHAEUSER CO COM 962166104 358 21,144 SH   OTR 5 0 21,144 0
WEYERHAEUSER CO COM 962166104 412 24,323 SH   SOLE   24,323 0 0
WHIRLPOOL CORP COM 963320106 691 8,055 SH   OTR 1 0 8,055 0
WHIRLPOOL CORP COM 963320106 153 1,788 SH   SOLE   1,788 0 0
WILLIAMS COS INC COM 969457100 2,186 154,466 SH   OTR 1 0 154,466 0
WILLIAMS COS INC COM 969457100 451 31,846 SH   SOLE   31,846 0 0
WILLSCOT CORP COM 971375126 100 9,900 SH   OTR 1 0 9,900 0
WILLSCOT CORP COM 971375126 20 2,000 SH   SOLE   2,000 0 0
WINGSTOP INC COM 974155103 175 2,200 SH   OTR 1 0 2,200 0
WINGSTOP INC COM 974155103 48 600 SH   SOLE   600 0 0
WINNEBAGO INDS INC COM 974637100 1,479 53,200 SH   OTR 1 0 53,200 0
WINNEBAGO INDS INC COM 974637100 323 11,600 SH   SOLE   11,600 0 0
WINTRUST FINL CORP COM 97650W108 1,272 38,699 SH   OTR 1 0 38,699 0
WIX COM LTD NOTE 7/0 92940WAB5 27,679 27,916,000 PRN   OTR 1 0 27,916,000 0
WIX COM LTD NOTE 7/0 92940WAB5 4,970 5,012,000 PRN   SOLE   5,012,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 30,218 27,162,000 PRN   OTR 1 0 27,162,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 84 76,000 PRN   OTR 4 0 76,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 5,391 4,868,000 PRN   DFND 1 0 4,868,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 9,813 8,821,000 PRN   SOLE   8,821,000 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 96 60,000 PRN   SOLE   60,000 0 0
WORKIVA INC COM CL A 98139A105 294 9,100 SH   OTR 1 0 9,100 0
WORKIVA INC COM CL A 98139A105 65 2,000 SH   SOLE   2,000 0 0
WORLD FUEL SVCS CORP COM 981475106 2,327 92,400 SH   OTR 1 0 92,400 0
WORLD FUEL SVCS CORP COM 981475106 504 20,000 SH   SOLE   20,000 0 0
WORTHINGTON INDS INC COM 981811102 449 17,100 SH   OTR 1 0 17,100 0
WORTHINGTON INDS INC COM 981811102 102 3,900 SH   SOLE   3,900 0 0
WP CAREY INC COM 92936U109 644 11,088 SH   OTR 1 0 11,088 0
WP CAREY INC COM 92936U109 76 1,300 SH   SOLE   1,300 0 0
WW INTL INC COM 98262P101 304 18,000 SH   SOLE   18,000 0 0
WW INTL INC COM 98262P101 1,405 83,100 SH   OTR 1 0 83,100 0
WYNN RESORTS LTD COM 983134107 161 2,674 SH   SOLE   2,674 0 0
WYNN RESORTS LTD COM 983134107 739 12,286 SH   OTR 1 0 12,286 0
XCEL ENERGY INC COM 98389B100 5,276 87,500 SH   OTR 1 0 87,500 0
XCEL ENERGY INC COM 98389B100 830 13,759 SH   SOLE   13,759 0 0
XENCOR INC COM 98401F105 887 29,674 SH   OTR 1 0 29,674 0
XENCOR INC COM 98401F105 194 6,506 SH   SOLE   6,506 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 2,756 145,519 SH   OTR 1 0 145,519 0
XEROX HOLDINGS CORP COM NEW 98421M106 178 9,406 SH   SOLE   9,406 0 0
XILINX INC COM 983919101 2,501 32,095 SH   OTR 1 0 32,095 0
XILINX INC COM 983919101 510 6,539 SH   SOLE   6,539 0 0
XPERI CORP COM 98421B100 1,305 93,800 SH   OTR 1 0 93,800 0
XPERI CORP COM 98421B100 271 19,500 SH   SOLE   19,500 0 0
XPO LOGISTICS INC COM 983793100 1,763 36,174 SH   OTR 1 0 36,174 0
XYLEM INC COM 98419M100 1,487 22,834 SH   OTR 1 0 22,834 0
XYLEM INC COM 98419M100 308 4,729 SH   SOLE   4,729 0 0
YELP INC CL A 985817105 786 43,600 SH   OTR 1 0 43,600 0
YELP INC CL A 985817105 180 10,000 SH   SOLE   10,000 0 0
YETI HLDGS INC COM 98585X104 312 16,000 SH   OTR 1 0 16,000 0
YETI HLDGS INC COM 98585X104 68 3,500 SH   SOLE   3,500 0 0
YEXT INC COM 98585N106 224 22,000 SH   OTR 1 0 22,000 0
YEXT INC COM 98585N106 49 4,800 SH   SOLE   4,800 0 0
YORK WTR CO COM 987184108 78 1,800 SH   SOLE   1,800 0 0
YORK WTR CO COM 987184108 335 7,700 SH   OTR 1 0 7,700 0
YUM BRANDS INC COM 988498101 545 7,948 SH   SOLE   7,948 0 0
YUM BRANDS INC COM 988498101 4,239 61,849 SH   OTR 1 0 61,849 0
YUM CHINA HLDGS INC COM 98850P109 1,762 41,327 SH   OTR 1 0 41,327 0
YUM CHINA HLDGS INC COM 98850P109 55 1,300 SH   SOLE   1,300 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,260 6,861 SH   OTR 1 0 6,861 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 214 1,164 SH   SOLE   1,164 0 0
ZENDESK INC COM 98936J101 1,393 21,757 SH   OTR 1 0 21,757 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 4,173 3,521,000 PRN   OTR 1 0 3,521,000 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 1,487 1,255,000 PRN   SOLE   1,255,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 224 222,000 PRN   SOLE   222,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 2,907 28,763 SH   OTR 1 0 28,763 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 554 5,482 SH   SOLE   5,482 0 0
ZIONS BANCORPORATION N A COM 989701107 133 4,964 SH   SOLE   4,964 0 0
ZIONS BANCORPORATION N A COM 989701107 564 21,081 SH   OTR 1 0 21,081 0
ZIX CORP COM 98974P100 351 81,500 SH   OTR 1 0 81,500 0
ZIX CORP COM 98974P100 79 18,300 SH   SOLE   18,300 0 0
ZOETIS INC CL A 98978V103 7,135 60,624 SH   OTR 1 0 60,624 0
ZOETIS INC CL A 98978V103 1,486 12,628 SH   SOLE   12,628 0 0
ZUMIEZ INC COM 989817101 1,370 79,100 SH   OTR 1 0 79,100 0
ZUMIEZ INC COM 989817101 300 17,300 SH   SOLE   17,300 0 0
ZUORA INC COM CL A 98983V106 126 15,600 SH   OTR 1 0 15,600 0
ZUORA INC COM CL A 98983V106 27 3,400 SH   SOLE   3,400 0 0
ZYNGA INC CL A 98986T108 10,856 1,584,854 SH   OTR 1 0 1,584,854 0