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 0 0 SH   SOLE   0 0 0
21VIANET GROUP INC SPONSORED ADS A 90138A103 387 16,700 SH   OTR 1 0 16,700 0
360 DIGITECH INC AMERICAN DEP 88557W101 384 32,200 SH   OTR 1 0 32,200 0
360 DIGITECH INC AMERICAN DEP 88557W101 1 70 SH   DFND 1 0 70 0
360 DIGITECH INC AMERICAN DEP 88557W101 0 0 SH   SOLE   0 0 0
3M CO COM 88579Y101 14,475 90,365 SH   OTR 1 0 90,365 0
3M CO COM 88579Y101 2,609 16,286 SH   SOLE   16,286 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 47 50,000 PRN   SOLE   50,000 0 0
A10 NETWORKS INC COM 002121101 326 51,200 SH   SOLE   51,200 0 0
A10 NETWORKS INC COM 002121101 1,449 227,400 SH   OTR 1 0 227,400 0
AARONS INC COM PAR $0.50 002535300 6,781 119,694 SH   OTR 1 0 119,694 0
AARONS INC COM PAR $0.50 002535300 735 12,968 SH   SOLE   12,968 0 0
AARONS INC COM PAR $0.50 002535300 1,000 17,657 SH   OTR 5 0 17,657 0
ABBOTT LABS COM 002824100 5,847 53,730 SH   SOLE   53,730 0 0
ABBOTT LABS COM 002824100 2,369 21,771 SH   OTR 5 0 21,771 0
ABBOTT LABS COM 002824100 37,889 348,148 SH   OTR 1 0 348,148 0
ABBVIE INC COM 00287Y109 36,930 421,626 SH   OTR 1 0 421,626 0
ABBVIE INC COM 00287Y109 4,655 53,147 SH   SOLE   53,147 0 0
ABBVIE INC COM 00287Y109 1,506 17,194 SH   OTR 5 0 17,194 0
ABIOMED INC COM 003654100 1,777 6,415 SH   OTR 1 0 6,415 0
ABIOMED INC COM 003654100 295 1,063 SH   SOLE   1,063 0 0
ACCO BRANDS CORP COM 00081T108 76 13,100 SH   SOLE   13,100 0 0
ACCO BRANDS CORP COM 00081T108 339 58,500 SH   OTR 1 0 58,500 0
ACTIVISION BLIZZARD INC COM 00507V109 14,308 176,756 SH   OTR 1 0 176,756 0
ACTIVISION BLIZZARD INC COM 00507V109 415 5,130 SH   OTR 5 0 5,130 0
ACTIVISION BLIZZARD INC COM 00507V109 1,712 21,154 SH   SOLE   21,154 0 0
ACUITY BRANDS INC COM 00508Y102 0 0 SH   SOLE   0 0 0
ACUITY BRANDS INC COM 00508Y102 1,379 13,474 SH   OTR 1 0 13,474 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 55,146 112,445 SH   OTR 1 0 112,445 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 899 1,834 SH   OTR 5 0 1,834 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 7,085 14,447 SH   SOLE   14,447 0 0
ADT INC DEL COM 00090Q103 287 35,100 SH   SOLE   35,100 0 0
ADT INC DEL COM 00090Q103 4,801 587,608 SH   OTR 1 0 587,608 0
ADVANCE AUTO PARTS INC COM 00751Y106 289 1,883 SH   SOLE   1,883 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,511 9,846 SH   OTR 1 0 9,846 0
ADVANCED ENERGY INDS COM 007973100 2,881 45,775 SH   OTR 1 0 45,775 0
ADVANCED ENERGY INDS COM 007973100 642 10,200 SH   SOLE   10,200 0 0
ADVANCED MICRO DEVICES INC COM 007903107 252 3,075 SH   OTR 5 0 3,075 0
ADVANCED MICRO DEVICES INC COM 007903107 22,216 270,956 SH   OTR 1 0 270,956 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 921 90,000 PRN   SOLE   90,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,698 32,910 SH   SOLE   32,910 0 0
ADVANSIX INC COM 00773T101 303 23,500 SH   SOLE   23,500 0 0
ADVANSIX INC COM 00773T101 1,364 105,900 SH   OTR 1 0 105,900 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 150 14,600 SH   SOLE   14,600 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 673 65,300 SH   OTR 1 0 65,300 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 62 76,000 PRN   SOLE   76,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 111 70,000 PRN   OTR 4 0 70,000 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 6,472 4,069,000 PRN   SOLE   4,069,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 28,819 18,118,000 PRN   OTR 1 0 18,118,000 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 7,488 4,717,000 PRN   DFND 1 0 4,717,000 0
AES CORP COM 00130H105 805 44,464 SH   SOLE   44,464 0 0
AES CORP COM 00130H105 117 6,486 SH   OTR 5 0 6,486 0
AES CORP COM 00130H105 7,960 439,519 SH   OTR 1 0 439,519 0
AFLAC INC COM 001055102 619 17,028 SH   SOLE   17,028 0 0
AFLAC INC COM 001055102 4,615 126,958 SH   OTR 1 0 126,958 0
AGCO CORP COM 001084102 395 5,313 SH   OTR 5 0 5,313 0
AGCO CORP COM 001084102 7,927 106,733 SH   OTR 1 0 106,733 0
AGCO CORP COM 001084102 463 6,228 SH   SOLE   6,228 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6,426 63,661 SH   OTR 1 0 63,661 0
AGILENT TECHNOLOGIES INC COM 00846U101 825 8,170 SH   SOLE   8,170 0 0
AGREE REALTY CORP COM 008492100 1,158 18,200 SH   OTR 1 0 18,200 0
AGREE REALTY CORP COM 008492100 267 4,200 SH   SOLE   4,200 0 0
AIR PRODS & CHEMS INC COM 009158106 1,701 5,711 SH   SOLE   5,711 0 0
AIR PRODS & CHEMS INC COM 009158106 10,559 35,451 SH   OTR 1 0 35,451 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 69 65,000 PRN   SOLE   65,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 487 377,000 PRN   SOLE   377,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 93 72,000 PRN   OTR 4 0 72,000 0
AKAMAI TECHNOLOGIES INC COM 00971T101 8,953 80,990 SH   OTR 1 0 80,990 0
AKAMAI TECHNOLOGIES INC COM 00971T101 502 4,541 SH   SOLE   4,541 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 6,200 4,822,000 PRN   DFND 1 0 4,822,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 7,216 6,210,000 PRN   SOLE   6,210,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 21,495 18,500,000 PRN   OTR 1 0 18,500,000 0
ALARM COM HLDGS INC COM 011642105 72 1,300 SH   SOLE   1,300 0 0
ALARM COM HLDGS INC COM 011642105 326 5,900 SH   OTR 1 0 5,900 0
ALASKA AIR GROUP INC COM 011659109 106 2,904 SH   SOLE   2,904 0 0
ALASKA AIR GROUP INC COM 011659109 645 17,606 SH   OTR 1 0 17,606 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 60 30,200 SH   SOLE   30,200 0 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 271 135,700 SH   OTR 1 0 135,700 0
ALBEMARLE CORP COM 012653101 1,352 15,145 SH   OTR 1 0 15,145 0
ALBEMARLE CORP COM 012653101 251 2,810 SH   SOLE   2,810 0 0
ALCOA CORP COM 013872106 136 11,700 SH   OTR 1 0 11,700 0
ALCOA CORP COM 013872106 31 2,700 SH   SOLE   2,700 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 6,351 39,691 SH   OTR 1 0 39,691 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 523 3,267 SH   SOLE   3,267 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 544 4,753 SH   OTR 5 0 4,753 0
ALEXION PHARMACEUTICALS INC COM 015351109 22,241 194,359 SH   OTR 1 0 194,359 0
ALEXION PHARMACEUTICALS INC COM 015351109 847 7,400 SH   SOLE   7,400 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 11 38 SH   DFND 1 0 38 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 13,293 45,219 SH   OTR 1 0 45,219 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,499 5,100 SH   SOLE   5,100 0 0
ALIGN TECHNOLOGY INC COM 016255101 652 1,991 SH   SOLE   1,991 0 0
ALIGN TECHNOLOGY INC COM 016255101 3,342 10,210 SH   OTR 1 0 10,210 0
ALLAKOS INC COM 01671P100 1,173 14,400 SH   OTR 1 0 14,400 0
ALLAKOS INC COM 01671P100 261 3,200 SH   SOLE   3,200 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 72 70,000 PRN   SOLE   70,000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 407 9,700 SH   SOLE   9,700 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 4,289 102,163 SH   OTR 1 0 102,163 0
ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 816 77,597 SH   SOLE   77,597 0 0
ALLIANT ENERGY CORP COM 018802108 1,836 35,547 SH   OTR 1 0 35,547 0
ALLIANT ENERGY CORP COM 018802108 351 6,795 SH   SOLE   6,795 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 438 10,600 SH   OTR 1 0 10,600 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 95 2,300 SH   SOLE   2,300 0 0
ALLSTATE CORP COM 020002101 1,168 12,409 SH   SOLE   12,409 0 0
ALLSTATE CORP COM 020002101 1,107 11,757 SH   OTR 5 0 11,757 0
ALLSTATE CORP COM 020002101 9,388 99,726 SH   OTR 1 0 99,726 0
ALPHABET INC CAP STK CL C 02079K107 11,769 8,008 SH   SOLE   8,008 0 0
ALPHABET INC CAP STK CL C 02079K107 113,155 76,997 SH   OTR 1 0 76,997 0
ALPHABET INC CAP STK CL A 02079K305 4,039 2,756 SH   OTR 5 0 2,756 0
ALPHABET INC CAP STK CL A 02079K305 111,471 76,058 SH   OTR 1 0 76,058 0
ALPHABET INC CAP STK CL C 02079K107 4,050 2,756 SH   OTR 5 0 2,756 0
ALPHABET INC CAP STK CL A 02079K305 13,381 9,130 SH   SOLE   9,130 0 0
ALPINE INCOME PPTY TR INC COM 02083X103 428 27,500 SH   OTR 1 0 27,500 0
ALPINE INCOME PPTY TR INC COM 02083X103 96 6,200 SH   SOLE   6,200 0 0
ALTERYX INC COM CL A 02156B103 1,149 10,115 SH   OTR 1 0 10,115 0
ALTERYX INC COM CL A 02156B103 0 0 SH   SOLE   0 0 0
ALTERYX INC NOTE 0.500% 8/0 02156BAD5 146 145,000 PRN   SOLE   145,000 0 0
ALTICE USA INC CL A 02156K103 8,927 343,330 SH   OTR 1 0 343,330 0
ALTICE USA INC CL A 02156K103 476 18,308 SH   SOLE   18,308 0 0
ALTRIA GROUP INC COM 02209S103 11,652 301,561 SH   OTR 1 0 301,561 0
ALTRIA GROUP INC COM 02209S103 1,277 33,051 SH   SOLE   33,051 0 0
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 130 12,300 SH   SOLE   12,300 0 0
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 579 54,700 SH   OTR 1 0 54,700 0
A-MARK PRECIOUS METALS INC COM 00181T107 270 8,000 SH   OTR 1 0 8,000 0
A-MARK PRECIOUS METALS INC COM 00181T107 61 1,800 SH   SOLE   1,800 0 0
AMAZON COM INC COM 023135106 358,653 113,904 SH   OTR 1 0 113,904 0
AMAZON COM INC COM 023135106 40,745 12,940 SH   SOLE   12,940 0 0
AMAZON COM INC COM 023135106 11,893 3,777 SH   OTR 5 0 3,777 0
AMEDISYS INC COM 023436108 6,330 26,773 SH   OTR 1 0 26,773 0
AMEDISYS INC COM 023436108 520 2,200 SH   SOLE   2,200 0 0
AMER STATES WTR CO COM 029899101 254 3,384 SH   SOLE   3,384 0 0
AMER STATES WTR CO COM 029899101 1,146 15,289 SH   OTR 1 0 15,289 0
AMEREN CORP COM 023608102 500 6,323 SH   SOLE   6,323 0 0
AMEREN CORP COM 023608102 2,782 35,182 SH   OTR 1 0 35,182 0
AMERICAN AIRLS GROUP INC COM 02376R102 148 12,005 SH   SOLE   12,005 0 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 10,501 11,330,000 PRN   OTR 1 0 11,330,000 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 3,402 3,670,000 PRN   SOLE   3,670,000 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 890 72,415 SH   OTR 1 0 72,415 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 107 18,600 SH   SOLE   18,600 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 495 85,800 SH   OTR 1 0 85,800 0
AMERICAN ELEC PWR CO INC COM 025537101 1,063 13,002 SH   SOLE   13,002 0 0
AMERICAN ELEC PWR CO INC COM 025537101 6,772 82,862 SH   OTR 1 0 82,862 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,344 61,100 SH   OTR 1 0 61,100 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 306 13,900 SH   SOLE   13,900 0 0
AMERICAN EXPRESS CO COM 025816109 1,918 19,132 SH   SOLE   19,132 0 0
AMERICAN EXPRESS CO COM 025816109 655 6,529 SH   OTR 5 0 6,529 0
AMERICAN EXPRESS CO COM 025816109 13,350 133,166 SH   OTR 1 0 133,166 0
AMERICAN HOMES 4 RENT CL A 02665T306 2,728 95,788 SH   OTR 1 0 95,788 0
AMERICAN HOMES 4 RENT CL A 02665T306 0 0 SH   SOLE   0 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 623 22,620 SH   SOLE   22,620 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,379 159,054 SH   OTR 1 0 159,054 0
AMERICAN NATIONAL GROUP INC COM NEW 02772A109 254 3,755 SH   OTR 1 0 3,755 0
AMERICAN NATIONAL GROUP INC COM NEW 02772A109 88 1,300 SH   SOLE   1,300 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,336 47,400 SH   OTR 1 0 47,400 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 285 10,100 SH   SOLE   10,100 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 5,450 5,440,000 PRN   SOLE   5,440,000 0 0
AMERICAN SOFTWARE INC CL A 029683109 174 12,400 SH   SOLE   12,400 0 0
AMERICAN SOFTWARE INC CL A 029683109 775 55,200 SH   OTR 1 0 55,200 0
AMERICAN TOWER CORP NEW COM 03027X100 3,320 13,734 SH   SOLE   13,734 0 0
AMERICAN TOWER CORP NEW COM 03027X100 19,513 80,724 SH   OTR 1 0 80,724 0
AMERICAN TOWER CORP NEW COM 03027X100 536 2,219 SH   OTR 5 0 2,219 0
AMERICAN WOODMARK CORPORATIO COM 030506109 495 6,300 SH   SOLE   6,300 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 2,176 27,700 SH   OTR 1 0 27,700 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,738 25,802 SH   OTR 1 0 25,802 0
AMERICAN WTR WKS CO INC NEW COM 030420103 692 4,776 SH   SOLE   4,776 0 0
AMERICAS CAR-MART INC COM 03062T105 212 2,500 SH   SOLE   2,500 0 0
AMERICAS CAR-MART INC COM 03062T105 942 11,100 SH   OTR 1 0 11,100 0
AMERIPRISE FINL INC COM 03076C106 1,193 7,738 SH   OTR 5 0 7,738 0
AMERIPRISE FINL INC COM 03076C106 16,745 108,658 SH   OTR 1 0 108,658 0
AMERIPRISE FINL INC COM 03076C106 1,135 7,365 SH   SOLE   7,365 0 0
AMERISAFE INC COM 03071H100 769 13,400 SH   OTR 1 0 13,400 0
AMERISAFE INC COM 03071H100 172 3,000 SH   SOLE   3,000 0 0
AMERISOURCEBERGEN CORP COM 03073E105 385 3,970 SH   SOLE   3,970 0 0
AMERISOURCEBERGEN CORP COM 03073E105 8,143 84,015 SH   OTR 1 0 84,015 0
AMETEK INC COM 031100100 598 6,012 SH   SOLE   6,012 0 0
AMETEK INC COM 031100100 3,250 32,698 SH   OTR 1 0 32,698 0
AMGEN INC COM 031162100 1,174 4,621 SH   OTR 5 0 4,621 0
AMGEN INC COM 031162100 40,193 158,142 SH   OTR 1 0 158,142 0
AMGEN INC COM 031162100 4,528 17,816 SH   SOLE   17,816 0 0
AMICUS THERAPEUTICS INC COM 03152W109 423 29,965 SH   SOLE   29,965 0 0
AMICUS THERAPEUTICS INC COM 03152W109 1,898 134,441 SH   OTR 1 0 134,441 0
AMKOR TECHNOLOGY INC COM 031652100 2,435 217,424 SH   OTR 1 0 217,424 0
AMKOR TECHNOLOGY INC COM 031652100 547 48,801 SH   SOLE   48,801 0 0
AMN HEALTHCARE SVCS INC COM 001744101 134 2,300 SH   SOLE   2,300 0 0
AMN HEALTHCARE SVCS INC COM 001744101 602 10,300 SH   OTR 1 0 10,300 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 736 189,800 SH   OTR 1 0 189,800 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 168 43,300 SH   SOLE   43,300 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 399 21,300 SH   SOLE   21,300 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,791 95,500 SH   OTR 1 0 95,500 0
AMPHENOL CORP NEW CL A 032095101 859 7,936 SH   SOLE   7,936 0 0
AMPHENOL CORP NEW CL A 032095101 4,600 42,486 SH   OTR 1 0 42,486 0
ANALOG DEVICES INC COM 032654105 1,134 9,715 SH   SOLE   9,715 0 0
ANALOG DEVICES INC COM 032654105 7,339 62,869 SH   OTR 1 0 62,869 0
ANAPLAN INC COM 03272L108 0 0 SH   SOLE   0 0 0
ANAPLAN INC COM 03272L108 1,575 25,168 SH   OTR 1 0 25,168 0
ANDERSONS INC COM 034164103 644 33,600 SH   OTR 1 0 33,600 0
ANDERSONS INC COM 034164103 146 7,600 SH   SOLE   7,600 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 1,229 172,580 SH   SOLE   172,580 0 0
ANSYS INC COM 03662Q105 3,997 12,216 SH   OTR 1 0 12,216 0
ANSYS INC COM 03662Q105 728 2,225 SH   SOLE   2,225 0 0
ANTARES PHARMA INC COM 036642106 486 180,100 SH   OTR 1 0 180,100 0
ANTARES PHARMA INC COM 036642106 109 40,400 SH   SOLE   40,400 0 0
ANTHEM INC COM 036752103 28,068 104,500 SH   OTR 1 0 104,500 0
ANTHEM INC COM 036752103 2,590 9,644 SH   SOLE   9,644 0 0
ANTHEM INC COM 036752103 1,641 6,111 SH   OTR 5 0 6,111 0
APACHE CORP COM 037411105 85 8,935 SH   SOLE   8,935 0 0
APACHE CORP COM 037411105 509 53,747 SH   OTR 1 0 53,747 0
APARTMENT INVT & MGMT CO CL A 03748R754 118 3,512 SH   SOLE   3,512 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 1,313 38,941 SH   OTR 1 0 38,941 0
APELLIS PHARMACEUTICALS INC COM 03753U106 341 11,300 SH   SOLE   11,300 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 1,509 50,000 SH   OTR 1 0 50,000 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 2,737 2,549,000 PRN   SOLE   2,549,000 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 12,955 12,065,000 PRN   OTR 1 0 12,065,000 0
APOLLO COML REAL EST FIN INC COM 03762U105 24 2,700 SH   SOLE   2,700 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 104 11,500 SH   OTR 1 0 11,500 0
APPFOLIO INC COM CL A 03783C100 936 6,600 SH   OTR 1 0 6,600 0
APPFOLIO INC COM CL A 03783C100 213 1,500 SH   SOLE   1,500 0 0
APPIAN CORP CL A 03782L101 136 2,100 SH   SOLE   2,100 0 0
APPIAN CORP CL A 03782L101 589 9,100 SH   OTR 1 0 9,100 0
APPLE INC COM 037833100 16,182 139,726 SH   OTR 5 0 139,726 0
APPLE INC COM 037833100 50,915 439,640 SH   SOLE   439,640 0 0
APPLE INC COM 037833100 476,187 4,111,798 SH   OTR 1 0 4,111,798 0
APPLIED MATLS INC COM 038222105 2,021 33,992 SH   SOLE   33,992 0 0
APPLIED MATLS INC COM 038222105 20,158 339,070 SH   OTR 1 0 339,070 0
APPLIED MATLS INC COM 038222105 953 16,027 SH   OTR 5 0 16,027 0
ARAMARK COM 03852U106 600 22,669 SH   OTR 1 0 22,669 0
ARAMARK COM 03852U106 0 0 SH   SOLE   0 0 0
ARCBEST CORP COM 03937C105 528 17,000 SH   SOLE   17,000 0 0
ARCBEST CORP COM 03937C105 2,348 75,600 SH   OTR 1 0 75,600 0
ARCH RESOURCES INC CL A 03940R107 195 4,600 SH   OTR 1 0 4,600 0
ARCH RESOURCES INC CL A 03940R107 42 1,000 SH   SOLE   1,000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,678 79,119 SH   OTR 1 0 79,119 0
ARCHER DANIELS MIDLAND CO COM 039483102 692 14,886 SH   SOLE   14,886 0 0
ARCONIC CORPORATION COM 03966V107 482 25,300 SH   OTR 1 0 25,300 0
ARCONIC CORPORATION COM 03966V107 109 5,700 SH   SOLE   5,700 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 591 7,908 SH   SOLE   7,908 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 2,645 35,372 SH   OTR 1 0 35,372 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 334 330,000 PRN   OTR 5 0 330,000 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 15,426 14,806,000 PRN   SOLE   14,806,000 0 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 8,545 8,435,000 PRN   OTR 1 0 8,435,000 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 130 125,000 PRN   OTR 5 0 125,000 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 2,095 2,068,000 PRN   SOLE   2,068,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 27,324 26,225,000 PRN   OTR 1 0 26,225,000 0
ARES COML REAL ESTATE CORP COM 04013V108 1,089 119,200 SH   OTR 1 0 119,200 0
ARES COML REAL ESTATE CORP COM 04013V108 244 26,700 SH   SOLE   26,700 0 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 394 31,086 SH   SOLE   31,086 0 0
ARISTA NETWORKS INC COM 040413106 308 1,490 SH   SOLE   1,490 0 0
ARISTA NETWORKS INC COM 040413106 1,613 7,794 SH   OTR 1 0 7,794 0
ARROW ELECTRS INC COM 042735100 10,564 134,298 SH   OTR 1 0 134,298 0
ARROW ELECTRS INC COM 042735100 1,013 12,875 SH   OTR 5 0 12,875 0
ARROW ELECTRS INC COM 042735100 332 4,225 SH   SOLE   4,225 0 0
ARROW FINL CORP COM 042744102 189 7,519 SH   OTR 1 0 7,519 0
ARROW FINL CORP COM 042744102 44 1,751 SH   SOLE   1,751 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 2,107 48,926 SH   OTR 1 0 48,926 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 478 11,100 SH   SOLE   11,100 0 0
ARTESIAN RES CORP CL A 043113208 492 14,284 SH   OTR 1 0 14,284 0
ARTESIAN RES CORP CL A 043113208 110 3,200 SH   SOLE   3,200 0 0
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DEXCOM INC COM 252131107 5,661 13,733 SH   OTR 1 0 13,733 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 8,491 3,361,000 PRN   DFND 1 0 3,361,000 0
DEXCOM INC COM 252131107 1,055 2,559 SH   SOLE   2,559 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 46 18,000 PRN   SOLE   18,000 0 0
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DHI GROUP INC COM 23331S100 361 159,900 SH   OTR 1 0 159,900 0
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DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 5,415 5,899,000 PRN   DFND 1 0 5,899,000 0
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DISNEY WALT CO COM DISNEY 254687106 844 6,799 SH   OTR 5 0 6,799 0
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DOCUSIGN INC COM 256163106 7,426 34,499 SH   OTR 1 0 34,499 0
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DOCUSIGN INC COM 256163106 129 600 SH   SOLE   600 0 0
DOLLAR GEN CORP NEW COM 256677105 1,436 6,852 SH   OTR 5 0 6,852 0
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DOW INC COM 260557103 5,972 126,926 SH   OTR 1 0 126,926 0
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DXC TECHNOLOGY CO COM 23355L106 561 31,433 SH   OTR 5 0 31,433 0
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E TRADE FINANCIAL CORP COM NEW 269246401 7,194 143,739 SH   OTR 1 0 143,739 0
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EDISON INTL COM 281020107 2,738 53,855 SH   OTR 1 0 53,855 0
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EDITAS MEDICINE INC COM 28106W103 1,415 50,434 SH   OTR 1 0 50,434 0
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EDWARDS LIFESCIENCES CORP COM 28176E108 1,519 19,034 SH   SOLE   19,034 0 0
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ELEMENT SOLUTIONS INC COM 28618M106 228 21,700 SH   SOLE   21,700 0 0
ELEMENT SOLUTIONS INC COM 28618M106 387 36,800 SH   OTR 1 0 36,800 0
EMCOR GROUP INC COM 29084Q100 160 2,366 SH   OTR 5 0 2,366 0
EMCOR GROUP INC COM 29084Q100 574 8,471 SH   SOLE   8,471 0 0
EMCOR GROUP INC COM 29084Q100 2,953 43,613 SH   OTR 1 0 43,613 0
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EMERSON ELEC CO COM 291011104 1,042 15,897 SH   SOLE   15,897 0 0
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EMPLOYERS HOLDINGS INC COM 292218104 1,458 48,204 SH   OTR 1 0 48,204 0
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ENANTA PHARMACEUTICALS INC COM 29251M106 723 15,783 SH   OTR 1 0 15,783 0
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ENOVA INTL INC COM 29357K103 451 27,500 SH   SOLE   27,500 0 0
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ENSIGN GROUP INC COM 29358P101 422 7,400 SH   SOLE   7,400 0 0
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ENTERGY CORP NEW COM 29364G103 165 1,671 SH   OTR 5 0 1,671 0
ENTERGY CORP NEW COM 29364G103 537 5,451 SH   SOLE   5,451 0 0
ENTERGY CORP NEW COM 29364G103 6,691 67,912 SH   OTR 1 0 67,912 0
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ENVESTNET INC COM 29404K106 1,196 15,500 SH   OTR 1 0 15,500 0
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ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 8,368 6,511,000 PRN   SOLE   6,511,000 0 0
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EOG RES INC COM 26875P101 585 16,286 SH   SOLE   16,286 0 0
EOG RES INC COM 26875P101 5,624 156,484 SH   OTR 1 0 156,484 0
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EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 8,719 9,065,000 PRN   SOLE   9,065,000 0 0
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EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 18,882 19,630,000 PRN   OTR 1 0 19,630,000 0
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EVERCORE INC CLASS A 29977A105 127 1,935 SH   SOLE   1,935 0 0
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EVERGY INC COM 30034W106 2,111 41,536 SH   OTR 1 0 41,536 0
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EVOQUA WATER TECHNOLOGIES CO COM 30057T105 2,918 137,500 SH   OTR 1 0 137,500 0
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EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 107 69,000 PRN   OTR 4 0 69,000 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 34,536 22,247,000 PRN   OTR 1 0 22,247,000 0
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FIRST REP BK SAN FRANCISCO C COM 33616C100 1,216 11,148 SH   OTR 5 0 11,148 0
FIRSTENERGY CORP COM 337932107 410 14,279 SH   SOLE   14,279 0 0
FIRSTENERGY CORP COM 337932107 5,658 197,080 SH   OTR 1 0 197,080 0
FISERV INC COM 337738108 1,438 13,958 SH   SOLE   13,958 0 0
FISERV INC COM 337738108 9,149 88,786 SH   OTR 1 0 88,786 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 2,492 84,098 SH   OTR 1 0 84,098 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 564 19,024 SH   SOLE   19,024 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 543 2,282 SH   SOLE   2,282 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 2,850 11,969 SH   OTR 1 0 11,969 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 36 45,000 PRN   SOLE   45,000 0 0
FLIR SYS INC COM 302445101 111 3,083 SH   SOLE   3,083 0 0
FLIR SYS INC COM 302445101 669 18,671 SH   OTR 1 0 18,671 0
FLOWSERVE CORP COM 34354P105 506 18,534 SH   OTR 1 0 18,534 0
FLOWSERVE CORP COM 34354P105 84 3,078 SH   SOLE   3,078 0 0
FLUENT INC COM 34380C102 262 105,800 SH   OTR 1 0 105,800 0
FLUENT INC COM 34380C102 59 23,800 SH   SOLE   23,800 0 0
FLUSHING FINL CORP COM 343873105 311 29,555 SH   SOLE   29,555 0 0
FLUSHING FINL CORP COM 343873105 1,384 131,553 SH   OTR 1 0 131,553 0
FLWS/1-800 FLOWERS CL A 68243Q106 2,233 89,550 SH   OTR 1 0 89,550 0
FLWS/1-800 FLOWERS CL A 68243Q106 504 20,196 SH   SOLE   20,196 0 0
FOOT LOCKER INC COM 344849104 3,192 96,640 SH   OTR 1 0 96,640 0
FOOT LOCKER INC COM 344849104 33 1,000 SH   OTR 5 0 1,000 0
FOOT LOCKER INC COM 344849104 2 69 SH   SOLE   69 0 0
FORD MTR CO DEL COM 345370860 682 102,334 SH   SOLE   102,334 0 0
FORD MTR CO DEL COM 345370860 6,308 947,219 SH   OTR 1 0 947,219 0
FORMFACTOR INC COM 346375108 643 25,800 SH   SOLE   25,800 0 0
FORMFACTOR INC COM 346375108 2,864 114,900 SH   OTR 1 0 114,900 0
FORTERRA INC COM 34960W106 256 21,700 SH   OTR 1 0 21,700 0
FORTERRA INC COM 34960W106 60 5,100 SH   SOLE   5,100 0 0
FORTINET INC COM 34959E109 1,034 8,781 SH   SOLE   8,781 0 0
FORTINET INC COM 34959E109 22,280 189,121 SH   OTR 1 0 189,121 0
FORTINET INC COM 34959E109 1,127 9,563 SH   OTR 5 0 9,563 0
FORTIVE CORP COM 34959J108 667 8,758 SH   SOLE   8,758 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 14,360 14,262,000 PRN   SOLE   14,262,000 0 0
FORTIVE CORP COM 34959J108 5,620 73,746 SH   OTR 1 0 73,746 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 10,060 116,271 SH   OTR 1 0 116,271 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 210 2,426 SH   OTR 5 0 2,426 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 297 3,427 SH   SOLE   3,427 0 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 19,104 29,967,000 PRN   SOLE   29,967,000 0 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 40,548 63,605,000 PRN   OTR 1 0 63,605,000 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 134 210,000 PRN   OTR 5 0 210,000 0
FOSTER L B CO COM 350060109 670 49,936 SH   OTR 1 0 49,936 0
FOSTER L B CO COM 350060109 149 11,101 SH   SOLE   11,101 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 1,157 45,200 SH   OTR 1 0 45,200 0
FOUR CORNERS PPTY TR INC COM 35086T109 258 10,100 SH   SOLE   10,100 0 0
FOX CORP CL B COM 35137L204 78 2,792 SH   SOLE   2,792 0 0
FOX CORP CL A COM 35137L105 1,362 48,937 SH   OTR 1 0 48,937 0
FOX CORP CL A COM 35137L105 295 10,610 SH   SOLE   10,610 0 0
FOX CORP CL B COM 35137L204 3,166 113,179 SH   OTR 1 0 113,179 0
FOX FACTORY HLDG CORP COM 35138V102 766 10,300 SH   OTR 1 0 10,300 0
FOX FACTORY HLDG CORP COM 35138V102 178 2,400 SH   SOLE   2,400 0 0
FRANKLIN ELEC INC COM 353514102 706 12,000 SH   SOLE   12,000 0 0
FRANKLIN ELEC INC COM 353514102 3,159 53,700 SH   OTR 1 0 53,700 0
FRANKLIN RESOURCES INC COM 354613101 128 6,298 SH   SOLE   6,298 0 0
FRANKLIN RESOURCES INC COM 354613101 1,084 53,253 SH   OTR 1 0 53,253 0
FREEPORT-MCMORAN INC CL B 35671D857 186 11,889 SH   OTR 5 0 11,889 0
FREEPORT-MCMORAN INC CL B 35671D857 620 39,623 SH   SOLE   39,623 0 0
FREEPORT-MCMORAN INC CL B 35671D857 7,375 471,564 SH   OTR 1 0 471,564 0
FRESHPET INC COM 358039105 145 1,300 SH   SOLE   1,300 0 0
FRESHPET INC COM 358039105 659 5,900 SH   OTR 1 0 5,900 0
FRONT YD RESIDENTIAL CORP COM 35904G107 192 22,000 SH   OTR 1 0 22,000 0
FRONT YD RESIDENTIAL CORP COM 35904G107 44 5,000 SH   SOLE   5,000 0 0
FRONTDOOR INC COM 35905A109 0 0 SH   SOLE   0 0 0
FRONTDOOR INC COM 35905A109 338 8,688 SH   OTR 1 0 8,688 0
FS BANCORP INC COM 30263Y104 176 4,292 SH   SOLE   4,292 0 0
FS BANCORP INC COM 30263Y104 781 19,053 SH   OTR 1 0 19,053 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 105 85,000 PRN   SOLE   85,000 0 0
FTI CONSULTING INC COM 302941109 0 0 SH   SOLE   0 0 0
FTI CONSULTING INC COM 302941109 2,211 20,866 SH   OTR 1 0 20,866 0
GALLAGHER ARTHUR J & CO COM 363576109 530 5,019 SH   SOLE   5,019 0 0
GALLAGHER ARTHUR J & CO COM 363576109 2,879 27,268 SH   OTR 1 0 27,268 0
GAMING & LEISURE PPTYS INC COM 36467J108 48 1,300 SH   SOLE   1,300 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 889 24,080 SH   OTR 1 0 24,080 0
GAP INC COM 364760108 82 4,838 SH   SOLE   4,838 0 0
GAP INC COM 364760108 498 29,258 SH   OTR 1 0 29,258 0
GARTNER INC COM 366651107 288 2,303 SH   SOLE   2,303 0 0
GARTNER INC COM 366651107 1,588 12,706 SH   OTR 1 0 12,706 0
GENERAC HLDGS INC COM 368736104 310 1,600 SH   SOLE   1,600 0 0
GENERAC HLDGS INC COM 368736104 1,414 7,300 SH   OTR 1 0 7,300 0
GENERAL DYNAMICS CORP COM 369550108 842 6,080 SH   SOLE   6,080 0 0
GENERAL DYNAMICS CORP COM 369550108 5,568 40,221 SH   OTR 1 0 40,221 0
GENERAL ELECTRIC CO COM 369604103 8,876 1,424,708 SH   OTR 1 0 1,424,708 0
GENERAL ELECTRIC CO COM 369604103 1,497 240,220 SH   SOLE   240,220 0 0
GENERAL MLS INC COM 370334104 6,568 106,481 SH   OTR 1 0 106,481 0
GENERAL MLS INC COM 370334104 993 16,098 SH   SOLE   16,098 0 0
GENERAL MTRS CO COM 37045V100 6,311 213,294 SH   OTR 1 0 213,294 0
GENERAL MTRS CO COM 37045V100 976 32,998 SH   SOLE   32,998 0 0
GENMARK DIAGNOSTICS INC COM 372309104 409 28,800 SH   SOLE   28,800 0 0
GENMARK DIAGNOSTICS INC COM 372309104 1,830 128,900 SH   OTR 1 0 128,900 0
GENUINE PARTS CO COM 372460105 362 3,801 SH   SOLE   3,801 0 0
GENUINE PARTS CO COM 372460105 1,955 20,541 SH   OTR 1 0 20,541 0
GEO GROUP INC NEW COM 36162J106 361 31,807 SH   SOLE   31,807 0 0
GEO GROUP INC NEW COM 36162J106 1,587 139,965 SH   OTR 1 0 139,965 0
GETTY RLTY CORP NEW COM 374297109 242 9,300 SH   SOLE   9,300 0 0
GETTY RLTY CORP NEW COM 374297109 1,079 41,500 SH   OTR 1 0 41,500 0
GILEAD SCIENCES INC COM 375558103 1,646 26,043 SH   OTR 5 0 26,043 0
GILEAD SCIENCES INC COM 375558103 19,243 304,522 SH   OTR 1 0 304,522 0
GILEAD SCIENCES INC COM 375558103 2,515 39,799 SH   SOLE   39,799 0 0
GLACIER BANCORP INC NEW COM 37637Q105 103 3,200 SH   SOLE   3,200 0 0
GLACIER BANCORP INC NEW COM 37637Q105 455 14,200 SH   OTR 1 0 14,200 0
GLADSTONE LD CORP COM 376549101 38 2,500 SH   SOLE   2,500 0 0
GLADSTONE LD CORP COM 376549101 176 11,700 SH   OTR 1 0 11,700 0
GLOBAL PMTS INC COM 37940X102 8,566 48,238 SH   OTR 1 0 48,238 0
GLOBAL PMTS INC COM 37940X102 1,343 7,560 SH   SOLE   7,560 0 0
GLOBAL X FDS NASDAQ 100 COVER 37954Y483 507 23,500 SH   SOLE   23,500 0 0
GLOBE LIFE INC COM 37959E102 184 2,306 SH   SOLE   2,306 0 0
GLOBE LIFE INC COM 37959E102 1,115 13,954 SH   OTR 1 0 13,954 0
GLU MOBILE INC COM 379890106 79 10,300 SH   SOLE   10,300 0 0
GLU MOBILE INC COM 379890106 366 47,700 SH   OTR 1 0 47,700 0
GMS INC COM 36251C103 557 23,100 SH   SOLE   23,100 0 0
GMS INC COM 36251C103 2,482 103,000 SH   OTR 1 0 103,000 0
GODADDY INC CL A 380237107 505 6,651 SH   SOLE   6,651 0 0
GODADDY INC CL A 380237107 15,512 204,188 SH   OTR 1 0 204,188 0
GOLD RESOURCE CORP COM 38068T105 69 20,283 SH   SOLE   20,283 0 0
GOLD RESOURCE CORP COM 38068T105 312 91,546 SH   OTR 1 0 91,546 0
GOLDMAN SACHS GROUP INC COM 38141G104 11,045 54,958 SH   OTR 1 0 54,958 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,792 8,917 SH   SOLE   8,917 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 36 4,700 SH   SOLE   4,700 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 157 20,500 SH   OTR 1 0 20,500 0
GRAFTECH INTL LTD COM 384313508 0 0 SH   SOLE   0 0 0
GRAFTECH INTL LTD COM 384313508 413 60,409 SH   OTR 1 0 60,409 0
GRAHAM HLDGS CO COM CL B 384637104 364 900 SH   SOLE   900 0 0
GRAHAM HLDGS CO COM CL B 384637104 7,106 17,584 SH   OTR 1 0 17,584 0
GRAINGER W W INC COM 384802104 379 1,063 SH   SOLE   1,063 0 0
GRAINGER W W INC COM 384802104 2,286 6,407 SH   OTR 1 0 6,407 0
GREAT SOUTHN BANCORP INC COM 390905107 345 9,534 SH   OTR 1 0 9,534 0
GREAT SOUTHN BANCORP INC COM 390905107 76 2,100 SH   SOLE   2,100 0 0
GREEN BRICK PARTNERS INC COM 392709101 1,265 78,600 SH   OTR 1 0 78,600 0
GREEN BRICK PARTNERS INC COM 392709101 280 17,400 SH   SOLE   17,400 0 0
GREEN DOT CORP CL A 39304D102 3,026 59,800 SH   OTR 1 0 59,800 0
GREEN DOT CORP CL A 39304D102 688 13,600 SH   SOLE   13,600 0 0
GRUBHUB INC COM 400110102 0 0 SH   SOLE   0 0 0
GRUBHUB INC COM 400110102 2,540 35,113 SH   OTR 1 0 35,113 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 138 120,000 PRN   SOLE   120,000 0 0
HALLIBURTON CO COM 406216101 288 23,939 SH   SOLE   23,939 0 0
HALLIBURTON CO COM 406216101 1,507 125,088 SH   OTR 1 0 125,088 0
HALOZYME THERAPEUTICS INC COM 40637H109 1,916 72,923 SH   OTR 1 0 72,923 0
HALOZYME THERAPEUTICS INC COM 40637H109 430 16,355 SH   SOLE   16,355 0 0
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 165 8,500 SH   OTR 1 0 8,500 0
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 37 1,900 SH   SOLE   1,900 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 231 12,300 SH   SOLE   12,300 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 1,053 56,000 SH   OTR 1 0 56,000 0
HANESBRANDS INC COM 410345102 781 49,575 SH   OTR 1 0 49,575 0
HANESBRANDS INC COM 410345102 129 8,219 SH   SOLE   8,219 0 0
HANMI FINL CORP COM NEW 410495204 61 7,400 SH   SOLE   7,400 0 0
HANMI FINL CORP COM NEW 410495204 264 32,200 SH   OTR 1 0 32,200 0
HARROW HEALTH INC COM 415858109 426 76,200 SH   OTR 1 0 76,200 0
HARROW HEALTH INC COM 415858109 94 16,800 SH   SOLE   16,800 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 344 9,339 SH   SOLE   9,339 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,786 75,580 SH   OTR 1 0 75,580 0
HASBRO INC COM 418056107 281 3,401 SH   SOLE   3,401 0 0
HASBRO INC COM 418056107 1,501 18,146 SH   OTR 1 0 18,146 0
HAVERTY FURNITURE INC COM 419596101 241 11,500 SH   OTR 1 0 11,500 0
HAVERTY FURNITURE INC COM 419596101 52 2,500 SH   SOLE   2,500 0 0
HCA HEALTHCARE INC COM 40412C101 1,307 10,481 SH   OTR 5 0 10,481 0
HCA HEALTHCARE INC COM 40412C101 21,488 172,346 SH   OTR 1 0 172,346 0
HCA HEALTHCARE INC COM 40412C101 1,468 11,772 SH   SOLE   11,772 0 0
HD SUPPLY HLDGS INC COM 40416M105 491 11,900 SH   SOLE   11,900 0 0
HD SUPPLY HLDGS INC COM 40416M105 7,830 189,875 SH   OTR 1 0 189,875 0
HEALTHCARE RLTY TR COM 421946104 410 13,600 SH   OTR 1 0 13,600 0
HEALTHCARE RLTY TR COM 421946104 96 3,200 SH   SOLE   3,200 0 0
HEALTHEQUITY INC COM 42226A107 765 14,900 SH   OTR 1 0 14,900 0
HEALTHEQUITY INC COM 42226A107 170 3,300 SH   SOLE   3,300 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 394 14,505 SH   SOLE   14,505 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 3,233 119,084 SH   OTR 1 0 119,084 0
HEALTHSTREAM INC COM 42222N103 1,177 58,626 SH   OTR 1 0 58,626 0
HEALTHSTREAM INC COM 42222N103 249 12,400 SH   SOLE   12,400 0 0
HECLA MNG CO COM 422704106 222 43,700 SH   SOLE   43,700 0 0
HECLA MNG CO COM 422704106 996 196,000 SH   OTR 1 0 196,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 41 50,000 PRN   OTR 4 0 50,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 4,118 5,004,000 PRN   SOLE   5,004,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 14,387 17,481,000 PRN   OTR 1 0 17,481,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 2,793 3,414,000 PRN   DFND 1 0 3,414,000 0
HENRY JACK & ASSOC INC COM 426281101 326 2,007 SH   SOLE   2,007 0 0
HENRY JACK & ASSOC INC COM 426281101 1,775 10,914 SH   OTR 1 0 10,914 0
HENRY SCHEIN INC COM 806407102 198 3,368 SH   SOLE   3,368 0 0
HENRY SCHEIN INC COM 806407102 1,195 20,329 SH   OTR 1 0 20,329 0
HERITAGE INS HLDGS INC COM 42727J102 44 4,300 SH   SOLE   4,300 0 0
HERITAGE INS HLDGS INC COM 42727J102 185 18,300 SH   OTR 1 0 18,300 0
HERON THERAPEUTICS INC COM 427746102 1,569 105,851 SH   OTR 1 0 105,851 0
HERON THERAPEUTICS INC COM 427746102 352 23,775 SH   SOLE   23,775 0 0
HERSHEY CO COM 427866108 569 3,969 SH   SOLE   3,969 0 0
HERSHEY CO COM 427866108 3,009 20,990 SH   OTR 1 0 20,990 0
HESS CORP COM 42809H107 301 7,342 SH   SOLE   7,342 0 0
HESS CORP COM 42809H107 1,593 38,925 SH   OTR 1 0 38,925 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 333 35,516 SH   SOLE   35,516 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,716 183,171 SH   OTR 1 0 183,171 0
HIGHLAND INCOME FD HIGHLAND INCOME 43010E404 401 46,685 SH   SOLE   46,685 0 0
HILL ROM HLDGS INC COM 431475102 300 3,596 SH   SOLE   3,596 0 0
HILL ROM HLDGS INC COM 431475102 60 723 SH   OTR 5 0 723 0
HILL ROM HLDGS INC COM 431475102 6,789 81,291 SH   OTR 1 0 81,291 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 3,369 39,486 SH   OTR 1 0 39,486 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 626 7,338 SH   SOLE   7,338 0 0
HMS HLDGS CORP COM 40425J101 1,509 63,000 SH   OTR 1 0 63,000 0
HMS HLDGS CORP COM 40425J101 342 14,300 SH   SOLE   14,300 0 0
HNI CORP COM 404251100 474 15,100 SH   SOLE   15,100 0 0
HNI CORP COM 404251100 2,109 67,200 SH   OTR 1 0 67,200 0
HOLLYFRONTIER CORP COM 436106108 962 48,816 SH   OTR 5 0 48,816 0
HOLLYFRONTIER CORP COM 436106108 10,334 524,318 SH   OTR 1 0 524,318 0
HOLLYFRONTIER CORP COM 436106108 471 23,880 SH   SOLE   23,880 0 0
HOLOGIC INC COM 436440101 883 13,289 SH   SOLE   13,289 0 0
HOLOGIC INC COM 436440101 853 12,830 SH   OTR 5 0 12,830 0
HOLOGIC INC COM 436440101 18,847 283,545 SH   OTR 1 0 283,545 0
HOME BANCSHARES INC COM 436893200 39 2,600 SH   SOLE   2,600 0 0
HOME BANCSHARES INC COM 436893200 165 10,900 SH   OTR 1 0 10,900 0
HOME DEPOT INC COM 437076102 62,086 223,565 SH   OTR 1 0 223,565 0
HOME DEPOT INC COM 437076102 8,936 32,176 SH   SOLE   32,176 0 0
HOME DEPOT INC COM 437076102 2,431 8,754 SH   OTR 5 0 8,754 0
HOMESTREET INC COM 43785V102 214 8,300 SH   OTR 1 0 8,300 0
HOMESTREET INC COM 43785V102 46 1,800 SH   SOLE   1,800 0 0
HONEYWELL INTL INC COM 438516106 17,684 107,429 SH   OTR 1 0 107,429 0
HONEYWELL INTL INC COM 438516106 3,128 19,001 SH   SOLE   19,001 0 0
HOOKER FURNITURE CORP COM 439038100 44 1,700 SH   SOLE   1,700 0 0
HOOKER FURNITURE CORP COM 439038100 201 7,800 SH   OTR 1 0 7,800 0
HOPE BANCORP INC COM 43940T109 1,694 223,400 SH   OTR 1 0 223,400 0
HOPE BANCORP INC COM 43940T109 379 50,000 SH   SOLE   50,000 0 0
HORIZON BANCORP INC COM 440407104 111 11,000 SH   OTR 1 0 11,000 0
HORIZON BANCORP INC COM 440407104 25 2,500 SH   SOLE   2,500 0 0
HORMEL FOODS CORP COM 440452100 1,953 39,954 SH   OTR 1 0 39,954 0
HORMEL FOODS CORP COM 440452100 376 7,692 SH   SOLE   7,692 0 0
HOST HOTELS & RESORTS INC COM 44107P104 1,086 100,687 SH   OTR 1 0 100,687 0
HOST HOTELS & RESORTS INC COM 44107P104 208 19,297 SH   SOLE   19,297 0 0
HOWMET AEROSPACE INC COM 443201108 155 9,251 SH   SOLE   9,251 0 0
HOWMET AEROSPACE INC COM 443201108 935 55,893 SH   OTR 1 0 55,893 0
HP INC COM 40434L105 1,247 65,674 SH   OTR 5 0 65,674 0
HP INC COM 40434L105 1,088 57,302 SH   SOLE   57,302 0 0
HP INC COM 40434L105 18,941 997,397 SH   OTR 1 0 997,397 0
HUB GROUP INC CL A 443320106 602 12,000 SH   SOLE   12,000 0 0
HUB GROUP INC CL A 443320106 2,695 53,700 SH   OTR 1 0 53,700 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 294 95,000 PRN   SOLE   95,000 0 0
HUMANA INC COM 444859102 25,936 62,663 SH   OTR 1 0 62,663 0
HUMANA INC COM 444859102 2,240 5,412 SH   SOLE   5,412 0 0
HUMANA INC COM 444859102 1,520 3,672 SH   OTR 5 0 3,672 0
HUNT J B TRANS SVCS INC COM 445658107 527 4,172 SH   SOLE   4,172 0 0
HUNT J B TRANS SVCS INC COM 445658107 10,209 80,780 SH   OTR 1 0 80,780 0
HUNT J B TRANS SVCS INC COM 445658107 1,070 8,470 SH   OTR 5 0 8,470 0
HUNTINGTON BANCSHARES INC COM 446150104 1,328 144,857 SH   OTR 1 0 144,857 0
HUNTINGTON BANCSHARES INC COM 446150104 252 27,500 SH   SOLE   27,500 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 3,067 21,789 SH   OTR 1 0 21,789 0
HUNTINGTON INGALLS INDS INC COM 446413106 161 1,142 SH   SOLE   1,142 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 351 2,491 SH   OTR 5 0 2,491 0
HUNTSMAN CORP COM 447011107 232 10,436 SH   SOLE   10,436 0 0
HUNTSMAN CORP COM 447011107 6,421 289,122 SH   OTR 1 0 289,122 0
HYSTER YALE MATLS HANDLING I CL A 449172105 48 1,300 SH   SOLE   1,300 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 212 5,700 SH   OTR 1 0 5,700 0
IAA INC COM 449253103 724 13,906 SH   OTR 1 0 13,906 0
IAA INC COM 449253103 0 0 SH   SOLE   0 0 0
IAC INTERACTIVECORP NEW COM 44891N109 30 250 SH   SOLE   250 0 0
IAC INTERACTIVECORP NEW COM 44891N109 2,219 18,527 SH   OTR 1 0 18,527 0
IDEX CORP COM 45167R104 1,961 10,753 SH   OTR 1 0 10,753 0
IDEX CORP COM 45167R104 379 2,080 SH   SOLE   2,080 0 0
IDEXX LABS INC COM 45168D104 985 2,506 SH   SOLE   2,506 0 0
IDEXX LABS INC COM 45168D104 9,548 24,289 SH   OTR 1 0 24,289 0
IDT CORP CL B NEW 448947507 199 30,300 SH   SOLE   30,300 0 0
IDT CORP CL B NEW 448947507 889 135,100 SH   OTR 1 0 135,100 0
IES HLDGS INC COM 44951W106 388 12,200 SH   OTR 1 0 12,200 0
IES HLDGS INC COM 44951W106 92 2,900 SH   SOLE   2,900 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 119 105,000 PRN   SOLE   105,000 0 0
II-VI INC COM 902104108 1,310 32,300 SH   OTR 1 0 32,300 0
II-VI INC COM 902104108 296 7,300 SH   SOLE   7,300 0 0
ILLINOIS TOOL WKS INC COM 452308109 9,081 47,003 SH   OTR 1 0 47,003 0
ILLINOIS TOOL WKS INC COM 452308109 1,485 7,686 SH   SOLE   7,686 0 0
ILLUMINA INC COM 452327109 6,425 20,789 SH   OTR 1 0 20,789 0
ILLUMINA INC NOTE 8/1 452327AK5 21,847 20,459,000 PRN   OTR 1 0 20,459,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 11,202 8,697,000 PRN   SOLE   8,697,000 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 5,595 4,361,000 PRN   DFND 1 0 4,361,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 80 62,000 PRN   OTR 4 0 62,000 0
ILLUMINA INC COM 452327109 1,188 3,843 SH   SOLE   3,843 0 0
ILLUMINA INC NOTE 8/1 452327AK5 1,822 1,706,000 PRN   SOLE   1,706,000 0 0
INCYTE CORP COM 45337C102 19,653 218,998 SH   OTR 1 0 218,998 0
INCYTE CORP COM 45337C102 526 5,864 SH   SOLE   5,864 0 0
INCYTE CORP COM 45337C102 462 5,150 SH   OTR 5 0 5,150 0
INDEPENDENT BK CORP MICH COM NEW 453838609 155 12,300 SH   OTR 1 0 12,300 0
INDEPENDENT BK CORP MICH COM NEW 453838609 34 2,700 SH   SOLE   2,700 0 0
INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 36,580 1,386,150 SH   OTR 3 0 1,386,150 0
INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 36,580 0 SH   SOLE   0 0 0
INDEXIQ ETF TR HDG EVE DRIV 45409B404 5,259 0 SH   SOLE   0 0 0
INDEXIQ ETF TR LNG SHT TRACK 45409B305 5,382 225,725 SH   OTR 3 0 225,725 0
INDEXIQ ETF TR IQ CANDRM ESG US 45409B461 5,765 0 SH   SOLE   0 0 0
INDEXIQ ETF TR LNG SHT TRACK 45409B305 5,382 0 SH   SOLE   0 0 0
INDEXIQ ETF TR IQ CNDRM ESG INT 45409B453 9,535 397,300 SH   OTR 3 0 397,300 0
INDEXIQ ETF TR HDG EVE DRIV 45409B404 5,259 231,687 SH   OTR 3 0 231,687 0
INDEXIQ ETF TR IQ CNDRM ESG INT 45409B453 9,535 0 SH   SOLE   0 0 0
INDEXIQ ETF TR IQ CANDRM ESG US 45409B461 5,765 198,400 SH   OTR 3 0 198,400 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 1,579 72,200 SH   OTR 1 0 72,200 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 359 16,400 SH   SOLE   16,400 0 0
INFINERA CORP COM 45667G103 150 24,400 SH   OTR 1 0 24,400 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 120 130,000 PRN   SOLE   130,000 0 0
INFINERA CORP COM 45667G103 36 5,900 SH   SOLE   5,900 0 0
INFUSYSTEM HLDGS INC COM 45685K102 427 33,300 SH   OTR 1 0 33,300 0
INFUSYSTEM HLDGS INC COM 45685K102 92 7,200 SH   SOLE   7,200 0 0
INGERSOLL RAND INC COM 45687V106 1,882 52,853 SH   OTR 1 0 52,853 0
INGERSOLL RAND INC COM 45687V106 330 9,276 SH   SOLE   9,276 0 0
INGREDION INC COM 457187102 114 1,500 SH   SOLE   1,500 0 0
INGREDION INC COM 457187102 1,004 13,265 SH   OTR 1 0 13,265 0
INNOVATIVE INDL PPTYS INC COM 45781V101 1,278 10,300 SH   OTR 1 0 10,300 0
INNOVATIVE INDL PPTYS INC COM 45781V101 273 2,200 SH   SOLE   2,200 0 0
INNOVIVA INC COM 45781M101 1,622 155,200 SH   OTR 1 0 155,200 0
INNOVIVA INC COM 45781M101 364 34,800 SH   SOLE   34,800 0 0
INOVALON HLDGS INC COM CL A 45781D101 1,524 57,600 SH   OTR 1 0 57,600 0
INOVALON HLDGS INC COM CL A 45781D101 346 13,100 SH   SOLE   13,100 0 0
INPHI CORP COM 45772F107 1,275 11,361 SH   OTR 1 0 11,361 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 130 47,000 PRN   OTR 4 0 47,000 0
INPHI CORP COM 45772F107 0 0 SH   SOLE   0 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 8,792 3,167,000 PRN   DFND 1 0 3,167,000 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 64 23,000 PRN   SOLE   23,000 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 90 85,000 PRN   SOLE   85,000 0 0
INSMED INC COM PAR $.01 457669307 2,363 73,526 SH   OTR 1 0 73,526 0
INSMED INC NOTE 1.750% 1/1 457669AA7 104 95,000 PRN   SOLE   95,000 0 0
INSMED INC COM PAR $.01 457669307 529 16,454 SH   SOLE   16,454 0 0
INSPERITY INC COM 45778Q107 2,155 32,900 SH   OTR 1 0 32,900 0
INSPERITY INC COM 45778Q107 472 7,200 SH   SOLE   7,200 0 0
INSPIRE MED SYS INC COM 457730109 155 1,200 SH   SOLE   1,200 0 0
INSPIRE MED SYS INC COM 457730109 736 5,700 SH   OTR 1 0 5,700 0
INSTEEL INDS INC COM 45774W108 798 42,700 SH   OTR 1 0 42,700 0
INSTEEL INDS INC COM 45774W108 176 9,400 SH   SOLE   9,400 0 0
INTEGER HLDGS CORP COM 45826H109 54 919 SH   SOLE   919 0 0
INTEGER HLDGS CORP COM 45826H109 246 4,174 SH   OTR 1 0 4,174 0
INTEL CORP COM 458140100 2,833 54,706 SH   OTR 5 0 54,706 0
INTEL CORP COM 458140100 44,845 866,074 SH   OTR 1 0 866,074 0
INTEL CORP COM 458140100 7,085 136,823 SH   SOLE   136,823 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 347 8,361 SH   SOLE   8,361 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 1,450 1,804,000 PRN   DFND 1 0 1,804,000 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 23 28,000 PRN   OTR 4 0 28,000 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,549 37,365 SH   OTR 1 0 37,365 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,762 17,609 SH   SOLE   17,609 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 12,674 126,678 SH   OTR 1 0 126,678 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 918 9,176 SH   OTR 5 0 9,176 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 2,257 2,180,000 PRN   SOLE   2,180,000 0 0
INTERDIGITAL INC COM 45867G101 445 7,800 SH   OTR 1 0 7,800 0
INTERDIGITAL INC COM 45867G101 103 1,800 SH   SOLE   1,800 0 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 7,619 7,360,000 PRN   OTR 1 0 7,360,000 0
INTERFACE INC COM 458665304 570 93,200 SH   OTR 1 0 93,200 0
INTERFACE INC COM 458665304 129 21,000 SH   SOLE   21,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,842 23,355 SH   SOLE   23,355 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 16,619 136,588 SH   OTR 1 0 136,588 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,864 15,226 SH   OTR 1 0 15,226 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 346 2,823 SH   SOLE   2,823 0 0
INTERNATIONAL PAPER CO COM 460146103 437 10,773 SH   SOLE   10,773 0 0
INTERNATIONAL PAPER CO COM 460146103 2,816 69,465 SH   OTR 1 0 69,465 0
INTERPUBLIC GROUP COS INC COM 460690100 1,053 63,148 SH   OTR 1 0 63,148 0
INTERPUBLIC GROUP COS INC COM 460690100 153 9,168 SH   SOLE   9,168 0 0
INTERSECT ENT INC COM 46071F103 139 8,500 SH   SOLE   8,500 0 0
INTERSECT ENT INC COM 46071F103 623 38,200 SH   OTR 1 0 38,200 0
INTUIT COM 461202103 2,370 7,265 SH   SOLE   7,265 0 0
INTUIT COM 461202103 12,404 38,024 SH   OTR 1 0 38,024 0
INTUITIVE SURGICAL INC COM NEW 46120E602 11,894 16,763 SH   OTR 1 0 16,763 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,242 3,160 SH   SOLE   3,160 0 0
INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 2,661 246,115 SH   SOLE   246,115 0 0
INVESCO DYNAMIC CR OPPORTUNI COM 46132R104 394 42,831 SH   SOLE   42,831 0 0
INVESCO EXCH TRADED FD TR II NATL AMT MUNI 46138E537 73,233 2,750,000 SH   SOLE   2,750,000 0 0
INVESCO EXCH TRADED FD TR II NATL AMT MUNI 46138E537 73,233 2,750,000 SH   OTR 1 0 2,750,000 0
INVESCO MUN TR COM 46131J103 680 56,581 SH   SOLE   56,581 0 0
INVESCO PA VALUE MUN INC TR COM 46132K109 840 68,544 SH   OTR 1 0 68,544 0
INVESCO PA VALUE MUN INC TR COM 46132K109 3,323 271,019 SH   SOLE   271,019 0 0
INVESCO QUALITY MUN INCOME T COM 46133G107 5,140 415,881 SH   SOLE   415,881 0 0
INVESCO SR INCOME TR COM 46131H107 374 102,203 SH   SOLE   102,203 0 0
INVESCO TR INVT GRADE MUNS COM 46131M106 1,936 155,897 SH   SOLE   155,897 0 0
INVESTORS BANCORP INC NEW COM 46146L101 295 40,700 SH   SOLE   40,700 0 0
INVESTORS BANCORP INC NEW COM 46146L101 1,317 181,400 SH   OTR 1 0 181,400 0
INVITAE CORP COM 46185L103 2,835 65,400 SH   OTR 1 0 65,400 0
INVITAE CORP COM 46185L103 629 14,500 SH   SOLE   14,500 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 140 85,000 PRN   SOLE   85,000 0 0
INVITATION HOMES INC COM 46187W107 48 1,700 SH   SOLE   1,700 0 0
INVITATION HOMES INC COM 46187W107 3,958 141,395 SH   OTR 1 0 141,395 0
IPG PHOTONICS CORP COM 44980X109 898 5,281 SH   OTR 1 0 5,281 0
IPG PHOTONICS CORP COM 44980X109 148 870 SH   SOLE   870 0 0
IQVIA HLDGS INC COM 46266C105 1,377 8,734 SH   SOLE   8,734 0 0
IQVIA HLDGS INC COM 46266C105 1,279 8,116 SH   OTR 5 0 8,116 0
IQVIA HLDGS INC COM 46266C105 28,956 183,699 SH   OTR 1 0 183,699 0
IRHYTHM TECHNOLOGIES INC COM 450056106 1,905 8,000 SH   OTR 1 0 8,000 0
IRHYTHM TECHNOLOGIES INC COM 450056106 405 1,700 SH   SOLE   1,700 0 0
IRON MTN INC NEW COM 46284V101 182 6,791 SH   SOLE   6,791 0 0
IRON MTN INC NEW COM 46284V101 1,099 41,031 SH   OTR 1 0 41,031 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 274 30,467 SH   SOLE   30,467 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,231 136,824 SH   OTR 1 0 136,824 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 114 110,000 PRN   SOLE   110,000 0 0
ISHARES GOLD TRUST ISHARES 464285105 33,443 1,859,000 SH   OTR 1 0 1,859,000 0
ISHARES GOLD TRUST ISHARES 464285105 0 0 SH   SOLE   0 0 0
ISHARES INC CORE MSCI EMKT 46434G103 929 17,592 SH   OTR 1 0 17,592 0
ISHARES INC CORE MSCI EMKT 46434G103 0 0 SH   SOLE   0 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 25,486 117,505 SH   OTR 1 0 117,505 0
ISHARES TR MSCI EMG MKT ETF 464287234 501 11,356 SH   OTR 1 0 11,356 0
ISHARES TR RUS MID CAP ETF 464287499 0 0 SH   SOLE   0 0 0
ISHARES TR MSCI SAUDI ARBIA 46434V423 1,773 59,696 SH   OTR 1 0 59,696 0
ISHARES TR RUSSELL 2000 ETF 464287655 11,716 78,217 SH   OTR 1 0 78,217 0
ISHARES TR MSCI ACWI ETF 464288257 220 2,750 SH   SOLE   2,750 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 0 0 SH   SOLE   0 0 0
ISHARES TR RUS MID CAP ETF 464287499 8,190 142,737 SH   OTR 1 0 142,737 0
ISHARES TR MSCI SAUDI ARBIA 46434V423 0 0 SH   SOLE   0 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 0 0 SH   SOLE   0 0 0
ISHARES TR CORE S&P MCP ETF 464287507 3,088 16,666 SH   OTR 1 0 16,666 0
ISHARES TR CORE S&P MCP ETF 464287507 0 0 SH   SOLE   0 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,171 7,815 SH   SOLE   7,815 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 42 41,000 PRN   OTR 4 0 41,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 23,646 22,826,000 PRN   OTR 1 0 22,826,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 2,935 2,840,000 PRN   DFND 1 0 2,840,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 7,420 7,163,000 PRN   SOLE   7,163,000 0 0
J2 GLOBAL INC COM 48123V102 208 3,000 SH   OTR 1 0 3,000 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 121 105,000 PRN   SOLE   105,000 0 0
J2 GLOBAL INC COM 48123V102 48 700 SH   SOLE   700 0 0
JABIL INC COM 466313103 1,036 30,229 SH   OTR 5 0 30,229 0
JABIL INC COM 466313103 519 15,152 SH   SOLE   15,152 0 0
JABIL INC COM 466313103 18,999 554,540 SH   OTR 1 0 554,540 0
JACK IN THE BOX INC COM 466367109 182 2,300 SH   SOLE   2,300 0 0
JACK IN THE BOX INC COM 466367109 825 10,400 SH   OTR 1 0 10,400 0
JACOBS ENGR GROUP INC COM 469814107 331 3,573 SH   SOLE   3,573 0 0
JACOBS ENGR GROUP INC COM 469814107 1,720 18,541 SH   OTR 1 0 18,541 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 218 215,000 PRN   SOLE   215,000 0 0
JD.COM INC SPON ADR CL A 47215P106 248 3,200 SH   SOLE   3,200 0 0
JD.COM INC SPON ADR CL A 47215P106 3 36 SH   DFND 1 0 36 0
JD.COM INC SPON ADR CL A 47215P106 2,076 26,752 SH   OTR 1 0 26,752 0
JEFFERIES FINL GROUP INC COM 47233W109 225 12,500 SH   SOLE   12,500 0 0
JEFFERIES FINL GROUP INC COM 47233W109 1,831 101,731 SH   OTR 1 0 101,731 0
JELD-WEN HLDG INC COM 47580P103 640 28,300 SH   SOLE   28,300 0 0
JELD-WEN HLDG INC COM 47580P103 2,850 126,100 SH   OTR 1 0 126,100 0
JOHNSON & JOHNSON COM 478160104 72,434 486,526 SH   OTR 1 0 486,526 0
JOHNSON & JOHNSON COM 478160104 10,694 71,831 SH   SOLE   71,831 0 0
JOHNSON & JOHNSON COM 478160104 4,174 28,037 SH   OTR 5 0 28,037 0
JOHNSON OUTDOORS INC CL A 479167108 827 10,100 SH   OTR 1 0 10,100 0
JOHNSON OUTDOORS INC CL A 479167108 180 2,200 SH   SOLE   2,200 0 0
JOYY INC ADS REPSTG COM A 46591M109 2 21 SH   DFND 1 0 21 0
JOYY INC ADS REPSTG COM A 46591M109 0 0 SH   SOLE   0 0 0
JOYY INC ADS REPSTG COM A 46591M109 629 7,800 SH   OTR 1 0 7,800 0
JPMORGAN CHASE & CO COM 46625H100 1,363 14,161 SH   OTR 5 0 14,161 0
JPMORGAN CHASE & CO COM 46625H100 47,743 495,923 SH   OTR 1 0 495,923 0
JPMORGAN CHASE & CO COM 46625H100 7,824 81,270 SH   SOLE   81,270 0 0
JUNIPER NETWORKS INC COM 48203R104 168 7,832 SH   SOLE   7,832 0 0
JUNIPER NETWORKS INC COM 48203R104 1,016 47,238 SH   OTR 1 0 47,238 0
K12 INC COM 48273U102 113 4,300 SH   SOLE   4,300 0 0
K12 INC COM 48273U102 527 20,000 SH   OTR 1 0 20,000 0
KADMON HLDGS INC COM 48283N106 867 221,100 SH   OTR 1 0 221,100 0
KADMON HLDGS INC COM 48283N106 194 49,600 SH   SOLE   49,600 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 504 9,400 SH   SOLE   9,400 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,256 42,100 SH   OTR 1 0 42,100 0
KANSAS CITY SOUTHERN COM NEW 485170302 475 2,627 SH   SOLE   2,627 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 2,429 13,435 SH   OTR 1 0 13,435 0
KAR AUCTION SVCS INC COM 48238T109 238 16,500 SH   OTR 1 0 16,500 0
KAR AUCTION SVCS INC COM 48238T109 55 3,800 SH   SOLE   3,800 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 111 93,000 PRN   SOLE   93,000 0 0
KB HOME COM 48666K109 123 3,200 SH   SOLE   3,200 0 0
KB HOME COM 48666K109 518 13,500 SH   OTR 1 0 13,500 0
KELLOGG CO COM 487836108 2,334 36,133 SH   OTR 1 0 36,133 0
KELLOGG CO COM 487836108 444 6,875 SH   SOLE   6,875 0 0
KELLY SVCS INC CL A 488152208 80 4,700 SH   SOLE   4,700 0 0
KELLY SVCS INC CL A 488152208 341 20,000 SH   OTR 1 0 20,000 0
KEURIG DR PEPPER INC COM 49271V100 1,152 41,726 SH   OTR 1 0 41,726 0
KEURIG DR PEPPER INC COM 49271V100 0 0 SH   SOLE   0 0 0
KEYCORP COM 493267108 1,658 138,974 SH   OTR 1 0 138,974 0
KEYCORP COM 493267108 313 26,249 SH   SOLE   26,249 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 495 5,014 SH   SOLE   5,014 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,632 26,648 SH   OTR 1 0 26,648 0
KFORCE INC COM 493732101 2,236 69,500 SH   OTR 1 0 69,500 0
KFORCE INC COM 493732101 502 15,600 SH   SOLE   15,600 0 0
KIMBALL ELECTRONICS INC COM 49428J109 355 30,700 SH   SOLE   30,700 0 0
KIMBALL ELECTRONICS INC COM 49428J109 1,599 138,300 SH   OTR 1 0 138,300 0
KIMBALL INTL INC CL B 494274103 61 5,800 SH   SOLE   5,800 0 0
KIMBALL INTL INC CL B 494274103 286 27,100 SH   OTR 1 0 27,100 0
KIMBERLY CLARK CORP COM 494368103 13,971 94,619 SH   OTR 1 0 94,619 0
KIMBERLY CLARK CORP COM 494368103 1,510 10,224 SH   SOLE   10,224 0 0
KIMBERLY CLARK CORP COM 494368103 1,419 9,607 SH   OTR 5 0 9,607 0
KIMCO RLTY CORP COM 49446R109 115 10,186 SH   SOLE   10,186 0 0
KIMCO RLTY CORP COM 49446R109 693 61,585 SH   OTR 1 0 61,585 0
KINDER MORGAN INC DEL COM 49456B101 4,689 380,307 SH   OTR 1 0 380,307 0
KINDER MORGAN INC DEL COM 49456B101 35 2,827 SH   OTR 5 0 2,827 0
KINDER MORGAN INC DEL COM 49456B101 630 51,117 SH   SOLE   51,117 0 0
KINSALE CAP GROUP INC COM 49714P108 285 1,500 SH   OTR 1 0 1,500 0
KINSALE CAP GROUP INC COM 49714P108 57 300 SH   SOLE   300 0 0
KLA CORP COM NEW 482480100 808 4,168 SH   SOLE   4,168 0 0
KLA CORP COM NEW 482480100 18,217 94,026 SH   OTR 1 0 94,026 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 57 1,400 SH   SOLE   1,400 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 3,645 89,561 SH   OTR 1 0 89,561 0
KODIAK SCIENCES INC COM 50015M109 261 4,400 SH   SOLE   4,400 0 0
KODIAK SCIENCES INC COM 50015M109 1,149 19,400 SH   OTR 1 0 19,400 0
KOPPERS HOLDINGS INC COM 50060P106 1,301 62,200 SH   OTR 1 0 62,200 0
KOPPERS HOLDINGS INC COM 50060P106 291 13,900 SH   SOLE   13,900 0 0
KRAFT HEINZ CO COM 500754106 517 17,258 SH   SOLE   17,258 0 0
KRAFT HEINZ CO COM 500754106 3,959 132,192 SH   OTR 1 0 132,192 0
KRATON CORPORATION COM 50077C106 37 2,100 SH   SOLE   2,100 0 0
KRATON CORPORATION COM 50077C106 169 9,500 SH   OTR 1 0 9,500 0
KROGER CO COM 501044101 18,999 560,277 SH   OTR 1 0 560,277 0
KROGER CO COM 501044101 1,348 39,750 SH   SOLE   39,750 0 0
KROGER CO COM 501044101 1,226 36,158 SH   OTR 5 0 36,158 0
L BRANDS INC COM 501797104 4,226 132,836 SH   OTR 1 0 132,836 0
L BRANDS INC COM 501797104 289 9,081 SH   OTR 5 0 9,081 0
L BRANDS INC COM 501797104 195 6,139 SH   SOLE   6,139 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 6,168 36,317 SH   OTR 1 0 36,317 0
L3HARRIS TECHNOLOGIES INC COM 502431109 968 5,699 SH   SOLE   5,699 0 0
LA Z BOY INC COM 505336107 585 18,500 SH   SOLE   18,500 0 0
LA Z BOY INC COM 505336107 2,628 83,100 SH   OTR 1 0 83,100 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 489 2,599 SH   SOLE   2,599 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,182 16,903 SH   OTR 1 0 16,903 0
LAKELAND BANCORP INC COM 511637100 263 26,400 SH   SOLE   26,400 0 0
LAKELAND BANCORP INC COM 511637100 1,179 118,500 SH   OTR 1 0 118,500 0
LAM RESEARCH CORP COM 512807108 1,612 4,860 SH   SOLE   4,860 0 0
LAM RESEARCH CORP COM 512807108 110 332 SH   OTR 5 0 332 0
LAM RESEARCH CORP COM 512807108 7,790 23,482 SH   OTR 1 0 23,482 0
LAMB WESTON HLDGS INC COM 513272104 1,371 20,692 SH   OTR 1 0 20,692 0
LAMB WESTON HLDGS INC COM 513272104 267 4,025 SH   SOLE   4,025 0 0
LANTHEUS HLDGS INC COM 516544103 2,259 178,300 SH   OTR 1 0 178,300 0
LANTHEUS HLDGS INC COM 516544103 504 39,800 SH   SOLE   39,800 0 0
LAS VEGAS SANDS CORP COM 517834107 418 8,955 SH   SOLE   8,955 0 0
LAS VEGAS SANDS CORP COM 517834107 3,338 71,533 SH   OTR 1 0 71,533 0
LATTICE SEMICONDUCTOR CORP COM 518415104 278 9,600 SH   SOLE   9,600 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 1,254 43,300 SH   OTR 1 0 43,300 0
LAUDER ESTEE COS INC CL A 518439104 8,189 37,523 SH   OTR 1 0 37,523 0
LAUDER ESTEE COS INC CL A 518439104 1,280 5,867 SH   SOLE   5,867 0 0
LCI INDS COM 50189K103 308 2,900 SH   SOLE   2,900 0 0
LCI INDS COM 50189K103 1,403 13,200 SH   OTR 1 0 13,200 0
LEGGETT & PLATT INC COM 524660107 128 3,119 SH   SOLE   3,119 0 0
LEGGETT & PLATT INC COM 524660107 776 18,852 SH   OTR 1 0 18,852 0
LEIDOS HOLDINGS INC COM 525327102 403 4,518 SH   SOLE   4,518 0 0
LEIDOS HOLDINGS INC COM 525327102 1,076 12,072 SH   OTR 5 0 12,072 0
LEIDOS HOLDINGS INC COM 525327102 14,017 157,229 SH   OTR 1 0 157,229 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 2,763 1,767,000 PRN   DFND 1 0 1,767,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 10,324 6,581,000 PRN   OTR 1 0 6,581,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 41 26,000 PRN   OTR 4 0 26,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 3,031 1,932,000 PRN   SOLE   1,932,000 0 0
LENNAR CORP CL B 526057302 4,337 66,057 SH   OTR 1 0 66,057 0
LENNAR CORP CL A 526057104 610 7,473 SH   SOLE   7,473 0 0
LENNAR CORP CL B 526057302 0 0 SH   SOLE   0 0 0
LENNAR CORP CL A 526057104 8,658 105,993 SH   OTR 1 0 105,993 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 23 30,000 PRN   SOLE   30,000 0 0
LEXINGTON REALTY TRUST COM 529043101 2,042 195,451 SH   OTR 1 0 195,451 0
LEXINGTON REALTY TRUST COM 529043101 458 43,800 SH   SOLE   43,800 0 0
LHC GROUP INC COM 50187A107 2,423 11,400 SH   OTR 1 0 11,400 0
LHC GROUP INC COM 50187A107 531 2,500 SH   SOLE   2,500 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 4,898 4,501,000 PRN   DFND 1 0 4,501,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 73 67,000 PRN   OTR 4 0 67,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 5,465 4,999,000 PRN   SOLE   4,999,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 5,880 4,936,000 PRN   SOLE   4,936,000 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 1.375%10/1 531229AB8 18,429 16,857,000 PRN   OTR 1 0 16,857,000 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 19,186 16,105,000 PRN   OTR 1 0 16,105,000 0
LIFE STORAGE INC COM 53223X107 2,345 22,275 SH   OTR 1 0 22,275 0
LIFE STORAGE INC COM 53223X107 21 200 SH   SOLE   200 0 0
LIFEVANTAGE CORP COM NEW 53222K205 154 12,800 SH   SOLE   12,800 0 0
LIFEVANTAGE CORP COM NEW 53222K205 695 57,600 SH   OTR 1 0 57,600 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,154 12,110 SH   OTR 1 0 12,110 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 257 2,694 SH   SOLE   2,694 0 0
LILLY ELI & CO COM 532457108 3,321 22,439 SH   SOLE   22,439 0 0
LILLY ELI & CO COM 532457108 25,681 173,500 SH   OTR 1 0 173,500 0
LILLY ELI & CO COM 532457108 459 3,099 SH   OTR 5 0 3,099 0
LIMELIGHT NETWORKS INC COM 53261M104 264 45,800 SH   SOLE   45,800 0 0
LIMELIGHT NETWORKS INC COM 53261M104 1,204 209,100 SH   OTR 1 0 209,100 0
LINCOLN NATL CORP IND COM 534187109 810 25,866 SH   OTR 1 0 25,866 0
LINCOLN NATL CORP IND COM 534187109 134 4,291 SH   SOLE   4,291 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 10,122 1,160,806 SH   OTR 1 0 1,160,806 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 432 49,552 SH   SOLE   49,552 0 0
LITHIA MTRS INC CL A 536797103 5,069 22,240 SH   OTR 1 0 22,240 0
LITHIA MTRS INC CL A 536797103 514 2,255 SH   SOLE   2,255 0 0
LITHIA MTRS INC CL A 536797103 809 3,550 SH   OTR 5 0 3,550 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 12,612 11,272,000 PRN   OTR 1 0 11,272,000 0
LIVE NATION ENTERTAINMENT IN COM 538034109 213 3,951 SH   SOLE   3,951 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,090 20,237 SH   OTR 1 0 20,237 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 2,425 2,167,000 PRN   SOLE   2,167,000 0 0
LIVEPERSON INC COM 538146101 296 5,700 SH   OTR 1 0 5,700 0
LIVEPERSON INC COM 538146101 62 1,200 SH   SOLE   1,200 0 0
LKQ CORP COM 501889208 222 8,019 SH   SOLE   8,019 0 0
LKQ CORP COM 501889208 9,547 344,300 SH   OTR 1 0 344,300 0
LKQ CORP COM 501889208 552 19,895 SH   OTR 5 0 19,895 0
LOCKHEED MARTIN CORP COM 539830109 2,884 7,525 SH   SOLE   7,525 0 0
LOCKHEED MARTIN CORP COM 539830109 34,169 89,150 SH   OTR 1 0 89,150 0
LOCKHEED MARTIN CORP COM 539830109 1,758 4,588 SH   OTR 5 0 4,588 0
LOEWS CORP COM 540424108 1,180 33,943 SH   OTR 1 0 33,943 0
LOEWS CORP COM 540424108 220 6,326 SH   SOLE   6,326 0 0
LOWES COS INC COM 548661107 3,620 21,825 SH   SOLE   21,825 0 0
LOWES COS INC COM 548661107 37,300 224,889 SH   OTR 1 0 224,889 0
LPL FINL HLDGS INC COM 50212V100 446 5,823 SH   SOLE   5,823 0 0
LPL FINL HLDGS INC COM 50212V100 15,175 197,921 SH   OTR 1 0 197,921 0
LSI INDS INC COM 50216C108 128 19,000 SH   SOLE   19,000 0 0
LSI INDS INC COM 50216C108 578 85,700 SH   OTR 1 0 85,700 0
LTC PPTYS INC COM 502175102 63 1,800 SH   SOLE   1,800 0 0
LTC PPTYS INC COM 502175102 296 8,500 SH   OTR 1 0 8,500 0
LUMEN TECHNOLOGIES INC COM 156700106 1,419 140,653 SH   OTR 1 0 140,653 0
LUMEN TECHNOLOGIES INC COM 156700106 235 23,319 SH   SOLE   23,319 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 17,232 12,304,000 PRN   SOLE   12,304,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 6,325 4,524,000 PRN   DFND 1 0 4,524,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 53,389 38,120,000 PRN   OTR 1 0 38,120,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 92 66,000 PRN   OTR 4 0 66,000 0
LUMINEX CORP DEL COM 55027E102 1,425 54,300 SH   OTR 1 0 54,300 0
LUMINEX CORP DEL COM 55027E102 315 12,000 SH   SOLE   12,000 0 0
LUTHER BURBANK CORP COM 550550107 114 13,636 SH   OTR 1 0 13,636 0
LUTHER BURBANK CORP COM 550550107 27 3,200 SH   SOLE   3,200 0 0
LYDALL INC DEL COM 550819106 804 48,600 SH   OTR 1 0 48,600 0
LYDALL INC DEL COM 550819106 179 10,800 SH   SOLE   10,800 0 0
M & T BK CORP COM 55261F104 1,682 18,266 SH   OTR 1 0 18,266 0
M & T BK CORP COM 55261F104 316 3,426 SH   SOLE   3,426 0 0
M D C HLDGS INC COM 552676108 678 14,400 SH   SOLE   14,400 0 0
M D C HLDGS INC COM 552676108 3,019 64,100 SH   OTR 1 0 64,100 0
M/I HOMES INC COM 55305B101 2,473 53,700 SH   OTR 1 0 53,700 0
M/I HOMES INC COM 55305B101 557 12,100 SH   SOLE   12,100 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 378 11,100 SH   OTR 1 0 11,100 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 85 2,500 SH   SOLE   2,500 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 314 345,000 PRN   SOLE   345,000 0 0
MACYS INC COM 55616P104 261 45,800 SH   OTR 1 0 45,800 0
MACYS INC COM 55616P104 59 10,400 SH   SOLE   10,400 0 0
MADDEN STEVEN LTD COM 556269108 172 8,800 SH   OTR 1 0 8,800 0
MADDEN STEVEN LTD COM 556269108 41 2,100 SH   SOLE   2,100 0 0
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 1,579 23,055 SH   OTR 1 0 23,055 0
MADISON SQUARE GRDN ENTERTNM CL A 55826T102 0 0 SH   SOLE   0 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 1,183 9,967 SH   OTR 1 0 9,967 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 257 2,161 SH   SOLE   2,161 0 0
MAGELLAN HEALTH INC COM NEW 559079207 152 2,000 SH   SOLE   2,000 0 0
MAGELLAN HEALTH INC COM NEW 559079207 682 9,000 SH   OTR 1 0 9,000 0
MALIBU BOATS INC COM CL A 56117J100 2,057 41,500 SH   OTR 1 0 41,500 0
MALIBU BOATS INC COM CL A 56117J100 456 9,200 SH   SOLE   9,200 0 0
MANHATTAN ASSOCS INC COM 562750109 2,979 31,199 SH   OTR 1 0 31,199 0
MANHATTAN ASSOCS INC COM 562750109 220 2,300 SH   SOLE   2,300 0 0
MANPOWERGROUP INC COM 56418H100 19,234 262,289 SH   OTR 1 0 262,289 0
MANPOWERGROUP INC COM 56418H100 1,024 13,965 SH   OTR 5 0 13,965 0
MANPOWERGROUP INC COM 56418H100 546 7,451 SH   SOLE   7,451 0 0
MANTECH INTL CORP CL A 564563104 200 2,900 SH   SOLE   2,900 0 0
MANTECH INTL CORP CL A 564563104 965 14,010 SH   OTR 1 0 14,010 0
MARATHON OIL CORP COM 565849106 460 112,410 SH   OTR 1 0 112,410 0
MARATHON OIL CORP COM 565849106 77 18,735 SH   SOLE   18,735 0 0
MARATHON PETE CORP COM 56585A102 506 17,246 SH   SOLE   17,246 0 0
MARATHON PETE CORP COM 56585A102 2,718 92,653 SH   OTR 1 0 92,653 0
MARINEMAX INC COM 567908108 2,000 77,900 SH   OTR 1 0 77,900 0
MARINEMAX INC COM 567908108 447 17,400 SH   SOLE   17,400 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,604 5,407 SH   OTR 1 0 5,407 0
MARKETAXESS HLDGS INC COM 57060D108 480 996 SH   SOLE   996 0 0
MARRIOTT INTL INC NEW CL A 571903202 4,664 50,374 SH   OTR 1 0 50,374 0
MARRIOTT INTL INC NEW CL A 571903202 655 7,073 SH   SOLE   7,073 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 2,913 2,963,000 PRN   DFND 1 0 2,963,000 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 44 45,000 PRN   OTR 4 0 45,000 0
MARSH & MCLENNAN COS INC COM 571748102 1,508 13,147 SH   SOLE   13,147 0 0
MARSH & MCLENNAN COS INC COM 571748102 9,454 82,421 SH   OTR 1 0 82,421 0
MARTEN TRANS LTD COM 573075108 83 5,100 SH   SOLE   5,100 0 0
MARTEN TRANS LTD COM 573075108 370 22,700 SH   OTR 1 0 22,700 0
MARTIN MARIETTA MATLS INC COM 573284106 393 1,670 SH   SOLE   1,670 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,087 8,867 SH   OTR 1 0 8,867 0
MASCO CORP COM 574599106 14,473 262,532 SH   OTR 1 0 262,532 0
MASCO CORP COM 574599106 1,097 19,901 SH   OTR 5 0 19,901 0
MASCO CORP COM 574599106 711 12,902 SH   SOLE   12,902 0 0
MASONITE INTL CORP COM 575385109 3,159 32,100 SH   OTR 1 0 32,100 0
MASONITE INTL CORP COM 575385109 708 7,200 SH   SOLE   7,200 0 0
MASTECH DIGITAL INC COM 57633B100 85 4,700 SH   SOLE   4,700 0 0
MASTECH DIGITAL INC COM 57633B100 384 21,300 SH   OTR 1 0 21,300 0
MASTERCARD INCORPORATED CL A 57636Q104 2,429 7,182 SH   OTR 5 0 7,182 0
MASTERCARD INCORPORATED CL A 57636Q104 9,166 27,106 SH   SOLE   27,106 0 0
MASTERCARD INCORPORATED CL A 57636Q104 79,384 234,745 SH   OTR 1 0 234,745 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 1,361 77,800 SH   OTR 1 0 77,800 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 303 17,300 SH   SOLE   17,300 0 0
MATCH GROUP INC NEW COM 57667L107 60 539 SH   SOLE   539 0 0
MATCH GROUP INC NEW COM 57667L107 2,636 23,825 SH   OTR 1 0 23,825 0
MATERION CORP COM 576690101 57 1,100 SH   SOLE   1,100 0 0
MATERION CORP COM 576690101 265 5,100 SH   OTR 1 0 5,100 0
MATRIX SVC CO COM 576853105 133 15,933 SH   SOLE   15,933 0 0
MATRIX SVC CO COM 576853105 597 71,485 SH   OTR 1 0 71,485 0
MATSON INC COM 57686G105 277 6,900 SH   OTR 1 0 6,900 0
MATSON INC COM 57686G105 60 1,500 SH   SOLE   1,500 0 0
MATTHEWS INTL CORP CL A 577128101 42 1,900 SH   SOLE   1,900 0 0
MATTHEWS INTL CORP CL A 577128101 199 8,900 SH   OTR 1 0 8,900 0
MAXAR TECHNOLOGIES INC COM 57778K105 80 3,200 SH   SOLE   3,200 0 0
MAXAR TECHNOLOGIES INC COM 57778K105 339 13,600 SH   OTR 1 0 13,600 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,570 38,016 SH   OTR 1 0 38,016 0
MAXIM INTEGRATED PRODS INC COM 57772K101 479 7,092 SH   SOLE   7,092 0 0
MAXLINEAR INC COM 57776J100 367 15,800 SH   SOLE   15,800 0 0
MAXLINEAR INC COM 57776J100 1,622 69,800 SH   OTR 1 0 69,800 0
MCCORMICK & CO INC COM NON VTG 579780206 644 3,317 SH   SOLE   3,317 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,426 17,649 SH   OTR 1 0 17,649 0
MCDONALDS CORP COM 580135101 4,679 21,317 SH   SOLE   21,317 0 0
MCDONALDS CORP COM 580135101 308 1,402 SH   OTR 5 0 1,402 0
MCDONALDS CORP COM 580135101 25,965 118,295 SH   OTR 1 0 118,295 0
MCGRATH RENTCORP COM 580589109 1,085 18,200 SH   OTR 1 0 18,200 0
MCGRATH RENTCORP COM 580589109 244 4,100 SH   SOLE   4,100 0 0
MCKESSON CORP COM 58155Q103 1,115 7,488 SH   SOLE   7,488 0 0
MCKESSON CORP COM 58155Q103 855 5,740 SH   OTR 5 0 5,740 0
MCKESSON CORP COM 58155Q103 25,123 168,690 SH   OTR 1 0 168,690 0
MDU RES GROUP INC COM 552690109 7,379 327,943 SH   OTR 1 0 327,943 0
MDU RES GROUP INC COM 552690109 428 19,019 SH   SOLE   19,019 0 0
MDU RES GROUP INC COM 552690109 132 5,884 SH   OTR 5 0 5,884 0
MEDIFAST INC COM 58470H101 625 3,800 SH   SOLE   3,800 0 0
MEDIFAST INC COM 58470H101 2,746 16,700 SH   OTR 1 0 16,700 0
MEDNAX INC COM 58502B106 36 2,200 SH   SOLE   2,200 0 0
MEDNAX INC COM 58502B106 155 9,500 SH   OTR 1 0 9,500 0
MEDPACE HLDGS INC COM 58506Q109 3,163 28,300 SH   OTR 1 0 28,300 0
MEDPACE HLDGS INC COM 58506Q109 704 6,300 SH   SOLE   6,300 0 0
MERCADOLIBRE INC COM 58733R102 216 200 SH   SOLE   200 0 0
MERCHANTS BANCORP IND COM 58844R108 1,425 72,300 SH   OTR 1 0 72,300 0
MERCHANTS BANCORP IND COM 58844R108 319 16,200 SH   SOLE   16,200 0 0
MERCK & CO. INC COM 58933Y105 1,509 18,187 SH   OTR 5 0 18,187 0
MERCK & CO. INC COM 58933Y105 46,655 562,447 SH   OTR 1 0 562,447 0
MERCK & CO. INC COM 58933Y105 6,465 77,942 SH   SOLE   77,942 0 0
MERIDIAN BANCORP INC MD COM 58958U103 301 29,100 SH   SOLE   29,100 0 0
MERIDIAN BANCORP INC MD COM 58958U103 1,343 129,800 SH   OTR 1 0 129,800 0
MERIDIAN BIOSCIENCE INC COM 589584101 382 22,500 SH   SOLE   22,500 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 1,705 100,400 SH   OTR 1 0 100,400 0
MERIT MED SYS INC COM 589889104 2,166 49,800 SH   OTR 1 0 49,800 0
MERIT MED SYS INC COM 589889104 492 11,300 SH   SOLE   11,300 0 0
MERITAGE HOMES CORP COM 59001A102 3,853 34,900 SH   OTR 1 0 34,900 0
MERITAGE HOMES CORP COM 59001A102 850 7,700 SH   SOLE   7,700 0 0
MERITOR INC COM 59001K100 512 24,430 SH   OTR 1 0 24,430 0
MERITOR INC COM 59001K100 110 5,260 SH   SOLE   5,260 0 0
METLIFE INC COM 59156R108 750 20,178 SH   SOLE   20,178 0 0
METLIFE INC COM 59156R108 5,459 146,853 SH   OTR 1 0 146,853 0
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METROPOLITAN BK HLDG CORP COM 591774104 1,305 46,603 SH   OTR 1 0 46,603 0
METTLER TOLEDO INTERNATIONAL COM 592688105 3,297 3,414 SH   OTR 1 0 3,414 0
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MFA FINL INC COM 55272X102 73 27,400 SH   OTR 1 0 27,400 0
MFA FINL INC COM 55272X102 17 6,400 SH   SOLE   6,400 0 0
MFS MUN INCOME TR SH BEN INT 552738106 2,142 333,155 SH   SOLE   333,155 0 0
MGM RESORTS INTERNATIONAL COM 552953101 1,268 58,298 SH   OTR 1 0 58,298 0
MGM RESORTS INTERNATIONAL COM 552953101 249 11,457 SH   SOLE   11,457 0 0
MICHAELS COS INC COM 59408Q106 514 53,200 SH   OTR 1 0 53,200 0
MICHAELS COS INC COM 59408Q106 117 12,100 SH   SOLE   12,100 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 3,694 35,947 SH   OTR 1 0 35,947 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 19,023 12,327,000 PRN   OTR 1 0 12,327,000 0
MICROCHIP TECHNOLOGY INC. COM 595017104 684 6,658 SH   SOLE   6,658 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 7,308 3,277,000 PRN   SOLE   3,277,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 33,187 14,881,000 PRN   OTR 1 0 14,881,000 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 17,487 7,850,000 PRN   DFND 1 0 7,850,000 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 7,879 5,106,000 PRN   SOLE   5,106,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 258 116,000 PRN   OTR 4 0 116,000 0
MICRON TECHNOLOGY INC COM 595112103 1,376 29,308 SH   SOLE   29,308 0 0
MICRON TECHNOLOGY INC COM 595112103 8,370 178,244 SH   OTR 1 0 178,244 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 24,208 5,176,000 PRN   OTR 1 0 5,176,000 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 12,562 2,686,000 PRN   SOLE   2,686,000 0 0
MICROSOFT CORP COM 594918104 13,960 66,374 SH   OTR 5 0 66,374 0
MICROSOFT CORP COM 594918104 47,909 227,779 SH   SOLE   227,779 0 0
MICROSOFT CORP COM 594918104 424,261 2,017,119 SH   OTR 1 0 2,017,119 0
MICROSTRATEGY INC CL A NEW 594972408 422 2,800 SH   SOLE   2,800 0 0
MICROSTRATEGY INC CL A NEW 594972408 1,879 12,478 SH   OTR 1 0 12,478 0
MID-AMER APT CMNTYS INC COM 59522J103 5,488 47,328 SH   OTR 1 0 47,328 0
MID-AMER APT CMNTYS INC COM 59522J103 371 3,197 SH   SOLE   3,197 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 163 12,700 SH   OTR 1 0 12,700 0
MIDLAND STS BANCORP INC ILL COM 597742105 35 2,700 SH   SOLE   2,700 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 252 14,103 SH   OTR 1 0 14,103 0
MIDWESTONE FINL GROUP INC NE COM 598511103 53 2,974 SH   SOLE   2,974 0 0
MILLER HERMAN INC COM 600544100 697 23,100 SH   SOLE   23,100 0 0
MILLER HERMAN INC COM 600544100 3,105 102,957 SH   OTR 1 0 102,957 0
MILLER INDS INC TENN COM NEW 600551204 264 8,649 SH   OTR 1 0 8,649 0
MILLER INDS INC TENN COM NEW 600551204 55 1,796 SH   SOLE   1,796 0 0
MINERALS TECHNOLOGIES INC COM 603158106 174 3,400 SH   OTR 1 0 3,400 0
MINERALS TECHNOLOGIES INC COM 603158106 36 700 SH   SOLE   700 0 0
MIRATI THERAPEUTICS INC COM 60468T105 3,122 18,800 SH   OTR 1 0 18,800 0
MIRATI THERAPEUTICS INC COM 60468T105 714 4,300 SH   SOLE   4,300 0 0
MITEK SYS INC COM NEW 606710200 2,373 186,300 SH   OTR 1 0 186,300 0
MITEK SYS INC COM NEW 606710200 533 41,800 SH   SOLE   41,800 0 0
MODERNA INC COM 60770K107 3,897 55,080 SH   OTR 1 0 55,080 0
MODERNA INC COM 60770K107 92 1,300 SH   SOLE   1,300 0 0
MODINE MFG CO COM 607828100 71 11,300 SH   SOLE   11,300 0 0
MODINE MFG CO COM 607828100 313 50,100 SH   OTR 1 0 50,100 0
MOHAWK INDS INC COM 608190104 296 3,038 SH   SOLE   3,038 0 0
MOHAWK INDS INC COM 608190104 8,570 87,818 SH   OTR 1 0 87,818 0
MOHAWK INDS INC COM 608190104 309 3,171 SH   OTR 5 0 3,171 0
MOLINA HEALTHCARE INC COM 60855R100 990 5,409 SH   OTR 5 0 5,409 0
MOLINA HEALTHCARE INC COM 60855R100 16,713 91,307 SH   OTR 1 0 91,307 0
MOLINA HEALTHCARE INC COM 60855R100 419 2,289 SH   SOLE   2,289 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 11,281 336,130 SH   OTR 1 0 336,130 0
MOLSON COORS BEVERAGE CO CL B 60871R209 1,052 31,332 SH   OTR 5 0 31,332 0
MOLSON COORS BEVERAGE CO CL B 60871R209 577 17,179 SH   SOLE   17,179 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 644 12,262 SH   SOLE   12,262 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 2,865 54,586 SH   OTR 1 0 54,586 0
MONDELEZ INTL INC CL A 609207105 12,874 224,093 SH   OTR 1 0 224,093 0
MONDELEZ INTL INC CL A 609207105 2,140 37,249 SH   SOLE   37,249 0 0
MONGODB INC NOTE 0.750% 6/1 60937PAB2 118 35,000 PRN   SOLE   35,000 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 332 24,000 SH   SOLE   24,000 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 1,492 107,700 SH   OTR 1 0 107,700 0
MONSTER BEVERAGE CORP NEW COM 61174X109 794 9,903 SH   SOLE   9,903 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 4,216 52,568 SH   OTR 1 0 52,568 0
MOODYS CORP COM 615369105 703 2,425 SH   OTR 5 0 2,425 0
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MOODYS CORP COM 615369105 1,619 5,584 SH   SOLE   5,584 0 0
MORGAN STANLEY COM NEW 617446448 9,446 195,359 SH   OTR 1 0 195,359 0
MORGAN STANLEY COM NEW 617446448 1,526 31,557 SH   SOLE   31,557 0 0
MOSAIC CO NEW COM 61945C103 377 20,627 SH   SOLE   20,627 0 0
MOSAIC CO NEW COM 61945C103 243 13,288 SH   OTR 5 0 13,288 0
MOSAIC CO NEW COM 61945C103 2,910 159,275 SH   OTR 1 0 159,275 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 699 4,455 SH   SOLE   4,455 0 0
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MSCI INC COM 55354G100 810 2,271 SH   SOLE   2,271 0 0
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MUELLER INDS INC COM 624756102 574 21,200 SH   SOLE   21,200 0 0
MUELLER INDS INC COM 624756102 2,578 95,284 SH   OTR 1 0 95,284 0
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MUELLER WTR PRODS INC COM SER A 624758108 2,004 192,900 SH   OTR 1 0 192,900 0
MURPHY USA INC COM 626755102 6,635 51,724 SH   OTR 1 0 51,724 0
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MYOKARDIA INC COM 62857M105 2,140 15,700 SH   OTR 1 0 15,700 0
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MYR GROUP INC DEL COM 55405W104 658 17,700 SH   OTR 1 0 17,700 0
MYR GROUP INC DEL COM 55405W104 149 4,000 SH   SOLE   4,000 0 0
MYRIAD GENETICS INC COM 62855J104 290 22,221 SH   SOLE   22,221 0 0
MYRIAD GENETICS INC COM 62855J104 1,293 99,123 SH   OTR 1 0 99,123 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 25 90,000 PRN   SOLE   90,000 0 0
NASDAQ INC COM 631103108 9,440 76,930 SH   OTR 1 0 76,930 0
NASDAQ INC COM 631103108 369 3,011 SH   SOLE   3,011 0 0
NATERA INC COM 632307104 2,471 34,200 SH   OTR 1 0 34,200 0
NATERA INC COM 632307104 556 7,700 SH   SOLE   7,700 0 0
NATIONAL HEALTH INVS INC COM 63633D104 2,001 33,200 SH   OTR 1 0 33,200 0
NATIONAL HEALTH INVS INC COM 63633D104 446 7,400 SH   SOLE   7,400 0 0
NATIONAL HEALTHCARE CORP COM 635906100 1,907 30,600 SH   OTR 1 0 30,600 0
NATIONAL HEALTHCARE CORP COM 635906100 424 6,800 SH   SOLE   6,800 0 0
NATIONAL OILWELL VARCO INC COM 637071101 501 55,288 SH   OTR 1 0 55,288 0
NATIONAL OILWELL VARCO INC COM 637071101 83 9,205 SH   SOLE   9,205 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 242 7,400 SH   SOLE   7,400 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 1,070 32,700 SH   OTR 1 0 32,700 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 384 2,100 SH   OTR 1 0 2,100 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 91 500 SH   SOLE   500 0 0
NATURES SUNSHINE PRODS INC COM 639027101 36 3,100 SH   SOLE   3,100 0 0
NATURES SUNSHINE PRODS INC COM 639027101 176 15,200 SH   OTR 1 0 15,200 0
NATUS MED INC DEL COM 639050103 139 8,100 SH   SOLE   8,100 0 0
NATUS MED INC DEL COM 639050103 618 36,100 SH   OTR 1 0 36,100 0
NAUTILUS INC COM 63910B102 288 16,800 SH   SOLE   16,800 0 0
NAUTILUS INC COM 63910B102 1,323 77,100 SH   OTR 1 0 77,100 0
NAVISTAR INTL CORP NEW COM 63934E108 745 17,100 SH   SOLE   17,100 0 0
NAVISTAR INTL CORP NEW COM 63934E108 3,348 76,900 SH   OTR 1 0 76,900 0
NEOGENOMICS INC COM NEW 64049M209 196 5,300 SH   OTR 1 0 5,300 0
NEOGENOMICS INC COM NEW 64049M209 41 1,100 SH   SOLE   1,100 0 0
NEOPHOTONICS CORP COM 64051T100 135 22,200 SH   OTR 1 0 22,200 0
NEOPHOTONICS CORP COM 64051T100 29 4,800 SH   SOLE   4,800 0 0
NETAPP INC COM 64110D104 269 6,142 SH   SOLE   6,142 0 0
NETAPP INC COM 64110D104 1,386 31,611 SH   OTR 1 0 31,611 0
NETEASE INC SPONSORED ADS 64110W102 1,591 3,500 SH   OTR 1 0 3,500 0
NETEASE INC SPONSORED ADS 64110W102 2 5 SH   DFND 1 0 5 0
NETEASE INC SPONSORED ADS 64110W102 182 400 SH   SOLE   400 0 0
NETFLIX INC COM 64110L106 6,390 12,779 SH   SOLE   12,779 0 0
NETFLIX INC COM 64110L106 768 1,536 SH   OTR 5 0 1,536 0
NETFLIX INC COM 64110L106 45,341 90,677 SH   OTR 1 0 90,677 0
NETGEAR INC COM 64111Q104 358 11,600 SH   SOLE   11,600 0 0
NETGEAR INC COM 64111Q104 1,584 51,400 SH   OTR 1 0 51,400 0
NETSCOUT SYS INC COM 64115T104 87 3,980 SH   SOLE   3,980 0 0
NETSCOUT SYS INC COM 64115T104 387 17,714 SH   OTR 1 0 17,714 0
NEUBERGER BRMAN NY MUNI FD I COM 64124K102 300 25,745 SH   SOLE   25,745 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 5,251 3,791,000 PRN   SOLE   3,791,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 22,607 16,323,000 PRN   OTR 1 0 16,323,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 5,981 4,350,000 PRN   DFND 1 0 4,350,000 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,351 24,444 SH   OTR 1 0 24,444 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 16 168 SH   SOLE   168 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 92 67,000 PRN   OTR 4 0 67,000 0
NEVRO CORP COM 64157F103 892 6,400 SH   OTR 1 0 6,400 0
NEVRO CORP COM 64157F103 209 1,500 SH   SOLE   1,500 0 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 75 500 SH   SOLE   500 0 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 508 3,400 SH   OTR 1 0 3,400 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 115 120,000 PRN   SOLE   120,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 681 82,308 SH   OTR 5 0 82,308 0
NEW YORK CMNTY BANCORP INC COM 649445103 5,691 688,180 SH   OTR 1 0 688,180 0
NEW YORK CMNTY BANCORP INC COM 649445103 49 5,910 SH   SOLE   5,910 0 0
NEWELL BRANDS INC COM 651229106 153 8,894 SH   SOLE   8,894 0 0
NEWELL BRANDS INC COM 651229106 923 53,771 SH   OTR 1 0 53,771 0
NEWMARK GROUP INC CL A 65158N102 519 120,100 SH   OTR 1 0 120,100 0
NEWMARK GROUP INC CL A 65158N102 112 26,000 SH   SOLE   26,000 0 0
NEWMONT CORP COM 651639106 2,065 32,543 SH   SOLE   32,543 0 0
NEWMONT CORP COM 651639106 20,100 316,783 SH   OTR 1 0 316,783 0
NEWMONT CORP COM 651639106 1,419 22,359 SH   OTR 5 0 22,359 0
NEWPARK RES INC NOTE 4.000%12/0 651718AE8 1,666 1,889,000 PRN   SOLE   1,889,000 0 0
NEWPARK RES INC NOTE 4.000%12/0 651718AE8 11,344 12,861,000 PRN   OTR 1 0 12,861,000 0
NEWS CORP NEW CL A 65249B109 6,392 455,898 SH   OTR 1 0 455,898 0
NEWS CORP NEW CL A 65249B109 379 27,026 SH   SOLE   27,026 0 0
NEWS CORP NEW CL B 65249B208 18 1,293 SH   OTR 5 0 1,293 0
NEWS CORP NEW CL A 65249B109 477 34,012 SH   OTR 5 0 34,012 0
NEWS CORP NEW CL B 65249B208 665 47,592 SH   OTR 1 0 47,592 0
NEWS CORP NEW CL B 65249B208 30 2,170 SH   SOLE   2,170 0 0
NEXTERA ENERGY INC COM 65339F101 3,572 12,871 SH   SOLE   12,871 0 0
NEXTERA ENERGY INC COM 65339F101 878 3,165 SH   OTR 5 0 3,165 0
NEXTERA ENERGY INC COM 65339F101 22,917 82,567 SH   OTR 1 0 82,567 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 6,802 124,800 SH   SOLE   124,800 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 5,520 116,750 SH   SOLE   116,750 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 158 3,388 SH   OTR 4 0 3,388 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 10,648 228,098 SH   DFND 1 0 228,098 0
NEXTGEN HEALTHCARE INC COM 65343C102 944 74,100 SH   OTR 1 0 74,100 0
NEXTGEN HEALTHCARE INC COM 65343C102 209 16,400 SH   SOLE   16,400 0 0
NEXTIER OILFIELD SOLUTIONS COM 65290C105 78 41,900 SH   SOLE   41,900 0 0
NEXTIER OILFIELD SOLUTIONS COM 65290C105 359 193,800 SH   OTR 1 0 193,800 0
NICE LTD SPONSORED ADR 653656108 7,477 32,934 SH   OTR 1 0 32,934 0
NICE LTD SPONSORED ADR 653656108 6,472 28,506 SH   SOLE   28,506 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 87,339 32,099,000 PRN   OTR 1 0 32,099,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 12,273 4,519,000 PRN   DFND 1 0 4,519,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 26,828 9,860,000 PRN   SOLE   9,860,000 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 185 68,000 PRN   OTR 4 0 68,000 0
NIKE INC CL B 654106103 192 1,528 SH   OTR 5 0 1,528 0
NIKE INC CL B 654106103 4,336 34,538 SH   SOLE   34,538 0 0
NIKE INC CL B 654106103 28,918 230,346 SH   OTR 1 0 230,346 0
NIO INC SPON ADS 62914V106 62 2,900 SH   SOLE   2,900 0 0
NIO INC SPON ADS 62914V106 365 17,200 SH   OTR 1 0 17,200 0
NISOURCE INC COM 65473P105 1,200 54,539 SH   OTR 1 0 54,539 0
NISOURCE INC COM 65473P105 199 9,051 SH   SOLE   9,051 0 0
NOBLE ENERGY INC COM 655044105 590 69,011 SH   OTR 1 0 69,011 0
NOBLE ENERGY INC COM 655044105 97 11,395 SH   SOLE   11,395 0 0
NORFOLK SOUTHN CORP COM 655844108 8,909 41,631 SH   OTR 1 0 41,631 0
NORFOLK SOUTHN CORP COM 655844108 1,427 6,667 SH   SOLE   6,667 0 0
NORTHERN TR CORP COM 665859104 430 5,509 SH   SOLE   5,509 0 0
NORTHERN TR CORP COM 665859104 2,310 29,631 SH   OTR 1 0 29,631 0
NORTHROP GRUMMAN CORP COM 666807102 948 3,005 SH   OTR 5 0 3,005 0
NORTHROP GRUMMAN CORP COM 666807102 1,398 4,430 SH   SOLE   4,430 0 0
NORTHROP GRUMMAN CORP COM 666807102 11,130 35,279 SH   OTR 1 0 35,279 0
NORTONLIFELOCK INC COM 668771108 331 15,869 SH   SOLE   15,869 0 0
NORTONLIFELOCK INC COM 668771108 1,754 84,155 SH   OTR 1 0 84,155 0
NOVAVAX INC COM NEW 670002401 2,925 27,000 SH   OTR 1 0 27,000 0
NOVAVAX INC COM NEW 670002401 650 6,000 SH   SOLE   6,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 18,766 1,800,000 PRN   OTR 1 0 1,800,000 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 11,364 1,090,000 PRN   SOLE   1,090,000 0 0
NRG ENERGY INC COM NEW 629377508 390 12,677 SH   SOLE   12,677 0 0
NRG ENERGY INC COM NEW 629377508 9,412 306,180 SH   OTR 1 0 306,180 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 25,504 24,506,000 PRN   OTR 1 0 24,506,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 76 73,000 PRN   OTR 4 0 73,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 4,962 4,791,000 PRN   DFND 1 0 4,791,000 0
NRG ENERGY INC COM NEW 629377508 430 14,003 SH   OTR 5 0 14,003 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 4,260 4,093,000 PRN   SOLE   4,093,000 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 162 3,226 SH   SOLE   3,226 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 8,976 179,193 SH   OTR 1 0 179,193 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 3,560 2,004,000 PRN   SOLE   2,004,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 452 13,610 SH   OTR 1 0 13,610 0
NUANCE COMMUNICATIONS INC COM 67020Y100 0 0 SH   SOLE   0 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 34,831 19,609,000 PRN   OTR 1 0 19,609,000 0
NUCOR CORP COM 670346105 1,928 42,987 SH   OTR 1 0 42,987 0
NUCOR CORP COM 670346105 369 8,215 SH   SOLE   8,215 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 4,625 4,507,000 PRN   DFND 1 0 4,507,000 0
NUVASIVE INC COM 670704105 2,713 55,854 SH   OTR 1 0 55,854 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 69 67,000 PRN   OTR 4 0 67,000 0
NUVASIVE INC COM 670704105 607 12,500 SH   SOLE   12,500 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 25,742 1,795,140 SH   SOLE   1,795,140 0 0
NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 366 61,937 SH   SOLE   61,937 0 0
NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2,632 200,000 SH   SOLE   200,000 0 0
NUVEEN MICH QUALITY MUN INCO COM 670979103 4,254 300,000 SH   SOLE   300,000 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1,286 100,000 SH   OTR 1 0 100,000 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 7,055 548,590 SH   SOLE   548,590 0 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 6,950 517,097 SH   SOLE   517,097 0 0
NVIDIA CORPORATION COM 67066G104 2,714 5,015 SH   OTR 5 0 5,015 0
NVIDIA CORPORATION COM 67066G104 96,031 177,434 SH   OTR 1 0 177,434 0
NVIDIA CORPORATION COM 67066G104 10,192 18,832 SH   SOLE   18,832 0 0
NVR INC COM 62944T105 380 93 SH   SOLE   93 0 0
NVR INC COM 62944T105 2,025 496 SH   OTR 1 0 496 0
OCCIDENTAL PETE CORP COM 674599105 221 22,067 SH   SOLE   22,067 0 0
OCCIDENTAL PETE CORP COM 674599105 1,193 119,200 SH   OTR 1 0 119,200 0
OCEANFIRST FINL CORP COM 675234108 237 17,300 SH   SOLE   17,300 0 0
OCEANFIRST FINL CORP COM 675234108 1,051 76,800 SH   OTR 1 0 76,800 0
OGE ENERGY CORP COM 670837103 470 15,684 SH   SOLE   15,684 0 0
OGE ENERGY CORP COM 670837103 3,857 128,606 SH   OTR 1 0 128,606 0
OGE ENERGY CORP COM 670837103 397 13,236 SH   OTR 5 0 13,236 0
OIL DRI CORP AMER COM 677864100 39 1,100 SH   SOLE   1,100 0 0
OIL DRI CORP AMER COM 677864100 179 5,000 SH   OTR 1 0 5,000 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 18,695 33,038,000 PRN   OTR 1 0 33,038,000 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 5,102 9,016,000 PRN   SOLE   9,016,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 12,087 9,144,000 PRN   OTR 1 0 9,144,000 0
OKTA INC CL A 679295105 503 2,352 SH   OTR 1 0 2,352 0
OKTA INC NOTE 0.125% 9/0 679295AD7 4,100 3,102,000 PRN   SOLE   3,102,000 0 0
OKTA INC CL A 679295105 86 400 SH   SOLE   400 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 4,498 24,862 SH   OTR 1 0 24,862 0
OLD DOMINION FREIGHT LINE IN COM 679580100 465 2,569 SH   SOLE   2,569 0 0
OMNICELL COM COM 68213N109 612 8,200 SH   OTR 1 0 8,200 0
OMNICELL COM COM 68213N109 142 1,900 SH   SOLE   1,900 0 0
OMNICOM GROUP INC COM 681919106 286 5,774 SH   SOLE   5,774 0 0
OMNICOM GROUP INC COM 681919106 1,514 30,595 SH   OTR 1 0 30,595 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 16,891 12,766,000 PRN   OTR 1 0 12,766,000 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 5,345 4,473,000 PRN   DFND 1 0 4,473,000 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 4,537 3,429,000 PRN   SOLE   3,429,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 75 63,000 PRN   OTR 4 0 63,000 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 430 325,000 PRN   OTR 5 0 325,000 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 34 28,000 PRN   SOLE   28,000 0 0
ONEOK INC NEW COM 682680103 1,643 63,251 SH   OTR 1 0 63,251 0
ONEOK INC NEW COM 682680103 303 11,682 SH   SOLE   11,682 0 0
OP BANCORP COM 67109R109 76 13,200 SH   SOLE   13,200 0 0
OP BANCORP COM 67109R109 349 61,000 SH   OTR 1 0 61,000 0
OPKO HEALTH INC COM 68375N103 1,085 294,100 SH   OTR 1 0 294,100 0
OPKO HEALTH INC COM 68375N103 244 66,000 SH   SOLE   66,000 0 0
OPTION CARE HEALTH INC COM NEW 68404L201 2,686 200,900 SH   OTR 1 0 200,900 0
OPTION CARE HEALTH INC COM NEW 68404L201 602 45,000 SH   SOLE   45,000 0 0
ORACLE CORP COM 68389X105 741 12,413 SH   OTR 5 0 12,413 0
ORACLE CORP COM 68389X105 21,607 361,933 SH   OTR 1 0 361,933 0
ORACLE CORP COM 68389X105 3,471 58,135 SH   SOLE   58,135 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 484 39,800 SH   SOLE   39,800 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 2,166 178,000 SH   OTR 1 0 178,000 0
OREILLY AUTOMOTIVE INC COM 67103H107 12,749 27,650 SH   OTR 1 0 27,650 0
OREILLY AUTOMOTIVE INC COM 67103H107 898 1,947 SH   SOLE   1,947 0 0
ORRSTOWN FINL SVCS INC COM 687380105 56 4,392 SH   SOLE   4,392 0 0
ORRSTOWN FINL SVCS INC COM 687380105 248 19,401 SH   OTR 1 0 19,401 0
ORTHOFIX MED INC COM 68752M108 716 23,000 SH   OTR 1 0 23,000 0
ORTHOFIX MED INC COM 68752M108 162 5,200 SH   SOLE   5,200 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 88 87,000 PRN   SOLE   87,000 0 0
OTIS WORLDWIDE CORP COM 68902V107 11,979 191,909 SH   OTR 1 0 191,909 0
OTIS WORLDWIDE CORP COM 68902V107 665 10,646 SH   SOLE   10,646 0 0
OVERSTOCK COM INC DEL COM 690370101 1,271 17,500 SH   OTR 1 0 17,500 0
OVERSTOCK COM INC DEL COM 690370101 298 4,100 SH   SOLE   4,100 0 0
OWENS & MINOR INC NEW COM 690732102 4,043 161,000 SH   OTR 1 0 161,000 0
OWENS & MINOR INC NEW COM 690732102 906 36,100 SH   SOLE   36,100 0 0
OWENS CORNING NEW COM 690742101 9,393 136,502 SH   OTR 1 0 136,502 0
OWENS CORNING NEW COM 690742101 497 7,225 SH   SOLE   7,225 0 0
OWENS CORNING NEW COM 690742101 525 7,634 SH   OTR 5 0 7,634 0
PACCAR INC COM 693718108 5,358 62,834 SH   OTR 1 0 62,834 0
PACCAR INC COM 693718108 782 9,170 SH   SOLE   9,170 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 44 4,500 SH   SOLE   4,500 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 200 20,300 SH   OTR 1 0 20,300 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 3,484 3,032,000 PRN   DFND 1 0 3,032,000 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 3,165 2,749,000 PRN   OTR 1 0 2,749,000 0
PACIRA BIOSCIENCES COM 695127100 685 11,397 SH   SOLE   11,397 0 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 53 46,000 PRN   OTR 4 0 46,000 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 958 832,000 PRN   SOLE   832,000 0 0
PACIRA BIOSCIENCES COM 695127100 3,047 50,688 SH   OTR 1 0 50,688 0
PACKAGING CORP AMER COM 695156109 1,473 13,504 SH   OTR 1 0 13,504 0
PACKAGING CORP AMER COM 695156109 277 2,540 SH   SOLE   2,540 0 0
PACWEST BANCORP DEL COM 695263103 137 8,000 SH   SOLE   8,000 0 0
PACWEST BANCORP DEL COM 695263103 485 28,379 SH   OTR 1 0 28,379 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 8,482 7,508,000 PRN   SOLE   7,508,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 25,584 22,645,000 PRN   OTR 1 0 22,645,000 0
PALO ALTO NETWORKS INC COM 697435105 73 300 SH   SOLE   300 0 0
PALO ALTO NETWORKS INC COM 697435105 6,759 27,616 SH   OTR 1 0 27,616 0
PAPA JOHNS INTL INC COM 698813102 1,588 19,300 SH   OTR 1 0 19,300 0
PAPA JOHNS INTL INC COM 698813102 362 4,400 SH   SOLE   4,400 0 0
PARKER-HANNIFIN CORP COM 701094104 714 3,531 SH   SOLE   3,531 0 0
PARKER-HANNIFIN CORP COM 701094104 11,568 57,171 SH   OTR 1 0 57,171 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 28,717 28,898,000 PRN   OTR 1 0 28,898,000 0
PATRICK INDS INC COM 703343103 526 9,151 SH   SOLE   9,151 0 0
PATRICK INDS INC COM 703343103 2,355 40,939 SH   OTR 1 0 40,939 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 5,945 6,043,000 PRN   DFND 1 0 6,043,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 90 91,000 PRN   OTR 4 0 91,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 7,703 7,752,000 PRN   SOLE   7,752,000 0 0
PAYCHEX INC COM 704326107 3,639 45,619 SH   OTR 1 0 45,619 0
PAYCHEX INC COM 704326107 675 8,461 SH   SOLE   8,461 0 0
PAYCOM SOFTWARE INC COM 70432V102 2,171 6,973 SH   OTR 1 0 6,973 0
PAYCOM SOFTWARE INC COM 70432V102 422 1,356 SH   SOLE   1,356 0 0
PAYPAL HLDGS INC COM 70450Y103 7,426 37,691 SH   SOLE   37,691 0 0
PAYPAL HLDGS INC COM 70450Y103 73,373 372,397 SH   OTR 1 0 372,397 0
PAYPAL HLDGS INC COM 70450Y103 2,772 14,069 SH   OTR 5 0 14,069 0
PCTEL INC COM 69325Q105 38 6,700 SH   SOLE   6,700 0 0
PCTEL INC COM 69325Q105 175 30,900 SH   OTR 1 0 30,900 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 705 46,508 SH   OTR 1 0 46,508 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 160 10,576 SH   SOLE   10,576 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 39 3,100 SH   SOLE   3,100 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 172 13,700 SH   OTR 1 0 13,700 0
PENN NATL GAMING INC COM 707569109 1,011 13,900 SH   SOLE   13,900 0 0
PENN NATL GAMING INC COM 707569109 4,457 61,300 SH   OTR 1 0 61,300 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 122 2,100 SH   SOLE   2,100 0 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 552 9,500 SH   OTR 1 0 9,500 0
PEOPLES UNITED FINANCIAL INC COM 712704105 624 60,485 SH   OTR 1 0 60,485 0
PEOPLES UNITED FINANCIAL INC COM 712704105 103 9,998 SH   SOLE   9,998 0 0
PEPSICO INC COM 713448108 506 3,650 SH   OTR 5 0 3,650 0
PEPSICO INC COM 713448108 5,196 37,486 SH   SOLE   37,486 0 0
PEPSICO INC COM 713448108 34,693 250,307 SH   OTR 1 0 250,307 0
PERDOCEO ED CORP COM 71363P106 190 15,500 SH   SOLE   15,500 0 0
PERDOCEO ED CORP COM 71363P106 851 69,500 SH   OTR 1 0 69,500 0
PERFORMANCE FOOD GROUP CO COM 71377A103 273 7,900 SH   SOLE   7,900 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 1,229 35,500 SH   OTR 1 0 35,500 0
PERKINELMER INC COM 714046109 1,998 15,922 SH   OTR 1 0 15,922 0
PERKINELMER INC COM 714046109 356 2,839 SH   SOLE   2,839 0 0
PERSPECTA INC COM 715347100 558 28,700 SH   SOLE   28,700 0 0
PERSPECTA INC COM 715347100 2,484 127,700 SH   OTR 1 0 127,700 0
PETMED EXPRESS INC COM 716382106 316 10,000 SH   SOLE   10,000 0 0
PETMED EXPRESS INC COM 716382106 1,432 45,300 SH   OTR 1 0 45,300 0
PFIZER INC COM 717081103 2,231 60,789 SH   OTR 5 0 60,789 0
PFIZER INC COM 717081103 39,439 1,074,638 SH   OTR 1 0 1,074,638 0
PFIZER INC COM 717081103 6,384 173,944 SH   SOLE   173,944 0 0
PFSWEB INC COM NEW 717098206 15 2,300 SH   SOLE   2,300 0 0
PFSWEB INC COM NEW 717098206 70 10,400 SH   OTR 1 0 10,400 0
PG&E CORP UNIT 99/99/9999 69331C140 104 1,064 SH   OTR 4 0 1,064 0
PG&E CORP UNIT 99/99/9999 69331C140 25,470 259,900 SH   OTR 1 0 259,900 0
PG&E CORP UNIT 99/99/9999 69331C140 7,048 71,848 SH   DFND 1 0 71,848 0
PG&E CORP UNIT 99/99/9999 69331C140 3,693 37,682 SH   SOLE   37,682 0 0
PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 406 30,653 SH   SOLE   30,653 0 0
PGIM HIGH YIELD BOND FUND IN COM 69346H100 388 28,062 SH   SOLE   28,062 0 0
PGT INNOVATIONS INC COM 69336V101 2,153 122,900 SH   OTR 1 0 122,900 0
PGT INNOVATIONS INC COM 69336V101 480 27,400 SH   SOLE   27,400 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 126 7,262 SH   SOLE   7,262 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 553 31,792 SH   OTR 1 0 31,792 0
PHILIP MORRIS INTL INC COM 718172109 19,744 263,289 SH   OTR 1 0 263,289 0
PHILIP MORRIS INTL INC COM 718172109 2,231 29,751 SH   SOLE   29,751 0 0
PHILIP MORRIS INTL INC COM 718172109 513 6,836 SH   OTR 5 0 6,836 0
PHILLIPS 66 COM 718546104 4,560 87,963 SH   OTR 1 0 87,963 0
PHILLIPS 66 COM 718546104 610 11,774 SH   SOLE   11,774 0 0
PHILLIPS 66 COM 718546104 114 2,200 SH   OTR 5 0 2,200 0
PHOTRONICS INC COM 719405102 2,181 218,937 SH   OTR 1 0 218,937 0
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PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,084 79,900 SH   OTR 1 0 79,900 0
PINDUODUO INC SPONSORED ADS 722304102 952 12,837 SH   OTR 1 0 12,837 0
PINDUODUO INC SPONSORED ADS 722304102 52 700 SH   SOLE   700 0 0
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PIONEER MUN HIGH INCOME TR COM SHS 723763108 3,853 332,691 SH   OTR 1 0 332,691 0
PIONEER NAT RES CO COM 723787107 5,764 67,031 SH   OTR 1 0 67,031 0
PIONEER NAT RES CO COM 723787107 377 4,381 SH   SOLE   4,381 0 0
PITNEY BOWES INC COM 724479100 892 168,000 SH   OTR 1 0 168,000 0
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PLEXUS CORP COM 729132100 1,229 17,400 SH   OTR 1 0 17,400 0
PLEXUS CORP COM 729132100 283 4,000 SH   SOLE   4,000 0 0
PLUG POWER INC COM NEW 72919P202 314 23,400 SH   SOLE   23,400 0 0
PLUG POWER INC COM NEW 72919P202 1,400 104,400 SH   OTR 1 0 104,400 0
PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 133 150,000 PRN   SOLE   150,000 0 0
PLYMOUTH INDL REIT INC COM 729640102 147 11,900 SH   OTR 1 0 11,900 0
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PNC FINL SVCS GROUP INC COM 693475105 7,676 69,835 SH   OTR 1 0 69,835 0
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POLARIS INC COM 731068102 19,031 201,729 SH   OTR 1 0 201,729 0
POLARIS INC COM 731068102 1,026 10,876 SH   OTR 5 0 10,876 0
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PPD INC COM 69355F102 9,895 267,494 SH   OTR 1 0 267,494 0
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PPL CORP COM 69351T106 11,272 414,249 SH   OTR 1 0 414,249 0
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PRICESMART INC COM 741511109 60 900 SH   SOLE   900 0 0
PRICESMART INC COM 741511109 286 4,300 SH   OTR 1 0 4,300 0
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PRINCIPAL FINANCIAL GROUP IN COM 74251V102 2,152 53,432 SH   OTR 1 0 53,432 0
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PROCTER AND GAMBLE CO COM 742718109 9,465 68,099 SH   SOLE   68,099 0 0
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PROGRESS SOFTWARE CORP COM 743312100 2,755 75,106 SH   OTR 1 0 75,106 0
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PROLOGIS INC. COM 74340W103 13,179 130,979 SH   OTR 1 0 130,979 0
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PROLOGIS INC. COM 74340W103 264 2,627 SH   OTR 5 0 2,627 0
PROOFPOINT INC COM 743424103 232 2,200 SH   SOLE   2,200 0 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 175 175,000 PRN   SOLE   175,000 0 0
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PROPETRO HLDG CORP COM 74347M108 396 97,500 SH   SOLE   97,500 0 0
PROPETRO HLDG CORP COM 74347M108 1,766 435,000 SH   OTR 1 0 435,000 0
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PS BUSINESS PKS INC CALIF COM 69360J107 1,961 16,021 SH   OTR 1 0 16,021 0
PS BUSINESS PKS INC CALIF COM 69360J107 441 3,600 SH   SOLE   3,600 0 0
PTC THERAPEUTICS INC COM 69366J200 1,692 36,183 SH   OTR 1 0 36,183 0
PTC THERAPEUTICS INC COM 69366J200 380 8,127 SH   SOLE   8,127 0 0
PUBLIC STORAGE COM 74460D109 899 4,035 SH   SOLE   4,035 0 0
PUBLIC STORAGE COM 74460D109 5,849 26,263 SH   OTR 1 0 26,263 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 6,346 115,569 SH   OTR 1 0 115,569 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 720 13,120 SH   SOLE   13,120 0 0
PULTE GROUP INC COM 745867101 9,646 208,389 SH   OTR 1 0 208,389 0
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PURECYCLE CORP COM NEW 746228303 82 9,100 SH   SOLE   9,100 0 0
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PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 3,315 255,603 SH   SOLE   255,603 0 0
PVH CORPORATION COM 693656100 602 10,101 SH   OTR 1 0 10,101 0
PVH CORPORATION COM 693656100 100 1,678 SH   SOLE   1,678 0 0
Q2 HLDGS INC COM 74736L109 338 3,700 SH   SOLE   3,700 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 8,849 7,195,000 PRN   OTR 1 0 7,195,000 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 119 70,000 PRN   SOLE   70,000 0 0
Q2 HLDGS INC COM 74736L109 1,497 16,400 SH   OTR 1 0 16,400 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 2,884 2,345,000 PRN   SOLE   2,345,000 0 0
QCR HOLDINGS INC COM 74727A104 354 12,900 SH   OTR 1 0 12,900 0
QCR HOLDINGS INC COM 74727A104 77 2,800 SH   SOLE   2,800 0 0
QORVO INC COM 74736K101 510 3,950 SH   OTR 5 0 3,950 0
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QTS RLTY TR INC COM CL A 74736A103 1,437 22,800 SH   OTR 1 0 22,800 0
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QUALCOMM INC COM 747525103 47,819 406,349 SH   OTR 1 0 406,349 0
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QUALCOMM INC COM 747525103 2,118 18,000 SH   OTR 5 0 18,000 0
QUANEX BUILDING PRODUCTS COR COM 747619104 236 12,800 SH   OTR 1 0 12,800 0
QUANEX BUILDING PRODUCTS COR COM 747619104 52 2,800 SH   SOLE   2,800 0 0
QUANTA SVCS INC COM 74762E102 411 7,767 SH   SOLE   7,767 0 0
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QUEST DIAGNOSTICS INC COM 74834L100 2,190 19,124 SH   OTR 1 0 19,124 0
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QURATE RETAIL INC COM SER A 74915M100 14,223 1,980,941 SH   OTR 1 0 1,980,941 0
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R1 RCM INC COM 749397105 273 15,900 SH   SOLE   15,900 0 0
R1 RCM INC COM 749397105 1,249 72,800 SH   OTR 1 0 72,800 0
RADIAN GROUP INC COM 750236101 102 7,000 SH   SOLE   7,000 0 0
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RALPH LAUREN CORP CL A 751212101 466 6,857 SH   OTR 1 0 6,857 0
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RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 1,732 1,659,000 PRN   SOLE   1,659,000 0 0
RAMBUS INC DEL COM 750917106 396 28,900 SH   OTR 1 0 28,900 0
RAMBUS INC DEL COM 750917106 88 6,400 SH   SOLE   6,400 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 17,278 16,548,000 PRN   OTR 1 0 16,548,000 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 86 55,000 PRN   SOLE   55,000 0 0
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RAYTHEON TECHNOLOGIES CORP COM 75513E101 714 12,406 SH   OTR 5 0 12,406 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 2,478 43,063 SH   SOLE   43,063 0 0
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RBB BANCORP COM 74930B105 328 28,900 SH   OTR 1 0 28,900 0
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RED ROCK RESORTS INC CL A 75700L108 87 5,100 SH   SOLE   5,100 0 0
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RH COM 74967X103 536 1,400 SH   SOLE   1,400 0 0
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SCHWAB CHARLES CORP COM 808513105 7,189 198,432 SH   OTR 1 0 198,432 0
SEALED AIR CORP NEW COM 81211K100 860 22,167 SH   OTR 1 0 22,167 0
SEALED AIR CORP NEW COM 81211K100 143 3,680 SH   SOLE   3,680 0 0
SEATTLE GENETICS INC COM 812578102 154 787 SH   SOLE   787 0 0
SEATTLE GENETICS INC COM 812578102 3,439 17,575 SH   OTR 1 0 17,575 0
SELECT MED HLDGS CORP COM 81619Q105 675 32,400 SH   SOLE   32,400 0 0
SELECT MED HLDGS CORP COM 81619Q105 2,992 143,700 SH   OTR 1 0 143,700 0
SEMPRA ENERGY COM 816851109 5,866 49,564 SH   OTR 1 0 49,564 0
SEMPRA ENERGY COM 816851109 878 7,417 SH   SOLE   7,417 0 0
SENECA FOODS CORP NEW CL A 817070501 250 7,000 SH   SOLE   7,000 0 0
SENECA FOODS CORP NEW CL A 817070501 1,135 31,767 SH   OTR 1 0 31,767 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 89 11,200 SH   OTR 1 0 11,200 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 21 2,600 SH   SOLE   2,600 0 0
SERVICENOW INC COM 81762P102 2,979 6,143 SH   SOLE   6,143 0 0
SERVICENOW INC COM 81762P102 33,149 68,349 SH   OTR 1 0 68,349 0
SERVICENOW INC NOTE 6/0 81762PAC6 112 31,000 PRN   OTR 4 0 31,000 0
SERVICENOW INC NOTE 6/0 81762PAC6 7,851 2,172,000 PRN   DFND 1 0 2,172,000 0
SERVICENOW INC COM 81762P102 766 1,579 SH   OTR 5 0 1,579 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 40 900 SH   SOLE   900 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 178 4,000 SH   OTR 1 0 4,000 0
SHERWIN WILLIAMS CO COM 824348106 2,133 3,061 SH   SOLE   3,061 0 0
SHERWIN WILLIAMS CO COM 824348106 9,039 12,973 SH   OTR 1 0 12,973 0
SHUTTERSTOCK INC COM 825690100 1,634 31,400 SH   OTR 1 0 31,400 0
SHUTTERSTOCK INC COM 825690100 375 7,200 SH   SOLE   7,200 0 0
SIERRA BANCORP COM 82620P102 196 11,700 SH   OTR 1 0 11,700 0
SIERRA BANCORP COM 82620P102 44 2,600 SH   SOLE   2,600 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 519 6,255 SH   SOLE   6,255 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 988 11,907 SH   OTR 5 0 11,907 0
SIGNATURE BK NEW YORK N Y COM 82669G104 10,407 125,397 SH   OTR 1 0 125,397 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 32 27,000 PRN   OTR 4 0 27,000 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 2,253 1,883,000 PRN   DFND 1 0 1,883,000 0
SIMON PPTY GROUP INC NEW COM 828806109 518 8,014 SH   SOLE   8,014 0 0
SIMON PPTY GROUP INC NEW COM 828806109 3,623 56,017 SH   OTR 1 0 56,017 0
SIMPSON MANUFACTURING CO INC COM 829073105 3,274 33,700 SH   OTR 1 0 33,700 0
SIMPSON MANUFACTURING CO INC COM 829073105 729 7,500 SH   SOLE   7,500 0 0
SJW GROUP COM 784305104 1,150 18,903 SH   OTR 1 0 18,903 0
SJW GROUP COM 784305104 249 4,099 SH   SOLE   4,099 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 646 4,440 SH   SOLE   4,440 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 11,903 81,805 SH   OTR 1 0 81,805 0
SL GREEN RLTY CORP COM 78440X101 484 10,431 SH   OTR 1 0 10,431 0
SL GREEN RLTY CORP COM 78440X101 80 1,723 SH   SOLE   1,723 0 0
SLEEP NUMBER CORP COM 83125X103 2,710 55,400 SH   OTR 1 0 55,400 0
SLEEP NUMBER CORP COM 83125X103 606 12,400 SH   SOLE   12,400 0 0
SLM CORP COM 78442P106 414 51,187 SH   SOLE   51,187 0 0
SLM CORP COM 78442P106 10,038 1,240,786 SH   OTR 1 0 1,240,786 0
SMARTFINANCIAL INC COM NEW 83190L208 358 26,364 SH   OTR 1 0 26,364 0
SMARTFINANCIAL INC COM NEW 83190L208 80 5,901 SH   SOLE   5,901 0 0
SMITH A O CORP COM 831865209 1,018 19,276 SH   OTR 1 0 19,276 0
SMITH A O CORP COM 831865209 169 3,199 SH   SOLE   3,199 0 0
SMUCKER J M CO COM NEW 832696405 356 3,082 SH   SOLE   3,082 0 0
SMUCKER J M CO COM NEW 832696405 1,876 16,243 SH   OTR 1 0 16,243 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 6,773 4,879,000 PRN   SOLE   4,879,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 22,829 16,446,000 PRN   OTR 1 0 16,446,000 0
SNAP ON INC COM 833034101 189 1,283 SH   SOLE   1,283 0 0
SNAP ON INC COM 833034101 1,141 7,756 SH   OTR 1 0 7,756 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 609 54,600 SH   OTR 1 0 54,600 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 139 12,500 SH   SOLE   12,500 0 0
SOUTH PLAINS FINANCIAL INC COM 83946P107 62 5,000 SH   SOLE   5,000 0 0
SOUTH PLAINS FINANCIAL INC COM 83946P107 299 24,100 SH   OTR 1 0 24,100 0
SOUTH ST CORP COM 840441109 135 2,800 SH   SOLE   2,800 0 0
SOUTH ST CORP COM 840441109 607 12,600 SH   OTR 1 0 12,600 0
SOUTHERN CO COM 842587107 11,988 221,104 SH   OTR 1 0 221,104 0
SOUTHERN CO COM 842587107 1,542 28,445 SH   SOLE   28,445 0 0
SOUTHERN CO COM 842587107 795 14,664 SH   OTR 5 0 14,664 0
SOUTHERN COPPER CORP COM 84265V105 0 0 SH   SOLE   0 0 0
SOUTHERN COPPER CORP COM 84265V105 1,184 26,148 SH   OTR 1 0 26,148 0
SOUTHERN NATL BANCORP OF VA COM 843395104 92 10,600 SH   SOLE   10,600 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 412 47,500 SH   OTR 1 0 47,500 0
SOUTHWEST AIRLS CO COM 844741108 3,150 83,993 SH   OTR 1 0 83,993 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 19,126 14,600,000 PRN   SOLE   14,600,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 7,333 5,619,000 PRN   DFND 1 0 5,619,000 0
SOUTHWEST AIRLS CO COM 844741108 522 13,928 SH   SOLE   13,928 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 104 80,000 PRN   OTR 4 0 80,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 59,304 45,270,000 PRN   OTR 1 0 45,270,000 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 341 5,400 SH   SOLE   5,400 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 1,527 24,200 SH   OTR 1 0 24,200 0
SPARTANNASH CO COM 847215100 289 17,700 SH   SOLE   17,700 0 0
SPARTANNASH CO COM 847215100 1,297 79,300 SH   OTR 1 0 79,300 0
SPDR GOLD TR GOLD SHS 78463V107 0 0 SH   SOLE   0 0 0
SPDR GOLD TR GOLD SHS 78463V107 31,489 177,786 SH   OTR 1 0 177,786 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,969 5,881 SH   OTR 5 0 5,881 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 618,312 42,955 SH   SOLE   42,955 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 603,927 1,803,358 SH   OTR 3 0 1,803,358 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 19,079 56,970 SH   OTR 1 0 56,970 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 332 5,800 SH   SOLE   5,800 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 509 8,900 SH   OTR 1 0 8,900 0
SPIRE INC COM 84857L101 234 4,400 SH   SOLE   4,400 0 0
SPIRE INC COM 84857L101 1,016 19,100 SH   OTR 1 0 19,100 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 214 210,000 PRN   SOLE   210,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 104 72,000 PRN   OTR 4 0 72,000 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 6,854 4,749,000 PRN   DFND 1 0 4,749,000 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 39,555 28,356,000 PRN   OTR 1 0 28,356,000 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 11,930 8,552,000 PRN   SOLE   8,552,000 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 2,272 158,800 SH   OTR 1 0 158,800 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 509 35,600 SH   SOLE   35,600 0 0
SPROUTS FMRS MKT INC COM 85208M102 0 0 SH   SOLE   0 0 0
SPROUTS FMRS MKT INC COM 85208M102 2,350 112,267 SH   OTR 1 0 112,267 0
SPS COMMERCE INC COM 78463M107 714 9,164 SH   SOLE   9,164 0 0
SPS COMMERCE INC COM 78463M107 3,193 41,008 SH   OTR 1 0 41,008 0
SPX CORP COM 784635104 3,121 67,300 SH   OTR 1 0 67,300 0
SPX CORP COM 784635104 705 15,200 SH   SOLE   15,200 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 177 25,000 PRN   SOLE   25,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 21,014 9,689,000 PRN   OTR 1 0 9,689,000 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 8,536 3,936,000 PRN   SOLE   3,936,000 0 0
SQUARE INC CL A 852234103 228 1,400 SH   SOLE   1,400 0 0
SQUARE INC CL A 852234103 65 400 SH   OTR 1 0 400 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 54 900 SH   SOLE   900 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 9,428 155,782 SH   OTR 1 0 155,782 0
STAG INDL INC COM 85254J102 692 22,700 SH   OTR 1 0 22,700 0
STAG INDL INC COM 85254J102 159 5,200 SH   SOLE   5,200 0 0
STAMPS COM INC COM NEW 852857200 3,711 15,400 SH   OTR 1 0 15,400 0
STAMPS COM INC COM NEW 852857200 819 3,400 SH   SOLE   3,400 0 0
STANDARD MTR PRODS INC COM 853666105 1,719 38,500 SH   OTR 1 0 38,500 0
STANDARD MTR PRODS INC COM 853666105 388 8,700 SH   SOLE   8,700 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 30,264 297,200 SH   OTR 1 0 297,200 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 8,890 87,300 SH   SOLE   87,300 0 0
STANLEY BLACK & DECKER INC COM 854502101 3,688 22,737 SH   OTR 1 0 22,737 0
STANLEY BLACK & DECKER INC COM 854502101 692 4,265 SH   SOLE   4,265 0 0
STARBUCKS CORP COM 855244109 2,631 30,626 SH   SOLE   30,626 0 0
STARBUCKS CORP COM 855244109 15,487 180,252 SH   OTR 1 0 180,252 0
STATE STR CORP COM 857477103 5,104 86,034 SH   OTR 1 0 86,034 0
STATE STR CORP COM 857477103 576 9,709 SH   SOLE   9,709 0 0
STEEL DYNAMICS INC COM 858119100 469 16,390 SH   SOLE   16,390 0 0
STEEL DYNAMICS INC COM 858119100 805 28,106 SH   OTR 5 0 28,106 0
STEEL DYNAMICS INC COM 858119100 5,832 203,697 SH   OTR 1 0 203,697 0
STEELCASE INC CL A 858155203 93 9,200 SH   SOLE   9,200 0 0
STEELCASE INC CL A 858155203 418 41,300 SH   OTR 1 0 41,300 0
STEPAN CO COM 858586100 578 5,300 SH   SOLE   5,300 0 0
STEPAN CO COM 858586100 2,572 23,600 SH   OTR 1 0 23,600 0
STERLING CONSTRUCTION CO INC COM 859241101 102 7,200 SH   SOLE   7,200 0 0
STERLING CONSTRUCTION CO INC COM 859241101 449 31,726 SH   OTR 1 0 31,726 0
STEWART INFORMATION SVCS COR COM 860372101 2,526 57,762 SH   OTR 1 0 57,762 0
STEWART INFORMATION SVCS COR COM 860372101 565 12,918 SH   SOLE   12,918 0 0
STIFEL FINL CORP COM 860630102 420 8,300 SH   SOLE   8,300 0 0
STIFEL FINL CORP COM 860630102 1,876 37,100 SH   OTR 1 0 37,100 0
STONEX GROUP INC COM 861896108 1,725 33,719 SH   OTR 1 0 33,719 0
STONEX GROUP INC COM 861896108 384 7,500 SH   SOLE   7,500 0 0
STRYKER CORPORATION COM 863667101 10,738 51,534 SH   OTR 1 0 51,534 0
STRYKER CORPORATION COM 863667101 1,814 8,706 SH   SOLE   8,706 0 0
SUN CMNTYS INC COM 866674104 2,528 17,979 SH   OTR 1 0 17,979 0
SUN CMNTYS INC COM 866674104 28 200 SH   SOLE   200 0 0
SUNNOVA ENERGY INTL INC. COM 86745K104 255 8,400 SH   SOLE   8,400 0 0
SUNNOVA ENERGY INTL INC. COM 86745K104 1,131 37,200 SH   OTR 1 0 37,200 0
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 126 130,000 PRN   SOLE   130,000 0 0
SUNRUN INC COM 86771W105 3,368 43,700 SH   OTR 1 0 43,700 0
SUNRUN INC COM 86771W105 755 9,800 SH   SOLE   9,800 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 152 7,300 SH   SOLE   7,300 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 686 32,900 SH   OTR 1 0 32,900 0
SVB FINANCIAL GROUP COM 78486Q101 442 1,836 SH   OTR 5 0 1,836 0
SVB FINANCIAL GROUP COM 78486Q101 639 2,655 SH   SOLE   2,655 0 0
SVB FINANCIAL GROUP COM 78486Q101 10,188 42,341 SH   OTR 1 0 42,341 0
SVMK INC COM 78489X103 447 20,200 SH   SOLE   20,200 0 0
SVMK INC COM 78489X103 2,016 91,200 SH   OTR 1 0 91,200 0
SYKES ENTERPRISES INC COM 871237103 2,391 69,900 SH   OTR 1 0 69,900 0
SYKES ENTERPRISES INC COM 871237103 537 15,700 SH   SOLE   15,700 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 143 115,000 PRN   SOLE   115,000 0 0
SYNCHRONY FINANCIAL COM 87165B103 1,144 43,709 SH   OTR 5 0 43,709 0
SYNCHRONY FINANCIAL COM 87165B103 15,458 590,678 SH   OTR 1 0 590,678 0
SYNCHRONY FINANCIAL COM 87165B103 933 35,670 SH   SOLE   35,670 0 0
SYNEOS HEALTH INC CL A 87166B102 314 5,900 SH   SOLE   5,900 0 0
SYNEOS HEALTH INC CL A 87166B102 3,694 69,481 SH   OTR 1 0 69,481 0
SYNNEX CORP COM 87162W100 13,119 93,666 SH   OTR 1 0 93,666 0
SYNNEX CORP COM 87162W100 560 4,001 SH   SOLE   4,001 0 0
SYNNEX CORP COM 87162W100 1,064 7,597 SH   OTR 5 0 7,597 0
SYNOPSYS INC COM 871607107 21,139 98,791 SH   OTR 1 0 98,791 0
SYNOPSYS INC COM 871607107 872 4,077 SH   SOLE   4,077 0 0
SYNOVUS FINL CORP COM NEW 87161C501 417 19,700 SH   SOLE   19,700 0 0
SYNOVUS FINL CORP COM NEW 87161C501 2,829 133,648 SH   OTR 1 0 133,648 0
SYSCO CORP COM 871829107 827 13,293 SH   SOLE   13,293 0 0
SYSCO CORP COM 871829107 5,851 94,037 SH   OTR 1 0 94,037 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 8 100 SH   DFND 1 0 100 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 25,304 312,129 SH   OTR 1 0 312,129 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 18,384 226,765 SH   SOLE   226,765 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 7 40 SH   OTR 5 0 40 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 19,602 118,641 SH   OTR 1 0 118,641 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 511 3,094 SH   SOLE   3,094 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 99 1,300 SH   SOLE   1,300 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 669 8,800 SH   OTR 1 0 8,800 0
TALOS ENERGY INC COM 87484T108 4,224 654,873 SH   SOLE   654,873 0 0
TALOS ENERGY INC COM 87484T108 40 6,187 SH   OTR 5 0 6,187 0
TALOS ENERGY INC COM 87484T108 18,109 2,807,671 SH   OTR 1 0 2,807,671 0
TAPESTRY INC COM 876030107 615 39,334 SH   OTR 1 0 39,334 0
TAPESTRY INC COM 876030107 102 6,527 SH   SOLE   6,527 0 0
TARGA RES CORP COM 87612G101 1,457 103,827 SH   OTR 1 0 103,827 0
TARGA RES CORP COM 87612G101 0 0 SH   SOLE   0 0 0
TARGET CORP COM 87612E106 2,949 18,733 SH   SOLE   18,733 0 0
TARGET CORP COM 87612E106 1,668 10,598 SH   OTR 5 0 10,598 0
TARGET CORP COM 87612E106 24,773 157,368 SH   OTR 1 0 157,368 0
TAYLOR MORRISON HOME CORP COM 87724P106 182 7,400 SH   SOLE   7,400 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 821 33,400 SH   OTR 1 0 33,400 0
TD AMERITRADE HLDG CORP COM 87236Y108 0 0 SH   SOLE   0 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 2,555 65,255 SH   OTR 1 0 65,255 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 11,853 2,897,000 PRN   SOLE   2,897,000 0 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 38,590 9,432,000 PRN   OTR 1 0 9,432,000 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 159 39,000 PRN   OTR 4 0 39,000 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 10,914 2,674,000 PRN   DFND 1 0 2,674,000 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,629 5,250 SH   OTR 1 0 5,250 0
TELEDYNE TECHNOLOGIES INC COM 879360105 301 970 SH   SOLE   970 0 0
TELEFLEX INCORPORATED COM 879369106 373 1,095 SH   SOLE   1,095 0 0
TELEFLEX INCORPORATED COM 879369106 16,536 48,574 SH   OTR 1 0 48,574 0
TENABLE HLDGS INC COM 88025T102 162 4,300 SH   OTR 1 0 4,300 0
TENABLE HLDGS INC COM 88025T102 38 1,000 SH   SOLE   1,000 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,439 58,700 SH   OTR 1 0 58,700 0
TENET HEALTHCARE CORP COM NEW 88033G407 328 13,400 SH   SOLE   13,400 0 0
TENNANT CO COM 880345103 268 4,448 SH   OTR 1 0 4,448 0
TENNANT CO COM 880345103 63 1,042 SH   SOLE   1,042 0 0
TERADATA CORP DEL COM 88076W103 0 0 SH   SOLE   0 0 0
TERADATA CORP DEL COM 88076W103 1,342 59,125 SH   OTR 1 0 59,125 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 370 145,000 PRN   SOLE   145,000 0 0
TERADYNE INC COM 880770102 1,879 23,642 SH   OTR 1 0 23,642 0
TERADYNE INC COM 880770102 322 4,047 SH   SOLE   4,047 0 0
TERRENO RLTY CORP COM 88146M101 192 3,500 SH   SOLE   3,500 0 0
TERRENO RLTY CORP COM 88146M101 843 15,400 SH   OTR 1 0 15,400 0
TESLA INC COM 88160R101 1,820 4,242 SH   SOLE   4,242 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 74,784 12,558,000 PRN   OTR 1 0 12,558,000 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 25,142 4,222,000 PRN   SOLE   4,222,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 3,181 460,000 PRN   SOLE   460,000 0 0
TESLA INC COM 88160R101 29,676 69,173 SH   OTR 1 0 69,173 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 170 26,000 PRN   OTR 4 0 26,000 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 11,143 1,704,000 PRN   DFND 1 0 1,704,000 0
TEXAS CAP BANCSHARES INC COM 88224Q107 93 3,000 SH   SOLE   3,000 0 0
TEXAS CAP BANCSHARES INC COM 88224Q107 402 12,900 SH   OTR 1 0 12,900 0
TEXAS INSTRS INC COM 882508104 27 190 SH   OTR 5 0 190 0
TEXAS INSTRS INC COM 882508104 3,429 24,012 SH   SOLE   24,012 0 0
TEXAS INSTRS INC COM 882508104 20,095 140,734 SH   OTR 1 0 140,734 0
TEXAS ROADHOUSE INC COM 882681109 1,059 17,415 SH   OTR 1 0 17,415 0
TEXAS ROADHOUSE INC COM 882681109 243 4,000 SH   SOLE   4,000 0 0
TEXTRON INC COM 883203101 999 27,694 SH   OTR 5 0 27,694 0
TEXTRON INC COM 883203101 12,198 337,986 SH   OTR 1 0 337,986 0
TEXTRON INC COM 883203101 478 13,233 SH   SOLE   13,233 0 0
TG THERAPEUTICS INC COM 88322Q108 351 13,100 SH   SOLE   13,100 0 0
TG THERAPEUTICS INC COM 88322Q108 1,563 58,400 SH   OTR 1 0 58,400 0
THE ODP CORP COM 88337F105 2,250 115,656 SH   OTR 1 0 115,656 0
THE ODP CORP COM 88337F105 503 25,867 SH   SOLE   25,867 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 28,535 64,630 SH   OTR 1 0 64,630 0
THERMO FISHER SCIENTIFIC INC COM 883556102 387 876 SH   OTR 5 0 876 0
THERMO FISHER SCIENTIFIC INC COM 883556102 4,886 11,067 SH   SOLE   11,067 0 0
THOR INDS INC COM 885160101 343 3,600 SH   SOLE   3,600 0 0
THOR INDS INC COM 885160101 3,288 34,519 SH   OTR 1 0 34,519 0
TIFFANY & CO NEW COM 886547108 1,782 15,381 SH   OTR 1 0 15,381 0
TIFFANY & CO NEW COM 886547108 318 2,744 SH   SOLE   2,744 0 0
TIVITY HEALTH INC COM 88870R102 205 14,600 SH   SOLE   14,600 0 0
TIVITY HEALTH INC COM 88870R102 935 66,700 SH   OTR 1 0 66,700 0
TJX COS INC NEW COM 872540109 10,719 192,607 SH   OTR 1 0 192,607 0
TJX COS INC NEW COM 872540109 1,758 31,583 SH   SOLE   31,583 0 0
T-MOBILE US INC COM 872590104 1,672 14,623 SH   SOLE   14,623 0 0
T-MOBILE US INC COM 872590104 10,479 91,633 SH   OTR 1 0 91,633 0
TOPBUILD CORP COM 89055F103 666 3,900 SH   SOLE   3,900 0 0
TOPBUILD CORP COM 89055F103 2,902 17,000 SH   OTR 1 0 17,000 0
TRACTOR SUPPLY CO COM 892356106 1,049 7,319 SH   SOLE   7,319 0 0
TRACTOR SUPPLY CO COM 892356106 23,068 160,932 SH   OTR 1 0 160,932 0
TRACTOR SUPPLY CO COM 892356106 1,153 8,045 SH   OTR 5 0 8,045 0
TRANSDIGM GROUP INC COM 893641100 3,667 7,718 SH   OTR 1 0 7,718 0
TRANSDIGM GROUP INC COM 893641100 655 1,379 SH   SOLE   1,379 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 5 27,000 PRN   OTR 4 0 27,000 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 26 135,000 PRN   SOLE   135,000 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 320 1,729,000 PRN   DFND 1 0 1,729,000 0
TRAVELERS COMPANIES INC COM 89417E109 700 6,472 SH   SOLE   6,472 0 0
TRAVELERS COMPANIES INC COM 89417E109 5,064 46,809 SH   OTR 1 0 46,809 0
TREDEGAR CORP COM 894650100 125 8,375 SH   SOLE   8,375 0 0
TREDEGAR CORP COM 894650100 577 38,803 SH   OTR 1 0 38,803 0
TRI POINTE GROUP INC COM 87265H109 499 27,500 SH   SOLE   27,500 0 0
TRI POINTE GROUP INC COM 87265H109 2,264 124,800 SH   OTR 1 0 124,800 0
TRIBUNE PUBG CO NEW COM 89609W107 103 8,800 SH   OTR 1 0 8,800 0
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TRINET GROUP INC COM 896288107 991 16,700 SH   OTR 1 0 16,700 0
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TRIPADVISOR INC COM 896945201 1,082 55,257 SH   OTR 1 0 55,257 0
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TRUEBLUE INC COM 89785X101 937 60,500 SH   OTR 1 0 60,500 0
TRUEBLUE INC COM 89785X101 209 13,500 SH   SOLE   13,500 0 0
TRUIST FINL CORP COM 89832Q109 13,662 359,053 SH   OTR 1 0 359,053 0
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TRUIST FINL CORP COM 89832Q109 1,473 38,707 SH   OTR 5 0 38,707 0
TRUPANION INC COM 898202106 892 11,300 SH   OTR 1 0 11,300 0
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TTEC HLDGS INC COM 89854H102 469 8,600 SH   OTR 1 0 8,600 0
TTEC HLDGS INC COM 89854H102 104 1,900 SH   SOLE   1,900 0 0
TUPPERWARE BRANDS CORP COM 899896104 643 31,900 SH   OTR 1 0 31,900 0
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TURNING POINT THERAPEUTICS I COM 90041T108 1,599 18,300 SH   OTR 1 0 18,300 0
TURNING POINT THERAPEUTICS I COM 90041T108 358 4,100 SH   SOLE   4,100 0 0
TUTOR PERINI CORP COM 901109108 105 9,400 SH   SOLE   9,400 0 0
TUTOR PERINI CORP COM 901109108 464 41,700 SH   OTR 1 0 41,700 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 6,805 1,951,000 PRN   SOLE   1,951,000 0 0
TWILIO INC CL A 90138F102 99 400 SH   SOLE   400 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 19,295 5,532,000 PRN   OTR 1 0 5,532,000 0
TWILIO INC CL A 90138F102 6,243 25,266 SH   OTR 1 0 25,266 0
TWIN RIV WORLDWIDE HLDGS INC COM 90171V204 573 21,800 SH   SOLE   21,800 0 0
TWIN RIV WORLDWIDE HLDGS INC COM 90171V204 2,543 96,800 SH   OTR 1 0 96,800 0
TWIST BIOSCIENCE CORP COM 90184D100 334 4,400 SH   SOLE   4,400 0 0
TWIST BIOSCIENCE CORP COM 90184D100 1,504 19,800 SH   OTR 1 0 19,800 0
TWITTER INC COM 90184L102 5,341 120,027 SH   OTR 1 0 120,027 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 254 255,000 PRN   SOLE   255,000 0 0
TWITTER INC COM 90184L102 926 20,803 SH   SOLE   20,803 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 307 275,000 PRN   SOLE   275,000 0 0
TWO HBRS INVT CORP COM NEW 90187B408 116 22,700 SH   OTR 1 0 22,700 0
TWO HBRS INVT CORP COM NEW 90187B408 27 5,300 SH   SOLE   5,300 0 0
TYLER TECHNOLOGIES INC COM 902252105 1,997 5,730 SH   OTR 1 0 5,730 0
TYLER TECHNOLOGIES INC COM 902252105 330 948 SH   SOLE   948 0 0
TYSON FOODS INC CL A 902494103 15,966 268,431 SH   OTR 1 0 268,431 0
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TYSON FOODS INC CL A 902494103 1,150 19,336 SH   OTR 5 0 19,336 0
U S XPRESS ENTERPRISES INC COM CL A 90338N202 163 19,700 SH   OTR 1 0 19,700 0
U S XPRESS ENTERPRISES INC COM CL A 90338N202 36 4,300 SH   SOLE   4,300 0 0
UBER TECHNOLOGIES INC COM 90353T100 1,231 33,751 SH   OTR 1 0 33,751 0
UBER TECHNOLOGIES INC COM 90353T100 91 2,500 SH   SOLE   2,500 0 0
UDR INC COM 902653104 227 6,966 SH   SOLE   6,966 0 0
UDR INC COM 902653104 1,473 45,177 SH   OTR 1 0 45,177 0
UFP INDUSTRIES INC COM 90278Q108 757 13,400 SH   SOLE   13,400 0 0
UFP INDUSTRIES INC COM 90278Q108 3,374 59,700 SH   OTR 1 0 59,700 0
ULTA BEAUTY INC COM 90384S303 1,796 8,020 SH   OTR 1 0 8,020 0
ULTA BEAUTY INC COM 90384S303 342 1,528 SH   SOLE   1,528 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 2,163 100,800 SH   OTR 1 0 100,800 0
ULTRA CLEAN HLDGS INC COM 90385V107 479 22,300 SH   SOLE   22,300 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 2,554 31,080 SH   OTR 1 0 31,080 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 575 6,991 SH   SOLE   6,991 0 0
UNDER ARMOUR INC CL A 904311107 301 26,846 SH   OTR 1 0 26,846 0
UNDER ARMOUR INC CL A 904311107 61 5,389 SH   SOLE   5,389 0 0
UNDER ARMOUR INC CL C 904311206 272 27,690 SH   OTR 1 0 27,690 0
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UNION PAC CORP COM 907818108 3,846 19,537 SH   SOLE   19,537 0 0
UNION PAC CORP COM 907818108 25,391 128,972 SH   OTR 1 0 128,972 0
UNION PAC CORP COM 907818108 1,300 6,602 SH   OTR 5 0 6,602 0
UNITED AIRLS HLDGS INC COM 910047109 1,440 41,434 SH   OTR 1 0 41,434 0
UNITED AIRLS HLDGS INC COM 910047109 238 6,861 SH   SOLE   6,861 0 0
UNITED BANKSHARES INC WEST V COM 909907107 359 16,700 SH   OTR 1 0 16,700 0
UNITED BANKSHARES INC WEST V COM 909907107 84 3,900 SH   SOLE   3,900 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 80 4,700 SH   SOLE   4,700 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 369 21,800 SH   OTR 1 0 21,800 0
UNITED NAT FOODS INC COM 911163103 253 17,000 SH   SOLE   17,000 0 0
UNITED NAT FOODS INC COM 911163103 1,142 76,800 SH   OTR 1 0 76,800 0
UNITED PARCEL SERVICE INC CL B 911312106 19,955 119,756 SH   OTR 1 0 119,756 0
UNITED PARCEL SERVICE INC CL B 911312106 3,400 20,402 SH   SOLE   20,402 0 0
UNITED PARCEL SERVICE INC CL B 911312106 514 3,084 SH   OTR 5 0 3,084 0
UNITED RENTALS INC COM 911363109 1,948 11,164 SH   OTR 1 0 11,164 0
UNITED RENTALS INC COM 911363109 419 2,401 SH   SOLE   2,401 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 55 545 SH   SOLE   545 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 5,139 50,882 SH   OTR 1 0 50,882 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 496 4,913 SH   OTR 5 0 4,913 0
UNITEDHEALTH GROUP INC COM 91324P102 73,453 235,599 SH   OTR 1 0 235,599 0
UNITEDHEALTH GROUP INC COM 91324P102 8,113 26,023 SH   SOLE   26,023 0 0
UNITEDHEALTH GROUP INC COM 91324P102 3,083 9,889 SH   OTR 5 0 9,889 0
UNITI GROUP INC COM 91325V108 429 40,700 SH   SOLE   40,700 0 0
UNITI GROUP INC COM 91325V108 1,924 182,600 SH   OTR 1 0 182,600 0
UNIVAR SOLUTIONS USA INC COM 91336L107 853 50,540 SH   OTR 1 0 50,540 0
UNIVAR SOLUTIONS USA INC COM 91336L107 201 11,900 SH   SOLE   11,900 0 0
UNIVERSAL CORP VA COM 913456109 87 2,067 SH   SOLE   2,067 0 0
UNIVERSAL CORP VA COM 913456109 409 9,760 SH   OTR 1 0 9,760 0
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UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 251 4,400 SH   OTR 1 0 4,400 0
UNIVERSAL HLTH SVCS INC CL B 913903100 8,725 81,525 SH   OTR 1 0 81,525 0
UNIVERSAL HLTH SVCS INC CL B 913903100 105 983 SH   OTR 5 0 983 0
UNIVERSAL HLTH SVCS INC CL B 913903100 226 2,110 SH   SOLE   2,110 0 0
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UNUM GROUP COM 91529Y106 8,542 507,526 SH   OTR 1 0 507,526 0
UNUM GROUP COM 91529Y106 714 42,441 SH   OTR 5 0 42,441 0
UNUM GROUP COM 91529Y106 427 25,379 SH   SOLE   25,379 0 0
URBAN EDGE PPTYS COM 91704F104 246 25,300 SH   OTR 1 0 25,300 0
URBAN EDGE PPTYS COM 91704F104 52 5,400 SH   SOLE   5,400 0 0
US BANCORP DEL COM NEW 902973304 1,274 35,529 SH   SOLE   35,529 0 0
US BANCORP DEL COM NEW 902973304 8,002 223,208 SH   OTR 1 0 223,208 0
USANA HEALTH SCIENCES INC COM 90328M107 258 3,500 SH   SOLE   3,500 0 0
USANA HEALTH SCIENCES INC COM 90328M107 1,142 15,500 SH   OTR 1 0 15,500 0
V F CORP COM 918204108 592 8,431 SH   SOLE   8,431 0 0
V F CORP COM 918204108 3,196 45,496 SH   OTR 1 0 45,496 0
VALERO ENERGY CORP COM 91913Y100 625 14,421 SH   SOLE   14,421 0 0
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VALLEY NATL BANCORP COM 919794107 360 52,600 SH   OTR 1 0 52,600 0
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VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 307,622 999,910 SH   OTR 3 0 999,910 0
VANGUARD INDEX FDS VALUE ETF 922908744 0 0 SH   SOLE   0 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 3,842 36,762 SH   OTR 1 0 36,762 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 307,622 0 SH   SOLE   0 0 0
VAPOTHERM INC COM 922107107 67 2,300 SH   SOLE   2,300 0 0
VAPOTHERM INC COM 922107107 310 10,700 SH   OTR 1 0 10,700 0
VARIAN MED SYS INC COM 92220P105 405 2,352 SH   SOLE   2,352 0 0
VARIAN MED SYS INC COM 92220P105 2,232 12,976 SH   OTR 1 0 12,976 0
VARONIS SYS INC COM 922280102 92 800 SH   SOLE   800 0 0
VARONIS SYS INC COM 922280102 416 3,600 SH   OTR 1 0 3,600 0
VECTRUS INC COM 92242T101 388 10,203 SH   OTR 1 0 10,203 0
VECTRUS INC COM 92242T101 87 2,279 SH   SOLE   2,279 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 89 95,000 PRN   SOLE   95,000 0 0
VEEVA SYS INC CL A COM 922475108 253 900 SH   SOLE   900 0 0
VEEVA SYS INC CL A COM 922475108 15,224 54,141 SH   OTR 1 0 54,141 0
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VENTAS INC COM 92276F100 2,986 71,169 SH   OTR 1 0 71,169 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 4,516 4,471,000 PRN   DFND 1 0 4,471,000 0
VERINT SYS INC COM 92343X100 2,525 52,400 SH   OTR 1 0 52,400 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 29 29,000 PRN   SOLE   29,000 0 0
VERINT SYS INC COM 92343X100 573 11,900 SH   SOLE   11,900 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 69 68,000 PRN   OTR 4 0 68,000 0
VERISIGN INC COM 92343E102 570 2,783 SH   SOLE   2,783 0 0
VERISIGN INC COM 92343E102 4,948 24,153 SH   OTR 1 0 24,153 0
VERISK ANALYTICS INC COM 92345Y106 5,204 28,083 SH   OTR 1 0 28,083 0
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VERIZON COMMUNICATIONS INC COM 92343V104 39,897 670,650 SH   OTR 1 0 670,650 0
VERIZON COMMUNICATIONS INC COM 92343V104 6,835 114,887 SH   SOLE   114,887 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,002 16,844 SH   OTR 5 0 16,844 0
VERTEX PHARMACEUTICALS INC COM 92532F100 2,061 7,573 SH   SOLE   7,573 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 23,208 85,286 SH   OTR 1 0 85,286 0
VIACOMCBS INC CL B 92556H206 426 15,203 SH   SOLE   15,203 0 0
VIACOMCBS INC CL B 92556H206 2,249 80,277 SH   OTR 1 0 80,277 0
VIAVI SOLUTIONS INC COM 925550105 182 15,500 SH   SOLE   15,500 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 3,262 2,895,000 PRN   DFND 1 0 2,895,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 27,415 24,248,000 PRN   OTR 1 0 24,248,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 48 43,000 PRN   OTR 4 0 43,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 5,067 4,482,000 PRN   SOLE   4,482,000 0 0
VIAVI SOLUTIONS INC COM 925550105 798 68,000 SH   OTR 1 0 68,000 0
VICI PPTYS INC COM 925652109 33 1,400 SH   SOLE   1,400 0 0
VICI PPTYS INC COM 925652109 296 12,676 SH   OTR 1 0 12,676 0
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VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 0 0 SH   SOLE   0 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 1 86 SH   DFND 1 0 86 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 161 10,300 SH   OTR 1 0 10,300 0
VIR BIOTECHNOLOGY INC COM 92764N102 220 6,400 SH   SOLE   6,400 0 0
VIR BIOTECHNOLOGY INC COM 92764N102 972 28,300 SH   OTR 1 0 28,300 0
VISA INC COM CL A 92826C839 87,688 438,507 SH   OTR 1 0 438,507 0
VISA INC COM CL A 92826C839 9,039 45,200 SH   SOLE   45,200 0 0
VISA INC COM CL A 92826C839 2,742 13,713 SH   OTR 5 0 13,713 0
VISHAY INTERTECHNOLOGY INC COM 928298108 2,555 164,100 SH   OTR 1 0 164,100 0
VISHAY INTERTECHNOLOGY INC COM 928298108 575 36,900 SH   SOLE   36,900 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 131 135,000 PRN   SOLE   135,000 0 0
VISHAY PRECISION GROUP INC COM 92835K103 319 12,600 SH   SOLE   12,600 0 0
VISHAY PRECISION GROUP INC COM 92835K103 1,418 56,000 SH   OTR 1 0 56,000 0
VISTRA CORP COM 92840M102 320 13,918 SH   OTR 2 0 13,918 0
VISTRA CORP COM 92840M102 486 28,800 SH   SOLE   28,800 0 0
VISTRA CORP COM 92840M102 8,046 426,624 SH   OTR 1 0 426,624 0
VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 34 30,000 PRN   SOLE   30,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 12,821 13,239,000 PRN   OTR 1 0 13,239,000 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 3,904 4,031,000 PRN   SOLE   4,031,000 0 0
VORNADO RLTY TR SH BEN INT 929042109 752 22,320 SH   OTR 1 0 22,320 0
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VOXX INTL CORP CL A 91829F104 310 40,300 SH   OTR 1 0 40,300 0
VOXX INTL CORP CL A 91829F104 68 8,800 SH   SOLE   8,800 0 0
VOYA FINANCIAL INC COM 929089100 0 0 SH   SOLE   0 0 0
VOYA FINANCIAL INC COM 929089100 1,440 30,048 SH   OTR 1 0 30,048 0
VOYA PRIME RATE TR SH BEN INT 92913A100 377 85,512 SH   SOLE   85,512 0 0
VULCAN MATLS CO COM 929160109 2,556 18,859 SH   OTR 1 0 18,859 0
VULCAN MATLS CO COM 929160109 478 3,523 SH   SOLE   3,523 0 0
WABTEC COM 929740108 1,576 25,471 SH   OTR 1 0 25,471 0
WABTEC COM 929740108 292 4,726 SH   SOLE   4,726 0 0
WADDELL & REED FINL INC CL A 930059100 70 4,700 SH   SOLE   4,700 0 0
WADDELL & REED FINL INC CL A 930059100 327 22,000 SH   OTR 1 0 22,000 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 5,038 140,261 SH   OTR 1 0 140,261 0
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WALMART INC COM 931142103 2,409 17,219 SH   OTR 5 0 17,219 0
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WALMART INC COM 931142103 40,254 287,710 SH   OTR 1 0 287,710 0
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WATERS CORP COM 941848103 325 1,660 SH   SOLE   1,660 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 761 7,600 SH   OTR 1 0 7,600 0
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WEC ENERGY GROUP INC COM 92939U106 7,194 74,246 SH   OTR 1 0 74,246 0
WEC ENERGY GROUP INC COM 92939U106 769 7,935 SH   SOLE   7,935 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 71,435 19,042,000 PRN   OTR 1 0 19,042,000 0
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WELLPOINT INC NOTE 2.750%10/1 94973VBG1 25,844 6,889,000 PRN   SOLE   6,889,000 0 0
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WELLS FARGO CO NEW PERP PFD CNV A 949746804 62 46 SH   OTR 4 0 46 0
WELLS FARGO CO NEW COM 949746101 15,045 639,936 SH   OTR 1 0 639,936 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 26,614 19,816 SH   OTR 1 0 19,816 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 4,025 2,999 SH   DFND 1 0 2,999 0
WELLS FARGO CO NEW COM 949746101 2,707 115,160 SH   SOLE   115,160 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 17,133 12,757 SH   SOLE   12,757 0 0
WELLTOWER INC COM 95040Q104 5,204 94,456 SH   OTR 1 0 94,456 0
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WESBANCO INC COM 950810101 1,915 89,637 SH   OTR 1 0 89,637 0
WESBANCO INC COM 950810101 432 20,225 SH   SOLE   20,225 0 0
WEST BANCORPORATION INC CAP STK 95123P106 345 21,800 SH   OTR 1 0 21,800 0
WEST BANCORPORATION INC CAP STK 95123P106 79 5,000 SH   SOLE   5,000 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 9,918 36,080 SH   OTR 1 0 36,080 0
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WESTERN ASSET HIGH INCOME OP COM 95766K109 834 170,150 SH   SOLE   170,150 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 10,708 11,220,000 PRN   SOLE   11,220,000 0 0
WESTERN DIGITAL CORP. COM 958102105 1,574 43,077 SH   OTR 1 0 43,077 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 10,737 11,250,000 PRN   OTR 1 0 11,250,000 0
WESTERN DIGITAL CORP. COM 958102105 294 8,040 SH   SOLE   8,040 0 0
WESTERN UN CO COM 959802109 1,254 58,524 SH   OTR 1 0 58,524 0
WESTERN UN CO COM 959802109 207 9,673 SH   SOLE   9,673 0 0
WESTROCK CO COM 96145D105 1,882 54,167 SH   OTR 1 0 54,167 0
WESTROCK CO COM 96145D105 247 7,123 SH   SOLE   7,123 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 8,079 283,280 SH   OTR 1 0 283,280 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 690 24,187 SH   SOLE   24,187 0 0
WHIRLPOOL CORP COM 963320106 307 1,668 SH   SOLE   1,668 0 0
WHIRLPOOL CORP COM 963320106 2,335 12,700 SH   OTR 1 0 12,700 0
WHITING PETE CORP NEW COM NEW 966387508 10,608 613,532 SH   OTR 1 0 613,532 0
WHITING PETE CORP NEW COM NEW 966387508 3,652 211,236 SH   SOLE   211,236 0 0
WIDEOPENWEST INC COM 96758W101 215 41,500 SH   SOLE   41,500 0 0
WIDEOPENWEST INC COM 96758W101 967 186,300 SH   OTR 1 0 186,300 0
WILLIAMS COS INC COM 969457100 629 32,031 SH   SOLE   32,031 0 0
WILLIAMS COS INC COM 969457100 4,011 204,117 SH   OTR 1 0 204,117 0
WILLIAMS SONOMA INC COM 969904101 201 2,226 SH   OTR 1 0 2,226 0
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WINGSTOP INC COM 974155103 875 6,400 SH   OTR 1 0 6,400 0
WINGSTOP INC COM 974155103 191 1,400 SH   SOLE   1,400 0 0
WINMARK CORP COM 974250102 293 1,700 SH   OTR 1 0 1,700 0
WINMARK CORP COM 974250102 69 400 SH   SOLE   400 0 0
WINNEBAGO INDS INC COM 974637100 2,253 43,600 SH   OTR 1 0 43,600 0
WINNEBAGO INDS INC COM 974637100 501 9,700 SH   SOLE   9,700 0 0
WINTRUST FINL CORP COM 97650W108 204 5,100 SH   SOLE   5,100 0 0
WINTRUST FINL CORP COM 97650W108 264 6,600 SH   OTR 1 0 6,600 0
WIX COM LTD NOTE 7/0 92940WAB5 6,592 3,507,000 PRN   SOLE   3,507,000 0 0
WIX COM LTD NOTE 7/0 92940WAB5 27,903 14,844,000 PRN   OTR 1 0 14,844,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 20,937 13,587,000 PRN   OTR 1 0 13,587,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 108 70,000 PRN   OTR 4 0 70,000 0
WORKDAY INC CL A 98138H101 11,383 52,911 SH   OTR 1 0 52,911 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 6,971 4,524,000 PRN   SOLE   4,524,000 0 0
WORKDAY INC CL A 98138H101 387 1,800 SH   SOLE   1,800 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 7,273 4,735,000 PRN   DFND 1 0 4,735,000 0
WORKHORSE GROUP INC COM NEW 98138J206 154 6,100 SH   SOLE   6,100 0 0
WORKHORSE GROUP INC COM NEW 98138J206 703 27,800 SH   OTR 1 0 27,800 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 80 80,000 PRN   SOLE   80,000 0 0
WORKIVA INC COM CL A 98139A105 585 10,500 SH   OTR 1 0 10,500 0
WORKIVA INC COM CL A 98139A105 134 2,400 SH   SOLE   2,400 0 0
WORLD FUEL SVCS CORP COM 981475106 523 24,700 SH   SOLE   24,700 0 0
WORLD FUEL SVCS CORP COM 981475106 2,348 110,800 SH   OTR 1 0 110,800 0
WP CAREY INC COM 92936U109 197 3,026 SH   OTR 1 0 3,026 0
WP CAREY INC COM 92936U109 39 600 SH   SOLE   600 0 0
WYNN RESORTS LTD COM 983134107 992 13,821 SH   OTR 1 0 13,821 0
WYNN RESORTS LTD COM 983134107 193 2,690 SH   SOLE   2,690 0 0
XCEL ENERGY INC COM 98389B100 952 13,796 SH   SOLE   13,796 0 0
XCEL ENERGY INC COM 98389B100 5,601 81,155 SH   OTR 1 0 81,155 0
XENCOR INC COM 98401F105 1,756 45,274 SH   OTR 1 0 45,274 0
XENCOR INC COM 98401F105 396 10,206 SH   SOLE   10,206 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 11,156 594,331 SH   OTR 1 0 594,331 0
XEROX HOLDINGS CORP COM NEW 98421M106 156 8,291 SH   SOLE   8,291 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 1,062 56,593 SH   OTR 5 0 56,593 0
XILINX INC COM 983919101 663 6,360 SH   SOLE   6,360 0 0
XILINX INC COM 983919101 3,626 34,788 SH   OTR 1 0 34,788 0
XPERI HOLDING CORP COM 98390M103 1,101 95,800 SH   OTR 1 0 95,800 0
XPERI HOLDING CORP COM 98390M103 245 21,300 SH   SOLE   21,300 0 0
XPO LOGISTICS INC COM 983793100 6,101 72,060 SH   OTR 1 0 72,060 0
XPO LOGISTICS INC COM 983793100 313 3,700 SH   SOLE   3,700 0 0
XYLEM INC COM 98419M100 2,156 25,625 SH   OTR 1 0 25,625 0
XYLEM INC COM 98419M100 399 4,749 SH   SOLE   4,749 0 0
YELP INC CL A 985817105 456 22,700 SH   SOLE   22,700 0 0
YELP INC CL A 985817105 2,037 101,400 SH   OTR 1 0 101,400 0
YETI HLDGS INC COM 98585X104 199 4,400 SH   OTR 1 0 4,400 0
YETI HLDGS INC COM 98585X104 45 1,000 SH   SOLE   1,000 0 0
YORK WTR CO COM 987184108 135 3,200 SH   SOLE   3,200 0 0
YORK WTR CO COM 987184108 604 14,300 SH   OTR 1 0 14,300 0
YUM BRANDS INC COM 988498101 804 8,801 SH   SOLE   8,801 0 0
YUM BRANDS INC COM 988498101 1,142 12,504 SH   OTR 5 0 12,504 0
YUM BRANDS INC COM 988498101 9,028 98,882 SH   OTR 1 0 98,882 0
YUM CHINA HLDGS INC COM 98850P109 492 9,300 SH   OTR 1 0 9,300 0
YUM CHINA HLDGS INC COM 98850P109 69 1,300 SH   SOLE   1,300 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 368 1,458 SH   SOLE   1,458 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 1,918 7,596 SH   OTR 1 0 7,596 0
ZENDESK INC COM 98936J101 0 0 SH   SOLE   0 0 0
ZENDESK INC COM 98936J101 2,261 21,972 SH   OTR 1 0 21,972 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 284 199,000 PRN   SOLE   199,000 0 0
ZILLOW GROUP INC CL A 98954M101 12,972 127,749 SH   OTR 1 0 127,749 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 431 222,000 PRN   SOLE   222,000 0 0
ZILLOW GROUP INC CL A 98954M101 457 4,500 SH   SOLE   4,500 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 746 5,481 SH   SOLE   5,481 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 4,059 29,816 SH   OTR 1 0 29,816 0
ZIONS BANCORPORATION N A COM 989701107 682 23,349 SH   OTR 1 0 23,349 0
ZIONS BANCORPORATION N A COM 989701107 113 3,867 SH   SOLE   3,867 0 0
ZIX CORP COM 98974P100 476 81,500 SH   SOLE   81,500 0 0
ZIX CORP COM 98974P100 2,123 363,600 SH   OTR 1 0 363,600 0
ZOETIS INC CL A 98978V103 2,085 12,608 SH   SOLE   12,608 0 0
ZOETIS INC CL A 98978V103 14,714 88,979 SH   OTR 1 0 88,979 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 12,159 25,865 SH   OTR 1 0 25,865 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 376 800 SH   SOLE   800 0 0
ZUMIEZ INC COM 989817101 253 9,100 SH   OTR 1 0 9,100 0
ZUMIEZ INC COM 989817101 56 2,000 SH   SOLE   2,000 0 0
ZUORA INC COM CL A 98983V106 38 3,700 SH   SOLE   3,700 0 0
ZUORA INC COM CL A 98983V106 179 17,300 SH   OTR 1 0 17,300 0
ZYNEX INC COM 98986M103 127 7,300 SH   SOLE   7,300 0 0
ZYNEX INC COM 98986M103 586 33,600 SH   OTR 1 0 33,600 0
ZYNGA INC CL A 98986T108 2,521 276,376 SH   OTR 1 0 276,376 0
ZYNGA INC CL A 98986T108 0 0 SH   SOLE   0 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 4,332 3,409,000 PRN   SOLE   3,409,000 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 22,108 17,399,000 PRN   OTR 1 0 17,399,000 0