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
1LIFE HEALTHCARE INC COM 68269G107 109 2,500 SH   SOLE   2,500 0 0
1LIFE HEALTHCARE INC COM 68269G107 454 10,400 SH   OTR 1 0 10,400 0
21VIANET GROUP INC SPONSORED ADS A 90138A103 0 0 SH   SOLE   0 0 0
21VIANET GROUP INC SPONSORED ADS A 90138A103 1 31 SH   DFND 1 0 31 0
21VIANET GROUP INC SPONSORED ADS A 90138A103 458 13,200 SH   OTR 1 0 13,200 0
360 DIGITECH INC AMERICAN DEP 88557W101 1 69 SH   DFND 1 0 69 0
360 DIGITECH INC AMERICAN DEP 88557W101 0 0 SH   SOLE   0 0 0
360 DIGITECH INC AMERICAN DEP 88557W101 380 32,200 SH   OTR 1 0 32,200 0
3M CO COM 88579Y101 2,312 13,229 SH   SOLE   13,229 0 0
3M CO COM 88579Y101 16,644 95,221 SH   OTR 1 0 95,221 0
8X8 INC NEW COM 282914100 421 12,200 SH   OTR 1 0 12,200 0
8X8 INC NEW COM 282914100 100 2,900 SH   SOLE   2,900 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 73 50,000 PRN   SOLE   50,000 0 0
A10 NETWORKS INC COM 002121101 572 58,000 SH   SOLE   58,000 0 0
A10 NETWORKS INC COM 002121101 2,381 241,500 SH   OTR 1 0 241,500 0
ABBOTT LABS COM 002824100 1,242 11,342 SH   OTR 5 0 11,342 0
ABBOTT LABS COM 002824100 34,797 317,812 SH   OTR 1 0 317,812 0
ABBOTT LABS COM 002824100 4,490 41,007 SH   SOLE   41,007 0 0
ABBVIE INC COM 00287Y109 40,494 377,915 SH   OTR 1 0 377,915 0
ABBVIE INC COM 00287Y109 4,424 41,288 SH   SOLE   41,288 0 0
ABBVIE INC COM 00287Y109 1,317 12,294 SH   OTR 5 0 12,294 0
ABERCROMBIE & FITCH CO CL A 002896207 147 7,200 SH   SOLE   7,200 0 0
ABERCROMBIE & FITCH CO CL A 002896207 619 30,400 SH   OTR 1 0 30,400 0
ABIOMED INC COM 003654100 2,132 6,575 SH   OTR 1 0 6,575 0
ABIOMED INC COM 003654100 312 962 SH   SOLE   962 0 0
ACCO BRANDS CORP COM 00081T108 314 37,200 SH   SOLE   37,200 0 0
ACCO BRANDS CORP COM 00081T108 1,318 156,000 SH   OTR 1 0 156,000 0
ACCURAY INC COM 004397105 240 57,500 SH   OTR 1 0 57,500 0
ACCURAY INC COM 004397105 58 14,000 SH   SOLE   14,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,564 16,848 SH   SOLE   16,848 0 0
ACTIVISION BLIZZARD INC COM 00507V109 12,076 130,059 SH   OTR 1 0 130,059 0
ACUITY BRANDS INC COM 00508Y102 2,513 20,753 SH   OTR 1 0 20,753 0
ACUITY BRANDS INC COM 00508Y102 0 0 SH   SOLE   0 0 0
ADAPTHEALTH CORP COM CL A 00653Q102 710 18,900 SH   SOLE   18,900 0 0
ADAPTHEALTH CORP COM CL A 00653Q102 2,960 78,800 SH   OTR 1 0 78,800 0
ADDUS HOMECARE CORP COM 006739106 328 2,800 SH   SOLE   2,800 0 0
ADDUS HOMECARE CORP COM 006739106 1,347 11,500 SH   OTR 1 0 11,500 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 5,637 11,271 SH   SOLE   11,271 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 977 1,954 SH   OTR 5 0 1,954 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 61,350 122,671 SH   OTR 1 0 122,671 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,273 20,778 SH   OTR 1 0 20,778 0
ADVANCE AUTO PARTS INC COM 00751Y106 244 1,547 SH   SOLE   1,547 0 0
ADVANCED ENERGY INDS COM 007973100 873 9,000 SH   SOLE   9,000 0 0
ADVANCED ENERGY INDS COM 007973100 3,644 37,575 SH   OTR 1 0 37,575 0
ADVANCED MICRO DEVICES INC COM 007903107 22,762 248,193 SH   OTR 1 0 248,193 0
ADVANCED MICRO DEVICES INC COM 007903107 2,503 27,292 SH   SOLE   27,292 0 0
ADVANCED MICRO DEVICES INC COM 007903107 331 3,613 SH   OTR 5 0 3,613 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 378 33,000 PRN   SOLE   33,000 0 0
ADVANSIX INC COM 00773T101 634 31,700 SH   SOLE   31,700 0 0
ADVANSIX INC COM 00773T101 2,677 133,900 SH   OTR 1 0 133,900 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 210 19,400 SH   SOLE   19,400 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 877 80,900 SH   OTR 1 0 80,900 0
AECOM COM 00766T100 3,454 69,386 SH   OTR 1 0 69,386 0
AECOM COM 00766T100 0 0 SH   SOLE   0 0 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 70 76,000 PRN   SOLE   76,000 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 37 700 SH   SOLE   700 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 169 3,200 SH   OTR 1 0 3,200 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 2,899 1,426,000 PRN   SOLE   1,426,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 144 71,000 PRN   OTR 4 0 71,000 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 36,834 18,118,000 PRN   OTR 1 0 18,118,000 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 9,725 4,791,000 PRN   DFND 1 0 4,791,000 0
AES CORP COM 00130H105 7,147 304,118 SH   OTR 1 0 304,118 0
AES CORP COM 00130H105 587 24,996 SH   SOLE   24,996 0 0
AES CORP COM 00130H105 560 23,816 SH   OTR 5 0 23,816 0
AFLAC INC COM 001055102 147 3,308 SH   OTR 5 0 3,308 0
AFLAC INC COM 001055102 6,460 145,265 SH   OTR 1 0 145,265 0
AFLAC INC COM 001055102 627 14,101 SH   SOLE   14,101 0 0
AGCO CORP COM 001084102 1,121 10,876 SH   OTR 5 0 10,876 0
AGCO CORP COM 001084102 263 2,552 SH   SOLE   2,552 0 0
AGCO CORP COM 001084102 20,901 202,742 SH   OTR 1 0 202,742 0
AGILENT TECHNOLOGIES INC COM 00846U101 799 6,740 SH   SOLE   6,740 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 8,628 72,815 SH   OTR 1 0 72,815 0
AGNC INVT CORP COM 00123Q104 0 0 SH   SOLE   0 0 0
AGNC INVT CORP COM 00123Q104 2,398 153,697 SH   OTR 1 0 153,697 0
AGREE REALTY CORP COM 008492100 127 1,900 SH   SOLE   1,900 0 0
AGREE REALTY CORP COM 008492100 506 7,600 SH   OTR 1 0 7,600 0
AIR PRODS & CHEMS INC COM 009158106 9,989 36,562 SH   OTR 1 0 36,562 0
AIR PRODS & CHEMS INC COM 009158106 1,289 4,718 SH   SOLE   4,718 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 78 65,000 PRN   SOLE   65,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 369 3,512 SH   SOLE   3,512 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 8,866 84,449 SH   OTR 1 0 84,449 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 690 555,000 PRN   SOLE   555,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 90 73,000 PRN   OTR 4 0 73,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 6,180 4,993,000 PRN   DFND 1 0 4,993,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 2,142 1,914,000 PRN   SOLE   1,914,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 20,707 18,500,000 PRN   OTR 1 0 18,500,000 0
ALAMO GROUP INC COM 011311107 276 2,000 SH   OTR 1 0 2,000 0
ALAMO GROUP INC COM 011311107 55 400 SH   SOLE   400 0 0
ALARM COM HLDGS INC COM 011642105 797 7,700 SH   OTR 1 0 7,700 0
ALARM COM HLDGS INC COM 011642105 186 1,800 SH   SOLE   1,800 0 0
ALASKA AIR GROUP INC COM 011659109 123 2,356 SH   SOLE   2,356 0 0
ALASKA AIR GROUP INC COM 011659109 936 17,995 SH   OTR 1 0 17,995 0
ALBEMARLE CORP COM 012653101 2,285 15,491 SH   OTR 1 0 15,491 0
ALBEMARLE CORP COM 012653101 344 2,332 SH   SOLE   2,332 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 177 991 SH   OTR 5 0 991 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 7,190 40,341 SH   OTR 1 0 40,341 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 523 2,935 SH   SOLE   2,935 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 11,113 71,125 SH   OTR 1 0 71,125 0
ALEXION PHARMACEUTICALS INC COM 015351109 762 4,875 SH   SOLE   4,875 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 9 38 SH   DFND 1 0 38 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 10,151 43,619 SH   OTR 1 0 43,619 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,303 5,600 SH   SOLE   5,600 0 0
ALIGN TECHNOLOGY INC COM 016255101 839 1,570 SH   SOLE   1,570 0 0
ALIGN TECHNOLOGY INC COM 016255101 5,579 10,441 SH   OTR 1 0 10,441 0
ALLAKOS INC COM 01671P100 420 3,000 SH   SOLE   3,000 0 0
ALLAKOS INC COM 01671P100 1,820 13,000 SH   OTR 1 0 13,000 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 96 70,000 PRN   SOLE   70,000 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1,211 6,400 SH   OTR 1 0 6,400 0
ALLEGIANT TRAVEL CO COM 01748X102 303 1,600 SH   SOLE   1,600 0 0
ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 794 67,463 SH   SOLE   67,463 0 0
ALLIANT ENERGY CORP COM 018802108 292 5,672 SH   SOLE   5,672 0 0
ALLIANT ENERGY CORP COM 018802108 1,873 36,344 SH   OTR 1 0 36,344 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 675 13,200 SH   OTR 1 0 13,200 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 158 3,100 SH   SOLE   3,100 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 225 15,600 SH   OTR 1 0 15,600 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 56 3,900 SH   SOLE   3,900 0 0
ALLSTATE CORP COM 020002101 11 99 SH   DFND 1 0 99 0
ALLSTATE CORP COM 020002101 1,432 13,024 SH   OTR 5 0 13,024 0
ALLSTATE CORP COM 020002101 12,648 115,055 SH   OTR 1 0 115,055 0
ALLSTATE CORP COM 020002101 1,084 9,862 SH   SOLE   9,862 0 0
ALPHABET INC CAP STK CL A 02079K305 12,402 7,076 SH   SOLE   7,076 0 0
ALPHABET INC CAP STK CL A 02079K305 4,762 2,717 SH   OTR 5 0 2,717 0
ALPHABET INC CAP STK CL A 02079K305 125,154 71,409 SH   OTR 1 0 71,409 0
ALPHABET INC CAP STK CL C 02079K107 4,537 2,590 SH   OTR 5 0 2,590 0
ALPHABET INC CAP STK CL C 02079K107 11,573 6,606 SH   SOLE   6,606 0 0
ALPHABET INC CAP STK CL C 02079K107 131,384 74,996 SH   OTR 1 0 74,996 0
ALPINE INCOME PPTY TR INC COM 02083X103 483 32,200 SH   OTR 1 0 32,200 0
ALPINE INCOME PPTY TR INC COM 02083X103 114 7,600 SH   SOLE   7,600 0 0
ALTERYX INC COM CL A 02156B103 0 0 SH   SOLE   0 0 0
ALTERYX INC COM CL A 02156B103 1,113 9,142 SH   OTR 1 0 9,142 0
ALTERYX INC NOTE 0.500% 8/0 02156BAD5 151 145,000 PRN   SOLE   145,000 0 0
ALTICE USA INC CL A 02156K103 12,841 339,074 SH   OTR 1 0 339,074 0
ALTICE USA INC CL A 02156K103 260 6,872 SH   SOLE   6,872 0 0
ALTRIA GROUP INC COM 02209S103 964 23,522 SH   SOLE   23,522 0 0
ALTRIA GROUP INC COM 02209S103 12,467 304,068 SH   OTR 1 0 304,068 0
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 545 39,700 SH   OTR 1 0 39,700 0
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 132 9,600 SH   SOLE   9,600 0 0
AMAZON COM INC COM 023135106 32,488 9,975 SH   SOLE   9,975 0 0
AMAZON COM INC COM 023135106 365,532 112,232 SH   OTR 1 0 112,232 0
AMAZON COM INC COM 023135106 12,266 3,766 SH   OTR 5 0 3,766 0
AMEDISYS INC COM 023436108 6,669 22,734 SH   OTR 1 0 22,734 0
AMEDISYS INC COM 023436108 225 766 SH   SOLE   766 0 0
AMER SOFTWARE INC CL A 029683109 689 40,100 SH   OTR 1 0 40,100 0
AMER SOFTWARE INC CL A 029683109 165 9,600 SH   SOLE   9,600 0 0
AMERCO COM 023586100 1,234 2,718 SH   OTR 1 0 2,718 0
AMERCO COM 023586100 0 0 SH   SOLE   0 0 0
AMEREN CORP COM 023608102 2,808 35,971 SH   OTR 1 0 35,971 0
AMEREN CORP COM 023608102 407 5,216 SH   SOLE   5,216 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 184 11,658 SH   SOLE   11,658 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,402 88,875 SH   OTR 1 0 88,875 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 14,260 11,330,000 PRN   OTR 1 0 11,330,000 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 1,194 949,000 PRN   SOLE   949,000 0 0
AMERICAN ELEC PWR CO INC COM 025537101 897 10,770 SH   SOLE   10,770 0 0
AMERICAN ELEC PWR CO INC COM 025537101 7,226 86,775 SH   OTR 1 0 86,775 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 777 28,100 SH   SOLE   28,100 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 3,239 117,100 SH   OTR 1 0 117,100 0
AMERICAN EXPRESS CO COM 025816109 1,686 13,943 SH   SOLE   13,943 0 0
AMERICAN EXPRESS CO COM 025816109 10 80 SH   DFND 1 0 80 0
AMERICAN EXPRESS CO COM 025816109 13,119 108,499 SH   OTR 1 0 108,499 0
AMERICAN FIN TR INC COM CLASS A 02607T109 146 19,600 SH   OTR 1 0 19,600 0
AMERICAN FIN TR INC COM CLASS A 02607T109 34 4,600 SH   SOLE   4,600 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 2,656 88,534 SH   OTR 1 0 88,534 0
AMERICAN HOMES 4 RENT CL A 02665T306 0 0 SH   SOLE   0 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 710 18,751 SH   SOLE   18,751 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 5,953 157,250 SH   OTR 1 0 157,250 0
AMERICAN NATIONAL GROUP INC COM NEW 02772A109 74 766 SH   SOLE   766 0 0
AMERICAN NATIONAL GROUP INC COM NEW 02772A109 1,415 14,725 SH   OTR 1 0 14,725 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 296 9,700 SH   SOLE   9,700 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,234 40,500 SH   OTR 1 0 40,500 0
AMERICAN TOWER CORP NEW COM 03027X100 22,925 102,135 SH   OTR 1 0 102,135 0
AMERICAN TOWER CORP NEW COM 03027X100 613 2,731 SH   OTR 5 0 2,731 0
AMERICAN TOWER CORP NEW COM 03027X100 2,347 10,456 SH   SOLE   10,456 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 1,126 12,000 SH   OTR 1 0 12,000 0
AMERICAN WOODMARK CORPORATIO COM 030506109 263 2,800 SH   SOLE   2,800 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 4,048 26,378 SH   OTR 1 0 26,378 0
AMERICAN WTR WKS CO INC NEW COM 030420103 608 3,960 SH   SOLE   3,960 0 0
AMERICAS CAR-MART INC COM 03062T105 494 4,500 SH   OTR 1 0 4,500 0
AMERICAS CAR-MART INC COM 03062T105 121 1,100 SH   SOLE   1,100 0 0
AMERIPRISE FINL INC COM 03076C106 1,352 6,958 SH   OTR 5 0 6,958 0
AMERIPRISE FINL INC COM 03076C106 18,904 97,277 SH   OTR 1 0 97,277 0
AMERIPRISE FINL INC COM 03076C106 866 4,457 SH   SOLE   4,457 0 0
AMERISOURCEBERGEN CORP COM 03073E105 694 7,104 SH   OTR 5 0 7,104 0
AMERISOURCEBERGEN CORP COM 03073E105 373 3,815 SH   SOLE   3,815 0 0
AMERISOURCEBERGEN CORP COM 03073E105 14,165 144,898 SH   OTR 1 0 144,898 0
AMETEK INC COM 031100100 604 4,991 SH   SOLE   4,991 0 0
AMETEK INC COM 031100100 4,049 33,477 SH   OTR 1 0 33,477 0
AMGEN INC COM 031162100 46,395 201,789 SH   OTR 1 0 201,789 0
AMGEN INC COM 031162100 2,209 9,608 SH   OTR 5 0 9,608 0
AMGEN INC COM 031162100 3,296 14,334 SH   SOLE   14,334 0 0
AMICUS THERAPEUTICS INC COM 03152W109 2,735 118,441 SH   OTR 1 0 118,441 0
AMICUS THERAPEUTICS INC COM 03152W109 655 28,365 SH   SOLE   28,365 0 0
AMKOR TECHNOLOGY INC COM 031652100 2,496 165,524 SH   OTR 1 0 165,524 0
AMKOR TECHNOLOGY INC COM 031652100 596 39,501 SH   SOLE   39,501 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,874 93,200 SH   OTR 1 0 93,200 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 450 22,400 SH   SOLE   22,400 0 0
AMPHENOL CORP NEW CL A 032095101 5,757 44,022 SH   OTR 1 0 44,022 0
AMPHENOL CORP NEW CL A 032095101 865 6,616 SH   SOLE   6,616 0 0
ANALOG DEVICES INC COM 032654105 9,367 63,407 SH   OTR 1 0 63,407 0
ANALOG DEVICES INC COM 032654105 1,189 8,049 SH   SOLE   8,049 0 0
ANAPLAN INC COM 03272L108 0 0 SH   SOLE   0 0 0
ANAPLAN INC COM 03272L108 1,622 22,575 SH   OTR 1 0 22,575 0
ANDERSONS INC COM 034164103 306 12,500 SH   SOLE   12,500 0 0
ANDERSONS INC COM 034164103 1,275 52,000 SH   OTR 1 0 52,000 0
ANGIODYNAMICS INC COM 03475V101 46 3,000 SH   SOLE   3,000 0 0
ANGIODYNAMICS INC COM 03475V101 190 12,400 SH   OTR 1 0 12,400 0
ANI PHARMACEUTICALS INC COM 00182C103 78 2,700 SH   SOLE   2,700 0 0
ANI PHARMACEUTICALS INC COM 00182C103 337 11,600 SH   OTR 1 0 11,600 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 1,287 152,287 SH   SOLE   152,287 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 480 56,818 SH   OTR 1 0 56,818 0
ANSYS INC COM 03662Q105 4,546 12,496 SH   OTR 1 0 12,496 0
ANSYS INC COM 03662Q105 669 1,840 SH   SOLE   1,840 0 0
ANTARES PHARMA INC COM 036642106 329 82,400 SH   SOLE   82,400 0 0
ANTARES PHARMA INC COM 036642106 1,368 342,900 SH   OTR 1 0 342,900 0
ANTHEM INC COM 036752103 1,817 5,660 SH   OTR 5 0 5,660 0
ANTHEM INC COM 036752103 2,146 6,684 SH   SOLE   6,684 0 0
ANTHEM INC COM 036752103 30,208 94,078 SH   OTR 1 0 94,078 0
APACHE CORP COM 037411105 779 54,929 SH   OTR 1 0 54,929 0
APACHE CORP COM 037411105 102 7,200 SH   SOLE   7,200 0 0
APARTMENT INCOME REIT CORP COM 03750L109 538 13,994 SH   OTR 1 0 13,994 0
APARTMENT INCOME REIT CORP COM 03750L109 0 0 SH   SOLE   0 0 0
APARTMENT INVT & MGMT CO CL A 03748R747 74 13,994 SH   OTR 1 0 13,994 0
APARTMENT INVT & MGMT CO CL A 03748R747 0 0 SH   SOLE   0 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 572 10,000 SH   SOLE   10,000 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 2,408 42,100 SH   OTR 1 0 42,100 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 138 82,000 PRN   OTR 4 0 82,000 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 9,857 5,875,000 PRN   DFND 1 0 5,875,000 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 1,445 856,000 PRN   SOLE   856,000 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 20,362 12,065,000 PRN   OTR 1 0 12,065,000 0
APOLLO COML REAL EST FIN INC COM 03762U105 25 2,200 SH   SOLE   2,200 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 103 9,200 SH   OTR 1 0 9,200 0
APPFOLIO INC COM CL A 03783C100 90 500 SH   SOLE   500 0 0
APPFOLIO INC COM CL A 03783C100 396 2,200 SH   OTR 1 0 2,200 0
APPIAN CORP CL A 03782L101 827 5,100 SH   OTR 1 0 5,100 0
APPIAN CORP CL A 03782L101 211 1,300 SH   SOLE   1,300 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 2,330 180,458 SH   OTR 1 0 180,458 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 45 3,522 SH   SOLE   3,522 0 0
APPLE INC COM 037833100 537,028 4,047,241 SH   OTR 1 0 4,047,241 0
APPLE INC COM 037833100 18,163 136,885 SH   OTR 5 0 136,885 0
APPLE INC COM 037833100 48,106 362,541 SH   SOLE   362,541 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,248 16,000 SH   OTR 1 0 16,000 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 296 3,800 SH   SOLE   3,800 0 0
APPLIED MATLS INC COM 038222105 1,894 21,948 SH   SOLE   21,948 0 0
APPLIED MATLS INC COM 038222105 555 6,426 SH   OTR 5 0 6,426 0
APPLIED MATLS INC COM 038222105 21,496 249,087 SH   OTR 1 0 249,087 0
ARCBEST CORP COM 03937C105 2,219 52,000 SH   OTR 1 0 52,000 0
ARCBEST CORP COM 03937C105 529 12,400 SH   SOLE   12,400 0 0
ARCH RESOURCES INC CL A 03940R107 481 11,000 SH   OTR 1 0 11,000 0
ARCH RESOURCES INC CL A 03940R107 114 2,600 SH   SOLE   2,600 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,081 80,962 SH   OTR 1 0 80,962 0
ARCHER DANIELS MIDLAND CO COM 039483102 625 12,393 SH   SOLE   12,393 0 0
ARCONIC CORPORATION COM 03966V107 1,040 34,900 SH   OTR 1 0 34,900 0
ARCONIC CORPORATION COM 03966V107 247 8,300 SH   SOLE   8,300 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 608 7,908 SH   SOLE   7,908 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 2,526 32,872 SH   OTR 1 0 32,872 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 8,667 8,435,000 PRN   OTR 1 0 8,435,000 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 339 330,000 PRN   OTR 5 0 330,000 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 2,125 2,068,000 PRN   SOLE   2,068,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 16,845 15,929,000 PRN   SOLE   15,929,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 185 175,000 PRN   OTR 5 0 175,000 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 28,262 26,725,000 PRN   OTR 1 0 26,725,000 0
ARES COML REAL ESTATE CORP COM 04013V108 871 73,100 SH   OTR 1 0 73,100 0
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ARISTA NETWORKS INC COM 040413106 2,303 7,927 SH   OTR 1 0 7,927 0
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ARMADA HOFFLER PPTYS INC COM 04208T108 236 21,000 SH   OTR 1 0 21,000 0
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ARROW ELECTRS INC COM 042735100 12,190 125,285 SH   OTR 1 0 125,285 0
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ARROW ELECTRS INC COM 042735100 1,130 11,610 SH   OTR 5 0 11,610 0
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ARROWHEAD PHARMACEUTICALS IN COM 04280A100 3,286 42,826 SH   OTR 1 0 42,826 0
ARTESIAN RES CORP CL A 043113208 481 12,984 SH   OTR 1 0 12,984 0
ARTESIAN RES CORP CL A 043113208 119 3,200 SH   SOLE   3,200 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 488 9,700 SH   SOLE   9,700 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 2,039 40,500 SH   OTR 1 0 40,500 0
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ASBURY AUTOMOTIVE GROUP INC COM 043436104 146 1,000 SH   SOLE   1,000 0 0
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ASSURANT INC COM 04621X108 1,176 8,631 SH   OTR 1 0 8,631 0
ASSURANT INC COM 04621X108 154 1,133 SH   SOLE   1,133 0 0
AT HOME GROUP INC COM 04650Y100 349 22,600 SH   SOLE   22,600 0 0
AT HOME GROUP INC COM 04650Y100 1,447 93,600 SH   OTR 1 0 93,600 0
AT&T INC COM 00206R102 4,517 157,049 SH   SOLE   157,049 0 0
AT&T INC COM 00206R102 33,063 1,149,633 SH   OTR 1 0 1,149,633 0
AT&T INC COM 00206R102 568 19,764 SH   OTR 5 0 19,764 0
ATARA BIOTHERAPEUTICS INC COM 046513107 1,100 56,039 SH   OTR 1 0 56,039 0
ATARA BIOTHERAPEUTICS INC COM 046513107 265 13,492 SH   SOLE   13,492 0 0
ATKORE INTL GROUP INC COM 047649108 3,068 74,624 SH   OTR 1 0 74,624 0
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ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 76 1,400 SH   SOLE   1,400 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 316 5,800 SH   OTR 1 0 5,800 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 4,900 4,722,000 PRN   DFND 1 0 4,722,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 23,795 22,711,000 PRN   OTR 1 0 22,711,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 1,598 1,525,000 PRN   SOLE   1,525,000 0 0
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ATMOS ENERGY CORP COM 049560105 1,748 18,318 SH   OTR 1 0 18,318 0
ATMOS ENERGY CORP COM 049560105 268 2,807 SH   SOLE   2,807 0 0
AUTODESK INC COM 052769106 30,146 98,729 SH   OTR 1 0 98,729 0
AUTODESK INC COM 052769106 1,866 6,112 SH   SOLE   6,112 0 0
AUTODESK INC COM 052769106 1,677 5,491 SH   OTR 5 0 5,491 0
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AUTONATION INC COM 05329W102 11,942 171,107 SH   OTR 1 0 171,107 0
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AUTOZONE INC COM 053332102 12,818 10,813 SH   OTR 1 0 10,813 0
AUTOZONE INC COM 053332102 584 493 SH   SOLE   493 0 0
AVALONBAY CMNTYS INC COM 053484101 491 3,062 SH   SOLE   3,062 0 0
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AVERY DENNISON CORP COM 053611109 309 1,995 SH   SOLE   1,995 0 0
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AVNET INC COM 053807103 6,779 193,081 SH   OTR 1 0 193,081 0
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AXCELIS TECHNOLOGIES INC COM NEW 054540208 2,676 91,900 SH   OTR 1 0 91,900 0
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AXSOME THERAPEUTICS INC COM 05464T104 261 3,200 SH   OTR 1 0 3,200 0
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AZZ INC COM 002474104 161 3,400 SH   SOLE   3,400 0 0
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B & G FOODS INC NEW COM 05508R106 444 16,000 SH   OTR 1 0 16,000 0
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B. RILEY FINANCIAL INC COM 05580M108 1,097 24,800 SH   OTR 1 0 24,800 0
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BAIDU INC SPON ADR REP A 056752108 2 11 SH   DFND 1 0 11 0
BAIDU INC SPON ADR REP A 056752108 2,660 12,300 SH   OTR 1 0 12,300 0
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BAKER HUGHES COMPANY CL A 05722G100 2,081 99,795 SH   OTR 1 0 99,795 0
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BALLYS CORPORATION COM 05875B106 1,904 37,900 SH   OTR 1 0 37,900 0
BALLYS CORPORATION COM 05875B106 457 9,100 SH   SOLE   9,100 0 0
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BANCORP INC DEL COM 05969A105 2,249 164,755 SH   OTR 1 0 164,755 0
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BANK NEW YORK MELLON CORP COM 064058100 12,751 300,446 SH   OTR 1 0 300,446 0
BANK NEW YORK MELLON CORP COM 064058100 1,117 26,330 SH   SOLE   26,330 0 0
BANK NEW YORK MELLON CORP COM 064058100 1,427 33,631 SH   OTR 5 0 33,631 0
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BEAZER HOMES USA INC COM NEW 07556Q881 1,586 104,700 SH   OTR 1 0 104,700 0
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BERKLEY W R CORP COM 084423102 1,361 20,487 SH   OTR 1 0 20,487 0
BERKLEY W R CORP COM 084423102 179 2,694 SH   SOLE   2,694 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,452 10,576 SH   OTR 5 0 10,576 0
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BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 75,143 324,073 SH   OTR 1 0 324,073 0
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BIO RAD LABS INC CL A 090572207 297 510 SH   SOLE   510 0 0
BIO RAD LABS INC CL A 090572207 1,882 3,229 SH   OTR 1 0 3,229 0
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BIOGEN INC COM 09062X103 1,410 5,758 SH   OTR 5 0 5,758 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 12,079 11,256,000 PRN   DFND 1 0 11,256,000 0
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BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 54,487 50,658,000 PRN   OTR 1 0 50,658,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 174 162,000 PRN   OTR 4 0 162,000 0
BJS WHSL CLUB HLDGS INC COM 05550J101 435 11,656 SH   OTR 5 0 11,656 0
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BK OF AMERICA CORP COM 060505104 719 23,706 SH   OTR 5 0 23,706 0
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BK OF AMERICA CORP COM 060505104 58,980 1,945,899 SH   OTR 1 0 1,945,899 0
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BLACKROCK INC COM 09247X101 1,153 1,598 SH   OTR 5 0 1,598 0
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DOLLAR GEN CORP NEW COM 256677105 1,523 7,243 SH   OTR 5 0 7,243 0
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DOW INC COM 260557103 7,417 133,640 SH   OTR 1 0 133,640 0
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F5 NETWORKS INC COM 315616102 207 1,175 SH   SOLE   1,175 0 0
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FACEBOOK INC CL A 30303M102 14,794 54,160 SH   SOLE   54,160 0 0
FACEBOOK INC CL A 30303M102 172,733 632,350 SH   OTR 1 0 632,350 0
FACEBOOK INC CL A 30303M102 5,088 18,626 SH   OTR 5 0 18,626 0
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FAIR ISAAC CORP COM 303250104 5,856 11,459 SH   OTR 1 0 11,459 0
FARMERS NATIONAL BANC CORP COM 309627107 690 51,963 SH   OTR 1 0 51,963 0
FARMERS NATIONAL BANC CORP COM 309627107 169 12,759 SH   SOLE   12,759 0 0
FASTENAL CO COM 311900104 613 12,563 SH   SOLE   12,563 0 0
FASTENAL CO COM 311900104 4,079 83,539 SH   OTR 1 0 83,539 0
FATE THERAPEUTICS INC COM 31189P102 673 7,400 SH   SOLE   7,400 0 0
FATE THERAPEUTICS INC COM 31189P102 2,837 31,200 SH   OTR 1 0 31,200 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 112 1,312 SH   SOLE   1,312 0 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 1,480 17,390 SH   OTR 1 0 17,390 0
FEDERATED HERMES INC CL B 314211103 685 23,700 SH   SOLE   23,700 0 0
FEDERATED HERMES INC CL B 314211103 2,866 99,200 SH   OTR 1 0 99,200 0
FEDEX CORP COM 31428X106 1,722 6,631 SH   SOLE   6,631 0 0
FEDEX CORP COM 31428X106 16,643 64,105 SH   OTR 1 0 64,105 0
FEDEX CORP COM 31428X106 1,559 6,004 SH   OTR 5 0 6,004 0
FIBROGEN INC COM 31572Q808 447 12,039 SH   SOLE   12,039 0 0
FIBROGEN INC COM 31572Q808 1,861 50,166 SH   OTR 1 0 50,166 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 875 22,390 SH   OTR 1 0 22,390 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 31 800 SH   SOLE   800 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 14,368 101,566 SH   OTR 1 0 101,566 0
FIDELITY NATL INFORMATION SV COM 31620M106 136 961 SH   OTR 5 0 961 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,865 13,186 SH   SOLE   13,186 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 51 4,500 SH   SOLE   4,500 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 213 18,700 SH   OTR 1 0 18,700 0
FIFTH THIRD BANCORP COM 316773100 1,297 47,029 SH   OTR 5 0 47,029 0
FIFTH THIRD BANCORP COM 316773100 594 21,560 SH   SOLE   21,560 0 0
FIFTH THIRD BANCORP COM 316773100 9,788 355,020 SH   OTR 1 0 355,020 0
FINANCIAL INSTNS INC COM 317585404 428 19,023 SH   SOLE   19,023 0 0
FINANCIAL INSTNS INC COM 317585404 1,796 79,831 SH   OTR 1 0 79,831 0
FINVOLUTION GROUP SPONSORED ADS 31810T101 1 385 SH   DFND 1 0 385 0
FINVOLUTION GROUP SPONSORED ADS 31810T101 0 0 SH   SOLE   0 0 0
FINVOLUTION GROUP SPONSORED ADS 31810T101 215 80,700 SH   OTR 1 0 80,700 0
FIRST AMERN FINL CORP COM 31847R102 1,884 36,490 SH   OTR 1 0 36,490 0
FIRST AMERN FINL CORP COM 31847R102 0 0 SH   SOLE   0 0 0
FIRST BANCORP P R COM NEW 318672706 325 35,300 SH   SOLE   35,300 0 0
FIRST BANCORP P R COM NEW 318672706 1,356 147,100 SH   OTR 1 0 147,100 0
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 54 5,800 SH   SOLE   5,800 0 0
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 195 20,800 SH   OTR 1 0 20,800 0
FIRST BUS FINL SVCS INC WIS COM 319390100 444 24,099 SH   OTR 1 0 24,099 0
FIRST BUS FINL SVCS INC WIS COM 319390100 119 6,467 SH   SOLE   6,467 0 0
FIRST BUSEY CORP COM NEW 319383204 371 17,200 SH   OTR 1 0 17,200 0
FIRST BUSEY CORP COM NEW 319383204 88 4,100 SH   SOLE   4,100 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 872 79,700 SH   OTR 1 0 79,700 0
FIRST COMWLTH FINL CORP PA COM 319829107 209 19,100 SH   SOLE   19,100 0 0
FIRST FINL BANCORP OH COM 320209109 123 7,000 SH   SOLE   7,000 0 0
FIRST FINL BANCORP OH COM 320209109 524 29,900 SH   OTR 1 0 29,900 0
FIRST FINL BANKSHARES COM 32020R109 774 21,400 SH   OTR 1 0 21,400 0
FIRST FINL BANKSHARES COM 32020R109 188 5,200 SH   SOLE   5,200 0 0
FIRST FNDTN INC COM 32026V104 2,189 109,460 SH   OTR 1 0 109,460 0
FIRST FNDTN INC COM 32026V104 520 26,010 SH   SOLE   26,010 0 0
FIRST HAWAIIAN INC COM 32051X108 2,467 104,635 SH   OTR 1 0 104,635 0
FIRST HAWAIIAN INC COM 32051X108 160 6,803 SH   SOLE   6,803 0 0
FIRST INDL RLTY TR INC COM 32054K103 240 5,700 SH   SOLE   5,700 0 0
FIRST INDL RLTY TR INC COM 32054K103 1,796 42,625 SH   OTR 1 0 42,625 0
FIRST INTERNET BANCORP COM 320557101 371 12,921 SH   SOLE   12,921 0 0
FIRST INTERNET BANCORP COM 320557101 1,531 53,256 SH   OTR 1 0 53,256 0
FIRST LONG IS CORP COM 320734106 338 18,914 SH   SOLE   18,914 0 0
FIRST LONG IS CORP COM 320734106 1,422 79,685 SH   OTR 1 0 79,685 0
FIRST NORTHWEST BANCORP COM 335834107 388 24,900 SH   OTR 1 0 24,900 0
FIRST NORTHWEST BANCORP COM 335834107 100 6,400 SH   SOLE   6,400 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 610 4,155 SH   SOLE   4,155 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 11,397 77,566 SH   OTR 1 0 77,566 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 683 4,647 SH   OTR 5 0 4,647 0
FIRST SOLAR INC COM 336433107 84 853 SH   SOLE   853 0 0
FIRST SOLAR INC COM 336433107 5,338 53,967 SH   OTR 1 0 53,967 0
FIRSTENERGY CORP COM 337932107 400 13,056 SH   SOLE   13,056 0 0
FIRSTENERGY CORP COM 337932107 402 13,129 SH   OTR 5 0 13,129 0
FIRSTENERGY CORP COM 337932107 6,162 201,308 SH   OTR 1 0 201,308 0
FISERV INC COM 337738108 1,332 11,699 SH   SOLE   11,699 0 0
FISERV INC COM 337738108 10,547 92,630 SH   OTR 1 0 92,630 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 3,412 83,698 SH   OTR 1 0 83,698 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 820 20,124 SH   SOLE   20,124 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 3,311 12,135 SH   OTR 1 0 12,135 0
FLEETCOR TECHNOLOGIES INC COM 339041105 516 1,893 SH   SOLE   1,893 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 40 45,000 PRN   SOLE   45,000 0 0
FLIR SYS INC COM 302445101 110 2,504 SH   SOLE   2,504 0 0
FLIR SYS INC COM 302445101 7 151 SH   OTR 5 0 151 0
FLIR SYS INC COM 302445101 858 19,571 SH   OTR 1 0 19,571 0
FLOWSERVE CORP COM 34354P105 698 18,955 SH   OTR 1 0 18,955 0
FLOWSERVE CORP COM 34354P105 91 2,475 SH   SOLE   2,475 0 0
FLUENT INC COM 34380C102 277 52,200 SH   OTR 1 0 52,200 0
FLUENT INC COM 34380C102 67 12,700 SH   SOLE   12,700 0 0
FLUOR CORP NEW COM 343412102 358 22,400 SH   SOLE   22,400 0 0
FLUOR CORP NEW COM 343412102 1,474 92,300 SH   OTR 1 0 92,300 0
FLUSHING FINL CORP COM 343873105 1,953 117,353 SH   OTR 1 0 117,353 0
FLUSHING FINL CORP COM 343873105 468 28,155 SH   SOLE   28,155 0 0
FLWS/1-800 FLOWERS CL A 68243Q106 1,132 43,550 SH   OTR 1 0 43,550 0
FLWS/1-800 FLOWERS CL A 68243Q106 268 10,296 SH   SOLE   10,296 0 0
FMC CORP COM NEW 302491303 2,170 18,881 SH   OTR 1 0 18,881 0
FMC CORP COM NEW 302491303 331 2,879 SH   SOLE   2,879 0 0
FOOT LOCKER INC COM 344849104 2,517 62,245 SH   OTR 1 0 62,245 0
FOOT LOCKER INC COM 344849104 152 3,763 SH   SOLE   3,763 0 0
FORD MTR CO DEL COM 345370860 14,453 1,644,235 SH   OTR 1 0 1,644,235 0
FORD MTR CO DEL COM 345370860 986 112,184 SH   SOLE   112,184 0 0
FORMFACTOR INC COM 346375108 860 20,000 SH   SOLE   20,000 0 0
FORMFACTOR INC COM 346375108 3,588 83,400 SH   OTR 1 0 83,400 0
FORTERRA INC COM 34960W106 100 5,800 SH   SOLE   5,800 0 0
FORTERRA INC COM 34960W106 416 24,200 SH   OTR 1 0 24,200 0
FORTINET INC COM 34959E109 1,303 8,773 SH   OTR 5 0 8,773 0
FORTINET INC COM 34959E109 756 5,087 SH   SOLE   5,087 0 0
FORTINET INC COM 34959E109 25,792 173,651 SH   OTR 1 0 173,651 0
FORTIVE CORP COM 34959J108 10,532 148,716 SH   OTR 1 0 148,716 0
FORTIVE CORP COM 34959J108 513 7,238 SH   SOLE   7,238 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 589 570,000 PRN   SOLE   570,000 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 261 3,050 SH   SOLE   3,050 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 4,332 50,538 SH   OTR 1 0 50,538 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 43,729 66,761,152 PRN   OTR 1 0 66,761,152 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 19,804 30,234,632 PRN   SOLE   30,234,632 0 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 138 210,914 PRN   OTR 5 0 210,914 0
FOSTER L B CO COM 350060109 83 5,501 SH   SOLE   5,501 0 0
FOSTER L B CO COM 350060109 362 24,036 SH   OTR 1 0 24,036 0
FOUR CORNERS PPTY TR INC COM 35086T109 1,989 66,800 SH   OTR 1 0 66,800 0
FOUR CORNERS PPTY TR INC COM 35086T109 476 16,000 SH   SOLE   16,000 0 0
FOX CORP CL A COM 35137L105 1,430 49,117 SH   OTR 1 0 49,117 0
FOX CORP CL A COM 35137L105 259 8,900 SH   SOLE   8,900 0 0
FOX CORP CL B COM 35137L204 3,130 108,378 SH   OTR 1 0 108,378 0
FOX CORP CL B COM 35137L204 92 3,200 SH   OTR 5 0 3,200 0
FOX CORP CL B COM 35137L204 66 2,300 SH   SOLE   2,300 0 0
FOX FACTORY HLDG CORP COM 35138V102 254 2,400 SH   SOLE   2,400 0 0
FOX FACTORY HLDG CORP COM 35138V102 1,068 10,100 SH   OTR 1 0 10,100 0
FRANKLIN ELEC INC COM 353514102 747 10,800 SH   SOLE   10,800 0 0
FRANKLIN ELEC INC COM 353514102 3,135 45,300 SH   OTR 1 0 45,300 0
FRANKLIN RESOURCES INC COM 354613101 223 8,941 SH   SOLE   8,941 0 0
FRANKLIN RESOURCES INC COM 354613101 1,421 56,849 SH   OTR 1 0 56,849 0
FREEPORT-MCMORAN INC CL B 35671D857 12,063 463,614 SH   OTR 1 0 463,614 0
FREEPORT-MCMORAN INC CL B 35671D857 877 33,718 SH   SOLE   33,718 0 0
FREEPORT-MCMORAN INC CL B 35671D857 305 11,732 SH   OTR 5 0 11,732 0
FRESHPET INC COM 358039105 1,136 8,000 SH   OTR 1 0 8,000 0
FRESHPET INC COM 358039105 270 1,900 SH   SOLE   1,900 0 0
FS BANCORP INC COM 30263Y104 186 3,392 SH   SOLE   3,392 0 0
FS BANCORP INC COM 30263Y104 787 14,353 SH   OTR 1 0 14,353 0
FTI CONSULTING INC COM 302941109 3,255 29,132 SH   OTR 1 0 29,132 0
FTI CONSULTING INC COM 302941109 0 0 SH   SOLE   0 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 107 85,000 PRN   SOLE   85,000 0 0
FUELCELL ENERGY INC COM 35952H601 240 21,500 SH   SOLE   21,500 0 0
FUELCELL ENERGY INC COM 35952H601 1,022 91,500 SH   OTR 1 0 91,500 0
FUTUREFUEL CORP COM 36116M106 151 11,900 SH   OTR 1 0 11,900 0
FUTUREFUEL CORP COM 36116M106 36 2,850 SH   SOLE   2,850 0 0
G III APPAREL GROUP LTD COM 36237H101 480 20,200 SH   OTR 1 0 20,200 0
G III APPAREL GROUP LTD COM 36237H101 114 4,800 SH   SOLE   4,800 0 0
GALLAGHER ARTHUR J & CO COM 363576109 516 4,173 SH   SOLE   4,173 0 0
GALLAGHER ARTHUR J & CO COM 363576109 3,462 27,984 SH   OTR 1 0 27,984 0
GAMESTOP CORP NEW CL A 36467W109 923 49,000 SH   OTR 1 0 49,000 0
GAMESTOP CORP NEW CL A 36467W109 224 11,900 SH   SOLE   11,900 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 0 0 SH   SOLE   0 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,149 27,096 SH   OTR 1 0 27,096 0
GAP INC COM 364760108 715 35,434 SH   OTR 5 0 35,434 0
GAP INC COM 364760108 131 6,478 SH   SOLE   6,478 0 0
GAP INC COM 364760108 3,686 182,544 SH   OTR 1 0 182,544 0
GARTNER INC COM 366651107 305 1,901 SH   SOLE   1,901 0 0
GARTNER INC COM 366651107 2,516 15,708 SH   OTR 1 0 15,708 0
GATX CORP COM 361448103 183 2,200 SH   OTR 1 0 2,200 0
GATX CORP COM 361448103 42 500 SH   SOLE   500 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 92 3,900 SH   SOLE   3,900 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 381 16,100 SH   OTR 1 0 16,100 0
GENERAL DYNAMICS CORP COM 369550108 749 5,035 SH   SOLE   5,035 0 0
GENERAL DYNAMICS CORP COM 369550108 6,216 41,770 SH   OTR 1 0 41,770 0
GENERAL ELECTRIC CO COM 369604103 14,966 1,385,775 SH   OTR 1 0 1,385,775 0
GENERAL ELECTRIC CO COM 369604103 2,050 189,860 SH   SOLE   189,860 0 0
GENERAL MLS INC COM 370334104 785 13,343 SH   SOLE   13,343 0 0
GENERAL MLS INC COM 370334104 6,613 112,465 SH   OTR 1 0 112,465 0
GENERAL MTRS CO COM 37045V100 8,813 211,653 SH   OTR 1 0 211,653 0
GENERAL MTRS CO COM 37045V100 1,139 27,347 SH   SOLE   27,347 0 0
GENMARK DIAGNOSTICS INC COM 372309104 169 11,600 SH   SOLE   11,600 0 0
GENMARK DIAGNOSTICS INC COM 372309104 727 49,800 SH   OTR 1 0 49,800 0
GENUINE PARTS CO COM 372460105 316 3,151 SH   SOLE   3,151 0 0
GENUINE PARTS CO COM 372460105 2,491 24,805 SH   OTR 1 0 24,805 0
GENWORTH FINL INC COM CL A 37247D106 668 176,700 SH   OTR 1 0 176,700 0
GENWORTH FINL INC COM CL A 37247D106 155 41,100 SH   SOLE   41,100 0 0
GEO GROUP INC NEW COM 36162J106 360 40,607 SH   SOLE   40,607 0 0
GEO GROUP INC NEW COM 36162J106 1,501 169,465 SH   OTR 1 0 169,465 0
GETTY RLTY CORP NEW COM 374297109 1,446 52,500 SH   OTR 1 0 52,500 0
GETTY RLTY CORP NEW COM 374297109 336 12,200 SH   SOLE   12,200 0 0
GILEAD SCIENCES INC COM 375558103 19,722 338,509 SH   OTR 1 0 338,509 0
GILEAD SCIENCES INC COM 375558103 1,704 29,253 SH   OTR 5 0 29,253 0
GILEAD SCIENCES INC COM 375558103 1,854 31,822 SH   SOLE   31,822 0 0
GLACIER BANCORP INC NEW COM 37637Q105 166 3,600 SH   SOLE   3,600 0 0
GLACIER BANCORP INC NEW COM 37637Q105 672 14,600 SH   OTR 1 0 14,600 0
GLAUKOS CORP COM 377322102 226 3,000 SH   OTR 1 0 3,000 0
GLAUKOS CORP COM 377322102 53 700 SH   SOLE   700 0 0
GLOBAL MED REIT INC COM NEW 37954A204 247 18,900 SH   OTR 1 0 18,900 0
GLOBAL MED REIT INC COM NEW 37954A204 59 4,500 SH   SOLE   4,500 0 0
GLOBAL PMTS INC COM 37940X102 1,381 6,411 SH   SOLE   6,411 0 0
GLOBAL PMTS INC COM 37940X102 10,601 49,212 SH   OTR 1 0 49,212 0
GLOBAL X FDS NASDAQ 100 COVER 37954Y483 466 20,422 SH   SOLE   20,422 0 0
GLOBE LIFE INC COM 37959E102 174 1,837 SH   SOLE   1,837 0 0
GLOBE LIFE INC COM 37959E102 1,330 14,011 SH   OTR 1 0 14,011 0
GLU MOBILE INC COM 379890106 148 16,400 SH   SOLE   16,400 0 0
GLU MOBILE INC COM 379890106 611 67,800 SH   OTR 1 0 67,800 0
GMS INC COM 36251C103 162 5,300 SH   SOLE   5,300 0 0
GMS INC COM 36251C103 671 22,000 SH   OTR 1 0 22,000 0
GODADDY INC CL A 380237107 15,138 182,499 SH   OTR 1 0 182,499 0
GODADDY INC CL A 380237107 222 2,672 SH   SOLE   2,672 0 0
GOLDEN ENTMT INC COM 381013101 40 2,000 SH   SOLE   2,000 0 0
GOLDEN ENTMT INC COM 381013101 165 8,300 SH   OTR 1 0 8,300 0
GOLDMAN SACHS GROUP INC COM 38141G104 14,838 56,265 SH   OTR 1 0 56,265 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,942 7,365 SH   SOLE   7,365 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 2,388 218,900 SH   OTR 1 0 218,900 0
GOODYEAR TIRE & RUBR CO COM 382550101 570 52,200 SH   SOLE   52,200 0 0
GRAFTECH INTL LTD COM 384313508 147 13,760 SH   SOLE   13,760 0 0
GRAFTECH INTL LTD COM 384313508 3,673 344,600 SH   OTR 1 0 344,600 0
GRAHAM HLDGS CO COM CL B 384637104 8,801 16,501 SH   OTR 1 0 16,501 0
GRAHAM HLDGS CO COM CL B 384637104 186 348 SH   SOLE   348 0 0
GRAINGER W W INC COM 384802104 351 860 SH   SOLE   860 0 0
GRAINGER W W INC COM 384802104 2,679 6,560 SH   OTR 1 0 6,560 0
GRAND CANYON ED INC COM 38526M106 243 2,610 SH   OTR 1 0 2,610 0
GRAND CANYON ED INC COM 38526M106 0 0 SH   SOLE   0 0 0
GREAT WESTN BANCORP INC COM 391416104 150 7,200 SH   SOLE   7,200 0 0
GREAT WESTN BANCORP INC COM 391416104 652 31,200 SH   OTR 1 0 31,200 0
GREEN DOT CORP CL A 39304D102 2,930 52,500 SH   OTR 1 0 52,500 0
GREEN DOT CORP CL A 39304D102 692 12,400 SH   SOLE   12,400 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 144 1,100 SH   SOLE   1,100 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 577 4,400 SH   OTR 1 0 4,400 0
GROUPON INC COM NEW 399473206 114 3,000 SH   SOLE   3,000 0 0
GROUPON INC COM NEW 399473206 498 13,100 SH   OTR 1 0 13,100 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 156 120,000 PRN   SOLE   120,000 0 0
HALLIBURTON CO COM 406216101 379 20,069 SH   SOLE   20,069 0 0
HALLIBURTON CO COM 406216101 2,431 128,634 SH   OTR 1 0 128,634 0
HALOZYME THERAPEUTICS INC COM 40637H109 2,675 62,623 SH   OTR 1 0 62,623 0
HALOZYME THERAPEUTICS INC COM 40637H109 639 14,955 SH   SOLE   14,955 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 667 19,600 SH   SOLE   19,600 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 2,796 82,200 SH   OTR 1 0 82,200 0
HANESBRANDS INC COM 410345102 739 50,686 SH   OTR 1 0 50,686 0
HANESBRANDS INC COM 410345102 96 6,607 SH   SOLE   6,607 0 0
HANMI FINL CORP COM NEW 410495204 355 31,300 SH   SOLE   31,300 0 0
HANMI FINL CORP COM NEW 410495204 1,484 130,900 SH   OTR 1 0 130,900 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 121 1,900 SH   SOLE   1,900 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 507 8,000 SH   OTR 1 0 8,000 0
HARROW HEALTH INC COM 415858109 87 12,700 SH   SOLE   12,700 0 0
HARROW HEALTH INC COM 415858109 361 52,600 SH   OTR 1 0 52,600 0
HARTFORD FINL SVCS GROUP INC COM 416515104 399 8,140 SH   SOLE   8,140 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 5,272 107,630 SH   OTR 1 0 107,630 0
HARTFORD FINL SVCS GROUP INC COM 416515104 80 1,625 SH   OTR 5 0 1,625 0
HASBRO INC COM 418056107 265 2,836 SH   SOLE   2,836 0 0
HASBRO INC COM 418056107 1,735 18,544 SH   OTR 1 0 18,544 0
HAVERTY FURNITURE INC COM 419596101 570 20,600 SH   OTR 1 0 20,600 0
HAVERTY FURNITURE INC COM 419596101 136 4,900 SH   SOLE   4,900 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 491 13,880 SH   OTR 1 0 13,880 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 12 327 SH   SOLE   327 0 0
HCA HEALTHCARE INC COM 40412C101 1,480 8,998 SH   OTR 5 0 8,998 0
HCA HEALTHCARE INC COM 40412C101 23,993 145,888 SH   OTR 1 0 145,888 0
HCA HEALTHCARE INC COM 40412C101 1,317 8,010 SH   SOLE   8,010 0 0
HEALTHCARE RLTY TR COM 421946104 311 10,500 SH   OTR 1 0 10,500 0
HEALTHCARE RLTY TR COM 421946104 68 2,300 SH   SOLE   2,300 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 861 31,253 SH   OTR 1 0 31,253 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 0 0 SH   SOLE   0 0 0
HEALTHEQUITY INC COM 42226A107 1,394 20,000 SH   OTR 1 0 20,000 0
HEALTHEQUITY INC COM 42226A107 328 4,700 SH   SOLE   4,700 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 370 12,238 SH   SOLE   12,238 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 75 2,488 SH   OTR 5 0 2,488 0
HEALTHPEAK PROPERTIES INC COM 42250P103 5,011 165,765 SH   OTR 1 0 165,765 0
HEALTHSTREAM INC COM 42222N103 44 2,000 SH   SOLE   2,000 0 0
HEALTHSTREAM INC COM 42222N103 182 8,326 SH   OTR 1 0 8,326 0
HECLA MNG CO COM 422704106 277 42,800 SH   SOLE   42,800 0 0
HECLA MNG CO COM 422704106 1,144 176,500 SH   OTR 1 0 176,500 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 54 52,000 PRN   OTR 4 0 52,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 18,418 17,481,000 PRN   OTR 1 0 17,481,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 3,632 3,497,000 PRN   DFND 1 0 3,497,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 2,335 2,216,000 PRN   SOLE   2,216,000 0 0
HELMERICH & PAYNE INC COM 423452101 1,810 78,158 SH   OTR 1 0 78,158 0
HELMERICH & PAYNE INC COM 423452101 67 2,888 SH   SOLE   2,888 0 0
HENRY JACK & ASSOC INC COM 426281101 269 1,658 SH   SOLE   1,658 0 0
HENRY JACK & ASSOC INC COM 426281101 1,799 11,105 SH   OTR 1 0 11,105 0
HENRY SCHEIN INC COM 806407102 182 2,721 SH   SOLE   2,721 0 0
HENRY SCHEIN INC COM 806407102 1,389 20,775 SH   OTR 1 0 20,775 0
HERITAGE INS HLDGS INC COM 42727J102 165 16,300 SH   OTR 1 0 16,300 0
HERITAGE INS HLDGS INC COM 42727J102 40 3,900 SH   SOLE   3,900 0 0
HERON THERAPEUTICS INC COM 427746102 2,048 96,751 SH   OTR 1 0 96,751 0
HERON THERAPEUTICS INC COM 427746102 488 23,075 SH   SOLE   23,075 0 0
HERSHEY CO COM 427866108 505 3,312 SH   SOLE   3,312 0 0
HERSHEY CO COM 427866108 3,270 21,468 SH   OTR 1 0 21,468 0
HESS CORP COM 42809H107 323 6,112 SH   SOLE   6,112 0 0
HESS CORP COM 42809H107 2,099 39,768 SH   OTR 1 0 39,768 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,219 187,275 SH   OTR 1 0 187,275 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 352 29,740 SH   SOLE   29,740 0 0
HIBBETT SPORTS INC COM 428567101 231 5,000 SH   SOLE   5,000 0 0
HIBBETT SPORTS INC COM 428567101 961 20,800 SH   OTR 1 0 20,800 0
HILL ROM HLDGS INC COM 431475102 136 1,391 SH   SOLE   1,391 0 0
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HILL ROM HLDGS INC COM 431475102 10,715 109,374 SH   OTR 1 0 109,374 0
HILLENBRAND INC COM 431571108 856 21,500 SH   SOLE   21,500 0 0
HILLENBRAND INC COM 431571108 3,578 89,900 SH   OTR 1 0 89,900 0
HILTON GRAND VACATIONS INC COM 43283X105 257 8,200 SH   SOLE   8,200 0 0
HILTON GRAND VACATIONS INC COM 43283X105 1,063 33,900 SH   OTR 1 0 33,900 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 4,718 42,407 SH   OTR 1 0 42,407 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 678 6,091 SH   SOLE   6,091 0 0
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HNI CORP COM 404251100 472 13,700 SH   SOLE   13,700 0 0
HNI CORP COM 404251100 1,964 57,000 SH   OTR 1 0 57,000 0
HOLLYFRONTIER CORP COM 436106108 316 12,239 SH   SOLE   12,239 0 0
HOLLYFRONTIER CORP COM 436106108 1,194 46,179 SH   OTR 5 0 46,179 0
HOLLYFRONTIER CORP COM 436106108 12,283 475,176 SH   OTR 1 0 475,176 0
HOLOGIC INC COM 436440101 573 7,873 SH   SOLE   7,873 0 0
HOLOGIC INC COM 436440101 17,126 235,145 SH   OTR 1 0 235,145 0
HOLOGIC INC COM 436440101 1,165 16,002 SH   OTR 5 0 16,002 0
HOME BANCSHARES INC COM 436893200 51 2,600 SH   SOLE   2,600 0 0
HOME BANCSHARES INC COM 436893200 210 10,800 SH   OTR 1 0 10,800 0
HOME DEPOT INC COM 437076102 3,393 12,774 SH   OTR 5 0 12,774 0
HOME DEPOT INC COM 437076102 6,761 25,455 SH   SOLE   25,455 0 0
HOME DEPOT INC COM 437076102 74,022 278,677 SH   OTR 1 0 278,677 0
HOMESTREET INC COM 43785V102 591 17,500 SH   OTR 1 0 17,500 0
HOMESTREET INC COM 43785V102 142 4,200 SH   SOLE   4,200 0 0
HONEYWELL INTL INC COM 438516106 63 294 SH   OTR 5 0 294 0
HONEYWELL INTL INC COM 438516106 3,229 15,182 SH   SOLE   15,182 0 0
HONEYWELL INTL INC COM 438516106 23,339 109,726 SH   OTR 1 0 109,726 0
HOPE BANCORP INC COM 43940T109 2,539 232,700 SH   OTR 1 0 232,700 0
HOPE BANCORP INC COM 43940T109 608 55,700 SH   SOLE   55,700 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 1,606 38,200 SH   OTR 1 0 38,200 0
HORACE MANN EDUCATORS CORP N COM 440327104 387 9,200 SH   SOLE   9,200 0 0
HORIZON BANCORP INC COM 440407104 73 4,600 SH   SOLE   4,600 0 0
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HORMEL FOODS CORP COM 440452100 1,904 40,854 SH   OTR 1 0 40,854 0
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HOST HOTELS & RESORTS INC COM 44107P104 5,363 366,559 SH   OTR 1 0 366,559 0
HOST HOTELS & RESORTS INC COM 44107P104 316 21,609 SH   SOLE   21,609 0 0
HOST HOTELS & RESORTS INC COM 44107P104 83 5,664 SH   OTR 5 0 5,664 0
HOULIHAN LOKEY INC CL A 441593100 296 4,400 SH   SOLE   4,400 0 0
HOULIHAN LOKEY INC CL A 441593100 1,230 18,300 SH   OTR 1 0 18,300 0
HOWMET AEROSPACE INC COM 443201108 1,621 56,785 SH   OTR 1 0 56,785 0
HOWMET AEROSPACE INC COM 443201108 212 7,445 SH   SOLE   7,445 0 0
HP INC COM 40434L105 1,109 45,080 SH   SOLE   45,080 0 0
HP INC COM 40434L105 1,422 57,835 SH   OTR 5 0 57,835 0
HP INC COM 40434L105 23,095 939,206 SH   OTR 1 0 939,206 0
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HUB GROUP INC CL A 443320106 234 4,100 SH   SOLE   4,100 0 0
HUBBELL INC COM 443510607 476 3,033 SH   OTR 1 0 3,033 0
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HUMANA INC COM 444859102 1,554 3,788 SH   SOLE   3,788 0 0
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HUMANA INC COM 444859102 26,109 63,638 SH   OTR 1 0 63,638 0
HUNT J B TRANS SVCS INC COM 445658107 250 1,828 SH   SOLE   1,828 0 0
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HUNT J B TRANS SVCS INC COM 445658107 63 464 SH   OTR 5 0 464 0
HUNTINGTON BANCSHARES INC COM 446150104 289 22,910 SH   SOLE   22,910 0 0
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HUNTINGTON INGALLS INDS INC COM 446413106 1,213 7,114 SH   OTR 5 0 7,114 0
IAC INTERACTIVECORP NEW COM 44891N109 66 350 SH   SOLE   350 0 0
IAC INTERACTIVECORP NEW COM 44891N109 6,928 36,589 SH   OTR 1 0 36,589 0
ICU MED INC COM 44930G107 0 0 SH   SOLE   0 0 0
ICU MED INC COM 44930G107 5,488 25,584 SH   OTR 1 0 25,584 0
IDEX CORP COM 45167R104 2,194 11,015 SH   OTR 1 0 11,015 0
IDEX CORP COM 45167R104 348 1,747 SH   SOLE   1,747 0 0
IDEXX LABS INC COM 45168D104 891 1,783 SH   OTR 5 0 1,783 0
IDEXX LABS INC COM 45168D104 1,054 2,109 SH   SOLE   2,109 0 0
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IDT CORP CL B NEW 448947507 127 10,300 SH   SOLE   10,300 0 0
IDT CORP CL B NEW 448947507 536 43,400 SH   OTR 1 0 43,400 0
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II-VI INC COM 902104108 2,940 38,700 SH   OTR 1 0 38,700 0
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ILLINOIS TOOL WKS INC COM 452308109 9,951 48,807 SH   OTR 1 0 48,807 0
ILLINOIS TOOL WKS INC COM 452308109 1,304 6,396 SH   SOLE   6,396 0 0
ILLUMINA INC COM 452327109 7,860 21,244 SH   OTR 1 0 21,244 0
ILLUMINA INC COM 452327109 1,180 3,188 SH   SOLE   3,188 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 94 64,000 PRN   OTR 4 0 64,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 6,687 4,576,000 PRN   DFND 1 0 4,576,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 2,651 1,808,000 PRN   SOLE   1,808,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 23,264 20,459,000 PRN   OTR 1 0 20,459,000 0
ILLUMINA INC NOTE 8/1 452327AK5 960 844,000 PRN   SOLE   844,000 0 0
INCYTE CORP COM 45337C102 621 7,143 SH   OTR 5 0 7,143 0
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INDEPENDENT BK CORP MICH COM NEW 453838609 1,260 68,200 SH   OTR 1 0 68,200 0
INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 0 0 SH   SOLE   0 0 0
INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 22,350 836,150 SH   OTR 3 0 836,150 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 382 16,400 SH   SOLE   16,400 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 1,593 68,400 SH   OTR 1 0 68,400 0
INFINERA CORP COM 45667G103 62 5,900 SH   SOLE   5,900 0 0
INFINERA CORP COM 45667G103 284 27,100 SH   OTR 1 0 27,100 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 161 130,000 PRN   SOLE   130,000 0 0
INFUSYSTEM HLDGS INC COM 45685K102 92 4,900 SH   SOLE   4,900 0 0
INFUSYSTEM HLDGS INC COM 45685K102 404 21,500 SH   OTR 1 0 21,500 0
INGERSOLL RAND INC COM 45687V106 2,464 54,089 SH   OTR 1 0 54,089 0
INGERSOLL RAND INC COM 45687V106 347 7,617 SH   SOLE   7,617 0 0
INGEVITY CORP COM 45688C107 878 11,600 SH   OTR 1 0 11,600 0
INGEVITY CORP COM 45688C107 212 2,800 SH   SOLE   2,800 0 0
INGREDION INC COM 457187102 11,510 146,310 SH   OTR 1 0 146,310 0
INGREDION INC COM 457187102 204 2,587 SH   SOLE   2,587 0 0
INGREDION INC COM 457187102 1,117 14,197 SH   OTR 5 0 14,197 0
INNOVATIVE INDL PPTYS INC COM 45781V101 1,337 7,300 SH   OTR 1 0 7,300 0
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INNOVIVA INC COM 45781M101 223 18,000 SH   SOLE   18,000 0 0
INNOVIVA INC COM 45781M101 927 74,800 SH   OTR 1 0 74,800 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 208 23,500 SH   SOLE   23,500 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 866 97,900 SH   OTR 1 0 97,900 0
INPHI CORP COM 45772F107 0 0 SH   SOLE   0 0 0
INPHI CORP COM 45772F107 9,756 60,797 SH   OTR 1 0 60,797 0
INSIGHT ENTERPRISES INC COM 45765U103 213 2,800 SH   OTR 1 0 2,800 0
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INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 108 85,000 PRN   SOLE   85,000 0 0
INSMED INC COM PAR $.01 457669307 471 14,154 SH   SOLE   14,154 0 0
INSMED INC COM PAR $.01 457669307 1,948 58,526 SH   OTR 1 0 58,526 0
INSMED INC NOTE 1.750% 1/1 457669AA7 107 95,000 PRN   SOLE   95,000 0 0
INSPERITY INC COM 45778Q107 2,890 35,500 SH   OTR 1 0 35,500 0
INSPERITY INC COM 45778Q107 692 8,500 SH   SOLE   8,500 0 0
INSPIRE MED SYS INC COM 457730109 1,279 6,800 SH   OTR 1 0 6,800 0
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INSTEEL INDS INC COM 45774W108 156 7,000 SH   SOLE   7,000 0 0
INSTEEL INDS INC COM 45774W108 657 29,500 SH   OTR 1 0 29,500 0
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INTEGER HLDGS CORP COM 45826H109 217 2,674 SH   OTR 1 0 2,674 0
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INTEL CORP COM 458140100 2,240 44,964 SH   OTR 5 0 44,964 0
INTEL CORP COM 458140100 40,924 821,442 SH   OTR 1 0 821,442 0
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INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,385 12,013 SH   SOLE   12,013 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 10,833 93,959 SH   OTR 1 0 93,959 0
INTERDIGITAL INC COM 45867G101 388 6,400 SH   OTR 1 0 6,400 0
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INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 470 445,000 PRN   SOLE   445,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 17,729 140,840 SH   OTR 1 0 140,840 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,436 19,352 SH   SOLE   19,352 0 0
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INTERNATIONAL FLAVORS&FRAGRA COM 459506101 255 2,340 SH   SOLE   2,340 0 0
INTERNATIONAL PAPER CO COM 460146103 447 8,991 SH   SOLE   8,991 0 0
INTERNATIONAL PAPER CO COM 460146103 8,445 169,844 SH   OTR 1 0 169,844 0
INTERPUBLIC GROUP COS INC COM 460690100 276 11,742 SH   SOLE   11,742 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,514 64,382 SH   OTR 1 0 64,382 0
INTRA CELLULAR THERAPIES INC COM 46116X101 210 6,600 SH   OTR 1 0 6,600 0
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INTUIT COM 461202103 17,077 44,958 SH   OTR 1 0 44,958 0
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INTUIT COM 461202103 826 2,175 SH   OTR 5 0 2,175 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,108 2,577 SH   SOLE   2,577 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 14,115 17,253 SH   OTR 1 0 17,253 0
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INVESCO MUN TR COM 46131J103 631 49,201 SH   SOLE   49,201 0 0
INVESCO PA VALUE MUN INC TR COM 46132K109 3,023 236,925 SH   SOLE   236,925 0 0
INVESCO PA VALUE MUN INC TR COM 46132K109 875 68,544 SH   OTR 1 0 68,544 0
INVESCO QUALITY MUN INCOME T COM 46133G107 4,477 343,339 SH   SOLE   343,339 0 0
INVESCO TR INVT GRADE MUNS COM 46131M106 1,793 135,767 SH   SOLE   135,767 0 0
INVESTORS BANCORP INC NEW COM 46146L101 706 66,900 SH   SOLE   66,900 0 0
INVESTORS BANCORP INC NEW COM 46146L101 2,961 280,400 SH   OTR 1 0 280,400 0
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INVITAE CORP COM 46185L103 2,266 54,200 SH   OTR 1 0 54,200 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 192 120,000 PRN   SOLE   120,000 0 0
INVITATION HOMES INC COM 46187W107 2,397 80,704 SH   OTR 1 0 80,704 0
INVITATION HOMES INC COM 46187W107 50 1,700 SH   SOLE   1,700 0 0
IPG PHOTONICS CORP COM 44980X109 158 708 SH   SOLE   708 0 0
IPG PHOTONICS CORP COM 44980X109 1,185 5,297 SH   OTR 1 0 5,297 0
IQVIA HLDGS INC COM 46266C105 1,414 7,893 SH   OTR 5 0 7,893 0
IQVIA HLDGS INC COM 46266C105 30,764 171,705 SH   OTR 1 0 171,705 0
IQVIA HLDGS INC COM 46266C105 1,097 6,121 SH   SOLE   6,121 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 973 4,100 SH   OTR 1 0 4,100 0
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IRON MTN INC NEW COM 46284V101 1,236 41,933 SH   OTR 1 0 41,933 0
IRON MTN INC NEW COM 46284V101 162 5,481 SH   SOLE   5,481 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,696 148,924 SH   OTR 1 0 148,924 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 403 35,367 SH   SOLE   35,367 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 119 110,000 PRN   SOLE   110,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 134 120,000 PRN   SOLE   120,000 0 0
ISHARES GOLD TRUST ISHARES 464285105 0 0 SH   SOLE   0 0 0
ISHARES GOLD TRUST ISHARES 464285105 33,704 1,859,000 SH   OTR 1 0 1,859,000 0
ISHARES TR CORE MSCI EAFE 46432F842 2,791 40,397 SH   OTR 1 0 40,397 0
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ISHARES TR IBOXX HI YD ETF 464288513 169 1,940 SH   SOLE   1,940 0 0
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ISHARES TR MSCI EAFE ETF 464287465 2,776 38,053 SH   OTR 1 0 38,053 0
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ISHARES TR RUS 1000 GRW ETF 464287614 0 0 SH   SOLE   0 0 0
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ISHARES TR RUSSELL 2000 ETF 464287655 709 3,617 SH   SOLE   3,617 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 9,091 46,368 SH   OTR 1 0 46,368 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 3,190 2,952,000 PRN   DFND 1 0 2,952,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 24,722 22,826,000 PRN   OTR 1 0 22,826,000 0
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ITT INC COM 45073V108 205 2,666 SH   OTR 1 0 2,666 0
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J2 GLOBAL INC COM 48123V102 694 7,100 SH   SOLE   7,100 0 0
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JABIL INC COM 466313103 19,370 455,433 SH   OTR 1 0 455,433 0
JABIL INC COM 466313103 1,134 26,671 SH   OTR 5 0 26,671 0
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JACK IN THE BOX INC COM 466367109 1,735 18,700 SH   OTR 1 0 18,700 0
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JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 221 215,000 PRN   SOLE   215,000 0 0
JD.COM INC SPON ADR CL A 47215P106 281 3,200 SH   SOLE   3,200 0 0
JD.COM INC SPON ADR CL A 47215P106 2,132 24,252 SH   OTR 1 0 24,252 0
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JELD-WEN HLDG INC COM 47580P103 2,653 104,600 SH   OTR 1 0 104,600 0
JELD-WEN HLDG INC COM 47580P103 637 25,100 SH   SOLE   25,100 0 0
JOHNSON & JOHNSON COM 478160104 4,476 28,443 SH   OTR 5 0 28,443 0
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JONES LANG LASALLE INC COM 48020Q107 0 0 SH   SOLE   0 0 0
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JUNIPER NETWORKS INC COM 48203R104 1,080 47,981 SH   OTR 1 0 47,981 0
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KB HOME COM 48666K109 64 1,900 SH   SOLE   1,900 0 0
KB HOME COM 48666K109 261 7,800 SH   OTR 1 0 7,800 0
KE HLDGS INC SPONSORED ADS 482497104 0 0 SH   SOLE   0 0 0
KE HLDGS INC SPONSORED ADS 482497104 289 4,700 SH   OTR 1 0 4,700 0
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KEYCORP COM 493267108 2,332 142,088 SH   OTR 1 0 142,088 0
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KINDER MORGAN INC DEL COM 49456B101 6,376 466,446 SH   OTR 1 0 466,446 0
KINDER MORGAN INC DEL COM 49456B101 579 42,352 SH   SOLE   42,352 0 0
KLA CORP COM NEW 482480100 892 3,445 SH   SOLE   3,445 0 0
KLA CORP COM NEW 482480100 10,972 42,379 SH   OTR 1 0 42,379 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 7,439 177,874 SH   OTR 1 0 177,874 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 62 1,488 SH   SOLE   1,488 0 0
KODIAK SCIENCES INC COM 50015M109 573 3,900 SH   SOLE   3,900 0 0
KODIAK SCIENCES INC COM 50015M109 2,424 16,500 SH   OTR 1 0 16,500 0
KOHLS CORP COM 500255104 3,974 97,653 SH   OTR 1 0 97,653 0
KOHLS CORP COM 500255104 174 4,288 SH   SOLE   4,288 0 0
KOPPERS HOLDINGS INC COM 50060P106 259 8,300 SH   SOLE   8,300 0 0
KOPPERS HOLDINGS INC COM 50060P106 1,066 34,200 SH   OTR 1 0 34,200 0
KORN FERRY COM NEW 500643200 2,075 47,700 SH   OTR 1 0 47,700 0
KORN FERRY COM NEW 500643200 492 11,300 SH   SOLE   11,300 0 0
KRAFT HEINZ CO COM 500754106 4,432 127,862 SH   OTR 1 0 127,862 0
KRAFT HEINZ CO COM 500754106 497 14,327 SH   SOLE   14,327 0 0
KRATON CORPORATION COM 50077C106 1,267 45,600 SH   OTR 1 0 45,600 0
KRATON CORPORATION COM 50077C106 306 11,000 SH   SOLE   11,000 0 0
KROGER CO COM 501044101 838 26,370 SH   SOLE   26,370 0 0
KROGER CO COM 501044101 16,685 525,352 SH   OTR 1 0 525,352 0
KROGER CO COM 501044101 1,188 37,416 SH   OTR 5 0 37,416 0
L BRANDS INC COM 501797104 248 6,676 SH   SOLE   6,676 0 0
L BRANDS INC COM 501797104 9,687 260,484 SH   OTR 1 0 260,484 0
L BRANDS INC COM 501797104 1,150 30,930 SH   OTR 5 0 30,930 0
L3HARRIS TECHNOLOGIES INC COM 502431109 871 4,610 SH   SOLE   4,610 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 6,971 36,882 SH   OTR 1 0 36,882 0
LA Z BOY INC COM 505336107 1,697 42,600 SH   OTR 1 0 42,600 0
LA Z BOY INC COM 505336107 402 10,100 SH   SOLE   10,100 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 9,585 47,087 SH   OTR 1 0 47,087 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 439 2,156 SH   SOLE   2,156 0 0
LAKELAND BANCORP INC COM 511637100 933 73,500 SH   OTR 1 0 73,500 0
LAKELAND BANCORP INC COM 511637100 218 17,200 SH   SOLE   17,200 0 0
LAM RESEARCH CORP COM 512807108 1,619 3,428 SH   SOLE   3,428 0 0
LAM RESEARCH CORP COM 512807108 26,641 56,411 SH   OTR 1 0 56,411 0
LAM RESEARCH CORP COM 512807108 1,503 3,182 SH   OTR 5 0 3,182 0
LAMB WESTON HLDGS INC COM 513272104 267 3,394 SH   SOLE   3,394 0 0
LAMB WESTON HLDGS INC COM 513272104 1,677 21,294 SH   OTR 1 0 21,294 0
LANDSTAR SYS INC COM 515098101 1,412 10,488 SH   OTR 1 0 10,488 0
LANDSTAR SYS INC COM 515098101 0 0 SH   SOLE   0 0 0
LANTHEUS HLDGS INC COM 516544103 197 14,600 SH   SOLE   14,600 0 0
LANTHEUS HLDGS INC COM 516544103 812 60,200 SH   OTR 1 0 60,200 0
LAS VEGAS SANDS CORP COM 517834107 445 7,465 SH   SOLE   7,465 0 0
LAS VEGAS SANDS CORP COM 517834107 4,043 67,831 SH   OTR 1 0 67,831 0
LATTICE SEMICONDUCTOR CORP COM 518415104 939 20,500 SH   OTR 1 0 20,500 0
LATTICE SEMICONDUCTOR CORP COM 518415104 225 4,900 SH   SOLE   4,900 0 0
LAUDER ESTEE COS INC CL A 518439104 10,398 39,062 SH   OTR 1 0 39,062 0
LAUDER ESTEE COS INC CL A 518439104 1,297 4,872 SH   SOLE   4,872 0 0
LCI INDS COM 50189K103 324 2,500 SH   SOLE   2,500 0 0
LCI INDS COM 50189K103 1,362 10,500 SH   OTR 1 0 10,500 0
LEGGETT & PLATT INC COM 524660107 112 2,534 SH   SOLE   2,534 0 0
LEGGETT & PLATT INC COM 524660107 854 19,280 SH   OTR 1 0 19,280 0
LEIDOS HOLDINGS INC COM 525327102 383 3,647 SH   SOLE   3,647 0 0
LEIDOS HOLDINGS INC COM 525327102 12,279 116,807 SH   OTR 1 0 116,807 0
LEIDOS HOLDINGS INC COM 525327102 854 8,121 SH   OTR 5 0 8,121 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 2,582 1,828,000 PRN   DFND 1 0 1,828,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 38 27,000 PRN   OTR 4 0 27,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 1,232 869,000 PRN   SOLE   869,000 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 11,953 8,431,000 PRN   OTR 1 0 8,431,000 0
LENNAR CORP CL A 526057104 6,536 85,747 SH   OTR 1 0 85,747 0
LENNAR CORP CL A 526057104 476 6,250 SH   SOLE   6,250 0 0
LENNAR CORP CL B 526057302 0 0 SH   SOLE   0 0 0
LENNAR CORP CL B 526057302 3,898 63,697 SH   OTR 1 0 63,697 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 26 30,000 PRN   SOLE   30,000 0 0
LEXINGTON REALTY TRUST COM 529043101 510 48,000 SH   SOLE   48,000 0 0
LEXINGTON REALTY TRUST COM 529043101 2,122 199,851 SH   OTR 1 0 199,851 0
LHC GROUP INC COM 50187A107 2,240 10,500 SH   OTR 1 0 10,500 0
LHC GROUP INC COM 50187A107 533 2,500 SH   SOLE   2,500 0 0
LIBERTY MEDIA CORP DEL DEB 2.250% 9/3 531229AE2 55 115,000 PRN   SOLE   115,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 20,592 16,105,000 PRN   OTR 1 0 16,105,000 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 1,284 1,004,000 PRN   SOLE   1,004,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 5,934 4,695,000 PRN   DFND 1 0 4,695,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 21,392 16,857,000 PRN   OTR 1 0 16,857,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 85 67,000 PRN   OTR 4 0 67,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1,764 1,390,000 PRN   SOLE   1,390,000 0 0
LIFE STORAGE INC COM 53223X107 820 6,866 SH   OTR 1 0 6,866 0
LIFE STORAGE INC COM 53223X107 0 0 SH   SOLE   0 0 0
LIFETIME BRANDS INC COM 53222Q103 128 8,400 SH   OTR 1 0 8,400 0
LIFETIME BRANDS INC COM 53222Q103 30 2,000 SH   SOLE   2,000 0 0
LIFEVANTAGE CORP COM NEW 53222K205 110 11,800 SH   OTR 1 0 11,800 0
LIFEVANTAGE CORP COM NEW 53222K205 26 2,800 SH   SOLE   2,800 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 288 2,894 SH   SOLE   2,894 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,204 12,110 SH   OTR 1 0 12,110 0
LILLY ELI & CO COM 532457108 3,021 17,892 SH   SOLE   17,892 0 0
LILLY ELI & CO COM 532457108 28,689 169,918 SH   OTR 1 0 169,918 0
LILLY ELI & CO COM 532457108 512 3,030 SH   OTR 5 0 3,030 0
LIMELIGHT NETWORKS INC COM 53261M104 11 2,800 SH   SOLE   2,800 0 0
LIMELIGHT NETWORKS INC COM 53261M104 50 12,500 SH   OTR 1 0 12,500 0
LINCOLN NATL CORP IND COM 534187109 2,074 41,234 SH   OTR 1 0 41,234 0
LINCOLN NATL CORP IND COM 534187109 337 6,704 SH   SOLE   6,704 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 13,160 1,267,870 SH   OTR 1 0 1,267,870 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 191 18,420 SH   SOLE   18,420 0 0
LIQUIDITY SERVICES INC COM 53635B107 469 29,500 SH   OTR 1 0 29,500 0
LIQUIDITY SERVICES INC COM 53635B107 111 7,000 SH   SOLE   7,000 0 0
LITHIA MTRS INC CL A 536797103 76 259 SH   OTR 5 0 259 0
LITHIA MTRS INC CL A 536797103 825 2,819 SH   SOLE   2,819 0 0
LITHIA MTRS INC CL A 536797103 3,632 12,410 SH   OTR 1 0 12,410 0
LIVE NATION ENTERTAINMENT IN COM 538034109 245 3,333 SH   SOLE   3,333 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,529 20,805 SH   OTR 1 0 20,805 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 1,342 1,036,000 PRN   SOLE   1,036,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 14,606 11,272,000 PRN   OTR 1 0 11,272,000 0
LIVENT CORP COM 53814L108 58 3,100 SH   SOLE   3,100 0 0
LIVENT CORP COM 53814L108 245 13,000 SH   OTR 1 0 13,000 0
LIVEPERSON INC COM 538146101 131 2,100 SH   SOLE   2,100 0 0
LIVEPERSON INC COM 538146101 541 8,700 SH   OTR 1 0 8,700 0
LKQ CORP COM 501889208 188 5,344 SH   SOLE   5,344 0 0
LKQ CORP COM 501889208 8,436 239,396 SH   OTR 1 0 239,396 0
LOCKHEED MARTIN CORP COM 539830109 559 1,574 SH   OTR 5 0 1,574 0
LOCKHEED MARTIN CORP COM 539830109 1,939 5,463 SH   SOLE   5,463 0 0
LOCKHEED MARTIN CORP COM 539830109 14,813 41,730 SH   OTR 1 0 41,730 0
LOEWS CORP COM 540424108 1,531 33,998 SH   OTR 1 0 33,998 0
LOEWS CORP COM 540424108 232 5,160 SH   SOLE   5,160 0 0
LOUISIANA PAC CORP COM 546347105 1,450 39,000 SH   OTR 1 0 39,000 0
LOUISIANA PAC CORP COM 546347105 346 9,300 SH   SOLE   9,300 0 0
LOWES COS INC COM 548661107 2,818 17,558 SH   SOLE   17,558 0 0
LOWES COS INC COM 548661107 1,187 7,395 SH   OTR 5 0 7,395 0
LOWES COS INC COM 548661107 38,698 241,097 SH   OTR 1 0 241,097 0
LPL FINL HLDGS INC COM 50212V100 171 1,641 SH   SOLE   1,641 0 0
LPL FINL HLDGS INC COM 50212V100 16,454 157,882 SH   OTR 1 0 157,882 0
LSI INDS INC COM 50216C108 112 13,100 SH   SOLE   13,100 0 0
LSI INDS INC COM 50216C108 474 55,400 SH   OTR 1 0 55,400 0
LTC PPTYS INC COM 502175102 1,241 31,900 SH   OTR 1 0 31,900 0
LTC PPTYS INC COM 502175102 296 7,600 SH   SOLE   7,600 0 0
LUMEN TECHNOLOGIES INC COM 156700106 184 18,838 SH   SOLE   18,838 0 0
LUMEN TECHNOLOGIES INC COM 156700106 1,401 143,682 SH   OTR 1 0 143,682 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 183 111,000 PRN   OTR 4 0 111,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 62,963 38,120,000 PRN   OTR 1 0 38,120,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 5,394 3,266,000 PRN   SOLE   3,266,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 12,638 7,663,000 PRN   DFND 1 0 7,663,000 0
LUTHER BURBANK CORP COM 550550107 48 4,900 SH   SOLE   4,900 0 0
LUTHER BURBANK CORP COM 550550107 244 24,936 SH   OTR 1 0 24,936 0
LYDALL INC DEL COM 550819106 294 9,800 SH   SOLE   9,800 0 0
LYDALL INC DEL COM 550819106 1,240 41,300 SH   OTR 1 0 41,300 0
M & T BK CORP COM 55261F104 2,376 18,668 SH   OTR 1 0 18,668 0
M & T BK CORP COM 55261F104 363 2,850 SH   SOLE   2,850 0 0
M D C HLDGS INC COM 552676108 1,098 22,600 SH   OTR 1 0 22,600 0
M D C HLDGS INC COM 552676108 267 5,500 SH   SOLE   5,500 0 0
M/I HOMES INC COM 55305B101 2,347 53,000 SH   OTR 1 0 53,000 0
M/I HOMES INC COM 55305B101 567 12,800 SH   SOLE   12,800 0 0
MACATAWA BK CORP COM 554225102 187 22,400 SH   OTR 1 0 22,400 0
MACATAWA BK CORP COM 554225102 45 5,400 SH   SOLE   5,400 0 0
MACERICH CO COM 554382101 172 16,100 SH   OTR 1 0 16,100 0
MACERICH CO COM 554382101 41 3,800 SH   SOLE   3,800 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 303 5,500 SH   OTR 1 0 5,500 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 77 1,400 SH   SOLE   1,400 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 344 345,000 PRN   SOLE   345,000 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 218 1,961 SH   SOLE   1,961 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 863 7,767 SH   OTR 1 0 7,767 0
MAGELLAN HEALTH INC COM NEW 559079207 364 4,400 SH   SOLE   4,400 0 0
MAGELLAN HEALTH INC COM NEW 559079207 1,508 18,200 SH   OTR 1 0 18,200 0
MAGNITE INC COM 55955D100 1,241 40,400 SH   OTR 1 0 40,400 0
MAGNITE INC COM 55955D100 292 9,500 SH   SOLE   9,500 0 0
MALIBU BOATS INC COM CL A 56117J100 169 2,700 SH   SOLE   2,700 0 0
MALIBU BOATS INC COM CL A 56117J100 699 11,200 SH   OTR 1 0 11,200 0
MANHATTAN ASSOCS INC COM 562750109 0 0 SH   SOLE   0 0 0
MANHATTAN ASSOCS INC COM 562750109 888 8,443 SH   OTR 1 0 8,443 0
MANITOWOC CO INC COM NEW 563571405 89 6,700 SH   SOLE   6,700 0 0
MANITOWOC CO INC COM NEW 563571405 383 28,800 SH   OTR 1 0 28,800 0
MANPOWERGROUP INC COM 56418H100 19,794 219,489 SH   OTR 1 0 219,489 0
MANPOWERGROUP INC COM 56418H100 1,113 12,341 SH   OTR 5 0 12,341 0
MANPOWERGROUP INC COM 56418H100 268 2,976 SH   SOLE   2,976 0 0
MANTECH INTL CORP CL A 564563104 178 2,000 SH   SOLE   2,000 0 0
MANTECH INTL CORP CL A 564563104 819 9,210 SH   OTR 1 0 9,210 0
MARATHON OIL CORP COM 565849106 766 114,862 SH   OTR 1 0 114,862 0
MARATHON OIL CORP COM 565849106 101 15,089 SH   SOLE   15,089 0 0
MARATHON PETE CORP COM 56585A102 3,916 94,678 SH   OTR 1 0 94,678 0
MARATHON PETE CORP COM 56585A102 592 14,310 SH   SOLE   14,310 0 0
MARINEMAX INC COM 567908108 396 11,300 SH   SOLE   11,300 0 0
MARINEMAX INC COM 567908108 1,653 47,200 SH   OTR 1 0 47,200 0
MARKETAXESS HLDGS INC COM 57060D108 471 825 SH   SOLE   825 0 0
MARKETAXESS HLDGS INC COM 57060D108 3,152 5,525 SH   OTR 1 0 5,525 0
MARLIN BUSINESS SVCS CORP COM 571157106 147 12,000 SH   OTR 1 0 12,000 0
MARLIN BUSINESS SVCS CORP COM 571157106 34 2,800 SH   SOLE   2,800 0 0
MARRIOTT INTL INC NEW CL A 571903202 775 5,878 SH   SOLE   5,878 0 0
MARRIOTT INTL INC NEW CL A 571903202 6,540 49,574 SH   OTR 1 0 49,574 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 52 46,000 PRN   OTR 4 0 46,000 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 3,526 3,115,000 PRN   DFND 1 0 3,115,000 0
MARSH & MCLENNAN COS INC COM 571748102 10,052 85,917 SH   OTR 1 0 85,917 0
MARSH & MCLENNAN COS INC COM 571748102 1,273 10,879 SH   SOLE   10,879 0 0
MARTIN MARIETTA MATLS INC COM 573284106 394 1,389 SH   SOLE   1,389 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,573 9,062 SH   OTR 1 0 9,062 0
MASCO CORP COM 574599106 1,215 22,113 SH   OTR 5 0 22,113 0
MASCO CORP COM 574599106 12,303 223,974 SH   OTR 1 0 223,974 0
MASCO CORP COM 574599106 434 7,910 SH   SOLE   7,910 0 0
MASONITE INTL CORP COM 575385109 738 7,500 SH   SOLE   7,500 0 0
MASONITE INTL CORP COM 575385109 3,078 31,300 SH   OTR 1 0 31,300 0
MASTECH DIGITAL INC COM 57633B100 226 14,200 SH   OTR 1 0 14,200 0
MASTECH DIGITAL INC COM 57633B100 56 3,500 SH   SOLE   3,500 0 0
MASTERCARD INCORPORATED CL A 57636Q104 80,543 225,648 SH   OTR 1 0 225,648 0
MASTERCARD INCORPORATED CL A 57636Q104 7,258 20,334 SH   SOLE   20,334 0 0
MASTERCARD INCORPORATED CL A 57636Q104 2,518 7,054 SH   OTR 5 0 7,054 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 2,350 94,600 SH   OTR 1 0 94,600 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 564 22,700 SH   SOLE   22,700 0 0
MATSON INC COM 57686G105 3,287 57,700 SH   OTR 1 0 57,700 0
MATSON INC COM 57686G105 792 13,900 SH   SOLE   13,900 0 0
MAXAR TECHNOLOGIES INC COM 57778K105 66 1,700 SH   SOLE   1,700 0 0
MAXAR TECHNOLOGIES INC COM 57778K105 270 7,000 SH   OTR 1 0 7,000 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,448 38,895 SH   OTR 1 0 38,895 0
MAXIM INTEGRATED PRODS INC COM 57772K101 523 5,901 SH   SOLE   5,901 0 0
MAXIMUS INC COM 577933104 829 11,322 SH   OTR 5 0 11,322 0
MAXIMUS INC COM 577933104 279 3,815 SH   SOLE   3,815 0 0
MAXIMUS INC COM 577933104 3,446 47,083 SH   OTR 1 0 47,083 0
MAXLINEAR INC COM 57776J100 409 10,700 SH   OTR 1 0 10,700 0
MAXLINEAR INC COM 57776J100 95 2,500 SH   SOLE   2,500 0 0
MCAFEE CORP COM CL A 579063108 598 35,814 SH   OTR 1 0 35,814 0
MCAFEE CORP COM CL A 579063108 0 0 SH   SOLE   0 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,459 36,187 SH   OTR 1 0 36,187 0
MCCORMICK & CO INC COM NON VTG 579780206 529 5,537 SH   SOLE   5,537 0 0
MCDONALDS CORP COM 580135101 3,580 16,685 SH   SOLE   16,685 0 0
MCDONALDS CORP COM 580135101 25,593 119,269 SH   OTR 1 0 119,269 0
MCDONALDS CORP COM 580135101 141 658 SH   OTR 5 0 658 0
MCGRATH RENTCORP COM 580589109 839 12,500 SH   OTR 1 0 12,500 0
MCGRATH RENTCORP COM 580589109 201 3,000 SH   SOLE   3,000 0 0
MCKESSON CORP COM 58155Q103 1,362 7,834 SH   OTR 5 0 7,834 0
MCKESSON CORP COM 58155Q103 28,342 162,961 SH   OTR 1 0 162,961 0
MCKESSON CORP COM 58155Q103 861 4,948 SH   SOLE   4,948 0 0
MDU RES GROUP INC COM 552690109 5,679 215,609 SH   OTR 1 0 215,609 0
MDU RES GROUP INC COM 552690109 162 6,169 SH   SOLE   6,169 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 631 28,949 SH   OTR 1 0 28,949 0
MEDICAL PPTYS TRUST INC COM 58463J304 31 1,400 SH   SOLE   1,400 0 0
MEDIFAST INC COM 58470H101 3,161 16,100 SH   OTR 1 0 16,100 0
MEDIFAST INC COM 58470H101 746 3,800 SH   SOLE   3,800 0 0
MEDPACE HLDGS INC COM 58506Q109 3,744 26,900 SH   OTR 1 0 26,900 0
MEDPACE HLDGS INC COM 58506Q109 891 6,400 SH   SOLE   6,400 0 0
MERCADOLIBRE INC COM 58733R102 335 200 SH   SOLE   200 0 0
MERCANTILE BANK CORP COM 587376104 288 10,600 SH   OTR 1 0 10,600 0
MERCANTILE BANK CORP COM 587376104 82 3,000 SH   SOLE   3,000 0 0
MERCHANTS BANCORP IND COM 58844R108 2,034 73,600 SH   OTR 1 0 73,600 0
MERCHANTS BANCORP IND COM 58844R108 489 17,700 SH   SOLE   17,700 0 0
MERCK & CO. INC COM 58933Y105 48,443 592,208 SH   OTR 1 0 592,208 0
MERCK & CO. INC COM 58933Y105 5,053 61,775 SH   SOLE   61,775 0 0
MERCK & CO. INC COM 58933Y105 2,748 33,594 SH   OTR 5 0 33,594 0
MERIDIAN BANCORP INC MD COM 58958U103 1,989 133,400 SH   OTR 1 0 133,400 0
MERIDIAN BANCORP INC MD COM 58958U103 471 31,600 SH   SOLE   31,600 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 2,547 136,300 SH   OTR 1 0 136,300 0
MERIDIAN BIOSCIENCE INC COM 589584101 607 32,500 SH   SOLE   32,500 0 0
MERIT MED SYS INC COM 589889104 661 11,900 SH   SOLE   11,900 0 0
MERIT MED SYS INC COM 589889104 2,759 49,700 SH   OTR 1 0 49,700 0
MERITAGE HOMES CORP COM 59001A102 654 7,900 SH   SOLE   7,900 0 0
MERITAGE HOMES CORP COM 59001A102 2,708 32,700 SH   OTR 1 0 32,700 0
MERITOR INC COM 59001K100 387 13,860 SH   SOLE   13,860 0 0
MERITOR INC COM 59001K100 1,611 57,730 SH   OTR 1 0 57,730 0
METHODE ELECTRS INC COM 591520200 264 6,900 SH   SOLE   6,900 0 0
METHODE ELECTRS INC COM 591520200 1,106 28,900 SH   OTR 1 0 28,900 0
METLIFE INC COM 59156R108 6,991 148,901 SH   OTR 1 0 148,901 0
METLIFE INC COM 59156R108 821 17,497 SH   SOLE   17,497 0 0
METROPOLITAN BK HLDG CORP COM 591774104 1,248 34,403 SH   OTR 1 0 34,403 0
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METTLER TOLEDO INTERNATIONAL COM 592688105 631 554 SH   SOLE   554 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 3,948 3,464 SH   OTR 1 0 3,464 0
MFA FINL INC COM 55272X102 98 25,300 SH   OTR 1 0 25,300 0
MFA FINL INC COM 55272X102 24 6,200 SH   SOLE   6,200 0 0
MFS MUN INCOME TR SH BEN INT 552738106 2,225 333,155 SH   SOLE   333,155 0 0
MGM RESORTS INTERNATIONAL COM 552953101 303 9,619 SH   SOLE   9,619 0 0
MGM RESORTS INTERNATIONAL COM 552953101 1,880 59,656 SH   OTR 1 0 59,656 0
MICHAELS COS INC COM 59408Q106 315 24,200 SH   OTR 1 0 24,200 0
MICHAELS COS INC COM 59408Q106 74 5,700 SH   SOLE   5,700 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 783 5,667 SH   SOLE   5,667 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 6,748 48,863 SH   OTR 1 0 48,863 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 3,708 1,831,000 PRN   SOLE   1,831,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 45,129 14,881,000 PRN   OTR 1 0 14,881,000 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 248 82,000 PRN   OTR 4 0 82,000 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 24,963 12,327,000 PRN   OTR 1 0 12,327,000 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 2,608 860,000 PRN   SOLE   860,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 17,454 5,760,000 PRN   DFND 1 0 5,760,000 0
MICRON TECHNOLOGY INC COM 595112103 1,904 25,327 SH   SOLE   25,327 0 0
MICRON TECHNOLOGY INC COM 595112103 13,774 183,215 SH   OTR 1 0 183,215 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 38,977 5,176,000 PRN   OTR 1 0 5,176,000 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 3,381 449,000 PRN   SOLE   449,000 0 0
MICROSOFT CORP COM 594918104 14,603 65,655 SH   OTR 5 0 65,655 0
MICROSOFT CORP COM 594918104 441,121 1,983,279 SH   OTR 1 0 1,983,279 0
MICROSOFT CORP COM 594918104 39,091 175,754 SH   SOLE   175,754 0 0
MICROSTRATEGY INC CL A NEW 594972408 652 1,678 SH   OTR 1 0 1,678 0
MICROSTRATEGY INC CL A NEW 594972408 155 400 SH   SOLE   400 0 0
MID-AMER APT CMNTYS INC COM 59522J103 5,636 44,485 SH   OTR 1 0 44,485 0
MID-AMER APT CMNTYS INC COM 59522J103 348 2,747 SH   SOLE   2,747 0 0
MID-AMER APT CMNTYS INC COM 59522J103 116 915 SH   OTR 5 0 915 0
MIDWESTONE FINL GROUP INC NE COM 598511103 252 10,303 SH   OTR 1 0 10,303 0
MIDWESTONE FINL GROUP INC NE COM 598511103 61 2,474 SH   SOLE   2,474 0 0
MILLER HERMAN INC COM 600544100 429 12,700 SH   SOLE   12,700 0 0
MILLER HERMAN INC COM 600544100 1,766 52,257 SH   OTR 1 0 52,257 0
MILLER INDS INC TENN COM NEW 600551204 103 2,696 SH   SOLE   2,696 0 0
MILLER INDS INC TENN COM NEW 600551204 431 11,349 SH   OTR 1 0 11,349 0
MIRATI THERAPEUTICS INC COM 60468T105 3,778 17,200 SH   OTR 1 0 17,200 0
MIRATI THERAPEUTICS INC COM 60468T105 901 4,100 SH   SOLE   4,100 0 0
MITEK SYS INC COM NEW 606710200 3,110 174,900 SH   OTR 1 0 174,900 0
MITEK SYS INC COM NEW 606710200 747 42,000 SH   SOLE   42,000 0 0
MKS INSTRS INC COM 55306N104 5,714 37,977 SH   OTR 1 0 37,977 0
MKS INSTRS INC COM 55306N104 0 0 SH   SOLE   0 0 0
MODERNA INC COM 60770K107 99 946 SH   SOLE   946 0 0
MODERNA INC COM 60770K107 5,292 50,656 SH   OTR 1 0 50,656 0
MODINE MFG CO COM 607828100 762 60,700 SH   OTR 1 0 60,700 0
MODINE MFG CO COM 607828100 180 14,300 SH   SOLE   14,300 0 0
MOHAWK INDS INC COM 608190104 161 1,142 SH   SOLE   1,142 0 0
MOHAWK INDS INC COM 608190104 4,244 30,107 SH   OTR 1 0 30,107 0
MOLINA HEALTHCARE INC COM 60855R100 112 528 SH   SOLE   528 0 0
MOLINA HEALTHCARE INC COM 60855R100 16,961 79,751 SH   OTR 1 0 79,751 0
MOLSON COORS BEVERAGE CO CL B 60871R209 10,307 228,083 SH   OTR 1 0 228,083 0
MOLSON COORS BEVERAGE CO CL B 60871R209 447 9,887 SH   SOLE   9,887 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 896 19,823 SH   OTR 5 0 19,823 0
MONARCH CASINO & RESORT INC COM 609027107 165 2,700 SH   SOLE   2,700 0 0
MONARCH CASINO & RESORT INC COM 609027107 698 11,400 SH   OTR 1 0 11,400 0
MONDELEZ INTL INC CL A 609207105 1,752 29,958 SH   SOLE   29,958 0 0
MONDELEZ INTL INC CL A 609207105 13,568 232,058 SH   OTR 1 0 232,058 0
MONEYGRAM INTL INC COM NEW 60935Y208 28 5,200 SH   SOLE   5,200 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 119 21,700 SH   OTR 1 0 21,700 0
MONGODB INC NOTE 0.750% 6/1 60937PAB2 184 35,000 PRN   SOLE   35,000 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 217 12,500 SH   SOLE   12,500 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 899 51,900 SH   OTR 1 0 51,900 0
MONSTER BEVERAGE CORP NEW COM 61174X109 762 8,238 SH   SOLE   8,238 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 4,973 53,774 SH   OTR 1 0 53,774 0
MOODYS CORP COM 615369105 6,821 23,502 SH   OTR 1 0 23,502 0
MOODYS CORP COM 615369105 1,039 3,581 SH   SOLE   3,581 0 0
MOOG INC CL A 615394202 151 1,900 SH   SOLE   1,900 0 0
MOOG INC CL A 615394202 587 7,400 SH   OTR 1 0 7,400 0
MORGAN STANLEY COM NEW 617446448 2,095 30,570 SH   SOLE   30,570 0 0
MORGAN STANLEY COM NEW 617446448 15,873 231,623 SH   OTR 1 0 231,623 0
MORNINGSTAR INC COM 617700109 0 0 SH   SOLE   0 0 0
MORNINGSTAR INC COM 617700109 505 2,182 SH   OTR 1 0 2,182 0
MOSAIC CO NEW COM 61945C103 302 13,133 SH   SOLE   13,133 0 0
MOSAIC CO NEW COM 61945C103 3,178 138,128 SH   OTR 1 0 138,128 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,195 24,667 SH   OTR 1 0 24,667 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 627 3,688 SH   SOLE   3,688 0 0
MOVADO GROUP INC COM 624580106 38 2,300 SH   SOLE   2,300 0 0
MOVADO GROUP INC COM 624580106 156 9,400 SH   OTR 1 0 9,400 0
MSCI INC COM 55354G100 796 1,782 SH   SOLE   1,782 0 0
MSCI INC COM 55354G100 5,386 12,063 SH   OTR 1 0 12,063 0
MUELLER INDS INC COM 624756102 3,159 89,984 SH   OTR 1 0 89,984 0
MUELLER INDS INC COM 624756102 755 21,500 SH   SOLE   21,500 0 0
MUELLER WTR PRODS INC COM SER A 624758108 2,206 178,200 SH   OTR 1 0 178,200 0
MUELLER WTR PRODS INC COM SER A 624758108 531 42,900 SH   SOLE   42,900 0 0
MURPHY USA INC COM 626755102 2,617 20,000 SH   OTR 1 0 20,000 0
MURPHY USA INC COM 626755102 628 4,800 SH   SOLE   4,800 0 0
MYR GROUP INC DEL COM 55405W104 2,356 39,200 SH   OTR 1 0 39,200 0
MYR GROUP INC DEL COM 55405W104 565 9,400 SH   SOLE   9,400 0 0
MYRIAD GENETICS INC COM 62855J104 392 19,821 SH   SOLE   19,821 0 0
MYRIAD GENETICS INC COM 62855J104 1,638 82,823 SH   OTR 1 0 82,823 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 74 1,100 SH   SOLE   1,100 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 314 4,700 SH   OTR 1 0 4,700 0
NASDAQ INC COM 631103108 331 2,492 SH   SOLE   2,492 0 0
NASDAQ INC COM 631103108 7,913 59,612 SH   OTR 1 0 59,612 0
NATERA INC COM 632307104 707 7,100 SH   SOLE   7,100 0 0
NATERA INC COM 632307104 2,946 29,600 SH   OTR 1 0 29,600 0
NATIONAL HEALTH INVS INC COM 63633D104 2,124 30,700 SH   OTR 1 0 30,700 0
NATIONAL HEALTH INVS INC COM 63633D104 505 7,300 SH   SOLE   7,300 0 0
NATIONAL HEALTHCARE CORP COM 635906100 1,720 25,900 SH   OTR 1 0 25,900 0
NATIONAL HEALTHCARE CORP COM 635906100 412 6,200 SH   SOLE   6,200 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 557 2,700 SH   OTR 1 0 2,700 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 145 700 SH   SOLE   700 0 0
NATUS MED INC DEL COM 639050103 361 18,000 SH   SOLE   18,000 0 0
NATUS MED INC DEL COM 639050103 1,519 75,800 SH   OTR 1 0 75,800 0
NEOGEN CORP COM 640491106 730 9,200 SH   SOLE   9,200 0 0
NEOGEN CORP COM 640491106 3,061 38,600 SH   OTR 1 0 38,600 0
NETAPP INC COM 64110D104 2,153 32,504 SH   OTR 1 0 32,504 0
NETAPP INC COM 64110D104 342 5,160 SH   SOLE   5,160 0 0
NETEASE INC SPONSORED ADS 64110W102 441 4,600 SH   OTR 1 0 4,600 0
NETEASE INC SPONSORED ADS 64110W102 120 1,250 SH   SOLE   1,250 0 0
NETFLIX INC COM 64110L106 47,945 88,668 SH   OTR 1 0 88,668 0
NETFLIX INC COM 64110L106 5,393 9,973 SH   SOLE   9,973 0 0
NETFLIX INC COM 64110L106 765 1,415 SH   OTR 5 0 1,415 0
NETGEAR INC COM 64111Q104 3,072 75,600 SH   OTR 1 0 75,600 0
NETGEAR INC COM 64111Q104 735 18,100 SH   SOLE   18,100 0 0
NETSCOUT SYS INC COM 64115T104 47 1,700 SH   SOLE   1,700 0 0
NETSCOUT SYS INC COM 64115T104 214 7,800 SH   OTR 1 0 7,800 0
NEUBERGER BRMAN NY MUNI FD I COM 64124K102 317 25,745 SH   SOLE   25,745 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 8 82 SH   SOLE   82 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 735 7,673 SH   OTR 1 0 7,673 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 2,075 1,493,000 PRN   SOLE   1,493,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 22,685 16,323,000 PRN   OTR 1 0 16,323,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 6,213 4,503,000 PRN   DFND 1 0 4,503,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 95 69,000 PRN   OTR 4 0 69,000 0
NEVRO CORP COM 64157F103 883 5,100 SH   OTR 1 0 5,100 0
NEVRO CORP COM 64157F103 208 1,200 SH   SOLE   1,200 0 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 632 3,400 SH   OTR 1 0 3,400 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 1 8 SH   DFND 1 0 8 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 93 500 SH   SOLE   500 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 118 120,000 PRN   SOLE   120,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,089 103,259 SH   OTR 5 0 103,259 0
NEW YORK CMNTY BANCORP INC COM 649445103 170 16,144 SH   SOLE   16,144 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 6,053 573,701 SH   OTR 1 0 573,701 0
NEWELL BRANDS INC COM 651229106 1,167 54,949 SH   OTR 1 0 54,949 0
NEWELL BRANDS INC COM 651229106 153 7,220 SH   SOLE   7,220 0 0
NEWMONT CORP COM 651639106 18,777 313,524 SH   OTR 1 0 313,524 0
NEWMONT CORP COM 651639106 1,494 24,954 SH   OTR 5 0 24,954 0
NEWMONT CORP COM 651639106 1,362 22,749 SH   SOLE   22,749 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 40 20,700 SH   SOLE   20,700 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 166 86,500 SH   OTR 1 0 86,500 0
NEWPARK RES INC NOTE 4.000%12/0 651718AE8 11,707 12,861,000 PRN   OTR 1 0 12,861,000 0
NEWPARK RES INC NOTE 4.000%12/0 651718AE8 873 959,000 PRN   SOLE   959,000 0 0
NEWS CORP NEW CL A 65249B109 7,787 433,332 SH   OTR 1 0 433,332 0
NEWS CORP NEW CL A 65249B109 151 8,428 SH   SOLE   8,428 0 0
NEWS CORP NEW CL A 65249B109 70 3,911 SH   OTR 5 0 3,911 0
NEWS CORP NEW CL B 65249B208 920 51,757 SH   OTR 1 0 51,757 0
NEWS CORP NEW CL B 65249B208 29 1,630 SH   SOLE   1,630 0 0
NEXTERA ENERGY INC COM 65339F101 3,316 42,982 SH   SOLE   42,982 0 0
NEXTERA ENERGY INC COM 65339F101 46 601 SH   OTR 5 0 601 0
NEXTERA ENERGY INC COM 65339F101 23,817 308,714 SH   OTR 1 0 308,714 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 177 3,472 SH   OTR 4 0 3,472 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 1,065 21,300 SH   SOLE   21,300 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 12,275 241,435 SH   DFND 1 0 241,435 0
NEXTGEN HEALTHCARE INC COM 65343C102 102 5,600 SH   SOLE   5,600 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 425 23,300 SH   OTR 1 0 23,300 0
NEXTIER OILFIELD SOLUTIONS COM 65290C105 279 81,000 SH   OTR 1 0 81,000 0
NEXTIER OILFIELD SOLUTIONS COM 65290C105 66 19,200 SH   SOLE   19,200 0 0
NIC INC COM 62914B100 431 16,700 SH   OTR 1 0 16,700 0
NIC INC COM 62914B100 106 4,100 SH   SOLE   4,100 0 0
NICE LTD SPONSORED ADR 653656108 7,325 25,834 SH   SOLE   25,834 0 0
NICE LTD SPONSORED ADR 653656108 9,338 32,934 SH   OTR 1 0 32,934 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 16,092 4,731,000 PRN   DFND 1 0 4,731,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 78,466 23,035,000 PRN   OTR 1 0 23,035,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 4,905 1,440,000 PRN   SOLE   1,440,000 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 238 70,000 PRN   OTR 4 0 70,000 0
NIKE INC CL B 654106103 44,899 317,378 SH   OTR 1 0 317,378 0
NIKE INC CL B 654106103 4,089 28,902 SH   SOLE   28,902 0 0
NIKE INC CL B 654106103 1,422 10,049 SH   OTR 5 0 10,049 0
NIO INC SPON ADS 62914V106 141 2,900 SH   SOLE   2,900 0 0
NIO INC SPON ADS 62914V106 941 19,300 SH   OTR 1 0 19,300 0
NIO INC SPON ADS 62914V106 2 36 SH   DFND 1 0 36 0
NISOURCE INC COM 65473P105 1,279 55,763 SH   OTR 1 0 55,763 0
NISOURCE INC COM 65473P105 168 7,312 SH   SOLE   7,312 0 0
NORFOLK SOUTHN CORP COM 655844108 1,305 5,494 SH   SOLE   5,494 0 0
NORFOLK SOUTHN CORP COM 655844108 10,183 42,854 SH   OTR 1 0 42,854 0
NORTHERN TR CORP COM 665859104 425 4,566 SH   SOLE   4,566 0 0
NORTHERN TR CORP COM 665859104 7,049 75,679 SH   OTR 1 0 75,679 0
NORTHRIM BANCORP INC COM 666762109 58 1,700 SH   SOLE   1,700 0 0
NORTHRIM BANCORP INC COM 666762109 224 6,600 SH   OTR 1 0 6,600 0
NORTHROP GRUMMAN CORP COM 666807102 360 1,183 SH   OTR 5 0 1,183 0
NORTHROP GRUMMAN CORP COM 666807102 9,640 31,636 SH   OTR 1 0 31,636 0
NORTHROP GRUMMAN CORP COM 666807102 1,050 3,445 SH   SOLE   3,445 0 0
NORTONLIFELOCK INC COM 668771108 275 13,211 SH   SOLE   13,211 0 0
NORTONLIFELOCK INC COM 668771108 1,790 86,125 SH   OTR 1 0 86,125 0
NOVANTA INC COM 67000B104 225 1,900 SH   SOLE   1,900 0 0
NOVANTA INC COM 67000B104 958 8,100 SH   OTR 1 0 8,100 0
NOVAVAX INC COM NEW 670002401 2,810 25,200 SH   OTR 1 0 25,200 0
NOVAVAX INC COM NEW 670002401 669 6,000 SH   SOLE   6,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 2,475 167,000 PRN   SOLE   167,000 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 26,678 1,800,000 PRN   OTR 1 0 1,800,000 0
NRG ENERGY INC COM NEW 629377508 424 11,300 SH   SOLE   11,300 0 0
NRG ENERGY INC COM NEW 629377508 12,706 338,366 SH   OTR 1 0 338,366 0
NRG ENERGY INC COM NEW 629377508 869 23,139 SH   OTR 5 0 23,139 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 27,969 24,506,000 PRN   OTR 1 0 24,506,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 84 74,000 PRN   OTR 4 0 74,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3,076 2,695,000 PRN   SOLE   2,695,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 5,519 4,857,000 PRN   DFND 1 0 4,857,000 0
NU SKIN ENTERPRISES INC CL A 67018T105 13,427 245,779 SH   OTR 1 0 245,779 0
NU SKIN ENTERPRISES INC CL A 67018T105 163 2,980 SH   SOLE   2,980 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 2,800 1,228,000 PRN   SOLE   1,228,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 44,716 19,609,000 PRN   OTR 1 0 19,609,000 0
NUCOR CORP COM 670346105 365 6,859 SH   SOLE   6,859 0 0
NUCOR CORP COM 670346105 3,219 60,520 SH   OTR 1 0 60,520 0
NUVASIVE INC COM 670704105 558 9,900 SH   SOLE   9,900 0 0
NUVASIVE INC COM 670704105 2,296 40,754 SH   OTR 1 0 40,754 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 70 69,000 PRN   OTR 4 0 69,000 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 4,620 4,586,000 PRN   DFND 1 0 4,586,000 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 27,107 1,795,140 SH   SOLE   1,795,140 0 0
NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2,822 200,000 SH   SOLE   200,000 0 0
NUVEEN MICH QUALITY MUN INCO COM 670979103 4,428 300,000 SH   SOLE   300,000 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1,353 100,000 SH   OTR 1 0 100,000 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 7,422 548,590 SH   SOLE   548,590 0 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7,482 517,097 SH   SOLE   517,097 0 0
NVE CORP COM NEW 629445206 62 1,100 SH   SOLE   1,100 0 0
NVE CORP COM NEW 629445206 258 4,600 SH   OTR 1 0 4,600 0
NVIDIA CORPORATION COM 67066G104 82,697 158,362 SH   OTR 1 0 158,362 0
NVIDIA CORPORATION COM 67066G104 2,590 4,959 SH   OTR 5 0 4,959 0
NVIDIA CORPORATION COM 67066G104 7,462 14,290 SH   SOLE   14,290 0 0
NVR INC COM 62944T105 2,081 510 SH   OTR 1 0 510 0
NVR INC COM 62944T105 318 78 SH   SOLE   78 0 0
OCCIDENTAL PETE CORP COM 674599105 317 18,319 SH   SOLE   18,319 0 0
OCCIDENTAL PETE CORP COM 674599105 2,111 121,953 SH   OTR 1 0 121,953 0
OCEANFIRST FINL CORP COM 675234108 235 12,600 SH   SOLE   12,600 0 0
OCEANFIRST FINL CORP COM 675234108 976 52,400 SH   OTR 1 0 52,400 0
OGE ENERGY CORP COM 670837103 731 22,942 SH   OTR 5 0 22,942 0
OGE ENERGY CORP COM 670837103 9,525 298,979 SH   OTR 1 0 298,979 0
OGE ENERGY CORP COM 670837103 210 6,599 SH   SOLE   6,599 0 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 22,224 28,665,000 PRN   OTR 1 0 28,665,000 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 1,738 2,242,000 PRN   SOLE   2,242,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 2,075 1,390,000 PRN   SOLE   1,390,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 13,653 9,144,000 PRN   OTR 1 0 9,144,000 0
OLD DOMINION FREIGHT LINE IN COM 679580100 417 2,136 SH   SOLE   2,136 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 5,101 26,135 SH   OTR 1 0 26,135 0
OLIN CORP COM PAR $1 680665205 521 21,200 SH   OTR 1 0 21,200 0
OLIN CORP COM PAR $1 680665205 114 4,638 SH   SOLE   4,638 0 0
OMNICELL COM COM 68213N109 2,568 21,400 SH   OTR 1 0 21,400 0
OMNICELL COM COM 68213N109 624 5,200 SH   SOLE   5,200 0 0
OMNICOM GROUP INC COM 681919106 299 4,790 SH   SOLE   4,790 0 0
OMNICOM GROUP INC COM 681919106 1,951 31,282 SH   OTR 1 0 31,282 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 3,697 2,203,000 PRN   SOLE   2,203,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 545 325,000 PRN   OTR 5 0 325,000 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 25,603 15,258,000 PRN   OTR 1 0 15,258,000 0
ONEOK INC NEW COM 682680103 2,482 64,665 SH   OTR 1 0 64,665 0
ONEOK INC NEW COM 682680103 372 9,689 SH   SOLE   9,689 0 0
ONEWATER MARINE INC CL A COM 68280L101 44 1,500 SH   SOLE   1,500 0 0
ONEWATER MARINE INC CL A COM 68280L101 180 6,200 SH   OTR 1 0 6,200 0
OP BANCORP COM 67109R109 377 49,000 SH   OTR 1 0 49,000 0
OP BANCORP COM 67109R109 96 12,500 SH   SOLE   12,500 0 0
OPKO HEALTH INC COM 68375N103 998 252,700 SH   OTR 1 0 252,700 0
OPKO HEALTH INC COM 68375N103 239 60,500 SH   SOLE   60,500 0 0
OPTION CARE HEALTH INC COM NEW 68404L201 490 31,300 SH   SOLE   31,300 0 0
OPTION CARE HEALTH INC COM NEW 68404L201 2,047 130,900 SH   OTR 1 0 130,900 0
ORACLE CORP COM 68389X105 1,848 28,562 SH   OTR 5 0 28,562 0
ORACLE CORP COM 68389X105 3,075 47,529 SH   SOLE   47,529 0 0
ORACLE CORP COM 68389X105 26,914 416,040 SH   OTR 1 0 416,040 0
ORASURE TECHNOLOGIES INC COM 68554V108 196 18,500 SH   SOLE   18,500 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 826 78,000 SH   OTR 1 0 78,000 0
OREILLY AUTOMOTIVE INC COM 67103H107 12,528 27,681 SH   OTR 1 0 27,681 0
OREILLY AUTOMOTIVE INC COM 67103H107 6 13 SH   OTR 5 0 13 0
OREILLY AUTOMOTIVE INC COM 67103H107 716 1,583 SH   SOLE   1,583 0 0
ORMAT TECHNOLOGIES INC COM 686688102 460 5,100 SH   OTR 1 0 5,100 0
ORMAT TECHNOLOGIES INC COM 686688102 108 1,200 SH   SOLE   1,200 0 0
ORRSTOWN FINL SVCS INC COM 687380105 235 14,201 SH   OTR 1 0 14,201 0
ORRSTOWN FINL SVCS INC COM 687380105 63 3,792 SH   SOLE   3,792 0 0
ORTHOFIX MED INC COM 68752M108 275 6,400 SH   SOLE   6,400 0 0
ORTHOFIX MED INC COM 68752M108 1,165 27,100 SH   OTR 1 0 27,100 0
OSI SYSTEMS INC COM 671044105 289 3,100 SH   SOLE   3,100 0 0
OSI SYSTEMS INC COM 671044105 1,221 13,100 SH   OTR 1 0 13,100 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 93 87,000 PRN   SOLE   87,000 0 0
OTIS WORLDWIDE CORP COM 68902V107 7,023 103,961 SH   OTR 1 0 103,961 0
OTIS WORLDWIDE CORP COM 68902V107 596 8,827 SH   SOLE   8,827 0 0
OVERSTOCK COM INC DEL COM 690370101 604 12,600 SH   OTR 1 0 12,600 0
OVERSTOCK COM INC DEL COM 690370101 139 2,900 SH   SOLE   2,900 0 0
OVINTIV INC COM 69047Q102 883 61,500 SH   OTR 1 0 61,500 0
OVINTIV INC COM 69047Q102 211 14,700 SH   SOLE   14,700 0 0
OWENS & MINOR INC NEW COM 690732102 698 25,800 SH   SOLE   25,800 0 0
OWENS & MINOR INC NEW COM 690732102 2,927 108,200 SH   OTR 1 0 108,200 0
OWENS CORNING NEW COM 690742101 81 1,072 SH   SOLE   1,072 0 0
OWENS CORNING NEW COM 690742101 7,045 92,997 SH   OTR 1 0 92,997 0
PACCAR INC COM 693718108 724 8,395 SH   SOLE   8,395 0 0
PACCAR INC COM 693718108 9,469 109,743 SH   OTR 1 0 109,743 0
PACCAR INC COM 693718108 947 10,980 SH   OTR 5 0 10,980 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 374 14,400 SH   SOLE   14,400 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1,593 61,400 SH   OTR 1 0 61,400 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 54 47,000 PRN   OTR 4 0 47,000 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 3,160 2,749,000 PRN   OTR 1 0 2,749,000 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 246 214,000 PRN   SOLE   214,000 0 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 3,649 3,182,000 PRN   DFND 1 0 3,182,000 0
PACKAGING CORP AMER COM 695156109 1,903 13,799 SH   OTR 1 0 13,799 0
PACKAGING CORP AMER COM 695156109 291 2,112 SH   SOLE   2,112 0 0
PACWEST BANCORP DEL COM 695263103 184 7,244 SH   SOLE   7,244 0 0
PACWEST BANCORP DEL COM 695263103 6,354 250,160 SH   OTR 1 0 250,160 0
PALO ALTO NETWORKS INC COM 697435105 107 300 SH   SOLE   300 0 0
PALO ALTO NETWORKS INC COM 697435105 19,448 54,723 SH   OTR 1 0 54,723 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 3,156 2,234,000 PRN   SOLE   2,234,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 31,995 22,645,000 PRN   OTR 1 0 22,645,000 0
PALOMAR HLDGS INC COM 69753M105 44 500 SH   SOLE   500 0 0
PALOMAR HLDGS INC COM 69753M105 178 2,000 SH   OTR 1 0 2,000 0
PARK HOTELS RESORTS INC COM 700517105 199 11,575 SH   OTR 1 0 11,575 0
PARK HOTELS RESORTS INC COM 700517105 0 0 SH   SOLE   0 0 0
PARKER-HANNIFIN CORP COM 701094104 824 3,025 SH   SOLE   3,025 0 0
PARKER-HANNIFIN CORP COM 701094104 434 1,594 SH   OTR 5 0 1,594 0
PARKER-HANNIFIN CORP COM 701094104 18,189 66,770 SH   OTR 1 0 66,770 0
PATRICK INDS INC COM 703343103 537 7,851 SH   SOLE   7,851 0 0
PATRICK INDS INC COM 703343103 2,251 32,939 SH   OTR 1 0 32,939 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 30,800 28,898,000 PRN   OTR 1 0 28,898,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 6,656 6,304,000 PRN   DFND 1 0 6,304,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 96 91,000 PRN   OTR 4 0 91,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 2,928 2,747,000 PRN   SOLE   2,747,000 0 0
PATTERSON-UTI ENERGY INC COM 703481101 115 21,900 SH   OTR 1 0 21,900 0
PATTERSON-UTI ENERGY INC COM 703481101 28 5,300 SH   SOLE   5,300 0 0
PAYCHEX INC COM 704326107 4,338 46,558 SH   OTR 1 0 46,558 0
PAYCHEX INC COM 704326107 653 7,005 SH   SOLE   7,005 0 0
PAYCOM SOFTWARE INC COM 70432V102 3,224 7,129 SH   OTR 1 0 7,129 0
PAYCOM SOFTWARE INC COM 70432V102 468 1,035 SH   SOLE   1,035 0 0
PAYPAL HLDGS INC COM 70450Y103 77,186 329,574 SH   OTR 1 0 329,574 0
PAYPAL HLDGS INC COM 70450Y103 6,589 28,133 SH   SOLE   28,133 0 0
PAYPAL HLDGS INC COM 70450Y103 2,199 9,390 SH   OTR 5 0 9,390 0
PDC ENERGY INC COM 69327R101 261 12,700 SH   OTR 1 0 12,700 0
PDC ENERGY INC COM 69327R101 64 3,100 SH   SOLE   3,100 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 1,054 46,308 SH   OTR 1 0 46,308 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 250 10,976 SH   SOLE   10,976 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 105 5,600 SH   SOLE   5,600 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 440 23,400 SH   OTR 1 0 23,400 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 267 250,000 PRN   SOLE   250,000 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 5,991 39,485 SH   OTR 1 0 39,485 0
PELOTON INTERACTIVE INC CL A COM 70614W100 171 1,125 SH   SOLE   1,125 0 0
PENN NATL GAMING INC COM 707569109 1,416 16,400 SH   SOLE   16,400 0 0
PENN NATL GAMING INC COM 707569109 5,908 68,400 SH   OTR 1 0 68,400 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 298 79,000 PRN   SOLE   79,000 0 0
PENNANT GROUP INC COM 70805E109 2,235 38,500 SH   OTR 1 0 38,500 0
PENNANT GROUP INC COM 70805E109 534 9,200 SH   SOLE   9,200 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 99 100,000 PRN   SOLE   100,000 0 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 46 700 SH   SOLE   700 0 0
PENNYMAC FINL SVCS INC NEW COM 70932M107 177 2,700 SH   OTR 1 0 2,700 0
PENNYMAC MTG INVT TR COM 70931T103 493 28,000 SH   SOLE   28,000 0 0
PENNYMAC MTG INVT TR COM 70931T103 2,067 117,500 SH   OTR 1 0 117,500 0
PEOPLES UNITED FINANCIAL INC COM 712704105 799 61,824 SH   OTR 1 0 61,824 0
PEOPLES UNITED FINANCIAL INC COM 712704105 105 8,116 SH   SOLE   8,116 0 0
PEPSICO INC COM 713448108 4,524 30,507 SH   SOLE   30,507 0 0
PEPSICO INC COM 713448108 603 4,069 SH   OTR 5 0 4,069 0
PEPSICO INC COM 713448108 37,102 250,179 SH   OTR 1 0 250,179 0
PERFORMANCE FOOD GROUP CO COM 71377A103 1,833 38,500 SH   OTR 1 0 38,500 0
PERFORMANCE FOOD GROUP CO COM 71377A103 438 9,200 SH   SOLE   9,200 0 0
PERKINELMER INC COM 714046109 2,338 16,294 SH   OTR 1 0 16,294 0
PERKINELMER INC COM 714046109 336 2,340 SH   SOLE   2,340 0 0
PERSPECTA INC COM 715347100 207 8,600 SH   SOLE   8,600 0 0
PERSPECTA INC COM 715347100 881 36,600 SH   OTR 1 0 36,600 0
PFIZER INC COM 717081103 35,900 975,276 SH   OTR 1 0 975,276 0
PFIZER INC COM 717081103 4,753 129,119 SH   SOLE   129,119 0 0
PFIZER INC COM 717081103 1,198 32,549 SH   OTR 5 0 32,549 0
PFSWEB INC COM NEW 717098206 155 23,000 SH   OTR 1 0 23,000 0
PFSWEB INC COM NEW 717098206 36 5,400 SH   SOLE   5,400 0 0
PG&E CORP UNIT 99/99/9999 69331C140 31,935 259,900 SH   OTR 1 0 259,900 0
PG&E CORP UNIT 99/99/9999 69331C140 134 1,093 SH   OTR 4 0 1,093 0
PG&E CORP UNIT 99/99/9999 69331C140 9,335 75,997 SH   DFND 1 0 75,997 0
PG&E CORP UNIT 99/99/9999 69331C140 3,229 26,282 SH   SOLE   26,282 0 0
PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 1,245 85,657 SH   SOLE   85,657 0 0
PGIM HIGH YIELD BOND FUND IN COM 69346H100 1,221 81,390 SH   SOLE   81,390 0 0
PGT INNOVATIONS INC COM 69336V101 407 20,000 SH   SOLE   20,000 0 0
PGT INNOVATIONS INC COM 69336V101 1,686 82,900 SH   OTR 1 0 82,900 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 1,431 73,692 SH   OTR 1 0 73,692 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 339 17,462 SH   SOLE   17,462 0 0
PHILIP MORRIS INTL INC COM 718172109 1,396 16,860 SH   OTR 5 0 16,860 0
PHILIP MORRIS INTL INC COM 718172109 25,032 302,353 SH   OTR 1 0 302,353 0
PHILIP MORRIS INTL INC COM 718172109 1,763 21,293 SH   SOLE   21,293 0 0
PHILLIPS 66 COM 718546104 674 9,640 SH   SOLE   9,640 0 0
PHILLIPS 66 COM 718546104 5,638 80,609 SH   OTR 1 0 80,609 0
PHOTRONICS INC COM 719405102 398 35,700 SH   SOLE   35,700 0 0
PHOTRONICS INC COM 719405102 1,665 149,237 SH   OTR 1 0 149,237 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,326 81,700 SH   OTR 1 0 81,700 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 315 19,400 SH   SOLE   19,400 0 0
PILGRIMS PRIDE CORP COM 72147K108 431 22,001 SH   OTR 1 0 22,001 0
PILGRIMS PRIDE CORP COM 72147K108 0 0 SH   SOLE   0 0 0
PINDUODUO INC SPONSORED ADS 722304102 178 1,000 SH   SOLE   1,000 0 0
PINDUODUO INC SPONSORED ADS 722304102 1,690 9,514 SH   OTR 1 0 9,514 0
PINDUODUO INC SPONSORED ADS 722304102 2 11 SH   DFND 1 0 11 0
PINNACLE WEST CAP CORP COM 723484101 1,310 16,385 SH   OTR 1 0 16,385 0
PINNACLE WEST CAP CORP COM 723484101 172 2,148 SH   SOLE   2,148 0 0
PINTEREST INC CL A 72352L106 3,942 59,816 SH   OTR 1 0 59,816 0
PINTEREST INC CL A 72352L106 210 3,194 SH   SOLE   3,194 0 0
PIONEER MUN HIGH INCOME ADVA COM 723762100 3,686 316,387 SH   OTR 1 0 316,387 0
PIONEER MUN HIGH INCOME ADVA COM 723762100 12,067 1,035,756 SH   SOLE   1,035,756 0 0
PIONEER MUN HIGH INCOME TR COM SHS 723763108 6,000 482,304 SH   SOLE   482,304 0 0
PIONEER MUN HIGH INCOME TR COM SHS 723763108 4,139 332,691 SH   OTR 1 0 332,691 0
PIONEER NAT RES CO COM 723787107 4,396 38,599 SH   OTR 1 0 38,599 0
PIONEER NAT RES CO COM 723787107 414 3,635 SH   SOLE   3,635 0 0
PIPER SANDLER COMPANIES COM 724078100 1,292 12,800 SH   OTR 1 0 12,800 0
PIPER SANDLER COMPANIES COM 724078100 313 3,100 SH   SOLE   3,100 0 0
PITNEY BOWES INC COM 724479100 133 21,600 SH   OTR 1 0 21,600 0
PITNEY BOWES INC COM 724479100 32 5,200 SH   SOLE   5,200 0 0
PLANTRONICS INC NEW COM 727493108 1,038 38,400 SH   OTR 1 0 38,400 0
PLANTRONICS INC NEW COM 727493108 251 9,300 SH   SOLE   9,300 0 0
PLEXUS CORP COM 729132100 735 9,400 SH   OTR 1 0 9,400 0
PLEXUS CORP COM 729132100 180 2,300 SH   SOLE   2,300 0 0
PLUG POWER INC COM NEW 72919P202 4,418 130,300 SH   OTR 1 0 130,300 0
PLUG POWER INC COM NEW 72919P202 1,041 30,700 SH   SOLE   30,700 0 0
PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 149 150,000 PRN   SOLE   150,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 10,388 69,721 SH   OTR 1 0 69,721 0
PNC FINL SVCS GROUP INC COM 693475105 1,369 9,187 SH   SOLE   9,187 0 0
POLARIS INC COM 731068102 13,943 146,334 SH   OTR 1 0 146,334 0
POLARIS INC COM 731068102 689 7,227 SH   OTR 5 0 7,227 0
POLARIS INC COM 731068102 213 2,235 SH   SOLE   2,235 0 0
POOL CORP COM 73278L105 2,177 5,844 SH   OTR 1 0 5,844 0
POOL CORP COM 73278L105 323 867 SH   SOLE   867 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 86 2,000 SH   SOLE   2,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 364 8,500 SH   OTR 1 0 8,500 0
POTLATCHDELTIC CORPORATION COM 737630103 2,421 48,400 SH   OTR 1 0 48,400 0
POTLATCHDELTIC CORPORATION COM 737630103 585 11,700 SH   SOLE   11,700 0 0
POWELL INDS INC COM 739128106 1,059 35,900 SH   OTR 1 0 35,900 0
POWELL INDS INC COM 739128106 236 8,000 SH   SOLE   8,000 0 0
POWER INTEGRATIONS INC COM 739276103 925 11,300 SH   SOLE   11,300 0 0
POWER INTEGRATIONS INC COM 739276103 3,864 47,200 SH   OTR 1 0 47,200 0
PPD INC COM 69355F102 15,578 455,218 SH   OTR 1 0 455,218 0
PPD INC COM 69355F102 217 6,347 SH   SOLE   6,347 0 0
PPG INDS INC COM 693506107 751 5,207 SH   SOLE   5,207 0 0
PPG INDS INC COM 693506107 5,490 38,068 SH   OTR 1 0 38,068 0
PPL CORP COM 69351T106 494 17,527 SH   SOLE   17,527 0 0
PPL CORP COM 69351T106 9,415 333,851 SH   OTR 1 0 333,851 0
PRA HEALTH SCIENCES INC COM 69354M108 258 2,057 SH   SOLE   2,057 0 0
PRA HEALTH SCIENCES INC COM 69354M108 21,381 170,445 SH   OTR 1 0 170,445 0
PRA HEALTH SCIENCES INC COM 69354M108 1,166 9,295 SH   OTR 5 0 9,295 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,383 27,400 SH   OTR 1 0 27,400 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 323 6,400 SH   SOLE   6,400 0 0
PREFORMED LINE PRODS CO COM 740444104 326 4,767 SH   OTR 1 0 4,767 0
PREFORMED LINE PRODS CO COM 740444104 60 870 SH   SOLE   870 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 488 14,000 SH   SOLE   14,000 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 2,036 58,400 SH   OTR 1 0 58,400 0
PRICE T ROWE GROUP INC COM 74144T108 745 4,918 SH   SOLE   4,918 0 0
PRICE T ROWE GROUP INC COM 74144T108 8,237 54,408 SH   OTR 1 0 54,408 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 3,413 2,938,000 PRN   SOLE   2,938,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 38,140 32,836,000 PRN   OTR 1 0 32,836,000 0
PRIMO WATER CORPORATION COM 74167P108 499 31,800 SH   SOLE   31,800 0 0
PRIMO WATER CORPORATION COM 74167P108 2,062 131,500 SH   OTR 1 0 131,500 0
PRIMORIS SVCS CORP COM 74164F103 2,971 107,600 SH   OTR 1 0 107,600 0
PRIMORIS SVCS CORP COM 74164F103 712 25,800 SH   SOLE   25,800 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1,844 37,177 SH   OTR 1 0 37,177 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 242 4,871 SH   SOLE   4,871 0 0
PROCTER AND GAMBLE CO COM 742718109 69,358 498,474 SH   OTR 1 0 498,474 0
PROCTER AND GAMBLE CO COM 742718109 7,879 56,626 SH   SOLE   56,626 0 0
PROCTER AND GAMBLE CO COM 742718109 3,902 28,045 SH   OTR 5 0 28,045 0
PROG HOLDINGS INC COM NPV 74319R101 1,255 23,300 SH   OTR 1 0 23,300 0
PROG HOLDINGS INC COM NPV 74319R101 302 5,600 SH   SOLE   5,600 0 0
PROGRESS SOFTWARE CORP COM 743312100 3,245 71,806 SH   OTR 1 0 71,806 0
PROGRESS SOFTWARE CORP COM 743312100 778 17,226 SH   SOLE   17,226 0 0
PROGRESSIVE CORP COM 743315103 9,832 99,434 SH   OTR 1 0 99,434 0
PROGRESSIVE CORP COM 743315103 1,259 12,728 SH   SOLE   12,728 0 0
PROLOGIS INC. COM 74340W103 14,398 144,468 SH   OTR 1 0 144,468 0
PROLOGIS INC. COM 74340W103 591 5,934 SH   OTR 5 0 5,934 0
PROLOGIS INC. COM 74340W103 1,769 17,750 SH   SOLE   17,750 0 0
PROOFPOINT INC COM 743424103 95 700 SH   SOLE   700 0 0
PROOFPOINT INC COM 743424103 13,420 98,380 SH   OTR 1 0 98,380 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 197 175,000 PRN   SOLE   175,000 0 0
PROPETRO HLDG CORP COM 74347M108 319 43,100 SH   SOLE   43,100 0 0
PROPETRO HLDG CORP COM 74347M108 1,346 182,100 SH   OTR 1 0 182,100 0
PRUDENTIAL FINL INC COM 744320102 676 8,660 SH   SOLE   8,660 0 0
PRUDENTIAL FINL INC COM 744320102 4,499 57,623 SH   OTR 1 0 57,623 0
PS BUSINESS PKS INC CALIF COM 69360J107 2,089 15,721 SH   OTR 1 0 15,721 0
PS BUSINESS PKS INC CALIF COM 69360J107 505 3,800 SH   SOLE   3,800 0 0
PTC THERAPEUTICS INC COM 69366J200 465 7,627 SH   SOLE   7,627 0 0
PTC THERAPEUTICS INC COM 69366J200 1,921 31,483 SH   OTR 1 0 31,483 0
PUBLIC STORAGE COM 74460D109 282 1,220 SH   OTR 5 0 1,220 0
PUBLIC STORAGE COM 74460D109 7,283 31,538 SH   OTR 1 0 31,538 0
PUBLIC STORAGE COM 74460D109 794 3,440 SH   SOLE   3,440 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4,414 75,711 SH   OTR 1 0 75,711 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 633 10,861 SH   SOLE   10,861 0 0
PULTE GROUP INC COM 745867101 313 7,254 SH   SOLE   7,254 0 0
PULTE GROUP INC COM 745867101 562 13,036 SH   OTR 5 0 13,036 0
PULTE GROUP INC COM 745867101 7,008 162,522 SH   OTR 1 0 162,522 0
PURE CYCLE CORP COM NEW 746228303 293 26,100 SH   OTR 1 0 26,100 0
PURE CYCLE CORP COM NEW 746228303 69 6,100 SH   SOLE   6,100 0 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 3,499 255,603 SH   SOLE   255,603 0 0
PVH CORPORATION COM 693656100 101 1,074 SH   OTR 5 0 1,074 0
PVH CORPORATION COM 693656100 295 3,139 SH   SOLE   3,139 0 0
PVH CORPORATION COM 693656100 9,653 102,817 SH   OTR 1 0 102,817 0
Q2 HLDGS INC COM 74736L109 974 7,700 SH   OTR 1 0 7,700 0
Q2 HLDGS INC COM 74736L109 228 1,800 SH   SOLE   1,800 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 156 70,000 PRN   SOLE   70,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 1,171 762,000 PRN   SOLE   762,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 11,056 7,195,000 PRN   OTR 1 0 7,195,000 0
QCR HOLDINGS INC COM 74727A104 578 14,600 SH   OTR 1 0 14,600 0
QCR HOLDINGS INC COM 74727A104 139 3,500 SH   SOLE   3,500 0 0
QORVO INC COM 74736K101 688 4,136 SH   SOLE   4,136 0 0
QORVO INC COM 74736K101 17,335 104,258 SH   OTR 1 0 104,258 0
QORVO INC COM 74736K101 1,311 7,886 SH   OTR 5 0 7,886 0
QUAKER CHEM CORP COM 747316107 101 400 SH   SOLE   400 0 0
QUAKER CHEM CORP COM 747316107 481 1,900 SH   OTR 1 0 1,900 0
QUALCOMM INC COM 747525103 2,455 16,113 SH   OTR 5 0 16,113 0
QUALCOMM INC COM 747525103 56,387 370,142 SH   OTR 1 0 370,142 0
QUALCOMM INC COM 747525103 4,280 28,094 SH   SOLE   28,094 0 0
QUALYS INC COM 74758T303 49 400 SH   SOLE   400 0 0
QUALYS INC COM 74758T303 207 1,700 SH   OTR 1 0 1,700 0
QUANTA SVCS INC COM 74762E102 451 6,263 SH   SOLE   6,263 0 0
QUANTA SVCS INC COM 74762E102 1,261 17,509 SH   OTR 5 0 17,509 0
QUANTA SVCS INC COM 74762E102 23,195 322,061 SH   OTR 1 0 322,061 0
QUEST DIAGNOSTICS INC COM 74834L100 3,320 27,861 SH   OTR 1 0 27,861 0
QUEST DIAGNOSTICS INC COM 74834L100 366 3,068 SH   SOLE   3,068 0 0
QURATE RETAIL INC COM SER A 74915M100 15,433 1,406,873 SH   OTR 1 0 1,406,873 0
QURATE RETAIL INC COM SER A 74915M100 0 0 SH   SOLE   0 0 0
R1 RCM INC COM 749397105 307 12,800 SH   OTR 1 0 12,800 0
R1 RCM INC COM 749397105 72 3,000 SH   SOLE   3,000 0 0
RADIAN GROUP INC COM 750236101 233 11,500 SH   SOLE   11,500 0 0
RADIAN GROUP INC COM 750236101 974 48,100 SH   OTR 1 0 48,100 0
RALPH LAUREN CORP CL A 751212101 728 7,016 SH   OTR 1 0 7,016 0
RALPH LAUREN CORP CL A 751212101 95 919 SH   SOLE   919 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 731 648,000 PRN   SOLE   648,000 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 18,680 16,548,000 PRN   OTR 1 0 16,548,000 0
RANGE RES CORP COM 75281A109 16 2,400 SH   SOLE   2,400 0 0
RANGE RES CORP COM 75281A109 71 10,600 SH   OTR 1 0 10,600 0
RAPID7 INC COM 753422104 153 1,700 SH   SOLE   1,700 0 0
RAPID7 INC COM 753422104 649 7,200 SH   OTR 1 0 7,200 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 120 55,000 PRN   SOLE   55,000 0 0
RAYMOND JAMES FINL INC COM 754730109 1,238 12,939 SH   OTR 5 0 12,939 0
RAYMOND JAMES FINL INC COM 754730109 627 6,557 SH   SOLE   6,557 0 0
RAYMOND JAMES FINL INC COM 754730109 15,248 159,384 SH   OTR 1 0 159,384 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 20,454 286,025 SH   OTR 1 0 286,025 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 871 12,182 SH   OTR 5 0 12,182 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 2,423 33,886 SH   SOLE   33,886 0 0
RBB BANCORP COM 74930B105 135 8,800 SH   SOLE   8,800 0 0
RBB BANCORP COM 74930B105 588 38,200 SH   OTR 1 0 38,200 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 256 6,500 SH   OTR 1 0 6,500 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 63 1,600 SH   SOLE   1,600 0 0
RE MAX HLDGS INC CL A 75524W108 160 4,400 SH   OTR 1 0 4,400 0
RE MAX HLDGS INC CL A 75524W108 40 1,100 SH   SOLE   1,100 0 0
REALOGY HLDGS CORP COM 75605Y106 2,195 167,300 SH   OTR 1 0 167,300 0
REALOGY HLDGS CORP COM 75605Y106 526 40,100 SH   SOLE   40,100 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 157 75,000 PRN   SOLE   75,000 0 0
REALTY INCOME CORP COM 756109104 6,298 101,298 SH   OTR 1 0 101,298 0
REALTY INCOME CORP COM 756109104 478 7,694 SH   SOLE   7,694 0 0
RED ROCK RESORTS INC CL A 75700L108 135 5,400 SH   SOLE   5,400 0 0
RED ROCK RESORTS INC CL A 75700L108 576 23,000 SH   OTR 1 0 23,000 0
REDFIN CORP COM 75737F108 1,386 20,200 SH   OTR 1 0 20,200 0
REDFIN CORP COM 75737F108 336 4,900 SH   SOLE   4,900 0 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 76 80,000 PRN   SOLE   80,000 0 0
REGAL BELOIT CORP COM 758750103 253 2,061 SH   SOLE   2,061 0 0
REGAL BELOIT CORP COM 758750103 12,041 98,042 SH   OTR 1 0 98,042 0
REGAL BELOIT CORP COM 758750103 1,170 9,530 SH   OTR 5 0 9,530 0
REGENCY CTRS CORP COM 758849103 1,808 39,648 SH   OTR 1 0 39,648 0
REGENCY CTRS CORP COM 758849103 6 134 SH   OTR 5 0 134 0
REGENCY CTRS CORP COM 758849103 137 3,007 SH   SOLE   3,007 0 0
REGENERON PHARMACEUTICALS COM 75886F107 663 1,372 SH   OTR 5 0 1,372 0
REGENERON PHARMACEUTICALS COM 75886F107 21,308 44,106 SH   OTR 1 0 44,106 0
REGENERON PHARMACEUTICALS COM 75886F107 1,204 2,493 SH   SOLE   2,493 0 0
REGENXBIO INC COM 75901B107 2,523 55,612 SH   OTR 1 0 55,612 0
REGENXBIO INC COM 75901B107 601 13,257 SH   SOLE   13,257 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 355 22,001 SH   SOLE   22,001 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 2,253 139,756 SH   OTR 1 0 139,756 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 157 1,313 SH   SOLE   1,313 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 8,270 69,061 SH   OTR 1 0 69,061 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 2 17 SH   OTR 5 0 17 0
RELIANT BANCORP INC COM 75956B101 209 11,200 SH   OTR 1 0 11,200 0
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RH COM 74967X103 582 1,300 SH   SOLE   1,300 0 0
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SELECT MED HLDGS CORP COM 81619Q105 882 31,900 SH   SOLE   31,900 0 0
SELECT MED HLDGS CORP COM 81619Q105 3,684 133,200 SH   OTR 1 0 133,200 0
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SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 2,696 1,962,000 PRN   DFND 1 0 1,962,000 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 38 28,000 PRN   OTR 4 0 28,000 0
SIMON PPTY GROUP INC NEW COM 828806109 608 7,134 SH   SOLE   7,134 0 0
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SNAP INC NOTE 0.750% 8/0 83304AAB2 3,284 1,448,000 PRN   SOLE   1,448,000 0 0
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SOUTHWEST AIRLS CO COM 844741108 4,003 85,892 SH   OTR 1 0 85,892 0
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SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 65,981 45,270,000 PRN   OTR 1 0 45,270,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 5,713 3,920,000 PRN   SOLE   3,920,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 121 83,000 PRN   OTR 4 0 83,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 8,635 5,945,000 PRN   DFND 1 0 5,945,000 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 705 11,600 SH   SOLE   11,600 0 0
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SPARTANNASH CO COM 847215100 202 11,600 SH   SOLE   11,600 0 0
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SPDR GOLD TR GOLD SHS 78463V107 31,710 177,786 SH   OTR 1 0 177,786 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 674,239 1,803,358 SH   OTR 3 0 1,803,358 0
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SPDR S&P 500 ETF TR TR UNIT 78462F103 2,802 7,494 SH   OTR 5 0 7,494 0
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SPDR SER TR BLMBRG BRC CNVRT 78464A359 44 534 SH   SOLE   534 0 0
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SPIRIT AIRLS INC COM 848577102 359 14,700 SH   OTR 1 0 14,700 0
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SPORTSMANS WHSE HLDGS INC COM 84920Y106 270 15,400 SH   SOLE   15,400 0 0
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SPX CORP COM 784635104 796 14,600 SH   OTR 1 0 14,600 0
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SQUARE INC NOTE 0.375% 3/0 852234AB9 237 25,000 PRN   SOLE   25,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 8,870 3,168,000 PRN   DFND 1 0 3,168,000 0
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SQUARE INC NOTE 0.500% 5/1 852234AD5 13,595 4,849,000 PRN   OTR 1 0 4,849,000 0
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SS&C TECHNOLOGIES HLDGS INC COM 78467J100 7,403 101,760 SH   OTR 1 0 101,760 0
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STAAR SURGICAL CO COM PAR $0.01 852312305 119 1,500 SH   SOLE   1,500 0 0
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STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 4,850 44,200 SH   SOLE   44,200 0 0
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STITCH FIX INC COM CL A 860897107 440 7,500 SH   OTR 1 0 7,500 0
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VANGUARD INDEX FDS VALUE ETF 922908744 0 0 SH   SOLE   0 0 0
VARIAN MED SYS INC COM 92220P105 341 1,946 SH   SOLE   1,946 0 0
VARIAN MED SYS INC COM 92220P105 2,326 13,293 SH   OTR 1 0 13,293 0
VARONIS SYS INC COM 922280102 704 4,300 SH   OTR 1 0 4,300 0
VARONIS SYS INC COM 922280102 164 1,000 SH   SOLE   1,000 0 0
VECTOR GROUP LTD COM 92240M108 616 52,900 SH   SOLE   52,900 0 0
VECTOR GROUP LTD COM 92240M108 2,571 220,700 SH   OTR 1 0 220,700 0
VECTRUS INC COM 92242T101 378 7,600 SH   OTR 1 0 7,600 0
VECTRUS INC COM 92242T101 89 1,800 SH   SOLE   1,800 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 93 95,000 PRN   SOLE   95,000 0 0
VEEVA SYS INC CL A COM 922475108 146 535 SH   SOLE   535 0 0
VEEVA SYS INC CL A COM 922475108 7,585 27,862 SH   OTR 1 0 27,862 0
VENTAS INC COM 92276F100 4,036 82,298 SH   OTR 1 0 82,298 0
VENTAS INC COM 92276F100 404 8,239 SH   SOLE   8,239 0 0
VERACYTE INC COM 92337F107 396 8,100 SH   SOLE   8,100 0 0
VERACYTE INC COM 92337F107 1,649 33,700 SH   OTR 1 0 33,700 0
VEREIT INC COM 92339V308 0 0 SH   SOLE   0 0 0
VEREIT INC COM 92339V308 407 10,774 SH   OTR 1 0 10,774 0
VERINT SYS INC COM 92343X100 934 13,900 SH   SOLE   13,900 0 0
VERINT SYS INC COM 92343X100 3,863 57,500 SH   OTR 1 0 57,500 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 5,058 4,613,000 PRN   DFND 1 0 4,613,000 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 76 69,000 PRN   OTR 4 0 69,000 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 32 29,000 PRN   SOLE   29,000 0 0
VERISIGN INC COM 92343E102 3,162 14,612 SH   OTR 1 0 14,612 0
VERISIGN INC COM 92343E102 501 2,317 SH   SOLE   2,317 0 0
VERISK ANALYTICS INC COM 92345Y106 707 3,406 SH   SOLE   3,406 0 0
VERISK ANALYTICS INC COM 92345Y106 4,911 23,659 SH   OTR 1 0 23,659 0
VERIZON COMMUNICATIONS INC COM 92343V104 841 14,308 SH   OTR 5 0 14,308 0
VERIZON COMMUNICATIONS INC COM 92343V104 5,403 91,968 SH   SOLE   91,968 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 39,608 674,187 SH   OTR 1 0 674,187 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,398 5,914 SH   SOLE   5,914 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 12,457 52,710 SH   OTR 1 0 52,710 0
VERTIV HOLDINGS CO COM CL A 92537N108 0 0 SH   SOLE   0 0 0
VERTIV HOLDINGS CO COM CL A 92537N108 2,665 142,752 SH   OTR 1 0 142,752 0
VIACOMCBS INC CL B 92556H206 3,063 82,212 SH   OTR 1 0 82,212 0
VIACOMCBS INC CL B 92556H206 473 12,693 SH   SOLE   12,693 0 0
VIATRIS INC COM 92556V106 498 26,562 SH   SOLE   26,562 0 0
VIATRIS INC COM 92556V106 3,290 175,551 SH   OTR 1 0 175,551 0
VIAVI SOLUTIONS INC COM 925550105 111 7,400 SH   SOLE   7,400 0 0
VIAVI SOLUTIONS INC COM 925550105 463 30,900 SH   OTR 1 0 30,900 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 2,124 1,653,000 PRN   SOLE   1,653,000 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 55 43,000 PRN   OTR 4 0 43,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 31,155 24,248,000 PRN   OTR 1 0 24,248,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 3,898 3,043,000 PRN   DFND 1 0 3,043,000 0
VICI PPTYS INC COM 925652109 36 1,400 SH   SOLE   1,400 0 0
VICI PPTYS INC COM 925652109 802 31,442 SH   OTR 1 0 31,442 0
VICOR CORP COM 925815102 203 2,200 SH   OTR 1 0 2,200 0
VICOR CORP COM 925815102 46 500 SH   SOLE   500 0 0
VIEMED HEALTHCARE INC COM 92663R105 297 38,300 SH   OTR 1 0 38,300 0
VIEMED HEALTHCARE INC COM 92663R105 71 9,200 SH   SOLE   9,200 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 616 21,900 SH   OTR 1 0 21,900 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 2 83 SH   DFND 1 0 83 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 62 2,200 SH   SOLE   2,200 0 0
VIR BIOTECHNOLOGY INC COM 92764N102 220 8,200 SH   SOLE   8,200 0 0
VIR BIOTECHNOLOGY INC COM 92764N102 929 34,700 SH   OTR 1 0 34,700 0
VISA INC COM CL A 92826C839 2,972 13,588 SH   OTR 5 0 13,588 0
VISA INC COM CL A 92826C839 8,485 38,792 SH   SOLE   38,792 0 0
VISA INC COM CL A 92826C839 94,916 433,943 SH   OTR 1 0 433,943 0
VISHAY INTERTECHNOLOGY INC COM 928298108 3,525 170,200 SH   OTR 1 0 170,200 0
VISHAY INTERTECHNOLOGY INC COM 928298108 828 40,000 SH   SOLE   40,000 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 141 135,000 PRN   SOLE   135,000 0 0
VISHAY PRECISION GROUP INC COM 92835K103 1,942 61,700 SH   OTR 1 0 61,700 0
VISHAY PRECISION GROUP INC COM 92835K103 469 14,900 SH   SOLE   14,900 0 0
VISTEON CORP COM NEW 92839U206 439 3,500 SH   SOLE   3,500 0 0
VISTEON CORP COM NEW 92839U206 1,795 14,300 SH   OTR 1 0 14,300 0
VISTRA CORP COM 92840M102 274 13,918 SH   OTR 2 0 13,918 0
VISTRA CORP COM 92840M102 8,918 453,625 SH   OTR 1 0 453,625 0
VISTRA CORP COM 92840M102 259 13,194 SH   SOLE   13,194 0 0
VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 42 30,000 PRN   SOLE   30,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 14,431 13,239,000 PRN   OTR 1 0 13,239,000 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 916 840,000 PRN   SOLE   840,000 0 0
VONTIER CORPORATION COM 928881101 5,819 174,235 SH   OTR 1 0 174,235 0
VONTIER CORPORATION COM 928881101 86 2,582 SH   SOLE   2,582 0 0
VORNADO RLTY TR SH BEN INT 929042109 852 22,822 SH   OTR 1 0 22,822 0
VORNADO RLTY TR SH BEN INT 929042109 112 2,991 SH   SOLE   2,991 0 0
VOXX INTL CORP CL A 91829F104 283 22,200 SH   OTR 1 0 22,200 0
VOXX INTL CORP CL A 91829F104 68 5,300 SH   SOLE   5,300 0 0
VOYA PRIME RATE TR SH BEN INT 92913A100 332 74,334 SH   SOLE   74,334 0 0
VULCAN MATLS CO COM 929160109 435 2,930 SH   SOLE   2,930 0 0
VULCAN MATLS CO COM 929160109 2,860 19,282 SH   OTR 1 0 19,282 0
WABTEC COM 929740108 287 3,920 SH   SOLE   3,920 0 0
WABTEC COM 929740108 1,906 26,032 SH   OTR 1 0 26,032 0
WADDELL & REED FINL INC CL A 930059100 166 6,500 SH   SOLE   6,500 0 0
WADDELL & REED FINL INC CL A 930059100 698 27,400 SH   OTR 1 0 27,400 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 5,789 145,154 SH   OTR 1 0 145,154 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 631 15,822 SH   SOLE   15,822 0 0
WALMART INC COM 931142103 2,516 17,454 SH   OTR 5 0 17,454 0
WALMART INC COM 931142103 4,882 33,867 SH   SOLE   33,867 0 0
WALMART INC COM 931142103 41,912 290,751 SH   OTR 1 0 290,751 0
WARRIOR MET COAL INC COM 93627C101 188 8,800 SH   OTR 1 0 8,800 0
WARRIOR MET COAL INC COM 93627C101 43 2,000 SH   SOLE   2,000 0 0
WASTE MGMT INC DEL COM 94106L109 9,513 80,663 SH   OTR 1 0 80,663 0
WASTE MGMT INC DEL COM 94106L109 1,001 8,485 SH   SOLE   8,485 0 0
WASTE MGMT INC DEL COM 94106L109 432 3,667 SH   OTR 5 0 3,667 0
WATERS CORP COM 941848103 405 1,636 SH   SOLE   1,636 0 0
WATERS CORP COM 941848103 5,027 20,319 SH   OTR 1 0 20,319 0
WATERS CORP COM 941848103 122 492 SH   OTR 5 0 492 0
WATERSTONE FINL INC MD COM 94188P101 184 9,800 SH   OTR 1 0 9,800 0
WATERSTONE FINL INC MD COM 94188P101 45 2,400 SH   SOLE   2,400 0 0
WAYFAIR INC CL A 94419L101 45 200 SH   SOLE   200 0 0
WAYFAIR INC CL A 94419L101 6,087 26,957 SH   OTR 1 0 26,957 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 429 255,000 PRN   SOLE   255,000 0 0
WEC ENERGY GROUP INC COM 92939U106 5,490 59,655 SH   OTR 1 0 59,655 0
WEC ENERGY GROUP INC COM 92939U106 601 6,526 SH   SOLE   6,526 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 258 11,883 SH   OTR 1 0 11,883 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 0 0 SH   SOLE   0 0 0
WELBILT INC COM 949090104 121 9,200 SH   OTR 1 0 9,200 0
WELBILT INC COM 949090104 30 2,300 SH   SOLE   2,300 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 6,494 1,448,000 PRN   SOLE   1,448,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 14,743 3,291,000 PRN   DFND 1 0 3,291,000 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 85,402 19,042,000 PRN   OTR 1 0 19,042,000 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 211 47,000 PRN   OTR 4 0 47,000 0
WELLS FARGO CO NEW COM 949746101 19,565 648,271 SH   OTR 1 0 648,271 0
WELLS FARGO CO NEW COM 949746101 2,705 89,621 SH   SOLE   89,621 0 0
WELLTOWER INC COM 95040Q104 6,980 108,014 SH   OTR 1 0 108,014 0
WELLTOWER INC COM 95040Q104 592 9,164 SH   SOLE   9,164 0 0
WESBANCO INC COM 950810101 453 15,125 SH   SOLE   15,125 0 0
WESBANCO INC COM 950810101 1,877 62,637 SH   OTR 1 0 62,637 0
WESCO INTL INC COM 95082P105 447 5,700 SH   OTR 1 0 5,700 0
WESCO INTL INC COM 95082P105 102 1,300 SH   SOLE   1,300 0 0
WEST BANCORPORATION INC CAP STK 95123P106 68 3,500 SH   SOLE   3,500 0 0
WEST BANCORPORATION INC CAP STK 95123P106 280 14,500 SH   OTR 1 0 14,500 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 3,217 11,355 SH   OTR 1 0 11,355 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 457 1,612 SH   SOLE   1,612 0 0
WESTERN ASSET HIGH INCOME OP COM 95766K109 1,196 241,565 SH   SOLE   241,565 0 0
WESTERN DIGITAL CORP. COM 958102105 2,452 44,272 SH   OTR 1 0 44,272 0
WESTERN DIGITAL CORP. COM 958102105 371 6,703 SH   SOLE   6,703 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4,629 4,634,000 PRN   OTR 1 0 4,634,000 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 987 988,000 PRN   SOLE   988,000 0 0
WESTERN UN CO COM 959802109 172 7,853 SH   SOLE   7,853 0 0
WESTERN UN CO COM 959802109 1,313 59,824 SH   OTR 1 0 59,824 0
WESTROCK CO COM 96145D105 262 6,012 SH   SOLE   6,012 0 0
WESTROCK CO COM 96145D105 1,664 38,219 SH   OTR 1 0 38,219 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 562 16,753 SH   SOLE   16,753 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 8,054 240,200 SH   OTR 1 0 240,200 0
WHIRLPOOL CORP COM 963320106 1,643 9,101 SH   OTR 1 0 9,101 0
WHIRLPOOL CORP COM 963320106 252 1,395 SH   SOLE   1,395 0 0
WHITING PETE CORP NEW COM NEW 966387508 3,492 139,665 SH   SOLE   139,665 0 0
WHITING PETE CORP NEW COM NEW 966387508 16,821 672,857 SH   OTR 1 0 672,857 0
WIDEOPENWEST INC COM 96758W101 1,544 144,700 SH   OTR 1 0 144,700 0
WIDEOPENWEST INC COM 96758W101 364 34,100 SH   SOLE   34,100 0 0
WILLIAMS COS INC COM 969457100 4,222 210,571 SH   OTR 1 0 210,571 0
WILLIAMS COS INC COM 969457100 533 26,560 SH   SOLE   26,560 0 0
WILLIAMS SONOMA INC COM 969904101 1,746 17,144 SH   OTR 1 0 17,144 0
WILLIAMS SONOMA INC COM 969904101 0 0 SH   SOLE   0 0 0
WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 568 24,500 SH   OTR 1 0 24,500 0
WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 134 5,800 SH   SOLE   5,800 0 0
WINGSTOP INC COM 974155103 186 1,400 SH   OTR 1 0 1,400 0
WINGSTOP INC COM 974155103 53 400 SH   SOLE   400 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 89 75,000 PRN   SOLE   75,000 0 0
WIX COM LTD NOTE 7/0 92940WAB5 27,472 14,844,000 PRN   OTR 1 0 14,844,000 0
WIX COM LTD NOTE 7/0 92940WAB5 1,760 951,000 PRN   SOLE   951,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 22,771 13,587,000 PRN   OTR 1 0 13,587,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 2,573 1,535,000 PRN   SOLE   1,535,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 8,228 4,924,000 PRN   DFND 1 0 4,924,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 120 72,000 PRN   OTR 4 0 72,000 0
WORKHORSE GROUP INC COM NEW 98138J206 289 14,600 SH   OTR 1 0 14,600 0
WORKHORSE GROUP INC COM NEW 98138J206 69 3,500 SH   SOLE   3,500 0 0
WORKIVA INC COM CL A 98139A105 110 1,200 SH   SOLE   1,200 0 0
WORKIVA INC COM CL A 98139A105 467 5,100 SH   OTR 1 0 5,100 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 108 80,000 PRN   SOLE   80,000 0 0
WORLD FUEL SVCS CORP COM 981475106 757 24,300 SH   SOLE   24,300 0 0
WORLD FUEL SVCS CORP COM 981475106 3,169 101,700 SH   OTR 1 0 101,700 0
WP CAREY INC COM 92936U109 42 600 SH   SOLE   600 0 0
WP CAREY INC COM 92936U109 1,757 24,895 SH   OTR 1 0 24,895 0
WRAP TECHNOLOGIES INC COM 98212N107 39 8,100 SH   SOLE   8,100 0 0
WRAP TECHNOLOGIES INC COM 98212N107 160 33,200 SH   OTR 1 0 33,200 0
WYNDHAM DESTINATIONS INC COM 98310W108 22 500 SH   SOLE   500 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 5,125 114,240 SH   OTR 1 0 114,240 0
WYNN RESORTS LTD COM 983134107 254 2,251 SH   SOLE   2,251 0 0
WYNN RESORTS LTD COM 983134107 1,594 14,127 SH   OTR 1 0 14,127 0
XCEL ENERGY INC COM 98389B100 762 11,424 SH   SOLE   11,424 0 0
XCEL ENERGY INC COM 98389B100 5,268 79,012 SH   OTR 1 0 79,012 0
XENCOR INC COM 98401F105 1,705 39,074 SH   OTR 1 0 39,074 0
XENCOR INC COM 98401F105 410 9,406 SH   SOLE   9,406 0 0
XENIA HOTELS & RESORTS INC COM 984017103 377 24,800 SH   OTR 1 0 24,800 0
XENIA HOTELS & RESORTS INC COM 984017103 90 5,900 SH   SOLE   5,900 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 12,307 530,704 SH   OTR 1 0 530,704 0
XEROX HOLDINGS CORP COM NEW 98421M106 233 10,066 SH   SOLE   10,066 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 1,195 51,534 SH   OTR 5 0 51,534 0
XILINX INC COM 983919101 5,057 35,668 SH   OTR 1 0 35,668 0
XILINX INC COM 983919101 749 5,280 SH   SOLE   5,280 0 0
XPERI HOLDING CORP COM 98390M103 84 4,000 SH   SOLE   4,000 0 0
XPERI HOLDING CORP COM 98390M103 355 17,000 SH   OTR 1 0 17,000 0
XPO LOGISTICS INC COM 983793100 5,938 49,814 SH   OTR 1 0 49,814 0
XPO LOGISTICS INC COM 983793100 36 300 SH   SOLE   300 0 0
XYLEM INC COM 98419M100 2,670 26,227 SH   OTR 1 0 26,227 0
XYLEM INC COM 98419M100 402 3,946 SH   SOLE   3,946 0 0
YELP INC CL A 985817105 2,800 85,700 SH   OTR 1 0 85,700 0
YELP INC CL A 985817105 673 20,600 SH   SOLE   20,600 0 0
YETI HLDGS INC COM 98585X104 459 6,700 SH   SOLE   6,700 0 0
YETI HLDGS INC COM 98585X104 1,890 27,600 SH   OTR 1 0 27,600 0
YEXT INC COM 98585N106 41 2,600 SH   SOLE   2,600 0 0
YEXT INC COM 98585N106 168 10,700 SH   OTR 1 0 10,700 0
YORK WTR CO COM 987184108 93 2,000 SH   SOLE   2,000 0 0
YORK WTR CO COM 987184108 377 8,100 SH   OTR 1 0 8,100 0
YUM BRANDS INC COM 988498101 10,766 99,173 SH   OTR 1 0 99,173 0
YUM BRANDS INC COM 988498101 1,365 12,576 SH   OTR 5 0 12,576 0
YUM BRANDS INC COM 988498101 809 7,453 SH   SOLE   7,453 0 0
YUM CHINA HLDGS INC COM 98850P109 74 1,300 SH   SOLE   1,300 0 0
YUM CHINA HLDGS INC COM 98850P109 708 12,401 SH   OTR 1 0 12,401 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 2,982 7,758 SH   OTR 1 0 7,758 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 468 1,219 SH   SOLE   1,219 0 0
ZENDESK INC COM 98936J101 2,840 19,840 SH   OTR 1 0 19,840 0
ZENDESK INC COM 98936J101 57 400 SH   SOLE   400 0 0
ZILLOW GROUP INC CL A 98954M101 16,202 119,188 SH   OTR 1 0 119,188 0
ZILLOW GROUP INC CL A 98954M101 310 2,281 SH   SOLE   2,281 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 0 0 SH   SOLE   0 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 1,752 13,497 SH   OTR 1 0 13,497 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 884 519,000 PRN   SOLE   519,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 701 4,551 SH   SOLE   4,551 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 4,648 30,161 SH   OTR 1 0 30,161 0
ZIONS BANCORPORATION N A COM 989701107 136 3,140 SH   SOLE   3,140 0 0
ZIONS BANCORPORATION N A COM 989701107 1,037 23,865 SH   OTR 1 0 23,865 0
ZIX CORP COM 98974P100 413 47,900 SH   SOLE   47,900 0 0
ZIX CORP COM 98974P100 1,716 198,800 SH   OTR 1 0 198,800 0
ZOETIS INC CL A 98978V103 1,732 10,467 SH   SOLE   10,467 0 0
ZOETIS INC CL A 98978V103 12,868 77,751 SH   OTR 1 0 77,751 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 11,141 33,027 SH   OTR 1 0 33,027 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 179 531 SH   SOLE   531 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 1,395 1,042,000 PRN   SOLE   1,042,000 0 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 23,292 17,399,000 PRN   OTR 1 0 17,399,000 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 65 49,000 PRN   OTR 4 0 49,000 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 4,469 3,351,000 PRN   DFND 1 0 3,351,000 0