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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 3,468 21,093 SH   SOLE   21,093 0 0
3M CO COM 88579Y101 14,366 87,385 SH   OTR 1 0 87,385 0
AARONS INC COM PAR $0.50 002535300 4,614 71,797 SH   OTR 1 0 71,797 0
AARONS INC COM PAR $0.50 002535300 2,223 34,587 SH   OTR 5 0 34,587 0
AARONS INC COM PAR $0.50 002535300 1,245 19,377 SH   SOLE   19,377 0 0
ABBOTT LABS COM 002824100 28,285 338,052 SH   OTR 1 0 338,052 0
ABBOTT LABS COM 002824100 2,553 30,508 SH   OTR 5 0 30,508 0
ABBOTT LABS COM 002824100 8,529 101,932 SH   SOLE   101,932 0 0
ABBVIE INC COM 00287Y109 5,548 73,267 SH   SOLE   73,267 0 0
ABBVIE INC COM 00287Y109 35,205 464,933 SH   OTR 1 0 464,933 0
ABBVIE INC COM 00287Y109 2,151 28,412 SH   OTR 5 0 28,412 0
ABIOMED INC COM 003654100 1,038 5,837 SH   OTR 1 0 5,837 0
ABIOMED INC COM 003654100 291 1,637 SH   SOLE   1,637 0 0
ABM INDS INC COM 000957100 3,610 99,382 SH   OTR 1 0 99,382 0
ABM INDS INC COM 000957100 683 18,800 SH   SOLE   18,800 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 2,306 64,072 SH   OTR 1 0 64,072 0
ACADIA PHARMACEUTICALS INC COM 004225108 436 12,105 SH   SOLE   12,105 0 0
ACCELERON PHARMA INC COM 00434H108 1,704 43,122 SH   OTR 1 0 43,122 0
ACCELERON PHARMA INC COM 00434H108 323 8,168 SH   SOLE   8,168 0 0
ACCURAY INC COM 004397105 947 341,844 SH   OTR 1 0 341,844 0
ACCURAY INC COM 004397105 177 63,882 SH   SOLE   63,882 0 0
ACI WORLDWIDE INC COM 004498101 3,254 103,890 SH   OTR 1 0 103,890 0
ACI WORLDWIDE INC COM 004498101 608 19,400 SH   SOLE   19,400 0 0
ACTIVISION BLIZZARD INC COM 00507V109 6,663 125,914 SH   OTR 1 0 125,914 0
ACTIVISION BLIZZARD INC COM 00507V109 1,434 27,096 SH   SOLE   27,096 0 0
ADOBE INC COM 00724F101 44,113 159,686 SH   OTR 1 0 159,686 0
ADOBE INC COM 00724F101 2,026 7,333 SH   OTR 5 0 7,333 0
ADOBE INC COM 00724F101 6,597 23,879 SH   SOLE   23,879 0 0
ADT INC COM 00090Q103 758 120,838 SH   OTR 1 0 120,838 0
ADT INC COM 00090Q103 94 15,066 SH   SOLE   15,066 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,524 9,213 SH   OTR 1 0 9,213 0
ADVANCE AUTO PARTS INC COM 00751Y106 430 2,602 SH   SOLE   2,602 0 0
ADVANCED ENERGY INDS COM 007973100 1,003 17,475 SH   OTR 1 0 17,475 0
ADVANCED ENERGY INDS COM 007973100 189 3,300 SH   SOLE   3,300 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,083 37,372 SH   SOLE   37,372 0 0
ADVANCED MICRO DEVICES INC COM 007903107 4,059 140,000 SH   OTR 1 0 140,000 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 3,755 1,007,000 PRN   SOLE   1,007,000 0 0
ADVANSIX INC COM 00773T101 3,020 117,420 SH   OTR 1 0 117,420 0
ADVANSIX INC COM 00773T101 574 22,300 SH   SOLE   22,300 0 0
AECOM COM 00766T100 4,825 128,467 SH   OTR 1 0 128,467 0
AECOM COM 00766T100 745 19,844 SH   OTR 5 0 19,844 0
AECOM COM 00766T100 749 19,929 SH   SOLE   19,929 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 3,658 72,419 SH   OTR 1 0 72,419 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 683 13,527 SH   SOLE   13,527 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 35,015 17,538,000 PRN   OTR 1 0 17,538,000 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 68 34,000 PRN   OTR 4 4,000 30,000 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 39,826 19,944,000 PRN   SOLE   19,944,000 0 0
AES CORP COM 00130H105 17,232 1,054,590 SH   OTR 1 0 1,054,590 0
AES CORP COM 00130H105 2,501 153,060 SH   OTR 5 0 153,060 0
AES CORP COM 00130H105 3,044 186,287 SH   SOLE   186,287 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 546 6,548 SH   OTR 1 0 6,548 0
AFFILIATED MANAGERS GROUP IN COM 008252108 112 1,341 SH   SOLE   1,341 0 0
AFLAC INC COM 001055102 6,956 132,942 SH   OTR 1 0 132,942 0
AFLAC INC COM 001055102 1,309 25,010 SH   SOLE   25,010 0 0
AGCO CORP COM 001084102 1,086 14,351 SH   OTR 5 0 14,351 0
AGCO CORP COM 001084102 1,418 18,735 SH   SOLE   18,735 0 0
AGCO CORP COM 001084102 6,835 90,291 SH   OTR 1 0 90,291 0
AGILENT TECHNOLOGIES INC COM 00846U101 842 10,987 SH   SOLE   10,987 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,076 40,146 SH   OTR 1 0 40,146 0
AGILYSYS INC COM 00847J105 279 10,900 SH   OTR 1 0 10,900 0
AGILYSYS INC COM 00847J105 51 2,000 SH   SOLE   2,000 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 982 46,912 SH   OTR 1 0 46,912 0
AIMMUNE THERAPEUTICS INC COM 00900T107 188 8,979 SH   SOLE   8,979 0 0
AIR PRODS & CHEMS INC COM 009158106 10,394 46,850 SH   OTR 1 0 46,850 0
AIR PRODS & CHEMS INC COM 009158106 1,147 5,171 SH   OTR 5 0 5,171 0
AIR PRODS & CHEMS INC COM 009158106 2,426 10,934 SH   SOLE   10,934 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 349 373,000 PRN   SOLE   373,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,854 42,179 SH   SOLE   42,179 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,494 27,297 SH   OTR 5 0 27,297 0
AKAMAI TECHNOLOGIES INC COM 00971T101 25,926 283,715 SH   OTR 1 0 283,715 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 2,118 1,842,000 PRN   SOLE   1,842,000 0 0
AKORN INC COM 009728106 2,307 607,200 SH   OTR 1 0 607,200 0
AKORN INC COM 009728106 439 115,400 SH   SOLE   115,400 0 0
ALARM COM HLDGS INC COM 011642105 790 16,946 SH   OTR 1 0 16,946 0
ALARM COM HLDGS INC COM 011642105 149 3,200 SH   SOLE   3,200 0 0
ALASKA AIR GROUP INC COM 011659109 1,032 15,896 SH   OTR 1 0 15,896 0
ALASKA AIR GROUP INC COM 011659109 230 3,536 SH   SOLE   3,536 0 0
ALBEMARLE CORP COM 012653101 294 4,224 SH   SOLE   4,224 0 0
ALBEMARLE CORP COM 012653101 949 13,656 SH   OTR 1 0 13,656 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,587 23,287 SH   OTR 1 0 23,287 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 723 4,694 SH   SOLE   4,694 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 4,979 50,839 SH   OTR 1 0 50,839 0
ALEXION PHARMACEUTICALS INC COM 015351109 881 9,000 SH   SOLE   9,000 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 10,706 64,020 SH   OTR 1 0 64,020 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,141 12,800 SH   SOLE   12,800 0 0
ALIGN TECHNOLOGY INC COM 016255101 2,625 14,510 SH   OTR 1 0 14,510 0
ALIGN TECHNOLOGY INC COM 016255101 482 2,665 SH   SOLE   2,665 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 628 400,000 PRN   SOLE   400,000 0 0
ALLETE INC COM NEW 018522300 253 2,897 SH   SOLE   2,897 0 0
ALLETE INC COM NEW 018522300 465 5,321 SH   OTR 5 0 5,321 0
ALLETE INC COM NEW 018522300 841 9,625 SH   OTR 1 0 9,625 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 238 1,861 SH   SOLE   1,861 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 669 5,222 SH   OTR 1 0 5,222 0
ALLIANT ENERGY CORP COM 018802108 1,653 30,646 SH   OTR 1 0 30,646 0
ALLIANT ENERGY CORP COM 018802108 452 8,384 SH   SOLE   8,384 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,833 60,203 SH   OTR 1 0 60,203 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 365 7,765 SH   SOLE   7,765 0 0
ALLSTATE CORP COM 020002101 12,239 112,615 SH   OTR 1 0 112,615 0
ALLSTATE CORP COM 020002101 2,721 25,033 SH   OTR 5 0 25,033 0
ALLSTATE CORP COM 020002101 2,866 26,369 SH   SOLE   26,369 0 0
ALPHABET INC CAP STK CL A 02079K305 20,325 16,644 SH   SOLE   16,644 0 0
ALPHABET INC CAP STK CL A 02079K305 7,477 6,123 SH   OTR 5 0 6,123 0
ALPHABET INC CAP STK CL A 02079K305 98,418 80,595 SH   OTR 1 0 80,595 0
ALPHABET INC CAP STK CL C 02079K107 97,948 80,351 SH   OTR 1 0 80,351 0
ALPHABET INC CAP STK CL C 02079K107 8,028 6,586 SH   OTR 5 0 6,586 0
ALPHABET INC CAP STK CL C 02079K107 20,675 16,961 SH   SOLE   16,961 0 0
ALTICE USA INC CL A 02156K103 12,594 439,121 SH   OTR 1 0 439,121 0
ALTICE USA INC CL A 02156K103 931 32,449 SH   SOLE   32,449 0 0
ALTRIA GROUP INC COM 02209S103 11,691 285,833 SH   OTR 1 0 285,833 0
ALTRIA GROUP INC COM 02209S103 188 4,594 SH   OTR 5 0 4,594 0
ALTRIA GROUP INC COM 02209S103 1,350 33,014 SH   SOLE   33,014 0 0
ALZA CORP SDCV 7/2 02261WAB5 21,563 12,090,000 PRN   SOLE   12,090,000 0 0
AMAZON COM INC COM 023135106 39,657 22,845 SH   SOLE   22,845 0 0
AMAZON COM INC COM 023135106 205,756 118,529 SH   OTR 1 0 118,529 0
AMAZON COM INC COM 023135106 13,993 8,061 SH   OTR 5 0 8,061 0
AMEREN CORP COM 023608102 3,799 47,461 SH   OTR 1 0 47,461 0
AMEREN CORP COM 023608102 703 8,780 SH   SOLE   8,780 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,377 51,058 SH   OTR 1 0 51,058 0
AMERICAN AIRLS GROUP INC COM 02376R102 315 11,689 SH   SOLE   11,689 0 0
AMERICAN ASSETS TR INC COM 024013104 3,435 73,500 SH   OTR 1 0 73,500 0
AMERICAN ASSETS TR INC COM 024013104 650 13,900 SH   SOLE   13,900 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 954 19,832 SH   SOLE   19,832 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 5,496 114,317 SH   OTR 1 0 114,317 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,296 26,947 SH   OTR 5 0 26,947 0
AMERICAN ELEC PWR CO INC COM 025537101 1,981 21,149 SH   SOLE   21,149 0 0
AMERICAN ELEC PWR CO INC COM 025537101 9,429 100,639 SH   OTR 1 0 100,639 0
AMERICAN ELEC PWR CO INC COM 025537101 846 9,030 SH   OTR 5 0 9,030 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 3,643 150,535 SH   OTR 1 0 150,535 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 691 28,537 SH   SOLE   28,537 0 0
AMERICAN EXPRESS CO COM 025816109 22,613 191,178 SH   OTR 1 0 191,178 0
AMERICAN EXPRESS CO COM 025816109 3,456 29,215 SH   OTR 5 0 29,215 0
AMERICAN EXPRESS CO COM 025816109 5,371 45,405 SH   SOLE   45,405 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 914 8,471 SH   OTR 1 0 8,471 0
AMERICAN FINL GROUP INC OHIO COM 025932104 46 428 SH   SOLE   428 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 6,159 237,886 SH   OTR 1 0 237,886 0
AMERICAN HOMES 4 RENT CL A 02665T306 276 10,643 SH   SOLE   10,643 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 3,132 56,238 SH   OTR 5 0 56,238 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,946 88,793 SH   SOLE   88,793 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 20,639 370,530 SH   OTR 1 0 370,530 0
AMERICAN NATL INS CO COM 028591105 4,275 34,555 SH   OTR 1 0 34,555 0
AMERICAN NATL INS CO COM 028591105 314 2,537 SH   SOLE   2,537 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 13,692 13,500,000 PRN   OTR 1 0 13,500,000 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 22,911 22,590,000 PRN   SOLE   22,590,000 0 0
AMERICAN STS WTR CO COM 029899101 4,169 46,389 SH   OTR 1 0 46,389 0
AMERICAN STS WTR CO COM 029899101 798 8,884 SH   SOLE   8,884 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 156 19,900 SH   SOLE   19,900 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 842 107,400 SH   OTR 1 0 107,400 0
AMERICAN TOWER CORP NEW COM 03027X100 6,531 29,535 SH   SOLE   29,535 0 0
AMERICAN TOWER CORP NEW COM 03027X100 36,794 166,391 SH   OTR 1 0 166,391 0
AMERICAN TOWER CORP NEW COM 03027X100 2,613 11,817 SH   OTR 5 0 11,817 0
AMERICAN WOODMARK CORPORATIO COM 030506109 3,325 37,400 SH   OTR 1 0 37,400 0
AMERICAN WOODMARK CORPORATIO COM 030506109 622 7,000 SH   SOLE   7,000 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 2,892 23,276 SH   OTR 1 0 23,276 0
AMERICAN WTR WKS CO INC NEW COM 030420103 724 5,829 SH   SOLE   5,829 0 0
AMERICAS CAR MART INC COM 03062T105 2,925 31,900 SH   OTR 1 0 31,900 0
AMERICAS CAR MART INC COM 03062T105 559 6,100 SH   SOLE   6,100 0 0
AMERICOLD RLTY TR COM 03064D108 267 7,207 SH   SOLE   7,207 0 0
AMERICOLD RLTY TR COM 03064D108 2,184 58,905 SH   OTR 1 0 58,905 0
AMERIPRISE FINL INC COM 03076C106 4,420 30,048 SH   SOLE   30,048 0 0
AMERIPRISE FINL INC COM 03076C106 2,701 18,361 SH   OTR 5 0 18,361 0
AMERIPRISE FINL INC COM 03076C106 20,687 140,633 SH   OTR 1 0 140,633 0
AMERISOURCEBERGEN CORP COM 03073E105 22,948 278,727 SH   OTR 1 0 278,727 0
AMERISOURCEBERGEN CORP COM 03073E105 2,383 28,941 SH   OTR 5 0 28,941 0
AMERISOURCEBERGEN CORP COM 03073E105 3,659 44,439 SH   SOLE   44,439 0 0
AMETEK INC NEW COM 031100100 2,865 31,207 SH   OTR 1 0 31,207 0
AMETEK INC NEW COM 031100100 752 8,187 SH   SOLE   8,187 0 0
AMGEN INC COM 031162100 28,640 148,003 SH   OTR 1 0 148,003 0
AMGEN INC COM 031162100 2,021 10,443 SH   OTR 5 0 10,443 0
AMGEN INC COM 031162100 5,772 29,826 SH   SOLE   29,826 0 0
AMICUS THERAPEUTICS INC COM 03152W109 1,499 186,941 SH   OTR 1 0 186,941 0
AMICUS THERAPEUTICS INC COM 03152W109 286 35,665 SH   SOLE   35,665 0 0
AMKOR TECHNOLOGY INC COM 031652100 79 8,701 SH   SOLE   8,701 0 0
AMKOR TECHNOLOGY INC COM 031652100 393 43,224 SH   OTR 1 0 43,224 0
AMN HEALTHCARE SERVICES INC COM 001744101 2,210 38,400 SH   OTR 1 0 38,400 0
AMN HEALTHCARE SERVICES INC COM 001744101 403 7,000 SH   SOLE   7,000 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 2,757 139,036 SH   OTR 1 0 139,036 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 522 26,342 SH   SOLE   26,342 0 0
AMPHENOL CORP NEW CL A 032095101 3,704 38,386 SH   OTR 1 0 38,386 0
AMPHENOL CORP NEW CL A 032095101 1,012 10,486 SH   SOLE   10,486 0 0
AMPLIFY ENERGY CORP NEW COM 03212B103 258 41,835 SH   SOLE   41,835 0 0
AMPLIFY ENERGY CORP NEW COM 03212B103 1,358 220,052 SH   OTR 1 0 220,052 0
ANALOG DEVICES INC COM 032654105 1,540 13,779 SH   SOLE   13,779 0 0
ANALOG DEVICES INC COM 032654105 7,591 67,939 SH   OTR 1 0 67,939 0
ANAPTYSBIO INC COM 032724106 809 23,131 SH   OTR 1 0 23,131 0
ANAPTYSBIO INC COM 032724106 154 4,396 SH   SOLE   4,396 0 0
ANGIODYNAMICS INC COM 03475V101 809 43,900 SH   OTR 1 0 43,900 0
ANGIODYNAMICS INC COM 03475V101 151 8,200 SH   SOLE   8,200 0 0
ANI PHARMACEUTICALS INC COM 00182C103 2,916 40,014 SH   OTR 1 0 40,014 0
ANI PHARMACEUTICALS INC COM 00182C103 548 7,513 SH   SOLE   7,513 0 0
ANIXTER INTL INC COM 035290105 1,740 25,172 SH   OTR 1 0 25,172 0
ANIXTER INTL INC COM 035290105 312 4,510 SH   SOLE   4,510 0 0
ANNALY CAP MGMT INC COM 035710409 92 10,500 SH   SOLE   10,500 0 0
ANSYS INC COM 03662Q105 2,575 11,631 SH   OTR 1 0 11,631 0
ANSYS INC COM 03662Q105 719 3,246 SH   SOLE   3,246 0 0
ANTHEM INC COM 036752103 24,068 100,243 SH   OTR 1 0 100,243 0
ANTHEM INC COM 036752103 3,220 13,412 SH   OTR 5 0 13,412 0
ANTHEM INC COM 036752103 5,387 22,438 SH   SOLE   22,438 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 65,053 19,421,000 PRN   OTR 1 0 19,421,000 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 104 31,000 PRN   OTR 4 3,000 28,000 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 83,737 24,995,000 PRN   SOLE   24,995,000 0 0
APACHE CORP COM 037411105 1,240 48,450 SH   OTR 1 0 48,450 0
APACHE CORP COM 037411105 363 14,192 SH   SOLE   14,192 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 8,832 169,396 SH   OTR 1 0 169,396 0
APARTMENT INVT & MGMT CO CL A 03748R754 1,807 34,657 SH   SOLE   34,657 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 2,339 44,862 SH   OTR 5 0 44,862 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 415 25,044 SH   OTR 1 0 25,044 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 9 526 SH   SOLE   526 0 0
APPLE INC COM 037833100 254,642 1,136,949 SH   OTR 1 0 1,136,949 0
APPLE INC COM 037833100 20,684 92,352 SH   OTR 5 0 92,352 0
APPLE INC COM 037833100 50,396 225,013 SH   SOLE   225,013 0 0
APPLIED MATLS INC COM 038222105 19,280 386,367 SH   OTR 1 0 386,367 0
APPLIED MATLS INC COM 038222105 2,238 44,842 SH   OTR 5 0 44,842 0
APPLIED MATLS INC COM 038222105 3,449 69,116 SH   SOLE   69,116 0 0
ARAMARK COM 03852U106 12,987 298,000 SH   OTR 1 0 298,000 0
ARAMARK COM 03852U106 2,013 46,185 SH   SOLE   46,185 0 0
ARCBEST CORP COM 03937C105 371 12,200 SH   SOLE   12,200 0 0
ARCBEST CORP COM 03937C105 1,949 64,000 SH   OTR 1 0 64,000 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,953 71,909 SH   OTR 1 0 71,909 0
ARCHER DANIELS MIDLAND CO COM 039483102 916 22,305 SH   SOLE   22,305 0 0
ARCONIC INC COM 03965L100 5,473 210,501 SH   OTR 1 0 210,501 0
ARCONIC INC COM 03965L100 488 18,787 SH   OTR 5 0 18,787 0
ARCONIC INC COM 03965L100 942 36,244 SH   SOLE   36,244 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,491 32,572 SH   OTR 1 0 32,572 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 284 6,208 SH   SOLE   6,208 0 0
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 693 669,000 PRN   SOLE   669,000 0 0
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 6,491 6,142,000 PRN   SOLE   6,142,000 0 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 286 19,191 SH   SOLE   19,191 0 0
ARISTA NETWORKS INC COM 040413106 1,677 7,021 SH   OTR 1 0 7,021 0
ARISTA NETWORKS INC COM 040413106 453 1,896 SH   SOLE   1,896 0 0
ARROW ELECTRS INC COM 042735100 12,593 168,855 SH   OTR 1 0 168,855 0
ARROW ELECTRS INC COM 042735100 1,719 23,054 SH   OTR 5 0 23,054 0
ARROW ELECTRS INC COM 042735100 2,024 27,132 SH   SOLE   27,132 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 1,593 56,526 SH   OTR 1 0 56,526 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 302 10,700 SH   SOLE   10,700 0 0
ARTESIAN RESOURCES CORP CL A 043113208 196 5,284 SH   OTR 1 0 5,284 0
ARTESIAN RESOURCES CORP CL A 043113208 33 900 SH   SOLE   900 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 3,643 35,600 SH   OTR 1 0 35,600 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 686 6,700 SH   SOLE   6,700 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 66 51,300 SH   SOLE   51,300 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 343 267,700 SH   OTR 1 0 267,700 0
ASSERTIO THERAPEUTICS INC NOTE 2.500% 9/0 249908AA2 579 775,000 PRN   SOLE   775,000 0 0
ASSURANT INC COM 04621X108 4,697 37,329 SH   OTR 1 0 37,329 0
ASSURANT INC COM 04621X108 525 4,175 SH   SOLE   4,175 0 0
AT&T INC COM 00206R102 45,852 1,211,737 SH   OTR 1 0 1,211,737 0
AT&T INC COM 00206R102 3,132 82,779 SH   OTR 5 0 82,779 0
AT&T INC COM 00206R102 14,176 374,622 SH   SOLE   374,622 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 151 10,692 SH   SOLE   10,692 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 800 56,639 SH   OTR 1 0 56,639 0
ATKORE INTL GROUP INC COM 047649108 627 20,654 SH   SOLE   20,654 0 0
ATKORE INTL GROUP INC COM 047649108 3,303 108,824 SH   OTR 1 0 108,824 0
ATLANTIC PWR CORP COM NEW 04878Q863 954 407,715 SH   OTR 1 0 407,715 0
ATLANTIC PWR CORP COM NEW 04878Q863 186 79,700 SH   SOLE   79,700 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 29,486 33,185,000 PRN   OTR 1 0 33,185,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 68 77,000 PRN   OTR 4 7,000 70,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 33,739 37,941,000 PRN   SOLE   37,941,000 0 0
ATMOS ENERGY CORP COM 049560105 1,737 15,250 SH   OTR 1 0 15,250 0
ATMOS ENERGY CORP COM 049560105 486 4,263 SH   SOLE   4,263 0 0
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CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 3,191 115,100 SH   OTR 1 0 115,100 0
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CEVA INC COM 157210105 299 10,000 SH   OTR 1 0 10,000 0
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CHARLES RIV LABS INTL INC COM 159864107 836 6,318 SH   SOLE   6,318 0 0
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CHEGG INC NOTE 0.250% 5/1 163092AB5 611 477,000 PRN   SOLE   477,000 0 0
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CHERRY HILL MTG INVT CORP COM 164651101 121 9,239 SH   OTR 1 0 9,239 0
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CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 962 1,583,000 PRN   SOLE   1,583,000 0 0
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CIENA CORP COM NEW 171779309 178 4,530 SH   SOLE   4,530 0 0
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CIGNA CORP NEW COM 125523100 2,179 14,356 SH   SOLE   14,356 0 0
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CIVISTA BANCSHARES INC COM NO PAR 178867107 1,307 60,129 SH   OTR 1 0 60,129 0
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CLEAN HARBORS INC COM 184496107 14,069 182,242 SH   OTR 1 0 182,242 0
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CLOROX CO DEL COM 189054109 2,471 16,271 SH   OTR 1 0 16,271 0
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CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 338 790,000 PRN   SOLE   790,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 550 630,000 PRN   SOLE   630,000 0 0
CME GROUP INC COM 12572Q105 2,593 12,269 SH   SOLE   12,269 0 0
CME GROUP INC COM 12572Q105 11,465 54,250 SH   OTR 1 0 54,250 0
CMS ENERGY CORP COM 125896100 2,635 41,197 SH   OTR 1 0 41,197 0
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COCA COLA CO COM 191216100 40,645 746,594 SH   OTR 1 0 746,594 0
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COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,187 19,692 SH   SOLE   19,692 0 0
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COLGATE PALMOLIVE CO COM 194162103 9,668 131,516 SH   OTR 1 0 131,516 0
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COLONY CAP INC NEW CL A COM 19626G108 6,406 1,064,193 SH   OTR 1 0 1,064,193 0
COLONY CAP INC NEW CL A COM 19626G108 261 43,436 SH   SOLE   43,436 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 761 571,000 PRN   SOLE   571,000 0 0
COLUMBIA PPTY TR INC COM NEW 198287203 1,893 89,508 SH   OTR 1 0 89,508 0
COLUMBIA PPTY TR INC COM NEW 198287203 161 7,626 SH   SOLE   7,626 0 0
COMCAST CORP NEW CL A 20030N101 61,350 1,360,917 SH   OTR 1 0 1,360,917 0
COMCAST CORP NEW CL A 20030N101 13,452 298,407 SH   SOLE   298,407 0 0
COMCAST CORP NEW CL A 20030N101 6,129 135,968 SH   OTR 5 0 135,968 0
COMERICA INC COM 200340107 1,456 22,058 SH   OTR 1 0 22,058 0
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COMMERCIAL VEH GROUP INC COM 202608105 2,955 409,781 SH   OTR 1 0 409,781 0
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COMMVAULT SYSTEMS INC COM 204166102 702 15,701 SH   OTR 1 0 15,701 0
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CONAGRA BRANDS INC COM 205887102 561 18,283 SH   SOLE   18,283 0 0
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CONCHO RES INC COM 20605P101 1,758 25,895 SH   OTR 1 0 25,895 0
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CONMED CORP COM 207410101 3,788 39,400 SH   OTR 1 0 39,400 0
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CONNECTONE BANCORP INC NEW COM 20786W107 1,634 73,600 SH   OTR 1 0 73,600 0
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CONOCOPHILLIPS COM 20825C104 20,143 353,510 SH   OTR 1 0 353,510 0
CONSOLIDATED EDISON INC COM 209115104 1,281 13,561 SH   OTR 5 0 13,561 0
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CONSTELLATION BRANDS INC CL A 21036P108 5,967 28,786 SH   OTR 1 0 28,786 0
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COOPER COS INC COM NEW 216648402 12,161 40,945 SH   OTR 1 0 40,945 0
COOPER COS INC COM NEW 216648402 1,137 3,829 SH   OTR 5 0 3,829 0
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COPART INC COM 217204106 568 7,066 SH   SOLE   7,066 0 0
COPART INC COM 217204106 2,240 27,885 SH   OTR 1 0 27,885 0
CORE MARK HOLDING CO INC COM 218681104 3,276 102,016 SH   OTR 1 0 102,016 0
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COREPOINT LODGING INC COM 21872L104 379 37,495 SH   OTR 1 0 37,495 0
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CORNERSTONE ONDEMAND INC COM 21925Y103 2,753 50,219 SH   OTR 1 0 50,219 0
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CORNING INC COM 219350105 2,875 100,792 SH   OTR 1 0 100,792 0
CORNING INC COM 219350105 777 27,254 SH   SOLE   27,254 0 0
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CORTEVA INC COM 22052L104 623 22,260 SH   SOLE   22,260 0 0
CORTEVA INC COM 22052L104 4,092 146,150 SH   OTR 1 0 146,150 0
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COSTCO WHSL CORP NEW COM 22160K105 36,390 126,305 SH   OTR 1 0 126,305 0
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COTY INC COM CL A 222070203 401 38,167 SH   OTR 1 0 38,167 0
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COUPA SOFTWARE INC NOTE 0.375% 1/1 22266LAB2 1,053 361,000 PRN   SOLE   361,000 0 0
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CRAWFORD & CO CL B 224633107 119 11,829 SH   OTR 1 0 11,829 0
CRAWFORD & CO CL B 224633107 26 2,557 SH   SOLE   2,557 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 666 605,000 PRN   SOLE   605,000 0 0
CROCS INC COM 227046109 275 9,900 SH   OTR 1 0 9,900 0
CROCS INC COM 227046109 44 1,600 SH   SOLE   1,600 0 0
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CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 18,775 14,838 SH   OTR 1 0 14,838 0
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CROWN CASTLE INTL CORP NEW COM 22822V101 8,920 64,170 SH   OTR 1 0 64,170 0
CROWN CASTLE INTL CORP NEW COM 22822V101 427 3,073 SH   OTR 5 0 3,073 0
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CSG SYS INTL INC COM 126349109 780 15,100 SH   OTR 1 0 15,100 0
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CSX CORP COM 126408103 9,402 135,729 SH   OTR 1 0 135,729 0
CSX CORP COM 126408103 1,853 26,750 SH   SOLE   26,750 0 0
CUBESMART COM 229663109 94 2,692 SH   SOLE   2,692 0 0
CUBESMART COM 229663109 1,171 33,546 SH   OTR 1 0 33,546 0
CUMMINS INC COM 231021106 21,170 130,140 SH   OTR 1 0 130,140 0
CUMMINS INC COM 231021106 2,739 16,835 SH   OTR 5 0 16,835 0
CUMMINS INC COM 231021106 4,444 27,318 SH   SOLE   27,318 0 0
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CUSTOMERS BANCORP INC COM 23204G100 3,013 145,278 SH   OTR 1 0 145,278 0
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CVR ENERGY INC COM 12662P108 3,449 78,333 SH   OTR 1 0 78,333 0
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CYPRESS SEMICONDUCTOR CORP COM 232806109 2,443 104,677 SH   OTR 1 0 104,677 0
CYPRESS SEMICONDUCTOR CORP NOTE 2.000% 2/0 232806AP4 13,618 11,208,000 PRN   SOLE   11,208,000 0 0
CYPRESS SEMICONDUCTOR CORP NOTE 2.000% 2/0 232806AP4 12,240 10,074,000 PRN   OTR 1 0 10,074,000 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 3,152 1,808,000 PRN   OTR 1 0 1,808,000 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 49 28,000 PRN   OTR 4 3,000 25,000 0
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CYRUSONE INC COM 23283R100 204 2,583 SH   OTR 1 0 2,583 0
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D R HORTON INC COM 23331A109 2,293 43,496 SH   OTR 1 0 43,496 0
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DANAHER CORPORATION COM 235851102 21,580 149,418 SH   OTR 1 0 149,418 0
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DAVITA INC COM 23918K108 713 12,493 SH   OTR 1 0 12,493 0
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DBX ETF TR XTRACK HRVST CSI 233051879 1,990 73,452 SH   OTR 1 0 73,452 0
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DEERE & CO COM 244199105 1,872 11,099 SH   SOLE   11,099 0 0
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DELTA AIR LINES INC DEL COM NEW 247361702 29,866 518,513 SH   OTR 1 0 518,513 0
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DEVON ENERGY CORP NEW COM 25179M103 7,279 302,517 SH   OTR 1 0 302,517 0
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DEXCOM INC NOTE 0.750% 5/1 252131AF4 732 460,000 PRN   SOLE   460,000 0 0
DHI GROUP INC COM 23331S100 1,504 390,600 SH   OTR 1 0 390,600 0
DHI GROUP INC COM 23331S100 288 74,700 SH   SOLE   74,700 0 0
DIAMONDBACK ENERGY INC COM 25278X109 1,891 21,036 SH   OTR 1 0 21,036 0
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DIODES INC COM 254543101 749 18,659 SH   OTR 1 0 18,659 0
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DISCOVERY INC COM SER A 25470F104 201 7,551 SH   SOLE   7,551 0 0
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DOMTAR CORP COM NEW 257559203 444 12,400 SH   OTR 1 0 12,400 0
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DROPBOX INC CL A 26210C104 14,065 697,339 SH   OTR 1 0 697,339 0
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DWS MUN INCOME TR NEW COM 233368109 1,443 124,496 SH   OTR 1 0 124,496 0
DXC TECHNOLOGY CO COM 23355L106 6,546 221,882 SH   OTR 1 0 221,882 0
DXC TECHNOLOGY CO COM 23355L106 926 31,386 SH   OTR 5 0 31,386 0
DXC TECHNOLOGY CO COM 23355L106 1,322 44,826 SH   SOLE   44,826 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 546 566,000 PRN   SOLE   566,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,359 31,102 SH   OTR 1 0 31,102 0
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EASTGROUP PPTY INC COM 277276101 4,749 37,983 SH   OTR 1 0 37,983 0
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EASTMAN CHEMICAL CO COM 277432100 1,308 17,718 SH   OTR 1 0 17,718 0
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EBIX INC COM NEW 278715206 2,704 64,239 SH   OTR 1 0 64,239 0
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ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 19,241 19,241,000 PRN   OTR 1 0 19,241,000 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 21,819 21,819,000 PRN   SOLE   21,819,000 0 0
ECHOSTAR CORP CL A 278768106 4,197 105,937 SH   OTR 1 0 105,937 0
ECHOSTAR CORP CL A 278768106 372 9,393 SH   SOLE   9,393 0 0
ECOLAB INC COM 278865100 3,161 15,961 SH   SOLE   15,961 0 0
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ECOLAB INC COM 278865100 2,150 10,858 SH   OTR 5 0 10,858 0
EDISON INTL COM 281020107 3,510 46,537 SH   OTR 1 0 46,537 0
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EDITAS MEDICINE INC COM 28106W103 1,165 51,234 SH   OTR 1 0 51,234 0
EDITAS MEDICINE INC COM 28106W103 220 9,692 SH   SOLE   9,692 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 7,440 33,833 SH   OTR 1 0 33,833 0
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EDWARDS LIFESCIENCES CORP COM 28176E108 2,000 9,093 SH   SOLE   9,093 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 658 24,739 SH   OTR 1 0 24,739 0
ELANCO ANIMAL HEALTH INC COM 28414H103 61 2,300 SH   SOLE   2,300 0 0
ELECTRONIC ARTS INC COM 285512109 5,419 55,402 SH   OTR 1 0 55,402 0
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ELEVATE CREDIT INC COM 28621V101 501 119,057 SH   OTR 1 0 119,057 0
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EMCOR GROUP INC COM 29084Q100 5,196 60,339 SH   OTR 1 0 60,339 0
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EMCOR GROUP INC COM 29084Q100 913 10,600 SH   SOLE   10,600 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,727 33,029 SH   OTR 1 0 33,029 0
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EMERSON ELEC CO COM 291011104 6,827 102,103 SH   OTR 1 0 102,103 0
EMERSON ELEC CO COM 291011104 1,499 22,420 SH   SOLE   22,420 0 0
EMPIRE ST RLTY TR INC CL A 292104106 2,192 153,584 SH   OTR 1 0 153,584 0
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EMPLOYERS HOLDINGS INC COM 292218104 2,693 61,804 SH   OTR 1 0 61,804 0
EMPLOYERS HOLDINGS INC COM 292218104 497 11,400 SH   SOLE   11,400 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 198 3,292 SH   SOLE   3,292 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 1,050 17,483 SH   OTR 1 0 17,483 0
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ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 472 462,000 PRN   SOLE   462,000 0 0
ENCORE WIRE CORP COM 292562105 3,148 55,935 SH   OTR 1 0 55,935 0
ENCORE WIRE CORP COM 292562105 595 10,579 SH   SOLE   10,579 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 115 30,600 SH   OTR 1 0 30,600 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 23 6,200 SH   SOLE   6,200 0 0
ENOVA INTL INC COM 29357K103 2,614 125,968 SH   OTR 1 0 125,968 0
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ENPRO INDS INC COM 29355X107 3,343 48,700 SH   OTR 1 0 48,700 0
ENPRO INDS INC COM 29355X107 625 9,100 SH   SOLE   9,100 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 25,375 37,362,000 PRN   OTR 1 0 37,362,000 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 67 99,000 PRN   OTR 4 10,000 89,000 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 25,390 37,338,000 PRN   SOLE   37,338,000 0 0
ENSIGN GROUP INC COM 29358P101 3,551 74,861 SH   OTR 1 0 74,861 0
ENSIGN GROUP INC COM 29358P101 678 14,300 SH   SOLE   14,300 0 0
ENTEGRIS INC COM 29362U104 15,103 320,921 SH   OTR 1 0 320,921 0
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ENTERGY CORP NEW COM 29364G103 1,435 12,226 SH   OTR 5 0 12,226 0
ENTERGY CORP NEW COM 29364G103 2,578 21,970 SH   SOLE   21,970 0 0
ENTERGY CORP NEW COM 29364G103 14,761 125,775 SH   OTR 1 0 125,775 0
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ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 12,509 11,556,000 PRN   OTR 1 0 11,556,000 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 14,900 13,764,000 PRN   SOLE   13,764,000 0 0
EOG RES INC COM 26875P101 2,390 32,207 SH   SOLE   32,207 0 0
EOG RES INC COM 26875P101 11,064 149,066 SH   OTR 1 0 149,066 0
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EPAM SYS INC COM 29414B104 195 1,070 SH   SOLE   1,070 0 0
EPAM SYS INC COM 29414B104 109 600 SH   OTR 1 0 600 0
EPLUS INC COM 294268107 2,547 33,467 SH   OTR 1 0 33,467 0
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EPR PPTYS COM SH BEN INT 26884U109 2,840 36,944 SH   OTR 1 0 36,944 0
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EQUIFAX INC COM 294429105 2,191 15,576 SH   OTR 1 0 15,576 0
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EQUINIX INC COM 29444U700 2,840 4,923 SH   SOLE   4,923 0 0
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EQUITY LIFESTYLE PPTYS INC COM 29472R108 3,675 27,511 SH   OTR 1 0 27,511 0
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ESSEX PPTY TR INC COM 297178105 5,803 17,766 SH   OTR 1 0 17,766 0
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ETHAN ALLEN INTERIORS INC COM 297602104 634 33,200 SH   OTR 1 0 33,200 0
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ETSY INC NOTE 3/0 29786AAC0 36,856 21,848,000 PRN   SOLE   21,848,000 0 0
ETSY INC NOTE 3/0 29786AAC0 87 52,000 PRN   OTR 4 5,000 47,000 0
ETSY INC NOTE 3/0 29786AAC0 31,509 18,688,000 PRN   OTR 1 0 18,688,000 0
EURONET WORLDWIDE INC COM 298736109 1,247 8,525 SH   SOLE   8,525 0 0
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EVERCORE INC CLASS A 29977A105 4,691 58,567 SH   OTR 1 0 58,567 0
EVERCORE INC CLASS A 29977A105 1,024 12,782 SH   SOLE   12,782 0 0
EVERGY INC COM 30034W106 2,718 40,836 SH   OTR 1 0 40,836 0
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EVERI HLDGS INC COM 30034T103 2,910 343,978 SH   OTR 1 0 343,978 0
EVERI HLDGS INC COM 30034T103 552 65,200 SH   SOLE   65,200 0 0
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EVERTEC INC COM 30040P103 860 27,561 SH   OTR 1 0 27,561 0
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EXACT SCIENCES CORP COM 30063P105 172 1,900 SH   OTR 1 0 1,900 0
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EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 29,262 20,707,000 PRN   OTR 1 0 20,707,000 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 111 79,000 PRN   OTR 4 8,000 71,000 0
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F M C CORP COM NEW 302491303 329 3,755 SH   SOLE   3,755 0 0
F M C CORP COM NEW 302491303 2,238 25,530 SH   OTR 1 0 25,530 0
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FINISAR CORP NOTE 0.500%12/1 31787AAP6 15,720 15,728,000 PRN   OTR 1 0 15,728,000 0
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FIRSTENERGY CORP COM 337932107 4,511 93,538 SH   OTR 1 0 93,538 0
FIRSTENERGY CORP COM 337932107 964 19,993 SH   SOLE   19,993 0 0
FISERV INC COM 337738108 10,384 100,237 SH   OTR 1 0 100,237 0
FISERV INC COM 337738108 2,277 21,979 SH   SOLE   21,979 0 0
FIVE9 INC COM 338307101 1,670 31,076 SH   OTR 1 0 31,076 0
FIVE9 INC COM 338307101 319 5,945 SH   SOLE   5,945 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 606 16,224 SH   SOLE   16,224 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 3,197 85,598 SH   OTR 1 0 85,598 0
FLEETCOR TECHNOLOGIES INC COM 339041105 922 3,214 SH   SOLE   3,214 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 3,424 11,941 SH   OTR 1 0 11,941 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 240 266,000 PRN   SOLE   266,000 0 0
FLEXSTEEL INDS INC COM 339382103 348 23,454 SH   OTR 1 0 23,454 0
FLEXSTEEL INDS INC COM 339382103 67 4,500 SH   SOLE   4,500 0 0
FLIR SYS INC COM 302445101 919 17,469 SH   OTR 1 0 17,469 0
FLIR SYS INC COM 302445101 199 3,781 SH   SOLE   3,781 0 0
FLOWERS FOODS INC COM 343498101 3,255 140,730 SH   OTR 1 0 140,730 0
FLOWERS FOODS INC COM 343498101 94 4,054 SH   OTR 5 0 4,054 0
FLOWERS FOODS INC COM 343498101 344 14,853 SH   SOLE   14,853 0 0
FLOWSERVE CORP COM 34354P105 790 16,903 SH   OTR 1 0 16,903 0
FLOWSERVE CORP COM 34354P105 173 3,706 SH   SOLE   3,706 0 0
FLUENT INC COM 34380C102 131 47,900 SH   SOLE   47,900 0 0
FLUENT INC COM 34380C102 697 255,000 SH   OTR 1 0 255,000 0
FLUOR CORP NEW COM 343412102 8,153 426,177 SH   OTR 1 0 426,177 0
FLUOR CORP NEW COM 343412102 490 25,628 SH   SOLE   25,628 0 0
FLUSHING FINL CORP COM 343873105 1,430 70,753 SH   OTR 1 0 70,753 0
FLUSHING FINL CORP COM 343873105 268 13,255 SH   SOLE   13,255 0 0
FLWS/1-800 FLOWERS CL A 68243Q106 2,852 192,750 SH   OTR 1 0 192,750 0
FLWS/1-800 FLOWERS CL A 68243Q106 541 36,596 SH   SOLE   36,596 0 0
FORD MTR CO DEL COM 345370860 1,261 137,693 SH   SOLE   137,693 0 0
FORD MTR CO DEL COM 345370860 6,109 666,906 SH   OTR 1 0 666,906 0
FORTINET INC COM 34959E109 1,310 17,071 SH   SOLE   17,071 0 0
FORTINET INC COM 34959E109 332 4,328 SH   OTR 5 0 4,328 0
FORTINET INC COM 34959E109 15,771 205,461 SH   OTR 1 0 205,461 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 5,299 5,874 SH   OTR 1 0 5,874 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 86 95 SH   OTR 4 10 85 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 153 170 SH   SOLE   170 0 0
FORTIVE CORP COM 34959J108 2,608 38,038 SH   OTR 1 0 38,038 0
FORTIVE CORP COM 34959J108 703 10,256 SH   SOLE   10,256 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,625 29,699 SH   OTR 1 0 29,699 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 378 6,911 SH   SOLE   6,911 0 0
FOSTER L B CO COM 350060109 466 21,501 SH   SOLE   21,501 0 0
FOSTER L B CO COM 350060109 2,454 113,236 SH   OTR 1 0 113,236 0
FOUNDATION BLDG MATLS INC COM 350392106 2,416 155,963 SH   OTR 1 0 155,963 0
FOUNDATION BLDG MATLS INC COM 350392106 457 29,500 SH   SOLE   29,500 0 0
FOX CORP CL A COM 35137L105 1,440 45,676 SH   OTR 1 0 45,676 0
FOX CORP CL A COM 35137L105 495 15,701 SH   SOLE   15,701 0 0
FOX CORP CL B COM 35137L204 8,230 260,940 SH   OTR 1 0 260,940 0
FOX CORP CL B COM 35137L204 930 29,498 SH   OTR 5 0 29,498 0
FOX CORP CL B COM 35137L204 1,261 39,993 SH   SOLE   39,993 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 1,885 62,395 SH   OTR 1 0 62,395 0
FRANKLIN FINL NETWORK INC COM 35352P104 355 11,766 SH   SOLE   11,766 0 0
FRANKLIN RES INC COM 354613101 238 8,241 SH   SOLE   8,241 0 0
FRANKLIN RES INC COM 354613101 1 24 SH   OTR 5 0 24 0
FRANKLIN RES INC COM 354613101 1,050 36,392 SH   OTR 1 0 36,392 0
FRANKLIN STREET PPTYS CORP COM 35471R106 29 3,400 SH   SOLE   3,400 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 176 20,800 SH   OTR 1 0 20,800 0
FREEPORT-MCMORAN INC CL B 35671D857 1,789 186,975 SH   OTR 1 0 186,975 0
FREEPORT-MCMORAN INC CL B 35671D857 524 54,798 SH   SOLE   54,798 0 0
FRONTDOOR INC COM 35905A109 4,773 98,265 SH   OTR 1 0 98,265 0
FRONTDOOR INC COM 35905A109 602 12,391 SH   SOLE   12,391 0 0
FS BANCORP INC COM 30263Y104 1,095 20,853 SH   OTR 1 0 20,853 0
FS BANCORP INC COM 30263Y104 204 3,892 SH   SOLE   3,892 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 593 485,000 PRN   SOLE   485,000 0 0
FTS INTERNATIONAL INC COM 30283W104 409 182,400 SH   OTR 1 0 182,400 0
FTS INTERNATIONAL INC COM 30283W104 81 36,000 SH   SOLE   36,000 0 0
FUTUREFUEL CORPORATION COM 36116M106 87 7,300 SH   SOLE   7,300 0 0
FUTUREFUEL CORPORATION COM 36116M106 428 35,886 SH   OTR 1 0 35,886 0
GALLAGHER ARTHUR J & CO COM 363576109 2,150 24,007 SH   OTR 1 0 24,007 0
GALLAGHER ARTHUR J & CO COM 363576109 584 6,518 SH   SOLE   6,518 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 3,246 84,878 SH   OTR 1 0 84,878 0
GAMING & LEISURE PPTYS INC COM 36467J108 293 7,674 SH   SOLE   7,674 0 0
GAP INC COM 364760108 477 27,503 SH   OTR 1 0 27,503 0
GAP INC COM 364760108 113 6,517 SH   SOLE   6,517 0 0
GARTNER INC COM 366651107 1,661 11,614 SH   OTR 1 0 11,614 0
GARTNER INC COM 366651107 481 3,364 SH   SOLE   3,364 0 0
GENERAL DYNAMICS CORP COM 369550108 6,961 38,093 SH   OTR 1 0 38,093 0
GENERAL DYNAMICS CORP COM 369550108 1,524 8,338 SH   SOLE   8,338 0 0
GENERAL ELECTRIC CO COM 369604103 11,469 1,282,866 SH   OTR 1 0 1,282,866 0
GENERAL ELECTRIC CO COM 369604103 2,741 306,548 SH   SOLE   306,548 0 0
GENERAL FIN CORP DEL COM 369822101 326 36,837 SH   OTR 1 0 36,837 0
GENERAL FIN CORP DEL COM 369822101 66 7,414 SH   SOLE   7,414 0 0
GENERAL MLS INC COM 370334104 7,109 128,966 SH   OTR 1 0 128,966 0
GENERAL MLS INC COM 370334104 614 11,138 SH   OTR 5 0 11,138 0
GENERAL MLS INC COM 370334104 2,031 36,855 SH   SOLE   36,855 0 0
GENERAL MTRS CO COM 37045V100 7,564 201,821 SH   OTR 1 0 201,821 0
GENERAL MTRS CO COM 37045V100 1,650 44,030 SH   SOLE   44,030 0 0
GENIE ENERGY LTD CL B 372284208 579 77,600 SH   OTR 1 0 77,600 0
GENIE ENERGY LTD CL B 372284208 108 14,500 SH   SOLE   14,500 0 0
GENUINE PARTS CO COM 372460105 511 5,131 SH   SOLE   5,131 0 0
GENUINE PARTS CO COM 372460105 1,875 18,825 SH   OTR 1 0 18,825 0
GENWORTH FINL INC COM CL A 37247D106 3,617 822,094 SH   OTR 1 0 822,094 0
GENWORTH FINL INC COM CL A 37247D106 686 155,801 SH   SOLE   155,801 0 0
GEO GROUP INC NEW COM 36162J106 3,504 202,065 SH   OTR 1 0 202,065 0
GEO GROUP INC NEW COM 36162J106 664 38,307 SH   SOLE   38,307 0 0
GILEAD SCIENCES INC COM 375558103 25,674 405,075 SH   OTR 1 0 405,075 0
GILEAD SCIENCES INC COM 375558103 3,672 57,937 SH   OTR 5 0 57,937 0
GILEAD SCIENCES INC COM 375558103 6,238 98,426 SH   SOLE   98,426 0 0
GLADSTONE COML CORP COM 376536108 1,208 51,400 SH   OTR 1 0 51,400 0
GLADSTONE COML CORP COM 376536108 226 9,600 SH   SOLE   9,600 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,827 37,654 SH   OTR 1 0 37,654 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 339 6,983 SH   SOLE   6,983 0 0
GLOBAL PMTS INC COM 37940X102 9,855 61,983 SH   OTR 1 0 61,983 0
GLOBAL PMTS INC COM 37940X102 1,989 12,509 SH   SOLE   12,509 0 0
GLOBE LIFE INC COM 37959E102 1,242 12,965 SH   OTR 1 0 12,965 0
GLOBE LIFE INC COM 37959E102 275 2,870 SH   SOLE   2,870 0 0
GLOBUS MED INC CL A 379577208 2,157 42,200 SH   OTR 1 0 42,200 0
GLOBUS MED INC CL A 379577208 419 8,200 SH   SOLE   8,200 0 0
GMS INC COM 36251C103 617 21,500 SH   SOLE   21,500 0 0
GMS INC COM 36251C103 3,237 112,700 SH   OTR 1 0 112,700 0
GODADDY INC CL A 380237107 12,229 185,348 SH   OTR 1 0 185,348 0
GODADDY INC CL A 380237107 1,731 26,228 SH   SOLE   26,228 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 10,091 48,696 SH   OTR 1 0 48,696 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,327 11,231 SH   SOLE   11,231 0 0
GRAHAM HLDGS CO COM 384637104 1,817 2,739 SH   OTR 1 0 2,739 0
GRAHAM HLDGS CO COM 384637104 224 337 SH   SOLE   337 0 0
GRAINGER W W INC COM 384802104 1,695 5,703 SH   OTR 1 0 5,703 0
GRAINGER W W INC COM 384802104 453 1,526 SH   SOLE   1,526 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 3,139 300,363 SH   OTR 1 0 300,363 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 595 56,900 SH   SOLE   56,900 0 0
GREAT SOUTHN BANCORP INC COM 390905107 182 3,200 SH   SOLE   3,200 0 0
GREAT SOUTHN BANCORP INC COM 390905107 964 16,934 SH   OTR 1 0 16,934 0
GROUP 1 AUTOMOTIVE INC COM 398905109 692 7,500 SH   SOLE   7,500 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 3,683 39,900 SH   OTR 1 0 39,900 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 782 680,000 PRN   SOLE   680,000 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 1,954 67,700 SH   OTR 1 0 67,700 0
H & E EQUIPMENT SERVICES INC COM 404030108 372 12,900 SH   SOLE   12,900 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 489 55,903 SH   OTR 1 0 55,903 0
HABIT RESTAURANTS INC COM CL A 40449J103 94 10,715 SH   SOLE   10,715 0 0
HAEMONETICS CORP COM 405024100 3,469 27,500 SH   OTR 1 0 27,500 0
HAEMONETICS CORP COM 405024100 669 5,300 SH   SOLE   5,300 0 0
HALLADOR ENERGY COMPANY COM 40609P105 95 26,249 SH   SOLE   26,249 0 0
HALLADOR ENERGY COMPANY COM 40609P105 478 132,106 SH   OTR 1 0 132,106 0
HALLIBURTON CO COM 406216101 2,728 144,748 SH   OTR 1 0 144,748 0
HALLIBURTON CO COM 406216101 624 33,129 SH   SOLE   33,129 0 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 2,194 114,668 SH   OTR 1 0 114,668 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 413 21,600 SH   SOLE   21,600 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 2,038 131,423 SH   OTR 1 0 131,423 0
HALOZYME THERAPEUTICS INC COM 40637H109 387 24,955 SH   SOLE   24,955 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 3,753 98,000 SH   OTR 1 0 98,000 0
HANCOCK WHITNEY CORPORATION COM 410120109 724 18,900 SH   SOLE   18,900 0 0
HANESBRANDS INC COM 410345102 714 46,592 SH   OTR 1 0 46,592 0
HANESBRANDS INC COM 410345102 163 10,619 SH   SOLE   10,619 0 0
HANGER INC COM NEW 41043F208 1,357 66,600 SH   OTR 1 0 66,600 0
HANGER INC COM NEW 41043F208 261 12,800 SH   SOLE   12,800 0 0
HANMI FINL CORP COM NEW 410495204 2,833 150,874 SH   OTR 1 0 150,874 0
HANMI FINL CORP COM NEW 410495204 539 28,693 SH   SOLE   28,693 0 0
HANOVER INS GROUP INC COM 410867105 5,368 39,603 SH   OTR 1 0 39,603 0
HANOVER INS GROUP INC COM 410867105 444 3,279 SH   SOLE   3,279 0 0
HARLEY DAVIDSON INC COM 412822108 730 20,293 SH   OTR 1 0 20,293 0
HARLEY DAVIDSON INC COM 412822108 166 4,614 SH   SOLE   4,614 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4,936 81,445 SH   OTR 1 0 81,445 0
HARTFORD FINL SVCS GROUP INC COM 416515104 866 14,296 SH   SOLE   14,296 0 0
HASBRO INC COM 418056107 475 4,002 SH   SOLE   4,002 0 0
HASBRO INC COM 418056107 1,797 15,143 SH   OTR 1 0 15,143 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 846 18,545 SH   OTR 1 0 18,545 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 10 226 SH   SOLE   226 0 0
HAWKINS INC COM 420261109 1,400 32,939 SH   OTR 1 0 32,939 0
HAWKINS INC COM 420261109 259 6,100 SH   SOLE   6,100 0 0
HCA HEALTHCARE INC COM 40412C101 10,430 86,617 SH   OTR 1 0 86,617 0
HCA HEALTHCARE INC COM 40412C101 1,847 15,340 SH   OTR 5 0 15,340 0
HCA HEALTHCARE INC COM 40412C101 2,398 19,917 SH   SOLE   19,917 0 0
HCP INC COM 40414L109 3,780 106,100 SH   OTR 1 0 106,100 0
HCP INC COM 40414L109 766 21,508 SH   SOLE   21,508 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 1,975 67,214 SH   OTR 1 0 67,214 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 150 5,116 SH   SOLE   5,116 0 0
HEALTHSTREAM INC COM 42222N103 2,126 82,126 SH   OTR 1 0 82,126 0
HEALTHSTREAM INC COM 42222N103 401 15,500 SH   SOLE   15,500 0 0
HEICO CORP NEW CL A 422806208 1,992 20,472 SH   OTR 1 0 20,472 0
HEICO CORP NEW CL A 422806208 234 2,406 SH   SOLE   2,406 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 2,393 87,652 SH   OTR 1 0 87,652 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 451 16,532 SH   SOLE   16,532 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 15,521 13,254,000 PRN   OTR 1 0 13,254,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 20,839 17,795,000 PRN   SOLE   17,795,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 10,057 9,963,000 PRN   OTR 1 0 9,963,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 74 73,000 PRN   OTR 4 8,000 65,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 7,268 7,183,000 PRN   SOLE   7,183,000 0 0
HELMERICH & PAYNE INC COM 423452101 1,238 30,890 SH   OTR 1 0 30,890 0
HELMERICH & PAYNE INC COM 423452101 133 3,326 SH   SOLE   3,326 0 0
HENRY JACK & ASSOC INC COM 426281101 430 2,946 SH   SOLE   2,946 0 0
HENRY JACK & ASSOC INC COM 426281101 1,450 9,931 SH   OTR 1 0 9,931 0
HENRY SCHEIN INC COM 806407102 1,760 27,722 SH   OTR 1 0 27,722 0
HENRY SCHEIN INC COM 806407102 276 4,342 SH   SOLE   4,342 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 14,988 16,025,000 PRN   OTR 1 0 16,025,000 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 19,791 21,160,000 PRN   SOLE   21,160,000 0 0
HERC HLDGS INC COM 42704L104 3,288 70,700 SH   OTR 1 0 70,700 0
HERC HLDGS INC COM 42704L104 619 13,300 SH   SOLE   13,300 0 0
HERITAGE INS HLDGS INC COM 42727J102 250 16,700 SH   SOLE   16,700 0 0
HERITAGE INS HLDGS INC COM 42727J102 1,326 88,691 SH   OTR 1 0 88,691 0
HERON THERAPEUTICS INC COM 427746102 225 12,175 SH   SOLE   12,175 0 0
HERON THERAPEUTICS INC COM 427746102 1,194 64,551 SH   OTR 1 0 64,551 0
HERSHEY CO COM 427866108 17,738 114,449 SH   OTR 1 0 114,449 0
HERSHEY CO COM 427866108 2,057 13,271 SH   OTR 5 0 13,271 0
HERSHEY CO COM 427866108 2,587 16,692 SH   SOLE   16,692 0 0
HESS CORP COM 42809H107 2,020 33,404 SH   OTR 1 0 33,404 0
HESS CORP COM 42809H107 566 9,364 SH   SOLE   9,364 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,632 173,532 SH   OTR 1 0 173,532 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 801 52,820 SH   SOLE   52,820 0 0
HEXCEL CORP NEW COM 428291108 159 1,931 SH   SOLE   1,931 0 0
HEXCEL CORP NEW COM 428291108 1,741 21,198 SH   OTR 1 0 21,198 0
HIBBETT SPORTS INC COM 428567101 3,664 160,000 SH   OTR 1 0 160,000 0
HIBBETT SPORTS INC COM 428567101 696 30,400 SH   SOLE   30,400 0 0
HILL ROM HLDGS INC COM 431475102 16,399 155,843 SH   OTR 1 0 155,843 0
HILL ROM HLDGS INC COM 431475102 1,132 10,757 SH   OTR 5 0 10,757 0
HILL ROM HLDGS INC COM 431475102 2,411 22,910 SH   SOLE   22,910 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 6,240 67,013 SH   OTR 1 0 67,013 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 116 1,244 SH   OTR 5 0 1,244 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,279 13,735 SH   SOLE   13,735 0 0
HMS HLDGS CORP COM 40425J101 3,869 112,259 SH   OTR 1 0 112,259 0
HMS HLDGS CORP COM 40425J101 734 21,300 SH   SOLE   21,300 0 0
HOLLYFRONTIER CORP COM 436106108 2,555 47,626 SH   OTR 5 0 47,626 0
HOLLYFRONTIER CORP COM 436106108 3,463 64,559 SH   SOLE   64,559 0 0
HOLLYFRONTIER CORP COM 436106108 13,362 249,102 SH   OTR 1 0 249,102 0
HOLOGIC INC COM 436440101 18,972 375,767 SH   OTR 1 0 375,767 0
HOLOGIC INC COM 436440101 2,075 41,101 SH   OTR 5 0 41,101 0
HOLOGIC INC COM 436440101 2,875 56,948 SH   SOLE   56,948 0 0
HOME DEPOT INC COM 437076102 53,272 229,603 SH   OTR 1 0 229,603 0
HOME DEPOT INC COM 437076102 4,078 17,575 SH   OTR 5 0 17,575 0
HOME DEPOT INC COM 437076102 13,001 56,035 SH   SOLE   56,035 0 0
HONEYWELL INTL INC COM 438516106 20,465 120,951 SH   OTR 1 0 120,951 0
HONEYWELL INTL INC COM 438516106 510 3,017 SH   OTR 5 0 3,017 0
HONEYWELL INTL INC COM 438516106 4,882 28,856 SH   SOLE   28,856 0 0
HORMEL FOODS CORP COM 440452100 1,567 35,825 SH   OTR 1 0 35,825 0
HORMEL FOODS CORP COM 440452100 560 12,807 SH   SOLE   12,807 0 0
HOST HOTELS & RESORTS INC COM 44107P104 2,480 143,460 SH   OTR 5 0 143,460 0
HOST HOTELS & RESORTS INC COM 44107P104 2,188 126,570 SH   SOLE   126,570 0 0
HOST HOTELS & RESORTS INC COM 44107P104 11,163 645,627 SH   OTR 1 0 645,627 0
HP INC COM 40434L105 6,509 344,052 SH   OTR 1 0 344,052 0
HP INC COM 40434L105 481 25,440 SH   OTR 5 0 25,440 0
HP INC COM 40434L105 1,306 69,017 SH   SOLE   69,017 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 922 550,000 PRN   SOLE   550,000 0 0
HUMANA INC COM 444859102 5,819 22,759 SH   OTR 1 0 22,759 0
HUMANA INC COM 444859102 1,201 4,698 SH   SOLE   4,698 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,225 11,070 SH   OTR 1 0 11,070 0
HUNT J B TRANS SVCS INC COM 445658107 285 2,572 SH   SOLE   2,572 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,914 134,101 SH   OTR 1 0 134,101 0
HUNTINGTON BANCSHARES INC COM 446150104 559 39,182 SH   SOLE   39,182 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,278 6,034 SH   OTR 1 0 6,034 0
HUNTINGTON INGALLS INDS INC COM 446413106 281 1,325 SH   SOLE   1,325 0 0
HUNTSMAN CORP COM 447011107 4,086 175,647 SH   OTR 1 0 175,647 0
HUNTSMAN CORP COM 447011107 705 30,320 SH   SOLE   30,320 0 0
IAA INC COM 449253103 4,992 119,620 SH   OTR 1 0 119,620 0
IAA INC COM 449253103 612 14,662 SH   SOLE   14,662 0 0
IAC INTERACTIVECORP COM 44919P508 889 4,079 SH   SOLE   4,079 0 0
IAC INTERACTIVECORP COM 44919P508 8,771 40,240 SH   OTR 1 0 40,240 0
IBERIABANK CORP COM 450828108 1,986 26,293 SH   OTR 1 0 26,293 0
IBERIABANK CORP COM 450828108 364 4,814 SH   SOLE   4,814 0 0
IDACORP INC COM 451107106 714 6,341 SH   OTR 1 0 6,341 0
IDEX CORP COM 45167R104 1,600 9,766 SH   OTR 1 0 9,766 0
IDEX CORP COM 45167R104 462 2,818 SH   SOLE   2,818 0 0
IDEXX LABS INC COM 45168D104 5,134 18,879 SH   OTR 1 0 18,879 0
IDEXX LABS INC COM 45168D104 982 3,611 SH   SOLE   3,611 0 0
IDT CORP CL B NEW 448947507 1,121 106,500 SH   OTR 1 0 106,500 0
IDT CORP CL B NEW 448947507 218 20,700 SH   SOLE   20,700 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 626 605,000 PRN   SOLE   605,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,767 11,294 SH   SOLE   11,294 0 0
ILLINOIS TOOL WKS INC COM 452308109 1 5 SH   OTR 5 0 5 0
ILLINOIS TOOL WKS INC COM 452308109 6,444 41,180 SH   OTR 1 0 41,180 0
ILLUMINA INC COM 452327109 873 2,871 SH   OTR 5 0 2,871 0
ILLUMINA INC COM 452327109 2,025 6,657 SH   SOLE   6,657 0 0
ILLUMINA INC COM 452327109 11,716 38,512 SH   OTR 1 0 38,512 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 28,807 21,677,000 PRN   OTR 1 0 21,677,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 95 72,000 PRN   OTR 4 7,000 65,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 36,073 27,124,000 PRN   SOLE   27,124,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 22,735 20,459,000 PRN   OTR 1 0 20,459,000 0
ILLUMINA INC NOTE 8/1 452327AK5 25,550 22,992,000 PRN   SOLE   22,992,000 0 0
IMMUNOMEDICS INC COM 452907108 1,557 117,391 SH   OTR 1 0 117,391 0
IMMUNOMEDICS INC COM 452907108 296 22,305 SH   SOLE   22,305 0 0
INCYTE CORP COM 45337C102 722 9,729 SH   OTR 5 0 9,729 0
INCYTE CORP COM 45337C102 1,733 23,345 SH   SOLE   23,345 0 0
INCYTE CORP COM 45337C102 17,171 231,318 SH   OTR 1 0 231,318 0
INDEXIQ ACTIVE ETF TR IQ MACKAY INSRED 45409F843 42,009 1,592,750 SH   OTR 3 0 1,592,750 0
INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 42,019 1,596,150 SH   OTR 3 0 1,596,150 0
INDEXIQ ACTIVE ETF TR IQ ULTR SHT DU 45409F819 25,055 499,900 SH   OTR 3 0 499,900 0
INDEXIQ ETF TR HDG EVE DRIV 45409B404 1,718 80,000 SH   OTR 3 0 80,000 0
INDEXIQ ETF TR HDGD FTSE JAPN 45409B537 2,120 103,287 SH   OTR 3 0 103,287 0
INDEXIQ ETF TR IQ 500 INT ETF 45409B362 5,339 200,025 SH   OTR 3 0 200,025 0
INDEXIQ ETF TR IQ LEADERS GTA 45409B511 14,647 608,254 SH   OTR 3 0 608,254 0
INDEXIQ ETF TR IQ S&P HGH YLD 45409B412 20,589 813,158 SH   OTR 3 0 813,158 0
INDEXIQ ETF TR IQ SHORT DURAT 45409B339 3,082 120,000 SH   OTR 3 0 120,000 0
INDEXIQ ETF TR LNG SHT TRACK 45409B305 1,767 80,000 SH   OTR 3 0 80,000 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 839 39,500 SH   OTR 1 0 39,500 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 147 6,900 SH   SOLE   6,900 0 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 637 730,000 PRN   SOLE   730,000 0 0
INGLES MKTS INC CL A 457030104 358 9,200 SH   OTR 1 0 9,200 0
INGLES MKTS INC CL A 457030104 74 1,900 SH   SOLE   1,900 0 0
INGREDION INC COM 457187102 520 6,361 SH   OTR 1 0 6,361 0
INGREDION INC COM 457187102 90 1,100 SH   SOLE   1,100 0 0
INPHI CORP COM 45772F107 232 3,800 SH   SOLE   3,800 0 0
INPHI CORP COM 45772F107 1,264 20,700 SH   OTR 1 0 20,700 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 1,686 1,356,000 PRN   SOLE   1,356,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 46,900 30,015,000 PRN   SOLE   30,015,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 42,680 27,320,000 PRN   OTR 1 0 27,320,000 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 84 54,000 PRN   OTR 4 5,000 49,000 0
INSIGHT ENTERPRISES INC COM 45765U103 3,397 60,992 SH   OTR 1 0 60,992 0
INSIGHT ENTERPRISES INC COM 45765U103 646 11,594 SH   SOLE   11,594 0 0
INSMED INC COM PAR $.01 457669307 1,165 66,026 SH   OTR 1 0 66,026 0
INSMED INC COM PAR $.01 457669307 221 12,554 SH   SOLE   12,554 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 449 536,000 PRN   SOLE   536,000 0 0
INSTALLED BLDG PRODS INC COM 45780R101 3,102 54,100 SH   OTR 1 0 54,100 0
INSTALLED BLDG PRODS INC COM 45780R101 579 10,100 SH   SOLE   10,100 0 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 3,159 1,120,000 PRN   SOLE   1,120,000 0 0
INTEGER HLDGS CORP COM 45826H109 712 9,419 SH   SOLE   9,419 0 0
INTEGER HLDGS CORP COM 45826H109 3,806 50,374 SH   OTR 1 0 50,374 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,595 26,559 SH   OTR 1 0 26,559 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 144 2,402 SH   SOLE   2,402 0 0
INTEL CORP COM 458140100 38,590 748,879 SH   OTR 1 0 748,879 0
INTEL CORP COM 458140100 2,236 43,387 SH   OTR 5 0 43,387 0
INTEL CORP COM 458140100 11,785 228,711 SH   SOLE   228,711 0 0
INTELSAT S A NOTE 4.500% 6/1 45790VAB6 637 431,000 PRN   SOLE   431,000 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,298 19,565 SH   OTR 1 0 19,565 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 250 3,761 SH   SOLE   3,761 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 11,762 13,608,000 PRN   OTR 1 0 13,608,000 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 27 31,000 PRN   OTR 4 4,000 27,000 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 14,807 17,118,000 PRN   SOLE   17,118,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 13,203 143,088 SH   OTR 1 0 143,088 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,434 26,374 SH   OTR 5 0 26,374 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 3,109 33,700 SH   SOLE   33,700 0 0
INTERDIGITAL INC COM 45867G101 766 14,600 SH   OTR 1 0 14,600 0
INTERDIGITAL INC COM 45867G101 147 2,800 SH   SOLE   2,800 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 397 397,000 PRN   SOLE   397,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 9,169 63,052 SH   SOLE   63,052 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 38,923 267,659 SH   OTR 1 0 267,659 0
INTERNATIONAL BUSINESS MACHS COM 459200101 4,790 32,938 SH   OTR 5 0 32,938 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,690 13,776 SH   OTR 1 0 13,776 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 470 3,830 SH   SOLE   3,830 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,331 61,725 SH   OTR 1 0 61,725 0
INTERPUBLIC GROUP COS INC COM 460690100 339 15,721 SH   SOLE   15,721 0 0
INTL FCSTONE INC COM 46116V105 2,797 68,119 SH   OTR 1 0 68,119 0
INTL FCSTONE INC COM 46116V105 530 12,900 SH   SOLE   12,900 0 0
INTL PAPER CO COM 460146103 2,313 55,310 SH   OTR 1 0 55,310 0
INTL PAPER CO COM 460146103 670 16,015 SH   SOLE   16,015 0 0
INTUIT COM 461202103 2,905 10,924 SH   SOLE   10,924 0 0
INTUIT COM 461202103 24,077 90,537 SH   OTR 1 0 90,537 0
INTUIT COM 461202103 267 1,003 SH   OTR 5 0 1,003 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,896 5,363 SH   SOLE   5,363 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 16,296 30,182 SH   OTR 1 0 30,182 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,210 2,241 SH   OTR 5 0 2,241 0
INVACARE CORP COM 461203101 380 50,700 SH   OTR 1 0 50,700 0
INVACARE CORP COM 461203101 70 9,300 SH   SOLE   9,300 0 0
INVESCO ADVANTAGE MUNICIPAL SH BEN INT 46132E103 4,485 399,055 SH   SOLE   399,055 0 0
INVESCO EXCHNG TRADED FD TR NATL AMT MUNI 46138E537 45,136 1,700,663 SH   OTR 1 0 1,700,663 0
INVESCO MUN OPPORTUNITY TR COM 46132C107 4,533 362,330 SH   SOLE   362,330 0 0
INVESCO MUN TR COM 46131J103 4,873 386,429 SH   SOLE   386,429 0 0
INVESCO PA VALUE MUN INCOME COM 46132K109 3,152 241,518 SH   SOLE   241,518 0 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 5,799 453,399 SH   SOLE   453,399 0 0
INVESCO TR INVT GRADE MUNS COM 46131M106 4,587 356,390 SH   SOLE   356,390 0 0
INVITAE CORP COM 46185L103 210 10,900 SH   SOLE   10,900 0 0
INVITAE CORP COM 46185L103 1,093 56,700 SH   OTR 1 0 56,700 0
INVITATION HOMES INC COM 46187W107 4,323 146,014 SH   OTR 1 0 146,014 0
INVITATION HOMES INC COM 46187W107 489 16,515 SH   SOLE   16,515 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,273 69,920 SH   OTR 1 0 69,920 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 242 13,318 SH   SOLE   13,318 0 0
IPG PHOTONICS CORP COM 44980X109 623 4,592 SH   OTR 1 0 4,592 0
IPG PHOTONICS CORP COM 44980X109 139 1,027 SH   SOLE   1,027 0 0
IQVIA HLDGS INC COM 46266C105 23,380 156,514 SH   OTR 1 0 156,514 0
IQVIA HLDGS INC COM 46266C105 2,124 14,220 SH   OTR 5 0 14,220 0
IQVIA HLDGS INC COM 46266C105 3,500 23,428 SH   SOLE   23,428 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 145 6,800 SH   SOLE   6,800 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 713 33,500 SH   OTR 1 0 33,500 0
IRON MTN INC NEW COM 46284V101 1,372 42,367 SH   OTR 1 0 42,367 0
IRON MTN INC NEW COM 46284V101 398 12,299 SH   SOLE   12,299 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 956 111,324 SH   OTR 1 0 111,324 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 187 21,767 SH   SOLE   21,767 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 633 632,000 PRN   SOLE   632,000 0 0
ISHARES GOLD TRUST ISHARES 464285105 8,724 618,700 SH   OTR 1 0 618,700 0
ISHARES INC CORE MSCI EMKT 46434G103 533 10,876 SH   OTR 1 0 10,876 0
ISHARES TR CORE S&P MCP ETF 464287507 14,571 75,408 SH   OTR 1 0 75,408 0
ISHARES TR CORE S&P MCP ETF 464287507 51 262 SH   SOLE   262 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,603 39,225 SH   OTR 1 0 39,225 0
ISHARES TR MSCI INDIA ETF 46429B598 2,366 70,485 SH   OTR 1 0 70,485 0
ISHARES TR MSCI QATAR ETF 46434V779 1,857 105,754 SH   OTR 1 0 105,754 0
ISHARES TR MSCI SAUDI ARBIA 46434V423 2,326 76,320 SH   OTR 1 0 76,320 0
ISHARES TR NATIONAL MUN ETF 464288414 2,861 25,072 SH   SOLE   25,072 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 24,931 156,180 SH   OTR 1 0 156,180 0
ISHARES TR RUSSELL 2000 ETF 464287655 9,392 62,062 SH   OTR 1 0 62,062 0
ISHARES TR RUSSELL 2000 ETF 464287655 940 6,208 SH   SOLE   6,208 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 29,423 25,749,000 PRN   OTR 1 0 25,749,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 52 46,000 PRN   OTR 4 4,000 42,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 35,528 31,084,000 PRN   SOLE   31,084,000 0 0
ITRON INC COM 465741106 2,877 38,900 SH   OTR 1 0 38,900 0
ITRON INC COM 465741106 540 7,300 SH   SOLE   7,300 0 0
J & J SNACK FOODS CORP COM 466032109 3,898 20,300 SH   OTR 1 0 20,300 0
J & J SNACK FOODS CORP COM 466032109 749 3,900 SH   SOLE   3,900 0 0
J ALEXANDERS HLDGS INC COM 46609J106 148 12,597 SH   SOLE   12,597 0 0
J ALEXANDERS HLDGS INC COM 46609J106 794 67,714 SH   OTR 1 0 67,714 0
J2 GLOBAL INC COM 48123V102 5,686 62,607 SH   OTR 1 0 62,607 0
J2 GLOBAL INC COM 48123V102 681 7,499 SH   OTR 5 0 7,499 0
J2 GLOBAL INC COM 48123V102 1,071 11,789 SH   SOLE   11,789 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 855 602,000 PRN   SOLE   602,000 0 0
JABIL INC COM 466313103 2,178 60,902 SH   SOLE   60,902 0 0
JABIL INC COM 466313103 20,961 586,001 SH   OTR 1 0 586,001 0
JABIL INC COM 466313103 792 22,136 SH   OTR 5 0 22,136 0
JACOBS ENGR GROUP INC COM 469814107 1,600 17,482 SH   OTR 1 0 17,482 0
JACOBS ENGR GROUP INC COM 469814107 435 4,759 SH   SOLE   4,759 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 1,204 1,199,000 PRN   SOLE   1,199,000 0 0
JD COM INC SPON ADR CL A 47215P106 1,504 53,298 SH   OTR 1 0 53,298 0
JD COM INC SPON ADR CL A 47215P106 968 34,300 SH   SOLE   34,300 0 0
JEFFERIES FINL GROUP INC COM 47233W109 800 43,500 SH   OTR 1 0 43,500 0
JEFFERIES FINL GROUP INC COM 47233W109 867 47,101 SH   SOLE   47,101 0 0
JETBLUE AWYS CORP COM 477143101 557 33,269 SH   OTR 1 0 33,269 0
JETBLUE AWYS CORP COM 477143101 40 2,399 SH   SOLE   2,399 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 557 34,900 SH   OTR 1 0 34,900 0
JOHNSON & JOHNSON COM 478160104 61,910 478,514 SH   OTR 1 0 478,514 0
JOHNSON & JOHNSON COM 478160104 5,856 45,262 SH   OTR 5 0 45,262 0
JOHNSON & JOHNSON COM 478160104 17,465 134,992 SH   SOLE   134,992 0 0
JONES LANG LASALLE INC COM 48020Q107 6,364 45,768 SH   OTR 1 0 45,768 0
JONES LANG LASALLE INC COM 48020Q107 577 4,150 SH   SOLE   4,150 0 0
JPMORGAN CHASE & CO COM 46625H100 65,994 560,742 SH   OTR 1 0 560,742 0
JPMORGAN CHASE & CO COM 46625H100 8,108 68,896 SH   OTR 5 0 68,896 0
JPMORGAN CHASE & CO COM 46625H100 20,234 171,924 SH   SOLE   171,924 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 224 105,753 SH   OTR 1 0 105,753 0
JUNIPER NETWORKS INC COM 48203R104 1,102 44,508 SH   OTR 1 0 44,508 0
JUNIPER NETWORKS INC COM 48203R104 342 13,830 SH   SOLE   13,830 0 0
K12 INC COM 48273U102 3,007 113,918 SH   OTR 1 0 113,918 0
K12 INC COM 48273U102 571 21,627 SH   SOLE   21,627 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,857 13,962 SH   OTR 1 0 13,962 0
KANSAS CITY SOUTHERN COM NEW 485170302 491 3,694 SH   SOLE   3,694 0 0
KAR AUCTION SVCS INC COM 48238T109 5,005 203,873 SH   OTR 1 0 203,873 0
KAR AUCTION SVCS INC COM 48238T109 615 25,031 SH   SOLE   25,031 0 0
KB HOME COM 48666K109 4,410 129,700 SH   OTR 1 0 129,700 0
KB HOME COM 48666K109 833 24,500 SH   SOLE   24,500 0 0
KBR INC COM 48242W106 2,520 102,700 SH   OTR 1 0 102,700 0
KBR INC COM 48242W106 488 19,900 SH   SOLE   19,900 0 0
KEANE GROUP INC COM 48669A108 199 32,900 SH   SOLE   32,900 0 0
KEANE GROUP INC COM 48669A108 1,040 171,675 SH   OTR 1 0 171,675 0
KELLOGG CO COM 487836108 2,062 32,042 SH   OTR 1 0 32,042 0
KELLOGG CO COM 487836108 678 10,538 SH   SOLE   10,538 0 0
KELLY SVCS INC CL A 488152208 2,038 84,146 SH   OTR 1 0 84,146 0
KELLY SVCS INC CL A 488152208 397 16,400 SH   SOLE   16,400 0 0
KEMET CORP COM NEW 488360207 392 21,558 SH   OTR 1 0 21,558 0
KEMET CORP COM NEW 488360207 80 4,400 SH   SOLE   4,400 0 0
KEMPER CORP DEL COM 488401100 5,828 74,761 SH   OTR 1 0 74,761 0
KEMPER CORP DEL COM 488401100 746 9,575 SH   SOLE   9,575 0 0
KEURIG DR PEPPER INC COM 49271V100 1,712 62,659 SH   OTR 1 0 62,659 0
KEYCORP NEW COM 493267108 2,310 129,500 SH   OTR 1 0 129,500 0
KEYCORP NEW COM 493267108 655 36,728 SH   SOLE   36,728 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 4,720 48,535 SH   OTR 1 0 48,535 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 972 9,990 SH   SOLE   9,990 0 0
KFORCE INC COM 493732101 349 9,236 SH   OTR 1 0 9,236 0
KFORCE INC COM 493732101 64 1,700 SH   SOLE   1,700 0 0
KIMBALL ELECTRONICS INC COM 49428J109 148 10,200 SH   OTR 1 0 10,200 0
KIMBALL ELECTRONICS INC COM 49428J109 29 2,000 SH   SOLE   2,000 0 0
KIMBALL INTL INC CL B 494274103 1,293 67,000 SH   OTR 1 0 67,000 0
KIMBALL INTL INC CL B 494274103 241 12,500 SH   SOLE   12,500 0 0
KIMBERLY CLARK CORP COM 494368103 12,200 85,887 SH   OTR 1 0 85,887 0
KIMBERLY CLARK CORP COM 494368103 2,124 14,955 SH   OTR 5 0 14,955 0
KIMBERLY CLARK CORP COM 494368103 4,080 28,720 SH   SOLE   28,720 0 0
KIMCO RLTY CORP COM 49446R109 1,265 60,590 SH   OTR 1 0 60,590 0
KIMCO RLTY CORP COM 49446R109 1,650 79,046 SH   SOLE   79,046 0 0
KINDER MORGAN INC DEL COM 49456B101 252 12,249 SH   OTR 5 0 12,249 0
KINDER MORGAN INC DEL COM 49456B101 1,935 93,904 SH   SOLE   93,904 0 0
KINDER MORGAN INC DEL COM 49456B101 9,177 445,285 SH   OTR 1 0 445,285 0
KLA CORPORATION COM NEW 482480100 5,812 36,450 SH   OTR 1 0 36,450 0
KLA CORPORATION COM NEW 482480100 1,179 7,392 SH   SOLE   7,392 0 0
KNOLL INC COM NEW 498904200 2,748 108,400 SH   OTR 1 0 108,400 0
KNOLL INC COM NEW 498904200 515 20,300 SH   SOLE   20,300 0 0
KNOWLES CORP COM 49926D109 171 8,400 SH   OTR 1 0 8,400 0
KNOWLES CORP COM 49926D109 33 1,600 SH   SOLE   1,600 0 0
KOHLS CORP COM 500255104 1,024 20,624 SH   OTR 1 0 20,624 0
KOHLS CORP COM 500255104 247 4,977 SH   SOLE   4,977 0 0
KOPPERS HOLDINGS INC COM 50060P106 155 5,300 SH   SOLE   5,300 0 0
KOPPERS HOLDINGS INC COM 50060P106 832 28,500 SH   OTR 1 0 28,500 0
KRAFT HEINZ CO COM 500754106 3,713 132,927 SH   OTR 1 0 132,927 0
KRAFT HEINZ CO COM 500754106 690 24,686 SH   SOLE   24,686 0 0
KRATON CORPORATION COM 50077C106 1,540 47,700 SH   OTR 1 0 47,700 0
KRATON CORPORATION COM 50077C106 291 9,000 SH   SOLE   9,000 0 0
KROGER CO COM 501044101 2,701 104,772 SH   OTR 1 0 104,772 0
KROGER CO COM 501044101 736 28,546 SH   SOLE   28,546 0 0
L BRANDS INC COM 501797104 139 7,074 SH   SOLE   7,074 0 0
L BRANDS INC COM 501797104 584 29,809 SH   OTR 1 0 29,809 0
L3HARRIS TECHNOLOGIES INC COM 502431109 3,539 16,960 SH   SOLE   16,960 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 16,730 80,188 SH   OTR 1 0 80,188 0
L3HARRIS TECHNOLOGIES INC COM 502431109 1,755 8,411 SH   OTR 5 0 8,411 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,121 12,623 SH   OTR 1 0 12,623 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 589 3,506 SH   SOLE   3,506 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 656 276,800 SH   OTR 1 0 276,800 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 126 53,000 SH   SOLE   53,000 0 0
LAKELAND BANCORP INC COM 511637100 275 17,800 SH   OTR 1 0 17,800 0
LAKELAND BANCORP INC COM 511637100 56 3,600 SH   SOLE   3,600 0 0
LAM RESEARCH CORP COM 512807108 3,150 13,631 SH   SOLE   13,631 0 0
LAM RESEARCH CORP COM 512807108 13,757 59,527 SH   OTR 1 0 59,527 0
LAM RESEARCH CORP COM 512807108 725 3,135 SH   OTR 5 0 3,135 0
LAMAR ADVERTISING CO NEW CL A 512816109 2,566 31,324 SH   SOLE   31,324 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 2,273 27,742 SH   OTR 1 0 27,742 0
LAMB WESTON HLDGS INC COM 513272104 1,367 18,797 SH   OTR 1 0 18,797 0
LAMB WESTON HLDGS INC COM 513272104 446 6,137 SH   SOLE   6,137 0 0
LANDS END INC NEW COM 51509F105 772 68,090 SH   OTR 1 0 68,090 0
LANDS END INC NEW COM 51509F105 144 12,684 SH   SOLE   12,684 0 0
LANNET INC COM 516012101 157 14,000 SH   OTR 1 0 14,000 0
LANNET INC COM 516012101 26 2,300 SH   SOLE   2,300 0 0
LANTHEUS HLDGS INC COM 516544103 3,311 132,105 SH   OTR 1 0 132,105 0
LANTHEUS HLDGS INC COM 516544103 631 25,165 SH   SOLE   25,165 0 0
LAS VEGAS SANDS CORP COM 517834107 1,755 30,388 SH   OTR 1 0 30,388 0
LAS VEGAS SANDS CORP COM 517834107 139 2,400 SH   SOLE   2,400 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 223 12,200 SH   SOLE   12,200 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 1,195 65,346 SH   OTR 1 0 65,346 0
LAUDER ESTEE COS INC CL A 518439104 10,496 52,759 SH   OTR 1 0 52,759 0
LAUDER ESTEE COS INC CL A 518439104 1,639 8,236 SH   SOLE   8,236 0 0
LAUREATE EDUCATION INC CL A 518613203 2,605 157,167 SH   OTR 1 0 157,167 0
LAUREATE EDUCATION INC CL A 518613203 486 29,300 SH   SOLE   29,300 0 0
LCNB CORP COM 50181P100 236 13,314 SH   OTR 1 0 13,314 0
LCNB CORP COM 50181P100 47 2,648 SH   SOLE   2,648 0 0
LEAR CORP COM NEW 521865204 841 7,136 SH   SOLE   7,136 0 0
LEAR CORP COM NEW 521865204 2,733 23,177 SH   OTR 1 0 23,177 0
LEE ENTERPRISES INC COM 523768109 42 20,700 SH   SOLE   20,700 0 0
LEE ENTERPRISES INC COM 523768109 226 111,000 SH   OTR 1 0 111,000 0
LEGGETT & PLATT INC COM 524660107 693 16,935 SH   OTR 1 0 16,935 0
LEGGETT & PLATT INC COM 524660107 164 4,002 SH   SOLE   4,002 0 0
LEIDOS HLDGS INC COM 525327102 16,582 193,078 SH   OTR 1 0 193,078 0
LEIDOS HLDGS INC COM 525327102 2,386 27,778 SH   OTR 5 0 27,778 0
LEIDOS HLDGS INC COM 525327102 3,523 41,027 SH   SOLE   41,027 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 13,557 8,453,000 PRN   OTR 1 0 8,453,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 45 28,000 PRN   OTR 4 3,000 25,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 14,344 8,941,000 PRN   SOLE   8,941,000 0 0
LENNAR CORP CL A 526057104 2,049 36,694 SH   OTR 1 0 36,694 0
LENNAR CORP CL A 526057104 582 10,425 SH   SOLE   10,425 0 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 123 187,000 PRN   SOLE   187,000 0 0
LEXINGTON REALTY TRUST COM 529043101 3,814 372,051 SH   OTR 1 0 372,051 0
LEXINGTON REALTY TRUST COM 529043101 4,534 442,351 SH   SOLE   442,351 0 0
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 377 659,000 PRN   SOLE   659,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 20,209 16,105,000 PRN   OTR 1 0 16,105,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 27,404 21,839,000 PRN   SOLE   21,839,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 25,783 21,547,000 PRN   OTR 1 0 21,547,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 91 76,000 PRN   OTR 4 8,000 68,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 27,345 22,843,000 PRN   SOLE   22,843,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 153 2,974 SH   SOLE   2,974 0 0
LIBERTY PPTY TR SH BEN INT 531172104 137 2,672 SH   OTR 1 0 2,672 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 21 2,200 SH   SOLE   2,200 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 107 11,333 SH   OTR 1 0 11,333 0
LIFE STORAGE INC COM 53223X107 2,913 27,634 SH   OTR 1 0 27,634 0
LIFE STORAGE INC COM 53223X107 154 1,461 SH   OTR 5 0 1,461 0
LIFE STORAGE INC COM 53223X107 3,309 31,393 SH   SOLE   31,393 0 0
LIFEVANTAGE CORP COM NEW 53222K205 395 28,800 SH   OTR 1 0 28,800 0
LIFEVANTAGE CORP COM NEW 53222K205 75 5,500 SH   SOLE   5,500 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,285 12,910 SH   OTR 1 0 12,910 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 258 2,594 SH   SOLE   2,594 0 0
LILLY ELI & CO COM 532457108 3,374 30,168 SH   SOLE   30,168 0 0
LILLY ELI & CO COM 532457108 14,073 125,844 SH   OTR 1 0 125,844 0
LINCOLN NATL CORP IND COM 534187109 5,646 93,603 SH   OTR 1 0 93,603 0
LINCOLN NATL CORP IND COM 534187109 930 15,419 SH   SOLE   15,419 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 3,509 401,501 SH   OTR 1 0 401,501 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 461 52,704 SH   SOLE   52,704 0 0
LITHIA MTRS INC CL A 536797103 4,038 30,500 SH   OTR 1 0 30,500 0
LITHIA MTRS INC CL A 536797103 755 5,700 SH   SOLE   5,700 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 631 9,512 SH   OTR 1 0 9,512 0
LIVE NATION ENTERTAINMENT IN COM 538034109 793 11,957 SH   SOLE   11,957 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 4,137 3,521,000 PRN   OTR 1 0 3,521,000 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 6,394 5,442,000 PRN   SOLE   5,442,000 0 0
LIVEPERSON INC COM 538146101 46 1,300 SH   SOLE   1,300 0 0
LIVEPERSON INC COM 538146101 228 6,400 SH   OTR 1 0 6,400 0
LIVERAMP HLDGS INC COM 53815P108 245 5,700 SH   SOLE   5,700 0 0
LIVERAMP HLDGS INC COM 53815P108 1,303 30,323 SH   OTR 1 0 30,323 0
LKQ CORP COM 501889208 1,251 39,765 SH   OTR 1 0 39,765 0
LKQ CORP COM 501889208 1,166 37,079 SH   SOLE   37,079 0 0
LOCKHEED MARTIN CORP COM 539830109 39,453 101,147 SH   OTR 1 0 101,147 0
LOCKHEED MARTIN CORP COM 539830109 4,029 10,328 SH   OTR 5 0 10,328 0
LOCKHEED MARTIN CORP COM 539830109 7,217 18,501 SH   SOLE   18,501 0 0
LOEWS CORP COM 540424108 1,727 33,552 SH   OTR 1 0 33,552 0
LOEWS CORP COM 540424108 448 8,707 SH   SOLE   8,707 0 0
LOGMEIN INC COM 54142L109 340 4,791 SH   SOLE   4,791 0 0
LOGMEIN INC COM 54142L109 8,414 118,577 SH   OTR 1 0 118,577 0
LOWES COS INC COM 548661107 19,760 179,698 SH   OTR 1 0 179,698 0
LOWES COS INC COM 548661107 4,270 38,833 SH   SOLE   38,833 0 0
LPL FINL HLDGS INC COM 50212V100 16,184 197,610 SH   OTR 1 0 197,610 0
LPL FINL HLDGS INC COM 50212V100 1,643 20,063 SH   SOLE   20,063 0 0
LSC COMMUNICATIONS INC COM 50218P107 35 25,500 SH   OTR 1 0 25,500 0
LSC COMMUNICATIONS INC COM 50218P107 6 4,400 SH   SOLE   4,400 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 48,784 41,985,000 PRN   OTR 1 0 41,985,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 86 74,000 PRN   OTR 4 8,000 66,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 59,346 51,050,000 PRN   SOLE   51,050,000 0 0
LUTHER BURBANK CORP COM 550550107 1,359 119,936 SH   OTR 1 0 119,936 0
LUTHER BURBANK CORP COM 550550107 253 22,300 SH   SOLE   22,300 0 0
LYDALL INC DEL COM 550819106 638 25,600 SH   OTR 1 0 25,600 0
LYDALL INC DEL COM 550819106 120 4,800 SH   SOLE   4,800 0 0
M & T BK CORP COM 55261F104 2,724 17,246 SH   OTR 1 0 17,246 0
M & T BK CORP COM 55261F104 742 4,697 SH   SOLE   4,697 0 0
M D C HLDGS INC COM 552676108 3,879 90,000 SH   OTR 1 0 90,000 0
M D C HLDGS INC COM 552676108 737 17,100 SH   SOLE   17,100 0 0
M/I HOMES INC COM 55305B101 3,212 85,300 SH   OTR 1 0 85,300 0
M/I HOMES INC COM 55305B101 614 16,300 SH   SOLE   16,300 0 0
MACERICH CO COM 554382101 449 14,217 SH   OTR 1 0 14,217 0
MACERICH CO COM 554382101 568 17,992 SH   SOLE   17,992 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 55 1,394 SH   SOLE   1,394 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 464 11,745 SH   OTR 1 0 11,745 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 1,778 1,943,000 PRN   SOLE   1,943,000 0 0
MACYS INC COM 55616P104 152 9,769 SH   SOLE   9,769 0 0
MACYS INC COM 55616P104 619 39,810 SH   OTR 1 0 39,810 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 842 9,767 SH   OTR 1 0 9,767 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 169 1,961 SH   SOLE   1,961 0 0
MAGELLAN HEALTH INC COM NEW 559079207 1,484 23,900 SH   OTR 1 0 23,900 0
MAGELLAN HEALTH INC COM NEW 559079207 286 4,600 SH   SOLE   4,600 0 0
MANPOWERGROUP INC COM 56418H100 16,941 201,101 SH   OTR 1 0 201,101 0
MANPOWERGROUP INC COM 56418H100 2,182 25,904 SH   OTR 5 0 25,904 0
MANPOWERGROUP INC COM 56418H100 2,750 32,639 SH   SOLE   32,639 0 0
MARATHON OIL CORP COM 565849106 372 30,303 SH   SOLE   30,303 0 0
MARATHON OIL CORP COM 565849106 2,001 163,083 SH   OTR 1 0 163,083 0
MARATHON PETE CORP COM 56585A102 1,432 23,570 SH   SOLE   23,570 0 0
MARATHON PETE CORP COM 56585A102 7,052 116,082 SH   OTR 1 0 116,082 0
MARCHEX INC CL B 56624R108 152 48,400 SH   OTR 1 0 48,400 0
MARCHEX INC CL B 56624R108 28 9,000 SH   SOLE   9,000 0 0
MARCUS & MILLICHAP INC COM 566324109 1,415 39,879 SH   OTR 1 0 39,879 0
MARCUS & MILLICHAP INC COM 566324109 263 7,406 SH   SOLE   7,406 0 0
MARKETAXESS HLDGS INC COM 57060D108 1,615 4,931 SH   OTR 1 0 4,931 0
MARKETAXESS HLDGS INC COM 57060D108 409 1,249 SH   SOLE   1,249 0 0
MARRIOTT INTL INC NEW CL A 571903202 4,397 35,352 SH   OTR 1 0 35,352 0
MARRIOTT INTL INC NEW CL A 571903202 1,224 9,843 SH   SOLE   9,843 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 3,057 3,049,000 PRN   OTR 1 0 3,049,000 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 49 49,000 PRN   OTR 4 5,000 44,000 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 793 787,000 PRN   SOLE   787,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 8,233 82,290 SH   OTR 1 0 82,290 0
MARSH & MCLENNAN COS INC COM 571748102 1,759 17,577 SH   SOLE   17,577 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,206 8,048 SH   OTR 1 0 8,048 0
MARTIN MARIETTA MATLS INC COM 573284106 566 2,065 SH   SOLE   2,065 0 0
MASCO CORP COM 574599106 10,976 263,337 SH   OTR 1 0 263,337 0
MASCO CORP COM 574599106 2,364 56,712 SH   OTR 5 0 56,712 0
MASCO CORP COM 574599106 2,206 52,925 SH   SOLE   52,925 0 0
MASTEC INC COM 576323109 844 13,000 SH   SOLE   13,000 0 0
MASTEC INC COM 576323109 4,474 68,900 SH   OTR 1 0 68,900 0
MASTERCARD INC CL A 57636Q104 13,391 49,311 SH   SOLE   49,311 0 0
MASTERCARD INC CL A 57636Q104 68,105 250,784 SH   OTR 1 0 250,784 0
MASTERCARD INC CL A 57636Q104 4,760 17,529 SH   OTR 5 0 17,529 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 1,290 86,400 SH   OTR 1 0 86,400 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 249 16,700 SH   SOLE   16,700 0 0
MATERION CORP COM 576690101 2,393 39,000 SH   OTR 1 0 39,000 0
MATERION CORP COM 576690101 448 7,300 SH   SOLE   7,300 0 0
MATRIX SVC CO COM 576853105 2,434 141,985 SH   OTR 1 0 141,985 0
MATRIX SVC CO COM 576853105 458 26,733 SH   SOLE   26,733 0 0
MATSON INC COM 57686G105 1,609 42,900 SH   OTR 1 0 42,900 0
MATSON INC COM 57686G105 323 8,600 SH   SOLE   8,600 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,027 35,008 SH   OTR 1 0 35,008 0
MAXIM INTEGRATED PRODS INC COM 57772K101 567 9,788 SH   SOLE   9,788 0 0
MAXIMUS INC COM 577933104 1,678 21,713 SH   OTR 5 0 21,713 0
MAXIMUS INC COM 577933104 1,325 17,153 SH   SOLE   17,153 0 0
MAXIMUS INC COM 577933104 5,742 74,317 SH   OTR 1 0 74,317 0
MCCORMICK & CO INC COM NON VTG 579780206 2,475 15,834 SH   OTR 1 0 15,834 0
MCCORMICK & CO INC COM NON VTG 579780206 752 4,810 SH   SOLE   4,810 0 0
MCDONALDS CORP COM 580135101 34,011 158,406 SH   OTR 1 0 158,406 0
MCDONALDS CORP COM 580135101 3,200 14,902 SH   OTR 5 0 14,902 0
MCDONALDS CORP COM 580135101 8,241 38,381 SH   SOLE   38,381 0 0
MCGRATH RENTCORP COM 580589109 466 6,700 SH   SOLE   6,700 0 0
MCGRATH RENTCORP COM 580589109 2,477 35,600 SH   OTR 1 0 35,600 0
MCKESSON CORP COM 58155Q103 4,473 32,731 SH   SOLE   32,731 0 0
MCKESSON CORP COM 58155Q103 28,611 209,361 SH   OTR 1 0 209,361 0
MCKESSON CORP COM 58155Q103 2,573 18,828 SH   OTR 5 0 18,828 0
MDU RES GROUP INC COM 552690109 6,295 223,304 SH   OTR 1 0 223,304 0
MDU RES GROUP INC COM 552690109 274 9,705 SH   OTR 5 0 9,705 0
MDU RES GROUP INC COM 552690109 601 21,331 SH   SOLE   21,331 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 4,933 252,214 SH   OTR 1 0 252,214 0
MEDICAL PPTYS TRUST INC COM 58463J304 789 40,322 SH   OTR 5 0 40,322 0
MEDICAL PPTYS TRUST INC COM 58463J304 6,376 325,972 SH   SOLE   325,972 0 0
MEDICINES CO COM 584688105 410 8,200 SH   SOLE   8,200 0 0
MEDICINES CO COM 584688105 2,185 43,700 SH   OTR 1 0 43,700 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 22,640 18,711,000 PRN   SOLE   18,711,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 21,913 18,122,000 PRN   OTR 1 0 18,122,000 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 57 47,000 PRN   OTR 4 4,000 43,000 0
MEDNAX INC COM 58502B106 2,046 90,453 SH   OTR 1 0 90,453 0
MEDNAX INC COM 58502B106 148 6,526 SH   SOLE   6,526 0 0
MEDPACE HLDGS INC COM 58506Q109 3,791 45,113 SH   OTR 1 0 45,113 0
MEDPACE HLDGS INC COM 58506Q109 711 8,466 SH   SOLE   8,466 0 0
MELCO RESORTS AND ENTMT LTD ADR 585464100 1,778 91,600 SH   OTR 1 0 91,600 0
MELCO RESORTS AND ENTMT LTD ADR 585464100 939 48,400 SH   SOLE   48,400 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 18,174 12,338,000 PRN   SOLE   12,338,000 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 14,185 9,630,000 PRN   OTR 1 0 9,630,000 0
MERCANTILE BANK CORP COM 587376104 59 1,800 SH   SOLE   1,800 0 0
MERCANTILE BANK CORP COM 587376104 318 9,700 SH   OTR 1 0 9,700 0
MERCHANTS BANCORP IND COM 58844R108 334 20,200 SH   OTR 1 0 20,200 0
MERCHANTS BANCORP IND COM 58844R108 60 3,600 SH   SOLE   3,600 0 0
MERCK & CO INC COM 58933Y105 52,131 619,283 SH   OTR 1 0 619,283 0
MERCK & CO INC COM 58933Y105 3,470 41,224 SH   OTR 5 0 41,224 0
MERCK & CO INC COM 58933Y105 11,647 138,358 SH   SOLE   138,358 0 0
MERCURY GENL CORP NEW COM 589400100 6,969 124,708 SH   OTR 1 0 124,708 0
MERCURY GENL CORP NEW COM 589400100 854 15,279 SH   SOLE   15,279 0 0
MERCURY SYS INC COM 589378108 308 3,800 SH   SOLE   3,800 0 0
MERCURY SYS INC COM 589378108 1,680 20,700 SH   OTR 1 0 20,700 0
MERIDIAN BIOSCIENCE INC COM 589584101 461 48,591 SH   OTR 1 0 48,591 0
MERIDIAN BIOSCIENCE INC COM 589584101 86 9,100 SH   SOLE   9,100 0 0
MERITAGE HOMES CORP COM 59001A102 3,982 56,600 SH   OTR 1 0 56,600 0
MERITAGE HOMES CORP COM 59001A102 753 10,700 SH   SOLE   10,700 0 0
MERITOR INC COM 59001K100 3,225 174,330 SH   OTR 1 0 174,330 0
MERITOR INC COM 59001K100 612 33,060 SH   SOLE   33,060 0 0
METHODE ELECTRS INC COM 591520200 599 17,800 SH   OTR 1 0 17,800 0
METHODE ELECTRS INC COM 591520200 114 3,400 SH   SOLE   3,400 0 0
METLIFE INC COM 59156R108 4,457 94,506 SH   SOLE   94,506 0 0
METLIFE INC COM 59156R108 15,780 334,611 SH   OTR 1 0 334,611 0
METLIFE INC COM 59156R108 3,085 65,418 SH   OTR 5 0 65,418 0
METROPOLITAN BK HLDG CORP COM 591774104 278 7,079 SH   SOLE   7,079 0 0
METROPOLITAN BK HLDG CORP COM 591774104 1,503 38,203 SH   OTR 1 0 38,203 0
METTLER TOLEDO INTERNATIONAL COM 592688105 2,239 3,178 SH   OTR 1 0 3,178 0
METTLER TOLEDO INTERNATIONAL COM 592688105 635 901 SH   SOLE   901 0 0
MFA FINL INC COM 55272X102 892 121,203 SH   OTR 1 0 121,203 0
MFA FINL INC COM 55272X102 892 121,203 SH   SOLE   121,203 0 0
MFS HIGH INCOME MUN TR SH BEN INT 59318D104 2,650 481,847 SH   SOLE   481,847 0 0
MFS MUN INCOME TR SH BEN INT 552738106 694 98,613 SH   OTR 1 0 98,613 0
MFS MUN INCOME TR SH BEN INT 552738106 3,651 518,642 SH   SOLE   518,642 0 0
MGIC INVT CORP WIS COM 552848103 80 6,336 SH   SOLE   6,336 0 0
MGIC INVT CORP WIS COM 552848103 1,026 81,572 SH   OTR 1 0 81,572 0
MGM RESORTS INTERNATIONAL COM 552953101 6,501 234,513 SH   OTR 1 0 234,513 0
MGM RESORTS INTERNATIONAL COM 552953101 988 35,632 SH   SOLE   35,632 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 2,850 30,673 SH   OTR 1 0 30,673 0
MICROCHIP TECHNOLOGY INC COM 595017104 797 8,581 SH   SOLE   8,581 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 65,840 34,719,000 PRN   OTR 1 0 34,719,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 155 82,000 PRN   OTR 4 9,000 73,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 68,811 36,279,000 PRN   SOLE   36,279,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 15,900 12,327,000 PRN   OTR 1 0 12,327,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 31,575 24,480,000 PRN   SOLE   24,480,000 0 0
MICRON TECHNOLOGY INC COM 595112103 4,581 106,908 SH   SOLE   106,908 0 0
MICRON TECHNOLOGY INC COM 595112103 22,633 528,190 SH   OTR 1 0 528,190 0
MICRON TECHNOLOGY INC COM 595112103 2,916 68,043 SH   OTR 5 0 68,043 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 22,975 5,347,000 PRN   SOLE   5,347,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 16,367 3,809,000 PRN   OTR 1 0 3,809,000 0
MICROSOFT CORP COM 594918104 309,144 2,223,575 SH   OTR 1 0 2,223,575 0
MICROSOFT CORP COM 594918104 22,958 165,133 SH   OTR 5 0 165,133 0
MICROSOFT CORP COM 594918104 59,910 430,916 SH   SOLE   430,916 0 0
MICROSTRATEGY INC CL A NEW 594972408 2,860 19,278 SH   OTR 1 0 19,278 0
MICROSTRATEGY INC CL A NEW 594972408 534 3,600 SH   SOLE   3,600 0 0
MID AMER APT CMNTYS INC COM 59522J103 10,551 81,157 SH   OTR 1 0 81,157 0
MID AMER APT CMNTYS INC COM 59522J103 2,115 16,267 SH   OTR 5 0 16,267 0
MID AMER APT CMNTYS INC COM 59522J103 14,872 114,391 SH   SOLE   114,391 0 0
MIDDLESEX WATER CO COM 596680108 831 12,800 SH   OTR 1 0 12,800 0
MIDDLESEX WATER CO COM 596680108 169 2,600 SH   SOLE   2,600 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 271 8,874 SH   SOLE   8,874 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 1,450 47,503 SH   OTR 1 0 47,503 0
MILLER HERMAN INC COM 600544100 4,054 87,957 SH   OTR 1 0 87,957 0
MILLER HERMAN INC COM 600544100 765 16,600 SH   SOLE   16,600 0 0
MILLER INDS INC TENN COM NEW 600551204 2,153 64,649 SH   OTR 1 0 64,649 0
MILLER INDS INC TENN COM NEW 600551204 416 12,496 SH   SOLE   12,496 0 0
MIRATI THERAPEUTICS INC COM 60468T105 1,254 16,100 SH   OTR 1 0 16,100 0
MIRATI THERAPEUTICS INC COM 60468T105 242 3,100 SH   SOLE   3,100 0 0
MKS INSTRUMENT INC COM 55306N104 9,203 99,729 SH   OTR 1 0 99,729 0
MKS INSTRUMENT INC COM 55306N104 1,009 10,932 SH   SOLE   10,932 0 0
MODEL N INC COM 607525102 308 11,100 SH   OTR 1 0 11,100 0
MODEL N INC COM 607525102 58 2,100 SH   SOLE   2,100 0 0
MOHAWK INDS INC COM 608190104 966 7,785 SH   OTR 1 0 7,785 0
MOHAWK INDS INC COM 608190104 287 2,312 SH   SOLE   2,312 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 7,872 2,916,000 PRN   OTR 1 0 2,916,000 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 124 46,000 PRN   OTR 4 4,000 42,000 0
MOLSON COORS BREWING CO CL B 60871R209 3,591 62,448 SH   OTR 1 0 62,448 0
MOLSON COORS BREWING CO CL B 60871R209 341 5,924 SH   OTR 5 0 5,924 0
MOLSON COORS BREWING CO CL B 60871R209 884 15,373 SH   SOLE   15,373 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,043 80,486 SH   OTR 1 0 80,486 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 195 15,062 SH   SOLE   15,062 0 0
MOMO INC ADR 60879B107 567 18,300 SH   OTR 1 0 18,300 0
MONDELEZ INTL INC CL A 609207105 11,780 212,948 SH   OTR 1 0 212,948 0
MONDELEZ INTL INC CL A 609207105 2,969 53,667 SH   SOLE   53,667 0 0
MONGODB INC NOTE 0.750% 6/1 60937PAB2 386 205,000 PRN   SOLE   205,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 3,225 55,539 SH   OTR 1 0 55,539 0
MONSTER BEVERAGE CORP NEW COM 61174X109 891 15,342 SH   SOLE   15,342 0 0
MOODYS CORP COM 615369105 4,300 20,994 SH   OTR 1 0 20,994 0
MOODYS CORP COM 615369105 1,186 5,791 SH   SOLE   5,791 0 0
MOOG INC CL A 615394202 3,480 42,900 SH   OTR 1 0 42,900 0
MOOG INC CL A 615394202 665 8,200 SH   SOLE   8,200 0 0
MORGAN STANLEY COM NEW 617446448 8,588 201,265 SH   OTR 1 0 201,265 0
MORGAN STANLEY COM NEW 617446448 1,895 44,416 SH   SOLE   44,416 0 0
MORNINGSTAR INC COM 617700109 2,970 20,324 SH   OTR 1 0 20,324 0
MORNINGSTAR INC COM 617700109 243 1,664 SH   SOLE   1,664 0 0
MOSAIC CO NEW COM 61945C103 938 45,749 SH   OTR 1 0 45,749 0
MOSAIC CO NEW COM 61945C103 280 13,651 SH   SOLE   13,651 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,903 22,905 SH   OTR 1 0 22,905 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,035 6,071 SH   SOLE   6,071 0 0
MSCI INC COM 55354G100 2,377 10,915 SH   OTR 1 0 10,915 0
MSCI INC COM 55354G100 665 3,053 SH   SOLE   3,053 0 0
MUELLER INDS INC COM 624756102 3,435 119,784 SH   OTR 1 0 119,784 0
MUELLER INDS INC COM 624756102 657 22,900 SH   SOLE   22,900 0 0
MURPHY USA INC COM 626755102 717 8,400 SH   SOLE   8,400 0 0
MURPHY USA INC COM 626755102 3,740 43,846 SH   OTR 1 0 43,846 0
MYR GROUP INC DEL COM 55405W104 2,992 95,635 SH   OTR 1 0 95,635 0
MYR GROUP INC DEL COM 55405W104 569 18,200 SH   SOLE   18,200 0 0
MYRIAD GENETICS INC COM 62855J104 1,378 48,123 SH   OTR 1 0 48,123 0
MYRIAD GENETICS INC COM 62855J104 261 9,121 SH   SOLE   9,121 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 323 503,000 PRN   SOLE   503,000 0 0
NACCO INDS INC CL A 629579103 941 14,725 SH   OTR 1 0 14,725 0
NACCO INDS INC CL A 629579103 173 2,700 SH   SOLE   2,700 0 0
NANOMETRICS INC COM 630077105 337 10,322 SH   OTR 1 0 10,322 0
NANOMETRICS INC COM 630077105 65 2,000 SH   SOLE   2,000 0 0
NASDAQ INC COM 631103108 325 3,274 SH   SOLE   3,274 0 0
NASDAQ INC COM 631103108 1,479 14,884 SH   OTR 1 0 14,884 0
NATERA INC COM 632307104 226 6,900 SH   SOLE   6,900 0 0
NATERA INC COM 632307104 1,210 36,900 SH   OTR 1 0 36,900 0
NATIONAL GEN HLDGS CORP COM 636220303 3,225 140,112 SH   OTR 1 0 140,112 0
NATIONAL GEN HLDGS CORP COM 636220303 625 27,158 SH   SOLE   27,158 0 0
NATIONAL HEALTHCARE CORP COM 635906100 647 7,900 SH   OTR 1 0 7,900 0
NATIONAL HEALTHCARE CORP COM 635906100 115 1,400 SH   SOLE   1,400 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,054 49,734 SH   OTR 1 0 49,734 0
NATIONAL OILWELL VARCO INC COM 637071101 320 15,077 SH   SOLE   15,077 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 238 4,219 SH   OTR 1 0 4,219 0
NATIONAL RETAIL PPTYS INC COM 637417106 251 4,443 SH   SOLE   4,443 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 1,426 142,740 SH   OTR 1 0 142,740 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 269 26,940 SH   SOLE   26,940 0 0
NATUS MEDICAL INC COM 639050103 474 14,900 SH   SOLE   14,900 0 0
NATUS MEDICAL INC COM 639050103 2,464 77,400 SH   OTR 1 0 77,400 0
NAVISTAR INTL CORP NEW COM 63934E108 2,836 100,900 SH   OTR 1 0 100,900 0
NAVISTAR INTL CORP NEW COM 63934E108 531 18,900 SH   SOLE   18,900 0 0
NETAPP INC COM 64110D104 1,612 30,697 SH   OTR 1 0 30,697 0
NETAPP INC COM 64110D104 487 9,269 SH   SOLE   9,269 0 0
NETEASE INC SPONSORED ADS 64110W102 1,438 5,405 SH   OTR 1 0 5,405 0
NETEASE INC SPONSORED ADS 64110W102 1,118 4,200 SH   SOLE   4,200 0 0
NETFLIX INC COM 64110L106 5,918 22,113 SH   SOLE   22,113 0 0
NETFLIX INC COM 64110L106 32,292 120,664 SH   OTR 1 0 120,664 0
NETFLIX INC COM 64110L106 2,280 8,519 SH   OTR 5 0 8,519 0
NETSCOUT SYS INC COM 64115T104 553 23,980 SH   SOLE   23,980 0 0
NETSCOUT SYS INC COM 64115T104 2,934 127,214 SH   OTR 1 0 127,214 0
NEUBERGER BRMAN NY MUNI FD I COM 64124K102 322 25,745 SH   SOLE   25,745 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 28,558 20,828,000 PRN   OTR 1 0 20,828,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 103 75,000 PRN   OTR 4 7,000 68,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 28,573 20,830,000 PRN   SOLE   20,830,000 0 0
NEW RELIC INC COM 64829B100 539 8,778 SH   OTR 1 0 8,778 0
NEW RELIC INC COM 64829B100 68 1,114 SH   SOLE   1,114 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 648 683,000 PRN   SOLE   683,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 719 57,275 SH   SOLE   57,275 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,455 115,976 SH   OTR 1 0 115,976 0
NEWELL BRANDS INC COM 651229106 920 49,166 SH   OTR 1 0 49,166 0
NEWELL BRANDS INC COM 651229106 216 11,521 SH   SOLE   11,521 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 4,460 117,606 SH   OTR 1 0 117,606 0
NEWMONT GOLDCORP CORPORATION COM 651639106 1,110 29,285 SH   SOLE   29,285 0 0
NEWPARK RES INC NOTE 4.000%12/0 651718AE8 14,352 12,861,000 PRN   OTR 1 0 12,861,000 0
NEWPARK RES INC NOTE 4.000%12/0 651718AE8 17,162 15,379,000 PRN   SOLE   15,379,000 0 0
NEWS CORP NEW CL A 65249B109 7,514 539,833 SH   OTR 1 0 539,833 0
NEWS CORP NEW CL A 65249B109 1,007 72,328 SH   OTR 5 0 72,328 0
NEWS CORP NEW CL A 65249B109 1,874 134,662 SH   SOLE   134,662 0 0
NEWS CORP NEW CL B 65249B208 502 35,142 SH   OTR 5 0 35,142 0
NEWS CORP NEW CL B 65249B208 1,102 77,105 SH   SOLE   77,105 0 0
NEWS CORP NEW CL B 65249B208 6,102 426,891 SH   OTR 1 0 426,891 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 2,006 42,900 SH   OTR 1 0 42,900 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 2,380 50,900 SH   SOLE   50,900 0 0
NEXTERA ENERGY INC COM 65339F101 16,715 71,743 SH   OTR 1 0 71,743 0
NEXTERA ENERGY INC COM 65339F101 3,926 16,851 SH   SOLE   16,851 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 1,315 83,935 SH   OTR 1 0 83,935 0
NEXTGEN HEALTHCARE INC COM 65343C102 251 15,992 SH   SOLE   15,992 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 74,814 41,842,000 PRN   OTR 1 0 41,842,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 139 78,000 PRN   OTR 4 8,000 70,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 87,927 49,160,000 PRN   SOLE   49,160,000 0 0
NIKE INC CL B 654106103 41,756 444,589 SH   OTR 1 0 444,589 0
NIKE INC CL B 654106103 3,963 42,191 SH   OTR 5 0 42,191 0
NIKE INC CL B 654106103 7,003 74,563 SH   SOLE   74,563 0 0
NISOURCE INC COM 65473P105 1,439 48,106 SH   OTR 1 0 48,106 0
NISOURCE INC COM 65473P105 330 11,020 SH   SOLE   11,020 0 0
NMI HLDGS INC CL A 629209305 3,366 128,182 SH   OTR 1 0 128,182 0
NMI HLDGS INC CL A 629209305 635 24,200 SH   SOLE   24,200 0 0
NOBLE ENERGY INC COM 655044105 1,384 61,635 SH   OTR 1 0 61,635 0
NOBLE ENERGY INC COM 655044105 397 17,697 SH   SOLE   17,697 0 0
NORDSTROM INC COM 655664100 462 13,707 SH   OTR 1 0 13,707 0
NORDSTROM INC COM 655664100 113 3,349 SH   SOLE   3,349 0 0
NORFOLK SOUTHERN CORP COM 655844108 1,863 10,371 SH   SOLE   10,371 0 0
NORFOLK SOUTHERN CORP COM 655844108 8,719 48,533 SH   OTR 1 0 48,533 0
NORTHEAST BK LEWISTON ME COM 66405S100 377 17,023 SH   OTR 1 0 17,023 0
NORTHEAST BK LEWISTON ME COM 66405S100 75 3,400 SH   SOLE   3,400 0 0
NORTHERN TR CORP COM 665859104 2,587 27,726 SH   OTR 1 0 27,726 0
NORTHERN TR CORP COM 665859104 722 7,736 SH   SOLE   7,736 0 0
NORTHROP GRUMMAN CORP COM 666807102 19,927 53,169 SH   OTR 1 0 53,169 0
NORTHROP GRUMMAN CORP COM 666807102 2,504 6,681 SH   OTR 5 0 6,681 0
NORTHROP GRUMMAN CORP COM 666807102 3,608 9,626 SH   SOLE   9,626 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 12,890 1,800,000 PRN   OTR 1 0 1,800,000 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 19,356 2,703,000 PRN   SOLE   2,703,000 0 0
NRG ENERGY INC COM NEW 629377508 560 14,139 SH   SOLE   14,139 0 0
NRG ENERGY INC COM NEW 629377508 3,113 78,621 SH   OTR 1 0 78,621 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 23,001 20,421,000 PRN   OTR 1 0 20,421,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 27,997 24,856,000 PRN   SOLE   24,856,000 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 7,283 171,250 SH   OTR 1 0 171,250 0
NU SKIN ENTERPRISES INC CL A 67018T105 839 19,737 SH   SOLE   19,737 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 7,605 466,271 SH   OTR 1 0 466,271 0
NUANCE COMMUNICATIONS INC COM 67020Y100 805 49,378 SH   SOLE   49,378 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 19,315 19,609,000 PRN   OTR 1 0 19,609,000 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 22,919 23,268,000 PRN   SOLE   23,268,000 0 0
NUCOR CORP COM 670346105 2,025 39,776 SH   OTR 1 0 39,776 0
NUCOR CORP COM 670346105 18 362 SH   OTR 5 0 362 0
NUCOR CORP COM 670346105 613 12,047 SH   SOLE   12,047 0 0
NUTANIX INC NOTE 1/1 67059NAB4 4,277 4,571,000 PRN   OTR 1 0 4,571,000 0
NUTANIX INC NOTE 1/1 67059NAB4 6,217 6,645,000 PRN   SOLE   6,645,000 0 0
NUVASIVE INC COM 670704105 4,129 65,154 SH   OTR 1 0 65,154 0
NUVASIVE INC COM 670704105 792 12,500 SH   SOLE   12,500 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 17,956 15,168,000 PRN   OTR 1 0 15,168,000 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 90 76,000 PRN   OTR 4 8,000 68,000 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 17,435 14,713,000 PRN   SOLE   14,713,000 0 0
NUVEEN AMT FREE MUN CR INC F COM 67071L106 18,910 1,130,278 SH   SOLE   1,130,278 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 25,688 1,795,140 SH   SOLE   1,795,140 0 0
NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2,670 200,000 SH   SOLE   200,000 0 0
NUVEEN MICHIGAN QLT MUN INC COM 670979103 4,188 300,000 SH   SOLE   300,000 0 0
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 20,536 1,265,291 SH   SOLE   1,265,291 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1,346 100,000 SH   OTR 1 0 100,000 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 7,384 548,590 SH   SOLE   548,590 0 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7,882 563,000 SH   SOLE   563,000 0 0
NVIDIA CORP COM 67066G104 21,717 124,762 SH   OTR 1 0 124,762 0
NVIDIA CORP COM 67066G104 975 5,601 SH   OTR 5 0 5,601 0
NVIDIA CORP COM 67066G104 4,317 24,803 SH   SOLE   24,803 0 0
NVR INC COM 62944T105 21,330 5,738 SH   OTR 1 0 5,738 0
NVR INC COM 62944T105 1,528 411 SH   OTR 5 0 411 0
NVR INC COM 62944T105 2,606 701 SH   SOLE   701 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,014 2,544 SH   SOLE   2,544 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 3,934 9,872 SH   OTR 1 0 9,872 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 6,279 8,452,000 PRN   SOLE   8,452,000 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 76 103,000 PRN   OTR 4 10,000 93,000 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 9,614 12,965,000 PRN   OTR 1 0 12,965,000 0
OCCIDENTAL PETE CORP COM 674599105 8,068 181,423 SH   OTR 1 0 181,423 0
OCCIDENTAL PETE CORP COM 674599105 123 2,763 SH   OTR 5 0 2,763 0
OCCIDENTAL PETE CORP COM 674599105 1,743 39,204 SH   SOLE   39,204 0 0
OFFICE DEPOT INC COM 676220106 1,384 788,865 SH   OTR 1 0 788,865 0
OFFICE DEPOT INC COM 676220106 261 148,578 SH   SOLE   148,578 0 0
OFG BANCORP COM 67103X102 2,475 113,017 SH   OTR 1 0 113,017 0
OFG BANCORP COM 67103X102 468 21,384 SH   SOLE   21,384 0 0
OGE ENERGY CORP COM 670837103 104 2,300 SH   SOLE   2,300 0 0
OGE ENERGY CORP COM 670837103 408 8,996 SH   OTR 1 0 8,996 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 28,104 33,437,000 PRN   OTR 1 0 33,437,000 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 37,609 44,746,000 PRN   SOLE   44,746,000 0 0
OKTA INC NOTE 0.250% 2/1 679295AB1 21,714 10,317,000 PRN   OTR 1 0 10,317,000 0
OKTA INC NOTE 0.250% 2/1 679295AB1 29,043 13,799,000 PRN   SOLE   13,799,000 0 0
OLD REP INTL CORP COM 680223104 12,236 519,114 SH   OTR 1 0 519,114 0
OLD REP INTL CORP COM 680223104 1,798 76,301 SH   OTR 5 0 76,301 0
OLD REP INTL CORP COM 680223104 1,984 84,158 SH   SOLE   84,158 0 0
OLIN CORP COM PAR $1 680665205 804 42,926 SH   OTR 1 0 42,926 0
OLIN CORP COM PAR $1 680665205 22 1,162 SH   SOLE   1,162 0 0
OLYMPIC STEEL INC COM 68162K106 23 1,600 SH   SOLE   1,600 0 0
OLYMPIC STEEL INC COM 68162K106 122 8,500 SH   OTR 1 0 8,500 0
OMEGA HEALTHCARE INVS INC COM 681936100 226 5,397 SH   SOLE   5,397 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 214 5,117 SH   OTR 1 0 5,117 0
OMNICELL INC COM 68213N109 2,379 32,921 SH   OTR 1 0 32,921 0
OMNICELL INC COM 68213N109 463 6,400 SH   SOLE   6,400 0 0
OMNICOM GROUP INC COM 681919106 2,203 28,140 SH   OTR 1 0 28,140 0
OMNICOM GROUP INC COM 681919106 648 8,280 SH   SOLE   8,280 0 0
ON SEMICONDUCTOR CORP COM 682189105 4,809 250,320 SH   OTR 1 0 250,320 0
ON SEMICONDUCTOR CORP COM 682189105 432 22,475 SH   SOLE   22,475 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 31,226 26,694,000 PRN   SOLE   26,694,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 29,449 25,185,000 PRN   OTR 1 0 25,185,000 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 85 73,000 PRN   OTR 4 7,000 66,000 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2,444 2,028,000 PRN   SOLE   2,028,000 0 0
ONEMAIN HLDGS INC COM 68268W103 551 15,011 SH   SOLE   15,011 0 0
ONEMAIN HLDGS INC COM 68268W103 4,293 117,040 SH   OTR 1 0 117,040 0
ONEOK INC NEW COM 682680103 4,224 57,322 SH   OTR 1 0 57,322 0
ONEOK INC NEW COM 682680103 1,085 14,719 SH   SOLE   14,719 0 0
ONESPAN INC COM 68287N100 176 12,133 SH   OTR 1 0 12,133 0
ONESPAN INC COM 68287N100 33 2,300 SH   SOLE   2,300 0 0
OPKO HEALTH INC COM 68375N103 797 381,369 SH   OTR 1 0 381,369 0
OPKO HEALTH INC COM 68375N103 149 71,181 SH   SOLE   71,181 0 0
ORACLE CORP COM 68389X105 6,255 113,662 SH   SOLE   113,662 0 0
ORACLE CORP COM 68389X105 21,673 393,844 SH   OTR 1 0 393,844 0
ORACLE CORP COM 68389X105 1,002 18,213 SH   OTR 5 0 18,213 0
ORRSTOWN FINL SVCS INC COM 687380105 116 5,292 SH   SOLE   5,292 0 0
ORRSTOWN FINL SVCS INC COM 687380105 607 27,701 SH   OTR 1 0 27,701 0
ORTHOFIX MED INC COM 68752M108 3,218 60,700 SH   OTR 1 0 60,700 0
ORTHOFIX MED INC COM 68752M108 610 11,500 SH   SOLE   11,500 0 0
OSHKOSH CORP COM 688239201 728 9,600 SH   OTR 1 0 9,600 0
OSHKOSH CORP COM 688239201 135 1,783 SH   SOLE   1,783 0 0
OSI SYSTEMS INC COM 671044105 1,607 15,825 SH   OTR 1 0 15,825 0
OSI SYSTEMS INC COM 671044105 315 3,100 SH   SOLE   3,100 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 555 494,000 PRN   SOLE   494,000 0 0
OUTFRONT MEDIA INC COM 69007J106 8,535 307,220 SH   SOLE   307,220 0 0
OUTFRONT MEDIA INC COM 69007J106 8,116 292,168 SH   OTR 1 0 292,168 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 464 265,051 SH   OTR 1 0 265,051 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 87 49,951 SH   SOLE   49,951 0 0
OWENS CORNING NEW COM 690742101 8,867 140,305 SH   OTR 1 0 140,305 0
OWENS CORNING NEW COM 690742101 1,094 17,311 SH   SOLE   17,311 0 0
PACCAR INC COM 693718108 3,356 47,943 SH   OTR 1 0 47,943 0
PACCAR INC COM 693718108 1,665 23,777 SH   SOLE   23,777 0 0
PACIRA BIOSCIENCES COM 695127100 3,456 90,788 SH   OTR 1 0 90,788 0
PACIRA BIOSCIENCES COM 695127100 655 17,197 SH   SOLE   17,197 0 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 17,454 17,673,000 PRN   OTR 1 0 17,673,000 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 50 51,000 PRN   OTR 4 5,000 46,000 0
PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 19,378 19,604,000 PRN   SOLE   19,604,000 0 0
PACKAGING CORP AMER COM 695156109 1,294 12,193 SH   OTR 1 0 12,193 0
PACKAGING CORP AMER COM 695156109 443 4,178 SH   SOLE   4,178 0 0
PALO ALTO NETWORKS INC COM 697435105 6,372 31,262 SH   OTR 1 0 31,262 0
PALO ALTO NETWORKS INC COM 697435105 565 2,771 SH   SOLE   2,771 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 23,925 22,645,000 PRN   OTR 1 0 22,645,000 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 33,447 31,657,000 PRN   SOLE   31,657,000 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 2,505 109,562 SH   OTR 1 0 109,562 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 480 21,007 SH   SOLE   21,007 0 0
PARK HOTELS RESORTS INC COM 700517105 1,430 57,277 SH   OTR 1 0 57,277 0
PARK HOTELS RESORTS INC COM 700517105 1,571 62,905 SH   SOLE   62,905 0 0
PARK OHIO HLDGS CORP COM 700666100 341 11,409 SH   SOLE   11,409 0 0
PARK OHIO HLDGS CORP COM 700666100 1,779 59,573 SH   OTR 1 0 59,573 0
PARKER HANNIFIN CORP COM 701094104 3,223 17,846 SH   OTR 1 0 17,846 0
PARKER HANNIFIN CORP COM 701094104 935 5,175 SH   SOLE   5,175 0 0
PATRICK INDS INC COM 703343103 3,016 70,339 SH   OTR 1 0 70,339 0
PATRICK INDS INC COM 703343103 568 13,251 SH   SOLE   13,251 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 26,950 29,747,000 PRN   OTR 1 0 29,747,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 91 101,000 PRN   OTR 4 10,000 91,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 29,050 32,027,000 PRN   SOLE   32,027,000 0 0
PATTERSON UTI ENERGY INC COM 703481101 3,394 396,931 SH   OTR 1 0 396,931 0
PATTERSON UTI ENERGY INC COM 703481101 249 29,134 SH   SOLE   29,134 0 0
PAYCHEX INC COM 704326107 957 11,558 SH   SOLE   11,558 0 0
PAYCHEX INC COM 704326107 3,412 41,220 SH   OTR 1 0 41,220 0
PAYPAL HLDGS INC COM 70450Y103 8,665 83,645 SH   SOLE   83,645 0 0
PAYPAL HLDGS INC COM 70450Y103 4,447 42,927 SH   OTR 5 0 42,927 0
PAYPAL HLDGS INC COM 70450Y103 47,042 454,116 SH   OTR 1 0 454,116 0
PBF ENERGY INC CL A 69318G106 12,299 452,320 SH   OTR 1 0 452,320 0
PBF ENERGY INC CL A 69318G106 888 32,660 SH   SOLE   32,660 0 0
PC CONNECTION INC COM 69318J100 805 20,692 SH   OTR 1 0 20,692 0
PC CONNECTION INC COM 69318J100 156 4,000 SH   SOLE   4,000 0 0
PCB BANCORP COM 69320M109 470 28,566 SH   OTR 1 0 28,566 0
PCB BANCORP COM 69320M109 92 5,588 SH   SOLE   5,588 0 0
PDC ENERGY INC COM 69327R101 1,365 49,200 SH   OTR 1 0 49,200 0
PDC ENERGY INC COM 69327R101 250 9,000 SH   SOLE   9,000 0 0
PEABODY ENERGY CORP NEW COM 704551100 2,200 149,433 SH   OTR 1 0 149,433 0
PEABODY ENERGY CORP NEW COM 704551100 418 28,415 SH   SOLE   28,415 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 381 13,576 SH   SOLE   13,576 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 2,013 71,808 SH   OTR 1 0 71,808 0
PENNYMAC MTG INVT TR COM 70931T103 2,553 114,835 SH   OTR 1 0 114,835 0
PENNYMAC MTG INVT TR COM 70931T103 3,033 136,435 SH   SOLE   136,435 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 367 7,760 SH   OTR 1 0 7,760 0
PEOPLES UTD FINL INC COM 712704105 801 51,213 SH   OTR 1 0 51,213 0
PEOPLES UTD FINL INC COM 712704105 266 17,022 SH   SOLE   17,022 0 0
PEPSICO INC COM 713448108 9,694 70,711 SH   SOLE   70,711 0 0
PEPSICO INC COM 713448108 38,271 279,145 SH   OTR 1 0 279,145 0
PEPSICO INC COM 713448108 1,571 11,457 SH   OTR 5 0 11,457 0
PERFICIENT INC COM 71375U101 536 13,900 SH   SOLE   13,900 0 0
PERFICIENT INC COM 71375U101 2,830 73,361 SH   OTR 1 0 73,361 0
PERFORMANCE FOOD GROUP CO COM 71377A103 4,843 105,253 SH   OTR 1 0 105,253 0
PERFORMANCE FOOD GROUP CO COM 71377A103 916 19,900 SH   SOLE   19,900 0 0
PERKINELMER INC COM 714046109 1,219 14,308 SH   OTR 1 0 14,308 0
PERKINELMER INC COM 714046109 341 4,009 SH   SOLE   4,009 0 0
PERSPECTA INC COM 715347100 3,411 130,583 SH   OTR 1 0 130,583 0
PERSPECTA INC COM 715347100 637 24,379 SH   SOLE   24,379 0 0
PFIZER INC COM 717081103 8,770 244,088 SH   SOLE   244,088 0 0
PFIZER INC COM 717081103 31,689 881,975 SH   OTR 1 0 881,975 0
PFIZER INC COM 717081103 1,723 47,960 SH   OTR 5 0 47,960 0
PG&E CORP COM 69331C108 960 95,994 SH   OTR 1 0 95,994 0
PG&E CORP COM 69331C108 74 7,444 SH   SOLE   7,444 0 0
PGIM GLOBAL HIGH YIELD FD IN COM 69346J106 785 54,615 SH   SOLE   54,615 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 2,414 113,192 SH   OTR 1 0 113,192 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 447 20,962 SH   SOLE   20,962 0 0
PHILIP MORRIS INTL INC COM 718172109 18,255 240,418 SH   OTR 1 0 240,418 0
PHILIP MORRIS INTL INC COM 718172109 711 9,367 SH   OTR 5 0 9,367 0
PHILIP MORRIS INTL INC COM 718172109 2,127 28,016 SH   SOLE   28,016 0 0
PHILLIPS 66 COM 718546104 7,623 74,448 SH   OTR 1 0 74,448 0
PHILLIPS 66 COM 718546104 1,622 15,836 SH   SOLE   15,836 0 0
PHOTRONICS INC COM 719405102 2,540 233,437 SH   OTR 1 0 233,437 0
PHOTRONICS INC COM 719405102 483 44,400 SH   SOLE   44,400 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 16,434 512,847 SH   OTR 1 0 512,847 0
PILGRIMS PRIDE CORP NEW COM 72147K108 1,528 47,676 SH   SOLE   47,676 0 0
PINNACLE WEST CAP CORP COM 723484101 5,944 61,237 SH   OTR 1 0 61,237 0
PINNACLE WEST CAP CORP COM 723484101 753 7,758 SH   SOLE   7,758 0 0
PIONEER MUN HIGH INCOME ADV COM 723762100 5,525 505,056 SH   SOLE   505,056 0 0
PIONEER MUN HIGH INCOME TR COM SHS 723763108 1,059 84,969 SH   OTR 1 0 84,969 0
PIONEER NAT RES CO COM 723787107 2,716 21,592 SH   OTR 1 0 21,592 0
PIONEER NAT RES CO COM 723787107 733 5,831 SH   SOLE   5,831 0 0
PLANTRONICS INC NEW COM 727493108 41 1,100 SH   SOLE   1,100 0 0
PLANTRONICS INC NEW COM 727493108 224 6,000 SH   OTR 1 0 6,000 0
PLEXUS CORP COM 729132100 842 13,473 SH   OTR 1 0 13,473 0
PLEXUS CORP COM 729132100 156 2,500 SH   SOLE   2,500 0 0
PNC FINL SVCS GROUP INC COM 693475105 9,528 67,982 SH   OTR 1 0 67,982 0
PNC FINL SVCS GROUP INC COM 693475105 2,180 15,555 SH   SOLE   15,555 0 0
PNM RES INC COM 69349H107 1,418 27,223 SH   OTR 1 0 27,223 0
PNM RES INC COM 69349H107 799 15,347 SH   OTR 5 0 15,347 0
PNM RES INC COM 69349H107 381 7,315 SH   SOLE   7,315 0 0
POLARIS INC COM 731068102 282 3,200 SH   SOLE   3,200 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 4,953 87,872 SH   OTR 1 0 87,872 0
PORTLAND GEN ELEC CO COM NEW 736508847 941 16,696 SH   SOLE   16,696 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 1,354 50,494 SH   OTR 1 0 50,494 0
PORTOLA PHARMACEUTICALS INC COM 737010108 257 9,596 SH   SOLE   9,596 0 0
POWELL INDS INC COM 739128106 1,625 41,500 SH   OTR 1 0 41,500 0
POWELL INDS INC COM 739128106 309 7,900 SH   SOLE   7,900 0 0
PPG INDS INC COM 693506107 5,309 44,797 SH   OTR 1 0 44,797 0
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PPL CORP COM 69351T106 8,414 267,189 SH   OTR 1 0 267,189 0
PPL CORP COM 69351T106 1,370 43,516 SH   SOLE   43,516 0 0
PRA HEALTH SCIENCES INC COM 69354M108 7,086 71,408 SH   OTR 1 0 71,408 0
PRA HEALTH SCIENCES INC COM 69354M108 892 8,988 SH   SOLE   8,988 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 566 10,800 SH   SOLE   10,800 0 0
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PREFORMED LINE PRODS CO COM 740444104 189 3,467 SH   OTR 1 0 3,467 0
PREFORMED LINE PRODS CO COM 740444104 37 670 SH   SOLE   670 0 0
PRICE T ROWE GROUP INC COM 74144T108 3,473 30,394 SH   OTR 1 0 30,394 0
PRICE T ROWE GROUP INC COM 74144T108 956 8,364 SH   SOLE   8,364 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 8,964 5,997,000 PRN   OTR 1 0 5,997,000 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 145 97,000 PRN   OTR 4 9,000 88,000 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 38,156 32,836,000 PRN   OTR 1 0 32,836,000 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 59,135 50,890,000 PRN   SOLE   50,890,000 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 2,058 36,023 SH   OTR 1 0 36,023 0
PRINCIPAL FINL GROUP INC COM 74251V102 273 4,770 SH   SOLE   4,770 0 0
PROCTER & GAMBLE CO COM 742718109 8,299 66,726 SH   OTR 5 0 66,726 0
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PROCTER & GAMBLE CO COM 742718109 68,463 550,438 SH   OTR 1 0 550,438 0
PROGRESS SOFTWARE CORP COM 743312100 2,908 76,406 SH   OTR 1 0 76,406 0
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PROLOGIS INC COM 74340W103 16,198 190,075 SH   OTR 1 0 190,075 0
PROLOGIS INC COM 74340W103 3,069 36,011 SH   OTR 5 0 36,011 0
PROLOGIS INC COM 74340W103 23,231 272,598 SH   SOLE   272,598 0 0
PROPETRO HLDG CORP COM 74347M108 209 23,000 SH   SOLE   23,000 0 0
PROPETRO HLDG CORP COM 74347M108 1,099 120,944 SH   OTR 1 0 120,944 0
PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 1,358 1,346,000 PRN   SOLE   1,346,000 0 0
PROVIDENCE SVC CORP COM 743815102 155 2,600 SH   SOLE   2,600 0 0
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PRUDENTIAL FINL INC COM 744320102 2,077 23,096 SH   OTR 5 0 23,096 0
PRUDENTIAL FINL INC COM 744320102 4,078 45,340 SH   SOLE   45,340 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 4,425 24,321 SH   OTR 1 0 24,321 0
PS BUSINESS PKS INC CALIF COM 69360J107 5,244 28,821 SH   SOLE   28,821 0 0
PTC THERAPEUTICS INC COM 69366J200 1,413 41,783 SH   OTR 1 0 41,783 0
PTC THERAPEUTICS INC COM 69366J200 265 7,827 SH   SOLE   7,827 0 0
PUBLIC STORAGE COM 74460D109 1,404 5,723 SH   OTR 5 0 5,723 0
PUBLIC STORAGE COM 74460D109 18,931 77,183 SH   SOLE   77,183 0 0
PUBLIC STORAGE COM 74460D109 15,227 62,082 SH   OTR 1 0 62,082 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4,424 71,259 SH   OTR 1 0 71,259 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,118 18,012 SH   SOLE   18,012 0 0
PULTE GROUP INC COM 745867101 15,215 416,292 SH   OTR 1 0 416,292 0
PULTE GROUP INC COM 745867101 1,990 54,458 SH   OTR 5 0 54,458 0
PULTE GROUP INC COM 745867101 3,352 91,705 SH   SOLE   91,705 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 6,734 6,813,000 PRN   OTR 1 0 6,813,000 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 9,676 9,790,000 PRN   SOLE   9,790,000 0 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 16,141 1,234,990 SH   SOLE   1,234,990 0 0
PVH CORP COM 693656100 188 2,132 SH   SOLE   2,132 0 0
PVH CORP COM 693656100 846 9,586 SH   OTR 1 0 9,586 0
Q2 HLDGS INC COM 74736L109 347 4,400 SH   OTR 1 0 4,400 0
Q2 HLDGS INC COM 74736L109 71 900 SH   SOLE   900 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 586 399,000 PRN   SOLE   399,000 0 0
QEP RES INC COM 74733V100 492 133,100 SH   OTR 1 0 133,100 0
QEP RES INC COM 74733V100 100 26,900 SH   SOLE   26,900 0 0
QORVO INC COM 74736K101 13,463 181,589 SH   OTR 1 0 181,589 0
QORVO INC COM 74736K101 2,130 28,735 SH   OTR 5 0 28,735 0
QORVO INC COM 74736K101 2,249 30,330 SH   SOLE   30,330 0 0
QUAD / GRAPHICS INC COM CL A 747301109 185 17,631 SH   OTR 1 0 17,631 0
QUAD / GRAPHICS INC COM CL A 747301109 38 3,634 SH   SOLE   3,634 0 0
QUALCOMM INC COM 747525103 3,959 51,897 SH   OTR 5 0 51,897 0
QUALCOMM INC COM 747525103 6,082 79,737 SH   SOLE   79,737 0 0
QUALCOMM INC COM 747525103 39,059 512,044 SH   OTR 1 0 512,044 0
QUALYS INC COM 74758T303 1,164 15,400 SH   OTR 1 0 15,400 0
QUALYS INC COM 74758T303 227 3,000 SH   SOLE   3,000 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 2,885 159,572 SH   OTR 1 0 159,572 0
QUANEX BUILDING PRODUCTS COR COM 747619104 548 30,300 SH   SOLE   30,300 0 0
QUANTA SVCS INC COM 74762E102 692 18,320 SH   OTR 1 0 18,320 0
QUANTA SVCS INC COM 74762E102 146 3,875 SH   SOLE   3,875 0 0
QUDIAN INC ADR 747798106 181 26,200 SH   OTR 1 0 26,200 0
QUEST DIAGNOSTICS INC COM 74834L100 1,856 17,343 SH   OTR 1 0 17,343 0
QUEST DIAGNOSTICS INC COM 74834L100 532 4,967 SH   SOLE   4,967 0 0
QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 13,739 14,543,000 PRN   OTR 1 0 14,543,000 0
QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 17,258 18,268,000 PRN   SOLE   18,268,000 0 0
QURATE RETAIL INC COM SER A 74915M100 1,060 102,772 SH   SOLE   102,772 0 0
QURATE RETAIL INC COM SER A 74915M100 6,485 628,723 SH   OTR 1 0 628,723 0
R1 RCM INC COM 749397105 2,349 263,000 SH   OTR 1 0 263,000 0
R1 RCM INC COM 749397105 443 49,600 SH   SOLE   49,600 0 0
RADIAN GROUP INC COM 750236101 4,184 183,207 SH   OTR 1 0 183,207 0
RADIAN GROUP INC COM 750236101 786 34,400 SH   SOLE   34,400 0 0
RADIANT LOGISTICS INC COM 75025X100 431 83,300 SH   OTR 1 0 83,300 0
RADIANT LOGISTICS INC COM 75025X100 85 16,500 SH   SOLE   16,500 0 0
RADIUS HEALTH INC COM NEW 750469207 212 8,249 SH   SOLE   8,249 0 0
RADIUS HEALTH INC COM NEW 750469207 1,113 43,239 SH   OTR 1 0 43,239 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 1,006 1,104,000 PRN   OTR 1 0 1,104,000 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 1,541 1,690,000 PRN   SOLE   1,690,000 0 0
RADNET INC COM 750491102 1,765 122,906 SH   OTR 1 0 122,906 0
RADNET INC COM 750491102 327 22,786 SH   SOLE   22,786 0 0
RALPH LAUREN CORP CL A 751212101 639 6,695 SH   OTR 1 0 6,695 0
RALPH LAUREN CORP CL A 751212101 147 1,540 SH   SOLE   1,540 0 0
RAMBUS INC DEL COM 750917106 645 49,157 SH   OTR 1 0 49,157 0
RAMBUS INC DEL COM 750917106 119 9,100 SH   SOLE   9,100 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 16,478 16,548,000 PRN   OTR 1 0 16,548,000 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 18,239 18,317,000 PRN   SOLE   18,317,000 0 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 399 307,000 PRN   SOLE   307,000 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 3,151 38,209 SH   SOLE   38,209 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 13,887 168,405 SH   OTR 1 0 168,405 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,877 22,761 SH   OTR 5 0 22,761 0
RAYONIER INC COM 754907103 2,862 101,484 SH   OTR 1 0 101,484 0
RAYONIER INC COM 754907103 3,169 112,370 SH   SOLE   112,370 0 0
RAYTHEON CO COM NEW 755111507 9,294 47,374 SH   OTR 1 0 47,374 0
RAYTHEON CO COM NEW 755111507 2,029 10,340 SH   SOLE   10,340 0 0
RBB BANCORP COM 74930B105 1,732 87,986 SH   OTR 1 0 87,986 0
RBB BANCORP COM 74930B105 324 16,449 SH   SOLE   16,449 0 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 703 34,000 SH   OTR 1 0 34,000 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 132 6,400 SH   SOLE   6,400 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 687 434,000 PRN   SOLE   434,000 0 0
REALTY INCOME CORP COM 756109104 7,117 92,818 SH   SOLE   92,818 0 0
REALTY INCOME CORP COM 756109104 5,992 78,140 SH   OTR 1 0 78,140 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 455 455,000 PRN   SOLE   455,000 0 0
REGAL BELOIT CORP COM 758750103 2,804 38,489 SH   OTR 1 0 38,489 0
REGAL BELOIT CORP COM 758750103 260 3,563 SH   SOLE   3,563 0 0
REGENCY CTRS CORP COM 758849103 1,903 27,391 SH   OTR 1 0 27,391 0
REGENCY CTRS CORP COM 758849103 2,383 34,288 SH   SOLE   34,288 0 0
REGENERON PHARMACEUTICALS COM 75886F107 5,066 18,263 SH   OTR 1 0 18,263 0
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REGENXBIO INC COM 75901B107 198 5,557 SH   SOLE   5,557 0 0
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REGIONS FINL CORP NEW COM 7591EP100 2,044 129,212 SH   OTR 1 0 129,212 0
REGIONS FINL CORP NEW COM 7591EP100 597 37,758 SH   SOLE   37,758 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 12,352 77,260 SH   OTR 1 0 77,260 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 1,232 7,707 SH   OTR 5 0 7,707 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 1,539 9,623 SH   SOLE   9,623 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 2,832 28,416 SH   OTR 1 0 28,416 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,025 10,282 SH   OTR 5 0 10,282 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 675 6,776 SH   SOLE   6,776 0 0
RENASANT CORP COM 75970E107 546 15,600 SH   OTR 1 0 15,600 0
RENASANT CORP COM 75970E107 98 2,800 SH   SOLE   2,800 0 0
RENT A CTR INC NEW COM 76009N100 3,269 126,771 SH   OTR 1 0 126,771 0
RENT A CTR INC NEW COM 76009N100 619 24,000 SH   SOLE   24,000 0 0
REPLIGEN CORP COM 759916109 2,371 30,913 SH   OTR 1 0 30,913 0
REPLIGEN CORP COM 759916109 445 5,798 SH   SOLE   5,798 0 0
REPUBLIC BANCORP KY CL A 760281204 1,088 25,031 SH   OTR 1 0 25,031 0
REPUBLIC BANCORP KY CL A 760281204 209 4,811 SH   SOLE   4,811 0 0
REPUBLIC SVCS INC COM 760759100 9,288 107,312 SH   OTR 1 0 107,312 0
REPUBLIC SVCS INC COM 760759100 2,166 25,029 SH   OTR 5 0 25,029 0
REPUBLIC SVCS INC COM 760759100 2,672 30,875 SH   SOLE   30,875 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 337 23,500 SH   OTR 1 0 23,500 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 71 4,938 SH   SOLE   4,938 0 0
RESMED INC COM 761152107 3,403 25,190 SH   OTR 1 0 25,190 0
RESMED INC COM 761152107 766 5,667 SH   SOLE   5,667 0 0
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REX AMERICAN RESOURCES CORP COM 761624105 1,649 21,601 SH   OTR 1 0 21,601 0
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REXFORD INDL RLTY INC COM 76169C100 4,367 99,200 SH   OTR 1 0 99,200 0
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RIMINI STR INC DEL COM 76674Q107 101 23,000 SH   OTR 1 0 23,000 0
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RINGCENTRAL INC NOTE 3/1 76680RAD9 43,439 26,873,000 PRN   OTR 1 0 26,873,000 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 116 72,000 PRN   OTR 4 7,000 65,000 0
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RMR GROUP INC CL A 74967R106 2,879 63,309 SH   OTR 1 0 63,309 0
RMR GROUP INC CL A 74967R106 540 11,870 SH   SOLE   11,870 0 0
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ROKU INC COM CL A 77543R102 1,357 13,332 SH   OTR 1 0 13,332 0
ROKU INC COM CL A 77543R102 119 1,171 SH   SOLE   1,171 0 0
ROLLINS INC COM 775711104 619 18,169 SH   OTR 1 0 18,169 0
ROLLINS INC COM 775711104 134 3,926 SH   SOLE   3,926 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,331 3,732 SH   SOLE   3,732 0 0
ROPER TECHNOLOGIES INC COM 776696106 6,605 18,522 SH   OTR 1 0 18,522 0
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RUSH ENTERPRISES INC CL B 781846308 54 1,348 SH   SOLE   1,348 0 0
RYERSON HLDG CORP COM 783754104 75 8,800 SH   SOLE   8,800 0 0
RYERSON HLDG CORP COM 783754104 389 45,600 SH   OTR 1 0 45,600 0
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SB ONE BANCORP COM 78413T103 63 2,800 SH   SOLE   2,800 0 0
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SBA COMMUNICATIONS CORP NEW CL A 78410G104 24,102 99,945 SH   SOLE   99,945 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 20,354 84,405 SH   OTR 1 0 84,405 0
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SCHLUMBERGER LTD COM 806857108 1,051 30,772 SH   OTR 5 0 30,772 0
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SCHNEIDER NATIONAL INC CL B 80689H102 2,939 135,293 SH   OTR 1 0 135,293 0
SCHNEIDER NATIONAL INC CL B 80689H102 189 8,698 SH   SOLE   8,698 0 0
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SCHNITZER STL INDS CL A 806882106 483 23,389 SH   SOLE   23,389 0 0
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SEALED AIR CORP NEW COM 81211K100 829 19,963 SH   OTR 1 0 19,963 0
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SERVICENOW INC NOTE 6/0 81762PAC6 136 71,000 PRN   OTR 4 7,000 64,000 0
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SHERWIN WILLIAMS CO COM 824348106 7,530 13,694 SH   OTR 1 0 13,694 0
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SIGA TECHNOLOGIES INC COM 826917106 308 60,200 SH   SOLE   60,200 0 0
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TRIPLE-S MGMT CORP CL B 896749108 270 20,118 SH   OTR 1 0 20,118 0
TRIPLE-S MGMT CORP CL B 896749108 50 3,761 SH   SOLE   3,761 0 0
TRISTATE CAP HLDGS INC COM 89678F100 1,035 49,206 SH   OTR 1 0 49,206 0
TRISTATE CAP HLDGS INC COM 89678F100 189 9,000 SH   SOLE   9,000 0 0
TRUEBLUE INC COM 89785X101 243 11,531 SH   SOLE   11,531 0 0
TRUEBLUE INC COM 89785X101 1,310 62,095 SH   OTR 1 0 62,095 0
TTEC HLDGS INC COM 89854H102 298 6,220 SH   OTR 1 0 6,220 0
TTEC HLDGS INC COM 89854H102 57 1,200 SH   SOLE   1,200 0 0
TTM TECHNOLOGIES INC COM 87305R109 2,281 187,042 SH   OTR 1 0 187,042 0
TTM TECHNOLOGIES INC COM 87305R109 428 35,100 SH   SOLE   35,100 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 9,245 5,532,000 PRN   OTR 1 0 5,532,000 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 13,522 8,091,000 PRN   SOLE   8,091,000 0 0
TWITTER INC COM 90184L102 14,644 355,426 SH   OTR 1 0 355,426 0
TWITTER INC COM 90184L102 2,272 55,157 SH   SOLE   55,157 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 1,634 1,540,000 PRN   SOLE   1,540,000 0 0
TYSON FOODS INC CL A 902494103 4,181 48,534 SH   SOLE   48,534 0 0
TYSON FOODS INC CL A 902494103 2,588 30,043 SH   OTR 5 0 30,043 0
TYSON FOODS INC CL A 902494103 18,590 215,809 SH   OTR 1 0 215,809 0
U S CONCRETE INC COM NEW 90333L201 630 11,400 SH   SOLE   11,400 0 0
U S CONCRETE INC COM NEW 90333L201 3,350 60,600 SH   OTR 1 0 60,600 0
UBER TECHNOLOGIES INC COM 90353T100 1,600 52,509 SH   OTR 1 0 52,509 0
UDR INC COM 902653104 2,691 55,512 SH   OTR 1 0 55,512 0
UDR INC COM 902653104 3,287 67,807 SH   SOLE   67,807 0 0
UFP TECHNOLOGIES INC COM 902673102 181 4,700 SH   OTR 1 0 4,700 0
UFP TECHNOLOGIES INC COM 902673102 31 800 SH   SOLE   800 0 0
ULTA BEAUTY INC COM 90384S303 1,903 7,592 SH   OTR 1 0 7,592 0
ULTA BEAUTY INC COM 90384S303 528 2,105 SH   SOLE   2,105 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 250 17,100 SH   OTR 1 0 17,100 0
ULTRA CLEAN HLDGS INC COM 90385V107 47 3,200 SH   SOLE   3,200 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 316 7,391 SH   SOLE   7,391 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 1,693 39,580 SH   OTR 1 0 39,580 0
UMPQUA HLDGS CORP COM 904214103 769 46,714 SH   OTR 1 0 46,714 0
UNDER ARMOUR INC CL A 904311107 483 24,242 SH   OTR 1 0 24,242 0
UNDER ARMOUR INC CL A 904311107 69 3,436 SH   SOLE   3,436 0 0
UNDER ARMOUR INC CL C 904311206 454 25,044 SH   OTR 1 0 25,044 0
UNDER ARMOUR INC CL C 904311206 200 11,010 SH   SOLE   11,010 0 0
UNION PACIFIC CORP COM 907818108 40,522 250,165 SH   OTR 1 0 250,165 0
UNION PACIFIC CORP COM 907818108 3,960 24,449 SH   OTR 5 0 24,449 0
UNION PACIFIC CORP COM 907818108 8,101 50,012 SH   SOLE   50,012 0 0
UNISYS CORP COM NEW 909214306 169 22,800 SH   OTR 1 0 22,800 0
UNISYS CORP COM NEW 909214306 33 4,400 SH   SOLE   4,400 0 0
UNITED AIRLINES HLDGS INC COM 910047109 16,796 189,981 SH   OTR 1 0 189,981 0
UNITED AIRLINES HLDGS INC COM 910047109 782 8,840 SH   OTR 5 0 8,840 0
UNITED AIRLINES HLDGS INC COM 910047109 2,029 22,955 SH   SOLE   22,955 0 0
UNITED PARCEL SERVICE INC CL B 911312106 11,829 98,720 SH   OTR 1 0 98,720 0
UNITED PARCEL SERVICE INC CL B 911312106 3,092 25,806 SH   SOLE   25,806 0 0
UNITED RENTALS INC COM 911363109 1,247 10,003 SH   OTR 1 0 10,003 0
UNITED RENTALS INC COM 911363109 362 2,906 SH   SOLE   2,906 0 0
UNITED TECHNOLOGIES CORP COM 913017109 24,829 181,868 SH   OTR 1 0 181,868 0
UNITED TECHNOLOGIES CORP COM 913017109 4,941 36,192 SH   SOLE   36,192 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 4,983 62,488 SH   OTR 1 0 62,488 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 331 4,151 SH   SOLE   4,151 0 0
UNITEDHEALTH GROUP INC COM 91324P102 5,124 23,579 SH   OTR 5 0 23,579 0
UNITEDHEALTH GROUP INC COM 91324P102 10,831 49,841 SH   SOLE   49,841 0 0
UNITEDHEALTH GROUP INC COM 91324P102 56,087 258,087 SH   OTR 1 0 258,087 0
UNITI GROUP INC COM 91325V108 1,457 187,600 SH   OTR 1 0 187,600 0
UNITI GROUP INC COM 91325V108 1,728 222,500 SH   SOLE   222,500 0 0
UNIVERSAL CORP VA COM 913456109 3,193 58,260 SH   OTR 1 0 58,260 0
UNIVERSAL CORP VA COM 913456109 607 11,067 SH   SOLE   11,067 0 0
UNIVERSAL ELECTRS INC COM 913483103 1,975 38,800 SH   OTR 1 0 38,800 0
UNIVERSAL ELECTRS INC COM 913483103 366 7,200 SH   SOLE   7,200 0 0
UNIVERSAL FST PRODS INC COM 913543104 698 17,500 SH   SOLE   17,500 0 0
UNIVERSAL FST PRODS INC COM 913543104 3,669 92,000 SH   OTR 1 0 92,000 0
UNIVERSAL HLTH SVCS INC CL B 913903100 348 2,337 SH   SOLE   2,337 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,559 10,481 SH   OTR 1 0 10,481 0
UNUM GROUP COM 91529Y106 3,899 131,184 SH   OTR 1 0 131,184 0
UNUM GROUP COM 91529Y106 596 20,068 SH   SOLE   20,068 0 0
UPLAND SOFTWARE INC COM 91544A109 358 10,261 SH   OTR 1 0 10,261 0
UPLAND SOFTWARE INC COM 91544A109 70 2,000 SH   SOLE   2,000 0 0
US BANCORP DEL COM NEW 902973304 11,943 215,816 SH   OTR 1 0 215,816 0
US BANCORP DEL COM NEW 902973304 2,717 49,094 SH   SOLE   49,094 0 0
US FOODS HLDG CORP COM 912008109 10,840 263,751 SH   OTR 1 0 263,751 0
US FOODS HLDG CORP COM 912008109 865 21,039 SH   SOLE   21,039 0 0
V F CORP COM 918204108 3,742 42,045 SH   OTR 1 0 42,045 0
V F CORP COM 918204108 1,019 11,449 SH   SOLE   11,449 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,618 18,980 SH   OTR 5 0 18,980 0
VALERO ENERGY CORP NEW COM 91913Y100 3,486 40,898 SH   SOLE   40,898 0 0
VALERO ENERGY CORP NEW COM 91913Y100 11,559 135,606 SH   OTR 1 0 135,606 0
VALVOLINE INC COM 92047W101 309 14,026 SH   OTR 1 0 14,026 0
VANDA PHARMACEUTICALS INC COM 921659108 659 49,622 SH   OTR 1 0 49,622 0
VANDA PHARMACEUTICALS INC COM 921659108 122 9,200 SH   SOLE   9,200 0 0
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 1,507 23,393 SH   OTR 1 0 23,393 0
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 487 7,561 SH   SOLE   7,561 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 473,323 1,736,328 SH   OTR 3 0 1,736,328 0
VAREX IMAGING CORP COM 92214X106 585 20,500 SH   SOLE   20,500 0 0
VAREX IMAGING CORP COM 92214X106 3,099 108,600 SH   OTR 1 0 108,600 0
VARIAN MED SYS INC COM 92220P105 1,020 8,564 SH   SOLE   8,564 0 0
VARIAN MED SYS INC COM 92220P105 9,571 80,368 SH   OTR 1 0 80,368 0
VECTOR GROUP LTD COM 92240M108 3,294 276,570 SH   OTR 1 0 276,570 0
VECTOR GROUP LTD COM 92240M108 619 51,975 SH   SOLE   51,975 0 0
VECTRUS INC COM 92242T101 2,825 69,503 SH   OTR 1 0 69,503 0
VECTRUS INC COM 92242T101 536 13,179 SH   SOLE   13,179 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 488 545,000 PRN   SOLE   545,000 0 0
VEEVA SYS INC CL A COM 922475108 9,912 64,916 SH   OTR 1 0 64,916 0
VEEVA SYS INC CL A COM 922475108 858 5,617 SH   SOLE   5,617 0 0
VENTAS INC COM 92276F100 1,075 14,718 SH   OTR 5 0 14,718 0
VENTAS INC COM 92276F100 15,938 218,243 SH   SOLE   218,243 0 0
VENTAS INC COM 92276F100 12,745 174,524 SH   OTR 1 0 174,524 0
VERA BRADLEY INC COM 92335C106 303 30,022 SH   SOLE   30,022 0 0
VERA BRADLEY INC COM 92335C106 1,617 160,108 SH   OTR 1 0 160,108 0
VEREIT INC COM 92339V100 3,012 307,960 SH   OTR 1 0 307,960 0
VEREIT INC COM 92339V100 3,356 343,102 SH   SOLE   343,102 0 0
VERINT SYS INC COM 92343X100 1,264 29,556 SH   OTR 1 0 29,556 0
VERINT SYS INC COM 92343X100 239 5,588 SH   SOLE   5,588 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 34,150 33,820,000 PRN   OTR 1 0 33,820,000 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 77 77,000 PRN   OTR 4 8,000 69,000 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 40,293 39,876,000 PRN   SOLE   39,876,000 0 0
VERISIGN INC COM 92343E102 9,391 49,783 SH   OTR 1 0 49,783 0
VERISIGN INC COM 92343E102 2,299 12,187 SH   SOLE   12,187 0 0
VERISIGN INC COM 92343E102 687 3,644 SH   OTR 5 0 3,644 0
VERISK ANALYTICS INC COM 92345Y106 8,519 53,870 SH   OTR 1 0 53,870 0
VERISK ANALYTICS INC COM 92345Y106 1,481 9,366 SH   SOLE   9,366 0 0
VERITIV CORP COM 923454102 877 48,495 SH   OTR 1 0 48,495 0
VERITIV CORP COM 923454102 169 9,366 SH   SOLE   9,366 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 40,863 676,993 SH   OTR 1 0 676,993 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,651 43,923 SH   OTR 5 0 43,923 0
VERIZON COMMUNICATIONS INC COM 92343V104 12,729 210,885 SH   SOLE   210,885 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,708 10,082 SH   SOLE   10,082 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 6,347 37,463 SH   OTR 1 0 37,463 0
VIACOM INC NEW CL A 92553P102 943 35,917 SH   OTR 1 0 35,917 0
VIACOM INC NEW CL A 92553P102 112 4,247 SH   SOLE   4,247 0 0
VIACOM INC NEW CL B 92553P201 1,096 45,605 SH   OTR 1 0 45,605 0
VIACOM INC NEW CL B 92553P201 312 12,967 SH   SOLE   12,967 0 0
VIAD CORP COM NEW 92552R406 3,371 50,200 SH   OTR 1 0 50,200 0
VIAD CORP COM NEW 92552R406 638 9,500 SH   SOLE   9,500 0 0
VIAVI SOLUTIONS INC COM 925550105 1,465 104,591 SH   OTR 1 0 104,591 0
VIAVI SOLUTIONS INC COM 925550105 272 19,400 SH   SOLE   19,400 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 33,492 27,211,000 PRN   OTR 1 0 27,211,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 58 47,000 PRN   OTR 4 4,000 43,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 36,961 30,019,000 PRN   SOLE   30,019,000 0 0
VICI PPTYS INC COM 925652109 219 9,654 SH   OTR 1 0 9,654 0
VICI PPTYS INC COM 925652109 219 9,654 SH   SOLE   9,654 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 763 85,474 SH   OTR 1 0 85,474 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 481 53,900 SH   SOLE   53,900 0 0
VISA INC COM CL A 92826C839 78,274 455,054 SH   OTR 1 0 455,054 0
VISA INC COM CL A 92826C839 5,835 33,922 SH   OTR 5 0 33,922 0
VISA INC COM CL A 92826C839 15,257 88,697 SH   SOLE   88,697 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 2,675 158,002 SH   OTR 1 0 158,002 0
VISHAY INTERTECHNOLOGY INC COM 928298108 491 28,999 SH   SOLE   28,999 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 726 775,000 PRN   SOLE   775,000 0 0
VISTRA ENERGY CORP COM 92840M102 372 13,918 SH   OTR 2 0 13,918 0
VISTRA ENERGY CORP COM 92840M102 99 3,700 SH   SOLE   3,700 0 0
VISTRA ENERGY CORP COM 92840M102 239 8,959 SH   OTR 1 0 8,959 0
VMWARE INC CL A COM 928563402 114 757 SH   SOLE   757 0 0
VMWARE INC CL A COM 928563402 3,119 20,787 SH   OTR 1 0 20,787 0
VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 194 185,000 PRN   SOLE   185,000 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,561 24,524 SH   OTR 1 0 24,524 0
VORNADO RLTY TR SH BEN INT 929042109 1,997 31,365 SH   SOLE   31,365 0 0
VOYA FINL INC COM 929089100 7,410 136,122 SH   OTR 1 0 136,122 0
VOYA FINL INC COM 929089100 1,655 30,402 SH   SOLE   30,402 0 0
VULCAN MATLS CO COM 929160109 2,577 17,041 SH   OTR 1 0 17,041 0
VULCAN MATLS CO COM 929160109 679 4,489 SH   SOLE   4,489 0 0
W P CAREY INC COM 92936U109 1,332 14,887 SH   SOLE   14,887 0 0
W P CAREY INC COM 92936U109 1,132 12,646 SH   OTR 1 0 12,646 0
WABASH NATL CORP COM 929566107 579 39,900 SH   SOLE   39,900 0 0
WABASH NATL CORP COM 929566107 3,046 209,926 SH   OTR 1 0 209,926 0
WABTEC CORP COM 929740108 1,686 23,467 SH   OTR 1 0 23,467 0
WABTEC CORP COM 929740108 490 6,820 SH   SOLE   6,820 0 0
WADDELL & REED FINL INC CL A 930059100 3,175 184,800 SH   OTR 1 0 184,800 0
WADDELL & REED FINL INC CL A 930059100 601 35,000 SH   SOLE   35,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 6,906 124,866 SH   OTR 1 0 124,866 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,497 27,072 SH   SOLE   27,072 0 0
WALMART INC COM 931142103 10,738 90,480 SH   SOLE   90,480 0 0
WALMART INC COM 931142103 35,910 302,581 SH   OTR 1 0 302,581 0
WALMART INC COM 931142103 4,808 40,514 SH   OTR 5 0 40,514 0
WARRIOR MET COAL INC COM 93627C101 2,829 144,914 SH   OTR 1 0 144,914 0
WARRIOR MET COAL INC COM 93627C101 538 27,546 SH   SOLE   27,546 0 0
WASTE MGMT INC DEL COM 94106L109 13,935 121,172 SH   OTR 1 0 121,172 0
WASTE MGMT INC DEL COM 94106L109 3,000 26,084 SH   OTR 5 0 26,084 0
WASTE MGMT INC DEL COM 94106L109 4,154 36,120 SH   SOLE   36,120 0 0
WATERS CORP COM 941848103 1,923 8,613 SH   OTR 1 0 8,613 0
WATERS CORP COM 941848103 509 2,279 SH   SOLE   2,279 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 629 508,000 PRN   SOLE   508,000 0 0
WEC ENERGY GROUP INC COM 92939U106 6,778 71,274 SH   OTR 1 0 71,274 0
WEC ENERGY GROUP INC COM 92939U106 1,121 11,788 SH   SOLE   11,788 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 2,306 79,158 SH   SOLE   79,158 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 2,129 73,082 SH   OTR 1 0 73,082 0
WELLCARE HEALTH PLANS INC COM 94946T106 385 1,485 SH   SOLE   1,485 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,680 6,483 SH   OTR 1 0 6,483 0
WELLS FARGO CO NEW COM 949746101 32,462 643,577 SH   OTR 1 0 643,577 0
WELLS FARGO CO NEW COM 949746101 1,669 33,083 SH   OTR 5 0 33,083 0
WELLS FARGO CO NEW COM 949746101 10,257 203,342 SH   SOLE   203,342 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 34,866 22,952 SH   OTR 1 0 22,952 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 79 52 SH   OTR 4 5 47 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 55,674 36,664 SH   SOLE   36,664 0 0
WELLS FARGO INCOME OPPORTUNI WF INC OPPTY FD 94987B105 514 62,370 SH   SOLE   62,370 0 0
WELLTOWER INC COM 95040Q104 612 6,753 SH   OTR 5 0 6,753 0
WELLTOWER INC COM 95040Q104 18,209 200,868 SH   SOLE   200,868 0 0
WELLTOWER INC COM 95040Q104 15,144 167,062 SH   OTR 1 0 167,062 0
WESBANCO INC COM 950810101 696 18,625 SH   SOLE   18,625 0 0
WESBANCO INC COM 950810101 3,637 97,337 SH   OTR 1 0 97,337 0
WESTERN DIGITAL CORP COM 958102105 2,268 38,027 SH   OTR 1 0 38,027 0
WESTERN DIGITAL CORP COM 958102105 643 10,776 SH   SOLE   10,776 0 0
WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 10,828 11,250,000 PRN   OTR 1 0 11,250,000 0
WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 22,579 23,459,000 PRN   SOLE   23,459,000 0 0
WESTERN UN CO COM 959802109 1,272 54,905 SH   OTR 1 0 54,905 0
WESTERN UN CO COM 959802109 400 17,272 SH   SOLE   17,272 0 0
WESTROCK CO COM 96145D105 569 15,609 SH   SOLE   15,609 0 0
WESTROCK CO COM 96145D105 2,651 72,717 SH   OTR 1 0 72,717 0
WEYERHAEUSER CO COM 962166104 5,715 206,323 SH   SOLE   206,323 0 0
WEYERHAEUSER CO COM 962166104 4,778 172,490 SH   OTR 1 0 172,490 0
WHIRLPOOL CORP COM 963320106 1,295 8,180 SH   OTR 1 0 8,180 0
WHIRLPOOL CORP COM 963320106 383 2,416 SH   SOLE   2,416 0 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 837 854,000 PRN   OTR 1 0 854,000 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 1,636 1,669,000 PRN   SOLE   1,669,000 0 0
WILEY JOHN & SONS INC CL A 968223206 3,372 76,750 SH   OTR 1 0 76,750 0
WILEY JOHN & SONS INC CL A 968223206 395 9,000 SH   SOLE   9,000 0 0
WILLIAMS COS INC DEL COM 969457100 4,419 183,669 SH   OTR 1 0 183,669 0
WILLIAMS COS INC DEL COM 969457100 1,036 43,071 SH   SOLE   43,071 0 0
WILLIAMS SONOMA INC COM 969904101 4,984 73,315 SH   OTR 1 0 73,315 0
WILLIAMS SONOMA INC COM 969904101 315 4,639 SH   SOLE   4,639 0 0
WILLIS LEASE FINANCE CORP COM 970646105 61 1,100 SH   SOLE   1,100 0 0
WILLIS LEASE FINANCE CORP COM 970646105 338 6,100 SH   OTR 1 0 6,100 0
WINGSTOP INC COM 974155103 724 8,300 SH   OTR 1 0 8,300 0
WINGSTOP INC COM 974155103 140 1,600 SH   SOLE   1,600 0 0
WIX COM LTD NOTE 7/0 92940WAB5 31,060 27,916,000 PRN   OTR 1 0 27,916,000 0
WIX COM LTD NOTE 7/0 92940WAB5 36,521 32,824,000 PRN   SOLE   32,824,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 42,338 32,194,000 PRN   OTR 1 0 32,194,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 107 82,000 PRN   OTR 4 8,000 74,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 49,010 37,245,000 PRN   SOLE   37,245,000 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 695 332,000 PRN   SOLE   332,000 0 0
WORKIVA INC COM CL A 98139A105 1,583 36,127 SH   OTR 1 0 36,127 0
WORKIVA INC COM CL A 98139A105 294 6,700 SH   SOLE   6,700 0 0
WORLD FUEL SVCS CORP COM 981475106 735 18,400 SH   SOLE   18,400 0 0
WORLD FUEL SVCS CORP COM 981475106 3,874 97,000 SH   OTR 1 0 97,000 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 4,902 4,921,000 PRN   OTR 1 0 4,921,000 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 82 82,000 PRN   OTR 4 8,000 74,000 0
WYNN RESORTS LTD COM 983134107 10,667 98,118 SH   OTR 1 0 98,118 0
WYNN RESORTS LTD COM 983134107 745 6,854 SH   OTR 5 0 6,854 0
WYNN RESORTS LTD COM 983134107 1,870 17,203 SH   SOLE   17,203 0 0
XCEL ENERGY INC COM 98389B100 4,924 75,884 SH   OTR 1 0 75,884 0
XCEL ENERGY INC COM 98389B100 1,155 17,803 SH   SOLE   17,803 0 0
XENCOR INC COM 98401F105 209 6,206 SH   SOLE   6,206 0 0
XENCOR INC COM 98401F105 1,072 31,774 SH   OTR 1 0 31,774 0
XENIA HOTELS & RESORTS INC COM 984017103 2,684 127,100 SH   OTR 1 0 127,100 0
XENIA HOTELS & RESORTS INC COM 984017103 3,219 152,400 SH   SOLE   152,400 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 4,967 166,051 SH   OTR 1 0 166,051 0
XEROX HOLDINGS CORP COM NEW 98421M106 1,401 46,834 SH   SOLE   46,834 0 0
XILINX INC COM 983919101 3,367 35,109 SH   OTR 1 0 35,109 0
XILINX INC COM 983919101 898 9,364 SH   SOLE   9,364 0 0
XPERI CORP COM 98421B100 806 38,999 SH   OTR 1 0 38,999 0
XPERI CORP COM 98421B100 148 7,175 SH   SOLE   7,175 0 0
XPO LOGISTICS INC COM 983793100 9,082 126,902 SH   OTR 1 0 126,902 0
XYLEM INC COM 98419M100 522 6,556 SH   SOLE   6,556 0 0
XYLEM INC COM 98419M100 1,847 23,198 SH   OTR 1 0 23,198 0
YUM BRANDS INC COM 988498101 2,346 20,679 SH   SOLE   20,679 0 0
YUM BRANDS INC COM 988498101 1,639 14,448 SH   OTR 5 0 14,448 0
YUM BRANDS INC COM 988498101 9,817 86,548 SH   OTR 1 0 86,548 0
YUM CHINA HLDGS INC COM 98850P109 20,461 450,375 SH   OTR 1 0 450,375 0
YUM CHINA HLDGS INC COM 98850P109 1,397 30,744 SH   SOLE   30,744 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 103 500 SH   OTR 1 0 500 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 97 470 SH   SOLE   470 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 4,667 3,521,000 PRN   OTR 1 0 3,521,000 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 7,045 5,315,000 PRN   SOLE   5,315,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 5,107 37,203 SH   OTR 1 0 37,203 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,138 8,292 SH   SOLE   8,292 0 0
ZIONS BANCORPORATION N A COM 989701107 1,017 22,833 SH   OTR 1 0 22,833 0
ZIONS BANCORPORATION N A COM 989701107 317 7,115 SH   SOLE   7,115 0 0
ZIX CORP COM 98974P100 179 24,768 SH   SOLE   24,768 0 0
ZIX CORP COM 98974P100 945 130,490 SH   OTR 1 0 130,490 0
ZOETIS INC CL A 98978V103 7,674 61,591 SH   OTR 1 0 61,591 0
ZOETIS INC CL A 98978V103 2,100 16,855 SH   SOLE   16,855 0 0
ZUMIEZ INC COM 989817101 732 23,100 SH   OTR 1 0 23,100 0
ZUMIEZ INC COM 989817101 149 4,700 SH   SOLE   4,700 0 0
ZYNEX INC COM 98986M103 99 10,400 SH   OTR 1 0 10,400 0
ZYNEX INC COM 98986M103 20 2,100 SH   SOLE   2,100 0 0
ZYNGA INC CL A 98986T108 135 23,140 SH   SOLE   23,140 0 0
ZYNGA INC CL A 98986T108 944 162,200 SH   OTR 1 0 162,200 0