0001085146-20-002735.txt : 20201104 0001085146-20-002735.hdr.sgml : 20201104 20201103211952 ACCESSION NUMBER: 0001085146-20-002735 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201104 DATE AS OF CHANGE: 20201103 EFFECTIVENESS DATE: 20201104 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MACKAY SHIELDS LLC CENTRAL INDEX KEY: 0000061227 IRS NUMBER: 134080466 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00046 FILM NUMBER: 201285031 BUSINESS ADDRESS: STREET 1: 1345 AVENUE OF THE AMERICAS STREET 2: 42ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10105 BUSINESS PHONE: 212-230-3811 MAIL ADDRESS: STREET 1: 1345 AVENUE OF THE AMERICAS STREET 2: 42ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10105 FORMER COMPANY: FORMER CONFORMED NAME: MACKAY SHIELDS FINANCIAL CORP DATE OF NAME CHANGE: 19920929 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0000061227 XXXXXXXX 09-30-2020 09-30-2020 false MACKAY SHIELDS LLC

1345 Avenue of the Americas 42ND FLOOR New York NY 10105

13F HOLDINGS REPORT 028-00046 N Rene A. Bustamante 212-230-3811 /s/ Rene A. Bustamante New York NY 10-27-2020 7 2990 14729837 false 1 0001133639 028-06325 NEW YORK LIFE INVESTMENT MANAGEMENT LLC 2 0001125816 028-06487 FIRST TRUST ADVISORS LP 3 0000071633 028-00065 NEW YORK LIFE INSURANCE CO 4 0001269119 028-10748 OPPENHEIMER ASSET MANAGEMENT INC. 5 0001162695 028-10044 MCMORGAN & CO LLC 6 0001447578 028-13256 RIVERNORTH CAPITAL MANAGEMENT, LLC 7 0001415996 028-13712 IndexIQ Advisors LLC INFORMATION TABLE 2 infotable.xml INFORMATION TABLE 21VIANET GROUP INC SPONSORED ADS A 90138A103 0 0 SH SOLE 0 0 0 21VIANET GROUP INC SPONSORED ADS A 90138A103 387 16700 SH OTR 1 0 16700 0 360 DIGITECH INC AMERICAN DEP 88557W101 384 32200 SH OTR 1 0 32200 0 360 DIGITECH INC AMERICAN DEP 88557W101 1 70 SH DFND 1 0 70 0 360 DIGITECH INC AMERICAN DEP 88557W101 0 0 SH SOLE 0 0 0 3M CO COM 88579Y101 14475 90365 SH OTR 1 0 90365 0 3M CO COM 88579Y101 2609 16286 SH SOLE 16286 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 47 50000 PRN SOLE 50000 0 0 A10 NETWORKS INC COM 002121101 326 51200 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PHARMACEUTICALS INC COM 015351109 22241 194359 SH OTR 1 0 194359 0 ALEXION PHARMACEUTICALS INC COM 015351109 847 7400 SH SOLE 7400 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 11 38 SH DFND 1 0 38 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 13293 45219 SH OTR 1 0 45219 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1499 5100 SH SOLE 5100 0 0 ALIGN TECHNOLOGY INC COM 016255101 652 1991 SH SOLE 1991 0 0 ALIGN TECHNOLOGY INC COM 016255101 3342 10210 SH OTR 1 0 10210 0 ALLAKOS INC COM 01671P100 1173 14400 SH OTR 1 0 14400 0 ALLAKOS INC COM 01671P100 261 3200 SH SOLE 3200 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 72 70000 PRN SOLE 70000 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 407 9700 SH SOLE 9700 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 4289 102163 SH OTR 1 0 102163 0 ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 816 77597 SH SOLE 77597 0 0 ALLIANT ENERGY CORP COM 018802108 1836 35547 SH OTR 1 0 35547 0 ALLIANT ENERGY CORP COM 018802108 351 6795 SH SOLE 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AMERICAN HOMES 4 RENT CL A 02665T306 2728 95788 SH OTR 1 0 95788 0 AMERICAN HOMES 4 RENT CL A 02665T306 0 0 SH SOLE 0 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 623 22620 SH SOLE 22620 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 4379 159054 SH OTR 1 0 159054 0 AMERICAN NATIONAL GROUP INC COM NEW 02772A109 254 3755 SH OTR 1 0 3755 0 AMERICAN NATIONAL GROUP INC COM NEW 02772A109 88 1300 SH SOLE 1300 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 1336 47400 SH OTR 1 0 47400 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 285 10100 SH SOLE 10100 0 0 AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 5450 5440000 PRN SOLE 5440000 0 0 AMERICAN SOFTWARE INC CL A 029683109 174 12400 SH SOLE 12400 0 0 AMERICAN SOFTWARE INC CL A 029683109 775 55200 SH OTR 1 0 55200 0 AMERICAN TOWER CORP NEW COM 03027X100 3320 13734 SH SOLE 13734 0 0 AMERICAN TOWER CORP NEW COM 03027X100 19513 80724 SH OTR 1 0 80724 0 AMERICAN TOWER CORP NEW COM 03027X100 536 2219 SH OTR 5 0 2219 0 AMERICAN WOODMARK 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GROUP INC COM 047649108 517 22754 SH SOLE 22754 0 0 ATLANTIC CAP BANCSHARES INC COM 048269203 442 38900 SH OTR 1 0 38900 0 ATLANTIC CAP BANCSHARES INC COM 048269203 99 8700 SH SOLE 8700 0 0 ATLANTIC POWER CORP COM NEW 04878Q863 80 40700 SH OTR 1 0 40700 0 ATLANTIC POWER CORP COM NEW 04878Q863 18 9100 SH SOLE 9100 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 7049 6401000 PRN SOLE 6401000 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 231 3800 SH SOLE 3800 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1017 16700 SH OTR 1 0 16700 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 25010 22711000 PRN OTR 1 0 22711000 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 4940 4527000 PRN DFND 1 0 4527000 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 73 67000 PRN OTR 4 0 67000 0 ATMOS ENERGY CORP COM 049560105 1679 17565 SH OTR 1 0 17565 0 ATMOS ENERGY CORP COM 049560105 316 3309 SH SOLE 3309 0 0 AUTODESK INC COM 052769106 25858 111934 SH OTR 1 0 111934 0 AUTODESK INC COM 052769106 2058 8909 SH SOLE 8909 0 0 AUTODESK INC COM 052769106 1423 6159 SH OTR 5 0 6159 0 AUTOMATIC DATA PROCESSING IN COM 053015103 1575 11289 SH SOLE 11289 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 9746 69866 SH OTR 1 0 69866 0 AUTONATION INC COM 05329W102 288 5441 SH SOLE 5441 0 0 AUTONATION INC COM 05329W102 13537 255760 SH OTR 1 0 255760 0 AUTOZONE INC COM 053332102 11230 9536 SH OTR 1 0 9536 0 AUTOZONE INC COM 053332102 709 602 SH SOLE 602 0 0 AVALONBAY CMNTYS INC COM 053484101 555 3719 SH SOLE 3719 0 0 AVALONBAY CMNTYS INC COM 053484101 7099 47536 SH OTR 1 0 47536 0 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 81 85000 PRN SOLE 85000 0 0 AVAYA HLDGS CORP COM 05351X101 598 39340 SH SOLE 39340 0 0 AVAYA HLDGS CORP COM 05351X101 2674 175929 SH OTR 1 0 175929 0 AVERY DENNISON CORP COM 053611109 1519 11884 SH OTR 1 0 11884 0 AVERY DENNISON CORP COM 053611109 303 2372 SH SOLE 2372 0 0 AVIENT CORPORATION COM 05368V106 3040 114900 SH OTR 1 0 114900 0 AVIENT CORPORATION COM 05368V106 680 25700 SH SOLE 25700 0 0 AVNET INC COM 053807103 6604 255577 SH OTR 1 0 255577 0 AVNET INC COM 053807103 407 15737 SH SOLE 15737 0 0 AXCELIS TECHNOLOGIES INC COM NEW 054540208 414 18800 SH SOLE 18800 0 0 AXCELIS TECHNOLOGIES INC COM NEW 054540208 1852 84200 SH OTR 1 0 84200 0 AZZ INC COM 002474104 457 13400 SH SOLE 13400 0 0 AZZ INC COM 002474104 2015 59059 SH OTR 1 0 59059 0 BAIDU INC SPON ADR REP A 056752108 101 800 SH SOLE 800 0 0 BAIDU INC SPON ADR REP A 056752108 798 6300 SH OTR 1 0 6300 0 BAKER HUGHES COMPANY CL A 05722G100 227 17063 SH SOLE 17063 0 0 BAKER HUGHES COMPANY CL A 05722G100 1242 93456 SH OTR 1 0 93456 0 BALL CORP COM 058498106 707 8500 SH SOLE 8500 0 0 BALL CORP COM 058498106 3865 46500 SH OTR 1 0 46500 0 BANCORP INC DEL COM 05969A105 340 39351 SH SOLE 39351 0 0 BANCORP INC DEL COM 05969A105 1506 174255 SH OTR 1 0 174255 0 BANDWIDTH INC COM CL A 05988J103 209 1200 SH SOLE 1200 0 0 BANDWIDTH INC COM CL A 05988J103 873 5000 SH OTR 1 0 5000 0 BANK NEW YORK MELLON CORP COM 064058100 1376 40062 SH SOLE 40062 0 0 BANK NEW YORK MELLON CORP COM 064058100 1258 36637 SH OTR 5 0 36637 0 BANK NEW YORK MELLON CORP COM 064058100 10483 305273 SH OTR 1 0 305273 0 BANKUNITED INC COM 06652K103 1992 90900 SH OTR 1 0 90900 0 BANKUNITED INC COM 06652K103 445 20300 SH SOLE 20300 0 0 BAXTER INTL INC COM 071813109 8158 101441 SH OTR 1 0 101441 0 BAXTER INTL INC COM 071813109 214 2657 SH OTR 5 0 2657 0 BAXTER INTL INC COM 071813109 1328 16517 SH SOLE 16517 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 385 29200 SH SOLE 29200 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 1729 131000 SH OTR 1 0 131000 0 BECTON DICKINSON & CO COM 075887109 12631 54285 SH OTR 1 0 54285 0 BECTON DICKINSON & CO COM 075887109 548 2356 SH OTR 5 0 2356 0 BECTON DICKINSON & CO COM 075887109 1817 7809 SH SOLE 7809 0 0 BENCHMARK ELECTRS INC COM 08160H101 955 47400 SH OTR 1 0 47400 0 BENCHMARK ELECTRS INC COM 08160H101 214 10600 SH SOLE 10600 0 0 BERKLEY W R CORP COM 084423102 203 3315 SH SOLE 3315 0 0 BERKLEY W R CORP COM 084423102 1224 20023 SH OTR 1 0 20023 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 70904 332978 SH OTR 1 0 332978 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11726 55066 SH SOLE 55066 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2432 11423 SH OTR 5 0 11423 0 BERRY CORP COM 08579X101 357 112500 SH OTR 1 0 112500 0 BERRY CORP COM 08579X101 78 24700 SH SOLE 24700 0 0 BERRY GLOBAL GROUP INC COM 08579W103 213 4400 SH SOLE 4400 0 0 BERRY GLOBAL GROUP INC COM 08579W103 6643 137485 SH OTR 1 0 137485 0 BEST BUY INC COM 086516101 27302 245327 SH OTR 1 0 245327 0 BEST BUY INC COM 086516101 1247 11202 SH OTR 5 0 11202 0 BEST BUY INC COM 086516101 1336 12005 SH SOLE 12005 0 0 BIG LOTS INC COM 089302103 607 13600 SH SOLE 13600 0 0 BIG LOTS INC COM 089302103 2689 60300 SH OTR 1 0 60300 0 BIO RAD LABS INC CL A 090572207 1951 3784 SH OTR 1 0 3784 0 BIO RAD LABS INC CL A 090572207 260 505 SH SOLE 505 0 0 BIODELIVERY SCIENCES INTL IN COM 09060J106 1663 445800 SH OTR 1 0 445800 0 BIODELIVERY SCIENCES INTL IN COM 09060J106 371 99500 SH SOLE 99500 0 0 BIOGEN INC COM 09062X103 1410 4970 SH OTR 5 0 4970 0 BIOGEN INC COM 09062X103 22654 79856 SH OTR 1 0 79856 0 BIOGEN INC COM 09062X103 1516 5345 SH SOLE 5345 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 5967 5686000 PRN DFND 1 0 5686000 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 325 325000 PRN SOLE 325000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 85 81000 PRN OTR 4 0 81000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 49284 46854000 PRN OTR 1 0 46854000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 14535 13818000 PRN SOLE 13818000 0 0 BJS WHSL CLUB HLDGS INC COM 05550J101 7092 170678 SH OTR 1 0 170678 0 BJS WHSL CLUB HLDGS INC COM 05550J101 793 19086 SH OTR 5 0 19086 0 BJS WHSL CLUB HLDGS INC COM 05550J101 1007 24247 SH SOLE 24247 0 0 BK OF AMERICA CORP COM 060505104 48601 2017487 SH OTR 1 0 2017487 0 BK OF AMERICA CORP COM 060505104 5941 246630 SH SOLE 246630 0 0 BK OF AMERICA CORP 7.25%CNV PFD L 060505682 137 92 SH OTR 4 0 92 0 BK OF AMERICA CORP COM 060505104 929 38580 SH OTR 5 0 38580 0 BK OF AMERICA CORP 7.25%CNV PFD L 060505682 9102 6117 SH DFND 1 0 6117 0 BK OF AMERICA CORP 7.25%CNV PFD L 060505682 19589 13156 SH SOLE 13156 0 0 BK OF AMERICA CORP 7.25%CNV PFD L 060505682 30834 20708 SH OTR 1 0 20708 0 BLACKBAUD INC COM 09227Q100 190 3400 SH SOLE 3400 0 0 BLACKBAUD INC COM 09227Q100 865 15487 SH OTR 1 0 15487 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 124 90000 PRN SOLE 90000 0 0 BLACKLINE INC COM 09239B109 1470 16400 SH OTR 1 0 16400 0 BLACKLINE INC COM 09239B109 332 3700 SH SOLE 3700 0 0 BLACKROCK CORPOR HI YLD FD I COM 09255P107 1057 99000 SH SOLE 99000 0 0 BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 2764 187485 SH SOLE 187485 0 0 BLACKROCK INC COM 09247X101 777 1378 SH OTR 5 0 1378 0 BLACKROCK INC COM 09247X101 16568 29400 SH OTR 1 0 29400 0 BLACKROCK INC COM 09247X101 2727 4839 SH SOLE 4839 0 0 BLACKROCK INVT QUALITY MUN T COM 09247D105 717 45846 SH SOLE 45846 0 0 BLACKROCK INVT QUALITY MUN T COM 09247D105 354 22632 SH OTR 1 0 22632 0 BLACKROCK LTD DURATION INC T COM SHS 09249W101 778 52917 SH SOLE 52917 0 0 BLACKROCK MUN BD TR COM 09249H104 1165 76627 SH SOLE 76627 0 0 BLACKROCK MUN INCM INVT QTY COM 09250G102 538 38091 SH OTR 1 0 38091 0 BLACKROCK MUN INCM INVT QTY COM 09250G102 564 39901 SH SOLE 39901 0 0 BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 31626 1265537 SH SOLE 1265537 0 0 BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 11055 442357 SH OTR 1 0 442357 0 BLACKROCK MUNI INTER DR FD I COM 09253X102 25163 1793533 SH SOLE 1793533 0 0 BLACKROCK MUNI INTER DR FD I COM 09253X102 3372 240316 SH OTR 1 0 240316 0 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 4335 383598 SH OTR 1 0 383598 0 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 3486 308481 SH SOLE 308481 0 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 5361 394470 SH OTR 1 0 394470 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 16304 1199718 SH SOLE 1199718 0 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 11946 887551 SH SOLE 887551 0 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 5676 421662 SH OTR 1 0 421662 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 16443 1176208 SH SOLE 1176208 0 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 9116 652094 SH OTR 1 0 652094 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 945 70458 SH OTR 1 0 70458 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 1073 80009 SH SOLE 80009 0 0 BLACKROCK MUNIHOLDINGS FD II COM 09253P109 1168 79629 SH SOLE 79629 0 0 BLACKROCK MUNIHOLDINGS FD II COM 09253P109 266 18164 SH OTR 1 0 18164 0 BLACKROCK MUNIHOLDINGS QUALI COM 09254A101 1507 116998 SH OTR 1 0 116998 0 BLACKROCK MUNIHOLDINGS QUALI COM 09254A101 6794 527455 SH SOLE 527455 0 0 BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 6420 505539 SH SOLE 505539 0 0 BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 2839 223574 SH OTR 1 0 223574 0 BLACKROCK MUNIYIELD QUALITY COM 09254G108 9005 688459 SH SOLE 688459 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254G108 8128 621423 SH OTR 1 0 621423 0 BLACKROCK MUNIYILD QULT FD I COM 09254F100 551 34416 SH SOLE 34416 0 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 3435 244978 SH OTR 1 0 244978 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 13037 929876 SH SOLE 929876 0 0 BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 2295 169234 SH SOLE 169234 0 0 BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 574 42359 SH OTR 1 0 42359 0 BLACKROCK NY MUN INCOME TR I COM 09249R102 772 56736 SH SOLE 56736 0 0 BLACKROCK NY MUN INCOME TR I COM 09249R102 381 28046 SH OTR 1 0 28046 0 BLACKSTONE GSO STRATEGIC CR COM SHS BEN IN 09257R101 390 31952 SH SOLE 31952 0 0 BLOCK H & R INC COM 093671105 2679 164480 SH OTR 1 0 164480 0 BLOCK H & R INC COM 093671105 213 13100 SH SOLE 13100 0 0 BLUE BIRD CORP COM 095306106 97 8000 SH SOLE 8000 0 0 BLUE BIRD CORP COM 095306106 432 35500 SH OTR 1 0 35500 0 BLUEGREEN VACATIONS CORP COM 09629F108 22 4400 SH SOLE 4400 0 0 BLUEGREEN VACATIONS CORP COM 09629F108 96 19600 SH OTR 1 0 19600 0 BLUEPRINT MEDICINES CORP COM 09627Y109 2537 27369 SH OTR 1 0 27369 0 BLUEPRINT MEDICINES CORP COM 09627Y109 561 6053 SH SOLE 6053 0 0 BNY MELLON MUN BD INFRASTRUC COM SHS 09662W109 235 17508 SH OTR 1 0 17508 0 BNY MELLON MUN BD INFRASTRUC COM SHS 09662W109 453 33645 SH SOLE 33645 0 0 BOEING CO COM 097023105 2404 14545 SH SOLE 14545 0 0 BOEING CO COM 097023105 714 4318 SH OTR 5 0 4318 0 BOEING CO COM 097023105 16124 97566 SH OTR 1 0 97566 0 BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 11051 12576000 PRN OTR 1 0 12576000 0 BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 2307 2625000 PRN SOLE 2625000 0 0 BOISE CASCADE CO DEL COM 09739D100 2275 57000 SH OTR 1 0 57000 0 BOISE CASCADE CO DEL COM 09739D100 511 12800 SH SOLE 12800 0 0 BONANZA CREEK ENERGY INC COM NEW 097793400 2224 118300 SH OTR 1 0 118300 0 BONANZA CREEK ENERGY INC COM NEW 097793400 498 26500 SH SOLE 26500 0 0 BOOKING HOLDINGS INC COM 09857L108 1841 1076 SH SOLE 1076 0 0 BOOKING HOLDINGS INC COM 09857L108 222 130 SH OTR 5 0 130 0 BOOKING HOLDINGS INC COM 09857L108 24764 14476 SH OTR 1 0 14476 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 3290 39648 SH OTR 1 0 39648 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 17 200 SH SOLE 200 0 0 BORGWARNER INC COM 099724106 1143 29512 SH OTR 1 0 29512 0 BORGWARNER INC COM 099724106 190 4901 SH SOLE 4901 0 0 BOSTON BEER INC CL A 100557107 2120 2400 SH OTR 1 0 2400 0 BOSTON BEER INC CL A 100557107 530 600 SH SOLE 600 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 709 128500 SH OTR 1 0 128500 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 154 27900 SH SOLE 27900 0 0 BOSTON PROPERTIES INC COM 101121101 2012 25051 SH OTR 1 0 25051 0 BOSTON PROPERTIES INC COM 101121101 308 3837 SH SOLE 3837 0 0 BOSTON SCIENTIFIC CORP COM 101137107 8990 235271 SH OTR 1 0 235271 0 BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206 379 3400 SH SOLE 3400 0 0 BOSTON SCIENTIFIC CORP COM 101137107 1442 37735 SH SOLE 37735 0 0 BOX INC CL A 10316T104 653 37600 SH SOLE 37600 0 0 BOX INC CL A 10316T104 2911 167700 SH OTR 1 0 167700 0 BRIDGE BANCORP INC COM 108035106 1310 75164 SH OTR 1 0 75164 0 BRIDGE BANCORP INC COM 108035106 292 16751 SH SOLE 16751 0 0 BRIDGEBIO PHARMA INC COM 10806X102 1625 43300 SH OTR 1 0 43300 0 BRIDGEBIO PHARMA INC COM 10806X102 368 9800 SH SOLE 9800 0 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 573 60334 SH OTR 1 0 60334 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 128 13500 SH SOLE 13500 0 0 BRIGHTCOVE INC COM 10921T101 98 9600 SH SOLE 9600 0 0 BRIGHTCOVE INC COM 10921T101 443 43300 SH OTR 1 0 43300 0 BRIGHTHOUSE FINL INC COM 10922N103 3759 139679 SH OTR 1 0 139679 0 BRIGHTHOUSE FINL INC COM 10922N103 0 0 SH SOLE 0 0 0 BRIGHTSPHERE INVT GROUP INC COM 10948W103 1082 83900 SH OTR 1 0 83900 0 BRIGHTSPHERE INVT GROUP INC COM 10948W103 239 18500 SH SOLE 18500 0 0 BRINKER INTL INC COM 109641100 384 9000 SH SOLE 9000 0 0 BRINKER INTL INC COM 109641100 1730 40500 SH OTR 1 0 40500 0 BRINKS CO COM 109696104 292 7100 SH OTR 1 0 7100 0 BRINKS CO COM 109696104 66 1600 SH SOLE 1600 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 136 2261 SH OTR 5 0 2261 0 BRISTOL-MYERS SQUIBB CO COM 110122108 3559 59026 SH SOLE 59026 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 21344 354018 SH OTR 1 0 354018 0 BRISTOW GROUP INC COM 11040G103 191 9000 SH SOLE 9000 0 0 BRISTOW GROUP INC COM 11040G103 871 41000 SH OTR 1 0 41000 0 BROADCOM INC COM 11135F101 4831 13260 SH SOLE 13260 0 0 BROADCOM INC COM 11135F101 49010 134524 SH OTR 1 0 134524 0 BROADCOM INC COM 11135F101 1659 4553 SH OTR 5 0 4553 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2165 16399 SH OTR 1 0 16399 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 411 3116 SH SOLE 3116 0 0 BROOKFIELD REAL ASSETS INCOM SHS BEN INT 112830104 781 47284 SH SOLE 47284 0 0 BROWN FORMAN CORP CL B 115637209 1957 25989 SH OTR 1 0 25989 0 BROWN FORMAN CORP CL B 115637209 399 5300 SH SOLE 5300 0 0 BRUKER CORP COM 116794108 285 7181 SH SOLE 7181 0 0 BRUKER CORP COM 116794108 8377 210745 SH OTR 1 0 210745 0 BRUNSWICK CORP COM 117043109 0 0 SH SOLE 0 0 0 BRUNSWICK CORP COM 117043109 2316 39309 SH OTR 1 0 39309 0 BUILDERS FIRSTSOURCE INC COM 12008R107 825 25300 SH SOLE 25300 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 3676 112700 SH OTR 1 0 112700 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 376 3682 SH SOLE 3682 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1962 19197 SH OTR 1 0 19197 0 CABOT OIL & GAS CORP COM 127097103 190 10929 SH SOLE 10929 0 0 CABOT OIL & GAS CORP COM 127097103 985 56754 SH OTR 1 0 56754 0 CACI INTL INC CL A 127190304 0 0 SH SOLE 0 0 0 CACI INTL INC CL A 127190304 3263 15309 SH OTR 1 0 15309 0 CADENCE DESIGN SYSTEM INC COM 127387108 11565 108463 SH OTR 1 0 108463 0 CADENCE DESIGN SYSTEM INC COM 127387108 786 7375 SH SOLE 7375 0 0 CAESARS ENTERTAINMENT INC NE COM 12769G100 308 5500 SH SOLE 5500 0 0 CAESARS ENTERTAINMENT INC NE COM 12769G100 1345 24000 SH OTR 1 0 24000 0 CALIFORNIA WTR SVC GROUP COM 130788102 912 20995 SH OTR 1 0 20995 0 CALIFORNIA WTR SVC GROUP COM 130788102 196 4500 SH SOLE 4500 0 0 CALIX INC COM 13100M509 180 10100 SH OTR 1 0 10100 0 CALIX INC COM 13100M509 39 2200 SH SOLE 2200 0 0 CAMPBELL SOUP CO COM 134429109 1394 28827 SH OTR 1 0 28827 0 CAMPBELL SOUP CO COM 134429109 249 5158 SH SOLE 5158 0 0 CAPITAL ONE FINL CORP COM 14040H105 860 11973 SH SOLE 11973 0 0 CAPITAL ONE FINL CORP COM 14040H105 5877 81789 SH OTR 1 0 81789 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 212 37800 SH SOLE 37800 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 949 168800 SH OTR 1 0 168800 0 CARDINAL HEALTH INC COM 14149Y108 16758 356941 SH OTR 1 0 356941 0 CARDINAL HEALTH INC COM 14149Y108 767 16337 SH SOLE 16337 0 0 CARDINAL HEALTH INC COM 14149Y108 299 6360 SH OTR 5 0 6360 0 CARETRUST REIT INC COM 14174T107 365 20500 SH SOLE 20500 0 0 CARETRUST REIT INC COM 14174T107 1632 91700 SH OTR 1 0 91700 0 CARGURUS INC COM CL A 141788109 813 37600 SH OTR 1 0 37600 0 CARGURUS INC COM CL A 141788109 188 8700 SH SOLE 8700 0 0 CARLISLE COS INC COM 142339100 159 1300 SH SOLE 1300 0 0 CARLISLE COS INC COM 142339100 208 1700 SH OTR 1 0 1700 0 CARMAX INC COM 143130102 399 4345 SH SOLE 4345 0 0 CARMAX INC COM 143130102 2134 23221 SH OTR 1 0 23221 0 CARNIVAL CORP UNIT 99/99/9999 143658300 1119 73743 SH OTR 1 0 73743 0 CARNIVAL CORP UNIT 99/99/9999 143658300 205 13516 SH SOLE 13516 0 0 CARPARTS COM INC COM 14427M107 670 62000 SH OTR 1 0 62000 0 CARPARTS COM INC COM 14427M107 145 13400 SH SOLE 13400 0 0 CARRIAGE SVCS INC COM 143905107 125 5600 SH SOLE 5600 0 0 CARRIAGE SVCS INC COM 143905107 571 25600 SH OTR 1 0 25600 0 CARRIER GLOBAL CORPORATION COM 14448C104 11557 378419 SH OTR 1 0 378419 0 CARRIER GLOBAL CORPORATION COM 14448C104 651 21317 SH SOLE 21317 0 0 CARS COM INC COM 14575E105 339 41900 SH SOLE 41900 0 0 CARS COM INC COM 14575E105 1483 183600 SH OTR 1 0 183600 0 CATALENT INC COM 148806102 377 4398 SH SOLE 4398 0 0 CATALENT INC COM 148806102 3553 41483 SH OTR 1 0 41483 0 CATERPILLAR INC DEL COM 149123101 2129 14273 SH SOLE 14273 0 0 CATERPILLAR INC DEL COM 149123101 12689 85075 SH OTR 1 0 85075 0 CATHAY GEN BANCORP COM 149150104 373 17200 SH SOLE 17200 0 0 CATHAY GEN BANCORP COM 149150104 1674 77200 SH OTR 1 0 77200 0 CAVCO INDS INC DEL COM 149568107 505 2800 SH SOLE 2800 0 0 CAVCO INDS INC DEL COM 149568107 2236 12400 SH OTR 1 0 12400 0 CBOE GLOBAL MARKETS INC COM 12503M108 251 2863 SH SOLE 2863 0 0 CBOE GLOBAL MARKETS INC COM 12503M108 4412 50285 SH OTR 1 0 50285 0 CBRE GROUP INC CL A 12504L109 416 8857 SH SOLE 8857 0 0 CBRE GROUP INC CL A 12504L109 2242 47740 SH OTR 1 0 47740 0 CDK GLOBAL INC COM 12508E101 520 11929 SH SOLE 11929 0 0 CDK GLOBAL INC COM 12508E101 14547 333719 SH OTR 1 0 333719 0 CDK GLOBAL INC COM 12508E101 750 17210 SH OTR 5 0 17210 0 CDW CORP COM 12514G108 8091 67694 SH OTR 1 0 67694 0 CDW CORP COM 12514G108 462 3866 SH SOLE 3866 0 0 CELANESE CORP DEL COM 150870103 354 3292 SH SOLE 3292 0 0 CELANESE CORP DEL COM 150870103 1810 16844 SH OTR 1 0 16844 0 CENTENE CORP DEL COM 15135B101 906 15539 SH SOLE 15539 0 0 CENTENE CORP DEL COM 15135B101 14534 249173 SH OTR 1 0 249173 0 CENTENE CORP DEL COM 15135B101 540 9257 SH OTR 5 0 9257 0 CENTERPOINT ENERGY INC COM 15189T107 280 14457 SH SOLE 14457 0 0 CENTERPOINT ENERGY INC COM 15189T107 1907 98573 SH OTR 1 0 98573 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 600 16600 SH SOLE 16600 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 2682 74200 SH OTR 1 0 74200 0 CENTRAL PAC FINL CORP COM NEW 154760409 209 15400 SH SOLE 15400 0 0 CENTRAL PAC FINL CORP COM NEW 154760409 928 68400 SH OTR 1 0 68400 0 CENTURY BANCORP INC MASS CL A NON VTG 156432106 596 9065 SH OTR 1 0 9065 0 CENTURY BANCORP INC MASS CL A NON VTG 156432106 126 1921 SH SOLE 1921 0 0 CENTURY CMNTYS INC COM 156504300 622 14700 SH SOLE 14700 0 0 CENTURY CMNTYS INC COM 156504300 2781 65700 SH OTR 1 0 65700 0 CERENCE INC COM 156727109 454 9300 SH OTR 1 0 9300 0 CERENCE INC COM 156727109 103 2100 SH SOLE 2100 0 0 CERNER CORP COM 156782104 1187 16421 SH OTR 5 0 16421 0 CERNER CORP COM 156782104 17717 245087 SH OTR 1 0 245087 0 CERNER CORP COM 156782104 1127 15595 SH SOLE 15595 0 0 CF INDS HLDGS INC COM 125269100 720 23433 SH SOLE 23433 0 0 CF INDS HLDGS INC COM 125269100 9614 313049 SH OTR 1 0 313049 0 CF INDS HLDGS INC COM 125269100 1041 33890 SH OTR 5 0 33890 0 CHANNELADVISOR CORP COM 159179100 1962 135600 SH OTR 1 0 135600 0 CHANNELADVISOR CORP COM 159179100 440 30400 SH SOLE 30400 0 0 CHARLES RIV LABS INTL INC COM 159864107 15856 70019 SH OTR 1 0 70019 0 CHARLES RIV LABS INTL INC COM 159864107 0 0 SH SOLE 0 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 3329 5332 SH SOLE 5332 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 1751 2804 SH OTR 5 0 2804 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 34688 55560 SH OTR 1 0 55560 0 CHEGG INC NOTE 0.250% 5/1 163092AB5 245 92000 PRN SOLE 92000 0 0 CHEMOCENTRYX INC COM 16383L106 312 5700 SH SOLE 5700 0 0 CHEMOCENTRYX INC COM 16383L106 1403 25600 SH OTR 1 0 25600 0 CHENIERE ENERGY INC COM NEW 16411R208 37 800 SH SOLE 800 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 189 260000 PRN SOLE 260000 0 0 CHENIERE ENERGY INC COM NEW 16411R208 942 20365 SH OTR 1 0 20365 0 CHERRY HILL MTG INVT CORP COM 164651101 1930 214900 SH OTR 1 0 214900 0 CHERRY HILL MTG INVT CORP COM 164651101 432 48100 SH SOLE 48100 0 0 CHEVRON CORP NEW COM 166764100 693 9628 SH OTR 5 0 9628 0 CHEVRON CORP NEW COM 166764100 3631 50436 SH SOLE 50436 0 0 CHEVRON CORP NEW COM 166764100 22475 312153 SH OTR 1 0 312153 0 CHIMERA INVT CORP COM NEW 16934Q208 245 29900 SH SOLE 29900 0 0 CHIMERA INVT CORP COM NEW 16934Q208 1059 129100 SH OTR 1 0 129100 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 980 788 SH SOLE 788 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 12859 10339 SH OTR 1 0 10339 0 CHURCH & DWIGHT INC COM 171340102 3300 35216 SH OTR 1 0 35216 0 CHURCH & DWIGHT INC COM 171340102 621 6627 SH SOLE 6627 0 0 CHURCHILL DOWNS INC COM 171484108 197 1200 SH SOLE 1200 0 0 CHURCHILL DOWNS INC COM 171484108 917 5600 SH OTR 1 0 5600 0 CIGNA CORP NEW COM 125523100 10256 60540 SH OTR 1 0 60540 0 CIGNA CORP NEW COM 125523100 1637 9662 SH SOLE 9662 0 0 CINCINNATI FINL CORP COM 172062101 306 3924 SH SOLE 3924 0 0 CINCINNATI FINL CORP COM 172062101 1661 21301 SH OTR 1 0 21301 0 CINTAS CORP COM 172908105 899 2702 SH SOLE 2702 0 0 CINTAS CORP COM 172908105 12818 38513 SH OTR 1 0 38513 0 CIRRUS LOGIC INC COM 172755100 6766 100304 SH OTR 1 0 100304 0 CIRRUS LOGIC INC COM 172755100 459 6800 SH SOLE 6800 0 0 CISCO SYS INC COM 17275R102 4861 123402 SH SOLE 123402 0 0 CISCO SYS INC COM 17275R102 26929 683643 SH OTR 1 0 683643 0 CISCO SYS INC COM 17275R102 376 9545 SH OTR 5 0 9545 0 CIT GROUP INC COM NEW 125581801 276 15600 SH OTR 1 0 15600 0 CIT GROUP INC COM NEW 125581801 62 3500 SH SOLE 3500 0 0 CITI TRENDS INC COM 17306X102 1152 46100 SH OTR 1 0 46100 0 CITI TRENDS INC COM 17306X102 257 10300 SH SOLE 10300 0 0 CITIGROUP INC COM NEW 172967424 2377 55144 SH SOLE 55144 0 0 CITIGROUP INC COM NEW 172967424 13790 319884 SH OTR 1 0 319884 0 CITIZENS FINL GROUP INC COM 174610105 295 11661 SH SOLE 11661 0 0 CITIZENS FINL GROUP INC COM 174610105 1536 60776 SH OTR 1 0 60776 0 CITRIX SYS INC COM 177376100 1148 8336 SH OTR 5 0 8336 0 CITRIX SYS INC COM 177376100 884 6416 SH SOLE 6416 0 0 CITRIX SYS INC COM 177376100 23763 172560 SH OTR 1 0 172560 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 96 7670 SH SOLE 7670 0 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 426 34029 SH OTR 1 0 34029 0 CLEAN HARBORS INC COM 184496107 446 7953 SH SOLE 7953 0 0 CLEAN HARBORS INC COM 184496107 6695 119484 SH OTR 1 0 119484 0 CLEARWAY ENERGY INC CL C 18539C204 1348 50000 SH OTR 1 0 50000 0 CLEARWAY ENERGY INC CL C 18539C204 310 11500 SH SOLE 11500 0 0 CLEARWAY ENERGY INC CL A 18539C105 590 23900 SH SOLE 23900 0 0 CLEARWAY ENERGY INC CL A 18539C105 2618 106000 SH OTR 1 0 106000 0 CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 39 38000 PRN OTR 4 0 38000 0 CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 2718 2630000 PRN DFND 1 0 2630000 0 CLOROX CO DEL COM 189054109 731 3476 SH SOLE 3476 0 0 CLOROX CO DEL COM 189054109 3777 17972 SH OTR 1 0 17972 0 CLOUDERA INC COM 18914U100 145 13300 SH SOLE 13300 0 0 CLOUDERA INC COM 18914U100 637 58500 SH OTR 1 0 58500 0 CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 100 140000 PRN SOLE 140000 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 103 110000 PRN SOLE 110000 0 0 CME GROUP INC COM 12572Q105 1549 9260 SH SOLE 9260 0 0 CME GROUP INC COM 12572Q105 9531 56969 SH OTR 1 0 56969 0 CMS ENERGY CORP COM 125896100 464 7556 SH SOLE 7556 0 0 CMS ENERGY CORP COM 125896100 2503 40764 SH OTR 1 0 40764 0 CNO FINL GROUP INC COM 12621E103 212 13200 SH SOLE 13200 0 0 CNO FINL GROUP INC COM 12621E103 946 59000 SH OTR 1 0 59000 0 COCA COLA CO COM 191216100 553 11201 SH OTR 5 0 11201 0 COCA COLA CO COM 191216100 5207 105472 SH SOLE 105472 0 0 COCA COLA CO COM 191216100 32265 653541 SH OTR 1 0 653541 0 COCA COLA CONS INC COM 191098102 533 2214 SH SOLE 2214 0 0 COCA COLA CONS INC COM 191098102 2363 9818 SH OTR 1 0 9818 0 COEUR MNG INC COM NEW 192108504 65 8800 SH OTR 1 0 8800 0 COEUR MNG INC COM NEW 192108504 15 2000 SH SOLE 2000 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 992 14291 SH SOLE 14291 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6727 96908 SH OTR 1 0 96908 0 COLGATE PALMOLIVE CO COM 194162103 1300 16844 SH OTR 5 0 16844 0 COLGATE PALMOLIVE CO COM 194162103 1867 24205 SH SOLE 24205 0 0 COLGATE PALMOLIVE CO COM 194162103 15051 195082 SH OTR 1 0 195082 0 COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 131 101000 PRN SOLE 101000 0 0 COLUMBIA PPTY TR INC COM NEW 198287203 185 17000 SH OTR 1 0 17000 0 COLUMBIA PPTY TR INC COM NEW 198287203 44 4000 SH SOLE 4000 0 0 COMCAST CORP NEW CL A 20030N101 708 15301 SH OTR 5 0 15301 0 COMCAST CORP NEW CL A 20030N101 33809 730842 SH OTR 1 0 730842 0 COMCAST CORP NEW CL A 20030N101 5762 124550 SH SOLE 124550 0 0 COMERICA INC COM 200340107 1594 41664 SH OTR 1 0 41664 0 COMERICA INC COM 200340107 347 9065 SH SOLE 9065 0 0 COMERICA INC COM 200340107 140 3672 SH OTR 5 0 3672 0 COMFORT SYS USA INC COM 199908104 2849 55300 SH OTR 1 0 55300 0 COMFORT SYS USA INC COM 199908104 639 12400 SH SOLE 12400 0 0 COMMERCIAL METALS CO COM 201723103 38 1900 SH SOLE 1900 0 0 COMMERCIAL METALS CO COM 201723103 172 8600 SH OTR 1 0 8600 0 COMMUNITY BK SYS INC COM 203607106 408 7500 SH OTR 1 0 7500 0 COMMUNITY BK SYS INC COM 203607106 87 1600 SH SOLE 1600 0 0 COMMVAULT SYSTEMS INC COM 204166102 616 15100 SH SOLE 15100 0 0 COMMVAULT SYSTEMS INC COM 204166102 2750 67401 SH OTR 1 0 67401 0 COMPUTER PROGRAMS & SYS INC COM 205306103 110 4000 SH SOLE 4000 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 493 17850 SH OTR 1 0 17850 0 CONAGRA BRANDS INC COM 205887102 465 13014 SH SOLE 13014 0 0 CONAGRA BRANDS INC COM 205887102 2484 69556 SH OTR 1 0 69556 0 CONCHO RES INC COM 20605P101 506 11459 SH OTR 5 0 11459 0 CONCHO RES INC COM 20605P101 268 6069 SH SOLE 6069 0 0 CONCHO RES INC COM 20605P101 7274 164858 SH OTR 1 0 164858 0 CONDUENT INC COM 206787103 484 152300 SH SOLE 152300 0 0 CONDUENT INC COM 206787103 2156 678100 SH OTR 1 0 678100 0 CONMED CORP COM 207410101 543 6900 SH SOLE 6900 0 0 CONMED CORP COM 207410101 2439 31000 SH OTR 1 0 31000 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 27000 24010000 PRN OTR 1 0 24010000 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 4930 4384000 PRN SOLE 4384000 0 0 CONOCOPHILLIPS COM 20825C104 7554 230018 SH OTR 1 0 230018 0 CONOCOPHILLIPS COM 20825C104 443 13488 SH OTR 5 0 13488 0 CONOCOPHILLIPS COM 20825C104 971 29575 SH SOLE 29575 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 585 102800 SH OTR 1 0 102800 0 CONSOLIDATED COMM HLDGS INC COM 209034107 130 22900 SH SOLE 22900 0 0 CONSOLIDATED EDISON INC COM 209115104 688 8844 SH SOLE 8844 0 0 CONSOLIDATED EDISON INC COM 209115104 6618 85064 SH OTR 1 0 85064 0 CONSOLIDATED EDISON INC COM 209115104 298 3830 SH OTR 5 0 3830 0 CONSTELLATION BRANDS INC CL A 21036P108 5822 30721 SH OTR 1 0 30721 0 CONSTELLATION BRANDS INC CL A 21036P108 883 4660 SH SOLE 4660 0 0 COOPER COS INC COM NEW 216648402 458 1360 SH SOLE 1360 0 0 COOPER COS INC COM NEW 216648402 2358 6996 SH OTR 1 0 6996 0 COOPER TIRE & RUBR CO COM 216831107 178 5600 SH OTR 1 0 5600 0 COOPER TIRE & RUBR CO COM 216831107 38 1200 SH SOLE 1200 0 0 COPART INC COM 217204106 565 5372 SH SOLE 5372 0 0 COPART INC COM 217204106 3094 29418 SH OTR 1 0 29418 0 CORCEPT THERAPEUTICS INC COM 218352102 2672 153500 SH OTR 1 0 153500 0 CORCEPT THERAPEUTICS INC COM 218352102 597 34300 SH SOLE 34300 0 0 CORE MARK HOLDING CO INC COM 218681104 46 1600 SH SOLE 1600 0 0 CORE MARK HOLDING CO INC COM 218681104 194 6700 SH OTR 1 0 6700 0 CORELOGIC INC COM 21871D103 683 10100 SH OTR 1 0 10100 0 CORELOGIC INC COM 21871D103 433 6400 SH SOLE 6400 0 0 CORNERSTONE ONDEMAND INC COM 21925Y103 615 16919 SH OTR 1 0 16919 0 CORNERSTONE ONDEMAND INC COM 21925Y103 131 3600 SH SOLE 3600 0 0 CORNING INC COM 219350105 3512 108353 SH OTR 1 0 108353 0 CORNING INC COM 219350105 653 20157 SH SOLE 20157 0 0 CORTEVA INC COM 22052L104 566 19648 SH SOLE 19648 0 0 CORTEVA INC COM 22052L104 3071 106590 SH OTR 1 0 106590 0 CORVEL CORP COM 221006109 350 4100 SH SOLE 4100 0 0 CORVEL CORP COM 221006109 1580 18500 SH OTR 1 0 18500 0 COSTCO WHSL CORP NEW COM 22160K105 32734 92208 SH OTR 1 0 92208 0 COSTCO WHSL CORP NEW COM 22160K105 4581 12905 SH SOLE 12905 0 0 COSTCO WHSL CORP NEW COM 22160K105 875 2464 SH OTR 5 0 2464 0 COUPA SOFTWARE INC NOTE 0.375% 1/1 22266LAB2 438 71000 PRN SOLE 71000 0 0 COUPA SOFTWARE INC COM 22266L106 55 200 SH SOLE 200 0 0 COUPA SOFTWARE INC COM 22266L106 3514 12815 SH OTR 1 0 12815 0 COVENANT LOGISTICS GROUP INC CL A 22284P105 138 7900 SH SOLE 7900 0 0 COVENANT LOGISTICS GROUP INC CL A 22284P105 630 36000 SH OTR 1 0 36000 0 COVETRUS INC COM 22304C100 749 30700 SH SOLE 30700 0 0 COVETRUS INC COM 22304C100 3348 137200 SH OTR 1 0 137200 0 COWEN INC CL A NEW 223622606 1088 66900 SH OTR 1 0 66900 0 COWEN INC CL A NEW 223622606 251 15400 SH SOLE 15400 0 0 CRANE CO COM 224399105 10 200 SH SOLE 200 0 0 CRANE CO COM 224399105 1042 20787 SH OTR 1 0 20787 0 CRAWFORD & CO CL A 224633206 14 2142 SH SOLE 2142 0 0 CRAWFORD & CO CL A 224633206 62 9482 SH OTR 1 0 9482 0 CREE INC NOTE 0.875% 9/0 225447AB7 131 105000 PRN SOLE 105000 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 220 1323 SH OTR 5 0 1323 0 CROWN CASTLE INTL CORP NEW COM 22822V101 2216 13307 SH SOLE 13307 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 12372 74308 SH OTR 1 0 74308 0 CSG SYS INTL INC COM 126349109 61 1500 SH SOLE 1500 0 0 CSG SYS INTL INC COM 126349109 287 7000 SH OTR 1 0 7000 0 CSX CORP COM 126408103 1407 18109 SH SOLE 18109 0 0 CSX CORP COM 126408103 11099 142902 SH OTR 1 0 142902 0 CSX CORP COM 126408103 447 5752 SH OTR 5 0 5752 0 CUBESMART COM 229663109 0 0 SH SOLE 0 0 0 CUBESMART COM 229663109 665 20583 SH OTR 1 0 20583 0 CUMMINS INC COM 231021106 6726 31854 SH OTR 1 0 31854 0 CUMMINS INC COM 231021106 33 156 SH OTR 5 0 156 0 CUMMINS INC COM 231021106 832 3941 SH SOLE 3941 0 0 CURO GROUP HOLDINGS CORP COM 23131L107 177 25100 SH SOLE 25100 0 0 CURO GROUP HOLDINGS CORP COM 23131L107 806 114300 SH OTR 1 0 114300 0 CURTISS WRIGHT CORP COM 231561101 837 8976 SH OTR 1 0 8976 0 CURTISS WRIGHT CORP COM 231561101 0 0 SH SOLE 0 0 0 CUSTOMERS BANCORP INC COM 23204G100 332 29683 SH SOLE 29683 0 0 CUSTOMERS BANCORP INC COM 23204G100 1479 132078 SH OTR 1 0 132078 0 CVS HEALTH CORP COM 126650100 12249 209745 SH OTR 1 0 209745 0 CVS HEALTH CORP COM 126650100 1999 34223 SH SOLE 34223 0 0 CYBEROPTICS CORP COM 232517102 595 18700 SH OTR 1 0 18700 0 CYBEROPTICS CORP COM 232517102 137 4300 SH SOLE 4300 0 0 CYRUSONE INC COM 23283R100 0 0 SH SOLE 0 0 0 CYRUSONE INC COM 23283R100 2696 38504 SH OTR 1 0 38504 0 D R HORTON INC COM 23331A109 3564 47127 SH OTR 1 0 47127 0 D R HORTON INC COM 23331A109 681 9000 SH SOLE 9000 0 0 DANA INCORPORATED COM 235825205 30 2400 SH SOLE 2400 0 0 DANA INCORPORATED COM 235825205 137 11100 SH OTR 1 0 11100 0 DANAHER CORPORATION COM 235851102 20921 97159 SH OTR 1 0 97159 0 DANAHER CORPORATION DBCV 1/2 235851AF9 106276 12898000 PRN OTR 1 0 12898000 0 DANAHER CORPORATION 4.75 MND CV PFD 235851300 2222 1500 SH SOLE 1500 0 0 DANAHER CORPORATION DBCV 1/2 235851AF9 36214 4395000 PRN SOLE 4395000 0 0 DANAHER CORPORATION COM 235851102 3685 17111 SH SOLE 17111 0 0 DANAHER CORPORATION COM 235851102 60 279 SH OTR 5 0 279 0 DANAHER CORPORATION 4.75 MND CV PFD 235851300 289 196 SH OTR 4 0 196 0 DANAHER CORPORATION 4.75 MND CV PFD 235851300 19371 13125 SH DFND 1 0 13125 0 DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 541 4000 SH OTR 1 0 4000 0 DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 1 11 SH DFND 1 0 11 0 DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 0 0 SH SOLE 0 0 0 DARDEN RESTAURANTS INC COM 237194105 13351 132527 SH OTR 1 0 132527 0 DARDEN RESTAURANTS INC COM 237194105 489 4850 SH SOLE 4850 0 0 DARDEN RESTAURANTS INC COM 237194105 1233 12240 SH OTR 5 0 12240 0 DAVITA INC COM 23918K108 153 1786 SH SOLE 1786 0 0 DAVITA INC COM 23918K108 5681 66323 SH OTR 1 0 66323 0 DBX ETF TR XTRACK HRVST CSI 233051879 3963 114926 SH OTR 1 0 114926 0 DBX ETF TR XTRACK HRVST CSI 233051879 552 16000 SH SOLE 16000 0 0 DECIPHERA PHARMACEUTICALS IN COM 24344T101 400 7800 SH SOLE 7800 0 0 DECIPHERA PHARMACEUTICALS IN COM 24344T101 1790 34900 SH OTR 1 0 34900 0 DECKERS OUTDOOR CORP COM 243537107 506 2300 SH SOLE 2300 0 0 DECKERS OUTDOOR CORP COM 243537107 2266 10300 SH OTR 1 0 10300 0 DEERE & CO COM 244199105 1588 7167 SH OTR 5 0 7167 0 DEERE & CO COM 244199105 2550 11507 SH SOLE 11507 0 0 DEERE & CO COM 244199105 18146 81874 SH OTR 1 0 81874 0 DEL TACO RESTAURANTS INC NEW COM 245496104 1130 137800 SH OTR 1 0 137800 0 DEL TACO RESTAURANTS INC NEW COM 245496104 253 30800 SH SOLE 30800 0 0 DELAWARE INVTS MINN MUN INCO COM 24610V103 7337 564399 SH SOLE 564399 0 0 DELAWARE INVTS NATL MUN INCO SH BEN INT 24610T108 3161 256199 SH SOLE 256199 0 0 DELL TECHNOLOGIES INC CL C 24703L202 41 600 SH SOLE 600 0 0 DELL TECHNOLOGIES INC CL C 24703L202 1198 17697 SH OTR 1 0 17697 0 DELTA AIR LINES INC DEL COM NEW 247361702 2777 90826 SH OTR 1 0 90826 0 DELTA AIR LINES INC DEL COM NEW 247361702 461 15064 SH SOLE 15064 0 0 DELUXE CORP COM 248019101 183 7100 SH SOLE 7100 0 0 DELUXE CORP COM 248019101 813 31600 SH OTR 1 0 31600 0 DENTSPLY SIRONA INC COM 24906P109 252 5764 SH SOLE 5764 0 0 DENTSPLY SIRONA INC COM 24906P109 1944 44452 SH OTR 1 0 44452 0 DEVON ENERGY CORP NEW COM 25179M103 135 14222 SH SOLE 14222 0 0 DEVON ENERGY CORP NEW COM 25179M103 2591 273861 SH OTR 1 0 273861 0 DEXCOM INC COM 252131107 5661 13733 SH OTR 1 0 13733 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 8491 3361000 PRN DFND 1 0 3361000 0 DEXCOM INC COM 252131107 1055 2559 SH SOLE 2559 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 46 18000 PRN SOLE 18000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 121 48000 PRN OTR 4 0 48000 0 DHI GROUP INC COM 23331S100 361 159900 SH OTR 1 0 159900 0 DHI GROUP INC COM 23331S100 86 38100 SH SOLE 38100 0 0 DIAMONDBACK ENERGY INC COM 25278X109 677 22473 SH OTR 1 0 22473 0 DIAMONDBACK ENERGY INC COM 25278X109 127 4219 SH SOLE 4219 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 15 2900 SH SOLE 2900 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 66 13100 SH OTR 1 0 13100 0 DICKS SPORTING GOODS INC COM 253393102 428 7400 SH SOLE 7400 0 0 DICKS SPORTING GOODS INC COM 253393102 4485 77489 SH OTR 1 0 77489 0 DIGITAL RLTY TR INC COM 253868103 7035 47937 SH OTR 1 0 47937 0 DIGITAL RLTY TR INC COM 253868103 1284 8746 SH SOLE 8746 0 0 DIGITAL TURBINE INC COM NEW 25400W102 52 1600 SH SOLE 1600 0 0 DIGITAL TURBINE INC COM NEW 25400W102 232 7100 SH OTR 1 0 7100 0 DIODES INC COM 254543101 514 9100 SH SOLE 9100 0 0 DIODES INC COM 254543101 2269 40200 SH OTR 1 0 40200 0 DISCOVER FINL SVCS COM 254709108 2869 49653 SH OTR 1 0 49653 0 DISCOVER FINL SVCS COM 254709108 459 7936 SH SOLE 7936 0 0 DISCOVERY INC COM SER C 25470F302 151 7716 SH SOLE 7716 0 0 DISCOVERY INC COM SER A 25470F104 497 22812 SH OTR 1 0 22812 0 DISCOVERY INC COM SER A 25470F104 118 5420 SH SOLE 5420 0 0 DISCOVERY INC COM SER C 25470F302 864 44078 SH OTR 1 0 44078 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 92 100000 PRN OTR 5 0 100000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 18478 20074000 PRN SOLE 20074000 0 0 DISH NETWORK CORPORATION CL A 25470M109 169 5821 SH SOLE 5821 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 12471 13800000 PRN SOLE 13800000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 81 88000 PRN OTR 4 0 88000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 5415 5899000 PRN DFND 1 0 5899000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 50859 55252000 PRN OTR 1 0 55252000 0 DISH NETWORK CORPORATION CL A 25470M109 1020 35129 SH OTR 1 0 35129 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 56065 62039000 PRN OTR 1 0 62039000 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 136 150000 PRN OTR 5 0 150000 0 DISNEY WALT CO COM DISNEY 254687106 844 6799 SH OTR 5 0 6799 0 DISNEY WALT CO COM DISNEY 254687106 6341 51108 SH SOLE 51108 0 0 DISNEY WALT CO COM DISNEY 254687106 36326 292760 SH OTR 1 0 292760 0 DOCUSIGN INC COM 256163106 7426 34499 SH OTR 1 0 34499 0 DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 408 135000 PRN SOLE 135000 0 0 DOCUSIGN INC COM 256163106 129 600 SH SOLE 600 0 0 DOLLAR GEN CORP NEW COM 256677105 1436 6852 SH OTR 5 0 6852 0 DOLLAR GEN CORP NEW COM 256677105 1984 9467 SH SOLE 9467 0 0 DOLLAR GEN CORP NEW COM 256677105 25387 121108 SH OTR 1 0 121108 0 DOLLAR TREE INC COM 256746108 575 6295 SH SOLE 6295 0 0 DOLLAR TREE INC COM 256746108 8634 94522 SH OTR 1 0 94522 0 DOMINION ENERGY INC COM 25746U109 1563 19806 SH OTR 5 0 19806 0 DOMINION ENERGY INC COM 25746U109 2031 25732 SH SOLE 25732 0 0 DOMINION ENERGY INC COM 25746U109 16559 209797 SH OTR 1 0 209797 0 DOMINOS PIZZA INC COM 25754A201 1168 2747 SH OTR 5 0 2747 0 DOMINOS PIZZA INC COM 25754A201 23418 55065 SH OTR 1 0 55065 0 DOMINOS PIZZA INC COM 25754A201 1032 2427 SH SOLE 2427 0 0 DONEGAL GROUP INC CL A 257701201 114 8100 SH OTR 1 0 8100 0 DONEGAL GROUP INC CL A 257701201 31 2200 SH SOLE 2200 0 0 DONNELLEY FINL SOLUTIONS INC COM 25787G100 338 25300 SH SOLE 25300 0 0 DONNELLEY FINL SOLUTIONS INC COM 25787G100 1504 112600 SH OTR 1 0 112600 0 DOVER CORP COM 260003108 2221 20501 SH OTR 1 0 20501 0 DOVER CORP COM 260003108 400 3693 SH SOLE 3693 0 0 DOW INC COM 260557103 5972 126926 SH OTR 1 0 126926 0 DOW INC COM 260557103 856 18186 SH SOLE 18186 0 0 DROPBOX INC CL A 26210C104 430 22329 SH SOLE 22329 0 0 DROPBOX INC CL A 26210C104 13488 700309 SH OTR 1 0 700309 0 DTE ENERGY CO COM 233331107 568 4941 SH SOLE 4941 0 0 DTE ENERGY CO COM 233331107 4293 37316 SH OTR 1 0 37316 0 DUKE ENERGY CORP NEW COM NEW 26441C204 1699 19181 SH SOLE 19181 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 10556 119199 SH OTR 1 0 119199 0 DUKE ENERGY CORP NEW COM NEW 26441C204 56 637 SH OTR 5 0 637 0 DUKE REALTY CORP COM NEW 264411505 463 12541 SH SOLE 12541 0 0 DUKE REALTY CORP COM NEW 264411505 5711 154760 SH OTR 1 0 154760 0 DUPONT DE NEMOURS INC COM 26614N102 1008 18176 SH SOLE 18176 0 0 DUPONT DE NEMOURS INC COM 26614N102 6790 122387 SH OTR 1 0 122387 0 DURECT CORP COM 266605104 85 49600 SH OTR 1 0 49600 0 DURECT CORP COM 266605104 18 10800 SH SOLE 10800 0 0 DWS MUN INCOME TR COM 233368109 1059 95537 SH SOLE 95537 0 0 DWS MUN INCOME TR COM 233368109 1379 124496 SH OTR 1 0 124496 0 DXC TECHNOLOGY CO COM 23355L106 561 31433 SH OTR 5 0 31433 0 DXC TECHNOLOGY CO COM 23355L106 293 16402 SH SOLE 16402 0 0 DXC TECHNOLOGY CO COM 23355L106 10953 613609 SH OTR 1 0 613609 0 E TRADE FINANCIAL CORP COM NEW 269246401 261 5207 SH SOLE 5207 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 7194 143739 SH OTR 1 0 143739 0 EAGLE BANCORP INC MD COM 268948106 1704 63600 SH OTR 1 0 63600 0 EAGLE BANCORP INC MD COM 268948106 383 14300 SH SOLE 14300 0 0 EASTGROUP PPTY INC COM 277276101 336 2600 SH SOLE 2600 0 0 EASTGROUP PPTY INC COM 277276101 1459 11283 SH OTR 1 0 11283 0 EASTMAN CHEM CO COM 277432100 1506 19273 SH OTR 1 0 19273 0 EASTMAN CHEM CO COM 277432100 297 3797 SH SOLE 3797 0 0 EATON VANCE MUN BD FD COM 27827X101 2036 154604 SH OTR 1 0 154604 0 EATON VANCE MUN BD FD COM 27827X101 1292 98097 SH SOLE 98097 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 5682 481489 SH SOLE 481489 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 156 13241 SH OTR 1 0 13241 0 EBAY INC. COM 278642103 1614 30981 SH SOLE 30981 0 0 EBAY INC. COM 278642103 1310 25142 SH OTR 5 0 25142 0 EBAY INC. COM 278642103 22610 433978 SH OTR 1 0 433978 0 ECOLAB INC COM 278865100 8069 40376 SH OTR 1 0 40376 0 ECOLAB INC COM 278865100 1290 6455 SH SOLE 6455 0 0 EDISON INTL COM 281020107 2738 53855 SH OTR 1 0 53855 0 EDISON INTL COM 281020107 504 9913 SH SOLE 9913 0 0 EDITAS MEDICINE INC COM 28106W103 1415 50434 SH OTR 1 0 50434 0 EDITAS MEDICINE INC COM 28106W103 317 11292 SH SOLE 11292 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1519 19034 SH SOLE 19034 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 7458 93430 SH OTR 1 0 93430 0 EHEALTH INC COM 28238P109 332 4200 SH OTR 1 0 4200 0 EHEALTH INC COM 28238P109 79 1000 SH SOLE 1000 0 0 ELECTRONIC ARTS INC COM 285512109 1222 9374 SH OTR 5 0 9374 0 ELECTRONIC ARTS INC COM 285512109 19538 149818 SH OTR 1 0 149818 0 ELECTRONIC ARTS INC COM 285512109 1602 12288 SH SOLE 12288 0 0 ELEMENT SOLUTIONS INC COM 28618M106 228 21700 SH SOLE 21700 0 0 ELEMENT SOLUTIONS INC COM 28618M106 387 36800 SH OTR 1 0 36800 0 EMCOR GROUP INC COM 29084Q100 160 2366 SH OTR 5 0 2366 0 EMCOR GROUP INC COM 29084Q100 574 8471 SH SOLE 8471 0 0 EMCOR GROUP INC COM 29084Q100 2953 43613 SH OTR 1 0 43613 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 497 4814 SH SOLE 4814 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 91 881 SH OTR 5 0 881 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 2549 24668 SH OTR 1 0 24668 0 EMERSON ELEC CO COM 291011104 1042 15897 SH SOLE 15897 0 0 EMERSON ELEC CO COM 291011104 6765 103172 SH OTR 1 0 103172 0 EMPLOYERS HOLDINGS INC COM 292218104 1458 48204 SH OTR 1 0 48204 0 EMPLOYERS HOLDINGS INC COM 292218104 327 10800 SH SOLE 10800 0 0 ENANTA PHARMACEUTICALS INC COM 29251M106 723 15783 SH OTR 1 0 15783 0 ENANTA PHARMACEUTICALS INC COM 29251M106 164 3592 SH SOLE 3592 0 0 ENCORE WIRE CORP COM 292562105 533 11479 SH SOLE 11479 0 0 ENCORE WIRE CORP COM 292562105 2383 51335 SH OTR 1 0 51335 0 ENDURANCE INTL GROUP HLDGS I COM 29272B105 2311 402600 SH OTR 1 0 402600 0 ENDURANCE INTL GROUP HLDGS I COM 29272B105 518 90300 SH SOLE 90300 0 0 ENOVA INTL INC COM 29357K103 451 27500 SH SOLE 27500 0 0 ENOVA INTL INC COM 29357K103 2032 124000 SH OTR 1 0 124000 0 ENPRO INDS INC COM 29355X107 688 12200 SH OTR 1 0 12200 0 ENPRO INDS INC COM 29355X107 158 2800 SH SOLE 2800 0 0 ENSIGN GROUP INC COM 29358P101 422 7400 SH SOLE 7400 0 0 ENSIGN GROUP INC COM 29358P101 1837 32200 SH OTR 1 0 32200 0 ENTERGY CORP NEW COM 29364G103 165 1671 SH OTR 5 0 1671 0 ENTERGY CORP NEW COM 29364G103 537 5451 SH SOLE 5451 0 0 ENTERGY CORP NEW COM 29364G103 6691 67912 SH OTR 1 0 67912 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 109 72019 SH SOLE 72019 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 499 328328 SH OTR 1 0 328328 0 ENVESTNET INC COM 29404K106 1196 15500 SH OTR 1 0 15500 0 ENVESTNET INC COM 29404K106 262 3400 SH SOLE 3400 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 8368 6511000 PRN SOLE 6511000 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 25216 19620000 PRN OTR 1 0 19620000 0 EOG RES INC COM 26875P101 585 16286 SH SOLE 16286 0 0 EOG RES INC COM 26875P101 5624 156484 SH OTR 1 0 156484 0 EOG RES INC COM 26875P101 484 13478 SH OTR 5 0 13478 0 EPIZYME INC COM 29428V104 1044 87500 SH OTR 1 0 87500 0 EPIZYME INC COM 29428V104 235 19700 SH SOLE 19700 0 0 EQUIFAX INC COM 294429105 2714 17295 SH OTR 1 0 17295 0 EQUIFAX INC COM 294429105 512 3263 SH SOLE 3263 0 0 EQUINIX INC COM 29444U700 10919 14365 SH OTR 1 0 14365 0 EQUINIX INC COM 29444U700 207 272 SH OTR 5 0 272 0 EQUINIX INC COM 29444U700 2165 2848 SH SOLE 2848 0 0 EQUITABLE HLDGS INC COM 29452E101 113 6200 SH SOLE 6200 0 0 EQUITABLE HLDGS INC COM 29452E101 1342 73566 SH OTR 1 0 73566 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 864 14087 SH OTR 1 0 14087 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 0 0 SH SOLE 0 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 5607 109242 SH OTR 1 0 109242 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 461 8984 SH SOLE 8984 0 0 ESCALADE INC COM 296056104 454 24800 SH OTR 1 0 24800 0 ESCALADE INC COM 296056104 99 5400 SH SOLE 5400 0 0 ESQUIRE FINL HLDGS INC COM 29667J101 41 2700 SH SOLE 2700 0 0 ESQUIRE FINL HLDGS INC COM 29667J101 188 12500 SH OTR 1 0 12500 0 ESSEX PPTY TR INC COM 297178105 349 1738 SH SOLE 1738 0 0 ESSEX PPTY TR INC COM 297178105 4651 23163 SH OTR 1 0 23163 0 ETSY INC NOTE 3/0 29786AAC0 84 25000 PRN SOLE 25000 0 0 ETSY INC COM 29786A106 17918 147312 SH OTR 1 0 147312 0 ETSY INC COM 29786A106 485 3989 SH SOLE 3989 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 39104 24818000 PRN OTR 1 0 24818000 0 ETSY INC COM 29786A106 100 823 SH OTR 5 0 823 0 ETSY INC NOTE 3/0 29786AAC0 154 46000 PRN OTR 4 0 46000 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 12596 7994000 PRN SOLE 7994000 0 0 ETSY INC NOTE 3/0 29786AAC0 10200 3044000 PRN DFND 1 0 3044000 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 8719 9065000 PRN SOLE 9065000 0 0 EURONET WORLDWIDE INC COM 298736109 5812 63796 SH OTR 1 0 63796 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 18882 19630000 PRN OTR 1 0 19630000 0 EURONET WORLDWIDE INC COM 298736109 182 2000 SH SOLE 2000 0 0 EVERCORE INC CLASS A 29977A105 127 1935 SH SOLE 1935 0 0 EVERCORE INC CLASS A 29977A105 3670 56065 SH OTR 1 0 56065 0 EVERGY INC COM 30034W106 307 6043 SH SOLE 6043 0 0 EVERGY INC COM 30034W106 2111 41536 SH OTR 1 0 41536 0 EVERSOURCE ENERGY COM 30040W108 5100 61040 SH OTR 1 0 61040 0 EVERSOURCE ENERGY COM 30040W108 742 8883 SH SOLE 8883 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 116 150000 PRN SOLE 150000 0 0 EVOQUA WATER TECHNOLOGIES CO COM 30057T105 2918 137500 SH OTR 1 0 137500 0 EVOQUA WATER TECHNOLOGIES CO COM 30057T105 654 30800 SH SOLE 30800 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 107 69000 PRN OTR 4 0 69000 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 34536 22247000 PRN OTR 1 0 22247000 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 9841 6339000 PRN SOLE 6339000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 7061 4563000 PRN DFND 1 0 4563000 0 EXELIXIS INC COM 30161Q104 394 16114 SH OTR 5 0 16114 0 EXELIXIS INC COM 30161Q104 62 2530 SH SOLE 2530 0 0 EXELIXIS INC COM 30161Q104 15991 654045 SH OTR 1 0 654045 0 EXELON CORP COM 30161N101 5954 166495 SH OTR 1 0 166495 0 EXELON CORP COM 30161N101 913 25532 SH SOLE 25532 0 0 EXPEDIA GROUP INC COM NEW 30212P303 339 3699 SH SOLE 3699 0 0 EXPEDIA GROUP INC COM NEW 30212P303 1772 19323 SH OTR 1 0 19323 0 EXPEDITORS INTL WASH INC COM 302130109 2161 23873 SH OTR 1 0 23873 0 EXPEDITORS INTL WASH INC COM 302130109 430 4751 SH SOLE 4751 0 0 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 293 24500 SH SOLE 24500 0 0 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 1846 154436 SH OTR 1 0 154436 0 EXTERRAN CORP COM 30227H106 27 6600 SH SOLE 6600 0 0 EXTERRAN CORP COM 30227H106 124 29900 SH OTR 1 0 29900 0 EXTRA SPACE STORAGE INC COM 30225T102 380 3548 SH SOLE 3548 0 0 EXTRA SPACE STORAGE INC COM 30225T102 2676 25015 SH OTR 1 0 25015 0 EXTREME NETWORKS INC COM 30226D106 1974 491000 SH OTR 1 0 491000 0 EXTREME NETWORKS INC COM 30226D106 444 110400 SH SOLE 110400 0 0 EXXON MOBIL CORP COM 30231G102 209 6099 SH OTR 5 0 6099 0 EXXON MOBIL CORP COM 30231G102 22820 664735 SH OTR 1 0 664735 0 EXXON MOBIL CORP COM 30231G102 4146 120760 SH SOLE 120760 0 0 F M C CORP COM NEW 302491303 366 3459 SH SOLE 3459 0 0 F M C CORP COM NEW 302491303 1954 18449 SH OTR 1 0 18449 0 F5 NETWORKS INC COM 315616102 1069 8711 SH OTR 1 0 8711 0 F5 NETWORKS INC COM 315616102 178 1446 SH SOLE 1446 0 0 FACEBOOK INC CL A 30303M102 17114 65347 SH SOLE 65347 0 0 FACEBOOK INC CL A 30303M102 175694 670842 SH OTR 1 0 670842 0 FACEBOOK INC CL A 30303M102 6154 23496 SH OTR 5 0 23496 0 FAIR ISAAC CORP COM 303250104 227 534 SH SOLE 534 0 0 FAIR ISAAC CORP COM 303250104 10357 24348 SH OTR 1 0 24348 0 FARMERS NATIONAL BANC CORP COM 309627107 518 47463 SH OTR 1 0 47463 0 FARMERS NATIONAL BANC CORP COM 309627107 116 10659 SH SOLE 10659 0 0 FASTENAL CO COM 311900104 683 15140 SH SOLE 15140 0 0 FASTENAL CO COM 311900104 3683 81680 SH OTR 1 0 81680 0 FATE THERAPEUTICS INC COM 31189P102 364 9100 SH SOLE 9100 0 0 FATE THERAPEUTICS INC COM 31189P102 1627 40700 SH OTR 1 0 40700 0 FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 119 1618 SH SOLE 1618 0 0 FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 720 9801 SH OTR 1 0 9801 0 FEDERATED HERMES INC CL B 314211103 2796 130000 SH OTR 1 0 130000 0 FEDERATED HERMES INC CL B 314211103 626 29100 SH SOLE 29100 0 0 FEDEX CORP COM 31428X106 1997 7938 SH SOLE 7938 0 0 FEDEX CORP COM 31428X106 1238 4921 SH OTR 5 0 4921 0 FEDEX CORP COM 31428X106 14832 58970 SH OTR 1 0 58970 0 FEDNAT HLDG CO COM 31431B109 233 36900 SH OTR 1 0 36900 0 FEDNAT HLDG CO COM 31431B109 52 8300 SH SOLE 8300 0 0 FIBROGEN INC COM 31572Q808 2166 52666 SH OTR 1 0 52666 0 FIBROGEN INC COM 31572Q808 483 11739 SH SOLE 11739 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 14700 99855 SH OTR 1 0 99855 0 FIDELITY NATL INFORMATION SV COM 31620M106 236 1602 SH OTR 5 0 1602 0 FIDELITY NATL INFORMATION SV COM 31620M106 2371 16109 SH SOLE 16109 0 0 FIFTH THIRD BANCORP COM 316773100 3585 168129 SH OTR 1 0 168129 0 FIFTH THIRD BANCORP COM 316773100 343 16105 SH OTR 5 0 16105 0 FIFTH THIRD BANCORP COM 316773100 620 29091 SH SOLE 29091 0 0 FINANCIAL INSTNS INC COM 317585404 298 19323 SH SOLE 19323 0 0 FINANCIAL INSTNS INC COM 317585404 1331 86431 SH OTR 1 0 86431 0 FINVOLUTION GROUP SPONSORED ADS 31810T101 1 395 SH DFND 1 0 395 0 FINVOLUTION GROUP SPONSORED ADS 31810T101 0 0 SH SOLE 0 0 0 FINVOLUTION GROUP SPONSORED ADS 31810T101 26 13900 SH OTR 1 0 13900 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 1154 1238000 PRN SOLE 1238000 0 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 3280 3520000 PRN OTR 1 0 3520000 0 FIRST BANCORP P R COM NEW 318672706 385 73700 SH SOLE 73700 0 0 FIRST BANCORP P R COM NEW 318672706 1732 331800 SH OTR 1 0 331800 0 FIRST BANK WILLIAMSTOWN NJ COM 31931U102 107 17200 SH OTR 1 0 17200 0 FIRST BANK WILLIAMSTOWN NJ COM 31931U102 24 3800 SH SOLE 3800 0 0 FIRST BUS FINL SVCS INC WIS COM 319390100 452 31599 SH OTR 1 0 31599 0 FIRST BUS FINL SVCS INC WIS COM 319390100 95 6667 SH SOLE 6667 0 0 FIRST FINL BANKSHARES COM 32020R109 148 5300 SH SOLE 5300 0 0 FIRST FINL BANKSHARES COM 32020R109 670 24000 SH OTR 1 0 24000 0 FIRST FNDTN INC COM 32026V104 322 24610 SH SOLE 24610 0 0 FIRST FNDTN INC COM 32026V104 1444 110460 SH OTR 1 0 110460 0 FIRST HAWAIIAN INC COM 32051X108 9 600 SH SOLE 600 0 0 FIRST HAWAIIAN INC COM 32051X108 221 15263 SH OTR 1 0 15263 0 FIRST INDL RLTY TR INC COM 32054K103 223 5600 SH SOLE 5600 0 0 FIRST INDL RLTY TR INC COM 32054K103 3332 83727 SH OTR 1 0 83727 0 FIRST INTERNET BANCORP COM 320557101 181 12321 SH SOLE 12321 0 0 FIRST INTERNET BANCORP COM 320557101 821 55756 SH OTR 1 0 55756 0 FIRST LONG IS CORP COM 320734106 1376 92885 SH OTR 1 0 92885 0 FIRST LONG IS CORP COM 320734106 308 20814 SH SOLE 20814 0 0 FIRST MERCHANTS CORP COM 320817109 651 28100 SH OTR 1 0 28100 0 FIRST MERCHANTS CORP COM 320817109 146 6300 SH SOLE 6300 0 0 FIRST NORTHWEST BANCORP COM 335834107 286 28900 SH OTR 1 0 28900 0 FIRST NORTHWEST BANCORP COM 335834107 69 7000 SH SOLE 7000 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 10850 99487 SH OTR 1 0 99487 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 585 5362 SH SOLE 5362 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 1216 11148 SH OTR 5 0 11148 0 FIRSTENERGY CORP COM 337932107 410 14279 SH SOLE 14279 0 0 FIRSTENERGY CORP COM 337932107 5658 197080 SH OTR 1 0 197080 0 FISERV INC COM 337738108 1438 13958 SH SOLE 13958 0 0 FISERV INC COM 337738108 9149 88786 SH OTR 1 0 88786 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 2492 84098 SH OTR 1 0 84098 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 564 19024 SH SOLE 19024 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 543 2282 SH SOLE 2282 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 2850 11969 SH OTR 1 0 11969 0 FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 36 45000 PRN SOLE 45000 0 0 FLIR SYS INC COM 302445101 111 3083 SH SOLE 3083 0 0 FLIR SYS INC COM 302445101 669 18671 SH OTR 1 0 18671 0 FLOWSERVE CORP COM 34354P105 506 18534 SH OTR 1 0 18534 0 FLOWSERVE CORP COM 34354P105 84 3078 SH SOLE 3078 0 0 FLUENT INC COM 34380C102 262 105800 SH OTR 1 0 105800 0 FLUENT INC COM 34380C102 59 23800 SH SOLE 23800 0 0 FLUSHING FINL CORP COM 343873105 311 29555 SH SOLE 29555 0 0 FLUSHING FINL CORP COM 343873105 1384 131553 SH OTR 1 0 131553 0 FLWS/1-800 FLOWERS CL A 68243Q106 2233 89550 SH OTR 1 0 89550 0 FLWS/1-800 FLOWERS CL A 68243Q106 504 20196 SH SOLE 20196 0 0 FOOT LOCKER INC COM 344849104 3192 96640 SH OTR 1 0 96640 0 FOOT LOCKER INC COM 344849104 33 1000 SH OTR 5 0 1000 0 FOOT LOCKER INC COM 344849104 2 69 SH SOLE 69 0 0 FORD MTR CO DEL COM 345370860 682 102334 SH SOLE 102334 0 0 FORD MTR CO DEL COM 345370860 6308 947219 SH OTR 1 0 947219 0 FORMFACTOR INC COM 346375108 643 25800 SH SOLE 25800 0 0 FORMFACTOR INC COM 346375108 2864 114900 SH OTR 1 0 114900 0 FORTERRA INC COM 34960W106 256 21700 SH OTR 1 0 21700 0 FORTERRA INC COM 34960W106 60 5100 SH SOLE 5100 0 0 FORTINET INC COM 34959E109 1034 8781 SH SOLE 8781 0 0 FORTINET INC COM 34959E109 22280 189121 SH OTR 1 0 189121 0 FORTINET INC COM 34959E109 1127 9563 SH OTR 5 0 9563 0 FORTIVE CORP COM 34959J108 667 8758 SH SOLE 8758 0 0 FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 14360 14262000 PRN SOLE 14262000 0 0 FORTIVE CORP COM 34959J108 5620 73746 SH OTR 1 0 73746 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 10060 116271 SH OTR 1 0 116271 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 210 2426 SH OTR 5 0 2426 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 297 3427 SH SOLE 3427 0 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 19104 29967000 PRN SOLE 29967000 0 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 40548 63605000 PRN OTR 1 0 63605000 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 134 210000 PRN OTR 5 0 210000 0 FOSTER L B CO COM 350060109 670 49936 SH OTR 1 0 49936 0 FOSTER L B CO COM 350060109 149 11101 SH SOLE 11101 0 0 FOUR CORNERS PPTY TR INC COM 35086T109 1157 45200 SH OTR 1 0 45200 0 FOUR CORNERS PPTY TR INC COM 35086T109 258 10100 SH SOLE 10100 0 0 FOX CORP CL B COM 35137L204 78 2792 SH SOLE 2792 0 0 FOX CORP CL A COM 35137L105 1362 48937 SH OTR 1 0 48937 0 FOX CORP CL A COM 35137L105 295 10610 SH SOLE 10610 0 0 FOX CORP CL B COM 35137L204 3166 113179 SH OTR 1 0 113179 0 FOX FACTORY HLDG CORP COM 35138V102 766 10300 SH OTR 1 0 10300 0 FOX FACTORY HLDG CORP COM 35138V102 178 2400 SH SOLE 2400 0 0 FRANKLIN ELEC INC COM 353514102 706 12000 SH SOLE 12000 0 0 FRANKLIN ELEC INC COM 353514102 3159 53700 SH OTR 1 0 53700 0 FRANKLIN RESOURCES INC COM 354613101 128 6298 SH SOLE 6298 0 0 FRANKLIN RESOURCES INC COM 354613101 1084 53253 SH OTR 1 0 53253 0 FREEPORT-MCMORAN INC CL B 35671D857 186 11889 SH OTR 5 0 11889 0 FREEPORT-MCMORAN INC CL B 35671D857 620 39623 SH SOLE 39623 0 0 FREEPORT-MCMORAN INC CL B 35671D857 7375 471564 SH OTR 1 0 471564 0 FRESHPET INC COM 358039105 145 1300 SH SOLE 1300 0 0 FRESHPET INC COM 358039105 659 5900 SH OTR 1 0 5900 0 FRONT YD RESIDENTIAL CORP COM 35904G107 192 22000 SH OTR 1 0 22000 0 FRONT YD RESIDENTIAL CORP COM 35904G107 44 5000 SH SOLE 5000 0 0 FRONTDOOR INC COM 35905A109 0 0 SH SOLE 0 0 0 FRONTDOOR INC COM 35905A109 338 8688 SH OTR 1 0 8688 0 FS BANCORP INC COM 30263Y104 176 4292 SH SOLE 4292 0 0 FS BANCORP INC COM 30263Y104 781 19053 SH OTR 1 0 19053 0 FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 105 85000 PRN SOLE 85000 0 0 FTI CONSULTING INC COM 302941109 0 0 SH SOLE 0 0 0 FTI CONSULTING INC COM 302941109 2211 20866 SH OTR 1 0 20866 0 GALLAGHER ARTHUR J & CO COM 363576109 530 5019 SH SOLE 5019 0 0 GALLAGHER ARTHUR J & CO COM 363576109 2879 27268 SH OTR 1 0 27268 0 GAMING & LEISURE PPTYS INC COM 36467J108 48 1300 SH SOLE 1300 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 889 24080 SH OTR 1 0 24080 0 GAP INC COM 364760108 82 4838 SH SOLE 4838 0 0 GAP INC COM 364760108 498 29258 SH OTR 1 0 29258 0 GARTNER INC COM 366651107 288 2303 SH SOLE 2303 0 0 GARTNER INC COM 366651107 1588 12706 SH OTR 1 0 12706 0 GENERAC HLDGS INC COM 368736104 310 1600 SH SOLE 1600 0 0 GENERAC HLDGS INC COM 368736104 1414 7300 SH OTR 1 0 7300 0 GENERAL DYNAMICS CORP COM 369550108 842 6080 SH SOLE 6080 0 0 GENERAL DYNAMICS CORP COM 369550108 5568 40221 SH OTR 1 0 40221 0 GENERAL ELECTRIC CO COM 369604103 8876 1424708 SH OTR 1 0 1424708 0 GENERAL ELECTRIC CO COM 369604103 1497 240220 SH SOLE 240220 0 0 GENERAL MLS INC COM 370334104 6568 106481 SH OTR 1 0 106481 0 GENERAL MLS INC COM 370334104 993 16098 SH SOLE 16098 0 0 GENERAL MTRS CO COM 37045V100 6311 213294 SH OTR 1 0 213294 0 GENERAL MTRS CO COM 37045V100 976 32998 SH SOLE 32998 0 0 GENMARK DIAGNOSTICS INC COM 372309104 409 28800 SH SOLE 28800 0 0 GENMARK DIAGNOSTICS INC COM 372309104 1830 128900 SH OTR 1 0 128900 0 GENUINE PARTS CO COM 372460105 362 3801 SH SOLE 3801 0 0 GENUINE PARTS CO COM 372460105 1955 20541 SH OTR 1 0 20541 0 GEO GROUP INC NEW COM 36162J106 361 31807 SH SOLE 31807 0 0 GEO GROUP INC NEW COM 36162J106 1587 139965 SH OTR 1 0 139965 0 GETTY RLTY CORP NEW COM 374297109 242 9300 SH SOLE 9300 0 0 GETTY RLTY CORP NEW COM 374297109 1079 41500 SH OTR 1 0 41500 0 GILEAD SCIENCES INC COM 375558103 1646 26043 SH OTR 5 0 26043 0 GILEAD SCIENCES INC COM 375558103 19243 304522 SH OTR 1 0 304522 0 GILEAD SCIENCES INC COM 375558103 2515 39799 SH SOLE 39799 0 0 GLACIER BANCORP INC NEW COM 37637Q105 103 3200 SH SOLE 3200 0 0 GLACIER BANCORP INC NEW COM 37637Q105 455 14200 SH OTR 1 0 14200 0 GLADSTONE LD CORP COM 376549101 38 2500 SH SOLE 2500 0 0 GLADSTONE LD CORP COM 376549101 176 11700 SH OTR 1 0 11700 0 GLOBAL PMTS INC COM 37940X102 8566 48238 SH OTR 1 0 48238 0 GLOBAL PMTS INC COM 37940X102 1343 7560 SH SOLE 7560 0 0 GLOBAL X FDS NASDAQ 100 COVER 37954Y483 507 23500 SH SOLE 23500 0 0 GLOBE LIFE INC COM 37959E102 184 2306 SH SOLE 2306 0 0 GLOBE LIFE INC COM 37959E102 1115 13954 SH OTR 1 0 13954 0 GLU MOBILE INC COM 379890106 79 10300 SH SOLE 10300 0 0 GLU MOBILE INC COM 379890106 366 47700 SH OTR 1 0 47700 0 GMS INC COM 36251C103 557 23100 SH SOLE 23100 0 0 GMS INC COM 36251C103 2482 103000 SH OTR 1 0 103000 0 GODADDY INC CL A 380237107 505 6651 SH SOLE 6651 0 0 GODADDY INC CL A 380237107 15512 204188 SH OTR 1 0 204188 0 GOLD RESOURCE CORP COM 38068T105 69 20283 SH SOLE 20283 0 0 GOLD RESOURCE CORP COM 38068T105 312 91546 SH OTR 1 0 91546 0 GOLDMAN SACHS GROUP INC COM 38141G104 11045 54958 SH OTR 1 0 54958 0 GOLDMAN SACHS GROUP INC COM 38141G104 1792 8917 SH SOLE 8917 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 36 4700 SH SOLE 4700 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 157 20500 SH OTR 1 0 20500 0 GRAFTECH INTL LTD COM 384313508 0 0 SH SOLE 0 0 0 GRAFTECH INTL LTD COM 384313508 413 60409 SH OTR 1 0 60409 0 GRAHAM HLDGS CO COM CL B 384637104 364 900 SH SOLE 900 0 0 GRAHAM HLDGS CO COM CL B 384637104 7106 17584 SH OTR 1 0 17584 0 GRAINGER W W INC COM 384802104 379 1063 SH SOLE 1063 0 0 GRAINGER W W INC COM 384802104 2286 6407 SH OTR 1 0 6407 0 GREAT SOUTHN BANCORP INC COM 390905107 345 9534 SH OTR 1 0 9534 0 GREAT SOUTHN BANCORP INC COM 390905107 76 2100 SH SOLE 2100 0 0 GREEN BRICK PARTNERS INC COM 392709101 1265 78600 SH OTR 1 0 78600 0 GREEN BRICK PARTNERS INC COM 392709101 280 17400 SH SOLE 17400 0 0 GREEN DOT CORP CL A 39304D102 3026 59800 SH OTR 1 0 59800 0 GREEN DOT CORP CL A 39304D102 688 13600 SH SOLE 13600 0 0 GRUBHUB INC COM 400110102 0 0 SH SOLE 0 0 0 GRUBHUB INC COM 400110102 2540 35113 SH OTR 1 0 35113 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 138 120000 PRN SOLE 120000 0 0 HALLIBURTON CO COM 406216101 288 23939 SH SOLE 23939 0 0 HALLIBURTON CO COM 406216101 1507 125088 SH OTR 1 0 125088 0 HALOZYME THERAPEUTICS INC COM 40637H109 1916 72923 SH OTR 1 0 72923 0 HALOZYME THERAPEUTICS INC COM 40637H109 430 16355 SH SOLE 16355 0 0 HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 165 8500 SH OTR 1 0 8500 0 HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 37 1900 SH SOLE 1900 0 0 HANCOCK WHITNEY CORPORATION COM 410120109 231 12300 SH SOLE 12300 0 0 HANCOCK WHITNEY CORPORATION COM 410120109 1053 56000 SH OTR 1 0 56000 0 HANESBRANDS INC COM 410345102 781 49575 SH OTR 1 0 49575 0 HANESBRANDS INC COM 410345102 129 8219 SH SOLE 8219 0 0 HANMI FINL CORP COM NEW 410495204 61 7400 SH SOLE 7400 0 0 HANMI FINL CORP COM NEW 410495204 264 32200 SH OTR 1 0 32200 0 HARROW HEALTH INC COM 415858109 426 76200 SH OTR 1 0 76200 0 HARROW HEALTH INC COM 415858109 94 16800 SH SOLE 16800 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 344 9339 SH SOLE 9339 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 2786 75580 SH OTR 1 0 75580 0 HASBRO INC COM 418056107 281 3401 SH SOLE 3401 0 0 HASBRO INC COM 418056107 1501 18146 SH OTR 1 0 18146 0 HAVERTY FURNITURE INC COM 419596101 241 11500 SH OTR 1 0 11500 0 HAVERTY FURNITURE INC COM 419596101 52 2500 SH SOLE 2500 0 0 HCA HEALTHCARE INC COM 40412C101 1307 10481 SH OTR 5 0 10481 0 HCA HEALTHCARE INC COM 40412C101 21488 172346 SH OTR 1 0 172346 0 HCA HEALTHCARE INC COM 40412C101 1468 11772 SH SOLE 11772 0 0 HD SUPPLY HLDGS INC COM 40416M105 491 11900 SH SOLE 11900 0 0 HD SUPPLY HLDGS INC COM 40416M105 7830 189875 SH OTR 1 0 189875 0 HEALTHCARE RLTY TR COM 421946104 410 13600 SH OTR 1 0 13600 0 HEALTHCARE RLTY TR COM 421946104 96 3200 SH SOLE 3200 0 0 HEALTHEQUITY INC COM 42226A107 765 14900 SH OTR 1 0 14900 0 HEALTHEQUITY INC COM 42226A107 170 3300 SH SOLE 3300 0 0 HEALTHPEAK PROPERTIES INC COM 42250P103 394 14505 SH SOLE 14505 0 0 HEALTHPEAK PROPERTIES INC COM 42250P103 3233 119084 SH OTR 1 0 119084 0 HEALTHSTREAM INC COM 42222N103 1177 58626 SH OTR 1 0 58626 0 HEALTHSTREAM INC COM 42222N103 249 12400 SH SOLE 12400 0 0 HECLA MNG CO COM 422704106 222 43700 SH SOLE 43700 0 0 HECLA MNG CO COM 422704106 996 196000 SH OTR 1 0 196000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 41 50000 PRN OTR 4 0 50000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 4118 5004000 PRN SOLE 5004000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 14387 17481000 PRN OTR 1 0 17481000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 2793 3414000 PRN DFND 1 0 3414000 0 HENRY JACK & ASSOC INC COM 426281101 326 2007 SH SOLE 2007 0 0 HENRY JACK & ASSOC INC COM 426281101 1775 10914 SH OTR 1 0 10914 0 HENRY SCHEIN INC COM 806407102 198 3368 SH SOLE 3368 0 0 HENRY SCHEIN INC COM 806407102 1195 20329 SH OTR 1 0 20329 0 HERITAGE INS HLDGS INC COM 42727J102 44 4300 SH SOLE 4300 0 0 HERITAGE INS HLDGS INC COM 42727J102 185 18300 SH OTR 1 0 18300 0 HERON THERAPEUTICS INC COM 427746102 1569 105851 SH OTR 1 0 105851 0 HERON THERAPEUTICS INC COM 427746102 352 23775 SH SOLE 23775 0 0 HERSHEY CO COM 427866108 569 3969 SH SOLE 3969 0 0 HERSHEY CO COM 427866108 3009 20990 SH OTR 1 0 20990 0 HESS CORP COM 42809H107 301 7342 SH SOLE 7342 0 0 HESS CORP COM 42809H107 1593 38925 SH OTR 1 0 38925 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 333 35516 SH SOLE 35516 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 1716 183171 SH OTR 1 0 183171 0 HIGHLAND INCOME FD HIGHLAND INCOME 43010E404 401 46685 SH SOLE 46685 0 0 HILL ROM HLDGS INC COM 431475102 300 3596 SH SOLE 3596 0 0 HILL ROM HLDGS INC COM 431475102 60 723 SH OTR 5 0 723 0 HILL ROM HLDGS INC COM 431475102 6789 81291 SH OTR 1 0 81291 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 3369 39486 SH OTR 1 0 39486 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 626 7338 SH SOLE 7338 0 0 HMS HLDGS CORP COM 40425J101 1509 63000 SH OTR 1 0 63000 0 HMS HLDGS CORP COM 40425J101 342 14300 SH SOLE 14300 0 0 HNI CORP COM 404251100 474 15100 SH SOLE 15100 0 0 HNI CORP COM 404251100 2109 67200 SH OTR 1 0 67200 0 HOLLYFRONTIER CORP COM 436106108 962 48816 SH OTR 5 0 48816 0 HOLLYFRONTIER CORP COM 436106108 10334 524318 SH OTR 1 0 524318 0 HOLLYFRONTIER CORP COM 436106108 471 23880 SH SOLE 23880 0 0 HOLOGIC INC COM 436440101 883 13289 SH SOLE 13289 0 0 HOLOGIC INC COM 436440101 853 12830 SH OTR 5 0 12830 0 HOLOGIC INC COM 436440101 18847 283545 SH OTR 1 0 283545 0 HOME BANCSHARES INC COM 436893200 39 2600 SH SOLE 2600 0 0 HOME BANCSHARES INC COM 436893200 165 10900 SH OTR 1 0 10900 0 HOME DEPOT INC COM 437076102 62086 223565 SH OTR 1 0 223565 0 HOME DEPOT INC COM 437076102 8936 32176 SH SOLE 32176 0 0 HOME DEPOT INC COM 437076102 2431 8754 SH OTR 5 0 8754 0 HOMESTREET INC COM 43785V102 214 8300 SH OTR 1 0 8300 0 HOMESTREET INC COM 43785V102 46 1800 SH SOLE 1800 0 0 HONEYWELL INTL INC COM 438516106 17684 107429 SH OTR 1 0 107429 0 HONEYWELL INTL INC COM 438516106 3128 19001 SH SOLE 19001 0 0 HOOKER FURNITURE CORP COM 439038100 44 1700 SH SOLE 1700 0 0 HOOKER FURNITURE CORP COM 439038100 201 7800 SH OTR 1 0 7800 0 HOPE BANCORP INC COM 43940T109 1694 223400 SH OTR 1 0 223400 0 HOPE BANCORP INC COM 43940T109 379 50000 SH SOLE 50000 0 0 HORIZON BANCORP INC COM 440407104 111 11000 SH OTR 1 0 11000 0 HORIZON BANCORP INC COM 440407104 25 2500 SH SOLE 2500 0 0 HORMEL FOODS CORP COM 440452100 1953 39954 SH OTR 1 0 39954 0 HORMEL FOODS CORP COM 440452100 376 7692 SH SOLE 7692 0 0 HOST HOTELS & RESORTS INC COM 44107P104 1086 100687 SH OTR 1 0 100687 0 HOST HOTELS & RESORTS INC COM 44107P104 208 19297 SH SOLE 19297 0 0 HOWMET AEROSPACE INC COM 443201108 155 9251 SH SOLE 9251 0 0 HOWMET AEROSPACE INC COM 443201108 935 55893 SH OTR 1 0 55893 0 HP INC COM 40434L105 1247 65674 SH OTR 5 0 65674 0 HP INC COM 40434L105 1088 57302 SH SOLE 57302 0 0 HP INC COM 40434L105 18941 997397 SH OTR 1 0 997397 0 HUB GROUP INC CL A 443320106 602 12000 SH SOLE 12000 0 0 HUB GROUP INC CL A 443320106 2695 53700 SH OTR 1 0 53700 0 HUBSPOT INC NOTE 0.250% 6/0 443573AB6 294 95000 PRN SOLE 95000 0 0 HUMANA INC COM 444859102 25936 62663 SH OTR 1 0 62663 0 HUMANA INC COM 444859102 2240 5412 SH SOLE 5412 0 0 HUMANA INC COM 444859102 1520 3672 SH OTR 5 0 3672 0 HUNT J B TRANS SVCS INC COM 445658107 527 4172 SH SOLE 4172 0 0 HUNT J B TRANS SVCS INC COM 445658107 10209 80780 SH OTR 1 0 80780 0 HUNT J B TRANS SVCS INC COM 445658107 1070 8470 SH OTR 5 0 8470 0 HUNTINGTON BANCSHARES INC COM 446150104 1328 144857 SH OTR 1 0 144857 0 HUNTINGTON BANCSHARES INC COM 446150104 252 27500 SH SOLE 27500 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 3067 21789 SH OTR 1 0 21789 0 HUNTINGTON INGALLS INDS INC COM 446413106 161 1142 SH SOLE 1142 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 351 2491 SH OTR 5 0 2491 0 HUNTSMAN CORP COM 447011107 232 10436 SH SOLE 10436 0 0 HUNTSMAN CORP COM 447011107 6421 289122 SH OTR 1 0 289122 0 HYSTER YALE MATLS HANDLING I CL A 449172105 48 1300 SH SOLE 1300 0 0 HYSTER YALE MATLS HANDLING I CL A 449172105 212 5700 SH OTR 1 0 5700 0 IAA INC COM 449253103 724 13906 SH OTR 1 0 13906 0 IAA INC COM 449253103 0 0 SH SOLE 0 0 0 IAC INTERACTIVECORP NEW COM 44891N109 30 250 SH SOLE 250 0 0 IAC INTERACTIVECORP NEW COM 44891N109 2219 18527 SH OTR 1 0 18527 0 IDEX CORP COM 45167R104 1961 10753 SH OTR 1 0 10753 0 IDEX CORP COM 45167R104 379 2080 SH SOLE 2080 0 0 IDEXX LABS INC COM 45168D104 985 2506 SH SOLE 2506 0 0 IDEXX LABS INC COM 45168D104 9548 24289 SH OTR 1 0 24289 0 IDT CORP CL B NEW 448947507 199 30300 SH SOLE 30300 0 0 IDT CORP CL B NEW 448947507 889 135100 SH OTR 1 0 135100 0 IES HLDGS INC COM 44951W106 388 12200 SH OTR 1 0 12200 0 IES HLDGS INC COM 44951W106 92 2900 SH SOLE 2900 0 0 II-VI INC NOTE 0.250% 9/0 902104AB4 119 105000 PRN SOLE 105000 0 0 II-VI INC COM 902104108 1310 32300 SH OTR 1 0 32300 0 II-VI INC COM 902104108 296 7300 SH SOLE 7300 0 0 ILLINOIS TOOL WKS INC COM 452308109 9081 47003 SH OTR 1 0 47003 0 ILLINOIS TOOL WKS INC COM 452308109 1485 7686 SH SOLE 7686 0 0 ILLUMINA INC COM 452327109 6425 20789 SH OTR 1 0 20789 0 ILLUMINA INC NOTE 8/1 452327AK5 21847 20459000 PRN OTR 1 0 20459000 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 11202 8697000 PRN SOLE 8697000 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 5595 4361000 PRN DFND 1 0 4361000 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 80 62000 PRN OTR 4 0 62000 0 ILLUMINA INC COM 452327109 1188 3843 SH SOLE 3843 0 0 ILLUMINA INC NOTE 8/1 452327AK5 1822 1706000 PRN SOLE 1706000 0 0 INCYTE CORP COM 45337C102 19653 218998 SH OTR 1 0 218998 0 INCYTE CORP COM 45337C102 526 5864 SH SOLE 5864 0 0 INCYTE CORP COM 45337C102 462 5150 SH OTR 5 0 5150 0 INDEPENDENT BK CORP MICH COM NEW 453838609 155 12300 SH OTR 1 0 12300 0 INDEPENDENT BK CORP MICH COM NEW 453838609 34 2700 SH SOLE 2700 0 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 36580 1386150 SH OTR 3 0 1386150 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 36580 0 SH SOLE 0 0 0 INDEXIQ ETF TR HDG EVE DRIV 45409B404 5259 0 SH SOLE 0 0 0 INDEXIQ ETF TR LNG SHT TRACK 45409B305 5382 225725 SH OTR 3 0 225725 0 INDEXIQ ETF TR IQ CANDRM ESG US 45409B461 5765 0 SH SOLE 0 0 0 INDEXIQ ETF TR LNG SHT TRACK 45409B305 5382 0 SH SOLE 0 0 0 INDEXIQ ETF TR IQ CNDRM ESG INT 45409B453 9535 397300 SH OTR 3 0 397300 0 INDEXIQ ETF TR HDG EVE DRIV 45409B404 5259 231687 SH OTR 3 0 231687 0 INDEXIQ ETF TR IQ CNDRM ESG INT 45409B453 9535 0 SH SOLE 0 0 0 INDEXIQ ETF TR IQ CANDRM ESG US 45409B461 5765 198400 SH OTR 3 0 198400 0 INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 1579 72200 SH OTR 1 0 72200 0 INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 359 16400 SH SOLE 16400 0 0 INFINERA CORP COM 45667G103 150 24400 SH OTR 1 0 24400 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 120 130000 PRN SOLE 130000 0 0 INFINERA CORP COM 45667G103 36 5900 SH SOLE 5900 0 0 INFUSYSTEM HLDGS INC COM 45685K102 427 33300 SH OTR 1 0 33300 0 INFUSYSTEM HLDGS INC COM 45685K102 92 7200 SH SOLE 7200 0 0 INGERSOLL RAND INC COM 45687V106 1882 52853 SH OTR 1 0 52853 0 INGERSOLL RAND INC COM 45687V106 330 9276 SH SOLE 9276 0 0 INGREDION INC COM 457187102 114 1500 SH SOLE 1500 0 0 INGREDION INC COM 457187102 1004 13265 SH OTR 1 0 13265 0 INNOVATIVE INDL PPTYS INC COM 45781V101 1278 10300 SH OTR 1 0 10300 0 INNOVATIVE INDL PPTYS INC COM 45781V101 273 2200 SH SOLE 2200 0 0 INNOVIVA INC COM 45781M101 1622 155200 SH OTR 1 0 155200 0 INNOVIVA INC COM 45781M101 364 34800 SH SOLE 34800 0 0 INOVALON HLDGS INC COM CL A 45781D101 1524 57600 SH OTR 1 0 57600 0 INOVALON HLDGS INC COM CL A 45781D101 346 13100 SH SOLE 13100 0 0 INPHI CORP COM 45772F107 1275 11361 SH OTR 1 0 11361 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 130 47000 PRN OTR 4 0 47000 0 INPHI CORP COM 45772F107 0 0 SH SOLE 0 0 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 8792 3167000 PRN DFND 1 0 3167000 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 64 23000 PRN SOLE 23000 0 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 90 85000 PRN SOLE 85000 0 0 INSMED INC COM PAR $.01 457669307 2363 73526 SH OTR 1 0 73526 0 INSMED INC NOTE 1.750% 1/1 457669AA7 104 95000 PRN SOLE 95000 0 0 INSMED INC COM PAR $.01 457669307 529 16454 SH SOLE 16454 0 0 INSPERITY INC COM 45778Q107 2155 32900 SH OTR 1 0 32900 0 INSPERITY INC COM 45778Q107 472 7200 SH SOLE 7200 0 0 INSPIRE MED SYS INC COM 457730109 155 1200 SH SOLE 1200 0 0 INSPIRE MED SYS INC COM 457730109 736 5700 SH OTR 1 0 5700 0 INSTEEL INDS INC COM 45774W108 798 42700 SH OTR 1 0 42700 0 INSTEEL INDS INC COM 45774W108 176 9400 SH SOLE 9400 0 0 INTEGER HLDGS CORP COM 45826H109 54 919 SH SOLE 919 0 0 INTEGER HLDGS CORP COM 45826H109 246 4174 SH OTR 1 0 4174 0 INTEL CORP COM 458140100 2833 54706 SH OTR 5 0 54706 0 INTEL CORP COM 458140100 44845 866074 SH OTR 1 0 866074 0 INTEL CORP COM 458140100 7085 136823 SH SOLE 136823 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 347 8361 SH SOLE 8361 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 1450 1804000 PRN DFND 1 0 1804000 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 23 28000 PRN OTR 4 0 28000 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 1549 37365 SH OTR 1 0 37365 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 1762 17609 SH SOLE 17609 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 12674 126678 SH OTR 1 0 126678 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 918 9176 SH OTR 5 0 9176 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 2257 2180000 PRN SOLE 2180000 0 0 INTERDIGITAL INC COM 45867G101 445 7800 SH OTR 1 0 7800 0 INTERDIGITAL INC COM 45867G101 103 1800 SH SOLE 1800 0 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 7619 7360000 PRN OTR 1 0 7360000 0 INTERFACE INC COM 458665304 570 93200 SH OTR 1 0 93200 0 INTERFACE INC COM 458665304 129 21000 SH SOLE 21000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 2842 23355 SH SOLE 23355 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 16619 136588 SH OTR 1 0 136588 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1864 15226 SH OTR 1 0 15226 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 346 2823 SH SOLE 2823 0 0 INTERNATIONAL PAPER CO COM 460146103 437 10773 SH SOLE 10773 0 0 INTERNATIONAL PAPER CO COM 460146103 2816 69465 SH OTR 1 0 69465 0 INTERPUBLIC GROUP COS INC COM 460690100 1053 63148 SH OTR 1 0 63148 0 INTERPUBLIC GROUP COS INC COM 460690100 153 9168 SH SOLE 9168 0 0 INTERSECT ENT INC COM 46071F103 139 8500 SH SOLE 8500 0 0 INTERSECT ENT INC COM 46071F103 623 38200 SH OTR 1 0 38200 0 INTUIT COM 461202103 2370 7265 SH SOLE 7265 0 0 INTUIT COM 461202103 12404 38024 SH OTR 1 0 38024 0 INTUITIVE SURGICAL INC COM NEW 46120E602 11894 16763 SH OTR 1 0 16763 0 INTUITIVE SURGICAL INC COM NEW 46120E602 2242 3160 SH SOLE 3160 0 0 INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 2661 246115 SH SOLE 246115 0 0 INVESCO DYNAMIC CR OPPORTUNI COM 46132R104 394 42831 SH SOLE 42831 0 0 INVESCO EXCH TRADED FD TR II NATL AMT MUNI 46138E537 73233 2750000 SH SOLE 2750000 0 0 INVESCO EXCH TRADED FD TR II NATL AMT MUNI 46138E537 73233 2750000 SH OTR 1 0 2750000 0 INVESCO MUN TR COM 46131J103 680 56581 SH SOLE 56581 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 840 68544 SH OTR 1 0 68544 0 INVESCO PA VALUE MUN INC TR COM 46132K109 3323 271019 SH SOLE 271019 0 0 INVESCO QUALITY MUN INCOME T COM 46133G107 5140 415881 SH SOLE 415881 0 0 INVESCO SR INCOME TR COM 46131H107 374 102203 SH SOLE 102203 0 0 INVESCO TR INVT GRADE MUNS COM 46131M106 1936 155897 SH SOLE 155897 0 0 INVESTORS BANCORP INC NEW COM 46146L101 295 40700 SH SOLE 40700 0 0 INVESTORS BANCORP INC NEW COM 46146L101 1317 181400 SH OTR 1 0 181400 0 INVITAE CORP COM 46185L103 2835 65400 SH OTR 1 0 65400 0 INVITAE CORP COM 46185L103 629 14500 SH SOLE 14500 0 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 140 85000 PRN SOLE 85000 0 0 INVITATION HOMES INC COM 46187W107 48 1700 SH SOLE 1700 0 0 INVITATION HOMES INC COM 46187W107 3958 141395 SH OTR 1 0 141395 0 IPG PHOTONICS CORP COM 44980X109 898 5281 SH OTR 1 0 5281 0 IPG PHOTONICS CORP COM 44980X109 148 870 SH SOLE 870 0 0 IQVIA HLDGS INC COM 46266C105 1377 8734 SH SOLE 8734 0 0 IQVIA HLDGS INC COM 46266C105 1279 8116 SH OTR 5 0 8116 0 IQVIA HLDGS INC COM 46266C105 28956 183699 SH OTR 1 0 183699 0 IRHYTHM TECHNOLOGIES INC COM 450056106 1905 8000 SH OTR 1 0 8000 0 IRHYTHM TECHNOLOGIES INC COM 450056106 405 1700 SH SOLE 1700 0 0 IRON MTN INC NEW COM 46284V101 182 6791 SH SOLE 6791 0 0 IRON MTN INC NEW COM 46284V101 1099 41031 SH OTR 1 0 41031 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 274 30467 SH SOLE 30467 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1231 136824 SH OTR 1 0 136824 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 114 110000 PRN SOLE 110000 0 0 ISHARES GOLD TRUST ISHARES 464285105 33443 1859000 SH OTR 1 0 1859000 0 ISHARES GOLD TRUST ISHARES 464285105 0 0 SH SOLE 0 0 0 ISHARES INC CORE MSCI EMKT 46434G103 929 17592 SH OTR 1 0 17592 0 ISHARES INC CORE MSCI EMKT 46434G103 0 0 SH SOLE 0 0 0 ISHARES TR RUS 1000 GRW ETF 464287614 25486 117505 SH OTR 1 0 117505 0 ISHARES TR MSCI EMG MKT ETF 464287234 501 11356 SH OTR 1 0 11356 0 ISHARES TR RUS MID CAP ETF 464287499 0 0 SH SOLE 0 0 0 ISHARES TR MSCI SAUDI ARBIA 46434V423 1773 59696 SH OTR 1 0 59696 0 ISHARES TR RUSSELL 2000 ETF 464287655 11716 78217 SH OTR 1 0 78217 0 ISHARES TR MSCI ACWI ETF 464288257 220 2750 SH SOLE 2750 0 0 ISHARES TR RUS 1000 GRW ETF 464287614 0 0 SH SOLE 0 0 0 ISHARES TR RUS MID CAP ETF 464287499 8190 142737 SH OTR 1 0 142737 0 ISHARES TR MSCI SAUDI ARBIA 46434V423 0 0 SH SOLE 0 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 0 0 SH SOLE 0 0 0 ISHARES TR CORE S&P MCP ETF 464287507 3088 16666 SH OTR 1 0 16666 0 ISHARES TR CORE S&P MCP ETF 464287507 0 0 SH SOLE 0 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 1171 7815 SH SOLE 7815 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 42 41000 PRN OTR 4 0 41000 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 23646 22826000 PRN OTR 1 0 22826000 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 2935 2840000 PRN DFND 1 0 2840000 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 7420 7163000 PRN SOLE 7163000 0 0 J2 GLOBAL INC COM 48123V102 208 3000 SH OTR 1 0 3000 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 121 105000 PRN SOLE 105000 0 0 J2 GLOBAL INC COM 48123V102 48 700 SH SOLE 700 0 0 JABIL INC COM 466313103 1036 30229 SH OTR 5 0 30229 0 JABIL INC COM 466313103 519 15152 SH SOLE 15152 0 0 JABIL INC COM 466313103 18999 554540 SH OTR 1 0 554540 0 JACK IN THE BOX INC COM 466367109 182 2300 SH SOLE 2300 0 0 JACK IN THE BOX INC COM 466367109 825 10400 SH OTR 1 0 10400 0 JACOBS ENGR GROUP INC COM 469814107 331 3573 SH SOLE 3573 0 0 JACOBS ENGR GROUP INC COM 469814107 1720 18541 SH OTR 1 0 18541 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 218 215000 PRN SOLE 215000 0 0 JD.COM INC SPON ADR CL A 47215P106 248 3200 SH SOLE 3200 0 0 JD.COM INC SPON ADR CL A 47215P106 3 36 SH DFND 1 0 36 0 JD.COM INC SPON ADR CL A 47215P106 2076 26752 SH OTR 1 0 26752 0 JEFFERIES FINL GROUP INC COM 47233W109 225 12500 SH SOLE 12500 0 0 JEFFERIES FINL GROUP INC COM 47233W109 1831 101731 SH OTR 1 0 101731 0 JELD-WEN HLDG INC COM 47580P103 640 28300 SH SOLE 28300 0 0 JELD-WEN HLDG INC COM 47580P103 2850 126100 SH OTR 1 0 126100 0 JOHNSON & JOHNSON COM 478160104 72434 486526 SH OTR 1 0 486526 0 JOHNSON & JOHNSON COM 478160104 10694 71831 SH SOLE 71831 0 0 JOHNSON & JOHNSON COM 478160104 4174 28037 SH OTR 5 0 28037 0 JOHNSON OUTDOORS INC CL A 479167108 827 10100 SH OTR 1 0 10100 0 JOHNSON OUTDOORS INC CL A 479167108 180 2200 SH SOLE 2200 0 0 JOYY INC ADS REPSTG COM A 46591M109 2 21 SH DFND 1 0 21 0 JOYY INC ADS REPSTG COM A 46591M109 0 0 SH SOLE 0 0 0 JOYY INC ADS REPSTG COM A 46591M109 629 7800 SH OTR 1 0 7800 0 JPMORGAN CHASE & CO COM 46625H100 1363 14161 SH OTR 5 0 14161 0 JPMORGAN CHASE & CO COM 46625H100 47743 495923 SH OTR 1 0 495923 0 JPMORGAN CHASE & CO COM 46625H100 7824 81270 SH SOLE 81270 0 0 JUNIPER NETWORKS INC COM 48203R104 168 7832 SH SOLE 7832 0 0 JUNIPER NETWORKS INC COM 48203R104 1016 47238 SH OTR 1 0 47238 0 K12 INC COM 48273U102 113 4300 SH SOLE 4300 0 0 K12 INC COM 48273U102 527 20000 SH OTR 1 0 20000 0 KADMON HLDGS INC COM 48283N106 867 221100 SH OTR 1 0 221100 0 KADMON HLDGS INC COM 48283N106 194 49600 SH SOLE 49600 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 504 9400 SH SOLE 9400 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 2256 42100 SH OTR 1 0 42100 0 KANSAS CITY SOUTHERN COM NEW 485170302 475 2627 SH SOLE 2627 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 2429 13435 SH OTR 1 0 13435 0 KAR AUCTION SVCS INC COM 48238T109 238 16500 SH OTR 1 0 16500 0 KAR AUCTION SVCS INC COM 48238T109 55 3800 SH SOLE 3800 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 111 93000 PRN SOLE 93000 0 0 KB HOME COM 48666K109 123 3200 SH SOLE 3200 0 0 KB HOME COM 48666K109 518 13500 SH OTR 1 0 13500 0 KELLOGG CO COM 487836108 2334 36133 SH OTR 1 0 36133 0 KELLOGG CO COM 487836108 444 6875 SH SOLE 6875 0 0 KELLY SVCS INC CL A 488152208 80 4700 SH SOLE 4700 0 0 KELLY SVCS INC CL A 488152208 341 20000 SH OTR 1 0 20000 0 KEURIG DR PEPPER INC COM 49271V100 1152 41726 SH OTR 1 0 41726 0 KEURIG DR PEPPER INC COM 49271V100 0 0 SH SOLE 0 0 0 KEYCORP COM 493267108 1658 138974 SH OTR 1 0 138974 0 KEYCORP COM 493267108 313 26249 SH SOLE 26249 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 495 5014 SH SOLE 5014 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 2632 26648 SH OTR 1 0 26648 0 KFORCE INC COM 493732101 2236 69500 SH OTR 1 0 69500 0 KFORCE INC COM 493732101 502 15600 SH SOLE 15600 0 0 KIMBALL ELECTRONICS INC COM 49428J109 355 30700 SH SOLE 30700 0 0 KIMBALL ELECTRONICS INC COM 49428J109 1599 138300 SH OTR 1 0 138300 0 KIMBALL INTL INC CL B 494274103 61 5800 SH SOLE 5800 0 0 KIMBALL INTL INC CL B 494274103 286 27100 SH OTR 1 0 27100 0 KIMBERLY CLARK CORP COM 494368103 13971 94619 SH OTR 1 0 94619 0 KIMBERLY CLARK CORP COM 494368103 1510 10224 SH SOLE 10224 0 0 KIMBERLY CLARK CORP COM 494368103 1419 9607 SH OTR 5 0 9607 0 KIMCO RLTY CORP COM 49446R109 115 10186 SH SOLE 10186 0 0 KIMCO RLTY CORP COM 49446R109 693 61585 SH OTR 1 0 61585 0 KINDER MORGAN INC DEL COM 49456B101 4689 380307 SH OTR 1 0 380307 0 KINDER MORGAN INC DEL COM 49456B101 35 2827 SH OTR 5 0 2827 0 KINDER MORGAN INC DEL COM 49456B101 630 51117 SH SOLE 51117 0 0 KINSALE CAP GROUP INC COM 49714P108 285 1500 SH OTR 1 0 1500 0 KINSALE CAP GROUP INC COM 49714P108 57 300 SH SOLE 300 0 0 KLA CORP COM NEW 482480100 808 4168 SH SOLE 4168 0 0 KLA CORP COM NEW 482480100 18217 94026 SH OTR 1 0 94026 0 KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 57 1400 SH SOLE 1400 0 0 KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 3645 89561 SH OTR 1 0 89561 0 KODIAK SCIENCES INC COM 50015M109 261 4400 SH SOLE 4400 0 0 KODIAK SCIENCES INC COM 50015M109 1149 19400 SH OTR 1 0 19400 0 KOPPERS HOLDINGS INC COM 50060P106 1301 62200 SH OTR 1 0 62200 0 KOPPERS HOLDINGS INC COM 50060P106 291 13900 SH SOLE 13900 0 0 KRAFT HEINZ CO COM 500754106 517 17258 SH SOLE 17258 0 0 KRAFT HEINZ CO COM 500754106 3959 132192 SH OTR 1 0 132192 0 KRATON CORPORATION COM 50077C106 37 2100 SH SOLE 2100 0 0 KRATON CORPORATION COM 50077C106 169 9500 SH OTR 1 0 9500 0 KROGER CO COM 501044101 18999 560277 SH OTR 1 0 560277 0 KROGER CO COM 501044101 1348 39750 SH SOLE 39750 0 0 KROGER CO COM 501044101 1226 36158 SH OTR 5 0 36158 0 L BRANDS INC COM 501797104 4226 132836 SH OTR 1 0 132836 0 L BRANDS INC COM 501797104 289 9081 SH OTR 5 0 9081 0 L BRANDS INC COM 501797104 195 6139 SH SOLE 6139 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 6168 36317 SH OTR 1 0 36317 0 L3HARRIS TECHNOLOGIES INC COM 502431109 968 5699 SH SOLE 5699 0 0 LA Z BOY INC COM 505336107 585 18500 SH SOLE 18500 0 0 LA Z BOY INC COM 505336107 2628 83100 SH OTR 1 0 83100 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 489 2599 SH SOLE 2599 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3182 16903 SH OTR 1 0 16903 0 LAKELAND BANCORP INC COM 511637100 263 26400 SH SOLE 26400 0 0 LAKELAND BANCORP INC COM 511637100 1179 118500 SH OTR 1 0 118500 0 LAM RESEARCH CORP COM 512807108 1612 4860 SH SOLE 4860 0 0 LAM RESEARCH CORP COM 512807108 110 332 SH OTR 5 0 332 0 LAM RESEARCH CORP COM 512807108 7790 23482 SH OTR 1 0 23482 0 LAMB WESTON HLDGS INC COM 513272104 1371 20692 SH OTR 1 0 20692 0 LAMB WESTON HLDGS INC COM 513272104 267 4025 SH SOLE 4025 0 0 LANTHEUS HLDGS INC COM 516544103 2259 178300 SH OTR 1 0 178300 0 LANTHEUS HLDGS INC COM 516544103 504 39800 SH SOLE 39800 0 0 LAS VEGAS SANDS CORP COM 517834107 418 8955 SH SOLE 8955 0 0 LAS VEGAS SANDS CORP COM 517834107 3338 71533 SH OTR 1 0 71533 0 LATTICE SEMICONDUCTOR CORP COM 518415104 278 9600 SH SOLE 9600 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 1254 43300 SH OTR 1 0 43300 0 LAUDER ESTEE COS INC CL A 518439104 8189 37523 SH OTR 1 0 37523 0 LAUDER ESTEE COS INC CL A 518439104 1280 5867 SH SOLE 5867 0 0 LCI INDS COM 50189K103 308 2900 SH SOLE 2900 0 0 LCI INDS COM 50189K103 1403 13200 SH OTR 1 0 13200 0 LEGGETT & PLATT INC COM 524660107 128 3119 SH SOLE 3119 0 0 LEGGETT & PLATT INC COM 524660107 776 18852 SH OTR 1 0 18852 0 LEIDOS HOLDINGS INC COM 525327102 403 4518 SH SOLE 4518 0 0 LEIDOS HOLDINGS INC COM 525327102 1076 12072 SH OTR 5 0 12072 0 LEIDOS HOLDINGS INC COM 525327102 14017 157229 SH OTR 1 0 157229 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 2763 1767000 PRN DFND 1 0 1767000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 10324 6581000 PRN OTR 1 0 6581000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 41 26000 PRN OTR 4 0 26000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 3031 1932000 PRN SOLE 1932000 0 0 LENNAR CORP CL B 526057302 4337 66057 SH OTR 1 0 66057 0 LENNAR CORP CL A 526057104 610 7473 SH SOLE 7473 0 0 LENNAR CORP CL B 526057302 0 0 SH SOLE 0 0 0 LENNAR CORP CL A 526057104 8658 105993 SH OTR 1 0 105993 0 LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 23 30000 PRN SOLE 30000 0 0 LEXINGTON REALTY TRUST COM 529043101 2042 195451 SH OTR 1 0 195451 0 LEXINGTON REALTY TRUST COM 529043101 458 43800 SH SOLE 43800 0 0 LHC GROUP INC COM 50187A107 2423 11400 SH OTR 1 0 11400 0 LHC GROUP INC COM 50187A107 531 2500 SH SOLE 2500 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 4898 4501000 PRN DFND 1 0 4501000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 73 67000 PRN OTR 4 0 67000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 5465 4999000 PRN SOLE 4999000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 5880 4936000 PRN SOLE 4936000 0 0 LIBERTY MEDIA CORP DEL DEB 2.250% 9/3 531229AE2 54 115000 PRN SOLE 115000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 18429 16857000 PRN OTR 1 0 16857000 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 19186 16105000 PRN OTR 1 0 16105000 0 LIFE STORAGE INC COM 53223X107 2345 22275 SH OTR 1 0 22275 0 LIFE STORAGE INC COM 53223X107 21 200 SH SOLE 200 0 0 LIFEVANTAGE CORP COM NEW 53222K205 154 12800 SH SOLE 12800 0 0 LIFEVANTAGE CORP COM NEW 53222K205 695 57600 SH OTR 1 0 57600 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1154 12110 SH OTR 1 0 12110 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 257 2694 SH SOLE 2694 0 0 LILLY ELI & CO COM 532457108 3321 22439 SH SOLE 22439 0 0 LILLY ELI & CO COM 532457108 25681 173500 SH OTR 1 0 173500 0 LILLY ELI & CO COM 532457108 459 3099 SH OTR 5 0 3099 0 LIMELIGHT NETWORKS INC COM 53261M104 264 45800 SH SOLE 45800 0 0 LIMELIGHT NETWORKS INC COM 53261M104 1204 209100 SH OTR 1 0 209100 0 LINCOLN NATL CORP IND COM 534187109 810 25866 SH OTR 1 0 25866 0 LINCOLN NATL CORP IND COM 534187109 134 4291 SH SOLE 4291 0 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 10122 1160806 SH OTR 1 0 1160806 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 432 49552 SH SOLE 49552 0 0 LITHIA MTRS INC CL A 536797103 5069 22240 SH OTR 1 0 22240 0 LITHIA MTRS INC CL A 536797103 514 2255 SH SOLE 2255 0 0 LITHIA MTRS INC CL A 536797103 809 3550 SH OTR 5 0 3550 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 12612 11272000 PRN OTR 1 0 11272000 0 LIVE NATION ENTERTAINMENT IN COM 538034109 213 3951 SH SOLE 3951 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 1090 20237 SH OTR 1 0 20237 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 2425 2167000 PRN SOLE 2167000 0 0 LIVEPERSON INC COM 538146101 296 5700 SH OTR 1 0 5700 0 LIVEPERSON INC COM 538146101 62 1200 SH SOLE 1200 0 0 LKQ CORP COM 501889208 222 8019 SH SOLE 8019 0 0 LKQ CORP COM 501889208 9547 344300 SH OTR 1 0 344300 0 LKQ CORP COM 501889208 552 19895 SH OTR 5 0 19895 0 LOCKHEED MARTIN CORP COM 539830109 2884 7525 SH SOLE 7525 0 0 LOCKHEED MARTIN CORP COM 539830109 34169 89150 SH OTR 1 0 89150 0 LOCKHEED MARTIN CORP COM 539830109 1758 4588 SH OTR 5 0 4588 0 LOEWS CORP COM 540424108 1180 33943 SH OTR 1 0 33943 0 LOEWS CORP COM 540424108 220 6326 SH SOLE 6326 0 0 LOWES COS INC COM 548661107 3620 21825 SH SOLE 21825 0 0 LOWES COS INC COM 548661107 37300 224889 SH OTR 1 0 224889 0 LPL FINL HLDGS INC COM 50212V100 446 5823 SH SOLE 5823 0 0 LPL FINL HLDGS INC COM 50212V100 15175 197921 SH OTR 1 0 197921 0 LSI INDS INC COM 50216C108 128 19000 SH SOLE 19000 0 0 LSI INDS INC COM 50216C108 578 85700 SH OTR 1 0 85700 0 LTC PPTYS INC COM 502175102 63 1800 SH SOLE 1800 0 0 LTC PPTYS INC COM 502175102 296 8500 SH OTR 1 0 8500 0 LUMEN TECHNOLOGIES INC COM 156700106 1419 140653 SH OTR 1 0 140653 0 LUMEN TECHNOLOGIES INC COM 156700106 235 23319 SH SOLE 23319 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 17232 12304000 PRN SOLE 12304000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 6325 4524000 PRN DFND 1 0 4524000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 53389 38120000 PRN OTR 1 0 38120000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 92 66000 PRN OTR 4 0 66000 0 LUMINEX CORP DEL COM 55027E102 1425 54300 SH OTR 1 0 54300 0 LUMINEX CORP DEL COM 55027E102 315 12000 SH SOLE 12000 0 0 LUTHER BURBANK CORP COM 550550107 114 13636 SH OTR 1 0 13636 0 LUTHER BURBANK CORP COM 550550107 27 3200 SH SOLE 3200 0 0 LYDALL INC DEL COM 550819106 804 48600 SH OTR 1 0 48600 0 LYDALL INC DEL COM 550819106 179 10800 SH SOLE 10800 0 0 M & T BK CORP COM 55261F104 1682 18266 SH OTR 1 0 18266 0 M & T BK CORP COM 55261F104 316 3426 SH SOLE 3426 0 0 M D C HLDGS INC COM 552676108 678 14400 SH SOLE 14400 0 0 M D C HLDGS INC COM 552676108 3019 64100 SH OTR 1 0 64100 0 M/I HOMES INC COM 55305B101 2473 53700 SH OTR 1 0 53700 0 M/I HOMES INC COM 55305B101 557 12100 SH SOLE 12100 0 0 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 378 11100 SH OTR 1 0 11100 0 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 85 2500 SH SOLE 2500 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 314 345000 PRN SOLE 345000 0 0 MACYS INC COM 55616P104 261 45800 SH OTR 1 0 45800 0 MACYS INC COM 55616P104 59 10400 SH SOLE 10400 0 0 MADDEN STEVEN LTD COM 556269108 172 8800 SH OTR 1 0 8800 0 MADDEN STEVEN LTD COM 556269108 41 2100 SH SOLE 2100 0 0 MADISON SQUARE GRDN ENTERTNM CL A 55826T102 1579 23055 SH OTR 1 0 23055 0 MADISON SQUARE GRDN ENTERTNM CL A 55826T102 0 0 SH SOLE 0 0 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 1183 9967 SH OTR 1 0 9967 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 257 2161 SH SOLE 2161 0 0 MAGELLAN HEALTH INC COM NEW 559079207 152 2000 SH SOLE 2000 0 0 MAGELLAN HEALTH INC COM NEW 559079207 682 9000 SH OTR 1 0 9000 0 MALIBU BOATS INC COM CL A 56117J100 2057 41500 SH OTR 1 0 41500 0 MALIBU BOATS INC COM CL A 56117J100 456 9200 SH SOLE 9200 0 0 MANHATTAN ASSOCS INC COM 562750109 2979 31199 SH OTR 1 0 31199 0 MANHATTAN ASSOCS INC COM 562750109 220 2300 SH SOLE 2300 0 0 MANPOWERGROUP INC COM 56418H100 19234 262289 SH OTR 1 0 262289 0 MANPOWERGROUP INC COM 56418H100 1024 13965 SH OTR 5 0 13965 0 MANPOWERGROUP INC COM 56418H100 546 7451 SH SOLE 7451 0 0 MANTECH INTL CORP CL A 564563104 200 2900 SH SOLE 2900 0 0 MANTECH INTL CORP CL A 564563104 965 14010 SH OTR 1 0 14010 0 MARATHON OIL CORP COM 565849106 460 112410 SH OTR 1 0 112410 0 MARATHON OIL CORP COM 565849106 77 18735 SH SOLE 18735 0 0 MARATHON PETE CORP COM 56585A102 506 17246 SH SOLE 17246 0 0 MARATHON PETE CORP COM 56585A102 2718 92653 SH OTR 1 0 92653 0 MARINEMAX INC COM 567908108 2000 77900 SH OTR 1 0 77900 0 MARINEMAX INC COM 567908108 447 17400 SH SOLE 17400 0 0 MARKETAXESS HLDGS INC COM 57060D108 2604 5407 SH OTR 1 0 5407 0 MARKETAXESS HLDGS INC COM 57060D108 480 996 SH SOLE 996 0 0 MARRIOTT INTL INC NEW CL A 571903202 4664 50374 SH OTR 1 0 50374 0 MARRIOTT INTL INC NEW CL A 571903202 655 7073 SH SOLE 7073 0 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 2913 2963000 PRN DFND 1 0 2963000 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 44 45000 PRN OTR 4 0 45000 0 MARSH & MCLENNAN COS INC COM 571748102 1508 13147 SH SOLE 13147 0 0 MARSH & MCLENNAN COS INC COM 571748102 9454 82421 SH OTR 1 0 82421 0 MARTEN TRANS LTD COM 573075108 83 5100 SH SOLE 5100 0 0 MARTEN TRANS LTD COM 573075108 370 22700 SH OTR 1 0 22700 0 MARTIN MARIETTA MATLS INC COM 573284106 393 1670 SH SOLE 1670 0 0 MARTIN MARIETTA MATLS INC COM 573284106 2087 8867 SH OTR 1 0 8867 0 MASCO CORP COM 574599106 14473 262532 SH OTR 1 0 262532 0 MASCO CORP COM 574599106 1097 19901 SH OTR 5 0 19901 0 MASCO CORP COM 574599106 711 12902 SH SOLE 12902 0 0 MASONITE INTL CORP COM 575385109 3159 32100 SH OTR 1 0 32100 0 MASONITE INTL CORP COM 575385109 708 7200 SH SOLE 7200 0 0 MASTECH DIGITAL INC COM 57633B100 85 4700 SH SOLE 4700 0 0 MASTECH DIGITAL INC COM 57633B100 384 21300 SH OTR 1 0 21300 0 MASTERCARD INCORPORATED CL A 57636Q104 2429 7182 SH OTR 5 0 7182 0 MASTERCARD INCORPORATED CL A 57636Q104 9166 27106 SH SOLE 27106 0 0 MASTERCARD INCORPORATED CL A 57636Q104 79384 234745 SH OTR 1 0 234745 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 1361 77800 SH OTR 1 0 77800 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 303 17300 SH SOLE 17300 0 0 MATCH GROUP INC NEW COM 57667L107 60 539 SH SOLE 539 0 0 MATCH GROUP INC NEW COM 57667L107 2636 23825 SH OTR 1 0 23825 0 MATERION CORP COM 576690101 57 1100 SH SOLE 1100 0 0 MATERION CORP COM 576690101 265 5100 SH OTR 1 0 5100 0 MATRIX SVC CO COM 576853105 133 15933 SH SOLE 15933 0 0 MATRIX SVC CO COM 576853105 597 71485 SH OTR 1 0 71485 0 MATSON INC COM 57686G105 277 6900 SH OTR 1 0 6900 0 MATSON INC COM 57686G105 60 1500 SH SOLE 1500 0 0 MATTHEWS INTL CORP CL A 577128101 42 1900 SH SOLE 1900 0 0 MATTHEWS INTL CORP CL A 577128101 199 8900 SH OTR 1 0 8900 0 MAXAR TECHNOLOGIES INC COM 57778K105 80 3200 SH SOLE 3200 0 0 MAXAR TECHNOLOGIES INC COM 57778K105 339 13600 SH OTR 1 0 13600 0 MAXIM INTEGRATED PRODS INC COM 57772K101 2570 38016 SH OTR 1 0 38016 0 MAXIM INTEGRATED PRODS INC COM 57772K101 479 7092 SH SOLE 7092 0 0 MAXLINEAR INC COM 57776J100 367 15800 SH SOLE 15800 0 0 MAXLINEAR INC COM 57776J100 1622 69800 SH OTR 1 0 69800 0 MCCORMICK & CO INC COM NON VTG 579780206 644 3317 SH SOLE 3317 0 0 MCCORMICK & CO INC COM NON VTG 579780206 3426 17649 SH OTR 1 0 17649 0 MCDONALDS CORP COM 580135101 4679 21317 SH SOLE 21317 0 0 MCDONALDS CORP COM 580135101 308 1402 SH OTR 5 0 1402 0 MCDONALDS CORP COM 580135101 25965 118295 SH OTR 1 0 118295 0 MCGRATH RENTCORP COM 580589109 1085 18200 SH OTR 1 0 18200 0 MCGRATH RENTCORP COM 580589109 244 4100 SH SOLE 4100 0 0 MCKESSON CORP COM 58155Q103 1115 7488 SH SOLE 7488 0 0 MCKESSON CORP COM 58155Q103 855 5740 SH OTR 5 0 5740 0 MCKESSON CORP COM 58155Q103 25123 168690 SH OTR 1 0 168690 0 MDU RES GROUP INC COM 552690109 7379 327943 SH OTR 1 0 327943 0 MDU RES GROUP INC COM 552690109 428 19019 SH SOLE 19019 0 0 MDU RES GROUP INC COM 552690109 132 5884 SH OTR 5 0 5884 0 MEDIFAST INC COM 58470H101 625 3800 SH SOLE 3800 0 0 MEDIFAST INC COM 58470H101 2746 16700 SH OTR 1 0 16700 0 MEDNAX INC COM 58502B106 36 2200 SH SOLE 2200 0 0 MEDNAX INC COM 58502B106 155 9500 SH OTR 1 0 9500 0 MEDPACE HLDGS INC COM 58506Q109 3163 28300 SH OTR 1 0 28300 0 MEDPACE HLDGS INC COM 58506Q109 704 6300 SH SOLE 6300 0 0 MERCADOLIBRE INC COM 58733R102 216 200 SH SOLE 200 0 0 MERCHANTS BANCORP IND COM 58844R108 1425 72300 SH OTR 1 0 72300 0 MERCHANTS BANCORP IND COM 58844R108 319 16200 SH SOLE 16200 0 0 MERCK & CO. INC COM 58933Y105 1509 18187 SH OTR 5 0 18187 0 MERCK & CO. INC COM 58933Y105 46655 562447 SH OTR 1 0 562447 0 MERCK & CO. INC COM 58933Y105 6465 77942 SH SOLE 77942 0 0 MERIDIAN BANCORP INC MD COM 58958U103 301 29100 SH SOLE 29100 0 0 MERIDIAN BANCORP INC MD COM 58958U103 1343 129800 SH OTR 1 0 129800 0 MERIDIAN BIOSCIENCE INC COM 589584101 382 22500 SH SOLE 22500 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 1705 100400 SH OTR 1 0 100400 0 MERIT MED SYS INC COM 589889104 2166 49800 SH OTR 1 0 49800 0 MERIT MED SYS INC COM 589889104 492 11300 SH SOLE 11300 0 0 MERITAGE HOMES CORP COM 59001A102 3853 34900 SH OTR 1 0 34900 0 MERITAGE HOMES CORP COM 59001A102 850 7700 SH SOLE 7700 0 0 MERITOR INC COM 59001K100 512 24430 SH OTR 1 0 24430 0 MERITOR INC COM 59001K100 110 5260 SH SOLE 5260 0 0 METLIFE INC COM 59156R108 750 20178 SH SOLE 20178 0 0 METLIFE INC COM 59156R108 5459 146853 SH OTR 1 0 146853 0 METROPOLITAN BK HLDG CORP COM 591774104 288 10279 SH SOLE 10279 0 0 METROPOLITAN BK HLDG CORP COM 591774104 1305 46603 SH OTR 1 0 46603 0 METTLER TOLEDO INTERNATIONAL COM 592688105 3297 3414 SH OTR 1 0 3414 0 METTLER TOLEDO INTERNATIONAL COM 592688105 643 666 SH SOLE 666 0 0 MFA FINL INC COM 55272X102 73 27400 SH OTR 1 0 27400 0 MFA FINL INC COM 55272X102 17 6400 SH SOLE 6400 0 0 MFS MUN INCOME TR SH BEN INT 552738106 2142 333155 SH SOLE 333155 0 0 MGM RESORTS INTERNATIONAL COM 552953101 1268 58298 SH OTR 1 0 58298 0 MGM RESORTS INTERNATIONAL COM 552953101 249 11457 SH SOLE 11457 0 0 MICHAELS COS INC COM 59408Q106 514 53200 SH OTR 1 0 53200 0 MICHAELS COS INC COM 59408Q106 117 12100 SH SOLE 12100 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 3694 35947 SH OTR 1 0 35947 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 19023 12327000 PRN OTR 1 0 12327000 0 MICROCHIP TECHNOLOGY INC. COM 595017104 684 6658 SH SOLE 6658 0 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 7308 3277000 PRN SOLE 3277000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 33187 14881000 PRN OTR 1 0 14881000 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 17487 7850000 PRN DFND 1 0 7850000 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 7879 5106000 PRN SOLE 5106000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 258 116000 PRN OTR 4 0 116000 0 MICRON TECHNOLOGY INC COM 595112103 1376 29308 SH SOLE 29308 0 0 MICRON TECHNOLOGY INC COM 595112103 8370 178244 SH OTR 1 0 178244 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 24208 5176000 PRN OTR 1 0 5176000 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 12562 2686000 PRN SOLE 2686000 0 0 MICROSOFT CORP COM 594918104 13960 66374 SH OTR 5 0 66374 0 MICROSOFT CORP COM 594918104 47909 227779 SH SOLE 227779 0 0 MICROSOFT CORP COM 594918104 424261 2017119 SH OTR 1 0 2017119 0 MICROSTRATEGY INC CL A NEW 594972408 422 2800 SH SOLE 2800 0 0 MICROSTRATEGY INC CL A NEW 594972408 1879 12478 SH OTR 1 0 12478 0 MID-AMER APT CMNTYS INC COM 59522J103 5488 47328 SH OTR 1 0 47328 0 MID-AMER APT CMNTYS INC COM 59522J103 371 3197 SH SOLE 3197 0 0 MIDLAND STS BANCORP INC ILL COM 597742105 163 12700 SH OTR 1 0 12700 0 MIDLAND STS BANCORP INC ILL COM 597742105 35 2700 SH SOLE 2700 0 0 MIDWESTONE FINL GROUP INC NE COM 598511103 252 14103 SH OTR 1 0 14103 0 MIDWESTONE FINL GROUP INC NE COM 598511103 53 2974 SH SOLE 2974 0 0 MILLER HERMAN INC COM 600544100 697 23100 SH SOLE 23100 0 0 MILLER HERMAN INC COM 600544100 3105 102957 SH OTR 1 0 102957 0 MILLER INDS INC TENN COM NEW 600551204 264 8649 SH OTR 1 0 8649 0 MILLER INDS INC TENN COM NEW 600551204 55 1796 SH SOLE 1796 0 0 MINERALS TECHNOLOGIES INC COM 603158106 174 3400 SH OTR 1 0 3400 0 MINERALS TECHNOLOGIES INC COM 603158106 36 700 SH SOLE 700 0 0 MIRATI THERAPEUTICS INC COM 60468T105 3122 18800 SH OTR 1 0 18800 0 MIRATI THERAPEUTICS INC COM 60468T105 714 4300 SH SOLE 4300 0 0 MITEK SYS INC COM NEW 606710200 2373 186300 SH OTR 1 0 186300 0 MITEK SYS INC COM NEW 606710200 533 41800 SH SOLE 41800 0 0 MODERNA INC COM 60770K107 3897 55080 SH OTR 1 0 55080 0 MODERNA INC COM 60770K107 92 1300 SH SOLE 1300 0 0 MODINE MFG CO COM 607828100 71 11300 SH SOLE 11300 0 0 MODINE MFG CO COM 607828100 313 50100 SH OTR 1 0 50100 0 MOHAWK INDS INC COM 608190104 296 3038 SH SOLE 3038 0 0 MOHAWK INDS INC COM 608190104 8570 87818 SH OTR 1 0 87818 0 MOHAWK INDS INC COM 608190104 309 3171 SH OTR 5 0 3171 0 MOLINA HEALTHCARE INC COM 60855R100 990 5409 SH OTR 5 0 5409 0 MOLINA HEALTHCARE INC COM 60855R100 16713 91307 SH OTR 1 0 91307 0 MOLINA HEALTHCARE INC COM 60855R100 419 2289 SH SOLE 2289 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 11281 336130 SH OTR 1 0 336130 0 MOLSON COORS BEVERAGE CO CL B 60871R209 1052 31332 SH OTR 5 0 31332 0 MOLSON COORS BEVERAGE CO CL B 60871R209 577 17179 SH SOLE 17179 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 644 12262 SH SOLE 12262 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 2865 54586 SH OTR 1 0 54586 0 MONDELEZ INTL INC CL A 609207105 12874 224093 SH OTR 1 0 224093 0 MONDELEZ INTL INC CL A 609207105 2140 37249 SH SOLE 37249 0 0 MONGODB INC NOTE 0.750% 6/1 60937PAB2 118 35000 PRN SOLE 35000 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 332 24000 SH SOLE 24000 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 1492 107700 SH OTR 1 0 107700 0 MONSTER BEVERAGE CORP NEW COM 61174X109 794 9903 SH SOLE 9903 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 4216 52568 SH OTR 1 0 52568 0 MOODYS CORP COM 615369105 703 2425 SH OTR 5 0 2425 0 MOODYS CORP COM 615369105 9425 32518 SH OTR 1 0 32518 0 MOODYS CORP COM 615369105 1619 5584 SH SOLE 5584 0 0 MORGAN STANLEY COM NEW 617446448 9446 195359 SH OTR 1 0 195359 0 MORGAN STANLEY COM NEW 617446448 1526 31557 SH SOLE 31557 0 0 MOSAIC CO NEW COM 61945C103 377 20627 SH SOLE 20627 0 0 MOSAIC CO NEW COM 61945C103 243 13288 SH OTR 5 0 13288 0 MOSAIC CO NEW COM 61945C103 2910 159275 SH OTR 1 0 159275 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 699 4455 SH SOLE 4455 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 3791 24177 SH OTR 1 0 24177 0 MSCI INC COM 55354G100 810 2271 SH SOLE 2271 0 0 MSCI INC COM 55354G100 5333 14947 SH OTR 1 0 14947 0 MTS SYS CORP COM 553777103 1643 86000 SH OTR 1 0 86000 0 MTS SYS CORP COM 553777103 365 19100 SH SOLE 19100 0 0 MUELLER INDS INC COM 624756102 574 21200 SH SOLE 21200 0 0 MUELLER INDS INC COM 624756102 2578 95284 SH OTR 1 0 95284 0 MUELLER WTR PRODS INC COM SER A 624758108 452 43500 SH SOLE 43500 0 0 MUELLER WTR PRODS INC COM SER A 624758108 2004 192900 SH OTR 1 0 192900 0 MURPHY USA INC COM 626755102 6635 51724 SH OTR 1 0 51724 0 MURPHY USA INC COM 626755102 952 7418 SH OTR 5 0 7418 0 MURPHY USA INC COM 626755102 735 5733 SH SOLE 5733 0 0 MYOKARDIA INC COM 62857M105 2140 15700 SH OTR 1 0 15700 0 MYOKARDIA INC COM 62857M105 491 3600 SH SOLE 3600 0 0 MYR GROUP INC DEL COM 55405W104 658 17700 SH OTR 1 0 17700 0 MYR GROUP INC DEL COM 55405W104 149 4000 SH SOLE 4000 0 0 MYRIAD GENETICS INC COM 62855J104 290 22221 SH SOLE 22221 0 0 MYRIAD GENETICS INC COM 62855J104 1293 99123 SH OTR 1 0 99123 0 NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 25 90000 PRN SOLE 90000 0 0 NASDAQ INC COM 631103108 9440 76930 SH OTR 1 0 76930 0 NASDAQ INC COM 631103108 369 3011 SH SOLE 3011 0 0 NATERA INC COM 632307104 2471 34200 SH OTR 1 0 34200 0 NATERA INC COM 632307104 556 7700 SH SOLE 7700 0 0 NATIONAL HEALTH INVS INC COM 63633D104 2001 33200 SH OTR 1 0 33200 0 NATIONAL HEALTH INVS INC COM 63633D104 446 7400 SH SOLE 7400 0 0 NATIONAL HEALTHCARE CORP COM 635906100 1907 30600 SH OTR 1 0 30600 0 NATIONAL HEALTHCARE CORP COM 635906100 424 6800 SH SOLE 6800 0 0 NATIONAL OILWELL VARCO INC COM 637071101 501 55288 SH OTR 1 0 55288 0 NATIONAL OILWELL VARCO INC COM 637071101 83 9205 SH SOLE 9205 0 0 NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 242 7400 SH SOLE 7400 0 0 NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 1070 32700 SH OTR 1 0 32700 0 NATIONAL WESTN LIFE GROUP IN CL A 638517102 384 2100 SH OTR 1 0 2100 0 NATIONAL WESTN LIFE GROUP IN CL A 638517102 91 500 SH SOLE 500 0 0 NATURES SUNSHINE PRODS INC COM 639027101 36 3100 SH SOLE 3100 0 0 NATURES SUNSHINE PRODS INC COM 639027101 176 15200 SH OTR 1 0 15200 0 NATUS MED INC DEL COM 639050103 139 8100 SH SOLE 8100 0 0 NATUS MED INC DEL COM 639050103 618 36100 SH OTR 1 0 36100 0 NAUTILUS INC COM 63910B102 288 16800 SH SOLE 16800 0 0 NAUTILUS INC COM 63910B102 1323 77100 SH OTR 1 0 77100 0 NAVISTAR INTL CORP NEW COM 63934E108 745 17100 SH SOLE 17100 0 0 NAVISTAR INTL CORP NEW COM 63934E108 3348 76900 SH OTR 1 0 76900 0 NEOGENOMICS INC COM NEW 64049M209 196 5300 SH OTR 1 0 5300 0 NEOGENOMICS INC COM NEW 64049M209 41 1100 SH SOLE 1100 0 0 NEOPHOTONICS CORP COM 64051T100 135 22200 SH OTR 1 0 22200 0 NEOPHOTONICS CORP COM 64051T100 29 4800 SH SOLE 4800 0 0 NETAPP INC COM 64110D104 269 6142 SH SOLE 6142 0 0 NETAPP INC COM 64110D104 1386 31611 SH OTR 1 0 31611 0 NETEASE INC SPONSORED ADS 64110W102 1591 3500 SH OTR 1 0 3500 0 NETEASE INC SPONSORED ADS 64110W102 2 5 SH DFND 1 0 5 0 NETEASE INC SPONSORED ADS 64110W102 182 400 SH SOLE 400 0 0 NETFLIX INC COM 64110L106 6390 12779 SH SOLE 12779 0 0 NETFLIX INC COM 64110L106 768 1536 SH OTR 5 0 1536 0 NETFLIX INC COM 64110L106 45341 90677 SH OTR 1 0 90677 0 NETGEAR INC COM 64111Q104 358 11600 SH SOLE 11600 0 0 NETGEAR INC COM 64111Q104 1584 51400 SH OTR 1 0 51400 0 NETSCOUT SYS INC COM 64115T104 87 3980 SH SOLE 3980 0 0 NETSCOUT SYS INC COM 64115T104 387 17714 SH OTR 1 0 17714 0 NEUBERGER BRMAN NY MUNI FD I COM 64124K102 300 25745 SH SOLE 25745 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 5251 3791000 PRN SOLE 3791000 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 22607 16323000 PRN OTR 1 0 16323000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 5981 4350000 PRN DFND 1 0 4350000 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 2351 24444 SH OTR 1 0 24444 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 16 168 SH SOLE 168 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 92 67000 PRN OTR 4 0 67000 0 NEVRO CORP COM 64157F103 892 6400 SH OTR 1 0 6400 0 NEVRO CORP COM 64157F103 209 1500 SH SOLE 1500 0 0 NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 75 500 SH SOLE 500 0 0 NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 508 3400 SH OTR 1 0 3400 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 115 120000 PRN SOLE 120000 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 681 82308 SH OTR 5 0 82308 0 NEW YORK CMNTY BANCORP INC COM 649445103 5691 688180 SH OTR 1 0 688180 0 NEW YORK CMNTY BANCORP INC COM 649445103 49 5910 SH SOLE 5910 0 0 NEWELL BRANDS INC COM 651229106 153 8894 SH SOLE 8894 0 0 NEWELL BRANDS INC COM 651229106 923 53771 SH OTR 1 0 53771 0 NEWMARK GROUP INC CL A 65158N102 519 120100 SH OTR 1 0 120100 0 NEWMARK GROUP INC CL A 65158N102 112 26000 SH SOLE 26000 0 0 NEWMONT CORP COM 651639106 2065 32543 SH SOLE 32543 0 0 NEWMONT CORP COM 651639106 20100 316783 SH OTR 1 0 316783 0 NEWMONT CORP COM 651639106 1419 22359 SH OTR 5 0 22359 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 1666 1889000 PRN SOLE 1889000 0 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 11344 12861000 PRN OTR 1 0 12861000 0 NEWS CORP NEW CL A 65249B109 6392 455898 SH OTR 1 0 455898 0 NEWS CORP NEW CL A 65249B109 379 27026 SH SOLE 27026 0 0 NEWS CORP NEW CL B 65249B208 18 1293 SH OTR 5 0 1293 0 NEWS CORP NEW CL A 65249B109 477 34012 SH OTR 5 0 34012 0 NEWS CORP NEW CL B 65249B208 665 47592 SH OTR 1 0 47592 0 NEWS CORP NEW CL B 65249B208 30 2170 SH SOLE 2170 0 0 NEXTERA ENERGY INC COM 65339F101 3572 12871 SH SOLE 12871 0 0 NEXTERA ENERGY INC COM 65339F101 878 3165 SH OTR 5 0 3165 0 NEXTERA ENERGY INC COM 65339F101 22917 82567 SH OTR 1 0 82567 0 NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 6802 124800 SH SOLE 124800 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 5520 116750 SH SOLE 116750 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 158 3388 SH OTR 4 0 3388 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 10648 228098 SH DFND 1 0 228098 0 NEXTGEN HEALTHCARE INC COM 65343C102 944 74100 SH OTR 1 0 74100 0 NEXTGEN HEALTHCARE INC COM 65343C102 209 16400 SH SOLE 16400 0 0 NEXTIER OILFIELD SOLUTIONS COM 65290C105 78 41900 SH SOLE 41900 0 0 NEXTIER OILFIELD SOLUTIONS COM 65290C105 359 193800 SH OTR 1 0 193800 0 NICE LTD SPONSORED ADR 653656108 7477 32934 SH OTR 1 0 32934 0 NICE LTD SPONSORED ADR 653656108 6472 28506 SH SOLE 28506 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 87339 32099000 PRN OTR 1 0 32099000 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 12273 4519000 PRN DFND 1 0 4519000 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 26828 9860000 PRN SOLE 9860000 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 185 68000 PRN OTR 4 0 68000 0 NIKE INC CL B 654106103 192 1528 SH OTR 5 0 1528 0 NIKE INC CL B 654106103 4336 34538 SH SOLE 34538 0 0 NIKE INC CL B 654106103 28918 230346 SH OTR 1 0 230346 0 NIO INC SPON ADS 62914V106 62 2900 SH SOLE 2900 0 0 NIO INC SPON ADS 62914V106 365 17200 SH OTR 1 0 17200 0 NISOURCE INC COM 65473P105 1200 54539 SH OTR 1 0 54539 0 NISOURCE INC COM 65473P105 199 9051 SH SOLE 9051 0 0 NOBLE ENERGY INC COM 655044105 590 69011 SH OTR 1 0 69011 0 NOBLE ENERGY INC COM 655044105 97 11395 SH SOLE 11395 0 0 NORFOLK SOUTHN CORP COM 655844108 8909 41631 SH OTR 1 0 41631 0 NORFOLK SOUTHN CORP COM 655844108 1427 6667 SH SOLE 6667 0 0 NORTHERN TR CORP COM 665859104 430 5509 SH SOLE 5509 0 0 NORTHERN TR CORP COM 665859104 2310 29631 SH OTR 1 0 29631 0 NORTHROP GRUMMAN CORP COM 666807102 948 3005 SH OTR 5 0 3005 0 NORTHROP GRUMMAN CORP COM 666807102 1398 4430 SH SOLE 4430 0 0 NORTHROP GRUMMAN CORP COM 666807102 11130 35279 SH OTR 1 0 35279 0 NORTONLIFELOCK INC COM 668771108 331 15869 SH SOLE 15869 0 0 NORTONLIFELOCK INC COM 668771108 1754 84155 SH OTR 1 0 84155 0 NOVAVAX INC COM NEW 670002401 2925 27000 SH OTR 1 0 27000 0 NOVAVAX INC COM NEW 670002401 650 6000 SH SOLE 6000 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 18766 1800000 PRN OTR 1 0 1800000 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 11364 1090000 PRN SOLE 1090000 0 0 NRG ENERGY INC COM NEW 629377508 390 12677 SH SOLE 12677 0 0 NRG ENERGY INC COM NEW 629377508 9412 306180 SH OTR 1 0 306180 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 25504 24506000 PRN OTR 1 0 24506000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 76 73000 PRN OTR 4 0 73000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 4962 4791000 PRN DFND 1 0 4791000 0 NRG ENERGY INC COM NEW 629377508 430 14003 SH OTR 5 0 14003 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 4260 4093000 PRN SOLE 4093000 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 162 3226 SH SOLE 3226 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 8976 179193 SH OTR 1 0 179193 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 3560 2004000 PRN SOLE 2004000 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 452 13610 SH OTR 1 0 13610 0 NUANCE COMMUNICATIONS INC COM 67020Y100 0 0 SH SOLE 0 0 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 34831 19609000 PRN OTR 1 0 19609000 0 NUCOR CORP COM 670346105 1928 42987 SH OTR 1 0 42987 0 NUCOR CORP COM 670346105 369 8215 SH SOLE 8215 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 4625 4507000 PRN DFND 1 0 4507000 0 NUVASIVE INC COM 670704105 2713 55854 SH OTR 1 0 55854 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 69 67000 PRN OTR 4 0 67000 0 NUVASIVE INC COM 670704105 607 12500 SH SOLE 12500 0 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 25742 1795140 SH SOLE 1795140 0 0 NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 366 61937 SH SOLE 61937 0 0 NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2632 200000 SH SOLE 200000 0 0 NUVEEN MICH QUALITY MUN INCO COM 670979103 4254 300000 SH SOLE 300000 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1286 100000 SH OTR 1 0 100000 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 7055 548590 SH SOLE 548590 0 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 6950 517097 SH SOLE 517097 0 0 NVIDIA CORPORATION COM 67066G104 2714 5015 SH OTR 5 0 5015 0 NVIDIA CORPORATION COM 67066G104 96031 177434 SH OTR 1 0 177434 0 NVIDIA CORPORATION COM 67066G104 10192 18832 SH SOLE 18832 0 0 NVR INC COM 62944T105 380 93 SH SOLE 93 0 0 NVR INC COM 62944T105 2025 496 SH OTR 1 0 496 0 OCCIDENTAL PETE CORP COM 674599105 221 22067 SH SOLE 22067 0 0 OCCIDENTAL PETE CORP COM 674599105 1193 119200 SH OTR 1 0 119200 0 OCEANFIRST FINL CORP COM 675234108 237 17300 SH SOLE 17300 0 0 OCEANFIRST FINL CORP COM 675234108 1051 76800 SH OTR 1 0 76800 0 OGE ENERGY CORP COM 670837103 470 15684 SH SOLE 15684 0 0 OGE ENERGY CORP COM 670837103 3857 128606 SH OTR 1 0 128606 0 OGE ENERGY CORP COM 670837103 397 13236 SH OTR 5 0 13236 0 OIL DRI CORP AMER COM 677864100 39 1100 SH SOLE 1100 0 0 OIL DRI CORP AMER COM 677864100 179 5000 SH OTR 1 0 5000 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 18695 33038000 PRN OTR 1 0 33038000 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 5102 9016000 PRN SOLE 9016000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 12087 9144000 PRN OTR 1 0 9144000 0 OKTA INC CL A 679295105 503 2352 SH OTR 1 0 2352 0 OKTA INC NOTE 0.125% 9/0 679295AD7 4100 3102000 PRN SOLE 3102000 0 0 OKTA INC CL A 679295105 86 400 SH SOLE 400 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 4498 24862 SH OTR 1 0 24862 0 OLD DOMINION FREIGHT LINE IN COM 679580100 465 2569 SH SOLE 2569 0 0 OMNICELL COM COM 68213N109 612 8200 SH OTR 1 0 8200 0 OMNICELL COM COM 68213N109 142 1900 SH SOLE 1900 0 0 OMNICOM GROUP INC COM 681919106 286 5774 SH SOLE 5774 0 0 OMNICOM GROUP INC COM 681919106 1514 30595 SH OTR 1 0 30595 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 16891 12766000 PRN OTR 1 0 12766000 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 5345 4473000 PRN DFND 1 0 4473000 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 4537 3429000 PRN SOLE 3429000 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 75 63000 PRN OTR 4 0 63000 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 430 325000 PRN OTR 5 0 325000 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 34 28000 PRN SOLE 28000 0 0 ONEOK INC NEW COM 682680103 1643 63251 SH OTR 1 0 63251 0 ONEOK INC NEW COM 682680103 303 11682 SH SOLE 11682 0 0 OP BANCORP COM 67109R109 76 13200 SH SOLE 13200 0 0 OP BANCORP COM 67109R109 349 61000 SH OTR 1 0 61000 0 OPKO HEALTH INC COM 68375N103 1085 294100 SH OTR 1 0 294100 0 OPKO HEALTH INC COM 68375N103 244 66000 SH SOLE 66000 0 0 OPTION CARE HEALTH INC COM NEW 68404L201 2686 200900 SH OTR 1 0 200900 0 OPTION CARE HEALTH INC COM NEW 68404L201 602 45000 SH SOLE 45000 0 0 ORACLE CORP COM 68389X105 741 12413 SH OTR 5 0 12413 0 ORACLE CORP COM 68389X105 21607 361933 SH OTR 1 0 361933 0 ORACLE CORP COM 68389X105 3471 58135 SH SOLE 58135 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 484 39800 SH SOLE 39800 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 2166 178000 SH OTR 1 0 178000 0 OREILLY AUTOMOTIVE INC COM 67103H107 12749 27650 SH OTR 1 0 27650 0 OREILLY AUTOMOTIVE INC COM 67103H107 898 1947 SH SOLE 1947 0 0 ORRSTOWN FINL SVCS INC COM 687380105 56 4392 SH SOLE 4392 0 0 ORRSTOWN FINL SVCS INC COM 687380105 248 19401 SH OTR 1 0 19401 0 ORTHOFIX MED INC COM 68752M108 716 23000 SH OTR 1 0 23000 0 ORTHOFIX MED INC COM 68752M108 162 5200 SH SOLE 5200 0 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 88 87000 PRN SOLE 87000 0 0 OTIS WORLDWIDE CORP COM 68902V107 11979 191909 SH OTR 1 0 191909 0 OTIS WORLDWIDE CORP COM 68902V107 665 10646 SH SOLE 10646 0 0 OVERSTOCK COM INC DEL COM 690370101 1271 17500 SH OTR 1 0 17500 0 OVERSTOCK COM INC DEL COM 690370101 298 4100 SH SOLE 4100 0 0 OWENS & MINOR INC NEW COM 690732102 4043 161000 SH OTR 1 0 161000 0 OWENS & MINOR INC NEW COM 690732102 906 36100 SH SOLE 36100 0 0 OWENS CORNING NEW COM 690742101 9393 136502 SH OTR 1 0 136502 0 OWENS CORNING NEW COM 690742101 497 7225 SH SOLE 7225 0 0 OWENS CORNING NEW COM 690742101 525 7634 SH OTR 5 0 7634 0 PACCAR INC COM 693718108 5358 62834 SH OTR 1 0 62834 0 PACCAR INC COM 693718108 782 9170 SH SOLE 9170 0 0 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 44 4500 SH SOLE 4500 0 0 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 200 20300 SH OTR 1 0 20300 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 3484 3032000 PRN DFND 1 0 3032000 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 3165 2749000 PRN OTR 1 0 2749000 0 PACIRA BIOSCIENCES COM 695127100 685 11397 SH SOLE 11397 0 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 53 46000 PRN OTR 4 0 46000 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 958 832000 PRN SOLE 832000 0 0 PACIRA BIOSCIENCES COM 695127100 3047 50688 SH OTR 1 0 50688 0 PACKAGING CORP AMER COM 695156109 1473 13504 SH OTR 1 0 13504 0 PACKAGING CORP AMER COM 695156109 277 2540 SH SOLE 2540 0 0 PACWEST BANCORP DEL COM 695263103 137 8000 SH SOLE 8000 0 0 PACWEST BANCORP DEL COM 695263103 485 28379 SH OTR 1 0 28379 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 8482 7508000 PRN SOLE 7508000 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 25584 22645000 PRN OTR 1 0 22645000 0 PALO ALTO NETWORKS INC COM 697435105 73 300 SH SOLE 300 0 0 PALO ALTO NETWORKS INC COM 697435105 6759 27616 SH OTR 1 0 27616 0 PAPA JOHNS INTL INC COM 698813102 1588 19300 SH OTR 1 0 19300 0 PAPA JOHNS INTL INC COM 698813102 362 4400 SH SOLE 4400 0 0 PARKER-HANNIFIN CORP COM 701094104 714 3531 SH SOLE 3531 0 0 PARKER-HANNIFIN CORP COM 701094104 11568 57171 SH OTR 1 0 57171 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 28717 28898000 PRN OTR 1 0 28898000 0 PATRICK INDS INC COM 703343103 526 9151 SH SOLE 9151 0 0 PATRICK INDS INC COM 703343103 2355 40939 SH OTR 1 0 40939 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 5945 6043000 PRN DFND 1 0 6043000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 90 91000 PRN OTR 4 0 91000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 7703 7752000 PRN SOLE 7752000 0 0 PAYCHEX INC COM 704326107 3639 45619 SH OTR 1 0 45619 0 PAYCHEX INC COM 704326107 675 8461 SH SOLE 8461 0 0 PAYCOM SOFTWARE INC COM 70432V102 2171 6973 SH OTR 1 0 6973 0 PAYCOM SOFTWARE INC COM 70432V102 422 1356 SH SOLE 1356 0 0 PAYPAL HLDGS INC COM 70450Y103 7426 37691 SH SOLE 37691 0 0 PAYPAL HLDGS INC COM 70450Y103 73373 372397 SH OTR 1 0 372397 0 PAYPAL HLDGS INC COM 70450Y103 2772 14069 SH OTR 5 0 14069 0 PCTEL INC COM 69325Q105 38 6700 SH SOLE 6700 0 0 PCTEL INC COM 69325Q105 175 30900 SH OTR 1 0 30900 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 705 46508 SH OTR 1 0 46508 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 160 10576 SH SOLE 10576 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 39 3100 SH SOLE 3100 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 172 13700 SH OTR 1 0 13700 0 PENN NATL GAMING INC COM 707569109 1011 13900 SH SOLE 13900 0 0 PENN NATL GAMING INC COM 707569109 4457 61300 SH OTR 1 0 61300 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 122 2100 SH SOLE 2100 0 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 552 9500 SH OTR 1 0 9500 0 PEOPLES UNITED FINANCIAL INC COM 712704105 624 60485 SH OTR 1 0 60485 0 PEOPLES UNITED FINANCIAL INC COM 712704105 103 9998 SH SOLE 9998 0 0 PEPSICO INC COM 713448108 506 3650 SH OTR 5 0 3650 0 PEPSICO INC COM 713448108 5196 37486 SH SOLE 37486 0 0 PEPSICO INC COM 713448108 34693 250307 SH OTR 1 0 250307 0 PERDOCEO ED CORP COM 71363P106 190 15500 SH SOLE 15500 0 0 PERDOCEO ED CORP COM 71363P106 851 69500 SH OTR 1 0 69500 0 PERFORMANCE FOOD GROUP CO COM 71377A103 273 7900 SH SOLE 7900 0 0 PERFORMANCE FOOD GROUP CO COM 71377A103 1229 35500 SH OTR 1 0 35500 0 PERKINELMER INC COM 714046109 1998 15922 SH OTR 1 0 15922 0 PERKINELMER INC COM 714046109 356 2839 SH SOLE 2839 0 0 PERSPECTA INC COM 715347100 558 28700 SH SOLE 28700 0 0 PERSPECTA INC COM 715347100 2484 127700 SH OTR 1 0 127700 0 PETMED EXPRESS INC COM 716382106 316 10000 SH SOLE 10000 0 0 PETMED EXPRESS INC COM 716382106 1432 45300 SH OTR 1 0 45300 0 PFIZER INC COM 717081103 2231 60789 SH OTR 5 0 60789 0 PFIZER INC COM 717081103 39439 1074638 SH OTR 1 0 1074638 0 PFIZER INC COM 717081103 6384 173944 SH SOLE 173944 0 0 PFSWEB INC COM NEW 717098206 15 2300 SH SOLE 2300 0 0 PFSWEB INC COM NEW 717098206 70 10400 SH OTR 1 0 10400 0 PG&E CORP UNIT 99/99/9999 69331C140 104 1064 SH OTR 4 0 1064 0 PG&E CORP UNIT 99/99/9999 69331C140 25470 259900 SH OTR 1 0 259900 0 PG&E CORP UNIT 99/99/9999 69331C140 7048 71848 SH DFND 1 0 71848 0 PG&E CORP UNIT 99/99/9999 69331C140 3693 37682 SH SOLE 37682 0 0 PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 406 30653 SH SOLE 30653 0 0 PGIM HIGH YIELD BOND FUND IN COM 69346H100 388 28062 SH SOLE 28062 0 0 PGT INNOVATIONS INC COM 69336V101 2153 122900 SH OTR 1 0 122900 0 PGT INNOVATIONS INC COM 69336V101 480 27400 SH SOLE 27400 0 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 126 7262 SH SOLE 7262 0 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 553 31792 SH OTR 1 0 31792 0 PHILIP MORRIS INTL INC COM 718172109 19744 263289 SH OTR 1 0 263289 0 PHILIP MORRIS INTL INC COM 718172109 2231 29751 SH SOLE 29751 0 0 PHILIP MORRIS INTL INC COM 718172109 513 6836 SH OTR 5 0 6836 0 PHILLIPS 66 COM 718546104 4560 87963 SH OTR 1 0 87963 0 PHILLIPS 66 COM 718546104 610 11774 SH SOLE 11774 0 0 PHILLIPS 66 COM 718546104 114 2200 SH OTR 5 0 2200 0 PHOTRONICS INC COM 719405102 2181 218937 SH OTR 1 0 218937 0 PHOTRONICS INC COM 719405102 485 48700 SH SOLE 48700 0 0 PHYSICIANS RLTY TR COM 71943U104 231 12900 SH SOLE 12900 0 0 PHYSICIANS RLTY TR COM 71943U104 1030 57500 SH OTR 1 0 57500 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 246 18100 SH SOLE 18100 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1084 79900 SH OTR 1 0 79900 0 PINDUODUO INC SPONSORED ADS 722304102 952 12837 SH OTR 1 0 12837 0 PINDUODUO INC SPONSORED ADS 722304102 52 700 SH SOLE 700 0 0 PINNACLE WEST CAP CORP COM 723484101 1195 16028 SH OTR 1 0 16028 0 PINNACLE WEST CAP CORP COM 723484101 198 2659 SH SOLE 2659 0 0 PIONEER MUN HIGH INCOME ADVA COM 723762100 3455 316387 SH OTR 1 0 316387 0 PIONEER MUN HIGH INCOME ADVA COM 723762100 11389 1042947 SH SOLE 1042947 0 0 PIONEER MUN HIGH INCOME TR COM SHS 723763108 5585 482304 SH SOLE 482304 0 0 PIONEER MUN HIGH INCOME TR COM SHS 723763108 3853 332691 SH OTR 1 0 332691 0 PIONEER NAT RES CO COM 723787107 5764 67031 SH OTR 1 0 67031 0 PIONEER NAT RES CO COM 723787107 377 4381 SH SOLE 4381 0 0 PITNEY BOWES INC COM 724479100 892 168000 SH OTR 1 0 168000 0 PITNEY BOWES INC COM 724479100 202 38100 SH SOLE 38100 0 0 PLEXUS CORP COM 729132100 1229 17400 SH OTR 1 0 17400 0 PLEXUS CORP COM 729132100 283 4000 SH SOLE 4000 0 0 PLUG POWER INC COM NEW 72919P202 314 23400 SH SOLE 23400 0 0 PLUG POWER INC COM NEW 72919P202 1400 104400 SH OTR 1 0 104400 0 PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 133 150000 PRN SOLE 150000 0 0 PLYMOUTH INDL REIT INC COM 729640102 147 11900 SH OTR 1 0 11900 0 PLYMOUTH INDL REIT INC COM 729640102 32 2600 SH SOLE 2600 0 0 PNC FINL SVCS GROUP INC COM 693475105 7676 69835 SH OTR 1 0 69835 0 PNC FINL SVCS GROUP INC COM 693475105 1221 11107 SH SOLE 11107 0 0 POLARIS INC COM 731068102 19031 201729 SH OTR 1 0 201729 0 POLARIS INC COM 731068102 1026 10876 SH OTR 5 0 10876 0 POLARIS INC COM 731068102 536 5686 SH SOLE 5686 0 0 POTLATCHDELTIC CORPORATION COM 737630103 467 11100 SH SOLE 11100 0 0 POTLATCHDELTIC CORPORATION COM 737630103 2084 49500 SH OTR 1 0 49500 0 POWELL INDS INC COM 739128106 1687 69900 SH OTR 1 0 69900 0 POWELL INDS INC COM 739128106 376 15600 SH SOLE 15600 0 0 PPD INC COM 69355F102 9895 267494 SH OTR 1 0 267494 0 PPD INC COM 69355F102 226 6100 SH SOLE 6100 0 0 PPG INDS INC COM 693506107 4167 34135 SH OTR 1 0 34135 0 PPG INDS INC COM 693506107 765 6264 SH SOLE 6264 0 0 PPL CORP COM 69351T106 651 23910 SH SOLE 23910 0 0 PPL CORP COM 69351T106 297 10926 SH OTR 5 0 10926 0 PPL CORP COM 69351T106 11272 414249 SH OTR 1 0 414249 0 PRA HEALTH SCIENCES INC COM 69354M108 19037 187668 SH OTR 1 0 187668 0 PRA HEALTH SCIENCES INC COM 69354M108 968 9547 SH OTR 5 0 9547 0 PRA HEALTH SCIENCES INC COM 69354M108 505 4982 SH SOLE 4982 0 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 244 7600 SH SOLE 7600 0 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 1105 34400 SH OTR 1 0 34400 0 PREFORMED LINE PRODS CO COM 740444104 47 970 SH SOLE 970 0 0 PREFORMED LINE PRODS CO COM 740444104 232 4767 SH OTR 1 0 4767 0 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 2531 69500 SH OTR 1 0 69500 0 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 565 15500 SH SOLE 15500 0 0 PRICE T ROWE GROUP INC COM 74144T108 763 5952 SH SOLE 5952 0 0 PRICE T ROWE GROUP INC COM 74144T108 12466 97220 SH OTR 1 0 97220 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 35023 32836000 PRN OTR 1 0 32836000 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 16698 15655000 PRN SOLE 15655000 0 0 PRICESMART INC COM 741511109 60 900 SH SOLE 900 0 0 PRICESMART INC COM 741511109 286 4300 SH OTR 1 0 4300 0 PRIMO WATER CORPORATION COM 74167P108 672 47300 SH SOLE 47300 0 0 PRIMO WATER CORPORATION COM 74167P108 3003 211500 SH OTR 1 0 211500 0 PRIMORIS SVCS CORP COM 74164F103 2403 133200 SH OTR 1 0 133200 0 PRIMORIS SVCS CORP COM 74164F103 541 30000 SH SOLE 30000 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 2152 53432 SH OTR 1 0 53432 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 243 6022 SH SOLE 6022 0 0 PROCTER AND GAMBLE CO COM 742718109 9465 68099 SH SOLE 68099 0 0 PROCTER AND GAMBLE CO COM 742718109 70054 504024 SH OTR 1 0 504024 0 PROCTER AND GAMBLE CO COM 742718109 3827 27531 SH OTR 5 0 27531 0 PROGRESS SOFTWARE CORP COM 743312100 2755 75106 SH OTR 1 0 75106 0 PROGRESS SOFTWARE CORP COM 743312100 614 16726 SH SOLE 16726 0 0 PROGRESSIVE CORP COM 743315103 8898 93993 SH OTR 1 0 93993 0 PROGRESSIVE CORP COM 743315103 1454 15360 SH SOLE 15360 0 0 PROLOGIS INC. COM 74340W103 13179 130979 SH OTR 1 0 130979 0 PROLOGIS INC. COM 74340W103 2328 23135 SH SOLE 23135 0 0 PROLOGIS INC. COM 74340W103 264 2627 SH OTR 5 0 2627 0 PROOFPOINT INC COM 743424103 232 2200 SH SOLE 2200 0 0 PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 175 175000 PRN SOLE 175000 0 0 PROOFPOINT INC COM 743424103 13849 131209 SH OTR 1 0 131209 0 PROPETRO HLDG CORP COM 74347M108 396 97500 SH SOLE 97500 0 0 PROPETRO HLDG CORP COM 74347M108 1766 435000 SH OTR 1 0 435000 0 PROSIGHT GLOBAL INC COM 74349J103 33 2900 SH SOLE 2900 0 0 PROSIGHT GLOBAL INC COM 74349J103 139 12300 SH OTR 1 0 12300 0 PROVIDENCE SVC CORP COM 743815102 214 2300 SH SOLE 2300 0 0 PROVIDENCE SVC CORP COM 743815102 976 10500 SH OTR 1 0 10500 0 PROVIDENT FINL SVCS INC COM 74386T105 123 10100 SH OTR 1 0 10100 0 PROVIDENT FINL SVCS INC COM 74386T105 28 2300 SH SOLE 2300 0 0 PRUDENTIAL FINL INC COM 744320102 3695 58172 SH OTR 1 0 58172 0 PRUDENTIAL FINL INC COM 744320102 661 10409 SH SOLE 10409 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 1961 16021 SH OTR 1 0 16021 0 PS BUSINESS PKS INC CALIF COM 69360J107 441 3600 SH SOLE 3600 0 0 PTC THERAPEUTICS INC COM 69366J200 1692 36183 SH OTR 1 0 36183 0 PTC THERAPEUTICS INC COM 69366J200 380 8127 SH SOLE 8127 0 0 PUBLIC STORAGE COM 74460D109 899 4035 SH SOLE 4035 0 0 PUBLIC STORAGE COM 74460D109 5849 26263 SH OTR 1 0 26263 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 6346 115569 SH OTR 1 0 115569 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 720 13120 SH SOLE 13120 0 0 PULTE GROUP INC COM 745867101 9646 208389 SH OTR 1 0 208389 0 PULTE GROUP INC COM 745867101 475 10257 SH SOLE 10257 0 0 PURECYCLE CORP COM NEW 746228303 82 9100 SH SOLE 9100 0 0 PURECYCLE CORP COM NEW 746228303 369 41000 SH OTR 1 0 41000 0 PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 3315 255603 SH SOLE 255603 0 0 PVH CORPORATION COM 693656100 602 10101 SH OTR 1 0 10101 0 PVH CORPORATION COM 693656100 100 1678 SH SOLE 1678 0 0 Q2 HLDGS INC COM 74736L109 338 3700 SH SOLE 3700 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 8849 7195000 PRN OTR 1 0 7195000 0 Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 119 70000 PRN SOLE 70000 0 0 Q2 HLDGS INC COM 74736L109 1497 16400 SH OTR 1 0 16400 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 2884 2345000 PRN SOLE 2345000 0 0 QCR HOLDINGS INC COM 74727A104 354 12900 SH OTR 1 0 12900 0 QCR HOLDINGS INC COM 74727A104 77 2800 SH SOLE 2800 0 0 QORVO INC COM 74736K101 510 3950 SH OTR 5 0 3950 0 QORVO INC COM 74736K101 900 6973 SH SOLE 6973 0 0 QORVO INC COM 74736K101 12497 96869 SH OTR 1 0 96869 0 QTS RLTY TR INC COM CL A 74736A103 1437 22800 SH OTR 1 0 22800 0 QTS RLTY TR INC COM CL A 74736A103 315 5000 SH SOLE 5000 0 0 QUALCOMM INC COM 747525103 47819 406349 SH OTR 1 0 406349 0 QUALCOMM INC COM 747525103 4557 38721 SH SOLE 38721 0 0 QUALCOMM INC COM 747525103 2118 18000 SH OTR 5 0 18000 0 QUANEX BUILDING PRODUCTS COR COM 747619104 236 12800 SH OTR 1 0 12800 0 QUANEX BUILDING PRODUCTS COR COM 747619104 52 2800 SH SOLE 2800 0 0 QUANTA SVCS INC COM 74762E102 411 7767 SH SOLE 7767 0 0 QUANTA SVCS INC COM 74762E102 15022 284180 SH OTR 1 0 284180 0 QUANTA SVCS INC COM 74762E102 1120 21191 SH OTR 5 0 21191 0 QUEST DIAGNOSTICS INC COM 74834L100 2190 19124 SH OTR 1 0 19124 0 QUEST DIAGNOSTICS INC COM 74834L100 420 3666 SH SOLE 3666 0 0 QUIDEL CORP COM 74838J101 176 800 SH OTR 1 0 800 0 QUIDEL CORP COM 74838J101 88 400 SH SOLE 400 0 0 QURATE RETAIL INC COM SER A 74915M100 14223 1980941 SH OTR 1 0 1980941 0 QURATE RETAIL INC COM SER A 74915M100 153 21300 SH SOLE 21300 0 0 R1 RCM INC COM 749397105 273 15900 SH SOLE 15900 0 0 R1 RCM INC COM 749397105 1249 72800 SH OTR 1 0 72800 0 RADIAN GROUP INC COM 750236101 102 7000 SH SOLE 7000 0 0 RADIAN GROUP INC COM 750236101 438 30000 SH OTR 1 0 30000 0 RALPH LAUREN CORP CL A 751212101 466 6857 SH OTR 1 0 6857 0 RALPH LAUREN CORP CL A 751212101 78 1143 SH SOLE 1143 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 1732 1659000 PRN SOLE 1659000 0 0 RAMBUS INC DEL COM 750917106 396 28900 SH OTR 1 0 28900 0 RAMBUS INC DEL COM 750917106 88 6400 SH SOLE 6400 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 17278 16548000 PRN OTR 1 0 16548000 0 RAPID7 INC NOTE 1.250% 8/0 753422AB0 86 55000 PRN SOLE 55000 0 0 RAPID7 INC COM 753422104 49 800 SH SOLE 800 0 0 RAPID7 INC COM 753422104 233 3800 SH OTR 1 0 3800 0 RAYMOND JAMES FINL INC COM 754730109 682 9380 SH SOLE 9380 0 0 RAYMOND JAMES FINL INC COM 754730109 13310 182928 SH OTR 1 0 182928 0 RAYMOND JAMES FINL INC COM 754730109 1113 15299 SH OTR 5 0 15299 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 714 12406 SH OTR 5 0 12406 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 2478 43063 SH SOLE 43063 0 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 19299 335406 SH OTR 1 0 335406 0 RBB BANCORP COM 74930B105 75 6600 SH SOLE 6600 0 0 RBB BANCORP COM 74930B105 328 28900 SH OTR 1 0 28900 0 RCI HOSPITALITY HLDGS INC COM 74934Q108 324 15900 SH SOLE 15900 0 0 RCI HOSPITALITY HLDGS INC COM 74934Q108 1444 70800 SH OTR 1 0 70800 0 REALOGY HLDGS CORP COM 75605Y106 306 32400 SH SOLE 32400 0 0 REALOGY HLDGS CORP COM 75605Y106 1337 141600 SH OTR 1 0 141600 0 REALPAGE INC COM 75606N109 1233 21400 SH OTR 1 0 21400 0 REALPAGE INC NOTE 1.500%11/1 75606NAB5 110 75000 PRN SOLE 75000 0 0 REALPAGE INC COM 75606N109 0 0 SH SOLE 0 0 0 REALTY INCOME CORP COM 756109104 4611 75905 SH OTR 1 0 75905 0 REALTY INCOME CORP COM 756109104 555 9144 SH SOLE 9144 0 0 RED ROCK RESORTS INC CL A 75700L108 87 5100 SH SOLE 5100 0 0 RED ROCK RESORTS INC CL A 75700L108 386 22600 SH OTR 1 0 22600 0 REDFIN CORP COM 75737F108 1807 36200 SH OTR 1 0 36200 0 REDFIN CORP COM 75737F108 404 8100 SH SOLE 8100 0 0 REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 73 80000 PRN SOLE 80000 0 0 REGAL BELOIT CORP COM 758750103 497 5290 SH SOLE 5290 0 0 REGAL BELOIT CORP COM 758750103 9837 104789 SH OTR 1 0 104789 0 REGAL BELOIT CORP COM 758750103 859 9150 SH OTR 5 0 9150 0 REGENCY CTRS CORP COM 758849103 854 22464 SH OTR 1 0 22464 0 REGENCY CTRS CORP COM 758849103 142 3727 SH SOLE 3727 0 0 REGENERON PHARMACEUTICALS COM 75886F107 1762 3148 SH SOLE 3148 0 0 REGENERON PHARMACEUTICALS COM 75886F107 681 1216 SH OTR 5 0 1216 0 REGENERON PHARMACEUTICALS COM 75886F107 23696 42331 SH OTR 1 0 42331 0 REGENXBIO INC COM 75901B107 1464 53212 SH OTR 1 0 53212 0 REGENXBIO INC COM 75901B107 329 11957 SH SOLE 11957 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 1576 136719 SH OTR 1 0 136719 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 303 26316 SH SOLE 26316 0 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 719 7553 SH OTR 1 0 7553 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 86 900 SH SOLE 900 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 462 4532 SH SOLE 4532 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 632 6195 SH OTR 5 0 6195 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 9099 89170 SH OTR 1 0 89170 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 2853 53400 SH OTR 1 0 53400 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 636 11900 SH SOLE 11900 0 0 RENT A CTR INC NEW COM 76009N100 2672 89400 SH OTR 1 0 89400 0 RENT A CTR INC NEW COM 76009N100 598 20000 SH SOLE 20000 0 0 REPRO MED SYS INC COM 759910102 237 32800 SH SOLE 32800 0 0 REPRO MED SYS INC COM 759910102 1059 146700 SH OTR 1 0 146700 0 REPUBLIC BANCORP INC KY CL A 760281204 480 17031 SH OTR 1 0 17031 0 REPUBLIC BANCORP INC KY CL A 760281204 105 3711 SH SOLE 3711 0 0 REPUBLIC SVCS INC COM 760759100 5448 58363 SH OTR 1 0 58363 0 REPUBLIC SVCS INC COM 760759100 491 5259 SH SOLE 5259 0 0 RESMED INC COM 761152107 773 4510 SH SOLE 4510 0 0 RESMED INC COM 761152107 221 1292 SH OTR 5 0 1292 0 RESMED INC COM 761152107 6033 35191 SH OTR 1 0 35191 0 RETAIL PPTYS AMER INC CL A 76131V202 84 14500 SH OTR 1 0 14500 0 RETAIL PPTYS AMER INC CL A 76131V202 20 3400 SH SOLE 3400 0 0 RETROPHIN INC COM 761299106 218 11827 SH SOLE 11827 0 0 RETROPHIN INC COM 761299106 950 51473 SH OTR 1 0 51473 0 REXFORD INDL RLTY INC COM 76169C100 0 0 SH SOLE 0 0 0 REXFORD INDL RLTY INC COM 76169C100 1550 33869 SH OTR 1 0 33869 0 REXNORD CORP COM 76169B102 286 9600 SH OTR 1 0 9600 0 REXNORD CORP COM 76169B102 63 2100 SH SOLE 2100 0 0 RH COM 74967X103 536 1400 SH SOLE 1400 0 0 RH COM 74967X103 2372 6200 SH OTR 1 0 6200 0 RIBBON COMMUNICATIONS INC COM 762544104 842 217500 SH OTR 1 0 217500 0 RIBBON COMMUNICATIONS INC COM 762544104 187 48400 SH SOLE 48400 0 0 RIMINI STR INC DEL COM 76674Q107 447 138700 SH OTR 1 0 138700 0 RIMINI STR INC DEL COM 76674Q107 99 30900 SH SOLE 30900 0 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 541 161000 PRN SOLE 161000 0 0 RINGCENTRAL INC CL A 76680R206 82 300 SH SOLE 300 0 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 6725 2002000 PRN DFND 1 0 2002000 0 RINGCENTRAL INC CL A 76680R206 4142 15085 SH OTR 1 0 15085 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 97 29000 PRN OTR 4 0 29000 0 RIVERVIEW BANCORP INC COM 769397100 119 28600 SH OTR 1 0 28600 0 RIVERVIEW BANCORP INC COM 769397100 27 6500 SH SOLE 6500 0 0 RMR GROUP INC CL A 74967R106 874 31800 SH OTR 1 0 31800 0 RMR GROUP INC CL A 74967R106 198 7200 SH SOLE 7200 0 0 ROBERT HALF INTL INC COM 770323103 143 2696 SH SOLE 2696 0 0 ROBERT HALF INTL INC COM 770323103 2326 43937 SH OTR 1 0 43937 0 ROCKET COS INC COM CL A 77311W101 0 0 SH SOLE 0 0 0 ROCKET COS INC COM CL A 77311W101 1130 56682 SH OTR 1 0 56682 0 ROCKWELL AUTOMATION INC COM 773903109 3644 16512 SH OTR 1 0 16512 0 ROCKWELL AUTOMATION INC COM 773903109 692 3138 SH SOLE 3138 0 0 ROCKY BRANDS INC COM 774515100 382 15379 SH SOLE 15379 0 0 ROCKY BRANDS INC COM 774515100 1714 69045 SH OTR 1 0 69045 0 ROKU INC COM CL A 77543R102 3807 20166 SH OTR 1 0 20166 0 ROKU INC COM CL A 77543R102 38 200 SH SOLE 200 0 0 ROLLINS INC COM 775711104 188 3472 SH SOLE 3472 0 0 ROLLINS INC COM 775711104 1138 21002 SH OTR 1 0 21002 0 ROPER TECHNOLOGIES INC COM 776696106 1095 2771 SH SOLE 2771 0 0 ROPER TECHNOLOGIES INC COM 776696106 7045 17830 SH OTR 1 0 17830 0 ROSS STORES INC COM 778296103 5964 63907 SH OTR 1 0 63907 0 ROSS STORES INC COM 778296103 886 9496 SH SOLE 9496 0 0 ROYAL GOLD INC COM 780287108 0 0 SH SOLE 0 0 0 ROYAL GOLD INC COM 780287108 2861 23806 SH OTR 1 0 23806 0 RUSH ENTERPRISES INC CL A 781846209 601 11900 SH SOLE 11900 0 0 RUSH ENTERPRISES INC CL B 781846308 53 1200 SH SOLE 1200 0 0 RUSH ENTERPRISES INC CL A 781846209 2689 53200 SH OTR 1 0 53200 0 RUSH ENTERPRISES INC CL B 781846308 261 5900 SH OTR 1 0 5900 0 RYERSON HLDG CORP COM 783754104 116 20200 SH SOLE 20200 0 0 RYERSON HLDG CORP COM 783754104 515 89800 SH OTR 1 0 89800 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 228 6200 SH OTR 1 0 6200 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 52 1400 SH SOLE 1400 0 0 S&P GLOBAL INC COM 78409V104 3077 8532 SH SOLE 8532 0 0 S&P GLOBAL INC COM 78409V104 33767 93642 SH OTR 1 0 93642 0 S&P GLOBAL INC COM 78409V104 1742 4831 SH OTR 5 0 4831 0 SABRA HEALTH CARE REIT INC COM 78573L106 1598 115900 SH OTR 1 0 115900 0 SABRA HEALTH CARE REIT INC COM 78573L106 358 26000 SH SOLE 26000 0 0 SAFETY INS GROUP INC COM 78648T100 332 4800 SH OTR 1 0 4800 0 SAFETY INS GROUP INC COM 78648T100 62 900 SH SOLE 900 0 0 SAILPOINT TECHNLGIES HLDGS I COM 78781P105 210 5300 SH SOLE 5300 0 0 SAILPOINT TECHNLGIES HLDGS I COM 78781P105 930 23500 SH OTR 1 0 23500 0 SALESFORCE COM INC COM 79466L302 6592 26229 SH SOLE 26229 0 0 SALESFORCE COM INC COM 79466L302 1861 7406 SH OTR 5 0 7406 0 SALESFORCE COM INC COM 79466L302 59361 236196 SH OTR 1 0 236196 0 SANGAMO THERAPEUTICS INC COM 800677106 223 23549 SH SOLE 23549 0 0 SANGAMO THERAPEUTICS INC COM 800677106 995 105333 SH OTR 1 0 105333 0 SANMINA CORPORATION COM 801056102 2817 104147 SH OTR 1 0 104147 0 SANMINA CORPORATION COM 801056102 631 23328 SH SOLE 23328 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 280 135000 PRN SOLE 135000 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 8577 26931 SH OTR 1 0 26931 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 1289 4046 SH SOLE 4046 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 573 1799 SH OTR 5 0 1799 0 SCANSOURCE INC COM 806037107 974 49100 SH OTR 1 0 49100 0 SCANSOURCE INC COM 806037107 218 11000 SH SOLE 11000 0 0 SCHLUMBERGER LTD COM 806857108 4038 259535 SH OTR 1 0 259535 0 SCHLUMBERGER LTD COM 806857108 568 36534 SH SOLE 36534 0 0 SCHNEIDER NATIONAL INC CL B 80689H102 422 17066 SH SOLE 17066 0 0 SCHNEIDER NATIONAL INC CL B 80689H102 9128 369117 SH OTR 1 0 369117 0 SCHNITZER STL INDS CL A 806882106 465 24200 SH SOLE 24200 0 0 SCHNITZER STL INDS CL A 806882106 2067 107500 SH OTR 1 0 107500 0 SCHWAB CHARLES CORP COM 808513105 1111 30663 SH SOLE 30663 0 0 SCHWAB CHARLES CORP COM 808513105 7189 198432 SH OTR 1 0 198432 0 SEALED AIR CORP NEW COM 81211K100 860 22167 SH OTR 1 0 22167 0 SEALED AIR CORP NEW COM 81211K100 143 3680 SH SOLE 3680 0 0 SEATTLE GENETICS INC COM 812578102 154 787 SH SOLE 787 0 0 SEATTLE GENETICS INC COM 812578102 3439 17575 SH OTR 1 0 17575 0 SELECT MED HLDGS CORP COM 81619Q105 675 32400 SH SOLE 32400 0 0 SELECT MED HLDGS CORP COM 81619Q105 2992 143700 SH OTR 1 0 143700 0 SEMPRA ENERGY COM 816851109 5866 49564 SH OTR 1 0 49564 0 SEMPRA ENERGY COM 816851109 878 7417 SH SOLE 7417 0 0 SENECA FOODS CORP NEW CL A 817070501 250 7000 SH SOLE 7000 0 0 SENECA FOODS CORP NEW CL A 817070501 1135 31767 SH OTR 1 0 31767 0 SERVICE PPTYS TR COM SH BEN INT 81761L102 89 11200 SH OTR 1 0 11200 0 SERVICE PPTYS TR COM SH BEN INT 81761L102 21 2600 SH SOLE 2600 0 0 SERVICENOW INC COM 81762P102 2979 6143 SH SOLE 6143 0 0 SERVICENOW INC COM 81762P102 33149 68349 SH OTR 1 0 68349 0 SERVICENOW INC NOTE 6/0 81762PAC6 112 31000 PRN OTR 4 0 31000 0 SERVICENOW INC NOTE 6/0 81762PAC6 7851 2172000 PRN DFND 1 0 2172000 0 SERVICENOW INC COM 81762P102 766 1579 SH OTR 5 0 1579 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 40 900 SH SOLE 900 0 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 178 4000 SH OTR 1 0 4000 0 SHERWIN WILLIAMS CO COM 824348106 2133 3061 SH SOLE 3061 0 0 SHERWIN WILLIAMS CO COM 824348106 9039 12973 SH OTR 1 0 12973 0 SHUTTERSTOCK INC COM 825690100 1634 31400 SH OTR 1 0 31400 0 SHUTTERSTOCK INC COM 825690100 375 7200 SH SOLE 7200 0 0 SIERRA BANCORP COM 82620P102 196 11700 SH OTR 1 0 11700 0 SIERRA BANCORP COM 82620P102 44 2600 SH SOLE 2600 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 519 6255 SH SOLE 6255 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 988 11907 SH OTR 5 0 11907 0 SIGNATURE BK NEW YORK N Y COM 82669G104 10407 125397 SH OTR 1 0 125397 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 32 27000 PRN OTR 4 0 27000 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 2253 1883000 PRN DFND 1 0 1883000 0 SIMON PPTY GROUP INC NEW COM 828806109 518 8014 SH SOLE 8014 0 0 SIMON PPTY GROUP INC NEW COM 828806109 3623 56017 SH OTR 1 0 56017 0 SIMPSON MANUFACTURING CO INC COM 829073105 3274 33700 SH OTR 1 0 33700 0 SIMPSON MANUFACTURING CO INC COM 829073105 729 7500 SH SOLE 7500 0 0 SJW GROUP COM 784305104 1150 18903 SH OTR 1 0 18903 0 SJW GROUP COM 784305104 249 4099 SH SOLE 4099 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 646 4440 SH SOLE 4440 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 11903 81805 SH OTR 1 0 81805 0 SL GREEN RLTY CORP COM 78440X101 484 10431 SH OTR 1 0 10431 0 SL GREEN RLTY CORP COM 78440X101 80 1723 SH SOLE 1723 0 0 SLEEP NUMBER CORP COM 83125X103 2710 55400 SH OTR 1 0 55400 0 SLEEP NUMBER CORP COM 83125X103 606 12400 SH SOLE 12400 0 0 SLM CORP COM 78442P106 414 51187 SH SOLE 51187 0 0 SLM CORP COM 78442P106 10038 1240786 SH OTR 1 0 1240786 0 SMARTFINANCIAL INC COM NEW 83190L208 358 26364 SH OTR 1 0 26364 0 SMARTFINANCIAL INC COM NEW 83190L208 80 5901 SH SOLE 5901 0 0 SMITH A O CORP COM 831865209 1018 19276 SH OTR 1 0 19276 0 SMITH A O CORP COM 831865209 169 3199 SH SOLE 3199 0 0 SMUCKER J M CO COM NEW 832696405 356 3082 SH SOLE 3082 0 0 SMUCKER J M CO COM NEW 832696405 1876 16243 SH OTR 1 0 16243 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 6773 4879000 PRN SOLE 4879000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 22829 16446000 PRN OTR 1 0 16446000 0 SNAP ON INC COM 833034101 189 1283 SH SOLE 1283 0 0 SNAP ON INC COM 833034101 1141 7756 SH OTR 1 0 7756 0 SORRENTO THERAPEUTICS INC COM NEW 83587F202 609 54600 SH OTR 1 0 54600 0 SORRENTO THERAPEUTICS INC COM NEW 83587F202 139 12500 SH SOLE 12500 0 0 SOUTH PLAINS FINANCIAL INC COM 83946P107 62 5000 SH SOLE 5000 0 0 SOUTH PLAINS FINANCIAL INC COM 83946P107 299 24100 SH OTR 1 0 24100 0 SOUTH ST CORP COM 840441109 135 2800 SH SOLE 2800 0 0 SOUTH ST CORP COM 840441109 607 12600 SH OTR 1 0 12600 0 SOUTHERN CO COM 842587107 11988 221104 SH OTR 1 0 221104 0 SOUTHERN CO COM 842587107 1542 28445 SH SOLE 28445 0 0 SOUTHERN CO COM 842587107 795 14664 SH OTR 5 0 14664 0 SOUTHERN COPPER CORP COM 84265V105 0 0 SH SOLE 0 0 0 SOUTHERN COPPER CORP COM 84265V105 1184 26148 SH OTR 1 0 26148 0 SOUTHERN NATL BANCORP OF VA COM 843395104 92 10600 SH SOLE 10600 0 0 SOUTHERN NATL BANCORP OF VA COM 843395104 412 47500 SH OTR 1 0 47500 0 SOUTHWEST AIRLS CO COM 844741108 3150 83993 SH OTR 1 0 83993 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 19126 14600000 PRN SOLE 14600000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 7333 5619000 PRN DFND 1 0 5619000 0 SOUTHWEST AIRLS CO COM 844741108 522 13928 SH SOLE 13928 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 104 80000 PRN OTR 4 0 80000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 59304 45270000 PRN OTR 1 0 45270000 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 341 5400 SH SOLE 5400 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 1527 24200 SH OTR 1 0 24200 0 SPARTANNASH CO COM 847215100 289 17700 SH SOLE 17700 0 0 SPARTANNASH CO COM 847215100 1297 79300 SH OTR 1 0 79300 0 SPDR GOLD TR GOLD SHS 78463V107 0 0 SH SOLE 0 0 0 SPDR GOLD TR GOLD SHS 78463V107 31489 177786 SH OTR 1 0 177786 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 1969 5881 SH OTR 5 0 5881 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 618312 42955 SH SOLE 42955 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 603927 1803358 SH OTR 3 0 1803358 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 19079 56970 SH OTR 1 0 56970 0 SPECTRUM BRANDS HLDGS INC NE COM 84790A105 332 5800 SH SOLE 5800 0 0 SPECTRUM BRANDS HLDGS INC NE COM 84790A105 509 8900 SH OTR 1 0 8900 0 SPIRE INC COM 84857L101 234 4400 SH SOLE 4400 0 0 SPIRE INC COM 84857L101 1016 19100 SH OTR 1 0 19100 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 214 210000 PRN SOLE 210000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 104 72000 PRN OTR 4 0 72000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 6854 4749000 PRN DFND 1 0 4749000 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 39555 28356000 PRN OTR 1 0 28356000 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 11930 8552000 PRN SOLE 8552000 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 2272 158800 SH OTR 1 0 158800 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 509 35600 SH SOLE 35600 0 0 SPROUTS FMRS MKT INC COM 85208M102 0 0 SH SOLE 0 0 0 SPROUTS FMRS MKT INC COM 85208M102 2350 112267 SH OTR 1 0 112267 0 SPS COMMERCE INC COM 78463M107 714 9164 SH SOLE 9164 0 0 SPS COMMERCE INC COM 78463M107 3193 41008 SH OTR 1 0 41008 0 SPX CORP COM 784635104 3121 67300 SH OTR 1 0 67300 0 SPX CORP COM 784635104 705 15200 SH SOLE 15200 0 0 SQUARE INC NOTE 0.375% 3/0 852234AB9 177 25000 PRN SOLE 25000 0 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 21014 9689000 PRN OTR 1 0 9689000 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 8536 3936000 PRN SOLE 3936000 0 0 SQUARE INC CL A 852234103 228 1400 SH SOLE 1400 0 0 SQUARE INC CL A 852234103 65 400 SH OTR 1 0 400 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 54 900 SH SOLE 900 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 9428 155782 SH OTR 1 0 155782 0 STAG INDL INC COM 85254J102 692 22700 SH OTR 1 0 22700 0 STAG INDL INC COM 85254J102 159 5200 SH SOLE 5200 0 0 STAMPS COM INC COM NEW 852857200 3711 15400 SH OTR 1 0 15400 0 STAMPS COM INC COM NEW 852857200 819 3400 SH SOLE 3400 0 0 STANDARD MTR PRODS INC COM 853666105 1719 38500 SH OTR 1 0 38500 0 STANDARD MTR PRODS INC COM 853666105 388 8700 SH SOLE 8700 0 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 30264 297200 SH OTR 1 0 297200 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 8890 87300 SH SOLE 87300 0 0 STANLEY BLACK & DECKER INC COM 854502101 3688 22737 SH OTR 1 0 22737 0 STANLEY BLACK & DECKER INC COM 854502101 692 4265 SH SOLE 4265 0 0 STARBUCKS CORP COM 855244109 2631 30626 SH SOLE 30626 0 0 STARBUCKS CORP COM 855244109 15487 180252 SH OTR 1 0 180252 0 STATE STR CORP COM 857477103 5104 86034 SH OTR 1 0 86034 0 STATE STR CORP COM 857477103 576 9709 SH SOLE 9709 0 0 STEEL DYNAMICS INC COM 858119100 469 16390 SH SOLE 16390 0 0 STEEL DYNAMICS INC COM 858119100 805 28106 SH OTR 5 0 28106 0 STEEL DYNAMICS INC COM 858119100 5832 203697 SH OTR 1 0 203697 0 STEELCASE INC CL A 858155203 93 9200 SH SOLE 9200 0 0 STEELCASE INC CL A 858155203 418 41300 SH OTR 1 0 41300 0 STEPAN CO COM 858586100 578 5300 SH SOLE 5300 0 0 STEPAN CO COM 858586100 2572 23600 SH OTR 1 0 23600 0 STERLING CONSTRUCTION CO INC COM 859241101 102 7200 SH SOLE 7200 0 0 STERLING CONSTRUCTION CO INC COM 859241101 449 31726 SH OTR 1 0 31726 0 STEWART INFORMATION SVCS COR COM 860372101 2526 57762 SH OTR 1 0 57762 0 STEWART INFORMATION SVCS COR COM 860372101 565 12918 SH SOLE 12918 0 0 STIFEL FINL CORP COM 860630102 420 8300 SH SOLE 8300 0 0 STIFEL FINL CORP COM 860630102 1876 37100 SH OTR 1 0 37100 0 STONEX GROUP INC COM 861896108 1725 33719 SH OTR 1 0 33719 0 STONEX GROUP INC COM 861896108 384 7500 SH SOLE 7500 0 0 STRYKER CORPORATION COM 863667101 10738 51534 SH OTR 1 0 51534 0 STRYKER CORPORATION COM 863667101 1814 8706 SH SOLE 8706 0 0 SUN CMNTYS INC COM 866674104 2528 17979 SH OTR 1 0 17979 0 SUN CMNTYS INC COM 866674104 28 200 SH SOLE 200 0 0 SUNNOVA ENERGY INTL INC. COM 86745K104 255 8400 SH SOLE 8400 0 0 SUNNOVA ENERGY INTL INC. COM 86745K104 1131 37200 SH OTR 1 0 37200 0 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 126 130000 PRN SOLE 130000 0 0 SUNRUN INC COM 86771W105 3368 43700 SH OTR 1 0 43700 0 SUNRUN INC COM 86771W105 755 9800 SH SOLE 9800 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 152 7300 SH SOLE 7300 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 686 32900 SH OTR 1 0 32900 0 SVB FINANCIAL GROUP COM 78486Q101 442 1836 SH OTR 5 0 1836 0 SVB FINANCIAL GROUP COM 78486Q101 639 2655 SH SOLE 2655 0 0 SVB FINANCIAL GROUP COM 78486Q101 10188 42341 SH OTR 1 0 42341 0 SVMK INC COM 78489X103 447 20200 SH SOLE 20200 0 0 SVMK INC COM 78489X103 2016 91200 SH OTR 1 0 91200 0 SYKES ENTERPRISES INC COM 871237103 2391 69900 SH OTR 1 0 69900 0 SYKES ENTERPRISES INC COM 871237103 537 15700 SH SOLE 15700 0 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 143 115000 PRN SOLE 115000 0 0 SYNCHRONY FINANCIAL COM 87165B103 1144 43709 SH OTR 5 0 43709 0 SYNCHRONY FINANCIAL COM 87165B103 15458 590678 SH OTR 1 0 590678 0 SYNCHRONY FINANCIAL COM 87165B103 933 35670 SH SOLE 35670 0 0 SYNEOS HEALTH INC CL A 87166B102 314 5900 SH SOLE 5900 0 0 SYNEOS HEALTH INC CL A 87166B102 3694 69481 SH OTR 1 0 69481 0 SYNNEX CORP COM 87162W100 13119 93666 SH OTR 1 0 93666 0 SYNNEX CORP COM 87162W100 560 4001 SH SOLE 4001 0 0 SYNNEX CORP COM 87162W100 1064 7597 SH OTR 5 0 7597 0 SYNOPSYS INC COM 871607107 21139 98791 SH OTR 1 0 98791 0 SYNOPSYS INC COM 871607107 872 4077 SH SOLE 4077 0 0 SYNOVUS FINL CORP COM NEW 87161C501 417 19700 SH SOLE 19700 0 0 SYNOVUS FINL CORP COM NEW 87161C501 2829 133648 SH OTR 1 0 133648 0 SYSCO CORP COM 871829107 827 13293 SH SOLE 13293 0 0 SYSCO CORP COM 871829107 5851 94037 SH OTR 1 0 94037 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 8 100 SH DFND 1 0 100 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 25304 312129 SH OTR 1 0 312129 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 18384 226765 SH SOLE 226765 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 7 40 SH OTR 5 0 40 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 19602 118641 SH OTR 1 0 118641 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 511 3094 SH SOLE 3094 0 0 TAL EDUCATION GROUP SPONSORED ADS 874080104 99 1300 SH SOLE 1300 0 0 TAL EDUCATION GROUP SPONSORED ADS 874080104 669 8800 SH OTR 1 0 8800 0 TALOS ENERGY INC COM 87484T108 4224 654873 SH SOLE 654873 0 0 TALOS ENERGY INC COM 87484T108 40 6187 SH OTR 5 0 6187 0 TALOS ENERGY INC COM 87484T108 18109 2807671 SH OTR 1 0 2807671 0 TAPESTRY INC COM 876030107 615 39334 SH OTR 1 0 39334 0 TAPESTRY INC COM 876030107 102 6527 SH SOLE 6527 0 0 TARGA RES CORP COM 87612G101 1457 103827 SH OTR 1 0 103827 0 TARGA RES CORP COM 87612G101 0 0 SH SOLE 0 0 0 TARGET CORP COM 87612E106 2949 18733 SH SOLE 18733 0 0 TARGET CORP COM 87612E106 1668 10598 SH OTR 5 0 10598 0 TARGET CORP COM 87612E106 24773 157368 SH OTR 1 0 157368 0 TAYLOR MORRISON HOME CORP COM 87724P106 182 7400 SH SOLE 7400 0 0 TAYLOR MORRISON HOME CORP COM 87724P106 821 33400 SH OTR 1 0 33400 0 TD AMERITRADE HLDG CORP COM 87236Y108 0 0 SH SOLE 0 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 2555 65255 SH OTR 1 0 65255 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 11853 2897000 PRN SOLE 2897000 0 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 38590 9432000 PRN OTR 1 0 9432000 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 159 39000 PRN OTR 4 0 39000 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 10914 2674000 PRN DFND 1 0 2674000 0 TELEDYNE TECHNOLOGIES INC COM 879360105 1629 5250 SH OTR 1 0 5250 0 TELEDYNE TECHNOLOGIES INC COM 879360105 301 970 SH SOLE 970 0 0 TELEFLEX INCORPORATED COM 879369106 373 1095 SH SOLE 1095 0 0 TELEFLEX INCORPORATED COM 879369106 16536 48574 SH OTR 1 0 48574 0 TENABLE HLDGS INC COM 88025T102 162 4300 SH OTR 1 0 4300 0 TENABLE HLDGS INC COM 88025T102 38 1000 SH SOLE 1000 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 1439 58700 SH OTR 1 0 58700 0 TENET HEALTHCARE CORP COM NEW 88033G407 328 13400 SH SOLE 13400 0 0 TENNANT CO COM 880345103 268 4448 SH OTR 1 0 4448 0 TENNANT CO COM 880345103 63 1042 SH SOLE 1042 0 0 TERADATA CORP DEL COM 88076W103 0 0 SH SOLE 0 0 0 TERADATA CORP DEL COM 88076W103 1342 59125 SH OTR 1 0 59125 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 370 145000 PRN SOLE 145000 0 0 TERADYNE INC COM 880770102 1879 23642 SH OTR 1 0 23642 0 TERADYNE INC COM 880770102 322 4047 SH SOLE 4047 0 0 TERRENO RLTY CORP COM 88146M101 192 3500 SH SOLE 3500 0 0 TERRENO RLTY CORP COM 88146M101 843 15400 SH OTR 1 0 15400 0 TESLA INC COM 88160R101 1820 4242 SH SOLE 4242 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 74784 12558000 PRN OTR 1 0 12558000 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 25142 4222000 PRN SOLE 4222000 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 3181 460000 PRN SOLE 460000 0 0 TESLA INC COM 88160R101 29676 69173 SH OTR 1 0 69173 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 170 26000 PRN OTR 4 0 26000 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 11143 1704000 PRN DFND 1 0 1704000 0 TEXAS CAP BANCSHARES INC COM 88224Q107 93 3000 SH SOLE 3000 0 0 TEXAS CAP BANCSHARES INC COM 88224Q107 402 12900 SH OTR 1 0 12900 0 TEXAS INSTRS INC COM 882508104 27 190 SH OTR 5 0 190 0 TEXAS INSTRS INC COM 882508104 3429 24012 SH SOLE 24012 0 0 TEXAS INSTRS INC COM 882508104 20095 140734 SH OTR 1 0 140734 0 TEXAS ROADHOUSE INC COM 882681109 1059 17415 SH OTR 1 0 17415 0 TEXAS ROADHOUSE INC COM 882681109 243 4000 SH SOLE 4000 0 0 TEXTRON INC COM 883203101 999 27694 SH OTR 5 0 27694 0 TEXTRON INC COM 883203101 12198 337986 SH OTR 1 0 337986 0 TEXTRON INC COM 883203101 478 13233 SH SOLE 13233 0 0 TG THERAPEUTICS INC COM 88322Q108 351 13100 SH SOLE 13100 0 0 TG THERAPEUTICS INC COM 88322Q108 1563 58400 SH OTR 1 0 58400 0 THE ODP CORP COM 88337F105 2250 115656 SH OTR 1 0 115656 0 THE ODP CORP COM 88337F105 503 25867 SH SOLE 25867 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 28535 64630 SH OTR 1 0 64630 0 THERMO FISHER SCIENTIFIC INC COM 883556102 387 876 SH OTR 5 0 876 0 THERMO FISHER SCIENTIFIC INC COM 883556102 4886 11067 SH SOLE 11067 0 0 THOR INDS INC COM 885160101 343 3600 SH SOLE 3600 0 0 THOR INDS INC COM 885160101 3288 34519 SH OTR 1 0 34519 0 TIFFANY & CO NEW COM 886547108 1782 15381 SH OTR 1 0 15381 0 TIFFANY & CO NEW COM 886547108 318 2744 SH SOLE 2744 0 0 TIVITY HEALTH INC COM 88870R102 205 14600 SH SOLE 14600 0 0 TIVITY HEALTH INC COM 88870R102 935 66700 SH OTR 1 0 66700 0 TJX COS INC NEW COM 872540109 10719 192607 SH OTR 1 0 192607 0 TJX COS INC NEW COM 872540109 1758 31583 SH SOLE 31583 0 0 T-MOBILE US INC COM 872590104 1672 14623 SH SOLE 14623 0 0 T-MOBILE US INC COM 872590104 10479 91633 SH OTR 1 0 91633 0 TOPBUILD CORP COM 89055F103 666 3900 SH SOLE 3900 0 0 TOPBUILD CORP COM 89055F103 2902 17000 SH OTR 1 0 17000 0 TRACTOR SUPPLY CO COM 892356106 1049 7319 SH SOLE 7319 0 0 TRACTOR SUPPLY CO COM 892356106 23068 160932 SH OTR 1 0 160932 0 TRACTOR SUPPLY CO COM 892356106 1153 8045 SH OTR 5 0 8045 0 TRANSDIGM GROUP INC COM 893641100 3667 7718 SH OTR 1 0 7718 0 TRANSDIGM GROUP INC COM 893641100 655 1379 SH SOLE 1379 0 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 5 27000 PRN OTR 4 0 27000 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 26 135000 PRN SOLE 135000 0 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 320 1729000 PRN DFND 1 0 1729000 0 TRAVELERS COMPANIES INC COM 89417E109 700 6472 SH SOLE 6472 0 0 TRAVELERS COMPANIES INC COM 89417E109 5064 46809 SH OTR 1 0 46809 0 TREDEGAR CORP COM 894650100 125 8375 SH SOLE 8375 0 0 TREDEGAR CORP COM 894650100 577 38803 SH OTR 1 0 38803 0 TRI POINTE GROUP INC COM 87265H109 499 27500 SH SOLE 27500 0 0 TRI POINTE GROUP INC COM 87265H109 2264 124800 SH OTR 1 0 124800 0 TRIBUNE PUBG CO NEW COM 89609W107 103 8800 SH OTR 1 0 8800 0 TRIBUNE PUBG CO NEW COM 89609W107 23 2000 SH SOLE 2000 0 0 TRINET GROUP INC COM 896288107 991 16700 SH OTR 1 0 16700 0 TRINET GROUP INC COM 896288107 225 3800 SH SOLE 3800 0 0 TRIP COM GROUP LTD ADS 89677Q107 47 1500 SH SOLE 1500 0 0 TRIP COM GROUP LTD ADS 89677Q107 349 11200 SH OTR 1 0 11200 0 TRIPADVISOR INC COM 896945201 0 0 SH SOLE 0 0 0 TRIPADVISOR INC COM 896945201 1082 55257 SH OTR 1 0 55257 0 TRIPLE-S MGMT CORP CL B 896749108 63 3500 SH SOLE 3500 0 0 TRIPLE-S MGMT CORP CL B 896749108 277 15500 SH OTR 1 0 15500 0 TRUEBLUE INC COM 89785X101 937 60500 SH OTR 1 0 60500 0 TRUEBLUE INC COM 89785X101 209 13500 SH SOLE 13500 0 0 TRUIST FINL CORP COM 89832Q109 13662 359053 SH OTR 1 0 359053 0 TRUIST FINL CORP COM 89832Q109 1491 39174 SH SOLE 39174 0 0 TRUIST FINL CORP COM 89832Q109 1473 38707 SH OTR 5 0 38707 0 TRUPANION INC COM 898202106 892 11300 SH OTR 1 0 11300 0 TRUPANION INC COM 898202106 197 2500 SH SOLE 2500 0 0 TTEC HLDGS INC COM 89854H102 469 8600 SH OTR 1 0 8600 0 TTEC HLDGS INC COM 89854H102 104 1900 SH SOLE 1900 0 0 TUPPERWARE BRANDS CORP COM 899896104 643 31900 SH OTR 1 0 31900 0 TUPPERWARE BRANDS CORP COM 899896104 141 7000 SH SOLE 7000 0 0 TURNING POINT THERAPEUTICS I COM 90041T108 1599 18300 SH OTR 1 0 18300 0 TURNING POINT THERAPEUTICS I COM 90041T108 358 4100 SH SOLE 4100 0 0 TUTOR PERINI CORP COM 901109108 105 9400 SH SOLE 9400 0 0 TUTOR PERINI CORP COM 901109108 464 41700 SH OTR 1 0 41700 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 6805 1951000 PRN SOLE 1951000 0 0 TWILIO INC CL A 90138F102 99 400 SH SOLE 400 0 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 19295 5532000 PRN OTR 1 0 5532000 0 TWILIO INC CL A 90138F102 6243 25266 SH OTR 1 0 25266 0 TWIN RIV WORLDWIDE HLDGS INC COM 90171V204 573 21800 SH SOLE 21800 0 0 TWIN RIV WORLDWIDE HLDGS INC COM 90171V204 2543 96800 SH OTR 1 0 96800 0 TWIST BIOSCIENCE CORP COM 90184D100 334 4400 SH SOLE 4400 0 0 TWIST BIOSCIENCE CORP COM 90184D100 1504 19800 SH OTR 1 0 19800 0 TWITTER INC COM 90184L102 5341 120027 SH OTR 1 0 120027 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 254 255000 PRN SOLE 255000 0 0 TWITTER INC COM 90184L102 926 20803 SH SOLE 20803 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 307 275000 PRN SOLE 275000 0 0 TWO HBRS INVT CORP COM NEW 90187B408 116 22700 SH OTR 1 0 22700 0 TWO HBRS INVT CORP COM NEW 90187B408 27 5300 SH SOLE 5300 0 0 TYLER TECHNOLOGIES INC COM 902252105 1997 5730 SH OTR 1 0 5730 0 TYLER TECHNOLOGIES INC COM 902252105 330 948 SH SOLE 948 0 0 TYSON FOODS INC CL A 902494103 15966 268431 SH OTR 1 0 268431 0 TYSON FOODS INC CL A 902494103 1041 17500 SH SOLE 17500 0 0 TYSON FOODS INC CL A 902494103 1150 19336 SH OTR 5 0 19336 0 U S XPRESS ENTERPRISES INC COM CL A 90338N202 163 19700 SH OTR 1 0 19700 0 U S XPRESS ENTERPRISES INC COM CL A 90338N202 36 4300 SH SOLE 4300 0 0 UBER TECHNOLOGIES INC COM 90353T100 1231 33751 SH OTR 1 0 33751 0 UBER TECHNOLOGIES INC COM 90353T100 91 2500 SH SOLE 2500 0 0 UDR INC COM 902653104 227 6966 SH SOLE 6966 0 0 UDR INC COM 902653104 1473 45177 SH OTR 1 0 45177 0 UFP INDUSTRIES INC COM 90278Q108 757 13400 SH SOLE 13400 0 0 UFP INDUSTRIES INC COM 90278Q108 3374 59700 SH OTR 1 0 59700 0 ULTA BEAUTY INC COM 90384S303 1796 8020 SH OTR 1 0 8020 0 ULTA BEAUTY INC COM 90384S303 342 1528 SH SOLE 1528 0 0 ULTRA CLEAN HLDGS INC COM 90385V107 2163 100800 SH OTR 1 0 100800 0 ULTRA CLEAN HLDGS INC COM 90385V107 479 22300 SH SOLE 22300 0 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 2554 31080 SH OTR 1 0 31080 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 575 6991 SH SOLE 6991 0 0 UNDER ARMOUR INC CL A 904311107 301 26846 SH OTR 1 0 26846 0 UNDER ARMOUR INC CL A 904311107 61 5389 SH SOLE 5389 0 0 UNDER ARMOUR INC CL C 904311206 272 27690 SH OTR 1 0 27690 0 UNDER ARMOUR INC CL C 904311206 34 3465 SH SOLE 3465 0 0 UNION PAC CORP COM 907818108 3846 19537 SH SOLE 19537 0 0 UNION PAC CORP COM 907818108 25391 128972 SH OTR 1 0 128972 0 UNION PAC CORP COM 907818108 1300 6602 SH OTR 5 0 6602 0 UNITED AIRLS HLDGS INC COM 910047109 1440 41434 SH OTR 1 0 41434 0 UNITED AIRLS HLDGS INC COM 910047109 238 6861 SH SOLE 6861 0 0 UNITED BANKSHARES INC WEST V COM 909907107 359 16700 SH OTR 1 0 16700 0 UNITED BANKSHARES INC WEST V COM 909907107 84 3900 SH SOLE 3900 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 80 4700 SH SOLE 4700 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 369 21800 SH OTR 1 0 21800 0 UNITED NAT FOODS INC COM 911163103 253 17000 SH SOLE 17000 0 0 UNITED NAT FOODS INC COM 911163103 1142 76800 SH OTR 1 0 76800 0 UNITED PARCEL SERVICE INC CL B 911312106 19955 119756 SH OTR 1 0 119756 0 UNITED PARCEL SERVICE INC CL B 911312106 3400 20402 SH SOLE 20402 0 0 UNITED PARCEL SERVICE INC CL B 911312106 514 3084 SH OTR 5 0 3084 0 UNITED RENTALS INC COM 911363109 1948 11164 SH OTR 1 0 11164 0 UNITED RENTALS INC COM 911363109 419 2401 SH SOLE 2401 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 55 545 SH SOLE 545 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 5139 50882 SH OTR 1 0 50882 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 496 4913 SH OTR 5 0 4913 0 UNITEDHEALTH GROUP INC COM 91324P102 73453 235599 SH OTR 1 0 235599 0 UNITEDHEALTH GROUP INC COM 91324P102 8113 26023 SH SOLE 26023 0 0 UNITEDHEALTH GROUP INC COM 91324P102 3083 9889 SH OTR 5 0 9889 0 UNITI GROUP INC COM 91325V108 429 40700 SH SOLE 40700 0 0 UNITI GROUP INC COM 91325V108 1924 182600 SH OTR 1 0 182600 0 UNIVAR SOLUTIONS USA INC COM 91336L107 853 50540 SH OTR 1 0 50540 0 UNIVAR SOLUTIONS USA INC COM 91336L107 201 11900 SH SOLE 11900 0 0 UNIVERSAL CORP VA COM 913456109 87 2067 SH SOLE 2067 0 0 UNIVERSAL CORP VA COM 913456109 409 9760 SH OTR 1 0 9760 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 51 900 SH SOLE 900 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 251 4400 SH OTR 1 0 4400 0 UNIVERSAL HLTH SVCS INC CL B 913903100 8725 81525 SH OTR 1 0 81525 0 UNIVERSAL HLTH SVCS INC CL B 913903100 105 983 SH OTR 5 0 983 0 UNIVERSAL HLTH SVCS INC CL B 913903100 226 2110 SH SOLE 2110 0 0 UNIVERSAL INS HLDGS INC COM 91359V107 202 14600 SH SOLE 14600 0 0 UNIVERSAL INS HLDGS INC COM 91359V107 907 65500 SH OTR 1 0 65500 0 UNIVERSAL TECHNICAL INST INC COM 913915104 20 4000 SH SOLE 4000 0 0 UNIVERSAL TECHNICAL INST INC COM 913915104 90 17800 SH OTR 1 0 17800 0 UNUM GROUP COM 91529Y106 8542 507526 SH OTR 1 0 507526 0 UNUM GROUP COM 91529Y106 714 42441 SH OTR 5 0 42441 0 UNUM GROUP COM 91529Y106 427 25379 SH SOLE 25379 0 0 URBAN EDGE PPTYS COM 91704F104 246 25300 SH OTR 1 0 25300 0 URBAN EDGE PPTYS COM 91704F104 52 5400 SH SOLE 5400 0 0 US BANCORP DEL COM NEW 902973304 1274 35529 SH SOLE 35529 0 0 US BANCORP DEL COM NEW 902973304 8002 223208 SH OTR 1 0 223208 0 USANA HEALTH SCIENCES INC COM 90328M107 258 3500 SH SOLE 3500 0 0 USANA HEALTH SCIENCES INC COM 90328M107 1142 15500 SH OTR 1 0 15500 0 V F CORP COM 918204108 592 8431 SH SOLE 8431 0 0 V F CORP COM 918204108 3196 45496 SH OTR 1 0 45496 0 VALERO ENERGY CORP COM 91913Y100 625 14421 SH SOLE 14421 0 0 VALERO ENERGY CORP COM 91913Y100 7706 177882 SH OTR 1 0 177882 0 VALERO ENERGY CORP COM 91913Y100 1057 24406 SH OTR 5 0 24406 0 VALLEY NATL BANCORP COM 919794107 360 52600 SH OTR 1 0 52600 0 VALLEY NATL BANCORP COM 919794107 84 12200 SH SOLE 12200 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 307622 999910 SH OTR 3 0 999910 0 VANGUARD INDEX FDS VALUE ETF 922908744 0 0 SH SOLE 0 0 0 VANGUARD INDEX FDS VALUE ETF 922908744 3842 36762 SH OTR 1 0 36762 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 307622 0 SH SOLE 0 0 0 VAPOTHERM INC COM 922107107 67 2300 SH SOLE 2300 0 0 VAPOTHERM INC COM 922107107 310 10700 SH OTR 1 0 10700 0 VARIAN MED SYS INC COM 92220P105 405 2352 SH SOLE 2352 0 0 VARIAN MED SYS INC COM 92220P105 2232 12976 SH OTR 1 0 12976 0 VARONIS SYS INC COM 922280102 92 800 SH SOLE 800 0 0 VARONIS SYS INC COM 922280102 416 3600 SH OTR 1 0 3600 0 VECTRUS INC COM 92242T101 388 10203 SH OTR 1 0 10203 0 VECTRUS INC COM 92242T101 87 2279 SH SOLE 2279 0 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 89 95000 PRN SOLE 95000 0 0 VEEVA SYS INC CL A COM 922475108 253 900 SH SOLE 900 0 0 VEEVA SYS INC CL A COM 922475108 15224 54141 SH OTR 1 0 54141 0 VENTAS INC COM 92276F100 415 9892 SH SOLE 9892 0 0 VENTAS INC COM 92276F100 2986 71169 SH OTR 1 0 71169 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 4516 4471000 PRN DFND 1 0 4471000 0 VERINT SYS INC COM 92343X100 2525 52400 SH OTR 1 0 52400 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 29 29000 PRN SOLE 29000 0 0 VERINT SYS INC COM 92343X100 573 11900 SH SOLE 11900 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 69 68000 PRN OTR 4 0 68000 0 VERISIGN INC COM 92343E102 570 2783 SH SOLE 2783 0 0 VERISIGN INC COM 92343E102 4948 24153 SH OTR 1 0 24153 0 VERISK ANALYTICS INC COM 92345Y106 5204 28083 SH OTR 1 0 28083 0 VERISK ANALYTICS INC COM 92345Y106 766 4133 SH SOLE 4133 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 39897 670650 SH OTR 1 0 670650 0 VERIZON COMMUNICATIONS INC COM 92343V104 6835 114887 SH SOLE 114887 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 1002 16844 SH OTR 5 0 16844 0 VERTEX PHARMACEUTICALS INC COM 92532F100 2061 7573 SH SOLE 7573 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 23208 85286 SH OTR 1 0 85286 0 VIACOMCBS INC CL B 92556H206 426 15203 SH SOLE 15203 0 0 VIACOMCBS INC CL B 92556H206 2249 80277 SH OTR 1 0 80277 0 VIAVI SOLUTIONS INC COM 925550105 182 15500 SH SOLE 15500 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 3262 2895000 PRN DFND 1 0 2895000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 27415 24248000 PRN OTR 1 0 24248000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 48 43000 PRN OTR 4 0 43000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 5067 4482000 PRN SOLE 4482000 0 0 VIAVI SOLUTIONS INC COM 925550105 798 68000 SH OTR 1 0 68000 0 VICI PPTYS INC COM 925652109 33 1400 SH SOLE 1400 0 0 VICI PPTYS INC COM 925652109 296 12676 SH OTR 1 0 12676 0 VIEMED HEALTHCARE INC COM 92663R105 58 6700 SH SOLE 6700 0 0 VIEMED HEALTHCARE INC COM 92663R105 266 30800 SH OTR 1 0 30800 0 VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 0 0 SH SOLE 0 0 0 VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 1 86 SH DFND 1 0 86 0 VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 161 10300 SH OTR 1 0 10300 0 VIR BIOTECHNOLOGY INC COM 92764N102 220 6400 SH SOLE 6400 0 0 VIR BIOTECHNOLOGY INC COM 92764N102 972 28300 SH OTR 1 0 28300 0 VISA INC COM CL A 92826C839 87688 438507 SH OTR 1 0 438507 0 VISA INC COM CL A 92826C839 9039 45200 SH SOLE 45200 0 0 VISA INC COM CL A 92826C839 2742 13713 SH OTR 5 0 13713 0 VISHAY INTERTECHNOLOGY INC COM 928298108 2555 164100 SH OTR 1 0 164100 0 VISHAY INTERTECHNOLOGY INC COM 928298108 575 36900 SH SOLE 36900 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 131 135000 PRN SOLE 135000 0 0 VISHAY PRECISION GROUP INC COM 92835K103 319 12600 SH SOLE 12600 0 0 VISHAY PRECISION GROUP INC COM 92835K103 1418 56000 SH OTR 1 0 56000 0 VISTRA CORP COM 92840M102 320 13918 SH OTR 2 0 13918 0 VISTRA CORP COM 92840M102 486 28800 SH SOLE 28800 0 0 VISTRA CORP COM 92840M102 8046 426624 SH OTR 1 0 426624 0 VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 34 30000 PRN SOLE 30000 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 12821 13239000 PRN OTR 1 0 13239000 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 3904 4031000 PRN SOLE 4031000 0 0 VORNADO RLTY TR SH BEN INT 929042109 752 22320 SH OTR 1 0 22320 0 VORNADO RLTY TR SH BEN INT 929042109 124 3684 SH SOLE 3684 0 0 VOXX INTL CORP CL A 91829F104 310 40300 SH OTR 1 0 40300 0 VOXX INTL CORP CL A 91829F104 68 8800 SH SOLE 8800 0 0 VOYA FINANCIAL INC COM 929089100 0 0 SH SOLE 0 0 0 VOYA FINANCIAL INC COM 929089100 1440 30048 SH OTR 1 0 30048 0 VOYA PRIME RATE TR SH BEN INT 92913A100 377 85512 SH SOLE 85512 0 0 VULCAN MATLS CO COM 929160109 2556 18859 SH OTR 1 0 18859 0 VULCAN MATLS CO COM 929160109 478 3523 SH SOLE 3523 0 0 WABTEC COM 929740108 1576 25471 SH OTR 1 0 25471 0 WABTEC COM 929740108 292 4726 SH SOLE 4726 0 0 WADDELL & REED FINL INC CL A 930059100 70 4700 SH SOLE 4700 0 0 WADDELL & REED FINL INC CL A 930059100 327 22000 SH OTR 1 0 22000 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 5038 140261 SH OTR 1 0 140261 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 685 19064 SH SOLE 19064 0 0 WALMART INC COM 931142103 2409 17219 SH OTR 5 0 17219 0 WALMART INC COM 931142103 6355 45420 SH SOLE 45420 0 0 WALMART INC COM 931142103 40254 287710 SH OTR 1 0 287710 0 WASTE MGMT INC DEL COM 94106L109 7421 65576 SH OTR 1 0 65576 0 WASTE MGMT INC DEL COM 94106L109 1128 9964 SH SOLE 9964 0 0 WATERS CORP COM 941848103 2892 14777 SH OTR 1 0 14777 0 WATERS CORP COM 941848103 325 1660 SH SOLE 1660 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 761 7600 SH OTR 1 0 7600 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 160 1600 SH SOLE 1600 0 0 WAYFAIR INC CL A 94419L101 4623 15886 SH OTR 1 0 15886 0 WAYFAIR INC CL A 94419L101 58 200 SH SOLE 200 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 530 255000 PRN SOLE 255000 0 0 WEC ENERGY GROUP INC COM 92939U106 7194 74246 SH OTR 1 0 74246 0 WEC ENERGY GROUP INC COM 92939U106 769 7935 SH SOLE 7935 0 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 71435 19042000 PRN OTR 1 0 19042000 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 210 56000 PRN OTR 4 0 56000 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 25844 6889000 PRN SOLE 6889000 0 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 14675 3917000 PRN DFND 1 0 3917000 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 62 46 SH OTR 4 0 46 0 WELLS FARGO CO NEW COM 949746101 15045 639936 SH OTR 1 0 639936 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 26614 19816 SH OTR 1 0 19816 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 4025 2999 SH DFND 1 0 2999 0 WELLS FARGO CO NEW COM 949746101 2707 115160 SH SOLE 115160 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 17133 12757 SH SOLE 12757 0 0 WELLTOWER INC COM 95040Q104 5204 94456 SH OTR 1 0 94456 0 WELLTOWER INC COM 95040Q104 608 11041 SH SOLE 11041 0 0 WERNER ENTERPRISES INC COM 950755108 663 15800 SH SOLE 15800 0 0 WERNER ENTERPRISES INC COM 950755108 2969 70700 SH OTR 1 0 70700 0 WESBANCO INC COM 950810101 1915 89637 SH OTR 1 0 89637 0 WESBANCO INC COM 950810101 432 20225 SH SOLE 20225 0 0 WEST BANCORPORATION INC CAP STK 95123P106 345 21800 SH OTR 1 0 21800 0 WEST BANCORPORATION INC CAP STK 95123P106 79 5000 SH SOLE 5000 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 9918 36080 SH OTR 1 0 36080 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 534 1942 SH SOLE 1942 0 0 WESTERN ASSET HIGH INCOME FD COM 95766J102 401 62608 SH SOLE 62608 0 0 WESTERN ASSET HIGH INCOME OP COM 95766K109 834 170150 SH SOLE 170150 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 10708 11220000 PRN SOLE 11220000 0 0 WESTERN DIGITAL CORP. COM 958102105 1574 43077 SH OTR 1 0 43077 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 10737 11250000 PRN OTR 1 0 11250000 0 WESTERN DIGITAL CORP. COM 958102105 294 8040 SH SOLE 8040 0 0 WESTERN UN CO COM 959802109 1254 58524 SH OTR 1 0 58524 0 WESTERN UN CO COM 959802109 207 9673 SH SOLE 9673 0 0 WESTROCK CO COM 96145D105 1882 54167 SH OTR 1 0 54167 0 WESTROCK CO COM 96145D105 247 7123 SH SOLE 7123 0 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 8079 283280 SH OTR 1 0 283280 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 690 24187 SH SOLE 24187 0 0 WHIRLPOOL CORP COM 963320106 307 1668 SH SOLE 1668 0 0 WHIRLPOOL CORP COM 963320106 2335 12700 SH OTR 1 0 12700 0 WHITING PETE CORP NEW COM NEW 966387508 10608 613532 SH OTR 1 0 613532 0 WHITING PETE CORP NEW COM NEW 966387508 3652 211236 SH SOLE 211236 0 0 WIDEOPENWEST INC COM 96758W101 215 41500 SH SOLE 41500 0 0 WIDEOPENWEST INC COM 96758W101 967 186300 SH OTR 1 0 186300 0 WILLIAMS COS INC COM 969457100 629 32031 SH SOLE 32031 0 0 WILLIAMS COS INC COM 969457100 4011 204117 SH OTR 1 0 204117 0 WILLIAMS SONOMA INC COM 969904101 201 2226 SH OTR 1 0 2226 0 WILLIAMS SONOMA INC COM 969904101 0 0 SH SOLE 0 0 0 WINGSTOP INC COM 974155103 875 6400 SH OTR 1 0 6400 0 WINGSTOP INC COM 974155103 191 1400 SH SOLE 1400 0 0 WINMARK CORP COM 974250102 293 1700 SH OTR 1 0 1700 0 WINMARK CORP COM 974250102 69 400 SH SOLE 400 0 0 WINNEBAGO INDS INC COM 974637100 2253 43600 SH OTR 1 0 43600 0 WINNEBAGO INDS INC COM 974637100 501 9700 SH SOLE 9700 0 0 WINTRUST FINL CORP COM 97650W108 204 5100 SH SOLE 5100 0 0 WINTRUST FINL CORP COM 97650W108 264 6600 SH OTR 1 0 6600 0 WIX COM LTD NOTE 7/0 92940WAB5 6592 3507000 PRN SOLE 3507000 0 0 WIX COM LTD NOTE 7/0 92940WAB5 27903 14844000 PRN OTR 1 0 14844000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 20937 13587000 PRN OTR 1 0 13587000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 108 70000 PRN OTR 4 0 70000 0 WORKDAY INC CL A 98138H101 11383 52911 SH OTR 1 0 52911 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 6971 4524000 PRN SOLE 4524000 0 0 WORKDAY INC CL A 98138H101 387 1800 SH SOLE 1800 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 7273 4735000 PRN DFND 1 0 4735000 0 WORKHORSE GROUP INC COM NEW 98138J206 154 6100 SH SOLE 6100 0 0 WORKHORSE GROUP INC COM NEW 98138J206 703 27800 SH OTR 1 0 27800 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 80 80000 PRN SOLE 80000 0 0 WORKIVA INC COM CL A 98139A105 585 10500 SH OTR 1 0 10500 0 WORKIVA INC COM CL A 98139A105 134 2400 SH SOLE 2400 0 0 WORLD FUEL SVCS CORP COM 981475106 523 24700 SH SOLE 24700 0 0 WORLD FUEL SVCS CORP COM 981475106 2348 110800 SH OTR 1 0 110800 0 WP CAREY INC COM 92936U109 197 3026 SH OTR 1 0 3026 0 WP CAREY INC COM 92936U109 39 600 SH SOLE 600 0 0 WYNN RESORTS LTD COM 983134107 992 13821 SH OTR 1 0 13821 0 WYNN RESORTS LTD COM 983134107 193 2690 SH SOLE 2690 0 0 XCEL ENERGY INC COM 98389B100 952 13796 SH SOLE 13796 0 0 XCEL ENERGY INC COM 98389B100 5601 81155 SH OTR 1 0 81155 0 XENCOR INC COM 98401F105 1756 45274 SH OTR 1 0 45274 0 XENCOR INC COM 98401F105 396 10206 SH SOLE 10206 0 0 XEROX HOLDINGS CORP COM NEW 98421M106 11156 594331 SH OTR 1 0 594331 0 XEROX HOLDINGS CORP COM NEW 98421M106 156 8291 SH SOLE 8291 0 0 XEROX HOLDINGS CORP COM NEW 98421M106 1062 56593 SH OTR 5 0 56593 0 XILINX INC COM 983919101 663 6360 SH SOLE 6360 0 0 XILINX INC COM 983919101 3626 34788 SH OTR 1 0 34788 0 XPERI HOLDING CORP COM 98390M103 1101 95800 SH OTR 1 0 95800 0 XPERI HOLDING CORP COM 98390M103 245 21300 SH SOLE 21300 0 0 XPO LOGISTICS INC COM 983793100 6101 72060 SH OTR 1 0 72060 0 XPO LOGISTICS INC COM 983793100 313 3700 SH SOLE 3700 0 0 XYLEM INC COM 98419M100 2156 25625 SH OTR 1 0 25625 0 XYLEM INC COM 98419M100 399 4749 SH SOLE 4749 0 0 YELP INC CL A 985817105 456 22700 SH SOLE 22700 0 0 YELP INC CL A 985817105 2037 101400 SH OTR 1 0 101400 0 YETI HLDGS INC COM 98585X104 199 4400 SH OTR 1 0 4400 0 YETI HLDGS INC COM 98585X104 45 1000 SH SOLE 1000 0 0 YORK WTR CO COM 987184108 135 3200 SH SOLE 3200 0 0 YORK WTR CO COM 987184108 604 14300 SH OTR 1 0 14300 0 YUM BRANDS INC COM 988498101 804 8801 SH SOLE 8801 0 0 YUM BRANDS INC COM 988498101 1142 12504 SH OTR 5 0 12504 0 YUM BRANDS INC COM 988498101 9028 98882 SH OTR 1 0 98882 0 YUM CHINA HLDGS INC COM 98850P109 492 9300 SH OTR 1 0 9300 0 YUM CHINA HLDGS INC COM 98850P109 69 1300 SH SOLE 1300 0 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 368 1458 SH SOLE 1458 0 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 1918 7596 SH OTR 1 0 7596 0 ZENDESK INC COM 98936J101 0 0 SH SOLE 0 0 0 ZENDESK INC COM 98936J101 2261 21972 SH OTR 1 0 21972 0 ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 284 199000 PRN SOLE 199000 0 0 ZILLOW GROUP INC CL A 98954M101 12972 127749 SH OTR 1 0 127749 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 431 222000 PRN SOLE 222000 0 0 ZILLOW GROUP INC CL A 98954M101 457 4500 SH SOLE 4500 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 746 5481 SH SOLE 5481 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 4059 29816 SH OTR 1 0 29816 0 ZIONS BANCORPORATION N A COM 989701107 682 23349 SH OTR 1 0 23349 0 ZIONS BANCORPORATION N A COM 989701107 113 3867 SH SOLE 3867 0 0 ZIX CORP COM 98974P100 476 81500 SH SOLE 81500 0 0 ZIX CORP COM 98974P100 2123 363600 SH OTR 1 0 363600 0 ZOETIS INC CL A 98978V103 2085 12608 SH SOLE 12608 0 0 ZOETIS INC CL A 98978V103 14714 88979 SH OTR 1 0 88979 0 ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 12159 25865 SH OTR 1 0 25865 0 ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 376 800 SH SOLE 800 0 0 ZUMIEZ INC COM 989817101 253 9100 SH OTR 1 0 9100 0 ZUMIEZ INC COM 989817101 56 2000 SH SOLE 2000 0 0 ZUORA INC COM CL A 98983V106 38 3700 SH SOLE 3700 0 0 ZUORA INC COM CL A 98983V106 179 17300 SH OTR 1 0 17300 0 ZYNEX INC COM 98986M103 127 7300 SH SOLE 7300 0 0 ZYNEX INC COM 98986M103 586 33600 SH OTR 1 0 33600 0 ZYNGA INC CL A 98986T108 2521 276376 SH OTR 1 0 276376 0 ZYNGA INC CL A 98986T108 0 0 SH SOLE 0 0 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 4332 3409000 PRN SOLE 3409000 0 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 22108 17399000 PRN OTR 1 0 17399000 0