The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
21VIANET GROUP INC | SPONSORED ADS A | 90138A103 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
21VIANET GROUP INC | SPONSORED ADS A | 90138A103 | 387 | 16,700 | SH | OTR | 1 | 0 | 16,700 | 0 | |
360 DIGITECH INC | AMERICAN DEP | 88557W101 | 384 | 32,200 | SH | OTR | 1 | 0 | 32,200 | 0 | |
360 DIGITECH INC | AMERICAN DEP | 88557W101 | 1 | 70 | SH | DFND | 1 | 0 | 70 | 0 | |
360 DIGITECH INC | AMERICAN DEP | 88557W101 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
3M CO | COM | 88579Y101 | 14,475 | 90,365 | SH | OTR | 1 | 0 | 90,365 | 0 | |
3M CO | COM | 88579Y101 | 2,609 | 16,286 | SH | SOLE | 16,286 | 0 | 0 | ||
8X8 INC NEW | NOTE 0.500% 2/0 | 282914AB6 | 47 | 50,000 | PRN | SOLE | 50,000 | 0 | 0 | ||
A10 NETWORKS INC | COM | 002121101 | 326 | 51,200 | SH | SOLE | 51,200 | 0 | 0 | ||
A10 NETWORKS INC | COM | 002121101 | 1,449 | 227,400 | SH | OTR | 1 | 0 | 227,400 | 0 | |
AARONS INC | COM PAR $0.50 | 002535300 | 6,781 | 119,694 | SH | OTR | 1 | 0 | 119,694 | 0 | |
AARONS INC | COM PAR $0.50 | 002535300 | 735 | 12,968 | SH | SOLE | 12,968 | 0 | 0 | ||
AARONS INC | COM PAR $0.50 | 002535300 | 1,000 | 17,657 | SH | OTR | 5 | 0 | 17,657 | 0 | |
ABBOTT LABS | COM | 002824100 | 5,847 | 53,730 | SH | SOLE | 53,730 | 0 | 0 | ||
ABBOTT LABS | COM | 002824100 | 2,369 | 21,771 | SH | OTR | 5 | 0 | 21,771 | 0 | |
ABBOTT LABS | COM | 002824100 | 37,889 | 348,148 | SH | OTR | 1 | 0 | 348,148 | 0 | |
ABBVIE INC | COM | 00287Y109 | 36,930 | 421,626 | SH | OTR | 1 | 0 | 421,626 | 0 | |
ABBVIE INC | COM | 00287Y109 | 4,655 | 53,147 | SH | SOLE | 53,147 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 1,506 | 17,194 | SH | OTR | 5 | 0 | 17,194 | 0 | |
ABIOMED INC | COM | 003654100 | 1,777 | 6,415 | SH | OTR | 1 | 0 | 6,415 | 0 | |
ABIOMED INC | COM | 003654100 | 295 | 1,063 | SH | SOLE | 1,063 | 0 | 0 | ||
ACCO BRANDS CORP | COM | 00081T108 | 76 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
ACCO BRANDS CORP | COM | 00081T108 | 339 | 58,500 | SH | OTR | 1 | 0 | 58,500 | 0 | |
ACTIVISION BLIZZARD INC | COM | 00507V109 | 14,308 | 176,756 | SH | OTR | 1 | 0 | 176,756 | 0 | |
ACTIVISION BLIZZARD INC | COM | 00507V109 | 415 | 5,130 | SH | OTR | 5 | 0 | 5,130 | 0 | |
ACTIVISION BLIZZARD INC | COM | 00507V109 | 1,712 | 21,154 | SH | SOLE | 21,154 | 0 | 0 | ||
ACUITY BRANDS INC | COM | 00508Y102 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
ACUITY BRANDS INC | COM | 00508Y102 | 1,379 | 13,474 | SH | OTR | 1 | 0 | 13,474 | 0 | |
ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | 55,146 | 112,445 | SH | OTR | 1 | 0 | 112,445 | 0 | |
ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | 899 | 1,834 | SH | OTR | 5 | 0 | 1,834 | 0 | |
ADOBE SYSTEMS INCORPORATED | COM | 00724F101 | 7,085 | 14,447 | SH | SOLE | 14,447 | 0 | 0 | ||
ADT INC DEL | COM | 00090Q103 | 287 | 35,100 | SH | SOLE | 35,100 | 0 | 0 | ||
ADT INC DEL | COM | 00090Q103 | 4,801 | 587,608 | SH | OTR | 1 | 0 | 587,608 | 0 | |
ADVANCE AUTO PARTS INC | COM | 00751Y106 | 289 | 1,883 | SH | SOLE | 1,883 | 0 | 0 | ||
ADVANCE AUTO PARTS INC | COM | 00751Y106 | 1,511 | 9,846 | SH | OTR | 1 | 0 | 9,846 | 0 | |
ADVANCED ENERGY INDS | COM | 007973100 | 2,881 | 45,775 | SH | OTR | 1 | 0 | 45,775 | 0 | |
ADVANCED ENERGY INDS | COM | 007973100 | 642 | 10,200 | SH | SOLE | 10,200 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | COM | 007903107 | 252 | 3,075 | SH | OTR | 5 | 0 | 3,075 | 0 | |
ADVANCED MICRO DEVICES INC | COM | 007903107 | 22,216 | 270,956 | SH | OTR | 1 | 0 | 270,956 | 0 | |
ADVANCED MICRO DEVICES INC | NOTE 2.125% 9/0 | 007903BD8 | 921 | 90,000 | PRN | SOLE | 90,000 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | COM | 007903107 | 2,698 | 32,910 | SH | SOLE | 32,910 | 0 | 0 | ||
ADVANSIX INC | COM | 00773T101 | 303 | 23,500 | SH | SOLE | 23,500 | 0 | 0 | ||
ADVANSIX INC | COM | 00773T101 | 1,364 | 105,900 | SH | OTR | 1 | 0 | 105,900 | 0 | |
ADVERUM BIOTECHNOLOGIES INC | COM | 00773U108 | 150 | 14,600 | SH | SOLE | 14,600 | 0 | 0 | ||
ADVERUM BIOTECHNOLOGIES INC | COM | 00773U108 | 673 | 65,300 | SH | OTR | 1 | 0 | 65,300 | 0 | |
AERIE PHARMACEUTICALS INC | NOTE 1.500%10/0 | 00771VAB4 | 62 | 76,000 | PRN | SOLE | 76,000 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 111 | 70,000 | PRN | OTR | 4 | 0 | 70,000 | 0 | |
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 6,472 | 4,069,000 | PRN | SOLE | 4,069,000 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 28,819 | 18,118,000 | PRN | OTR | 1 | 0 | 18,118,000 | 0 | |
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 7,488 | 4,717,000 | PRN | DFND | 1 | 0 | 4,717,000 | 0 | |
AES CORP | COM | 00130H105 | 805 | 44,464 | SH | SOLE | 44,464 | 0 | 0 | ||
AES CORP | COM | 00130H105 | 117 | 6,486 | SH | OTR | 5 | 0 | 6,486 | 0 | |
AES CORP | COM | 00130H105 | 7,960 | 439,519 | SH | OTR | 1 | 0 | 439,519 | 0 | |
AFLAC INC | COM | 001055102 | 619 | 17,028 | SH | SOLE | 17,028 | 0 | 0 | ||
AFLAC INC | COM | 001055102 | 4,615 | 126,958 | SH | OTR | 1 | 0 | 126,958 | 0 | |
AGCO CORP | COM | 001084102 | 395 | 5,313 | SH | OTR | 5 | 0 | 5,313 | 0 | |
AGCO CORP | COM | 001084102 | 7,927 | 106,733 | SH | OTR | 1 | 0 | 106,733 | 0 | |
AGCO CORP | COM | 001084102 | 463 | 6,228 | SH | SOLE | 6,228 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC | COM | 00846U101 | 6,426 | 63,661 | SH | OTR | 1 | 0 | 63,661 | 0 | |
AGILENT TECHNOLOGIES INC | COM | 00846U101 | 825 | 8,170 | SH | SOLE | 8,170 | 0 | 0 | ||
AGREE REALTY CORP | COM | 008492100 | 1,158 | 18,200 | SH | OTR | 1 | 0 | 18,200 | 0 | |
AGREE REALTY CORP | COM | 008492100 | 267 | 4,200 | SH | SOLE | 4,200 | 0 | 0 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 1,701 | 5,711 | SH | SOLE | 5,711 | 0 | 0 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 10,559 | 35,451 | SH | OTR | 1 | 0 | 35,451 | 0 | |
AIR TRANSPORT SERVICES GRP I | NOTE 1.125%10/1 | 00922RAB1 | 69 | 65,000 | PRN | SOLE | 65,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 487 | 377,000 | PRN | SOLE | 377,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 93 | 72,000 | PRN | OTR | 4 | 0 | 72,000 | 0 | |
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 8,953 | 80,990 | SH | OTR | 1 | 0 | 80,990 | 0 | |
AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 502 | 4,541 | SH | SOLE | 4,541 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.125% 5/0 | 00971TAJ0 | 6,200 | 4,822,000 | PRN | DFND | 1 | 0 | 4,822,000 | 0 | |
AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 7,216 | 6,210,000 | PRN | SOLE | 6,210,000 | 0 | 0 | ||
AKAMAI TECHNOLOGIES INC | NOTE 0.375% 9/0 | 00971TAL5 | 21,495 | 18,500,000 | PRN | OTR | 1 | 0 | 18,500,000 | 0 | |
ALARM COM HLDGS INC | COM | 011642105 | 72 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
ALARM COM HLDGS INC | COM | 011642105 | 326 | 5,900 | SH | OTR | 1 | 0 | 5,900 | 0 | |
ALASKA AIR GROUP INC | COM | 011659109 | 106 | 2,904 | SH | SOLE | 2,904 | 0 | 0 | ||
ALASKA AIR GROUP INC | COM | 011659109 | 645 | 17,606 | SH | OTR | 1 | 0 | 17,606 | 0 | |
ALASKA COMMUNICATIONS SYS GR | COM | 01167P101 | 60 | 30,200 | SH | SOLE | 30,200 | 0 | 0 | ||
ALASKA COMMUNICATIONS SYS GR | COM | 01167P101 | 271 | 135,700 | SH | OTR | 1 | 0 | 135,700 | 0 | |
ALBEMARLE CORP | COM | 012653101 | 1,352 | 15,145 | SH | OTR | 1 | 0 | 15,145 | 0 | |
ALBEMARLE CORP | COM | 012653101 | 251 | 2,810 | SH | SOLE | 2,810 | 0 | 0 | ||
ALCOA CORP | COM | 013872106 | 136 | 11,700 | SH | OTR | 1 | 0 | 11,700 | 0 | |
ALCOA CORP | COM | 013872106 | 31 | 2,700 | SH | SOLE | 2,700 | 0 | 0 | ||
ALEXANDRIA REAL ESTATE EQ IN | COM | 015271109 | 6,351 | 39,691 | SH | OTR | 1 | 0 | 39,691 | 0 | |
ALEXANDRIA REAL ESTATE EQ IN | COM | 015271109 | 523 | 3,267 | SH | SOLE | 3,267 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 544 | 4,753 | SH | OTR | 5 | 0 | 4,753 | 0 | |
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 22,241 | 194,359 | SH | OTR | 1 | 0 | 194,359 | 0 | |
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 847 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 11 | 38 | SH | DFND | 1 | 0 | 38 | 0 | |
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 13,293 | 45,219 | SH | OTR | 1 | 0 | 45,219 | 0 | |
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 1,499 | 5,100 | SH | SOLE | 5,100 | 0 | 0 | ||
ALIGN TECHNOLOGY INC | COM | 016255101 | 652 | 1,991 | SH | SOLE | 1,991 | 0 | 0 | ||
ALIGN TECHNOLOGY INC | COM | 016255101 | 3,342 | 10,210 | SH | OTR | 1 | 0 | 10,210 | 0 | |
ALLAKOS INC | COM | 01671P100 | 1,173 | 14,400 | SH | OTR | 1 | 0 | 14,400 | 0 | |
ALLAKOS INC | COM | 01671P100 | 261 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 72 | 70,000 | PRN | SOLE | 70,000 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 407 | 9,700 | SH | SOLE | 9,700 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 4,289 | 102,163 | SH | OTR | 1 | 0 | 102,163 | 0 | |
ALLIANCEBERNSTEIN GLOBAL HIG | COM | 01879R106 | 816 | 77,597 | SH | SOLE | 77,597 | 0 | 0 | ||
ALLIANT ENERGY CORP | COM | 018802108 | 1,836 | 35,547 | SH | OTR | 1 | 0 | 35,547 | 0 | |
ALLIANT ENERGY CORP | COM | 018802108 | 351 | 6,795 | SH | SOLE | 6,795 | 0 | 0 | ||
ALLIED MOTION TECHNOLOGIES I | COM | 019330109 | 438 | 10,600 | SH | OTR | 1 | 0 | 10,600 | 0 | |
ALLIED MOTION TECHNOLOGIES I | COM | 019330109 | 95 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
ALLSTATE CORP | COM | 020002101 | 1,168 | 12,409 | SH | SOLE | 12,409 | 0 | 0 | ||
ALLSTATE CORP | COM | 020002101 | 1,107 | 11,757 | SH | OTR | 5 | 0 | 11,757 | 0 | |
ALLSTATE CORP | COM | 020002101 | 9,388 | 99,726 | SH | OTR | 1 | 0 | 99,726 | 0 | |
ALPHABET INC | CAP STK CL C | 02079K107 | 11,769 | 8,008 | SH | SOLE | 8,008 | 0 | 0 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 113,155 | 76,997 | SH | OTR | 1 | 0 | 76,997 | 0 | |
ALPHABET INC | CAP STK CL A | 02079K305 | 4,039 | 2,756 | SH | OTR | 5 | 0 | 2,756 | 0 | |
ALPHABET INC | CAP STK CL A | 02079K305 | 111,471 | 76,058 | SH | OTR | 1 | 0 | 76,058 | 0 | |
ALPHABET INC | CAP STK CL C | 02079K107 | 4,050 | 2,756 | SH | OTR | 5 | 0 | 2,756 | 0 | |
ALPHABET INC | CAP STK CL A | 02079K305 | 13,381 | 9,130 | SH | SOLE | 9,130 | 0 | 0 | ||
ALPINE INCOME PPTY TR INC | COM | 02083X103 | 428 | 27,500 | SH | OTR | 1 | 0 | 27,500 | 0 | |
ALPINE INCOME PPTY TR INC | COM | 02083X103 | 96 | 6,200 | SH | SOLE | 6,200 | 0 | 0 | ||
ALTERYX INC | COM CL A | 02156B103 | 1,149 | 10,115 | SH | OTR | 1 | 0 | 10,115 | 0 | |
ALTERYX INC | COM CL A | 02156B103 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
ALTERYX INC | NOTE 0.500% 8/0 | 02156BAD5 | 146 | 145,000 | PRN | SOLE | 145,000 | 0 | 0 | ||
ALTICE USA INC | CL A | 02156K103 | 8,927 | 343,330 | SH | OTR | 1 | 0 | 343,330 | 0 | |
ALTICE USA INC | CL A | 02156K103 | 476 | 18,308 | SH | SOLE | 18,308 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 11,652 | 301,561 | SH | OTR | 1 | 0 | 301,561 | 0 | |
ALTRIA GROUP INC | COM | 02209S103 | 1,277 | 33,051 | SH | SOLE | 33,051 | 0 | 0 | ||
AMALGAMATED BK NEW YORK N Y | CLASS A | 022663108 | 130 | 12,300 | SH | SOLE | 12,300 | 0 | 0 | ||
AMALGAMATED BK NEW YORK N Y | CLASS A | 022663108 | 579 | 54,700 | SH | OTR | 1 | 0 | 54,700 | 0 | |
A-MARK PRECIOUS METALS INC | COM | 00181T107 | 270 | 8,000 | SH | OTR | 1 | 0 | 8,000 | 0 | |
A-MARK PRECIOUS METALS INC | COM | 00181T107 | 61 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 358,653 | 113,904 | SH | OTR | 1 | 0 | 113,904 | 0 | |
AMAZON COM INC | COM | 023135106 | 40,745 | 12,940 | SH | SOLE | 12,940 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 11,893 | 3,777 | SH | OTR | 5 | 0 | 3,777 | 0 | |
AMEDISYS INC | COM | 023436108 | 6,330 | 26,773 | SH | OTR | 1 | 0 | 26,773 | 0 | |
AMEDISYS INC | COM | 023436108 | 520 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
AMER STATES WTR CO | COM | 029899101 | 254 | 3,384 | SH | SOLE | 3,384 | 0 | 0 | ||
AMER STATES WTR CO | COM | 029899101 | 1,146 | 15,289 | SH | OTR | 1 | 0 | 15,289 | 0 | |
AMEREN CORP | COM | 023608102 | 500 | 6,323 | SH | SOLE | 6,323 | 0 | 0 | ||
AMEREN CORP | COM | 023608102 | 2,782 | 35,182 | SH | OTR | 1 | 0 | 35,182 | 0 | |
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 148 | 12,005 | SH | SOLE | 12,005 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 10,501 | 11,330,000 | PRN | OTR | 1 | 0 | 11,330,000 | 0 | |
AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 3,402 | 3,670,000 | PRN | SOLE | 3,670,000 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 890 | 72,415 | SH | OTR | 1 | 0 | 72,415 | 0 | |
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 107 | 18,600 | SH | SOLE | 18,600 | 0 | 0 | ||
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 495 | 85,800 | SH | OTR | 1 | 0 | 85,800 | 0 | |
AMERICAN ELEC PWR CO INC | COM | 025537101 | 1,063 | 13,002 | SH | SOLE | 13,002 | 0 | 0 | ||
AMERICAN ELEC PWR CO INC | COM | 025537101 | 6,772 | 82,862 | SH | OTR | 1 | 0 | 82,862 | 0 | |
AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | 1,344 | 61,100 | SH | OTR | 1 | 0 | 61,100 | 0 | |
AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | 306 | 13,900 | SH | SOLE | 13,900 | 0 | 0 | ||
AMERICAN EXPRESS CO | COM | 025816109 | 1,918 | 19,132 | SH | SOLE | 19,132 | 0 | 0 | ||
AMERICAN EXPRESS CO | COM | 025816109 | 655 | 6,529 | SH | OTR | 5 | 0 | 6,529 | 0 | |
AMERICAN EXPRESS CO | COM | 025816109 | 13,350 | 133,166 | SH | OTR | 1 | 0 | 133,166 | 0 | |
AMERICAN HOMES 4 RENT | CL A | 02665T306 | 2,728 | 95,788 | SH | OTR | 1 | 0 | 95,788 | 0 | |
AMERICAN HOMES 4 RENT | CL A | 02665T306 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 623 | 22,620 | SH | SOLE | 22,620 | 0 | 0 | ||
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 4,379 | 159,054 | SH | OTR | 1 | 0 | 159,054 | 0 | |
AMERICAN NATIONAL GROUP INC | COM NEW | 02772A109 | 254 | 3,755 | SH | OTR | 1 | 0 | 3,755 | 0 | |
AMERICAN NATIONAL GROUP INC | COM NEW | 02772A109 | 88 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
AMERICAN PUBLIC EDUCATION IN | COM | 02913V103 | 1,336 | 47,400 | SH | OTR | 1 | 0 | 47,400 | 0 | |
AMERICAN PUBLIC EDUCATION IN | COM | 02913V103 | 285 | 10,100 | SH | SOLE | 10,100 | 0 | 0 | ||
AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 5,450 | 5,440,000 | PRN | SOLE | 5,440,000 | 0 | 0 | ||
AMERICAN SOFTWARE INC | CL A | 029683109 | 174 | 12,400 | SH | SOLE | 12,400 | 0 | 0 | ||
AMERICAN SOFTWARE INC | CL A | 029683109 | 775 | 55,200 | SH | OTR | 1 | 0 | 55,200 | 0 | |
AMERICAN TOWER CORP NEW | COM | 03027X100 | 3,320 | 13,734 | SH | SOLE | 13,734 | 0 | 0 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 19,513 | 80,724 | SH | OTR | 1 | 0 | 80,724 | 0 | |
AMERICAN TOWER CORP NEW | COM | 03027X100 | 536 | 2,219 | SH | OTR | 5 | 0 | 2,219 | 0 | |
AMERICAN WOODMARK CORPORATIO | COM | 030506109 | 495 | 6,300 | SH | SOLE | 6,300 | 0 | 0 | ||
AMERICAN WOODMARK CORPORATIO | COM | 030506109 | 2,176 | 27,700 | SH | OTR | 1 | 0 | 27,700 | 0 | |
AMERICAN WTR WKS CO INC NEW | COM | 030420103 | 3,738 | 25,802 | SH | OTR | 1 | 0 | 25,802 | 0 | |
AMERICAN WTR WKS CO INC NEW | COM | 030420103 | 692 | 4,776 | SH | SOLE | 4,776 | 0 | 0 | ||
AMERICAS CAR-MART INC | COM | 03062T105 | 212 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
AMERICAS CAR-MART INC | COM | 03062T105 | 942 | 11,100 | SH | OTR | 1 | 0 | 11,100 | 0 | |
AMERIPRISE FINL INC | COM | 03076C106 | 1,193 | 7,738 | SH | OTR | 5 | 0 | 7,738 | 0 | |
AMERIPRISE FINL INC | COM | 03076C106 | 16,745 | 108,658 | SH | OTR | 1 | 0 | 108,658 | 0 | |
AMERIPRISE FINL INC | COM | 03076C106 | 1,135 | 7,365 | SH | SOLE | 7,365 | 0 | 0 | ||
AMERISAFE INC | COM | 03071H100 | 769 | 13,400 | SH | OTR | 1 | 0 | 13,400 | 0 | |
AMERISAFE INC | COM | 03071H100 | 172 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
AMERISOURCEBERGEN CORP | COM | 03073E105 | 385 | 3,970 | SH | SOLE | 3,970 | 0 | 0 | ||
AMERISOURCEBERGEN CORP | COM | 03073E105 | 8,143 | 84,015 | SH | OTR | 1 | 0 | 84,015 | 0 | |
AMETEK INC | COM | 031100100 | 598 | 6,012 | SH | SOLE | 6,012 | 0 | 0 | ||
AMETEK INC | COM | 031100100 | 3,250 | 32,698 | SH | OTR | 1 | 0 | 32,698 | 0 | |
AMGEN INC | COM | 031162100 | 1,174 | 4,621 | SH | OTR | 5 | 0 | 4,621 | 0 | |
AMGEN INC | COM | 031162100 | 40,193 | 158,142 | SH | OTR | 1 | 0 | 158,142 | 0 | |
AMGEN INC | COM | 031162100 | 4,528 | 17,816 | SH | SOLE | 17,816 | 0 | 0 | ||
AMICUS THERAPEUTICS INC | COM | 03152W109 | 423 | 29,965 | SH | SOLE | 29,965 | 0 | 0 | ||
AMICUS THERAPEUTICS INC | COM | 03152W109 | 1,898 | 134,441 | SH | OTR | 1 | 0 | 134,441 | 0 | |
AMKOR TECHNOLOGY INC | COM | 031652100 | 2,435 | 217,424 | SH | OTR | 1 | 0 | 217,424 | 0 | |
AMKOR TECHNOLOGY INC | COM | 031652100 | 547 | 48,801 | SH | SOLE | 48,801 | 0 | 0 | ||
AMN HEALTHCARE SVCS INC | COM | 001744101 | 134 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
AMN HEALTHCARE SVCS INC | COM | 001744101 | 602 | 10,300 | SH | OTR | 1 | 0 | 10,300 | 0 | |
AMNEAL PHARMACEUTICALS INC | COM STK CL A | 03168L105 | 736 | 189,800 | SH | OTR | 1 | 0 | 189,800 | 0 | |
AMNEAL PHARMACEUTICALS INC | COM STK CL A | 03168L105 | 168 | 43,300 | SH | SOLE | 43,300 | 0 | 0 | ||
AMPHASTAR PHARMACEUTICALS IN | COM | 03209R103 | 399 | 21,300 | SH | SOLE | 21,300 | 0 | 0 | ||
AMPHASTAR PHARMACEUTICALS IN | COM | 03209R103 | 1,791 | 95,500 | SH | OTR | 1 | 0 | 95,500 | 0 | |
AMPHENOL CORP NEW | CL A | 032095101 | 859 | 7,936 | SH | SOLE | 7,936 | 0 | 0 | ||
AMPHENOL CORP NEW | CL A | 032095101 | 4,600 | 42,486 | SH | OTR | 1 | 0 | 42,486 | 0 | |
ANALOG DEVICES INC | COM | 032654105 | 1,134 | 9,715 | SH | SOLE | 9,715 | 0 | 0 | ||
ANALOG DEVICES INC | COM | 032654105 | 7,339 | 62,869 | SH | OTR | 1 | 0 | 62,869 | 0 | |
ANAPLAN INC | COM | 03272L108 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
ANAPLAN INC | COM | 03272L108 | 1,575 | 25,168 | SH | OTR | 1 | 0 | 25,168 | 0 | |
ANDERSONS INC | COM | 034164103 | 644 | 33,600 | SH | OTR | 1 | 0 | 33,600 | 0 | |
ANDERSONS INC | COM | 034164103 | 146 | 7,600 | SH | SOLE | 7,600 | 0 | 0 | ||
ANNALY CAPITAL MANAGEMENT IN | COM | 035710409 | 1,229 | 172,580 | SH | SOLE | 172,580 | 0 | 0 | ||
ANSYS INC | COM | 03662Q105 | 3,997 | 12,216 | SH | OTR | 1 | 0 | 12,216 | 0 | |
ANSYS INC | COM | 03662Q105 | 728 | 2,225 | SH | SOLE | 2,225 | 0 | 0 | ||
ANTARES PHARMA INC | COM | 036642106 | 486 | 180,100 | SH | OTR | 1 | 0 | 180,100 | 0 | |
ANTARES PHARMA INC | COM | 036642106 | 109 | 40,400 | SH | SOLE | 40,400 | 0 | 0 | ||
ANTHEM INC | COM | 036752103 | 28,068 | 104,500 | SH | OTR | 1 | 0 | 104,500 | 0 | |
ANTHEM INC | COM | 036752103 | 2,590 | 9,644 | SH | SOLE | 9,644 | 0 | 0 | ||
ANTHEM INC | COM | 036752103 | 1,641 | 6,111 | SH | OTR | 5 | 0 | 6,111 | 0 | |
APACHE CORP | COM | 037411105 | 85 | 8,935 | SH | SOLE | 8,935 | 0 | 0 | ||
APACHE CORP | COM | 037411105 | 509 | 53,747 | SH | OTR | 1 | 0 | 53,747 | 0 | |
APARTMENT INVT & MGMT CO | CL A | 03748R754 | 118 | 3,512 | SH | SOLE | 3,512 | 0 | 0 | ||
APARTMENT INVT & MGMT CO | CL A | 03748R754 | 1,313 | 38,941 | SH | OTR | 1 | 0 | 38,941 | 0 | |
APELLIS PHARMACEUTICALS INC | COM | 03753U106 | 341 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
APELLIS PHARMACEUTICALS INC | COM | 03753U106 | 1,509 | 50,000 | SH | OTR | 1 | 0 | 50,000 | 0 | |
APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 2,737 | 2,549,000 | PRN | SOLE | 2,549,000 | 0 | 0 | ||
APELLIS PHARMACEUTICALS INC | NOTE 3.500% 9/1 | 03753UAB2 | 12,955 | 12,065,000 | PRN | OTR | 1 | 0 | 12,065,000 | 0 | |
APOLLO COML REAL EST FIN INC | COM | 03762U105 | 24 | 2,700 | SH | SOLE | 2,700 | 0 | 0 | ||
APOLLO COML REAL EST FIN INC | COM | 03762U105 | 104 | 11,500 | SH | OTR | 1 | 0 | 11,500 | 0 | |
APPFOLIO INC | COM CL A | 03783C100 | 936 | 6,600 | SH | OTR | 1 | 0 | 6,600 | 0 | |
APPFOLIO INC | COM CL A | 03783C100 | 213 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
APPIAN CORP | CL A | 03782L101 | 136 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
APPIAN CORP | CL A | 03782L101 | 589 | 9,100 | SH | OTR | 1 | 0 | 9,100 | 0 | |
APPLE INC | COM | 037833100 | 16,182 | 139,726 | SH | OTR | 5 | 0 | 139,726 | 0 | |
APPLE INC | COM | 037833100 | 50,915 | 439,640 | SH | SOLE | 439,640 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 476,187 | 4,111,798 | SH | OTR | 1 | 0 | 4,111,798 | 0 | |
APPLIED MATLS INC | COM | 038222105 | 2,021 | 33,992 | SH | SOLE | 33,992 | 0 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 20,158 | 339,070 | SH | OTR | 1 | 0 | 339,070 | 0 | |
APPLIED MATLS INC | COM | 038222105 | 953 | 16,027 | SH | OTR | 5 | 0 | 16,027 | 0 | |
ARAMARK | COM | 03852U106 | 600 | 22,669 | SH | OTR | 1 | 0 | 22,669 | 0 | |
ARAMARK | COM | 03852U106 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
ARCBEST CORP | COM | 03937C105 | 528 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
ARCBEST CORP | COM | 03937C105 | 2,348 | 75,600 | SH | OTR | 1 | 0 | 75,600 | 0 | |
ARCH RESOURCES INC | CL A | 03940R107 | 195 | 4,600 | SH | OTR | 1 | 0 | 4,600 | 0 | |
ARCH RESOURCES INC | CL A | 03940R107 | 42 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
ARCHER DANIELS MIDLAND CO | COM | 039483102 | 3,678 | 79,119 | SH | OTR | 1 | 0 | 79,119 | 0 | |
ARCHER DANIELS MIDLAND CO | COM | 039483102 | 692 | 14,886 | SH | SOLE | 14,886 | 0 | 0 | ||
ARCONIC CORPORATION | COM | 03966V107 | 482 | 25,300 | SH | OTR | 1 | 0 | 25,300 | 0 | |
ARCONIC CORPORATION | COM | 03966V107 | 109 | 5,700 | SH | SOLE | 5,700 | 0 | 0 | ||
ARENA PHARMACEUTICALS INC | COM NEW | 040047607 | 591 | 7,908 | SH | SOLE | 7,908 | 0 | 0 | ||
ARENA PHARMACEUTICALS INC | COM NEW | 040047607 | 2,645 | 35,372 | SH | OTR | 1 | 0 | 35,372 | 0 | |
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 334 | 330,000 | PRN | OTR | 5 | 0 | 330,000 | 0 | |
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 15,426 | 14,806,000 | PRN | SOLE | 14,806,000 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 8,545 | 8,435,000 | PRN | OTR | 1 | 0 | 8,435,000 | 0 | |
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 130 | 125,000 | PRN | OTR | 5 | 0 | 125,000 | 0 | |
ARES CAPITAL CORP | NOTE 3.750% 2/0 | 04010LAT0 | 2,095 | 2,068,000 | PRN | SOLE | 2,068,000 | 0 | 0 | ||
ARES CAPITAL CORP | NOTE 4.625% 3/0 | 04010LAW3 | 27,324 | 26,225,000 | PRN | OTR | 1 | 0 | 26,225,000 | 0 | |
ARES COML REAL ESTATE CORP | COM | 04013V108 | 1,089 | 119,200 | SH | OTR | 1 | 0 | 119,200 | 0 | |
ARES COML REAL ESTATE CORP | COM | 04013V108 | 244 | 26,700 | SH | SOLE | 26,700 | 0 | 0 | ||
ARES DYNAMIC CR ALLOCATION F | COM | 04014F102 | 394 | 31,086 | SH | SOLE | 31,086 | 0 | 0 | ||
ARISTA NETWORKS INC | COM | 040413106 | 308 | 1,490 | SH | SOLE | 1,490 | 0 | 0 | ||
ARISTA NETWORKS INC | COM | 040413106 | 1,613 | 7,794 | SH | OTR | 1 | 0 | 7,794 | 0 | |
ARROW ELECTRS INC | COM | 042735100 | 10,564 | 134,298 | SH | OTR | 1 | 0 | 134,298 | 0 | |
ARROW ELECTRS INC | COM | 042735100 | 1,013 | 12,875 | SH | OTR | 5 | 0 | 12,875 | 0 | |
ARROW ELECTRS INC | COM | 042735100 | 332 | 4,225 | SH | SOLE | 4,225 | 0 | 0 | ||
ARROW FINL CORP | COM | 042744102 | 189 | 7,519 | SH | OTR | 1 | 0 | 7,519 | 0 | |
ARROW FINL CORP | COM | 042744102 | 44 | 1,751 | SH | SOLE | 1,751 | 0 | 0 | ||
ARROWHEAD PHARMACEUTICALS IN | COM | 04280A100 | 2,107 | 48,926 | SH | OTR | 1 | 0 | 48,926 | 0 | |
ARROWHEAD PHARMACEUTICALS IN | COM | 04280A100 | 478 | 11,100 | SH | SOLE | 11,100 | 0 | 0 | ||
ARTESIAN RES CORP | CL A | 043113208 | 492 | 14,284 | SH | OTR | 1 | 0 | 14,284 | 0 | |
ARTESIAN RES CORP | CL A | 043113208 | 110 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
ARTISAN PARTNERS ASSET MGMT | CL A | 04316A108 | 2,640 | 67,700 | SH | OTR | 1 | 0 | 67,700 | 0 | |
ARTISAN PARTNERS ASSET MGMT | CL A | 04316A108 | 589 | 15,100 | SH | SOLE | 15,100 | 0 | 0 | ||
ASBURY AUTOMOTIVE GROUP INC | COM | 043436104 | 253 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
ASBURY AUTOMOTIVE GROUP INC | COM | 043436104 | 1,150 | 11,800 | SH | OTR | 1 | 0 | 11,800 | 0 | |
ASPEN TECHNOLOGY INC | COM | 045327103 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
ASPEN TECHNOLOGY INC | COM | 045327103 | 397 | 3,134 | SH | OTR | 1 | 0 | 3,134 | 0 | |
ASSURANT INC | COM | 04621X108 | 1,031 | 8,495 | SH | OTR | 1 | 0 | 8,495 | 0 | |
ASSURANT INC | COM | 04621X108 | 171 | 1,410 | SH | SOLE | 1,410 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 32,296 | 1,132,797 | SH | OTR | 1 | 0 | 1,132,797 | 0 | |
AT&T INC | COM | 00206R102 | 5,548 | 194,607 | SH | SOLE | 194,607 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 646 | 22,648 | SH | OTR | 5 | 0 | 22,648 | 0 | |
ATARA BIOTHERAPEUTICS INC | COM | 046513107 | 199 | 15,392 | SH | SOLE | 15,392 | 0 | 0 | ||
ATARA BIOTHERAPEUTICS INC | COM | 046513107 | 884 | 68,239 | SH | OTR | 1 | 0 | 68,239 | 0 | |
ATKORE INTL GROUP INC | COM | 047649108 | 2,301 | 101,224 | SH | OTR | 1 | 0 | 101,224 | 0 | |
ATKORE INTL GROUP INC | COM | 047649108 | 517 | 22,754 | SH | SOLE | 22,754 | 0 | 0 | ||
ATLANTIC CAP BANCSHARES INC | COM | 048269203 | 442 | 38,900 | SH | OTR | 1 | 0 | 38,900 | 0 | |
ATLANTIC CAP BANCSHARES INC | COM | 048269203 | 99 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
ATLANTIC POWER CORP | COM NEW | 04878Q863 | 80 | 40,700 | SH | OTR | 1 | 0 | 40,700 | 0 | |
ATLANTIC POWER CORP | COM NEW | 04878Q863 | 18 | 9,100 | SH | SOLE | 9,100 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 7,049 | 6,401,000 | PRN | SOLE | 6,401,000 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | COM NEW | 049164205 | 231 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | COM NEW | 049164205 | 1,017 | 16,700 | SH | OTR | 1 | 0 | 16,700 | 0 | |
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 25,010 | 22,711,000 | PRN | OTR | 1 | 0 | 22,711,000 | 0 | |
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 4,940 | 4,527,000 | PRN | DFND | 1 | 0 | 4,527,000 | 0 | |
ATLAS AIR WORLDWIDE HLDGS IN | NOTE 2.250% 6/0 | 049164BH8 | 73 | 67,000 | PRN | OTR | 4 | 0 | 67,000 | 0 | |
ATMOS ENERGY CORP | COM | 049560105 | 1,679 | 17,565 | SH | OTR | 1 | 0 | 17,565 | 0 | |
ATMOS ENERGY CORP | COM | 049560105 | 316 | 3,309 | SH | SOLE | 3,309 | 0 | 0 | ||
AUTODESK INC | COM | 052769106 | 25,858 | 111,934 | SH | OTR | 1 | 0 | 111,934 | 0 | |
AUTODESK INC | COM | 052769106 | 2,058 | 8,909 | SH | SOLE | 8,909 | 0 | 0 | ||
AUTODESK INC | COM | 052769106 | 1,423 | 6,159 | SH | OTR | 5 | 0 | 6,159 | 0 | |
AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 1,575 | 11,289 | SH | SOLE | 11,289 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 9,746 | 69,866 | SH | OTR | 1 | 0 | 69,866 | 0 | |
AUTONATION INC | COM | 05329W102 | 288 | 5,441 | SH | SOLE | 5,441 | 0 | 0 | ||
AUTONATION INC | COM | 05329W102 | 13,537 | 255,760 | SH | OTR | 1 | 0 | 255,760 | 0 | |
AUTOZONE INC | COM | 053332102 | 11,230 | 9,536 | SH | OTR | 1 | 0 | 9,536 | 0 | |
AUTOZONE INC | COM | 053332102 | 709 | 602 | SH | SOLE | 602 | 0 | 0 | ||
AVALONBAY CMNTYS INC | COM | 053484101 | 555 | 3,719 | SH | SOLE | 3,719 | 0 | 0 | ||
AVALONBAY CMNTYS INC | COM | 053484101 | 7,099 | 47,536 | SH | OTR | 1 | 0 | 47,536 | 0 | |
AVAYA HLDGS CORP | NOTE 2.250% 6/1 | 05351XAB7 | 81 | 85,000 | PRN | SOLE | 85,000 | 0 | 0 | ||
AVAYA HLDGS CORP | COM | 05351X101 | 598 | 39,340 | SH | SOLE | 39,340 | 0 | 0 | ||
AVAYA HLDGS CORP | COM | 05351X101 | 2,674 | 175,929 | SH | OTR | 1 | 0 | 175,929 | 0 | |
AVERY DENNISON CORP | COM | 053611109 | 1,519 | 11,884 | SH | OTR | 1 | 0 | 11,884 | 0 | |
AVERY DENNISON CORP | COM | 053611109 | 303 | 2,372 | SH | SOLE | 2,372 | 0 | 0 | ||
AVIENT CORPORATION | COM | 05368V106 | 3,040 | 114,900 | SH | OTR | 1 | 0 | 114,900 | 0 | |
AVIENT CORPORATION | COM | 05368V106 | 680 | 25,700 | SH | SOLE | 25,700 | 0 | 0 | ||
AVNET INC | COM | 053807103 | 6,604 | 255,577 | SH | OTR | 1 | 0 | 255,577 | 0 | |
AVNET INC | COM | 053807103 | 407 | 15,737 | SH | SOLE | 15,737 | 0 | 0 | ||
AXCELIS TECHNOLOGIES INC | COM NEW | 054540208 | 414 | 18,800 | SH | SOLE | 18,800 | 0 | 0 | ||
AXCELIS TECHNOLOGIES INC | COM NEW | 054540208 | 1,852 | 84,200 | SH | OTR | 1 | 0 | 84,200 | 0 | |
AZZ INC | COM | 002474104 | 457 | 13,400 | SH | SOLE | 13,400 | 0 | 0 | ||
AZZ INC | COM | 002474104 | 2,015 | 59,059 | SH | OTR | 1 | 0 | 59,059 | 0 | |
BAIDU INC | SPON ADR REP A | 056752108 | 101 | 800 | SH | SOLE | 800 | 0 | 0 | ||
BAIDU INC | SPON ADR REP A | 056752108 | 798 | 6,300 | SH | OTR | 1 | 0 | 6,300 | 0 | |
BAKER HUGHES COMPANY | CL A | 05722G100 | 227 | 17,063 | SH | SOLE | 17,063 | 0 | 0 | ||
BAKER HUGHES COMPANY | CL A | 05722G100 | 1,242 | 93,456 | SH | OTR | 1 | 0 | 93,456 | 0 | |
BALL CORP | COM | 058498106 | 707 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
BALL CORP | COM | 058498106 | 3,865 | 46,500 | SH | OTR | 1 | 0 | 46,500 | 0 | |
BANCORP INC DEL | COM | 05969A105 | 340 | 39,351 | SH | SOLE | 39,351 | 0 | 0 | ||
BANCORP INC DEL | COM | 05969A105 | 1,506 | 174,255 | SH | OTR | 1 | 0 | 174,255 | 0 | |
BANDWIDTH INC | COM CL A | 05988J103 | 209 | 1,200 | SH | SOLE | 1,200 | 0 | 0 | ||
BANDWIDTH INC | COM CL A | 05988J103 | 873 | 5,000 | SH | OTR | 1 | 0 | 5,000 | 0 | |
BANK NEW YORK MELLON CORP | COM | 064058100 | 1,376 | 40,062 | SH | SOLE | 40,062 | 0 | 0 | ||
BANK NEW YORK MELLON CORP | COM | 064058100 | 1,258 | 36,637 | SH | OTR | 5 | 0 | 36,637 | 0 | |
BANK NEW YORK MELLON CORP | COM | 064058100 | 10,483 | 305,273 | SH | OTR | 1 | 0 | 305,273 | 0 | |
BANKUNITED INC | COM | 06652K103 | 1,992 | 90,900 | SH | OTR | 1 | 0 | 90,900 | 0 | |
BANKUNITED INC | COM | 06652K103 | 445 | 20,300 | SH | SOLE | 20,300 | 0 | 0 | ||
BAXTER INTL INC | COM | 071813109 | 8,158 | 101,441 | SH | OTR | 1 | 0 | 101,441 | 0 | |
BAXTER INTL INC | COM | 071813109 | 214 | 2,657 | SH | OTR | 5 | 0 | 2,657 | 0 | |
BAXTER INTL INC | COM | 071813109 | 1,328 | 16,517 | SH | SOLE | 16,517 | 0 | 0 | ||
BEAZER HOMES USA INC | COM NEW | 07556Q881 | 385 | 29,200 | SH | SOLE | 29,200 | 0 | 0 | ||
BEAZER HOMES USA INC | COM NEW | 07556Q881 | 1,729 | 131,000 | SH | OTR | 1 | 0 | 131,000 | 0 | |
BECTON DICKINSON & CO | COM | 075887109 | 12,631 | 54,285 | SH | OTR | 1 | 0 | 54,285 | 0 | |
BECTON DICKINSON & CO | COM | 075887109 | 548 | 2,356 | SH | OTR | 5 | 0 | 2,356 | 0 | |
BECTON DICKINSON & CO | COM | 075887109 | 1,817 | 7,809 | SH | SOLE | 7,809 | 0 | 0 | ||
BENCHMARK ELECTRS INC | COM | 08160H101 | 955 | 47,400 | SH | OTR | 1 | 0 | 47,400 | 0 | |
BENCHMARK ELECTRS INC | COM | 08160H101 | 214 | 10,600 | SH | SOLE | 10,600 | 0 | 0 | ||
BERKLEY W R CORP | COM | 084423102 | 203 | 3,315 | SH | SOLE | 3,315 | 0 | 0 | ||
BERKLEY W R CORP | COM | 084423102 | 1,224 | 20,023 | SH | OTR | 1 | 0 | 20,023 | 0 | |
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 70,904 | 332,978 | SH | OTR | 1 | 0 | 332,978 | 0 | |
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 11,726 | 55,066 | SH | SOLE | 55,066 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 2,432 | 11,423 | SH | OTR | 5 | 0 | 11,423 | 0 | |
BERRY CORP | COM | 08579X101 | 357 | 112,500 | SH | OTR | 1 | 0 | 112,500 | 0 | |
BERRY CORP | COM | 08579X101 | 78 | 24,700 | SH | SOLE | 24,700 | 0 | 0 | ||
BERRY GLOBAL GROUP INC | COM | 08579W103 | 213 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
BERRY GLOBAL GROUP INC | COM | 08579W103 | 6,643 | 137,485 | SH | OTR | 1 | 0 | 137,485 | 0 | |
BEST BUY INC | COM | 086516101 | 27,302 | 245,327 | SH | OTR | 1 | 0 | 245,327 | 0 | |
BEST BUY INC | COM | 086516101 | 1,247 | 11,202 | SH | OTR | 5 | 0 | 11,202 | 0 | |
BEST BUY INC | COM | 086516101 | 1,336 | 12,005 | SH | SOLE | 12,005 | 0 | 0 | ||
BIG LOTS INC | COM | 089302103 | 607 | 13,600 | SH | SOLE | 13,600 | 0 | 0 | ||
BIG LOTS INC | COM | 089302103 | 2,689 | 60,300 | SH | OTR | 1 | 0 | 60,300 | 0 | |
BIO RAD LABS INC | CL A | 090572207 | 1,951 | 3,784 | SH | OTR | 1 | 0 | 3,784 | 0 | |
BIO RAD LABS INC | CL A | 090572207 | 260 | 505 | SH | SOLE | 505 | 0 | 0 | ||
BIODELIVERY SCIENCES INTL IN | COM | 09060J106 | 1,663 | 445,800 | SH | OTR | 1 | 0 | 445,800 | 0 | |
BIODELIVERY SCIENCES INTL IN | COM | 09060J106 | 371 | 99,500 | SH | SOLE | 99,500 | 0 | 0 | ||
BIOGEN INC | COM | 09062X103 | 1,410 | 4,970 | SH | OTR | 5 | 0 | 4,970 | 0 | |
BIOGEN INC | COM | 09062X103 | 22,654 | 79,856 | SH | OTR | 1 | 0 | 79,856 | 0 | |
BIOGEN INC | COM | 09062X103 | 1,516 | 5,345 | SH | SOLE | 5,345 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 5,967 | 5,686,000 | PRN | DFND | 1 | 0 | 5,686,000 | 0 | |
BIOMARIN PHARMACEUTICAL INC | NOTE 1.500%10/1 | 09061GAF8 | 325 | 325,000 | PRN | SOLE | 325,000 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 85 | 81,000 | PRN | OTR | 4 | 0 | 81,000 | 0 | |
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 49,284 | 46,854,000 | PRN | OTR | 1 | 0 | 46,854,000 | 0 | |
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599% 8/0 | 09061GAH4 | 14,535 | 13,818,000 | PRN | SOLE | 13,818,000 | 0 | 0 | ||
BJS WHSL CLUB HLDGS INC | COM | 05550J101 | 7,092 | 170,678 | SH | OTR | 1 | 0 | 170,678 | 0 | |
BJS WHSL CLUB HLDGS INC | COM | 05550J101 | 793 | 19,086 | SH | OTR | 5 | 0 | 19,086 | 0 | |
BJS WHSL CLUB HLDGS INC | COM | 05550J101 | 1,007 | 24,247 | SH | SOLE | 24,247 | 0 | 0 | ||
BK OF AMERICA CORP | COM | 060505104 | 48,601 | 2,017,487 | SH | OTR | 1 | 0 | 2,017,487 | 0 | |
BK OF AMERICA CORP | COM | 060505104 | 5,941 | 246,630 | SH | SOLE | 246,630 | 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 | 38,580 | SH | OTR | 5 | 0 | 38,580 | 0 | |
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 9,102 | 6,117 | SH | DFND | 1 | 0 | 6,117 | 0 | |
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 19,589 | 13,156 | SH | SOLE | 13,156 | 0 | 0 | ||
BK OF AMERICA CORP | 7.25%CNV PFD L | 060505682 | 30,834 | 20,708 | SH | OTR | 1 | 0 | 20,708 | 0 | |
BLACKBAUD INC | COM | 09227Q100 | 190 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
BLACKBAUD INC | COM | 09227Q100 | 865 | 15,487 | SH | OTR | 1 | 0 | 15,487 | 0 | |
BLACKLINE INC | NOTE 0.125% 8/0 | 09239BAB5 | 124 | 90,000 | PRN | SOLE | 90,000 | 0 | 0 | ||
BLACKLINE INC | COM | 09239B109 | 1,470 | 16,400 | SH | OTR | 1 | 0 | 16,400 | 0 | |
BLACKLINE INC | COM | 09239B109 | 332 | 3,700 | SH | SOLE | 3,700 | 0 | 0 | ||
BLACKROCK CORPOR HI YLD FD I | COM | 09255P107 | 1,057 | 99,000 | SH | SOLE | 99,000 | 0 | 0 | ||
BLACKROCK FLA MUN 2020 TERM | COM SHS | 09250M109 | 2,764 | 187,485 | SH | SOLE | 187,485 | 0 | 0 | ||
BLACKROCK INC | COM | 09247X101 | 777 | 1,378 | SH | OTR | 5 | 0 | 1,378 | 0 | |
BLACKROCK INC | COM | 09247X101 | 16,568 | 29,400 | SH | OTR | 1 | 0 | 29,400 | 0 | |
BLACKROCK INC | COM | 09247X101 | 2,727 | 4,839 | SH | SOLE | 4,839 | 0 | 0 | ||
BLACKROCK INVT QUALITY MUN T | COM | 09247D105 | 717 | 45,846 | SH | SOLE | 45,846 | 0 | 0 | ||
BLACKROCK INVT QUALITY MUN T | COM | 09247D105 | 354 | 22,632 | SH | OTR | 1 | 0 | 22,632 | 0 | |
BLACKROCK LTD DURATION INC T | COM SHS | 09249W101 | 778 | 52,917 | SH | SOLE | 52,917 | 0 | 0 | ||
BLACKROCK MUN BD TR | COM | 09249H104 | 1,165 | 76,627 | SH | SOLE | 76,627 | 0 | 0 | ||
BLACKROCK MUN INCM INVT QTY | COM | 09250G102 | 538 | 38,091 | SH | OTR | 1 | 0 | 38,091 | 0 | |
BLACKROCK MUN INCM INVT QTY | COM | 09250G102 | 564 | 39,901 | SH | SOLE | 39,901 | 0 | 0 | ||
BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 31,626 | 1,265,537 | SH | SOLE | 1,265,537 | 0 | 0 | ||
BLACKROCK MUN TARGET TERM TR | COM SHS BEN IN | 09257P105 | 11,055 | 442,357 | SH | OTR | 1 | 0 | 442,357 | 0 | |
BLACKROCK MUNI INTER DR FD I | COM | 09253X102 | 25,163 | 1,793,533 | SH | SOLE | 1,793,533 | 0 | 0 | ||
BLACKROCK MUNI INTER DR FD I | COM | 09253X102 | 3,372 | 240,316 | SH | OTR | 1 | 0 | 240,316 | 0 | |
BLACKROCK MUNIENHANCED FD IN | COM | 09253Y100 | 4,335 | 383,598 | SH | OTR | 1 | 0 | 383,598 | 0 | |
BLACKROCK MUNIENHANCED FD IN | COM | 09253Y100 | 3,486 | 308,481 | SH | SOLE | 308,481 | 0 | 0 | ||
BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 5,361 | 394,470 | SH | OTR | 1 | 0 | 394,470 | 0 | |
BLACKROCK MUNIHLDGS NJ QLTY | COM | 09254X101 | 16,304 | 1,199,718 | SH | SOLE | 1,199,718 | 0 | 0 | ||
BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 11,946 | 887,551 | SH | SOLE | 887,551 | 0 | 0 | ||
BLACKROCK MUNIHLDGS NY QLTY | COM | 09255C106 | 5,676 | 421,662 | SH | OTR | 1 | 0 | 421,662 | 0 | |
BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 16,443 | 1,176,208 | SH | SOLE | 1,176,208 | 0 | 0 | ||
BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | 9,116 | 652,094 | SH | OTR | 1 | 0 | 652,094 | 0 | |
BLACKROCK MUNIHLDS INVSTM QL | COM | 09254P108 | 945 | 70,458 | SH | OTR | 1 | 0 | 70,458 | 0 | |
BLACKROCK MUNIHLDS INVSTM QL | COM | 09254P108 | 1,073 | 80,009 | SH | SOLE | 80,009 | 0 | 0 | ||
BLACKROCK MUNIHOLDINGS FD II | COM | 09253P109 | 1,168 | 79,629 | SH | SOLE | 79,629 | 0 | 0 | ||
BLACKROCK MUNIHOLDINGS FD II | COM | 09253P109 | 266 | 18,164 | SH | OTR | 1 | 0 | 18,164 | 0 | |
BLACKROCK MUNIHOLDINGS QUALI | COM | 09254A101 | 1,507 | 116,998 | SH | OTR | 1 | 0 | 116,998 | 0 | |
BLACKROCK MUNIHOLDINGS QUALI | COM | 09254A101 | 6,794 | 527,455 | SH | SOLE | 527,455 | 0 | 0 | ||
BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | 6,420 | 505,539 | SH | SOLE | 505,539 | 0 | 0 | ||
BLACKROCK MUNIYIELD N Y QUAL | COM | 09255E102 | 2,839 | 223,574 | SH | OTR | 1 | 0 | 223,574 | 0 | |
BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | 9,005 | 688,459 | SH | SOLE | 688,459 | 0 | 0 | ||
BLACKROCK MUNIYIELD QUALITY | COM | 09254G108 | 8,128 | 621,423 | SH | OTR | 1 | 0 | 621,423 | 0 | |
BLACKROCK MUNIYILD QULT FD I | COM | 09254F100 | 551 | 34,416 | SH | SOLE | 34,416 | 0 | 0 | ||
BLACKROCK MUNIYLD MICH QLTY | COM | 09254V105 | 3,435 | 244,978 | SH | OTR | 1 | 0 | 244,978 | 0 | |
BLACKROCK MUNIYLD MICH QLTY | COM | 09254V105 | 13,037 | 929,876 | SH | SOLE | 929,876 | 0 | 0 | ||
BLACKROCK N Y MUN INCOME TR | SH BEN INT | 09248L106 | 2,295 | 169,234 | SH | SOLE | 169,234 | 0 | 0 | ||
BLACKROCK N Y MUN INCOME TR | SH BEN INT | 09248L106 | 574 | 42,359 | SH | OTR | 1 | 0 | 42,359 | 0 | |
BLACKROCK NY MUN INCOME TR I | COM | 09249R102 | 772 | 56,736 | SH | SOLE | 56,736 | 0 | 0 | ||
BLACKROCK NY MUN INCOME TR I | COM | 09249R102 | 381 | 28,046 | SH | OTR | 1 | 0 | 28,046 | 0 | |
BLACKSTONE GSO STRATEGIC CR | COM SHS BEN IN | 09257R101 | 390 | 31,952 | SH | SOLE | 31,952 | 0 | 0 | ||
BLOCK H & R INC | COM | 093671105 | 2,679 | 164,480 | SH | OTR | 1 | 0 | 164,480 | 0 | |
BLOCK H & R INC | COM | 093671105 | 213 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
BLUE BIRD CORP | COM | 095306106 | 97 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
BLUE BIRD CORP | COM | 095306106 | 432 | 35,500 | SH | OTR | 1 | 0 | 35,500 | 0 | |
BLUEGREEN VACATIONS CORP | COM | 09629F108 | 22 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
BLUEGREEN VACATIONS CORP | COM | 09629F108 | 96 | 19,600 | SH | OTR | 1 | 0 | 19,600 | 0 | |
BLUEPRINT MEDICINES CORP | COM | 09627Y109 | 2,537 | 27,369 | SH | OTR | 1 | 0 | 27,369 | 0 | |
BLUEPRINT MEDICINES CORP | COM | 09627Y109 | 561 | 6,053 | SH | SOLE | 6,053 | 0 | 0 | ||
BNY MELLON MUN BD INFRASTRUC | COM SHS | 09662W109 | 235 | 17,508 | SH | OTR | 1 | 0 | 17,508 | 0 | |
BNY MELLON MUN BD INFRASTRUC | COM SHS | 09662W109 | 453 | 33,645 | SH | SOLE | 33,645 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 2,404 | 14,545 | SH | SOLE | 14,545 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 714 | 4,318 | SH | OTR | 5 | 0 | 4,318 | 0 | |
BOEING CO | COM | 097023105 | 16,124 | 97,566 | SH | OTR | 1 | 0 | 97,566 | 0 | |
BOINGO WIRELESS INC | NOTE 1.000%10/0 | 09739CAB8 | 11,051 | 12,576,000 | PRN | OTR | 1 | 0 | 12,576,000 | 0 | |
BOINGO WIRELESS INC | NOTE 1.000%10/0 | 09739CAB8 | 2,307 | 2,625,000 | PRN | SOLE | 2,625,000 | 0 | 0 | ||
BOISE CASCADE CO DEL | COM | 09739D100 | 2,275 | 57,000 | SH | OTR | 1 | 0 | 57,000 | 0 | |
BOISE CASCADE CO DEL | COM | 09739D100 | 511 | 12,800 | SH | SOLE | 12,800 | 0 | 0 | ||
BONANZA CREEK ENERGY INC | COM NEW | 097793400 | 2,224 | 118,300 | SH | OTR | 1 | 0 | 118,300 | 0 | |
BONANZA CREEK ENERGY INC | COM NEW | 097793400 | 498 | 26,500 | SH | SOLE | 26,500 | 0 | 0 | ||
BOOKING HOLDINGS INC | COM | 09857L108 | 1,841 | 1,076 | SH | SOLE | 1,076 | 0 | 0 | ||
BOOKING HOLDINGS INC | COM | 09857L108 | 222 | 130 | SH | OTR | 5 | 0 | 130 | 0 | |
BOOKING HOLDINGS INC | COM | 09857L108 | 24,764 | 14,476 | SH | OTR | 1 | 0 | 14,476 | 0 | |
BOOZ ALLEN HAMILTON HLDG COR | CL A | 099502106 | 3,290 | 39,648 | SH | OTR | 1 | 0 | 39,648 | 0 | |
BOOZ ALLEN HAMILTON HLDG COR | CL A | 099502106 | 17 | 200 | SH | SOLE | 200 | 0 | 0 | ||
BORGWARNER INC | COM | 099724106 | 1,143 | 29,512 | SH | OTR | 1 | 0 | 29,512 | 0 | |
BORGWARNER INC | COM | 099724106 | 190 | 4,901 | SH | SOLE | 4,901 | 0 | 0 | ||
BOSTON BEER INC | CL A | 100557107 | 2,120 | 2,400 | SH | OTR | 1 | 0 | 2,400 | 0 | |
BOSTON BEER INC | CL A | 100557107 | 530 | 600 | SH | SOLE | 600 | 0 | 0 | ||
BOSTON PRIVATE FINL HLDGS IN | COM | 101119105 | 709 | 128,500 | SH | OTR | 1 | 0 | 128,500 | 0 | |
BOSTON PRIVATE FINL HLDGS IN | COM | 101119105 | 154 | 27,900 | SH | SOLE | 27,900 | 0 | 0 | ||
BOSTON PROPERTIES INC | COM | 101121101 | 2,012 | 25,051 | SH | OTR | 1 | 0 | 25,051 | 0 | |
BOSTON PROPERTIES INC | COM | 101121101 | 308 | 3,837 | SH | SOLE | 3,837 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP | COM | 101137107 | 8,990 | 235,271 | SH | OTR | 1 | 0 | 235,271 | 0 | |
BOSTON SCIENTIFIC CORP | 5.50% CNV PFD A | 101137206 | 379 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP | COM | 101137107 | 1,442 | 37,735 | SH | SOLE | 37,735 | 0 | 0 | ||
BOX INC | CL A | 10316T104 | 653 | 37,600 | SH | SOLE | 37,600 | 0 | 0 | ||
BOX INC | CL A | 10316T104 | 2,911 | 167,700 | SH | OTR | 1 | 0 | 167,700 | 0 | |
BRIDGE BANCORP INC | COM | 108035106 | 1,310 | 75,164 | SH | OTR | 1 | 0 | 75,164 | 0 | |
BRIDGE BANCORP INC | COM | 108035106 | 292 | 16,751 | SH | SOLE | 16,751 | 0 | 0 | ||
BRIDGEBIO PHARMA INC | COM | 10806X102 | 1,625 | 43,300 | SH | OTR | 1 | 0 | 43,300 | 0 | |
BRIDGEBIO PHARMA INC | COM | 10806X102 | 368 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
BRIDGEWATER BANCSHARES INC | COM ACCD INV | 108621103 | 573 | 60,334 | SH | OTR | 1 | 0 | 60,334 | 0 | |
BRIDGEWATER BANCSHARES INC | COM ACCD INV | 108621103 | 128 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
BRIGHTCOVE INC | COM | 10921T101 | 98 | 9,600 | SH | SOLE | 9,600 | 0 | 0 | ||
BRIGHTCOVE INC | COM | 10921T101 | 443 | 43,300 | SH | OTR | 1 | 0 | 43,300 | 0 | |
BRIGHTHOUSE FINL INC | COM | 10922N103 | 3,759 | 139,679 | SH | OTR | 1 | 0 | 139,679 | 0 | |
BRIGHTHOUSE FINL INC | COM | 10922N103 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
BRIGHTSPHERE INVT GROUP INC | COM | 10948W103 | 1,082 | 83,900 | SH | OTR | 1 | 0 | 83,900 | 0 | |
BRIGHTSPHERE INVT GROUP INC | COM | 10948W103 | 239 | 18,500 | SH | SOLE | 18,500 | 0 | 0 | ||
BRINKER INTL INC | COM | 109641100 | 384 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
BRINKER INTL INC | COM | 109641100 | 1,730 | 40,500 | SH | OTR | 1 | 0 | 40,500 | 0 | |
BRINKS CO | COM | 109696104 | 292 | 7,100 | SH | OTR | 1 | 0 | 7,100 | 0 | |
BRINKS CO | COM | 109696104 | 66 | 1,600 | SH | SOLE | 1,600 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 136 | 2,261 | SH | OTR | 5 | 0 | 2,261 | 0 | |
BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 3,559 | 59,026 | SH | SOLE | 59,026 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 21,344 | 354,018 | SH | OTR | 1 | 0 | 354,018 | 0 | |
BRISTOW GROUP INC | COM | 11040G103 | 191 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
BRISTOW GROUP INC | COM | 11040G103 | 871 | 41,000 | SH | OTR | 1 | 0 | 41,000 | 0 | |
BROADCOM INC | COM | 11135F101 | 4,831 | 13,260 | SH | SOLE | 13,260 | 0 | 0 | ||
BROADCOM INC | COM | 11135F101 | 49,010 | 134,524 | SH | OTR | 1 | 0 | 134,524 | 0 | |
BROADCOM INC | COM | 11135F101 | 1,659 | 4,553 | SH | OTR | 5 | 0 | 4,553 | 0 | |
BROADRIDGE FINL SOLUTIONS IN | COM | 11133T103 | 2,165 | 16,399 | SH | OTR | 1 | 0 | 16,399 | 0 | |
BROADRIDGE FINL SOLUTIONS IN | COM | 11133T103 | 411 | 3,116 | SH | SOLE | 3,116 | 0 | 0 | ||
BROOKFIELD REAL ASSETS INCOM | SHS BEN INT | 112830104 | 781 | 47,284 | SH | SOLE | 47,284 | 0 | 0 | ||
BROWN FORMAN CORP | CL B | 115637209 | 1,957 | 25,989 | SH | OTR | 1 | 0 | 25,989 | 0 | |
BROWN FORMAN CORP | CL B | 115637209 | 399 | 5,300 | SH | SOLE | 5,300 | 0 | 0 | ||
BRUKER CORP | COM | 116794108 | 285 | 7,181 | SH | SOLE | 7,181 | 0 | 0 | ||
BRUKER CORP | COM | 116794108 | 8,377 | 210,745 | SH | OTR | 1 | 0 | 210,745 | 0 | |
BRUNSWICK CORP | COM | 117043109 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
BRUNSWICK CORP | COM | 117043109 | 2,316 | 39,309 | SH | OTR | 1 | 0 | 39,309 | 0 | |
BUILDERS FIRSTSOURCE INC | COM | 12008R107 | 825 | 25,300 | SH | SOLE | 25,300 | 0 | 0 | ||
BUILDERS FIRSTSOURCE INC | COM | 12008R107 | 3,676 | 112,700 | SH | OTR | 1 | 0 | 112,700 | 0 | |
C H ROBINSON WORLDWIDE INC | COM NEW | 12541W209 | 376 | 3,682 | SH | SOLE | 3,682 | 0 | 0 | ||
C H ROBINSON WORLDWIDE INC | COM NEW | 12541W209 | 1,962 | 19,197 | SH | OTR | 1 | 0 | 19,197 | 0 | |
CABOT OIL & GAS CORP | COM | 127097103 | 190 | 10,929 | SH | SOLE | 10,929 | 0 | 0 | ||
CABOT OIL & GAS CORP | COM | 127097103 | 985 | 56,754 | SH | OTR | 1 | 0 | 56,754 | 0 | |
CACI INTL INC | CL A | 127190304 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
CACI INTL INC | CL A | 127190304 | 3,263 | 15,309 | SH | OTR | 1 | 0 | 15,309 | 0 | |
CADENCE DESIGN SYSTEM INC | COM | 127387108 | 11,565 | 108,463 | SH | OTR | 1 | 0 | 108,463 | 0 | |
CADENCE DESIGN SYSTEM INC | COM | 127387108 | 786 | 7,375 | SH | SOLE | 7,375 | 0 | 0 | ||
CAESARS ENTERTAINMENT INC NE | COM | 12769G100 | 308 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
CAESARS ENTERTAINMENT INC NE | COM | 12769G100 | 1,345 | 24,000 | SH | OTR | 1 | 0 | 24,000 | 0 | |
CALIFORNIA WTR SVC GROUP | COM | 130788102 | 912 | 20,995 | SH | OTR | 1 | 0 | 20,995 | 0 | |
CALIFORNIA WTR SVC GROUP | COM | 130788102 | 196 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
CALIX INC | COM | 13100M509 | 180 | 10,100 | SH | OTR | 1 | 0 | 10,100 | 0 | |
CALIX INC | COM | 13100M509 | 39 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
CAMPBELL SOUP CO | COM | 134429109 | 1,394 | 28,827 | SH | OTR | 1 | 0 | 28,827 | 0 | |
CAMPBELL SOUP CO | COM | 134429109 | 249 | 5,158 | SH | SOLE | 5,158 | 0 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 860 | 11,973 | SH | SOLE | 11,973 | 0 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 5,877 | 81,789 | SH | OTR | 1 | 0 | 81,789 | 0 | |
CAPSTEAD MTG CORP | COM NO PAR | 14067E506 | 212 | 37,800 | SH | SOLE | 37,800 | 0 | 0 | ||
CAPSTEAD MTG CORP | COM NO PAR | 14067E506 | 949 | 168,800 | SH | OTR | 1 | 0 | 168,800 | 0 | |
CARDINAL HEALTH INC | COM | 14149Y108 | 16,758 | 356,941 | SH | OTR | 1 | 0 | 356,941 | 0 | |
CARDINAL HEALTH INC | COM | 14149Y108 | 767 | 16,337 | SH | SOLE | 16,337 | 0 | 0 | ||
CARDINAL HEALTH INC | COM | 14149Y108 | 299 | 6,360 | SH | OTR | 5 | 0 | 6,360 | 0 | |
CARETRUST REIT INC | COM | 14174T107 | 365 | 20,500 | SH | SOLE | 20,500 | 0 | 0 | ||
CARETRUST REIT INC | COM | 14174T107 | 1,632 | 91,700 | SH | OTR | 1 | 0 | 91,700 | 0 | |
CARGURUS INC | COM CL A | 141788109 | 813 | 37,600 | SH | OTR | 1 | 0 | 37,600 | 0 | |
CARGURUS INC | COM CL A | 141788109 | 188 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
CARLISLE COS INC | COM | 142339100 | 159 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
CARLISLE COS INC | COM | 142339100 | 208 | 1,700 | SH | OTR | 1 | 0 | 1,700 | 0 | |
CARMAX INC | COM | 143130102 | 399 | 4,345 | SH | SOLE | 4,345 | 0 | 0 | ||
CARMAX INC | COM | 143130102 | 2,134 | 23,221 | SH | OTR | 1 | 0 | 23,221 | 0 | |
CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 1,119 | 73,743 | SH | OTR | 1 | 0 | 73,743 | 0 | |
CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 205 | 13,516 | SH | SOLE | 13,516 | 0 | 0 | ||
CARPARTS COM INC | COM | 14427M107 | 670 | 62,000 | SH | OTR | 1 | 0 | 62,000 | 0 | |
CARPARTS COM INC | COM | 14427M107 | 145 | 13,400 | SH | SOLE | 13,400 | 0 | 0 | ||
CARRIAGE SVCS INC | COM | 143905107 | 125 | 5,600 | SH | SOLE | 5,600 | 0 | 0 | ||
CARRIAGE SVCS INC | COM | 143905107 | 571 | 25,600 | SH | OTR | 1 | 0 | 25,600 | 0 | |
CARRIER GLOBAL CORPORATION | COM | 14448C104 | 11,557 | 378,419 | SH | OTR | 1 | 0 | 378,419 | 0 | |
CARRIER GLOBAL CORPORATION | COM | 14448C104 | 651 | 21,317 | SH | SOLE | 21,317 | 0 | 0 | ||
CARS COM INC | COM | 14575E105 | 339 | 41,900 | SH | SOLE | 41,900 | 0 | 0 | ||
CARS COM INC | COM | 14575E105 | 1,483 | 183,600 | SH | OTR | 1 | 0 | 183,600 | 0 | |
CATALENT INC | COM | 148806102 | 377 | 4,398 | SH | SOLE | 4,398 | 0 | 0 | ||
CATALENT INC | COM | 148806102 | 3,553 | 41,483 | SH | OTR | 1 | 0 | 41,483 | 0 | |
CATERPILLAR INC DEL | COM | 149123101 | 2,129 | 14,273 | SH | SOLE | 14,273 | 0 | 0 | ||
CATERPILLAR INC DEL | COM | 149123101 | 12,689 | 85,075 | SH | OTR | 1 | 0 | 85,075 | 0 | |
CATHAY GEN BANCORP | COM | 149150104 | 373 | 17,200 | SH | SOLE | 17,200 | 0 | 0 | ||
CATHAY GEN BANCORP | COM | 149150104 | 1,674 | 77,200 | SH | OTR | 1 | 0 | 77,200 | 0 | |
CAVCO INDS INC DEL | COM | 149568107 | 505 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
CAVCO INDS INC DEL | COM | 149568107 | 2,236 | 12,400 | SH | OTR | 1 | 0 | 12,400 | 0 | |
CBOE GLOBAL MARKETS INC | COM | 12503M108 | 251 | 2,863 | SH | SOLE | 2,863 | 0 | 0 | ||
CBOE GLOBAL MARKETS INC | COM | 12503M108 | 4,412 | 50,285 | SH | OTR | 1 | 0 | 50,285 | 0 | |
CBRE GROUP INC | CL A | 12504L109 | 416 | 8,857 | SH | SOLE | 8,857 | 0 | 0 | ||
CBRE GROUP INC | CL A | 12504L109 | 2,242 | 47,740 | SH | OTR | 1 | 0 | 47,740 | 0 | |
CDK GLOBAL INC | COM | 12508E101 | 520 | 11,929 | SH | SOLE | 11,929 | 0 | 0 | ||
CDK GLOBAL INC | COM | 12508E101 | 14,547 | 333,719 | SH | OTR | 1 | 0 | 333,719 | 0 | |
CDK GLOBAL INC | COM | 12508E101 | 750 | 17,210 | SH | OTR | 5 | 0 | 17,210 | 0 | |
CDW CORP | COM | 12514G108 | 8,091 | 67,694 | SH | OTR | 1 | 0 | 67,694 | 0 | |
CDW CORP | COM | 12514G108 | 462 | 3,866 | SH | SOLE | 3,866 | 0 | 0 | ||
CELANESE CORP DEL | COM | 150870103 | 354 | 3,292 | SH | SOLE | 3,292 | 0 | 0 | ||
CELANESE CORP DEL | COM | 150870103 | 1,810 | 16,844 | SH | OTR | 1 | 0 | 16,844 | 0 | |
CENTENE CORP DEL | COM | 15135B101 | 906 | 15,539 | SH | SOLE | 15,539 | 0 | 0 | ||
CENTENE CORP DEL | COM | 15135B101 | 14,534 | 249,173 | SH | OTR | 1 | 0 | 249,173 | 0 | |
CENTENE CORP DEL | COM | 15135B101 | 540 | 9,257 | SH | OTR | 5 | 0 | 9,257 | 0 | |
CENTERPOINT ENERGY INC | COM | 15189T107 | 280 | 14,457 | SH | SOLE | 14,457 | 0 | 0 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 1,907 | 98,573 | SH | OTR | 1 | 0 | 98,573 | 0 | |
CENTRAL GARDEN & PET CO | CL A NON-VTG | 153527205 | 600 | 16,600 | SH | SOLE | 16,600 | 0 | 0 | ||
CENTRAL GARDEN & PET CO | CL A NON-VTG | 153527205 | 2,682 | 74,200 | SH | OTR | 1 | 0 | 74,200 | 0 | |
CENTRAL PAC FINL CORP | COM NEW | 154760409 | 209 | 15,400 | SH | SOLE | 15,400 | 0 | 0 | ||
CENTRAL PAC FINL CORP | COM NEW | 154760409 | 928 | 68,400 | SH | OTR | 1 | 0 | 68,400 | 0 | |
CENTURY BANCORP INC MASS | CL A NON VTG | 156432106 | 596 | 9,065 | SH | OTR | 1 | 0 | 9,065 | 0 | |
CENTURY BANCORP INC MASS | CL A NON VTG | 156432106 | 126 | 1,921 | SH | SOLE | 1,921 | 0 | 0 | ||
CENTURY CMNTYS INC | COM | 156504300 | 622 | 14,700 | SH | SOLE | 14,700 | 0 | 0 | ||
CENTURY CMNTYS INC | COM | 156504300 | 2,781 | 65,700 | SH | OTR | 1 | 0 | 65,700 | 0 | |
CERENCE INC | COM | 156727109 | 454 | 9,300 | SH | OTR | 1 | 0 | 9,300 | 0 | |
CERENCE INC | COM | 156727109 | 103 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
CERNER CORP | COM | 156782104 | 1,187 | 16,421 | SH | OTR | 5 | 0 | 16,421 | 0 | |
CERNER CORP | COM | 156782104 | 17,717 | 245,087 | SH | OTR | 1 | 0 | 245,087 | 0 | |
CERNER CORP | COM | 156782104 | 1,127 | 15,595 | SH | SOLE | 15,595 | 0 | 0 | ||
CF INDS HLDGS INC | COM | 125269100 | 720 | 23,433 | SH | SOLE | 23,433 | 0 | 0 | ||
CF INDS HLDGS INC | COM | 125269100 | 9,614 | 313,049 | SH | OTR | 1 | 0 | 313,049 | 0 | |
CF INDS HLDGS INC | COM | 125269100 | 1,041 | 33,890 | SH | OTR | 5 | 0 | 33,890 | 0 | |
CHANNELADVISOR CORP | COM | 159179100 | 1,962 | 135,600 | SH | OTR | 1 | 0 | 135,600 | 0 | |
CHANNELADVISOR CORP | COM | 159179100 | 440 | 30,400 | SH | SOLE | 30,400 | 0 | 0 | ||
CHARLES RIV LABS INTL INC | COM | 159864107 | 15,856 | 70,019 | SH | OTR | 1 | 0 | 70,019 | 0 | |
CHARLES RIV LABS INTL INC | COM | 159864107 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 3,329 | 5,332 | SH | SOLE | 5,332 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 1,751 | 2,804 | SH | OTR | 5 | 0 | 2,804 | 0 | |
CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 34,688 | 55,560 | SH | OTR | 1 | 0 | 55,560 | 0 | |
CHEGG INC | NOTE 0.250% 5/1 | 163092AB5 | 245 | 92,000 | PRN | SOLE | 92,000 | 0 | 0 | ||
CHEMOCENTRYX INC | COM | 16383L106 | 312 | 5,700 | SH | SOLE | 5,700 | 0 | 0 | ||
CHEMOCENTRYX INC | COM | 16383L106 | 1,403 | 25,600 | SH | OTR | 1 | 0 | 25,600 | 0 | |
CHENIERE ENERGY INC | COM NEW | 16411R208 | 37 | 800 | SH | SOLE | 800 | 0 | 0 | ||
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 189 | 260,000 | PRN | SOLE | 260,000 | 0 | 0 | ||
CHENIERE ENERGY INC | COM NEW | 16411R208 | 942 | 20,365 | SH | OTR | 1 | 0 | 20,365 | 0 | |
CHERRY HILL MTG INVT CORP | COM | 164651101 | 1,930 | 214,900 | SH | OTR | 1 | 0 | 214,900 | 0 | |
CHERRY HILL MTG INVT CORP | COM | 164651101 | 432 | 48,100 | SH | SOLE | 48,100 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 693 | 9,628 | SH | OTR | 5 | 0 | 9,628 | 0 | |
CHEVRON CORP NEW | COM | 166764100 | 3,631 | 50,436 | SH | SOLE | 50,436 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 22,475 | 312,153 | SH | OTR | 1 | 0 | 312,153 | 0 | |
CHIMERA INVT CORP | COM NEW | 16934Q208 | 245 | 29,900 | SH | SOLE | 29,900 | 0 | 0 | ||
CHIMERA INVT CORP | COM NEW | 16934Q208 | 1,059 | 129,100 | SH | OTR | 1 | 0 | 129,100 | 0 | |
CHIPOTLE MEXICAN GRILL INC | COM | 169656105 | 980 | 788 | SH | SOLE | 788 | 0 | 0 | ||
CHIPOTLE MEXICAN GRILL INC | COM | 169656105 | 12,859 | 10,339 | SH | OTR | 1 | 0 | 10,339 | 0 | |
CHURCH & DWIGHT INC | COM | 171340102 | 3,300 | 35,216 | SH | OTR | 1 | 0 | 35,216 | 0 | |
CHURCH & DWIGHT INC | COM | 171340102 | 621 | 6,627 | SH | SOLE | 6,627 | 0 | 0 | ||
CHURCHILL DOWNS INC | COM | 171484108 | 197 | 1,200 | SH | SOLE | 1,200 | 0 | 0 | ||
CHURCHILL DOWNS INC | COM | 171484108 | 917 | 5,600 | SH | OTR | 1 | 0 | 5,600 | 0 | |
CIGNA CORP NEW | COM | 125523100 | 10,256 | 60,540 | SH | OTR | 1 | 0 | 60,540 | 0 | |
CIGNA CORP NEW | COM | 125523100 | 1,637 | 9,662 | SH | SOLE | 9,662 | 0 | 0 | ||
CINCINNATI FINL CORP | COM | 172062101 | 306 | 3,924 | SH | SOLE | 3,924 | 0 | 0 | ||
CINCINNATI FINL CORP | COM | 172062101 | 1,661 | 21,301 | SH | OTR | 1 | 0 | 21,301 | 0 | |
CINTAS CORP | COM | 172908105 | 899 | 2,702 | SH | SOLE | 2,702 | 0 | 0 | ||
CINTAS CORP | COM | 172908105 | 12,818 | 38,513 | SH | OTR | 1 | 0 | 38,513 | 0 | |
CIRRUS LOGIC INC | COM | 172755100 | 6,766 | 100,304 | SH | OTR | 1 | 0 | 100,304 | 0 | |
CIRRUS LOGIC INC | COM | 172755100 | 459 | 6,800 | SH | SOLE | 6,800 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 4,861 | 123,402 | SH | SOLE | 123,402 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 26,929 | 683,643 | SH | OTR | 1 | 0 | 683,643 | 0 | |
CISCO SYS INC | COM | 17275R102 | 376 | 9,545 | SH | OTR | 5 | 0 | 9,545 | 0 | |
CIT GROUP INC | COM NEW | 125581801 | 276 | 15,600 | SH | OTR | 1 | 0 | 15,600 | 0 | |
CIT GROUP INC | COM NEW | 125581801 | 62 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
CITI TRENDS INC | COM | 17306X102 | 1,152 | 46,100 | SH | OTR | 1 | 0 | 46,100 | 0 | |
CITI TRENDS INC | COM | 17306X102 | 257 | 10,300 | SH | SOLE | 10,300 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 2,377 | 55,144 | SH | SOLE | 55,144 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 13,790 | 319,884 | SH | OTR | 1 | 0 | 319,884 | 0 | |
CITIZENS FINL GROUP INC | COM | 174610105 | 295 | 11,661 | SH | SOLE | 11,661 | 0 | 0 | ||
CITIZENS FINL GROUP INC | COM | 174610105 | 1,536 | 60,776 | SH | OTR | 1 | 0 | 60,776 | 0 | |
CITRIX SYS INC | COM | 177376100 | 1,148 | 8,336 | SH | OTR | 5 | 0 | 8,336 | 0 | |
CITRIX SYS INC | COM | 177376100 | 884 | 6,416 | SH | SOLE | 6,416 | 0 | 0 | ||
CITRIX SYS INC | COM | 177376100 | 23,763 | 172,560 | SH | OTR | 1 | 0 | 172,560 | 0 | |
CIVISTA BANCSHARES INC | COM NO PAR | 178867107 | 96 | 7,670 | SH | SOLE | 7,670 | 0 | 0 | ||
CIVISTA BANCSHARES INC | COM NO PAR | 178867107 | 426 | 34,029 | SH | OTR | 1 | 0 | 34,029 | 0 | |
CLEAN HARBORS INC | COM | 184496107 | 446 | 7,953 | SH | SOLE | 7,953 | 0 | 0 | ||
CLEAN HARBORS INC | COM | 184496107 | 6,695 | 119,484 | SH | OTR | 1 | 0 | 119,484 | 0 | |
CLEARWAY ENERGY INC | CL C | 18539C204 | 1,348 | 50,000 | SH | OTR | 1 | 0 | 50,000 | 0 | |
CLEARWAY ENERGY INC | CL C | 18539C204 | 310 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
CLEARWAY ENERGY INC | CL A | 18539C105 | 590 | 23,900 | SH | SOLE | 23,900 | 0 | 0 | ||
CLEARWAY ENERGY INC | CL A | 18539C105 | 2,618 | 106,000 | SH | OTR | 1 | 0 | 106,000 | 0 | |
CLEVELAND-CLIFFS INC NEW | DBCV 1.500% 1/1 | 185899AA9 | 39 | 38,000 | PRN | OTR | 4 | 0 | 38,000 | 0 | |
CLEVELAND-CLIFFS INC NEW | DBCV 1.500% 1/1 | 185899AA9 | 2,718 | 2,630,000 | PRN | DFND | 1 | 0 | 2,630,000 | 0 | |
CLOROX CO DEL | COM | 189054109 | 731 | 3,476 | SH | SOLE | 3,476 | 0 | 0 | ||
CLOROX CO DEL | COM | 189054109 | 3,777 | 17,972 | SH | OTR | 1 | 0 | 17,972 | 0 | |
CLOUDERA INC | COM | 18914U100 | 145 | 13,300 | SH | SOLE | 13,300 | 0 | 0 | ||
CLOUDERA INC | COM | 18914U100 | 637 | 58,500 | SH | OTR | 1 | 0 | 58,500 | 0 | |
CLOVIS ONCOLOGY INC | NOTE 1.250% 5/0 | 189464AC4 | 100 | 140,000 | PRN | SOLE | 140,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | NOTE 2.500% 9/1 | 189464AB6 | 103 | 110,000 | PRN | SOLE | 110,000 | 0 | 0 | ||
CME GROUP INC | COM | 12572Q105 | 1,549 | 9,260 | SH | SOLE | 9,260 | 0 | 0 | ||
CME GROUP INC | COM | 12572Q105 | 9,531 | 56,969 | SH | OTR | 1 | 0 | 56,969 | 0 | |
CMS ENERGY CORP | COM | 125896100 | 464 | 7,556 | SH | SOLE | 7,556 | 0 | 0 | ||
CMS ENERGY CORP | COM | 125896100 | 2,503 | 40,764 | SH | OTR | 1 | 0 | 40,764 | 0 | |
CNO FINL GROUP INC | COM | 12621E103 | 212 | 13,200 | SH | SOLE | 13,200 | 0 | 0 | ||
CNO FINL GROUP INC | COM | 12621E103 | 946 | 59,000 | SH | OTR | 1 | 0 | 59,000 | 0 | |
COCA COLA CO | COM | 191216100 | 553 | 11,201 | SH | OTR | 5 | 0 | 11,201 | 0 | |
COCA COLA CO | COM | 191216100 | 5,207 | 105,472 | SH | SOLE | 105,472 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 32,265 | 653,541 | SH | OTR | 1 | 0 | 653,541 | 0 | |
COCA COLA CONS INC | COM | 191098102 | 533 | 2,214 | SH | SOLE | 2,214 | 0 | 0 | ||
COCA COLA CONS INC | COM | 191098102 | 2,363 | 9,818 | SH | OTR | 1 | 0 | 9,818 | 0 | |
COEUR MNG INC | COM NEW | 192108504 | 65 | 8,800 | SH | OTR | 1 | 0 | 8,800 | 0 | |
COEUR MNG INC | COM NEW | 192108504 | 15 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 | 992 | 14,291 | SH | SOLE | 14,291 | 0 | 0 | ||
COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 | 6,727 | 96,908 | SH | OTR | 1 | 0 | 96,908 | 0 | |
COLGATE PALMOLIVE CO | COM | 194162103 | 1,300 | 16,844 | SH | OTR | 5 | 0 | 16,844 | 0 | |
COLGATE PALMOLIVE CO | COM | 194162103 | 1,867 | 24,205 | SH | SOLE | 24,205 | 0 | 0 | ||
COLGATE PALMOLIVE CO | COM | 194162103 | 15,051 | 195,082 | SH | OTR | 1 | 0 | 195,082 | 0 | |
COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 131 | 101,000 | PRN | SOLE | 101,000 | 0 | 0 | ||
COLUMBIA PPTY TR INC | COM NEW | 198287203 | 185 | 17,000 | SH | OTR | 1 | 0 | 17,000 | 0 | |
COLUMBIA PPTY TR INC | COM NEW | 198287203 | 44 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 708 | 15,301 | SH | OTR | 5 | 0 | 15,301 | 0 | |
COMCAST CORP NEW | CL A | 20030N101 | 33,809 | 730,842 | SH | OTR | 1 | 0 | 730,842 | 0 | |
COMCAST CORP NEW | CL A | 20030N101 | 5,762 | 124,550 | SH | SOLE | 124,550 | 0 | 0 | ||
COMERICA INC | COM | 200340107 | 1,594 | 41,664 | SH | OTR | 1 | 0 | 41,664 | 0 | |
COMERICA INC | COM | 200340107 | 347 | 9,065 | SH | SOLE | 9,065 | 0 | 0 | ||
COMERICA INC | COM | 200340107 | 140 | 3,672 | SH | OTR | 5 | 0 | 3,672 | 0 | |
COMFORT SYS USA INC | COM | 199908104 | 2,849 | 55,300 | SH | OTR | 1 | 0 | 55,300 | 0 | |
COMFORT SYS USA INC | COM | 199908104 | 639 | 12,400 | SH | SOLE | 12,400 | 0 | 0 | ||
COMMERCIAL METALS CO | COM | 201723103 | 38 | 1,900 | SH | SOLE | 1,900 | 0 | 0 | ||
COMMERCIAL METALS CO | COM | 201723103 | 172 | 8,600 | SH | OTR | 1 | 0 | 8,600 | 0 | |
COMMUNITY BK SYS INC | COM | 203607106 | 408 | 7,500 | SH | OTR | 1 | 0 | 7,500 | 0 | |
COMMUNITY BK SYS INC | COM | 203607106 | 87 | 1,600 | SH | SOLE | 1,600 | 0 | 0 | ||
COMMVAULT SYSTEMS INC | COM | 204166102 | 616 | 15,100 | SH | SOLE | 15,100 | 0 | 0 | ||
COMMVAULT SYSTEMS INC | COM | 204166102 | 2,750 | 67,401 | SH | OTR | 1 | 0 | 67,401 | 0 | |
COMPUTER PROGRAMS & SYS INC | COM | 205306103 | 110 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
COMPUTER PROGRAMS & SYS INC | COM | 205306103 | 493 | 17,850 | SH | OTR | 1 | 0 | 17,850 | 0 | |
CONAGRA BRANDS INC | COM | 205887102 | 465 | 13,014 | SH | SOLE | 13,014 | 0 | 0 | ||
CONAGRA BRANDS INC | COM | 205887102 | 2,484 | 69,556 | SH | OTR | 1 | 0 | 69,556 | 0 | |
CONCHO RES INC | COM | 20605P101 | 506 | 11,459 | SH | OTR | 5 | 0 | 11,459 | 0 | |
CONCHO RES INC | COM | 20605P101 | 268 | 6,069 | SH | SOLE | 6,069 | 0 | 0 | ||
CONCHO RES INC | COM | 20605P101 | 7,274 | 164,858 | SH | OTR | 1 | 0 | 164,858 | 0 | |
CONDUENT INC | COM | 206787103 | 484 | 152,300 | SH | SOLE | 152,300 | 0 | 0 | ||
CONDUENT INC | COM | 206787103 | 2,156 | 678,100 | SH | OTR | 1 | 0 | 678,100 | 0 | |
CONMED CORP | COM | 207410101 | 543 | 6,900 | SH | SOLE | 6,900 | 0 | 0 | ||
CONMED CORP | COM | 207410101 | 2,439 | 31,000 | SH | OTR | 1 | 0 | 31,000 | 0 | |
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 27,000 | 24,010,000 | PRN | OTR | 1 | 0 | 24,010,000 | 0 | |
CONMED CORP | NOTE 2.625% 2/0 | 207410AF8 | 4,930 | 4,384,000 | PRN | SOLE | 4,384,000 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 7,554 | 230,018 | SH | OTR | 1 | 0 | 230,018 | 0 | |
CONOCOPHILLIPS | COM | 20825C104 | 443 | 13,488 | SH | OTR | 5 | 0 | 13,488 | 0 | |
CONOCOPHILLIPS | COM | 20825C104 | 971 | 29,575 | SH | SOLE | 29,575 | 0 | 0 | ||
CONSOLIDATED COMM HLDGS INC | COM | 209034107 | 585 | 102,800 | SH | OTR | 1 | 0 | 102,800 | 0 | |
CONSOLIDATED COMM HLDGS INC | COM | 209034107 | 130 | 22,900 | SH | SOLE | 22,900 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 688 | 8,844 | SH | SOLE | 8,844 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 6,618 | 85,064 | SH | OTR | 1 | 0 | 85,064 | 0 | |
CONSOLIDATED EDISON INC | COM | 209115104 | 298 | 3,830 | SH | OTR | 5 | 0 | 3,830 | 0 | |
CONSTELLATION BRANDS INC | CL A | 21036P108 | 5,822 | 30,721 | SH | OTR | 1 | 0 | 30,721 | 0 | |
CONSTELLATION BRANDS INC | CL A | 21036P108 | 883 | 4,660 | SH | SOLE | 4,660 | 0 | 0 | ||
COOPER COS INC | COM NEW | 216648402 | 458 | 1,360 | SH | SOLE | 1,360 | 0 | 0 | ||
COOPER COS INC | COM NEW | 216648402 | 2,358 | 6,996 | SH | OTR | 1 | 0 | 6,996 | 0 | |
COOPER TIRE & RUBR CO | COM | 216831107 | 178 | 5,600 | SH | OTR | 1 | 0 | 5,600 | 0 | |
COOPER TIRE & RUBR CO | COM | 216831107 | 38 | 1,200 | SH | SOLE | 1,200 | 0 | 0 | ||
COPART INC | COM | 217204106 | 565 | 5,372 | SH | SOLE | 5,372 | 0 | 0 | ||
COPART INC | COM | 217204106 | 3,094 | 29,418 | SH | OTR | 1 | 0 | 29,418 | 0 | |
CORCEPT THERAPEUTICS INC | COM | 218352102 | 2,672 | 153,500 | SH | OTR | 1 | 0 | 153,500 | 0 | |
CORCEPT THERAPEUTICS INC | COM | 218352102 | 597 | 34,300 | SH | SOLE | 34,300 | 0 | 0 | ||
CORE MARK HOLDING CO INC | COM | 218681104 | 46 | 1,600 | SH | SOLE | 1,600 | 0 | 0 | ||
CORE MARK HOLDING CO INC | COM | 218681104 | 194 | 6,700 | SH | OTR | 1 | 0 | 6,700 | 0 | |
CORELOGIC INC | COM | 21871D103 | 683 | 10,100 | SH | OTR | 1 | 0 | 10,100 | 0 | |
CORELOGIC INC | COM | 21871D103 | 433 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 615 | 16,919 | SH | OTR | 1 | 0 | 16,919 | 0 | |
CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 131 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
CORNING INC | COM | 219350105 | 3,512 | 108,353 | SH | OTR | 1 | 0 | 108,353 | 0 | |
CORNING INC | COM | 219350105 | 653 | 20,157 | SH | SOLE | 20,157 | 0 | 0 | ||
CORTEVA INC | COM | 22052L104 | 566 | 19,648 | SH | SOLE | 19,648 | 0 | 0 | ||
CORTEVA INC | COM | 22052L104 | 3,071 | 106,590 | SH | OTR | 1 | 0 | 106,590 | 0 | |
CORVEL CORP | COM | 221006109 | 350 | 4,100 | SH | SOLE | 4,100 | 0 | 0 | ||
CORVEL CORP | COM | 221006109 | 1,580 | 18,500 | SH | OTR | 1 | 0 | 18,500 | 0 | |
COSTCO WHSL CORP NEW | COM | 22160K105 | 32,734 | 92,208 | SH | OTR | 1 | 0 | 92,208 | 0 | |
COSTCO WHSL CORP NEW | COM | 22160K105 | 4,581 | 12,905 | SH | SOLE | 12,905 | 0 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 875 | 2,464 | SH | OTR | 5 | 0 | 2,464 | 0 | |
COUPA SOFTWARE INC | NOTE 0.375% 1/1 | 22266LAB2 | 438 | 71,000 | PRN | SOLE | 71,000 | 0 | 0 | ||
COUPA SOFTWARE INC | COM | 22266L106 | 55 | 200 | SH | SOLE | 200 | 0 | 0 | ||
COUPA SOFTWARE INC | COM | 22266L106 | 3,514 | 12,815 | SH | OTR | 1 | 0 | 12,815 | 0 | |
COVENANT LOGISTICS GROUP INC | CL A | 22284P105 | 138 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
COVENANT LOGISTICS GROUP INC | CL A | 22284P105 | 630 | 36,000 | SH | OTR | 1 | 0 | 36,000 | 0 | |
COVETRUS INC | COM | 22304C100 | 749 | 30,700 | SH | SOLE | 30,700 | 0 | 0 | ||
COVETRUS INC | COM | 22304C100 | 3,348 | 137,200 | SH | OTR | 1 | 0 | 137,200 | 0 | |
COWEN INC | CL A NEW | 223622606 | 1,088 | 66,900 | SH | OTR | 1 | 0 | 66,900 | 0 | |
COWEN INC | CL A NEW | 223622606 | 251 | 15,400 | SH | SOLE | 15,400 | 0 | 0 | ||
CRANE CO | COM | 224399105 | 10 | 200 | SH | SOLE | 200 | 0 | 0 | ||
CRANE CO | COM | 224399105 | 1,042 | 20,787 | SH | OTR | 1 | 0 | 20,787 | 0 | |
CRAWFORD & CO | CL A | 224633206 | 14 | 2,142 | SH | SOLE | 2,142 | 0 | 0 | ||
CRAWFORD & CO | CL A | 224633206 | 62 | 9,482 | SH | OTR | 1 | 0 | 9,482 | 0 | |
CREE INC | NOTE 0.875% 9/0 | 225447AB7 | 131 | 105,000 | PRN | SOLE | 105,000 | 0 | 0 | ||
CROWN CASTLE INTL CORP NEW | COM | 22822V101 | 220 | 1,323 | SH | OTR | 5 | 0 | 1,323 | 0 | |
CROWN CASTLE INTL CORP NEW | COM | 22822V101 | 2,216 | 13,307 | SH | SOLE | 13,307 | 0 | 0 | ||
CROWN CASTLE INTL CORP NEW | COM | 22822V101 | 12,372 | 74,308 | SH | OTR | 1 | 0 | 74,308 | 0 | |
CSG SYS INTL INC | COM | 126349109 | 61 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
CSG SYS INTL INC | COM | 126349109 | 287 | 7,000 | SH | OTR | 1 | 0 | 7,000 | 0 | |
CSX CORP | COM | 126408103 | 1,407 | 18,109 | SH | SOLE | 18,109 | 0 | 0 | ||
CSX CORP | COM | 126408103 | 11,099 | 142,902 | SH | OTR | 1 | 0 | 142,902 | 0 | |
CSX CORP | COM | 126408103 | 447 | 5,752 | SH | OTR | 5 | 0 | 5,752 | 0 | |
CUBESMART | COM | 229663109 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
CUBESMART | COM | 229663109 | 665 | 20,583 | SH | OTR | 1 | 0 | 20,583 | 0 | |
CUMMINS INC | COM | 231021106 | 6,726 | 31,854 | SH | OTR | 1 | 0 | 31,854 | 0 | |
CUMMINS INC | COM | 231021106 | 33 | 156 | SH | OTR | 5 | 0 | 156 | 0 | |
CUMMINS INC | COM | 231021106 | 832 | 3,941 | SH | SOLE | 3,941 | 0 | 0 | ||
CURO GROUP HOLDINGS CORP | COM | 23131L107 | 177 | 25,100 | SH | SOLE | 25,100 | 0 | 0 | ||
CURO GROUP HOLDINGS CORP | COM | 23131L107 | 806 | 114,300 | SH | OTR | 1 | 0 | 114,300 | 0 | |
CURTISS WRIGHT CORP | COM | 231561101 | 837 | 8,976 | SH | OTR | 1 | 0 | 8,976 | 0 | |
CURTISS WRIGHT CORP | COM | 231561101 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
CUSTOMERS BANCORP INC | COM | 23204G100 | 332 | 29,683 | SH | SOLE | 29,683 | 0 | 0 | ||
CUSTOMERS BANCORP INC | COM | 23204G100 | 1,479 | 132,078 | SH | OTR | 1 | 0 | 132,078 | 0 | |
CVS HEALTH CORP | COM | 126650100 | 12,249 | 209,745 | SH | OTR | 1 | 0 | 209,745 | 0 | |
CVS HEALTH CORP | COM | 126650100 | 1,999 | 34,223 | SH | SOLE | 34,223 | 0 | 0 | ||
CYBEROPTICS CORP | COM | 232517102 | 595 | 18,700 | SH | OTR | 1 | 0 | 18,700 | 0 | |
CYBEROPTICS CORP | COM | 232517102 | 137 | 4,300 | SH | SOLE | 4,300 | 0 | 0 | ||
CYRUSONE INC | COM | 23283R100 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
CYRUSONE INC | COM | 23283R100 | 2,696 | 38,504 | SH | OTR | 1 | 0 | 38,504 | 0 | |
D R HORTON INC | COM | 23331A109 | 3,564 | 47,127 | SH | OTR | 1 | 0 | 47,127 | 0 | |
D R HORTON INC | COM | 23331A109 | 681 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
DANA INCORPORATED | COM | 235825205 | 30 | 2,400 | SH | SOLE | 2,400 | 0 | 0 | ||
DANA INCORPORATED | COM | 235825205 | 137 | 11,100 | SH | OTR | 1 | 0 | 11,100 | 0 | |
DANAHER CORPORATION | COM | 235851102 | 20,921 | 97,159 | SH | OTR | 1 | 0 | 97,159 | 0 | |
DANAHER CORPORATION | DBCV 1/2 | 235851AF9 | 106,276 | 12,898,000 | PRN | OTR | 1 | 0 | 12,898,000 | 0 | |
DANAHER CORPORATION | 4.75 MND CV PFD | 235851300 | 2,222 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
DANAHER CORPORATION | DBCV 1/2 | 235851AF9 | 36,214 | 4,395,000 | PRN | SOLE | 4,395,000 | 0 | 0 | ||
DANAHER CORPORATION | COM | 235851102 | 3,685 | 17,111 | SH | SOLE | 17,111 | 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 | 19,371 | 13,125 | SH | DFND | 1 | 0 | 13,125 | 0 | |
DAQO NEW ENERGY CORP | SPNSRD ADR NEW | 23703Q203 | 541 | 4,000 | SH | OTR | 1 | 0 | 4,000 | 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 | 13,351 | 132,527 | SH | OTR | 1 | 0 | 132,527 | 0 | |
DARDEN RESTAURANTS INC | COM | 237194105 | 489 | 4,850 | SH | SOLE | 4,850 | 0 | 0 | ||
DARDEN RESTAURANTS INC | COM | 237194105 | 1,233 | 12,240 | SH | OTR | 5 | 0 | 12,240 | 0 | |
DAVITA INC | COM | 23918K108 | 153 | 1,786 | SH | SOLE | 1,786 | 0 | 0 | ||
DAVITA INC | COM | 23918K108 | 5,681 | 66,323 | SH | OTR | 1 | 0 | 66,323 | 0 | |
DBX ETF TR | XTRACK HRVST CSI | 233051879 | 3,963 | 114,926 | SH | OTR | 1 | 0 | 114,926 | 0 | |
DBX ETF TR | XTRACK HRVST CSI | 233051879 | 552 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
DECIPHERA PHARMACEUTICALS IN | COM | 24344T101 | 400 | 7,800 | SH | SOLE | 7,800 | 0 | 0 | ||
DECIPHERA PHARMACEUTICALS IN | COM | 24344T101 | 1,790 | 34,900 | SH | OTR | 1 | 0 | 34,900 | 0 | |
DECKERS OUTDOOR CORP | COM | 243537107 | 506 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 2,266 | 10,300 | SH | OTR | 1 | 0 | 10,300 | 0 | |
DEERE & CO | COM | 244199105 | 1,588 | 7,167 | SH | OTR | 5 | 0 | 7,167 | 0 | |
DEERE & CO | COM | 244199105 | 2,550 | 11,507 | SH | SOLE | 11,507 | 0 | 0 | ||
DEERE & CO | COM | 244199105 | 18,146 | 81,874 | SH | OTR | 1 | 0 | 81,874 | 0 | |
DEL TACO RESTAURANTS INC NEW | COM | 245496104 | 1,130 | 137,800 | SH | OTR | 1 | 0 | 137,800 | 0 | |
DEL TACO RESTAURANTS INC NEW | COM | 245496104 | 253 | 30,800 | SH | SOLE | 30,800 | 0 | 0 | ||
DELAWARE INVTS MINN MUN INCO | COM | 24610V103 | 7,337 | 564,399 | SH | SOLE | 564,399 | 0 | 0 | ||
DELAWARE INVTS NATL MUN INCO | SH BEN INT | 24610T108 | 3,161 | 256,199 | SH | SOLE | 256,199 | 0 | 0 | ||
DELL TECHNOLOGIES INC | CL C | 24703L202 | 41 | 600 | SH | SOLE | 600 | 0 | 0 | ||
DELL TECHNOLOGIES INC | CL C | 24703L202 | 1,198 | 17,697 | SH | OTR | 1 | 0 | 17,697 | 0 | |
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 2,777 | 90,826 | SH | OTR | 1 | 0 | 90,826 | 0 | |
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 461 | 15,064 | SH | SOLE | 15,064 | 0 | 0 | ||
DELUXE CORP | COM | 248019101 | 183 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | ||
DELUXE CORP | COM | 248019101 | 813 | 31,600 | SH | OTR | 1 | 0 | 31,600 | 0 | |
DENTSPLY SIRONA INC | COM | 24906P109 | 252 | 5,764 | SH | SOLE | 5,764 | 0 | 0 | ||
DENTSPLY SIRONA INC | COM | 24906P109 | 1,944 | 44,452 | SH | OTR | 1 | 0 | 44,452 | 0 | |
DEVON ENERGY CORP NEW | COM | 25179M103 | 135 | 14,222 | SH | SOLE | 14,222 | 0 | 0 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 2,591 | 273,861 | SH | OTR | 1 | 0 | 273,861 | 0 | |
DEXCOM INC | COM | 252131107 | 5,661 | 13,733 | SH | OTR | 1 | 0 | 13,733 | 0 | |
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 8,491 | 3,361,000 | PRN | DFND | 1 | 0 | 3,361,000 | 0 | |
DEXCOM INC | COM | 252131107 | 1,055 | 2,559 | SH | SOLE | 2,559 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 46 | 18,000 | PRN | SOLE | 18,000 | 0 | 0 | ||
DEXCOM INC | NOTE 0.750%12/0 | 252131AH0 | 121 | 48,000 | PRN | OTR | 4 | 0 | 48,000 | 0 | |
DHI GROUP INC | COM | 23331S100 | 361 | 159,900 | SH | OTR | 1 | 0 | 159,900 | 0 | |
DHI GROUP INC | COM | 23331S100 | 86 | 38,100 | SH | SOLE | 38,100 | 0 | 0 | ||
DIAMONDBACK ENERGY INC | COM | 25278X109 | 677 | 22,473 | SH | OTR | 1 | 0 | 22,473 | 0 | |
DIAMONDBACK ENERGY INC | COM | 25278X109 | 127 | 4,219 | SH | SOLE | 4,219 | 0 | 0 | ||
DIAMONDROCK HOSPITALITY CO | COM | 252784301 | 15 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
DIAMONDROCK HOSPITALITY CO | COM | 252784301 | 66 | 13,100 | SH | OTR | 1 | 0 | 13,100 | 0 | |
DICKS SPORTING GOODS INC | COM | 253393102 | 428 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
DICKS SPORTING GOODS INC | COM | 253393102 | 4,485 | 77,489 | SH | OTR | 1 | 0 | 77,489 | 0 | |
DIGITAL RLTY TR INC | COM | 253868103 | 7,035 | 47,937 | SH | OTR | 1 | 0 | 47,937 | 0 | |
DIGITAL RLTY TR INC | COM | 253868103 | 1,284 | 8,746 | SH | SOLE | 8,746 | 0 | 0 | ||
DIGITAL TURBINE INC | COM NEW | 25400W102 | 52 | 1,600 | SH | SOLE | 1,600 | 0 | 0 | ||
DIGITAL TURBINE INC | COM NEW | 25400W102 | 232 | 7,100 | SH | OTR | 1 | 0 | 7,100 | 0 | |
DIODES INC | COM | 254543101 | 514 | 9,100 | SH | SOLE | 9,100 | 0 | 0 | ||
DIODES INC | COM | 254543101 | 2,269 | 40,200 | SH | OTR | 1 | 0 | 40,200 | 0 | |
DISCOVER FINL SVCS | COM | 254709108 | 2,869 | 49,653 | SH | OTR | 1 | 0 | 49,653 | 0 | |
DISCOVER FINL SVCS | COM | 254709108 | 459 | 7,936 | SH | SOLE | 7,936 | 0 | 0 | ||
DISCOVERY INC | COM SER C | 25470F302 | 151 | 7,716 | SH | SOLE | 7,716 | 0 | 0 | ||
DISCOVERY INC | COM SER A | 25470F104 | 497 | 22,812 | SH | OTR | 1 | 0 | 22,812 | 0 | |
DISCOVERY INC | COM SER A | 25470F104 | 118 | 5,420 | SH | SOLE | 5,420 | 0 | 0 | ||
DISCOVERY INC | COM SER C | 25470F302 | 864 | 44,078 | SH | OTR | 1 | 0 | 44,078 | 0 | |
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 92 | 100,000 | PRN | OTR | 5 | 0 | 100,000 | 0 | |
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 18,478 | 20,074,000 | PRN | SOLE | 20,074,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | CL A | 25470M109 | 169 | 5,821 | SH | SOLE | 5,821 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 12,471 | 13,800,000 | PRN | SOLE | 13,800,000 | 0 | 0 | ||
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 81 | 88,000 | PRN | OTR | 4 | 0 | 88,000 | 0 | |
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 5,415 | 5,899,000 | PRN | DFND | 1 | 0 | 5,899,000 | 0 | |
DISH NETWORK CORPORATION | NOTE 3.375% 8/1 | 25470MAB5 | 50,859 | 55,252,000 | PRN | OTR | 1 | 0 | 55,252,000 | 0 | |
DISH NETWORK CORPORATION | CL A | 25470M109 | 1,020 | 35,129 | SH | OTR | 1 | 0 | 35,129 | 0 | |
DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 56,065 | 62,039,000 | PRN | OTR | 1 | 0 | 62,039,000 | 0 | |
DISH NETWORK CORPORATION | NOTE 2.375% 3/1 | 25470MAD1 | 136 | 150,000 | PRN | OTR | 5 | 0 | 150,000 | 0 | |
DISNEY WALT CO | COM DISNEY | 254687106 | 844 | 6,799 | SH | OTR | 5 | 0 | 6,799 | 0 | |
DISNEY WALT CO | COM DISNEY | 254687106 | 6,341 | 51,108 | SH | SOLE | 51,108 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 36,326 | 292,760 | SH | OTR | 1 | 0 | 292,760 | 0 | |
DOCUSIGN INC | COM | 256163106 | 7,426 | 34,499 | SH | OTR | 1 | 0 | 34,499 | 0 | |
DOCUSIGN INC | NOTE 0.500% 9/1 | 256163AB2 | 408 | 135,000 | PRN | SOLE | 135,000 | 0 | 0 | ||
DOCUSIGN INC | COM | 256163106 | 129 | 600 | SH | SOLE | 600 | 0 | 0 | ||
DOLLAR GEN CORP NEW | COM | 256677105 | 1,436 | 6,852 | SH | OTR | 5 | 0 | 6,852 | 0 | |
DOLLAR GEN CORP NEW | COM | 256677105 | 1,984 | 9,467 | SH | SOLE | 9,467 | 0 | 0 | ||
DOLLAR GEN CORP NEW | COM | 256677105 | 25,387 | 121,108 | SH | OTR | 1 | 0 | 121,108 | 0 | |
DOLLAR TREE INC | COM | 256746108 | 575 | 6,295 | SH | SOLE | 6,295 | 0 | 0 | ||
DOLLAR TREE INC | COM | 256746108 | 8,634 | 94,522 | SH | OTR | 1 | 0 | 94,522 | 0 | |
DOMINION ENERGY INC | COM | 25746U109 | 1,563 | 19,806 | SH | OTR | 5 | 0 | 19,806 | 0 | |
DOMINION ENERGY INC | COM | 25746U109 | 2,031 | 25,732 | SH | SOLE | 25,732 | 0 | 0 | ||
DOMINION ENERGY INC | COM | 25746U109 | 16,559 | 209,797 | SH | OTR | 1 | 0 | 209,797 | 0 | |
DOMINOS PIZZA INC | COM | 25754A201 | 1,168 | 2,747 | SH | OTR | 5 | 0 | 2,747 | 0 | |
DOMINOS PIZZA INC | COM | 25754A201 | 23,418 | 55,065 | SH | OTR | 1 | 0 | 55,065 | 0 | |
DOMINOS PIZZA INC | COM | 25754A201 | 1,032 | 2,427 | SH | SOLE | 2,427 | 0 | 0 | ||
DONEGAL GROUP INC | CL A | 257701201 | 114 | 8,100 | SH | OTR | 1 | 0 | 8,100 | 0 | |
DONEGAL GROUP INC | CL A | 257701201 | 31 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
DONNELLEY FINL SOLUTIONS INC | COM | 25787G100 | 338 | 25,300 | SH | SOLE | 25,300 | 0 | 0 | ||
DONNELLEY FINL SOLUTIONS INC | COM | 25787G100 | 1,504 | 112,600 | SH | OTR | 1 | 0 | 112,600 | 0 | |
DOVER CORP | COM | 260003108 | 2,221 | 20,501 | SH | OTR | 1 | 0 | 20,501 | 0 | |
DOVER CORP | COM | 260003108 | 400 | 3,693 | SH | SOLE | 3,693 | 0 | 0 | ||
DOW INC | COM | 260557103 | 5,972 | 126,926 | SH | OTR | 1 | 0 | 126,926 | 0 | |
DOW INC | COM | 260557103 | 856 | 18,186 | SH | SOLE | 18,186 | 0 | 0 | ||
DROPBOX INC | CL A | 26210C104 | 430 | 22,329 | SH | SOLE | 22,329 | 0 | 0 | ||
DROPBOX INC | CL A | 26210C104 | 13,488 | 700,309 | SH | OTR | 1 | 0 | 700,309 | 0 | |
DTE ENERGY CO | COM | 233331107 | 568 | 4,941 | SH | SOLE | 4,941 | 0 | 0 | ||
DTE ENERGY CO | COM | 233331107 | 4,293 | 37,316 | SH | OTR | 1 | 0 | 37,316 | 0 | |
DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 1,699 | 19,181 | SH | SOLE | 19,181 | 0 | 0 | ||
DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 10,556 | 119,199 | SH | OTR | 1 | 0 | 119,199 | 0 | |
DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 56 | 637 | SH | OTR | 5 | 0 | 637 | 0 | |
DUKE REALTY CORP | COM NEW | 264411505 | 463 | 12,541 | SH | SOLE | 12,541 | 0 | 0 | ||
DUKE REALTY CORP | COM NEW | 264411505 | 5,711 | 154,760 | SH | OTR | 1 | 0 | 154,760 | 0 | |
DUPONT DE NEMOURS INC | COM | 26614N102 | 1,008 | 18,176 | SH | SOLE | 18,176 | 0 | 0 | ||
DUPONT DE NEMOURS INC | COM | 26614N102 | 6,790 | 122,387 | SH | OTR | 1 | 0 | 122,387 | 0 | |
DURECT CORP | COM | 266605104 | 85 | 49,600 | SH | OTR | 1 | 0 | 49,600 | 0 | |
DURECT CORP | COM | 266605104 | 18 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
DWS MUN INCOME TR | COM | 233368109 | 1,059 | 95,537 | SH | SOLE | 95,537 | 0 | 0 | ||
DWS MUN INCOME TR | COM | 233368109 | 1,379 | 124,496 | SH | OTR | 1 | 0 | 124,496 | 0 | |
DXC TECHNOLOGY CO | COM | 23355L106 | 561 | 31,433 | SH | OTR | 5 | 0 | 31,433 | 0 | |
DXC TECHNOLOGY CO | COM | 23355L106 | 293 | 16,402 | SH | SOLE | 16,402 | 0 | 0 | ||
DXC TECHNOLOGY CO | COM | 23355L106 | 10,953 | 613,609 | SH | OTR | 1 | 0 | 613,609 | 0 | |
E TRADE FINANCIAL CORP | COM NEW | 269246401 | 261 | 5,207 | SH | SOLE | 5,207 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COM NEW | 269246401 | 7,194 | 143,739 | SH | OTR | 1 | 0 | 143,739 | 0 | |
EAGLE BANCORP INC MD | COM | 268948106 | 1,704 | 63,600 | SH | OTR | 1 | 0 | 63,600 | 0 | |
EAGLE BANCORP INC MD | COM | 268948106 | 383 | 14,300 | SH | SOLE | 14,300 | 0 | 0 | ||
EASTGROUP PPTY INC | COM | 277276101 | 336 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
EASTGROUP PPTY INC | COM | 277276101 | 1,459 | 11,283 | SH | OTR | 1 | 0 | 11,283 | 0 | |
EASTMAN CHEM CO | COM | 277432100 | 1,506 | 19,273 | SH | OTR | 1 | 0 | 19,273 | 0 | |
EASTMAN CHEM CO | COM | 277432100 | 297 | 3,797 | SH | SOLE | 3,797 | 0 | 0 | ||
EATON VANCE MUN BD FD | COM | 27827X101 | 2,036 | 154,604 | SH | OTR | 1 | 0 | 154,604 | 0 | |
EATON VANCE MUN BD FD | COM | 27827X101 | 1,292 | 98,097 | SH | SOLE | 98,097 | 0 | 0 | ||
EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 5,682 | 481,489 | SH | SOLE | 481,489 | 0 | 0 | ||
EATON VANCE NEW YORK MUN BD | COM | 27827Y109 | 156 | 13,241 | SH | OTR | 1 | 0 | 13,241 | 0 | |
EBAY INC. | COM | 278642103 | 1,614 | 30,981 | SH | SOLE | 30,981 | 0 | 0 | ||
EBAY INC. | COM | 278642103 | 1,310 | 25,142 | SH | OTR | 5 | 0 | 25,142 | 0 | |
EBAY INC. | COM | 278642103 | 22,610 | 433,978 | SH | OTR | 1 | 0 | 433,978 | 0 | |
ECOLAB INC | COM | 278865100 | 8,069 | 40,376 | SH | OTR | 1 | 0 | 40,376 | 0 | |
ECOLAB INC | COM | 278865100 | 1,290 | 6,455 | SH | SOLE | 6,455 | 0 | 0 | ||
EDISON INTL | COM | 281020107 | 2,738 | 53,855 | SH | OTR | 1 | 0 | 53,855 | 0 | |
EDISON INTL | COM | 281020107 | 504 | 9,913 | SH | SOLE | 9,913 | 0 | 0 | ||
EDITAS MEDICINE INC | COM | 28106W103 | 1,415 | 50,434 | SH | OTR | 1 | 0 | 50,434 | 0 | |
EDITAS MEDICINE INC | COM | 28106W103 | 317 | 11,292 | SH | SOLE | 11,292 | 0 | 0 | ||
EDWARDS LIFESCIENCES CORP | COM | 28176E108 | 1,519 | 19,034 | SH | SOLE | 19,034 | 0 | 0 | ||
EDWARDS LIFESCIENCES CORP | COM | 28176E108 | 7,458 | 93,430 | SH | OTR | 1 | 0 | 93,430 | 0 | |
EHEALTH INC | COM | 28238P109 | 332 | 4,200 | SH | OTR | 1 | 0 | 4,200 | 0 | |
EHEALTH INC | COM | 28238P109 | 79 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 1,222 | 9,374 | SH | OTR | 5 | 0 | 9,374 | 0 | |
ELECTRONIC ARTS INC | COM | 285512109 | 19,538 | 149,818 | SH | OTR | 1 | 0 | 149,818 | 0 | |
ELECTRONIC ARTS INC | COM | 285512109 | 1,602 | 12,288 | SH | SOLE | 12,288 | 0 | 0 | ||
ELEMENT SOLUTIONS INC | COM | 28618M106 | 228 | 21,700 | SH | SOLE | 21,700 | 0 | 0 | ||
ELEMENT SOLUTIONS INC | COM | 28618M106 | 387 | 36,800 | SH | OTR | 1 | 0 | 36,800 | 0 | |
EMCOR GROUP INC | COM | 29084Q100 | 160 | 2,366 | SH | OTR | 5 | 0 | 2,366 | 0 | |
EMCOR GROUP INC | COM | 29084Q100 | 574 | 8,471 | SH | SOLE | 8,471 | 0 | 0 | ||
EMCOR GROUP INC | COM | 29084Q100 | 2,953 | 43,613 | SH | OTR | 1 | 0 | 43,613 | 0 | |
EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 | 497 | 4,814 | SH | SOLE | 4,814 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 | 91 | 881 | SH | OTR | 5 | 0 | 881 | 0 | |
EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 | 2,549 | 24,668 | SH | OTR | 1 | 0 | 24,668 | 0 | |
EMERSON ELEC CO | COM | 291011104 | 1,042 | 15,897 | SH | SOLE | 15,897 | 0 | 0 | ||
EMERSON ELEC CO | COM | 291011104 | 6,765 | 103,172 | SH | OTR | 1 | 0 | 103,172 | 0 | |
EMPLOYERS HOLDINGS INC | COM | 292218104 | 1,458 | 48,204 | SH | OTR | 1 | 0 | 48,204 | 0 | |
EMPLOYERS HOLDINGS INC | COM | 292218104 | 327 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
ENANTA PHARMACEUTICALS INC | COM | 29251M106 | 723 | 15,783 | SH | OTR | 1 | 0 | 15,783 | 0 | |
ENANTA PHARMACEUTICALS INC | COM | 29251M106 | 164 | 3,592 | SH | SOLE | 3,592 | 0 | 0 | ||
ENCORE WIRE CORP | COM | 292562105 | 533 | 11,479 | SH | SOLE | 11,479 | 0 | 0 | ||
ENCORE WIRE CORP | COM | 292562105 | 2,383 | 51,335 | SH | OTR | 1 | 0 | 51,335 | 0 | |
ENDURANCE INTL GROUP HLDGS I | COM | 29272B105 | 2,311 | 402,600 | SH | OTR | 1 | 0 | 402,600 | 0 | |
ENDURANCE INTL GROUP HLDGS I | COM | 29272B105 | 518 | 90,300 | SH | SOLE | 90,300 | 0 | 0 | ||
ENOVA INTL INC | COM | 29357K103 | 451 | 27,500 | SH | SOLE | 27,500 | 0 | 0 | ||
ENOVA INTL INC | COM | 29357K103 | 2,032 | 124,000 | SH | OTR | 1 | 0 | 124,000 | 0 | |
ENPRO INDS INC | COM | 29355X107 | 688 | 12,200 | SH | OTR | 1 | 0 | 12,200 | 0 | |
ENPRO INDS INC | COM | 29355X107 | 158 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
ENSIGN GROUP INC | COM | 29358P101 | 422 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
ENSIGN GROUP INC | COM | 29358P101 | 1,837 | 32,200 | SH | OTR | 1 | 0 | 32,200 | 0 | |
ENTERGY CORP NEW | COM | 29364G103 | 165 | 1,671 | SH | OTR | 5 | 0 | 1,671 | 0 | |
ENTERGY CORP NEW | COM | 29364G103 | 537 | 5,451 | SH | SOLE | 5,451 | 0 | 0 | ||
ENTERGY CORP NEW | COM | 29364G103 | 6,691 | 67,912 | SH | OTR | 1 | 0 | 67,912 | 0 | |
ENTRAVISION COMMUNICATIONS C | CL A | 29382R107 | 109 | 72,019 | SH | SOLE | 72,019 | 0 | 0 | ||
ENTRAVISION COMMUNICATIONS C | CL A | 29382R107 | 499 | 328,328 | SH | OTR | 1 | 0 | 328,328 | 0 | |
ENVESTNET INC | COM | 29404K106 | 1,196 | 15,500 | SH | OTR | 1 | 0 | 15,500 | 0 | |
ENVESTNET INC | COM | 29404K106 | 262 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 8,368 | 6,511,000 | PRN | SOLE | 6,511,000 | 0 | 0 | ||
ENVESTNET INC | NOTE 1.750% 6/0 | 29404KAB2 | 25,216 | 19,620,000 | PRN | OTR | 1 | 0 | 19,620,000 | 0 | |
EOG RES INC | COM | 26875P101 | 585 | 16,286 | SH | SOLE | 16,286 | 0 | 0 | ||
EOG RES INC | COM | 26875P101 | 5,624 | 156,484 | SH | OTR | 1 | 0 | 156,484 | 0 | |
EOG RES INC | COM | 26875P101 | 484 | 13,478 | SH | OTR | 5 | 0 | 13,478 | 0 | |
EPIZYME INC | COM | 29428V104 | 1,044 | 87,500 | SH | OTR | 1 | 0 | 87,500 | 0 | |
EPIZYME INC | COM | 29428V104 | 235 | 19,700 | SH | SOLE | 19,700 | 0 | 0 | ||
EQUIFAX INC | COM | 294429105 | 2,714 | 17,295 | SH | OTR | 1 | 0 | 17,295 | 0 | |
EQUIFAX INC | COM | 294429105 | 512 | 3,263 | SH | SOLE | 3,263 | 0 | 0 | ||
EQUINIX INC | COM | 29444U700 | 10,919 | 14,365 | SH | OTR | 1 | 0 | 14,365 | 0 | |
EQUINIX INC | COM | 29444U700 | 207 | 272 | SH | OTR | 5 | 0 | 272 | 0 | |
EQUINIX INC | COM | 29444U700 | 2,165 | 2,848 | SH | SOLE | 2,848 | 0 | 0 | ||
EQUITABLE HLDGS INC | COM | 29452E101 | 113 | 6,200 | SH | SOLE | 6,200 | 0 | 0 | ||
EQUITABLE HLDGS INC | COM | 29452E101 | 1,342 | 73,566 | SH | OTR | 1 | 0 | 73,566 | 0 | |
EQUITY LIFESTYLE PPTYS INC | COM | 29472R108 | 864 | 14,087 | SH | OTR | 1 | 0 | 14,087 | 0 | |
EQUITY LIFESTYLE PPTYS INC | COM | 29472R108 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
EQUITY RESIDENTIAL | SH BEN INT | 29476L107 | 5,607 | 109,242 | SH | OTR | 1 | 0 | 109,242 | 0 | |
EQUITY RESIDENTIAL | SH BEN INT | 29476L107 | 461 | 8,984 | SH | SOLE | 8,984 | 0 | 0 | ||
ESCALADE INC | COM | 296056104 | 454 | 24,800 | SH | OTR | 1 | 0 | 24,800 | 0 | |
ESCALADE INC | COM | 296056104 | 99 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
ESQUIRE FINL HLDGS INC | COM | 29667J101 | 41 | 2,700 | SH | SOLE | 2,700 | 0 | 0 | ||
ESQUIRE FINL HLDGS INC | COM | 29667J101 | 188 | 12,500 | SH | OTR | 1 | 0 | 12,500 | 0 | |
ESSEX PPTY TR INC | COM | 297178105 | 349 | 1,738 | SH | SOLE | 1,738 | 0 | 0 | ||
ESSEX PPTY TR INC | COM | 297178105 | 4,651 | 23,163 | SH | OTR | 1 | 0 | 23,163 | 0 | |
ETSY INC | NOTE 3/0 | 29786AAC0 | 84 | 25,000 | PRN | SOLE | 25,000 | 0 | 0 | ||
ETSY INC | COM | 29786A106 | 17,918 | 147,312 | SH | OTR | 1 | 0 | 147,312 | 0 | |
ETSY INC | COM | 29786A106 | 485 | 3,989 | SH | SOLE | 3,989 | 0 | 0 | ||
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 39,104 | 24,818,000 | PRN | OTR | 1 | 0 | 24,818,000 | 0 | |
ETSY INC | COM | 29786A106 | 100 | 823 | SH | OTR | 5 | 0 | 823 | 0 | |
ETSY INC | NOTE 3/0 | 29786AAC0 | 154 | 46,000 | PRN | OTR | 4 | 0 | 46,000 | 0 | |
ETSY INC | NOTE 0.125%10/0 | 29786AAJ5 | 12,596 | 7,994,000 | PRN | SOLE | 7,994,000 | 0 | 0 | ||
ETSY INC | NOTE 3/0 | 29786AAC0 | 10,200 | 3,044,000 | PRN | DFND | 1 | 0 | 3,044,000 | 0 | |
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 8,719 | 9,065,000 | PRN | SOLE | 9,065,000 | 0 | 0 | ||
EURONET WORLDWIDE INC | COM | 298736109 | 5,812 | 63,796 | SH | OTR | 1 | 0 | 63,796 | 0 | |
EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | 18,882 | 19,630,000 | PRN | OTR | 1 | 0 | 19,630,000 | 0 | |
EURONET WORLDWIDE INC | COM | 298736109 | 182 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
EVERCORE INC | CLASS A | 29977A105 | 127 | 1,935 | SH | SOLE | 1,935 | 0 | 0 | ||
EVERCORE INC | CLASS A | 29977A105 | 3,670 | 56,065 | SH | OTR | 1 | 0 | 56,065 | 0 | |
EVERGY INC | COM | 30034W106 | 307 | 6,043 | SH | SOLE | 6,043 | 0 | 0 | ||
EVERGY INC | COM | 30034W106 | 2,111 | 41,536 | SH | OTR | 1 | 0 | 41,536 | 0 | |
EVERSOURCE ENERGY | COM | 30040W108 | 5,100 | 61,040 | SH | OTR | 1 | 0 | 61,040 | 0 | |
EVERSOURCE ENERGY | COM | 30040W108 | 742 | 8,883 | SH | SOLE | 8,883 | 0 | 0 | ||
EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 116 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | ||
EVOQUA WATER TECHNOLOGIES CO | COM | 30057T105 | 2,918 | 137,500 | SH | OTR | 1 | 0 | 137,500 | 0 | |
EVOQUA WATER TECHNOLOGIES CO | COM | 30057T105 | 654 | 30,800 | SH | SOLE | 30,800 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 107 | 69,000 | PRN | OTR | 4 | 0 | 69,000 | 0 | |
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 34,536 | 22,247,000 | PRN | OTR | 1 | 0 | 22,247,000 | 0 | |
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 9,841 | 6,339,000 | PRN | SOLE | 6,339,000 | 0 | 0 | ||
EXACT SCIENCES CORP | NOTE 1.000% 1/1 | 30063PAA3 | 7,061 | 4,563,000 | PRN | DFND | 1 | 0 | 4,563,000 | 0 | |
EXELIXIS INC | COM | 30161Q104 | 394 | 16,114 | SH | OTR | 5 | 0 | 16,114 | 0 | |
EXELIXIS INC | COM | 30161Q104 | 62 | 2,530 | SH | SOLE | 2,530 | 0 | 0 | ||
EXELIXIS INC | COM | 30161Q104 | 15,991 | 654,045 | SH | OTR | 1 | 0 | 654,045 | 0 | |
EXELON CORP | COM | 30161N101 | 5,954 | 166,495 | SH | OTR | 1 | 0 | 166,495 | 0 | |
EXELON CORP | COM | 30161N101 | 913 | 25,532 | SH | SOLE | 25,532 | 0 | 0 | ||
EXPEDIA GROUP INC | COM NEW | 30212P303 | 339 | 3,699 | SH | SOLE | 3,699 | 0 | 0 | ||
EXPEDIA GROUP INC | COM NEW | 30212P303 | 1,772 | 19,323 | SH | OTR | 1 | 0 | 19,323 | 0 | |
EXPEDITORS INTL WASH INC | COM | 302130109 | 2,161 | 23,873 | SH | OTR | 1 | 0 | 23,873 | 0 | |
EXPEDITORS INTL WASH INC | COM | 302130109 | 430 | 4,751 | SH | SOLE | 4,751 | 0 | 0 | ||
EXTENDED STAY AMER INC | UNIT 99/99/9999B | 30224P200 | 293 | 24,500 | SH | SOLE | 24,500 | 0 | 0 | ||
EXTENDED STAY AMER INC | UNIT 99/99/9999B | 30224P200 | 1,846 | 154,436 | SH | OTR | 1 | 0 | 154,436 | 0 | |
EXTERRAN CORP | COM | 30227H106 | 27 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
EXTERRAN CORP | COM | 30227H106 | 124 | 29,900 | SH | OTR | 1 | 0 | 29,900 | 0 | |
EXTRA SPACE STORAGE INC | COM | 30225T102 | 380 | 3,548 | SH | SOLE | 3,548 | 0 | 0 | ||
EXTRA SPACE STORAGE INC | COM | 30225T102 | 2,676 | 25,015 | SH | OTR | 1 | 0 | 25,015 | 0 | |
EXTREME NETWORKS INC | COM | 30226D106 | 1,974 | 491,000 | SH | OTR | 1 | 0 | 491,000 | 0 | |
EXTREME NETWORKS INC | COM | 30226D106 | 444 | 110,400 | SH | SOLE | 110,400 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 209 | 6,099 | SH | OTR | 5 | 0 | 6,099 | 0 | |
EXXON MOBIL CORP | COM | 30231G102 | 22,820 | 664,735 | SH | OTR | 1 | 0 | 664,735 | 0 | |
EXXON MOBIL CORP | COM | 30231G102 | 4,146 | 120,760 | SH | SOLE | 120,760 | 0 | 0 | ||
F M C CORP | COM NEW | 302491303 | 366 | 3,459 | SH | SOLE | 3,459 | 0 | 0 | ||
F M C CORP | COM NEW | 302491303 | 1,954 | 18,449 | SH | OTR | 1 | 0 | 18,449 | 0 | |
F5 NETWORKS INC | COM | 315616102 | 1,069 | 8,711 | SH | OTR | 1 | 0 | 8,711 | 0 | |
F5 NETWORKS INC | COM | 315616102 | 178 | 1,446 | SH | SOLE | 1,446 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 17,114 | 65,347 | SH | SOLE | 65,347 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 175,694 | 670,842 | SH | OTR | 1 | 0 | 670,842 | 0 | |
FACEBOOK INC | CL A | 30303M102 | 6,154 | 23,496 | SH | OTR | 5 | 0 | 23,496 | 0 | |
FAIR ISAAC CORP | COM | 303250104 | 227 | 534 | SH | SOLE | 534 | 0 | 0 | ||
FAIR ISAAC CORP | COM | 303250104 | 10,357 | 24,348 | SH | OTR | 1 | 0 | 24,348 | 0 | |
FARMERS NATIONAL BANC CORP | COM | 309627107 | 518 | 47,463 | SH | OTR | 1 | 0 | 47,463 | 0 | |
FARMERS NATIONAL BANC CORP | COM | 309627107 | 116 | 10,659 | SH | SOLE | 10,659 | 0 | 0 | ||
FASTENAL CO | COM | 311900104 | 683 | 15,140 | SH | SOLE | 15,140 | 0 | 0 | ||
FASTENAL CO | COM | 311900104 | 3,683 | 81,680 | SH | OTR | 1 | 0 | 81,680 | 0 | |
FATE THERAPEUTICS INC | COM | 31189P102 | 364 | 9,100 | SH | SOLE | 9,100 | 0 | 0 | ||
FATE THERAPEUTICS INC | COM | 31189P102 | 1,627 | 40,700 | SH | OTR | 1 | 0 | 40,700 | 0 | |
FEDERAL RLTY INVT TR | SH BEN INT NEW | 313747206 | 119 | 1,618 | SH | SOLE | 1,618 | 0 | 0 | ||
FEDERAL RLTY INVT TR | SH BEN INT NEW | 313747206 | 720 | 9,801 | SH | OTR | 1 | 0 | 9,801 | 0 | |
FEDERATED HERMES INC | CL B | 314211103 | 2,796 | 130,000 | SH | OTR | 1 | 0 | 130,000 | 0 | |
FEDERATED HERMES INC | CL B | 314211103 | 626 | 29,100 | SH | SOLE | 29,100 | 0 | 0 | ||
FEDEX CORP | COM | 31428X106 | 1,997 | 7,938 | SH | SOLE | 7,938 | 0 | 0 | ||
FEDEX CORP | COM | 31428X106 | 1,238 | 4,921 | SH | OTR | 5 | 0 | 4,921 | 0 | |
FEDEX CORP | COM | 31428X106 | 14,832 | 58,970 | SH | OTR | 1 | 0 | 58,970 | 0 | |
FEDNAT HLDG CO | COM | 31431B109 | 233 | 36,900 | SH | OTR | 1 | 0 | 36,900 | 0 | |
FEDNAT HLDG CO | COM | 31431B109 | 52 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
FIBROGEN INC | COM | 31572Q808 | 2,166 | 52,666 | SH | OTR | 1 | 0 | 52,666 | 0 | |
FIBROGEN INC | COM | 31572Q808 | 483 | 11,739 | SH | SOLE | 11,739 | 0 | 0 | ||
FIDELITY NATL INFORMATION SV | COM | 31620M106 | 14,700 | 99,855 | SH | OTR | 1 | 0 | 99,855 | 0 | |
FIDELITY NATL INFORMATION SV | COM | 31620M106 | 236 | 1,602 | SH | OTR | 5 | 0 | 1,602 | 0 | |
FIDELITY NATL INFORMATION SV | COM | 31620M106 | 2,371 | 16,109 | SH | SOLE | 16,109 | 0 | 0 | ||
FIFTH THIRD BANCORP | COM | 316773100 | 3,585 | 168,129 | SH | OTR | 1 | 0 | 168,129 | 0 | |
FIFTH THIRD BANCORP | COM | 316773100 | 343 | 16,105 | SH | OTR | 5 | 0 | 16,105 | 0 | |
FIFTH THIRD BANCORP | COM | 316773100 | 620 | 29,091 | SH | SOLE | 29,091 | 0 | 0 | ||
FINANCIAL INSTNS INC | COM | 317585404 | 298 | 19,323 | SH | SOLE | 19,323 | 0 | 0 | ||
FINANCIAL INSTNS INC | COM | 317585404 | 1,331 | 86,431 | SH | OTR | 1 | 0 | 86,431 | 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 | 13,900 | SH | OTR | 1 | 0 | 13,900 | 0 | |
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 1,154 | 1,238,000 | PRN | SOLE | 1,238,000 | 0 | 0 | ||
FIREEYE INC | NOTE 0.875% 6/0 | 31816QAF8 | 3,280 | 3,520,000 | PRN | OTR | 1 | 0 | 3,520,000 | 0 | |
FIRST BANCORP P R | COM NEW | 318672706 | 385 | 73,700 | SH | SOLE | 73,700 | 0 | 0 | ||
FIRST BANCORP P R | COM NEW | 318672706 | 1,732 | 331,800 | SH | OTR | 1 | 0 | 331,800 | 0 | |
FIRST BANK WILLIAMSTOWN NJ | COM | 31931U102 | 107 | 17,200 | SH | OTR | 1 | 0 | 17,200 | 0 | |
FIRST BANK WILLIAMSTOWN NJ | COM | 31931U102 | 24 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | ||
FIRST BUS FINL SVCS INC WIS | COM | 319390100 | 452 | 31,599 | SH | OTR | 1 | 0 | 31,599 | 0 | |
FIRST BUS FINL SVCS INC WIS | COM | 319390100 | 95 | 6,667 | SH | SOLE | 6,667 | 0 | 0 | ||
FIRST FINL BANKSHARES | COM | 32020R109 | 148 | 5,300 | SH | SOLE | 5,300 | 0 | 0 | ||
FIRST FINL BANKSHARES | COM | 32020R109 | 670 | 24,000 | SH | OTR | 1 | 0 | 24,000 | 0 | |
FIRST FNDTN INC | COM | 32026V104 | 322 | 24,610 | SH | SOLE | 24,610 | 0 | 0 | ||
FIRST FNDTN INC | COM | 32026V104 | 1,444 | 110,460 | SH | OTR | 1 | 0 | 110,460 | 0 | |
FIRST HAWAIIAN INC | COM | 32051X108 | 9 | 600 | SH | SOLE | 600 | 0 | 0 | ||
FIRST HAWAIIAN INC | COM | 32051X108 | 221 | 15,263 | SH | OTR | 1 | 0 | 15,263 | 0 | |
FIRST INDL RLTY TR INC | COM | 32054K103 | 223 | 5,600 | SH | SOLE | 5,600 | 0 | 0 | ||
FIRST INDL RLTY TR INC | COM | 32054K103 | 3,332 | 83,727 | SH | OTR | 1 | 0 | 83,727 | 0 | |
FIRST INTERNET BANCORP | COM | 320557101 | 181 | 12,321 | SH | SOLE | 12,321 | 0 | 0 | ||
FIRST INTERNET BANCORP | COM | 320557101 | 821 | 55,756 | SH | OTR | 1 | 0 | 55,756 | 0 | |
FIRST LONG IS CORP | COM | 320734106 | 1,376 | 92,885 | SH | OTR | 1 | 0 | 92,885 | 0 | |
FIRST LONG IS CORP | COM | 320734106 | 308 | 20,814 | SH | SOLE | 20,814 | 0 | 0 | ||
FIRST MERCHANTS CORP | COM | 320817109 | 651 | 28,100 | SH | OTR | 1 | 0 | 28,100 | 0 | |
FIRST MERCHANTS CORP | COM | 320817109 | 146 | 6,300 | SH | SOLE | 6,300 | 0 | 0 | ||
FIRST NORTHWEST BANCORP | COM | 335834107 | 286 | 28,900 | SH | OTR | 1 | 0 | 28,900 | 0 | |
FIRST NORTHWEST BANCORP | COM | 335834107 | 69 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
FIRST REP BK SAN FRANCISCO C | COM | 33616C100 | 10,850 | 99,487 | SH | OTR | 1 | 0 | 99,487 | 0 | |
FIRST REP BK SAN FRANCISCO C | COM | 33616C100 | 585 | 5,362 | SH | SOLE | 5,362 | 0 | 0 | ||
FIRST REP BK SAN FRANCISCO C | COM | 33616C100 | 1,216 | 11,148 | SH | OTR | 5 | 0 | 11,148 | 0 | |
FIRSTENERGY CORP | COM | 337932107 | 410 | 14,279 | SH | SOLE | 14,279 | 0 | 0 | ||
FIRSTENERGY CORP | COM | 337932107 | 5,658 | 197,080 | SH | OTR | 1 | 0 | 197,080 | 0 | |
FISERV INC | COM | 337738108 | 1,438 | 13,958 | SH | SOLE | 13,958 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 9,149 | 88,786 | SH | OTR | 1 | 0 | 88,786 | 0 | |
FLAGSTAR BANCORP INC | COM PAR .001 | 337930705 | 2,492 | 84,098 | SH | OTR | 1 | 0 | 84,098 | 0 | |
FLAGSTAR BANCORP INC | COM PAR .001 | 337930705 | 564 | 19,024 | SH | SOLE | 19,024 | 0 | 0 | ||
FLEETCOR TECHNOLOGIES INC | COM | 339041105 | 543 | 2,282 | SH | SOLE | 2,282 | 0 | 0 | ||
FLEETCOR TECHNOLOGIES INC | COM | 339041105 | 2,850 | 11,969 | SH | OTR | 1 | 0 | 11,969 | 0 | |
FLEXION THERAPEUTICS INC | NOTE 3.375% 5/0 | 33938JAB2 | 36 | 45,000 | PRN | SOLE | 45,000 | 0 | 0 | ||
FLIR SYS INC | COM | 302445101 | 111 | 3,083 | SH | SOLE | 3,083 | 0 | 0 | ||
FLIR SYS INC | COM | 302445101 | 669 | 18,671 | SH | OTR | 1 | 0 | 18,671 | 0 | |
FLOWSERVE CORP | COM | 34354P105 | 506 | 18,534 | SH | OTR | 1 | 0 | 18,534 | 0 | |
FLOWSERVE CORP | COM | 34354P105 | 84 | 3,078 | SH | SOLE | 3,078 | 0 | 0 | ||
FLUENT INC | COM | 34380C102 | 262 | 105,800 | SH | OTR | 1 | 0 | 105,800 | 0 | |
FLUENT INC | COM | 34380C102 | 59 | 23,800 | SH | SOLE | 23,800 | 0 | 0 | ||
FLUSHING FINL CORP | COM | 343873105 | 311 | 29,555 | SH | SOLE | 29,555 | 0 | 0 | ||
FLUSHING FINL CORP | COM | 343873105 | 1,384 | 131,553 | SH | OTR | 1 | 0 | 131,553 | 0 | |
FLWS/1-800 FLOWERS | CL A | 68243Q106 | 2,233 | 89,550 | SH | OTR | 1 | 0 | 89,550 | 0 | |
FLWS/1-800 FLOWERS | CL A | 68243Q106 | 504 | 20,196 | SH | SOLE | 20,196 | 0 | 0 | ||
FOOT LOCKER INC | COM | 344849104 | 3,192 | 96,640 | SH | OTR | 1 | 0 | 96,640 | 0 | |
FOOT LOCKER INC | COM | 344849104 | 33 | 1,000 | SH | OTR | 5 | 0 | 1,000 | 0 | |
FOOT LOCKER INC | COM | 344849104 | 2 | 69 | SH | SOLE | 69 | 0 | 0 | ||
FORD MTR CO DEL | COM | 345370860 | 682 | 102,334 | SH | SOLE | 102,334 | 0 | 0 | ||
FORD MTR CO DEL | COM | 345370860 | 6,308 | 947,219 | SH | OTR | 1 | 0 | 947,219 | 0 | |
FORMFACTOR INC | COM | 346375108 | 643 | 25,800 | SH | SOLE | 25,800 | 0 | 0 | ||
FORMFACTOR INC | COM | 346375108 | 2,864 | 114,900 | SH | OTR | 1 | 0 | 114,900 | 0 | |
FORTERRA INC | COM | 34960W106 | 256 | 21,700 | SH | OTR | 1 | 0 | 21,700 | 0 | |
FORTERRA INC | COM | 34960W106 | 60 | 5,100 | SH | SOLE | 5,100 | 0 | 0 | ||
FORTINET INC | COM | 34959E109 | 1,034 | 8,781 | SH | SOLE | 8,781 | 0 | 0 | ||
FORTINET INC | COM | 34959E109 | 22,280 | 189,121 | SH | OTR | 1 | 0 | 189,121 | 0 | |
FORTINET INC | COM | 34959E109 | 1,127 | 9,563 | SH | OTR | 5 | 0 | 9,563 | 0 | |
FORTIVE CORP | COM | 34959J108 | 667 | 8,758 | SH | SOLE | 8,758 | 0 | 0 | ||
FORTIVE CORP | NOTE 0.875% 2/1 | 34959JAK4 | 14,360 | 14,262,000 | PRN | SOLE | 14,262,000 | 0 | 0 | ||
FORTIVE CORP | COM | 34959J108 | 5,620 | 73,746 | SH | OTR | 1 | 0 | 73,746 | 0 | |
FORTUNE BRANDS HOME & SEC IN | COM | 34964C106 | 10,060 | 116,271 | SH | OTR | 1 | 0 | 116,271 | 0 | |
FORTUNE BRANDS HOME & SEC IN | COM | 34964C106 | 210 | 2,426 | SH | OTR | 5 | 0 | 2,426 | 0 | |
FORTUNE BRANDS HOME & SEC IN | COM | 34964C106 | 297 | 3,427 | SH | SOLE | 3,427 | 0 | 0 | ||
FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 19,104 | 29,967,000 | PRN | SOLE | 29,967,000 | 0 | 0 | ||
FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 40,548 | 63,605,000 | PRN | OTR | 1 | 0 | 63,605,000 | 0 | |
FORUM ENERGY TECHNOLOGIES IN | NOTE 9.000% 8/0 | 34984VAC4 | 134 | 210,000 | PRN | OTR | 5 | 0 | 210,000 | 0 | |
FOSTER L B CO | COM | 350060109 | 670 | 49,936 | SH | OTR | 1 | 0 | 49,936 | 0 | |
FOSTER L B CO | COM | 350060109 | 149 | 11,101 | SH | SOLE | 11,101 | 0 | 0 | ||
FOUR CORNERS PPTY TR INC | COM | 35086T109 | 1,157 | 45,200 | SH | OTR | 1 | 0 | 45,200 | 0 | |
FOUR CORNERS PPTY TR INC | COM | 35086T109 | 258 | 10,100 | SH | SOLE | 10,100 | 0 | 0 | ||
FOX CORP | CL B COM | 35137L204 | 78 | 2,792 | SH | SOLE | 2,792 | 0 | 0 | ||
FOX CORP | CL A COM | 35137L105 | 1,362 | 48,937 | SH | OTR | 1 | 0 | 48,937 | 0 | |
FOX CORP | CL A COM | 35137L105 | 295 | 10,610 | SH | SOLE | 10,610 | 0 | 0 | ||
FOX CORP | CL B COM | 35137L204 | 3,166 | 113,179 | SH | OTR | 1 | 0 | 113,179 | 0 | |
FOX FACTORY HLDG CORP | COM | 35138V102 | 766 | 10,300 | SH | OTR | 1 | 0 | 10,300 | 0 | |
FOX FACTORY HLDG CORP | COM | 35138V102 | 178 | 2,400 | SH | SOLE | 2,400 | 0 | 0 | ||
FRANKLIN ELEC INC | COM | 353514102 | 706 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
FRANKLIN ELEC INC | COM | 353514102 | 3,159 | 53,700 | SH | OTR | 1 | 0 | 53,700 | 0 | |
FRANKLIN RESOURCES INC | COM | 354613101 | 128 | 6,298 | SH | SOLE | 6,298 | 0 | 0 | ||
FRANKLIN RESOURCES INC | COM | 354613101 | 1,084 | 53,253 | SH | OTR | 1 | 0 | 53,253 | 0 | |
FREEPORT-MCMORAN INC | CL B | 35671D857 | 186 | 11,889 | SH | OTR | 5 | 0 | 11,889 | 0 | |
FREEPORT-MCMORAN INC | CL B | 35671D857 | 620 | 39,623 | SH | SOLE | 39,623 | 0 | 0 | ||
FREEPORT-MCMORAN INC | CL B | 35671D857 | 7,375 | 471,564 | SH | OTR | 1 | 0 | 471,564 | 0 | |
FRESHPET INC | COM | 358039105 | 145 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
FRESHPET INC | COM | 358039105 | 659 | 5,900 | SH | OTR | 1 | 0 | 5,900 | 0 | |
FRONT YD RESIDENTIAL CORP | COM | 35904G107 | 192 | 22,000 | SH | OTR | 1 | 0 | 22,000 | 0 | |
FRONT YD RESIDENTIAL CORP | COM | 35904G107 | 44 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
FRONTDOOR INC | COM | 35905A109 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
FRONTDOOR INC | COM | 35905A109 | 338 | 8,688 | SH | OTR | 1 | 0 | 8,688 | 0 | |
FS BANCORP INC | COM | 30263Y104 | 176 | 4,292 | SH | SOLE | 4,292 | 0 | 0 | ||
FS BANCORP INC | COM | 30263Y104 | 781 | 19,053 | SH | OTR | 1 | 0 | 19,053 | 0 | |
FTI CONSULTING INC | NOTE 2.000% 8/1 | 302941AP4 | 105 | 85,000 | PRN | SOLE | 85,000 | 0 | 0 | ||
FTI CONSULTING INC | COM | 302941109 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
FTI CONSULTING INC | COM | 302941109 | 2,211 | 20,866 | SH | OTR | 1 | 0 | 20,866 | 0 | |
GALLAGHER ARTHUR J & CO | COM | 363576109 | 530 | 5,019 | SH | SOLE | 5,019 | 0 | 0 | ||
GALLAGHER ARTHUR J & CO | COM | 363576109 | 2,879 | 27,268 | SH | OTR | 1 | 0 | 27,268 | 0 | |
GAMING & LEISURE PPTYS INC | COM | 36467J108 | 48 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
GAMING & LEISURE PPTYS INC | COM | 36467J108 | 889 | 24,080 | SH | OTR | 1 | 0 | 24,080 | 0 | |
GAP INC | COM | 364760108 | 82 | 4,838 | SH | SOLE | 4,838 | 0 | 0 | ||
GAP INC | COM | 364760108 | 498 | 29,258 | SH | OTR | 1 | 0 | 29,258 | 0 | |
GARTNER INC | COM | 366651107 | 288 | 2,303 | SH | SOLE | 2,303 | 0 | 0 | ||
GARTNER INC | COM | 366651107 | 1,588 | 12,706 | SH | OTR | 1 | 0 | 12,706 | 0 | |
GENERAC HLDGS INC | COM | 368736104 | 310 | 1,600 | SH | SOLE | 1,600 | 0 | 0 | ||
GENERAC HLDGS INC | COM | 368736104 | 1,414 | 7,300 | SH | OTR | 1 | 0 | 7,300 | 0 | |
GENERAL DYNAMICS CORP | COM | 369550108 | 842 | 6,080 | SH | SOLE | 6,080 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COM | 369550108 | 5,568 | 40,221 | SH | OTR | 1 | 0 | 40,221 | 0 | |
GENERAL ELECTRIC CO | COM | 369604103 | 8,876 | 1,424,708 | SH | OTR | 1 | 0 | 1,424,708 | 0 | |
GENERAL ELECTRIC CO | COM | 369604103 | 1,497 | 240,220 | SH | SOLE | 240,220 | 0 | 0 | ||
GENERAL MLS INC | COM | 370334104 | 6,568 | 106,481 | SH | OTR | 1 | 0 | 106,481 | 0 | |
GENERAL MLS INC | COM | 370334104 | 993 | 16,098 | SH | SOLE | 16,098 | 0 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 6,311 | 213,294 | SH | OTR | 1 | 0 | 213,294 | 0 | |
GENERAL MTRS CO | COM | 37045V100 | 976 | 32,998 | SH | SOLE | 32,998 | 0 | 0 | ||
GENMARK DIAGNOSTICS INC | COM | 372309104 | 409 | 28,800 | SH | SOLE | 28,800 | 0 | 0 | ||
GENMARK DIAGNOSTICS INC | COM | 372309104 | 1,830 | 128,900 | SH | OTR | 1 | 0 | 128,900 | 0 | |
GENUINE PARTS CO | COM | 372460105 | 362 | 3,801 | SH | SOLE | 3,801 | 0 | 0 | ||
GENUINE PARTS CO | COM | 372460105 | 1,955 | 20,541 | SH | OTR | 1 | 0 | 20,541 | 0 | |
GEO GROUP INC NEW | COM | 36162J106 | 361 | 31,807 | SH | SOLE | 31,807 | 0 | 0 | ||
GEO GROUP INC NEW | COM | 36162J106 | 1,587 | 139,965 | SH | OTR | 1 | 0 | 139,965 | 0 | |
GETTY RLTY CORP NEW | COM | 374297109 | 242 | 9,300 | SH | SOLE | 9,300 | 0 | 0 | ||
GETTY RLTY CORP NEW | COM | 374297109 | 1,079 | 41,500 | SH | OTR | 1 | 0 | 41,500 | 0 | |
GILEAD SCIENCES INC | COM | 375558103 | 1,646 | 26,043 | SH | OTR | 5 | 0 | 26,043 | 0 | |
GILEAD SCIENCES INC | COM | 375558103 | 19,243 | 304,522 | SH | OTR | 1 | 0 | 304,522 | 0 | |
GILEAD SCIENCES INC | COM | 375558103 | 2,515 | 39,799 | SH | SOLE | 39,799 | 0 | 0 | ||
GLACIER BANCORP INC NEW | COM | 37637Q105 | 103 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
GLACIER BANCORP INC NEW | COM | 37637Q105 | 455 | 14,200 | SH | OTR | 1 | 0 | 14,200 | 0 | |
GLADSTONE LD CORP | COM | 376549101 | 38 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
GLADSTONE LD CORP | COM | 376549101 | 176 | 11,700 | SH | OTR | 1 | 0 | 11,700 | 0 | |
GLOBAL PMTS INC | COM | 37940X102 | 8,566 | 48,238 | SH | OTR | 1 | 0 | 48,238 | 0 | |
GLOBAL PMTS INC | COM | 37940X102 | 1,343 | 7,560 | SH | SOLE | 7,560 | 0 | 0 | ||
GLOBAL X FDS | NASDAQ 100 COVER | 37954Y483 | 507 | 23,500 | SH | SOLE | 23,500 | 0 | 0 | ||
GLOBE LIFE INC | COM | 37959E102 | 184 | 2,306 | SH | SOLE | 2,306 | 0 | 0 | ||
GLOBE LIFE INC | COM | 37959E102 | 1,115 | 13,954 | SH | OTR | 1 | 0 | 13,954 | 0 | |
GLU MOBILE INC | COM | 379890106 | 79 | 10,300 | SH | SOLE | 10,300 | 0 | 0 | ||
GLU MOBILE INC | COM | 379890106 | 366 | 47,700 | SH | OTR | 1 | 0 | 47,700 | 0 | |
GMS INC | COM | 36251C103 | 557 | 23,100 | SH | SOLE | 23,100 | 0 | 0 | ||
GMS INC | COM | 36251C103 | 2,482 | 103,000 | SH | OTR | 1 | 0 | 103,000 | 0 | |
GODADDY INC | CL A | 380237107 | 505 | 6,651 | SH | SOLE | 6,651 | 0 | 0 | ||
GODADDY INC | CL A | 380237107 | 15,512 | 204,188 | SH | OTR | 1 | 0 | 204,188 | 0 | |
GOLD RESOURCE CORP | COM | 38068T105 | 69 | 20,283 | SH | SOLE | 20,283 | 0 | 0 | ||
GOLD RESOURCE CORP | COM | 38068T105 | 312 | 91,546 | SH | OTR | 1 | 0 | 91,546 | 0 | |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 11,045 | 54,958 | SH | OTR | 1 | 0 | 54,958 | 0 | |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 1,792 | 8,917 | SH | SOLE | 8,917 | 0 | 0 | ||
GOODYEAR TIRE & RUBR CO | COM | 382550101 | 36 | 4,700 | SH | SOLE | 4,700 | 0 | 0 | ||
GOODYEAR TIRE & RUBR CO | COM | 382550101 | 157 | 20,500 | SH | OTR | 1 | 0 | 20,500 | 0 | |
GRAFTECH INTL LTD | COM | 384313508 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
GRAFTECH INTL LTD | COM | 384313508 | 413 | 60,409 | SH | OTR | 1 | 0 | 60,409 | 0 | |
GRAHAM HLDGS CO | COM CL B | 384637104 | 364 | 900 | SH | SOLE | 900 | 0 | 0 | ||
GRAHAM HLDGS CO | COM CL B | 384637104 | 7,106 | 17,584 | SH | OTR | 1 | 0 | 17,584 | 0 | |
GRAINGER W W INC | COM | 384802104 | 379 | 1,063 | SH | SOLE | 1,063 | 0 | 0 | ||
GRAINGER W W INC | COM | 384802104 | 2,286 | 6,407 | SH | OTR | 1 | 0 | 6,407 | 0 | |
GREAT SOUTHN BANCORP INC | COM | 390905107 | 345 | 9,534 | SH | OTR | 1 | 0 | 9,534 | 0 | |
GREAT SOUTHN BANCORP INC | COM | 390905107 | 76 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
GREEN BRICK PARTNERS INC | COM | 392709101 | 1,265 | 78,600 | SH | OTR | 1 | 0 | 78,600 | 0 | |
GREEN BRICK PARTNERS INC | COM | 392709101 | 280 | 17,400 | SH | SOLE | 17,400 | 0 | 0 | ||
GREEN DOT CORP | CL A | 39304D102 | 3,026 | 59,800 | SH | OTR | 1 | 0 | 59,800 | 0 | |
GREEN DOT CORP | CL A | 39304D102 | 688 | 13,600 | SH | SOLE | 13,600 | 0 | 0 | ||
GRUBHUB INC | COM | 400110102 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
GRUBHUB INC | COM | 400110102 | 2,540 | 35,113 | SH | OTR | 1 | 0 | 35,113 | 0 | |
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 138 | 120,000 | PRN | SOLE | 120,000 | 0 | 0 | ||
HALLIBURTON CO | COM | 406216101 | 288 | 23,939 | SH | SOLE | 23,939 | 0 | 0 | ||
HALLIBURTON CO | COM | 406216101 | 1,507 | 125,088 | SH | OTR | 1 | 0 | 125,088 | 0 | |
HALOZYME THERAPEUTICS INC | COM | 40637H109 | 1,916 | 72,923 | SH | OTR | 1 | 0 | 72,923 | 0 | |
HALOZYME THERAPEUTICS INC | COM | 40637H109 | 430 | 16,355 | SH | SOLE | 16,355 | 0 | 0 | ||
HAMILTON BEACH BRANDS HLDG C | COM CL A | 40701T104 | 165 | 8,500 | SH | OTR | 1 | 0 | 8,500 | 0 | |
HAMILTON BEACH BRANDS HLDG C | COM CL A | 40701T104 | 37 | 1,900 | SH | SOLE | 1,900 | 0 | 0 | ||
HANCOCK WHITNEY CORPORATION | COM | 410120109 | 231 | 12,300 | SH | SOLE | 12,300 | 0 | 0 | ||
HANCOCK WHITNEY CORPORATION | COM | 410120109 | 1,053 | 56,000 | SH | OTR | 1 | 0 | 56,000 | 0 | |
HANESBRANDS INC | COM | 410345102 | 781 | 49,575 | SH | OTR | 1 | 0 | 49,575 | 0 | |
HANESBRANDS INC | COM | 410345102 | 129 | 8,219 | SH | SOLE | 8,219 | 0 | 0 | ||
HANMI FINL CORP | COM NEW | 410495204 | 61 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
HANMI FINL CORP | COM NEW | 410495204 | 264 | 32,200 | SH | OTR | 1 | 0 | 32,200 | 0 | |
HARROW HEALTH INC | COM | 415858109 | 426 | 76,200 | SH | OTR | 1 | 0 | 76,200 | 0 | |
HARROW HEALTH INC | COM | 415858109 | 94 | 16,800 | SH | SOLE | 16,800 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 344 | 9,339 | SH | SOLE | 9,339 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 2,786 | 75,580 | SH | OTR | 1 | 0 | 75,580 | 0 | |
HASBRO INC | COM | 418056107 | 281 | 3,401 | SH | SOLE | 3,401 | 0 | 0 | ||
HASBRO INC | COM | 418056107 | 1,501 | 18,146 | SH | OTR | 1 | 0 | 18,146 | 0 | |
HAVERTY FURNITURE INC | COM | 419596101 | 241 | 11,500 | SH | OTR | 1 | 0 | 11,500 | 0 | |
HAVERTY FURNITURE INC | COM | 419596101 | 52 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
HCA HEALTHCARE INC | COM | 40412C101 | 1,307 | 10,481 | SH | OTR | 5 | 0 | 10,481 | 0 | |
HCA HEALTHCARE INC | COM | 40412C101 | 21,488 | 172,346 | SH | OTR | 1 | 0 | 172,346 | 0 | |
HCA HEALTHCARE INC | COM | 40412C101 | 1,468 | 11,772 | SH | SOLE | 11,772 | 0 | 0 | ||
HD SUPPLY HLDGS INC | COM | 40416M105 | 491 | 11,900 | SH | SOLE | 11,900 | 0 | 0 | ||
HD SUPPLY HLDGS INC | COM | 40416M105 | 7,830 | 189,875 | SH | OTR | 1 | 0 | 189,875 | 0 | |
HEALTHCARE RLTY TR | COM | 421946104 | 410 | 13,600 | SH | OTR | 1 | 0 | 13,600 | 0 | |
HEALTHCARE RLTY TR | COM | 421946104 | 96 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
HEALTHEQUITY INC | COM | 42226A107 | 765 | 14,900 | SH | OTR | 1 | 0 | 14,900 | 0 | |
HEALTHEQUITY INC | COM | 42226A107 | 170 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
HEALTHPEAK PROPERTIES INC | COM | 42250P103 | 394 | 14,505 | SH | SOLE | 14,505 | 0 | 0 | ||
HEALTHPEAK PROPERTIES INC | COM | 42250P103 | 3,233 | 119,084 | SH | OTR | 1 | 0 | 119,084 | 0 | |
HEALTHSTREAM INC | COM | 42222N103 | 1,177 | 58,626 | SH | OTR | 1 | 0 | 58,626 | 0 | |
HEALTHSTREAM INC | COM | 42222N103 | 249 | 12,400 | SH | SOLE | 12,400 | 0 | 0 | ||
HECLA MNG CO | COM | 422704106 | 222 | 43,700 | SH | SOLE | 43,700 | 0 | 0 | ||
HECLA MNG CO | COM | 422704106 | 996 | 196,000 | SH | OTR | 1 | 0 | 196,000 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 41 | 50,000 | PRN | OTR | 4 | 0 | 50,000 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 4,118 | 5,004,000 | PRN | SOLE | 5,004,000 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 14,387 | 17,481,000 | PRN | OTR | 1 | 0 | 17,481,000 | 0 | |
HELIX ENERGY SOLUTIONS GRP I | NOTE 6.750% 2/1 | 42330PAK3 | 2,793 | 3,414,000 | PRN | DFND | 1 | 0 | 3,414,000 | 0 | |
HENRY JACK & ASSOC INC | COM | 426281101 | 326 | 2,007 | SH | SOLE | 2,007 | 0 | 0 | ||
HENRY JACK & ASSOC INC | COM | 426281101 | 1,775 | 10,914 | SH | OTR | 1 | 0 | 10,914 | 0 | |
HENRY SCHEIN INC | COM | 806407102 | 198 | 3,368 | SH | SOLE | 3,368 | 0 | 0 | ||
HENRY SCHEIN INC | COM | 806407102 | 1,195 | 20,329 | SH | OTR | 1 | 0 | 20,329 | 0 | |
HERITAGE INS HLDGS INC | COM | 42727J102 | 44 | 4,300 | SH | SOLE | 4,300 | 0 | 0 | ||
HERITAGE INS HLDGS INC | COM | 42727J102 | 185 | 18,300 | SH | OTR | 1 | 0 | 18,300 | 0 | |
HERON THERAPEUTICS INC | COM | 427746102 | 1,569 | 105,851 | SH | OTR | 1 | 0 | 105,851 | 0 | |
HERON THERAPEUTICS INC | COM | 427746102 | 352 | 23,775 | SH | SOLE | 23,775 | 0 | 0 | ||
HERSHEY CO | COM | 427866108 | 569 | 3,969 | SH | SOLE | 3,969 | 0 | 0 | ||
HERSHEY CO | COM | 427866108 | 3,009 | 20,990 | SH | OTR | 1 | 0 | 20,990 | 0 | |
HESS CORP | COM | 42809H107 | 301 | 7,342 | SH | SOLE | 7,342 | 0 | 0 | ||
HESS CORP | COM | 42809H107 | 1,593 | 38,925 | SH | OTR | 1 | 0 | 38,925 | 0 | |
HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 333 | 35,516 | SH | SOLE | 35,516 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 1,716 | 183,171 | SH | OTR | 1 | 0 | 183,171 | 0 | |
HIGHLAND INCOME FD | HIGHLAND INCOME | 43010E404 | 401 | 46,685 | SH | SOLE | 46,685 | 0 | 0 | ||
HILL ROM HLDGS INC | COM | 431475102 | 300 | 3,596 | SH | SOLE | 3,596 | 0 | 0 | ||
HILL ROM HLDGS INC | COM | 431475102 | 60 | 723 | SH | OTR | 5 | 0 | 723 | 0 | |
HILL ROM HLDGS INC | COM | 431475102 | 6,789 | 81,291 | SH | OTR | 1 | 0 | 81,291 | 0 | |
HILTON WORLDWIDE HLDGS INC | COM | 43300A203 | 3,369 | 39,486 | SH | OTR | 1 | 0 | 39,486 | 0 | |
HILTON WORLDWIDE HLDGS INC | COM | 43300A203 | 626 | 7,338 | SH | SOLE | 7,338 | 0 | 0 | ||
HMS HLDGS CORP | COM | 40425J101 | 1,509 | 63,000 | SH | OTR | 1 | 0 | 63,000 | 0 | |
HMS HLDGS CORP | COM | 40425J101 | 342 | 14,300 | SH | SOLE | 14,300 | 0 | 0 | ||
HNI CORP | COM | 404251100 | 474 | 15,100 | SH | SOLE | 15,100 | 0 | 0 | ||
HNI CORP | COM | 404251100 | 2,109 | 67,200 | SH | OTR | 1 | 0 | 67,200 | 0 | |
HOLLYFRONTIER CORP | COM | 436106108 | 962 | 48,816 | SH | OTR | 5 | 0 | 48,816 | 0 | |
HOLLYFRONTIER CORP | COM | 436106108 | 10,334 | 524,318 | SH | OTR | 1 | 0 | 524,318 | 0 | |
HOLLYFRONTIER CORP | COM | 436106108 | 471 | 23,880 | SH | SOLE | 23,880 | 0 | 0 | ||
HOLOGIC INC | COM | 436440101 | 883 | 13,289 | SH | SOLE | 13,289 | 0 | 0 | ||
HOLOGIC INC | COM | 436440101 | 853 | 12,830 | SH | OTR | 5 | 0 | 12,830 | 0 | |
HOLOGIC INC | COM | 436440101 | 18,847 | 283,545 | SH | OTR | 1 | 0 | 283,545 | 0 | |
HOME BANCSHARES INC | COM | 436893200 | 39 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
HOME BANCSHARES INC | COM | 436893200 | 165 | 10,900 | SH | OTR | 1 | 0 | 10,900 | 0 | |
HOME DEPOT INC | COM | 437076102 | 62,086 | 223,565 | SH | OTR | 1 | 0 | 223,565 | 0 | |
HOME DEPOT INC | COM | 437076102 | 8,936 | 32,176 | SH | SOLE | 32,176 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 2,431 | 8,754 | SH | OTR | 5 | 0 | 8,754 | 0 | |
HOMESTREET INC | COM | 43785V102 | 214 | 8,300 | SH | OTR | 1 | 0 | 8,300 | 0 | |
HOMESTREET INC | COM | 43785V102 | 46 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 17,684 | 107,429 | SH | OTR | 1 | 0 | 107,429 | 0 | |
HONEYWELL INTL INC | COM | 438516106 | 3,128 | 19,001 | SH | SOLE | 19,001 | 0 | 0 | ||
HOOKER FURNITURE CORP | COM | 439038100 | 44 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
HOOKER FURNITURE CORP | COM | 439038100 | 201 | 7,800 | SH | OTR | 1 | 0 | 7,800 | 0 | |
HOPE BANCORP INC | COM | 43940T109 | 1,694 | 223,400 | SH | OTR | 1 | 0 | 223,400 | 0 | |
HOPE BANCORP INC | COM | 43940T109 | 379 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
HORIZON BANCORP INC | COM | 440407104 | 111 | 11,000 | SH | OTR | 1 | 0 | 11,000 | 0 | |
HORIZON BANCORP INC | COM | 440407104 | 25 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
HORMEL FOODS CORP | COM | 440452100 | 1,953 | 39,954 | SH | OTR | 1 | 0 | 39,954 | 0 | |
HORMEL FOODS CORP | COM | 440452100 | 376 | 7,692 | SH | SOLE | 7,692 | 0 | 0 | ||
HOST HOTELS & RESORTS INC | COM | 44107P104 | 1,086 | 100,687 | SH | OTR | 1 | 0 | 100,687 | 0 | |
HOST HOTELS & RESORTS INC | COM | 44107P104 | 208 | 19,297 | SH | SOLE | 19,297 | 0 | 0 | ||
HOWMET AEROSPACE INC | COM | 443201108 | 155 | 9,251 | SH | SOLE | 9,251 | 0 | 0 | ||
HOWMET AEROSPACE INC | COM | 443201108 | 935 | 55,893 | SH | OTR | 1 | 0 | 55,893 | 0 | |
HP INC | COM | 40434L105 | 1,247 | 65,674 | SH | OTR | 5 | 0 | 65,674 | 0 | |
HP INC | COM | 40434L105 | 1,088 | 57,302 | SH | SOLE | 57,302 | 0 | 0 | ||
HP INC | COM | 40434L105 | 18,941 | 997,397 | SH | OTR | 1 | 0 | 997,397 | 0 | |
HUB GROUP INC | CL A | 443320106 | 602 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
HUB GROUP INC | CL A | 443320106 | 2,695 | 53,700 | SH | OTR | 1 | 0 | 53,700 | 0 | |
HUBSPOT INC | NOTE 0.250% 6/0 | 443573AB6 | 294 | 95,000 | PRN | SOLE | 95,000 | 0 | 0 | ||
HUMANA INC | COM | 444859102 | 25,936 | 62,663 | SH | OTR | 1 | 0 | 62,663 | 0 | |
HUMANA INC | COM | 444859102 | 2,240 | 5,412 | SH | SOLE | 5,412 | 0 | 0 | ||
HUMANA INC | COM | 444859102 | 1,520 | 3,672 | SH | OTR | 5 | 0 | 3,672 | 0 | |
HUNT J B TRANS SVCS INC | COM | 445658107 | 527 | 4,172 | SH | SOLE | 4,172 | 0 | 0 | ||
HUNT J B TRANS SVCS INC | COM | 445658107 | 10,209 | 80,780 | SH | OTR | 1 | 0 | 80,780 | 0 | |
HUNT J B TRANS SVCS INC | COM | 445658107 | 1,070 | 8,470 | SH | OTR | 5 | 0 | 8,470 | 0 | |
HUNTINGTON BANCSHARES INC | COM | 446150104 | 1,328 | 144,857 | SH | OTR | 1 | 0 | 144,857 | 0 | |
HUNTINGTON BANCSHARES INC | COM | 446150104 | 252 | 27,500 | SH | SOLE | 27,500 | 0 | 0 | ||
HUNTINGTON INGALLS INDS INC | COM | 446413106 | 3,067 | 21,789 | SH | OTR | 1 | 0 | 21,789 | 0 | |
HUNTINGTON INGALLS INDS INC | COM | 446413106 | 161 | 1,142 | SH | SOLE | 1,142 | 0 | 0 | ||
HUNTINGTON INGALLS INDS INC | COM | 446413106 | 351 | 2,491 | SH | OTR | 5 | 0 | 2,491 | 0 | |
HUNTSMAN CORP | COM | 447011107 | 232 | 10,436 | SH | SOLE | 10,436 | 0 | 0 | ||
HUNTSMAN CORP | COM | 447011107 | 6,421 | 289,122 | SH | OTR | 1 | 0 | 289,122 | 0 | |
HYSTER YALE MATLS HANDLING I | CL A | 449172105 | 48 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
HYSTER YALE MATLS HANDLING I | CL A | 449172105 | 212 | 5,700 | SH | OTR | 1 | 0 | 5,700 | 0 | |
IAA INC | COM | 449253103 | 724 | 13,906 | SH | OTR | 1 | 0 | 13,906 | 0 | |
IAA INC | COM | 449253103 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
IAC INTERACTIVECORP NEW | COM | 44891N109 | 30 | 250 | SH | SOLE | 250 | 0 | 0 | ||
IAC INTERACTIVECORP NEW | COM | 44891N109 | 2,219 | 18,527 | SH | OTR | 1 | 0 | 18,527 | 0 | |
IDEX CORP | COM | 45167R104 | 1,961 | 10,753 | SH | OTR | 1 | 0 | 10,753 | 0 | |
IDEX CORP | COM | 45167R104 | 379 | 2,080 | SH | SOLE | 2,080 | 0 | 0 | ||
IDEXX LABS INC | COM | 45168D104 | 985 | 2,506 | SH | SOLE | 2,506 | 0 | 0 | ||
IDEXX LABS INC | COM | 45168D104 | 9,548 | 24,289 | SH | OTR | 1 | 0 | 24,289 | 0 | |
IDT CORP | CL B NEW | 448947507 | 199 | 30,300 | SH | SOLE | 30,300 | 0 | 0 | ||
IDT CORP | CL B NEW | 448947507 | 889 | 135,100 | SH | OTR | 1 | 0 | 135,100 | 0 | |
IES HLDGS INC | COM | 44951W106 | 388 | 12,200 | SH | OTR | 1 | 0 | 12,200 | 0 | |
IES HLDGS INC | COM | 44951W106 | 92 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
II-VI INC | NOTE 0.250% 9/0 | 902104AB4 | 119 | 105,000 | PRN | SOLE | 105,000 | 0 | 0 | ||
II-VI INC | COM | 902104108 | 1,310 | 32,300 | SH | OTR | 1 | 0 | 32,300 | 0 | |
II-VI INC | COM | 902104108 | 296 | 7,300 | SH | SOLE | 7,300 | 0 | 0 | ||
ILLINOIS TOOL WKS INC | COM | 452308109 | 9,081 | 47,003 | SH | OTR | 1 | 0 | 47,003 | 0 | |
ILLINOIS TOOL WKS INC | COM | 452308109 | 1,485 | 7,686 | SH | SOLE | 7,686 | 0 | 0 | ||
ILLUMINA INC | COM | 452327109 | 6,425 | 20,789 | SH | OTR | 1 | 0 | 20,789 | 0 | |
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 21,847 | 20,459,000 | PRN | OTR | 1 | 0 | 20,459,000 | 0 | |
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 11,202 | 8,697,000 | PRN | SOLE | 8,697,000 | 0 | 0 | ||
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 5,595 | 4,361,000 | PRN | DFND | 1 | 0 | 4,361,000 | 0 | |
ILLUMINA INC | NOTE 0.500% 6/1 | 452327AH2 | 80 | 62,000 | PRN | OTR | 4 | 0 | 62,000 | 0 | |
ILLUMINA INC | COM | 452327109 | 1,188 | 3,843 | SH | SOLE | 3,843 | 0 | 0 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 1,822 | 1,706,000 | PRN | SOLE | 1,706,000 | 0 | 0 | ||
INCYTE CORP | COM | 45337C102 | 19,653 | 218,998 | SH | OTR | 1 | 0 | 218,998 | 0 | |
INCYTE CORP | COM | 45337C102 | 526 | 5,864 | SH | SOLE | 5,864 | 0 | 0 | ||
INCYTE CORP | COM | 45337C102 | 462 | 5,150 | SH | OTR | 5 | 0 | 5,150 | 0 | |
INDEPENDENT BK CORP MICH | COM NEW | 453838609 | 155 | 12,300 | SH | OTR | 1 | 0 | 12,300 | 0 | |
INDEPENDENT BK CORP MICH | COM NEW | 453838609 | 34 | 2,700 | SH | SOLE | 2,700 | 0 | 0 | ||
INDEXIQ ACTIVE ETF TR | IQ MACKAY INTRME | 45409F827 | 36,580 | 1,386,150 | SH | OTR | 3 | 0 | 1,386,150 | 0 | |
INDEXIQ ACTIVE ETF TR | IQ MACKAY INTRME | 45409F827 | 36,580 | 0 | SH | SOLE | 0 | 0 | 0 | ||
INDEXIQ ETF TR | HDG EVE DRIV | 45409B404 | 5,259 | 0 | SH | SOLE | 0 | 0 | 0 | ||
INDEXIQ ETF TR | LNG SHT TRACK | 45409B305 | 5,382 | 225,725 | SH | OTR | 3 | 0 | 225,725 | 0 | |
INDEXIQ ETF TR | IQ CANDRM ESG US | 45409B461 | 5,765 | 0 | SH | SOLE | 0 | 0 | 0 | ||
INDEXIQ ETF TR | LNG SHT TRACK | 45409B305 | 5,382 | 0 | SH | SOLE | 0 | 0 | 0 | ||
INDEXIQ ETF TR | IQ CNDRM ESG INT | 45409B453 | 9,535 | 397,300 | SH | OTR | 3 | 0 | 397,300 | 0 | |
INDEXIQ ETF TR | HDG EVE DRIV | 45409B404 | 5,259 | 231,687 | SH | OTR | 3 | 0 | 231,687 | 0 | |
INDEXIQ ETF TR | IQ CNDRM ESG INT | 45409B453 | 9,535 | 0 | SH | SOLE | 0 | 0 | 0 | ||
INDEXIQ ETF TR | IQ CANDRM ESG US | 45409B461 | 5,765 | 198,400 | SH | OTR | 3 | 0 | 198,400 | 0 | |
INDUSTRIAL LOGISTICS PPTYS T | COM SHS BEN INT | 456237106 | 1,579 | 72,200 | SH | OTR | 1 | 0 | 72,200 | 0 | |
INDUSTRIAL LOGISTICS PPTYS T | COM SHS BEN INT | 456237106 | 359 | 16,400 | SH | SOLE | 16,400 | 0 | 0 | ||
INFINERA CORP | COM | 45667G103 | 150 | 24,400 | SH | OTR | 1 | 0 | 24,400 | 0 | |
INFINERA CORP | NOTE 2.125% 9/0 | 45667GAC7 | 120 | 130,000 | PRN | SOLE | 130,000 | 0 | 0 | ||
INFINERA CORP | COM | 45667G103 | 36 | 5,900 | SH | SOLE | 5,900 | 0 | 0 | ||
INFUSYSTEM HLDGS INC | COM | 45685K102 | 427 | 33,300 | SH | OTR | 1 | 0 | 33,300 | 0 | |
INFUSYSTEM HLDGS INC | COM | 45685K102 | 92 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
INGERSOLL RAND INC | COM | 45687V106 | 1,882 | 52,853 | SH | OTR | 1 | 0 | 52,853 | 0 | |
INGERSOLL RAND INC | COM | 45687V106 | 330 | 9,276 | SH | SOLE | 9,276 | 0 | 0 | ||
INGREDION INC | COM | 457187102 | 114 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
INGREDION INC | COM | 457187102 | 1,004 | 13,265 | SH | OTR | 1 | 0 | 13,265 | 0 | |
INNOVATIVE INDL PPTYS INC | COM | 45781V101 | 1,278 | 10,300 | SH | OTR | 1 | 0 | 10,300 | 0 | |
INNOVATIVE INDL PPTYS INC | COM | 45781V101 | 273 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
INNOVIVA INC | COM | 45781M101 | 1,622 | 155,200 | SH | OTR | 1 | 0 | 155,200 | 0 | |
INNOVIVA INC | COM | 45781M101 | 364 | 34,800 | SH | SOLE | 34,800 | 0 | 0 | ||
INOVALON HLDGS INC | COM CL A | 45781D101 | 1,524 | 57,600 | SH | OTR | 1 | 0 | 57,600 | 0 | |
INOVALON HLDGS INC | COM CL A | 45781D101 | 346 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
INPHI CORP | COM | 45772F107 | 1,275 | 11,361 | SH | OTR | 1 | 0 | 11,361 | 0 | |
INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 130 | 47,000 | PRN | OTR | 4 | 0 | 47,000 | 0 | |
INPHI CORP | COM | 45772F107 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 8,792 | 3,167,000 | PRN | DFND | 1 | 0 | 3,167,000 | 0 | |
INPHI CORP | NOTE 1.125%12/0 | 45772FAB3 | 64 | 23,000 | PRN | SOLE | 23,000 | 0 | 0 | ||
INSIGHT ENTERPRISES INC | NOTE 0.750% 2/1 | 45765UAB9 | 90 | 85,000 | PRN | SOLE | 85,000 | 0 | 0 | ||
INSMED INC | COM PAR $.01 | 457669307 | 2,363 | 73,526 | SH | OTR | 1 | 0 | 73,526 | 0 | |
INSMED INC | NOTE 1.750% 1/1 | 457669AA7 | 104 | 95,000 | PRN | SOLE | 95,000 | 0 | 0 | ||
INSMED INC | COM PAR $.01 | 457669307 | 529 | 16,454 | SH | SOLE | 16,454 | 0 | 0 | ||
INSPERITY INC | COM | 45778Q107 | 2,155 | 32,900 | SH | OTR | 1 | 0 | 32,900 | 0 | |
INSPERITY INC | COM | 45778Q107 | 472 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
INSPIRE MED SYS INC | COM | 457730109 | 155 | 1,200 | SH | SOLE | 1,200 | 0 | 0 | ||
INSPIRE MED SYS INC | COM | 457730109 | 736 | 5,700 | SH | OTR | 1 | 0 | 5,700 | 0 | |
INSTEEL INDS INC | COM | 45774W108 | 798 | 42,700 | SH | OTR | 1 | 0 | 42,700 | 0 | |
INSTEEL INDS INC | COM | 45774W108 | 176 | 9,400 | SH | SOLE | 9,400 | 0 | 0 | ||
INTEGER HLDGS CORP | COM | 45826H109 | 54 | 919 | SH | SOLE | 919 | 0 | 0 | ||
INTEGER HLDGS CORP | COM | 45826H109 | 246 | 4,174 | SH | OTR | 1 | 0 | 4,174 | 0 | |
INTEL CORP | COM | 458140100 | 2,833 | 54,706 | SH | OTR | 5 | 0 | 54,706 | 0 | |
INTEL CORP | COM | 458140100 | 44,845 | 866,074 | SH | OTR | 1 | 0 | 866,074 | 0 | |
INTEL CORP | COM | 458140100 | 7,085 | 136,823 | SH | SOLE | 136,823 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | COM | 45845P108 | 347 | 8,361 | SH | SOLE | 8,361 | 0 | 0 | ||
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 1,450 | 1,804,000 | PRN | DFND | 1 | 0 | 1,804,000 | 0 | |
INTERCEPT PHARMACEUTICALS IN | NOTE 3.250% 7/0 | 45845PAA6 | 23 | 28,000 | PRN | OTR | 4 | 0 | 28,000 | 0 | |
INTERCEPT PHARMACEUTICALS IN | COM | 45845P108 | 1,549 | 37,365 | SH | OTR | 1 | 0 | 37,365 | 0 | |
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 1,762 | 17,609 | SH | SOLE | 17,609 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 12,674 | 126,678 | SH | OTR | 1 | 0 | 126,678 | 0 | |
INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 918 | 9,176 | SH | OTR | 5 | 0 | 9,176 | 0 | |
INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 2,257 | 2,180,000 | PRN | SOLE | 2,180,000 | 0 | 0 | ||
INTERDIGITAL INC | COM | 45867G101 | 445 | 7,800 | SH | OTR | 1 | 0 | 7,800 | 0 | |
INTERDIGITAL INC | COM | 45867G101 | 103 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 2.000% 6/0 | 45867GAB7 | 7,619 | 7,360,000 | PRN | OTR | 1 | 0 | 7,360,000 | 0 | |
INTERFACE INC | COM | 458665304 | 570 | 93,200 | SH | OTR | 1 | 0 | 93,200 | 0 | |
INTERFACE INC | COM | 458665304 | 129 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 2,842 | 23,355 | SH | SOLE | 23,355 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 16,619 | 136,588 | SH | OTR | 1 | 0 | 136,588 | 0 | |
INTERNATIONAL FLAVORS&FRAGRA | COM | 459506101 | 1,864 | 15,226 | SH | OTR | 1 | 0 | 15,226 | 0 | |
INTERNATIONAL FLAVORS&FRAGRA | COM | 459506101 | 346 | 2,823 | SH | SOLE | 2,823 | 0 | 0 | ||
INTERNATIONAL PAPER CO | COM | 460146103 | 437 | 10,773 | SH | SOLE | 10,773 | 0 | 0 | ||
INTERNATIONAL PAPER CO | COM | 460146103 | 2,816 | 69,465 | SH | OTR | 1 | 0 | 69,465 | 0 | |
INTERPUBLIC GROUP COS INC | COM | 460690100 | 1,053 | 63,148 | SH | OTR | 1 | 0 | 63,148 | 0 | |
INTERPUBLIC GROUP COS INC | COM | 460690100 | 153 | 9,168 | SH | SOLE | 9,168 | 0 | 0 | ||
INTERSECT ENT INC | COM | 46071F103 | 139 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
INTERSECT ENT INC | COM | 46071F103 | 623 | 38,200 | SH | OTR | 1 | 0 | 38,200 | 0 | |
INTUIT | COM | 461202103 | 2,370 | 7,265 | SH | SOLE | 7,265 | 0 | 0 | ||
INTUIT | COM | 461202103 | 12,404 | 38,024 | SH | OTR | 1 | 0 | 38,024 | 0 | |
INTUITIVE SURGICAL INC | COM NEW | 46120E602 | 11,894 | 16,763 | SH | OTR | 1 | 0 | 16,763 | 0 | |
INTUITIVE SURGICAL INC | COM NEW | 46120E602 | 2,242 | 3,160 | SH | SOLE | 3,160 | 0 | 0 | ||
INVESCO ADVANTAGE MUN INCOME | SH BEN INT | 46132E103 | 2,661 | 246,115 | SH | SOLE | 246,115 | 0 | 0 | ||
INVESCO DYNAMIC CR OPPORTUNI | COM | 46132R104 | 394 | 42,831 | SH | SOLE | 42,831 | 0 | 0 | ||
INVESCO EXCH TRADED FD TR II | NATL AMT MUNI | 46138E537 | 73,233 | 2,750,000 | SH | SOLE | 2,750,000 | 0 | 0 | ||
INVESCO EXCH TRADED FD TR II | NATL AMT MUNI | 46138E537 | 73,233 | 2,750,000 | SH | OTR | 1 | 0 | 2,750,000 | 0 | |
INVESCO MUN TR | COM | 46131J103 | 680 | 56,581 | SH | SOLE | 56,581 | 0 | 0 | ||
INVESCO PA VALUE MUN INC TR | COM | 46132K109 | 840 | 68,544 | SH | OTR | 1 | 0 | 68,544 | 0 | |
INVESCO PA VALUE MUN INC TR | COM | 46132K109 | 3,323 | 271,019 | SH | SOLE | 271,019 | 0 | 0 | ||
INVESCO QUALITY MUN INCOME T | COM | 46133G107 | 5,140 | 415,881 | SH | SOLE | 415,881 | 0 | 0 | ||
INVESCO SR INCOME TR | COM | 46131H107 | 374 | 102,203 | SH | SOLE | 102,203 | 0 | 0 | ||
INVESCO TR INVT GRADE MUNS | COM | 46131M106 | 1,936 | 155,897 | SH | SOLE | 155,897 | 0 | 0 | ||
INVESTORS BANCORP INC NEW | COM | 46146L101 | 295 | 40,700 | SH | SOLE | 40,700 | 0 | 0 | ||
INVESTORS BANCORP INC NEW | COM | 46146L101 | 1,317 | 181,400 | SH | OTR | 1 | 0 | 181,400 | 0 | |
INVITAE CORP | COM | 46185L103 | 2,835 | 65,400 | SH | OTR | 1 | 0 | 65,400 | 0 | |
INVITAE CORP | COM | 46185L103 | 629 | 14,500 | SH | SOLE | 14,500 | 0 | 0 | ||
INVITAE CORP | NOTE 2.000% 9/0 | 46185LAB9 | 140 | 85,000 | PRN | SOLE | 85,000 | 0 | 0 | ||
INVITATION HOMES INC | COM | 46187W107 | 48 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
INVITATION HOMES INC | COM | 46187W107 | 3,958 | 141,395 | SH | OTR | 1 | 0 | 141,395 | 0 | |
IPG PHOTONICS CORP | COM | 44980X109 | 898 | 5,281 | SH | OTR | 1 | 0 | 5,281 | 0 | |
IPG PHOTONICS CORP | COM | 44980X109 | 148 | 870 | SH | SOLE | 870 | 0 | 0 | ||
IQVIA HLDGS INC | COM | 46266C105 | 1,377 | 8,734 | SH | SOLE | 8,734 | 0 | 0 | ||
IQVIA HLDGS INC | COM | 46266C105 | 1,279 | 8,116 | SH | OTR | 5 | 0 | 8,116 | 0 | |
IQVIA HLDGS INC | COM | 46266C105 | 28,956 | 183,699 | SH | OTR | 1 | 0 | 183,699 | 0 | |
IRHYTHM TECHNOLOGIES INC | COM | 450056106 | 1,905 | 8,000 | SH | OTR | 1 | 0 | 8,000 | 0 | |
IRHYTHM TECHNOLOGIES INC | COM | 450056106 | 405 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
IRON MTN INC NEW | COM | 46284V101 | 182 | 6,791 | SH | SOLE | 6,791 | 0 | 0 | ||
IRON MTN INC NEW | COM | 46284V101 | 1,099 | 41,031 | SH | OTR | 1 | 0 | 41,031 | 0 | |
IRONWOOD PHARMACEUTICALS INC | COM CL A | 46333X108 | 274 | 30,467 | SH | SOLE | 30,467 | 0 | 0 | ||
IRONWOOD PHARMACEUTICALS INC | COM CL A | 46333X108 | 1,231 | 136,824 | SH | OTR | 1 | 0 | 136,824 | 0 | |
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 114 | 110,000 | PRN | SOLE | 110,000 | 0 | 0 | ||
ISHARES GOLD TRUST | ISHARES | 464285105 | 33,443 | 1,859,000 | SH | OTR | 1 | 0 | 1,859,000 | 0 | |
ISHARES GOLD TRUST | ISHARES | 464285105 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
ISHARES INC | CORE MSCI EMKT | 46434G103 | 929 | 17,592 | SH | OTR | 1 | 0 | 17,592 | 0 | |
ISHARES INC | CORE MSCI EMKT | 46434G103 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
ISHARES TR | RUS 1000 GRW ETF | 464287614 | 25,486 | 117,505 | SH | OTR | 1 | 0 | 117,505 | 0 | |
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 501 | 11,356 | SH | OTR | 1 | 0 | 11,356 | 0 | |
ISHARES TR | RUS MID CAP ETF | 464287499 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
ISHARES TR | MSCI SAUDI ARBIA | 46434V423 | 1,773 | 59,696 | SH | OTR | 1 | 0 | 59,696 | 0 | |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 11,716 | 78,217 | SH | OTR | 1 | 0 | 78,217 | 0 | |
ISHARES TR | MSCI ACWI ETF | 464288257 | 220 | 2,750 | SH | SOLE | 2,750 | 0 | 0 | ||
ISHARES TR | RUS 1000 GRW ETF | 464287614 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
ISHARES TR | RUS MID CAP ETF | 464287499 | 8,190 | 142,737 | SH | OTR | 1 | 0 | 142,737 | 0 | |
ISHARES TR | MSCI SAUDI ARBIA | 46434V423 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
ISHARES TR | CORE S&P MCP ETF | 464287507 | 3,088 | 16,666 | SH | OTR | 1 | 0 | 16,666 | 0 | |
ISHARES TR | CORE S&P MCP ETF | 464287507 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 1,171 | 7,815 | SH | SOLE | 7,815 | 0 | 0 | ||
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 42 | 41,000 | PRN | OTR | 4 | 0 | 41,000 | 0 | |
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 23,646 | 22,826,000 | PRN | OTR | 1 | 0 | 22,826,000 | 0 | |
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 2,935 | 2,840,000 | PRN | DFND | 1 | 0 | 2,840,000 | 0 | |
ISIS PHARMACEUTICALS INC DEL | NOTE 1.000%11/1 | 464337AJ3 | 7,420 | 7,163,000 | PRN | SOLE | 7,163,000 | 0 | 0 | ||
J2 GLOBAL INC | COM | 48123V102 | 208 | 3,000 | SH | OTR | 1 | 0 | 3,000 | 0 | |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 121 | 105,000 | PRN | SOLE | 105,000 | 0 | 0 | ||
J2 GLOBAL INC | COM | 48123V102 | 48 | 700 | SH | SOLE | 700 | 0 | 0 | ||
JABIL INC | COM | 466313103 | 1,036 | 30,229 | SH | OTR | 5 | 0 | 30,229 | 0 | |
JABIL INC | COM | 466313103 | 519 | 15,152 | SH | SOLE | 15,152 | 0 | 0 | ||
JABIL INC | COM | 466313103 | 18,999 | 554,540 | SH | OTR | 1 | 0 | 554,540 | 0 | |
JACK IN THE BOX INC | COM | 466367109 | 182 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
JACK IN THE BOX INC | COM | 466367109 | 825 | 10,400 | SH | OTR | 1 | 0 | 10,400 | 0 | |
JACOBS ENGR GROUP INC | COM | 469814107 | 331 | 3,573 | SH | SOLE | 3,573 | 0 | 0 | ||
JACOBS ENGR GROUP INC | COM | 469814107 | 1,720 | 18,541 | SH | OTR | 1 | 0 | 18,541 | 0 | |
JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 218 | 215,000 | PRN | SOLE | 215,000 | 0 | 0 | ||
JD.COM INC | SPON ADR CL A | 47215P106 | 248 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
JD.COM INC | SPON ADR CL A | 47215P106 | 3 | 36 | SH | DFND | 1 | 0 | 36 | 0 | |
JD.COM INC | SPON ADR CL A | 47215P106 | 2,076 | 26,752 | SH | OTR | 1 | 0 | 26,752 | 0 | |
JEFFERIES FINL GROUP INC | COM | 47233W109 | 225 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
JEFFERIES FINL GROUP INC | COM | 47233W109 | 1,831 | 101,731 | SH | OTR | 1 | 0 | 101,731 | 0 | |
JELD-WEN HLDG INC | COM | 47580P103 | 640 | 28,300 | SH | SOLE | 28,300 | 0 | 0 | ||
JELD-WEN HLDG INC | COM | 47580P103 | 2,850 | 126,100 | SH | OTR | 1 | 0 | 126,100 | 0 | |
JOHNSON & JOHNSON | COM | 478160104 | 72,434 | 486,526 | SH | OTR | 1 | 0 | 486,526 | 0 | |
JOHNSON & JOHNSON | COM | 478160104 | 10,694 | 71,831 | SH | SOLE | 71,831 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 4,174 | 28,037 | SH | OTR | 5 | 0 | 28,037 | 0 | |
JOHNSON OUTDOORS INC | CL A | 479167108 | 827 | 10,100 | SH | OTR | 1 | 0 | 10,100 | 0 | |
JOHNSON OUTDOORS INC | CL A | 479167108 | 180 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
JOYY INC | ADS REPSTG COM A | 46591M109 | 2 | 21 | SH | DFND | 1 | 0 | 21 | 0 | |
JOYY INC | ADS REPSTG COM A | 46591M109 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
JOYY INC | ADS REPSTG COM A | 46591M109 | 629 | 7,800 | SH | OTR | 1 | 0 | 7,800 | 0 | |
JPMORGAN CHASE & CO | COM | 46625H100 | 1,363 | 14,161 | SH | OTR | 5 | 0 | 14,161 | 0 | |
JPMORGAN CHASE & CO | COM | 46625H100 | 47,743 | 495,923 | SH | OTR | 1 | 0 | 495,923 | 0 | |
JPMORGAN CHASE & CO | COM | 46625H100 | 7,824 | 81,270 | SH | SOLE | 81,270 | 0 | 0 | ||
JUNIPER NETWORKS INC | COM | 48203R104 | 168 | 7,832 | SH | SOLE | 7,832 | 0 | 0 | ||
JUNIPER NETWORKS INC | COM | 48203R104 | 1,016 | 47,238 | SH | OTR | 1 | 0 | 47,238 | 0 | |
K12 INC | COM | 48273U102 | 113 | 4,300 | SH | SOLE | 4,300 | 0 | 0 | ||
K12 INC | COM | 48273U102 | 527 | 20,000 | SH | OTR | 1 | 0 | 20,000 | 0 | |
KADMON HLDGS INC | COM | 48283N106 | 867 | 221,100 | SH | OTR | 1 | 0 | 221,100 | 0 | |
KADMON HLDGS INC | COM | 48283N106 | 194 | 49,600 | SH | SOLE | 49,600 | 0 | 0 | ||
KAISER ALUMINUM CORP | COM PAR $0.01 | 483007704 | 504 | 9,400 | SH | SOLE | 9,400 | 0 | 0 | ||
KAISER ALUMINUM CORP | COM PAR $0.01 | 483007704 | 2,256 | 42,100 | SH | OTR | 1 | 0 | 42,100 | 0 | |
KANSAS CITY SOUTHERN | COM NEW | 485170302 | 475 | 2,627 | SH | SOLE | 2,627 | 0 | 0 | ||
KANSAS CITY SOUTHERN | COM NEW | 485170302 | 2,429 | 13,435 | SH | OTR | 1 | 0 | 13,435 | 0 | |
KAR AUCTION SVCS INC | COM | 48238T109 | 238 | 16,500 | SH | OTR | 1 | 0 | 16,500 | 0 | |
KAR AUCTION SVCS INC | COM | 48238T109 | 55 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | ||
KARYOPHARM THERAPEUTICS INC | NOTE 3.000%10/1 | 48576UAA4 | 111 | 93,000 | PRN | SOLE | 93,000 | 0 | 0 | ||
KB HOME | COM | 48666K109 | 123 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
KB HOME | COM | 48666K109 | 518 | 13,500 | SH | OTR | 1 | 0 | 13,500 | 0 | |
KELLOGG CO | COM | 487836108 | 2,334 | 36,133 | SH | OTR | 1 | 0 | 36,133 | 0 | |
KELLOGG CO | COM | 487836108 | 444 | 6,875 | SH | SOLE | 6,875 | 0 | 0 | ||
KELLY SVCS INC | CL A | 488152208 | 80 | 4,700 | SH | SOLE | 4,700 | 0 | 0 | ||
KELLY SVCS INC | CL A | 488152208 | 341 | 20,000 | SH | OTR | 1 | 0 | 20,000 | 0 | |
KEURIG DR PEPPER INC | COM | 49271V100 | 1,152 | 41,726 | SH | OTR | 1 | 0 | 41,726 | 0 | |
KEURIG DR PEPPER INC | COM | 49271V100 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
KEYCORP | COM | 493267108 | 1,658 | 138,974 | SH | OTR | 1 | 0 | 138,974 | 0 | |
KEYCORP | COM | 493267108 | 313 | 26,249 | SH | SOLE | 26,249 | 0 | 0 | ||
KEYSIGHT TECHNOLOGIES INC | COM | 49338L103 | 495 | 5,014 | SH | SOLE | 5,014 | 0 | 0 | ||
KEYSIGHT TECHNOLOGIES INC | COM | 49338L103 | 2,632 | 26,648 | SH | OTR | 1 | 0 | 26,648 | 0 | |
KFORCE INC | COM | 493732101 | 2,236 | 69,500 | SH | OTR | 1 | 0 | 69,500 | 0 | |
KFORCE INC | COM | 493732101 | 502 | 15,600 | SH | SOLE | 15,600 | 0 | 0 | ||
KIMBALL ELECTRONICS INC | COM | 49428J109 | 355 | 30,700 | SH | SOLE | 30,700 | 0 | 0 | ||
KIMBALL ELECTRONICS INC | COM | 49428J109 | 1,599 | 138,300 | SH | OTR | 1 | 0 | 138,300 | 0 | |
KIMBALL INTL INC | CL B | 494274103 | 61 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
KIMBALL INTL INC | CL B | 494274103 | 286 | 27,100 | SH | OTR | 1 | 0 | 27,100 | 0 | |
KIMBERLY CLARK CORP | COM | 494368103 | 13,971 | 94,619 | SH | OTR | 1 | 0 | 94,619 | 0 | |
KIMBERLY CLARK CORP | COM | 494368103 | 1,510 | 10,224 | SH | SOLE | 10,224 | 0 | 0 | ||
KIMBERLY CLARK CORP | COM | 494368103 | 1,419 | 9,607 | SH | OTR | 5 | 0 | 9,607 | 0 | |
KIMCO RLTY CORP | COM | 49446R109 | 115 | 10,186 | SH | SOLE | 10,186 | 0 | 0 | ||
KIMCO RLTY CORP | COM | 49446R109 | 693 | 61,585 | SH | OTR | 1 | 0 | 61,585 | 0 | |
KINDER MORGAN INC DEL | COM | 49456B101 | 4,689 | 380,307 | SH | OTR | 1 | 0 | 380,307 | 0 | |
KINDER MORGAN INC DEL | COM | 49456B101 | 35 | 2,827 | SH | OTR | 5 | 0 | 2,827 | 0 | |
KINDER MORGAN INC DEL | COM | 49456B101 | 630 | 51,117 | SH | SOLE | 51,117 | 0 | 0 | ||
KINSALE CAP GROUP INC | COM | 49714P108 | 285 | 1,500 | SH | OTR | 1 | 0 | 1,500 | 0 | |
KINSALE CAP GROUP INC | COM | 49714P108 | 57 | 300 | SH | SOLE | 300 | 0 | 0 | ||
KLA CORP | COM NEW | 482480100 | 808 | 4,168 | SH | SOLE | 4,168 | 0 | 0 | ||
KLA CORP | COM NEW | 482480100 | 18,217 | 94,026 | SH | OTR | 1 | 0 | 94,026 | 0 | |
KNIGHT SWIFT TRANSN HLDGS IN | CL A | 499049104 | 57 | 1,400 | SH | SOLE | 1,400 | 0 | 0 | ||
KNIGHT SWIFT TRANSN HLDGS IN | CL A | 499049104 | 3,645 | 89,561 | SH | OTR | 1 | 0 | 89,561 | 0 | |
KODIAK SCIENCES INC | COM | 50015M109 | 261 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
KODIAK SCIENCES INC | COM | 50015M109 | 1,149 | 19,400 | SH | OTR | 1 | 0 | 19,400 | 0 | |
KOPPERS HOLDINGS INC | COM | 50060P106 | 1,301 | 62,200 | SH | OTR | 1 | 0 | 62,200 | 0 | |
KOPPERS HOLDINGS INC | COM | 50060P106 | 291 | 13,900 | SH | SOLE | 13,900 | 0 | 0 | ||
KRAFT HEINZ CO | COM | 500754106 | 517 | 17,258 | SH | SOLE | 17,258 | 0 | 0 | ||
KRAFT HEINZ CO | COM | 500754106 | 3,959 | 132,192 | SH | OTR | 1 | 0 | 132,192 | 0 | |
KRATON CORPORATION | COM | 50077C106 | 37 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
KRATON CORPORATION | COM | 50077C106 | 169 | 9,500 | SH | OTR | 1 | 0 | 9,500 | 0 | |
KROGER CO | COM | 501044101 | 18,999 | 560,277 | SH | OTR | 1 | 0 | 560,277 | 0 | |
KROGER CO | COM | 501044101 | 1,348 | 39,750 | SH | SOLE | 39,750 | 0 | 0 | ||
KROGER CO | COM | 501044101 | 1,226 | 36,158 | SH | OTR | 5 | 0 | 36,158 | 0 | |
L BRANDS INC | COM | 501797104 | 4,226 | 132,836 | SH | OTR | 1 | 0 | 132,836 | 0 | |
L BRANDS INC | COM | 501797104 | 289 | 9,081 | SH | OTR | 5 | 0 | 9,081 | 0 | |
L BRANDS INC | COM | 501797104 | 195 | 6,139 | SH | SOLE | 6,139 | 0 | 0 | ||
L3HARRIS TECHNOLOGIES INC | COM | 502431109 | 6,168 | 36,317 | SH | OTR | 1 | 0 | 36,317 | 0 | |
L3HARRIS TECHNOLOGIES INC | COM | 502431109 | 968 | 5,699 | SH | SOLE | 5,699 | 0 | 0 | ||
LA Z BOY INC | COM | 505336107 | 585 | 18,500 | SH | SOLE | 18,500 | 0 | 0 | ||
LA Z BOY INC | COM | 505336107 | 2,628 | 83,100 | SH | OTR | 1 | 0 | 83,100 | 0 | |
LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 489 | 2,599 | SH | SOLE | 2,599 | 0 | 0 | ||
LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 3,182 | 16,903 | SH | OTR | 1 | 0 | 16,903 | 0 | |
LAKELAND BANCORP INC | COM | 511637100 | 263 | 26,400 | SH | SOLE | 26,400 | 0 | 0 | ||
LAKELAND BANCORP INC | COM | 511637100 | 1,179 | 118,500 | SH | OTR | 1 | 0 | 118,500 | 0 | |
LAM RESEARCH CORP | COM | 512807108 | 1,612 | 4,860 | SH | SOLE | 4,860 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 110 | 332 | SH | OTR | 5 | 0 | 332 | 0 | |
LAM RESEARCH CORP | COM | 512807108 | 7,790 | 23,482 | SH | OTR | 1 | 0 | 23,482 | 0 | |
LAMB WESTON HLDGS INC | COM | 513272104 | 1,371 | 20,692 | SH | OTR | 1 | 0 | 20,692 | 0 | |
LAMB WESTON HLDGS INC | COM | 513272104 | 267 | 4,025 | SH | SOLE | 4,025 | 0 | 0 | ||
LANTHEUS HLDGS INC | COM | 516544103 | 2,259 | 178,300 | SH | OTR | 1 | 0 | 178,300 | 0 | |
LANTHEUS HLDGS INC | COM | 516544103 | 504 | 39,800 | SH | SOLE | 39,800 | 0 | 0 | ||
LAS VEGAS SANDS CORP | COM | 517834107 | 418 | 8,955 | SH | SOLE | 8,955 | 0 | 0 | ||
LAS VEGAS SANDS CORP | COM | 517834107 | 3,338 | 71,533 | SH | OTR | 1 | 0 | 71,533 | 0 | |
LATTICE SEMICONDUCTOR CORP | COM | 518415104 | 278 | 9,600 | SH | SOLE | 9,600 | 0 | 0 | ||
LATTICE SEMICONDUCTOR CORP | COM | 518415104 | 1,254 | 43,300 | SH | OTR | 1 | 0 | 43,300 | 0 | |
LAUDER ESTEE COS INC | CL A | 518439104 | 8,189 | 37,523 | SH | OTR | 1 | 0 | 37,523 | 0 | |
LAUDER ESTEE COS INC | CL A | 518439104 | 1,280 | 5,867 | SH | SOLE | 5,867 | 0 | 0 | ||
LCI INDS | COM | 50189K103 | 308 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
LCI INDS | COM | 50189K103 | 1,403 | 13,200 | SH | OTR | 1 | 0 | 13,200 | 0 | |
LEGGETT & PLATT INC | COM | 524660107 | 128 | 3,119 | SH | SOLE | 3,119 | 0 | 0 | ||
LEGGETT & PLATT INC | COM | 524660107 | 776 | 18,852 | SH | OTR | 1 | 0 | 18,852 | 0 | |
LEIDOS HOLDINGS INC | COM | 525327102 | 403 | 4,518 | SH | SOLE | 4,518 | 0 | 0 | ||
LEIDOS HOLDINGS INC | COM | 525327102 | 1,076 | 12,072 | SH | OTR | 5 | 0 | 12,072 | 0 | |
LEIDOS HOLDINGS INC | COM | 525327102 | 14,017 | 157,229 | SH | OTR | 1 | 0 | 157,229 | 0 | |
LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603BAA5 | 2,763 | 1,767,000 | PRN | DFND | 1 | 0 | 1,767,000 | 0 | |
LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603BAA5 | 10,324 | 6,581,000 | PRN | OTR | 1 | 0 | 6,581,000 | 0 | |
LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603BAA5 | 41 | 26,000 | PRN | OTR | 4 | 0 | 26,000 | 0 | |
LENDINGTREE INC NEW | NOTE 0.625% 6/0 | 52603BAA5 | 3,031 | 1,932,000 | PRN | SOLE | 1,932,000 | 0 | 0 | ||
LENNAR CORP | CL B | 526057302 | 4,337 | 66,057 | SH | OTR | 1 | 0 | 66,057 | 0 | |
LENNAR CORP | CL A | 526057104 | 610 | 7,473 | SH | SOLE | 7,473 | 0 | 0 | ||
LENNAR CORP | CL B | 526057302 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
LENNAR CORP | CL A | 526057104 | 8,658 | 105,993 | SH | OTR | 1 | 0 | 105,993 | 0 | |
LEXICON PHARMACEUTICALS INC | NOTE 5.250%12/0 | 528872AB0 | 23 | 30,000 | PRN | SOLE | 30,000 | 0 | 0 | ||
LEXINGTON REALTY TRUST | COM | 529043101 | 2,042 | 195,451 | SH | OTR | 1 | 0 | 195,451 | 0 | |
LEXINGTON REALTY TRUST | COM | 529043101 | 458 | 43,800 | SH | SOLE | 43,800 | 0 | 0 | ||
LHC GROUP INC | COM | 50187A107 | 2,423 | 11,400 | SH | OTR | 1 | 0 | 11,400 | 0 | |
LHC GROUP INC | COM | 50187A107 | 531 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 4,898 | 4,501,000 | PRN | DFND | 1 | 0 | 4,501,000 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 73 | 67,000 | PRN | OTR | 4 | 0 | 67,000 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 5,465 | 4,999,000 | PRN | SOLE | 4,999,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 5,880 | 4,936,000 | PRN | SOLE | 4,936,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | DEB 2.250% 9/3 | 531229AE2 | 54 | 115,000 | PRN | SOLE | 115,000 | 0 | 0 | ||
LIBERTY MEDIA CORP DEL | NOTE 1.375%10/1 | 531229AB8 | 18,429 | 16,857,000 | PRN | OTR | 1 | 0 | 16,857,000 | 0 | |
LIBERTY MEDIA CORP DEL | NOTE 1.000% 1/3 | 531229AF9 | 19,186 | 16,105,000 | PRN | OTR | 1 | 0 | 16,105,000 | 0 | |
LIFE STORAGE INC | COM | 53223X107 | 2,345 | 22,275 | SH | OTR | 1 | 0 | 22,275 | 0 | |
LIFE STORAGE INC | COM | 53223X107 | 21 | 200 | SH | SOLE | 200 | 0 | 0 | ||
LIFEVANTAGE CORP | COM NEW | 53222K205 | 154 | 12,800 | SH | SOLE | 12,800 | 0 | 0 | ||
LIFEVANTAGE CORP | COM NEW | 53222K205 | 695 | 57,600 | SH | OTR | 1 | 0 | 57,600 | 0 | |
LIGAND PHARMACEUTICALS INC | COM NEW | 53220K504 | 1,154 | 12,110 | SH | OTR | 1 | 0 | 12,110 | 0 | |
LIGAND PHARMACEUTICALS INC | COM NEW | 53220K504 | 257 | 2,694 | SH | SOLE | 2,694 | 0 | 0 | ||
LILLY ELI & CO | COM | 532457108 | 3,321 | 22,439 | SH | SOLE | 22,439 | 0 | 0 | ||
LILLY ELI & CO | COM | 532457108 | 25,681 | 173,500 | SH | OTR | 1 | 0 | 173,500 | 0 | |
LILLY ELI & CO | COM | 532457108 | 459 | 3,099 | SH | OTR | 5 | 0 | 3,099 | 0 | |
LIMELIGHT NETWORKS INC | COM | 53261M104 | 264 | 45,800 | SH | SOLE | 45,800 | 0 | 0 | ||
LIMELIGHT NETWORKS INC | COM | 53261M104 | 1,204 | 209,100 | SH | OTR | 1 | 0 | 209,100 | 0 | |
LINCOLN NATL CORP IND | COM | 534187109 | 810 | 25,866 | SH | OTR | 1 | 0 | 25,866 | 0 | |
LINCOLN NATL CORP IND | COM | 534187109 | 134 | 4,291 | SH | SOLE | 4,291 | 0 | 0 | ||
LIONS GATE ENTMNT CORP | CL B NON VTG | 535919500 | 10,122 | 1,160,806 | SH | OTR | 1 | 0 | 1,160,806 | 0 | |
LIONS GATE ENTMNT CORP | CL B NON VTG | 535919500 | 432 | 49,552 | SH | SOLE | 49,552 | 0 | 0 | ||
LITHIA MTRS INC | CL A | 536797103 | 5,069 | 22,240 | SH | OTR | 1 | 0 | 22,240 | 0 | |
LITHIA MTRS INC | CL A | 536797103 | 514 | 2,255 | SH | SOLE | 2,255 | 0 | 0 | ||
LITHIA MTRS INC | CL A | 536797103 | 809 | 3,550 | SH | OTR | 5 | 0 | 3,550 | 0 | |
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 12,612 | 11,272,000 | PRN | OTR | 1 | 0 | 11,272,000 | 0 | |
LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 213 | 3,951 | SH | SOLE | 3,951 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 1,090 | 20,237 | SH | OTR | 1 | 0 | 20,237 | 0 | |
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 2,425 | 2,167,000 | PRN | SOLE | 2,167,000 | 0 | 0 | ||
LIVEPERSON INC | COM | 538146101 | 296 | 5,700 | SH | OTR | 1 | 0 | 5,700 | 0 | |
LIVEPERSON INC | COM | 538146101 | 62 | 1,200 | SH | SOLE | 1,200 | 0 | 0 | ||
LKQ CORP | COM | 501889208 | 222 | 8,019 | SH | SOLE | 8,019 | 0 | 0 | ||
LKQ CORP | COM | 501889208 | 9,547 | 344,300 | SH | OTR | 1 | 0 | 344,300 | 0 | |
LKQ CORP | COM | 501889208 | 552 | 19,895 | SH | OTR | 5 | 0 | 19,895 | 0 | |
LOCKHEED MARTIN CORP | COM | 539830109 | 2,884 | 7,525 | SH | SOLE | 7,525 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 34,169 | 89,150 | SH | OTR | 1 | 0 | 89,150 | 0 | |
LOCKHEED MARTIN CORP | COM | 539830109 | 1,758 | 4,588 | SH | OTR | 5 | 0 | 4,588 | 0 | |
LOEWS CORP | COM | 540424108 | 1,180 | 33,943 | SH | OTR | 1 | 0 | 33,943 | 0 | |
LOEWS CORP | COM | 540424108 | 220 | 6,326 | SH | SOLE | 6,326 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 3,620 | 21,825 | SH | SOLE | 21,825 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 37,300 | 224,889 | SH | OTR | 1 | 0 | 224,889 | 0 | |
LPL FINL HLDGS INC | COM | 50212V100 | 446 | 5,823 | SH | SOLE | 5,823 | 0 | 0 | ||
LPL FINL HLDGS INC | COM | 50212V100 | 15,175 | 197,921 | SH | OTR | 1 | 0 | 197,921 | 0 | |
LSI INDS INC | COM | 50216C108 | 128 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
LSI INDS INC | COM | 50216C108 | 578 | 85,700 | SH | OTR | 1 | 0 | 85,700 | 0 | |
LTC PPTYS INC | COM | 502175102 | 63 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
LTC PPTYS INC | COM | 502175102 | 296 | 8,500 | SH | OTR | 1 | 0 | 8,500 | 0 | |
LUMEN TECHNOLOGIES INC | COM | 156700106 | 1,419 | 140,653 | SH | OTR | 1 | 0 | 140,653 | 0 | |
LUMEN TECHNOLOGIES INC | COM | 156700106 | 235 | 23,319 | SH | SOLE | 23,319 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 17,232 | 12,304,000 | PRN | SOLE | 12,304,000 | 0 | 0 | ||
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 6,325 | 4,524,000 | PRN | DFND | 1 | 0 | 4,524,000 | 0 | |
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 53,389 | 38,120,000 | PRN | OTR | 1 | 0 | 38,120,000 | 0 | |
LUMENTUM HLDGS INC | NOTE 0.250% 3/1 | 55024UAB5 | 92 | 66,000 | PRN | OTR | 4 | 0 | 66,000 | 0 | |
LUMINEX CORP DEL | COM | 55027E102 | 1,425 | 54,300 | SH | OTR | 1 | 0 | 54,300 | 0 | |
LUMINEX CORP DEL | COM | 55027E102 | 315 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
LUTHER BURBANK CORP | COM | 550550107 | 114 | 13,636 | SH | OTR | 1 | 0 | 13,636 | 0 | |
LUTHER BURBANK CORP | COM | 550550107 | 27 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
LYDALL INC DEL | COM | 550819106 | 804 | 48,600 | SH | OTR | 1 | 0 | 48,600 | 0 | |
LYDALL INC DEL | COM | 550819106 | 179 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
M & T BK CORP | COM | 55261F104 | 1,682 | 18,266 | SH | OTR | 1 | 0 | 18,266 | 0 | |
M & T BK CORP | COM | 55261F104 | 316 | 3,426 | SH | SOLE | 3,426 | 0 | 0 | ||
M D C HLDGS INC | COM | 552676108 | 678 | 14,400 | SH | SOLE | 14,400 | 0 | 0 | ||
M D C HLDGS INC | COM | 552676108 | 3,019 | 64,100 | SH | OTR | 1 | 0 | 64,100 | 0 | |
M/I HOMES INC | COM | 55305B101 | 2,473 | 53,700 | SH | OTR | 1 | 0 | 53,700 | 0 | |
M/I HOMES INC | COM | 55305B101 | 557 | 12,100 | SH | SOLE | 12,100 | 0 | 0 | ||
MACOM TECH SOLUTIONS HLDGS I | COM | 55405Y100 | 378 | 11,100 | SH | OTR | 1 | 0 | 11,100 | 0 | |
MACOM TECH SOLUTIONS HLDGS I | COM | 55405Y100 | 85 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE COR | NOTE 2.000%10/0 | 55608BAB1 | 314 | 345,000 | PRN | SOLE | 345,000 | 0 | 0 | ||
MACYS INC | COM | 55616P104 | 261 | 45,800 | SH | OTR | 1 | 0 | 45,800 | 0 | |
MACYS INC | COM | 55616P104 | 59 | 10,400 | SH | SOLE | 10,400 | 0 | 0 | ||
MADDEN STEVEN LTD | COM | 556269108 | 172 | 8,800 | SH | OTR | 1 | 0 | 8,800 | 0 | |
MADDEN STEVEN LTD | COM | 556269108 | 41 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
MADISON SQUARE GRDN ENTERTNM | CL A | 55826T102 | 1,579 | 23,055 | SH | OTR | 1 | 0 | 23,055 | 0 | |
MADISON SQUARE GRDN ENTERTNM | CL A | 55826T102 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
MADRIGAL PHARMACEUTICALS INC | COM | 558868105 | 1,183 | 9,967 | SH | OTR | 1 | 0 | 9,967 | 0 | |
MADRIGAL PHARMACEUTICALS INC | COM | 558868105 | 257 | 2,161 | SH | SOLE | 2,161 | 0 | 0 | ||
MAGELLAN HEALTH INC | COM NEW | 559079207 | 152 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
MAGELLAN HEALTH INC | COM NEW | 559079207 | 682 | 9,000 | SH | OTR | 1 | 0 | 9,000 | 0 | |
MALIBU BOATS INC | COM CL A | 56117J100 | 2,057 | 41,500 | SH | OTR | 1 | 0 | 41,500 | 0 | |
MALIBU BOATS INC | COM CL A | 56117J100 | 456 | 9,200 | SH | SOLE | 9,200 | 0 | 0 | ||
MANHATTAN ASSOCS INC | COM | 562750109 | 2,979 | 31,199 | SH | OTR | 1 | 0 | 31,199 | 0 | |
MANHATTAN ASSOCS INC | COM | 562750109 | 220 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
MANPOWERGROUP INC | COM | 56418H100 | 19,234 | 262,289 | SH | OTR | 1 | 0 | 262,289 | 0 | |
MANPOWERGROUP INC | COM | 56418H100 | 1,024 | 13,965 | SH | OTR | 5 | 0 | 13,965 | 0 | |
MANPOWERGROUP INC | COM | 56418H100 | 546 | 7,451 | SH | SOLE | 7,451 | 0 | 0 | ||
MANTECH INTL CORP | CL A | 564563104 | 200 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
MANTECH INTL CORP | CL A | 564563104 | 965 | 14,010 | SH | OTR | 1 | 0 | 14,010 | 0 | |
MARATHON OIL CORP | COM | 565849106 | 460 | 112,410 | SH | OTR | 1 | 0 | 112,410 | 0 | |
MARATHON OIL CORP | COM | 565849106 | 77 | 18,735 | SH | SOLE | 18,735 | 0 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 506 | 17,246 | SH | SOLE | 17,246 | 0 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 2,718 | 92,653 | SH | OTR | 1 | 0 | 92,653 | 0 | |
MARINEMAX INC | COM | 567908108 | 2,000 | 77,900 | SH | OTR | 1 | 0 | 77,900 | 0 | |
MARINEMAX INC | COM | 567908108 | 447 | 17,400 | SH | SOLE | 17,400 | 0 | 0 | ||
MARKETAXESS HLDGS INC | COM | 57060D108 | 2,604 | 5,407 | SH | OTR | 1 | 0 | 5,407 | 0 | |
MARKETAXESS HLDGS INC | COM | 57060D108 | 480 | 996 | SH | SOLE | 996 | 0 | 0 | ||
MARRIOTT INTL INC NEW | CL A | 571903202 | 4,664 | 50,374 | SH | OTR | 1 | 0 | 50,374 | 0 | |
MARRIOTT INTL INC NEW | CL A | 571903202 | 655 | 7,073 | SH | SOLE | 7,073 | 0 | 0 | ||
MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 2,913 | 2,963,000 | PRN | DFND | 1 | 0 | 2,963,000 | 0 | |
MARRIOTT VACTINS WORLDWID CO | NOTE 1.500% 9/1 | 57164YAB3 | 44 | 45,000 | PRN | OTR | 4 | 0 | 45,000 | 0 | |
MARSH & MCLENNAN COS INC | COM | 571748102 | 1,508 | 13,147 | SH | SOLE | 13,147 | 0 | 0 | ||
MARSH & MCLENNAN COS INC | COM | 571748102 | 9,454 | 82,421 | SH | OTR | 1 | 0 | 82,421 | 0 | |
MARTEN TRANS LTD | COM | 573075108 | 83 | 5,100 | SH | SOLE | 5,100 | 0 | 0 | ||
MARTEN TRANS LTD | COM | 573075108 | 370 | 22,700 | SH | OTR | 1 | 0 | 22,700 | 0 | |
MARTIN MARIETTA MATLS INC | COM | 573284106 | 393 | 1,670 | SH | SOLE | 1,670 | 0 | 0 | ||
MARTIN MARIETTA MATLS INC | COM | 573284106 | 2,087 | 8,867 | SH | OTR | 1 | 0 | 8,867 | 0 | |
MASCO CORP | COM | 574599106 | 14,473 | 262,532 | SH | OTR | 1 | 0 | 262,532 | 0 | |
MASCO CORP | COM | 574599106 | 1,097 | 19,901 | SH | OTR | 5 | 0 | 19,901 | 0 | |
MASCO CORP | COM | 574599106 | 711 | 12,902 | SH | SOLE | 12,902 | 0 | 0 | ||
MASONITE INTL CORP | COM | 575385109 | 3,159 | 32,100 | SH | OTR | 1 | 0 | 32,100 | 0 | |
MASONITE INTL CORP | COM | 575385109 | 708 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
MASTECH DIGITAL INC | COM | 57633B100 | 85 | 4,700 | SH | SOLE | 4,700 | 0 | 0 | ||
MASTECH DIGITAL INC | COM | 57633B100 | 384 | 21,300 | SH | OTR | 1 | 0 | 21,300 | 0 | |
MASTERCARD INCORPORATED | CL A | 57636Q104 | 2,429 | 7,182 | SH | OTR | 5 | 0 | 7,182 | 0 | |
MASTERCARD INCORPORATED | CL A | 57636Q104 | 9,166 | 27,106 | SH | SOLE | 27,106 | 0 | 0 | ||
MASTERCARD INCORPORATED | CL A | 57636Q104 | 79,384 | 234,745 | SH | OTR | 1 | 0 | 234,745 | 0 | |
MASTERCRAFT BOAT HLDGS INC | COM | 57637H103 | 1,361 | 77,800 | SH | OTR | 1 | 0 | 77,800 | 0 | |
MASTERCRAFT BOAT HLDGS INC | COM | 57637H103 | 303 | 17,300 | SH | SOLE | 17,300 | 0 | 0 | ||
MATCH GROUP INC NEW | COM | 57667L107 | 60 | 539 | SH | SOLE | 539 | 0 | 0 | ||
MATCH GROUP INC NEW | COM | 57667L107 | 2,636 | 23,825 | SH | OTR | 1 | 0 | 23,825 | 0 | |
MATERION CORP | COM | 576690101 | 57 | 1,100 | SH | SOLE | 1,100 | 0 | 0 | ||
MATERION CORP | COM | 576690101 | 265 | 5,100 | SH | OTR | 1 | 0 | 5,100 | 0 | |
MATRIX SVC CO | COM | 576853105 | 133 | 15,933 | SH | SOLE | 15,933 | 0 | 0 | ||
MATRIX SVC CO | COM | 576853105 | 597 | 71,485 | SH | OTR | 1 | 0 | 71,485 | 0 | |
MATSON INC | COM | 57686G105 | 277 | 6,900 | SH | OTR | 1 | 0 | 6,900 | 0 | |
MATSON INC | COM | 57686G105 | 60 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
MATTHEWS INTL CORP | CL A | 577128101 | 42 | 1,900 | SH | SOLE | 1,900 | 0 | 0 | ||
MATTHEWS INTL CORP | CL A | 577128101 | 199 | 8,900 | SH | OTR | 1 | 0 | 8,900 | 0 | |
MAXAR TECHNOLOGIES INC | COM | 57778K105 | 80 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
MAXAR TECHNOLOGIES INC | COM | 57778K105 | 339 | 13,600 | SH | OTR | 1 | 0 | 13,600 | 0 | |
MAXIM INTEGRATED PRODS INC | COM | 57772K101 | 2,570 | 38,016 | SH | OTR | 1 | 0 | 38,016 | 0 | |
MAXIM INTEGRATED PRODS INC | COM | 57772K101 | 479 | 7,092 | SH | SOLE | 7,092 | 0 | 0 | ||
MAXLINEAR INC | COM | 57776J100 | 367 | 15,800 | SH | SOLE | 15,800 | 0 | 0 | ||
MAXLINEAR INC | COM | 57776J100 | 1,622 | 69,800 | SH | OTR | 1 | 0 | 69,800 | 0 | |
MCCORMICK & CO INC | COM NON VTG | 579780206 | 644 | 3,317 | SH | SOLE | 3,317 | 0 | 0 | ||
MCCORMICK & CO INC | COM NON VTG | 579780206 | 3,426 | 17,649 | SH | OTR | 1 | 0 | 17,649 | 0 | |
MCDONALDS CORP | COM | 580135101 | 4,679 | 21,317 | SH | SOLE | 21,317 | 0 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 308 | 1,402 | SH | OTR | 5 | 0 | 1,402 | 0 | |
MCDONALDS CORP | COM | 580135101 | 25,965 | 118,295 | SH | OTR | 1 | 0 | 118,295 | 0 | |
MCGRATH RENTCORP | COM | 580589109 | 1,085 | 18,200 | SH | OTR | 1 | 0 | 18,200 | 0 | |
MCGRATH RENTCORP | COM | 580589109 | 244 | 4,100 | SH | SOLE | 4,100 | 0 | 0 | ||
MCKESSON CORP | COM | 58155Q103 | 1,115 | 7,488 | SH | SOLE | 7,488 | 0 | 0 | ||
MCKESSON CORP | COM | 58155Q103 | 855 | 5,740 | SH | OTR | 5 | 0 | 5,740 | 0 | |
MCKESSON CORP | COM | 58155Q103 | 25,123 | 168,690 | SH | OTR | 1 | 0 | 168,690 | 0 | |
MDU RES GROUP INC | COM | 552690109 | 7,379 | 327,943 | SH | OTR | 1 | 0 | 327,943 | 0 | |
MDU RES GROUP INC | COM | 552690109 | 428 | 19,019 | SH | SOLE | 19,019 | 0 | 0 | ||
MDU RES GROUP INC | COM | 552690109 | 132 | 5,884 | SH | OTR | 5 | 0 | 5,884 | 0 | |
MEDIFAST INC | COM | 58470H101 | 625 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | ||
MEDIFAST INC | COM | 58470H101 | 2,746 | 16,700 | SH | OTR | 1 | 0 | 16,700 | 0 | |
MEDNAX INC | COM | 58502B106 | 36 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
MEDNAX INC | COM | 58502B106 | 155 | 9,500 | SH | OTR | 1 | 0 | 9,500 | 0 | |
MEDPACE HLDGS INC | COM | 58506Q109 | 3,163 | 28,300 | SH | OTR | 1 | 0 | 28,300 | 0 | |
MEDPACE HLDGS INC | COM | 58506Q109 | 704 | 6,300 | SH | SOLE | 6,300 | 0 | 0 | ||
MERCADOLIBRE INC | COM | 58733R102 | 216 | 200 | SH | SOLE | 200 | 0 | 0 | ||
MERCHANTS BANCORP IND | COM | 58844R108 | 1,425 | 72,300 | SH | OTR | 1 | 0 | 72,300 | 0 | |
MERCHANTS BANCORP IND | COM | 58844R108 | 319 | 16,200 | SH | SOLE | 16,200 | 0 | 0 | ||
MERCK & CO. INC | COM | 58933Y105 | 1,509 | 18,187 | SH | OTR | 5 | 0 | 18,187 | 0 | |
MERCK & CO. INC | COM | 58933Y105 | 46,655 | 562,447 | SH | OTR | 1 | 0 | 562,447 | 0 | |
MERCK & CO. INC | COM | 58933Y105 | 6,465 | 77,942 | SH | SOLE | 77,942 | 0 | 0 | ||
MERIDIAN BANCORP INC MD | COM | 58958U103 | 301 | 29,100 | SH | SOLE | 29,100 | 0 | 0 | ||
MERIDIAN BANCORP INC MD | COM | 58958U103 | 1,343 | 129,800 | SH | OTR | 1 | 0 | 129,800 | 0 | |
MERIDIAN BIOSCIENCE INC | COM | 589584101 | 382 | 22,500 | SH | SOLE | 22,500 | 0 | 0 | ||
MERIDIAN BIOSCIENCE INC | COM | 589584101 | 1,705 | 100,400 | SH | OTR | 1 | 0 | 100,400 | 0 | |
MERIT MED SYS INC | COM | 589889104 | 2,166 | 49,800 | SH | OTR | 1 | 0 | 49,800 | 0 | |
MERIT MED SYS INC | COM | 589889104 | 492 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
MERITAGE HOMES CORP | COM | 59001A102 | 3,853 | 34,900 | SH | OTR | 1 | 0 | 34,900 | 0 | |
MERITAGE HOMES CORP | COM | 59001A102 | 850 | 7,700 | SH | SOLE | 7,700 | 0 | 0 | ||
MERITOR INC | COM | 59001K100 | 512 | 24,430 | SH | OTR | 1 | 0 | 24,430 | 0 | |
MERITOR INC | COM | 59001K100 | 110 | 5,260 | SH | SOLE | 5,260 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 750 | 20,178 | SH | SOLE | 20,178 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 5,459 | 146,853 | SH | OTR | 1 | 0 | 146,853 | 0 | |
METROPOLITAN BK HLDG CORP | COM | 591774104 | 288 | 10,279 | SH | SOLE | 10,279 | 0 | 0 | ||
METROPOLITAN BK HLDG CORP | COM | 591774104 | 1,305 | 46,603 | SH | OTR | 1 | 0 | 46,603 | 0 | |
METTLER TOLEDO INTERNATIONAL | COM | 592688105 | 3,297 | 3,414 | SH | OTR | 1 | 0 | 3,414 | 0 | |
METTLER TOLEDO INTERNATIONAL | COM | 592688105 | 643 | 666 | SH | SOLE | 666 | 0 | 0 | ||
MFA FINL INC | COM | 55272X102 | 73 | 27,400 | SH | OTR | 1 | 0 | 27,400 | 0 | |
MFA FINL INC | COM | 55272X102 | 17 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
MFS MUN INCOME TR | SH BEN INT | 552738106 | 2,142 | 333,155 | SH | SOLE | 333,155 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | COM | 552953101 | 1,268 | 58,298 | SH | OTR | 1 | 0 | 58,298 | 0 | |
MGM RESORTS INTERNATIONAL | COM | 552953101 | 249 | 11,457 | SH | SOLE | 11,457 | 0 | 0 | ||
MICHAELS COS INC | COM | 59408Q106 | 514 | 53,200 | SH | OTR | 1 | 0 | 53,200 | 0 | |
MICHAELS COS INC | COM | 59408Q106 | 117 | 12,100 | SH | SOLE | 12,100 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 3,694 | 35,947 | SH | OTR | 1 | 0 | 35,947 | 0 | |
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 19,023 | 12,327,000 | PRN | OTR | 1 | 0 | 12,327,000 | 0 | |
MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 684 | 6,658 | SH | SOLE | 6,658 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AD6 | 7,308 | 3,277,000 | PRN | SOLE | 3,277,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AD6 | 33,187 | 14,881,000 | PRN | OTR | 1 | 0 | 14,881,000 | 0 | |
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AD6 | 17,487 | 7,850,000 | PRN | DFND | 1 | 0 | 7,850,000 | 0 | |
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AF1 | 7,879 | 5,106,000 | PRN | SOLE | 5,106,000 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | NOTE 1.625% 2/1 | 595017AD6 | 258 | 116,000 | PRN | OTR | 4 | 0 | 116,000 | 0 | |
MICRON TECHNOLOGY INC | COM | 595112103 | 1,376 | 29,308 | SH | SOLE | 29,308 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 8,370 | 178,244 | SH | OTR | 1 | 0 | 178,244 | 0 | |
MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 24,208 | 5,176,000 | PRN | OTR | 1 | 0 | 5,176,000 | 0 | |
MICRON TECHNOLOGY INC | NOTE 3.125% 5/0 | 595112AX1 | 12,562 | 2,686,000 | PRN | SOLE | 2,686,000 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 13,960 | 66,374 | SH | OTR | 5 | 0 | 66,374 | 0 | |
MICROSOFT CORP | COM | 594918104 | 47,909 | 227,779 | SH | SOLE | 227,779 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 424,261 | 2,017,119 | SH | OTR | 1 | 0 | 2,017,119 | 0 | |
MICROSTRATEGY INC | CL A NEW | 594972408 | 422 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
MICROSTRATEGY INC | CL A NEW | 594972408 | 1,879 | 12,478 | SH | OTR | 1 | 0 | 12,478 | 0 | |
MID-AMER APT CMNTYS INC | COM | 59522J103 | 5,488 | 47,328 | SH | OTR | 1 | 0 | 47,328 | 0 | |
MID-AMER APT CMNTYS INC | COM | 59522J103 | 371 | 3,197 | SH | SOLE | 3,197 | 0 | 0 | ||
MIDLAND STS BANCORP INC ILL | COM | 597742105 | 163 | 12,700 | SH | OTR | 1 | 0 | 12,700 | 0 | |
MIDLAND STS BANCORP INC ILL | COM | 597742105 | 35 | 2,700 | SH | SOLE | 2,700 | 0 | 0 | ||
MIDWESTONE FINL GROUP INC NE | COM | 598511103 | 252 | 14,103 | SH | OTR | 1 | 0 | 14,103 | 0 | |
MIDWESTONE FINL GROUP INC NE | COM | 598511103 | 53 | 2,974 | SH | SOLE | 2,974 | 0 | 0 | ||
MILLER HERMAN INC | COM | 600544100 | 697 | 23,100 | SH | SOLE | 23,100 | 0 | 0 | ||
MILLER HERMAN INC | COM | 600544100 | 3,105 | 102,957 | SH | OTR | 1 | 0 | 102,957 | 0 | |
MILLER INDS INC TENN | COM NEW | 600551204 | 264 | 8,649 | SH | OTR | 1 | 0 | 8,649 | 0 | |
MILLER INDS INC TENN | COM NEW | 600551204 | 55 | 1,796 | SH | SOLE | 1,796 | 0 | 0 | ||
MINERALS TECHNOLOGIES INC | COM | 603158106 | 174 | 3,400 | SH | OTR | 1 | 0 | 3,400 | 0 | |
MINERALS TECHNOLOGIES INC | COM | 603158106 | 36 | 700 | SH | SOLE | 700 | 0 | 0 | ||
MIRATI THERAPEUTICS INC | COM | 60468T105 | 3,122 | 18,800 | SH | OTR | 1 | 0 | 18,800 | 0 | |
MIRATI THERAPEUTICS INC | COM | 60468T105 | 714 | 4,300 | SH | SOLE | 4,300 | 0 | 0 | ||
MITEK SYS INC | COM NEW | 606710200 | 2,373 | 186,300 | SH | OTR | 1 | 0 | 186,300 | 0 | |
MITEK SYS INC | COM NEW | 606710200 | 533 | 41,800 | SH | SOLE | 41,800 | 0 | 0 | ||
MODERNA INC | COM | 60770K107 | 3,897 | 55,080 | SH | OTR | 1 | 0 | 55,080 | 0 | |
MODERNA INC | COM | 60770K107 | 92 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
MODINE MFG CO | COM | 607828100 | 71 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
MODINE MFG CO | COM | 607828100 | 313 | 50,100 | SH | OTR | 1 | 0 | 50,100 | 0 | |
MOHAWK INDS INC | COM | 608190104 | 296 | 3,038 | SH | SOLE | 3,038 | 0 | 0 | ||
MOHAWK INDS INC | COM | 608190104 | 8,570 | 87,818 | SH | OTR | 1 | 0 | 87,818 | 0 | |
MOHAWK INDS INC | COM | 608190104 | 309 | 3,171 | SH | OTR | 5 | 0 | 3,171 | 0 | |
MOLINA HEALTHCARE INC | COM | 60855R100 | 990 | 5,409 | SH | OTR | 5 | 0 | 5,409 | 0 | |
MOLINA HEALTHCARE INC | COM | 60855R100 | 16,713 | 91,307 | SH | OTR | 1 | 0 | 91,307 | 0 | |
MOLINA HEALTHCARE INC | COM | 60855R100 | 419 | 2,289 | SH | SOLE | 2,289 | 0 | 0 | ||
MOLSON COORS BEVERAGE CO | CL B | 60871R209 | 11,281 | 336,130 | SH | OTR | 1 | 0 | 336,130 | 0 | |
MOLSON COORS BEVERAGE CO | CL B | 60871R209 | 1,052 | 31,332 | SH | OTR | 5 | 0 | 31,332 | 0 | |
MOLSON COORS BEVERAGE CO | CL B | 60871R209 | 577 | 17,179 | SH | SOLE | 17,179 | 0 | 0 | ||
MOMENTA PHARMACEUTICALS INC | COM | 60877T100 | 644 | 12,262 | SH | SOLE | 12,262 | 0 | 0 | ||
MOMENTA PHARMACEUTICALS INC | COM | 60877T100 | 2,865 | 54,586 | SH | OTR | 1 | 0 | 54,586 | 0 | |
MONDELEZ INTL INC | CL A | 609207105 | 12,874 | 224,093 | SH | OTR | 1 | 0 | 224,093 | 0 | |
MONDELEZ INTL INC | CL A | 609207105 | 2,140 | 37,249 | SH | SOLE | 37,249 | 0 | 0 | ||
MONGODB INC | NOTE 0.750% 6/1 | 60937PAB2 | 118 | 35,000 | PRN | SOLE | 35,000 | 0 | 0 | ||
MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 332 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 1,492 | 107,700 | SH | OTR | 1 | 0 | 107,700 | 0 | |
MONSTER BEVERAGE CORP NEW | COM | 61174X109 | 794 | 9,903 | SH | SOLE | 9,903 | 0 | 0 | ||
MONSTER BEVERAGE CORP NEW | COM | 61174X109 | 4,216 | 52,568 | SH | OTR | 1 | 0 | 52,568 | 0 | |
MOODYS CORP | COM | 615369105 | 703 | 2,425 | SH | OTR | 5 | 0 | 2,425 | 0 | |
MOODYS CORP | COM | 615369105 | 9,425 | 32,518 | SH | OTR | 1 | 0 | 32,518 | 0 | |
MOODYS CORP | COM | 615369105 | 1,619 | 5,584 | SH | SOLE | 5,584 | 0 | 0 | ||
MORGAN STANLEY | COM NEW | 617446448 | 9,446 | 195,359 | SH | OTR | 1 | 0 | 195,359 | 0 | |
MORGAN STANLEY | COM NEW | 617446448 | 1,526 | 31,557 | SH | SOLE | 31,557 | 0 | 0 | ||
MOSAIC CO NEW | COM | 61945C103 | 377 | 20,627 | SH | SOLE | 20,627 | 0 | 0 | ||
MOSAIC CO NEW | COM | 61945C103 | 243 | 13,288 | SH | OTR | 5 | 0 | 13,288 | 0 | |
MOSAIC CO NEW | COM | 61945C103 | 2,910 | 159,275 | SH | OTR | 1 | 0 | 159,275 | 0 | |
MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 699 | 4,455 | SH | SOLE | 4,455 | 0 | 0 | ||
MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 3,791 | 24,177 | SH | OTR | 1 | 0 | 24,177 | 0 | |
MSCI INC | COM | 55354G100 | 810 | 2,271 | SH | SOLE | 2,271 | 0 | 0 | ||
MSCI INC | COM | 55354G100 | 5,333 | 14,947 | SH | OTR | 1 | 0 | 14,947 | 0 | |
MTS SYS CORP | COM | 553777103 | 1,643 | 86,000 | SH | OTR | 1 | 0 | 86,000 | 0 | |
MTS SYS CORP | COM | 553777103 | 365 | 19,100 | SH | SOLE | 19,100 | 0 | 0 | ||
MUELLER INDS INC | COM | 624756102 | 574 | 21,200 | SH | SOLE | 21,200 | 0 | 0 | ||
MUELLER INDS INC | COM | 624756102 | 2,578 | 95,284 | SH | OTR | 1 | 0 | 95,284 | 0 | |
MUELLER WTR PRODS INC | COM SER A | 624758108 | 452 | 43,500 | SH | SOLE | 43,500 | 0 | 0 | ||
MUELLER WTR PRODS INC | COM SER A | 624758108 | 2,004 | 192,900 | SH | OTR | 1 | 0 | 192,900 | 0 | |
MURPHY USA INC | COM | 626755102 | 6,635 | 51,724 | SH | OTR | 1 | 0 | 51,724 | 0 | |
MURPHY USA INC | COM | 626755102 | 952 | 7,418 | SH | OTR | 5 | 0 | 7,418 | 0 | |
MURPHY USA INC | COM | 626755102 | 735 | 5,733 | SH | SOLE | 5,733 | 0 | 0 | ||
MYOKARDIA INC | COM | 62857M105 | 2,140 | 15,700 | SH | OTR | 1 | 0 | 15,700 | 0 | |
MYOKARDIA INC | COM | 62857M105 | 491 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
MYR GROUP INC DEL | COM | 55405W104 | 658 | 17,700 | SH | OTR | 1 | 0 | 17,700 | 0 | |
MYR GROUP INC DEL | COM | 55405W104 | 149 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
MYRIAD GENETICS INC | COM | 62855J104 | 290 | 22,221 | SH | SOLE | 22,221 | 0 | 0 | ||
MYRIAD GENETICS INC | COM | 62855J104 | 1,293 | 99,123 | SH | OTR | 1 | 0 | 99,123 | 0 | |
NABORS INDS INC NEW | NOTE 0.750% 1/1 | 62957HAB1 | 25 | 90,000 | PRN | SOLE | 90,000 | 0 | 0 | ||
NASDAQ INC | COM | 631103108 | 9,440 | 76,930 | SH | OTR | 1 | 0 | 76,930 | 0 | |
NASDAQ INC | COM | 631103108 | 369 | 3,011 | SH | SOLE | 3,011 | 0 | 0 | ||
NATERA INC | COM | 632307104 | 2,471 | 34,200 | SH | OTR | 1 | 0 | 34,200 | 0 | |
NATERA INC | COM | 632307104 | 556 | 7,700 | SH | SOLE | 7,700 | 0 | 0 | ||
NATIONAL HEALTH INVS INC | COM | 63633D104 | 2,001 | 33,200 | SH | OTR | 1 | 0 | 33,200 | 0 | |
NATIONAL HEALTH INVS INC | COM | 63633D104 | 446 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
NATIONAL HEALTHCARE CORP | COM | 635906100 | 1,907 | 30,600 | SH | OTR | 1 | 0 | 30,600 | 0 | |
NATIONAL HEALTHCARE CORP | COM | 635906100 | 424 | 6,800 | SH | SOLE | 6,800 | 0 | 0 | ||
NATIONAL OILWELL VARCO INC | COM | 637071101 | 501 | 55,288 | SH | OTR | 1 | 0 | 55,288 | 0 | |
NATIONAL OILWELL VARCO INC | COM | 637071101 | 83 | 9,205 | SH | SOLE | 9,205 | 0 | 0 | ||
NATIONAL STORAGE AFFILIATES | COM SHS BEN IN | 637870106 | 242 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
NATIONAL STORAGE AFFILIATES | COM SHS BEN IN | 637870106 | 1,070 | 32,700 | SH | OTR | 1 | 0 | 32,700 | 0 | |
NATIONAL WESTN LIFE GROUP IN | CL A | 638517102 | 384 | 2,100 | SH | OTR | 1 | 0 | 2,100 | 0 | |
NATIONAL WESTN LIFE GROUP IN | CL A | 638517102 | 91 | 500 | SH | SOLE | 500 | 0 | 0 | ||
NATURES SUNSHINE PRODS INC | COM | 639027101 | 36 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
NATURES SUNSHINE PRODS INC | COM | 639027101 | 176 | 15,200 | SH | OTR | 1 | 0 | 15,200 | 0 | |
NATUS MED INC DEL | COM | 639050103 | 139 | 8,100 | SH | SOLE | 8,100 | 0 | 0 | ||
NATUS MED INC DEL | COM | 639050103 | 618 | 36,100 | SH | OTR | 1 | 0 | 36,100 | 0 | |
NAUTILUS INC | COM | 63910B102 | 288 | 16,800 | SH | SOLE | 16,800 | 0 | 0 | ||
NAUTILUS INC | COM | 63910B102 | 1,323 | 77,100 | SH | OTR | 1 | 0 | 77,100 | 0 | |
NAVISTAR INTL CORP NEW | COM | 63934E108 | 745 | 17,100 | SH | SOLE | 17,100 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | COM | 63934E108 | 3,348 | 76,900 | SH | OTR | 1 | 0 | 76,900 | 0 | |
NEOGENOMICS INC | COM NEW | 64049M209 | 196 | 5,300 | SH | OTR | 1 | 0 | 5,300 | 0 | |
NEOGENOMICS INC | COM NEW | 64049M209 | 41 | 1,100 | SH | SOLE | 1,100 | 0 | 0 | ||
NEOPHOTONICS CORP | COM | 64051T100 | 135 | 22,200 | SH | OTR | 1 | 0 | 22,200 | 0 | |
NEOPHOTONICS CORP | COM | 64051T100 | 29 | 4,800 | SH | SOLE | 4,800 | 0 | 0 | ||
NETAPP INC | COM | 64110D104 | 269 | 6,142 | SH | SOLE | 6,142 | 0 | 0 | ||
NETAPP INC | COM | 64110D104 | 1,386 | 31,611 | SH | OTR | 1 | 0 | 31,611 | 0 | |
NETEASE INC | SPONSORED ADS | 64110W102 | 1,591 | 3,500 | SH | OTR | 1 | 0 | 3,500 | 0 | |
NETEASE INC | SPONSORED ADS | 64110W102 | 2 | 5 | SH | DFND | 1 | 0 | 5 | 0 | |
NETEASE INC | SPONSORED ADS | 64110W102 | 182 | 400 | SH | SOLE | 400 | 0 | 0 | ||
NETFLIX INC | COM | 64110L106 | 6,390 | 12,779 | SH | SOLE | 12,779 | 0 | 0 | ||
NETFLIX INC | COM | 64110L106 | 768 | 1,536 | SH | OTR | 5 | 0 | 1,536 | 0 | |
NETFLIX INC | COM | 64110L106 | 45,341 | 90,677 | SH | OTR | 1 | 0 | 90,677 | 0 | |
NETGEAR INC | COM | 64111Q104 | 358 | 11,600 | SH | SOLE | 11,600 | 0 | 0 | ||
NETGEAR INC | COM | 64111Q104 | 1,584 | 51,400 | SH | OTR | 1 | 0 | 51,400 | 0 | |
NETSCOUT SYS INC | COM | 64115T104 | 87 | 3,980 | SH | SOLE | 3,980 | 0 | 0 | ||
NETSCOUT SYS INC | COM | 64115T104 | 387 | 17,714 | SH | OTR | 1 | 0 | 17,714 | 0 | |
NEUBERGER BRMAN NY MUNI FD I | COM | 64124K102 | 300 | 25,745 | SH | SOLE | 25,745 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 5,251 | 3,791,000 | PRN | SOLE | 3,791,000 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 22,607 | 16,323,000 | PRN | OTR | 1 | 0 | 16,323,000 | 0 | |
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 5,981 | 4,350,000 | PRN | DFND | 1 | 0 | 4,350,000 | 0 | |
NEUROCRINE BIOSCIENCES INC | COM | 64125C109 | 2,351 | 24,444 | SH | OTR | 1 | 0 | 24,444 | 0 | |
NEUROCRINE BIOSCIENCES INC | COM | 64125C109 | 16 | 168 | SH | SOLE | 168 | 0 | 0 | ||
NEUROCRINE BIOSCIENCES INC | NOTE 2.250% 5/1 | 64125CAD1 | 92 | 67,000 | PRN | OTR | 4 | 0 | 67,000 | 0 | |
NEVRO CORP | COM | 64157F103 | 892 | 6,400 | SH | OTR | 1 | 0 | 6,400 | 0 | |
NEVRO CORP | COM | 64157F103 | 209 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
NEW ORIENTAL ED & TECHNOLOGY | SPON ADR | 647581107 | 75 | 500 | SH | SOLE | 500 | 0 | 0 | ||
NEW ORIENTAL ED & TECHNOLOGY | SPON ADR | 647581107 | 508 | 3,400 | SH | OTR | 1 | 0 | 3,400 | 0 | |
NEW RELIC INC | NOTE 0.500% 5/0 | 64829BAB6 | 115 | 120,000 | PRN | SOLE | 120,000 | 0 | 0 | ||
NEW YORK CMNTY BANCORP INC | COM | 649445103 | 681 | 82,308 | SH | OTR | 5 | 0 | 82,308 | 0 | |
NEW YORK CMNTY BANCORP INC | COM | 649445103 | 5,691 | 688,180 | SH | OTR | 1 | 0 | 688,180 | 0 | |
NEW YORK CMNTY BANCORP INC | COM | 649445103 | 49 | 5,910 | SH | SOLE | 5,910 | 0 | 0 | ||
NEWELL BRANDS INC | COM | 651229106 | 153 | 8,894 | SH | SOLE | 8,894 | 0 | 0 | ||
NEWELL BRANDS INC | COM | 651229106 | 923 | 53,771 | SH | OTR | 1 | 0 | 53,771 | 0 | |
NEWMARK GROUP INC | CL A | 65158N102 | 519 | 120,100 | SH | OTR | 1 | 0 | 120,100 | 0 | |
NEWMARK GROUP INC | CL A | 65158N102 | 112 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
NEWMONT CORP | COM | 651639106 | 2,065 | 32,543 | SH | SOLE | 32,543 | 0 | 0 | ||
NEWMONT CORP | COM | 651639106 | 20,100 | 316,783 | SH | OTR | 1 | 0 | 316,783 | 0 | |
NEWMONT CORP | COM | 651639106 | 1,419 | 22,359 | SH | OTR | 5 | 0 | 22,359 | 0 | |
NEWPARK RES INC | NOTE 4.000%12/0 | 651718AE8 | 1,666 | 1,889,000 | PRN | SOLE | 1,889,000 | 0 | 0 | ||
NEWPARK RES INC | NOTE 4.000%12/0 | 651718AE8 | 11,344 | 12,861,000 | PRN | OTR | 1 | 0 | 12,861,000 | 0 | |
NEWS CORP NEW | CL A | 65249B109 | 6,392 | 455,898 | SH | OTR | 1 | 0 | 455,898 | 0 | |
NEWS CORP NEW | CL A | 65249B109 | 379 | 27,026 | SH | SOLE | 27,026 | 0 | 0 | ||
NEWS CORP NEW | CL B | 65249B208 | 18 | 1,293 | SH | OTR | 5 | 0 | 1,293 | 0 | |
NEWS CORP NEW | CL A | 65249B109 | 477 | 34,012 | SH | OTR | 5 | 0 | 34,012 | 0 | |
NEWS CORP NEW | CL B | 65249B208 | 665 | 47,592 | SH | OTR | 1 | 0 | 47,592 | 0 | |
NEWS CORP NEW | CL B | 65249B208 | 30 | 2,170 | SH | SOLE | 2,170 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 3,572 | 12,871 | SH | SOLE | 12,871 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 878 | 3,165 | SH | OTR | 5 | 0 | 3,165 | 0 | |
NEXTERA ENERGY INC | COM | 65339F101 | 22,917 | 82,567 | SH | OTR | 1 | 0 | 82,567 | 0 | |
NEXTERA ENERGY INC | UNIT 09/01/2022S | 65339F796 | 6,802 | 124,800 | SH | SOLE | 124,800 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 5,520 | 116,750 | SH | SOLE | 116,750 | 0 | 0 | ||
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 158 | 3,388 | SH | OTR | 4 | 0 | 3,388 | 0 | |
NEXTERA ENERGY INC | UNIT 99/99/9999 | 65339F770 | 10,648 | 228,098 | SH | DFND | 1 | 0 | 228,098 | 0 | |
NEXTGEN HEALTHCARE INC | COM | 65343C102 | 944 | 74,100 | SH | OTR | 1 | 0 | 74,100 | 0 | |
NEXTGEN HEALTHCARE INC | COM | 65343C102 | 209 | 16,400 | SH | SOLE | 16,400 | 0 | 0 | ||
NEXTIER OILFIELD SOLUTIONS | COM | 65290C105 | 78 | 41,900 | SH | SOLE | 41,900 | 0 | 0 | ||
NEXTIER OILFIELD SOLUTIONS | COM | 65290C105 | 359 | 193,800 | SH | OTR | 1 | 0 | 193,800 | 0 | |
NICE LTD | SPONSORED ADR | 653656108 | 7,477 | 32,934 | SH | OTR | 1 | 0 | 32,934 | 0 | |
NICE LTD | SPONSORED ADR | 653656108 | 6,472 | 28,506 | SH | SOLE | 28,506 | 0 | 0 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 87,339 | 32,099,000 | PRN | OTR | 1 | 0 | 32,099,000 | 0 | |
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 12,273 | 4,519,000 | PRN | DFND | 1 | 0 | 4,519,000 | 0 | |
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 26,828 | 9,860,000 | PRN | SOLE | 9,860,000 | 0 | 0 | ||
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 185 | 68,000 | PRN | OTR | 4 | 0 | 68,000 | 0 | |
NIKE INC | CL B | 654106103 | 192 | 1,528 | SH | OTR | 5 | 0 | 1,528 | 0 | |
NIKE INC | CL B | 654106103 | 4,336 | 34,538 | SH | SOLE | 34,538 | 0 | 0 | ||
NIKE INC | CL B | 654106103 | 28,918 | 230,346 | SH | OTR | 1 | 0 | 230,346 | 0 | |
NIO INC | SPON ADS | 62914V106 | 62 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
NIO INC | SPON ADS | 62914V106 | 365 | 17,200 | SH | OTR | 1 | 0 | 17,200 | 0 | |
NISOURCE INC | COM | 65473P105 | 1,200 | 54,539 | SH | OTR | 1 | 0 | 54,539 | 0 | |
NISOURCE INC | COM | 65473P105 | 199 | 9,051 | SH | SOLE | 9,051 | 0 | 0 | ||
NOBLE ENERGY INC | COM | 655044105 | 590 | 69,011 | SH | OTR | 1 | 0 | 69,011 | 0 | |
NOBLE ENERGY INC | COM | 655044105 | 97 | 11,395 | SH | SOLE | 11,395 | 0 | 0 | ||
NORFOLK SOUTHN CORP | COM | 655844108 | 8,909 | 41,631 | SH | OTR | 1 | 0 | 41,631 | 0 | |
NORFOLK SOUTHN CORP | COM | 655844108 | 1,427 | 6,667 | SH | SOLE | 6,667 | 0 | 0 | ||
NORTHERN TR CORP | COM | 665859104 | 430 | 5,509 | SH | SOLE | 5,509 | 0 | 0 | ||
NORTHERN TR CORP | COM | 665859104 | 2,310 | 29,631 | SH | OTR | 1 | 0 | 29,631 | 0 | |
NORTHROP GRUMMAN CORP | COM | 666807102 | 948 | 3,005 | SH | OTR | 5 | 0 | 3,005 | 0 | |
NORTHROP GRUMMAN CORP | COM | 666807102 | 1,398 | 4,430 | SH | SOLE | 4,430 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 11,130 | 35,279 | SH | OTR | 1 | 0 | 35,279 | 0 | |
NORTONLIFELOCK INC | COM | 668771108 | 331 | 15,869 | SH | SOLE | 15,869 | 0 | 0 | ||
NORTONLIFELOCK INC | COM | 668771108 | 1,754 | 84,155 | SH | OTR | 1 | 0 | 84,155 | 0 | |
NOVAVAX INC | COM NEW | 670002401 | 2,925 | 27,000 | SH | OTR | 1 | 0 | 27,000 | 0 | |
NOVAVAX INC | COM NEW | 670002401 | 650 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 18,766 | 1,800,000 | PRN | OTR | 1 | 0 | 1,800,000 | 0 | |
NOVELLUS SYS INC | NOTE 2.625% 5/1 | 670008AD3 | 11,364 | 1,090,000 | PRN | SOLE | 1,090,000 | 0 | 0 | ||
NRG ENERGY INC | COM NEW | 629377508 | 390 | 12,677 | SH | SOLE | 12,677 | 0 | 0 | ||
NRG ENERGY INC | COM NEW | 629377508 | 9,412 | 306,180 | SH | OTR | 1 | 0 | 306,180 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 25,504 | 24,506,000 | PRN | OTR | 1 | 0 | 24,506,000 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 76 | 73,000 | PRN | OTR | 4 | 0 | 73,000 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 4,962 | 4,791,000 | PRN | DFND | 1 | 0 | 4,791,000 | 0 | |
NRG ENERGY INC | COM NEW | 629377508 | 430 | 14,003 | SH | OTR | 5 | 0 | 14,003 | 0 | |
NRG ENERGY INC | DBCV 2.750% 6/0 | 629377CG5 | 4,260 | 4,093,000 | PRN | SOLE | 4,093,000 | 0 | 0 | ||
NU SKIN ENTERPRISES INC | CL A | 67018T105 | 162 | 3,226 | SH | SOLE | 3,226 | 0 | 0 | ||
NU SKIN ENTERPRISES INC | CL A | 67018T105 | 8,976 | 179,193 | SH | OTR | 1 | 0 | 179,193 | 0 | |
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 3,560 | 2,004,000 | PRN | SOLE | 2,004,000 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 452 | 13,610 | SH | OTR | 1 | 0 | 13,610 | 0 | |
NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 34,831 | 19,609,000 | PRN | OTR | 1 | 0 | 19,609,000 | 0 | |
NUCOR CORP | COM | 670346105 | 1,928 | 42,987 | SH | OTR | 1 | 0 | 42,987 | 0 | |
NUCOR CORP | COM | 670346105 | 369 | 8,215 | SH | SOLE | 8,215 | 0 | 0 | ||
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 4,625 | 4,507,000 | PRN | DFND | 1 | 0 | 4,507,000 | 0 | |
NUVASIVE INC | COM | 670704105 | 2,713 | 55,854 | SH | OTR | 1 | 0 | 55,854 | 0 | |
NUVASIVE INC | NOTE 2.250% 3/1 | 670704AG0 | 69 | 67,000 | PRN | OTR | 4 | 0 | 67,000 | 0 | |
NUVASIVE INC | COM | 670704105 | 607 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
NUVEEN AMT FREE QLTY MUN INC | COM | 670657105 | 25,742 | 1,795,140 | SH | SOLE | 1,795,140 | 0 | 0 | ||
NUVEEN CR STRATEGIES INCOME | COM SHS | 67073D102 | 366 | 61,937 | SH | SOLE | 61,937 | 0 | 0 | ||
NUVEEN MARYLAND QLT MUN INC | COM | 67061Q107 | 2,632 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
NUVEEN MICH QUALITY MUN INCO | COM | 670979103 | 4,254 | 300,000 | SH | SOLE | 300,000 | 0 | 0 | ||
NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 1,286 | 100,000 | SH | OTR | 1 | 0 | 100,000 | 0 | |
NUVEEN NEW YORK AMT QLT MUNI | COM | 670656107 | 7,055 | 548,590 | SH | SOLE | 548,590 | 0 | 0 | ||
NUVEEN PENNSYLVANIA QLT MUN | COM | 670972108 | 6,950 | 517,097 | SH | SOLE | 517,097 | 0 | 0 | ||
NVIDIA CORPORATION | COM | 67066G104 | 2,714 | 5,015 | SH | OTR | 5 | 0 | 5,015 | 0 | |
NVIDIA CORPORATION | COM | 67066G104 | 96,031 | 177,434 | SH | OTR | 1 | 0 | 177,434 | 0 | |
NVIDIA CORPORATION | COM | 67066G104 | 10,192 | 18,832 | SH | SOLE | 18,832 | 0 | 0 | ||
NVR INC | COM | 62944T105 | 380 | 93 | SH | SOLE | 93 | 0 | 0 | ||
NVR INC | COM | 62944T105 | 2,025 | 496 | SH | OTR | 1 | 0 | 496 | 0 | |
OCCIDENTAL PETE CORP | COM | 674599105 | 221 | 22,067 | SH | SOLE | 22,067 | 0 | 0 | ||
OCCIDENTAL PETE CORP | COM | 674599105 | 1,193 | 119,200 | SH | OTR | 1 | 0 | 119,200 | 0 | |
OCEANFIRST FINL CORP | COM | 675234108 | 237 | 17,300 | SH | SOLE | 17,300 | 0 | 0 | ||
OCEANFIRST FINL CORP | COM | 675234108 | 1,051 | 76,800 | SH | OTR | 1 | 0 | 76,800 | 0 | |
OGE ENERGY CORP | COM | 670837103 | 470 | 15,684 | SH | SOLE | 15,684 | 0 | 0 | ||
OGE ENERGY CORP | COM | 670837103 | 3,857 | 128,606 | SH | OTR | 1 | 0 | 128,606 | 0 | |
OGE ENERGY CORP | COM | 670837103 | 397 | 13,236 | SH | OTR | 5 | 0 | 13,236 | 0 | |
OIL DRI CORP AMER | COM | 677864100 | 39 | 1,100 | SH | SOLE | 1,100 | 0 | 0 | ||
OIL DRI CORP AMER | COM | 677864100 | 179 | 5,000 | SH | OTR | 1 | 0 | 5,000 | 0 | |
OIL STS INTL INC | NOTE 1.500% 2/1 | 678026AH8 | 18,695 | 33,038,000 | PRN | OTR | 1 | 0 | 33,038,000 | 0 | |
OIL STS INTL INC | NOTE 1.500% 2/1 | 678026AH8 | 5,102 | 9,016,000 | PRN | SOLE | 9,016,000 | 0 | 0 | ||
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 12,087 | 9,144,000 | PRN | OTR | 1 | 0 | 9,144,000 | 0 | |
OKTA INC | CL A | 679295105 | 503 | 2,352 | SH | OTR | 1 | 0 | 2,352 | 0 | |
OKTA INC | NOTE 0.125% 9/0 | 679295AD7 | 4,100 | 3,102,000 | PRN | SOLE | 3,102,000 | 0 | 0 | ||
OKTA INC | CL A | 679295105 | 86 | 400 | SH | SOLE | 400 | 0 | 0 | ||
OLD DOMINION FREIGHT LINE IN | COM | 679580100 | 4,498 | 24,862 | SH | OTR | 1 | 0 | 24,862 | 0 | |
OLD DOMINION FREIGHT LINE IN | COM | 679580100 | 465 | 2,569 | SH | SOLE | 2,569 | 0 | 0 | ||
OMNICELL COM | COM | 68213N109 | 612 | 8,200 | SH | OTR | 1 | 0 | 8,200 | 0 | |
OMNICELL COM | COM | 68213N109 | 142 | 1,900 | SH | SOLE | 1,900 | 0 | 0 | ||
OMNICOM GROUP INC | COM | 681919106 | 286 | 5,774 | SH | SOLE | 5,774 | 0 | 0 | ||
OMNICOM GROUP INC | COM | 681919106 | 1,514 | 30,595 | SH | OTR | 1 | 0 | 30,595 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 16,891 | 12,766,000 | PRN | OTR | 1 | 0 | 12,766,000 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 5,345 | 4,473,000 | PRN | DFND | 1 | 0 | 4,473,000 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 4,537 | 3,429,000 | PRN | SOLE | 3,429,000 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 75 | 63,000 | PRN | OTR | 4 | 0 | 63,000 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.625%10/1 | 682189AP0 | 430 | 325,000 | PRN | OTR | 5 | 0 | 325,000 | 0 | |
ON SEMICONDUCTOR CORP | NOTE 1.000%12/0 | 682189AK1 | 34 | 28,000 | PRN | SOLE | 28,000 | 0 | 0 | ||
ONEOK INC NEW | COM | 682680103 | 1,643 | 63,251 | SH | OTR | 1 | 0 | 63,251 | 0 | |
ONEOK INC NEW | COM | 682680103 | 303 | 11,682 | SH | SOLE | 11,682 | 0 | 0 | ||
OP BANCORP | COM | 67109R109 | 76 | 13,200 | SH | SOLE | 13,200 | 0 | 0 | ||
OP BANCORP | COM | 67109R109 | 349 | 61,000 | SH | OTR | 1 | 0 | 61,000 | 0 | |
OPKO HEALTH INC | COM | 68375N103 | 1,085 | 294,100 | SH | OTR | 1 | 0 | 294,100 | 0 | |
OPKO HEALTH INC | COM | 68375N103 | 244 | 66,000 | SH | SOLE | 66,000 | 0 | 0 | ||
OPTION CARE HEALTH INC | COM NEW | 68404L201 | 2,686 | 200,900 | SH | OTR | 1 | 0 | 200,900 | 0 | |
OPTION CARE HEALTH INC | COM NEW | 68404L201 | 602 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 741 | 12,413 | SH | OTR | 5 | 0 | 12,413 | 0 | |
ORACLE CORP | COM | 68389X105 | 21,607 | 361,933 | SH | OTR | 1 | 0 | 361,933 | 0 | |
ORACLE CORP | COM | 68389X105 | 3,471 | 58,135 | SH | SOLE | 58,135 | 0 | 0 | ||
ORASURE TECHNOLOGIES INC | COM | 68554V108 | 484 | 39,800 | SH | SOLE | 39,800 | 0 | 0 | ||
ORASURE TECHNOLOGIES INC | COM | 68554V108 | 2,166 | 178,000 | SH | OTR | 1 | 0 | 178,000 | 0 | |
OREILLY AUTOMOTIVE INC | COM | 67103H107 | 12,749 | 27,650 | SH | OTR | 1 | 0 | 27,650 | 0 | |
OREILLY AUTOMOTIVE INC | COM | 67103H107 | 898 | 1,947 | SH | SOLE | 1,947 | 0 | 0 | ||
ORRSTOWN FINL SVCS INC | COM | 687380105 | 56 | 4,392 | SH | SOLE | 4,392 | 0 | 0 | ||
ORRSTOWN FINL SVCS INC | COM | 687380105 | 248 | 19,401 | SH | OTR | 1 | 0 | 19,401 | 0 | |
ORTHOFIX MED INC | COM | 68752M108 | 716 | 23,000 | SH | OTR | 1 | 0 | 23,000 | 0 | |
ORTHOFIX MED INC | COM | 68752M108 | 162 | 5,200 | SH | SOLE | 5,200 | 0 | 0 | ||
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 88 | 87,000 | PRN | SOLE | 87,000 | 0 | 0 | ||
OTIS WORLDWIDE CORP | COM | 68902V107 | 11,979 | 191,909 | SH | OTR | 1 | 0 | 191,909 | 0 | |
OTIS WORLDWIDE CORP | COM | 68902V107 | 665 | 10,646 | SH | SOLE | 10,646 | 0 | 0 | ||
OVERSTOCK COM INC DEL | COM | 690370101 | 1,271 | 17,500 | SH | OTR | 1 | 0 | 17,500 | 0 | |
OVERSTOCK COM INC DEL | COM | 690370101 | 298 | 4,100 | SH | SOLE | 4,100 | 0 | 0 | ||
OWENS & MINOR INC NEW | COM | 690732102 | 4,043 | 161,000 | SH | OTR | 1 | 0 | 161,000 | 0 | |
OWENS & MINOR INC NEW | COM | 690732102 | 906 | 36,100 | SH | SOLE | 36,100 | 0 | 0 | ||
OWENS CORNING NEW | COM | 690742101 | 9,393 | 136,502 | SH | OTR | 1 | 0 | 136,502 | 0 | |
OWENS CORNING NEW | COM | 690742101 | 497 | 7,225 | SH | SOLE | 7,225 | 0 | 0 | ||
OWENS CORNING NEW | COM | 690742101 | 525 | 7,634 | SH | OTR | 5 | 0 | 7,634 | 0 | |
PACCAR INC | COM | 693718108 | 5,358 | 62,834 | SH | OTR | 1 | 0 | 62,834 | 0 | |
PACCAR INC | COM | 693718108 | 782 | 9,170 | SH | SOLE | 9,170 | 0 | 0 | ||
PACIFIC BIOSCIENCES CALIF IN | COM | 69404D108 | 44 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
PACIFIC BIOSCIENCES CALIF IN | COM | 69404D108 | 200 | 20,300 | SH | OTR | 1 | 0 | 20,300 | 0 | |
PACIRA BIOSCIENCES | NOTE 2.375% 4/0 | 695127AD2 | 3,484 | 3,032,000 | PRN | DFND | 1 | 0 | 3,032,000 | 0 | |
PACIRA BIOSCIENCES | NOTE 2.375% 4/0 | 695127AD2 | 3,165 | 2,749,000 | PRN | OTR | 1 | 0 | 2,749,000 | 0 | |
PACIRA BIOSCIENCES | COM | 695127100 | 685 | 11,397 | SH | SOLE | 11,397 | 0 | 0 | ||
PACIRA BIOSCIENCES | NOTE 2.375% 4/0 | 695127AD2 | 53 | 46,000 | PRN | OTR | 4 | 0 | 46,000 | 0 | |
PACIRA BIOSCIENCES | NOTE 2.375% 4/0 | 695127AD2 | 958 | 832,000 | PRN | SOLE | 832,000 | 0 | 0 | ||
PACIRA BIOSCIENCES | COM | 695127100 | 3,047 | 50,688 | SH | OTR | 1 | 0 | 50,688 | 0 | |
PACKAGING CORP AMER | COM | 695156109 | 1,473 | 13,504 | SH | OTR | 1 | 0 | 13,504 | 0 | |
PACKAGING CORP AMER | COM | 695156109 | 277 | 2,540 | SH | SOLE | 2,540 | 0 | 0 | ||
PACWEST BANCORP DEL | COM | 695263103 | 137 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
PACWEST BANCORP DEL | COM | 695263103 | 485 | 28,379 | SH | OTR | 1 | 0 | 28,379 | 0 | |
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 8,482 | 7,508,000 | PRN | SOLE | 7,508,000 | 0 | 0 | ||
PALO ALTO NETWORKS INC | NOTE 0.750% 7/0 | 697435AD7 | 25,584 | 22,645,000 | PRN | OTR | 1 | 0 | 22,645,000 | 0 | |
PALO ALTO NETWORKS INC | COM | 697435105 | 73 | 300 | SH | SOLE | 300 | 0 | 0 | ||
PALO ALTO NETWORKS INC | COM | 697435105 | 6,759 | 27,616 | SH | OTR | 1 | 0 | 27,616 | 0 | |
PAPA JOHNS INTL INC | COM | 698813102 | 1,588 | 19,300 | SH | OTR | 1 | 0 | 19,300 | 0 | |
PAPA JOHNS INTL INC | COM | 698813102 | 362 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
PARKER-HANNIFIN CORP | COM | 701094104 | 714 | 3,531 | SH | SOLE | 3,531 | 0 | 0 | ||
PARKER-HANNIFIN CORP | COM | 701094104 | 11,568 | 57,171 | SH | OTR | 1 | 0 | 57,171 | 0 | |
PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 28,717 | 28,898,000 | PRN | OTR | 1 | 0 | 28,898,000 | 0 | |
PATRICK INDS INC | COM | 703343103 | 526 | 9,151 | SH | SOLE | 9,151 | 0 | 0 | ||
PATRICK INDS INC | COM | 703343103 | 2,355 | 40,939 | SH | OTR | 1 | 0 | 40,939 | 0 | |
PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 5,945 | 6,043,000 | PRN | DFND | 1 | 0 | 6,043,000 | 0 | |
PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 90 | 91,000 | PRN | OTR | 4 | 0 | 91,000 | 0 | |
PATRICK INDS INC | DBCV 1.000% 2/0 | 703343AB9 | 7,703 | 7,752,000 | PRN | SOLE | 7,752,000 | 0 | 0 | ||
PAYCHEX INC | COM | 704326107 | 3,639 | 45,619 | SH | OTR | 1 | 0 | 45,619 | 0 | |
PAYCHEX INC | COM | 704326107 | 675 | 8,461 | SH | SOLE | 8,461 | 0 | 0 | ||
PAYCOM SOFTWARE INC | COM | 70432V102 | 2,171 | 6,973 | SH | OTR | 1 | 0 | 6,973 | 0 | |
PAYCOM SOFTWARE INC | COM | 70432V102 | 422 | 1,356 | SH | SOLE | 1,356 | 0 | 0 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 7,426 | 37,691 | SH | SOLE | 37,691 | 0 | 0 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 73,373 | 372,397 | SH | OTR | 1 | 0 | 372,397 | 0 | |
PAYPAL HLDGS INC | COM | 70450Y103 | 2,772 | 14,069 | SH | OTR | 5 | 0 | 14,069 | 0 | |
PCTEL INC | COM | 69325Q105 | 38 | 6,700 | SH | SOLE | 6,700 | 0 | 0 | ||
PCTEL INC | COM | 69325Q105 | 175 | 30,900 | SH | OTR | 1 | 0 | 30,900 | 0 | |
PEAPACK-GLADSTONE FINL CORP | COM | 704699107 | 705 | 46,508 | SH | OTR | 1 | 0 | 46,508 | 0 | |
PEAPACK-GLADSTONE FINL CORP | COM | 704699107 | 160 | 10,576 | SH | SOLE | 10,576 | 0 | 0 | ||
PEBBLEBROOK HOTEL TR | COM | 70509V100 | 39 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
PEBBLEBROOK HOTEL TR | COM | 70509V100 | 172 | 13,700 | SH | OTR | 1 | 0 | 13,700 | 0 | |
PENN NATL GAMING INC | COM | 707569109 | 1,011 | 13,900 | SH | SOLE | 13,900 | 0 | 0 | ||
PENN NATL GAMING INC | COM | 707569109 | 4,457 | 61,300 | SH | OTR | 1 | 0 | 61,300 | 0 | |
PENNYMAC FINL SVCS INC NEW | COM | 70932M107 | 122 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
PENNYMAC FINL SVCS INC NEW | COM | 70932M107 | 552 | 9,500 | SH | OTR | 1 | 0 | 9,500 | 0 | |
PEOPLES UNITED FINANCIAL INC | COM | 712704105 | 624 | 60,485 | SH | OTR | 1 | 0 | 60,485 | 0 | |
PEOPLES UNITED FINANCIAL INC | COM | 712704105 | 103 | 9,998 | SH | SOLE | 9,998 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 506 | 3,650 | SH | OTR | 5 | 0 | 3,650 | 0 | |
PEPSICO INC | COM | 713448108 | 5,196 | 37,486 | SH | SOLE | 37,486 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 34,693 | 250,307 | SH | OTR | 1 | 0 | 250,307 | 0 | |
PERDOCEO ED CORP | COM | 71363P106 | 190 | 15,500 | SH | SOLE | 15,500 | 0 | 0 | ||
PERDOCEO ED CORP | COM | 71363P106 | 851 | 69,500 | SH | OTR | 1 | 0 | 69,500 | 0 | |
PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 273 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 1,229 | 35,500 | SH | OTR | 1 | 0 | 35,500 | 0 | |
PERKINELMER INC | COM | 714046109 | 1,998 | 15,922 | SH | OTR | 1 | 0 | 15,922 | 0 | |
PERKINELMER INC | COM | 714046109 | 356 | 2,839 | SH | SOLE | 2,839 | 0 | 0 | ||
PERSPECTA INC | COM | 715347100 | 558 | 28,700 | SH | SOLE | 28,700 | 0 | 0 | ||
PERSPECTA INC | COM | 715347100 | 2,484 | 127,700 | SH | OTR | 1 | 0 | 127,700 | 0 | |
PETMED EXPRESS INC | COM | 716382106 | 316 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
PETMED EXPRESS INC | COM | 716382106 | 1,432 | 45,300 | SH | OTR | 1 | 0 | 45,300 | 0 | |
PFIZER INC | COM | 717081103 | 2,231 | 60,789 | SH | OTR | 5 | 0 | 60,789 | 0 | |
PFIZER INC | COM | 717081103 | 39,439 | 1,074,638 | SH | OTR | 1 | 0 | 1,074,638 | 0 | |
PFIZER INC | COM | 717081103 | 6,384 | 173,944 | SH | SOLE | 173,944 | 0 | 0 | ||
PFSWEB INC | COM NEW | 717098206 | 15 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
PFSWEB INC | COM NEW | 717098206 | 70 | 10,400 | SH | OTR | 1 | 0 | 10,400 | 0 | |
PG&E CORP | UNIT 99/99/9999 | 69331C140 | 104 | 1,064 | SH | OTR | 4 | 0 | 1,064 | 0 | |
PG&E CORP | UNIT 99/99/9999 | 69331C140 | 25,470 | 259,900 | SH | OTR | 1 | 0 | 259,900 | 0 | |
PG&E CORP | UNIT 99/99/9999 | 69331C140 | 7,048 | 71,848 | SH | DFND | 1 | 0 | 71,848 | 0 | |
PG&E CORP | UNIT 99/99/9999 | 69331C140 | 3,693 | 37,682 | SH | SOLE | 37,682 | 0 | 0 | ||
PGIM GLOBAL HIGH YIELD FD FO | COM | 69346J106 | 406 | 30,653 | SH | SOLE | 30,653 | 0 | 0 | ||
PGIM HIGH YIELD BOND FUND IN | COM | 69346H100 | 388 | 28,062 | SH | SOLE | 28,062 | 0 | 0 | ||
PGT INNOVATIONS INC | COM | 69336V101 | 2,153 | 122,900 | SH | OTR | 1 | 0 | 122,900 | 0 | |
PGT INNOVATIONS INC | COM | 69336V101 | 480 | 27,400 | SH | SOLE | 27,400 | 0 | 0 | ||
PHIBRO ANIMAL HEALTH CORP | CL A COM | 71742Q106 | 126 | 7,262 | SH | SOLE | 7,262 | 0 | 0 | ||
PHIBRO ANIMAL HEALTH CORP | CL A COM | 71742Q106 | 553 | 31,792 | SH | OTR | 1 | 0 | 31,792 | 0 | |
PHILIP MORRIS INTL INC | COM | 718172109 | 19,744 | 263,289 | SH | OTR | 1 | 0 | 263,289 | 0 | |
PHILIP MORRIS INTL INC | COM | 718172109 | 2,231 | 29,751 | SH | SOLE | 29,751 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 513 | 6,836 | SH | OTR | 5 | 0 | 6,836 | 0 | |
PHILLIPS 66 | COM | 718546104 | 4,560 | 87,963 | SH | OTR | 1 | 0 | 87,963 | 0 | |
PHILLIPS 66 | COM | 718546104 | 610 | 11,774 | SH | SOLE | 11,774 | 0 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 114 | 2,200 | SH | OTR | 5 | 0 | 2,200 | 0 | |
PHOTRONICS INC | COM | 719405102 | 2,181 | 218,937 | SH | OTR | 1 | 0 | 218,937 | 0 | |
PHOTRONICS INC | COM | 719405102 | 485 | 48,700 | SH | SOLE | 48,700 | 0 | 0 | ||
PHYSICIANS RLTY TR | COM | 71943U104 | 231 | 12,900 | SH | SOLE | 12,900 | 0 | 0 | ||
PHYSICIANS RLTY TR | COM | 71943U104 | 1,030 | 57,500 | SH | OTR | 1 | 0 | 57,500 | 0 | |
PIEDMONT OFFICE REALTY TR IN | COM CL A | 720190206 | 246 | 18,100 | SH | SOLE | 18,100 | 0 | 0 | ||
PIEDMONT OFFICE REALTY TR IN | COM CL A | 720190206 | 1,084 | 79,900 | SH | OTR | 1 | 0 | 79,900 | 0 | |
PINDUODUO INC | SPONSORED ADS | 722304102 | 952 | 12,837 | SH | OTR | 1 | 0 | 12,837 | 0 | |
PINDUODUO INC | SPONSORED ADS | 722304102 | 52 | 700 | SH | SOLE | 700 | 0 | 0 | ||
PINNACLE WEST CAP CORP | COM | 723484101 | 1,195 | 16,028 | SH | OTR | 1 | 0 | 16,028 | 0 | |
PINNACLE WEST CAP CORP | COM | 723484101 | 198 | 2,659 | SH | SOLE | 2,659 | 0 | 0 | ||
PIONEER MUN HIGH INCOME ADVA | COM | 723762100 | 3,455 | 316,387 | SH | OTR | 1 | 0 | 316,387 | 0 | |
PIONEER MUN HIGH INCOME ADVA | COM | 723762100 | 11,389 | 1,042,947 | SH | SOLE | 1,042,947 | 0 | 0 | ||
PIONEER MUN HIGH INCOME TR | COM SHS | 723763108 | 5,585 | 482,304 | SH | SOLE | 482,304 | 0 | 0 | ||
PIONEER MUN HIGH INCOME TR | COM SHS | 723763108 | 3,853 | 332,691 | SH | OTR | 1 | 0 | 332,691 | 0 | |
PIONEER NAT RES CO | COM | 723787107 | 5,764 | 67,031 | SH | OTR | 1 | 0 | 67,031 | 0 | |
PIONEER NAT RES CO | COM | 723787107 | 377 | 4,381 | SH | SOLE | 4,381 | 0 | 0 | ||
PITNEY BOWES INC | COM | 724479100 | 892 | 168,000 | SH | OTR | 1 | 0 | 168,000 | 0 | |
PITNEY BOWES INC | COM | 724479100 | 202 | 38,100 | SH | SOLE | 38,100 | 0 | 0 | ||
PLEXUS CORP | COM | 729132100 | 1,229 | 17,400 | SH | OTR | 1 | 0 | 17,400 | 0 | |
PLEXUS CORP | COM | 729132100 | 283 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
PLUG POWER INC | COM NEW | 72919P202 | 314 | 23,400 | SH | SOLE | 23,400 | 0 | 0 | ||
PLUG POWER INC | COM NEW | 72919P202 | 1,400 | 104,400 | SH | OTR | 1 | 0 | 104,400 | 0 | |
PLURALSIGHT INC | NOTE 0.375% 3/0 | 72941BAB2 | 133 | 150,000 | PRN | SOLE | 150,000 | 0 | 0 | ||
PLYMOUTH INDL REIT INC | COM | 729640102 | 147 | 11,900 | SH | OTR | 1 | 0 | 11,900 | 0 | |
PLYMOUTH INDL REIT INC | COM | 729640102 | 32 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
PNC FINL SVCS GROUP INC | COM | 693475105 | 7,676 | 69,835 | SH | OTR | 1 | 0 | 69,835 | 0 | |
PNC FINL SVCS GROUP INC | COM | 693475105 | 1,221 | 11,107 | SH | SOLE | 11,107 | 0 | 0 | ||
POLARIS INC | COM | 731068102 | 19,031 | 201,729 | SH | OTR | 1 | 0 | 201,729 | 0 | |
POLARIS INC | COM | 731068102 | 1,026 | 10,876 | SH | OTR | 5 | 0 | 10,876 | 0 | |
POLARIS INC | COM | 731068102 | 536 | 5,686 | SH | SOLE | 5,686 | 0 | 0 | ||
POTLATCHDELTIC CORPORATION | COM | 737630103 | 467 | 11,100 | SH | SOLE | 11,100 | 0 | 0 | ||
POTLATCHDELTIC CORPORATION | COM | 737630103 | 2,084 | 49,500 | SH | OTR | 1 | 0 | 49,500 | 0 | |
POWELL INDS INC | COM | 739128106 | 1,687 | 69,900 | SH | OTR | 1 | 0 | 69,900 | 0 | |
POWELL INDS INC | COM | 739128106 | 376 | 15,600 | SH | SOLE | 15,600 | 0 | 0 | ||
PPD INC | COM | 69355F102 | 9,895 | 267,494 | SH | OTR | 1 | 0 | 267,494 | 0 | |
PPD INC | COM | 69355F102 | 226 | 6,100 | SH | SOLE | 6,100 | 0 | 0 | ||
PPG INDS INC | COM | 693506107 | 4,167 | 34,135 | SH | OTR | 1 | 0 | 34,135 | 0 | |
PPG INDS INC | COM | 693506107 | 765 | 6,264 | SH | SOLE | 6,264 | 0 | 0 | ||
PPL CORP | COM | 69351T106 | 651 | 23,910 | SH | SOLE | 23,910 | 0 | 0 | ||
PPL CORP | COM | 69351T106 | 297 | 10,926 | SH | OTR | 5 | 0 | 10,926 | 0 | |
PPL CORP | COM | 69351T106 | 11,272 | 414,249 | SH | OTR | 1 | 0 | 414,249 | 0 | |
PRA HEALTH SCIENCES INC | COM | 69354M108 | 19,037 | 187,668 | SH | OTR | 1 | 0 | 187,668 | 0 | |
PRA HEALTH SCIENCES INC | COM | 69354M108 | 968 | 9,547 | SH | OTR | 5 | 0 | 9,547 | 0 | |
PRA HEALTH SCIENCES INC | COM | 69354M108 | 505 | 4,982 | SH | SOLE | 4,982 | 0 | 0 | ||
PREFERRED BK LOS ANGELES CA | COM NEW | 740367404 | 244 | 7,600 | SH | SOLE | 7,600 | 0 | 0 | ||
PREFERRED BK LOS ANGELES CA | COM NEW | 740367404 | 1,105 | 34,400 | SH | OTR | 1 | 0 | 34,400 | 0 | |
PREFORMED LINE PRODS CO | COM | 740444104 | 47 | 970 | SH | SOLE | 970 | 0 | 0 | ||
PREFORMED LINE PRODS CO | COM | 740444104 | 232 | 4,767 | SH | OTR | 1 | 0 | 4,767 | 0 | |
PRESTIGE CONSMR HEALTHCARE I | COM | 74112D101 | 2,531 | 69,500 | SH | OTR | 1 | 0 | 69,500 | 0 | |
PRESTIGE CONSMR HEALTHCARE I | COM | 74112D101 | 565 | 15,500 | SH | SOLE | 15,500 | 0 | 0 | ||
PRICE T ROWE GROUP INC | COM | 74144T108 | 763 | 5,952 | SH | SOLE | 5,952 | 0 | 0 | ||
PRICE T ROWE GROUP INC | COM | 74144T108 | 12,466 | 97,220 | SH | OTR | 1 | 0 | 97,220 | 0 | |
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 35,023 | 32,836,000 | PRN | OTR | 1 | 0 | 32,836,000 | 0 | |
PRICELINE GRP INC | NOTE 0.900% 9/1 | 741503AX4 | 16,698 | 15,655,000 | PRN | SOLE | 15,655,000 | 0 | 0 | ||
PRICESMART INC | COM | 741511109 | 60 | 900 | SH | SOLE | 900 | 0 | 0 | ||
PRICESMART INC | COM | 741511109 | 286 | 4,300 | SH | OTR | 1 | 0 | 4,300 | 0 | |
PRIMO WATER CORPORATION | COM | 74167P108 | 672 | 47,300 | SH | SOLE | 47,300 | 0 | 0 | ||
PRIMO WATER CORPORATION | COM | 74167P108 | 3,003 | 211,500 | SH | OTR | 1 | 0 | 211,500 | 0 | |
PRIMORIS SVCS CORP | COM | 74164F103 | 2,403 | 133,200 | SH | OTR | 1 | 0 | 133,200 | 0 | |
PRIMORIS SVCS CORP | COM | 74164F103 | 541 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
PRINCIPAL FINANCIAL GROUP IN | COM | 74251V102 | 2,152 | 53,432 | SH | OTR | 1 | 0 | 53,432 | 0 | |
PRINCIPAL FINANCIAL GROUP IN | COM | 74251V102 | 243 | 6,022 | SH | SOLE | 6,022 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 9,465 | 68,099 | SH | SOLE | 68,099 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 70,054 | 504,024 | SH | OTR | 1 | 0 | 504,024 | 0 | |
PROCTER AND GAMBLE CO | COM | 742718109 | 3,827 | 27,531 | SH | OTR | 5 | 0 | 27,531 | 0 | |
PROGRESS SOFTWARE CORP | COM | 743312100 | 2,755 | 75,106 | SH | OTR | 1 | 0 | 75,106 | 0 | |
PROGRESS SOFTWARE CORP | COM | 743312100 | 614 | 16,726 | SH | SOLE | 16,726 | 0 | 0 | ||
PROGRESSIVE CORP | COM | 743315103 | 8,898 | 93,993 | SH | OTR | 1 | 0 | 93,993 | 0 | |
PROGRESSIVE CORP | COM | 743315103 | 1,454 | 15,360 | SH | SOLE | 15,360 | 0 | 0 | ||
PROLOGIS INC. | COM | 74340W103 | 13,179 | 130,979 | SH | OTR | 1 | 0 | 130,979 | 0 | |
PROLOGIS INC. | COM | 74340W103 | 2,328 | 23,135 | SH | SOLE | 23,135 | 0 | 0 | ||
PROLOGIS INC. | COM | 74340W103 | 264 | 2,627 | SH | OTR | 5 | 0 | 2,627 | 0 | |
PROOFPOINT INC | COM | 743424103 | 232 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
PROOFPOINT INC | NOTE 0.250% 8/1 | 743424AF0 | 175 | 175,000 | PRN | SOLE | 175,000 | 0 | 0 | ||
PROOFPOINT INC | COM | 743424103 | 13,849 | 131,209 | SH | OTR | 1 | 0 | 131,209 | 0 | |
PROPETRO HLDG CORP | COM | 74347M108 | 396 | 97,500 | SH | SOLE | 97,500 | 0 | 0 | ||
PROPETRO HLDG CORP | COM | 74347M108 | 1,766 | 435,000 | SH | OTR | 1 | 0 | 435,000 | 0 | |
PROSIGHT GLOBAL INC | COM | 74349J103 | 33 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
PROSIGHT GLOBAL INC | COM | 74349J103 | 139 | 12,300 | SH | OTR | 1 | 0 | 12,300 | 0 | |
PROVIDENCE SVC CORP | COM | 743815102 | 214 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
PROVIDENCE SVC CORP | COM | 743815102 | 976 | 10,500 | SH | OTR | 1 | 0 | 10,500 | 0 | |
PROVIDENT FINL SVCS INC | COM | 74386T105 | 123 | 10,100 | SH | OTR | 1 | 0 | 10,100 | 0 | |
PROVIDENT FINL SVCS INC | COM | 74386T105 | 28 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
PRUDENTIAL FINL INC | COM | 744320102 | 3,695 | 58,172 | SH | OTR | 1 | 0 | 58,172 | 0 | |
PRUDENTIAL FINL INC | COM | 744320102 | 661 | 10,409 | SH | SOLE | 10,409 | 0 | 0 | ||
PS BUSINESS PKS INC CALIF | COM | 69360J107 | 1,961 | 16,021 | SH | OTR | 1 | 0 | 16,021 | 0 | |
PS BUSINESS PKS INC CALIF | COM | 69360J107 | 441 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
PTC THERAPEUTICS INC | COM | 69366J200 | 1,692 | 36,183 | SH | OTR | 1 | 0 | 36,183 | 0 | |
PTC THERAPEUTICS INC | COM | 69366J200 | 380 | 8,127 | SH | SOLE | 8,127 | 0 | 0 | ||
PUBLIC STORAGE | COM | 74460D109 | 899 | 4,035 | SH | SOLE | 4,035 | 0 | 0 | ||
PUBLIC STORAGE | COM | 74460D109 | 5,849 | 26,263 | SH | OTR | 1 | 0 | 26,263 | 0 | |
PUBLIC SVC ENTERPRISE GRP IN | COM | 744573106 | 6,346 | 115,569 | SH | OTR | 1 | 0 | 115,569 | 0 | |
PUBLIC SVC ENTERPRISE GRP IN | COM | 744573106 | 720 | 13,120 | SH | SOLE | 13,120 | 0 | 0 | ||
PULTE GROUP INC | COM | 745867101 | 9,646 | 208,389 | SH | OTR | 1 | 0 | 208,389 | 0 | |
PULTE GROUP INC | COM | 745867101 | 475 | 10,257 | SH | SOLE | 10,257 | 0 | 0 | ||
PURECYCLE CORP | COM NEW | 746228303 | 82 | 9,100 | SH | SOLE | 9,100 | 0 | 0 | ||
PURECYCLE CORP | COM NEW | 746228303 | 369 | 41,000 | SH | OTR | 1 | 0 | 41,000 | 0 | |
PUTNAM MUN OPPORTUNITIES TR | SH BEN INT | 746922103 | 3,315 | 255,603 | SH | SOLE | 255,603 | 0 | 0 | ||
PVH CORPORATION | COM | 693656100 | 602 | 10,101 | SH | OTR | 1 | 0 | 10,101 | 0 | |
PVH CORPORATION | COM | 693656100 | 100 | 1,678 | SH | SOLE | 1,678 | 0 | 0 | ||
Q2 HLDGS INC | COM | 74736L109 | 338 | 3,700 | SH | SOLE | 3,700 | 0 | 0 | ||
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 8,849 | 7,195,000 | PRN | OTR | 1 | 0 | 7,195,000 | 0 | |
Q2 HLDGS INC | NOTE 0.750% 2/1 | 74736LAB5 | 119 | 70,000 | PRN | SOLE | 70,000 | 0 | 0 | ||
Q2 HLDGS INC | COM | 74736L109 | 1,497 | 16,400 | SH | OTR | 1 | 0 | 16,400 | 0 | |
Q2 HLDGS INC | NOTE 0.750% 6/0 | 74736LAD1 | 2,884 | 2,345,000 | PRN | SOLE | 2,345,000 | 0 | 0 | ||
QCR HOLDINGS INC | COM | 74727A104 | 354 | 12,900 | SH | OTR | 1 | 0 | 12,900 | 0 | |
QCR HOLDINGS INC | COM | 74727A104 | 77 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
QORVO INC | COM | 74736K101 | 510 | 3,950 | SH | OTR | 5 | 0 | 3,950 | 0 | |
QORVO INC | COM | 74736K101 | 900 | 6,973 | SH | SOLE | 6,973 | 0 | 0 | ||
QORVO INC | COM | 74736K101 | 12,497 | 96,869 | SH | OTR | 1 | 0 | 96,869 | 0 | |
QTS RLTY TR INC | COM CL A | 74736A103 | 1,437 | 22,800 | SH | OTR | 1 | 0 | 22,800 | 0 | |
QTS RLTY TR INC | COM CL A | 74736A103 | 315 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 47,819 | 406,349 | SH | OTR | 1 | 0 | 406,349 | 0 | |
QUALCOMM INC | COM | 747525103 | 4,557 | 38,721 | SH | SOLE | 38,721 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 2,118 | 18,000 | SH | OTR | 5 | 0 | 18,000 | 0 | |
QUANEX BUILDING PRODUCTS COR | COM | 747619104 | 236 | 12,800 | SH | OTR | 1 | 0 | 12,800 | 0 | |
QUANEX BUILDING PRODUCTS COR | COM | 747619104 | 52 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
QUANTA SVCS INC | COM | 74762E102 | 411 | 7,767 | SH | SOLE | 7,767 | 0 | 0 | ||
QUANTA SVCS INC | COM | 74762E102 | 15,022 | 284,180 | SH | OTR | 1 | 0 | 284,180 | 0 | |
QUANTA SVCS INC | COM | 74762E102 | 1,120 | 21,191 | SH | OTR | 5 | 0 | 21,191 | 0 | |
QUEST DIAGNOSTICS INC | COM | 74834L100 | 2,190 | 19,124 | SH | OTR | 1 | 0 | 19,124 | 0 | |
QUEST DIAGNOSTICS INC | COM | 74834L100 | 420 | 3,666 | SH | SOLE | 3,666 | 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 | 14,223 | 1,980,941 | SH | OTR | 1 | 0 | 1,980,941 | 0 | |
QURATE RETAIL INC | COM SER A | 74915M100 | 153 | 21,300 | SH | SOLE | 21,300 | 0 | 0 | ||
R1 RCM INC | COM | 749397105 | 273 | 15,900 | SH | SOLE | 15,900 | 0 | 0 | ||
R1 RCM INC | COM | 749397105 | 1,249 | 72,800 | SH | OTR | 1 | 0 | 72,800 | 0 | |
RADIAN GROUP INC | COM | 750236101 | 102 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
RADIAN GROUP INC | COM | 750236101 | 438 | 30,000 | SH | OTR | 1 | 0 | 30,000 | 0 | |
RALPH LAUREN CORP | CL A | 751212101 | 466 | 6,857 | SH | OTR | 1 | 0 | 6,857 | 0 | |
RALPH LAUREN CORP | CL A | 751212101 | 78 | 1,143 | SH | SOLE | 1,143 | 0 | 0 | ||
RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917AG1 | 1,732 | 1,659,000 | PRN | SOLE | 1,659,000 | 0 | 0 | ||
RAMBUS INC DEL | COM | 750917106 | 396 | 28,900 | SH | OTR | 1 | 0 | 28,900 | 0 | |
RAMBUS INC DEL | COM | 750917106 | 88 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
RAMBUS INC DEL | NOTE 1.375% 2/0 | 750917AG1 | 17,278 | 16,548,000 | PRN | OTR | 1 | 0 | 16,548,000 | 0 | |
RAPID7 INC | NOTE 1.250% 8/0 | 753422AB0 | 86 | 55,000 | PRN | SOLE | 55,000 | 0 | 0 | ||
RAPID7 INC | COM | 753422104 | 49 | 800 | SH | SOLE | 800 | 0 | 0 | ||
RAPID7 INC | COM | 753422104 | 233 | 3,800 | SH | OTR | 1 | 0 | 3,800 | 0 | |
RAYMOND JAMES FINL INC | COM | 754730109 | 682 | 9,380 | SH | SOLE | 9,380 | 0 | 0 | ||
RAYMOND JAMES FINL INC | COM | 754730109 | 13,310 | 182,928 | SH | OTR | 1 | 0 | 182,928 | 0 | |
RAYMOND JAMES FINL INC | COM | 754730109 | 1,113 | 15,299 | SH | OTR | 5 | 0 | 15,299 | 0 | |
RAYTHEON TECHNOLOGIES CORP | COM | 75513E101 | 714 | 12,406 | SH | OTR | 5 | 0 | 12,406 | 0 | |
RAYTHEON TECHNOLOGIES CORP | COM | 75513E101 | 2,478 | 43,063 | SH | SOLE | 43,063 | 0 | 0 | ||
RAYTHEON TECHNOLOGIES CORP | COM | 75513E101 | 19,299 | 335,406 | SH | OTR | 1 | 0 | 335,406 | 0 | |
RBB BANCORP | COM | 74930B105 | 75 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
RBB BANCORP | COM | 74930B105 | 328 | 28,900 | SH | OTR | 1 | 0 | 28,900 | 0 | |
RCI HOSPITALITY HLDGS INC | COM | 74934Q108 | 324 | 15,900 | SH | SOLE | 15,900 | 0 | 0 | ||
RCI HOSPITALITY HLDGS INC | COM | 74934Q108 | 1,444 | 70,800 | SH | OTR | 1 | 0 | 70,800 | 0 | |
REALOGY HLDGS CORP | COM | 75605Y106 | 306 | 32,400 | SH | SOLE | 32,400 | 0 | 0 | ||
REALOGY HLDGS CORP | COM | 75605Y106 | 1,337 | 141,600 | SH | OTR | 1 | 0 | 141,600 | 0 | |
REALPAGE INC | COM | 75606N109 | 1,233 | 21,400 | SH | OTR | 1 | 0 | 21,400 | 0 | |
REALPAGE INC | NOTE 1.500%11/1 | 75606NAB5 | 110 | 75,000 | PRN | SOLE | 75,000 | 0 | 0 | ||
REALPAGE INC | COM | 75606N109 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
REALTY INCOME CORP | COM | 756109104 | 4,611 | 75,905 | SH | OTR | 1 | 0 | 75,905 | 0 | |
REALTY INCOME CORP | COM | 756109104 | 555 | 9,144 | SH | SOLE | 9,144 | 0 | 0 | ||
RED ROCK RESORTS INC | CL A | 75700L108 | 87 | 5,100 | SH | SOLE | 5,100 | 0 | 0 | ||
RED ROCK RESORTS INC | CL A | 75700L108 | 386 | 22,600 | SH | OTR | 1 | 0 | 22,600 | 0 | |
REDFIN CORP | COM | 75737F108 | 1,807 | 36,200 | SH | OTR | 1 | 0 | 36,200 | 0 | |
REDFIN CORP | COM | 75737F108 | 404 | 8,100 | SH | SOLE | 8,100 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 73 | 80,000 | PRN | SOLE | 80,000 | 0 | 0 | ||
REGAL BELOIT CORP | COM | 758750103 | 497 | 5,290 | SH | SOLE | 5,290 | 0 | 0 | ||
REGAL BELOIT CORP | COM | 758750103 | 9,837 | 104,789 | SH | OTR | 1 | 0 | 104,789 | 0 | |
REGAL BELOIT CORP | COM | 758750103 | 859 | 9,150 | SH | OTR | 5 | 0 | 9,150 | 0 | |
REGENCY CTRS CORP | COM | 758849103 | 854 | 22,464 | SH | OTR | 1 | 0 | 22,464 | 0 | |
REGENCY CTRS CORP | COM | 758849103 | 142 | 3,727 | SH | SOLE | 3,727 | 0 | 0 | ||
REGENERON PHARMACEUTICALS | COM | 75886F107 | 1,762 | 3,148 | SH | SOLE | 3,148 | 0 | 0 | ||
REGENERON PHARMACEUTICALS | COM | 75886F107 | 681 | 1,216 | SH | OTR | 5 | 0 | 1,216 | 0 | |
REGENERON PHARMACEUTICALS | COM | 75886F107 | 23,696 | 42,331 | SH | OTR | 1 | 0 | 42,331 | 0 | |
REGENXBIO INC | COM | 75901B107 | 1,464 | 53,212 | SH | OTR | 1 | 0 | 53,212 | 0 | |
REGENXBIO INC | COM | 75901B107 | 329 | 11,957 | SH | SOLE | 11,957 | 0 | 0 | ||
REGIONS FINANCIAL CORP NEW | COM | 7591EP100 | 1,576 | 136,719 | SH | OTR | 1 | 0 | 136,719 | 0 | |
REGIONS FINANCIAL CORP NEW | COM | 7591EP100 | 303 | 26,316 | SH | SOLE | 26,316 | 0 | 0 | ||
REINSURANCE GRP OF AMERICA I | COM NEW | 759351604 | 719 | 7,553 | SH | OTR | 1 | 0 | 7,553 | 0 | |
REINSURANCE GRP OF AMERICA I | COM NEW | 759351604 | 86 | 900 | SH | SOLE | 900 | 0 | 0 | ||
RELIANCE STEEL & ALUMINUM CO | COM | 759509102 | 462 | 4,532 | SH | SOLE | 4,532 | 0 | 0 | ||
RELIANCE STEEL & ALUMINUM CO | COM | 759509102 | 632 | 6,195 | SH | OTR | 5 | 0 | 6,195 | 0 | |
RELIANCE STEEL & ALUMINUM CO | COM | 759509102 | 9,099 | 89,170 | SH | OTR | 1 | 0 | 89,170 | 0 | |
RENEWABLE ENERGY GROUP INC | COM NEW | 75972A301 | 2,853 | 53,400 | SH | OTR | 1 | 0 | 53,400 | 0 | |
RENEWABLE ENERGY GROUP INC | COM NEW | 75972A301 | 636 | 11,900 | SH | SOLE | 11,900 | 0 | 0 | ||
RENT A CTR INC NEW | COM | 76009N100 | 2,672 | 89,400 | SH | OTR | 1 | 0 | 89,400 | 0 | |
RENT A CTR INC NEW | COM | 76009N100 | 598 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
REPRO MED SYS INC | COM | 759910102 | 237 | 32,800 | SH | SOLE | 32,800 | 0 | 0 | ||
REPRO MED SYS INC | COM | 759910102 | 1,059 | 146,700 | SH | OTR | 1 | 0 | 146,700 | 0 | |
REPUBLIC BANCORP INC KY | CL A | 760281204 | 480 | 17,031 | SH | OTR | 1 | 0 | 17,031 | 0 | |
REPUBLIC BANCORP INC KY | CL A | 760281204 | 105 | 3,711 | SH | SOLE | 3,711 | 0 | 0 | ||
REPUBLIC SVCS INC | COM | 760759100 | 5,448 | 58,363 | SH | OTR | 1 | 0 | 58,363 | 0 | |
REPUBLIC SVCS INC | COM | 760759100 | 491 | 5,259 | SH | SOLE | 5,259 | 0 | 0 | ||
RESMED INC | COM | 761152107 | 773 | 4,510 | SH | SOLE | 4,510 | 0 | 0 | ||
RESMED INC | COM | 761152107 | 221 | 1,292 | SH | OTR | 5 | 0 | 1,292 | 0 | |
RESMED INC | COM | 761152107 | 6,033 | 35,191 | SH | OTR | 1 | 0 | 35,191 | 0 | |
RETAIL PPTYS AMER INC | CL A | 76131V202 | 84 | 14,500 | SH | OTR | 1 | 0 | 14,500 | 0 | |
RETAIL PPTYS AMER INC | CL A | 76131V202 | 20 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
RETROPHIN INC | COM | 761299106 | 218 | 11,827 | SH | SOLE | 11,827 | 0 | 0 | ||
RETROPHIN INC | COM | 761299106 | 950 | 51,473 | SH | OTR | 1 | 0 | 51,473 | 0 | |
REXFORD INDL RLTY INC | COM | 76169C100 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
REXFORD INDL RLTY INC | COM | 76169C100 | 1,550 | 33,869 | SH | OTR | 1 | 0 | 33,869 | 0 | |
REXNORD CORP | COM | 76169B102 | 286 | 9,600 | SH | OTR | 1 | 0 | 9,600 | 0 | |
REXNORD CORP | COM | 76169B102 | 63 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
RH | COM | 74967X103 | 536 | 1,400 | SH | SOLE | 1,400 | 0 | 0 | ||
RH | COM | 74967X103 | 2,372 | 6,200 | SH | OTR | 1 | 0 | 6,200 | 0 | |
RIBBON COMMUNICATIONS INC | COM | 762544104 | 842 | 217,500 | SH | OTR | 1 | 0 | 217,500 | 0 | |
RIBBON COMMUNICATIONS INC | COM | 762544104 | 187 | 48,400 | SH | SOLE | 48,400 | 0 | 0 | ||
RIMINI STR INC DEL | COM | 76674Q107 | 447 | 138,700 | SH | OTR | 1 | 0 | 138,700 | 0 | |
RIMINI STR INC DEL | COM | 76674Q107 | 99 | 30,900 | SH | SOLE | 30,900 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 541 | 161,000 | PRN | SOLE | 161,000 | 0 | 0 | ||
RINGCENTRAL INC | CL A | 76680R206 | 82 | 300 | SH | SOLE | 300 | 0 | 0 | ||
RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 6,725 | 2,002,000 | PRN | DFND | 1 | 0 | 2,002,000 | 0 | |
RINGCENTRAL INC | CL A | 76680R206 | 4,142 | 15,085 | SH | OTR | 1 | 0 | 15,085 | 0 | |
RINGCENTRAL INC | NOTE 3/1 | 76680RAD9 | 97 | 29,000 | PRN | OTR | 4 | 0 | 29,000 | 0 | |
RIVERVIEW BANCORP INC | COM | 769397100 | 119 | 28,600 | SH | OTR | 1 | 0 | 28,600 | 0 | |
RIVERVIEW BANCORP INC | COM | 769397100 | 27 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
RMR GROUP INC | CL A | 74967R106 | 874 | 31,800 | SH | OTR | 1 | 0 | 31,800 | 0 | |
RMR GROUP INC | CL A | 74967R106 | 198 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
ROBERT HALF INTL INC | COM | 770323103 | 143 | 2,696 | SH | SOLE | 2,696 | 0 | 0 | ||
ROBERT HALF INTL INC | COM | 770323103 | 2,326 | 43,937 | SH | OTR | 1 | 0 | 43,937 | 0 | |
ROCKET COS INC | COM CL A | 77311W101 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
ROCKET COS INC | COM CL A | 77311W101 | 1,130 | 56,682 | SH | OTR | 1 | 0 | 56,682 | 0 | |
ROCKWELL AUTOMATION INC | COM | 773903109 | 3,644 | 16,512 | SH | OTR | 1 | 0 | 16,512 | 0 | |
ROCKWELL AUTOMATION INC | COM | 773903109 | 692 | 3,138 | SH | SOLE | 3,138 | 0 | 0 | ||
ROCKY BRANDS INC | COM | 774515100 | 382 | 15,379 | SH | SOLE | 15,379 | 0 | 0 | ||
ROCKY BRANDS INC | COM | 774515100 | 1,714 | 69,045 | SH | OTR | 1 | 0 | 69,045 | 0 | |
ROKU INC | COM CL A | 77543R102 | 3,807 | 20,166 | SH | OTR | 1 | 0 | 20,166 | 0 | |
ROKU INC | COM CL A | 77543R102 | 38 | 200 | SH | SOLE | 200 | 0 | 0 | ||
ROLLINS INC | COM | 775711104 | 188 | 3,472 | SH | SOLE | 3,472 | 0 | 0 | ||
ROLLINS INC | COM | 775711104 | 1,138 | 21,002 | SH | OTR | 1 | 0 | 21,002 | 0 | |
ROPER TECHNOLOGIES INC | COM | 776696106 | 1,095 | 2,771 | SH | SOLE | 2,771 | 0 | 0 | ||
ROPER TECHNOLOGIES INC | COM | 776696106 | 7,045 | 17,830 | SH | OTR | 1 | 0 | 17,830 | 0 | |
ROSS STORES INC | COM | 778296103 | 5,964 | 63,907 | SH | OTR | 1 | 0 | 63,907 | 0 | |
ROSS STORES INC | COM | 778296103 | 886 | 9,496 | SH | SOLE | 9,496 | 0 | 0 | ||
ROYAL GOLD INC | COM | 780287108 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
ROYAL GOLD INC | COM | 780287108 | 2,861 | 23,806 | SH | OTR | 1 | 0 | 23,806 | 0 | |
RUSH ENTERPRISES INC | CL A | 781846209 | 601 | 11,900 | SH | SOLE | 11,900 | 0 | 0 | ||
RUSH ENTERPRISES INC | CL B | 781846308 | 53 | 1,200 | SH | SOLE | 1,200 | 0 | 0 | ||
RUSH ENTERPRISES INC | CL A | 781846209 | 2,689 | 53,200 | SH | OTR | 1 | 0 | 53,200 | 0 | |
RUSH ENTERPRISES INC | CL B | 781846308 | 261 | 5,900 | SH | OTR | 1 | 0 | 5,900 | 0 | |
RYERSON HLDG CORP | COM | 783754104 | 116 | 20,200 | SH | SOLE | 20,200 | 0 | 0 | ||
RYERSON HLDG CORP | COM | 783754104 | 515 | 89,800 | SH | OTR | 1 | 0 | 89,800 | 0 | |
RYMAN HOSPITALITY PPTYS INC | COM | 78377T107 | 228 | 6,200 | SH | OTR | 1 | 0 | 6,200 | 0 | |
RYMAN HOSPITALITY PPTYS INC | COM | 78377T107 | 52 | 1,400 | SH | SOLE | 1,400 | 0 | 0 | ||
S&P GLOBAL INC | COM | 78409V104 | 3,077 | 8,532 | SH | SOLE | 8,532 | 0 | 0 | ||
S&P GLOBAL INC | COM | 78409V104 | 33,767 | 93,642 | SH | OTR | 1 | 0 | 93,642 | 0 | |
S&P GLOBAL INC | COM | 78409V104 | 1,742 | 4,831 | SH | OTR | 5 | 0 | 4,831 | 0 | |
SABRA HEALTH CARE REIT INC | COM | 78573L106 | 1,598 | 115,900 | SH | OTR | 1 | 0 | 115,900 | 0 | |
SABRA HEALTH CARE REIT INC | COM | 78573L106 | 358 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
SAFETY INS GROUP INC | COM | 78648T100 | 332 | 4,800 | SH | OTR | 1 | 0 | 4,800 | 0 | |
SAFETY INS GROUP INC | COM | 78648T100 | 62 | 900 | SH | SOLE | 900 | 0 | 0 | ||
SAILPOINT TECHNLGIES HLDGS I | COM | 78781P105 | 210 | 5,300 | SH | SOLE | 5,300 | 0 | 0 | ||
SAILPOINT TECHNLGIES HLDGS I | COM | 78781P105 | 930 | 23,500 | SH | OTR | 1 | 0 | 23,500 | 0 | |
SALESFORCE COM INC | COM | 79466L302 | 6,592 | 26,229 | SH | SOLE | 26,229 | 0 | 0 | ||
SALESFORCE COM INC | COM | 79466L302 | 1,861 | 7,406 | SH | OTR | 5 | 0 | 7,406 | 0 | |
SALESFORCE COM INC | COM | 79466L302 | 59,361 | 236,196 | SH | OTR | 1 | 0 | 236,196 | 0 | |
SANGAMO THERAPEUTICS INC | COM | 800677106 | 223 | 23,549 | SH | SOLE | 23,549 | 0 | 0 | ||
SANGAMO THERAPEUTICS INC | COM | 800677106 | 995 | 105,333 | SH | OTR | 1 | 0 | 105,333 | 0 | |
SANMINA CORPORATION | COM | 801056102 | 2,817 | 104,147 | SH | OTR | 1 | 0 | 104,147 | 0 | |
SANMINA CORPORATION | COM | 801056102 | 631 | 23,328 | SH | SOLE | 23,328 | 0 | 0 | ||
SAREPTA THERAPEUTICS INC | DBCV 1.500%11/1 | 803607AB6 | 280 | 135,000 | PRN | SOLE | 135,000 | 0 | 0 | ||
SBA COMMUNICATIONS CORP NEW | CL A | 78410G104 | 8,577 | 26,931 | SH | OTR | 1 | 0 | 26,931 | 0 | |
SBA COMMUNICATIONS CORP NEW | CL A | 78410G104 | 1,289 | 4,046 | SH | SOLE | 4,046 | 0 | 0 | ||
SBA COMMUNICATIONS CORP NEW | CL A | 78410G104 | 573 | 1,799 | SH | OTR | 5 | 0 | 1,799 | 0 | |
SCANSOURCE INC | COM | 806037107 | 974 | 49,100 | SH | OTR | 1 | 0 | 49,100 | 0 | |
SCANSOURCE INC | COM | 806037107 | 218 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
SCHLUMBERGER LTD | COM | 806857108 | 4,038 | 259,535 | SH | OTR | 1 | 0 | 259,535 | 0 | |
SCHLUMBERGER LTD | COM | 806857108 | 568 | 36,534 | SH | SOLE | 36,534 | 0 | 0 | ||
SCHNEIDER NATIONAL INC | CL B | 80689H102 | 422 | 17,066 | SH | SOLE | 17,066 | 0 | 0 | ||
SCHNEIDER NATIONAL INC | CL B | 80689H102 | 9,128 | 369,117 | SH | OTR | 1 | 0 | 369,117 | 0 | |
SCHNITZER STL INDS | CL A | 806882106 | 465 | 24,200 | SH | SOLE | 24,200 | 0 | 0 | ||
SCHNITZER STL INDS | CL A | 806882106 | 2,067 | 107,500 | SH | OTR | 1 | 0 | 107,500 | 0 | |
SCHWAB CHARLES CORP | COM | 808513105 | 1,111 | 30,663 | SH | SOLE | 30,663 | 0 | 0 | ||
SCHWAB CHARLES CORP | COM | 808513105 | 7,189 | 198,432 | SH | OTR | 1 | 0 | 198,432 | 0 | |
SEALED AIR CORP NEW | COM | 81211K100 | 860 | 22,167 | SH | OTR | 1 | 0 | 22,167 | 0 | |
SEALED AIR CORP NEW | COM | 81211K100 | 143 | 3,680 | SH | SOLE | 3,680 | 0 | 0 | ||
SEATTLE GENETICS INC | COM | 812578102 | 154 | 787 | SH | SOLE | 787 | 0 | 0 | ||
SEATTLE GENETICS INC | COM | 812578102 | 3,439 | 17,575 | SH | OTR | 1 | 0 | 17,575 | 0 | |
SELECT MED HLDGS CORP | COM | 81619Q105 | 675 | 32,400 | SH | SOLE | 32,400 | 0 | 0 | ||
SELECT MED HLDGS CORP | COM | 81619Q105 | 2,992 | 143,700 | SH | OTR | 1 | 0 | 143,700 | 0 | |
SEMPRA ENERGY | COM | 816851109 | 5,866 | 49,564 | SH | OTR | 1 | 0 | 49,564 | 0 | |
SEMPRA ENERGY | COM | 816851109 | 878 | 7,417 | SH | SOLE | 7,417 | 0 | 0 | ||
SENECA FOODS CORP NEW | CL A | 817070501 | 250 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
SENECA FOODS CORP NEW | CL A | 817070501 | 1,135 | 31,767 | SH | OTR | 1 | 0 | 31,767 | 0 | |
SERVICE PPTYS TR | COM SH BEN INT | 81761L102 | 89 | 11,200 | SH | OTR | 1 | 0 | 11,200 | 0 | |
SERVICE PPTYS TR | COM SH BEN INT | 81761L102 | 21 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
SERVICENOW INC | COM | 81762P102 | 2,979 | 6,143 | SH | SOLE | 6,143 | 0 | 0 | ||
SERVICENOW INC | COM | 81762P102 | 33,149 | 68,349 | SH | OTR | 1 | 0 | 68,349 | 0 | |
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 112 | 31,000 | PRN | OTR | 4 | 0 | 31,000 | 0 | |
SERVICENOW INC | NOTE 6/0 | 81762PAC6 | 7,851 | 2,172,000 | PRN | DFND | 1 | 0 | 2,172,000 | 0 | |
SERVICENOW INC | COM | 81762P102 | 766 | 1,579 | SH | OTR | 5 | 0 | 1,579 | 0 | |
SHENANDOAH TELECOMMUNICATION | COM | 82312B106 | 40 | 900 | SH | SOLE | 900 | 0 | 0 | ||
SHENANDOAH TELECOMMUNICATION | COM | 82312B106 | 178 | 4,000 | SH | OTR | 1 | 0 | 4,000 | 0 | |
SHERWIN WILLIAMS CO | COM | 824348106 | 2,133 | 3,061 | SH | SOLE | 3,061 | 0 | 0 | ||
SHERWIN WILLIAMS CO | COM | 824348106 | 9,039 | 12,973 | SH | OTR | 1 | 0 | 12,973 | 0 | |
SHUTTERSTOCK INC | COM | 825690100 | 1,634 | 31,400 | SH | OTR | 1 | 0 | 31,400 | 0 | |
SHUTTERSTOCK INC | COM | 825690100 | 375 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
SIERRA BANCORP | COM | 82620P102 | 196 | 11,700 | SH | OTR | 1 | 0 | 11,700 | 0 | |
SIERRA BANCORP | COM | 82620P102 | 44 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
SIGNATURE BK NEW YORK N Y | COM | 82669G104 | 519 | 6,255 | SH | SOLE | 6,255 | 0 | 0 | ||
SIGNATURE BK NEW YORK N Y | COM | 82669G104 | 988 | 11,907 | SH | OTR | 5 | 0 | 11,907 | 0 | |
SIGNATURE BK NEW YORK N Y | COM | 82669G104 | 10,407 | 125,397 | SH | OTR | 1 | 0 | 125,397 | 0 | |
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 32 | 27,000 | PRN | OTR | 4 | 0 | 27,000 | 0 | |
SILICON LABORATORIES INC | NOTE 1.375% 3/0 | 826919AB8 | 2,253 | 1,883,000 | PRN | DFND | 1 | 0 | 1,883,000 | 0 | |
SIMON PPTY GROUP INC NEW | COM | 828806109 | 518 | 8,014 | SH | SOLE | 8,014 | 0 | 0 | ||
SIMON PPTY GROUP INC NEW | COM | 828806109 | 3,623 | 56,017 | SH | OTR | 1 | 0 | 56,017 | 0 | |
SIMPSON MANUFACTURING CO INC | COM | 829073105 | 3,274 | 33,700 | SH | OTR | 1 | 0 | 33,700 | 0 | |
SIMPSON MANUFACTURING CO INC | COM | 829073105 | 729 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
SJW GROUP | COM | 784305104 | 1,150 | 18,903 | SH | OTR | 1 | 0 | 18,903 | 0 | |
SJW GROUP | COM | 784305104 | 249 | 4,099 | SH | SOLE | 4,099 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC | COM | 83088M102 | 646 | 4,440 | SH | SOLE | 4,440 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC | COM | 83088M102 | 11,903 | 81,805 | SH | OTR | 1 | 0 | 81,805 | 0 | |
SL GREEN RLTY CORP | COM | 78440X101 | 484 | 10,431 | SH | OTR | 1 | 0 | 10,431 | 0 | |
SL GREEN RLTY CORP | COM | 78440X101 | 80 | 1,723 | SH | SOLE | 1,723 | 0 | 0 | ||
SLEEP NUMBER CORP | COM | 83125X103 | 2,710 | 55,400 | SH | OTR | 1 | 0 | 55,400 | 0 | |
SLEEP NUMBER CORP | COM | 83125X103 | 606 | 12,400 | SH | SOLE | 12,400 | 0 | 0 | ||
SLM CORP | COM | 78442P106 | 414 | 51,187 | SH | SOLE | 51,187 | 0 | 0 | ||
SLM CORP | COM | 78442P106 | 10,038 | 1,240,786 | SH | OTR | 1 | 0 | 1,240,786 | 0 | |
SMARTFINANCIAL INC | COM NEW | 83190L208 | 358 | 26,364 | SH | OTR | 1 | 0 | 26,364 | 0 | |
SMARTFINANCIAL INC | COM NEW | 83190L208 | 80 | 5,901 | SH | SOLE | 5,901 | 0 | 0 | ||
SMITH A O CORP | COM | 831865209 | 1,018 | 19,276 | SH | OTR | 1 | 0 | 19,276 | 0 | |
SMITH A O CORP | COM | 831865209 | 169 | 3,199 | SH | SOLE | 3,199 | 0 | 0 | ||
SMUCKER J M CO | COM NEW | 832696405 | 356 | 3,082 | SH | SOLE | 3,082 | 0 | 0 | ||
SMUCKER J M CO | COM NEW | 832696405 | 1,876 | 16,243 | SH | OTR | 1 | 0 | 16,243 | 0 | |
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 6,773 | 4,879,000 | PRN | SOLE | 4,879,000 | 0 | 0 | ||
SNAP INC | NOTE 0.750% 8/0 | 83304AAB2 | 22,829 | 16,446,000 | PRN | OTR | 1 | 0 | 16,446,000 | 0 | |
SNAP ON INC | COM | 833034101 | 189 | 1,283 | SH | SOLE | 1,283 | 0 | 0 | ||
SNAP ON INC | COM | 833034101 | 1,141 | 7,756 | SH | OTR | 1 | 0 | 7,756 | 0 | |
SORRENTO THERAPEUTICS INC | COM NEW | 83587F202 | 609 | 54,600 | SH | OTR | 1 | 0 | 54,600 | 0 | |
SORRENTO THERAPEUTICS INC | COM NEW | 83587F202 | 139 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
SOUTH PLAINS FINANCIAL INC | COM | 83946P107 | 62 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
SOUTH PLAINS FINANCIAL INC | COM | 83946P107 | 299 | 24,100 | SH | OTR | 1 | 0 | 24,100 | 0 | |
SOUTH ST CORP | COM | 840441109 | 135 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
SOUTH ST CORP | COM | 840441109 | 607 | 12,600 | SH | OTR | 1 | 0 | 12,600 | 0 | |
SOUTHERN CO | COM | 842587107 | 11,988 | 221,104 | SH | OTR | 1 | 0 | 221,104 | 0 | |
SOUTHERN CO | COM | 842587107 | 1,542 | 28,445 | SH | SOLE | 28,445 | 0 | 0 | ||
SOUTHERN CO | COM | 842587107 | 795 | 14,664 | SH | OTR | 5 | 0 | 14,664 | 0 | |
SOUTHERN COPPER CORP | COM | 84265V105 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
SOUTHERN COPPER CORP | COM | 84265V105 | 1,184 | 26,148 | SH | OTR | 1 | 0 | 26,148 | 0 | |
SOUTHERN NATL BANCORP OF VA | COM | 843395104 | 92 | 10,600 | SH | SOLE | 10,600 | 0 | 0 | ||
SOUTHERN NATL BANCORP OF VA | COM | 843395104 | 412 | 47,500 | SH | OTR | 1 | 0 | 47,500 | 0 | |
SOUTHWEST AIRLS CO | COM | 844741108 | 3,150 | 83,993 | SH | OTR | 1 | 0 | 83,993 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 19,126 | 14,600,000 | PRN | SOLE | 14,600,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 7,333 | 5,619,000 | PRN | DFND | 1 | 0 | 5,619,000 | 0 | |
SOUTHWEST AIRLS CO | COM | 844741108 | 522 | 13,928 | SH | SOLE | 13,928 | 0 | 0 | ||
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 104 | 80,000 | PRN | OTR | 4 | 0 | 80,000 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 59,304 | 45,270,000 | PRN | OTR | 1 | 0 | 45,270,000 | 0 | |
SOUTHWEST GAS HOLDINGS INC | COM | 844895102 | 341 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
SOUTHWEST GAS HOLDINGS INC | COM | 844895102 | 1,527 | 24,200 | SH | OTR | 1 | 0 | 24,200 | 0 | |
SPARTANNASH CO | COM | 847215100 | 289 | 17,700 | SH | SOLE | 17,700 | 0 | 0 | ||
SPARTANNASH CO | COM | 847215100 | 1,297 | 79,300 | SH | OTR | 1 | 0 | 79,300 | 0 | |
SPDR GOLD TR | GOLD SHS | 78463V107 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
SPDR GOLD TR | GOLD SHS | 78463V107 | 31,489 | 177,786 | SH | OTR | 1 | 0 | 177,786 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 1,969 | 5,881 | SH | OTR | 5 | 0 | 5,881 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 618,312 | 42,955 | SH | SOLE | 42,955 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 603,927 | 1,803,358 | SH | OTR | 3 | 0 | 1,803,358 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 19,079 | 56,970 | SH | OTR | 1 | 0 | 56,970 | 0 | |
SPECTRUM BRANDS HLDGS INC NE | COM | 84790A105 | 332 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
SPECTRUM BRANDS HLDGS INC NE | COM | 84790A105 | 509 | 8,900 | SH | OTR | 1 | 0 | 8,900 | 0 | |
SPIRE INC | COM | 84857L101 | 234 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
SPIRE INC | COM | 84857L101 | 1,016 | 19,100 | SH | OTR | 1 | 0 | 19,100 | 0 | |
SPIRIT RLTY CAP INC NEW | NOTE 3.750% 5/1 | 84860WAB8 | 214 | 210,000 | PRN | SOLE | 210,000 | 0 | 0 | ||
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 104 | 72,000 | PRN | OTR | 4 | 0 | 72,000 | 0 | |
SPLUNK INC | NOTE 1.125% 9/1 | 848637AD6 | 6,854 | 4,749,000 | PRN | DFND | 1 | 0 | 4,749,000 | 0 | |
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 39,555 | 28,356,000 | PRN | OTR | 1 | 0 | 28,356,000 | 0 | |
SPLUNK INC | NOTE 0.500% 9/1 | 848637AC8 | 11,930 | 8,552,000 | PRN | SOLE | 8,552,000 | 0 | 0 | ||
SPORTSMANS WHSE HLDGS INC | COM | 84920Y106 | 2,272 | 158,800 | SH | OTR | 1 | 0 | 158,800 | 0 | |
SPORTSMANS WHSE HLDGS INC | COM | 84920Y106 | 509 | 35,600 | SH | SOLE | 35,600 | 0 | 0 | ||
SPROUTS FMRS MKT INC | COM | 85208M102 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
SPROUTS FMRS MKT INC | COM | 85208M102 | 2,350 | 112,267 | SH | OTR | 1 | 0 | 112,267 | 0 | |
SPS COMMERCE INC | COM | 78463M107 | 714 | 9,164 | SH | SOLE | 9,164 | 0 | 0 | ||
SPS COMMERCE INC | COM | 78463M107 | 3,193 | 41,008 | SH | OTR | 1 | 0 | 41,008 | 0 | |
SPX CORP | COM | 784635104 | 3,121 | 67,300 | SH | OTR | 1 | 0 | 67,300 | 0 | |
SPX CORP | COM | 784635104 | 705 | 15,200 | SH | SOLE | 15,200 | 0 | 0 | ||
SQUARE INC | NOTE 0.375% 3/0 | 852234AB9 | 177 | 25,000 | PRN | SOLE | 25,000 | 0 | 0 | ||
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 21,014 | 9,689,000 | PRN | OTR | 1 | 0 | 9,689,000 | 0 | |
SQUARE INC | NOTE 0.500% 5/1 | 852234AD5 | 8,536 | 3,936,000 | PRN | SOLE | 3,936,000 | 0 | 0 | ||
SQUARE INC | CL A | 852234103 | 228 | 1,400 | SH | SOLE | 1,400 | 0 | 0 | ||
SQUARE INC | CL A | 852234103 | 65 | 400 | SH | OTR | 1 | 0 | 400 | 0 | |
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 54 | 900 | SH | SOLE | 900 | 0 | 0 | ||
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 9,428 | 155,782 | SH | OTR | 1 | 0 | 155,782 | 0 | |
STAG INDL INC | COM | 85254J102 | 692 | 22,700 | SH | OTR | 1 | 0 | 22,700 | 0 | |
STAG INDL INC | COM | 85254J102 | 159 | 5,200 | SH | SOLE | 5,200 | 0 | 0 | ||
STAMPS COM INC | COM NEW | 852857200 | 3,711 | 15,400 | SH | OTR | 1 | 0 | 15,400 | 0 | |
STAMPS COM INC | COM NEW | 852857200 | 819 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
STANDARD MTR PRODS INC | COM | 853666105 | 1,719 | 38,500 | SH | OTR | 1 | 0 | 38,500 | 0 | |
STANDARD MTR PRODS INC | COM | 853666105 | 388 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 30,264 | 297,200 | SH | OTR | 1 | 0 | 297,200 | 0 | |
STANLEY BLACK & DECKER INC | UNIT 11/15/2022 | 854502846 | 8,890 | 87,300 | SH | SOLE | 87,300 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | COM | 854502101 | 3,688 | 22,737 | SH | OTR | 1 | 0 | 22,737 | 0 | |
STANLEY BLACK & DECKER INC | COM | 854502101 | 692 | 4,265 | SH | SOLE | 4,265 | 0 | 0 | ||
STARBUCKS CORP | COM | 855244109 | 2,631 | 30,626 | SH | SOLE | 30,626 | 0 | 0 | ||
STARBUCKS CORP | COM | 855244109 | 15,487 | 180,252 | SH | OTR | 1 | 0 | 180,252 | 0 | |
STATE STR CORP | COM | 857477103 | 5,104 | 86,034 | SH | OTR | 1 | 0 | 86,034 | 0 | |
STATE STR CORP | COM | 857477103 | 576 | 9,709 | SH | SOLE | 9,709 | 0 | 0 | ||
STEEL DYNAMICS INC | COM | 858119100 | 469 | 16,390 | SH | SOLE | 16,390 | 0 | 0 | ||
STEEL DYNAMICS INC | COM | 858119100 | 805 | 28,106 | SH | OTR | 5 | 0 | 28,106 | 0 | |
STEEL DYNAMICS INC | COM | 858119100 | 5,832 | 203,697 | SH | OTR | 1 | 0 | 203,697 | 0 | |
STEELCASE INC | CL A | 858155203 | 93 | 9,200 | SH | SOLE | 9,200 | 0 | 0 | ||
STEELCASE INC | CL A | 858155203 | 418 | 41,300 | SH | OTR | 1 | 0 | 41,300 | 0 | |
STEPAN CO | COM | 858586100 | 578 | 5,300 | SH | SOLE | 5,300 | 0 | 0 | ||
STEPAN CO | COM | 858586100 | 2,572 | 23,600 | SH | OTR | 1 | 0 | 23,600 | 0 | |
STERLING CONSTRUCTION CO INC | COM | 859241101 | 102 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
STERLING CONSTRUCTION CO INC | COM | 859241101 | 449 | 31,726 | SH | OTR | 1 | 0 | 31,726 | 0 | |
STEWART INFORMATION SVCS COR | COM | 860372101 | 2,526 | 57,762 | SH | OTR | 1 | 0 | 57,762 | 0 | |
STEWART INFORMATION SVCS COR | COM | 860372101 | 565 | 12,918 | SH | SOLE | 12,918 | 0 | 0 | ||
STIFEL FINL CORP | COM | 860630102 | 420 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
STIFEL FINL CORP | COM | 860630102 | 1,876 | 37,100 | SH | OTR | 1 | 0 | 37,100 | 0 | |
STONEX GROUP INC | COM | 861896108 | 1,725 | 33,719 | SH | OTR | 1 | 0 | 33,719 | 0 | |
STONEX GROUP INC | COM | 861896108 | 384 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
STRYKER CORPORATION | COM | 863667101 | 10,738 | 51,534 | SH | OTR | 1 | 0 | 51,534 | 0 | |
STRYKER CORPORATION | COM | 863667101 | 1,814 | 8,706 | SH | SOLE | 8,706 | 0 | 0 | ||
SUN CMNTYS INC | COM | 866674104 | 2,528 | 17,979 | SH | OTR | 1 | 0 | 17,979 | 0 | |
SUN CMNTYS INC | COM | 866674104 | 28 | 200 | SH | SOLE | 200 | 0 | 0 | ||
SUNNOVA ENERGY INTL INC. | COM | 86745K104 | 255 | 8,400 | SH | SOLE | 8,400 | 0 | 0 | ||
SUNNOVA ENERGY INTL INC. | COM | 86745K104 | 1,131 | 37,200 | SH | OTR | 1 | 0 | 37,200 | 0 | |
SUNPOWER CORP | DBCV 0.875% 6/0 | 867652AJ8 | 126 | 130,000 | PRN | SOLE | 130,000 | 0 | 0 | ||
SUNRUN INC | COM | 86771W105 | 3,368 | 43,700 | SH | OTR | 1 | 0 | 43,700 | 0 | |
SUNRUN INC | COM | 86771W105 | 755 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS INC | COM | 868459108 | 152 | 7,300 | SH | SOLE | 7,300 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS INC | COM | 868459108 | 686 | 32,900 | SH | OTR | 1 | 0 | 32,900 | 0 | |
SVB FINANCIAL GROUP | COM | 78486Q101 | 442 | 1,836 | SH | OTR | 5 | 0 | 1,836 | 0 | |
SVB FINANCIAL GROUP | COM | 78486Q101 | 639 | 2,655 | SH | SOLE | 2,655 | 0 | 0 | ||
SVB FINANCIAL GROUP | COM | 78486Q101 | 10,188 | 42,341 | SH | OTR | 1 | 0 | 42,341 | 0 | |
SVMK INC | COM | 78489X103 | 447 | 20,200 | SH | SOLE | 20,200 | 0 | 0 | ||
SVMK INC | COM | 78489X103 | 2,016 | 91,200 | SH | OTR | 1 | 0 | 91,200 | 0 | |
SYKES ENTERPRISES INC | COM | 871237103 | 2,391 | 69,900 | SH | OTR | 1 | 0 | 69,900 | 0 | |
SYKES ENTERPRISES INC | COM | 871237103 | 537 | 15,700 | SH | SOLE | 15,700 | 0 | 0 | ||
SYNAPTICS INC | NOTE 0.500% 6/1 | 87157DAD1 | 143 | 115,000 | PRN | SOLE | 115,000 | 0 | 0 | ||
SYNCHRONY FINANCIAL | COM | 87165B103 | 1,144 | 43,709 | SH | OTR | 5 | 0 | 43,709 | 0 | |
SYNCHRONY FINANCIAL | COM | 87165B103 | 15,458 | 590,678 | SH | OTR | 1 | 0 | 590,678 | 0 | |
SYNCHRONY FINANCIAL | COM | 87165B103 | 933 | 35,670 | SH | SOLE | 35,670 | 0 | 0 | ||
SYNEOS HEALTH INC | CL A | 87166B102 | 314 | 5,900 | SH | SOLE | 5,900 | 0 | 0 | ||
SYNEOS HEALTH INC | CL A | 87166B102 | 3,694 | 69,481 | SH | OTR | 1 | 0 | 69,481 | 0 | |
SYNNEX CORP | COM | 87162W100 | 13,119 | 93,666 | SH | OTR | 1 | 0 | 93,666 | 0 | |
SYNNEX CORP | COM | 87162W100 | 560 | 4,001 | SH | SOLE | 4,001 | 0 | 0 | ||
SYNNEX CORP | COM | 87162W100 | 1,064 | 7,597 | SH | OTR | 5 | 0 | 7,597 | 0 | |
SYNOPSYS INC | COM | 871607107 | 21,139 | 98,791 | SH | OTR | 1 | 0 | 98,791 | 0 | |
SYNOPSYS INC | COM | 871607107 | 872 | 4,077 | SH | SOLE | 4,077 | 0 | 0 | ||
SYNOVUS FINL CORP | COM NEW | 87161C501 | 417 | 19,700 | SH | SOLE | 19,700 | 0 | 0 | ||
SYNOVUS FINL CORP | COM NEW | 87161C501 | 2,829 | 133,648 | SH | OTR | 1 | 0 | 133,648 | 0 | |
SYSCO CORP | COM | 871829107 | 827 | 13,293 | SH | SOLE | 13,293 | 0 | 0 | ||
SYSCO CORP | COM | 871829107 | 5,851 | 94,037 | SH | OTR | 1 | 0 | 94,037 | 0 | |
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 8 | 100 | SH | DFND | 1 | 0 | 100 | 0 | |
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 25,304 | 312,129 | SH | OTR | 1 | 0 | 312,129 | 0 | |
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADS | 874039100 | 18,384 | 226,765 | SH | SOLE | 226,765 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 7 | 40 | SH | OTR | 5 | 0 | 40 | 0 | |
TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 19,602 | 118,641 | SH | OTR | 1 | 0 | 118,641 | 0 | |
TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 511 | 3,094 | SH | SOLE | 3,094 | 0 | 0 | ||
TAL EDUCATION GROUP | SPONSORED ADS | 874080104 | 99 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
TAL EDUCATION GROUP | SPONSORED ADS | 874080104 | 669 | 8,800 | SH | OTR | 1 | 0 | 8,800 | 0 | |
TALOS ENERGY INC | COM | 87484T108 | 4,224 | 654,873 | SH | SOLE | 654,873 | 0 | 0 | ||
TALOS ENERGY INC | COM | 87484T108 | 40 | 6,187 | SH | OTR | 5 | 0 | 6,187 | 0 | |
TALOS ENERGY INC | COM | 87484T108 | 18,109 | 2,807,671 | SH | OTR | 1 | 0 | 2,807,671 | 0 | |
TAPESTRY INC | COM | 876030107 | 615 | 39,334 | SH | OTR | 1 | 0 | 39,334 | 0 | |
TAPESTRY INC | COM | 876030107 | 102 | 6,527 | SH | SOLE | 6,527 | 0 | 0 | ||
TARGA RES CORP | COM | 87612G101 | 1,457 | 103,827 | SH | OTR | 1 | 0 | 103,827 | 0 | |
TARGA RES CORP | COM | 87612G101 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
TARGET CORP | COM | 87612E106 | 2,949 | 18,733 | SH | SOLE | 18,733 | 0 | 0 | ||
TARGET CORP | COM | 87612E106 | 1,668 | 10,598 | SH | OTR | 5 | 0 | 10,598 | 0 | |
TARGET CORP | COM | 87612E106 | 24,773 | 157,368 | SH | OTR | 1 | 0 | 157,368 | 0 | |
TAYLOR MORRISON HOME CORP | COM | 87724P106 | 182 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
TAYLOR MORRISON HOME CORP | COM | 87724P106 | 821 | 33,400 | SH | OTR | 1 | 0 | 33,400 | 0 | |
TD AMERITRADE HLDG CORP | COM | 87236Y108 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
TD AMERITRADE HLDG CORP | COM | 87236Y108 | 2,555 | 65,255 | SH | OTR | 1 | 0 | 65,255 | 0 | |
TELADOC HEALTH INC | NOTE 1.375% 5/1 | 87918AAC9 | 11,853 | 2,897,000 | PRN | SOLE | 2,897,000 | 0 | 0 | ||
TELADOC HEALTH INC | NOTE 1.375% 5/1 | 87918AAC9 | 38,590 | 9,432,000 | PRN | OTR | 1 | 0 | 9,432,000 | 0 | |
TELADOC HEALTH INC | NOTE 1.375% 5/1 | 87918AAC9 | 159 | 39,000 | PRN | OTR | 4 | 0 | 39,000 | 0 | |
TELADOC HEALTH INC | NOTE 1.375% 5/1 | 87918AAC9 | 10,914 | 2,674,000 | PRN | DFND | 1 | 0 | 2,674,000 | 0 | |
TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 1,629 | 5,250 | SH | OTR | 1 | 0 | 5,250 | 0 | |
TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 301 | 970 | SH | SOLE | 970 | 0 | 0 | ||
TELEFLEX INCORPORATED | COM | 879369106 | 373 | 1,095 | SH | SOLE | 1,095 | 0 | 0 | ||
TELEFLEX INCORPORATED | COM | 879369106 | 16,536 | 48,574 | SH | OTR | 1 | 0 | 48,574 | 0 | |
TENABLE HLDGS INC | COM | 88025T102 | 162 | 4,300 | SH | OTR | 1 | 0 | 4,300 | 0 | |
TENABLE HLDGS INC | COM | 88025T102 | 38 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 1,439 | 58,700 | SH | OTR | 1 | 0 | 58,700 | 0 | |
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 328 | 13,400 | SH | SOLE | 13,400 | 0 | 0 | ||
TENNANT CO | COM | 880345103 | 268 | 4,448 | SH | OTR | 1 | 0 | 4,448 | 0 | |
TENNANT CO | COM | 880345103 | 63 | 1,042 | SH | SOLE | 1,042 | 0 | 0 | ||
TERADATA CORP DEL | COM | 88076W103 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
TERADATA CORP DEL | COM | 88076W103 | 1,342 | 59,125 | SH | OTR | 1 | 0 | 59,125 | 0 | |
TERADYNE INC | NOTE 1.250%12/1 | 880770AG7 | 370 | 145,000 | PRN | SOLE | 145,000 | 0 | 0 | ||
TERADYNE INC | COM | 880770102 | 1,879 | 23,642 | SH | OTR | 1 | 0 | 23,642 | 0 | |
TERADYNE INC | COM | 880770102 | 322 | 4,047 | SH | SOLE | 4,047 | 0 | 0 | ||
TERRENO RLTY CORP | COM | 88146M101 | 192 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
TERRENO RLTY CORP | COM | 88146M101 | 843 | 15,400 | SH | OTR | 1 | 0 | 15,400 | 0 | |
TESLA INC | COM | 88160R101 | 1,820 | 4,242 | SH | SOLE | 4,242 | 0 | 0 | ||
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 74,784 | 12,558,000 | PRN | OTR | 1 | 0 | 12,558,000 | 0 | |
TESLA INC | NOTE 1.250% 3/0 | 88160RAC5 | 25,142 | 4,222,000 | PRN | SOLE | 4,222,000 | 0 | 0 | ||
TESLA INC | NOTE 2.000% 5/1 | 88160RAG6 | 3,181 | 460,000 | PRN | SOLE | 460,000 | 0 | 0 | ||
TESLA INC | COM | 88160R101 | 29,676 | 69,173 | SH | OTR | 1 | 0 | 69,173 | 0 | |
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 170 | 26,000 | PRN | OTR | 4 | 0 | 26,000 | 0 | |
TESLA INC | NOTE 2.375% 3/1 | 88160RAD3 | 11,143 | 1,704,000 | PRN | DFND | 1 | 0 | 1,704,000 | 0 | |
TEXAS CAP BANCSHARES INC | COM | 88224Q107 | 93 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
TEXAS CAP BANCSHARES INC | COM | 88224Q107 | 402 | 12,900 | SH | OTR | 1 | 0 | 12,900 | 0 | |
TEXAS INSTRS INC | COM | 882508104 | 27 | 190 | SH | OTR | 5 | 0 | 190 | 0 | |
TEXAS INSTRS INC | COM | 882508104 | 3,429 | 24,012 | SH | SOLE | 24,012 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 20,095 | 140,734 | SH | OTR | 1 | 0 | 140,734 | 0 | |
TEXAS ROADHOUSE INC | COM | 882681109 | 1,059 | 17,415 | SH | OTR | 1 | 0 | 17,415 | 0 | |
TEXAS ROADHOUSE INC | COM | 882681109 | 243 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
TEXTRON INC | COM | 883203101 | 999 | 27,694 | SH | OTR | 5 | 0 | 27,694 | 0 | |
TEXTRON INC | COM | 883203101 | 12,198 | 337,986 | SH | OTR | 1 | 0 | 337,986 | 0 | |
TEXTRON INC | COM | 883203101 | 478 | 13,233 | SH | SOLE | 13,233 | 0 | 0 | ||
TG THERAPEUTICS INC | COM | 88322Q108 | 351 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
TG THERAPEUTICS INC | COM | 88322Q108 | 1,563 | 58,400 | SH | OTR | 1 | 0 | 58,400 | 0 | |
THE ODP CORP | COM | 88337F105 | 2,250 | 115,656 | SH | OTR | 1 | 0 | 115,656 | 0 | |
THE ODP CORP | COM | 88337F105 | 503 | 25,867 | SH | SOLE | 25,867 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 28,535 | 64,630 | SH | OTR | 1 | 0 | 64,630 | 0 | |
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 387 | 876 | SH | OTR | 5 | 0 | 876 | 0 | |
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 4,886 | 11,067 | SH | SOLE | 11,067 | 0 | 0 | ||
THOR INDS INC | COM | 885160101 | 343 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
THOR INDS INC | COM | 885160101 | 3,288 | 34,519 | SH | OTR | 1 | 0 | 34,519 | 0 | |
TIFFANY & CO NEW | COM | 886547108 | 1,782 | 15,381 | SH | OTR | 1 | 0 | 15,381 | 0 | |
TIFFANY & CO NEW | COM | 886547108 | 318 | 2,744 | SH | SOLE | 2,744 | 0 | 0 | ||
TIVITY HEALTH INC | COM | 88870R102 | 205 | 14,600 | SH | SOLE | 14,600 | 0 | 0 | ||
TIVITY HEALTH INC | COM | 88870R102 | 935 | 66,700 | SH | OTR | 1 | 0 | 66,700 | 0 | |
TJX COS INC NEW | COM | 872540109 | 10,719 | 192,607 | SH | OTR | 1 | 0 | 192,607 | 0 | |
TJX COS INC NEW | COM | 872540109 | 1,758 | 31,583 | SH | SOLE | 31,583 | 0 | 0 | ||
T-MOBILE US INC | COM | 872590104 | 1,672 | 14,623 | SH | SOLE | 14,623 | 0 | 0 | ||
T-MOBILE US INC | COM | 872590104 | 10,479 | 91,633 | SH | OTR | 1 | 0 | 91,633 | 0 | |
TOPBUILD CORP | COM | 89055F103 | 666 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
TOPBUILD CORP | COM | 89055F103 | 2,902 | 17,000 | SH | OTR | 1 | 0 | 17,000 | 0 | |
TRACTOR SUPPLY CO | COM | 892356106 | 1,049 | 7,319 | SH | SOLE | 7,319 | 0 | 0 | ||
TRACTOR SUPPLY CO | COM | 892356106 | 23,068 | 160,932 | SH | OTR | 1 | 0 | 160,932 | 0 | |
TRACTOR SUPPLY CO | COM | 892356106 | 1,153 | 8,045 | SH | OTR | 5 | 0 | 8,045 | 0 | |
TRANSDIGM GROUP INC | COM | 893641100 | 3,667 | 7,718 | SH | OTR | 1 | 0 | 7,718 | 0 | |
TRANSDIGM GROUP INC | COM | 893641100 | 655 | 1,379 | SH | SOLE | 1,379 | 0 | 0 | ||
TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 5 | 27,000 | PRN | OTR | 4 | 0 | 27,000 | 0 | |
TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 26 | 135,000 | PRN | SOLE | 135,000 | 0 | 0 | ||
TRANSOCEAN INC | DEB 0.500% 1/3 | 893830BJ7 | 320 | 1,729,000 | PRN | DFND | 1 | 0 | 1,729,000 | 0 | |
TRAVELERS COMPANIES INC | COM | 89417E109 | 700 | 6,472 | SH | SOLE | 6,472 | 0 | 0 | ||
TRAVELERS COMPANIES INC | COM | 89417E109 | 5,064 | 46,809 | SH | OTR | 1 | 0 | 46,809 | 0 | |
TREDEGAR CORP | COM | 894650100 | 125 | 8,375 | SH | SOLE | 8,375 | 0 | 0 | ||
TREDEGAR CORP | COM | 894650100 | 577 | 38,803 | SH | OTR | 1 | 0 | 38,803 | 0 | |
TRI POINTE GROUP INC | COM | 87265H109 | 499 | 27,500 | SH | SOLE | 27,500 | 0 | 0 | ||
TRI POINTE GROUP INC | COM | 87265H109 | 2,264 | 124,800 | SH | OTR | 1 | 0 | 124,800 | 0 | |
TRIBUNE PUBG CO NEW | COM | 89609W107 | 103 | 8,800 | SH | OTR | 1 | 0 | 8,800 | 0 | |
TRIBUNE PUBG CO NEW | COM | 89609W107 | 23 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
TRINET GROUP INC | COM | 896288107 | 991 | 16,700 | SH | OTR | 1 | 0 | 16,700 | 0 | |
TRINET GROUP INC | COM | 896288107 | 225 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | ||
TRIP COM GROUP LTD | ADS | 89677Q107 | 47 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
TRIP COM GROUP LTD | ADS | 89677Q107 | 349 | 11,200 | SH | OTR | 1 | 0 | 11,200 | 0 | |
TRIPADVISOR INC | COM | 896945201 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
TRIPADVISOR INC | COM | 896945201 | 1,082 | 55,257 | SH | OTR | 1 | 0 | 55,257 | 0 | |
TRIPLE-S MGMT CORP | CL B | 896749108 | 63 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
TRIPLE-S MGMT CORP | CL B | 896749108 | 277 | 15,500 | SH | OTR | 1 | 0 | 15,500 | 0 | |
TRUEBLUE INC | COM | 89785X101 | 937 | 60,500 | SH | OTR | 1 | 0 | 60,500 | 0 | |
TRUEBLUE INC | COM | 89785X101 | 209 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
TRUIST FINL CORP | COM | 89832Q109 | 13,662 | 359,053 | SH | OTR | 1 | 0 | 359,053 | 0 | |
TRUIST FINL CORP | COM | 89832Q109 | 1,491 | 39,174 | SH | SOLE | 39,174 | 0 | 0 | ||
TRUIST FINL CORP | COM | 89832Q109 | 1,473 | 38,707 | SH | OTR | 5 | 0 | 38,707 | 0 | |
TRUPANION INC | COM | 898202106 | 892 | 11,300 | SH | OTR | 1 | 0 | 11,300 | 0 | |
TRUPANION INC | COM | 898202106 | 197 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
TTEC HLDGS INC | COM | 89854H102 | 469 | 8,600 | SH | OTR | 1 | 0 | 8,600 | 0 | |
TTEC HLDGS INC | COM | 89854H102 | 104 | 1,900 | SH | SOLE | 1,900 | 0 | 0 | ||
TUPPERWARE BRANDS CORP | COM | 899896104 | 643 | 31,900 | SH | OTR | 1 | 0 | 31,900 | 0 | |
TUPPERWARE BRANDS CORP | COM | 899896104 | 141 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
TURNING POINT THERAPEUTICS I | COM | 90041T108 | 1,599 | 18,300 | SH | OTR | 1 | 0 | 18,300 | 0 | |
TURNING POINT THERAPEUTICS I | COM | 90041T108 | 358 | 4,100 | SH | SOLE | 4,100 | 0 | 0 | ||
TUTOR PERINI CORP | COM | 901109108 | 105 | 9,400 | SH | SOLE | 9,400 | 0 | 0 | ||
TUTOR PERINI CORP | COM | 901109108 | 464 | 41,700 | SH | OTR | 1 | 0 | 41,700 | 0 | |
TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 6,805 | 1,951,000 | PRN | SOLE | 1,951,000 | 0 | 0 | ||
TWILIO INC | CL A | 90138F102 | 99 | 400 | SH | SOLE | 400 | 0 | 0 | ||
TWILIO INC | NOTE 0.250% 6/0 | 90138FAB8 | 19,295 | 5,532,000 | PRN | OTR | 1 | 0 | 5,532,000 | 0 | |
TWILIO INC | CL A | 90138F102 | 6,243 | 25,266 | SH | OTR | 1 | 0 | 25,266 | 0 | |
TWIN RIV WORLDWIDE HLDGS INC | COM | 90171V204 | 573 | 21,800 | SH | SOLE | 21,800 | 0 | 0 | ||
TWIN RIV WORLDWIDE HLDGS INC | COM | 90171V204 | 2,543 | 96,800 | SH | OTR | 1 | 0 | 96,800 | 0 | |
TWIST BIOSCIENCE CORP | COM | 90184D100 | 334 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
TWIST BIOSCIENCE CORP | COM | 90184D100 | 1,504 | 19,800 | SH | OTR | 1 | 0 | 19,800 | 0 | |
TWITTER INC | COM | 90184L102 | 5,341 | 120,027 | SH | OTR | 1 | 0 | 120,027 | 0 | |
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 254 | 255,000 | PRN | SOLE | 255,000 | 0 | 0 | ||
TWITTER INC | COM | 90184L102 | 926 | 20,803 | SH | SOLE | 20,803 | 0 | 0 | ||
TWITTER INC | NOTE 0.250% 6/1 | 90184LAF9 | 307 | 275,000 | PRN | SOLE | 275,000 | 0 | 0 | ||
TWO HBRS INVT CORP | COM NEW | 90187B408 | 116 | 22,700 | SH | OTR | 1 | 0 | 22,700 | 0 | |
TWO HBRS INVT CORP | COM NEW | 90187B408 | 27 | 5,300 | SH | SOLE | 5,300 | 0 | 0 | ||
TYLER TECHNOLOGIES INC | COM | 902252105 | 1,997 | 5,730 | SH | OTR | 1 | 0 | 5,730 | 0 | |
TYLER TECHNOLOGIES INC | COM | 902252105 | 330 | 948 | SH | SOLE | 948 | 0 | 0 | ||
TYSON FOODS INC | CL A | 902494103 | 15,966 | 268,431 | SH | OTR | 1 | 0 | 268,431 | 0 | |
TYSON FOODS INC | CL A | 902494103 | 1,041 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
TYSON FOODS INC | CL A | 902494103 | 1,150 | 19,336 | SH | OTR | 5 | 0 | 19,336 | 0 | |
U S XPRESS ENTERPRISES INC | COM CL A | 90338N202 | 163 | 19,700 | SH | OTR | 1 | 0 | 19,700 | 0 | |
U S XPRESS ENTERPRISES INC | COM CL A | 90338N202 | 36 | 4,300 | SH | SOLE | 4,300 | 0 | 0 | ||
UBER TECHNOLOGIES INC | COM | 90353T100 | 1,231 | 33,751 | SH | OTR | 1 | 0 | 33,751 | 0 | |
UBER TECHNOLOGIES INC | COM | 90353T100 | 91 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
UDR INC | COM | 902653104 | 227 | 6,966 | SH | SOLE | 6,966 | 0 | 0 | ||
UDR INC | COM | 902653104 | 1,473 | 45,177 | SH | OTR | 1 | 0 | 45,177 | 0 | |
UFP INDUSTRIES INC | COM | 90278Q108 | 757 | 13,400 | SH | SOLE | 13,400 | 0 | 0 | ||
UFP INDUSTRIES INC | COM | 90278Q108 | 3,374 | 59,700 | SH | OTR | 1 | 0 | 59,700 | 0 | |
ULTA BEAUTY INC | COM | 90384S303 | 1,796 | 8,020 | SH | OTR | 1 | 0 | 8,020 | 0 | |
ULTA BEAUTY INC | COM | 90384S303 | 342 | 1,528 | SH | SOLE | 1,528 | 0 | 0 | ||
ULTRA CLEAN HLDGS INC | COM | 90385V107 | 2,163 | 100,800 | SH | OTR | 1 | 0 | 100,800 | 0 | |
ULTRA CLEAN HLDGS INC | COM | 90385V107 | 479 | 22,300 | SH | SOLE | 22,300 | 0 | 0 | ||
ULTRAGENYX PHARMACEUTICAL IN | COM | 90400D108 | 2,554 | 31,080 | SH | OTR | 1 | 0 | 31,080 | 0 | |
ULTRAGENYX PHARMACEUTICAL IN | COM | 90400D108 | 575 | 6,991 | SH | SOLE | 6,991 | 0 | 0 | ||
UNDER ARMOUR INC | CL A | 904311107 | 301 | 26,846 | SH | OTR | 1 | 0 | 26,846 | 0 | |
UNDER ARMOUR INC | CL A | 904311107 | 61 | 5,389 | SH | SOLE | 5,389 | 0 | 0 | ||
UNDER ARMOUR INC | CL C | 904311206 | 272 | 27,690 | SH | OTR | 1 | 0 | 27,690 | 0 | |
UNDER ARMOUR INC | CL C | 904311206 | 34 | 3,465 | SH | SOLE | 3,465 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 3,846 | 19,537 | SH | SOLE | 19,537 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 25,391 | 128,972 | SH | OTR | 1 | 0 | 128,972 | 0 | |
UNION PAC CORP | COM | 907818108 | 1,300 | 6,602 | SH | OTR | 5 | 0 | 6,602 | 0 | |
UNITED AIRLS HLDGS INC | COM | 910047109 | 1,440 | 41,434 | SH | OTR | 1 | 0 | 41,434 | 0 | |
UNITED AIRLS HLDGS INC | COM | 910047109 | 238 | 6,861 | SH | SOLE | 6,861 | 0 | 0 | ||
UNITED BANKSHARES INC WEST V | COM | 909907107 | 359 | 16,700 | SH | OTR | 1 | 0 | 16,700 | 0 | |
UNITED BANKSHARES INC WEST V | COM | 909907107 | 84 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
UNITED CMNTY BKS BLAIRSVLE G | COM | 90984P303 | 80 | 4,700 | SH | SOLE | 4,700 | 0 | 0 | ||
UNITED CMNTY BKS BLAIRSVLE G | COM | 90984P303 | 369 | 21,800 | SH | OTR | 1 | 0 | 21,800 | 0 | |
UNITED NAT FOODS INC | COM | 911163103 | 253 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
UNITED NAT FOODS INC | COM | 911163103 | 1,142 | 76,800 | SH | OTR | 1 | 0 | 76,800 | 0 | |
UNITED PARCEL SERVICE INC | CL B | 911312106 | 19,955 | 119,756 | SH | OTR | 1 | 0 | 119,756 | 0 | |
UNITED PARCEL SERVICE INC | CL B | 911312106 | 3,400 | 20,402 | SH | SOLE | 20,402 | 0 | 0 | ||
UNITED PARCEL SERVICE INC | CL B | 911312106 | 514 | 3,084 | SH | OTR | 5 | 0 | 3,084 | 0 | |
UNITED RENTALS INC | COM | 911363109 | 1,948 | 11,164 | SH | OTR | 1 | 0 | 11,164 | 0 | |
UNITED RENTALS INC | COM | 911363109 | 419 | 2,401 | SH | SOLE | 2,401 | 0 | 0 | ||
UNITED THERAPEUTICS CORP DEL | COM | 91307C102 | 55 | 545 | SH | SOLE | 545 | 0 | 0 | ||
UNITED THERAPEUTICS CORP DEL | COM | 91307C102 | 5,139 | 50,882 | SH | OTR | 1 | 0 | 50,882 | 0 | |
UNITED THERAPEUTICS CORP DEL | COM | 91307C102 | 496 | 4,913 | SH | OTR | 5 | 0 | 4,913 | 0 | |
UNITEDHEALTH GROUP INC | COM | 91324P102 | 73,453 | 235,599 | SH | OTR | 1 | 0 | 235,599 | 0 | |
UNITEDHEALTH GROUP INC | COM | 91324P102 | 8,113 | 26,023 | SH | SOLE | 26,023 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 3,083 | 9,889 | SH | OTR | 5 | 0 | 9,889 | 0 | |
UNITI GROUP INC | COM | 91325V108 | 429 | 40,700 | SH | SOLE | 40,700 | 0 | 0 | ||
UNITI GROUP INC | COM | 91325V108 | 1,924 | 182,600 | SH | OTR | 1 | 0 | 182,600 | 0 | |
UNIVAR SOLUTIONS USA INC | COM | 91336L107 | 853 | 50,540 | SH | OTR | 1 | 0 | 50,540 | 0 | |
UNIVAR SOLUTIONS USA INC | COM | 91336L107 | 201 | 11,900 | SH | SOLE | 11,900 | 0 | 0 | ||
UNIVERSAL CORP VA | COM | 913456109 | 87 | 2,067 | SH | SOLE | 2,067 | 0 | 0 | ||
UNIVERSAL CORP VA | COM | 913456109 | 409 | 9,760 | SH | OTR | 1 | 0 | 9,760 | 0 | |
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 | 4,400 | SH | OTR | 1 | 0 | 4,400 | 0 | |
UNIVERSAL HLTH SVCS INC | CL B | 913903100 | 8,725 | 81,525 | SH | OTR | 1 | 0 | 81,525 | 0 | |
UNIVERSAL HLTH SVCS INC | CL B | 913903100 | 105 | 983 | SH | OTR | 5 | 0 | 983 | 0 | |
UNIVERSAL HLTH SVCS INC | CL B | 913903100 | 226 | 2,110 | SH | SOLE | 2,110 | 0 | 0 | ||
UNIVERSAL INS HLDGS INC | COM | 91359V107 | 202 | 14,600 | SH | SOLE | 14,600 | 0 | 0 | ||
UNIVERSAL INS HLDGS INC | COM | 91359V107 | 907 | 65,500 | SH | OTR | 1 | 0 | 65,500 | 0 | |
UNIVERSAL TECHNICAL INST INC | COM | 913915104 | 20 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
UNIVERSAL TECHNICAL INST INC | COM | 913915104 | 90 | 17,800 | SH | OTR | 1 | 0 | 17,800 | 0 | |
UNUM GROUP | COM | 91529Y106 | 8,542 | 507,526 | SH | OTR | 1 | 0 | 507,526 | 0 | |
UNUM GROUP | COM | 91529Y106 | 714 | 42,441 | SH | OTR | 5 | 0 | 42,441 | 0 | |
UNUM GROUP | COM | 91529Y106 | 427 | 25,379 | SH | SOLE | 25,379 | 0 | 0 | ||
URBAN EDGE PPTYS | COM | 91704F104 | 246 | 25,300 | SH | OTR | 1 | 0 | 25,300 | 0 | |
URBAN EDGE PPTYS | COM | 91704F104 | 52 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
US BANCORP DEL | COM NEW | 902973304 | 1,274 | 35,529 | SH | SOLE | 35,529 | 0 | 0 | ||
US BANCORP DEL | COM NEW | 902973304 | 8,002 | 223,208 | SH | OTR | 1 | 0 | 223,208 | 0 | |
USANA HEALTH SCIENCES INC | COM | 90328M107 | 258 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
USANA HEALTH SCIENCES INC | COM | 90328M107 | 1,142 | 15,500 | SH | OTR | 1 | 0 | 15,500 | 0 | |
V F CORP | COM | 918204108 | 592 | 8,431 | SH | SOLE | 8,431 | 0 | 0 | ||
V F CORP | COM | 918204108 | 3,196 | 45,496 | SH | OTR | 1 | 0 | 45,496 | 0 | |
VALERO ENERGY CORP | COM | 91913Y100 | 625 | 14,421 | SH | SOLE | 14,421 | 0 | 0 | ||
VALERO ENERGY CORP | COM | 91913Y100 | 7,706 | 177,882 | SH | OTR | 1 | 0 | 177,882 | 0 | |
VALERO ENERGY CORP | COM | 91913Y100 | 1,057 | 24,406 | SH | OTR | 5 | 0 | 24,406 | 0 | |
VALLEY NATL BANCORP | COM | 919794107 | 360 | 52,600 | SH | OTR | 1 | 0 | 52,600 | 0 | |
VALLEY NATL BANCORP | COM | 919794107 | 84 | 12,200 | SH | SOLE | 12,200 | 0 | 0 | ||
VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 307,622 | 999,910 | SH | OTR | 3 | 0 | 999,910 | 0 | |
VANGUARD INDEX FDS | VALUE ETF | 922908744 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
VANGUARD INDEX FDS | VALUE ETF | 922908744 | 3,842 | 36,762 | SH | OTR | 1 | 0 | 36,762 | 0 | |
VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | 307,622 | 0 | SH | SOLE | 0 | 0 | 0 | ||
VAPOTHERM INC | COM | 922107107 | 67 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
VAPOTHERM INC | COM | 922107107 | 310 | 10,700 | SH | OTR | 1 | 0 | 10,700 | 0 | |
VARIAN MED SYS INC | COM | 92220P105 | 405 | 2,352 | SH | SOLE | 2,352 | 0 | 0 | ||
VARIAN MED SYS INC | COM | 92220P105 | 2,232 | 12,976 | SH | OTR | 1 | 0 | 12,976 | 0 | |
VARONIS SYS INC | COM | 922280102 | 92 | 800 | SH | SOLE | 800 | 0 | 0 | ||
VARONIS SYS INC | COM | 922280102 | 416 | 3,600 | SH | OTR | 1 | 0 | 3,600 | 0 | |
VECTRUS INC | COM | 92242T101 | 388 | 10,203 | SH | OTR | 1 | 0 | 10,203 | 0 | |
VECTRUS INC | COM | 92242T101 | 87 | 2,279 | SH | SOLE | 2,279 | 0 | 0 | ||
VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 89 | 95,000 | PRN | SOLE | 95,000 | 0 | 0 | ||
VEEVA SYS INC | CL A COM | 922475108 | 253 | 900 | SH | SOLE | 900 | 0 | 0 | ||
VEEVA SYS INC | CL A COM | 922475108 | 15,224 | 54,141 | SH | OTR | 1 | 0 | 54,141 | 0 | |
VENTAS INC | COM | 92276F100 | 415 | 9,892 | SH | SOLE | 9,892 | 0 | 0 | ||
VENTAS INC | COM | 92276F100 | 2,986 | 71,169 | SH | OTR | 1 | 0 | 71,169 | 0 | |
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 4,516 | 4,471,000 | PRN | DFND | 1 | 0 | 4,471,000 | 0 | |
VERINT SYS INC | COM | 92343X100 | 2,525 | 52,400 | SH | OTR | 1 | 0 | 52,400 | 0 | |
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 29 | 29,000 | PRN | SOLE | 29,000 | 0 | 0 | ||
VERINT SYS INC | COM | 92343X100 | 573 | 11,900 | SH | SOLE | 11,900 | 0 | 0 | ||
VERINT SYS INC | NOTE 1.500% 6/0 | 92343XAA8 | 69 | 68,000 | PRN | OTR | 4 | 0 | 68,000 | 0 | |
VERISIGN INC | COM | 92343E102 | 570 | 2,783 | SH | SOLE | 2,783 | 0 | 0 | ||
VERISIGN INC | COM | 92343E102 | 4,948 | 24,153 | SH | OTR | 1 | 0 | 24,153 | 0 | |
VERISK ANALYTICS INC | COM | 92345Y106 | 5,204 | 28,083 | SH | OTR | 1 | 0 | 28,083 | 0 | |
VERISK ANALYTICS INC | COM | 92345Y106 | 766 | 4,133 | SH | SOLE | 4,133 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 39,897 | 670,650 | SH | OTR | 1 | 0 | 670,650 | 0 | |
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 6,835 | 114,887 | SH | SOLE | 114,887 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 1,002 | 16,844 | SH | OTR | 5 | 0 | 16,844 | 0 | |
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 2,061 | 7,573 | SH | SOLE | 7,573 | 0 | 0 | ||
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 23,208 | 85,286 | SH | OTR | 1 | 0 | 85,286 | 0 | |
VIACOMCBS INC | CL B | 92556H206 | 426 | 15,203 | SH | SOLE | 15,203 | 0 | 0 | ||
VIACOMCBS INC | CL B | 92556H206 | 2,249 | 80,277 | SH | OTR | 1 | 0 | 80,277 | 0 | |
VIAVI SOLUTIONS INC | COM | 925550105 | 182 | 15,500 | SH | SOLE | 15,500 | 0 | 0 | ||
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 3,262 | 2,895,000 | PRN | DFND | 1 | 0 | 2,895,000 | 0 | |
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 27,415 | 24,248,000 | PRN | OTR | 1 | 0 | 24,248,000 | 0 | |
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 48 | 43,000 | PRN | OTR | 4 | 0 | 43,000 | 0 | |
VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 5,067 | 4,482,000 | PRN | SOLE | 4,482,000 | 0 | 0 | ||
VIAVI SOLUTIONS INC | COM | 925550105 | 798 | 68,000 | SH | OTR | 1 | 0 | 68,000 | 0 | |
VICI PPTYS INC | COM | 925652109 | 33 | 1,400 | SH | SOLE | 1,400 | 0 | 0 | ||
VICI PPTYS INC | COM | 925652109 | 296 | 12,676 | SH | OTR | 1 | 0 | 12,676 | 0 | |
VIEMED HEALTHCARE INC | COM | 92663R105 | 58 | 6,700 | SH | SOLE | 6,700 | 0 | 0 | ||
VIEMED HEALTHCARE INC | COM | 92663R105 | 266 | 30,800 | SH | OTR | 1 | 0 | 30,800 | 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 | 10,300 | SH | OTR | 1 | 0 | 10,300 | 0 | |
VIR BIOTECHNOLOGY INC | COM | 92764N102 | 220 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
VIR BIOTECHNOLOGY INC | COM | 92764N102 | 972 | 28,300 | SH | OTR | 1 | 0 | 28,300 | 0 | |
VISA INC | COM CL A | 92826C839 | 87,688 | 438,507 | SH | OTR | 1 | 0 | 438,507 | 0 | |
VISA INC | COM CL A | 92826C839 | 9,039 | 45,200 | SH | SOLE | 45,200 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 2,742 | 13,713 | SH | OTR | 5 | 0 | 13,713 | 0 | |
VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 2,555 | 164,100 | SH | OTR | 1 | 0 | 164,100 | 0 | |
VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 575 | 36,900 | SH | SOLE | 36,900 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | NOTE 2.250% 6/1 | 928298AP3 | 131 | 135,000 | PRN | SOLE | 135,000 | 0 | 0 | ||
VISHAY PRECISION GROUP INC | COM | 92835K103 | 319 | 12,600 | SH | SOLE | 12,600 | 0 | 0 | ||
VISHAY PRECISION GROUP INC | COM | 92835K103 | 1,418 | 56,000 | SH | OTR | 1 | 0 | 56,000 | 0 | |
VISTRA CORP | COM | 92840M102 | 320 | 13,918 | SH | OTR | 2 | 0 | 13,918 | 0 | |
VISTRA CORP | COM | 92840M102 | 486 | 28,800 | SH | SOLE | 28,800 | 0 | 0 | ||
VISTRA CORP | COM | 92840M102 | 8,046 | 426,624 | SH | OTR | 1 | 0 | 426,624 | 0 | |
VOCERA COMMUNICATIONS INC | NOTE 1.500% 5/1 | 92857FAB3 | 34 | 30,000 | PRN | SOLE | 30,000 | 0 | 0 | ||
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 12,821 | 13,239,000 | PRN | OTR | 1 | 0 | 13,239,000 | 0 | |
VONAGE HLDGS CORP | NOTE 1.750% 6/0 | 92886TAJ1 | 3,904 | 4,031,000 | PRN | SOLE | 4,031,000 | 0 | 0 | ||
VORNADO RLTY TR | SH BEN INT | 929042109 | 752 | 22,320 | SH | OTR | 1 | 0 | 22,320 | 0 | |
VORNADO RLTY TR | SH BEN INT | 929042109 | 124 | 3,684 | SH | SOLE | 3,684 | 0 | 0 | ||
VOXX INTL CORP | CL A | 91829F104 | 310 | 40,300 | SH | OTR | 1 | 0 | 40,300 | 0 | |
VOXX INTL CORP | CL A | 91829F104 | 68 | 8,800 | SH | SOLE | 8,800 | 0 | 0 | ||
VOYA FINANCIAL INC | COM | 929089100 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
VOYA FINANCIAL INC | COM | 929089100 | 1,440 | 30,048 | SH | OTR | 1 | 0 | 30,048 | 0 | |
VOYA PRIME RATE TR | SH BEN INT | 92913A100 | 377 | 85,512 | SH | SOLE | 85,512 | 0 | 0 | ||
VULCAN MATLS CO | COM | 929160109 | 2,556 | 18,859 | SH | OTR | 1 | 0 | 18,859 | 0 | |
VULCAN MATLS CO | COM | 929160109 | 478 | 3,523 | SH | SOLE | 3,523 | 0 | 0 | ||
WABTEC | COM | 929740108 | 1,576 | 25,471 | SH | OTR | 1 | 0 | 25,471 | 0 | |
WABTEC | COM | 929740108 | 292 | 4,726 | SH | SOLE | 4,726 | 0 | 0 | ||
WADDELL & REED FINL INC | CL A | 930059100 | 70 | 4,700 | SH | SOLE | 4,700 | 0 | 0 | ||
WADDELL & REED FINL INC | CL A | 930059100 | 327 | 22,000 | SH | OTR | 1 | 0 | 22,000 | 0 | |
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 5,038 | 140,261 | SH | OTR | 1 | 0 | 140,261 | 0 | |
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 685 | 19,064 | SH | SOLE | 19,064 | 0 | 0 | ||
WALMART INC | COM | 931142103 | 2,409 | 17,219 | SH | OTR | 5 | 0 | 17,219 | 0 | |
WALMART INC | COM | 931142103 | 6,355 | 45,420 | SH | SOLE | 45,420 | 0 | 0 | ||
WALMART INC | COM | 931142103 | 40,254 | 287,710 | SH | OTR | 1 | 0 | 287,710 | 0 | |
WASTE MGMT INC DEL | COM | 94106L109 | 7,421 | 65,576 | SH | OTR | 1 | 0 | 65,576 | 0 | |
WASTE MGMT INC DEL | COM | 94106L109 | 1,128 | 9,964 | SH | SOLE | 9,964 | 0 | 0 | ||
WATERS CORP | COM | 941848103 | 2,892 | 14,777 | SH | OTR | 1 | 0 | 14,777 | 0 | |
WATERS CORP | COM | 941848103 | 325 | 1,660 | SH | SOLE | 1,660 | 0 | 0 | ||
WATTS WATER TECHNOLOGIES INC | CL A | 942749102 | 761 | 7,600 | SH | OTR | 1 | 0 | 7,600 | 0 | |
WATTS WATER TECHNOLOGIES INC | CL A | 942749102 | 160 | 1,600 | SH | SOLE | 1,600 | 0 | 0 | ||
WAYFAIR INC | CL A | 94419L101 | 4,623 | 15,886 | SH | OTR | 1 | 0 | 15,886 | 0 | |
WAYFAIR INC | CL A | 94419L101 | 58 | 200 | SH | SOLE | 200 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.000% 8/1 | 94419LAF8 | 530 | 255,000 | PRN | SOLE | 255,000 | 0 | 0 | ||
WEC ENERGY GROUP INC | COM | 92939U106 | 7,194 | 74,246 | SH | OTR | 1 | 0 | 74,246 | 0 | |
WEC ENERGY GROUP INC | COM | 92939U106 | 769 | 7,935 | SH | SOLE | 7,935 | 0 | 0 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 71,435 | 19,042,000 | PRN | OTR | 1 | 0 | 19,042,000 | 0 | |
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 210 | 56,000 | PRN | OTR | 4 | 0 | 56,000 | 0 | |
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 25,844 | 6,889,000 | PRN | SOLE | 6,889,000 | 0 | 0 | ||
WELLPOINT INC | NOTE 2.750%10/1 | 94973VBG1 | 14,675 | 3,917,000 | PRN | DFND | 1 | 0 | 3,917,000 | 0 | |
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 62 | 46 | SH | OTR | 4 | 0 | 46 | 0 | |
WELLS FARGO CO NEW | COM | 949746101 | 15,045 | 639,936 | SH | OTR | 1 | 0 | 639,936 | 0 | |
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 26,614 | 19,816 | SH | OTR | 1 | 0 | 19,816 | 0 | |
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 4,025 | 2,999 | SH | DFND | 1 | 0 | 2,999 | 0 | |
WELLS FARGO CO NEW | COM | 949746101 | 2,707 | 115,160 | SH | SOLE | 115,160 | 0 | 0 | ||
WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | 17,133 | 12,757 | SH | SOLE | 12,757 | 0 | 0 | ||
WELLTOWER INC | COM | 95040Q104 | 5,204 | 94,456 | SH | OTR | 1 | 0 | 94,456 | 0 | |
WELLTOWER INC | COM | 95040Q104 | 608 | 11,041 | SH | SOLE | 11,041 | 0 | 0 | ||
WERNER ENTERPRISES INC | COM | 950755108 | 663 | 15,800 | SH | SOLE | 15,800 | 0 | 0 | ||
WERNER ENTERPRISES INC | COM | 950755108 | 2,969 | 70,700 | SH | OTR | 1 | 0 | 70,700 | 0 | |
WESBANCO INC | COM | 950810101 | 1,915 | 89,637 | SH | OTR | 1 | 0 | 89,637 | 0 | |
WESBANCO INC | COM | 950810101 | 432 | 20,225 | SH | SOLE | 20,225 | 0 | 0 | ||
WEST BANCORPORATION INC | CAP STK | 95123P106 | 345 | 21,800 | SH | OTR | 1 | 0 | 21,800 | 0 | |
WEST BANCORPORATION INC | CAP STK | 95123P106 | 79 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
WEST PHARMACEUTICAL SVSC INC | COM | 955306105 | 9,918 | 36,080 | SH | OTR | 1 | 0 | 36,080 | 0 | |
WEST PHARMACEUTICAL SVSC INC | COM | 955306105 | 534 | 1,942 | SH | SOLE | 1,942 | 0 | 0 | ||
WESTERN ASSET HIGH INCOME FD | COM | 95766J102 | 401 | 62,608 | SH | SOLE | 62,608 | 0 | 0 | ||
WESTERN ASSET HIGH INCOME OP | COM | 95766K109 | 834 | 170,150 | SH | SOLE | 170,150 | 0 | 0 | ||
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 10,708 | 11,220,000 | PRN | SOLE | 11,220,000 | 0 | 0 | ||
WESTERN DIGITAL CORP. | COM | 958102105 | 1,574 | 43,077 | SH | OTR | 1 | 0 | 43,077 | 0 | |
WESTERN DIGITAL CORP. | NOTE 1.500% 2/0 | 958102AP0 | 10,737 | 11,250,000 | PRN | OTR | 1 | 0 | 11,250,000 | 0 | |
WESTERN DIGITAL CORP. | COM | 958102105 | 294 | 8,040 | SH | SOLE | 8,040 | 0 | 0 | ||
WESTERN UN CO | COM | 959802109 | 1,254 | 58,524 | SH | OTR | 1 | 0 | 58,524 | 0 | |
WESTERN UN CO | COM | 959802109 | 207 | 9,673 | SH | SOLE | 9,673 | 0 | 0 | ||
WESTROCK CO | COM | 96145D105 | 1,882 | 54,167 | SH | OTR | 1 | 0 | 54,167 | 0 | |
WESTROCK CO | COM | 96145D105 | 247 | 7,123 | SH | SOLE | 7,123 | 0 | 0 | ||
WEYERHAEUSER CO MTN BE | COM NEW | 962166104 | 8,079 | 283,280 | SH | OTR | 1 | 0 | 283,280 | 0 | |
WEYERHAEUSER CO MTN BE | COM NEW | 962166104 | 690 | 24,187 | SH | SOLE | 24,187 | 0 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 307 | 1,668 | SH | SOLE | 1,668 | 0 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 2,335 | 12,700 | SH | OTR | 1 | 0 | 12,700 | 0 | |
WHITING PETE CORP NEW | COM NEW | 966387508 | 10,608 | 613,532 | SH | OTR | 1 | 0 | 613,532 | 0 | |
WHITING PETE CORP NEW | COM NEW | 966387508 | 3,652 | 211,236 | SH | SOLE | 211,236 | 0 | 0 | ||
WIDEOPENWEST INC | COM | 96758W101 | 215 | 41,500 | SH | SOLE | 41,500 | 0 | 0 | ||
WIDEOPENWEST INC | COM | 96758W101 | 967 | 186,300 | SH | OTR | 1 | 0 | 186,300 | 0 | |
WILLIAMS COS INC | COM | 969457100 | 629 | 32,031 | SH | SOLE | 32,031 | 0 | 0 | ||
WILLIAMS COS INC | COM | 969457100 | 4,011 | 204,117 | SH | OTR | 1 | 0 | 204,117 | 0 | |
WILLIAMS SONOMA INC | COM | 969904101 | 201 | 2,226 | SH | OTR | 1 | 0 | 2,226 | 0 | |
WILLIAMS SONOMA INC | COM | 969904101 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
WINGSTOP INC | COM | 974155103 | 875 | 6,400 | SH | OTR | 1 | 0 | 6,400 | 0 | |
WINGSTOP INC | COM | 974155103 | 191 | 1,400 | SH | SOLE | 1,400 | 0 | 0 | ||
WINMARK CORP | COM | 974250102 | 293 | 1,700 | SH | OTR | 1 | 0 | 1,700 | 0 | |
WINMARK CORP | COM | 974250102 | 69 | 400 | SH | SOLE | 400 | 0 | 0 | ||
WINNEBAGO INDS INC | COM | 974637100 | 2,253 | 43,600 | SH | OTR | 1 | 0 | 43,600 | 0 | |
WINNEBAGO INDS INC | COM | 974637100 | 501 | 9,700 | SH | SOLE | 9,700 | 0 | 0 | ||
WINTRUST FINL CORP | COM | 97650W108 | 204 | 5,100 | SH | SOLE | 5,100 | 0 | 0 | ||
WINTRUST FINL CORP | COM | 97650W108 | 264 | 6,600 | SH | OTR | 1 | 0 | 6,600 | 0 | |
WIX COM LTD | NOTE 7/0 | 92940WAB5 | 6,592 | 3,507,000 | PRN | SOLE | 3,507,000 | 0 | 0 | ||
WIX COM LTD | NOTE 7/0 | 92940WAB5 | 27,903 | 14,844,000 | PRN | OTR | 1 | 0 | 14,844,000 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 20,937 | 13,587,000 | PRN | OTR | 1 | 0 | 13,587,000 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 108 | 70,000 | PRN | OTR | 4 | 0 | 70,000 | 0 | |
WORKDAY INC | CL A | 98138H101 | 11,383 | 52,911 | SH | OTR | 1 | 0 | 52,911 | 0 | |
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 6,971 | 4,524,000 | PRN | SOLE | 4,524,000 | 0 | 0 | ||
WORKDAY INC | CL A | 98138H101 | 387 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
WORKDAY INC | NOTE 0.250%10/0 | 98138HAF8 | 7,273 | 4,735,000 | PRN | DFND | 1 | 0 | 4,735,000 | 0 | |
WORKHORSE GROUP INC | COM NEW | 98138J206 | 154 | 6,100 | SH | SOLE | 6,100 | 0 | 0 | ||
WORKHORSE GROUP INC | COM NEW | 98138J206 | 703 | 27,800 | SH | OTR | 1 | 0 | 27,800 | 0 | |
WORKIVA INC | NOTE 1.125% 8/1 | 98139AAB1 | 80 | 80,000 | PRN | SOLE | 80,000 | 0 | 0 | ||
WORKIVA INC | COM CL A | 98139A105 | 585 | 10,500 | SH | OTR | 1 | 0 | 10,500 | 0 | |
WORKIVA INC | COM CL A | 98139A105 | 134 | 2,400 | SH | SOLE | 2,400 | 0 | 0 | ||
WORLD FUEL SVCS CORP | COM | 981475106 | 523 | 24,700 | SH | SOLE | 24,700 | 0 | 0 | ||
WORLD FUEL SVCS CORP | COM | 981475106 | 2,348 | 110,800 | SH | OTR | 1 | 0 | 110,800 | 0 | |
WP CAREY INC | COM | 92936U109 | 197 | 3,026 | SH | OTR | 1 | 0 | 3,026 | 0 | |
WP CAREY INC | COM | 92936U109 | 39 | 600 | SH | SOLE | 600 | 0 | 0 | ||
WYNN RESORTS LTD | COM | 983134107 | 992 | 13,821 | SH | OTR | 1 | 0 | 13,821 | 0 | |
WYNN RESORTS LTD | COM | 983134107 | 193 | 2,690 | SH | SOLE | 2,690 | 0 | 0 | ||
XCEL ENERGY INC | COM | 98389B100 | 952 | 13,796 | SH | SOLE | 13,796 | 0 | 0 | ||
XCEL ENERGY INC | COM | 98389B100 | 5,601 | 81,155 | SH | OTR | 1 | 0 | 81,155 | 0 | |
XENCOR INC | COM | 98401F105 | 1,756 | 45,274 | SH | OTR | 1 | 0 | 45,274 | 0 | |
XENCOR INC | COM | 98401F105 | 396 | 10,206 | SH | SOLE | 10,206 | 0 | 0 | ||
XEROX HOLDINGS CORP | COM NEW | 98421M106 | 11,156 | 594,331 | SH | OTR | 1 | 0 | 594,331 | 0 | |
XEROX HOLDINGS CORP | COM NEW | 98421M106 | 156 | 8,291 | SH | SOLE | 8,291 | 0 | 0 | ||
XEROX HOLDINGS CORP | COM NEW | 98421M106 | 1,062 | 56,593 | SH | OTR | 5 | 0 | 56,593 | 0 | |
XILINX INC | COM | 983919101 | 663 | 6,360 | SH | SOLE | 6,360 | 0 | 0 | ||
XILINX INC | COM | 983919101 | 3,626 | 34,788 | SH | OTR | 1 | 0 | 34,788 | 0 | |
XPERI HOLDING CORP | COM | 98390M103 | 1,101 | 95,800 | SH | OTR | 1 | 0 | 95,800 | 0 | |
XPERI HOLDING CORP | COM | 98390M103 | 245 | 21,300 | SH | SOLE | 21,300 | 0 | 0 | ||
XPO LOGISTICS INC | COM | 983793100 | 6,101 | 72,060 | SH | OTR | 1 | 0 | 72,060 | 0 | |
XPO LOGISTICS INC | COM | 983793100 | 313 | 3,700 | SH | SOLE | 3,700 | 0 | 0 | ||
XYLEM INC | COM | 98419M100 | 2,156 | 25,625 | SH | OTR | 1 | 0 | 25,625 | 0 | |
XYLEM INC | COM | 98419M100 | 399 | 4,749 | SH | SOLE | 4,749 | 0 | 0 | ||
YELP INC | CL A | 985817105 | 456 | 22,700 | SH | SOLE | 22,700 | 0 | 0 | ||
YELP INC | CL A | 985817105 | 2,037 | 101,400 | SH | OTR | 1 | 0 | 101,400 | 0 | |
YETI HLDGS INC | COM | 98585X104 | 199 | 4,400 | SH | OTR | 1 | 0 | 4,400 | 0 | |
YETI HLDGS INC | COM | 98585X104 | 45 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
YORK WTR CO | COM | 987184108 | 135 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
YORK WTR CO | COM | 987184108 | 604 | 14,300 | SH | OTR | 1 | 0 | 14,300 | 0 | |
YUM BRANDS INC | COM | 988498101 | 804 | 8,801 | SH | SOLE | 8,801 | 0 | 0 | ||
YUM BRANDS INC | COM | 988498101 | 1,142 | 12,504 | SH | OTR | 5 | 0 | 12,504 | 0 | |
YUM BRANDS INC | COM | 988498101 | 9,028 | 98,882 | SH | OTR | 1 | 0 | 98,882 | 0 | |
YUM CHINA HLDGS INC | COM | 98850P109 | 492 | 9,300 | SH | OTR | 1 | 0 | 9,300 | 0 | |
YUM CHINA HLDGS INC | COM | 98850P109 | 69 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
ZEBRA TECHNOLOGIES CORPORATI | CL A | 989207105 | 368 | 1,458 | SH | SOLE | 1,458 | 0 | 0 | ||
ZEBRA TECHNOLOGIES CORPORATI | CL A | 989207105 | 1,918 | 7,596 | SH | OTR | 1 | 0 | 7,596 | 0 | |
ZENDESK INC | COM | 98936J101 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
ZENDESK INC | COM | 98936J101 | 2,261 | 21,972 | SH | OTR | 1 | 0 | 21,972 | 0 | |
ZILLOW GROUP INC | NOTE 1.500% 7/0 | 98954MAC5 | 284 | 199,000 | PRN | SOLE | 199,000 | 0 | 0 | ||
ZILLOW GROUP INC | CL A | 98954M101 | 12,972 | 127,749 | SH | OTR | 1 | 0 | 127,749 | 0 | |
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 431 | 222,000 | PRN | SOLE | 222,000 | 0 | 0 | ||
ZILLOW GROUP INC | CL A | 98954M101 | 457 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
ZIMMER BIOMET HOLDINGS INC | COM | 98956P102 | 746 | 5,481 | SH | SOLE | 5,481 | 0 | 0 | ||
ZIMMER BIOMET HOLDINGS INC | COM | 98956P102 | 4,059 | 29,816 | SH | OTR | 1 | 0 | 29,816 | 0 | |
ZIONS BANCORPORATION N A | COM | 989701107 | 682 | 23,349 | SH | OTR | 1 | 0 | 23,349 | 0 | |
ZIONS BANCORPORATION N A | COM | 989701107 | 113 | 3,867 | SH | SOLE | 3,867 | 0 | 0 | ||
ZIX CORP | COM | 98974P100 | 476 | 81,500 | SH | SOLE | 81,500 | 0 | 0 | ||
ZIX CORP | COM | 98974P100 | 2,123 | 363,600 | SH | OTR | 1 | 0 | 363,600 | 0 | |
ZOETIS INC | CL A | 98978V103 | 2,085 | 12,608 | SH | SOLE | 12,608 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 14,714 | 88,979 | SH | OTR | 1 | 0 | 88,979 | 0 | |
ZOOM VIDEO COMMUNICATIONS IN | CL A | 98980L101 | 12,159 | 25,865 | SH | OTR | 1 | 0 | 25,865 | 0 | |
ZOOM VIDEO COMMUNICATIONS IN | CL A | 98980L101 | 376 | 800 | SH | SOLE | 800 | 0 | 0 | ||
ZUMIEZ INC | COM | 989817101 | 253 | 9,100 | SH | OTR | 1 | 0 | 9,100 | 0 | |
ZUMIEZ INC | COM | 989817101 | 56 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
ZUORA INC | COM CL A | 98983V106 | 38 | 3,700 | SH | SOLE | 3,700 | 0 | 0 | ||
ZUORA INC | COM CL A | 98983V106 | 179 | 17,300 | SH | OTR | 1 | 0 | 17,300 | 0 | |
ZYNEX INC | COM | 98986M103 | 127 | 7,300 | SH | SOLE | 7,300 | 0 | 0 | ||
ZYNEX INC | COM | 98986M103 | 586 | 33,600 | SH | OTR | 1 | 0 | 33,600 | 0 | |
ZYNGA INC | CL A | 98986T108 | 2,521 | 276,376 | SH | OTR | 1 | 0 | 276,376 | 0 | |
ZYNGA INC | CL A | 98986T108 | 0 | 0 | SH | SOLE | 0 | 0 | 0 | ||
ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 4,332 | 3,409,000 | PRN | SOLE | 3,409,000 | 0 | 0 | ||
ZYNGA INC | NOTE 0.250% 6/0 | 98986TAB4 | 22,108 | 17,399,000 | PRN | OTR | 1 | 0 | 17,399,000 | 0 |