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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1 800 FLOWERS COM INC CL A 68243Q106 243 8,796 SH   SOLE   8,796 0 0
1 800 FLOWERS COM INC CL A 68243Q106 585 21,200 SH   OTR 1 0 21,200 0
21VIANET GROUP INC SPONSORED ADS A 90138A103 359 11,100 SH   OTR 1 0 11,100 0
21VIANET GROUP INC SPONSORED ADS A 90138A103 0 0 SH   SOLE   0 0 0
360 DIGITECH INC AMERICAN DEP 88557W101 838 32,200 SH   OTR 1 0 32,200 0
360 DIGITECH INC AMERICAN DEP 88557W101 0 0 SH   SOLE   0 0 0
3-D SYS CORP DEL COM NEW 88554D205 432 15,745 SH   OTR 1 0 15,745 0
3-D SYS CORP DEL COM NEW 88554D205 181 6,580 SH   SOLE   6,580 0 0
3M CO COM 88579Y101 17,302 89,799 SH   OTR 1 0 89,799 0
3M CO COM 88579Y101 2,536 13,160 SH   SOLE   13,160 0 0
8X8 INC NEW COM 282914100 68 2,100 SH   SOLE   2,100 0 0
8X8 INC NEW COM 282914100 156 4,800 SH   OTR 1 0 4,800 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 70 50,000 PRN   SOLE   50,000 0 0
A10 NETWORKS INC COM 002121101 485 50,500 SH   SOLE   50,500 0 0
A10 NETWORKS INC COM 002121101 1,168 121,500 SH   OTR 1 0 121,500 0
ABBOTT LABS COM 002824100 4,773 39,830 SH   SOLE   39,830 0 0
ABBOTT LABS COM 002824100 36,800 307,073 SH   OTR 1 0 307,073 0
ABBVIE INC COM 00287Y109 4,370 40,384 SH   SOLE   40,384 0 0
ABBVIE INC COM 00287Y109 37,308 344,738 SH   OTR 1 0 344,738 0
ABERCROMBIE & FITCH CO CL A 002896207 360 10,500 SH   SOLE   10,500 0 0
ABERCROMBIE & FITCH CO CL A 002896207 865 25,200 SH   OTR 1 0 25,200 0
ABIOMED INC COM 003654100 304 954 SH   SOLE   954 0 0
ABIOMED INC COM 003654100 2,083 6,534 SH   OTR 1 0 6,534 0
ACCO BRANDS CORP COM 00081T108 399 47,300 SH   SOLE   47,300 0 0
ACCO BRANDS CORP COM 00081T108 960 113,700 SH   OTR 1 0 113,700 0
ACCURAY INC COM 004397105 208 42,000 SH   OTR 1 0 42,000 0
ACCURAY INC COM 004397105 87 17,500 SH   SOLE   17,500 0 0
ACI WORLDWIDE INC COM 004498101 80 2,100 SH   SOLE   2,100 0 0
ACI WORLDWIDE INC COM 004498101 190 5,000 SH   OTR 1 0 5,000 0
ACTIVISION BLIZZARD INC COM 00507V109 11,010 118,383 SH   OTR 1 0 118,383 0
ACTIVISION BLIZZARD INC COM 00507V109 1,556 16,734 SH   SOLE   16,734 0 0
ACUITY BRANDS INC COM 00508Y102 0 0 SH   SOLE   0 0 0
ACUITY BRANDS INC COM 00508Y102 1,816 11,004 SH   OTR 1 0 11,004 0
ADAPTHEALTH CORP COM CL A 00653Q102 877 23,866 SH   OTR 1 0 23,866 0
ADAPTHEALTH CORP COM CL A 00653Q102 363 9,866 SH   SOLE   9,866 0 0
ADDUS HOMECARE CORP COM 006739106 638 6,100 SH   OTR 1 0 6,100 0
ADDUS HOMECARE CORP COM 006739106 261 2,500 SH   SOLE   2,500 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 43,091 90,648 SH   OTR 1 0 90,648 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 5,245 11,033 SH   SOLE   11,033 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,030 16,513 SH   OTR 1 0 16,513 0
ADVANCE AUTO PARTS INC COM 00751Y106 273 1,488 SH   SOLE   1,488 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 103 1,000 SH   SOLE   1,000 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 258 2,500 SH   OTR 1 0 2,500 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 32 5,900 SH   SOLE   5,900 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 79 14,300 SH   OTR 1 0 14,300 0
ADVANCED ENERGY INDS COM 007973100 798 7,307 SH   SOLE   7,307 0 0
ADVANCED ENERGY INDS COM 007973100 1,921 17,592 SH   OTR 1 0 17,592 0
ADVANCED MICRO DEVICES INC COM 007903107 16,385 208,730 SH   OTR 1 0 208,730 0
ADVANCED MICRO DEVICES INC COM 007903107 2,132 27,164 SH   SOLE   27,164 0 0
ADVANSIX INC COM 00773T101 721 26,900 SH   SOLE   26,900 0 0
ADVANSIX INC COM 00773T101 1,735 64,700 SH   OTR 1 0 64,700 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 499 50,600 SH   OTR 1 0 50,600 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 207 21,000 SH   SOLE   21,000 0 0
AECOM COM 00766T100 0 0 SH   SOLE   0 0 0
AECOM COM 00766T100 5,181 80,819 SH   OTR 1 0 80,819 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 79 76,000 PRN   SOLE   76,000 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 124 69,000 PRN   OTR 4 0 69,000 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 8,540 4,743,000 PRN   DFND 1 0 4,743,000 0
AES CORP COM 00130H105 609 22,698 SH   SOLE   22,698 0 0
AES CORP COM 00130H105 3,449 128,659 SH   OTR 1 0 128,659 0
AES CORP UNIT 99/99/9999 00130H204 1,509 14,600 SH   SOLE   14,600 0 0
AES CORP UNIT 99/99/9999 00130H204 24,323 235,400 SH   OTR 1 0 235,400 0
AFLAC INC COM 001055102 691 13,496 SH   SOLE   13,496 0 0
AFLAC INC COM 001055102 5,322 103,991 SH   OTR 1 0 103,991 0
AGCO CORP COM 001084102 211 1,472 SH   SOLE   1,472 0 0
AGCO CORP COM 001084102 13,780 95,931 SH   OTR 1 0 95,931 0
AGILENT TECHNOLOGIES INC COM 00846U101 846 6,656 SH   SOLE   6,656 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 8,740 68,743 SH   OTR 1 0 68,743 0
AGREE REALTY CORP COM 008492100 81 1,200 SH   SOLE   1,200 0 0
AGREE REALTY CORP COM 008492100 188 2,800 SH   OTR 1 0 2,800 0
AIR PRODS & CHEMS INC COM 009158106 9,603 34,133 SH   OTR 1 0 34,133 0
AIR PRODS & CHEMS INC COM 009158106 1,317 4,680 SH   SOLE   4,680 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 73 65,000 PRN   SOLE   65,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,767 36,970 SH   OTR 1 0 36,970 0
AKAMAI TECHNOLOGIES INC COM 00971T101 355 3,484 SH   SOLE   3,484 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 89 74,000 PRN   OTR 4 0 74,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 674 555,000 PRN   SOLE   555,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 6,326 5,231,000 PRN   DFND 1 0 5,231,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 32,373 29,717,000 PRN   OTR 1 0 29,717,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 2,158 1,981,000 PRN   SOLE   1,981,000 0 0
ALAMO GROUP INC COM 011311107 156 1,000 SH   OTR 1 0 1,000 0
ALAMO GROUP INC COM 011311107 62 400 SH   SOLE   400 0 0
ALARM COM HLDGS INC COM 011642105 225 2,600 SH   SOLE   2,600 0 0
ALARM COM HLDGS INC COM 011642105 544 6,300 SH   OTR 1 0 6,300 0
ALASKA AIR GROUP INC COM 011659109 162 2,346 SH   SOLE   2,346 0 0
ALASKA AIR GROUP INC COM 011659109 1,738 25,109 SH   OTR 1 0 25,109 0
ALBEMARLE CORP COM 012653101 2,459 16,830 SH   OTR 1 0 16,830 0
ALBEMARLE CORP COM 012653101 380 2,604 SH   SOLE   2,604 0 0
ALBERTSONS COS INC COMMON STOCK 013091103 0 0 SH   SOLE   0 0 0
ALBERTSONS COS INC COMMON STOCK 013091103 3,023 158,539 SH   OTR 1 0 158,539 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 477 2,901 SH   SOLE   2,901 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 5,864 35,691 SH   OTR 1 0 35,691 0
ALEXION PHARMACEUTICALS INC COM 015351109 742 4,853 SH   SOLE   4,853 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 4,851 31,723 SH   OTR 1 0 31,723 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,270 5,600 SH   SOLE   5,600 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7,664 33,801 SH   OTR 1 0 33,801 0
ALIGN TECHNOLOGY INC COM 016255101 10,156 18,754 SH   OTR 1 0 18,754 0
ALIGN TECHNOLOGY INC COM 016255101 845 1,560 SH   SOLE   1,560 0 0
ALLAKOS INC COM 01671P100 333 2,900 SH   SOLE   2,900 0 0
ALLAKOS INC COM 01671P100 803 7,000 SH   OTR 1 0 7,000 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 112 70,000 PRN   SOLE   70,000 0 0
ALLEGIANT TRAVEL CO COM 01748X102 244 1,000 SH   SOLE   1,000 0 0
ALLEGIANT TRAVEL CO COM 01748X102 561 2,300 SH   OTR 1 0 2,300 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,719 15,339 SH   OTR 1 0 15,339 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 0 0 SH   SOLE   0 0 0
ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 799 67,463 SH   SOLE   67,463 0 0
ALLIANT ENERGY CORP COM 018802108 1,953 36,057 SH   OTR 1 0 36,057 0
ALLIANT ENERGY CORP COM 018802108 304 5,620 SH   SOLE   5,620 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 329 6,400 SH   OTR 1 0 6,400 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 139 2,700 SH   SOLE   2,700 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 74 4,900 SH   SOLE   4,900 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 177 11,800 SH   OTR 1 0 11,800 0
ALLSTATE CORP COM 020002101 1,017 8,848 SH   SOLE   8,848 0 0
ALLSTATE CORP COM 020002101 10,709 93,203 SH   OTR 1 0 93,203 0
ALPHABET INC CAP STK CL A 02079K305 122,885 59,580 SH   OTR 1 0 59,580 0
ALPHABET INC CAP STK CL A 02079K305 14,260 6,914 SH   SOLE   6,914 0 0
ALPHABET INC CAP STK CL C 02079K107 13,096 6,331 SH   SOLE   6,331 0 0
ALPHABET INC CAP STK CL C 02079K107 124,525 60,197 SH   OTR 1 0 60,197 0
ALPINE INCOME PPTY TR INC COM 02083X103 203 11,700 SH   OTR 1 0 11,700 0
ALPINE INCOME PPTY TR INC COM 02083X103 87 5,000 SH   SOLE   5,000 0 0
ALTERYX INC COM CL A 02156B103 0 0 SH   SOLE   0 0 0
ALTERYX INC COM CL A 02156B103 403 4,853 SH   OTR 1 0 4,853 0
ALTERYX INC NOTE 0.500% 8/0 02156BAD5 137 145,000 PRN   SOLE   145,000 0 0
ALTICE USA INC CL A 02156K103 103 3,172 SH   SOLE   3,172 0 0
ALTICE USA INC CL A 02156K103 7,366 226,444 SH   OTR 1 0 226,444 0
ALTRIA GROUP INC COM 02209S103 14,362 280,735 SH   OTR 1 0 280,735 0
ALTRIA GROUP INC COM 02209S103 1,156 22,599 SH   SOLE   22,599 0 0
AMALGAMATED FINANCIAL CORP COM 022671101 103 6,200 SH   SOLE   6,200 0 0
AMALGAMATED FINANCIAL CORP COM 022671101 239 14,400 SH   OTR 1 0 14,400 0
AMAZON COM INC COM 023135106 278,476 90,003 SH   OTR 1 0 90,003 0
AMAZON COM INC COM 023135106 30,208 9,763 SH   SOLE   9,763 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 111 10,874 SH   OTR 1 0 10,874 0
AMC ENTMT HLDGS INC CL A COM 00165C104 46 4,532 SH   SOLE   4,532 0 0
AMC NETWORKS INC CL A 00164V103 106 2,000 SH   SOLE   2,000 0 0
AMC NETWORKS INC CL A 00164V103 260 4,900 SH   OTR 1 0 4,900 0
AMEDISYS INC COM 023436108 3,211 12,125 SH   OTR 1 0 12,125 0
AMEDISYS INC COM 023436108 362 1,366 SH   SOLE   1,366 0 0
AMER SOFTWARE INC CL A 029683109 172 8,300 SH   SOLE   8,300 0 0
AMER SOFTWARE INC CL A 029683109 414 20,000 SH   OTR 1 0 20,000 0
AMERCO COM 023586100 2,144 3,500 SH   OTR 1 0 3,500 0
AMERCO COM 023586100 0 0 SH   SOLE   0 0 0
AMEREN CORP COM 023608102 2,974 36,558 SH   OTR 1 0 36,558 0
AMEREN CORP COM 023608102 430 5,286 SH   SOLE   5,286 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,220 92,903 SH   OTR 1 0 92,903 0
AMERICAN AIRLS GROUP INC COM 02376R102 291 12,182 SH   SOLE   12,182 0 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 19,516 11,330,000 PRN   OTR 1 0 11,330,000 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 1,344 780,000 PRN   SOLE   780,000 0 0
AMERICAN ELEC PWR CO INC COM 025537101 905 10,682 SH   SOLE   10,682 0 0
AMERICAN ELEC PWR CO INC COM 025537101 6,689 78,969 SH   OTR 1 0 78,969 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,936 61,400 SH   OTR 1 0 61,400 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 804 25,500 SH   SOLE   25,500 0 0
AMERICAN EXPRESS CO COM 025816109 1,956 13,826 SH   SOLE   13,826 0 0
AMERICAN EXPRESS CO COM 025816109 13,871 98,070 SH   OTR 1 0 98,070 0
AMERICAN HOMES 4 RENT CL A 02665T306 0 0 SH   SOLE   0 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 1,211 36,309 SH   OTR 1 0 36,309 0
AMERICAN INTL GROUP INC COM NEW 026874784 6,346 137,329 SH   OTR 1 0 137,329 0
AMERICAN INTL GROUP INC COM NEW 026874784 861 18,634 SH   SOLE   18,634 0 0
AMERICAN NATIONAL GROUP INC COM NEW 02772A109 83 766 SH   SOLE   766 0 0
AMERICAN NATIONAL GROUP INC COM NEW 02772A109 1,019 9,443 SH   OTR 1 0 9,443 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 552 15,500 SH   OTR 1 0 15,500 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 228 6,400 SH   SOLE   6,400 0 0
AMERICAN TOWER CORP NEW COM 03027X100 2,433 10,179 SH   SOLE   10,179 0 0
AMERICAN TOWER CORP NEW COM 03027X100 20,569 86,043 SH   OTR 1 0 86,043 0
AMERICAN WOODMARK CORPORATIO COM 030506109 177 1,800 SH   SOLE   1,800 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 434 4,400 SH   OTR 1 0 4,400 0
AMERICAN WTR WKS CO INC NEW COM 030420103 589 3,928 SH   SOLE   3,928 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,925 26,181 SH   OTR 1 0 26,181 0
AMERICAS CAR-MART INC COM 03062T105 71 466 SH   SOLE   466 0 0
AMERICAS CAR-MART INC COM 03062T105 183 1,200 SH   OTR 1 0 1,200 0
AMERIPRISE FINL INC COM 03076C106 815 3,508 SH   SOLE   3,508 0 0
AMERIPRISE FINL INC COM 03076C106 16,428 70,672 SH   OTR 1 0 70,672 0
AMERISOURCEBERGEN CORP COM 03073E105 16,023 135,704 SH   OTR 1 0 135,704 0
AMERISOURCEBERGEN CORP COM 03073E105 470 3,984 SH   SOLE   3,984 0 0
AMETEK INC COM 031100100 633 4,954 SH   SOLE   4,954 0 0
AMETEK INC COM 031100100 5,580 43,683 SH   OTR 1 0 43,683 0
AMGEN INC COM 031162100 3,375 13,565 SH   SOLE   13,565 0 0
AMGEN INC COM 031162100 36,055 144,910 SH   OTR 1 0 144,910 0
AMICUS THERAPEUTICS INC COM 03152W109 258 26,065 SH   SOLE   26,065 0 0
AMICUS THERAPEUTICS INC COM 03152W109 619 62,640 SH   OTR 1 0 62,640 0
AMKOR TECHNOLOGY INC COM 031652100 858 36,201 SH   SOLE   36,201 0 0
AMKOR TECHNOLOGY INC COM 031652100 2,065 87,100 SH   OTR 1 0 87,100 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,310 71,500 SH   OTR 1 0 71,500 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 544 29,700 SH   SOLE   29,700 0 0
AMPHENOL CORP NEW CL A 032095101 5,704 86,456 SH   OTR 1 0 86,456 0
AMPHENOL CORP NEW CL A 032095101 865 13,118 SH   SOLE   13,118 0 0
ANALOG DEVICES INC COM 032654105 8,888 57,312 SH   OTR 1 0 57,312 0
ANALOG DEVICES INC COM 032654105 1,236 7,969 SH   SOLE   7,969 0 0
ANAPLAN INC COM 03272L108 0 0 SH   SOLE   0 0 0
ANAPLAN INC COM 03272L108 969 17,986 SH   OTR 1 0 17,986 0
ANDERSONS INC COM 034164103 249 9,100 SH   SOLE   9,100 0 0
ANDERSONS INC COM 034164103 600 21,900 SH   OTR 1 0 21,900 0
ANGIODYNAMICS INC COM 03475V101 63 2,700 SH   SOLE   2,700 0 0
ANGIODYNAMICS INC COM 03475V101 154 6,600 SH   OTR 1 0 6,600 0
ANI PHARMACEUTICALS INC COM 00182C103 87 2,400 SH   SOLE   2,400 0 0
ANI PHARMACEUTICALS INC COM 00182C103 210 5,800 SH   OTR 1 0 5,800 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 1,310 152,287 SH   SOLE   152,287 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 636 73,896 SH   OTR 1 0 73,896 0
ANSYS INC COM 03662Q105 4,251 12,518 SH   OTR 1 0 12,518 0
ANSYS INC COM 03662Q105 625 1,840 SH   SOLE   1,840 0 0
ANTARES PHARMA INC COM 036642106 309 75,200 SH   SOLE   75,200 0 0
ANTARES PHARMA INC COM 036642106 743 180,900 SH   OTR 1 0 180,900 0
ANTERO RESOURCES CORP COM 03674X106 476 46,695 SH   OTR 1 0 46,695 0
ANTERO RESOURCES CORP COM 03674X106 134 13,097 SH   SOLE   13,097 0 0
ANTHEM INC COM 036752103 24,234 67,513 SH   OTR 1 0 67,513 0
ANTHEM INC COM 036752103 2,248 6,262 SH   SOLE   6,262 0 0
APA CORPORATION COM 03743Q108 976 54,524 SH   OTR 1 0 54,524 0
APA CORPORATION COM 03743Q108 128 7,138 SH   SOLE   7,138 0 0
APARTMENT INCOME REIT CORP COM 03750L109 0 0 SH   SOLE   0 0 0
APARTMENT INCOME REIT CORP COM 03750L109 432 10,110 SH   OTR 1 0 10,110 0
APELLIS PHARMACEUTICALS INC COM 03753U106 408 9,500 SH   SOLE   9,500 0 0
APELLIS PHARMACEUTICALS INC COM 03753U106 983 22,900 SH   OTR 1 0 22,900 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 119 85,000 PRN   OTR 4 0 85,000 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 8,780 6,254,000 PRN   DFND 1 0 6,254,000 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 16,998 12,065,000 PRN   OTR 1 0 12,065,000 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 1,206 856,000 PRN   SOLE   856,000 0 0
APPFOLIO INC COM CL A 03783C100 226 1,600 SH   OTR 1 0 1,600 0
APPFOLIO INC COM CL A 03783C100 99 700 SH   SOLE   700 0 0
APPIAN CORP CL A 03782L101 253 1,900 SH   SOLE   1,900 0 0
APPIAN CORP CL A 03782L101 598 4,500 SH   OTR 1 0 4,500 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,678 115,173 SH   OTR 1 0 115,173 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 76 5,222 SH   SOLE   5,222 0 0
APPLE INC COM 037833100 24 200 SH   DFND 1 0 200 0
APPLE INC COM 037833100 403,845 3,306,139 SH   OTR 1 0 3,306,139 0
APPLE INC COM 037833100 42,245 345,845 SH   SOLE   345,845 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 237 2,600 SH   SOLE   2,600 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 565 6,200 SH   OTR 1 0 6,200 0
APPLIED MATLS INC COM 038222105 3,071 22,984 SH   SOLE   22,984 0 0
APPLIED MATLS INC COM 038222105 23,591 176,583 SH   OTR 1 0 176,583 0
ARCBEST CORP COM 03937C105 739 10,500 SH   SOLE   10,500 0 0
ARCBEST CORP COM 03937C105 1,773 25,200 SH   OTR 1 0 25,200 0
ARCH RESOURCES INC CL A 03940R107 250 6,000 SH   OTR 1 0 6,000 0
ARCH RESOURCES INC CL A 03940R107 104 2,500 SH   SOLE   2,500 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,635 81,312 SH   OTR 1 0 81,312 0
ARCHER DANIELS MIDLAND CO COM 039483102 704 12,349 SH   SOLE   12,349 0 0
ARCONIC CORPORATION COM 03966V107 183 7,200 SH   SOLE   7,200 0 0
ARCONIC CORPORATION COM 03966V107 442 17,400 SH   OTR 1 0 17,400 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 1,185 17,083 SH   OTR 1 0 17,083 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 493 7,108 SH   SOLE   7,108 0 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 8,699 8,435,000 PRN   OTR 1 0 8,435,000 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 2,086 2,023,000 PRN   SOLE   2,023,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 15,400 14,104,000 PRN   SOLE   14,104,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 29,727 27,225,000 PRN   OTR 1 0 27,225,000 0
ARES COML REAL ESTATE CORP COM 04013V108 176 12,800 SH   SOLE   12,800 0 0
ARES COML REAL ESTATE CORP COM 04013V108 423 30,800 SH   OTR 1 0 30,800 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 406 27,018 SH   SOLE   27,018 0 0
ARISTA NETWORKS INC COM 040413106 374 1,239 SH   SOLE   1,239 0 0
ARISTA NETWORKS INC COM 040413106 2,394 7,930 SH   OTR 1 0 7,930 0
ARMADA HOFFLER PPTYS INC COM 04208T108 42 3,333 SH   SOLE   3,333 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 103 8,200 SH   OTR 1 0 8,200 0
ARROW ELECTRS INC COM 042735100 187 1,684 SH   SOLE   1,684 0 0
ARROW ELECTRS INC COM 042735100 10,153 91,617 SH   OTR 1 0 91,617 0
ARROW FINL CORP COM 042744102 148 4,429 SH   OTR 1 0 4,429 0
ARROW FINL CORP COM 042744102 62 1,851 SH   SOLE   1,851 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 637 9,600 SH   SOLE   9,600 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 1,525 23,000 SH   OTR 1 0 23,000 0
ARTESIAN RES CORP CL A 043113208 221 5,600 SH   OTR 1 0 5,600 0
ARTESIAN RES CORP CL A 043113208 91 2,300 SH   SOLE   2,300 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 800 15,333 SH   OTR 1 0 15,333 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 337 6,466 SH   SOLE   6,466 0 0
ARVINAS INC COM 04335A105 443 6,700 SH   OTR 1 0 6,700 0
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ASBURY AUTOMOTIVE GROUP INC COM 043436104 491 2,500 SH   OTR 1 0 2,500 0
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AVNET INC COM 053807103 208 5,012 SH   SOLE   5,012 0 0
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BIG LOTS INC COM 089302103 369 5,400 SH   SOLE   5,400 0 0
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BIO RAD LABS INC CL A 090572207 1,833 3,209 SH   OTR 1 0 3,209 0
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BIOCRYST PHARMACEUTICALS INC COM 09058V103 119 11,670 SH   SOLE   11,670 0 0
BIOCRYST PHARMACEUTICALS INC COM 09058V103 283 27,838 SH   OTR 1 0 27,838 0
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BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 11,923 11,783,000 PRN   DFND 1 0 11,783,000 0
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BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 167 165,000 PRN   OTR 4 0 165,000 0
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BJS WHSL CLUB HLDGS INC COM 05550J101 377 8,400 SH   OTR 1 0 8,400 0
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BK OF AMERICA CORP COM 060505104 6,822 176,316 SH   SOLE   176,316 0 0
BK OF AMERICA CORP COM 060505104 77,546 2,004,290 SH   OTR 1 0 2,004,290 0
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BM TECHNOLOGIES INC CL A COM 05591L107 119 10,187 SH   OTR 1 0 10,187 0
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CARMAX INC COM 143130102 473 3,568 SH   SOLE   3,568 0 0
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CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 14,723 15,316,000 PRN   OTR 1 0 15,316,000 0
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CF INDS HLDGS INC COM 125269100 5,910 130,230 SH   OTR 1 0 130,230 0
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CHARLES RIV LABS INTL INC COM 159864107 9,208 31,769 SH   OTR 1 0 31,769 0
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CHERRY HILL MTG INVT CORP COM 164651101 399 42,700 SH   OTR 1 0 42,700 0
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CLEARFIELD INC COM 18482P103 281 9,333 SH   OTR 1 0 9,333 0
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CLEARWAY ENERGY INC CL A 18539C105 543 20,500 SH   OTR 1 0 20,500 0
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CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 7,806 2,997,000 PRN   DFND 1 0 2,997,000 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 198 76,000 PRN   SOLE   76,000 0 0
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CLOROX CO DEL COM 189054109 535 2,775 SH   SOLE   2,775 0 0
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CME GROUP INC COM 12572Q105 11,141 54,552 SH   OTR 1 0 54,552 0
CME GROUP INC COM 12572Q105 1,548 7,580 SH   SOLE   7,580 0 0
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CNX RES CORP COM 12653C108 1,961 133,400 SH   OTR 1 0 133,400 0
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COPART INC COM 217204106 3,259 30,007 SH   OTR 1 0 30,007 0
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CRANE CO COM 224399105 19 205 SH   SOLE   205 0 0
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DECIPHERA PHARMACEUTICALS IN COM 24344T101 892 19,900 SH   OTR 1 0 19,900 0
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DEERE & CO COM 244199105 2,946 7,874 SH   SOLE   7,874 0 0
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DEXCOM INC COM 252131107 760 2,116 SH   SOLE   2,116 0 0
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FIRST HAWAIIAN INC COM 32051X108 4,436 162,060 SH   OTR 1 0 162,060 0
FIRST INDL RLTY TR INC COM 32054K103 412 9,000 SH   OTR 1 0 9,000 0
FIRST INDL RLTY TR INC COM 32054K103 174 3,800 SH   SOLE   3,800 0 0
FIRST INTERNET BANCORP COM 320557101 835 23,700 SH   OTR 1 0 23,700 0
FIRST INTERNET BANCORP COM 320557101 346 9,821 SH   SOLE   9,821 0 0
FIRST LONG IS CORP COM 320734106 304 14,314 SH   SOLE   14,314 0 0
FIRST LONG IS CORP COM 320734106 733 34,500 SH   OTR 1 0 34,500 0
FIRST NORTHWEST BANCORP COM 335834107 168 10,100 SH   OTR 1 0 10,100 0
FIRST NORTHWEST BANCORP COM 335834107 70 4,200 SH   SOLE   4,200 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 638 3,824 SH   SOLE   3,824 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 7,566 45,376 SH   OTR 1 0 45,376 0
FIRST SOLAR INC COM 336433107 0 0 SH   SOLE   0 0 0
FIRST SOLAR INC COM 336433107 1,293 14,806 SH   OTR 1 0 14,806 0
FIRSTENERGY CORP COM 337932107 417 12,027 SH   SOLE   12,027 0 0
FIRSTENERGY CORP COM 337932107 2,996 86,365 SH   OTR 1 0 86,365 0
FISERV INC COM 337738108 10,466 87,917 SH   OTR 1 0 87,917 0
FISERV INC COM 337738108 1,438 12,076 SH   SOLE   12,076 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 1,819 40,328 SH   OTR 1 0 40,328 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 754 16,729 SH   SOLE   16,729 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 504 1,876 SH   SOLE   1,876 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 4,009 14,924 SH   OTR 1 0 14,924 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 41 45,000 PRN   SOLE   45,000 0 0
FLIR SYS INC COM 302445101 4,081 72,263 SH   OTR 1 0 72,263 0
FLIR SYS INC COM 302445101 140 2,479 SH   SOLE   2,479 0 0
FLUENT INC COM 34380C102 23 5,666 SH   SOLE   5,666 0 0
FLUENT INC COM 34380C102 56 13,733 SH   OTR 1 0 13,733 0
FLUOR CORP NEW COM 343412102 469 20,300 SH   SOLE   20,300 0 0
FLUOR CORP NEW COM 343412102 1,129 48,900 SH   OTR 1 0 48,900 0
FLUSHING FINL CORP COM 343873105 424 19,955 SH   SOLE   19,955 0 0
FLUSHING FINL CORP COM 343873105 1,019 48,000 SH   OTR 1 0 48,000 0
FMC CORP COM NEW 302491303 2,065 18,665 SH   OTR 1 0 18,665 0
FMC CORP COM NEW 302491303 315 2,844 SH   SOLE   2,844 0 0
FOOT LOCKER INC COM 344849104 150 2,663 SH   SOLE   2,663 0 0
FOOT LOCKER INC COM 344849104 654 11,632 SH   OTR 1 0 11,632 0
FORD MTR CO DEL COM 345370860 1,346 109,904 SH   SOLE   109,904 0 0
FORD MTR CO DEL COM 345370860 21,632 1,765,849 SH   OTR 1 0 1,765,849 0
FORMFACTOR INC COM 346375108 826 18,300 SH   SOLE   18,300 0 0
FORMFACTOR INC COM 346375108 1,985 44,000 SH   OTR 1 0 44,000 0
FORTERRA INC COM 34960W106 593 25,500 SH   OTR 1 0 25,500 0
FORTERRA INC COM 34960W106 246 10,600 SH   SOLE   10,600 0 0
FORTINET INC COM 34959E109 18,270 99,069 SH   OTR 1 0 99,069 0
FORTINET INC COM 34959E109 802 4,347 SH   SOLE   4,347 0 0
FORTIVE CORP COM 34959J108 6,361 90,048 SH   OTR 1 0 90,048 0
FORTIVE CORP COM 34959J108 508 7,186 SH   SOLE   7,186 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 581 570,000 PRN   SOLE   570,000 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,516 26,262 SH   OTR 1 0 26,262 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 289 3,020 SH   SOLE   3,020 0 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 198 210,914 PRN   OTR 5 0 210,914 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 62,776 66,761,152 PRN   OTR 1 0 66,761,152 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 28,430 30,234,632 PRN   SOLE   30,234,632 0 0
FOSTER L B CO COM 350060109 70 3,901 SH   SOLE   3,901 0 0
FOSTER L B CO COM 350060109 163 9,100 SH   OTR 1 0 9,100 0
FOUR CORNERS PPTY TR INC COM 35086T109 386 14,100 SH   SOLE   14,100 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 929 33,900 SH   OTR 1 0 33,900 0
FOX CORP CL A COM 35137L105 286 7,912 SH   SOLE   7,912 0 0
FOX CORP CL A COM 35137L105 3,859 106,864 SH   OTR 1 0 106,864 0
FOX CORP CL B COM 35137L204 101 2,903 SH   SOLE   2,903 0 0
FOX CORP CL B COM 35137L204 8,779 251,319 SH   OTR 1 0 251,319 0
FOX FACTORY HLDG CORP COM 35138V102 241 1,900 SH   SOLE   1,900 0 0
FOX FACTORY HLDG CORP COM 35138V102 572 4,500 SH   OTR 1 0 4,500 0
FRANKLIN ELEC INC COM 353514102 782 9,900 SH   SOLE   9,900 0 0
FRANKLIN ELEC INC COM 353514102 1,871 23,700 SH   OTR 1 0 23,700 0
FRANKLIN RESOURCES INC COM 354613101 202 6,818 SH   SOLE   6,818 0 0
FRANKLIN RESOURCES INC COM 354613101 1,166 39,382 SH   OTR 1 0 39,382 0
FREEPORT-MCMORAN INC CL B 35671D857 1,090 33,105 SH   SOLE   33,105 0 0
FREEPORT-MCMORAN INC CL B 35671D857 15,825 480,575 SH   OTR 1 0 480,575 0
FRESHPET INC COM 358039105 206 1,300 SH   SOLE   1,300 0 0
FRESHPET INC COM 358039105 508 3,200 SH   OTR 1 0 3,200 0
FS BANCORP INC COM 30263Y104 410 6,100 SH   OTR 1 0 6,100 0
FS BANCORP INC COM 30263Y104 167 2,492 SH   SOLE   2,492 0 0
FTI CONSULTING INC COM 302941109 0 0 SH   SOLE   0 0 0
FTI CONSULTING INC COM 302941109 1,686 12,031 SH   OTR 1 0 12,031 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 124 85,000 PRN   SOLE   85,000 0 0
FUELCELL ENERGY INC COM 35952H601 612 42,500 SH   OTR 1 0 42,500 0
FUELCELL ENERGY INC COM 35952H601 255 17,700 SH   SOLE   17,700 0 0
FUTUREFUEL CORP COM 36116M106 98 6,750 SH   SOLE   6,750 0 0
FUTUREFUEL CORP COM 36116M106 238 16,350 SH   OTR 1 0 16,350 0
G III APPAREL GROUP LTD COM 36237H101 64 2,133 SH   SOLE   2,133 0 0
G III APPAREL GROUP LTD COM 36237H101 159 5,266 SH   OTR 1 0 5,266 0
GALLAGHER ARTHUR J & CO COM 363576109 519 4,160 SH   SOLE   4,160 0 0
GALLAGHER ARTHUR J & CO COM 363576109 3,488 27,956 SH   OTR 1 0 27,956 0
GAMESTOP CORP NEW CL A 36467W109 866 4,560 SH   SOLE   4,560 0 0
GAMESTOP CORP NEW CL A 36467W109 2,093 11,026 SH   OTR 1 0 11,026 0
GAMING & LEISURE PPTYS INC COM 36467J108 601 14,160 SH   OTR 1 0 14,160 0
GAMING & LEISURE PPTYS INC COM 36467J108 0 9 SH   SOLE   9 0 0
GAP INC COM 364760108 116 3,887 SH   SOLE   3,887 0 0
GAP INC COM 364760108 884 29,691 SH   OTR 1 0 29,691 0
GARTNER INC COM 366651107 7,411 40,596 SH   OTR 1 0 40,596 0
GARTNER INC COM 366651107 342 1,875 SH   SOLE   1,875 0 0
GENERAC HLDGS INC COM 368736104 454 1,387 SH   SOLE   1,387 0 0
GENERAC HLDGS INC COM 368736104 2,970 9,070 SH   OTR 1 0 9,070 0
GENERAL DYNAMICS CORP COM 369550108 904 4,980 SH   SOLE   4,980 0 0
GENERAL DYNAMICS CORP COM 369550108 6,693 36,865 SH   OTR 1 0 36,865 0
GENERAL ELECTRIC CO COM 369604103 2,557 194,717 SH   SOLE   194,717 0 0
GENERAL ELECTRIC CO COM 369604103 17,452 1,329,164 SH   OTR 1 0 1,329,164 0
GENERAL MLS INC COM 370334104 6,035 98,415 SH   OTR 1 0 98,415 0
GENERAL MLS INC COM 370334104 812 13,249 SH   SOLE   13,249 0 0
GENERAL MTRS CO COM 37045V100 1,566 27,251 SH   SOLE   27,251 0 0
GENERAL MTRS CO COM 37045V100 11,128 193,665 SH   OTR 1 0 193,665 0
GENMARK DIAGNOSTICS INC COM 372309104 361 15,100 SH   SOLE   15,100 0 0
GENMARK DIAGNOSTICS INC COM 372309104 868 36,300 SH   OTR 1 0 36,300 0
GENUINE PARTS CO COM 372460105 362 3,128 SH   SOLE   3,128 0 0
GENUINE PARTS CO COM 372460105 2,413 20,878 SH   OTR 1 0 20,878 0
GENWORTH FINL INC COM CL A 37247D106 126 38,000 SH   SOLE   38,000 0 0
GENWORTH FINL INC COM CL A 37247D106 303 91,400 SH   OTR 1 0 91,400 0
GEO GROUP INC NEW COM 36162J106 692 89,227 SH   OTR 1 0 89,227 0
GEO GROUP INC NEW COM 36162J106 288 37,107 SH   SOLE   37,107 0 0
GETTY RLTY CORP NEW COM 374297109 782 27,600 SH   OTR 1 0 27,600 0
GETTY RLTY CORP NEW COM 374297109 326 11,500 SH   SOLE   11,500 0 0
GILEAD SCIENCES INC COM 375558103 1,922 29,744 SH   SOLE   29,744 0 0
GILEAD SCIENCES INC COM 375558103 18,049 279,269 SH   OTR 1 0 279,269 0
GLACIER BANCORP INC NEW COM 37637Q105 434 7,600 SH   OTR 1 0 7,600 0
GLACIER BANCORP INC NEW COM 37637Q105 183 3,200 SH   SOLE   3,200 0 0
GLAUKOS CORP COM 377322102 210 2,500 SH   OTR 1 0 2,500 0
GLAUKOS CORP COM 377322102 84 1,000 SH   SOLE   1,000 0 0
GLOBAL PMTS INC COM 37940X102 9,171 45,495 SH   OTR 1 0 45,495 0
GLOBAL PMTS INC COM 37940X102 1,265 6,275 SH   SOLE   6,275 0 0
GLOBAL X FDS NASDAQ 100 COVER 37954Y483 461 2,042,200 SH Call SOLE   0 0 0
GLOBE LIFE INC COM 37959E102 212 2,194 SH   SOLE   2,194 0 0
GLOBE LIFE INC COM 37959E102 1,325 13,711 SH   OTR 1 0 13,711 0
GLU MOBILE INC COM 379890106 314 25,200 SH   OTR 1 0 25,200 0
GLU MOBILE INC COM 379890106 131 10,500 SH   SOLE   10,500 0 0
GMS INC COM 36251C103 97 2,333 SH   SOLE   2,333 0 0
GMS INC COM 36251C103 242 5,800 SH   OTR 1 0 5,800 0
GODADDY INC CL A 380237107 192 2,472 SH   SOLE   2,472 0 0
GODADDY INC CL A 380237107 2,726 35,117 SH   OTR 1 0 35,117 0
GOLD RESOURCE CORP COM 38068T105 12 4,400 SH   SOLE   4,400 0 0
GOLD RESOURCE CORP COM 38068T105 26 9,666 SH   OTR 1 0 9,666 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,387 7,299 SH   SOLE   7,299 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 16,810 51,407 SH   OTR 1 0 51,407 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,402 79,800 SH   OTR 1 0 79,800 0
GOODYEAR TIRE & RUBR CO COM 382550101 583 33,200 SH   SOLE   33,200 0 0
GRAFTECH INTL LTD COM 384313508 206 16,860 SH   SOLE   16,860 0 0
GRAFTECH INTL LTD COM 384313508 7,520 614,899 SH   OTR 1 0 614,899 0
GRAHAM HLDGS CO COM CL B 384637104 5,544 9,857 SH   OTR 1 0 9,857 0
GRAHAM HLDGS CO COM CL B 384637104 196 348 SH   SOLE   348 0 0
GRAINGER W W INC COM 384802104 494 1,231 SH   SOLE   1,231 0 0
GRAINGER W W INC COM 384802104 4,278 10,669 SH   OTR 1 0 10,669 0
GRAND CANYON ED INC COM 38526M106 280 2,610 SH   OTR 1 0 2,610 0
GRAND CANYON ED INC COM 38526M106 0 0 SH   SOLE   0 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 666 690,000 PRN   SOLE   690,000 0 0
GRAY TELEVISION INC COM 389375106 64 3,500 SH   SOLE   3,500 0 0
GRAY TELEVISION INC COM 389375106 156 8,500 SH   OTR 1 0 8,500 0
GREAT AJAX CORP COM 38983D300 136 12,500 SH   OTR 1 0 12,500 0
GREAT AJAX CORP COM 38983D300 57 5,200 SH   SOLE   5,200 0 0
GREAT WESTERN BANCORP INC COM 391416104 248 8,200 SH   OTR 1 0 8,200 0
GREAT WESTERN BANCORP INC COM 391416104 97 3,200 SH   SOLE   3,200 0 0
GREAT WESTN NATL BK PORTLAND COM 695263103 5,778 151,464 SH   OTR 1 0 151,464 0
GREAT WESTN NATL BK PORTLAND COM 695263103 189 4,944 SH   SOLE   4,944 0 0
GREEN DOT CORP CL A 39304D102 325 7,100 SH   SOLE   7,100 0 0
GREEN DOT CORP CL A 39304D102 783 17,100 SH   OTR 1 0 17,100 0
GROUP 1 AUTOMOTIVE INC COM 398905109 252 1,600 SH   OTR 1 0 1,600 0
GROUP 1 AUTOMOTIVE INC COM 398905109 110 700 SH   SOLE   700 0 0
GROUPON INC COM NEW 399473206 142 2,800 SH   SOLE   2,800 0 0
GROUPON INC COM NEW 399473206 339 6,700 SH   OTR 1 0 6,700 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 136 120,000 PRN   SOLE   120,000 0 0
HALLIBURTON CO COM 406216101 2,836 132,142 SH   OTR 1 0 132,142 0
HALLIBURTON CO COM 406216101 429 19,986 SH   SOLE   19,986 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 1,351 32,400 SH   OTR 1 0 32,400 0
HALOZYME THERAPEUTICS INC COM 40637H109 561 13,455 SH   SOLE   13,455 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 1,769 42,100 SH   OTR 1 0 42,100 0
HANCOCK WHITNEY CORPORATION COM 410120109 735 17,500 SH   SOLE   17,500 0 0
HANESBRANDS INC COM 410345102 990 50,331 SH   OTR 1 0 50,331 0
HANESBRANDS INC COM 410345102 130 6,588 SH   SOLE   6,588 0 0
HANMI FINL CORP COM NEW 410495204 564 28,600 SH   SOLE   28,600 0 0
HANMI FINL CORP COM NEW 410495204 1,357 68,800 SH   OTR 1 0 68,800 0
HARROW HEALTH INC COM 415858109 183 27,100 SH   OTR 1 0 27,100 0
HARROW HEALTH INC COM 415858109 76 11,300 SH   SOLE   11,300 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 531 7,953 SH   SOLE   7,953 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4,651 69,632 SH   OTR 1 0 69,632 0
HASBRO INC COM 418056107 270 2,813 SH   SOLE   2,813 0 0
HASBRO INC COM 418056107 1,772 18,432 SH   OTR 1 0 18,432 0
HAVERTY FURNITURE COS INC COM 419596101 457 12,300 SH   OTR 1 0 12,300 0
HAVERTY FURNITURE COS INC COM 419596101 190 5,100 SH   SOLE   5,100 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 15 327 SH   SOLE   327 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 2,169 48,826 SH   OTR 1 0 48,826 0
HCA HEALTHCARE INC COM 40412C101 16,418 87,170 SH   OTR 1 0 87,170 0
HCA HEALTHCARE INC COM 40412C101 1,382 7,336 SH   SOLE   7,336 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 663 24,032 SH   OTR 1 0 24,032 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 0 0 SH   SOLE   0 0 0
HEALTHEQUITY INC COM 42226A107 279 4,100 SH   SOLE   4,100 0 0
HEALTHEQUITY INC COM 42226A107 666 9,800 SH   OTR 1 0 9,800 0
HEALTHPEAK PROPERTIES INC COM 42250P103 4,271 134,556 SH   OTR 1 0 134,556 0
HEALTHPEAK PROPERTIES INC COM 42250P103 380 11,976 SH   SOLE   11,976 0 0
HECLA MNG CO COM 422704106 527 92,700 SH   OTR 1 0 92,700 0
HECLA MNG CO COM 422704106 219 38,500 SH   SOLE   38,500 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 136 118,000 PRN   OTR 4 0 118,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 9,453 8,211,000 PRN   DFND 1 0 8,211,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 2,541 2,188,000 PRN   SOLE   2,188,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 34,296 29,535,000 PRN   OTR 1 0 29,535,000 0
HELMERICH & PAYNE INC COM 423452101 261 9,673 SH   OTR 1 0 9,673 0
HELMERICH & PAYNE INC COM 423452101 78 2,888 SH   SOLE   2,888 0 0
HENRY JACK & ASSOC INC COM 426281101 1,665 10,977 SH   OTR 1 0 10,977 0
HENRY JACK & ASSOC INC COM 426281101 248 1,637 SH   SOLE   1,637 0 0
HENRY SCHEIN INC COM 806407102 186 2,691 SH   SOLE   2,691 0 0
HENRY SCHEIN INC COM 806407102 1,881 27,168 SH   OTR 1 0 27,168 0
HERITAGE INS HLDGS INC COM 42727J102 94 8,500 SH   SOLE   8,500 0 0
HERITAGE INS HLDGS INC COM 42727J102 227 20,500 SH   OTR 1 0 20,500 0
HERON THERAPEUTICS INC COM 427746102 858 52,900 SH   OTR 1 0 52,900 0
HERON THERAPEUTICS INC COM 427746102 356 21,975 SH   SOLE   21,975 0 0
HERSHEY CO COM 427866108 4,578 28,947 SH   OTR 1 0 28,947 0
HERSHEY CO COM 427866108 517 3,268 SH   SOLE   3,268 0 0
HESS CORP COM 42809H107 429 6,061 SH   SOLE   6,061 0 0
HESS CORP COM 42809H107 2,790 39,424 SH   OTR 1 0 39,424 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,955 187,751 SH   OTR 1 0 187,751 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 469 29,777 SH   SOLE   29,777 0 0
HIBBETT SPORTS INC COM 428567101 758 11,000 SH   OTR 1 0 11,000 0
HIBBETT SPORTS INC COM 428567101 317 4,600 SH   SOLE   4,600 0 0
HILL ROM HLDGS INC COM 431475102 63 569 SH   SOLE   569 0 0
HILL ROM HLDGS INC COM 431475102 11,890 107,622 SH   OTR 1 0 107,622 0
HILLENBRAND INC COM 431571108 2,257 47,300 SH   OTR 1 0 47,300 0
HILLENBRAND INC COM 431571108 940 19,700 SH   SOLE   19,700 0 0
HILTON GRAND VACATIONS INC COM 43283X105 247 6,600 SH   SOLE   6,600 0 0
HILTON GRAND VACATIONS INC COM 43283X105 596 15,900 SH   OTR 1 0 15,900 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 731 6,043 SH   SOLE   6,043 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 5,174 42,788 SH   OTR 1 0 42,788 0
HMS HLDGS CORP COM 40425J101 796 21,533 SH   OTR 1 0 21,533 0
HMS HLDGS CORP COM 40425J101 323 8,733 SH   SOLE   8,733 0 0
HNI CORP COM 404251100 491 12,400 SH   SOLE   12,400 0 0
HNI CORP COM 404251100 1,183 29,900 SH   OTR 1 0 29,900 0
HOLLYFRONTIER CORP COM 436106108 10,279 287,281 SH   OTR 1 0 287,281 0
HOLLYFRONTIER CORP COM 436106108 290 8,105 SH   SOLE   8,105 0 0
HOLOGIC INC COM 436440101 16,094 216,370 SH   OTR 1 0 216,370 0
HOLOGIC INC COM 436440101 497 6,676 SH   SOLE   6,676 0 0
HOME BANCSHARES INC COM 436893200 60 2,200 SH   SOLE   2,200 0 0
HOME BANCSHARES INC COM 436893200 143 5,300 SH   OTR 1 0 5,300 0
HOME DEPOT INC COM 437076102 57,925 189,764 SH   OTR 1 0 189,764 0
HOME DEPOT INC COM 437076102 7,427 24,330 SH   SOLE   24,330 0 0
HOMESTREET INC COM 43785V102 167 3,800 SH   SOLE   3,800 0 0
HOMESTREET INC COM 43785V102 405 9,200 SH   OTR 1 0 9,200 0
HONEYWELL INTL INC COM 438516106 3,237 14,910 SH   SOLE   14,910 0 0
HONEYWELL INTL INC COM 438516106 22,611 104,163 SH   OTR 1 0 104,163 0
HOPE BANCORP INC COM 43940T109 703 46,700 SH   SOLE   46,700 0 0
HOPE BANCORP INC COM 43940T109 1,690 112,200 SH   OTR 1 0 112,200 0
HORACE MANN EDUCATORS CORP N COM 440327104 307 7,100 SH   SOLE   7,100 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 735 17,000 SH   OTR 1 0 17,000 0
HORIZON BANCORP INC COM 440407104 132 7,100 SH   OTR 1 0 7,100 0
HORIZON BANCORP INC COM 440407104 59 3,200 SH   SOLE   3,200 0 0
HORMEL FOODS CORP COM 440452100 306 6,405 SH   SOLE   6,405 0 0
HORMEL FOODS CORP COM 440452100 1,936 40,529 SH   OTR 1 0 40,529 0
HOST HOTELS & RESORTS INC COM 44107P104 356 21,154 SH   SOLE   21,154 0 0
HOST HOTELS & RESORTS INC COM 44107P104 5,137 304,887 SH   OTR 1 0 304,887 0
HOST HOTELS & RESORTS INC COM 44107P104 17 984 SH   OTR 5 0 984 0
HOULIHAN LOKEY INC CL A 441593100 129 1,933 SH   SOLE   1,933 0 0
HOULIHAN LOKEY INC CL A 441593100 324 4,866 SH   OTR 1 0 4,866 0
HOWARD HUGHES CORP COM 44267D107 1,911 20,093 SH   OTR 1 0 20,093 0
HOWARD HUGHES CORP COM 44267D107 0 0 SH   SOLE   0 0 0
HOWMET AEROSPACE INC COM 443201108 1,809 56,312 SH   OTR 1 0 56,312 0
HOWMET AEROSPACE INC COM 443201108 295 9,172 SH   SOLE   9,172 0 0
HP INC COM 40434L105 1,212 38,178 SH   SOLE   38,178 0 0
HP INC COM 40434L105 21,103 664,646 SH   OTR 1 0 664,646 0
HUB GROUP INC CL A 443320106 175 2,600 SH   SOLE   2,600 0 0
HUB GROUP INC CL A 443320106 424 6,300 SH   OTR 1 0 6,300 0
HUMANA INC COM 444859102 17,031 40,623 SH   OTR 1 0 40,623 0
HUMANA INC COM 444859102 1,454 3,469 SH   SOLE   3,469 0 0
HUNT J B TRANS SVCS INC COM 445658107 6,690 39,804 SH   OTR 1 0 39,804 0
HUNT J B TRANS SVCS INC COM 445658107 299 1,777 SH   SOLE   1,777 0 0
HUNTINGTON BANCSHARES INC COM 446150104 2,307 146,785 SH   OTR 1 0 146,785 0
HUNTINGTON BANCSHARES INC COM 446150104 357 22,715 SH   SOLE   22,715 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 7,595 36,897 SH   OTR 1 0 36,897 0
HUNTINGTON INGALLS INDS INC COM 446413106 440 2,138 SH   SOLE   2,138 0 0
IAC INTERACTIVECORP NEW COM 44891N109 76 350 SH   SOLE   350 0 0
IAC INTERACTIVECORP NEW COM 44891N109 7,729 35,733 SH   OTR 1 0 35,733 0
ICU MED INC COM 44930G107 5,242 25,515 SH   OTR 1 0 25,515 0
ICU MED INC COM 44930G107 0 0 SH   SOLE   0 0 0
IDEX CORP COM 45167R104 363 1,734 SH   SOLE   1,734 0 0
IDEX CORP COM 45167R104 2,292 10,951 SH   OTR 1 0 10,951 0
IDEXX LABS INC COM 45168D104 12,450 25,444 SH   OTR 1 0 25,444 0
IDEXX LABS INC COM 45168D104 962 1,967 SH   SOLE   1,967 0 0
IDT CORP CL B NEW 448947507 510 22,500 SH   OTR 1 0 22,500 0
IDT CORP CL B NEW 448947507 213 9,400 SH   SOLE   9,400 0 0
IHEARTMEDIA INC COM CL A 45174J509 71 3,900 SH   SOLE   3,900 0 0
IHEARTMEDIA INC COM CL A 45174J509 171 9,400 SH   OTR 1 0 9,400 0
II-VI INC COM 902104108 1,326 19,400 SH   OTR 1 0 19,400 0
II-VI INC COM 902104108 554 8,100 SH   SOLE   8,100 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 160 105,000 PRN   SOLE   105,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,405 6,343 SH   SOLE   6,343 0 0
ILLINOIS TOOL WKS INC COM 452308109 9,822 44,337 SH   OTR 1 0 44,337 0
ILLUMINA INC COM 452327109 1,212 3,156 SH   SOLE   3,156 0 0
ILLUMINA INC COM 452327109 8,086 21,053 SH   OTR 1 0 21,053 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 7,287 4,846,000 PRN   DFND 1 0 4,846,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 98 65,000 PRN   OTR 4 0 65,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 2,511 1,664,000 PRN   SOLE   1,664,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 33,572 28,064,000 PRN   OTR 1 0 28,064,000 0
ILLUMINA INC NOTE 8/1 452327AK5 1,245 1,041,000 PRN   SOLE   1,041,000 0 0
INCYTE CORP COM 45337C102 12,176 149,826 SH   OTR 1 0 149,826 0
INCYTE CORP COM 45337C102 346 4,255 SH   SOLE   4,255 0 0
INDEPENDENT BK CORP MICH COM NEW 453838609 274 11,600 SH   SOLE   11,600 0 0
INDEPENDENT BK CORP MICH COM NEW 453838609 660 27,900 SH   OTR 1 0 27,900 0
INDEXIQ ETF TR HEALTHY HEARTS 45409B321 0 0 SH   SOLE   0 0 0
INDEXIQ ETF TR HEALTHY HEARTS 45409B321 5,017 199,044 SH   OTR 3 0 199,044 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 729 31,500 SH   OTR 1 0 31,500 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 303 13,100 SH   SOLE   13,100 0 0
INFINERA CORP COM 45667G103 140 14,500 SH   OTR 1 0 14,500 0
INFINERA CORP COM 45667G103 57 5,900 SH   SOLE   5,900 0 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 155 130,000 PRN   SOLE   130,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3 745 514,000 PRN   SOLE   514,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3 16,719 11,540,000 PRN   OTR 1 0 11,540,000 0
INFUSYSTEM HLDGS INC COM 45685K102 222 10,900 SH   OTR 1 0 10,900 0
INFUSYSTEM HLDGS INC COM 45685K102 92 4,500 SH   SOLE   4,500 0 0
INGERSOLL RAND INC COM 45687V106 3,421 69,515 SH   OTR 1 0 69,515 0
INGERSOLL RAND INC COM 45687V106 372 7,557 SH   SOLE   7,557 0 0
INGEVITY CORP COM 45688C107 400 5,300 SH   SOLE   5,300 0 0
INGEVITY CORP COM 45688C107 967 12,800 SH   OTR 1 0 12,800 0
INGREDION INC COM 457187102 114 1,269 SH   SOLE   1,269 0 0
INGREDION INC COM 457187102 9,309 103,528 SH   OTR 1 0 103,528 0
INNOVATIVE INDL PPTYS INC COM 45781V101 577 3,200 SH   OTR 1 0 3,200 0
INNOVATIVE INDL PPTYS INC COM 45781V101 234 1,300 SH   SOLE   1,300 0 0
INNOVIVA INC COM 45781M101 228 19,100 SH   SOLE   19,100 0 0
INNOVIVA INC COM 45781M101 550 46,000 SH   OTR 1 0 46,000 0
INOVALON HLDGS INC COM CL A 45781D101 216 7,500 SH   SOLE   7,500 0 0
INOVALON HLDGS INC COM CL A 45781D101 521 18,100 SH   OTR 1 0 18,100 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 213 23,000 SH   SOLE   23,000 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 513 55,300 SH   OTR 1 0 55,300 0
INPHI CORP COM 45772F107 0 0 SH   SOLE   0 0 0
INPHI CORP COM 45772F107 7,912 44,350 SH   OTR 1 0 44,350 0
INSIGHT ENTERPRISES INC COM 45765U103 344 3,600 SH   OTR 1 0 3,600 0
INSIGHT ENTERPRISES INC COM 45765U103 143 1,500 SH   SOLE   1,500 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 125 85,000 PRN   SOLE   85,000 0 0
INSMED INC COM PAR $.01 457669307 479 14,054 SH   SOLE   14,054 0 0
INSMED INC COM PAR $.01 457669307 1,147 33,690 SH   OTR 1 0 33,690 0
INSMED INC NOTE 1.750% 1/1 457669AA7 106 95,000 PRN   SOLE   95,000 0 0
INSPERITY INC COM 45778Q107 645 7,700 SH   SOLE   7,700 0 0
INSPERITY INC COM 45778Q107 1,558 18,600 SH   OTR 1 0 18,600 0
INSPIRE MED SYS INC COM 457730109 683 3,300 SH   OTR 1 0 3,300 0
INSPIRE MED SYS INC COM 457730109 290 1,400 SH   SOLE   1,400 0 0
INSTEEL INDS INC COM 45774W108 197 6,400 SH   SOLE   6,400 0 0
INSTEEL INDS INC COM 45774W108 475 15,400 SH   OTR 1 0 15,400 0
INSULET CORP COM 45784P101 1,500 5,750 SH   OTR 1 0 5,750 0
INSULET CORP COM 45784P101 26 100 SH   SOLE   100 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 506 379,000 PRN   SOLE   379,000 0 0
INTEGER HLDGS CORP COM 45826H109 241 2,619 SH   SOLE   2,619 0 0
INTEGER HLDGS CORP COM 45826H109 571 6,200 SH   OTR 1 0 6,200 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 9,281 8,347,000 PRN   DFND 1 0 8,347,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 12,013 10,756,000 PRN   OTR 1 0 10,756,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 1,100 985,000 PRN   SOLE   985,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 132 119,000 PRN   OTR 4 0 119,000 0
INTEL CORP COM 458140100 45,629 712,956 SH   OTR 1 0 712,956 0
INTEL CORP COM 458140100 6,180 96,569 SH   SOLE   96,569 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 87 3,774 SH   SOLE   3,774 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 214 9,266 SH   OTR 1 0 9,266 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 9,629 86,220 SH   OTR 1 0 86,220 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,330 11,910 SH   SOLE   11,910 0 0
INTERDIGITAL INC COM 45867G101 171 2,700 SH   SOLE   2,700 0 0
INTERDIGITAL INC COM 45867G101 412 6,500 SH   OTR 1 0 6,500 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 7,853 7,360,000 PRN   OTR 1 0 7,360,000 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 475 445,000 PRN   SOLE   445,000 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 255 5,500 SH   OTR 1 0 5,500 0
INTERNATIONAL BANCSHARES COR COM 459044103 107 2,300 SH   SOLE   2,300 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,562 19,229 SH   SOLE   19,229 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 17,811 133,655 SH   OTR 1 0 133,655 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 5,154 36,918 SH   OTR 1 0 36,918 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 730 5,229 SH   SOLE   5,229 0 0
INTERNATIONAL PAPER CO COM 460146103 483 8,925 SH   SOLE   8,925 0 0
INTERNATIONAL PAPER CO COM 460146103 6,536 120,880 SH   OTR 1 0 120,880 0
INTERPUBLIC GROUP COS INC COM 460690100 283 9,679 SH   SOLE   9,679 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,869 64,000 SH   OTR 1 0 64,000 0
INTUIT COM 461202103 2,250 5,873 SH   SOLE   5,873 0 0
INTUIT COM 461202103 15,739 41,087 SH   OTR 1 0 41,087 0
INTUITIVE SURGICAL INC COM NEW 46120E602 14,836 20,077 SH   OTR 1 0 20,077 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,890 2,558 SH   SOLE   2,558 0 0
INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 2,273 191,786 SH   SOLE   191,786 0 0
INVESCO MUN TR COM 46131J103 651 49,295 SH   SOLE   49,295 0 0
INVESCO PA VALUE MUN INC TR COM 46132K109 894 68,544 SH   OTR 1 0 68,544 0
INVESCO PA VALUE MUN INC TR COM 46132K109 3,097 237,335 SH   SOLE   237,335 0 0
INVESCO QUALITY MUN INCOME T COM 46133G107 4,465 344,258 SH   SOLE   344,258 0 0
INVESCO TR INVT GRADE MUNS COM 46131M106 1,837 136,278 SH   SOLE   136,278 0 0
INVESTORS BANCORP INC NEW COM 46146L101 1,999 136,100 SH   OTR 1 0 136,100 0
INVESTORS BANCORP INC NEW COM 46146L101 831 56,600 SH   SOLE   56,600 0 0
INVITAE CORP COM 46185L103 1,142 29,900 SH   OTR 1 0 29,900 0
INVITAE CORP COM 46185L103 474 12,400 SH   SOLE   12,400 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 181 120,000 PRN   SOLE   120,000 0 0
INVITATION HOMES INC COM 46187W107 54 1,700 SH   SOLE   1,700 0 0
INVITATION HOMES INC COM 46187W107 1,922 60,076 SH   OTR 1 0 60,076 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 190 198,000 PRN   SOLE   198,000 0 0
IPG PHOTONICS CORP COM 44980X109 1,113 5,276 SH   OTR 1 0 5,276 0
IPG PHOTONICS CORP COM 44980X109 149 704 SH   SOLE   704 0 0
IQVIA HLDGS INC COM 46266C105 1,064 5,508 SH   SOLE   5,508 0 0
IQVIA HLDGS INC COM 46266C105 22,168 114,776 SH   OTR 1 0 114,776 0
IRHYTHM TECHNOLOGIES INC COM 450056106 153 1,100 SH   SOLE   1,100 0 0
IRHYTHM TECHNOLOGIES INC COM 450056106 375 2,700 SH   OTR 1 0 2,700 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 195 4,733 SH   SOLE   4,733 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 674 16,333 SH   OTR 1 0 16,333 0
IROBOT CORP COM 462726100 152 1,243 SH   SOLE   1,243 0 0
IROBOT CORP COM 462726100 364 2,982 SH   OTR 1 0 2,982 0
IRON MTN INC NEW COM 46284V101 268 7,249 SH   SOLE   7,249 0 0
IRON MTN INC NEW COM 46284V101 1,669 45,085 SH   OTR 1 0 45,085 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 888 79,452 SH   OTR 1 0 79,452 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 370 33,067 SH   SOLE   33,067 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 119 110,000 PRN   SOLE   110,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 133 120,000 PRN   SOLE   120,000 0 0
ISHARES GOLD TR ISHARES 464285105 0 0 SH   SOLE   0 0 0
ISHARES GOLD TR ISHARES 464285105 30,227 1,859,000 SH   OTR 1 0 1,859,000 0
ISHARES TR CORE S&P SCP ETF 464287804 87 803 SH   SOLE   803 0 0
ISHARES TR CORE S&P SCP ETF 464287804 14,668 135,150 SH   OTR 1 0 135,150 0
ISHARES TR IBOXX HI YD ETF 464288513 385 4,417 SH   SOLE   4,417 0 0
ISHARES TR IBOXX HI YD ETF 464288513 10,898 125,000 SH   OTR 1 0 125,000 0
ISHARES TR IBOXX INV CP ETF 464287242 518 3,982 SH   SOLE   3,982 0 0
ISHARES TR MSCI SAUDI ARBIA 46434V423 793 22,080 SH   OTR 1 0 22,080 0
ISHARES TR MSCI SAUDI ARBIA 46434V423 0 0 SH   SOLE   0 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 0 0 SH   SOLE   0 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 16,757 68,948 SH   OTR 1 0 68,948 0
ISHARES TR RUS MID CAP ETF 464287499 20,322 274,885 SH   OTR 1 0 274,885 0
ISHARES TR RUS MID CAP ETF 464287499 0 0 SH   SOLE   0 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 9,907 44,842 SH   SOLE   44,842 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 2,863 12,958 SH   OTR 1 0 12,958 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 46 45,000 PRN   OTR 4 0 45,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 2,287 2,252,000 PRN   SOLE   2,252,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 23,183 22,826,000 PRN   OTR 1 0 22,826,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 3,223 3,181,000 PRN   DFND 1 0 3,181,000 0
J2 GLOBAL INC COM 48123V102 2,002 16,700 SH   OTR 1 0 16,700 0
J2 GLOBAL INC COM 48123V102 827 6,900 SH   SOLE   6,900 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 186 105,000 PRN   SOLE   105,000 0 0
JABIL INC COM 466313103 205 3,937 SH   SOLE   3,937 0 0
JABIL INC COM 466313103 9,899 189,789 SH   OTR 1 0 189,789 0
JACK IN THE BOX INC COM 466367109 1,197 10,900 SH   OTR 1 0 10,900 0
JACK IN THE BOX INC COM 466367109 494 4,500 SH   SOLE   4,500 0 0
JACOBS ENGR GROUP INC COM 469814107 2,680 20,732 SH   OTR 1 0 20,732 0
JACOBS ENGR GROUP INC COM 469814107 382 2,957 SH   SOLE   2,957 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 221 215,000 PRN   SOLE   215,000 0 0
JD.COM INC SPON ADR CL A 47215P106 1,651 19,573 SH   OTR 1 0 19,573 0
JD.COM INC SPON ADR CL A 47215P106 270 3,200 SH   SOLE   3,200 0 0
JEFFERIES FINL GROUP INC COM 47233W109 187 6,213 SH   SOLE   6,213 0 0
JEFFERIES FINL GROUP INC COM 47233W109 6,617 219,820 SH   OTR 1 0 219,820 0
JELD-WEN HLDG INC COM 47580P103 1,528 55,200 SH   OTR 1 0 55,200 0
JELD-WEN HLDG INC COM 47580P103 637 23,000 SH   SOLE   23,000 0 0
JOHNSON & JOHNSON COM 478160104 10,113 61,533 SH   SOLE   61,533 0 0
JOHNSON & JOHNSON COM 478160104 78,203 475,832 SH   OTR 1 0 475,832 0
JOHNSON OUTDOORS INC CL A 479167108 86 600 SH   SOLE   600 0 0
JOHNSON OUTDOORS INC CL A 479167108 214 1,500 SH   OTR 1 0 1,500 0
JONES LANG LASALLE INC COM 48020Q107 0 0 SH   SOLE   0 0 0
JONES LANG LASALLE INC COM 48020Q107 211 1,177 SH   OTR 1 0 1,177 0
JPMORGAN CHASE & CO COM 46625H100 9,958 65,413 SH   SOLE   65,413 0 0
JPMORGAN CHASE & CO COM 46625H100 76,147 500,208 SH   OTR 1 0 500,208 0
JUNIPER NETWORKS INC COM 48203R104 1,199 47,354 SH   OTR 1 0 47,354 0
JUNIPER NETWORKS INC COM 48203R104 243 9,599 SH   SOLE   9,599 0 0
KADMON HLDGS INC COM 48283N106 202 51,866 SH   SOLE   51,866 0 0
KADMON HLDGS INC COM 48283N106 478 122,800 SH   OTR 1 0 122,800 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 553 5,000 SH   SOLE   5,000 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 1,337 12,100 SH   OTR 1 0 12,100 0
KANSAS CITY SOUTHERN COM NEW 485170302 558 2,116 SH   SOLE   2,116 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 3,460 13,109 SH   OTR 1 0 13,109 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 96 93,000 PRN   SOLE   93,000 0 0
KB HOME COM 48666K109 149 3,200 SH   SOLE   3,200 0 0
KB HOME COM 48666K109 354 7,600 SH   OTR 1 0 7,600 0
KE HLDGS INC SPONSORED ADS 482497104 268 4,700 SH   OTR 1 0 4,700 0
KE HLDGS INC SPONSORED ADS 482497104 0 0 SH   SOLE   0 0 0
KELLOGG CO COM 487836108 361 5,708 SH   SOLE   5,708 0 0
KELLOGG CO COM 487836108 2,325 36,727 SH   OTR 1 0 36,727 0
KELLY SVCS INC CL A 488152208 608 27,300 SH   OTR 1 0 27,300 0
KELLY SVCS INC CL A 488152208 254 11,400 SH   SOLE   11,400 0 0
KEURIG DR PEPPER INC COM 49271V100 622 18,110 SH   OTR 1 0 18,110 0
KEURIG DR PEPPER INC COM 49271V100 103 3,000 SH   SOLE   3,000 0 0
KEYCORP COM 493267108 430 21,501 SH   SOLE   21,501 0 0
KEYCORP COM 493267108 2,793 139,796 SH   OTR 1 0 139,796 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,851 26,852 SH   OTR 1 0 26,852 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 590 4,115 SH   SOLE   4,115 0 0
KFORCE INC COM 493732101 809 15,100 SH   SOLE   15,100 0 0
KFORCE INC COM 493732101 1,940 36,200 SH   OTR 1 0 36,200 0
KIMBALL ELECTRONICS INC COM 49428J109 480 18,600 SH   SOLE   18,600 0 0
KIMBALL ELECTRONICS INC COM 49428J109 1,153 44,700 SH   OTR 1 0 44,700 0
KIMBERLY-CLARK CORP COM 494368103 1,027 7,385 SH   SOLE   7,385 0 0
KIMBERLY-CLARK CORP COM 494368103 7,397 53,195 SH   OTR 1 0 53,195 0
KIMCO RLTY CORP COM 49446R109 153 8,169 SH   SOLE   8,169 0 0
KIMCO RLTY CORP COM 49446R109 11 600 SH   OTR 5 0 600 0
KIMCO RLTY CORP COM 49446R109 2,197 117,154 SH   OTR 1 0 117,154 0
KINDER MORGAN INC DEL COM 49456B101 5,970 358,566 SH   OTR 1 0 358,566 0
KINDER MORGAN INC DEL COM 49456B101 699 41,975 SH   SOLE   41,975 0 0
KLA CORP COM NEW 482480100 1,127 3,410 SH   SOLE   3,410 0 0
KLA CORP COM NEW 482480100 18,583 56,243 SH   OTR 1 0 56,243 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 91 1,888 SH   SOLE   1,888 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 6,078 126,386 SH   OTR 1 0 126,386 0
KODIAK SCIENCES INC COM 50015M109 408 3,600 SH   SOLE   3,600 0 0
KODIAK SCIENCES INC COM 50015M109 986 8,700 SH   OTR 1 0 8,700 0
KOHLS CORP COM 500255104 8,285 138,991 SH   OTR 1 0 138,991 0
KOHLS CORP COM 500255104 208 3,488 SH   SOLE   3,488 0 0
KOPPERS HOLDINGS INC COM 50060P106 528 15,200 SH   OTR 1 0 15,200 0
KOPPERS HOLDINGS INC COM 50060P106 219 6,300 SH   SOLE   6,300 0 0
KORN FERRY COM NEW 500643200 470 7,533 SH   SOLE   7,533 0 0
KORN FERRY COM NEW 500643200 1,123 18,000 SH   OTR 1 0 18,000 0
KRAFT HEINZ CO COM 500754106 4,350 108,745 SH   OTR 1 0 108,745 0
KRAFT HEINZ CO COM 500754106 570 14,247 SH   SOLE   14,247 0 0
KRATON CORPORATION COM 50077C106 370 10,100 SH   SOLE   10,100 0 0
KRATON CORPORATION COM 50077C106 885 24,200 SH   OTR 1 0 24,200 0
KROGER CO COM 501044101 16,326 453,634 SH   OTR 1 0 453,634 0
KROGER CO COM 501044101 839 23,304 SH   SOLE   23,304 0 0
L BRANDS INC COM 501797104 12,290 198,676 SH   OTR 1 0 198,676 0
L BRANDS INC COM 501797104 322 5,212 SH   SOLE   5,212 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 9,007 44,439 SH   OTR 1 0 44,439 0
L3HARRIS TECHNOLOGIES INC COM 502431109 909 4,483 SH   SOLE   4,483 0 0
LA Z BOY INC COM 505336107 286 6,733 SH   SOLE   6,733 0 0
LA Z BOY INC COM 505336107 680 16,000 SH   OTR 1 0 16,000 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 10,007 39,239 SH   OTR 1 0 39,239 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 547 2,143 SH   SOLE   2,143 0 0
LAKELAND BANCORP INC COM 511637100 241 13,800 SH   SOLE   13,800 0 0
LAKELAND BANCORP INC COM 511637100 577 33,100 SH   OTR 1 0 33,100 0
LAM RESEARCH CORP COM 512807108 22,294 37,453 SH   OTR 1 0 37,453 0
LAM RESEARCH CORP COM 512807108 1,935 3,250 SH   SOLE   3,250 0 0
LAMB WESTON HLDGS INC COM 513272104 1,636 21,119 SH   OTR 1 0 21,119 0
LAMB WESTON HLDGS INC COM 513272104 261 3,365 SH   SOLE   3,365 0 0
LANTHEUS HLDGS INC COM 516544103 208 9,733 SH   SOLE   9,733 0 0
LANTHEUS HLDGS INC COM 516544103 489 22,866 SH   OTR 1 0 22,866 0
LAS VEGAS SANDS CORP COM 517834107 450 7,405 SH   SOLE   7,405 0 0
LAS VEGAS SANDS CORP COM 517834107 3,445 56,691 SH   OTR 1 0 56,691 0
LATTICE SEMICONDUCTOR CORP COM 518415104 716 15,900 SH   OTR 1 0 15,900 0
LATTICE SEMICONDUCTOR CORP COM 518415104 297 6,600 SH   SOLE   6,600 0 0
LAUDER ESTEE COS INC CL A 518439104 10,282 35,351 SH   OTR 1 0 35,351 0
LAUDER ESTEE COS INC CL A 518439104 1,422 4,890 SH   SOLE   4,890 0 0
LCI INDS COM 50189K103 520 3,933 SH   OTR 1 0 3,933 0
LCI INDS COM 50189K103 212 1,600 SH   SOLE   1,600 0 0
LEGGETT & PLATT INC COM 524660107 115 2,512 SH   SOLE   2,512 0 0
LEGGETT & PLATT INC COM 524660107 876 19,189 SH   OTR 1 0 19,189 0
LEIDOS HOLDINGS INC COM 525327102 291 3,019 SH   SOLE   3,019 0 0
LEIDOS HOLDINGS INC COM 525327102 8,006 83,157 SH   OTR 1 0 83,157 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 13,577 11,344,000 PRN   OTR 1 0 11,344,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 1,106 924,000 PRN   SOLE   924,000 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 2,327 1,952,000 PRN   DFND 1 0 1,952,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 33 28,000 PRN   OTR 4 0 28,000 0
LENNAR CORP CL A 526057104 626 6,185 SH   SOLE   6,185 0 0
LENNAR CORP CL A 526057104 7,145 70,585 SH   OTR 1 0 70,585 0
LENNAR CORP CL B 526057302 0 0 SH   SOLE   0 0 0
LENNAR CORP CL B 526057302 4,385 53,260 SH   OTR 1 0 53,260 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 33 30,000 PRN   SOLE   30,000 0 0
LEXINGTON REALTY TRUST COM 529043101 409 36,800 SH   SOLE   36,800 0 0
LEXINGTON REALTY TRUST COM 529043101 983 88,500 SH   OTR 1 0 88,500 0
LHC GROUP INC COM 50187A107 440 2,300 SH   SOLE   2,300 0 0
LHC GROUP INC COM 50187A107 1,052 5,500 SH   OTR 1 0 5,500 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 1.000% 1/3 531229AF9 1,277 1,004,000 PRN   SOLE   1,004,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 20,492 16,105,000 PRN   OTR 1 0 16,105,000 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 4 3,000 PRN   DFND 1 0 3,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1,777 1,390,000 PRN   SOLE   1,390,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 85 67,000 PRN   OTR 4 0 67,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 21,546 16,857,000 PRN   OTR 1 0 16,857,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 6,306 4,953,000 PRN   DFND 1 0 4,953,000 0
LIFE STORAGE INC COM 53223X107 0 0 SH   SOLE   0 0 0
LIFE STORAGE INC COM 53223X107 683 7,950 SH   OTR 1 0 7,950 0
LIFEVANTAGE CORP COM NEW 53222K205 109 11,700 SH   OTR 1 0 11,700 0
LIFEVANTAGE CORP COM NEW 53222K205 46 4,900 SH   SOLE   4,900 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 965 6,327 SH   OTR 1 0 6,327 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 395 2,594 SH   SOLE   2,594 0 0
LILLY ELI & CO COM 532457108 3,298 17,651 SH   SOLE   17,651 0 0
LILLY ELI & CO COM 532457108 27,251 145,869 SH   OTR 1 0 145,869 0
LINCOLN NATL CORP IND COM 534187109 1,621 26,037 SH   OTR 1 0 26,037 0
LINCOLN NATL CORP IND COM 534187109 464 7,446 SH   SOLE   7,446 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 7,319 567,367 SH   OTR 1 0 567,367 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 169 13,120 SH   SOLE   13,120 0 0
LIQUIDITY SERVICES INC COM 53635B107 117 6,300 SH   SOLE   6,300 0 0
LIQUIDITY SERVICES INC COM 53635B107 282 15,200 SH   OTR 1 0 15,200 0
LITHIA MTRS INC CL A 536797103 1,872 4,800 SH   OTR 1 0 4,800 0
LITHIA MTRS INC CL A 536797103 780 2,000 SH   SOLE   2,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,753 20,708 SH   OTR 1 0 20,708 0
LIVE NATION ENTERTAINMENT IN COM 538034109 280 3,311 SH   SOLE   3,311 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 23,183 16,537,000 PRN   OTR 1 0 16,537,000 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 1,782 1,271,000 PRN   SOLE   1,271,000 0 0
LIVEPERSON INC COM 538146101 74 1,400 SH   SOLE   1,400 0 0
LIVEPERSON INC COM 538146101 179 3,400 SH   OTR 1 0 3,400 0
LKQ CORP COM 501889208 7,807 184,431 SH   OTR 1 0 184,431 0
LKQ CORP COM 501889208 223 5,271 SH   SOLE   5,271 0 0
LOCKHEED MARTIN CORP COM 539830109 15,373 41,604 SH   OTR 1 0 41,604 0
LOCKHEED MARTIN CORP COM 539830109 1,961 5,306 SH   SOLE   5,306 0 0
LOEWS CORP COM 540424108 1,726 33,654 SH   OTR 1 0 33,654 0
LOEWS CORP COM 540424108 269 5,245 SH   SOLE   5,245 0 0
LOUISIANA PAC CORP COM 546347105 255 4,600 SH   SOLE   4,600 0 0
LOUISIANA PAC CORP COM 546347105 621 11,200 SH   OTR 1 0 11,200 0
LOWES COS INC COM 548661107 35,525 186,796 SH   OTR 1 0 186,796 0
LOWES COS INC COM 548661107 3,322 17,467 SH   SOLE   17,467 0 0
LPL FINL HLDGS INC COM 50212V100 9,802 68,952 SH   OTR 1 0 68,952 0
LPL FINL HLDGS INC COM 50212V100 205 1,441 SH   SOLE   1,441 0 0
LSI INDS INC COM 50216C108 63 7,400 SH   SOLE   7,400 0 0
LSI INDS INC COM 50216C108 151 17,700 SH   OTR 1 0 17,700 0
LTC PPTYS INC COM 502175102 288 6,900 SH   SOLE   6,900 0 0
LTC PPTYS INC COM 502175102 697 16,700 SH   OTR 1 0 16,700 0
LUMEN TECHNOLOGIES INC COM 550241103 309 23,146 SH   SOLE   23,146 0 0
LUMEN TECHNOLOGIES INC COM 550241103 1,952 146,244 SH   OTR 1 0 146,244 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 80,985 50,475,000 PRN   OTR 1 0 50,475,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 12,995 8,112,000 PRN   DFND 1 0 8,112,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 184 115,000 PRN   OTR 4 0 115,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 5,240 3,266,000 PRN   SOLE   3,266,000 0 0
LUTHER BURBANK CORP COM 550550107 58 4,900 SH   SOLE   4,900 0 0
LUTHER BURBANK CORP COM 550550107 138 11,700 SH   OTR 1 0 11,700 0
LYDALL INC DEL COM 550819106 307 9,100 SH   SOLE   9,100 0 0
LYDALL INC DEL COM 550819106 739 21,900 SH   OTR 1 0 21,900 0
M & T BK CORP COM 55261F104 429 2,830 SH   SOLE   2,830 0 0
M & T BK CORP COM 55261F104 2,814 18,561 SH   OTR 1 0 18,561 0
M D C HLDGS INC COM 552676108 381 6,407 SH   OTR 1 0 6,407 0
M D C HLDGS INC COM 552676108 158 2,663 SH   SOLE   2,663 0 0
M/I HOMES INC COM 55305B101 809 13,700 SH   SOLE   13,700 0 0
M/I HOMES INC COM 55305B101 1,943 32,900 SH   OTR 1 0 32,900 0
MACATAWA BK CORP COM 554225102 227 22,800 SH   OTR 1 0 22,800 0
MACATAWA BK CORP COM 554225102 95 9,500 SH   SOLE   9,500 0 0
MACERICH CO COM 554382101 44 3,800 SH   SOLE   3,800 0 0
MACERICH CO COM 554382101 97 8,300 SH   OTR 1 0 8,300 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 110 1,900 SH   SOLE   1,900 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 261 4,500 SH   OTR 1 0 4,500 0
MACYS INC COM 55616P104 436 26,953 SH   SOLE   26,953 0 0
MACYS INC COM 55616P104 1,049 64,778 SH   OTR 1 0 64,778 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 218 1,861 SH   SOLE   1,861 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 515 4,400 SH   OTR 1 0 4,400 0
MAGELLAN HEALTH INC COM NEW 559079207 336 3,600 SH   SOLE   3,600 0 0
MAGELLAN HEALTH INC COM NEW 559079207 802 8,600 SH   OTR 1 0 8,600 0
MAGNITE INC COM 55955D100 757 18,200 SH   OTR 1 0 18,200 0
MAGNITE INC COM 55955D100 316 7,600 SH   SOLE   7,600 0 0
MALIBU BOATS INC COM CL A 56117J100 135 1,700 SH   SOLE   1,700 0 0
MALIBU BOATS INC COM CL A 56117J100 335 4,200 SH   OTR 1 0 4,200 0
MANHATTAN ASSOCIATES INC COM 562750109 0 0 SH   SOLE   0 0 0
MANHATTAN ASSOCIATES INC COM 562750109 527 4,488 SH   OTR 1 0 4,488 0
MANITOWOC CO INC COM NEW 563571405 175 8,466 SH   SOLE   8,466 0 0
MANITOWOC CO INC COM NEW 563571405 418 20,266 SH   OTR 1 0 20,266 0
MANPOWERGROUP INC COM 56418H100 207 2,093 SH   SOLE   2,093 0 0
MANPOWERGROUP INC COM 56418H100 12,327 124,645 SH   OTR 1 0 124,645 0
MANTECH INTERNATIONAL CORP CL A 564563104 243 2,800 SH   SOLE   2,800 0 0
MANTECH INTERNATIONAL CORP CL A 564563104 583 6,700 SH   OTR 1 0 6,700 0
MARATHON OIL CORP COM 565849106 1,299 121,644 SH   OTR 1 0 121,644 0
MARATHON OIL CORP COM 565849106 159 14,909 SH   SOLE   14,909 0 0
MARATHON PETE CORP COM 56585A102 11,207 209,514 SH   OTR 1 0 209,514 0
MARATHON PETE CORP COM 56585A102 760 14,202 SH   SOLE   14,202 0 0
MARINEMAX INC COM 567908108 508 10,300 SH   SOLE   10,300 0 0
MARINEMAX INC COM 567908108 1,224 24,800 SH   OTR 1 0 24,800 0
MARKETAXESS HLDGS INC COM 57060D108 407 817 SH   SOLE   817 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,730 5,483 SH   OTR 1 0 5,483 0
MARRIOTT INTL INC NEW CL A 571903202 863 5,824 SH   SOLE   5,824 0 0
MARRIOTT INTL INC NEW CL A 571903202 6,264 42,291 SH   OTR 1 0 42,291 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 4,255 3,289,000 PRN   DFND 1 0 3,289,000 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 62 48,000 PRN   OTR 4 0 48,000 0
MARSH & MCLENNAN COS INC COM 571748102 9,542 78,340 SH   OTR 1 0 78,340 0
MARSH & MCLENNAN COS INC COM 571748102 1,315 10,800 SH   SOLE   10,800 0 0
MARTIN MARIETTA MATLS INC COM 573284106 3,018 8,988 SH   OTR 1 0 8,988 0
MARTIN MARIETTA MATLS INC COM 573284106 462 1,377 SH   SOLE   1,377 0 0
MASCO CORP COM 574599106 370 6,182 SH   SOLE   6,182 0 0
MASCO CORP COM 574599106 10,161 169,629 SH   OTR 1 0 169,629 0
MASONITE INTL CORP COM 575385109 795 6,900 SH   SOLE   6,900 0 0
MASONITE INTL CORP COM 575385109 1,901 16,500 SH   OTR 1 0 16,500 0
MASTERCARD INCORPORATED CL A 57636Q104 64,104 180,042 SH   OTR 1 0 180,042 0
MASTERCARD INCORPORATED CL A 57636Q104 7,043 19,780 SH   SOLE   19,780 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 550 20,700 SH   SOLE   20,700 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 1,324 49,800 SH   OTR 1 0 49,800 0
MATSON INC COM 57686G105 2,028 30,400 SH   OTR 1 0 30,400 0
MATSON INC COM 57686G105 840 12,600 SH   SOLE   12,600 0 0
MATTHEWS INTL CORP CL A 577128101 202 5,100 SH   OTR 1 0 5,100 0
MATTHEWS INTL CORP CL A 577128101 83 2,100 SH   SOLE   2,100 0 0
MAXAR TECHNOLOGIES INC COM 57778K105 139 3,675 SH   SOLE   3,675 0 0
MAXAR TECHNOLOGIES INC COM 57778K105 417 11,030 SH   OTR 1 0 11,030 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,534 38,677 SH   OTR 1 0 38,677 0
MAXIM INTEGRATED PRODS INC COM 57772K101 536 5,863 SH   SOLE   5,863 0 0
MAXIMUS INC COM 577933104 249 2,800 SH   SOLE   2,800 0 0
MAXIMUS INC COM 577933104 4,035 45,316 SH   OTR 1 0 45,316 0
MCCORMICK & CO INC COM NON VTG 579780206 3,203 35,922 SH   OTR 1 0 35,922 0
MCCORMICK & CO INC COM NON VTG 579780206 491 5,502 SH   SOLE   5,502 0 0
MCDONALDS CORP COM 580135101 3,757 16,762 SH   SOLE   16,762 0 0
MCDONALDS CORP COM 580135101 27,153 121,144 SH   OTR 1 0 121,144 0
MCGRATH RENTCORP COM 580589109 263 3,266 SH   OTR 1 0 3,266 0
MCGRATH RENTCORP COM 580589109 108 1,333 SH   SOLE   1,333 0 0
MCKESSON CORP COM 58155Q103 781 4,002 SH   SOLE   4,002 0 0
MCKESSON CORP COM 58155Q103 20,839 106,844 SH   OTR 1 0 106,844 0
MDU RES GROUP INC COM 552690109 4,190 132,540 SH   OTR 1 0 132,540 0
MDU RES GROUP INC COM 552690109 195 6,169 SH   SOLE   6,169 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 338 15,862 SH   OTR 1 0 15,862 0
MEDICAL PPTYS TRUST INC COM 58463J304 30 1,400 SH   SOLE   1,400 0 0
MEDIFAST INC COM 58470H101 741 3,500 SH   SOLE   3,500 0 0
MEDIFAST INC COM 58470H101 1,779 8,400 SH   OTR 1 0 8,400 0
MEDPACE HLDGS INC COM 58506Q109 922 5,621 SH   SOLE   5,621 0 0
MEDPACE HLDGS INC COM 58506Q109 2,210 13,474 SH   OTR 1 0 13,474 0
MERCADOLIBRE INC COM 58733R102 294 200 SH   SOLE   200 0 0
MERCANTILE BANK CORP COM 587376104 247 7,600 SH   OTR 1 0 7,600 0
MERCANTILE BANK CORP COM 587376104 104 3,200 SH   SOLE   3,200 0 0
MERCHANTS BANCORP IND COM 58844R108 545 13,000 SH   SOLE   13,000 0 0
MERCHANTS BANCORP IND COM 58844R108 1,313 31,300 SH   OTR 1 0 31,300 0
MERCK & CO. INC COM 58933Y105 4,717 61,189 SH   SOLE   61,189 0 0
MERCK & CO. INC COM 58933Y105 40,587 526,488 SH   OTR 1 0 526,488 0
MEREDITH CORP COM 589433101 450 15,100 SH   OTR 1 0 15,100 0
MEREDITH CORP COM 589433101 188 6,300 SH   SOLE   6,300 0 0
MERIDIAN BANCORP INC MD COM 58958U103 413 22,400 SH   SOLE   22,400 0 0
MERIDIAN BANCORP INC MD COM 58958U103 991 53,800 SH   OTR 1 0 53,800 0
MERIDIAN BIOSCIENCE INC COM 589584101 1,415 53,918 SH   OTR 1 0 53,918 0
MERIDIAN BIOSCIENCE INC COM 589584101 588 22,394 SH   SOLE   22,394 0 0
MERIDIAN CORPORATION COM 58958P104 156 6,000 SH   OTR 1 0 6,000 0
MERIDIAN CORPORATION COM 58958P104 65 2,500 SH   SOLE   2,500 0 0
MERIT MED SYS INC COM 589889104 653 10,900 SH   SOLE   10,900 0 0
MERIT MED SYS INC COM 589889104 1,569 26,200 SH   OTR 1 0 26,200 0
MERITAGE HOMES CORP COM 59001A102 561 6,100 SH   SOLE   6,100 0 0
MERITAGE HOMES CORP COM 59001A102 1,351 14,700 SH   OTR 1 0 14,700 0
MERITOR INC COM 59001K100 367 12,460 SH   SOLE   12,460 0 0
MERITOR INC COM 59001K100 883 30,000 SH   OTR 1 0 30,000 0
MESA AIR GROUP INC COM NEW 590479135 338 25,100 SH   OTR 1 0 25,100 0
MESA AIR GROUP INC COM NEW 590479135 140 10,400 SH   SOLE   10,400 0 0
METHODE ELECTRS INC COM 591520200 638 15,200 SH   OTR 1 0 15,200 0
METHODE ELECTRS INC COM 591520200 264 6,300 SH   SOLE   6,300 0 0
METLIFE INC COM 59156R108 1,040 17,112 SH   SOLE   17,112 0 0
METLIFE INC COM 59156R108 7,356 121,010 SH   OTR 1 0 121,010 0
METROPOLITAN BK HLDG CORP COM 591774104 286 5,679 SH   SOLE   5,679 0 0
METROPOLITAN BK HLDG CORP COM 591774104 690 13,700 SH   OTR 1 0 13,700 0
METTLER TOLEDO INTERNATIONAL COM 592688105 626 542 SH   SOLE   542 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,909 4,248 SH   OTR 1 0 4,248 0
MFA FINL INC COM 55272X102 41 10,000 SH   OTR 1 0 10,000 0
MFA FINL INC COM 55272X102 17 4,100 SH   SOLE   4,100 0 0
MFS MUN INCOME TR SH BEN INT 552738106 2,272 333,155 SH   SOLE   333,155 0 0
MGM RESORTS INTERNATIONAL COM 552953101 363 9,559 SH   SOLE   9,559 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2,252 59,267 SH   OTR 1 0 59,267 0
MICHAELS COS INC COM 59408Q106 186 8,500 SH   OTR 1 0 8,500 0
MICHAELS COS INC COM 59408Q106 83 3,800 SH   SOLE   3,800 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 898 5,786 SH   SOLE   5,786 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 7,288 46,951 SH   OTR 1 0 46,951 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 294 85,000 PRN   OTR 4 0 85,000 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 3,664 1,609,000 PRN   SOLE   1,609,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 51,479 14,881,000 PRN   OTR 1 0 14,881,000 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 2,975 860,000 PRN   SOLE   860,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 21,225 6,140,000 PRN   DFND 1 0 6,140,000 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 28,075 12,327,000 PRN   OTR 1 0 12,327,000 0
MICRON TECHNOLOGY INC COM 595112103 15,216 172,493 SH   OTR 1 0 172,493 0
MICRON TECHNOLOGY INC COM 595112103 2,242 25,414 SH   SOLE   25,414 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 3,965 449,000 PRN   SOLE   449,000 0 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 48,503 5,493,000 PRN   OTR 1 0 5,493,000 0
MICROSOFT CORP COM 594918104 40,137 170,239 SH   SOLE   170,239 0 0
MICROSOFT CORP COM 594918104 370,581 1,571,792 SH   OTR 1 0 1,571,792 0
MICROSTRATEGY INC CL A NEW 594972408 882 1,300 SH   OTR 1 0 1,300 0
MICROSTRATEGY INC CL A NEW 594972408 339 500 SH   SOLE   500 0 0
MID-AMER APT CMNTYS INC COM 59522J103 384 2,661 SH   SOLE   2,661 0 0
MID-AMER APT CMNTYS INC COM 59522J103 23 159 SH   OTR 5 0 159 0
MID-AMER APT CMNTYS INC COM 59522J103 5,457 37,802 SH   OTR 1 0 37,802 0
MIDLAND STS BANCORP INC ILL COM 597742105 61 2,200 SH   SOLE   2,200 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 144 5,200 SH   OTR 1 0 5,200 0
MIDWESTONE FINL GROUP INC NE COM 598511103 307 9,900 SH   OTR 1 0 9,900 0
MIDWESTONE FINL GROUP INC NE COM 598511103 126 4,074 SH   SOLE   4,074 0 0
MILLER HERMAN INC COM 600544100 473 11,500 SH   SOLE   11,500 0 0
MILLER HERMAN INC COM 600544100 1,136 27,600 SH   OTR 1 0 27,600 0
MILLER INDS INC TENN COM NEW 600551204 273 5,900 SH   OTR 1 0 5,900 0
MILLER INDS INC TENN COM NEW 600551204 115 2,496 SH   SOLE   2,496 0 0
MIRATI THERAPEUTICS INC COM 60468T105 668 3,900 SH   SOLE   3,900 0 0
MIRATI THERAPEUTICS INC COM 60468T105 1,593 9,300 SH   OTR 1 0 9,300 0
MITEK SYS INC COM NEW 606710200 433 29,700 SH   SOLE   29,700 0 0
MITEK SYS INC COM NEW 606710200 1,041 71,400 SH   OTR 1 0 71,400 0
MKS INSTRS INC COM 55306N104 0 0 SH   SOLE   0 0 0
MKS INSTRS INC COM 55306N104 5,559 29,983 SH   OTR 1 0 29,983 0
MODERNA INC COM 60770K107 4,718 36,030 SH   OTR 1 0 36,030 0
MODERNA INC COM 60770K107 137 1,046 SH   SOLE   1,046 0 0
MODINE MFG CO COM 607828100 471 31,900 SH   OTR 1 0 31,900 0
MODINE MFG CO COM 607828100 196 13,300 SH   SOLE   13,300 0 0
MODIVCARE INC COM 60783X104 681 4,600 SH   SOLE   4,600 0 0
MODIVCARE INC COM 60783X104 1,629 11,000 SH   OTR 1 0 11,000 0
MOHAWK INDS INC COM 608190104 272 1,414 SH   SOLE   1,414 0 0
MOHAWK INDS INC COM 608190104 7,329 38,109 SH   OTR 1 0 38,109 0
MOLINA HEALTHCARE INC COM 60855R100 264 1,128 SH   SOLE   1,128 0 0
MOLINA HEALTHCARE INC COM 60855R100 7,540 32,255 SH   OTR 1 0 32,255 0
MOLSON COORS BEVERAGE CO CL B 60871R209 392 7,656 SH   SOLE   7,656 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 2,129 41,621 SH   OTR 1 0 41,621 0
MONARCH CASINO & RESORT INC COM 609027107 709 11,700 SH   OTR 1 0 11,700 0
MONARCH CASINO & RESORT INC COM 609027107 297 4,900 SH   SOLE   4,900 0 0
MONDELEZ INTL INC CL A 609207105 1,719 29,374 SH   SOLE   29,374 0 0
MONDELEZ INTL INC CL A 609207105 12,551 214,429 SH   OTR 1 0 214,429 0
MONEYGRAM INTL INC COM NEW 60935Y208 45 6,900 SH   SOLE   6,900 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 100 15,200 SH   OTR 1 0 15,200 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 1,552 1,074,000 PRN   SOLE   1,074,000 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 18,681 12,928,000 PRN   OTR 1 0 12,928,000 0
MONGODB INC NOTE 0.750% 6/1 60937PAB2 141 35,000 PRN   SOLE   35,000 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 142 8,000 SH   SOLE   8,000 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 340 19,200 SH   OTR 1 0 19,200 0
MONOLITHIC PWR SYS INC COM 609839105 2,186 6,188 SH   OTR 1 0 6,188 0
MONOLITHIC PWR SYS INC COM 609839105 357 1,011 SH   SOLE   1,011 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 745 8,183 SH   SOLE   8,183 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 4,859 53,346 SH   OTR 1 0 53,346 0
MOODYS CORP COM 615369105 1,057 3,539 SH   SOLE   3,539 0 0
MOODYS CORP COM 615369105 6,933 23,218 SH   OTR 1 0 23,218 0
MOOG INC CL A 615394202 133 1,600 SH   SOLE   1,600 0 0
MOOG INC CL A 615394202 324 3,900 SH   OTR 1 0 3,900 0
MORGAN STANLEY COM NEW 617446448 2,458 31,645 SH   SOLE   31,645 0 0
MORGAN STANLEY COM NEW 617446448 17,380 223,790 SH   OTR 1 0 223,790 0
MORNINGSTAR INC COM 617700109 440 1,955 SH   OTR 1 0 1,955 0
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MOSAIC CO NEW COM 61945C103 5,904 186,776 SH   OTR 1 0 186,776 0
MOSAIC CO NEW COM 61945C103 448 14,157 SH   SOLE   14,157 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 685 3,643 SH   SOLE   3,643 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,587 24,390 SH   OTR 1 0 24,390 0
MSCI INC COM 55354G100 738 1,760 SH   SOLE   1,760 0 0
MSCI INC COM 55354G100 4,996 11,916 SH   OTR 1 0 11,916 0
MSG NETWORK INC CL A 553573106 161 10,700 SH   SOLE   10,700 0 0
MSG NETWORK INC CL A 553573106 387 25,700 SH   OTR 1 0 25,700 0
MUELLER INDS INC COM 624756102 2,016 48,754 SH   OTR 1 0 48,754 0
MUELLER INDS INC COM 624756102 838 20,270 SH   SOLE   20,270 0 0
MUELLER WTR PRODS INC COM SER A 624758108 1,304 93,900 SH   OTR 1 0 93,900 0
MUELLER WTR PRODS INC COM SER A 624758108 542 39,000 SH   SOLE   39,000 0 0
MURPHY USA INC COM 626755102 892 6,168 SH   SOLE   6,168 0 0
MURPHY USA INC COM 626755102 2,139 14,800 SH   OTR 1 0 14,800 0
MYERS INDS INC COM 628464109 61 3,100 SH   SOLE   3,100 0 0
MYERS INDS INC COM 628464109 146 7,400 SH   OTR 1 0 7,400 0
MYR GROUP INC DEL COM 55405W104 1,663 23,200 SH   OTR 1 0 23,200 0
MYR GROUP INC DEL COM 55405W104 688 9,600 SH   SOLE   9,600 0 0
MYRIAD GENETICS INC COM 62855J104 1,310 43,010 SH   OTR 1 0 43,010 0
MYRIAD GENETICS INC COM 62855J104 546 17,921 SH   SOLE   17,921 0 0
NASDAQ INC COM 631103108 366 2,479 SH   SOLE   2,479 0 0
NASDAQ INC COM 631103108 2,677 18,154 SH   OTR 1 0 18,154 0
NATERA INC COM 632307104 1,645 16,200 SH   OTR 1 0 16,200 0
NATERA INC COM 632307104 680 6,700 SH   SOLE   6,700 0 0
NATIONAL HEALTH INVS INC COM 63633D104 990 13,700 SH   OTR 1 0 13,700 0
NATIONAL HEALTH INVS INC COM 63633D104 412 5,700 SH   SOLE   5,700 0 0
NATIONAL HEALTHCARE CORP COM 635906100 834 10,700 SH   OTR 1 0 10,700 0
NATIONAL HEALTHCARE CORP COM 635906100 343 4,400 SH   SOLE   4,400 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 224 900 SH   OTR 1 0 900 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 100 400 SH   SOLE   400 0 0
NATUS MED INC DEL COM 639050103 1,024 40,000 SH   OTR 1 0 40,000 0
NATUS MED INC DEL COM 639050103 425 16,600 SH   SOLE   16,600 0 0
NEOGEN CORP COM 640491106 1,298 14,600 SH   OTR 1 0 14,600 0
NEOGEN CORP COM 640491106 542 6,100 SH   SOLE   6,100 0 0
NETAPP INC COM 64110D104 2,334 32,121 SH   OTR 1 0 32,121 0
NETAPP INC COM 64110D104 371 5,105 SH   SOLE   5,105 0 0
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NETFLIX INC COM 64110L106 41,012 78,618 SH   OTR 1 0 78,618 0
NETFLIX INC COM 64110L106 5,187 9,943 SH   SOLE   9,943 0 0
NETGEAR INC COM 64111Q104 538 13,100 SH   SOLE   13,100 0 0
NETGEAR INC COM 64111Q104 1,291 31,400 SH   OTR 1 0 31,400 0
NETSCOUT SYS INC COM 64115T104 169 6,000 SH   OTR 1 0 6,000 0
NETSCOUT SYS INC COM 64115T104 73 2,600 SH   SOLE   2,600 0 0
NEUBERGER BRMAN NY MUNI FD I COM 64124K102 317 25,745 SH   SOLE   25,745 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 746 7,673 SH   OTR 1 0 7,673 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 8 82 SH   SOLE   82 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 6,487 4,825,000 PRN   DFND 1 0 4,825,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 2,183 1,612,000 PRN   SOLE   1,612,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 28,863 21,311,000 PRN   OTR 1 0 21,311,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 94 70,000 PRN   OTR 4 0 70,000 0
NEVRO CORP COM 64157F103 195 1,400 SH   SOLE   1,400 0 0
NEVRO CORP COM 64157F103 460 3,300 SH   OTR 1 0 3,300 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 70 5,000 SH   SOLE   5,000 0 0
NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 476 34,000 SH   OTR 1 0 34,000 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 117 120,000 PRN   SOLE   120,000 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 0 0 SH   SOLE   0 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 3,012 267,739 SH   OTR 1 0 267,739 0
NEWELL BRANDS INC COM 651229106 191 7,138 SH   SOLE   7,138 0 0
NEWELL BRANDS INC COM 651229106 1,460 54,529 SH   OTR 1 0 54,529 0
NEWMONT CORP COM 651639106 1,298 21,543 SH   SOLE   21,543 0 0
NEWMONT CORP COM 651639106 14,352 238,127 SH   OTR 1 0 238,127 0
NEWPARK RES INC COM PAR $.01NEW 651718504 100 31,900 SH   SOLE   31,900 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 241 76,800 SH   OTR 1 0 76,800 0
NEWS CORP NEW CL A 65249B109 188 7,387 SH   SOLE   7,387 0 0
NEWS CORP NEW CL A 65249B109 6,949 273,255 SH   OTR 1 0 273,255 0
NEWS CORP NEW CL B 65249B208 54 2,300 SH   SOLE   2,300 0 0
NEWS CORP NEW CL B 65249B208 905 38,596 SH   OTR 1 0 38,596 0
NEXTERA ENERGY INC COM 65339F101 22,573 298,550 SH   OTR 1 0 298,550 0
NEXTERA ENERGY INC COM 65339F101 3,242 42,876 SH   SOLE   42,876 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 1,064 21,300 SH   SOLE   21,300 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 12,525 252,879 SH   DFND 1 0 252,879 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 177 3,566 SH   OTR 4 0 3,566 0
NEXTGEN HEALTHCARE INC COM 65343C102 67 3,700 SH   SOLE   3,700 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 152 8,400 SH   OTR 1 0 8,400 0
NEXTIER OILFIELD SOLUTIONS COM 65290C105 147 39,500 SH   OTR 1 0 39,500 0
NEXTIER OILFIELD SOLUTIONS COM 65290C105 61 16,400 SH   SOLE   16,400 0 0
NIC INC COM 62914B100 61 1,800 SH   SOLE   1,800 0 0
NIC INC COM 62914B100 149 4,400 SH   OTR 1 0 4,400 0
NICE LTD SPONSORED ADR 653656108 14,204 65,163 SH   OTR 1 0 65,163 0
NICE LTD SPONSORED ADR 653656108 11,781 54,050 SH   SOLE   54,050 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 188 72,000 PRN   OTR 4 0 72,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 805 308,000 PRN   SOLE   308,000 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 12,997 4,981,000 PRN   DFND 1 0 4,981,000 0
NIKE INC CL B 654106103 34,405 258,900 SH   OTR 1 0 258,900 0
NIKE INC CL B 654106103 3,822 28,757 SH   SOLE   28,757 0 0
NIO INC SPON ADS 62914V106 113 2,900 SH   SOLE   2,900 0 0
NIO INC SPON ADS 62914V106 655 16,800 SH   OTR 1 0 16,800 0
NISOURCE INC COM 65473P105 1,363 56,544 SH   OTR 1 0 56,544 0
NISOURCE INC COM 65473P105 178 7,402 SH   SOLE   7,402 0 0
NORFOLK SOUTHN CORP COM 655844108 1,452 5,408 SH   SOLE   5,408 0 0
NORFOLK SOUTHN CORP COM 655844108 10,369 38,617 SH   OTR 1 0 38,617 0
NORTHERN TR CORP COM 665859104 477 4,535 SH   SOLE   4,535 0 0
NORTHERN TR CORP COM 665859104 9,306 88,533 SH   OTR 1 0 88,533 0
NORTHRIM BANCORP INC COM 666762109 242 5,700 SH   OTR 1 0 5,700 0
NORTHRIM BANCORP INC COM 666762109 102 2,400 SH   SOLE   2,400 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,077 3,328 SH   SOLE   3,328 0 0
NORTHROP GRUMMAN CORP COM 666807102 8,488 26,227 SH   OTR 1 0 26,227 0
NORTONLIFELOCK INC COM 668771108 274 12,891 SH   SOLE   12,891 0 0
NORTONLIFELOCK INC COM 668771108 1,785 83,967 SH   OTR 1 0 83,967 0
NOV INC COM 62955J103 230 16,733 SH   SOLE   16,733 0 0
NOV INC COM 62955J103 4,841 352,812 SH   OTR 1 0 352,812 0
NOVANTA INC COM 67000B104 114 866 SH   SOLE   866 0 0
NOVANTA INC COM 67000B104 281 2,133 SH   OTR 1 0 2,133 0
NOVAVAX INC COM NEW 670002401 2,411 13,300 SH   OTR 1 0 13,300 0
NOVAVAX INC COM NEW 670002401 997 5,500 SH   SOLE   5,500 0 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 34,091 1,800,000 PRN   OTR 1 0 1,800,000 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 3,163 167,000 PRN   SOLE   167,000 0 0
NRG ENERGY INC COM NEW 629377508 10,509 278,528 SH   OTR 1 0 278,528 0
NRG ENERGY INC COM NEW 629377508 406 10,767 SH   SOLE   10,767 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 53,973 46,137,000 PRN   OTR 1 0 46,137,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 86 74,000 PRN   OTR 4 0 74,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3,600 3,077,000 PRN   SOLE   3,077,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 6,011 5,160,000 PRN   DFND 1 0 5,160,000 0
NU SKIN ENTERPRISES INC CL A 67018T105 205 3,880 SH   SOLE   3,880 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 4,620 87,343 SH   OTR 1 0 87,343 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 2,366 1,039,000 PRN   SOLE   1,039,000 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 44,648 19,609,000 PRN   OTR 1 0 19,609,000 0
NUCOR CORP COM 670346105 4,592 57,209 SH   OTR 1 0 57,209 0
NUCOR CORP COM 670346105 540 6,726 SH   SOLE   6,726 0 0
NUTANIX INC CL A 67059N108 0 0 SH   SOLE   0 0 0
NUTANIX INC CL A 67059N108 2,110 79,446 SH   OTR 1 0 79,446 0
NUVASIVE INC COM 670704105 1,416 21,600 SH   OTR 1 0 21,600 0
NUVASIVE INC COM 670704105 590 9,000 SH   SOLE   9,000 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 1,363 1,331,000 PRN   SOLE   1,331,000 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 128 126,000 PRN   OTR 4 0 126,000 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 17,351 16,948,000 PRN   OTR 1 0 16,948,000 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 9,064 8,897,000 PRN   DFND 1 0 8,897,000 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 31,098 2,098,405 SH   SOLE   2,098,405 0 0
NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2,832 200,000 SH   SOLE   200,000 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 7,488 548,590 SH   SOLE   548,590 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1,365 100,000 SH   OTR 1 0 100,000 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7,426 517,097 SH   SOLE   517,097 0 0
NVIDIA CORPORATION COM 67066G104 7,054 13,212 SH   SOLE   13,212 0 0
NVIDIA CORPORATION COM 67066G104 67,507 126,435 SH   OTR 1 0 126,435 0
NVR INC COM 62944T105 353 75 SH   SOLE   75 0 0
NVR INC COM 62944T105 2,351 499 SH   OTR 1 0 499 0
OCCIDENTAL PETE CORP COM 674599105 3,220 120,978 SH   OTR 1 0 120,978 0
OCCIDENTAL PETE CORP COM 674599105 489 18,382 SH   SOLE   18,382 0 0
OCEANFIRST FINL CORP COM 675234108 273 11,400 SH   SOLE   11,400 0 0
OCEANFIRST FINL CORP COM 675234108 658 27,500 SH   OTR 1 0 27,500 0
OCULAR THERAPEUTIX INC COM 67576A100 120 7,300 SH   OTR 1 0 7,300 0
OCULAR THERAPEUTIX INC COM 67576A100 49 3,000 SH   SOLE   3,000 0 0
OGE ENERGY CORP COM 670837103 215 6,644 SH   SOLE   6,644 0 0
OGE ENERGY CORP COM 670837103 5,675 175,385 SH   OTR 1 0 175,385 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 131 145,000 PRN   SOLE   145,000 0 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 1,916 2,117,000 PRN   OTR 1 0 2,117,000 0
OKTA INC NOTE 0.125% 9/0 679295AD7 17,343 12,805,000 PRN   OTR 1 0 12,805,000 0
OKTA INC NOTE 0.125% 9/0 679295AD7 2,220 1,639,000 PRN   SOLE   1,639,000 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 6,244 25,972 SH   OTR 1 0 25,972 0
OLD DOMINION FREIGHT LINE IN COM 679580100 508 2,112 SH   SOLE   2,112 0 0
OLIN CORP COM PAR $1 680665205 1,549 40,803 SH   OTR 1 0 40,803 0
OLIN CORP COM PAR $1 680665205 176 4,638 SH   SOLE   4,638 0 0
OMNICELL COM COM 68213N109 727 5,600 SH   SOLE   5,600 0 0
OMNICELL COM COM 68213N109 1,753 13,500 SH   OTR 1 0 13,500 0
OMNICOM GROUP INC COM 681919106 353 4,761 SH   SOLE   4,761 0 0
OMNICOM GROUP INC COM 681919106 4,425 59,677 SH   OTR 1 0 59,677 0
ON SEMICONDUCTOR CORP COM 682189105 544 13,064 SH   OTR 1 0 13,064 0
ON SEMICONDUCTOR CORP COM 682189105 0 0 SH   SOLE   0 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 42,133 20,299,000 PRN   OTR 1 0 20,299,000 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 5,903 2,844,000 PRN   SOLE   2,844,000 0 0
ONEOK INC NEW COM 682680103 492 9,705 SH   SOLE   9,705 0 0
ONEOK INC NEW COM 682680103 3,253 64,210 SH   OTR 1 0 64,210 0
OP BANCORP COM 67109R109 99 9,400 SH   SOLE   9,400 0 0
OP BANCORP COM 67109R109 239 22,700 SH   OTR 1 0 22,700 0
OPKO HEALTH INC COM 68375N103 245 57,200 SH   SOLE   57,200 0 0
OPKO HEALTH INC COM 68375N103 590 137,500 SH   OTR 1 0 137,500 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 72 1,800 SH   SOLE   1,800 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 172 4,300 SH   OTR 1 0 4,300 0
OPTIMIZERX CORP COM NEW 68401U204 180 3,700 SH   OTR 1 0 3,700 0
OPTIMIZERX CORP COM NEW 68401U204 73 1,500 SH   SOLE   1,500 0 0
OPTION CARE HEALTH INC COM NEW 68404L201 507 28,600 SH   SOLE   28,600 0 0
OPTION CARE HEALTH INC COM NEW 68404L201 1,222 68,900 SH   OTR 1 0 68,900 0
ORACLE CORP COM 68389X105 27,782 395,918 SH   OTR 1 0 395,918 0
ORACLE CORP COM 68389X105 3,112 44,345 SH   SOLE   44,345 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 176 15,100 SH   SOLE   15,100 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 424 36,300 SH   OTR 1 0 36,300 0
OREILLY AUTOMOTIVE INC COM 67103H107 19,205 37,861 SH   OTR 1 0 37,861 0
OREILLY AUTOMOTIVE INC COM 67103H107 774 1,526 SH   SOLE   1,526 0 0
ORMAT TECHNOLOGIES INC COM 686688102 212 2,700 SH   OTR 1 0 2,700 0
ORMAT TECHNOLOGIES INC COM 686688102 86 1,100 SH   SOLE   1,100 0 0
ORTHOFIX MED INC COM 68752M108 256 5,900 SH   SOLE   5,900 0 0
ORTHOFIX MED INC COM 68752M108 620 14,300 SH   OTR 1 0 14,300 0
OSHKOSH CORP COM 688239201 2,182 18,388 SH   OTR 1 0 18,388 0
OSHKOSH CORP COM 688239201 47 400 SH   SOLE   400 0 0
OSI SYSTEMS INC COM 671044105 490 5,100 SH   OTR 1 0 5,100 0
OSI SYSTEMS INC COM 671044105 202 2,100 SH   SOLE   2,100 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 94 87,000 PRN   SOLE   87,000 0 0
OTIS WORLDWIDE CORP COM 68902V107 7,335 107,163 SH   OTR 1 0 107,163 0
OTIS WORLDWIDE CORP COM 68902V107 599 8,751 SH   SOLE   8,751 0 0
OVERSTOCK COM INC DEL COM 690370101 609 9,197 SH   OTR 1 0 9,197 0
OVERSTOCK COM INC DEL COM 690370101 255 3,847 SH   SOLE   3,847 0 0
OVINTIV INC COM 69047Q102 800 33,600 SH   OTR 1 0 33,600 0
OVINTIV INC COM 69047Q102 333 14,000 SH   SOLE   14,000 0 0
OWENS & MINOR INC NEW COM 690732102 2,146 57,100 SH   OTR 1 0 57,100 0
OWENS & MINOR INC NEW COM 690732102 891 23,700 SH   SOLE   23,700 0 0
OWENS CORNING NEW COM 690742101 145 1,572 SH   SOLE   1,572 0 0
OWENS CORNING NEW COM 690742101 447 4,853 SH   OTR 1 0 4,853 0
PACCAR INC COM 693718108 702 7,553 SH   SOLE   7,553 0 0
PACCAR INC COM 693718108 7,907 85,092 SH   OTR 1 0 85,092 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1,029 30,900 SH   OTR 1 0 30,900 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 426 12,800 SH   SOLE   12,800 0 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 259 214,000 PRN   SOLE   214,000 0 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 4,048 3,349,000 PRN   DFND 1 0 3,349,000 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 58 48,000 PRN   OTR 4 0 48,000 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 3,330 2,749,000 PRN   OTR 1 0 2,749,000 0
PACKAGING CORP AMER COM 695156109 281 2,092 SH   SOLE   2,092 0 0
PACKAGING CORP AMER COM 695156109 1,840 13,683 SH   OTR 1 0 13,683 0
PAE INC COM CL A 69290Y109 94 10,400 SH   OTR 1 0 10,400 0
PAE INC COM CL A 69290Y109 43 4,800 SH   SOLE   4,800 0 0
PALO ALTO NETWORKS INC COM 697435105 97 300 SH   SOLE   300 0 0
PALO ALTO NETWORKS INC COM 697435105 9,614 29,851 SH   OTR 1 0 29,851 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 35,511 26,811,000 PRN   OTR 1 0 26,811,000 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 2,959 2,234,000 PRN   SOLE   2,234,000 0 0
PARAMOUNT GROUP INC COM 69924R108 0 0 SH   SOLE   0 0 0
PARAMOUNT GROUP INC COM 69924R108 125 12,369 SH   OTR 1 0 12,369 0
PARK HOTELS & RESORTS INC COM 700517105 512 23,728 SH   OTR 1 0 23,728 0
PARK HOTELS & RESORTS INC COM 700517105 0 0 SH   SOLE   0 0 0
PARKER-HANNIFIN CORP COM 701094104 19,134 60,660 SH   OTR 1 0 60,660 0
PARKER-HANNIFIN CORP COM 701094104 912 2,892 SH   SOLE   2,892 0 0
PATRICK INDS INC COM 703343103 1,233 14,500 SH   OTR 1 0 14,500 0
PATRICK INDS INC COM 703343103 514 6,051 SH   SOLE   6,051 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 108 93,000 PRN   OTR 4 0 93,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 3,231 2,747,000 PRN   SOLE   2,747,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 7,710 6,611,000 PRN   DFND 1 0 6,611,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 33,991 28,898,000 PRN   OTR 1 0 28,898,000 0
PATTERSON-UTI ENERGY INC COM 703481101 99 13,900 SH   SOLE   13,900 0 0
PATTERSON-UTI ENERGY INC COM 703481101 239 33,500 SH   OTR 1 0 33,500 0
PAYCHEX INC COM 704326107 683 6,963 SH   SOLE   6,963 0 0
PAYCHEX INC COM 704326107 4,540 46,314 SH   OTR 1 0 46,314 0
PAYCOM SOFTWARE INC COM 70432V102 380 1,027 SH   SOLE   1,027 0 0
PAYCOM SOFTWARE INC COM 70432V102 2,622 7,085 SH   OTR 1 0 7,085 0
PAYPAL HLDGS INC COM 70450Y103 58,962 242,803 SH   OTR 1 0 242,803 0
PAYPAL HLDGS INC COM 70450Y103 6,186 25,473 SH   SOLE   25,473 0 0
PDC ENERGY INC COM 69327R101 241 7,000 SH   OTR 1 0 7,000 0
PDC ENERGY INC COM 69327R101 100 2,900 SH   SOLE   2,900 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 574 18,600 SH   OTR 1 0 18,600 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 240 7,776 SH   SOLE   7,776 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 91 3,733 SH   SOLE   3,733 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 210 8,666 SH   OTR 1 0 8,666 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 142 121,000 PRN   OTR 4 0 121,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 697 593,000 PRN   SOLE   593,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 6,889 5,863,000 PRN   OTR 1 0 5,863,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 9,933 8,490,000 PRN   DFND 1 0 8,490,000 0
PELOTON INTERACTIVE INC CL A COM 70614W100 4,740 42,153 SH   OTR 1 0 42,153 0
PELOTON INTERACTIVE INC CL A COM 70614W100 126 1,125 SH   SOLE   1,125 0 0
PENN NATL GAMING INC COM 707569109 5,992 57,151 SH   OTR 1 0 57,151 0
PENN NATL GAMING INC COM 707569109 1,846 17,608 SH   SOLE   17,608 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 357 79,000 PRN   SOLE   79,000 0 0
PENNANT GROUP INC COM 70805E109 316 6,900 SH   SOLE   6,900 0 0
PENNANT GROUP INC COM 70805E109 756 16,500 SH   OTR 1 0 16,500 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 101 100,000 PRN   SOLE   100,000 0 0
PENNYMAC MTG INVT TR COM 70931T103 839 42,800 SH   OTR 1 0 42,800 0
PENNYMAC MTG INVT TR COM 70931T103 349 17,800 SH   SOLE   17,800 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 144 8,038 SH   SOLE   8,038 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,253 70,002 SH   OTR 1 0 70,002 0
PEPSICO INC COM 713448108 4,234 29,934 SH   SOLE   29,934 0 0
PEPSICO INC COM 713448108 32,319 228,482 SH   OTR 1 0 228,482 0
PERFORMANCE FOOD GROUP CO COM 71377A103 1,106 19,200 SH   OTR 1 0 19,200 0
PERFORMANCE FOOD GROUP CO COM 71377A103 461 8,000 SH   SOLE   8,000 0 0
PERKINELMER INC COM 714046109 297 2,316 SH   SOLE   2,316 0 0
PERKINELMER INC COM 714046109 2,075 16,171 SH   OTR 1 0 16,171 0
PERSPECTA INC COM 715347100 232 8,000 SH   SOLE   8,000 0 0
PERSPECTA INC COM 715347100 558 19,200 SH   OTR 1 0 19,200 0
PFIZER INC COM 717081103 34,048 939,764 SH   OTR 1 0 939,764 0
PFIZER INC COM 717081103 4,597 126,895 SH   SOLE   126,895 0 0
PFSWEB INC COM NEW 717098206 78 11,600 SH   OTR 1 0 11,600 0
PFSWEB INC COM NEW 717098206 36 5,400 SH   SOLE   5,400 0 0
PG&E CORP UNIT 99/99/9999 69331C140 127 1,114 SH   OTR 4 0 1,114 0
PG&E CORP UNIT 99/99/9999 69331C140 29,811 259,900 SH   OTR 1 0 259,900 0
PG&E CORP UNIT 99/99/9999 69331C140 3,015 26,282 SH   SOLE   26,282 0 0
PG&E CORP UNIT 99/99/9999 69331C140 9,077 79,552 SH   DFND 1 0 79,552 0
PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 1,278 85,657 SH   SOLE   85,657 0 0
PGIM HIGH YIELD BOND FUND IN COM 69346H100 1,275 81,390 SH   SOLE   81,390 0 0
PGT INNOVATIONS INC COM 69336V101 1,050 41,600 SH   OTR 1 0 41,600 0
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PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 416 17,062 SH   SOLE   17,062 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 1,003 41,100 SH   OTR 1 0 41,100 0
PHILIP MORRIS INTL INC COM 718172109 1,717 19,344 SH   SOLE   19,344 0 0
PHILIP MORRIS INTL INC COM 718172109 27,338 308,070 SH   OTR 1 0 308,070 0
PHILLIPS 66 COM 718546104 779 9,550 SH   SOLE   9,550 0 0
PHILLIPS 66 COM 718546104 5,678 69,635 SH   OTR 1 0 69,635 0
PHOTRONICS INC COM 719405102 412 32,000 SH   SOLE   32,000 0 0
PHOTRONICS INC COM 719405102 990 77,000 SH   OTR 1 0 77,000 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 215 12,400 SH   SOLE   12,400 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 519 29,900 SH   OTR 1 0 29,900 0
PILGRIMS PRIDE CORP COM 72147K108 0 0 SH   SOLE   0 0 0
PILGRIMS PRIDE CORP COM 72147K108 1,770 74,414 SH   OTR 1 0 74,414 0
PINDUODUO INC SPONSORED ADS 722304102 1,408 10,514 SH   OTR 1 0 10,514 0
PINDUODUO INC SPONSORED ADS 722304102 134 1,000 SH   SOLE   1,000 0 0
PINNACLE WEST CAP CORP COM 723484101 1,323 16,261 SH   OTR 1 0 16,261 0
PINNACLE WEST CAP CORP COM 723484101 238 2,930 SH   SOLE   2,930 0 0
PINTEREST INC CL A 72352L106 104 1,400 SH   SOLE   1,400 0 0
PINTEREST INC CL A 72352L106 4,748 64,139 SH   OTR 1 0 64,139 0
PIONEER MUN HIGH INCOME ADVA COM 723762100 3,740 316,387 SH   OTR 1 0 316,387 0
PIONEER MUN HIGH INCOME ADVA COM 723762100 12,257 1,036,957 SH   SOLE   1,036,957 0 0
PIONEER MUN HIGH INCOME TR COM SHS 723763108 4,115 332,691 SH   OTR 1 0 332,691 0
PIONEER MUN HIGH INCOME TR COM SHS 723763108 5,966 482,304 SH   SOLE   482,304 0 0
PIONEER NAT RES CO COM 723787107 4,824 30,373 SH   OTR 1 0 30,373 0
PIONEER NAT RES CO COM 723787107 697 4,387 SH   SOLE   4,387 0 0
PIPER SANDLER COMPANIES COM 724078100 746 6,800 SH   OTR 1 0 6,800 0
PIPER SANDLER COMPANIES COM 724078100 307 2,800 SH   SOLE   2,800 0 0
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PLANTRONICS INC NEW COM 727493108 327 8,400 SH   SOLE   8,400 0 0
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PLEXUS CORP COM 729132100 141 1,533 SH   SOLE   1,533 0 0
PLEXUS CORP COM 729132100 331 3,600 SH   OTR 1 0 3,600 0
PLUG POWER INC COM NEW 72919P202 1,086 30,294 SH   SOLE   30,294 0 0
PLUG POWER INC COM NEW 72919P202 2,487 69,400 SH   OTR 1 0 69,400 0
PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 148 150,000 PRN   SOLE   150,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 11,309 64,473 SH   OTR 1 0 64,473 0
PNC FINL SVCS GROUP INC COM 693475105 1,598 9,109 SH   SOLE   9,109 0 0
POLARIS INC COM 731068102 4,671 34,991 SH   OTR 1 0 34,991 0
POLARIS INC COM 731068102 201 1,506 SH   SOLE   1,506 0 0
POOL CORP COM 73278L105 2,005 5,808 SH   OTR 1 0 5,808 0
POOL CORP COM 73278L105 297 859 SH   SOLE   859 0 0
POPULAR INC COM NEW 733174700 649 9,230 SH   OTR 1 0 9,230 0
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PORTLAND GEN ELEC CO COM NEW 736508847 161 3,400 SH   OTR 1 0 3,400 0
PORTLAND GEN ELEC CO COM NEW 736508847 63 1,333 SH   SOLE   1,333 0 0
POTLATCHDELTIC CORPORATION COM 737630103 1,365 25,800 SH   OTR 1 0 25,800 0
POTLATCHDELTIC CORPORATION COM 737630103 566 10,700 SH   SOLE   10,700 0 0
POWELL INDS INC COM 739128106 393 11,600 SH   OTR 1 0 11,600 0
POWELL INDS INC COM 739128106 156 4,600 SH   SOLE   4,600 0 0
POWER INTEGRATIONS INC COM 739276103 807 9,900 SH   SOLE   9,900 0 0
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PPD INC COM 69355F102 9,226 243,806 SH   OTR 1 0 243,806 0
PPD INC COM 69355F102 180 4,747 SH   SOLE   4,747 0 0
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PPL CORP COM 69351T106 9,576 332,049 SH   OTR 1 0 332,049 0
PRA HEALTH SCIENCES INC COM 69354M108 13,711 89,419 SH   OTR 1 0 89,419 0
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PRICE T ROWE GROUP INC COM 74144T108 10,506 61,222 SH   OTR 1 0 61,222 0
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PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 3,451 2,938,000 PRN   SOLE   2,938,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 38,566 32,836,000 PRN   OTR 1 0 32,836,000 0
PRIMO WATER CORPORATION COM 74167P108 574 35,300 SH   SOLE   35,300 0 0
PRIMO WATER CORPORATION COM 74167P108 1,382 85,000 SH   OTR 1 0 85,000 0
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PROCTER AND GAMBLE CO COM 742718109 7,289 53,822 SH   SOLE   53,822 0 0
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PROG HOLDINGS INC COM NPV 74319R101 532 12,300 SH   OTR 1 0 12,300 0
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PROGRESS SOFTWARE CORP COM 743312100 752 17,066 SH   SOLE   17,066 0 0
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PROGRESSIVE CORP COM 743315103 8,699 90,980 SH   OTR 1 0 90,980 0
PROGRESSIVE CORP COM 743315103 1,206 12,615 SH   SOLE   12,615 0 0
PROLOGIS INC. COM 74340W103 13,389 126,310 SH   OTR 1 0 126,310 0
PROLOGIS INC. COM 74340W103 1,822 17,188 SH   SOLE   17,188 0 0
PROLOGIS INC. COM 74340W103 56 531 SH   OTR 5 0 531 0
PROOFPOINT INC COM 743424103 4,602 36,584 SH   OTR 1 0 36,584 0
PROOFPOINT INC COM 743424103 88 700 SH   SOLE   700 0 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 188 175,000 PRN   SOLE   175,000 0 0
PROPETRO HLDG CORP COM 74347M108 632 59,300 SH   SOLE   59,300 0 0
PROPETRO HLDG CORP COM 74347M108 1,520 142,600 SH   OTR 1 0 142,600 0
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PS BUSINESS PKS INC CALIF COM 69360J107 1,314 8,500 SH   OTR 1 0 8,500 0
PS BUSINESS PKS INC CALIF COM 69360J107 541 3,500 SH   SOLE   3,500 0 0
PTC INC COM 69370C100 55 400 SH   SOLE   400 0 0
PTC INC COM 69370C100 1,898 13,785 SH   OTR 1 0 13,785 0
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PTC THERAPEUTICS INC COM 69366J200 810 17,100 SH   OTR 1 0 17,100 0
PUBLIC STORAGE COM 74460D109 52 212 SH   OTR 5 0 212 0
PUBLIC STORAGE COM 74460D109 943 3,821 SH   SOLE   3,821 0 0
PUBLIC STORAGE COM 74460D109 6,987 28,314 SH   OTR 1 0 28,314 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 647 10,741 SH   SOLE   10,741 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4,574 75,970 SH   OTR 1 0 75,970 0
PULTE GROUP INC COM 745867101 326 6,221 SH   SOLE   6,221 0 0
PULTE GROUP INC COM 745867101 7,717 147,158 SH   OTR 1 0 147,158 0
PURE CYCLE CORP COM NEW 746228303 189 14,100 SH   OTR 1 0 14,100 0
PURE CYCLE CORP COM NEW 746228303 82 6,100 SH   SOLE   6,100 0 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 3,425 255,603 SH   SOLE   255,603 0 0
PVH CORPORATION COM 693656100 322 3,049 SH   SOLE   3,049 0 0
PVH CORPORATION COM 693656100 7,845 74,221 SH   OTR 1 0 74,221 0
Q2 HLDGS INC COM 74736L109 251 2,500 SH   SOLE   2,500 0 0
Q2 HLDGS INC COM 74736L109 601 6,000 SH   OTR 1 0 6,000 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 124 70,000 PRN   SOLE   70,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 9,412 7,195,000 PRN   OTR 1 0 7,195,000 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 997 762,000 PRN   SOLE   762,000 0 0
QCR HOLDINGS INC COM 74727A104 364 7,700 SH   OTR 1 0 7,700 0
QCR HOLDINGS INC COM 74727A104 151 3,200 SH   SOLE   3,200 0 0
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QORVO INC COM 74736K101 644 3,525 SH   SOLE   3,525 0 0
QUALCOMM INC COM 747525103 36,073 272,061 SH   OTR 1 0 272,061 0
QUALCOMM INC COM 747525103 3,555 26,815 SH   SOLE   26,815 0 0
QUANTA SVCS INC COM 74762E102 438 4,976 SH   SOLE   4,976 0 0
QUANTA SVCS INC COM 74762E102 13,646 155,109 SH   OTR 1 0 155,109 0
QUEST DIAGNOSTICS INC COM 74834L100 388 3,022 SH   SOLE   3,022 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,472 19,258 SH   OTR 1 0 19,258 0
QUOTIENT TECHNOLOGY INC COM 749119103 139 8,500 SH   SOLE   8,500 0 0
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QURATE RETAIL INC COM SER A 74915M100 7,355 625,390 SH   OTR 1 0 625,390 0
RADIAN GROUP INC COM 750236101 244 10,500 SH   SOLE   10,500 0 0
RADIAN GROUP INC COM 750236101 588 25,300 SH   OTR 1 0 25,300 0
RALPH LAUREN CORP CL A 751212101 112 912 SH   SOLE   912 0 0
RALPH LAUREN CORP CL A 751212101 857 6,961 SH   OTR 1 0 6,961 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 775 648,000 PRN   SOLE   648,000 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 19,796 16,548,000 PRN   OTR 1 0 16,548,000 0
RAPID7 INC COM 753422104 90 1,200 SH   SOLE   1,200 0 0
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RAYMOND JAMES FINL INC COM 754730109 577 4,709 SH   SOLE   4,709 0 0
RAYMOND JAMES FINL INC COM 754730109 13,421 109,506 SH   OTR 1 0 109,506 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 2,529 32,734 SH   SOLE   32,734 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 17,991 232,838 SH   OTR 1 0 232,838 0
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RCI HOSPITALITY HLDGS INC COM 74934Q108 203 3,200 SH   OTR 1 0 3,200 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 83 1,300 SH   SOLE   1,300 0 0
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REALPAGE INC NOTE 1.500%11/1 75606NAB5 156 75,000 PRN   SOLE   75,000 0 0
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RECRO PHARMA INC COM 75629F109 66 23,600 SH   OTR 1 0 23,600 0
RECRO PHARMA INC COM 75629F109 27 9,800 SH   SOLE   9,800 0 0
RED ROCK RESORTS INC CL A 75700L108 332 10,200 SH   OTR 1 0 10,200 0
RED ROCK RESORTS INC CL A 75700L108 137 4,200 SH   SOLE   4,200 0 0
REDFIN CORP COM 75737F108 393 5,900 SH   SOLE   5,900 0 0
REDFIN CORP COM 75737F108 952 14,300 SH   OTR 1 0 14,300 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 80 80,000 PRN   SOLE   80,000 0 0
REGAL BELOIT CORP COM 758750103 7,380 51,724 SH   OTR 1 0 51,724 0
REGAL BELOIT CORP COM 758750103 197 1,378 SH   SOLE   1,378 0 0
REGENCY CTRS CORP COM 758849103 11 200 SH   OTR 5 0 200 0
REGENCY CTRS CORP COM 758849103 2,529 44,600 SH   OTR 1 0 44,600 0
REGENCY CTRS CORP COM 758849103 220 3,883 SH   SOLE   3,883 0 0
REGENERON PHARMACEUTICALS COM 75886F107 11,797 24,933 SH   OTR 1 0 24,933 0
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REGENXBIO INC COM 75901B107 421 12,357 SH   SOLE   12,357 0 0
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REGIONS FINANCIAL CORP NEW COM 7591EP100 2,864 138,622 SH   OTR 1 0 138,622 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 451 21,847 SH   SOLE   21,847 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 200 1,313 SH   SOLE   1,313 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 6,942 45,581 SH   OTR 1 0 45,581 0
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RENT A CTR INC NEW COM 76009N100 1,961 34,005 SH   OTR 1 0 34,005 0
RENT A CTR INC NEW COM 76009N100 813 14,100 SH   SOLE   14,100 0 0
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REPUBLIC SVCS INC COM 760759100 425 4,275 SH   SOLE   4,275 0 0
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RESIDEO TECHNOLOGIES INC COM 76118Y104 322 11,400 SH   OTR 1 0 11,400 0
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RESMED INC COM 761152107 615 3,170 SH   SOLE   3,170 0 0
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RH COM 74967X103 716 1,200 SH   SOLE   1,200 0 0
RH COM 74967X103 1,670 2,800 SH   OTR 1 0 2,800 0
RH NOTE 9/1 74967XAD5 339 120,000 PRN   SOLE   120,000 0 0
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RINGCENTRAL INC CL A 76680R206 2,145 7,202 SH   OTR 1 0 7,202 0
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RINGCENTRAL INC NOTE 3/0 76680RAF4 4,357 3,959,000 PRN   SOLE   3,959,000 0 0
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RLJ LODGING TR COM 74965L101 281 18,133 SH   OTR 1 0 18,133 0
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RMR GROUP INC CL A 74967R106 192 4,700 SH   SOLE   4,700 0 0
RMR GROUP INC CL A 74967R106 465 11,400 SH   OTR 1 0 11,400 0
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SELECT ENERGY SVCS INC CL A COM 81617J301 57 11,500 SH   OTR 1 0 11,500 0
SELECT ENERGY SVCS INC CL A COM 81617J301 24 4,800 SH   SOLE   4,800 0 0
SELECT MED HLDGS CORP COM 81619Q105 2,612 76,600 SH   OTR 1 0 76,600 0
SELECT MED HLDGS CORP COM 81619Q105 1,084 31,800 SH   SOLE   31,800 0 0
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SHERWIN WILLIAMS CO COM 824348106 1,283 1,738 SH   SOLE   1,738 0 0
SHOCKWAVE MED INC COM 82489T104 104 800 SH   SOLE   800 0 0
SHOCKWAVE MED INC COM 82489T104 261 2,000 SH   OTR 1 0 2,000 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 2,157 1,884,000 PRN   SOLE   1,884,000 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 35,394 30,912,000 PRN   OTR 1 0 30,912,000 0
SHUTTERSTOCK INC COM 825690100 499 5,600 SH   OTR 1 0 5,600 0
SHUTTERSTOCK INC COM 825690100 205 2,300 SH   SOLE   2,300 0 0
SIERRA BANCORP COM 82620P102 225 8,400 SH   OTR 1 0 8,400 0
SIERRA BANCORP COM 82620P102 99 3,700 SH   SOLE   3,700 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 192 847 SH   SOLE   847 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 5,855 25,896 SH   OTR 1 0 25,896 0
SILICON LABORATORIES INC COM 826919102 235 1,666 SH   SOLE   1,666 0 0
SILICON LABORATORIES INC COM 826919102 2 12 SH   DFND 1 0 12 0
SILICON LABORATORIES INC COM 826919102 574 4,066 SH   OTR 1 0 4,066 0
SILVERGATE CAP CORP CL A 82837P408 327 2,300 SH   OTR 1 0 2,300 0
SILVERGATE CAP CORP CL A 82837P408 142 1,000 SH   SOLE   1,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 818 7,187 SH   SOLE   7,187 0 0
SIMON PPTY GROUP INC NEW COM 828806109 10,607 93,231 SH   OTR 1 0 93,231 0
SIMON PPTY GROUP INC NEW COM 828806109 57 500 SH   OTR 5 0 500 0
SIMPSON MFG INC COM 829073105 674 6,500 SH   SOLE   6,500 0 0
SIMPSON MFG INC COM 829073105 1,618 15,600 SH   OTR 1 0 15,600 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 73 2,500 SH   SOLE   2,500 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 173 5,900 SH   OTR 1 0 5,900 0
SITE CTRS CORP COM 82981J109 123 9,066 SH   OTR 1 0 9,066 0
SITE CTRS CORP COM 82981J109 50 3,666 SH   SOLE   3,666 0 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 854 5,000 SH   OTR 1 0 5,000 0
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 359 2,100 SH   SOLE   2,100 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 663 3,615 SH   SOLE   3,615 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 4,791 26,113 SH   OTR 1 0 26,113 0
SL GREEN RLTY CORP COM 78440X804 681 9,735 SH   OTR 1 0 9,735 0
SL GREEN RLTY CORP COM 78440X804 0 0 SH   SOLE   0 0 0
SLEEP NUMBER CORP COM 83125X103 1,191 8,300 SH   OTR 1 0 8,300 0
SLEEP NUMBER CORP COM 83125X103 502 3,500 SH   SOLE   3,500 0 0
SLM CORP COM 78442P106 12,803 712,455 SH   OTR 1 0 712,455 0
SLM CORP COM 78442P106 205 11,391 SH   SOLE   11,391 0 0
SM ENERGY CO COM 78454L100 139 8,500 SH   SOLE   8,500 0 0
SM ENERGY CO COM 78454L100 334 20,400 SH   OTR 1 0 20,400 0
SMARTFINANCIAL INC COM NEW 83190L208 113 5,201 SH   SOLE   5,201 0 0
SMARTFINANCIAL INC COM NEW 83190L208 273 12,600 SH   OTR 1 0 12,600 0
SMITH & WESSON BRANDS INC COM 831754106 555 31,800 SH   OTR 1 0 31,800 0
SMITH & WESSON BRANDS INC COM 831754106 230 13,200 SH   SOLE   13,200 0 0
SMITH A O CORP COM 831865209 1,321 19,543 SH   OTR 1 0 19,543 0
SMITH A O CORP COM 831865209 227 3,357 SH   SOLE   3,357 0 0
SMUCKER J M CO COM NEW 832696405 313 2,471 SH   SOLE   2,471 0 0
SMUCKER J M CO COM NEW 832696405 2,001 15,813 SH   OTR 1 0 15,813 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 38,843 16,446,000 PRN   OTR 1 0 16,446,000 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 3,382 1,432,000 PRN   SOLE   1,432,000 0 0
SNAP ON INC COM 833034101 1,805 7,821 SH   OTR 1 0 7,821 0
SNAP ON INC COM 833034101 305 1,324 SH   SOLE   1,324 0 0
SONOS INC COM 83570H108 386 10,300 SH   SOLE   10,300 0 0
SONOS INC COM 83570H108 929 24,800 SH   OTR 1 0 24,800 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 404 48,800 SH   OTR 1 0 48,800 0
SORRENTO THERAPEUTICS INC COM NEW 83587F202 168 20,300 SH   SOLE   20,300 0 0
SOUTH PLAINS FINANCIAL INC COM 83946P107 73 3,200 SH   SOLE   3,200 0 0
SOUTH PLAINS FINANCIAL INC COM 83946P107 175 7,700 SH   OTR 1 0 7,700 0
SOUTH ST CORP COM 840441109 526 6,700 SH   OTR 1 0 6,700 0
SOUTH ST CORP COM 840441109 220 2,800 SH   SOLE   2,800 0 0
SOUTHERN CO COM 842587107 12,633 203,228 SH   OTR 1 0 203,228 0
SOUTHERN CO COM 842587107 1,396 22,459 SH   SOLE   22,459 0 0
SOUTHERN COPPER CORP COM 84265V105 0 0 SH   SOLE   0 0 0
SOUTHERN COPPER CORP COM 84265V105 632 9,311 SH   OTR 1 0 9,311 0
SOUTHWEST AIRLS CO COM 844741108 681 11,158 SH   SOLE   11,158 0 0
SOUTHWEST AIRLS CO COM 844741108 5,750 94,172 SH   OTR 1 0 94,172 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 7,025 4,080,000 PRN   SOLE   4,080,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 148 86,000 PRN   OTR 4 0 86,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 10,844 6,316,000 PRN   DFND 1 0 6,316,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 91,240 52,989,000 PRN   OTR 1 0 52,989,000 0
SOUTHWEST GAS HLDGS INC COM 844895102 763 11,100 SH   SOLE   11,100 0 0
SOUTHWEST GAS HLDGS INC COM 844895102 1,828 26,600 SH   OTR 1 0 26,600 0
SOUTHWESTERN ENERGY CO COM 845467109 783 168,400 SH   OTR 1 0 168,400 0
SOUTHWESTERN ENERGY CO COM 845467109 326 70,000 SH   SOLE   70,000 0 0
SPARTANNASH CO COM 847215100 101 5,133 SH   SOLE   5,133 0 0
SPARTANNASH CO COM 847215100 254 12,933 SH   OTR 1 0 12,933 0
SPDR GOLD TR GOLD SHS 78463V107 0 0 SH   SOLE   0 0 0
SPDR GOLD TR GOLD SHS 78463V107 25,247 157,836 SH   OTR 1 0 157,836 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 714,725 1,803,358 SH   OTR 3 0 1,803,358 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 40,855 103,084 SH   OTR 1 0 103,084 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,276 15,836 SH   SOLE   15,836 0 0
SPIRIT AIRLS INC COM 848577102 86 2,333 SH   SOLE   2,333 0 0
SPIRIT AIRLS INC COM 848577102 214 5,800 SH   OTR 1 0 5,800 0
SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 214 210,000 PRN   SOLE   210,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 30,081 26,214,000 PRN   OTR 1 0 26,214,000 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 2,238 1,950,000 PRN   SOLE   1,950,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 6,092 5,171,000 PRN   DFND 1 0 5,171,000 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 86 73,000 PRN   OTR 4 0 73,000 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 297 17,200 SH   SOLE   17,200 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 712 41,300 SH   OTR 1 0 41,300 0
SPS COMM INC COM 78463M107 1,817 18,300 SH   OTR 1 0 18,300 0
SPS COMM INC COM 78463M107 751 7,564 SH   SOLE   7,564 0 0
SPX CORP COM 784635104 758 13,000 SH   OTR 1 0 13,000 0
SPX CORP COM 784635104 315 5,400 SH   SOLE   5,400 0 0
SQUARE INC CL A 852234103 309 1,363 SH   SOLE   1,363 0 0
SQUARE INC CL A 852234103 347 1,530 SH   OTR 1 0 1,530 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 247 25,000 PRN   SOLE   25,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 9,740 3,338,000 PRN   DFND 1 0 3,338,000 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 146 50,000 PRN   OTR 4 0 50,000 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 2,136 731,000 PRN   SOLE   731,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 14,168 4,849,000 PRN   OTR 1 0 4,849,000 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 63 900 SH   SOLE   900 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 6,127 87,687 SH   OTR 1 0 87,687 0
STAAR SURGICAL CO COM PAR $0.01 852312305 369 3,500 SH   OTR 1 0 3,500 0
STAAR SURGICAL CO COM PAR $0.01 852312305 158 1,500 SH   SOLE   1,500 0 0
STAG INDL INC COM 85254J102 84 2,500 SH   SOLE   2,500 0 0
STAG INDL INC COM 85254J102 202 6,000 SH   OTR 1 0 6,000 0
STAMPS COM INC COM NEW 852857200 738 3,700 SH   SOLE   3,700 0 0
STAMPS COM INC COM NEW 852857200 1,756 8,800 SH   OTR 1 0 8,800 0
STANDARD MTR PRODS INC COM 853666105 295 7,100 SH   SOLE   7,100 0 0
STANDARD MTR PRODS INC COM 853666105 711 17,100 SH   OTR 1 0 17,100 0
STANDEX INTL CORP COM 854231107 650 6,800 SH   OTR 1 0 6,800 0
STANDEX INTL CORP COM 854231107 268 2,800 SH   SOLE   2,800 0 0
STANLEY BLACK & DECKER INC COM 854502101 707 3,539 SH   SOLE   3,539 0 0
STANLEY BLACK & DECKER INC COM 854502101 5,610 28,096 SH   OTR 1 0 28,096 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 41,239 346,400 SH   OTR 1 0 346,400 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 3,214 27,000 SH   SOLE   27,000 0 0
STARBUCKS CORP COM 855244109 19,469 178,176 SH   OTR 1 0 178,176 0
STARBUCKS CORP COM 855244109 2,839 25,979 SH   SOLE   25,979 0 0
STATE STR CORP COM 857477103 894 10,639 SH   SOLE   10,639 0 0
STATE STR CORP COM 857477103 14,965 178,130 SH   OTR 1 0 178,130 0
STEPAN CO COM 858586100 1,513 11,900 SH   OTR 1 0 11,900 0
STEPAN CO COM 858586100 623 4,900 SH   SOLE   4,900 0 0
STERLING CONSTR INC COM 859241101 104 4,500 SH   SOLE   4,500 0 0
STERLING CONSTR INC COM 859241101 251 10,800 SH   OTR 1 0 10,800 0
STEWART INFORMATION SVCS COR COM 860372101 1,566 30,100 SH   OTR 1 0 30,100 0
STEWART INFORMATION SVCS COR COM 860372101 651 12,518 SH   SOLE   12,518 0 0
STIFEL FINL CORP COM 860630102 2,329 36,350 SH   OTR 1 0 36,350 0
STIFEL FINL CORP COM 860630102 971 15,150 SH   SOLE   15,150 0 0
STITCH FIX INC COM CL A 860897107 347 7,000 SH   OTR 1 0 7,000 0
STITCH FIX INC COM CL A 860897107 144 2,900 SH   SOLE   2,900 0 0
STONEX GROUP INC COM 861896108 510 7,800 SH   SOLE   7,800 0 0
STONEX GROUP INC COM 861896108 1,229 18,800 SH   OTR 1 0 18,800 0
STORE CAP CORP COM 862121100 393 11,742 SH   OTR 1 0 11,742 0
STORE CAP CORP COM 862121100 0 0 SH   SOLE   0 0 0
STRYKER CORPORATION COM 863667101 12,233 50,221 SH   OTR 1 0 50,221 0
STRYKER CORPORATION COM 863667101 1,727 7,091 SH   SOLE   7,091 0 0
SUMMIT HOTEL PPTYS INC NOTE 1.500% 2/1 866082AA8 1,129 1,020,000 PRN   SOLE   1,020,000 0 0
SUMMIT HOTEL PPTYS INC NOTE 1.500% 2/1 866082AA8 15,474 13,980,000 PRN   OTR 1 0 13,980,000 0
SUN CMNTYS INC COM 866674104 30 200 SH   SOLE   200 0 0
SUN CMNTYS INC COM 866674104 607 4,045 SH   OTR 1 0 4,045 0
SUNCOKE ENERGY INC COM 86722A103 1,052 150,000 SH   OTR 1 0 150,000 0
SUNCOKE ENERGY INC COM 86722A103 437 62,400 SH   SOLE   62,400 0 0
SUNNOVA ENERGY INTL INC. COM 86745K104 571 14,000 SH   SOLE   14,000 0 0
SUNNOVA ENERGY INTL INC. COM 86745K104 1,376 33,700 SH   OTR 1 0 33,700 0
SUNPOWER CORP COM 867652406 458 13,700 SH   OTR 1 0 13,700 0
SUNPOWER CORP COM 867652406 191 5,700 SH   SOLE   5,700 0 0
SUNRUN INC COM 86771W105 1,645 27,200 SH   OTR 1 0 27,200 0
SUNRUN INC COM 86771W105 683 11,300 SH   SOLE   11,300 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 208 16,666 SH   OTR 1 0 16,666 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 86 6,866 SH   SOLE   6,866 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 725 27,700 SH   OTR 1 0 27,700 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 301 11,500 SH   SOLE   11,500 0 0
SURMODICS INC COM 868873100 118 2,100 SH   SOLE   2,100 0 0
SURMODICS INC COM 868873100 286 5,100 SH   OTR 1 0 5,100 0
SVB FINANCIAL GROUP COM 78486Q101 11,501 23,298 SH   OTR 1 0 23,298 0
SVB FINANCIAL GROUP COM 78486Q101 769 1,557 SH   SOLE   1,557 0 0
SVMK INC COM 78489X103 95 5,200 SH   SOLE   5,200 0 0
SVMK INC COM 78489X103 227 12,400 SH   OTR 1 0 12,400 0
SYKES ENTERPRISES INC COM 871237103 1,750 39,700 SH   OTR 1 0 39,700 0
SYKES ENTERPRISES INC COM 871237103 727 16,500 SH   SOLE   16,500 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 212 115,000 PRN   SOLE   115,000 0 0
SYNCHRONY FINANCIAL COM 87165B103 7,102 174,661 SH   OTR 1 0 174,661 0
SYNCHRONY FINANCIAL COM 87165B103 511 12,559 SH   SOLE   12,559 0 0
SYNEOS HEALTH INC CL A 87166B102 76 1,000 SH   SOLE   1,000 0 0
SYNEOS HEALTH INC CL A 87166B102 4,507 59,421 SH   OTR 1 0 59,421 0
SYNNEX CORP COM 87162W100 184 1,600 SH   SOLE   1,600 0 0
SYNNEX CORP COM 87162W100 5,818 50,662 SH   OTR 1 0 50,662 0
SYNOPSYS INC COM 871607107 787 3,178 SH   SOLE   3,178 0 0
SYNOPSYS INC COM 871607107 13,164 53,126 SH   OTR 1 0 53,126 0
SYNOVUS FINL CORP COM NEW 87161C501 189 4,127 SH   SOLE   4,127 0 0
SYNOVUS FINL CORP COM NEW 87161C501 7,428 162,355 SH   OTR 1 0 162,355 0
SYSCO CORP COM 871829107 1,124 14,279 SH   SOLE   14,279 0 0
SYSCO CORP COM 871829107 15,209 193,156 SH   OTR 1 0 193,156 0
SYSTEMAX INC COM 871851101 251 6,100 SH   OTR 1 0 6,100 0
SYSTEMAX INC COM 871851101 103 2,500 SH   SOLE   2,500 0 0
TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 76 75,000 PRN   SOLE   75,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 36,851 311,554 SH   OTR 1 0 311,554 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 25,275 213,685 SH   SOLE   213,685 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 466 2,636 SH   SOLE   2,636 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 15,898 89,973 SH   OTR 1 0 89,973 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 474 8,800 SH   OTR 1 0 8,800 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 92 1,700 SH   SOLE   1,700 0 0
TALOS ENERGY INC COM 87484T108 33,755 2,803,590 SH   OTR 1 0 2,803,590 0
TALOS ENERGY INC COM 87484T108 7,267 603,577 SH   SOLE   603,577 0 0
TAPESTRY INC COM 876030107 6,434 156,136 SH   OTR 1 0 156,136 0
TAPESTRY INC COM 876030107 408 9,905 SH   SOLE   9,905 0 0
TARGA RES CORP COM 87612G101 3 100 SH   SOLE   100 0 0
TARGA RES CORP COM 87612G101 3,784 119,187 SH   OTR 1 0 119,187 0
TARGET CORP COM 87612E106 21,992 111,032 SH   OTR 1 0 111,032 0
TARGET CORP COM 87612E106 2,466 12,452 SH   SOLE   12,452 0 0
TEGNA INC COM 87901J105 2,124 112,800 SH   OTR 1 0 112,800 0
TEGNA INC COM 87901J105 883 46,900 SH   SOLE   46,900 0 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 147 43,000 PRN   OTR 4 0 43,000 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 89 26,000 PRN   SOLE   26,000 0 0
TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 10,416 3,054,000 PRN   DFND 1 0 3,054,000 0
TELEDYNE TECHNOLOGIES INC COM 879360105 331 801 SH   SOLE   801 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,210 5,342 SH   OTR 1 0 5,342 0
TELEFLEX INCORPORATED COM 879369106 8,649 20,819 SH   OTR 1 0 20,819 0
TELEFLEX INCORPORATED COM 879369106 450 1,082 SH   SOLE   1,082 0 0
TENABLE HLDGS INC COM 88025T102 326 9,000 SH   OTR 1 0 9,000 0
TENABLE HLDGS INC COM 88025T102 134 3,700 SH   SOLE   3,700 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 3,495 67,212 SH   OTR 1 0 67,212 0
TENET HEALTHCARE CORP COM NEW 88033G407 915 17,600 SH   SOLE   17,600 0 0
TENNANT CO COM 880345103 595 7,442 SH   SOLE   7,442 0 0
TENNANT CO COM 880345103 1,423 17,818 SH   OTR 1 0 17,818 0
TENNECO INC CL A VTG COM STK 880349105 609 56,800 SH   OTR 1 0 56,800 0
TENNECO INC CL A VTG COM STK 880349105 253 23,600 SH   SOLE   23,600 0 0
TERADATA CORP DEL COM 88076W103 40 1,050 SH   SOLE   1,050 0 0
TERADATA CORP DEL COM 88076W103 3,868 100,375 SH   OTR 1 0 100,375 0
TERADYNE INC COM 880770102 2,927 24,054 SH   OTR 1 0 24,054 0
TERADYNE INC COM 880770102 395 3,248 SH   SOLE   3,248 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 558 145,000 PRN   SOLE   145,000 0 0
TEREX CORP NEW COM 880779103 161 3,500 SH   SOLE   3,500 0 0
TEREX CORP NEW COM 880779103 382 8,300 SH   OTR 1 0 8,300 0
TERMINIX GLOBAL HOLDINGS INC COM 88087E100 1,764 37,000 SH   OTR 1 0 37,000 0
TERMINIX GLOBAL HOLDINGS INC COM 88087E100 0 0 SH   SOLE   0 0 0
TERRENO RLTY CORP COM 88146M101 202 3,500 SH   SOLE   3,500 0 0
TERRENO RLTY CORP COM 88146M101 491 8,500 SH   OTR 1 0 8,500 0
TESLA INC COM 88160R101 11,611 17,383 SH   SOLE   17,383 0 0
TESLA INC COM 88160R101 104,762 156,846 SH   OTR 1 0 156,846 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 1,515 141,000 PRN   SOLE   141,000 0 0
TETRA TECH INC NEW COM 88162G103 679 5,000 SH   OTR 1 0 5,000 0
TETRA TECH INC NEW COM 88162G103 285 2,100 SH   SOLE   2,100 0 0
TEXAS INSTRS INC COM 882508104 3,739 19,783 SH   SOLE   19,783 0 0
TEXAS INSTRS INC COM 882508104 26,200 138,633 SH   OTR 1 0 138,633 0
TEXAS ROADHOUSE INC COM 882681109 1,852 19,300 SH   OTR 1 0 19,300 0
TEXAS ROADHOUSE INC COM 882681109 768 8,000 SH   SOLE   8,000 0 0
TEXTRON INC COM 883203101 5,590 99,681 SH   OTR 1 0 99,681 0
TEXTRON INC COM 883203101 308 5,487 SH   SOLE   5,487 0 0
TG THERAPEUTICS INC COM 88322Q108 569 11,800 SH   SOLE   11,800 0 0
TG THERAPEUTICS INC COM 88322Q108 1,369 28,400 SH   OTR 1 0 28,400 0
THE AARONS COMPANY INC COM 00258W108 342 13,300 SH   OTR 1 0 13,300 0
THE AARONS COMPANY INC COM 00258W108 141 5,500 SH   SOLE   5,500 0 0
THE ODP CORP COM 88337F105 749 17,302 SH   SOLE   17,302 0 0
THE ODP CORP COM 88337F105 1,802 41,633 SH   OTR 1 0 41,633 0
THERMO FISHER SCIENTIFIC INC COM 883556102 4,074 8,926 SH   SOLE   8,926 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 29,252 64,095 SH   OTR 1 0 64,095 0
TIMKEN CO COM 887389104 567 6,985 SH   OTR 1 0 6,985 0
TIMKEN CO COM 887389104 12 143 SH   SOLE   143 0 0
TJX COS INC NEW COM 872540109 1,718 25,978 SH   SOLE   25,978 0 0
TJX COS INC NEW COM 872540109 16,143 244,033 SH   OTR 1 0 244,033 0
T-MOBILE US INC COM 872590104 12,874 102,751 SH   OTR 1 0 102,751 0
T-MOBILE US INC COM 872590104 1,533 12,233 SH   SOLE   12,233 0 0
TOPBUILD CORP COM 89055F103 195 933 SH   OTR 1 0 933 0
TOPBUILD CORP COM 89055F103 84 400 SH   SOLE   400 0 0
TORO CO COM 891092108 0 0 SH   SOLE   0 0 0
TORO CO COM 891092108 501 4,853 SH   OTR 1 0 4,853 0
TRACTOR SUPPLY CO COM 892356106 478 2,698 SH   SOLE   2,698 0 0
TRACTOR SUPPLY CO COM 892356106 6,001 33,889 SH   OTR 1 0 33,889 0
TRANSDIGM GROUP INC COM 893641100 667 1,134 SH   SOLE   1,134 0 0
TRANSDIGM GROUP INC COM 893641100 6,034 10,263 SH   OTR 1 0 10,263 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 102 135,000 PRN   SOLE   135,000 0 0
TRAVEL PLUS LEISURE CO COM 894164102 9,144 149,510 SH   OTR 1 0 149,510 0
TRAVEL PLUS LEISURE CO COM 894164102 0 0 SH   SOLE   0 0 0
TRAVELERS COMPANIES INC COM 89417E109 792 5,263 SH   SOLE   5,263 0 0
TRAVELERS COMPANIES INC COM 89417E109 6,041 40,168 SH   OTR 1 0 40,168 0
TRAVERE THERAPEUTICS INC COM 89422G107 308 12,327 SH   SOLE   12,327 0 0
TRAVERE THERAPEUTICS INC COM 89422G107 739 29,600 SH   OTR 1 0 29,600 0
TRI POINTE HOMES INC COM 87265H109 772 37,900 SH   OTR 1 0 37,900 0
TRI POINTE HOMES INC COM 87265H109 322 15,800 SH   SOLE   15,800 0 0
TRIBUNE PUBG CO NEW COM 89609W107 281 15,600 SH   OTR 1 0 15,600 0
TRIBUNE PUBG CO NEW COM 89609W107 117 6,500 SH   SOLE   6,500 0 0
TRIMBLE INC COM 896239100 439 5,640 SH   SOLE   5,640 0 0
TRIMBLE INC COM 896239100 2,817 36,215 SH   OTR 1 0 36,215 0
TRINET GROUP INC COM 896288107 452 5,800 SH   SOLE   5,800 0 0
TRINET GROUP INC COM 896288107 1,084 13,900 SH   OTR 1 0 13,900 0
TRIP COM GROUP LTD ADS 89677Q107 444 11,200 SH   OTR 1 0 11,200 0
TRIP COM GROUP LTD ADS 89677Q107 59 1,500 SH   SOLE   1,500 0 0
TRIPLE-S MGMT CORP CL B 896749108 263 10,100 SH   SOLE   10,100 0 0
TRIPLE-S MGMT CORP CL B 896749108 630 24,200 SH   OTR 1 0 24,200 0
TRUEBLUE INC COM 89785X101 537 24,400 SH   SOLE   24,400 0 0
TRUEBLUE INC COM 89785X101 1,290 58,600 SH   OTR 1 0 58,600 0
TRUIST FINL CORP COM 89832Q109 1,712 29,347 SH   SOLE   29,347 0 0
TRUIST FINL CORP COM 89832Q109 11,911 204,241 SH   OTR 1 0 204,241 0
TRUSTCO BK CORP N Y COM 898349105 74 10,066 SH   OTR 1 0 10,066 0
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TTEC HLDGS INC COM 89854H102 653 6,500 SH   OTR 1 0 6,500 0
TTEC HLDGS INC COM 89854H102 271 2,700 SH   SOLE   2,700 0 0
TUPPERWARE BRANDS CORP COM 899896104 190 7,200 SH   SOLE   7,200 0 0
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TURNING POINT THERAPEUTICS I COM 90041T108 1,003 10,600 SH   OTR 1 0 10,600 0
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TUTOR PERINI CORP COM 901109108 406 21,400 SH   OTR 1 0 21,400 0
TUTOR PERINI CORP COM 901109108 169 8,900 SH   SOLE   8,900 0 0
TWILIO INC CL A 90138F102 5,799 17,018 SH   OTR 1 0 17,018 0
TWILIO INC CL A 90138F102 159 466 SH   SOLE   466 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 32,118 6,687,000 PRN   OTR 1 0 6,687,000 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 3,040 633,000 PRN   SOLE   633,000 0 0
TWIST BIOSCIENCE CORP COM 90184D100 458 3,700 SH   SOLE   3,700 0 0
TWIST BIOSCIENCE CORP COM 90184D100 1,090 8,800 SH   OTR 1 0 8,800 0
TWITTER INC COM 90184L102 1,115 17,526 SH   SOLE   17,526 0 0
TWITTER INC COM 90184L102 9,246 145,311 SH   OTR 1 0 145,311 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 366 275,000 PRN   SOLE   275,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 265 255,000 PRN   SOLE   255,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 368 866 SH   SOLE   866 0 0
TYLER TECHNOLOGIES INC COM 902252105 2,486 5,855 SH   OTR 1 0 5,855 0
TYSON FOODS INC CL A 902494103 721 9,700 SH   SOLE   9,700 0 0
TYSON FOODS INC CL A 902494103 11,181 150,488 SH   OTR 1 0 150,488 0
UBER TECHNOLOGIES INC COM 90353T100 603 11,059 SH   OTR 1 0 11,059 0
UBER TECHNOLOGIES INC COM 90353T100 136 2,500 SH   SOLE   2,500 0 0
UDR INC COM 902653104 329 7,507 SH   SOLE   7,507 0 0
UDR INC COM 902653104 2,271 51,779 SH   OTR 1 0 51,779 0
UFP INDUSTRIES INC COM 90278Q108 1,138 15,000 SH   SOLE   15,000 0 0
UFP INDUSTRIES INC COM 90278Q108 2,738 36,100 SH   OTR 1 0 36,100 0
ULTA BEAUTY INC COM 90384S303 2,514 8,130 SH   OTR 1 0 8,130 0
ULTA BEAUTY INC COM 90384S303 391 1,264 SH   SOLE   1,264 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 1,948 33,567 SH   OTR 1 0 33,567 0
ULTRA CLEAN HLDGS INC COM 90385V107 813 14,000 SH   SOLE   14,000 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 694 6,091 SH   SOLE   6,091 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 1,667 14,644 SH   OTR 1 0 14,644 0
ULTRALIFE CORP COM 903899102 24 2,900 SH   SOLE   2,900 0 0
ULTRALIFE CORP COM 903899102 60 7,200 SH   OTR 1 0 7,200 0
UMB FINL CORP COM 902788108 1,514 16,400 SH   OTR 1 0 16,400 0
UMB FINL CORP COM 902788108 628 6,800 SH   SOLE   6,800 0 0
UMPQUA HLDGS CORP COM 904214103 123 7,000 SH   SOLE   7,000 0 0
UMPQUA HLDGS CORP COM 904214103 4,677 266,498 SH   OTR 1 0 266,498 0
UNDER ARMOUR INC CL A 904311107 603 27,217 SH   OTR 1 0 27,217 0
UNDER ARMOUR INC CL A 904311107 79 3,563 SH   SOLE   3,563 0 0
UNDER ARMOUR INC CL C 904311206 68 3,681 SH   SOLE   3,681 0 0
UNDER ARMOUR INC CL C 904311206 519 28,118 SH   OTR 1 0 28,118 0
UNION PAC CORP COM 907818108 3,472 15,752 SH   SOLE   15,752 0 0
UNION PAC CORP COM 907818108 22,513 102,143 SH   OTR 1 0 102,143 0
UNITED AIRLS HLDGS INC COM 910047109 346 6,015 SH   SOLE   6,015 0 0
UNITED AIRLS HLDGS INC COM 910047109 2,644 45,955 SH   OTR 1 0 45,955 0
UNITED BANKSHARES INC WEST V COM 909907107 320 8,300 SH   OTR 1 0 8,300 0
UNITED BANKSHARES INC WEST V COM 909907107 135 3,500 SH   SOLE   3,500 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 563 16,500 SH   OTR 1 0 16,500 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 235 6,900 SH   SOLE   6,900 0 0
UNITED NAT FOODS INC COM 911163103 161 4,900 SH   OTR 1 0 4,900 0
UNITED NAT FOODS INC COM 911163103 69 2,100 SH   SOLE   2,100 0 0
UNITED PARCEL SERVICE INC CL B 911312106 2,811 16,538 SH   SOLE   16,538 0 0
UNITED PARCEL SERVICE INC CL B 911312106 19,851 116,777 SH   OTR 1 0 116,777 0
UNITED RENTALS INC COM 911363109 515 1,564 SH   SOLE   1,564 0 0
UNITED RENTALS INC COM 911363109 10,493 31,863 SH   OTR 1 0 31,863 0
UNITED STATES STL CORP NEW COM 912909108 1,146 43,800 SH   OTR 1 0 43,800 0
UNITED STATES STL CORP NEW COM 912909108 476 18,200 SH   SOLE   18,200 0 0
UNITED STATES STL CORP NEW NOTE 5.000%11/0 912909AT5 118 54,000 PRN   SOLE   54,000 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 10 61 SH   SOLE   61 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 8,453 50,534 SH   OTR 1 0 50,534 0
UNITEDHEALTH GROUP INC COM 91324P102 7,611 20,455 SH   SOLE   20,455 0 0
UNITEDHEALTH GROUP INC COM 91324P102 65,028 174,773 SH   OTR 1 0 174,773 0
UNIVERSAL CORP VA COM 913456109 560 9,500 SH   OTR 1 0 9,500 0
UNIVERSAL CORP VA COM 913456109 234 3,967 SH   SOLE   3,967 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 10,551 79,096 SH   OTR 1 0 79,096 0
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UNIVERSAL INS HLDGS INC COM 91359V107 250 17,400 SH   OTR 1 0 17,400 0
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UNIVEST FINANCIAL CORPORATIO COM 915271100 91 3,200 SH   SOLE   3,200 0 0
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UNUM GROUP COM 91529Y106 10,553 379,185 SH   OTR 1 0 379,185 0
UNUM GROUP COM 91529Y106 298 10,692 SH   SOLE   10,692 0 0
UPWORK INC COM 91688F104 721 16,102 SH   SOLE   16,102 0 0
UPWORK INC COM 91688F104 1,734 38,736 SH   OTR 1 0 38,736 0
URBAN EDGE PPTYS COM 91704F104 65 3,933 SH   SOLE   3,933 0 0
URBAN EDGE PPTYS COM 91704F104 161 9,733 SH   OTR 1 0 9,733 0
URBAN OUTFITTERS INC COM 917047102 409 11,000 SH   OTR 1 0 11,000 0
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US BANCORP DEL COM NEW 902973304 11,511 208,126 SH   OTR 1 0 208,126 0
US BANCORP DEL COM NEW 902973304 1,605 29,019 SH   SOLE   29,019 0 0
USANA HEALTH SCIENCES INC COM 90328M107 595 6,100 SH   SOLE   6,100 0 0
USANA HEALTH SCIENCES INC COM 90328M107 1,425 14,600 SH   OTR 1 0 14,600 0
V F CORP COM 918204108 3,704 46,349 SH   OTR 1 0 46,349 0
V F CORP COM 918204108 557 6,968 SH   SOLE   6,968 0 0
VALERO ENERGY CORP COM 91913Y100 5,630 78,631 SH   OTR 1 0 78,631 0
VALERO ENERGY CORP COM 91913Y100 727 10,154 SH   SOLE   10,154 0 0
VALLEY NATL BANCORP COM 919794107 166 12,100 SH   SOLE   12,100 0 0
VALLEY NATL BANCORP COM 919794107 398 29,000 SH   OTR 1 0 29,000 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 0 0 SH   SOLE   0 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 885,686 2,762,653 SH   OTR 3 0 2,762,653 0
VANGUARD INDEX FDS VALUE ETF 922908744 0 0 SH   SOLE   0 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 4,833 36,762 SH   OTR 1 0 36,762 0
VARIAN MED SYS INC COM 92220P105 2,339 13,252 SH   OTR 1 0 13,252 0
VARIAN MED SYS INC COM 92220P105 342 1,935 SH   SOLE   1,935 0 0
VARONIS SYS INC COM 922280102 323 6,300 SH   OTR 1 0 6,300 0
VARONIS SYS INC COM 922280102 139 2,700 SH   SOLE   2,700 0 0
VECTOR GROUP LTD COM 92240M108 702 50,300 SH   SOLE   50,300 0 0
VECTOR GROUP LTD COM 92240M108 1,688 121,000 SH   OTR 1 0 121,000 0
VECTRUS INC COM 92242T101 144 2,700 SH   OTR 1 0 2,700 0
VECTRUS INC COM 92242T101 59 1,100 SH   SOLE   1,100 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 93 95,000 PRN   SOLE   95,000 0 0
VEEVA SYS INC CL A COM 922475108 2,395 9,169 SH   OTR 1 0 9,169 0
VEEVA SYS INC CL A COM 922475108 140 535 SH   SOLE   535 0 0
VENTAS INC COM 92276F100 3,995 74,888 SH   OTR 1 0 74,888 0
VENTAS INC COM 92276F100 436 8,177 SH   SOLE   8,177 0 0
VERACYTE INC COM 92337F107 1,011 18,800 SH   OTR 1 0 18,800 0
VERACYTE INC COM 92337F107 419 7,800 SH   SOLE   7,800 0 0
VERINT SYS INC COM 92343X100 372 8,175 SH   SOLE   8,175 0 0
VERINT SYS INC COM 92343X100 898 19,745 SH   OTR 1 0 19,745 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 79 70,000 PRN   OTR 4 0 70,000 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 5,539 4,918,000 PRN   DFND 1 0 4,918,000 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 33 29,000 PRN   SOLE   29,000 0 0
VERISIGN INC COM 92343E102 2,854 14,361 SH   OTR 1 0 14,361 0
VERISIGN INC COM 92343E102 452 2,276 SH   SOLE   2,276 0 0
VERISK ANALYTICS INC COM 92345Y106 596 3,375 SH   SOLE   3,375 0 0
VERISK ANALYTICS INC COM 92345Y106 4,151 23,491 SH   OTR 1 0 23,491 0
VERITIV CORP COM 923454102 489 11,500 SH   OTR 1 0 11,500 0
VERITIV CORP COM 923454102 204 4,800 SH   SOLE   4,800 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 38,121 655,555 SH   OTR 1 0 655,555 0
VERIZON COMMUNICATIONS INC COM 92343V104 5,242 90,145 SH   SOLE   90,145 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 9,570 44,534 SH   OTR 1 0 44,534 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,267 5,895 SH   SOLE   5,895 0 0
VERTIV HOLDINGS CO COM CL A 92537N108 200 10,000 SH   SOLE   10,000 0 0
VERTIV HOLDINGS CO COM CL A 92537N108 2,277 113,854 SH   OTR 1 0 113,854 0
VIACOMCBS INC CL B 92556H206 585 12,974 SH   SOLE   12,974 0 0
VIACOMCBS INC CL B 92556H206 3,976 88,164 SH   OTR 1 0 88,164 0
VIATRIS INC COM 92556V106 2,509 179,582 SH   OTR 1 0 179,582 0
VIATRIS INC COM 92556V106 368 26,364 SH   SOLE   26,364 0 0
VIAVI SOLUTIONS INC COM 925550105 382 24,300 SH   OTR 1 0 24,300 0
VIAVI SOLUTIONS INC COM 925550105 159 10,100 SH   SOLE   10,100 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 31,992 24,248,000 PRN   OTR 1 0 24,248,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 58 44,000 PRN   OTR 4 0 44,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 4,257 3,236,000 PRN   DFND 1 0 3,236,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 2,181 1,653,000 PRN   SOLE   1,653,000 0 0
VICI PPTYS INC COM 925652109 40 1,400 SH   SOLE   1,400 0 0
VICI PPTYS INC COM 925652109 722 25,555 SH   OTR 1 0 25,555 0
VIEMED HEALTHCARE INC COM 92663R105 62 6,133 SH   SOLE   6,133 0 0
VIEMED HEALTHCARE INC COM 92663R105 140 13,800 SH   OTR 1 0 13,800 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 654 21,900 SH   OTR 1 0 21,900 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 66 2,200 SH   SOLE   2,200 0 0
VIR BIOTECHNOLOGY INC COM 92764N102 902 17,600 SH   OTR 1 0 17,600 0
VIR BIOTECHNOLOGY INC COM 92764N102 374 7,300 SH   SOLE   7,300 0 0
VIRTU FINL INC CL A 928254101 2,648 85,292 SH   OTR 1 0 85,292 0
VIRTU FINL INC CL A 928254101 0 0 SH   SOLE   0 0 0
VISA INC COM CL A 92826C839 8,012 37,840 SH   SOLE   37,840 0 0
VISA INC COM CL A 92826C839 73,586 347,545 SH   OTR 1 0 347,545 0
VISHAY INTERTECHNOLOGY INC COM 928298108 898 37,300 SH   SOLE   37,300 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 2,158 89,600 SH   OTR 1 0 89,600 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 147 135,000 PRN   SOLE   135,000 0 0
VISHAY PRECISION GROUP INC COM 92835K103 702 22,800 SH   OTR 1 0 22,800 0
VISHAY PRECISION GROUP INC COM 92835K103 293 9,500 SH   SOLE   9,500 0 0
VISTEON CORP COM NEW 92839U206 667 5,466 SH   OTR 1 0 5,466 0
VISTEON CORP COM NEW 92839U206 276 2,266 SH   SOLE   2,266 0 0
VISTRA CORP COM 92840M102 5,835 330,028 SH   OTR 1 0 330,028 0
VISTRA CORP COM 92840M102 131 11,594 SH   SOLE   11,594 0 0
VISTRA CORP COM 92840M102 320 13,918 SH   OTR 2 0 13,918 0
VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 41 30,000 PRN   SOLE   30,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 885 840,000 PRN   SOLE   840,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 13,949 13,239,000 PRN   OTR 1 0 13,239,000 0
VONTIER CORPORATION COM 928881101 0 0 SH   SOLE   0 0 0
VONTIER CORPORATION COM 928881101 4,695 155,104 SH   OTR 1 0 155,104 0
VORNADO RLTY TR SH BEN INT 929042109 1,028 22,642 SH   OTR 1 0 22,642 0
VORNADO RLTY TR SH BEN INT 929042109 135 2,964 SH   SOLE   2,964 0 0
VOXX INTL CORP CL A 91829F104 248 13,000 SH   OTR 1 0 13,000 0
VOXX INTL CORP CL A 91829F104 103 5,400 SH   SOLE   5,400 0 0
VOYA PRIME RATE TR SH BEN INT 92913A100 261 56,194 SH   SOLE   56,194 0 0
VULCAN MATLS CO COM 929160109 490 2,904 SH   SOLE   2,904 0 0
VULCAN MATLS CO COM 929160109 3,228 19,126 SH   OTR 1 0 19,126 0
WABTEC COM 929740108 2,679 33,840 SH   OTR 1 0 33,840 0
WABTEC COM 929740108 305 3,847 SH   SOLE   3,847 0 0
WADDELL & REED FINL INC CL A 930059100 363 14,500 SH   OTR 1 0 14,500 0
WADDELL & REED FINL INC CL A 930059100 150 6,000 SH   SOLE   6,000 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 8,450 153,917 SH   OTR 1 0 153,917 0
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WALMART INC COM 931142103 4,489 33,046 SH   SOLE   33,046 0 0
WALMART INC COM 931142103 36,737 270,463 SH   OTR 1 0 270,463 0
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WATERS CORP COM 941848103 7,725 27,183 SH   OTR 1 0 27,183 0
WATERS CORP COM 941848103 453 1,593 SH   SOLE   1,593 0 0
WATERSTONE FINL INC MD COM 94188P101 245 12,000 SH   OTR 1 0 12,000 0
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WAYFAIR INC CL A 94419L101 63 200 SH   SOLE   200 0 0
WAYFAIR INC CL A 94419L101 4,048 12,862 SH   OTR 1 0 12,862 0
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WEC ENERGY GROUP INC COM 92939U106 4,262 45,541 SH   OTR 1 0 45,541 0
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WEINGARTEN RLTY INVS SH BEN INT 948741103 0 0 SH   SOLE   0 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 349 12,980 SH   OTR 1 0 12,980 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 7,514 1,498,000 PRN   SOLE   1,498,000 0 0
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WELLPOINT INC NOTE 2.750%10/1 94973VBG1 236 47,000 PRN   OTR 4 0 47,000 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 16,222 3,237,000 PRN   DFND 1 0 3,237,000 0
WELLS FARGO CO NEW COM 949746101 25,542 653,751 SH   OTR 1 0 653,751 0
WELLS FARGO CO NEW COM 949746101 3,470 88,820 SH   SOLE   88,820 0 0
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WESBANCO INC COM 950810101 1,377 38,200 SH   OTR 1 0 38,200 0
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WESCO INTL INC COM 95082P105 260 3,000 SH   OTR 1 0 3,000 0
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WEST BANCORPORATION INC CAP STK 95123P106 77 3,200 SH   SOLE   3,200 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 3,013 10,693 SH   OTR 1 0 10,693 0
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WESTERN ASSET EMERGING MKTS COM 95766A101 175 13,258 SH   SOLE   13,258 0 0
WESTERN ASSET HIGH INCOME OP COM 95766K109 1,227 241,565 SH   SOLE   241,565 0 0
WESTERN DIGITAL CORP. COM 958102105 466 6,981 SH   SOLE   6,981 0 0
WESTERN DIGITAL CORP. COM 958102105 3,022 45,268 SH   OTR 1 0 45,268 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4,756 4,634,000 PRN   OTR 1 0 4,634,000 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 1,014 988,000 PRN   SOLE   988,000 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 73 8,700 SH   OTR 1 0 8,700 0
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WESTERN UN CO COM 959802109 2,832 114,823 SH   OTR 1 0 114,823 0
WESTERN UN CO COM 959802109 268 10,862 SH   SOLE   10,862 0 0
WESTROCK CO COM 96145D105 311 5,978 SH   SOLE   5,978 0 0
WESTROCK CO COM 96145D105 1,979 38,025 SH   OTR 1 0 38,025 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 592 16,625 SH   SOLE   16,625 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 7,487 210,304 SH   OTR 1 0 210,304 0
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WHIRLPOOL CORP COM 963320106 1,996 9,058 SH   OTR 1 0 9,058 0
WHITING PETE CORP NEW COM NEW 966387508 18,599 524,664 SH   OTR 1 0 524,664 0
WHITING PETE CORP NEW COM NEW 966387508 3,393 95,701 SH   SOLE   95,701 0 0
WIDEOPENWEST INC COM 96758W101 806 59,300 SH   OTR 1 0 59,300 0
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WILLIAMS COS INC COM 969457100 4,870 205,579 SH   OTR 1 0 205,579 0
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WILLIAMS SONOMA INC COM 969904101 7,789 43,466 SH   OTR 1 0 43,466 0
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WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 250 9,000 SH   OTR 1 0 9,000 0
WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 103 3,700 SH   SOLE   3,700 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 104 75,000 PRN   SOLE   75,000 0 0
WIX COM LTD NOTE 7/0 92940WAB5 2,061 1,020,000 PRN   SOLE   1,020,000 0 0
WIX COM LTD NOTE 7/0 92940WAB5 38,356 18,982,000 PRN   OTR 1 0 18,982,000 0
WORKDAY INC CL A 98138H101 2,694 10,845 SH   OTR 1 0 10,845 0
WORKDAY INC CL A 98138H101 135 544 SH   SOLE   544 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 31,999 18,536,000 PRN   OTR 1 0 18,536,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 126 73,000 PRN   OTR 4 0 73,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 2,650 1,535,000 PRN   SOLE   1,535,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 8,891 5,165,000 PRN   DFND 1 0 5,165,000 0
WORKHORSE GROUP INC COM NEW 98138J206 108 7,824 SH   SOLE   7,824 0 0
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WORKIVA INC COM CL A 98139A105 150 1,700 SH   SOLE   1,700 0 0
WORKIVA INC COM CL A 98139A105 371 4,200 SH   OTR 1 0 4,200 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 106 80,000 PRN   SOLE   80,000 0 0
WORLD FUEL SVCS CORP COM 981475106 669 19,000 SH   SOLE   19,000 0 0
WORLD FUEL SVCS CORP COM 981475106 1,609 45,700 SH   OTR 1 0 45,700 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,544 28,463 SH   OTR 1 0 28,463 0
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WP CAREY INC COM 92936U109 304 4,299 SH   OTR 1 0 4,299 0
WP CAREY INC COM 92936U109 42 600 SH   SOLE   600 0 0
WRAP TECHNOLOGIES INC COM 98212N107 20 3,600 SH   SOLE   3,600 0 0
WRAP TECHNOLOGIES INC COM 98212N107 49 8,733 SH   OTR 1 0 8,733 0
WYNN RESORTS LTD COM 983134107 1,903 15,181 SH   OTR 1 0 15,181 0
WYNN RESORTS LTD COM 983134107 299 2,388 SH   SOLE   2,388 0 0
XCEL ENERGY INC COM 98389B100 769 11,557 SH   SOLE   11,557 0 0
XCEL ENERGY INC COM 98389B100 5,227 78,589 SH   OTR 1 0 78,589 0
XENCOR INC COM 98401F105 906 21,031 SH   OTR 1 0 21,031 0
XENCOR INC COM 98401F105 375 8,706 SH   SOLE   8,706 0 0
XENIA HOTELS & RESORTS INC COM 984017103 62 3,200 SH   SOLE   3,200 0 0
XENIA HOTELS & RESORTS INC COM 984017103 151 7,733 SH   OTR 1 0 7,733 0
XEROX HOLDINGS CORP COM NEW 98421M106 53 2,188 SH   SOLE   2,188 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 8,360 344,459 SH   OTR 1 0 344,459 0
XILINX INC COM 983919101 649 5,242 SH   SOLE   5,242 0 0
XILINX INC COM 983919101 8,019 64,719 SH   OTR 1 0 64,719 0
XPO LOGISTICS INC COM 983793100 37 300 SH   SOLE   300 0 0
XPO LOGISTICS INC COM 983793100 3,846 31,192 SH   OTR 1 0 31,192 0
XYLEM INC COM 98419M100 411 3,907 SH   SOLE   3,907 0 0
XYLEM INC COM 98419M100 2,737 26,025 SH   OTR 1 0 26,025 0
YELP INC CL A 985817105 846 21,700 SH   SOLE   21,700 0 0
YELP INC CL A 985817105 2,036 52,200 SH   OTR 1 0 52,200 0
YETI HLDGS INC COM 98585X104 375 5,200 SH   SOLE   5,200 0 0
YETI HLDGS INC COM 98585X104 910 12,600 SH   OTR 1 0 12,600 0
YORK WTR CO COM 987184108 215 4,400 SH   OTR 1 0 4,400 0
YORK WTR CO COM 987184108 88 1,800 SH   SOLE   1,800 0 0
YUM BRANDS INC COM 988498101 9,317 86,128 SH   OTR 1 0 86,128 0
YUM BRANDS INC COM 988498101 700 6,468 SH   SOLE   6,468 0 0
YUM CHINA HLDGS INC COM 98850P109 77 1,300 SH   SOLE   1,300 0 0
YUM CHINA HLDGS INC COM 98850P109 1,566 26,455 SH   OTR 1 0 26,455 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 5,276 10,874 SH   OTR 1 0 10,874 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 588 1,211 SH   SOLE   1,211 0 0
ZENDESK INC COM 98936J101 1,863 14,046 SH   OTR 1 0 14,046 0
ZENDESK INC COM 98936J101 53 400 SH   SOLE   400 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 872 519,000 PRN   SOLE   519,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 4,853 30,318 SH   OTR 1 0 30,318 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 725 4,527 SH   SOLE   4,527 0 0
ZIONS BANCORPORATION N A COM 989701107 170 3,102 SH   SOLE   3,102 0 0
ZIONS BANCORPORATION N A COM 989701107 1,302 23,696 SH   OTR 1 0 23,696 0
ZIX CORP COM 98974P100 740 98,000 SH   OTR 1 0 98,000 0
ZIX CORP COM 98974P100 307 40,700 SH   SOLE   40,700 0 0
ZOETIS INC CL A 98978V103 1,634 10,375 SH   SOLE   10,375 0 0
ZOETIS INC CL A 98978V103 13,460 85,470 SH   OTR 1 0 85,470 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 4,363 13,581 SH   OTR 1 0 13,581 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 171 531 SH   SOLE   531 0 0
ZSCALER INC COM 98980G102 1,528 8,902 SH   OTR 1 0 8,902 0
ZSCALER INC COM 98980G102 52 300 SH   SOLE   300 0 0
ZYNGA INC CL A 98986T108 4 400 SH   SOLE   400 0 0
ZYNGA INC CL A 98986T108 4,846 474,663 SH   OTR 1 0 474,663 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 4,795 3,503,000 PRN   DFND 1 0 3,503,000 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 68 50,000 PRN   OTR 4 0 50,000 0