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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 3,955 20,757 SH   SOLE   20,757 0 0
3M CO COM 88579Y101 26,283 137,939 SH   OTR 5 1 0 137,939 0
AAR CORP COM 000361105 788 21,100 SH   OTR 1 0 21,100 0
AAR CORP COM 000361105 485 13,001 SH   SOLE   13,001 0 0
ABBOTT LABS COM 002824100 31,914 441,232 SH   OTR 5 1 0 441,232 0
ABBOTT LABS COM 002824100 9,086 125,617 SH   SOLE   125,617 0 0
ABBVIE INC COM 00287Y109 44,880 486,822 SH   OTR 5 1 0 486,822 0
ABBVIE INC COM 00287Y109 10,375 112,543 SH   SOLE   112,543 0 0
ABERCROMBIE & FITCH CO CL A 002896207 701 34,968 SH   SOLE   34,968 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1,137 56,700 SH   OTR 1 0 56,700 0
ABIOMED INC COM 003654100 5,922 18,218 SH   OTR 5 1 0 18,218 0
ABIOMED INC COM 003654100 879 2,705 SH   SOLE   2,705 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 323 20,000 SH   OTR 1 0 20,000 0
ACADIA PHARMACEUTICALS INC COM 004225108 197 12,205 SH   SOLE   12,205 0 0
ACCELERON PHARMA INC COM 00434H108 449 10,302 SH   OTR 1 0 10,302 0
ACCELERON PHARMA INC COM 00434H108 269 6,168 SH   SOLE   6,168 0 0
ACCURAY INC COM 004397105 445 130,600 SH   OTR 1 0 130,600 0
ACCURAY INC COM 004397105 270 79,282 SH   SOLE   79,282 0 0
ACI WORLDWIDE INC COM 004498101 277 10,000 SH   SOLE   10,000 0 0
ACI WORLDWIDE INC COM 004498101 448 16,200 SH   OTR 1 0 16,200 0
ACORDA THERAPEUTICS INC COM 00484M106 103 6,630 SH   SOLE   6,630 0 0
ACORDA THERAPEUTICS INC COM 00484M106 171 10,999 SH   OTR 1 0 10,999 0
ACTIVISION BLIZZARD INC COM 00507V109 4,715 101,256 SH   OTR 1 0 101,256 0
ACTIVISION BLIZZARD INC COM 00507V109 556 11,940 SH   SOLE   11,940 0 0
ACUITY BRANDS INC COM 00508Y102 7,247 63,049 SH   OTR 5 1 0 63,049 0
ACUITY BRANDS INC COM 00508Y102 1,232 10,716 SH   SOLE   10,716 0 0
ADDUS HOMECARE CORP COM 006739106 679 10,000 SH   OTR 1 0 10,000 0
ADDUS HOMECARE CORP COM 006739106 414 6,100 SH   SOLE   6,100 0 0
ADOBE INC COM 00724F101 4,362 19,279 SH   SOLE   19,279 0 0
ADOBE INC COM 00724F101 31,340 138,524 SH   OTR 5 1 0 138,524 0
ADT INC COM 00090Q103 2,853 474,686 SH   OTR 1 0 474,686 0
ADT INC COM 00090Q103 196 32,600 SH   SOLE   32,600 0 0
ADTALEM GLOBAL ED INC COM 00737L103 128 2,700 SH   OTR 1 0 2,700 0
ADTALEM GLOBAL ED INC COM 00737L103 80 1,700 SH   SOLE   1,700 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 20,978 133,228 SH   OTR 5 1 0 133,228 0
ADVANCE AUTO PARTS INC COM 00751Y106 4,647 29,510 SH   SOLE   29,510 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 407 16,800 SH   OTR 1 0 16,800 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 250 10,300 SH   SOLE   10,300 0 0
ADVANCED ENERGY INDS COM 007973100 219 5,100 SH   OTR 1 0 5,100 0
ADVANCED ENERGY INDS COM 007973100 133 3,100 SH   SOLE   3,100 0 0
ADVANCED MICRO DEVICES INC COM 007903107 3,065 166,033 SH   OTR 1 0 166,033 0
ADVANCED MICRO DEVICES INC COM 007903107 328 17,788 SH   SOLE   17,788 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 3,188 1,310,000 PRN   SOLE   1,310,000 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 1,208 34,300 SH   OTR 1 0 34,300 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 744 21,127 SH   SOLE   21,127 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 20,629 14,019,000 PRN   OTR 1 0 14,019,000 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 50 34,000 PRN   OTR 4 0 34,000 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 4,911 3,336,000 PRN   SOLE   3,336,000 0 0
AES CORP COM 00130H105 16,928 1,170,689 SH   OTR 5 1 0 1,170,689 0
AES CORP COM 00130H105 3,980 275,216 SH   SOLE   275,216 0 0
AFFILIATED MANAGERS GROUP COM 008252108 692 7,097 SH   OTR 1 0 7,097 0
AFFILIATED MANAGERS GROUP COM 008252108 81 836 SH   SOLE   836 0 0
AFLAC INC COM 001055102 2,905 63,758 SH   SOLE   63,758 0 0
AFLAC INC COM 001055102 10,975 240,889 SH   OTR 5 1 0 240,889 0
AGCO CORP COM 001084102 7,001 125,756 SH   OTR 5 1 0 125,756 0
AGCO CORP COM 001084102 2,522 45,298 SH   SOLE   45,298 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 17,019 252,290 SH   OTR 5 1 0 252,290 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,969 44,015 SH   SOLE   44,015 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 325 13,600 SH   OTR 1 0 13,600 0
AIMMUNE THERAPEUTICS INC COM 00900T107 217 9,079 SH   SOLE   9,079 0 0
AIR LEASE CORP CL A 00912X302 252 8,342 SH   SOLE   8,342 0 0
AIR LEASE CORP CL A 00912X302 778 25,755 SH   OTR 1 0 25,755 0
AIR PRODS & CHEMS INC COM 009158106 1,446 9,037 SH   SOLE   9,037 0 0
AIR PRODS & CHEMS INC COM 009158106 8,711 54,429 SH   OTR 5 1 0 54,429 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 421 440,000 PRN   SOLE   440,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 16,424 268,888 SH   OTR 5 1 0 268,888 0
AKAMAI TECHNOLOGIES INC COM 00971T101 4,419 72,355 SH   SOLE   72,355 0 0
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 1,026 1,030,000 PRN   SOLE   1,030,000 0 0
AKORN INC COM 009728106 105 31,000 SH   OTR 1 0 31,000 0
AKORN INC COM 009728106 66 19,349 SH   SOLE   19,349 0 0
ALARM COM HLDGS INC COM 011642105 140 2,700 SH   SOLE   2,700 0 0
ALARM COM HLDGS INC COM 011642105 223 4,300 SH   OTR 1 0 4,300 0
ALASKA AIR GROUP INC COM 011659109 2,017 33,155 SH   OTR 5 1 0 33,155 0
ALASKA AIR GROUP INC COM 011659109 150 2,461 SH   SOLE   2,461 0 0
ALBEMARLE CORP COM 012653101 1,110 14,403 SH   OTR 1 0 14,403 0
ALBEMARLE CORP COM 012653101 131 1,699 SH   SOLE   1,699 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,849 16,042 SH   OTR 1 0 16,042 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 209 1,812 SH   SOLE   1,812 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,993 41,014 SH   OTR 1 0 41,014 0
ALEXION PHARMACEUTICALS INC COM 015351109 340 3,489 SH   SOLE   3,489 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 10,865 79,264 SH   OTR 1 0 79,264 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 480 3,500 SH   SOLE   3,500 0 0
ALIGN TECHNOLOGY INC COM 016255101 2,033 9,707 SH   OTR 1 0 9,707 0
ALIGN TECHNOLOGY INC COM 016255101 240 1,144 SH   SOLE   1,144 0 0
ALLEGHANY CORP DEL COM 017175100 5,774 9,264 SH   OTR 1 0 9,264 0
ALLEGHANY CORP DEL COM 017175100 248 398 SH   SOLE   398 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 892 530,000 PRN   SOLE   530,000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 12,924 86,112 SH   OTR 5 1 0 86,112 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 3,484 23,211 SH   SOLE   23,211 0 0
ALLIANT ENERGY CORP COM 018802108 1,330 31,468 SH   OTR 1 0 31,468 0
ALLIANT ENERGY CORP COM 018802108 157 3,710 SH   SOLE   3,710 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 579 12,949 SH   SOLE   12,949 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 938 21,000 SH   OTR 1 0 21,000 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 8,231 187,457 SH   OTR 1 0 187,457 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 416 9,472 SH   SOLE   9,472 0 0
ALLSTATE CORP COM 020002101 13,240 160,229 SH   OTR 5 1 0 160,229 0
ALLSTATE CORP COM 020002101 3,371 40,800 SH   SOLE   40,800 0 0
ALPHABET INC CAP STK CL A 02079K305 104,134 99,654 SH   OTR 5 1 0 99,654 0
ALPHABET INC CAP STK CL A 02079K305 20,972 20,070 SH   SOLE   20,070 0 0
ALPHABET INC CAP STK CL C 02079K107 105,631 101,999 SH   OTR 5 1 0 101,999 0
ALPHABET INC CAP STK CL C 02079K107 21,648 20,904 SH   SOLE   20,904 0 0
ALTERYX INC COM CL A 02156B103 280 4,700 SH   SOLE   4,700 0 0
ALTERYX INC COM CL A 02156B103 452 7,600 SH   OTR 1 0 7,600 0
ALTRIA GROUP INC COM 02209S103 1,817 36,792 SH   SOLE   36,792 0 0
ALTRIA GROUP INC COM 02209S103 20,315 411,328 SH   OTR 5 1 0 411,328 0
ALZA CORP SDCV 7/2 02261WAB5 21,278 12,024,000 PRN   SOLE   12,024,000 0 0
AMAZON COM INC COM 023135106 199,459 132,798 SH   OTR 5 1 0 132,798 0
AMAZON COM INC COM 023135106 37,743 25,129 SH   SOLE   25,129 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 806 65,600 SH   OTR 1 0 65,600 0
AMC ENTMT HLDGS INC CL A COM 00165C104 498 40,563 SH   SOLE   40,563 0 0
AMC NETWORKS INC CL A 00164V103 4,933 89,889 SH   OTR 1 0 89,889 0
AMC NETWORKS INC CL A 00164V103 166 3,025 SH   SOLE   3,025 0 0
AMEDISYS INC COM 023436108 1,195 10,200 SH   OTR 1 0 10,200 0
AMEDISYS INC COM 023436108 738 6,300 SH   SOLE   6,300 0 0
AMEREN CORP COM 023608102 1,684 25,816 SH   SOLE   25,816 0 0
AMEREN CORP COM 023608102 10,223 156,726 SH   OTR 5 1 0 156,726 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,786 55,631 SH   OTR 1 0 55,631 0
AMERICAN AIRLS GROUP INC COM 02376R102 206 6,418 SH   SOLE   6,418 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,699 41,051 SH   OTR 1 0 41,051 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 81 1,952 SH   SOLE   1,952 0 0
AMERICAN ELEC PWR INC COM 025537101 8,365 111,924 SH   OTR 5 1 0 111,924 0
AMERICAN ELEC PWR INC COM 025537101 1,677 22,434 SH   SOLE   22,434 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 652 23,337 SH   SOLE   23,337 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,056 37,800 SH   OTR 1 0 37,800 0
AMERICAN EXPRESS CO COM 025816109 2,115 22,190 SH   SOLE   22,190 0 0
AMERICAN EXPRESS CO COM 025816109 12,745 133,711 SH   OTR 5 1 0 133,711 0
AMERICAN HOMES 4 RENT CL A 02665T306 2,517 126,789 SH   OTR 1 0 126,789 0
AMERICAN HOMES 4 RENT CL A 02665T306 107 5,414 SH   SOLE   5,414 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 5,920 150,214 SH   OTR 1 0 150,214 0
AMERICAN INTL GROUP INC COM NEW 026874784 548 13,912 SH   SOLE   13,912 0 0
AMERICAN NATL INS CO COM 028591105 1,891 14,863 SH   OTR 1 0 14,863 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 840 29,500 SH   OTR 1 0 29,500 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 518 18,205 SH   SOLE   18,205 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 13,324 13,500,000 PRN   OTR 1 0 13,500,000 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 8,281 8,390,000 PRN   SOLE   8,390,000 0 0
AMERICAN STS WTR CO COM 029899101 723 10,784 SH   SOLE   10,784 0 0
AMERICAN STS WTR CO COM 029899101 1,173 17,500 SH   OTR 1 0 17,500 0
AMERICAN TOWER CORP NEW COM 03027X100 15,613 98,696 SH   OTR 5 1 0 98,696 0
AMERICAN TOWER CORP NEW COM 03027X100 4,122 26,056 SH   SOLE   26,056 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,060 33,711 SH   OTR 1 0 33,711 0
AMERICAN WTR WKS CO INC NEW COM 030420103 318 3,499 SH   SOLE   3,499 0 0
AMERICOLD RLTY TR COM 03064D108 902 35,300 SH   OTR 1 0 35,300 0
AMERICOLD RLTY TR COM 03064D108 557 21,800 SH   SOLE   21,800 0 0
AMERIPRISE FINL INC COM 03076C106 3,580 34,302 SH   SOLE   34,302 0 0
AMERIPRISE FINL INC COM 03076C106 17,694 169,534 SH   OTR 5 1 0 169,534 0
AMERISOURCEBERGEN CORP COM 03073E105 3,590 48,257 SH   SOLE   48,257 0 0
AMERISOURCEBERGEN CORP COM 03073E105 10,324 138,765 SH   OTR 5 1 0 138,765 0
AMETEK INC NEW COM 031100100 2,570 37,964 SH   OTR 1 0 37,964 0
AMETEK INC NEW COM 031100100 300 4,432 SH   SOLE   4,432 0 0
AMGEN INC COM 031162100 51,387 263,970 SH   OTR 5 1 0 263,970 0
AMGEN INC COM 031162100 8,355 42,918 SH   SOLE   42,918 0 0
AMICUS THERAPEUTICS INC COM 03152W109 442 46,140 SH   OTR 1 0 46,140 0
AMICUS THERAPEUTICS INC COM 03152W109 268 27,965 SH   SOLE   27,965 0 0
AMKOR TECHNOLOGY INC COM 031652100 174 26,501 SH   SOLE   26,501 0 0
AMKOR TECHNOLOGY INC COM 031652100 285 43,500 SH   OTR 1 0 43,500 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,021 51,300 SH   OTR 1 0 51,300 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 632 31,742 SH   SOLE   31,742 0 0
AMPHENOL CORP NEW CL A 032095101 3,531 43,580 SH   OTR 1 0 43,580 0
AMPHENOL CORP NEW CL A 032095101 414 5,113 SH   SOLE   5,113 0 0
ANADARKO PETE CORP COM 032511107 4,281 97,657 SH   OTR 1 0 97,657 0
ANADARKO PETE CORP COM 032511107 422 9,630 SH   SOLE   9,630 0 0
ANALOG DEVICES INC COM 032654105 7,934 92,443 SH   OTR 1 0 92,443 0
ANALOG DEVICES INC COM 032654105 752 8,758 SH   SOLE   8,758 0 0
ANAPTYSBIO INC COM 032724106 293 4,600 SH   OTR 1 0 4,600 0
ANAPTYSBIO INC COM 032724106 185 2,896 SH   SOLE   2,896 0 0
ANGIODYNAMICS INC COM 03475V101 479 23,800 SH   OTR 1 0 23,800 0
ANGIODYNAMICS INC COM 03475V101 297 14,768 SH   SOLE   14,768 0 0
ANI PHARMACEUTICALS INC COM 00182C103 360 8,000 SH   OTR 1 0 8,000 0
ANI PHARMACEUTICALS INC COM 00182C103 239 5,301 SH   SOLE   5,301 0 0
ANIXTER INTL INC COM 035290105 581 10,700 SH   OTR 1 0 10,700 0
ANIXTER INTL INC COM 035290105 359 6,610 SH   SOLE   6,610 0 0
ANSYS INC COM 03662Q105 1,821 12,737 SH   OTR 1 0 12,737 0
ANSYS INC COM 03662Q105 213 1,490 SH   SOLE   1,490 0 0
ANTHEM INC COM 036752103 16,314 62,116 SH   OTR 5 1 0 62,116 0
ANTHEM INC COM 036752103 3,122 11,889 SH   SOLE   11,889 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 43,494 12,012,000 PRN   OTR 1 0 12,012,000 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 21,425 5,917,000 PRN   SOLE   5,917,000 0 0
APACHE CORP COM 037411105 235 8,970 SH   SOLE   8,970 0 0
APACHE CORP COM 037411105 2,707 103,118 SH   OTR 1 0 103,118 0
APARTMENT INVT & MGMT CO CL A 03748R101 4,521 103,030 SH   OTR 5 1 0 103,030 0
APARTMENT INVT & MGMT CO CL A 03748R101 580 13,228 SH   SOLE   13,228 0 0
APPFOLIO INC COM CL A 03783C100 124 2,100 SH   OTR 1 0 2,100 0
APPFOLIO INC COM CL A 03783C100 77 1,300 SH   SOLE   1,300 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,526 106,996 SH   OTR 1 0 106,996 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 51 3,586 SH   SOLE   3,586 0 0
APPLE INC COM 037833100 235,363 1,492,093 SH   OTR 5 1 0 1,492,093 0
APPLE INC COM 037833100 44,504 282,134 SH   SOLE   282,134 0 0
APPLIED MATLS INC COM 038222105 9,898 302,308 SH   OTR 5 1 0 302,308 0
APPLIED MATLS INC COM 038222105 2,071 63,244 SH   SOLE   63,244 0 0
ARAMARK COM 03852U106 1,893 65,339 SH   OTR 1 0 65,339 0
ARAMARK COM 03852U106 203 7,000 SH   SOLE   7,000 0 0
ARATANA THERAPEUTICS INC COM 03874P101 145 23,600 SH   OTR 1 0 23,600 0
ARATANA THERAPEUTICS INC COM 03874P101 89 14,600 SH   SOLE   14,600 0 0
ARBOR RLTY TR INC COM 038923108 525 52,100 SH   OTR 1 0 52,100 0
ARBOR RLTY TR INC COM 038923108 325 32,300 SH   SOLE   32,300 0 0
ARCBEST CORP COM 03937C105 863 25,200 SH   OTR 1 0 25,200 0
ARCBEST CORP COM 03937C105 531 15,493 SH   SOLE   15,493 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 373 9,114 SH   SOLE   9,114 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,214 102,863 SH   OTR 1 0 102,863 0
ARCONIC INC COM 03965L100 962 57,086 SH   OTR 1 0 57,086 0
ARCONIC INC COM 03965L100 114 6,732 SH   SOLE   6,732 0 0
ARCOSA INC COM 039653100 3,177 114,739 SH   OTR 1 0 114,739 0
ARCOSA INC COM 039653100 350 12,653 SH   SOLE   12,653 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 416 10,683 SH   OTR 1 0 10,683 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 246 6,308 SH   SOLE   6,308 0 0
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 1,573 1,570,000 PRN   SOLE   1,570,000 0 0
ARISTA NETWORKS INC COM 040413106 4,777 22,674 SH   OTR 5 1 0 22,674 0
ARISTA NETWORKS INC COM 040413106 680 3,226 SH   SOLE   3,226 0 0
ARMSTRONG FLOORING INC COM 04238R106 689 58,200 SH   OTR 1 0 58,200 0
ARMSTRONG FLOORING INC COM 04238R106 425 35,858 SH   SOLE   35,858 0 0
ARRAY BIOPHARMA INC COM 04269X105 548 38,435 SH   OTR 1 0 38,435 0
ARRAY BIOPHARMA INC COM 04269X105 338 23,722 SH   SOLE   23,722 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 253 20,400 SH   OTR 1 0 20,400 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 156 12,600 SH   SOLE   12,600 0 0
ASCENA RETAIL GROUP INC COM 04351G101 565 225,200 SH   OTR 1 0 225,200 0
ASCENA RETAIL GROUP INC COM 04351G101 349 138,924 SH   SOLE   138,924 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 783 195,800 SH   OTR 1 0 195,800 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 483 120,852 SH   SOLE   120,852 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 37 10,200 SH   SOLE   10,200 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 59 16,300 SH   OTR 1 0 16,300 0
ASSURANT INC COM 04621X108 8,230 92,013 SH   OTR 5 1 0 92,013 0
ASSURANT INC COM 04621X108 1,136 12,699 SH   SOLE   12,699 0 0
AT&T INC COM 00206R102 42,376 1,484,809 SH   OTR 5 1 0 1,484,809 0
AT&T INC COM 00206R102 12,482 437,340 SH   SOLE   437,340 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 337 9,700 SH   OTR 1 0 9,700 0
ATARA BIOTHERAPEUTICS INC COM 046513107 201 5,792 SH   SOLE   5,792 0 0
ATKORE INTL GROUP INC COM 047649108 604 30,454 SH   SOLE   30,454 0 0
ATKORE INTL GROUP INC COM 047649108 978 49,300 SH   OTR 1 0 49,300 0
ATLANTIC CAP BANCSHARES INC COM 048269203 70 4,300 SH   SOLE   4,300 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 115 7,000 SH   OTR 1 0 7,000 0
ATLANTIC PWR CORP COM NEW 04878Q863 181 83,600 SH   OTR 1 0 83,600 0
ATLANTIC PWR CORP COM NEW 04878Q863 112 51,600 SH   SOLE   51,600 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 31,307 32,340,000 PRN   OTR 1 0 32,340,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 71 74,000 PRN   OTR 4 0 74,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 8,271 8,537,000 PRN   SOLE   8,537,000 0 0
ATMOS ENERGY CORP COM 049560105 798 8,602 SH   OTR 1 0 8,602 0
ATMOS ENERGY CORP COM 049560105 18 194 SH   SOLE   194 0 0
ATN INTL INC COM 00215F107 837 11,700 SH   OTR 1 0 11,700 0
ATN INTL INC COM 00215F107 519 7,262 SH   SOLE   7,262 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 103 4,853 SH   SOLE   4,853 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 162 7,600 SH   OTR 1 0 7,600 0
AUTODESK INC COM 052769106 4,429 34,437 SH   OTR 1 0 34,437 0
AUTODESK INC COM 052769106 517 4,020 SH   SOLE   4,020 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 21,303 162,466 SH   OTR 5 1 0 162,466 0
AUTOMATIC DATA PROCESSING IN COM 053015103 3,966 30,247 SH   SOLE   30,247 0 0
AUTOZONE INC COM 053332102 20,192 24,086 SH   OTR 5 1 0 24,086 0
AUTOZONE INC COM 053332102 3,205 3,823 SH   SOLE   3,823 0 0
AVALONBAY CMNTYS INC COM 053484101 1,113 6,392 SH   SOLE   6,392 0 0
AVALONBAY CMNTYS INC COM 053484101 9,627 55,309 SH   OTR 5 1 0 55,309 0
AVANGRID INC COM 05351W103 130 2,600 SH   SOLE   2,600 0 0
AVANGRID INC COM 05351W103 1,229 24,535 SH   OTR 1 0 24,535 0
AVAYA HLDGS CORP COM 05351X101 215 14,800 SH   OTR 1 0 14,800 0
AVAYA HLDGS CORP COM 05351X101 132 9,040 SH   SOLE   9,040 0 0
AVERY DENNISON CORP COM 053611109 1,169 13,009 SH   OTR 1 0 13,009 0
AVERY DENNISON CORP COM 053611109 132 1,468 SH   SOLE   1,468 0 0
AVID TECHNOLOGY INC COM 05367P100 49 10,400 SH   OTR 1 0 10,400 0
AVID TECHNOLOGY INC COM 05367P100 30 6,400 SH   SOLE   6,400 0 0
AVNET INC COM 053807103 139 3,857 SH   SOLE   3,857 0 0
AVNET INC COM 053807103 2,884 79,877 SH   OTR 1 0 79,877 0
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CITRIX SYS INC COM 177376100 3,010 29,381 SH   SOLE   29,381 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 20,313 14,290,000 PRN   OTR 1 0 14,290,000 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 99 70,000 PRN   OTR 4 0 70,000 0
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CME GROUP INC COM CL A 12572Q105 20,572 109,355 SH   OTR 5 1 0 109,355 0
CME GROUP INC COM CL A 12572Q105 3,843 20,429 SH   SOLE   20,429 0 0
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COHERENT INC COM 192479103 2,087 19,740 SH   OTR 1 0 19,740 0
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COLONY CAP INC NEW CL A COM 19626G108 6,715 1,434,846 SH   OTR 1 0 1,434,846 0
COLONY CAP INC NEW CL A COM 19626G108 322 68,905 SH   SOLE   68,905 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 1,817 1,765,000 PRN   SOLE   1,765,000 0 0
COMCAST CORP NEW CL A 20030N101 32,797 963,213 SH   OTR 5 1 0 963,213 0
COMCAST CORP NEW CL A 20030N101 11,393 334,602 SH   SOLE   334,602 0 0
COMERICA INC COM 200340107 7,549 109,899 SH   OTR 5 1 0 109,899 0
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COMMERCE BANCSHARES INC COM 200525103 345 6,112 SH   OTR 1 0 6,112 0
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CONSTELLATION BRANDS INC CL A 21036P108 3,585 22,294 SH   OTR 1 0 22,294 0
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COOPER COS INC COM NEW 216648402 3,691 14,503 SH   OTR 5 1 0 14,503 0
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COPART INC COM 217204106 1,297 27,147 SH   OTR 1 0 27,147 0
COPART INC COM 217204106 153 3,201 SH   SOLE   3,201 0 0
CORE MARK HOLDING CO INC COM 218681104 849 36,500 SH   OTR 1 0 36,500 0
CORE MARK HOLDING CO INC COM 218681104 524 22,519 SH   SOLE   22,519 0 0
CORELOGIC INC COM 21871D103 6,391 191,235 SH   OTR 1 0 191,235 0
CORELOGIC INC COM 21871D103 404 12,079 SH   SOLE   12,079 0 0
COREPOINT LODGING INC COM 21872L104 590 48,200 SH   OTR 1 0 48,200 0
COREPOINT LODGING INC COM 21872L104 359 29,279 SH   SOLE   29,279 0 0
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CORNING INC COM 219350105 15,309 506,765 SH   OTR 5 1 0 506,765 0
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COSTCO WHSL CORP NEW COM 22160K105 31,682 155,523 SH   OTR 5 1 0 155,523 0
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COTY INC COM CL A 222070203 392 59,826 SH   OTR 1 0 59,826 0
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CRANE CO COM 224399105 3,551 49,200 SH   OTR 5 1 0 49,200 0
CRANE CO COM 224399105 312 4,317 SH   SOLE   4,317 0 0
CRAWFORD & CO CL B 224633107 100 11,100 SH   OTR 1 0 11,100 0
CRAWFORD & CO CL B 224633107 63 6,957 SH   SOLE   6,957 0 0
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CREDIT ACCEP CORP MICH COM 225310101 28 73 SH   SOLE   73 0 0
CREE INC COM 225447101 205 4,800 SH   OTR 1 0 4,800 0
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CROCS INC COM 227046109 852 32,800 SH   OTR 1 0 32,800 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 15,575 14,838 SH   OTR 1 0 14,838 0
CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 269 256 SH   SOLE   256 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 8,575 78,942 SH   OTR 1 0 78,942 0
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CSX CORP COM 126408103 12,847 206,782 SH   OTR 5 1 0 206,782 0
CSX CORP COM 126408103 757 12,179 SH   SOLE   12,179 0 0
CUMMINS INC COM 231021106 5,412 40,499 SH   SOLE   40,499 0 0
CUMMINS INC COM 231021106 22,194 166,071 SH   OTR 5 1 0 166,071 0
CURO GROUP HLDGS CORP COM 23131L107 191 20,085 SH   SOLE   20,085 0 0
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CUSTOMERS BANCORP INC COM 23204G100 1,032 56,700 SH   OTR 1 0 56,700 0
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CYPRESS SEMICONDUCTOR CORP COM 232806109 3,191 250,888 SH   OTR 5 1 0 250,888 0
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CYPRESS SEMICONDUCTOR CORP NOTE 2.000% 2/0 232806AP4 9,659 10,074,000 PRN   OTR 1 0 10,074,000 0
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CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 2,170 1,837,000 PRN   OTR 1 0 1,837,000 0
CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 27 23,000 PRN   OTR 4 0 23,000 0
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D R HORTON INC COM 23331A109 186 5,372 SH   SOLE   5,372 0 0
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DEERE & CO COM 244199105 8,431 56,519 SH   OTR 1 0 56,519 0
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EASTMAN CHEM CO COM 277432100 1,795 24,557 SH   OTR 1 0 24,557 0
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EBIX INC COM NEW 278715206 207 4,862 SH   SOLE   4,862 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 18,724 19,241,000 PRN   OTR 1 0 19,241,000 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 1,065 1,094,000 PRN   SOLE   1,094,000 0 0
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ECHOSTAR CORP CL A 278768106 5,273 143,611 SH   OTR 1 0 143,611 0
ECOLAB INC COM 278865100 7,321 49,686 SH   OTR 1 0 49,686 0
ECOLAB INC COM 278865100 673 4,569 SH   SOLE   4,569 0 0
EDISON INTL COM 281020107 4,587 80,796 SH   OTR 1 0 80,796 0
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EDITAS MEDICINE INC COM 28106W103 289 12,700 SH   OTR 1 0 12,700 0
EDITAS MEDICINE INC COM 28106W103 180 7,892 SH   SOLE   7,892 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 836 5,456 SH   SOLE   5,456 0 0
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EL POLLO LOCO HLDGS INC COM 268603107 249 16,400 SH   SOLE   16,400 0 0
EL POLLO LOCO HLDGS INC COM 268603107 402 26,500 SH   OTR 1 0 26,500 0
ELECTRONIC ARTS INC COM 285512109 3,194 40,482 SH   OTR 1 0 40,482 0
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ELECTRONICS FOR IMAGING INC COM 286082102 131 5,300 SH   SOLE   5,300 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 549 562,000 PRN   SOLE   562,000 0 0
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ELEVATE CREDIT INC COM 28621V101 28 6,270 SH   SOLE   6,270 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 675 11,392 SH   OTR 1 0 11,392 0
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EMERSON ELEC CO COM 291011104 1,652 27,649 SH   SOLE   27,649 0 0
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EMPIRE ST RLTY TR INC CL A 292104106 19 1,353 SH   SOLE   1,353 0 0
EMPLOYERS HOLDINGS INC COM 292218104 319 7,600 SH   OTR 1 0 7,600 0
EMPLOYERS HOLDINGS INC COM 292218104 197 4,700 SH   SOLE   4,700 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 297 4,200 SH   OTR 1 0 4,200 0
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ENCOMPASS HEALTH CORP COM 29261A100 11,895 192,791 SH   OTR 5 1 0 192,791 0
ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 535 590,000 PRN   SOLE   590,000 0 0
ENCORE WIRE CORP COM 292562105 612 12,200 SH   OTR 1 0 12,200 0
ENCORE WIRE CORP COM 292562105 375 7,479 SH   SOLE   7,479 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 984 21,803 SH   OTR 1 0 21,803 0
ENERGIZER HLDGS INC NEW COM 29272W109 85 1,891 SH   SOLE   1,891 0 0
ENERSYS COM 29275Y102 1,218 15,700 SH   OTR 1 0 15,700 0
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ENOVA INTL INC COM 29357K103 872 44,800 SH   OTR 1 0 44,800 0
ENOVA INTL INC COM 29357K103 540 27,736 SH   SOLE   27,736 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 24,611 37,101,000 PRN   OTR 1 0 37,101,000 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 51 77,000 PRN   OTR 4 0 77,000 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 2,466 3,715,000 PRN   SOLE   3,715,000 0 0
ENSIGN GROUP INC COM 29358P101 659 17,000 SH   OTR 1 0 17,000 0
ENSIGN GROUP INC COM 29358P101 407 10,500 SH   SOLE   10,500 0 0
ENTEGRIS INC COM 29362U104 547 19,600 SH   OTR 1 0 19,600 0
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ENTERGY CORP NEW COM 29364G103 6,682 77,631 SH   OTR 5 1 0 77,631 0
ENTERGY CORP NEW COM 29364G103 712 8,276 SH   SOLE   8,276 0 0
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ENVESTNET INC COM 29404K106 93 1,900 SH   SOLE   1,900 0 0
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EOG RES INC COM 26875P101 8,673 99,451 SH   OTR 5 1 0 99,451 0
EOG RES INC COM 26875P101 1,163 13,335 SH   SOLE   13,335 0 0
EPLUS INC COM 294268107 256 3,600 SH   OTR 1 0 3,600 0
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EPR PPTYS COM SH BEN INT 26884U109 7,307 114,121 SH   OTR 5 1 0 114,121 0
EPR PPTYS COM SH BEN INT 26884U109 1,657 25,873 SH   SOLE   25,873 0 0
EQT CORP COM 26884L109 800 42,330 SH   OTR 1 0 42,330 0
EQUIFAX INC COM 294429105 1,489 15,992 SH   OTR 1 0 15,992 0
EQUIFAX INC COM 294429105 176 1,885 SH   SOLE   1,885 0 0
EQUINIX INC COM PAR $0.001 29444U700 1,821 5,164 SH   SOLE   5,164 0 0
EQUINIX INC COM PAR $0.001 29444U700 5,014 14,222 SH   OTR 5 1 0 14,222 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 2,381 118,946 SH   OTR 1 0 118,946 0
EQUITRANS MIDSTREAM CORPORAT COM 294600101 190 9,480 SH   SOLE   9,480 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2,486 25,590 SH   OTR 1 0 25,590 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 142 1,463 SH   SOLE   1,463 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 12,786 193,703 SH   OTR 5 1 0 193,703 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,051 31,075 SH   SOLE   31,075 0 0
ESSENDANT INC COM 296689102 834 66,300 SH   SOLE   66,300 0 0
ESSENDANT INC COM 296689102 1,101 87,500 SH   OTR 1 0 87,500 0
ESSEX PPTY TR INC COM 297178105 6,075 24,775 SH   OTR 5 1 0 24,775 0
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ESTERLINE TECHNOLOGIES CORP COM 297425100 1,287 10,600 SH   OTR 1 0 10,600 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 789 6,500 SH   SOLE   6,500 0 0
ETSY INC COM 29786A106 1,208 25,400 SH   OTR 1 0 25,400 0
ETSY INC COM 29786A106 747 15,700 SH   SOLE   15,700 0 0
EURONET WORLDWIDE INC COM 298736109 6,900 67,393 SH   OTR 1 0 67,393 0
EURONET WORLDWIDE INC COM 298736109 341 3,332 SH   SOLE   3,332 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 897 630,000 PRN   SOLE   630,000 0 0
EVERBRIDGE INC COM 29978A104 136 2,400 SH   SOLE   2,400 0 0
EVERBRIDGE INC COM 29978A104 216 3,800 SH   OTR 1 0 3,800 0
EVERCORE INC CLASS A 29977A105 10,949 152,999 SH   OTR 1 0 152,999 0
EVERCORE INC CLASS A 29977A105 1,468 20,510 SH   SOLE   20,510 0 0
EVERGY INC COM 30034W106 2,522 44,429 SH   OTR 1 0 44,429 0
EVERGY INC COM 30034W106 268 4,716 SH   SOLE   4,716 0 0
EVERSOURCE ENERGY COM 30040W108 5,606 86,189 SH   OTR 1 0 86,189 0
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EVERTEC INC COM 30040P103 692 24,100 SH   OTR 1 0 24,100 0
EVERTEC INC COM 30040P103 427 14,867 SH   SOLE   14,867 0 0
EXACT SCIENCES CORP COM 30063P105 219 3,469 SH   SOLE   3,469 0 0
EXACT SCIENCES CORP COM 30063P105 4,733 75,004 SH   OTR 1 0 75,004 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 4,691 4,262,000 PRN   SOLE   4,262,000 0 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 82 75,000 PRN   OTR 4 0 75,000 0
EXACT SCIENCES CORP DBCV 1.000% 1/1 30063PAA3 22,838 20,761,000 PRN   OTR 1 0 20,761,000 0
EXELON CORP COM 30161N101 14,094 312,508 SH   OTR 5 1 0 312,508 0
EXELON CORP COM 30161N101 5,451 120,867 SH   SOLE   120,867 0 0
EXPEDIA GROUP INC COM NEW 30212P303 20,789 184,541 SH   OTR 5 1 0 184,541 0
EXPEDIA GROUP INC COM NEW 30212P303 5,034 44,683 SH   SOLE   44,683 0 0
EXPEDITORS INTL WASH INC COM 302130109 1,682 24,699 SH   OTR 1 0 24,699 0
EXPEDITORS INTL WASH INC COM 302130109 197 2,900 SH   SOLE   2,900 0 0
EXPRESS INC COM 30219E103 175 34,230 SH   SOLE   34,230 0 0
EXPRESS INC COM 30219E103 285 55,800 SH   OTR 1 0 55,800 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 4,765 307,420 SH   OTR 1 0 307,420 0
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EXXON MOBIL CORP COM 30231G102 68,152 999,446 SH   OTR 5 1 0 999,446 0
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EZCORP INC CL A NON VTG 302301106 505 65,375 SH   SOLE   65,375 0 0
EZCORP INC CL A NON VTG 302301106 819 106,000 SH   OTR 1 0 106,000 0
F M C CORP COM NEW 302491303 179 2,417 SH   SOLE   2,417 0 0
F M C CORP COM NEW 302491303 1,626 21,979 SH   OTR 1 0 21,979 0
F5 NETWORKS INC COM 315616102 9,235 56,995 SH   OTR 5 1 0 56,995 0
F5 NETWORKS INC COM 315616102 756 4,664 SH   SOLE   4,664 0 0
FACEBOOK INC CL A 30303M102 88,153 672,459 SH   OTR 5 1 0 672,459 0
FACEBOOK INC CL A 30303M102 19,894 151,761 SH   SOLE   151,761 0 0
FACTSET RESH SYS INC COM 303075105 816 4,075 SH   OTR 1 0 4,075 0
FAIR ISAAC CORP COM 303250104 1,113 5,953 SH   OTR 1 0 5,953 0
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FASTENAL CO COM 311900104 235 4,493 SH   SOLE   4,493 0 0
FASTENAL CO COM 311900104 1,993 38,109 SH   OTR 1 0 38,109 0
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FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 157 1,328 SH   SOLE   1,328 0 0
FEDEX CORP COM 31428X106 6,770 41,966 SH   OTR 1 0 41,966 0
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FEDNAT HLDG CO COM 31431B109 412 20,700 SH   OTR 1 0 20,700 0
FEDNAT HLDG CO COM 31431B109 255 12,818 SH   SOLE   12,818 0 0
FIBROGEN INC COM 31572Q808 418 9,039 SH   SOLE   9,039 0 0
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FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 295 9,384 SH   SOLE   9,384 0 0
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FIFTH THIRD BANCORP COM 316773100 10,464 444,727 SH   OTR 5 1 0 444,727 0
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FINANCIAL INSTNS INC COM 317585404 432 16,823 SH   SOLE   16,823 0 0
FINANCIAL INSTNS INC COM 317585404 712 27,700 SH   OTR 1 0 27,700 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 14,969 15,728,000 PRN   OTR 1 0 15,728,000 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 2,810 2,953,000 PRN   SOLE   2,953,000 0 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 1,543 1,605,000 PRN   SOLE   1,605,000 0 0
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FIRST AMERN FINL CORP COM 31847R102 1,839 41,198 SH   SOLE   41,198 0 0
FIRST BANCORP P R COM NEW 318672706 1,067 124,100 SH   OTR 1 0 124,100 0
FIRST BANCORP P R COM NEW 318672706 658 76,527 SH   SOLE   76,527 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 140 7,200 SH   OTR 1 0 7,200 0
FIRST BUS FINL SVCS INC WIS COM 319390100 93 4,767 SH   SOLE   4,767 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 19 50 SH   SOLE   50 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 1,910 5,065 SH   OTR 1 0 5,065 0
FIRST DATA CORP NEW COM CL A 32008D106 1,851 109,444 SH   SOLE   109,444 0 0
FIRST DATA CORP NEW COM CL A 32008D106 7,276 430,268 SH   OTR 1 0 430,268 0
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FIRST FNDTN INC COM 32026V104 661 51,400 SH   OTR 1 0 51,400 0
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FIRST REP BK SAN FRANCISCO C COM 33616C100 58 663 SH   SOLE   663 0 0
FIRSTCASH INC COM 33767D105 478 6,600 SH   OTR 1 0 6,600 0
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FIRSTENERGY CORP COM 337932107 4,476 119,193 SH   OTR 1 0 119,193 0
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FISERV INC COM 337738108 4,799 65,306 SH   OTR 1 0 65,306 0
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FIVE BELOW INC COM 33829M101 553 5,400 SH   OTR 1 0 5,400 0
FIVE BELOW INC COM 33829M101 336 3,288 SH   SOLE   3,288 0 0
FIVE9 INC COM 338307101 804 18,400 SH   OTR 1 0 18,400 0
FIVE9 INC COM 338307101 496 11,345 SH   SOLE   11,345 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 808 30,600 SH   OTR 1 0 30,600 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 497 18,824 SH   SOLE   18,824 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 2,180 11,738 SH   OTR 1 0 11,738 0
FLEETCOR TECHNOLOGIES INC COM 339041105 257 1,384 SH   SOLE   1,384 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 372 450,000 PRN   SOLE   450,000 0 0
FLIR SYS INC COM 302445101 2,627 60,339 SH   OTR 1 0 60,339 0
FLIR SYS INC COM 302445101 239 5,481 SH   SOLE   5,481 0 0
FLOWSERVE CORP COM 34354P105 141 3,711 SH   SOLE   3,711 0 0
FLOWSERVE CORP COM 34354P105 2,004 52,701 SH   OTR 5 1 0 52,701 0
FLUOR CORP NEW COM 343412102 601 18,675 SH   OTR 1 0 18,675 0
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FLWS/1-800 FLOWERS CL A 68243Q106 862 70,500 SH   OTR 1 0 70,500 0
FLWS/1-800 FLOWERS CL A 68243Q106 532 43,496 SH   SOLE   43,496 0 0
FONAR CORP COM NEW 344437405 231 11,400 SH   OTR 1 0 11,400 0
FONAR CORP COM NEW 344437405 149 7,357 SH   SOLE   7,357 0 0
FOOT LOCKER INC COM 344849104 13,190 247,930 SH   OTR 5 1 0 247,930 0
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FORD MTR CO DEL COM PAR $0.01 345370860 5,240 684,918 SH   OTR 1 0 684,918 0
FORD MTR CO DEL COM PAR $0.01 345370860 1,607 210,105 SH   SOLE   210,105 0 0
FORTINET INC COM 34959E109 13,055 185,368 SH   OTR 5 1 0 185,368 0
FORTINET INC COM 34959E109 3,145 44,658 SH   SOLE   44,658 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 5,011 5,537 SH   OTR 1 0 5,537 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 62 68 SH   OTR 4 0 68 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 155 170 SH   SOLE   170 0 0
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FORTUNE BRANDS HOME & SEC IN COM 34964C106 91 2,394 SH   SOLE   2,394 0 0
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FOSSIL GROUP INC COM 34988V106 733 46,600 SH   OTR 1 0 46,600 0
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FOSTER L B CO COM 350060109 278 17,500 SH   OTR 1 0 17,500 0
FOSTER L B CO COM 350060109 172 10,801 SH   SOLE   10,801 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 781 29,600 SH   OTR 1 0 29,600 0
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FRANKLIN RES INC COM 354613101 1,177 39,685 SH   OTR 1 0 39,685 0
FRANKLIN RES INC COM 354613101 139 4,680 SH   SOLE   4,680 0 0
FREEPORT-MCMORAN INC CL B 35671D857 234 22,690 SH   SOLE   22,690 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,441 236,807 SH   OTR 1 0 236,807 0
FREIGHTCAR AMER INC COM 357023100 43 6,406 SH   SOLE   6,406 0 0
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FRONTDOOR INC COM 35905A109 3,244 121,898 SH   OTR 1 0 121,898 0
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FS BANCORP INC COM 30263Y104 129 3,000 SH   OTR 1 0 3,000 0
FS BANCORP INC COM 30263Y104 77 1,792 SH   SOLE   1,792 0 0
FTI CONSULTING INC COM 302941109 1,080 16,200 SH   OTR 1 0 16,200 0
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FTS INTERNATIONAL INC COM 30283W104 76 10,737 SH   SOLE   10,737 0 0
FTS INTERNATIONAL INC COM 30283W104 124 17,500 SH   OTR 1 0 17,500 0
FULTON FINL CORP PA COM 360271100 224 14,500 SH   OTR 1 0 14,500 0
FULTON FINL CORP PA COM 360271100 139 9,000 SH   SOLE   9,000 0 0
GAIN CAP HLDGS INC COM 36268W100 139 22,500 SH   OTR 1 0 22,500 0
GAIN CAP HLDGS INC COM 36268W100 86 13,900 SH   SOLE   13,900 0 0
GALLAGHER ARTHUR J & CO COM 363576109 4,646 63,037 SH   OTR 1 0 63,037 0
GALLAGHER ARTHUR J & CO COM 363576109 370 5,016 SH   SOLE   5,016 0 0
GAMESTOP CORP NEW CL A 36467W109 217 17,200 SH   OTR 1 0 17,200 0
GAMESTOP CORP NEW CL A 36467W109 133 10,500 SH   SOLE   10,500 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,816 56,204 SH   OTR 1 0 56,204 0
GAMING & LEISURE PPTYS INC COM 36467J108 194 6,000 SH   SOLE   6,000 0 0
GANNETT CO INC COM 36473H104 827 97,000 SH   OTR 1 0 97,000 0
GANNETT CO INC COM 36473H104 511 59,919 SH   SOLE   59,919 0 0
GAP INC DEL COM 364760108 3,206 124,451 SH   OTR 1 0 124,451 0
GAP INC DEL COM 364760108 1,715 66,594 SH   SOLE   66,594 0 0
GARRETT MOTION INC COM 366505105 1,377 111,614 SH   OTR 1 0 111,614 0
GARTNER INC COM 366651107 1,542 12,061 SH   OTR 1 0 12,061 0
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GENERAC HLDGS INC COM 368736104 1,188 23,900 SH   OTR 1 0 23,900 0
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GENERAL DYNAMICS CORP COM 369550108 686 4,361 SH   SOLE   4,361 0 0
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GENERAL ELECTRIC CO COM 369604103 10,383 1,371,600 SH   OTR 5 1 0 1,371,600 0
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GENERAL MLS INC COM 370334104 4,565 117,228 SH   OTR 1 0 117,228 0
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GENESEE & WYO INC CL A 371559105 47 638 SH   SOLE   638 0 0
GENESIS HEALTHCARE INC CL A COM 37185X106 36 30,900 SH   OTR 1 0 30,900 0
GENESIS HEALTHCARE INC CL A COM 37185X106 23 19,100 SH   SOLE   19,100 0 0
GENUINE PARTS CO COM 372460105 4,839 50,393 SH   OTR 5 1 0 50,393 0
GENUINE PARTS CO COM 372460105 349 3,634 SH   SOLE   3,634 0 0
GENWORTH FINL INC COM CL A 37247D106 1,179 252,900 SH   OTR 1 0 252,900 0
GENWORTH FINL INC COM CL A 37247D106 727 156,101 SH   SOLE   156,101 0 0
GEO GROUP INC NEW COM 36162J106 1,044 53,000 SH   OTR 1 0 53,000 0
GEO GROUP INC NEW COM 36162J106 644 32,707 SH   SOLE   32,707 0 0
GILEAD SCIENCES INC COM 375558103 33,710 538,935 SH   OTR 5 1 0 538,935 0
GILEAD SCIENCES INC COM 375558103 6,925 110,716 SH   SOLE   110,716 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 254 6,183 SH   SOLE   6,183 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 423 10,300 SH   OTR 1 0 10,300 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 780 31,000 SH   OTR 1 0 31,000 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 480 19,094 SH   SOLE   19,094 0 0
GLOBAL PMTS INC COM 37940X102 2,167 21,008 SH   OTR 1 0 21,008 0
GLOBAL PMTS INC COM 37940X102 255 2,477 SH   SOLE   2,477 0 0
GLOBUS MED INC CL A 379577208 192 4,455 SH   OTR 1 0 4,455 0
GLOBUS MED INC CL A 379577208 117 2,700 SH   SOLE   2,700 0 0
GLU MOBILE INC COM 379890106 157 19,400 SH   SOLE   19,400 0 0
GLU MOBILE INC COM 379890106 254 31,500 SH   OTR 1 0 31,500 0
GODADDY INC CL A 380237107 1,631 24,854 SH   SOLE   24,854 0 0
GODADDY INC CL A 380237107 8,419 128,292 SH   OTR 1 0 128,292 0
GOGO INC NOTE 3.750% 3/0 38046CAB5 500 580,000 PRN   SOLE   580,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 8,887 53,197 SH   OTR 1 0 53,197 0
GOLDMAN SACHS GROUP INC COM 38141G104 908 5,437 SH   SOLE   5,437 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,461 71,592 SH   OTR 5 1 0 71,592 0
GOODYEAR TIRE & RUBR CO COM 382550101 108 5,284 SH   SOLE   5,284 0 0
GRACO INC COM 384109104 672 16,059 SH   OTR 1 0 16,059 0
GRAHAM HLDGS CO COM 384637104 246 384 SH   SOLE   384 0 0
GRAHAM HLDGS CO COM 384637104 6,307 9,845 SH   OTR 1 0 9,845 0
GRAINGER W W INC COM 384802104 13,014 46,089 SH   OTR 5 1 0 46,089 0
GRAINGER W W INC COM 384802104 1,968 6,969 SH   SOLE   6,969 0 0
GRAY TELEVISION INC COM 389375106 408 27,700 SH   OTR 1 0 27,700 0
GRAY TELEVISION INC COM 389375106 254 17,200 SH   SOLE   17,200 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 160 24,200 SH   OTR 1 0 24,200 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 100 15,100 SH   SOLE   15,100 0 0
GREEN DOT CORP CL A 39304D102 1,280 16,100 SH   OTR 1 0 16,100 0
GREEN DOT CORP CL A 39304D102 788 9,911 SH   SOLE   9,911 0 0
GREENBRIER COS INC COM 393657101 898 22,707 SH   OTR 1 0 22,707 0
GREENBRIER COS INC COM 393657101 554 14,006 SH   SOLE   14,006 0 0
GROUPON INC COM 399473107 867 270,800 SH   OTR 1 0 270,800 0
GROUPON INC COM 399473107 531 165,846 SH   SOLE   165,846 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 539 560,000 PRN   SOLE   560,000 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 727 69,200 SH   OTR 1 0 69,200 0
HABIT RESTAURANTS INC COM CL A 40449J103 450 42,815 SH   SOLE   42,815 0 0
HAEMONETICS CORP COM 405024100 1,521 15,200 SH   OTR 1 0 15,200 0
HAEMONETICS CORP COM 405024100 941 9,405 SH   SOLE   9,405 0 0
HALLADOR ENERGY COMPANY COM 40609P105 103 20,300 SH   OTR 1 0 20,300 0
HALLADOR ENERGY COMPANY COM 40609P105 58 11,449 SH   SOLE   11,449 0 0
HALLIBURTON CO COM 406216101 782 29,423 SH   SOLE   29,423 0 0
HALLIBURTON CO COM 406216101 12,551 472,179 SH   OTR 1 0 472,179 0
HALOZYME THERAPEUTICS INC COM 40637H109 471 32,200 SH   OTR 1 0 32,200 0
HALOZYME THERAPEUTICS INC COM 40637H109 285 19,455 SH   SOLE   19,455 0 0
HANESBRANDS INC COM 410345102 600 47,880 SH   OTR 1 0 47,880 0
HANESBRANDS INC COM 410345102 71 5,646 SH   SOLE   5,646 0 0
HANMI FINL CORP COM NEW 410495204 946 48,000 SH   OTR 1 0 48,000 0
HANMI FINL CORP COM NEW 410495204 585 29,693 SH   SOLE   29,693 0 0
HARLEY DAVIDSON INC COM 412822108 1,918 56,223 SH   OTR 1 0 56,223 0
HARLEY DAVIDSON INC COM 412822108 146 4,274 SH   SOLE   4,274 0 0
HARRIS CORP DEL COM 413875105 2,101 15,605 SH   OTR 1 0 15,605 0
HARRIS CORP DEL COM 413875105 248 1,840 SH   SOLE   1,840 0 0
HARSCO CORP COM 415864107 858 43,200 SH   OTR 1 0 43,200 0
HARSCO CORP COM 415864107 528 26,597 SH   SOLE   26,597 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,304 51,841 SH   OTR 1 0 51,841 0
HARTFORD FINL SVCS GROUP INC COM 416515104 251 5,641 SH   SOLE   5,641 0 0
HARVARD BIOSCIENCE INC COM 416906105 76 23,800 SH   OTR 1 0 23,800 0
HARVARD BIOSCIENCE INC COM 416906105 47 14,640 SH   SOLE   14,640 0 0
HASBRO INC COM 418056107 1,260 15,511 SH   OTR 1 0 15,511 0
HASBRO INC COM 418056107 149 1,829 SH   SOLE   1,829 0 0
HC2 HLDGS INC COM 404139107 41 15,700 SH   OTR 1 0 15,700 0
HC2 HLDGS INC COM 404139107 26 9,800 SH   SOLE   9,800 0 0
HCA HEALTHCARE INC COM 40412C101 22,292 179,123 SH   OTR 5 1 0 179,123 0
HCA HEALTHCARE INC COM 40412C101 5,654 45,428 SH   SOLE   45,428 0 0
HCI GROUP INC COM 40416E103 330 6,500 SH   SOLE   6,500 0 0
HCI GROUP INC COM 40416E103 534 10,500 SH   OTR 1 0 10,500 0
HCP INC COM 40414L109 10,887 389,810 SH   OTR 5 1 0 389,810 0
HCP INC COM 40414L109 2,023 72,427 SH   SOLE   72,427 0 0
HD SUPPLY HLDGS INC COM 40416M105 2,222 59,228 SH   OTR 1 0 59,228 0
HD SUPPLY HLDGS INC COM 40416M105 185 4,941 SH   SOLE   4,941 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 150 5,600 SH   OTR 1 0 5,600 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 91 3,400 SH   SOLE   3,400 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 131 5,195 SH   SOLE   5,195 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 2,858 112,905 SH   OTR 1 0 112,905 0
HEALTHEQUITY INC COM 42226A107 165 2,761 SH   SOLE   2,761 0 0
HEALTHEQUITY INC COM 42226A107 256 4,300 SH   OTR 1 0 4,300 0
HEALTHSTREAM INC COM 42222N103 181 7,500 SH   OTR 1 0 7,500 0
HEALTHSTREAM INC COM 42222N103 114 4,700 SH   SOLE   4,700 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 842 27,000 SH   OTR 1 0 27,000 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 519 16,632 SH   SOLE   16,632 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 65 12,000 SH   OTR 1 0 12,000 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 39 7,300 SH   SOLE   7,300 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 66 72,000 PRN   OTR 4 0 72,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 6,081 6,554,000 PRN   SOLE   6,554,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 28,631 30,884,000 PRN   OTR 1 0 30,884,000 0
HELMERICH & PAYNE INC COM 423452101 111 2,323 SH   SOLE   2,323 0 0
HELMERICH & PAYNE INC COM 423452101 966 20,142 SH   OTR 1 0 20,142 0
HENRY JACK & ASSOC INC COM 426281101 1,295 10,236 SH   OTR 1 0 10,236 0
HENRY JACK & ASSOC INC COM 426281101 153 1,206 SH   SOLE   1,206 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 2,031 1,470,000 PRN   SOLE   1,470,000 0 0
HERITAGE INS HLDGS INC COM 42727J102 321 21,800 SH   OTR 1 0 21,800 0
HERITAGE INS HLDGS INC COM 42727J102 197 13,400 SH   SOLE   13,400 0 0
HERON THERAPEUTICS INC COM 427746102 387 14,900 SH   OTR 1 0 14,900 0
HERON THERAPEUTICS INC COM 427746102 235 9,075 SH   SOLE   9,075 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 454 25,900 SH   OTR 1 0 25,900 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 281 16,045 SH   SOLE   16,045 0 0
HERSHEY CO COM 427866108 2,574 24,016 SH   OTR 5 1 0 24,016 0
HERSHEY CO COM 427866108 363 3,390 SH   SOLE   3,390 0 0
HESS CORP COM 42809H107 2,543 62,797 SH   OTR 1 0 62,797 0
HESS CORP COM 42809H107 218 5,376 SH   SOLE   5,376 0 0
HESS CORP DEP PDF SR A 42809H404 30,698 616,065 SH   OTR 1 0 616,065 0
HESS CORP DEP PDF SR A 42809H404 54 1,096 SH   OTR 4 0 1,096 0
HESS CORP DEP PDF SR A 42809H404 6,197 124,300 SH   SOLE   124,300 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 296 22,375 SH   SOLE   22,375 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 3,679 278,537 SH   OTR 1 0 278,537 0
HFF INC CL A 40418F108 577 17,400 SH   OTR 1 0 17,400 0
HFF INC CL A 40418F108 358 10,800 SH   SOLE   10,800 0 0
HIBBETT SPORTS INC COM 428567101 355 24,800 SH   OTR 1 0 24,800 0
HIBBETT SPORTS INC COM 428567101 218 15,231 SH   SOLE   15,231 0 0
HIGHWOODS PPTYS INC COM 431284108 395 10,198 SH   OTR 1 0 10,198 0
HIGHWOODS PPTYS INC COM 431284108 38 992 SH   SOLE   992 0 0
HILL ROM HLDGS INC COM 431475102 9,678 109,295 SH   OTR 5 1 0 109,295 0
HILL ROM HLDGS INC COM 431475102 815 9,202 SH   SOLE   9,202 0 0
HILLENBRAND INC COM 431571108 455 12,000 SH   SOLE   12,000 0 0
HILLENBRAND INC COM 431571108 736 19,400 SH   OTR 1 0 19,400 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 335 4,663 SH   SOLE   4,663 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 2,840 39,553 SH   OTR 1 0 39,553 0
HMS HLDGS CORP COM 40425J101 1,004 35,700 SH   OTR 1 0 35,700 0
HMS HLDGS CORP COM 40425J101 619 22,000 SH   SOLE   22,000 0 0
HNI CORP COM 404251100 237 6,700 SH   OTR 1 0 6,700 0
HNI CORP COM 404251100 149 4,200 SH   SOLE   4,200 0 0
HOLLYFRONTIER CORP COM 436106108 12,065 236,004 SH   OTR 5 1 0 236,004 0
HOLLYFRONTIER CORP COM 436106108 2,937 57,445 SH   SOLE   57,445 0 0
HOLOGIC INC COM 436440101 311 7,561 SH   SOLE   7,561 0 0
HOLOGIC INC COM 436440101 4,471 108,787 SH   OTR 5 1 0 108,787 0
HOME DEPOT INC COM 437076102 50,910 296,301 SH   OTR 5 1 0 296,301 0
HOME DEPOT INC COM 437076102 8,532 49,656 SH   SOLE   49,656 0 0
HONEYWELL INTL INC COM 438516106 26,033 197,042 SH   OTR 5 1 0 197,042 0
HONEYWELL INTL INC COM 438516106 7,121 53,898 SH   SOLE   53,898 0 0
HOPE BANCORP INC COM 43940T109 287 24,200 SH   OTR 1 0 24,200 0
HOPE BANCORP INC COM 43940T109 177 14,900 SH   SOLE   14,900 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 150 4,000 SH   OTR 1 0 4,000 0
HORACE MANN EDUCATORS CORP N COM 440327104 94 2,500 SH   SOLE   2,500 0 0
HORIZON BANCORP INC COM 440407104 139 8,800 SH   OTR 1 0 8,800 0
HORIZON BANCORP INC COM 440407104 87 5,500 SH   SOLE   5,500 0 0
HORMEL FOODS CORP COM 440452100 1,592 37,300 SH   OTR 1 0 37,300 0
HORMEL FOODS CORP COM 440452100 182 4,258 SH   SOLE   4,258 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 6,157 257,823 SH   OTR 5 1 0 257,823 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 783 32,785 SH   SOLE   32,785 0 0
HOST HOTELS & RESORTS INC COM 44107P104 13,729 823,592 SH   OTR 5 1 0 823,592 0
HOST HOTELS & RESORTS INC COM 44107P104 3,205 192,244 SH   SOLE   192,244 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 178 20,100 SH   OTR 1 0 20,100 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 111 12,500 SH   SOLE   12,500 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 8 12,400 SH   OTR 1 0 12,400 0
HOVNANIAN ENTERPRISES INC CL A 442487203 5 7,904 SH   SOLE   7,904 0 0
HP INC COM 40434L105 12,311 601,692 SH   OTR 5 1 0 601,692 0
HP INC COM 40434L105 2,962 144,783 SH   SOLE   144,783 0 0
HUB GROUP INC CL A 443320106 126 3,400 SH   SOLE   3,400 0 0
HUB GROUP INC CL A 443320106 208 5,600 SH   OTR 1 0 5,600 0
HUBBELL INC COM 443510607 488 4,914 SH   OTR 1 0 4,914 0
HUBBELL INC COM 443510607 48 479 SH   SOLE   479 0 0
HUBSPOT INC COM 443573100 629 5,000 SH   OTR 1 0 5,000 0
HUBSPOT INC COM 443573100 390 3,100 SH   SOLE   3,100 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 1,891 1,320,000 PRN   SOLE   1,320,000 0 0
HUMANA INC COM 444859102 6,428 22,438 SH   OTR 1 0 22,438 0
HUMANA INC COM 444859102 618 2,157 SH   SOLE   2,157 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,323 14,216 SH   OTR 1 0 14,216 0
HUNT J B TRANS SVCS INC COM 445658107 1,225 13,166 SH   SOLE   13,166 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,687 141,547 SH   OTR 1 0 141,547 0
HUNTINGTON BANCSHARES INC COM 446150104 199 16,692 SH   SOLE   16,692 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 3,622 19,030 SH   OTR 5 1 0 19,030 0
HUNTINGTON INGALLS INDS INC COM 446413106 499 2,622 SH   SOLE   2,622 0 0
HUNTSMAN CORP COM 447011107 1,986 102,949 SH   OTR 1 0 102,949 0
HUNTSMAN CORP COM 447011107 71 3,700 SH   SOLE   3,700 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 607 9,800 SH   OTR 1 0 9,800 0
HYSTER YALE MATLS HANDLING I CL A 449172105 367 5,926 SH   SOLE   5,926 0 0
IAC INTERACTIVECORP COM 44919P508 8,889 48,562 SH   OTR 1 0 48,562 0
IAC INTERACTIVECORP COM 44919P508 534 2,917 SH   SOLE   2,917 0 0
IBERIABANK CORP COM 450828108 759 11,814 SH   SOLE   11,814 0 0
IBERIABANK CORP COM 450828108 1,234 19,200 SH   OTR 1 0 19,200 0
ICU MED INC COM 44930G107 3,746 16,311 SH   OTR 1 0 16,311 0
ICU MED INC COM 44930G107 304 1,324 SH   SOLE   1,324 0 0
IDEXX LABS INC COM 45168D104 2,139 11,499 SH   OTR 1 0 11,499 0
IDEXX LABS INC COM 45168D104 252 1,355 SH   SOLE   1,355 0 0
II VI INC COM 902104108 276 8,500 SH   OTR 1 0 8,500 0
II VI INC COM 902104108 172 5,300 SH   SOLE   5,300 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 488 500,000 PRN   SOLE   500,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 6,494 51,262 SH   OTR 5 1 0 51,262 0
ILLINOIS TOOL WKS INC COM 452308109 1,322 10,431 SH   SOLE   10,431 0 0
ILLUMINA INC COM 452327109 13,761 45,881 SH   OTR 5 1 0 45,881 0
ILLUMINA INC COM 452327109 2,070 6,901 SH   SOLE   6,901 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 28,646 21,757,000 PRN   OTR 1 0 21,757,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 88 67,000 PRN   OTR 4 0 67,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 11,933 9,056,000 PRN   SOLE   9,056,000 0 0
ILLUMINA INC NOTE 6/1 452327AF6 8,571 6,999,000 PRN   OTR 1 0 6,999,000 0
ILLUMINA INC NOTE 6/1 452327AF6 3,846 3,141,000 PRN   SOLE   3,141,000 0 0
IMMERSION CORP COM 452521107 725 80,900 SH   OTR 1 0 80,900 0
IMMERSION CORP COM 452521107 447 49,882 SH   SOLE   49,882 0 0
IMMUNOGEN INC COM 45253H101 196 40,900 SH   OTR 1 0 40,900 0
IMMUNOGEN INC COM 45253H101 121 25,210 SH   SOLE   25,210 0 0
IMMUNOMEDICS INC COM 452907108 371 26,000 SH   OTR 1 0 26,000 0
IMMUNOMEDICS INC COM 452907108 226 15,805 SH   SOLE   15,805 0 0
INCYTE CORP COM 45337C102 497 7,818 SH   SOLE   7,818 0 0
INCYTE CORP COM 45337C102 4,407 69,297 SH   OTR 1 0 69,297 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 275 13,100 SH   OTR 1 0 13,100 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 170 8,100 SH   SOLE   8,100 0 0
INDEXIQ ACTIVE ETF TR IQ MACKAY INSRED 45409F843 18,799 751,500 SH   OTR 3 0 751,500 0
INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 31,784 1,268,300 SH   OTR 3 0 1,268,300 0
INDEXIQ ETF TR HDG EVE DRIV 45409B404 1,565 80,000 SH   OTR 3 0 80,000 0
INDEXIQ ETF TR HDGD FTSE EURO 45409B552 1,761 103,182 SH   OTR 3 0 103,182 0
INDEXIQ ETF TR HDGD FTSE JAPN 45409B537 24,806 1,327,287 SH   OTR 3 0 1,327,287 0
INDEXIQ ETF TR IQ 500 INT ETF 45409B362 2,972 120,000 SH   OTR 3 0 120,000 0
INDEXIQ ETF TR IQ LEADERS GTA 45409B511 26,704 1,216,508 SH   OTR 3 0 1,216,508 0
INDEXIQ ETF TR IQ S&P HGH YLD 45409B412 46,420 1,994,000 SH   OTR 3 0 1,994,000 0
INDEXIQ ETF TR IQ SHORT DURAT 45409B339 2,256 90,000 SH   OTR 3 0 90,000 0
INDEXIQ ETF TR LNG SHT TRACK 45409B305 1,566 80,000 SH   OTR 3 0 80,000 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 437 600,000 PRN   SOLE   600,000 0 0
INGREDION INC COM 457187102 1,813 19,839 SH   OTR 1 0 19,839 0
INGREDION INC COM 457187102 120 1,313 SH   SOLE   1,313 0 0
INNERWORKINGS INC COM 45773Y105 30 7,900 SH   OTR 1 0 7,900 0
INNERWORKINGS INC COM 45773Y105 18 4,800 SH   SOLE   4,800 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 1,637 1,766,000 PRN   SOLE   1,766,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 28,756 27,295,000 PRN   OTR 1 0 27,295,000 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 44 42,000 PRN   OTR 4 0 42,000 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 4,302 4,081,000 PRN   SOLE   4,081,000 0 0
INSIGHT ENTERPRISES INC COM 45765U103 583 14,300 SH   OTR 1 0 14,300 0
INSIGHT ENTERPRISES INC COM 45765U103 358 8,794 SH   SOLE   8,794 0 0
INSMED INC COM PAR $.01 457669307 249 18,990 SH   OTR 1 0 18,990 0
INSMED INC COM PAR $.01 457669307 154 11,754 SH   SOLE   11,754 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 447 625,000 PRN   SOLE   625,000 0 0
INSPERITY INC COM 45778Q107 2,025 21,691 SH   SOLE   21,691 0 0
INSPERITY INC COM 45778Q107 3,540 37,916 SH   OTR 5 1 0 37,916 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 1,304 920,000 PRN   SOLE   920,000 0 0
INTEGER HLDGS CORP COM 45826H109 1,083 14,200 SH   OTR 1 0 14,200 0
INTEGER HLDGS CORP COM 45826H109 665 8,719 SH   SOLE   8,719 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 455 9,400 SH   OTR 1 0 9,400 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 281 5,800 SH   SOLE   5,800 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AC0 934 602,000 PRN   SOLE   602,000 0 0
INTEL CORP COM 458140100 14,631 311,754 SH   SOLE   311,754 0 0
INTEL CORP COM 458140100 62,187 1,325,100 SH   OTR 5 1 0 1,325,100 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 464 4,600 SH   OTR 1 0 4,600 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 298 2,961 SH   SOLE   2,961 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 12,660 13,677,000 PRN   OTR 1 0 13,677,000 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 28 30,000 PRN   OTR 4 0 30,000 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 3,694 3,988,000 PRN   SOLE   3,988,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 10,259 136,186 SH   OTR 5 1 0 136,186 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,946 25,832 SH   SOLE   25,832 0 0
INTERDIGITAL INC COM 45867G101 312 4,700 SH   OTR 1 0 4,700 0
INTERDIGITAL INC COM 45867G101 193 2,900 SH   SOLE   2,900 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 551 523,000 PRN   SOLE   523,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 27,260 239,821 SH   OTR 5 1 0 239,821 0
INTERNATIONAL BUSINESS MACHS COM 459200101 8,965 78,872 SH   SOLE   78,872 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,801 13,410 SH   OTR 1 0 13,410 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 212 1,579 SH   SOLE   1,579 0 0
INTERPUBLIC GROUP COS INC COM 460690100 12,081 585,593 SH   OTR 5 1 0 585,593 0
INTERPUBLIC GROUP COS INC COM 460690100 1,557 75,457 SH   SOLE   75,457 0 0
INTL FCSTONE INC COM 46116V105 293 8,000 SH   OTR 1 0 8,000 0
INTL FCSTONE INC COM 46116V105 179 4,900 SH   SOLE   4,900 0 0
INTL PAPER CO COM 460146103 9,898 245,251 SH   OTR 5 1 0 245,251 0
INTL PAPER CO COM 460146103 1,808 44,787 SH   SOLE   44,787 0 0
INTRICON CORP COM 46121H109 314 11,900 SH   OTR 1 0 11,900 0
INTRICON CORP COM 46121H109 191 7,229 SH   SOLE   7,229 0 0
INTUIT COM 461202103 797 4,051 SH   SOLE   4,051 0 0
INTUIT COM 461202103 7,441 37,801 SH   OTR 1 0 37,801 0
INTUITIVE SURGICAL INC COM NEW 46120E602 15,610 32,594 SH   OTR 5 1 0 32,594 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,556 5,336 SH   SOLE   5,336 0 0
INVESCO MUN TR COM 46131J103 268 24,087 SH   SOLE   24,087 0 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 1,120 99,857 SH   SOLE   99,857 0 0
IONIS PHARMACEUTICALS INC COM 462222100 1,668 30,854 SH   OTR 1 0 30,854 0
IONIS PHARMACEUTICALS INC COM 462222100 150 2,767 SH   SOLE   2,767 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 172 19,400 SH   OTR 1 0 19,400 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 125 14,118 SH   SOLE   14,118 0 0
IPG PHOTONICS CORP COM 44980X109 64 565 SH   SOLE   565 0 0
IPG PHOTONICS CORP COM 44980X109 542 4,784 SH   OTR 1 0 4,784 0
IQVIA HLDGS INC COM 46266C105 12,259 105,523 SH   OTR 1 0 105,523 0
IQVIA HLDGS INC COM 46266C105 2,316 19,936 SH   SOLE   19,936 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 915 49,600 SH   OTR 1 0 49,600 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 565 30,601 SH   SOLE   30,601 0 0
IRON MTN INC NEW COM 46284V101 1,510 46,603 SH   OTR 1 0 46,603 0
IRON MTN INC NEW COM 46284V101 166 5,128 SH   SOLE   5,128 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 200 19,267 SH   SOLE   19,267 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 328 31,652 SH   OTR 1 0 31,652 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 798 849,000 PRN   SOLE   849,000 0 0
ISHARES GOLD TRUST ISHARES 464285105 113 9,200 SH   SOLE   9,200 0 0
ISHARES GOLD TRUST ISHARES 464285105 7,604 618,700 SH   OTR 1 0 618,700 0
ISHARES INC MSCI TURKEY ETF 464286715 2,057 83,700 SH   OTR 1 0 83,700 0
ISHARES TR IBOXX HI YD ETF 464288513 466 5,750 SH   SOLE   5,750 0 0
ISHARES TR MSCI QATAR ETF 46434V779 1,955 105,754 SH   OTR 1 0 105,754 0
ISHARES TR RUS 1000 GRW ETF 464287614 21,409 163,537 SH   OTR 1 0 163,537 0
ISHARES TR RUSSELL 2000 ETF 464287655 11,320 84,544 SH   OTR 1 0 84,544 0
ISHARES TR RUSSELL 2000 ETF 464287655 315 2,354 SH   SOLE   2,354 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 27,697 25,776,000 PRN   OTR 1 0 25,776,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 6,948 6,463,000 PRN   SOLE   6,463,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 48 45,000 PRN   OTR 4 0 45,000 0
J ALEXANDERS HLDGS INC COM 46609J106 193 23,500 SH   OTR 1 0 23,500 0
J ALEXANDERS HLDGS INC COM 46609J106 119 14,497 SH   SOLE   14,497 0 0
J JILL INC COM 46620W102 260 48,700 SH   OTR 1 0 48,700 0
J JILL INC COM 46620W102 160 30,011 SH   SOLE   30,011 0 0
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J2 GLOBAL INC COM 48123V102 474 6,831 SH   SOLE   6,831 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 956 830,000 PRN   SOLE   830,000 0 0
JABIL INC COM 466313103 8,638 348,448 SH   OTR 1 0 348,448 0
JABIL INC COM 466313103 640 25,818 SH   SOLE   25,818 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 109 1,867 SH   SOLE   1,867 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 925 15,831 SH   OTR 1 0 15,831 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 1,419 1,459,000 PRN   SOLE   1,459,000 0 0
JD COM INC SPON ADR CL A 47215P106 970 46,344 SH   OTR 1 0 46,344 0
JEFFERIES FINL GROUP INC COM 47233W109 651 37,481 SH   OTR 1 0 37,481 0
JEFFERIES FINL GROUP INC COM 47233W109 77 4,420 SH   SOLE   4,420 0 0
JETBLUE AIRWAYS CORP COM 477143101 10,288 640,606 SH   OTR 5 1 0 640,606 0
JETBLUE AIRWAYS CORP COM 477143101 2,432 151,449 SH   SOLE   151,449 0 0
JOHNSON & JOHNSON COM 478160104 21,550 166,992 SH   SOLE   166,992 0 0
JOHNSON & JOHNSON COM 478160104 79,646 617,169 SH   OTR 5 1 0 617,169 0
JOHNSON OUTDOORS INC CL A 479167108 235 3,995 SH   SOLE   3,995 0 0
JOHNSON OUTDOORS INC CL A 479167108 376 6,400 SH   OTR 1 0 6,400 0
JONES LANG LASALLE INC COM 48020Q107 2,950 23,304 SH   OTR 1 0 23,304 0
JONES LANG LASALLE INC COM 48020Q107 120 949 SH   SOLE   949 0 0
JPMORGAN CHASE & CO COM 46625H100 79,012 809,379 SH   OTR 5 1 0 809,379 0
JPMORGAN CHASE & CO COM 46625H100 20,909 214,192 SH   SOLE   214,192 0 0
JUNIPER NETWORKS INC COM 48203R104 19,356 719,304 SH   OTR 5 1 0 719,304 0
JUNIPER NETWORKS INC COM 48203R104 4,803 178,497 SH   SOLE   178,497 0 0
K12 INC COM 48273U102 710 28,627 SH   SOLE   28,627 0 0
K12 INC COM 48273U102 1,148 46,300 SH   OTR 1 0 46,300 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,371 14,362 SH   OTR 5 1 0 14,362 0
KANSAS CITY SOUTHERN COM NEW 485170302 196 2,058 SH   SOLE   2,058 0 0
KAR AUCTION SVCS INC COM 48238T109 196 4,100 SH   OTR 1 0 4,100 0
KAR AUCTION SVCS INC COM 48238T109 15 309 SH   SOLE   309 0 0
KEANE GROUP INC COM 48669A108 123 15,000 SH   OTR 1 0 15,000 0
KEANE GROUP INC COM 48669A108 75 9,200 SH   SOLE   9,200 0 0
KELLOGG CO COM 487836108 1,916 33,611 SH   OTR 1 0 33,611 0
KELLOGG CO COM 487836108 226 3,963 SH   SOLE   3,963 0 0
KELLY SVCS INC CL A 488152208 285 13,900 SH   OTR 1 0 13,900 0
KELLY SVCS INC CL A 488152208 176 8,600 SH   SOLE   8,600 0 0
KEMET CORP COM NEW 488360207 502 28,600 SH   OTR 1 0 28,600 0
KEMET CORP COM NEW 488360207 309 17,600 SH   SOLE   17,600 0 0
KEMPER CORP DEL COM 488401100 5,121 77,154 SH   OTR 5 1 0 77,154 0
KEMPER CORP DEL COM 488401100 2,623 39,510 SH   SOLE   39,510 0 0
KEYCORP NEW COM 493267108 2,306 156,014 SH   OTR 1 0 156,014 0
KEYCORP NEW COM 493267108 246 16,620 SH   SOLE   16,620 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,181 35,130 SH   OTR 1 0 35,130 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 232 3,738 SH   SOLE   3,738 0 0
KFORCE INC COM 493732101 634 20,500 SH   OTR 1 0 20,500 0
KFORCE INC COM 493732101 393 12,700 SH   SOLE   12,700 0 0
KIMBALL ELECTRONICS INC COM 49428J109 98 6,300 SH   OTR 1 0 6,300 0
KIMBALL ELECTRONICS INC COM 49428J109 59 3,800 SH   SOLE   3,800 0 0
KIMBERLY CLARK CORP COM 494368103 4,265 37,428 SH   SOLE   37,428 0 0
KIMBERLY CLARK CORP COM 494368103 12,295 107,907 SH   OTR 5 1 0 107,907 0
KIMCO RLTY CORP COM 49446R109 2,304 157,275 SH   OTR 1 0 157,275 0
KIMCO RLTY CORP COM 49446R109 144 9,833 SH   SOLE   9,833 0 0
KINDER MORGAN INC DEL COM 49456B101 5,261 342,037 SH   OTR 1 0 342,037 0
KINDER MORGAN INC DEL COM 49456B101 457 29,719 SH   SOLE   29,719 0 0
KIRKLANDS INC COM 497498105 493 51,700 SH   OTR 1 0 51,700 0
KIRKLANDS INC COM 497498105 304 31,942 SH   SOLE   31,942 0 0
KLA-TENCOR CORP COM 482480100 1,244 13,896 SH   SOLE   13,896 0 0
KLA-TENCOR CORP COM 482480100 7,003 78,249 SH   OTR 5 1 0 78,249 0
KOHLS CORP COM 500255104 987 14,882 SH   SOLE   14,882 0 0
KOHLS CORP COM 500255104 8,771 132,208 SH   OTR 5 1 0 132,208 0
KRAFT HEINZ CO COM 500754106 4,683 108,805 SH   OTR 1 0 108,805 0
KRAFT HEINZ CO COM 500754106 419 9,738 SH   SOLE   9,738 0 0
KRATON CORPORATION COM 50077C106 181 8,300 SH   OTR 1 0 8,300 0
KRATON CORPORATION COM 50077C106 112 5,113 SH   SOLE   5,113 0 0
KROGER CO COM 501044101 15,553 565,567 SH   OTR 5 1 0 565,567 0
KROGER CO COM 501044101 3,726 135,486 SH   SOLE   135,486 0 0
L BRANDS INC COM 501797104 643 25,052 SH   SOLE   25,052 0 0
L BRANDS INC COM 501797104 6,329 246,553 SH   OTR 5 1 0 246,553 0
L3 TECHNOLOGIES INC COM 502413107 1,806 10,402 SH   OTR 1 0 10,402 0
L3 TECHNOLOGIES INC COM 502413107 213 1,227 SH   SOLE   1,227 0 0
LA Z BOY INC COM 505336107 272 9,800 SH   OTR 1 0 9,800 0
LA Z BOY INC COM 505336107 166 6,000 SH   SOLE   6,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,788 14,151 SH   OTR 1 0 14,151 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 210 1,664 SH   SOLE   1,664 0 0
LADDER CAP CORP CL A 505743104 879 56,800 SH   OTR 1 0 56,800 0
LADDER CAP CORP CL A 505743104 542 35,028 SH   SOLE   35,028 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 35 15,000 SH   SOLE   15,000 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 57 24,300 SH   OTR 1 0 24,300 0
LAM RESEARCH CORP COM 512807108 4,115 30,217 SH   SOLE   30,217 0 0
LAM RESEARCH CORP COM 512807108 21,393 157,104 SH   OTR 5 1 0 157,104 0
LAMAR ADVERTISING CO NEW CL A 512816109 6,354 91,842 SH   OTR 5 1 0 91,842 0
LAMAR ADVERTISING CO NEW CL A 512816109 647 9,349 SH   SOLE   9,349 0 0
LAMB WESTON HLDGS INC COM 513272104 1,428 19,407 SH   OTR 1 0 19,407 0
LAMB WESTON HLDGS INC COM 513272104 168 2,286 SH   SOLE   2,286 0 0
LANDS END INC NEW COM 51509F105 540 38,000 SH   OTR 1 0 38,000 0
LANDS END INC NEW COM 51509F105 331 23,284 SH   SOLE   23,284 0 0
LANTHEUS HLDGS INC COM 516544103 507 32,365 SH   SOLE   32,365 0 0
LANTHEUS HLDGS INC COM 516544103 822 52,500 SH   OTR 1 0 52,500 0
LAS VEGAS SANDS CORP COM 517834107 1,373 26,385 SH   OTR 1 0 26,385 0
LAUDER ESTEE COS INC CL A 518439104 487 3,743 SH   SOLE   3,743 0 0
LAUDER ESTEE COS INC CL A 518439104 4,341 33,370 SH   OTR 5 1 0 33,370 0
LAUREATE EDUCATION INC CL A 518613203 608 39,900 SH   OTR 1 0 39,900 0
LAUREATE EDUCATION INC CL A 518613203 375 24,600 SH   SOLE   24,600 0 0
LCNB CORP COM 50181P100 105 6,900 SH   OTR 1 0 6,900 0
LCNB CORP COM 50181P100 63 4,148 SH   SOLE   4,148 0 0
LEGG MASON INC COM 524901105 6,407 251,172 SH   OTR 1 0 251,172 0
LEGG MASON INC COM 524901105 473 18,560 SH   SOLE   18,560 0 0
LEGGETT & PLATT INC COM 524660107 73 2,037 SH   SOLE   2,037 0 0
LEGGETT & PLATT INC COM 524660107 620 17,288 SH   OTR 1 0 17,288 0
LEIDOS HLDGS INC COM 525327102 1,472 27,929 SH   SOLE   27,929 0 0
LEIDOS HLDGS INC COM 525327102 5,213 98,885 SH   OTR 1 0 98,885 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 13,677 10,999,000 PRN   OTR 1 0 10,999,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 29 23,000 PRN   OTR 4 0 23,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 3,331 2,677,000 PRN   SOLE   2,677,000 0 0
LENNAR CORP CL A 526057104 2,059 52,585 SH   OTR 1 0 52,585 0
LENNAR CORP CL A 526057104 179 4,568 SH   SOLE   4,568 0 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 176 157,000 PRN   SOLE   157,000 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 56 1,526 SH   SOLE   1,526 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 835 22,701 SH   OTR 1 0 22,701 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1,187 32,103 SH   OTR 1 0 32,103 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 89 2,407 SH   SOLE   2,407 0 0
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 383 805,000 PRN   SOLE   805,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 16,627 16,105,000 PRN   OTR 1 0 16,105,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 4,677 4,530,000 PRN   SOLE   4,530,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 23,220 21,645,000 PRN   OTR 1 0 21,645,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 77 72,000 PRN   OTR 4 0 72,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 5,125 4,775,000 PRN   SOLE   4,775,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 262 6,250 SH   OTR 1 0 6,250 0
LIBERTY PPTY TR SH BEN INT 531172104 19 458 SH   SOLE   458 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 404 25,400 SH   OTR 1 0 25,400 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 251 15,800 SH   SOLE   15,800 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 574 4,227 SH   OTR 1 0 4,227 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 352 2,594 SH   SOLE   2,594 0 0
LILLY ELI & CO COM 532457108 28,601 247,154 SH   OTR 5 1 0 247,154 0
LILLY ELI & CO COM 532457108 5,191 44,855 SH   SOLE   44,855 0 0
LIMELIGHT NETWORKS INC COM 53261M104 36 15,200 SH   OTR 1 0 15,200 0
LIMELIGHT NETWORKS INC COM 53261M104 22 9,400 SH   SOLE   9,400 0 0
LINCOLN NATL CORP IND COM 534187109 8,489 165,448 SH   OTR 5 1 0 165,448 0
LINCOLN NATL CORP IND COM 534187109 1,438 28,029 SH   SOLE   28,029 0 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 3,788 235,278 SH   OTR 1 0 235,278 0
LIONS GATE ENTMNT CORP CL A VTG 535919401 244 15,149 SH   SOLE   15,149 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 10 689 SH   SOLE   689 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 156 10,500 SH   OTR 1 0 10,500 0
LITTELFUSE INC COM 537008104 1,624 9,471 SH   OTR 1 0 9,471 0
LITTELFUSE INC COM 537008104 179 1,044 SH   SOLE   1,044 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,210 44,873 SH   OTR 1 0 44,873 0
LIVE NATION ENTERTAINMENT IN COM 538034109 214 4,350 SH   SOLE   4,350 0 0
LIVEPERSON INC COM 538146101 577 30,600 SH   OTR 1 0 30,600 0
LIVEPERSON INC COM 538146101 356 18,885 SH   SOLE   18,885 0 0
LKQ CORP COM 501889208 118 4,980 SH   SOLE   4,980 0 0
LKQ CORP COM 501889208 1,002 42,244 SH   OTR 1 0 42,244 0
LOCKHEED MARTIN CORP COM 539830109 1,066 4,071 SH   SOLE   4,071 0 0
LOCKHEED MARTIN CORP COM 539830109 12,289 46,934 SH   OTR 5 1 0 46,934 0
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LOEWS CORP COM 540424108 198 4,355 SH   SOLE   4,355 0 0
LOGMEIN INC COM 54142L109 9,204 112,839 SH   OTR 5 1 0 112,839 0
LOGMEIN INC COM 54142L109 1,888 23,147 SH   SOLE   23,147 0 0
LOWES COS INC COM 548661107 17,946 194,302 SH   OTR 5 1 0 194,302 0
LOWES COS INC COM 548661107 5,461 59,126 SH   SOLE   59,126 0 0
LOXO ONCOLOGY INC COM 548862101 434 3,096 SH   SOLE   3,096 0 0
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LPL FINL HLDGS INC COM 50212V100 12,248 200,532 SH   OTR 1 0 200,532 0
LPL FINL HLDGS INC COM 50212V100 1,615 26,433 SH   SOLE   26,433 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 33,866 33,611,000 PRN   OTR 1 0 33,611,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 60 60,000 PRN   OTR 4 0 60,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 9,246 9,170,000 PRN   SOLE   9,170,000 0 0
M & T BK CORP COM 55261F104 3,446 24,078 SH   OTR 1 0 24,078 0
M & T BK CORP COM 55261F104 316 2,207 SH   SOLE   2,207 0 0
MACERICH CO COM 554382101 608 14,049 SH   OTR 1 0 14,049 0
MACERICH CO COM 554382101 72 1,656 SH   SOLE   1,656 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 2,204 2,540,000 PRN   SOLE   2,540,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 40,545 40,715,000 PRN   OTR 1 0 40,715,000 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 8,893 8,926,000 PRN   SOLE   8,926,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 67 68,000 PRN   OTR 4 0 68,000 0
MACYS INC COM 55616P104 9,649 324,024 SH   OTR 5 1 0 324,024 0
MACYS INC COM 55616P104 1,374 46,150 SH   SOLE   46,150 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 169 1,500 SH   OTR 1 0 1,500 0
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MAGELLAN HEALTH INC COM NEW 559079207 700 12,300 SH   OTR 1 0 12,300 0
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MANHATTAN ASSOCS INC COM 562750109 7,118 167,991 SH   OTR 1 0 167,991 0
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MANPOWERGROUP INC COM 56418H100 156 2,409 SH   OTR 1 0 2,409 0
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MARATHON OIL CORP COM 565849106 3,946 275,149 SH   OTR 1 0 275,149 0
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MARATHON PETE CORP COM 56585A102 14,939 253,162 SH   OTR 5 1 0 253,162 0
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MARKEL CORP COM 570535104 2,779 2,677 SH   OTR 1 0 2,677 0
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MARRIOTT INTL INC NEW CL A 571903202 4,099 37,759 SH   OTR 1 0 37,759 0
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MARRIOTT VACATIONS WRLDWDE C NOTE 1.500% 9/1 57164YAB3 2,558 2,982,000 PRN   OTR 1 0 2,982,000 0
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MARRIOTT VACATIONS WRLDWDE C NOTE 1.500% 9/1 57164YAB3 962 1,115,000 PRN   SOLE   1,115,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 6,540 82,009 SH   OTR 1 0 82,009 0
MARSH & MCLENNAN COS INC COM 571748102 631 7,907 SH   SOLE   7,907 0 0
MARTIN MARIETTA MATLS INC COM 573284106 169 986 SH   SOLE   986 0 0
MARTIN MARIETTA MATLS INC COM 573284106 1,438 8,367 SH   OTR 1 0 8,367 0
MASCO CORP COM 574599106 3,446 117,860 SH   OTR 5 1 0 117,860 0
MASCO CORP COM 574599106 522 17,861 SH   SOLE   17,861 0 0
MASIMO CORP COM 574795100 525 4,889 SH   OTR 1 0 4,889 0
MASIMO CORP COM 574795100 58 541 SH   SOLE   541 0 0
MASTERCARD INCORPORATED CL A 57636Q104 54,857 290,788 SH   OTR 5 1 0 290,788 0
MASTERCARD INCORPORATED CL A 57636Q104 10,530 55,816 SH   SOLE   55,816 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 228 12,200 SH   SOLE   12,200 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 372 19,900 SH   OTR 1 0 19,900 0
MATCH GROUP INC COM 57665R106 53 1,249 SH   SOLE   1,249 0 0
MATCH GROUP INC COM 57665R106 478 11,184 SH   OTR 1 0 11,184 0
MATERION CORP COM 576690101 378 8,400 SH   OTR 1 0 8,400 0
MATERION CORP COM 576690101 234 5,200 SH   SOLE   5,200 0 0
MATRIX SVC CO COM 576853105 1,137 63,400 SH   OTR 1 0 63,400 0
MATRIX SVC CO COM 576853105 702 39,133 SH   SOLE   39,133 0 0
MATSON INC COM 57686G105 720 22,500 SH   OTR 1 0 22,500 0
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MAXIM INTEGRATED PRODS INC COM 57772K101 1,874 36,858 SH   OTR 1 0 36,858 0
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MAXIMUS INC COM 577933104 5,160 79,271 SH   OTR 5 1 0 79,271 0
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MCCORMICK & CO INC COM NON VTG 579780206 2,558 18,373 SH   OTR 1 0 18,373 0
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MCDONALDS CORP COM 580135101 23,743 133,711 SH   OTR 5 1 0 133,711 0
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MCKESSON CORP COM 58155Q103 11,195 101,344 SH   OTR 5 1 0 101,344 0
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MDU RES GROUP INC COM 552690109 3,242 135,971 SH   OTR 1 0 135,971 0
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MEDICAL PPTYS TRUST INC COM 58463J304 6,118 380,471 SH   OTR 5 1 0 380,471 0
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MEDICINES CO NOTE 2.750% 7/1 584688AG0 13,645 18,005,000 PRN   OTR 1 0 18,005,000 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 27 36,000 PRN   OTR 4 0 36,000 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 1,591 2,097,000 PRN   SOLE   2,097,000 0 0
MEDIFAST INC COM 58470H101 900 7,200 SH   OTR 1 0 7,200 0
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MEDPACE HLDGS INC COM 58506Q109 565 10,666 SH   SOLE   10,666 0 0
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MEET GROUP INC COM 58513U101 144 31,200 SH   OTR 1 0 31,200 0
MEET GROUP INC COM 58513U101 90 19,400 SH   SOLE   19,400 0 0
MERCK & CO INC COM 58933Y105 41,263 540,026 SH   OTR 5 1 0 540,026 0
MERCK & CO INC COM 58933Y105 10,717 140,251 SH   SOLE   140,251 0 0
MERCURY GENL CORP NEW COM 589400100 822 15,904 SH   OTR 1 0 15,904 0
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MERITOR INC COM 59001K100 1,069 63,200 SH   OTR 1 0 63,200 0
MERITOR INC COM 59001K100 661 39,060 SH   SOLE   39,060 0 0
METLIFE INC COM 59156R108 5,750 140,042 SH   SOLE   140,042 0 0
METLIFE INC COM 59156R108 15,134 368,584 SH   OTR 5 1 0 368,584 0
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METROPOLITAN BK HLDG CORP COM 591774104 182 5,900 SH   OTR 1 0 5,900 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,942 3,434 SH   OTR 1 0 3,434 0
METTLER TOLEDO INTERNATIONAL COM 592688105 228 403 SH   SOLE   403 0 0
MFS HIGH INCOME MUN TR SH BEN INT 59318D104 1,406 303,705 SH   SOLE   303,705 0 0
MFS MUN INCOME TR SH BEN INT 552738106 605 98,613 SH   OTR 1 0 98,613 0
MFS MUN INCOME TR SH BEN INT 552738106 2,134 347,524 SH   SOLE   347,524 0 0
MGIC INVT CORP WIS COM 552848103 136 13,000 SH   OTR 1 0 13,000 0
MGIC INVT CORP WIS COM 552848103 83 7,900 SH   SOLE   7,900 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2,742 113,028 SH   OTR 5 1 0 113,028 0
MGM RESORTS INTERNATIONAL COM 552953101 320 13,195 SH   SOLE   13,195 0 0
MICHAELS COS INC COM 59408Q106 31 2,321 SH   SOLE   2,321 0 0
MICHAELS COS INC COM 59408Q106 415 30,681 SH   OTR 1 0 30,681 0
MICROCHIP TECHNOLOGY INC COM 595017104 2,250 31,284 SH   OTR 1 0 31,284 0
MICROCHIP TECHNOLOGY INC COM 595017104 265 3,688 SH   SOLE   3,688 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 49,250 34,853,000 PRN   OTR 1 0 34,853,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 111 79,000 PRN   OTR 4 0 79,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 7,568 5,354,000 PRN   SOLE   5,354,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 12,079 12,327,000 PRN   OTR 1 0 12,327,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 11,999 12,245,000 PRN   SOLE   12,245,000 0 0
MICRON TECHNOLOGY INC COM 595112103 22,721 716,064 SH   OTR 5 1 0 716,064 0
MICRON TECHNOLOGY INC COM 595112103 5,270 166,082 SH   SOLE   166,082 0 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 23,104 20,795,000 PRN   OTR 1 0 20,795,000 0
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 7,898 7,109,000 PRN   SOLE   7,109,000 0 0
MICROSOFT CORP COM 594918104 251,435 2,475,483 SH   OTR 5 1 0 2,475,483 0
MICROSOFT CORP COM 594918104 46,055 453,434 SH   SOLE   453,434 0 0
MID AMER APT CMNTYS INC COM 59522J103 5,502 57,490 SH   OTR 5 1 0 57,490 0
MID AMER APT CMNTYS INC COM 59522J103 941 9,828 SH   SOLE   9,828 0 0
MIDDLESEX WATER CO COM 596680108 229 4,300 SH   OTR 1 0 4,300 0
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MIDSTATES PETE CO INC COM PAR 59804T407 250 33,300 SH   OTR 1 0 33,300 0
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MIDWESTONE FINL GROUP INC NE COM 598511103 213 8,574 SH   SOLE   8,574 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 345 13,900 SH   OTR 1 0 13,900 0
MILLER HERMAN INC COM 600544100 124 4,100 SH   OTR 1 0 4,100 0
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MILLER INDS INC TENN COM NEW 600551204 270 10,000 SH   OTR 1 0 10,000 0
MILLER INDS INC TENN COM NEW 600551204 175 6,496 SH   SOLE   6,496 0 0
MKS INSTRUMENT INC COM 55306N104 2,565 39,704 SH   OTR 1 0 39,704 0
MKS INSTRUMENT INC COM 55306N104 243 3,756 SH   SOLE   3,756 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,529 218,430 SH   OTR 1 0 218,430 0
MOHAWK INDS INC COM 608190104 985 8,422 SH   OTR 1 0 8,422 0
MOHAWK INDS INC COM 608190104 116 993 SH   SOLE   993 0 0
MOLINA HEALTHCARE INC COM 60855R100 2,399 20,641 SH   OTR 1 0 20,641 0
MOLINA HEALTHCARE INC COM 60855R100 371 3,189 SH   SOLE   3,189 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 27,158 9,443,000 PRN   OTR 1 0 9,443,000 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 129 45,000 PRN   OTR 4 0 45,000 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 7,070 2,457,000 PRN   SOLE   2,457,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 13,733 244,537 SH   OTR 5 1 0 244,537 0
MOLSON COORS BREWING CO CL B 60871R209 4,509 80,280 SH   SOLE   80,280 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 129 11,662 SH   SOLE   11,662 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 194 17,569 SH   OTR 1 0 17,569 0
MONDELEZ INTL INC CL A 609207105 8,946 223,490 SH   OTR 1 0 223,490 0
MONDELEZ INTL INC CL A 609207105 919 22,966 SH   SOLE   22,966 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,640 53,644 SH   OTR 1 0 53,644 0
MONSTER BEVERAGE CORP NEW COM 61174X109 307 6,230 SH   SOLE   6,230 0 0
MOODYS CORP COM 615369105 3,188 22,765 SH   OTR 1 0 22,765 0
MOODYS CORP COM 615369105 375 2,678 SH   SOLE   2,678 0 0
MORGAN STANLEY COM NEW 617446448 8,117 204,709 SH   OTR 1 0 204,709 0
MORGAN STANLEY COM NEW 617446448 815 20,550 SH   SOLE   20,550 0 0
MOSAIC CO NEW COM 61945C103 18,337 627,774 SH   OTR 5 1 0 627,774 0
MOSAIC CO NEW COM 61945C103 4,484 153,514 SH   SOLE   153,514 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,269 28,419 SH   OTR 1 0 28,419 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,544 13,421 SH   SOLE   13,421 0 0
MSA SAFETY INC COM 553498106 674 7,154 SH   OTR 5 1 0 7,154 0
MSA SAFETY INC COM 553498106 404 4,287 SH   SOLE   4,287 0 0
MSCI INC COM 55354G100 1,739 11,797 SH   OTR 1 0 11,797 0
MSCI INC COM 55354G100 205 1,391 SH   SOLE   1,391 0 0
MURPHY OIL CORP COM 626717102 8,407 359,419 SH   OTR 5 1 0 359,419 0
MURPHY OIL CORP COM 626717102 2,299 98,274 SH   SOLE   98,274 0 0
MYR GROUP INC DEL COM 55405W104 146 5,200 SH   OTR 1 0 5,200 0
MYR GROUP INC DEL COM 55405W104 90 3,200 SH   SOLE   3,200 0 0
MYRIAD GENETICS INC COM 62855J104 375 12,910 SH   OTR 1 0 12,910 0
MYRIAD GENETICS INC COM 62855J104 227 7,821 SH   SOLE   7,821 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 777 1,255,000 PRN   SOLE   1,255,000 0 0
NANOMETRICS INC COM 630077105 380 13,900 SH   OTR 1 0 13,900 0
NANOMETRICS INC COM 630077105 235 8,600 SH   SOLE   8,600 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 482 32,500 SH   OTR 1 0 32,500 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 297 20,000 SH   SOLE   20,000 0 0
NASDAQ INC COM 631103108 7,099 87,034 SH   OTR 5 1 0 87,034 0
NASDAQ INC COM 631103108 1,776 21,770 SH   SOLE   21,770 0 0
NATIONAL GEN HLDGS CORP COM 636220303 604 24,958 SH   SOLE   24,958 0 0
NATIONAL GEN HLDGS CORP COM 636220303 981 40,500 SH   OTR 1 0 40,500 0
NATIONAL OILWELL VARCO INC COM 637071101 154 5,992 SH   SOLE   5,992 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,306 50,816 SH   OTR 1 0 50,816 0
NATIONAL PRESTO INDS INC COM 637215104 187 1,600 SH   OTR 1 0 1,600 0
NATIONAL PRESTO INDS INC COM 637215104 117 1,000 SH   SOLE   1,000 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 1,494 30,807 SH   OTR 1 0 30,807 0
NATIONAL RETAIL PPTYS INC COM 637417106 49 1,011 SH   SOLE   1,011 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 492 32,100 SH   OTR 1 0 32,100 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 304 19,840 SH   SOLE   19,840 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 89 4,818 SH   SOLE   4,818 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 142 7,700 SH   OTR 1 0 7,700 0
NAVISTAR INTL CORP NEW NOTE 4.750% 4/1 63934EAS7 685 685,000 PRN   SOLE   685,000 0 0
NCI BUILDING SYS INC COM NEW 628852204 367 50,617 SH   SOLE   50,617 0 0
NCI BUILDING SYS INC COM NEW 628852204 595 82,100 SH   OTR 1 0 82,100 0
NEKTAR THERAPEUTICS COM 640268108 775 23,563 SH   OTR 1 0 23,563 0
NEKTAR THERAPEUTICS COM 640268108 91 2,774 SH   SOLE   2,774 0 0
NEOGENOMICS INC COM NEW 64049M209 353 28,000 SH   OTR 1 0 28,000 0
NEOGENOMICS INC COM NEW 64049M209 218 17,300 SH   SOLE   17,300 0 0
NETAPP INC COM 64110D104 10,661 178,662 SH   OTR 1 0 178,662 0
NETAPP INC COM 64110D104 749 12,555 SH   SOLE   12,555 0 0
NETFLIX INC COM 64110L106 5,811 21,710 SH   SOLE   21,710 0 0
NETFLIX INC COM 64110L106 35,397 132,246 SH   OTR 5 1 0 132,246 0
NETGEAR INC COM 64111Q104 140 2,700 SH   SOLE   2,700 0 0
NETGEAR INC COM 64111Q104 224 4,300 SH   OTR 1 0 4,300 0
NETSCOUT SYS INC COM 64115T104 633 26,800 SH   OTR 1 0 26,800 0
NETSCOUT SYS INC COM 64115T104 392 16,580 SH   SOLE   16,580 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 1,143 16,003 SH   OTR 1 0 16,003 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 126 1,769 SH   SOLE   1,769 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 21,497 17,980,000 PRN   OTR 1 0 17,980,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 68 57,000 PRN   OTR 4 0 57,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 4,153 3,472,000 PRN   SOLE   3,472,000 0 0
NEW JERSEY RES COM 646025106 712 15,600 SH   OTR 1 0 15,600 0
NEW JERSEY RES COM 646025106 446 9,774 SH   SOLE   9,774 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 388 33,530 SH   SOLE   33,530 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 629 54,400 SH   OTR 1 0 54,400 0
NEW RELIC INC COM 64829B100 737 9,100 SH   OTR 1 0 9,100 0
NEW RELIC INC COM 64829B100 451 5,575 SH   SOLE   5,575 0 0
NEW SR INVT GROUP INC COM 648691103 94 22,800 SH   OTR 1 0 22,800 0
NEW SR INVT GROUP INC COM 648691103 58 14,000 SH   SOLE   14,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,099 116,774 SH   SOLE   116,774 0 0
NEWELL BRANDS INC COM 651229106 1,073 57,733 SH   OTR 1 0 57,733 0
NEWELL BRANDS INC COM 651229106 127 6,807 SH   SOLE   6,807 0 0
NEWFIELD EXPL CO COM 651290108 389 26,544 SH   OTR 1 0 26,544 0
NEWFIELD EXPL CO COM 651290108 46 3,130 SH   SOLE   3,130 0 0
NEWMONT MINING CORP COM 651639106 3,221 92,966 SH   OTR 1 0 92,966 0
NEWMONT MINING CORP COM 651639106 319 9,198 SH   SOLE   9,198 0 0
NEWS CORP NEW CL A 65249B109 4,858 428,039 SH   OTR 5 1 0 428,039 0
NEWS CORP NEW CL A 65249B109 829 73,025 SH   SOLE   73,025 0 0
NEWS CORP NEW CL B 65249B208 2,183 188,983 SH   OTR 5 1 0 188,983 0
NEWS CORP NEW CL B 65249B208 364 31,508 SH   SOLE   31,508 0 0
NEXTERA ENERGY INC COM 65339F101 14,166 81,498 SH   OTR 5 1 0 81,498 0
NEXTERA ENERGY INC COM 65339F101 2,235 12,857 SH   SOLE   12,857 0 0
NIC INC COM 62914B100 84 6,700 SH   OTR 1 0 6,700 0
NIC INC COM 62914B100 52 4,202 SH   SOLE   4,202 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 101 74,000 PRN   OTR 4 0 74,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 12,507 9,121,000 PRN   SOLE   9,121,000 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 57,492 41,944,000 PRN   OTR 1 0 41,944,000 0
NII HLDGS INC COM PAR 62913F508 121 27,400 SH   OTR 1 0 27,400 0
NII HLDGS INC COM PAR 62913F508 75 17,000 SH   SOLE   17,000 0 0
NIKE INC CL B 654106103 19,979 269,473 SH   OTR 5 1 0 269,473 0
NIKE INC CL B 654106103 2,893 39,027 SH   SOLE   39,027 0 0
NISOURCE INC COM 65473P105 1,258 49,615 SH   OTR 1 0 49,615 0
NISOURCE INC COM 65473P105 148 5,849 SH   SOLE   5,849 0 0
NOBLE ENERGY INC COM 655044105 1,204 64,162 SH   OTR 1 0 64,162 0
NOBLE ENERGY INC COM 655044105 142 7,565 SH   SOLE   7,565 0 0
NORDSTROM INC COM 655664100 1,347 28,889 SH   OTR 1 0 28,889 0
NORDSTROM INC COM 655664100 141 3,028 SH   SOLE   3,028 0 0
NORFOLK SOUTHERN CORP COM 655844108 9,135 61,084 SH   OTR 5 1 0 61,084 0
NORFOLK SOUTHERN CORP COM 655844108 1,267 8,473 SH   SOLE   8,473 0 0
NORTHERN TR CORP COM 665859104 5,178 61,943 SH   OTR 5 1 0 61,943 0
NORTHERN TR CORP COM 665859104 531 6,352 SH   SOLE   6,352 0 0
NORTHROP GRUMMAN CORP COM 666807102 7,708 31,476 SH   OTR 5 1 0 31,476 0
NORTHROP GRUMMAN CORP COM 666807102 1,265 5,164 SH   SOLE   5,164 0 0
NORTHWESTERN CORP COM NEW 668074305 279 4,700 SH   OTR 1 0 4,700 0
NORTHWESTERN CORP COM NEW 668074305 173 2,905 SH   SOLE   2,905 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 429 700,000 PRN   SOLE   700,000 0 0
NOVAVAX INC NOTE 3.750% 2/0 670002AB0 4,471 7,300,000 PRN   OTR 1 0 7,300,000 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 7,432 1,800,000 PRN   OTR 1 0 1,800,000 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 3,518 852,000 PRN   SOLE   852,000 0 0
NRG ENERGY INC COM NEW 629377508 17,691 446,753 SH   OTR 5 1 0 446,753 0
NRG ENERGY INC COM NEW 629377508 5,016 126,655 SH   SOLE   126,655 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 3,760 61,300 SH   OTR 1 0 61,300 0
NU SKIN ENTERPRISES INC CL A 67018T105 1,129 18,414 SH   SOLE   18,414 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 7,496 566,589 SH   OTR 1 0 566,589 0
NUANCE COMMUNICATIONS INC COM 67020Y100 518 39,133 SH   SOLE   39,133 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 17,370 19,609,000 PRN   OTR 1 0 19,609,000 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 2,579 2,911,000 PRN   SOLE   2,911,000 0 0
NUCOR CORP COM 670346105 4,548 87,784 SH   OTR 1 0 87,784 0
NUCOR CORP COM 670346105 358 6,918 SH   SOLE   6,918 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 16,065 15,246,000 PRN   OTR 1 0 15,246,000 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 64 61,000 PRN   OTR 4 0 61,000 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 3,204 3,037,000 PRN   SOLE   3,037,000 0 0
NUVEEN AMT FREE MUN CR INC F COM 67071L106 15,801 1,130,278 SH   SOLE   1,130,278 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 22,098 1,795,140 SH   SOLE   1,795,140 0 0
NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2,344 200,000 SH   SOLE   200,000 0 0
NUVEEN MICHIGAN QLT MUN INC COM 670979103 3,738 300,000 SH   SOLE   300,000 0 0
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 16,980 1,265,291 SH   SOLE   1,265,291 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1,165 100,000 SH   OTR 1 0 100,000 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 6,391 548,590 SH   SOLE   548,590 0 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 6,869 563,000 SH   SOLE   563,000 0 0
NVIDIA CORP COM 67066G104 20,510 153,635 SH   OTR 5 1 0 153,635 0
NVIDIA CORP COM 67066G104 2,825 21,161 SH   SOLE   21,161 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 11,161 32,414 SH   OTR 5 1 0 32,414 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 778 2,260 SH   SOLE   2,260 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 30,449 34,555,000 PRN   OTR 1 0 34,555,000 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 6,201 7,034,000 PRN   SOLE   7,034,000 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 73 83,000 PRN   OTR 4 0 83,000 0
OCCIDENTAL PETE CORP DEL COM 674599105 9,745 158,771 SH   OTR 5 1 0 158,771 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,865 30,382 SH   SOLE   30,382 0 0
OFFICE DEPOT INC COM 676220106 783 303,600 SH   OTR 1 0 303,600 0
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OFG BANCORP COM 67103X102 889 54,000 SH   OTR 1 0 54,000 0
OFG BANCORP COM 67103X102 550 33,384 SH   SOLE   33,384 0 0
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OGE ENERGY CORP COM 670837103 7,455 190,234 SH   OTR 5 1 0 190,234 0
OLD DOMINION FGHT LINES INC COM 679580100 247 2,000 SH   OTR 1 0 2,000 0
OLD DOMINION FGHT LINES INC COM 679580100 19 151 SH   SOLE   151 0 0
OLD REP INTL CORP COM 680223104 4,897 238,078 SH   OTR 5 1 0 238,078 0
OLD REP INTL CORP COM 680223104 444 21,565 SH   SOLE   21,565 0 0
OLIN CORP COM PAR $1 680665205 1,860 92,468 SH   OTR 1 0 92,468 0
OLIN CORP COM PAR $1 680665205 129 6,413 SH   SOLE   6,413 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 14,289 406,526 SH   OTR 5 1 0 406,526 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,733 77,741 SH   SOLE   77,741 0 0
OMNICOM GROUP INC COM 681919106 17,136 233,973 SH   OTR 5 1 0 233,973 0
OMNICOM GROUP INC COM 681919106 3,223 44,000 SH   SOLE   44,000 0 0
OMNOVA SOLUTIONS INC COM 682129101 109 14,900 SH   OTR 1 0 14,900 0
OMNOVA SOLUTIONS INC COM 682129101 67 9,200 SH   SOLE   9,200 0 0
ON SEMICONDUCTOR CORP COM 682189105 9,806 593,953 SH   OTR 1 0 593,953 0
ON SEMICONDUCTOR CORP COM 682189105 669 40,550 SH   SOLE   40,550 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 27,813 25,181,000 PRN   OTR 1 0 25,181,000 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 64 58,000 PRN   OTR 4 0 58,000 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 5,032 4,554,000 PRN   SOLE   4,554,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2,852 2,650,000 PRN   SOLE   2,650,000 0 0
ONE GAS INC COM 68235P108 191 2,400 SH   OTR 1 0 2,400 0
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ONEOK INC NEW COM 682680103 8,222 152,405 SH   OTR 1 0 152,405 0
ONEOK INC NEW COM 682680103 778 14,426 SH   SOLE   14,426 0 0
OPKO HEALTH INC COM 68375N103 136 45,081 SH   SOLE   45,081 0 0
OPKO HEALTH INC COM 68375N103 217 72,000 SH   OTR 1 0 72,000 0
ORACLE CORP COM 68389X105 42,071 931,797 SH   OTR 5 1 0 931,797 0
ORACLE CORP COM 68389X105 10,855 240,416 SH   SOLE   240,416 0 0
ORION GROUP HOLDINGS INC COM 68628V308 148 34,400 SH   OTR 1 0 34,400 0
ORION GROUP HOLDINGS INC COM 68628V308 91 21,311 SH   SOLE   21,311 0 0
ORTHOFIX MED INC COM 68752M108 772 14,700 SH   OTR 1 0 14,700 0
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OSHKOSH CORP COM 688239201 2,767 45,133 SH   SOLE   45,133 0 0
OSHKOSH CORP COM 688239201 11,385 185,697 SH   OTR 5 1 0 185,697 0
OSI SYSTEMS INC COM 671044105 257 3,500 SH   SOLE   3,500 0 0
OSI SYSTEMS INC COM 671044105 410 5,600 SH   OTR 1 0 5,600 0
OUTFRONT MEDIA INC COM 69007J106 893 49,280 SH   OTR 1 0 49,280 0
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OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 235 141,300 SH   OTR 1 0 141,300 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 143 86,251 SH   SOLE   86,251 0 0
OWENS ILL INC COM NEW 690768403 2,106 122,180 SH   OTR 1 0 122,180 0
OWENS ILL INC COM NEW 690768403 138 8,006 SH   SOLE   8,006 0 0
PACCAR INC COM 693718108 2,344 41,016 SH   SOLE   41,016 0 0
PACCAR INC COM 693718108 12,135 212,379 SH   OTR 5 1 0 212,379 0
PACIRA PHARMACEUTICALS INC COM 695127100 972 22,600 SH   OTR 1 0 22,600 0
PACIRA PHARMACEUTICALS INC COM 695127100 602 13,997 SH   SOLE   13,997 0 0
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 17,618 17,726,000 PRN   OTR 1 0 17,726,000 0
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 48 48,000 PRN   OTR 4 0 48,000 0
PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 4,559 4,585,000 PRN   SOLE   4,585,000 0 0
PACKAGING CORP AMER COM 695156109 3,921 46,983 SH   OTR 5 1 0 46,983 0
PACKAGING CORP AMER COM 695156109 1,033 12,379 SH   SOLE   12,379 0 0
PALO ALTO NETWORKS INC COM 697435105 3,554 18,867 SH   OTR 1 0 18,867 0
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PAR PACIFIC HOLDINGS INC COM NEW 69888T207 580 40,907 SH   SOLE   40,907 0 0
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PEABODY ENERGY CORP NEW COM 704551100 1,140 37,400 SH   OTR 1 0 37,400 0
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PHILIP MORRIS INTL INC COM 718172109 18,437 276,167 SH   OTR 5 1 0 276,167 0
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PLEXUS CORP COM 729132100 138 2,700 SH   SOLE   2,700 0 0
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PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 36,318 32,836,000 PRN   OTR 1 0 32,836,000 0
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PROCTER AND GAMBLE CO COM 742718109 48,943 532,453 SH   OTR 5 1 0 532,453 0
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PROGRESS SOFTWARE CORP COM 743312100 437 12,300 SH   OTR 1 0 12,300 0
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PROSPECT CAPITAL CORPORATION NOTE 4.750% 4/1 74348TAQ5 1,755 1,770,000 PRN   SOLE   1,770,000 0 0
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PS BUSINESS PKS INC CALIF COM 69360J107 131 1,000 SH   OTR 1 0 1,000 0
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PTC THERAPEUTICS INC COM 69366J200 347 10,100 SH   OTR 1 0 10,100 0
PTC THERAPEUTICS INC COM 69366J200 207 6,027 SH   SOLE   6,027 0 0
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PULTE GROUP INC COM 745867101 3,283 126,299 SH   OTR 5 1 0 126,299 0
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PUMA BIOTECHNOLOGY INC COM 74587V107 138 6,774 SH   OTR 1 0 6,774 0
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PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 13,869 1,234,990 SH   SOLE   1,234,990 0 0
PVH CORP COM 693656100 1,328 14,289 SH   OTR 1 0 14,289 0
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PYXUS INTL INC COM 74737V106 128 10,800 SH   OTR 1 0 10,800 0
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Q2 HLDGS INC COM 74736L109 253 5,100 SH   OTR 1 0 5,100 0
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QORVO INC COM 74736K101 10,649 175,353 SH   OTR 5 1 0 175,353 0
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QUAD / GRAPHICS INC COM CL A 747301109 694 56,331 SH   OTR 1 0 56,331 0
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QUALCOMM INC COM 747525103 11,468 201,506 SH   OTR 5 1 0 201,506 0
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QUALYS INC COM 74758T303 209 2,800 SH   SOLE   2,800 0 0
QUALYS INC COM 74758T303 344 4,600 SH   OTR 1 0 4,600 0
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QUEST DIAGNOSTICS INC COM 74834L100 2,024 24,307 SH   OTR 5 1 0 24,307 0
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QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 13,788 14,543,000 PRN   OTR 1 0 14,543,000 0
QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 2,638 2,782,000 PRN   SOLE   2,782,000 0 0
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RADIAN GROUP INC COM 750236101 237 14,500 SH   OTR 1 0 14,500 0
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RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 851 1,104,000 PRN   OTR 1 0 1,104,000 0
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RADNET INC COM 750491102 841 82,700 SH   OTR 1 0 82,700 0
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RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 14,434 16,548,000 PRN   OTR 1 0 16,548,000 0
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RAYMOND JAMES FINANCIAL INC COM 754730109 2,067 27,772 SH   SOLE   27,772 0 0
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TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 2,288 2,409,000 PRN   SOLE   2,409,000 0 0
TRAVELERS COMPANIES INC COM 89417E109 15,917 132,920 SH   OTR 5 1 0 132,920 0
TRAVELERS COMPANIES INC COM 89417E109 3,570 29,813 SH   SOLE   29,813 0 0
TRAVELZOO COM NEW 89421Q205 297 30,200 SH   OTR 1 0 30,200 0
TRAVELZOO COM NEW 89421Q205 178 18,092 SH   SOLE   18,092 0 0
TREDEGAR CORP COM 894650100 409 25,800 SH   OTR 1 0 25,800 0
TREDEGAR CORP COM 894650100 253 15,975 SH   SOLE   15,975 0 0
TREEHOUSE FOODS INC COM 89469A104 8,140 160,520 SH   OTR 1 0 160,520 0
TREEHOUSE FOODS INC COM 89469A104 1,306 25,748 SH   SOLE   25,748 0 0
TRIBUNE PUBG CO NEW COM 89609W107 685 60,400 SH   OTR 1 0 60,400 0
TRIBUNE PUBG CO NEW COM 89609W107 423 37,312 SH   SOLE   37,312 0 0
TRIMAS CORP COM NEW 896215209 251 9,200 SH   OTR 1 0 9,200 0
TRIMAS CORP COM NEW 896215209 153 5,600 SH   SOLE   5,600 0 0
TRIPADVISOR INC COM 896945201 10,707 198,491 SH   OTR 5 1 0 198,491 0
TRIPADVISOR INC COM 896945201 1,616 29,957 SH   SOLE   29,957 0 0
TRIPLE-S MGMT CORP CL B 896749108 679 39,038 SH   OTR 1 0 39,038 0
TRIPLE-S MGMT CORP CL B 896749108 418 24,045 SH   SOLE   24,045 0 0
TRISTATE CAP HLDGS INC COM 89678F100 253 13,000 SH   OTR 1 0 13,000 0
TRISTATE CAP HLDGS INC COM 89678F100 158 8,100 SH   SOLE   8,100 0 0
TRUEBLUE INC COM 89785X101 828 37,208 SH   OTR 1 0 37,208 0
TRUEBLUE INC COM 89785X101 512 23,031 SH   SOLE   23,031 0 0
TTM TECHNOLOGIES INC COM 87305R109 79 8,100 SH   SOLE   8,100 0 0
TTM TECHNOLOGIES INC COM 87305R109 127 13,100 SH   OTR 1 0 13,100 0
TURNING PT BRANDS INC COM 90041L105 980 36,002 SH   OTR 1 0 36,002 0
TURNING PT BRANDS INC COM 90041L105 492 18,088 SH   SOLE   18,088 0 0
TURTLE BEACH CORP COM NEW 900450206 539 37,800 SH   OTR 1 0 37,800 0
TURTLE BEACH CORP COM NEW 900450206 333 23,366 SH   SOLE   23,366 0 0
TUTOR PERINI CORP COM 901109108 152 9,500 SH   OTR 1 0 9,500 0
TUTOR PERINI CORP COM 901109108 92 5,792 SH   SOLE   5,792 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 1,449 30,120 SH   SOLE   30,120 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 9,366 194,633 SH   OTR 5 1 0 194,633 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,716 35,909 SH   SOLE   35,909 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 4,501 94,207 SH   OTR 5 1 0 94,207 0
TWITTER INC COM 90184L102 5,334 185,606 SH   OTR 1 0 185,606 0
TWITTER INC COM 90184L102 609 21,193 SH   SOLE   21,193 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 18,056 18,563,000 PRN   OTR 1 0 18,563,000 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 4,755 4,888,000 PRN   SOLE   4,888,000 0 0
TYSON FOODS INC CL A 902494103 13,346 249,920 SH   OTR 5 1 0 249,920 0
TYSON FOODS INC CL A 902494103 3,693 69,166 SH   SOLE   69,166 0 0
UBIQUITI NETWORKS INC COM 90347A100 345 3,475 SH   SOLE   3,475 0 0
UBIQUITI NETWORKS INC COM 90347A100 6,167 62,033 SH   OTR 1 0 62,033 0
UDR INC COM 902653104 3,347 84,483 SH   OTR 1 0 84,483 0
UDR INC COM 902653104 248 6,251 SH   SOLE   6,251 0 0
UGI CORP NEW COM 902681105 6,773 126,963 SH   OTR 5 1 0 126,963 0
UGI CORP NEW COM 902681105 1,156 21,671 SH   SOLE   21,671 0 0
ULTA BEAUTY INC COM 90384S303 11,824 48,292 SH   OTR 5 1 0 48,292 0
ULTA BEAUTY INC COM 90384S303 1,610 6,574 SH   SOLE   6,574 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 419 9,644 SH   OTR 1 0 9,644 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 260 5,991 SH   SOLE   5,991 0 0
UNDER ARMOUR INC CL A 904311107 1,239 70,112 SH   OTR 1 0 70,112 0
UNDER ARMOUR INC CL A 904311107 109 6,152 SH   SOLE   6,152 0 0
UNDER ARMOUR INC CL C 904311206 410 25,335 SH   OTR 1 0 25,335 0
UNDER ARMOUR INC CL C 904311206 48 2,987 SH   SOLE   2,987 0 0
UNION PAC CORP COM 907818108 25,985 187,984 SH   OTR 5 1 0 187,984 0
UNION PAC CORP COM 907818108 3,132 22,659 SH   SOLE   22,659 0 0
UNISYS CORP COM NEW 909214306 447 38,400 SH   OTR 1 0 38,400 0
UNISYS CORP COM NEW 909214306 276 23,764 SH   SOLE   23,764 0 0
UNIT CORP COM 909218109 374 26,200 SH   OTR 1 0 26,200 0
UNIT CORP COM 909218109 230 16,093 SH   SOLE   16,093 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 562 26,200 SH   OTR 1 0 26,200 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 346 16,100 SH   SOLE   16,100 0 0
UNITED CONTL HLDGS INC COM 910047109 19,097 228,084 SH   OTR 5 1 0 228,084 0
UNITED CONTL HLDGS INC COM 910047109 3,411 40,740 SH   SOLE   40,740 0 0
UNITED INS HLDGS CORP COM 910710102 70 4,200 SH   SOLE   4,200 0 0
UNITED INS HLDGS CORP COM 910710102 113 6,800 SH   OTR 1 0 6,800 0
UNITED PARCEL SERVICE INC CL B 911312106 13,396 137,353 SH   OTR 1 0 137,353 0
UNITED PARCEL SERVICE INC CL B 911312106 1,209 12,400 SH   SOLE   12,400 0 0
UNITED RENTALS INC COM 911363109 12,046 117,488 SH   OTR 5 1 0 117,488 0
UNITED RENTALS INC COM 911363109 1,947 18,986 SH   SOLE   18,986 0 0
UNITED STATES CELLULAR CORP COM 911684108 7,882 151,671 SH   OTR 1 0 151,671 0
UNITED STATES CELLULAR CORP COM 911684108 1,218 23,436 SH   SOLE   23,436 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,678 25,148 SH   SOLE   25,148 0 0
UNITED TECHNOLOGIES CORP COM 913017109 22,541 211,688 SH   OTR 5 1 0 211,688 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 1,864 17,115 SH   SOLE   17,115 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 3,605 33,105 SH   OTR 5 1 0 33,105 0
UNITEDHEALTH GROUP INC COM 91324P102 82,866 332,635 SH   OTR 5 1 0 332,635 0
UNITEDHEALTH GROUP INC COM 91324P102 15,554 62,435 SH   SOLE   62,435 0 0
UNITI GROUP INC COM 91325V108 8,221 527,983 SH   OTR 1 0 527,983 0
UNITI GROUP INC COM 91325V108 426 27,347 SH   SOLE   27,347 0 0
UNIVERSAL CORP VA COM 913456109 893 16,500 SH   OTR 1 0 16,500 0
UNIVERSAL CORP VA COM 913456109 551 10,167 SH   SOLE   10,167 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 703 6,035 SH   SOLE   6,035 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 4,973 42,665 SH   OTR 5 1 0 42,665 0
UNIVERSAL INS HLDGS INC COM 91359V107 902 23,800 SH   OTR 1 0 23,800 0
UNIVERSAL INS HLDGS INC COM 91359V107 559 14,745 SH   SOLE   14,745 0 0
UNUM GROUP COM 91529Y106 5,282 179,794 SH   OTR 5 1 0 179,794 0
UNUM GROUP COM 91529Y106 1,321 44,964 SH   SOLE   44,964 0 0
UPLAND SOFTWARE INC COM 91544A109 196 7,200 SH   OTR 1 0 7,200 0
UPLAND SOFTWARE INC COM 91544A109 120 4,400 SH   SOLE   4,400 0 0
URBAN OUTFITTERS INC COM 917047102 2,943 88,659 SH   OTR 1 0 88,659 0
URBAN OUTFITTERS INC COM 917047102 215 6,466 SH   SOLE   6,466 0 0
US BANCORP DEL COM NEW 902973304 10,464 228,977 SH   OTR 1 0 228,977 0
US BANCORP DEL COM NEW 902973304 1,096 23,980 SH   SOLE   23,980 0 0
US FOODS HLDG CORP COM 912008109 3,961 125,200 SH   OTR 1 0 125,200 0
US FOODS HLDG CORP COM 912008109 298 9,424 SH   SOLE   9,424 0 0
USA TRUCK INC COM 902925106 278 18,600 SH   OTR 1 0 18,600 0
USA TRUCK INC COM 902925106 172 11,457 SH   SOLE   11,457 0 0
USANA HEALTH SCIENCES INC COM 90328M107 1,024 8,700 SH   OTR 1 0 8,700 0
USANA HEALTH SCIENCES INC COM 90328M107 627 5,323 SH   SOLE   5,323 0 0
V F CORP COM 918204108 3,171 44,450 SH   OTR 1 0 44,450 0
V F CORP COM 918204108 373 5,231 SH   SOLE   5,231 0 0
VALERO ENERGY CORP NEW COM 91913Y100 13,286 177,216 SH   OTR 5 1 0 177,216 0
VALERO ENERGY CORP NEW COM 91913Y100 3,678 49,061 SH   SOLE   49,061 0 0
VALLEY NATL BANCORP COM 919794107 630 70,900 SH   OTR 1 0 70,900 0
VALLEY NATL BANCORP COM 919794107 388 43,700 SH   SOLE   43,700 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 416,269 1,811,360 SH   OTR 3 0 1,811,360 0
VARIAN MED SYS INC COM 92220P105 14,639 129,194 SH   OTR 5 1 0 129,194 0
VARIAN MED SYS INC COM 92220P105 2,382 21,023 SH   SOLE   21,023 0 0
VARONIS SYS INC COM 922280102 592 11,200 SH   OTR 1 0 11,200 0
VARONIS SYS INC COM 922280102 365 6,900 SH   SOLE   6,900 0 0
VECTOR GROUP LTD COM 92240M108 620 63,700 SH   OTR 1 0 63,700 0
VECTOR GROUP LTD COM 92240M108 382 39,300 SH   SOLE   39,300 0 0
VECTRUS INC COM 92242T101 827 38,300 SH   OTR 1 0 38,300 0
VECTRUS INC COM 92242T101 511 23,679 SH   SOLE   23,679 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 559 737,000 PRN   SOLE   737,000 0 0
VEEVA SYS INC CL A COM 922475108 753 8,426 SH   OTR 1 0 8,426 0
VENTAS INC COM 92276F100 14,016 239,214 SH   OTR 5 1 0 239,214 0
VENTAS INC COM 92276F100 2,310 39,432 SH   SOLE   39,432 0 0
VERA BRADLEY INC COM 92335C106 572 66,700 SH   OTR 1 0 66,700 0
VERA BRADLEY INC COM 92335C106 352 41,059 SH   SOLE   41,059 0 0
VEREIT INC COM 92339V100 3,119 436,281 SH   OTR 1 0 436,281 0
VEREIT INC COM 92339V100 153 21,398 SH   SOLE   21,398 0 0
VERINT SYS INC COM 92343X100 377 8,900 SH   OTR 1 0 8,900 0
VERINT SYS INC COM 92343X100 232 5,488 SH   SOLE   5,488 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 32,950 33,910,000 PRN   OTR 1 0 33,910,000 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 72 74,000 PRN   OTR 4 0 74,000 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 8,705 8,952,000 PRN   SOLE   8,952,000 0 0
VERISIGN INC COM 92343E102 9,876 66,596 SH   OTR 1 0 66,596 0
VERISIGN INC COM 92343E102 523 3,529 SH   SOLE   3,529 0 0
VERISK ANALYTICS INC COM 92345Y106 6,043 55,422 SH   OTR 1 0 55,422 0
VERISK ANALYTICS INC COM 92345Y106 457 4,194 SH   SOLE   4,194 0 0
VERITIV CORP COM 923454102 549 22,000 SH   OTR 1 0 22,000 0
VERITIV CORP COM 923454102 339 13,566 SH   SOLE   13,566 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 12,532 222,902 SH   SOLE   222,902 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 49,479 880,092 SH   OTR 5 1 0 880,092 0
VERSO CORP CL A 92531L207 856 38,200 SH   OTR 1 0 38,200 0
VERSO CORP CL A 92531L207 528 23,554 SH   SOLE   23,554 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 5,749 34,692 SH   OTR 1 0 34,692 0
VERTEX PHARMACEUTICALS INC COM 92532F100 663 4,003 SH   SOLE   4,003 0 0
VIACOM INC NEW CL A 92553P102 1,792 64,433 SH   OTR 1 0 64,433 0
VIACOM INC NEW CL A 92553P102 111 3,997 SH   SOLE   3,997 0 0
VIACOM INC NEW CL B 92553P201 17,791 692,261 SH   OTR 5 1 0 692,261 0
VIACOM INC NEW CL B 92553P201 4,481 174,345 SH   SOLE   174,345 0 0
VIAVI SOLUTIONS INC COM 925550105 195 19,400 SH   SOLE   19,400 0 0
VIAVI SOLUTIONS INC COM 925550105 316 31,400 SH   OTR 1 0 31,400 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 4,347 4,394,000 PRN   SOLE   4,394,000 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 26,898 27,201,000 PRN   OTR 1 0 27,201,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 44 45,000 PRN   OTR 4 0 45,000 0
VISA INC COM CL A 92826C839 77,684 588,779 SH   OTR 5 1 0 588,779 0
VISA INC COM CL A 92826C839 13,710 103,911 SH   SOLE   103,911 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 711 39,500 SH   OTR 1 0 39,500 0
VISHAY INTERTECHNOLOGY INC COM 928298108 439 24,399 SH   SOLE   24,399 0 0
VISTRA ENERGY CORP COM 92840M102 1,706 74,523 SH   OTR 2 1 0 74,523 0
VISTRA ENERGY CORP COM 92840M102 108 4,729 SH   SOLE   4,729 0 0
VMWARE INC CL A COM 928563402 1,304 9,509 SH   SOLE   9,509 0 0
VMWARE INC CL A COM 928563402 7,828 57,085 SH   OTR 1 0 57,085 0
VONAGE HLDGS CORP COM 92886T201 595 68,143 SH   SOLE   68,143 0 0
VONAGE HLDGS CORP COM 92886T201 965 110,500 SH   OTR 1 0 110,500 0
VORNADO RLTY TR SH BEN INT 929042109 1,600 25,792 SH   OTR 1 0 25,792 0
VORNADO RLTY TR SH BEN INT 929042109 181 2,911 SH   SOLE   2,911 0 0
VULCAN MATLS CO COM 929160109 1,943 19,666 SH   OTR 1 0 19,666 0
VULCAN MATLS CO COM 929160109 220 2,222 SH   SOLE   2,222 0 0
W & T OFFSHORE INC COM 92922P106 646 156,800 SH   OTR 1 0 156,800 0
W & T OFFSHORE INC COM 92922P106 398 96,706 SH   SOLE   96,706 0 0
W R BERKLEY CORPORATION COM 084423102 164 2,225 SH   SOLE   2,225 0 0
W R BERKLEY CORPORATION COM 084423102 3,417 46,227 SH   OTR 1 0 46,227 0
WABASH NATL CORP COM 929566107 433 33,100 SH   OTR 1 0 33,100 0
WABASH NATL CORP COM 929566107 267 20,400 SH   SOLE   20,400 0 0
WABCO HLDGS INC COM 92927K102 230 2,146 SH   OTR 1 0 2,146 0
WABCO HLDGS INC COM 92927K102 19 181 SH   SOLE   181 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 15,182 222,190 SH   OTR 5 1 0 222,190 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,178 61,138 SH   SOLE   61,138 0 0
WALMART INC COM 931142103 29,839 320,333 SH   OTR 5 1 0 320,333 0
WALMART INC COM 931142103 9,796 105,162 SH   SOLE   105,162 0 0
WARRIOR MET COAL INC COM 93627C101 1,017 42,200 SH   OTR 1 0 42,200 0
WARRIOR MET COAL INC COM 93627C101 628 26,046 SH   SOLE   26,046 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 146 30,000 SH   OTR 1 0 30,000 0
WASHINGTON PRIME GROUP NEW COM 93964W108 90 18,500 SH   SOLE   18,500 0 0
WASTE MGMT INC DEL COM 94106L109 15,437 173,470 SH   OTR 5 1 0 173,470 0
WASTE MGMT INC DEL COM 94106L109 4,565 51,297 SH   SOLE   51,297 0 0
WATERS CORP COM 941848103 3,569 18,918 SH   OTR 5 1 0 18,918 0
WATERS CORP COM 941848103 502 2,663 SH   SOLE   2,663 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 669 620,000 PRN   SOLE   620,000 0 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 33,851 53,258,000 PRN   OTR 1 0 53,258,000 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 61 98,000 PRN   OTR 4 0 98,000 0
WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 8,408 13,200,000 PRN   SOLE   13,200,000 0 0
WEC ENERGY GROUP INC COM 92939U106 9,919 143,216 SH   OTR 5 1 0 143,216 0
WEC ENERGY GROUP INC COM 92939U106 1,388 20,037 SH   SOLE   20,037 0 0
WEIS MKTS INC COM 948849104 115 2,400 SH   SOLE   2,400 0 0
WEIS MKTS INC COM 948849104 186 3,900 SH   OTR 1 0 3,900 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,567 6,637 SH   OTR 1 0 6,637 0
WELLCARE HEALTH PLANS INC COM 94946T106 185 783 SH   SOLE   783 0 0
WELLS FARGO CO NEW COM 949746101 40,951 888,697 SH   OTR 5 1 0 888,697 0
WELLS FARGO CO NEW COM 949746101 10,443 226,627 SH   SOLE   226,627 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 29,095 23,054 SH   OTR 1 0 23,054 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 64 51 SH   OTR 4 0 51 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 14,734 11,674 SH   SOLE   11,674 0 0
WELLTOWER INC COM 95040Q104 12,143 174,943 SH   OTR 5 1 0 174,943 0
WELLTOWER INC COM 95040Q104 1,166 16,801 SH   SOLE   16,801 0 0
WENDYS CO COM 95058W100 5,271 337,661 SH   OTR 1 0 337,661 0
WENDYS CO COM 95058W100 147 9,388 SH   SOLE   9,388 0 0
WESBANCO INC COM 950810101 778 21,200 SH   OTR 1 0 21,200 0
WESBANCO INC COM 950810101 478 13,025 SH   SOLE   13,025 0 0
WESCO INTL INC COM 95082P105 677 14,102 SH   OTR 1 0 14,102 0
WESCO INTL INC COM 95082P105 42 879 SH   SOLE   879 0 0
WEST BANCORPORATION INC CAP STK 95123P106 136 7,150 SH   OTR 1 0 7,150 0
WEST BANCORPORATION INC CAP STK 95123P106 87 4,580 SH   SOLE   4,580 0 0
WESTERN ASSET HIGH INCM OPP COM 95766K109 44 10,000 SH   SOLE   10,000 0 0
WESTERN DIGITAL CORP COM 958102105 3,127 84,595 SH   OTR 1 0 84,595 0
WESTERN DIGITAL CORP COM 958102105 366 9,901 SH   SOLE   9,901 0 0
WESTERN UN CO COM 959802109 15,633 916,369 SH   OTR 5 1 0 916,369 0
WESTERN UN CO COM 959802109 3,046 178,533 SH   SOLE   178,533 0 0
WESTLAKE CHEM CORP COM 960413102 2,477 37,437 SH   OTR 1 0 37,437 0
WESTLAKE CHEM CORP COM 960413102 1,457 22,022 SH   SOLE   22,022 0 0
WESTROCK CO COM 96145D105 2,430 64,357 SH   OTR 1 0 64,357 0
WESTROCK CO COM 96145D105 224 5,925 SH   SOLE   5,925 0 0
WEYERHAEUSER CO COM 962166104 3,543 162,072 SH   OTR 1 0 162,072 0
WEYERHAEUSER CO COM 962166104 343 15,707 SH   SOLE   15,707 0 0
WHIRLPOOL CORP COM 963320106 916 8,575 SH   OTR 1 0 8,575 0
WHIRLPOOL CORP COM 963320106 108 1,012 SH   SOLE   1,012 0 0
WHITING PETE CORP NEW COM NEW 966387409 285 12,555 SH   SOLE   12,555 0 0
WHITING PETE CORP NEW COM NEW 966387409 4,153 183,017 SH   OTR 1 0 183,017 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 1,896 2,000,000 PRN   OTR 1 0 2,000,000 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 2,564 2,705,000 PRN   SOLE   2,705,000 0 0
WILLIAMS COS INC DEL COM 969457100 5,788 262,497 SH   OTR 1 0 262,497 0
WILLIAMS COS INC DEL COM 969457100 510 23,121 SH   SOLE   23,121 0 0
WILLIAMS SONOMA INC COM 969904101 11,834 234,576 SH   OTR 5 1 0 234,576 0
WILLIAMS SONOMA INC COM 969904101 1,557 30,860 SH   SOLE   30,860 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 39,724 32,403,000 PRN   OTR 1 0 32,403,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 10,316 8,409,000 PRN   SOLE   8,409,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 98 80,000 PRN   OTR 4 0 80,000 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 1,673 845,000 PRN   SOLE   845,000 0 0
WORKIVA INC COM CL A 98139A105 140 3,900 SH   OTR 1 0 3,900 0
WORKIVA INC COM CL A 98139A105 86 2,400 SH   SOLE   2,400 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 411 5,500 SH   OTR 1 0 5,500 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 254 3,400 SH   SOLE   3,400 0 0
WORLDPAY INC CL A 981558109 838 10,962 SH   OTR 1 0 10,962 0
WORLDPAY INC CL A 981558109 8 101 SH   SOLE   101 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 84 80,000 PRN   OTR 4 0 80,000 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 2,077 1,962,000 PRN   SOLE   1,962,000 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 5,389 5,104,000 PRN   OTR 1 0 5,104,000 0
WYNN RESORTS LTD COM 983134107 1,284 12,985 SH   OTR 1 0 12,985 0
WYNN RESORTS LTD COM 983134107 152 1,532 SH   SOLE   1,532 0 0
XCEL ENERGY INC COM 98389B100 11,872 240,967 SH   OTR 5 1 0 240,967 0
XCEL ENERGY INC COM 98389B100 1,763 35,773 SH   SOLE   35,773 0 0
XENCOR INC COM 98401F105 428 11,831 SH   OTR 1 0 11,831 0
XENCOR INC COM 98401F105 271 7,506 SH   SOLE   7,506 0 0
XENIA HOTELS & RESORTS INC COM 984017103 984 57,200 SH   OTR 1 0 57,200 0
XENIA HOTELS & RESORTS INC COM 984017103 607 35,287 SH   SOLE   35,287 0 0
XEROX CORP COM NEW 984121608 545 27,567 SH   OTR 1 0 27,567 0
XEROX CORP COM NEW 984121608 64 3,246 SH   SOLE   3,246 0 0
XILINX INC COM 983919101 427 5,018 SH   SOLE   5,018 0 0
XILINX INC COM 983919101 4,603 54,041 SH   OTR 1 0 54,041 0
XPERI CORP COM 98421B100 342 18,600 SH   OTR 1 0 18,600 0
XPERI CORP COM 98421B100 209 11,375 SH   SOLE   11,375 0 0
XPO LOGISTICS INC COM 983793100 18,899 331,335 SH   OTR 1 0 331,335 0
XPO LOGISTICS INC COM 983793100 537 9,410 SH   SOLE   9,410 0 0
XYLEM INC COM 98419M100 1,878 28,153 SH   OTR 1 0 28,153 0
XYLEM INC COM 98419M100 219 3,289 SH   SOLE   3,289 0 0
YUM BRANDS INC COM 988498101 451 4,911 SH   SOLE   4,911 0 0
YUM BRANDS INC COM 988498101 5,063 55,078 SH   OTR 1 0 55,078 0
YUM CHINA HLDGS INC COM 98850P109 876 26,125 SH   SOLE   26,125 0 0
YUM CHINA HLDGS INC COM 98850P109 14,885 443,939 SH   OTR 1 0 443,939 0
ZAGG INC COM 98884U108 825 84,400 SH   OTR 1 0 84,400 0
ZAGG INC COM 98884U108 509 52,017 SH   SOLE   52,017 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 9,249 58,085 SH   OTR 5 1 0 58,085 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 679 4,267 SH   SOLE   4,267 0 0
ZENDESK INC COM 98936J101 432 7,400 SH   OTR 1 0 7,400 0
ZENDESK INC COM 98936J101 261 4,479 SH   SOLE   4,479 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 12,516 14,486,000 PRN   OTR 1 0 14,486,000 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 344 398,000 PRN   SOLE   398,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 59 61,000 PRN   OTR 4 0 61,000 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 4,490 4,621,000 PRN   OTR 1 0 4,621,000 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 1,680 1,720,000 PRN   SOLE   1,720,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 6,737 64,949 SH   OTR 5 1 0 64,949 0
ZIMMER BIOMET HLDGS INC COM 98956P102 721 6,955 SH   SOLE   6,955 0 0
ZIONS BANCORPORATION N A COM 989701107 1,052 25,820 SH   OTR 1 0 25,820 0
ZIONS BANCORPORATION N A COM 989701107 124 3,045 SH   SOLE   3,045 0 0
ZIX CORP COM 98974P100 427 74,500 SH   OTR 1 0 74,500 0
ZIX CORP COM 98974P100 262 45,768 SH   SOLE   45,768 0 0
ZOETIS INC CL A 98978V103 684 8,002 SH   SOLE   8,002 0 0
ZOETIS INC CL A 98978V103 5,631 65,829 SH   OTR 5 1 0 65,829 0