0001085146-19-001471.txt : 20190513 0001085146-19-001471.hdr.sgml : 20190513 20190513110731 ACCESSION NUMBER: 0001085146-19-001471 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190331 FILED AS OF DATE: 20190513 DATE AS OF CHANGE: 20190513 EFFECTIVENESS DATE: 20190513 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MACKAY SHIELDS LLC CENTRAL INDEX KEY: 0000061227 IRS NUMBER: 134080466 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00046 FILM NUMBER: 19817300 BUSINESS ADDRESS: STREET 1: 1345 AVENUE OF THE AMERICAS STREET 2: 42ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10105 BUSINESS PHONE: 212-230-3811 MAIL ADDRESS: STREET 1: 1345 AVENUE OF THE AMERICAS STREET 2: 42ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10105 FORMER COMPANY: FORMER CONFORMED NAME: MACKAY SHIELDS FINANCIAL CORP DATE OF NAME CHANGE: 19920929 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0000061227 XXXXXXXX 03-31-2019 03-31-2019 false MACKAY SHIELDS LLC

1345 AVENUE OF THE AMERICAS 42ND FLOOR NEW YORK NY 10105

13F HOLDINGS REPORT 028-00046 N Rene A. Bustamante 212-230-3811 /s/ Rene A. Bustamante New York NY 05-13-2019 6 2901 14201663 1 0001133639 028-06325 NEW YORK LIFE INVESTMENT MANAGEMENT LLC 2 0001125816 028-06487 FIRST TRUST ADVISORS LP 3 0000071633 028-00065 NEW YORK LIFE INSURANCE CO 4 0001269119 028-10748 OPPENHEIMER ASSET MANAGEMENT INC. 5 0001162695 028-10044 MCMORGAN & CO LLC 6 0001447578 028-13256 RIVERNORTH CAPITAL MANAGEMENT, LLC INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 3M CO COM 88579Y101 1127 5426 SH OTR 5 0 5426 0 3M CO COM 88579Y101 3712 17867 SH SOLE 17867 0 0 3M CO COM 88579Y101 28048 134990 SH OTR 1 0 134990 0 8X8 INC NEW COM 282914100 257 250000 SH SOLE 250000 0 0 ABBOTT LABS COM 002824100 30695 383976 SH OTR 1 0 383976 0 ABBOTT LABS COM 002824100 2862 35799 SH OTR 5 0 35799 0 ABBOTT LABS COM 002824100 9399 117581 SH SOLE 117581 0 0 ABBVIE INC COM 00287Y109 40673 504688 SH OTR 1 0 504688 0 ABBVIE INC COM 00287Y109 3732 46313 SH OTR 5 0 46313 0 ABBVIE INC COM 00287Y109 10170 126189 SH SOLE 126189 0 0 ABERCROMBIE & FITCH CO CL A 002896207 411 15000 SH OTR 1 0 15000 0 ABERCROMBIE & FITCH CO CL A 002896207 238 8666 SH SOLE 8666 0 0 ABIOMED INC COM 003654100 259 906 SH OTR 5 0 906 0 ABIOMED INC COM 003654100 720 2520 SH SOLE 2520 0 0 ABIOMED INC COM 003654100 4931 17267 SH OTR 1 0 17267 0 ABM INDS INC COM 000957100 1105 30400 SH OTR 1 0 30400 0 ABM INDS INC COM 000957100 687 18900 SH SOLE 18900 0 0 ACADIA PHARMACEUTICALS INC COM 004225108 537 20000 SH OTR 1 0 20000 0 ACADIA PHARMACEUTICALS INC COM 004225108 309 11505 SH SOLE 11505 0 0 ACCELERON PHARMA INC COM 00434H108 475 10202 SH OTR 1 0 10202 0 ACCELERON PHARMA INC COM 00434H108 297 6368 SH SOLE 6368 0 0 ACCURAY INC COM 004397105 890 186500 SH OTR 1 0 186500 0 ACCURAY INC COM 004397105 545 114182 SH SOLE 114182 0 0 ACI WORLDWIDE INC COM 004498101 532 16200 SH OTR 1 0 16200 0 ACI WORLDWIDE INC COM 004498101 329 10000 SH SOLE 10000 0 0 ACORDA THERAPEUTICS INC COM 00484M106 158 11899 SH OTR 1 0 11899 0 ACORDA THERAPEUTICS INC COM 00484M106 113 8530 SH SOLE 8530 0 0 ACTIVISION BLIZZARD INC COM 00507V109 5177 113706 SH OTR 1 0 113706 0 ACTIVISION BLIZZARD INC COM 00507V109 486 10685 SH SOLE 10685 0 0 ACUITY BRANDS INC COM 00508Y102 4962 41347 SH OTR 1 0 41347 0 ACUITY BRANDS INC COM 00508Y102 132 1096 SH OTR 5 0 1096 0 ACUITY BRANDS INC COM 00508Y102 591 4928 SH SOLE 4928 0 0 ADOBE INC COM 00724F101 39490 148187 SH OTR 1 0 148187 0 ADOBE INC COM 00724F101 1849 6937 SH OTR 5 0 6937 0 ADOBE INC COM 00724F101 4931 18502 SH SOLE 18502 0 0 ADT INC COM 00090Q103 4738 741395 SH OTR 1 0 741395 0 ADT INC COM 00090Q103 336 52614 SH SOLE 52614 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 19620 115055 SH OTR 1 0 115055 0 ADVANCE AUTO PARTS INC COM 00751Y106 2002 11741 SH OTR 5 0 11741 0 ADVANCE AUTO PARTS INC COM 00751Y106 5466 32053 SH SOLE 32053 0 0 ADVANCED ENERGY INDS COM 007973100 253 5100 SH OTR 1 0 5100 0 ADVANCED ENERGY INDS COM 007973100 164 3300 SH SOLE 3300 0 0 ADVANCED MICRO DEVICES INC COM 007903107 3759 147282 SH OTR 1 0 147282 0 ADVANCED MICRO DEVICES INC COM 007903107 3069 841310 SH SOLE 841310 0 0 ADVANSIX INC COM 00773T101 823 28800 SH OTR 1 0 28800 0 ADVANSIX INC COM 00773T101 506 17700 SH SOLE 17700 0 0 AECOM COM 00766T100 1163 39203 SH OTR 1 0 39203 0 AECOM COM 00766T100 36 1226 SH SOLE 1226 0 0 AEROJET ROCKETDYNE HLDGS INC COM 007800105 1247 35100 SH OTR 1 0 35100 0 AEROJET ROCKETDYNE HLDGS INC COM 007800105 23523 15324627 SH SOLE 15324627 0 0 AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 3070 2069000 PRN OTR 1 0 2069000 0 AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 46 31000 PRN OTR 4 0 31000 0 AES CORP COM 00130H105 15253 843648 SH OTR 1 0 843648 0 AES CORP COM 00130H105 1934 106975 SH OTR 5 0 106975 0 AES CORP COM 00130H105 4599 254382 SH SOLE 254382 0 0 AFFILIATED MANAGERS GROUP IN COM 008252108 767 7162 SH OTR 1 0 7162 0 AFFILIATED MANAGERS GROUP IN COM 008252108 556 10191 SH SOLE 10191 0 0 AFLAC INC COM 001055102 2202 44033 SH OTR 5 0 44033 0 AFLAC INC COM 001055102 5549 110981 SH SOLE 110981 0 0 AFLAC INC COM 001055102 12284 245684 SH OTR 1 0 245684 0 AGCO CORP COM 001084102 15335 220496 SH OTR 1 0 220496 0 AGCO CORP COM 001084102 1761 25320 SH OTR 5 0 25320 0 AGCO CORP COM 001084102 4288 61655 SH SOLE 61655 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 14668 182477 SH OTR 1 0 182477 0 AGILENT TECHNOLOGIES INC COM 00846U101 1292 16077 SH OTR 5 0 16077 0 AGILENT TECHNOLOGIES INC COM 00846U101 3762 46805 SH SOLE 46805 0 0 AIMMUNE THERAPEUTICS INC COM 00900T107 275 12300 SH OTR 1 0 12300 0 AIMMUNE THERAPEUTICS INC COM 00900T107 176 7879 SH SOLE 7879 0 0 AIR PRODS & CHEMS INC COM 009158106 9215 48256 SH OTR 1 0 48256 0 AIR PRODS & CHEMS INC COM 009158106 335 1754 SH OTR 5 0 1754 0 AIR PRODS & CHEMS INC COM 009158106 1080 5656 SH SOLE 5656 0 0 AIR TRANSPORT SERVICES GRP I COM 00922R105 309 308000 SH SOLE 308000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 17017 237305 SH OTR 1 0 237305 0 AKAMAI TECHNOLOGIES INC COM 00971T101 1896 26442 SH OTR 5 0 26442 0 AKAMAI TECHNOLOGIES INC COM 00971T101 6098 1006028 SH SOLE 1006028 0 0 AKORN INC COM 009728106 51 14500 SH OTR 1 0 14500 0 AKORN INC COM 009728106 32 9049 SH SOLE 9049 0 0 ALARM COM HLDGS INC COM 011642105 279 4300 SH OTR 1 0 4300 0 ALARM COM HLDGS INC COM 011642105 175 2700 SH SOLE 2700 0 0 ALASKA AIR GROUP INC COM 011659109 376 6697 SH OTR 5 0 6697 0 ALASKA AIR GROUP INC COM 011659109 854 15219 SH SOLE 15219 0 0 ALASKA AIR GROUP INC COM 011659109 3993 71144 SH OTR 1 0 71144 0 ALBEMARLE CORP COM 012653101 1191 14532 SH OTR 1 0 14532 0 ALBEMARLE CORP COM 012653101 107 1304 SH SOLE 1304 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2405 16870 SH OTR 1 0 16870 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 216 1518 SH SOLE 1518 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 6212 45951 SH OTR 1 0 45951 0 ALEXION PHARMACEUTICALS INC COM 015351109 428 3167 SH SOLE 3167 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1076 5900 SH SOLE 5900 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 14637 80225 SH OTR 1 0 80225 0 ALIGN TECHNOLOGY INC COM 016255101 2786 9797 SH OTR 1 0 9797 0 ALIGN TECHNOLOGY INC COM 016255101 250 878 SH SOLE 878 0 0 ALLEGHANY CORP DEL COM 017175100 3143 5133 SH OTR 1 0 5133 0 ALLEGHANY CORP DEL COM 017175100 157 257 SH OTR 5 0 257 0 ALLEGHANY CORP DEL COM 017175100 420 686 SH SOLE 686 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 630 330000 SH SOLE 330000 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 1780 10170 SH OTR 1 0 10170 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 244 1394 SH OTR 5 0 1394 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 408 2331 SH SOLE 2331 0 0 ALLIANT ENERGY CORP COM 018802108 1497 31760 SH OTR 1 0 31760 0 ALLIANT ENERGY CORP COM 018802108 134 2848 SH SOLE 2848 0 0 ALLIED MOTION TECHNOLOGIES I COM 019330109 438 12749 SH SOLE 12749 0 0 ALLIED MOTION TECHNOLOGIES I COM 019330109 719 20900 SH OTR 1 0 20900 0 ALLISON TRANSMISSION HLDGS I COM 01973R101 8552 190374 SH OTR 1 0 190374 0 ALLISON TRANSMISSION HLDGS I COM 01973R101 439 9763 SH SOLE 9763 0 0 ALLSTATE CORP COM 020002101 8920 94716 SH OTR 1 0 94716 0 ALLSTATE CORP COM 020002101 1159 12307 SH OTR 5 0 12307 0 ALLSTATE CORP COM 020002101 3702 39310 SH SOLE 39310 0 0 ALPHABET INC CAP STK CL A 02079K305 112292 95414 SH OTR 1 0 95414 0 ALPHABET INC CAP STK CL A 02079K305 7484 6359 SH OTR 5 0 6359 0 ALPHABET INC CAP STK CL A 02079K305 22722 19307 SH SOLE 19307 0 0 ALPHABET INC CAP STK CL C 02079K107 7709 6570 SH OTR 5 0 6570 0 ALPHABET INC CAP STK CL C 02079K107 114203 97334 SH OTR 1 0 97334 0 ALPHABET INC CAP STK CL C 02079K107 23457 19992 SH SOLE 19992 0 0 ALTERYX INC COM CL A 02156B103 1183 14100 SH OTR 1 0 14100 0 ALTERYX INC COM CL A 02156B103 730 8700 SH SOLE 8700 0 0 ALTRIA GROUP INC COM 02209S103 25045 436089 SH OTR 1 0 436089 0 ALTRIA GROUP INC COM 02209S103 1665 28992 SH OTR 5 0 28992 0 ALTRIA GROUP INC COM 02209S103 2186 38062 SH SOLE 38062 0 0 AMAZON COM INC COM 023135106 221025 124119 SH OTR 1 0 124119 0 AMAZON COM INC COM 023135106 14786 8303 SH OTR 5 0 8303 0 AMAZON COM INC COM 023135106 43570 24467 SH SOLE 24467 0 0 AMC ENTMT HLDGS INC CL A COM 00165C104 952 64100 SH OTR 1 0 64100 0 AMC ENTMT HLDGS INC CL A COM 00165C104 604 40663 SH SOLE 40663 0 0 AMC NETWORKS INC CL A 00164V103 320 5641 SH SOLE 5641 0 0 AMC NETWORKS INC CL A 00164V103 6861 120885 SH OTR 1 0 120885 0 AMEDISYS INC COM 023436108 1294 10500 SH OTR 1 0 10500 0 AMEDISYS INC COM 023436108 801 6500 SH SOLE 6500 0 0 AMEREN CORP COM 023608102 10821 147121 SH OTR 1 0 147121 0 AMEREN CORP COM 023608102 1180 16047 SH OTR 5 0 16047 0 AMEREN CORP COM 023608102 2170 29509 SH SOLE 29509 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 1745 54942 SH OTR 1 0 54942 0 AMERICAN AIRLS GROUP INC COM 02376R102 156 4926 SH SOLE 4926 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 172 3609 SH SOLE 3609 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 2282 47971 SH OTR 1 0 47971 0 AMERICAN ELEC PWR CO INC COM 025537101 2217 26476 SH SOLE 26476 0 0 AMERICAN ELEC PWR CO INC COM 025537101 1029 12291 SH OTR 5 0 12291 0 AMERICAN ELEC PWR CO INC COM 025537101 10144 121119 SH OTR 1 0 121119 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 1086 40200 SH OTR 1 0 40200 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 676 25037 SH SOLE 25037 0 0 AMERICAN EXPRESS CO COM 025816109 15439 141256 SH OTR 1 0 141256 0 AMERICAN EXPRESS CO COM 025816109 801 7327 SH OTR 5 0 7327 0 AMERICAN EXPRESS CO COM 025816109 2273 20792 SH SOLE 20792 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 1657 17224 SH OTR 1 0 17224 0 AMERICAN FINL GROUP INC OHIO COM 025932104 169 1758 SH SOLE 1758 0 0 AMERICAN HOMES 4 RENT CL A 02665T306 72 3162 SH SOLE 3162 0 0 AMERICAN HOMES 4 RENT CL A 02665T306 1344 59159 SH OTR 1 0 59159 0 AMERICAN INTL GROUP INC COM NEW 026874784 905 21027 SH SOLE 21027 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 7752 180028 SH OTR 1 0 180028 0 AMERICAN INTL GROUP INC COM NEW 026874784 187 4337 SH OTR 5 0 4337 0 AMERICAN NATL INS CO COM 028591105 1163 9629 SH OTR 1 0 9629 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 786 26100 SH OTR 1 0 26100 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 485 16105 SH SOLE 16105 0 0 AMERICAN STS WTR CO COM 029899101 1248 17500 SH OTR 1 0 17500 0 AMERICAN STS WTR CO COM 029899101 755 10584 SH SOLE 10584 0 0 AMERICAN TOWER CORP NEW COM 03027X100 7587 38499 SH SOLE 38499 0 0 AMERICAN TOWER CORP NEW COM 03027X100 25995 131915 SH OTR 1 0 131915 0 AMERICAN TOWER CORP NEW COM 03027X100 2447 12417 SH OTR 5 0 12417 0 AMERICAN WTR WKS CO INC NEW COM 030420103 332 3189 SH SOLE 3189 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 3736 35835 SH OTR 1 0 35835 0 AMERICOLD RLTY TR COM 03064D108 1333 43700 SH OTR 1 0 43700 0 AMERICOLD RLTY TR COM 03064D108 839 27500 SH SOLE 27500 0 0 AMERIPRISE FINL INC COM 03076C106 14694 114704 SH OTR 1 0 114704 0 AMERIPRISE FINL INC COM 03076C106 1786 13942 SH OTR 5 0 13942 0 AMERIPRISE FINL INC COM 03076C106 3637 28390 SH SOLE 28390 0 0 AMERISOURCEBERGEN CORP COM 03073E105 7653 96234 SH OTR 1 0 96234 0 AMERISOURCEBERGEN CORP COM 03073E105 848 10665 SH OTR 5 0 10665 0 AMERISOURCEBERGEN CORP COM 03073E105 1912 24042 SH SOLE 24042 0 0 AMETEK INC NEW COM 031100100 3092 37262 SH OTR 1 0 37262 0 AMETEK INC NEW COM 031100100 304 3658 SH SOLE 3658 0 0 AMGEN INC COM 031162100 3359 17680 SH OTR 5 0 17680 0 AMGEN INC COM 031162100 9711 51117 SH SOLE 51117 0 0 AMGEN INC COM 031162100 43960 231389 SH OTR 1 0 231389 0 AMICUS THERAPEUTICS INC COM 03152W109 628 46140 SH OTR 1 0 46140 0 AMICUS THERAPEUTICS INC COM 03152W109 737 175765 SH SOLE 175765 0 0 AMKOR TECHNOLOGY INC COM 031652100 123 14400 SH OTR 1 0 14400 0 AMKOR TECHNOLOGY INC COM 031652100 74 8701 SH SOLE 8701 0 0 AMPHASTAR PHARMACEUTICALS IN COM 03209R103 819 40100 SH OTR 1 0 40100 0 AMPHASTAR PHARMACEUTICALS IN COM 03209R103 505 24742 SH SOLE 24742 0 0 AMPHENOL CORP NEW CL A 032095101 402 4254 SH SOLE 4254 0 0 AMPHENOL CORP NEW CL A 032095101 4264 45147 SH OTR 1 0 45147 0 ANADARKO PETE CORP COM 032511107 291 6399 SH SOLE 6399 0 0 ANADARKO PETE CORP COM 032511107 4790 105321 SH OTR 1 0 105321 0 ANALOG DEVICES INC COM 032654105 8978 85285 SH OTR 1 0 85285 0 ANALOG DEVICES INC COM 032654105 748 7101 SH SOLE 7101 0 0 ANAPTYSBIO INC COM 032724106 394 5400 SH OTR 1 0 5400 0 ANAPTYSBIO INC COM 032724106 248 3396 SH SOLE 3396 0 0 ANGIODYNAMICS INC COM 03475V101 544 23800 SH OTR 1 0 23800 0 ANGIODYNAMICS INC COM 03475V101 344 15068 SH SOLE 15068 0 0 ANI PHARMACEUTICALS INC COM 00182C103 226 3200 SH OTR 1 0 3200 0 ANI PHARMACEUTICALS INC COM 00182C103 128 1813 SH SOLE 1813 0 0 ANIXTER INTL INC COM 035290105 236 4200 SH OTR 1 0 4200 0 ANIXTER INTL INC COM 035290105 141 2510 SH SOLE 2510 0 0 ANSYS INC COM 03662Q105 221 1207 SH SOLE 1207 0 0 ANSYS INC COM 03662Q105 2369 12968 SH OTR 1 0 12968 0 ANTHEM INC COM 036752103 17278 60208 SH OTR 1 0 60208 0 ANTHEM INC COM 036752103 1801 6277 SH OTR 5 0 6277 0 ANTHEM INC COM 036752103 77461 18029582 SH SOLE 18029582 0 0 ANTHEM INC NOTE 2.750%10/1 94973VBG1 8127 2048000 PRN OTR 1 0 2048000 0 ANTHEM INC NOTE 2.750%10/1 94973VBG1 119 30000 PRN OTR 4 0 30000 0 APACHE CORP COM 037411105 436 12590 SH SOLE 12590 0 0 APACHE CORP COM 037411105 3953 114039 SH OTR 1 0 114039 0 APACHE CORP COM 037411105 236 6816 SH OTR 5 0 6816 0 APARTMENT INVT & MGMT CO CL A 03748R754 400 7958 SH SOLE 7958 0 0 APARTMENT INVT & MGMT CO CL A 03748R754 263 5233 SH OTR 5 0 5233 0 APARTMENT INVT & MGMT CO CL A 03748R754 3332 66261 SH OTR 1 0 66261 0 APPFOLIO INC COM CL A 03783C100 167 2100 SH OTR 1 0 2100 0 APPFOLIO INC COM CL A 03783C100 103 1300 SH SOLE 1300 0 0 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 2064 126622 SH OTR 1 0 126622 0 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 62 3786 SH SOLE 3786 0 0 APPLE INC COM 037833100 261401 1376156 SH OTR 1 0 1376156 0 APPLE INC COM 037833100 16226 85424 SH OTR 5 0 85424 0 APPLE INC COM 037833100 46680 245750 SH SOLE 245750 0 0 APPLIED MATLS INC COM 038222105 1159 29216 SH OTR 5 0 29216 0 APPLIED MATLS INC COM 038222105 2374 59850 SH SOLE 59850 0 0 APPLIED MATLS INC COM 038222105 14387 362748 SH OTR 1 0 362748 0 AQUESTIVE THERAPEUTICS INC COM 03843E104 44 6300 SH SOLE 6300 0 0 AQUESTIVE THERAPEUTICS INC COM 03843E104 71 10300 SH OTR 1 0 10300 0 ARAMARK COM 03852U106 6610 223677 SH OTR 1 0 223677 0 ARAMARK COM 03852U106 707 23929 SH SOLE 23929 0 0 ARATANA THERAPEUTICS INC COM 03874P101 253 70300 SH OTR 1 0 70300 0 ARATANA THERAPEUTICS INC COM 03874P101 151 42000 SH SOLE 42000 0 0 ARBOR RLTY TR INC COM 038923108 834 64315 SH OTR 1 0 64315 0 ARBOR RLTY TR INC COM 038923108 513 39519 SH SOLE 39519 0 0 ARCBEST CORP COM 03937C105 486 15793 SH SOLE 15793 0 0 ARCBEST CORP COM 03937C105 779 25300 SH OTR 1 0 25300 0 ARCHER DANIELS MIDLAND CO COM 039483102 316 7328 SH SOLE 7328 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 4041 93698 SH OTR 1 0 93698 0 ARCONIC INC COM 03965L100 1101 57621 SH OTR 1 0 57621 0 ARCONIC INC COM 03965L100 777 690165 SH SOLE 690165 0 0 ARCOSA INC COM 039653100 3151 103138 SH OTR 1 0 103138 0 ARCOSA INC COM 039653100 375 12259 SH SOLE 12259 0 0 ARENA PHARMACEUTICALS INC COM NEW 040047607 479 10683 SH OTR 1 0 10683 0 ARENA PHARMACEUTICALS INC COM NEW 040047607 292 6508 SH SOLE 6508 0 0 ARES CAP CORP COM 04010L103 549 549000 SH SOLE 549000 0 0 ARISTA NETWORKS INC COM 040413106 329 1047 SH OTR 5 0 1047 0 ARISTA NETWORKS INC COM 040413106 952 3027 SH SOLE 3027 0 0 ARISTA NETWORKS INC COM 040413106 6842 21759 SH OTR 1 0 21759 0 ARMSTRONG FLOORING INC COM 04238R106 539 39658 SH SOLE 39658 0 0 ARMSTRONG FLOORING INC COM 04238R106 896 65900 SH OTR 1 0 65900 0 ARRAY BIOPHARMA INC COM 04269X105 930 38135 SH OTR 1 0 38135 0 ARRAY BIOPHARMA INC COM 04269X105 578 23722 SH SOLE 23722 0 0 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 374 20400 SH OTR 1 0 20400 0 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 231 12600 SH SOLE 12600 0 0 ASCENA RETAIL GROUP INC COM 04351G101 248 229800 SH OTR 1 0 229800 0 ASCENA RETAIL GROUP INC COM 04351G101 151 139524 SH SOLE 139524 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 798 167900 SH OTR 1 0 167900 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 492 103552 SH SOLE 103552 0 0 ASSERTIO THERAPEUTICS INC COM 04545L107 156 30700 SH OTR 1 0 30700 0 ASSERTIO THERAPEUTICS INC COM 04545L107 96 19000 SH SOLE 19000 0 0 ASSURANT INC COM 04621X108 3123 32907 SH OTR 1 0 32907 0 ASSURANT INC COM 04621X108 249 2621 SH OTR 5 0 2621 0 ASSURANT INC COM 04621X108 573 6037 SH SOLE 6037 0 0 AT&T INC COM 00206R102 43436 1385094 SH OTR 1 0 1385094 0 AT&T INC COM 00206R102 3273 104353 SH OTR 5 0 104353 0 AT&T INC COM 00206R102 11539 903032 SH SOLE 903032 0 0 ATARA BIOTHERAPEUTICS INC COM 046513107 386 9700 SH OTR 1 0 9700 0 ATARA BIOTHERAPEUTICS INC COM 046513107 250 6292 SH SOLE 6292 0 0 ATKORE INTL GROUP INC COM 047649108 587 27254 SH SOLE 27254 0 0 ATKORE INTL GROUP INC COM 047649108 928 43100 SH OTR 1 0 43100 0 ATLANTIC PWR CORP COM NEW 04878Q863 441 175100 SH OTR 1 0 175100 0 ATLANTIC PWR CORP COM NEW 04878Q863 274 108900 SH SOLE 108900 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 37742 35842000 SH SOLE 35842000 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 5027 4797000 PRN OTR 1 0 4797000 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 74 71000 PRN OTR 4 0 71000 0 ATMOS ENERGY CORP COM 049560105 1847 17945 SH OTR 1 0 17945 0 ATMOS ENERGY CORP COM 049560105 156 1515 SH SOLE 1515 0 0 ATN INTL INC COM 00215F107 851 15100 SH OTR 1 0 15100 0 ATN INTL INC COM 00215F107 517 9162 SH SOLE 9162 0 0 AUDENTES THERAPEUTICS INC COM 05070R104 398 10200 SH OTR 1 0 10200 0 AUDENTES THERAPEUTICS INC COM 05070R104 224 5753 SH SOLE 5753 0 0 AUTODESK INC COM 052769106 5601 35945 SH OTR 1 0 35945 0 AUTODESK INC COM 052769106 548 3517 SH SOLE 3517 0 0 AUTOHOME INC SP ADR RP CL A 05278C107 1335 12700 SH OTR 1 0 12700 0 AUTOHOME INC SP ADR RP CL A 05278C107 2102 20000 SH SOLE 20000 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 25149 157439 SH OTR 1 0 157439 0 AUTOMATIC DATA PROCESSING IN COM 053015103 1362 8525 SH OTR 5 0 8525 0 AUTOMATIC DATA PROCESSING IN COM 053015103 5181 32433 SH SOLE 32433 0 0 AUTOZONE INC COM 053332102 21915 21399 SH OTR 1 0 21399 0 AUTOZONE INC COM 053332102 1862 1818 SH OTR 5 0 1818 0 AUTOZONE INC COM 053332102 5552 5421 SH SOLE 5421 0 0 AVALONBAY CMNTYS INC COM 053484101 265 1318 SH OTR 5 0 1318 0 AVALONBAY CMNTYS INC COM 053484101 1045 5207 SH SOLE 5207 0 0 AVALONBAY CMNTYS INC COM 053484101 9831 48974 SH OTR 1 0 48974 0 AVANGRID INC COM 05351W103 131 2600 SH SOLE 2600 0 0 AVANGRID INC COM 05351W103 1838 36511 SH OTR 1 0 36511 0 AVAYA HLDGS CORP COM 05351X101 1040 61800 SH OTR 1 0 61800 0 AVAYA HLDGS CORP COM 05351X101 1013 440140 SH SOLE 440140 0 0 AVERY DENNISON CORP COM 053611109 1410 12476 SH OTR 1 0 12476 0 AVERY DENNISON CORP COM 053611109 129 1139 SH SOLE 1139 0 0 AVID TECHNOLOGY INC COM 05367P100 154 20700 SH OTR 1 0 20700 0 AVID TECHNOLOGY INC COM 05367P100 86 11600 SH SOLE 11600 0 0 AVNET INC COM 053807103 95 2197 SH SOLE 2197 0 0 AVNET INC COM 053807103 800 18444 SH OTR 1 0 18444 0 AVX CORP NEW COM 002444107 71 4100 SH SOLE 4100 0 0 AVX CORP NEW COM 002444107 113 6500 SH OTR 1 0 6500 0 AXA EQUITABLE HLDGS INC COM 054561105 1365 67800 SH SOLE 67800 0 0 AZZ INC COM 002474104 553 13500 SH OTR 1 0 13500 0 AZZ INC COM 002474104 336 8200 SH SOLE 8200 0 0 BAIDU INC SPON ADR REP A 056752108 2048 12423 SH OTR 1 0 12423 0 BAKER HUGHES A GE CO CL A 05722G100 5238 188982 SH OTR 1 0 188982 0 BAKER HUGHES A GE CO CL A 05722G100 169 6106 SH SOLE 6106 0 0 BALL CORP COM 058498106 3955 68358 SH SOLE 68358 0 0 BALL CORP COM 058498106 15401 266169 SH OTR 1 0 266169 0 BALL CORP COM 058498106 2012 34781 SH OTR 5 0 34781 0 BANCORP INC DEL COM 05969A105 839 103800 SH OTR 1 0 103800 0 BANCORP INC DEL COM 05969A105 525 64951 SH SOLE 64951 0 0 BANK AMER CORP 7.25%CNV PFD L 060505682 8440 6483 SH OTR 1 0 6483 0 BANK AMER CORP 7.25%CNV PFD L 060505682 130 100 SH OTR 4 0 100 0 BANK AMER CORP COM 060505104 75319 2729914 SH OTR 1 0 2729914 0 BANK AMER CORP COM 060505104 6338 229736 SH OTR 5 0 229736 0 BANK AMER CORP COM 060505104 59075 678625 SH SOLE 678625 0 0 BANK COMM HLDGS COM 06424J103 123 11700 SH OTR 1 0 11700 0 BANK COMM HLDGS COM 06424J103 72 6831 SH SOLE 6831 0 0 BANK NEW YORK MELLON CORP COM 064058100 1664 32989 SH SOLE 32989 0 0 BANK NEW YORK MELLON CORP COM 064058100 10161 201478 SH OTR 1 0 201478 0 BANK NEW YORK MELLON CORP COM 064058100 631 12519 SH OTR 5 0 12519 0 BANK OZK COM 06417N103 1510 52122 SH SOLE 52122 0 0 BANK OZK COM 06417N103 6622 228510 SH OTR 1 0 228510 0 BARNES & NOBLE ED INC COM 06777U101 272 64700 SH OTR 1 0 64700 0 BARNES & NOBLE ED INC COM 06777U101 170 40488 SH SOLE 40488 0 0 BARNES & NOBLE INC COM 067774109 625 115100 SH OTR 1 0 115100 0 BARNES & NOBLE INC COM 067774109 382 70300 SH SOLE 70300 0 0 BARRETT BUSINESS SERVICES IN COM 068463108 943 12200 SH OTR 1 0 12200 0 BARRETT BUSINESS SERVICES IN COM 068463108 575 7434 SH SOLE 7434 0 0 BASIC ENERGY SVCS INC NEW COM NEW 06985P209 32 8300 SH OTR 1 0 8300 0 BASIC ENERGY SVCS INC NEW COM NEW 06985P209 20 5300 SH SOLE 5300 0 0 BAXTER INTL INC COM 071813109 11196 137695 SH OTR 1 0 137695 0 BAXTER INTL INC COM 071813109 488 5996 SH OTR 5 0 5996 0 BAXTER INTL INC COM 071813109 1521 18712 SH SOLE 18712 0 0 BB&T CORP COM 054937107 6316 135749 SH OTR 1 0 135749 0 BB&T CORP COM 054937107 452 9705 SH SOLE 9705 0 0 BCB BANCORP INC COM 055298103 194 14500 SH OTR 1 0 14500 0 BCB BANCORP INC COM 055298103 114 8505 SH SOLE 8505 0 0 BECTON DICKINSON & CO COM 075887109 12277 49162 SH OTR 1 0 49162 0 BECTON DICKINSON & CO COM 075887109 127 507 SH OTR 5 0 507 0 BECTON DICKINSON & CO COM 075887109 37924 595147 SH SOLE 595147 0 0 BECTON DICKINSON & CO PFD SHS CONV A 075887208 5967 96537 SH OTR 1 0 96537 0 BECTON DICKINSON & CO PFD SHS CONV A 075887208 89 1444 SH OTR 4 0 1444 0 BELDEN INC COM 077454106 301 5600 SH OTR 1 0 5600 0 BELDEN INC COM 077454106 183 3400 SH SOLE 3400 0 0 BENCHMARK ELECTRS INC COM 08160H101 173 6600 SH OTR 1 0 6600 0 BENCHMARK ELECTRS INC COM 08160H101 108 4100 SH SOLE 4100 0 0 BENEFITFOCUS INC COM 08180D106 158 3200 SH OTR 1 0 3200 0 BENEFITFOCUS INC COM 08180D106 94 1900 SH SOLE 1900 0 0 BERKLEY W R CORP COM 084423102 2147 25346 SH OTR 1 0 25346 0 BERKLEY W R CORP COM 084423102 108 1269 SH SOLE 1269 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 79479 395632 SH OTR 1 0 395632 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 7190 35789 SH OTR 5 0 35789 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 21052 104792 SH SOLE 104792 0 0 BERKSHIRE HILLS BANCORP INC COM 084680107 471 17300 SH OTR 1 0 17300 0 BERKSHIRE HILLS BANCORP INC COM 084680107 286 10515 SH SOLE 10515 0 0 BERRY GLOBAL GROUP INC COM 08579W103 443 8215 SH SOLE 8215 0 0 BERRY GLOBAL GROUP INC COM 08579W103 9782 181578 SH OTR 1 0 181578 0 BEST BUY INC COM 086516101 16712 235185 SH OTR 1 0 235185 0 BEST BUY INC COM 086516101 1125 15827 SH OTR 5 0 15827 0 BEST BUY INC COM 086516101 4301 60520 SH SOLE 60520 0 0 BG STAFFING INC COM 05544A109 548 25100 SH OTR 1 0 25100 0 BG STAFFING INC COM 05544A109 338 15466 SH SOLE 15466 0 0 BIOGEN INC COM 09062X103 18558 78511 SH OTR 1 0 78511 0 BIOGEN INC COM 09062X103 1405 5944 SH OTR 5 0 5944 0 BIOGEN INC COM 09062X103 4424 18714 SH SOLE 18714 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 2627 29577 SH OTR 1 0 29577 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 51726 49965545 SH SOLE 49965545 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 5999 5863000 PRN OTR 1 0 5863000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 90 88000 PRN OTR 4 0 88000 0 BJS RESTAURANTS INC COM 09180C106 567 12000 SH OTR 1 0 12000 0 BJS RESTAURANTS INC COM 09180C106 351 7432 SH SOLE 7432 0 0 BLACKBAUD INC COM 09227Q100 550 6900 SH OTR 1 0 6900 0 BLACKBAUD INC COM 09227Q100 335 4200 SH SOLE 4200 0 0 BLACKROCK CORPOR HI YLD FD I COM 09255P107 185 18000 SH SOLE 18000 0 0 BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 499 34857 SH OTR 1 0 34857 0 BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 2683 187485 SH SOLE 187485 0 0 BLACKROCK INC COM 09247X101 9533 22307 SH OTR 1 0 22307 0 BLACKROCK INC COM 09247X101 81 190 SH OTR 5 0 190 0 BLACKROCK INC COM 09247X101 850 1989 SH SOLE 1989 0 0 BLACKROCK INVT QUALITY MUN T COM 09247D105 572 40431 SH OTR 1 0 40431 0 BLACKROCK INVT QUALITY MUN T COM 09247D105 506 35776 SH SOLE 35776 0 0 BLACKROCK LONG-TERM MUNI ADV COM 09250B103 1001 81807 SH SOLE 81807 0 0 BLACKROCK MUN 2030 TAR TERM COM SHS BEN IN 09257P105 3730 167704 SH SOLE 167704 0 0 BLACKROCK MUNI INCOME INV QL COM 09250G102 252 18120 SH OTR 1 0 18120 0 BLACKROCK MUNI INCOME INV QL COM 09250G102 184 13231 SH SOLE 13231 0 0 BLACKROCK MUNI INTER DR FD I COM 09253X102 11016 800000 SH SOLE 800000 0 0 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 757 70702 SH OTR 1 0 70702 0 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 460 42998 SH SOLE 42998 0 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 2276 166407 SH SOLE 166407 0 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 682 52852 SH SOLE 52852 0 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 910 70458 SH OTR 1 0 70458 0 BLACKROCK MUNIYIELD N J FD I COM 09254Y109 447 31029 SH SOLE 31029 0 0 BLACKROCK MUNIYIELD NY QLTY COM 09255E102 123 10000 SH SOLE 10000 0 0 BLACKROCK MUNIYLD INVST QLTY COM 09254T100 476 36189 SH OTR 1 0 36189 0 BLACKROCK MUNIYLD INVST QLTY COM 09254T100 285 21686 SH SOLE 21686 0 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 6038 451928 SH SOLE 451928 0 0 BLACKROCK NY MUN INCOME TR I COM 09249R102 225 16573 SH OTR 1 0 16573 0 BLACKROCK NY MUN INCOME TR I COM 09249R102 281 20683 SH SOLE 20683 0 0 BLOCK H & R INC COM 093671105 596 24886 SH OTR 5 0 24886 0 BLOCK H & R INC COM 093671105 2091 87356 SH SOLE 87356 0 0 BLOCK H & R INC COM 093671105 7137 298118 SH OTR 1 0 298118 0 BLOOMIN BRANDS INC COM 094235108 540 26414 SH SOLE 26414 0 0 BLOOMIN BRANDS INC COM 094235108 883 43177 SH OTR 1 0 43177 0 BLUEPRINT MEDICINES CORP COM 09627Y109 624 7800 SH OTR 1 0 7800 0 BLUEPRINT MEDICINES CORP COM 09627Y109 380 4753 SH SOLE 4753 0 0 BMC STK HLDGS INC COM 05591B109 977 55300 SH OTR 1 0 55300 0 BMC STK HLDGS INC COM 05591B109 617 34900 SH SOLE 34900 0 0 BOEING CO COM 097023105 69119 181215 SH OTR 1 0 181215 0 BOEING CO COM 097023105 5679 14889 SH OTR 5 0 14889 0 BOEING CO COM 097023105 15274 40045 SH SOLE 40045 0 0 BOINGO WIRELESS INC COM 09739C102 13413 14886000 SH SOLE 14886000 0 0 BOOKING HLDGS INC COM 09857L108 57805 48352473 SH SOLE 48352473 0 0 BOOKING HLDGS INC COM 09857L108 2110 1209 SH OTR 5 0 1209 0 BOOKING HLDGS INC COM 09857L108 27461 15738 SH OTR 1 0 15738 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 10093 173605 SH OTR 1 0 173605 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1551 26684 SH SOLE 26684 0 0 BORGWARNER INC COM 099724106 1075 27998 SH OTR 1 0 27998 0 BORGWARNER INC COM 099724106 96 2510 SH SOLE 2510 0 0 BOSTON BEER INC CL A 100557107 1179 4000 SH OTR 1 0 4000 0 BOSTON BEER INC CL A 100557107 742 2518 SH SOLE 2518 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 222 20300 SH OTR 1 0 20300 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 138 12600 SH SOLE 12600 0 0 BOSTON PROPERTIES INC COM 101121101 3743 27955 SH OTR 1 0 27955 0 BOSTON PROPERTIES INC COM 101121101 304 2271 SH SOLE 2271 0 0 BOSTON SCIENTIFIC CORP COM 101137107 675 17598 SH SOLE 17598 0 0 BOSTON SCIENTIFIC CORP COM 101137107 8728 227406 SH OTR 1 0 227406 0 BRAEMAR HOTELS & RESORTS INC COM 10482B101 877 71800 SH OTR 1 0 71800 0 BRAEMAR HOTELS & RESORTS INC COM 10482B101 548 44893 SH SOLE 44893 0 0 BRIDGE BANCORP INC COM 108035106 583 19890 SH OTR 1 0 19890 0 BRIDGE BANCORP INC COM 108035106 353 12051 SH SOLE 12051 0 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 182 17700 SH OTR 1 0 17700 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 112 10900 SH SOLE 10900 0 0 BRIGHTHOUSE FINL INC COM 10922N103 642 17697 SH OTR 5 0 17697 0 BRIGHTHOUSE FINL INC COM 10922N103 1321 36389 SH SOLE 36389 0 0 BRIGHTHOUSE FINL INC COM 10922N103 4185 115316 SH OTR 1 0 115316 0 BRINKER INTL INC COM 109641100 515 11600 SH SOLE 11600 0 0 BRINKER INTL INC COM 109641100 848 19100 SH OTR 1 0 19100 0 BRINKS CO COM 109696104 751 9962 SH OTR 1 0 9962 0 BRINKS CO COM 109696104 420 5564 SH OTR 5 0 5564 0 BRINKS CO COM 109696104 623 8266 SH SOLE 8266 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 12567 263401 SH OTR 1 0 263401 0 BRISTOL MYERS SQUIBB CO COM 110122108 238 4989 SH OTR 5 0 4989 0 BRISTOL MYERS SQUIBB CO COM 110122108 2877 60295 SH SOLE 60295 0 0 BRIXMOR PPTY GROUP INC COM 11120U105 54 2922 SH SOLE 2922 0 0 BRIXMOR PPTY GROUP INC COM 11120U105 1118 60836 SH OTR 1 0 60836 0 BROADCOM INC COM 11135F101 7507 24964 SH SOLE 24964 0 0 BROADCOM INC COM 11135F101 41468 137899 SH OTR 1 0 137899 0 BROADCOM INC COM 11135F101 3741 12440 SH OTR 5 0 12440 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 3082 29726 SH OTR 1 0 29726 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 323 3117 SH SOLE 3117 0 0 BROOKFIELD PROPERTY REIT INC CL A 11282X103 3409 166364 SH OTR 1 0 166364 0 BROOKFIELD PROPERTY REIT INC CL A 11282X103 199 9717 SH SOLE 9717 0 0 BROWN FORMAN CORP CL B 115637209 1192 22585 SH OTR 1 0 22585 0 BROWN FORMAN CORP CL B 115637209 107 2026 SH SOLE 2026 0 0 BRUKER CORP COM 116794108 370 9620 SH SOLE 9620 0 0 BRUKER CORP COM 116794108 5386 140106 SH OTR 1 0 140106 0 BURLINGTON STORES INC COM 122017106 205 1307 SH SOLE 1307 0 0 BURLINGTON STORES INC COM 122017106 3107 19832 SH OTR 1 0 19832 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2241 25766 SH OTR 1 0 25766 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 221 2541 SH SOLE 2541 0 0 CABLE ONE INC COM 12685J105 5971 6084 SH OTR 1 0 6084 0 CABLE ONE INC COM 12685J105 332 338 SH SOLE 338 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 459 4100 SH OTR 1 0 4100 0 CABOT MICROELECTRONICS CORP COM 12709P103 269 2400 SH SOLE 2400 0 0 CABOT OIL & GAS CORP COM 127097103 1543 59116 SH OTR 1 0 59116 0 CABOT OIL & GAS CORP COM 127097103 138 5301 SH SOLE 5301 0 0 CACI INTL INC CL A 127190304 2239 12299 SH OTR 1 0 12299 0 CACI INTL INC CL A 127190304 722 3967 SH OTR 5 0 3967 0 CACI INTL INC CL A 127190304 1534 8425 SH SOLE 8425 0 0 CADENCE BANCORPORATION CL A 12739A100 568 30600 SH OTR 1 0 30600 0 CADENCE BANCORPORATION CL A 12739A100 348 18786 SH SOLE 18786 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 16038 252522 SH OTR 1 0 252522 0 CADENCE DESIGN SYSTEM INC COM 127387108 297 4678 SH OTR 5 0 4678 0 CADENCE DESIGN SYSTEM INC COM 127387108 1378 21703 SH SOLE 21703 0 0 CAESARS ENTMT CORP COM 127686103 13052 9166638 SH SOLE 9166638 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 1248 23000 SH OTR 1 0 23000 0 CALIFORNIA WTR SVC GROUP COM 130788102 769 14170 SH SOLE 14170 0 0 CAMDEN PPTY TR SH BEN INT 133131102 2360 23253 SH OTR 1 0 23253 0 CAMDEN PPTY TR SH BEN INT 133131102 167 1642 SH SOLE 1642 0 0 CAMPBELL SOUP CO COM 134429109 1568 41124 SH OTR 1 0 41124 0 CAMPBELL SOUP CO COM 134429109 323 8478 SH OTR 5 0 8478 0 CAMPBELL SOUP CO COM 134429109 458 12021 SH SOLE 12021 0 0 CANNAE HLDGS INC COM 13765N107 580 23900 SH OTR 1 0 23900 0 CANNAE HLDGS INC COM 13765N107 348 14336 SH SOLE 14336 0 0 CAPITAL ONE FINL CORP COM 14040H105 7656 93722 SH OTR 1 0 93722 0 CAPITAL ONE FINL CORP COM 14040H105 545 6672 SH SOLE 6672 0 0 CARBONITE INC COM 141337105 474 19100 SH OTR 1 0 19100 0 CARBONITE INC COM 141337105 303 12200 SH SOLE 12200 0 0 CARDINAL HEALTH INC COM 14149Y108 10248 212841 SH OTR 1 0 212841 0 CARDINAL HEALTH INC COM 14149Y108 951 19742 SH OTR 5 0 19742 0 CARDINAL HEALTH INC COM 14149Y108 3467 72004 SH SOLE 72004 0 0 CARE COM INC COM 141633107 415 21000 SH OTR 1 0 21000 0 CARE COM INC COM 141633107 251 12678 SH SOLE 12678 0 0 CARETRUST REIT INC COM 14174T107 265 11300 SH OTR 1 0 11300 0 CARETRUST REIT INC COM 14174T107 155 6600 SH SOLE 6600 0 0 CARLISLE COS INC COM 142339100 4627 37735 SH OTR 1 0 37735 0 CARLISLE COS INC COM 142339100 561 4577 SH SOLE 4577 0 0 CARMAX INC COM 143130102 1608 23041 SH OTR 1 0 23041 0 CARMAX INC COM 143130102 144 2065 SH SOLE 2065 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 491 9683 SH OTR 5 0 9683 0 CARNIVAL CORP UNIT 99/99/9999 143658300 1930 38047 SH SOLE 38047 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 5962 117546 SH OTR 1 0 117546 0 CARROLS RESTAURANT GROUP INC COM 14574X104 408 40968 SH SOLE 40968 0 0 CARROLS RESTAURANT GROUP INC COM 14574X104 669 67100 SH OTR 1 0 67100 0 CARTERS INC COM 146229109 2654 26335 SH OTR 1 0 26335 0 CASEYS GEN STORES INC COM 147528103 1939 15056 SH OTR 1 0 15056 0 CASEYS GEN STORES INC COM 147528103 127 986 SH OTR 5 0 986 0 CASEYS GEN STORES INC COM 147528103 396 3078 SH SOLE 3078 0 0 CATALENT INC COM 148806102 260 6400 SH OTR 1 0 6400 0 CATALENT INC COM 148806102 23 564 SH SOLE 564 0 0 CATERPILLAR INC DEL COM 149123101 3331 24584 SH SOLE 24584 0 0 CATERPILLAR INC DEL COM 149123101 22171 163636 SH OTR 1 0 163636 0 CATERPILLAR INC DEL COM 149123101 1371 10117 SH OTR 5 0 10117 0 CATHAY GEN BANCORP COM 149150104 699 20600 SH OTR 1 0 20600 0 CATHAY GEN BANCORP COM 149150104 420 12400 SH SOLE 12400 0 0 CBL & ASSOC PPTYS INC COM 124830100 289 186200 SH OTR 1 0 186200 0 CBL & ASSOC PPTYS INC COM 124830100 186 119800 SH SOLE 119800 0 0 CBOE GLOBAL MARKETS INC COM 12503M108 2506 26253 SH OTR 1 0 26253 0 CBOE GLOBAL MARKETS INC COM 12503M108 349 3654 SH OTR 5 0 3654 0 CBOE GLOBAL MARKETS INC COM 12503M108 678 7103 SH SOLE 7103 0 0 CBRE GROUP INC CL A 12504L109 2521 50973 SH OTR 1 0 50973 0 CBRE GROUP INC CL A 12504L109 244 4937 SH SOLE 4937 0 0 CBS CORP NEW CL B 124857202 222 4677 SH SOLE 4677 0 0 CBS CORP NEW CL B 124857202 2388 50232 SH OTR 1 0 50232 0 CDK GLOBAL INC COM 12508E101 3318 56414 SH SOLE 56414 0 0 CDK GLOBAL INC COM 12508E101 14652 249102 SH OTR 1 0 249102 0 CDK GLOBAL INC COM 12508E101 1541 26198 SH OTR 5 0 26198 0 CDW CORP COM 12514G108 12248 127090 SH OTR 1 0 127090 0 CDW CORP COM 12514G108 2224 23078 SH SOLE 23078 0 0 CECO ENVIRONMENTAL CORP COM 125141101 91 12700 SH OTR 1 0 12700 0 CECO ENVIRONMENTAL CORP COM 125141101 66 9200 SH SOLE 9200 0 0 CELANESE CORP DEL COM 150870103 3057 30999 SH OTR 1 0 30999 0 CELANESE CORP DEL COM 150870103 322 3262 SH SOLE 3262 0 0 CELGENE CORP COM 151020104 6846 72565 SH SOLE 72565 0 0 CELGENE CORP COM 151020104 28351 300518 SH OTR 1 0 300518 0 CELGENE CORP COM 151020104 2238 23723 SH OTR 5 0 23723 0 CENTENE CORP DEL COM 15135B101 2877 54175 SH SOLE 54175 0 0 CENTENE CORP DEL COM 15135B101 10840 204138 SH OTR 1 0 204138 0 CENTENE CORP DEL COM 15135B101 393 7399 SH OTR 5 0 7399 0 CENTERPOINT ENERGY INC COM 15189T107 16059 523108 SH OTR 1 0 523108 0 CENTERPOINT ENERGY INC COM 15189T107 1961 63862 SH OTR 5 0 63862 0 CENTERPOINT ENERGY INC COM 15189T107 5445 177349 SH SOLE 177349 0 0 CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 2666 50200 SH SOLE 50200 0 0 CENTRAL VALLEY CMNTY BANCORP COM 155685100 139 7100 SH OTR 1 0 7100 0 CENTRAL VALLEY CMNTY BANCORP COM 155685100 94 4789 SH SOLE 4789 0 0 CENTURY BANCORP INC MASS CL A NON VTG 156432106 169 2321 SH SOLE 2321 0 0 CENTURY BANCORP INC MASS CL A NON VTG 156432106 277 3800 SH OTR 1 0 3800 0 CENTURYLINK INC COM 156700106 137 11421 SH SOLE 11421 0 0 CENTURYLINK INC COM 156700106 1731 144406 SH OTR 1 0 144406 0 CERNER CORP COM 156782104 4093 71540 SH OTR 1 0 71540 0 CERNER CORP COM 156782104 424 7403 SH SOLE 7403 0 0 CF INDS HLDGS INC COM 125269100 12848 314295 SH OTR 1 0 314295 0 CF INDS HLDGS INC COM 125269100 1773 43375 SH OTR 5 0 43375 0 CF INDS HLDGS INC COM 125269100 3322 81274 SH SOLE 81274 0 0 CHARLES RIV LABS INTL INC COM 159864107 14843 102188 SH OTR 1 0 102188 0 CHARLES RIV LABS INTL INC COM 159864107 931 6411 SH OTR 5 0 6411 0 CHARLES RIV LABS INTL INC COM 159864107 2079 14314 SH SOLE 14314 0 0 CHART INDS INC COM PAR $0.01 16115Q308 48487 29714000 SH SOLE 29714000 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 4449 816145 SH SOLE 816145 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 21141 60940 SH OTR 1 0 60940 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 1674 4826 SH OTR 5 0 4826 0 CHEGG INC COM 163092109 23366 23392000 SH SOLE 23392000 0 0 CHEMOURS CO COM 163851108 4903 131936 SH OTR 1 0 131936 0 CHEMOURS CO COM 163851108 485 13043 SH OTR 5 0 13043 0 CHEMOURS CO COM 163851108 1144 30798 SH SOLE 30798 0 0 CHENIERE ENERGY INC COM NEW 16411R208 610 775000 SH SOLE 775000 0 0 CHERRY HILL MTG INVT CORP COM 164651101 861 50000 SH OTR 1 0 50000 0 CHERRY HILL MTG INVT CORP COM 164651101 535 31045 SH SOLE 31045 0 0 CHESAPEAKE ENERGY CORP COM 165167107 16 5146 SH OTR 1 0 5146 0 CHESAPEAKE ENERGY CORP COM 165167107 1211 1303000 SH SOLE 1303000 0 0 CHESAPEAKE UTILS CORP COM 165303108 775 8500 SH OTR 1 0 8500 0 CHESAPEAKE UTILS CORP COM 165303108 473 5183 SH SOLE 5183 0 0 CHEVRON CORP NEW COM 166764100 52619 427173 SH OTR 1 0 427173 0 CHEVRON CORP NEW COM 166764100 6434 52236 SH OTR 5 0 52236 0 CHEVRON CORP NEW COM 166764100 14922 121140 SH SOLE 121140 0 0 CHICOS FAS INC COM 168615102 200 46900 SH OTR 1 0 46900 0 CHICOS FAS INC COM 168615102 116 27200 SH SOLE 27200 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 7502 10562 SH OTR 1 0 10562 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 1617 2277 SH SOLE 2277 0 0 CHURCH & DWIGHT INC COM 171340102 5019 70458 SH OTR 1 0 70458 0 CHURCH & DWIGHT INC COM 171340102 543 7619 SH SOLE 7619 0 0 CHUYS HLDGS INC COM 171604101 109 4800 SH SOLE 4800 0 0 CHUYS HLDGS INC COM 171604101 180 7900 SH OTR 1 0 7900 0 CIENA CORP COM NEW 171779309 834 22333 SH OTR 1 0 22333 0 CIENA CORP COM NEW 171779309 19 506 SH OTR 5 0 506 0 CIENA CORP COM NEW 171779309 467 12510 SH SOLE 12510 0 0 CIGNA CORP NEW COM 125523100 9819 61053 SH OTR 1 0 61053 0 CIGNA CORP NEW COM 125523100 773 4806 SH SOLE 4806 0 0 CIMAREX ENERGY CO COM 171798101 941 13462 SH OTR 1 0 13462 0 CIMAREX ENERGY CO COM 171798101 84 1204 SH SOLE 1204 0 0 CINCINNATI FINL CORP COM 172062101 670 7797 SH SOLE 7797 0 0 CINCINNATI FINL CORP COM 172062101 227 2641 SH OTR 5 0 2641 0 CINCINNATI FINL CORP COM 172062101 3693 42995 SH OTR 1 0 42995 0 CINEMARK HOLDINGS INC COM 17243V102 1708 42716 SH OTR 5 0 42716 0 CINEMARK HOLDINGS INC COM 17243V102 4177 104448 SH SOLE 104448 0 0 CINEMARK HOLDINGS INC COM 17243V102 13229 330801 SH OTR 1 0 330801 0 CINTAS CORP COM 172908105 2884 14270 SH OTR 1 0 14270 0 CINTAS CORP COM 172908105 1680 8310 SH SOLE 8310 0 0 CIRRUS LOGIC INC COM 172755100 358 8500 SH OTR 1 0 8500 0 CIRRUS LOGIC INC COM 172755100 219 5200 SH SOLE 5200 0 0 CISCO SYS INC COM 17275R102 13511 250242 SH SOLE 250242 0 0 CISCO SYS INC COM 17275R102 48067 890301 SH OTR 1 0 890301 0 CISCO SYS INC COM 17275R102 3862 71541 SH OTR 5 0 71541 0 CIT GROUP INC COM NEW 125581801 5177 107929 SH OTR 1 0 107929 0 CIT GROUP INC COM NEW 125581801 416 8664 SH SOLE 8664 0 0 CITIGROUP INC COM NEW 172967424 35362 568340 SH OTR 1 0 568340 0 CITIGROUP INC COM NEW 172967424 4675 75141 SH OTR 5 0 75141 0 CITIGROUP INC COM NEW 172967424 9971 160256 SH SOLE 160256 0 0 CITIZENS FINL GROUP INC COM 174610105 3129 96274 SH OTR 1 0 96274 0 CITIZENS FINL GROUP INC COM 174610105 235 7239 SH SOLE 7239 0 0 CITRIX SYS INC COM 177376100 15692 157454 SH OTR 1 0 157454 0 CITRIX SYS INC COM 177376100 1600 16057 SH OTR 5 0 16057 0 CITRIX SYS INC COM 177376100 27792 17401344 SH SOLE 17401344 0 0 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 98 69000 PRN OTR 4 0 69000 0 CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 6601 4656000 PRN OTR 1 0 4656000 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 154 7070 SH SOLE 7070 0 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 249 11400 SH OTR 1 0 11400 0 CLEAN ENERGY FUELS CORP COM 184499101 658 212800 SH OTR 1 0 212800 0 CLEAN ENERGY FUELS CORP COM 184499101 405 131200 SH SOLE 131200 0 0 CLEAN HARBORS INC COM 184496107 9228 129009 SH OTR 1 0 129009 0 CLEAN HARBORS INC COM 184496107 1628 22757 SH SOLE 22757 0 0 CLEVELAND CLIFFS INC COM 185899101 9119 6667000 SH SOLE 6667000 0 0 CLOROX CO DEL COM 189054109 5015 31253 SH OTR 1 0 31253 0 CLOROX CO DEL COM 189054109 527 3286 SH SOLE 3286 0 0 CLOUDERA INC COM 18914U100 85 7800 SH SOLE 7800 0 0 CLOUDERA INC COM 18914U100 143 13100 SH OTR 1 0 13100 0 CLOVIS ONCOLOGY INC COM 189464100 263 10600 SH OTR 1 0 10600 0 CLOVIS ONCOLOGY INC COM 189464100 1156 1176500 SH SOLE 1176500 0 0 CME GROUP INC COM CL A 12572Q105 9463 57497 SH OTR 1 0 57497 0 CME GROUP INC COM CL A 12572Q105 743 4516 SH SOLE 4516 0 0 CMS ENERGY CORP COM 125896100 7749 139521 SH OTR 1 0 139521 0 CMS ENERGY CORP COM 125896100 626 11267 SH OTR 5 0 11267 0 CMS ENERGY CORP COM 125896100 1155 20797 SH SOLE 20797 0 0 CNA FINL CORP COM 126117100 3366 77657 SH OTR 1 0 77657 0 CNA FINL CORP COM 126117100 235 5413 SH SOLE 5413 0 0 COCA COLA CO COM 191216100 7361 157091 SH SOLE 157091 0 0 COCA COLA CO COM 191216100 43668 931882 SH OTR 1 0 931882 0 COCA COLA CO COM 191216100 2446 52206 SH OTR 5 0 52206 0 COCA COLA CONSOLIDATED INC COM 191098102 724 2514 SH SOLE 2514 0 0 COCA COLA CONSOLIDATED INC COM 191098102 1151 4000 SH OTR 1 0 4000 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 10222 141089 SH OTR 1 0 141089 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 813 11218 SH OTR 5 0 11218 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1842 25418 SH SOLE 25418 0 0 COHERENT INC COM 192479103 304 2142 SH OTR 1 0 2142 0 COHERENT INC COM 192479103 38 266 SH SOLE 266 0 0 COLGATE PALMOLIVE CO COM 194162103 9632 140537 SH OTR 1 0 140537 0 COLGATE PALMOLIVE CO COM 194162103 815 11884 SH SOLE 11884 0 0 COLLEGIUM PHARMACEUTICAL INC COM 19459J104 253 16700 SH SOLE 16700 0 0 COLLEGIUM PHARMACEUTICAL INC COM 19459J104 392 25900 SH OTR 1 0 25900 0 COLONY CAP INC NEW CL A COM 19626G108 8993 1690349 SH OTR 1 0 1690349 0 COLONY CAP INC NEW CL A COM 19626G108 971 693474 SH SOLE 693474 0 0 COMCAST CORP NEW CL A 20030N101 33658 841861 SH OTR 1 0 841861 0 COMCAST CORP NEW CL A 20030N101 3310 82794 SH OTR 5 0 82794 0 COMCAST CORP NEW CL A 20030N101 11668 291845 SH SOLE 291845 0 0 COMERICA INC COM 200340107 9593 130831 SH OTR 1 0 130831 0 COMERICA INC COM 200340107 939 12802 SH OTR 5 0 12802 0 COMERICA INC COM 200340107 3035 41397 SH SOLE 41397 0 0 COMFORT SYS USA INC COM 199908104 1064 20300 SH OTR 1 0 20300 0 COMFORT SYS USA INC COM 199908104 650 12400 SH SOLE 12400 0 0 COMMERCIAL VEH GROUP INC COM 202608105 175 22800 SH OTR 1 0 22800 0 COMMERCIAL VEH GROUP INC COM 202608105 109 14200 SH SOLE 14200 0 0 COMMSCOPE HLDG CO INC COM 20337X109 4710 216756 SH OTR 1 0 216756 0 COMMSCOPE HLDG CO INC COM 20337X109 212 9766 SH SOLE 9766 0 0 COMMVAULT SYSTEMS INC COM 204166102 350 5400 SH OTR 1 0 5400 0 COMMVAULT SYSTEMS INC COM 204166102 214 3300 SH SOLE 3300 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 137 4600 SH OTR 1 0 4600 0 COMPUTER PROGRAMS & SYS INC COM 205306103 89 3000 SH SOLE 3000 0 0 CONAGRA BRANDS INC COM 205887102 1814 65375 SH OTR 1 0 65375 0 CONAGRA BRANDS INC COM 205887102 163 5858 SH SOLE 5858 0 0 CONCHO RES INC COM 20605P101 278 2507 SH SOLE 2507 0 0 CONCHO RES INC COM 20605P101 3261 29386 SH OTR 1 0 29386 0 CONDUENT INC COM 206787103 5858 423586 SH OTR 1 0 423586 0 CONDUENT INC COM 206787103 532 38434 SH SOLE 38434 0 0 CONMED CORP COM 207410101 11356 10212000 SH SOLE 10212000 0 0 CONOCOPHILLIPS COM 20825C104 20530 307613 SH OTR 1 0 307613 0 CONOCOPHILLIPS COM 20825C104 3171 47513 SH OTR 5 0 47513 0 CONOCOPHILLIPS COM 20825C104 5958 89274 SH SOLE 89274 0 0 CONSOL ENERGY INC NEW COM 20854L108 921 26900 SH OTR 1 0 26900 0 CONSOL ENERGY INC NEW COM 20854L108 568 16600 SH SOLE 16600 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 129 11800 SH OTR 1 0 11800 0 CONSOLIDATED COMM HLDGS INC COM 209034107 79 7200 SH SOLE 7200 0 0 CONSOLIDATED EDISON INC COM 209115104 587 6924 SH SOLE 6924 0 0 CONSOLIDATED EDISON INC COM 209115104 7386 87094 SH OTR 1 0 87094 0 CONSTELLATION BRANDS INC CL A 21036P108 4295 24498 SH OTR 1 0 24498 0 CONSTELLATION BRANDS INC CL A 21036P108 406 2314 SH SOLE 2314 0 0 CONTINENTAL RESOURCES INC COM 212015101 5089 113661 SH OTR 1 0 113661 0 CONTINENTAL RESOURCES INC COM 212015101 395 8829 SH SOLE 8829 0 0 COOPER COS INC COM NEW 216648402 5540 18707 SH OTR 1 0 18707 0 COOPER COS INC COM NEW 216648402 17 58 SH OTR 5 0 58 0 COOPER COS INC COM NEW 216648402 1938 6545 SH SOLE 6545 0 0 COPART INC COM 217204106 1648 27204 SH OTR 1 0 27204 0 COPART INC COM 217204106 148 2438 SH SOLE 2438 0 0 CORE MARK HOLDING CO INC COM 218681104 1095 29500 SH OTR 1 0 29500 0 CORE MARK HOLDING CO INC COM 218681104 676 18219 SH SOLE 18219 0 0 CORELOGIC INC COM 21871D103 4757 127659 SH OTR 1 0 127659 0 CORELOGIC INC COM 21871D103 381 10231 SH SOLE 10231 0 0 COREPOINT LODGING INC COM 21872L104 432 38679 SH SOLE 38679 0 0 COREPOINT LODGING INC COM 21872L104 717 64200 SH OTR 1 0 64200 0 CORESITE RLTY CORP COM 21870Q105 1051 9825 SH OTR 1 0 9825 0 CORESITE RLTY CORP COM 21870Q105 177 1654 SH OTR 5 0 1654 0 CORESITE RLTY CORP COM 21870Q105 403 3762 SH SOLE 3762 0 0 CORNERSTONE ONDEMAND INC COM 21925Y103 422 7700 SH OTR 1 0 7700 0 CORNERSTONE ONDEMAND INC COM 21925Y103 257 4700 SH SOLE 4700 0 0 CORNING INC COM 219350105 1979 59786 SH SOLE 59786 0 0 CORNING INC COM 219350105 13273 400984 SH OTR 1 0 400984 0 CORNING INC COM 219350105 752 22728 SH OTR 5 0 22728 0 COSTCO WHSL CORP NEW COM 22160K105 6772 27968 SH SOLE 27968 0 0 COSTCO WHSL CORP NEW COM 22160K105 1623 6703 SH OTR 5 0 6703 0 COSTCO WHSL CORP NEW COM 22160K105 30392 125516 SH OTR 1 0 125516 0 COTY INC COM CL A 222070203 694 60386 SH OTR 1 0 60386 0 COTY INC COM CL A 222070203 62 5412 SH SOLE 5412 0 0 COUPA SOFTWARE INC COM 22266L106 701 7700 SH OTR 1 0 7700 0 COUPA SOFTWARE INC COM 22266L106 16453 7664700 SH SOLE 7664700 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 1564 9680 SH OTR 1 0 9680 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 751 4644 SH OTR 5 0 4644 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 1147 7100 SH SOLE 7100 0 0 CRAFT BREW ALLIANCE INC COM 224122101 280 20006 SH SOLE 20006 0 0 CRAFT BREW ALLIANCE INC COM 224122101 454 32500 SH OTR 1 0 32500 0 CRANE CO COM 224399105 676 7986 SH OTR 1 0 7986 0 CRANE CO COM 224399105 67 791 SH SOLE 791 0 0 CRAWFORD & CO CL B 224633107 101 11100 SH OTR 1 0 11100 0 CRAWFORD & CO CL B 224633107 61 6657 SH SOLE 6657 0 0 CREE INC COM 225447101 57 1000 SH OTR 1 0 1000 0 CREE INC COM 225447101 614 500700 SH SOLE 500700 0 0 CROCS INC COM 227046109 1009 39200 SH OTR 1 0 39200 0 CROCS INC COM 227046109 620 24062 SH SOLE 24062 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 89 12700 SH SOLE 12700 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 147 20900 SH OTR 1 0 20900 0 CROWN CASTLE INTL CORP NEW COM 22822V101 21290 35109 SH SOLE 35109 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 73 568 SH OTR 5 0 568 0 CROWN CASTLE INTL CORP NEW COM 22822V101 10635 83085 SH OTR 1 0 83085 0 CSX CORP COM 126408103 11211 149846 SH OTR 1 0 149846 0 CSX CORP COM 126408103 138 1848 SH OTR 5 0 1848 0 CSX CORP COM 126408103 819 10947 SH SOLE 10947 0 0 CTRIP COM INTL LTD SPONSORED ADS 22943F100 481 11000 SH OTR 1 0 11000 0 CUMMINS INC COM 231021106 22260 141004 SH OTR 1 0 141004 0 CUMMINS INC COM 231021106 2163 13698 SH OTR 5 0 13698 0 CUMMINS INC COM 231021106 5931 37570 SH SOLE 37570 0 0 CURTISS WRIGHT CORP COM 231561101 120 1059 SH SOLE 1059 0 0 CURTISS WRIGHT CORP COM 231561101 1046 9233 SH OTR 1 0 9233 0 CUSTOMERS BANCORP INC COM 23204G100 862 47100 SH OTR 1 0 47100 0 CUSTOMERS BANCORP INC COM 23204G100 538 29383 SH SOLE 29383 0 0 CVR ENERGY INC COM 12662P108 1005 24400 SH OTR 1 0 24400 0 CVR ENERGY INC COM 12662P108 607 14744 SH SOLE 14744 0 0 CVS HEALTH CORP COM 126650100 15630 289819 SH OTR 1 0 289819 0 CVS HEALTH CORP COM 126650100 722 13383 SH OTR 5 0 13383 0 CVS HEALTH CORP COM 126650100 2350 43566 SH SOLE 43566 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 4813 322563 SH OTR 1 0 322563 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 126 8427 SH OTR 5 0 8427 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 12547 11506584 SH SOLE 11506584 0 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 2380 1863000 PRN OTR 1 0 1863000 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 33 26000 PRN OTR 4 0 26000 0 D R HORTON INC COM 23331A109 1903 45997 SH OTR 1 0 45997 0 D R HORTON INC COM 23331A109 171 4121 SH SOLE 4121 0 0 DANAHER CORPORATION COM 235851102 16017 121325 SH OTR 1 0 121325 0 DANAHER CORPORATION COM 235851102 567 4295 SH OTR 5 0 4295 0 DANAHER CORPORATION COM 235851102 105029 20407835 SH SOLE 20407835 0 0 DANAHER CORPORATION DBCV 1/2 235851AF9 16125 3196000 PRN OTR 1 0 3196000 0 DANAHER CORPORATION DBCV 1/2 235851AF9 237 47000 PRN OTR 4 0 47000 0 DARDEN RESTAURANTS INC COM 237194105 5023 41349 SH SOLE 41349 0 0 DARDEN RESTAURANTS INC COM 237194105 18358 151130 SH OTR 1 0 151130 0 DARDEN RESTAURANTS INC COM 237194105 1515 12474 SH OTR 5 0 12474 0 DARLING INGREDIENTS INC COM 237266101 217 10000 SH OTR 1 0 10000 0 DARLING INGREDIENTS INC COM 237266101 134 6200 SH SOLE 6200 0 0 DAVE & BUSTERS ENTMT INC COM 238337109 953 19100 SH OTR 1 0 19100 0 DAVE & BUSTERS ENTMT INC COM 238337109 583 11700 SH SOLE 11700 0 0 DAVITA INC COM 23918K108 4312 79428 SH OTR 1 0 79428 0 DAVITA INC COM 23918K108 383 7062 SH OTR 5 0 7062 0 DAVITA INC COM 23918K108 653 12029 SH SOLE 12029 0 0 DAWSON GEOPHYSICAL CO NEW COM 239360100 47 16000 SH OTR 1 0 16000 0 DAWSON GEOPHYSICAL CO NEW COM 239360100 21 7100 SH SOLE 7100 0 0 DBX ETF TR XTRACK HRVST CSI 233051879 2551 88781 SH OTR 1 0 88781 0 DECKERS OUTDOOR CORP COM 243537107 3515 23911 SH SOLE 23911 0 0 DECKERS OUTDOOR CORP COM 243537107 1711 11640 SH OTR 5 0 11640 0 DECKERS OUTDOOR CORP COM 243537107 5007 34061 SH OTR 1 0 34061 0 DEERE & CO COM 244199105 764 4778 SH SOLE 4778 0 0 DEERE & CO COM 244199105 8568 53604 SH OTR 1 0 53604 0 DELAWARE INV MN MUN INC FD I COM 24610V103 7131 564399 SH SOLE 564399 0 0 DELAWARE INVT NAT MUNI INC F SH BEN INT 24610T108 3251 256199 SH SOLE 256199 0 0 DELEK US HLDGS INC NEW COM 24665A103 1297 35600 SH OTR 1 0 35600 0 DELEK US HLDGS INC NEW COM 24665A103 824 22619 SH SOLE 22619 0 0 DELL TECHNOLOGIES INC CL C 24703L202 12286 209337 SH OTR 1 0 209337 0 DELL TECHNOLOGIES INC CL C 24703L202 2240 38160 SH SOLE 38160 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 456 8825 SH SOLE 8825 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 26300 509194 SH OTR 1 0 509194 0 DENTSPLY SIRONA INC COM 24906P109 2379 47967 SH OTR 1 0 47967 0 DENTSPLY SIRONA INC COM 24906P109 138 2777 SH SOLE 2777 0 0 DEVON ENERGY CORP NEW COM 25179M103 9893 313461 SH OTR 1 0 313461 0 DEVON ENERGY CORP NEW COM 25179M103 819 25945 SH SOLE 25945 0 0 DEXCOM INC COM 252131107 280 2351 SH OTR 1 0 2351 0 DEXCOM INC COM 252131107 12370 11832293 SH SOLE 11832293 0 0 DIAMONDBACK ENERGY INC COM 25278X109 2063 20317 SH OTR 1 0 20317 0 DIAMONDBACK ENERGY INC COM 25278X109 187 1839 SH SOLE 1839 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 828 76500 SH OTR 1 0 76500 0 DIAMONDROCK HOSPITALITY CO COM 252784301 502 46398 SH SOLE 46398 0 0 DICKS SPORTING GOODS INC COM 253393102 3220 87468 SH OTR 1 0 87468 0 DICKS SPORTING GOODS INC COM 253393102 317 8617 SH SOLE 8617 0 0 DIGI INTL INC COM 253798102 248 19600 SH OTR 1 0 19600 0 DIGI INTL INC COM 253798102 156 12300 SH SOLE 12300 0 0 DIGITAL RLTY TR INC COM 253868103 4143 34817 SH OTR 1 0 34817 0 DIGITAL RLTY TR INC COM 253868103 312 2623 SH SOLE 2623 0 0 DIME CMNTY BANCSHARES COM 253922108 901 48100 SH OTR 1 0 48100 0 DIME CMNTY BANCSHARES COM 253922108 547 29213 SH SOLE 29213 0 0 DIODES INC COM 254543101 191 5500 SH OTR 1 0 5500 0 DIODES INC COM 254543101 133 3827 SH SOLE 3827 0 0 DISCOVER FINL SVCS COM 254709108 692 9722 SH OTR 5 0 9722 0 DISCOVER FINL SVCS COM 254709108 1785 25081 SH SOLE 25081 0 0 DISCOVER FINL SVCS COM 254709108 11449 160893 SH OTR 1 0 160893 0 DISCOVERY INC COM SER A 25470F104 800 29611 SH OTR 5 0 29611 0 DISCOVERY INC COM SER A 25470F104 1481 54812 SH SOLE 54812 0 0 DISCOVERY INC COM SER A 25470F104 4830 178774 SH OTR 1 0 178774 0 DISCOVERY INC COM SER C 25470F302 6020 236815 SH OTR 1 0 236815 0 DISCOVERY INC COM SER C 25470F302 431 16937 SH OTR 5 0 16937 0 DISCOVERY INC COM SER C 25470F302 1075 42280 SH SOLE 42280 0 0 DISH NETWORK CORP CL A 25470M109 3708 117022 SH OTR 1 0 117022 0 DISH NETWORK CORP CL A 25470M109 65665 75464223 SH SOLE 75464223 0 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 5409 6367000 PRN OTR 1 0 6367000 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 82 96000 PRN OTR 4 0 96000 0 DISNEY WALT CO COM DISNEY 254687106 48168 433829 SH OTR 1 0 433829 0 DISNEY WALT CO COM DISNEY 254687106 2585 23286 SH OTR 5 0 23286 0 DISNEY WALT CO COM DISNEY 254687106 10965 98760 SH SOLE 98760 0 0 DOCUSIGN INC COM 256163106 657 638000 SH SOLE 638000 0 0 DOLLAR GEN CORP NEW COM 256677105 7880 66052 SH OTR 1 0 66052 0 DOLLAR GEN CORP NEW COM 256677105 808 6771 SH SOLE 6771 0 0 DOLLAR TREE INC COM 256746108 3808 36252 SH OTR 1 0 36252 0 DOLLAR TREE INC COM 256746108 311 2958 SH SOLE 2958 0 0 DOMINION ENERGY INC COM 25746U109 11067 144368 SH OTR 1 0 144368 0 DOMINION ENERGY INC COM 25746U109 896 11688 SH SOLE 11688 0 0 DOMTAR CORP COM NEW 257559203 6480 130513 SH OTR 1 0 130513 0 DOMTAR CORP COM NEW 257559203 1302 26224 SH SOLE 26224 0 0 DONNELLEY R R & SONS CO COM 257867200 852 180600 SH OTR 1 0 180600 0 DONNELLEY R R & SONS CO COM 257867200 536 113500 SH SOLE 113500 0 0 DOVER CORP COM 260003108 199 2119 SH SOLE 2119 0 0 DOVER CORP COM 260003108 3330 35504 SH OTR 1 0 35504 0 DOWDUPONT INC COM 26078J100 22267 417687 SH OTR 1 0 417687 0 DOWDUPONT INC COM 26078J100 838 15718 SH OTR 5 0 15718 0 DOWDUPONT INC COM 26078J100 3238 60735 SH SOLE 60735 0 0 DTE ENERGY CO COM 233331107 12442 99742 SH OTR 1 0 99742 0 DTE ENERGY CO COM 233331107 1113 8922 SH OTR 5 0 8922 0 DTE ENERGY CO COM 233331107 2366 18968 SH SOLE 18968 0 0 DUCOMMUN INC DEL COM 264147109 557 12792 SH SOLE 12792 0 0 DUCOMMUN INC DEL COM 264147109 914 21000 SH OTR 1 0 21000 0 DUKE ENERGY CORP NEW COM NEW 26441C204 2017 22411 SH SOLE 22411 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 645 7169 SH OTR 5 0 7169 0 DUKE ENERGY CORP NEW COM NEW 26441C204 13118 145750 SH OTR 1 0 145750 0 DUKE REALTY CORP COM NEW 264411505 1788 58464 SH OTR 1 0 58464 0 DUKE REALTY CORP COM NEW 264411505 160 5218 SH SOLE 5218 0 0 DURECT CORP COM 266605104 56 89300 SH OTR 1 0 89300 0 DURECT CORP COM 266605104 42 67621 SH SOLE 67621 0 0 DWS MUN INCOME TR NEW COM 233368109 1372 124496 SH OTR 1 0 124496 0 DXC TECHNOLOGY CO COM 23355L106 7804 121355 SH OTR 1 0 121355 0 DXC TECHNOLOGY CO COM 23355L106 664 10332 SH SOLE 10332 0 0 DYCOM INDS INC COM 267475101 431 466000 SH SOLE 466000 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 9257 199366 SH OTR 1 0 199366 0 E TRADE FINANCIAL CORP COM NEW 269246401 862 18570 SH OTR 5 0 18570 0 E TRADE FINANCIAL CORP COM NEW 269246401 1748 37651 SH SOLE 37651 0 0 EAST WEST BANCORP INC COM 27579R104 210 4376 SH OTR 1 0 4376 0 EASTGROUP PPTY INC COM 277276101 726 6500 SH OTR 1 0 6500 0 EASTGROUP PPTY INC COM 277276101 447 4000 SH SOLE 4000 0 0 EASTMAN CHEMICAL CO COM 277432100 2184 28779 SH OTR 1 0 28779 0 EASTMAN CHEMICAL CO COM 277432100 169 2222 SH SOLE 2222 0 0 EATON VANCE MUN INCOME 2028 SHS 27829U105 1669 82787 SH SOLE 82787 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 5657 481489 SH SOLE 481489 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 156 13241 SH OTR 1 0 13241 0 EBAY INC COM 278642103 3658 98496 SH SOLE 98496 0 0 EBAY INC COM 278642103 2103 56614 SH OTR 5 0 56614 0 EBAY INC COM 278642103 16035 431758 SH OTR 1 0 431758 0 EBIX INC COM NEW 278715206 820 16600 SH OTR 1 0 16600 0 EBIX INC COM NEW 278715206 517 10462 SH SOLE 10462 0 0 ECHO GLOBAL LOGISTICS INC COM 27875T101 20662 20734000 SH SOLE 20734000 0 0 ECHOSTAR CORP CL A 278768106 4596 126091 SH OTR 1 0 126091 0 ECHOSTAR CORP CL A 278768106 450 12341 SH SOLE 12341 0 0 ECOLAB INC COM 278865100 8500 48148 SH OTR 1 0 48148 0 ECOLAB INC COM 278865100 638 3613 SH SOLE 3613 0 0 EDISON INTL COM 281020107 523 8451 SH SOLE 8451 0 0 EDISON INTL COM 281020107 6125 98915 SH OTR 1 0 98915 0 EDITAS MEDICINE INC COM 28106W103 311 12700 SH OTR 1 0 12700 0 EDITAS MEDICINE INC COM 28106W103 220 8992 SH SOLE 8992 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 8163 42663 SH OTR 1 0 42663 0 EDWARDS LIFESCIENCES CORP COM 28176E108 832 4350 SH SOLE 4350 0 0 EGAIN CORP COM NEW 28225C806 126 12100 SH OTR 1 0 12100 0 EGAIN CORP COM NEW 28225C806 84 8000 SH SOLE 8000 0 0 EL POLLO LOCO HLDGS INC COM 268603107 565 43400 SH OTR 1 0 43400 0 EL POLLO LOCO HLDGS INC COM 268603107 342 26300 SH SOLE 26300 0 0 ELANCO ANIMAL HEALTH INC COM 28414H103 249 7752 SH OTR 1 0 7752 0 ELECTRONIC ARTS INC COM 285512109 401 3947 SH SOLE 3947 0 0 ELECTRONIC ARTS INC COM 285512109 4365 42954 SH OTR 1 0 42954 0 ELECTRONICS FOR IMAGING INC COM 286082102 657 565800 SH SOLE 565800 0 0 ELECTRONICS FOR IMAGING INC COM 286082102 169 6300 SH OTR 1 0 6300 0 ELEMENT SOLUTIONS INC COM 28618M106 4502 445706 SH OTR 1 0 445706 0 ELEMENT SOLUTIONS INC COM 28618M106 174 17212 SH SOLE 17212 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 515 10192 SH OTR 1 0 10192 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 321 6348 SH SOLE 6348 0 0 EMERSON ELEC CO COM 291011104 8800 128522 SH OTR 1 0 128522 0 EMERSON ELEC CO COM 291011104 243 3543 SH OTR 5 0 3543 0 EMERSON ELEC CO COM 291011104 954 13932 SH SOLE 13932 0 0 EMPIRE ST RLTY TR INC CL A 292104106 576 556453 SH SOLE 556453 0 0 EMPIRE ST RLTY TR INC CL A 292104106 387 24494 SH OTR 1 0 24494 0 EMPLOYERS HOLDINGS INC COM 292218104 566 14100 SH OTR 1 0 14100 0 EMPLOYERS HOLDINGS INC COM 292218104 337 8400 SH SOLE 8400 0 0 ENANTA PHARMACEUTICALS INC COM 29251M106 401 4200 SH OTR 1 0 4200 0 ENANTA PHARMACEUTICALS INC COM 29251M106 248 2592 SH SOLE 2592 0 0 ENCOMPASS HEALTH CORP COM 29261A100 3455 59160 SH OTR 1 0 59160 0 ENCOMPASS HEALTH CORP COM 29261A100 115 1961 SH OTR 5 0 1961 0 ENCOMPASS HEALTH CORP COM 29261A100 478 8186 SH SOLE 8186 0 0 ENCORE CAP GROUP INC COM 292554102 366 382000 SH SOLE 382000 0 0 ENCORE WIRE CORP COM 292562105 1013 17700 SH OTR 1 0 17700 0 ENCORE WIRE CORP COM 292562105 611 10679 SH SOLE 10679 0 0 ENDURANCE INTL GROUP HLDGS I COM 29272B105 99 13700 SH SOLE 13700 0 0 ENDURANCE INTL GROUP HLDGS I COM 29272B105 159 21900 SH OTR 1 0 21900 0 ENERSYS COM 29275Y102 1134 17400 SH OTR 1 0 17400 0 ENERSYS COM 29275Y102 697 10692 SH SOLE 10692 0 0 ENOVA INTL INC COM 29357K103 885 38800 SH OTR 1 0 38800 0 ENOVA INTL INC COM 29357K103 564 24736 SH SOLE 24736 0 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 4831 6264000 PRN OTR 1 0 6264000 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 72 93000 PRN OTR 4 0 93000 0 ENSIGN GROUP INC COM 29358P101 1234 24100 SH OTR 1 0 24100 0 ENSIGN GROUP INC COM 29358P101 758 14800 SH SOLE 14800 0 0 ENTEGRIS INC COM 29362U104 710 19900 SH OTR 1 0 19900 0 ENTEGRIS INC COM 29362U104 432 12100 SH SOLE 12100 0 0 ENTERGY CORP NEW COM 29364G103 7545 78903 SH OTR 1 0 78903 0 ENTERGY CORP NEW COM 29364G103 396 4143 SH OTR 5 0 4143 0 ENTERGY CORP NEW COM 29364G103 1113 11634 SH SOLE 11634 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 380 117300 SH OTR 1 0 117300 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 234 72119 SH SOLE 72119 0 0 ENVESTNET INC COM 29404K106 196 3000 SH OTR 1 0 3000 0 ENVESTNET INC COM 29404K106 700 501900 SH SOLE 501900 0 0 ENZO BIOCHEM INC COM 294100102 27 10000 SH OTR 1 0 10000 0 ENZO BIOCHEM INC COM 294100102 11 3900 SH SOLE 3900 0 0 EOG RES INC COM 26875P101 1134 11914 SH SOLE 11914 0 0 EOG RES INC COM 26875P101 10484 110152 SH OTR 1 0 110152 0 EOG RES INC COM 26875P101 257 2699 SH OTR 5 0 2699 0 EPLUS INC COM 294268107 109 1231 SH SOLE 1231 0 0 EPLUS INC COM 294268107 177 2000 SH OTR 1 0 2000 0 EPR PPTYS COM SH BEN INT 26884U109 5583 72605 SH OTR 1 0 72605 0 EPR PPTYS COM SH BEN INT 26884U109 507 6596 SH OTR 5 0 6596 0 EPR PPTYS COM SH BEN INT 26884U109 1149 14939 SH SOLE 14939 0 0 EQT CORP COM 26884L109 462 22297 SH OTR 1 0 22297 0 EQUIFAX INC COM 294429105 1913 16142 SH OTR 1 0 16142 0 EQUIFAX INC COM 294429105 171 1446 SH SOLE 1446 0 0 EQUINIX INC COM 29444U700 2210 4877 SH SOLE 4877 0 0 EQUINIX INC COM 29444U700 6348 14009 SH OTR 1 0 14009 0 EQUINIX INC COM 29444U700 132 292 SH OTR 5 0 292 0 EQUITRANS MIDSTREAM CORPORAT COM 294600101 3993 183320 SH OTR 1 0 183320 0 EQUITRANS MIDSTREAM CORPORAT COM 294600101 474 21758 SH SOLE 21758 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 4098 35849 SH OTR 1 0 35849 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 265 2318 SH SOLE 2318 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 12978 172304 SH OTR 1 0 172304 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 912 12114 SH OTR 5 0 12114 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 2273 30178 SH SOLE 30178 0 0 ESSEX PPTY TR INC COM 297178105 6357 21980 SH OTR 1 0 21980 0 ESSEX PPTY TR INC COM 297178105 91 316 SH OTR 5 0 316 0 ESSEX PPTY TR INC COM 297178105 597 2065 SH SOLE 2065 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 109 5700 SH SOLE 5700 0 0 ETHAN ALLEN INTERIORS INC COM 297602104 170 8900 SH OTR 1 0 8900 0 ETSY INC COM 29786A106 45785 23417700 SH SOLE 23417700 0 0 ETSY INC COM 29786A106 847 12600 SH OTR 1 0 12600 0 EURONET WORLDWIDE INC COM 298736109 4298 30144 SH OTR 1 0 30144 0 EURONET WORLDWIDE INC COM 298736109 28920 25422809 SH SOLE 25422809 0 0 EVERBRIDGE INC COM 29978A104 285 3800 SH OTR 1 0 3800 0 EVERBRIDGE INC COM 29978A104 188 2500 SH SOLE 2500 0 0 EVERCORE INC CLASS A 29977A105 10534 115763 SH OTR 1 0 115763 0 EVERCORE INC CLASS A 29977A105 1640 18019 SH SOLE 18019 0 0 EVERGY INC COM 30034W106 2153 37092 SH OTR 1 0 37092 0 EVERGY INC COM 30034W106 182 3135 SH SOLE 3135 0 0 EVERSOURCE ENERGY COM 30040W108 6068 85519 SH OTR 1 0 85519 0 EVERSOURCE ENERGY COM 30040W108 491 6920 SH SOLE 6920 0 0 EVERTEC INC COM 30040P103 146 5267 SH SOLE 5267 0 0 EVERTEC INC COM 30040P103 242 8700 SH OTR 1 0 8700 0 EVOLENT HEALTH INC CL A 30050B101 557 700000 SH SOLE 700000 0 0 EXACT SCIENCES CORP COM 30063P105 4551 52538 SH OTR 1 0 52538 0 EXACT SCIENCES CORP COM 30063P105 29189 21111740 SH SOLE 21111740 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 6622 4851000 PRN OTR 1 0 4851000 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 100 73000 PRN OTR 4 0 73000 0 EXELIXIS INC COM 30161Q104 1696 71271 SH OTR 1 0 71271 0 EXELIXIS INC COM 30161Q104 206 8667 SH SOLE 8667 0 0 EXELON CORP COM 30161N101 2454 48950 SH OTR 5 0 48950 0 EXELON CORP COM 30161N101 6363 126925 SH SOLE 126925 0 0 EXELON CORP COM 30161N101 16248 324127 SH OTR 1 0 324127 0 EXPEDIA GROUP INC COM NEW 30212P303 18557 155937 SH OTR 1 0 155937 0 EXPEDIA GROUP INC COM NEW 30212P303 1875 15755 SH OTR 5 0 15755 0 EXPEDIA GROUP INC COM NEW 30212P303 24618 19876116 SH SOLE 19876116 0 0 EXPEDITORS INTL WASH INC COM 302130109 1773 23366 SH OTR 1 0 23366 0 EXPEDITORS INTL WASH INC COM 302130109 159 2095 SH SOLE 2095 0 0 EXPRESS INC COM 30219E103 383 89400 SH OTR 1 0 89400 0 EXPRESS INC COM 30219E103 230 53830 SH SOLE 53830 0 0 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 7529 419466 SH OTR 1 0 419466 0 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 386 21478 SH SOLE 21478 0 0 EXTERRAN CORP COM 30227H106 388 23000 SH OTR 1 0 23000 0 EXTERRAN CORP COM 30227H106 238 14146 SH SOLE 14146 0 0 EXTRA SPACE STORAGE INC COM 30225T102 78 762 SH OTR 5 0 762 0 EXTRA SPACE STORAGE INC COM 30225T102 1289 760112 SH SOLE 760112 0 0 EXTRA SPACE STORAGE INC COM 30225T102 3475 34098 SH OTR 1 0 34098 0 EXXON MOBIL CORP COM 30231G102 73157 905411 SH OTR 1 0 905411 0 EXXON MOBIL CORP COM 30231G102 7912 97924 SH OTR 5 0 97924 0 EXXON MOBIL CORP COM 30231G102 20386 252299 SH SOLE 252299 0 0 EZCORP INC CL A NON VTG 302301106 895 96000 SH OTR 1 0 96000 0 EZCORP INC CL A NON VTG 302301106 546 58575 SH SOLE 58575 0 0 F M C CORP COM NEW 302491303 124 1618 SH SOLE 1618 0 0 F M C CORP COM NEW 302491303 1654 21526 SH OTR 1 0 21526 0 F5 NETWORKS INC COM 315616102 1116 7112 SH SOLE 7112 0 0 F5 NETWORKS INC COM 315616102 533 3396 SH OTR 5 0 3396 0 F5 NETWORKS INC COM 315616102 9346 59556 SH OTR 1 0 59556 0 FACEBOOK INC CL A 30303M102 117634 705704 SH OTR 1 0 705704 0 FACEBOOK INC CL A 30303M102 7452 44704 SH OTR 5 0 44704 0 FACEBOOK INC CL A 30303M102 23235 139393 SH SOLE 139393 0 0 FAIR ISAAC CORP COM 303250104 5813 21401 SH OTR 1 0 21401 0 FAIR ISAAC CORP COM 303250104 416 1531 SH SOLE 1531 0 0 FARMERS NATL BANC CORP COM 309627107 204 14800 SH OTR 1 0 14800 0 FARMERS NATL BANC CORP COM 309627107 140 10159 SH SOLE 10159 0 0 FASTENAL CO COM 311900104 228 3548 SH SOLE 3548 0 0 FASTENAL CO COM 311900104 2474 38466 SH OTR 1 0 38466 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1389 10074 SH OTR 1 0 10074 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 124 903 SH SOLE 903 0 0 FEDEX CORP COM 31428X106 7095 39111 SH OTR 1 0 39111 0 FEDEX CORP COM 31428X106 567 3123 SH SOLE 3123 0 0 FEDNAT HLDG CO COM 31431B109 388 24200 SH OTR 1 0 24200 0 FEDNAT HLDG CO COM 31431B109 234 14618 SH SOLE 14618 0 0 FIBROGEN INC COM 31572Q808 767 14119 SH OTR 1 0 14119 0 FIBROGEN INC COM 31572Q808 502 9239 SH SOLE 9239 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 3650 99856 SH OTR 1 0 99856 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 302 8268 SH SOLE 8268 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 10822 95681 SH OTR 1 0 95681 0 FIDELITY NATL INFORMATION SV COM 31620M106 877 7758 SH SOLE 7758 0 0 FIESTA RESTAURANT GROUP INC COM 31660B101 488 37200 SH OTR 1 0 37200 0 FIESTA RESTAURANT GROUP INC COM 31660B101 294 22400 SH SOLE 22400 0 0 FIFTH THIRD BANCORP COM 316773100 8544 338793 SH OTR 1 0 338793 0 FIFTH THIRD BANCORP COM 316773100 349 13821 SH OTR 5 0 13821 0 FIFTH THIRD BANCORP COM 316773100 1065 42246 SH SOLE 42246 0 0 FINANCIAL INSTNS INC COM 317585404 753 27700 SH OTR 1 0 27700 0 FINANCIAL INSTNS INC COM 317585404 460 16923 SH SOLE 16923 0 0 FINISAR CORP COM NEW 31787A507 18370 18681000 SH SOLE 18681000 0 0 FIREEYE INC COM 31816Q101 13218 12951000 SH SOLE 12951000 0 0 FIRST AMERN FINL CORP COM 31847R102 8790 170674 SH OTR 1 0 170674 0 FIRST AMERN FINL CORP COM 31847R102 1466 28469 SH OTR 5 0 28469 0 FIRST AMERN FINL CORP COM 31847R102 2812 54593 SH SOLE 54593 0 0 FIRST BANCORP P R COM NEW 318672706 670 58500 SH OTR 1 0 58500 0 FIRST BANCORP P R COM NEW 318672706 421 36727 SH SOLE 36727 0 0 FIRST BUS FINL SVCS INC WIS COM 319390100 144 7200 SH OTR 1 0 7200 0 FIRST BUS FINL SVCS INC WIS COM 319390100 95 4767 SH SOLE 4767 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 974 2393 SH OTR 1 0 2393 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 15 36 SH SOLE 36 0 0 FIRST DATA CORP NEW COM CL A 32008D106 4866 185222 SH OTR 1 0 185222 0 FIRST DATA CORP NEW COM CL A 32008D106 577 21982 SH SOLE 21982 0 0 FIRST FINANCIAL NORTHWEST IN COM 32022K102 109 6944 SH SOLE 6944 0 0 FIRST FINANCIAL NORTHWEST IN COM 32022K102 184 11700 SH OTR 1 0 11700 0 FIRST FINL CORP IND COM 320218100 105 2500 SH SOLE 2500 0 0 FIRST FINL CORP IND COM 320218100 172 4100 SH OTR 1 0 4100 0 FIRST FNDTN INC COM 32026V104 885 65200 SH OTR 1 0 65200 0 FIRST FNDTN INC COM 32026V104 542 39910 SH SOLE 39910 0 0 FIRST HAWAIIAN INC COM 32051X108 2682 102947 SH OTR 1 0 102947 0 FIRST HAWAIIAN INC COM 32051X108 124 4774 SH SOLE 4774 0 0 FIRST INTERNET BANCORP COM 320557101 499 25800 SH OTR 1 0 25800 0 FIRST INTERNET BANCORP COM 320557101 300 15521 SH SOLE 15521 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 618 30200 SH OTR 1 0 30200 0 FIRST MIDWEST BANCORP DEL COM 320867104 362 17700 SH SOLE 17700 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 2454 24425 SH OTR 1 0 24425 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 213 2121 SH SOLE 2121 0 0 FIRSTENERGY CORP COM 337932107 354 8512 SH SOLE 8512 0 0 FIRSTENERGY CORP COM 337932107 4301 103355 SH OTR 1 0 103355 0 FISERV INC COM 337738108 6302 71388 SH OTR 1 0 71388 0 FISERV INC COM 337738108 584 6613 SH SOLE 6613 0 0 FIVE BELOW INC COM 33829M101 671 5400 SH OTR 1 0 5400 0 FIVE BELOW INC COM 33829M101 409 3288 SH SOLE 3288 0 0 FIVE9 INC COM 338307101 428 8100 SH OTR 1 0 8100 0 FIVE9 INC COM 338307101 256 4845 SH SOLE 4845 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 620 18824 SH SOLE 18824 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 1021 31000 SH OTR 1 0 31000 0 FLEETCOR TECHNOLOGIES INC COM 339041105 341 1383 SH SOLE 1383 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 3586 14541 SH OTR 1 0 14541 0 FLEXION THERAPEUTICS INC COM 33938J106 194 221000 SH SOLE 221000 0 0 FLEXSTEEL INDS INC COM 339382103 160 6900 SH OTR 1 0 6900 0 FLEXSTEEL INDS INC COM 339382103 97 4200 SH SOLE 4200 0 0 FLIR SYS INC COM 302445101 1045 21964 SH OTR 1 0 21964 0 FLIR SYS INC COM 302445101 100 2095 SH SOLE 2095 0 0 FLOWSERVE CORP COM 34354P105 887 19642 SH OTR 1 0 19642 0 FLOWSERVE CORP COM 34354P105 78 1722 SH SOLE 1722 0 0 FLUIDIGM CORP DEL COM 34385P108 591 44500 SH SOLE 44500 0 0 FLUIDIGM CORP DEL COM 34385P108 964 72500 SH OTR 1 0 72500 0 FLUOR CORP NEW COM 343412102 694 18850 SH OTR 1 0 18850 0 FLUOR CORP NEW COM 343412102 62 1690 SH SOLE 1690 0 0 FLUSHING FINL CORP COM 343873105 586 26700 SH OTR 1 0 26700 0 FLUSHING FINL CORP COM 343873105 354 16155 SH SOLE 16155 0 0 FLWS/1-800 FLOWERS CL A 68243Q106 941 51600 SH OTR 1 0 51600 0 FLWS/1-800 FLOWERS CL A 68243Q106 581 31896 SH SOLE 31896 0 0 FONAR CORP COM NEW 344437405 252 12300 SH OTR 1 0 12300 0 FONAR CORP COM NEW 344437405 153 7457 SH SOLE 7457 0 0 FOOT LOCKER INC COM 344849104 17604 290487 SH OTR 1 0 290487 0 FOOT LOCKER INC COM 344849104 1843 30405 SH OTR 5 0 30405 0 FOOT LOCKER INC COM 344849104 4548 75046 SH SOLE 75046 0 0 FORD MTR CO DEL COM 345370860 6516 742174 SH OTR 1 0 742174 0 FORD MTR CO DEL COM 345370860 455 51777 SH SOLE 51777 0 0 FORTINET INC COM 34959E109 14589 173745 SH OTR 1 0 173745 0 FORTINET INC COM 34959E109 1207 14373 SH OTR 5 0 14373 0 FORTINET INC COM 34959E109 3726 44373 SH SOLE 44373 0 0 FORTIVE CORP 5% PFD CNV SER A 34959J207 6154 5866 SH OTR 1 0 5866 0 FORTIVE CORP 5% PFD CNV SER A 34959J207 91 87 SH OTR 4 0 87 0 FORTIVE CORP COM 34959J108 3430 40886 SH OTR 1 0 40886 0 FORTIVE CORP COM 34959J108 12846 11722981 SH SOLE 11722981 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 909 19091 SH OTR 1 0 19091 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 81 1711 SH SOLE 1711 0 0 FOSSIL GROUP INC COM 34988V106 460 33500 SH OTR 1 0 33500 0 FOSSIL GROUP INC COM 34988V106 295 21468 SH SOLE 21468 0 0 FOSTER L B CO COM 350060109 203 10801 SH SOLE 10801 0 0 FOSTER L B CO COM 350060109 329 17500 SH OTR 1 0 17500 0 FOUNDATION BLDG MATLS INC COM 350392106 62 6300 SH OTR 1 0 6300 0 FOUNDATION BLDG MATLS INC COM 350392106 39 4000 SH SOLE 4000 0 0 FOX CORP CL A COM 35137L105 2517 68551 SH OTR 1 0 68551 0 FOX CORP CL A COM 35137L105 42 1151 SH OTR 5 0 1151 0 FOX CORP CL A COM 35137L105 242 6581 SH SOLE 6581 0 0 FOX CORP CL B COM 35137L204 1332 37124 SH OTR 1 0 37124 0 FOX CORP CL B COM 35137L204 415 11570 SH SOLE 11570 0 0 FRANKLIN FINL NETWORK INC COM 35352P104 847 29200 SH OTR 1 0 29200 0 FRANKLIN FINL NETWORK INC COM 35352P104 518 17866 SH SOLE 17866 0 0 FRANKLIN RES INC COM 354613101 1620 48879 SH OTR 1 0 48879 0 FRANKLIN RES INC COM 354613101 119 3591 SH SOLE 3591 0 0 FREEPORT-MCMORAN INC CL B 35671D857 3212 249195 SH OTR 1 0 249195 0 FREEPORT-MCMORAN INC CL B 35671D857 228 17711 SH SOLE 17711 0 0 FRONTDOOR INC COM 35905A109 2049 59538 SH OTR 1 0 59538 0 FRONTDOOR INC COM 35905A109 199 5769 SH SOLE 5769 0 0 FS BANCORP INC COM 30263Y104 262 5200 SH OTR 1 0 5200 0 FS BANCORP INC COM 30263Y104 166 3292 SH SOLE 3292 0 0 FTI CONSULTING INC COM 302941109 1215 410479 SH SOLE 410479 0 0 FTI CONSULTING INC COM 302941109 1306 17000 SH OTR 1 0 17000 0 FUTUREFUEL CORPORATION COM 36116M106 233 17400 SH OTR 1 0 17400 0 FUTUREFUEL CORPORATION COM 36116M106 143 10700 SH SOLE 10700 0 0 GAIN CAP HLDGS INC COM 36268W100 229 36400 SH OTR 1 0 36400 0 GAIN CAP HLDGS INC COM 36268W100 139 22100 SH SOLE 22100 0 0 GALLAGHER ARTHUR J & CO COM 363576109 4788 61307 SH OTR 1 0 61307 0 GALLAGHER ARTHUR J & CO COM 363576109 164 2094 SH OTR 5 0 2094 0 GALLAGHER ARTHUR J & CO COM 363576109 573 7340 SH SOLE 7340 0 0 GAMESTOP CORP NEW CL A 36467W109 924 90900 SH OTR 1 0 90900 0 GAMESTOP CORP NEW CL A 36467W109 569 56000 SH SOLE 56000 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 1350 35003 SH OTR 1 0 35003 0 GAMING & LEISURE PPTYS INC COM 36467J108 166 4314 SH SOLE 4314 0 0 GANNETT CO INC COM 36473H104 993 94200 SH OTR 1 0 94200 0 GANNETT CO INC COM 36473H104 617 58519 SH SOLE 58519 0 0 GAP INC COM 364760108 761 29079 SH OTR 1 0 29079 0 GAP INC COM 364760108 148 5672 SH SOLE 5672 0 0 GARRETT MOTION INC COM 366505105 1778 120677 SH OTR 1 0 120677 0 GARTNER INC COM 366651107 2226 14674 SH OTR 1 0 14674 0 GARTNER INC COM 366651107 198 1304 SH SOLE 1304 0 0 GENERAC HLDGS INC COM 368736104 1276 24900 SH OTR 1 0 24900 0 GENERAC HLDGS INC COM 368736104 785 15323 SH SOLE 15323 0 0 GENERAL DYNAMICS CORP COM 369550108 8621 50925 SH OTR 1 0 50925 0 GENERAL DYNAMICS CORP COM 369550108 653 3857 SH SOLE 3857 0 0 GENERAL ELECTRIC CO COM 369604103 15291 1530686 SH OTR 1 0 1530686 0 GENERAL ELECTRIC CO COM 369604103 267 26764 SH OTR 5 0 26764 0 GENERAL ELECTRIC CO COM 369604103 1521 152234 SH SOLE 152234 0 0 GENERAL FIN CORP DEL COM 369822101 270 28900 SH OTR 1 0 28900 0 GENERAL FIN CORP DEL COM 369822101 162 17414 SH SOLE 17414 0 0 GENERAL MLS INC COM 370334104 6376 123199 SH OTR 1 0 123199 0 GENERAL MLS INC COM 370334104 411 7939 SH SOLE 7939 0 0 GENERAL MTRS CO COM 37045V100 11234 302809 SH OTR 1 0 302809 0 GENERAL MTRS CO COM 37045V100 2735 73732 SH SOLE 73732 0 0 GENESCO INC COM 371532102 993 21800 SH OTR 1 0 21800 0 GENESCO INC COM 371532102 625 13715 SH SOLE 13715 0 0 GENESEE & WYO INC CL A 371559105 2446 28066 SH OTR 1 0 28066 0 GENESEE & WYO INC CL A 371559105 74 847 SH SOLE 847 0 0 GENESIS HEALTHCARE INC CL A COM 37185X106 68 47000 SH OTR 1 0 47000 0 GENESIS HEALTHCARE INC CL A COM 37185X106 45 31300 SH SOLE 31300 0 0 GENUINE PARTS CO COM 372460105 4692 41884 SH OTR 1 0 41884 0 GENUINE PARTS CO COM 372460105 306 2730 SH SOLE 2730 0 0 GENWORTH FINL INC COM CL A 37247D106 1103 288100 SH OTR 1 0 288100 0 GENWORTH FINL INC COM CL A 37247D106 681 177801 SH SOLE 177801 0 0 GEO GROUP INC NEW COM 36162J106 1114 58000 SH OTR 1 0 58000 0 GEO GROUP INC NEW COM 36162J106 699 36407 SH SOLE 36407 0 0 GILEAD SCIENCES INC COM 375558103 2629 40435 SH OTR 5 0 40435 0 GILEAD SCIENCES INC COM 375558103 7970 122601 SH SOLE 122601 0 0 GILEAD SCIENCES INC COM 375558103 33731 518863 SH OTR 1 0 518863 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 327 6183 SH SOLE 6183 0 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 513 9700 SH OTR 1 0 9700 0 GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1006 29200 SH OTR 1 0 29200 0 GLOBAL BRASS & COPPR HLDGS I COM 37953G103 609 17694 SH SOLE 17694 0 0 GLOBAL PMTS INC COM 37940X102 3113 22804 SH OTR 1 0 22804 0 GLOBAL PMTS INC COM 37940X102 294 2156 SH SOLE 2156 0 0 GLU MOBILE INC COM 379890106 1121 102500 SH OTR 1 0 102500 0 GLU MOBILE INC COM 379890106 712 65100 SH SOLE 65100 0 0 GODADDY INC CL A 380237107 6215 82652 SH OTR 1 0 82652 0 GODADDY INC CL A 380237107 1980 26339 SH SOLE 26339 0 0 GOGO INC COM 38046C109 566 580000 SH SOLE 580000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 10509 54734 SH OTR 1 0 54734 0 GOLDMAN SACHS GROUP INC COM 38141G104 839 4371 SH SOLE 4371 0 0 GRAFTECH INTL LTD COM 384313508 1215 94986 SH OTR 1 0 94986 0 GRAFTECH INTL LTD COM 384313508 137 10720 SH SOLE 10720 0 0 GRAHAM HLDGS CO COM 384637104 5065 7414 SH OTR 1 0 7414 0 GRAHAM HLDGS CO COM 384637104 387 566 SH SOLE 566 0 0 GRAINGER W W INC COM 384802104 5692 18916 SH OTR 1 0 18916 0 GRAINGER W W INC COM 384802104 289 961 SH OTR 5 0 961 0 GRAINGER W W INC COM 384802104 754 2507 SH SOLE 2507 0 0 GRAY TELEVISION INC COM 389375106 656 30700 SH SOLE 30700 0 0 GRAY TELEVISION INC COM 389375106 1062 49700 SH OTR 1 0 49700 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 768 86200 SH OTR 1 0 86200 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 478 53700 SH SOLE 53700 0 0 GREAT SOUTHN BANCORP INC COM 390905107 228 4400 SH OTR 1 0 4400 0 GREAT SOUTHN BANCORP INC COM 390905107 140 2700 SH SOLE 2700 0 0 GREEN DOT CORP CL A 39304D102 746 12300 SH OTR 1 0 12300 0 GREEN DOT CORP CL A 39304D102 449 7411 SH SOLE 7411 0 0 GREEN PLAINS INC COM 393222104 464 27800 SH OTR 1 0 27800 0 GREEN PLAINS INC COM 393222104 295 17700 SH SOLE 17700 0 0 GROUPON INC COM 399473107 653 183900 SH OTR 1 0 183900 0 GROUPON INC COM 399473107 408 114946 SH SOLE 114946 0 0 GUIDEWIRE SOFTWARE INC COM 40171V100 611 560000 SH SOLE 560000 0 0 HABIT RESTAURANTS INC COM CL A 40449J103 714 66000 SH OTR 1 0 66000 0 HABIT RESTAURANTS INC COM CL A 40449J103 439 40615 SH SOLE 40615 0 0 HAEMONETICS CORP COM 405024100 1015 11600 SH OTR 1 0 11600 0 HAEMONETICS CORP COM 405024100 622 7105 SH SOLE 7105 0 0 HALLADOR ENERGY COMPANY COM 40609P105 134 25500 SH OTR 1 0 25500 0 HALLADOR ENERGY COMPANY COM 40609P105 80 15249 SH SOLE 15249 0 0 HALLIBURTON CO COM 406216101 10018 341900 SH OTR 1 0 341900 0 HALLIBURTON CO COM 406216101 417 14247 SH SOLE 14247 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 539 33500 SH OTR 1 0 33500 0 HALOZYME THERAPEUTICS INC COM 40637H109 336 20855 SH SOLE 20855 0 0 HANCOCK WHITNEY CORPORATION COM 410120109 287 7100 SH SOLE 7100 0 0 HANCOCK WHITNEY CORPORATION COM 410120109 489 12100 SH OTR 1 0 12100 0 HANESBRANDS INC COM 410345102 4365 244123 SH OTR 1 0 244123 0 HANESBRANDS INC COM 410345102 299 16700 SH SOLE 16700 0 0 HANMI FINL CORP COM NEW 410495204 915 43000 SH OTR 1 0 43000 0 HANMI FINL CORP COM NEW 410495204 574 26993 SH SOLE 26993 0 0 HANOVER INS GROUP INC COM 410867105 1283 11234 SH OTR 1 0 11234 0 HARLEY DAVIDSON INC COM 412822108 781 21914 SH OTR 1 0 21914 0 HARLEY DAVIDSON INC COM 412822108 70 1965 SH SOLE 1965 0 0 HARRIS CORP DEL COM 413875105 2516 15752 SH OTR 1 0 15752 0 HARRIS CORP DEL COM 413875105 226 1413 SH SOLE 1413 0 0 HARSCO CORP COM 415864107 611 30297 SH SOLE 30297 0 0 HARSCO CORP COM 415864107 1000 49600 SH OTR 1 0 49600 0 HARTFORD FINL SVCS GROUP INC COM 416515104 430 8640 SH SOLE 8640 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 189 3794 SH OTR 5 0 3794 0 HARTFORD FINL SVCS GROUP INC COM 416515104 5007 100711 SH OTR 1 0 100711 0 HARVARD BIOSCIENCE INC COM 416906105 116 26900 SH OTR 1 0 26900 0 HARVARD BIOSCIENCE INC COM 416906105 63 14640 SH SOLE 14640 0 0 HASBRO INC COM 418056107 1331 15656 SH OTR 1 0 15656 0 HASBRO INC COM 418056107 119 1404 SH SOLE 1404 0 0 HAVERTY FURNITURE INC COM 419596101 127 5800 SH OTR 1 0 5800 0 HAVERTY FURNITURE INC COM 419596101 81 3700 SH SOLE 3700 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 438 10747 SH OTR 1 0 10747 0 HAWKINS INC COM 420261109 122 3300 SH SOLE 3300 0 0 HAWKINS INC COM 420261109 199 5400 SH OTR 1 0 5400 0 HC2 HLDGS INC COM 404139107 110 44700 SH OTR 1 0 44700 0 HC2 HLDGS INC COM 404139107 83 33700 SH SOLE 33700 0 0 HCA HEALTHCARE INC COM 40412C101 18697 143406 SH OTR 1 0 143406 0 HCA HEALTHCARE INC COM 40412C101 2256 17307 SH OTR 5 0 17307 0 HCA HEALTHCARE INC COM 40412C101 4832 37060 SH SOLE 37060 0 0 HCI GROUP INC COM 40416E103 748 17500 SH OTR 1 0 17500 0 HCI GROUP INC COM 40416E103 453 10600 SH SOLE 10600 0 0 HCP INC COM 40414L109 8740 279243 SH OTR 1 0 279243 0 HCP INC COM 40414L109 889 28400 SH OTR 5 0 28400 0 HCP INC COM 40414L109 1772 56622 SH SOLE 56622 0 0 HD SUPPLY HLDGS INC COM 40416M105 1610 37145 SH OTR 1 0 37145 0 HD SUPPLY HLDGS INC COM 40416M105 193 4442 SH SOLE 4442 0 0 HEALTHCARE TR AMER INC CL A NEW 42225P501 853 29833 SH OTR 1 0 29833 0 HEALTHCARE TR AMER INC CL A NEW 42225P501 56 1973 SH SOLE 1973 0 0 HEALTHEQUITY INC COM 42226A107 296 4000 SH OTR 1 0 4000 0 HEALTHEQUITY INC COM 42226A107 182 2461 SH SOLE 2461 0 0 HEALTHSTREAM INC COM 42222N103 143 5100 SH OTR 1 0 5100 0 HEALTHSTREAM INC COM 42222N103 90 3200 SH SOLE 3200 0 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 893 23300 SH OTR 1 0 23300 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 553 14432 SH SOLE 14432 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 32842 33123000 SH SOLE 33123000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 4707 4771000 PRN OTR 1 0 4771000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 69 70000 PRN OTR 4 0 70000 0 HELMERICH & PAYNE INC COM 423452101 110 1988 SH SOLE 1988 0 0 HELMERICH & PAYNE INC COM 423452101 2447 44047 SH OTR 1 0 44047 0 HENRY JACK & ASSOC INC COM 426281101 1433 10332 SH OTR 1 0 10332 0 HENRY JACK & ASSOC INC COM 426281101 128 926 SH SOLE 926 0 0 HENRY SCHEIN INC COM 806407102 1916 31874 SH OTR 1 0 31874 0 HENRY SCHEIN INC COM 806407102 111 1840 SH SOLE 1840 0 0 HERITAGE INS HLDGS INC COM 42727J102 644 44100 SH OTR 1 0 44100 0 HERITAGE INS HLDGS INC COM 42727J102 399 27300 SH SOLE 27300 0 0 HERON THERAPEUTICS INC COM 427746102 364 14900 SH OTR 1 0 14900 0 HERON THERAPEUTICS INC COM 427746102 234 9575 SH SOLE 9575 0 0 HERSHEY CO COM 427866108 2341 20384 SH OTR 1 0 20384 0 HERSHEY CO COM 427866108 277 2408 SH SOLE 2408 0 0 HESS CORP COM 42809H107 20442 339397 SH OTR 1 0 339397 0 HESS CORP COM 42809H107 4074 67647 SH SOLE 67647 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 4695 304273 SH OTR 1 0 304273 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 290 18811 SH SOLE 18811 0 0 HEXCEL CORP NEW COM 428291108 455 6585 SH OTR 1 0 6585 0 HEXCEL CORP NEW COM 428291108 52 756 SH SOLE 756 0 0 HFF INC CL A 40418F108 759 15900 SH OTR 1 0 15900 0 HFF INC CL A 40418F108 458 9600 SH SOLE 9600 0 0 HIBBETT SPORTS INC COM 428567101 386 16931 SH SOLE 16931 0 0 HIBBETT SPORTS INC COM 428567101 632 27700 SH OTR 1 0 27700 0 HILL ROM HLDGS INC COM 431475102 1511 14269 SH SOLE 14269 0 0 HILL ROM HLDGS INC COM 431475102 12932 122158 SH OTR 1 0 122158 0 HILL ROM HLDGS INC COM 431475102 532 5027 SH OTR 5 0 5027 0 HILLENBRAND INC COM 431571108 681 16400 SH OTR 1 0 16400 0 HILLENBRAND INC COM 431571108 419 10100 SH SOLE 10100 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 8258 99366 SH OTR 1 0 99366 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 209 2509 SH OTR 5 0 2509 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 778 9362 SH SOLE 9362 0 0 HMS HLDGS CORP COM 40425J101 1125 38000 SH OTR 1 0 38000 0 HMS HLDGS CORP COM 40425J101 714 24100 SH SOLE 24100 0 0 HNI CORP COM 404251100 486 13400 SH OTR 1 0 13400 0 HNI CORP COM 404251100 287 7900 SH SOLE 7900 0 0 HOLLYFRONTIER CORP COM 436106108 9916 201252 SH OTR 1 0 201252 0 HOLLYFRONTIER CORP COM 436106108 420 8521 SH OTR 5 0 8521 0 HOLLYFRONTIER CORP COM 436106108 2133 43301 SH SOLE 43301 0 0 HOLOGIC INC COM 436440101 8297 171427 SH OTR 1 0 171427 0 HOLOGIC INC COM 436440101 725 14977 SH OTR 5 0 14977 0 HOLOGIC INC COM 436440101 1497 30930 SH SOLE 30930 0 0 HOME DEPOT INC COM 437076102 57249 298343 SH OTR 1 0 298343 0 HOME DEPOT INC COM 437076102 3020 15738 SH OTR 5 0 15738 0 HOME DEPOT INC COM 437076102 8947 46625 SH SOLE 46625 0 0 HONEYWELL INTL INC COM 438516106 28955 182200 SH OTR 1 0 182200 0 HONEYWELL INTL INC COM 438516106 2784 17518 SH OTR 5 0 17518 0 HONEYWELL INTL INC COM 438516106 6193 38967 SH SOLE 38967 0 0 HOOKER FURNITURE CORP COM 439038100 124 4300 SH OTR 1 0 4300 0 HOOKER FURNITURE CORP COM 439038100 78 2700 SH SOLE 2700 0 0 HOPE BANCORP INC COM 43940T109 317 24200 SH OTR 1 0 24200 0 HOPE BANCORP INC COM 43940T109 195 14900 SH SOLE 14900 0 0 HORMEL FOODS CORP COM 440452100 1631 36449 SH OTR 1 0 36449 0 HORMEL FOODS CORP COM 440452100 146 3267 SH SOLE 3267 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 4199 159600 SH OTR 1 0 159600 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 103 3911 SH OTR 5 0 3911 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 503 19134 SH SOLE 19134 0 0 HOST HOTELS & RESORTS INC COM 44107P104 11720 620126 SH OTR 1 0 620126 0 HOST HOTELS & RESORTS INC COM 44107P104 2554 135108 SH SOLE 135108 0 0 HOST HOTELS & RESORTS INC COM 44107P104 1170 61895 SH OTR 5 0 61895 0 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 948 130400 SH OTR 1 0 130400 0 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 586 80600 SH SOLE 80600 0 0 HP INC COM 40434L105 7212 371197 SH OTR 1 0 371197 0 HP INC COM 40434L105 102 5230 SH OTR 5 0 5230 0 HP INC COM 40434L105 632 32537 SH SOLE 32537 0 0 HUB GROUP INC CL A 443320106 180 4400 SH OTR 1 0 4400 0 HUB GROUP INC CL A 443320106 110 2700 SH SOLE 2700 0 0 HUBBELL INC COM 443510607 47 395 SH OTR 5 0 395 0 HUBBELL INC COM 443510607 318 2692 SH SOLE 2692 0 0 HUBBELL INC COM 443510607 2269 19228 SH OTR 1 0 19228 0 HUBSPOT INC COM 443573100 1337 458100 SH SOLE 458100 0 0 HUBSPOT INC COM 443573100 881 5300 SH OTR 1 0 5300 0 HUMANA INC COM 444859102 7350 27632 SH OTR 1 0 27632 0 HUMANA INC COM 444859102 3 13 SH OTR 5 0 13 0 HUMANA INC COM 444859102 531 1995 SH SOLE 1995 0 0 HUNT J B TRANS SVCS INC COM 445658107 1451 14324 SH OTR 1 0 14324 0 HUNT J B TRANS SVCS INC COM 445658107 142 1403 SH SOLE 1403 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1825 143894 SH OTR 1 0 143894 0 HUNTINGTON BANCSHARES INC COM 446150104 165 12976 SH SOLE 12976 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 5662 27327 SH OTR 1 0 27327 0 HUNTINGTON INGALLS INDS INC COM 446413106 898 4334 SH SOLE 4334 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 477 2300 SH OTR 5 0 2300 0 HUNTSMAN CORP COM 447011107 4610 204986 SH OTR 1 0 204986 0 HUNTSMAN CORP COM 447011107 315 13993 SH SOLE 13993 0 0 HYSTER YALE MATLS HANDLING I CL A 449172105 717 11500 SH OTR 1 0 11500 0 HYSTER YALE MATLS HANDLING I CL A 449172105 438 7026 SH SOLE 7026 0 0 IAC INTERACTIVECORP COM 44919P508 13265 63132 SH OTR 1 0 63132 0 IAC INTERACTIVECORP COM 44919P508 43831 29205269 SH SOLE 29205269 0 0 IBERIABANK CORP COM 450828108 1377 19200 SH OTR 1 0 19200 0 IBERIABANK CORP COM 450828108 840 11714 SH SOLE 11714 0 0 ICU MED INC COM 44930G107 550 2300 SH OTR 1 0 2300 0 ICU MED INC COM 44930G107 59 248 SH SOLE 248 0 0 IDEXX LABS INC COM 45168D104 256 1143 SH SOLE 1143 0 0 IDEXX LABS INC COM 45168D104 2746 12281 SH OTR 1 0 12281 0 II VI INC COM 902104108 331 8900 SH OTR 1 0 8900 0 II VI INC COM 902104108 725 505400 SH SOLE 505400 0 0 ILLINOIS TOOL WKS INC COM 452308109 7282 50737 SH OTR 1 0 50737 0 ILLINOIS TOOL WKS INC COM 452308109 121 845 SH OTR 5 0 845 0 ILLINOIS TOOL WKS INC COM 452308109 870 6059 SH SOLE 6059 0 0 ILLUMINA INC COM 452327109 13106 42184 SH OTR 1 0 42184 0 ILLUMINA INC COM 452327109 921 2964 SH OTR 5 0 2964 0 ILLUMINA INC COM 452327109 56588 42619383 SH SOLE 42619383 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 6181 4572000 PRN OTR 1 0 4572000 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 91 67000 PRN OTR 4 0 67000 0 IMMERSION CORP COM 452521107 153 18100 SH OTR 1 0 18100 0 IMMERSION CORP COM 452521107 94 11182 SH SOLE 11182 0 0 IMMUNOGEN INC COM 45253H101 111 40900 SH OTR 1 0 40900 0 IMMUNOGEN INC COM 45253H101 68 25210 SH SOLE 25210 0 0 IMMUNOMEDICS INC COM 452907108 561 29200 SH OTR 1 0 29200 0 IMMUNOMEDICS INC COM 452907108 336 17505 SH SOLE 17505 0 0 INCYTE CORP COM 45337C102 7015 81564 SH OTR 1 0 81564 0 INCYTE CORP COM 45337C102 702 8160 SH SOLE 8160 0 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INSRED 45409F843 18799 751500 SH OTR 3 0 751500 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INSRED 45409F843 22015 841250 SH SOLE 841250 0 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 31784 1268300 SH OTR 3 0 1268300 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 9078 327850 SH SOLE 327850 0 0 INDEXIQ ETF TR HDG EVE DRIV 45409B404 1565 80000 SH OTR 3 0 80000 0 INDEXIQ ETF TR HDG EVE DRIV 45409B404 113 0 SH SOLE 0 0 0 INDEXIQ ETF TR HDGD FTSE JAPN 45409B537 24806 1327287 SH OTR 3 0 1327287 0 INDEXIQ ETF TR IQ 500 INT ETF 45409B362 2972 120000 SH OTR 3 0 120000 0 INDEXIQ ETF TR IQ 500 INT ETF 45409B362 2419 80025 SH SOLE 80025 0 0 INDEXIQ ETF TR IQ LEADERS GTA 45409B511 26704 1216508 SH OTR 3 0 1216508 0 INDEXIQ ETF TR IQ LEADERS GTA 45409B511 2123 0 SH SOLE 0 0 0 INDEXIQ ETF TR IQ S&P HGH YLD 45409B412 46420 1994000 SH OTR 3 0 1994000 0 INDEXIQ ETF TR IQ SHORT DURAT 45409B339 2256 90000 SH OTR 3 0 90000 0 INDEXIQ ETF TR IQ SHORT DURAT 45409B339 785 30000 SH SOLE 30000 0 0 INDEXIQ ETF TR LNG SHT TRACK 45409B305 121 0 SH SOLE 0 0 0 INDEXIQ ETF TR LNG SHT TRACK 45409B305 1566 80000 SH OTR 3 0 80000 0 INFINERA CORPORATION COM 45667G103 475 600000 SH SOLE 600000 0 0 INGLES MKTS INC CL A 457030104 171 6200 SH OTR 1 0 6200 0 INGLES MKTS INC CL A 457030104 104 3783 SH SOLE 3783 0 0 INNERWORKINGS INC COM 45773Y105 67 18600 SH OTR 1 0 18600 0 INNERWORKINGS INC COM 45773Y105 41 11200 SH SOLE 11200 0 0 INPHI CORP COM 45772F107 36289 29661000 SH SOLE 29661000 0 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 4178 3403000 PRN OTR 1 0 3403000 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 61 50000 PRN OTR 4 0 50000 0 INSIGHT ENTERPRISES INC COM 45765U103 605 10994 SH SOLE 10994 0 0 INSIGHT ENTERPRISES INC COM 45765U103 997 18100 SH OTR 1 0 18100 0 INSMED INC COM PAR $.01 457669307 439 15090 SH OTR 1 0 15090 0 INSMED INC COM PAR $.01 457669307 716 450254 SH SOLE 450254 0 0 INSPERITY INC COM 45778Q107 1040 8407 SH OTR 1 0 8407 0 INSPERITY INC COM 45778Q107 177 1429 SH OTR 5 0 1429 0 INSPERITY INC COM 45778Q107 670 5418 SH SOLE 5418 0 0 INSULET CORP COM 45784P101 1519 920000 SH SOLE 920000 0 0 INTEGER HLDGS CORP COM 45826H109 1079 14300 SH OTR 1 0 14300 0 INTEGER HLDGS CORP COM 45826H109 673 8919 SH SOLE 8919 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 101 1811 SH SOLE 1811 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 947 17000 SH OTR 1 0 17000 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 618 393000 SH SOLE 393000 0 0 INTEL CORP COM 458140100 55344 1030627 SH OTR 1 0 1030627 0 INTEL CORP COM 458140100 6511 121242 SH OTR 5 0 121242 0 INTEL CORP COM 458140100 65567 18507451 SH SOLE 18507451 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 537 4800 SH OTR 1 0 4800 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 15901 15657961 SH SOLE 15657961 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 1900 1920000 PRN OTR 1 0 1920000 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 28 28000 PRN OTR 4 0 28000 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 860 11297 SH SOLE 11297 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 8258 108458 SH OTR 1 0 108458 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 202 2649 SH OTR 5 0 2649 0 INTERDIGITAL INC COM 45867G101 310 4700 SH OTR 1 0 4700 0 INTERDIGITAL INC COM 45867G101 541 330000 SH SOLE 330000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 37641 266769 SH OTR 1 0 266769 0 INTERNATIONAL BUSINESS MACHS COM 459200101 3883 27520 SH OTR 5 0 27520 0 INTERNATIONAL BUSINESS MACHS COM 459200101 10389 73626 SH SOLE 73626 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1743 13536 SH OTR 1 0 13536 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 156 1211 SH SOLE 1211 0 0 INTERPUBLIC GROUP COS INC COM 460690100 2471 117590 SH OTR 1 0 117590 0 INTERPUBLIC GROUP COS INC COM 460690100 270 12871 SH SOLE 12871 0 0 INTL FCSTONE INC COM 46116V105 310 8000 SH OTR 1 0 8000 0 INTL FCSTONE INC COM 46116V105 190 4900 SH SOLE 4900 0 0 INTL PAPER CO COM 460146103 9984 215775 SH OTR 1 0 215775 0 INTL PAPER CO COM 460146103 2229 48181 SH SOLE 48181 0 0 INTL PAPER CO COM 460146103 1046 22605 SH OTR 5 0 22605 0 INTUIT COM 461202103 13014 49782 SH OTR 1 0 49782 0 INTUIT COM 461202103 1367 5228 SH SOLE 5228 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 17992 31532 SH OTR 1 0 31532 0 INTUITIVE SURGICAL INC COM NEW 46120E602 1312 2300 SH OTR 5 0 2300 0 INTUITIVE SURGICAL INC COM NEW 46120E602 2851 4997 SH SOLE 4997 0 0 INVESCO MUN TR COM 46131J103 290 24087 SH SOLE 24087 0 0 INVESCO QUALITY MUNI INC TRS COM 46133G107 1209 99857 SH SOLE 99857 0 0 INVITATION HOMES INC COM 46187W107 1262 1102000 SH SOLE 1102000 0 0 IONIS PHARMACEUTICALS INC COM 462222100 2985 36770 SH OTR 1 0 36770 0 IONIS PHARMACEUTICALS INC COM 462222100 39901 29223051 SH SOLE 29223051 0 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 157 16518 SH SOLE 16518 0 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 248 26100 SH OTR 1 0 26100 0 IPG PHOTONICS CORP COM 44980X109 733 4828 SH OTR 1 0 4828 0 IPG PHOTONICS CORP COM 44980X109 66 433 SH SOLE 433 0 0 IQVIA HLDGS INC COM 46266C105 19059 132489 SH OTR 1 0 132489 0 IQVIA HLDGS INC COM 46266C105 1917 13325 SH OTR 5 0 13325 0 IQVIA HLDGS INC COM 46266C105 5464 37985 SH SOLE 37985 0 0 IRON MTN INC NEW COM 46284V101 3739 105443 SH OTR 1 0 105443 0 IRON MTN INC NEW COM 46284V101 567 15991 SH OTR 5 0 15991 0 IRON MTN INC NEW COM 46284V101 740 20874 SH SOLE 20874 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 844 541767 SH SOLE 541767 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 428 31652 SH OTR 1 0 31652 0 ISHARES GOLD TRUST ISHARES 464285105 7660 618700 SH OTR 1 0 618700 0 ISHARES GOLD TRUST ISHARES 464285105 114 9200 SH SOLE 9200 0 0 ISHARES TR IBOXX HI YD ETF 464288513 497 5750 SH SOLE 5750 0 0 ISHARES TR MSCI EAFE ETF 464287465 3259 50250 SH OTR 1 0 50250 0 ISHARES TR MSCI EMG MKT ETF 464287234 3038 70780 SH OTR 1 0 70780 0 ISHARES TR MSCI QATAR ETF 46434V779 1956 105754 SH OTR 1 0 105754 0 ISHARES TR RUS 1000 GRW ETF 464287614 20523 135593 SH OTR 1 0 135593 0 ISHARES TR RUSSELL 2000 ETF 464287655 3721 24306 SH OTR 1 0 24306 0 ISHARES TR RUSSELL 2000 ETF 464287655 427 2792 SH SOLE 2792 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 3974 2940000 PRN OTR 1 0 2940000 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 59 44000 PRN OTR 4 0 44000 0 J ALEXANDERS HLDGS INC COM 46609J106 173 17597 SH SOLE 17597 0 0 J ALEXANDERS HLDGS INC COM 46609J106 284 28900 SH OTR 1 0 28900 0 J2 GLOBAL INC COM 48123V102 3033 35021 SH OTR 1 0 35021 0 J2 GLOBAL INC COM 48123V102 859 9919 SH OTR 5 0 9919 0 J2 GLOBAL INC COM 48123V102 2735 520901 SH SOLE 520901 0 0 JABIL INC COM 466313103 6930 260628 SH OTR 1 0 260628 0 JABIL INC COM 466313103 211 7918 SH OTR 5 0 7918 0 JABIL INC COM 466313103 1819 68421 SH SOLE 68421 0 0 JACOBS ENGR GROUP INC COM 469814107 108 1432 SH SOLE 1432 0 0 JACOBS ENGR GROUP INC COM 469814107 1202 15980 SH OTR 1 0 15980 0 JD COM INC SPON ADR CL A 47215P106 1234 40940 SH OTR 1 0 40940 0 JEFFERIES FINL GROUP INC COM 47233W109 60 3201 SH SOLE 3201 0 0 JEFFERIES FINL GROUP INC COM 47233W109 672 35769 SH OTR 1 0 35769 0 JETBLUE AWYS CORP COM 477143101 413 25235 SH OTR 1 0 25235 0 JETBLUE AWYS CORP COM 477143101 22 1343 SH SOLE 1343 0 0 JOHNSON & JOHNSON COM 478160104 77245 552579 SH OTR 1 0 552579 0 JOHNSON & JOHNSON COM 478160104 6587 47122 SH OTR 5 0 47122 0 JOHNSON & JOHNSON COM 478160104 44069 12105592 SH SOLE 12105592 0 0 JONES LANG LASALLE INC COM 48020Q107 1606 10418 SH SOLE 10418 0 0 JONES LANG LASALLE INC COM 48020Q107 2468 16005 SH OTR 1 0 16005 0 JONES LANG LASALLE INC COM 48020Q107 152 989 SH OTR 5 0 989 0 JPMORGAN CHASE & CO COM 46625H100 20849 205961 SH SOLE 205961 0 0 JPMORGAN CHASE & CO COM 46625H100 71427 705594 SH OTR 1 0 705594 0 JPMORGAN CHASE & CO COM 46625H100 7149 70620 SH OTR 5 0 70620 0 JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 250 106000 SH OTR 1 0 106000 0 JUNIPER NETWORKS INC COM 48203R104 9786 369701 SH OTR 1 0 369701 0 JUNIPER NETWORKS INC COM 48203R104 662 25018 SH OTR 5 0 25018 0 JUNIPER NETWORKS INC COM 48203R104 1885 71198 SH SOLE 71198 0 0 K12 INC COM 48273U102 1075 31500 SH OTR 1 0 31500 0 K12 INC COM 48273U102 684 20027 SH SOLE 20027 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 1588 13692 SH OTR 1 0 13692 0 KANSAS CITY SOUTHERN COM NEW 485170302 142 1227 SH SOLE 1227 0 0 KAR AUCTION SVCS INC COM 48238T109 239 4654 SH OTR 1 0 4654 0 KAR AUCTION SVCS INC COM 48238T109 29 568 SH SOLE 568 0 0 KEANE GROUP INC COM 48669A108 620 56900 SH OTR 1 0 56900 0 KEANE GROUP INC COM 48669A108 389 35700 SH SOLE 35700 0 0 KELLOGG CO COM 487836108 1947 33927 SH OTR 1 0 33927 0 KELLOGG CO COM 487836108 174 3040 SH SOLE 3040 0 0 KELLY SVCS INC CL A 488152208 311 14100 SH OTR 1 0 14100 0 KELLY SVCS INC CL A 488152208 196 8900 SH SOLE 8900 0 0 KEMET CORP COM NEW 488360207 137 8100 SH OTR 1 0 8100 0 KEMET CORP COM NEW 488360207 81 4800 SH SOLE 4800 0 0 KEMPER CORP DEL COM 488401100 1120 14705 SH OTR 5 0 14705 0 KEMPER CORP DEL COM 488401100 2400 31517 SH SOLE 31517 0 0 KEMPER CORP DEL COM 488401100 3491 45844 SH OTR 1 0 45844 0 KEYCORP NEW COM 493267108 218 13854 SH SOLE 13854 0 0 KEYCORP NEW COM 493267108 2874 182481 SH OTR 1 0 182481 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 2300 26379 SH OTR 1 0 26379 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 197 2255 SH SOLE 2255 0 0 KFORCE INC COM 493732101 938 26700 SH OTR 1 0 26700 0 KFORCE INC COM 493732101 604 17200 SH SOLE 17200 0 0 KIMBERLY CLARK CORP COM 494368103 14439 116534 SH OTR 1 0 116534 0 KIMBERLY CLARK CORP COM 494368103 1732 13977 SH OTR 5 0 13977 0 KIMBERLY CLARK CORP COM 494368103 4791 38672 SH SOLE 38672 0 0 KIMCO RLTY CORP COM 49446R109 3302 178510 SH OTR 1 0 178510 0 KIMCO RLTY CORP COM 49446R109 237 12791 SH SOLE 12791 0 0 KIMCO RLTY CORP COM 49446R109 7 356 SH OTR 5 0 356 0 KINDER MORGAN INC DEL COM 49456B101 7672 383428 SH OTR 1 0 383428 0 KINDER MORGAN INC DEL COM 49456B101 545 27255 SH SOLE 27255 0 0 KIRKLANDS INC COM 497498105 417 59300 SH OTR 1 0 59300 0 KIRKLANDS INC COM 497498105 251 35642 SH SOLE 35642 0 0 KLA-TENCOR CORP COM 482480100 7900 66158 SH OTR 1 0 66158 0 KLA-TENCOR CORP COM 482480100 141 1183 SH OTR 5 0 1183 0 KLA-TENCOR CORP COM 482480100 779 6524 SH SOLE 6524 0 0 KOHLS CORP COM 500255104 251 3654 SH OTR 5 0 3654 0 KOHLS CORP COM 500255104 878 12768 SH SOLE 12768 0 0 KOHLS CORP COM 500255104 8180 118944 SH OTR 1 0 118944 0 KRAFT HEINZ CO COM 500754106 250 7672 SH SOLE 7672 0 0 KRAFT HEINZ CO COM 500754106 4340 132922 SH OTR 1 0 132922 0 KROGER CO COM 501044101 10454 424959 SH OTR 1 0 424959 0 KROGER CO COM 501044101 496 20144 SH OTR 5 0 20144 0 KROGER CO COM 501044101 2720 110570 SH SOLE 110570 0 0 L BRANDS INC COM 501797104 7478 271142 SH OTR 1 0 271142 0 L BRANDS INC COM 501797104 130 4729 SH OTR 5 0 4729 0 L BRANDS INC COM 501797104 659 23898 SH SOLE 23898 0 0 L3 TECHNOLOGIES INC COM 502413107 2785 13496 SH OTR 1 0 13496 0 L3 TECHNOLOGIES INC COM 502413107 269 1305 SH SOLE 1305 0 0 LA Z BOY INC COM 505336107 1066 32300 SH OTR 1 0 32300 0 LA Z BOY INC COM 505336107 660 20000 SH SOLE 20000 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 2043 13357 SH OTR 1 0 13357 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 183 1197 SH SOLE 1197 0 0 LADDER CAP CORP CL A 505743104 970 57000 SH OTR 1 0 57000 0 LADDER CAP CORP CL A 505743104 586 34436 SH SOLE 34436 0 0 LADENBURG THALMAN FIN SVCS I COM 50575Q102 69 24300 SH OTR 1 0 24300 0 LADENBURG THALMAN FIN SVCS I COM 50575Q102 42 15000 SH SOLE 15000 0 0 LAM RESEARCH CORP COM 512807108 22822 127488 SH OTR 1 0 127488 0 LAM RESEARCH CORP COM 512807108 2189 12228 SH OTR 5 0 12228 0 LAM RESEARCH CORP COM 512807108 18608 2563543 SH SOLE 2563543 0 0 LAMAR ADVERTISING CO NEW CL A 512816109 8303 104762 SH OTR 1 0 104762 0 LAMAR ADVERTISING CO NEW CL A 512816109 585 7378 SH OTR 5 0 7378 0 LAMAR ADVERTISING CO NEW CL A 512816109 1318 16629 SH SOLE 16629 0 0 LAMB WESTON HLDGS INC COM 513272104 1468 19590 SH OTR 1 0 19590 0 LAMB WESTON HLDGS INC COM 513272104 131 1753 SH SOLE 1753 0 0 LANDS END INC NEW COM 51509F105 814 49000 SH OTR 1 0 49000 0 LANDS END INC NEW COM 51509F105 511 30784 SH SOLE 30784 0 0 LANDSTAR SYS INC COM 515098101 829 7576 SH OTR 1 0 7576 0 LANDSTAR SYS INC COM 515098101 13 115 SH SOLE 115 0 0 LANTHEUS HLDGS INC COM 516544103 1009 41200 SH OTR 1 0 41200 0 LANTHEUS HLDGS INC COM 516544103 621 25365 SH SOLE 25365 0 0 LAS VEGAS SANDS CORP COM 517834107 1864 30574 SH OTR 1 0 30574 0 LAS VEGAS SANDS CORP COM 517834107 6 100 SH SOLE 100 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 867 72700 SH OTR 1 0 72700 0 LATTICE SEMICONDUCTOR CORP COM 518415104 534 44800 SH SOLE 44800 0 0 LAUDER ESTEE COS INC CL A 518439104 5822 35166 SH OTR 1 0 35166 0 LAUDER ESTEE COS INC CL A 518439104 67 402 SH OTR 5 0 402 0 LAUDER ESTEE COS INC CL A 518439104 2351 14203 SH SOLE 14203 0 0 LAUREATE EDUCATION INC CL A 518613203 1052 70300 SH OTR 1 0 70300 0 LAUREATE EDUCATION INC CL A 518613203 650 43400 SH SOLE 43400 0 0 LCNB CORP COM 50181P100 163 9500 SH OTR 1 0 9500 0 LCNB CORP COM 50181P100 92 5348 SH SOLE 5348 0 0 LEAR CORP COM NEW 521865204 4374 32231 SH OTR 1 0 32231 0 LEAR CORP COM NEW 521865204 321 2366 SH SOLE 2366 0 0 LEGG MASON INC COM 524901105 52 1884 SH SOLE 1884 0 0 LEGG MASON INC COM 524901105 413 15094 SH OTR 1 0 15094 0 LEGGETT & PLATT INC COM 524660107 737 17450 SH OTR 1 0 17450 0 LEGGETT & PLATT INC COM 524660107 66 1564 SH SOLE 1564 0 0 LEIDOS HLDGS INC COM 525327102 7482 116741 SH OTR 1 0 116741 0 LEIDOS HLDGS INC COM 525327102 231 3598 SH OTR 5 0 3598 0 LEIDOS HLDGS INC COM 525327102 989 15424 SH SOLE 15424 0 0 LENDINGTREE INC NEW COM 52603B107 20466 11639000 SH SOLE 11639000 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 3412 1946000 PRN OTR 1 0 1946000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 46 26000 PRN OTR 4 0 26000 0 LENNAR CORP CL A 526057104 1920 39108 SH OTR 1 0 39108 0 LENNAR CORP CL A 526057104 172 3505 SH SOLE 3505 0 0 LEXICON PHARMACEUTICALS INC COM NEW 528872302 159 157000 SH SOLE 157000 0 0 LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 1270 33262 SH OTR 1 0 33262 0 LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 76 1997 SH SOLE 1997 0 0 LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1841 48154 SH OTR 1 0 48154 0 LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 125 3259 SH SOLE 3259 0 0 LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 23489 20926000 SH SOLE 20926000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 5316 4743000 PRN OTR 1 0 4743000 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 78 70000 PRN OTR 4 0 70000 0 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 610 43000 SH SOLE 43000 0 0 LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 988 69600 SH OTR 1 0 69600 0 LIFE STORAGE INC COM 53223X107 349 3589 SH OTR 1 0 3589 0 LIFE STORAGE INC COM 53223X107 38 392 SH SOLE 392 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 506 4027 SH OTR 1 0 4027 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 326 2594 SH SOLE 2594 0 0 LILLY ELI & CO COM 532457108 27658 213144 SH OTR 1 0 213144 0 LILLY ELI & CO COM 532457108 2341 18042 SH OTR 5 0 18042 0 LILLY ELI & CO COM 532457108 5154 39721 SH SOLE 39721 0 0 LINCOLN NATL CORP IND COM 534187109 4705 80147 SH OTR 1 0 80147 0 LINCOLN NATL CORP IND COM 534187109 389 6619 SH OTR 5 0 6619 0 LINCOLN NATL CORP IND COM 534187109 705 12011 SH SOLE 12011 0 0 LIONS GATE ENTMNT CORP CL A VTG 535919401 171 10924 SH SOLE 10924 0 0 LIONS GATE ENTMNT CORP CL A VTG 535919401 1368 87488 SH OTR 1 0 87488 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 163 10786 SH SOLE 10786 0 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 1669 110500 SH OTR 1 0 110500 0 LIVE NATION ENTERTAINMENT IN COM 538034109 9193 144679 SH OTR 1 0 144679 0 LIVE NATION ENTERTAINMENT IN COM 538034109 865 13616 SH OTR 5 0 13616 0 LIVE NATION ENTERTAINMENT IN COM 538034109 7833 5103029 SH SOLE 5103029 0 0 LIVEPERSON INC COM 538146101 244 8400 SH OTR 1 0 8400 0 LIVEPERSON INC COM 538146101 145 4985 SH SOLE 4985 0 0 LIVERAMP HLDGS INC COM 53815P108 382 7000 SH OTR 1 0 7000 0 LIVERAMP HLDGS INC COM 53815P108 240 4400 SH SOLE 4400 0 0 LKQ CORP COM 501889208 108 3821 SH SOLE 3821 0 0 LKQ CORP COM 501889208 1210 42640 SH OTR 1 0 42640 0 LOCKHEED MARTIN CORP COM 539830109 15333 51083 SH OTR 1 0 51083 0 LOCKHEED MARTIN CORP COM 539830109 1109 3696 SH SOLE 3696 0 0 LOEWS CORP COM 540424108 1952 40730 SH OTR 1 0 40730 0 LOEWS CORP COM 540424108 4 93 SH OTR 5 0 93 0 LOEWS CORP COM 540424108 193 4017 SH SOLE 4017 0 0 LOGMEIN INC COM 54142L109 13038 162770 SH OTR 1 0 162770 0 LOGMEIN INC COM 54142L109 1099 13716 SH OTR 5 0 13716 0 LOGMEIN INC COM 54142L109 2280 28460 SH SOLE 28460 0 0 LOWES COS INC COM 548661107 26420 241346 SH OTR 1 0 241346 0 LOWES COS INC COM 548661107 1684 15385 SH OTR 5 0 15385 0 LOWES COS INC COM 548661107 6655 60794 SH SOLE 60794 0 0 LPL FINL HLDGS INC COM 50212V100 10404 149376 SH OTR 1 0 149376 0 LPL FINL HLDGS INC COM 50212V100 1569 22527 SH SOLE 22527 0 0 LUMENTUM HLDGS INC COM 55024U109 7 128 SH OTR 1 0 128 0 LUMENTUM HLDGS INC COM 55024U109 45684 38642000 SH SOLE 38642000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 5617 4771000 PRN OTR 1 0 4771000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 84 71000 PRN OTR 4 0 71000 0 LUMINEX CORP DEL COM 55027E102 133 5800 SH OTR 1 0 5800 0 LUMINEX CORP DEL COM 55027E102 83 3600 SH SOLE 3600 0 0 LUTHER BURBANK CORP COM 550550107 162 16000 SH OTR 1 0 16000 0 LUTHER BURBANK CORP COM 550550107 99 9800 SH SOLE 9800 0 0 M & T BK CORP COM 55261F104 266 1693 SH SOLE 1693 0 0 M & T BK CORP COM 55261F104 3704 23590 SH OTR 1 0 23590 0 MACERICH CO COM 554382101 615 14181 SH OTR 1 0 14181 0 MACERICH CO COM 554382101 55 1270 SH SOLE 1270 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 3255 78956 SH OTR 1 0 78956 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 47378 47301334 SH SOLE 47301334 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 4677 4694000 PRN OTR 1 0 4694000 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 67 67000 PRN OTR 4 0 67000 0 MACYS INC COM 55616P104 989 41152 SH OTR 1 0 41152 0 MACYS INC COM 55616P104 89 3689 SH SOLE 3689 0 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 238 1900 SH OTR 1 0 1900 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 133 1061 SH SOLE 1061 0 0 MAMMOTH ENERGY SVCS INC COM 56155L108 734 44100 SH OTR 1 0 44100 0 MAMMOTH ENERGY SVCS INC COM 56155L108 466 27959 SH SOLE 27959 0 0 MANHATTAN ASSOCS INC COM 562750109 8587 155810 SH OTR 1 0 155810 0 MANHATTAN ASSOCS INC COM 562750109 426 7721 SH SOLE 7721 0 0 MANPOWERGROUP INC COM 56418H100 3205 38761 SH OTR 1 0 38761 0 MANPOWERGROUP INC COM 56418H100 76 925 SH OTR 5 0 925 0 MANPOWERGROUP INC COM 56418H100 319 3855 SH SOLE 3855 0 0 MARATHON OIL CORP COM 565849106 6735 403024 SH OTR 1 0 403024 0 MARATHON OIL CORP COM 565849106 249 14925 SH OTR 5 0 14925 0 MARATHON OIL CORP COM 565849106 884 52914 SH SOLE 52914 0 0 MARATHON PETE CORP COM 56585A102 1187 19830 SH OTR 5 0 19830 0 MARATHON PETE CORP COM 56585A102 4137 69119 SH SOLE 69119 0 0 MARATHON PETE CORP COM 56585A102 11762 196531 SH OTR 1 0 196531 0 MARCUS & MILLICHAP INC COM 566324109 615 15106 SH SOLE 15106 0 0 MARCUS & MILLICHAP INC COM 566324109 1018 25000 SH OTR 1 0 25000 0 MARCUS CORP COM 566330106 941 23500 SH OTR 1 0 23500 0 MARCUS CORP COM 566330106 589 14714 SH SOLE 14714 0 0 MARRIOTT INTL INC NEW CL A 571903202 4767 38109 SH OTR 1 0 38109 0 MARRIOTT INTL INC NEW CL A 571903202 440 3517 SH SOLE 3517 0 0 MARRIOTT VACTINS WORLDWID CO COM 57164Y107 618 647000 SH SOLE 647000 0 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 2906 3061000 PRN OTR 1 0 3061000 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 43 45000 PRN OTR 4 0 45000 0 MARSH & MCLENNAN COS INC COM 571748102 611 6511 SH SOLE 6511 0 0 MARSH & MCLENNAN COS INC COM 571748102 8159 86886 SH OTR 1 0 86886 0 MARTIN MARIETTA MATLS INC COM 573284106 1699 8445 SH OTR 1 0 8445 0 MARTIN MARIETTA MATLS INC COM 573284106 152 756 SH SOLE 756 0 0 MASCO CORP COM 574599106 4902 124689 SH OTR 1 0 124689 0 MASCO CORP COM 574599106 459 11679 SH OTR 5 0 11679 0 MASCO CORP COM 574599106 979 24914 SH SOLE 24914 0 0 MASIMO CORP COM 574795100 975 7054 SH OTR 1 0 7054 0 MASIMO CORP COM 574795100 81 587 SH SOLE 587 0 0 MASTERCARD INC CL A 57636Q104 64792 275183 SH OTR 1 0 275183 0 MASTERCARD INC CL A 57636Q104 4327 18376 SH OTR 5 0 18376 0 MASTERCARD INC CL A 57636Q104 12405 52685 SH SOLE 52685 0 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 361 16000 SH OTR 1 0 16000 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 221 9800 SH SOLE 9800 0 0 MATCH GROUP INC COM 57665R106 170 3002 SH SOLE 3002 0 0 MATCH GROUP INC COM 57665R106 2686 47445 SH OTR 1 0 47445 0 MATRIX SVC CO COM 576853105 873 44600 SH OTR 1 0 44600 0 MATRIX SVC CO COM 576853105 543 27733 SH SOLE 27733 0 0 MATSON INC COM 57686G105 188 5200 SH OTR 1 0 5200 0 MATSON INC COM 57686G105 111 3066 SH SOLE 3066 0 0 MATTEL INC COM 577081102 600 46138 SH OTR 1 0 46138 0 MATTEL INC COM 577081102 54 4135 SH SOLE 4135 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 177 3334 SH SOLE 3334 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 1978 37202 SH OTR 1 0 37202 0 MAXIMUS INC COM 577933104 2875 40508 SH SOLE 40508 0 0 MAXIMUS INC COM 577933104 1629 22946 SH OTR 5 0 22946 0 MAXIMUS INC COM 577933104 3992 56244 SH OTR 1 0 56244 0 MCCORMICK & CO INC COM NON VTG 579780206 2536 16834 SH OTR 1 0 16834 0 MCCORMICK & CO INC COM NON VTG 579780206 220 1458 SH SOLE 1458 0 0 MCDONALDS CORP COM 580135101 27495 144785 SH OTR 1 0 144785 0 MCDONALDS CORP COM 580135101 1534 8076 SH OTR 5 0 8076 0 MCDONALDS CORP COM 580135101 4805 25304 SH SOLE 25304 0 0 MCKESSON CORP COM 58155Q103 13864 118435 SH OTR 1 0 118435 0 MCKESSON CORP COM 58155Q103 1999 17078 SH OTR 5 0 17078 0 MCKESSON CORP COM 58155Q103 5147 43973 SH SOLE 43973 0 0 MDU RES GROUP INC COM 552690109 708 27405 SH OTR 1 0 27405 0 MDU RES GROUP INC COM 552690109 14 554 SH SOLE 554 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 576 31121 SH OTR 5 0 31121 0 MEDICAL PPTYS TRUST INC COM 58463J304 1201 64878 SH SOLE 64878 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 5825 314683 SH OTR 1 0 314683 0 MEDICINES CO COM 584688105 14409 17027000 SH SOLE 17027000 0 0 MEDICINES CO NOTE 2.750% 7/1 584688AG0 2464 2929000 PRN OTR 1 0 2929000 0 MEDICINES CO NOTE 2.750% 7/1 584688AG0 38 45000 PRN OTR 4 0 45000 0 MEDPACE HLDGS INC COM 58506Q109 1097 18600 SH OTR 1 0 18600 0 MEDPACE HLDGS INC COM 58506Q109 676 11466 SH SOLE 11466 0 0 MEET GROUP INC COM 58513U101 514 102100 SH SOLE 102100 0 0 MEET GROUP INC COM 58513U101 827 164500 SH OTR 1 0 164500 0 MELCO RESORTS AND ENTMT LTD ADR 585464100 1886 83500 SH OTR 1 0 83500 0 MERCADOLIBRE INC COM 58733R102 27412 20352000 SH SOLE 20352000 0 0 MERCK & CO INC COM 58933Y105 39530 475286 SH OTR 1 0 475286 0 MERCK & CO INC COM 58933Y105 4192 50402 SH OTR 5 0 50402 0 MERCK & CO INC COM 58933Y105 10922 131327 SH SOLE 131327 0 0 MERCURY GENL CORP NEW COM 589400100 854 17051 SH OTR 1 0 17051 0 MERCURY GENL CORP NEW COM 589400100 107 2129 SH SOLE 2129 0 0 MERIT MED SYS INC COM 589889104 464 7500 SH OTR 1 0 7500 0 MERIT MED SYS INC COM 589889104 272 4400 SH SOLE 4400 0 0 MERITOR INC COM 59001K100 654 32160 SH SOLE 32160 0 0 MERITOR INC COM 59001K100 1036 50900 SH OTR 1 0 50900 0 METLIFE INC COM 59156R108 4262 100115 SH SOLE 100115 0 0 METLIFE INC COM 59156R108 14154 332481 SH OTR 1 0 332481 0 METLIFE INC COM 59156R108 2222 52187 SH OTR 5 0 52187 0 METROPOLITAN BK HLDG CORP COM 591774104 230 6600 SH OTR 1 0 6600 0 METROPOLITAN BK HLDG CORP COM 591774104 138 3979 SH SOLE 3979 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 4809 6652 SH OTR 1 0 6652 0 METTLER TOLEDO INTERNATIONAL COM 592688105 261 361 SH SOLE 361 0 0 MFS HIGH INCOME MUN TR SH BEN INT 59318D104 1552 303705 SH SOLE 303705 0 0 MFS MUN INCOME TR SH BEN INT 552738106 682 98613 SH OTR 1 0 98613 0 MFS MUN INCOME TR SH BEN INT 552738106 2405 347524 SH SOLE 347524 0 0 MGIC INVT CORP WIS COM 552848103 109 8300 SH OTR 1 0 8300 0 MGIC INVT CORP WIS COM 552848103 1006 734800 SH SOLE 734800 0 0 MGM RESORTS INTERNATIONAL COM 552953101 367 14302 SH OTR 5 0 14302 0 MGM RESORTS INTERNATIONAL COM 552953101 798 31109 SH SOLE 31109 0 0 MGM RESORTS INTERNATIONAL COM 552953101 5216 203289 SH OTR 1 0 203289 0 MICROCHIP TECHNOLOGY INC COM 595017104 2630 31699 SH OTR 1 0 31699 0 MICROCHIP TECHNOLOGY INC COM 595017104 81197 56666943 SH SOLE 56666943 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 8210 5053000 PRN OTR 1 0 5053000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 125 77000 PRN OTR 4 0 77000 0 MICRON TECHNOLOGY INC COM 595112103 18989 3734053 SH SOLE 3734053 0 0 MICRON TECHNOLOGY INC COM 595112103 20340 492144 SH OTR 1 0 492144 0 MICRON TECHNOLOGY INC COM 595112103 1884 45586 SH OTR 5 0 45586 0 MICROSOFT CORP COM 594918104 52652 446427 SH SOLE 446427 0 0 MICROSOFT CORP COM 594918104 271143 2298983 SH OTR 1 0 2298983 0 MICROSOFT CORP COM 594918104 17864 151464 SH OTR 5 0 151464 0 MICROSTRATEGY INC CL A NEW 594972408 202 1400 SH OTR 1 0 1400 0 MICROSTRATEGY INC CL A NEW 594972408 115 800 SH SOLE 800 0 0 MID AMER APT CMNTYS INC COM 59522J103 6542 59838 SH OTR 1 0 59838 0 MID AMER APT CMNTYS INC COM 59522J103 584 5338 SH OTR 5 0 5338 0 MID AMER APT CMNTYS INC COM 59522J103 1110 10152 SH SOLE 10152 0 0 MIDDLESEX WATER CO COM 596680108 845 15100 SH OTR 1 0 15100 0 MIDDLESEX WATER CO COM 596680108 526 9400 SH SOLE 9400 0 0 MIDSTATES PETE CO INC COM PAR 59804T407 106 10835 SH SOLE 10835 0 0 MIDSTATES PETE CO INC COM PAR 59804T407 175 17900 SH OTR 1 0 17900 0 MIDWESTONE FINL GROUP INC NE COM 598511103 234 8574 SH SOLE 8574 0 0 MIDWESTONE FINL GROUP INC NE COM 598511103 379 13900 SH OTR 1 0 13900 0 MILLER HERMAN INC COM 600544100 464 13200 SH OTR 1 0 13200 0 MILLER HERMAN INC COM 600544100 288 8200 SH SOLE 8200 0 0 MILLER INDS INC TENN COM NEW 600551204 521 16900 SH OTR 1 0 16900 0 MILLER INDS INC TENN COM NEW 600551204 321 10396 SH SOLE 10396 0 0 MKS INSTRUMENT INC COM 55306N104 3142 33767 SH OTR 1 0 33767 0 MKS INSTRUMENT INC COM 55306N104 269 2888 SH SOLE 2888 0 0 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 308 40777 SH OTR 1 0 40777 0 MOHAWK INDS INC COM 608190104 96 762 SH SOLE 762 0 0 MOHAWK INDS INC COM 608190104 1072 8500 SH OTR 1 0 8500 0 MOLINA HEALTHCARE INC COM 60855R100 29782 8647000 SH SOLE 8647000 0 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 148 43000 PRN OTR 4 0 43000 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 10135 2947000 PRN OTR 1 0 2947000 0 MOLSON COORS BREWING CO CL B 60871R209 4299 72066 SH OTR 1 0 72066 0 MOLSON COORS BREWING CO CL B 60871R209 705 11812 SH OTR 5 0 11812 0 MOLSON COORS BREWING CO CL B 60871R209 1409 23629 SH SOLE 23629 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 277 19069 SH OTR 1 0 19069 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 169 11662 SH SOLE 11662 0 0 MOMO INC ADR 60879B107 1025 26800 SH OTR 1 0 26800 0 MONDELEZ INTL INC CL A 609207105 11502 230402 SH OTR 1 0 230402 0 MONDELEZ INTL INC CL A 609207105 922 18479 SH SOLE 18479 0 0 MONEYGRAM INTL INC COM NEW 60935Y208 40 19400 SH OTR 1 0 19400 0 MONEYGRAM INTL INC COM NEW 60935Y208 23 11444 SH SOLE 11444 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 3167 58030 SH OTR 1 0 58030 0 MONSTER BEVERAGE CORP NEW COM 61174X109 292 5342 SH SOLE 5342 0 0 MOODYS CORP COM 615369105 4489 24790 SH OTR 1 0 24790 0 MOODYS CORP COM 615369105 430 2373 SH SOLE 2373 0 0 MORGAN STANLEY COM NEW 617446448 9170 217290 SH OTR 1 0 217290 0 MORGAN STANLEY COM NEW 617446448 707 16751 SH SOLE 16751 0 0 MOSAIC CO NEW COM 61945C103 13980 511907 SH OTR 1 0 511907 0 MOSAIC CO NEW COM 61945C103 1693 61984 SH OTR 5 0 61984 0 MOSAIC CO NEW COM 61945C103 4648 170177 SH SOLE 170177 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 3915 27881 SH OTR 1 0 27881 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 1800 12819 SH SOLE 12819 0 0 MSCI INC COM 55354G100 203 1023 SH SOLE 1023 0 0 MSCI INC COM 55354G100 2271 11422 SH OTR 1 0 11422 0 MUELLER INDS INC COM 624756102 702 22400 SH OTR 1 0 22400 0 MUELLER INDS INC COM 624756102 436 13900 SH SOLE 13900 0 0 MURPHY OIL CORP COM 626717102 272 9287 SH OTR 1 0 9287 0 MURPHY OIL CORP COM 626717102 155 5282 SH OTR 5 0 5282 0 MURPHY OIL CORP COM 626717102 257 8762 SH SOLE 8762 0 0 MURPHY USA INC COM 626755102 599 7000 SH OTR 1 0 7000 0 MURPHY USA INC COM 626755102 385 4500 SH SOLE 4500 0 0 MYR GROUP INC DEL COM 55405W104 343 9900 SH SOLE 9900 0 0 MYR GROUP INC DEL COM 55405W104 554 16000 SH OTR 1 0 16000 0 MYRIAD GENETICS INC COM 62855J104 283 8521 SH SOLE 8521 0 0 MYRIAD GENETICS INC COM 62855J104 429 12910 SH OTR 1 0 12910 0 NANOMETRICS INC COM 630077105 432 14000 SH OTR 1 0 14000 0 NANOMETRICS INC COM 630077105 272 8800 SH SOLE 8800 0 0 NANOSTRING TECHNOLOGIES INC COM 63009R109 814 34000 SH OTR 1 0 34000 0 NANOSTRING TECHNOLOGIES INC COM 63009R109 512 21400 SH SOLE 21400 0 0 NASDAQ INC COM 631103108 1664 19023 SH OTR 1 0 19023 0 NASDAQ INC COM 631103108 112 1281 SH OTR 5 0 1281 0 NASDAQ INC COM 631103108 297 3399 SH SOLE 3399 0 0 NATIONAL CINEMEDIA INC COM 635309107 91 12900 SH SOLE 12900 0 0 NATIONAL CINEMEDIA INC COM 635309107 150 21300 SH OTR 1 0 21300 0 NATIONAL GEN HLDGS CORP COM 636220303 1013 42700 SH OTR 1 0 42700 0 NATIONAL GEN HLDGS CORP COM 636220303 623 26258 SH SOLE 26258 0 0 NATIONAL OILWELL VARCO INC COM 637071101 1366 51294 SH OTR 1 0 51294 0 NATIONAL OILWELL VARCO INC COM 637071101 122 4598 SH SOLE 4598 0 0 NATIONAL PRESTO INDS INC COM 637215104 966 8900 SH OTR 1 0 8900 0 NATIONAL PRESTO INDS INC COM 637215104 597 5500 SH SOLE 5500 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 1827 32984 SH OTR 1 0 32984 0 NATIONAL RETAIL PPTYS INC COM 637417106 114 2062 SH SOLE 2062 0 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 760 63600 SH OTR 1 0 63600 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 471 39440 SH SOLE 39440 0 0 NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 428 33000 SH OTR 1 0 33000 0 NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 263 20318 SH SOLE 20318 0 0 NAVISTAR INTL CORP NEW COM 63934E108 687 685000 SH SOLE 685000 0 0 NCR CORP NEW COM 62886E108 1487 54488 SH OTR 1 0 54488 0 NCR CORP NEW COM 62886E108 39 1446 SH SOLE 1446 0 0 NEKTAR THERAPEUTICS COM 640268108 777 23122 SH OTR 1 0 23122 0 NEKTAR THERAPEUTICS COM 640268108 70 2073 SH SOLE 2073 0 0 NEOGENOMICS INC COM NEW 64049M209 1113 54400 SH OTR 1 0 54400 0 NEOGENOMICS INC COM NEW 64049M209 700 34200 SH SOLE 34200 0 0 NETAPP INC COM 64110D104 3249 46851 SH OTR 1 0 46851 0 NETAPP INC COM 64110D104 288 4159 SH SOLE 4159 0 0 NETEASE INC SPONSORED ADR 64110W102 1811 7500 SH OTR 1 0 7500 0 NETFLIX INC COM 64110L106 7649 21451 SH SOLE 21451 0 0 NETFLIX INC COM 64110L106 46208 129593 SH OTR 1 0 129593 0 NETFLIX INC COM 64110L106 3140 8805 SH OTR 5 0 8805 0 NETSCOUT SYS INC COM 64115T104 575 20500 SH OTR 1 0 20500 0 NETSCOUT SYS INC COM 64115T104 359 12780 SH SOLE 12780 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 111 1256 SH OTR 1 0 1256 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 22839 16859156 SH SOLE 16859156 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 6123 4531000 PRN OTR 1 0 4531000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 95 70000 PRN OTR 4 0 70000 0 NEW JERSEY RES COM 646025106 1484 29800 SH OTR 1 0 29800 0 NEW JERSEY RES COM 646025106 920 18474 SH SOLE 18474 0 0 NEW MEDIA INVT GROUP INC COM 64704V106 545 51900 SH OTR 1 0 51900 0 NEW MEDIA INVT GROUP INC COM 64704V106 326 31030 SH SOLE 31030 0 0 NEW RELIC INC COM 64829B100 651 6600 SH OTR 1 0 6600 0 NEW RELIC INC COM 64829B100 1026 566975 SH SOLE 566975 0 0 NEW SR INVT GROUP INC COM 648691103 63 11600 SH OTR 1 0 11600 0 NEW SR INVT GROUP INC COM 648691103 39 7200 SH SOLE 7200 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 3815 329745 SH OTR 1 0 329745 0 NEW YORK CMNTY BANCORP INC COM 649445103 4 387 SH OTR 5 0 387 0 NEW YORK CMNTY BANCORP INC COM 649445103 1357 117268 SH SOLE 117268 0 0 NEWELL BRANDS INC COM 651229106 807 52607 SH OTR 1 0 52607 0 NEWELL BRANDS INC COM 651229106 72 4714 SH SOLE 4714 0 0 NEWMONT MNG CORP COM 651639106 2898 81027 SH OTR 1 0 81027 0 NEWMONT MNG CORP COM 651639106 238 6658 SH SOLE 6658 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 18031 14614000 SH SOLE 14614000 0 0 NEWS CORP NEW CL A 65249B109 4431 356181 SH OTR 1 0 356181 0 NEWS CORP NEW CL A 65249B109 580 46650 SH OTR 5 0 46650 0 NEWS CORP NEW CL A 65249B109 951 76408 SH SOLE 76408 0 0 NEWS CORP NEW CL B 65249B208 2504 200493 SH OTR 1 0 200493 0 NEWS CORP NEW CL B 65249B208 229 18328 SH OTR 5 0 18328 0 NEWS CORP NEW CL B 65249B208 599 47995 SH SOLE 47995 0 0 NEXPOINT RESIDENTIAL TR INC COM 65341D102 483 12600 SH OTR 1 0 12600 0 NEXPOINT RESIDENTIAL TR INC COM 65341D102 291 7600 SH SOLE 7600 0 0 NEXTERA ENERGY INC COM 65339F101 17501 90528 SH OTR 1 0 90528 0 NEXTERA ENERGY INC COM 65339F101 3111 16095 SH SOLE 16095 0 0 NEXTERA ENERGY INC COM 65339F101 603 3119 SH OTR 5 0 3119 0 NEXTERA ENERGY PARTNERS LP COM UNIT PART IN 65341B106 374 375000 SH SOLE 375000 0 0 NEXTGEN HEALTHCARE INC COM 65343C102 766 45500 SH OTR 1 0 45500 0 NEXTGEN HEALTHCARE INC COM 65343C102 469 27892 SH SOLE 27892 0 0 NICE LTD SPONSORED ADR 653656108 71850 46950000 SH SOLE 46950000 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 7319 4798000 PRN OTR 1 0 4798000 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 110 72000 PRN OTR 4 0 72000 0 NIKE INC CL B 654106103 4279 50812 SH SOLE 50812 0 0 NIKE INC CL B 654106103 34586 410712 SH OTR 1 0 410712 0 NIKE INC CL B 654106103 1718 20397 SH OTR 5 0 20397 0 NISOURCE INC COM 65473P105 1446 50459 SH OTR 1 0 50459 0 NISOURCE INC COM 65473P105 130 4522 SH SOLE 4522 0 0 NMI HLDGS INC CL A 629209305 1050 40600 SH OTR 1 0 40600 0 NMI HLDGS INC CL A 629209305 649 25100 SH SOLE 25100 0 0 NOBLE ENERGY INC COM 655044105 1601 64754 SH OTR 1 0 64754 0 NOBLE ENERGY INC COM 655044105 144 5805 SH SOLE 5805 0 0 NORDSTROM INC COM 655664100 643 14493 SH OTR 1 0 14493 0 NORDSTROM INC COM 655664100 58 1296 SH SOLE 1296 0 0 NORFOLK SOUTHERN CORP COM 655844108 11124 59524 SH OTR 1 0 59524 0 NORFOLK SOUTHERN CORP COM 655844108 438 2346 SH OTR 5 0 2346 0 NORFOLK SOUTHERN CORP COM 655844108 3318 17752 SH SOLE 17752 0 0 NORTHERN TR CORP COM 665859104 5395 59675 SH OTR 1 0 59675 0 NORTHERN TR CORP COM 665859104 557 6158 SH SOLE 6158 0 0 NORTHERN TR CORP COM 665859104 68 750 SH OTR 5 0 750 0 NORTHROP GRUMMAN CORP COM 666807102 11785 43713 SH OTR 1 0 43713 0 NORTHROP GRUMMAN CORP COM 666807102 465 1725 SH OTR 5 0 1725 0 NORTHROP GRUMMAN CORP COM 666807102 1502 5570 SH SOLE 5570 0 0 NOVAVAX INC COM 670002104 2783 7625000 SH SOLE 7625000 0 0 NRG ENERGY INC COM NEW 629377508 17094 402397 SH OTR 1 0 402397 0 NRG ENERGY INC COM NEW 629377508 1913 45032 SH OTR 5 0 45032 0 NRG ENERGY INC COM NEW 629377508 31192 22857364 SH SOLE 22857364 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 273 5694 SH SOLE 5694 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 1646 34400 SH OTR 1 0 34400 0 NUANCE COMMUNICATIONS INC COM 67020Y100 10836 640074 SH OTR 1 0 640074 0 NUANCE COMMUNICATIONS INC COM 67020Y100 22576 22017687 SH SOLE 22017687 0 0 NUCOR CORP COM 670346105 4816 82541 SH OTR 1 0 82541 0 NUCOR CORP COM 670346105 371 6356 SH SOLE 6356 0 0 NUTANIX INC CL A 67059N108 6632 6220000 SH SOLE 6220000 0 0 NUVASIVE INC COM 670704105 1255 22100 SH OTR 1 0 22100 0 NUVASIVE INC COM 670704105 15640 13337600 SH SOLE 13337600 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 5337 4799000 PRN OTR 1 0 4799000 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 80 72000 PRN OTR 4 0 72000 0 NUVEEN AMT FREE MUN CR INC F COM 67071L106 17079 1130278 SH SOLE 1130278 0 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 23983 1795140 SH SOLE 1795140 0 0 NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2494 200000 SH SOLE 200000 0 0 NUVEEN MICHIGAN QLT MUN INC COM 670979103 3972 300000 SH SOLE 300000 0 0 NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 19068 1265291 SH SOLE 1265291 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1272 100000 SH OTR 1 0 100000 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 6978 548590 SH SOLE 548590 0 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7437 563000 SH SOLE 563000 0 0 NVIDIA CORP COM 67066G104 26720 148809 SH OTR 1 0 148809 0 NVIDIA CORP COM 67066G104 1296 7220 SH OTR 5 0 7220 0 NVIDIA CORP COM 67066G104 3494 19460 SH SOLE 19460 0 0 NVR INC COM 62944T105 111 40 SH SOLE 40 0 0 NVR INC COM 62944T105 894 323 SH OTR 1 0 323 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 926 2384 SH SOLE 2384 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 12636 32543 SH OTR 1 0 32543 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 63 161 SH OTR 5 0 161 0 OASIS PETE INC NEW COM 674215108 32760 34995000 SH SOLE 34995000 0 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 6216 6658000 PRN OTR 1 0 6658000 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 91 98000 PRN OTR 4 0 98000 0 OCCIDENTAL PETE CORP COM 674599105 10391 156963 SH OTR 1 0 156963 0 OCCIDENTAL PETE CORP COM 674599105 900 13599 SH OTR 5 0 13599 0 OCCIDENTAL PETE CORP COM 674599105 1991 30083 SH SOLE 30083 0 0 OFFICE DEPOT INC COM 676220106 1186 326600 SH OTR 1 0 326600 0 OFFICE DEPOT INC COM 676220106 735 202478 SH SOLE 202478 0 0 OFG BANCORP COM 67103X102 960 48500 SH OTR 1 0 48500 0 OFG BANCORP COM 67103X102 595 30084 SH SOLE 30084 0 0 OGE ENERGY CORP COM 670837103 2859 66309 SH OTR 1 0 66309 0 OGE ENERGY CORP COM 670837103 92 2129 SH OTR 5 0 2129 0 OGE ENERGY CORP COM 670837103 291 6742 SH SOLE 6742 0 0 OIL STS INTL INC COM 678026105 36954 42348000 SH SOLE 42348000 0 0 OKTA INC CL A 679295105 23879 13189000 SH SOLE 13189000 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 451 3123 SH OTR 1 0 3123 0 OLD DOMINION FREIGHT LINE IN COM 679580100 42 288 SH SOLE 288 0 0 OLD REP INTL CORP COM 680223104 3408 162927 SH OTR 1 0 162927 0 OLD REP INTL CORP COM 680223104 202 9657 SH SOLE 9657 0 0 OLIN CORP COM PAR $1 680665205 4111 177656 SH OTR 1 0 177656 0 OLIN CORP COM PAR $1 680665205 408 17630 SH OTR 5 0 17630 0 OLIN CORP COM PAR $1 680665205 222 9576 SH SOLE 9576 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 12412 325342 SH OTR 1 0 325342 0 OMEGA HEALTHCARE INVS INC COM 681936100 1504 39424 SH OTR 5 0 39424 0 OMEGA HEALTHCARE INVS INC COM 681936100 2790 73130 SH SOLE 73130 0 0 OMNICELL INC COM 68213N109 1261 15600 SH OTR 1 0 15600 0 OMNICELL INC COM 68213N109 776 9600 SH SOLE 9600 0 0 OMNICOM GROUP INC COM 681919106 19430 266202 SH OTR 1 0 266202 0 OMNICOM GROUP INC COM 681919106 1943 26619 SH OTR 5 0 26619 0 OMNICOM GROUP INC COM 681919106 3840 52606 SH SOLE 52606 0 0 OMNOVA SOLUTIONS INC COM 682129101 79 11200 SH SOLE 11200 0 0 OMNOVA SOLUTIONS INC COM 682129101 133 18900 SH OTR 1 0 18900 0 ON SEMICONDUCTOR CORP COM 682189105 34068 27159898 SH SOLE 27159898 0 0 ON SEMICONDUCTOR CORP COM 682189105 8325 404696 SH OTR 1 0 404696 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 5848 4732000 PRN OTR 1 0 4732000 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 85 69000 PRN OTR 4 0 69000 0 ONE GAS INC COM 68235P108 187 2100 SH OTR 1 0 2100 0 ONE GAS INC COM 68235P108 111 1246 SH SOLE 1246 0 0 ONEOK INC NEW COM 682680103 6036 86425 SH OTR 1 0 86425 0 ONEOK INC NEW COM 682680103 596 8536 SH SOLE 8536 0 0 OPKO HEALTH INC COM 68375N103 188 72000 SH OTR 1 0 72000 0 OPKO HEALTH INC COM 68375N103 146 55781 SH SOLE 55781 0 0 ORACLE CORP COM 68389X105 40131 747165 SH OTR 1 0 747165 0 ORACLE CORP COM 68389X105 4471 83240 SH OTR 5 0 83240 0 ORACLE CORP COM 68389X105 11537 214802 SH SOLE 214802 0 0 ORTHOFIX MED INC COM 68752M108 457 8100 SH OTR 1 0 8100 0 ORTHOFIX MED INC COM 68752M108 281 4990 SH SOLE 4990 0 0 OSHKOSH CORP COM 688239201 2364 31466 SH OTR 1 0 31466 0 OSHKOSH CORP COM 688239201 277 3686 SH OTR 5 0 3686 0 OSHKOSH CORP COM 688239201 683 9096 SH SOLE 9096 0 0 OSI SYSTEMS INC COM 671044105 210 2400 SH OTR 1 0 2400 0 OSI SYSTEMS INC COM 671044105 131 1500 SH SOLE 1500 0 0 OUTFRONT MEDIA INC COM 69007J106 2933 125341 SH OTR 1 0 125341 0 OUTFRONT MEDIA INC COM 69007J106 246 10502 SH SOLE 10502 0 0 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 458 200100 SH OTR 1 0 200100 0 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 281 122851 SH SOLE 122851 0 0 OWENS CORNING NEW COM 690742101 338 7165 SH OTR 1 0 7165 0 OWENS CORNING NEW COM 690742101 12 248 SH SOLE 248 0 0 OWENS ILL INC COM NEW 690768403 6455 340075 SH OTR 1 0 340075 0 OWENS ILL INC COM NEW 690768403 402 21155 SH SOLE 21155 0 0 PACCAR INC COM 693718108 15757 231243 SH OTR 1 0 231243 0 PACCAR INC COM 693718108 2127 31212 SH OTR 5 0 31212 0 PACCAR INC COM 693718108 5719 83936 SH SOLE 83936 0 0 PACIFIC PREMIER BANCORP COM 69478X105 554 20900 SH OTR 1 0 20900 0 PACIFIC PREMIER BANCORP COM 69478X105 356 13400 SH SOLE 13400 0 0 PACIRA PHARMACEUTICALS INC COM 695127100 1028 27000 SH OTR 1 0 27000 0 PACIRA PHARMACEUTICALS INC COM 695127100 19021 18640797 SH SOLE 18640797 0 0 PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 46 47000 PRN OTR 4 0 47000 0 PACIRA PHARMACEUTICALS INC NOTE 2.375% 4/0 695127AD2 3128 3177000 PRN OTR 1 0 3177000 0 PACKAGING CORP AMER COM 695156109 5453 54874 SH OTR 1 0 54874 0 PACKAGING CORP AMER COM 695156109 795 8004 SH OTR 5 0 8004 0 PACKAGING CORP AMER COM 695156109 1422 14305 SH SOLE 14305 0 0 PALO ALTO NETWORKS INC COM 697435105 13357 54995 SH OTR 1 0 54995 0 PALO ALTO NETWORKS INC COM 697435105 35872 29937382 SH SOLE 29937382 0 0 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 997 56000 SH OTR 1 0 56000 0 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 613 34407 SH SOLE 34407 0 0 PARK HOTELS RESORTS INC COM 700517105 5363 172546 SH OTR 1 0 172546 0 PARK HOTELS RESORTS INC COM 700517105 421 13558 SH SOLE 13558 0 0 PARK OHIO HLDGS CORP COM 700666100 285 8800 SH OTR 1 0 8800 0 PARK OHIO HLDGS CORP COM 700666100 178 5509 SH SOLE 5509 0 0 PARKER HANNIFIN CORP COM 701094104 5892 34329 SH OTR 1 0 34329 0 PARKER HANNIFIN CORP COM 701094104 71 413 SH OTR 5 0 413 0 PARKER HANNIFIN CORP COM 701094104 650 3786 SH SOLE 3786 0 0 PATRICK INDS INC COM 703343103 820 18100 SH OTR 1 0 18100 0 PATRICK INDS INC COM 703343103 27806 30434051 SH SOLE 30434051 0 0 PATTERSON UTI ENERGY INC COM 703481101 5303 378268 SH OTR 1 0 378268 0 PATTERSON UTI ENERGY INC COM 703481101 477 33997 SH SOLE 33997 0 0 PAYCHEX INC COM 704326107 4091 51004 SH OTR 1 0 51004 0 PAYCHEX INC COM 704326107 389 4850 SH SOLE 4850 0 0 PAYCOM SOFTWARE INC COM 70432V102 52 276 SH SOLE 276 0 0 PAYCOM SOFTWARE INC COM 70432V102 419 2214 SH OTR 1 0 2214 0 PAYLOCITY HLDG CORP COM 70438V106 1079 12100 SH OTR 1 0 12100 0 PAYLOCITY HLDG CORP COM 70438V106 669 7500 SH SOLE 7500 0 0 PAYPAL HLDGS INC COM 70450Y103 38736 373032 SH OTR 1 0 373032 0 PAYPAL HLDGS INC COM 70450Y103 2568 24734 SH OTR 5 0 24734 0 PAYPAL HLDGS INC COM 70450Y103 5793 55791 SH SOLE 55791 0 0 PBF ENERGY INC CL A 69318G106 2667 85652 SH OTR 1 0 85652 0 PBF ENERGY INC CL A 69318G106 412 13228 SH SOLE 13228 0 0 PEABODY ENERGY CORP NEW COM 704551100 680 24015 SH SOLE 24015 0 0 PEABODY ENERGY CORP NEW COM 704551100 1096 38700 SH OTR 1 0 38700 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 456 17376 SH SOLE 17376 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 726 27700 SH OTR 1 0 27700 0 PEBBLEBROOK HOTEL TR COM 70509V100 2747 88455 SH OTR 1 0 88455 0 PEBBLEBROOK HOTEL TR COM 70509V100 1392 44816 SH OTR 5 0 44816 0 PEBBLEBROOK HOTEL TR COM 70509V100 2149 69187 SH SOLE 69187 0 0 PENN VA CORP NEW COM 70788V102 163 3700 SH OTR 1 0 3700 0 PENN VA CORP NEW COM 70788V102 106 2400 SH SOLE 2400 0 0 PENNYMAC MTG INVT TR COM 70931T103 422 20400 SH OTR 1 0 20400 0 PENNYMAC MTG INVT TR COM 70931T103 251 12100 SH SOLE 12100 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 32 713 SH SOLE 713 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 256 5743 SH OTR 1 0 5743 0 PEOPLES UTD FINL INC COM 712704105 845 51385 SH OTR 1 0 51385 0 PEOPLES UTD FINL INC COM 712704105 76 4598 SH SOLE 4598 0 0 PEPSICO INC COM 713448108 50491 411998 SH OTR 1 0 411998 0 PEPSICO INC COM 713448108 3743 30542 SH OTR 5 0 30542 0 PEPSICO INC COM 713448108 9765 79679 SH SOLE 79679 0 0 PERFICIENT INC COM 71375U101 129 4700 SH OTR 1 0 4700 0 PERFICIENT INC COM 71375U101 79 2900 SH SOLE 2900 0 0 PERFORMANCE FOOD GROUP CO COM 71377A103 1459 36800 SH OTR 1 0 36800 0 PERFORMANCE FOOD GROUP CO COM 71377A103 892 22500 SH SOLE 22500 0 0 PERKINELMER INC COM 714046109 1512 15687 SH OTR 1 0 15687 0 PERKINELMER INC COM 714046109 138 1431 SH SOLE 1431 0 0 PERSPECTA INC COM 715347100 421 20800 SH OTR 1 0 20800 0 PERSPECTA INC COM 715347100 256 12679 SH SOLE 12679 0 0 PFIZER INC COM 717081103 46689 1099341 SH OTR 1 0 1099341 0 PFIZER INC COM 717081103 4107 96705 SH OTR 5 0 96705 0 PFIZER INC COM 717081103 11560 272192 SH SOLE 272192 0 0 PGIM HIGH YIELD BOND FUND IN COM 69346H100 213 15000 SH SOLE 15000 0 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 1007 30500 SH OTR 1 0 30500 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 629 19062 SH SOLE 19062 0 0 PHILIP MORRIS INTL INC COM 718172109 24946 282226 SH OTR 1 0 282226 0 PHILIP MORRIS INTL INC COM 718172109 1612 18233 SH OTR 5 0 18233 0 PHILIP MORRIS INTL INC COM 718172109 2492 28195 SH SOLE 28195 0 0 PHILLIPS 66 COM 718546104 11523 121076 SH OTR 1 0 121076 0 PHILLIPS 66 COM 718546104 1748 18369 SH OTR 5 0 18369 0 PHILLIPS 66 COM 718546104 3270 34362 SH SOLE 34362 0 0 PHOTRONICS INC COM 719405102 254 26900 SH OTR 1 0 26900 0 PHOTRONICS INC COM 719405102 158 16700 SH SOLE 16700 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 7666 343902 SH OTR 1 0 343902 0 PILGRIMS PRIDE CORP NEW COM 72147K108 712 31926 SH SOLE 31926 0 0 PINNACLE WEST CAP CORP COM 723484101 4819 50417 SH OTR 1 0 50417 0 PINNACLE WEST CAP CORP COM 723484101 370 3874 SH OTR 5 0 3874 0 PINNACLE WEST CAP CORP COM 723484101 583 6099 SH SOLE 6099 0 0 PIONEER MUN HIGH INCOME TR COM SHS 723763108 1015 84969 SH OTR 1 0 84969 0 PIONEER NAT RES CO COM 723787107 340 2235 SH SOLE 2235 0 0 PIONEER NAT RES CO COM 723787107 5464 35880 SH OTR 1 0 35880 0 PLEXUS CORP COM 729132100 165 2700 SH SOLE 2700 0 0 PLEXUS CORP COM 729132100 268 4400 SH OTR 1 0 4400 0 PLURALSIGHT INC COM CL A 72941B106 751 700000 SH SOLE 700000 0 0 PNC FINL SVCS GROUP INC COM 693475105 9058 73848 SH OTR 1 0 73848 0 PNC FINL SVCS GROUP INC COM 693475105 712 5807 SH SOLE 5807 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 181 3500 SH OTR 1 0 3500 0 PORTLAND GEN ELEC CO COM NEW 736508847 114 2196 SH SOLE 2196 0 0 PORTOLA PHARMACEUTICALS INC COM 737010108 463 13342 SH OTR 1 0 13342 0 PORTOLA PHARMACEUTICALS INC COM 737010108 305 8796 SH SOLE 8796 0 0 POST HLDGS INC COM 737446104 612 5597 SH OTR 5 0 5597 0 POST HLDGS INC COM 737446104 1368 12501 SH SOLE 12501 0 0 POST HLDGS INC COM 737446104 7231 66095 SH OTR 1 0 66095 0 POTBELLY CORP COM 73754Y100 400 46950 SH SOLE 46950 0 0 POTBELLY CORP COM 73754Y100 655 77000 SH OTR 1 0 77000 0 PPDAI GROUP INC SPONSORED ADR 69354V108 471 124600 SH OTR 1 0 124600 0 PPG INDS INC COM 693506107 5935 52580 SH OTR 1 0 52580 0 PPG INDS INC COM 693506107 403 3571 SH SOLE 3571 0 0 PPL CORP COM 69351T106 5292 166726 SH OTR 1 0 166726 0 PPL CORP COM 69351T106 8 250 SH OTR 5 0 250 0 PPL CORP COM 69351T106 386 12156 SH SOLE 12156 0 0 PRA HEALTH SCIENCES INC COM 69354M108 1221 11070 SH OTR 5 0 11070 0 PRA HEALTH SCIENCES INC COM 69354M108 3552 32204 SH SOLE 32204 0 0 PRA HEALTH SCIENCES INC COM 69354M108 13744 124619 SH OTR 1 0 124619 0 PREFERRED APT CMNTYS INC COM 74039L103 187 12600 SH SOLE 12600 0 0 PREFERRED APT CMNTYS INC COM 74039L103 310 20900 SH OTR 1 0 20900 0 PREMIER INC CL A 74051N102 6339 183781 SH OTR 1 0 183781 0 PREMIER INC CL A 74051N102 347 10047 SH SOLE 10047 0 0 PRESIDIO INC COM 74102M103 752 50800 SH OTR 1 0 50800 0 PRESIDIO INC COM 74102M103 472 31875 SH SOLE 31875 0 0 PRICE T ROWE GROUP INC COM 74144T108 3344 33404 SH OTR 1 0 33404 0 PRICE T ROWE GROUP INC COM 74144T108 309 3091 SH SOLE 3091 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 122 90000 PRN OTR 4 0 90000 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 8155 6033000 PRN OTR 1 0 6033000 0 PRIMO WTR CORP COM 74165N105 949 61400 SH OTR 1 0 61400 0 PRIMO WTR CORP COM 74165N105 594 38445 SH SOLE 38445 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 3488 69504 SH OTR 1 0 69504 0 PRINCIPAL FINL GROUP INC COM 74251V102 87 1739 SH OTR 5 0 1739 0 PRINCIPAL FINL GROUP INC COM 74251V102 258 5134 SH SOLE 5134 0 0 PROCTER AND GAMBLE CO COM 742718109 53991 518898 SH OTR 1 0 518898 0 PROCTER AND GAMBLE CO COM 742718109 5158 49574 SH OTR 5 0 49574 0 PROCTER AND GAMBLE CO COM 742718109 16733 160816 SH SOLE 160816 0 0 PROGRESS SOFTWARE CORP COM 743312100 284 6400 SH OTR 1 0 6400 0 PROGRESS SOFTWARE CORP COM 743312100 188 4226 SH SOLE 4226 0 0 PROGRESSIVE CORP OHIO COM 743315103 2504 34729 SH OTR 5 0 34729 0 PROGRESSIVE CORP OHIO COM 743315103 6471 89768 SH SOLE 89768 0 0 PROGRESSIVE CORP OHIO COM 743315103 22707 314982 SH OTR 1 0 314982 0 PROLOGIS INC COM 74340W103 8694 120835 SH OTR 1 0 120835 0 PROLOGIS INC COM 74340W103 672 9336 SH SOLE 9336 0 0 PROPETRO HLDG CORP COM 74347M108 1183 52500 SH OTR 1 0 52500 0 PROPETRO HLDG CORP COM 74347M108 728 32300 SH SOLE 32300 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 1114 1106000 SH SOLE 1106000 0 0 PRUDENTIAL FINL INC COM 744320102 9514 103548 SH OTR 1 0 103548 0 PRUDENTIAL FINL INC COM 744320102 650 7075 SH OTR 5 0 7075 0 PRUDENTIAL FINL INC COM 744320102 1667 18147 SH SOLE 18147 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 518 3300 SH SOLE 3300 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 831 5300 SH OTR 1 0 5300 0 PTC INC COM 69370C100 1388 15057 SH OTR 1 0 15057 0 PTC INC COM 69370C100 165 1791 SH SOLE 1791 0 0 PTC THERAPEUTICS INC COM 69366J200 380 10100 SH OTR 1 0 10100 0 PTC THERAPEUTICS INC COM 69366J200 234 6227 SH SOLE 6227 0 0 PUBLIC STORAGE COM 74460D109 13861 63648 SH OTR 1 0 63648 0 PUBLIC STORAGE COM 74460D109 1952 8965 SH OTR 5 0 8965 0 PUBLIC STORAGE COM 74460D109 3555 16324 SH SOLE 16324 0 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 9004 151560 SH OTR 1 0 151560 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 729 12278 SH SOLE 12278 0 0 PULTE GROUP INC COM 745867101 1712 61220 SH SOLE 61220 0 0 PULTE GROUP INC COM 745867101 7810 279313 SH OTR 1 0 279313 0 PULTE GROUP INC COM 745867101 964 34470 SH OTR 5 0 34470 0 PUMA BIOTECHNOLOGY INC COM 74587V107 206 5309 SH SOLE 5309 0 0 PUMA BIOTECHNOLOGY INC COM 74587V107 325 8374 SH OTR 1 0 8374 0 PURE STORAGE INC CL A 74624M102 9836 9145000 SH SOLE 9145000 0 0 PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 15141 1234990 SH SOLE 1234990 0 0 PVH CORP COM 693656100 1254 10282 SH OTR 1 0 10282 0 PVH CORP COM 693656100 1515 12422 SH SOLE 12422 0 0 Q2 HLDGS INC COM 74736L109 222 3200 SH OTR 1 0 3200 0 Q2 HLDGS INC COM 74736L109 571 331000 SH SOLE 331000 0 0 QORVO INC COM 74736K101 3212 44782 SH SOLE 44782 0 0 QORVO INC COM 74736K101 12189 169924 SH OTR 1 0 169924 0 QORVO INC COM 74736K101 1730 24115 SH OTR 5 0 24115 0 QUAD / GRAPHICS INC COM CL A 747301109 869 73031 SH OTR 1 0 73031 0 QUAD / GRAPHICS INC COM CL A 747301109 551 46284 SH SOLE 46284 0 0 QUALCOMM INC COM 747525103 10968 192314 SH OTR 1 0 192314 0 QUALCOMM INC COM 747525103 879 15407 SH SOLE 15407 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 308 19400 SH OTR 1 0 19400 0 QUANEX BUILDING PRODUCTS COR COM 747619104 189 11900 SH SOLE 11900 0 0 QUANTA SVCS INC COM 74762E102 893 23649 SH OTR 1 0 23649 0 QUANTA SVCS INC COM 74762E102 78 2055 SH SOLE 2055 0 0 QUEST DIAGNOSTICS INC COM 74834L100 1647 18320 SH OTR 1 0 18320 0 QUEST DIAGNOSTICS INC COM 74834L100 148 1643 SH SOLE 1643 0 0 QUINSTREET INC COM 74874Q100 589 43954 SH SOLE 43954 0 0 QUINSTREET INC COM 74874Q100 955 71300 SH OTR 1 0 71300 0 QUOTIENT TECHNOLOGY INC COM 749119103 16539 17563000 SH SOLE 17563000 0 0 QURATE RETAIL INC COM SER A 74915M100 2350 147036 SH OTR 1 0 147036 0 QURATE RETAIL INC COM SER A 74915M100 1083 67796 SH SOLE 67796 0 0 RADIAN GROUP INC COM 750236101 765 36900 SH OTR 1 0 36900 0 RADIAN GROUP INC COM 750236101 487 23500 SH SOLE 23500 0 0 RADIANT LOGISTICS INC COM 75025X100 210 33400 SH OTR 1 0 33400 0 RADIANT LOGISTICS INC COM 75025X100 130 20600 SH SOLE 20600 0 0 RADIUS HEALTH INC COM NEW 750469207 344 17233 SH OTR 1 0 17233 0 RADIUS HEALTH INC COM NEW 750469207 1524 1600049 SH SOLE 1600049 0 0 RADNET INC COM 750491102 462 37286 SH SOLE 37286 0 0 RADNET INC COM 750491102 762 61500 SH OTR 1 0 61500 0 RALPH LAUREN CORP CL A 751212101 4811 37102 SH SOLE 37102 0 0 RALPH LAUREN CORP CL A 751212101 12311 94932 SH OTR 1 0 94932 0 RALPH LAUREN CORP CL A 751212101 1907 14703 SH OTR 5 0 14703 0 RAMBUS INC DEL COM 750917106 159 15200 SH OTR 1 0 15200 0 RAMBUS INC DEL COM 750917106 16359 17346100 SH SOLE 17346100 0 0 RAPID7 INC COM 753422104 344 252000 SH SOLE 252000 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 9948 123714 SH OTR 1 0 123714 0 RAYMOND JAMES FINANCIAL INC COM 754730109 1141 14193 SH OTR 5 0 14193 0 RAYMOND JAMES FINANCIAL INC COM 754730109 3597 44729 SH SOLE 44729 0 0 RAYONIER ADVANCED MATLS INC COM 75508B104 168 12400 SH SOLE 12400 0 0 RAYONIER ADVANCED MATLS INC COM 75508B104 283 20900 SH OTR 1 0 20900 0 RAYONIER INC COM 754907103 138 4389 SH SOLE 4389 0 0 RAYONIER INC COM 754907103 1664 52782 SH OTR 1 0 52782 0 RAYTHEON CO COM NEW 755111507 17547 96371 SH OTR 1 0 96371 0 RAYTHEON CO COM NEW 755111507 1079 5926 SH OTR 5 0 5926 0 RAYTHEON CO COM NEW 755111507 2515 13810 SH SOLE 13810 0 0 RBB BANCORP COM 74930B105 483 25700 SH OTR 1 0 25700 0 RBB BANCORP COM 74930B105 298 15849 SH SOLE 15849 0 0 REALPAGE INC COM 75606N109 554 359000 SH SOLE 359000 0 0 REALTY INCOME CORP COM 756109104 5624 76455 SH OTR 1 0 76455 0 REALTY INCOME CORP COM 756109104 458 6220 SH SOLE 6220 0 0 RED HAT INC COM 756577102 4344 23776 SH OTR 1 0 23776 0 RED HAT INC COM 756577102 36035 14337131 SH SOLE 14337131 0 0 RED HAT INC NOTE 0.250%10/0 756577AD4 221 89000 PRN OTR 4 0 89000 0 RED HAT INC NOTE 0.250%10/0 756577AD4 15262 6150000 PRN OTR 1 0 6150000 0 REDWOOD TR INC COM 758075402 360 375000 SH SOLE 375000 0 0 REGAL BELOIT CORP COM 758750103 5138 62761 SH OTR 1 0 62761 0 REGAL BELOIT CORP COM 758750103 414 5060 SH SOLE 5060 0 0 REGENCY CTRS CORP COM 758849103 1810 26812 SH OTR 1 0 26812 0 REGENCY CTRS CORP COM 758849103 169 2503 SH SOLE 2503 0 0 REGENERON PHARMACEUTICALS COM 75886F107 14812 36073 SH OTR 1 0 36073 0 REGENERON PHARMACEUTICALS COM 75886F107 110 269 SH OTR 5 0 269 0 REGENERON PHARMACEUTICALS COM 75886F107 907 2210 SH SOLE 2210 0 0 REGENXBIO INC COM 75901B107 384 6700 SH OTR 1 0 6700 0 REGENXBIO INC COM 75901B107 244 4257 SH SOLE 4257 0 0 REGIONS FINL CORP NEW COM 7591EP100 2097 148191 SH OTR 1 0 148191 0 REGIONS FINL CORP NEW COM 7591EP100 177 12521 SH SOLE 12521 0 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 9664 68067 SH OTR 1 0 68067 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 1450 10215 SH OTR 5 0 10215 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 2783 19602 SH SOLE 19602 0 0 RENASANT CORP COM 75970E107 420 12400 SH OTR 1 0 12400 0 RENASANT CORP COM 75970E107 247 7300 SH SOLE 7300 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 881 40100 SH OTR 1 0 40100 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 544 24790 SH SOLE 24790 0 0 RENT A CTR INC NEW COM 76009N100 1044 50000 SH OTR 1 0 50000 0 RENT A CTR INC NEW COM 76009N100 657 31500 SH SOLE 31500 0 0 REPLIGEN CORP COM 759916109 396 6698 SH SOLE 6698 0 0 REPLIGEN CORP COM 759916109 625 10576 SH OTR 1 0 10576 0 REPUBLIC BANCORP KY CL A 760281204 438 9800 SH OTR 1 0 9800 0 REPUBLIC BANCORP KY CL A 760281204 273 6111 SH SOLE 6111 0 0 REPUBLIC SVCS INC COM 760759100 17615 219151 SH OTR 1 0 219151 0 REPUBLIC SVCS INC COM 760759100 1911 23776 SH OTR 5 0 23776 0 REPUBLIC SVCS INC COM 760759100 3810 47398 SH SOLE 47398 0 0 RESIDEO TECHNOLOGIES INC COM 76118Y104 1744 90395 SH OTR 1 0 90395 0 RESIDEO TECHNOLOGIES INC COM 76118Y104 679 35204 SH SOLE 35204 0 0 RESMED INC COM 761152107 2832 27241 SH OTR 1 0 27241 0 RESMED INC COM 761152107 282 2717 SH SOLE 2717 0 0 RETAIL PPTYS AMER INC CL A 76131V202 9 706 SH SOLE 706 0 0 RETAIL PPTYS AMER INC CL A 76131V202 615 50441 SH OTR 1 0 50441 0 RETROPHIN INC COM 761299106 358 15800 SH OTR 1 0 15800 0 RETROPHIN INC COM 761299106 222 9827 SH SOLE 9827 0 0 RINGCENTRAL INC CL A 76680R206 744 6900 SH OTR 1 0 6900 0 RINGCENTRAL INC CL A 76680R206 33906 23391231 SH SOLE 23391231 0 0 RLJ LODGING TR COM 74965L101 311 17700 SH OTR 1 0 17700 0 RLJ LODGING TR COM 74965L101 190 10800 SH SOLE 10800 0 0 RMR GROUP INC CL A 74967R106 523 8570 SH SOLE 8570 0 0 RMR GROUP INC CL A 74967R106 854 14000 SH OTR 1 0 14000 0 ROBERT HALF INTL INC COM 770323103 2431 37315 SH SOLE 37315 0 0 ROBERT HALF INTL INC COM 770323103 12951 198764 SH OTR 1 0 198764 0 ROBERT HALF INTL INC COM 770323103 1224 18778 SH OTR 5 0 18778 0 ROCKWELL AUTOMATION INC COM 773903109 11338 64620 SH OTR 1 0 64620 0 ROCKWELL AUTOMATION INC COM 773903109 805 4590 SH OTR 5 0 4590 0 ROCKWELL AUTOMATION INC COM 773903109 1906 10863 SH SOLE 10863 0 0 ROCKY BRANDS INC COM 774515100 477 19900 SH OTR 1 0 19900 0 ROCKY BRANDS INC COM 774515100 287 11979 SH SOLE 11979 0 0 ROLLINS INC COM 775711104 823 19763 SH OTR 1 0 19763 0 ROLLINS INC COM 775711104 74 1769 SH SOLE 1769 0 0 ROPER TECHNOLOGIES INC COM 776696106 739 2162 SH SOLE 2162 0 0 ROPER TECHNOLOGIES INC COM 776696106 8180 23919 SH OTR 1 0 23919 0 ROSS STORES INC COM 778296103 639 6862 SH SOLE 6862 0 0 ROSS STORES INC COM 778296103 6403 68780 SH OTR 1 0 68780 0 ROYAL GOLD INC COM 780287108 607 605000 SH SOLE 605000 0 0 RPC INC COM 749660106 4160 364631 SH OTR 1 0 364631 0 RPC INC COM 749660106 196 17140 SH SOLE 17140 0 0 RPM INTL INC COM 749685103 209 3600 SH OTR 1 0 3600 0 RPM INTL INC COM 749685103 18 311 SH SOLE 311 0 0 RTI SURGICAL HOLDINGS INC COM 74975N105 189 31500 SH OTR 1 0 31500 0 RTI SURGICAL HOLDINGS INC COM 74975N105 115 19200 SH SOLE 19200 0 0 RTW RETAILWINDS INC COM 74980D100 105 43706 SH SOLE 43706 0 0 RTW RETAILWINDS INC COM 74980D100 173 72000 SH OTR 1 0 72000 0 RUSH ENTERPRISES INC CL A 781846209 732 17500 SH OTR 1 0 17500 0 RUSH ENTERPRISES INC CL A 781846209 449 10737 SH SOLE 10737 0 0 RUSH ENTERPRISES INC CL B 781846308 212 5100 SH OTR 1 0 5100 0 RUSH ENTERPRISES INC CL B 781846308 131 3148 SH SOLE 3148 0 0 RYDER SYS INC COM 783549108 1246 20100 SH OTR 1 0 20100 0 RYDER SYS INC COM 783549108 242 3908 SH SOLE 3908 0 0 RYERSON HLDG CORP COM 783754104 188 22000 SH OTR 1 0 22000 0 RYERSON HLDG CORP COM 783754104 115 13419 SH SOLE 13419 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 1379 16764 SH OTR 1 0 16764 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 833 10134 SH SOLE 10134 0 0 S&P GLOBAL INC COM 78409V104 8232 39099 SH OTR 1 0 39099 0 S&P GLOBAL INC COM 78409V104 840 3988 SH SOLE 3988 0 0 S&P GLOBAL INC COM 78409V104 81 383 SH OTR 5 0 383 0 SABRA HEALTH CARE REIT INC COM 78573L106 430 22100 SH OTR 1 0 22100 0 SABRA HEALTH CARE REIT INC COM 78573L106 255 13100 SH SOLE 13100 0 0 SABRE CORP COM 78573M104 12486 583717 SH OTR 1 0 583717 0 SABRE CORP COM 78573M104 1026 47960 SH OTR 5 0 47960 0 SABRE CORP COM 78573M104 2298 107433 SH SOLE 107433 0 0 SAILPOINT TECHNLGIES HLDGS I COM 78781P105 281 9800 SH OTR 1 0 9800 0 SAILPOINT TECHNLGIES HLDGS I COM 78781P105 173 6023 SH SOLE 6023 0 0 SALESFORCE COM INC COM 79466L302 2449 15466 SH OTR 5 0 15466 0 SALESFORCE COM INC COM 79466L302 7985 50421 SH SOLE 50421 0 0 SALESFORCE COM INC COM 79466L302 35929 226867 SH OTR 1 0 226867 0 SANDRIDGE ENERGY INC COM NEW 80007P869 269 33493 SH SOLE 33493 0 0 SANDRIDGE ENERGY INC COM NEW 80007P869 444 55300 SH OTR 1 0 55300 0 SANFILIPPO JOHN B & SON INC COM 800422107 783 10900 SH OTR 1 0 10900 0 SANFILIPPO JOHN B & SON INC COM 800422107 474 6600 SH SOLE 6600 0 0 SANGAMO THERAPEUTICS INC COM 800677106 233 24400 SH OTR 1 0 24400 0 SANGAMO THERAPEUTICS INC COM 800677106 155 16249 SH SOLE 16249 0 0 SANMINA CORPORATION COM 801056102 746 25874 SH OTR 1 0 25874 0 SANMINA CORPORATION COM 801056102 457 15828 SH SOLE 15828 0 0 SAREPTA THERAPEUTICS INC COM 803607100 11215 6193018 SH SOLE 6193018 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 450 2253 SH OTR 5 0 2253 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 927 4643 SH SOLE 4643 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 5495 27524 SH OTR 1 0 27524 0 SCANSOURCE INC COM 806037107 301 8400 SH OTR 1 0 8400 0 SCANSOURCE INC COM 806037107 186 5180 SH SOLE 5180 0 0 SCHLUMBERGER LTD COM 806857108 9893 227066 SH OTR 1 0 227066 0 SCHLUMBERGER LTD COM 806857108 778 17848 SH SOLE 17848 0 0 SCHNEIDER NATIONAL INC CL B 80689H102 5171 245672 SH OTR 1 0 245672 0 SCHNEIDER NATIONAL INC CL B 80689H102 331 15738 SH SOLE 15738 0 0 SCHNITZER STL INDS CL A 806882106 965 40200 SH OTR 1 0 40200 0 SCHNITZER STL INDS CL A 806882106 585 24389 SH SOLE 24389 0 0 SCHOLASTIC CORP COM 807066105 410 10300 SH SOLE 10300 0 0 SCHOLASTIC CORP COM 807066105 660 16600 SH OTR 1 0 16600 0 SCIENCE APPLICATNS INTL CP N COM 808625107 554 7200 SH OTR 1 0 7200 0 SCIENCE APPLICATNS INTL CP N COM 808625107 339 4401 SH SOLE 4401 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 401 19100 SH OTR 1 0 19100 0 SCRIPPS E W CO OHIO CL A NEW 811054402 258 12300 SH SOLE 12300 0 0 SEABOARD CORP COM 811543107 810 189 SH OTR 1 0 189 0 SEABOARD CORP COM 811543107 201 47 SH SOLE 47 0 0 SEALED AIR CORP NEW COM 81211K100 980 21285 SH OTR 1 0 21285 0 SEALED AIR CORP NEW COM 81211K100 88 1908 SH SOLE 1908 0 0 SEASPINE HLDGS CORP COM 81255T108 517 34300 SH OTR 1 0 34300 0 SEASPINE HLDGS CORP COM 81255T108 320 21200 SH SOLE 21200 0 0 SEAWORLD ENTMT INC COM 81282V100 657 25511 SH SOLE 25511 0 0 SEAWORLD ENTMT INC COM 81282V100 1064 41300 SH OTR 1 0 41300 0 SEMPRA ENERGY COM 816851109 591 4692 SH SOLE 4692 0 0 SEMPRA ENERGY COM 816851109 7672 60958 SH OTR 1 0 60958 0 SEMTECH CORP COM 816850101 244 4800 SH OTR 1 0 4800 0 SEMTECH CORP COM 816850101 143 2800 SH SOLE 2800 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 2057 174626 SH OTR 1 0 174626 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 149 12653 SH SOLE 12653 0 0 SERVICE CORP INTL COM 817565104 2066 51457 SH OTR 1 0 51457 0 SERVICE CORP INTL COM 817565104 225 5615 SH SOLE 5615 0 0 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 479 10265 SH OTR 1 0 10265 0 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 54 1155 SH SOLE 1155 0 0 SERVICENOW INC COM 81762P102 4805 19495 SH OTR 1 0 19495 0 SERVICENOW INC COM 81762P102 37788 20062341 SH SOLE 20062341 0 0 SERVICENOW INC NOTE 6/0 81762PAC6 122 66000 PRN OTR 4 0 66000 0 SERVICENOW INC NOTE 6/0 81762PAC6 7964 4299000 PRN OTR 1 0 4299000 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 781 17600 SH OTR 1 0 17600 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 466 10500 SH SOLE 10500 0 0 SHERWIN WILLIAMS CO COM 824348106 7512 17440 SH OTR 1 0 17440 0 SHERWIN WILLIAMS CO COM 824348106 167 388 SH OTR 5 0 388 0 SHERWIN WILLIAMS CO COM 824348106 844 1960 SH SOLE 1960 0 0 SHILOH INDS INC COM 824543102 97 17600 SH OTR 1 0 17600 0 SHILOH INDS INC COM 824543102 58 10553 SH SOLE 10553 0 0 SHOE CARNIVAL INC COM 824889109 205 6029 SH SOLE 6029 0 0 SHOE CARNIVAL INC COM 824889109 354 10400 SH OTR 1 0 10400 0 SIGA TECHNOLOGIES INC COM 826917106 241 40100 SH SOLE 40100 0 0 SIGA TECHNOLOGIES INC COM 826917106 392 65200 SH OTR 1 0 65200 0 SILGAN HOLDINGS INC COM 827048109 5781 195100 SH OTR 1 0 195100 0 SILGAN HOLDINGS INC COM 827048109 276 9327 SH SOLE 9327 0 0 SILICON LABORATORIES INC COM 826919102 26819 24625000 SH SOLE 24625000 0 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 2306 2125000 PRN OTR 1 0 2125000 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 33 30000 PRN OTR 4 0 30000 0 SIMON PPTY GROUP INC NEW COM 828806109 13577 74511 SH OTR 1 0 74511 0 SIMON PPTY GROUP INC NEW COM 828806109 1067 5858 SH OTR 5 0 5858 0 SIMON PPTY GROUP INC NEW COM 828806109 2732 14991 SH SOLE 14991 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 1201 31200 SH OTR 1 0 31200 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 739 19200 SH SOLE 19200 0 0 SITE CENTERS CORP COM 82981J109 396 29088 SH SOLE 29088 0 0 SITE CENTERS CORP COM 82981J109 3341 245294 SH OTR 1 0 245294 0 SJW GROUP COM 784305104 833 13500 SH OTR 1 0 13500 0 SJW GROUP COM 784305104 506 8199 SH SOLE 8199 0 0 SKECHERS U S A INC CL A 830566105 14848 441773 SH OTR 1 0 441773 0 SKECHERS U S A INC CL A 830566105 1226 36472 SH OTR 5 0 36472 0 SKECHERS U S A INC CL A 830566105 2615 77803 SH SOLE 77803 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 1179 14294 SH SOLE 14294 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 8306 100706 SH OTR 1 0 100706 0 SKYWORKS SOLUTIONS INC COM 83088M102 445 5399 SH OTR 5 0 5399 0 SL GREEN RLTY CORP COM 78440X101 102 1134 SH SOLE 1134 0 0 SL GREEN RLTY CORP COM 78440X101 1151 12801 SH OTR 1 0 12801 0 SLM CORP COM 78442P106 4263 430176 SH OTR 1 0 430176 0 SLM CORP COM 78442P106 316 31906 SH SOLE 31906 0 0 SMART & FINAL STORES INC COM 83190B101 268 54200 SH OTR 1 0 54200 0 SMART & FINAL STORES INC COM 83190B101 166 33518 SH SOLE 33518 0 0 SMARTFINANCIAL INC COM NEW 83190L208 146 7700 SH OTR 1 0 7700 0 SMARTFINANCIAL INC COM NEW 83190L208 81 4301 SH SOLE 4301 0 0 SMITH A O CORP COM 831865209 1033 19376 SH OTR 1 0 19376 0 SMITH A O CORP COM 831865209 93 1735 SH SOLE 1735 0 0 SMUCKER J M CO COM NEW 832696405 1776 15246 SH OTR 1 0 15246 0 SMUCKER J M CO COM NEW 832696405 159 1366 SH SOLE 1366 0 0 SNAP ON INC COM 833034101 144 919 SH SOLE 919 0 0 SNAP ON INC COM 833034101 1785 11407 SH OTR 1 0 11407 0 SOLARWINDS CORP COM 83417Q105 1026 52569 SH OTR 1 0 52569 0 SOLARWINDS CORP COM 83417Q105 109 5589 SH SOLE 5589 0 0 SONOCO PRODS CO COM 835495102 219 3566 SH OTR 1 0 3566 0 SOUTHERN CO COM 842587107 11294 218534 SH OTR 1 0 218534 0 SOUTHERN CO COM 842587107 578 11181 SH OTR 5 0 11181 0 SOUTHERN CO COM 842587107 1827 35361 SH SOLE 35361 0 0 SOUTHERN NATL BANCORP OF VA COM 843395104 230 15700 SH OTR 1 0 15700 0 SOUTHERN NATL BANCORP OF VA COM 843395104 142 9715 SH SOLE 9715 0 0 SOUTHWEST AIRLS CO COM 844741108 9115 175594 SH OTR 1 0 175594 0 SOUTHWEST AIRLS CO COM 844741108 1225 23601 SH SOLE 23601 0 0 SOUTHWEST AIRLS CO COM 844741108 587 11306 SH OTR 5 0 11306 0 SPARK ENERGY INC CL A COM 846511103 303 34000 SH OTR 1 0 34000 0 SPARK ENERGY INC CL A COM 846511103 184 20701 SH SOLE 20701 0 0 SPARK THERAPEUTICS INC COM 84652J103 628 5516 SH OTR 1 0 5516 0 SPARK THERAPEUTICS INC COM 84652J103 399 3506 SH SOLE 3506 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 23060 189000 SH OTR 1 0 189000 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 77424 35069 SH SOLE 35069 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 18043 63872 SH OTR 1 0 63872 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 518248 2073654 SH OTR 3 0 2073654 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 4128 14615 SH OTR 5 0 14615 0 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 17525 50738 SH OTR 1 0 50738 0 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 882 2554 SH SOLE 2554 0 0 SPDR SERIES TRUST NUV HGHYLD MUN 78464A284 6235 108515 SH SOLE 108515 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 250 23415 SH OTR 1 0 23415 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 163 15287 SH SOLE 15287 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 10938 119497 SH OTR 1 0 119497 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1984 21673 SH SOLE 21673 0 0 SPIRIT AIRLS INC COM 848577102 169 3200 SH OTR 1 0 3200 0 SPIRIT AIRLS INC COM 848577102 106 2000 SH SOLE 2000 0 0 SPIRIT RLTY CAP INC NEW COM NEW 84860W300 3350 84308 SH OTR 1 0 84308 0 SPIRIT RLTY CAP INC NEW COM NEW 84860W300 1368 979006 SH SOLE 979006 0 0 SPLUNK INC COM 848637104 73 582 SH OTR 1 0 582 0 SPLUNK INC COM 848637104 27777 25647072 SH SOLE 25647072 0 0 SPRINT CORPORATION COM 85207U105 4704 832503 SH OTR 1 0 832503 0 SPRINT CORPORATION COM 85207U105 1571 278120 SH SOLE 278120 0 0 SPROUTS FMRS MKT INC COM 85208M102 2905 134850 SH OTR 1 0 134850 0 SPROUTS FMRS MKT INC COM 85208M102 58 2713 SH SOLE 2713 0 0 SPS COMMERCE INC COM 78463M107 976 9200 SH OTR 1 0 9200 0 SPS COMMERCE INC COM 78463M107 587 5532 SH SOLE 5532 0 0 SQUARE INC CL A 852234103 4835 64535 SH OTR 1 0 64535 0 SQUARE INC CL A 852234103 16982 13574269 SH SOLE 13574269 0 0 STANLEY BLACK & DECKER INC COM 854502101 20607 209771 SH SOLE 209771 0 0 STANLEY BLACK & DECKER INC COM 854502101 3381 24831 SH OTR 1 0 24831 0 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 4686 48062 SH OTR 1 0 48062 0 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 70 713 SH OTR 4 0 713 0 STARBUCKS CORP COM 855244109 38195 513794 SH OTR 1 0 513794 0 STARBUCKS CORP COM 855244109 3604 48480 SH OTR 5 0 48480 0 STARBUCKS CORP COM 855244109 9568 128705 SH SOLE 128705 0 0 STARWOOD PPTY TR INC COM 85571B105 2343 104852 SH OTR 1 0 104852 0 STARWOOD PPTY TR INC COM 85571B105 162 7231 SH SOLE 7231 0 0 STATE STR CORP COM 857477103 5469 83108 SH OTR 1 0 83108 0 STATE STR CORP COM 857477103 114 1728 SH OTR 5 0 1728 0 STATE STR CORP COM 857477103 492 7470 SH SOLE 7470 0 0 STEEL DYNAMICS INC COM 858119100 1095 31052 SH OTR 5 0 31052 0 STEEL DYNAMICS INC COM 858119100 2028 57486 SH SOLE 57486 0 0 STEEL DYNAMICS INC COM 858119100 10215 289628 SH OTR 1 0 289628 0 STEELCASE INC CL A 858155203 896 61600 SH OTR 1 0 61600 0 STEELCASE INC CL A 858155203 551 37900 SH SOLE 37900 0 0 STEPAN CO COM 858586100 1076 12300 SH OTR 1 0 12300 0 STEPAN CO COM 858586100 665 7600 SH SOLE 7600 0 0 STERLING BANCORP INC COM 85917W102 159 15700 SH OTR 1 0 15700 0 STERLING BANCORP INC COM 85917W102 98 9700 SH SOLE 9700 0 0 STERLING CONSTRUCTION CO INC COM 859241101 800 63900 SH OTR 1 0 63900 0 STERLING CONSTRUCTION CO INC COM 859241101 495 39500 SH SOLE 39500 0 0 STEWART INFORMATION SVCS COR COM 860372101 505 11818 SH SOLE 11818 0 0 STEWART INFORMATION SVCS COR COM 860372101 828 19400 SH OTR 1 0 19400 0 STRYKER CORP COM 863667101 3397 17199 SH SOLE 17199 0 0 STRYKER CORP COM 863667101 16581 83948 SH OTR 1 0 83948 0 STRYKER CORP COM 863667101 311 1576 SH OTR 5 0 1576 0 SUN CMNTYS INC COM 866674104 273 2300 SH OTR 1 0 2300 0 SUN CMNTYS INC COM 866674104 38 319 SH SOLE 319 0 0 SUNCOKE ENERGY INC COM 86722A103 612 72100 SH OTR 1 0 72100 0 SUNCOKE ENERGY INC COM 86722A103 370 43577 SH SOLE 43577 0 0 SUNPOWER CORP COM 867652406 526 612000 SH SOLE 612000 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 976 67800 SH OTR 1 0 67800 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 596 41423 SH SOLE 41423 0 0 SUNTRUST BKS INC COM 867914103 8621 145495 SH OTR 1 0 145495 0 SUNTRUST BKS INC COM 867914103 647 10920 SH SOLE 10920 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 214 6100 SH OTR 1 0 6100 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 11223 11398753 SH SOLE 11398753 0 0 SURMODICS INC COM 868873100 817 18800 SH OTR 1 0 18800 0 SURMODICS INC COM 868873100 506 11631 SH SOLE 11631 0 0 SVB FINL GROUP COM 78486Q101 1586 7133 SH OTR 1 0 7133 0 SVB FINL GROUP COM 78486Q101 142 640 SH SOLE 640 0 0 SYKES ENTERPRISES INC COM 871237103 158 5600 SH OTR 1 0 5600 0 SYKES ENTERPRISES INC COM 871237103 96 3400 SH SOLE 3400 0 0 SYMANTEC CORP COM 871503108 1949 84795 SH OTR 5 0 84795 0 SYMANTEC CORP COM 871503108 5496 239041 SH SOLE 239041 0 0 SYMANTEC CORP COM 871503108 18498 804623 SH OTR 1 0 804623 0 SYNAPTICS INC COM 87157D109 1081 540936 SH SOLE 540936 0 0 SYNAPTICS INC COM 87157D109 967 24320 SH OTR 1 0 24320 0 SYNCHRONY FINL COM 87165B103 16092 504461 SH OTR 1 0 504461 0 SYNCHRONY FINL COM 87165B103 1494 46842 SH OTR 5 0 46842 0 SYNCHRONY FINL COM 87165B103 4447 139420 SH SOLE 139420 0 0 SYNEOS HEALTH INC CL A 87166B102 643 12425 SH OTR 1 0 12425 0 SYNEOS HEALTH INC CL A 87166B102 413 7983 SH SOLE 7983 0 0 SYNNEX CORP COM 87162W100 572 6000 SH OTR 1 0 6000 0 SYNNEX CORP COM 87162W100 341 3579 SH SOLE 3579 0 0 SYNOPSYS INC COM 871607107 260 2259 SH SOLE 2259 0 0 SYNOPSYS INC COM 871607107 2747 23858 SH OTR 1 0 23858 0 SYSCO CORP COM 871829107 444 6658 SH SOLE 6658 0 0 SYSCO CORP COM 871829107 4767 71404 SH OTR 1 0 71404 0 T MOBILE US INC COM 872590104 1778 25730 SH OTR 1 0 25730 0 T MOBILE US INC COM 872590104 7 100 SH SOLE 100 0 0 TABULA RASA HEALTHCARE INC COM 873379101 374 350000 SH SOLE 350000 0 0 TAILORED BRANDS INC COM 87403A107 53 6800 SH OTR 1 0 6800 0 TAILORED BRANDS INC COM 87403A107 32 4071 SH SOLE 4071 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 12156 296789 SH OTR 1 0 296789 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 10234 249858 SH SOLE 249858 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 129 1368 SH SOLE 1368 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1440 15259 SH OTR 1 0 15259 0 TALOS ENERGY INC COM 87484T108 23731 893503 SH SOLE 893503 0 0 TALOS ENERGY INC COM 87484T108 75506 2842839 SH OTR 1 0 2842839 0 TALOS ENERGY INC COM 87484T108 164 6187 SH OTR 5 0 6187 0 TANGER FACTORY OUTLET CTRS I COM 875465106 227 10800 SH OTR 1 0 10800 0 TANGER FACTORY OUTLET CTRS I COM 875465106 138 6600 SH SOLE 6600 0 0 TAPESTRY INC COM 876030107 1255 38616 SH OTR 1 0 38616 0 TAPESTRY INC COM 876030107 112 3460 SH SOLE 3460 0 0 TARGA RES CORP COM 87612G101 1855 44646 SH OTR 1 0 44646 0 TARGA RES CORP COM 87612G101 184 4434 SH SOLE 4434 0 0 TARGET CORP COM 87612E106 4121 51343 SH SOLE 51343 0 0 TARGET CORP COM 87612E106 11083 138094 SH OTR 1 0 138094 0 TARGET CORP COM 87612E106 1138 14177 SH OTR 5 0 14177 0 TAUBMAN CTRS INC COM 876664103 209 3944 SH SOLE 3944 0 0 TAUBMAN CTRS INC COM 876664103 1837 34742 SH OTR 1 0 34742 0 TD AMERITRADE HLDG CORP COM 87236Y108 6243 124891 SH OTR 1 0 124891 0 TD AMERITRADE HLDG CORP COM 87236Y108 118 2368 SH SOLE 2368 0 0 TECH DATA CORP COM 878237106 952 9300 SH OTR 1 0 9300 0 TECH DATA CORP COM 878237106 563 5500 SH SOLE 5500 0 0 TELADOC HEALTH INC COM 87918A105 35438 27412000 SH SOLE 27412000 0 0 TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 6168 4141000 PRN OTR 1 0 4141000 0 TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 94 63000 PRN OTR 4 0 63000 0 TELEFLEX INC COM 879369106 167 553 SH SOLE 553 0 0 TELEFLEX INC COM 879369106 18326 60651 SH OTR 1 0 60651 0 TELEPHONE & DATA SYS INC COM NEW 879433829 8696 282971 SH OTR 1 0 282971 0 TELEPHONE & DATA SYS INC COM NEW 879433829 1395 45384 SH SOLE 45384 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 1185 41100 SH OTR 1 0 41100 0 TENET HEALTHCARE CORP COM NEW 88033G407 732 25366 SH SOLE 25366 0 0 TERADATA CORP DEL COM 88076W103 14370 329203 SH OTR 1 0 329203 0 TERADATA CORP DEL COM 88076W103 1537 35208 SH OTR 5 0 35208 0 TERADATA CORP DEL COM 88076W103 2965 67928 SH SOLE 67928 0 0 TERADYNE INC COM 880770102 1310 32883 SH OTR 1 0 32883 0 TERADYNE INC COM 880770102 1064 684730 SH SOLE 684730 0 0 TEREX CORP NEW COM 880779103 3493 108720 SH OTR 1 0 108720 0 TEREX CORP NEW COM 880779103 252 7828 SH SOLE 7828 0 0 TERRITORIAL BANCORP INC COM 88145X108 153 5700 SH OTR 1 0 5700 0 TERRITORIAL BANCORP INC COM 88145X108 92 3436 SH SOLE 3436 0 0 TESLA INC COM 88160R101 672 2400 SH OTR 1 0 2400 0 TESLA INC COM 88160R101 1529 1395334 SH SOLE 1395334 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1687 30911 SH OTR 1 0 30911 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 202 3700 SH SOLE 3700 0 0 TEXAS INSTRS INC COM 882508104 24177 227935 SH OTR 1 0 227935 0 TEXAS INSTRS INC COM 882508104 916 8638 SH OTR 5 0 8638 0 TEXAS INSTRS INC COM 882508104 3139 29598 SH SOLE 29598 0 0 TEXAS ROADHOUSE INC COM 882681109 2367 38068 SH SOLE 38068 0 0 TEXAS ROADHOUSE INC COM 882681109 3214 51688 SH OTR 1 0 51688 0 TEXAS ROADHOUSE INC COM 882681109 1508 24245 SH OTR 5 0 24245 0 TEXTRON INC COM 883203101 1326 26171 SH SOLE 26171 0 0 TEXTRON INC COM 883203101 6833 134879 SH OTR 1 0 134879 0 TEXTRON INC COM 883203101 547 10791 SH OTR 5 0 10791 0 THE CHARLES SCHWAB CORPORATI COM 808513105 11735 274450 SH OTR 1 0 274450 0 THE CHARLES SCHWAB CORPORATI COM 808513105 1014 23717 SH OTR 5 0 23717 0 THE CHARLES SCHWAB CORPORATI COM 808513105 2328 54439 SH SOLE 54439 0 0 THE TRADE DESK INC COM CL A 88339J105 911 4600 SH OTR 1 0 4600 0 THE TRADE DESK INC COM CL A 88339J105 574 2900 SH SOLE 2900 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 4699 17168 SH SOLE 17168 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 24490 89472 SH OTR 1 0 89472 0 THERMO FISHER SCIENTIFIC INC COM 883556102 2050 7489 SH OTR 5 0 7489 0 THOR INDS INC COM 885160101 263 4222 SH SOLE 4222 0 0 THOR INDS INC COM 885160101 1990 31900 SH OTR 1 0 31900 0 TIFFANY & CO NEW COM 886547108 1541 14603 SH OTR 1 0 14603 0 TIFFANY & CO NEW COM 886547108 138 1309 SH SOLE 1309 0 0 TIMKEN CO COM 887389104 397 9097 SH OTR 1 0 9097 0 TIMKEN CO COM 887389104 45 1032 SH SOLE 1032 0 0 TIPTREE INC COM 88822Q103 44 7000 SH OTR 1 0 7000 0 TIPTREE INC COM 88822Q103 25 3879 SH SOLE 3879 0 0 TITAN MACHY INC COM 88830R101 714 45900 SH OTR 1 0 45900 0 TITAN MACHY INC COM 88830R101 445 28574 SH SOLE 28574 0 0 TIVO CORP COM 88870P106 157 16800 SH OTR 1 0 16800 0 TIVO CORP COM 88870P106 96 10300 SH SOLE 10300 0 0 TJX COS INC NEW COM 872540109 1262 23708 SH SOLE 23708 0 0 TJX COS INC NEW COM 872540109 12493 234795 SH OTR 1 0 234795 0 TOLL BROTHERS INC COM 889478103 6075 167814 SH OTR 1 0 167814 0 TOLL BROTHERS INC COM 889478103 360 9931 SH OTR 5 0 9931 0 TOLL BROTHERS INC COM 889478103 782 21612 SH SOLE 21612 0 0 TORCHMARK CORP COM 891027104 4178 50981 SH OTR 1 0 50981 0 TORCHMARK CORP COM 891027104 244 2979 SH OTR 5 0 2979 0 TORCHMARK CORP COM 891027104 574 7006 SH SOLE 7006 0 0 TORO CO COM 891092108 2046 29719 SH OTR 1 0 29719 0 TORO CO COM 891092108 105 1522 SH SOLE 1522 0 0 TOTAL SYS SVCS INC COM 891906109 3842 40439 SH OTR 1 0 40439 0 TOTAL SYS SVCS INC COM 891906109 386 4064 SH SOLE 4064 0 0 TOWER INTL INC COM 891826109 511 24300 SH OTR 1 0 24300 0 TOWER INTL INC COM 891826109 318 15140 SH SOLE 15140 0 0 TOWN SPORTS INTL HLDGS INC COM 89214A102 258 54200 SH OTR 1 0 54200 0 TOWN SPORTS INTL HLDGS INC COM 89214A102 157 32976 SH SOLE 32976 0 0 TPI COMPOSITES INC COM 87266J104 338 11800 SH OTR 1 0 11800 0 TPI COMPOSITES INC COM 87266J104 205 7155 SH SOLE 7155 0 0 TRACTOR SUPPLY CO COM 892356106 10041 102713 SH OTR 1 0 102713 0 TRACTOR SUPPLY CO COM 892356106 235 2405 SH OTR 5 0 2405 0 TRACTOR SUPPLY CO COM 892356106 2388 24426 SH SOLE 24426 0 0 TRANSDIGM GROUP INC COM 893641100 4408 9710 SH OTR 1 0 9710 0 TRANSDIGM GROUP INC COM 893641100 398 876 SH SOLE 876 0 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 31 28000 PRN OTR 4 0 28000 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 2207 1975000 PRN OTR 1 0 1975000 0 TRAVELERS COMPANIES INC COM 89417E109 14199 103521 SH OTR 1 0 103521 0 TRAVELERS COMPANIES INC COM 89417E109 2239 16327 SH OTR 5 0 16327 0 TRAVELERS COMPANIES INC COM 89417E109 3898 28423 SH SOLE 28423 0 0 TRAVELZOO COM NEW 89421Q205 615 45900 SH OTR 1 0 45900 0 TRAVELZOO COM NEW 89421Q205 382 28492 SH SOLE 28492 0 0 TREDEGAR CORP COM 894650100 650 40300 SH OTR 1 0 40300 0 TREDEGAR CORP COM 894650100 403 24975 SH SOLE 24975 0 0 TREEHOUSE FOODS INC COM 89469A104 731 11326 SH SOLE 11326 0 0 TREEHOUSE FOODS INC COM 89469A104 11343 175717 SH OTR 1 0 175717 0 TRIBUNE PUBG CO NEW COM 89609W107 282 23912 SH SOLE 23912 0 0 TRIBUNE PUBG CO NEW COM 89609W107 406 34400 SH OTR 1 0 34400 0 TRIMAS CORP COM NEW 896215209 514 17000 SH OTR 1 0 17000 0 TRIMAS CORP COM NEW 896215209 305 10100 SH SOLE 10100 0 0 TRIPADVISOR INC COM 896945201 8598 167123 SH OTR 1 0 167123 0 TRIPADVISOR INC COM 896945201 315 6117 SH OTR 5 0 6117 0 TRIPADVISOR INC COM 896945201 856 16643 SH SOLE 16643 0 0 TRIPLE-S MGMT CORP CL B 896749108 843 36938 SH OTR 1 0 36938 0 TRIPLE-S MGMT CORP CL B 896749108 528 23145 SH SOLE 23145 0 0 TRISTATE CAP HLDGS INC COM 89678F100 398 19500 SH SOLE 19500 0 0 TRISTATE CAP HLDGS INC COM 89678F100 648 31700 SH OTR 1 0 31700 0 TRUEBLUE INC COM 89785X101 612 25908 SH OTR 1 0 25908 0 TRUEBLUE INC COM 89785X101 381 16131 SH SOLE 16131 0 0 TTM TECHNOLOGIES INC COM 87305R109 154 13100 SH OTR 1 0 13100 0 TTM TECHNOLOGIES INC COM 87305R109 95 8100 SH SOLE 8100 0 0 TURNING PT BRANDS INC COM 90041L105 1217 26402 SH OTR 1 0 26402 0 TURNING PT BRANDS INC COM 90041L105 557 12088 SH SOLE 12088 0 0 TURTLE BEACH CORP COM NEW 900450206 518 45600 SH OTR 1 0 45600 0 TURTLE BEACH CORP COM NEW 900450206 332 29266 SH SOLE 29266 0 0 TUTOR PERINI CORP COM 901109108 118 6900 SH OTR 1 0 6900 0 TUTOR PERINI CORP COM 901109108 75 4392 SH SOLE 4392 0 0 TWILIO INC CL A 90138F102 14452 7576000 SH SOLE 7576000 0 0 TWITTER INC COM 90184L102 24843 23995466 SH SOLE 23995466 0 0 TWITTER INC COM 90184L102 67 2051 SH OTR 5 0 2051 0 TWITTER INC COM 90184L102 12114 368424 SH OTR 1 0 368424 0 TYSON FOODS INC CL A 902494103 10595 152599 SH OTR 1 0 152599 0 TYSON FOODS INC CL A 902494103 631 9092 SH OTR 5 0 9092 0 TYSON FOODS INC CL A 902494103 3551 51140 SH SOLE 51140 0 0 UBIQUITI NETWORKS INC COM 90347A100 2568 17150 SH OTR 1 0 17150 0 UBIQUITI NETWORKS INC COM 90347A100 193 1291 SH SOLE 1291 0 0 UDR INC COM 902653104 2663 58587 SH OTR 1 0 58587 0 UDR INC COM 902653104 196 4313 SH SOLE 4313 0 0 UGI CORP NEW COM 902681105 540 9743 SH OTR 5 0 9743 0 UGI CORP NEW COM 902681105 1263 22787 SH SOLE 22787 0 0 UGI CORP NEW COM 902681105 6034 108874 SH OTR 1 0 108874 0 ULTA BEAUTY INC COM 90384S303 197 564 SH OTR 5 0 564 0 ULTA BEAUTY INC COM 90384S303 662 1897 SH SOLE 1897 0 0 ULTA BEAUTY INC COM 90384S303 4027 11547 SH OTR 1 0 11547 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 731 10544 SH OTR 1 0 10544 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 443 6391 SH SOLE 6391 0 0 UNDER ARMOUR INC CL A 904311107 11568 547205 SH OTR 1 0 547205 0 UNDER ARMOUR INC CL A 904311107 1089 51530 SH OTR 5 0 51530 0 UNDER ARMOUR INC CL A 904311107 2027 95865 SH SOLE 95865 0 0 UNDER ARMOUR INC CL C 904311206 43 2292 SH SOLE 2292 0 0 UNDER ARMOUR INC CL C 904311206 483 25576 SH OTR 1 0 25576 0 UNION PACIFIC CORP COM 907818108 4518 27020 SH SOLE 27020 0 0 UNION PACIFIC CORP COM 907818108 1561 9334 SH OTR 5 0 9334 0 UNION PACIFIC CORP COM 907818108 32129 192159 SH OTR 1 0 192159 0 UNISYS CORP COM NEW 909214306 83 7100 SH OTR 1 0 7100 0 UNISYS CORP COM NEW 909214306 50 4264 SH SOLE 4264 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 469 18800 SH OTR 1 0 18800 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 287 11500 SH SOLE 11500 0 0 UNITED CONTL HLDGS INC COM 910047109 11249 141002 SH OTR 1 0 141002 0 UNITED CONTL HLDGS INC COM 910047109 720 9023 SH OTR 5 0 9023 0 UNITED CONTL HLDGS INC COM 910047109 1862 23338 SH SOLE 23338 0 0 UNITED PARCEL SERVICE INC CL B 911312106 878 7856 SH OTR 5 0 7856 0 UNITED PARCEL SERVICE INC CL B 911312106 2741 24526 SH SOLE 24526 0 0 UNITED PARCEL SERVICE INC CL B 911312106 18578 166261 SH OTR 1 0 166261 0 UNITED RENTALS INC COM 911363109 1185 10368 SH OTR 5 0 10368 0 UNITED RENTALS INC COM 911363109 3298 28864 SH SOLE 28864 0 0 UNITED RENTALS INC COM 911363109 9745 85299 SH OTR 1 0 85299 0 UNITED STATES CELLULAR CORP COM 911684108 6190 134822 SH OTR 1 0 134822 0 UNITED STATES CELLULAR CORP COM 911684108 915 19935 SH SOLE 19935 0 0 UNITED TECHNOLOGIES CORP COM 913017109 26342 204372 SH OTR 1 0 204372 0 UNITED TECHNOLOGIES CORP COM 913017109 624 4841 SH OTR 5 0 4841 0 UNITED TECHNOLOGIES CORP COM 913017109 4928 38238 SH SOLE 38238 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 427 3642 SH OTR 5 0 3642 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 2345 19977 SH SOLE 19977 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 3801 32384 SH OTR 1 0 32384 0 UNITEDHEALTH GROUP INC COM 91324P102 77513 313486 SH OTR 1 0 313486 0 UNITEDHEALTH GROUP INC COM 91324P102 5547 22435 SH OTR 5 0 22435 0 UNITEDHEALTH GROUP INC COM 91324P102 15764 63754 SH SOLE 63754 0 0 UNITI GROUP INC COM 91325V108 1149 102719 SH OTR 1 0 102719 0 UNITI GROUP INC COM 91325V108 109 9782 SH SOLE 9782 0 0 UNIVERSAL CORP VA COM 913456109 1037 18000 SH OTR 1 0 18000 0 UNIVERSAL CORP VA COM 913456109 626 10867 SH SOLE 10867 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 1393 10410 SH SOLE 10410 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 5904 44135 SH OTR 1 0 44135 0 UNIVERSAL HLTH SVCS INC CL B 913903100 947 7079 SH OTR 5 0 7079 0 UNIVERSAL INS HLDGS INC COM 91359V107 983 31700 SH OTR 1 0 31700 0 UNIVERSAL INS HLDGS INC COM 91359V107 606 19545 SH SOLE 19545 0 0 UNIVEST FINANCIAL CORPORATIO COM 915271100 154 6300 SH OTR 1 0 6300 0 UNIVEST FINANCIAL CORPORATIO COM 915271100 91 3700 SH SOLE 3700 0 0 UNUM GROUP COM 91529Y106 2008 59368 SH OTR 1 0 59368 0 UNUM GROUP COM 91529Y106 137 4055 SH OTR 5 0 4055 0 UNUM GROUP COM 91529Y106 203 5999 SH SOLE 5999 0 0 URBAN OUTFITTERS INC COM 917047102 4846 163489 SH OTR 1 0 163489 0 URBAN OUTFITTERS INC COM 917047102 447 15071 SH SOLE 15071 0 0 US BANCORP DEL COM NEW 902973304 998 20715 SH SOLE 20715 0 0 US BANCORP DEL COM NEW 902973304 12109 251272 SH OTR 1 0 251272 0 US FOODS HLDG CORP COM 912008109 268 7673 SH SOLE 7673 0 0 US FOODS HLDG CORP COM 912008109 2602 74539 SH OTR 1 0 74539 0 V F CORP COM 918204108 4074 46872 SH OTR 1 0 46872 0 V F CORP COM 918204108 382 4401 SH SOLE 4401 0 0 VALERO ENERGY CORP NEW COM 91913Y100 13042 153741 SH OTR 1 0 153741 0 VALERO ENERGY CORP NEW COM 91913Y100 1375 16213 SH OTR 5 0 16213 0 VALERO ENERGY CORP NEW COM 91913Y100 4013 47308 SH SOLE 47308 0 0 VALVOLINE INC COM 92047W101 1131 60937 SH OTR 1 0 60937 0 VALVOLINE INC COM 92047W101 4 200 SH SOLE 200 0 0 VANDA PHARMACEUTICALS INC COM 921659108 145 7900 SH SOLE 7900 0 0 VANDA PHARMACEUTICALS INC COM 921659108 228 12400 SH OTR 1 0 12400 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 416269 1811360 SH OTR 3 0 1811360 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 63065 35500 SH SOLE 35500 0 0 VARIAN MED SYS INC COM 92220P105 8094 57114 SH OTR 1 0 57114 0 VARIAN MED SYS INC COM 92220P105 173 1218 SH OTR 5 0 1218 0 VARIAN MED SYS INC COM 92220P105 2149 15164 SH SOLE 15164 0 0 VECTOR GROUP LTD COM 92240M108 718 66500 SH OTR 1 0 66500 0 VECTOR GROUP LTD COM 92240M108 446 41300 SH SOLE 41300 0 0 VECTRUS INC COM 92242T101 888 33400 SH OTR 1 0 33400 0 VECTRUS INC COM 92242T101 547 20579 SH SOLE 20579 0 0 VEECO INSTRS INC DEL COM 922417100 386 450000 SH SOLE 450000 0 0 VENTAS INC COM 92276F100 1356 21251 SH OTR 5 0 21251 0 VENTAS INC COM 92276F100 2896 45385 SH SOLE 45385 0 0 VENTAS INC COM 92276F100 14442 226335 SH OTR 1 0 226335 0 VERA BRADLEY INC COM 92335C106 127 9622 SH SOLE 9622 0 0 VERA BRADLEY INC COM 92335C106 205 15500 SH OTR 1 0 15500 0 VEREIT INC COM 92339V100 2019 241180 SH OTR 1 0 241180 0 VEREIT INC COM 92339V100 20644 20523010 SH SOLE 20523010 0 0 VERINT SYS INC COM 92343X100 533 8900 SH OTR 1 0 8900 0 VERINT SYS INC COM 92343X100 42262 37893488 SH SOLE 37893488 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 5175 4697000 PRN OTR 1 0 4697000 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 78 71000 PRN OTR 4 0 71000 0 VERISIGN INC COM 92343E102 628 3457 SH SOLE 3457 0 0 VERISIGN INC COM 92343E102 7817 43056 SH OTR 1 0 43056 0 VERISK ANALYTICS INC COM 92345Y106 5783 43483 SH OTR 1 0 43483 0 VERISK ANALYTICS INC COM 92345Y106 497 3734 SH SOLE 3734 0 0 VERITIV CORP COM 923454102 684 26000 SH OTR 1 0 26000 0 VERITIV CORP COM 923454102 418 15866 SH SOLE 15866 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 52957 895599 SH OTR 1 0 895599 0 VERIZON COMMUNICATIONS INC COM 92343V104 5684 96130 SH OTR 5 0 96130 0 VERIZON COMMUNICATIONS INC COM 92343V104 16935 286405 SH SOLE 286405 0 0 VERSO CORP CL A 92531L207 1039 48500 SH OTR 1 0 48500 0 VERSO CORP CL A 92531L207 639 29854 SH SOLE 29854 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 7441 40453 SH OTR 1 0 40453 0 VERTEX PHARMACEUTICALS INC COM 92532F100 701 3810 SH SOLE 3810 0 0 VIACOM INC NEW CL A 92553P102 1914 58976 SH OTR 1 0 58976 0 VIACOM INC NEW CL A 92553P102 139 4278 SH SOLE 4278 0 0 VIACOM INC NEW CL B 92553P201 1845 65735 SH OTR 5 0 65735 0 VIACOM INC NEW CL B 92553P201 4983 177522 SH SOLE 177522 0 0 VIACOM INC NEW CL B 92553P201 14418 513644 SH OTR 1 0 513644 0 VIAVI SOLUTIONS INC COM 925550105 389 31400 SH OTR 1 0 31400 0 VIAVI SOLUTIONS INC COM 925550105 32246 28356400 SH SOLE 28356400 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 3352 2978000 PRN OTR 1 0 2978000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 50 44000 PRN OTR 4 0 44000 0 VILLAGE SUPER MKT INC CL A NEW 927107409 172 6300 SH OTR 1 0 6300 0 VILLAGE SUPER MKT INC CL A NEW 927107409 107 3900 SH SOLE 3900 0 0 VIRTUSA CORP COM 92827P102 134 2500 SH SOLE 2500 0 0 VIRTUSA CORP COM 92827P102 214 4000 SH OTR 1 0 4000 0 VISA INC COM CL A 92826C839 15123 96822 SH SOLE 96822 0 0 VISA INC COM CL A 92826C839 76717 491177 SH OTR 1 0 491177 0 VISA INC COM CL A 92826C839 5560 35596 SH OTR 5 0 35596 0 VISHAY INTERTECHNOLOGY INC COM 928298108 730 39500 SH OTR 1 0 39500 0 VISHAY INTERTECHNOLOGY INC COM 928298108 1044 664199 SH SOLE 664199 0 0 VISTRA ENERGY CORP COM 92840M102 4713 181066 SH OTR 1 0 181066 0 VISTRA ENERGY CORP COM 92840M102 319 13918 SH OTR 2 0 13918 0 VISTRA ENERGY CORP COM 92840M102 348 11704 SH SOLE 11704 0 0 VMWARE INC CL A COM 928563402 6697 37099 SH OTR 1 0 37099 0 VMWARE INC CL A COM 928563402 1509 8361 SH SOLE 8361 0 0 VOCERA COMMUNICATIONS INC COM 92857F107 183 155000 SH SOLE 155000 0 0 VORNADO RLTY TR SH BEN INT 929042109 201 2983 SH SOLE 2983 0 0 VORNADO RLTY TR SH BEN INT 929042109 39 581 SH OTR 5 0 581 0 VORNADO RLTY TR SH BEN INT 929042109 1997 29615 SH OTR 1 0 29615 0 VOYA FINL INC COM 929089100 709 14200 SH OTR 1 0 14200 0 VOYA FINL INC COM 929089100 96 1930 SH SOLE 1930 0 0 VULCAN MATLS CO COM 929160109 2123 17930 SH OTR 1 0 17930 0 VULCAN MATLS CO COM 929160109 193 1629 SH SOLE 1629 0 0 WABASH NATL CORP COM 929566107 653 48200 SH OTR 1 0 48200 0 WABASH NATL CORP COM 929566107 389 28700 SH SOLE 28700 0 0 WABCO HLDGS INC COM 92927K102 2125 16118 SH OTR 1 0 16118 0 WABCO HLDGS INC COM 92927K102 106 804 SH SOLE 804 0 0 WABTEC CORP COM 929740108 1475 20015 SH OTR 1 0 20015 0 WABTEC CORP COM 929740108 9 122 SH OTR 5 0 122 0 WABTEC CORP COM 929740108 139 1886 SH SOLE 1886 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 14152 223674 SH OTR 1 0 223674 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 2012 31799 SH OTR 5 0 31799 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 4048 63977 SH SOLE 63977 0 0 WALMART INC COM 931142103 29167 299052 SH OTR 1 0 299052 0 WALMART INC COM 931142103 2320 23787 SH OTR 5 0 23787 0 WALMART INC COM 931142103 9409 96474 SH SOLE 96474 0 0 WARRIOR MET COAL INC COM 93627C101 1122 36900 SH OTR 1 0 36900 0 WARRIOR MET COAL INC COM 93627C101 676 22246 SH SOLE 22246 0 0 WASHINGTON PRIME GROUP NEW COM 93964W108 97 17200 SH OTR 1 0 17200 0 WASHINGTON PRIME GROUP NEW COM 93964W108 60 10700 SH SOLE 10700 0 0 WASTE MGMT INC DEL COM 94106L109 17536 168758 SH OTR 1 0 168758 0 WASTE MGMT INC DEL COM 94106L109 2099 20197 SH OTR 5 0 20197 0 WASTE MGMT INC DEL COM 94106L109 5547 53382 SH SOLE 53382 0 0 WATERS CORP COM 941848103 4191 16652 SH OTR 1 0 16652 0 WATERS CORP COM 941848103 106 423 SH OTR 5 0 423 0 WATERS CORP COM 941848103 453 1798 SH SOLE 1798 0 0 WAYFAIR INC CL A 94419L101 642 418000 SH SOLE 418000 0 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 6183 7657000 PRN OTR 1 0 7657000 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 95 118000 PRN OTR 4 0 118000 0 WEC ENERGY GROUP INC COM 92939U106 10766 136140 SH OTR 1 0 136140 0 WEC ENERGY GROUP INC COM 92939U106 579 7316 SH OTR 5 0 7316 0 WEC ENERGY GROUP INC COM 92939U106 1560 19721 SH SOLE 19721 0 0 WEIS MKTS INC COM 948849104 159 3900 SH OTR 1 0 3900 0 WEIS MKTS INC COM 948849104 98 2400 SH SOLE 2400 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 1807 6699 SH OTR 1 0 6699 0 WELLCARE HEALTH PLANS INC COM 94946T106 162 601 SH SOLE 601 0 0 WELLS FARGO CO NEW COM 949746101 40497 838110 SH OTR 1 0 838110 0 WELLS FARGO CO NEW COM 949746101 3217 66586 SH OTR 5 0 66586 0 WELLS FARGO CO NEW COM 949746101 48324 228594 SH SOLE 228594 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 63 49 SH OTR 4 0 49 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 4141 3204 SH OTR 1 0 3204 0 WELLTOWER INC COM 95040Q104 1642 21166 SH SOLE 21166 0 0 WELLTOWER INC COM 95040Q104 421 5431 SH OTR 5 0 5431 0 WELLTOWER INC COM 95040Q104 14644 188711 SH OTR 1 0 188711 0 WENDYS CO COM 95058W100 1391 77752 SH OTR 1 0 77752 0 WENDYS CO COM 95058W100 80 4490 SH SOLE 4490 0 0 WESBANCO INC COM 950810101 1010 25400 SH OTR 1 0 25400 0 WESBANCO INC COM 950810101 613 15425 SH SOLE 15425 0 0 WESCO INTL INC COM 95082P105 2209 41677 SH OTR 1 0 41677 0 WESCO INTL INC COM 95082P105 87 1639 SH SOLE 1639 0 0 WESTERN ASSET HIGH INCM OPP COM 95766K109 48 10000 SH SOLE 10000 0 0 WESTERN DIGITAL CORP COM 958102105 20002 22487567 SH SOLE 22487567 0 0 WESTERN DIGITAL CORP COM 958102105 1910 39752 SH OTR 1 0 39752 0 WESTERN UN CO COM 959802109 3278 177484 SH SOLE 177484 0 0 WESTERN UN CO COM 959802109 14740 798034 SH OTR 1 0 798034 0 WESTERN UN CO COM 959802109 1789 96838 SH OTR 5 0 96838 0 WESTLAKE CHEM CORP COM 960413102 2867 42255 SH OTR 1 0 42255 0 WESTLAKE CHEM CORP COM 960413102 303 4471 SH SOLE 4471 0 0 WESTROCK CO COM 96145D105 1449 37794 SH OTR 1 0 37794 0 WESTROCK CO COM 96145D105 130 3377 SH SOLE 3377 0 0 WEYERHAEUSER CO COM 962166104 3600 136685 SH OTR 1 0 136685 0 WEYERHAEUSER CO COM 962166104 306 11602 SH SOLE 11602 0 0 WHIRLPOOL CORP COM 963320106 555 4177 SH SOLE 4177 0 0 WHIRLPOOL CORP COM 963320106 121 912 SH OTR 5 0 912 0 WHIRLPOOL CORP COM 963320106 5833 43893 SH OTR 1 0 43893 0 WHITING PETE CORP NEW COM NEW 966387409 2115 2160839 SH SOLE 2160839 0 0 WHITING PETE CORP NEW COM NEW 966387409 176 6720 SH OTR 1 0 6720 0 WILLIAMS COS INC DEL COM 969457100 7630 265672 SH OTR 1 0 265672 0 WILLIAMS COS INC DEL COM 969457100 577 20096 SH SOLE 20096 0 0 WILLIAMS SONOMA INC COM 969904101 13325 236800 SH OTR 1 0 236800 0 WILLIAMS SONOMA INC COM 969904101 1648 29293 SH OTR 5 0 29293 0 WILLIAMS SONOMA INC COM 969904101 2958 52576 SH SOLE 52576 0 0 WORKDAY INC CL A 98138H101 2723 14120 SH OTR 1 0 14120 0 WORKDAY INC CL A 98138H101 51730 35907763 SH SOLE 35907763 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 7268 5148000 PRN OTR 1 0 5148000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 109 77000 PRN OTR 4 0 77000 0 WORKIVA INC COM CL A 98139A105 122 2400 SH SOLE 2400 0 0 WORKIVA INC COM CL A 98139A105 198 3900 SH OTR 1 0 3900 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 165 1900 SH OTR 1 0 1900 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 104 1200 SH SOLE 1200 0 0 WORLDPAY INC CL A 981558109 1558 13727 SH OTR 1 0 13727 0 WORLDPAY INC CL A 981558109 39 344 SH SOLE 344 0 0 WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 5657 5022000 PRN OTR 1 0 5022000 0 WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 86 76000 PRN OTR 4 0 76000 0 WYNDHAM DESTINATIONS INC COM 98310W108 2452 60548 SH OTR 1 0 60548 0 WYNDHAM DESTINATIONS INC COM 98310W108 285 7030 SH SOLE 7030 0 0 WYNN RESORTS LTD COM 983134107 1564 13106 SH OTR 1 0 13106 0 WYNN RESORTS LTD COM 983134107 140 1176 SH SOLE 1176 0 0 XCEL ENERGY INC COM 98389B100 12229 217562 SH OTR 1 0 217562 0 XCEL ENERGY INC COM 98389B100 701 12463 SH OTR 5 0 12463 0 XCEL ENERGY INC COM 98389B100 1893 33671 SH SOLE 33671 0 0 XENCOR INC COM 98401F105 367 11831 SH OTR 1 0 11831 0 XENCOR INC COM 98401F105 239 7706 SH SOLE 7706 0 0 XENIA HOTELS & RESORTS INC COM 984017103 1253 57200 SH OTR 1 0 57200 0 XENIA HOTELS & RESORTS INC COM 984017103 767 34987 SH SOLE 34987 0 0 XEROX CORP COM NEW 984121608 2966 92742 SH SOLE 92742 0 0 XEROX CORP COM NEW 984121608 10426 326026 SH OTR 1 0 326026 0 XEROX CORP COM NEW 984121608 1558 48720 SH OTR 5 0 48720 0 XILINX INC COM 983919101 7103 56025 SH OTR 1 0 56025 0 XILINX INC COM 983919101 2296 18105 SH SOLE 18105 0 0 XPERI CORP COM 98421B100 875 37400 SH OTR 1 0 37400 0 XPERI CORP COM 98421B100 561 23975 SH SOLE 23975 0 0 XPO LOGISTICS INC COM 983793100 11668 217120 SH OTR 1 0 217120 0 XPO LOGISTICS INC COM 983793100 33 615 SH SOLE 615 0 0 XYLEM INC COM 98419M100 1903 24078 SH OTR 1 0 24078 0 XYLEM INC COM 98419M100 171 2159 SH SOLE 2159 0 0 YRC WORLDWIDE INC COM PAR $.01 984249607 474 70900 SH OTR 1 0 70900 0 YRC WORLDWIDE INC COM PAR $.01 984249607 292 43700 SH SOLE 43700 0 0 YUM BRANDS INC COM 988498101 5770 57812 SH OTR 1 0 57812 0 YUM BRANDS INC COM 988498101 381 3820 SH SOLE 3820 0 0 YUM CHINA HLDGS INC COM 98850P109 13834 308034 SH OTR 1 0 308034 0 YUM CHINA HLDGS INC COM 98850P109 848 18879 SH SOLE 18879 0 0 ZAGG INC COM 98884U108 610 67300 SH OTR 1 0 67300 0 ZAGG INC COM 98884U108 385 42417 SH SOLE 42417 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 11443 54612 SH OTR 1 0 54612 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 301 1436 SH OTR 5 0 1436 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 1885 8998 SH SOLE 8998 0 0 ZENDESK INC COM 98936J101 7292 4990000 SH SOLE 4990000 0 0 ZILLOW GROUP INC CL C CAP STK 98954M200 15033 16283000 SH SOLE 16283000 0 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 4912 4815000 PRN OTR 1 0 4815000 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 73 72000 PRN OTR 4 0 72000 0 ZIMMER BIOMET HLDGS INC COM 98956P102 82 646 SH OTR 5 0 646 0 ZIMMER BIOMET HLDGS INC COM 98956P102 859 6730 SH SOLE 6730 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 8345 65347 SH OTR 1 0 65347 0 ZIONS BANCORPORATION N A COM 989701107 1345 29629 SH OTR 1 0 29629 0 ZIONS BANCORPORATION N A COM 989701107 103 2260 SH SOLE 2260 0 0 ZIX CORP COM 98974P100 755 109700 SH OTR 1 0 109700 0 ZIX CORP COM 98974P100 467 67868 SH SOLE 67868 0 0 ZOETIS INC CL A 98978V103 6604 65600 SH OTR 1 0 65600 0 ZOETIS INC CL A 98978V103 613 6088 SH SOLE 6088 0 0 ZSCALER INC COM 98980G102 603 8500 SH SOLE 8500 0 0 ZSCALER INC COM 98980G102 965 13600 SH OTR 1 0 13600 0