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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1ST SOURCE CORP COM 336901103 60 1,300 SH   SOLE   1,300 0 0
1ST SOURCE CORP COM 336901103 334 7,200 SH   OTR 1 0 7,200 0
3M CO COM 88579Y101 19,351 111,635 SH   OTR 1 0 111,635 0
3M CO COM 88579Y101 471 2,718 SH   OTR 5 0 2,718 0
3M CO COM 88579Y101 2,816 16,247 SH   SOLE   16,247 0 0
AARONS INC COM PAR $0.50 002535300 1,336 21,751 SH   OTR 1 0 21,751 0
AARONS INC COM PAR $0.50 002535300 677 11,018 SH   OTR 5 0 11,018 0
AARONS INC COM PAR $0.50 002535300 1,039 16,916 SH   SOLE   16,916 0 0
ABBOTT LABS COM 002824100 10,543 125,357 SH   SOLE   125,357 0 0
ABBOTT LABS COM 002824100 32,616 387,819 SH   OTR 1 0 387,819 0
ABBOTT LABS COM 002824100 3,850 45,779 SH   OTR 5 0 45,779 0
ABBVIE INC COM 00287Y109 8,612 118,421 SH   SOLE   118,421 0 0
ABBVIE INC COM 00287Y109 39,099 537,669 SH   OTR 1 0 537,669 0
ABBVIE INC COM 00287Y109 3,709 51,010 SH   OTR 5 0 51,010 0
ABIOMED INC COM 003654100 4,394 16,868 SH   OTR 1 0 16,868 0
ABIOMED INC COM 003654100 235 902 SH   OTR 5 0 902 0
ABIOMED INC COM 003654100 647 2,485 SH   SOLE   2,485 0 0
ABM INDS INC COM 000957100 4,107 102,682 SH   OTR 1 0 102,682 0
ABM INDS INC COM 000957100 736 18,400 SH   SOLE   18,400 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 1,964 73,472 SH   OTR 1 0 73,472 0
ACADIA PHARMACEUTICALS INC COM 004225108 353 13,205 SH   SOLE   13,205 0 0
ACCELERON PHARMA INC COM 00434H108 327 7,968 SH   SOLE   7,968 0 0
ACCELERON PHARMA INC COM 00434H108 1,845 44,922 SH   OTR 1 0 44,922 0
ACCURAY INC COM 004397105 371 95,782 SH   SOLE   95,782 0 0
ACCURAY INC COM 004397105 2,029 524,244 SH   OTR 1 0 524,244 0
ACI WORLDWIDE INC COM 004498101 1,775 51,690 SH   OTR 1 0 51,690 0
ACI WORLDWIDE INC COM 004498101 323 9,400 SH   SOLE   9,400 0 0
ACTIVISION BLIZZARD INC COM 00507V109 7,676 162,628 SH   OTR 1 0 162,628 0
ACTIVISION BLIZZARD INC COM 00507V109 2,714 57,508 SH   SOLE   57,508 0 0
ACUITY BRANDS INC COM 00508Y102 3,350 24,291 SH   OTR 1 0 24,291 0
ACUITY BRANDS INC COM 00508Y102 211 1,527 SH   SOLE   1,527 0 0
ADAMS RES & ENERGY INC COM NEW 006351308 174 5,083 SH   OTR 1 0 5,083 0
ADAMS RES & ENERGY INC COM NEW 006351308 31 900 SH   SOLE   900 0 0
ADOBE INC COM 00724F101 36,524 123,956 SH   OTR 1 0 123,956 0
ADOBE INC COM 00724F101 1,999 6,783 SH   OTR 5 0 6,783 0
ADOBE INC COM 00724F101 5,872 19,930 SH   SOLE   19,930 0 0
ADT INC COM 00090Q103 3,859 630,510 SH   OTR 1 0 630,510 0
ADT INC COM 00090Q103 400 65,438 SH   SOLE   65,438 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 14,314 92,863 SH   OTR 1 0 92,863 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,902 12,338 SH   OTR 5 0 12,338 0
ADVANCE AUTO PARTS INC COM 00751Y106 4,021 26,085 SH   SOLE   26,085 0 0
ADVANCED ENERGY INDS COM 007973100 1,028 18,275 SH   OTR 1 0 18,275 0
ADVANCED ENERGY INDS COM 007973100 180 3,200 SH   SOLE   3,200 0 0
ADVANCED MICRO DEVICES INC COM 007903107 3,840 126,434 SH   OTR 1 0 126,434 0
ADVANCED MICRO DEVICES INC COM 007903107 626 20,618 SH   SOLE   20,618 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 3,905 1,007,000 PRN   SOLE   1,007,000 0 0
ADVANSIX INC COM 00773T101 555 22,700 SH   SOLE   22,700 0 0
ADVANSIX INC COM 00773T101 3,093 126,620 SH   OTR 1 0 126,620 0
AECOM COM 00766T100 7,791 205,847 SH   OTR 1 0 205,847 0
AECOM COM 00766T100 1,150 30,376 SH   OTR 5 0 30,376 0
AECOM COM 00766T100 1,786 47,193 SH   SOLE   47,193 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 4,509 100,719 SH   OTR 1 0 100,719 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 816 18,227 SH   SOLE   18,227 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 31,285 17,570,000 PRN   OTR 1 0 17,570,000 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 60 34,000 PRN   OTR 4 4,000 30,000 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 7,792 4,375,000 PRN   SOLE   4,375,000 0 0
AES CORP COM 00130H105 6,302 376,012 SH   OTR 1 0 376,012 0
AES CORP COM 00130H105 1,344 80,220 SH   OTR 5 0 80,220 0
AES CORP COM 00130H105 1,556 92,855 SH   SOLE   92,855 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 609 6,609 SH   OTR 1 0 6,609 0
AFFILIATED MANAGERS GROUP IN COM 008252108 90 982 SH   SOLE   982 0 0
AFLAC INC COM 001055102 7,501 136,862 SH   OTR 1 0 136,862 0
AFLAC INC COM 001055102 32 587 SH   OTR 5 0 587 0
AFLAC INC COM 001055102 948 17,287 SH   SOLE   17,287 0 0
AGCO CORP COM 001084102 16,450 212,068 SH   OTR 1 0 212,068 0
AGCO CORP COM 001084102 1,784 23,000 SH   OTR 5 0 23,000 0
AGCO CORP COM 001084102 3,475 44,803 SH   SOLE   44,803 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 8 113 SH   OTR 5 0 113 0
AGILENT TECHNOLOGIES INC COM 00846U101 780 10,442 SH   SOLE   10,442 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5,739 76,858 SH   OTR 1 0 76,858 0
AGILYSYS INC COM 00847J105 182 8,500 SH   OTR 1 0 8,500 0
AGILYSYS INC COM 00847J105 34 1,600 SH   SOLE   1,600 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 1,220 58,612 SH   OTR 1 0 58,612 0
AIMMUNE THERAPEUTICS INC COM 00900T107 220 10,579 SH   SOLE   10,579 0 0
AIR PRODS & CHEMS INC COM 009158106 9,809 43,333 SH   OTR 1 0 43,333 0
AIR PRODS & CHEMS INC COM 009158106 306 1,353 SH   OTR 5 0 1,353 0
AIR PRODS & CHEMS INC COM 009158106 1,537 6,789 SH   SOLE   6,789 0 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 382 373,000 PRN   SOLE   373,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 4,461 55,664 SH   SOLE   55,664 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 20,232 252,452 SH   OTR 1 0 252,452 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,998 24,934 SH   OTR 5 0 24,934 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 1,977 1,842,000 PRN   SOLE   1,842,000 0 0
AKORN INC COM 009728106 12 2,300 SH   SOLE   2,300 0 0
AKORN INC COM 009728106 48 9,300 SH   OTR 1 0 9,300 0
ALARM COM HLDGS INC COM 011642105 944 17,646 SH   OTR 1 0 17,646 0
ALARM COM HLDGS INC COM 011642105 171 3,200 SH   SOLE   3,200 0 0
ALASKA AIR GROUP INC COM 011659109 4,170 65,248 SH   OTR 1 0 65,248 0
ALASKA AIR GROUP INC COM 011659109 1 13 SH   OTR 5 0 13 0
ALASKA AIR GROUP INC COM 011659109 341 5,333 SH   SOLE   5,333 0 0
ALBEMARLE CORP COM 012653101 963 13,677 SH   OTR 1 0 13,677 0
ALBEMARLE CORP COM 012653101 162 2,299 SH   SOLE   2,299 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 327 2,315 SH   SOLE   2,315 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2,113 14,979 SH   OTR 1 0 14,979 0
ALEXION PHARMACEUTICALS INC COM 015351109 726 5,540 SH   SOLE   5,540 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 5,909 45,116 SH   OTR 1 0 45,116 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 12,017 70,920 SH   OTR 1 0 70,920 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 712 4,200 SH   SOLE   4,200 0 0
ALIGN TECHNOLOGY INC COM 016255101 11,900 43,478 SH   OTR 1 0 43,478 0
ALIGN TECHNOLOGY INC COM 016255101 1,095 4,000 SH   SOLE   4,000 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 748 400,000 PRN   SOLE   400,000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,309 16,478 SH   OTR 1 0 16,478 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 218 1,559 SH   OTR 5 0 1,559 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 782 5,583 SH   SOLE   5,583 0 0
ALLIANCEBERNSTEIN GBL HGH IN COM 01879R106 832 70,623 SH   SOLE   70,623 0 0
ALLIANT ENERGY CORP COM 018802108 1,497 30,506 SH   OTR 1 0 30,506 0
ALLIANT ENERGY CORP COM 018802108 224 4,554 SH   SOLE   4,554 0 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 246 6,501 SH   OTR 1 0 6,501 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 44 1,149 SH   SOLE   1,149 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 10,827 233,598 SH   OTR 1 0 233,598 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 609 13,138 SH   SOLE   13,138 0 0
ALLSTATE CORP COM 020002101 11,222 110,359 SH   OTR 1 0 110,359 0
ALLSTATE CORP COM 020002101 2,245 22,081 SH   OTR 5 0 22,081 0
ALLSTATE CORP COM 020002101 3,026 29,753 SH   SOLE   29,753 0 0
ALPHABET INC CAP STK CL A 02079K305 7,520 6,945 SH   OTR 5 0 6,945 0
ALPHABET INC CAP STK CL A 02079K305 20,170 18,628 SH   SOLE   18,628 0 0
ALPHABET INC CAP STK CL A 02079K305 97,625 90,160 SH   OTR 1 0 90,160 0
ALPHABET INC CAP STK CL C 02079K107 7,670 7,096 SH   OTR 5 0 7,096 0
ALPHABET INC CAP STK CL C 02079K107 100,187 92,688 SH   OTR 1 0 92,688 0
ALPHABET INC CAP STK CL C 02079K107 20,701 19,151 SH   SOLE   19,151 0 0
ALTERYX INC COM CL A 02156B103 1,746 16,000 SH   OTR 1 0 16,000 0
ALTERYX INC COM CL A 02156B103 327 3,000 SH   SOLE   3,000 0 0
ALTICE USA INC CL A 02156K103 5,497 225,767 SH   OTR 1 0 225,767 0
ALTICE USA INC CL A 02156K103 286 11,740 SH   SOLE   11,740 0 0
ALTRIA GROUP INC COM 02209S103 27,229 575,058 SH   OTR 1 0 575,058 0
ALTRIA GROUP INC COM 02209S103 3,149 66,514 SH   OTR 5 0 66,514 0
ALTRIA GROUP INC COM 02209S103 2,495 52,687 SH   SOLE   52,687 0 0
ALZA CORP SDCV 7/2 02261WAB5 23,210 12,090,000 PRN   SOLE   12,090,000 0 0
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 218 12,500 SH   OTR 1 0 12,500 0
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 40 2,300 SH   SOLE   2,300 0 0
AMAZON COM INC COM 023135106 224,814 118,721 SH   OTR 1 0 118,721 0
AMAZON COM INC COM 023135106 15,596 8,236 SH   OTR 5 0 8,236 0
AMAZON COM INC COM 023135106 44,211 23,347 SH   SOLE   23,347 0 0
AMC NETWORKS INC CL A 00164V103 288 5,281 SH   OTR 1 0 5,281 0
AMC NETWORKS INC CL A 00164V103 36 668 SH   SOLE   668 0 0
AMEDISYS INC COM 023436108 1,044 8,600 SH   OTR 1 0 8,600 0
AMEDISYS INC COM 023436108 206 1,700 SH   SOLE   1,700 0 0
AMEREN CORP COM 023608102 1,692 22,525 SH   SOLE   22,525 0 0
AMEREN CORP COM 023608102 9,797 130,437 SH   OTR 1 0 130,437 0
AMEREN CORP COM 023608102 816 10,868 SH   OTR 5 0 10,868 0
AMERICAN AIRLS GROUP INC COM 02376R102 284 8,699 SH   SOLE   8,699 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,667 51,111 SH   OTR 1 0 51,111 0
AMERICAN ASSETS TR INC COM 024013104 3,506 74,400 SH   OTR 1 0 74,400 0
AMERICAN ASSETS TR INC COM 024013104 631 13,400 SH   SOLE   13,400 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 2,331 50,492 SH   OTR 1 0 50,492 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 83 1,799 SH   SOLE   1,799 0 0
AMERICAN ELEC PWR CO INC COM 025537101 10,170 115,553 SH   OTR 1 0 115,553 0
AMERICAN ELEC PWR CO INC COM 025537101 1,145 13,012 SH   OTR 5 0 13,012 0
AMERICAN ELEC PWR CO INC COM 025537101 2,122 24,115 SH   SOLE   24,115 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 259 9,537 SH   SOLE   9,537 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,351 49,735 SH   OTR 1 0 49,735 0
AMERICAN EXPRESS CO COM 025816109 2,115 17,131 SH   SOLE   17,131 0 0
AMERICAN EXPRESS CO COM 025816109 14,468 117,205 SH   OTR 1 0 117,205 0
AMERICAN EXPRESS CO COM 025816109 49 400 SH   OTR 5 0 400 0
AMERICAN FINL GROUP INC OHIO COM 025932104 1,601 15,622 SH   OTR 1 0 15,622 0
AMERICAN FINL GROUP INC OHIO COM 025932104 181 1,769 SH   SOLE   1,769 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 4,834 198,832 SH   OTR 1 0 198,832 0
AMERICAN HOMES 4 RENT CL A 02665T306 481 19,770 SH   SOLE   19,770 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 19,333 362,851 SH   OTR 1 0 362,851 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,626 49,278 SH   OTR 5 0 49,278 0
AMERICAN INTL GROUP INC COM NEW 026874784 5,615 105,387 SH   SOLE   105,387 0 0
AMERICAN NATL INS CO COM 028591105 192 1,652 SH   SOLE   1,652 0 0
AMERICAN NATL INS CO COM 028591105 1,671 14,348 SH   OTR 1 0 14,348 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 9,163 9,090,000 PRN   SOLE   9,090,000 0 0
AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 13,609 13,500,000 PRN   OTR 1 0 13,500,000 0
AMERICAN STS WTR CO COM 029899101 4,145 55,089 SH   OTR 1 0 55,089 0
AMERICAN STS WTR CO COM 029899101 744 9,884 SH   SOLE   9,884 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 1,093 117,800 SH   OTR 1 0 117,800 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 197 21,200 SH   SOLE   21,200 0 0
AMERICAN TOWER CORP NEW COM 03027X100 34,390 168,205 SH   OTR 1 0 168,205 0
AMERICAN TOWER CORP NEW COM 03027X100 3,464 16,945 SH   OTR 5 0 16,945 0
AMERICAN TOWER CORP NEW COM 03027X100 7,826 38,278 SH   SOLE   38,278 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,161 27,247 SH   OTR 1 0 27,247 0
AMERICAN WTR WKS CO INC NEW COM 030420103 453 3,901 SH   SOLE   3,901 0 0
AMERICOLD RLTY TR COM 03064D108 5,993 184,851 SH   OTR 1 0 184,851 0
AMERICOLD RLTY TR COM 03064D108 755 23,285 SH   SOLE   23,285 0 0
AMERIPRISE FINL INC COM 03076C106 2,064 14,217 SH   OTR 5 0 14,217 0
AMERIPRISE FINL INC COM 03076C106 2,927 20,165 SH   SOLE   20,165 0 0
AMERIPRISE FINL INC COM 03076C106 12,455 85,805 SH   OTR 1 0 85,805 0
AMERISOURCEBERGEN CORP COM 03073E105 19,784 232,049 SH   OTR 1 0 232,049 0
AMERISOURCEBERGEN CORP COM 03073E105 2,044 23,971 SH   OTR 5 0 23,971 0
AMERISOURCEBERGEN CORP COM 03073E105 4,661 54,671 SH   SOLE   54,671 0 0
AMETEK INC NEW COM 031100100 2,817 31,013 SH   OTR 1 0 31,013 0
AMETEK INC NEW COM 031100100 458 5,046 SH   SOLE   5,046 0 0
AMGEN INC COM 031162100 5,273 28,616 SH   SOLE   28,616 0 0
AMGEN INC COM 031162100 33,295 180,678 SH   OTR 1 0 180,678 0
AMGEN INC COM 031162100 2,587 14,038 SH   OTR 5 0 14,038 0
AMICUS THERAPEUTICS INC COM 03152W109 401 32,165 SH   SOLE   32,165 0 0
AMICUS THERAPEUTICS INC COM 03152W109 2,226 178,341 SH   OTR 1 0 178,341 0
AMKOR TECHNOLOGY INC COM 031652100 330 44,224 SH   OTR 1 0 44,224 0
AMKOR TECHNOLOGY INC COM 031652100 65 8,701 SH   SOLE   8,701 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 797 14,700 SH   OTR 1 0 14,700 0
AMN HEALTHCARE SERVICES INC COM 001744101 130 2,400 SH   SOLE   2,400 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 3,243 153,636 SH   OTR 1 0 153,636 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 586 27,742 SH   SOLE   27,742 0 0
AMPHENOL CORP NEW CL A 032095101 3,863 40,265 SH   OTR 1 0 40,265 0
AMPHENOL CORP NEW CL A 032095101 630 6,569 SH   SOLE   6,569 0 0
ANADARKO PETE CORP COM 032511107 6,577 93,214 SH   OTR 1 0 93,214 0
ANADARKO PETE CORP COM 032511107 760 10,766 SH   SOLE   10,766 0 0
ANALOG DEVICES INC COM 032654105 1,012 8,964 SH   SOLE   8,964 0 0
ANALOG DEVICES INC COM 032654105 8,619 76,364 SH   OTR 1 0 76,364 0
ANAPTYSBIO INC COM 032724106 1,181 20,931 SH   OTR 1 0 20,931 0
ANAPTYSBIO INC COM 032724106 214 3,796 SH   SOLE   3,796 0 0
ANI PHARMACEUTICALS INC COM 00182C103 3,363 40,914 SH   OTR 1 0 40,914 0
ANI PHARMACEUTICALS INC COM 00182C103 609 7,413 SH   SOLE   7,413 0 0
ANIXTER INTL INC COM 035290105 852 14,272 SH   OTR 1 0 14,272 0
ANIXTER INTL INC COM 035290105 162 2,710 SH   SOLE   2,710 0 0
ANSYS INC COM 03662Q105 2,240 10,934 SH   OTR 1 0 10,934 0
ANSYS INC COM 03662Q105 359 1,755 SH   SOLE   1,755 0 0
ANTHEM INC COM 036752103 12,239 43,369 SH   OTR 1 0 43,369 0
ANTHEM INC COM 036752103 3,711 13,149 SH   SOLE   13,149 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 71,073 18,191,000 PRN   OTR 1 0 18,191,000 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 121 31,000 PRN   OTR 4 3,000 28,000 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 28,162 7,207,000 PRN   SOLE   7,207,000 0 0
APACHE CORP COM 037411105 3,300 113,906 SH   OTR 1 0 113,906 0
APACHE CORP COM 037411105 603 20,802 SH   OTR 5 0 20,802 0
APACHE CORP COM 037411105 524 18,075 SH   SOLE   18,075 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 2,913 58,130 SH   OTR 1 0 58,130 0
APARTMENT INVT & MGMT CO CL A 03748R754 4 74 SH   OTR 5 0 74 0
APARTMENT INVT & MGMT CO CL A 03748R754 228 4,554 SH   SOLE   4,554 0 0
APPFOLIO INC COM CL A 03783C100 715 6,992 SH   OTR 1 0 6,992 0
APPFOLIO INC COM CL A 03783C100 123 1,200 SH   SOLE   1,200 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 33 2,086 SH   SOLE   2,086 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,793 113,071 SH   OTR 1 0 113,071 0
APPLE INC COM 037833100 230,837 1,166,314 SH   OTR 1 0 1,166,314 0
APPLE INC COM 037833100 16,402 82,874 SH   OTR 5 0 82,874 0
APPLE INC COM 037833100 46,271 233,785 SH   SOLE   233,785 0 0
APPLIED MATLS INC COM 038222105 23,338 519,661 SH   OTR 1 0 519,661 0
APPLIED MATLS INC COM 038222105 2,358 52,511 SH   OTR 5 0 52,511 0
APPLIED MATLS INC COM 038222105 3,807 84,774 SH   SOLE   84,774 0 0
ARAMARK COM 03852U106 8,699 241,247 SH   OTR 1 0 241,247 0
ARAMARK COM 03852U106 921 25,535 SH   SOLE   25,535 0 0
ARBOR RLTY TR INC COM 038923108 633 52,200 SH   OTR 1 0 52,200 0
ARBOR RLTY TR INC COM 038923108 125 10,300 SH   SOLE   10,300 0 0
ARCH COAL INC CL A 039380407 2,817 29,900 SH   OTR 1 0 29,900 0
ARCH COAL INC CL A 039380407 480 5,100 SH   SOLE   5,100 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,432 84,118 SH   OTR 1 0 84,118 0
ARCHER DANIELS MIDLAND CO COM 039483102 587 14,375 SH   SOLE   14,375 0 0
ARCONIC INC COM 03965L100 1,841 71,304 SH   OTR 1 0 71,304 0
ARCONIC INC COM 03965L100 229 8,851 SH   SOLE   8,851 0 0
ARCOSA INC COM 039653100 1,970 52,340 SH   OTR 1 0 52,340 0
ARCOSA INC COM 039653100 223 5,928 SH   SOLE   5,928 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 364 6,208 SH   SOLE   6,208 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 2,009 34,272 SH   OTR 1 0 34,272 0
ARES CAP CORP NOTE 3.750% 2/0 04010LAT0 676 669,000 PRN   SOLE   669,000 0 0
ARES CAP CORP NOTE 4.625% 3/0 04010LAW3 6,342 6,142,000 PRN   SOLE   6,142,000 0 0
ARISTA NETWORKS INC COM 040413106 2,765 10,650 SH   OTR 1 0 10,650 0
ARISTA NETWORKS INC COM 040413106 140 540 SH   OTR 5 0 540 0
ARISTA NETWORKS INC COM 040413106 366 1,410 SH   SOLE   1,410 0 0
ARMSTRONG FLOORING INC COM 04238R106 1,188 120,654 SH   OTR 1 0 120,654 0
ARMSTRONG FLOORING INC COM 04238R106 217 22,058 SH   SOLE   22,058 0 0
ARRAY BIOPHARMA INC COM 04269X105 5,569 120,199 SH   OTR 1 0 120,199 0
ARRAY BIOPHARMA INC COM 04269X105 1,002 21,622 SH   SOLE   21,622 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 1,628 61,426 SH   OTR 1 0 61,426 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 297 11,200 SH   SOLE   11,200 0 0
ARTESIAN RESOURCES CORP CL A 043113208 193 5,184 SH   OTR 1 0 5,184 0
ARTESIAN RESOURCES CORP CL A 043113208 33 900 SH   SOLE   900 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 2,809 33,300 SH   OTR 1 0 33,300 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 489 5,800 SH   SOLE   5,800 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 1,222 411,459 SH   OTR 1 0 411,459 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 223 75,152 SH   SOLE   75,152 0 0
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CARMAX INC COM 143130102 1,863 21,455 SH   OTR 1 0 21,455 0
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CARNIVAL CORP UNIT 99/99/9999 143658300 1,222 26,242 SH   SOLE   26,242 0 0
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CBRE GROUP INC CL A 12504L109 2,435 47,473 SH   OTR 1 0 47,473 0
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CBS CORP NEW CL B 124857202 402 8,048 SH   SOLE   8,048 0 0
CBS CORP NEW CL B 124857202 2,267 45,436 SH   OTR 1 0 45,436 0
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CIT GROUP INC COM NEW 125581801 5,884 111,991 SH   OTR 1 0 111,991 0
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DARDEN RESTAURANTS INC COM 237194105 2,011 16,524 SH   OTR 5 0 16,524 0
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DAVE & BUSTERS ENTMT INC COM 238337109 97 2,400 SH   SOLE   2,400 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 486 12,000 SH   OTR 1 0 12,000 0
DAVITA INC COM 23918K108 919 16,326 SH   OTR 1 0 16,326 0
DAVITA INC COM 23918K108 159 2,825 SH   SOLE   2,825 0 0
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DEERE & CO COM 244199105 9,247 55,804 SH   OTR 1 0 55,804 0
DEERE & CO COM 244199105 1,313 7,925 SH   SOLE   7,925 0 0
DELAWARE INV MN MUN INC FD I COM 24610V103 7,258 564,399 SH   SOLE   564,399 0 0
DELAWARE INVT NAT MUNI INC F SH BEN INT 24610T108 3,384 256,199 SH   SOLE   256,199 0 0
DELEK US HLDGS INC NEW COM 24665A103 4,471 110,332 SH   OTR 1 0 110,332 0
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DELL TECHNOLOGIES INC CL C 24703L202 9,416 185,364 SH   OTR 1 0 185,364 0
DELL TECHNOLOGIES INC CL C 24703L202 1,065 20,966 SH   SOLE   20,966 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 28,413 500,671 SH   OTR 1 0 500,671 0
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DELTA AIR LINES INC DEL COM NEW 247361702 824 14,514 SH   SOLE   14,514 0 0
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DENNYS CORP COM 24869P104 90 4,400 SH   SOLE   4,400 0 0
DENNYS CORP COM 24869P104 534 26,000 SH   OTR 1 0 26,000 0
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DEVON ENERGY CORP NEW COM 25179M103 11,571 405,709 SH   OTR 1 0 405,709 0
DEVON ENERGY CORP NEW COM 25179M103 1,394 48,881 SH   OTR 5 0 48,881 0
DEVON ENERGY CORP NEW COM 25179M103 1,981 69,473 SH   SOLE   69,473 0 0
DEXCOM INC NOTE 0.750% 5/1 252131AF4 735 460,000 PRN   SOLE   460,000 0 0
DHI GROUP INC COM 23331S100 577 161,700 SH   OTR 1 0 161,700 0
DHI GROUP INC COM 23331S100 104 29,000 SH   SOLE   29,000 0 0
DIAMONDBACK ENERGY INC COM 25278X109 2,178 19,983 SH   OTR 1 0 19,983 0
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DICKS SPORTING GOODS INC COM 253393102 10,498 303,155 SH   OTR 1 0 303,155 0
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DIGITAL RLTY TR INC COM 253868103 4,132 35,083 SH   OTR 1 0 35,083 0
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DIODES INC COM 254543101 697 19,159 SH   OTR 1 0 19,159 0
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DISH NETWORK CORP CL A 25470M109 11,474 298,724 SH   OTR 1 0 298,724 0
DISH NETWORK CORP CL A 25470M109 1,347 35,073 SH   OTR 5 0 35,073 0
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DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 4,313 4,650,000 PRN   OTR 1 0 4,650,000 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 17,168 17,614,000 PRN   SOLE   17,614,000 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 50,820 52,156,000 PRN   OTR 1 0 52,156,000 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 99 102,000 PRN   OTR 4 10,000 92,000 0
DISNEY WALT CO COM DISNEY 254687106 48,959 350,611 SH   OTR 1 0 350,611 0
DISNEY WALT CO COM DISNEY 254687106 3,158 22,615 SH   OTR 5 0 22,615 0
DISNEY WALT CO COM DISNEY 254687106 13,087 93,719 SH   SOLE   93,719 0 0
DOLLAR GEN CORP NEW COM 256677105 9,238 68,350 SH   OTR 1 0 68,350 0
DOLLAR GEN CORP NEW COM 256677105 1 9 SH   OTR 5 0 9 0
DOLLAR GEN CORP NEW COM 256677105 1,323 9,792 SH   SOLE   9,792 0 0
DOLLAR TREE INC COM 256746108 9,568 89,096 SH   OTR 1 0 89,096 0
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DOMINION ENERGY INC COM 25746U109 10,564 136,630 SH   OTR 1 0 136,630 0
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DOMTAR CORP COM NEW 257559203 2,478 55,648 SH   OTR 1 0 55,648 0
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DONNELLEY FINL SOLUTIONS INC COM 25787G100 200 15,000 SH   OTR 1 0 15,000 0
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DONNELLEY R R & SONS CO COM 257867200 931 472,451 SH   OTR 1 0 472,451 0
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DOUGLAS EMMETT INC COM 25960P109 445 11,168 SH   OTR 1 0 11,168 0
DOVER CORP COM 260003108 2,734 27,289 SH   OTR 1 0 27,289 0
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DOW INC COM 260557103 742 15,039 SH   OTR 5 0 15,039 0
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DROPBOX INC CL A 26210C104 2,134 85,192 SH   OTR 1 0 85,192 0
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DUCOMMUN INC DEL COM 264147109 3,035 67,336 SH   OTR 1 0 67,336 0
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DUKE ENERGY CORP NEW COM NEW 26441C204 11,577 131,198 SH   OTR 1 0 131,198 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,093 23,723 SH   SOLE   23,723 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 296 3,358 SH   OTR 5 0 3,358 0
DUKE REALTY CORP COM NEW 264411505 1,467 46,401 SH   OTR 1 0 46,401 0
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DUPONT DE NEMOURS INC COM 26614N102 11,443 152,435 SH   OTR 1 0 152,435 0
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DWS MUN INCOME TR NEW COM 233368109 1,403 124,496 SH   OTR 1 0 124,496 0
DXC TECHNOLOGY CO COM 23355L106 8,359 151,572 SH   OTR 1 0 151,572 0
DXC TECHNOLOGY CO COM 23355L106 964 17,476 SH   SOLE   17,476 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 555 566,000 PRN   SOLE   566,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 2,499 56,023 SH   SOLE   56,023 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 11,336 254,179 SH   OTR 1 0 254,179 0
E TRADE FINANCIAL CORP COM NEW 269246401 901 20,200 SH   OTR 5 0 20,200 0
EAGLE MATERIALS INC COM 26969P108 4,701 50,713 SH   OTR 1 0 50,713 0
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EASTGROUP PPTY INC COM 277276101 4,834 41,683 SH   OTR 1 0 41,683 0
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EASTMAN CHEMICAL CO COM 277432100 1,392 17,889 SH   OTR 1 0 17,889 0
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EATON VANCE MUN BD FD COM 27827X101 1,970 158,461 SH   OTR 1 0 158,461 0
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EATON VANCE MUN INCOME 2028 SHS 27829U105 1,703 82,787 SH   SOLE   82,787 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 5,768 481,489 SH   SOLE   481,489 0 0
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EBAY INC COM 278642103 11,252 284,862 SH   OTR 1 0 284,862 0
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EBIX INC COM NEW 278715206 2,814 56,039 SH   OTR 1 0 56,039 0
EBIX INC COM NEW 278715206 500 9,962 SH   SOLE   9,962 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 19,133 19,241,000 PRN   OTR 1 0 19,241,000 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 2,563 2,578,000 PRN   SOLE   2,578,000 0 0
ECHOSTAR CORP CL A 278768106 5,433 122,581 SH   OTR 1 0 122,581 0
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ECOLAB INC COM 278865100 7,275 36,846 SH   OTR 1 0 36,846 0
ECOLAB INC COM 278865100 1,200 6,079 SH   SOLE   6,079 0 0
EDISON INTL COM 281020107 503 7,456 SH   SOLE   7,456 0 0
EDISON INTL COM 281020107 3,343 49,599 SH   OTR 1 0 49,599 0
EDITAS MEDICINE INC COM 28106W103 1,265 51,134 SH   OTR 1 0 51,134 0
EDITAS MEDICINE INC COM 28106W103 227 9,192 SH   SOLE   9,192 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 5,692 30,813 SH   OTR 1 0 30,813 0
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EGAIN CORP COM NEW 28225C806 68 8,400 SH   OTR 1 0 8,400 0
EGAIN CORP COM NEW 28225C806 14 1,700 SH   SOLE   1,700 0 0
EHEALTH INC COM 28238P109 3,986 46,300 SH   OTR 1 0 46,300 0
EHEALTH INC COM 28238P109 732 8,500 SH   SOLE   8,500 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 649 19,207 SH   OTR 1 0 19,207 0
ELECTRONIC ARTS INC COM 285512109 694 6,857 SH   SOLE   6,857 0 0
ELECTRONIC ARTS INC COM 285512109 5,647 55,767 SH   OTR 1 0 55,767 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 680 682,000 PRN   SOLE   682,000 0 0
ELEVATE CREDIT INC COM 28621V101 380 92,257 SH   OTR 1 0 92,257 0
ELEVATE CREDIT INC COM 28621V101 70 17,070 SH   SOLE   17,070 0 0
ELLINGTON FINANCIAL INC COM 28852N109 446 24,800 SH   OTR 1 0 24,800 0
ELLINGTON FINANCIAL INC COM 28852N109 86 4,800 SH   SOLE   4,800 0 0
EMCOR GROUP INC COM 29084Q100 5,242 59,500 SH   OTR 1 0 59,500 0
EMCOR GROUP INC COM 29084Q100 943 10,700 SH   SOLE   10,700 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 316 6,548 SH   SOLE   6,548 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,736 35,929 SH   OTR 1 0 35,929 0
EMERSON ELEC CO COM 291011104 7,714 115,622 SH   OTR 1 0 115,622 0
EMERSON ELEC CO COM 291011104 1,022 15,324 SH   SOLE   15,324 0 0
EMPIRE ST RLTY TR INC CL A 292104106 2,029 137,035 SH   OTR 1 0 137,035 0
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EMPLOYERS HOLDINGS INC COM 292218104 3,445 81,504 SH   OTR 1 0 81,504 0
EMPLOYERS HOLDINGS INC COM 292218104 621 14,700 SH   SOLE   14,700 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 1,290 15,283 SH   OTR 1 0 15,283 0
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ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 464 462,000 PRN   SOLE   462,000 0 0
ENCORE WIRE CORP COM 292562105 637 10,879 SH   SOLE   10,879 0 0
ENCORE WIRE CORP COM 292562105 3,552 60,635 SH   OTR 1 0 60,635 0
ENERSYS COM 29275Y102 4,311 62,934 SH   OTR 1 0 62,934 0
ENERSYS COM 29275Y102 780 11,392 SH   SOLE   11,392 0 0
ENOVA INTL INC COM 29357K103 3,164 137,268 SH   OTR 1 0 137,268 0
ENOVA INTL INC COM 29357K103 570 24,736 SH   SOLE   24,736 0 0
ENPHASE ENERGY INC COM 29355A107 1,247 68,400 SH   OTR 1 0 68,400 0
ENPHASE ENERGY INC COM 29355A107 222 12,200 SH   SOLE   12,200 0 0
ENPRO INDS INC COM 29355X107 3,428 53,700 SH   OTR 1 0 53,700 0
ENPRO INDS INC COM 29355X107 619 9,700 SH   SOLE   9,700 0 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 29,202 37,367,000 PRN   OTR 1 0 37,367,000 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 78 100,000 PRN   OTR 4 10,000 90,000 0
ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 4,829 6,172,000 PRN   SOLE   6,172,000 0 0
ENSIGN GROUP INC COM 29358P101 4,227 74,261 SH   OTR 1 0 74,261 0
ENSIGN GROUP INC COM 29358P101 768 13,500 SH   SOLE   13,500 0 0
ENTERGY CORP NEW COM 29364G103 8,679 84,324 SH   OTR 1 0 84,324 0
ENTERGY CORP NEW COM 29364G103 941 9,142 SH   SOLE   9,142 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 1,654 530,028 SH   OTR 1 0 530,028 0
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ENVESTNET INC COM 29404K106 1,492 21,819 SH   OTR 1 0 21,819 0
ENVESTNET INC COM 29404K106 273 4,000 SH   SOLE   4,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 723 605,000 PRN   SOLE   605,000 0 0
EOG RES INC COM 26875P101 9,706 104,186 SH   OTR 1 0 104,186 0
EOG RES INC COM 26875P101 1,492 16,017 SH   SOLE   16,017 0 0
EOG RES INC COM 26875P101 168 1,807 SH   OTR 5 0 1,807 0
EPAM SYS INC COM 29414B104 208 1,200 SH   OTR 1 0 1,200 0
EPAM SYS INC COM 29414B104 24 139 SH   SOLE   139 0 0
EPLUS INC COM 294268107 439 6,367 SH   OTR 1 0 6,367 0
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EPR PPTYS COM SH BEN INT 26884U109 5,952 79,798 SH   OTR 1 0 79,798 0
EPR PPTYS COM SH BEN INT 26884U109 245 3,283 SH   OTR 5 0 3,283 0
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EQT CORP COM 26884L109 433 27,381 SH   SOLE   27,381 0 0
EQT CORP COM 26884L109 3,761 237,889 SH   OTR 1 0 237,889 0
EQUIFAX INC COM 294429105 2,109 15,598 SH   OTR 1 0 15,598 0
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EQUINIX INC COM 29444U700 6,699 13,285 SH   OTR 1 0 13,285 0
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EQUINIX INC COM 29444U700 3,087 6,121 SH   SOLE   6,121 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 7,947 65,490 SH   OTR 1 0 65,490 0
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EQUITY RESIDENTIAL SH BEN INT 29476L107 9,331 122,909 SH   OTR 1 0 122,909 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 442 5,823 SH   OTR 5 0 5,823 0
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ESSEX PPTY TR INC COM 297178105 28 95 SH   OTR 5 0 95 0
ESSEX PPTY TR INC COM 297178105 614 2,102 SH   SOLE   2,102 0 0
ESSEX PPTY TR INC COM 297178105 5,350 18,328 SH   OTR 1 0 18,328 0
ETHAN ALLEN INTERIORS INC COM 297602104 3,116 147,944 SH   OTR 1 0 147,944 0
ETHAN ALLEN INTERIORS INC COM 297602104 564 26,800 SH   SOLE   26,800 0 0
ETSY INC NOTE 3/0 29786AAC0 38,740 21,377,000 PRN   OTR 1 0 21,377,000 0
ETSY INC NOTE 3/0 29786AAC0 94 52,000 PRN   OTR 4 5,000 47,000 0
ETSY INC NOTE 3/0 29786AAC0 12,498 6,894,000 PRN   SOLE   6,894,000 0 0
EURONET WORLDWIDE INC COM 298736109 9,627 57,224 SH   OTR 1 0 57,224 0
EURONET WORLDWIDE INC COM 298736109 1,758 10,448 SH   SOLE   10,448 0 0
EVERCORE INC CLASS A 29977A105 6,868 77,547 SH   OTR 1 0 77,547 0
EVERCORE INC CLASS A 29977A105 1,366 15,427 SH   SOLE   15,427 0 0
EVERGY INC COM 30034W106 331 5,507 SH   SOLE   5,507 0 0
EVERGY INC COM 30034W106 2,161 35,923 SH   OTR 1 0 35,923 0
EVERI HLDGS INC COM 30034T103 3,247 272,178 SH   OTR 1 0 272,178 0
EVERI HLDGS INC COM 30034T103 585 49,000 SH   SOLE   49,000 0 0
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EVERTEC INC COM 30040P103 927 28,361 SH   OTR 1 0 28,361 0
EVERTEC INC COM 30040P103 169 5,167 SH   SOLE   5,167 0 0
EXACT SCIENCES CORP COM 30063P105 1,849 15,664 SH   OTR 1 0 15,664 0
EXACT SCIENCES CORP COM 30063P105 225 1,905 SH   SOLE   1,905 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 35,793 20,707,000 PRN   OTR 1 0 20,707,000 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 136 79,000 PRN   OTR 4 8,000 71,000 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 11,983 6,930,000 PRN   SOLE   6,930,000 0 0
EXELON CORP COM 30161N101 13,426 280,062 SH   OTR 1 0 280,062 0
EXELON CORP COM 30161N101 5,265 109,822 SH   SOLE   109,822 0 0
EXELON CORP COM 30161N101 2,554 53,266 SH   OTR 5 0 53,266 0
EXPEDIA GROUP INC COM NEW 30212P303 19,439 146,123 SH   OTR 1 0 146,123 0
EXPEDIA GROUP INC COM NEW 30212P303 2,111 15,871 SH   OTR 5 0 15,871 0
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EZCORP INC CL A NON VTG 302301106 2,639 278,634 SH   OTR 1 0 278,634 0
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F M C CORP COM NEW 302491303 2,035 24,532 SH   OTR 1 0 24,532 0
F M C CORP COM NEW 302491303 239 2,884 SH   SOLE   2,884 0 0
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FACEBOOK INC CL A 30303M102 28,061 145,392 SH   SOLE   145,392 0 0
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FACEBOOK INC CL A 30303M102 10,938 56,674 SH   OTR 5 0 56,674 0
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FARMERS NATL BANC CORP COM 309627107 559 37,663 SH   OTR 1 0 37,663 0
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FASTENAL CO COM 311900104 2,665 81,785 SH   OTR 1 0 81,785 0
FASTENAL CO COM 311900104 414 12,694 SH   SOLE   12,694 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,245 9,669 SH   OTR 1 0 9,669 0
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FEDEX CORP COM 31428X106 904 5,504 SH   SOLE   5,504 0 0
FEDEX CORP COM 31428X106 6,647 40,485 SH   OTR 1 0 40,485 0
FEDNAT HLDG CO COM 31431B109 964 67,586 SH   OTR 1 0 67,586 0
FEDNAT HLDG CO COM 31431B109 174 12,218 SH   SOLE   12,218 0 0
FIBROGEN INC COM 31572Q808 2,266 50,166 SH   OTR 1 0 50,166 0
FIBROGEN INC COM 31572Q808 408 9,039 SH   SOLE   9,039 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 6,856 170,131 SH   OTR 1 0 170,131 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 570 14,139 SH   SOLE   14,139 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 9,864 80,407 SH   OTR 1 0 80,407 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,065 8,685 SH   SOLE   8,685 0 0
FIFTH THIRD BANCORP COM 316773100 6,299 225,754 SH   OTR 1 0 225,754 0
FIFTH THIRD BANCORP COM 316773100 780 27,951 SH   SOLE   27,951 0 0
FINANCIAL INSTNS INC COM 317585404 487 16,723 SH   SOLE   16,723 0 0
FINANCIAL INSTNS INC COM 317585404 2,741 94,031 SH   OTR 1 0 94,031 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 2,886 2,953,000 PRN   SOLE   2,953,000 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAP6 15,373 15,728,000 PRN   OTR 1 0 15,728,000 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 8,884 9,068,000 PRN   OTR 1 0 9,068,000 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 3,516 3,589,000 PRN   SOLE   3,589,000 0 0
FIREEYE INC NOTE 1.000% 6/0 31816QAB7 1,198 1,229,000 PRN   SOLE   1,229,000 0 0
FIRST AMERN FINL CORP COM 31847R102 13,912 259,076 SH   OTR 1 0 259,076 0
FIRST AMERN FINL CORP COM 31847R102 1,642 30,578 SH   OTR 5 0 30,578 0
FIRST AMERN FINL CORP COM 31847R102 3,312 61,680 SH   SOLE   61,680 0 0
FIRST BANCORP P R COM NEW 318672706 3,049 276,200 SH   OTR 1 0 276,200 0
FIRST BANCORP P R COM NEW 318672706 571 51,700 SH   SOLE   51,700 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 604 25,699 SH   OTR 1 0 25,699 0
FIRST BUS FINL SVCS INC WIS COM 319390100 105 4,467 SH   SOLE   4,467 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 16 36 SH   SOLE   36 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 951 2,113 SH   OTR 1 0 2,113 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 554 39,129 SH   OTR 1 0 39,129 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 95 6,744 SH   SOLE   6,744 0 0
FIRST FINL CORP IND COM 320218100 215 5,359 SH   OTR 1 0 5,359 0
FIRST FINL CORP IND COM 320218100 44 1,100 SH   SOLE   1,100 0 0
FIRST FNDTN INC COM 32026V104 3,061 227,760 SH   OTR 1 0 227,760 0
FIRST FNDTN INC COM 32026V104 554 41,210 SH   SOLE   41,210 0 0
FIRST HAWAIIAN INC COM 32051X108 2,362 91,304 SH   OTR 1 0 91,304 0
FIRST HAWAIIAN INC COM 32051X108 133 5,143 SH   SOLE   5,143 0 0
FIRST INTERNET BANCORP COM 320557101 2,043 94,856 SH   OTR 1 0 94,856 0
FIRST INTERNET BANCORP COM 320557101 364 16,921 SH   SOLE   16,921 0 0
FIRST LONG IS CORP COM 320734106 709 35,285 SH   OTR 1 0 35,285 0
FIRST LONG IS CORP COM 320734106 129 6,414 SH   SOLE   6,414 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 3,868 188,973 SH   OTR 1 0 188,973 0
FIRST MIDWEST BANCORP DEL COM 320867104 696 34,000 SH   SOLE   34,000 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 2,077 21,273 SH   OTR 1 0 21,273 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 342 3,507 SH   SOLE   3,507 0 0
FIRSTENERGY CORP COM 337932107 3,436 80,266 SH   OTR 1 0 80,266 0
FIRSTENERGY CORP COM 337932107 480 11,212 SH   SOLE   11,212 0 0
FISERV INC COM 337738108 5,540 60,772 SH   OTR 1 0 60,772 0
FISERV INC COM 337738108 855 9,382 SH   SOLE   9,382 0 0
FIVE9 INC COM 338307101 1,414 27,576 SH   OTR 1 0 27,576 0
FIVE9 INC COM 338307101 264 5,145 SH   SOLE   5,145 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 601 18,124 SH   SOLE   18,124 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 3,340 100,798 SH   OTR 1 0 100,798 0
FLEETCOR TECHNOLOGIES INC COM 339041105 5,288 18,828 SH   OTR 1 0 18,828 0
FLEETCOR TECHNOLOGIES INC COM 339041105 630 2,243 SH   SOLE   2,243 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 232 266,000 PRN   SOLE   266,000 0 0
FLEXSTEEL INDS INC COM 339382103 649 38,054 SH   OTR 1 0 38,054 0
FLEXSTEEL INDS INC COM 339382103 116 6,800 SH   SOLE   6,800 0 0
FLIR SYS INC COM 302445101 946 17,483 SH   OTR 1 0 17,483 0
FLIR SYS INC COM 302445101 147 2,725 SH   SOLE   2,725 0 0
FLOWERS FOODS INC COM 343498101 399 17,132 SH   SOLE   17,132 0 0
FLOWERS FOODS INC COM 343498101 4,911 211,049 SH   OTR 1 0 211,049 0
FLOWSERVE CORP COM 34354P105 165 3,127 SH   SOLE   3,127 0 0
FLOWSERVE CORP COM 34354P105 1,075 20,396 SH   OTR 1 0 20,396 0
FLUENT INC COM 34380C102 1,296 240,800 SH   OTR 1 0 240,800 0
FLUENT INC COM 34380C102 230 42,800 SH   SOLE   42,800 0 0
FLUIDIGM CORP DEL COM 34385P108 3,152 255,878 SH   OTR 1 0 255,878 0
FLUIDIGM CORP DEL COM 34385P108 573 46,500 SH   SOLE   46,500 0 0
FLUSHING FINL CORP COM 343873105 2,095 94,353 SH   OTR 1 0 94,353 0
FLUSHING FINL CORP COM 343873105 376 16,955 SH   SOLE   16,955 0 0
FLWS/1-800 FLOWERS CL A 68243Q106 2,963 156,950 SH   OTR 1 0 156,950 0
FLWS/1-800 FLOWERS CL A 68243Q106 534 28,296 SH   SOLE   28,296 0 0
FOOT LOCKER INC COM 344849104 6,653 158,705 SH   OTR 1 0 158,705 0
FOOT LOCKER INC COM 344849104 681 16,235 SH   OTR 5 0 16,235 0
FOOT LOCKER INC COM 344849104 686 16,357 SH   SOLE   16,357 0 0
FORD MTR CO DEL COM 345370860 7,539 736,949 SH   OTR 1 0 736,949 0
FORD MTR CO DEL COM 345370860 925 90,415 SH   SOLE   90,415 0 0
FORMFACTOR INC COM 346375108 149 9,500 SH   OTR 1 0 9,500 0
FORMFACTOR INC COM 346375108 24 1,500 SH   SOLE   1,500 0 0
FORTINET INC COM 34959E109 17,198 223,851 SH   OTR 1 0 223,851 0
FORTINET INC COM 34959E109 1,860 24,208 SH   OTR 5 0 24,208 0
FORTINET INC COM 34959E109 2,821 36,715 SH   SOLE   36,715 0 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 97 95 SH   OTR 4 10 85 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 5,979 5,834 SH   OTR 1 0 5,834 0
FORTIVE CORP 5% PFD CNV SER A 34959J207 175 170 SH   SOLE   170 0 0
FORTIVE CORP COM 34959J108 528 6,481 SH   SOLE   6,481 0 0
FORTIVE CORP COM 34959J108 3,254 39,915 SH   OTR 1 0 39,915 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,032 18,057 SH   OTR 1 0 18,057 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 187 3,281 SH   SOLE   3,281 0 0
FOSSIL GROUP INC COM 34988V106 1,218 105,920 SH   OTR 1 0 105,920 0
FOSSIL GROUP INC COM 34988V106 220 19,168 SH   SOLE   19,168 0 0
FOSTER L B CO COM 350060109 3,156 115,436 SH   OTR 1 0 115,436 0
FOSTER L B CO COM 350060109 571 20,901 SH   SOLE   20,901 0 0
FOUNDATION BLDG MATLS INC COM 350392106 3,186 179,163 SH   OTR 1 0 179,163 0
FOUNDATION BLDG MATLS INC COM 350392106 576 32,400 SH   SOLE   32,400 0 0
FOX CORP CL A COM 35137L105 1,780 48,588 SH   OTR 1 0 48,588 0
FOX CORP CL A COM 35137L105 303 8,281 SH   SOLE   8,281 0 0
FOX CORP CL B COM 35137L204 103 2,822 SH   SOLE   2,822 0 0
FOX CORP CL B COM 35137L204 766 20,961 SH   OTR 1 0 20,961 0
FRANKLIN FINL NETWORK INC COM 35352P104 3,039 109,095 SH   OTR 1 0 109,095 0
FRANKLIN FINL NETWORK INC COM 35352P104 548 19,666 SH   SOLE   19,666 0 0
FRANKLIN RES INC COM 354613101 1,695 48,703 SH   OTR 1 0 48,703 0
FRANKLIN RES INC COM 354613101 267 7,675 SH   SOLE   7,675 0 0
FREEPORT-MCMORAN INC CL B 35671D857 2,174 187,271 SH   OTR 1 0 187,271 0
FREEPORT-MCMORAN INC CL B 35671D857 363 31,272 SH   SOLE   31,272 0 0
FRONTDOOR INC COM 35905A109 4,997 114,745 SH   OTR 1 0 114,745 0
FRONTDOOR INC COM 35905A109 483 11,101 SH   SOLE   11,101 0 0
FS BANCORP INC COM 30263Y104 1,144 22,053 SH   OTR 1 0 22,053 0
FS BANCORP INC COM 30263Y104 202 3,892 SH   SOLE   3,892 0 0
FTS INTERNATIONAL INC COM 30283W104 570 102,200 SH   OTR 1 0 102,200 0
FTS INTERNATIONAL INC COM 30283W104 110 19,700 SH   SOLE   19,700 0 0
FULTON FINL CORP PA COM 360271100 174 10,600 SH   OTR 1 0 10,600 0
FULTON FINL CORP PA COM 360271100 34 2,100 SH   SOLE   2,100 0 0
FUTUREFUEL CORPORATION COM 36116M106 692 59,186 SH   OTR 1 0 59,186 0
FUTUREFUEL CORPORATION COM 36116M106 137 11,700 SH   SOLE   11,700 0 0
GALLAGHER ARTHUR J & CO COM 363576109 3,449 39,377 SH   OTR 1 0 39,377 0
GALLAGHER ARTHUR J & CO COM 363576109 427 4,880 SH   SOLE   4,880 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 407 10,429 SH   SOLE   10,429 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 5,155 132,243 SH   OTR 1 0 132,243 0
GAP INC COM 364760108 491 27,325 SH   OTR 1 0 27,325 0
GAP INC COM 364760108 90 4,997 SH   SOLE   4,997 0 0
GARTNER INC COM 366651107 1,872 11,630 SH   OTR 1 0 11,630 0
GARTNER INC COM 366651107 332 2,064 SH   SOLE   2,064 0 0
GENERAC HLDGS INC COM 368736104 4,893 70,491 SH   OTR 1 0 70,491 0
GENERAC HLDGS INC COM 368736104 883 12,723 SH   SOLE   12,723 0 0
GENERAL DYNAMICS CORP COM 369550108 8,633 47,480 SH   OTR 1 0 47,480 0
GENERAL DYNAMICS CORP COM 369550108 1,192 6,557 SH   SOLE   6,557 0 0
GENERAL ELECTRIC CO COM 369604103 13,593 1,294,611 SH   OTR 1 0 1,294,611 0
GENERAL ELECTRIC CO COM 369604103 137 13,010 SH   OTR 5 0 13,010 0
GENERAL ELECTRIC CO COM 369604103 2,174 207,077 SH   SOLE   207,077 0 0
GENERAL FIN CORP DEL COM 369822101 546 65,237 SH   OTR 1 0 65,237 0
GENERAL FIN CORP DEL COM 369822101 99 11,814 SH   SOLE   11,814 0 0
GENERAL MLS INC COM 370334104 9,269 176,484 SH   OTR 1 0 176,484 0
GENERAL MLS INC COM 370334104 1,675 31,897 SH   OTR 5 0 31,897 0
GENERAL MLS INC COM 370334104 2,511 47,805 SH   SOLE   47,805 0 0
GENERAL MTRS CO COM 37045V100 8,909 231,222 SH   OTR 1 0 231,222 0
GENERAL MTRS CO COM 37045V100 3,004 77,964 SH   SOLE   77,964 0 0
GENESCO INC COM 371532102 3,086 72,982 SH   OTR 1 0 72,982 0
GENESCO INC COM 371532102 555 13,115 SH   SOLE   13,115 0 0
GENESEE & WYO INC CL A 371559105 2,700 27,002 SH   OTR 1 0 27,002 0
GENESEE & WYO INC CL A 371559105 486 4,856 SH   OTR 5 0 4,856 0
GENESEE & WYO INC CL A 371559105 249 2,492 SH   SOLE   2,492 0 0
GENIE ENERGY LTD CL B 372284208 1,014 95,200 SH   OTR 1 0 95,200 0
GENIE ENERGY LTD CL B 372284208 181 17,000 SH   SOLE   17,000 0 0
GENUINE PARTS CO COM 372460105 349 3,368 SH   SOLE   3,368 0 0
GENUINE PARTS CO COM 372460105 1,953 18,856 SH   OTR 1 0 18,856 0
GENWORTH FINL INC COM CL A 37247D106 3,862 1,040,994 SH   OTR 1 0 1,040,994 0
GENWORTH FINL INC COM CL A 37247D106 698 188,101 SH   SOLE   188,101 0 0
GEO GROUP INC NEW COM 36162J106 3,943 187,665 SH   OTR 1 0 187,665 0
GEO GROUP INC NEW COM 36162J106 708 33,707 SH   SOLE   33,707 0 0
GILEAD SCIENCES INC COM 375558103 28,860 427,174 SH   OTR 1 0 427,174 0
GILEAD SCIENCES INC COM 375558103 2,639 39,058 SH   OTR 5 0 39,058 0
GILEAD SCIENCES INC COM 375558103 6,935 102,652 SH   SOLE   102,652 0 0
GLAUKOS CORP COM 377322102 166 2,200 SH   SOLE   2,200 0 0
GLAUKOS CORP COM 377322102 844 11,200 SH   OTR 1 0 11,200 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,939 36,854 SH   OTR 1 0 36,854 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 346 6,583 SH   SOLE   6,583 0 0
GLOBAL PMTS INC COM 37940X102 3,623 22,628 SH   OTR 1 0 22,628 0
GLOBAL PMTS INC COM 37940X102 606 3,783 SH   SOLE   3,783 0 0
GLU MOBILE INC COM 379890106 3,210 447,127 SH   OTR 1 0 447,127 0
GLU MOBILE INC COM 379890106 578 80,500 SH   SOLE   80,500 0 0
GODADDY INC CL A 380237107 12,417 177,000 SH   OTR 1 0 177,000 0
GODADDY INC CL A 380237107 2,074 29,568 SH   SOLE   29,568 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 11,348 55,464 SH   OTR 1 0 55,464 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,653 8,080 SH   SOLE   8,080 0 0
GRAFTECH INTL LTD COM 384313508 86 7,472 SH   SOLE   7,472 0 0
GRAFTECH INTL LTD COM 384313508 987 85,789 SH   OTR 1 0 85,789 0
GRAHAM HLDGS CO COM 384637104 4,915 7,123 SH   OTR 1 0 7,123 0
GRAHAM HLDGS CO COM 384637104 512 742 SH   SOLE   742 0 0
GRAINGER W W INC COM 384802104 1,985 7,400 SH   OTR 1 0 7,400 0
GRAINGER W W INC COM 384802104 299 1,113 SH   SOLE   1,113 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 3,153 285,563 SH   OTR 1 0 285,563 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 573 51,900 SH   SOLE   51,900 0 0
GREAT SOUTHN BANCORP INC COM 390905107 1,881 31,434 SH   OTR 1 0 31,434 0
GREAT SOUTHN BANCORP INC COM 390905107 335 5,600 SH   SOLE   5,600 0 0
GREEN PLAINS INC COM 393222104 819 75,949 SH   OTR 1 0 75,949 0
GREEN PLAINS INC COM 393222104 142 13,200 SH   SOLE   13,200 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 647 7,900 SH   SOLE   7,900 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 3,611 44,100 SH   OTR 1 0 44,100 0
GROUPON INC COM 399473107 307 85,700 SH   SOLE   85,700 0 0
GROUPON INC COM 399473107 1,701 475,100 SH   OTR 1 0 475,100 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 766 680,000 PRN   SOLE   680,000 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 1,561 148,803 SH   OTR 1 0 148,803 0
HABIT RESTAURANTS INC COM CL A 40449J103 282 26,915 SH   SOLE   26,915 0 0
HALLADOR ENERGY COMPANY COM 40609P105 725 128,806 SH   OTR 1 0 128,806 0
HALLADOR ENERGY COMPANY COM 40609P105 130 23,149 SH   SOLE   23,149 0 0
HALLIBURTON CO COM 406216101 2,704 118,891 SH   OTR 1 0 118,891 0
HALLIBURTON CO COM 406216101 456 20,074 SH   SOLE   20,074 0 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 769 54,068 SH   OTR 1 0 54,068 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 135 9,500 SH   SOLE   9,500 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 2,665 155,123 SH   OTR 1 0 155,123 0
HALOZYME THERAPEUTICS INC COM 40637H109 475 27,655 SH   SOLE   27,655 0 0
HANESBRANDS INC COM 410345102 139 8,052 SH   SOLE   8,052 0 0
HANESBRANDS INC COM 410345102 804 46,664 SH   OTR 1 0 46,664 0
HANMI FINL CORP COM NEW 410495204 2,928 131,474 SH   OTR 1 0 131,474 0
HANMI FINL CORP COM NEW 410495204 521 23,393 SH   SOLE   23,393 0 0
HANOVER INS GROUP INC COM 410867105 2,689 20,957 SH   OTR 1 0 20,957 0
HANOVER INS GROUP INC COM 410867105 172 1,342 SH   SOLE   1,342 0 0
HARLEY DAVIDSON INC COM 412822108 736 20,535 SH   OTR 1 0 20,535 0
HARLEY DAVIDSON INC COM 412822108 125 3,502 SH   SOLE   3,502 0 0
HARSCO CORP COM 415864107 702 25,597 SH   SOLE   25,597 0 0
HARSCO CORP COM 415864107 3,885 141,585 SH   OTR 1 0 141,585 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,369 42,518 SH   SOLE   42,518 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 7,993 143,450 SH   OTR 1 0 143,450 0
HARTFORD FINL SVCS GROUP INC COM 416515104 259 4,650 SH   OTR 5 0 4,650 0
HASBRO INC COM 418056107 1,580 14,947 SH   OTR 1 0 14,947 0
HASBRO INC COM 418056107 243 2,304 SH   SOLE   2,304 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 2,362 54,241 SH   OTR 1 0 54,241 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 89 2,040 SH   SOLE   2,040 0 0
HAWKINS INC COM 420261109 1,604 36,939 SH   OTR 1 0 36,939 0
HAWKINS INC COM 420261109 287 6,600 SH   SOLE   6,600 0 0
HCA HEALTHCARE INC COM 40412C101 20,286 150,081 SH   OTR 1 0 150,081 0
HCA HEALTHCARE INC COM 40412C101 2,542 18,805 SH   OTR 5 0 18,805 0
HCA HEALTHCARE INC COM 40412C101 3,383 25,026 SH   SOLE   25,026 0 0
HCI GROUP INC COM 40416E103 347 8,566 SH   OTR 1 0 8,566 0
HCI GROUP INC COM 40416E103 61 1,500 SH   SOLE   1,500 0 0
HCP INC COM 40414L109 394 12,331 SH   SOLE   12,331 0 0
HCP INC COM 40414L109 2,300 71,906 SH   OTR 1 0 71,906 0
HD SUPPLY HLDGS INC COM 40416M105 1,002 24,881 SH   OTR 1 0 24,881 0
HD SUPPLY HLDGS INC COM 40416M105 22 541 SH   SOLE   541 0 0
HEALTHEQUITY INC COM 42226A107 1,344 20,550 SH   OTR 1 0 20,550 0
HEALTHEQUITY INC COM 42226A107 239 3,661 SH   SOLE   3,661 0 0
HEALTHSTREAM INC COM 42222N103 1,076 41,626 SH   OTR 1 0 41,626 0
HEALTHSTREAM INC COM 42222N103 194 7,500 SH   SOLE   7,500 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 525 17,532 SH   SOLE   17,532 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 2,891 96,452 SH   OTR 1 0 96,452 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 5,478 4,541,000 PRN   SOLE   4,541,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 15,988 13,254,000 PRN   OTR 1 0 13,254,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 10,030 9,968,000 PRN   OTR 1 0 9,968,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 75 75,000 PRN   OTR 4 8,000 67,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 1,947 1,930,000 PRN   SOLE   1,930,000 0 0
HELMERICH & PAYNE INC COM 423452101 1,496 29,561 SH   OTR 1 0 29,561 0
HELMERICH & PAYNE INC COM 423452101 123 2,433 SH   SOLE   2,433 0 0
HENRY JACK & ASSOC INC COM 426281101 1,335 9,966 SH   OTR 1 0 9,966 0
HENRY JACK & ASSOC INC COM 426281101 209 1,564 SH   SOLE   1,564 0 0
HENRY SCHEIN INC COM 806407102 2,009 28,736 SH   OTR 1 0 28,736 0
HENRY SCHEIN INC COM 806407102 230 3,290 SH   SOLE   3,290 0 0
HERBALIFE LTD NOTE 2.000% 8/1 42703MAB9 1,126 1,092,000 PRN   SOLE   1,092,000 0 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 15,585 16,025,000 PRN   OTR 1 0 16,025,000 0
HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 4,994 5,135,000 PRN   SOLE   5,135,000 0 0
HERC HLDGS INC COM 42704L104 3,474 75,800 SH   OTR 1 0 75,800 0
HERC HLDGS INC COM 42704L104 628 13,700 SH   SOLE   13,700 0 0
HERITAGE INS HLDGS INC COM 42727J102 2,948 191,291 SH   OTR 1 0 191,291 0
HERITAGE INS HLDGS INC COM 42727J102 530 34,400 SH   SOLE   34,400 0 0
HERON THERAPEUTICS INC COM 427746102 1,180 63,451 SH   OTR 1 0 63,451 0
HERON THERAPEUTICS INC COM 427746102 213 11,475 SH   SOLE   11,475 0 0
HERSHEY CO COM 427866108 2,517 18,782 SH   OTR 1 0 18,782 0
HERSHEY CO COM 427866108 517 3,854 SH   SOLE   3,854 0 0
HESS CORP COM 42809H107 2,105 33,115 SH   OTR 1 0 33,115 0
HESS CORP COM 42809H107 344 5,419 SH   SOLE   5,419 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 3,238 216,576 SH   OTR 1 0 216,576 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 69 4,633 SH   OTR 5 0 4,633 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 961 64,293 SH   SOLE   64,293 0 0
HEXCEL CORP NEW COM 428291108 432 5,336 SH   OTR 1 0 5,336 0
HIBBETT SPORTS INC COM 428567101 2,049 112,600 SH   OTR 1 0 112,600 0
HIBBETT SPORTS INC COM 428567101 360 19,800 SH   SOLE   19,800 0 0
HILL ROM HLDGS INC COM 431475102 10,818 103,402 SH   OTR 1 0 103,402 0
HILL ROM HLDGS INC COM 431475102 155 1,485 SH   OTR 5 0 1,485 0
HILL ROM HLDGS INC COM 431475102 1,691 16,165 SH   SOLE   16,165 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 155 1,586 SH   OTR 5 0 1,586 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,220 12,481 SH   SOLE   12,481 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 8,533 87,300 SH   OTR 1 0 87,300 0
HMS HLDGS CORP COM 40425J101 761 23,500 SH   SOLE   23,500 0 0
HMS HLDGS CORP COM 40425J101 4,235 130,759 SH   OTR 1 0 130,759 0
HNI CORP COM 404251100 354 10,000 SH   OTR 1 0 10,000 0
HNI CORP COM 404251100 71 2,000 SH   SOLE   2,000 0 0
HOLLYFRONTIER CORP COM 436106108 11,962 258,461 SH   OTR 1 0 258,461 0
HOLLYFRONTIER CORP COM 436106108 1,568 33,888 SH   OTR 5 0 33,888 0
HOLLYFRONTIER CORP COM 436106108 3,422 73,951 SH   SOLE   73,951 0 0
HOLOGIC INC COM 436440101 2,658 55,357 SH   SOLE   55,357 0 0
HOLOGIC INC COM 436440101 6,206 129,229 SH   OTR 1 0 129,229 0
HOLOGIC INC COM 436440101 493 10,265 SH   OTR 5 0 10,265 0
HOME DEPOT INC COM 437076102 11,214 53,919 SH   SOLE   53,919 0 0
HOME DEPOT INC COM 437076102 57,065 274,389 SH   OTR 1 0 274,389 0
HOME DEPOT INC COM 437076102 3,418 16,434 SH   OTR 5 0 16,434 0
HONEYWELL INTL INC COM 438516106 26,208 150,114 SH   OTR 1 0 150,114 0
HONEYWELL INTL INC COM 438516106 2,078 11,902 SH   OTR 5 0 11,902 0
HONEYWELL INTL INC COM 438516106 7,293 41,771 SH   SOLE   41,771 0 0
HOPE BANCORP INC COM 43940T109 455 33,000 SH   OTR 1 0 33,000 0
HOPE BANCORP INC COM 43940T109 72 5,200 SH   SOLE   5,200 0 0
HORMEL FOODS CORP COM 440452100 1,425 35,148 SH   OTR 1 0 35,148 0
HORMEL FOODS CORP COM 440452100 331 8,153 SH   SOLE   8,153 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 116 4,630 SH   SOLE   4,630 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2,451 98,027 SH   OTR 1 0 98,027 0
HOST HOTELS & RESORTS INC COM 44107P104 2,831 155,381 SH   SOLE   155,381 0 0
HOST HOTELS & RESORTS INC COM 44107P104 12,996 713,256 SH   OTR 1 0 713,256 0
HOST HOTELS & RESORTS INC COM 44107P104 1,899 104,231 SH   OTR 5 0 104,231 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 1,281 222,352 SH   OTR 1 0 222,352 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 242 42,000 SH   SOLE   42,000 0 0
HP INC COM 40434L105 6,044 290,724 SH   OTR 1 0 290,724 0
HP INC COM 40434L105 744 35,780 SH   SOLE   35,780 0 0
HUBBELL INC COM 443510607 499 3,826 SH   OTR 1 0 3,826 0
HUBBELL INC COM 443510607 55 425 SH   SOLE   425 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 1,027 550,000 PRN   SOLE   550,000 0 0
HUMANA INC COM 444859102 803 3,025 SH   SOLE   3,025 0 0
HUMANA INC COM 444859102 6,408 24,152 SH   OTR 1 0 24,152 0
HUNT J B TRANS SVCS INC COM 445658107 204 2,230 SH   SOLE   2,230 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,209 13,229 SH   OTR 1 0 13,229 0
HUNTINGTON BANCSHARES INC COM 446150104 1,867 135,093 SH   OTR 1 0 135,093 0
HUNTINGTON BANCSHARES INC COM 446150104 330 23,888 SH   SOLE   23,888 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 5,256 23,388 SH   OTR 1 0 23,388 0
HUNTINGTON INGALLS INDS INC COM 446413106 143 636 SH   OTR 5 0 636 0
HUNTINGTON INGALLS INDS INC COM 446413106 699 3,109 SH   SOLE   3,109 0 0
HUNTSMAN CORP COM 447011107 1,138 55,668 SH   OTR 1 0 55,668 0
HUNTSMAN CORP COM 447011107 39 1,900 SH   SOLE   1,900 0 0
I3 VERTICALS INC COM CL A 46571Y107 94 3,200 SH   SOLE   3,200 0 0
I3 VERTICALS INC COM CL A 46571Y107 492 16,700 SH   OTR 1 0 16,700 0
IAA INC COM 449253103 2,885 74,388 SH   OTR 1 0 74,388 0
IAA INC COM 449253103 339 8,740 SH   SOLE   8,740 0 0
IAC INTERACTIVECORP COM 44919P508 14,196 65,261 SH   OTR 1 0 65,261 0
IAC INTERACTIVECORP COM 44919P508 2,361 10,852 SH   SOLE   10,852 0 0
IBERIABANK CORP COM 450828108 4,634 61,093 SH   OTR 1 0 61,093 0
IBERIABANK CORP COM 450828108 851 11,214 SH   SOLE   11,214 0 0
IDEXX LABS INC COM 45168D104 3,139 11,402 SH   OTR 1 0 11,402 0
IDEXX LABS INC COM 45168D104 526 1,910 SH   SOLE   1,910 0 0
IDT CORP CL B NEW 448947507 375 39,600 SH   OTR 1 0 39,600 0
IDT CORP CL B NEW 448947507 67 7,100 SH   SOLE   7,100 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 639 605,000 PRN   SOLE   605,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 6,811 45,165 SH   OTR 1 0 45,165 0
ILLINOIS TOOL WKS INC COM 452308109 1,170 7,759 SH   SOLE   7,759 0 0
ILLINOIS TOOL WKS INC COM 452308109 1 5 SH   OTR 5 0 5 0
ILLUMINA INC COM 452327109 14,791 40,176 SH   OTR 1 0 40,176 0
ILLUMINA INC COM 452327109 1,085 2,948 SH   OTR 5 0 2,948 0
ILLUMINA INC COM 452327109 2,345 6,371 SH   SOLE   6,371 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 33,510 21,672,000 PRN   OTR 1 0 21,672,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 111 72,000 PRN   OTR 4 7,000 65,000 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 15,431 9,973,000 PRN   SOLE   9,973,000 0 0
IMMUNOMEDICS INC COM 452907108 1,612 116,191 SH   OTR 1 0 116,191 0
IMMUNOMEDICS INC COM 452907108 290 20,905 SH   SOLE   20,905 0 0
INCYTE CORP COM 45337C102 604 7,112 SH   SOLE   7,112 0 0
INCYTE CORP COM 45337C102 4,310 50,728 SH   OTR 1 0 50,728 0
INDEXIQ ACTIVE ETF TR IQ MACKAY INSRED 45409F843 41,491 1,592,750 SH   OTR 3 0 1,592,750 0
INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 41,590 1,596,150 SH   OTR 3 0 1,596,150 0
INDEXIQ ETF TR HDG EVE DRIV 45409B404 1,709 80,000 SH   OTR 3 0 80,000 0
INDEXIQ ETF TR HDGD FTSE JAPN 45409B537 2,034 103,287 SH   OTR 3 0 103,287 0
INDEXIQ ETF TR IQ 500 INT ETF 45409B362 5,366 200,025 SH   OTR 3 0 200,025 0
INDEXIQ ETF TR IQ LEADERS GTA 45409B511 29,392 1,216,508 SH   OTR 3 0 1,216,508 0
INDEXIQ ETF TR IQ S&P HGH YLD 45409B412 20,425 813,158 SH   OTR 3 0 813,158 0
INDEXIQ ETF TR IQ SHORT DURAT 45409B339 3,070 120,000 SH   OTR 3 0 120,000 0
INDEXIQ ETF TR LNG SHT TRACK 45409B305 1,746 80,000 SH   OTR 3 0 80,000 0
INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 500 730,000 PRN   SOLE   730,000 0 0
INGREDION INC COM 457187102 171 2,077 SH   SOLE   2,077 0 0
INGREDION INC COM 457187102 1,656 20,070 SH   OTR 1 0 20,070 0
INNOVATIVE INDL PPTYS INC COM 45781V101 210 1,700 SH   SOLE   1,700 0 0
INNOVATIVE INDL PPTYS INC COM 45781V101 1,063 8,600 SH   OTR 1 0 8,600 0
INOVALON HLDGS INC COM CL A 45781D101 2,403 165,600 SH   OTR 1 0 165,600 0
INOVALON HLDGS INC COM CL A 45781D101 444 30,600 SH   SOLE   30,600 0 0
INPHI CORP NOTE 0.750% 9/0 45772FAC1 1,507 1,356,000 PRN   SOLE   1,356,000 0 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 36,739 27,319,000 PRN   OTR 1 0 27,319,000 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 72 54,000 PRN   OTR 4 5,000 49,000 0
INPHI CORP NOTE 1.125%12/0 45772FAB3 8,129 6,042,000 PRN   SOLE   6,042,000 0 0
INSIGHT ENTERPRISES INC COM 45765U103 3,381 58,092 SH   OTR 1 0 58,092 0
INSIGHT ENTERPRISES INC COM 45765U103 611 10,494 SH   SOLE   10,494 0 0
INSMED INC COM PAR $.01 457669307 1,437 56,126 SH   OTR 1 0 56,126 0
INSMED INC COM PAR $.01 457669307 257 10,054 SH   SOLE   10,054 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 523 536,000 PRN   SOLE   536,000 0 0
INSPERITY INC COM 45778Q107 6,664 54,563 SH   OTR 1 0 54,563 0
INSPERITY INC COM 45778Q107 1,585 12,973 SH   OTR 5 0 12,973 0
INSPERITY INC COM 45778Q107 2,072 16,963 SH   SOLE   16,963 0 0
INSULET CORP NOTE 1.250% 9/1 45784PAF8 2,297 1,120,000 PRN   SOLE   1,120,000 0 0
INTEGER HLDGS CORP COM 45826H109 4,152 49,474 SH   OTR 1 0 49,474 0
INTEGER HLDGS CORP COM 45826H109 740 8,819 SH   SOLE   8,819 0 0
INTEL CORP COM 458140100 46,468 970,709 SH   OTR 1 0 970,709 0
INTEL CORP COM 458140100 5,854 122,299 SH   OTR 5 0 122,299 0
INTEL CORP COM 458140100 12,201 254,882 SH   SOLE   254,882 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,493 18,765 SH   OTR 1 0 18,765 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 267 3,361 SH   SOLE   3,361 0 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 12,192 13,608,000 PRN   OTR 1 0 13,608,000 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 28 31,000 PRN   OTR 4 4,000 27,000 0
INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 4,826 5,383,000 PRN   SOLE   5,383,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,444 98,255 SH   OTR 1 0 98,255 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,105 12,857 SH   SOLE   12,857 0 0
INTERDIGITAL INC COM 45867G101 985 15,300 SH   OTR 1 0 15,300 0
INTERDIGITAL INC COM 45867G101 180 2,800 SH   SOLE   2,800 0 0
INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 413 397,000 PRN   SOLE   397,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 9,880 71,644 SH   SOLE   71,644 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 35,969 260,837 SH   OTR 1 0 260,837 0
INTERNATIONAL BUSINESS MACHS COM 459200101 4,163 30,190 SH   OTR 5 0 30,190 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,899 13,085 SH   OTR 1 0 13,085 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 310 2,134 SH   SOLE   2,134 0 0
INTERPUBLIC GROUP COS INC COM 460690100 6,577 291,157 SH   OTR 1 0 291,157 0
INTERPUBLIC GROUP COS INC COM 460690100 1,067 47,228 SH   OTR 5 0 47,228 0
INTERPUBLIC GROUP COS INC COM 460690100 1,519 67,237 SH   SOLE   67,237 0 0
INTL FCSTONE INC COM 46116V105 1,125 28,419 SH   OTR 1 0 28,419 0
INTL FCSTONE INC COM 46116V105 202 5,100 SH   SOLE   5,100 0 0
INTL PAPER CO COM 460146103 2,399 55,373 SH   OTR 1 0 55,373 0
INTL PAPER CO COM 460146103 410 9,458 SH   SOLE   9,458 0 0
INTUIT COM 461202103 13,698 52,415 SH   OTR 1 0 52,415 0
INTUIT COM 461202103 3,641 13,933 SH   SOLE   13,933 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 16,553 31,556 SH   OTR 1 0 31,556 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,578 4,914 SH   SOLE   4,914 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,198 2,283 SH   OTR 5 0 2,283 0
INVESCO EXCHNG TRADED FD TR NATL AMT MUNI 46138E537 48,863 1,870,000 SH   OTR 1 0 1,870,000 0
INVESCO MUN TR COM 46131J103 297 24,087 SH   SOLE   24,087 0 0
INVESCO QUALITY MUNI INC TRS COM 46133G107 1,240 99,857 SH   SOLE   99,857 0 0
INVITAE CORP COM 46185L103 1,424 60,600 SH   OTR 1 0 60,600 0
INVITAE CORP COM 46185L103 254 10,800 SH   SOLE   10,800 0 0
IONIS PHARMACEUTICALS INC COM 462222100 988 15,375 SH   OTR 1 0 15,375 0
IONIS PHARMACEUTICALS INC COM 462222100 119 1,845 SH   SOLE   1,845 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 322 13,118 SH   SOLE   13,118 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,798 73,320 SH   OTR 1 0 73,320 0
IPG PHOTONICS CORP COM 44980X109 709 4,597 SH   OTR 1 0 4,597 0
IPG PHOTONICS CORP COM 44980X109 108 702 SH   SOLE   702 0 0
IQVIA HLDGS INC COM 46266C105 6,641 41,277 SH   OTR 1 0 41,277 0
IQVIA HLDGS INC COM 46266C105 45 278 SH   OTR 5 0 278 0
IQVIA HLDGS INC COM 46266C105 1,002 6,226 SH   SOLE   6,226 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 1,349 58,000 SH   OTR 1 0 58,000 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 247 10,600 SH   SOLE   10,600 0 0
IRON MTN INC NEW COM 46284V101 4,480 143,131 SH   OTR 1 0 143,131 0
IRON MTN INC NEW COM 46284V101 499 15,939 SH   OTR 5 0 15,939 0
IRON MTN INC NEW COM 46284V101 1,075 34,336 SH   SOLE   34,336 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 218 19,967 SH   SOLE   19,967 0 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,241 113,424 SH   OTR 1 0 113,424 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 677 632,000 PRN   SOLE   632,000 0 0
ISHARES GOLD TRUST ISHARES 464285105 8,352 618,700 SH   OTR 1 0 618,700 0
ISHARES TR MSCI QATAR ETF 46434V779 1,892 105,754 SH   OTR 1 0 105,754 0
ISHARES TR RUS 1000 GRW ETF 464287614 19,671 125,021 SH   OTR 1 0 125,021 0
ISHARES TR RUSSELL 2000 ETF 464287655 19,089 122,758 SH   OTR 1 0 122,758 0
ISHARES TR RUSSELL 2000 ETF 464287655 1,197 7,699 SH   SOLE   7,699 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 30,504 25,747,000 PRN   OTR 1 0 25,747,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 56 47,000 PRN   OTR 4 4,000 43,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 9,632 8,128,000 PRN   SOLE   8,128,000 0 0
ITERIS INC COM 46564T107 71 13,700 SH   OTR 1 0 13,700 0
ITERIS INC COM 46564T107 12 2,400 SH   SOLE   2,400 0 0
ITRON INC COM 465741106 1,014 16,200 SH   OTR 1 0 16,200 0
ITRON INC COM 465741106 181 2,900 SH   SOLE   2,900 0 0
ITT INC COM 45073V108 22 329 SH   SOLE   329 0 0
ITT INC COM 45073V108 318 4,849 SH   OTR 1 0 4,849 0
J ALEXANDERS HLDGS INC COM 46609J106 710 63,214 SH   OTR 1 0 63,214 0
J ALEXANDERS HLDGS INC COM 46609J106 126 11,197 SH   SOLE   11,197 0 0
J2 GLOBAL INC COM 48123V102 7,832 88,112 SH   OTR 1 0 88,112 0
J2 GLOBAL INC COM 48123V102 1,735 19,519 SH   OTR 5 0 19,519 0
J2 GLOBAL INC COM 48123V102 2,493 28,043 SH   SOLE   28,043 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 841 602,000 PRN   SOLE   602,000 0 0
JABIL INC COM 466313103 2,800 88,617 SH   SOLE   88,617 0 0
JABIL INC COM 466313103 12,350 390,838 SH   OTR 1 0 390,838 0
JABIL INC COM 466313103 754 23,865 SH   OTR 5 0 23,865 0
JACOBS ENGR GROUP INC COM 469814107 1,250 14,814 SH   OTR 1 0 14,814 0
JACOBS ENGR GROUP INC COM 469814107 210 2,493 SH   SOLE   2,493 0 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 1,225 1,199,000 PRN   SOLE   1,199,000 0 0
JD COM INC SPON ADR CL A 47215P106 1,837 60,640 SH   OTR 1 0 60,640 0
JEFFERIES FINL GROUP INC COM 47233W109 629 32,710 SH   OTR 1 0 32,710 0
JEFFERIES FINL GROUP INC COM 47233W109 112 5,800 SH   SOLE   5,800 0 0
JETBLUE AWYS CORP COM 477143101 765 41,367 SH   OTR 1 0 41,367 0
JOHNSON & JOHNSON COM 478160104 69,356 497,961 SH   OTR 1 0 497,961 0
JOHNSON & JOHNSON COM 478160104 6,152 44,167 SH   OTR 5 0 44,167 0
JOHNSON & JOHNSON COM 478160104 20,556 147,591 SH   SOLE   147,591 0 0
JPMORGAN CHASE & CO COM 46625H100 66,303 593,047 SH   OTR 1 0 593,047 0
JPMORGAN CHASE & CO COM 46625H100 9,021 80,693 SH   OTR 5 0 80,693 0
JPMORGAN CHASE & CO COM 46625H100 22,342 199,837 SH   SOLE   199,837 0 0
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 262 106,378 SH   OTR 1 0 106,378 0
JUNIPER NETWORKS INC COM 48203R104 1,184 44,451 SH   OTR 1 0 44,451 0
JUNIPER NETWORKS INC COM 48203R104 191 7,166 SH   SOLE   7,166 0 0
K12 INC COM 48273U102 3,428 112,718 SH   OTR 1 0 112,718 0
K12 INC COM 48273U102 618 20,327 SH   SOLE   20,327 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,862 15,285 SH   OTR 1 0 15,285 0
KANSAS CITY SOUTHERN COM NEW 485170302 294 2,411 SH   SOLE   2,411 0 0
KAR AUCTION SVCS INC COM 48238T109 1,860 74,388 SH   OTR 1 0 74,388 0
KAR AUCTION SVCS INC COM 48238T109 219 8,740 SH   SOLE   8,740 0 0
KB HOME COM 48666K109 3,857 149,900 SH   OTR 1 0 149,900 0
KB HOME COM 48666K109 697 27,100 SH   SOLE   27,100 0 0
KBR INC COM 48242W106 297 11,900 SH   SOLE   11,900 0 0
KBR INC COM 48242W106 1,668 66,900 SH   OTR 1 0 66,900 0
KEANE GROUP INC COM 48669A108 1,437 213,875 SH   OTR 1 0 213,875 0
KEANE GROUP INC COM 48669A108 265 39,500 SH   SOLE   39,500 0 0
KELLOGG CO COM 487836108 2,200 41,059 SH   OTR 1 0 41,059 0
KELLOGG CO COM 487836108 381 7,107 SH   SOLE   7,107 0 0
KELLY SVCS INC CL A 488152208 3,327 127,046 SH   OTR 1 0 127,046 0
KELLY SVCS INC CL A 488152208 600 22,900 SH   SOLE   22,900 0 0
KEMET CORP COM NEW 488360207 68 3,600 SH   SOLE   3,600 0 0
KEMET CORP COM NEW 488360207 343 18,258 SH   OTR 1 0 18,258 0
KEMPER CORP DEL COM 488401100 1,175 13,617 SH   SOLE   13,617 0 0
KEMPER CORP DEL COM 488401100 5,918 68,584 SH   OTR 1 0 68,584 0
KEMPER CORP DEL COM 488401100 992 11,491 SH   OTR 5 0 11,491 0
KEURIG DR PEPPER INC COM 49271V100 4,845 167,656 SH   OTR 1 0 167,656 0
KEURIG DR PEPPER INC COM 49271V100 228 7,893 SH   SOLE   7,893 0 0
KEYCORP NEW COM 493267108 2,636 148,509 SH   OTR 1 0 148,509 0
KEYCORP NEW COM 493267108 436 24,572 SH   SOLE   24,572 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,246 25,006 SH   OTR 1 0 25,006 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 355 3,949 SH   SOLE   3,949 0 0
KFORCE INC COM 493732101 2,963 84,436 SH   OTR 1 0 84,436 0
KFORCE INC COM 493732101 537 15,300 SH   SOLE   15,300 0 0
KIMBALL ELECTRONICS INC COM 49428J109 187 11,500 SH   OTR 1 0 11,500 0
KIMBALL ELECTRONICS INC COM 49428J109 32 2,000 SH   SOLE   2,000 0 0
KIMBALL INTL INC CL B 494274103 565 32,400 SH   OTR 1 0 32,400 0
KIMBALL INTL INC CL B 494274103 98 5,600 SH   SOLE   5,600 0 0
KIMBERLY CLARK CORP COM 494368103 14,303 107,316 SH   OTR 1 0 107,316 0
KIMBERLY CLARK CORP COM 494368103 2,281 17,112 SH   OTR 5 0 17,112 0
KIMBERLY CLARK CORP COM 494368103 5,572 41,804 SH   SOLE   41,804 0 0
KIMCO RLTY CORP COM 49446R109 1,246 67,434 SH   OTR 1 0 67,434 0
KIMCO RLTY CORP COM 49446R109 203 11,006 SH   SOLE   11,006 0 0
KINDER MORGAN INC DEL COM 49456B101 8,067 386,328 SH   OTR 1 0 386,328 0
KINDER MORGAN INC DEL COM 49456B101 1,127 53,952 SH   SOLE   53,952 0 0
KLA-TENCOR CORP COM 482480100 13,708 115,975 SH   OTR 1 0 115,975 0
KLA-TENCOR CORP COM 482480100 1,032 8,727 SH   OTR 5 0 8,727 0
KLA-TENCOR CORP COM 482480100 1,742 14,736 SH   SOLE   14,736 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 519 15,800 SH   OTR 1 0 15,800 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 75 2,283 SH   SOLE   2,283 0 0
KNOLL INC COM NEW 498904200 480 20,900 SH   OTR 1 0 20,900 0
KNOLL INC COM NEW 498904200 78 3,400 SH   SOLE   3,400 0 0
KNOWLES CORP COM 49926D109 685 37,400 SH   OTR 1 0 37,400 0
KNOWLES CORP COM 49926D109 128 7,000 SH   SOLE   7,000 0 0
KOHLS CORP COM 500255104 995 20,917 SH   OTR 1 0 20,917 0
KOHLS CORP COM 500255104 179 3,764 SH   SOLE   3,764 0 0
KOPPERS HOLDINGS INC COM 50060P106 267 9,100 SH   SOLE   9,100 0 0
KOPPERS HOLDINGS INC COM 50060P106 1,518 51,700 SH   OTR 1 0 51,700 0
KRAFT HEINZ CO COM 500754106 528 17,022 SH   SOLE   17,022 0 0
KRAFT HEINZ CO COM 500754106 4,268 137,496 SH   OTR 1 0 137,496 0
KROGER CO COM 501044101 3,127 144,031 SH   OTR 1 0 144,031 0
KROGER CO COM 501044101 334 15,378 SH   OTR 5 0 15,378 0
KROGER CO COM 501044101 545 25,107 SH   SOLE   25,107 0 0
L BRANDS INC COM 501797104 4,372 167,514 SH   OTR 1 0 167,514 0
L BRANDS INC COM 501797104 112 4,285 SH   OTR 5 0 4,285 0
L BRANDS INC COM 501797104 1,948 74,644 SH   SOLE   74,644 0 0
L3 TECHNOLOGIES INC COM 502413107 2,854 11,640 SH   OTR 1 0 11,640 0
L3 TECHNOLOGIES INC COM 502413107 434 1,770 SH   SOLE   1,770 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 351 2,030 SH   SOLE   2,030 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,198 12,715 SH   OTR 1 0 12,715 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 395 115,200 SH   OTR 1 0 115,200 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 73 21,200 SH   SOLE   21,200 0 0
LAKELAND BANCORP INC COM 511637100 767 47,500 SH   OTR 1 0 47,500 0
LAKELAND BANCORP INC COM 511637100 137 8,500 SH   SOLE   8,500 0 0
LAM RESEARCH CORP COM 512807108 25,747 137,067 SH   OTR 1 0 137,067 0
LAM RESEARCH CORP COM 512807108 2,253 11,993 SH   OTR 5 0 11,993 0
LAM RESEARCH CORP COM 512807108 4,051 21,565 SH   SOLE   21,565 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 5,137 63,649 SH   OTR 1 0 63,649 0
LAMAR ADVERTISING CO NEW CL A 512816109 523 6,482 SH   SOLE   6,482 0 0
LAMB WESTON HLDGS INC COM 513272104 1,196 18,883 SH   OTR 1 0 18,883 0
LAMB WESTON HLDGS INC COM 513272104 243 3,839 SH   SOLE   3,839 0 0
LANDS END INC NEW COM 51509F105 2,836 232,090 SH   OTR 1 0 232,090 0
LANDS END INC NEW COM 51509F105 512 41,884 SH   SOLE   41,884 0 0
LANDSTAR SYS INC COM 515098101 924 8,556 SH   OTR 1 0 8,556 0
LANDSTAR SYS INC COM 515098101 105 976 SH   OTR 5 0 976 0
LANDSTAR SYS INC COM 515098101 60 556 SH   SOLE   556 0 0
LANTHEUS HLDGS INC COM 516544103 3,430 121,205 SH   OTR 1 0 121,205 0
LANTHEUS HLDGS INC COM 516544103 619 21,865 SH   SOLE   21,865 0 0
LAS VEGAS SANDS CORP COM 517834107 1,882 31,849 SH   OTR 1 0 31,849 0
LAS VEGAS SANDS CORP COM 517834107 11 181 SH   SOLE   181 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 1,428 97,846 SH   OTR 1 0 97,846 0
LATTICE SEMICONDUCTOR CORP COM 518415104 267 18,300 SH   SOLE   18,300 0 0
LAUDER ESTEE COS INC CL A 518439104 8,002 43,703 SH   OTR 1 0 43,703 0
LAUDER ESTEE COS INC CL A 518439104 3,093 16,890 SH   SOLE   16,890 0 0
LAUREATE EDUCATION INC CL A 518613203 643 40,900 SH   SOLE   40,900 0 0
LAUREATE EDUCATION INC CL A 518613203 3,563 226,767 SH   OTR 1 0 226,767 0
LAWSON PRODS INC COM 520776105 452 12,300 SH   OTR 1 0 12,300 0
LAWSON PRODS INC COM 520776105 81 2,200 SH   SOLE   2,200 0 0
LCNB CORP COM 50181P100 359 18,914 SH   OTR 1 0 18,914 0
LCNB CORP COM 50181P100 67 3,548 SH   SOLE   3,548 0 0
LEAR CORP COM NEW 521865204 4,469 32,088 SH   OTR 1 0 32,088 0
LEAR CORP COM NEW 521865204 1,042 7,480 SH   SOLE   7,480 0 0
LEE ENTERPRISES INC COM 523768109 266 118,600 SH   OTR 1 0 118,600 0
LEE ENTERPRISES INC COM 523768109 47 21,200 SH   SOLE   21,200 0 0
LEGGETT & PLATT INC COM 524660107 650 16,946 SH   OTR 1 0 16,946 0
LEGGETT & PLATT INC COM 524660107 118 3,069 SH   SOLE   3,069 0 0
LEIDOS HLDGS INC COM 525327102 14,915 186,782 SH   OTR 1 0 186,782 0
LEIDOS HLDGS INC COM 525327102 1,751 21,928 SH   OTR 5 0 21,928 0
LEIDOS HLDGS INC COM 525327102 3,948 49,440 SH   SOLE   49,440 0 0
LENDINGTREE INC NEW COM 52603B107 4,475 10,653 SH   OTR 1 0 10,653 0
LENDINGTREE INC NEW COM 52603B107 586 1,396 SH   SOLE   1,396 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 17,682 8,470,000 PRN   OTR 1 0 8,470,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 58 28,000 PRN   OTR 4 3,000 25,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 5,007 2,398,000 PRN   SOLE   2,398,000 0 0
LENNAR CORP CL A 526057104 3,480 71,810 SH   OTR 1 0 71,810 0
LENNAR CORP CL A 526057104 504 10,402 SH   SOLE   10,402 0 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 201 187,000 PRN   SOLE   187,000 0 0
LEXINGTON REALTY TRUST COM 529043101 3,834 407,451 SH   OTR 1 0 407,451 0
LEXINGTON REALTY TRUST COM 529043101 691 73,400 SH   SOLE   73,400 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 611 16,157 SH   OTR 1 0 16,157 0
LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 355 659,000 PRN   SOLE   659,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 19,000 16,105,000 PRN   OTR 1 0 16,105,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 6,932 5,876,000 PRN   SOLE   5,876,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 24,215 21,536,000 PRN   OTR 1 0 21,536,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 86 77,000 PRN   OTR 4 8,000 69,000 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 6,734 5,986,000 PRN   SOLE   5,986,000 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 3,311 267,033 SH   OTR 1 0 267,033 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 598 48,200 SH   SOLE   48,200 0 0
LIFEVANTAGE CORP COM NEW 53222K205 488 37,600 SH   OTR 1 0 37,600 0
LIFEVANTAGE CORP COM NEW 53222K205 88 6,800 SH   SOLE   6,800 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1,565 13,710 SH   OTR 1 0 13,710 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 273 2,394 SH   SOLE   2,394 0 0
LILLY ELI & CO COM 532457108 17,059 153,974 SH   OTR 1 0 153,974 0
LILLY ELI & CO COM 532457108 310 2,797 SH   OTR 5 0 2,797 0
LILLY ELI & CO COM 532457108 2,612 23,572 SH   SOLE   23,572 0 0
LIMELIGHT NETWORKS INC COM 53261M104 38 14,100 SH   OTR 1 0 14,100 0
LIMELIGHT NETWORKS INC COM 53261M104 6 2,300 SH   SOLE   2,300 0 0
LINCOLN NATL CORP IND COM 534187109 3,818 59,235 SH   SOLE   59,235 0 0
LINCOLN NATL CORP IND COM 534187109 9,691 150,367 SH   OTR 1 0 150,367 0
LINCOLN NATL CORP IND COM 534187109 1,558 24,175 SH   OTR 5 0 24,175 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 1,573 135,500 SH   OTR 1 0 135,500 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 272 23,429 SH   SOLE   23,429 0 0
LITHIA MTRS INC CL A 536797103 2,756 23,200 SH   OTR 1 0 23,200 0
LITHIA MTRS INC CL A 536797103 475 4,000 SH   SOLE   4,000 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 11,506 173,682 SH   OTR 1 0 173,682 0
LIVE NATION ENTERTAINMENT IN COM 538034109 247 3,733 SH   OTR 5 0 3,733 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,472 37,313 SH   SOLE   37,313 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 4,176 3,521,000 PRN   OTR 1 0 3,521,000 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 2,279 1,921,000 PRN   SOLE   1,921,000 0 0
LIVEPERSON INC COM 538146101 767 27,359 SH   OTR 1 0 27,359 0
LIVEPERSON INC COM 538146101 140 4,985 SH   SOLE   4,985 0 0
LIVERAMP HLDGS INC COM 53815P108 1,528 31,523 SH   OTR 1 0 31,523 0
LIVERAMP HLDGS INC COM 53815P108 281 5,800 SH   SOLE   5,800 0 0
LKQ CORP COM 501889208 1,079 40,536 SH   OTR 1 0 40,536 0
LKQ CORP COM 501889208 179 6,740 SH   SOLE   6,740 0 0
LOCKHEED MARTIN CORP COM 539830109 20,988 57,733 SH   OTR 1 0 57,733 0
LOCKHEED MARTIN CORP COM 539830109 26 71 SH   OTR 5 0 71 0
LOCKHEED MARTIN CORP COM 539830109 4,587 12,617 SH   SOLE   12,617 0 0
LOEWS CORP COM 540424108 1,894 34,636 SH   OTR 1 0 34,636 0
LOEWS CORP COM 540424108 291 5,325 SH   SOLE   5,325 0 0
LOGMEIN INC COM 54142L109 13,166 178,691 SH   OTR 1 0 178,691 0
LOGMEIN INC COM 54142L109 815 11,055 SH   OTR 5 0 11,055 0
LOGMEIN INC COM 54142L109 1,014 13,759 SH   SOLE   13,759 0 0
LOWES COS INC COM 548661107 32,322 320,306 SH   OTR 1 0 320,306 0
LOWES COS INC COM 548661107 3,257 32,276 SH   OTR 5 0 32,276 0
LOWES COS INC COM 548661107 5,430 53,807 SH   SOLE   53,807 0 0
LPL FINL HLDGS INC COM 50212V100 11,995 147,047 SH   OTR 1 0 147,047 0
LPL FINL HLDGS INC COM 50212V100 1,698 20,821 SH   SOLE   20,821 0 0
LSC COMMUNICATIONS INC COM 50218P107 306 83,500 SH   OTR 1 0 83,500 0
LSC COMMUNICATIONS INC COM 50218P107 57 15,600 SH   SOLE   15,600 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 49,494 41,993,000 PRN   OTR 1 0 41,993,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 90 77,000 PRN   OTR 4 8,000 69,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 16,537 14,024,000 PRN   SOLE   14,024,000 0 0
LUTHER BURBANK CORP COM 550550107 1,242 114,036 SH   OTR 1 0 114,036 0
LUTHER BURBANK CORP COM 550550107 223 20,500 SH   SOLE   20,500 0 0
M & T BK CORP COM 55261F104 3,403 20,012 SH   OTR 1 0 20,012 0
M & T BK CORP COM 55261F104 529 3,111 SH   SOLE   3,111 0 0
M D C HLDGS INC COM 552676108 652 19,900 SH   SOLE   19,900 0 0
M D C HLDGS INC COM 552676108 3,629 110,700 SH   OTR 1 0 110,700 0
M/I HOMES INC COM 55305B101 2,668 93,500 SH   OTR 1 0 93,500 0
M/I HOMES INC COM 55305B101 482 16,900 SH   SOLE   16,900 0 0
MACERICH CO COM 554382101 458 13,673 SH   OTR 1 0 13,673 0
MACERICH CO COM 554382101 97 2,888 SH   SOLE   2,888 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 5,287 130,418 SH   OTR 1 0 130,418 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 453 11,164 SH   SOLE   11,164 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 1,717 1,943,000 PRN   SOLE   1,943,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 11,135 11,130,000 PRN   SOLE   11,130,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 74 74,000 PRN   OTR 4 8,000 66,000 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 40,693 40,693,000 PRN   OTR 1 0 40,693,000 0
MACYS INC COM 55616P104 156 7,258 SH   SOLE   7,258 0 0
MACYS INC COM 55616P104 856 39,875 SH   OTR 1 0 39,875 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 887 8,467 SH   OTR 1 0 8,467 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 153 1,461 SH   SOLE   1,461 0 0
MAGELLAN HEALTH INC COM NEW 559079207 2,457 33,100 SH   OTR 1 0 33,100 0
MAGELLAN HEALTH INC COM NEW 559079207 438 5,900 SH   SOLE   5,900 0 0
MALIBU BOATS INC COM CL A 56117J100 1,049 27,000 SH   OTR 1 0 27,000 0
MALIBU BOATS INC COM CL A 56117J100 194 5,000 SH   SOLE   5,000 0 0
MANHATTAN ASSOCS INC COM 562750109 488 7,040 SH   SOLE   7,040 0 0
MANHATTAN ASSOCS INC COM 562750109 7,386 106,532 SH   OTR 1 0 106,532 0
MANPOWERGROUP INC COM 56418H100 3,824 39,586 SH   SOLE   39,586 0 0
MANPOWERGROUP INC COM 56418H100 1,725 17,861 SH   OTR 5 0 17,861 0
MANPOWERGROUP INC COM 56418H100 12,237 126,676 SH   OTR 1 0 126,676 0
MANTECH INTL CORP CL A 564563104 191 2,900 SH   OTR 1 0 2,900 0
MANTECH INTL CORP CL A 564563104 40 600 SH   SOLE   600 0 0
MARATHON OIL CORP COM 565849106 4,331 304,803 SH   OTR 1 0 304,803 0
MARATHON OIL CORP COM 565849106 396 27,901 SH   SOLE   27,901 0 0
MARATHON PETE CORP COM 56585A102 6,849 122,569 SH   OTR 1 0 122,569 0
MARATHON PETE CORP COM 56585A102 857 15,330 SH   SOLE   15,330 0 0
MARCHEX INC CL B 56624R108 368 78,200 SH   OTR 1 0 78,200 0
MARCHEX INC CL B 56624R108 67 14,200 SH   SOLE   14,200 0 0
MARCUS & MILLICHAP INC COM 566324109 1,505 48,779 SH   OTR 1 0 48,779 0
MARCUS & MILLICHAP INC COM 566324109 265 8,606 SH   SOLE   8,606 0 0
MARCUS CORP COM 566330106 557 16,914 SH   SOLE   16,914 0 0
MARCUS CORP COM 566330106 3,097 93,950 SH   OTR 1 0 93,950 0
MARKETAXESS HLDGS INC COM 57060D108 1,634 5,084 SH   OTR 1 0 5,084 0
MARKETAXESS HLDGS INC COM 57060D108 276 858 SH   SOLE   858 0 0
MARRIOTT INTL INC NEW CL A 571903202 5,314 37,880 SH   OTR 1 0 37,880 0
MARRIOTT INTL INC NEW CL A 571903202 872 6,215 SH   SOLE   6,215 0 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 2,935 3,040,000 PRN   OTR 1 0 3,040,000 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 47 49,000 PRN   OTR 4 5,000 44,000 0
MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 764 787,000 PRN   SOLE   787,000 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,190 11,925 SH   SOLE   11,925 0 0
MARSH & MCLENNAN COS INC COM 571748102 8,573 85,944 SH   OTR 1 0 85,944 0
MARTIN MARIETTA MATLS INC COM 573284106 530 2,304 SH   SOLE   2,304 0 0
MARTIN MARIETTA MATLS INC COM 573284106 4,816 20,929 SH   OTR 1 0 20,929 0
MASCO CORP COM 574599106 12,698 323,595 SH   OTR 1 0 323,595 0
MASCO CORP COM 574599106 1,972 50,267 SH   OTR 5 0 50,267 0
MASCO CORP COM 574599106 2,838 72,332 SH   SOLE   72,332 0 0
MASIMO CORP COM 574795100 329 2,209 SH   OTR 1 0 2,209 0
MASIMO CORP COM 574795100 39 265 SH   SOLE   265 0 0
MASTERCARD INC CL A 57636Q104 68,369 258,454 SH   OTR 1 0 258,454 0
MASTERCARD INC CL A 57636Q104 4,769 18,029 SH   OTR 5 0 18,029 0
MASTERCARD INC CL A 57636Q104 13,331 50,395 SH   SOLE   50,395 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 1,349 68,854 SH   OTR 1 0 68,854 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 243 12,400 SH   SOLE   12,400 0 0
MATCH GROUP INC COM 57665R106 121 1,805 SH   SOLE   1,805 0 0
MATCH GROUP INC COM 57665R106 1,988 29,557 SH   OTR 1 0 29,557 0
MATERION CORP COM 576690101 1,980 29,200 SH   OTR 1 0 29,200 0
MATERION CORP COM 576690101 359 5,300 SH   SOLE   5,300 0 0
MATRIX SVC CO COM 576853105 2,972 146,685 SH   OTR 1 0 146,685 0
MATRIX SVC CO COM 576853105 534 26,333 SH   SOLE   26,333 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,104 35,170 SH   OTR 1 0 35,170 0
MAXIM INTEGRATED PRODS INC COM 57772K101 366 6,117 SH   SOLE   6,117 0 0
MAXIMUS INC COM 577933104 2,033 28,022 SH   SOLE   28,022 0 0
MAXIMUS INC COM 577933104 5,523 76,135 SH   OTR 1 0 76,135 0
MAXIMUS INC COM 577933104 1,660 22,888 SH   OTR 5 0 22,888 0
MCCORMICK & CO INC COM NON VTG 579780206 482 3,112 SH   SOLE   3,112 0 0
MCCORMICK & CO INC COM NON VTG 579780206 2,544 16,411 SH   OTR 1 0 16,411 0
MCDONALDS CORP COM 580135101 27,728 133,526 SH   OTR 1 0 133,526 0
MCDONALDS CORP COM 580135101 1,436 6,914 SH   OTR 5 0 6,914 0
MCDONALDS CORP COM 580135101 5,835 28,100 SH   SOLE   28,100 0 0
MCKESSON CORP COM 58155Q103 20,086 149,461 SH   OTR 1 0 149,461 0
MCKESSON CORP COM 58155Q103 2,260 16,816 SH   OTR 5 0 16,816 0
MCKESSON CORP COM 58155Q103 5,052 37,595 SH   SOLE   37,595 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 810 46,456 SH   OTR 1 0 46,456 0
MEDICAL PPTYS TRUST INC COM 58463J304 83 4,762 SH   SOLE   4,762 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 48 48,000 PRN   OTR 4 4,000 44,000 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 3,521 3,503,000 PRN   SOLE   3,503,000 0 0
MEDICINES CO NOTE 2.750% 7/1 584688AG0 18,202 18,122,000 PRN   OTR 1 0 18,122,000 0
MEDPACE HLDGS INC COM 58506Q109 698 10,666 SH   SOLE   10,666 0 0
MEDPACE HLDGS INC COM 58506Q109 3,848 58,813 SH   OTR 1 0 58,813 0
MEET GROUP INC COM 58513U101 792 227,715 SH   OTR 1 0 227,715 0
MEET GROUP INC COM 58513U101 153 43,900 SH   SOLE   43,900 0 0
MELCO RESORTS AND ENTMT LTD ADR 585464100 1,553 71,500 SH   OTR 1 0 71,500 0
MELCO RESORTS AND ENTMT LTD ADR 585464100 1,299 59,800 SH   SOLE   59,800 0 0
MERCANTILE BANK CORP COM 587376104 319 9,800 SH   OTR 1 0 9,800 0
MERCANTILE BANK CORP COM 587376104 55 1,700 SH   SOLE   1,700 0 0
MERCHANTS BANCORP IND COM 58844R108 39 2,300 SH   SOLE   2,300 0 0
MERCHANTS BANCORP IND COM 58844R108 237 13,900 SH   OTR 1 0 13,900 0
MERCK & CO INC COM 58933Y105 13,620 162,430 SH   SOLE   162,430 0 0
MERCK & CO INC COM 58933Y105 4,592 54,760 SH   OTR 5 0 54,760 0
MERCK & CO INC COM 58933Y105 51,357 612,487 SH   OTR 1 0 612,487 0
MERCURY GENL CORP NEW COM 589400100 6,593 105,488 SH   OTR 1 0 105,488 0
MERCURY GENL CORP NEW COM 589400100 593 9,480 SH   SOLE   9,480 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 735 61,891 SH   OTR 1 0 61,891 0
MERIDIAN BIOSCIENCE INC COM 589584101 144 12,100 SH   SOLE   12,100 0 0
MERITAGE HOMES CORP COM 59001A102 3,671 71,500 SH   OTR 1 0 71,500 0
MERITAGE HOMES CORP COM 59001A102 667 13,000 SH   SOLE   13,000 0 0
MERITOR INC COM 59001K100 3,810 157,130 SH   OTR 1 0 157,130 0
MERITOR INC COM 59001K100 688 28,360 SH   SOLE   28,360 0 0
METHODE ELECTRS INC COM 591520200 494 17,300 SH   OTR 1 0 17,300 0
METHODE ELECTRS INC COM 591520200 91 3,200 SH   SOLE   3,200 0 0
METLIFE INC COM 59156R108 2,678 53,924 SH   OTR 5 0 53,924 0
METLIFE INC COM 59156R108 5,663 114,008 SH   SOLE   114,008 0 0
METLIFE INC COM 59156R108 15,134 304,687 SH   OTR 1 0 304,687 0
METROPOLITAN BK HLDG CORP COM 591774104 1,672 38,003 SH   OTR 1 0 38,003 0
METROPOLITAN BK HLDG CORP COM 591774104 298 6,779 SH   SOLE   6,779 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,305 5,125 SH   OTR 1 0 5,125 0
METTLER TOLEDO INTERNATIONAL COM 592688105 438 522 SH   SOLE   522 0 0
MFS HIGH INCOME MUN TR SH BEN INT 59318D104 1,582 303,705 SH   SOLE   303,705 0 0
MFS MUN INCOME TR SH BEN INT 552738106 688 98,613 SH   OTR 1 0 98,613 0
MFS MUN INCOME TR SH BEN INT 552738106 2,426 347,524 SH   SOLE   347,524 0 0
MGIC INVT CORP WIS COM 552848103 7,626 580,329 SH   OTR 1 0 580,329 0
MGIC INVT CORP WIS COM 552848103 735 55,906 SH   SOLE   55,906 0 0
MGM RESORTS INTERNATIONAL COM 552953101 3,191 111,691 SH   OTR 1 0 111,691 0
MGM RESORTS INTERNATIONAL COM 552953101 334 11,703 SH   SOLE   11,703 0 0
MICHAELS COS INC COM 59408Q106 1,488 170,984 SH   OTR 1 0 170,984 0
MICHAELS COS INC COM 59408Q106 93 10,736 SH   SOLE   10,736 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 5,284 60,946 SH   OTR 1 0 60,946 0
MICROCHIP TECHNOLOGY INC COM 595017104 748 8,624 SH   SOLE   8,624 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 61,357 34,724,000 PRN   OTR 1 0 34,724,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 145 82,000 PRN   OTR 4 9,000 73,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 11,528 6,523,000 PRN   SOLE   6,523,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 14,553 12,327,000 PRN   OTR 1 0 12,327,000 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 14,348 12,153,000 PRN   SOLE   12,153,000 0 0
MICRON TECHNOLOGY INC COM 595112103 2,658 68,871 SH   OTR 5 0 68,871 0
MICRON TECHNOLOGY INC COM 595112103 3,948 102,306 SH   SOLE   102,306 0 0
MICRON TECHNOLOGY INC COM 595112103 18,969 491,547 SH   OTR 1 0 491,547 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 14,686 3,809,000 PRN   OTR 1 0 3,809,000 0
MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 5,930 1,538,000 PRN   SOLE   1,538,000 0 0
MICROSOFT CORP COM 594918104 288,123 2,150,811 SH   OTR 1 0 2,150,811 0
MICROSOFT CORP COM 594918104 19,503 145,586 SH   OTR 5 0 145,586 0
MICROSOFT CORP COM 594918104 57,288 427,647 SH   SOLE   427,647 0 0
MICROSTRATEGY INC CL A NEW 594972408 556 3,878 SH   OTR 1 0 3,878 0
MICROSTRATEGY INC CL A NEW 594972408 115 800 SH   SOLE   800 0 0
MID AMER APT CMNTYS INC COM 59522J103 6,955 59,062 SH   OTR 1 0 59,062 0
MID AMER APT CMNTYS INC COM 59522J103 854 7,249 SH   SOLE   7,249 0 0
MID AMER APT CMNTYS INC COM 59522J103 600 5,096 SH   OTR 5 0 5,096 0
MIDDLESEX WATER CO COM 596680108 2,645 44,647 SH   OTR 1 0 44,647 0
MIDDLESEX WATER CO COM 596680108 492 8,300 SH   SOLE   8,300 0 0
MIDSTATES PETE CO INC COM PAR 59804T407 1,594 270,552 SH   OTR 1 0 270,552 0
MIDSTATES PETE CO INC COM PAR 59804T407 286 48,635 SH   SOLE   48,635 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 1,496 53,503 SH   OTR 1 0 53,503 0
MIDWESTONE FINL GROUP INC NE COM 598511103 270 9,674 SH   SOLE   9,674 0 0
MILLER HERMAN INC COM 600544100 3,239 72,457 SH   OTR 1 0 72,457 0
MILLER HERMAN INC COM 600544100 568 12,700 SH   SOLE   12,700 0 0
MILLER INDS INC TENN COM NEW 600551204 2,077 67,549 SH   OTR 1 0 67,549 0
MILLER INDS INC TENN COM NEW 600551204 378 12,296 SH   SOLE   12,296 0 0
MIRATI THERAPEUTICS INC COM 60468T105 288 2,800 SH   SOLE   2,800 0 0
MIRATI THERAPEUTICS INC COM 60468T105 1,658 16,100 SH   OTR 1 0 16,100 0
MKS INSTRUMENT INC COM 55306N104 5,918 75,980 SH   OTR 1 0 75,980 0
MKS INSTRUMENT INC COM 55306N104 395 5,067 SH   SOLE   5,067 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 379 40,665 SH   OTR 1 0 40,665 0
MOHAWK INDS INC COM 608190104 1,172 7,946 SH   OTR 1 0 7,946 0
MOHAWK INDS INC COM 608190104 191 1,298 SH   SOLE   1,298 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 32,787 9,421,000 PRN   OTR 1 0 9,421,000 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 160 46,000 PRN   OTR 4 4,000 42,000 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 9,164 2,632,000 PRN   SOLE   2,632,000 0 0
MOLSON COORS BREWING CO CL B 60871R209 4,767 85,121 SH   OTR 1 0 85,121 0
MOLSON COORS BREWING CO CL B 60871R209 1,205 21,520 SH   SOLE   21,520 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,160 20,706 SH   OTR 5 0 20,706 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,007 80,886 SH   OTR 1 0 80,886 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 181 14,562 SH   SOLE   14,562 0 0
MOMO INC ADR 60879B107 906 25,300 SH   OTR 1 0 25,300 0
MOMO INC ADR 60879B107 347 9,700 SH   SOLE   9,700 0 0
MONDELEZ INTL INC CL A 609207105 12,508 232,063 SH   OTR 1 0 232,063 0
MONDELEZ INTL INC CL A 609207105 2,008 37,248 SH   SOLE   37,248 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 317 18,852 SH   OTR 1 0 18,852 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 59 3,500 SH   SOLE   3,500 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 589 9,221 SH   SOLE   9,221 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 3,372 52,825 SH   OTR 1 0 52,825 0
MOODYS CORP COM 615369105 4,618 23,647 SH   OTR 1 0 23,647 0
MOODYS CORP COM 615369105 744 3,808 SH   SOLE   3,808 0 0
MOOG INC CL A 615394202 4,081 43,600 SH   OTR 1 0 43,600 0
MOOG INC CL A 615394202 740 7,900 SH   SOLE   7,900 0 0
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MOSAIC CO NEW COM 61945C103 4,244 169,568 SH   OTR 1 0 169,568 0
MOSAIC CO NEW COM 61945C103 736 29,420 SH   OTR 5 0 29,420 0
MOSAIC CO NEW COM 61945C103 975 38,960 SH   SOLE   38,960 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,162 24,961 SH   OTR 1 0 24,961 0
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MSCI INC COM 55354G100 9,504 39,800 SH   OTR 1 0 39,800 0
MSCI INC COM 55354G100 1,596 6,685 SH   SOLE   6,685 0 0
MSCI INC COM 55354G100 576 2,411 SH   OTR 5 0 2,411 0
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MURPHY USA INC COM 626755102 4,020 47,846 SH   OTR 1 0 47,846 0
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MYERS INDS INC COM 628464109 917 47,600 SH   OTR 1 0 47,600 0
MYERS INDS INC COM 628464109 166 8,600 SH   SOLE   8,600 0 0
MYR GROUP INC DEL COM 55405W104 3,243 86,835 SH   OTR 1 0 86,835 0
MYR GROUP INC DEL COM 55405W104 583 15,600 SH   SOLE   15,600 0 0
MYRIAD GENETICS INC COM 62855J104 1,423 51,223 SH   OTR 1 0 51,223 0
MYRIAD GENETICS INC COM 62855J104 256 9,221 SH   SOLE   9,221 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 361 503,000 PRN   SOLE   503,000 0 0
NACCO INDS INC CL A 629579103 708 13,625 SH   OTR 1 0 13,625 0
NACCO INDS INC CL A 629579103 130 2,500 SH   SOLE   2,500 0 0
NANOMETRICS INC COM 630077105 372 10,722 SH   OTR 1 0 10,722 0
NANOMETRICS INC COM 630077105 69 2,000 SH   SOLE   2,000 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 3,605 118,793 SH   OTR 1 0 118,793 0
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NASDAQ INC COM 631103108 1,440 14,974 SH   OTR 1 0 14,974 0
NASDAQ INC COM 631103108 241 2,505 SH   SOLE   2,505 0 0
NATIONAL FUEL GAS CO N J COM 636180101 733 13,893 SH   OTR 1 0 13,893 0
NATIONAL GEN HLDGS CORP COM 636220303 3,352 146,112 SH   OTR 1 0 146,112 0
NATIONAL GEN HLDGS CORP COM 636220303 605 26,358 SH   SOLE   26,358 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,108 49,822 SH   OTR 1 0 49,822 0
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NATIONAL RETAIL PPTYS INC COM 637417106 551 10,390 SH   OTR 1 0 10,390 0
NATIONAL RETAIL PPTYS INC COM 637417106 28 523 SH   SOLE   523 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 1,967 195,740 SH   OTR 1 0 195,740 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 356 35,440 SH   SOLE   35,440 0 0
NCR CORP NEW COM 62886E108 5,898 189,634 SH   OTR 1 0 189,634 0
NCR CORP NEW COM 62886E108 285 9,178 SH   SOLE   9,178 0 0
NEKTAR THERAPEUTICS COM 640268108 801 22,503 SH   OTR 1 0 22,503 0
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NEOGENOMICS INC COM NEW 64049M209 3,574 162,883 SH   OTR 1 0 162,883 0
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NETAPP INC COM 64110D104 349 5,664 SH   SOLE   5,664 0 0
NETAPP INC COM 64110D104 2,017 32,684 SH   OTR 1 0 32,684 0
NETEASE INC SPONSORED ADR 64110W102 1,638 6,402 SH   OTR 1 0 6,402 0
NETEASE INC SPONSORED ADR 64110W102 1,867 7,300 SH   SOLE   7,300 0 0
NETFLIX INC COM 64110L106 45,218 123,103 SH   OTR 1 0 123,103 0
NETFLIX INC COM 64110L106 3,202 8,718 SH   OTR 5 0 8,718 0
NETFLIX INC COM 64110L106 7,709 20,987 SH   SOLE   20,987 0 0
NETSCOUT SYS INC COM 64115T104 2,763 108,814 SH   OTR 1 0 108,814 0
NETSCOUT SYS INC COM 64115T104 490 19,280 SH   SOLE   19,280 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 5,716 4,340,000 PRN   SOLE   4,340,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 98 75,000 PRN   OTR 4 7,000 68,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 23,743 18,045,000 PRN   OTR 1 0 18,045,000 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 732 683,000 PRN   SOLE   683,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 6,372 638,522 SH   OTR 1 0 638,522 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,449 145,213 SH   SOLE   145,213 0 0
NEWELL BRANDS INC COM 651229106 866 56,158 SH   OTR 1 0 56,158 0
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NEWMONT GOLDCORP CORPORATION COM 651639106 5,111 132,858 SH   OTR 1 0 132,858 0
NEWMONT GOLDCORP CORPORATION COM 651639106 697 18,106 SH   SOLE   18,106 0 0
NEWPARK RES INC NOTE 4.000%12/0 651718AE8 14,325 12,861,000 PRN   OTR 1 0 12,861,000 0
NEWPARK RES INC NOTE 4.000%12/0 651718AE8 2,805 2,518,000 PRN   SOLE   2,518,000 0 0
NEWS CORP NEW CL A 65249B109 1,338 99,192 SH   OTR 1 0 99,192 0
NEWS CORP NEW CL A 65249B109 4 324 SH   OTR 5 0 324 0
NEWS CORP NEW CL A 65249B109 189 14,028 SH   SOLE   14,028 0 0
NEWS CORP NEW CL B 65249B208 973 69,697 SH   OTR 1 0 69,697 0
NEWS CORP NEW CL B 65249B208 12 841 SH   OTR 5 0 841 0
NEWS CORP NEW CL B 65249B208 280 20,027 SH   SOLE   20,027 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 803 19,400 SH   OTR 1 0 19,400 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 149 3,600 SH   SOLE   3,600 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 7,631 75,554 SH   OTR 1 0 75,554 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 655 6,489 SH   SOLE   6,489 0 0
NEXTERA ENERGY INC COM 65339F101 3,418 16,686 SH   SOLE   16,686 0 0
NEXTERA ENERGY INC COM 65339F101 16,181 78,985 SH   OTR 1 0 78,985 0
NEXTERA ENERGY INC COM 65339F101 271 1,321 SH   OTR 5 0 1,321 0
NEXTGEN HEALTHCARE INC COM 65343C102 623 31,292 SH   SOLE   31,292 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 3,447 173,235 SH   OTR 1 0 173,235 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 71,336 41,838,000 PRN   OTR 1 0 41,838,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 133 78,000 PRN   OTR 4 8,000 70,000 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 20,815 12,204,000 PRN   SOLE   12,204,000 0 0
NIKE INC CL B 654106103 22,544 268,543 SH   OTR 1 0 268,543 0
NIKE INC CL B 654106103 436 5,191 SH   OTR 5 0 5,191 0
NIKE INC CL B 654106103 2,995 35,673 SH   SOLE   35,673 0 0
NISOURCE INC COM 65473P105 1,387 48,167 SH   OTR 1 0 48,167 0
NISOURCE INC COM 65473P105 236 8,200 SH   SOLE   8,200 0 0
NMI HLDGS INC CL A 629209305 659 23,200 SH   SOLE   23,200 0 0
NMI HLDGS INC CL A 629209305 3,645 128,382 SH   OTR 1 0 128,382 0
NOBLE ENERGY INC COM 655044105 1,383 61,738 SH   OTR 1 0 61,738 0
NOBLE ENERGY INC COM 655044105 228 10,187 SH   SOLE   10,187 0 0
NORDSTROM INC COM 655664100 433 13,577 SH   OTR 1 0 13,577 0
NORDSTROM INC COM 655664100 83 2,591 SH   SOLE   2,591 0 0
NORFOLK SOUTHERN CORP COM 655844108 11,370 57,043 SH   OTR 1 0 57,043 0
NORFOLK SOUTHERN CORP COM 655844108 818 4,102 SH   OTR 5 0 4,102 0
NORFOLK SOUTHERN CORP COM 655844108 1,844 9,249 SH   SOLE   9,249 0 0
NORTHEAST BK LEWISTON ME COM 66405S100 566 20,523 SH   OTR 1 0 20,523 0
NORTHEAST BK LEWISTON ME COM 66405S100 97 3,500 SH   SOLE   3,500 0 0
NORTHERN TR CORP COM 665859104 713 7,925 SH   SOLE   7,925 0 0
NORTHERN TR CORP COM 665859104 4,190 46,557 SH   OTR 1 0 46,557 0
NORTHROP GRUMMAN CORP COM 666807102 2,208 6,833 SH   SOLE   6,833 0 0
NORTHROP GRUMMAN CORP COM 666807102 650 2,013 SH   OTR 5 0 2,013 0
NORTHROP GRUMMAN CORP COM 666807102 14,590 45,155 SH   OTR 1 0 45,155 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 10,474 1,800,000 PRN   OTR 1 0 1,800,000 0
NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 5,255 903,000 PRN   SOLE   903,000 0 0
NRG ENERGY INC COM NEW 629377508 12,644 360,036 SH   OTR 1 0 360,036 0
NRG ENERGY INC COM NEW 629377508 1,858 52,896 SH   OTR 5 0 52,896 0
NRG ENERGY INC COM NEW 629377508 2,864 81,549 SH   SOLE   81,549 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 21,862 20,421,000 PRN   OTR 1 0 20,421,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 4,643 4,337,000 PRN   SOLE   4,337,000 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 322 6,538 SH   SOLE   6,538 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 1,948 39,500 SH   OTR 1 0 39,500 0
NUANCE COMMUNICATIONS INC COM 67020Y100 11,276 706,091 SH   OTR 1 0 706,091 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,481 92,754 SH   SOLE   92,754 0 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 19,313 19,609,000 PRN   OTR 1 0 19,609,000 0
NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 3,744 3,801,000 PRN   SOLE   3,801,000 0 0
NUCOR CORP COM 670346105 2,902 52,673 SH   OTR 1 0 52,673 0
NUCOR CORP COM 670346105 422 7,658 SH   SOLE   7,658 0 0
NUTANIX INC NOTE 1/1 67059NAB4 4,279 4,571,000 PRN   OTR 1 0 4,571,000 0
NUTANIX INC NOTE 1/1 67059NAB4 1,942 2,074,000 PRN   SOLE   2,074,000 0 0
NUVASIVE INC COM 670704105 4,282 73,154 SH   OTR 1 0 73,154 0
NUVASIVE INC COM 670704105 779 13,300 SH   SOLE   13,300 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 4,869 4,278,000 PRN   SOLE   4,278,000 0 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 88 78,000 PRN   OTR 4 8,000 70,000 0
NUVASIVE INC NOTE 2.250% 3/1 670704AG0 17,251 15,173,000 PRN   OTR 1 0 15,173,000 0
NUVEEN AMT FREE MUN CR INC F COM 67071L106 17,938 1,130,278 SH   SOLE   1,130,278 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 24,791 1,795,140 SH   SOLE   1,795,140 0 0
NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2,592 200,000 SH   SOLE   200,000 0 0
NUVEEN MICHIGAN QLT MUN INC COM 670979103 4,068 300,000 SH   SOLE   300,000 0 0
NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 19,928 1,265,291 SH   SOLE   1,265,291 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1,309 100,000 SH   OTR 1 0 100,000 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 7,181 548,590 SH   SOLE   548,590 0 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7,685 563,000 SH   SOLE   563,000 0 0
NVIDIA CORP COM 67066G104 1,111 6,766 SH   OTR 5 0 6,766 0
NVIDIA CORP COM 67066G104 3,460 21,071 SH   SOLE   21,071 0 0
NVIDIA CORP COM 67066G104 22,839 139,068 SH   OTR 1 0 139,068 0
NVR INC COM 62944T105 863 256 SH   OTR 5 0 256 0
NVR INC COM 62944T105 974 289 SH   SOLE   289 0 0
NVR INC COM 62944T105 12,736 3,779 SH   OTR 1 0 3,779 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 12,793 34,639 SH   OTR 1 0 34,639 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 134 362 SH   OTR 5 0 362 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,646 4,456 SH   SOLE   4,456 0 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 15,408 16,814,000 PRN   OTR 1 0 16,814,000 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 94 103,000 PRN   OTR 4 10,000 93,000 0
OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 2,918 3,181,000 PRN   SOLE   3,181,000 0 0
OCCIDENTAL PETE CORP COM 674599105 845 16,807 SH   SOLE   16,807 0 0
OCCIDENTAL PETE CORP COM 674599105 6,648 132,218 SH   OTR 1 0 132,218 0
OFFICE DEPOT INC COM 676220106 274 132,978 SH   SOLE   132,978 0 0
OFFICE DEPOT INC COM 676220106 1,508 732,265 SH   OTR 1 0 732,265 0
OFG BANCORP COM 67103X102 1,351 56,817 SH   OTR 1 0 56,817 0
OFG BANCORP COM 67103X102 254 10,684 SH   SOLE   10,684 0 0
OGE ENERGY CORP COM 670837103 653 15,345 SH   OTR 1 0 15,345 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 29,906 33,437,000 PRN   OTR 1 0 33,437,000 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 10,115 11,309,000 PRN   SOLE   11,309,000 0 0
OKTA INC NOTE 0.250% 2/1 679295AB1 26,758 10,317,000 PRN   OTR 1 0 10,317,000 0
OKTA INC NOTE 0.250% 2/1 679295AB1 9,135 3,522,000 PRN   SOLE   3,522,000 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 41 276 SH   SOLE   276 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 239 1,600 SH   OTR 1 0 1,600 0
OLD REP INTL CORP COM 680223104 1,075 48,035 SH   SOLE   48,035 0 0
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OLD REP INTL CORP COM 680223104 274 12,239 SH   OTR 5 0 12,239 0
OLIN CORP COM PAR $1 680665205 754 34,400 SH   OTR 1 0 34,400 0
OLIN CORP COM PAR $1 680665205 128 5,855 SH   SOLE   5,855 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 6,789 184,726 SH   OTR 1 0 184,726 0
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OMNICELL INC COM 68213N109 4,475 52,021 SH   OTR 1 0 52,021 0
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OMNICOM GROUP INC COM 681919106 2,099 25,613 SH   OTR 5 0 25,613 0
OMNICOM GROUP INC COM 681919106 3,148 38,412 SH   SOLE   38,412 0 0
OMNICOM GROUP INC COM 681919106 17,542 214,055 SH   OTR 1 0 214,055 0
OMNOVA SOLUTIONS INC COM 682129101 675 108,318 SH   OTR 1 0 108,318 0
OMNOVA SOLUTIONS INC COM 682129101 122 19,600 SH   SOLE   19,600 0 0
ON SEMICONDUCTOR CORP COM 682189105 9,627 476,351 SH   OTR 1 0 476,351 0
ON SEMICONDUCTOR CORP COM 682189105 742 36,690 SH   SOLE   36,690 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 30,983 25,178,000 PRN   OTR 1 0 25,178,000 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 91 74,000 PRN   OTR 4 7,000 67,000 0
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ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2,476 2,028,000 PRN   SOLE   2,028,000 0 0
ONEOK INC NEW COM 682680103 4,344 63,124 SH   OTR 1 0 63,124 0
ONEOK INC NEW COM 682680103 726 10,547 SH   SOLE   10,547 0 0
ONESPAN INC COM 68287N100 180 12,733 SH   OTR 1 0 12,733 0
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OPKO HEALTH INC COM 68375N103 163 66,881 SH   SOLE   66,881 0 0
OPKO HEALTH INC COM 68375N103 897 367,469 SH   OTR 1 0 367,469 0
ORACLE CORP COM 68389X105 39,751 697,750 SH   OTR 1 0 697,750 0
ORACLE CORP COM 68389X105 4,631 81,283 SH   OTR 5 0 81,283 0
ORACLE CORP COM 68389X105 10,623 186,459 SH   SOLE   186,459 0 0
ORRSTOWN FINL SVCS INC COM 687380105 464 21,101 SH   OTR 1 0 21,101 0
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OSHKOSH CORP COM 688239201 1,491 17,862 SH   OTR 5 0 17,862 0
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OSI SYSTEMS INC COM 671044105 1,016 9,025 SH   OTR 1 0 9,025 0
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OUTFRONT MEDIA INC COM 69007J106 2,453 95,109 SH   OTR 1 0 95,109 0
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OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 158 84,051 SH   SOLE   84,051 0 0
OWENS CORNING NEW COM 690742101 1,228 21,096 SH   OTR 1 0 21,096 0
OWENS CORNING NEW COM 690742101 23 392 SH   SOLE   392 0 0
PACCAR INC COM 693718108 519 7,237 SH   OTR 5 0 7,237 0
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PACCAR INC COM 693718108 8,778 122,492 SH   OTR 1 0 122,492 0
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PAR PACIFIC HOLDINGS INC COM NEW 69888T207 506 24,662 SH   OTR 1 0 24,662 0
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PATRICK INDS INC COM 703343103 2,038 41,439 SH   OTR 1 0 41,439 0
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PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 27,118 29,780,000 PRN   OTR 1 0 29,780,000 0
PATTERSON UTI ENERGY INC COM 703481101 169 14,710 SH   SOLE   14,710 0 0
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PAYCOM SOFTWARE INC COM 70432V102 2,824 12,458 SH   OTR 1 0 12,458 0
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PAYLOCITY HLDG CORP COM 70438V106 2,288 24,386 SH   OTR 1 0 24,386 0
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PBF ENERGY INC CL A 69318G106 419 13,373 SH   SOLE   13,373 0 0
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PC CONNECTION INC COM 69318J100 388 11,092 SH   OTR 1 0 11,092 0
PC CONNECTION INC COM 69318J100 70 2,000 SH   SOLE   2,000 0 0
PDF SOLUTIONS INC COM 693282105 171 13,000 SH   OTR 1 0 13,000 0
PDF SOLUTIONS INC COM 693282105 31 2,400 SH   SOLE   2,400 0 0
PEABODY ENERGY CORP NEW COM 704551100 3,736 155,033 SH   OTR 1 0 155,033 0
PEABODY ENERGY CORP NEW COM 704551100 673 27,915 SH   SOLE   27,915 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 2,551 90,708 SH   OTR 1 0 90,708 0
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PEPSICO INC COM 713448108 49,891 380,467 SH   OTR 1 0 380,467 0
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PEPSICO INC COM 713448108 13,288 101,332 SH   SOLE   101,332 0 0
PERFICIENT INC COM 71375U101 2,363 68,861 SH   OTR 1 0 68,861 0
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PERFORMANCE FOOD GROUP CO COM 71377A103 4,778 119,353 SH   OTR 1 0 119,353 0
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PERKINELMER INC COM 714046109 207 2,147 SH   SOLE   2,147 0 0
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PG&E CORP COM 69331C108 2,297 100,230 SH   OTR 1 0 100,230 0
PG&E CORP COM 69331C108 230 10,043 SH   SOLE   10,043 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 3,202 100,792 SH   OTR 1 0 100,792 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 577 18,162 SH   SOLE   18,162 0 0
PHILIP MORRIS INTL INC COM 718172109 1,998 25,444 SH   SOLE   25,444 0 0
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PIONEER MUN HIGH INCOME TR COM SHS 723763108 1,037 84,969 SH   OTR 1 0 84,969 0
PIONEER NAT RES CO COM 723787107 569 3,698 SH   SOLE   3,698 0 0
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PIVOTAL SOFTWARE INC COM CL A 72582H107 1,702 161,165 SH   OTR 1 0 161,165 0
PIVOTAL SOFTWARE INC COM CL A 72582H107 215 20,385 SH   SOLE   20,385 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 1,346 53,900 SH   SOLE   53,900 0 0
PLEXUS CORP COM 729132100 839 14,373 SH   OTR 1 0 14,373 0
PLEXUS CORP COM 729132100 146 2,500 SH   SOLE   2,500 0 0
PNC FINL SVCS GROUP INC COM 693475105 10,199 74,293 SH   OTR 1 0 74,293 0
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PORTLAND GEN ELEC CO COM NEW 736508847 5,080 93,772 SH   OTR 1 0 93,772 0
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PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 140 97,000 PRN   OTR 4 9,000 88,000 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 37,643 32,836,000 PRN   OTR 1 0 32,836,000 0
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PROLOGIS INC COM 74340W103 8,719 108,852 SH   OTR 1 0 108,852 0
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PROPETRO HLDG CORP COM 74347M108 3,843 185,644 SH   OTR 1 0 185,644 0
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PS BUSINESS PKS INC CALIF COM 69360J107 4,352 25,821 SH   OTR 1 0 25,821 0
PS BUSINESS PKS INC CALIF COM 69360J107 809 4,800 SH   SOLE   4,800 0 0
PTC THERAPEUTICS INC COM 69366J200 1,835 40,783 SH   OTR 1 0 40,783 0
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PUBLIC STORAGE COM 74460D109 16,600 69,699 SH   OTR 1 0 69,699 0
PUBLIC STORAGE COM 74460D109 2,423 10,175 SH   OTR 5 0 10,175 0
PUBLIC STORAGE COM 74460D109 3,964 16,644 SH   SOLE   16,644 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 6,738 114,550 SH   OTR 1 0 114,550 0
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PULTE GROUP INC COM 745867101 17,998 569,191 SH   OTR 1 0 569,191 0
PULTE GROUP INC COM 745867101 1,807 57,160 SH   OTR 5 0 57,160 0
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PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 6,558 6,813,000 PRN   OTR 1 0 6,813,000 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 2,865 2,977,000 PRN   SOLE   2,977,000 0 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 15,635 1,234,990 SH   SOLE   1,234,990 0 0
PVH CORP COM 693656100 915 9,671 SH   OTR 1 0 9,671 0
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Q2 HLDGS INC COM 74736L109 252 3,300 SH   SOLE   3,300 0 0
Q2 HLDGS INC COM 74736L109 1,383 18,110 SH   OTR 1 0 18,110 0
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QEP RES INC COM 74733V100 256 35,387 SH   SOLE   35,387 0 0
QEP RES INC COM 74733V100 1,257 173,900 SH   OTR 1 0 173,900 0
QORVO INC COM 74736K101 13,445 201,854 SH   OTR 1 0 201,854 0
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QUALCOMM INC COM 747525103 19,406 255,103 SH   OTR 1 0 255,103 0
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QUALYS INC COM 74758T303 1,393 16,000 SH   OTR 1 0 16,000 0
QUALYS INC COM 74758T303 253 2,900 SH   SOLE   2,900 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 3,145 166,472 SH   OTR 1 0 166,472 0
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QUEST DIAGNOSTICS INC COM 74834L100 1,766 17,346 SH   OTR 1 0 17,346 0
QUEST DIAGNOSTICS INC COM 74834L100 307 3,017 SH   SOLE   3,017 0 0
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QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 14,076 14,543,000 PRN   OTR 1 0 14,543,000 0
QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 3,605 3,725,000 PRN   SOLE   3,725,000 0 0
RADIAN GROUP INC COM 750236101 914 40,000 SH   SOLE   40,000 0 0
RADIAN GROUP INC COM 750236101 5,071 221,907 SH   OTR 1 0 221,907 0
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RADIUS HEALTH INC COM NEW 750469207 1,329 54,539 SH   OTR 1 0 54,539 0
RADIUS HEALTH INC COM NEW 750469207 242 9,949 SH   SOLE   9,949 0 0
RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 1,002 1,104,000 PRN   OTR 1 0 1,104,000 0
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RADNET INC COM 750491102 348 25,206 SH   OTR 1 0 25,206 0
RADNET INC COM 750491102 58 4,186 SH   SOLE   4,186 0 0
RALPH LAUREN CORP CL A 751212101 9,018 79,387 SH   OTR 1 0 79,387 0
RALPH LAUREN CORP CL A 751212101 1,542 13,573 SH   OTR 5 0 13,573 0
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RAMBUS INC DEL COM 750917106 624 51,857 SH   OTR 1 0 51,857 0
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RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 16,313 16,548,000 PRN   OTR 1 0 16,548,000 0
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RAYMOND JAMES FINANCIAL INC COM 754730109 8,724 103,183 SH   OTR 1 0 103,183 0
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RAYTHEON CO COM NEW 755111507 8,872 51,022 SH   OTR 1 0 51,022 0
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REALPAGE INC NOTE 1.500%11/1 75606NAB5 652 434,000 PRN   SOLE   434,000 0 0
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RED HAT INC COM 756577102 4,309 22,947 SH   OTR 1 0 22,947 0
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RED HAT INC NOTE 0.250%10/0 756577AD4 32,659 12,828,000 PRN   OTR 1 0 12,828,000 0
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RENT A CTR INC NEW COM 76009N100 3,560 133,671 SH   OTR 1 0 133,671 0
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REPLIGEN CORP COM 759916109 2,863 33,313 SH   OTR 1 0 33,313 0
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REPUBLIC SVCS INC COM 760759100 9,177 105,921 SH   OTR 1 0 105,921 0
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V F CORP COM 918204108 3,856 44,142 SH   OTR 1 0 44,142 0
V F CORP COM 918204108 643 7,363 SH   SOLE   7,363 0 0
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WESTERN UN CO COM 959802109 2,651 133,276 SH   OTR 1 0 133,276 0
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WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 970 1,000,000 PRN   OTR 1 0 1,000,000 0
WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 1,266 1,305,000 PRN   SOLE   1,305,000 0 0
WILLIAMS COS INC DEL COM 969457100 6,363 226,922 SH   OTR 1 0 226,922 0
WILLIAMS COS INC DEL COM 969457100 854 30,472 SH   SOLE   30,472 0 0
WILLIAMS SONOMA INC COM 969904101 1,849 28,443 SH   SOLE   28,443 0 0
WILLIAMS SONOMA INC COM 969904101 8,343 128,349 SH   OTR 1 0 128,349 0
WILLIAMS SONOMA INC COM 969904101 877 13,496 SH   OTR 5 0 13,496 0
WILLIS LEASE FINANCE CORP COM 970646105 76 1,300 SH   SOLE   1,300 0 0
WILLIS LEASE FINANCE CORP COM 970646105 432 7,400 SH   OTR 1 0 7,400 0
WINGSTOP INC COM 974155103 663 7,000 SH   OTR 1 0 7,000 0
WINGSTOP INC COM 974155103 114 1,200 SH   SOLE   1,200 0 0
WIX COM LTD NOTE 7/0 92940WAB5 34,197 27,916,000 PRN   OTR 1 0 27,916,000 0
WIX COM LTD NOTE 7/0 92940WAB5 5,963 4,868,000 PRN   SOLE   4,868,000 0 0
WOODWARD INC COM 980745103 2,824 24,952 SH   OTR 1 0 24,952 0
WOODWARD INC COM 980745103 498 4,400 SH   SOLE   4,400 0 0
WORKDAY INC CL A 98138H101 2,042 9,935 SH   OTR 1 0 9,935 0
WORKDAY INC CL A 98138H101 232 1,130 SH   SOLE   1,130 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 48,388 32,221,000 PRN   OTR 1 0 32,221,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 124 83,000 PRN   OTR 4 8,000 75,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 15,218 10,128,000 PRN   SOLE   10,128,000 0 0
WORKDAY INC NOTE 1.500% 7/1 98138HAD3 1,657 657,000 PRN   SOLE   657,000 0 0
WORKIVA INC COM CL A 98139A105 1,245 21,427 SH   OTR 1 0 21,427 0
WORKIVA INC COM CL A 98139A105 221 3,800 SH   SOLE   3,800 0 0
WORLD FUEL SVCS CORP COM 981475106 4,078 113,400 SH   OTR 1 0 113,400 0
WORLD FUEL SVCS CORP COM 981475106 730 20,300 SH   SOLE   20,300 0 0
WORLDPAY INC CL A 981558109 3,543 28,910 SH   OTR 1 0 28,910 0
WORLDPAY INC CL A 981558109 49 397 SH   SOLE   397 0 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 5,339 4,938,000 PRN   OTR 1 0 4,938,000 0
WRIGHT MED GROUP INC NOTE 2.000% 2/1 98235TAE7 89 82,000 PRN   OTR 4 8,000 74,000 0
WYNDHAM DESTINATIONS INC COM 98310W108 266 6,051 SH   SOLE   6,051 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 2,316 52,765 SH   OTR 1 0 52,765 0
WYNN RESORTS LTD COM 983134107 623 5,023 SH   SOLE   5,023 0 0
WYNN RESORTS LTD COM 983134107 3,783 30,508 SH   OTR 1 0 30,508 0
XCEL ENERGY INC COM 98389B100 10,793 181,421 SH   OTR 1 0 181,421 0
XCEL ENERGY INC COM 98389B100 1,167 19,614 SH   SOLE   19,614 0 0
XENCOR INC COM 98401F105 1,669 40,774 SH   OTR 1 0 40,774 0
XENCOR INC COM 98401F105 295 7,206 SH   SOLE   7,206 0 0
XENIA HOTELS & RESORTS INC COM 984017103 3,919 187,974 SH   OTR 1 0 187,974 0
XENIA HOTELS & RESORTS INC COM 984017103 704 33,787 SH   SOLE   33,787 0 0
XEROX CORP COM NEW 984121608 4,136 116,797 SH   SOLE   116,797 0 0
XEROX CORP COM NEW 984121608 16,394 462,986 SH   OTR 1 0 462,986 0
XEROX CORP COM NEW 984121608 1,939 54,753 SH   OTR 5 0 54,753 0
XILINX INC COM 983919101 4,337 36,781 SH   OTR 1 0 36,781 0
XILINX INC COM 983919101 709 6,010 SH   SOLE   6,010 0 0
XPERI CORP COM 98421B100 2,835 137,699 SH   OTR 1 0 137,699 0
XPERI CORP COM 98421B100 510 24,775 SH   SOLE   24,775 0 0
XPO LOGISTICS INC COM 983793100 12,295 212,688 SH   OTR 1 0 212,688 0
XYLEM INC COM 98419M100 1,943 23,229 SH   OTR 1 0 23,229 0
XYLEM INC COM 98419M100 313 3,739 SH   SOLE   3,739 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 224 55,700 SH   OTR 1 0 55,700 0
YRC WORLDWIDE INC COM PAR $.01 984249607 44 11,000 SH   SOLE   11,000 0 0
YUM BRANDS INC COM 988498101 6,148 55,550 SH   OTR 1 0 55,550 0
YUM BRANDS INC COM 988498101 760 6,869 SH   SOLE   6,869 0 0
YUM CHINA HLDGS INC COM 98850P109 17,018 368,345 SH   OTR 1 0 368,345 0
YUM CHINA HLDGS INC COM 98850P109 1,095 23,696 SH   SOLE   23,696 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 5,066 24,184 SH   OTR 1 0 24,184 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 266 1,270 SH   SOLE   1,270 0 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 5,405 3,521,000 PRN   OTR 1 0 3,521,000 0
ZENDESK INC NOTE 0.250% 3/1 98936JAB7 2,754 1,794,000 PRN   SOLE   1,794,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 14,293 14,486,000 PRN   OTR 1 0 14,486,000 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 1,535 1,556,000 PRN   SOLE   1,556,000 0 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 5,379 4,753,000 PRN   OTR 1 0 4,753,000 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 88 78,000 PRN   OTR 4 8,000 70,000 0
ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 1,527 1,346,000 PRN   SOLE   1,346,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 792 6,724 SH   SOLE   6,724 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 5,847 49,659 SH   OTR 1 0 49,659 0
ZIONS BANCORPORATION N A COM 989701107 1,084 23,568 SH   OTR 1 0 23,568 0
ZIONS BANCORPORATION N A COM 989701107 173 3,771 SH   SOLE   3,771 0 0
ZIX CORP COM 98974P100 2,561 281,690 SH   OTR 1 0 281,690 0
ZIX CORP COM 98974P100 462 50,868 SH   SOLE   50,868 0 0
ZOETIS INC CL A 98978V103 7,478 65,894 SH   OTR 1 0 65,894 0
ZOETIS INC CL A 98978V103 1,241 10,937 SH   SOLE   10,937 0 0
ZSCALER INC COM 98980G102 529 6,900 SH   OTR 1 0 6,900 0
ZSCALER INC COM 98980G102 107 1,400 SH   SOLE   1,400 0 0
ZYNEX INC COM 98986M103 790 87,900 SH   OTR 1 0 87,900 0
ZYNEX INC COM 98986M103 145 16,100 SH   SOLE   16,100 0 0
ZYNGA INC CL A 98986T108 230 37,521 SH   SOLE   37,521 0 0
ZYNGA INC CL A 98986T108 1,409 229,800 SH   OTR 1 0 229,800 0