0001085146-20-000539.txt : 20200211 0001085146-20-000539.hdr.sgml : 20200211 20200210173650 ACCESSION NUMBER: 0001085146-20-000539 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200211 DATE AS OF CHANGE: 20200210 EFFECTIVENESS DATE: 20200211 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MACKAY SHIELDS LLC CENTRAL INDEX KEY: 0000061227 IRS NUMBER: 134080466 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00046 FILM NUMBER: 20593162 BUSINESS ADDRESS: STREET 1: 1345 AVENUE OF THE AMERICAS STREET 2: 42ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10105 BUSINESS PHONE: 212-230-3811 MAIL ADDRESS: STREET 1: 1345 AVENUE OF THE AMERICAS STREET 2: 42ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10105 FORMER COMPANY: FORMER CONFORMED NAME: MACKAY SHIELDS FINANCIAL CORP DATE OF NAME CHANGE: 19920929 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0000061227 XXXXXXXX 12-31-2019 12-31-2019 false MACKAY SHIELDS LLC

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

13F HOLDINGS REPORT 028-00046 N Rene A. Bustamante 212-230-3811 /s/ Rene A. Bustamante New York NY 02-04-2020 7 2832 14506997 1 0001133639 028-06325 NEW YORK LIFE INVESTMENT MANAGEMENT LLC 2 0001125816 028-06487 FIRST TRUST ADVISORS LP 3 0000071633 028-00065 NEW YORK LIFE INSURANCE CO 4 0001269119 028-10748 OPPENHEIMER ASSET MANAGEMENT INC. 5 0001162695 028-10044 MCMORGAN & CO LLC 6 0001447578 028-13256 RIVERNORTH CAPITAL MANAGEMENT, LLC 7 0001415996 028-13712 IndexIQ Advisors LLC INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 3M CO COM 88579Y101 2689 15240 SH SOLE 15240 0 0 3M CO COM 88579Y101 14535 82391 SH OTR 1 0 82391 0 AAR CORP COM 000361105 3184 70600 SH OTR 1 0 70600 0 AAR CORP COM 000361105 677 15000 SH SOLE 15000 0 0 AARONS INC COM PAR $0.50 002535300 1085 19000 SH OTR 1 0 19000 0 AARONS INC COM PAR $0.50 002535300 228 4000 SH SOLE 4000 0 0 ABBOTT LABS COM 002824100 22241 256060 SH OTR 1 0 256060 0 ABBOTT LABS COM 002824100 333 3839 SH OTR 5 0 3839 0 ABBOTT LABS COM 002824100 4293 49427 SH SOLE 49427 0 0 ABBVIE INC COM 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05352A100 12106 667004 SH OTR 1 0 667004 0 AVANTOR INC COM 05352A100 1064 58627 SH SOLE 58627 0 0 AVAYA HLDGS CORP COM 05351X101 3460 256329 SH OTR 1 0 256329 0 AVAYA HLDGS CORP COM 05351X101 734 54340 SH SOLE 54340 0 0 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 76 85000 PRN SOLE 85000 0 0 AVERY DENNISON CORP COM 053611109 2900 22171 SH OTR 1 0 22171 0 AVERY DENNISON CORP COM 053611109 464 3545 SH SOLE 3545 0 0 AVNET INC COM 053807103 21612 509227 SH OTR 1 0 509227 0 AVNET INC COM 053807103 1217 28668 SH OTR 5 0 28668 0 AVNET INC COM 053807103 1939 45687 SH SOLE 45687 0 0 AXA EQUITABLE HLDGS INC COM 054561105 10222 412519 SH OTR 1 0 412519 0 AXA EQUITABLE HLDGS INC COM 054561105 2016 81350 SH SOLE 81350 0 0 AXSOME THERAPEUTICS INC COM 05464T104 300 2900 SH OTR 1 0 2900 0 AXSOME THERAPEUTICS INC COM 05464T104 52 500 SH SOLE 500 0 0 AZZ INC COM 002474104 482 10500 SH SOLE 10500 0 0 AZZ INC COM 002474104 2176 47359 SH OTR 1 0 47359 0 BAIDU INC SPON ADR REP A 056752108 155 1223 SH OTR 1 0 1223 0 BAIDU INC SPON ADR REP A 056752108 114 900 SH SOLE 900 0 0 BAKER HUGHES COMPANY CL A 05722G100 2124 82857 SH OTR 1 0 82857 0 BAKER HUGHES COMPANY CL A 05722G100 438 17072 SH SOLE 17072 0 0 BALL CORP COM 058498106 2715 41987 SH OTR 1 0 41987 0 BALL CORP COM 058498106 558 8629 SH SOLE 8629 0 0 BANCO MACRO SA SPON ADR B 05961W105 1 29 SH DFND 1 0 29 0 BANCO MACRO SA SPON ADR B 05961W105 439 12100 SH SOLE 12100 0 0 BANCORP INC DEL COM 05969A105 3031 233655 SH OTR 1 0 233655 0 BANCORP INC DEL COM 05969A105 647 49851 SH SOLE 49851 0 0 BANK AMER CORP 7.25%CNV PFD L 060505682 19029 13126 SH SOLE 13126 0 0 BANK AMER CORP 7.25%CNV PFD L 060505682 145 100 SH OTR 4 0 100 0 BANK AMER CORP 7.25%CNV PFD L 060505682 9201 6350 SH DFND 1 0 6350 0 BANK AMER CORP 7.25%CNV PFD L 060505682 30021 20708 SH OTR 1 0 20708 0 BANK AMER CORP COM 060505104 82542 2343608 SH OTR 1 0 2343608 0 BANK AMER CORP COM 060505104 4115 116834 SH OTR 5 0 116834 0 BANK AMER CORP COM 060505104 13340 378773 SH SOLE 378773 0 0 BANK NEW YORK MELLON CORP COM 064058100 7046 140000 SH OTR 1 0 140000 0 BANK NEW YORK MELLON CORP COM 064058100 1122 22289 SH SOLE 22289 0 0 BANK OZK COM 06417N103 6676 218856 SH OTR 1 0 218856 0 BANK OZK COM 06417N103 1028 33712 SH SOLE 33712 0 0 BARNES & NOBLE ED INC COM 06777U101 683 159900 SH OTR 1 0 159900 0 BARNES & NOBLE ED INC COM 06777U101 147 34500 SH SOLE 34500 0 0 BARRETT BUSINESS SERVICES IN COM 068463108 2841 31407 SH OTR 1 0 31407 0 BARRETT BUSINESS SERVICES IN COM 068463108 600 6634 SH SOLE 6634 0 0 BASSETT FURNITURE INDS INC COM 070203104 150 9000 SH OTR 1 0 9000 0 BASSETT FURNITURE INDS INC COM 070203104 32 1900 SH SOLE 1900 0 0 BAXTER INTL INC COM 071813109 7070 84544 SH OTR 1 0 84544 0 BAXTER INTL INC COM 071813109 1125 13453 SH SOLE 13453 0 0 BAYCOM CORP COM 07272M107 400 17602 SH OTR 1 0 17602 0 BAYCOM CORP COM 07272M107 75 3300 SH SOLE 3300 0 0 BCB BANCORP INC COM 055298103 207 15005 SH SOLE 15005 0 0 BCB BANCORP INC COM 055298103 971 70417 SH OTR 1 0 70417 0 BEAZER HOMES USA INC COM NEW 07556Q881 1941 137400 SH OTR 1 0 137400 0 BEAZER HOMES USA INC COM NEW 07556Q881 411 29100 SH SOLE 29100 0 0 BECTON DICKINSON & CO COM 075887109 10864 39944 SH OTR 1 0 39944 0 BECTON DICKINSON & CO COM 075887109 1958 7198 SH SOLE 7198 0 0 BECTON DICKINSON & CO PFD SHS CONV A 075887208 6227 95128 SH DFND 1 0 95128 0 BECTON DICKINSON & CO PFD SHS CONV A 075887208 30216 460908 SH OTR 1 0 460908 0 BECTON DICKINSON & CO PFD SHS CONV A 075887208 96 1467 SH OTR 4 0 1467 0 BECTON DICKINSON & CO PFD SHS CONV A 075887208 11305 172440 SH SOLE 172440 0 0 BELDEN INC COM 077454106 3005 54634 SH OTR 1 0 54634 0 BELDEN INC COM 077454106 638 11600 SH SOLE 11600 0 0 BENCHMARK ELECTRS INC COM 08160H101 3054 88890 SH OTR 1 0 88890 0 BENCHMARK ELECTRS INC COM 08160H101 643 18700 SH SOLE 18700 0 0 BERKLEY W R CORP COM 084423102 1277 18482 SH OTR 1 0 18482 0 BERKLEY W R CORP COM 084423102 237 3436 SH SOLE 3436 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 75774 334541 SH OTR 1 0 334541 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3637 16056 SH OTR 5 0 16056 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 16001 70646 SH SOLE 70646 0 0 BERKSHIRE HILLS BANCORP INC COM 084680107 1427 43400 SH OTR 1 0 43400 0 BERKSHIRE HILLS BANCORP INC COM 084680107 296 9000 SH SOLE 9000 0 0 BERRY PETE CORP COM 08579X101 1857 196900 SH OTR 1 0 196900 0 BERRY PETE CORP COM 08579X101 383 40600 SH SOLE 40600 0 0 BEST BUY INC COM 086516101 28726 327176 SH OTR 1 0 327176 0 BEST BUY INC COM 086516101 1450 16513 SH OTR 5 0 16513 0 BEST BUY INC COM 086516101 3764 42872 SH SOLE 42872 0 0 BG STAFFING INC COM 05544A109 350 15972 SH OTR 1 0 15972 0 BG STAFFING INC COM 05544A109 78 3566 SH SOLE 3566 0 0 BIGLARI HLDGS INC COM STK CL B 08986R309 198 1730 SH OTR 1 0 1730 0 BIGLARI HLDGS INC COM STK CL B 08986R309 43 380 SH SOLE 380 0 0 BIODELIVERY SCIENCES INTL IN COM 09060J106 2687 425200 SH OTR 1 0 425200 0 BIODELIVERY SCIENCES INTL IN COM 09060J106 568 89800 SH SOLE 89800 0 0 BIOGEN INC COM 09062X103 25809 86978 SH OTR 1 0 86978 0 BIOGEN INC COM 09062X103 1720 5795 SH OTR 5 0 5795 0 BIOGEN INC COM 09062X103 3473 11705 SH SOLE 11705 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 178 2100 SH OTR 1 0 2100 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 110 1297 SH SOLE 1297 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 6074 5749000 PRN DFND 1 0 5749000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 49618 46854000 PRN OTR 1 0 46854000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 91 86000 PRN OTR 4 0 86000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 14485 13678000 PRN SOLE 13678000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 354 325000 PRN SOLE 325000 0 0 BLACKBAUD INC COM 09227Q100 3294 41387 SH OTR 1 0 41387 0 BLACKBAUD INC COM 09227Q100 716 9000 SH SOLE 9000 0 0 BLACKLINE INC COM 09239B109 3426 66456 SH OTR 1 0 66456 0 BLACKLINE INC COM 09239B109 727 14100 SH SOLE 14100 0 0 BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 504 34857 SH OTR 1 0 34857 0 BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 2713 187485 SH SOLE 187485 0 0 BLACKROCK INC COM 09247X101 1541 3066 SH SOLE 3066 0 0 BLACKROCK INC COM 09247X101 9180 18261 SH OTR 1 0 18261 0 BLACKROCK INVT QUALITY MUN T COM 09247D105 630 40431 SH OTR 1 0 40431 0 BLACKROCK INVT QUALITY MUN T COM 09247D105 4304 276282 SH SOLE 276282 0 0 BLACKROCK LONG-TERM MUNI ADV COM 09250B103 1045 81807 SH SOLE 81807 0 0 BLACKROCK MUN 2030 TAR TERM COM SHS BEN IN 09257P105 4057 167704 SH SOLE 167704 0 0 BLACKROCK MUNI INCOME INV QL COM 09250G102 258 18120 SH OTR 1 0 18120 0 BLACKROCK MUNI INCOME INV QL COM 09250G102 69 4861 SH SOLE 4861 0 0 BLACKROCK MUNI INTER DR FD I COM 09253X102 11698 821500 SH SOLE 821500 0 0 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 789 70702 SH OTR 1 0 70702 0 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 1133 101543 SH SOLE 101543 0 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 8014 558453 SH SOLE 558453 0 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 935 68572 SH SOLE 68572 0 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 936 70458 SH OTR 1 0 70458 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 1321 99381 SH SOLE 99381 0 0 BLACKROCK MUNIHOLDNGS QLTY I COM 09254A101 245 19526 SH SOLE 19526 0 0 BLACKROCK MUNIVEST FD INC COM 09253R105 4430 486305 SH SOLE 486305 0 0 BLACKROCK MUNIY QUALITY FD I COM 09254G108 736 56581 SH SOLE 56581 0 0 BLACKROCK MUNIYIELD N J FD I COM 09254Y109 468 31029 SH SOLE 31029 0 0 BLACKROCK MUNIYIELD NY QLTY COM 09255E102 994 75941 SH SOLE 75941 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254F100 1005 66750 SH SOLE 66750 0 0 BLACKROCK MUNIYLD INVST QLTY COM 09254T100 323 23851 SH OTR 1 0 23851 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 6415 451928 SH SOLE 451928 0 0 BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 359 25594 SH SOLE 25594 0 0 BLACKROCK NY MUN INCOME TR I COM 09249R102 415 28807 SH OTR 1 0 28807 0 BLACKROCK NY MUN INCOME TR I COM 09249R102 626 43470 SH SOLE 43470 0 0 BLOCK H & R INC COM 093671105 604 25718 SH OTR 1 0 25718 0 BLOCK H & R INC COM 093671105 111 4716 SH SOLE 4716 0 0 BLOOMIN BRANDS INC COM 094235108 2350 106500 SH OTR 1 0 106500 0 BLOOMIN BRANDS INC COM 094235108 508 23000 SH SOLE 23000 0 0 BLUEPRINT MEDICINES CORP COM 09627Y109 453 5653 SH SOLE 5653 0 0 BLUEPRINT MEDICINES CORP COM 09627Y109 2096 26169 SH OTR 1 0 26169 0 BMC STK HLDGS INC COM 05591B109 694 24200 SH SOLE 24200 0 0 BMC STK HLDGS INC COM 05591B109 3278 114266 SH OTR 1 0 114266 0 BNY MELLON MUN INCOME INC COM 05589T104 3657 411326 SH SOLE 411326 0 0 BOEING CO COM 097023105 33992 104346 SH OTR 1 0 104346 0 BOEING CO COM 097023105 645 1980 SH OTR 5 0 1980 0 BOEING CO COM 097023105 5387 16536 SH SOLE 16536 0 0 BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 11173 12576000 PRN OTR 1 0 12576000 0 BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 2503 2817000 PRN SOLE 2817000 0 0 BOISE CASCADE CO DEL COM 09739D100 3021 82700 SH OTR 1 0 82700 0 BOISE CASCADE CO DEL COM 09739D100 639 17500 SH SOLE 17500 0 0 BOOKING HLDGS INC COM 09857L108 33307 16218 SH OTR 1 0 16218 0 BOOKING HLDGS INC COM 09857L108 939 457 SH OTR 5 0 457 0 BOOKING HLDGS INC COM 09857L108 4013 1954 SH SOLE 1954 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 16025 225292 SH OTR 1 0 225292 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1194 16789 SH SOLE 16789 0 0 BORGWARNER INC COM 099724106 1145 26385 SH OTR 1 0 26385 0 BORGWARNER INC COM 099724106 211 4865 SH SOLE 4865 0 0 BOSTON BEER INC CL A 100557107 3854 10200 SH OTR 1 0 10200 0 BOSTON BEER INC CL A 100557107 756 2000 SH SOLE 2000 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 1178 97900 SH OTR 1 0 97900 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 266 22100 SH SOLE 22100 0 0 BOSTON PROPERTIES INC COM 101121101 4714 34191 SH OTR 1 0 34191 0 BOSTON PROPERTIES INC COM 101121101 778 5642 SH SOLE 5642 0 0 BOSTON SCIENTIFIC CORP COM 101137107 8048 177970 SH OTR 1 0 177970 0 BOSTON SCIENTIFIC CORP COM 101137107 1673 36987 SH SOLE 36987 0 0 BOTTOMLINE TECH DEL INC COM 101388106 2980 55600 SH OTR 1 0 55600 0 BOTTOMLINE TECH DEL INC COM 101388106 611 11400 SH SOLE 11400 0 0 BRAEMAR HOTELS & RESORTS INC COM 10482B101 438 48997 SH OTR 1 0 48997 0 BRAEMAR HOTELS & RESORTS INC COM 10482B101 88 9893 SH SOLE 9893 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1757 111559 SH OTR 1 0 111559 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 156 9903 SH SOLE 9903 0 0 BRIDGE BANCORP INC COM 108035106 401 11951 SH SOLE 11951 0 0 BRIDGE BANCORP INC COM 108035106 1887 56264 SH OTR 1 0 56264 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 597 43334 SH OTR 1 0 43334 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 136 9900 SH SOLE 9900 0 0 BRIGHTCOVE INC COM 10921T101 110 12700 SH OTR 1 0 12700 0 BRIGHTCOVE INC COM 10921T101 22 2500 SH SOLE 2500 0 0 BRIGHTHOUSE FINL INC COM 10922N103 13404 341675 SH OTR 1 0 341675 0 BRIGHTHOUSE FINL INC COM 10922N103 1170 29824 SH OTR 5 0 29824 0 BRIGHTHOUSE FINL INC COM 10922N103 2198 56033 SH SOLE 56033 0 0 BRIGHTSPHERE INVT GROUP INC COM 10948W103 622 60900 SH OTR 1 0 60900 0 BRIGHTSPHERE INVT GROUP INC COM 10948W103 118 11500 SH SOLE 11500 0 0 BRINKS CO COM 109696104 161 1776 SH SOLE 1776 0 0 BRINKS CO COM 109696104 257 2836 SH OTR 5 0 2836 0 BRINKS CO COM 109696104 959 10572 SH OTR 1 0 10572 0 BRISTOL MYERS SQUIBB CO COM 110122108 294 4584 SH OTR 5 0 4584 0 BRISTOL MYERS SQUIBB CO COM 110122108 4127 64295 SH SOLE 64295 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 21989 342564 SH OTR 1 0 342564 0 BROADCOM INC 8% CNV PFD SER A 11135F200 13453 11520 SH SOLE 11520 0 0 BROADCOM INC 8% CNV PFD SER A 11135F200 6747 5728 SH DFND 1 0 5728 0 BROADCOM INC 8% CNV PFD SER A 11135F200 18311 15680 SH OTR 1 0 15680 0 BROADCOM INC 8% CNV PFD SER A 11135F200 100 85 SH OTR 4 0 85 0 BROADCOM INC COM 11135F101 47659 150810 SH OTR 1 0 150810 0 BROADCOM INC COM 11135F101 2438 7716 SH OTR 5 0 7716 0 BROADCOM INC COM 11135F101 6712 21240 SH SOLE 21240 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1818 14715 SH OTR 1 0 14715 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 384 3107 SH SOLE 3107 0 0 BROWN FORMAN CORP CL B 115637209 1572 23254 SH OTR 1 0 23254 0 BROWN FORMAN CORP CL B 115637209 363 5376 SH SOLE 5376 0 0 BRUKER CORP COM 116794108 12744 250039 SH OTR 1 0 250039 0 BRUKER CORP COM 116794108 1321 25908 SH SOLE 25908 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 3740 147200 SH OTR 1 0 147200 0 BUILDERS FIRSTSOURCE INC COM 12008R107 788 31000 SH SOLE 31000 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1355 17322 SH OTR 1 0 17322 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 297 3796 SH SOLE 3796 0 0 CABOT CORP COM 127055101 3614 76057 SH OTR 1 0 76057 0 CABOT CORP COM 127055101 544 11458 SH SOLE 11458 0 0 CABOT OIL & GAS CORP COM 127097103 4345 249595 SH OTR 1 0 249595 0 CABOT OIL & GAS CORP COM 127097103 386 22153 SH SOLE 22153 0 0 CACI INTL INC CL A 127190304 14288 57153 SH OTR 1 0 57153 0 CACI INTL INC CL A 127190304 1239 4957 SH OTR 5 0 4957 0 CACI INTL INC CL A 127190304 2137 8547 SH SOLE 8547 0 0 CADENCE BANCORPORATION CL A 12739A100 3699 204000 SH OTR 1 0 204000 0 CADENCE BANCORPORATION CL A 12739A100 787 43400 SH SOLE 43400 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 2855 41169 SH SOLE 41169 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 25777 371637 SH OTR 1 0 371637 0 CADENCE DESIGN SYSTEM INC COM 127387108 1433 20664 SH OTR 5 0 20664 0 CAESARS ENTMT CORP COM 127686103 5870 431598 SH OTR 1 0 431598 0 CAESARS ENTMT CORP COM 127686103 740 54436 SH SOLE 54436 0 0 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 12245 6357000 PRN OTR 1 0 6357000 0 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 4411 2290000 PRN SOLE 2290000 0 0 CALAMP CORP COM 128126109 1014 105883 SH OTR 1 0 105883 0 CALAMP CORP COM 128126109 220 22938 SH SOLE 22938 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 3233 62700 SH OTR 1 0 62700 0 CALIFORNIA WTR SVC GROUP COM 130788102 696 13500 SH SOLE 13500 0 0 CAMDEN PPTY TR SH BEN INT 133131102 1862 17551 SH OTR 1 0 17551 0 CAMDEN PPTY TR SH BEN INT 133131102 145 1370 SH SOLE 1370 0 0 CAMPBELL SOUP CO COM 134429109 1065 21544 SH OTR 1 0 21544 0 CAMPBELL SOUP CO COM 134429109 196 3962 SH SOLE 3962 0 0 CANNAE HLDGS INC COM 13765N107 2572 69149 SH OTR 1 0 69149 0 CANNAE HLDGS INC COM 13765N107 541 14536 SH SOLE 14536 0 0 CAPITAL ONE FINL CORP COM 14040H105 11009 106978 SH OTR 1 0 106978 0 CAPITAL ONE FINL CORP COM 14040H105 253 2462 SH OTR 5 0 2462 0 CAPITAL ONE FINL CORP COM 14040H105 2181 21194 SH SOLE 21194 0 0 CAPSTAR FINL HLDGS INC COM 14070T102 338 20300 SH OTR 1 0 20300 0 CAPSTAR FINL HLDGS INC COM 14070T102 75 4500 SH SOLE 4500 0 0 CARDINAL HEALTH INC COM 14149Y108 8712 172241 SH OTR 1 0 172241 0 CARDINAL HEALTH INC COM 14149Y108 1104 21829 SH SOLE 21829 0 0 CARLISLE COS INC COM 142339100 2441 15082 SH OTR 1 0 15082 0 CARLISLE COS INC COM 142339100 322 1987 SH SOLE 1987 0 0 CARMAX INC COM 143130102 394 4495 SH SOLE 4495 0 0 CARMAX INC COM 143130102 1855 21156 SH OTR 1 0 21156 0 CARNIVAL CORP UNIT 99/99/9999 143658300 4104 80730 SH OTR 1 0 80730 0 CARNIVAL CORP UNIT 99/99/9999 143658300 548 10788 SH SOLE 10788 0 0 CATERPILLAR INC DEL COM 149123101 11902 80592 SH OTR 1 0 80592 0 CATERPILLAR INC DEL COM 149123101 2177 14740 SH SOLE 14740 0 0 CATO CORP NEW CL A 149205106 261 15000 SH OTR 1 0 15000 0 CATO CORP NEW CL A 149205106 54 3100 SH SOLE 3100 0 0 CBOE GLOBAL MARKETS INC COM 12503M108 795 6621 SH SOLE 6621 0 0 CBOE GLOBAL MARKETS INC COM 12503M108 6426 53547 SH OTR 1 0 53547 0 CBRE GROUP INC CL A 12504L109 2885 47072 SH OTR 1 0 47072 0 CBRE GROUP INC CL A 12504L109 630 10278 SH SOLE 10278 0 0 CDK GLOBAL INC COM 12508E101 2446 44732 SH OTR 1 0 44732 0 CDK GLOBAL INC COM 12508E101 435 7948 SH SOLE 7948 0 0 CDW CORP COM 12514G108 26154 183102 SH OTR 1 0 183102 0 CDW CORP COM 12514G108 1443 10100 SH OTR 5 0 10100 0 CDW CORP COM 12514G108 3261 22832 SH SOLE 22832 0 0 CELANESE CORP DEL COM 150870103 1910 15513 SH OTR 1 0 15513 0 CELANESE CORP DEL COM 150870103 426 3463 SH SOLE 3463 0 0 CENTENE CORP DEL COM 15135B101 719 11431 SH SOLE 11431 0 0 CENTENE CORP DEL COM 15135B101 3527 56104 SH OTR 1 0 56104 0 CENTERPOINT ENERGY INC COM 15189T107 2340 85800 SH SOLE 85800 0 0 CENTERPOINT ENERGY INC COM 15189T107 14677 538197 SH OTR 1 0 538197 0 CENTERPOINT ENERGY INC COM 15189T107 1272 46644 SH OTR 5 0 46644 0 CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 19 380 SH DFND 1 0 380 0 CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 2453 50200 SH SOLE 50200 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 3200 109000 SH OTR 1 0 109000 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 678 23100 SH SOLE 23100 0 0 CENTURY BANCORP INC MASS CL A NON VTG 156432106 1427 15865 SH OTR 1 0 15865 0 CENTURY BANCORP INC MASS CL A NON VTG 156432106 299 3321 SH SOLE 3321 0 0 CENTURY CASINOS INC COM 156492100 363 45800 SH OTR 1 0 45800 0 CENTURY CASINOS INC COM 156492100 77 9700 SH SOLE 9700 0 0 CENTURYLINK INC COM 156700106 4108 311012 SH OTR 1 0 311012 0 CENTURYLINK INC COM 156700106 543 41106 SH SOLE 41106 0 0 CENTURYLINK INC COM 156700106 105 7960 SH OTR 5 0 7960 0 CERNER CORP COM 156782104 4116 56082 SH OTR 1 0 56082 0 CERNER CORP COM 156782104 770 10496 SH SOLE 10496 0 0 CF INDS HLDGS INC COM 125269100 1397 29272 SH OTR 1 0 29272 0 CF INDS HLDGS INC COM 125269100 311 6514 SH SOLE 6514 0 0 CHANNELADVISOR CORP COM 159179100 101 11200 SH OTR 1 0 11200 0 CHANNELADVISOR CORP COM 159179100 20 2200 SH SOLE 2200 0 0 CHARLES RIV LABS INTL INC COM 159864107 1487 9736 SH SOLE 9736 0 0 CHARLES RIV LABS INTL INC COM 159864107 16916 110739 SH OTR 1 0 110739 0 CHARLES RIV LABS INTL INC COM 159864107 104 683 SH OTR 5 0 683 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 4956 10216 SH SOLE 10216 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 34582 71291 SH OTR 1 0 71291 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 2021 4167 SH OTR 5 0 4167 0 CHEGG INC NOTE 0.250% 5/1 163092AB5 5 3000 PRN DFND 1 0 3000 0 CHEGG INC NOTE 0.250% 5/1 163092AB5 129 85000 PRN SOLE 85000 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 16 20000 PRN DFND 1 0 20000 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 206 260000 PRN SOLE 260000 0 0 CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 136 280000 PRN SOLE 280000 0 0 CHEVRON CORP NEW COM 166764100 10749 89193 SH SOLE 89193 0 0 CHEVRON CORP NEW COM 166764100 49148 407834 SH OTR 1 0 407834 0 CHEVRON CORP NEW COM 166764100 3495 29003 SH OTR 5 0 29003 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 745 890 SH SOLE 890 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 3956 4726 SH OTR 1 0 4726 0 CHURCH & DWIGHT INC COM 171340102 2216 31500 SH OTR 1 0 31500 0 CHURCH & DWIGHT INC COM 171340102 471 6701 SH SOLE 6701 0 0 CIGNA CORP NEW COM 125523100 31523 154153 SH OTR 1 0 154153 0 CIGNA CORP NEW COM 125523100 1693 8279 SH OTR 5 0 8279 0 CIGNA CORP NEW COM 125523100 4708 23023 SH SOLE 23023 0 0 CIMAREX ENERGY CO COM 171798101 680 12946 SH OTR 1 0 12946 0 CIMAREX ENERGY CO COM 171798101 126 2396 SH SOLE 2396 0 0 CINCINNATI FINL CORP COM 172062101 418 3973 SH SOLE 3973 0 0 CINCINNATI FINL CORP COM 172062101 2038 19378 SH OTR 1 0 19378 0 CINTAS CORP COM 172908105 2895 10760 SH OTR 1 0 10760 0 CINTAS CORP COM 172908105 588 2186 SH SOLE 2186 0 0 CIRRUS LOGIC INC COM 172755100 4801 58259 SH OTR 1 0 58259 0 CIRRUS LOGIC INC COM 172755100 1022 12400 SH SOLE 12400 0 0 CISCO SYS INC COM 17275R102 42402 884106 SH OTR 1 0 884106 0 CISCO SYS INC COM 17275R102 764 15930 SH OTR 5 0 15930 0 CISCO SYS INC COM 17275R102 6692 139539 SH SOLE 139539 0 0 CITI TRENDS INC COM 17306X102 1172 50700 SH OTR 1 0 50700 0 CITI TRENDS INC COM 17306X102 252 10900 SH SOLE 10900 0 0 CITIGROUP INC COM NEW 172967424 5774 72270 SH SOLE 72270 0 0 CITIGROUP INC COM NEW 172967424 571 7142 SH OTR 5 0 7142 0 CITIGROUP INC COM NEW 172967424 28020 350726 SH OTR 1 0 350726 0 CITIZENS FINL GROUP INC COM 174610105 491 12083 SH SOLE 12083 0 0 CITIZENS FINL GROUP INC COM 174610105 2266 55797 SH OTR 1 0 55797 0 CITRIX SYS INC COM 177376100 6804 61353 SH OTR 1 0 61353 0 CITRIX SYS INC COM 177376100 858 7735 SH SOLE 7735 0 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 1484 61829 SH OTR 1 0 61829 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 309 12870 SH SOLE 12870 0 0 CLEAN HARBORS INC COM 184496107 16355 190726 SH OTR 1 0 190726 0 CLEAN HARBORS INC COM 184496107 1209 14099 SH OTR 5 0 14099 0 CLEAN HARBORS INC COM 184496107 2076 24206 SH SOLE 24206 0 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 3116 2605000 PRN DFND 1 0 2605000 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 2658 2219000 PRN SOLE 2219000 0 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 11751 9810000 PRN OTR 1 0 9810000 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 48 40000 PRN OTR 4 0 40000 0 CLOROX CO DEL COM 189054109 2474 16111 SH OTR 1 0 16111 0 CLOROX CO DEL COM 189054109 532 3464 SH SOLE 3464 0 0 CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 90 140000 PRN SOLE 140000 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 96 110000 PRN SOLE 110000 0 0 CME GROUP INC COM 12572Q105 10823 53921 SH OTR 1 0 53921 0 CME GROUP INC COM 12572Q105 1879 9362 SH SOLE 9362 0 0 CMS ENERGY CORP COM 125896100 477 7583 SH SOLE 7583 0 0 CMS ENERGY CORP COM 125896100 2546 40523 SH OTR 1 0 40523 0 COCA COLA CO COM 191216100 7191 129920 SH SOLE 129920 0 0 COCA COLA CO COM 191216100 925 16708 SH OTR 5 0 16708 0 COCA COLA CO COM 191216100 38274 691482 SH OTR 1 0 691482 0 COCA COLA CONSOLIDATED INC COM 191098102 3158 11118 SH OTR 1 0 11118 0 COCA COLA CONSOLIDATED INC COM 191098102 686 2414 SH SOLE 2414 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6008 96871 SH OTR 1 0 96871 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 909 14652 SH SOLE 14652 0 0 COLGATE PALMOLIVE CO COM 194162103 8948 129985 SH OTR 1 0 129985 0 COLGATE PALMOLIVE CO COM 194162103 1572 22840 SH SOLE 22840 0 0 COLLEGIUM PHARMACEUTICAL INC COM 19459J104 502 24400 SH SOLE 24400 0 0 COLLEGIUM PHARMACEUTICAL INC COM 19459J104 2328 113100 SH OTR 1 0 113100 0 COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 133 135000 PRN SOLE 135000 0 0 COLONY CAP INC NEW CL A COM 19626G108 329 69269 SH SOLE 69269 0 0 COLONY CAP INC NEW CL A COM 19626G108 9034 1901894 SH OTR 1 0 1901894 0 COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 12 9000 PRN DFND 1 0 9000 0 COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 136 101000 PRN SOLE 101000 0 0 COLUMBIA PPTY TR INC COM NEW 198287203 1944 92973 SH OTR 1 0 92973 0 COLUMBIA PPTY TR INC COM NEW 198287203 177 8461 SH SOLE 8461 0 0 COMCAST CORP NEW CL A 20030N101 45722 1016721 SH OTR 1 0 1016721 0 COMCAST CORP NEW CL A 20030N101 3281 72962 SH OTR 5 0 72962 0 COMCAST CORP NEW CL A 20030N101 9812 218188 SH SOLE 218188 0 0 COMERICA INC COM 200340107 1786 24898 SH OTR 1 0 24898 0 COMERICA INC COM 200340107 301 4197 SH SOLE 4197 0 0 COMFORT SYS USA INC COM 199908104 3255 65300 SH OTR 1 0 65300 0 COMFORT SYS USA INC COM 199908104 693 13900 SH SOLE 13900 0 0 COMMERCIAL VEH GROUP INC COM 202608105 2325 366181 SH OTR 1 0 366181 0 COMMERCIAL VEH GROUP INC COM 202608105 493 77600 SH SOLE 77600 0 0 COMMVAULT SYSTEMS INC COM 204166102 3098 69401 SH OTR 1 0 69401 0 COMMVAULT SYSTEMS INC COM 204166102 661 14800 SH SOLE 14800 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 878 33250 SH OTR 1 0 33250 0 COMPUTER PROGRAMS & SYS INC COM 205306103 182 6900 SH SOLE 6900 0 0 CONAGRA BRANDS INC COM 205887102 449 13122 SH SOLE 13122 0 0 CONAGRA BRANDS INC COM 205887102 2125 62072 SH OTR 1 0 62072 0 CONCHO RES INC COM 20605P101 2245 25642 SH OTR 1 0 25642 0 CONCHO RES INC COM 20605P101 474 5412 SH SOLE 5412 0 0 CONMED CORP COM 207410101 3769 33700 SH OTR 1 0 33700 0 CONMED CORP COM 207410101 794 7100 SH SOLE 7100 0 0 CONNECTONE BANCORP INC NEW COM 20786W107 1692 65800 SH OTR 1 0 65800 0 CONNECTONE BANCORP INC NEW COM 20786W107 358 13900 SH SOLE 13900 0 0 CONOCOPHILLIPS COM 20825C104 16699 256784 SH OTR 1 0 256784 0 CONOCOPHILLIPS COM 20825C104 974 14977 SH OTR 5 0 14977 0 CONOCOPHILLIPS COM 20825C104 3377 51928 SH SOLE 51928 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 10 2700 SH SOLE 2700 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 60 15500 SH OTR 1 0 15500 0 CONSOLIDATED EDISON INC COM 209115104 2311 25549 SH SOLE 25549 0 0 CONSOLIDATED EDISON INC COM 209115104 1277 14120 SH OTR 5 0 14120 0 CONSOLIDATED EDISON INC COM 209115104 17371 192007 SH OTR 1 0 192007 0 CONSTELLATION BRANDS INC CL A 21036P108 5514 29061 SH OTR 1 0 29061 0 CONSTELLATION BRANDS INC CL A 21036P108 841 4430 SH SOLE 4430 0 0 CONTURA ENERGY INC COM 21241B100 402 44400 SH OTR 1 0 44400 0 CONTURA ENERGY INC COM 21241B100 94 10400 SH SOLE 10400 0 0 COOPER COS INC COM NEW 216648402 2031 6322 SH OTR 1 0 6322 0 COOPER COS INC COM NEW 216648402 442 1375 SH SOLE 1375 0 0 COOPER STD HLDGS INC COM 21676P103 159 4800 SH SOLE 4800 0 0 COOPER STD HLDGS INC COM 21676P103 865 26100 SH OTR 1 0 26100 0 COPART INC COM 217204106 2388 26255 SH OTR 1 0 26255 0 COPART INC COM 217204106 495 5441 SH SOLE 5441 0 0 CORCEPT THERAPEUTICS INC COM 218352102 2518 208100 SH OTR 1 0 208100 0 CORCEPT THERAPEUTICS INC COM 218352102 546 45100 SH SOLE 45100 0 0 CORE MARK HOLDING CO INC COM 218681104 433 15916 SH OTR 1 0 15916 0 CORE MARK HOLDING CO INC COM 218681104 74 2719 SH SOLE 2719 0 0 COREPOINT LODGING INC COM 21872L104 1538 143995 SH OTR 1 0 143995 0 COREPOINT LODGING INC COM 21872L104 307 28779 SH SOLE 28779 0 0 CORESITE RLTY CORP COM 21870Q105 373 3329 SH OTR 1 0 3329 0 CORESITE RLTY CORP COM 21870Q105 71 636 SH SOLE 636 0 0 CORNERSTONE ONDEMAND INC COM 21925Y103 3906 66719 SH OTR 1 0 66719 0 CORNERSTONE ONDEMAND INC COM 21925Y103 820 14000 SH SOLE 14000 0 0 CORNING INC COM 219350105 2874 98716 SH OTR 1 0 98716 0 CORNING INC COM 219350105 602 20695 SH SOLE 20695 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 2439 83024 SH OTR 1 0 83024 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 237 8080 SH SOLE 8080 0 0 CORTEVA INC COM 22052L104 4174 141210 SH OTR 1 0 141210 0 CORTEVA INC COM 22052L104 521 17614 SH SOLE 17614 0 0 CORVEL CORP COM 221006109 210 2400 SH OTR 1 0 2400 0 CORVEL CORP COM 221006109 35 400 SH SOLE 400 0 0 COSTCO WHSL CORP NEW COM 22160K105 2195 7469 SH OTR 5 0 7469 0 COSTCO WHSL CORP NEW COM 22160K105 5110 17385 SH SOLE 17385 0 0 COSTCO WHSL CORP NEW COM 22160K105 46312 157565 SH OTR 1 0 157565 0 COTY INC COM CL A 222070203 79 7024 SH SOLE 7024 0 0 COTY INC COM CL A 222070203 425 37790 SH OTR 1 0 37790 0 COUPA SOFTWARE INC NOTE 0.375% 1/1 22266LAB2 233 71000 PRN SOLE 71000 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 799 5200 SH OTR 1 0 5200 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 184 1200 SH SOLE 1200 0 0 CRANE CO COM 224399105 1367 15826 SH OTR 1 0 15826 0 CRANE CO COM 224399105 30 344 SH SOLE 344 0 0 CRAWFORD & CO CL A 224633206 587 51200 SH OTR 1 0 51200 0 CRAWFORD & CO CL A 224633206 124 10800 SH SOLE 10800 0 0 CREE INC NOTE 0.875% 9/0 225447AB7 112 105000 PRN SOLE 105000 0 0 CROCS INC COM 227046109 591 14100 SH SOLE 14100 0 0 CROCS INC COM 227046109 2828 67500 SH OTR 1 0 67500 0 CROSS CTRY HEALTHCARE INC COM 227483104 873 75100 SH OTR 1 0 75100 0 CROSS CTRY HEALTHCARE INC COM 227483104 193 16600 SH SOLE 16600 0 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 28 22 SH DFND 1 0 22 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 19036 14838 SH OTR 1 0 14838 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 4449 3468 SH SOLE 3468 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 8941 62895 SH OTR 1 0 62895 0 CROWN CASTLE INTL CORP NEW COM 22822V101 176 1236 SH OTR 5 0 1236 0 CROWN CASTLE INTL CORP NEW COM 22822V101 1900 13365 SH SOLE 13365 0 0 CSX CORP COM 126408103 9218 127395 SH OTR 1 0 127395 0 CSX CORP COM 126408103 1397 19311 SH SOLE 19311 0 0 CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 27 27000 PRN DFND 1 0 27000 0 CUMMINS INC COM 231021106 9233 51595 SH OTR 1 0 51595 0 CUMMINS INC COM 231021106 328 1835 SH OTR 5 0 1835 0 CUMMINS INC COM 231021106 1326 7411 SH SOLE 7411 0 0 CUMULUS MEDIA INC COM CLASS A 231082801 383 21800 SH OTR 1 0 21800 0 CUMULUS MEDIA INC COM CLASS A 231082801 79 4500 SH SOLE 4500 0 0 CURO GROUP HLDGS CORP COM 23131L107 515 42300 SH OTR 1 0 42300 0 CURO GROUP HLDGS CORP COM 23131L107 96 7900 SH SOLE 7900 0 0 CURTISS WRIGHT CORP COM 231561101 1239 8792 SH SOLE 8792 0 0 CURTISS WRIGHT CORP COM 231561101 9075 64412 SH OTR 1 0 64412 0 CURTISS WRIGHT CORP COM 231561101 733 5205 SH OTR 5 0 5205 0 CUSTOMERS BANCORP INC COM 23204G100 604 25383 SH SOLE 25383 0 0 CUSTOMERS BANCORP INC COM 23204G100 2830 118878 SH OTR 1 0 118878 0 CUTERA INC COM 232109108 2081 58100 SH OTR 1 0 58100 0 CUTERA INC COM 232109108 437 12200 SH SOLE 12200 0 0 CVR ENERGY INC COM 12662P108 2888 71433 SH OTR 1 0 71433 0 CVR ENERGY INC COM 12662P108 612 15144 SH SOLE 15144 0 0 CVS HEALTH CORP COM 126650100 13987 188270 SH OTR 1 0 188270 0 CVS HEALTH CORP COM 126650100 2544 34241 SH SOLE 34241 0 0 CYPRESS SEMICONDUCTOR CORP NOTE 2.000% 2/0 232806AP4 12257 10074000 PRN OTR 1 0 10074000 0 CYPRESS SEMICONDUCTOR CORP NOTE 2.000% 2/0 232806AP4 1380 1134000 PRN SOLE 1134000 0 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 47 27000 PRN OTR 4 0 27000 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 3126 1793000 PRN DFND 1 0 1793000 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 251 144000 PRN SOLE 144000 0 0 CYRUSONE INC COM 23283R100 3166 48384 SH OTR 1 0 48384 0 CYRUSONE INC COM 23283R100 304 4648 SH SOLE 4648 0 0 D R HORTON INC COM 23331A109 2602 49331 SH OTR 1 0 49331 0 D R HORTON INC COM 23331A109 487 9239 SH SOLE 9239 0 0 DANA INCORPORATED COM 235825205 1301 71500 SH OTR 1 0 71500 0 DANA INCORPORATED COM 235825205 291 16000 SH SOLE 16000 0 0 DANAHER CORPORATION COM 235851102 13972 91035 SH OTR 1 0 91035 0 DANAHER CORPORATION COM 235851102 2572 16759 SH SOLE 16759 0 0 DANAHER CORPORATION DBCV 1/2 235851AF9 18330 3132000 PRN DFND 1 0 3132000 0 DANAHER CORPORATION DBCV 1/2 235851AF9 30429 5197000 PRN SOLE 5197000 0 0 DANAHER CORPORATION DBCV 1/2 235851AF9 287 49000 PRN OTR 4 0 49000 0 DANAHER CORPORATION DBCV 1/2 235851AF9 88066 15041000 PRN OTR 1 0 15041000 0 DARDEN RESTAURANTS INC COM 237194105 17047 156379 SH OTR 1 0 156379 0 DARDEN RESTAURANTS INC COM 237194105 58 529 SH OTR 5 0 529 0 DARDEN RESTAURANTS INC COM 237194105 1602 14696 SH SOLE 14696 0 0 DARLING INGREDIENTS INC COM 237266101 4779 170200 SH OTR 1 0 170200 0 DARLING INGREDIENTS INC COM 237266101 1014 36100 SH SOLE 36100 0 0 DAVITA INC COM 23918K108 2369 31578 SH SOLE 31578 0 0 DAVITA INC COM 23918K108 14199 189244 SH OTR 1 0 189244 0 DAVITA INC COM 23918K108 1287 17157 SH OTR 5 0 17157 0 DBX ETF TR XTRACK HRVST CSI 233051879 1851 62445 SH OTR 1 0 62445 0 DCP MIDSTREAM LP COM UT LTD PTN 23311P100 373 15228 SH SOLE 15228 0 0 DECKERS OUTDOOR CORP COM 243537107 4614 27323 SH OTR 1 0 27323 0 DECKERS OUTDOOR CORP COM 243537107 980 5805 SH SOLE 5805 0 0 DEERE & CO COM 244199105 8388 48415 SH OTR 1 0 48415 0 DEERE & CO COM 244199105 1440 8311 SH SOLE 8311 0 0 DELAWARE INV MN MUN INC FD I COM 24610V103 7416 564399 SH SOLE 564399 0 0 DELAWARE INVT NAT MUNI INC F SH BEN INT 24610T108 3404 256199 SH SOLE 256199 0 0 DELEK US HLDGS INC NEW COM 24665A103 3515 104832 SH OTR 1 0 104832 0 DELEK US HLDGS INC NEW COM 24665A103 742 22119 SH SOLE 22119 0 0 DELL TECHNOLOGIES INC CL C 24703L202 10139 197302 SH OTR 1 0 197302 0 DELL TECHNOLOGIES INC CL C 24703L202 625 12163 SH SOLE 12163 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 33205 567809 SH OTR 1 0 567809 0 DELTA AIR LINES INC DEL COM NEW 247361702 1170 20004 SH OTR 5 0 20004 0 DELTA AIR LINES INC DEL COM NEW 247361702 1783 30486 SH SOLE 30486 0 0 DENTSPLY SIRONA INC COM 24906P109 13810 244030 SH OTR 1 0 244030 0 DENTSPLY SIRONA INC COM 24906P109 1277 22564 SH OTR 5 0 22564 0 DENTSPLY SIRONA INC COM 24906P109 2319 40983 SH SOLE 40983 0 0 DERMIRA INC COM 24983L104 603 39800 SH OTR 1 0 39800 0 DERMIRA INC COM 24983L104 136 9000 SH SOLE 9000 0 0 DEVON ENERGY CORP NEW COM 25179M103 398 15335 SH SOLE 15335 0 0 DEVON ENERGY CORP NEW COM 25179M103 1641 63172 SH OTR 1 0 63172 0 DEXCOM INC NOTE 0.750% 5/1 252131AF4 16 7000 PRN DFND 1 0 7000 0 DEXCOM INC NOTE 0.750% 5/1 252131AF4 178 80000 PRN SOLE 80000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 15135 10201000 PRN OTR 1 0 10201000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 1936 1305000 PRN SOLE 1305000 0 0 DHI GROUP INC COM 23331S100 1044 346700 SH OTR 1 0 346700 0 DHI GROUP INC COM 23331S100 227 75400 SH SOLE 75400 0 0 DIAMONDBACK ENERGY INC COM 25278X109 1934 20831 SH OTR 1 0 20831 0 DIAMONDBACK ENERGY INC COM 25278X109 412 4436 SH SOLE 4436 0 0 DIEBOLD NXDF INC COM 253651103 1206 114200 SH OTR 1 0 114200 0 DIEBOLD NXDF INC COM 253651103 267 25300 SH SOLE 25300 0 0 DIGI INTL INC COM 253798102 900 50800 SH OTR 1 0 50800 0 DIGI INTL INC COM 253798102 202 11400 SH SOLE 11400 0 0 DIGITAL RLTY TR INC COM 253868103 5648 47166 SH OTR 1 0 47166 0 DIGITAL RLTY TR INC COM 253868103 848 7080 SH SOLE 7080 0 0 DIME CMNTY BANCSHARES COM 253922108 631 30212 SH OTR 1 0 30212 0 DIME CMNTY BANCSHARES COM 253922108 132 6313 SH SOLE 6313 0 0 DIPLOMAT PHARMACY INC COM 25456K101 481 120300 SH OTR 1 0 120300 0 DIPLOMAT PHARMACY INC COM 25456K101 106 26500 SH SOLE 26500 0 0 DISCOVER FINL SVCS COM 254709108 8437 99475 SH OTR 1 0 99475 0 DISCOVER FINL SVCS COM 254709108 1265 14919 SH SOLE 14919 0 0 DISCOVERY INC COM SER A 25470F104 181 5526 SH SOLE 5526 0 0 DISCOVERY INC COM SER A 25470F104 660 20161 SH OTR 1 0 20161 0 DISCOVERY INC COM SER C 25470F302 1313 43052 SH OTR 1 0 43052 0 DISCOVERY INC COM SER C 25470F302 247 8110 SH SOLE 8110 0 0 DISH NETWORK CORP CL A 25470M109 1164 32818 SH OTR 1 0 32818 0 DISH NETWORK CORP CL A 25470M109 215 6064 SH SOLE 6064 0 0 DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 29523 32200000 PRN OTR 1 0 32200000 0 DISH NETWORK CORP NOTE 2.375% 3/1 25470MAD1 2475 2700000 PRN SOLE 2700000 0 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 5928 6163000 PRN DFND 1 0 6163000 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 44253 45887000 PRN OTR 1 0 45887000 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 87 90000 PRN OTR 4 0 90000 0 DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 12403 12861000 PRN SOLE 12861000 0 0 DISNEY WALT CO COM DISNEY 254687106 41101 284182 SH OTR 1 0 284182 0 DISNEY WALT CO COM DISNEY 254687106 8362 57819 SH SOLE 57819 0 0 DISNEY WALT CO COM DISNEY 254687106 1448 10011 SH OTR 5 0 10011 0 DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 11 9000 PRN DFND 1 0 9000 0 DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 168 135000 PRN SOLE 135000 0 0 DOLLAR GEN CORP NEW COM 256677105 20367 130574 SH OTR 1 0 130574 0 DOLLAR GEN CORP NEW COM 256677105 1163 7454 SH OTR 5 0 7454 0 DOLLAR GEN CORP NEW COM 256677105 2952 18926 SH SOLE 18926 0 0 DOLLAR TREE INC COM 256746108 2844 30235 SH OTR 1 0 30235 0 DOLLAR TREE INC COM 256746108 598 6359 SH SOLE 6359 0 0 DOMINION ENERGY INC COM 25746U109 89 1070 SH OTR 5 0 1070 0 DOMINION ENERGY INC COM 25746U109 1830 22094 SH SOLE 22094 0 0 DOMINION ENERGY INC COM 25746U109 10721 129452 SH OTR 1 0 129452 0 DOMTAR CORP COM NEW 257559203 1000 26159 SH SOLE 26159 0 0 DOMTAR CORP COM NEW 257559203 11675 305298 SH OTR 1 0 305298 0 DONNELLEY R R & SONS CO COM 257867200 1293 327251 SH OTR 1 0 327251 0 DONNELLEY R R & SONS CO COM 257867200 282 71500 SH SOLE 71500 0 0 DOUGLAS DYNAMICS INC COM 25960R105 385 7000 SH OTR 1 0 7000 0 DOUGLAS DYNAMICS INC COM 25960R105 88 1600 SH SOLE 1600 0 0 DOVER CORP COM 260003108 2139 18556 SH OTR 1 0 18556 0 DOVER CORP COM 260003108 395 3427 SH SOLE 3427 0 0 DOW INC COM 260557103 409 7468 SH OTR 5 0 7468 0 DOW INC COM 260557103 1422 25985 SH SOLE 25985 0 0 DOW INC COM 260557103 8898 162587 SH OTR 1 0 162587 0 DROPBOX INC CL A 26210C104 1153 64380 SH SOLE 64380 0 0 DROPBOX INC CL A 26210C104 15021 838692 SH OTR 1 0 838692 0 DTE ENERGY CO COM 233331107 8221 63301 SH OTR 1 0 63301 0 DTE ENERGY CO COM 233331107 281 2164 SH OTR 5 0 2164 0 DTE ENERGY CO COM 233331107 1085 8354 SH SOLE 8354 0 0 DUCOMMUN INC DEL COM 264147109 2837 56136 SH OTR 1 0 56136 0 DUCOMMUN INC DEL COM 264147109 601 11892 SH SOLE 11892 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 9902 108566 SH OTR 1 0 108566 0 DUKE ENERGY CORP NEW COM NEW 26441C204 1741 19090 SH SOLE 19090 0 0 DUKE REALTY CORP COM NEW 264411505 2675 77168 SH OTR 1 0 77168 0 DUKE REALTY CORP COM NEW 264411505 430 12393 SH SOLE 12393 0 0 DUPONT DE NEMOURS INC COM 26614N102 480 7484 SH OTR 5 0 7484 0 DUPONT DE NEMOURS INC COM 26614N102 1756 27352 SH SOLE 27352 0 0 DUPONT DE NEMOURS INC COM 26614N102 9889 154035 SH OTR 1 0 154035 0 DWS MUN INCOME TR NEW COM 233368109 1411 124496 SH OTR 1 0 124496 0 DWS MUN INCOME TR NEW COM 233368109 1082 95537 SH SOLE 95537 0 0 DXC TECHNOLOGY CO COM 23355L106 23439 623556 SH OTR 1 0 623556 0 DXC TECHNOLOGY CO COM 23355L106 1331 35400 SH OTR 5 0 35400 0 DXC TECHNOLOGY CO COM 23355L106 2213 58870 SH SOLE 58870 0 0 DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 97 100000 PRN SOLE 100000 0 0 E L F BEAUTY INC COM 26856L103 358 22200 SH OTR 1 0 22200 0 E L F BEAUTY INC COM 26856L103 79 4900 SH SOLE 4900 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 1314 28965 SH OTR 1 0 28965 0 E TRADE FINANCIAL CORP COM NEW 269246401 293 6447 SH SOLE 6447 0 0 EAGLE BANCORP INC MD COM 268948106 2791 57400 SH OTR 1 0 57400 0 EAGLE BANCORP INC MD COM 268948106 603 12400 SH SOLE 12400 0 0 EAST WEST BANCORP INC COM 27579R104 1503 30853 SH OTR 1 0 30853 0 EAST WEST BANCORP INC COM 27579R104 49 1000 SH SOLE 1000 0 0 EASTGROUP PPTY INC COM 277276101 4535 34183 SH OTR 1 0 34183 0 EASTGROUP PPTY INC COM 277276101 968 7300 SH SOLE 7300 0 0 EASTMAN CHEMICAL CO COM 277432100 328 4133 SH SOLE 4133 0 0 EASTMAN CHEMICAL CO COM 277432100 1470 18546 SH OTR 1 0 18546 0 EATON VANCE MUN BD FD COM 27827X101 1709 132688 SH OTR 1 0 132688 0 EATON VANCE MUN BD FD COM 27827X101 9 718 SH SOLE 718 0 0 EATON VANCE MUN INCOME 2028 SHS 27829U105 1814 82787 SH SOLE 82787 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 160 13241 SH OTR 1 0 13241 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 5816 481489 SH SOLE 481489 0 0 EBAY INC COM 278642103 22300 617564 SH OTR 1 0 617564 0 EBAY INC COM 278642103 1508 41754 SH OTR 5 0 41754 0 EBAY INC COM 278642103 2405 66605 SH SOLE 66605 0 0 EBIX INC COM NEW 278715206 2888 86439 SH OTR 1 0 86439 0 EBIX INC COM NEW 278715206 610 18262 SH SOLE 18262 0 0 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 19269 19241000 PRN OTR 1 0 19241000 0 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 1829 1826000 PRN SOLE 1826000 0 0 ECHOSTAR CORP CL A 278768106 2112 48754 SH OTR 1 0 48754 0 ECHOSTAR CORP CL A 278768106 265 6128 SH SOLE 6128 0 0 ECOLAB INC COM 278865100 6481 33584 SH OTR 1 0 33584 0 ECOLAB INC COM 278865100 1363 7061 SH SOLE 7061 0 0 EDISON INTL COM 281020107 3450 45749 SH OTR 1 0 45749 0 EDISON INTL COM 281020107 719 9528 SH SOLE 9528 0 0 EDITAS MEDICINE INC COM 28106W103 1570 53034 SH OTR 1 0 53034 0 EDITAS MEDICINE INC COM 28106W103 331 11192 SH SOLE 11192 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1359 5826 SH SOLE 5826 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 6383 27362 SH OTR 1 0 27362 0 ELANCO ANIMAL HEALTH INC COM 28414H103 668 22697 SH OTR 1 0 22697 0 ELANCO ANIMAL HEALTH INC COM 28414H103 35 1200 SH SOLE 1200 0 0 ELECTRONIC ARTS INC COM 285512109 5941 55259 SH OTR 1 0 55259 0 ELECTRONIC ARTS INC COM 285512109 842 7829 SH SOLE 7829 0 0 ELEVATE CREDIT INC COM 28621V101 767 172257 SH OTR 1 0 172257 0 ELEVATE CREDIT INC COM 28621V101 162 36470 SH SOLE 36470 0 0 EMCOR GROUP INC COM 29084Q100 4470 51800 SH OTR 1 0 51800 0 EMCOR GROUP INC COM 29084Q100 949 11000 SH SOLE 11000 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 1388 25729 SH OTR 1 0 25729 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 294 5448 SH SOLE 5448 0 0 EMERSON ELEC CO COM 291011104 1251 16398 SH SOLE 16398 0 0 EMERSON ELEC CO COM 291011104 7613 99825 SH OTR 1 0 99825 0 EMPIRE ST RLTY TR INC CL A 292104106 243 17375 SH SOLE 17375 0 0 EMPIRE ST RLTY TR INC CL A 292104106 2275 162944 SH OTR 1 0 162944 0 EMPLOYERS HOLDINGS INC COM 292218104 2355 56404 SH OTR 1 0 56404 0 EMPLOYERS HOLDINGS INC COM 292218104 488 11700 SH SOLE 11700 0 0 ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 373 37188 SH SOLE 37188 0 0 ENANTA PHARMACEUTICALS INC COM 29251M106 913 14783 SH OTR 1 0 14783 0 ENANTA PHARMACEUTICALS INC COM 29251M106 197 3192 SH SOLE 3192 0 0 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 81 80000 PRN SOLE 80000 0 0 ENCORE WIRE CORP COM 292562105 2924 50935 SH OTR 1 0 50935 0 ENCORE WIRE CORP COM 292562105 624 10879 SH SOLE 10879 0 0 ENERGY TRANSFER LP COM UT LTD PTN 29273V100 370 28827 SH SOLE 28827 0 0 ENERSYS COM 29275Y102 1250 16700 SH OTR 1 0 16700 0 ENERSYS COM 29275Y102 284 3800 SH SOLE 3800 0 0 ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 389 63420 SH SOLE 63420 0 0 ENOVA INTL INC COM 29357K103 2424 100768 SH OTR 1 0 100768 0 ENOVA INTL INC COM 29357K103 530 22036 SH SOLE 22036 0 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 4195 5913000 PRN DFND 1 0 5913000 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 22430 31180000 PRN OTR 1 0 31180000 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 56 79000 PRN OTR 4 0 79000 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 4430 6158000 PRN SOLE 6158000 0 0 ENTEGRIS INC COM 29362U104 976 19490 SH SOLE 19490 0 0 ENTEGRIS INC COM 29362U104 11573 231036 SH OTR 1 0 231036 0 ENTERGY CORP NEW COM 29364G103 2381 19874 SH SOLE 19874 0 0 ENTERGY CORP NEW COM 29364G103 1375 11481 SH OTR 5 0 11481 0 ENTERGY CORP NEW COM 29364G103 18131 151345 SH OTR 1 0 151345 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 957 365128 SH OTR 1 0 365128 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 201 76819 SH SOLE 76819 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 18895 15724000 PRN OTR 1 0 15724000 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 1895 1577000 PRN SOLE 1577000 0 0 EOG RES INC COM 26875P101 8375 99987 SH OTR 1 0 99987 0 EOG RES INC COM 26875P101 1514 18071 SH SOLE 18071 0 0 EPLUS INC COM 294268107 618 7331 SH SOLE 7331 0 0 EPLUS INC COM 294268107 3015 35767 SH OTR 1 0 35767 0 EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 431 14412 SH SOLE 14412 0 0 EQUIFAX INC COM 294429105 455 3246 SH SOLE 3246 0 0 EQUIFAX INC COM 294429105 2161 15423 SH OTR 1 0 15423 0 EQUINIX INC COM 29444U700 7312 12527 SH OTR 1 0 12527 0 EQUINIX INC COM 29444U700 84 144 SH OTR 5 0 144 0 EQUINIX INC COM 29444U700 1570 2690 SH SOLE 2690 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 2842 40378 SH OTR 1 0 40378 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 388 5515 SH SOLE 5515 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 1513 18701 SH SOLE 18701 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 11613 143517 SH OTR 1 0 143517 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 289 3575 SH OTR 5 0 3575 0 ESSEX PPTY TR INC COM 297178105 708 2354 SH SOLE 2354 0 0 ESSEX PPTY TR INC COM 297178105 4498 14950 SH OTR 1 0 14950 0 ETSY INC NOTE 3/0 29786AAC0 4262 3027000 PRN DFND 1 0 3027000 0 ETSY INC NOTE 3/0 29786AAC0 21907 15503000 PRN OTR 1 0 15503000 0 ETSY INC NOTE 3/0 29786AAC0 59 42000 PRN OTR 4 0 42000 0 ETSY INC NOTE 3/0 29786AAC0 7874 5572000 PRN SOLE 5572000 0 0 EURONET WORLDWIDE INC COM 298736109 15053 95539 SH OTR 1 0 95539 0 EURONET WORLDWIDE INC COM 298736109 940 5965 SH SOLE 5965 0 0 EVERCORE INC CLASS A 29977A105 1208 16163 SH SOLE 16163 0 0 EVERCORE INC CLASS A 29977A105 8559 114486 SH OTR 1 0 114486 0 EVERGY INC COM 30034W106 6751 103720 SH OTR 1 0 103720 0 EVERGY INC COM 30034W106 688 10568 SH SOLE 10568 0 0 EVERI HLDGS INC COM 30034T103 2942 219078 SH OTR 1 0 219078 0 EVERI HLDGS INC COM 30034T103 626 46600 SH SOLE 46600 0 0 EVERSOURCE ENERGY COM 30040W108 3529 41486 SH OTR 1 0 41486 0 EVERSOURCE ENERGY COM 30040W108 725 8518 SH SOLE 8518 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 106 150000 PRN SOLE 150000 0 0 EXACT SCIENCES CORP COM 30063P105 176 1900 SH OTR 1 0 1900 0 EXACT SCIENCES CORP COM 30063P105 73 790 SH SOLE 790 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 108 75000 PRN OTR 4 0 75000 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 8407 5813000 PRN SOLE 5813000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 6849 4744000 PRN DFND 1 0 4744000 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 27808 19228000 PRN OTR 1 0 19228000 0 EXELIXIS INC COM 30161Q104 3726 211440 SH OTR 1 0 211440 0 EXELIXIS INC COM 30161Q104 421 23904 SH SOLE 23904 0 0 EXELON CORP COM 30161N101 7115 156054 SH OTR 1 0 156054 0 EXELON CORP COM 30161N101 1169 25642 SH SOLE 25642 0 0 EXPEDIA GROUP INC COM NEW 30212P303 1924 17792 SH OTR 1 0 17792 0 EXPEDIA GROUP INC COM NEW 30212P303 408 3771 SH SOLE 3771 0 0 EXPEDITORS INTL WASH INC COM 302130109 1704 21836 SH OTR 1 0 21836 0 EXPEDITORS INTL WASH INC COM 302130109 385 4934 SH SOLE 4934 0 0 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 7994 537987 SH OTR 1 0 537987 0 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 956 64357 SH SOLE 64357 0 0 EXTERRAN CORP COM 30227H106 41 5200 SH SOLE 5200 0 0 EXTERRAN CORP COM 30227H106 188 24000 SH OTR 1 0 24000 0 EXTRA SPACE STORAGE INC COM 30225T102 2005 18982 SH OTR 1 0 18982 0 EXTRA SPACE STORAGE INC COM 30225T102 444 4201 SH SOLE 4201 0 0 EXXON MOBIL CORP COM 30231G102 47264 677324 SH OTR 1 0 677324 0 EXXON MOBIL CORP COM 30231G102 1773 25415 SH OTR 5 0 25415 0 EXXON MOBIL CORP COM 30231G102 9705 139073 SH SOLE 139073 0 0 EZCORP INC CL A NON VTG 302301106 450 66034 SH OTR 1 0 66034 0 EZCORP INC CL A NON VTG 302301106 84 12375 SH SOLE 12375 0 0 F M C CORP COM NEW 302491303 308 3087 SH SOLE 3087 0 0 F M C CORP COM NEW 302491303 2464 24681 SH OTR 1 0 24681 0 F5 NETWORKS INC COM 315616102 255 1829 SH SOLE 1829 0 0 F5 NETWORKS INC COM 315616102 1069 7656 SH OTR 1 0 7656 0 FACEBOOK INC CL A 30303M102 140546 684753 SH OTR 1 0 684753 0 FACEBOOK INC CL A 30303M102 6152 29972 SH OTR 5 0 29972 0 FACEBOOK INC CL A 30303M102 18885 92012 SH SOLE 92012 0 0 FAIR ISAAC CORP COM 303250104 2200 5872 SH OTR 1 0 5872 0 FAIR ISAAC CORP COM 303250104 319 851 SH SOLE 851 0 0 FARMER BROS CO COM 307675108 375 24900 SH OTR 1 0 24900 0 FARMER BROS CO COM 307675108 78 5200 SH SOLE 5200 0 0 FARMERS NATL BANC CORP COM 309627107 66 4059 SH SOLE 4059 0 0 FARMERS NATL BANC CORP COM 309627107 314 19263 SH OTR 1 0 19263 0 FASTENAL CO COM 311900104 2702 73138 SH OTR 1 0 73138 0 FASTENAL CO COM 311900104 565 15278 SH SOLE 15278 0 0 FEDERAL AGRIC MTG CORP CL C 313148306 217 2600 SH OTR 1 0 2600 0 FEDERAL AGRIC MTG CORP CL C 313148306 50 600 SH SOLE 600 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1359 10555 SH OTR 1 0 10555 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 291 2261 SH SOLE 2261 0 0 FEDERATED INVS INC PA CL B 314211103 3767 115600 SH OTR 1 0 115600 0 FEDERATED INVS INC PA CL B 314211103 798 24500 SH SOLE 24500 0 0 FEDEX CORP COM 31428X106 5913 39103 SH OTR 1 0 39103 0 FEDEX CORP COM 31428X106 989 6540 SH SOLE 6540 0 0 FIBROGEN INC COM 31572Q808 1984 46266 SH OTR 1 0 46266 0 FIBROGEN INC COM 31572Q808 418 9739 SH SOLE 9739 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 583 12851 SH SOLE 12851 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 6834 150698 SH OTR 1 0 150698 0 FIDELITY NATL INFORMATION SV COM 31620M106 13999 100647 SH OTR 1 0 100647 0 FIDELITY NATL INFORMATION SV COM 31620M106 251 1808 SH OTR 5 0 1808 0 FIDELITY NATL INFORMATION SV COM 31620M106 2344 16855 SH SOLE 16855 0 0 FIFTH THIRD BANCORP COM 316773100 5226 170016 SH OTR 1 0 170016 0 FIFTH THIRD BANCORP COM 316773100 784 25490 SH SOLE 25490 0 0 FINANCIAL INSTNS INC COM 317585404 2547 79331 SH OTR 1 0 79331 0 FINANCIAL INSTNS INC COM 317585404 543 16923 SH SOLE 16923 0 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 9160 9068000 PRN OTR 1 0 9068000 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 3049 3018000 PRN SOLE 3018000 0 0 FIREEYE INC NOTE 1.000% 6/0 31816QAB7 219 220000 PRN SOLE 220000 0 0 FIREEYE INC NOTE 1.625% 6/0 31816QAD3 36 37000 PRN DFND 1 0 37000 0 FIRST AMERN FINL CORP COM 31847R102 8548 146569 SH OTR 1 0 146569 0 FIRST AMERN FINL CORP COM 31847R102 595 10198 SH OTR 5 0 10198 0 FIRST AMERN FINL CORP COM 31847R102 1200 20582 SH SOLE 20582 0 0 FIRST BANCORP P R COM NEW 318672706 1956 184700 SH OTR 1 0 184700 0 FIRST BANCORP P R COM NEW 318672706 396 37400 SH SOLE 37400 0 0 FIRST BUS FINL SVCS INC WIS COM 319390100 948 35999 SH OTR 1 0 35999 0 FIRST BUS FINL SVCS INC WIS COM 319390100 205 7767 SH SOLE 7767 0 0 FIRST FINANCIAL NORTHWEST IN COM 32022K102 434 29029 SH OTR 1 0 29029 0 FIRST FINANCIAL NORTHWEST IN COM 32022K102 87 5844 SH SOLE 5844 0 0 FIRST FNDTN INC COM 32026V104 2912 167360 SH OTR 1 0 167360 0 FIRST FNDTN INC COM 32026V104 620 35610 SH SOLE 35610 0 0 FIRST HAWAIIAN INC COM 32051X108 2685 93067 SH OTR 1 0 93067 0 FIRST HAWAIIAN INC COM 32051X108 108 3748 SH SOLE 3748 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 959 23100 SH OTR 1 0 23100 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 232 5600 SH SOLE 5600 0 0 FIRST INTERNET BANCORP COM 320557101 1810 76356 SH OTR 1 0 76356 0 FIRST INTERNET BANCORP COM 320557101 385 16221 SH SOLE 16221 0 0 FIRST LONG IS CORP COM 320734106 226 9014 SH SOLE 9014 0 0 FIRST LONG IS CORP COM 320734106 1088 43385 SH OTR 1 0 43385 0 FIRST MIDWEST BANCORP DEL COM 320867104 3659 158673 SH OTR 1 0 158673 0 FIRST MIDWEST BANCORP DEL COM 320867104 775 33600 SH SOLE 33600 0 0 FIRST NORTHWEST BANCORP COM 335834107 270 14900 SH OTR 1 0 14900 0 FIRST NORTHWEST BANCORP COM 335834107 65 3600 SH SOLE 3600 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 2524 21491 SH OTR 1 0 21491 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 526 4477 SH SOLE 4477 0 0 FIRSTENERGY CORP COM 337932107 12706 261431 SH OTR 1 0 261431 0 FIRSTENERGY CORP COM 337932107 395 8124 SH OTR 5 0 8124 0 FIRSTENERGY CORP COM 337932107 1589 32705 SH SOLE 32705 0 0 FISERV INC COM 337738108 2255 19504 SH SOLE 19504 0 0 FISERV INC COM 337738108 12564 108659 SH OTR 1 0 108659 0 FIVE9 INC COM 338307101 184 2800 SH SOLE 2800 0 0 FIVE9 INC COM 338307101 780 11900 SH OTR 1 0 11900 0 FIVE9 INC NOTE 0.125% 5/0 338307AB7 20 12000 PRN DFND 1 0 12000 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 3048 79698 SH OTR 1 0 79698 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 647 16924 SH SOLE 16924 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 3174 11033 SH OTR 1 0 11033 0 FLEETCOR TECHNOLOGIES INC COM 339041105 671 2332 SH SOLE 2332 0 0 FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 48 45000 PRN SOLE 45000 0 0 FLIR SYS INC COM 302445101 901 17299 SH OTR 1 0 17299 0 FLIR SYS INC COM 302445101 170 3258 SH SOLE 3258 0 0 FLOWERS FOODS INC COM 343498101 177 8142 SH OTR 1 0 8142 0 FLOWERS FOODS INC COM 343498101 45 2077 SH SOLE 2077 0 0 FLOWSERVE CORP COM 34354P105 154 3087 SH SOLE 3087 0 0 FLOWSERVE CORP COM 34354P105 833 16737 SH OTR 1 0 16737 0 FLUENT INC COM 34380C102 367 146800 SH OTR 1 0 146800 0 FLUENT INC COM 34380C102 78 31300 SH SOLE 31300 0 0 FLUOR CORP NEW COM 343412102 1075 56940 SH OTR 1 0 56940 0 FLUOR CORP NEW COM 343412102 171 9040 SH SOLE 9040 0 0 FLUSHING FINL CORP COM 343873105 2298 106353 SH OTR 1 0 106353 0 FLUSHING FINL CORP COM 343873105 483 22355 SH SOLE 22355 0 0 FLWS/1-800 FLOWERS CL A 68243Q106 2862 197350 SH OTR 1 0 197350 0 FLWS/1-800 FLOWERS CL A 68243Q106 616 42496 SH SOLE 42496 0 0 FORD MTR CO DEL COM 345370860 6068 652459 SH OTR 1 0 652459 0 FORD MTR CO DEL COM 345370860 959 103103 SH SOLE 103103 0 0 FORMFACTOR INC COM 346375108 1163 44800 SH OTR 1 0 44800 0 FORMFACTOR INC COM 346375108 213 8200 SH SOLE 8200 0 0 FORTERRA INC COM 34960W106 295 25500 SH OTR 1 0 25500 0 FORTERRA INC COM 34960W106 51 4400 SH SOLE 4400 0 0 FORTINET INC COM 34959E109 24111 225843 SH OTR 1 0 225843 0 FORTINET INC COM 34959E109 1362 12762 SH OTR 5 0 12762 0 FORTINET INC COM 34959E109 2787 26102 SH SOLE 26102 0 0 FORTIVE CORP 5% PFD CNV SER A 34959J207 5583 5739 SH DFND 1 0 5739 0 FORTIVE CORP 5% PFD CNV SER A 34959J207 87 89 SH OTR 4 0 89 0 FORTIVE CORP 5% PFD CNV SER A 34959J207 166 170 SH SOLE 170 0 0 FORTIVE CORP COM 34959J108 598 7823 SH SOLE 7823 0 0 FORTIVE CORP COM 34959J108 2877 37667 SH OTR 1 0 37667 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 1338 20484 SH OTR 1 0 20484 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 307 4704 SH SOLE 4704 0 0 FOSTER L B CO COM 350060109 1782 91936 SH OTR 1 0 91936 0 FOSTER L B CO COM 350060109 380 19601 SH SOLE 19601 0 0 FOUNDATION BLDG MATLS INC COM 350392106 1522 78663 SH OTR 1 0 78663 0 FOUNDATION BLDG MATLS INC COM 350392106 337 17400 SH SOLE 17400 0 0 FOX CORP CL A COM 35137L105 1677 45229 SH OTR 1 0 45229 0 FOX CORP CL A COM 35137L105 300 8099 SH SOLE 8099 0 0 FOX CORP CL B COM 35137L204 4505 123760 SH OTR 1 0 123760 0 FOX CORP CL B COM 35137L204 909 24964 SH SOLE 24964 0 0 FOX CORP CL B COM 35137L204 12 332 SH OTR 5 0 332 0 FRANKLIN FINL NETWORK INC COM 35352P104 2719 79195 SH OTR 1 0 79195 0 FRANKLIN FINL NETWORK INC COM 35352P104 579 16866 SH SOLE 16866 0 0 FRANKLIN RES INC COM 354613101 936 36038 SH OTR 1 0 36038 0 FRANKLIN RES INC COM 354613101 171 6569 SH SOLE 6569 0 0 FREEPORT-MCMORAN INC CL B 35671D857 2429 185150 SH OTR 1 0 185150 0 FREEPORT-MCMORAN INC CL B 35671D857 511 38920 SH SOLE 38920 0 0 FRONTDOOR INC COM 35905A109 1175 24788 SH OTR 1 0 24788 0 FRONTDOOR INC COM 35905A109 192 4058 SH SOLE 4058 0 0 FS BANCORP INC COM 30263Y104 1528 23953 SH OTR 1 0 23953 0 FS BANCORP INC COM 30263Y104 331 5192 SH SOLE 5192 0 0 FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 107 85000 PRN SOLE 85000 0 0 FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 23 18000 PRN DFND 1 0 18000 0 FUTUREFUEL CORPORATION COM 36116M106 277 22386 SH OTR 1 0 22386 0 FUTUREFUEL CORPORATION COM 36116M106 63 5100 SH SOLE 5100 0 0 GALLAGHER ARTHUR J & CO COM 363576109 2280 23940 SH OTR 1 0 23940 0 GALLAGHER ARTHUR J & CO COM 363576109 468 4917 SH SOLE 4917 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 3436 79822 SH OTR 1 0 79822 0 GAMING & LEISURE PPTYS INC COM 36467J108 327 7589 SH SOLE 7589 0 0 GAP INC COM 364760108 88 4974 SH SOLE 4974 0 0 GAP INC COM 364760108 482 27237 SH OTR 1 0 27237 0 GARTNER INC COM 366651107 388 2517 SH SOLE 2517 0 0 GARTNER INC COM 366651107 1772 11502 SH OTR 1 0 11502 0 GDS HLDGS LTD NOTE 2.000% 6/0 36165LAB4 22 18000 PRN DFND 1 0 18000 0 GENERAC HLDGS INC COM 368736104 3732 37100 SH OTR 1 0 37100 0 GENERAC HLDGS INC COM 368736104 775 7700 SH SOLE 7700 0 0 GENERAL DYNAMICS CORP COM 369550108 6866 38935 SH OTR 1 0 38935 0 GENERAL DYNAMICS CORP COM 369550108 1092 6194 SH SOLE 6194 0 0 GENERAL ELECTRIC CO COM 369604103 13834 1239644 SH OTR 1 0 1239644 0 GENERAL ELECTRIC CO COM 369604103 2568 230074 SH SOLE 230074 0 0 GENERAL FIN CORP DEL COM 369822101 18 1614 SH SOLE 1614 0 0 GENERAL FIN CORP DEL COM 369822101 100 9037 SH OTR 1 0 9037 0 GENERAL MLS INC COM 370334104 1735 32401 SH SOLE 32401 0 0 GENERAL MLS INC COM 370334104 6942 129603 SH OTR 1 0 129603 0 GENERAL MLS INC COM 370334104 345 6444 SH OTR 5 0 6444 0 GENERAL MTRS CO COM 37045V100 7318 199959 SH OTR 1 0 199959 0 GENERAL MTRS CO COM 37045V100 1213 33143 SH SOLE 33143 0 0 GENUINE PARTS CO COM 372460105 1980 18641 SH OTR 1 0 18641 0 GENUINE PARTS CO COM 372460105 407 3827 SH SOLE 3827 0 0 GEO GROUP INC NEW COM 36162J106 3752 225865 SH OTR 1 0 225865 0 GEO GROUP INC NEW COM 36162J106 799 48107 SH SOLE 48107 0 0 GILEAD SCIENCES INC COM 375558103 1963 30215 SH OTR 5 0 30215 0 GILEAD SCIENCES INC COM 375558103 4421 68037 SH SOLE 68037 0 0 GILEAD SCIENCES INC COM 375558103 30040 462298 SH OTR 1 0 462298 0 GLADSTONE COML CORP COM 376536108 245 11200 SH OTR 1 0 11200 0 GLADSTONE COML CORP COM 376536108 55 2500 SH SOLE 2500 0 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 2771 34854 SH OTR 1 0 34854 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 587 7383 SH SOLE 7383 0 0 GLOBAL NET LEASE INC COM NEW 379378201 523 25800 SH OTR 1 0 25800 0 GLOBAL NET LEASE INC COM NEW 379378201 120 5900 SH SOLE 5900 0 0 GLOBAL PMTS INC COM 37940X102 12710 69621 SH OTR 1 0 69621 0 GLOBAL PMTS INC COM 37940X102 2227 12201 SH SOLE 12201 0 0 GLOBE LIFE INC COM 37959E102 251 2387 SH SOLE 2387 0 0 GLOBE LIFE INC COM 37959E102 1351 12838 SH OTR 1 0 12838 0 GLOBUS MED INC CL A 379577208 3992 67800 SH OTR 1 0 67800 0 GLOBUS MED INC CL A 379577208 836 14200 SH SOLE 14200 0 0 GMS INC COM 36251C103 2686 99200 SH OTR 1 0 99200 0 GMS INC COM 36251C103 571 21100 SH SOLE 21100 0 0 GODADDY INC CL A 380237107 9608 141465 SH OTR 1 0 141465 0 GODADDY INC CL A 380237107 1009 14857 SH SOLE 14857 0 0 GOLDEN ENTMT INC COM 381013101 669 34800 SH OTR 1 0 34800 0 GOLDEN ENTMT INC COM 381013101 146 7600 SH SOLE 7600 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 10841 47149 SH OTR 1 0 47149 0 GOLDMAN SACHS GROUP INC COM 38141G104 1935 8416 SH SOLE 8416 0 0 GRAINGER W W INC COM 384802104 1912 5647 SH OTR 1 0 5647 0 GRAINGER W W INC COM 384802104 419 1237 SH SOLE 1237 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 2883 254463 SH OTR 1 0 254463 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 611 53900 SH SOLE 53900 0 0 GREAT SOUTHN BANCORP INC COM 390905107 642 10134 SH OTR 1 0 10134 0 GREAT SOUTHN BANCORP INC COM 390905107 133 2100 SH SOLE 2100 0 0 GREEN DOT CORP CL A 39304D102 380 16300 SH OTR 1 0 16300 0 GREEN DOT CORP CL A 39304D102 86 3700 SH SOLE 3700 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 3170 31700 SH OTR 1 0 31700 0 GROUP 1 AUTOMOTIVE INC COM 398905109 670 6700 SH SOLE 6700 0 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 142 120000 PRN SOLE 120000 0 0 H & E EQUIPMENT SERVICES INC COM 404030108 2019 60400 SH OTR 1 0 60400 0 H & E EQUIPMENT SERVICES INC COM 404030108 418 12500 SH SOLE 12500 0 0 HAEMONETICS CORP COM 405024100 850 7400 SH SOLE 7400 0 0 HAEMONETICS CORP COM 405024100 3999 34800 SH OTR 1 0 34800 0 HALLADOR ENERGY COMPANY COM 40609P105 320 107606 SH OTR 1 0 107606 0 HALLADOR ENERGY COMPANY COM 40609P105 72 24149 SH SOLE 24149 0 0 HALLIBURTON CO COM 406216101 2734 111709 SH OTR 1 0 111709 0 HALLIBURTON CO COM 406216101 592 24181 SH SOLE 24181 0 0 HALLMARK FINL SVCS INC EC COM NEW 40624Q203 2456 139768 SH OTR 1 0 139768 0 HALLMARK FINL SVCS INC EC COM NEW 40624Q203 522 29700 SH SOLE 29700 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 393 22155 SH SOLE 22155 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 1843 103923 SH OTR 1 0 103923 0 HANCOCK WHITNEY CORPORATION COM 410120109 790 18000 SH SOLE 18000 0 0 HANCOCK WHITNEY CORPORATION COM 410120109 3620 82500 SH OTR 1 0 82500 0 HANESBRANDS INC COM 410345102 685 46138 SH OTR 1 0 46138 0 HANESBRANDS INC COM 410345102 126 8517 SH SOLE 8517 0 0 HANGER INC COM NEW 41043F208 2789 101000 SH OTR 1 0 101000 0 HANGER INC COM NEW 41043F208 585 21200 SH SOLE 21200 0 0 HANMI FINL CORP COM NEW 410495204 1931 96574 SH OTR 1 0 96574 0 HANMI FINL CORP COM NEW 410495204 402 20093 SH SOLE 20093 0 0 HARLEY DAVIDSON INC COM 412822108 747 20095 SH OTR 1 0 20095 0 HARLEY DAVIDSON INC COM 412822108 139 3726 SH SOLE 3726 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 13638 224417 SH OTR 1 0 224417 0 HARTFORD FINL SVCS GROUP INC COM 416515104 760 12513 SH OTR 5 0 12513 0 HARTFORD FINL SVCS GROUP INC COM 416515104 1637 26937 SH SOLE 26937 0 0 HASBRO INC COM 418056107 1725 16333 SH OTR 1 0 16333 0 HASBRO INC COM 418056107 360 3409 SH SOLE 3409 0 0 HAWAIIAN HOLDINGS INC COM 419879101 211 7200 SH OTR 1 0 7200 0 HAWAIIAN HOLDINGS INC COM 419879101 47 1600 SH SOLE 1600 0 0 HAWKINS INC COM 420261109 748 16339 SH OTR 1 0 16339 0 HAWKINS INC COM 420261109 147 3200 SH SOLE 3200 0 0 HCA HEALTHCARE INC COM 40412C101 8225 55643 SH OTR 1 0 55643 0 HCA HEALTHCARE INC COM 40412C101 1484 10043 SH SOLE 10043 0 0 HEALTHPEAK PPTYS INC COM 42250P103 3350 97182 SH OTR 1 0 97182 0 HEALTHPEAK PPTYS INC COM 42250P103 574 16661 SH SOLE 16661 0 0 HEALTHSTREAM INC COM 42222N103 2582 94926 SH OTR 1 0 94926 0 HEALTHSTREAM INC COM 42222N103 541 19900 SH SOLE 19900 0 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 687 21152 SH OTR 1 0 21152 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 141 4332 SH SOLE 4332 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 20442 15785000 PRN OTR 1 0 15785000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 5998 4632000 PRN SOLE 4632000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 4979 4669000 PRN DFND 1 0 4669000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 75 70000 PRN OTR 4 0 70000 0 HELMERICH & PAYNE INC COM 423452101 420 9237 SH OTR 5 0 9237 0 HELMERICH & PAYNE INC COM 423452101 1089 23971 SH SOLE 23971 0 0 HELMERICH & PAYNE INC COM 423452101 9982 219724 SH OTR 1 0 219724 0 HENRY JACK & ASSOC INC COM 426281101 322 2209 SH SOLE 2209 0 0 HENRY JACK & ASSOC INC COM 426281101 1433 9834 SH OTR 1 0 9834 0 HENRY SCHEIN INC COM 806407102 1791 26838 SH OTR 1 0 26838 0 HENRY SCHEIN INC COM 806407102 234 3501 SH SOLE 3501 0 0 HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 16663 16025000 PRN OTR 1 0 16025000 0 HERBALIFE LTD NOTE 2.625% 3/1 42703MAD5 4848 4662000 PRN SOLE 4662000 0 0 HERON THERAPEUTICS INC COM 427746102 1207 51351 SH OTR 1 0 51351 0 HERON THERAPEUTICS INC COM 427746102 253 10775 SH SOLE 10775 0 0 HERSHEY CO COM 427866108 1375 9353 SH OTR 5 0 9353 0 HERSHEY CO COM 427866108 2357 16039 SH SOLE 16039 0 0 HERSHEY CO COM 427866108 16371 111384 SH OTR 1 0 111384 0 HESS CORP COM 42809H107 2209 33065 SH OTR 1 0 33065 0 HESS CORP COM 42809H107 475 7106 SH SOLE 7106 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 2648 166986 SH OTR 1 0 166986 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 578 36441 SH SOLE 36441 0 0 HIBBETT SPORTS INC COM 428567101 1873 66800 SH OTR 1 0 66800 0 HIBBETT SPORTS INC COM 428567101 379 13500 SH SOLE 13500 0 0 HILL ROM HLDGS INC COM 431475102 13705 120716 SH OTR 1 0 120716 0 HILL ROM HLDGS INC COM 431475102 1234 10873 SH OTR 5 0 10873 0 HILL ROM HLDGS INC COM 431475102 2197 19356 SH SOLE 19356 0 0 HILLTOP HOLDINGS INC COM 432748101 1476 59200 SH OTR 1 0 59200 0 HILLTOP HOLDINGS INC COM 432748101 339 13600 SH SOLE 13600 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 839 7564 SH SOLE 7564 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 4017 36216 SH OTR 1 0 36216 0 HMS HLDGS CORP COM 40425J101 1631 55100 SH OTR 1 0 55100 0 HMS HLDGS CORP COM 40425J101 358 12100 SH SOLE 12100 0 0 HNI CORP COM 404251100 1008 26900 SH OTR 1 0 26900 0 HNI CORP COM 404251100 225 6000 SH SOLE 6000 0 0 HOLLYFRONTIER CORP COM 436106108 17255 340262 SH OTR 1 0 340262 0 HOLLYFRONTIER CORP COM 436106108 1267 24992 SH OTR 5 0 24992 0 HOLLYFRONTIER CORP COM 436106108 2605 51361 SH SOLE 51361 0 0 HOLOGIC INC COM 436440101 663 12699 SH OTR 5 0 12699 0 HOLOGIC INC COM 436440101 1521 29139 SH SOLE 29139 0 0 HOLOGIC INC COM 436440101 9245 177078 SH OTR 1 0 177078 0 HOME DEPOT INC COM 437076102 54479 249468 SH OTR 1 0 249468 0 HOME DEPOT INC COM 437076102 3588 16428 SH OTR 5 0 16428 0 HOME DEPOT INC COM 437076102 10191 46665 SH SOLE 46665 0 0 HONEYWELL INTL INC COM 438516106 18623 105217 SH OTR 1 0 105217 0 HONEYWELL INTL INC COM 438516106 82 462 SH OTR 5 0 462 0 HONEYWELL INTL INC COM 438516106 3544 20023 SH SOLE 20023 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 2248 51500 SH OTR 1 0 51500 0 HORACE MANN EDUCATORS CORP N COM 440327104 458 10500 SH SOLE 10500 0 0 HORMEL FOODS CORP COM 440452100 347 7703 SH SOLE 7703 0 0 HORMEL FOODS CORP COM 440452100 1600 35475 SH OTR 1 0 35475 0 HOST HOTELS & RESORTS INC COM 44107P104 1127 60779 SH SOLE 60779 0 0 HOST HOTELS & RESORTS INC COM 44107P104 7863 423907 SH OTR 1 0 423907 0 HOST HOTELS & RESORTS INC COM 44107P104 542 29239 SH OTR 5 0 29239 0 HP INC COM 40434L105 13440 654008 SH OTR 1 0 654008 0 HP INC COM 40434L105 1374 66839 SH OTR 5 0 66839 0 HP INC COM 40434L105 1631 79380 SH SOLE 79380 0 0 HUBSPOT INC NOTE 0.250% 6/0 443573AB6 165 95000 PRN SOLE 95000 0 0 HUMANA INC COM 444859102 27476 74964 SH OTR 1 0 74964 0 HUMANA INC COM 444859102 1747 4766 SH OTR 5 0 4766 0 HUMANA INC COM 444859102 3939 10748 SH SOLE 10748 0 0 HUNT J B TRANS SVCS INC COM 445658107 1280 10962 SH OTR 1 0 10962 0 HUNT J B TRANS SVCS INC COM 445658107 237 2027 SH SOLE 2027 0 0 HUNTINGTON BANCSHARES INC COM 446150104 2002 132790 SH OTR 1 0 132790 0 HUNTINGTON BANCSHARES INC COM 446150104 429 28478 SH SOLE 28478 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 23310 92912 SH OTR 1 0 92912 0 HUNTINGTON INGALLS INDS INC COM 446413106 1275 5081 SH OTR 5 0 5081 0 HUNTINGTON INGALLS INDS INC COM 446413106 1978 7885 SH SOLE 7885 0 0 HUNTSMAN CORP COM 447011107 9529 394393 SH OTR 1 0 394393 0 HUNTSMAN CORP COM 447011107 698 28890 SH SOLE 28890 0 0 IAC INTERACTIVECORP COM 44919P508 3559 14285 SH OTR 1 0 14285 0 IAC INTERACTIVECORP COM 44919P508 510 2049 SH SOLE 2049 0 0 IDACORP INC COM 451107106 487 4561 SH OTR 1 0 4561 0 IDEX CORP COM 45167R104 1663 9671 SH OTR 1 0 9671 0 IDEX CORP COM 45167R104 359 2086 SH SOLE 2086 0 0 IDEXX LABS INC COM 45168D104 2868 10982 SH OTR 1 0 10982 0 IDEXX LABS INC COM 45168D104 608 2330 SH SOLE 2330 0 0 IDT CORP CL B NEW 448947507 1324 183700 SH OTR 1 0 183700 0 IDT CORP CL B NEW 448947507 281 39000 SH SOLE 39000 0 0 II VI INC NOTE 0.250% 9/0 902104AB4 10 10000 PRN DFND 1 0 10000 0 II VI INC NOTE 0.250% 9/0 902104AB4 107 105000 PRN SOLE 105000 0 0 ILLINOIS TOOL WKS INC COM 452308109 6756 37610 SH OTR 1 0 37610 0 ILLINOIS TOOL WKS INC COM 452308109 1422 7915 SH SOLE 7915 0 0 ILLUMINA INC COM 452327109 6223 18760 SH OTR 1 0 18760 0 ILLUMINA INC COM 452327109 1280 3857 SH SOLE 3857 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 6276 4514000 PRN DFND 1 0 4514000 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 23931 17151000 PRN OTR 1 0 17151000 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 95 68000 PRN OTR 4 0 68000 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 12135 8697000 PRN SOLE 8697000 0 0 ILLUMINA INC NOTE 8/1 452327AK5 22648 20459000 PRN OTR 1 0 20459000 0 ILLUMINA INC NOTE 8/1 452327AK5 1889 1706000 PRN SOLE 1706000 0 0 IMMUNOMEDICS INC COM 452907108 432 20405 SH SOLE 20405 0 0 IMMUNOMEDICS INC COM 452907108 2025 95691 SH OTR 1 0 95691 0 INCYTE CORP COM 45337C102 1681 19250 SH SOLE 19250 0 0 INCYTE CORP COM 45337C102 20171 230998 SH OTR 1 0 230998 0 INCYTE CORP COM 45337C102 638 7301 SH OTR 5 0 7301 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INSRED 45409F843 41881 1592750 SH OTR 3 0 1592750 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 41260 1596150 SH OTR 3 0 1596150 0 INDEXIQ ACTIVE ETF TR IQ ULTR SHT DU 45409F819 25037 499900 SH OTR 3 0 499900 0 INDEXIQ ETF TR HDG EVE DRIV 45409B404 1732 80000 SH OTR 3 0 80000 0 INDEXIQ ETF TR HDGD FTSE JAPN 45409B537 2235 103287 SH OTR 3 0 103287 0 INDEXIQ ETF TR IQ 500 INT ETF 45409B362 5703 200025 SH OTR 3 0 200025 0 INDEXIQ ETF TR IQ CANDRM ESG US 45409B461 5057 198400 SH OTR 3 0 198400 0 INDEXIQ ETF TR IQ CNDRM ESG INT 45409B453 10038 397300 SH OTR 3 0 397300 0 INDEXIQ ETF TR IQ LEADERS GTA 45409B511 15432 608254 SH OTR 3 0 608254 0 INDEXIQ ETF TR IQ S&P HGH YLD 45409B412 20679 813158 SH OTR 3 0 813158 0 INDEXIQ ETF TR IQ SHORT DURAT 45409B339 3080 120000 SH OTR 3 0 120000 0 INDEXIQ ETF TR LNG SHT TRACK 45409B305 1823 80000 SH OTR 3 0 80000 0 INFINERA CORPORATION NOTE 2.125% 9/0 45667GAC7 138 130000 PRN SOLE 130000 0 0 INFOSYS LTD SPONSORED ADR 456788108 2 225 SH DFND 1 0 225 0 INFOSYS LTD SPONSORED ADR 456788108 360 34900 SH SOLE 34900 0 0 INGLES MKTS INC CL A 457030104 1672 35200 SH OTR 1 0 35200 0 INGLES MKTS INC CL A 457030104 371 7800 SH SOLE 7800 0 0 INGREDION INC COM 457187102 107 1146 SH SOLE 1146 0 0 INGREDION INC COM 457187102 762 8201 SH OTR 1 0 8201 0 INNOSPEC INC COM 45768S105 1521 14700 SH OTR 1 0 14700 0 INNOSPEC INC COM 45768S105 310 3000 SH SOLE 3000 0 0 INNOVIVA INC COM 45781M101 2824 199400 SH OTR 1 0 199400 0 INNOVIVA INC COM 45781M101 596 42100 SH SOLE 42100 0 0 INPHI CORP COM 45772F107 1377 18600 SH OTR 1 0 18600 0 INPHI CORP COM 45772F107 289 3900 SH SOLE 3900 0 0 INPHI CORP NOTE 0.750% 9/0 45772FAC1 20 14000 PRN DFND 1 0 14000 0 INPHI CORP NOTE 0.750% 9/0 45772FAC1 340 240000 PRN SOLE 240000 0 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 6156 3311000 PRN DFND 1 0 3311000 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 44635 23973000 PRN OTR 1 0 23973000 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 95 51000 PRN OTR 4 0 51000 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 11250 6042000 PRN SOLE 6042000 0 0 INSIGHT ENTERPRISES INC COM 45765U103 3711 52792 SH OTR 1 0 52792 0 INSIGHT ENTERPRISES INC COM 45765U103 787 11194 SH SOLE 11194 0 0 INSMED INC COM PAR $.01 457669307 1897 79426 SH OTR 1 0 79426 0 INSMED INC COM PAR $.01 457669307 400 16754 SH SOLE 16754 0 0 INSMED INC NOTE 1.750% 1/1 457669AA7 92 95000 PRN SOLE 95000 0 0 INSTALLED BLDG PRODS INC COM 45780R101 3078 44700 SH OTR 1 0 44700 0 INSTALLED BLDG PRODS INC COM 45780R101 654 9500 SH SOLE 9500 0 0 INSULET CORP NOTE 1.375%11/1 45784PAH4 32 17000 PRN DFND 1 0 17000 0 INTEGER HLDGS CORP COM 45826H109 3730 46374 SH OTR 1 0 46374 0 INTEGER HLDGS CORP COM 45826H109 790 9819 SH SOLE 9819 0 0 INTEL CORP COM 458140100 1471 24573 SH OTR 5 0 24573 0 INTEL CORP COM 458140100 8649 144506 SH SOLE 144506 0 0 INTEL CORP COM 458140100 42244 705825 SH OTR 1 0 705825 0 INTELSAT S A NOTE 4.500% 6/1 45790VAB6 50 75000 PRN SOLE 75000 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 2090 16865 SH OTR 1 0 16865 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 441 3561 SH SOLE 3561 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 1867 1852000 PRN DFND 1 0 1852000 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 11862 11735000 PRN OTR 1 0 11735000 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 30 30000 PRN OTR 4 0 30000 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 4370 4323000 PRN SOLE 4323000 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 2413 26070 SH SOLE 26070 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 14834 160280 SH OTR 1 0 160280 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 1699 18355 SH OTR 5 0 18355 0 INTERDIGITAL INC COM 45867G101 223 4100 SH SOLE 4100 0 0 INTERDIGITAL INC COM 45867G101 986 18100 SH OTR 1 0 18100 0 INTERDIGITAL INC NOTE 1.500% 3/0 458660AD9 70 70000 PRN SOLE 70000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 16616 123962 SH OTR 1 0 123962 0 INTERNATIONAL BUSINESS MACHS COM 459200101 12 90 SH OTR 5 0 90 0 INTERNATIONAL BUSINESS MACHS COM 459200101 3139 23416 SH SOLE 23416 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1760 13641 SH OTR 1 0 13641 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 363 2815 SH SOLE 2815 0 0 INTERPUBLIC GROUP COS INC COM 460690100 1318 57035 SH OTR 1 0 57035 0 INTERPUBLIC GROUP COS INC COM 460690100 261 11299 SH SOLE 11299 0 0 INTERSECT ENT INC COM 46071F103 256 10300 SH OTR 1 0 10300 0 INTERSECT ENT INC COM 46071F103 45 1800 SH SOLE 1800 0 0 INTL FCSTONE INC COM 46116V105 684 14000 SH SOLE 14000 0 0 INTL FCSTONE INC COM 46116V105 3209 65719 SH OTR 1 0 65719 0 INTL PAPER CO COM 460146103 2317 50312 SH OTR 1 0 50312 0 INTL PAPER CO COM 460146103 499 10839 SH SOLE 10839 0 0 INTUIT COM 461202103 9547 36450 SH OTR 1 0 36450 0 INTUIT COM 461202103 2087 7969 SH SOLE 7969 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 17617 29801 SH OTR 1 0 29801 0 INTUITIVE SURGICAL INC COM NEW 46120E602 683 1155 SH OTR 5 0 1155 0 INTUITIVE SURGICAL INC COM NEW 46120E602 2270 3840 SH SOLE 3840 0 0 INVACARE CORP COM 461203101 474 52600 SH OTR 1 0 52600 0 INVACARE CORP COM 461203101 96 10600 SH SOLE 10600 0 0 INVESCO ADVANTAGE MUNICIPAL SH BEN INT 46132E103 4457 399055 SH SOLE 399055 0 0 INVESCO EXCHNG TRADED FD TR NATL AMT MUNI 46138E537 45000 1700663 SH OTR 1 0 1700663 0 INVESCO MUN OPPORTUNITY TR COM 46132C107 4478 362330 SH SOLE 362330 0 0 INVESCO MUN TR COM 46131J103 4776 386429 SH SOLE 386429 0 0 INVESCO PA VALUE MUN INCOME COM 46132K109 3186 241518 SH SOLE 241518 0 0 INVESCO QUALITY MUNI INC TRS COM 46133G107 5704 453399 SH SOLE 453399 0 0 INVESCO TR INVT GRADE MUNS COM 46131M106 4580 356390 SH SOLE 356390 0 0 INVESTORS BANCORP INC NEW COM 46146L101 2818 236500 SH OTR 1 0 236500 0 INVESTORS BANCORP INC NEW COM 46146L101 589 49400 SH SOLE 49400 0 0 INVITAE CORP COM 46185L103 995 61700 SH OTR 1 0 61700 0 INVITAE CORP COM 46185L103 218 13500 SH SOLE 13500 0 0 INVITATION HOMES INC COM 46187W107 222 7419 SH SOLE 7419 0 0 INVITATION HOMES INC COM 46187W107 2350 78417 SH OTR 1 0 78417 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 1786 64520 SH OTR 1 0 64520 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 385 13918 SH SOLE 13918 0 0 IPG PHOTONICS CORP COM 44980X109 659 4547 SH OTR 1 0 4547 0 IPG PHOTONICS CORP COM 44980X109 124 856 SH SOLE 856 0 0 IQVIA HLDGS INC COM 46266C105 14341 92815 SH OTR 1 0 92815 0 IQVIA HLDGS INC COM 46266C105 726 4699 SH OTR 5 0 4699 0 IQVIA HLDGS INC COM 46266C105 2430 15726 SH SOLE 15726 0 0 IRON MTN INC NEW COM 46284V101 1380 43287 SH OTR 1 0 43287 0 IRON MTN INC NEW COM 46284V101 297 9313 SH SOLE 9313 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1371 103024 SH OTR 1 0 103024 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 291 21867 SH SOLE 21867 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 129 110000 PRN SOLE 110000 0 0 ISHARES GOLD TRUST ISHARES 464285105 8971 618700 SH OTR 1 0 618700 0 ISHARES TR CORE S&P MCP ETF 464287507 13248 64367 SH OTR 1 0 64367 0 ISHARES TR CORE S&P MCP ETF 464287507 210 1022 SH SOLE 1022 0 0 ISHARES TR MSCI SAUDI ARBIA 46434V423 1815 58696 SH OTR 1 0 58696 0 ISHARES TR RUS 1000 GRW ETF 464287614 19291 109655 SH OTR 1 0 109655 0 ISHARES TR RUS MID CAP ETF 464287499 6816 114330 SH OTR 1 0 114330 0 ISHARES TR RUSSELL 2000 ETF 464287655 1982 11961 SH SOLE 11961 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 20617 124444 SH OTR 1 0 124444 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 26173 22826000 PRN OTR 1 0 22826000 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 50 44000 PRN OTR 4 0 44000 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 8049 7020000 PRN SOLE 7020000 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 3325 2906000 PRN DFND 1 0 2906000 0 ITRON INC COM 465741106 437 5200 SH OTR 1 0 5200 0 ITRON INC COM 465741106 101 1200 SH SOLE 1200 0 0 J ALEXANDERS HLDGS INC COM 46609J106 753 78814 SH OTR 1 0 78814 0 J ALEXANDERS HLDGS INC COM 46609J106 168 17597 SH SOLE 17597 0 0 J2 GLOBAL INC COM 48123V102 4317 46064 SH OTR 1 0 46064 0 J2 GLOBAL INC COM 48123V102 912 9731 SH SOLE 9731 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 152 105000 PRN SOLE 105000 0 0 JABIL INC COM 466313103 1239 29984 SH OTR 5 0 29984 0 JABIL INC COM 466313103 2281 55184 SH SOLE 55184 0 0 JABIL INC COM 466313103 21949 531058 SH OTR 1 0 531058 0 JACOBS ENGR GROUP INC COM 469814107 1555 17311 SH OTR 1 0 17311 0 JACOBS ENGR GROUP INC COM 469814107 333 3705 SH SOLE 3705 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 222 215000 PRN SOLE 215000 0 0 JD COM INC SPON ADR CL A 47215P106 2 56 SH DFND 1 0 56 0 JD COM INC SPON ADR CL A 47215P106 2114 59998 SH OTR 1 0 59998 0 JD COM INC SPON ADR CL A 47215P106 469 13300 SH SOLE 13300 0 0 JEFFERIES FINL GROUP INC COM 47233W109 36 1678 SH SOLE 1678 0 0 JEFFERIES FINL GROUP INC COM 47233W109 622 29083 SH OTR 1 0 29083 0 JOHNSON & JOHNSON COM 478160104 14322 98182 SH SOLE 98182 0 0 JOHNSON & JOHNSON COM 478160104 67066 459763 SH OTR 1 0 459763 0 JOHNSON & JOHNSON COM 478160104 3386 23214 SH OTR 5 0 23214 0 JONES LANG LASALLE INC COM 48020Q107 1140 6548 SH OTR 1 0 6548 0 JONES LANG LASALLE INC COM 48020Q107 147 842 SH SOLE 842 0 0 JPMORGAN CHASE & CO COM 46625H100 76651 549864 SH OTR 1 0 549864 0 JPMORGAN CHASE & CO COM 46625H100 5113 36677 SH OTR 5 0 36677 0 JPMORGAN CHASE & CO COM 46625H100 16426 117831 SH SOLE 117831 0 0 JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 1 439 SH DFND 1 0 439 0 JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 196 95500 SH OTR 1 0 95500 0 JUNIPER NETWORKS INC COM 48203R104 1058 42960 SH OTR 1 0 42960 0 JUNIPER NETWORKS INC COM 48203R104 244 9900 SH SOLE 9900 0 0 K12 INC COM 48273U102 851 41818 SH OTR 1 0 41818 0 K12 INC COM 48273U102 155 7627 SH SOLE 7627 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 1966 12835 SH OTR 1 0 12835 0 KANSAS CITY SOUTHERN COM NEW 485170302 422 2756 SH SOLE 2756 0 0 KAR AUCTION SVCS INC COM 48238T109 3342 153396 SH OTR 1 0 153396 0 KAR AUCTION SVCS INC COM 48238T109 413 18954 SH SOLE 18954 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 133 93000 PRN SOLE 93000 0 0 KB HOME COM 48666K109 2748 80200 SH OTR 1 0 80200 0 KB HOME COM 48666K109 624 18200 SH SOLE 18200 0 0 KBR INC COM 48242W106 1774 58174 SH OTR 1 0 58174 0 KBR INC COM 48242W106 331 10860 SH OTR 5 0 10860 0 KBR INC COM 48242W106 445 14605 SH SOLE 14605 0 0 KELLOGG CO COM 487836108 2194 31728 SH OTR 1 0 31728 0 KELLOGG CO COM 487836108 473 6841 SH SOLE 6841 0 0 KELLY SVCS INC CL A 488152208 391 17300 SH OTR 1 0 17300 0 KELLY SVCS INC CL A 488152208 88 3900 SH SOLE 3900 0 0 KEMPER CORP DEL COM 488401100 1225 15800 SH OTR 1 0 15800 0 KEMPER CORP DEL COM 488401100 383 4937 SH SOLE 4937 0 0 KEURIG DR PEPPER INC COM 49271V100 1632 56385 SH OTR 1 0 56385 0 KEYCORP NEW COM 493267108 542 26800 SH SOLE 26800 0 0 KEYCORP NEW COM 493267108 2559 126420 SH OTR 1 0 126420 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 558 5438 SH SOLE 5438 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 2582 25162 SH OTR 1 0 25162 0 KIMBALL ELECTRONICS INC COM 49428J109 416 23700 SH OTR 1 0 23700 0 KIMBALL ELECTRONICS INC COM 49428J109 86 4900 SH SOLE 4900 0 0 KIMBALL INTL INC CL B 494274103 2011 97300 SH OTR 1 0 97300 0 KIMBALL INTL INC CL B 494274103 420 20300 SH SOLE 20300 0 0 KIMBERLY CLARK CORP COM 494368103 7681 55841 SH OTR 1 0 55841 0 KIMBERLY CLARK CORP COM 494368103 1364 9913 SH SOLE 9913 0 0 KIMCO RLTY CORP COM 49446R109 1181 57047 SH OTR 1 0 57047 0 KIMCO RLTY CORP COM 49446R109 261 12598 SH SOLE 12598 0 0 KINDER MORGAN INC DEL COM 49456B101 7427 350836 SH OTR 1 0 350836 0 KINDER MORGAN INC DEL COM 49456B101 1227 57963 SH SOLE 57963 0 0 KLA CORPORATION COM NEW 482480100 215 1204 SH OTR 5 0 1204 0 KLA CORPORATION COM NEW 482480100 1973 11075 SH SOLE 11075 0 0 KLA CORPORATION COM NEW 482480100 22705 127437 SH OTR 1 0 127437 0 KNOLL INC COM NEW 498904200 2822 111700 SH OTR 1 0 111700 0 KNOLL INC COM NEW 498904200 599 23700 SH SOLE 23700 0 0 KODIAK SCIENCES INC COM 50015M109 288 4000 SH OTR 1 0 4000 0 KODIAK SCIENCES INC COM 50015M109 50 700 SH SOLE 700 0 0 KOHLS CORP COM 500255104 1041 20422 SH OTR 1 0 20422 0 KOHLS CORP COM 500255104 191 3745 SH SOLE 3745 0 0 KOPPERS HOLDINGS INC COM 50060P106 164 4300 SH OTR 1 0 4300 0 KOPPERS HOLDINGS INC COM 50060P106 38 1000 SH SOLE 1000 0 0 KRAFT HEINZ CO COM 500754106 3981 123895 SH OTR 1 0 123895 0 KRAFT HEINZ CO COM 500754106 539 16769 SH SOLE 16769 0 0 KROGER CO COM 501044101 18960 654018 SH OTR 1 0 654018 0 KROGER CO COM 501044101 1454 50141 SH OTR 5 0 50141 0 KROGER CO COM 501044101 2482 85610 SH SOLE 85610 0 0 L BRANDS INC COM 501797104 535 29519 SH OTR 1 0 29519 0 L BRANDS INC COM 501797104 98 5421 SH SOLE 5421 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 5701 28814 SH OTR 1 0 28814 0 L3HARRIS TECHNOLOGIES INC COM 502431109 1184 5982 SH SOLE 5982 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 2114 12499 SH OTR 1 0 12499 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 441 2605 SH SOLE 2605 0 0 LADENBURG THALMAN FIN SVCS I COM 50575Q102 29 8300 SH SOLE 8300 0 0 LADENBURG THALMAN FIN SVCS I COM 50575Q102 128 36700 SH OTR 1 0 36700 0 LAM RESEARCH CORP COM 512807108 37272 127469 SH OTR 1 0 127469 0 LAM RESEARCH CORP COM 512807108 1700 5814 SH OTR 5 0 5814 0 LAM RESEARCH CORP COM 512807108 4518 15450 SH SOLE 15450 0 0 LAMB WESTON HLDGS INC COM 513272104 1601 18613 SH OTR 1 0 18613 0 LAMB WESTON HLDGS INC COM 513272104 355 4127 SH SOLE 4127 0 0 LANDS END INC NEW COM 51509F105 277 16490 SH OTR 1 0 16490 0 LANDS END INC NEW COM 51509F105 52 3084 SH SOLE 3084 0 0 LANNET INC COM 516012101 319 36200 SH OTR 1 0 36200 0 LANNET INC COM 516012101 77 8700 SH SOLE 8700 0 0 LANTHEUS HLDGS INC COM 516544103 2826 137805 SH OTR 1 0 137805 0 LANTHEUS HLDGS INC COM 516544103 596 29065 SH SOLE 29065 0 0 LAREDO PETROLEUM INC COM 516806106 59 20400 SH OTR 1 0 20400 0 LAREDO PETROLEUM INC COM 516806106 10 3500 SH SOLE 3500 0 0 LAS VEGAS SANDS CORP COM 517834107 4391 63598 SH OTR 1 0 63598 0 LAS VEGAS SANDS CORP COM 517834107 639 9256 SH SOLE 9256 0 0 LAUDER ESTEE COS INC CL A 518439104 5920 28665 SH OTR 1 0 28665 0 LAUDER ESTEE COS INC CL A 518439104 1219 5900 SH SOLE 5900 0 0 LAUREATE EDUCATION INC CL A 518613203 1201 68200 SH OTR 1 0 68200 0 LAUREATE EDUCATION INC CL A 518613203 282 16000 SH SOLE 16000 0 0 LEAR CORP COM NEW 521865204 1691 12326 SH OTR 1 0 12326 0 LEAR CORP COM NEW 521865204 470 3427 SH SOLE 3427 0 0 LEE ENTERPRISES INC COM 523768109 30 21200 SH SOLE 21200 0 0 LEE ENTERPRISES INC COM 523768109 154 108600 SH OTR 1 0 108600 0 LEGG MASON INC COM 524901105 3363 93658 SH OTR 1 0 93658 0 LEGG MASON INC COM 524901105 320 8904 SH SOLE 8904 0 0 LEGGETT & PLATT INC COM 524660107 852 16769 SH OTR 1 0 16769 0 LEGGETT & PLATT INC COM 524660107 157 3088 SH SOLE 3088 0 0 LEIDOS HLDGS INC COM 525327102 2811 28712 SH SOLE 28712 0 0 LEIDOS HLDGS INC COM 525327102 16404 167574 SH OTR 1 0 167574 0 LEIDOS HLDGS INC COM 525327102 1418 14481 SH OTR 5 0 14481 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 3027 1932000 PRN SOLE 1932000 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 42 27000 PRN OTR 4 0 27000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 10312 6581000 PRN OTR 1 0 6581000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 2904 1856000 PRN DFND 1 0 1856000 0 LENNAR CORP CL A 526057104 4228 75786 SH OTR 1 0 75786 0 LENNAR CORP CL A 526057104 625 11194 SH SOLE 11194 0 0 LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 22 30000 PRN SOLE 30000 0 0 LEXINFINTECH HLDGS LTD ADR 528877103 803 57800 SH OTR 1 0 57800 0 LEXINGTON REALTY TRUST COM 529043101 3461 325851 SH OTR 1 0 325851 0 LEXINGTON REALTY TRUST COM 529043101 734 69100 SH SOLE 69100 0 0 LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 284 9600 SH OTR 1 0 9600 0 LIBERTY MEDIA CORP DELAWARE COM C BRAVES GRP 531229888 59 2000 SH SOLE 2000 0 0 LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 214 4450 SH OTR 1 0 4450 0 LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 63 1300 SH SOLE 1300 0 0 LIBERTY MEDIA CORP DELAWARE DEB 2.250% 9/3 531229AE2 67 115000 PRN SOLE 115000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 6476 4859000 PRN SOLE 4859000 0 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 19 14000 PRN DFND 1 0 14000 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.000% 1/3 531229AF9 21463 16105000 PRN OTR 1 0 16105000 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 6285 4671000 PRN DFND 1 0 4671000 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 22725 16857000 PRN OTR 1 0 16857000 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 98 73000 PRN OTR 4 0 73000 0 LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 6626 4915000 PRN SOLE 4915000 0 0 LIFE STORAGE INC COM 53223X107 1562 14424 SH OTR 1 0 14424 0 LIFE STORAGE INC COM 53223X107 115 1065 SH SOLE 1065 0 0 LIFEVANTAGE CORP COM NEW 53222K205 771 49400 SH OTR 1 0 49400 0 LIFEVANTAGE CORP COM NEW 53222K205 172 11000 SH SOLE 11000 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1169 11210 SH OTR 1 0 11210 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 250 2394 SH SOLE 2394 0 0 LILLY ELI & CO COM 532457108 16999 129337 SH OTR 1 0 129337 0 LILLY ELI & CO COM 532457108 2965 22557 SH SOLE 22557 0 0 LINCOLN NATL CORP IND COM 534187109 1979 33534 SH OTR 1 0 33534 0 LINCOLN NATL CORP IND COM 534187109 474 8040 SH SOLE 8040 0 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 6227 627072 SH OTR 1 0 627072 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 923 92946 SH SOLE 92946 0 0 LITHIA MTRS INC CL A 536797103 779 5300 SH SOLE 5300 0 0 LITHIA MTRS INC CL A 536797103 3660 24900 SH OTR 1 0 24900 0 LIVE NATION ENTERTAINMENT IN COM 538034109 2570 35964 SH OTR 1 0 35964 0 LIVE NATION ENTERTAINMENT IN COM 538034109 336 4701 SH SOLE 4701 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 22 18000 PRN DFND 1 0 18000 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 13773 11272000 PRN OTR 1 0 11272000 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 2455 2009000 PRN SOLE 2009000 0 0 LKQ CORP COM 501889208 3130 87684 SH SOLE 87684 0 0 LKQ CORP COM 501889208 24741 693028 SH OTR 1 0 693028 0 LKQ CORP COM 501889208 1292 36199 SH OTR 5 0 36199 0 LOCKHEED MARTIN CORP COM 539830109 5487 14092 SH SOLE 14092 0 0 LOCKHEED MARTIN CORP COM 539830109 40110 103011 SH OTR 1 0 103011 0 LOCKHEED MARTIN CORP COM 539830109 2160 5547 SH OTR 5 0 5547 0 LOEWS CORP COM 540424108 1723 32832 SH OTR 1 0 32832 0 LOEWS CORP COM 540424108 358 6822 SH SOLE 6822 0 0 LOGMEIN INC COM 54142L109 5729 66815 SH OTR 1 0 66815 0 LOGMEIN INC COM 54142L109 917 10691 SH SOLE 10691 0 0 LOWES COS INC COM 548661107 16612 138708 SH OTR 1 0 138708 0 LOWES COS INC COM 548661107 3371 28145 SH SOLE 28145 0 0 LPL FINL HLDGS INC COM 50212V100 16030 173771 SH OTR 1 0 173771 0 LPL FINL HLDGS INC COM 50212V100 1397 15143 SH SOLE 15143 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 6807 4670000 PRN DFND 1 0 4670000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 17803 12173000 PRN SOLE 12173000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 61327 41933000 PRN OTR 1 0 41933000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 103 71000 PRN OTR 4 0 71000 0 LUTHER BURBANK CORP COM 550550107 1092 94736 SH OTR 1 0 94736 0 LUTHER BURBANK CORP COM 550550107 231 20000 SH SOLE 20000 0 0 LYDALL INC DEL COM 550819106 2107 102700 SH OTR 1 0 102700 0 LYDALL INC DEL COM 550819106 456 22200 SH SOLE 22200 0 0 M & T BK CORP COM 55261F104 2875 16937 SH OTR 1 0 16937 0 M & T BK CORP COM 55261F104 597 3514 SH SOLE 3514 0 0 M/I HOMES INC COM 55305B101 354 9000 SH SOLE 9000 0 0 M/I HOMES INC COM 55305B101 1688 42900 SH OTR 1 0 42900 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 331 345000 PRN SOLE 345000 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 18 19000 PRN DFND 1 0 19000 0 MACYS INC COM 55616P104 670 39422 SH OTR 1 0 39422 0 MACYS INC COM 55616P104 122 7169 SH SOLE 7169 0 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 790 8667 SH OTR 1 0 8667 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 170 1861 SH SOLE 1861 0 0 MAGELLAN HEALTH INC COM NEW 559079207 1549 19800 SH OTR 1 0 19800 0 MAGELLAN HEALTH INC COM NEW 559079207 329 4200 SH SOLE 4200 0 0 MALIBU BOATS INC COM CL A 56117J100 3006 73400 SH OTR 1 0 73400 0 MALIBU BOATS INC COM CL A 56117J100 639 15600 SH SOLE 15600 0 0 MANPOWERGROUP INC COM 56418H100 13559 139635 SH OTR 1 0 139635 0 MANPOWERGROUP INC COM 56418H100 1204 12401 SH OTR 5 0 12401 0 MANPOWERGROUP INC COM 56418H100 2448 25209 SH SOLE 25209 0 0 MARATHON OIL CORP COM 565849106 3332 245396 SH OTR 1 0 245396 0 MARATHON OIL CORP COM 565849106 309 22772 SH SOLE 22772 0 0 MARATHON PETE CORP COM 56585A102 7136 118438 SH OTR 1 0 118438 0 MARATHON PETE CORP COM 56585A102 1628 27025 SH SOLE 27025 0 0 MARKETAXESS HLDGS INC COM 57060D108 1850 4880 SH OTR 1 0 4880 0 MARKETAXESS HLDGS INC COM 57060D108 376 992 SH SOLE 992 0 0 MARRIOTT INTL INC NEW CL A 571903202 5279 34861 SH OTR 1 0 34861 0 MARRIOTT INTL INC NEW CL A 571903202 1108 7318 SH SOLE 7318 0 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 3235 3034000 PRN DFND 1 0 3034000 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 150 140000 PRN SOLE 140000 0 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 50 47000 PRN OTR 4 0 47000 0 MARSH & MCLENNAN COS INC COM 571748102 8841 79355 SH OTR 1 0 79355 0 MARSH & MCLENNAN COS INC COM 571748102 1471 13207 SH SOLE 13207 0 0 MARTIN MARIETTA MATLS INC COM 573284106 2228 7969 SH OTR 1 0 7969 0 MARTIN MARIETTA MATLS INC COM 573284106 466 1667 SH SOLE 1667 0 0 MASCO CORP COM 574599106 1918 39964 SH OTR 1 0 39964 0 MASCO CORP COM 574599106 435 9063 SH SOLE 9063 0 0 MASONITE INTL CORP NEW COM 575385109 823 11400 SH OTR 1 0 11400 0 MASONITE INTL CORP NEW COM 575385109 144 2000 SH SOLE 2000 0 0 MASTEC INC COM 576323109 3984 62100 SH OTR 1 0 62100 0 MASTEC INC COM 576323109 847 13200 SH SOLE 13200 0 0 MASTERCARD INC CL A 57636Q104 2671 8946 SH OTR 5 0 8946 0 MASTERCARD INC CL A 57636Q104 10529 35262 SH SOLE 35262 0 0 MASTERCARD INC CL A 57636Q104 72408 242500 SH OTR 1 0 242500 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 2312 146800 SH OTR 1 0 146800 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 480 30500 SH SOLE 30500 0 0 MATRIX SVC CO COM 576853105 1976 86385 SH OTR 1 0 86385 0 MATRIX SVC CO COM 576853105 424 18533 SH SOLE 18533 0 0 MATSON INC COM 57686G105 371 9100 SH OTR 1 0 9100 0 MATSON INC COM 57686G105 86 2100 SH SOLE 2100 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 2132 34667 SH OTR 1 0 34667 0 MAXIM INTEGRATED PRODS INC COM 57772K101 448 7288 SH SOLE 7288 0 0 MAXIMUS INC COM 577933104 2885 38784 SH OTR 1 0 38784 0 MAXIMUS INC COM 577933104 107 1444 SH OTR 5 0 1444 0 MAXIMUS INC COM 577933104 500 6725 SH SOLE 6725 0 0 MCCORMICK & CO INC COM NON VTG 579780206 2692 15861 SH OTR 1 0 15861 0 MCCORMICK & CO INC COM NON VTG 579780206 563 3315 SH SOLE 3315 0 0 MCDONALDS CORP COM 580135101 22896 115864 SH OTR 1 0 115864 0 MCDONALDS CORP COM 580135101 312 1579 SH OTR 5 0 1579 0 MCDONALDS CORP COM 580135101 4602 23289 SH SOLE 23289 0 0 MCGRATH RENTCORP COM 580589109 712 9300 SH SOLE 9300 0 0 MCGRATH RENTCORP COM 580589109 3375 44100 SH OTR 1 0 44100 0 MCKESSON CORP COM 58155Q103 3804 27503 SH SOLE 27503 0 0 MCKESSON CORP COM 58155Q103 29645 214322 SH OTR 1 0 214322 0 MCKESSON CORP COM 58155Q103 1395 10087 SH OTR 5 0 10087 0 MDU RES GROUP INC COM 552690109 1638 55120 SH OTR 1 0 55120 0 MDU RES GROUP INC COM 552690109 155 5225 SH SOLE 5225 0 0 MEDICINES CO COM 584688105 3236 38100 SH OTR 1 0 38100 0 MEDICINES CO COM 584688105 680 8000 SH SOLE 8000 0 0 MEDNAX INC COM 58502B106 5129 184580 SH OTR 1 0 184580 0 MEDNAX INC COM 58502B106 432 15549 SH SOLE 15549 0 0 MEDPACE HLDGS INC COM 58506Q109 787 9366 SH SOLE 9366 0 0 MEDPACE HLDGS INC COM 58506Q109 3700 44013 SH OTR 1 0 44013 0 MELCO RESORTS AND ENTMT LTD ADR 585464100 1958 81000 SH OTR 1 0 81000 0 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 13 9000 PRN DFND 1 0 9000 0 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 14401 9630000 PRN OTR 1 0 9630000 0 MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 4050 2708000 PRN SOLE 2708000 0 0 MERCHANTS BANCORP IND COM 58844R108 1039 52700 SH OTR 1 0 52700 0 MERCHANTS BANCORP IND COM 58844R108 221 11200 SH SOLE 11200 0 0 MERCK & CO INC COM 58933Y105 50946 560152 SH OTR 1 0 560152 0 MERCK & CO INC COM 58933Y105 1387 15255 SH OTR 5 0 15255 0 MERCK & CO INC COM 58933Y105 7733 85025 SH SOLE 85025 0 0 MERCURY GENL CORP NEW COM 589400100 383 7852 SH SOLE 7852 0 0 MERCURY GENL CORP NEW COM 589400100 2024 41527 SH OTR 1 0 41527 0 MERIDIAN BIOSCIENCE INC COM 589584101 291 29791 SH OTR 1 0 29791 0 MERIDIAN BIOSCIENCE INC COM 589584101 65 6700 SH SOLE 6700 0 0 MERITAGE HOMES CORP COM 59001A102 1595 26100 SH OTR 1 0 26100 0 MERITAGE HOMES CORP COM 59001A102 354 5800 SH SOLE 5800 0 0 MERITOR INC COM 59001K100 3526 134630 SH OTR 1 0 134630 0 MERITOR INC COM 59001K100 748 28560 SH SOLE 28560 0 0 METHODE ELECTRS INC COM 591520200 1023 26000 SH OTR 1 0 26000 0 METHODE ELECTRS INC COM 591520200 197 5000 SH SOLE 5000 0 0 METLIFE INC COM 59156R108 3480 68275 SH SOLE 68275 0 0 METLIFE INC COM 59156R108 15560 305276 SH OTR 1 0 305276 0 METLIFE INC COM 59156R108 1623 31849 SH OTR 5 0 31849 0 METROPOLITAN BK HLDG CORP COM 591774104 438 9079 SH SOLE 9079 0 0 METROPOLITAN BK HLDG CORP COM 591774104 2035 42203 SH OTR 1 0 42203 0 METTLER TOLEDO INTERNATIONAL COM 592688105 2496 3146 SH OTR 1 0 3146 0 METTLER TOLEDO INTERNATIONAL COM 592688105 538 678 SH SOLE 678 0 0 MFA FINL INC COM 55272X102 923 120617 SH OTR 1 0 120617 0 MFS HIGH INCOME MUN TR SH BEN INT 59318D104 2592 481847 SH SOLE 481847 0 0 MFS MUN INCOME TR SH BEN INT 552738106 697 98613 SH OTR 1 0 98613 0 MFS MUN INCOME TR SH BEN INT 552738106 3667 518642 SH SOLE 518642 0 0 MGM RESORTS INTERNATIONAL COM 552953101 3525 105959 SH SOLE 105959 0 0 MGM RESORTS INTERNATIONAL COM 552953101 27275 819797 SH OTR 1 0 819797 0 MGM RESORTS INTERNATIONAL COM 552953101 1396 41968 SH OTR 5 0 41968 0 MICROCHIP TECHNOLOGY INC COM 595017104 3181 30373 SH OTR 1 0 30373 0 MICROCHIP TECHNOLOGY INC COM 595017104 671 6411 SH SOLE 6411 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 10627 4940000 PRN DFND 1 0 4940000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 64087 29756000 PRN OTR 1 0 29756000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 166 77000 PRN OTR 4 0 77000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 13821 6417000 PRN SOLE 6417000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 17597 12327000 PRN OTR 1 0 12327000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 8008 5610000 PRN SOLE 5610000 0 0 MICRON TECHNOLOGY INC COM 595112103 4144 77059 SH SOLE 77059 0 0 MICRON TECHNOLOGY INC COM 595112103 19268 358274 SH OTR 1 0 358274 0 MICRON TECHNOLOGY INC COM 595112103 1928 35842 SH OTR 5 0 35842 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 8298 1540000 PRN SOLE 1540000 0 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 27889 5176000 PRN OTR 1 0 5176000 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 16 3000 PRN DFND 1 0 3000 0 MICROSOFT CORP COM 594918104 324417 2057180 SH OTR 1 0 2057180 0 MICROSOFT CORP COM 594918104 13301 84341 SH OTR 5 0 84341 0 MICROSOFT CORP COM 594918104 48973 310544 SH SOLE 310544 0 0 MICROSTRATEGY INC CL A NEW 594972408 2907 20378 SH OTR 1 0 20378 0 MICROSTRATEGY INC CL A NEW 594972408 613 4300 SH SOLE 4300 0 0 MID AMER APT CMNTYS INC COM 59522J103 1193 9047 SH SOLE 9047 0 0 MID AMER APT CMNTYS INC COM 59522J103 8268 62700 SH OTR 1 0 62700 0 MID AMER APT CMNTYS INC COM 59522J103 533 4041 SH OTR 5 0 4041 0 MIDDLESEX WATER CO COM 596680108 184 2900 SH OTR 1 0 2900 0 MIDDLESEX WATER CO COM 596680108 38 600 SH SOLE 600 0 0 MIDWESTONE FINL GROUP INC NE COM 598511103 663 18303 SH OTR 1 0 18303 0 MIDWESTONE FINL GROUP INC NE COM 598511103 133 3674 SH SOLE 3674 0 0 MILLER HERMAN INC COM 600544100 3201 76857 SH OTR 1 0 76857 0 MILLER HERMAN INC COM 600544100 675 16200 SH SOLE 16200 0 0 MILLER INDS INC TENN COM NEW 600551204 1688 45449 SH OTR 1 0 45449 0 MILLER INDS INC TENN COM NEW 600551204 371 9996 SH SOLE 9996 0 0 MIRATI THERAPEUTICS INC COM 60468T105 1972 15300 SH OTR 1 0 15300 0 MIRATI THERAPEUTICS INC COM 60468T105 399 3100 SH SOLE 3100 0 0 MKS INSTRUMENT INC COM 55306N104 7924 72027 SH OTR 1 0 72027 0 MKS INSTRUMENT INC COM 55306N104 1063 9659 SH SOLE 9659 0 0 MOHAWK INDS INC COM 608190104 1051 7708 SH OTR 1 0 7708 0 MOHAWK INDS INC COM 608190104 234 1719 SH SOLE 1719 0 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 9419 2836000 PRN DFND 1 0 2836000 0 MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 146 44000 PRN OTR 4 0 44000 0 MOLSON COORS BREWING CO CL B 60871R209 1292 23970 SH OTR 1 0 23970 0 MOLSON COORS BREWING CO CL B 60871R209 279 5184 SH SOLE 5184 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 1462 74086 SH OTR 1 0 74086 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 311 15762 SH SOLE 15762 0 0 MOMO INC ADR 60879B107 214 6400 SH SOLE 6400 0 0 MOMO INC ADR 60879B107 1226 36604 SH OTR 1 0 36604 0 MONDELEZ INTL INC CL A 609207105 11588 210388 SH OTR 1 0 210388 0 MONDELEZ INTL INC CL A 609207105 2082 37805 SH SOLE 37805 0 0 MONGODB INC NOTE 0.750% 6/1 60937PAB2 71 35000 PRN SOLE 35000 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 3314 52150 SH OTR 1 0 52150 0 MONSTER BEVERAGE CORP NEW COM 61174X109 723 11382 SH SOLE 11382 0 0 MOODYS CORP COM 615369105 4936 20789 SH OTR 1 0 20789 0 MOODYS CORP COM 615369105 1029 4334 SH SOLE 4334 0 0 MOOG INC CL A 615394202 2987 35000 SH OTR 1 0 35000 0 MOOG INC CL A 615394202 623 7300 SH SOLE 7300 0 0 MORGAN STANLEY COM NEW 617446448 1667 32607 SH SOLE 32607 0 0 MORGAN STANLEY COM NEW 617446448 9941 194459 SH OTR 1 0 194459 0 MORNINGSTAR INC COM 617700109 253 1672 SH SOLE 1672 0 0 MORNINGSTAR INC COM 617700109 2016 13326 SH OTR 1 0 13326 0 MOSAIC CO NEW COM 61945C103 980 45304 SH OTR 1 0 45304 0 MOSAIC CO NEW COM 61945C103 218 10069 SH SOLE 10069 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 3624 22491 SH OTR 1 0 22491 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 760 4714 SH SOLE 4714 0 0 MPLX LP COM UNIT REP LTD 55336V100 377 14794 SH SOLE 14794 0 0 MRC GLOBAL INC COM 55345K103 2937 215300 SH OTR 1 0 215300 0 MRC GLOBAL INC COM 55345K103 621 45500 SH SOLE 45500 0 0 MSCI INC COM 55354G100 592 2294 SH SOLE 2294 0 0 MSCI INC COM 55354G100 2791 10809 SH OTR 1 0 10809 0 MUELLER INDS INC COM 624756102 2257 71084 SH OTR 1 0 71084 0 MUELLER INDS INC COM 624756102 467 14700 SH SOLE 14700 0 0 MURPHY USA INC COM 626755102 3995 34146 SH OTR 1 0 34146 0 MURPHY USA INC COM 626755102 854 7300 SH SOLE 7300 0 0 MYR GROUP INC DEL COM 55405W104 2713 83235 SH OTR 1 0 83235 0 MYR GROUP INC DEL COM 55405W104 570 17500 SH SOLE 17500 0 0 MYRIAD GENETICS INC COM 62855J104 1188 43623 SH OTR 1 0 43623 0 MYRIAD GENETICS INC COM 62855J104 248 9121 SH SOLE 9121 0 0 NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 67 90000 PRN SOLE 90000 0 0 NASDAQ INC COM 631103108 1578 14738 SH OTR 1 0 14738 0 NASDAQ INC COM 631103108 291 2721 SH SOLE 2721 0 0 NATERA INC COM 632307104 1129 33500 SH OTR 1 0 33500 0 NATERA INC COM 632307104 232 6900 SH SOLE 6900 0 0 NATIONAL GEN HLDGS CORP COM 636220303 3220 145712 SH OTR 1 0 145712 0 NATIONAL GEN HLDGS CORP COM 636220303 686 31058 SH SOLE 31058 0 0 NATIONAL HEALTHCARE CORP COM 635906100 1538 17800 SH OTR 1 0 17800 0 NATIONAL HEALTHCARE CORP COM 635906100 320 3700 SH SOLE 3700 0 0 NATIONAL OILWELL VARCO INC COM 637071101 1234 49249 SH OTR 1 0 49249 0 NATIONAL OILWELL VARCO INC COM 637071101 277 11049 SH SOLE 11049 0 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 996 100940 SH OTR 1 0 100940 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 204 20640 SH SOLE 20640 0 0 NATURES SUNSHINE PRODUCTS IN COM 639027101 18 2000 SH SOLE 2000 0 0 NATURES SUNSHINE PRODUCTS IN COM 639027101 78 8700 SH OTR 1 0 8700 0 NATUS MEDICAL INC COM 639050103 3091 93700 SH OTR 1 0 93700 0 NATUS MEDICAL INC COM 639050103 657 19900 SH SOLE 19900 0 0 NAVISTAR INTL CORP NEW COM 63934E108 2937 101500 SH OTR 1 0 101500 0 NAVISTAR INTL CORP NEW COM 63934E108 616 21300 SH SOLE 21300 0 0 NETAPP INC COM 64110D104 1823 29292 SH OTR 1 0 29292 0 NETAPP INC COM 64110D104 398 6398 SH SOLE 6398 0 0 NETEASE INC SPONSORED ADS 64110W102 2 6 SH DFND 1 0 6 0 NETEASE INC SPONSORED ADS 64110W102 1595 5200 SH OTR 1 0 5200 0 NETEASE INC SPONSORED ADS 64110W102 644 2100 SH SOLE 2100 0 0 NETFLIX INC COM 64110L106 4270 13195 SH SOLE 13195 0 0 NETFLIX INC COM 64110L106 123 381 SH OTR 5 0 381 0 NETFLIX INC COM 64110L106 24940 77079 SH OTR 1 0 77079 0 NETSCOUT SYS INC COM 64115T104 686 28480 SH SOLE 28480 0 0 NETSCOUT SYS INC COM 64115T104 3245 134814 SH OTR 1 0 134814 0 NEUBERGER BRMAN NY MUNI FD I COM 64124K102 321 25745 SH SOLE 25745 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 6903 4508000 PRN DFND 1 0 4508000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 25077 16323000 PRN OTR 1 0 16323000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 109 71000 PRN OTR 4 0 71000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 5693 3706000 PRN SOLE 3706000 0 0 NEVRO CORP NOTE 1.750% 6/0 64157FAA1 20 15000 PRN DFND 1 0 15000 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 117 120000 PRN SOLE 120000 0 0 NEW SR INVT GROUP INC COM 648691103 517 67600 SH OTR 1 0 67600 0 NEW SR INVT GROUP INC COM 648691103 106 13900 SH SOLE 13900 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 241 20060 SH SOLE 20060 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 2610 217132 SH OTR 1 0 217132 0 NEWELL BRANDS INC COM 651229106 3017 156973 SH OTR 1 0 156973 0 NEWELL BRANDS INC COM 651229106 233 12113 SH SOLE 12113 0 0 NEWMONT GOLDCORP CORPORATION COM 651639106 12283 282703 SH OTR 1 0 282703 0 NEWMONT GOLDCORP CORPORATION COM 651639106 1602 36876 SH SOLE 36876 0 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 13259 12861000 PRN OTR 1 0 12861000 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 2071 2009000 PRN SOLE 2009000 0 0 NEWS CORP NEW CL A 65249B109 43 3006 SH OTR 5 0 3006 0 NEWS CORP NEW CL A 65249B109 101 7153 SH SOLE 7153 0 0 NEWS CORP NEW CL A 65249B109 838 59285 SH OTR 1 0 59285 0 NEWS CORP NEW CL B 65249B208 266 18309 SH OTR 5 0 18309 0 NEWS CORP NEW CL B 65249B208 620 42704 SH SOLE 42704 0 0 NEWS CORP NEW CL B 65249B208 2587 178286 SH OTR 1 0 178286 0 NEXPOINT RESIDENTIAL TR INC COM 65341D102 2178 48400 SH OTR 1 0 48400 0 NEXPOINT RESIDENTIAL TR INC COM 65341D102 482 10707 SH SOLE 10707 0 0 NEXTERA ENERGY INC COM 65339F101 20030 82713 SH OTR 1 0 82713 0 NEXTERA ENERGY INC COM 65339F101 939 3876 SH OTR 5 0 3876 0 NEXTERA ENERGY INC COM 65339F101 3600 14868 SH SOLE 14868 0 0 NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 6395 124800 SH SOLE 124800 0 0 NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 27 526 SH DFND 1 0 526 0 NEXTGEN HEALTHCARE INC COM 65343C102 2606 162135 SH OTR 1 0 162135 0 NEXTGEN HEALTHCARE INC COM 65343C102 543 33792 SH SOLE 33792 0 0 NEXTIER OILFIELD SOLUTIONS I COM 65290C105 827 123369 SH OTR 1 0 123369 0 NEXTIER OILFIELD SOLUTIONS I COM 65290C105 188 28043 SH SOLE 28043 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 8981 4713000 PRN DFND 1 0 4713000 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 70896 37106000 PRN OTR 1 0 37106000 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 141 74000 PRN OTR 4 0 74000 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 23031 12054000 PRN SOLE 12054000 0 0 NIKE INC CL B 654106103 4170 41161 SH SOLE 41161 0 0 NIKE INC CL B 654106103 36750 362751 SH OTR 1 0 362751 0 NIKE INC CL B 654106103 572 5649 SH OTR 5 0 5649 0 NISOURCE INC COM 65473P105 244 8778 SH SOLE 8778 0 0 NISOURCE INC COM 65473P105 1326 47637 SH OTR 1 0 47637 0 NMI HLDGS INC CL A 629209305 2263 68200 SH OTR 1 0 68200 0 NMI HLDGS INC CL A 629209305 518 15600 SH SOLE 15600 0 0 NOBLE ENERGY INC COM 655044105 1516 61035 SH OTR 1 0 61035 0 NOBLE ENERGY INC COM 655044105 330 13273 SH SOLE 13273 0 0 NOBLE MIDSTREAM PARTNERS LP COM UNIT REPST 65506L105 383 14412 SH SOLE 14412 0 0 NORDSTROM INC COM 655664100 556 13573 SH OTR 1 0 13573 0 NORDSTROM INC COM 655664100 103 2515 SH SOLE 2515 0 0 NORFOLK SOUTHERN CORP COM 655844108 1344 6925 SH SOLE 6925 0 0 NORFOLK SOUTHERN CORP COM 655844108 8172 42094 SH OTR 1 0 42094 0 NORTHEAST BK LEWISTON ME COM 66405S100 291 13223 SH OTR 1 0 13223 0 NORTHEAST BK LEWISTON ME COM 66405S100 66 3000 SH SOLE 3000 0 0 NORTHERN TR CORP COM 665859104 2889 27195 SH OTR 1 0 27195 0 NORTHERN TR CORP COM 665859104 607 5711 SH SOLE 5711 0 0 NORTHROP GRUMMAN CORP COM 666807102 27805 80835 SH OTR 1 0 80835 0 NORTHROP GRUMMAN CORP COM 666807102 1715 4987 SH OTR 5 0 4987 0 NORTHROP GRUMMAN CORP COM 666807102 3549 10318 SH SOLE 10318 0 0 NORTONLIFELOCK INC COM 668771108 3301 129343 SH OTR 1 0 129343 0 NORTONLIFELOCK INC COM 668771108 874 34239 SH SOLE 34239 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 16431 1800000 PRN OTR 1 0 1800000 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 5669 621000 PRN SOLE 621000 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 27 3000 PRN DFND 1 0 3000 0 NOW INC COM 67011P100 88 7800 SH SOLE 7800 0 0 NOW INC COM 67011P100 397 35300 SH OTR 1 0 35300 0 NRG ENERGY INC COM NEW 629377508 10875 273584 SH OTR 1 0 273584 0 NRG ENERGY INC COM NEW 629377508 1258 31647 SH OTR 5 0 31647 0 NRG ENERGY INC COM NEW 629377508 1466 36893 SH SOLE 36893 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 5821 5134000 PRN DFND 1 0 5134000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 27845 24506000 PRN OTR 1 0 24506000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 91 80000 PRN OTR 4 0 80000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 4059 3572000 PRN SOLE 3572000 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 1487 36283 SH SOLE 36283 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 11679 284985 SH OTR 1 0 284985 0 NUANCE COMMUNICATIONS INC COM 67020Y100 724 40594 SH OTR 1 0 40594 0 NUANCE COMMUNICATIONS INC COM 67020Y100 76 4240 SH SOLE 4240 0 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 21880 19609000 PRN OTR 1 0 19609000 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 2285 2048000 PRN SOLE 2048000 0 0 NUCOR CORP COM 670346105 2288 40654 SH OTR 1 0 40654 0 NUCOR CORP COM 670346105 508 9034 SH SOLE 9034 0 0 NUTANIX INC NOTE 1/1 67059NAB4 4558 4571000 PRN OTR 1 0 4571000 0 NUTANIX INC NOTE 1/1 67059NAB4 1480 1484000 PRN SOLE 1484000 0 0 NUVASIVE INC COM 670704105 905 11700 SH SOLE 11700 0 0 NUVASIVE INC COM 670704105 4312 55754 SH OTR 1 0 55754 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 4290 3214000 PRN SOLE 3214000 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 97 73000 PRN OTR 4 0 73000 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 6256 4700000 PRN DFND 1 0 4700000 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 13929 10435000 PRN OTR 1 0 10435000 0 NUVEEN AMT FREE MUN CR INC F COM 67071L106 18842 1130278 SH SOLE 1130278 0 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 25814 1795140 SH SOLE 1795140 0 0 NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2690 200000 SH SOLE 200000 0 0 NUVEEN MICHIGAN QLT MUN INC COM 670979103 4242 300000 SH SOLE 300000 0 0 NUVEEN MUNICIPAL CREDIT INC COM SH BEN INT 67070X101 20713 1265291 SH SOLE 1265291 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1357 100000 SH OTR 1 0 100000 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 7444 548590 SH SOLE 548590 0 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7966 563000 SH SOLE 563000 0 0 NVIDIA CORP COM 67066G104 4833 20541 SH SOLE 20541 0 0 NVIDIA CORP COM 67066G104 36351 154487 SH OTR 1 0 154487 0 NVIDIA CORP COM 67066G104 789 3354 SH OTR 5 0 3354 0 NVR INC COM 62944T105 9487 2491 SH OTR 1 0 2491 0 NVR INC COM 62944T105 114 30 SH OTR 5 0 30 0 NVR INC COM 62944T105 1638 430 SH SOLE 430 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 31121 71011 SH OTR 1 0 71011 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 1502 3427 SH OTR 5 0 3427 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 4057 9258 SH SOLE 9258 0 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 4819 6208000 PRN DFND 1 0 6208000 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 1304 1658000 PRN SOLE 1658000 0 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 65 84000 PRN OTR 4 0 84000 0 OASIS PETE INC NEW NOTE 2.625% 9/1 674215AJ7 5074 6454000 PRN OTR 1 0 6454000 0 OCCIDENTAL PETE CORP COM 674599105 6242 151470 SH OTR 1 0 151470 0 OCCIDENTAL PETE CORP COM 674599105 972 23583 SH SOLE 23583 0 0 OFFICE DEPOT INC COM 676220106 3568 1302265 SH OTR 1 0 1302265 0 OFFICE DEPOT INC COM 676220106 763 278578 SH SOLE 278578 0 0 OFG BANCORP COM 67103X102 420 17800 SH OTR 1 0 17800 0 OFG BANCORP COM 67103X102 99 4200 SH SOLE 4200 0 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 30180 33437000 PRN OTR 1 0 33437000 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 8599 9527000 PRN SOLE 9527000 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 1551 8172 SH OTR 1 0 8172 0 OLD DOMINION FREIGHT LINE IN COM 679580100 285 1504 SH SOLE 1504 0 0 OLD REP INTL CORP COM 680223104 478 21384 SH OTR 5 0 21384 0 OLD REP INTL CORP COM 680223104 791 35366 SH SOLE 35366 0 0 OLD REP INTL CORP COM 680223104 7452 333136 SH OTR 1 0 333136 0 OLIN CORP COM PAR $1 680665205 2530 146694 SH OTR 1 0 146694 0 OLIN CORP COM PAR $1 680665205 386 22351 SH SOLE 22351 0 0 OLYMPIC STEEL INC COM 68162K106 837 46700 SH OTR 1 0 46700 0 OLYMPIC STEEL INC COM 68162K106 176 9800 SH SOLE 9800 0 0 OMNICELL INC COM 68213N109 3973 48621 SH OTR 1 0 48621 0 OMNICELL INC COM 68213N109 834 10200 SH SOLE 10200 0 0 OMNICOM GROUP INC COM 681919106 2258 27865 SH OTR 1 0 27865 0 OMNICOM GROUP INC COM 681919106 485 5981 SH SOLE 5981 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 6299 4635000 PRN DFND 1 0 4635000 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 27917 20505000 PRN OTR 1 0 20505000 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 94 69000 PRN OTR 4 0 69000 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 8459 6213000 PRN SOLE 6213000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 497 360000 PRN SOLE 360000 0 0 ONEMAIN HLDGS INC COM 68268W103 1205 28600 SH OTR 1 0 28600 0 ONEMAIN HLDGS INC COM 68268W103 401 9511 SH SOLE 9511 0 0 ONEOK INC NEW COM 682680103 3987 52694 SH OTR 1 0 52694 0 ONEOK INC NEW COM 682680103 833 11013 SH SOLE 11013 0 0 OOMA INC COM 683416101 142 10700 SH OTR 1 0 10700 0 OOMA INC COM 683416101 24 1800 SH SOLE 1800 0 0 OP BANCORP COM 67109R109 31 3000 SH SOLE 3000 0 0 OP BANCORP COM 67109R109 142 13700 SH OTR 1 0 13700 0 OPKO HEALTH INC COM 68375N103 573 389569 SH OTR 1 0 389569 0 OPKO HEALTH INC COM 68375N103 125 84781 SH SOLE 84781 0 0 ORACLE CORP COM 68389X105 36525 689420 SH OTR 1 0 689420 0 ORACLE CORP COM 68389X105 885 16703 SH OTR 5 0 16703 0 ORACLE CORP COM 68389X105 4412 83278 SH SOLE 83278 0 0 ORMAT TECHNOLOGIES INC COM 686688102 1870 25100 SH OTR 1 0 25100 0 ORMAT TECHNOLOGIES INC COM 686688102 380 5100 SH SOLE 5100 0 0 ORRSTOWN FINL SVCS INC COM 687380105 509 22501 SH OTR 1 0 22501 0 ORRSTOWN FINL SVCS INC COM 687380105 108 4792 SH SOLE 4792 0 0 ORTHOFIX MED INC COM 68752M108 46 1000 SH SOLE 1000 0 0 ORTHOFIX MED INC COM 68752M108 208 4500 SH OTR 1 0 4500 0 OSHKOSH CORP COM 688239201 6744 71247 SH OTR 1 0 71247 0 OSHKOSH CORP COM 688239201 46 491 SH OTR 5 0 491 0 OSHKOSH CORP COM 688239201 821 8673 SH SOLE 8673 0 0 OSI SYSTEMS INC COM 671044105 3246 32225 SH OTR 1 0 32225 0 OSI SYSTEMS INC COM 671044105 675 6700 SH SOLE 6700 0 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 15 14000 PRN DFND 1 0 14000 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 95 87000 PRN SOLE 87000 0 0 OUTFRONT MEDIA INC COM 69007J106 8163 304373 SH OTR 1 0 304373 0 OUTFRONT MEDIA INC COM 69007J106 449 16749 SH SOLE 16749 0 0 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 19 8051 SH SOLE 8051 0 0 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 84 36651 SH OTR 1 0 36651 0 OWENS CORNING NEW COM 690742101 10242 157285 SH OTR 1 0 157285 0 OWENS CORNING NEW COM 690742101 449 6893 SH OTR 5 0 6893 0 OWENS CORNING NEW COM 690742101 1940 29789 SH SOLE 29789 0 0 PACCAR INC COM 693718108 3870 48920 SH OTR 1 0 48920 0 PACCAR INC COM 693718108 731 9246 SH SOLE 9246 0 0 PACIRA BIOSCIENCES COM 695127100 3261 71988 SH OTR 1 0 71988 0 PACIRA BIOSCIENCES COM 695127100 688 15197 SH SOLE 15197 0 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 51 49000 PRN OTR 4 0 49000 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 4347 4172000 PRN SOLE 4172000 0 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 3248 3125000 PRN DFND 1 0 3125000 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 15134 14524000 PRN OTR 1 0 14524000 0 PACKAGING CORP AMER COM 695156109 1352 12074 SH OTR 1 0 12074 0 PACKAGING CORP AMER COM 695156109 316 2818 SH SOLE 2818 0 0 PALO ALTO NETWORKS INC COM 697435105 17452 75469 SH OTR 1 0 75469 0 PALO ALTO NETWORKS INC COM 697435105 1062 4594 SH SOLE 4594 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 25034 22645000 PRN OTR 1 0 22645000 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 8217 7433000 PRN SOLE 7433000 0 0 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 579 24907 SH SOLE 24907 0 0 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 2758 118662 SH OTR 1 0 118662 0 PARAMOUNT GROUP INC COM 69924R108 911 65467 SH OTR 1 0 65467 0 PARAMOUNT GROUP INC COM 69924R108 47 3383 SH SOLE 3383 0 0 PARK OHIO HLDGS CORP COM 700666100 1308 38873 SH OTR 1 0 38873 0 PARK OHIO HLDGS CORP COM 700666100 276 8209 SH SOLE 8209 0 0 PARKER HANNIFIN CORP COM 701094104 3608 17528 SH OTR 1 0 17528 0 PARKER HANNIFIN CORP COM 701094104 726 3525 SH SOLE 3525 0 0 PATRICK INDS INC COM 703343103 1135 21639 SH OTR 1 0 21639 0 PATRICK INDS INC COM 703343103 202 3851 SH SOLE 3851 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 7146 7400000 PRN SOLE 7400000 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 92 96000 PRN OTR 4 0 96000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 27905 28898000 PRN OTR 1 0 28898000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 6033 6280000 PRN DFND 1 0 6280000 0 PATTERSON UTI ENERGY INC COM 703481101 667 63481 SH SOLE 63481 0 0 PATTERSON UTI ENERGY INC COM 703481101 7076 673876 SH OTR 1 0 673876 0 PAYCHEX INC COM 704326107 3472 40818 SH OTR 1 0 40818 0 PAYCHEX INC COM 704326107 724 8509 SH SOLE 8509 0 0 PAYPAL HLDGS INC COM 70450Y103 34540 319316 SH OTR 1 0 319316 0 PAYPAL HLDGS INC COM 70450Y103 1275 11785 SH OTR 5 0 11785 0 PAYPAL HLDGS INC COM 70450Y103 4636 42858 SH SOLE 42858 0 0 PBF ENERGY INC CL A 69318G106 941 29985 SH SOLE 29985 0 0 PBF ENERGY INC CL A 69318G106 15393 490696 SH OTR 1 0 490696 0 PC CONNECTION INC COM 69318J100 531 10692 SH OTR 1 0 10692 0 PC CONNECTION INC COM 69318J100 99 2000 SH SOLE 2000 0 0 PCB BANCORP COM 69320M109 696 40266 SH OTR 1 0 40266 0 PCB BANCORP COM 69320M109 147 8488 SH SOLE 8488 0 0 PDC ENERGY INC COM 69327R101 892 34100 SH OTR 1 0 34100 0 PDC ENERGY INC COM 69327R101 170 6500 SH SOLE 6500 0 0 PEABODY ENERGY CORP NEW COM 704551100 256 28033 SH OTR 1 0 28033 0 PEABODY ENERGY CORP NEW COM 704551100 53 5815 SH SOLE 5815 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 2234 72308 SH OTR 1 0 72308 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 481 15576 SH SOLE 15576 0 0 PENNYMAC MTG INVT TR COM 70931T103 477 21400 SH SOLE 21400 0 0 PENNYMAC MTG INVT TR COM 70931T103 2328 104435 SH OTR 1 0 104435 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 206 4097 SH SOLE 4097 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 3250 64718 SH OTR 1 0 64718 0 PEOPLES UTD FINL INC COM 712704105 935 55355 SH OTR 1 0 55355 0 PEOPLES UTD FINL INC COM 712704105 224 13229 SH SOLE 13229 0 0 PEPSICO INC COM 713448108 35962 263130 SH OTR 1 0 263130 0 PEPSICO INC COM 713448108 736 5384 SH OTR 5 0 5384 0 PEPSICO INC COM 713448108 5762 42158 SH SOLE 42158 0 0 PERFICIENT INC COM 71375U101 3011 65361 SH OTR 1 0 65361 0 PERFICIENT INC COM 71375U101 636 13800 SH SOLE 13800 0 0 PERFORMANCE FOOD GROUP CO COM 71377A103 1050 20400 SH SOLE 20400 0 0 PERFORMANCE FOOD GROUP CO COM 71377A103 4955 96253 SH OTR 1 0 96253 0 PERKINELMER INC COM 714046109 1376 14168 SH OTR 1 0 14168 0 PERKINELMER INC COM 714046109 303 3122 SH SOLE 3122 0 0 PERSPECTA INC COM 715347100 4061 153583 SH OTR 1 0 153583 0 PERSPECTA INC COM 715347100 864 32679 SH SOLE 32679 0 0 PFIZER INC COM 717081103 33270 849165 SH OTR 1 0 849165 0 PFIZER INC COM 717081103 976 24911 SH OTR 5 0 24911 0 PFIZER INC COM 717081103 6617 168890 SH SOLE 168890 0 0 PG&E CORP COM 69331C108 981 90272 SH OTR 1 0 90272 0 PG&E CORP COM 69331C108 79 7304 SH SOLE 7304 0 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 600 24162 SH SOLE 24162 0 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 2813 113292 SH OTR 1 0 113292 0 PHILIP MORRIS INTL INC COM 718172109 2311 27161 SH SOLE 27161 0 0 PHILIP MORRIS INTL INC COM 718172109 860 10108 SH OTR 5 0 10108 0 PHILIP MORRIS INTL INC COM 718172109 21875 257078 SH OTR 1 0 257078 0 PHILLIPS 66 COM 718546104 8196 73568 SH OTR 1 0 73568 0 PHILLIPS 66 COM 718546104 1875 16826 SH SOLE 16826 0 0 PHOTRONICS INC COM 719405102 3392 215237 SH OTR 1 0 215237 0 PHOTRONICS INC COM 719405102 722 45800 SH SOLE 45800 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 16664 509357 SH OTR 1 0 509357 0 PILGRIMS PRIDE CORP NEW COM 72147K108 1509 46135 SH SOLE 46135 0 0 PINNACLE WEST CAP CORP COM 723484101 602 6693 SH SOLE 6693 0 0 PINNACLE WEST CAP CORP COM 723484101 5181 57606 SH OTR 1 0 57606 0 PINNACLE WEST CAP CORP COM 723484101 214 2376 SH OTR 5 0 2376 0 PIONEER MUN HIGH INCOME ADV COM 723762100 5460 505056 SH SOLE 505056 0 0 PIONEER MUN HIGH INCOME TR COM SHS 723763108 1026 84969 SH OTR 1 0 84969 0 PIONEER NAT RES CO COM 723787107 3236 21381 SH OTR 1 0 21381 0 PIONEER NAT RES CO COM 723787107 671 4431 SH SOLE 4431 0 0 PIPER JAFFRAY COS COM 724078100 1743 21800 SH OTR 1 0 21800 0 PIPER JAFFRAY COS COM 724078100 384 4800 SH SOLE 4800 0 0 PLEXUS CORP COM 729132100 3445 44773 SH OTR 1 0 44773 0 PLEXUS CORP COM 729132100 731 9500 SH SOLE 9500 0 0 PNC FINL SVCS GROUP INC COM 693475105 10392 65101 SH OTR 1 0 65101 0 PNC FINL SVCS GROUP INC COM 693475105 1842 11540 SH SOLE 11540 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 2254 40400 SH OTR 1 0 40400 0 PORTLAND GEN ELEC CO COM NEW 736508847 502 9000 SH SOLE 9000 0 0 PORTOLA PHARMACEUTICALS INC COM 737010108 1163 48694 SH OTR 1 0 48694 0 PORTOLA PHARMACEUTICALS INC COM 737010108 251 10496 SH SOLE 10496 0 0 POWELL INDS INC COM 739128106 2925 59700 SH OTR 1 0 59700 0 POWELL INDS INC COM 739128106 617 12600 SH SOLE 12600 0 0 PPG INDS INC COM 693506107 5652 42338 SH OTR 1 0 42338 0 PPG INDS INC COM 693506107 848 6352 SH SOLE 6352 0 0 PPL CORP COM 69351T106 11099 309334 SH OTR 1 0 309334 0 PPL CORP COM 69351T106 249 6932 SH OTR 5 0 6932 0 PPL CORP COM 69351T106 1743 48573 SH SOLE 48573 0 0 PRA HEALTH SCIENCES INC COM 69354M108 18279 164451 SH OTR 1 0 164451 0 PRA HEALTH SCIENCES INC COM 69354M108 515 4632 SH OTR 5 0 4632 0 PRA HEALTH SCIENCES INC COM 69354M108 1989 17896 SH SOLE 17896 0 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 1640 27300 SH OTR 1 0 27300 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 343 5700 SH SOLE 5700 0 0 PRICE T ROWE GROUP INC COM 74144T108 3667 30097 SH OTR 1 0 30097 0 PRICE T ROWE GROUP INC COM 74144T108 760 6236 SH SOLE 6236 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 9284 5985000 PRN DFND 1 0 5985000 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 141 91000 PRN OTR 4 0 91000 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 17892 15493000 PRN SOLE 15493000 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 43 37000 PRN DFND 1 0 37000 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 37921 32836000 PRN OTR 1 0 32836000 0 PRICESMART INC COM 741511109 298 4200 SH SOLE 4200 0 0 PRICESMART INC COM 741511109 1385 19500 SH OTR 1 0 19500 0 PRINCIPAL FINL GROUP INC COM 74251V102 1819 33081 SH OTR 1 0 33081 0 PRINCIPAL FINL GROUP INC COM 74251V102 254 4626 SH SOLE 4626 0 0 PROCTER & GAMBLE CO COM 742718109 64227 514225 SH OTR 1 0 514225 0 PROCTER & GAMBLE CO COM 742718109 4316 34555 SH OTR 5 0 34555 0 PROCTER & GAMBLE CO COM 742718109 14097 112863 SH SOLE 112863 0 0 PROGRESS SOFTWARE CORP COM 743312100 3299 79406 SH OTR 1 0 79406 0 PROGRESS SOFTWARE CORP COM 743312100 691 16626 SH SOLE 16626 0 0 PROGRESSIVE CORP OHIO COM 743315103 1505 20794 SH SOLE 20794 0 0 PROGRESSIVE CORP OHIO COM 743315103 8090 111756 SH OTR 1 0 111756 0 PROLOGIS INC COM 74340W103 1821 20434 SH SOLE 20434 0 0 PROLOGIS INC COM 74340W103 10543 118271 SH OTR 1 0 118271 0 PROLOGIS INC COM 74340W103 183 2053 SH OTR 5 0 2053 0 PROPETRO HLDG CORP COM 74347M108 1380 122644 SH OTR 1 0 122644 0 PROPETRO HLDG CORP COM 74347M108 295 26200 SH SOLE 26200 0 0 PROSIGHT GLOBAL INC COM 74349J103 419 26000 SH OTR 1 0 26000 0 PROSIGHT GLOBAL INC COM 74349J103 85 5300 SH SOLE 5300 0 0 PRUDENTIAL FINL INC COM 744320102 8678 92580 SH OTR 1 0 92580 0 PRUDENTIAL FINL INC COM 744320102 2205 23523 SH SOLE 23523 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 495 3000 SH SOLE 3000 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 2345 14221 SH OTR 1 0 14221 0 PTC THERAPEUTICS INC COM 69366J200 390 8127 SH SOLE 8127 0 0 PTC THERAPEUTICS INC COM 69366J200 1829 38083 SH OTR 1 0 38083 0 PUBLIC STORAGE COM 74460D109 9033 42417 SH OTR 1 0 42417 0 PUBLIC STORAGE COM 74460D109 714 3355 SH OTR 5 0 3355 0 PUBLIC STORAGE COM 74460D109 1411 6628 SH SOLE 6628 0 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 6411 108572 SH OTR 1 0 108572 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 940 15912 SH SOLE 15912 0 0 PULTE GROUP INC COM 745867101 12625 325395 SH OTR 1 0 325395 0 PULTE GROUP INC COM 745867101 745 19209 SH OTR 5 0 19209 0 PULTE GROUP INC COM 745867101 2147 55337 SH SOLE 55337 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 6790 6813000 PRN OTR 1 0 6813000 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 2343 2351000 PRN SOLE 2351000 0 0 PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 16240 1234990 SH SOLE 1234990 0 0 PVH CORP COM 693656100 998 9492 SH OTR 1 0 9492 0 PVH CORP COM 693656100 184 1752 SH SOLE 1752 0 0 Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 106 70000 PRN SOLE 70000 0 0 QCR HOLDINGS INC COM 74727A104 719 16400 SH OTR 1 0 16400 0 QCR HOLDINGS INC COM 74727A104 149 3400 SH SOLE 3400 0 0 QORVO INC COM 74736K101 17668 152013 SH OTR 1 0 152013 0 QORVO INC COM 74736K101 1382 11886 SH OTR 5 0 11886 0 QORVO INC COM 74736K101 2910 25040 SH SOLE 25040 0 0 QTS RLTY TR INC COM CL A 74736A103 1221 22500 SH OTR 1 0 22500 0 QTS RLTY TR INC COM CL A 74736A103 255 4700 SH SOLE 4700 0 0 QUAD / GRAPHICS INC COM CL A 747301109 704 150731 SH OTR 1 0 150731 0 QUAD / GRAPHICS INC COM CL A 747301109 134 28734 SH SOLE 28734 0 0 QUALCOMM INC COM 747525103 42371 480235 SH OTR 1 0 480235 0 QUALCOMM INC COM 747525103 2244 25431 SH OTR 5 0 25431 0 QUALCOMM INC COM 747525103 5883 66677 SH SOLE 66677 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 1465 85772 SH OTR 1 0 85772 0 QUANEX BUILDING PRODUCTS COR COM 747619104 295 17300 SH SOLE 17300 0 0 QUANTA SVCS INC COM 74762E102 739 18141 SH OTR 1 0 18141 0 QUANTA SVCS INC COM 74762E102 136 3351 SH SOLE 3351 0 0 QUDIAN INC ADR 747798106 65 13800 SH OTR 1 0 13800 0 QUEST DIAGNOSTICS INC COM 74834L100 1834 17174 SH OTR 1 0 17174 0 QUEST DIAGNOSTICS INC COM 74834L100 391 3662 SH SOLE 3662 0 0 QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 14367 14543000 PRN OTR 1 0 14543000 0 QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 3680 3725000 PRN SOLE 3725000 0 0 QURATE RETAIL INC COM SER A 74915M100 2618 310601 SH OTR 1 0 310601 0 QURATE RETAIL INC COM SER A 74915M100 99 11757 SH SOLE 11757 0 0 RA PHARMACEUTICALS INC COM 74933V108 835 17800 SH OTR 1 0 17800 0 RA PHARMACEUTICALS INC COM 74933V108 169 3600 SH SOLE 3600 0 0 RADIAN GROUP INC COM 750236101 4003 159107 SH OTR 1 0 159107 0 RADIAN GROUP INC COM 750236101 838 33300 SH SOLE 33300 0 0 RADIANT LOGISTICS INC COM 75025X100 58 10400 SH OTR 1 0 10400 0 RADIANT LOGISTICS INC COM 75025X100 13 2400 SH SOLE 2400 0 0 RADIUS HEALTH INC COM NEW 750469207 761 37739 SH OTR 1 0 37739 0 RADIUS HEALTH INC COM NEW 750469207 162 8049 SH SOLE 8049 0 0 RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 938 1104000 PRN OTR 1 0 1104000 0 RADIUS HEALTH INC NOTE 3.000% 9/0 750469AA6 103 121000 PRN SOLE 121000 0 0 RADNET INC COM 750491102 1638 80706 SH OTR 1 0 80706 0 RADNET INC COM 750491102 327 16086 SH SOLE 16086 0 0 RALPH LAUREN CORP CL A 751212101 748 6383 SH OTR 1 0 6383 0 RALPH LAUREN CORP CL A 751212101 138 1174 SH SOLE 1174 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 1801 1769000 PRN SOLE 1769000 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 16848 16548000 PRN OTR 1 0 16548000 0 RAPID7 INC NOTE 1.250% 8/0 753422AB0 82 55000 PRN SOLE 55000 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 453 5069 SH SOLE 5069 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 1877 20987 SH OTR 1 0 20987 0 RAYTHEON CO COM NEW 755111507 28901 131525 SH OTR 1 0 131525 0 RAYTHEON CO COM NEW 755111507 1805 8213 SH OTR 5 0 8213 0 RAYTHEON CO COM NEW 755111507 3023 13755 SH SOLE 13755 0 0 RBB BANCORP COM 74930B105 2138 100986 SH OTR 1 0 100986 0 RBB BANCORP COM 74930B105 454 21449 SH SOLE 21449 0 0 REALOGY HLDGS CORP COM 75605Y106 2723 281300 SH OTR 1 0 281300 0 REALOGY HLDGS CORP COM 75605Y106 573 59200 SH SOLE 59200 0 0 REALPAGE INC NOTE 1.500%11/1 75606NAB5 105 75000 PRN SOLE 75000 0 0 REALTY INCOME CORP COM 756109104 811 11013 SH SOLE 11013 0 0 REALTY INCOME CORP COM 756109104 5353 72695 SH OTR 1 0 72695 0 REATA PHARMACEUTICALS INC CL A 75615P103 1431 7000 SH OTR 1 0 7000 0 REATA PHARMACEUTICALS INC CL A 75615P103 327 1600 SH SOLE 1600 0 0 REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 82 80000 PRN SOLE 80000 0 0 REGAL BELOIT CORP COM 758750103 2814 32868 SH OTR 1 0 32868 0 REGAL BELOIT CORP COM 758750103 271 3164 SH SOLE 3164 0 0 REGENCY CTRS CORP COM 758849103 1663 26356 SH OTR 1 0 26356 0 REGENCY CTRS CORP COM 758849103 343 5443 SH SOLE 5443 0 0 REGENERON PHARMACEUTICALS COM 75886F107 945 2516 SH SOLE 2516 0 0 REGENERON PHARMACEUTICALS COM 75886F107 6066 16154 SH OTR 1 0 16154 0 REGENXBIO INC COM 75901B107 971 23712 SH OTR 1 0 23712 0 REGENXBIO INC COM 75901B107 211 5157 SH SOLE 5157 0 0 REGIONS FINL CORP NEW COM 7591EP100 2125 123812 SH OTR 1 0 123812 0 REGIONS FINL CORP NEW COM 7591EP100 461 26893 SH SOLE 26893 0 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 8422 51650 SH OTR 1 0 51650 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 122 747 SH OTR 5 0 747 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 787 4829 SH SOLE 4829 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 12649 105617 SH OTR 1 0 105617 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 1169 9765 SH OTR 5 0 9765 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 1664 13896 SH SOLE 13896 0 0 RENT A CTR INC NEW COM 76009N100 3206 111171 SH OTR 1 0 111171 0 RENT A CTR INC NEW COM 76009N100 678 23500 SH SOLE 23500 0 0 REPLIGEN CORP COM 759916109 0 1 SH DFND 1 0 1 0 REPLIGEN CORP COM 759916109 629 6800 SH OTR 1 0 6800 0 REPLIGEN CORP COM 759916109 139 1500 SH SOLE 1500 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 19 18000 PRN DFND 1 0 18000 0 REPUBLIC BANCORP KY CL A 760281204 1354 28931 SH OTR 1 0 28931 0 REPUBLIC BANCORP KY CL A 760281204 291 6211 SH SOLE 6211 0 0 REPUBLIC SVCS INC COM 760759100 13294 148325 SH OTR 1 0 148325 0 REPUBLIC SVCS INC COM 760759100 1164 12991 SH OTR 5 0 12991 0 REPUBLIC SVCS INC COM 760759100 2293 25580 SH SOLE 25580 0 0 RESMED INC COM 761152107 6426 41465 SH OTR 1 0 41465 0 RESMED INC COM 761152107 1043 6729 SH SOLE 6729 0 0 RETAIL PPTYS AMER INC CL A 76131V202 193 14395 SH SOLE 14395 0 0 RETAIL PPTYS AMER INC CL A 76131V202 2092 156097 SH OTR 1 0 156097 0 RETAIL VALUE INC COM 76133Q102 2675 72700 SH OTR 1 0 72700 0 RETAIL VALUE INC COM 76133Q102 567 15400 SH SOLE 15400 0 0 RETROPHIN INC COM 761299106 944 66473 SH OTR 1 0 66473 0 RETROPHIN INC COM 761299106 199 14027 SH SOLE 14027 0 0 RH COM 74967X103 1473 6900 SH OTR 1 0 6900 0 RH COM 74967X103 342 1600 SH SOLE 1600 0 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 145 69000 PRN OTR 4 0 69000 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 23569 11211000 PRN OTR 1 0 11211000 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 9408 4486000 PRN DFND 1 0 4486000 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 5947 2829000 PRN SOLE 2829000 0 0 RIVERVIEW BANCORP INC COM 769397100 275 33500 SH OTR 1 0 33500 0 RIVERVIEW BANCORP INC COM 769397100 62 7600 SH SOLE 7600 0 0 RLJ LODGING TR COM 74965L101 1271 71700 SH OTR 1 0 71700 0 RLJ LODGING TR COM 74965L101 243 13700 SH SOLE 13700 0 0 RMR GROUP INC CL A 74967R106 2816 61709 SH OTR 1 0 61709 0 RMR GROUP INC CL A 74967R106 597 13070 SH SOLE 13070 0 0 ROBERT HALF INTL INC COM 770323103 10601 167872 SH OTR 1 0 167872 0 ROBERT HALF INTL INC COM 770323103 1016 16096 SH SOLE 16096 0 0 ROCKWELL AUTOMATION INC COM 773903109 3037 14986 SH OTR 1 0 14986 0 ROCKWELL AUTOMATION INC COM 773903109 659 3252 SH SOLE 3252 0 0 ROCKY BRANDS INC COM 774515100 509 17279 SH SOLE 17279 0 0 ROCKY BRANDS INC COM 774515100 2359 80145 SH OTR 1 0 80145 0 ROGERS CORP COM 775133101 524 4200 SH OTR 1 0 4200 0 ROGERS CORP COM 775133101 100 800 SH SOLE 800 0 0 ROKU INC COM CL A 77543R102 2353 17573 SH OTR 1 0 17573 0 ROKU INC COM CL A 77543R102 161 1204 SH SOLE 1204 0 0 ROLLINS INC COM 775711104 597 17993 SH OTR 1 0 17993 0 ROLLINS INC COM 775711104 110 3332 SH SOLE 3332 0 0 ROPER TECHNOLOGIES INC COM 776696106 973 2747 SH SOLE 2747 0 0 ROPER TECHNOLOGIES INC COM 776696106 6119 17273 SH OTR 1 0 17273 0 ROSS STORES INC COM 778296103 1137 9770 SH SOLE 9770 0 0 ROSS STORES INC COM 778296103 5431 46653 SH OTR 1 0 46653 0 RYERSON HLDG CORP COM 783754104 1533 129600 SH OTR 1 0 129600 0 RYERSON HLDG CORP COM 783754104 323 27300 SH SOLE 27300 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 4134 47700 SH OTR 1 0 47700 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 875 10100 SH SOLE 10100 0 0 S&P GLOBAL INC COM 78409V104 11592 42452 SH OTR 1 0 42452 0 S&P GLOBAL INC COM 78409V104 84 306 SH OTR 5 0 306 0 S&P GLOBAL INC COM 78409V104 1794 6571 SH SOLE 6571 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 180 8414 SH OTR 5 0 8414 0 SABRA HEALTH CARE REIT INC COM 78573L106 936 43875 SH SOLE 43875 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 4899 229579 SH OTR 1 0 229579 0 SALESFORCE COM INC COM 79466L302 1429 8785 SH OTR 5 0 8785 0 SALESFORCE COM INC COM 79466L302 5218 32086 SH SOLE 32086 0 0 SALESFORCE COM INC COM 79466L302 38260 235244 SH OTR 1 0 235244 0 SALLY BEAUTY HLDGS INC COM 79546E104 287 15700 SH OTR 1 0 15700 0 SALLY BEAUTY HLDGS INC COM 79546E104 49 2700 SH SOLE 2700 0 0 SANDERSON FARMS INC COM 800013104 1568 8900 SH OTR 1 0 8900 0 SANDERSON FARMS INC COM 800013104 317 1800 SH SOLE 1800 0 0 SANDRIDGE ENERGY INC COM NEW 80007P869 1005 237082 SH OTR 1 0 237082 0 SANDRIDGE ENERGY INC COM NEW 80007P869 215 50593 SH SOLE 50593 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 2706 29650 SH OTR 1 0 29650 0 SANFILIPPO JOHN B & SON INC COM 800422107 575 6300 SH SOLE 6300 0 0 SANGAMO THERAPEUTICS INC COM 800677106 798 95333 SH OTR 1 0 95333 0 SANGAMO THERAPEUTICS INC COM 800677106 167 19949 SH SOLE 19949 0 0 SANMINA CORPORATION COM 801056102 3617 105647 SH OTR 1 0 105647 0 SANMINA CORPORATION COM 801056102 768 22428 SH SOLE 22428 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 263 135000 PRN SOLE 135000 0 0 SB ONE BANCORP COM 78413T103 242 9700 SH OTR 1 0 9700 0 SB ONE BANCORP COM 78413T103 52 2100 SH SOLE 2100 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 8089 33567 SH OTR 1 0 33567 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 1392 5778 SH SOLE 5778 0 0 SCANSOURCE INC COM 806037107 927 25100 SH OTR 1 0 25100 0 SCANSOURCE INC COM 806037107 192 5200 SH SOLE 5200 0 0 SCHLUMBERGER LTD COM 806857108 634 15779 SH OTR 5 0 15779 0 SCHLUMBERGER LTD COM 806857108 2220 55212 SH SOLE 55212 0 0 SCHLUMBERGER LTD COM 806857108 12361 307477 SH OTR 1 0 307477 0 SCHNEIDER NATIONAL INC CL B 80689H102 3425 156974 SH OTR 1 0 156974 0 SCHNEIDER NATIONAL INC CL B 80689H102 445 20389 SH SOLE 20389 0 0 SCHNITZER STL INDS CL A 806882106 2716 125279 SH OTR 1 0 125279 0 SCHNITZER STL INDS CL A 806882106 576 26589 SH SOLE 26589 0 0 SCHOLASTIC CORP COM 807066105 608 15800 SH OTR 1 0 15800 0 SCHOLASTIC CORP COM 807066105 127 3300 SH SOLE 3300 0 0 SCORPIO TANKERS INC NOTE 3.000% 5/1 80918TAB5 15 12000 PRN DFND 1 0 12000 0 SEABOARD CORP COM 811543107 259 61 SH SOLE 61 0 0 SEABOARD CORP COM 811543107 1165 274 SH OTR 1 0 274 0 SEALED AIR CORP NEW COM 81211K100 787 19769 SH OTR 1 0 19769 0 SEALED AIR CORP NEW COM 81211K100 145 3644 SH SOLE 3644 0 0 SEASPINE HLDGS CORP COM 81255T108 346 28783 SH OTR 1 0 28783 0 SEASPINE HLDGS CORP COM 81255T108 76 6300 SH SOLE 6300 0 0 SEATTLE GENETICS INC COM 812578102 144 1260 SH OTR 1 0 1260 0 SEATTLE GENETICS INC COM 812578102 56 487 SH SOLE 487 0 0 SELECT INTERIOR CONCEPTS INC CL A 816120307 1066 118600 SH OTR 1 0 118600 0 SELECT INTERIOR CONCEPTS INC CL A 816120307 235 26100 SH SOLE 26100 0 0 SELECT MED HLDGS CORP COM 81619Q105 3695 158300 SH OTR 1 0 158300 0 SELECT MED HLDGS CORP COM 81619Q105 782 33500 SH SOLE 33500 0 0 SEMPRA ENERGY COM 816851109 1112 7344 SH SOLE 7344 0 0 SEMPRA ENERGY COM 816851109 6379 42113 SH OTR 1 0 42113 0 SENECA FOODS CORP NEW CL A 817070501 1235 30267 SH OTR 1 0 30267 0 SENECA FOODS CORP NEW CL A 817070501 269 6600 SH SOLE 6600 0 0 SERVICENOW INC COM 81762P102 7389 26173 SH OTR 1 0 26173 0 SERVICENOW INC COM 81762P102 1592 5639 SH SOLE 5639 0 0 SERVICENOW INC NOTE 6/0 81762PAC6 9177 4350000 PRN DFND 1 0 4350000 0 SERVICENOW INC NOTE 6/0 81762PAC6 31435 14883000 PRN OTR 1 0 14883000 0 SERVICENOW INC NOTE 6/0 81762PAC6 141 67000 PRN OTR 4 0 67000 0 SERVICENOW INC NOTE 6/0 81762PAC6 10516 4979000 PRN SOLE 4979000 0 0 SHERWIN WILLIAMS CO COM 824348106 26591 45568 SH OTR 1 0 45568 0 SHERWIN WILLIAMS CO COM 824348106 1677 2873 SH OTR 5 0 2873 0 SHERWIN WILLIAMS CO COM 824348106 2900 4969 SH SOLE 4969 0 0 SIGA TECHNOLOGIES INC COM 826917106 1004 210507 SH OTR 1 0 210507 0 SIGA TECHNOLOGIES INC COM 826917106 213 44600 SH SOLE 44600 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 13737 100555 SH OTR 1 0 100555 0 SIGNATURE BK NEW YORK N Y COM 82669G104 1204 8811 SH OTR 5 0 8811 0 SIGNATURE BK NEW YORK N Y COM 82669G104 2656 19444 SH SOLE 19444 0 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 3366 2528000 PRN SOLE 2528000 0 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 2648 1994000 PRN DFND 1 0 1994000 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 30388 22821000 PRN OTR 1 0 22821000 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 42 32000 PRN OTR 4 0 32000 0 SIMON PPTY GROUP INC NEW COM 828806109 1447 9716 SH SOLE 9716 0 0 SIMON PPTY GROUP INC NEW COM 828806109 8678 58254 SH OTR 1 0 58254 0 SIMON PPTY GROUP INC NEW COM 828806109 90 604 SH OTR 5 0 604 0 SITE CENTERS CORP COM 82981J109 1644 117275 SH OTR 1 0 117275 0 SITE CENTERS CORP COM 82981J109 135 9654 SH SOLE 9654 0 0 SJW GROUP COM 784305104 3312 46603 SH OTR 1 0 46603 0 SJW GROUP COM 784305104 689 9699 SH SOLE 9699 0 0 SKECHERS U S A INC CL A 830566105 22419 519086 SH OTR 1 0 519086 0 SKECHERS U S A INC CL A 830566105 1253 29016 SH OTR 5 0 29016 0 SKECHERS U S A INC CL A 830566105 2150 49770 SH SOLE 49770 0 0 SKYLINE CHAMPION CORPORATION COM 830830105 945 29800 SH OTR 1 0 29800 0 SKYLINE CHAMPION CORPORATION COM 830830105 178 5600 SH SOLE 5600 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 10643 88045 SH OTR 1 0 88045 0 SKYWORKS SOLUTIONS INC COM 83088M102 73 607 SH OTR 5 0 607 0 SKYWORKS SOLUTIONS INC COM 83088M102 1338 11066 SH SOLE 11066 0 0 SL GREEN RLTY CORP COM 78440X101 977 10632 SH OTR 1 0 10632 0 SL GREEN RLTY CORP COM 78440X101 232 2528 SH SOLE 2528 0 0 SLM CORP COM 78442P106 6168 692257 SH OTR 1 0 692257 0 SLM CORP COM 78442P106 740 83092 SH SOLE 83092 0 0 SM ENERGY CO NOTE 1.500% 7/0 78454LAM2 14 15000 PRN DFND 1 0 15000 0 SMARTFINANCIAL INC COM NEW 83190L208 298 12601 SH SOLE 12601 0 0 SMARTFINANCIAL INC COM NEW 83190L208 1411 59664 SH OTR 1 0 59664 0 SMITH A O CORP COM 831865209 842 17676 SH OTR 1 0 17676 0 SMITH A O CORP COM 831865209 154 3234 SH SOLE 3234 0 0 SMUCKER J M CO COM NEW 832696405 1514 14542 SH OTR 1 0 14542 0 SMUCKER J M CO COM NEW 832696405 319 3062 SH SOLE 3062 0 0 SNAP ON INC COM 833034101 1195 7053 SH OTR 1 0 7053 0 SNAP ON INC COM 833034101 220 1298 SH SOLE 1298 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 2598 83800 SH OTR 1 0 83800 0 SONIC AUTOMOTIVE INC CL A 83545G102 555 17900 SH SOLE 17900 0 0 SOUTHERN CO COM 842587107 14817 232611 SH OTR 1 0 232611 0 SOUTHERN CO COM 842587107 1147 18009 SH OTR 5 0 18009 0 SOUTHERN CO COM 842587107 2789 43779 SH SOLE 43779 0 0 SOUTHERN COPPER CORP COM 84265V105 1660 39084 SH OTR 1 0 39084 0 SOUTHWEST AIRLS CO COM 844741108 647 11983 SH SOLE 11983 0 0 SOUTHWEST AIRLS CO COM 844741108 5270 97622 SH OTR 1 0 97622 0 SPARK ENERGY INC CL A COM 846511103 2104 227964 SH OTR 1 0 227964 0 SPARK ENERGY INC CL A COM 846511103 447 48401 SH SOLE 48401 0 0 SPARTAN MTRS INC COM 846819100 579 32000 SH OTR 1 0 32000 0 SPARTAN MTRS INC COM 846819100 130 7200 SH SOLE 7200 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 27008 189000 SH OTR 1 0 189000 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 13568 42156 SH SOLE 42156 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 18391 57141 SH OTR 1 0 57141 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 665719 2068351 SH OTR 3 0 2068351 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 2421 7522 SH OTR 5 0 7522 0 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 1885 5022 SH OTR 1 0 5022 0 SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 456 1215 SH SOLE 1215 0 0 SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 1156 20830 SH DFND 1 0 20830 0 SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 45 810 SH OTR 4 0 810 0 SPDR SERIES TRUST NUVEEN BBG BRCLY 78464A284 6402 108515 SH SOLE 108515 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 381 104612 SH OTR 1 0 104612 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 84 23187 SH SOLE 23187 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 16053 220270 SH OTR 1 0 220270 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1561 21424 SH SOLE 21424 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 219 210000 PRN SOLE 210000 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 34204 28356000 PRN OTR 1 0 28356000 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 10351 8581000 PRN SOLE 8581000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 6237 5058000 PRN DFND 1 0 5058000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 95 77000 PRN OTR 4 0 77000 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 1482 184500 SH OTR 1 0 184500 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 303 37700 SH SOLE 37700 0 0 SPROUTS FMRS MKT INC COM 85208M102 6494 335624 SH OTR 1 0 335624 0 SPROUTS FMRS MKT INC COM 85208M102 753 38921 SH SOLE 38921 0 0 SPS COMMERCE INC COM 78463M107 3287 59308 SH OTR 1 0 59308 0 SPS COMMERCE INC COM 78463M107 696 12564 SH SOLE 12564 0 0 SPX CORP COM 784635104 351 6900 SH SOLE 6900 0 0 SPX CORP COM 784635104 1537 30200 SH OTR 1 0 30200 0 SQUARE INC NOTE 0.375% 3/0 852234AB9 5 2000 PRN DFND 1 0 2000 0 SQUARE INC NOTE 0.375% 3/0 852234AB9 68 25000 PRN SOLE 25000 0 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 10851 9689000 PRN OTR 1 0 9689000 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 4223 3771000 PRN SOLE 3771000 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 18191 296272 SH OTR 1 0 296272 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1277 20800 SH SOLE 20800 0 0 STAMPS COM INC COM NEW 852857200 434 5200 SH OTR 1 0 5200 0 STAMPS COM INC COM NEW 852857200 109 1300 SH SOLE 1300 0 0 STANLEY BLACK & DECKER INC COM 854502101 674 4068 SH SOLE 4068 0 0 STANLEY BLACK & DECKER INC COM 854502101 3237 19528 SH OTR 1 0 19528 0 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 79 722 SH OTR 4 0 722 0 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 5163 47311 SH DFND 1 0 47311 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 7452 68500 SH SOLE 68500 0 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 32330 297200 SH OTR 1 0 297200 0 STARBUCKS CORP COM 855244109 41480 471796 SH OTR 1 0 471796 0 STARBUCKS CORP COM 855244109 2255 25651 SH OTR 5 0 25651 0 STARBUCKS CORP COM 855244109 5649 64246 SH SOLE 64246 0 0 STARWOOD PPTY TR INC COM 85571B105 574 23071 SH OTR 1 0 23071 0 STARWOOD PPTY TR INC NOTE 4.375% 4/0 85571BAH8 28 27000 PRN DFND 1 0 27000 0 STATE STR CORP COM 857477103 3939 49802 SH SOLE 49802 0 0 STATE STR CORP COM 857477103 22242 281185 SH OTR 1 0 281185 0 STATE STR CORP COM 857477103 1489 18826 SH OTR 5 0 18826 0 STEEL DYNAMICS INC COM 858119100 2289 67240 SH SOLE 67240 0 0 STEEL DYNAMICS INC COM 858119100 13373 392850 SH OTR 1 0 392850 0 STEEL DYNAMICS INC COM 858119100 1147 33698 SH OTR 5 0 33698 0 STEELCASE INC CL A 858155203 3411 166728 SH OTR 1 0 166728 0 STEELCASE INC CL A 858155203 726 35500 SH SOLE 35500 0 0 STERLING BANCORP INC COM 85917W102 640 79022 SH OTR 1 0 79022 0 STERLING BANCORP INC COM 85917W102 134 16500 SH SOLE 16500 0 0 STERLING CONSTRUCTION CO INC COM 859241101 1268 90026 SH OTR 1 0 90026 0 STERLING CONSTRUCTION CO INC COM 859241101 275 19500 SH SOLE 19500 0 0 STEWART INFORMATION SVCS COR COM 860372101 596 14618 SH SOLE 14618 0 0 STEWART INFORMATION SVCS COR COM 860372101 2801 68662 SH OTR 1 0 68662 0 STIFEL FINL CORP COM 860630102 388 6400 SH SOLE 6400 0 0 STIFEL FINL CORP COM 860630102 1983 32700 SH OTR 1 0 32700 0 STRYKER CORP COM 863667101 8676 41327 SH OTR 1 0 41327 0 STRYKER CORP COM 863667101 1789 8522 SH SOLE 8522 0 0 SUMMIT HOTEL PPTYS INC COM 866082100 1080 87500 SH OTR 1 0 87500 0 SUMMIT HOTEL PPTYS INC COM 866082100 231 18700 SH SOLE 18700 0 0 SUMMIT MATLS INC CL A 86614U100 366 15300 SH OTR 1 0 15300 0 SUMMIT MATLS INC CL A 86614U100 84 3500 SH SOLE 3500 0 0 SUN CMNTYS INC COM 866674104 3820 25449 SH OTR 1 0 25449 0 SUN CMNTYS INC COM 866674104 418 2785 SH SOLE 2785 0 0 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 120 130000 PRN SOLE 130000 0 0 SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 33 40000 PRN DFND 1 0 40000 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 787 56523 SH SOLE 56523 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 3707 266298 SH OTR 1 0 266298 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 636 26800 SH OTR 1 0 26800 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 145 6100 SH SOLE 6100 0 0 SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 9470 10405000 PRN OTR 1 0 10405000 0 SUPERNUS PHARMACEUTICALS INC NOTE 0.625% 4/0 868459AD0 985 1082000 PRN SOLE 1082000 0 0 SVB FINL GROUP COM 78486Q101 1659 6608 SH OTR 1 0 6608 0 SVB FINL GROUP COM 78486Q101 359 1430 SH SOLE 1430 0 0 SYNAPTICS INC COM 87157D109 785 11936 SH SOLE 11936 0 0 SYNAPTICS INC COM 87157D109 3692 56129 SH OTR 1 0 56129 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 128 115000 PRN SOLE 115000 0 0 SYNCHRONY FINL COM 87165B103 1351 37526 SH OTR 5 0 37526 0 SYNCHRONY FINL COM 87165B103 3638 101023 SH SOLE 101023 0 0 SYNCHRONY FINL COM 87165B103 28538 792496 SH OTR 1 0 792496 0 SYNEOS HEALTH INC CL A 87166B102 3673 61749 SH OTR 1 0 61749 0 SYNEOS HEALTH INC CL A 87166B102 766 12883 SH SOLE 12883 0 0 SYNNEX CORP COM 87162W100 10093 78358 SH OTR 1 0 78358 0 SYNNEX CORP COM 87162W100 262 2035 SH OTR 5 0 2035 0 SYNNEX CORP COM 87162W100 1348 10464 SH SOLE 10464 0 0 SYNOPSYS INC COM 871607107 123 882 SH OTR 5 0 882 0 SYNOPSYS INC COM 871607107 1677 12046 SH SOLE 12046 0 0 SYNOPSYS INC COM 871607107 20421 146700 SH OTR 1 0 146700 0 SYNOVUS FINL CORP COM NEW 87161C501 39 1000 SH SOLE 1000 0 0 SYNOVUS FINL CORP COM NEW 87161C501 358 9120 SH OTR 1 0 9120 0 SYSCO CORP COM 871829107 23875 279109 SH OTR 1 0 279109 0 SYSCO CORP COM 871829107 1658 19386 SH OTR 5 0 19386 0 SYSCO CORP COM 871829107 2488 29083 SH SOLE 29083 0 0 T MOBILE US INC COM 872590104 4624 58966 SH OTR 1 0 58966 0 T MOBILE US INC COM 872590104 664 8464 SH SOLE 8464 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 9869 169858 SH SOLE 169858 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 6 109 SH DFND 1 0 109 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 14088 242473 SH OTR 1 0 242473 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 3271 26714 SH SOLE 26714 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1315 10743 SH OTR 5 0 10743 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 25955 211999 SH OTR 1 0 211999 0 TALOS ENERGY INC COM 87484T108 85712 2842839 SH OTR 1 0 2842839 0 TALOS ENERGY INC COM 87484T108 187 6187 SH OTR 5 0 6187 0 TALOS ENERGY INC COM 87484T108 20945 694688 SH SOLE 694688 0 0 TAPESTRY INC COM 876030107 955 35416 SH OTR 1 0 35416 0 TAPESTRY INC COM 876030107 210 7791 SH SOLE 7791 0 0 TARGET CORP COM 87612E106 4528 35320 SH SOLE 35320 0 0 TARGET CORP COM 87612E106 28279 220571 SH OTR 1 0 220571 0 TARGET CORP COM 87612E106 1856 14473 SH OTR 5 0 14473 0 TAYLOR MORRISON HOME CORP COM 87724P106 3364 153900 SH OTR 1 0 153900 0 TAYLOR MORRISON HOME CORP COM 87724P106 710 32500 SH SOLE 32500 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 1548 31148 SH OTR 1 0 31148 0 TD AMERITRADE HLDG CORP COM 87236Y108 45 900 SH SOLE 900 0 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 54307 31223000 PRN OTR 1 0 31223000 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 13502 7763000 PRN SOLE 7763000 0 0 TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 8466 4225000 PRN DFND 1 0 4225000 0 TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 128 64000 PRN OTR 4 0 64000 0 TELEFLEX INC COM 879369106 22724 60366 SH OTR 1 0 60366 0 TELEFLEX INC COM 879369106 486 1290 SH SOLE 1290 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 1877 73800 SH OTR 1 0 73800 0 TELEPHONE & DATA SYS INC COM NEW 879433829 604 23745 SH SOLE 23745 0 0 TEMPUR SEALY INTL INC COM 88023U101 1995 22917 SH OTR 1 0 22917 0 TEMPUR SEALY INTL INC COM 88023U101 235 2704 SH SOLE 2704 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 4385 115300 SH OTR 1 0 115300 0 TENET HEALTHCARE CORP COM NEW 88033G407 932 24500 SH SOLE 24500 0 0 TERADATA CORP DEL COM 88076W103 11510 429951 SH OTR 1 0 429951 0 TERADATA CORP DEL COM 88076W103 532 19875 SH SOLE 19875 0 0 TERADYNE INC COM 880770102 3262 47834 SH OTR 1 0 47834 0 TERADYNE INC COM 880770102 709 10396 SH SOLE 10396 0 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 318 145000 PRN SOLE 145000 0 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 18 8000 PRN DFND 1 0 8000 0 TERRAFORM PWR INC COM CL A 88104R209 810 52600 SH OTR 1 0 52600 0 TERRAFORM PWR INC COM CL A 88104R209 142 9200 SH SOLE 9200 0 0 TERRITORIAL BANCORP INC COM 88145X108 323 10445 SH OTR 1 0 10445 0 TERRITORIAL BANCORP INC COM 88145X108 63 2036 SH SOLE 2036 0 0 TESLA INC COM 88160R101 743 1777 SH OTR 1 0 1777 0 TESLA INC COM 88160R101 402 960 SH SOLE 960 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 501 392000 PRN SOLE 392000 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 60 40000 PRN DFND 1 0 40000 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 697 460000 PRN SOLE 460000 0 0 TETRA TECH INC NEW COM 88162G103 326 3788 SH SOLE 3788 0 0 TETRA TECH INC NEW COM 88162G103 558 6480 SH OTR 5 0 6480 0 TETRA TECH INC NEW COM 88162G103 1960 22750 SH OTR 1 0 22750 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 365 6426 SH SOLE 6426 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1953 34396 SH OTR 1 0 34396 0 TEXAS INSTRS INC COM 882508104 36839 287156 SH OTR 1 0 287156 0 TEXAS INSTRS INC COM 882508104 249 1940 SH OTR 5 0 1940 0 TEXAS INSTRS INC COM 882508104 4432 34548 SH SOLE 34548 0 0 TEXAS ROADHOUSE INC COM 882681109 3971 70515 SH OTR 1 0 70515 0 TEXAS ROADHOUSE INC COM 882681109 839 14900 SH SOLE 14900 0 0 TEXTRON INC COM 883203101 1752 39274 SH OTR 1 0 39274 0 TEXTRON INC COM 883203101 451 10113 SH SOLE 10113 0 0 THE CHARLES SCHWAB CORPORATI COM 808513105 8300 174507 SH OTR 1 0 174507 0 THE CHARLES SCHWAB CORPORATI COM 808513105 1452 30534 SH SOLE 30534 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 98 302 SH OTR 5 0 302 0 THERMO FISHER SCIENTIFIC INC COM 883556102 3576 11007 SH SOLE 11007 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 19309 59437 SH OTR 1 0 59437 0 THERMON GROUP HLDGS INC COM 88362T103 236 8800 SH OTR 1 0 8800 0 THERMON GROUP HLDGS INC COM 88362T103 54 2000 SH SOLE 2000 0 0 TIFFANY & CO NEW COM 886547108 1851 13847 SH OTR 1 0 13847 0 TIFFANY & CO NEW COM 886547108 420 3146 SH SOLE 3146 0 0 TILLYS INC CL A 886885102 2424 197900 SH OTR 1 0 197900 0 TILLYS INC CL A 886885102 512 41800 SH SOLE 41800 0 0 TIMKEN CO COM 887389104 8199 145599 SH OTR 1 0 145599 0 TIMKEN CO COM 887389104 1012 17976 SH SOLE 17976 0 0 TIPTREE INC COM 88822Q103 382 46979 SH OTR 1 0 46979 0 TIPTREE INC COM 88822Q103 84 10379 SH SOLE 10379 0 0 TITAN MACHY INC COM 88830R101 624 42223 SH OTR 1 0 42223 0 TITAN MACHY INC COM 88830R101 131 8874 SH SOLE 8874 0 0 TIVO CORP COM 88870P106 3137 369900 SH OTR 1 0 369900 0 TIVO CORP COM 88870P106 663 78200 SH SOLE 78200 0 0 TJX COS INC NEW COM 872540109 9429 154427 SH OTR 1 0 154427 0 TJX COS INC NEW COM 872540109 1958 32069 SH SOLE 32069 0 0 TOLL BROTHERS INC COM 889478103 986 24951 SH OTR 5 0 24951 0 TOLL BROTHERS INC COM 889478103 1760 44536 SH SOLE 44536 0 0 TOLL BROTHERS INC COM 889478103 12208 308994 SH OTR 1 0 308994 0 TOPBUILD CORP COM 89055F103 722 7000 SH SOLE 7000 0 0 TOPBUILD CORP COM 89055F103 3299 32000 SH OTR 1 0 32000 0 TPG RE FIN TR INC COM 87266M107 373 18400 SH OTR 1 0 18400 0 TPG RE FIN TR INC COM 87266M107 65 3200 SH SOLE 3200 0 0 TRACTOR SUPPLY CO COM 892356106 8499 90959 SH OTR 1 0 90959 0 TRACTOR SUPPLY CO COM 892356106 893 9555 SH SOLE 9555 0 0 TRANSDIGM GROUP INC COM 893641100 3551 6341 SH OTR 1 0 6341 0 TRANSDIGM GROUP INC COM 893641100 768 1371 SH SOLE 1371 0 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 15303 15284000 PRN OTR 1 0 15284000 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 27 27000 PRN OTR 4 0 27000 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 1944 1942000 PRN SOLE 1942000 0 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 1825 1830000 PRN DFND 1 0 1830000 0 TRANSUNION COM 89400J107 5497 64206 SH OTR 1 0 64206 0 TRANSUNION COM 89400J107 731 8543 SH SOLE 8543 0 0 TRAVELERS COMPANIES INC COM 89417E109 12271 89602 SH OTR 1 0 89602 0 TRAVELERS COMPANIES INC COM 89417E109 1544 11271 SH OTR 5 0 11271 0 TRAVELERS COMPANIES INC COM 89417E109 1884 13754 SH SOLE 13754 0 0 TRAVELZOO COM NEW 89421Q205 1193 111540 SH OTR 1 0 111540 0 TRAVELZOO COM NEW 89421Q205 252 23592 SH SOLE 23592 0 0 TREDEGAR CORP COM 894650100 558 24975 SH SOLE 24975 0 0 TREDEGAR CORP COM 894650100 2655 118803 SH OTR 1 0 118803 0 TREEHOUSE FOODS INC COM 89469A104 2818 58098 SH OTR 1 0 58098 0 TREEHOUSE FOODS INC COM 89469A104 246 5072 SH SOLE 5072 0 0 TRI POINTE GROUP INC COM 87265H109 1493 95800 SH OTR 1 0 95800 0 TRI POINTE GROUP INC COM 87265H109 301 19300 SH SOLE 19300 0 0 TRIPADVISOR INC COM 896945201 3814 125551 SH OTR 1 0 125551 0 TRIPADVISOR INC COM 896945201 22 710 SH OTR 5 0 710 0 TRIPADVISOR INC COM 896945201 367 12064 SH SOLE 12064 0 0 TRISTATE CAP HLDGS INC COM 89678F100 175 6706 SH OTR 1 0 6706 0 TRISTATE CAP HLDGS INC COM 89678F100 31 1200 SH SOLE 1200 0 0 TRUEBLUE INC COM 89785X101 359 14931 SH SOLE 14931 0 0 TRUEBLUE INC COM 89785X101 1783 74095 SH OTR 1 0 74095 0 TRUIST FINL CORP COM 89832Q109 1900 33742 SH SOLE 33742 0 0 TRUIST FINL CORP COM 89832Q109 11052 196229 SH OTR 1 0 196229 0 TTM TECHNOLOGIES INC COM 87305R109 3139 208542 SH OTR 1 0 208542 0 TTM TECHNOLOGIES INC COM 87305R109 670 44500 SH SOLE 44500 0 0 TUTOR PERINI CORP COM 901109108 1100 85500 SH OTR 1 0 85500 0 TUTOR PERINI CORP COM 901109108 248 19300 SH SOLE 19300 0 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 8458 5532000 PRN OTR 1 0 5532000 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 2913 1905000 PRN SOLE 1905000 0 0 TWITTER INC COM 90184L102 3165 98763 SH OTR 1 0 98763 0 TWITTER INC COM 90184L102 660 20592 SH SOLE 20592 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 16 17000 PRN DFND 1 0 17000 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 266 275000 PRN SOLE 275000 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 32 33000 PRN DFND 1 0 33000 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 249 255000 PRN SOLE 255000 0 0 TYSON FOODS INC CL A 902494103 22475 246874 SH OTR 1 0 246874 0 TYSON FOODS INC CL A 902494103 1476 16212 SH OTR 5 0 16212 0 TYSON FOODS INC CL A 902494103 3846 42243 SH SOLE 42243 0 0 U S CONCRETE INC COM NEW 90333L201 246 5900 SH OTR 1 0 5900 0 U S CONCRETE INC COM NEW 90333L201 42 1000 SH SOLE 1000 0 0 UBER TECHNOLOGIES INC COM 90353T100 1725 58019 SH OTR 1 0 58019 0 UBER TECHNOLOGIES INC COM 90353T100 12 400 SH SOLE 400 0 0 UDR INC COM 902653104 2497 53475 SH OTR 1 0 53475 0 UDR INC COM 902653104 473 10138 SH SOLE 10138 0 0 ULTA BEAUTY INC COM 90384S303 1903 7518 SH OTR 1 0 7518 0 ULTA BEAUTY INC COM 90384S303 399 1575 SH SOLE 1575 0 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 1631 38180 SH OTR 1 0 38180 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 350 8191 SH SOLE 8191 0 0 UMPQUA HLDGS CORP COM 904214103 884 49924 SH OTR 1 0 49924 0 UNDER ARMOUR INC CL A 904311107 519 24005 SH OTR 1 0 24005 0 UNDER ARMOUR INC CL A 904311107 100 4647 SH SOLE 4647 0 0 UNDER ARMOUR INC CL C 904311206 476 24800 SH OTR 1 0 24800 0 UNDER ARMOUR INC CL C 904311206 122 6379 SH SOLE 6379 0 0 UNION PACIFIC CORP COM 907818108 26587 147061 SH OTR 1 0 147061 0 UNION PACIFIC CORP COM 907818108 230 1271 SH OTR 5 0 1271 0 UNION PACIFIC CORP COM 907818108 4509 24941 SH SOLE 24941 0 0 UNISYS CORP COM NEW 909214306 567 47800 SH OTR 1 0 47800 0 UNISYS CORP COM NEW 909214306 123 10400 SH SOLE 10400 0 0 UNITED AIRLINES HLDGS INC COM 910047109 9964 113117 SH OTR 1 0 113117 0 UNITED AIRLINES HLDGS INC COM 910047109 563 6394 SH OTR 5 0 6394 0 UNITED AIRLINES HLDGS INC COM 910047109 1526 17320 SH SOLE 17320 0 0 UNITED PARCEL SERVICE INC CL B 911312106 10529 89942 SH OTR 1 0 89942 0 UNITED PARCEL SERVICE INC CL B 911312106 2182 18639 SH SOLE 18639 0 0 UNITED RENTALS INC COM 911363109 369 2213 SH SOLE 2213 0 0 UNITED RENTALS INC COM 911363109 1652 9905 SH OTR 1 0 9905 0 UNITED STATES CELLULAR CORP COM 911684108 54 1500 SH SOLE 1500 0 0 UNITED STATES CELLULAR CORP COM 911684108 152 4200 SH OTR 1 0 4200 0 UNITED TECHNOLOGIES CORP COM 913017109 30973 206815 SH OTR 1 0 206815 0 UNITED TECHNOLOGIES CORP COM 913017109 1301 8689 SH OTR 5 0 8689 0 UNITED TECHNOLOGIES CORP COM 913017109 5142 34335 SH SOLE 34335 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 9543 108342 SH OTR 1 0 108342 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 556 6316 SH OTR 5 0 6316 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 715 8118 SH SOLE 8118 0 0 UNITEDHEALTH GROUP INC COM 91324P102 10524 35798 SH SOLE 35798 0 0 UNITEDHEALTH GROUP INC COM 91324P102 81761 278118 SH OTR 1 0 278118 0 UNITEDHEALTH GROUP INC COM 91324P102 3204 10898 SH OTR 5 0 10898 0 UNITI GROUP INC COM 91325V108 2669 325100 SH OTR 1 0 325100 0 UNITI GROUP INC COM 91325V108 593 72200 SH SOLE 72200 0 0 UNIVERSAL CORP VA COM 913456109 3273 57360 SH OTR 1 0 57360 0 UNIVERSAL CORP VA COM 913456109 700 12267 SH SOLE 12267 0 0 UNIVERSAL ELECTRS INC COM 913483103 2200 42100 SH OTR 1 0 42100 0 UNIVERSAL ELECTRS INC COM 913483103 470 9000 SH SOLE 9000 0 0 UNIVERSAL FST PRODS INC COM 913543104 3654 76600 SH OTR 1 0 76600 0 UNIVERSAL FST PRODS INC COM 913543104 773 16200 SH SOLE 16200 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 1489 10379 SH OTR 1 0 10379 0 UNIVERSAL HLTH SVCS INC CL B 913903100 273 1902 SH SOLE 1902 0 0 UNUM GROUP COM 91529Y106 12702 435583 SH OTR 1 0 435583 0 UNUM GROUP COM 91529Y106 1978 67837 SH SOLE 67837 0 0 UNUM GROUP COM 91529Y106 978 33536 SH OTR 5 0 33536 0 US BANCORP DEL COM NEW 902973304 12383 208855 SH OTR 1 0 208855 0 US BANCORP DEL COM NEW 902973304 2191 36956 SH SOLE 36956 0 0 US FOODS HLDG CORP COM 912008109 10270 245175 SH OTR 1 0 245175 0 US FOODS HLDG CORP COM 912008109 1673 39940 SH SOLE 39940 0 0 V F CORP COM 918204108 4149 41635 SH OTR 1 0 41635 0 V F CORP COM 918204108 865 8680 SH SOLE 8680 0 0 VALERO ENERGY CORP NEW COM 91913Y100 3009 32127 SH SOLE 32127 0 0 VALERO ENERGY CORP NEW COM 91913Y100 12413 132543 SH OTR 1 0 132543 0 VALERO ENERGY CORP NEW COM 91913Y100 1225 13082 SH OTR 5 0 13082 0 VALVOLINE INC COM 92047W101 851 39732 SH OTR 1 0 39732 0 VALVOLINE INC COM 92047W101 214 10000 SH SOLE 10000 0 0 VANDA PHARMACEUTICALS INC COM 921659108 752 45822 SH OTR 1 0 45822 0 VANDA PHARMACEUTICALS INC COM 921659108 161 9800 SH SOLE 9800 0 0 VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 1498 23393 SH OTR 1 0 23393 0 VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 484 7561 SH SOLE 7561 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 521419 1762743 SH OTR 3 0 1762743 0 VAREX IMAGING CORP COM 92214X106 1750 58700 SH OTR 1 0 58700 0 VAREX IMAGING CORP COM 92214X106 385 12900 SH SOLE 12900 0 0 VARIAN MED SYS INC COM 92220P105 3418 24067 SH OTR 1 0 24067 0 VARIAN MED SYS INC COM 92220P105 946 6660 SH SOLE 6660 0 0 VECTOR GROUP LTD COM 92240M108 3257 243268 SH OTR 1 0 243268 0 VECTOR GROUP LTD COM 92240M108 687 51275 SH SOLE 51275 0 0 VECTRUS INC COM 92242T101 2758 53803 SH OTR 1 0 53803 0 VECTRUS INC COM 92242T101 583 11379 SH SOLE 11379 0 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 90 95000 PRN SOLE 95000 0 0 VENTAS INC COM 92276F100 10831 187582 SH OTR 1 0 187582 0 VENTAS INC COM 92276F100 615 10649 SH OTR 5 0 10649 0 VENTAS INC COM 92276F100 1520 26320 SH SOLE 26320 0 0 VEREIT INC COM 92339V100 3523 381305 SH OTR 1 0 381305 0 VEREIT INC COM 92339V100 387 41852 SH SOLE 41852 0 0 VERINT SYS INC COM 92343X100 907 16388 SH SOLE 16388 0 0 VERINT SYS INC COM 92343X100 4288 77456 SH OTR 1 0 77456 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 10006 9256000 PRN SOLE 9256000 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 77 72000 PRN OTR 4 0 72000 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 4957 4607000 PRN DFND 1 0 4607000 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 31547 29182000 PRN OTR 1 0 29182000 0 VERISIGN INC COM 92343E102 2567 13321 SH OTR 1 0 13321 0 VERISIGN INC COM 92343E102 549 2851 SH SOLE 2851 0 0 VERISK ANALYTICS INC COM 92345Y106 3117 20872 SH OTR 1 0 20872 0 VERISK ANALYTICS INC COM 92345Y106 619 4146 SH SOLE 4146 0 0 VERITIV CORP COM 923454102 1038 52795 SH OTR 1 0 52795 0 VERITIV CORP COM 923454102 224 11366 SH SOLE 11366 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 51893 845166 SH OTR 1 0 845166 0 VERIZON COMMUNICATIONS INC COM 92343V104 11313 184254 SH SOLE 184254 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 3725 60666 SH OTR 5 0 60666 0 VERSO CORP CL A 92531L207 1691 93800 SH OTR 1 0 93800 0 VERSO CORP CL A 92531L207 364 20200 SH SOLE 20200 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 7863 35914 SH OTR 1 0 35914 0 VERTEX PHARMACEUTICALS INC COM 92532F100 1718 7846 SH SOLE 7846 0 0 VIACOMCBS INC CL A 92556H107 195 4346 SH OTR 1 0 4346 0 VIACOMCBS INC CL A 92556H107 25 558 SH SOLE 558 0 0 VIACOMCBS INC CL B 92556H206 2885 68733 SH OTR 1 0 68733 0 VIACOMCBS INC CL B 92556H206 622 14817 SH SOLE 14817 0 0 VIAD CORP COM NEW 92552R406 662 9800 SH OTR 1 0 9800 0 VIAD CORP COM NEW 92552R406 149 2200 SH SOLE 2200 0 0 VIAVI SOLUTIONS INC COM 925550105 507 33800 SH SOLE 33800 0 0 VIAVI SOLUTIONS INC COM 925550105 2445 162991 SH OTR 1 0 162991 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 3824 2967000 PRN DFND 1 0 2967000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 31340 24248000 PRN OTR 1 0 24248000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 58 45000 PRN OTR 4 0 45000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 5710 4418000 PRN SOLE 4418000 0 0 VICI PPTYS INC COM 925652109 262 10247 SH OTR 1 0 10247 0 VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 2 153 SH DFND 1 0 153 0 VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 1486 104900 SH OTR 1 0 104900 0 VISA INC COM CL A 92826C839 84060 447363 SH OTR 1 0 447363 0 VISA INC COM CL A 92826C839 11408 60715 SH SOLE 60715 0 0 VISA INC COM CL A 92826C839 3252 17307 SH OTR 5 0 17307 0 VISHAY INTERTECHNOLOGY INC COM 928298108 3851 180902 SH OTR 1 0 180902 0 VISHAY INTERTECHNOLOGY INC COM 928298108 815 38299 SH SOLE 38299 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 136 135000 PRN SOLE 135000 0 0 VISTRA ENERGY CORP COM 92840M102 8070 351011 SH OTR 1 0 351011 0 VISTRA ENERGY CORP COM 92840M102 320 13918 SH OTR 2 0 13918 0 VISTRA ENERGY CORP COM 92840M102 1346 58558 SH SOLE 58558 0 0 VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 30 30000 PRN SOLE 30000 0 0 VORNADO RLTY TR SH BEN INT 929042109 354 5316 SH SOLE 5316 0 0 VORNADO RLTY TR SH BEN INT 929042109 1742 26195 SH OTR 1 0 26195 0 VOYA FINL INC COM 929089100 3382 55468 SH OTR 1 0 55468 0 VOYA FINL INC COM 929089100 536 8782 SH SOLE 8782 0 0 VULCAN MATLS CO COM 929160109 2430 16875 SH OTR 1 0 16875 0 VULCAN MATLS CO COM 929160109 503 3496 SH SOLE 3496 0 0 W P CAREY INC COM 92936U109 695 8683 SH OTR 1 0 8683 0 W P CAREY INC COM 92936U109 133 1656 SH SOLE 1656 0 0 WABASH NATL CORP COM 929566107 2699 183726 SH OTR 1 0 183726 0 WABASH NATL CORP COM 929566107 570 38800 SH SOLE 38800 0 0 WABTEC CORP COM 929740108 1808 23237 SH OTR 1 0 23237 0 WABTEC CORP COM 929740108 380 4881 SH SOLE 4881 0 0 WADDELL & REED FINL INC CL A 930059100 2896 173200 SH OTR 1 0 173200 0 WADDELL & REED FINL INC CL A 930059100 622 37200 SH SOLE 37200 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 7147 121221 SH OTR 1 0 121221 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 1185 20094 SH SOLE 20094 0 0 WALMART INC COM 931142103 34976 294315 SH OTR 1 0 294315 0 WALMART INC COM 931142103 2725 22932 SH OTR 5 0 22932 0 WALMART INC COM 931142103 7599 63946 SH SOLE 63946 0 0 WARRIOR MET COAL INC COM 93627C101 268 12700 SH OTR 1 0 12700 0 WARRIOR MET COAL INC COM 93627C101 57 2700 SH SOLE 2700 0 0 WASTE MGMT INC DEL COM 94106L109 1558 13672 SH SOLE 13672 0 0 WASTE MGMT INC DEL COM 94106L109 9282 81451 SH OTR 1 0 81451 0 WASTE MGMT INC DEL COM 94106L109 664 5823 SH OTR 5 0 5823 0 WATERS CORP COM 941848103 1932 8270 SH OTR 1 0 8270 0 WATERS CORP COM 941848103 403 1726 SH SOLE 1726 0 0 WEC ENERGY GROUP INC COM 92939U106 5892 63888 SH OTR 1 0 63888 0 WEC ENERGY GROUP INC COM 92939U106 838 9084 SH SOLE 9084 0 0 WEIBO CORP NOTE 1.250%11/1 948596AC5 50 53000 PRN DFND 1 0 53000 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 317 10148 SH OTR 1 0 10148 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 15 479 SH SOLE 479 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 9029 27343 SH OTR 1 0 27343 0 WELLCARE HEALTH PLANS INC COM 94946T106 1263 3824 SH SOLE 3824 0 0 WELLS FARGO CO NEW COM 949746101 984 18292 SH OTR 5 0 18292 0 WELLS FARGO CO NEW COM 949746101 7431 138123 SH SOLE 138123 0 0 WELLS FARGO CO NEW COM 949746101 32305 600466 SH OTR 1 0 600466 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 4550 3138 SH DFND 1 0 3138 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 28727 19816 SH OTR 1 0 19816 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 71 49 SH OTR 4 0 49 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 18291 12617 SH SOLE 12617 0 0 WELLTOWER INC COM 95040Q104 14164 173192 SH OTR 1 0 173192 0 WELLTOWER INC COM 95040Q104 557 6817 SH OTR 5 0 6817 0 WELLTOWER INC COM 95040Q104 2002 24475 SH SOLE 24475 0 0 WESBANCO INC COM 950810101 1838 48637 SH OTR 1 0 48637 0 WESBANCO INC COM 950810101 375 9925 SH SOLE 9925 0 0 WEST BANCORPORATION INC CAP STK 95123P106 241 9400 SH OTR 1 0 9400 0 WEST BANCORPORATION INC CAP STK 95123P106 54 2100 SH SOLE 2100 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 548 3644 SH SOLE 3644 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 5404 35948 SH OTR 1 0 35948 0 WESTERN DIGITAL CORP COM 958102105 2390 37657 SH OTR 1 0 37657 0 WESTERN DIGITAL CORP COM 958102105 505 7952 SH SOLE 7952 0 0 WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 26 27000 PRN DFND 1 0 27000 0 WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 11074 11250000 PRN OTR 1 0 11250000 0 WESTERN DIGITAL CORP NOTE 1.500% 2/0 958102AP0 11045 11220000 PRN SOLE 11220000 0 0 WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 359 18256 SH SOLE 18256 0 0 WESTERN UN CO COM 959802109 329 12291 SH SOLE 12291 0 0 WESTERN UN CO COM 959802109 1456 54367 SH OTR 1 0 54367 0 WESTROCK CO COM 96145D105 1148 26760 SH SOLE 26760 0 0 WESTROCK CO COM 96145D105 547 12737 SH OTR 5 0 12737 0 WESTROCK CO COM 96145D105 5841 136120 SH OTR 1 0 136120 0 WEYERHAEUSER CO COM 962166104 5575 184587 SH OTR 1 0 184587 0 WEYERHAEUSER CO COM 962166104 848 28063 SH SOLE 28063 0 0 WHIRLPOOL CORP COM 963320106 1195 8101 SH OTR 1 0 8101 0 WHIRLPOOL CORP COM 963320106 264 1788 SH SOLE 1788 0 0 WHITING PETE CORP NEW NOTE 1.250% 4/0 966387AL6 142 145000 PRN SOLE 145000 0 0 WILEY JOHN & SONS INC CL A 968223206 420 8654 SH OTR 1 0 8654 0 WILEY JOHN & SONS INC CL A 968223206 97 2000 SH SOLE 2000 0 0 WILLIAMS COS INC DEL COM 969457100 3759 158486 SH OTR 1 0 158486 0 WILLIAMS COS INC DEL COM 969457100 763 32146 SH SOLE 32146 0 0 WINGSTOP INC COM 974155103 138 1600 SH SOLE 1600 0 0 WINGSTOP INC COM 974155103 586 6800 SH OTR 1 0 6800 0 WINNEBAGO INDS INC COM 974637100 2585 48800 SH OTR 1 0 48800 0 WINNEBAGO INDS INC COM 974637100 540 10200 SH SOLE 10200 0 0 WIX COM LTD NOTE 7/0 92940WAB5 31894 27916000 PRN OTR 1 0 27916000 0 WIX COM LTD NOTE 7/0 92940WAB5 5607 4908000 PRN SOLE 4908000 0 0 WOODWARD INC COM 980745103 662 5593 SH OTR 1 0 5593 0 WOODWARD INC COM 980745103 94 794 SH SOLE 794 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 6344 4966000 PRN DFND 1 0 4966000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 11173 8712000 PRN SOLE 8712000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 98 77000 PRN OTR 4 0 77000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 34833 27162000 PRN OTR 1 0 27162000 0 WORKDAY INC NOTE 1.500% 7/1 98138HAD3 121 60000 PRN SOLE 60000 0 0 WORLD FUEL SVCS CORP COM 981475106 3712 85500 SH OTR 1 0 85500 0 WORLD FUEL SVCS CORP COM 981475106 786 18100 SH SOLE 18100 0 0 WORTHINGTON INDS INC COM 981811102 165 3900 SH OTR 1 0 3900 0 WORTHINGTON INDS INC COM 981811102 38 900 SH SOLE 900 0 0 WSFS FINL CORP COM 929328102 167 3800 SH OTR 1 0 3800 0 WSFS FINL CORP COM 929328102 35 800 SH SOLE 800 0 0 WYNN RESORTS LTD COM 983134107 1153 8300 SH SOLE 8300 0 0 WYNN RESORTS LTD COM 983134107 2994 21560 SH OTR 1 0 21560 0 XCEL ENERGY INC COM 98389B100 4619 72755 SH OTR 1 0 72755 0 XCEL ENERGY INC COM 98389B100 880 13859 SH SOLE 13859 0 0 XENCOR INC COM 98401F105 1072 31174 SH OTR 1 0 31174 0 XENCOR INC COM 98401F105 227 6606 SH SOLE 6606 0 0 XENIA HOTELS & RESORTS INC COM 984017103 936 43300 SH OTR 1 0 43300 0 XENIA HOTELS & RESORTS INC COM 984017103 218 10100 SH SOLE 10100 0 0 XEROX HOLDINGS CORP COM NEW 98421M106 3435 93169 SH OTR 1 0 93169 0 XEROX HOLDINGS CORP COM NEW 98421M106 1005 27266 SH SOLE 27266 0 0 XILINX INC COM 983919101 3157 32290 SH OTR 1 0 32290 0 XILINX INC COM 983919101 649 6639 SH SOLE 6639 0 0 XPO LOGISTICS INC COM 983793100 10114 126902 SH OTR 1 0 126902 0 XYLEM INC COM 98419M100 380 4829 SH SOLE 4829 0 0 XYLEM INC COM 98419M100 1810 22971 SH OTR 1 0 22971 0 YUM BRANDS INC COM 988498101 5550 55096 SH OTR 1 0 55096 0 YUM BRANDS INC COM 988498101 811 8048 SH SOLE 8048 0 0 YUM CHINA HLDGS INC COM 98850P109 9129 190154 SH OTR 1 0 190154 0 YUM CHINA HLDGS INC COM 98850P109 1184 24663 SH SOLE 24663 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 1763 6903 SH OTR 1 0 6903 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 297 1164 SH SOLE 1164 0 0 ZENDESK INC NOTE 0.250% 3/1 98936JAB7 4816 3521000 PRN OTR 1 0 3521000 0 ZENDESK INC NOTE 0.250% 3/1 98936JAB7 1600 1170000 PRN SOLE 1170000 0 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 183 163000 PRN SOLE 163000 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 4211 28136 SH OTR 1 0 28136 0 ZIMMER BIOMET HLDGS INC COM 98956P102 836 5582 SH SOLE 5582 0 0 ZIONS BANCORPORATION N A COM 989701107 1136 21879 SH OTR 1 0 21879 0 ZIONS BANCORPORATION N A COM 989701107 268 5158 SH SOLE 5158 0 0 ZIX CORP COM 98974P100 178 26300 SH OTR 1 0 26300 0 ZIX CORP COM 98974P100 40 5900 SH SOLE 5900 0 0 ZOETIS INC CL A 98978V103 8072 60992 SH OTR 1 0 60992 0 ZOETIS INC CL A 98978V103 1685 12728 SH SOLE 12728 0 0 ZUMIEZ INC COM 989817101 2998 86800 SH OTR 1 0 86800 0 ZUMIEZ INC COM 989817101 636 18400 SH SOLE 18400 0 0 ZYNGA INC CL A 98986T108 233 38130 SH SOLE 38130 0 0 ZYNGA INC CL A 98986T108 1780 290834 SH OTR 1 0 290834 0