0001085146-20-001358.txt : 20200508 0001085146-20-001358.hdr.sgml : 20200508 20200507175501 ACCESSION NUMBER: 0001085146-20-001358 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200331 FILED AS OF DATE: 20200508 DATE AS OF CHANGE: 20200507 EFFECTIVENESS DATE: 20200508 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: 20857951 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 03-31-2020 03-31-2020 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 04-29-2020 7 2888 10812435 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 21VIANET GROUP INC SPONSORED ADS A 90138A103 385 27800 SH OTR 1 0 27800 0 3M CO COM 88579Y101 11143 81628 SH OTR 1 0 81628 0 3M CO COM 88579Y101 2063 15116 SH SOLE 15116 0 0 8X8 INC NEW COM 282914100 340 24500 SH OTR 1 0 24500 0 8X8 INC NEW COM 282914100 75 5400 SH SOLE 5400 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 44 50000 PRN SOLE 50000 0 0 A10 NETWORKS INC COM 002121101 141 22700 SH OTR 1 0 22700 0 A10 NETWORKS INC COM 002121101 24 3900 SH SOLE 3900 0 0 AAR CORP COM 000361105 941 53000 SH OTR 1 0 53000 0 AAR CORP COM 000361105 201 11300 SH SOLE 11300 0 0 AARONS INC COM PAR $0.50 002535300 1412 62000 SH OTR 1 0 62000 0 AARONS INC COM PAR $0.50 002535300 310 13600 SH SOLE 13600 0 0 ABBOTT LABS COM 002824100 422 5348 SH OTR 5 0 5348 0 ABBOTT LABS COM 002824100 3680 46639 SH SOLE 46639 0 0 ABBOTT LABS COM 002824100 20340 257759 SH OTR 1 0 257759 0 ABBVIE INC COM 00287Y109 35578 466958 SH OTR 1 0 466958 0 ABBVIE INC COM 00287Y109 2030 26648 SH OTR 5 0 26648 0 ABBVIE INC COM 00287Y109 3605 47311 SH SOLE 47311 0 0 ABIOMED INC COM 003654100 834 5745 SH OTR 1 0 5745 0 ABIOMED INC COM 003654100 183 1264 SH SOLE 1264 0 0 ACADIA PHARMACEUTICALS INC COM 004225108 482 11405 SH SOLE 11405 0 0 ACADIA PHARMACEUTICALS INC COM 004225108 2208 52272 SH OTR 1 0 52272 0 ACCELERON PHARMA INC COM 00434H108 464 5168 SH SOLE 5168 0 0 ACCELERON PHARMA INC COM 00434H108 2105 23422 SH OTR 1 0 23422 0 ACCO BRANDS CORP COM 00081T108 1194 236400 SH OTR 1 0 236400 0 ACCO BRANDS CORP COM 00081T108 257 50900 SH SOLE 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INC COM 05464C101 326 4600 SH SOLE 4600 0 0 AXON ENTERPRISE INC COM 05464C101 1458 20600 SH OTR 1 0 20600 0 AXSOME THERAPEUTICS INC COM 05464T104 447 7600 SH OTR 1 0 7600 0 AXSOME THERAPEUTICS INC COM 05464T104 94 1600 SH SOLE 1600 0 0 AZZ INC COM 002474104 1832 65159 SH OTR 1 0 65159 0 AZZ INC COM 002474104 402 14300 SH SOLE 14300 0 0 B. RILEY FINANCIAL INC COM 05580M108 227 12300 SH OTR 1 0 12300 0 B. RILEY FINANCIAL INC COM 05580M108 55 3000 SH SOLE 3000 0 0 BAIDU INC SPON ADR REP A 056752108 403 4000 SH OTR 1 0 4000 0 BAIDU INC SPON ADR REP A 056752108 81 800 SH SOLE 800 0 0 BAKER HUGHES COMPANY CL A 05722G100 865 82359 SH OTR 1 0 82359 0 BAKER HUGHES COMPANY CL A 05722G100 177 16872 SH SOLE 16872 0 0 BALL CORP COM 058498106 603 9329 SH SOLE 9329 0 0 BALL CORP COM 058498106 5683 87892 SH OTR 1 0 87892 0 BANCORP INC DEL COM 05969A105 1515 249555 SH OTR 1 0 249555 0 BANCORP INC DEL COM 05969A105 335 55151 SH SOLE 55151 0 0 BANDWIDTH INC COM CL A 05988J103 289 4300 SH OTR 1 0 4300 0 BANDWIDTH INC COM CL A 05988J103 61 900 SH SOLE 900 0 0 BANK NEW YORK MELLON CORP COM 064058100 4884 145013 SH OTR 1 0 145013 0 BANK NEW YORK MELLON CORP COM 064058100 724 21510 SH SOLE 21510 0 0 BANK OZK COM 06417N103 1 50 SH SOLE 50 0 0 BANK OZK COM 06417N103 2091 125227 SH OTR 1 0 125227 0 BARRETT BUSINESS SVCS INC COM 068463108 868 21907 SH OTR 1 0 21907 0 BARRETT BUSINESS SVCS INC COM 068463108 188 4734 SH SOLE 4734 0 0 BAXTER INTL INC COM 071813109 6572 80940 SH OTR 1 0 80940 0 BAXTER INTL INC COM 071813109 1084 13353 SH SOLE 13353 0 0 BBX CAP CORP NEW CL A 05491N104 74 32100 SH OTR 1 0 32100 0 BBX CAP CORP NEW CL A 05491N104 13 5800 SH SOLE 5800 0 0 BCB BANCORP INC COM 055298103 623 58517 SH OTR 1 0 58517 0 BCB BANCORP INC COM 055298103 135 12705 SH SOLE 12705 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 1139 176900 SH OTR 1 0 176900 0 BEAZER HOMES USA INC COM NEW 07556Q881 250 38800 SH SOLE 38800 0 0 BECTON DICKINSON & CO COM 075887109 9076 39502 SH OTR 1 0 39502 0 BECTON DICKINSON & CO COM 075887109 1631 7098 SH SOLE 7098 0 0 BECTON DICKINSON & CO PFD SHS CONV A 075887208 25249 460908 SH OTR 1 0 460908 0 BECTON DICKINSON & CO PFD SHS CONV A 075887208 76 1457 SH OTR 4 0 1457 0 BECTON DICKINSON & CO PFD SHS CONV A 075887208 9578 174840 SH SOLE 174840 0 0 BECTON DICKINSON & CO PFD SHS CONV A 075887208 4892 93577 SH DFND 1 0 93577 0 BEL FUSE INC CL B 077347300 307 31500 SH OTR 1 0 31500 0 BEL FUSE INC CL B 077347300 66 6800 SH SOLE 6800 0 0 BENCHMARK ELECTRS INC COM 08160H101 1235 61790 SH OTR 1 0 61790 0 BENCHMARK ELECTRS INC COM 08160H101 258 12900 SH SOLE 12900 0 0 BERKLEY W R CORP COM 084423102 179 3436 SH SOLE 3436 0 0 BERKLEY W R CORP COM 084423102 958 18370 SH OTR 1 0 18370 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11335 61999 SH SOLE 61999 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4373 23916 SH OTR 5 0 23916 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 66387 363110 SH OTR 1 0 363110 0 BEST BUY INC COM 086516101 18529 325075 SH OTR 1 0 325075 0 BEST BUY INC COM 086516101 908 15935 SH OTR 5 0 15935 0 BEST BUY INC COM 086516101 913 16011 SH SOLE 16011 0 0 BIG LOTS INC COM 089302103 151 10600 SH OTR 1 0 10600 0 BIG LOTS INC COM 089302103 34 2400 SH SOLE 2400 0 0 BIODELIVERY SCIENCES INTL IN COM 09060J106 1643 433400 SH OTR 1 0 433400 0 BIODELIVERY SCIENCES INTL IN COM 09060J106 357 94300 SH SOLE 94300 0 0 BIOGEN INC COM 09062X103 1506 4761 SH OTR 5 0 4761 0 BIOGEN INC COM 09062X103 1882 5949 SH SOLE 5949 0 0 BIOGEN INC COM 09062X103 23113 73053 SH OTR 1 0 73053 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 110 1297 SH SOLE 1297 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 93 1100 SH OTR 1 0 1100 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 6059 5782000 PRN DFND 1 0 5782000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 49217 46854000 PRN OTR 1 0 46854000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 91 87000 PRN OTR 4 0 87000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 14374 13684000 PRN SOLE 13684000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 345 325000 PRN SOLE 325000 0 0 BK OF AMERICA CORP 7.25%CNV PFD L 060505682 26237 20708 SH OTR 1 0 20708 0 BK OF AMERICA CORP 7.25%CNV PFD L 060505682 125 99 SH OTR 4 0 99 0 BK OF AMERICA CORP 7.25%CNV PFD L 060505682 16631 13126 SH SOLE 13126 0 0 BK OF AMERICA CORP 7.25%CNV PFD L 060505682 7914 6251 SH DFND 1 0 6251 0 BK OF AMERICA CORP COM 060505104 5863 276178 SH SOLE 276178 0 0 BK OF AMERICA CORP COM 060505104 47804 2251706 SH OTR 1 0 2251706 0 BK OF AMERICA CORP COM 060505104 2533 119317 SH OTR 5 0 119317 0 BLACKBAUD INC COM 09227Q100 771 13887 SH OTR 1 0 13887 0 BLACKBAUD INC COM 09227Q100 167 3000 SH SOLE 3000 0 0 BLACKLINE INC COM 09239B109 694 13200 SH OTR 1 0 13200 0 BLACKLINE INC COM 09239B109 147 2800 SH SOLE 2800 0 0 BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 2705 187485 SH SOLE 187485 0 0 BLACKROCK INC COM 09247X101 297 675 SH OTR 5 0 675 0 BLACKROCK INC COM 09247X101 1367 3107 SH SOLE 3107 0 0 BLACKROCK INC COM 09247X101 9441 21458 SH OTR 1 0 21458 0 BLACKROCK INVT QUALITY MUN T COM 09247D105 1297 85722 SH SOLE 85722 0 0 BLACKROCK INVT QUALITY MUN T COM 09247D105 359 23715 SH OTR 1 0 23715 0 BLACKROCK MUN BD TR COM 09249H104 1150 80403 SH SOLE 80403 0 0 BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 9383 413699 SH SOLE 413699 0 0 BLACKROCK MUNI INCOME INV QL COM 09250G102 252 18120 SH OTR 1 0 18120 0 BLACKROCK MUNI INTER DR FD I COM 09253X102 13025 997348 SH SOLE 997348 0 0 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 754 70702 SH OTR 1 0 70702 0 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 825 77410 SH SOLE 77410 0 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 11818 895971 SH SOLE 895971 0 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 864 68572 SH SOLE 68572 0 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 5105 382973 SH SOLE 382973 0 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 922 70458 SH OTR 1 0 70458 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 1300 99381 SH SOLE 99381 0 0 BLACKROCK MUNIHOLDINGS FD II COM 09253P109 226 16417 SH SOLE 16417 0 0 BLACKROCK MUNIHOLDNGS QLTY I COM 09254A101 2572 215234 SH SOLE 215234 0 0 BLACKROCK MUNIYIELD MICH QUA COM 09254F100 523 35924 SH SOLE 35924 0 0 BLACKROCK MUNIYIELD NY QLTY COM 09255E102 929 75941 SH SOLE 75941 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254G108 699 56581 SH SOLE 56581 0 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 5988 451928 SH SOLE 451928 0 0 BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 908 68557 SH SOLE 68557 0 0 BLACKROCK NY MUN INCOME TR I COM 09249R102 363 28046 SH OTR 1 0 28046 0 BLACKROCK NY MUN INCOME TR I COM 09249R102 518 40007 SH SOLE 40007 0 0 BLOCK H & R INC COM 093671105 66 4716 SH SOLE 4716 0 0 BLOCK H & R INC COM 093671105 360 25562 SH OTR 1 0 25562 0 BLOOMIN BRANDS INC COM 094235108 399 55900 SH OTR 1 0 55900 0 BLOOMIN BRANDS INC COM 094235108 84 11800 SH SOLE 11800 0 0 BLUE BIRD CORP COM 095306106 1248 114174 SH OTR 1 0 114174 0 BLUE BIRD CORP COM 095306106 277 25300 SH SOLE 25300 0 0 BLUEPRINT MEDICINES CORP COM 09627Y109 1840 31469 SH OTR 1 0 31469 0 BLUEPRINT MEDICINES CORP COM 09627Y109 407 6953 SH SOLE 6953 0 0 BMC STK HLDGS INC COM 05591B109 1934 109066 SH OTR 1 0 109066 0 BMC STK HLDGS INC COM 05591B109 422 23800 SH SOLE 23800 0 0 BOEING CO COM 097023105 11621 77918 SH OTR 1 0 77918 0 BOEING CO COM 097023105 2219 14881 SH SOLE 14881 0 0 BOEING CO COM 097023105 14 97 SH OTR 5 0 97 0 BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 11237 12576000 PRN OTR 1 0 12576000 0 BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 2517 2817000 PRN SOLE 2817000 0 0 BOISE CASCADE CO DEL COM 09739D100 1850 77800 SH OTR 1 0 77800 0 BOISE CASCADE CO DEL COM 09739D100 404 17000 SH SOLE 17000 0 0 BOOKING HLDGS INC COM 09857L108 20148 14976 SH OTR 1 0 14976 0 BOOKING HLDGS INC COM 09857L108 1095 814 SH OTR 5 0 814 0 BOOKING HLDGS INC COM 09857L108 1890 1405 SH SOLE 1405 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 14 200 SH SOLE 200 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 11577 168662 SH OTR 1 0 168662 0 BORGWARNER INC COM 099724106 639 26226 SH OTR 1 0 26226 0 BORGWARNER INC COM 099724106 119 4865 SH SOLE 4865 0 0 BOSTON BEER INC CL A 100557107 3124 8500 SH OTR 1 0 8500 0 BOSTON BEER INC CL A 100557107 662 1800 SH SOLE 1800 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 1325 185300 SH OTR 1 0 185300 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 281 39300 SH SOLE 39300 0 0 BOSTON PROPERTIES INC COM 101121101 3165 34313 SH OTR 1 0 34313 0 BOSTON PROPERTIES INC COM 101121101 423 4589 SH SOLE 4589 0 0 BOSTON SCIENTIFIC CORP COM 101137107 5772 176899 SH OTR 1 0 176899 0 BOSTON SCIENTIFIC CORP COM 101137107 1194 36587 SH SOLE 36587 0 0 BOTTOMLINE TECH DEL INC COM 101388106 498 13600 SH SOLE 13600 0 0 BOTTOMLINE TECH DEL INC COM 101388106 2283 62300 SH OTR 1 0 62300 0 BOX INC CL A 10316T104 128 9100 SH SOLE 9100 0 0 BOX INC CL A 10316T104 594 42300 SH OTR 1 0 42300 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 179 16977 SH OTR 1 0 16977 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 7 700 SH SOLE 700 0 0 BRIDGE BANCORP INC COM 108035106 1191 56264 SH OTR 1 0 56264 0 BRIDGE BANCORP INC COM 108035106 259 12251 SH SOLE 12251 0 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 314 32234 SH OTR 1 0 32234 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 71 7300 SH SOLE 7300 0 0 BRIGHT HORIZONS FAM SOL IN D COM 109194100 1579 15477 SH OTR 1 0 15477 0 BRIGHTCOVE INC COM 10921T101 26 3800 SH SOLE 3800 0 0 BRIGHTCOVE INC COM 10921T101 123 17600 SH OTR 1 0 17600 0 BRIGHTSPHERE INVT GROUP INC COM 10948W103 1403 219600 SH OTR 1 0 219600 0 BRIGHTSPHERE INVT GROUP INC COM 10948W103 295 46200 SH SOLE 46200 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 20856 374162 SH OTR 1 0 374162 0 BRISTOL-MYERS SQUIBB CO COM 110122108 496 8905 SH OTR 5 0 8905 0 BRISTOL-MYERS SQUIBB CO COM 110122108 4215 75610 SH SOLE 75610 0 0 BROADCOM INC 8% CNV PFD SER A 11135F200 10917 11650 SH SOLE 11650 0 0 BROADCOM INC 8% CNV PFD SER A 11135F200 5324 5698 SH DFND 1 0 5698 0 BROADCOM INC 8% CNV PFD SER A 11135F200 14694 15680 SH OTR 1 0 15680 0 BROADCOM INC 8% CNV PFD SER A 11135F200 78 84 SH OTR 4 0 84 0 BROADCOM INC COM 11135F101 24693 104145 SH OTR 1 0 104145 0 BROADCOM INC COM 11135F101 1866 7869 SH OTR 5 0 7869 0 BROADCOM INC COM 11135F101 3377 14245 SH SOLE 14245 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 295 3107 SH SOLE 3107 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1387 14626 SH OTR 1 0 14626 0 BROWN FORMAN CORP CL B 115637209 1283 23114 SH OTR 1 0 23114 0 BROWN FORMAN CORP CL B 115637209 298 5376 SH SOLE 5376 0 0 BRUKER CORP COM 116794108 9491 264664 SH OTR 1 0 264664 0 BRUKER CORP COM 116794108 448 12481 SH SOLE 12481 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 1673 136800 SH OTR 1 0 136800 0 BUILDERS FIRSTSOURCE INC COM 12008R107 367 30000 SH SOLE 30000 0 0 BURLINGTON STORES INC COM 122017106 10813 68235 SH OTR 1 0 68235 0 BURLINGTON STORES INC COM 122017106 79 500 SH SOLE 500 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1140 17216 SH OTR 1 0 17216 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 245 3696 SH SOLE 3696 0 0 CABLE ONE INC COM 12685J105 1943 1182 SH OTR 1 0 1182 0 CABOT CORP COM 127055101 1141 43700 SH OTR 1 0 43700 0 CABOT CORP COM 127055101 47 1800 SH SOLE 1800 0 0 CABOT OIL & GAS CORP COM 127097103 916 53267 SH OTR 1 0 53267 0 CABOT OIL & GAS CORP COM 127097103 194 11314 SH SOLE 11314 0 0 CACI INTL INC CL A 127190304 10157 48104 SH OTR 1 0 48104 0 CACI INTL INC CL A 127190304 954 4520 SH OTR 5 0 4520 0 CACI INTL INC CL A 127190304 488 2312 SH SOLE 2312 0 0 CADENCE BANCORPORATION CL A 12739A100 239 36500 SH SOLE 36500 0 0 CADENCE BANCORPORATION CL A 12739A100 1105 168700 SH OTR 1 0 168700 0 CADENCE DESIGN SYSTEM INC COM 127387108 926 14025 SH SOLE 14025 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 3291 49841 SH OTR 1 0 49841 0 CAESARS ENTMT CORP COM 127686103 367 54279 SH OTR 1 0 54279 0 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 6802 6357000 PRN OTR 1 0 6357000 0 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 2450 2290000 PRN SOLE 2290000 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 1223 24300 SH OTR 1 0 24300 0 CALIFORNIA WTR SVC GROUP COM 130788102 287 5700 SH SOLE 5700 0 0 CALIX INC COM 13100M509 590 83400 SH OTR 1 0 83400 0 CALIX INC COM 13100M509 117 16500 SH SOLE 16500 0 0 CAMDEN PPTY TR SH BEN INT 133131102 40 500 SH SOLE 500 0 0 CAMDEN PPTY TR SH BEN INT 133131102 1385 17476 SH OTR 1 0 17476 0 CAMPBELL SOUP CO COM 134429109 988 21414 SH OTR 1 0 21414 0 CAMPBELL SOUP CO COM 134429109 266 5762 SH SOLE 5762 0 0 CANNAE HLDGS INC COM 13765N107 2272 67849 SH OTR 1 0 67849 0 CANNAE HLDGS INC COM 13765N107 494 14736 SH SOLE 14736 0 0 CAPITAL ONE FINL CORP COM 14040H105 5014 99436 SH OTR 1 0 99436 0 CAPITAL ONE FINL CORP COM 14040H105 921 18264 SH SOLE 18264 0 0 CAPSTAR FINL HLDGS INC COM 14070T102 228 23100 SH OTR 1 0 23100 0 CAPSTAR FINL HLDGS INC COM 14070T102 50 5100 SH SOLE 5100 0 0 CARDINAL HEALTH INC COM 14149Y108 15318 319530 SH OTR 1 0 319530 0 CARDINAL HEALTH INC COM 14149Y108 1102 22987 SH OTR 5 0 22987 0 CARDINAL HEALTH INC COM 14149Y108 1009 21054 SH SOLE 21054 0 0 CARGURUS INC COM CL A 141788109 439 23200 SH OTR 1 0 23200 0 CARGURUS INC COM CL A 141788109 95 5000 SH SOLE 5000 0 0 CARLISLE COS INC COM 142339100 24 189 SH SOLE 189 0 0 CARLISLE COS INC COM 142339100 8261 65942 SH OTR 1 0 65942 0 CARMAX INC COM 143130102 1132 21029 SH OTR 1 0 21029 0 CARMAX INC COM 143130102 237 4395 SH SOLE 4395 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 2107 159997 SH OTR 1 0 159997 0 CARNIVAL CORP UNIT 99/99/9999 143658300 141 10688 SH SOLE 10688 0 0 CASELLA WASTE SYS INC CL A 147448104 586 15000 SH OTR 1 0 15000 0 CASELLA WASTE SYS INC CL A 147448104 129 3300 SH SOLE 3300 0 0 CASEYS GEN STORES INC COM 147528103 511 3860 SH OTR 1 0 3860 0 CATALENT INC COM 148806102 433 8336 SH OTR 5 0 8336 0 CATALENT INC COM 148806102 406 7813 SH SOLE 7813 0 0 CATALENT INC COM 148806102 5917 113901 SH OTR 1 0 113901 0 CATERPILLAR INC DEL COM 149123101 1687 14540 SH SOLE 14540 0 0 CATERPILLAR INC DEL COM 149123101 9448 81424 SH OTR 1 0 81424 0 CATHAY GEN BANCORP COM 149150104 434 18900 SH OTR 1 0 18900 0 CATHAY GEN BANCORP COM 149150104 99 4300 SH SOLE 4300 0 0 CBOE GLOBAL MARKETS INC COM 12503M108 2824 31636 SH OTR 1 0 31636 0 CBOE GLOBAL MARKETS INC COM 12503M108 22 248 SH OTR 5 0 248 0 CBOE GLOBAL MARKETS INC COM 12503M108 260 2918 SH SOLE 2918 0 0 CBRE GROUP INC CL A 12504L109 436 11549 SH SOLE 11549 0 0 CBRE GROUP INC CL A 12504L109 8361 221726 SH OTR 1 0 221726 0 CBRE GROUP INC CL A 12504L109 835 22133 SH OTR 5 0 22133 0 CDK GLOBAL INC COM 12508E101 389 11844 SH SOLE 11844 0 0 CDK GLOBAL INC COM 12508E101 347 10578 SH OTR 5 0 10578 0 CDK GLOBAL INC COM 12508E101 9354 284744 SH OTR 1 0 284744 0 CDW CORP COM 12514G108 14359 153951 SH OTR 1 0 153951 0 CDW CORP COM 12514G108 82 879 SH OTR 5 0 879 0 CDW CORP COM 12514G108 762 8174 SH SOLE 8174 0 0 CELANESE CORP DEL COM 150870103 1132 15421 SH OTR 1 0 15421 0 CELANESE CORP DEL COM 150870103 247 3363 SH SOLE 3363 0 0 CENTENE CORP DEL COM 15135B101 11439 192541 SH OTR 1 0 192541 0 CENTENE CORP DEL COM 15135B101 887 14934 SH SOLE 14934 0 0 CENTERPOINT ENERGY INC COM 15189T107 152 9812 SH OTR 5 0 9812 0 CENTERPOINT ENERGY INC COM 15189T107 355 22977 SH SOLE 22977 0 0 CENTERPOINT ENERGY INC COM 15189T107 3381 218810 SH OTR 1 0 218810 0 CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 1470 50200 SH SOLE 50200 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 2335 91300 SH OTR 1 0 91300 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 506 19800 SH SOLE 19800 0 0 CENTRAL PAC FINL CORP COM NEW 154760409 173 10900 SH OTR 1 0 10900 0 CENTRAL PAC FINL CORP COM NEW 154760409 41 2600 SH SOLE 2600 0 0 CENTURY BANCORP INC MASS CL A NON VTG 156432106 869 13965 SH OTR 1 0 13965 0 CENTURY BANCORP INC MASS CL A NON VTG 156432106 182 2921 SH SOLE 2921 0 0 CENTURY CASINOS INC COM 156492100 48 19900 SH OTR 1 0 19900 0 CENTURY CASINOS INC COM 156492100 10 4000 SH SOLE 4000 0 0 CENTURYLINK INC COM 156700106 1207 127605 SH OTR 1 0 127605 0 CENTURYLINK INC COM 156700106 268 28305 SH SOLE 28305 0 0 CERNER CORP COM 156782104 7508 119186 SH OTR 1 0 119186 0 CERNER CORP COM 156782104 530 8409 SH SOLE 8409 0 0 CERUS CORP COM 157085101 62 13400 SH OTR 1 0 13400 0 CERUS CORP COM 157085101 13 2900 SH SOLE 2900 0 0 CF INDS HLDGS INC COM 125269100 2724 100130 SH OTR 1 0 100130 0 CF INDS HLDGS INC COM 125269100 51 1887 SH OTR 5 0 1887 0 CF INDS HLDGS INC COM 125269100 291 10714 SH SOLE 10714 0 0 CHARLES RIV LABS INTL INC COM 159864107 483 3823 SH SOLE 3823 0 0 CHARLES RIV LABS INTL INC COM 159864107 12224 96857 SH OTR 1 0 96857 0 CHARLES RIV LABS INTL INC COM 159864107 227 1800 SH OTR 5 0 1800 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 2430 5569 SH SOLE 5569 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 26760 61333 SH OTR 1 0 61333 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 1634 3746 SH OTR 5 0 3746 0 CHEGG INC COM 163092109 1170 32700 SH OTR 1 0 32700 0 CHEGG INC COM 163092109 247 6900 SH SOLE 6900 0 0 CHEGG INC NOTE 0.250% 5/1 163092AB5 121 85000 PRN SOLE 85000 0 0 CHEMED CORP NEW COM 16359R103 556 1283 SH OTR 1 0 1283 0 CHEMOCENTRYX INC COM 16383L106 964 24000 SH OTR 1 0 24000 0 CHEMOCENTRYX INC COM 16383L106 209 5200 SH SOLE 5200 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 129 260000 PRN SOLE 260000 0 0 CHESAPEAKE ENERGY CORP NOTE 5.500% 9/1 165167CY1 15 280000 PRN SOLE 280000 0 0 CHEVRON CORP NEW COM 166764100 21962 303098 SH OTR 1 0 303098 0 CHEVRON CORP NEW COM 166764100 4152 57298 SH SOLE 57298 0 0 CHEVRON CORP NEW COM 166764100 535 7390 SH OTR 5 0 7390 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 7441 11370 SH OTR 1 0 11370 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 459 702 SH SOLE 702 0 0 CHURCH & DWIGHT INC COM 171340102 2527 39377 SH OTR 1 0 39377 0 CHURCH & DWIGHT INC COM 171340102 424 6601 SH SOLE 6601 0 0 CHURCHILL DOWNS INC COM 171484108 1627 15800 SH OTR 1 0 15800 0 CHURCHILL DOWNS INC COM 171484108 371 3600 SH SOLE 3600 0 0 CIGNA CORP NEW COM 125523100 2674 15094 SH SOLE 15094 0 0 CIGNA CORP NEW COM 125523100 17706 99931 SH OTR 1 0 99931 0 CIGNA CORP NEW COM 125523100 1668 9415 SH OTR 5 0 9415 0 CINCINNATI BELL INC NEW COM NEW 171871502 1392 95100 SH OTR 1 0 95100 0 CINCINNATI BELL INC NEW COM NEW 171871502 281 19200 SH SOLE 19200 0 0 CINCINNATI FINL CORP COM 172062101 1453 19263 SH OTR 1 0 19263 0 CINCINNATI FINL CORP COM 172062101 300 3973 SH SOLE 3973 0 0 CINTAS CORP COM 172908105 4027 23248 SH OTR 1 0 23248 0 CINTAS CORP COM 172908105 379 2186 SH SOLE 2186 0 0 CIRRUS LOGIC INC COM 172755100 3377 51459 SH OTR 1 0 51459 0 CIRRUS LOGIC INC COM 172755100 735 11200 SH SOLE 11200 0 0 CISCO SYS INC COM 17275R102 4994 127034 SH SOLE 127034 0 0 CISCO SYS INC COM 17275R102 32129 817325 SH OTR 1 0 817325 0 CISCO SYS INC COM 17275R102 704 17899 SH OTR 5 0 17899 0 CITIGROUP INC COM NEW 172967424 2569 61004 SH SOLE 61004 0 0 CITIGROUP INC COM NEW 172967424 202 4807 SH OTR 5 0 4807 0 CITIGROUP INC COM NEW 172967424 13770 326929 SH OTR 1 0 326929 0 CITIZENS FINANCIAL GROUP INC COM 174610105 2005 106597 SH OTR 1 0 106597 0 CITIZENS FINANCIAL GROUP INC COM 174610105 224 11883 SH SOLE 11883 0 0 CITRIX SYS INC COM 177376100 3117 22018 SH OTR 1 0 22018 0 CITRIX SYS INC COM 177376100 178 1260 SH OTR 5 0 1260 0 CITRIX SYS INC COM 177376100 470 3318 SH SOLE 3318 0 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 404 27029 SH OTR 1 0 27029 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 85 5670 SH SOLE 5670 0 0 CLEAN HARBORS INC COM 184496107 290 5653 SH SOLE 5653 0 0 CLEAN HARBORS INC COM 184496107 7883 153543 SH OTR 1 0 153543 0 CLEARWAY ENERGY INC CL A 18539C105 932 54300 SH OTR 1 0 54300 0 CLEARWAY ENERGY INC CL A 18539C105 220 12800 SH SOLE 12800 0 0 CLEARWAY ENERGY INC CL C 18539C204 827 44000 SH OTR 1 0 44000 0 CLEARWAY ENERGY INC CL C 18539C204 194 10300 SH SOLE 10300 0 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 1829 2607000 PRN DFND 1 0 2607000 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 6980 9810000 PRN OTR 1 0 9810000 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 28 40000 PRN OTR 4 0 40000 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 1579 2219000 PRN SOLE 2219000 0 0 CLOROX CO DEL COM 189054109 2774 16013 SH OTR 1 0 16013 0 CLOROX CO DEL COM 189054109 600 3464 SH SOLE 3464 0 0 CLOUDERA INC COM 18914U100 385 48900 SH OTR 1 0 48900 0 CLOUDERA INC COM 18914U100 91 11600 SH SOLE 11600 0 0 CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 85 140000 PRN SOLE 140000 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 98 110000 PRN SOLE 110000 0 0 CME GROUP INC COM 12572Q105 9161 52980 SH OTR 1 0 52980 0 CME GROUP INC COM 12572Q105 1601 9262 SH SOLE 9262 0 0 CMS ENERGY CORP COM 125896100 2115 35998 SH OTR 1 0 35998 0 CMS ENERGY CORP COM 125896100 440 7483 SH SOLE 7483 0 0 CNO FINL GROUP INC COM 12621E103 768 62000 SH OTR 1 0 62000 0 CNO FINL GROUP INC COM 12621E103 157 12700 SH SOLE 12700 0 0 COCA COLA CO COM 191216100 1137 25695 SH OTR 5 0 25695 0 COCA COLA CO COM 191216100 4860 109822 SH SOLE 109822 0 0 COCA COLA CO COM 191216100 31749 717491 SH OTR 1 0 717491 0 COCA COLA CONSOLIDATED INC COM 191098102 503 2414 SH SOLE 2414 0 0 COCA COLA CONSOLIDATED INC COM 191098102 2318 11118 SH OTR 1 0 11118 0 COEUR MNG INC COM NEW 192108504 40 12400 SH OTR 1 0 12400 0 COEUR MNG INC COM NEW 192108504 10 3000 SH SOLE 3000 0 0 COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 1877 22900 SH OTR 1 0 22900 0 COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 443 5400 SH SOLE 5400 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4723 101633 SH OTR 1 0 101633 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 672 14452 SH SOLE 14452 0 0 COHEN & STEERS INC COM 19247A100 691 15200 SH OTR 1 0 15200 0 COHEN & STEERS INC COM 19247A100 159 3500 SH SOLE 3500 0 0 COHERUS BIOSCIENCES INC COM 19249H103 341 21000 SH OTR 1 0 21000 0 COHERUS BIOSCIENCES INC COM 19249H103 75 4600 SH SOLE 4600 0 0 COHU INC COM 192576106 128 10300 SH SOLE 10300 0 0 COHU INC COM 192576106 609 49200 SH OTR 1 0 49200 0 COLGATE PALMOLIVE CO COM 194162103 8792 132488 SH OTR 1 0 132488 0 COLGATE PALMOLIVE CO COM 194162103 1688 25440 SH SOLE 25440 0 0 COLLECTORS UNIVERSE INC COM NEW 19421R200 196 12500 SH OTR 1 0 12500 0 COLLECTORS UNIVERSE INC COM NEW 19421R200 45 2900 SH SOLE 2900 0 0 COLLEGIUM PHARMACEUTICAL INC COM 19459J104 532 32600 SH OTR 1 0 32600 0 COLLEGIUM PHARMACEUTICAL INC COM 19459J104 105 6400 SH SOLE 6400 0 0 COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 108 135000 PRN SOLE 135000 0 0 COLONY CAP INC NEW CL A COM 19626G108 58 33100 SH OTR 1 0 33100 0 COLONY CAP INC NEW CL A COM 19626G108 55 31546 SH SOLE 31546 0 0 COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 108 101000 PRN SOLE 101000 0 0 COLUMBIA PPTY TR INC COM NEW 198287203 406 32450 SH OTR 1 0 32450 0 COLUMBIA PPTY TR INC COM NEW 198287203 12 958 SH SOLE 958 0 0 COMCAST CORP NEW CL A 20030N101 27585 802343 SH OTR 1 0 802343 0 COMCAST CORP NEW CL A 20030N101 1329 38662 SH OTR 5 0 38662 0 COMCAST CORP NEW CL A 20030N101 5043 146698 SH SOLE 146698 0 0 COMERICA INC COM 200340107 2883 98266 SH OTR 1 0 98266 0 COMERICA INC COM 200340107 355 12115 SH SOLE 12115 0 0 COMFORT SYS USA INC COM 199908104 2266 62000 SH OTR 1 0 62000 0 COMFORT SYS USA INC COM 199908104 497 13600 SH SOLE 13600 0 0 COMMERCIAL VEH GROUP INC COM 202608105 302 200081 SH OTR 1 0 200081 0 COMMERCIAL VEH GROUP INC COM 202608105 66 43400 SH SOLE 43400 0 0 COMMUNITY HEALTHCARE TR INC COM 20369C106 1003 26200 SH OTR 1 0 26200 0 COMMUNITY HEALTHCARE TR INC COM 20369C106 230 6000 SH SOLE 6000 0 0 COMMVAULT SYSTEMS INC COM 204166102 1822 45001 SH OTR 1 0 45001 0 COMMVAULT SYSTEMS INC COM 204166102 385 9500 SH SOLE 9500 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 484 21750 SH OTR 1 0 21750 0 COMPUTER PROGRAMS & SYS INC COM 205306103 107 4800 SH SOLE 4800 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 817 61500 SH OTR 1 0 61500 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 179 13500 SH SOLE 13500 0 0 CONAGRA BRANDS INC COM 205887102 379 12922 SH SOLE 12922 0 0 CONAGRA BRANDS INC COM 205887102 1810 61703 SH OTR 1 0 61703 0 CONCHO RES INC COM 20605P101 1092 25491 SH OTR 1 0 25491 0 CONCHO RES INC COM 20605P101 232 5412 SH SOLE 5412 0 0 CONMED CORP COM 207410101 1604 28000 SH OTR 1 0 28000 0 CONMED CORP COM 207410101 349 6100 SH SOLE 6100 0 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 22345 24010000 PRN OTR 1 0 24010000 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 3664 3937000 PRN SOLE 3937000 0 0 CONOCOPHILLIPS COM 20825C104 7169 232772 SH OTR 1 0 232772 0 CONOCOPHILLIPS COM 20825C104 175 5695 SH OTR 5 0 5695 0 CONOCOPHILLIPS COM 20825C104 1384 44942 SH SOLE 44942 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 26 5700 SH SOLE 5700 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 107 23600 SH OTR 1 0 23600 0 CONSOLIDATED EDISON INC COM 209115104 685 8784 SH SOLE 8784 0 0 CONSOLIDATED EDISON INC COM 209115104 379 4865 SH OTR 5 0 4865 0 CONSOLIDATED EDISON INC COM 209115104 9407 120603 SH OTR 1 0 120603 0 CONSTELLATION BRANDS INC CL A 21036P108 4402 30704 SH OTR 1 0 30704 0 CONSTELLATION BRANDS INC CL A 21036P108 635 4430 SH SOLE 4430 0 0 COOPER COS INC COM NEW 216648402 1733 6287 SH OTR 1 0 6287 0 COOPER COS INC COM NEW 216648402 379 1375 SH SOLE 1375 0 0 COPART INC COM 217204106 1829 26699 SH OTR 1 0 26699 0 COPART INC COM 217204106 387 5641 SH SOLE 5641 0 0 CORCEPT THERAPEUTICS INC COM 218352102 2315 194700 SH OTR 1 0 194700 0 CORCEPT THERAPEUTICS INC COM 218352102 502 42200 SH SOLE 42200 0 0 CORELOGIC INC COM 21871D103 2221 72722 SH OTR 1 0 72722 0 CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 709 38600 SH OTR 1 0 38600 0 CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 154 8400 SH SOLE 8400 0 0 COREPOINT LODGING INC COM 21872L104 102 25995 SH OTR 1 0 25995 0 COREPOINT LODGING INC COM 21872L104 18 4579 SH SOLE 4579 0 0 CORESITE RLTY CORP COM 21870Q105 736 6347 SH OTR 1 0 6347 0 CORESITE RLTY CORP COM 21870Q105 23 200 SH SOLE 200 0 0 CORNERSTONE BLDG BRANDS INC COM 21925D109 359 78800 SH OTR 1 0 78800 0 CORNERSTONE BLDG BRANDS INC COM 21925D109 67 14700 SH SOLE 14700 0 0 CORNERSTONE ONDEMAND INC COM 21925Y103 521 16419 SH OTR 1 0 16419 0 CORNERSTONE ONDEMAND INC COM 21925Y103 111 3500 SH SOLE 3500 0 0 CORNING INC COM 219350105 2015 98125 SH OTR 1 0 98125 0 CORNING INC COM 219350105 421 20495 SH SOLE 20495 0 0 CORTEVA INC COM 22052L104 3465 147432 SH OTR 1 0 147432 0 CORTEVA INC COM 22052L104 414 17614 SH SOLE 17614 0 0 CORVEL CORP COM 221006109 1025 18800 SH OTR 1 0 18800 0 CORVEL CORP COM 221006109 218 4000 SH SOLE 4000 0 0 COSTCO WHSL CORP NEW COM 22160K105 35841 125701 SH OTR 1 0 125701 0 COSTCO WHSL CORP NEW COM 22160K105 1909 6695 SH OTR 5 0 6695 0 COSTCO WHSL CORP NEW COM 22160K105 4152 14562 SH SOLE 14562 0 0 COTY INC COM CL A 222070203 194 37552 SH OTR 1 0 37552 0 COTY INC COM CL A 222070203 36 7024 SH SOLE 7024 0 0 COUPA SOFTWARE INC COM 22266L106 1723 12334 SH OTR 1 0 12334 0 COUPA SOFTWARE INC NOTE 0.375% 1/1 22266LAB2 221 71000 PRN SOLE 71000 0 0 CRANE CO COM 224399105 9 188 SH SOLE 188 0 0 CRANE CO COM 224399105 3542 72029 SH OTR 1 0 72029 0 CRAWFORD & CO CL A 224633206 362 50300 SH OTR 1 0 50300 0 CRAWFORD & CO CL A 224633206 78 10800 SH SOLE 10800 0 0 CREE INC NOTE 0.875% 9/0 225447AB7 96 105000 PRN SOLE 105000 0 0 CROCS INC COM 227046109 1023 60200 SH OTR 1 0 60200 0 CROCS INC COM 227046109 245 14400 SH SOLE 14400 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 186 27600 SH OTR 1 0 27600 0 CROSS CTRY HEALTHCARE INC COM 227483104 44 6500 SH SOLE 6500 0 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 4656 3598 SH SOLE 3598 0 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 19202 14838 SH OTR 1 0 14838 0 CROWN CASTLE INTL CORP NEW COM 22822V101 8945 61948 SH OTR 1 0 61948 0 CROWN CASTLE INTL CORP NEW COM 22822V101 1814 12562 SH SOLE 12562 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 259 1797 SH OTR 5 0 1797 0 CROWN HLDGS INC COM 228368106 2247 38707 SH OTR 1 0 38707 0 CROWN HLDGS INC COM 228368106 17 300 SH SOLE 300 0 0 CSG SYS INTL INC COM 126349109 2038 48700 SH OTR 1 0 48700 0 CSG SYS INTL INC COM 126349109 435 10400 SH SOLE 10400 0 0 CSW INDUSTRIALS INC COM 126402106 1543 23800 SH OTR 1 0 23800 0 CSW INDUSTRIALS INC COM 126402106 344 5300 SH SOLE 5300 0 0 CSX CORP COM 126408103 17 289 SH OTR 5 0 289 0 CSX CORP COM 126408103 1049 18311 SH SOLE 18311 0 0 CSX CORP COM 126408103 7476 130475 SH OTR 1 0 130475 0 CUBESMART COM 229663109 21 800 SH SOLE 800 0 0 CUBESMART COM 229663109 771 28771 SH OTR 1 0 28771 0 CUMMINS INC COM 231021106 7648 56515 SH OTR 1 0 56515 0 CUMMINS INC COM 231021106 383 2831 SH OTR 5 0 2831 0 CUMMINS INC COM 231021106 567 4192 SH SOLE 4192 0 0 CUMULUS MEDIA INC COM CLASS A 231082801 327 60300 SH OTR 1 0 60300 0 CUMULUS MEDIA INC COM CLASS A 231082801 69 12800 SH SOLE 12800 0 0 CURTISS WRIGHT CORP COM 231561101 97 1047 SH SOLE 1047 0 0 CURTISS WRIGHT CORP COM 231561101 4392 47527 SH OTR 1 0 47527 0 CURTISS WRIGHT CORP COM 231561101 128 1384 SH OTR 5 0 1384 0 CUSTOMERS BANCORP INC COM 23204G100 301 27583 SH SOLE 27583 0 0 CUSTOMERS BANCORP INC COM 23204G100 1377 125978 SH OTR 1 0 125978 0 CUTERA INC COM 232109108 285 21800 SH OTR 1 0 21800 0 CUTERA INC COM 232109108 55 4200 SH SOLE 4200 0 0 CVR ENERGY INC COM 12662P108 546 33033 SH OTR 1 0 33033 0 CVR ENERGY INC COM 12662P108 116 7044 SH SOLE 7044 0 0 CVS HEALTH CORP COM 126650100 11096 187016 SH OTR 1 0 187016 0 CVS HEALTH CORP COM 126650100 2014 33941 SH SOLE 33941 0 0 CYPRESS SEMICONDUCTOR CORP NOTE 4.500% 1/1 232806AM1 245 144000 PRN SOLE 144000 0 0 CYRUSONE INC COM 23283R100 347 5624 SH OTR 5 0 5624 0 CYRUSONE INC COM 23283R100 54 880 SH SOLE 880 0 0 CYRUSONE INC COM 23283R100 3157 51128 SH OTR 1 0 51128 0 D R HORTON INC COM 23331A109 498 14639 SH SOLE 14639 0 0 D R HORTON INC COM 23331A109 3936 115750 SH OTR 1 0 115750 0 DANAHER CORPORATION 4.75 MND CV PFD 235851300 1568 1500 SH SOLE 1500 0 0 DANAHER CORPORATION COM 235851102 12106 87463 SH OTR 1 0 87463 0 DANAHER CORPORATION COM 235851102 2255 16289 SH SOLE 16289 0 0 DANAHER CORPORATION DBCV 1/2 235851AF9 16314 3095000 PRN DFND 1 0 3095000 0 DANAHER CORPORATION DBCV 1/2 235851AF9 79318 15041000 PRN OTR 1 0 15041000 0 DANAHER CORPORATION DBCV 1/2 235851AF9 258 49000 PRN OTR 4 0 49000 0 DANAHER CORPORATION DBCV 1/2 235851AF9 27380 5192000 PRN SOLE 5192000 0 0 DARDEN RESTAURANTS INC COM 237194105 381 6990 SH SOLE 6990 0 0 DARDEN RESTAURANTS INC COM 237194105 325 5968 SH OTR 5 0 5968 0 DARDEN RESTAURANTS INC COM 237194105 4560 83738 SH OTR 1 0 83738 0 DARLING INGREDIENTS INC COM 237266101 592 30900 SH SOLE 30900 0 0 DARLING INGREDIENTS INC COM 237266101 2709 141300 SH OTR 1 0 141300 0 DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 71 16900 SH OTR 1 0 16900 0 DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 14 3400 SH SOLE 3400 0 0 DAVITA INC COM 23918K108 17545 230668 SH OTR 1 0 230668 0 DAVITA INC COM 23918K108 1003 13189 SH OTR 5 0 13189 0 DAVITA INC COM 23918K108 376 4938 SH SOLE 4938 0 0 DBX ETF TR XTRACK HRVST CSI 233051879 2999 115845 SH OTR 1 0 115845 0 DECKERS OUTDOOR CORP COM 243537107 684 5105 SH SOLE 5105 0 0 DECKERS OUTDOOR CORP COM 243537107 3125 23323 SH OTR 1 0 23323 0 DEERE & CO COM 244199105 6766 48969 SH OTR 1 0 48969 0 DEERE & CO COM 244199105 1134 8211 SH SOLE 8211 0 0 DELAWARE INVT NAT MUNI INC F SH BEN INT 24610T108 3136 256199 SH SOLE 256199 0 0 DELAWARE INVTS MINN MUN INCO COM 24610V103 6982 564399 SH SOLE 564399 0 0 DELL TECHNOLOGIES INC CL C 24703L202 1348 34076 SH OTR 1 0 34076 0 DELTA AIR LINES INC DEL COM NEW 247361702 14197 497615 SH OTR 1 0 497615 0 DELTA AIR LINES INC DEL COM NEW 247361702 413 14477 SH SOLE 14477 0 0 DENALI THERAPEUTICS INC COM 24823R105 277 15800 SH OTR 1 0 15800 0 DENALI THERAPEUTICS INC COM 24823R105 60 3400 SH SOLE 3400 0 0 DENNYS CORP COM 24869P104 61 8000 SH SOLE 8000 0 0 DENNYS CORP COM 24869P104 300 39100 SH OTR 1 0 39100 0 DENTSPLY SIRONA INC COM 24906P109 710 18286 SH SOLE 18286 0 0 DENTSPLY SIRONA INC COM 24906P109 950 24469 SH OTR 5 0 24469 0 DENTSPLY SIRONA INC COM 24906P109 9979 257003 SH OTR 1 0 257003 0 DEVON ENERGY CORP NEW COM 25179M103 757 109614 SH OTR 1 0 109614 0 DEVON ENERGY CORP NEW COM 25179M103 156 22535 SH SOLE 22535 0 0 DEXCOM INC COM 252131107 849 3154 SH OTR 1 0 3154 0 DEXCOM INC COM 252131107 135 500 SH SOLE 500 0 0 DEXCOM INC NOTE 0.750% 5/1 252131AF4 217 80000 PRN SOLE 80000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 5425 3099000 PRN SOLE 3099000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 6192 3542000 PRN DFND 1 0 3542000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 24294 13877000 PRN OTR 1 0 13877000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 93 53000 PRN OTR 4 0 53000 0 DHI GROUP INC COM 23331S100 764 353500 SH OTR 1 0 353500 0 DHI GROUP INC COM 23331S100 168 77800 SH SOLE 77800 0 0 DIAMONDBACK ENERGY INC COM 25278X109 542 20706 SH OTR 1 0 20706 0 DIAMONDBACK ENERGY INC COM 25278X109 114 4336 SH SOLE 4336 0 0 DIEBOLD NXDF INC COM 253651103 689 195700 SH OTR 1 0 195700 0 DIEBOLD NXDF INC COM 253651103 142 40200 SH SOLE 40200 0 0 DIGI INTL INC COM 253798102 202 21200 SH OTR 1 0 21200 0 DIGI INTL INC COM 253798102 49 5100 SH SOLE 5100 0 0 DIGITAL RLTY TR INC COM 253868103 10484 75475 SH OTR 1 0 75475 0 DIGITAL RLTY TR INC COM 253868103 858 6178 SH SOLE 6178 0 0 DIME CMNTY BANCSHARES COM 253922108 239 17412 SH OTR 1 0 17412 0 DIME CMNTY BANCSHARES COM 253922108 50 3613 SH SOLE 3613 0 0 DISCOVER FINL SVCS COM 254709108 1426 39991 SH OTR 1 0 39991 0 DISCOVER FINL SVCS COM 254709108 289 8112 SH SOLE 8112 0 0 DISCOVERY INC COM SER A 25470F104 390 20041 SH OTR 1 0 20041 0 DISCOVERY INC COM SER A 25470F104 107 5526 SH SOLE 5526 0 0 DISCOVERY INC COM SER C 25470F302 751 42794 SH OTR 1 0 42794 0 DISCOVERY INC COM SER C 25470F302 139 7910 SH SOLE 7910 0 0 DISH NETWORK CORPORATION CL A 25470M109 652 32622 SH OTR 1 0 32622 0 DISH NETWORK CORPORATION CL A 25470M109 121 6064 SH SOLE 6064 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 3902 4900000 PRN SOLE 4900000 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 29063 36500000 PRN OTR 1 0 36500000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 37368 45887000 PRN OTR 1 0 45887000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 77 95000 PRN OTR 4 0 95000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 4905 6042000 PRN DFND 1 0 6042000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 10473 12861000 PRN SOLE 12861000 0 0 DISNEY WALT CO COM DISNEY 254687106 26897 278439 SH OTR 1 0 278439 0 DISNEY WALT CO COM DISNEY 254687106 814 8425 SH OTR 5 0 8425 0 DISNEY WALT CO COM DISNEY 254687106 5195 53774 SH SOLE 53774 0 0 DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 718 197800 SH OTR 1 0 197800 0 DIVERSIFIED HEALTHCARE TR COM SH BEN INT 25525P107 151 41700 SH SOLE 41700 0 0 DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 190 135000 PRN SOLE 135000 0 0 DOLLAR GEN CORP NEW COM 256677105 24576 162745 SH OTR 1 0 162745 0 DOLLAR GEN CORP NEW COM 256677105 979 6486 SH OTR 5 0 6486 0 DOLLAR GEN CORP NEW COM 256677105 1094 7245 SH SOLE 7245 0 0 DOLLAR TREE INC COM 256746108 2208 30052 SH OTR 1 0 30052 0 DOLLAR TREE INC COM 256746108 460 6259 SH SOLE 6259 0 0 DOMINION ENERGY INC COM 25746U109 10461 144905 SH OTR 1 0 144905 0 DOMINION ENERGY INC COM 25746U109 309 4277 SH OTR 5 0 4277 0 DOMINION ENERGY INC COM 25746U109 1619 22430 SH SOLE 22430 0 0 DOMINOS PIZZA INC COM 25754A201 11754 36269 SH OTR 1 0 36269 0 DOMINOS PIZZA INC COM 25754A201 65 200 SH SOLE 200 0 0 DOVER CORP COM 260003108 346 4127 SH SOLE 4127 0 0 DOVER CORP COM 260003108 1917 22835 SH OTR 1 0 22835 0 DOW INC COM 260557103 586 20050 SH SOLE 20050 0 0 DOW INC COM 260557103 4754 162576 SH OTR 1 0 162576 0 DOW INC COM 260557103 214 7329 SH OTR 5 0 7329 0 DROPBOX INC CL A 26210C104 11361 627692 SH OTR 1 0 627692 0 DROPBOX INC CL A 26210C104 482 26629 SH SOLE 26629 0 0 DTE ENERGY CO COM 233331107 4927 51881 SH OTR 1 0 51881 0 DTE ENERGY CO COM 233331107 22 230 SH OTR 5 0 230 0 DTE ENERGY CO COM 233331107 469 4937 SH SOLE 4937 0 0 DUCOMMUN INC DEL COM 264147109 212 8536 SH OTR 1 0 8536 0 DUCOMMUN INC DEL COM 264147109 45 1792 SH SOLE 1792 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 1543 19074 SH SOLE 19074 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 8843 109336 SH OTR 1 0 109336 0 DUKE REALTY CORP COM NEW 264411505 383 11824 SH SOLE 11824 0 0 DUKE REALTY CORP COM NEW 264411505 3724 115020 SH OTR 1 0 115020 0 DUPONT DE NEMOURS INC COM 26614N102 5498 161233 SH OTR 1 0 161233 0 DUPONT DE NEMOURS INC COM 26614N102 250 7345 SH OTR 5 0 7345 0 DUPONT DE NEMOURS INC COM 26614N102 741 21734 SH SOLE 21734 0 0 DWS MUN INCOME TR COM 233368109 1342 124496 SH OTR 1 0 124496 0 DWS MUN INCOME TR COM 233368109 1030 95537 SH SOLE 95537 0 0 DXC TECHNOLOGY CO COM 23355L106 2301 176288 SH OTR 1 0 176288 0 DXC TECHNOLOGY CO COM 23355L106 220 16849 SH SOLE 16849 0 0 DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 85 100000 PRN SOLE 100000 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 5402 157392 SH OTR 1 0 157392 0 E TRADE FINANCIAL CORP COM NEW 269246401 218 6347 SH SOLE 6347 0 0 EAGLE BANCORP INC MD COM 268948106 359 11900 SH SOLE 11900 0 0 EAGLE BANCORP INC MD COM 268948106 1628 53900 SH OTR 1 0 53900 0 EAST WEST BANCORP INC COM 27579R104 388 15085 SH OTR 1 0 15085 0 EAST WEST BANCORP INC COM 27579R104 23 900 SH SOLE 900 0 0 EASTGROUP PPTY INC COM 277276101 2600 24883 SH OTR 1 0 24883 0 EASTGROUP PPTY INC COM 277276101 564 5400 SH SOLE 5400 0 0 EASTMAN CHEM CO COM 277432100 812 17440 SH OTR 1 0 17440 0 EASTMAN CHEM CO COM 277432100 179 3833 SH SOLE 3833 0 0 EATON VANCE MUN BD FD COM 27827X101 9 718 SH SOLE 718 0 0 EATON VANCE MUN BD FD COM 27827X101 1656 132688 SH OTR 1 0 132688 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 5571 481489 SH SOLE 481489 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 153 13241 SH OTR 1 0 13241 0 EBAY INC COM 278642103 11119 369892 SH OTR 1 0 369892 0 EBAY INC COM 278642103 669 22253 SH SOLE 22253 0 0 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 19249 19241000 PRN OTR 1 0 19241000 0 ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 1827 1826000 PRN SOLE 1826000 0 0 ECHOSTAR CORP CL A 278768106 2161 67596 SH OTR 1 0 67596 0 ECOLAB INC COM 278865100 4954 31791 SH OTR 1 0 31791 0 ECOLAB INC COM 278865100 1012 6493 SH SOLE 6493 0 0 EDISON INTL COM 281020107 523 9547 SH SOLE 9547 0 0 EDISON INTL COM 281020107 2573 46953 SH OTR 1 0 46953 0 EDITAS MEDICINE INC COM 28106W103 1058 53334 SH OTR 1 0 53334 0 EDITAS MEDICINE INC COM 28106W103 232 11692 SH SOLE 11692 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 5169 27402 SH OTR 1 0 27402 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1137 6026 SH SOLE 6026 0 0 EHEALTH INC COM 28238P109 1014 7200 SH OTR 1 0 7200 0 EHEALTH INC COM 28238P109 225 1600 SH SOLE 1600 0 0 ELANCO ANIMAL HEALTH INC COM 28414H103 619 27625 SH OTR 1 0 27625 0 ELANCO ANIMAL HEALTH INC COM 28414H103 25 1100 SH SOLE 1100 0 0 ELDORADO RESORTS INC COM 28470R102 170 11800 SH OTR 1 0 11800 0 ELDORADO RESORTS INC COM 28470R102 36 2500 SH SOLE 2500 0 0 ELECTRONIC ARTS INC COM 285512109 983 9815 SH SOLE 9815 0 0 ELECTRONIC ARTS INC COM 285512109 1115 11134 SH OTR 5 0 11134 0 ELECTRONIC ARTS INC COM 285512109 10005 99885 SH OTR 1 0 99885 0 ELEVATE CREDIT INC COM 28621V101 5 5170 SH SOLE 5170 0 0 ELEVATE CREDIT INC COM 28621V101 31 29757 SH OTR 1 0 29757 0 ELLINGTON FINANCIAL INC COM 28852N109 625 109500 SH OTR 1 0 109500 0 ELLINGTON FINANCIAL INC COM 28852N109 132 23200 SH SOLE 23200 0 0 EMCOR GROUP INC COM 29084Q100 3054 49800 SH OTR 1 0 49800 0 EMCOR GROUP INC COM 29084Q100 662 10800 SH SOLE 10800 0 0 EMERALD HOLDING INC COM 29103W104 88 33800 SH OTR 1 0 33800 0 EMERALD HOLDING INC COM 29103W104 18 6800 SH SOLE 6800 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 304 5248 SH SOLE 5248 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 1408 24329 SH OTR 1 0 24329 0 EMERSON ELEC CO COM 291011104 5165 108390 SH OTR 1 0 108390 0 EMERSON ELEC CO COM 291011104 772 16198 SH SOLE 16198 0 0 EMPLOYERS HOLDINGS INC COM 292218104 1588 39204 SH OTR 1 0 39204 0 EMPLOYERS HOLDINGS INC COM 292218104 340 8400 SH SOLE 8400 0 0 ENANTA PHARMACEUTICALS INC COM 29251M106 981 19083 SH OTR 1 0 19083 0 ENANTA PHARMACEUTICALS INC COM 29251M106 216 4192 SH SOLE 4192 0 0 ENCORE CAP GROUP INC NOTE 3.000% 7/0 292554AF9 79 80000 PRN SOLE 80000 0 0 ENCORE WIRE CORP COM 292562105 2059 49035 SH OTR 1 0 49035 0 ENCORE WIRE CORP COM 292562105 444 10579 SH SOLE 10579 0 0 ENDURANCE INTL GROUP HLDGS I COM 29272B105 175 90500 SH SOLE 90500 0 0 ENDURANCE INTL GROUP HLDGS I COM 29272B105 790 409500 SH OTR 1 0 409500 0 ENOVA INTL INC COM 29357K103 163 11236 SH SOLE 11236 0 0 ENOVA INTL INC COM 29357K103 778 53668 SH OTR 1 0 53668 0 ENPHASE ENERGY INC COM 29355A107 1075 33300 SH OTR 1 0 33300 0 ENPHASE ENERGY INC COM 29355A107 232 7200 SH SOLE 7200 0 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 1558 5991000 PRN DFND 1 0 5991000 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 8574 31180000 PRN OTR 1 0 31180000 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 24 93000 PRN OTR 4 0 93000 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 1724 6268000 PRN SOLE 6268000 0 0 ENSIGN GROUP INC COM 29358P101 489 13000 SH OTR 1 0 13000 0 ENSIGN GROUP INC COM 29358P101 117 3100 SH SOLE 3100 0 0 ENTEGRIS INC COM 29362U104 3476 77644 SH OTR 1 0 77644 0 ENTEGRIS INC COM 29362U104 126 2814 SH SOLE 2814 0 0 ENTERGY CORP NEW COM 29364G103 1056 11235 SH OTR 5 0 11235 0 ENTERGY CORP NEW COM 29364G103 564 5998 SH SOLE 5998 0 0 ENTERGY CORP NEW COM 29364G103 12213 129962 SH OTR 1 0 129962 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 873 429928 SH OTR 1 0 429928 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 190 93519 SH SOLE 93519 0 0 ENVESTNET INC COM 29404K106 963 17900 SH OTR 1 0 17900 0 ENVESTNET INC COM 29404K106 204 3800 SH SOLE 3800 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 20150 19620000 PRN OTR 1 0 19620000 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 4895 4766000 PRN SOLE 4766000 0 0 ENVISTA HOLDINGS CORPORATION COM 29415F104 369 24700 SH SOLE 24700 0 0 ENVISTA HOLDINGS CORPORATION COM 29415F104 3427 229358 SH OTR 1 0 229358 0 EOG RES INC COM 26875P101 3687 102651 SH OTR 1 0 102651 0 EOG RES INC COM 26875P101 547 15242 SH SOLE 15242 0 0 EPIZYME INC COM 29428V104 731 47100 SH OTR 1 0 47100 0 EPIZYME INC COM 29428V104 163 10500 SH SOLE 10500 0 0 EPLUS INC COM 294268107 1651 26367 SH OTR 1 0 26367 0 EPLUS INC COM 294268107 346 5531 SH SOLE 5531 0 0 EQUIFAX INC COM 294429105 1831 15330 SH OTR 1 0 15330 0 EQUIFAX INC COM 294429105 388 3246 SH SOLE 3246 0 0 EQUINIX INC COM 29444U700 18856 30191 SH OTR 1 0 30191 0 EQUINIX INC COM 29444U700 179 287 SH OTR 5 0 287 0 EQUINIX INC COM 29444U700 1635 2618 SH SOLE 2618 0 0 EQUITABLE HLDGS INC COM 29452E101 2143 148314 SH OTR 1 0 148314 0 EQUITABLE HLDGS INC COM 29452E101 27 1900 SH SOLE 1900 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 80 1400 SH SOLE 1400 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 2039 35477 SH OTR 1 0 35477 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 9163 148483 SH OTR 1 0 148483 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 353 5718 SH OTR 5 0 5718 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 672 10889 SH SOLE 10889 0 0 ESPERION THERAPEUTICS INC NE COM 29664W105 359 11400 SH OTR 1 0 11400 0 ESPERION THERAPEUTICS INC NE COM 29664W105 79 2500 SH SOLE 2500 0 0 ESSEX PPTY TR INC COM 297178105 4121 18713 SH OTR 1 0 18713 0 ESSEX PPTY TR INC COM 297178105 440 2000 SH SOLE 2000 0 0 ETSY INC NOTE 3/0 29786AAC0 3927 3118000 PRN DFND 1 0 3118000 0 ETSY INC NOTE 3/0 29786AAC0 7031 5572000 PRN SOLE 5572000 0 0 ETSY INC NOTE 3/0 29786AAC0 62 49000 PRN OTR 4 0 49000 0 ETSY INC NOTE 3/0 29786AAC0 19562 15503000 PRN OTR 1 0 15503000 0 EURONET WORLDWIDE INC COM 298736109 3861 45043 SH OTR 1 0 45043 0 EURONET WORLDWIDE INC COM 298736109 284 3316 SH SOLE 3316 0 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 17925 19630000 PRN OTR 1 0 19630000 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 8277 9065000 PRN SOLE 9065000 0 0 EVERBRIDGE INC COM 29978A104 1234 11600 SH OTR 1 0 11600 0 EVERBRIDGE INC COM 29978A104 266 2500 SH SOLE 2500 0 0 EVERCORE INC CLASS A 29977A105 11403 247562 SH OTR 1 0 247562 0 EVERCORE INC CLASS A 29977A105 412 8935 SH SOLE 8935 0 0 EVERGY INC COM 30034W106 10795 196092 SH OTR 1 0 196092 0 EVERGY INC COM 30034W106 1002 18198 SH OTR 5 0 18198 0 EVERGY INC COM 30034W106 399 7253 SH SOLE 7253 0 0 EVERI HLDGS INC COM 30034T103 592 179278 SH OTR 1 0 179278 0 EVERI HLDGS INC COM 30034T103 127 38500 SH SOLE 38500 0 0 EVERSOURCE ENERGY COM 30040W108 4128 52787 SH OTR 1 0 52787 0 EVERSOURCE ENERGY COM 30040W108 670 8567 SH SOLE 8567 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 95 150000 PRN SOLE 150000 0 0 EVOQUA WATER TECHNOLOGIES CO COM 30057T105 328 29300 SH OTR 1 0 29300 0 EVOQUA WATER TECHNOLOGIES CO COM 30057T105 80 7100 SH SOLE 7100 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 5067 4673000 PRN DFND 1 0 4673000 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 6905 6339000 PRN SOLE 6339000 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 81 75000 PRN OTR 4 0 75000 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 29744 27306000 PRN OTR 1 0 27306000 0 EXANTAS CAP CORP COM NEW 30068N105 94 34000 SH OTR 1 0 34000 0 EXANTAS CAP CORP COM NEW 30068N105 16 5900 SH SOLE 5900 0 0 EXELIXIS INC COM 30161Q104 11215 651269 SH OTR 1 0 651269 0 EXELIXIS INC COM 30161Q104 29 1671 SH SOLE 1671 0 0 EXELON CORP COM 30161N101 5767 156677 SH OTR 1 0 156677 0 EXELON CORP COM 30161N101 933 25342 SH SOLE 25342 0 0 EXPEDIA GROUP INC COM NEW 30212P303 561 9972 SH SOLE 9972 0 0 EXPEDIA GROUP INC COM NEW 30212P303 8806 156488 SH OTR 1 0 156488 0 EXPEDIA GROUP INC COM NEW 30212P303 457 8115 SH OTR 5 0 8115 0 EXPEDITORS INTL WASH INC COM 302130109 1448 21704 SH OTR 1 0 21704 0 EXPEDITORS INTL WASH INC COM 302130109 323 4834 SH SOLE 4834 0 0 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 1275 174485 SH OTR 1 0 174485 0 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 123 16839 SH SOLE 16839 0 0 EXTRA SPACE STORAGE INC COM 30225T102 1970 20569 SH OTR 1 0 20569 0 EXTRA SPACE STORAGE INC COM 30225T102 389 4067 SH SOLE 4067 0 0 EXTREME NETWORKS INC COM 30226D106 663 214600 SH OTR 1 0 214600 0 EXTREME NETWORKS INC COM 30226D106 145 47000 SH SOLE 47000 0 0 EXXON MOBIL CORP COM 30231G102 4454 117298 SH SOLE 117298 0 0 EXXON MOBIL CORP COM 30231G102 24523 645865 SH OTR 1 0 645865 0 EXXON MOBIL CORP COM 30231G102 757 19945 SH OTR 5 0 19945 0 F M C CORP COM NEW 302491303 260 3187 SH SOLE 3187 0 0 F M C CORP COM NEW 302491303 2121 25969 SH OTR 1 0 25969 0 F5 NETWORKS INC COM 315616102 811 7610 SH OTR 1 0 7610 0 F5 NETWORKS INC COM 315616102 195 1829 SH SOLE 1829 0 0 FACEBOOK INC CL A 30303M102 111114 666150 SH OTR 1 0 666150 0 FACEBOOK INC CL A 30303M102 4847 29059 SH OTR 5 0 29059 0 FACEBOOK INC CL A 30303M102 10920 65465 SH SOLE 65465 0 0 FAIR ISAAC CORP COM 303250104 9208 29926 SH OTR 1 0 29926 0 FAIR ISAAC CORP COM 303250104 68 222 SH SOLE 222 0 0 FARMERS NATIONAL BANC CORP COM 309627107 47 4059 SH SOLE 4059 0 0 FARMERS NATIONAL BANC CORP COM 309627107 224 19263 SH OTR 1 0 19263 0 FASTENAL CO COM 311900104 2272 72703 SH OTR 1 0 72703 0 FASTENAL CO COM 311900104 471 15078 SH SOLE 15078 0 0 FATE THERAPEUTICS INC COM 31189P102 418 18800 SH OTR 1 0 18800 0 FATE THERAPEUTICS INC COM 31189P102 91 4100 SH SOLE 4100 0 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 766 10268 SH OTR 1 0 10268 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 161 2161 SH SOLE 2161 0 0 FEDERATED HERMES INC CL B 314211103 1615 84800 SH OTR 1 0 84800 0 FEDERATED HERMES INC CL B 314211103 341 17900 SH SOLE 17900 0 0 FEDEX CORP COM 31428X106 4779 39408 SH OTR 1 0 39408 0 FEDEX CORP COM 31428X106 769 6340 SH SOLE 6340 0 0 FIBROGEN INC COM 31572Q808 363 10439 SH SOLE 10439 0 0 FIBROGEN INC COM 31572Q808 1660 47766 SH OTR 1 0 47766 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4472 179731 SH OTR 1 0 179731 0 FIDELITY NATL INFORMATION SV COM 31620M106 12314 101237 SH OTR 1 0 101237 0 FIDELITY NATL INFORMATION SV COM 31620M106 238 1956 SH OTR 5 0 1956 0 FIDELITY NATL INFORMATION SV COM 31620M106 1938 15932 SH SOLE 15932 0 0 FIFTH THIRD BANCORP COM 316773100 1632 109927 SH OTR 1 0 109927 0 FIFTH THIRD BANCORP COM 316773100 284 19155 SH SOLE 19155 0 0 FINANCIAL INSTNS INC COM 317585404 1443 79531 SH OTR 1 0 79531 0 FINANCIAL INSTNS INC COM 317585404 318 17523 SH SOLE 17523 0 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 2696 3190000 PRN SOLE 3190000 0 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 7662 9068000 PRN OTR 1 0 9068000 0 FIREEYE INC NOTE 1.000% 6/0 31816QAB7 216 220000 PRN SOLE 220000 0 0 FIRST AMERN FINL CORP COM 31847R102 140 3310 SH SOLE 3310 0 0 FIRST AMERN FINL CORP COM 31847R102 6499 153250 SH OTR 1 0 153250 0 FIRST AMERN FINL CORP COM 31847R102 424 10007 SH OTR 5 0 10007 0 FIRST BANCORP P R COM NEW 318672706 1514 284500 SH OTR 1 0 284500 0 FIRST BANCORP P R COM NEW 318672706 339 63800 SH SOLE 63800 0 0 FIRST BUS FINL SVCS INC WIS COM 319390100 535 34499 SH OTR 1 0 34499 0 FIRST BUS FINL SVCS INC WIS COM 319390100 120 7767 SH SOLE 7767 0 0 FIRST FINANCIAL NORTHWEST IN COM 32022K102 239 23829 SH OTR 1 0 23829 0 FIRST FINANCIAL NORTHWEST IN COM 32022K102 51 5044 SH SOLE 5044 0 0 FIRST FNDTN INC COM 32026V104 366 35810 SH SOLE 35810 0 0 FIRST FNDTN INC COM 32026V104 1681 164460 SH OTR 1 0 164460 0 FIRST HAWAIIAN INC COM 32051X108 1200 72625 SH OTR 1 0 72625 0 FIRST INDL RLTY TR INC COM 32054K103 2874 86500 SH OTR 1 0 86500 0 FIRST INDL RLTY TR INC COM 32054K103 631 19000 SH SOLE 19000 0 0 FIRST INTERNET BANCORP COM 320557101 1219 74256 SH OTR 1 0 74256 0 FIRST INTERNET BANCORP COM 320557101 270 16421 SH SOLE 16421 0 0 FIRST LONG IS CORP COM 320734106 536 30885 SH OTR 1 0 30885 0 FIRST LONG IS CORP COM 320734106 113 6514 SH SOLE 6514 0 0 FIRST MERCHANTS CORP COM 320817109 988 37300 SH OTR 1 0 37300 0 FIRST MERCHANTS CORP COM 320817109 196 7400 SH SOLE 7400 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 159 12000 SH SOLE 12000 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 767 57973 SH OTR 1 0 57973 0 FIRST NORTHWEST BANCORP COM 335834107 232 21300 SH OTR 1 0 21300 0 FIRST NORTHWEST BANCORP COM 335834107 52 4800 SH SOLE 4800 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 3136 38113 SH OTR 1 0 38113 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 374 4545 SH SOLE 4545 0 0 FIRSTENERGY CORP COM 337932107 9186 229238 SH OTR 1 0 229238 0 FIRSTENERGY CORP COM 337932107 392 9794 SH OTR 5 0 9794 0 FIRSTENERGY CORP COM 337932107 589 14702 SH SOLE 14702 0 0 FISERV INC COM 337738108 10123 106570 SH OTR 1 0 106570 0 FISERV INC COM 337738108 1345 14164 SH SOLE 14164 0 0 FITBIT INC CL A 33812L102 71 10600 SH OTR 1 0 10600 0 FITBIT INC CL A 33812L102 13 1900 SH SOLE 1900 0 0 FIVE9 INC COM 338307101 1774 23200 SH OTR 1 0 23200 0 FIVE9 INC COM 338307101 382 5000 SH SOLE 5000 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 1684 84898 SH OTR 1 0 84898 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 369 18624 SH SOLE 18624 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 2046 10968 SH OTR 1 0 10968 0 FLEETCOR TECHNOLOGIES INC COM 339041105 435 2332 SH SOLE 2332 0 0 FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 35 45000 PRN SOLE 45000 0 0 FLIR SYS INC COM 302445101 548 17196 SH OTR 1 0 17196 0 FLIR SYS INC COM 302445101 104 3258 SH SOLE 3258 0 0 FLOWSERVE CORP COM 34354P105 397 16636 SH OTR 1 0 16636 0 FLOWSERVE CORP COM 34354P105 74 3087 SH SOLE 3087 0 0 FLUOR CORP NEW COM 343412102 632 91448 SH OTR 1 0 91448 0 FLUOR CORP NEW COM 343412102 158 22830 SH SOLE 22830 0 0 FLUSHING FINL CORP COM 343873105 391 29255 SH SOLE 29255 0 0 FLUSHING FINL CORP COM 343873105 1784 133553 SH OTR 1 0 133553 0 FLWS/1-800 FLOWERS CL A 68243Q106 1447 109350 SH OTR 1 0 109350 0 FLWS/1-800 FLOWERS CL A 68243Q106 315 23796 SH SOLE 23796 0 0 FOOT LOCKER INC COM 344849104 3602 163371 SH OTR 1 0 163371 0 FOOT LOCKER INC COM 344849104 174 7900 SH SOLE 7900 0 0 FORD MTR CO DEL COM 345370860 3609 747229 SH OTR 1 0 747229 0 FORD MTR CO DEL COM 345370860 493 102103 SH SOLE 102103 0 0 FORESTAR GROUP INC COM 346232101 745 72000 SH OTR 1 0 72000 0 FORESTAR GROUP INC COM 346232101 161 15600 SH SOLE 15600 0 0 FORMFACTOR INC COM 346375108 2391 119000 SH OTR 1 0 119000 0 FORMFACTOR INC COM 346375108 514 25600 SH SOLE 25600 0 0 FORTERRA INC COM 34960W106 303 50600 SH OTR 1 0 50600 0 FORTERRA INC COM 34960W106 68 11400 SH SOLE 11400 0 0 FORTINET INC COM 34959E109 20520 202823 SH OTR 1 0 202823 0 FORTINET INC COM 34959E109 1173 11590 SH OTR 5 0 11590 0 FORTINET INC COM 34959E109 1027 10152 SH SOLE 10152 0 0 FORTIVE CORP 5% PFD CNV SER A 34959J207 123 170 SH SOLE 170 0 0 FORTIVE CORP 5% PFD CNV SER A 34959J207 4202 5838 SH DFND 1 0 5838 0 FORTIVE CORP 5% PFD CNV SER A 34959J207 64 89 SH OTR 4 0 89 0 FORTIVE CORP COM 34959J108 2066 37441 SH OTR 1 0 37441 0 FORTIVE CORP COM 34959J108 426 7723 SH SOLE 7723 0 0 FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 13290 14262000 PRN SOLE 14262000 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 200 4628 SH SOLE 4628 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 806 18645 SH OTR 1 0 18645 0 FORTY SEVEN INC COM 34983P104 1088 11400 SH OTR 1 0 11400 0 FORTY SEVEN INC COM 34983P104 229 2400 SH SOLE 2400 0 0 FOSTER L B CO COM 350060109 918 74236 SH OTR 1 0 74236 0 FOSTER L B CO COM 350060109 201 16301 SH SOLE 16301 0 0 FOUR CORNERS PPTY TR INC COM 35086T109 1476 78900 SH OTR 1 0 78900 0 FOUR CORNERS PPTY TR INC COM 35086T109 339 18100 SH SOLE 18100 0 0 FOX CORP CL A COM 35137L105 184 7790 SH SOLE 7790 0 0 FOX CORP CL A COM 35137L105 1041 44074 SH OTR 1 0 44074 0 FOX CORP CL B COM 35137L204 196 8547 SH SOLE 8547 0 0 FOX CORP CL B COM 35137L204 8 332 SH OTR 5 0 332 0 FOX CORP CL B COM 35137L204 1485 64912 SH OTR 1 0 64912 0 FRANKLIN RESOURCES INC COM 354613101 1794 107466 SH OTR 1 0 107466 0 FRANKLIN RESOURCES INC COM 354613101 110 6569 SH SOLE 6569 0 0 FREEPORT-MCMORAN INC CL B 35671D857 1242 184043 SH OTR 1 0 184043 0 FREEPORT-MCMORAN INC CL B 35671D857 260 38520 SH SOLE 38520 0 0 FRESHPET INC COM 358039105 709 11100 SH OTR 1 0 11100 0 FRESHPET INC COM 358039105 160 2500 SH SOLE 2500 0 0 FRONTDOOR INC COM 35905A109 2778 79881 SH OTR 1 0 79881 0 FRONTDOOR INC COM 35905A109 365 10500 SH SOLE 10500 0 0 FS BANCORP INC COM 30263Y104 826 22953 SH OTR 1 0 22953 0 FS BANCORP INC COM 30263Y104 180 4992 SH SOLE 4992 0 0 FTI CONSULTING INC COM 302941109 303 2533 SH OTR 5 0 2533 0 FTI CONSULTING INC COM 302941109 127 1057 SH SOLE 1057 0 0 FTI CONSULTING INC COM 302941109 1596 13324 SH OTR 1 0 13324 0 FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 111 85000 PRN SOLE 85000 0 0 GALLAGHER ARTHUR J & CO COM 363576109 1962 24065 SH OTR 1 0 24065 0 GALLAGHER ARTHUR J & CO COM 363576109 404 4955 SH SOLE 4955 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 2069 74651 SH OTR 1 0 74651 0 GAMING & LEISURE PPTYS INC COM 36467J108 27 967 SH SOLE 967 0 0 GAP INC COM 364760108 35 4974 SH SOLE 4974 0 0 GAP INC COM 364760108 191 27080 SH OTR 1 0 27080 0 GARTNER INC COM 366651107 251 2517 SH SOLE 2517 0 0 GARTNER INC COM 366651107 1138 11433 SH OTR 1 0 11433 0 GENERAC HLDGS INC COM 368736104 3922 42100 SH OTR 1 0 42100 0 GENERAC HLDGS INC COM 368736104 857 9200 SH SOLE 9200 0 0 GENERAL DYNAMICS CORP COM 369550108 5174 39106 SH OTR 1 0 39106 0 GENERAL DYNAMICS CORP COM 369550108 806 6094 SH SOLE 6094 0 0 GENERAL ELECTRIC CO COM 369604103 10108 1273029 SH OTR 1 0 1273029 0 GENERAL ELECTRIC CO COM 369604103 1809 227874 SH SOLE 227874 0 0 GENERAL MLS INC COM 370334104 5360 101570 SH OTR 1 0 101570 0 GENERAL MLS INC COM 370334104 840 15925 SH SOLE 15925 0 0 GENERAL MTRS CO COM 37045V100 4499 216530 SH OTR 1 0 216530 0 GENERAL MTRS CO COM 37045V100 682 32843 SH SOLE 32843 0 0 GENUINE PARTS CO COM 372460105 258 3827 SH SOLE 3827 0 0 GENUINE PARTS CO COM 372460105 1248 18530 SH OTR 1 0 18530 0 GENWORTH FINL INC COM CL A 37247D106 1916 577100 SH OTR 1 0 577100 0 GENWORTH FINL INC COM CL A 37247D106 430 129500 SH SOLE 129500 0 0 GEO GROUP INC NEW COM 36162J106 1321 108665 SH OTR 1 0 108665 0 GEO GROUP INC NEW COM 36162J106 286 23507 SH SOLE 23507 0 0 GILEAD SCIENCES INC COM 375558103 19520 261105 SH OTR 1 0 261105 0 GILEAD SCIENCES INC COM 375558103 1443 19303 SH OTR 5 0 19303 0 GILEAD SCIENCES INC COM 375558103 3051 40817 SH SOLE 40817 0 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1602 31354 SH OTR 1 0 31354 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 352 6883 SH SOLE 6883 0 0 GLOBAL MED REIT INC COM NEW 37954A204 284 28100 SH OTR 1 0 28100 0 GLOBAL MED REIT INC COM NEW 37954A204 69 6800 SH SOLE 6800 0 0 GLOBAL PMTS INC COM 37940X102 6889 47767 SH OTR 1 0 47767 0 GLOBAL PMTS INC COM 37940X102 1092 7568 SH SOLE 7568 0 0 GLOBAL WTR RES INC COM 379463102 258 25300 SH OTR 1 0 25300 0 GLOBAL WTR RES INC COM 379463102 54 5300 SH SOLE 5300 0 0 GLOBE LIFE INC COM 37959E102 918 12759 SH OTR 1 0 12759 0 GLOBE LIFE INC COM 37959E102 172 2387 SH SOLE 2387 0 0 GLOBUS MED INC CL A 379577208 591 13900 SH SOLE 13900 0 0 GLOBUS MED INC CL A 379577208 2747 64600 SH OTR 1 0 64600 0 GLU MOBILE INC COM 379890106 152 24200 SH OTR 1 0 24200 0 GLU MOBILE INC COM 379890106 33 5300 SH SOLE 5300 0 0 GMS INC COM 36251C103 1276 81100 SH OTR 1 0 81100 0 GMS INC COM 36251C103 271 17200 SH SOLE 17200 0 0 GODADDY INC CL A 380237107 12051 211010 SH OTR 1 0 211010 0 GODADDY INC CL A 380237107 323 5651 SH SOLE 5651 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 7472 48335 SH OTR 1 0 48335 0 GOLDMAN SACHS GROUP INC COM 38141G104 1266 8191 SH SOLE 8191 0 0 GRAINGER W W INC COM 384802104 1395 5613 SH OTR 1 0 5613 0 GRAINGER W W INC COM 384802104 307 1237 SH SOLE 1237 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 1058 86698 SH OTR 1 0 86698 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 96 11600 SH SOLE 11600 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 445 53663 SH OTR 1 0 53663 0 GREEN BRICK PARTNERS INC COM 392709101 651 80900 SH OTR 1 0 80900 0 GREEN BRICK PARTNERS INC COM 392709101 139 17300 SH SOLE 17300 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 1328 30000 SH OTR 1 0 30000 0 GROUP 1 AUTOMOTIVE INC COM 398905109 288 6500 SH SOLE 6500 0 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 116 120000 PRN SOLE 120000 0 0 H & E EQUIPMENT SERVICES INC COM 404030108 699 47600 SH OTR 1 0 47600 0 H & E EQUIPMENT SERVICES INC COM 404030108 148 10100 SH SOLE 10100 0 0 HAEMONETICS CORP COM 405024100 638 6400 SH SOLE 6400 0 0 HAEMONETICS CORP COM 405024100 2870 28800 SH OTR 1 0 28800 0 HALLADOR ENERGY COMPANY COM 40609P105 67 70606 SH OTR 1 0 70606 0 HALLADOR ENERGY COMPANY COM 40609P105 12 12449 SH SOLE 12449 0 0 HALLIBURTON CO COM 406216101 1115 162823 SH OTR 1 0 162823 0 HALLIBURTON CO COM 406216101 175 25481 SH SOLE 25481 0 0 HALLMARK FINL SVCS INC EC COM NEW 40624Q203 509 125868 SH OTR 1 0 125868 0 HALLMARK FINL SVCS INC EC COM NEW 40624Q203 112 27800 SH SOLE 27800 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 1632 90723 SH OTR 1 0 90723 0 HALOZYME THERAPEUTICS INC COM 40637H109 354 19655 SH SOLE 19655 0 0 HANCOCK WHITNEY CORPORATION COM 410120109 980 50214 SH OTR 1 0 50214 0 HANCOCK WHITNEY CORPORATION COM 410120109 230 11781 SH SOLE 11781 0 0 HANESBRANDS INC COM 410345102 67 8517 SH SOLE 8517 0 0 HANESBRANDS INC COM 410345102 361 45863 SH OTR 1 0 45863 0 HANGER INC COM NEW 41043F208 168 10800 SH SOLE 10800 0 0 HANGER INC COM NEW 41043F208 816 52400 SH OTR 1 0 52400 0 HANMI FINL CORP COM NEW 410495204 322 29674 SH OTR 1 0 29674 0 HANMI FINL CORP COM NEW 410495204 70 6493 SH SOLE 6493 0 0 HARLEY DAVIDSON INC COM 412822108 378 19971 SH OTR 1 0 19971 0 HARLEY DAVIDSON INC COM 412822108 71 3726 SH SOLE 3726 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 2066 58630 SH OTR 1 0 58630 0 HARTFORD FINL SVCS GROUP INC COM 416515104 331 9397 SH SOLE 9397 0 0 HASBRO INC COM 418056107 1162 16235 SH OTR 1 0 16235 0 HASBRO INC COM 418056107 244 3409 SH SOLE 3409 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 612 14226 SH OTR 1 0 14226 0 HAWKINS INC COM 420261109 172 4839 SH OTR 1 0 4839 0 HAWKINS INC COM 420261109 28 800 SH SOLE 800 0 0 HCA HEALTHCARE INC COM 40412C101 4539 50517 SH OTR 1 0 50517 0 HCA HEALTHCARE INC COM 40412C101 625 6956 SH SOLE 6956 0 0 HD SUPPLY HLDGS INC COM 40416M105 1325 46592 SH OTR 1 0 46592 0 HEALTHCARE RLTY TR COM 421946104 514 18400 SH OTR 1 0 18400 0 HEALTHCARE RLTY TR COM 421946104 109 3900 SH SOLE 3900 0 0 HEALTHPEAK PROPERTIES INC COM 42250P103 2478 103909 SH OTR 1 0 103909 0 HEALTHPEAK PROPERTIES INC COM 42250P103 373 15658 SH SOLE 15658 0 0 HEALTHSTREAM INC COM 42222N103 400 16700 SH SOLE 16700 0 0 HEALTHSTREAM INC COM 42222N103 1864 77826 SH OTR 1 0 77826 0 HECLA MNG CO COM 422704106 15 8000 SH SOLE 8000 0 0 HECLA MNG CO COM 422704106 64 35400 SH OTR 1 0 35400 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 10424 15785000 PRN OTR 1 0 15785000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 3104 4700000 PRN SOLE 4700000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 3405 4574000 PRN DFND 1 0 4574000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 52 70000 PRN OTR 4 0 70000 0 HELMERICH & PAYNE INC COM 423452101 218 13921 SH OTR 1 0 13921 0 HELMERICH & PAYNE INC COM 423452101 40 2571 SH SOLE 2571 0 0 HENRY JACK & ASSOC INC COM 426281101 1518 9776 SH OTR 1 0 9776 0 HENRY JACK & ASSOC INC COM 426281101 343 2209 SH SOLE 2209 0 0 HENRY SCHEIN INC COM 806407102 1384 27388 SH OTR 1 0 27388 0 HENRY SCHEIN INC COM 806407102 173 3417 SH SOLE 3417 0 0 HERON THERAPEUTICS INC COM 427746102 156 13275 SH SOLE 13275 0 0 HERON THERAPEUTICS INC COM 427746102 700 59651 SH OTR 1 0 59651 0 HERSHEY CO COM 427866108 6249 47163 SH OTR 1 0 47163 0 HERSHEY CO COM 427866108 412 3109 SH OTR 5 0 3109 0 HERSHEY CO COM 427866108 558 4212 SH SOLE 4212 0 0 HESS CORP COM 42809H107 1094 32866 SH OTR 1 0 32866 0 HESS CORP COM 42809H107 233 7006 SH SOLE 7006 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 1612 165977 SH OTR 1 0 165977 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 349 35941 SH SOLE 35941 0 0 HIBBETT SPORTS INC COM 428567101 117 10700 SH SOLE 10700 0 0 HIBBETT SPORTS INC COM 428567101 572 52300 SH OTR 1 0 52300 0 HIGHWOODS PPTYS INC COM 431284108 18 500 SH SOLE 500 0 0 HIGHWOODS PPTYS INC COM 431284108 532 15014 SH OTR 1 0 15014 0 HILL ROM HLDGS INC COM 431475102 7443 73984 SH OTR 1 0 73984 0 HILL ROM HLDGS INC COM 431475102 748 7437 SH OTR 5 0 7437 0 HILL ROM HLDGS INC COM 431475102 181 1801 SH SOLE 1801 0 0 HILLTOP HOLDINGS INC COM 432748101 1238 81900 SH OTR 1 0 81900 0 HILLTOP HOLDINGS INC COM 432748101 277 18300 SH SOLE 18300 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 2457 36000 SH OTR 1 0 36000 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 509 7464 SH SOLE 7464 0 0 HMS HLDGS CORP COM 40425J101 457 18100 SH SOLE 18100 0 0 HMS HLDGS CORP COM 40425J101 2133 84400 SH OTR 1 0 84400 0 HNI CORP COM 404251100 922 36600 SH OTR 1 0 36600 0 HNI CORP COM 404251100 217 8600 SH SOLE 8600 0 0 HOLLYFRONTIER CORP COM 436106108 3596 146710 SH OTR 1 0 146710 0 HOLLYFRONTIER CORP COM 436106108 48 1951 SH OTR 5 0 1951 0 HOLLYFRONTIER CORP COM 436106108 343 14011 SH SOLE 14011 0 0 HOLOGIC INC COM 436440101 6650 189470 SH OTR 1 0 189470 0 HOLOGIC INC COM 436440101 902 25701 SH OTR 5 0 25701 0 HOLOGIC INC COM 436440101 328 9356 SH SOLE 9356 0 0 HOME DEPOT INC COM 437076102 6455 34573 SH SOLE 34573 0 0 HOME DEPOT INC COM 437076102 39865 213512 SH OTR 1 0 213512 0 HOME DEPOT INC COM 437076102 1789 9580 SH OTR 5 0 9580 0 HONEYWELL INTL INC COM 438516106 2724 20361 SH SOLE 20361 0 0 HONEYWELL INTL INC COM 438516106 35 264 SH OTR 5 0 264 0 HONEYWELL INTL INC COM 438516106 14067 105145 SH OTR 1 0 105145 0 HORMEL FOODS CORP COM 440452100 1645 35262 SH OTR 1 0 35262 0 HORMEL FOODS CORP COM 440452100 355 7603 SH SOLE 7603 0 0 HOST HOTELS & RESORTS INC COM 44107P104 1337 121120 SH OTR 1 0 121120 0 HOST HOTELS & RESORTS INC COM 44107P104 249 22591 SH SOLE 22591 0 0 HOULIHAN LOKEY INC CL A 441593100 740 14200 SH OTR 1 0 14200 0 HOULIHAN LOKEY INC CL A 441593100 172 3300 SH SOLE 3300 0 0 HOWMET AEROSPACE INC COM 443201108 821 51094 SH OTR 1 0 51094 0 HOWMET AEROSPACE INC COM 443201108 160 9961 SH SOLE 9961 0 0 HP INC COM 40434L105 15768 908319 SH OTR 1 0 908319 0 HP INC COM 40434L105 1121 64602 SH OTR 5 0 64602 0 HP INC COM 40434L105 735 42324 SH SOLE 42324 0 0 HUB GROUP INC CL A 443320106 768 16900 SH OTR 1 0 16900 0 HUB GROUP INC CL A 443320106 182 4000 SH SOLE 4000 0 0 HUBSPOT INC NOTE 0.250% 6/0 443573AB6 141 95000 PRN SOLE 95000 0 0 HUMANA INC COM 444859102 22210 70728 SH OTR 1 0 70728 0 HUMANA INC COM 444859102 1469 4678 SH OTR 5 0 4678 0 HUMANA INC COM 444859102 1937 6168 SH SOLE 6168 0 0 HUNT J B TRANS SVCS INC COM 445658107 1005 10893 SH OTR 1 0 10893 0 HUNT J B TRANS SVCS INC COM 445658107 233 2527 SH SOLE 2527 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1084 131984 SH OTR 1 0 131984 0 HUNTINGTON BANCSHARES INC COM 446150104 231 28078 SH SOLE 28078 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 1013 5560 SH OTR 5 0 5560 0 HUNTINGTON INGALLS INDS INC COM 446413106 419 2297 SH SOLE 2297 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 10383 56986 SH OTR 1 0 56986 0 HUNTSMAN CORP COM 447011107 1427 98892 SH OTR 1 0 98892 0 IAC INTERACTIVECORP COM 44919P508 5972 33322 SH OTR 1 0 33322 0 IAC INTERACTIVECORP COM 44919P508 63 350 SH SOLE 350 0 0 IDACORP INC COM 451107106 969 11041 SH OTR 1 0 11041 0 IDEX CORP COM 45167R104 1328 9614 SH OTR 1 0 9614 0 IDEX CORP COM 45167R104 288 2086 SH SOLE 2086 0 0 IDEXX LABS INC COM 45168D104 2693 11117 SH OTR 1 0 11117 0 IDEXX LABS INC COM 45168D104 613 2530 SH SOLE 2530 0 0 IDT CORP CL B NEW 448947507 254 46900 SH SOLE 46900 0 0 IDT CORP CL B NEW 448947507 1160 214000 SH OTR 1 0 214000 0 II VI INC COM 902104108 205 7200 SH OTR 1 0 7200 0 II VI INC COM 902104108 46 1600 SH SOLE 1600 0 0 II VI INC NOTE 0.250% 9/0 902104AB4 96 105000 PRN SOLE 105000 0 0 ILLINOIS TOOL WKS INC COM 452308109 5313 37385 SH OTR 1 0 37385 0 ILLINOIS TOOL WKS INC COM 452308109 1111 7815 SH SOLE 7815 0 0 ILLUMINA INC COM 452327109 5093 18648 SH OTR 1 0 18648 0 ILLUMINA INC COM 452327109 1053 3857 SH SOLE 3857 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 5418 4436000 PRN DFND 1 0 4436000 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 10666 8697000 PRN SOLE 8697000 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 83 68000 PRN OTR 4 0 68000 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 21035 17151000 PRN OTR 1 0 17151000 0 ILLUMINA INC NOTE 8/1 452327AK5 19785 20459000 PRN OTR 1 0 20459000 0 ILLUMINA INC NOTE 8/1 452327AK5 1650 1706000 PRN SOLE 1706000 0 0 IMMUNOMEDICS INC COM 452907108 1364 101191 SH OTR 1 0 101191 0 IMMUNOMEDICS INC COM 452907108 294 21805 SH SOLE 21805 0 0 INCYTE CORP COM 45337C102 17536 239471 SH OTR 1 0 239471 0 INCYTE CORP COM 45337C102 1030 14071 SH OTR 5 0 14071 0 INCYTE CORP COM 45337C102 509 6949 SH SOLE 6949 0 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INSRED 45409F843 34319 1291650 SH OTR 3 0 1291650 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 41069 1596150 SH OTR 3 0 1596150 0 INDEXIQ ACTIVE ETF TR IQ ULTR SHT DU 45409F819 24183 499900 SH OTR 3 0 499900 0 INDEXIQ ETF TR HDG EVE DRIV 45409B404 4546 231687 SH OTR 3 0 231687 0 INDEXIQ ETF TR IQ 500 INT ETF 45409B362 4187 200025 SH OTR 3 0 200025 0 INDEXIQ ETF TR IQ CANDRM ESG US 45409B461 4227 198400 SH OTR 3 0 198400 0 INDEXIQ ETF TR IQ CNDRM ESG INT 45409B453 7819 397300 SH OTR 3 0 397300 0 INDEXIQ ETF TR IQ S&P HGH YLD 45409B412 18822 813158 SH OTR 3 0 813158 0 INDEXIQ ETF TR IQ SHORT DURAT 45409B339 2944 120000 SH OTR 3 0 120000 0 INDEXIQ ETF TR LNG SHT TRACK 45409B305 4527 225725 SH OTR 3 0 225725 0 INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 1419 80900 SH OTR 1 0 80900 0 INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 307 17500 SH SOLE 17500 0 0 INFINERA CORP COM 45667G103 243 45900 SH OTR 1 0 45900 0 INFINERA CORP COM 45667G103 51 9600 SH SOLE 9600 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 110 130000 PRN SOLE 130000 0 0 INGERSOLL RAND INC COM 45687V106 2275 91751 SH OTR 1 0 91751 0 INGERSOLL RAND INC COM 45687V106 122 4908 SH OTR 5 0 4908 0 INGERSOLL RAND INC COM 45687V106 222 8946 SH SOLE 8946 0 0 INGLES MKTS INC CL A 457030104 1125 31100 SH OTR 1 0 31100 0 INGLES MKTS INC CL A 457030104 257 7100 SH SOLE 7100 0 0 INGREDION INC COM 457187102 4138 54811 SH OTR 1 0 54811 0 INGREDION INC COM 457187102 272 3600 SH SOLE 3600 0 0 INNOSPEC INC COM 45768S105 570 8200 SH OTR 1 0 8200 0 INNOSPEC INC COM 45768S105 132 1900 SH SOLE 1900 0 0 INNOVATIVE INDL PPTYS INC COM 45781V101 38 500 SH SOLE 500 0 0 INNOVATIVE INDL PPTYS INC COM 45781V101 182 2400 SH OTR 1 0 2400 0 INNOVIVA INC COM 45781M101 2149 182700 SH OTR 1 0 182700 0 INNOVIVA INC COM 45781M101 469 39900 SH SOLE 39900 0 0 INOVALON HLDGS INC COM CL A 45781D101 2249 135000 SH OTR 1 0 135000 0 INOVALON HLDGS INC COM CL A 45781D101 490 29400 SH SOLE 29400 0 0 INPHI CORP COM 45772F107 1354 17100 SH OTR 1 0 17100 0 INPHI CORP COM 45772F107 293 3700 SH SOLE 3700 0 0 INPHI CORP NOTE 0.750% 9/0 45772FAC1 351 240000 PRN SOLE 240000 0 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 12186 6132000 PRN SOLE 6132000 0 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 47642 23973000 PRN OTR 1 0 23973000 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 6459 3254000 PRN DFND 1 0 3254000 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 101 51000 PRN OTR 4 0 51000 0 INSMED INC COM PAR $.01 457669307 1007 62826 SH OTR 1 0 62826 0 INSMED INC COM PAR $.01 457669307 222 13854 SH SOLE 13854 0 0 INSMED INC NOTE 1.750% 1/1 457669AA7 80 95000 PRN SOLE 95000 0 0 INSTALLED BLDG PRODS INC COM 45780R101 1647 41300 SH OTR 1 0 41300 0 INSTALLED BLDG PRODS INC COM 45780R101 359 9000 SH SOLE 9000 0 0 INSTEEL INDUSTRIES INC COM 45774W108 219 16500 SH OTR 1 0 16500 0 INSTEEL INDUSTRIES INC COM 45774W108 53 4000 SH SOLE 4000 0 0 INSULET CORP COM 45784P101 17 100 SH SOLE 100 0 0 INSULET CORP COM 45784P101 1944 11734 SH OTR 1 0 11734 0 INTEGER HLDGS CORP COM 45826H109 2412 38374 SH OTR 1 0 38374 0 INTEGER HLDGS CORP COM 45826H109 523 8319 SH SOLE 8319 0 0 INTEL CORP COM 458140100 45653 843550 SH OTR 1 0 843550 0 INTEL CORP COM 458140100 3315 61246 SH OTR 5 0 61246 0 INTEL CORP COM 458140100 7702 142309 SH SOLE 142309 0 0 INTELSAT S A NOTE 4.500% 6/1 45790VAB6 16 75000 PRN SOLE 75000 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 980 15565 SH OTR 1 0 15565 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 218 3461 SH SOLE 3461 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 3442 4172000 PRN SOLE 4172000 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 1460 1825000 PRN DFND 1 0 1825000 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 9682 11735000 PRN OTR 1 0 11735000 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 25 31000 PRN OTR 4 0 31000 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 1257 15568 SH SOLE 15568 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 1412 17487 SH OTR 5 0 17487 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 12658 156750 SH OTR 1 0 156750 0 INTERNATIONAL BANCSHARES COR COM 459044103 328 12200 SH OTR 1 0 12200 0 INTERNATIONAL BANCSHARES COR COM 459044103 78 2900 SH SOLE 2900 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 14010 126296 SH OTR 1 0 126296 0 INTERNATIONAL BUSINESS MACHS COM 459200101 40 364 SH OTR 5 0 364 0 INTERNATIONAL BUSINESS MACHS COM 459200101 2591 23361 SH SOLE 23361 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1384 13559 SH OTR 1 0 13559 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 287 2815 SH SOLE 2815 0 0 INTERPUBLIC GROUP COS INC COM 460690100 180 11099 SH SOLE 11099 0 0 INTERPUBLIC GROUP COS INC COM 460690100 919 56740 SH OTR 1 0 56740 0 INTL FCSTONE INC COM 46116V105 1948 53719 SH OTR 1 0 53719 0 INTL FCSTONE INC COM 46116V105 424 11700 SH SOLE 11700 0 0 INTL PAPER CO COM 460146103 1557 50005 SH OTR 1 0 50005 0 INTL PAPER CO COM 460146103 334 10739 SH SOLE 10739 0 0 INTUIT COM 461202103 19304 83931 SH OTR 1 0 83931 0 INTUIT COM 461202103 1818 7904 SH SOLE 7904 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 7243 14627 SH OTR 1 0 14627 0 INTUITIVE SURGICAL INC COM NEW 46120E602 1494 3017 SH SOLE 3017 0 0 INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 2528 246115 SH SOLE 246115 0 0 INVESCO MUN TR COM 46131J103 662 56581 SH SOLE 56581 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 1646 135572 SH SOLE 135572 0 0 INVESCO QUALITY MUNI INC TRS COM 46133G107 4870 415881 SH SOLE 415881 0 0 INVESCO TR INVT GRADE MUNS COM 46131M106 2130 176151 SH SOLE 176151 0 0 INVESTORS BANCORP INC NEW COM 46146L101 2257 282500 SH OTR 1 0 282500 0 INVESTORS BANCORP INC NEW COM 46146L101 492 61600 SH SOLE 61600 0 0 INVITAE CORP COM 46185L103 202 14800 SH OTR 1 0 14800 0 INVITAE CORP COM 46185L103 49 3600 SH SOLE 3600 0 0 INVITATION HOMES INC COM 46187W107 3202 149814 SH OTR 1 0 149814 0 INVITATION HOMES INC COM 46187W107 83 3864 SH SOLE 3864 0 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 1797 60020 SH OTR 1 0 60020 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 393 13118 SH SOLE 13118 0 0 IPG PHOTONICS CORP COM 44980X109 498 4520 SH OTR 1 0 4520 0 IPG PHOTONICS CORP COM 44980X109 94 856 SH SOLE 856 0 0 IQVIA HLDGS INC COM 46266C105 799 7407 SH OTR 5 0 7407 0 IQVIA HLDGS INC COM 46266C105 969 8986 SH SOLE 8986 0 0 IQVIA HLDGS INC COM 46266C105 20313 188326 SH OTR 1 0 188326 0 IRHYTHM TECHNOLOGIES INC COM 450056106 635 7800 SH OTR 1 0 7800 0 IRHYTHM TECHNOLOGIES INC COM 450056106 138 1700 SH SOLE 1700 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 163 7300 SH OTR 1 0 7300 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 38 1700 SH SOLE 1700 0 0 IRON MTN INC NEW COM 46284V101 1243 52236 SH OTR 1 0 52236 0 IRON MTN INC NEW COM 46284V101 219 9213 SH SOLE 9213 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 212 20967 SH SOLE 20967 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 942 93324 SH OTR 1 0 93324 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 117 110000 PRN SOLE 110000 0 0 ISHARES GOLD TRUST ISHARES 464285105 9324 618700 SH OTR 1 0 618700 0 ISHARES TR MSCI SAUDI ARBIA 46434V423 1156 48296 SH OTR 1 0 48296 0 ISHARES TR NATIONAL MUN ETF 464288414 649 5747 SH SOLE 5747 0 0 ISHARES TR RUS 1000 GRW ETF 464287614 10395 69004 SH OTR 1 0 69004 0 ISHARES TR RUS MID CAP ETF 464287499 13973 323669 SH OTR 1 0 323669 0 ISHARES TR RUSSELL 2000 ETF 464287655 13357 116700 SH OTR 1 0 116700 0 ISHARES TR RUSSELL 2000 ETF 464287655 877 7666 SH SOLE 7666 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 45 44000 PRN OTR 4 0 44000 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 7267 7163000 PRN SOLE 7163000 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 23159 22826000 PRN OTR 1 0 22826000 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 2912 2877000 PRN DFND 1 0 2877000 0 ITRON INC COM 465741106 123 2200 SH SOLE 2200 0 0 ITRON INC COM 465741106 508 9100 SH OTR 1 0 9100 0 J ALEXANDERS HLDGS INC COM 46609J106 205 53414 SH OTR 1 0 53414 0 J ALEXANDERS HLDGS INC COM 46609J106 45 11697 SH SOLE 11697 0 0 J2 GLOBAL INC COM 48123V102 614 8200 SH OTR 1 0 8200 0 J2 GLOBAL INC COM 48123V102 142 1900 SH SOLE 1900 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 129 105000 PRN SOLE 105000 0 0 JABIL INC COM 466313103 402 16348 SH SOLE 16348 0 0 JABIL INC COM 466313103 15517 631304 SH OTR 1 0 631304 0 JABIL INC COM 466313103 805 32758 SH OTR 5 0 32758 0 JACOBS ENGR GROUP INC COM 469814107 1348 17007 SH OTR 1 0 17007 0 JACOBS ENGR GROUP INC COM 469814107 291 3676 SH SOLE 3676 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 205 215000 PRN SOLE 215000 0 0 JD COM INC SPON ADR CL A 47215P106 2 46 SH DFND 1 0 46 0 JD COM INC SPON ADR CL A 47215P106 1112 27452 SH OTR 1 0 27452 0 JD COM INC SPON ADR CL A 47215P106 146 3600 SH SOLE 3600 0 0 JEFFERIES FINL GROUP INC COM 47233W109 7114 520441 SH OTR 1 0 520441 0 JEFFERIES FINL GROUP INC COM 47233W109 442 32344 SH OTR 5 0 32344 0 JEFFERIES FINL GROUP INC COM 47233W109 470 34379 SH SOLE 34379 0 0 JELD-WEN HLDG INC COM 47580P103 161 16500 SH SOLE 16500 0 0 JELD-WEN HLDG INC COM 47580P103 780 80200 SH OTR 1 0 80200 0 JOHNSON & JOHNSON COM 478160104 11025 84075 SH SOLE 84075 0 0 JOHNSON & JOHNSON COM 478160104 74382 567238 SH OTR 1 0 567238 0 JOHNSON & JOHNSON COM 478160104 4236 32301 SH OTR 5 0 32301 0 JONES LANG LASALLE INC COM 48020Q107 3291 32586 SH OTR 1 0 32586 0 JONES LANG LASALLE INC COM 48020Q107 469 4648 SH OTR 5 0 4648 0 JONES LANG LASALLE INC COM 48020Q107 53 526 SH SOLE 526 0 0 JPMORGAN CHASE & CO COM 46625H100 48784 541862 SH OTR 1 0 541862 0 JPMORGAN CHASE & CO COM 46625H100 3315 36823 SH OTR 5 0 36823 0 JPMORGAN CHASE & CO COM 46625H100 7598 84396 SH SOLE 84396 0 0 JUNIPER NETWORKS INC COM 48203R104 817 42703 SH OTR 1 0 42703 0 JUNIPER NETWORKS INC COM 48203R104 186 9700 SH SOLE 9700 0 0 K12 INC COM 48273U102 1281 67918 SH OTR 1 0 67918 0 K12 INC COM 48273U102 270 14327 SH SOLE 14327 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 1563 12290 SH OTR 1 0 12290 0 KANSAS CITY SOUTHERN COM NEW 485170302 342 2689 SH SOLE 2689 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 133 93000 PRN SOLE 93000 0 0 KB HOME COM 48666K109 791 43700 SH OTR 1 0 43700 0 KB HOME COM 48666K109 183 10100 SH SOLE 10100 0 0 KELLOGG CO COM 487836108 1892 31539 SH OTR 1 0 31539 0 KELLOGG CO COM 487836108 404 6741 SH SOLE 6741 0 0 KEMPER CORP DEL COM 488401100 2159 29029 SH OTR 1 0 29029 0 KEMPER CORP DEL COM 488401100 174 2337 SH SOLE 2337 0 0 KEURIG DR PEPPER INC COM 49271V100 1211 49896 SH OTR 1 0 49896 0 KEYCORP COM 493267108 1303 125663 SH OTR 1 0 125663 0 KEYCORP COM 493267108 275 26500 SH SOLE 26500 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 1993 23818 SH OTR 1 0 23818 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 422 5038 SH SOLE 5038 0 0 KIMBALL ELECTRONICS INC COM 49428J109 815 74600 SH OTR 1 0 74600 0 KIMBALL ELECTRONICS INC COM 49428J109 180 16500 SH SOLE 16500 0 0 KIMBALL INTL INC CL B 494274103 1155 97000 SH OTR 1 0 97000 0 KIMBALL INTL INC CL B 494274103 241 20200 SH SOLE 20200 0 0 KIMBERLY CLARK CORP COM 494368103 6898 53944 SH OTR 1 0 53944 0 KIMBERLY CLARK CORP COM 494368103 1160 9069 SH SOLE 9069 0 0 KIMCO RLTY CORP COM 49446R109 578 59785 SH OTR 1 0 59785 0 KIMCO RLTY CORP COM 49446R109 138 14255 SH SOLE 14255 0 0 KINDER MORGAN INC DEL COM 49456B101 5044 362387 SH OTR 1 0 362387 0 KINDER MORGAN INC DEL COM 49456B101 961 69063 SH SOLE 69063 0 0 KINSALE CAP GROUP INC COM 49714P108 627 6000 SH OTR 1 0 6000 0 KINSALE CAP GROUP INC COM 49714P108 136 1300 SH SOLE 1300 0 0 KLA CORPORATION COM NEW 482480100 9300 64702 SH OTR 1 0 64702 0 KLA CORPORATION COM NEW 482480100 986 6859 SH SOLE 6859 0 0 KNOLL INC COM NEW 498904200 1135 110000 SH OTR 1 0 110000 0 KNOLL INC COM NEW 498904200 248 24000 SH SOLE 24000 0 0 KODIAK SCIENCES INC COM 50015M109 153 3200 SH SOLE 3200 0 0 KODIAK SCIENCES INC COM 50015M109 696 14600 SH OTR 1 0 14600 0 KOHLS CORP COM 500255104 437 29963 SH OTR 1 0 29963 0 KOHLS CORP COM 500255104 55 3745 SH SOLE 3745 0 0 KOSMOS ENERGY LTD COM 500688106 535 597648 SH OTR 1 0 597648 0 KRAFT HEINZ CO COM 500754106 3147 127206 SH OTR 1 0 127206 0 KRAFT HEINZ CO COM 500754106 410 16569 SH SOLE 16569 0 0 KROGER CO COM 501044101 16291 540885 SH OTR 1 0 540885 0 KROGER CO COM 501044101 999 33181 SH OTR 5 0 33181 0 KROGER CO COM 501044101 957 31781 SH SOLE 31781 0 0 L BRANDS INC COM 501797104 339 29347 SH OTR 1 0 29347 0 L BRANDS INC COM 501797104 63 5421 SH SOLE 5421 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 1037 5755 SH SOLE 5755 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 7876 43729 SH OTR 1 0 43729 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1570 12422 SH OTR 1 0 12422 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 329 2605 SH SOLE 2605 0 0 LAKELAND BANCORP INC COM 511637100 731 67600 SH OTR 1 0 67600 0 LAKELAND BANCORP INC COM 511637100 156 14400 SH SOLE 14400 0 0 LAM RESEARCH CORP COM 512807108 28233 117639 SH OTR 1 0 117639 0 LAM RESEARCH CORP COM 512807108 1402 5842 SH OTR 5 0 5842 0 LAM RESEARCH CORP COM 512807108 1527 6363 SH SOLE 6363 0 0 LAMB WESTON HLDGS INC COM 513272104 7324 128262 SH OTR 1 0 128262 0 LAMB WESTON HLDGS INC COM 513272104 241 4227 SH OTR 5 0 4227 0 LAMB WESTON HLDGS INC COM 513272104 422 7383 SH SOLE 7383 0 0 LANNET INC COM 516012101 265 38200 SH OTR 1 0 38200 0 LANNET INC COM 516012101 64 9200 SH SOLE 9200 0 0 LANTHEUS HLDGS INC COM 516544103 125 9800 SH SOLE 9800 0 0 LANTHEUS HLDGS INC COM 516544103 523 41000 SH OTR 1 0 41000 0 LAS VEGAS SANDS CORP COM 517834107 2805 66051 SH OTR 1 0 66051 0 LAS VEGAS SANDS CORP COM 517834107 389 9156 SH SOLE 9156 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 173 9700 SH OTR 1 0 9700 0 LATTICE SEMICONDUCTOR CORP COM 518415104 39 2200 SH SOLE 2200 0 0 LAUDER ESTEE COS INC CL A 518439104 4684 29394 SH OTR 1 0 29394 0 LAUDER ESTEE COS INC CL A 518439104 1036 6500 SH SOLE 6500 0 0 LCI INDS COM 50189K103 488 7300 SH OTR 1 0 7300 0 LCI INDS COM 50189K103 120 1800 SH SOLE 1800 0 0 LEE ENTERPRISES INC COM 523768109 10 10600 SH OTR 1 0 10600 0 LEE ENTERPRISES INC COM 523768109 2 2000 SH SOLE 2000 0 0 LEGGETT & PLATT INC COM 524660107 445 16668 SH OTR 1 0 16668 0 LEGGETT & PLATT INC COM 524660107 82 3088 SH SOLE 3088 0 0 LEIDOS HOLDINGS INC COM 525327102 17730 193450 SH OTR 1 0 193450 0 LEIDOS HOLDINGS INC COM 525327102 1061 11578 SH OTR 5 0 11578 0 LEIDOS HOLDINGS INC COM 525327102 870 9489 SH SOLE 9489 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 1990 1818000 PRN DFND 1 0 1818000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 7222 6581000 PRN OTR 1 0 6581000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 30 27000 PRN OTR 4 0 27000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 2120 1932000 PRN SOLE 1932000 0 0 LENNAR CORP CL A 526057104 416 10877 SH SOLE 10877 0 0 LENNAR CORP CL A 526057104 1559 40821 SH OTR 1 0 40821 0 LENNAR CORP CL B 526057302 542 18729 SH OTR 1 0 18729 0 LENNAR CORP CL B 526057302 121 4200 SH SOLE 4200 0 0 LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 14 30000 PRN SOLE 30000 0 0 LEXINFINTECH HLDGS LTD ADR 528877103 98 11100 SH OTR 1 0 11100 0 LEXINGTON REALTY TRUST COM 529043101 2231 224651 SH OTR 1 0 224651 0 LEXINGTON REALTY TRUST COM 529043101 492 49500 SH SOLE 49500 0 0 LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 705 22306 SH OTR 1 0 22306 0 LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 38 1200 SH SOLE 1200 0 0 LIBERTY MEDIA CORP DEL DEB 2.250% 9/3 531229AE2 54 115000 PRN SOLE 115000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 15238 16105000 PRN OTR 1 0 16105000 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 4670 4936000 PRN SOLE 4936000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 15972 16857000 PRN OTR 1 0 16857000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 4360 4614000 PRN DFND 1 0 4614000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 4737 4999000 PRN SOLE 4999000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 69 73000 PRN OTR 4 0 73000 0 LIFE STORAGE INC COM 53223X107 2153 22771 SH OTR 1 0 22771 0 LIFE STORAGE INC COM 53223X107 19 200 SH SOLE 200 0 0 LIFEVANTAGE CORP COM NEW 53222K205 470 45600 SH OTR 1 0 45600 0 LIFEVANTAGE CORP COM NEW 53222K205 102 9900 SH SOLE 9900 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 939 12910 SH OTR 1 0 12910 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 196 2694 SH SOLE 2694 0 0 LILLY ELI & CO COM 532457108 27002 194653 SH OTR 1 0 194653 0 LILLY ELI & CO COM 532457108 809 5834 SH OTR 5 0 5834 0 LILLY ELI & CO COM 532457108 3151 22717 SH SOLE 22717 0 0 LIMELIGHT NETWORKS INC COM 53261M104 613 107500 SH OTR 1 0 107500 0 LIMELIGHT NETWORKS INC COM 53261M104 143 25100 SH SOLE 25100 0 0 LINCOLN NATL CORP IND COM 534187109 671 25477 SH OTR 1 0 25477 0 LINCOLN NATL CORP IND COM 534187109 151 5732 SH SOLE 5732 0 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 4393 787191 SH OTR 1 0 787191 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 230 41152 SH SOLE 41152 0 0 LITHIA MTRS INC CL A 536797103 1309 16000 SH OTR 1 0 16000 0 LITHIA MTRS INC CL A 536797103 270 3300 SH SOLE 3300 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 1483 32628 SH OTR 1 0 32628 0 LIVE NATION ENTERTAINMENT IN COM 538034109 125 2746 SH SOLE 2746 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 160 3524 SH OTR 5 0 3524 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 10743 11272000 PRN OTR 1 0 11272000 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 2019 2118000 PRN SOLE 2118000 0 0 LIVEPERSON INC COM 538146101 189 8300 SH OTR 1 0 8300 0 LIVEPERSON INC COM 538146101 39 1700 SH SOLE 1700 0 0 LKQ CORP COM 501889208 9924 483873 SH OTR 1 0 483873 0 LKQ CORP COM 501889208 812 39581 SH OTR 5 0 39581 0 LKQ CORP COM 501889208 675 32933 SH SOLE 32933 0 0 LOCKHEED MARTIN CORP COM 539830109 1761 5195 SH OTR 5 0 5195 0 LOCKHEED MARTIN CORP COM 539830109 2966 8751 SH SOLE 8751 0 0 LOCKHEED MARTIN CORP COM 539830109 31923 94182 SH OTR 1 0 94182 0 LOEWS CORP COM 540424108 229 6580 SH SOLE 6580 0 0 LOEWS CORP COM 540424108 1102 31634 SH OTR 1 0 31634 0 LOWES COS INC COM 548661107 10120 117605 SH OTR 1 0 117605 0 LOWES COS INC COM 548661107 421 4896 SH OTR 5 0 4896 0 LOWES COS INC COM 548661107 1996 23195 SH SOLE 23195 0 0 LPL FINL HLDGS INC COM 50212V100 11166 205142 SH OTR 1 0 205142 0 LPL FINL HLDGS INC COM 50212V100 458 8423 SH SOLE 8423 0 0 LTC PPTYS INC COM 502175102 368 11900 SH OTR 1 0 11900 0 LTC PPTYS INC COM 502175102 83 2700 SH SOLE 2700 0 0 LUMENTUM HLDGS INC COM 55024U109 1983 26900 SH OTR 1 0 26900 0 LUMENTUM HLDGS INC COM 55024U109 435 5900 SH SOLE 5900 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 6239 4620000 PRN DFND 1 0 4620000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 56737 41933000 PRN OTR 1 0 41933000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 96 71000 PRN OTR 4 0 71000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 16648 12304000 PRN SOLE 12304000 0 0 LUMINEX CORP DEL COM 55027E102 173 6300 SH OTR 1 0 6300 0 LUMINEX CORP DEL COM 55027E102 39 1400 SH SOLE 1400 0 0 LUTHER BURBANK CORP COM 550550107 653 71236 SH OTR 1 0 71236 0 LUTHER BURBANK CORP COM 550550107 140 15300 SH SOLE 15300 0 0 LYDALL INC DEL COM 550819106 103 15900 SH SOLE 15900 0 0 LYDALL INC DEL COM 550819106 473 73200 SH OTR 1 0 73200 0 M & T BK CORP COM 55261F104 1741 16836 SH OTR 1 0 16836 0 M & T BK CORP COM 55261F104 363 3514 SH SOLE 3514 0 0 M/I HOMES INC COM 55305B101 658 39800 SH OTR 1 0 39800 0 M/I HOMES INC COM 55305B101 134 8100 SH SOLE 8100 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 277 345000 PRN SOLE 345000 0 0 MACYS INC COM 55616P104 192 39185 SH OTR 1 0 39185 0 MACYS INC COM 55616P104 35 7169 SH SOLE 7169 0 0 MADDEN STEVEN LTD COM 556269108 425 18300 SH OTR 1 0 18300 0 MADDEN STEVEN LTD COM 556269108 98 4200 SH SOLE 4200 0 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 652 9767 SH OTR 1 0 9767 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 144 2161 SH SOLE 2161 0 0 MAGELLAN HEALTH INC COM NEW 559079207 938 19500 SH OTR 1 0 19500 0 MAGELLAN HEALTH INC COM NEW 559079207 207 4300 SH SOLE 4300 0 0 MALIBU BOATS INC COM CL A 56117J100 1756 61000 SH OTR 1 0 61000 0 MALIBU BOATS INC COM CL A 56117J100 383 13300 SH SOLE 13300 0 0 MANPOWERGROUP INC COM 56418H100 12208 230376 SH OTR 1 0 230376 0 MANPOWERGROUP INC COM 56418H100 760 14345 SH OTR 5 0 14345 0 MANPOWERGROUP INC COM 56418H100 325 6139 SH SOLE 6139 0 0 MANTECH INTL CORP CL A 564563104 1955 26900 SH OTR 1 0 26900 0 MANTECH INTL CORP CL A 564563104 400 5500 SH SOLE 5500 0 0 MARATHON OIL CORP COM 565849106 337 102521 SH OTR 1 0 102521 0 MARATHON OIL CORP COM 565849106 74 22472 SH SOLE 22472 0 0 MARATHON PETE CORP COM 56585A102 3393 143639 SH OTR 1 0 143639 0 MARATHON PETE CORP COM 56585A102 407 17225 SH SOLE 17225 0 0 MARCUS & MILLICHAP INC COM 566324109 195 7200 SH SOLE 7200 0 0 MARCUS & MILLICHAP INC COM 566324109 894 33000 SH OTR 1 0 33000 0 MARINEMAX INC COM 567908108 526 50500 SH OTR 1 0 50500 0 MARINEMAX INC COM 567908108 114 10900 SH SOLE 10900 0 0 MARKEL CORP COM 570535104 467 503 SH OTR 1 0 503 0 MARKEL CORP COM 570535104 37 40 SH SOLE 40 0 0 MARKETAXESS HLDGS INC COM 57060D108 1646 4949 SH OTR 1 0 4949 0 MARKETAXESS HLDGS INC COM 57060D108 330 992 SH SOLE 992 0 0 MARRIOTT INTL INC NEW CL A 571903202 540 7218 SH SOLE 7218 0 0 MARRIOTT INTL INC NEW CL A 571903202 2593 34655 SH OTR 1 0 34655 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 110 140000 PRN SOLE 140000 0 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 37 47000 PRN OTR 4 0 47000 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 2331 2996000 PRN DFND 1 0 2996000 0 MARSH & MCLENNAN COS INC COM 571748102 9173 106101 SH OTR 1 0 106101 0 MARSH & MCLENNAN COS INC COM 571748102 643 7439 SH OTR 5 0 7439 0 MARSH & MCLENNAN COS INC COM 571748102 1173 13565 SH SOLE 13565 0 0 MARTIN MARIETTA MATLS INC COM 573284106 1499 7920 SH OTR 1 0 7920 0 MARTIN MARIETTA MATLS INC COM 573284106 315 1667 SH SOLE 1667 0 0 MASCO CORP COM 574599106 1959 56677 SH OTR 1 0 56677 0 MASCO CORP COM 574599106 16 476 SH OTR 5 0 476 0 MASCO CORP COM 574599106 289 8354 SH SOLE 8354 0 0 MASONITE INTL CORP NEW COM 575385109 1912 40300 SH OTR 1 0 40300 0 MASONITE INTL CORP NEW COM 575385109 422 8900 SH SOLE 8900 0 0 MASTEC INC COM 576323109 52 1600 SH SOLE 1600 0 0 MASTEC INC COM 576323109 223 6800 SH OTR 1 0 6800 0 MASTERCARD INC CL A 57636Q104 61482 254519 SH OTR 1 0 254519 0 MASTERCARD INC CL A 57636Q104 2121 8780 SH OTR 5 0 8780 0 MASTERCARD INC CL A 57636Q104 6716 27801 SH SOLE 27801 0 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 1137 155700 SH OTR 1 0 155700 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 250 34200 SH SOLE 34200 0 0 MATRIX SVC CO COM 576853105 547 57785 SH OTR 1 0 57785 0 MATRIX SVC CO COM 576853105 121 12733 SH SOLE 12733 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 1675 34456 SH OTR 1 0 34456 0 MAXIM INTEGRATED PRODS INC COM 57772K101 349 7188 SH SOLE 7188 0 0 MAXIMUS INC COM 577933104 317 5455 SH OTR 1 0 5455 0 MAXIMUS INC COM 577933104 4 64 SH OTR 5 0 64 0 MAXIMUS INC COM 577933104 0 0 SH SOLE 0 0 0 MCCORMICK & CO INC COM NON VTG 579780206 2226 15765 SH OTR 1 0 15765 0 MCCORMICK & CO INC COM NON VTG 579780206 468 3315 SH SOLE 3315 0 0 MCDONALDS CORP COM 580135101 18836 113913 SH OTR 1 0 113913 0 MCDONALDS CORP COM 580135101 321 1943 SH OTR 5 0 1943 0 MCDONALDS CORP COM 580135101 3673 22216 SH SOLE 22216 0 0 MCGRATH RENTCORP COM 580589109 461 8800 SH SOLE 8800 0 0 MCGRATH RENTCORP COM 580589109 2111 40300 SH OTR 1 0 40300 0 MCKESSON CORP COM 58155Q103 17366 128393 SH OTR 1 0 128393 0 MCKESSON CORP COM 58155Q103 1076 7957 SH SOLE 7957 0 0 MDU RES GROUP INC COM 552690109 4386 204000 SH OTR 1 0 204000 0 MDU RES GROUP INC COM 552690109 260 12100 SH SOLE 12100 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 274 15833 SH OTR 1 0 15833 0 MEDICAL PPTYS TRUST INC COM 58463J304 19 1100 SH SOLE 1100 0 0 MEDNAX INC COM 58502B106 478 41098 SH OTR 1 0 41098 0 MEDPACE HLDGS INC COM 58506Q109 2408 32813 SH OTR 1 0 32813 0 MEDPACE HLDGS INC COM 58506Q109 519 7066 SH SOLE 7066 0 0 MEET GROUP INC COM 58513U101 254 43300 SH SOLE 43300 0 0 MEET GROUP INC COM 58513U101 1218 207500 SH OTR 1 0 207500 0 MERCHANTS BANCORP IND COM 58844R108 228 15000 SH SOLE 15000 0 0 MERCHANTS BANCORP IND COM 58844R108 1041 68600 SH OTR 1 0 68600 0 MERCK & CO. INC COM 58933Y105 45811 595415 SH OTR 1 0 595415 0 MERCK & CO. INC COM 58933Y105 2508 32597 SH OTR 5 0 32597 0 MERCK & CO. INC COM 58933Y105 5701 74092 SH SOLE 74092 0 0 MERCURY GENL CORP NEW COM 589400100 3904 95868 SH OTR 1 0 95868 0 MERCURY GENL CORP NEW COM 589400100 518 12715 SH SOLE 12715 0 0 MERCURY SYS INC COM 589378108 1370 19200 SH OTR 1 0 19200 0 MERCURY SYS INC COM 589378108 300 4200 SH SOLE 4200 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 35 4200 SH SOLE 4200 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 139 16600 SH OTR 1 0 16600 0 MERITOR INC COM 59001K100 1622 122430 SH OTR 1 0 122430 0 MERITOR INC COM 59001K100 364 27460 SH SOLE 27460 0 0 METHODE ELECTRS INC COM 591520200 685 25900 SH OTR 1 0 25900 0 METHODE ELECTRS INC COM 591520200 159 6000 SH SOLE 6000 0 0 METLIFE INC COM 59156R108 7960 260388 SH OTR 1 0 260388 0 METLIFE INC COM 59156R108 710 23232 SH OTR 5 0 23232 0 METLIFE INC COM 59156R108 1173 38371 SH SOLE 38371 0 0 METROPOLITAN BK HLDG CORP COM 591774104 1075 39903 SH OTR 1 0 39903 0 METROPOLITAN BK HLDG CORP COM 591774104 236 8779 SH SOLE 8779 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 468 678 SH SOLE 678 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 2159 3126 SH OTR 1 0 3126 0 MFS MUN INCOME TR SH BEN INT 552738106 2129 333155 SH SOLE 333155 0 0 MGIC INVT CORP WIS COM 552848103 1429 225055 SH OTR 1 0 225055 0 MGIC INVT CORP WIS COM 552848103 127 20000 SH SOLE 20000 0 0 MGM RESORTS INTERNATIONAL COM 552953101 2252 190878 SH OTR 1 0 190878 0 MGM RESORTS INTERNATIONAL COM 552953101 163 13794 SH SOLE 13794 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 2047 30191 SH OTR 1 0 30191 0 MICROCHIP TECHNOLOGY INC COM 595017104 428 6311 SH SOLE 6311 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 9346 6437000 PRN SOLE 6437000 0 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 11825 8159000 PRN DFND 1 0 8159000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 43202 29756000 PRN OTR 1 0 29756000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 181 125000 PRN OTR 4 0 125000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 12683 12327000 PRN OTR 1 0 12327000 0 MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AF1 5995 5827000 PRN SOLE 5827000 0 0 MICRON TECHNOLOGY INC COM 595112103 7335 174388 SH OTR 1 0 174388 0 MICRON TECHNOLOGY INC COM 595112103 1224 29092 SH SOLE 29092 0 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 21861 5176000 PRN OTR 1 0 5176000 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 6610 1565000 PRN SOLE 1565000 0 0 MICROSOFT CORP COM 594918104 320297 2030925 SH OTR 1 0 2030925 0 MICROSOFT CORP COM 594918104 12598 79882 SH OTR 5 0 79882 0 MICROSOFT CORP COM 594918104 37595 238382 SH SOLE 238382 0 0 MICROSTRATEGY INC CL A NEW 594972408 2229 18878 SH OTR 1 0 18878 0 MICROSTRATEGY INC CL A NEW 594972408 472 4000 SH SOLE 4000 0 0 MID AMER APT CMNTYS INC COM 59522J103 5409 52501 SH OTR 1 0 52501 0 MID AMER APT CMNTYS INC COM 59522J103 396 3845 SH SOLE 3845 0 0 MID AMER APT CMNTYS INC COM 59522J103 259 2509 SH OTR 5 0 2509 0 MIDDLESEX WATER CO COM 596680108 721 12000 SH OTR 1 0 12000 0 MIDDLESEX WATER CO COM 596680108 168 2800 SH SOLE 2800 0 0 MIDWESTONE FINL GROUP INC NE COM 598511103 488 23303 SH OTR 1 0 23303 0 MIDWESTONE FINL GROUP INC NE COM 598511103 108 5174 SH SOLE 5174 0 0 MILLER HERMAN INC COM 600544100 1982 89257 SH OTR 1 0 89257 0 MILLER HERMAN INC COM 600544100 437 19700 SH SOLE 19700 0 0 MILLER INDS INC TENN COM NEW 600551204 655 23149 SH OTR 1 0 23149 0 MILLER INDS INC TENN COM NEW 600551204 153 5396 SH SOLE 5396 0 0 MIRATI THERAPEUTICS INC COM 60468T105 1138 14800 SH OTR 1 0 14800 0 MIRATI THERAPEUTICS INC COM 60468T105 254 3300 SH SOLE 3300 0 0 MKS INSTRS INC COM 55306N104 382 4684 SH SOLE 4684 0 0 MKS INSTRS INC COM 55306N104 2383 29260 SH OTR 1 0 29260 0 MOHAWK INDS INC COM 608190104 807 10586 SH OTR 1 0 10586 0 MOHAWK INDS INC COM 608190104 131 1719 SH SOLE 1719 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 929 23827 SH OTR 1 0 23827 0 MOLSON COORS BEVERAGE CO CL B 60871R209 198 5084 SH SOLE 5084 0 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 1373 50486 SH OTR 1 0 50486 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 298 10962 SH SOLE 10962 0 0 MONDELEZ INTL INC CL A 609207105 10540 210469 SH OTR 1 0 210469 0 MONDELEZ INTL INC CL A 609207105 1873 37405 SH SOLE 37405 0 0 MONGODB INC NOTE 0.750% 6/1 60937PAB2 73 35000 PRN SOLE 35000 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 164 13600 SH SOLE 13600 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 715 59300 SH OTR 1 0 59300 0 MONSTER BEVERAGE CORP NEW COM 61174X109 2855 50750 SH OTR 1 0 50750 0 MONSTER BEVERAGE CORP NEW COM 61174X109 623 11082 SH SOLE 11082 0 0 MOODYS CORP COM 615369105 15433 72971 SH OTR 1 0 72971 0 MOODYS CORP COM 615369105 890 4210 SH OTR 5 0 4210 0 MOODYS CORP COM 615369105 1099 5194 SH SOLE 5194 0 0 MOOG INC CL A 615394202 1991 39400 SH OTR 1 0 39400 0 MOOG INC CL A 615394202 430 8500 SH SOLE 8500 0 0 MORGAN STANLEY COM NEW 617446448 1055 31036 SH SOLE 31036 0 0 MORGAN STANLEY COM NEW 617446448 6447 189630 SH OTR 1 0 189630 0 MORNINGSTAR INC COM 617700109 1498 12886 SH OTR 1 0 12886 0 MOSAIC CO NEW COM 61945C103 107 9869 SH SOLE 9869 0 0 MOSAIC CO NEW COM 61945C103 487 45036 SH OTR 1 0 45036 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 6293 47347 SH OTR 1 0 47347 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 600 4514 SH SOLE 4514 0 0 MR COOPER GROUP INC COM 62482R107 199 27200 SH OTR 1 0 27200 0 MR COOPER GROUP INC COM 62482R107 45 6200 SH SOLE 6200 0 0 MSCI INC COM 55354G100 3105 10744 SH OTR 1 0 10744 0 MSCI INC COM 55354G100 663 2294 SH SOLE 2294 0 0 MUELLER INDS INC COM 624756102 1039 43384 SH OTR 1 0 43384 0 MUELLER INDS INC COM 624756102 213 8900 SH SOLE 8900 0 0 MURPHY USA INC COM 626755102 2653 31446 SH OTR 1 0 31446 0 MURPHY USA INC COM 626755102 582 6900 SH SOLE 6900 0 0 MYR GROUP INC DEL COM 55405W104 1106 42235 SH OTR 1 0 42235 0 MYR GROUP INC DEL COM 55405W104 236 9000 SH SOLE 9000 0 0 MYRIAD GENETICS INC COM 62855J104 660 46123 SH OTR 1 0 46123 0 MYRIAD GENETICS INC COM 62855J104 143 10021 SH SOLE 10021 0 0 NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 18 90000 PRN SOLE 90000 0 0 NASDAQ INC COM 631103108 2869 30211 SH OTR 1 0 30211 0 NASDAQ INC COM 631103108 344 3621 SH SOLE 3621 0 0 NATERA INC COM 632307104 1111 37200 SH OTR 1 0 37200 0 NATERA INC COM 632307104 245 8200 SH SOLE 8200 0 0 NATIONAL GEN HLDGS CORP COM 636220303 505 30512 SH OTR 1 0 30512 0 NATIONAL GEN HLDGS CORP COM 636220303 110 6658 SH SOLE 6658 0 0 NATIONAL HEALTH INVS INC COM 63633D104 371 7500 SH SOLE 7500 0 0 NATIONAL HEALTH INVS INC COM 63633D104 1703 34400 SH OTR 1 0 34400 0 NATIONAL HEALTHCARE CORP COM 635906100 1542 21500 SH OTR 1 0 21500 0 NATIONAL HEALTHCARE CORP COM 635906100 330 4600 SH SOLE 4600 0 0 NATIONAL OILWELL VARCO INC COM 637071101 481 48954 SH OTR 1 0 48954 0 NATIONAL OILWELL VARCO INC COM 637071101 107 10849 SH SOLE 10849 0 0 NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 352 11900 SH OTR 1 0 11900 0 NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 89 3000 SH SOLE 3000 0 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 125 14740 SH OTR 1 0 14740 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 22 2640 SH SOLE 2640 0 0 NATUS MED INC DEL COM 639050103 747 32300 SH OTR 1 0 32300 0 NATUS MED INC DEL COM 639050103 167 7200 SH SOLE 7200 0 0 NAVISTAR INTL CORP NEW COM 63934E108 1590 96400 SH OTR 1 0 96400 0 NAVISTAR INTL CORP NEW COM 63934E108 350 21200 SH SOLE 21200 0 0 NEOGEN CORP COM 640491106 516 7700 SH OTR 1 0 7700 0 NEOGEN CORP COM 640491106 121 1800 SH SOLE 1800 0 0 NEOGENOMICS INC COM NEW 64049M209 826 29900 SH OTR 1 0 29900 0 NEOGENOMICS INC COM NEW 64049M209 179 6500 SH SOLE 6500 0 0 NEOPHOTONICS CORP COM 64051T100 1034 142600 SH OTR 1 0 142600 0 NEOPHOTONICS CORP COM 64051T100 218 30000 SH SOLE 30000 0 0 NETAPP INC COM 64110D104 1179 28271 SH OTR 1 0 28271 0 NETAPP INC COM 64110D104 258 6180 SH SOLE 6180 0 0 NETEASE INC SPONSORED ADS 64110W102 2 6 SH DFND 1 0 6 0 NETEASE INC SPONSORED ADS 64110W102 1188 3700 SH OTR 1 0 3700 0 NETEASE INC SPONSORED ADS 64110W102 128 400 SH SOLE 400 0 0 NETFLIX INC COM 64110L106 31236 83184 SH OTR 1 0 83184 0 NETFLIX INC COM 64110L106 607 1617 SH OTR 5 0 1617 0 NETFLIX INC COM 64110L106 4969 13233 SH SOLE 13233 0 0 NETSCOUT SYS INC COM 64115T104 2476 104614 SH OTR 1 0 104614 0 NETSCOUT SYS INC COM 64115T104 539 22780 SH SOLE 22780 0 0 NEUBERGER BRMAN NY MUNI FD I COM 64124K102 298 25745 SH SOLE 25745 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 23 268 SH SOLE 268 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 3543 40939 SH OTR 1 0 40939 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 4877 3791000 PRN SOLE 3791000 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 91 71000 PRN OTR 4 0 71000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 21000 16323000 PRN OTR 1 0 16323000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 5673 4427000 PRN DFND 1 0 4427000 0 NEVRO CORP COM 64157F103 1210 12100 SH OTR 1 0 12100 0 NEVRO CORP COM 64157F103 270 2700 SH SOLE 2700 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 101 120000 PRN SOLE 120000 0 0 NEW SR INVT GROUP INC COM 648691103 103 40300 SH OTR 1 0 40300 0 NEW SR INVT GROUP INC COM 648691103 26 10000 SH SOLE 10000 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 1106 117799 SH OTR 1 0 117799 0 NEWELL BRANDS INC COM 651229106 119 8955 SH SOLE 8955 0 0 NEWELL BRANDS INC COM 651229106 643 48392 SH OTR 1 0 48392 0 NEWMARK GROUP INC CL A 65158N102 1451 341500 SH OTR 1 0 341500 0 NEWMARK GROUP INC CL A 65158N102 320 75300 SH SOLE 75300 0 0 NEWMONT CORP COM 651639106 20030 442349 SH OTR 1 0 442349 0 NEWMONT CORP COM 651639106 967 21345 SH OTR 5 0 21345 0 NEWMONT CORP COM 651639106 1479 32662 SH SOLE 32662 0 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 9583 12861000 PRN OTR 1 0 12861000 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 1408 1889000 PRN SOLE 1889000 0 0 NEWS CORP NEW CL A 65249B109 445 49572 SH OTR 1 0 49572 0 NEWS CORP NEW CL A 65249B109 9 954 SH OTR 5 0 954 0 NEWS CORP NEW CL A 65249B109 64 7153 SH SOLE 7153 0 0 NEWS CORP NEW CL B 65249B208 139 15463 SH OTR 1 0 15463 0 NEWS CORP NEW CL B 65249B208 14 1506 SH OTR 5 0 1506 0 NEWS CORP NEW CL B 65249B208 47 5184 SH SOLE 5184 0 0 NEXTERA ENERGY INC COM 65339F101 21178 88016 SH OTR 1 0 88016 0 NEXTERA ENERGY INC COM 65339F101 1341 5572 SH OTR 5 0 5572 0 NEXTERA ENERGY INC COM 65339F101 3163 13147 SH SOLE 13147 0 0 NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 6111 124800 SH SOLE 124800 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 4744 107300 SH SOLE 107300 0 0 NEXTGEN HEALTHCARE INC COM 65343C102 253 24235 SH OTR 1 0 24235 0 NEXTGEN HEALTHCARE INC COM 65343C102 51 4892 SH SOLE 4892 0 0 NICE LTD SPONSORED ADR 653656108 10631 74053 SH SOLE 74053 0 0 NICE LTD SPONSORED ADR 653656108 14183 98793 SH OTR 1 0 98793 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 21457 12144000 PRN SOLE 12144000 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 130 74000 PRN OTR 4 0 74000 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 8163 4633000 PRN DFND 1 0 4633000 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 65562 37106000 PRN OTR 1 0 37106000 0 NIKE INC CL B 654106103 18599 224785 SH OTR 1 0 224785 0 NIKE INC CL B 654106103 609 7357 SH OTR 5 0 7357 0 NIKE INC CL B 654106103 3148 38042 SH SOLE 38042 0 0 NISOURCE INC COM 65473P105 1405 56273 SH OTR 1 0 56273 0 NISOURCE INC COM 65473P105 225 8998 SH SOLE 8998 0 0 NMI HLDGS INC CL A 629209305 63 5400 SH SOLE 5400 0 0 NMI HLDGS INC CL A 629209305 266 22900 SH OTR 1 0 22900 0 NOBLE ENERGY INC COM 655044105 79 13073 SH SOLE 13073 0 0 NOBLE ENERGY INC COM 655044105 366 60672 SH OTR 1 0 60672 0 NORDSTROM INC COM 655664100 207 13496 SH OTR 1 0 13496 0 NORDSTROM INC COM 655664100 39 2515 SH SOLE 2515 0 0 NORFOLK SOUTHERN CORP COM 655844108 6292 43095 SH OTR 1 0 43095 0 NORFOLK SOUTHERN CORP COM 655844108 996 6825 SH SOLE 6825 0 0 NORTHEAST BK LEWISTON ME COM 66405S100 137 11723 SH OTR 1 0 11723 0 NORTHEAST BK LEWISTON ME COM 66405S100 33 2800 SH SOLE 2800 0 0 NORTHERN TR CORP COM 665859104 2040 27031 SH OTR 1 0 27031 0 NORTHERN TR CORP COM 665859104 423 5611 SH SOLE 5611 0 0 NORTHROP GRUMMAN CORP COM 666807102 19056 62985 SH OTR 1 0 62985 0 NORTHROP GRUMMAN CORP COM 666807102 1214 4012 SH OTR 5 0 4012 0 NORTHROP GRUMMAN CORP COM 666807102 1568 5184 SH SOLE 5184 0 0 NORTONLIFELOCK INC COM 668771108 14260 762138 SH OTR 1 0 762138 0 NORTONLIFELOCK INC COM 668771108 1077 57565 SH OTR 5 0 57565 0 NORTONLIFELOCK INC COM 668771108 887 47397 SH SOLE 47397 0 0 NOVANTA INC COM 67000B104 391 4900 SH OTR 1 0 4900 0 NOVANTA INC COM 67000B104 96 1200 SH SOLE 1200 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 13581 1800000 PRN OTR 1 0 1800000 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 4685 621000 PRN SOLE 621000 0 0 NRG ENERGY INC COM NEW 629377508 749 27484 SH SOLE 27484 0 0 NRG ENERGY INC COM NEW 629377508 709 25991 SH OTR 5 0 25991 0 NRG ENERGY INC COM NEW 629377508 8230 301893 SH OTR 1 0 301893 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 23403 24506000 PRN OTR 1 0 24506000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 75 79000 PRN OTR 4 0 79000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3648 3820000 PRN SOLE 3820000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 4754 4991000 PRN DFND 1 0 4991000 0 NU SKIN ENTERPRISES INC CL A 67018T105 2190 100208 SH OTR 1 0 100208 0 NU SKIN ENTERPRISES INC CL A 67018T105 151 6926 SH SOLE 6926 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 3756 223814 SH OTR 1 0 223814 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 21213 19609000 PRN OTR 1 0 19609000 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 2216 2048000 PRN SOLE 2048000 0 0 NUCOR CORP COM 670346105 1387 38518 SH OTR 1 0 38518 0 NUCOR CORP COM 670346105 297 8234 SH SOLE 8234 0 0 NUVASIVE INC COM 670704105 583 11500 SH SOLE 11500 0 0 NUVASIVE INC COM 670704105 2667 52654 SH OTR 1 0 52654 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 4814 4625000 PRN DFND 1 0 4625000 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 10965 10435000 PRN OTR 1 0 10435000 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 76 73000 PRN OTR 4 0 73000 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 3475 3307000 PRN SOLE 3307000 0 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 24306 1795140 SH SOLE 1795140 0 0 NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2526 200000 SH SOLE 200000 0 0 NUVEEN MICHIGAN QLT MUN INC COM 670979103 4026 300000 SH SOLE 300000 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 6857 548590 SH SOLE 548590 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1250 100000 SH OTR 1 0 100000 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7494 563000 SH SOLE 563000 0 0 NVIDIA CORP COM 67066G104 41210 156336 SH OTR 1 0 156336 0 NVIDIA CORP COM 67066G104 1271 4820 SH OTR 5 0 4820 0 NVIDIA CORP COM 67066G104 5151 19540 SH SOLE 19540 0 0 NVR INC COM 62944T105 12558 4888 SH OTR 1 0 4888 0 NVR INC COM 62944T105 421 164 SH OTR 5 0 164 0 NVR INC COM 62944T105 444 173 SH SOLE 173 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 20701 68764 SH OTR 1 0 68764 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 1057 3511 SH OTR 5 0 3511 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 882 2929 SH SOLE 2929 0 0 OASIS PETROLEUM INC NOTE 2.625% 9/1 674215AJ7 720 6270000 PRN DFND 1 0 6270000 0 OASIS PETROLEUM INC NOTE 2.625% 9/1 674215AJ7 232 1658000 PRN SOLE 1658000 0 0 OASIS PETROLEUM INC NOTE 2.625% 9/1 674215AJ7 903 6454000 PRN OTR 1 0 6454000 0 OASIS PETROLEUM INC NOTE 2.625% 9/1 674215AJ7 11 99000 PRN OTR 4 0 99000 0 OCCIDENTAL PETE CORP COM 674599105 2513 216991 SH OTR 1 0 216991 0 OCCIDENTAL PETE CORP COM 674599105 271 23383 SH SOLE 23383 0 0 OFFICE DEPOT INC COM 676220106 844 514665 SH OTR 1 0 514665 0 OFFICE DEPOT INC COM 676220106 184 111978 SH SOLE 111978 0 0 OFG BANCORP COM 67103X102 663 59300 SH OTR 1 0 59300 0 OFG BANCORP COM 67103X102 135 12100 SH SOLE 12100 0 0 OGE ENERGY CORP COM 670837103 194 6300 SH SOLE 6300 0 0 OGE ENERGY CORP COM 670837103 1598 51997 SH OTR 1 0 51997 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 26269 33437000 PRN OTR 1 0 33437000 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 7163 9117000 PRN SOLE 9117000 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 1599 12184 SH OTR 1 0 12184 0 OLD DOMINION FREIGHT LINE IN COM 679580100 335 2555 SH SOLE 2555 0 0 OLD REP INTL CORP COM 680223104 2658 174284 SH OTR 1 0 174284 0 OLYMPIC STEEL INC COM 68162K106 111 10700 SH OTR 1 0 10700 0 OLYMPIC STEEL INC COM 68162K106 24 2300 SH SOLE 2300 0 0 OMNICELL INC COM 68213N109 2789 42521 SH OTR 1 0 42521 0 OMNICELL INC COM 68213N109 610 9300 SH SOLE 9300 0 0 OMNICOM GROUP INC COM 681919106 323 5881 SH SOLE 5881 0 0 OMNICOM GROUP INC COM 681919106 1520 27695 SH OTR 1 0 27695 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 6267 6293000 PRN SOLE 6293000 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 69 69000 PRN OTR 4 0 69000 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 4540 4570000 PRN DFND 1 0 4570000 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 20421 20505000 PRN OTR 1 0 20505000 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 12711 12766000 PRN OTR 1 0 12766000 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 324 325000 PRN OTR 5 0 325000 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 3613 3629000 PRN SOLE 3629000 0 0 ONEOK INC NEW COM 682680103 1142 52381 SH OTR 1 0 52381 0 ONEOK INC NEW COM 682680103 238 10913 SH SOLE 10913 0 0 OP BANCORP COM 67109R109 214 28700 SH OTR 1 0 28700 0 OP BANCORP COM 67109R109 46 6100 SH SOLE 6100 0 0 ORACLE CORP COM 68389X105 19488 403238 SH OTR 1 0 403238 0 ORACLE CORP COM 68389X105 1116 23091 SH OTR 5 0 23091 0 ORACLE CORP COM 68389X105 2855 59063 SH SOLE 59063 0 0 ORMAT TECHNOLOGIES INC COM 686688102 2158 31900 SH OTR 1 0 31900 0 ORMAT TECHNOLOGIES INC COM 686688102 460 6800 SH SOLE 6800 0 0 ORRSTOWN FINL SVCS INC COM 687380105 303 22001 SH OTR 1 0 22001 0 ORRSTOWN FINL SVCS INC COM 687380105 66 4792 SH SOLE 4792 0 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 81 87000 PRN SOLE 87000 0 0 OUTFRONT MEDIA INC COM 69007J106 468 34717 SH OTR 1 0 34717 0 OUTFRONT MEDIA INC COM 69007J106 136 10086 SH SOLE 10086 0 0 OWENS CORNING NEW COM 690742101 727 18739 SH OTR 5 0 18739 0 OWENS CORNING NEW COM 690742101 304 7836 SH SOLE 7836 0 0 OWENS CORNING NEW COM 690742101 8010 206393 SH OTR 1 0 206393 0 PACCAR INC COM 693718108 559 9146 SH SOLE 9146 0 0 PACCAR INC COM 693718108 2837 46414 SH OTR 1 0 46414 0 PACIRA BIOSCIENCES COM 695127100 2216 66088 SH OTR 1 0 66088 0 PACIRA BIOSCIENCES COM 695127100 479 14297 SH SOLE 14297 0 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 2974 3086000 PRN DFND 1 0 3086000 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 14033 14524000 PRN OTR 1 0 14524000 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 47 49000 PRN OTR 4 0 49000 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 4143 4288000 PRN SOLE 4288000 0 0 PACKAGING CORP AMER COM 695156109 236 2718 SH SOLE 2718 0 0 PACKAGING CORP AMER COM 695156109 1042 12001 SH OTR 1 0 12001 0 PALO ALTO NETWORKS INC COM 697435105 82 500 SH SOLE 500 0 0 PALO ALTO NETWORKS INC COM 697435105 11106 67738 SH OTR 1 0 67738 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 21913 22645000 PRN OTR 1 0 22645000 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 7265 7508000 PRN SOLE 7508000 0 0 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 244 34300 SH OTR 1 0 34300 0 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 58 8200 SH SOLE 8200 0 0 PARAMOUNT GROUP INC COM 69924R108 427 48567 SH OTR 1 0 48567 0 PARAMOUNT GROUP INC COM 69924R108 6 700 SH SOLE 700 0 0 PARK AEROSPACE CORP COM 70014A104 183 14500 SH OTR 1 0 14500 0 PARK AEROSPACE CORP COM 70014A104 42 3300 SH SOLE 3300 0 0 PARK OHIO HLDGS CORP COM 700666100 479 25273 SH OTR 1 0 25273 0 PARK OHIO HLDGS CORP COM 700666100 101 5309 SH SOLE 5309 0 0 PARKER HANNIFIN CORP COM 701094104 457 3525 SH SOLE 3525 0 0 PARKER HANNIFIN CORP COM 701094104 2269 17494 SH OTR 1 0 17494 0 PATRICK INDS INC COM 703343103 699 24839 SH OTR 1 0 24839 0 PATRICK INDS INC COM 703343103 139 4951 SH SOLE 4951 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 4852 6175000 PRN DFND 1 0 6175000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 22850 28898000 PRN OTR 1 0 28898000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 76 97000 PRN OTR 4 0 97000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 6056 7659000 PRN SOLE 7659000 0 0 PATTERSON UTI ENERGY INC COM 703481101 600 255373 SH OTR 1 0 255373 0 PAYCHEX INC COM 704326107 529 8409 SH SOLE 8409 0 0 PAYCHEX INC COM 704326107 2553 40574 SH OTR 1 0 40574 0 PAYCOM SOFTWARE INC COM 70432V102 274 1354 SH SOLE 1354 0 0 PAYCOM SOFTWARE INC COM 70432V102 1281 6342 SH OTR 1 0 6342 0 PAYPAL HLDGS INC COM 70450Y103 29042 303343 SH OTR 1 0 303343 0 PAYPAL HLDGS INC COM 70450Y103 1107 11567 SH OTR 5 0 11567 0 PAYPAL HLDGS INC COM 70450Y103 3446 35991 SH SOLE 35991 0 0 PBF ENERGY INC CL A 69318G106 1259 177860 SH OTR 1 0 177860 0 PBF ENERGY INC CL A 69318G106 226 31895 SH SOLE 31895 0 0 PCB BANCORP COM 69320M109 256 26166 SH OTR 1 0 26166 0 PCB BANCORP COM 69320M109 56 5688 SH SOLE 5688 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 272 15176 SH SOLE 15176 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 1233 68708 SH OTR 1 0 68708 0 PENNYMAC MTG INVT TR COM 70931T103 576 54235 SH OTR 1 0 54235 0 PENNYMAC MTG INVT TR COM 70931T103 107 10100 SH SOLE 10100 0 0 PEOPLES UTD FINL INC COM 712704105 613 55443 SH OTR 1 0 55443 0 PEOPLES UTD FINL INC COM 712704105 144 12993 SH SOLE 12993 0 0 PEPSICO INC COM 713448108 32537 270916 SH OTR 1 0 270916 0 PEPSICO INC COM 713448108 1000 8329 SH OTR 5 0 8329 0 PEPSICO INC COM 713448108 4614 38420 SH SOLE 38420 0 0 PERFORMANCE FOOD GROUP CO COM 71377A103 1146 46353 SH OTR 1 0 46353 0 PERFORMANCE FOOD GROUP CO COM 71377A103 235 9500 SH SOLE 9500 0 0 PERKINELMER INC COM 714046109 1060 14084 SH OTR 1 0 14084 0 PERKINELMER INC COM 714046109 235 3122 SH SOLE 3122 0 0 PERSPECTA INC COM 715347100 648 35500 SH OTR 1 0 35500 0 PERSPECTA INC COM 715347100 137 7500 SH SOLE 7500 0 0 PETMED EXPRESS INC COM 716382106 578 20100 SH OTR 1 0 20100 0 PETMED EXPRESS INC COM 716382106 138 4800 SH SOLE 4800 0 0 PFIZER INC COM 717081103 31963 979270 SH OTR 1 0 979270 0 PFIZER INC COM 717081103 2050 62811 SH OTR 5 0 62811 0 PFIZER INC COM 717081103 5068 155276 SH SOLE 155276 0 0 PG&E CORP COM 69331C108 340 37862 SH OTR 1 0 37862 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 1945 80492 SH OTR 1 0 80492 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 415 17162 SH SOLE 17162 0 0 PHILIP MORRIS INTL INC COM 718172109 1819 24931 SH OTR 5 0 24931 0 PHILIP MORRIS INTL INC COM 718172109 2654 36380 SH SOLE 36380 0 0 PHILIP MORRIS INTL INC COM 718172109 23451 321419 SH OTR 1 0 321419 0 PHILLIPS 66 COM 718546104 634 11826 SH SOLE 11826 0 0 PHILLIPS 66 COM 718546104 4334 80790 SH OTR 1 0 80790 0 PHOTRONICS INC COM 719405102 1930 188137 SH OTR 1 0 188137 0 PHOTRONICS INC COM 719405102 421 41000 SH SOLE 41000 0 0 PHYSICIANS RLTY TR COM 71943U104 1429 102500 SH OTR 1 0 102500 0 PHYSICIANS RLTY TR COM 71943U104 302 21700 SH SOLE 21700 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1754 99300 SH OTR 1 0 99300 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 387 21900 SH SOLE 21900 0 0 PILGRIMS PRIDE CORP COM 72147K108 459 25314 SH SOLE 25314 0 0 PILGRIMS PRIDE CORP COM 72147K108 9602 529928 SH OTR 1 0 529928 0 PINNACLE WEST CAP CORP COM 723484101 249 3280 SH SOLE 3280 0 0 PINNACLE WEST CAP CORP COM 723484101 173 2277 SH OTR 5 0 2277 0 PINNACLE WEST CAP CORP COM 723484101 4165 54951 SH OTR 1 0 54951 0 PIONEER MUN HIGH INCOME ADVA COM 723762100 5141 505056 SH SOLE 505056 0 0 PIONEER MUN HIGH INCOME TR COM SHS 723763108 962 84969 SH OTR 1 0 84969 0 PIONEER NAT RES CO COM 723787107 2417 34451 SH OTR 1 0 34451 0 PIONEER NAT RES CO COM 723787107 311 4431 SH SOLE 4431 0 0 PLANTRONICS INC NEW COM 727493108 143 14200 SH OTR 1 0 14200 0 PLANTRONICS INC NEW COM 727493108 34 3400 SH SOLE 3400 0 0 PLEXUS CORP COM 729132100 387 7100 SH OTR 1 0 7100 0 PLEXUS CORP COM 729132100 98 1800 SH SOLE 1800 0 0 PLUG POWER INC COM NEW 72919P202 240 67800 SH OTR 1 0 67800 0 PLUG POWER INC COM NEW 72919P202 53 14900 SH SOLE 14900 0 0 PNC FINL SVCS GROUP INC COM 693475105 1080 11284 SH SOLE 11284 0 0 PNC FINL SVCS GROUP INC COM 693475105 6436 67234 SH OTR 1 0 67234 0 POLYONE CORP COM 73179P106 694 36600 SH OTR 1 0 36600 0 POLYONE CORP COM 73179P106 161 8500 SH SOLE 8500 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 3380 70500 SH OTR 1 0 70500 0 PORTLAND GEN ELEC CO COM NEW 736508847 738 15400 SH SOLE 15400 0 0 PORTOLA PHARMACEUTICALS INC COM 737010108 607 85194 SH OTR 1 0 85194 0 PORTOLA PHARMACEUTICALS INC COM 737010108 131 18396 SH SOLE 18396 0 0 POTLATCHDELTIC CORPORATION COM 737630103 289 9200 SH SOLE 9200 0 0 POTLATCHDELTIC CORPORATION COM 737630103 1353 43100 SH OTR 1 0 43100 0 POWELL INDS INC COM 739128106 311 12100 SH SOLE 12100 0 0 POWELL INDS INC COM 739128106 1425 55500 SH OTR 1 0 55500 0 PPG INDS INC COM 693506107 3839 45921 SH OTR 1 0 45921 0 PPG INDS INC COM 693506107 523 6252 SH SOLE 6252 0 0 PPL CORP COM 69351T106 10820 438414 SH OTR 1 0 438414 0 PPL CORP COM 69351T106 532 21546 SH OTR 5 0 21546 0 PPL CORP COM 69351T106 971 39358 SH SOLE 39358 0 0 PRA HEALTH SCIENCES INC COM 69354M108 9974 120109 SH OTR 1 0 120109 0 PRA HEALTH SCIENCES INC COM 69354M108 378 4547 SH OTR 5 0 4547 0 PRA HEALTH SCIENCES INC COM 69354M108 491 5913 SH SOLE 5913 0 0 PREFORMED LINE PRODS CO COM 740444104 218 4367 SH OTR 1 0 4367 0 PREFORMED LINE PRODS CO COM 740444104 48 970 SH SOLE 970 0 0 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 275 7500 SH SOLE 7500 0 0 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 1232 33600 SH OTR 1 0 33600 0 PRICE T ROWE GROUP INC COM 74144T108 8748 89584 SH OTR 1 0 89584 0 PRICE T ROWE GROUP INC COM 74144T108 602 6169 SH SOLE 6169 0 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 6521 5892000 PRN DFND 1 0 5892000 0 PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 100 90000 PRN OTR 4 0 90000 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 32816 32836000 PRN OTR 1 0 32836000 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 15646 15655000 PRN SOLE 15655000 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 1031 32886 SH OTR 1 0 32886 0 PRINCIPAL FINL GROUP INC COM 74251V102 145 4626 SH SOLE 4626 0 0 PRINCIPIA BIOPHARMA INC COM 74257L108 368 6200 SH OTR 1 0 6200 0 PRINCIPIA BIOPHARMA INC COM 74257L108 83 1400 SH SOLE 1400 0 0 PROCTER & GAMBLE CO COM 742718109 51812 471018 SH OTR 1 0 471018 0 PROCTER & GAMBLE CO COM 742718109 3517 31972 SH OTR 5 0 31972 0 PROCTER & GAMBLE CO COM 742718109 9066 82415 SH SOLE 82415 0 0 PROGRESS SOFTWARE CORP COM 743312100 2323 72606 SH OTR 1 0 72606 0 PROGRESS SOFTWARE CORP COM 743312100 503 15726 SH SOLE 15726 0 0 PROGRESSIVE CORP OHIO COM 743315103 6758 91524 SH OTR 1 0 91524 0 PROGRESSIVE CORP OHIO COM 743315103 1129 15288 SH SOLE 15288 0 0 PROLOGIS INC. COM 74340W103 1779 22130 SH SOLE 22130 0 0 PROLOGIS INC. COM 74340W103 12958 161232 SH OTR 1 0 161232 0 PROLOGIS INC. COM 74340W103 915 11386 SH OTR 5 0 11386 0 PROPETRO HLDG CORP COM 74347M108 188 75044 SH OTR 1 0 75044 0 PROPETRO HLDG CORP COM 74347M108 39 15500 SH SOLE 15500 0 0 PROS HOLDINGS INC COM 74346Y103 239 7700 SH OTR 1 0 7700 0 PROS HOLDINGS INC COM 74346Y103 50 1600 SH SOLE 1600 0 0 PROVIDENT FINL SVCS INC COM 74386T105 129 10000 SH OTR 1 0 10000 0 PROVIDENT FINL SVCS INC COM 74386T105 31 2400 SH SOLE 2400 0 0 PRUDENTIAL FINL INC COM 744320102 4605 88317 SH OTR 1 0 88317 0 PRUDENTIAL FINL INC COM 744320102 611 11723 SH SOLE 11723 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 1561 11521 SH OTR 1 0 11521 0 PS BUSINESS PKS INC CALIF COM 69360J107 339 2500 SH SOLE 2500 0 0 PTC THERAPEUTICS INC COM 69366J200 1752 39283 SH OTR 1 0 39283 0 PTC THERAPEUTICS INC COM 69366J200 385 8627 SH SOLE 8627 0 0 PUBLIC STORAGE COM 74460D109 7396 37237 SH OTR 1 0 37237 0 PUBLIC STORAGE COM 74460D109 634 3192 SH OTR 5 0 3192 0 PUBLIC STORAGE COM 74460D109 939 4730 SH SOLE 4730 0 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 5250 116898 SH OTR 1 0 116898 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 585 13034 SH SOLE 13034 0 0 PULTE GROUP INC COM 745867101 7742 346872 SH OTR 1 0 346872 0 PULTE GROUP INC COM 745867101 659 29520 SH OTR 5 0 29520 0 PULTE GROUP INC COM 745867101 342 15309 SH SOLE 15309 0 0 PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 3049 255603 SH SOLE 255603 0 0 PVH CORPORATION COM 693656100 355 9434 SH OTR 1 0 9434 0 PVH CORPORATION COM 693656100 66 1752 SH SOLE 1752 0 0 Q2 HLDGS INC COM 74736L109 183 3100 SH SOLE 3100 0 0 Q2 HLDGS INC COM 74736L109 833 14100 SH OTR 1 0 14100 0 Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 83 70000 PRN SOLE 70000 0 0 QCR HOLDINGS INC COM 74727A104 430 15900 SH OTR 1 0 15900 0 QCR HOLDINGS INC COM 74727A104 92 3400 SH SOLE 3400 0 0 QORVO INC COM 74736K101 18637 231139 SH OTR 1 0 231139 0 QORVO INC COM 74736K101 1043 12930 SH OTR 5 0 12930 0 QORVO INC COM 74736K101 726 9000 SH SOLE 9000 0 0 QTS RLTY TR INC COM CL A 74736A103 1265 21800 SH OTR 1 0 21800 0 QTS RLTY TR INC COM CL A 74736A103 278 4800 SH SOLE 4800 0 0 QUALCOMM INC COM 747525103 30433 449857 SH OTR 1 0 449857 0 QUALCOMM INC COM 747525103 2889 42703 SH SOLE 42703 0 0 QUALCOMM INC COM 747525103 1668 24657 SH OTR 5 0 24657 0 QUANEX BUILDING PRODUCTS COR COM 747619104 102 10072 SH OTR 1 0 10072 0 QUANEX BUILDING PRODUCTS COR COM 747619104 22 2200 SH SOLE 2200 0 0 QUANTA SVCS INC COM 74762E102 572 18033 SH OTR 1 0 18033 0 QUANTA SVCS INC COM 74762E102 106 3351 SH SOLE 3351 0 0 QUEST DIAGNOSTICS INC COM 74834L100 1371 17073 SH OTR 1 0 17073 0 QUEST DIAGNOSTICS INC COM 74834L100 294 3662 SH SOLE 3662 0 0 QUIDEL CORP COM 74838J101 3502 35800 SH OTR 1 0 35800 0 QUIDEL CORP COM 74838J101 763 7800 SH SOLE 7800 0 0 QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 13054 14543000 PRN OTR 1 0 14543000 0 QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 3227 3595000 PRN SOLE 3595000 0 0 QURATE RETAIL INC COM SER A 74915M100 5840 956606 SH OTR 1 0 956606 0 R1 RCM INC COM 749397105 95 10500 SH OTR 1 0 10500 0 R1 RCM INC COM 749397105 23 2500 SH SOLE 2500 0 0 RA PHARMACEUTICALS INC COM 74933V108 1008 21000 SH OTR 1 0 21000 0 RA PHARMACEUTICALS INC COM 74933V108 211 4400 SH SOLE 4400 0 0 RADIAN GROUP INC COM 750236101 2314 178707 SH OTR 1 0 178707 0 RADIAN GROUP INC COM 750236101 505 39000 SH SOLE 39000 0 0 RADIUS HEALTH INC COM NEW 750469207 626 48139 SH OTR 1 0 48139 0 RADIUS HEALTH INC COM NEW 750469207 136 10449 SH SOLE 10449 0 0 RADNET INC COM 750491102 778 74006 SH OTR 1 0 74006 0 RADNET INC COM 750491102 161 15286 SH SOLE 15286 0 0 RALPH LAUREN CORP CL A 751212101 424 6343 SH OTR 1 0 6343 0 RALPH LAUREN CORP CL A 751212101 78 1174 SH SOLE 1174 0 0 RAMBUS INC DEL COM 750917106 1655 149100 SH OTR 1 0 149100 0 RAMBUS INC DEL COM 750917106 380 34200 SH SOLE 34200 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 16052 16548000 PRN OTR 1 0 16548000 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 1716 1769000 PRN SOLE 1769000 0 0 RAPID7 INC COM 753422104 685 15800 SH OTR 1 0 15800 0 RAPID7 INC COM 753422104 147 3400 SH SOLE 3400 0 0 RAPID7 INC NOTE 1.250% 8/0 753422AB0 67 55000 PRN SOLE 55000 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 1047 16563 SH OTR 1 0 16563 0 RAYMOND JAMES FINANCIAL INC COM 754730109 220 3474 SH SOLE 3474 0 0 RAYONIER INC COM 754907103 13 536 SH SOLE 536 0 0 RAYONIER INC COM 754907103 1247 52938 SH OTR 1 0 52938 0 RAYTHEON CO COM NEW 755111507 9635 73467 SH OTR 1 0 73467 0 RAYTHEON CO COM NEW 755111507 791 6029 SH OTR 5 0 6029 0 RAYTHEON CO COM NEW 755111507 1401 10686 SH SOLE 10686 0 0 RBB BANCORP COM 74930B105 1171 85386 SH OTR 1 0 85386 0 RBB BANCORP COM 74930B105 256 18649 SH SOLE 18649 0 0 RCI HOSPITALITY HLDGS INC COM 74934Q108 295 29600 SH OTR 1 0 29600 0 RCI HOSPITALITY HLDGS INC COM 74934Q108 61 6100 SH SOLE 6100 0 0 RE MAX HLDGS INC CL A 75524W108 44 2000 SH SOLE 2000 0 0 RE MAX HLDGS INC CL A 75524W108 195 8900 SH OTR 1 0 8900 0 REALPAGE INC NOTE 1.500%11/1 75606NAB5 103 75000 PRN SOLE 75000 0 0 REALTY INCOME CORP COM 756109104 462 9273 SH SOLE 9273 0 0 REALTY INCOME CORP COM 756109104 4102 82269 SH OTR 1 0 82269 0 REATA PHARMACEUTICALS INC CL A 75615P103 967 6700 SH OTR 1 0 6700 0 REATA PHARMACEUTICALS INC CL A 75615P103 217 1500 SH SOLE 1500 0 0 RED ROCK RESORTS INC CL A 75700L108 250 29200 SH OTR 1 0 29200 0 RED ROCK RESORTS INC CL A 75700L108 62 7200 SH SOLE 7200 0 0 REDFIN CORP COM 75737F108 382 24800 SH OTR 1 0 24800 0 REDFIN CORP COM 75737F108 83 5400 SH SOLE 5400 0 0 REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 52 80000 PRN SOLE 80000 0 0 REGAL BELOIT CORP COM 758750103 285 4528 SH SOLE 4528 0 0 REGAL BELOIT CORP COM 758750103 5469 86885 SH OTR 1 0 86885 0 REGENCY CTRS CORP COM 758849103 967 25171 SH OTR 1 0 25171 0 REGENCY CTRS CORP COM 758849103 194 5043 SH SOLE 5043 0 0 REGENERON PHARMACEUTICALS COM 75886F107 15143 31012 SH OTR 1 0 31012 0 REGENERON PHARMACEUTICALS COM 75886F107 143 293 SH OTR 5 0 293 0 REGENERON PHARMACEUTICALS COM 75886F107 1235 2529 SH SOLE 2529 0 0 REGENXBIO INC COM 75901B107 858 26512 SH OTR 1 0 26512 0 REGENXBIO INC COM 75901B107 190 5857 SH SOLE 5857 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 1104 123069 SH OTR 1 0 123069 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 238 26493 SH SOLE 26493 0 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 4 43 SH SOLE 43 0 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 1459 17346 SH OTR 1 0 17346 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 16 181 SH SOLE 181 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 258 2945 SH OTR 5 0 2945 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 1125 12844 SH OTR 1 0 12844 0 RENT A CTR INC NEW COM 76009N100 736 52071 SH OTR 1 0 52071 0 RENT A CTR INC NEW COM 76009N100 165 11700 SH SOLE 11700 0 0 REPLIGEN CORP COM 759916109 1747 18100 SH OTR 1 0 18100 0 REPLIGEN CORP COM 759916109 386 4000 SH SOLE 4000 0 0 REPUBLIC BANCORP KY CL A 760281204 714 21631 SH OTR 1 0 21631 0 REPUBLIC BANCORP KY CL A 760281204 159 4811 SH SOLE 4811 0 0 REPUBLIC SVCS INC COM 760759100 424 5650 SH SOLE 5650 0 0 REPUBLIC SVCS INC COM 760759100 5729 76322 SH OTR 1 0 76322 0 REPUBLIC SVCS INC COM 760759100 454 6052 SH OTR 5 0 6052 0 RESIDEO TECHNOLOGIES INC COM 76118Y104 257 53200 SH OTR 1 0 53200 0 RESIDEO TECHNOLOGIES INC COM 76118Y104 167 34561 SH SOLE 34561 0 0 RESMED INC COM 761152107 3749 25452 SH OTR 1 0 25452 0 RESMED INC COM 761152107 565 3836 SH SOLE 3836 0 0 RETAIL PPTYS AMER INC CL A 76131V202 26 5100 SH OTR 1 0 5100 0 RETAIL PPTYS AMER INC CL A 76131V202 30 5895 SH SOLE 5895 0 0 RETAIL VALUE INC COM 76133Q102 335 27315 SH OTR 1 0 27315 0 RETAIL VALUE INC COM 76133Q102 69 5671 SH SOLE 5671 0 0 RETROPHIN INC COM 761299106 822 56373 SH OTR 1 0 56373 0 RETROPHIN INC COM 761299106 180 12327 SH SOLE 12327 0 0 REXFORD INDL RLTY INC COM 76169C100 2871 70000 SH OTR 1 0 70000 0 REXFORD INDL RLTY INC COM 76169C100 632 15400 SH SOLE 15400 0 0 RH COM 74967X103 70 700 SH SOLE 700 0 0 RH COM 74967X103 342 3400 SH OTR 1 0 3400 0 RIBBON COMMUNICATIONS INC COM 762544104 900 297100 SH OTR 1 0 297100 0 RIBBON COMMUNICATIONS INC COM 762544104 198 65500 SH SOLE 65500 0 0 RINGCENTRAL INC CL A 76680R206 3112 14687 SH OTR 1 0 14687 0 RINGCENTRAL INC CL A 76680R206 64 300 SH SOLE 300 0 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 8888 3390000 PRN SOLE 3390000 0 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 11632 4441000 PRN DFND 1 0 4441000 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 44626 17021000 PRN OTR 1 0 17021000 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 181 69000 PRN OTR 4 0 69000 0 RITE AID CORP COM 767754872 195 13000 SH OTR 1 0 13000 0 RITE AID CORP COM 767754872 45 3000 SH SOLE 3000 0 0 RIVERVIEW BANCORP INC COM 769397100 156 31100 SH OTR 1 0 31100 0 RIVERVIEW BANCORP INC COM 769397100 35 7000 SH SOLE 7000 0 0 RLJ LODGING TR COM 74965L101 588 76200 SH OTR 1 0 76200 0 RLJ LODGING TR COM 74965L101 120 15500 SH SOLE 15500 0 0 RMR GROUP INC CL A 74967R106 1586 58809 SH OTR 1 0 58809 0 RMR GROUP INC CL A 74967R106 344 12770 SH SOLE 12770 0 0 ROBERT HALF INTL INC COM 770323103 4467 118324 SH OTR 1 0 118324 0 ROBERT HALF INTL INC COM 770323103 103 2739 SH SOLE 2739 0 0 ROCKWELL AUTOMATION INC COM 773903109 476 3152 SH SOLE 3152 0 0 ROCKWELL AUTOMATION INC COM 773903109 2248 14894 SH OTR 1 0 14894 0 ROCKY BRANDS INC COM 774515100 344 17779 SH SOLE 17779 0 0 ROCKY BRANDS INC COM 774515100 1541 79645 SH OTR 1 0 79645 0 ROGERS CORP COM 775133101 378 4000 SH OTR 1 0 4000 0 ROGERS CORP COM 775133101 76 800 SH SOLE 800 0 0 ROKU INC COM CL A 77543R102 1467 16766 SH OTR 1 0 16766 0 ROKU INC COM CL A 77543R102 17 200 SH SOLE 200 0 0 ROLLINS INC COM 775711104 646 17885 SH OTR 1 0 17885 0 ROLLINS INC COM 775711104 120 3332 SH SOLE 3332 0 0 ROPER TECHNOLOGIES INC COM 776696106 5648 18113 SH OTR 1 0 18113 0 ROPER TECHNOLOGIES INC COM 776696106 873 2801 SH SOLE 2801 0 0 ROSS STORES INC COM 778296103 5569 64039 SH OTR 1 0 64039 0 ROSS STORES INC COM 778296103 15 174 SH OTR 5 0 174 0 ROSS STORES INC COM 778296103 841 9670 SH SOLE 9670 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 291 43600 SH OTR 1 0 43600 0 RUTHS HOSPITALITY GROUP INC COM 783332109 61 9200 SH SOLE 9200 0 0 RYERSON HLDG CORP COM 783754104 350 65700 SH OTR 1 0 65700 0 RYERSON HLDG CORP COM 783754104 80 15100 SH SOLE 15100 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 893 24900 SH OTR 1 0 24900 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 197 5500 SH SOLE 5500 0 0 S&P GLOBAL INC COM 78409V104 1805 7365 SH SOLE 7365 0 0 S&P GLOBAL INC COM 78409V104 23625 96410 SH OTR 1 0 96410 0 S&P GLOBAL INC COM 78409V104 1067 4354 SH OTR 5 0 4354 0 SABRA HEALTH CARE REIT INC COM 78573L106 326 29833 SH SOLE 29833 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 10 901 SH OTR 5 0 901 0 SABRA HEALTH CARE REIT INC COM 78573L106 1422 130200 SH OTR 1 0 130200 0 SABRE CORP COM 78573M104 849 143193 SH OTR 1 0 143193 0 SAILPOINT TECHNLGIES HLDGS I COM 78781P105 344 22600 SH OTR 1 0 22600 0 SAILPOINT TECHNLGIES HLDGS I COM 78781P105 79 5200 SH SOLE 5200 0 0 SALESFORCE COM INC COM 79466L302 32855 228192 SH OTR 1 0 228192 0 SALESFORCE COM INC COM 79466L302 1241 8622 SH OTR 5 0 8622 0 SALESFORCE COM INC COM 79466L302 3957 27486 SH SOLE 27486 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 1766 19750 SH OTR 1 0 19750 0 SANFILIPPO JOHN B & SON INC COM 800422107 367 4100 SH SOLE 4100 0 0 SANGAMO THERAPEUTICS INC COM 800677106 742 116533 SH OTR 1 0 116533 0 SANGAMO THERAPEUTICS INC COM 800677106 160 25149 SH SOLE 25149 0 0 SANMINA CORPORATION COM 801056102 571 20928 SH SOLE 20928 0 0 SANMINA CORPORATION COM 801056102 2647 97047 SH OTR 1 0 97047 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 205 135000 PRN SOLE 135000 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 19627 72700 SH OTR 1 0 72700 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 627 2322 SH OTR 5 0 2322 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 996 3691 SH SOLE 3691 0 0 SCANSOURCE INC COM 806037107 483 22600 SH OTR 1 0 22600 0 SCANSOURCE INC COM 806037107 101 4700 SH SOLE 4700 0 0 SCHLUMBERGER LTD COM 806857108 175 12940 SH OTR 5 0 12940 0 SCHLUMBERGER LTD COM 806857108 531 39390 SH SOLE 39390 0 0 SCHLUMBERGER LTD COM 806857108 4207 311880 SH OTR 1 0 311880 0 SCHNEIDER NATIONAL INC CL B 80689H102 5701 294773 SH OTR 1 0 294773 0 SCHNEIDER NATIONAL INC CL B 80689H102 353 18266 SH SOLE 18266 0 0 SCHWAB CHARLES CORP COM 808513105 6058 180181 SH OTR 1 0 180181 0 SCHWAB CHARLES CORP COM 808513105 1016 30234 SH SOLE 30234 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 2082 27900 SH OTR 1 0 27900 0 SCIENCE APPLICATNS INTL CP N COM 808625107 455 6100 SH SOLE 6100 0 0 SEABOARD CORP COM 811543107 236 84 SH OTR 1 0 84 0 SEALED AIR CORP NEW COM 81211K100 486 19649 SH OTR 1 0 19649 0 SEALED AIR CORP NEW COM 81211K100 90 3644 SH SOLE 3644 0 0 SELECT INTERIOR CONCEPTS INC CL A 816120307 287 138700 SH OTR 1 0 138700 0 SELECT INTERIOR CONCEPTS INC CL A 816120307 68 32900 SH SOLE 32900 0 0 SELECT MED HLDGS CORP COM 81619Q105 447 29800 SH SOLE 29800 0 0 SELECT MED HLDGS CORP COM 81619Q105 2046 136400 SH OTR 1 0 136400 0 SEMPRA ENERGY COM 816851109 5069 44862 SH OTR 1 0 44862 0 SEMPRA ENERGY COM 816851109 818 7244 SH SOLE 7244 0 0 SENECA FOODS CORP NEW CL A 817070501 1188 29867 SH OTR 1 0 29867 0 SENECA FOODS CORP NEW CL A 817070501 259 6500 SH SOLE 6500 0 0 SERVICENOW INC COM 81762P102 1585 5529 SH SOLE 5529 0 0 SERVICENOW INC COM 81762P102 9129 31856 SH OTR 1 0 31856 0 SERVICENOW INC COM 81762P102 60 208 SH OTR 5 0 208 0 SERVICENOW INC NOTE 6/0 81762PAC6 10743 5041000 PRN SOLE 5041000 0 0 SERVICENOW INC NOTE 6/0 81762PAC6 143 67000 PRN OTR 4 0 67000 0 SERVICENOW INC NOTE 6/0 81762PAC6 9168 4307000 PRN DFND 1 0 4307000 0 SERVICENOW INC NOTE 6/0 81762PAC6 31718 14883000 PRN OTR 1 0 14883000 0 SHAKE SHACK INC CL A 819047101 313 8300 SH OTR 1 0 8300 0 SHAKE SHACK INC CL A 819047101 68 1800 SH SOLE 1800 0 0 SHERWIN WILLIAMS CO COM 824348106 6896 15007 SH OTR 1 0 15007 0 SHERWIN WILLIAMS CO COM 824348106 351 764 SH OTR 5 0 764 0 SHERWIN WILLIAMS CO COM 824348106 1386 3017 SH SOLE 3017 0 0 SIGA TECHNOLOGIES INC COM 826917106 177 37107 SH OTR 1 0 37107 0 SIGA TECHNOLOGIES INC COM 826917106 36 7600 SH SOLE 7600 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 2092 26024 SH OTR 1 0 26024 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 2152 1945000 PRN DFND 1 0 1945000 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 2886 2600000 PRN SOLE 2600000 0 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 25334 22821000 PRN OTR 1 0 22821000 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 34 31000 PRN OTR 4 0 31000 0 SIMON PPTY GROUP INC NEW COM 828806109 3352 61101 SH OTR 1 0 61101 0 SIMON PPTY GROUP INC NEW COM 828806109 10 182 SH OTR 5 0 182 0 SIMON PPTY GROUP INC NEW COM 828806109 514 9373 SH SOLE 9373 0 0 SIMPLY GOOD FOODS CO COM 82900L102 366 19000 SH OTR 1 0 19000 0 SIMPLY GOOD FOODS CO COM 82900L102 77 4000 SH SOLE 4000 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 1934 31200 SH OTR 1 0 31200 0 SIMPSON MANUFACTURING CO INC COM 829073105 415 6700 SH SOLE 6700 0 0 SITEONE LANDSCAPE SUPPLY INC COM 82982L103 876 11900 SH OTR 1 0 11900 0 SITEONE LANDSCAPE SUPPLY INC COM 82982L103 184 2500 SH SOLE 2500 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 626 49885 SH OTR 1 0 49885 0 SJW GROUP COM 784305104 2346 40603 SH OTR 1 0 40603 0 SJW GROUP COM 784305104 514 8899 SH SOLE 8899 0 0 SKECHERS U S A INC CL A 830566105 7876 331770 SH OTR 1 0 331770 0 SKECHERS U S A INC CL A 830566105 654 27545 SH OTR 5 0 27545 0 SKECHERS U S A INC CL A 830566105 483 20349 SH SOLE 20349 0 0 SKYLINE CHAMPION CORPORATION COM 830830105 299 19100 SH OTR 1 0 19100 0 SKYLINE CHAMPION CORPORATION COM 830830105 52 3300 SH SOLE 3300 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 650 7267 SH OTR 5 0 7267 0 SKYWORKS SOLUTIONS INC COM 83088M102 625 6994 SH SOLE 6994 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 10116 113177 SH OTR 1 0 113177 0 SL GREEN RLTY CORP COM 78440X101 102 2356 SH SOLE 2356 0 0 SL GREEN RLTY CORP COM 78440X101 434 10062 SH OTR 1 0 10062 0 SLEEP NUMBER CORP COM 83125X103 1136 59300 SH OTR 1 0 59300 0 SLEEP NUMBER CORP COM 83125X103 245 12800 SH SOLE 12800 0 0 SLM CORP COM 78442P106 6093 847454 SH OTR 1 0 847454 0 SLM CORP COM 78442P106 606 84239 SH OTR 5 0 84239 0 SLM CORP COM 78442P106 450 62588 SH SOLE 62588 0 0 SMARTFINANCIAL INC COM NEW 83190L208 596 39164 SH OTR 1 0 39164 0 SMARTFINANCIAL INC COM NEW 83190L208 131 8601 SH SOLE 8601 0 0 SMITH A O CORP COM 831865209 122 3234 SH SOLE 3234 0 0 SMITH A O CORP COM 831865209 664 17570 SH OTR 1 0 17570 0 SMUCKER J M CO COM NEW 832696405 340 3062 SH SOLE 3062 0 0 SMUCKER J M CO COM NEW 832696405 1605 14456 SH OTR 1 0 14456 0 SNAP ON INC COM 833034101 763 7010 SH OTR 1 0 7010 0 SNAP ON INC COM 833034101 141 1298 SH SOLE 1298 0 0 SOUTH PLAINS FINANCIAL INC COM 83946P107 380 24500 SH OTR 1 0 24500 0 SOUTH PLAINS FINANCIAL INC COM 83946P107 87 5600 SH SOLE 5600 0 0 SOUTHERN CO COM 842587107 10985 202893 SH OTR 1 0 202893 0 SOUTHERN CO COM 842587107 612 11301 SH OTR 5 0 11301 0 SOUTHERN CO COM 842587107 1750 32319 SH SOLE 32319 0 0 SOUTHERN COPPER CORP COM 84265V105 1366 48504 SH OTR 1 0 48504 0 SOUTHWEST AIRLS CO COM 844741108 3373 94718 SH OTR 1 0 94718 0 SOUTHWEST AIRLS CO COM 844741108 398 11183 SH SOLE 11183 0 0 SPARK ENERGY INC CL A COM 846511103 189 30101 SH SOLE 30101 0 0 SPARK ENERGY INC CL A COM 846511103 868 138364 SH OTR 1 0 138364 0 SPARTANNASH CO COM 847215100 596 41600 SH OTR 1 0 41600 0 SPARTANNASH CO COM 847215100 117 8200 SH SOLE 8200 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 26321 177786 SH OTR 1 0 177786 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 25956 100701 SH OTR 1 0 100701 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 464816 1803358 SH OTR 3 0 1803358 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 2132 8272 SH OTR 5 0 8272 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 13261 51451 SH SOLE 51451 0 0 SPDR SER TR BLMBRG BRC CNVRT 78464A359 241 5042 SH DFND 1 0 5042 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 192 8030 SH SOLE 8030 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 4676 195396 SH OTR 1 0 195396 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 199 210000 PRN SOLE 210000 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 30570 28356000 PRN OTR 1 0 28356000 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 9268 8597000 PRN SOLE 8597000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 5431 4915000 PRN DFND 1 0 4915000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 85 77000 PRN OTR 4 0 77000 0 SPROUTS FMRS MKT INC COM 85208M102 7564 406883 SH OTR 1 0 406883 0 SPROUTS FMRS MKT INC COM 85208M102 604 32500 SH SOLE 32500 0 0 SPS COMMERCE INC COM 78463M107 538 11564 SH SOLE 11564 0 0 SPS COMMERCE INC COM 78463M107 2461 52908 SH OTR 1 0 52908 0 SPX CORP COM 784635104 2138 65500 SH OTR 1 0 65500 0 SPX CORP COM 784635104 463 14200 SH SOLE 14200 0 0 SQUARE INC NOTE 0.375% 3/0 852234AB9 58 25000 PRN SOLE 25000 0 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 10038 9689000 PRN OTR 1 0 9689000 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 4027 3887000 PRN SOLE 3887000 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 5852 133548 SH OTR 1 0 133548 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 476 10867 SH SOLE 10867 0 0 STAG INDL INC COM 85254J102 345 15300 SH OTR 1 0 15300 0 STAG INDL INC COM 85254J102 74 3300 SH SOLE 3300 0 0 STAMPS COM INC COM NEW 852857200 572 4400 SH SOLE 4400 0 0 STAMPS COM INC COM NEW 852857200 2784 21400 SH OTR 1 0 21400 0 STANLEY BLACK & DECKER INC COM 854502101 414 4135 SH SOLE 4135 0 0 STANLEY BLACK & DECKER INC COM 854502101 91 906 SH OTR 5 0 906 0 STANLEY BLACK & DECKER INC COM 854502101 2571 25714 SH OTR 1 0 25714 0 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 3377 46480 SH DFND 1 0 46480 0 STANLEY BLACK & DECKER INC UNIT 05/15/2020 854502887 52 718 SH OTR 4 0 718 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 20947 297200 SH OTR 1 0 297200 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 5046 71600 SH SOLE 71600 0 0 STARBUCKS CORP COM 855244109 17427 265087 SH OTR 1 0 265087 0 STARBUCKS CORP COM 855244109 54 826 SH OTR 5 0 826 0 STARBUCKS CORP COM 855244109 2030 30876 SH SOLE 30876 0 0 STATE STR CORP COM 857477103 992 18621 SH OTR 5 0 18621 0 STATE STR CORP COM 857477103 1158 21737 SH SOLE 21737 0 0 STATE STR CORP COM 857477103 11192 210097 SH OTR 1 0 210097 0 STEEL DYNAMICS INC COM 858119100 146 6498 SH SOLE 6498 0 0 STEEL DYNAMICS INC COM 858119100 97 4300 SH OTR 1 0 4300 0 STEELCASE INC CL A 858155203 1625 164628 SH OTR 1 0 164628 0 STEELCASE INC CL A 858155203 355 36000 SH SOLE 36000 0 0 STERLING BANCORP INC COM 85917W102 329 76422 SH OTR 1 0 76422 0 STERLING BANCORP INC COM 85917W102 71 16500 SH SOLE 16500 0 0 STERLING CONSTRUCTION CO INC COM 859241101 271 28526 SH OTR 1 0 28526 0 STERLING CONSTRUCTION CO INC COM 859241101 64 6700 SH SOLE 6700 0 0 STEWART INFORMATION SVCS COR COM 860372101 206 7718 SH SOLE 7718 0 0 STEWART INFORMATION SVCS COR COM 860372101 919 34462 SH OTR 1 0 34462 0 STIFEL FINL CORP COM 860630102 512 12400 SH SOLE 12400 0 0 STIFEL FINL CORP COM 860630102 2365 57300 SH OTR 1 0 57300 0 STRYKER CORP COM 863667101 6839 41079 SH OTR 1 0 41079 0 STRYKER CORP COM 863667101 1402 8422 SH SOLE 8422 0 0 SUMMIT MATLS INC CL A 86614U100 411 27400 SH OTR 1 0 27400 0 SUMMIT MATLS INC CL A 86614U100 86 5700 SH SOLE 5700 0 0 SUN CMNTYS INC COM 866674104 3170 25394 SH OTR 1 0 25394 0 SUN CMNTYS INC COM 866674104 50 400 SH SOLE 400 0 0 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 125 130000 PRN SOLE 130000 0 0 SUNRUN INC COM 86771W105 75 7400 SH SOLE 7400 0 0 SUNRUN INC COM 86771W105 342 33900 SH OTR 1 0 33900 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 867 99598 SH OTR 1 0 99598 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 177 20323 SH SOLE 20323 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 482 26800 SH OTR 1 0 26800 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 110 6100 SH SOLE 6100 0 0 SVB FINANCIAL GROUP COM 78486Q101 992 6567 SH OTR 1 0 6567 0 SVB FINANCIAL GROUP COM 78486Q101 216 1430 SH SOLE 1430 0 0 SVMK INC COM 78489X103 280 20700 SH OTR 1 0 20700 0 SVMK INC COM 78489X103 61 4500 SH SOLE 4500 0 0 SYNAPTICS INC COM 87157D109 2409 41629 SH OTR 1 0 41629 0 SYNAPTICS INC COM 87157D109 523 9036 SH SOLE 9036 0 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 120 115000 PRN SOLE 115000 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 148 48400 SH SOLE 48400 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 703 230400 SH OTR 1 0 230400 0 SYNCHRONY FINL COM 87165B103 9470 588545 SH OTR 1 0 588545 0 SYNCHRONY FINL COM 87165B103 688 42764 SH OTR 5 0 42764 0 SYNCHRONY FINL COM 87165B103 657 40852 SH SOLE 40852 0 0 SYNEOS HEALTH INC CL A 87166B102 690 17500 SH OTR 1 0 17500 0 SYNEOS HEALTH INC CL A 87166B102 162 4100 SH SOLE 4100 0 0 SYNNEX CORP COM 87162W100 8809 120505 SH OTR 1 0 120505 0 SYNNEX CORP COM 87162W100 622 8504 SH OTR 5 0 8504 0 SYNNEX CORP COM 87162W100 320 4381 SH SOLE 4381 0 0 SYNOPSYS INC COM 871607107 19773 153531 SH OTR 1 0 153531 0 SYNOPSYS INC COM 871607107 1099 8530 SH OTR 5 0 8530 0 SYNOPSYS INC COM 871607107 685 5318 SH SOLE 5318 0 0 SYNOVUS FINL CORP COM NEW 87161C501 2227 126846 SH OTR 1 0 126846 0 SYNOVUS FINL CORP COM NEW 87161C501 223 12700 SH SOLE 12700 0 0 SYSCO CORP COM 871829107 3042 66672 SH OTR 1 0 66672 0 SYSCO CORP COM 871829107 650 14246 SH SOLE 14246 0 0 T MOBILE US INC COM 872590104 4475 53341 SH OTR 1 0 53341 0 T MOBILE US INC COM 872590104 702 8364 SH SOLE 8364 0 0 TABULA RASA HEALTHCARE INC COM 873379101 199 3800 SH OTR 1 0 3800 0 TABULA RASA HEALTHCARE INC COM 873379101 47 900 SH SOLE 900 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 5 107 SH DFND 1 0 107 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 6206 129854 SH SOLE 129854 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 8587 179691 SH OTR 1 0 179691 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 13802 116364 SH OTR 1 0 116364 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1109 9346 SH OTR 5 0 9346 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 779 6566 SH SOLE 6566 0 0 TAL EDUCATION GROUP SPONSORED ADS 874080104 229 4300 SH OTR 1 0 4300 0 TAL EDUCATION GROUP SPONSORED ADS 874080104 69 1300 SH SOLE 1300 0 0 TALOS ENERGY INC COM 87484T108 16484 2866839 SH OTR 1 0 2866839 0 TALOS ENERGY INC COM 87484T108 36 6187 SH OTR 5 0 6187 0 TALOS ENERGY INC COM 87484T108 4028 700588 SH SOLE 700588 0 0 TANDEM DIABETES CARE INC COM NEW 875372203 1216 18900 SH OTR 1 0 18900 0 TANDEM DIABETES CARE INC COM NEW 875372203 264 4100 SH SOLE 4100 0 0 TAPESTRY INC COM 876030107 100 7691 SH SOLE 7691 0 0 TAPESTRY INC COM 876030107 456 35203 SH OTR 1 0 35203 0 TARGET CORP COM 87612E106 19559 210375 SH OTR 1 0 210375 0 TARGET CORP COM 87612E106 1265 13610 SH OTR 5 0 13610 0 TARGET CORP COM 87612E106 2036 21897 SH SOLE 21897 0 0 TAYLOR MORRISON HOME CORP COM 87724P106 938 85300 SH OTR 1 0 85300 0 TAYLOR MORRISON HOME CORP COM 87724P106 196 17800 SH SOLE 17800 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 1379 39799 SH OTR 1 0 39799 0 TECH DATA CORP COM 878237106 118 900 SH SOLE 900 0 0 TECH DATA CORP COM 878237106 1492 11402 SH OTR 1 0 11402 0 TECH DATA CORP COM 878237106 85 650 SH OTR 5 0 650 0 TELADOC HEALTH INC COM 87918A105 899 5800 SH SOLE 5800 0 0 TELADOC HEALTH INC COM 87918A105 4077 26300 SH OTR 1 0 26300 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 57796 19852000 PRN OTR 1 0 19852000 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 17791 6111000 PRN SOLE 6111000 0 0 TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 8568 2420000 PRN DFND 1 0 2420000 0 TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 131 37000 PRN OTR 4 0 37000 0 TELEDYNE TECHNOLOGIES INC COM 879360105 2508 8437 SH OTR 1 0 8437 0 TELEDYNE TECHNOLOGIES INC COM 879360105 19 64 SH SOLE 64 0 0 TELEFLEX INCORPORATED COM 879369106 21778 74364 SH OTR 1 0 74364 0 TELEFLEX INCORPORATED COM 879369106 378 1290 SH SOLE 1290 0 0 TELENAV INC COM 879455103 984 227800 SH OTR 1 0 227800 0 TELENAV INC COM 879455103 210 48600 SH SOLE 48600 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 490 29245 SH SOLE 29245 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 4585 273550 SH OTR 1 0 273550 0 TENET HEALTHCARE CORP COM NEW 88033G407 1698 117900 SH OTR 1 0 117900 0 TENET HEALTHCARE CORP COM NEW 88033G407 370 25700 SH SOLE 25700 0 0 TERADATA CORP DEL COM 88076W103 963 47010 SH OTR 1 0 47010 0 TERADYNE INC COM 880770102 2180 40246 SH OTR 1 0 40246 0 TERADYNE INC COM 880770102 191 3530 SH SOLE 3530 0 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 260 145000 PRN SOLE 145000 0 0 TERRAFORM PWR INC COM CL A 88104R209 192 12200 SH SOLE 12200 0 0 TERRAFORM PWR INC COM CL A 88104R209 982 62300 SH OTR 1 0 62300 0 TERRENO RLTY CORP COM 88146M101 176 3400 SH SOLE 3400 0 0 TERRENO RLTY CORP COM 88146M101 766 14800 SH OTR 1 0 14800 0 TESLA INC COM 88160R101 13557 25872 SH OTR 1 0 25872 0 TESLA INC COM 88160R101 615 1173 SH SOLE 1173 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 24102 15661000 PRN OTR 1 0 15661000 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 8058 5236000 PRN SOLE 5236000 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 840 460000 PRN SOLE 460000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 5856 3422000 PRN DFND 1 0 3422000 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 91 53000 PRN OTR 4 0 53000 0 TETRA TECH INC NEW COM 88162G103 449 6358 SH OTR 5 0 6358 0 TETRA TECH INC NEW COM 88162G103 28 400 SH SOLE 400 0 0 TETRA TECH INC NEW COM 88162G103 1562 22114 SH OTR 1 0 22114 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 365 16475 SH OTR 1 0 16475 0 TEXAS INSTRS INC COM 882508104 14121 141313 SH OTR 1 0 141313 0 TEXAS INSTRS INC COM 882508104 30 305 SH OTR 5 0 305 0 TEXAS INSTRS INC COM 882508104 2435 24364 SH SOLE 24364 0 0 TEXAS ROADHOUSE INC COM 882681109 1310 31715 SH OTR 1 0 31715 0 TEXAS ROADHOUSE INC COM 882681109 273 6600 SH SOLE 6600 0 0 TEXTRON INC COM 883203101 8486 318188 SH OTR 1 0 318188 0 TEXTRON INC COM 883203101 523 19597 SH OTR 5 0 19597 0 TEXTRON INC COM 883203101 459 17229 SH SOLE 17229 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 3050 10755 SH SOLE 10755 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 211 745 SH OTR 5 0 745 0 THERMO FISHER SCIENTIFIC INC COM 883556102 17074 60205 SH OTR 1 0 60205 0 THOR INDS INC COM 885160101 380 9000 SH SOLE 9000 0 0 THOR INDS INC COM 885160101 3231 76605 SH OTR 1 0 76605 0 TIFFANY & CO NEW COM 886547108 2889 22310 SH OTR 1 0 22310 0 TIFFANY & CO NEW COM 886547108 330 2546 SH SOLE 2546 0 0 TILLYS INC CL A 886885102 297 72000 SH OTR 1 0 72000 0 TILLYS INC CL A 886885102 66 15900 SH SOLE 15900 0 0 TIMKEN CO COM 887389104 4958 153320 SH OTR 1 0 153320 0 TIMKEN CO COM 887389104 240 7436 SH SOLE 7436 0 0 TIPTREE INC COM 88822Q103 28 5379 SH SOLE 5379 0 0 TIPTREE INC COM 88822Q103 118 22579 SH OTR 1 0 22579 0 TIVO CORP COM 88870P106 957 135100 SH OTR 1 0 135100 0 TIVO CORP COM 88870P106 223 31500 SH SOLE 31500 0 0 TJX COS INC NEW COM 872540109 7853 164255 SH OTR 1 0 164255 0 TJX COS INC NEW COM 872540109 199 4166 SH OTR 5 0 4166 0 TJX COS INC NEW COM 872540109 1531 32021 SH SOLE 32021 0 0 TOLL BROTHERS INC COM 889478103 1106 57469 SH OTR 1 0 57469 0 TOLL BROTHERS INC COM 889478103 115 5964 SH SOLE 5964 0 0 TOPBUILD CORP COM 89055F103 1132 15800 SH OTR 1 0 15800 0 TOPBUILD CORP COM 89055F103 251 3500 SH SOLE 3500 0 0 TRACTOR SUPPLY CO COM 892356106 280 3315 SH SOLE 3315 0 0 TRACTOR SUPPLY CO COM 892356106 1283 15179 SH OTR 1 0 15179 0 TRANSDIGM GROUP INC COM 893641100 484 1513 SH SOLE 1513 0 0 TRANSDIGM GROUP INC COM 893641100 498 1556 SH OTR 5 0 1556 0 TRANSDIGM GROUP INC COM 893641100 6187 19323 SH OTR 1 0 19323 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 642 1848000 PRN DFND 1 0 1848000 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 10 29000 PRN OTR 4 0 29000 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 49 135000 PRN SOLE 135000 0 0 TRANSUNION COM 89400J107 11340 171347 SH OTR 1 0 171347 0 TRANSUNION COM 89400J107 102 1540 SH SOLE 1540 0 0 TRAVELERS COMPANIES INC COM 89417E109 7302 73500 SH OTR 1 0 73500 0 TRAVELERS COMPANIES INC COM 89417E109 715 7192 SH OTR 5 0 7192 0 TRAVELERS COMPANIES INC COM 89417E109 700 7043 SH SOLE 7043 0 0 TRAVELZOO COM NEW 89421Q205 410 104340 SH OTR 1 0 104340 0 TRAVELZOO COM NEW 89421Q205 88 22492 SH SOLE 22492 0 0 TREDEGAR CORP COM 894650100 232 14875 SH SOLE 14875 0 0 TREDEGAR CORP COM 894650100 1089 69703 SH OTR 1 0 69703 0 TREEHOUSE FOODS INC COM 89469A104 1373 31095 SH OTR 1 0 31095 0 TREX CO INC COM 89531P105 1987 24800 SH OTR 1 0 24800 0 TREX CO INC COM 89531P105 441 5500 SH SOLE 5500 0 0 TRI POINTE GROUP INC COM 87265H109 1705 194400 SH OTR 1 0 194400 0 TRI POINTE GROUP INC COM 87265H109 373 42500 SH SOLE 42500 0 0 TRIBUNE PUBG CO NEW COM 89609W107 271 33400 SH OTR 1 0 33400 0 TRIBUNE PUBG CO NEW COM 89609W107 58 7200 SH SOLE 7200 0 0 TRIPADVISOR INC COM 896945201 1566 90043 SH OTR 1 0 90043 0 TRIPADVISOR INC COM 896945201 143 8245 SH SOLE 8245 0 0 TRIPADVISOR INC COM 896945201 12 710 SH OTR 5 0 710 0 TRUIST FINL CORP COM 89832Q109 7181 232849 SH OTR 1 0 232849 0 TRUIST FINL CORP COM 89832Q109 117 3804 SH OTR 5 0 3804 0 TRUIST FINL CORP COM 89832Q109 1115 36142 SH SOLE 36142 0 0 TRUSTCO BK CORP N Y COM 898349105 101 18700 SH OTR 1 0 18700 0 TRUSTCO BK CORP N Y COM 898349105 24 4500 SH SOLE 4500 0 0 TURNING POINT THERAPEUTICS I COM 90041T108 786 17600 SH OTR 1 0 17600 0 TURNING POINT THERAPEUTICS I COM 90041T108 170 3800 SH SOLE 3800 0 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 2732 1951000 PRN SOLE 1951000 0 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 7746 5532000 PRN OTR 1 0 5532000 0 TWITTER INC COM 90184L102 2411 98165 SH OTR 1 0 98165 0 TWITTER INC COM 90184L102 501 20392 SH SOLE 20392 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 247 275000 PRN SOLE 275000 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 242 255000 PRN SOLE 255000 0 0 TYSON FOODS INC CL A 902494103 14157 244636 SH OTR 1 0 244636 0 TYSON FOODS INC CL A 902494103 1087 18779 SH OTR 5 0 18779 0 TYSON FOODS INC CL A 902494103 652 11261 SH SOLE 11261 0 0 UBER TECHNOLOGIES INC COM 90353T100 1556 55732 SH OTR 1 0 55732 0 UBER TECHNOLOGIES INC COM 90353T100 67 2400 SH SOLE 2400 0 0 UDR INC COM 902653104 343 9383 SH SOLE 9383 0 0 UDR INC COM 902653104 2446 66953 SH OTR 1 0 66953 0 ULTA BEAUTY INC COM 90384S303 277 1575 SH SOLE 1575 0 0 ULTA BEAUTY INC COM 90384S303 2821 16053 SH OTR 1 0 16053 0 ULTRA CLEAN HLDGS INC COM 90385V107 351 25400 SH OTR 1 0 25400 0 ULTRA CLEAN HLDGS INC COM 90385V107 77 5600 SH SOLE 5600 0 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 1456 32780 SH OTR 1 0 32780 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 319 7191 SH SOLE 7191 0 0 UMB FINL CORP COM 902788108 1646 35500 SH OTR 1 0 35500 0 UMB FINL CORP COM 902788108 348 7500 SH SOLE 7500 0 0 UNDER ARMOUR INC CL A 904311107 220 23862 SH OTR 1 0 23862 0 UNDER ARMOUR INC CL A 904311107 43 4647 SH SOLE 4647 0 0 UNDER ARMOUR INC CL C 904311206 199 24651 SH OTR 1 0 24651 0 UNDER ARMOUR INC CL C 904311206 51 6279 SH SOLE 6279 0 0 UNION PAC CORP COM 907818108 356 2524 SH OTR 5 0 2524 0 UNION PAC CORP COM 907818108 2987 21180 SH SOLE 21180 0 0 UNION PAC CORP COM 907818108 16615 117801 SH OTR 1 0 117801 0 UNISYS CORP COM NEW 909214306 508 41100 SH OTR 1 0 41100 0 UNISYS CORP COM NEW 909214306 115 9300 SH SOLE 9300 0 0 UNITED AIRLS HLDGS INC COM 910047109 1235 39139 SH OTR 1 0 39139 0 UNITED AIRLS HLDGS INC COM 910047109 163 5178 SH SOLE 5178 0 0 UNITED PARCEL SERVICE INC CL B 911312106 8352 89402 SH OTR 1 0 89402 0 UNITED PARCEL SERVICE INC CL B 911312106 1723 18439 SH SOLE 18439 0 0 UNITED RENTALS INC COM 911363109 217 2113 SH SOLE 2113 0 0 UNITED RENTALS INC COM 911363109 1013 9845 SH OTR 1 0 9845 0 UNITED STATES CELLULAR CORP COM 911684108 521 17800 SH SOLE 17800 0 0 UNITED STATES CELLULAR CORP COM 911684108 1962 66988 SH OTR 1 0 66988 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 8028 84660 SH OTR 1 0 84660 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 510 5377 SH OTR 5 0 5377 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 50 524 SH SOLE 524 0 0 UNITEDHEALTH GROUP INC COM 91324P102 69388 278244 SH OTR 1 0 278244 0 UNITEDHEALTH GROUP INC COM 91324P102 3288 13185 SH OTR 5 0 13185 0 UNITEDHEALTH GROUP INC COM 91324P102 6490 26025 SH SOLE 26025 0 0 UNITI GROUP INC COM 91325V108 276 45800 SH OTR 1 0 45800 0 UNITI GROUP INC COM 91325V108 48 8000 SH SOLE 8000 0 0 UNIVERSAL CORP VA COM 913456109 2231 50460 SH OTR 1 0 50460 0 UNIVERSAL CORP VA COM 913456109 485 10967 SH SOLE 10967 0 0 UNIVERSAL ELECTRS INC COM 913483103 42 1100 SH SOLE 1100 0 0 UNIVERSAL ELECTRS INC COM 913483103 234 6100 SH OTR 1 0 6100 0 UNIVERSAL FST PRODS INC COM 913543104 2536 68200 SH OTR 1 0 68200 0 UNIVERSAL FST PRODS INC COM 913543104 550 14800 SH SOLE 14800 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 181 1800 SH OTR 1 0 1800 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 40 400 SH SOLE 400 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 1414 14276 SH OTR 1 0 14276 0 UNIVERSAL HLTH SVCS INC CL B 913903100 238 2402 SH SOLE 2402 0 0 UNUM GROUP COM 91529Y106 250 16661 SH OTR 5 0 16661 0 UNUM GROUP COM 91529Y106 440 29285 SH SOLE 29285 0 0 UNUM GROUP COM 91529Y106 1855 123584 SH OTR 1 0 123584 0 US BANCORP DEL COM NEW 902973304 7478 217070 SH OTR 1 0 217070 0 US BANCORP DEL COM NEW 902973304 1245 36128 SH SOLE 36128 0 0 US FOODS HLDG CORP COM 912008109 2277 128593 SH OTR 1 0 128593 0 US FOODS HLDG CORP COM 912008109 305 17200 SH SOLE 17200 0 0 USANA HEALTH SCIENCES INC COM 90328M107 2056 35600 SH OTR 1 0 35600 0 USANA HEALTH SCIENCES INC COM 90328M107 445 7700 SH SOLE 7700 0 0 V F CORP COM 918204108 2238 41387 SH OTR 1 0 41387 0 V F CORP COM 918204108 464 8580 SH SOLE 8580 0 0 VALERO ENERGY CORP COM 91913Y100 898 19799 SH OTR 5 0 19799 0 VALERO ENERGY CORP COM 91913Y100 847 18680 SH SOLE 18680 0 0 VALERO ENERGY CORP COM 91913Y100 8017 176736 SH OTR 1 0 176736 0 VANDA PHARMACEUTICALS INC COM 921659108 122 11800 SH SOLE 11800 0 0 VANDA PHARMACEUTICALS INC COM 921659108 549 53022 SH OTR 1 0 53022 0 VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 5341 102200 SH SOLE 102200 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 236799 999910 SH OTR 3 0 999910 0 VAREX IMAGING CORP COM 92214X106 359 15800 SH OTR 1 0 15800 0 VAREX IMAGING CORP COM 92214X106 84 3700 SH SOLE 3700 0 0 VARIAN MED SYS INC COM 92220P105 2088 20342 SH OTR 1 0 20342 0 VARIAN MED SYS INC COM 92220P105 464 4524 SH SOLE 4524 0 0 VARONIS SYS INC COM 922280102 554 8700 SH OTR 1 0 8700 0 VARONIS SYS INC COM 922280102 121 1900 SH SOLE 1900 0 0 VECTOR GROUP LTD COM 92240M108 2049 217568 SH OTR 1 0 217568 0 VECTOR GROUP LTD COM 92240M108 441 46775 SH SOLE 46775 0 0 VECTRUS INC COM 92242T101 1930 46603 SH OTR 1 0 46603 0 VECTRUS INC COM 92242T101 422 10179 SH SOLE 10179 0 0 VEECO INSTRS INC DEL COM 922417100 949 99200 SH OTR 1 0 99200 0 VEECO INSTRS INC DEL COM 922417100 203 21200 SH SOLE 21200 0 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 78 95000 PRN SOLE 95000 0 0 VENTAS INC COM 92276F100 2537 94655 SH OTR 1 0 94655 0 VENTAS INC COM 92276F100 304 11333 SH SOLE 11333 0 0 VERACYTE INC COM 92337F107 335 13800 SH OTR 1 0 13800 0 VERACYTE INC COM 92337F107 75 3100 SH SOLE 3100 0 0 VEREIT INC COM 92339V100 47 9671 SH OTR 1 0 9671 0 VEREIT INC COM 92339V100 43 8830 SH SOLE 8830 0 0 VERINT SYS INC COM 92343X100 142 3300 SH SOLE 3300 0 0 VERINT SYS INC COM 92343X100 593 13800 SH OTR 1 0 13800 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 4380 4543000 PRN DFND 1 0 4543000 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 18335 18918000 PRN OTR 1 0 18918000 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 69 72000 PRN OTR 4 0 72000 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 5591 5769000 PRN SOLE 5769000 0 0 VERISIGN INC COM 92343E102 2384 13240 SH OTR 1 0 13240 0 VERISIGN INC COM 92343E102 513 2851 SH SOLE 2851 0 0 VERISK ANALYTICS INC COM 92345Y106 578 4146 SH SOLE 4146 0 0 VERISK ANALYTICS INC COM 92345Y106 7661 54963 SH OTR 1 0 54963 0 VERIZON COMMUNICATIONS INC COM 92343V104 6268 116655 SH SOLE 116655 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 1283 23877 SH OTR 5 0 23877 0 VERIZON COMMUNICATIONS INC COM 92343V104 34353 639371 SH OTR 1 0 639371 0 VERRA MOBILITY CORP COM 92511U102 182 25500 SH OTR 1 0 25500 0 VERRA MOBILITY CORP COM 92511U102 37 5200 SH SOLE 5200 0 0 VERSO CORP CL A 92531L207 1148 101800 SH OTR 1 0 101800 0 VERSO CORP CL A 92531L207 263 23300 SH SOLE 23300 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 16829 70726 SH OTR 1 0 70726 0 VERTEX PHARMACEUTICALS INC COM 92532F100 1873 7871 SH SOLE 7871 0 0 VIACOMCBS INC CL B 92556H206 957 68320 SH OTR 1 0 68320 0 VIACOMCBS INC CL B 92556H206 205 14617 SH SOLE 14617 0 0 VIAVI SOLUTIONS INC COM 925550105 1861 166000 SH OTR 1 0 166000 0 VIAVI SOLUTIONS INC COM 925550105 444 39600 SH SOLE 39600 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 25656 24248000 PRN OTR 1 0 24248000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 47 45000 PRN OTR 4 0 45000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 4785 4522000 PRN SOLE 4522000 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 3093 2934000 PRN DFND 1 0 2934000 0 VICI PPTYS INC COM 925652109 263 15808 SH OTR 1 0 15808 0 VICI PPTYS INC COM 925652109 18 1100 SH SOLE 1100 0 0 VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 2 117 SH DFND 1 0 117 0 VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 795 51000 SH OTR 1 0 51000 0 VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 8 500 SH SOLE 500 0 0 VISA INC COM CL A 92826C839 69498 431340 SH OTR 1 0 431340 0 VISA INC COM CL A 92826C839 2718 16868 SH OTR 5 0 16868 0 VISA INC COM CL A 92826C839 7384 45830 SH SOLE 45830 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 804 55802 SH OTR 1 0 55802 0 VISHAY INTERTECHNOLOGY INC COM 928298108 158 10999 SH SOLE 10999 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 120 135000 PRN SOLE 135000 0 0 VISTRA ENERGY CORP COM 92840M102 6523 408707 SH OTR 1 0 408707 0 VISTRA ENERGY CORP COM 92840M102 222 13918 SH OTR 2 0 13918 0 VISTRA ENERGY CORP COM 92840M102 517 32400 SH SOLE 32400 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 189 5216 SH SOLE 5216 0 0 VORNADO RLTY TR SH BEN INT 929042109 928 25641 SH OTR 1 0 25641 0 VOYA FINANCIAL INC COM 929089100 5675 139950 SH OTR 1 0 139950 0 VOYA FINANCIAL INC COM 929089100 139 3422 SH SOLE 3422 0 0 VULCAN MATLS CO COM 929160109 1813 16775 SH OTR 1 0 16775 0 VULCAN MATLS CO COM 929160109 378 3496 SH SOLE 3496 0 0 WABTEC COM 929740108 1112 23097 SH OTR 1 0 23097 0 WABTEC COM 929740108 230 4781 SH SOLE 4781 0 0 WADDELL & REED FINL INC CL A 930059100 275 24200 SH OTR 1 0 24200 0 WADDELL & REED FINL INC CL A 930059100 68 6000 SH SOLE 6000 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 959 20957 SH SOLE 20957 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 8281 180997 SH OTR 1 0 180997 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 801 17517 SH OTR 5 0 17517 0 WALMART INC COM 931142103 4721 41548 SH SOLE 41548 0 0 WALMART INC COM 931142103 2271 19985 SH OTR 5 0 19985 0 WALMART INC COM 931142103 31150 274160 SH OTR 1 0 274160 0 WASTE MGMT INC DEL COM 94106L109 7022 75867 SH OTR 1 0 75867 0 WASTE MGMT INC DEL COM 94106L109 387 4178 SH OTR 5 0 4178 0 WASTE MGMT INC DEL COM 94106L109 943 10187 SH SOLE 10187 0 0 WATERS CORP COM 941848103 1446 7945 SH OTR 1 0 7945 0 WATERS CORP COM 941848103 307 1686 SH SOLE 1686 0 0 WEC ENERGY GROUP INC COM 92939U106 8179 92802 SH OTR 1 0 92802 0 WEC ENERGY GROUP INC COM 92939U106 700 7943 SH SOLE 7943 0 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 60232 19042000 PRN OTR 1 0 19042000 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 186 59000 PRN OTR 4 0 59000 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 12174 3855000 PRN DFND 1 0 3855000 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 21819 6898000 PRN SOLE 6898000 0 0 WELLS FARGO CO NEW COM 949746101 16243 565943 SH OTR 1 0 565943 0 WELLS FARGO CO NEW COM 949746101 342 11917 SH OTR 5 0 11917 0 WELLS FARGO CO NEW COM 949746101 2987 104069 SH SOLE 104069 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 3884 3049 SH DFND 1 0 3049 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 25262 19816 SH OTR 1 0 19816 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 62 49 SH OTR 4 0 49 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 16263 12757 SH SOLE 12757 0 0 WELLTOWER INC COM 95040Q104 205 4472 SH OTR 5 0 4472 0 WELLTOWER INC COM 95040Q104 587 12825 SH SOLE 12825 0 0 WELLTOWER INC COM 95040Q104 6060 132370 SH OTR 1 0 132370 0 WESBANCO INC COM 950810101 1117 47137 SH OTR 1 0 47137 0 WESBANCO INC COM 950810101 226 9525 SH SOLE 9525 0 0 WESCO INTL INC COM 95082P105 848 37116 SH OTR 1 0 37116 0 WESCO INTL INC COM 95082P105 97 4255 SH SOLE 4255 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 2931 19250 SH OTR 1 0 19250 0 WESTERN DIGITAL CORP. COM 958102105 1558 37437 SH OTR 1 0 37437 0 WESTERN DIGITAL CORP. COM 958102105 327 7852 SH SOLE 7852 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 9842 11250000 PRN OTR 1 0 11250000 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 9816 11220000 PRN SOLE 11220000 0 0 WESTERN UN CO COM 959802109 980 54033 SH OTR 1 0 54033 0 WESTERN UN CO COM 959802109 219 12091 SH SOLE 12091 0 0 WESTROCK CO COM 96145D105 264 9355 SH SOLE 9355 0 0 WESTROCK CO COM 96145D105 967 34235 SH OTR 1 0 34235 0 WEYERHAEUSER CO COM 962166104 6378 376309 SH OTR 1 0 376309 0 WEYERHAEUSER CO COM 962166104 358 21144 SH OTR 5 0 21144 0 WEYERHAEUSER CO COM 962166104 412 24323 SH SOLE 24323 0 0 WHIRLPOOL CORP COM 963320106 691 8055 SH OTR 1 0 8055 0 WHIRLPOOL CORP COM 963320106 153 1788 SH SOLE 1788 0 0 WILLIAMS COS INC COM 969457100 2186 154466 SH OTR 1 0 154466 0 WILLIAMS COS INC COM 969457100 451 31846 SH SOLE 31846 0 0 WILLSCOT CORP COM 971375126 100 9900 SH OTR 1 0 9900 0 WILLSCOT CORP COM 971375126 20 2000 SH SOLE 2000 0 0 WINGSTOP INC COM 974155103 175 2200 SH OTR 1 0 2200 0 WINGSTOP INC COM 974155103 48 600 SH SOLE 600 0 0 WINNEBAGO INDS INC COM 974637100 1479 53200 SH OTR 1 0 53200 0 WINNEBAGO INDS INC COM 974637100 323 11600 SH SOLE 11600 0 0 WINTRUST FINL CORP COM 97650W108 1272 38699 SH OTR 1 0 38699 0 WIX COM LTD NOTE 7/0 92940WAB5 27679 27916000 PRN OTR 1 0 27916000 0 WIX COM LTD NOTE 7/0 92940WAB5 4970 5012000 PRN SOLE 5012000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 30218 27162000 PRN OTR 1 0 27162000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 84 76000 PRN OTR 4 0 76000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 5391 4868000 PRN DFND 1 0 4868000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 9813 8821000 PRN SOLE 8821000 0 0 WORKDAY INC NOTE 1.500% 7/1 98138HAD3 96 60000 PRN SOLE 60000 0 0 WORKIVA INC COM CL A 98139A105 294 9100 SH OTR 1 0 9100 0 WORKIVA INC COM CL A 98139A105 65 2000 SH SOLE 2000 0 0 WORLD FUEL SVCS CORP COM 981475106 2327 92400 SH OTR 1 0 92400 0 WORLD FUEL SVCS CORP COM 981475106 504 20000 SH SOLE 20000 0 0 WORTHINGTON INDS INC COM 981811102 449 17100 SH OTR 1 0 17100 0 WORTHINGTON INDS INC COM 981811102 102 3900 SH SOLE 3900 0 0 WP CAREY INC COM 92936U109 644 11088 SH OTR 1 0 11088 0 WP CAREY INC COM 92936U109 76 1300 SH SOLE 1300 0 0 WW INTL INC COM 98262P101 304 18000 SH SOLE 18000 0 0 WW INTL INC COM 98262P101 1405 83100 SH OTR 1 0 83100 0 WYNN RESORTS LTD COM 983134107 161 2674 SH SOLE 2674 0 0 WYNN RESORTS LTD COM 983134107 739 12286 SH OTR 1 0 12286 0 XCEL ENERGY INC COM 98389B100 5276 87500 SH OTR 1 0 87500 0 XCEL ENERGY INC COM 98389B100 830 13759 SH SOLE 13759 0 0 XENCOR INC COM 98401F105 887 29674 SH OTR 1 0 29674 0 XENCOR INC COM 98401F105 194 6506 SH SOLE 6506 0 0 XEROX HOLDINGS CORP COM NEW 98421M106 2756 145519 SH OTR 1 0 145519 0 XEROX HOLDINGS CORP COM NEW 98421M106 178 9406 SH SOLE 9406 0 0 XILINX INC COM 983919101 2501 32095 SH OTR 1 0 32095 0 XILINX INC COM 983919101 510 6539 SH SOLE 6539 0 0 XPERI CORP COM 98421B100 1305 93800 SH OTR 1 0 93800 0 XPERI CORP COM 98421B100 271 19500 SH SOLE 19500 0 0 XPO LOGISTICS INC COM 983793100 1763 36174 SH OTR 1 0 36174 0 XYLEM INC COM 98419M100 1487 22834 SH OTR 1 0 22834 0 XYLEM INC COM 98419M100 308 4729 SH SOLE 4729 0 0 YELP INC CL A 985817105 786 43600 SH OTR 1 0 43600 0 YELP INC CL A 985817105 180 10000 SH SOLE 10000 0 0 YETI HLDGS INC COM 98585X104 312 16000 SH OTR 1 0 16000 0 YETI HLDGS INC COM 98585X104 68 3500 SH SOLE 3500 0 0 YEXT INC COM 98585N106 224 22000 SH OTR 1 0 22000 0 YEXT INC COM 98585N106 49 4800 SH SOLE 4800 0 0 YORK WTR CO COM 987184108 78 1800 SH SOLE 1800 0 0 YORK WTR CO COM 987184108 335 7700 SH OTR 1 0 7700 0 YUM BRANDS INC COM 988498101 545 7948 SH SOLE 7948 0 0 YUM BRANDS INC COM 988498101 4239 61849 SH OTR 1 0 61849 0 YUM CHINA HLDGS INC COM 98850P109 1762 41327 SH OTR 1 0 41327 0 YUM CHINA HLDGS INC COM 98850P109 55 1300 SH SOLE 1300 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 1260 6861 SH OTR 1 0 6861 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 214 1164 SH SOLE 1164 0 0 ZENDESK INC COM 98936J101 1393 21757 SH OTR 1 0 21757 0 ZENDESK INC NOTE 0.250% 3/1 98936JAB7 4173 3521000 PRN OTR 1 0 3521000 0 ZENDESK INC NOTE 0.250% 3/1 98936JAB7 1487 1255000 PRN SOLE 1255000 0 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 224 222000 PRN SOLE 222000 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 2907 28763 SH OTR 1 0 28763 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 554 5482 SH SOLE 5482 0 0 ZIONS BANCORPORATION N A COM 989701107 133 4964 SH SOLE 4964 0 0 ZIONS BANCORPORATION N A COM 989701107 564 21081 SH OTR 1 0 21081 0 ZIX CORP COM 98974P100 351 81500 SH OTR 1 0 81500 0 ZIX CORP COM 98974P100 79 18300 SH SOLE 18300 0 0 ZOETIS INC CL A 98978V103 7135 60624 SH OTR 1 0 60624 0 ZOETIS INC CL A 98978V103 1486 12628 SH SOLE 12628 0 0 ZUMIEZ INC COM 989817101 1370 79100 SH OTR 1 0 79100 0 ZUMIEZ INC COM 989817101 300 17300 SH SOLE 17300 0 0 ZUORA INC COM CL A 98983V106 126 15600 SH OTR 1 0 15600 0 ZUORA INC COM CL A 98983V106 27 3400 SH SOLE 3400 0 0 ZYNGA INC CL A 98986T108 10856 1584854 SH OTR 1 0 1584854 0