0001085146-21-000887.txt : 20210216 0001085146-21-000887.hdr.sgml : 20210216 20210216132824 ACCESSION NUMBER: 0001085146-21-000887 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210216 DATE AS OF CHANGE: 20210216 EFFECTIVENESS DATE: 20210216 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: 21635588 BUSINESS ADDRESS: STREET 1: 1345 AVENUE OF THE AMERICAS STREET 2: 42ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10105 BUSINESS PHONE: 212-230-3811 MAIL ADDRESS: STREET 1: 1345 AVENUE OF THE AMERICAS STREET 2: 42ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10105 FORMER COMPANY: FORMER CONFORMED NAME: MACKAY SHIELDS FINANCIAL CORP DATE OF NAME CHANGE: 19920929 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0000061227 XXXXXXXX 12-31-2020 12-31-2020 false MACKAY SHIELDS LLC

1345 Avenue of the Americas 42ND FLOOR New York NY 10105

13F HOLDINGS REPORT 028-00046 N Chris Fitzgerald 212-230-3968 /s/ Chris Fitzgerald New York NY 02-11-2021 7 3172 14507058 false 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 infotable.xml INFORMATION TABLE 1LIFE HEALTHCARE INC COM 68269G107 109 2500 SH SOLE 2500 0 0 1LIFE HEALTHCARE INC COM 68269G107 454 10400 SH OTR 1 0 10400 0 21VIANET GROUP INC SPONSORED ADS A 90138A103 0 0 SH SOLE 0 0 0 21VIANET GROUP INC SPONSORED ADS A 90138A103 1 31 SH DFND 1 0 31 0 21VIANET GROUP INC SPONSORED ADS A 90138A103 458 13200 SH OTR 1 0 13200 0 360 DIGITECH INC AMERICAN DEP 88557W101 1 69 SH DFND 1 0 69 0 360 DIGITECH INC AMERICAN DEP 88557W101 0 0 SH SOLE 0 0 0 360 DIGITECH INC AMERICAN DEP 88557W101 380 32200 SH OTR 1 0 32200 0 3M CO COM 88579Y101 2312 13229 SH SOLE 13229 0 0 3M CO COM 88579Y101 16644 95221 SH OTR 1 0 95221 0 8X8 INC NEW COM 282914100 421 12200 SH OTR 1 0 12200 0 8X8 INC NEW COM 282914100 100 2900 SH SOLE 2900 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 73 50000 PRN SOLE 50000 0 0 A10 NETWORKS INC COM 002121101 572 58000 SH SOLE 58000 0 0 A10 NETWORKS INC COM 002121101 2381 241500 SH OTR 1 0 241500 0 ABBOTT LABS COM 002824100 1242 11342 SH OTR 5 0 11342 0 ABBOTT LABS COM 002824100 34797 317812 SH OTR 1 0 317812 0 ABBOTT LABS COM 002824100 4490 41007 SH SOLE 41007 0 0 ABBVIE INC COM 00287Y109 40494 377915 SH OTR 1 0 377915 0 ABBVIE INC COM 00287Y109 4424 41288 SH SOLE 41288 0 0 ABBVIE INC COM 00287Y109 1317 12294 SH OTR 5 0 12294 0 ABERCROMBIE & FITCH CO CL A 002896207 147 7200 SH SOLE 7200 0 0 ABERCROMBIE & FITCH CO CL A 002896207 619 30400 SH OTR 1 0 30400 0 ABIOMED INC COM 003654100 2132 6575 SH OTR 1 0 6575 0 ABIOMED INC COM 003654100 312 962 SH SOLE 962 0 0 ACCO BRANDS CORP COM 00081T108 314 37200 SH SOLE 37200 0 0 ACCO BRANDS CORP COM 00081T108 1318 156000 SH OTR 1 0 156000 0 ACCURAY INC COM 004397105 240 57500 SH OTR 1 0 57500 0 ACCURAY INC COM 004397105 58 14000 SH SOLE 14000 0 0 ACTIVISION BLIZZARD INC COM 00507V109 1564 16848 SH SOLE 16848 0 0 ACTIVISION BLIZZARD INC COM 00507V109 12076 130059 SH OTR 1 0 130059 0 ACUITY BRANDS INC COM 00508Y102 2513 20753 SH OTR 1 0 20753 0 ACUITY BRANDS INC COM 00508Y102 0 0 SH SOLE 0 0 0 ADAPTHEALTH CORP COM CL A 00653Q102 710 18900 SH SOLE 18900 0 0 ADAPTHEALTH CORP COM CL A 00653Q102 2960 78800 SH OTR 1 0 78800 0 ADDUS HOMECARE CORP COM 006739106 328 2800 SH SOLE 2800 0 0 ADDUS HOMECARE CORP COM 006739106 1347 11500 SH OTR 1 0 11500 0 ADOBE SYSTEMS INCORPORATED COM 00724F101 5637 11271 SH SOLE 11271 0 0 ADOBE SYSTEMS INCORPORATED COM 00724F101 977 1954 SH OTR 5 0 1954 0 ADOBE SYSTEMS INCORPORATED COM 00724F101 61350 122671 SH OTR 1 0 122671 0 ADVANCE AUTO PARTS INC COM 00751Y106 3273 20778 SH OTR 1 0 20778 0 ADVANCE AUTO PARTS INC COM 00751Y106 244 1547 SH SOLE 1547 0 0 ADVANCED ENERGY INDS COM 007973100 873 9000 SH SOLE 9000 0 0 ADVANCED ENERGY INDS COM 007973100 3644 37575 SH OTR 1 0 37575 0 ADVANCED MICRO DEVICES INC COM 007903107 22762 248193 SH OTR 1 0 248193 0 ADVANCED MICRO DEVICES INC COM 007903107 2503 27292 SH SOLE 27292 0 0 ADVANCED MICRO DEVICES INC COM 007903107 331 3613 SH OTR 5 0 3613 0 ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 378 33000 PRN SOLE 33000 0 0 ADVANSIX INC COM 00773T101 634 31700 SH SOLE 31700 0 0 ADVANSIX INC COM 00773T101 2677 133900 SH OTR 1 0 133900 0 ADVERUM BIOTECHNOLOGIES INC COM 00773U108 210 19400 SH SOLE 19400 0 0 ADVERUM BIOTECHNOLOGIES INC COM 00773U108 877 80900 SH OTR 1 0 80900 0 AECOM COM 00766T100 3454 69386 SH OTR 1 0 69386 0 AECOM COM 00766T100 0 0 SH SOLE 0 0 0 AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 70 76000 PRN SOLE 76000 0 0 AEROJET ROCKETDYNE HLDGS INC COM 007800105 37 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TECHNOLOGIES INC COM 00846U101 8628 72815 SH OTR 1 0 72815 0 AGNC INVT CORP COM 00123Q104 0 0 SH SOLE 0 0 0 AGNC INVT CORP COM 00123Q104 2398 153697 SH OTR 1 0 153697 0 AGREE REALTY CORP COM 008492100 127 1900 SH SOLE 1900 0 0 AGREE REALTY CORP COM 008492100 506 7600 SH OTR 1 0 7600 0 AIR PRODS & CHEMS INC COM 009158106 9989 36562 SH OTR 1 0 36562 0 AIR PRODS & CHEMS INC COM 009158106 1289 4718 SH SOLE 4718 0 0 AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 78 65000 PRN SOLE 65000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 369 3512 SH SOLE 3512 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 8866 84449 SH OTR 1 0 84449 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 690 555000 PRN SOLE 555000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 90 73000 PRN OTR 4 0 73000 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 6180 4993000 PRN DFND 1 0 4993000 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 2142 1914000 PRN SOLE 1914000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 20707 18500000 PRN OTR 1 0 18500000 0 ALAMO GROUP INC COM 011311107 276 2000 SH OTR 1 0 2000 0 ALAMO GROUP INC COM 011311107 55 400 SH SOLE 400 0 0 ALARM COM HLDGS INC COM 011642105 797 7700 SH OTR 1 0 7700 0 ALARM COM HLDGS INC COM 011642105 186 1800 SH SOLE 1800 0 0 ALASKA AIR GROUP INC COM 011659109 123 2356 SH SOLE 2356 0 0 ALASKA AIR GROUP INC COM 011659109 936 17995 SH OTR 1 0 17995 0 ALBEMARLE CORP COM 012653101 2285 15491 SH OTR 1 0 15491 0 ALBEMARLE CORP COM 012653101 344 2332 SH SOLE 2332 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 177 991 SH OTR 5 0 991 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 7190 40341 SH OTR 1 0 40341 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 523 2935 SH SOLE 2935 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 11113 71125 SH OTR 1 0 71125 0 ALEXION PHARMACEUTICALS INC COM 015351109 762 4875 SH SOLE 4875 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 9 38 SH DFND 1 0 38 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 10151 43619 SH OTR 1 0 43619 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1303 5600 SH SOLE 5600 0 0 ALIGN TECHNOLOGY INC COM 016255101 839 1570 SH SOLE 1570 0 0 ALIGN TECHNOLOGY INC COM 016255101 5579 10441 SH OTR 1 0 10441 0 ALLAKOS INC COM 01671P100 420 3000 SH SOLE 3000 0 0 ALLAKOS INC COM 01671P100 1820 13000 SH OTR 1 0 13000 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 96 70000 PRN SOLE 70000 0 0 ALLEGIANT TRAVEL CO COM 01748X102 1211 6400 SH OTR 1 0 6400 0 ALLEGIANT TRAVEL CO COM 01748X102 303 1600 SH SOLE 1600 0 0 ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 794 67463 SH SOLE 67463 0 0 ALLIANT ENERGY CORP COM 018802108 292 5672 SH SOLE 5672 0 0 ALLIANT ENERGY CORP COM 018802108 1873 36344 SH OTR 1 0 36344 0 ALLIED MOTION TECHNOLOGIES I COM 019330109 675 13200 SH OTR 1 0 13200 0 ALLIED MOTION TECHNOLOGIES I COM 019330109 158 3100 SH SOLE 3100 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 225 15600 SH OTR 1 0 15600 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 56 3900 SH SOLE 3900 0 0 ALLSTATE CORP COM 020002101 11 99 SH DFND 1 0 99 0 ALLSTATE CORP COM 020002101 1432 13024 SH OTR 5 0 13024 0 ALLSTATE CORP COM 020002101 12648 115055 SH OTR 1 0 115055 0 ALLSTATE CORP COM 020002101 1084 9862 SH SOLE 9862 0 0 ALPHABET INC CAP STK CL A 02079K305 12402 7076 SH SOLE 7076 0 0 ALPHABET INC CAP STK CL A 02079K305 4762 2717 SH OTR 5 0 2717 0 ALPHABET INC CAP STK CL A 02079K305 125154 71409 SH OTR 1 0 71409 0 ALPHABET INC CAP STK CL C 02079K107 4537 2590 SH OTR 5 0 2590 0 ALPHABET INC CAP STK CL C 02079K107 11573 6606 SH SOLE 6606 0 0 ALPHABET INC CAP STK CL C 02079K107 131384 74996 SH OTR 1 0 74996 0 ALPINE INCOME PPTY TR INC COM 02083X103 483 32200 SH OTR 1 0 32200 0 ALPINE INCOME PPTY TR INC COM 02083X103 114 7600 SH SOLE 7600 0 0 ALTERYX INC COM CL A 02156B103 0 0 SH SOLE 0 0 0 ALTERYX INC COM CL A 02156B103 1113 9142 SH OTR 1 0 9142 0 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 151 145000 PRN SOLE 145000 0 0 ALTICE USA INC CL A 02156K103 12841 339074 SH OTR 1 0 339074 0 ALTICE USA INC CL A 02156K103 260 6872 SH SOLE 6872 0 0 ALTRIA GROUP INC COM 02209S103 964 23522 SH SOLE 23522 0 0 ALTRIA GROUP INC COM 02209S103 12467 304068 SH OTR 1 0 304068 0 AMALGAMATED BK NEW YORK N Y CLASS A 022663108 545 39700 SH OTR 1 0 39700 0 AMALGAMATED BK NEW YORK N Y CLASS A 022663108 132 9600 SH SOLE 9600 0 0 AMAZON COM INC COM 023135106 32488 9975 SH SOLE 9975 0 0 AMAZON COM INC COM 023135106 365532 112232 SH OTR 1 0 112232 0 AMAZON COM INC COM 023135106 12266 3766 SH OTR 5 0 3766 0 AMEDISYS INC COM 023436108 6669 22734 SH OTR 1 0 22734 0 AMEDISYS INC COM 023436108 225 766 SH SOLE 766 0 0 AMER SOFTWARE INC CL A 029683109 689 40100 SH OTR 1 0 40100 0 AMER SOFTWARE INC CL A 029683109 165 9600 SH SOLE 9600 0 0 AMERCO COM 023586100 1234 2718 SH OTR 1 0 2718 0 AMERCO COM 023586100 0 0 SH SOLE 0 0 0 AMEREN CORP COM 023608102 2808 35971 SH OTR 1 0 35971 0 AMEREN CORP COM 023608102 407 5216 SH SOLE 5216 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 184 11658 SH SOLE 11658 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 1402 88875 SH OTR 1 0 88875 0 AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 14260 11330000 PRN OTR 1 0 11330000 0 AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 1194 949000 PRN SOLE 949000 0 0 AMERICAN ELEC PWR CO INC COM 025537101 897 10770 SH SOLE 10770 0 0 AMERICAN ELEC PWR CO INC COM 025537101 7226 86775 SH OTR 1 0 86775 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 777 28100 SH SOLE 28100 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 3239 117100 SH OTR 1 0 117100 0 AMERICAN EXPRESS CO COM 025816109 1686 13943 SH SOLE 13943 0 0 AMERICAN EXPRESS CO COM 025816109 10 80 SH DFND 1 0 80 0 AMERICAN EXPRESS CO COM 025816109 13119 108499 SH OTR 1 0 108499 0 AMERICAN FIN TR INC COM CLASS A 02607T109 146 19600 SH OTR 1 0 19600 0 AMERICAN FIN TR INC COM CLASS A 02607T109 34 4600 SH SOLE 4600 0 0 AMERICAN HOMES 4 RENT CL A 02665T306 2656 88534 SH OTR 1 0 88534 0 AMERICAN HOMES 4 RENT CL A 02665T306 0 0 SH SOLE 0 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 710 18751 SH SOLE 18751 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 5953 157250 SH OTR 1 0 157250 0 AMERICAN NATIONAL GROUP INC COM NEW 02772A109 74 766 SH SOLE 766 0 0 AMERICAN NATIONAL GROUP INC COM NEW 02772A109 1415 14725 SH OTR 1 0 14725 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 296 9700 SH SOLE 9700 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 1234 40500 SH OTR 1 0 40500 0 AMERICAN TOWER CORP NEW COM 03027X100 22925 102135 SH OTR 1 0 102135 0 AMERICAN TOWER CORP NEW COM 03027X100 613 2731 SH OTR 5 0 2731 0 AMERICAN TOWER CORP NEW COM 03027X100 2347 10456 SH SOLE 10456 0 0 AMERICAN WOODMARK CORPORATIO COM 030506109 1126 12000 SH OTR 1 0 12000 0 AMERICAN WOODMARK CORPORATIO COM 030506109 263 2800 SH SOLE 2800 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 4048 26378 SH OTR 1 0 26378 0 AMERICAN WTR WKS CO INC NEW COM 030420103 608 3960 SH SOLE 3960 0 0 AMERICAS CAR-MART INC COM 03062T105 494 4500 SH OTR 1 0 4500 0 AMERICAS CAR-MART INC COM 03062T105 121 1100 SH SOLE 1100 0 0 AMERIPRISE FINL INC COM 03076C106 1352 6958 SH OTR 5 0 6958 0 AMERIPRISE FINL INC COM 03076C106 18904 97277 SH OTR 1 0 97277 0 AMERIPRISE FINL INC COM 03076C106 866 4457 SH SOLE 4457 0 0 AMERISOURCEBERGEN CORP COM 03073E105 694 7104 SH OTR 5 0 7104 0 AMERISOURCEBERGEN CORP COM 03073E105 373 3815 SH SOLE 3815 0 0 AMERISOURCEBERGEN CORP COM 03073E105 14165 144898 SH OTR 1 0 144898 0 AMETEK INC COM 031100100 604 4991 SH SOLE 4991 0 0 AMETEK INC COM 031100100 4049 33477 SH OTR 1 0 33477 0 AMGEN INC COM 031162100 46395 201789 SH OTR 1 0 201789 0 AMGEN INC COM 031162100 2209 9608 SH OTR 5 0 9608 0 AMGEN INC COM 031162100 3296 14334 SH SOLE 14334 0 0 AMICUS THERAPEUTICS INC COM 03152W109 2735 118441 SH OTR 1 0 118441 0 AMICUS THERAPEUTICS INC COM 03152W109 655 28365 SH SOLE 28365 0 0 AMKOR TECHNOLOGY INC COM 031652100 2496 165524 SH OTR 1 0 165524 0 AMKOR TECHNOLOGY INC COM 031652100 596 39501 SH SOLE 39501 0 0 AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1874 93200 SH OTR 1 0 93200 0 AMPHASTAR 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SH SOLE 1840 0 0 ANTARES PHARMA INC COM 036642106 329 82400 SH SOLE 82400 0 0 ANTARES PHARMA INC COM 036642106 1368 342900 SH OTR 1 0 342900 0 ANTHEM INC COM 036752103 1817 5660 SH OTR 5 0 5660 0 ANTHEM INC COM 036752103 2146 6684 SH SOLE 6684 0 0 ANTHEM INC COM 036752103 30208 94078 SH OTR 1 0 94078 0 APACHE CORP COM 037411105 779 54929 SH OTR 1 0 54929 0 APACHE CORP COM 037411105 102 7200 SH SOLE 7200 0 0 APARTMENT INCOME REIT CORP COM 03750L109 538 13994 SH OTR 1 0 13994 0 APARTMENT INCOME REIT CORP COM 03750L109 0 0 SH SOLE 0 0 0 APARTMENT INVT & MGMT CO CL A 03748R747 74 13994 SH OTR 1 0 13994 0 APARTMENT INVT & MGMT CO CL A 03748R747 0 0 SH SOLE 0 0 0 APELLIS PHARMACEUTICALS INC COM 03753U106 572 10000 SH SOLE 10000 0 0 APELLIS PHARMACEUTICALS INC COM 03753U106 2408 42100 SH OTR 1 0 42100 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 138 82000 PRN OTR 4 0 82000 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 9857 5875000 PRN DFND 1 0 5875000 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 1445 856000 PRN SOLE 856000 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 20362 12065000 PRN OTR 1 0 12065000 0 APOLLO COML REAL EST FIN INC COM 03762U105 25 2200 SH SOLE 2200 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 103 9200 SH OTR 1 0 9200 0 APPFOLIO INC COM CL A 03783C100 90 500 SH SOLE 500 0 0 APPFOLIO INC COM CL A 03783C100 396 2200 SH OTR 1 0 2200 0 APPIAN CORP CL A 03782L101 827 5100 SH OTR 1 0 5100 0 APPIAN CORP CL A 03782L101 211 1300 SH SOLE 1300 0 0 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 2330 180458 SH OTR 1 0 180458 0 APPLE HOSPITALITY REIT INC COM NEW 03784Y200 45 3522 SH SOLE 3522 0 0 APPLE INC COM 037833100 537028 4047241 SH OTR 1 0 4047241 0 APPLE INC COM 037833100 18163 136885 SH OTR 5 0 136885 0 APPLE INC COM 037833100 48106 362541 SH SOLE 362541 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 1248 16000 SH OTR 1 0 16000 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 296 3800 SH SOLE 3800 0 0 APPLIED MATLS INC COM 038222105 1894 21948 SH SOLE 21948 0 0 APPLIED MATLS INC COM 038222105 555 6426 SH OTR 5 0 6426 0 APPLIED MATLS INC COM 038222105 21496 249087 SH OTR 1 0 249087 0 ARCBEST CORP COM 03937C105 2219 52000 SH OTR 1 0 52000 0 ARCBEST CORP COM 03937C105 529 12400 SH SOLE 12400 0 0 ARCH RESOURCES INC CL A 03940R107 481 11000 SH OTR 1 0 11000 0 ARCH RESOURCES INC CL A 03940R107 114 2600 SH SOLE 2600 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 4081 80962 SH OTR 1 0 80962 0 ARCHER DANIELS MIDLAND CO COM 039483102 625 12393 SH SOLE 12393 0 0 ARCONIC CORPORATION COM 03966V107 1040 34900 SH OTR 1 0 34900 0 ARCONIC CORPORATION COM 03966V107 247 8300 SH SOLE 8300 0 0 ARENA PHARMACEUTICALS INC COM NEW 040047607 608 7908 SH SOLE 7908 0 0 ARENA PHARMACEUTICALS INC COM NEW 040047607 2526 32872 SH OTR 1 0 32872 0 ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 8667 8435000 PRN OTR 1 0 8435000 0 ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 339 330000 PRN OTR 5 0 330000 0 ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 2125 2068000 PRN SOLE 2068000 0 0 ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 16845 15929000 PRN SOLE 15929000 0 0 ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 185 175000 PRN OTR 5 0 175000 0 ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 28262 26725000 PRN OTR 1 0 26725000 0 ARES COML REAL ESTATE CORP COM 04013V108 871 73100 SH OTR 1 0 73100 0 ARES COML REAL ESTATE CORP COM 04013V108 207 17400 SH SOLE 17400 0 0 ARES DYNAMIC CR ALLOCATION F COM 04014F102 386 27018 SH SOLE 27018 0 0 ARISTA NETWORKS INC COM 040413106 2303 7927 SH OTR 1 0 7927 0 ARISTA NETWORKS INC COM 040413106 360 1239 SH SOLE 1239 0 0 ARMADA HOFFLER PPTYS INC COM 04208T108 236 21000 SH OTR 1 0 21000 0 ARMADA HOFFLER PPTYS INC COM 04208T108 56 5000 SH SOLE 5000 0 0 ARROW ELECTRS INC COM 042735100 12190 125285 SH OTR 1 0 125285 0 ARROW ELECTRS INC COM 042735100 303 3116 SH SOLE 3116 0 0 ARROW ELECTRS INC COM 042735100 1130 11610 SH OTR 5 0 11610 0 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 783 10200 SH SOLE 10200 0 0 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 3286 42826 SH OTR 1 0 42826 0 ARTESIAN RES CORP CL A 043113208 481 12984 SH OTR 1 0 12984 0 ARTESIAN RES CORP CL A 043113208 119 3200 SH SOLE 3200 0 0 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 488 9700 SH SOLE 9700 0 0 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 2039 40500 SH OTR 1 0 40500 0 ARVINAS INC COM 04335A105 255 3000 SH SOLE 3000 0 0 ARVINAS INC COM 04335A105 1087 12800 SH OTR 1 0 12800 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 146 1000 SH SOLE 1000 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 598 4100 SH OTR 1 0 4100 0 ASSURANT INC COM 04621X108 1176 8631 SH OTR 1 0 8631 0 ASSURANT INC COM 04621X108 154 1133 SH SOLE 1133 0 0 AT HOME GROUP INC COM 04650Y100 349 22600 SH SOLE 22600 0 0 AT HOME GROUP INC COM 04650Y100 1447 93600 SH OTR 1 0 93600 0 AT&T INC COM 00206R102 4517 157049 SH SOLE 157049 0 0 AT&T INC COM 00206R102 33063 1149633 SH OTR 1 0 1149633 0 AT&T INC COM 00206R102 568 19764 SH OTR 5 0 19764 0 ATARA BIOTHERAPEUTICS INC COM 046513107 1100 56039 SH OTR 1 0 56039 0 ATARA BIOTHERAPEUTICS INC COM 046513107 265 13492 SH SOLE 13492 0 0 ATKORE INTL GROUP INC COM 047649108 3068 74624 SH OTR 1 0 74624 0 ATKORE INTL GROUP INC COM 047649108 738 17954 SH SOLE 17954 0 0 ATLANTIC CAP BANCSHARES INC COM 048269203 896 56300 SH OTR 1 0 56300 0 ATLANTIC CAP BANCSHARES INC COM 048269203 215 13500 SH SOLE 13500 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 76 1400 SH SOLE 1400 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 316 5800 SH OTR 1 0 5800 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 4900 4722000 PRN DFND 1 0 4722000 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 23795 22711000 PRN OTR 1 0 22711000 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 1598 1525000 PRN SOLE 1525000 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 71 68000 PRN OTR 4 0 68000 0 ATMOS ENERGY CORP COM 049560105 1748 18318 SH OTR 1 0 18318 0 ATMOS ENERGY CORP COM 049560105 268 2807 SH SOLE 2807 0 0 AUTODESK INC COM 052769106 30146 98729 SH OTR 1 0 98729 0 AUTODESK INC COM 052769106 1866 6112 SH SOLE 6112 0 0 AUTODESK INC COM 052769106 1677 5491 SH OTR 5 0 5491 0 AUTOMATIC DATA PROCESSING IN COM 053015103 1644 9333 SH SOLE 9333 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 12387 70299 SH OTR 1 0 70299 0 AUTONATION INC COM 05329W102 11942 171107 SH OTR 1 0 171107 0 AUTONATION INC COM 05329W102 166 2373 SH SOLE 2373 0 0 AUTOZONE INC COM 053332102 12818 10813 SH OTR 1 0 10813 0 AUTOZONE INC COM 053332102 584 493 SH SOLE 493 0 0 AVALONBAY CMNTYS INC COM 053484101 491 3062 SH SOLE 3062 0 0 AVALONBAY CMNTYS INC COM 053484101 6507 40559 SH OTR 1 0 40559 0 AVAYA HLDGS CORP COM 05351X101 2632 137429 SH OTR 1 0 137429 0 AVAYA HLDGS CORP COM 05351X101 631 32940 SH SOLE 32940 0 0 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 89 85000 PRN SOLE 85000 0 0 AVERY DENNISON CORP COM 053611109 309 1995 SH SOLE 1995 0 0 AVERY DENNISON CORP COM 053611109 1883 12137 SH OTR 1 0 12137 0 AVIS BUDGET GROUP COM 053774105 280 7500 SH OTR 1 0 7500 0 AVIS BUDGET GROUP COM 053774105 63 1700 SH SOLE 1700 0 0 AVNET INC COM 053807103 6779 193081 SH OTR 1 0 193081 0 AVNET INC COM 053807103 176 5012 SH SOLE 5012 0 0 AXCELIS TECHNOLOGIES INC COM NEW 054540208 2676 91900 SH OTR 1 0 91900 0 AXCELIS TECHNOLOGIES INC COM NEW 054540208 641 22000 SH SOLE 22000 0 0 AXSOME THERAPEUTICS INC COM 05464T104 261 3200 SH OTR 1 0 3200 0 AXSOME THERAPEUTICS INC COM 05464T104 65 800 SH SOLE 800 0 0 AZZ INC COM 002474104 161 3400 SH SOLE 3400 0 0 AZZ INC COM 002474104 678 14300 SH OTR 1 0 14300 0 B & G FOODS INC NEW COM 05508R106 108 3900 SH SOLE 3900 0 0 B & G FOODS INC NEW COM 05508R106 444 16000 SH OTR 1 0 16000 0 B. RILEY FINANCIAL INC COM 05580M108 261 5900 SH SOLE 5900 0 0 B. RILEY FINANCIAL INC COM 05580M108 1097 24800 SH OTR 1 0 24800 0 BAIDU INC SPON ADR REP A 056752108 238 1100 SH SOLE 1100 0 0 BAIDU INC SPON ADR REP A 056752108 2 11 SH DFND 1 0 11 0 BAIDU INC SPON ADR REP A 056752108 2660 12300 SH OTR 1 0 12300 0 BAKER HUGHES COMPANY CL A 05722G100 306 14690 SH SOLE 14690 0 0 BAKER HUGHES COMPANY CL A 05722G100 2081 99795 SH OTR 1 0 99795 0 BALL CORP COM 058498106 4435 47599 SH OTR 1 0 47599 0 BALL CORP COM 058498106 656 7038 SH SOLE 7038 0 0 BALLYS CORPORATION COM 05875B106 1904 37900 SH OTR 1 0 37900 0 BALLYS CORPORATION COM 05875B106 457 9100 SH SOLE 9100 0 0 BANCORP INC DEL COM 05969A105 540 39551 SH SOLE 39551 0 0 BANCORP INC DEL COM 05969A105 2249 164755 SH OTR 1 0 164755 0 BANDWIDTH INC COM CL A 05988J103 707 4600 SH OTR 1 0 4600 0 BANDWIDTH INC COM CL A 05988J103 169 1100 SH SOLE 1100 0 0 BANK NEW YORK MELLON CORP COM 064058100 12751 300446 SH OTR 1 0 300446 0 BANK NEW YORK MELLON CORP COM 064058100 1117 26330 SH SOLE 26330 0 0 BANK NEW YORK MELLON CORP COM 064058100 1427 33631 SH OTR 5 0 33631 0 BANKUNITED INC COM 06652K103 574 16500 SH OTR 1 0 16500 0 BANKUNITED INC COM 06652K103 139 4000 SH SOLE 4000 0 0 BARNES GROUP INC COM 067806109 51 1000 SH SOLE 1000 0 0 BARNES GROUP INC COM 067806109 223 4400 SH OTR 1 0 4400 0 BAXTER INTL INC COM 071813109 7610 94836 SH OTR 1 0 94836 0 BAXTER INTL INC COM 071813109 937 11678 SH SOLE 11678 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 380 25100 SH SOLE 25100 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 1586 104700 SH OTR 1 0 104700 0 BECTON DICKINSON & CO COM 075887109 11802 47166 SH OTR 1 0 47166 0 BECTON DICKINSON & CO COM 075887109 1571 6278 SH SOLE 6278 0 0 BED BATH & BEYOND INC COM 075896100 188 10600 SH SOLE 10600 0 0 BED BATH & BEYOND INC COM 075896100 792 44600 SH OTR 1 0 44600 0 BENCHMARK ELECTRS INC COM 08160H101 2028 75100 SH OTR 1 0 75100 0 BENCHMARK ELECTRS INC COM 08160H101 486 18000 SH SOLE 18000 0 0 BERKLEY W R CORP COM 084423102 1361 20487 SH OTR 1 0 20487 0 BERKLEY W R CORP COM 084423102 179 2694 SH SOLE 2694 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2452 10576 SH OTR 5 0 10576 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 9872 42574 SH SOLE 42574 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 75143 324073 SH OTR 1 0 324073 0 BERRY GLOBAL GROUP INC COM 08579W103 5704 101509 SH OTR 1 0 101509 0 BERRY GLOBAL GROUP INC COM 08579W103 0 0 SH SOLE 0 0 0 BEST BUY INC COM 086516101 1268 12710 SH OTR 5 0 12710 0 BEST BUY INC COM 086516101 25816 258703 SH OTR 1 0 258703 0 BEST BUY INC COM 086516101 815 8172 SH SOLE 8172 0 0 BIG LOTS INC COM 089302103 1902 44300 SH OTR 1 0 44300 0 BIG LOTS INC COM 089302103 459 10700 SH SOLE 10700 0 0 BIO RAD LABS INC CL A 090572207 297 510 SH SOLE 510 0 0 BIO RAD LABS INC CL A 090572207 1882 3229 SH OTR 1 0 3229 0 BIODELIVERY SCIENCES INTL IN COM 09060J106 727 173200 SH OTR 1 0 173200 0 BIODELIVERY SCIENCES INTL IN COM 09060J106 174 41500 SH SOLE 41500 0 0 BIOGEN INC COM 09062X103 1045 4266 SH SOLE 4266 0 0 BIOGEN INC COM 09062X103 21078 86080 SH OTR 1 0 86080 0 BIOGEN INC COM 09062X103 1410 5758 SH OTR 5 0 5758 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 12079 11256000 PRN DFND 1 0 11256000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 4240 3942000 PRN SOLE 3942000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 54487 50658000 PRN OTR 1 0 50658000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 174 162000 PRN OTR 4 0 162000 0 BJS WHSL CLUB HLDGS INC COM 05550J101 435 11656 SH OTR 5 0 11656 0 BJS WHSL CLUB HLDGS INC COM 05550J101 1703 45694 SH OTR 1 0 45694 0 BJS WHSL CLUB HLDGS INC COM 05550J101 99 2665 SH SOLE 2665 0 0 BK OF AMERICA CORP COM 060505104 719 23706 SH OTR 5 0 23706 0 BK OF AMERICA CORP COM 060505104 5449 179767 SH SOLE 179767 0 0 BK OF AMERICA CORP COM 060505104 58980 1945899 SH OTR 1 0 1945899 0 BLACKLINE INC COM 09239B109 1000 7500 SH OTR 1 0 7500 0 BLACKLINE INC COM 09239B109 253 1900 SH SOLE 1900 0 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 169 90000 PRN SOLE 90000 0 0 BLACKROCK INC COM 09247X101 21620 29964 SH OTR 1 0 29964 0 BLACKROCK INC COM 09247X101 1153 1598 SH OTR 5 0 1598 0 BLACKROCK INC COM 09247X101 2577 3572 SH SOLE 3572 0 0 BLACKROCK INVT QUALITY MUN T COM 09247D105 788 45846 SH SOLE 45846 0 0 BLACKROCK INVT QUALITY MUN T COM 09247D105 389 22632 SH OTR 1 0 22632 0 BLACKROCK MUN BD TR COM 09249H104 1230 76627 SH SOLE 76627 0 0 BLACKROCK MUN INCM INVT QTY COM 09250G102 569 38091 SH OTR 1 0 38091 0 BLACKROCK MUN INCM INVT QTY COM 09250G102 596 39901 SH SOLE 39901 0 0 BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 11360 442357 SH OTR 1 0 442357 0 BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 32499 1265537 SH SOLE 1265537 0 0 BLACKROCK MUNI INTER DR FD I COM 09253X102 3573 240316 SH OTR 1 0 240316 0 BLACKROCK MUNI INTER DR FD I COM 09253X102 26670 1793533 SH SOLE 1793533 0 0 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 3695 308402 SH SOLE 308402 0 0 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 4596 383598 SH OTR 1 0 383598 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 5704 394470 SH OTR 1 0 394470 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 16633 1150284 SH SOLE 1150284 0 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 5950 421662 SH OTR 1 0 421662 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 12523 887551 SH SOLE 887551 0 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 17643 1176208 SH SOLE 1176208 0 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 9781 652094 SH OTR 1 0 652094 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 992 70458 SH OTR 1 0 70458 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 1125 79910 SH SOLE 79910 0 0 BLACKROCK MUNIHOLDINGS FD II COM 09253P109 274 18164 SH OTR 1 0 18164 0 BLACKROCK MUNIHOLDINGS FD II COM 09253P109 1202 79629 SH SOLE 79629 0 0 BLACKROCK MUNIHOLDINGS QUALI COM 09254A101 6973 527432 SH SOLE 527432 0 0 BLACKROCK MUNIHOLDINGS QUALI COM 09254A101 1547 116998 SH OTR 1 0 116998 0 BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 2971 223574 SH OTR 1 0 223574 0 BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 6719 505539 SH SOLE 505539 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254G108 9624 688393 SH SOLE 688393 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254G108 8687 621423 SH OTR 1 0 621423 0 BLACKROCK MUNIYILD QULT FD I COM 09254F100 568 34416 SH SOLE 34416 0 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 13548 929876 SH SOLE 929876 0 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 3569 244978 SH OTR 1 0 244978 0 BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 2469 169234 SH SOLE 169234 0 0 BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 618 42359 SH OTR 1 0 42359 0 BLACKROCK NEW YORK MUN INCOM COM 09249R102 823 56736 SH SOLE 56736 0 0 BLACKROCK NEW YORK MUN INCOM COM 09249R102 407 28046 SH OTR 1 0 28046 0 BLACKSTONE MTG TR INC COM CL A 09257W100 435 15800 SH OTR 1 0 15800 0 BLACKSTONE MTG TR INC COM CL A 09257W100 105 3800 SH SOLE 3800 0 0 BLOCK H & R INC COM 093671105 1983 125022 SH OTR 1 0 125022 0 BLOCK H & R INC COM 093671105 0 0 SH SOLE 0 0 0 BLOOM ENERGY CORP COM CL A 093712107 298 10400 SH OTR 1 0 10400 0 BLOOM ENERGY CORP COM CL A 093712107 72 2500 SH SOLE 2500 0 0 BLUEGREEN VACATIONS CORP COM 09629F108 61 7700 SH SOLE 7700 0 0 BLUEGREEN VACATIONS CORP COM 09629F108 218 27400 SH OTR 1 0 27400 0 BLUEPRINT MEDICINES CORP COM 09627Y109 2643 23569 SH OTR 1 0 23569 0 BLUEPRINT MEDICINES CORP COM 09627Y109 623 5553 SH SOLE 5553 0 0 BNY MELLON MUN BD INFRASTRUC COM SHS 09662W109 245 17508 SH OTR 1 0 17508 0 BNY MELLON MUN BD INFRASTRUC COM SHS 09662W109 472 33645 SH SOLE 33645 0 0 BOEING CO COM 097023105 2639 12330 SH SOLE 12330 0 0 BOEING CO COM 097023105 21349 99736 SH OTR 1 0 99736 0 BOEING CO COM 097023105 912 4261 SH OTR 5 0 4261 0 BONANZA CREEK ENERGY INC COM NEW 097793400 534 27600 SH SOLE 27600 0 0 BONANZA CREEK ENERGY INC COM NEW 097793400 2213 114500 SH OTR 1 0 114500 0 BOOKING HOLDINGS INC COM 09857L108 1964 882 SH SOLE 882 0 0 BOOKING HOLDINGS INC COM 09857L108 16384 7356 SH OTR 1 0 7356 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 10214 117160 SH OTR 1 0 117160 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 78 900 SH SOLE 900 0 0 BORGWARNER INC COM 099724106 180 4663 SH SOLE 4663 0 0 BORGWARNER INC COM 099724106 1375 35579 SH OTR 1 0 35579 0 BOSTON BEER INC CL A 100557107 2307 2320 SH OTR 1 0 2320 0 BOSTON BEER INC CL A 100557107 398 400 SH SOLE 400 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 1169 138400 SH OTR 1 0 138400 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 279 33000 SH SOLE 33000 0 0 BOSTON PROPERTIES INC COM 101121101 3075 32525 SH OTR 1 0 32525 0 BOSTON PROPERTIES INC COM 101121101 302 3199 SH SOLE 3199 0 0 BOSTON SCIENTIFIC CORP COM 101137107 8708 242215 SH OTR 1 0 242215 0 BOSTON SCIENTIFIC CORP COM 101137107 1115 31027 SH SOLE 31027 0 0 BOTTOMLINE TECH DEL INC COM 101388106 432 8200 SH OTR 1 0 8200 0 BOTTOMLINE TECH DEL INC COM 101388106 105 2000 SH SOLE 2000 0 0 BOX INC CL A 10316T104 319 17700 SH OTR 1 0 17700 0 BOX INC CL A 10316T104 76 4200 SH SOLE 4200 0 0 BOYD GAMING CORP COM 103304101 176 4100 SH SOLE 4100 0 0 BOYD GAMING CORP COM 103304101 751 17500 SH OTR 1 0 17500 0 BRIDGE BANCORP INC COM 108035106 383 15851 SH SOLE 15851 0 0 BRIDGE BANCORP INC COM 108035106 1610 66564 SH OTR 1 0 66564 0 BRIDGEBIO PHARMA INC COM 10806X102 612 8600 SH SOLE 8600 0 0 BRIDGEBIO PHARMA INC COM 10806X102 2581 36300 SH OTR 1 0 36300 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 137 11000 SH SOLE 11000 0 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 574 45934 SH OTR 1 0 45934 0 BRIGHTCOVE INC COM 10921T101 572 31100 SH SOLE 31100 0 0 BRIGHTCOVE INC COM 10921T101 2394 130100 SH OTR 1 0 130100 0 BRIGHTSPHERE INVT GROUP INC COM 10948W103 308 16000 SH SOLE 16000 0 0 BRIGHTSPHERE INVT GROUP INC COM 10948W103 1303 67600 SH OTR 1 0 67600 0 BRINKER INTL INC COM 109641100 696 12300 SH OTR 1 0 12300 0 BRINKER INTL INC COM 109641100 164 2900 SH SOLE 2900 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 256 4121 SH OTR 5 0 4121 0 BRISTOL-MYERS SQUIBB CO COM 110122108 23453 378096 SH OTR 1 0 378096 0 BRISTOL-MYERS SQUIBB CO COM 110122108 3141 50644 SH SOLE 50644 0 0 BRIXMOR PPTY GROUP INC COM 11120U105 480 29030 SH OTR 1 0 29030 0 BRIXMOR PPTY GROUP INC COM 11120U105 0 0 SH SOLE 0 0 0 BROADCOM INC COM 11135F101 4405 10060 SH SOLE 10060 0 0 BROADCOM INC COM 11135F101 2565 5859 SH OTR 5 0 5859 0 BROADCOM INC COM 11135F101 58027 132528 SH OTR 1 0 132528 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2577 16822 SH OTR 1 0 16822 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 399 2603 SH SOLE 2603 0 0 BROOKFIELD RENEWABLE CORP CL A SUB VTG 11284V105 545 9350 SH SOLE 9350 0 0 BROOKFIELD RENEWABLE CORP CL A SUB VTG 11284V105 2284 39200 SH OTR 1 0 39200 0 BROWN FORMAN CORP CL B 115637209 356 4478 SH SOLE 4478 0 0 BROWN FORMAN CORP CL B 115637209 2110 26559 SH OTR 1 0 26559 0 BRUKER CORP COM 116794108 90 1663 SH SOLE 1663 0 0 BRUKER CORP COM 116794108 10190 188251 SH OTR 1 0 188251 0 BUILDERS FIRSTSOURCE INC COM 12008R107 257 6300 SH SOLE 6300 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 1065 26100 SH OTR 1 0 26100 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 290 3088 SH SOLE 3088 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1857 19782 SH OTR 1 0 19782 0 CABOT CORP COM 127055101 2703 60231 SH OTR 1 0 60231 0 CABOT CORP COM 127055101 0 0 SH SOLE 0 0 0 CABOT OIL & GAS CORP COM 127097103 944 57999 SH OTR 1 0 57999 0 CABOT OIL & GAS CORP COM 127097103 148 9105 SH SOLE 9105 0 0 CACI INTL INC CL A 127190304 6919 27752 SH OTR 1 0 27752 0 CACI INTL INC CL A 127190304 0 0 SH SOLE 0 0 0 CACTUS INC CL A 127203107 594 22800 SH OTR 1 0 22800 0 CACTUS INC CL A 127203107 141 5400 SH SOLE 5400 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 836 6126 SH SOLE 6126 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 14302 104831 SH OTR 1 0 104831 0 CAESARS ENTERTAINMENT INC NE COM 12769G100 1166 15700 SH SOLE 15700 0 0 CAESARS ENTERTAINMENT INC NE COM 12769G100 4872 65600 SH OTR 1 0 65600 0 CAI INTERNATIONAL INC COM 12477X106 1718 55000 SH OTR 1 0 55000 0 CAI INTERNATIONAL INC COM 12477X106 409 13100 SH SOLE 13100 0 0 CALAMP CORP COM 128126109 40 4000 SH SOLE 4000 0 0 CALAMP CORP COM 128126109 168 16900 SH OTR 1 0 16900 0 CALERES INC COM 129500104 83 5300 SH SOLE 5300 0 0 CALERES INC COM 129500104 349 22300 SH OTR 1 0 22300 0 CALIFORNIA RES CORP COMMON STOCK 13057Q305 3925 166392 SH OTR 1 0 166392 0 CALIFORNIA RES CORP COMMON STOCK 13057Q305 1471 62358 SH SOLE 62358 0 0 CALIFORNIA RES CORP COMMON STOCK 13057Q305 8 338 SH OTR 5 0 338 0 CALIFORNIA WTR SVC GROUP COM 130788102 2415 44695 SH OTR 1 0 44695 0 CALIFORNIA WTR SVC GROUP COM 130788102 584 10800 SH SOLE 10800 0 0 CALIX INC COM 13100M509 530 17800 SH OTR 1 0 17800 0 CALIX INC COM 13100M509 128 4300 SH SOLE 4300 0 0 CAMDEN PPTY TR SH BEN INT 133131102 1355 13561 SH OTR 1 0 13561 0 CAMDEN PPTY TR SH BEN INT 133131102 170 1700 SH SOLE 1700 0 0 CAMPBELL SOUP CO COM 134429109 1425 29469 SH OTR 1 0 29469 0 CAMPBELL SOUP CO COM 134429109 205 4241 SH SOLE 4241 0 0 CANTEL MED CORP COM 138098108 189 2400 SH OTR 1 0 2400 0 CANTEL MED CORP COM 138098108 47 600 SH SOLE 600 0 0 CAPITAL ONE FINL CORP COM 14040H105 981 9926 SH SOLE 9926 0 0 CAPITAL ONE FINL CORP COM 14040H105 7993 80864 SH OTR 1 0 80864 0 CAPSTAR FINL HLDGS INC COM 14070T102 81 5500 SH SOLE 5500 0 0 CAPSTAR FINL HLDGS INC COM 14070T102 302 20500 SH OTR 1 0 20500 0 CARDINAL HEALTH INC COM 14149Y108 1239 23134 SH OTR 5 0 23134 0 CARDINAL HEALTH INC COM 14149Y108 501 9362 SH SOLE 9362 0 0 CARDINAL HEALTH INC COM 14149Y108 20544 383565 SH OTR 1 0 383565 0 CARDLYTICS INC COM 14161W105 128 900 SH SOLE 900 0 0 CARDLYTICS INC COM 14161W105 514 3600 SH OTR 1 0 3600 0 CARETRUST REIT INC COM 14174T107 1994 89900 SH OTR 1 0 89900 0 CARETRUST REIT INC COM 14174T107 477 21500 SH SOLE 21500 0 0 CARGURUS INC COM CL A 141788109 82 2600 SH SOLE 2600 0 0 CARGURUS INC COM CL A 141788109 349 11000 SH OTR 1 0 11000 0 CARMAX INC COM 143130102 343 3636 SH SOLE 3636 0 0 CARMAX INC COM 143130102 2255 23876 SH OTR 1 0 23876 0 CARNIVAL CORP UNIT 99/99/9999 143658300 336 15532 SH SOLE 15532 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 2344 108218 SH OTR 1 0 108218 0 CARRIAGE SVCS INC COM 143905107 1012 32300 SH OTR 1 0 32300 0 CARRIAGE SVCS INC COM 143905107 241 7700 SH SOLE 7700 0 0 CARRIER GLOBAL CORPORATION COM 14448C104 247 6540 SH OTR 5 0 6540 0 CARRIER GLOBAL CORPORATION COM 14448C104 12332 326946 SH OTR 1 0 326946 0 CARRIER GLOBAL CORPORATION COM 14448C104 683 18111 SH SOLE 18111 0 0 CARS COM INC COM 14575E105 781 69100 SH OTR 1 0 69100 0 CARS COM INC COM 14575E105 183 16200 SH SOLE 16200 0 0 CARTERS INC COM 146229109 2957 31431 SH OTR 1 0 31431 0 CARTERS INC COM 146229109 0 0 SH SOLE 0 0 0 CASA SYS INC COM 14713L102 268 43400 SH OTR 1 0 43400 0 CASA SYS INC COM 14713L102 65 10500 SH SOLE 10500 0 0 CATALENT INC COM 148806102 5351 51417 SH OTR 1 0 51417 0 CATALENT INC COM 148806102 379 3646 SH SOLE 3646 0 0 CATERPILLAR INC COM 149123101 2201 12091 SH SOLE 12091 0 0 CATERPILLAR INC COM 149123101 15995 87873 SH OTR 1 0 87873 0 CATHAY GEN BANCORP COM 149150104 2556 79400 SH OTR 1 0 79400 0 CATHAY GEN BANCORP COM 149150104 615 19100 SH SOLE 19100 0 0 CAVCO INDS INC DEL COM 149568107 1035 5900 SH OTR 1 0 5900 0 CAVCO INDS INC DEL COM 149568107 263 1500 SH SOLE 1500 0 0 CBOE GLOBAL MKTS INC COM 12503M108 260 2789 SH SOLE 2789 0 0 CBOE GLOBAL MKTS INC COM 12503M108 552 5924 SH OTR 5 0 5924 0 CBOE GLOBAL MKTS INC COM 12503M108 4415 47409 SH OTR 1 0 47409 0 CBRE GROUP INC CL A 12504L109 8609 137268 SH OTR 1 0 137268 0 CBRE GROUP INC CL A 12504L109 460 7342 SH SOLE 7342 0 0 CDK GLOBAL INC COM 12508E101 1148 22148 SH OTR 5 0 22148 0 CDK GLOBAL INC COM 12508E101 18304 353154 SH OTR 1 0 353154 0 CDK GLOBAL INC COM 12508E101 176 3388 SH SOLE 3388 0 0 CDW CORP COM 12514G108 5805 44046 SH OTR 1 0 44046 0 CDW CORP COM 12514G108 426 3232 SH SOLE 3232 0 0 CELANESE CORP DEL COM 150870103 355 2733 SH SOLE 2733 0 0 CELANESE CORP DEL COM 150870103 2210 17010 SH OTR 1 0 17010 0 CELSIUS HLDGS INC COM NEW 15118V207 443 8800 SH OTR 1 0 8800 0 CELSIUS HLDGS INC COM NEW 15118V207 111 2200 SH SOLE 2200 0 0 CENTENE CORP DEL COM 15135B101 6489 108089 SH OTR 1 0 108089 0 CENTENE CORP DEL COM 15135B101 736 12259 SH SOLE 12259 0 0 CENTERPOINT ENERGY INC COM 15189T107 1716 79278 SH OTR 1 0 79278 0 CENTERPOINT ENERGY INC COM 15189T107 260 11998 SH SOLE 11998 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1947 53600 SH OTR 1 0 53600 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 472 13000 SH SOLE 13000 0 0 CENTURY BANCORPORATION INC CL A NON VTG 156432106 485 6265 SH OTR 1 0 6265 0 CENTURY BANCORPORATION INC CL A NON VTG 156432106 110 1421 SH SOLE 1421 0 0 CENTURY CMNTYS INC COM 156504300 131 3000 SH SOLE 3000 0 0 CENTURY CMNTYS INC COM 156504300 565 12900 SH OTR 1 0 12900 0 CERENCE INC COM 156727109 442 4400 SH OTR 1 0 4400 0 CERENCE INC COM 156727109 111 1100 SH SOLE 1100 0 0 CERNER CORP COM 156782104 356 4541 SH OTR 5 0 4541 0 CERNER CORP COM 156782104 7858 100128 SH OTR 1 0 100128 0 CERNER CORP COM 156782104 566 7214 SH SOLE 7214 0 0 CERUS CORP COM 157085101 67 9700 SH OTR 1 0 9700 0 CERUS CORP COM 157085101 16 2300 SH SOLE 2300 0 0 CF INDS HLDGS INC COM 125269100 240 6195 SH SOLE 6195 0 0 CF INDS HLDGS INC COM 125269100 333 8593 SH OTR 5 0 8593 0 CF INDS HLDGS INC COM 125269100 6290 162489 SH OTR 1 0 162489 0 CHANNELADVISOR CORP COM 159179100 2087 130600 SH OTR 1 0 130600 0 CHANNELADVISOR CORP COM 159179100 500 31300 SH SOLE 31300 0 0 CHARLES RIV LABS INTL INC COM 159864107 20 82 SH SOLE 82 0 0 CHARLES RIV LABS INTL INC COM 159864107 16075 64337 SH OTR 1 0 64337 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 37032 55977 SH OTR 1 0 55977 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 1662 2513 SH OTR 5 0 2513 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 2536 3834 SH SOLE 3834 0 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 1191 1231000 PRN SOLE 1231000 0 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 14061 14529000 PRN OTR 1 0 14529000 0 CHEGG INC NOTE 0.250% 5/1 163092AB5 308 92000 PRN SOLE 92000 0 0 CHEMOCENTRYX INC COM 16383L106 1653 26700 SH OTR 1 0 26700 0 CHEMOCENTRYX INC COM 16383L106 390 6300 SH SOLE 6300 0 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 206 260000 PRN SOLE 260000 0 0 CHERRY HILL MTG INVT CORP COM 164651101 931 101900 SH OTR 1 0 101900 0 CHERRY HILL MTG INVT CORP COM 164651101 223 24400 SH SOLE 24400 0 0 CHEVRON CORP NEW COM 166764100 1233 14604 SH OTR 5 0 14604 0 CHEVRON CORP NEW COM 166764100 3863 45746 SH SOLE 45746 0 0 CHEVRON CORP NEW COM 166764100 29685 351505 SH OTR 1 0 351505 0 CHIMERA INVT CORP COM NEW 16934Q208 724 70600 SH SOLE 70600 0 0 CHIMERA INVT CORP COM NEW 16934Q208 3039 296500 SH OTR 1 0 296500 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 13807 9957 SH OTR 1 0 9957 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 892 643 SH SOLE 643 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 191 138 SH OTR 5 0 138 0 CHURCH & DWIGHT INC COM 171340102 3154 36152 SH OTR 1 0 36152 0 CHURCH & DWIGHT INC COM 171340102 483 5535 SH SOLE 5535 0 0 CHURCHILL DOWNS INC COM 171484108 448 2300 SH SOLE 2300 0 0 CHURCHILL DOWNS INC COM 171484108 1987 10200 SH OTR 1 0 10200 0 CIGNA CORP NEW COM 125523100 1643 7894 SH SOLE 7894 0 0 CIGNA CORP NEW COM 125523100 12381 59471 SH OTR 1 0 59471 0 CIMAREX ENERGY CO COM 171798101 0 0 SH SOLE 0 0 0 CIMAREX ENERGY CO COM 171798101 569 15178 SH OTR 1 0 15178 0 CINCINNATI FINL CORP COM 172062101 284 3249 SH SOLE 3249 0 0 CINCINNATI FINL CORP COM 172062101 1902 21774 SH OTR 1 0 21774 0 CINEMARK HLDGS INC COM 17243V102 151 8700 SH OTR 1 0 8700 0 CINEMARK HLDGS INC COM 17243V102 37 2100 SH SOLE 2100 0 0 CINTAS CORP COM 172908105 663 1876 SH SOLE 1876 0 0 CINTAS CORP COM 172908105 9139 25857 SH OTR 1 0 25857 0 CIRRUS LOGIC INC COM 172755100 0 0 SH SOLE 0 0 0 CIRRUS LOGIC INC COM 172755100 5809 70668 SH OTR 1 0 70668 0 CISCO SYS INC COM 17275R102 649 14496 SH OTR 5 0 14496 0 CISCO SYS INC COM 17275R102 4347 97130 SH SOLE 97130 0 0 CISCO SYS INC COM 17275R102 14 319 SH DFND 1 0 319 0 CISCO SYS INC COM 17275R102 32113 717613 SH OTR 1 0 717613 0 CITI TRENDS INC COM 17306X102 124 2500 SH SOLE 2500 0 0 CITI TRENDS INC COM 17306X102 522 10500 SH OTR 1 0 10500 0 CITIGROUP INC COM NEW 172967424 2823 45782 SH SOLE 45782 0 0 CITIGROUP INC COM NEW 172967424 20088 325780 SH OTR 1 0 325780 0 CITIZENS FINL GROUP INC COM 174610105 348 9745 SH SOLE 9745 0 0 CITIZENS FINL GROUP INC COM 174610105 2222 62146 SH OTR 1 0 62146 0 CITRIX SYS INC COM 177376100 549 4222 SH SOLE 4222 0 0 CITRIX SYS INC COM 177376100 1243 9556 SH OTR 5 0 9556 0 CITRIX SYS INC COM 177376100 23877 183530 SH OTR 1 0 183530 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 831 47429 SH OTR 1 0 47429 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 194 11070 SH SOLE 11070 0 0 CLEAN HARBORS INC COM 184496107 6755 88764 SH OTR 1 0 88764 0 CLEAN HARBORS INC COM 184496107 149 1963 SH SOLE 1963 0 0 CLEARFIELD INC COM 18482P103 613 24800 SH OTR 1 0 24800 0 CLEARFIELD INC COM 18482P103 146 5900 SH SOLE 5900 0 0 CLEARWAY ENERGY INC CL A 18539C105 1652 55900 SH OTR 1 0 55900 0 CLEARWAY ENERGY INC CL A 18539C105 396 13400 SH SOLE 13400 0 0 CLEVELAND-CLIFFS INC NEW COM 185899101 860 59100 SH OTR 1 0 59100 0 CLEVELAND-CLIFFS INC NEW COM 185899101 204 14000 SH SOLE 14000 0 0 CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 78 40000 PRN OTR 4 0 40000 0 CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 5443 2803000 PRN DFND 1 0 2803000 0 CLOROX CO DEL COM 189054109 3704 18342 SH OTR 1 0 18342 0 CLOROX CO DEL COM 189054109 566 2803 SH SOLE 2803 0 0 CLOUDERA INC COM 18914U100 359 25800 SH OTR 1 0 25800 0 CLOUDERA INC COM 18914U100 86 6200 SH SOLE 6200 0 0 CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 99 140000 PRN SOLE 140000 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 103 110000 PRN SOLE 110000 0 0 CME GROUP INC COM 12572Q105 1393 7651 SH SOLE 7651 0 0 CME GROUP INC COM 12572Q105 10703 58789 SH OTR 1 0 58789 0 CMS ENERGY CORP COM 125896100 383 6272 SH SOLE 6272 0 0 CMS ENERGY CORP COM 125896100 2542 41666 SH OTR 1 0 41666 0 CNX RES CORP COM 12653C108 2974 275400 SH OTR 1 0 275400 0 CNX RES CORP COM 12653C108 715 66200 SH SOLE 66200 0 0 COCA COLA CO COM 191216100 35520 647694 SH OTR 1 0 647694 0 COCA COLA CO COM 191216100 534 9736 SH OTR 5 0 9736 0 COCA COLA CO COM 191216100 4724 86133 SH SOLE 86133 0 0 COCA COLA CONS INC COM 191098102 563 2114 SH SOLE 2114 0 0 COCA COLA CONS INC COM 191098102 2348 8818 SH OTR 1 0 8818 0 COEUR MNG INC COM NEW 192108504 136 13100 SH SOLE 13100 0 0 COEUR MNG INC COM NEW 192108504 573 55400 SH OTR 1 0 55400 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 959 11702 SH SOLE 11702 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 7996 97573 SH OTR 1 0 97573 0 COHU INC COM 192576106 599 15700 SH OTR 1 0 15700 0 COHU INC COM 192576106 145 3800 SH SOLE 3800 0 0 COLGATE PALMOLIVE CO COM 194162103 17481 204430 SH OTR 1 0 204430 0 COLGATE PALMOLIVE CO COM 194162103 1734 20276 SH SOLE 20276 0 0 COLGATE PALMOLIVE CO COM 194162103 1714 20043 SH OTR 5 0 20043 0 COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 135 101000 PRN SOLE 101000 0 0 COLUMBIA BKG SYS INC COM 197236102 463 12900 SH OTR 1 0 12900 0 COLUMBIA BKG SYS INC COM 197236102 111 3100 SH SOLE 3100 0 0 COMCAST CORP NEW CL A 20030N101 38840 741221 SH OTR 1 0 741221 0 COMCAST CORP NEW CL A 20030N101 5277 100698 SH SOLE 100698 0 0 COMCAST CORP NEW CL A 20030N101 750 14322 SH OTR 5 0 14322 0 COMERICA INC COM 200340107 6723 120347 SH OTR 1 0 120347 0 COMERICA INC COM 200340107 1225 21936 SH OTR 5 0 21936 0 COMERICA INC COM 200340107 295 5274 SH SOLE 5274 0 0 COMFORT SYS USA INC COM 199908104 1675 31800 SH OTR 1 0 31800 0 COMFORT SYS USA INC COM 199908104 400 7600 SH SOLE 7600 0 0 COMMSCOPE HLDG CO INC COM 20337X109 0 0 SH SOLE 0 0 0 COMMSCOPE HLDG CO INC COM 20337X109 1440 107485 SH OTR 1 0 107485 0 COMMUNITY BK SYS INC COM 203607106 349 5600 SH OTR 1 0 5600 0 COMMUNITY BK SYS INC COM 203607106 87 1400 SH SOLE 1400 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 143 19300 SH SOLE 19300 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 592 79700 SH OTR 1 0 79700 0 COMMUNITY HEALTHCARE TR INC COM 20369C106 174 3700 SH SOLE 3700 0 0 COMMUNITY HEALTHCARE TR INC COM 20369C106 730 15500 SH OTR 1 0 15500 0 COMMVAULT SYSTEMS INC COM 204166102 831 15000 SH SOLE 15000 0 0 COMMVAULT SYSTEMS INC COM 204166102 3455 62401 SH OTR 1 0 62401 0 COMPUTER PROGRAMS & SYS INC COM 205306103 107 4000 SH SOLE 4000 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 468 17450 SH OTR 1 0 17450 0 CONAGRA BRANDS INC COM 205887102 391 10793 SH SOLE 10793 0 0 CONAGRA BRANDS INC COM 205887102 2578 71085 SH OTR 1 0 71085 0 CONCENTRIX CORP COM 20602D101 0 0 SH SOLE 0 0 0 CONCENTRIX CORP COM 20602D101 2730 27659 SH OTR 1 0 27659 0 CONCHO RES INC COM 20605P101 253 4338 SH SOLE 4338 0 0 CONCHO RES INC COM 20605P101 6474 110946 SH OTR 1 0 110946 0 CONDUENT INC COM 206787103 2686 559600 SH OTR 1 0 559600 0 CONDUENT INC COM 206787103 646 134500 SH SOLE 134500 0 0 CONMED CORP COM 207410101 706 6300 SH SOLE 6300 0 0 CONMED CORP COM 207410101 2934 26200 SH OTR 1 0 26200 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 2222 1584000 PRN SOLE 1584000 0 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 9356 6693000 PRN DFND 1 0 6693000 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 33683 24010000 PRN OTR 1 0 24010000 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 136 97000 PRN OTR 4 0 97000 0 CONNECTONE BANCORP INC COM 20786W107 55 2800 SH SOLE 2800 0 0 CONNECTONE BANCORP INC COM 20786W107 228 11500 SH OTR 1 0 11500 0 CONNS INC COM 208242107 57 4900 SH SOLE 4900 0 0 CONNS INC COM 208242107 238 20400 SH OTR 1 0 20400 0 CONOCOPHILLIPS COM 20825C104 939 23470 SH SOLE 23470 0 0 CONOCOPHILLIPS COM 20825C104 7417 185479 SH OTR 1 0 185479 0 CONSOLIDATED COMM HLDGS INC COM 209034107 57 11700 SH SOLE 11700 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 243 49600 SH OTR 1 0 49600 0 CONSOLIDATED EDISON INC COM 209115104 370 5123 SH OTR 5 0 5123 0 CONSOLIDATED EDISON INC COM 209115104 9129 126312 SH OTR 1 0 126312 0 CONSOLIDATED EDISON INC COM 209115104 549 7591 SH SOLE 7591 0 0 CONSTELLATION BRANDS INC CL A 21036P108 6800 31045 SH OTR 1 0 31045 0 CONSTELLATION BRANDS INC CL A 21036P108 817 3732 SH SOLE 3732 0 0 CONTAINER STORE GROUP INC COM 210751103 949 99500 SH OTR 1 0 99500 0 CONTAINER STORE GROUP INC COM 210751103 230 24100 SH SOLE 24100 0 0 COOPER COS INC COM NEW 216648402 412 1134 SH SOLE 1134 0 0 COOPER COS INC COM NEW 216648402 2593 7136 SH OTR 1 0 7136 0 COOPER STD HLDGS INC COM 21676P103 478 13800 SH OTR 1 0 13800 0 COOPER STD HLDGS INC COM 21676P103 114 3300 SH SOLE 3300 0 0 COOPER TIRE & RUBR CO COM 216831107 1814 44800 SH OTR 1 0 44800 0 COOPER TIRE & RUBR CO COM 216831107 429 10600 SH SOLE 10600 0 0 COPART INC COM 217204106 568 4466 SH SOLE 4466 0 0 COPART INC COM 217204106 3848 30237 SH OTR 1 0 30237 0 CORCEPT THERAPEUTICS INC COM 218352102 3474 132800 SH OTR 1 0 132800 0 CORCEPT THERAPEUTICS INC COM 218352102 832 31800 SH SOLE 31800 0 0 CORE MARK HOLDING CO INC COM 218681104 217 7400 SH SOLE 7400 0 0 CORE MARK HOLDING CO INC COM 218681104 916 31200 SH OTR 1 0 31200 0 CORELOGIC INC COM 21871D103 157 2034 SH SOLE 2034 0 0 CORELOGIC INC COM 21871D103 719 9300 SH OTR 1 0 9300 0 CORESITE RLTY CORP COM 21870Q105 0 0 SH SOLE 0 0 0 CORESITE RLTY CORP COM 21870Q105 230 1839 SH OTR 1 0 1839 0 CORNING INC COM 219350105 5087 141303 SH OTR 1 0 141303 0 CORNING INC COM 219350105 604 16771 SH SOLE 16771 0 0 CORTEVA INC COM 22052L104 628 16208 SH SOLE 16208 0 0 CORTEVA INC COM 22052L104 4198 108408 SH OTR 1 0 108408 0 CORVEL CORP COM 221006109 424 4000 SH SOLE 4000 0 0 CORVEL CORP COM 221006109 1770 16700 SH OTR 1 0 16700 0 COSTCO WHSL CORP NEW COM 22160K105 3988 10585 SH SOLE 10585 0 0 COSTCO WHSL CORP NEW COM 22160K105 40776 108221 SH OTR 1 0 108221 0 COSTCO WHSL CORP NEW COM 22160K105 2492 6613 SH OTR 5 0 6613 0 COUPA SOFTWARE INC COM 22266L106 3943 11633 SH OTR 1 0 11633 0 COUPA SOFTWARE INC COM 22266L106 68 200 SH SOLE 200 0 0 COUPA SOFTWARE INC NOTE 0.375% 1/1 22266LAB2 541 71000 PRN SOLE 71000 0 0 COVENANT LOGISTICS GROUP INC CL A 22284P105 49 3300 SH SOLE 3300 0 0 COVENANT LOGISTICS GROUP INC CL A 22284P105 203 13700 SH OTR 1 0 13700 0 COWEN INC CL A NEW 223622606 1999 76900 SH OTR 1 0 76900 0 COWEN INC CL A NEW 223622606 483 18600 SH SOLE 18600 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 976 7400 SH OTR 1 0 7400 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 237 1800 SH SOLE 1800 0 0 CRANE CO COM 224399105 1450 18677 SH OTR 1 0 18677 0 CRANE CO COM 224399105 16 205 SH SOLE 205 0 0 CREE INC NOTE 0.875% 9/0 225447AB7 191 105000 PRN SOLE 105000 0 0 CROCS INC COM 227046109 445 7100 SH OTR 1 0 7100 0 CROCS INC COM 227046109 107 1700 SH SOLE 1700 0 0 CROWDSTRIKE HLDGS INC CL A 22788C105 910 4298 SH OTR 1 0 4298 0 CROWDSTRIKE HLDGS INC CL A 22788C105 64 300 SH SOLE 300 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 1636 10274 SH SOLE 10274 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 550 3454 SH OTR 5 0 3454 0 CROWN CASTLE INTL CORP NEW COM 22822V101 16314 102481 SH OTR 1 0 102481 0 CROWN HLDGS INC COM 228368106 2777 27715 SH OTR 1 0 27715 0 CROWN HLDGS INC COM 228368106 50 500 SH SOLE 500 0 0 CSX CORP COM 126408103 1397 15397 SH SOLE 15397 0 0 CSX CORP COM 126408103 11496 126680 SH OTR 1 0 126680 0 CTS CORP COM 126501105 450 13100 SH OTR 1 0 13100 0 CTS CORP COM 126501105 110 3200 SH SOLE 3200 0 0 CUBESMART COM 229663109 0 0 SH SOLE 0 0 0 CUBESMART COM 229663109 1610 47907 SH OTR 1 0 47907 0 CUMMINS INC COM 231021106 743 3273 SH SOLE 3273 0 0 CUMMINS INC COM 231021106 6925 30492 SH OTR 1 0 30492 0 CURO GROUP HOLDINGS CORP COM 23131L107 215 15000 SH SOLE 15000 0 0 CURO GROUP HOLDINGS CORP COM 23131L107 897 62600 SH OTR 1 0 62600 0 CUSTOMERS BANCORP INC COM 23204G100 2034 111878 SH OTR 1 0 111878 0 CUSTOMERS BANCORP INC COM 23204G100 485 26683 SH SOLE 26683 0 0 CVS HEALTH CORP COM 126650100 14409 210962 SH OTR 1 0 210962 0 CVS HEALTH CORP COM 126650100 1935 28327 SH SOLE 28327 0 0 CYBEROPTICS CORP COM 232517102 50 2200 SH SOLE 2200 0 0 CYBEROPTICS CORP COM 232517102 211 9300 SH OTR 1 0 9300 0 CYRUSONE INC COM 23283R100 0 0 SH SOLE 0 0 0 CYRUSONE INC COM 23283R100 391 5339 SH OTR 1 0 5339 0 D R HORTON INC COM 23331A109 519 7527 SH SOLE 7527 0 0 D R HORTON INC COM 23331A109 3326 48253 SH OTR 1 0 48253 0 DANA INC COM 235825205 531 27200 SH SOLE 27200 0 0 DANA INC COM 235825205 2216 113500 SH OTR 1 0 113500 0 DANAHER CORPORATION COM 235851102 23659 106506 SH OTR 1 0 106506 0 DANAHER CORPORATION COM 235851102 3143 14147 SH SOLE 14147 0 0 DANAHER CORPORATION COM 235851102 423 1902 SH OTR 5 0 1902 0 DANAHER CORPORATION DBCV 1/2 235851AF9 109342 12898000 PRN OTR 1 0 12898000 0 DANAHER CORPORATION DBCV 1/2 235851AF9 6960 821000 PRN SOLE 821000 0 0 DAQO NEW ENERGY CORP SPNSRD ADS NEW 23703Q203 0 0 SH SOLE 0 0 0 DAQO NEW ENERGY CORP SPNSRD ADS NEW 23703Q203 3 55 SH DFND 1 0 55 0 DAQO NEW ENERGY CORP SPNSRD ADS NEW 23703Q203 446 7774 SH OTR 1 0 7774 0 DARDEN RESTAURANTS INC COM 237194105 8247 69232 SH OTR 1 0 69232 0 DARDEN RESTAURANTS INC COM 237194105 1269 10653 SH OTR 5 0 10653 0 DARDEN RESTAURANTS INC COM 237194105 483 4052 SH SOLE 4052 0 0 DARLING INGREDIENTS INC COM 237266101 761 13200 SH SOLE 13200 0 0 DARLING INGREDIENTS INC COM 237266101 3219 55800 SH OTR 1 0 55800 0 DAVITA INC COM 23918K108 165 1407 SH SOLE 1407 0 0 DAVITA INC COM 23918K108 6150 52385 SH OTR 1 0 52385 0 DBX ETF TR XTRACK HRVST CSI 233051879 737 18400 SH SOLE 18400 0 0 DBX ETF TR XTRACK HRVST CSI 233051879 5340 133294 SH OTR 1 0 133294 0 DECIPHERA PHARMACEUTICALS IN COM 24344T101 1735 30400 SH OTR 1 0 30400 0 DECIPHERA PHARMACEUTICALS IN COM 24344T101 417 7300 SH SOLE 7300 0 0 DECKERS OUTDOOR CORP COM 243537107 1233 4300 SH SOLE 4300 0 0 DECKERS OUTDOOR CORP COM 243537107 5191 18100 SH OTR 1 0 18100 0 DEERE & CO COM 244199105 2264 8413 SH SOLE 8413 0 0 DEERE & CO COM 244199105 1803 6702 SH OTR 5 0 6702 0 DEERE & CO COM 244199105 21494 79889 SH OTR 1 0 79889 0 DEL TACO RESTAURANTS INC NEW COM 245496104 721 79600 SH OTR 1 0 79600 0 DEL TACO RESTAURANTS INC NEW COM 245496104 169 18700 SH SOLE 18700 0 0 DELAWARE INVTS MINN MUN INCO COM 24610V103 7405 564399 SH SOLE 564399 0 0 DELAWARE INVTS NATL MUN INCO SH BEN INT 24610T108 3374 256199 SH SOLE 256199 0 0 DELEK US HLDGS INC NEW COM 24665A103 204 12700 SH SOLE 12700 0 0 DELEK US HLDGS INC NEW COM 24665A103 844 52500 SH OTR 1 0 52500 0 DELL TECHNOLOGIES INC CL C 24703L202 1404 19161 SH OTR 1 0 19161 0 DELL TECHNOLOGIES INC CL C 24703L202 44 600 SH SOLE 600 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 489 12163 SH SOLE 12163 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 3731 92799 SH OTR 1 0 92799 0 DENALI THERAPEUTICS INC COM 24823R105 2513 30000 SH OTR 1 0 30000 0 DENALI THERAPEUTICS INC COM 24823R105 603 7200 SH SOLE 7200 0 0 DENTSPLY SIRONA INC COM 24906P109 1665 31803 SH OTR 1 0 31803 0 DENTSPLY SIRONA INC COM 24906P109 250 4777 SH SOLE 4777 0 0 DEVON ENERGY CORP NEW COM 25179M103 468 29592 SH OTR 5 0 29592 0 DEVON ENERGY CORP NEW COM 25179M103 197 12483 SH SOLE 12483 0 0 DEVON ENERGY CORP NEW COM 25179M103 4355 275450 SH OTR 1 0 275450 0 DEXCOM INC COM 252131107 5166 13973 SH OTR 1 0 13973 0 DEXCOM INC COM 252131107 789 2133 SH SOLE 2133 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 111 49000 PRN OTR 4 0 49000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 7876 3464000 PRN DFND 1 0 3464000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 41 18000 PRN SOLE 18000 0 0 DHI GROUP INC COM 23331S100 51 23100 SH SOLE 23100 0 0 DHI GROUP INC COM 23331S100 223 100400 SH OTR 1 0 100400 0 DIAMONDBACK ENERGY INC COM 25278X109 146 3020 SH SOLE 3020 0 0 DIAMONDBACK ENERGY INC COM 25278X109 1113 22986 SH OTR 1 0 22986 0 DIAMONDROCK HOSPITALITY CO COM 252784301 951 115300 SH OTR 1 0 115300 0 DIAMONDROCK HOSPITALITY CO COM 252784301 230 27900 SH SOLE 27900 0 0 DICKS SPORTING GOODS INC COM 253393102 6459 114905 SH OTR 1 0 114905 0 DICKS SPORTING GOODS INC COM 253393102 164 2924 SH SOLE 2924 0 0 DICKS SPORTING GOODS INC COM 253393102 90 1599 SH OTR 5 0 1599 0 DIGITAL RLTY TR INC COM 253868103 834 5975 SH SOLE 5975 0 0 DIGITAL RLTY TR INC COM 253868103 7038 50451 SH OTR 1 0 50451 0 DIGITAL RLTY TR INC COM 253868103 54 389 SH OTR 5 0 389 0 DIGITAL TURBINE INC COM NEW 25400W102 379 6700 SH SOLE 6700 0 0 DIGITAL TURBINE INC COM NEW 25400W102 1618 28600 SH OTR 1 0 28600 0 DIODES INC COM 254543101 3532 50100 SH OTR 1 0 50100 0 DIODES INC COM 254543101 846 12000 SH SOLE 12000 0 0 DISCOVER FINL SVCS COM 254709108 593 6545 SH SOLE 6545 0 0 DISCOVER FINL SVCS COM 254709108 4038 44602 SH OTR 1 0 44602 0 DISCOVERY INC COM SER A 25470F104 138 4572 SH SOLE 4572 0 0 DISCOVERY INC COM SER A 25470F104 702 23328 SH OTR 1 0 23328 0 DISCOVERY INC COM SER C 25470F302 103 3948 SH SOLE 3948 0 0 DISCOVERY INC COM SER C 25470F302 1124 42927 SH OTR 1 0 42927 0 DISH NETWORK CORPORATION CL A 25470M109 1164 35982 SH OTR 1 0 35982 0 DISH NETWORK CORPORATION CL A 25470M109 152 4703 SH SOLE 4703 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 58049 62039000 PRN OTR 1 0 62039000 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 140 150000 PRN OTR 5 0 150000 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 10484 11205000 PRN SOLE 11205000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 85 89000 PRN OTR 4 0 89000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 9781 10234000 PRN SOLE 10234000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 26015 27220000 PRN OTR 1 0 27220000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 5841 6128000 PRN DFND 1 0 6128000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 48 50000 PRN OTR 5 0 50000 0 DISNEY WALT CO COM 254687106 1436 7925 SH OTR 5 0 7925 0 DISNEY WALT CO COM 254687106 7472 41243 SH SOLE 41243 0 0 DISNEY WALT CO COM 254687106 54844 302706 SH OTR 1 0 302706 0 DOCUSIGN INC COM 256163106 107 482 SH SOLE 482 0 0 DOCUSIGN INC COM 256163106 6982 31407 SH OTR 1 0 31407 0 DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 421 135000 PRN SOLE 135000 0 0 DOLLAR GEN CORP NEW COM 256677105 1349 6415 SH SOLE 6415 0 0 DOLLAR GEN CORP NEW COM 256677105 1523 7243 SH OTR 5 0 7243 0 DOLLAR GEN CORP NEW COM 256677105 24573 116849 SH OTR 1 0 116849 0 DOLLAR TREE INC COM 256746108 7232 66940 SH OTR 1 0 66940 0 DOLLAR TREE INC COM 256746108 561 5188 SH SOLE 5188 0 0 DOMINION ENERGY INC COM 25746U109 1257 16713 SH OTR 5 0 16713 0 DOMINION ENERGY INC COM 25746U109 14540 193345 SH OTR 1 0 193345 0 DOMINION ENERGY INC COM 25746U109 1418 18859 SH SOLE 18859 0 0 DOMINOS PIZZA INC COM 25754A201 562 1466 SH SOLE 1466 0 0 DOMINOS PIZZA INC COM 25754A201 1204 3140 SH OTR 5 0 3140 0 DOMINOS PIZZA INC COM 25754A201 13481 35156 SH OTR 1 0 35156 0 DOMTAR CORP COM NEW 257559203 60 1900 SH SOLE 1900 0 0 DOMTAR CORP COM NEW 257559203 266 8400 SH OTR 1 0 8400 0 DONNELLEY FINL SOLUTIONS INC COM 25787G100 2418 142500 SH OTR 1 0 142500 0 DONNELLEY FINL SOLUTIONS INC COM 25787G100 582 34300 SH SOLE 34300 0 0 DOVER CORP COM 260003108 2 13 SH OTR 5 0 13 0 DOVER CORP COM 260003108 4254 33695 SH OTR 1 0 33695 0 DOVER CORP COM 260003108 385 3048 SH SOLE 3048 0 0 DOW INC COM 260557103 7417 133640 SH OTR 1 0 133640 0 DOW INC COM 260557103 919 16554 SH SOLE 16554 0 0 DROPBOX INC CL A 26210C104 151 6813 SH SOLE 6813 0 0 DROPBOX INC CL A 26210C104 13604 613069 SH OTR 1 0 613069 0 DTE ENERGY CO COM 233331107 3448 28402 SH OTR 1 0 28402 0 DTE ENERGY CO COM 233331107 497 4091 SH SOLE 4091 0 0 DUCOMMUN INC DEL COM 264147109 59 1100 SH SOLE 1100 0 0 DUCOMMUN INC DEL COM 264147109 247 4600 SH OTR 1 0 4600 0 DUKE ENERGY CORP NEW COM NEW 26441C204 11605 126748 SH OTR 1 0 126748 0 DUKE ENERGY CORP NEW COM NEW 26441C204 112 1220 SH OTR 5 0 1220 0 DUKE ENERGY CORP NEW COM NEW 26441C204 1459 15930 SH SOLE 15930 0 0 DUKE REALTY CORP COM NEW 264411505 5247 131274 SH OTR 1 0 131274 0 DUKE REALTY CORP COM NEW 264411505 119 2975 SH OTR 5 0 2975 0 DUKE REALTY CORP COM NEW 264411505 354 8857 SH SOLE 8857 0 0 DUPONT DE NEMOURS INC COM 26614N102 1178 16569 SH SOLE 16569 0 0 DUPONT DE NEMOURS INC COM 26614N102 8818 124003 SH OTR 1 0 124003 0 DWS MUN INCOME TR COM 233368109 1028 88394 SH SOLE 88394 0 0 DWS MUN INCOME TR COM 233368109 1448 124496 SH OTR 1 0 124496 0 DXC TECHNOLOGY CO COM 23355L106 1310 50883 SH OTR 5 0 50883 0 DXC TECHNOLOGY CO COM 23355L106 22684 880922 SH OTR 1 0 880922 0 DXC TECHNOLOGY CO COM 23355L106 301 11697 SH SOLE 11697 0 0 EAGLE BANCORP INC MD COM 268948106 2561 62000 SH OTR 1 0 62000 0 EAGLE BANCORP INC MD COM 268948106 615 14900 SH SOLE 14900 0 0 EASTGROUP PPTYS INC COM 277276101 2814 20383 SH OTR 1 0 20383 0 EASTGROUP PPTYS INC COM 277276101 676 4900 SH SOLE 4900 0 0 EASTMAN CHEM CO COM 277432100 1977 19713 SH OTR 1 0 19713 0 EASTMAN CHEM CO COM 277432100 320 3189 SH SOLE 3189 0 0 EASTMAN KODAK CO COM NEW 277461406 78 9600 SH SOLE 9600 0 0 EASTMAN KODAK CO COM NEW 277461406 321 39400 SH OTR 1 0 39400 0 EATON VANCE MUN BD FD COM 27827X101 2103 154604 SH OTR 1 0 154604 0 EATON VANCE MUN BD FD COM 27827X101 1334 98097 SH SOLE 98097 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 163 13241 SH OTR 1 0 13241 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 5913 481489 SH SOLE 481489 0 0 EBAY INC. COM 278642103 1088 21646 SH SOLE 21646 0 0 EBAY INC. COM 278642103 1357 27012 SH OTR 5 0 27012 0 EBAY INC. COM 278642103 21941 436643 SH OTR 1 0 436643 0 ECHOSTAR CORP CL A 278768106 0 0 SH SOLE 0 0 0 ECHOSTAR CORP CL A 278768106 2410 113712 SH OTR 1 0 113712 0 ECOLAB INC COM 278865100 1155 5340 SH SOLE 5340 0 0 ECOLAB INC COM 278865100 9009 41640 SH OTR 1 0 41640 0 EDISON INTL COM 281020107 3460 55078 SH OTR 1 0 55078 0 EDISON INTL COM 281020107 517 8225 SH SOLE 8225 0 0 EDITAS MEDICINE INC COM 28106W103 904 12892 SH SOLE 12892 0 0 EDITAS MEDICINE INC COM 28106W103 3844 54834 SH OTR 1 0 54834 0 EDWARDS LIFESCIENCES CORP COM 28176E108 8274 90691 SH OTR 1 0 90691 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1222 13396 SH SOLE 13396 0 0 ELECTRONIC ARTS INC COM 285512109 976 6794 SH SOLE 6794 0 0 ELECTRONIC ARTS INC COM 285512109 8005 55743 SH OTR 1 0 55743 0 ELEMENT SOLUTIONS INC COM 28618M106 0 0 SH SOLE 0 0 0 ELEMENT SOLUTIONS INC COM 28618M106 1621 91410 SH OTR 1 0 91410 0 ELLINGTON FINANCIAL INC COM 28852N109 220 14800 SH OTR 1 0 14800 0 ELLINGTON FINANCIAL INC COM 28852N109 52 3500 SH SOLE 3500 0 0 EMCOR GROUP INC COM 29084Q100 1062 11608 SH SOLE 11608 0 0 EMCOR GROUP INC COM 29084Q100 6510 71184 SH OTR 1 0 71184 0 EMCOR GROUP INC COM 29084Q100 770 8417 SH OTR 5 0 8417 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 470 5248 SH SOLE 5248 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 1902 21229 SH OTR 1 0 21229 0 EMERSON ELEC CO COM 291011104 1061 13206 SH SOLE 13206 0 0 EMERSON ELEC CO COM 291011104 8398 104496 SH OTR 1 0 104496 0 EMPLOYERS HOLDINGS INC COM 292218104 309 9600 SH SOLE 9600 0 0 EMPLOYERS HOLDINGS INC COM 292218104 1291 40104 SH OTR 1 0 40104 0 ENCORE WIRE CORP COM 292562105 3103 51235 SH OTR 1 0 51235 0 ENCORE WIRE CORP COM 292562105 750 12379 SH SOLE 12379 0 0 ENDURANCE INTL GROUP HLDGS I COM 29272B105 195 20600 SH OTR 1 0 20600 0 ENDURANCE INTL GROUP HLDGS I COM 29272B105 46 4900 SH SOLE 4900 0 0 ENERSYS COM 29275Y102 1080 13000 SH OTR 1 0 13000 0 ENERSYS COM 29275Y102 257 3100 SH SOLE 3100 0 0 ENOVA INTL INC COM 29357K103 1417 57200 SH OTR 1 0 57200 0 ENOVA INTL INC COM 29357K103 339 13700 SH SOLE 13700 0 0 ENPRO INDS INC COM 29355X107 2092 27700 SH OTR 1 0 27700 0 ENPRO INDS INC COM 29355X107 498 6600 SH SOLE 6600 0 0 ENSIGN GROUP INC COM 29358P101 868 11900 SH SOLE 11900 0 0 ENSIGN GROUP INC COM 29358P101 3624 49700 SH OTR 1 0 49700 0 ENTEGRIS INC COM 29362U104 3356 34922 SH OTR 1 0 34922 0 ENTEGRIS INC COM 29362U104 0 0 SH SOLE 0 0 0 ENTERGY CORP NEW COM 29364G103 167 1671 SH OTR 5 0 1671 0 ENTERGY CORP NEW COM 29364G103 5627 56358 SH OTR 1 0 56358 0 ENTERGY CORP NEW COM 29364G103 454 4545 SH SOLE 4545 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 1117 406028 SH OTR 1 0 406028 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 265 96319 SH SOLE 96319 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 3690 2783000 PRN SOLE 2783000 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 26013 19620000 PRN OTR 1 0 19620000 0 EOG RES INC COM 26875P101 5468 109652 SH OTR 1 0 109652 0 EOG RES INC COM 26875P101 18 356 SH OTR 5 0 356 0 EOG RES INC COM 26875P101 635 12725 SH SOLE 12725 0 0 EPIZYME INC COM 29428V104 210 19300 SH SOLE 19300 0 0 EPIZYME INC COM 29428V104 926 85300 SH OTR 1 0 85300 0 EQT CORP COM 26884L109 28 2166 SH SOLE 2166 0 0 EQT CORP COM 26884L109 2882 226719 SH OTR 1 0 226719 0 EQUIFAX INC COM 294429105 3413 17700 SH OTR 1 0 17700 0 EQUIFAX INC COM 294429105 525 2723 SH SOLE 2723 0 0 EQUINIX INC COM 29444U700 506 709 SH OTR 5 0 709 0 EQUINIX INC COM 29444U700 14304 20029 SH OTR 1 0 20029 0 EQUINIX INC COM 29444U700 1545 2164 SH SOLE 2164 0 0 EQUITABLE HLDGS INC COM 29452E101 128 4988 SH SOLE 4988 0 0 EQUITABLE HLDGS INC COM 29452E101 583 22800 SH OTR 1 0 22800 0 EQUITY COMWLTH COM SH BEN INT 294628102 0 0 SH SOLE 0 0 0 EQUITY COMWLTH COM SH BEN INT 294628102 301 11031 SH OTR 1 0 11031 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 895 14121 SH OTR 1 0 14121 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 146 2300 SH SOLE 2300 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 441 7432 SH SOLE 7432 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 6089 102715 SH OTR 1 0 102715 0 ESCALADE INC COM 296056104 80 3800 SH SOLE 3800 0 0 ESCALADE INC COM 296056104 341 16100 SH OTR 1 0 16100 0 ESSEX PPTY TR INC COM 297178105 4994 21034 SH OTR 1 0 21034 0 ESSEX PPTY TR INC COM 297178105 343 1445 SH SOLE 1445 0 0 ETSY INC COM 29786A106 19735 110927 SH OTR 1 0 110927 0 ETSY INC COM 29786A106 31 172 SH OTR 5 0 172 0 ETSY INC COM 29786A106 555 3122 SH SOLE 3122 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 10036 4730000 PRN DFND 1 0 4730000 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 146 69000 PRN OTR 4 0 69000 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 4419 2078000 PRN SOLE 2078000 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 52782 24818000 PRN OTR 1 0 24818000 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 1867 1644000 PRN SOLE 1644000 0 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 22288 19630000 PRN OTR 1 0 19630000 0 EVENTBRITE INC COM CL A 29975E109 181 10000 SH OTR 1 0 10000 0 EVENTBRITE INC COM CL A 29975E109 29 1600 SH SOLE 1600 0 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 13153 8830000 PRN OTR 1 0 8830000 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 1344 902000 PRN SOLE 902000 0 0 EVERCORE INC CLASS A 29977A105 131 1198 SH SOLE 1198 0 0 EVERCORE INC CLASS A 29977A105 728 6638 SH OTR 5 0 6638 0 EVERCORE INC CLASS A 29977A105 6432 58663 SH OTR 1 0 58663 0 EVERGY INC COM 30034W106 2247 40472 SH OTR 1 0 40472 0 EVERGY INC COM 30034W106 279 5019 SH SOLE 5019 0 0 EVERSOURCE ENERGY COM 30040W108 635 7341 SH SOLE 7341 0 0 EVERSOURCE ENERGY COM 30040W108 4316 49886 SH OTR 1 0 49886 0 EVERTEC INC COM 30040P103 1172 29800 SH OTR 1 0 29800 0 EVERTEC INC COM 30040P103 291 7400 SH SOLE 7400 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 130 150000 PRN SOLE 150000 0 0 EXACT SCIENCES CORP COM 30063P105 69 523 SH SOLE 523 0 0 EXACT SCIENCES CORP COM 30063P105 1040 7848 SH OTR 1 0 7848 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 8726 6707000 PRN DFND 1 0 6707000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 48161 36877000 PRN OTR 1 0 36877000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 4614 3533000 PRN SOLE 3533000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 125 96000 PRN OTR 4 0 96000 0 EXELIXIS INC COM 30161Q104 24 1171 SH SOLE 1171 0 0 EXELIXIS INC COM 30161Q104 196 9744 SH OTR 5 0 9744 0 EXELIXIS INC COM 30161Q104 14616 728233 SH OTR 1 0 728233 0 EXELON CORP COM 30161N101 7176 169964 SH OTR 1 0 169964 0 EXELON CORP COM 30161N101 893 21158 SH SOLE 21158 0 0 EXP WORLD HLDGS INC COM 30212W100 341 5400 SH SOLE 5400 0 0 EXP WORLD HLDGS INC COM 30212W100 1408 22300 SH OTR 1 0 22300 0 EXPEDIA GROUP INC COM NEW 30212P303 409 3092 SH SOLE 3092 0 0 EXPEDIA GROUP INC COM NEW 30212P303 2619 19780 SH OTR 1 0 19780 0 EXPEDITORS INTL WASH INC COM 302130109 307 3231 SH SOLE 3231 0 0 EXPEDITORS INTL WASH INC COM 302130109 2342 24629 SH OTR 1 0 24629 0 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 37 2516 SH SOLE 2516 0 0 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 5565 375729 SH OTR 1 0 375729 0 EXTERRAN CORP COM 30227H106 105 23800 SH OTR 1 0 23800 0 EXTERRAN CORP COM 30227H106 25 5700 SH SOLE 5700 0 0 EXTRA SPACE STORAGE INC COM 30225T102 3985 34391 SH OTR 1 0 34391 0 EXTRA SPACE STORAGE INC COM 30225T102 344 2968 SH SOLE 2968 0 0 EXTREME NETWORKS INC COM 30226D106 655 95000 SH SOLE 95000 0 0 EXTREME NETWORKS INC COM 30226D106 2733 396600 SH OTR 1 0 396600 0 EXXON MOBIL CORP COM 30231G102 294 7140 SH OTR 5 0 7140 0 EXXON MOBIL CORP COM 30231G102 27424 665300 SH OTR 1 0 665300 0 EXXON MOBIL CORP COM 30231G102 3791 91963 SH SOLE 91963 0 0 F5 NETWORKS INC COM 315616102 207 1175 SH SOLE 1175 0 0 F5 NETWORKS INC COM 315616102 1577 8964 SH OTR 1 0 8964 0 FACEBOOK INC CL A 30303M102 14794 54160 SH SOLE 54160 0 0 FACEBOOK INC CL A 30303M102 172733 632350 SH OTR 1 0 632350 0 FACEBOOK INC CL A 30303M102 5088 18626 SH OTR 5 0 18626 0 FAIR ISAAC CORP COM 303250104 51 100 SH SOLE 100 0 0 FAIR ISAAC CORP COM 303250104 5856 11459 SH OTR 1 0 11459 0 FARMERS NATIONAL BANC CORP COM 309627107 690 51963 SH OTR 1 0 51963 0 FARMERS NATIONAL BANC CORP COM 309627107 169 12759 SH SOLE 12759 0 0 FASTENAL CO COM 311900104 613 12563 SH SOLE 12563 0 0 FASTENAL CO COM 311900104 4079 83539 SH OTR 1 0 83539 0 FATE THERAPEUTICS INC COM 31189P102 673 7400 SH SOLE 7400 0 0 FATE THERAPEUTICS INC COM 31189P102 2837 31200 SH OTR 1 0 31200 0 FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 112 1312 SH SOLE 1312 0 0 FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 1480 17390 SH OTR 1 0 17390 0 FEDERATED HERMES INC CL B 314211103 685 23700 SH SOLE 23700 0 0 FEDERATED HERMES INC CL B 314211103 2866 99200 SH OTR 1 0 99200 0 FEDEX CORP COM 31428X106 1722 6631 SH SOLE 6631 0 0 FEDEX CORP COM 31428X106 16643 64105 SH OTR 1 0 64105 0 FEDEX CORP COM 31428X106 1559 6004 SH OTR 5 0 6004 0 FIBROGEN INC COM 31572Q808 447 12039 SH SOLE 12039 0 0 FIBROGEN INC COM 31572Q808 1861 50166 SH OTR 1 0 50166 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 875 22390 SH OTR 1 0 22390 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 31 800 SH SOLE 800 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 14368 101566 SH OTR 1 0 101566 0 FIDELITY NATL INFORMATION SV COM 31620M106 136 961 SH OTR 5 0 961 0 FIDELITY NATL INFORMATION SV COM 31620M106 1865 13186 SH SOLE 13186 0 0 FIESTA RESTAURANT GROUP INC COM 31660B101 51 4500 SH SOLE 4500 0 0 FIESTA RESTAURANT GROUP INC COM 31660B101 213 18700 SH OTR 1 0 18700 0 FIFTH THIRD BANCORP COM 316773100 1297 47029 SH OTR 5 0 47029 0 FIFTH THIRD BANCORP COM 316773100 594 21560 SH SOLE 21560 0 0 FIFTH THIRD BANCORP COM 316773100 9788 355020 SH OTR 1 0 355020 0 FINANCIAL INSTNS INC COM 317585404 428 19023 SH SOLE 19023 0 0 FINANCIAL INSTNS INC COM 317585404 1796 79831 SH OTR 1 0 79831 0 FINVOLUTION GROUP SPONSORED ADS 31810T101 1 385 SH DFND 1 0 385 0 FINVOLUTION GROUP SPONSORED ADS 31810T101 0 0 SH SOLE 0 0 0 FINVOLUTION GROUP SPONSORED ADS 31810T101 215 80700 SH OTR 1 0 80700 0 FIRST AMERN FINL CORP COM 31847R102 1884 36490 SH OTR 1 0 36490 0 FIRST AMERN FINL CORP COM 31847R102 0 0 SH SOLE 0 0 0 FIRST BANCORP P R COM NEW 318672706 325 35300 SH SOLE 35300 0 0 FIRST BANCORP P R COM NEW 318672706 1356 147100 SH OTR 1 0 147100 0 FIRST BANK WILLIAMSTOWN NJ COM 31931U102 54 5800 SH SOLE 5800 0 0 FIRST BANK WILLIAMSTOWN NJ COM 31931U102 195 20800 SH OTR 1 0 20800 0 FIRST BUS FINL SVCS INC WIS COM 319390100 444 24099 SH OTR 1 0 24099 0 FIRST BUS FINL SVCS INC WIS COM 319390100 119 6467 SH SOLE 6467 0 0 FIRST BUSEY CORP COM NEW 319383204 371 17200 SH OTR 1 0 17200 0 FIRST BUSEY CORP COM NEW 319383204 88 4100 SH SOLE 4100 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 872 79700 SH OTR 1 0 79700 0 FIRST COMWLTH FINL CORP PA COM 319829107 209 19100 SH SOLE 19100 0 0 FIRST FINL BANCORP OH COM 320209109 123 7000 SH SOLE 7000 0 0 FIRST FINL BANCORP OH COM 320209109 524 29900 SH OTR 1 0 29900 0 FIRST FINL BANKSHARES COM 32020R109 774 21400 SH OTR 1 0 21400 0 FIRST FINL BANKSHARES COM 32020R109 188 5200 SH SOLE 5200 0 0 FIRST FNDTN INC COM 32026V104 2189 109460 SH OTR 1 0 109460 0 FIRST FNDTN INC COM 32026V104 520 26010 SH SOLE 26010 0 0 FIRST HAWAIIAN INC COM 32051X108 2467 104635 SH OTR 1 0 104635 0 FIRST HAWAIIAN INC COM 32051X108 160 6803 SH SOLE 6803 0 0 FIRST INDL RLTY TR INC COM 32054K103 240 5700 SH SOLE 5700 0 0 FIRST INDL RLTY TR INC COM 32054K103 1796 42625 SH OTR 1 0 42625 0 FIRST INTERNET BANCORP COM 320557101 371 12921 SH SOLE 12921 0 0 FIRST INTERNET BANCORP COM 320557101 1531 53256 SH OTR 1 0 53256 0 FIRST LONG IS CORP COM 320734106 338 18914 SH SOLE 18914 0 0 FIRST LONG IS CORP COM 320734106 1422 79685 SH OTR 1 0 79685 0 FIRST NORTHWEST BANCORP COM 335834107 388 24900 SH OTR 1 0 24900 0 FIRST NORTHWEST BANCORP COM 335834107 100 6400 SH SOLE 6400 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 610 4155 SH SOLE 4155 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 11397 77566 SH OTR 1 0 77566 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 683 4647 SH OTR 5 0 4647 0 FIRST SOLAR INC COM 336433107 84 853 SH SOLE 853 0 0 FIRST SOLAR INC COM 336433107 5338 53967 SH OTR 1 0 53967 0 FIRSTENERGY CORP COM 337932107 400 13056 SH SOLE 13056 0 0 FIRSTENERGY CORP COM 337932107 402 13129 SH OTR 5 0 13129 0 FIRSTENERGY CORP COM 337932107 6162 201308 SH OTR 1 0 201308 0 FISERV INC COM 337738108 1332 11699 SH SOLE 11699 0 0 FISERV INC COM 337738108 10547 92630 SH OTR 1 0 92630 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 3412 83698 SH OTR 1 0 83698 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 820 20124 SH SOLE 20124 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 3311 12135 SH OTR 1 0 12135 0 FLEETCOR TECHNOLOGIES INC COM 339041105 516 1893 SH SOLE 1893 0 0 FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 40 45000 PRN SOLE 45000 0 0 FLIR SYS INC COM 302445101 110 2504 SH SOLE 2504 0 0 FLIR SYS INC COM 302445101 7 151 SH OTR 5 0 151 0 FLIR SYS INC COM 302445101 858 19571 SH OTR 1 0 19571 0 FLOWSERVE CORP COM 34354P105 698 18955 SH OTR 1 0 18955 0 FLOWSERVE CORP COM 34354P105 91 2475 SH SOLE 2475 0 0 FLUENT INC COM 34380C102 277 52200 SH OTR 1 0 52200 0 FLUENT INC COM 34380C102 67 12700 SH SOLE 12700 0 0 FLUOR CORP NEW COM 343412102 358 22400 SH SOLE 22400 0 0 FLUOR CORP NEW COM 343412102 1474 92300 SH OTR 1 0 92300 0 FLUSHING FINL CORP COM 343873105 1953 117353 SH OTR 1 0 117353 0 FLUSHING FINL CORP COM 343873105 468 28155 SH SOLE 28155 0 0 FLWS/1-800 FLOWERS CL A 68243Q106 1132 43550 SH OTR 1 0 43550 0 FLWS/1-800 FLOWERS CL A 68243Q106 268 10296 SH SOLE 10296 0 0 FMC CORP COM NEW 302491303 2170 18881 SH OTR 1 0 18881 0 FMC CORP COM NEW 302491303 331 2879 SH SOLE 2879 0 0 FOOT LOCKER INC COM 344849104 2517 62245 SH OTR 1 0 62245 0 FOOT LOCKER INC COM 344849104 152 3763 SH SOLE 3763 0 0 FORD MTR CO DEL COM 345370860 14453 1644235 SH OTR 1 0 1644235 0 FORD MTR CO DEL COM 345370860 986 112184 SH SOLE 112184 0 0 FORMFACTOR INC COM 346375108 860 20000 SH SOLE 20000 0 0 FORMFACTOR INC COM 346375108 3588 83400 SH OTR 1 0 83400 0 FORTERRA INC COM 34960W106 100 5800 SH SOLE 5800 0 0 FORTERRA INC COM 34960W106 416 24200 SH OTR 1 0 24200 0 FORTINET INC COM 34959E109 1303 8773 SH OTR 5 0 8773 0 FORTINET INC COM 34959E109 756 5087 SH SOLE 5087 0 0 FORTINET INC COM 34959E109 25792 173651 SH OTR 1 0 173651 0 FORTIVE CORP COM 34959J108 10532 148716 SH OTR 1 0 148716 0 FORTIVE CORP COM 34959J108 513 7238 SH SOLE 7238 0 0 FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 589 570000 PRN SOLE 570000 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 261 3050 SH SOLE 3050 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 4332 50538 SH OTR 1 0 50538 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 43729 66761152 PRN OTR 1 0 66761152 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 19804 30234632 PRN SOLE 30234632 0 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 138 210914 PRN OTR 5 0 210914 0 FOSTER L B CO COM 350060109 83 5501 SH SOLE 5501 0 0 FOSTER L B CO COM 350060109 362 24036 SH OTR 1 0 24036 0 FOUR CORNERS PPTY TR INC COM 35086T109 1989 66800 SH OTR 1 0 66800 0 FOUR CORNERS PPTY TR INC COM 35086T109 476 16000 SH SOLE 16000 0 0 FOX CORP CL A COM 35137L105 1430 49117 SH OTR 1 0 49117 0 FOX CORP CL A COM 35137L105 259 8900 SH SOLE 8900 0 0 FOX CORP CL B COM 35137L204 3130 108378 SH OTR 1 0 108378 0 FOX CORP CL B COM 35137L204 92 3200 SH OTR 5 0 3200 0 FOX CORP CL B COM 35137L204 66 2300 SH SOLE 2300 0 0 FOX FACTORY HLDG CORP COM 35138V102 254 2400 SH SOLE 2400 0 0 FOX FACTORY HLDG CORP COM 35138V102 1068 10100 SH OTR 1 0 10100 0 FRANKLIN ELEC INC COM 353514102 747 10800 SH SOLE 10800 0 0 FRANKLIN ELEC INC COM 353514102 3135 45300 SH OTR 1 0 45300 0 FRANKLIN RESOURCES INC COM 354613101 223 8941 SH SOLE 8941 0 0 FRANKLIN RESOURCES INC COM 354613101 1421 56849 SH OTR 1 0 56849 0 FREEPORT-MCMORAN INC CL B 35671D857 12063 463614 SH OTR 1 0 463614 0 FREEPORT-MCMORAN INC CL B 35671D857 877 33718 SH SOLE 33718 0 0 FREEPORT-MCMORAN INC CL B 35671D857 305 11732 SH OTR 5 0 11732 0 FRESHPET INC COM 358039105 1136 8000 SH OTR 1 0 8000 0 FRESHPET INC COM 358039105 270 1900 SH SOLE 1900 0 0 FS BANCORP INC COM 30263Y104 186 3392 SH SOLE 3392 0 0 FS BANCORP INC COM 30263Y104 787 14353 SH OTR 1 0 14353 0 FTI CONSULTING INC COM 302941109 3255 29132 SH OTR 1 0 29132 0 FTI CONSULTING INC COM 302941109 0 0 SH SOLE 0 0 0 FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 107 85000 PRN SOLE 85000 0 0 FUELCELL ENERGY INC COM 35952H601 240 21500 SH SOLE 21500 0 0 FUELCELL ENERGY INC COM 35952H601 1022 91500 SH OTR 1 0 91500 0 FUTUREFUEL CORP COM 36116M106 151 11900 SH OTR 1 0 11900 0 FUTUREFUEL CORP COM 36116M106 36 2850 SH SOLE 2850 0 0 G III APPAREL GROUP LTD COM 36237H101 480 20200 SH OTR 1 0 20200 0 G III APPAREL GROUP LTD COM 36237H101 114 4800 SH SOLE 4800 0 0 GALLAGHER ARTHUR J & CO COM 363576109 516 4173 SH SOLE 4173 0 0 GALLAGHER ARTHUR J & CO COM 363576109 3462 27984 SH OTR 1 0 27984 0 GAMESTOP CORP NEW CL A 36467W109 923 49000 SH OTR 1 0 49000 0 GAMESTOP CORP NEW CL A 36467W109 224 11900 SH SOLE 11900 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 0 0 SH SOLE 0 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 1149 27096 SH OTR 1 0 27096 0 GAP INC COM 364760108 715 35434 SH OTR 5 0 35434 0 GAP INC COM 364760108 131 6478 SH SOLE 6478 0 0 GAP INC COM 364760108 3686 182544 SH OTR 1 0 182544 0 GARTNER INC COM 366651107 305 1901 SH SOLE 1901 0 0 GARTNER INC COM 366651107 2516 15708 SH OTR 1 0 15708 0 GATX CORP COM 361448103 183 2200 SH OTR 1 0 2200 0 GATX CORP COM 361448103 42 500 SH SOLE 500 0 0 GCP APPLIED TECHNOLOGIES INC COM 36164Y101 92 3900 SH SOLE 3900 0 0 GCP APPLIED TECHNOLOGIES INC COM 36164Y101 381 16100 SH OTR 1 0 16100 0 GENERAL DYNAMICS CORP COM 369550108 749 5035 SH SOLE 5035 0 0 GENERAL DYNAMICS CORP COM 369550108 6216 41770 SH OTR 1 0 41770 0 GENERAL ELECTRIC CO COM 369604103 14966 1385775 SH OTR 1 0 1385775 0 GENERAL ELECTRIC CO COM 369604103 2050 189860 SH SOLE 189860 0 0 GENERAL MLS INC COM 370334104 785 13343 SH SOLE 13343 0 0 GENERAL MLS INC COM 370334104 6613 112465 SH OTR 1 0 112465 0 GENERAL MTRS CO COM 37045V100 8813 211653 SH OTR 1 0 211653 0 GENERAL MTRS CO COM 37045V100 1139 27347 SH SOLE 27347 0 0 GENMARK DIAGNOSTICS INC COM 372309104 169 11600 SH SOLE 11600 0 0 GENMARK DIAGNOSTICS INC COM 372309104 727 49800 SH OTR 1 0 49800 0 GENUINE PARTS CO COM 372460105 316 3151 SH SOLE 3151 0 0 GENUINE PARTS CO COM 372460105 2491 24805 SH OTR 1 0 24805 0 GENWORTH FINL INC COM CL A 37247D106 668 176700 SH OTR 1 0 176700 0 GENWORTH FINL INC COM CL A 37247D106 155 41100 SH SOLE 41100 0 0 GEO GROUP INC NEW COM 36162J106 360 40607 SH SOLE 40607 0 0 GEO GROUP INC NEW COM 36162J106 1501 169465 SH OTR 1 0 169465 0 GETTY RLTY CORP NEW COM 374297109 1446 52500 SH OTR 1 0 52500 0 GETTY RLTY CORP NEW COM 374297109 336 12200 SH SOLE 12200 0 0 GILEAD SCIENCES INC COM 375558103 19722 338509 SH OTR 1 0 338509 0 GILEAD SCIENCES INC COM 375558103 1704 29253 SH OTR 5 0 29253 0 GILEAD SCIENCES INC COM 375558103 1854 31822 SH SOLE 31822 0 0 GLACIER BANCORP INC NEW COM 37637Q105 166 3600 SH SOLE 3600 0 0 GLACIER BANCORP INC NEW COM 37637Q105 672 14600 SH OTR 1 0 14600 0 GLAUKOS CORP COM 377322102 226 3000 SH OTR 1 0 3000 0 GLAUKOS CORP COM 377322102 53 700 SH SOLE 700 0 0 GLOBAL MED REIT INC COM NEW 37954A204 247 18900 SH OTR 1 0 18900 0 GLOBAL MED REIT INC COM NEW 37954A204 59 4500 SH SOLE 4500 0 0 GLOBAL PMTS INC COM 37940X102 1381 6411 SH SOLE 6411 0 0 GLOBAL PMTS INC COM 37940X102 10601 49212 SH OTR 1 0 49212 0 GLOBAL X FDS NASDAQ 100 COVER 37954Y483 466 20422 SH SOLE 20422 0 0 GLOBE LIFE INC COM 37959E102 174 1837 SH SOLE 1837 0 0 GLOBE LIFE INC COM 37959E102 1330 14011 SH OTR 1 0 14011 0 GLU MOBILE INC COM 379890106 148 16400 SH SOLE 16400 0 0 GLU MOBILE INC COM 379890106 611 67800 SH OTR 1 0 67800 0 GMS INC COM 36251C103 162 5300 SH SOLE 5300 0 0 GMS INC COM 36251C103 671 22000 SH OTR 1 0 22000 0 GODADDY INC CL A 380237107 15138 182499 SH OTR 1 0 182499 0 GODADDY INC CL A 380237107 222 2672 SH SOLE 2672 0 0 GOLDEN ENTMT INC COM 381013101 40 2000 SH SOLE 2000 0 0 GOLDEN ENTMT INC COM 381013101 165 8300 SH OTR 1 0 8300 0 GOLDMAN SACHS GROUP INC COM 38141G104 14838 56265 SH OTR 1 0 56265 0 GOLDMAN SACHS GROUP INC COM 38141G104 1942 7365 SH SOLE 7365 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 2388 218900 SH OTR 1 0 218900 0 GOODYEAR TIRE & RUBR CO COM 382550101 570 52200 SH SOLE 52200 0 0 GRAFTECH INTL LTD COM 384313508 147 13760 SH SOLE 13760 0 0 GRAFTECH INTL LTD COM 384313508 3673 344600 SH OTR 1 0 344600 0 GRAHAM HLDGS CO COM CL B 384637104 8801 16501 SH OTR 1 0 16501 0 GRAHAM HLDGS CO COM CL B 384637104 186 348 SH SOLE 348 0 0 GRAINGER W W INC COM 384802104 351 860 SH SOLE 860 0 0 GRAINGER W W INC COM 384802104 2679 6560 SH OTR 1 0 6560 0 GRAND CANYON ED INC COM 38526M106 243 2610 SH OTR 1 0 2610 0 GRAND CANYON ED INC COM 38526M106 0 0 SH SOLE 0 0 0 GREAT WESTN BANCORP INC COM 391416104 150 7200 SH SOLE 7200 0 0 GREAT WESTN BANCORP INC COM 391416104 652 31200 SH OTR 1 0 31200 0 GREEN DOT CORP CL A 39304D102 2930 52500 SH OTR 1 0 52500 0 GREEN DOT CORP CL A 39304D102 692 12400 SH SOLE 12400 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 144 1100 SH SOLE 1100 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 577 4400 SH OTR 1 0 4400 0 GROUPON INC COM NEW 399473206 114 3000 SH SOLE 3000 0 0 GROUPON INC COM NEW 399473206 498 13100 SH OTR 1 0 13100 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 156 120000 PRN SOLE 120000 0 0 HALLIBURTON CO COM 406216101 379 20069 SH SOLE 20069 0 0 HALLIBURTON CO COM 406216101 2431 128634 SH OTR 1 0 128634 0 HALOZYME THERAPEUTICS INC COM 40637H109 2675 62623 SH OTR 1 0 62623 0 HALOZYME THERAPEUTICS INC COM 40637H109 639 14955 SH SOLE 14955 0 0 HANCOCK WHITNEY CORPORATION COM 410120109 667 19600 SH SOLE 19600 0 0 HANCOCK WHITNEY CORPORATION COM 410120109 2796 82200 SH OTR 1 0 82200 0 HANESBRANDS INC COM 410345102 739 50686 SH OTR 1 0 50686 0 HANESBRANDS INC COM 410345102 96 6607 SH SOLE 6607 0 0 HANMI FINL CORP COM NEW 410495204 355 31300 SH SOLE 31300 0 0 HANMI FINL CORP COM NEW 410495204 1484 130900 SH OTR 1 0 130900 0 HANNON ARMSTRONG SUST INFR C COM 41068X100 121 1900 SH SOLE 1900 0 0 HANNON ARMSTRONG SUST INFR C COM 41068X100 507 8000 SH OTR 1 0 8000 0 HARROW HEALTH INC COM 415858109 87 12700 SH SOLE 12700 0 0 HARROW HEALTH INC COM 415858109 361 52600 SH OTR 1 0 52600 0 HARTFORD FINL SVCS GROUP INC COM 416515104 399 8140 SH SOLE 8140 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 5272 107630 SH OTR 1 0 107630 0 HARTFORD FINL SVCS GROUP INC COM 416515104 80 1625 SH OTR 5 0 1625 0 HASBRO INC COM 418056107 265 2836 SH SOLE 2836 0 0 HASBRO INC COM 418056107 1735 18544 SH OTR 1 0 18544 0 HAVERTY FURNITURE INC COM 419596101 570 20600 SH OTR 1 0 20600 0 HAVERTY FURNITURE INC COM 419596101 136 4900 SH SOLE 4900 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 491 13880 SH OTR 1 0 13880 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 12 327 SH SOLE 327 0 0 HCA HEALTHCARE INC COM 40412C101 1480 8998 SH OTR 5 0 8998 0 HCA HEALTHCARE INC COM 40412C101 23993 145888 SH OTR 1 0 145888 0 HCA HEALTHCARE INC COM 40412C101 1317 8010 SH SOLE 8010 0 0 HEALTHCARE RLTY TR COM 421946104 311 10500 SH OTR 1 0 10500 0 HEALTHCARE RLTY TR COM 421946104 68 2300 SH SOLE 2300 0 0 HEALTHCARE TR AMER INC CL A NEW 42225P501 861 31253 SH OTR 1 0 31253 0 HEALTHCARE TR AMER INC CL A NEW 42225P501 0 0 SH SOLE 0 0 0 HEALTHEQUITY INC COM 42226A107 1394 20000 SH OTR 1 0 20000 0 HEALTHEQUITY INC COM 42226A107 328 4700 SH SOLE 4700 0 0 HEALTHPEAK PROPERTIES INC COM 42250P103 370 12238 SH SOLE 12238 0 0 HEALTHPEAK PROPERTIES INC COM 42250P103 75 2488 SH OTR 5 0 2488 0 HEALTHPEAK PROPERTIES INC COM 42250P103 5011 165765 SH OTR 1 0 165765 0 HEALTHSTREAM INC COM 42222N103 44 2000 SH SOLE 2000 0 0 HEALTHSTREAM INC COM 42222N103 182 8326 SH OTR 1 0 8326 0 HECLA MNG CO COM 422704106 277 42800 SH SOLE 42800 0 0 HECLA MNG CO COM 422704106 1144 176500 SH OTR 1 0 176500 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 54 52000 PRN OTR 4 0 52000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 18418 17481000 PRN OTR 1 0 17481000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 3632 3497000 PRN DFND 1 0 3497000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 2335 2216000 PRN SOLE 2216000 0 0 HELMERICH & PAYNE INC COM 423452101 1810 78158 SH OTR 1 0 78158 0 HELMERICH & PAYNE INC COM 423452101 67 2888 SH SOLE 2888 0 0 HENRY JACK & ASSOC INC COM 426281101 269 1658 SH SOLE 1658 0 0 HENRY JACK & ASSOC INC COM 426281101 1799 11105 SH OTR 1 0 11105 0 HENRY SCHEIN INC COM 806407102 182 2721 SH SOLE 2721 0 0 HENRY SCHEIN INC COM 806407102 1389 20775 SH OTR 1 0 20775 0 HERITAGE INS HLDGS INC COM 42727J102 165 16300 SH OTR 1 0 16300 0 HERITAGE INS HLDGS INC COM 42727J102 40 3900 SH SOLE 3900 0 0 HERON THERAPEUTICS INC COM 427746102 2048 96751 SH OTR 1 0 96751 0 HERON THERAPEUTICS INC COM 427746102 488 23075 SH SOLE 23075 0 0 HERSHEY CO COM 427866108 505 3312 SH SOLE 3312 0 0 HERSHEY CO COM 427866108 3270 21468 SH OTR 1 0 21468 0 HESS CORP COM 42809H107 323 6112 SH SOLE 6112 0 0 HESS CORP COM 42809H107 2099 39768 SH OTR 1 0 39768 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 2219 187275 SH OTR 1 0 187275 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 352 29740 SH SOLE 29740 0 0 HIBBETT SPORTS INC COM 428567101 231 5000 SH SOLE 5000 0 0 HIBBETT SPORTS INC COM 428567101 961 20800 SH OTR 1 0 20800 0 HILL ROM HLDGS INC COM 431475102 136 1391 SH SOLE 1391 0 0 HILL ROM HLDGS INC COM 431475102 1124 11470 SH OTR 5 0 11470 0 HILL ROM HLDGS INC COM 431475102 10715 109374 SH OTR 1 0 109374 0 HILLENBRAND INC COM 431571108 856 21500 SH SOLE 21500 0 0 HILLENBRAND INC COM 431571108 3578 89900 SH OTR 1 0 89900 0 HILTON GRAND VACATIONS INC COM 43283X105 257 8200 SH SOLE 8200 0 0 HILTON GRAND VACATIONS INC COM 43283X105 1063 33900 SH OTR 1 0 33900 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 4718 42407 SH OTR 1 0 42407 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 678 6091 SH SOLE 6091 0 0 HMS HLDGS CORP COM 40425J101 720 19600 SH SOLE 19600 0 0 HMS HLDGS CORP COM 40425J101 3014 82000 SH OTR 1 0 82000 0 HNI CORP COM 404251100 472 13700 SH SOLE 13700 0 0 HNI CORP COM 404251100 1964 57000 SH OTR 1 0 57000 0 HOLLYFRONTIER CORP COM 436106108 316 12239 SH SOLE 12239 0 0 HOLLYFRONTIER CORP COM 436106108 1194 46179 SH OTR 5 0 46179 0 HOLLYFRONTIER CORP COM 436106108 12283 475176 SH OTR 1 0 475176 0 HOLOGIC INC COM 436440101 573 7873 SH SOLE 7873 0 0 HOLOGIC INC COM 436440101 17126 235145 SH OTR 1 0 235145 0 HOLOGIC INC COM 436440101 1165 16002 SH OTR 5 0 16002 0 HOME BANCSHARES INC COM 436893200 51 2600 SH SOLE 2600 0 0 HOME BANCSHARES INC COM 436893200 210 10800 SH OTR 1 0 10800 0 HOME DEPOT INC COM 437076102 3393 12774 SH OTR 5 0 12774 0 HOME DEPOT INC COM 437076102 6761 25455 SH SOLE 25455 0 0 HOME DEPOT INC COM 437076102 74022 278677 SH OTR 1 0 278677 0 HOMESTREET INC COM 43785V102 591 17500 SH OTR 1 0 17500 0 HOMESTREET INC COM 43785V102 142 4200 SH SOLE 4200 0 0 HONEYWELL INTL INC COM 438516106 63 294 SH OTR 5 0 294 0 HONEYWELL INTL INC COM 438516106 3229 15182 SH SOLE 15182 0 0 HONEYWELL INTL INC COM 438516106 23339 109726 SH OTR 1 0 109726 0 HOPE BANCORP INC COM 43940T109 2539 232700 SH OTR 1 0 232700 0 HOPE BANCORP INC COM 43940T109 608 55700 SH SOLE 55700 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 1606 38200 SH OTR 1 0 38200 0 HORACE MANN EDUCATORS CORP N COM 440327104 387 9200 SH SOLE 9200 0 0 HORIZON BANCORP INC COM 440407104 73 4600 SH SOLE 4600 0 0 HORIZON BANCORP INC COM 440407104 308 19400 SH OTR 1 0 19400 0 HORMEL FOODS CORP COM 440452100 1904 40854 SH OTR 1 0 40854 0 HORMEL FOODS CORP COM 440452100 300 6430 SH SOLE 6430 0 0 HOST HOTELS & RESORTS INC COM 44107P104 5363 366559 SH OTR 1 0 366559 0 HOST HOTELS & RESORTS INC COM 44107P104 316 21609 SH SOLE 21609 0 0 HOST HOTELS & RESORTS INC COM 44107P104 83 5664 SH OTR 5 0 5664 0 HOULIHAN LOKEY INC CL A 441593100 296 4400 SH SOLE 4400 0 0 HOULIHAN LOKEY INC CL A 441593100 1230 18300 SH OTR 1 0 18300 0 HOWMET AEROSPACE INC COM 443201108 1621 56785 SH OTR 1 0 56785 0 HOWMET AEROSPACE INC COM 443201108 212 7445 SH SOLE 7445 0 0 HP INC COM 40434L105 1109 45080 SH SOLE 45080 0 0 HP INC COM 40434L105 1422 57835 SH OTR 5 0 57835 0 HP INC COM 40434L105 23095 939206 SH OTR 1 0 939206 0 HUB GROUP INC CL A 443320106 986 17300 SH OTR 1 0 17300 0 HUB GROUP INC CL A 443320106 234 4100 SH SOLE 4100 0 0 HUBBELL INC COM 443510607 476 3033 SH OTR 1 0 3033 0 HUBBELL INC COM 443510607 0 0 SH SOLE 0 0 0 HUMANA INC COM 444859102 1554 3788 SH SOLE 3788 0 0 HUMANA INC COM 444859102 1618 3944 SH OTR 5 0 3944 0 HUMANA INC COM 444859102 26109 63638 SH OTR 1 0 63638 0 HUNT J B TRANS SVCS INC COM 445658107 250 1828 SH SOLE 1828 0 0 HUNT J B TRANS SVCS INC COM 445658107 6540 47863 SH OTR 1 0 47863 0 HUNT J B TRANS SVCS INC COM 445658107 63 464 SH OTR 5 0 464 0 HUNTINGTON BANCSHARES INC COM 446150104 289 22910 SH SOLE 22910 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1870 148032 SH OTR 1 0 148032 0 HUNTINGTON INGALLS INDS INC COM 446413106 426 2497 SH SOLE 2497 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 7543 44248 SH OTR 1 0 44248 0 HUNTINGTON INGALLS INDS INC COM 446413106 1213 7114 SH OTR 5 0 7114 0 IAC INTERACTIVECORP NEW COM 44891N109 66 350 SH SOLE 350 0 0 IAC INTERACTIVECORP NEW COM 44891N109 6928 36589 SH OTR 1 0 36589 0 ICU MED INC COM 44930G107 0 0 SH SOLE 0 0 0 ICU MED INC COM 44930G107 5488 25584 SH OTR 1 0 25584 0 IDEX CORP COM 45167R104 2194 11015 SH OTR 1 0 11015 0 IDEX CORP COM 45167R104 348 1747 SH SOLE 1747 0 0 IDEXX LABS INC COM 45168D104 891 1783 SH OTR 5 0 1783 0 IDEXX LABS INC COM 45168D104 1054 2109 SH SOLE 2109 0 0 IDEXX LABS INC COM 45168D104 13782 27571 SH OTR 1 0 27571 0 IDT CORP CL B NEW 448947507 127 10300 SH SOLE 10300 0 0 IDT CORP CL B NEW 448947507 536 43400 SH OTR 1 0 43400 0 II-VI INC COM 902104108 706 9300 SH SOLE 9300 0 0 II-VI INC COM 902104108 2940 38700 SH OTR 1 0 38700 0 II-VI INC NOTE 0.250% 9/0 902104AB4 176 105000 PRN SOLE 105000 0 0 ILLINOIS TOOL WKS INC COM 452308109 9951 48807 SH OTR 1 0 48807 0 ILLINOIS TOOL WKS INC COM 452308109 1304 6396 SH SOLE 6396 0 0 ILLUMINA INC COM 452327109 7860 21244 SH OTR 1 0 21244 0 ILLUMINA INC COM 452327109 1180 3188 SH SOLE 3188 0 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 94 64000 PRN OTR 4 0 64000 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 6687 4576000 PRN DFND 1 0 4576000 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 2651 1808000 PRN SOLE 1808000 0 0 ILLUMINA INC NOTE 8/1 452327AK5 23264 20459000 PRN OTR 1 0 20459000 0 ILLUMINA INC NOTE 8/1 452327AK5 960 844000 PRN SOLE 844000 0 0 INCYTE CORP COM 45337C102 621 7143 SH OTR 5 0 7143 0 INCYTE CORP COM 45337C102 17802 204668 SH OTR 1 0 204668 0 INCYTE CORP COM 45337C102 417 4797 SH SOLE 4797 0 0 INDEPENDENT BK CORP MICH COM NEW 453838609 301 16300 SH SOLE 16300 0 0 INDEPENDENT BK CORP MICH COM NEW 453838609 1260 68200 SH OTR 1 0 68200 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 0 0 SH SOLE 0 0 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 22350 836150 SH OTR 3 0 836150 0 INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 382 16400 SH SOLE 16400 0 0 INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 1593 68400 SH OTR 1 0 68400 0 INFINERA CORP COM 45667G103 62 5900 SH SOLE 5900 0 0 INFINERA CORP COM 45667G103 284 27100 SH OTR 1 0 27100 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 161 130000 PRN SOLE 130000 0 0 INFUSYSTEM HLDGS INC COM 45685K102 92 4900 SH SOLE 4900 0 0 INFUSYSTEM HLDGS INC COM 45685K102 404 21500 SH OTR 1 0 21500 0 INGERSOLL RAND INC COM 45687V106 2464 54089 SH OTR 1 0 54089 0 INGERSOLL RAND INC COM 45687V106 347 7617 SH SOLE 7617 0 0 INGEVITY CORP COM 45688C107 878 11600 SH OTR 1 0 11600 0 INGEVITY CORP COM 45688C107 212 2800 SH SOLE 2800 0 0 INGREDION INC COM 457187102 11510 146310 SH OTR 1 0 146310 0 INGREDION INC COM 457187102 204 2587 SH SOLE 2587 0 0 INGREDION INC COM 457187102 1117 14197 SH OTR 5 0 14197 0 INNOVATIVE INDL PPTYS INC COM 45781V101 1337 7300 SH OTR 1 0 7300 0 INNOVATIVE INDL PPTYS INC COM 45781V101 330 1800 SH SOLE 1800 0 0 INNOVIVA INC COM 45781M101 223 18000 SH SOLE 18000 0 0 INNOVIVA INC COM 45781M101 927 74800 SH OTR 1 0 74800 0 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 208 23500 SH SOLE 23500 0 0 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 866 97900 SH OTR 1 0 97900 0 INPHI CORP COM 45772F107 0 0 SH SOLE 0 0 0 INPHI CORP COM 45772F107 9756 60797 SH OTR 1 0 60797 0 INSIGHT ENTERPRISES INC COM 45765U103 213 2800 SH OTR 1 0 2800 0 INSIGHT ENTERPRISES INC COM 45765U103 46 600 SH SOLE 600 0 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 108 85000 PRN SOLE 85000 0 0 INSMED INC COM PAR $.01 457669307 471 14154 SH SOLE 14154 0 0 INSMED INC COM PAR $.01 457669307 1948 58526 SH OTR 1 0 58526 0 INSMED INC NOTE 1.750% 1/1 457669AA7 107 95000 PRN SOLE 95000 0 0 INSPERITY INC COM 45778Q107 2890 35500 SH OTR 1 0 35500 0 INSPERITY INC COM 45778Q107 692 8500 SH SOLE 8500 0 0 INSPIRE MED SYS INC COM 457730109 1279 6800 SH OTR 1 0 6800 0 INSPIRE MED SYS INC COM 457730109 301 1600 SH SOLE 1600 0 0 INSTEEL INDS INC COM 45774W108 156 7000 SH SOLE 7000 0 0 INSTEEL INDS INC COM 45774W108 657 29500 SH OTR 1 0 29500 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 502 379000 PRN SOLE 379000 0 0 INTEGER HLDGS CORP COM 45826H109 50 619 SH SOLE 619 0 0 INTEGER HLDGS CORP COM 45826H109 217 2674 SH OTR 1 0 2674 0 INTEL CORP COM 458140100 5043 101229 SH SOLE 101229 0 0 INTEL CORP COM 458140100 2240 44964 SH OTR 5 0 44964 0 INTEL CORP COM 458140100 40924 821442 SH OTR 1 0 821442 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 869 35165 SH OTR 1 0 35165 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 209 8461 SH SOLE 8461 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 1385 12013 SH SOLE 12013 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 10833 93959 SH OTR 1 0 93959 0 INTERDIGITAL INC COM 45867G101 388 6400 SH OTR 1 0 6400 0 INTERDIGITAL INC COM 45867G101 85 1400 SH SOLE 1400 0 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 7780 7360000 PRN OTR 1 0 7360000 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 470 445000 PRN SOLE 445000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 17729 140840 SH OTR 1 0 140840 0 INTERNATIONAL BUSINESS MACHS COM 459200101 2436 19352 SH SOLE 19352 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1694 15560 SH OTR 1 0 15560 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 255 2340 SH SOLE 2340 0 0 INTERNATIONAL PAPER CO COM 460146103 447 8991 SH SOLE 8991 0 0 INTERNATIONAL PAPER CO COM 460146103 8445 169844 SH OTR 1 0 169844 0 INTERPUBLIC GROUP COS INC COM 460690100 276 11742 SH SOLE 11742 0 0 INTERPUBLIC GROUP COS INC COM 460690100 1514 64382 SH OTR 1 0 64382 0 INTRA CELLULAR THERAPIES INC COM 46116X101 210 6600 SH OTR 1 0 6600 0 INTRA CELLULAR THERAPIES INC COM 46116X101 51 1600 SH SOLE 1600 0 0 INTUIT COM 461202103 17077 44958 SH OTR 1 0 44958 0 INTUIT COM 461202103 2229 5868 SH SOLE 5868 0 0 INTUIT COM 461202103 826 2175 SH OTR 5 0 2175 0 INTUITIVE SURGICAL INC COM NEW 46120E602 2108 2577 SH SOLE 2577 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 14115 17253 SH OTR 1 0 17253 0 INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 2169 191090 SH SOLE 191090 0 0 INVESCO MUN TR COM 46131J103 631 49201 SH SOLE 49201 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 3023 236925 SH SOLE 236925 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 875 68544 SH OTR 1 0 68544 0 INVESCO QUALITY MUN INCOME T COM 46133G107 4477 343339 SH SOLE 343339 0 0 INVESCO TR INVT GRADE MUNS COM 46131M106 1793 135767 SH SOLE 135767 0 0 INVESTORS BANCORP INC NEW COM 46146L101 706 66900 SH SOLE 66900 0 0 INVESTORS BANCORP INC NEW COM 46146L101 2961 280400 SH OTR 1 0 280400 0 INVITAE CORP COM 46185L103 539 12900 SH SOLE 12900 0 0 INVITAE CORP COM 46185L103 2266 54200 SH OTR 1 0 54200 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 192 120000 PRN SOLE 120000 0 0 INVITATION HOMES INC COM 46187W107 2397 80704 SH OTR 1 0 80704 0 INVITATION HOMES INC COM 46187W107 50 1700 SH SOLE 1700 0 0 IPG PHOTONICS CORP COM 44980X109 158 708 SH SOLE 708 0 0 IPG PHOTONICS CORP COM 44980X109 1185 5297 SH OTR 1 0 5297 0 IQVIA HLDGS INC COM 46266C105 1414 7893 SH OTR 5 0 7893 0 IQVIA HLDGS INC COM 46266C105 30764 171705 SH OTR 1 0 171705 0 IQVIA HLDGS INC COM 46266C105 1097 6121 SH SOLE 6121 0 0 IRHYTHM TECHNOLOGIES INC COM 450056106 973 4100 SH OTR 1 0 4100 0 IRHYTHM TECHNOLOGIES INC COM 450056106 237 1000 SH SOLE 1000 0 0 IRON MTN INC NEW COM 46284V101 1236 41933 SH OTR 1 0 41933 0 IRON MTN INC NEW COM 46284V101 162 5481 SH SOLE 5481 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1696 148924 SH OTR 1 0 148924 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 403 35367 SH SOLE 35367 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 119 110000 PRN SOLE 110000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 134 120000 PRN SOLE 120000 0 0 ISHARES GOLD TRUST ISHARES 464285105 0 0 SH SOLE 0 0 0 ISHARES GOLD TRUST ISHARES 464285105 33704 1859000 SH OTR 1 0 1859000 0 ISHARES TR CORE MSCI EAFE 46432F842 2791 40397 SH OTR 1 0 40397 0 ISHARES TR CORE MSCI EAFE 46432F842 0 0 SH SOLE 0 0 0 ISHARES TR IBOXX HI YD ETF 464288513 169 1940 SH SOLE 1940 0 0 ISHARES TR IBOXX HI YD ETF 464288513 10913 125000 SH OTR 1 0 125000 0 ISHARES TR MSCI ACWI ETF 464288257 268 2950 SH SOLE 2950 0 0 ISHARES TR MSCI EAFE ETF 464287465 2776 38053 SH OTR 1 0 38053 0 ISHARES TR MSCI EAFE ETF 464287465 0 0 SH SOLE 0 0 0 ISHARES TR MSCI SAUDI ARBIA 46434V423 1857 59696 SH OTR 1 0 59696 0 ISHARES TR MSCI SAUDI ARBIA 46434V423 0 0 SH SOLE 0 0 0 ISHARES TR RUS 1000 GRW ETF 464287614 0 0 SH SOLE 0 0 0 ISHARES TR RUS 1000 GRW ETF 464287614 23752 98497 SH OTR 1 0 98497 0 ISHARES TR RUS MID CAP ETF 464287499 10457 152551 SH OTR 1 0 152551 0 ISHARES TR RUS MID CAP ETF 464287499 0 0 SH SOLE 0 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 709 3617 SH SOLE 3617 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 9091 46368 SH OTR 1 0 46368 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 3190 2952000 PRN DFND 1 0 2952000 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 24722 22826000 PRN OTR 1 0 22826000 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 46 43000 PRN OTR 4 0 43000 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 2439 2252000 PRN SOLE 2252000 0 0 ITT INC COM 45073V108 205 2666 SH OTR 1 0 2666 0 ITT INC COM 45073V108 0 0 SH SOLE 0 0 0 J2 GLOBAL INC COM 48123V102 694 7100 SH SOLE 7100 0 0 J2 GLOBAL INC COM 48123V102 2892 29600 SH OTR 1 0 29600 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 154 105000 PRN SOLE 105000 0 0 JABIL INC COM 466313103 19370 455433 SH OTR 1 0 455433 0 JABIL INC COM 466313103 1134 26671 SH OTR 5 0 26671 0 JABIL INC COM 466313103 249 5849 SH SOLE 5849 0 0 JACK IN THE BOX INC COM 466367109 1735 18700 SH OTR 1 0 18700 0 JACK IN THE BOX INC COM 466367109 418 4500 SH SOLE 4500 0 0 JACOBS ENGR GROUP INC COM 469814107 2055 18862 SH OTR 1 0 18862 0 JACOBS ENGR GROUP INC COM 469814107 325 2979 SH SOLE 2979 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 221 215000 PRN SOLE 215000 0 0 JD.COM INC SPON ADR CL A 47215P106 281 3200 SH SOLE 3200 0 0 JD.COM INC SPON ADR CL A 47215P106 2132 24252 SH OTR 1 0 24252 0 JD.COM INC SPON ADR CL A 47215P106 3 35 SH DFND 1 0 35 0 JEFFERIES FINL GROUP INC COM 47233W109 3915 159145 SH OTR 1 0 159145 0 JEFFERIES FINL GROUP INC COM 47233W109 154 6250 SH OTR 5 0 6250 0 JEFFERIES FINL GROUP INC COM 47233W109 178 7246 SH SOLE 7246 0 0 JELD-WEN HLDG INC COM 47580P103 2653 104600 SH OTR 1 0 104600 0 JELD-WEN HLDG INC COM 47580P103 637 25100 SH SOLE 25100 0 0 JOHNSON & JOHNSON COM 478160104 4476 28443 SH OTR 5 0 28443 0 JOHNSON & JOHNSON COM 478160104 9845 62556 SH SOLE 62556 0 0 JOHNSON & JOHNSON COM 478160104 79394 504473 SH OTR 1 0 504473 0 JOHNSON OUTDOORS INC CL A 479167108 304 2700 SH OTR 1 0 2700 0 JOHNSON OUTDOORS INC CL A 479167108 68 600 SH SOLE 600 0 0 JONES LANG LASALLE INC COM 48020Q107 0 0 SH SOLE 0 0 0 JONES LANG LASALLE INC COM 48020Q107 385 2594 SH OTR 1 0 2594 0 JPMORGAN CHASE & CO COM 46625H100 1949 15335 SH OTR 5 0 15335 0 JPMORGAN CHASE & CO COM 46625H100 8519 67040 SH SOLE 67040 0 0 JPMORGAN CHASE & CO COM 46625H100 64086 504335 SH OTR 1 0 504335 0 JUNIPER NETWORKS INC COM 48203R104 1080 47981 SH OTR 1 0 47981 0 JUNIPER NETWORKS INC COM 48203R104 142 6290 SH SOLE 6290 0 0 KADMON HLDGS INC COM 48283N106 310 74700 SH SOLE 74700 0 0 KADMON HLDGS INC COM 48283N106 1294 311700 SH OTR 1 0 311700 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 2364 23900 SH OTR 1 0 23900 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 574 5800 SH SOLE 5800 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 2780 13619 SH OTR 1 0 13619 0 KANSAS CITY SOUTHERN COM NEW 485170302 446 2184 SH SOLE 2184 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 117 93000 PRN SOLE 93000 0 0 KB HOME COM 48666K109 64 1900 SH SOLE 1900 0 0 KB HOME COM 48666K109 261 7800 SH OTR 1 0 7800 0 KE HLDGS INC SPONSORED ADS 482497104 0 0 SH SOLE 0 0 0 KE HLDGS INC SPONSORED ADS 482497104 289 4700 SH OTR 1 0 4700 0 KELLOGG CO COM 487836108 356 5726 SH SOLE 5726 0 0 KELLOGG CO COM 487836108 2303 37010 SH OTR 1 0 37010 0 KELLY SVCS INC CL A 488152208 1063 51700 SH OTR 1 0 51700 0 KELLY SVCS INC CL A 488152208 249 12100 SH SOLE 12100 0 0 KEURIG DR PEPPER INC COM 49271V100 1396 43626 SH OTR 1 0 43626 0 KEURIG DR PEPPER INC COM 49271V100 96 3000 SH SOLE 3000 0 0 KEYCORP COM 493267108 2332 142088 SH OTR 1 0 142088 0 KEYCORP COM 493267108 358 21802 SH SOLE 21802 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 3562 26965 SH OTR 1 0 26965 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 546 4136 SH SOLE 4136 0 0 KFORCE INC COM 493732101 2601 61800 SH OTR 1 0 61800 0 KFORCE INC COM 493732101 619 14700 SH SOLE 14700 0 0 KIMBALL ELECTRONICS INC COM 49428J109 1589 99400 SH OTR 1 0 99400 0 KIMBALL ELECTRONICS INC COM 49428J109 377 23600 SH SOLE 23600 0 0 KIMBERLY-CLARK CORP COM 494368103 1100 8160 SH SOLE 8160 0 0 KIMBERLY-CLARK CORP COM 494368103 1289 9558 SH OTR 5 0 9558 0 KIMBERLY-CLARK CORP COM 494368103 12200 90481 SH OTR 1 0 90481 0 KIMCO RLTY CORP COM 49446R109 945 62934 SH OTR 1 0 62934 0 KIMCO RLTY CORP COM 49446R109 124 8269 SH SOLE 8269 0 0 KINDER MORGAN INC DEL COM 49456B101 6376 466446 SH OTR 1 0 466446 0 KINDER MORGAN INC DEL COM 49456B101 579 42352 SH SOLE 42352 0 0 KLA CORP COM NEW 482480100 892 3445 SH SOLE 3445 0 0 KLA CORP COM NEW 482480100 10972 42379 SH OTR 1 0 42379 0 KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 7439 177874 SH OTR 1 0 177874 0 KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 62 1488 SH SOLE 1488 0 0 KODIAK SCIENCES INC COM 50015M109 573 3900 SH SOLE 3900 0 0 KODIAK SCIENCES INC COM 50015M109 2424 16500 SH OTR 1 0 16500 0 KOHLS CORP COM 500255104 3974 97653 SH OTR 1 0 97653 0 KOHLS CORP COM 500255104 174 4288 SH SOLE 4288 0 0 KOPPERS HOLDINGS INC COM 50060P106 259 8300 SH SOLE 8300 0 0 KOPPERS HOLDINGS INC COM 50060P106 1066 34200 SH OTR 1 0 34200 0 KORN FERRY COM NEW 500643200 2075 47700 SH OTR 1 0 47700 0 KORN FERRY COM NEW 500643200 492 11300 SH SOLE 11300 0 0 KRAFT HEINZ CO COM 500754106 4432 127862 SH OTR 1 0 127862 0 KRAFT HEINZ CO COM 500754106 497 14327 SH SOLE 14327 0 0 KRATON CORPORATION COM 50077C106 1267 45600 SH OTR 1 0 45600 0 KRATON CORPORATION COM 50077C106 306 11000 SH SOLE 11000 0 0 KROGER CO COM 501044101 838 26370 SH SOLE 26370 0 0 KROGER CO COM 501044101 16685 525352 SH OTR 1 0 525352 0 KROGER CO COM 501044101 1188 37416 SH OTR 5 0 37416 0 L BRANDS INC COM 501797104 248 6676 SH SOLE 6676 0 0 L BRANDS INC COM 501797104 9687 260484 SH OTR 1 0 260484 0 L BRANDS INC COM 501797104 1150 30930 SH OTR 5 0 30930 0 L3HARRIS TECHNOLOGIES INC COM 502431109 871 4610 SH SOLE 4610 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 6971 36882 SH OTR 1 0 36882 0 LA Z BOY INC COM 505336107 1697 42600 SH OTR 1 0 42600 0 LA Z BOY INC COM 505336107 402 10100 SH SOLE 10100 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 9585 47087 SH OTR 1 0 47087 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 439 2156 SH SOLE 2156 0 0 LAKELAND BANCORP INC COM 511637100 933 73500 SH OTR 1 0 73500 0 LAKELAND BANCORP INC COM 511637100 218 17200 SH SOLE 17200 0 0 LAM RESEARCH CORP COM 512807108 1619 3428 SH SOLE 3428 0 0 LAM RESEARCH CORP COM 512807108 26641 56411 SH OTR 1 0 56411 0 LAM RESEARCH CORP COM 512807108 1503 3182 SH OTR 5 0 3182 0 LAMB WESTON HLDGS INC COM 513272104 267 3394 SH SOLE 3394 0 0 LAMB WESTON HLDGS INC COM 513272104 1677 21294 SH OTR 1 0 21294 0 LANDSTAR SYS INC COM 515098101 1412 10488 SH OTR 1 0 10488 0 LANDSTAR SYS INC COM 515098101 0 0 SH SOLE 0 0 0 LANTHEUS HLDGS INC COM 516544103 197 14600 SH SOLE 14600 0 0 LANTHEUS HLDGS INC COM 516544103 812 60200 SH OTR 1 0 60200 0 LAS VEGAS SANDS CORP COM 517834107 445 7465 SH SOLE 7465 0 0 LAS VEGAS SANDS CORP COM 517834107 4043 67831 SH OTR 1 0 67831 0 LATTICE SEMICONDUCTOR CORP COM 518415104 939 20500 SH OTR 1 0 20500 0 LATTICE SEMICONDUCTOR CORP COM 518415104 225 4900 SH SOLE 4900 0 0 LAUDER ESTEE COS INC CL A 518439104 10398 39062 SH OTR 1 0 39062 0 LAUDER ESTEE COS INC CL A 518439104 1297 4872 SH SOLE 4872 0 0 LCI INDS COM 50189K103 324 2500 SH SOLE 2500 0 0 LCI INDS COM 50189K103 1362 10500 SH OTR 1 0 10500 0 LEGGETT & PLATT INC COM 524660107 112 2534 SH SOLE 2534 0 0 LEGGETT & PLATT INC COM 524660107 854 19280 SH OTR 1 0 19280 0 LEIDOS HOLDINGS INC COM 525327102 383 3647 SH SOLE 3647 0 0 LEIDOS HOLDINGS INC COM 525327102 12279 116807 SH OTR 1 0 116807 0 LEIDOS HOLDINGS INC COM 525327102 854 8121 SH OTR 5 0 8121 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 2582 1828000 PRN DFND 1 0 1828000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 38 27000 PRN OTR 4 0 27000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 1232 869000 PRN SOLE 869000 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 11953 8431000 PRN OTR 1 0 8431000 0 LENNAR CORP CL A 526057104 6536 85747 SH OTR 1 0 85747 0 LENNAR CORP CL A 526057104 476 6250 SH SOLE 6250 0 0 LENNAR CORP CL B 526057302 0 0 SH SOLE 0 0 0 LENNAR CORP CL B 526057302 3898 63697 SH OTR 1 0 63697 0 LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 26 30000 PRN SOLE 30000 0 0 LEXINGTON REALTY TRUST COM 529043101 510 48000 SH SOLE 48000 0 0 LEXINGTON REALTY TRUST COM 529043101 2122 199851 SH OTR 1 0 199851 0 LHC GROUP INC COM 50187A107 2240 10500 SH OTR 1 0 10500 0 LHC GROUP INC COM 50187A107 533 2500 SH SOLE 2500 0 0 LIBERTY MEDIA CORP DEL DEB 2.250% 9/3 531229AE2 55 115000 PRN SOLE 115000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 20592 16105000 PRN OTR 1 0 16105000 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 1284 1004000 PRN SOLE 1004000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 5934 4695000 PRN DFND 1 0 4695000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 21392 16857000 PRN OTR 1 0 16857000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 85 67000 PRN OTR 4 0 67000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1764 1390000 PRN SOLE 1390000 0 0 LIFE STORAGE INC COM 53223X107 820 6866 SH OTR 1 0 6866 0 LIFE STORAGE INC COM 53223X107 0 0 SH SOLE 0 0 0 LIFETIME BRANDS INC COM 53222Q103 128 8400 SH OTR 1 0 8400 0 LIFETIME BRANDS INC COM 53222Q103 30 2000 SH SOLE 2000 0 0 LIFEVANTAGE CORP COM NEW 53222K205 110 11800 SH OTR 1 0 11800 0 LIFEVANTAGE CORP COM NEW 53222K205 26 2800 SH SOLE 2800 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 288 2894 SH SOLE 2894 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1204 12110 SH OTR 1 0 12110 0 LILLY ELI & CO COM 532457108 3021 17892 SH SOLE 17892 0 0 LILLY ELI & CO COM 532457108 28689 169918 SH OTR 1 0 169918 0 LILLY ELI & CO COM 532457108 512 3030 SH OTR 5 0 3030 0 LIMELIGHT NETWORKS INC COM 53261M104 11 2800 SH SOLE 2800 0 0 LIMELIGHT NETWORKS INC COM 53261M104 50 12500 SH OTR 1 0 12500 0 LINCOLN NATL CORP IND COM 534187109 2074 41234 SH OTR 1 0 41234 0 LINCOLN NATL CORP IND COM 534187109 337 6704 SH SOLE 6704 0 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 13160 1267870 SH OTR 1 0 1267870 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 191 18420 SH SOLE 18420 0 0 LIQUIDITY SERVICES INC COM 53635B107 469 29500 SH OTR 1 0 29500 0 LIQUIDITY SERVICES INC COM 53635B107 111 7000 SH SOLE 7000 0 0 LITHIA MTRS INC CL A 536797103 76 259 SH OTR 5 0 259 0 LITHIA MTRS INC CL A 536797103 825 2819 SH SOLE 2819 0 0 LITHIA MTRS INC CL A 536797103 3632 12410 SH OTR 1 0 12410 0 LIVE NATION ENTERTAINMENT IN COM 538034109 245 3333 SH SOLE 3333 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 1529 20805 SH OTR 1 0 20805 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 1342 1036000 PRN SOLE 1036000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 14606 11272000 PRN OTR 1 0 11272000 0 LIVENT CORP COM 53814L108 58 3100 SH SOLE 3100 0 0 LIVENT CORP COM 53814L108 245 13000 SH OTR 1 0 13000 0 LIVEPERSON INC COM 538146101 131 2100 SH SOLE 2100 0 0 LIVEPERSON INC COM 538146101 541 8700 SH OTR 1 0 8700 0 LKQ CORP COM 501889208 188 5344 SH SOLE 5344 0 0 LKQ CORP COM 501889208 8436 239396 SH OTR 1 0 239396 0 LOCKHEED MARTIN CORP COM 539830109 559 1574 SH OTR 5 0 1574 0 LOCKHEED MARTIN CORP COM 539830109 1939 5463 SH SOLE 5463 0 0 LOCKHEED MARTIN CORP COM 539830109 14813 41730 SH OTR 1 0 41730 0 LOEWS CORP COM 540424108 1531 33998 SH OTR 1 0 33998 0 LOEWS CORP COM 540424108 232 5160 SH SOLE 5160 0 0 LOUISIANA PAC CORP COM 546347105 1450 39000 SH OTR 1 0 39000 0 LOUISIANA PAC CORP COM 546347105 346 9300 SH SOLE 9300 0 0 LOWES COS INC COM 548661107 2818 17558 SH SOLE 17558 0 0 LOWES COS INC COM 548661107 1187 7395 SH OTR 5 0 7395 0 LOWES COS INC COM 548661107 38698 241097 SH OTR 1 0 241097 0 LPL FINL HLDGS INC COM 50212V100 171 1641 SH SOLE 1641 0 0 LPL FINL HLDGS INC COM 50212V100 16454 157882 SH OTR 1 0 157882 0 LSI INDS INC COM 50216C108 112 13100 SH SOLE 13100 0 0 LSI INDS INC COM 50216C108 474 55400 SH OTR 1 0 55400 0 LTC PPTYS INC COM 502175102 1241 31900 SH OTR 1 0 31900 0 LTC PPTYS INC COM 502175102 296 7600 SH SOLE 7600 0 0 LUMEN TECHNOLOGIES INC COM 156700106 184 18838 SH SOLE 18838 0 0 LUMEN TECHNOLOGIES INC COM 156700106 1401 143682 SH OTR 1 0 143682 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 183 111000 PRN OTR 4 0 111000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 62963 38120000 PRN OTR 1 0 38120000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 5394 3266000 PRN SOLE 3266000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 12638 7663000 PRN DFND 1 0 7663000 0 LUTHER BURBANK CORP COM 550550107 48 4900 SH SOLE 4900 0 0 LUTHER BURBANK CORP COM 550550107 244 24936 SH OTR 1 0 24936 0 LYDALL INC DEL COM 550819106 294 9800 SH SOLE 9800 0 0 LYDALL INC DEL COM 550819106 1240 41300 SH OTR 1 0 41300 0 M & T BK CORP COM 55261F104 2376 18668 SH OTR 1 0 18668 0 M & T BK CORP COM 55261F104 363 2850 SH SOLE 2850 0 0 M D C HLDGS INC COM 552676108 1098 22600 SH OTR 1 0 22600 0 M D C HLDGS INC COM 552676108 267 5500 SH SOLE 5500 0 0 M/I HOMES INC COM 55305B101 2347 53000 SH OTR 1 0 53000 0 M/I HOMES INC COM 55305B101 567 12800 SH SOLE 12800 0 0 MACATAWA BK CORP COM 554225102 187 22400 SH OTR 1 0 22400 0 MACATAWA BK CORP COM 554225102 45 5400 SH SOLE 5400 0 0 MACERICH CO COM 554382101 172 16100 SH OTR 1 0 16100 0 MACERICH CO COM 554382101 41 3800 SH SOLE 3800 0 0 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 303 5500 SH OTR 1 0 5500 0 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 77 1400 SH SOLE 1400 0 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 344 345000 PRN SOLE 345000 0 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 218 1961 SH SOLE 1961 0 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 863 7767 SH OTR 1 0 7767 0 MAGELLAN HEALTH INC COM NEW 559079207 364 4400 SH SOLE 4400 0 0 MAGELLAN HEALTH INC COM NEW 559079207 1508 18200 SH OTR 1 0 18200 0 MAGNITE INC COM 55955D100 1241 40400 SH OTR 1 0 40400 0 MAGNITE INC COM 55955D100 292 9500 SH SOLE 9500 0 0 MALIBU BOATS INC COM CL A 56117J100 169 2700 SH SOLE 2700 0 0 MALIBU BOATS INC COM CL A 56117J100 699 11200 SH OTR 1 0 11200 0 MANHATTAN ASSOCS INC COM 562750109 0 0 SH SOLE 0 0 0 MANHATTAN ASSOCS INC COM 562750109 888 8443 SH OTR 1 0 8443 0 MANITOWOC CO INC COM NEW 563571405 89 6700 SH SOLE 6700 0 0 MANITOWOC CO INC COM NEW 563571405 383 28800 SH OTR 1 0 28800 0 MANPOWERGROUP INC COM 56418H100 19794 219489 SH OTR 1 0 219489 0 MANPOWERGROUP INC COM 56418H100 1113 12341 SH OTR 5 0 12341 0 MANPOWERGROUP INC COM 56418H100 268 2976 SH SOLE 2976 0 0 MANTECH INTL CORP CL A 564563104 178 2000 SH SOLE 2000 0 0 MANTECH INTL CORP CL A 564563104 819 9210 SH OTR 1 0 9210 0 MARATHON OIL CORP COM 565849106 766 114862 SH OTR 1 0 114862 0 MARATHON OIL CORP COM 565849106 101 15089 SH SOLE 15089 0 0 MARATHON PETE CORP COM 56585A102 3916 94678 SH OTR 1 0 94678 0 MARATHON PETE CORP COM 56585A102 592 14310 SH SOLE 14310 0 0 MARINEMAX INC COM 567908108 396 11300 SH SOLE 11300 0 0 MARINEMAX INC COM 567908108 1653 47200 SH OTR 1 0 47200 0 MARKETAXESS HLDGS INC COM 57060D108 471 825 SH SOLE 825 0 0 MARKETAXESS HLDGS INC COM 57060D108 3152 5525 SH OTR 1 0 5525 0 MARLIN BUSINESS SVCS CORP COM 571157106 147 12000 SH OTR 1 0 12000 0 MARLIN BUSINESS SVCS CORP COM 571157106 34 2800 SH SOLE 2800 0 0 MARRIOTT INTL INC NEW CL A 571903202 775 5878 SH SOLE 5878 0 0 MARRIOTT INTL INC NEW CL A 571903202 6540 49574 SH OTR 1 0 49574 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 52 46000 PRN OTR 4 0 46000 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 3526 3115000 PRN DFND 1 0 3115000 0 MARSH & MCLENNAN COS INC COM 571748102 10052 85917 SH OTR 1 0 85917 0 MARSH & MCLENNAN COS INC COM 571748102 1273 10879 SH SOLE 10879 0 0 MARTIN MARIETTA MATLS INC COM 573284106 394 1389 SH SOLE 1389 0 0 MARTIN MARIETTA MATLS INC COM 573284106 2573 9062 SH OTR 1 0 9062 0 MASCO CORP COM 574599106 1215 22113 SH OTR 5 0 22113 0 MASCO CORP COM 574599106 12303 223974 SH OTR 1 0 223974 0 MASCO CORP COM 574599106 434 7910 SH SOLE 7910 0 0 MASONITE INTL CORP COM 575385109 738 7500 SH SOLE 7500 0 0 MASONITE INTL CORP COM 575385109 3078 31300 SH OTR 1 0 31300 0 MASTECH DIGITAL INC COM 57633B100 226 14200 SH OTR 1 0 14200 0 MASTECH DIGITAL INC COM 57633B100 56 3500 SH SOLE 3500 0 0 MASTERCARD INCORPORATED CL A 57636Q104 80543 225648 SH OTR 1 0 225648 0 MASTERCARD INCORPORATED CL A 57636Q104 7258 20334 SH SOLE 20334 0 0 MASTERCARD INCORPORATED CL A 57636Q104 2518 7054 SH OTR 5 0 7054 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 2350 94600 SH OTR 1 0 94600 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 564 22700 SH SOLE 22700 0 0 MATSON INC COM 57686G105 3287 57700 SH OTR 1 0 57700 0 MATSON INC COM 57686G105 792 13900 SH SOLE 13900 0 0 MAXAR TECHNOLOGIES INC COM 57778K105 66 1700 SH SOLE 1700 0 0 MAXAR TECHNOLOGIES INC COM 57778K105 270 7000 SH OTR 1 0 7000 0 MAXIM INTEGRATED PRODS INC COM 57772K101 3448 38895 SH OTR 1 0 38895 0 MAXIM INTEGRATED PRODS INC COM 57772K101 523 5901 SH SOLE 5901 0 0 MAXIMUS INC COM 577933104 829 11322 SH OTR 5 0 11322 0 MAXIMUS INC COM 577933104 279 3815 SH SOLE 3815 0 0 MAXIMUS INC COM 577933104 3446 47083 SH OTR 1 0 47083 0 MAXLINEAR INC COM 57776J100 409 10700 SH OTR 1 0 10700 0 MAXLINEAR INC COM 57776J100 95 2500 SH SOLE 2500 0 0 MCAFEE CORP COM CL A 579063108 598 35814 SH OTR 1 0 35814 0 MCAFEE CORP COM CL A 579063108 0 0 SH SOLE 0 0 0 MCCORMICK & CO INC COM NON VTG 579780206 3459 36187 SH OTR 1 0 36187 0 MCCORMICK & CO INC COM NON VTG 579780206 529 5537 SH SOLE 5537 0 0 MCDONALDS CORP COM 580135101 3580 16685 SH SOLE 16685 0 0 MCDONALDS CORP COM 580135101 25593 119269 SH OTR 1 0 119269 0 MCDONALDS CORP COM 580135101 141 658 SH OTR 5 0 658 0 MCGRATH RENTCORP COM 580589109 839 12500 SH OTR 1 0 12500 0 MCGRATH RENTCORP COM 580589109 201 3000 SH SOLE 3000 0 0 MCKESSON CORP COM 58155Q103 1362 7834 SH OTR 5 0 7834 0 MCKESSON CORP COM 58155Q103 28342 162961 SH OTR 1 0 162961 0 MCKESSON CORP COM 58155Q103 861 4948 SH SOLE 4948 0 0 MDU RES GROUP INC COM 552690109 5679 215609 SH OTR 1 0 215609 0 MDU RES GROUP INC COM 552690109 162 6169 SH SOLE 6169 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 631 28949 SH OTR 1 0 28949 0 MEDICAL PPTYS TRUST INC COM 58463J304 31 1400 SH SOLE 1400 0 0 MEDIFAST INC COM 58470H101 3161 16100 SH OTR 1 0 16100 0 MEDIFAST INC COM 58470H101 746 3800 SH SOLE 3800 0 0 MEDPACE HLDGS INC COM 58506Q109 3744 26900 SH OTR 1 0 26900 0 MEDPACE HLDGS INC COM 58506Q109 891 6400 SH SOLE 6400 0 0 MERCADOLIBRE INC COM 58733R102 335 200 SH SOLE 200 0 0 MERCANTILE BANK CORP COM 587376104 288 10600 SH OTR 1 0 10600 0 MERCANTILE BANK CORP COM 587376104 82 3000 SH SOLE 3000 0 0 MERCHANTS BANCORP IND COM 58844R108 2034 73600 SH OTR 1 0 73600 0 MERCHANTS BANCORP IND COM 58844R108 489 17700 SH SOLE 17700 0 0 MERCK & CO. INC COM 58933Y105 48443 592208 SH OTR 1 0 592208 0 MERCK & CO. INC COM 58933Y105 5053 61775 SH SOLE 61775 0 0 MERCK & CO. INC COM 58933Y105 2748 33594 SH OTR 5 0 33594 0 MERIDIAN BANCORP INC MD COM 58958U103 1989 133400 SH OTR 1 0 133400 0 MERIDIAN BANCORP INC MD COM 58958U103 471 31600 SH SOLE 31600 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 2547 136300 SH OTR 1 0 136300 0 MERIDIAN BIOSCIENCE INC COM 589584101 607 32500 SH SOLE 32500 0 0 MERIT MED SYS INC COM 589889104 661 11900 SH SOLE 11900 0 0 MERIT MED SYS INC COM 589889104 2759 49700 SH OTR 1 0 49700 0 MERITAGE HOMES CORP COM 59001A102 654 7900 SH SOLE 7900 0 0 MERITAGE HOMES CORP COM 59001A102 2708 32700 SH OTR 1 0 32700 0 MERITOR INC COM 59001K100 387 13860 SH SOLE 13860 0 0 MERITOR INC COM 59001K100 1611 57730 SH OTR 1 0 57730 0 METHODE ELECTRS INC COM 591520200 264 6900 SH SOLE 6900 0 0 METHODE ELECTRS INC COM 591520200 1106 28900 SH OTR 1 0 28900 0 METLIFE INC COM 59156R108 6991 148901 SH OTR 1 0 148901 0 METLIFE INC COM 59156R108 821 17497 SH SOLE 17497 0 0 METROPOLITAN BK HLDG CORP COM 591774104 1248 34403 SH OTR 1 0 34403 0 METROPOLITAN BK HLDG CORP COM 591774104 297 8179 SH SOLE 8179 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 631 554 SH SOLE 554 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 3948 3464 SH OTR 1 0 3464 0 MFA FINL INC COM 55272X102 98 25300 SH OTR 1 0 25300 0 MFA FINL INC COM 55272X102 24 6200 SH SOLE 6200 0 0 MFS MUN INCOME TR SH BEN INT 552738106 2225 333155 SH SOLE 333155 0 0 MGM RESORTS INTERNATIONAL COM 552953101 303 9619 SH SOLE 9619 0 0 MGM RESORTS INTERNATIONAL COM 552953101 1880 59656 SH OTR 1 0 59656 0 MICHAELS COS INC COM 59408Q106 315 24200 SH OTR 1 0 24200 0 MICHAELS COS INC COM 59408Q106 74 5700 SH SOLE 5700 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 783 5667 SH SOLE 5667 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 6748 48863 SH OTR 1 0 48863 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 3708 1831000 PRN SOLE 1831000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 45129 14881000 PRN OTR 1 0 14881000 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 248 82000 PRN OTR 4 0 82000 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 24963 12327000 PRN OTR 1 0 12327000 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 2608 860000 PRN SOLE 860000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 17454 5760000 PRN DFND 1 0 5760000 0 MICRON TECHNOLOGY INC COM 595112103 1904 25327 SH SOLE 25327 0 0 MICRON TECHNOLOGY INC COM 595112103 13774 183215 SH OTR 1 0 183215 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 38977 5176000 PRN OTR 1 0 5176000 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 3381 449000 PRN SOLE 449000 0 0 MICROSOFT CORP COM 594918104 14603 65655 SH OTR 5 0 65655 0 MICROSOFT CORP COM 594918104 441121 1983279 SH OTR 1 0 1983279 0 MICROSOFT CORP COM 594918104 39091 175754 SH SOLE 175754 0 0 MICROSTRATEGY INC CL A NEW 594972408 652 1678 SH OTR 1 0 1678 0 MICROSTRATEGY INC CL A NEW 594972408 155 400 SH SOLE 400 0 0 MID-AMER APT CMNTYS INC COM 59522J103 5636 44485 SH OTR 1 0 44485 0 MID-AMER APT CMNTYS INC COM 59522J103 348 2747 SH SOLE 2747 0 0 MID-AMER APT CMNTYS INC COM 59522J103 116 915 SH OTR 5 0 915 0 MIDWESTONE FINL GROUP INC NE COM 598511103 252 10303 SH OTR 1 0 10303 0 MIDWESTONE FINL GROUP INC NE COM 598511103 61 2474 SH SOLE 2474 0 0 MILLER HERMAN INC COM 600544100 429 12700 SH SOLE 12700 0 0 MILLER HERMAN INC COM 600544100 1766 52257 SH OTR 1 0 52257 0 MILLER INDS INC TENN COM NEW 600551204 103 2696 SH SOLE 2696 0 0 MILLER INDS INC TENN COM NEW 600551204 431 11349 SH OTR 1 0 11349 0 MIRATI THERAPEUTICS INC COM 60468T105 3778 17200 SH OTR 1 0 17200 0 MIRATI THERAPEUTICS INC COM 60468T105 901 4100 SH SOLE 4100 0 0 MITEK SYS INC COM NEW 606710200 3110 174900 SH OTR 1 0 174900 0 MITEK SYS INC COM NEW 606710200 747 42000 SH SOLE 42000 0 0 MKS INSTRS INC COM 55306N104 5714 37977 SH OTR 1 0 37977 0 MKS INSTRS INC COM 55306N104 0 0 SH SOLE 0 0 0 MODERNA INC COM 60770K107 99 946 SH SOLE 946 0 0 MODERNA INC COM 60770K107 5292 50656 SH OTR 1 0 50656 0 MODINE MFG CO COM 607828100 762 60700 SH OTR 1 0 60700 0 MODINE MFG CO COM 607828100 180 14300 SH SOLE 14300 0 0 MOHAWK INDS INC COM 608190104 161 1142 SH SOLE 1142 0 0 MOHAWK INDS INC COM 608190104 4244 30107 SH OTR 1 0 30107 0 MOLINA HEALTHCARE INC COM 60855R100 112 528 SH SOLE 528 0 0 MOLINA HEALTHCARE INC COM 60855R100 16961 79751 SH OTR 1 0 79751 0 MOLSON COORS BEVERAGE CO CL B 60871R209 10307 228083 SH OTR 1 0 228083 0 MOLSON COORS BEVERAGE CO CL B 60871R209 447 9887 SH SOLE 9887 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 896 19823 SH OTR 5 0 19823 0 MONARCH CASINO & RESORT INC COM 609027107 165 2700 SH SOLE 2700 0 0 MONARCH CASINO & RESORT INC COM 609027107 698 11400 SH OTR 1 0 11400 0 MONDELEZ INTL INC CL A 609207105 1752 29958 SH SOLE 29958 0 0 MONDELEZ INTL INC CL A 609207105 13568 232058 SH OTR 1 0 232058 0 MONEYGRAM INTL INC COM NEW 60935Y208 28 5200 SH SOLE 5200 0 0 MONEYGRAM INTL INC COM NEW 60935Y208 119 21700 SH OTR 1 0 21700 0 MONGODB INC NOTE 0.750% 6/1 60937PAB2 184 35000 PRN SOLE 35000 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 217 12500 SH SOLE 12500 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 899 51900 SH OTR 1 0 51900 0 MONSTER BEVERAGE CORP NEW COM 61174X109 762 8238 SH SOLE 8238 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 4973 53774 SH OTR 1 0 53774 0 MOODYS CORP COM 615369105 6821 23502 SH OTR 1 0 23502 0 MOODYS CORP COM 615369105 1039 3581 SH SOLE 3581 0 0 MOOG INC CL A 615394202 151 1900 SH SOLE 1900 0 0 MOOG INC CL A 615394202 587 7400 SH OTR 1 0 7400 0 MORGAN STANLEY COM NEW 617446448 2095 30570 SH SOLE 30570 0 0 MORGAN STANLEY COM NEW 617446448 15873 231623 SH OTR 1 0 231623 0 MORNINGSTAR INC COM 617700109 0 0 SH SOLE 0 0 0 MORNINGSTAR INC COM 617700109 505 2182 SH OTR 1 0 2182 0 MOSAIC CO NEW COM 61945C103 302 13133 SH SOLE 13133 0 0 MOSAIC CO NEW COM 61945C103 3178 138128 SH OTR 1 0 138128 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 4195 24667 SH OTR 1 0 24667 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 627 3688 SH SOLE 3688 0 0 MOVADO GROUP INC COM 624580106 38 2300 SH SOLE 2300 0 0 MOVADO GROUP INC COM 624580106 156 9400 SH OTR 1 0 9400 0 MSCI INC COM 55354G100 796 1782 SH SOLE 1782 0 0 MSCI INC COM 55354G100 5386 12063 SH OTR 1 0 12063 0 MUELLER INDS INC COM 624756102 3159 89984 SH OTR 1 0 89984 0 MUELLER INDS INC COM 624756102 755 21500 SH SOLE 21500 0 0 MUELLER WTR PRODS INC COM SER A 624758108 2206 178200 SH OTR 1 0 178200 0 MUELLER WTR PRODS INC COM SER A 624758108 531 42900 SH SOLE 42900 0 0 MURPHY USA INC COM 626755102 2617 20000 SH OTR 1 0 20000 0 MURPHY USA INC COM 626755102 628 4800 SH SOLE 4800 0 0 MYR GROUP INC DEL COM 55405W104 2356 39200 SH OTR 1 0 39200 0 MYR GROUP INC DEL COM 55405W104 565 9400 SH SOLE 9400 0 0 MYRIAD GENETICS INC COM 62855J104 392 19821 SH SOLE 19821 0 0 MYRIAD GENETICS INC COM 62855J104 1638 82823 SH OTR 1 0 82823 0 NANOSTRING TECHNOLOGIES INC COM 63009R109 74 1100 SH SOLE 1100 0 0 NANOSTRING TECHNOLOGIES INC COM 63009R109 314 4700 SH OTR 1 0 4700 0 NASDAQ INC COM 631103108 331 2492 SH SOLE 2492 0 0 NASDAQ INC COM 631103108 7913 59612 SH OTR 1 0 59612 0 NATERA INC COM 632307104 707 7100 SH SOLE 7100 0 0 NATERA INC COM 632307104 2946 29600 SH OTR 1 0 29600 0 NATIONAL HEALTH INVS INC COM 63633D104 2124 30700 SH OTR 1 0 30700 0 NATIONAL HEALTH INVS INC COM 63633D104 505 7300 SH SOLE 7300 0 0 NATIONAL HEALTHCARE CORP COM 635906100 1720 25900 SH OTR 1 0 25900 0 NATIONAL HEALTHCARE CORP COM 635906100 412 6200 SH SOLE 6200 0 0 NATIONAL WESTN LIFE GROUP IN CL A 638517102 557 2700 SH OTR 1 0 2700 0 NATIONAL WESTN LIFE GROUP IN CL A 638517102 145 700 SH SOLE 700 0 0 NATUS MED INC DEL COM 639050103 361 18000 SH SOLE 18000 0 0 NATUS MED INC DEL COM 639050103 1519 75800 SH OTR 1 0 75800 0 NEOGEN CORP COM 640491106 730 9200 SH SOLE 9200 0 0 NEOGEN CORP COM 640491106 3061 38600 SH OTR 1 0 38600 0 NETAPP INC COM 64110D104 2153 32504 SH OTR 1 0 32504 0 NETAPP INC COM 64110D104 342 5160 SH SOLE 5160 0 0 NETEASE INC SPONSORED ADS 64110W102 441 4600 SH OTR 1 0 4600 0 NETEASE INC SPONSORED ADS 64110W102 120 1250 SH SOLE 1250 0 0 NETFLIX INC COM 64110L106 47945 88668 SH OTR 1 0 88668 0 NETFLIX INC COM 64110L106 5393 9973 SH SOLE 9973 0 0 NETFLIX INC COM 64110L106 765 1415 SH OTR 5 0 1415 0 NETGEAR INC COM 64111Q104 3072 75600 SH OTR 1 0 75600 0 NETGEAR INC COM 64111Q104 735 18100 SH SOLE 18100 0 0 NETSCOUT SYS INC COM 64115T104 47 1700 SH SOLE 1700 0 0 NETSCOUT SYS INC COM 64115T104 214 7800 SH OTR 1 0 7800 0 NEUBERGER BRMAN NY MUNI FD I COM 64124K102 317 25745 SH SOLE 25745 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 8 82 SH SOLE 82 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 735 7673 SH OTR 1 0 7673 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 2075 1493000 PRN SOLE 1493000 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 22685 16323000 PRN OTR 1 0 16323000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 6213 4503000 PRN DFND 1 0 4503000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 95 69000 PRN OTR 4 0 69000 0 NEVRO CORP COM 64157F103 883 5100 SH OTR 1 0 5100 0 NEVRO CORP COM 64157F103 208 1200 SH SOLE 1200 0 0 NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 632 3400 SH OTR 1 0 3400 0 NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 1 8 SH DFND 1 0 8 0 NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 93 500 SH SOLE 500 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 118 120000 PRN SOLE 120000 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 1089 103259 SH OTR 5 0 103259 0 NEW YORK CMNTY BANCORP INC COM 649445103 170 16144 SH SOLE 16144 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 6053 573701 SH OTR 1 0 573701 0 NEWELL BRANDS INC COM 651229106 1167 54949 SH OTR 1 0 54949 0 NEWELL BRANDS INC COM 651229106 153 7220 SH SOLE 7220 0 0 NEWMONT CORP COM 651639106 18777 313524 SH OTR 1 0 313524 0 NEWMONT CORP COM 651639106 1494 24954 SH OTR 5 0 24954 0 NEWMONT CORP COM 651639106 1362 22749 SH SOLE 22749 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 40 20700 SH SOLE 20700 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 166 86500 SH OTR 1 0 86500 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 11707 12861000 PRN OTR 1 0 12861000 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 873 959000 PRN SOLE 959000 0 0 NEWS CORP NEW CL A 65249B109 7787 433332 SH OTR 1 0 433332 0 NEWS CORP NEW CL A 65249B109 151 8428 SH SOLE 8428 0 0 NEWS CORP NEW CL A 65249B109 70 3911 SH OTR 5 0 3911 0 NEWS CORP NEW CL B 65249B208 920 51757 SH OTR 1 0 51757 0 NEWS CORP NEW CL B 65249B208 29 1630 SH SOLE 1630 0 0 NEXTERA ENERGY INC COM 65339F101 3316 42982 SH SOLE 42982 0 0 NEXTERA ENERGY INC COM 65339F101 46 601 SH OTR 5 0 601 0 NEXTERA ENERGY INC COM 65339F101 23817 308714 SH OTR 1 0 308714 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 177 3472 SH OTR 4 0 3472 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 1065 21300 SH SOLE 21300 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 12275 241435 SH DFND 1 0 241435 0 NEXTGEN HEALTHCARE INC COM 65343C102 102 5600 SH SOLE 5600 0 0 NEXTGEN HEALTHCARE INC COM 65343C102 425 23300 SH OTR 1 0 23300 0 NEXTIER OILFIELD SOLUTIONS COM 65290C105 279 81000 SH OTR 1 0 81000 0 NEXTIER OILFIELD SOLUTIONS COM 65290C105 66 19200 SH SOLE 19200 0 0 NIC INC COM 62914B100 431 16700 SH OTR 1 0 16700 0 NIC INC COM 62914B100 106 4100 SH SOLE 4100 0 0 NICE LTD SPONSORED ADR 653656108 7325 25834 SH SOLE 25834 0 0 NICE LTD SPONSORED ADR 653656108 9338 32934 SH OTR 1 0 32934 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 16092 4731000 PRN DFND 1 0 4731000 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 78466 23035000 PRN OTR 1 0 23035000 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 4905 1440000 PRN SOLE 1440000 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 238 70000 PRN OTR 4 0 70000 0 NIKE INC CL B 654106103 44899 317378 SH OTR 1 0 317378 0 NIKE INC CL B 654106103 4089 28902 SH SOLE 28902 0 0 NIKE INC CL B 654106103 1422 10049 SH OTR 5 0 10049 0 NIO INC SPON ADS 62914V106 141 2900 SH SOLE 2900 0 0 NIO INC SPON ADS 62914V106 941 19300 SH OTR 1 0 19300 0 NIO INC SPON ADS 62914V106 2 36 SH DFND 1 0 36 0 NISOURCE INC COM 65473P105 1279 55763 SH OTR 1 0 55763 0 NISOURCE INC COM 65473P105 168 7312 SH SOLE 7312 0 0 NORFOLK SOUTHN CORP COM 655844108 1305 5494 SH SOLE 5494 0 0 NORFOLK SOUTHN CORP COM 655844108 10183 42854 SH OTR 1 0 42854 0 NORTHERN TR CORP COM 665859104 425 4566 SH SOLE 4566 0 0 NORTHERN TR CORP COM 665859104 7049 75679 SH OTR 1 0 75679 0 NORTHRIM BANCORP INC COM 666762109 58 1700 SH SOLE 1700 0 0 NORTHRIM BANCORP INC COM 666762109 224 6600 SH OTR 1 0 6600 0 NORTHROP GRUMMAN CORP COM 666807102 360 1183 SH OTR 5 0 1183 0 NORTHROP GRUMMAN CORP COM 666807102 9640 31636 SH OTR 1 0 31636 0 NORTHROP GRUMMAN CORP COM 666807102 1050 3445 SH SOLE 3445 0 0 NORTONLIFELOCK INC COM 668771108 275 13211 SH SOLE 13211 0 0 NORTONLIFELOCK INC COM 668771108 1790 86125 SH OTR 1 0 86125 0 NOVANTA INC COM 67000B104 225 1900 SH SOLE 1900 0 0 NOVANTA INC COM 67000B104 958 8100 SH OTR 1 0 8100 0 NOVAVAX INC COM NEW 670002401 2810 25200 SH OTR 1 0 25200 0 NOVAVAX INC COM NEW 670002401 669 6000 SH SOLE 6000 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 2475 167000 PRN SOLE 167000 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 26678 1800000 PRN OTR 1 0 1800000 0 NRG ENERGY INC COM NEW 629377508 424 11300 SH SOLE 11300 0 0 NRG ENERGY INC COM NEW 629377508 12706 338366 SH OTR 1 0 338366 0 NRG ENERGY INC COM NEW 629377508 869 23139 SH OTR 5 0 23139 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 27969 24506000 PRN OTR 1 0 24506000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 84 74000 PRN OTR 4 0 74000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3076 2695000 PRN SOLE 2695000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 5519 4857000 PRN DFND 1 0 4857000 0 NU SKIN ENTERPRISES INC CL A 67018T105 13427 245779 SH OTR 1 0 245779 0 NU SKIN ENTERPRISES INC CL A 67018T105 163 2980 SH SOLE 2980 0 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 2800 1228000 PRN SOLE 1228000 0 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 44716 19609000 PRN OTR 1 0 19609000 0 NUCOR CORP COM 670346105 365 6859 SH SOLE 6859 0 0 NUCOR CORP COM 670346105 3219 60520 SH OTR 1 0 60520 0 NUVASIVE INC COM 670704105 558 9900 SH SOLE 9900 0 0 NUVASIVE INC COM 670704105 2296 40754 SH OTR 1 0 40754 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 70 69000 PRN OTR 4 0 69000 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 4620 4586000 PRN DFND 1 0 4586000 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 27107 1795140 SH SOLE 1795140 0 0 NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2822 200000 SH SOLE 200000 0 0 NUVEEN MICH QUALITY MUN INCO COM 670979103 4428 300000 SH SOLE 300000 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1353 100000 SH OTR 1 0 100000 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 7422 548590 SH SOLE 548590 0 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7482 517097 SH SOLE 517097 0 0 NVE CORP COM NEW 629445206 62 1100 SH SOLE 1100 0 0 NVE CORP COM NEW 629445206 258 4600 SH OTR 1 0 4600 0 NVIDIA CORPORATION COM 67066G104 82697 158362 SH OTR 1 0 158362 0 NVIDIA CORPORATION COM 67066G104 2590 4959 SH OTR 5 0 4959 0 NVIDIA CORPORATION COM 67066G104 7462 14290 SH SOLE 14290 0 0 NVR INC COM 62944T105 2081 510 SH OTR 1 0 510 0 NVR INC COM 62944T105 318 78 SH SOLE 78 0 0 OCCIDENTAL PETE CORP COM 674599105 317 18319 SH SOLE 18319 0 0 OCCIDENTAL PETE CORP COM 674599105 2111 121953 SH OTR 1 0 121953 0 OCEANFIRST FINL CORP COM 675234108 235 12600 SH SOLE 12600 0 0 OCEANFIRST FINL CORP COM 675234108 976 52400 SH OTR 1 0 52400 0 OGE ENERGY CORP COM 670837103 731 22942 SH OTR 5 0 22942 0 OGE ENERGY CORP COM 670837103 9525 298979 SH OTR 1 0 298979 0 OGE ENERGY CORP COM 670837103 210 6599 SH SOLE 6599 0 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 22224 28665000 PRN OTR 1 0 28665000 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 1738 2242000 PRN SOLE 2242000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 2075 1390000 PRN SOLE 1390000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 13653 9144000 PRN OTR 1 0 9144000 0 OLD DOMINION FREIGHT LINE IN COM 679580100 417 2136 SH SOLE 2136 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 5101 26135 SH OTR 1 0 26135 0 OLIN CORP COM PAR $1 680665205 521 21200 SH OTR 1 0 21200 0 OLIN CORP COM PAR $1 680665205 114 4638 SH SOLE 4638 0 0 OMNICELL COM COM 68213N109 2568 21400 SH OTR 1 0 21400 0 OMNICELL COM COM 68213N109 624 5200 SH SOLE 5200 0 0 OMNICOM GROUP INC COM 681919106 299 4790 SH SOLE 4790 0 0 OMNICOM GROUP INC COM 681919106 1951 31282 SH OTR 1 0 31282 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 3697 2203000 PRN SOLE 2203000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 545 325000 PRN OTR 5 0 325000 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 25603 15258000 PRN OTR 1 0 15258000 0 ONEOK INC NEW COM 682680103 2482 64665 SH OTR 1 0 64665 0 ONEOK INC NEW COM 682680103 372 9689 SH SOLE 9689 0 0 ONEWATER MARINE INC CL A COM 68280L101 44 1500 SH SOLE 1500 0 0 ONEWATER MARINE INC CL A COM 68280L101 180 6200 SH OTR 1 0 6200 0 OP BANCORP COM 67109R109 377 49000 SH OTR 1 0 49000 0 OP BANCORP COM 67109R109 96 12500 SH SOLE 12500 0 0 OPKO HEALTH INC COM 68375N103 998 252700 SH OTR 1 0 252700 0 OPKO HEALTH INC COM 68375N103 239 60500 SH SOLE 60500 0 0 OPTION CARE HEALTH INC COM NEW 68404L201 490 31300 SH SOLE 31300 0 0 OPTION CARE HEALTH INC COM NEW 68404L201 2047 130900 SH OTR 1 0 130900 0 ORACLE CORP COM 68389X105 1848 28562 SH OTR 5 0 28562 0 ORACLE CORP COM 68389X105 3075 47529 SH SOLE 47529 0 0 ORACLE CORP COM 68389X105 26914 416040 SH OTR 1 0 416040 0 ORASURE TECHNOLOGIES INC COM 68554V108 196 18500 SH SOLE 18500 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 826 78000 SH OTR 1 0 78000 0 OREILLY AUTOMOTIVE INC COM 67103H107 12528 27681 SH OTR 1 0 27681 0 OREILLY AUTOMOTIVE INC COM 67103H107 6 13 SH OTR 5 0 13 0 OREILLY AUTOMOTIVE INC COM 67103H107 716 1583 SH SOLE 1583 0 0 ORMAT TECHNOLOGIES INC COM 686688102 460 5100 SH OTR 1 0 5100 0 ORMAT TECHNOLOGIES INC COM 686688102 108 1200 SH SOLE 1200 0 0 ORRSTOWN FINL SVCS INC COM 687380105 235 14201 SH OTR 1 0 14201 0 ORRSTOWN FINL SVCS INC COM 687380105 63 3792 SH SOLE 3792 0 0 ORTHOFIX MED INC COM 68752M108 275 6400 SH SOLE 6400 0 0 ORTHOFIX MED INC COM 68752M108 1165 27100 SH OTR 1 0 27100 0 OSI SYSTEMS INC COM 671044105 289 3100 SH SOLE 3100 0 0 OSI SYSTEMS INC COM 671044105 1221 13100 SH OTR 1 0 13100 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 93 87000 PRN SOLE 87000 0 0 OTIS WORLDWIDE CORP COM 68902V107 7023 103961 SH OTR 1 0 103961 0 OTIS WORLDWIDE CORP COM 68902V107 596 8827 SH SOLE 8827 0 0 OVERSTOCK COM INC DEL COM 690370101 604 12600 SH OTR 1 0 12600 0 OVERSTOCK COM INC DEL COM 690370101 139 2900 SH SOLE 2900 0 0 OVINTIV INC COM 69047Q102 883 61500 SH OTR 1 0 61500 0 OVINTIV INC COM 69047Q102 211 14700 SH SOLE 14700 0 0 OWENS & MINOR INC NEW COM 690732102 698 25800 SH SOLE 25800 0 0 OWENS & MINOR INC NEW COM 690732102 2927 108200 SH OTR 1 0 108200 0 OWENS CORNING NEW COM 690742101 81 1072 SH SOLE 1072 0 0 OWENS CORNING NEW COM 690742101 7045 92997 SH OTR 1 0 92997 0 PACCAR INC COM 693718108 724 8395 SH SOLE 8395 0 0 PACCAR INC COM 693718108 9469 109743 SH OTR 1 0 109743 0 PACCAR INC COM 693718108 947 10980 SH OTR 5 0 10980 0 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 374 14400 SH SOLE 14400 0 0 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1593 61400 SH OTR 1 0 61400 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 54 47000 PRN OTR 4 0 47000 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 3160 2749000 PRN OTR 1 0 2749000 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 246 214000 PRN SOLE 214000 0 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 3649 3182000 PRN DFND 1 0 3182000 0 PACKAGING CORP AMER COM 695156109 1903 13799 SH OTR 1 0 13799 0 PACKAGING CORP AMER COM 695156109 291 2112 SH SOLE 2112 0 0 PACWEST BANCORP DEL COM 695263103 184 7244 SH SOLE 7244 0 0 PACWEST BANCORP DEL COM 695263103 6354 250160 SH OTR 1 0 250160 0 PALO ALTO NETWORKS INC COM 697435105 107 300 SH SOLE 300 0 0 PALO ALTO NETWORKS INC COM 697435105 19448 54723 SH OTR 1 0 54723 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 3156 2234000 PRN SOLE 2234000 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 31995 22645000 PRN OTR 1 0 22645000 0 PALOMAR HLDGS INC COM 69753M105 44 500 SH SOLE 500 0 0 PALOMAR HLDGS INC COM 69753M105 178 2000 SH OTR 1 0 2000 0 PARK HOTELS RESORTS INC COM 700517105 199 11575 SH OTR 1 0 11575 0 PARK HOTELS RESORTS INC COM 700517105 0 0 SH SOLE 0 0 0 PARKER-HANNIFIN CORP COM 701094104 824 3025 SH SOLE 3025 0 0 PARKER-HANNIFIN CORP COM 701094104 434 1594 SH OTR 5 0 1594 0 PARKER-HANNIFIN CORP COM 701094104 18189 66770 SH OTR 1 0 66770 0 PATRICK INDS INC COM 703343103 537 7851 SH SOLE 7851 0 0 PATRICK INDS INC COM 703343103 2251 32939 SH OTR 1 0 32939 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 30800 28898000 PRN OTR 1 0 28898000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 6656 6304000 PRN DFND 1 0 6304000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 96 91000 PRN OTR 4 0 91000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 2928 2747000 PRN SOLE 2747000 0 0 PATTERSON-UTI ENERGY INC COM 703481101 115 21900 SH OTR 1 0 21900 0 PATTERSON-UTI ENERGY INC COM 703481101 28 5300 SH SOLE 5300 0 0 PAYCHEX INC COM 704326107 4338 46558 SH OTR 1 0 46558 0 PAYCHEX INC COM 704326107 653 7005 SH SOLE 7005 0 0 PAYCOM SOFTWARE INC COM 70432V102 3224 7129 SH OTR 1 0 7129 0 PAYCOM SOFTWARE INC COM 70432V102 468 1035 SH SOLE 1035 0 0 PAYPAL HLDGS INC COM 70450Y103 77186 329574 SH OTR 1 0 329574 0 PAYPAL HLDGS INC COM 70450Y103 6589 28133 SH SOLE 28133 0 0 PAYPAL HLDGS INC COM 70450Y103 2199 9390 SH OTR 5 0 9390 0 PDC ENERGY INC COM 69327R101 261 12700 SH OTR 1 0 12700 0 PDC ENERGY INC COM 69327R101 64 3100 SH SOLE 3100 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 1054 46308 SH OTR 1 0 46308 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 250 10976 SH SOLE 10976 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 105 5600 SH SOLE 5600 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 440 23400 SH OTR 1 0 23400 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 267 250000 PRN SOLE 250000 0 0 PELOTON INTERACTIVE INC CL A COM 70614W100 5991 39485 SH OTR 1 0 39485 0 PELOTON INTERACTIVE INC CL A COM 70614W100 171 1125 SH SOLE 1125 0 0 PENN NATL GAMING INC COM 707569109 1416 16400 SH SOLE 16400 0 0 PENN NATL GAMING INC COM 707569109 5908 68400 SH OTR 1 0 68400 0 PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 298 79000 PRN SOLE 79000 0 0 PENNANT GROUP INC COM 70805E109 2235 38500 SH OTR 1 0 38500 0 PENNANT GROUP INC COM 70805E109 534 9200 SH SOLE 9200 0 0 PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 99 100000 PRN SOLE 100000 0 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 46 700 SH SOLE 700 0 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 177 2700 SH OTR 1 0 2700 0 PENNYMAC MTG INVT TR COM 70931T103 493 28000 SH SOLE 28000 0 0 PENNYMAC MTG INVT TR COM 70931T103 2067 117500 SH OTR 1 0 117500 0 PEOPLES UNITED FINANCIAL INC COM 712704105 799 61824 SH OTR 1 0 61824 0 PEOPLES UNITED FINANCIAL INC COM 712704105 105 8116 SH SOLE 8116 0 0 PEPSICO INC COM 713448108 4524 30507 SH SOLE 30507 0 0 PEPSICO INC COM 713448108 603 4069 SH OTR 5 0 4069 0 PEPSICO INC COM 713448108 37102 250179 SH OTR 1 0 250179 0 PERFORMANCE FOOD GROUP CO COM 71377A103 1833 38500 SH OTR 1 0 38500 0 PERFORMANCE FOOD GROUP CO COM 71377A103 438 9200 SH SOLE 9200 0 0 PERKINELMER INC COM 714046109 2338 16294 SH OTR 1 0 16294 0 PERKINELMER INC COM 714046109 336 2340 SH SOLE 2340 0 0 PERSPECTA INC COM 715347100 207 8600 SH SOLE 8600 0 0 PERSPECTA INC COM 715347100 881 36600 SH OTR 1 0 36600 0 PFIZER INC COM 717081103 35900 975276 SH OTR 1 0 975276 0 PFIZER INC COM 717081103 4753 129119 SH SOLE 129119 0 0 PFIZER INC COM 717081103 1198 32549 SH OTR 5 0 32549 0 PFSWEB INC COM NEW 717098206 155 23000 SH OTR 1 0 23000 0 PFSWEB INC COM NEW 717098206 36 5400 SH SOLE 5400 0 0 PG&E CORP UNIT 99/99/9999 69331C140 31935 259900 SH OTR 1 0 259900 0 PG&E CORP UNIT 99/99/9999 69331C140 134 1093 SH OTR 4 0 1093 0 PG&E CORP UNIT 99/99/9999 69331C140 9335 75997 SH DFND 1 0 75997 0 PG&E CORP UNIT 99/99/9999 69331C140 3229 26282 SH SOLE 26282 0 0 PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 1245 85657 SH SOLE 85657 0 0 PGIM HIGH YIELD BOND FUND IN COM 69346H100 1221 81390 SH SOLE 81390 0 0 PGT INNOVATIONS INC COM 69336V101 407 20000 SH SOLE 20000 0 0 PGT INNOVATIONS INC COM 69336V101 1686 82900 SH OTR 1 0 82900 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 1431 73692 SH OTR 1 0 73692 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 339 17462 SH SOLE 17462 0 0 PHILIP MORRIS INTL INC COM 718172109 1396 16860 SH OTR 5 0 16860 0 PHILIP MORRIS INTL INC COM 718172109 25032 302353 SH OTR 1 0 302353 0 PHILIP MORRIS INTL INC COM 718172109 1763 21293 SH SOLE 21293 0 0 PHILLIPS 66 COM 718546104 674 9640 SH SOLE 9640 0 0 PHILLIPS 66 COM 718546104 5638 80609 SH OTR 1 0 80609 0 PHOTRONICS INC COM 719405102 398 35700 SH SOLE 35700 0 0 PHOTRONICS INC COM 719405102 1665 149237 SH OTR 1 0 149237 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1326 81700 SH OTR 1 0 81700 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 315 19400 SH SOLE 19400 0 0 PILGRIMS PRIDE CORP COM 72147K108 431 22001 SH OTR 1 0 22001 0 PILGRIMS PRIDE CORP COM 72147K108 0 0 SH SOLE 0 0 0 PINDUODUO INC SPONSORED ADS 722304102 178 1000 SH SOLE 1000 0 0 PINDUODUO INC SPONSORED ADS 722304102 1690 9514 SH OTR 1 0 9514 0 PINDUODUO INC SPONSORED ADS 722304102 2 11 SH DFND 1 0 11 0 PINNACLE WEST CAP CORP COM 723484101 1310 16385 SH OTR 1 0 16385 0 PINNACLE WEST CAP CORP COM 723484101 172 2148 SH SOLE 2148 0 0 PINTEREST INC CL A 72352L106 3942 59816 SH OTR 1 0 59816 0 PINTEREST INC CL A 72352L106 210 3194 SH SOLE 3194 0 0 PIONEER MUN HIGH INCOME ADVA COM 723762100 3686 316387 SH OTR 1 0 316387 0 PIONEER MUN HIGH INCOME ADVA COM 723762100 12067 1035756 SH SOLE 1035756 0 0 PIONEER MUN HIGH INCOME TR COM SHS 723763108 6000 482304 SH SOLE 482304 0 0 PIONEER MUN HIGH INCOME TR COM SHS 723763108 4139 332691 SH OTR 1 0 332691 0 PIONEER NAT RES CO COM 723787107 4396 38599 SH OTR 1 0 38599 0 PIONEER NAT RES CO COM 723787107 414 3635 SH SOLE 3635 0 0 PIPER SANDLER COMPANIES COM 724078100 1292 12800 SH OTR 1 0 12800 0 PIPER SANDLER COMPANIES COM 724078100 313 3100 SH SOLE 3100 0 0 PITNEY BOWES INC COM 724479100 133 21600 SH OTR 1 0 21600 0 PITNEY BOWES INC COM 724479100 32 5200 SH SOLE 5200 0 0 PLANTRONICS INC NEW COM 727493108 1038 38400 SH OTR 1 0 38400 0 PLANTRONICS INC NEW COM 727493108 251 9300 SH SOLE 9300 0 0 PLEXUS CORP COM 729132100 735 9400 SH OTR 1 0 9400 0 PLEXUS CORP COM 729132100 180 2300 SH SOLE 2300 0 0 PLUG POWER INC COM NEW 72919P202 4418 130300 SH OTR 1 0 130300 0 PLUG POWER INC COM NEW 72919P202 1041 30700 SH SOLE 30700 0 0 PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 149 150000 PRN SOLE 150000 0 0 PNC FINL SVCS GROUP INC COM 693475105 10388 69721 SH OTR 1 0 69721 0 PNC FINL SVCS GROUP INC COM 693475105 1369 9187 SH SOLE 9187 0 0 POLARIS INC COM 731068102 13943 146334 SH OTR 1 0 146334 0 POLARIS INC COM 731068102 689 7227 SH OTR 5 0 7227 0 POLARIS INC COM 731068102 213 2235 SH SOLE 2235 0 0 POOL CORP COM 73278L105 2177 5844 SH OTR 1 0 5844 0 POOL CORP COM 73278L105 323 867 SH SOLE 867 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 86 2000 SH SOLE 2000 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 364 8500 SH OTR 1 0 8500 0 POTLATCHDELTIC CORPORATION COM 737630103 2421 48400 SH OTR 1 0 48400 0 POTLATCHDELTIC CORPORATION COM 737630103 585 11700 SH SOLE 11700 0 0 POWELL INDS INC COM 739128106 1059 35900 SH OTR 1 0 35900 0 POWELL INDS INC COM 739128106 236 8000 SH SOLE 8000 0 0 POWER INTEGRATIONS INC COM 739276103 925 11300 SH SOLE 11300 0 0 POWER INTEGRATIONS INC COM 739276103 3864 47200 SH OTR 1 0 47200 0 PPD INC COM 69355F102 15578 455218 SH OTR 1 0 455218 0 PPD INC COM 69355F102 217 6347 SH SOLE 6347 0 0 PPG INDS INC COM 693506107 751 5207 SH SOLE 5207 0 0 PPG INDS INC COM 693506107 5490 38068 SH OTR 1 0 38068 0 PPL CORP COM 69351T106 494 17527 SH SOLE 17527 0 0 PPL CORP COM 69351T106 9415 333851 SH OTR 1 0 333851 0 PRA HEALTH SCIENCES INC COM 69354M108 258 2057 SH SOLE 2057 0 0 PRA HEALTH SCIENCES INC COM 69354M108 21381 170445 SH OTR 1 0 170445 0 PRA HEALTH SCIENCES INC COM 69354M108 1166 9295 SH OTR 5 0 9295 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 1383 27400 SH OTR 1 0 27400 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 323 6400 SH SOLE 6400 0 0 PREFORMED LINE PRODS CO COM 740444104 326 4767 SH OTR 1 0 4767 0 PREFORMED LINE PRODS CO COM 740444104 60 870 SH SOLE 870 0 0 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 488 14000 SH SOLE 14000 0 0 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 2036 58400 SH OTR 1 0 58400 0 PRICE T ROWE GROUP INC COM 74144T108 745 4918 SH SOLE 4918 0 0 PRICE T ROWE GROUP INC COM 74144T108 8237 54408 SH OTR 1 0 54408 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 3413 2938000 PRN SOLE 2938000 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 38140 32836000 PRN OTR 1 0 32836000 0 PRIMO WATER CORPORATION COM 74167P108 499 31800 SH SOLE 31800 0 0 PRIMO WATER CORPORATION COM 74167P108 2062 131500 SH OTR 1 0 131500 0 PRIMORIS SVCS CORP COM 74164F103 2971 107600 SH OTR 1 0 107600 0 PRIMORIS SVCS CORP COM 74164F103 712 25800 SH SOLE 25800 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1844 37177 SH OTR 1 0 37177 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 242 4871 SH SOLE 4871 0 0 PROCTER AND GAMBLE CO COM 742718109 69358 498474 SH OTR 1 0 498474 0 PROCTER AND GAMBLE CO COM 742718109 7879 56626 SH SOLE 56626 0 0 PROCTER AND GAMBLE CO COM 742718109 3902 28045 SH OTR 5 0 28045 0 PROG HOLDINGS INC COM NPV 74319R101 1255 23300 SH OTR 1 0 23300 0 PROG HOLDINGS INC COM NPV 74319R101 302 5600 SH SOLE 5600 0 0 PROGRESS SOFTWARE CORP COM 743312100 3245 71806 SH OTR 1 0 71806 0 PROGRESS SOFTWARE CORP COM 743312100 778 17226 SH SOLE 17226 0 0 PROGRESSIVE CORP COM 743315103 9832 99434 SH OTR 1 0 99434 0 PROGRESSIVE CORP COM 743315103 1259 12728 SH SOLE 12728 0 0 PROLOGIS INC. COM 74340W103 14398 144468 SH OTR 1 0 144468 0 PROLOGIS INC. COM 74340W103 591 5934 SH OTR 5 0 5934 0 PROLOGIS INC. COM 74340W103 1769 17750 SH SOLE 17750 0 0 PROOFPOINT INC COM 743424103 95 700 SH SOLE 700 0 0 PROOFPOINT INC COM 743424103 13420 98380 SH OTR 1 0 98380 0 PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 197 175000 PRN SOLE 175000 0 0 PROPETRO HLDG CORP COM 74347M108 319 43100 SH SOLE 43100 0 0 PROPETRO HLDG CORP COM 74347M108 1346 182100 SH OTR 1 0 182100 0 PRUDENTIAL FINL INC COM 744320102 676 8660 SH SOLE 8660 0 0 PRUDENTIAL FINL INC COM 744320102 4499 57623 SH OTR 1 0 57623 0 PS BUSINESS PKS INC CALIF COM 69360J107 2089 15721 SH OTR 1 0 15721 0 PS BUSINESS PKS INC CALIF COM 69360J107 505 3800 SH SOLE 3800 0 0 PTC THERAPEUTICS INC COM 69366J200 465 7627 SH SOLE 7627 0 0 PTC THERAPEUTICS INC COM 69366J200 1921 31483 SH OTR 1 0 31483 0 PUBLIC STORAGE COM 74460D109 282 1220 SH OTR 5 0 1220 0 PUBLIC STORAGE COM 74460D109 7283 31538 SH OTR 1 0 31538 0 PUBLIC STORAGE COM 74460D109 794 3440 SH SOLE 3440 0 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4414 75711 SH OTR 1 0 75711 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 633 10861 SH SOLE 10861 0 0 PULTE GROUP INC COM 745867101 313 7254 SH SOLE 7254 0 0 PULTE GROUP INC COM 745867101 562 13036 SH OTR 5 0 13036 0 PULTE GROUP INC COM 745867101 7008 162522 SH OTR 1 0 162522 0 PURE CYCLE CORP COM NEW 746228303 293 26100 SH OTR 1 0 26100 0 PURE CYCLE CORP COM NEW 746228303 69 6100 SH SOLE 6100 0 0 PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 3499 255603 SH SOLE 255603 0 0 PVH CORPORATION COM 693656100 101 1074 SH OTR 5 0 1074 0 PVH CORPORATION COM 693656100 295 3139 SH SOLE 3139 0 0 PVH CORPORATION COM 693656100 9653 102817 SH OTR 1 0 102817 0 Q2 HLDGS INC COM 74736L109 974 7700 SH OTR 1 0 7700 0 Q2 HLDGS INC COM 74736L109 228 1800 SH SOLE 1800 0 0 Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 156 70000 PRN SOLE 70000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 1171 762000 PRN SOLE 762000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 11056 7195000 PRN OTR 1 0 7195000 0 QCR HOLDINGS INC COM 74727A104 578 14600 SH OTR 1 0 14600 0 QCR HOLDINGS INC COM 74727A104 139 3500 SH SOLE 3500 0 0 QORVO INC COM 74736K101 688 4136 SH SOLE 4136 0 0 QORVO INC COM 74736K101 17335 104258 SH OTR 1 0 104258 0 QORVO INC COM 74736K101 1311 7886 SH OTR 5 0 7886 0 QUAKER CHEM CORP COM 747316107 101 400 SH SOLE 400 0 0 QUAKER CHEM CORP COM 747316107 481 1900 SH OTR 1 0 1900 0 QUALCOMM INC COM 747525103 2455 16113 SH OTR 5 0 16113 0 QUALCOMM INC COM 747525103 56387 370142 SH OTR 1 0 370142 0 QUALCOMM INC COM 747525103 4280 28094 SH SOLE 28094 0 0 QUALYS INC COM 74758T303 49 400 SH SOLE 400 0 0 QUALYS INC COM 74758T303 207 1700 SH OTR 1 0 1700 0 QUANTA SVCS INC COM 74762E102 451 6263 SH SOLE 6263 0 0 QUANTA SVCS INC COM 74762E102 1261 17509 SH OTR 5 0 17509 0 QUANTA SVCS INC COM 74762E102 23195 322061 SH OTR 1 0 322061 0 QUEST DIAGNOSTICS INC COM 74834L100 3320 27861 SH OTR 1 0 27861 0 QUEST DIAGNOSTICS INC COM 74834L100 366 3068 SH SOLE 3068 0 0 QURATE RETAIL INC COM SER A 74915M100 15433 1406873 SH OTR 1 0 1406873 0 QURATE RETAIL INC COM SER A 74915M100 0 0 SH SOLE 0 0 0 R1 RCM INC COM 749397105 307 12800 SH OTR 1 0 12800 0 R1 RCM INC COM 749397105 72 3000 SH SOLE 3000 0 0 RADIAN GROUP INC COM 750236101 233 11500 SH SOLE 11500 0 0 RADIAN GROUP INC COM 750236101 974 48100 SH OTR 1 0 48100 0 RALPH LAUREN CORP CL A 751212101 728 7016 SH OTR 1 0 7016 0 RALPH LAUREN CORP CL A 751212101 95 919 SH SOLE 919 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 731 648000 PRN SOLE 648000 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 18680 16548000 PRN OTR 1 0 16548000 0 RANGE RES CORP COM 75281A109 16 2400 SH SOLE 2400 0 0 RANGE RES CORP COM 75281A109 71 10600 SH OTR 1 0 10600 0 RAPID7 INC COM 753422104 153 1700 SH SOLE 1700 0 0 RAPID7 INC COM 753422104 649 7200 SH OTR 1 0 7200 0 RAPID7 INC NOTE 1.250% 8/0 753422AB0 120 55000 PRN SOLE 55000 0 0 RAYMOND JAMES FINL INC COM 754730109 1238 12939 SH OTR 5 0 12939 0 RAYMOND JAMES FINL INC COM 754730109 627 6557 SH SOLE 6557 0 0 RAYMOND JAMES FINL INC COM 754730109 15248 159384 SH OTR 1 0 159384 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 20454 286025 SH OTR 1 0 286025 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 871 12182 SH OTR 5 0 12182 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 2423 33886 SH SOLE 33886 0 0 RBB BANCORP COM 74930B105 135 8800 SH SOLE 8800 0 0 RBB BANCORP COM 74930B105 588 38200 SH OTR 1 0 38200 0 RCI HOSPITALITY HLDGS INC COM 74934Q108 256 6500 SH OTR 1 0 6500 0 RCI HOSPITALITY HLDGS INC COM 74934Q108 63 1600 SH SOLE 1600 0 0 RE MAX HLDGS INC CL A 75524W108 160 4400 SH OTR 1 0 4400 0 RE MAX HLDGS INC CL A 75524W108 40 1100 SH SOLE 1100 0 0 REALOGY HLDGS CORP COM 75605Y106 2195 167300 SH OTR 1 0 167300 0 REALOGY HLDGS CORP COM 75605Y106 526 40100 SH SOLE 40100 0 0 REALPAGE INC NOTE 1.500%11/1 75606NAB5 157 75000 PRN SOLE 75000 0 0 REALTY INCOME CORP COM 756109104 6298 101298 SH OTR 1 0 101298 0 REALTY INCOME CORP COM 756109104 478 7694 SH SOLE 7694 0 0 RED ROCK RESORTS INC CL A 75700L108 135 5400 SH SOLE 5400 0 0 RED ROCK RESORTS INC CL A 75700L108 576 23000 SH OTR 1 0 23000 0 REDFIN CORP COM 75737F108 1386 20200 SH OTR 1 0 20200 0 REDFIN CORP COM 75737F108 336 4900 SH SOLE 4900 0 0 REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 76 80000 PRN SOLE 80000 0 0 REGAL BELOIT CORP COM 758750103 253 2061 SH SOLE 2061 0 0 REGAL BELOIT CORP COM 758750103 12041 98042 SH OTR 1 0 98042 0 REGAL BELOIT CORP COM 758750103 1170 9530 SH OTR 5 0 9530 0 REGENCY CTRS CORP COM 758849103 1808 39648 SH OTR 1 0 39648 0 REGENCY CTRS CORP COM 758849103 6 134 SH OTR 5 0 134 0 REGENCY CTRS CORP COM 758849103 137 3007 SH SOLE 3007 0 0 REGENERON PHARMACEUTICALS COM 75886F107 663 1372 SH OTR 5 0 1372 0 REGENERON PHARMACEUTICALS COM 75886F107 21308 44106 SH OTR 1 0 44106 0 REGENERON PHARMACEUTICALS COM 75886F107 1204 2493 SH SOLE 2493 0 0 REGENXBIO INC COM 75901B107 2523 55612 SH OTR 1 0 55612 0 REGENXBIO INC COM 75901B107 601 13257 SH SOLE 13257 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 355 22001 SH SOLE 22001 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 2253 139756 SH OTR 1 0 139756 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 157 1313 SH SOLE 1313 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 8270 69061 SH OTR 1 0 69061 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 2 17 SH OTR 5 0 17 0 RELIANT BANCORP INC COM 75956B101 209 11200 SH OTR 1 0 11200 0 RELIANT BANCORP INC COM 75956B101 48 2600 SH SOLE 2600 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 227 3200 SH SOLE 3200 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 970 13700 SH OTR 1 0 13700 0 RENT A CTR INC NEW COM 76009N100 2458 64200 SH OTR 1 0 64200 0 RENT A CTR INC NEW COM 76009N100 582 15200 SH SOLE 15200 0 0 REPUBLIC BANCORP INC KY CL A 760281204 174 4811 SH SOLE 4811 0 0 REPUBLIC BANCORP INC KY CL A 760281204 726 20131 SH OTR 1 0 20131 0 REPUBLIC SVCS INC COM 760759100 8 81 SH OTR 5 0 81 0 REPUBLIC SVCS INC COM 760759100 5892 61183 SH OTR 1 0 61183 0 REPUBLIC SVCS INC COM 760759100 416 4320 SH SOLE 4320 0 0 RESIDEO TECHNOLOGIES INC COM 76118Y104 189 8900 SH SOLE 8900 0 0 RESIDEO TECHNOLOGIES INC COM 76118Y104 772 36300 SH OTR 1 0 36300 0 RESMED INC COM 761152107 677 3185 SH SOLE 3185 0 0 RESMED INC COM 761152107 4504 21188 SH OTR 1 0 21188 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 19 1400 SH SOLE 1400 0 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 155 11600 SH OTR 1 0 11600 0 RETAIL PPTYS AMER INC CL A 76131V202 242 28300 SH OTR 1 0 28300 0 RETAIL PPTYS AMER INC CL A 76131V202 58 6800 SH SOLE 6800 0 0 REVANCE THERAPEUTICS INC COM 761330109 40 1400 SH SOLE 1400 0 0 REVANCE THERAPEUTICS INC COM 761330109 173 6100 SH OTR 1 0 6100 0 REXFORD INDL RLTY INC COM 76169C100 0 0 SH SOLE 0 0 0 REXFORD INDL RLTY INC COM 76169C100 872 17756 SH OTR 1 0 17756 0 REXNORD CORP COM 76169B102 3404 86200 SH OTR 1 0 86200 0 REXNORD CORP COM 76169B102 817 20700 SH SOLE 20700 0 0 RH COM 74967X103 582 1300 SH SOLE 1300 0 0 RH COM 74967X103 2417 5400 SH OTR 1 0 5400 0 RHYTHM PHARMACEUTICALS INC COM 76243J105 342 11500 SH OTR 1 0 11500 0 RHYTHM PHARMACEUTICALS INC COM 76243J105 83 2800 SH SOLE 2800 0 0 RIBBON COMMUNICATIONS INC COM 762544104 150 22900 SH SOLE 22900 0 0 RIBBON COMMUNICATIONS INC COM 762544104 621 94700 SH OTR 1 0 94700 0 RIMINI STR INC DEL COM 76674Q107 130 29300 SH SOLE 29300 0 0 RIMINI STR INC DEL COM 76674Q107 536 121000 SH OTR 1 0 121000 0 RINGCENTRAL INC CL A 76680R206 5226 13790 SH OTR 1 0 13790 0 RINGCENTRAL INC CL A 76680R206 99 261 SH SOLE 261 0 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 9518 2047000 PRN DFND 1 0 2047000 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 139 30000 PRN OTR 4 0 30000 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 749 161000 PRN SOLE 161000 0 0 RLJ LODGING TR COM 74965L101 807 57000 SH OTR 1 0 57000 0 RLJ LODGING TR COM 74965L101 194 13700 SH SOLE 13700 0 0 RMR GROUP INC CL A 74967R106 85 2200 SH SOLE 2200 0 0 RMR GROUP INC CL A 74967R106 355 9200 SH OTR 1 0 9200 0 ROBERT HALF INTL INC COM 770323103 5510 88184 SH OTR 1 0 88184 0 ROBERT HALF INTL INC COM 770323103 1000 16001 SH OTR 5 0 16001 0 ROBERT HALF INTL INC COM 770323103 245 3922 SH SOLE 3922 0 0 ROCKET COS INC COM CL A 77311W101 0 0 SH SOLE 0 0 0 ROCKET COS INC COM CL A 77311W101 1377 68079 SH OTR 1 0 68079 0 ROCKWELL AUTOMATION INC COM 773903109 4240 16906 SH OTR 1 0 16906 0 ROCKWELL AUTOMATION INC COM 773903109 656 2617 SH SOLE 2617 0 0 ROCKY BRANDS INC COM 774515100 373 13279 SH SOLE 13279 0 0 ROCKY BRANDS INC COM 774515100 1556 55445 SH OTR 1 0 55445 0 ROGERS CORP COM 775133101 311 2000 SH OTR 1 0 2000 0 ROGERS CORP COM 775133101 78 500 SH SOLE 500 0 0 ROKU INC COM CL A 77543R102 81 244 SH SOLE 244 0 0 ROKU INC COM CL A 77543R102 6199 18670 SH OTR 1 0 18670 0 ROLLINS INC COM 775711104 165 4229 SH SOLE 4229 0 0 ROLLINS INC COM 775711104 1258 32191 SH OTR 1 0 32191 0 ROPER TECHNOLOGIES INC COM 776696106 7782 18052 SH OTR 1 0 18052 0 ROPER TECHNOLOGIES INC COM 776696106 992 2301 SH SOLE 2301 0 0 ROSS STORES INC COM 778296103 7973 64923 SH OTR 1 0 64923 0 ROSS STORES INC COM 778296103 969 7893 SH SOLE 7893 0 0 RPM INTL INC COM 749685103 1174 12934 SH OTR 1 0 12934 0 RPM INTL INC COM 749685103 64 700 SH SOLE 700 0 0 RUSH ENTERPRISES INC CL A 781846209 683 16500 SH SOLE 16500 0 0 RUSH ENTERPRISES INC CL A 781846209 2854 68900 SH OTR 1 0 68900 0 RUSH ENTERPRISES INC CL B 781846308 513 13550 SH OTR 1 0 13550 0 RUSH ENTERPRISES INC CL B 781846308 119 3150 SH SOLE 3150 0 0 RYDER SYS INC COM 783549108 6341 102669 SH OTR 1 0 102669 0 RYDER SYS INC COM 783549108 156 2519 SH SOLE 2519 0 0 RYERSON HLDG CORP COM 783754104 423 31000 SH SOLE 31000 0 0 RYERSON HLDG CORP COM 783754104 1768 129600 SH OTR 1 0 129600 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 1545 22800 SH OTR 1 0 22800 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 373 5500 SH SOLE 5500 0 0 S&P GLOBAL INC COM 78409V104 72 220 SH OTR 5 0 220 0 S&P GLOBAL INC COM 78409V104 1706 5191 SH SOLE 5191 0 0 S&P GLOBAL INC COM 78409V104 13470 40977 SH OTR 1 0 40977 0 SABRA HEALTH CARE REIT INC COM 78573L106 393 22600 SH SOLE 22600 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 1673 96300 SH OTR 1 0 96300 0 SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 160 3000 SH SOLE 3000 0 0 SAILPOINT TECHNOLOGIES HLDGS COM 78781P105 681 12800 SH OTR 1 0 12800 0 SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 342 175000 PRN SOLE 175000 0 0 SALESFORCE COM INC COM 79466L302 1630 7325 SH OTR 5 0 7325 0 SALESFORCE COM INC COM 79466L302 51603 231894 SH OTR 1 0 231894 0 SALESFORCE COM INC COM 79466L302 4682 21042 SH SOLE 21042 0 0 SANGAMO THERAPEUTICS INC COM 800677106 417 26749 SH SOLE 26749 0 0 SANGAMO THERAPEUTICS INC COM 800677106 1733 111033 SH OTR 1 0 111033 0 SANMINA CORPORATION COM 801056102 2247 70447 SH OTR 1 0 70447 0 SANMINA CORPORATION COM 801056102 540 16928 SH SOLE 16928 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 331 135000 PRN SOLE 135000 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 844 2992 SH SOLE 2992 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 7040 24952 SH OTR 1 0 24952 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 252 893 SH OTR 5 0 893 0 SCANSOURCE INC COM 806037107 359 13600 SH SOLE 13600 0 0 SCANSOURCE INC COM 806037107 1496 56700 SH OTR 1 0 56700 0 SCHLUMBERGER LTD COM 806857108 6961 318856 SH OTR 1 0 318856 0 SCHLUMBERGER LTD COM 806857108 706 32335 SH SOLE 32335 0 0 SCHLUMBERGER LTD COM 806857108 288 13179 SH OTR 5 0 13179 0 SCHNEIDER NATIONAL INC CL B 80689H102 68 3303 SH SOLE 3303 0 0 SCHNEIDER NATIONAL INC CL B 80689H102 8726 421531 SH OTR 1 0 421531 0 SCHNITZER STEEL INDS INC CL A 806882106 495 15500 SH SOLE 15500 0 0 SCHNITZER STEEL INDS INC CL A 806882106 2061 64600 SH OTR 1 0 64600 0 SCHRODINGER INC COM 80810D103 1362 17200 SH OTR 1 0 17200 0 SCHRODINGER INC COM 80810D103 333 4200 SH SOLE 4200 0 0 SCHWAB CHARLES CORP COM 808513105 1685 31776 SH SOLE 31776 0 0 SCHWAB CHARLES CORP COM 808513105 13125 247454 SH OTR 1 0 247454 0 SCIENCE APPLICATIONS INTL CO COM 808625107 773 8168 SH OTR 1 0 8168 0 SCIENCE APPLICATIONS INTL CO COM 808625107 0 0 SH SOLE 0 0 0 SCIENTIFIC GAMES CORP COM 80874P109 1241 29900 SH OTR 1 0 29900 0 SCIENTIFIC GAMES CORP COM 80874P109 299 7200 SH SOLE 7200 0 0 SEAGEN INC COM 81181C104 94 535 SH SOLE 535 0 0 SEAGEN INC COM 81181C104 7991 45627 SH OTR 1 0 45627 0 SEALED AIR CORP NEW COM 81211K100 1034 22578 SH OTR 1 0 22578 0 SEALED AIR CORP NEW COM 81211K100 136 2962 SH SOLE 2962 0 0 SELECT MED HLDGS CORP COM 81619Q105 882 31900 SH SOLE 31900 0 0 SELECT MED HLDGS CORP COM 81619Q105 3684 133200 SH OTR 1 0 133200 0 SEMPRA ENERGY COM 816851109 778 6109 SH SOLE 6109 0 0 SEMPRA ENERGY COM 816851109 6538 51318 SH OTR 1 0 51318 0 SEMTECH CORP COM 816850101 2055 28500 SH OTR 1 0 28500 0 SEMTECH CORP COM 816850101 483 6700 SH SOLE 6700 0 0 SENECA FOODS CORP NEW CL A 817070501 259 6500 SH SOLE 6500 0 0 SENECA FOODS CORP NEW CL A 817070501 1064 26667 SH OTR 1 0 26667 0 SERVICE PPTYS TR COM SH BEN INT 81761L102 1548 134700 SH OTR 1 0 134700 0 SERVICE PPTYS TR COM SH BEN INT 81761L102 364 31700 SH SOLE 31700 0 0 SERVICENOW INC COM 81762P102 35439 64384 SH OTR 1 0 64384 0 SERVICENOW INC COM 81762P102 2627 4772 SH SOLE 4772 0 0 SERVICENOW INC COM 81762P102 805 1462 SH OTR 5 0 1462 0 SHERWIN WILLIAMS CO COM 824348106 1304 1775 SH SOLE 1775 0 0 SHERWIN WILLIAMS CO COM 824348106 8786 11955 SH OTR 1 0 11955 0 SHOCKWAVE MED INC COM 82489T104 373 3600 SH OTR 1 0 3600 0 SHOCKWAVE MED INC COM 82489T104 93 900 SH SOLE 900 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 31573 26700000 PRN OTR 1 0 26700000 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 2345 1983000 PRN SOLE 1983000 0 0 SHUTTERSTOCK INC COM 825690100 961 13400 SH OTR 1 0 13400 0 SHUTTERSTOCK INC COM 825690100 229 3200 SH SOLE 3200 0 0 SIERRA BANCORP COM 82620P102 117 4900 SH SOLE 4900 0 0 SIERRA BANCORP COM 82620P102 490 20500 SH OTR 1 0 20500 0 SIGNATURE BK NEW YORK N Y COM 82669G104 264 1954 SH SOLE 1954 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 1146 8472 SH OTR 5 0 8472 0 SIGNATURE BK NEW YORK N Y COM 82669G104 12570 92911 SH OTR 1 0 92911 0 SILICON LABORATORIES INC COM 826919102 1974 15500 SH OTR 1 0 15500 0 SILICON LABORATORIES INC COM 826919102 471 3700 SH SOLE 3700 0 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 2696 1962000 PRN DFND 1 0 1962000 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 38 28000 PRN OTR 4 0 28000 0 SIMON PPTY GROUP INC NEW COM 828806109 608 7134 SH SOLE 7134 0 0 SIMON PPTY GROUP INC NEW COM 828806109 5867 68793 SH OTR 1 0 68793 0 SIMPLY GOOD FOODS CO COM 82900L102 307 9800 SH OTR 1 0 9800 0 SIMPLY GOOD FOODS CO COM 82900L102 72 2300 SH SOLE 2300 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 897 9600 SH SOLE 9600 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 3738 40000 SH OTR 1 0 40000 0 SITE CTRS CORP COM 82981J109 73 7200 SH SOLE 7200 0 0 SITE CTRS CORP COM 82981J109 306 30200 SH OTR 1 0 30200 0 SITEONE LANDSCAPE SUPPLY INC COM 82982L103 365 2300 SH SOLE 2300 0 0 SITEONE LANDSCAPE SUPPLY INC COM 82982L103 1523 9600 SH OTR 1 0 9600 0 SJW GROUP COM 784305104 229 3300 SH OTR 1 0 3300 0 SJW GROUP COM 784305104 55 800 SH SOLE 800 0 0 SKYWEST INC COM 830879102 40 1000 SH SOLE 1000 0 0 SKYWEST INC COM 830879102 173 4300 SH OTR 1 0 4300 0 SKYWORKS SOLUTIONS INC COM 83088M102 561 3672 SH SOLE 3672 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 4453 29130 SH OTR 1 0 29130 0 SL GREEN RLTY CORP COM 78440X101 83 1390 SH SOLE 1390 0 0 SL GREEN RLTY CORP COM 78440X101 828 13901 SH OTR 1 0 13901 0 SLEEP NUMBER CORP COM 83125X103 1424 17400 SH OTR 1 0 17400 0 SLEEP NUMBER CORP COM 83125X103 336 4100 SH SOLE 4100 0 0 SLM CORP COM 78442P106 821 66256 SH OTR 5 0 66256 0 SLM CORP COM 78442P106 18405 1485445 SH OTR 1 0 1485445 0 SLM CORP COM 78442P106 232 18698 SH SOLE 18698 0 0 SMARTFINANCIAL INC COM NEW 83190L208 495 27264 SH OTR 1 0 27264 0 SMARTFINANCIAL INC COM NEW 83190L208 116 6401 SH SOLE 6401 0 0 SMITH A O CORP COM 831865209 141 2581 SH SOLE 2581 0 0 SMITH A O CORP COM 831865209 2863 52231 SH OTR 1 0 52231 0 SMUCKER J M CO COM NEW 832696405 297 2568 SH SOLE 2568 0 0 SMUCKER J M CO COM NEW 832696405 1919 16602 SH OTR 1 0 16602 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 3284 1448000 PRN SOLE 1448000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 37299 16446000 PRN OTR 1 0 16446000 0 SNAP ON INC COM 833034101 1350 7889 SH OTR 1 0 7889 0 SNAP ON INC COM 833034101 177 1033 SH SOLE 1033 0 0 SONOS INC COM 83570H108 1167 49900 SH OTR 1 0 49900 0 SONOS INC COM 83570H108 276 11800 SH SOLE 11800 0 0 SORRENTO THERAPEUTICS INC COM NEW 83587F202 125 18300 SH SOLE 18300 0 0 SORRENTO THERAPEUTICS INC COM NEW 83587F202 521 76300 SH OTR 1 0 76300 0 SOUTH PLAINS FINANCIAL INC COM 83946P107 97 5100 SH SOLE 5100 0 0 SOUTH PLAINS FINANCIAL INC COM 83946P107 385 20300 SH OTR 1 0 20300 0 SOUTH ST CORP COM 840441109 224 3100 SH SOLE 3100 0 0 SOUTH ST CORP COM 840441109 940 13000 SH OTR 1 0 13000 0 SOUTHERN CO COM 842587107 11656 189741 SH OTR 1 0 189741 0 SOUTHERN CO COM 842587107 1412 22986 SH SOLE 22986 0 0 SOUTHERN CO COM 842587107 302 4917 SH OTR 5 0 4917 0 SOUTHERN COPPER CORP COM 84265V105 0 0 SH SOLE 0 0 0 SOUTHERN COPPER CORP COM 84265V105 1509 23177 SH OTR 1 0 23177 0 SOUTHERN NATL BANCORP OF VA COM 843395104 609 50300 SH OTR 1 0 50300 0 SOUTHERN NATL BANCORP OF VA COM 843395104 139 11500 SH SOLE 11500 0 0 SOUTHWEST AIRLS CO COM 844741108 4003 85892 SH OTR 1 0 85892 0 SOUTHWEST AIRLS CO COM 844741108 525 11253 SH SOLE 11253 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 65981 45270000 PRN OTR 1 0 45270000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 5713 3920000 PRN SOLE 3920000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 121 83000 PRN OTR 4 0 83000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 8635 5945000 PRN DFND 1 0 5945000 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 705 11600 SH SOLE 11600 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 2959 48700 SH OTR 1 0 48700 0 SOUTHWESTERN ENERGY CO COM 845467109 950 318900 SH OTR 1 0 318900 0 SOUTHWESTERN ENERGY CO COM 845467109 229 77000 SH SOLE 77000 0 0 SPARTANNASH CO COM 847215100 202 11600 SH SOLE 11600 0 0 SPARTANNASH CO COM 847215100 858 49300 SH OTR 1 0 49300 0 SPDR GOLD TR GOLD SHS 78463V107 0 0 SH SOLE 0 0 0 SPDR GOLD TR GOLD SHS 78463V107 31710 177786 SH OTR 1 0 177786 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 674239 1803358 SH OTR 3 0 1803358 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 13807 36930 SH SOLE 36930 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 2802 7494 SH OTR 5 0 7494 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 24037 64291 SH OTR 1 0 64291 0 SPDR SER TR BLMBRG BRC CNVRT 78464A359 44 534 SH SOLE 534 0 0 SPDR SER TR BLMBRG BRC CNVRT 78464A359 1170 14135 SH DFND 1 0 14135 0 SPIRIT AIRLS INC COM 848577102 359 14700 SH OTR 1 0 14700 0 SPIRIT AIRLS INC COM 848577102 86 3500 SH SOLE 3500 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 213 210000 PRN SOLE 210000 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 37136 28356000 PRN OTR 1 0 28356000 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 2996 2288000 PRN SOLE 2288000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 99 73000 PRN OTR 4 0 73000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 6683 4936000 PRN DFND 1 0 4936000 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 270 15400 SH SOLE 15400 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 1143 65100 SH OTR 1 0 65100 0 SPS COMMERCE INC COM 78463M107 897 8264 SH SOLE 8264 0 0 SPS COMMERCE INC COM 78463M107 3758 34608 SH OTR 1 0 34608 0 SPX CORP COM 784635104 796 14600 SH OTR 1 0 14600 0 SPX CORP COM 784635104 196 3600 SH SOLE 3600 0 0 SQUARE INC CL A 852234103 261 1200 SH OTR 1 0 1200 0 SQUARE INC CL A 852234103 275 1263 SH SOLE 1263 0 0 SQUARE INC NOTE 0.375% 3/0 852234AB9 237 25000 PRN SOLE 25000 0 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 8870 3168000 PRN DFND 1 0 3168000 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 134 48000 PRN OTR 4 0 48000 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 13595 4849000 PRN OTR 1 0 4849000 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 2049 731000 PRN SOLE 731000 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 7403 101760 SH OTR 1 0 101760 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 65 900 SH SOLE 900 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 119 1500 SH SOLE 1500 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 499 6300 SH OTR 1 0 6300 0 STAG INDL INC COM 85254J102 520 16600 SH OTR 1 0 16600 0 STAG INDL INC COM 85254J102 125 4000 SH SOLE 4000 0 0 STAMPS COM INC COM NEW 852857200 3276 16700 SH OTR 1 0 16700 0 STAMPS COM INC COM NEW 852857200 785 4000 SH SOLE 4000 0 0 STANDARD MTR PRODS INC COM 853666105 534 13200 SH SOLE 13200 0 0 STANDARD MTR PRODS INC COM 853666105 2246 55500 SH OTR 1 0 55500 0 STANDEX INTL CORP COM 854231107 1016 13100 SH OTR 1 0 13100 0 STANDEX INTL CORP COM 854231107 240 3100 SH SOLE 3100 0 0 STANLEY BLACK & DECKER INC COM 854502101 4163 23313 SH OTR 1 0 23313 0 STANLEY BLACK & DECKER INC COM 854502101 636 3560 SH SOLE 3560 0 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 4850 44200 SH SOLE 44200 0 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 32612 297200 SH OTR 1 0 297200 0 STARBUCKS CORP COM 855244109 2786 26039 SH SOLE 26039 0 0 STARBUCKS CORP COM 855244109 19990 186860 SH OTR 1 0 186860 0 STARWOOD PPTY TR INC COM 85571B105 0 0 SH SOLE 0 0 0 STARWOOD PPTY TR INC COM 85571B105 1405 72811 SH OTR 1 0 72811 0 STATE STR CORP COM 857477103 14792 203240 SH OTR 1 0 203240 0 STATE STR CORP COM 857477103 930 12781 SH SOLE 12781 0 0 STATE STR CORP COM 857477103 1369 18809 SH OTR 5 0 18809 0 STEEL DYNAMICS INC COM 858119100 1490 40419 SH OTR 1 0 40419 0 STEEL DYNAMICS INC COM 858119100 141 3826 SH SOLE 3826 0 0 STEPAN CO COM 858586100 644 5400 SH SOLE 5400 0 0 STEPAN CO COM 858586100 2697 22600 SH OTR 1 0 22600 0 STERLING CONSTR INC COM 859241101 93 5000 SH SOLE 5000 0 0 STERLING CONSTR INC COM 859241101 389 20926 SH OTR 1 0 20926 0 STEWART INFORMATION SVCS COR COM 860372101 2764 57162 SH OTR 1 0 57162 0 STEWART INFORMATION SVCS COR COM 860372101 663 13718 SH SOLE 13718 0 0 STIFEL FINL CORP COM 860630102 3467 68700 SH OTR 1 0 68700 0 STIFEL FINL CORP COM 860630102 835 16550 SH SOLE 16550 0 0 STITCH FIX INC COM CL A 860897107 440 7500 SH OTR 1 0 7500 0 STITCH FIX INC COM CL A 860897107 106 1800 SH SOLE 1800 0 0 STONEX GROUP INC COM 861896108 2126 36719 SH OTR 1 0 36719 0 STONEX GROUP INC COM 861896108 510 8800 SH SOLE 8800 0 0 STORE CAP CORP COM 862121100 0 0 SH SOLE 0 0 0 STORE CAP CORP COM 862121100 766 22554 SH OTR 1 0 22554 0 STRYKER CORPORATION COM 863667101 1752 7149 SH SOLE 7149 0 0 STRYKER CORPORATION COM 863667101 12994 53029 SH OTR 1 0 53029 0 SUN CMNTYS INC COM 866674104 30 200 SH SOLE 200 0 0 SUN CMNTYS INC COM 866674104 2178 14333 SH OTR 1 0 14333 0 SUNCOKE ENERGY INC COM 86722A103 297 68200 SH SOLE 68200 0 0 SUNCOKE ENERGY INC COM 86722A103 1239 284900 SH OTR 1 0 284900 0 SUNNOVA ENERGY INTL INC. COM 86745K104 3962 87800 SH OTR 1 0 87800 0 SUNNOVA ENERGY INTL INC. COM 86745K104 948 21000 SH SOLE 21000 0 0 SUNRUN INC COM 86771W105 520 7500 SH SOLE 7500 0 0 SUNRUN INC COM 86771W105 2179 31400 SH OTR 1 0 31400 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 130 11500 SH SOLE 11500 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 555 49000 SH OTR 1 0 49000 0 SUPERIOR GROUP OF CO INC COM 868358102 193 8300 SH OTR 1 0 8300 0 SUPERIOR GROUP OF CO INC COM 868358102 44 1900 SH SOLE 1900 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 1311 52100 SH OTR 1 0 52100 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 304 12100 SH SOLE 12100 0 0 SURMODICS INC COM 868873100 100 2300 SH SOLE 2300 0 0 SURMODICS INC COM 868873100 435 10000 SH OTR 1 0 10000 0 SVB FINANCIAL GROUP COM 78486Q101 639 1647 SH SOLE 1647 0 0 SVB FINANCIAL GROUP COM 78486Q101 10762 27749 SH OTR 1 0 27749 0 SVMK INC COM 78489X103 105 4100 SH SOLE 4100 0 0 SVMK INC COM 78489X103 447 17500 SH OTR 1 0 17500 0 SYKES ENTERPRISES INC COM 871237103 640 17000 SH SOLE 17000 0 0 SYKES ENTERPRISES INC COM 871237103 2686 71300 SH OTR 1 0 71300 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 159 115000 PRN SOLE 115000 0 0 SYNCHRONY FINANCIAL COM 87165B103 168 4843 SH OTR 5 0 4843 0 SYNCHRONY FINANCIAL COM 87165B103 563 16213 SH SOLE 16213 0 0 SYNCHRONY FINANCIAL COM 87165B103 7045 202968 SH OTR 1 0 202968 0 SYNEOS HEALTH INC CL A 87166B102 388 5700 SH SOLE 5700 0 0 SYNEOS HEALTH INC CL A 87166B102 6145 90198 SH OTR 1 0 90198 0 SYNNEX CORP COM 87162W100 0 0 SH SOLE 0 0 0 SYNNEX CORP COM 87162W100 5159 63347 SH OTR 1 0 63347 0 SYNOPSYS INC COM 871607107 16263 62732 SH OTR 1 0 62732 0 SYNOPSYS INC COM 871607107 833 3213 SH SOLE 3213 0 0 SYNOVUS FINL CORP COM NEW 87161C501 263 8133 SH SOLE 8133 0 0 SYNOVUS FINL CORP COM NEW 87161C501 9573 295736 SH OTR 1 0 295736 0 SYNOVUS FINL CORP COM NEW 87161C501 1131 34941 SH OTR 5 0 34941 0 SYSCO CORP COM 871829107 1171 15768 SH SOLE 15768 0 0 SYSCO CORP COM 871829107 1455 19600 SH OTR 5 0 19600 0 SYSCO CORP COM 871829107 23181 312160 SH OTR 1 0 312160 0 SYSTEMAX INC COM 871851101 97 2700 SH SOLE 2700 0 0 SYSTEMAX INC COM 871851101 427 11900 SH OTR 1 0 11900 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 10 91 SH DFND 1 0 91 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 28962 265612 SH OTR 1 0 265612 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 21729 199275 SH SOLE 199275 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 26381 126962 SH OTR 1 0 126962 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1016 4889 SH OTR 5 0 4889 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 625 3009 SH SOLE 3009 0 0 TAL EDUCATION GROUP SPONSORED ADS 874080104 122 1700 SH SOLE 1700 0 0 TAL EDUCATION GROUP SPONSORED ADS 874080104 629 8800 SH OTR 1 0 8800 0 TALOS ENERGY INC COM 87484T108 5346 648796 SH SOLE 648796 0 0 TALOS ENERGY INC COM 87484T108 23135 2807671 SH OTR 1 0 2807671 0 TALOS ENERGY INC COM 87484T108 51 6187 SH OTR 5 0 6187 0 TAPESTRY INC COM 876030107 445 14330 SH OTR 5 0 14330 0 TAPESTRY INC COM 876030107 5607 180395 SH OTR 1 0 180395 0 TAPESTRY INC COM 876030107 369 11866 SH SOLE 11866 0 0 TARGA RES CORP COM 87612G101 0 0 SH SOLE 0 0 0 TARGA RES CORP COM 87612G101 1948 73848 SH OTR 1 0 73848 0 TARGET CORP COM 87612E106 30303 171662 SH OTR 1 0 171662 0 TARGET CORP COM 87612E106 2348 13301 SH SOLE 13301 0 0 TARGET CORP COM 87612E106 1862 10550 SH OTR 5 0 10550 0 TEGNA INC COM 87901J105 431 30900 SH SOLE 30900 0 0 TEGNA INC COM 87901J105 1769 126800 SH OTR 1 0 126800 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 153 41000 PRN OTR 4 0 41000 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 35264 9432000 PRN OTR 1 0 9432000 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 2561 685000 PRN SOLE 685000 0 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 10411 2792000 PRN DFND 1 0 2792000 0 TELEDYNE TECHNOLOGIES INC COM 879360105 2104 5368 SH OTR 1 0 5368 0 TELEDYNE TECHNOLOGIES INC COM 879360105 315 803 SH SOLE 803 0 0 TELEFLEX INCORPORATED COM 879369106 8585 20859 SH OTR 1 0 20859 0 TELEFLEX INCORPORATED COM 879369106 448 1089 SH SOLE 1089 0 0 TENABLE HLDGS INC COM 88025T102 528 10100 SH OTR 1 0 10100 0 TENABLE HLDGS INC COM 88025T102 125 2400 SH SOLE 2400 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 4137 103600 SH OTR 1 0 103600 0 TENET HEALTHCARE CORP COM NEW 88033G407 990 24800 SH SOLE 24800 0 0 TENNANT CO COM 880345103 2375 33848 SH OTR 1 0 33848 0 TENNANT CO COM 880345103 571 8142 SH SOLE 8142 0 0 TENNECO INC CL A VTG COM STK 880349105 272 25700 SH SOLE 25700 0 0 TENNECO INC CL A VTG COM STK 880349105 1134 107000 SH OTR 1 0 107000 0 TERADATA CORP DEL COM 88076W103 7732 344114 SH OTR 1 0 344114 0 TERADATA CORP DEL COM 88076W103 51 2250 SH SOLE 2250 0 0 TERADYNE INC COM 880770102 2897 24164 SH OTR 1 0 24164 0 TERADYNE INC COM 880770102 392 3271 SH SOLE 3271 0 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 549 145000 PRN SOLE 145000 0 0 TEREX CORP NEW COM 880779103 258 7400 SH OTR 1 0 7400 0 TEREX CORP NEW COM 880779103 63 1800 SH SOLE 1800 0 0 TERMINIX GLOBAL HOLDINGS INC COM 88087E100 969 18995 SH OTR 1 0 18995 0 TERMINIX GLOBAL HOLDINGS INC COM 88087E100 0 0 SH SOLE 0 0 0 TERRENO RLTY CORP COM 88146M101 1094 18700 SH OTR 1 0 18700 0 TERRENO RLTY CORP COM 88146M101 257 4400 SH SOLE 4400 0 0 TESLA INC COM 88160R101 3677 5211 SH OTR 5 0 5211 0 TESLA INC COM 88160R101 12465 17664 SH SOLE 17664 0 0 TESLA INC COM 88160R101 133751 189537 SH OTR 1 0 189537 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 10985 1121000 PRN SOLE 1121000 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 123061 12558000 PRN OTR 1 0 12558000 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 3105 273000 PRN SOLE 273000 0 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 19224 1786000 PRN DFND 1 0 1786000 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 291 27000 PRN OTR 4 0 27000 0 TETRA TECH INC NEW COM 88162G103 208 1800 SH SOLE 1800 0 0 TETRA TECH INC NEW COM 88162G103 868 7500 SH OTR 1 0 7500 0 TEXAS CAP BANCSHARES INC COM 88224Q107 54 900 SH SOLE 900 0 0 TEXAS CAP BANCSHARES INC COM 88224Q107 196 3300 SH OTR 1 0 3300 0 TEXAS INSTRS INC COM 882508104 3274 19949 SH SOLE 19949 0 0 TEXAS INSTRS INC COM 882508104 24005 146259 SH OTR 1 0 146259 0 TEXAS INSTRS INC COM 882508104 73 444 SH OTR 5 0 444 0 TEXAS ROADHOUSE INC COM 882681109 2885 36915 SH OTR 1 0 36915 0 TEXAS ROADHOUSE INC COM 882681109 688 8800 SH SOLE 8800 0 0 TEXTRON INC COM 883203101 1240 25658 SH OTR 5 0 25658 0 TEXTRON INC COM 883203101 14176 293313 SH OTR 1 0 293313 0 TEXTRON INC COM 883203101 358 7403 SH SOLE 7403 0 0 TG THERAPEUTICS INC COM 88322Q108 749 14400 SH SOLE 14400 0 0 TG THERAPEUTICS INC COM 88322Q108 3116 59900 SH OTR 1 0 59900 0 THE ODP CORP COM 88337F105 620 21167 SH SOLE 21167 0 0 THE ODP CORP COM 88337F105 2601 88756 SH OTR 1 0 88756 0 THERMO FISHER SCIENTIFIC INC COM 883556102 356 764 SH OTR 5 0 764 0 THERMO FISHER SCIENTIFIC INC COM 883556102 4232 9085 SH SOLE 9085 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 32926 70691 SH OTR 1 0 70691 0 TIFFANY & CO NEW COM 886547108 2067 15723 SH OTR 1 0 15723 0 TIFFANY & CO NEW COM 886547108 298 2266 SH SOLE 2266 0 0 TIMKEN CO COM 887389104 11 143 SH SOLE 143 0 0 TIMKEN CO COM 887389104 600 7752 SH OTR 1 0 7752 0 TJX COS INC NEW COM 872540109 658 9634 SH OTR 5 0 9634 0 TJX COS INC NEW COM 872540109 1838 26908 SH SOLE 26908 0 0 TJX COS INC NEW COM 872540109 21046 308182 SH OTR 1 0 308182 0 T-MOBILE US INC COM 872590104 1709 12670 SH SOLE 12670 0 0 T-MOBILE US INC COM 872590104 631 4678 SH OTR 5 0 4678 0 T-MOBILE US INC COM 872590104 14846 110091 SH OTR 1 0 110091 0 TOPBUILD CORP COM 89055F103 166 900 SH SOLE 900 0 0 TOPBUILD CORP COM 89055F103 663 3600 SH OTR 1 0 3600 0 TRACTOR SUPPLY CO COM 892356106 411 2921 SH SOLE 2921 0 0 TRACTOR SUPPLY CO COM 892356106 4891 34789 SH OTR 1 0 34789 0 TRANSDIGM GROUP INC COM 893641100 705 1139 SH SOLE 1139 0 0 TRANSDIGM GROUP INC COM 893641100 4902 7921 SH OTR 1 0 7921 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 69 135000 PRN SOLE 135000 0 0 TRAVELERS COMPANIES INC COM 89417E109 749 5336 SH SOLE 5336 0 0 TRAVELERS COMPANIES INC COM 89417E109 6581 46884 SH OTR 1 0 46884 0 TRAVERE THERAPEUTICS INC COM 89422G107 393 14427 SH SOLE 14427 0 0 TRAVERE THERAPEUTICS INC COM 89422G107 1599 58673 SH OTR 1 0 58673 0 TRI POINTE GROUP INC COM 87265H109 1242 72000 SH OTR 1 0 72000 0 TRI POINTE GROUP INC COM 87265H109 300 17400 SH SOLE 17400 0 0 TRIMAS CORP COM NEW 896215209 63 2000 SH SOLE 2000 0 0 TRIMAS CORP COM NEW 896215209 263 8300 SH OTR 1 0 8300 0 TRINET GROUP INC COM 896288107 508 6300 SH SOLE 6300 0 0 TRINET GROUP INC COM 896288107 2128 26400 SH OTR 1 0 26400 0 TRIP COM GROUP LTD ADS 89677Q107 51 1500 SH SOLE 1500 0 0 TRIP COM GROUP LTD ADS 89677Q107 378 11200 SH OTR 1 0 11200 0 TRIPLE-S MGMT CORP CL B 896749108 149 7000 SH SOLE 7000 0 0 TRIPLE-S MGMT CORP CL B 896749108 621 29100 SH OTR 1 0 29100 0 TRUEBLUE INC COM 89785X101 2088 111700 SH OTR 1 0 111700 0 TRUEBLUE INC COM 89785X101 501 26800 SH SOLE 26800 0 0 TRUIST FINL CORP COM 89832Q109 598 12484 SH OTR 5 0 12484 0 TRUIST FINL CORP COM 89832Q109 1464 30544 SH SOLE 30544 0 0 TRUIST FINL CORP COM 89832Q109 13350 278533 SH OTR 1 0 278533 0 TRUPANION INC COM 898202106 467 3900 SH OTR 1 0 3900 0 TRUPANION INC COM 898202106 108 900 SH SOLE 900 0 0 TRUSTCO BK CORP N Y COM 898349105 41 6200 SH SOLE 6200 0 0 TRUSTCO BK CORP N Y COM 898349105 169 25400 SH OTR 1 0 25400 0 TTEC HLDGS INC COM 89854H102 1276 17500 SH OTR 1 0 17500 0 TTEC HLDGS INC COM 89854H102 306 4200 SH SOLE 4200 0 0 TUPPERWARE BRANDS CORP COM 899896104 249 7700 SH SOLE 7700 0 0 TUPPERWARE BRANDS CORP COM 899896104 1056 32600 SH OTR 1 0 32600 0 TURNING POINT THERAPEUTICS I COM 90041T108 585 4800 SH SOLE 4800 0 0 TURNING POINT THERAPEUTICS I COM 90041T108 2413 19800 SH OTR 1 0 19800 0 TURNING PT BRANDS INC COM 90041L105 0 0 SH SOLE 0 0 0 TURNING PT BRANDS INC COM 90041L105 303 6802 SH OTR 1 0 6802 0 TUTOR PERINI CORP COM 901109108 583 45000 SH OTR 1 0 45000 0 TUTOR PERINI CORP COM 901109108 136 10500 SH SOLE 10500 0 0 TWILIO INC CL A 90138F102 158 466 SH SOLE 466 0 0 TWILIO INC CL A 90138F102 7969 23541 SH OTR 1 0 23541 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 26431 5532000 PRN OTR 1 0 5532000 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 3024 633000 PRN SOLE 633000 0 0 TWIST BIOSCIENCE CORP COM 90184D100 565 4000 SH SOLE 4000 0 0 TWIST BIOSCIENCE CORP COM 90184D100 2388 16900 SH OTR 1 0 16900 0 TWITTER INC COM 90184L102 939 17339 SH SOLE 17339 0 0 TWITTER INC COM 90184L102 6745 124567 SH OTR 1 0 124567 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 333 275000 PRN SOLE 275000 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 260 255000 PRN SOLE 255000 0 0 TWO HBRS INVT CORP COM NEW 90187B408 25 3900 SH SOLE 3900 0 0 TWO HBRS INVT CORP COM NEW 90187B408 103 16200 SH OTR 1 0 16200 0 TYLER TECHNOLOGIES INC COM 902252105 379 868 SH SOLE 868 0 0 TYLER TECHNOLOGIES INC COM 902252105 2561 5868 SH OTR 1 0 5868 0 TYSON FOODS INC CL A 902494103 732 11360 SH SOLE 11360 0 0 TYSON FOODS INC CL A 902494103 1284 19931 SH OTR 5 0 19931 0 TYSON FOODS INC CL A 902494103 11969 185735 SH OTR 1 0 185735 0 UBER TECHNOLOGIES INC COM 90353T100 1370 26854 SH OTR 1 0 26854 0 UBER TECHNOLOGIES INC COM 90353T100 128 2500 SH SOLE 2500 0 0 UDR INC COM 902653104 339 8824 SH SOLE 8824 0 0 UDR INC COM 902653104 2797 72784 SH OTR 1 0 72784 0 UFP INDUSTRIES INC COM 90278Q108 855 15400 SH SOLE 15400 0 0 UFP INDUSTRIES INC COM 90278Q108 3561 64100 SH OTR 1 0 64100 0 ULTA BEAUTY INC COM 90384S303 2354 8198 SH OTR 1 0 8198 0 ULTA BEAUTY INC COM 90384S303 366 1275 SH SOLE 1275 0 0 ULTRA CLEAN HLDGS INC COM 90385V107 2626 84300 SH OTR 1 0 84300 0 ULTRA CLEAN HLDGS INC COM 90385V107 629 20200 SH SOLE 20200 0 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 3749 27080 SH OTR 1 0 27080 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 899 6491 SH SOLE 6491 0 0 ULTRALIFE CORP COM 903899102 79 12200 SH OTR 1 0 12200 0 ULTRALIFE CORP COM 903899102 19 2900 SH SOLE 2900 0 0 UMB FINL CORP COM 902788108 1932 28000 SH OTR 1 0 28000 0 UMB FINL CORP COM 902788108 462 6700 SH SOLE 6700 0 0 UMPQUA HLDGS CORP COM 904214103 1881 124244 SH OTR 1 0 124244 0 UMPQUA HLDGS CORP COM 904214103 0 0 SH SOLE 0 0 0 UNDER ARMOUR INC CL A 904311107 471 27434 SH OTR 1 0 27434 0 UNDER ARMOUR INC CL A 904311107 78 4554 SH SOLE 4554 0 0 UNDER ARMOUR INC CL C 904311206 421 28319 SH OTR 1 0 28319 0 UNDER ARMOUR INC CL C 904311206 39 2605 SH SOLE 2605 0 0 UNION PAC CORP COM 907818108 21830 104842 SH OTR 1 0 104842 0 UNION PAC CORP COM 907818108 3051 14655 SH SOLE 14655 0 0 UNITED AIRLS HLDGS INC COM 910047109 242 5595 SH SOLE 5595 0 0 UNITED AIRLS HLDGS INC COM 910047109 1842 42586 SH OTR 1 0 42586 0 UNITED BANKSHARES INC WEST V COM 909907107 492 15200 SH OTR 1 0 15200 0 UNITED BANKSHARES INC WEST V COM 909907107 130 4000 SH SOLE 4000 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 896 31500 SH OTR 1 0 31500 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 208 7300 SH SOLE 7300 0 0 UNITED NAT FOODS INC COM 911163103 51 3200 SH SOLE 3200 0 0 UNITED NAT FOODS INC COM 911163103 220 13800 SH OTR 1 0 13800 0 UNITED PARCEL SERVICE INC CL B 911312106 33157 196893 SH OTR 1 0 196893 0 UNITED PARCEL SERVICE INC CL B 911312106 2884 17125 SH SOLE 17125 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1253 7443 SH OTR 5 0 7443 0 UNITED RENTALS INC COM 911363109 9254 39904 SH OTR 1 0 39904 0 UNITED RENTALS INC COM 911363109 366 1579 SH SOLE 1579 0 0 UNITED STATES STL CORP NEW COM 912909108 1387 82700 SH OTR 1 0 82700 0 UNITED STATES STL CORP NEW COM 912909108 335 20000 SH SOLE 20000 0 0 UNITED STATES STL CORP NEW NOTE 5.000%11/0 912909AT5 81 54000 PRN SOLE 54000 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 1167 7685 SH OTR 5 0 7685 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 13535 89166 SH OTR 1 0 89166 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 93 612 SH SOLE 612 0 0 UNITEDHEALTH GROUP INC COM 91324P102 70365 200653 SH OTR 1 0 200653 0 UNITEDHEALTH GROUP INC COM 91324P102 1808 5157 SH OTR 5 0 5157 0 UNITEDHEALTH GROUP INC COM 91324P102 7391 21077 SH SOLE 21077 0 0 UNIVAR SOLUTIONS USA INC COM 91336L107 228 11974 SH OTR 1 0 11974 0 UNIVAR SOLUTIONS USA INC COM 91336L107 0 0 SH SOLE 0 0 0 UNIVERSAL CORP VA COM 913456109 207 4267 SH SOLE 4267 0 0 UNIVERSAL CORP VA COM 913456109 873 17960 SH OTR 1 0 17960 0 UNIVERSAL HLTH SVCS INC CL B 913903100 1223 8894 SH OTR 5 0 8894 0 UNIVERSAL HLTH SVCS INC CL B 913903100 428 3114 SH SOLE 3114 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 14429 104938 SH OTR 1 0 104938 0 UNIVERSAL INS HLDGS INC COM 91359V107 148 9800 SH SOLE 9800 0 0 UNIVERSAL INS HLDGS INC COM 91359V107 626 41400 SH OTR 1 0 41400 0 UNIVEST FINANCIAL CORPORATIO COM 915271100 43 2100 SH SOLE 2100 0 0 UNIVEST FINANCIAL CORPORATIO COM 915271100 177 8600 SH OTR 1 0 8600 0 UNUM GROUP COM 91529Y106 11882 517970 SH OTR 1 0 517970 0 UNUM GROUP COM 91529Y106 1056 46013 SH OTR 5 0 46013 0 UNUM GROUP COM 91529Y106 344 14991 SH SOLE 14991 0 0 UPWORK INC COM 91688F104 822 23800 SH SOLE 23800 0 0 UPWORK INC COM 91688F104 3438 99600 SH OTR 1 0 99600 0 URBAN EDGE PPTYS COM 91704F104 437 33800 SH OTR 1 0 33800 0 URBAN EDGE PPTYS COM 91704F104 104 8000 SH SOLE 8000 0 0 URBAN OUTFITTERS INC COM 917047102 187 7300 SH SOLE 7300 0 0 URBAN OUTFITTERS INC COM 917047102 791 30900 SH OTR 1 0 30900 0 US BANCORP DEL COM NEW 902973304 10687 229389 SH OTR 1 0 229389 0 US BANCORP DEL COM NEW 902973304 1368 29366 SH SOLE 29366 0 0 USANA HEALTH SCIENCES INC COM 90328M107 1843 23900 SH OTR 1 0 23900 0 USANA HEALTH SCIENCES INC COM 90328M107 447 5800 SH SOLE 5800 0 0 V F CORP COM 918204108 598 6996 SH SOLE 6996 0 0 V F CORP COM 918204108 3975 46536 SH OTR 1 0 46536 0 VALERO ENERGY CORP COM 91913Y100 449 7934 SH OTR 5 0 7934 0 VALERO ENERGY CORP COM 91913Y100 605 10695 SH SOLE 10695 0 0 VALERO ENERGY CORP COM 91913Y100 6535 115516 SH OTR 1 0 115516 0 VALLEY NATL BANCORP COM 919794107 527 54000 SH OTR 1 0 54000 0 VALLEY NATL BANCORP COM 919794107 125 12800 SH SOLE 12800 0 0 VALVOLINE INC COM 92047W101 708 30600 SH OTR 1 0 30600 0 VALVOLINE INC COM 92047W101 0 0 SH SOLE 0 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 0 0 SH SOLE 0 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 343659 999910 SH OTR 3 0 999910 0 VANGUARD INDEX FDS VALUE ETF 922908744 4373 36762 SH OTR 1 0 36762 0 VANGUARD INDEX FDS VALUE ETF 922908744 0 0 SH SOLE 0 0 0 VARIAN MED SYS INC COM 92220P105 341 1946 SH SOLE 1946 0 0 VARIAN MED SYS INC COM 92220P105 2326 13293 SH OTR 1 0 13293 0 VARONIS SYS INC COM 922280102 704 4300 SH OTR 1 0 4300 0 VARONIS SYS INC COM 922280102 164 1000 SH SOLE 1000 0 0 VECTOR GROUP LTD COM 92240M108 616 52900 SH SOLE 52900 0 0 VECTOR GROUP LTD COM 92240M108 2571 220700 SH OTR 1 0 220700 0 VECTRUS INC COM 92242T101 378 7600 SH OTR 1 0 7600 0 VECTRUS INC COM 92242T101 89 1800 SH SOLE 1800 0 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 93 95000 PRN SOLE 95000 0 0 VEEVA SYS INC CL A COM 922475108 146 535 SH SOLE 535 0 0 VEEVA SYS INC CL A COM 922475108 7585 27862 SH OTR 1 0 27862 0 VENTAS INC COM 92276F100 4036 82298 SH OTR 1 0 82298 0 VENTAS INC COM 92276F100 404 8239 SH SOLE 8239 0 0 VERACYTE INC COM 92337F107 396 8100 SH SOLE 8100 0 0 VERACYTE INC COM 92337F107 1649 33700 SH OTR 1 0 33700 0 VEREIT INC COM 92339V308 0 0 SH SOLE 0 0 0 VEREIT INC COM 92339V308 407 10774 SH OTR 1 0 10774 0 VERINT SYS INC COM 92343X100 934 13900 SH SOLE 13900 0 0 VERINT SYS INC COM 92343X100 3863 57500 SH OTR 1 0 57500 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 5058 4613000 PRN DFND 1 0 4613000 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 76 69000 PRN OTR 4 0 69000 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 32 29000 PRN SOLE 29000 0 0 VERISIGN INC COM 92343E102 3162 14612 SH OTR 1 0 14612 0 VERISIGN INC COM 92343E102 501 2317 SH SOLE 2317 0 0 VERISK ANALYTICS INC COM 92345Y106 707 3406 SH SOLE 3406 0 0 VERISK ANALYTICS INC COM 92345Y106 4911 23659 SH OTR 1 0 23659 0 VERIZON COMMUNICATIONS INC COM 92343V104 841 14308 SH OTR 5 0 14308 0 VERIZON COMMUNICATIONS INC COM 92343V104 5403 91968 SH SOLE 91968 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 39608 674187 SH OTR 1 0 674187 0 VERTEX PHARMACEUTICALS INC COM 92532F100 1398 5914 SH SOLE 5914 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 12457 52710 SH OTR 1 0 52710 0 VERTIV HOLDINGS CO COM CL A 92537N108 0 0 SH SOLE 0 0 0 VERTIV HOLDINGS CO COM CL A 92537N108 2665 142752 SH OTR 1 0 142752 0 VIACOMCBS INC CL B 92556H206 3063 82212 SH OTR 1 0 82212 0 VIACOMCBS INC CL B 92556H206 473 12693 SH SOLE 12693 0 0 VIATRIS INC COM 92556V106 498 26562 SH SOLE 26562 0 0 VIATRIS INC COM 92556V106 3290 175551 SH OTR 1 0 175551 0 VIAVI SOLUTIONS INC COM 925550105 111 7400 SH SOLE 7400 0 0 VIAVI SOLUTIONS INC COM 925550105 463 30900 SH OTR 1 0 30900 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 2124 1653000 PRN SOLE 1653000 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 55 43000 PRN OTR 4 0 43000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 31155 24248000 PRN OTR 1 0 24248000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 3898 3043000 PRN DFND 1 0 3043000 0 VICI PPTYS INC COM 925652109 36 1400 SH SOLE 1400 0 0 VICI PPTYS INC COM 925652109 802 31442 SH OTR 1 0 31442 0 VICOR CORP COM 925815102 203 2200 SH OTR 1 0 2200 0 VICOR CORP COM 925815102 46 500 SH SOLE 500 0 0 VIEMED HEALTHCARE INC COM 92663R105 297 38300 SH OTR 1 0 38300 0 VIEMED HEALTHCARE INC COM 92663R105 71 9200 SH SOLE 9200 0 0 VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 616 21900 SH OTR 1 0 21900 0 VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 2 83 SH DFND 1 0 83 0 VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 62 2200 SH SOLE 2200 0 0 VIR BIOTECHNOLOGY INC COM 92764N102 220 8200 SH SOLE 8200 0 0 VIR BIOTECHNOLOGY INC COM 92764N102 929 34700 SH OTR 1 0 34700 0 VISA INC COM CL A 92826C839 2972 13588 SH OTR 5 0 13588 0 VISA INC COM CL A 92826C839 8485 38792 SH SOLE 38792 0 0 VISA INC COM CL A 92826C839 94916 433943 SH OTR 1 0 433943 0 VISHAY INTERTECHNOLOGY INC COM 928298108 3525 170200 SH OTR 1 0 170200 0 VISHAY INTERTECHNOLOGY INC COM 928298108 828 40000 SH SOLE 40000 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 141 135000 PRN SOLE 135000 0 0 VISHAY PRECISION GROUP INC COM 92835K103 1942 61700 SH OTR 1 0 61700 0 VISHAY PRECISION GROUP INC COM 92835K103 469 14900 SH SOLE 14900 0 0 VISTEON CORP COM NEW 92839U206 439 3500 SH SOLE 3500 0 0 VISTEON CORP COM NEW 92839U206 1795 14300 SH OTR 1 0 14300 0 VISTRA CORP COM 92840M102 274 13918 SH OTR 2 0 13918 0 VISTRA CORP COM 92840M102 8918 453625 SH OTR 1 0 453625 0 VISTRA CORP COM 92840M102 259 13194 SH SOLE 13194 0 0 VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 42 30000 PRN SOLE 30000 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 14431 13239000 PRN OTR 1 0 13239000 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 916 840000 PRN SOLE 840000 0 0 VONTIER CORPORATION COM 928881101 5819 174235 SH OTR 1 0 174235 0 VONTIER CORPORATION COM 928881101 86 2582 SH SOLE 2582 0 0 VORNADO RLTY TR SH BEN INT 929042109 852 22822 SH OTR 1 0 22822 0 VORNADO RLTY TR SH BEN INT 929042109 112 2991 SH SOLE 2991 0 0 VOXX INTL CORP CL A 91829F104 283 22200 SH OTR 1 0 22200 0 VOXX INTL CORP CL A 91829F104 68 5300 SH SOLE 5300 0 0 VOYA PRIME RATE TR SH BEN INT 92913A100 332 74334 SH SOLE 74334 0 0 VULCAN MATLS CO COM 929160109 435 2930 SH SOLE 2930 0 0 VULCAN MATLS CO COM 929160109 2860 19282 SH OTR 1 0 19282 0 WABTEC COM 929740108 287 3920 SH SOLE 3920 0 0 WABTEC COM 929740108 1906 26032 SH OTR 1 0 26032 0 WADDELL & REED FINL INC CL A 930059100 166 6500 SH SOLE 6500 0 0 WADDELL & REED FINL INC CL A 930059100 698 27400 SH OTR 1 0 27400 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 5789 145154 SH OTR 1 0 145154 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 631 15822 SH SOLE 15822 0 0 WALMART INC COM 931142103 2516 17454 SH OTR 5 0 17454 0 WALMART INC COM 931142103 4882 33867 SH SOLE 33867 0 0 WALMART INC COM 931142103 41912 290751 SH OTR 1 0 290751 0 WARRIOR MET COAL INC COM 93627C101 188 8800 SH OTR 1 0 8800 0 WARRIOR MET COAL INC COM 93627C101 43 2000 SH SOLE 2000 0 0 WASTE MGMT INC DEL COM 94106L109 9513 80663 SH OTR 1 0 80663 0 WASTE MGMT INC DEL COM 94106L109 1001 8485 SH SOLE 8485 0 0 WASTE MGMT INC DEL COM 94106L109 432 3667 SH OTR 5 0 3667 0 WATERS CORP COM 941848103 405 1636 SH SOLE 1636 0 0 WATERS CORP COM 941848103 5027 20319 SH OTR 1 0 20319 0 WATERS CORP COM 941848103 122 492 SH OTR 5 0 492 0 WATERSTONE FINL INC MD COM 94188P101 184 9800 SH OTR 1 0 9800 0 WATERSTONE FINL INC MD COM 94188P101 45 2400 SH SOLE 2400 0 0 WAYFAIR INC CL A 94419L101 45 200 SH SOLE 200 0 0 WAYFAIR INC CL A 94419L101 6087 26957 SH OTR 1 0 26957 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 429 255000 PRN SOLE 255000 0 0 WEC ENERGY GROUP INC COM 92939U106 5490 59655 SH OTR 1 0 59655 0 WEC ENERGY GROUP INC COM 92939U106 601 6526 SH SOLE 6526 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 258 11883 SH OTR 1 0 11883 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 0 0 SH SOLE 0 0 0 WELBILT INC COM 949090104 121 9200 SH OTR 1 0 9200 0 WELBILT INC COM 949090104 30 2300 SH SOLE 2300 0 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 6494 1448000 PRN SOLE 1448000 0 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 14743 3291000 PRN DFND 1 0 3291000 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 85402 19042000 PRN OTR 1 0 19042000 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 211 47000 PRN OTR 4 0 47000 0 WELLS FARGO CO NEW COM 949746101 19565 648271 SH OTR 1 0 648271 0 WELLS FARGO CO NEW COM 949746101 2705 89621 SH SOLE 89621 0 0 WELLTOWER INC COM 95040Q104 6980 108014 SH OTR 1 0 108014 0 WELLTOWER INC COM 95040Q104 592 9164 SH SOLE 9164 0 0 WESBANCO INC COM 950810101 453 15125 SH SOLE 15125 0 0 WESBANCO INC COM 950810101 1877 62637 SH OTR 1 0 62637 0 WESCO INTL INC COM 95082P105 447 5700 SH OTR 1 0 5700 0 WESCO INTL INC COM 95082P105 102 1300 SH SOLE 1300 0 0 WEST BANCORPORATION INC CAP STK 95123P106 68 3500 SH SOLE 3500 0 0 WEST BANCORPORATION INC CAP STK 95123P106 280 14500 SH OTR 1 0 14500 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 3217 11355 SH OTR 1 0 11355 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 457 1612 SH SOLE 1612 0 0 WESTERN ASSET HIGH INCOME OP COM 95766K109 1196 241565 SH SOLE 241565 0 0 WESTERN DIGITAL CORP. COM 958102105 2452 44272 SH OTR 1 0 44272 0 WESTERN DIGITAL CORP. COM 958102105 371 6703 SH SOLE 6703 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4629 4634000 PRN OTR 1 0 4634000 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 987 988000 PRN SOLE 988000 0 0 WESTERN UN CO COM 959802109 172 7853 SH SOLE 7853 0 0 WESTERN UN CO COM 959802109 1313 59824 SH OTR 1 0 59824 0 WESTROCK CO COM 96145D105 262 6012 SH SOLE 6012 0 0 WESTROCK CO COM 96145D105 1664 38219 SH OTR 1 0 38219 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 562 16753 SH SOLE 16753 0 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 8054 240200 SH OTR 1 0 240200 0 WHIRLPOOL CORP COM 963320106 1643 9101 SH OTR 1 0 9101 0 WHIRLPOOL CORP COM 963320106 252 1395 SH SOLE 1395 0 0 WHITING PETE CORP NEW COM NEW 966387508 3492 139665 SH SOLE 139665 0 0 WHITING PETE CORP NEW COM NEW 966387508 16821 672857 SH OTR 1 0 672857 0 WIDEOPENWEST INC COM 96758W101 1544 144700 SH OTR 1 0 144700 0 WIDEOPENWEST INC COM 96758W101 364 34100 SH SOLE 34100 0 0 WILLIAMS COS INC COM 969457100 4222 210571 SH OTR 1 0 210571 0 WILLIAMS COS INC COM 969457100 533 26560 SH SOLE 26560 0 0 WILLIAMS SONOMA INC COM 969904101 1746 17144 SH OTR 1 0 17144 0 WILLIAMS SONOMA INC COM 969904101 0 0 SH SOLE 0 0 0 WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 568 24500 SH OTR 1 0 24500 0 WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 134 5800 SH SOLE 5800 0 0 WINGSTOP INC COM 974155103 186 1400 SH OTR 1 0 1400 0 WINGSTOP INC COM 974155103 53 400 SH SOLE 400 0 0 WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 89 75000 PRN SOLE 75000 0 0 WIX COM LTD NOTE 7/0 92940WAB5 27472 14844000 PRN OTR 1 0 14844000 0 WIX COM LTD NOTE 7/0 92940WAB5 1760 951000 PRN SOLE 951000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 22771 13587000 PRN OTR 1 0 13587000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 2573 1535000 PRN SOLE 1535000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 8228 4924000 PRN DFND 1 0 4924000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 120 72000 PRN OTR 4 0 72000 0 WORKHORSE GROUP INC COM NEW 98138J206 289 14600 SH OTR 1 0 14600 0 WORKHORSE GROUP INC COM NEW 98138J206 69 3500 SH SOLE 3500 0 0 WORKIVA INC COM CL A 98139A105 110 1200 SH SOLE 1200 0 0 WORKIVA INC COM CL A 98139A105 467 5100 SH OTR 1 0 5100 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 108 80000 PRN SOLE 80000 0 0 WORLD FUEL SVCS CORP COM 981475106 757 24300 SH SOLE 24300 0 0 WORLD FUEL SVCS CORP COM 981475106 3169 101700 SH OTR 1 0 101700 0 WP CAREY INC COM 92936U109 42 600 SH SOLE 600 0 0 WP CAREY INC COM 92936U109 1757 24895 SH OTR 1 0 24895 0 WRAP TECHNOLOGIES INC COM 98212N107 39 8100 SH SOLE 8100 0 0 WRAP TECHNOLOGIES INC COM 98212N107 160 33200 SH OTR 1 0 33200 0 WYNDHAM DESTINATIONS INC COM 98310W108 22 500 SH SOLE 500 0 0 WYNDHAM DESTINATIONS INC COM 98310W108 5125 114240 SH OTR 1 0 114240 0 WYNN RESORTS LTD COM 983134107 254 2251 SH SOLE 2251 0 0 WYNN RESORTS LTD COM 983134107 1594 14127 SH OTR 1 0 14127 0 XCEL ENERGY INC COM 98389B100 762 11424 SH SOLE 11424 0 0 XCEL ENERGY INC COM 98389B100 5268 79012 SH OTR 1 0 79012 0 XENCOR INC COM 98401F105 1705 39074 SH OTR 1 0 39074 0 XENCOR INC COM 98401F105 410 9406 SH SOLE 9406 0 0 XENIA HOTELS & RESORTS INC COM 984017103 377 24800 SH OTR 1 0 24800 0 XENIA HOTELS & RESORTS INC COM 984017103 90 5900 SH SOLE 5900 0 0 XEROX HOLDINGS CORP COM NEW 98421M106 12307 530704 SH OTR 1 0 530704 0 XEROX HOLDINGS CORP COM NEW 98421M106 233 10066 SH SOLE 10066 0 0 XEROX HOLDINGS CORP COM NEW 98421M106 1195 51534 SH OTR 5 0 51534 0 XILINX INC COM 983919101 5057 35668 SH OTR 1 0 35668 0 XILINX INC COM 983919101 749 5280 SH SOLE 5280 0 0 XPERI HOLDING CORP COM 98390M103 84 4000 SH SOLE 4000 0 0 XPERI HOLDING CORP COM 98390M103 355 17000 SH OTR 1 0 17000 0 XPO LOGISTICS INC COM 983793100 5938 49814 SH OTR 1 0 49814 0 XPO LOGISTICS INC COM 983793100 36 300 SH SOLE 300 0 0 XYLEM INC COM 98419M100 2670 26227 SH OTR 1 0 26227 0 XYLEM INC COM 98419M100 402 3946 SH SOLE 3946 0 0 YELP INC CL A 985817105 2800 85700 SH OTR 1 0 85700 0 YELP INC CL A 985817105 673 20600 SH SOLE 20600 0 0 YETI HLDGS INC COM 98585X104 459 6700 SH SOLE 6700 0 0 YETI HLDGS INC COM 98585X104 1890 27600 SH OTR 1 0 27600 0 YEXT INC COM 98585N106 41 2600 SH SOLE 2600 0 0 YEXT INC COM 98585N106 168 10700 SH OTR 1 0 10700 0 YORK WTR CO COM 987184108 93 2000 SH SOLE 2000 0 0 YORK WTR CO COM 987184108 377 8100 SH OTR 1 0 8100 0 YUM BRANDS INC COM 988498101 10766 99173 SH OTR 1 0 99173 0 YUM BRANDS INC COM 988498101 1365 12576 SH OTR 5 0 12576 0 YUM BRANDS INC COM 988498101 809 7453 SH SOLE 7453 0 0 YUM CHINA HLDGS INC COM 98850P109 74 1300 SH SOLE 1300 0 0 YUM CHINA HLDGS INC COM 98850P109 708 12401 SH OTR 1 0 12401 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 2982 7758 SH OTR 1 0 7758 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 468 1219 SH SOLE 1219 0 0 ZENDESK INC COM 98936J101 2840 19840 SH OTR 1 0 19840 0 ZENDESK INC COM 98936J101 57 400 SH SOLE 400 0 0 ZILLOW GROUP INC CL A 98954M101 16202 119188 SH OTR 1 0 119188 0 ZILLOW GROUP INC CL A 98954M101 310 2281 SH SOLE 2281 0 0 ZILLOW GROUP INC CL C CAP STK 98954M200 0 0 SH SOLE 0 0 0 ZILLOW GROUP INC CL C CAP STK 98954M200 1752 13497 SH OTR 1 0 13497 0 ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 884 519000 PRN SOLE 519000 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 701 4551 SH SOLE 4551 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 4648 30161 SH OTR 1 0 30161 0 ZIONS BANCORPORATION N A COM 989701107 136 3140 SH SOLE 3140 0 0 ZIONS BANCORPORATION N A COM 989701107 1037 23865 SH OTR 1 0 23865 0 ZIX CORP COM 98974P100 413 47900 SH SOLE 47900 0 0 ZIX CORP COM 98974P100 1716 198800 SH OTR 1 0 198800 0 ZOETIS INC CL A 98978V103 1732 10467 SH SOLE 10467 0 0 ZOETIS INC CL A 98978V103 12868 77751 SH OTR 1 0 77751 0 ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 11141 33027 SH OTR 1 0 33027 0 ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 179 531 SH SOLE 531 0 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 1395 1042000 PRN SOLE 1042000 0 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 23292 17399000 PRN OTR 1 0 17399000 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 65 49000 PRN OTR 4 0 49000 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 4469 3351000 PRN DFND 1 0 3351000 0