Mackay Shields 13F-HR Quarterly holdings report by institutional manager

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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
3M CO	COM	88579Y101	3,902	19,834	SH		SOLE		19,834	0	0
3M CO	COM	88579Y101	21,619	109,896	SH		OTR	1	0	109,896	0
ABBOTT LABS	COM	002824100	32,939	540,069	SH		OTR	1	0	540,069	0
ABBOTT LABS	COM	002824100	16,907	277,210	SH		SOLE		277,210	0	0
ABBVIE INC	COM	00287Y109	40,413	436,191	SH		OTR	1	0	436,191	0
ABBVIE INC	COM	00287Y109	7,477	80,706	SH		SOLE		80,706	0	0
ABERCROMBIE & FITCH CO	CL A	002896207	1,618	66,100	SH		SOLE		66,100	0	0
ABERCROMBIE & FITCH CO	CL A	002896207	2,203	90,000	SH		OTR	1	0	90,000	0
ABIOMED INC	COM	003654100	6,569	16,059	SH		OTR	1	0	16,059	0
ABIOMED INC	COM	003654100	1,129	2,761	SH		SOLE		2,761	0	0
ABRAXAS PETE CORP	COM	003830106	606	209,700	SH		OTR	1	0	209,700	0
ABRAXAS PETE CORP	COM	003830106	253	87,400	SH		SOLE		87,400	0	0
ACACIA RESH CORP	ACACIA TCH COM	003881307	70	16,800	SH		OTR	1	0	16,800	0
ACACIA RESH CORP	ACACIA TCH COM	003881307	50	12,100	SH		SOLE		12,100	0	0
ACCELERON PHARMA INC	COM	00434H108	466	9,602	SH		OTR	1	0	9,602	0
ACCELERON PHARMA INC	COM	00434H108	382	7,881	SH		SOLE		7,881	0	0
ACCURAY INC	COM	004397105	804	196,200	SH		OTR	1	0	196,200	0
ACCURAY INC	COM	004397105	280	68,300	SH		SOLE		68,300	0	0
ACI WORLDWIDE INC	COM	004498101	592	24,000	SH		OTR	1	0	24,000	0
ACI WORLDWIDE INC	COM	004498101	405	16,400	SH		SOLE		16,400	0	0
ACORDA THERAPEUTICS INC	COM	00484M106	347	12,099	SH		OTR	1	0	12,099	0
ACORDA THERAPEUTICS INC	COM	00484M106	243	8,471	SH		SOLE		8,471	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	8,032	105,238	SH		OTR	1	0	105,238	0
ACTIVISION BLIZZARD INC	COM	00507V109	1,371	17,959	SH		SOLE		17,959	0	0
ACUITY BRANDS INC	COM	00508Y102	205	1,767	SH		SOLE		1,767	0	0
ACUITY BRANDS INC	COM	00508Y102	4,337	37,432	SH		OTR	1	0	37,432	0
ADDUS HOMECARE CORP	COM	006739106	269	4,700	SH		OTR	1	0	4,700	0
ADDUS HOMECARE CORP	COM	006739106	195	3,400	SH		SOLE		3,400	0	0
ADOBE SYS INC	COM	00724F101	35,236	144,521	SH		OTR	1	0	144,521	0
ADOBE SYS INC	COM	00724F101	6,691	27,444	SH		SOLE		27,444	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	2,013	14,835	SH		OTR	1	0	14,835	0
ADVANCE AUTO PARTS INC	COM	00751Y106	1,388	10,226	SH		SOLE		10,226	0	0
ADVANCED ENERGY INDS	COM	007973100	2,010	34,600	SH		OTR	1	0	34,600	0
ADVANCED ENERGY INDS	COM	007973100	970	16,700	SH		SOLE		16,700	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	1,708	113,911	SH		OTR	1	0	113,911	0
ADVANCED MICRO DEVICES INC	COM	007903107	291	19,439	SH		SOLE		19,439	0	0
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	2,604	1,310,000	PRN		SOLE		1,310,000	0	0
ADVANSIX INC	COM	00773T101	571	15,600	SH		OTR	1	0	15,600	0
ADVANSIX INC	COM	00773T101	421	11,500	SH		SOLE		11,500	0	0
AECOM	COM	00766T100	565	17,119	SH		OTR	1	0	17,119	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	12,377	9,556,000	PRN		OTR	1	0	9,556,000	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	4,265	3,293,000	PRN		SOLE		3,293,000	0	0
AES CORP	COM	00130H105	7,424	553,600	SH		SOLE		553,600	0	0
AES CORP	COM	00130H105	15,386	1,147,362	SH		OTR	1	0	1,147,362	0
AETNA INC NEW	COM	00817Y108	9,739	53,074	SH		OTR	1	0	53,074	0
AETNA INC NEW	COM	00817Y108	1,416	7,717	SH		SOLE		7,717	0	0
AFFILIATED MANAGERS GROUP	COM	008252108	1,117	7,510	SH		OTR	1	0	7,510	0
AFFILIATED MANAGERS GROUP	COM	008252108	191	1,282	SH		SOLE		1,282	0	0
AFLAC INC	COM	001055102	11,594	269,492	SH		OTR	1	0	269,492	0
AFLAC INC	COM	001055102	8,055	187,245	SH		SOLE		187,245	0	0
AGCO CORP	COM	001084102	8,548	140,776	SH		OTR	1	0	140,776	0
AGCO CORP	COM	001084102	2,927	48,199	SH		SOLE		48,199	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	3,636	58,801	SH		OTR	1	0	58,801	0
AGILENT TECHNOLOGIES INC	COM	00846U101	569	9,202	SH		SOLE		9,202	0	0
AIMMUNE THERAPEUTICS INC	COM	00900T107	255	9,500	SH		OTR	1	0	9,500	0
AIMMUNE THERAPEUTICS INC	COM	00900T107	180	6,700	SH		SOLE		6,700	0	0
AIR LEASE CORP	NOTE 3.875%12/0	00912XAK0	40,768	28,208,000	PRN		OTR	1	0	28,208,000	0
AIR LEASE CORP	NOTE 3.875%12/0	00912XAK0	133	92,000	PRN		OTR	4	92,000	0	0
AIR LEASE CORP	NOTE 3.875%12/0	00912XAK0	19,037	13,187,000	PRN		SOLE		12,166,000	0	1,021,000
AIR PRODS & CHEMS INC	COM	009158106	6,334	40,671	SH		OTR	1	0	40,671	0
AIR PRODS & CHEMS INC	COM	009158106	805	5,171	SH		SOLE		5,171	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	21,261	290,327	SH		OTR	1	0	290,327	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	10,090	137,788	SH		SOLE		137,788	0	0
AKAMAI TECHNOLOGIES INC	DBCV 2/1	00971TAG6	1,034	1,030,000	PRN		SOLE		1,030,000	0	0
AKORN INC	COM	009728106	1,943	117,100	SH		OTR	1	0	117,100	0
AKORN INC	COM	009728106	744	44,842	SH		SOLE		44,842	0	0
ALASKA AIR GROUP INC	COM	011659109	1,029	17,041	SH		OTR	1	0	17,041	0
ALASKA AIR GROUP INC	COM	011659109	176	2,909	SH		SOLE		2,909	0	0
ALBEMARLE CORP	COM	012653101	1,445	15,314	SH		OTR	1	0	15,314	0
ALBEMARLE CORP	COM	012653101	246	2,613	SH		SOLE		2,613	0	0
ALCOA CORP	COM	013872106	17,806	379,822	SH		OTR	1	0	379,822	0
ALCOA CORP	COM	013872106	1,094	23,327	SH		SOLE		23,327	0	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	1,796	14,237	SH		OTR	1	0	14,237	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	306	2,429	SH		SOLE		2,429	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	5,355	43,133	SH		OTR	1	0	43,133	0
ALEXION PHARMACEUTICALS INC	COM	015351109	652	5,250	SH		SOLE		5,250	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	13,625	73,440	SH		OTR	1	0	73,440	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	3,066	16,526	SH		SOLE		16,510	0	16
ALIGN TECHNOLOGY INC	COM	016255101	3,412	9,973	SH		OTR	1	0	9,973	0
ALIGN TECHNOLOGY INC	COM	016255101	582	1,702	SH		SOLE		1,702	0	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	1,007	530,000	PRN		SOLE		530,000	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	8,975	38,487	SH		OTR	1	0	38,487	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	1,019	4,368	SH		SOLE		4,368	0	0
ALLIANCE ONE INTL INC	COM NEW	018772301	346	21,800	SH		OTR	1	0	21,800	0
ALLIANCE ONE INTL INC	COM NEW	018772301	250	15,800	SH		SOLE		15,800	0	0
ALLIANT ENERGY CORP	COM	018802108	1,354	32,002	SH		OTR	1	0	32,002	0
ALLIANT ENERGY CORP	COM	018802108	231	5,460	SH		SOLE		5,460	0	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	1,508	31,500	SH		OTR	1	0	31,500	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	948	19,806	SH		SOLE		19,806	0	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	10,289	254,102	SH		OTR	1	0	254,102	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	632	15,621	SH		SOLE		15,621	0	0
ALLSTATE CORP	COM	020002101	19,781	216,732	SH		OTR	1	0	216,732	0
ALLSTATE CORP	COM	020002101	8,358	91,570	SH		SOLE		91,570	0	0
ALPHABET INC	CAP STK CL A	02079K305	31,101	27,543	SH		SOLE		27,543	0	0
ALPHABET INC	CAP STK CL A	02079K305	106,693	94,486	SH		OTR	1	0	94,486	0
ALPHABET INC	CAP STK CL C	02079K107	91,365	81,894	SH		OTR	1	0	81,894	0
ALPHABET INC	CAP STK CL C	02079K107	30,493	27,332	SH		SOLE		27,332	0	0
ALTRIA GROUP INC	COM	02209S103	18,303	322,292	SH		OTR	1	0	322,292	0
ALTRIA GROUP INC	COM	02209S103	2,504	44,086	SH		SOLE		44,086	0	0
ALZA CORP	SDCV 7/2	02261WAB5	14,628	8,652,000	PRN		SOLE		8,652,000	0	0
AMAZON COM INC	COM	023135106	228,643	134,512	SH		OTR	1	0	134,512	0
AMAZON COM INC	COM	023135106	64,756	38,096	SH		SOLE		38,096	0	0
AMC NETWORKS INC	CL A	00164V103	1,432	23,016	SH		OTR	1	0	23,016	0
AMEREN CORP	COM	023608102	13,926	228,863	SH		OTR	1	0	228,863	0
AMEREN CORP	COM	023608102	1,379	22,660	SH		SOLE		22,660	0	0
AMERICAN AIRLS GROUP INC	COM	02376R102	2,187	57,604	SH		OTR	1	0	57,604	0
AMERICAN AIRLS GROUP INC	COM	02376R102	373	9,829	SH		SOLE		9,829	0	0
AMERICAN ELEC PWR INC	COM	025537101	8,896	128,456	SH		OTR	1	0	128,456	0
AMERICAN ELEC PWR INC	COM	025537101	5,136	74,173	SH		SOLE		74,173	0	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	1,458	40,500	SH		OTR	1	0	40,500	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	1,066	29,600	SH		SOLE		29,600	0	0
AMERICAN EXPRESS CO	COM	025816109	11,638	118,752	SH		OTR	1	0	118,752	0
AMERICAN EXPRESS CO	COM	025816109	1,801	18,375	SH		SOLE		18,375	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	1,123	21,178	SH		SOLE		21,178	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	7,982	150,539	SH		OTR	1	0	150,539	0
AMERICAN NATL INS CO	COM	028591105	2,345	19,605	SH		OTR	1	0	19,605	0
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	1,141	27,105	SH		SOLE		27,105	0	0
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	2,109	50,100	SH		OTR	1	0	50,100	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.000% 8/0	02917TAA2	2,593	2,590,000	PRN		OTR	1	0	2,590,000	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.000% 8/0	02917TAA2	801	800,000	PRN		SOLE		800,000	0	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	15,183	15,000,000	PRN		OTR	1	0	15,000,000	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	10,249	10,125,000	PRN		SOLE		10,125,000	0	0
AMERICAN STS WTR CO	COM	029899101	909	15,900	SH		SOLE		15,900	0	0
AMERICAN STS WTR CO	COM	029899101	1,258	22,000	SH		OTR	1	0	22,000	0
AMERICAN TOWER CORP NEW	COM	03027X100	6,015	41,725	SH		SOLE		41,725	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	8,803	61,061	SH		OTR	1	0	61,061	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	2,102	24,616	SH		OTR	1	0	24,616	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	359	4,201	SH		SOLE		4,201	0	0
AMERIPRISE FINL INC	COM	03076C106	19,421	138,844	SH		OTR	1	0	138,844	0
AMERIPRISE FINL INC	COM	03076C106	7,207	51,523	SH		SOLE		51,523	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	1,917	22,487	SH		OTR	1	0	22,487	0
AMERISOURCEBERGEN CORP	COM	03073E105	327	3,838	SH		SOLE		3,838	0	0
AMETEK INC NEW	COM	031100100	2,310	32,015	SH		OTR	1	0	32,015	0
AMETEK INC NEW	COM	031100100	394	5,463	SH		SOLE		5,463	0	0
AMGEN INC	COM	031162100	5,472	29,645	SH		SOLE		29,645	0	0
AMGEN INC	COM	031162100	35,961	194,818	SH		OTR	1	0	194,818	0
AMICUS THERAPEUTICS INC	COM	03152W109	575	36,840	SH		OTR	1	0	36,840	0
AMICUS THERAPEUTICS INC	COM	03152W109	429	27,492	SH		SOLE		27,492	0	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	2,339	153,300	SH		OTR	1	0	153,300	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	1,239	81,200	SH		SOLE		81,200	0	0
AMPHENOL CORP NEW	CL A	032095101	620	7,111	SH		SOLE		7,111	0	0
AMPHENOL CORP NEW	CL A	032095101	3,632	41,674	SH		OTR	1	0	41,674	0
ANADARKO PETE CORP	COM	032511107	890	12,152	SH		SOLE		12,152	0	0
ANADARKO PETE CORP	COM	032511107	7,235	98,766	SH		OTR	1	0	98,766	0
ANALOG DEVICES INC	COM	032654105	5,305	55,305	SH		OTR	1	0	55,305	0
ANALOG DEVICES INC	COM	032654105	839	8,749	SH		SOLE		8,749	0	0
ANAPTYSBIO INC	COM	032724106	298	4,200	SH		OTR	1	0	4,200	0
ANAPTYSBIO INC	COM	032724106	206	2,900	SH		SOLE		2,900	0	0
ANDEAVOR	COM	03349M105	1,698	12,945	SH		SOLE		12,945	0	0
ANDEAVOR	COM	03349M105	14,276	108,830	SH		OTR	1	0	108,830	0
ANGIODYNAMICS INC	COM	03475V101	374	16,800	SH		OTR	1	0	16,800	0
ANGIODYNAMICS INC	COM	03475V101	261	11,714	SH		SOLE		11,714	0	0
ANI PHARMACEUTICALS INC	COM	00182C103	2,385	35,700	SH		OTR	1	0	35,700	0
ANI PHARMACEUTICALS INC	COM	00182C103	1,162	17,400	SH		SOLE		17,400	0	0
ANIXTER INTL INC	COM	035290105	1,779	28,100	SH		OTR	1	0	28,100	0
ANIXTER INTL INC	COM	035290105	1,279	20,200	SH		SOLE		20,200	0	0
ANSYS INC	COM	03662Q105	2,023	11,615	SH		OTR	1	0	11,615	0
ANSYS INC	COM	03662Q105	345	1,982	SH		SOLE		1,982	0	0
ANTERO RES CORP	COM	03674X106	6,440	301,630	SH		OTR	1	0	301,630	0
ANTERO RES CORP	COM	03674X106	342	16,000	SH		SOLE		16,000	0	0
ANTHEM INC	COM	036752103	15,282	64,201	SH		OTR	1	0	64,201	0
ANTHEM INC	COM	036752103	4,993	20,975	SH		SOLE		20,975	0	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	39,310	12,012,000	PRN		OTR	1	0	12,012,000	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	19,576	5,982,000	PRN		SOLE		5,982,000	0	0
APACHE CORP	COM	037411105	2,470	52,834	SH		OTR	1	0	52,834	0
APACHE CORP	COM	037411105	421	9,015	SH		SOLE		9,015	0	0
APARTMENT INVT & MGMT CO	CL A	03748R101	157	3,712	SH		SOLE		3,712	0	0
APARTMENT INVT & MGMT CO	CL A	03748R101	920	21,753	SH		OTR	1	0	21,753	0
APPFOLIO INC	COM CL A	03783C100	220	3,600	SH		OTR	1	0	3,600	0
APPFOLIO INC	COM CL A	03783C100	165	2,700	SH		SOLE		2,700	0	0
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	8,389	469,208	SH		OTR	1	0	469,208	0
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	535	29,899	SH		SOLE		29,899	0	0
APPLE INC	COM	037833100	306,781	1,657,292	SH		OTR	1	0	1,657,292	0
APPLE INC	COM	037833100	90,842	490,746	SH		SOLE		490,746	0	0
APPLIED MATLS INC	COM	038222105	20,622	446,455	SH		OTR	1	0	446,455	0
APPLIED MATLS INC	COM	038222105	2,225	48,174	SH		SOLE		48,174	0	0
ARCBEST CORP	COM	03937C105	2,203	48,200	SH		OTR	1	0	48,200	0
ARCBEST CORP	COM	03937C105	1,563	34,200	SH		SOLE		34,200	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	3,614	78,864	SH		OTR	1	0	78,864	0
ARCHER DANIELS MIDLAND CO	COM	039483102	1,000	21,811	SH		SOLE		21,811	0	0
ARCONIC INC	COM	03965L100	999	58,742	SH		OTR	1	0	58,742	0
ARCONIC INC	COM	03965L100	171	10,025	SH		SOLE		10,025	0	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	435	9,983	SH		OTR	1	0	9,983	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	316	7,259	SH		SOLE		7,259	0	0
ARES CAP CORP	NOTE 3.750% 2/0	04010LAT0	1,580	1,570,000	PRN		SOLE		1,570,000	0	0
ARISTA NETWORKS INC	COM	040413106	3,203	12,441	SH		OTR	1	0	12,441	0
ARISTA NETWORKS INC	COM	040413106	205	796	SH		SOLE		796	0	0
ARMSTRONG FLOORING INC	COM	04238R106	233	16,600	SH		SOLE		16,600	0	0
ARMSTRONG FLOORING INC	COM	04238R106	330	23,500	SH		OTR	1	0	23,500	0
ARRAY BIOPHARMA INC	COM	04269X105	653	38,935	SH		OTR	1	0	38,935	0
ARRAY BIOPHARMA INC	COM	04269X105	479	28,565	SH		SOLE		28,565	0	0
ASCENA RETAIL GROUP INC	COM	04351G101	550	138,100	SH		OTR	1	0	138,100	0
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	1,857	229,200	SH		OTR	1	0	229,200	0
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	1,335	164,802	SH		SOLE		164,802	0	0
ASHLAND GLOBAL HLDGS INC	COM	044186104	622	7,953	SH		OTR	1	0	7,953	0
ASPEN TECHNOLOGY INC	COM	045327103	241	2,600	SH		SOLE		2,600	0	0
ASPEN TECHNOLOGY INC	COM	045327103	343	3,700	SH		OTR	1	0	3,700	0
ASSURANT INC	COM	04621X108	1,178	11,386	SH		OTR	1	0	11,386	0
ASSURANT INC	COM	04621X108	146	1,409	SH		SOLE		1,409	0	0
AT&T INC	COM	00206R102	50,769	1,581,097	SH		OTR	1	0	1,581,097	0
AT&T INC	COM	00206R102	26,687	831,110	SH		SOLE		831,110	0	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	287	7,800	SH		OTR	1	0	7,800	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	206	5,600	SH		SOLE		5,600	0	0
ATKORE INTL GROUP INC	COM	047649108	2,883	138,800	SH		OTR	1	0	138,800	0
ATKORE INTL GROUP INC	COM	047649108	1,539	74,082	SH		SOLE		74,082	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	97	79,000	PRN		OTR	4	79,000	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	16,256	13,207,000	PRN		SOLE		12,397,000	0	810,000
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	33,909	27,509,000	PRN		OTR	1	0	27,509,000	0
AUDENTES THERAPEUTICS INC	COM	05070R104	245	6,400	SH		OTR	1	0	6,400	0
AUDENTES THERAPEUTICS INC	COM	05070R104	176	4,600	SH		SOLE		4,600	0	0
AUTODESK INC	COM	052769106	3,971	30,293	SH		OTR	1	0	30,293	0
AUTODESK INC	COM	052769106	677	5,168	SH		SOLE		5,168	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	8,465	63,102	SH		OTR	1	0	63,102	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	1,412	10,526	SH		SOLE		10,526	0	0
AUTOZONE INC	COM	053332102	7,655	11,409	SH		OTR	1	0	11,409	0
AUTOZONE INC	COM	053332102	4,456	6,642	SH		SOLE		6,642	0	0
AVALONBAY CMNTYS INC	COM	053484101	4,949	28,792	SH		OTR	1	0	28,792	0
AVALONBAY CMNTYS INC	COM	053484101	606	3,523	SH		SOLE		3,523	0	0
AVANGRID INC	COM	05351W103	5,149	97,287	SH		OTR	1	0	97,287	0
AVANGRID INC	COM	05351W103	124	2,335	SH		SOLE		2,335	0	0
AVERY DENNISON CORP	COM	053611109	1,243	12,170	SH		OTR	1	0	12,170	0
AVERY DENNISON CORP	COM	053611109	212	2,078	SH		SOLE		2,078	0	0
BAIDU INC	SPON ADR REP A	056752108	4,714	19,400	SH		OTR	1	0	19,400	0
BAIDU INC	SPON ADR REP A	056752108	294	1,210	SH		SOLE		1,200	0	10
BAKER HUGHES A GE CO	CL A	05722G100	324	9,824	SH		SOLE		9,824	0	0
BAKER HUGHES A GE CO	CL A	05722G100	5,088	154,055	SH		OTR	1	0	154,055	0
BALL CORP	COM	058498106	5,576	156,855	SH		OTR	1	0	156,855	0
BALL CORP	COM	058498106	470	13,210	SH		SOLE		13,210	0	0
BANCORP INC DEL	COM	05969A105	2,191	209,500	SH		OTR	1	0	209,500	0
BANCORP INC DEL	COM	05969A105	1,182	113,004	SH		SOLE		113,004	0	0
BANK AMER CORP	7.25%CNV PFD L	060505682	25,926	20,708	SH		OTR	1	0	20,708	0
BANK AMER CORP	7.25%CNV PFD L	060505682	22,746	18,175	SH		SOLE		17,086	0	1,089
BANK AMER CORP	7.25%CNV PFD L	060505682	136	109	SH		OTR	4	109	0	0
BANK AMER CORP	COM	060505104	26,163	928,104	SH		SOLE		928,104	0	0
BANK AMER CORP	COM	060505104	85,673	3,039,131	SH		OTR	1	0	3,039,131	0
BANK COMM HLDGS	COM	06424J103	80	6,300	SH		OTR	1	0	6,300	0
BANK COMM HLDGS	COM	06424J103	52	4,100	SH		SOLE		4,100	0	0
BANK NEW YORK MELLON CORP	COM	064058100	14,412	267,244	SH		OTR	1	0	267,244	0
BANK NEW YORK MELLON CORP	COM	064058100	8,902	165,068	SH		SOLE		165,068	0	0
BARNES & NOBLE ED INC	COM	06777U101	56	9,900	SH		SOLE		9,900	0	0
BARNES & NOBLE ED INC	COM	06777U101	78	13,800	SH		OTR	1	0	13,800	0
BARNES & NOBLE INC	COM	067774109	456	71,800	SH		OTR	1	0	71,800	0
BARNES & NOBLE INC	COM	067774109	204	32,100	SH		SOLE		32,100	0	0
BARRETT BUSINESS SERVICES IN	COM	068463108	3,225	33,400	SH		OTR	1	0	33,400	0
BARRETT BUSINESS SERVICES IN	COM	068463108	1,712	17,731	SH		SOLE		17,731	0	0
BASIC ENERGY SVCS INC NEW	COM NEW	06985P209	376	33,800	SH		OTR	1	0	33,800	0
BASIC ENERGY SVCS INC NEW	COM NEW	06985P209	271	24,400	SH		SOLE		24,400	0	0
BASSETT FURNITURE INDS INC	COM	070203104	99	3,598	SH		SOLE		3,598	0	0
BASSETT FURNITURE INDS INC	COM	070203104	105	3,800	SH		OTR	1	0	3,800	0
BAXTER INTL INC	COM	071813109	11,104	150,384	SH		SOLE		150,384	0	0
BAXTER INTL INC	COM	071813109	14,126	191,308	SH		OTR	1	0	191,308	0
BB&T CORP	COM	054937107	7,289	144,509	SH		OTR	1	0	144,509	0
BB&T CORP	COM	054937107	928	18,397	SH		SOLE		18,397	0	0
BCB BANCORP INC	COM	055298103	111	7,400	SH		OTR	1	0	7,400	0
BCB BANCORP INC	COM	055298103	86	5,700	SH		SOLE		5,700	0	0
BECTON DICKINSON & CO	COM	075887109	18,616	77,710	SH		OTR	1	0	77,710	0
BECTON DICKINSON & CO	COM	075887109	5,995	25,027	SH		SOLE		25,027	0	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	22,737	367,358	SH		OTR	1	0	367,358	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	97	1,563	SH		OTR	4	1,563	0	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	12,834	207,413	SH		SOLE		191,118	0	16,295
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	73,270	392,553	SH		OTR	1	0	392,553	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	33,022	176,918	SH		SOLE		176,918	0	0
BERKSHIRE HILLS BANCORP INC	COM	084680107	2,302	56,700	SH		OTR	1	0	56,700	0
BERKSHIRE HILLS BANCORP INC	COM	084680107	1,662	40,924	SH		SOLE		40,924	0	0
BEST BUY INC	COM	086516101	29,281	392,613	SH		OTR	1	0	392,613	0
BEST BUY INC	COM	086516101	11,056	148,250	SH		SOLE		148,250	0	0
BG STAFFING INC	COM	05544A109	253	10,900	SH		OTR	1	0	10,900	0
BG STAFFING INC	COM	05544A109	184	7,900	SH		SOLE		7,900	0	0
BGC PARTNERS INC	CL A	05541T101	1,078	95,202	SH		OTR	1	0	95,202	0
BIO RAD LABS INC	CL A	090572207	765	2,652	SH		OTR	1	0	2,652	0
BIO RAD LABS INC	CL A	090572207	3	9	SH		SOLE		9	0	0
BIOGEN INC	COM	09062X103	12,641	43,554	SH		OTR	1	0	43,554	0
BIOGEN INC	COM	09062X103	2,525	8,700	SH		SOLE		8,700	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	38,491	38,008,000	PRN		OTR	1	0	38,008,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	6,266	6,187,000	PRN		SOLE		6,187,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.750%10/1	09061GAE1	4,769	4,511,000	PRN		SOLE		3,721,000	0	790,000
BIOMARIN PHARMACEUTICAL INC	NOTE 0.750%10/1	09061GAE1	78	74,000	PRN		OTR	4	74,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.500%10/1	09061GAF8	2,222	1,868,000	PRN		SOLE		1,868,000	0	0
BJS RESTAURANTS INC	COM	09180C106	3,216	53,600	SH		OTR	1	0	53,600	0
BJS RESTAURANTS INC	COM	09180C106	1,737	28,951	SH		SOLE		28,951	0	0
BLACKBAUD INC	COM	09227Q100	451	4,400	SH		OTR	1	0	4,400	0
BLACKBAUD INC	COM	09227Q100	307	3,000	SH		SOLE		3,000	0	0
BLACKROCK FLA MUN 2020 TERM	COM SHS	09250M109	2,679	187,485	SH		SOLE		187,485	0	0
BLACKROCK INC	COM	09247X101	1,452	2,910	SH		SOLE		2,910	0	0
BLACKROCK INC	COM	09247X101	10,111	20,261	SH		OTR	1	0	20,261	0
BLACKROCK LONG-TERM MUNI ADV	COM	09250B103	920	81,807	SH		SOLE		81,807	0	0
BLACKROCK MUN 2030 TAR TERM	COM SHS BEN IN	09257P105	3,616	167,704	SH		SOLE		167,704	0	0
BLACKROCK MUNI INTER DR FD I	COM	09253X102	10,568	800,000	SH		SOLE		800,000	0	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	1,752	132,807	SH		SOLE		132,807	0	0
BLACKROCK MUNIYIELD NY QLTY	COM	09255E102	120	10,000	SH		SOLE		10,000	0	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	5,925	451,928	SH		SOLE		451,928	0	0
BLOCK H & R INC	COM	093671105	5,280	231,781	SH		SOLE		231,781	0	0
BLOCK H & R INC	COM	093671105	22,312	979,455	SH		OTR	1	0	979,455	0
BLOOMIN BRANDS INC	COM	094235108	2,842	141,377	SH		OTR	1	0	141,377	0
BLOOMIN BRANDS INC	COM	094235108	1,600	79,604	SH		SOLE		79,604	0	0
BLUCORA INC	COM	095229100	622	16,800	SH		OTR	1	0	16,800	0
BLUCORA INC	COM	095229100	440	11,879	SH		SOLE		11,879	0	0
BLUEBIRD BIO INC	COM	09609G100	1,290	8,217	SH		OTR	1	0	8,217	0
BLUEBIRD BIO INC	COM	09609G100	932	5,938	SH		SOLE		5,938	0	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	527	8,300	SH		OTR	1	0	8,300	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	381	6,000	SH		SOLE		6,000	0	0
BOEING CO	COM	097023105	75,743	225,755	SH		OTR	1	0	225,755	0
BOEING CO	COM	097023105	25,279	75,346	SH		SOLE		75,346	0	0
BOOKING HLDGS INC	COM	09857L108	24,633	12,152	SH		OTR	1	0	12,152	0
BOOKING HLDGS INC	COM	09857L108	7,685	3,791	SH		SOLE		3,791	0	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	1,495	34,179	SH		OTR	1	0	34,179	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	42	958	SH		SOLE		958	0	0
BORGWARNER INC	COM	099724106	1,178	27,305	SH		OTR	1	0	27,305	0
BORGWARNER INC	COM	099724106	201	4,659	SH		SOLE		4,659	0	0
BOSTON PROPERTIES INC	COM	101121101	457	3,642	SH		SOLE		3,642	0	0
BOSTON PROPERTIES INC	COM	101121101	2,677	21,341	SH		OTR	1	0	21,341	0
BOSTON SCIENTIFIC CORP	COM	101137107	7,953	243,214	SH		OTR	1	0	243,214	0
BOSTON SCIENTIFIC CORP	COM	101137107	1,065	32,554	SH		SOLE		32,554	0	0
BRAEMAR HOTELS & RESORTS INC	COM	10482B101	353	30,900	SH		OTR	1	0	30,900	0
BRAEMAR HOTELS & RESORTS INC	COM	10482B101	255	22,300	SH		SOLE		22,300	0	0
BRIDGE BANCORP INC	COM	108035106	496	13,790	SH		OTR	1	0	13,790	0
BRIDGE BANCORP INC	COM	108035106	351	9,753	SH		SOLE		9,753	0	0
BRIGHTHOUSE FINL INC	COM	10922N103	662	16,521	SH		OTR	1	0	16,521	0
BRIGHTHOUSE FINL INC	COM	10922N103	113	2,816	SH		SOLE		2,816	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	15,802	285,536	SH		OTR	1	0	285,536	0
BRISTOL MYERS SQUIBB CO	COM	110122108	5,839	105,511	SH		SOLE		105,511	0	0
BRISTOW GROUP INC	NOTE 4.500% 6/0	110394AF0	40	35,000	PRN		OTR	4	35,000	0	0
BRISTOW GROUP INC	NOTE 4.500% 6/0	110394AF0	3,064	2,679,000	PRN		SOLE		2,308,000	0	371,000
BROADCOM INC	COM	11135F101	21,086	86,901	SH		OTR	1	0	86,901	0
BROADCOM INC	COM	11135F101	4,952	20,409	SH		SOLE		20,409	0	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	1,876	16,303	SH		OTR	1	0	16,303	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	320	2,783	SH		SOLE		2,783	0	0
BROWN FORMAN CORP	CL B	115637209	303	6,179	SH		SOLE		6,179	0	0
BROWN FORMAN CORP	CL B	115637209	1,775	36,213	SH		OTR	1	0	36,213	0
BRUNSWICK CORP	COM	117043109	7,351	114,007	SH		OTR	1	0	114,007	0
BRUNSWICK CORP	COM	117043109	396	6,149	SH		SOLE		6,149	0	0
BURLINGTON STORES INC	COM	122017106	5,737	38,112	SH		OTR	1	0	38,112	0
BURLINGTON STORES INC	COM	122017106	290	1,927	SH		SOLE		1,927	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	1,767	21,123	SH		OTR	1	0	21,123	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	275	3,285	SH		SOLE		3,285	0	0
CA INC	COM	12673P105	9,141	256,411	SH		OTR	1	0	256,411	0
CA INC	COM	12673P105	591	16,587	SH		SOLE		16,587	0	0
CABOT CORP	COM	127055101	5,788	93,699	SH		OTR	1	0	93,699	0
CABOT CORP	COM	127055101	395	6,402	SH		SOLE		6,402	0	0
CABOT OIL & GAS CORP	COM	127097103	1,537	64,577	SH		OTR	1	0	64,577	0
CABOT OIL & GAS CORP	COM	127097103	253	10,651	SH		SOLE		10,651	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	9,242	213,391	SH		OTR	1	0	213,391	0
CADENCE DESIGN SYSTEM INC	COM	127387108	770	17,781	SH		SOLE		17,781	0	0
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	10,888	6,357,000	PRN		OTR	1	0	6,357,000	0
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	5,140	3,001,000	PRN		SOLE		3,001,000	0	0
CALAMP CORP	COM	128126109	703	30,000	SH		SOLE		30,000	0	0
CALAMP CORP	COM	128126109	989	42,200	SH		OTR	1	0	42,200	0
CALIFORNIA WTR SVC GROUP	COM	130788102	487	12,500	SH		OTR	1	0	12,500	0
CALIFORNIA WTR SVC GROUP	COM	130788102	343	8,800	SH		SOLE		8,800	0	0
CAMPBELL SOUP CO	COM	134429109	1,078	26,600	SH		OTR	1	0	26,600	0
CAMPBELL SOUP CO	COM	134429109	184	4,539	SH		SOLE		4,539	0	0
CANNAE HLDGS INC	COM	13765N107	800	43,100	SH		OTR	1	0	43,100	0
CANNAE HLDGS INC	COM	13765N107	575	31,000	SH		SOLE		31,000	0	0
CAPITAL ONE FINL CORP	COM	14040H105	7,565	82,321	SH		OTR	1	0	82,321	0
CAPITAL ONE FINL CORP	COM	14040H105	1,055	11,475	SH		SOLE		11,475	0	0
CARBONITE INC	COM	141337105	241	6,900	SH		OTR	1	0	6,900	0
CARDINAL HEALTH INC	COM	14149Y108	2,731	55,934	SH		SOLE		55,934	0	0
CARDINAL HEALTH INC	COM	14149Y108	5,598	114,636	SH		OTR	1	0	114,636	0
CARE COM INC	COM	141633107	2,779	133,100	SH		OTR	1	0	133,100	0
CARE COM INC	COM	141633107	1,489	71,324	SH		SOLE		71,324	0	0
CARLISLE COS INC	COM	142339100	4,108	37,925	SH		OTR	1	0	37,925	0
CARLISLE COS INC	COM	142339100	68	625	SH		SOLE		625	0	0
CARMAX INC	COM	143130102	1,794	24,618	SH		OTR	1	0	24,618	0
CARMAX INC	COM	143130102	306	4,202	SH		SOLE		4,202	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	7,677	133,955	SH		OTR	1	0	133,955	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	5,307	92,607	SH		SOLE		92,607	0	0
CARROLS RESTAURANT GROUP INC	COM	14574X104	1,454	97,916	SH		SOLE		97,916	0	0
CARROLS RESTAURANT GROUP INC	COM	14574X104	2,213	149,000	SH		OTR	1	0	149,000	0
CARTER INC	COM	146229109	11,723	108,157	SH		OTR	1	0	108,157	0
CARTER INC	COM	146229109	1,307	12,056	SH		SOLE		12,056	0	0
CATALENT INC	COM	148806102	4,353	103,925	SH		OTR	1	0	103,925	0
CATALENT INC	COM	148806102	1,617	38,612	SH		SOLE		38,612	0	0
CATERPILLAR INC DEL	COM	149123101	2,285	16,842	SH		SOLE		16,842	0	0
CATERPILLAR INC DEL	COM	149123101	18,777	138,402	SH		OTR	1	0	138,402	0
CATO CORP NEW	CL A	149205106	177	7,200	SH		SOLE		7,200	0	0
CATO CORP NEW	CL A	149205106	239	9,700	SH		OTR	1	0	9,700	0
CBOE GLOBAL MARKETS INC	COM	12503M108	17,679	169,875	SH		OTR	1	0	169,875	0
CBOE GLOBAL MARKETS INC	COM	12503M108	5,650	54,287	SH		SOLE		54,287	0	0
CBRE GROUP INC	CL A	12504L109	5,863	122,803	SH		OTR	1	0	122,803	0
CBRE GROUP INC	CL A	12504L109	562	11,766	SH		SOLE		11,766	0	0
CBS CORP NEW	CL B	124857202	2,654	47,210	SH		OTR	1	0	47,210	0
CBS CORP NEW	CL B	124857202	453	8,056	SH		SOLE		8,056	0	0
CDK GLOBAL INC	COM	12508E101	8,560	131,593	SH		OTR	1	0	131,593	0
CDK GLOBAL INC	COM	12508E101	642	9,874	SH		SOLE		9,874	0	0
CDW CORP	COM	12514G108	714	8,841	SH		SOLE		8,841	0	0
CDW CORP	COM	12514G108	11,205	138,694	SH		OTR	1	0	138,694	0
CELGENE CORP	COM	151020104	11,943	150,372	SH		OTR	1	0	150,372	0
CELGENE CORP	COM	151020104	1,578	19,866	SH		SOLE		19,866	0	0
CENTENE CORP DEL	COM	15135B101	36,986	300,190	SH		OTR	1	0	300,190	0
CENTENE CORP DEL	COM	15135B101	11,924	96,778	SH		SOLE		96,778	0	0
CENTERPOINT ENERGY INC	COM	15189T107	2,115	76,321	SH		SOLE		76,321	0	0
CENTERPOINT ENERGY INC	COM	15189T107	11,169	403,076	SH		OTR	1	0	403,076	0
CENTRAL VALLEY CMNTY BANCORP	COM	155685100	228	10,763	SH		SOLE		10,763	0	0
CENTRAL VALLEY CMNTY BANCORP	COM	155685100	313	14,800	SH		OTR	1	0	14,800	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	336	4,400	SH		OTR	1	0	4,400	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	244	3,193	SH		SOLE		3,193	0	0
CENTURYLINK INC	COM	156700106	2,530	135,729	SH		OTR	1	0	135,729	0
CENTURYLINK INC	COM	156700106	432	23,161	SH		SOLE		23,161	0	0
CERIDIAN HCM HLDG INC	COM	15677J108	1,053	31,741	SH		OTR	1	0	31,741	0
CERIDIAN HCM HLDG INC	COM	15677J108	233	7,007	SH		SOLE		7,007	0	0
CERNER CORP	COM	156782104	12,964	216,823	SH		OTR	1	0	216,823	0
CERNER CORP	COM	156782104	1,289	21,552	SH		SOLE		21,552	0	0
CF INDS HLDGS INC	COM	125269100	7,545	169,923	SH		SOLE		169,923	0	0
CF INDS HLDGS INC	COM	125269100	17,855	402,146	SH		OTR	1	0	402,146	0
CHARLES RIV LABS INTL INC	COM	159864107	4,398	39,178	SH		OTR	1	0	39,178	0
CHARLES RIV LABS INTL INC	COM	159864107	786	7,004	SH		SOLE		7,004	0	0
CHART INDS INC	NOTE 2.000% 8/0	16115QAC4	53	53,000	PRN		OTR	4	53,000	0	0
CHART INDS INC	NOTE 2.000% 8/0	16115QAC4	3,153	3,128,000	PRN		SOLE		2,588,000	0	540,000
CHARTER COMMUNICATIONS INC N	CL A	16119P108	1,281	4,370	SH		SOLE		4,370	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	8,967	30,581	SH		OTR	1	0	30,581	0
CHATHAM LODGING TR	COM	16208T102	248	11,700	SH		SOLE		11,700	0	0
CHATHAM LODGING TR	COM	16208T102	344	16,200	SH		OTR	1	0	16,200	0
CHEMOURS CO	COM	163851108	19,785	446,002	SH		OTR	1	0	446,002	0
CHEMOURS CO	COM	163851108	5,649	127,351	SH		SOLE		127,351	0	0
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	968	1,215,000	PRN		SOLE		1,215,000	0	0
CHERRY HILL MTG INVT CORP	COM	164651101	507	28,400	SH		OTR	1	0	28,400	0
CHERRY HILL MTG INVT CORP	COM	164651101	366	20,500	SH		SOLE		20,500	0	0
CHESAPEAKE ENERGY CORP	COM	165167107	1,286	245,500	SH		OTR	1	0	245,500	0
CHESAPEAKE ENERGY CORP	NOTE 5.500% 9/1	165167CY1	2,139	2,100,000	PRN		SOLE		2,100,000	0	0
CHESAPEAKE LODGING TR	SH BEN INT	165240102	639	20,200	SH		OTR	1	0	20,200	0
CHESAPEAKE LODGING TR	SH BEN INT	165240102	456	14,399	SH		SOLE		14,399	0	0
CHESAPEAKE UTILS CORP	COM	165303108	296	3,700	SH		OTR	1	0	3,700	0
CHESAPEAKE UTILS CORP	COM	165303108	217	2,716	SH		SOLE		2,716	0	0
CHEVRON CORP NEW	COM	166764100	65,807	520,502	SH		OTR	1	0	520,502	0
CHEVRON CORP NEW	COM	166764100	29,831	235,951	SH		SOLE		235,951	0	0
CHICOS FAS INC	COM	168615102	1,184	145,400	SH		OTR	1	0	145,400	0
CHICOS FAS INC	COM	168615102	853	104,800	SH		SOLE		104,800	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	1,691	3,919	SH		OTR	1	0	3,919	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	582	1,350	SH		SOLE		1,350	0	0
CHURCH & DWIGHT INC	COM	171340102	1,798	33,831	SH		OTR	1	0	33,831	0
CHURCH & DWIGHT INC	COM	171340102	307	5,773	SH		SOLE		5,773	0	0
CIENA CORP	NOTE 3.750%10/1	171779AJ0	1,372	1,035,000	PRN		SOLE		1,035,000	0	0
CIGNA CORPORATION	COM	125509109	21,283	125,231	SH		OTR	1	0	125,231	0
CIGNA CORPORATION	COM	125509109	6,865	40,395	SH		SOLE		40,395	0	0
CIMAREX ENERGY CO	COM	171798101	229	2,252	SH		SOLE		2,252	0	0
CIMAREX ENERGY CO	COM	171798101	1,342	13,194	SH		OTR	1	0	13,194	0
CINCINNATI FINL CORP	COM	172062101	8,298	124,113	SH		OTR	1	0	124,113	0
CINCINNATI FINL CORP	COM	172062101	666	9,961	SH		SOLE		9,961	0	0
CINTAS CORP	COM	172908105	2,880	15,561	SH		OTR	1	0	15,561	0
CINTAS CORP	COM	172908105	640	3,460	SH		SOLE		3,460	0	0
CISCO SYS INC	COM	17275R102	41,129	955,818	SH		OTR	1	0	955,818	0
CISCO SYS INC	COM	17275R102	11,145	259,008	SH		SOLE		259,008	0	0
CIT GROUP INC	COM NEW	125581801	6,350	125,958	SH		OTR	1	0	125,958	0
CIT GROUP INC	COM NEW	125581801	301	5,962	SH		SOLE		5,962	0	0
CITI TRENDS INC	COM	17306X102	944	34,400	SH		OTR	1	0	34,400	0
CITI TRENDS INC	COM	17306X102	678	24,700	SH		SOLE		24,700	0	0
CITIGROUP INC	COM NEW	172967424	36,681	548,135	SH		OTR	1	0	548,135	0
CITIGROUP INC	COM NEW	172967424	18,281	273,180	SH		SOLE		273,180	0	0
CITIZENS FINL GROUP INC	COM	174610105	3,144	80,835	SH		OTR	1	0	80,835	0
CITIZENS FINL GROUP INC	COM	174610105	445	11,435	SH		SOLE		11,435	0	0
CITRIX SYS INC	COM	177376100	24,858	237,108	SH		OTR	1	0	237,108	0
CITRIX SYS INC	COM	177376100	7,654	73,006	SH		SOLE		73,006	0	0
CITRIX SYS INC	NOTE 0.500% 4/1	177376AD2	106	73,000	PRN		OTR	4	73,000	0	0
CITRIX SYS INC	NOTE 0.500% 4/1	177376AD2	18,064	12,427,000	PRN		SOLE		11,660,000	0	767,000
CITRIX SYS INC	NOTE 0.500% 4/1	177376AD2	26,083	17,933,000	PRN		OTR	1	0	17,933,000	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	128	5,300	SH		SOLE		5,300	0	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	177	7,300	SH		OTR	1	0	7,300	0
CIVITAS SOLUTIONS INC	COM	17887R102	225	13,700	SH		OTR	1	0	13,700	0
CIVITAS SOLUTIONS INC	COM	17887R102	166	10,100	SH		SOLE		10,100	0	0
CLEAN HARBORS INC	COM	184496107	2,312	41,615	SH		OTR	1	0	41,615	0
CLEAN HARBORS INC	COM	184496107	195	3,502	SH		SOLE		3,502	0	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	2,999	2,437,000	PRN		SOLE		2,437,000	0	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	6,065	4,928,000	PRN		OTR	1	0	4,928,000	0
CLOROX CO DEL	COM	189054109	413	3,055	SH		SOLE		3,055	0	0
CLOROX CO DEL	COM	189054109	2,422	17,904	SH		OTR	1	0	17,904	0
CLOUD PEAK ENERGY INC	COM	18911Q102	722	206,800	SH		OTR	1	0	206,800	0
CLOUD PEAK ENERGY INC	COM	18911Q102	526	150,800	SH		SOLE		150,800	0	0
CLOVIS ONCOLOGY INC	COM	189464100	421	9,248	SH		OTR	1	0	9,248	0
CLOVIS ONCOLOGY INC	COM	189464100	295	6,485	SH		SOLE		6,485	0	0
CLOVIS ONCOLOGY INC	NOTE 1.250% 5/0	189464AC4	924	1,000,000	PRN		SOLE		1,000,000	0	0
CLOVIS ONCOLOGY INC	NOTE 2.500% 9/1	189464AB6	891	825,000	PRN		SOLE		825,000	0	0
CME GROUP INC	COM CL A	12572Q105	10,076	61,469	SH		OTR	1	0	61,469	0
CME GROUP INC	COM CL A	12572Q105	1,587	9,682	SH		SOLE		9,682	0	0
CMS ENERGY CORP	COM	125896100	914	19,342	SH		SOLE		19,342	0	0
CMS ENERGY CORP	COM	125896100	9,152	193,580	SH		OTR	1	0	193,580	0
CNA FINL CORP	COM	126117100	8,178	179,028	SH		OTR	1	0	179,028	0
CNA FINL CORP	COM	126117100	572	12,518	SH		SOLE		12,518	0	0
CNX RESOURCES CORPORATION	COM	12653C108	3,118	175,355	SH		OTR	1	0	175,355	0
CNX RESOURCES CORPORATION	COM	12653C108	324	18,214	SH		SOLE		18,214	0	0
COCA COLA BOTTLING CO CONS	COM	191098102	778	5,761	SH		SOLE		5,761	0	0
COCA COLA BOTTLING CO CONS	COM	191098102	1,081	8,000	SH		OTR	1	0	8,000	0
COCA COLA CO	COM	191216100	8,011	182,639	SH		SOLE		182,639	0	0
COCA COLA CO	COM	191216100	33,211	757,208	SH		OTR	1	0	757,208	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	12,172	154,101	SH		OTR	1	0	154,101	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	4,516	57,178	SH		SOLE		57,178	0	0
COLGATE PALMOLIVE CO	COM	194162103	9,319	143,794	SH		OTR	1	0	143,794	0
COLGATE PALMOLIVE CO	COM	194162103	1,334	20,580	SH		SOLE		20,580	0	0
COLONY CAP INC	NOTE 3.875% 1/1	19624RAB2	941	985,000	PRN		SOLE		985,000	0	0
COLONY STARWOOD HOMES	NOTE 3.500% 1/1	19625XAB8	1,974	1,765,000	PRN		SOLE		1,765,000	0	0
COMCAST CORP NEW	CL A	20030N101	39,992	1,218,904	SH		OTR	1	0	1,218,904	0
COMCAST CORP NEW	CL A	20030N101	11,015	335,727	SH		SOLE		335,727	0	0
COMERICA INC	COM	200340107	369	4,056	SH		SOLE		4,056	0	0
COMERICA INC	COM	200340107	2,161	23,770	SH		OTR	1	0	23,770	0
COMMERCE BANCSHARES INC	COM	200525103	4,579	70,756	SH		OTR	1	0	70,756	0
COMMERCE BANCSHARES INC	COM	200525103	135	2,088	SH		SOLE		2,088	0	0
COMSTOCK RES INC	NOTE 7.750% 4/0	205768AM6	21,626	21,944,330	PRN		OTR	1	0	21,944,330	0
COMSTOCK RES INC	NOTE 7.750% 4/0	205768AM6	12,111	12,289,646	PRN		SOLE		12,289,646	0	0
COMSTOCK RES INC	NOTE 9.500% 6/1	205768AN4	9,654	9,731,008	PRN		SOLE		9,731,008	0	0
COMSTOCK RES INC	NOTE 9.500% 6/1	205768AN4	44,407	44,762,769	PRN		OTR	1	0	44,762,769	0
CONAGRA BRANDS INC	COM	205887102	332	9,285	SH		SOLE		9,285	0	0
CONAGRA BRANDS INC	COM	205887102	4,034	112,890	SH		OTR	1	0	112,890	0
CONCHO RES INC	COM	20605P101	2,851	20,609	SH		OTR	1	0	20,609	0
CONCHO RES INC	COM	20605P101	487	3,517	SH		SOLE		3,517	0	0
CONDUENT INC	COM	206787103	15,412	848,216	SH		OTR	1	0	848,216	0
CONDUENT INC	COM	206787103	940	51,718	SH		SOLE		51,718	0	0
CONOCOPHILLIPS	COM	20825C104	31,303	449,623	SH		OTR	1	0	449,623	0
CONOCOPHILLIPS	COM	20825C104	12,746	183,082	SH		SOLE		183,082	0	0
CONSOL ENERGY INC NEW	COM	20854L108	2,849	74,287	SH		OTR	1	0	74,287	0
CONSOL ENERGY INC NEW	COM	20854L108	234	6,105	SH		SOLE		6,105	0	0
CONSOLIDATED EDISON INC	COM	209115104	1,507	19,330	SH		SOLE		19,330	0	0
CONSOLIDATED EDISON INC	COM	209115104	17,788	228,115	SH		OTR	1	0	228,115	0
CONSTELLATION BRANDS INC	CL A	21036P108	9,418	43,028	SH		OTR	1	0	43,028	0
CONSTELLATION BRANDS INC	CL A	21036P108	1,118	5,109	SH		SOLE		5,109	0	0
CONTINENTAL RESOURCES INC	COM	212015101	15,383	237,545	SH		OTR	1	0	237,545	0
CONTINENTAL RESOURCES INC	COM	212015101	653	10,077	SH		SOLE		10,077	0	0
CONVERGYS CORP	COM	212485106	1,408	57,600	SH		SOLE		57,600	0	0
CONVERGYS CORP	COM	212485106	1,928	78,900	SH		OTR	1	0	78,900	0
COOPER COS INC	COM NEW	216648402	272	1,156	SH		SOLE		1,156	0	0
COOPER COS INC	COM NEW	216648402	1,596	6,778	SH		OTR	1	0	6,778	0
COPART INC	COM	217204106	2,572	45,472	SH		OTR	1	0	45,472	0
COPART INC	COM	217204106	318	5,622	SH		SOLE		5,622	0	0
CORELOGIC INC	COM	21871D103	11,616	223,819	SH		OTR	1	0	223,819	0
CORELOGIC INC	COM	21871D103	2,505	48,259	SH		SOLE		48,259	0	0
CORENERGY INFRASTRUCTURE TR	COM NEW	21870U502	184	4,900	SH		OTR	1	0	4,900	0
CORENERGY INFRASTRUCTURE TR	COM NEW	21870U502	132	3,500	SH		SOLE		3,500	0	0
CORNING INC	COM	219350105	3,158	114,796	SH		OTR	1	0	114,796	0
CORNING INC	COM	219350105	539	19,589	SH		SOLE		19,589	0	0
COSTCO WHSL CORP NEW	COM	22160K105	13,093	62,650	SH		SOLE		62,650	0	0
COSTCO WHSL CORP NEW	COM	22160K105	35,510	169,920	SH		OTR	1	0	169,920	0
COTY INC	COM CL A	222070203	922	65,371	SH		OTR	1	0	65,371	0
COTY INC	COM CL A	222070203	157	11,156	SH		SOLE		11,156	0	0
CRA INTL INC	COM	12618T105	702	13,800	SH		OTR	1	0	13,800	0
CRA INTL INC	COM	12618T105	489	9,615	SH		SOLE		9,615	0	0
CRAFT BREW ALLIANCE INC	COM	224122101	368	17,800	SH		SOLE		17,800	0	0
CRAFT BREW ALLIANCE INC	COM	224122101	508	24,600	SH		OTR	1	0	24,600	0
CRANE CO	COM	224399105	2,569	32,061	SH		SOLE		32,061	0	0
CRANE CO	COM	224399105	5,539	69,123	SH		OTR	1	0	69,123	0
CRAWFORD & CO	CL B	224633107	109	12,600	SH		OTR	1	0	12,600	0
CRAWFORD & CO	CL B	224633107	79	9,100	SH		SOLE		9,100	0	0
CREDIT ACCEP CORP MICH	COM	225310101	3,409	9,646	SH		OTR	1	0	9,646	0
CREDIT ACCEP CORP MICH	COM	225310101	245	693	SH		SOLE		693	0	0
CROCS INC	COM	227046109	2,909	165,200	SH		OTR	1	0	165,200	0
CROCS INC	COM	227046109	1,574	89,400	SH		SOLE		89,400	0	0
CROSS CTRY HEALTHCARE INC	COM	227483104	296	26,300	SH		OTR	1	0	26,300	0
CROSS CTRY HEALTHCARE INC	COM	227483104	155	13,800	SH		SOLE		13,800	0	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	15,941	14,838	SH		OTR	1	0	14,838	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	275	256	SH		SOLE		256	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	1,055	9,786	SH		SOLE		9,786	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	7,752	71,895	SH		OTR	1	0	71,895	0
CSX CORP	COM	126408103	9,135	143,230	SH		OTR	1	0	143,230	0
CSX CORP	COM	126408103	1,114	17,463	SH		SOLE		17,463	0	0
CUBESMART	COM	229663109	4	133	SH		SOLE		133	0	0
CUBESMART	COM	229663109	1,965	61,001	SH		OTR	1	0	61,001	0
CUMMINS INC	COM	231021106	8,057	60,579	SH		SOLE		60,579	0	0
CUMMINS INC	COM	231021106	28,253	212,430	SH		OTR	1	0	212,430	0
CURO GROUP HLDGS CORP	COM	23131L107	561	22,500	SH		OTR	1	0	22,500	0
CURO GROUP HLDGS CORP	COM	23131L107	399	16,000	SH		SOLE		16,000	0	0
CUSTOMERS BANCORP INC	COM	23204G100	2,219	78,200	SH		OTR	1	0	78,200	0
CUSTOMERS BANCORP INC	COM	23204G100	1,289	45,414	SH		SOLE		45,414	0	0
CUTERA INC	COM	232109108	1,382	34,300	SH		OTR	1	0	34,300	0
CUTERA INC	COM	232109108	919	22,800	SH		SOLE		22,800	0	0
CVS HEALTH CORP	COM	126650100	10,654	165,556	SH		OTR	1	0	165,556	0
CVS HEALTH CORP	COM	126650100	1,543	23,985	SH		SOLE		23,985	0	0
CYPRESS SEMICONDUCTOR CORP	COM	232806109	1,391	89,270	SH		OTR	1	0	89,270	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	40	30,000	PRN		OTR	4	30,000	0	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	4,204	3,169,000	PRN		SOLE		2,841,000	0	328,000
D R HORTON INC	COM	23331A109	2,148	52,383	SH		OTR	1	0	52,383	0
D R HORTON INC	COM	23331A109	343	8,375	SH		SOLE		8,375	0	0
DANAHER CORP DEL	COM	235851102	1,431	14,504	SH		SOLE		14,504	0	0
DANAHER CORP DEL	COM	235851102	10,037	101,713	SH		OTR	1	0	101,713	0
DANAHER CORP DEL	DBCV 1/2	235851AF9	32,062	8,483,000	PRN		SOLE		7,951,000	0	532,000
DANAHER CORP DEL	DBCV 1/2	235851AF9	196	52,000	PRN		OTR	4	52,000	0	0
DANAHER CORP DEL	DBCV 1/2	235851AF9	56,866	15,042,000	PRN		OTR	1	0	15,042,000	0
DARDEN RESTAURANTS INC	COM	237194105	29,039	271,236	SH		OTR	1	0	271,236	0
DARDEN RESTAURANTS INC	COM	237194105	12,259	114,507	SH		SOLE		114,507	0	0
DAVITA INC	COM	23918K108	3,124	44,995	SH		OTR	1	0	44,995	0
DAVITA INC	COM	23918K108	488	7,033	SH		SOLE		7,033	0	0
DEAN FOODS CO NEW	COM NEW	242370203	554	52,700	SH		SOLE		52,700	0	0
DEAN FOODS CO NEW	COM NEW	242370203	880	83,700	SH		OTR	1	0	83,700	0
DECKERS OUTDOOR CORP	COM	243537107	2,574	22,800	SH		OTR	1	0	22,800	0
DECKERS OUTDOOR CORP	COM	243537107	1,863	16,500	SH		SOLE		16,500	0	0
DEERE & CO	COM	244199105	6,268	44,833	SH		OTR	1	0	44,833	0
DEERE & CO	COM	244199105	1,070	7,651	SH		SOLE		7,651	0	0
DEL FRISCOS RESTAURANT GROUP	COM	245077102	519	41,200	SH		OTR	1	0	41,200	0
DEL FRISCOS RESTAURANT GROUP	COM	245077102	369	29,300	SH		SOLE		29,300	0	0
DELAWARE INV MN MUN INC FD I	COM	24610V103	6,987	564,399	SH		SOLE		564,399	0	0
DELAWARE INVT NAT MUNI INC F	SH BEN INT	24610T108	3,190	256,199	SH		SOLE		256,199	0	0
DELEK US HLDGS INC NEW	COM	24665A103	3,090	61,600	SH		OTR	1	0	61,600	0
DELEK US HLDGS INC NEW	COM	24665A103	1,950	38,866	SH		SOLE		38,866	0	0
DELL TECHNOLOGIES INC	COM CL V	24703L103	25,888	306,072	SH		OTR	1	0	306,072	0
DELL TECHNOLOGIES INC	COM CL V	24703L103	4,029	47,631	SH		SOLE		47,631	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	24,977	504,183	SH		OTR	1	0	504,183	0
DELTA AIR LINES INC DEL	COM NEW	247361702	1,261	25,459	SH		SOLE		25,459	0	0
DENBURY RES INC	COM NEW	247916208	461	95,800	SH		OTR	1	0	95,800	0
DENTSPLY SIRONA INC	COM	24906P109	2,254	51,504	SH		OTR	1	0	51,504	0
DENTSPLY SIRONA INC	COM	24906P109	429	9,794	SH		SOLE		9,794	0	0
DEPOMED INC	COM	249908104	376	56,400	SH		OTR	1	0	56,400	0
DEPOMED INC	COM	249908104	35	5,300	SH		SOLE		5,300	0	0
DEVON ENERGY CORP NEW	COM	25179M103	1,311	29,817	SH		SOLE		29,817	0	0
DEVON ENERGY CORP NEW	COM	25179M103	16,551	376,491	SH		OTR	1	0	376,491	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	974	79,300	SH		OTR	1	0	79,300	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	683	55,646	SH		SOLE		55,646	0	0
DICKS SPORTING GOODS INC	COM	253393102	12,341	350,102	SH		OTR	1	0	350,102	0
DICKS SPORTING GOODS INC	COM	253393102	922	26,150	SH		SOLE		26,150	0	0
DIGITAL RLTY TR INC	COM	253868103	542	4,859	SH		SOLE		4,859	0	0
DIGITAL RLTY TR INC	COM	253868103	3,177	28,474	SH		OTR	1	0	28,474	0
DIME CMNTY BANCSHARES	COM	253922108	1,011	51,835	SH		SOLE		51,835	0	0
DIME CMNTY BANCSHARES	COM	253922108	1,396	71,600	SH		OTR	1	0	71,600	0
DIODES INC	COM	254543101	986	28,600	SH		OTR	1	0	28,600	0
DIODES INC	COM	254543101	700	20,300	SH		SOLE		20,300	0	0
DIPLOMAT PHARMACY INC	COM	25456K101	1,194	46,700	SH		OTR	1	0	46,700	0
DIPLOMAT PHARMACY INC	COM	25456K101	863	33,750	SH		SOLE		33,750	0	0
DISCOVER FINL SVCS	COM	254709108	8,825	125,340	SH		OTR	1	0	125,340	0
DISCOVER FINL SVCS	COM	254709108	777	11,040	SH		SOLE		11,040	0	0
DISCOVERY INC	COM SER A	25470F104	5,305	192,905	SH		OTR	1	0	192,905	0
DISCOVERY INC	COM SER A	25470F104	475	17,281	SH		SOLE		17,281	0	0
DISCOVERY INC	COM SER C	25470F302	598	23,441	SH		SOLE		23,441	0	0
DISCOVERY INC	COM SER C	25470F302	6,056	237,497	SH		OTR	1	0	237,497	0
DISH NETWORK CORP	CL A	25470M109	2,707	80,551	SH		OTR	1	0	80,551	0
DISH NETWORK CORP	CL A	25470M109	273	8,127	SH		SOLE		8,127	0	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	65,196	67,137,000	PRN		OTR	1	0	67,137,000	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	103	106,000	PRN		OTR	4	106,000	0	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	27,843	28,688,000	PRN		SOLE		27,564,000	0	1,124,000
DISNEY WALT CO	COM DISNEY	254687106	28,805	274,829	SH		OTR	1	0	274,829	0
DISNEY WALT CO	COM DISNEY	254687106	6,563	62,620	SH		SOLE		62,620	0	0
DOLLAR GEN CORP NEW	COM	256677105	3,465	35,141	SH		OTR	1	0	35,141	0
DOLLAR GEN CORP NEW	COM	256677105	591	5,997	SH		SOLE		5,997	0	0
DOLLAR TREE INC	COM	256746108	2,794	32,873	SH		OTR	1	0	32,873	0
DOLLAR TREE INC	COM	256746108	477	5,609	SH		SOLE		5,609	0	0
DOMINION ENERGY INC	COM	25746U109	7,668	112,466	SH		OTR	1	0	112,466	0
DOMINION ENERGY INC	COM	25746U109	1,050	15,396	SH		SOLE		15,396	0	0
DOMTAR CORP	COM NEW	257559203	993	20,810	SH		SOLE		20,810	0	0
DOMTAR CORP	COM NEW	257559203	16,147	338,235	SH		OTR	1	0	338,235	0
DONNELLEY R R & SONS CO	COM	257867200	350	60,800	SH		OTR	1	0	60,800	0
DONNELLEY R R & SONS CO	COM	257867200	137	23,700	SH		SOLE		23,700	0	0
DOVER CORP	COM	260003108	2,921	39,906	SH		OTR	1	0	39,906	0
DOVER CORP	COM	260003108	267	3,649	SH		SOLE		3,649	0	0
DOWDUPONT INC	COM	26078J100	24,329	369,073	SH		OTR	1	0	369,073	0
DOWDUPONT INC	COM	26078J100	6,452	97,883	SH		SOLE		97,883	0	0
DR PEPPER SNAPPLE GROUP INC	COM	26138E109	10,075	82,581	SH		OTR	1	0	82,581	0
DR PEPPER SNAPPLE GROUP INC	COM	26138E109	1,857	15,222	SH		SOLE		15,222	0	0
DTE ENERGY CO	COM	233331107	12,627	121,844	SH		OTR	1	0	121,844	0
DTE ENERGY CO	COM	233331107	1,017	9,814	SH		SOLE		9,814	0	0
DUCOMMUN INC DEL	COM	264147109	602	18,200	SH		OTR	1	0	18,200	0
DUCOMMUN INC DEL	COM	264147109	444	13,405	SH		SOLE		13,405	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	9,225	116,651	SH		OTR	1	0	116,651	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	1,308	16,538	SH		SOLE		16,538	0	0
DUKE REALTY CORP	COM NEW	264411505	1,433	49,360	SH		OTR	1	0	49,360	0
DUKE REALTY CORP	COM NEW	264411505	245	8,424	SH		SOLE		8,424	0	0
DURECT CORP	COM	266605104	227	145,500	SH		OTR	1	0	145,500	0
DURECT CORP	COM	266605104	162	103,600	SH		SOLE		103,600	0	0
DXC TECHNOLOGY CO	COM	23355L106	4,587	56,901	SH		SOLE		56,901	0	0
DXC TECHNOLOGY CO	COM	23355L106	18,634	231,158	SH		OTR	1	0	231,158	0
DYCOM INDS INC	NOTE 0.750% 9/1	267475AB7	939	807,000	PRN		SOLE		807,000	0	0
E TRADE FINANCIAL CORP	COM NEW	269246401	2,408	39,379	SH		OTR	1	0	39,379	0
E TRADE FINANCIAL CORP	COM NEW	269246401	381	6,227	SH		SOLE		6,227	0	0
EAGLE BANCORP INC MD	COM	268948106	2,391	39,000	SH		OTR	1	0	39,000	0
EAGLE BANCORP INC MD	COM	268948106	1,723	28,100	SH		SOLE		28,100	0	0
EASTGROUP PPTY INC	COM	277276101	239	2,500	SH		OTR	1	0	2,500	0
EASTGROUP PPTY INC	COM	277276101	162	1,700	SH		SOLE		1,700	0	0
EASTMAN CHEM CO	COM	277432100	3,874	38,758	SH		OTR	1	0	38,758	0
EASTMAN CHEM CO	COM	277432100	337	3,368	SH		SOLE		3,368	0	0
EATON VANCE MUN INCOME 2028	SHS	27829U105	1,638	82,787	SH		SOLE		82,787	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	5,446	481,489	SH		SOLE		481,489	0	0
EBAY INC	COM	278642103	23,467	647,181	SH		OTR	1	0	647,181	0
EBAY INC	COM	278642103	11,257	310,460	SH		SOLE		310,460	0	0
EBIX INC	COM NEW	278715206	450	5,900	SH		SOLE		5,900	0	0
EBIX INC	COM NEW	278715206	633	8,300	SH		OTR	1	0	8,300	0
ECHO GLOBAL LOGISTICS INC	NOTE 2.500% 5/0	27875TAA9	19,991	19,241,000	PRN		OTR	1	0	19,241,000	0
ECHO GLOBAL LOGISTICS INC	NOTE 2.500% 5/0	27875TAA9	540	520,000	PRN		SOLE		520,000	0	0
ECHOSTAR CORP	CL A	278768106	384	8,643	SH		OTR	1	0	8,643	0
ECHOSTAR CORP	CL A	278768106	23	526	SH		SOLE		526	0	0
ECOLAB INC	COM	278865100	6,459	46,028	SH		OTR	1	0	46,028	0
ECOLAB INC	COM	278865100	860	6,126	SH		SOLE		6,126	0	0
EDISON INTL	COM	281020107	2,919	46,131	SH		OTR	1	0	46,131	0
EDISON INTL	COM	281020107	486	7,686	SH		SOLE		7,686	0	0
EDITAS MEDICINE INC	COM	28106W103	348	9,700	SH		OTR	1	0	9,700	0
EDITAS MEDICINE INC	COM	28106W103	247	6,900	SH		SOLE		6,900	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	4,242	29,141	SH		OTR	1	0	29,141	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	724	4,973	SH		SOLE		4,973	0	0
ELECTRO SCIENTIFIC INDS	COM	285229100	749	47,500	SH		OTR	1	0	47,500	0
ELECTRO SCIENTIFIC INDS	COM	285229100	539	34,200	SH		SOLE		34,200	0	0
ELECTRONIC ARTS INC	COM	285512109	5,982	42,420	SH		OTR	1	0	42,420	0
ELECTRONIC ARTS INC	COM	285512109	1,021	7,240	SH		SOLE		7,240	0	0
ELECTRONICS FOR IMAGING INC	COM	286082102	716	22,000	SH		SOLE		22,000	0	0
ELECTRONICS FOR IMAGING INC	COM	286082102	1,016	31,200	SH		OTR	1	0	31,200	0
ELECTRONICS FOR IMAGING INC	NOTE 0.750% 9/0	286082AC6	556	562,000	PRN		SOLE		562,000	0	0
ELEVATE CREDIT INC	COM	28621V101	186	22,000	SH		SOLE		22,000	0	0
ELEVATE CREDIT INC	COM	28621V101	259	30,600	SH		OTR	1	0	30,600	0
ELLIE MAE INC	COM	28849P100	187	1,800	SH		OTR	1	0	1,800	0
ELLIE MAE INC	COM	28849P100	166	1,600	SH		SOLE		1,600	0	0
ELLIS PERRY INTL INC	COM	288853104	674	24,800	SH		OTR	1	0	24,800	0
ELLIS PERRY INTL INC	COM	288853104	497	18,300	SH		SOLE		18,300	0	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	348	6,888	SH		SOLE		6,888	0	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	439	8,692	SH		OTR	1	0	8,692	0
EMERSON ELEC CO	COM	291011104	1,028	14,866	SH		SOLE		14,866	0	0
EMERSON ELEC CO	COM	291011104	7,646	110,588	SH		OTR	1	0	110,588	0
ENCOMPASS HEALTH CORP	COM	29261A100	8,122	119,936	SH		OTR	1	0	119,936	0
ENCOMPASS HEALTH CORP	COM	29261A100	4,698	69,372	SH		SOLE		69,372	0	0
ENCORE CAP GROUP INC	NOTE 3.000% 7/0	292554AF9	595	590,000	PRN		SOLE		590,000	0	0
ENERGEN CORP	COM	29265N108	1,307	17,947	SH		OTR	1	0	17,947	0
ENERGIZER HLDGS INC NEW	COM	29272W109	1,632	25,919	SH		OTR	1	0	25,919	0
ENERSYS	COM	29275Y102	1,806	24,200	SH		SOLE		24,200	0	0
ENERSYS	COM	29275Y102	3,202	42,900	SH		OTR	1	0	42,900	0
ENGILITY HLDGS INC NEW	COM	29286C107	640	20,900	SH		OTR	1	0	20,900	0
ENGILITY HLDGS INC NEW	COM	29286C107	328	10,700	SH		SOLE		10,700	0	0
ENOVA INTL INC	COM	29357K103	3,154	86,300	SH		OTR	1	0	86,300	0
ENOVA INTL INC	COM	29357K103	1,704	46,627	SH		SOLE		46,627	0	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	25,126	26,984,000	PRN		OTR	1	0	26,984,000	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	94	101,000	PRN		OTR	4	101,000	0	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	9,267	9,969,000	PRN		SOLE		8,912,000	0	1,057,000
ENTERGY CORP NEW	COM	29364G103	378	4,678	SH		SOLE		4,678	0	0
ENTERGY CORP NEW	COM	29364G103	4,781	59,181	SH		OTR	1	0	59,181	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	870	173,900	SH		SOLE		173,900	0	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	1,771	354,100	SH		OTR	1	0	354,100	0
ENVISION HEALTHCARE CORP	COM	29414D100	4,441	100,908	SH		OTR	1	0	100,908	0
ENVISION HEALTHCARE CORP	COM	29414D100	1,712	38,898	SH		SOLE		38,898	0	0
EOG RES INC	COM	26875P101	11,765	94,551	SH		OTR	1	0	94,551	0
EOG RES INC	COM	26875P101	1,699	13,656	SH		SOLE		13,656	0	0
EPLUS INC	COM	294268107	1,487	15,800	SH		SOLE		15,800	0	0
EPLUS INC	COM	294268107	2,033	21,600	SH		OTR	1	0	21,600	0
EQT CORP	COM	26884L109	1,924	34,870	SH		OTR	1	0	34,870	0
EQT CORP	COM	26884L109	328	5,950	SH		SOLE		5,950	0	0
EQUIFAX INC	COM	294429105	2,080	16,629	SH		OTR	1	0	16,629	0
EQUIFAX INC	COM	294429105	355	2,837	SH		SOLE		2,837	0	0
EQUINIX INC	COM PAR $0.001	29444U700	12,890	29,984	SH		OTR	1	0	29,984	0
EQUINIX INC	COM PAR $0.001	29444U700	1,279	2,975	SH		SOLE		2,975	0	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	1,383	15,045	SH		OTR	1	0	15,045	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	185	2,013	SH		SOLE		2,013	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	4,087	64,173	SH		OTR	1	0	64,173	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	560	8,788	SH		SOLE		8,788	0	0
ESSENDANT INC	COM	296689102	2,097	158,600	SH		OTR	1	0	158,600	0
ESSENDANT INC	COM	296689102	1,247	94,300	SH		SOLE		94,300	0	0
ESSEX PPTY TR INC	COM	297178105	2,183	9,131	SH		OTR	1	0	9,131	0
ESSEX PPTY TR INC	COM	297178105	373	1,559	SH		SOLE		1,559	0	0
EURONET WORLDWIDE INC	COM	298736109	9,363	111,769	SH		OTR	1	0	111,769	0
EURONET WORLDWIDE INC	COM	298736109	559	6,676	SH		SOLE		6,676	0	0
EURONET WORLDWIDE INC	NOTE 1.500%10/0	298736AH2	774	630,000	PRN		SOLE		630,000	0	0
EVERCORE INC	CLASS A	29977A105	15,579	147,738	SH		OTR	1	0	147,738	0
EVERCORE INC	CLASS A	29977A105	7,319	69,412	SH		SOLE		69,412	0	0
EVERGY INC	COM	30034W106	359	6,399	SH		SOLE		6,399	0	0
EVERGY INC	COM	30034W106	4,552	81,075	SH		OTR	1	0	81,075	0
EVERSOURCE ENERGY	COM	30040W108	2,568	43,811	SH		OTR	1	0	43,811	0
EVERSOURCE ENERGY	COM	30040W108	438	7,477	SH		SOLE		7,477	0	0
EVERTEC INC	COM	30040P103	1,237	56,600	SH		OTR	1	0	56,600	0
EVERTEC INC	COM	30040P103	878	40,171	SH		SOLE		40,171	0	0
EXACT SCIENCES CORP	COM	30063P105	895	14,975	SH		SOLE		14,975	0	0
EXACT SCIENCES CORP	COM	30063P105	1,207	20,186	SH		OTR	1	0	20,186	0
EXACT SCIENCES CORP	DBCV 1.000% 1/1	30063PAA3	2,698	2,559,000	PRN		SOLE		2,559,000	0	0
EXACT SCIENCES CORP	DBCV 1.000% 1/1	30063PAA3	7,263	6,889,000	PRN		OTR	1	0	6,889,000	0
EXELON CORP	COM	30161N101	11,720	275,113	SH		OTR	1	0	275,113	0
EXELON CORP	COM	30161N101	6,910	162,195	SH		SOLE		162,195	0	0
EXPEDIA GROUP INC	COM NEW	30212P303	23,714	197,305	SH		OTR	1	0	197,305	0
EXPEDIA GROUP INC	COM NEW	30212P303	10,380	86,366	SH		SOLE		86,366	0	0
EXPEDITORS INTL WASH INC	COM	302130109	5,706	78,059	SH		OTR	1	0	78,059	0
EXPEDITORS INTL WASH INC	COM	302130109	301	4,122	SH		SOLE		4,122	0	0
EXPRESS INC	COM	30219E103	1,180	129,000	SH		OTR	1	0	129,000	0
EXPRESS INC	COM	30219E103	776	84,800	SH		SOLE		84,800	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	9,625	124,663	SH		SOLE		124,663	0	0
EXPRESS SCRIPTS HLDG CO	COM	30219G108	19,225	248,996	SH		OTR	1	0	248,996	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	5,906	273,297	SH		OTR	1	0	273,297	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	317	14,677	SH		SOLE		14,677	0	0
EXTERRAN CORP	COM	30227H106	1,855	74,100	SH		OTR	1	0	74,100	0
EXTERRAN CORP	COM	30227H106	1,334	53,262	SH		SOLE		53,262	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	297	2,975	SH		SOLE		2,975	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	2,121	21,252	SH		OTR	1	0	21,252	0
EXXON MOBIL CORP	COM	30231G102	35,373	427,573	SH		SOLE		427,573	0	0
EXXON MOBIL CORP	COM	30231G102	68,915	833,015	SH		OTR	1	0	833,015	0
EZCORP INC	CL A NON VTG	302301106	2,228	184,900	SH		OTR	1	0	184,900	0
EZCORP INC	CL A NON VTG	302301106	1,505	124,900	SH		SOLE		124,900	0	0
F M C CORP	COM NEW	302491303	2,319	25,997	SH		OTR	1	0	25,997	0
F M C CORP	COM NEW	302491303	283	3,172	SH		SOLE		3,172	0	0
F5 NETWORKS INC	COM	315616102	8,277	47,997	SH		OTR	1	0	47,997	0
F5 NETWORKS INC	COM	315616102	1,039	6,026	SH		SOLE		6,026	0	0
FACEBOOK INC	CL A	30303M102	156,516	805,456	SH		OTR	1	0	805,456	0
FACEBOOK INC	CL A	30303M102	47,952	246,769	SH		SOLE		246,769	0	0
FAIR ISAAC CORP	COM	303250104	240	1,243	SH		SOLE		1,243	0	0
FAIR ISAAC CORP	COM	303250104	333	1,723	SH		OTR	1	0	1,723	0
FARMERS NATL BANC CORP	COM	309627107	349	21,900	SH		OTR	1	0	21,900	0
FARMERS NATL BANC CORP	COM	309627107	252	15,830	SH		SOLE		15,830	0	0
FASTENAL CO	COM	311900104	1,914	39,768	SH		OTR	1	0	39,768	0
FASTENAL CO	COM	311900104	327	6,787	SH		SOLE		6,787	0	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	219	1,728	SH		SOLE		1,728	0	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	1,281	10,124	SH		OTR	1	0	10,124	0
FEDERATED INVS INC PA	CL B	314211103	147	6,300	SH		SOLE		6,300	0	0
FEDERATED INVS INC PA	CL B	314211103	3,809	163,323	SH		OTR	1	0	163,323	0
FEDEX CORP	COM	31428X106	13,030	57,387	SH		OTR	1	0	57,387	0
FEDEX CORP	COM	31428X106	1,317	5,801	SH		SOLE		5,801	0	0
FIBROGEN INC	COM	31572Q808	834	13,319	SH		OTR	1	0	13,319	0
FIBROGEN INC	COM	31572Q808	593	9,471	SH		SOLE		9,471	0	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	686	18,234	SH		SOLE		18,234	0	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	6,428	170,860	SH		OTR	1	0	170,860	0
FIDELITY NATL INFORMATION SV	COM	31620M106	8,193	77,266	SH		OTR	1	0	77,266	0
FIDELITY NATL INFORMATION SV	COM	31620M106	1,038	9,786	SH		SOLE		9,786	0	0
FIFTH THIRD BANCORP	COM	316773100	25,959	904,488	SH		OTR	1	0	904,488	0
FIFTH THIRD BANCORP	COM	316773100	9,302	324,105	SH		SOLE		324,105	0	0
FINANCIAL INSTNS INC	COM	317585404	961	29,200	SH		OTR	1	0	29,200	0
FINANCIAL INSTNS INC	COM	317585404	694	21,095	SH		SOLE		21,095	0	0
FINISAR CORP	NOTE 0.500%12/1	31787AAM3	1,353	1,365,000	PRN		SOLE		1,365,000	0	0
FINISAR CORP	NOTE 0.500%12/1	31787AAP6	2,856	3,138,000	PRN		SOLE		3,138,000	0	0
FINISAR CORP	NOTE 0.500%12/1	31787AAP6	14,315	15,728,000	PRN		OTR	1	0	15,728,000	0
FIREEYE INC	NOTE 1.000% 6/0	31816QAB7	1,537	1,605,000	PRN		SOLE		1,605,000	0	0
FIRST AMERN FINL CORP	COM	31847R102	9,673	187,020	SH		OTR	1	0	187,020	0
FIRST AMERN FINL CORP	COM	31847R102	1,667	32,233	SH		SOLE		32,233	0	0
FIRST BANCORP P R	COM NEW	318672706	1,286	168,100	SH		OTR	1	0	168,100	0
FIRST BANCORP P R	COM NEW	318672706	927	121,237	SH		SOLE		121,237	0	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	200	7,700	SH		OTR	1	0	7,700	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	145	5,590	SH		SOLE		5,590	0	0
FIRST CTZNS BANCSHARES INC N	CL A	31946M103	1,422	3,525	SH		SOLE		3,525	0	0
FIRST CTZNS BANCSHARES INC N	CL A	31946M103	2,261	5,606	SH		OTR	1	0	5,606	0
FIRST DATA CORP NEW	COM CL A	32008D106	14,715	703,081	SH		OTR	1	0	703,081	0
FIRST DATA CORP NEW	COM CL A	32008D106	739	35,318	SH		SOLE		35,318	0	0
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	141	7,200	SH		OTR	1	0	7,200	0
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	101	5,172	SH		SOLE		5,172	0	0
FIRST FNDTN INC	COM	32026V104	1,014	54,700	SH		OTR	1	0	54,700	0
FIRST FNDTN INC	COM	32026V104	733	39,510	SH		SOLE		39,510	0	0
FIRST HAWAIIAN INC	COM	32051X108	9,158	315,561	SH		OTR	1	0	315,561	0
FIRST HAWAIIAN INC	COM	32051X108	592	20,405	SH		SOLE		20,405	0	0
FIRST INTERNET BANCORP	COM	320557101	522	15,300	SH		OTR	1	0	15,300	0
FIRST INTERNET BANCORP	COM	320557101	374	10,970	SH		SOLE		10,970	0	0
FIRST LONG IS CORP	COM	320734106	171	6,900	SH		OTR	1	0	6,900	0
FIRST LONG IS CORP	COM	320734106	124	5,000	SH		SOLE		5,000	0	0
FIRST MID ILL BANCSHARES INC	COM	320866106	139	3,525	SH		OTR	1	0	3,525	0
FIRST MID ILL BANCSHARES INC	COM	320866106	102	2,600	SH		SOLE		2,600	0	0
FIRST NORTHWEST BANCORP	COM	335834107	144	9,000	SH		OTR	1	0	9,000	0
FIRST NORTHWEST BANCORP	COM	335834107	103	6,425	SH		SOLE		6,425	0	0
FIRST SOLAR INC	COM	336433107	4,151	78,825	SH		SOLE		78,825	0	0
FIRST SOLAR INC	COM	336433107	12,510	237,558	SH		OTR	1	0	237,558	0
FIRSTCASH INC	COM	33767D105	1,168	13,000	SH		OTR	1	0	13,000	0
FIRSTCASH INC	COM	33767D105	840	9,350	SH		SOLE		9,350	0	0
FIRSTENERGY CORP	COM	337932107	3,225	89,808	SH		OTR	1	0	89,808	0
FIRSTENERGY CORP	COM	337932107	427	11,887	SH		SOLE		11,887	0	0
FISERV INC	COM	337738108	4,333	58,483	SH		OTR	1	0	58,483	0
FISERV INC	COM	337738108	685	9,239	SH		SOLE		9,239	0	0
FIVE PRIME THERAPEUTICS INC	COM	33830X104	198	12,500	SH		OTR	1	0	12,500	0
FIVE PRIME THERAPEUTICS INC	COM	33830X104	141	8,900	SH		SOLE		8,900	0	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	2,169	63,300	SH		OTR	1	0	63,300	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	1,543	45,044	SH		SOLE		45,044	0	0
FLEXION THERAPEUTICS INC	NOTE 3.375% 5/0	33938JAB2	551	450,000	PRN		SOLE		450,000	0	0
FLIR SYS INC	COM	302445101	986	18,970	SH		OTR	1	0	18,970	0
FLIR SYS INC	COM	302445101	168	3,237	SH		SOLE		3,237	0	0
FLOWERS FOODS INC	COM	343498101	1,794	86,105	SH		OTR	1	0	86,105	0
FLOWSERVE CORP	COM	34354P105	731	18,088	SH		OTR	1	0	18,088	0
FLOWSERVE CORP	COM	34354P105	125	3,087	SH		SOLE		3,087	0	0
FLUOR CORP NEW	COM	343412102	162	3,317	SH		SOLE		3,317	0	0
FLUOR CORP NEW	COM	343412102	948	19,436	SH		OTR	1	0	19,436	0
FLUSHING FINL CORP	COM	343873105	749	28,700	SH		OTR	1	0	28,700	0
FLUSHING FINL CORP	COM	343873105	559	21,407	SH		SOLE		21,407	0	0
FLWS/1-800 FLOWERS	CL A	68243Q106	1,628	129,700	SH		OTR	1	0	129,700	0
FLWS/1-800 FLOWERS	CL A	68243Q106	885	70,547	SH		SOLE		70,547	0	0
FONAR CORP	COM NEW	344437405	324	12,200	SH		OTR	1	0	12,200	0
FONAR CORP	COM NEW	344437405	234	8,800	SH		SOLE		8,800	0	0
FOOT LOCKER INC	COM	344849104	31,128	591,226	SH		OTR	1	0	591,226	0
FOOT LOCKER INC	COM	344849104	7,672	145,714	SH		SOLE		145,714	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	7,346	663,606	SH		OTR	1	0	663,606	0
FORD MTR CO DEL	COM PAR $0.01	345370860	1,022	92,345	SH		SOLE		92,345	0	0
FORTINET INC	COM	34959E109	17,244	276,207	SH		OTR	1	0	276,207	0
FORTINET INC	COM	34959E109	5,342	85,569	SH		SOLE		85,569	0	0
FORTIVE CORP	COM	34959J108	3,270	42,407	SH		OTR	1	0	42,407	0
FORTIVE CORP	COM	34959J108	558	7,236	SH		SOLE		7,236	0	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	1,083	20,174	SH		OTR	1	0	20,174	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	185	3,443	SH		SOLE		3,443	0	0
FOSSIL GROUP INC	COM	34988V106	2,074	77,200	SH		OTR	1	0	77,200	0
FOSSIL GROUP INC	COM	34988V106	962	35,800	SH		SOLE		35,800	0	0
FOSTER L B CO	COM	350060109	353	15,400	SH		SOLE		15,400	0	0
FOSTER L B CO	COM	350060109	484	21,100	SH		OTR	1	0	21,100	0
FOUNDATION MEDICINE INC	COM	350465100	506	3,700	SH		OTR	1	0	3,700	0
FOUNDATION MEDICINE INC	COM	350465100	383	2,800	SH		SOLE		2,800	0	0
FRANKLIN FINL NETWORK INC	COM	35352P104	1,741	46,300	SH		OTR	1	0	46,300	0
FRANKLIN FINL NETWORK INC	COM	35352P104	894	23,771	SH		SOLE		23,771	0	0
FRANKLIN RES INC	COM	354613101	241	7,520	SH		SOLE		7,520	0	0
FRANKLIN RES INC	COM	354613101	1,412	44,064	SH		OTR	1	0	44,064	0
FREEPORT-MCMORAN INC	CL B	35671D857	10,148	587,956	SH		SOLE		587,956	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	26,530	1,537,058	SH		OTR	1	0	1,537,058	0
FREIGHTCAR AMER INC	COM	357023100	616	36,700	SH		OTR	1	0	36,700	0
FREIGHTCAR AMER INC	COM	357023100	442	26,300	SH		SOLE		26,300	0	0
FTI CONSULTING INC	COM	302941109	484	8,000	SH		OTR	1	0	8,000	0
FTI CONSULTING INC	COM	302941109	333	5,500	SH		SOLE		5,500	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	11,343	173,758	SH		OTR	1	0	173,758	0
GALLAGHER ARTHUR J & CO	COM	363576109	968	14,833	SH		SOLE		14,833	0	0
GAMESTOP CORP NEW	CL A	36467W109	801	55,000	SH		OTR	1	0	55,000	0
GAMING & LEISURE PPTYS INC	COM	36467J108	8,171	228,244	SH		OTR	1	0	228,244	0
GAMING & LEISURE PPTYS INC	COM	36467J108	537	14,992	SH		SOLE		14,992	0	0
GANNETT CO INC	COM	36473H104	3,106	290,300	SH		OTR	1	0	290,300	0
GANNETT CO INC	COM	36473H104	1,709	159,700	SH		SOLE		159,700	0	0
GAP INC DEL	COM	364760108	18,061	557,605	SH		OTR	1	0	557,605	0
GAP INC DEL	COM	364760108	6,714	207,292	SH		SOLE		207,292	0	0
GARTNER INC	COM	366651107	1,676	12,614	SH		OTR	1	0	12,614	0
GARTNER INC	COM	366651107	286	2,152	SH		SOLE		2,152	0	0
GENERAC HLDGS INC	COM	368736104	973	18,800	SH		OTR	1	0	18,800	0
GENERAC HLDGS INC	COM	368736104	683	13,200	SH		SOLE		13,200	0	0
GENERAL DYNAMICS CORP	COM	369550108	9,715	52,117	SH		OTR	1	0	52,117	0
GENERAL DYNAMICS CORP	COM	369550108	2,554	13,702	SH		SOLE		13,702	0	0
GENERAL ELECTRIC CO	COM	369604103	18,351	1,348,323	SH		OTR	1	0	1,348,323	0
GENERAL ELECTRIC CO	COM	369604103	3,721	273,413	SH		SOLE		273,413	0	0
GENERAL MLS INC	COM	370334104	5,304	119,833	SH		OTR	1	0	119,833	0
GENERAL MLS INC	COM	370334104	619	13,988	SH		SOLE		13,988	0	0
GENERAL MTRS CO	COM	37045V100	4,610	117,010	SH		SOLE		117,010	0	0
GENERAL MTRS CO	COM	37045V100	16,352	415,013	SH		OTR	1	0	415,013	0
GENESCO INC	COM	371532102	2,215	55,800	SH		OTR	1	0	55,800	0
GENESCO INC	COM	371532102	1,568	39,500	SH		SOLE		39,500	0	0
GENESEE & WYO INC	CL A	371559105	5,540	68,128	SH		OTR	1	0	68,128	0
GENESEE & WYO INC	CL A	371559105	1,084	13,328	SH		SOLE		13,328	0	0
GENUINE PARTS CO	COM	372460105	1,862	20,287	SH		OTR	1	0	20,287	0
GENUINE PARTS CO	COM	372460105	318	3,462	SH		SOLE		3,462	0	0
GENWORTH FINL INC	COM CL A	37247D106	3,388	752,900	SH		OTR	1	0	752,900	0
GENWORTH FINL INC	COM CL A	37247D106	1,761	391,300	SH		SOLE		391,300	0	0
GEO GROUP INC NEW	COM	36162J106	1,680	61,000	SH		OTR	1	0	61,000	0
GEO GROUP INC NEW	COM	36162J106	1,201	43,600	SH		SOLE		43,600	0	0
GGP INC	COM	36174X101	1,787	87,450	SH		OTR	1	0	87,450	0
GGP INC	COM	36174X101	305	14,922	SH		SOLE		14,922	0	0
GILEAD SCIENCES INC	COM	375558103	35,441	500,290	SH		OTR	1	0	500,290	0
GILEAD SCIENCES INC	COM	375558103	16,931	239,002	SH		SOLE		239,002	0	0
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	425	9,400	SH		OTR	1	0	9,400	0
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	285	6,300	SH		SOLE		6,300	0	0
GLOBAL BRASS & COPPR HLDGS I	COM	37953G103	864	27,574	SH		SOLE		27,574	0	0
GLOBAL BRASS & COPPR HLDGS I	COM	37953G103	1,220	38,900	SH		OTR	1	0	38,900	0
GLOBAL PMTS INC	COM	37940X102	2,459	22,058	SH		OTR	1	0	22,058	0
GLOBAL PMTS INC	COM	37940X102	420	3,764	SH		SOLE		3,764	0	0
GLU MOBILE INC	COM	379890106	1,042	162,600	SH		OTR	1	0	162,600	0
GLU MOBILE INC	COM	379890106	360	56,200	SH		SOLE		56,200	0	0
GODADDY INC	CL A	380237107	12,826	181,672	SH		OTR	1	0	181,672	0
GODADDY INC	CL A	380237107	697	9,866	SH		SOLE		9,866	0	0
GOGO INC	NOTE 3.750% 3/0	38046CAB5	509	580,000	PRN		SOLE		580,000	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	1,828	8,287	SH		SOLE		8,287	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	12,111	54,910	SH		OTR	1	0	54,910	0
GOODYEAR TIRE & RUBR CO	COM	382550101	132	5,659	SH		SOLE		5,659	0	0
GOODYEAR TIRE & RUBR CO	COM	382550101	772	33,156	SH		OTR	1	0	33,156	0
GRAFTECH INTL LTD	COM	384313508	1,099	61,070	SH		OTR	1	0	61,070	0
GRAFTECH INTL LTD	COM	384313508	243	13,482	SH		SOLE		13,482	0	0
GRAINGER W W INC	COM	384802104	24,638	79,889	SH		OTR	1	0	79,889	0
GRAINGER W W INC	COM	384802104	7,750	25,129	SH		SOLE		25,129	0	0
GRAND CANYON ED INC	COM	38526M106	257	2,303	SH		OTR	1	0	2,303	0
GREEN DOT CORP	CL A	39304D102	2,591	35,300	SH		OTR	1	0	35,300	0
GREEN DOT CORP	CL A	39304D102	1,868	25,449	SH		SOLE		25,449	0	0
GREENBRIER COS INC	COM	393657101	102	1,934	SH		SOLE		1,934	0	0
GREENBRIER COS INC	COM	393657101	138	2,607	SH		OTR	1	0	2,607	0
GROUPON INC	COM	399473107	2,961	688,500	SH		OTR	1	0	688,500	0
GROUPON INC	COM	399473107	1,653	384,400	SH		SOLE		384,400	0	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	571	560,000	PRN		SOLE		560,000	0	0
H & E EQUIPMENT SERVICES INC	COM	404030108	1,598	42,500	SH		OTR	1	0	42,500	0
H & E EQUIPMENT SERVICES INC	COM	404030108	1,091	29,000	SH		SOLE		29,000	0	0
HABIT RESTAURANTS INC	COM CL A	40449J103	317	31,700	SH		OTR	1	0	31,700	0
HABIT RESTAURANTS INC	COM CL A	40449J103	219	21,900	SH		SOLE		21,900	0	0
HAEMONETICS CORP	COM	405024100	4,305	48,000	SH		OTR	1	0	48,000	0
HAEMONETICS CORP	COM	405024100	3,049	33,998	SH		SOLE		33,998	0	0
HALLADOR ENERGY COMPANY	COM	40609P105	71	9,900	SH		OTR	1	0	9,900	0
HALLADOR ENERGY COMPANY	COM	40609P105	52	7,300	SH		SOLE		7,300	0	0
HALLIBURTON CO	COM	406216101	18,267	405,397	SH		OTR	1	0	405,397	0
HALLIBURTON CO	COM	406216101	2,753	61,097	SH		SOLE		61,097	0	0
HALOZYME THERAPEUTICS INC	COM	40637H109	310	18,363	SH		SOLE		18,363	0	0
HALOZYME THERAPEUTICS INC	COM	40637H109	427	25,300	SH		OTR	1	0	25,300	0
HANESBRANDS INC	COM	410345102	1,097	49,822	SH		OTR	1	0	49,822	0
HANESBRANDS INC	COM	410345102	187	8,502	SH		SOLE		8,502	0	0
HANMI FINL CORP	COM NEW	410495204	644	22,700	SH		OTR	1	0	22,700	0
HANMI FINL CORP	COM NEW	410495204	465	16,400	SH		SOLE		16,400	0	0
HANOVER INS GROUP INC	COM	410867105	298	2,496	SH		OTR	1	0	2,496	0
HARLEY DAVIDSON INC	COM	412822108	3,222	76,571	SH		OTR	1	0	76,571	0
HARLEY DAVIDSON INC	COM	412822108	165	3,926	SH		SOLE		3,926	0	0
HARRIS CORP DEL	COM	413875105	405	2,801	SH		SOLE		2,801	0	0
HARRIS CORP DEL	COM	413875105	2,373	16,415	SH		OTR	1	0	16,415	0
HARSCO CORP	COM	415864107	1,081	48,900	SH		SOLE		48,900	0	0
HARSCO CORP	COM	415864107	1,496	67,700	SH		OTR	1	0	67,700	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	2,532	49,514	SH		OTR	1	0	49,514	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	432	8,449	SH		SOLE		8,449	0	0
HARVARD BIOSCIENCE INC	COM	416906105	93	17,300	SH		OTR	1	0	17,300	0
HARVARD BIOSCIENCE INC	COM	416906105	67	12,500	SH		SOLE		12,500	0	0
HASBRO INC	COM	418056107	1,451	15,718	SH		OTR	1	0	15,718	0
HASBRO INC	COM	418056107	248	2,683	SH		SOLE		2,683	0	0
HAWAIIAN TELCOM HOLDCO INC	COM	420031106	315	10,900	SH		OTR	1	0	10,900	0
HAWAIIAN TELCOM HOLDCO INC	COM	420031106	266	9,200	SH		SOLE		9,200	0	0
HC2 HLDGS INC	COM	404139107	32	5,400	SH		SOLE		5,400	0	0
HC2 HLDGS INC	COM	404139107	42	7,100	SH		OTR	1	0	7,100	0
HCA HEALTHCARE INC	COM	40412C101	21,424	208,815	SH		OTR	1	0	208,815	0
HCA HEALTHCARE INC	COM	40412C101	8,006	78,031	SH		SOLE		78,031	0	0
HCP INC	COM	40414L109	1,677	64,950	SH		OTR	1	0	64,950	0
HCP INC	COM	40414L109	286	11,084	SH		SOLE		11,084	0	0
HD SUPPLY HLDGS INC	COM	40416M105	530	12,368	SH		SOLE		12,368	0	0
HD SUPPLY HLDGS INC	COM	40416M105	9,453	220,390	SH		OTR	1	0	220,390	0
HEIDRICK & STRUGGLES INTL IN	COM	422819102	495	14,150	SH		SOLE		14,150	0	0
HEIDRICK & STRUGGLES INTL IN	COM	422819102	669	19,100	SH		OTR	1	0	19,100	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	23,899	22,840,000	PRN		OTR	1	0	22,840,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	81	78,000	PRN		OTR	4	78,000	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	11,158	10,686,000	PRN		SOLE		9,888,000	0	798,000
HELMERICH & PAYNE INC	COM	423452101	960	15,053	SH		OTR	1	0	15,053	0
HELMERICH & PAYNE INC	COM	423452101	164	2,569	SH		SOLE		2,569	0	0
HERBALIFE LTD	NOTE 2.000% 8/1	42703MAB9	1,905	1,470,000	PRN		SOLE		1,470,000	0	0
HERSHA HOSPITALITY TR	PR SHS BEN INT	427825500	556	25,900	SH		OTR	1	0	25,900	0
HERSHA HOSPITALITY TR	PR SHS BEN INT	427825500	403	18,800	SH		SOLE		18,800	0	0
HERSHEY CO	COM	427866108	307	3,297	SH		SOLE		3,297	0	0
HERSHEY CO	COM	427866108	1,798	19,318	SH		OTR	1	0	19,318	0
HESS CORP	COM	42809H107	2,421	36,201	SH		OTR	1	0	36,201	0
HESS CORP	COM	42809H107	413	6,178	SH		SOLE		6,178	0	0
HESS CORP	DEP PDF SR A	42809H404	39,944	528,240	SH		OTR	1	0	528,240	0
HESS CORP	DEP PDF SR A	42809H404	108	1,428	SH		OTR	4	1,428	0	0
HESS CORP	DEP PDF SR A	42809H404	15,791	209,120	SH		SOLE		194,296	0	14,824
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	5,107	349,569	SH		OTR	1	0	349,569	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	1,140	78,017	SH		SOLE		78,017	0	0
HFF INC	CL A	40418F108	663	19,300	SH		OTR	1	0	19,300	0
HFF INC	CL A	40418F108	491	14,300	SH		SOLE		14,300	0	0
HIBBETT SPORTS INC	COM	428567101	767	33,500	SH		OTR	1	0	33,500	0
HIBBETT SPORTS INC	COM	428567101	536	23,400	SH		SOLE		23,400	0	0
HIGHWOODS PPTYS INC	COM	431284108	2,120	41,797	SH		OTR	1	0	41,797	0
HILL ROM HLDGS INC	COM	431475102	503	5,761	SH		SOLE		5,761	0	0
HILL ROM HLDGS INC	COM	431475102	4,205	48,140	SH		OTR	1	0	48,140	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	3,058	38,625	SH		OTR	1	0	38,625	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	522	6,591	SH		SOLE		6,591	0	0
HOLLYFRONTIER CORP	COM	436106108	30,351	443,531	SH		OTR	1	0	443,531	0
HOLLYFRONTIER CORP	COM	436106108	8,152	119,122	SH		SOLE		119,122	0	0
HOLOGIC INC	COM	436440101	1,500	37,744	SH		OTR	1	0	37,744	0
HOLOGIC INC	COM	436440101	256	6,442	SH		SOLE		6,442	0	0
HOME BANCORP INC	COM	43689E107	126	2,700	SH		OTR	1	0	2,700	0
HOME BANCORP INC	COM	43689E107	88	1,900	SH		SOLE		1,900	0	0
HOME DEPOT INC	COM	437076102	57,311	293,751	SH		OTR	1	0	293,751	0
HOME DEPOT INC	COM	437076102	12,124	62,142	SH		SOLE		62,142	0	0
HONEYWELL INTL INC	COM	438516106	24,380	169,250	SH		OTR	1	0	169,250	0
HONEYWELL INTL INC	COM	438516106	13,672	94,909	SH		SOLE		94,909	0	0
HORMEL FOODS CORP	COM	440452100	1,389	37,336	SH		OTR	1	0	37,336	0
HORMEL FOODS CORP	COM	440452100	237	6,372	SH		SOLE		6,372	0	0
HOSPITALITY PPTYS TR	COM SH BEN INT	44106M102	13,301	464,899	SH		OTR	1	0	464,899	0
HOSPITALITY PPTYS TR	COM SH BEN INT	44106M102	1,224	42,773	SH		SOLE		42,773	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	8,155	387,041	SH		SOLE		387,041	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	26,610	1,262,922	SH		OTR	1	0	1,262,922	0
HOVNANIAN ENTERPRISES INC	CL A	442487203	305	187,200	SH		OTR	1	0	187,200	0
HOVNANIAN ENTERPRISES INC	CL A	442487203	224	137,532	SH		SOLE		137,532	0	0
HP INC	COM	40434L105	17,861	787,159	SH		OTR	1	0	787,159	0
HP INC	COM	40434L105	7,822	344,724	SH		SOLE		344,724	0	0
HUBSPOT INC	COM	443573100	401	3,200	SH		OTR	1	0	3,200	0
HUBSPOT INC	COM	443573100	288	2,300	SH		SOLE		2,300	0	0
HUBSPOT INC	NOTE 0.250% 6/0	443573AB6	1,889	1,320,000	PRN		SOLE		1,320,000	0	0
HUMANA INC	COM	444859102	12,466	41,884	SH		SOLE		41,884	0	0
HUMANA INC	COM	444859102	32,582	109,470	SH		OTR	1	0	109,470	0
HUNT J B TRANS SVCS INC	COM	445658107	246	2,020	SH		SOLE		2,020	0	0
HUNT J B TRANS SVCS INC	COM	445658107	1,439	11,836	SH		OTR	1	0	11,836	0
HUNTINGTON BANCSHARES INC	COM	446150104	3,319	224,844	SH		OTR	1	0	224,844	0
HUNTINGTON BANCSHARES INC	COM	446150104	385	26,069	SH		SOLE		26,069	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	16,915	78,027	SH		OTR	1	0	78,027	0
HUNTINGTON INGALLS INDS INC	COM	446413106	5,586	25,769	SH		SOLE		25,769	0	0
HUNTSMAN CORP	COM	447011107	16,046	549,518	SH		OTR	1	0	549,518	0
HUNTSMAN CORP	COM	447011107	733	25,106	SH		SOLE		25,106	0	0
HURCO COMPANIES INC	COM	447324104	273	6,100	SH		OTR	1	0	6,100	0
HURCO COMPANIES INC	COM	447324104	188	4,200	SH		SOLE		4,200	0	0
HYATT HOTELS CORP	COM CL A	448579102	120	1,556	SH		SOLE		1,556	0	0
HYATT HOTELS CORP	COM CL A	448579102	877	11,372	SH		OTR	1	0	11,372	0
HYSTER YALE MATLS HANDLING I	CL A	449172105	1,786	27,800	SH		OTR	1	0	27,800	0
HYSTER YALE MATLS HANDLING I	CL A	449172105	927	14,432	SH		SOLE		14,432	0	0
IAC INTERACTIVECORP	COM	44919P508	15,659	102,687	SH		OTR	1	0	102,687	0
IAC INTERACTIVECORP	COM	44919P508	2,173	14,249	SH		SOLE		14,249	0	0
IBERIABANK CORP	COM	450828108	1,713	22,600	SH		SOLE		22,600	0	0
IBERIABANK CORP	COM	450828108	2,373	31,300	SH		OTR	1	0	31,300	0
ICU MED INC	COM	44930G107	117	400	SH		OTR	1	0	400	0
ICU MED INC	COM	44930G107	88	300	SH		SOLE		300	0	0
IDEXX LABS INC	COM	45168D104	2,617	12,009	SH		OTR	1	0	12,009	0
IDEXX LABS INC	COM	45168D104	447	2,049	SH		SOLE		2,049	0	0
ILLINOIS TOOL WKS INC	COM	452308109	5,839	42,150	SH		OTR	1	0	42,150	0
ILLINOIS TOOL WKS INC	COM	452308109	997	7,193	SH		SOLE		7,193	0	0
ILLUMINA INC	COM	452327109	5,676	20,323	SH		OTR	1	0	20,323	0
ILLUMINA INC	COM	452327109	969	3,469	SH		SOLE		3,469	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	18,674	14,130,000	PRN		OTR	1	0	14,130,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	17,697	13,407,000	PRN		SOLE		12,626,000	0	781,000
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	92	70,000	PRN		OTR	4	70,000	0	0
ILLUMINA INC	NOTE 6/1	452327AF6	8,276	6,999,000	PRN		OTR	1	0	6,999,000	0
ILLUMINA INC	NOTE 6/1	452327AF6	3,965	3,353,000	PRN		SOLE		3,353,000	0	0
IMMERSION CORP	COM	452521107	2,348	152,100	SH		OTR	1	0	152,100	0
IMMERSION CORP	COM	452521107	1,397	90,500	SH		SOLE		90,500	0	0
IMMUNOGEN INC	COM	45253H101	260	26,700	SH		OTR	1	0	26,700	0
IMMUNOGEN INC	COM	45253H101	185	19,000	SH		SOLE		19,000	0	0
IMMUNOMEDICS INC	COM	452907108	533	22,500	SH		OTR	1	0	22,500	0
IMMUNOMEDICS INC	COM	452907108	405	17,100	SH		SOLE		17,100	0	0
INCYTE CORP	COM	45337C102	1,630	24,323	SH		OTR	1	0	24,323	0
INCYTE CORP	COM	45337C102	278	4,151	SH		SOLE		4,151	0	0
INDEPENDENT BANK CORP MICH	COM NEW	453838609	140	5,500	SH		OTR	1	0	5,500	0
INDEPENDENT BANK CORP MICH	COM NEW	453838609	102	4,000	SH		SOLE		4,000	0	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY SHLD	45409F827	29,723	1,198,300	SH		OTR	3	0	1,198,300	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY SHLD	45409F843	14,849	598,500	SH		OTR	3	0	598,500	0
INDEXIQ ETF TR	HDG EVE DRIV	45409B404	1,694	80,000	SH		OTR	3	0	80,000	0
INDEXIQ ETF TR	HDGD FTSE EURO	45409B552	2,000	103,182	SH		OTR	3	0	103,182	0
INDEXIQ ETF TR	HDGD FTSE JAPN	45409B537	28,426	1,327,287	SH		OTR	3	0	1,327,287	0
INDEXIQ ETF TR	IQ CHAIKIN US	45409B388	1,976	79,957	SH		OTR	3	0	79,957	0
INDEXIQ ETF TR	IQ CHAIKIN US	45409B396	4,521	158,033	SH		OTR	3	0	158,033	0
INDEXIQ ETF TR	IQ LEADERS GTA	45409B511	28,822	1,216,508	SH		OTR	3	0	1,216,508	0
INDEXIQ ETF TR	IQ S&P HGH YLD	45409B412	47,916	1,994,000	SH		OTR	3	0	1,994,000	0
INDEXIQ ETF TR	LNG SHT TRACK	45409B305	1,750	80,000	SH		OTR	3	0	80,000	0
INPHI CORP	NOTE 0.750% 9/0	45772FAC1	1,655	1,766,000	PRN		SOLE		1,766,000	0	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	8,041	7,499,000	PRN		SOLE		6,935,000	0	564,000
INPHI CORP	NOTE 1.125%12/0	45772FAB3	60	56,000	PRN		OTR	4	56,000	0	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	25,759	23,973,000	PRN		OTR	1	0	23,973,000	0
INSIGHT ENTERPRISES INC	COM	45765U103	1,716	35,074	SH		SOLE		35,074	0	0
INSIGHT ENTERPRISES INC	COM	45765U103	2,334	47,700	SH		OTR	1	0	47,700	0
INSMED INC	COM PAR $.01	457669307	395	16,690	SH		OTR	1	0	16,690	0
INSMED INC	COM PAR $.01	457669307	289	12,218	SH		SOLE		12,218	0	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	576	625,000	PRN		SOLE		625,000	0	0
INSPERITY INC	COM	45778Q107	1,226	12,870	SH		SOLE		12,870	0	0
INSPERITY INC	COM	45778Q107	1,695	17,800	SH		OTR	1	0	17,800	0
INSULET CORP	NOTE 1.250% 9/1	45784PAF8	1,400	920,000	PRN		SOLE		920,000	0	0
INTEGER HLDGS CORP	COM	45826H109	1,758	27,200	SH		SOLE		27,200	0	0
INTEGER HLDGS CORP	COM	45826H109	3,181	49,200	SH		OTR	1	0	49,200	0
INTEGRATED DEVICE TECHNOLOGY	NOTE 0.875%11/1	458118AC0	688	602,000	PRN		SOLE		602,000	0	0
INTEL CORP	COM	458140100	54,063	1,087,577	SH		OTR	1	0	1,087,577	0
INTEL CORP	COM	458140100	27,157	546,305	SH		SOLE		546,305	0	0
INTEL CORP	SDCV 3.250% 8/0	458140AF7	22,284	9,298,000	PRN		OTR	1	0	9,298,000	0
INTEL CORP	SDCV 3.250% 8/0	458140AF7	141	59,000	PRN		OTR	4	59,000	0	0
INTEL CORP	SDCV 3.250% 8/0	458140AF7	34,761	14,509,000	PRN		SOLE		13,889,000	0	620,000
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	10,334	11,736,000	PRN		OTR	1	0	11,736,000	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	5,159	5,870,000	PRN		SOLE		5,555,000	0	315,000
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	29	33,000	PRN		OTR	4	33,000	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	8,235	111,967	SH		OTR	1	0	111,967	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	1,329	18,063	SH		SOLE		18,063	0	0
INTERDIGITAL INC	NOTE 1.500% 3/0	458660AD9	643	523,000	PRN		SOLE		523,000	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	41,358	296,050	SH		OTR	1	0	296,050	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	19,465	139,333	SH		SOLE		139,333	0	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	231	1,863	SH		SOLE		1,863	0	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	1,353	10,912	SH		OTR	1	0	10,912	0
INTERPUBLIC GROUP COS INC	COM	460690100	1,249	53,299	SH		OTR	1	0	53,299	0
INTERPUBLIC GROUP COS INC	COM	460690100	213	9,095	SH		SOLE		9,095	0	0
INTERSECT ENT INC	COM	46071F103	670	17,900	SH		OTR	1	0	17,900	0
INTERSECT ENT INC	COM	46071F103	483	12,900	SH		SOLE		12,900	0	0
INTL PAPER CO	COM	460146103	2,982	57,249	SH		OTR	1	0	57,249	0
INTL PAPER CO	COM	460146103	509	9,770	SH		SOLE		9,770	0	0
INTRICON CORP	COM	46121H109	560	13,900	SH		OTR	1	0	13,900	0
INTRICON CORP	COM	46121H109	403	10,000	SH		SOLE		10,000	0	0
INTUIT	COM	461202103	6,885	33,700	SH		OTR	1	0	33,700	0
INTUIT	COM	461202103	1,175	5,751	SH		SOLE		5,751	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	14,812	30,956	SH		OTR	1	0	30,956	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	4,211	8,800	SH		SOLE		8,800	0	0
INVESCO MUN TR	COM	46131J103	285	24,087	SH		SOLE		24,087	0	0
INVESCO QUALITY MUNI INC TRS	COM	46133G107	1,190	99,857	SH		SOLE		99,857	0	0
ION GEOPHYSICAL CORP	COM NEW	462044207	617	25,400	SH		OTR	1	0	25,400	0
ION GEOPHYSICAL CORP	COM NEW	462044207	447	18,400	SH		SOLE		18,400	0	0
IPG PHOTONICS CORP	COM	44980X109	196	887	SH		SOLE		887	0	0
IPG PHOTONICS CORP	COM	44980X109	1,146	5,196	SH		OTR	1	0	5,196	0
IQVIA HLDGS INC	COM	46266C105	4,411	44,191	SH		OTR	1	0	44,191	0
IQVIA HLDGS INC	COM	46266C105	559	5,602	SH		SOLE		5,602	0	0
IRON MTN INC NEW	COM	46284V101	1,362	38,910	SH		OTR	1	0	38,910	0
IRON MTN INC NEW	COM	46284V101	232	6,639	SH		SOLE		6,639	0	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	542	28,352	SH		OTR	1	0	28,352	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	385	20,117	SH		SOLE		20,117	0	0
IRONWOOD PHARMACEUTICALS INC	DBCV 2.250% 6/1	46333XAD0	1,130	849,000	PRN		SOLE		849,000	0	0
ISHARES GOLD TRUST	ISHARES	464285105	111	9,200	SH		SOLE		9,200	0	0
ISHARES GOLD TRUST	ISHARES	464285105	7,437	618,700	SH		OTR	1	0	618,700	0
ISHARES TR	MSCI EMG MKT ETF	464287234	1,645	37,960	SH		OTR	1	0	37,960	0
ISHARES TR	RUS 1000 GRW ETF	464287614	20,868	145,118	SH		OTR	1	0	145,118	0
ISHARES TR	RUSSELL 2000 ETF	464287655	4,568	27,895	SH		OTR	1	0	27,895	0
ISHARES TR	RUSSELL 2000 ETF	464287655	591	3,610	SH		SOLE		3,610	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	20,054	20,360,000	PRN		OTR	1	0	20,360,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	47	48,000	PRN		OTR	4	48,000	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	9,062	9,207,000	PRN		SOLE		8,710,000	0	497,000
J ALEXANDERS HLDGS INC	COM	46609J106	212	19,000	SH		OTR	1	0	19,000	0
J ALEXANDERS HLDGS INC	COM	46609J106	154	13,800	SH		SOLE		13,800	0	0
J JILL INC	COM	46620W102	768	82,200	SH		SOLE		82,200	0	0
J JILL INC	COM	46620W102	1,070	114,600	SH		OTR	1	0	114,600	0
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	1,126	830,000	PRN		SOLE		830,000	0	0
JABIL INC	COM	466313103	22,799	824,259	SH		OTR	1	0	824,259	0
JABIL INC	COM	466313103	6,626	239,543	SH		SOLE		239,543	0	0
JACOBS ENGR GROUP INC DEL	COM	469814107	1,058	16,662	SH		OTR	1	0	16,662	0
JACOBS ENGR GROUP INC DEL	COM	469814107	181	2,843	SH		SOLE		2,843	0	0
JAZZ INVESTMENTS I LTD	NOTE 1.875% 8/1	472145AB7	1,592	1,459,000	PRN		SOLE		1,459,000	0	0
JEFFERIES FINL GROUP INC	COM	47233W109	163	7,153	SH		SOLE		7,153	0	0
JEFFERIES FINL GROUP INC	COM	47233W109	953	41,917	SH		OTR	1	0	41,917	0
JOHNSON & JOHNSON	COM	478160104	73,054	602,059	SH		OTR	1	0	602,059	0
JOHNSON & JOHNSON	COM	478160104	37,688	310,601	SH		SOLE		310,601	0	0
JOHNSON OUTDOORS INC	CL A	479167108	1,057	12,500	SH		OTR	1	0	12,500	0
JOHNSON OUTDOORS INC	CL A	479167108	771	9,121	SH		SOLE		9,121	0	0
JONES LANG LASALLE INC	COM	48020Q107	17,882	107,728	SH		OTR	1	0	107,728	0
JONES LANG LASALLE INC	COM	48020Q107	1,720	10,361	SH		SOLE		10,361	0	0
JPMORGAN CHASE & CO	COM	46625H100	90,419	867,743	SH		OTR	1	0	867,743	0
JPMORGAN CHASE & CO	COM	46625H100	39,486	378,943	SH		SOLE		378,943	0	0
JUNIPER NETWORKS INC	COM	48203R104	3,211	117,112	SH		SOLE		117,112	0	0
JUNIPER NETWORKS INC	COM	48203R104	7,085	258,386	SH		OTR	1	0	258,386	0
K12 INC	COM	48273U102	1,498	91,500	SH		OTR	1	0	91,500	0
K12 INC	COM	48273U102	949	57,953	SH		SOLE		57,953	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	1,503	14,185	SH		OTR	1	0	14,185	0
KANSAS CITY SOUTHERN	COM NEW	485170302	256	2,420	SH		SOLE		2,420	0	0
KAR AUCTION SVCS INC	COM	48238T109	459	8,383	SH		SOLE		8,383	0	0
KAR AUCTION SVCS INC	COM	48238T109	7,299	133,187	SH		OTR	1	0	133,187	0
KB HOME	COM	48666K109	360	13,200	SH		SOLE		13,200	0	0
KB HOME	COM	48666K109	493	18,100	SH		OTR	1	0	18,100	0
KELLOGG CO	COM	487836108	2,412	34,526	SH		OTR	1	0	34,526	0
KELLOGG CO	COM	487836108	412	5,892	SH		SOLE		5,892	0	0
KELLY SVCS INC	CL A	488152208	326	14,500	SH		OTR	1	0	14,500	0
KELLY SVCS INC	CL A	488152208	242	10,800	SH		SOLE		10,800	0	0
KEYCORP NEW	COM	493267108	13,062	668,486	SH		OTR	1	0	668,486	0
KEYCORP NEW	COM	493267108	2,774	141,964	SH		SOLE		141,964	0	0
KIMBERLY CLARK CORP	COM	494368103	6,858	65,107	SH		OTR	1	0	65,107	0
KIMBERLY CLARK CORP	COM	494368103	883	8,378	SH		SOLE		8,378	0	0
KIMCO RLTY CORP	COM	49446R109	170	10,025	SH		SOLE		10,025	0	0
KIMCO RLTY CORP	COM	49446R109	998	58,743	SH		OTR	1	0	58,743	0
KINDER MORGAN INC DEL	COM	49456B101	6,379	360,998	SH		OTR	1	0	360,998	0
KINDER MORGAN INC DEL	COM	49456B101	791	44,761	SH		SOLE		44,761	0	0
KIRBY CORP	COM	497266106	1,241	14,845	SH		OTR	1	0	14,845	0
KIRKLANDS INC	COM	497498105	992	85,200	SH		OTR	1	0	85,200	0
KIRKLANDS INC	COM	497498105	724	62,212	SH		SOLE		62,212	0	0
KLA-TENCOR CORP	COM	482480100	2,210	21,550	SH		OTR	1	0	21,550	0
KLA-TENCOR CORP	COM	482480100	377	3,677	SH		SOLE		3,677	0	0
KLX INC	COM	482539103	1,373	19,100	SH		OTR	1	0	19,100	0
KLX INC	COM	482539103	942	13,100	SH		SOLE		13,100	0	0
KOHLS CORP	COM	500255104	20,303	278,509	SH		OTR	1	0	278,509	0
KOHLS CORP	COM	500255104	7,756	106,398	SH		SOLE		106,398	0	0
KOPPERS HOLDINGS INC	COM	50060P106	506	13,200	SH		OTR	1	0	13,200	0
KOPPERS HOLDINGS INC	COM	50060P106	368	9,586	SH		SOLE		9,586	0	0
KRAFT HEINZ CO	COM	500754106	885	14,093	SH		SOLE		14,093	0	0
KRAFT HEINZ CO	COM	500754106	6,704	106,714	SH		OTR	1	0	106,714	0
KRATON CORPORATION	COM	50077C106	1,942	42,100	SH		OTR	1	0	42,100	0
KRATON CORPORATION	COM	50077C106	1,357	29,400	SH		SOLE		29,400	0	0
KROGER CO	COM	501044101	3,197	112,376	SH		OTR	1	0	112,376	0
KROGER CO	COM	501044101	546	19,177	SH		SOLE		19,177	0	0
L BRANDS INC	COM	501797104	7,520	203,914	SH		OTR	1	0	203,914	0
L BRANDS INC	COM	501797104	3,107	84,234	SH		SOLE		84,234	0	0
L3 TECHNOLOGIES INC	COM	502413107	2,086	10,849	SH		OTR	1	0	10,849	0
L3 TECHNOLOGIES INC	COM	502413107	356	1,852	SH		SOLE		1,852	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	2,539	14,144	SH		OTR	1	0	14,144	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	433	2,414	SH		SOLE		2,414	0	0
LAM RESEARCH CORP	COM	512807108	10,441	60,403	SH		OTR	1	0	60,403	0
LAM RESEARCH CORP	COM	512807108	1,187	6,868	SH		SOLE		6,868	0	0
LAMAR ADVERTISING CO NEW	CL A	512816109	8,269	121,052	SH		OTR	1	0	121,052	0
LAMAR ADVERTISING CO NEW	CL A	512816109	746	10,918	SH		SOLE		10,918	0	0
LANDS END INC NEW	COM	51509F105	201	7,200	SH		OTR	1	0	7,200	0
LANDS END INC NEW	COM	51509F105	140	5,000	SH		SOLE		5,000	0	0
LANNET INC	COM	516012101	605	44,500	SH		OTR	1	0	44,500	0
LANTHEUS HLDGS INC	COM	516544103	2,572	176,800	SH		OTR	1	0	176,800	0
LANTHEUS HLDGS INC	COM	516544103	1,318	90,600	SH		SOLE		90,600	0	0
LAS VEGAS SANDS CORP	COM	517834107	15,045	197,030	SH		OTR	1	0	197,030	0
LAS VEGAS SANDS CORP	COM	517834107	261	3,422	SH		SOLE		3,422	0	0
LASALLE HOTEL PPTYS	COM SH BEN INT	517942108	1,253	36,600	SH		OTR	1	0	36,600	0
LASALLE HOTEL PPTYS	COM SH BEN INT	517942108	948	27,685	SH		SOLE		27,685	0	0
LAUDER ESTEE COS INC	CL A	518439104	25,011	175,279	SH		OTR	1	0	175,279	0
LAUDER ESTEE COS INC	CL A	518439104	8,280	58,029	SH		SOLE		58,029	0	0
LEAR CORP	COM NEW	521865204	545	2,934	SH		OTR	1	0	2,934	0
LEGG MASON INC	COM	524901105	620	17,857	SH		SOLE		17,857	0	0
LEGG MASON INC	COM	524901105	11,381	327,711	SH		OTR	1	0	327,711	0
LEGGETT & PLATT INC	COM	524660107	810	18,148	SH		OTR	1	0	18,148	0
LEGGETT & PLATT INC	COM	524660107	138	3,096	SH		SOLE		3,096	0	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	8,678	7,173,000	PRN		OTR	1	0	7,173,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	36	30,000	PRN		OTR	4	30,000	0	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	5,644	4,674,000	PRN		SOLE		4,319,000	0	355,000
LENNAR CORP	CL A	526057104	339	6,454	SH		SOLE		6,454	0	0
LENNAR CORP	CL A	526057104	3,323	63,296	SH		OTR	1	0	63,296	0
LEXICON PHARMACEUTICALS INC	NOTE 5.250%12/0	528872AB0	253	157,000	PRN		SOLE		157,000	0	0
LIBERTY EXPEDIA HOLDINGS	SER A COM	53046P109	431	9,817	SH		SOLE		9,817	0	0
LIBERTY EXPEDIA HOLDINGS	SER A COM	53046P109	5,167	117,587	SH		OTR	1	0	117,587	0
LIBERTY MEDIA CORP DELAWARE	DEB 2.250% 9/3	531229AE2	425	805,000	PRN		SOLE		805,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	5,309	4,530,000	PRN		SOLE		4,530,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	18,876	16,105,000	PRN		OTR	1	0	16,105,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	21,012	16,857,000	PRN		OTR	1	0	16,857,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	95	76,000	PRN		OTR	4	76,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	11,708	9,402,000	PRN		SOLE		8,597,000	0	805,000
LIFE STORAGE INC	COM	53223X107	3,673	37,748	SH		OTR	1	0	37,748	0
LIFEPOINT HEALTH INC	COM	53219L109	399	8,181	SH		OTR	1	0	8,181	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	876	4,227	SH		OTR	1	0	4,227	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	619	2,986	SH		SOLE		2,986	0	0
LIGAND PHARMACEUTICALS INC	NOTE 0.750% 8/1	53220KAD0	1,480	537,000	PRN		SOLE		537,000	0	0
LILLY ELI & CO	COM	532457108	30,758	360,461	SH		OTR	1	0	360,461	0
LILLY ELI & CO	COM	532457108	11,413	133,746	SH		SOLE		133,746	0	0
LINCOLN NATL CORP IND	COM	534187109	482	7,743	SH		SOLE		7,743	0	0
LINCOLN NATL CORP IND	COM	534187109	3,637	58,419	SH		OTR	1	0	58,419	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	3,498	149,100	SH		OTR	1	0	149,100	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	147	6,272	SH		SOLE		6,272	0	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	16,179	333,111	SH		OTR	1	0	333,111	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	1,964	40,438	SH		SOLE		40,438	0	0
LIVEPERSON INC	COM	538146101	2,089	99,000	SH		OTR	1	0	99,000	0
LIVEPERSON INC	COM	538146101	1,504	71,300	SH		SOLE		71,300	0	0
LKQ CORP	COM	501889208	1,366	42,817	SH		OTR	1	0	42,817	0
LKQ CORP	COM	501889208	233	7,306	SH		SOLE		7,306	0	0
LOCKHEED MARTIN CORP	COM	539830109	34,107	115,448	SH		OTR	1	0	115,448	0
LOCKHEED MARTIN CORP	COM	539830109	12,564	42,528	SH		SOLE		42,528	0	0
LOEWS CORP	COM	540424108	1,748	36,199	SH		OTR	1	0	36,199	0
LOEWS CORP	COM	540424108	298	6,177	SH		SOLE		6,177	0	0
LOGMEIN INC	COM	54142L109	6,682	64,712	SH		OTR	1	0	64,712	0
LOGMEIN INC	COM	54142L109	378	3,663	SH		SOLE		3,663	0	0
LOWES COS INC	COM	548661107	24,206	253,279	SH		OTR	1	0	253,279	0
LOWES COS INC	COM	548661107	8,001	83,714	SH		SOLE		83,714	0	0
LOXO ONCOLOGY INC	COM	548862101	538	3,100	SH		SOLE		3,100	0	0
LOXO ONCOLOGY INC	COM	548862101	746	4,300	SH		OTR	1	0	4,300	0
LPL FINL HLDGS INC	COM	50212V100	20,112	306,870	SH		OTR	1	0	306,870	0
LPL FINL HLDGS INC	COM	50212V100	1,117	17,046	SH		SOLE		17,046	0	0
LSC COMMUNICATIONS INC	COM	50218P107	686	43,800	SH		OTR	1	0	43,800	0
LSC COMMUNICATIONS INC	COM	50218P107	299	19,100	SH		SOLE		19,100	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	34,582	29,099,000	PRN		OTR	1	0	29,099,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	92	78,000	PRN		OTR	4	78,000	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	16,387	13,809,000	PRN		SOLE		12,990,000	0	819,000
M & T BK CORP	COM	55261F104	583	3,426	SH		SOLE		3,426	0	0
M & T BK CORP	COM	55261F104	3,644	21,418	SH		OTR	1	0	21,418	0
MACERICH CO	COM	554382101	146	2,563	SH		SOLE		2,563	0	0
MACERICH CO	COM	554382101	853	15,009	SH		OTR	1	0	15,009	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	2,259	2,540,000	PRN		SOLE		2,540,000	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.875% 7/1	55608BAA3	35,883	36,062,000	PRN		OTR	1	0	36,062,000	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.875% 7/1	55608BAA3	73	74,000	PRN		OTR	4	74,000	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.875% 7/1	55608BAA3	13,666	13,752,000	PRN		SOLE		12,959,000	0	793,000
MACYS INC	COM	55616P104	7,743	206,853	SH		SOLE		206,853	0	0
MACYS INC	COM	55616P104	26,438	706,326	SH		OTR	1	0	706,326	0
MAGELLAN HEALTH INC	COM NEW	559079207	2,245	23,400	SH		OTR	1	0	23,400	0
MAGELLAN HEALTH INC	COM NEW	559079207	1,055	11,000	SH		SOLE		11,000	0	0
MAMMOTH ENERGY SVCS INC	COM	56155L108	832	24,500	SH		OTR	1	0	24,500	0
MAMMOTH ENERGY SVCS INC	COM	56155L108	604	17,800	SH		SOLE		17,800	0	0
MANHATTAN ASSOCS INC	COM	562750109	3,228	68,656	SH		OTR	1	0	68,656	0
MANHATTAN ASSOCS INC	COM	562750109	347	7,376	SH		SOLE		7,376	0	0
MANPOWERGROUP INC	COM	56418H100	2,427	28,198	SH		OTR	1	0	28,198	0
MANPOWERGROUP INC	COM	56418H100	2,605	30,264	SH		SOLE		30,264	0	0
MARATHON OIL CORP	COM	565849106	7,418	355,602	SH		OTR	1	0	355,602	0
MARATHON OIL CORP	COM	565849106	597	28,638	SH		SOLE		28,638	0	0
MARATHON PETE CORP	COM	56585A102	32,454	462,572	SH		OTR	1	0	462,572	0
MARATHON PETE CORP	COM	56585A102	11,442	163,088	SH		SOLE		163,088	0	0
MARCUS & MILLICHAP INC	COM	566324109	2,270	58,200	SH		OTR	1	0	58,200	0
MARCUS & MILLICHAP INC	COM	566324109	1,638	42,000	SH		SOLE		42,000	0	0
MARRIOTT INTL INC NEW	CL A	571903202	12,002	94,800	SH		OTR	1	0	94,800	0
MARRIOTT INTL INC NEW	CL A	571903202	4,066	32,115	SH		SOLE		32,115	0	0
MARSH & MCLENNAN COS INC	COM	571748102	981	11,971	SH		SOLE		11,971	0	0
MARSH & MCLENNAN COS INC	COM	571748102	7,207	87,919	SH		OTR	1	0	87,919	0
MARTIN MARIETTA MATLS INC	COM	573284106	1,943	8,702	SH		OTR	1	0	8,702	0
MARTIN MARIETTA MATLS INC	COM	573284106	332	1,485	SH		SOLE		1,485	0	0
MASCO CORP	COM	574599106	1,606	42,927	SH		OTR	1	0	42,927	0
MASCO CORP	COM	574599106	274	7,325	SH		SOLE		7,325	0	0
MASTERCARD INCORPORATED	CL A	57636Q104	61,417	312,524	SH		OTR	1	0	312,524	0
MASTERCARD INCORPORATED	CL A	57636Q104	16,698	84,967	SH		SOLE		84,967	0	0
MATERION CORP	COM	576690101	569	10,500	SH		OTR	1	0	10,500	0
MATERION CORP	COM	576690101	412	7,600	SH		SOLE		7,600	0	0
MATRIX SVC CO	COM	576853105	1,791	97,600	SH		OTR	1	0	97,600	0
MATRIX SVC CO	COM	576853105	1,028	56,000	SH		SOLE		56,000	0	0
MATSON INC	COM	57686G105	1,827	47,600	SH		OTR	1	0	47,600	0
MATSON INC	COM	57686G105	1,328	34,600	SH		SOLE		34,600	0	0
MATTEL INC	COM	577081102	781	47,560	SH		OTR	1	0	47,560	0
MATTEL INC	COM	577081102	133	8,116	SH		SOLE		8,116	0	0
MAUI LD & PINEAPPLE INC	COM	577345101	87	7,800	SH		OTR	1	0	7,800	0
MAUI LD & PINEAPPLE INC	COM	577345101	60	5,350	SH		SOLE		5,350	0	0
MAXIMUS INC	COM	577933104	2,995	48,228	SH		SOLE		48,228	0	0
MAXIMUS INC	COM	577933104	3,403	54,792	SH		OTR	1	0	54,792	0
MCBC HLDGS INC	COM	55276F107	133	4,600	SH		OTR	1	0	4,600	0
MCBC HLDGS INC	COM	55276F107	93	3,200	SH		SOLE		3,200	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	1,946	16,767	SH		OTR	1	0	16,767	0
MCCORMICK & CO INC	COM NON VTG	579780206	332	2,862	SH		SOLE		2,862	0	0
MCDONALDS CORP	COM	580135101	21,780	139,001	SH		OTR	1	0	139,001	0
MCDONALDS CORP	COM	580135101	4,222	26,945	SH		SOLE		26,945	0	0
MCKESSON CORP	COM	58155Q103	5,479	41,072	SH		OTR	1	0	41,072	0
MCKESSON CORP	COM	58155Q103	636	4,767	SH		SOLE		4,767	0	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	12,733	12,601,000	PRN		OTR	1	0	12,601,000	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	4,845	4,808,000	PRN		SOLE		4,337,000	0	471,000
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	48	48,000	PRN		OTR	4	48,000	0	0
MEDIDATA SOLUTIONS INC	NOTE 1.000% 8/0	58471AAB1	1,255	900,000	PRN		SOLE		900,000	0	0
MEDNAX INC	COM	58502B106	2,158	49,863	SH		OTR	1	0	49,863	0
MEDNAX INC	COM	58502B106	271	6,263	SH		SOLE		6,263	0	0
MELCO RESORT ENTERTAINMENT L	ADR	585464100	5,354	191,200	SH		OTR	1	0	191,200	0
MELCO RESORT ENTERTAINMENT L	ADR	585464100	2,531	90,400	SH		SOLE		90,400	0	0
MERCANTILE BANK CORP	COM	587376104	235	6,353	SH		SOLE		6,353	0	0
MERCANTILE BANK CORP	COM	587376104	322	8,700	SH		OTR	1	0	8,700	0
MERCK & CO INC	COM	58933Y105	26,084	429,713	SH		OTR	1	0	429,713	0
MERCK & CO INC	COM	58933Y105	7,081	116,661	SH		SOLE		116,661	0	0
MERCURY GENL CORP NEW	COM	589400100	784	17,200	SH		OTR	1	0	17,200	0
MERIT MED SYS INC	COM	589889104	317	6,200	SH		OTR	1	0	6,200	0
MERIT MED SYS INC	COM	589889104	220	4,300	SH		SOLE		4,300	0	0
MERITOR INC	COM	59001K100	3,053	148,400	SH		OTR	1	0	148,400	0
MERITOR INC	COM	59001K100	1,671	81,239	SH		SOLE		81,239	0	0
METLIFE INC	COM	59156R108	3,599	82,556	SH		SOLE		82,556	0	0
METLIFE INC	COM	59156R108	11,384	261,109	SH		OTR	1	0	261,109	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	347	599	SH		SOLE		599	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	2,032	3,511	SH		OTR	1	0	3,511	0
MFS HIGH INCOME MUN TR	SH BEN INT	59318D104	1,512	303,705	SH		SOLE		303,705	0	0
MFS MUN INCOME TR	SH BEN INT	552738106	650	98,613	SH		OTR	1	0	98,613	0
MFS MUN INCOME TR	SH BEN INT	552738106	2,290	347,524	SH		SOLE		347,524	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	5,287	182,137	SH		OTR	1	0	182,137	0
MGM RESORTS INTERNATIONAL	COM	552953101	2,081	71,671	SH		SOLE		71,671	0	0
MICHAELS COS INC	COM	59408Q106	408	21,266	SH		SOLE		21,266	0	0
MICHAELS COS INC	COM	59408Q106	9,496	495,375	SH		OTR	1	0	495,375	0
MICROCHIP TECHNOLOGY INC	COM	595017104	2,955	32,495	SH		OTR	1	0	32,495	0
MICROCHIP TECHNOLOGY INC	COM	595017104	504	5,546	SH		SOLE		5,546	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	51,993	29,756,000	PRN		OTR	1	0	29,756,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	145	83,000	PRN		OTR	4	83,000	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	17,964	10,288,000	PRN		SOLE		9,431,000	0	857,000
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	14,387	12,327,000	PRN		OTR	1	0	12,327,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	14,292	12,245,000	PRN		SOLE		12,245,000	0	0
MICRON TECHNOLOGY INC	COM	595112103	10,755	205,087	SH		SOLE		205,087	0	0
MICRON TECHNOLOGY INC	COM	595112103	36,753	700,854	SH		OTR	1	0	700,854	0
MICRON TECHNOLOGY INC	NOTE 3.000%11/1	595112AY9	15,325	8,498,000	PRN		SOLE		8,498,000	0	0
MICRON TECHNOLOGY INC	NOTE 3.000%11/1	595112AY9	37,501	20,795,000	PRN		OTR	1	0	20,795,000	0
MICROSOFT CORP	COM	594918104	248,833	2,523,401	SH		OTR	1	0	2,523,401	0
MICROSOFT CORP	COM	594918104	75,481	765,450	SH		SOLE		765,450	0	0
MID AMER APT CMNTYS INC	COM	59522J103	1,584	15,732	SH		OTR	1	0	15,732	0
MID AMER APT CMNTYS INC	COM	59522J103	270	2,685	SH		SOLE		2,685	0	0
MIDSTATES PETE CO INC	COM PAR	59804T407	510	37,500	SH		OTR	1	0	37,500	0
MIDSTATES PETE CO INC	COM PAR	59804T407	365	26,800	SH		SOLE		26,800	0	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	517	15,300	SH		OTR	1	0	15,300	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	384	11,355	SH		SOLE		11,355	0	0
MILLER INDS INC TENN	COM NEW	600551204	248	9,700	SH		SOLE		9,700	0	0
MILLER INDS INC TENN	COM NEW	600551204	332	13,000	SH		OTR	1	0	13,000	0
MITEK SYS INC	COM NEW	606710200	121	13,600	SH		OTR	1	0	13,600	0
MITEK SYS INC	COM NEW	606710200	87	9,800	SH		SOLE		9,800	0	0
MKS INSTRUMENT INC	COM	55306N104	7,357	76,871	SH		OTR	1	0	76,871	0
MKS INSTRUMENT INC	COM	55306N104	801	8,374	SH		SOLE		8,374	0	0
MOHAWK INDS INC	COM	608190104	320	1,495	SH		SOLE		1,495	0	0
MOHAWK INDS INC	COM	608190104	1,879	8,767	SH		OTR	1	0	8,767	0
MOLINA HEALTHCARE INC	COM	60855R100	6,444	65,791	SH		SOLE		65,791	0	0
MOLINA HEALTHCARE INC	COM	60855R100	21,376	218,261	SH		OTR	1	0	218,261	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	15,760	6,495,000	PRN		OTR	1	0	6,495,000	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	116	48,000	PRN		OTR	4	48,000	0	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	12,715	5,246,000	PRN		SOLE		4,772,000	0	474,000
MOLSON COORS BREWING CO	CL B	60871R209	2,875	42,249	SH		OTR	1	0	42,249	0
MOLSON COORS BREWING CO	CL B	60871R209	1,631	23,974	SH		SOLE		23,974	0	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	286	14,006	SH		SOLE		14,006	0	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	359	17,569	SH		OTR	1	0	17,569	0
MOMO INC	ADR	60879B107	1,953	44,900	SH		OTR	1	0	44,900	0
MOMO INC	ADR	60879B107	106	2,436	SH		SOLE		2,400	0	36
MONDELEZ INTL INC	CL A	609207105	9,860	240,478	SH		OTR	1	0	240,478	0
MONDELEZ INTL INC	CL A	609207105	1,427	34,801	SH		SOLE		34,801	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	3,254	56,788	SH		OTR	1	0	56,788	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	555	9,690	SH		SOLE		9,690	0	0
MOODYS CORP	COM	615369105	3,937	23,081	SH		OTR	1	0	23,081	0
MOODYS CORP	COM	615369105	672	3,939	SH		SOLE		3,939	0	0
MORGAN STANLEY	COM NEW	617446448	10,514	221,810	SH		OTR	1	0	221,810	0
MORGAN STANLEY	COM NEW	617446448	1,524	32,159	SH		SOLE		32,159	0	0
MORNINGSTAR INC	COM	617700109	1,345	10,488	SH		OTR	1	0	10,488	0
MORNINGSTAR INC	COM	617700109	49	379	SH		SOLE		379	0	0
MOSAIC CO NEW	COM	61945C103	1,360	48,489	SH		OTR	1	0	48,489	0
MOSAIC CO NEW	COM	61945C103	232	8,275	SH		SOLE		8,275	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	2,608	22,415	SH		OTR	1	0	22,415	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	445	3,825	SH		SOLE		3,825	0	0
MSCI INC	COM	55354G100	347	2,100	SH		SOLE		2,100	0	0
MSCI INC	COM	55354G100	2,036	12,308	SH		OTR	1	0	12,308	0
MURPHY OIL CORP	COM	626717102	14,276	422,747	SH		OTR	1	0	422,747	0
MURPHY OIL CORP	COM	626717102	6,218	184,132	SH		SOLE		184,132	0	0
MURPHY USA INC	COM	626755102	3,401	45,782	SH		OTR	1	0	45,782	0
MURPHY USA INC	COM	626755102	386	5,197	SH		SOLE		5,197	0	0
MYRIAD GENETICS INC	COM	62855J104	531	14,210	SH		OTR	1	0	14,210	0
MYRIAD GENETICS INC	COM	62855J104	370	9,892	SH		SOLE		9,892	0	0
NABORS INDS INC NEW	NOTE 0.750% 1/1	62957HAB1	991	1,255,000	PRN		SOLE		1,255,000	0	0
NASDAQ INC	COM	631103108	1,956	21,433	SH		SOLE		21,433	0	0
NASDAQ INC	COM	631103108	11,156	122,236	SH		OTR	1	0	122,236	0
NATIONAL GEN HLDGS CORP	COM	636220303	371	14,100	SH		SOLE		14,100	0	0
NATIONAL GEN HLDGS CORP	COM	636220303	487	18,500	SH		OTR	1	0	18,500	0
NATIONAL OILWELL VARCO INC	COM	637071101	2,292	52,815	SH		OTR	1	0	52,815	0
NATIONAL OILWELL VARCO INC	COM	637071101	391	9,013	SH		SOLE		9,013	0	0
NATURAL GROCERS BY VITAMIN C	COM	63888U108	134	10,500	SH		OTR	1	0	10,500	0
NATURAL GROCERS BY VITAMIN C	COM	63888U108	97	7,600	SH		SOLE		7,600	0	0
NATURAL HEALTH TRENDS CORP	COM PAR $.001	63888P406	340	13,600	SH		OTR	1	0	13,600	0
NATURAL HEALTH TRENDS CORP	COM PAR $.001	63888P406	248	9,900	SH		SOLE		9,900	0	0
NAVISTAR INTL CORP NEW	NOTE 4.750% 4/1	63934EAS7	708	685,000	PRN		SOLE		685,000	0	0
NCI BUILDING SYS INC	COM NEW	628852204	1,126	53,600	SH		OTR	1	0	53,600	0
NCI BUILDING SYS INC	COM NEW	628852204	798	38,000	SH		SOLE		38,000	0	0
NEKTAR THERAPEUTICS	COM	640268108	1,088	22,275	SH		OTR	1	0	22,275	0
NEKTAR THERAPEUTICS	COM	640268108	186	3,801	SH		SOLE		3,801	0	0
NETAPP INC	COM	64110D104	13,266	168,934	SH		OTR	1	0	168,934	0
NETAPP INC	COM	64110D104	5,421	69,029	SH		SOLE		69,029	0	0
NETFLIX INC	COM	64110L106	13,673	34,930	SH		SOLE		34,930	0	0
NETFLIX INC	COM	64110L106	52,611	134,408	SH		OTR	1	0	134,408	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	11,223	7,770,000	PRN		SOLE		7,017,000	0	753,000
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	105	73,000	PRN		OTR	4	73,000	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	19,603	13,559,000	PRN		OTR	1	0	13,559,000	0
NEW MEDIA INVT GROUP INC	COM	64704V106	2,243	121,400	SH		OTR	1	0	121,400	0
NEW MEDIA INVT GROUP INC	COM	64704V106	1,614	87,330	SH		SOLE		87,330	0	0
NEW RESIDENTIAL INVT CORP	COM NEW	64828T201	15,226	870,537	SH		OTR	1	0	870,537	0
NEW RESIDENTIAL INVT CORP	COM NEW	64828T201	1,111	63,511	SH		SOLE		63,511	0	0
NEW YORK & CO INC	COM	649295102	108	21,000	SH		SOLE		21,000	0	0
NEW YORK & CO INC	COM	649295102	149	29,100	SH		OTR	1	0	29,100	0
NEW YORK CMNTY BANCORP INC	COM	649445103	841	76,200	SH		OTR	1	0	76,200	0
NEW YORK CMNTY BANCORP INC	COM	649445103	2,872	260,187	SH		SOLE		260,187	0	0
NEWELL BRANDS INC	COM	651229106	1,732	67,149	SH		OTR	1	0	67,149	0
NEWELL BRANDS INC	COM	651229106	296	11,459	SH		SOLE		11,459	0	0
NEWFIELD EXPL CO	COM	651290108	994	32,843	SH		OTR	1	0	32,843	0
NEWFIELD EXPL CO	COM	651290108	143	4,712	SH		SOLE		4,712	0	0
NEWMONT MINING CORP	COM	651639106	19,779	524,496	SH		OTR	1	0	524,496	0
NEWMONT MINING CORP	COM	651639106	7,207	191,126	SH		SOLE		191,126	0	0
NEWS CORP NEW	CL A	65249B109	3,410	219,981	SH		OTR	1	0	219,981	0
NEWS CORP NEW	CL A	65249B109	1,657	106,932	SH		SOLE		106,932	0	0
NEWS CORP NEW	CL B	65249B208	3,256	205,397	SH		OTR	1	0	205,397	0
NEWS CORP NEW	CL B	65249B208	46	2,873	SH		SOLE		2,873	0	0
NEXEO SOLUTIONS INC	COM SHS	65342H102	268	29,300	SH		OTR	1	0	29,300	0
NEXEO SOLUTIONS INC	COM SHS	65342H102	194	21,200	SH		SOLE		21,200	0	0
NEXTERA ENERGY INC	COM	65339F101	13,380	80,104	SH		OTR	1	0	80,104	0
NEXTERA ENERGY INC	COM	65339F101	2,949	17,656	SH		SOLE		17,656	0	0
NEXTERA ENERGY INC	UNIT 08/31/2018	65339F846	8,680	116,900	SH		SOLE		116,900	0	0
NIC INC	COM	62914B100	1,903	122,400	SH		OTR	1	0	122,400	0
NIC INC	COM	62914B100	1,362	87,600	SH		SOLE		87,600	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	102	77,000	PRN		OTR	4	77,000	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	18,396	13,849,000	PRN		SOLE		13,034,000	0	815,000
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	45,704	34,363,000	PRN		OTR	1	0	34,363,000	0
NIKE INC	CL B	654106103	16,238	203,790	SH		OTR	1	0	203,790	0
NIKE INC	CL B	654106103	2,411	30,263	SH		SOLE		30,263	0	0
NISOURCE INC	COM	65473P105	1,226	46,642	SH		OTR	1	0	46,642	0
NISOURCE INC	COM	65473P105	209	7,959	SH		SOLE		7,959	0	0
NMI HLDGS INC	CL A	629209305	523	32,100	SH		OTR	1	0	32,100	0
NMI HLDGS INC	CL A	629209305	386	23,700	SH		SOLE		23,700	0	0
NOBLE ENERGY INC	COM	655044105	2,363	66,975	SH		OTR	1	0	66,975	0
NOBLE ENERGY INC	COM	655044105	403	11,429	SH		SOLE		11,429	0	0
NORDSTROM INC	COM	655664100	18,015	347,923	SH		OTR	1	0	347,923	0
NORDSTROM INC	COM	655664100	7,170	138,462	SH		SOLE		138,462	0	0
NORFOLK SOUTHERN CORP	COM	655844108	7,555	50,074	SH		OTR	1	0	50,074	0
NORFOLK SOUTHERN CORP	COM	655844108	1,006	6,666	SH		SOLE		6,666	0	0
NORTHERN TR CORP	COM	665859104	761	7,397	SH		SOLE		7,397	0	0
NORTHERN TR CORP	COM	665859104	8,379	81,438	SH		OTR	1	0	81,438	0
NORTHROP GRUMMAN CORP	COM	666807102	12,337	40,095	SH		OTR	1	0	40,095	0
NORTHROP GRUMMAN CORP	COM	666807102	1,841	5,982	SH		SOLE		5,982	0	0
NORTHWESTERN CORP	COM NEW	668074305	269	4,700	SH		OTR	1	0	4,700	0
NORTHWESTERN CORP	COM NEW	668074305	183	3,200	SH		SOLE		3,200	0	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	9,347	1,800,000	PRN		OTR	1	0	1,800,000	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	6,803	1,310,000	PRN		SOLE		1,310,000	0	0
NRG ENERGY INC	COM NEW	629377508	18,967	617,826	SH		OTR	1	0	617,826	0
NRG ENERGY INC	COM NEW	629377508	7,221	235,197	SH		SOLE		235,197	0	0
NU SKIN ENTERPRISES INC	CL A	67018T105	12,186	155,853	SH		OTR	1	0	155,853	0
NU SKIN ENTERPRISES INC	CL A	67018T105	551	7,049	SH		SOLE		7,049	0	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	5,115	368,398	SH		OTR	1	0	368,398	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	345	24,843	SH		SOLE		24,843	0	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	18,533	19,609,000	PRN		OTR	1	0	19,609,000	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	2,751	2,911,000	PRN		SOLE		2,911,000	0	0
NUCOR CORP	COM	670346105	2,749	43,977	SH		OTR	1	0	43,977	0
NUCOR CORP	COM	670346105	469	7,504	SH		SOLE		7,504	0	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	8,943	8,234,000	PRN		OTR	1	0	8,234,000	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	87	80,000	PRN		OTR	4	80,000	0	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	8,435	7,783,000	PRN		SOLE		6,953,000	0	830,000
NUVEEN AMT FREE MUN CR INC F	COM	67071L106	16,491	1,130,278	SH		SOLE		1,130,278	0	0
NUVEEN AMT FREE QLTY MUN INC	COM	670657105	23,355	1,795,140	SH		SOLE		1,795,140	0	0
NUVEEN MARYLAND QLT MUN INC	COM	67061Q107	2,426	200,000	SH		SOLE		200,000	0	0
NUVEEN MICHIGAN QLT MUN INC	COM	670979103	3,798	300,000	SH		SOLE		300,000	0	0
NUVEEN MUNICIPAL CREDIT INC	COM SH BEN INT	67070X101	18,132	1,265,291	SH		SOLE		1,265,291	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	6,709	548,590	SH		SOLE		548,590	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	1,223	100,000	SH		OTR	1	0	100,000	0
NUVEEN PENNSYLVANIA QLT MUN	COM	670972108	7,111	563,000	SH		SOLE		563,000	0	0
NVIDIA CORP	COM	67066G104	43,005	181,534	SH		OTR	1	0	181,534	0
NVIDIA CORP	COM	67066G104	11,467	48,405	SH		SOLE		48,405	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	3,098	11,325	SH		OTR	1	0	11,325	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	529	1,932	SH		SOLE		1,932	0	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	33,540	25,800,000	PRN		OTR	1	0	25,800,000	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	144	111,000	PRN		OTR	4	111,000	0	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	17,749	13,666,000	PRN		SOLE		12,507,000	0	1,159,000
OCCIDENTAL PETE CORP DEL	COM	674599105	10,919	130,489	SH		OTR	1	0	130,489	0
OCCIDENTAL PETE CORP DEL	COM	674599105	1,512	18,066	SH		SOLE		18,066	0	0
OFG BANCORP	COM	67103X102	1,190	84,731	SH		SOLE		84,731	0	0
OFG BANCORP	COM	67103X102	2,408	171,400	SH		OTR	1	0	171,400	0
OLD NATL BANCORP IND	COM	680033107	463	24,900	SH		OTR	1	0	24,900	0
OLD NATL BANCORP IND	COM	680033107	333	17,900	SH		SOLE		17,900	0	0
OLD REP INTL CORP	COM	680223104	7,490	376,191	SH		OTR	1	0	376,191	0
OLD REP INTL CORP	COM	680223104	807	40,556	SH		SOLE		40,556	0	0
OLIN CORP	COM PAR $1	680665205	381	13,269	SH		SOLE		13,269	0	0
OLIN CORP	COM PAR $1	680665205	7,851	273,347	SH		OTR	1	0	273,347	0
OMEGA HEALTHCARE INVS INC	COM	681936100	4,123	132,995	SH		SOLE		132,995	0	0
OMEGA HEALTHCARE INVS INC	COM	681936100	8,955	288,866	SH		OTR	1	0	288,866	0
OMNICOM GROUP INC	COM	681919106	11,140	146,054	SH		OTR	1	0	146,054	0
OMNICOM GROUP INC	COM	681919106	2,571	33,715	SH		SOLE		33,715	0	0
ON SEMICONDUCTOR CORP	COM	682189105	13,903	625,282	SH		OTR	1	0	625,282	0
ON SEMICONDUCTOR CORP	COM	682189105	762	34,281	SH		SOLE		34,281	0	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	12,147	9,225,000	PRN		SOLE		8,427,000	0	798,000
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	27,027	20,505,000	PRN		OTR	1	0	20,505,000	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	99	75,000	PRN		OTR	4	75,000	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	3,362	2,650,000	PRN		SOLE		2,650,000	0	0
ONE GAS INC	COM	68235P108	176	2,350	SH		SOLE		2,350	0	0
ONE GAS INC	COM	68235P108	239	3,200	SH		OTR	1	0	3,200	0
ONEMAIN HLDGS INC	COM	68268W103	2,809	84,383	SH		OTR	1	0	84,383	0
ONEMAIN HLDGS INC	COM	68268W103	5	142	SH		SOLE		142	0	0
ONEOK INC NEW	COM	682680103	8,117	116,238	SH		OTR	1	0	116,238	0
ONEOK INC NEW	COM	682680103	957	13,704	SH		SOLE		13,704	0	0
OPKO HEALTH INC	COM	68375N103	191	40,714	SH		SOLE		40,714	0	0
OPKO HEALTH INC	COM	68375N103	2,151	457,625	SH		OTR	1	0	457,625	0
ORACLE CORP	COM	68389X105	19,759	448,451	SH		SOLE		448,451	0	0
ORACLE CORP	COM	68389X105	39,314	892,291	SH		OTR	1	0	892,291	0
ORION GROUP HOLDINGS INC	COM	68628V308	133	16,100	SH		OTR	1	0	16,100	0
ORION GROUP HOLDINGS INC	COM	68628V308	97	11,700	SH		SOLE		11,700	0	0
OSI SYSTEMS INC	COM	671044105	340	4,400	SH		OTR	1	0	4,400	0
OSI SYSTEMS INC	COM	671044105	232	3,000	SH		SOLE		3,000	0	0
OUTFRONT MEDIA INC	COM	69007J106	3,004	154,444	SH		OTR	1	0	154,444	0
OVERSEAS SHIPHOLDING GROUP I	CL A NEW	69036R863	226	58,200	SH		SOLE		58,200	0	0
OVERSEAS SHIPHOLDING GROUP I	CL A NEW	69036R863	313	80,600	SH		OTR	1	0	80,600	0
OWENS CORNING NEW	COM	690742101	10,478	165,344	SH		OTR	1	0	165,344	0
OWENS CORNING NEW	COM	690742101	3,097	48,868	SH		SOLE		48,868	0	0
PACCAR INC	COM	693718108	12,910	208,360	SH		OTR	1	0	208,360	0
PACCAR INC	COM	693718108	2,869	46,304	SH		SOLE		46,304	0	0
PACIRA PHARMACEUTICALS INC	COM	695127100	2,510	78,300	SH		OTR	1	0	78,300	0
PACIRA PHARMACEUTICALS INC	COM	695127100	1,288	40,200	SH		SOLE		40,200	0	0
PACIRA PHARMACEUTICALS INC	NOTE 2.375% 4/0	695127AD2	7,091	7,626,000	PRN		SOLE		7,100,000	0	526,000
PACIRA PHARMACEUTICALS INC	NOTE 2.375% 4/0	695127AD2	13,534	14,524,000	PRN		OTR	1	0	14,524,000	0
PACIRA PHARMACEUTICALS INC	NOTE 2.375% 4/0	695127AD2	47	51,000	PRN		OTR	4	51,000	0	0
PACKAGING CORP AMER	COM	695156109	249	2,226	SH		SOLE		2,226	0	0
PACKAGING CORP AMER	COM	695156109	1,458	13,044	SH		OTR	1	0	13,044	0
PALO ALTO NETWORKS INC	COM	697435105	7,680	37,376	SH		OTR	1	0	37,376	0
PALO ALTO NETWORKS INC	COM	697435105	754	3,668	SH		SOLE		3,668	0	0
PALO ALTO NETWORKS INC	NOTE 7/0	697435AB1	10,368	5,569,000	PRN		OTR	1	0	5,569,000	0
PALO ALTO NETWORKS INC	NOTE 7/0	697435AB1	4,552	2,445,000	PRN		SOLE		2,445,000	0	0
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	1,312	75,500	SH		SOLE		75,500	0	0
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	2,525	145,300	SH		OTR	1	0	145,300	0
PARK HOTELS RESORTS INC	COM	700517105	16,009	522,668	SH		OTR	1	0	522,668	0
PARK HOTELS RESORTS INC	COM	700517105	1,038	33,893	SH		SOLE		33,893	0	0
PARK OHIO HLDGS CORP	COM	700666100	246	6,600	SH		OTR	1	0	6,600	0
PARK OHIO HLDGS CORP	COM	700666100	175	4,700	SH		SOLE		4,700	0	0
PARKER HANNIFIN CORP	COM	701094104	2,865	18,382	SH		OTR	1	0	18,382	0
PARKER HANNIFIN CORP	COM	701094104	489	3,136	SH		SOLE		3,136	0	0
PATTERSON UTI ENERGY INC	COM	703481101	8,510	472,803	SH		OTR	1	0	472,803	0
PATTERSON UTI ENERGY INC	COM	703481101	378	20,999	SH		SOLE		20,999	0	0
PAYCHEX INC	COM	704326107	3,022	44,207	SH		OTR	1	0	44,207	0
PAYCHEX INC	COM	704326107	516	7,544	SH		SOLE		7,544	0	0
PAYPAL HLDGS INC	COM	70450Y103	29,925	359,371	SH		OTR	1	0	359,371	0
PAYPAL HLDGS INC	COM	70450Y103	7,545	90,609	SH		SOLE		90,609	0	0
PBF ENERGY INC	CL A	69318G106	20,406	486,675	SH		OTR	1	0	486,675	0
PBF ENERGY INC	CL A	69318G106	6,277	149,709	SH		SOLE		149,709	0	0
PEABODY ENERGY CORP NEW	COM	704551100	3,456	76,000	SH		OTR	1	0	76,000	0
PEABODY ENERGY CORP NEW	COM	704551100	1,969	43,300	SH		SOLE		43,300	0	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	646	18,674	SH		SOLE		18,674	0	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	896	25,900	SH		OTR	1	0	25,900	0
PEBBLEBROOK HOTEL TR	COM	70509V100	768	19,800	SH		OTR	1	0	19,800	0
PEBBLEBROOK HOTEL TR	COM	70509V100	526	13,550	SH		SOLE		13,550	0	0
PEGASYSTEMS INC	COM	705573103	323	5,900	SH		OTR	1	0	5,900	0
PEGASYSTEMS INC	COM	705573103	230	4,200	SH		SOLE		4,200	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	870	48,095	SH		OTR	1	0	48,095	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	149	8,209	SH		SOLE		8,209	0	0
PEPSICO INC	COM	713448108	54,943	504,662	SH		OTR	1	0	504,662	0
PEPSICO INC	COM	713448108	23,376	214,713	SH		SOLE		214,713	0	0
PERKINELMER INC	COM	714046109	1,120	15,295	SH		OTR	1	0	15,295	0
PERKINELMER INC	COM	714046109	191	2,611	SH		SOLE		2,611	0	0
PERSPECTA INC	COM	715347100	1,192	57,981	SH		OTR	1	0	57,981	0
PERSPECTA INC	COM	715347100	409	19,909	SH		SOLE		19,909	0	0
PFIZER INC	COM	717081103	45,305	1,248,746	SH		OTR	1	0	1,248,746	0
PFIZER INC	COM	717081103	18,327	505,168	SH		SOLE		505,168	0	0
PG&E CORP	COM	69331C108	10,614	249,396	SH		OTR	1	0	249,396	0
PG&E CORP	COM	69331C108	3,941	92,600	SH		SOLE		92,600	0	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	1,627	35,321	SH		SOLE		35,321	0	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	2,989	64,900	SH		OTR	1	0	64,900	0
PHILIP MORRIS INTL INC	COM	718172109	19,518	241,736	SH		OTR	1	0	241,736	0
PHILIP MORRIS INTL INC	COM	718172109	3,466	42,931	SH		SOLE		42,931	0	0
PHILLIPS 66	COM	718546104	10,233	91,110	SH		OTR	1	0	91,110	0
PHILLIPS 66	COM	718546104	6,754	60,137	SH		SOLE		60,137	0	0
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	1,258	63,120	SH		OTR	1	0	63,120	0
PILGRIMS PRIDE CORP NEW	COM	72147K108	13,788	684,966	SH		OTR	1	0	684,966	0
PILGRIMS PRIDE CORP NEW	COM	72147K108	1,046	51,964	SH		SOLE		51,964	0	0
PINNACLE WEST CAP CORP	COM	723484101	213	2,641	SH		SOLE		2,641	0	0
PINNACLE WEST CAP CORP	COM	723484101	1,247	15,475	SH		OTR	1	0	15,475	0
PIONEER MUN HIGH INCOME TR	COM SHS	723763108	970	84,969	SH		OTR	1	0	84,969	0
PIONEER NAT RES CO	COM	723787107	6,195	32,735	SH		OTR	1	0	32,735	0
PIONEER NAT RES CO	COM	723787107	761	4,021	SH		SOLE		4,021	0	0
PITNEY BOWES INC	COM	724479100	836	97,600	SH		OTR	1	0	97,600	0
PITNEY BOWES INC	COM	724479100	85	9,905	SH		SOLE		9,905	0	0
PLAINS GP HLDGS L P	LTD PARTNR INT A	72651A207	227	9,500	SH		SOLE		9,500	0	0
PLANTRONICS INC NEW	COM	727493108	2,547	33,400	SH		OTR	1	0	33,400	0
PLANTRONICS INC NEW	COM	727493108	1,830	24,000	SH		SOLE		24,000	0	0
PNC FINL SVCS GROUP INC	COM	693475105	10,375	76,793	SH		OTR	1	0	76,793	0
PNC FINL SVCS GROUP INC	COM	693475105	1,497	11,077	SH		SOLE		11,077	0	0
POLARIS INDS INC	COM	731068102	1,632	13,357	SH		SOLE		13,357	0	0
POLARIS INDS INC	COM	731068102	18,355	150,229	SH		OTR	1	0	150,229	0
PORTOLA PHARMACEUTICALS INC	COM	737010108	455	12,042	SH		OTR	1	0	12,042	0
PORTOLA PHARMACEUTICALS INC	COM	737010108	339	8,972	SH		SOLE		8,972	0	0
POTBELLY CORP	COM	73754Y100	206	15,900	SH		OTR	1	0	15,900	0
POTBELLY CORP	COM	73754Y100	146	11,300	SH		SOLE		11,300	0	0
POTLATCHDELTIC CORPORATION	COM	737630103	1,651	32,475	SH		SOLE		32,475	0	0
POTLATCHDELTIC CORPORATION	COM	737630103	2,297	45,178	SH		OTR	1	0	45,178	0
PPG INDS INC	COM	693506107	610	5,881	SH		SOLE		5,881	0	0
PPG INDS INC	COM	693506107	5,249	50,599	SH		OTR	1	0	50,599	0
PPL CORP	COM	69351T106	2,759	96,645	SH		OTR	1	0	96,645	0
PPL CORP	COM	69351T106	471	16,493	SH		SOLE		16,493	0	0
PRAXAIR INC	COM	74005P104	7,749	48,996	SH		OTR	1	0	48,996	0
PRAXAIR INC	COM	74005P104	1,072	6,779	SH		SOLE		6,779	0	0
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	553	9,000	SH		OTR	1	0	9,000	0
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	406	6,600	SH		SOLE		6,600	0	0
PREMIER INC	CL A	74051N102	1,161	31,923	SH		OTR	1	0	31,923	0
PRESIDIO INC	COM	74102M103	389	29,700	SH		OTR	1	0	29,700	0
PRESIDIO INC	COM	74102M103	271	20,700	SH		SOLE		20,700	0	0
PRICE T ROWE GROUP INC	COM	74144T108	6,010	51,766	SH		OTR	1	0	51,766	0
PRICE T ROWE GROUP INC	COM	74144T108	878	7,565	SH		SOLE		7,565	0	0
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	147	95,000	PRN		OTR	4	95,000	0	0
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	8,976	5,798,000	PRN		SOLE		4,784,000	0	1,014,000
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	39,311	32,836,000	PRN		OTR	1	0	32,836,000	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	21,383	17,861,000	PRN		SOLE		17,861,000	0	0
PRIMO WTR CORP	COM	74165N105	481	27,500	SH		OTR	1	0	27,500	0
PRIMO WTR CORP	COM	74165N105	348	19,900	SH		SOLE		19,900	0	0
PRINCIPAL FINL GROUP INC	COM	74251V102	2,039	38,502	SH		OTR	1	0	38,502	0
PRINCIPAL FINL GROUP INC	COM	74251V102	333	6,283	SH		SOLE		6,283	0	0
PROCTER AND GAMBLE CO	COM	742718109	42,458	543,911	SH		OTR	1	0	543,911	0
PROCTER AND GAMBLE CO	COM	742718109	24,922	319,269	SH		SOLE		319,269	0	0
PROGRESS SOFTWARE CORP	COM	743312100	2,298	59,200	SH		OTR	1	0	59,200	0
PROGRESS SOFTWARE CORP	COM	743312100	1,650	42,500	SH		SOLE		42,500	0	0
PROGRESSIVE CORP OHIO	COM	743315103	8,819	149,100	SH		SOLE		149,100	0	0
PROGRESSIVE CORP OHIO	COM	743315103	27,425	463,650	SH		OTR	1	0	463,650	0
PROLOGIS INC	COM	74340W103	7,622	116,029	SH		OTR	1	0	116,029	0
PROLOGIS INC	COM	74340W103	826	12,581	SH		SOLE		12,581	0	0
PROOFPOINT INC	DBCV 0.750% 6/1	743424AD5	14,280	9,703,000	PRN		OTR	1	0	9,703,000	0
PROOFPOINT INC	DBCV 0.750% 6/1	743424AD5	106	72,000	PRN		OTR	4	72,000	0	0
PROOFPOINT INC	DBCV 0.750% 6/1	743424AD5	12,138	8,263,000	PRN		SOLE		7,472,000	0	791,000
PROPETRO HLDG CORP	COM	74347M108	2,965	189,100	SH		OTR	1	0	189,100	0
PROPETRO HLDG CORP	COM	74347M108	1,577	100,600	SH		SOLE		100,600	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	1,772	1,770,000	PRN		SOLE		1,770,000	0	0
PRUDENTIAL FINL INC	COM	744320102	12,858	137,505	SH		OTR	1	0	137,505	0
PRUDENTIAL FINL INC	COM	744320102	1,715	18,337	SH		SOLE		18,337	0	0
PS BUSINESS PKS INC CALIF	COM	69360J107	329	2,559	SH		OTR	1	0	2,559	0
PS BUSINESS PKS INC CALIF	COM	69360J107	228	1,771	SH		SOLE		1,771	0	0
PTC THERAPEUTICS INC	COM	69366J200	358	10,600	SH		OTR	1	0	10,600	0
PTC THERAPEUTICS INC	COM	69366J200	260	7,700	SH		SOLE		7,700	0	0
PUBLIC STORAGE	COM	74460D109	10,269	45,265	SH		OTR	1	0	45,265	0
PUBLIC STORAGE	COM	74460D109	8,776	38,685	SH		SOLE		38,685	0	0
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	793	14,652	SH		SOLE		14,652	0	0
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	8,399	155,127	SH		OTR	1	0	155,127	0
PULTE GROUP INC	COM	745867101	1,044	36,317	SH		OTR	1	0	36,317	0
PULTE GROUP INC	COM	745867101	178	6,197	SH		SOLE		6,197	0	0
PUMA BIOTECHNOLOGY INC	COM	74587V107	401	6,774	SH		OTR	1	0	6,774	0
PUMA BIOTECHNOLOGY INC	COM	74587V107	286	4,833	SH		SOLE		4,833	0	0
PUTNAM MUN OPPORTUNITIES TR	SH BEN INT	746922103	14,425	1,234,990	SH		SOLE		1,234,990	0	0
PVH CORP	COM	693656100	1,595	10,654	SH		OTR	1	0	10,654	0
PVH CORP	COM	693656100	272	1,818	SH		SOLE		1,818	0	0
QEP RES INC	COM	74733V100	78	6,394	SH		SOLE		6,394	0	0
QEP RES INC	COM	74733V100	1,124	91,664	SH		OTR	1	0	91,664	0
QORVO INC	COM	74736K101	3,368	42,012	SH		SOLE		42,012	0	0
QORVO INC	COM	74736K101	11,935	148,865	SH		OTR	1	0	148,865	0
QUAD / GRAPHICS INC	COM CL A	747301109	3,002	144,131	SH		OTR	1	0	144,131	0
QUAD / GRAPHICS INC	COM CL A	747301109	1,595	76,576	SH		SOLE		76,576	0	0
QUALCOMM INC	COM	747525103	13,109	233,583	SH		OTR	1	0	233,583	0
QUALCOMM INC	COM	747525103	1,963	34,979	SH		SOLE		34,979	0	0
QUANTA SVCS INC	COM	74762E102	691	20,684	SH		OTR	1	0	20,684	0
QUANTA SVCS INC	COM	74762E102	118	3,529	SH		SOLE		3,529	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	2,075	18,874	SH		OTR	1	0	18,874	0
QUEST DIAGNOSTICS INC	COM	74834L100	352	3,205	SH		SOLE		3,205	0	0
QUORUM HEALTH CORP	COM	74909E106	163	32,600	SH		SOLE		32,600	0	0
QUORUM HEALTH CORP	COM	74909E106	224	44,800	SH		OTR	1	0	44,800	0
QURATE RETAIL INC	COM SER A	74915M100	13,172	620,736	SH		OTR	1	0	620,736	0
QURATE RETAIL INC	COM SER A	74915M100	2,907	137,001	SH		SOLE		137,001	0	0
RADIUS HEALTH INC	COM NEW	750469207	296	10,033	SH		OTR	1	0	10,033	0
RADIUS HEALTH INC	COM NEW	750469207	223	7,572	SH		SOLE		7,572	0	0
RADIUS HEALTH INC	NOTE 3.000% 9/0	750469AA6	453	486,000	PRN		SOLE		486,000	0	0
RADIUS HEALTH INC	NOTE 3.000% 9/0	750469AA6	1,030	1,104,000	PRN		OTR	1	0	1,104,000	0
RADNET INC	COM	750491102	1,572	104,800	SH		SOLE		104,800	0	0
RADNET INC	COM	750491102	3,039	202,600	SH		OTR	1	0	202,600	0
RALPH LAUREN CORP	CL A	751212101	17,516	139,327	SH		OTR	1	0	139,327	0
RALPH LAUREN CORP	CL A	751212101	6,603	52,519	SH		SOLE		52,519	0	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	2,844	31,830	SH		OTR	1	0	31,830	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	318	3,564	SH		SOLE		3,564	0	0
RAYONIER INC	COM	754907103	2,701	69,804	SH		OTR	1	0	69,804	0
RAYTHEON CO	COM NEW	755111507	10,457	54,131	SH		OTR	1	0	54,131	0
RAYTHEON CO	COM NEW	755111507	1,778	9,205	SH		SOLE		9,205	0	0
RBB BANCORP	COM	74930B105	459	14,300	SH		SOLE		14,300	0	0
RBB BANCORP	COM	74930B105	636	19,800	SH		OTR	1	0	19,800	0
REALOGY HLDGS CORP	COM	75605Y106	6,197	271,808	SH		OTR	1	0	271,808	0
REALOGY HLDGS CORP	COM	75605Y106	359	15,750	SH		SOLE		15,750	0	0
REALPAGE INC	COM	75606N109	193	3,500	SH		OTR	1	0	3,500	0
REALPAGE INC	COM	75606N109	138	2,500	SH		SOLE		2,500	0	0
REALPAGE INC	NOTE 1.500%11/1	75606NAB5	782	550,000	PRN		SOLE		550,000	0	0
REALTY INCOME CORP	COM	756109104	2,115	39,318	SH		OTR	1	0	39,318	0
REALTY INCOME CORP	COM	756109104	361	6,709	SH		SOLE		6,709	0	0
RED HAT INC	COM	756577102	3,301	24,564	SH		OTR	1	0	24,564	0
RED HAT INC	COM	756577102	563	4,192	SH		SOLE		4,192	0	0
RED HAT INC	NOTE 0.250%10/0	756577AD4	24,758	13,551,000	PRN		OTR	1	0	13,551,000	0
RED HAT INC	NOTE 0.250%10/0	756577AD4	175	96,000	PRN		OTR	4	96,000	0	0
RED HAT INC	NOTE 0.250%10/0	756577AD4	27,993	15,338,000	PRN		SOLE		14,317,000	0	1,021,000
RED ROBIN GOURMET BURGERS IN	COM	75689M101	2,693	57,800	SH		OTR	1	0	57,800	0
RED ROBIN GOURMET BURGERS IN	COM	75689M101	1,431	30,700	SH		SOLE		30,700	0	0
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	365	375,000	PRN		SOLE		375,000	0	0
REGENCY CTRS CORP	COM	758849103	1,265	20,376	SH		OTR	1	0	20,376	0
REGENCY CTRS CORP	COM	758849103	216	3,477	SH		SOLE		3,477	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	3,689	10,694	SH		OTR	1	0	10,694	0
REGENERON PHARMACEUTICALS	COM	75886F107	630	1,825	SH		SOLE		1,825	0	0
REGENXBIO INC	COM	75901B107	481	6,700	SH		OTR	1	0	6,700	0
REGENXBIO INC	COM	75901B107	344	4,800	SH		SOLE		4,800	0	0
REGIONAL MGMT CORP	COM	75902K106	168	4,800	SH		OTR	1	0	4,800	0
REGIONAL MGMT CORP	COM	75902K106	116	3,300	SH		SOLE		3,300	0	0
REGIONS FINL CORP NEW	COM	7591EP100	2,761	155,277	SH		OTR	1	0	155,277	0
REGIONS FINL CORP NEW	COM	7591EP100	471	26,498	SH		SOLE		26,498	0	0
REGIS CORP MINN	COM	758932107	635	38,400	SH		OTR	1	0	38,400	0
REGIS CORP MINN	COM	758932107	458	27,665	SH		SOLE		27,665	0	0
REINSURANCE GROUP AMER INC	COM NEW	759351604	6,932	51,932	SH		OTR	1	0	51,932	0
REINSURANCE GROUP AMER INC	COM NEW	759351604	185	1,388	SH		SOLE		1,388	0	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	1,599	89,600	SH		OTR	1	0	89,600	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	1,119	62,713	SH		SOLE		62,713	0	0
REPLIGEN CORP	COM	759916109	397	8,430	SH		SOLE		8,430	0	0
REPLIGEN CORP	COM	759916109	549	11,676	SH		OTR	1	0	11,676	0
REPUBLIC BANCORP KY	CL A	760281204	439	9,700	SH		OTR	1	0	9,700	0
REPUBLIC BANCORP KY	CL A	760281204	317	6,997	SH		SOLE		6,997	0	0
REPUBLIC SVCS INC	COM	760759100	10,433	152,612	SH		OTR	1	0	152,612	0
REPUBLIC SVCS INC	COM	760759100	5,462	79,895	SH		SOLE		79,895	0	0
RESMED INC	COM	761152107	9,037	87,245	SH		OTR	1	0	87,245	0
RESMED INC	COM	761152107	1,071	10,341	SH		SOLE		10,341	0	0
RETAIL PPTYS AMER INC	CL A	76131V202	994	77,755	SH		OTR	1	0	77,755	0
RETROPHIN INC	COM	761299106	215	7,900	SH		SOLE		7,900	0	0
RETROPHIN INC	COM	761299106	303	11,100	SH		OTR	1	0	11,100	0
REX AMERICAN RESOURCES CORP	COM	761624105	129	1,589	SH		SOLE		1,589	0	0
REX AMERICAN RESOURCES CORP	COM	761624105	178	2,200	SH		OTR	1	0	2,200	0
RIGNET INC	COM	766582100	103	10,000	SH		OTR	1	0	10,000	0
RIGNET INC	COM	766582100	89	8,671	SH		SOLE		8,671	0	0
RINGCENTRAL INC	CL A	76680R206	331	4,700	SH		OTR	1	0	4,700	0
RINGCENTRAL INC	CL A	76680R206	239	3,400	SH		SOLE		3,400	0	0
RIVERVIEW BANCORP INC	COM	769397100	62	7,400	SH		OTR	1	0	7,400	0
RIVERVIEW BANCORP INC	COM	769397100	35	4,200	SH		SOLE		4,200	0	0
RMR GROUP INC	CL A	74967R106	2,236	28,500	SH		OTR	1	0	28,500	0
RMR GROUP INC	CL A	74967R106	1,603	20,438	SH		SOLE		20,438	0	0
ROBERT HALF INTL INC	COM	770323103	7,317	112,399	SH		SOLE		112,399	0	0
ROBERT HALF INTL INC	COM	770323103	25,446	390,878	SH		OTR	1	0	390,878	0
ROCKWELL AUTOMATION INC	COM	773903109	2,886	17,362	SH		OTR	1	0	17,362	0
ROCKWELL AUTOMATION INC	COM	773903109	492	2,962	SH		SOLE		2,962	0	0
ROCKWELL COLLINS INC	COM	774341101	3,511	26,071	SH		OTR	1	0	26,071	0
ROCKWELL COLLINS INC	COM	774341101	539	4,002	SH		SOLE		4,002	0	0
ROCKY BRANDS INC	COM	774515100	267	8,900	SH		SOLE		8,900	0	0
ROCKY BRANDS INC	COM	774515100	369	12,300	SH		OTR	1	0	12,300	0
ROPER TECHNOLOGIES INC	COM	776696106	672	2,434	SH		SOLE		2,434	0	0
ROPER TECHNOLOGIES INC	COM	776696106	3,935	14,261	SH		OTR	1	0	14,261	0
ROSS STORES INC	COM	778296103	4,436	52,346	SH		OTR	1	0	52,346	0
ROSS STORES INC	COM	778296103	757	8,933	SH		SOLE		8,933	0	0
ROYAL GOLD INC	NOTE 2.875% 6/1	780287AA6	1,004	945,000	PRN		SOLE		945,000	0	0
RPC INC	COM	749660106	1,729	118,667	SH		OTR	1	0	118,667	0
RPC INC	COM	749660106	98	6,759	SH		SOLE		6,759	0	0
RPM INTL INC	NOTE 2.250%12/1	749685AT0	34	28,000	PRN		OTR	4	28,000	0	0
RPM INTL INC	NOTE 2.250%12/1	749685AT0	9,759	8,010,000	PRN		SOLE		7,716,000	0	294,000
RTI INTL METALS INC	NOTE 1.625%10/1	74973WAB3	690	685,000	PRN		SOLE		685,000	0	0
RUSH ENTERPRISES INC	CL A	781846209	2,256	52,000	SH		OTR	1	0	52,000	0
RUSH ENTERPRISES INC	CL A	781846209	1,619	37,326	SH		SOLE		37,326	0	0
RUSH ENTERPRISES INC	CL B	781846308	342	7,800	SH		OTR	1	0	7,800	0
RUSH ENTERPRISES INC	CL B	781846308	251	5,710	SH		SOLE		5,710	0	0
RYDER SYS INC	COM	783549108	7,509	104,500	SH		OTR	1	0	104,500	0
RYDER SYS INC	COM	783549108	510	7,102	SH		SOLE		7,102	0	0
RYERSON HLDG CORP	COM	783754104	280	25,100	SH		OTR	1	0	25,100	0
RYERSON HLDG CORP	COM	783754104	106	9,500	SH		SOLE		9,500	0	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	2,733	32,864	SH		OTR	1	0	32,864	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	1,971	23,703	SH		SOLE		23,703	0	0
S&P GLOBAL INC	COM	78409V104	7,447	36,523	SH		OTR	1	0	36,523	0
S&P GLOBAL INC	COM	78409V104	1,209	5,929	SH		SOLE		5,929	0	0
SABRE CORP	COM	78573M104	27,410	1,112,419	SH		OTR	1	0	1,112,419	0
SABRE CORP	COM	78573M104	9,224	374,346	SH		SOLE		374,346	0	0
SAGE THERAPEUTICS INC	COM	78667J108	832	5,318	SH		SOLE		5,318	0	0
SAGE THERAPEUTICS INC	COM	78667J108	1,146	7,320	SH		OTR	1	0	7,320	0
SALESFORCE COM INC	COM	79466L302	22,076	161,845	SH		OTR	1	0	161,845	0
SALESFORCE COM INC	COM	79466L302	3,665	26,869	SH		SOLE		26,869	0	0
SANDERSON FARMS INC	COM	800013104	652	6,200	SH		OTR	1	0	6,200	0
SANDERSON FARMS INC	COM	800013104	470	4,467	SH		SOLE		4,467	0	0
SANGAMO THERAPEUTICS INC	COM	800677106	281	19,800	SH		OTR	1	0	19,800	0
SANGAMO THERAPEUTICS INC	COM	800677106	197	13,900	SH		SOLE		13,900	0	0
SANMINA CORPORATION	COM	801056102	3,046	103,974	SH		OTR	1	0	103,974	0
SANMINA CORPORATION	COM	801056102	1,675	57,166	SH		SOLE		57,166	0	0
SAREPTA THERAPEUTICS INC	COM	803607100	1,461	11,051	SH		OTR	1	0	11,051	0
SAREPTA THERAPEUTICS INC	COM	803607100	1,023	7,743	SH		SOLE		7,743	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	2,629	15,924	SH		OTR	1	0	15,924	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	449	2,717	SH		SOLE		2,717	0	0
SCANA CORP NEW	COM	80589M102	760	19,719	SH		OTR	1	0	19,719	0
SCANA CORP NEW	COM	80589M102	130	3,365	SH		SOLE		3,365	0	0
SCANSOURCE INC	COM	806037107	2,124	52,700	SH		OTR	1	0	52,700	0
SCANSOURCE INC	COM	806037107	1,533	38,034	SH		SOLE		38,034	0	0
SCHEIN HENRY INC	COM	806407102	264	3,633	SH		SOLE		3,633	0	0
SCHEIN HENRY INC	COM	806407102	1,547	21,295	SH		OTR	1	0	21,295	0
SCHLUMBERGER LTD	COM	806857108	14,755	220,120	SH		OTR	1	0	220,120	0
SCHLUMBERGER LTD	COM	806857108	2,190	32,679	SH		SOLE		32,679	0	0
SCHNITZER STL INDS	CL A	806882106	1,985	58,900	SH		OTR	1	0	58,900	0
SCHNITZER STL INDS	CL A	806882106	1,442	42,800	SH		SOLE		42,800	0	0
SCHWAB CHARLES CORP NEW	COM	808513105	8,483	166,009	SH		OTR	1	0	166,009	0
SCHWAB CHARLES CORP NEW	COM	808513105	1,448	28,330	SH		SOLE		28,330	0	0
SEABOARD CORP	COM	811543107	483	122	SH		OTR	1	0	122	0
SEABOARD CORP	COM	811543107	396	100	SH		SOLE		100	0	0
SEALED AIR CORP NEW	COM	81211K100	946	22,280	SH		OTR	1	0	22,280	0
SEALED AIR CORP NEW	COM	81211K100	161	3,802	SH		SOLE		3,802	0	0
SEMPRA ENERGY	COM	816851109	4,942	42,564	SH		OTR	1	0	42,564	0
SEMPRA ENERGY	COM	816851109	724	6,232	SH		SOLE		6,232	0	0
SERVICENOW INC	NOTE 11/0	81762PAB8	163	70,000	PRN		OTR	4	70,000	0	0
SERVICENOW INC	NOTE 11/0	81762PAB8	10,358	4,448,000	PRN		SOLE		3,661,000	0	787,000
SHERWIN WILLIAMS CO	COM	824348106	4,639	11,381	SH		OTR	1	0	11,381	0
SHERWIN WILLIAMS CO	COM	824348106	792	1,943	SH		SOLE		1,943	0	0
SHILOH INDS INC	COM	824543102	124	14,200	SH		SOLE		14,200	0	0
SHILOH INDS INC	COM	824543102	145	16,700	SH		OTR	1	0	16,700	0
SHOE CARNIVAL INC	COM	824889109	1,071	33,000	SH		OTR	1	0	33,000	0
SHOE CARNIVAL INC	COM	824889109	785	24,200	SH		SOLE		24,200	0	0
SHUTTERFLY INC	COM	82568P304	477	5,300	SH		OTR	1	0	5,300	0
SHUTTERFLY INC	COM	82568P304	324	3,600	SH		SOLE		3,600	0	0
SHUTTERSTOCK INC	COM	825690100	223	4,700	SH		OTR	1	0	4,700	0
SHUTTERSTOCK INC	COM	825690100	180	3,800	SH		SOLE		3,800	0	0
SIERRA BANCORP	COM	82620P102	184	6,500	SH		OTR	1	0	6,500	0
SIERRA BANCORP	COM	82620P102	134	4,731	SH		SOLE		4,731	0	0
SILICON LABORATORIES INC	COM	826919102	319	3,200	SH		OTR	1	0	3,200	0
SILICON LABORATORIES INC	COM	826919102	239	2,400	SH		SOLE		2,400	0	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	27,940	22,821,000	PRN		OTR	1	0	22,821,000	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	46	38,000	PRN		OTR	4	38,000	0	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	5,094	4,166,000	PRN		SOLE		3,772,000	0	394,000
SILVERBOW RES INC	COM	82836G102	127	4,400	SH		OTR	1	0	4,400	0
SILVERBOW RES INC	COM	82836G102	92	3,200	SH		SOLE		3,200	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	5,159	30,316	SH		SOLE		30,316	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	9,984	58,661	SH		OTR	1	0	58,661	0
SIX FLAGS ENTMT CORP NEW	COM	83001A102	1,081	15,429	SH		OTR	1	0	15,429	0
SIX FLAGS ENTMT CORP NEW	COM	83001A102	125	1,791	SH		SOLE		1,791	0	0
SJW GROUP	COM	784305104	1,238	18,700	SH		OTR	1	0	18,700	0
SJW GROUP	COM	784305104	896	13,537	SH		SOLE		13,537	0	0
SKECHERS U S A INC	CL A	830566105	621	20,700	SH		OTR	1	0	20,700	0
SKECHERS U S A INC	CL A	830566105	1	48	SH		SOLE		48	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	3,417	35,353	SH		OTR	1	0	35,353	0
SKYWORKS SOLUTIONS INC	COM	83088M102	760	7,861	SH		SOLE		7,861	0	0
SL GREEN RLTY CORP	COM	78440X101	1,574	15,655	SH		OTR	1	0	15,655	0
SL GREEN RLTY CORP	COM	78440X101	210	2,086	SH		SOLE		2,086	0	0
SM ENERGY CO	COM	78454L100	2,241	87,240	SH		OTR	1	0	87,240	0
SMITH A O	COM	831865209	1,186	20,058	SH		OTR	1	0	20,058	0
SMITH A O	COM	831865209	202	3,423	SH		SOLE		3,423	0	0
SMUCKER J M CO	COM NEW	832696405	1,688	15,706	SH		OTR	1	0	15,706	0
SMUCKER J M CO	COM NEW	832696405	288	2,680	SH		SOLE		2,680	0	0
SNAP ON INC	COM	833034101	1,257	7,824	SH		OTR	1	0	7,824	0
SNAP ON INC	COM	833034101	215	1,335	SH		SOLE		1,335	0	0
SOUTHERN CO	COM	842587107	8,003	172,805	SH		OTR	1	0	172,805	0
SOUTHERN CO	COM	842587107	1,105	23,866	SH		SOLE		23,866	0	0
SOUTHWEST AIRLS CO	COM	844741108	2,503	49,185	SH		SOLE		49,185	0	0
SOUTHWEST AIRLS CO	COM	844741108	6,485	127,447	SH		OTR	1	0	127,447	0
SPARK THERAPEUTICS INC	COM	84652J103	481	5,816	SH		OTR	1	0	5,816	0
SPARK THERAPEUTICS INC	COM	84652J103	370	4,473	SH		SOLE		4,473	0	0
SPARTAN MTRS INC	COM	846819100	273	18,100	SH		OTR	1	0	18,100	0
SPARTAN MTRS INC	COM	846819100	202	13,350	SH		SOLE		13,350	0	0
SPDR GOLD TRUST	GOLD SHS	78463V107	22,425	189,000	SH		OTR	1	0	189,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	21,521	79,331	SH		OTR	1	0	79,331	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	19,334	71,269	SH		SOLE		71,269	0	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	437,349	1,612,167	SH		OTR	3	0	1,612,167	0
SPDR S&P MIDCAP 400 ETF TR	UTSER1 S&PDCRP	78467Y107	19,166	53,987	SH		OTR	1	0	53,987	0
SPDR S&P MIDCAP 400 ETF TR	UTSER1 S&PDCRP	78467Y107	828	2,333	SH		SOLE		2,333	0	0
SPDR SERIES TRUST	NUV HGHYLD MUN	78464A284	6,129	108,515	SH		SOLE		108,515	0	0
SPECTRUM PHARMACEUTICALS INC	COM	84763A108	420	20,015	SH		OTR	1	0	20,015	0
SPECTRUM PHARMACEUTICALS INC	COM	84763A108	295	14,082	SH		SOLE		14,082	0	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	680	7,921	SH		SOLE		7,921	0	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	12,267	142,793	SH		OTR	1	0	142,793	0
SPIRIT MTA REIT	COM SHS BEN IN	84861U105	416	40,366	SH		OTR	1	0	40,366	0
SPIRIT MTA REIT	COM SHS BEN IN	84861U105	29	2,792	SH		SOLE		2,792	0	0
SPIRIT RLTY CAP INC NEW	COM	84860W102	5,420	674,956	SH		OTR	1	0	674,956	0
SPIRIT RLTY CAP INC NEW	COM	84860W102	466	58,041	SH		SOLE		58,041	0	0
SPIRIT RLTY CAP INC NEW	NOTE 3.750% 5/1	84860WAB8	1,534	1,525,000	PRN		SOLE		1,525,000	0	0
SPROUTS FMRS MKT INC	COM	85208M102	2,546	115,350	SH		OTR	1	0	115,350	0
SPROUTS FMRS MKT INC	COM	85208M102	469	21,253	SH		SOLE		21,253	0	0
SPS COMM INC	COM	78463M107	1,014	13,800	SH		SOLE		13,800	0	0
SPS COMM INC	COM	78463M107	1,440	19,600	SH		OTR	1	0	19,600	0
SQUARE INC	CL A	852234103	235	3,814	SH		SOLE		3,814	0	0
SQUARE INC	CL A	852234103	3,673	59,585	SH		OTR	1	0	59,585	0
SQUARE INC	NOTE 0.375% 3/0	852234AB9	1,702	630,000	PRN		SOLE		630,000	0	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	16,311	314,269	SH		OTR	1	0	314,269	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	741	14,286	SH		SOLE		14,286	0	0
STANLEY BLACK & DECKER INC	COM	854502101	2,833	21,334	SH		OTR	1	0	21,334	0
STANLEY BLACK & DECKER INC	COM	854502101	484	3,641	SH		SOLE		3,641	0	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	81	773	SH		OTR	4	773	0	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	10,029	95,291	SH		SOLE		87,254	0	8,037
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	13,290	125,741	SH		OTR	1	0	125,741	0
STARBUCKS CORP	COM	855244109	7,828	160,245	SH		SOLE		160,245	0	0
STARBUCKS CORP	COM	855244109	17,978	368,030	SH		OTR	1	0	368,030	0
STARWOOD PPTY TR INC	COM	85571B105	1,625	74,871	SH		OTR	1	0	74,871	0
STARWOOD PPTY TR INC	COM	85571B105	175	8,075	SH		SOLE		8,075	0	0
STARWOOD PPTY TR INC	NOTE 4.000% 1/1	85571BAB1	1,858	1,662,000	PRN		SOLE		1,662,000	0	0
STATE STR CORP	COM	857477103	14,533	156,118	SH		OTR	1	0	156,118	0
STATE STR CORP	COM	857477103	8,686	93,307	SH		SOLE		93,307	0	0
STERICYCLE INC	COM	858912108	1,168	17,888	SH		OTR	1	0	17,888	0
STERICYCLE INC	COM	858912108	438	6,711	SH		SOLE		6,711	0	0
STEWART INFORMATION SVCS COR	COM	860372101	340	7,900	SH		OTR	1	0	7,900	0
STEWART INFORMATION SVCS COR	COM	860372101	250	5,800	SH		SOLE		5,800	0	0
STIFEL FINL CORP	COM	860630102	2,000	38,275	SH		OTR	1	0	38,275	0
STIFEL FINL CORP	COM	860630102	3,934	75,285	SH		SOLE		75,285	0	0
STRYKER CORP	COM	863667101	7,624	45,152	SH		OTR	1	0	45,152	0
STRYKER CORP	COM	863667101	1,280	7,582	SH		SOLE		7,582	0	0
SUNCOKE ENERGY INC	COM	86722A103	1,357	101,300	SH		SOLE		101,300	0	0
SUNCOKE ENERGY INC	COM	86722A103	1,875	139,900	SH		OTR	1	0	139,900	0
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	898	1,135,000	PRN		SOLE		1,135,000	0	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	1,971	118,601	SH		SOLE		118,601	0	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	2,734	164,500	SH		OTR	1	0	164,500	0
SUNTRUST BKS INC	COM	867914103	11,884	180,001	SH		OTR	1	0	180,001	0
SUNTRUST BKS INC	COM	867914103	1,129	17,094	SH		SOLE		17,094	0	0
SURMODICS INC	COM	868873100	635	11,500	SH		OTR	1	0	11,500	0
SURMODICS INC	COM	868873100	458	8,300	SH		SOLE		8,300	0	0
SVB FINL GROUP	COM	78486Q101	361	1,249	SH		SOLE		1,249	0	0
SVB FINL GROUP	COM	78486Q101	2,115	7,323	SH		OTR	1	0	7,323	0
SYKES ENTERPRISES INC	COM	871237103	248	8,600	SH		SOLE		8,600	0	0
SYKES ENTERPRISES INC	COM	871237103	342	11,900	SH		OTR	1	0	11,900	0
SYMANTEC CORP	COM	871503108	4,973	240,829	SH		OTR	1	0	240,829	0
SYMANTEC CORP	COM	871503108	481	23,297	SH		SOLE		23,297	0	0
SYNAPTICS INC	COM	87157D109	3,215	63,820	SH		OTR	1	0	63,820	0
SYNAPTICS INC	COM	87157D109	1,721	34,161	SH		SOLE		34,161	0	0
SYNAPTICS INC	NOTE 0.500% 6/1	87157DAD1	824	830,000	PRN		SOLE		830,000	0	0
SYNCHRONY FINL	COM	87165B103	11,333	339,525	SH		SOLE		339,525	0	0
SYNCHRONY FINL	COM	87165B103	23,724	710,727	SH		OTR	1	0	710,727	0
SYNEOS HEALTH INC	CL A	87166B102	825	17,600	SH		OTR	1	0	17,600	0
SYNERGY PHARMACEUTICALS DEL	COM NEW	871639308	146	84,100	SH		SOLE		84,100	0	0
SYNERGY PHARMACEUTICALS DEL	COM NEW	871639308	206	118,500	SH		OTR	1	0	118,500	0
SYNOPSYS INC	COM	871607107	1,763	20,600	SH		OTR	1	0	20,600	0
SYNOPSYS INC	COM	871607107	301	3,516	SH		SOLE		3,516	0	0
SYSCO CORP	COM	871829107	12,822	187,761	SH		OTR	1	0	187,761	0
SYSCO CORP	COM	871829107	7,318	107,161	SH		SOLE		107,161	0	0
T MOBILE US INC	COM	872590104	1,677	28,059	SH		OTR	1	0	28,059	0
TAILORED BRANDS INC	COM	87403A107	2,664	104,400	SH		OTR	1	0	104,400	0
TAILORED BRANDS INC	COM	87403A107	1,470	57,600	SH		SOLE		57,600	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADR	874039100	19,166	524,221	SH		OTR	1	0	524,221	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADR	874039100	17,717	484,579	SH		SOLE		484,453	0	126
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	1,872	15,813	SH		OTR	1	0	15,813	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	319	2,698	SH		SOLE		2,698	0	0
TALOS ENERGY INC	COM	87484T108	92,809	2,888,539	SH		OTR	1	0	2,888,539	0
TALOS ENERGY INC	COM	87484T108	35,285	1,098,195	SH		SOLE		1,098,195	0	0
TAPESTRY INC	COM	876030107	10,509	224,977	SH		SOLE		224,977	0	0
TAPESTRY INC	COM	876030107	31,659	677,772	SH		OTR	1	0	677,772	0
TARGET CORP	COM	87612E106	11,206	147,217	SH		OTR	1	0	147,217	0
TARGET CORP	COM	87612E106	4,514	59,296	SH		SOLE		59,296	0	0
TECHTARGET INC	COM	87874R100	2,567	90,400	SH		OTR	1	0	90,400	0
TECHTARGET INC	COM	87874R100	1,559	54,900	SH		SOLE		54,900	0	0
TEGNA INC	COM	87901J105	372	34,300	SH		OTR	1	0	34,300	0
TEGNA INC	COM	87901J105	268	24,700	SH		SOLE		24,700	0	0
TELARIA INC	COM	879181105	41	10,100	SH		OTR	1	0	10,100	0
TELARIA INC	COM	879181105	28	7,000	SH		SOLE		7,000	0	0
TELEFLEX INC	COM	879369106	22,051	82,214	SH		OTR	1	0	82,214	0
TERADATA CORP DEL	COM	88076W103	410	10,221	SH		SOLE		10,221	0	0
TERADATA CORP DEL	COM	88076W103	5,383	134,074	SH		OTR	1	0	134,074	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	1,478	1,108,000	PRN		SOLE		1,108,000	0	0
TEREX CORP NEW	COM	880779103	9,872	233,987	SH		OTR	1	0	233,987	0
TEREX CORP NEW	COM	880779103	536	12,716	SH		SOLE		12,716	0	0
TERRITORIAL BANCORP INC	COM	88145X108	214	6,900	SH		OTR	1	0	6,900	0
TERRITORIAL BANCORP INC	COM	88145X108	152	4,917	SH		SOLE		4,917	0	0
TESARO INC	NOTE 3.000%10/0	881569AA5	675	450,000	PRN		SOLE		450,000	0	0
TESLA INC	NOTE 1.250% 3/0	88160RAC5	3,941	3,490,000	PRN		SOLE		3,490,000	0	0
TETRA TECHNOLOGIES INC DEL	COM	88162F105	760	170,800	SH		OTR	1	0	170,800	0
TETRA TECHNOLOGIES INC DEL	COM	88162F105	98	22,000	SH		SOLE		22,000	0	0
TEVA PHARMACEUTICAL INDS LTD	SPONSORED ADR	881624209	2,862	117,700	SH		OTR	1	0	117,700	0
TEVA PHARMACEUTICAL INDS LTD	SPONSORED ADR	881624209	1,802	74,100	SH		SOLE		74,100	0	0
TEXAS INSTRS INC	COM	882508104	19,734	178,989	SH		OTR	1	0	178,989	0
TEXAS INSTRS INC	COM	882508104	2,819	25,568	SH		SOLE		25,568	0	0
TEXAS ROADHOUSE INC	COM	882681109	461	7,034	SH		SOLE		7,034	0	0
TEXTRON INC	COM	883203101	567	8,604	SH		SOLE		8,604	0	0
TEXTRON INC	COM	883203101	5,575	84,583	SH		OTR	1	0	84,583	0
TG THERAPEUTICS INC	COM	88322Q108	154	11,700	SH		SOLE		11,700	0	0
TG THERAPEUTICS INC	COM	88322Q108	217	16,500	SH		OTR	1	0	16,500	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	12,950	62,519	SH		OTR	1	0	62,519	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	1,966	9,492	SH		SOLE		9,492	0	0
THOR INDS INC	COM	885160101	7,041	72,300	SH		OTR	1	0	72,300	0
THOR INDS INC	COM	885160101	355	3,641	SH		SOLE		3,641	0	0
TIFFANY & CO NEW	COM	886547108	316	2,403	SH		SOLE		2,403	0	0
TIFFANY & CO NEW	COM	886547108	1,853	14,084	SH		OTR	1	0	14,084	0
TILLYS INC	CL A	886885102	550	36,300	SH		OTR	1	0	36,300	0
TILLYS INC	CL A	886885102	394	26,000	SH		SOLE		26,000	0	0
TITAN MACHY INC	COM	88830R101	1,280	82,300	SH		OTR	1	0	82,300	0
TITAN MACHY INC	COM	88830R101	904	58,104	SH		SOLE		58,104	0	0
TJX COS INC NEW	COM	872540109	8,251	86,693	SH		OTR	1	0	86,693	0
TJX COS INC NEW	COM	872540109	1,408	14,794	SH		SOLE		14,794	0	0
TORCHMARK CORP	COM	891027104	1,189	14,601	SH		OTR	1	0	14,601	0
TORCHMARK CORP	COM	891027104	203	2,492	SH		SOLE		2,492	0	0
TOTAL SYS SVCS INC	COM	891906109	1,939	22,936	SH		OTR	1	0	22,936	0
TOTAL SYS SVCS INC	COM	891906109	331	3,914	SH		SOLE		3,914	0	0
TOWN SPORTS INTL HLDGS INC	COM	89214A102	371	25,500	SH		OTR	1	0	25,500	0
TOWN SPORTS INTL HLDGS INC	COM	89214A102	268	18,400	SH		SOLE		18,400	0	0
TPI COMPOSITES INC	COM	87266J104	3,137	107,300	SH		OTR	1	0	107,300	0
TPI COMPOSITES INC	COM	87266J104	1,693	57,900	SH		SOLE		57,900	0	0
TRACTOR SUPPLY CO	COM	892356106	20,074	262,440	SH		OTR	1	0	262,440	0
TRACTOR SUPPLY CO	COM	892356106	8,523	111,431	SH		SOLE		111,431	0	0
TRANSDIGM GROUP INC	COM	893641100	651	1,885	SH		SOLE		1,885	0	0
TRANSDIGM GROUP INC	COM	893641100	4,363	12,642	SH		OTR	1	0	12,642	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	3,396	2,380,000	PRN		SOLE		2,380,000	0	0
TRAVELERS COMPANIES INC	COM	89417E109	7,866	64,297	SH		SOLE		64,297	0	0
TRAVELERS COMPANIES INC	COM	89417E109	11,412	93,279	SH		OTR	1	0	93,279	0
TRAVELZOO	COM NEW	89421Q205	205	12,000	SH		OTR	1	0	12,000	0
TRAVELZOO	COM NEW	89421Q205	149	8,700	SH		SOLE		8,700	0	0
TREEHOUSE FOODS INC	COM	89469A104	12,085	230,155	SH		OTR	1	0	230,155	0
TREEHOUSE FOODS INC	COM	89469A104	699	13,317	SH		SOLE		13,317	0	0
TRINET GROUP INC	COM	896288107	417	7,450	SH		SOLE		7,450	0	0
TRINET GROUP INC	COM	896288107	548	9,800	SH		OTR	1	0	9,800	0
TRINITY INDS INC	COM	896522109	127	3,720	SH		SOLE		3,720	0	0
TRINITY INDS INC	COM	896522109	1,503	43,856	SH		OTR	1	0	43,856	0
TRIPADVISOR INC	COM	896945201	825	14,814	SH		OTR	1	0	14,814	0
TRIPADVISOR INC	COM	896945201	141	2,527	SH		SOLE		2,527	0	0
TRIPLE-S MGMT CORP	CL B	896749108	3,072	78,638	SH		OTR	1	0	78,638	0
TRIPLE-S MGMT CORP	CL B	896749108	1,643	42,072	SH		SOLE		42,072	0	0
TRISTATE CAP HLDGS INC	COM	89678F100	324	12,400	SH		OTR	1	0	12,400	0
TRISTATE CAP HLDGS INC	COM	89678F100	235	9,000	SH		SOLE		9,000	0	0
TRONC INC	COM	89703P107	2,269	131,300	SH		OTR	1	0	131,300	0
TRONC INC	COM	89703P107	1,135	65,701	SH		SOLE		65,701	0	0
TRUEBLUE INC	COM	89785X101	1,475	54,721	SH		SOLE		54,721	0	0
TRUEBLUE INC	COM	89785X101	2,048	76,008	SH		OTR	1	0	76,008	0
TURNING PT BRANDS INC	COM	90041L105	421	13,202	SH		OTR	1	0	13,202	0
TURNING PT BRANDS INC	COM	90041L105	147	4,600	SH		SOLE		4,600	0	0
TWENTY FIRST CENTY FOX INC	CL A	90130A101	8,878	178,677	SH		OTR	1	0	178,677	0
TWENTY FIRST CENTY FOX INC	CL A	90130A101	1,236	24,868	SH		SOLE		24,868	0	0
TWENTY FIRST CENTY FOX INC	CL B	90130A200	510	10,361	SH		SOLE		10,361	0	0
TWENTY FIRST CENTY FOX INC	CL B	90130A200	4,622	93,814	SH		OTR	1	0	93,814	0
TWITTER INC	COM	90184L102	1,518	34,765	SH		SOLE		34,765	0	0
TWITTER INC	COM	90184L102	13,192	302,087	SH		OTR	1	0	302,087	0
TWITTER INC	NOTE 0.250% 9/1	90184LAB8	18,046	18,563,000	PRN		OTR	1	0	18,563,000	0
TWITTER INC	NOTE 0.250% 9/1	90184LAB8	4,728	4,863,000	PRN		SOLE		4,863,000	0	0
TYSON FOODS INC	CL A	902494103	11,511	167,183	SH		OTR	1	0	167,183	0
TYSON FOODS INC	CL A	902494103	3,859	56,045	SH		SOLE		56,045	0	0
U S G CORP	COM NEW	903293405	4,704	109,085	SH		OTR	1	0	109,085	0
U S G CORP	COM NEW	903293405	317	7,345	SH		SOLE		7,345	0	0
UDR INC	COM	902653104	1,389	36,996	SH		OTR	1	0	36,996	0
UDR INC	COM	902653104	237	6,313	SH		SOLE		6,313	0	0
UGI CORP NEW	COM	902681105	2,062	39,597	SH		OTR	1	0	39,597	0
ULTA BEAUTY INC	COM	90384S303	2,390	10,239	SH		OTR	1	0	10,239	0
ULTA BEAUTY INC	COM	90384S303	762	3,265	SH		SOLE		3,265	0	0
ULTRA CLEAN HLDGS INC	COM	90385V107	2,661	160,300	SH		OTR	1	0	160,300	0
ULTRA CLEAN HLDGS INC	COM	90385V107	1,418	85,400	SH		SOLE		85,400	0	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	664	8,644	SH		OTR	1	0	8,644	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	519	6,754	SH		SOLE		6,754	0	0
UNDER ARMOUR INC	CL A	904311107	578	25,711	SH		OTR	1	0	25,711	0
UNDER ARMOUR INC	CL A	904311107	99	4,387	SH		SOLE		4,387	0	0
UNDER ARMOUR INC	CL C	904311206	549	26,041	SH		OTR	1	0	26,041	0
UNDER ARMOUR INC	CL C	904311206	94	4,443	SH		SOLE		4,443	0	0
UNION PAC CORP	COM	907818108	19,688	138,960	SH		OTR	1	0	138,960	0
UNION PAC CORP	COM	907818108	2,994	21,130	SH		SOLE		21,130	0	0
UNIT CORP	COM	909218109	642	25,100	SH		OTR	1	0	25,100	0
UNIT CORP	COM	909218109	452	17,700	SH		SOLE		17,700	0	0
UNITED CMNTY BKS BLAIRSVLE G	COM	90984P303	169	5,500	SH		SOLE		5,500	0	0
UNITED CMNTY BKS BLAIRSVLE G	COM	90984P303	233	7,600	SH		OTR	1	0	7,600	0
UNITED CONTL HLDGS INC	COM	910047109	2,272	32,582	SH		OTR	1	0	32,582	0
UNITED CONTL HLDGS INC	COM	910047109	388	5,560	SH		SOLE		5,560	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	10,695	100,680	SH		OTR	1	0	100,680	0
UNITED PARCEL SERVICE INC	CL B	911312106	1,728	16,269	SH		SOLE		16,269	0	0
UNITED RENTALS INC	COM	911363109	26,408	178,893	SH		OTR	1	0	178,893	0
UNITED RENTALS INC	COM	911363109	7,087	48,007	SH		SOLE		48,007	0	0
UNITED STATES CELLULAR CORP	COM	911684108	489	13,192	SH		OTR	1	0	13,192	0
UNITED STATES CELLULAR CORP	COM	911684108	16	419	SH		SOLE		419	0	0
UNITED STATES STL CORP NEW	COM	912909108	19,511	561,455	SH		OTR	1	0	561,455	0
UNITED STATES STL CORP NEW	COM	912909108	5,365	154,397	SH		SOLE		154,397	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	20,941	167,489	SH		OTR	1	0	167,489	0
UNITED TECHNOLOGIES CORP	COM	913017109	2,195	17,554	SH		SOLE		17,554	0	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	1,863	16,462	SH		SOLE		16,462	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	84,277	343,512	SH		OTR	1	0	343,512	0
UNITEDHEALTH GROUP INC	COM	91324P102	22,672	92,410	SH		SOLE		92,410	0	0
UNITI GROUP INC	COM	91325V108	11,649	581,600	SH		OTR	1	0	581,600	0
UNITI GROUP INC	COM	91325V108	588	29,350	SH		SOLE		29,350	0	0
UNIVAR INC	COM	91336L107	933	35,573	SH		OTR	1	0	35,573	0
UNIVAR INC	COM	91336L107	52	1,983	SH		SOLE		1,983	0	0
UNIVERSAL CORP VA	COM	913456109	687	10,400	SH		SOLE		10,400	0	0
UNIVERSAL CORP VA	COM	913456109	971	14,700	SH		OTR	1	0	14,700	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	3,619	32,476	SH		OTR	1	0	32,476	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	229	2,056	SH		SOLE		2,056	0	0
UNUM GROUP	COM	91529Y106	2,128	57,519	SH		OTR	1	0	57,519	0
UNUM GROUP	COM	91529Y106	193	5,218	SH		SOLE		5,218	0	0
URBAN OUTFITTERS INC	COM	917047102	448	10,062	SH		SOLE		10,062	0	0
URBAN OUTFITTERS INC	COM	917047102	11,513	258,439	SH		OTR	1	0	258,439	0
US BANCORP DEL	COM NEW	902973304	1,841	36,811	SH		SOLE		36,811	0	0
US BANCORP DEL	COM NEW	902973304	12,442	248,749	SH		OTR	1	0	248,749	0
US FOODS HLDG CORP	COM	912008109	14,186	375,086	SH		OTR	1	0	375,086	0
US FOODS HLDG CORP	COM	912008109	725	19,178	SH		SOLE		19,178	0	0
USA TRUCK INC	COM	902925106	272	11,600	SH		OTR	1	0	11,600	0
USA TRUCK INC	COM	902925106	197	8,400	SH		SOLE		8,400	0	0
USANA HEALTH SCIENCES INC	COM	90328M107	2,191	19,000	SH		OTR	1	0	19,000	0
USANA HEALTH SCIENCES INC	COM	90328M107	1,568	13,600	SH		SOLE		13,600	0	0
V F CORP	COM	918204108	8,751	107,348	SH		OTR	1	0	107,348	0
V F CORP	COM	918204108	1,583	19,416	SH		SOLE		19,416	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	12,691	114,509	SH		SOLE		114,509	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	25,325	228,507	SH		OTR	1	0	228,507	0
VALVOLINE INC	COM	92047W101	298	13,805	SH		OTR	1	0	13,805	0
VANECK VECTORS ETF TR	HIGH YLD MUN ETF	92189F361	1,634	51,917	SH		SOLE		51,917	0	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	441,229	1,768,384	SH		OTR	3	0	1,768,384	0
VAREX IMAGING CORP	COM	92214X106	1,606	43,300	SH		OTR	1	0	43,300	0
VAREX IMAGING CORP	COM	92214X106	846	22,800	SH		SOLE		22,800	0	0
VARIAN MED SYS INC	COM	92220P105	27,683	243,429	SH		OTR	1	0	243,429	0
VARIAN MED SYS INC	COM	92220P105	9,968	87,651	SH		SOLE		87,651	0	0
VECTRUS INC	COM	92242T101	1,855	60,200	SH		OTR	1	0	60,200	0
VECTRUS INC	COM	92242T101	1,148	37,243	SH		SOLE		37,243	0	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	652	737,000	PRN		SOLE		737,000	0	0
VENTAS INC	COM	92276F100	2,805	49,261	SH		OTR	1	0	49,261	0
VENTAS INC	COM	92276F100	479	8,405	SH		SOLE		8,405	0	0
VERA BRADLEY INC	COM	92335C106	673	47,900	SH		OTR	1	0	47,900	0
VERA BRADLEY INC	COM	92335C106	487	34,700	SH		SOLE		34,700	0	0
VEREIT INC	COM	92339V100	4,987	670,313	SH		OTR	1	0	670,313	0
VEREIT INC	COM	92339V100	265	35,634	SH		SOLE		35,634	0	0
VERINT SYS INC	COM	92343X100	577	13,000	SH		SOLE		13,000	0	0
VERINT SYS INC	COM	92343X100	816	18,400	SH		OTR	1	0	18,400	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	28,786	29,182,000	PRN		OTR	1	0	29,182,000	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	78	79,000	PRN		OTR	4	79,000	0	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	13,358	13,565,000	PRN		SOLE		12,762,000	0	803,000
VERISIGN INC	COM	92343E102	9,140	66,514	SH		OTR	1	0	66,514	0
VERISIGN INC	COM	92343E102	718	5,224	SH		SOLE		5,224	0	0
VERISK ANALYTICS INC	COM	92345Y106	2,312	21,476	SH		OTR	1	0	21,476	0
VERISK ANALYTICS INC	COM	92345Y106	395	3,665	SH		SOLE		3,665	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	37,437	744,131	SH		OTR	1	0	744,131	0
VERIZON COMMUNICATIONS INC	COM	92343V104	11,215	222,926	SH		SOLE		222,926	0	0
VERSO CORP	CL A	92531L207	2,500	114,900	SH		OTR	1	0	114,900	0
VERSO CORP	CL A	92531L207	1,793	82,400	SH		SOLE		82,400	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	5,988	35,230	SH		OTR	1	0	35,230	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	1,022	6,012	SH		SOLE		6,012	0	0
VIACOM INC NEW	CL A	92553P102	239	6,744	SH		OTR	1	0	6,744	0
VIACOM INC NEW	CL B	92553P201	14,024	464,999	SH		OTR	1	0	464,999	0
VIACOM INC NEW	CL B	92553P201	1,130	37,477	SH		SOLE		37,477	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	24,533	24,248,000	PRN		OTR	1	0	24,248,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	48	48,000	PRN		OTR	4	48,000	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	7,255	7,182,000	PRN		SOLE		6,703,000	0	479,000
VICI PPTYS INC	COM	925652109	1,848	89,512	SH		OTR	1	0	89,512	0
VIRTU FINL INC	CL A	928254101	1,030	38,796	SH		OTR	1	0	38,796	0
VISA INC	COM CL A	92826C839	22,049	166,473	SH		SOLE		166,473	0	0
VISA INC	COM CL A	92826C839	76,768	579,603	SH		OTR	1	0	579,603	0
VISTRA ENERGY CORP	COM	92840M102	1,431	60,498	SH		SOLE		60,498	0	0
VISTRA ENERGY CORP	COM	92840M102	17,263	729,639	SH		OTR	1	0	729,639	0
VMWARE INC	CL A COM	928563402	8,911	60,630	SH		OTR	1	0	60,630	0
VMWARE INC	CL A COM	928563402	48	329	SH		SOLE		329	0	0
VONAGE HLDGS CORP	COM	92886T201	1,228	95,300	SH		OTR	1	0	95,300	0
VONAGE HLDGS CORP	COM	92886T201	888	68,922	SH		SOLE		68,922	0	0
VORNADO RLTY TR	SH BEN INT	929042109	3,403	46,039	SH		OTR	1	0	46,039	0
VORNADO RLTY TR	SH BEN INT	929042109	302	4,083	SH		SOLE		4,083	0	0
VULCAN MATLS CO	COM	929160109	2,358	18,274	SH		OTR	1	0	18,274	0
VULCAN MATLS CO	COM	929160109	403	3,120	SH		SOLE		3,120	0	0
W & T OFFSHORE INC	COM	92922P106	1,509	211,000	SH		SOLE		211,000	0	0
W & T OFFSHORE INC	COM	92922P106	2,934	410,400	SH		OTR	1	0	410,400	0
W P CAREY INC	COM	92936U109	2,028	30,564	SH		OTR	1	0	30,564	0
W R BERKLEY CORPORATION	COM	084423102	8,295	114,559	SH		OTR	1	0	114,559	0
W R BERKLEY CORPORATION	COM	084423102	650	8,980	SH		SOLE		8,980	0	0
WABASH NATL CORP	COM	929566107	306	16,400	SH		OTR	1	0	16,400	0
WABASH NATL CORP	COM	929566107	228	12,243	SH		SOLE		12,243	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	11,519	191,942	SH		OTR	1	0	191,942	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	4,877	81,266	SH		SOLE		81,266	0	0
WALMART INC	COM	931142103	37,119	433,376	SH		OTR	1	0	433,376	0
WALMART INC	COM	931142103	19,983	233,305	SH		SOLE		233,305	0	0
WARRIOR MET COAL INC	COM	93627C101	2,492	90,400	SH		OTR	1	0	90,400	0
WARRIOR MET COAL INC	COM	93627C101	1,627	59,000	SH		SOLE		59,000	0	0
WASTE MGMT INC DEL	COM	94106L109	11,310	139,050	SH		OTR	1	0	139,050	0
WASTE MGMT INC DEL	COM	94106L109	8,190	100,693	SH		SOLE		100,693	0	0
WATERS CORP	COM	941848103	358	1,849	SH		SOLE		1,849	0	0
WATERS CORP	COM	941848103	3,536	18,263	SH		OTR	1	0	18,263	0
WAYFAIR INC	NOTE 0.375% 9/0	94419LAA9	800	620,000	PRN		SOLE		620,000	0	0
WEATHERFORD INTL LTD	NOTE 5.875% 7/0	947075AH0	126	128,000	PRN		OTR	4	128,000	0	0
WEATHERFORD INTL LTD	NOTE 5.875% 7/0	947075AH0	20,904	21,207,000	PRN		SOLE		19,862,000	0	1,345,000
WEATHERFORD INTL LTD	NOTE 5.875% 7/0	947075AH0	41,853	42,420,000	PRN		OTR	1	0	42,420,000	0
WEB COM GROUP INC	COM	94733A104	3,487	134,900	SH		OTR	1	0	134,900	0
WEB COM GROUP INC	COM	94733A104	1,833	70,900	SH		SOLE		70,900	0	0
WEC ENERGY GROUP INC	COM	92939U106	15,849	245,151	SH		OTR	1	0	245,151	0
WEC ENERGY GROUP INC	COM	92939U106	1,364	21,091	SH		SOLE		21,091	0	0
WELLCARE HEALTH PLANS INC	COM	94946T106	30,592	124,237	SH		OTR	1	0	124,237	0
WELLCARE HEALTH PLANS INC	COM	94946T106	7,531	30,583	SH		SOLE		30,583	0	0
WELLS FARGO CO NEW	COM	949746101	64,664	1,166,385	SH		OTR	1	0	1,166,385	0
WELLS FARGO CO NEW	COM	949746101	26,173	472,102	SH		SOLE		472,102	0	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	24,968	19,816	SH		OTR	1	0	19,816	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	68	54	SH		OTR	4	54	0	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	18,672	14,822	SH		SOLE		14,299	0	523
WELLTOWER INC	COM	95040Q104	3,419	54,540	SH		OTR	1	0	54,540	0
WELLTOWER INC	COM	95040Q104	550	8,775	SH		SOLE		8,775	0	0
WESBANCO INC	COM	950810101	1,450	32,200	SH		OTR	1	0	32,200	0
WESBANCO INC	COM	950810101	1,042	23,142	SH		SOLE		23,142	0	0
WESCO INTL INC	COM	95082P105	360	6,300	SH		OTR	1	0	6,300	0
WEST BANCORPORATION INC	CAP STK	95123P106	273	10,850	SH		OTR	1	0	10,850	0
WEST BANCORPORATION INC	CAP STK	95123P106	208	8,290	SH		SOLE		8,290	0	0
WESTERN DIGITAL CORP	COM	958102105	32,841	424,246	SH		OTR	1	0	424,246	0
WESTERN DIGITAL CORP	COM	958102105	11,057	142,843	SH		SOLE		142,843	0	0
WESTERN UN CO	COM	959802109	17,988	884,783	SH		OTR	1	0	884,783	0
WESTERN UN CO	COM	959802109	7,136	351,002	SH		SOLE		351,002	0	0
WESTLAKE CHEM CORP	COM	960413102	8,430	78,324	SH		OTR	1	0	78,324	0
WESTLAKE CHEM CORP	COM	960413102	600	5,579	SH		SOLE		5,579	0	0
WESTROCK CO	COM	96145D105	2,022	35,455	SH		OTR	1	0	35,455	0
WESTROCK CO	COM	96145D105	345	6,050	SH		SOLE		6,050	0	0
WEYERHAEUSER CO	COM	962166104	5,038	138,192	SH		OTR	1	0	138,192	0
WEYERHAEUSER CO	COM	962166104	713	19,559	SH		SOLE		19,559	0	0
WHIRLPOOL CORP	COM	963320106	1,305	8,921	SH		OTR	1	0	8,921	0
WHIRLPOOL CORP	COM	963320106	223	1,522	SH		SOLE		1,522	0	0
WHITING PETE CORP NEW	COM NEW	966387409	664	12,593	SH		SOLE		12,593	0	0
WHITING PETE CORP NEW	COM NEW	966387409	9,030	171,283	SH		OTR	1	0	171,283	0
WHITING PETE CORP NEW	NOTE 1.250% 4/0	966387AL6	1,139	1,190,000	PRN		SOLE		1,190,000	0	0
WILEY JOHN & SONS INC	CL A	968223206	93	1,491	SH		SOLE		1,491	0	0
WILEY JOHN & SONS INC	CL A	968223206	2,665	42,711	SH		OTR	1	0	42,711	0
WILLIAMS COS INC DEL	COM	969457100	3,102	114,429	SH		OTR	1	0	114,429	0
WILLIAMS COS INC DEL	COM	969457100	529	19,527	SH		SOLE		19,527	0	0
WILLIAMS SONOMA INC	COM	969904101	11,793	192,129	SH		OTR	1	0	192,129	0
WILLIAMS SONOMA INC	COM	969904101	2,395	39,013	SH		SOLE		39,013	0	0
WORKDAY INC	NOTE 1.500% 7/1	98138HAD3	1,304	845,000	PRN		SOLE		845,000	0	0
WORLD ACCEP CORP DEL	COM	981419104	266	2,400	SH		OTR	1	0	2,400	0
WORLD ACCEP CORP DEL	COM	981419104	196	1,762	SH		SOLE		1,762	0	0
WRIGHT MED GROUP INC	NOTE 2.000% 2/1	98235TAE7	93	86,000	PRN		OTR	4	86,000	0	0
WRIGHT MED GROUP INC	NOTE 2.000% 2/1	98235TAE7	7,550	6,974,000	PRN		SOLE		6,102,000	0	872,000
WYNDHAM DESTINATIONS INC	COM	98310W108	2,903	65,569	SH		OTR	1	0	65,569	0
WYNDHAM DESTINATIONS INC	COM	98310W108	1,121	25,329	SH		SOLE		25,329	0	0
WYNDHAM HOTELS & RESORTS INC	COM	98311A105	3,857	65,569	SH		OTR	1	0	65,569	0
WYNDHAM HOTELS & RESORTS INC	COM	98311A105	1,490	25,329	SH		SOLE		25,329	0	0
WYNN RESORTS LTD	COM	983134107	2,420	14,461	SH		SOLE		14,461	0	0
WYNN RESORTS LTD	COM	983134107	15,510	92,684	SH		OTR	1	0	92,684	0
XCEL ENERGY INC	COM	98389B100	21,261	465,443	SH		OTR	1	0	465,443	0
XCEL ENERGY INC	COM	98389B100	6,972	152,629	SH		SOLE		152,629	0	0
XENCOR INC	COM	98401F105	371	10,031	SH		OTR	1	0	10,031	0
XENCOR INC	COM	98401F105	244	6,590	SH		SOLE		6,590	0	0
XENIA HOTELS & RESORTS INC	COM	984017103	2,536	104,100	SH		OTR	1	0	104,100	0
XENIA HOTELS & RESORTS INC	COM	984017103	1,836	75,368	SH		SOLE		75,368	0	0
XEROX CORP	COM NEW	984121608	710	29,576	SH		OTR	1	0	29,576	0
XEROX CORP	COM NEW	984121608	121	5,047	SH		SOLE		5,047	0	0
XILINX INC	COM	983919101	2,286	35,034	SH		OTR	1	0	35,034	0
XILINX INC	COM	983919101	390	5,978	SH		SOLE		5,978	0	0
XO GROUP INC	COM	983772104	237	7,400	SH		OTR	1	0	7,400	0
XO GROUP INC	COM	983772104	186	5,800	SH		SOLE		5,800	0	0
XPERI CORP	COM	98421B100	1,686	104,700	SH		OTR	1	0	104,700	0
XPERI CORP	COM	98421B100	769	47,750	SH		SOLE		47,750	0	0
XPO LOGISTICS INC	COM	983793100	42,636	425,594	SH		OTR	1	0	425,594	0
XPO LOGISTICS INC	COM	983793100	1,194	11,915	SH		SOLE		11,915	0	0
XYLEM INC	COM	98419M100	286	4,246	SH		SOLE		4,246	0	0
XYLEM INC	COM	98419M100	1,676	24,875	SH		OTR	1	0	24,875	0
YAHOO INC	NOTE 12/0	984332AF3	2,719	1,990,000	PRN		SOLE		1,990,000	0	0
YUM BRANDS INC	COM	988498101	596	7,625	SH		SOLE		7,625	0	0
YUM BRANDS INC	COM	988498101	4,882	62,417	SH		OTR	1	0	62,417	0
YUM CHINA HLDGS INC	COM	98850P109	18,090	470,369	SH		OTR	1	0	470,369	0
YUM CHINA HLDGS INC	COM	98850P109	1,287	33,458	SH		SOLE		33,458	0	0
ZAGG INC	COM	98884U108	1,727	99,800	SH		OTR	1	0	99,800	0
ZAGG INC	COM	98884U108	948	54,800	SH		SOLE		54,800	0	0
ZAYO GROUP HLDGS INC	COM	98919V105	110	3,010	SH		SOLE		3,010	0	0
ZAYO GROUP HLDGS INC	COM	98919V105	905	24,795	SH		OTR	1	0	24,795	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	591	4,129	SH		SOLE		4,129	0	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	8,955	62,514	SH		OTR	1	0	62,514	0
ZENDESK INC	COM	98936J101	327	6,000	SH		OTR	1	0	6,000	0
ZENDESK INC	COM	98936J101	234	4,300	SH		SOLE		4,300	0	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	100	79,000	PRN		OTR	4	79,000	0	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	8,237	6,495,000	PRN		SOLE		5,667,000	0	828,000
ZIMMER BIOMET HLDGS INC	COM	98956P102	3,170	28,446	SH		OTR	1	0	28,446	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	534	4,796	SH		SOLE		4,796	0	0
ZIONS BANCORPORATION	COM	989701107	1,436	27,252	SH		OTR	1	0	27,252	0
ZIONS BANCORPORATION	COM	989701107	245	4,650	SH		SOLE		4,650	0	0
ZIX CORP	COM	98974P100	308	57,200	SH		SOLE		57,200	0	0
ZIX CORP	COM	98974P100	419	77,700	SH		OTR	1	0	77,700	0
ZOES KITCHEN INC	COM	98979J109	311	31,900	SH		OTR	1	0	31,900	0
ZOES KITCHEN INC	COM	98979J109	215	22,000	SH		SOLE		22,000	0	0
ZOETIS INC	CL A	98978V103	5,832	68,460	SH		OTR	1	0	68,460	0
ZOETIS INC	CL A	98978V103	987	11,584	SH		SOLE		11,584	0	0
ZUMIEZ INC	COM	989817101	619	24,700	SH		SOLE		24,700	0	0
ZUMIEZ INC	COM	989817101	862	34,400	SH		OTR	1	0	34,400	0