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	3,955	20,757	SH		SOLE		20,757	0	0
3M CO	COM	88579Y101	26,283	137,939	SH		OTR	5 1	0	137,939	0
AAR CORP	COM	000361105	788	21,100	SH		OTR	1	0	21,100	0
AAR CORP	COM	000361105	485	13,001	SH		SOLE		13,001	0	0
ABBOTT LABS	COM	002824100	31,914	441,232	SH		OTR	5 1	0	441,232	0
ABBOTT LABS	COM	002824100	9,086	125,617	SH		SOLE		125,617	0	0
ABBVIE INC	COM	00287Y109	44,880	486,822	SH		OTR	5 1	0	486,822	0
ABBVIE INC	COM	00287Y109	10,375	112,543	SH		SOLE		112,543	0	0
ABERCROMBIE & FITCH CO	CL A	002896207	701	34,968	SH		SOLE		34,968	0	0
ABERCROMBIE & FITCH CO	CL A	002896207	1,137	56,700	SH		OTR	1	0	56,700	0
ABIOMED INC	COM	003654100	5,922	18,218	SH		OTR	5 1	0	18,218	0
ABIOMED INC	COM	003654100	879	2,705	SH		SOLE		2,705	0	0
ACADIA PHARMACEUTICALS INC	COM	004225108	323	20,000	SH		OTR	1	0	20,000	0
ACADIA PHARMACEUTICALS INC	COM	004225108	197	12,205	SH		SOLE		12,205	0	0
ACCELERON PHARMA INC	COM	00434H108	449	10,302	SH		OTR	1	0	10,302	0
ACCELERON PHARMA INC	COM	00434H108	269	6,168	SH		SOLE		6,168	0	0
ACCURAY INC	COM	004397105	445	130,600	SH		OTR	1	0	130,600	0
ACCURAY INC	COM	004397105	270	79,282	SH		SOLE		79,282	0	0
ACI WORLDWIDE INC	COM	004498101	277	10,000	SH		SOLE		10,000	0	0
ACI WORLDWIDE INC	COM	004498101	448	16,200	SH		OTR	1	0	16,200	0
ACORDA THERAPEUTICS INC	COM	00484M106	103	6,630	SH		SOLE		6,630	0	0
ACORDA THERAPEUTICS INC	COM	00484M106	171	10,999	SH		OTR	1	0	10,999	0
ACTIVISION BLIZZARD INC	COM	00507V109	4,715	101,256	SH		OTR	1	0	101,256	0
ACTIVISION BLIZZARD INC	COM	00507V109	556	11,940	SH		SOLE		11,940	0	0
ACUITY BRANDS INC	COM	00508Y102	7,247	63,049	SH		OTR	5 1	0	63,049	0
ACUITY BRANDS INC	COM	00508Y102	1,232	10,716	SH		SOLE		10,716	0	0
ADDUS HOMECARE CORP	COM	006739106	679	10,000	SH		OTR	1	0	10,000	0
ADDUS HOMECARE CORP	COM	006739106	414	6,100	SH		SOLE		6,100	0	0
ADOBE INC	COM	00724F101	4,362	19,279	SH		SOLE		19,279	0	0
ADOBE INC	COM	00724F101	31,340	138,524	SH		OTR	5 1	0	138,524	0
ADT INC	COM	00090Q103	2,853	474,686	SH		OTR	1	0	474,686	0
ADT INC	COM	00090Q103	196	32,600	SH		SOLE		32,600	0	0
ADTALEM GLOBAL ED INC	COM	00737L103	128	2,700	SH		OTR	1	0	2,700	0
ADTALEM GLOBAL ED INC	COM	00737L103	80	1,700	SH		SOLE		1,700	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	20,978	133,228	SH		OTR	5 1	0	133,228	0
ADVANCE AUTO PARTS INC	COM	00751Y106	4,647	29,510	SH		SOLE		29,510	0	0
ADVANCED DRAIN SYS INC DEL	COM	00790R104	407	16,800	SH		OTR	1	0	16,800	0
ADVANCED DRAIN SYS INC DEL	COM	00790R104	250	10,300	SH		SOLE		10,300	0	0
ADVANCED ENERGY INDS	COM	007973100	219	5,100	SH		OTR	1	0	5,100	0
ADVANCED ENERGY INDS	COM	007973100	133	3,100	SH		SOLE		3,100	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	3,065	166,033	SH		OTR	1	0	166,033	0
ADVANCED MICRO DEVICES INC	COM	007903107	328	17,788	SH		SOLE		17,788	0	0
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	3,188	1,310,000	PRN		SOLE		1,310,000	0	0
AEROJET ROCKETDYNE HLDGS INC	COM	007800105	1,208	34,300	SH		OTR	1	0	34,300	0
AEROJET ROCKETDYNE HLDGS INC	COM	007800105	744	21,127	SH		SOLE		21,127	0	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	20,629	14,019,000	PRN		OTR	1	0	14,019,000	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	50	34,000	PRN		OTR	4	0	34,000	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	4,911	3,336,000	PRN		SOLE		3,336,000	0	0
AES CORP	COM	00130H105	16,928	1,170,689	SH		OTR	5 1	0	1,170,689	0
AES CORP	COM	00130H105	3,980	275,216	SH		SOLE		275,216	0	0
AFFILIATED MANAGERS GROUP	COM	008252108	692	7,097	SH		OTR	1	0	7,097	0
AFFILIATED MANAGERS GROUP	COM	008252108	81	836	SH		SOLE		836	0	0
AFLAC INC	COM	001055102	2,905	63,758	SH		SOLE		63,758	0	0
AFLAC INC	COM	001055102	10,975	240,889	SH		OTR	5 1	0	240,889	0
AGCO CORP	COM	001084102	7,001	125,756	SH		OTR	5 1	0	125,756	0
AGCO CORP	COM	001084102	2,522	45,298	SH		SOLE		45,298	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	17,019	252,290	SH		OTR	5 1	0	252,290	0
AGILENT TECHNOLOGIES INC	COM	00846U101	2,969	44,015	SH		SOLE		44,015	0	0
AIMMUNE THERAPEUTICS INC	COM	00900T107	325	13,600	SH		OTR	1	0	13,600	0
AIMMUNE THERAPEUTICS INC	COM	00900T107	217	9,079	SH		SOLE		9,079	0	0
AIR LEASE CORP	CL A	00912X302	252	8,342	SH		SOLE		8,342	0	0
AIR LEASE CORP	CL A	00912X302	778	25,755	SH		OTR	1	0	25,755	0
AIR PRODS & CHEMS INC	COM	009158106	1,446	9,037	SH		SOLE		9,037	0	0
AIR PRODS & CHEMS INC	COM	009158106	8,711	54,429	SH		OTR	5 1	0	54,429	0
AIR TRANSPORT SERVICES GRP I	NOTE 1.125%10/1	00922RAB1	421	440,000	PRN		SOLE		440,000	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	16,424	268,888	SH		OTR	5 1	0	268,888	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	4,419	72,355	SH		SOLE		72,355	0	0
AKAMAI TECHNOLOGIES INC	DBCV 2/1	00971TAG6	1,026	1,030,000	PRN		SOLE		1,030,000	0	0
AKORN INC	COM	009728106	105	31,000	SH		OTR	1	0	31,000	0
AKORN INC	COM	009728106	66	19,349	SH		SOLE		19,349	0	0
ALARM COM HLDGS INC	COM	011642105	140	2,700	SH		SOLE		2,700	0	0
ALARM COM HLDGS INC	COM	011642105	223	4,300	SH		OTR	1	0	4,300	0
ALASKA AIR GROUP INC	COM	011659109	2,017	33,155	SH		OTR	5 1	0	33,155	0
ALASKA AIR GROUP INC	COM	011659109	150	2,461	SH		SOLE		2,461	0	0
ALBEMARLE CORP	COM	012653101	1,110	14,403	SH		OTR	1	0	14,403	0
ALBEMARLE CORP	COM	012653101	131	1,699	SH		SOLE		1,699	0	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	1,849	16,042	SH		OTR	1	0	16,042	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	209	1,812	SH		SOLE		1,812	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	3,993	41,014	SH		OTR	1	0	41,014	0
ALEXION PHARMACEUTICALS INC	COM	015351109	340	3,489	SH		SOLE		3,489	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	10,865	79,264	SH		OTR	1	0	79,264	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	480	3,500	SH		SOLE		3,500	0	0
ALIGN TECHNOLOGY INC	COM	016255101	2,033	9,707	SH		OTR	1	0	9,707	0
ALIGN TECHNOLOGY INC	COM	016255101	240	1,144	SH		SOLE		1,144	0	0
ALLEGHANY CORP DEL	COM	017175100	5,774	9,264	SH		OTR	1	0	9,264	0
ALLEGHANY CORP DEL	COM	017175100	248	398	SH		SOLE		398	0	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	892	530,000	PRN		SOLE		530,000	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	12,924	86,112	SH		OTR	5 1	0	86,112	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	3,484	23,211	SH		SOLE		23,211	0	0
ALLIANT ENERGY CORP	COM	018802108	1,330	31,468	SH		OTR	1	0	31,468	0
ALLIANT ENERGY CORP	COM	018802108	157	3,710	SH		SOLE		3,710	0	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	579	12,949	SH		SOLE		12,949	0	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	938	21,000	SH		OTR	1	0	21,000	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	8,231	187,457	SH		OTR	1	0	187,457	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	416	9,472	SH		SOLE		9,472	0	0
ALLSTATE CORP	COM	020002101	13,240	160,229	SH		OTR	5 1	0	160,229	0
ALLSTATE CORP	COM	020002101	3,371	40,800	SH		SOLE		40,800	0	0
ALPHABET INC	CAP STK CL A	02079K305	104,134	99,654	SH		OTR	5 1	0	99,654	0
ALPHABET INC	CAP STK CL A	02079K305	20,972	20,070	SH		SOLE		20,070	0	0
ALPHABET INC	CAP STK CL C	02079K107	105,631	101,999	SH		OTR	5 1	0	101,999	0
ALPHABET INC	CAP STK CL C	02079K107	21,648	20,904	SH		SOLE		20,904	0	0
ALTERYX INC	COM CL A	02156B103	280	4,700	SH		SOLE		4,700	0	0
ALTERYX INC	COM CL A	02156B103	452	7,600	SH		OTR	1	0	7,600	0
ALTRIA GROUP INC	COM	02209S103	1,817	36,792	SH		SOLE		36,792	0	0
ALTRIA GROUP INC	COM	02209S103	20,315	411,328	SH		OTR	5 1	0	411,328	0
ALZA CORP	SDCV 7/2	02261WAB5	21,278	12,024,000	PRN		SOLE		12,024,000	0	0
AMAZON COM INC	COM	023135106	199,459	132,798	SH		OTR	5 1	0	132,798	0
AMAZON COM INC	COM	023135106	37,743	25,129	SH		SOLE		25,129	0	0
AMC ENTMT HLDGS INC	CL A COM	00165C104	806	65,600	SH		OTR	1	0	65,600	0
AMC ENTMT HLDGS INC	CL A COM	00165C104	498	40,563	SH		SOLE		40,563	0	0
AMC NETWORKS INC	CL A	00164V103	4,933	89,889	SH		OTR	1	0	89,889	0
AMC NETWORKS INC	CL A	00164V103	166	3,025	SH		SOLE		3,025	0	0
AMEDISYS INC	COM	023436108	1,195	10,200	SH		OTR	1	0	10,200	0
AMEDISYS INC	COM	023436108	738	6,300	SH		SOLE		6,300	0	0
AMEREN CORP	COM	023608102	1,684	25,816	SH		SOLE		25,816	0	0
AMEREN CORP	COM	023608102	10,223	156,726	SH		OTR	5 1	0	156,726	0
AMERICAN AIRLS GROUP INC	COM	02376R102	1,786	55,631	SH		OTR	1	0	55,631	0
AMERICAN AIRLS GROUP INC	COM	02376R102	206	6,418	SH		SOLE		6,418	0	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	1,699	41,051	SH		OTR	1	0	41,051	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	81	1,952	SH		SOLE		1,952	0	0
AMERICAN ELEC PWR INC	COM	025537101	8,365	111,924	SH		OTR	5 1	0	111,924	0
AMERICAN ELEC PWR INC	COM	025537101	1,677	22,434	SH		SOLE		22,434	0	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	652	23,337	SH		SOLE		23,337	0	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	1,056	37,800	SH		OTR	1	0	37,800	0
AMERICAN EXPRESS CO	COM	025816109	2,115	22,190	SH		SOLE		22,190	0	0
AMERICAN EXPRESS CO	COM	025816109	12,745	133,711	SH		OTR	5 1	0	133,711	0
AMERICAN HOMES 4 RENT	CL A	02665T306	2,517	126,789	SH		OTR	1	0	126,789	0
AMERICAN HOMES 4 RENT	CL A	02665T306	107	5,414	SH		SOLE		5,414	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	5,920	150,214	SH		OTR	1	0	150,214	0
AMERICAN INTL GROUP INC	COM NEW	026874784	548	13,912	SH		SOLE		13,912	0	0
AMERICAN NATL INS CO	COM	028591105	1,891	14,863	SH		OTR	1	0	14,863	0
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	840	29,500	SH		OTR	1	0	29,500	0
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	518	18,205	SH		SOLE		18,205	0	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	13,324	13,500,000	PRN		OTR	1	0	13,500,000	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	8,281	8,390,000	PRN		SOLE		8,390,000	0	0
AMERICAN STS WTR CO	COM	029899101	723	10,784	SH		SOLE		10,784	0	0
AMERICAN STS WTR CO	COM	029899101	1,173	17,500	SH		OTR	1	0	17,500	0
AMERICAN TOWER CORP NEW	COM	03027X100	15,613	98,696	SH		OTR	5 1	0	98,696	0
AMERICAN TOWER CORP NEW	COM	03027X100	4,122	26,056	SH		SOLE		26,056	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	3,060	33,711	SH		OTR	1	0	33,711	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	318	3,499	SH		SOLE		3,499	0	0
AMERICOLD RLTY TR	COM	03064D108	902	35,300	SH		OTR	1	0	35,300	0
AMERICOLD RLTY TR	COM	03064D108	557	21,800	SH		SOLE		21,800	0	0
AMERIPRISE FINL INC	COM	03076C106	3,580	34,302	SH		SOLE		34,302	0	0
AMERIPRISE FINL INC	COM	03076C106	17,694	169,534	SH		OTR	5 1	0	169,534	0
AMERISOURCEBERGEN CORP	COM	03073E105	3,590	48,257	SH		SOLE		48,257	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	10,324	138,765	SH		OTR	5 1	0	138,765	0
AMETEK INC NEW	COM	031100100	2,570	37,964	SH		OTR	1	0	37,964	0
AMETEK INC NEW	COM	031100100	300	4,432	SH		SOLE		4,432	0	0
AMGEN INC	COM	031162100	51,387	263,970	SH		OTR	5 1	0	263,970	0
AMGEN INC	COM	031162100	8,355	42,918	SH		SOLE		42,918	0	0
AMICUS THERAPEUTICS INC	COM	03152W109	442	46,140	SH		OTR	1	0	46,140	0
AMICUS THERAPEUTICS INC	COM	03152W109	268	27,965	SH		SOLE		27,965	0	0
AMKOR TECHNOLOGY INC	COM	031652100	174	26,501	SH		SOLE		26,501	0	0
AMKOR TECHNOLOGY INC	COM	031652100	285	43,500	SH		OTR	1	0	43,500	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	1,021	51,300	SH		OTR	1	0	51,300	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	632	31,742	SH		SOLE		31,742	0	0
AMPHENOL CORP NEW	CL A	032095101	3,531	43,580	SH		OTR	1	0	43,580	0
AMPHENOL CORP NEW	CL A	032095101	414	5,113	SH		SOLE		5,113	0	0
ANADARKO PETE CORP	COM	032511107	4,281	97,657	SH		OTR	1	0	97,657	0
ANADARKO PETE CORP	COM	032511107	422	9,630	SH		SOLE		9,630	0	0
ANALOG DEVICES INC	COM	032654105	7,934	92,443	SH		OTR	1	0	92,443	0
ANALOG DEVICES INC	COM	032654105	752	8,758	SH		SOLE		8,758	0	0
ANAPTYSBIO INC	COM	032724106	293	4,600	SH		OTR	1	0	4,600	0
ANAPTYSBIO INC	COM	032724106	185	2,896	SH		SOLE		2,896	0	0
ANGIODYNAMICS INC	COM	03475V101	479	23,800	SH		OTR	1	0	23,800	0
ANGIODYNAMICS INC	COM	03475V101	297	14,768	SH		SOLE		14,768	0	0
ANI PHARMACEUTICALS INC	COM	00182C103	360	8,000	SH		OTR	1	0	8,000	0
ANI PHARMACEUTICALS INC	COM	00182C103	239	5,301	SH		SOLE		5,301	0	0
ANIXTER INTL INC	COM	035290105	581	10,700	SH		OTR	1	0	10,700	0
ANIXTER INTL INC	COM	035290105	359	6,610	SH		SOLE		6,610	0	0
ANSYS INC	COM	03662Q105	1,821	12,737	SH		OTR	1	0	12,737	0
ANSYS INC	COM	03662Q105	213	1,490	SH		SOLE		1,490	0	0
ANTHEM INC	COM	036752103	16,314	62,116	SH		OTR	5 1	0	62,116	0
ANTHEM INC	COM	036752103	3,122	11,889	SH		SOLE		11,889	0	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	43,494	12,012,000	PRN		OTR	1	0	12,012,000	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	21,425	5,917,000	PRN		SOLE		5,917,000	0	0
APACHE CORP	COM	037411105	235	8,970	SH		SOLE		8,970	0	0
APACHE CORP	COM	037411105	2,707	103,118	SH		OTR	1	0	103,118	0
APARTMENT INVT & MGMT CO	CL A	03748R101	4,521	103,030	SH		OTR	5 1	0	103,030	0
APARTMENT INVT & MGMT CO	CL A	03748R101	580	13,228	SH		SOLE		13,228	0	0
APPFOLIO INC	COM CL A	03783C100	124	2,100	SH		OTR	1	0	2,100	0
APPFOLIO INC	COM CL A	03783C100	77	1,300	SH		SOLE		1,300	0	0
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	1,526	106,996	SH		OTR	1	0	106,996	0
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	51	3,586	SH		SOLE		3,586	0	0
APPLE INC	COM	037833100	235,363	1,492,093	SH		OTR	5 1	0	1,492,093	0
APPLE INC	COM	037833100	44,504	282,134	SH		SOLE		282,134	0	0
APPLIED MATLS INC	COM	038222105	9,898	302,308	SH		OTR	5 1	0	302,308	0
APPLIED MATLS INC	COM	038222105	2,071	63,244	SH		SOLE		63,244	0	0
ARAMARK	COM	03852U106	1,893	65,339	SH		OTR	1	0	65,339	0
ARAMARK	COM	03852U106	203	7,000	SH		SOLE		7,000	0	0
ARATANA THERAPEUTICS INC	COM	03874P101	145	23,600	SH		OTR	1	0	23,600	0
ARATANA THERAPEUTICS INC	COM	03874P101	89	14,600	SH		SOLE		14,600	0	0
ARBOR RLTY TR INC	COM	038923108	525	52,100	SH		OTR	1	0	52,100	0
ARBOR RLTY TR INC	COM	038923108	325	32,300	SH		SOLE		32,300	0	0
ARCBEST CORP	COM	03937C105	863	25,200	SH		OTR	1	0	25,200	0
ARCBEST CORP	COM	03937C105	531	15,493	SH		SOLE		15,493	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	373	9,114	SH		SOLE		9,114	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	4,214	102,863	SH		OTR	1	0	102,863	0
ARCONIC INC	COM	03965L100	962	57,086	SH		OTR	1	0	57,086	0
ARCONIC INC	COM	03965L100	114	6,732	SH		SOLE		6,732	0	0
ARCOSA INC	COM	039653100	3,177	114,739	SH		OTR	1	0	114,739	0
ARCOSA INC	COM	039653100	350	12,653	SH		SOLE		12,653	0	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	416	10,683	SH		OTR	1	0	10,683	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	246	6,308	SH		SOLE		6,308	0	0
ARES CAP CORP	NOTE 3.750% 2/0	04010LAT0	1,573	1,570,000	PRN		SOLE		1,570,000	0	0
ARISTA NETWORKS INC	COM	040413106	4,777	22,674	SH		OTR	5 1	0	22,674	0
ARISTA NETWORKS INC	COM	040413106	680	3,226	SH		SOLE		3,226	0	0
ARMSTRONG FLOORING INC	COM	04238R106	689	58,200	SH		OTR	1	0	58,200	0
ARMSTRONG FLOORING INC	COM	04238R106	425	35,858	SH		SOLE		35,858	0	0
ARRAY BIOPHARMA INC	COM	04269X105	548	38,435	SH		OTR	1	0	38,435	0
ARRAY BIOPHARMA INC	COM	04269X105	338	23,722	SH		SOLE		23,722	0	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	253	20,400	SH		OTR	1	0	20,400	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	156	12,600	SH		SOLE		12,600	0	0
ASCENA RETAIL GROUP INC	COM	04351G101	565	225,200	SH		OTR	1	0	225,200	0
ASCENA RETAIL GROUP INC	COM	04351G101	349	138,924	SH		SOLE		138,924	0	0
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	783	195,800	SH		OTR	1	0	195,800	0
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	483	120,852	SH		SOLE		120,852	0	0
ASSERTIO THERAPEUTICS INC	COM	04545L107	37	10,200	SH		SOLE		10,200	0	0
ASSERTIO THERAPEUTICS INC	COM	04545L107	59	16,300	SH		OTR	1	0	16,300	0
ASSURANT INC	COM	04621X108	8,230	92,013	SH		OTR	5 1	0	92,013	0
ASSURANT INC	COM	04621X108	1,136	12,699	SH		SOLE		12,699	0	0
AT&T INC	COM	00206R102	42,376	1,484,809	SH		OTR	5 1	0	1,484,809	0
AT&T INC	COM	00206R102	12,482	437,340	SH		SOLE		437,340	0	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	337	9,700	SH		OTR	1	0	9,700	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	201	5,792	SH		SOLE		5,792	0	0
ATKORE INTL GROUP INC	COM	047649108	604	30,454	SH		SOLE		30,454	0	0
ATKORE INTL GROUP INC	COM	047649108	978	49,300	SH		OTR	1	0	49,300	0
ATLANTIC CAP BANCSHARES INC	COM	048269203	70	4,300	SH		SOLE		4,300	0	0
ATLANTIC CAP BANCSHARES INC	COM	048269203	115	7,000	SH		OTR	1	0	7,000	0
ATLANTIC PWR CORP	COM NEW	04878Q863	181	83,600	SH		OTR	1	0	83,600	0
ATLANTIC PWR CORP	COM NEW	04878Q863	112	51,600	SH		SOLE		51,600	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	31,307	32,340,000	PRN		OTR	1	0	32,340,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	71	74,000	PRN		OTR	4	0	74,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	8,271	8,537,000	PRN		SOLE		8,537,000	0	0
ATMOS ENERGY CORP	COM	049560105	798	8,602	SH		OTR	1	0	8,602	0
ATMOS ENERGY CORP	COM	049560105	18	194	SH		SOLE		194	0	0
ATN INTL INC	COM	00215F107	837	11,700	SH		OTR	1	0	11,700	0
ATN INTL INC	COM	00215F107	519	7,262	SH		SOLE		7,262	0	0
AUDENTES THERAPEUTICS INC	COM	05070R104	103	4,853	SH		SOLE		4,853	0	0
AUDENTES THERAPEUTICS INC	COM	05070R104	162	7,600	SH		OTR	1	0	7,600	0
AUTODESK INC	COM	052769106	4,429	34,437	SH		OTR	1	0	34,437	0
AUTODESK INC	COM	052769106	517	4,020	SH		SOLE		4,020	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	21,303	162,466	SH		OTR	5 1	0	162,466	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	3,966	30,247	SH		SOLE		30,247	0	0
AUTOZONE INC	COM	053332102	20,192	24,086	SH		OTR	5 1	0	24,086	0
AUTOZONE INC	COM	053332102	3,205	3,823	SH		SOLE		3,823	0	0
AVALONBAY CMNTYS INC	COM	053484101	1,113	6,392	SH		SOLE		6,392	0	0
AVALONBAY CMNTYS INC	COM	053484101	9,627	55,309	SH		OTR	5 1	0	55,309	0
AVANGRID INC	COM	05351W103	130	2,600	SH		SOLE		2,600	0	0
AVANGRID INC	COM	05351W103	1,229	24,535	SH		OTR	1	0	24,535	0
AVAYA HLDGS CORP	COM	05351X101	215	14,800	SH		OTR	1	0	14,800	0
AVAYA HLDGS CORP	COM	05351X101	132	9,040	SH		SOLE		9,040	0	0
AVERY DENNISON CORP	COM	053611109	1,169	13,009	SH		OTR	1	0	13,009	0
AVERY DENNISON CORP	COM	053611109	132	1,468	SH		SOLE		1,468	0	0
AVID TECHNOLOGY INC	COM	05367P100	49	10,400	SH		OTR	1	0	10,400	0
AVID TECHNOLOGY INC	COM	05367P100	30	6,400	SH		SOLE		6,400	0	0
AVNET INC	COM	053807103	139	3,857	SH		SOLE		3,857	0	0
AVNET INC	COM	053807103	2,884	79,877	SH		OTR	1	0	79,877	0
AVX CORP NEW	COM	002444107	99	6,500	SH		OTR	1	0	6,500	0
AVX CORP NEW	COM	002444107	63	4,100	SH		SOLE		4,100	0	0
AXOS FINL INC	COM	05465C100	285	11,300	SH		OTR	1	0	11,300	0
AXOS FINL INC	COM	05465C100	174	6,900	SH		SOLE		6,900	0	0
AZZ INC	COM	002474104	125	3,100	SH		OTR	1	0	3,100	0
AZZ INC	COM	002474104	77	1,900	SH		SOLE		1,900	0	0
BAIDU INC	SPON ADR REP A	056752108	2,189	13,800	SH		OTR	1	0	13,800	0
BAKER HUGHES A GE CO	CL A	05722G100	3,781	175,880	SH		OTR	1	0	175,880	0
BAKER HUGHES A GE CO	CL A	05722G100	171	7,958	SH		SOLE		7,958	0	0
BALL CORP	COM	058498106	2,439	53,043	SH		SOLE		53,043	0	0
BALL CORP	COM	058498106	13,364	290,656	SH		OTR	5 1	0	290,656	0
BANCORP INC DEL	COM	05969A105	654	82,151	SH		SOLE		82,151	0	0
BANCORP INC DEL	COM	05969A105	1,060	133,200	SH		OTR	1	0	133,200	0
BANK AMER CORP	7.25%CNV PFD L	060505682	34,131	27,234	SH		OTR	1	0	27,234	0
BANK AMER CORP	7.25%CNV PFD L	060505682	132	105	SH		OTR	4	0	105	0
BANK AMER CORP	7.25%CNV PFD L	060505682	14,894	11,882	SH		SOLE		11,882	0	0
BANK AMER CORP	COM	060505104	73,817	2,995,817	SH		OTR	5 1	0	2,995,817	0
BANK AMER CORP	COM	060505104	16,182	656,746	SH		SOLE		656,746	0	0
BANK COMM HLDGS	COM	06424J103	104	9,500	SH		OTR	1	0	9,500	0
BANK COMM HLDGS	COM	06424J103	64	5,831	SH		SOLE		5,831	0	0
BANK NEW YORK MELLON CORP	COM	064058100	7,516	159,681	SH		OTR	5 1	0	159,681	0
BANK NEW YORK MELLON CORP	COM	064058100	910	19,333	SH		SOLE		19,333	0	0
BANK OZK	COM	06417N103	1,098	48,086	SH		SOLE		48,086	0	0
BANK OZK	COM	06417N103	4,491	196,694	SH		OTR	1	0	196,694	0
BARNES & NOBLE ED INC	COM	06777U101	38	9,400	SH		OTR	1	0	9,400	0
BARNES & NOBLE ED INC	COM	06777U101	20	5,088	SH		SOLE		5,088	0	0
BARNES & NOBLE INC	COM	067774109	116	16,400	SH		OTR	1	0	16,400	0
BARNES & NOBLE INC	COM	067774109	72	10,200	SH		SOLE		10,200	0	0
BARRETT BUSINESS SERVICES IN	COM	068463108	1,008	17,600	SH		OTR	1	0	17,600	0
BARRETT BUSINESS SERVICES IN	COM	068463108	626	10,934	SH		SOLE		10,934	0	0
BAXTER INTL INC	COM	071813109	1,529	23,226	SH		SOLE		23,226	0	0
BAXTER INTL INC	COM	071813109	11,651	177,014	SH		OTR	5 1	0	177,014	0
BB&T CORP	COM	054937107	525	12,127	SH		SOLE		12,127	0	0
BB&T CORP	COM	054937107	5,643	130,258	SH		OTR	1	0	130,258	0
BCB BANCORP INC	COM	055298103	88	8,400	SH		OTR	1	0	8,400	0
BCB BANCORP INC	COM	055298103	52	5,005	SH		SOLE		5,005	0	0
BECTON DICKINSON & CO	COM	075887109	9,860	43,762	SH		OTR	5 1	0	43,762	0
BECTON DICKINSON & CO	COM	075887109	1,264	5,609	SH		SOLE		5,609	0	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	32,047	556,883	SH		OTR	1	0	556,883	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	86	1,486	SH		OTR	4	0	1,486	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	6,621	115,100	SH		SOLE		115,100	0	0
BELDEN INC	COM	077454106	234	5,600	SH		OTR	1	0	5,600	0
BELDEN INC	COM	077454106	142	3,400	SH		SOLE		3,400	0	0
BENCHMARK ELECTRS INC	COM	08160H101	87	4,100	SH		SOLE		4,100	0	0
BENCHMARK ELECTRS INC	COM	08160H101	140	6,600	SH		OTR	1	0	6,600	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	103,130	505,094	SH		OTR	5 1	0	505,094	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	26,177	128,207	SH		SOLE		128,207	0	0
BERKSHIRE HILLS BANCORP INC	COM	084680107	386	14,300	SH		OTR	1	0	14,300	0
BERKSHIRE HILLS BANCORP INC	COM	084680107	238	8,815	SH		SOLE		8,815	0	0
BERRY GLOBAL GROUP INC	COM	08579W103	4,333	91,166	SH		OTR	1	0	91,166	0
BERRY GLOBAL GROUP INC	COM	08579W103	229	4,809	SH		SOLE		4,809	0	0
BEST BUY INC	COM	086516101	2,397	45,254	SH		SOLE		45,254	0	0
BEST BUY INC	COM	086516101	8,916	168,355	SH		OTR	5 1	0	168,355	0
BG STAFFING INC	COM	05544A109	208	10,066	SH		SOLE		10,066	0	0
BG STAFFING INC	COM	05544A109	339	16,400	SH		OTR	1	0	16,400	0
BIOGEN INC	COM	09062X103	23,579	78,355	SH		OTR	5 1	0	78,355	0
BIOGEN INC	COM	09062X103	4,964	16,497	SH		SOLE		16,497	0	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	3,193	37,501	SH		OTR	1	0	37,501	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	300	3,522	SH		SOLE		3,522	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	6,249	6,268,000	PRN		SOLE		6,268,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	46,877	47,037,000	PRN		OTR	1	0	47,037,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	69	69,000	PRN		OTR	4	0	69,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.500%10/1	09061GAF8	2,573	2,308,000	PRN		SOLE		2,308,000	0	0
BJS RESTAURANTS INC	COM	09180C106	910	18,000	SH		OTR	1	0	18,000	0
BJS RESTAURANTS INC	COM	09180C106	563	11,132	SH		SOLE		11,132	0	0
BLACKROCK CORPOR HI YLD FD I	COM	09255P107	167	18,000	SH		SOLE		18,000	0	0
BLACKROCK FLA MUN 2020 TERM	COM SHS	09250M109	135	9,650	SH		OTR	1	0	9,650	0
BLACKROCK FLA MUN 2020 TERM	COM SHS	09250M109	2,632	187,485	SH		SOLE		187,485	0	0
BLACKROCK INC	COM	09247X101	7,650	19,475	SH		OTR	1	0	19,475	0
BLACKROCK INC	COM	09247X101	756	1,924	SH		SOLE		1,924	0	0
BLACKROCK INVT QUALITY MUN T	COM	09247D105	534	40,431	SH		OTR	1	0	40,431	0
BLACKROCK INVT QUALITY MUN T	COM	09247D105	473	35,776	SH		SOLE		35,776	0	0
BLACKROCK LONG-TERM MUNI ADV	COM	09250B103	873	81,807	SH		SOLE		81,807	0	0
BLACKROCK MUN 2030 TAR TERM	COM SHS BEN IN	09257P105	3,440	167,704	SH		SOLE		167,704	0	0
BLACKROCK MUNI INCOME INV QL	COM	09250G102	173	13,231	SH		SOLE		13,231	0	0
BLACKROCK MUNI INCOME INV QL	COM	09250G102	237	18,120	SH		OTR	1	0	18,120	0
BLACKROCK MUNI INTER DR FD I	COM	09253X102	10,120	800,000	SH		SOLE		800,000	0	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	700	70,702	SH		OTR	1	0	70,702	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	426	42,998	SH		SOLE		42,998	0	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	2,093	166,407	SH		SOLE		166,407	0	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	898	70,458	SH		OTR	1	0	70,458	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	673	52,852	SH		SOLE		52,852	0	0
BLACKROCK MUNIYIELD N J FD I	COM	09254Y109	402	31,029	SH		SOLE		31,029	0	0
BLACKROCK MUNIYIELD NY QLTY	COM	09255E102	115	10,000	SH		SOLE		10,000	0	0
BLACKROCK MUNIYLD INVST QLTY	COM	09254T100	443	36,189	SH		OTR	1	0	36,189	0
BLACKROCK MUNIYLD INVST QLTY	COM	09254T100	266	21,686	SH		SOLE		21,686	0	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	5,613	451,928	SH		SOLE		451,928	0	0
BLACKROCK NY MUN INCOME TR I	COM	09249R102	206	16,573	SH		OTR	1	0	16,573	0
BLACKROCK NY MUN INCOME TR I	COM	09249R102	256	20,683	SH		SOLE		20,683	0	0
BLOCK H & R INC	COM	093671105	18,490	728,828	SH		OTR	5 1	0	728,828	0
BLOCK H & R INC	COM	093671105	4,364	172,020	SH		SOLE		172,020	0	0
BLOOMIN BRANDS INC	COM	094235108	966	53,977	SH		OTR	1	0	53,977	0
BLOOMIN BRANDS INC	COM	094235108	596	33,314	SH		SOLE		33,314	0	0
BLUE BIRD CORP	COM	095306106	155	8,500	SH		OTR	1	0	8,500	0
BLUE BIRD CORP	COM	095306106	95	5,200	SH		SOLE		5,200	0	0
BLUELINX HLDGS INC	COM NEW	09624H208	519	21,000	SH		OTR	1	0	21,000	0
BLUELINX HLDGS INC	COM NEW	09624H208	321	13,000	SH		SOLE		13,000	0	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	431	8,000	SH		OTR	1	0	8,000	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	262	4,853	SH		SOLE		4,853	0	0
BMC STK HLDGS INC	COM	05591B109	373	24,100	SH		OTR	1	0	24,100	0
BMC STK HLDGS INC	COM	05591B109	228	14,700	SH		SOLE		14,700	0	0
BOEING CO	COM	097023105	63,531	196,996	SH		OTR	5 1	0	196,996	0
BOEING CO	COM	097023105	14,009	43,439	SH		SOLE		43,439	0	0
BOINGO WIRELESS INC	COM	09739C102	226	11,000	SH		OTR	1	0	11,000	0
BOINGO WIRELESS INC	COM	09739C102	140	6,800	SH		SOLE		6,800	0	0
BOJANGLES INC	COM	097488100	371	23,100	SH		SOLE		23,100	0	0
BOJANGLES INC	COM	097488100	603	37,500	SH		OTR	1	0	37,500	0
BOOKING HLDGS INC	COM	09857L108	27,414	15,916	SH		OTR	5 1	0	15,916	0
BOOKING HLDGS INC	COM	09857L108	4,799	2,786	SH		SOLE		2,786	0	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	8,373	185,776	SH		OTR	1	0	185,776	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	1,058	23,473	SH		SOLE		23,473	0	0
BORGWARNER INC	COM	099724106	964	27,740	SH		OTR	1	0	27,740	0
BORGWARNER INC	COM	099724106	114	3,271	SH		SOLE		3,271	0	0
BOSTON BEER INC	CL A	100557107	620	2,575	SH		SOLE		2,575	0	0
BOSTON BEER INC	CL A	100557107	1,012	4,200	SH		OTR	1	0	4,200	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	133	12,600	SH		SOLE		12,600	0	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	215	20,300	SH		OTR	1	0	20,300	0
BOSTON PROPERTIES INC	COM	101121101	3,341	29,683	SH		OTR	1	0	29,683	0
BOSTON PROPERTIES INC	COM	101121101	312	2,773	SH		SOLE		2,773	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	7,853	222,220	SH		OTR	1	0	222,220	0
BOSTON SCIENTIFIC CORP	COM	101137107	765	21,656	SH		SOLE		21,656	0	0
BOTTOMLINE TECH DEL INC	COM	101388106	643	13,400	SH		OTR	1	0	13,400	0
BOTTOMLINE TECH DEL INC	COM	101388106	401	8,358	SH		SOLE		8,358	0	0
BRAEMAR HOTELS & RESORTS INC	COM	10482B101	378	42,293	SH		SOLE		42,293	0	0
BRAEMAR HOTELS & RESORTS INC	COM	10482B101	611	68,400	SH		OTR	1	0	68,400	0
BRIDGE BANCORP INC	COM	108035106	446	17,490	SH		OTR	1	0	17,490	0
BRIDGE BANCORP INC	COM	108035106	266	10,451	SH		SOLE		10,451	0	0
BRIGHTHOUSE FINL INC	COM	10922N103	485	15,908	SH		OTR	1	0	15,908	0
BRIGHTHOUSE FINL INC	COM	10922N103	57	1,877	SH		SOLE		1,877	0	0
BRINKER INTL INC	COM	109641100	875	19,900	SH		OTR	1	0	19,900	0
BRINKER INTL INC	COM	109641100	541	12,300	SH		SOLE		12,300	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	16,966	326,403	SH		OTR	5 1	0	326,403	0
BRISTOL MYERS SQUIBB CO	COM	110122108	3,475	66,849	SH		SOLE		66,849	0	0
BRISTOW GROUP INC	NOTE 4.500% 6/0	110394AF0	215	547,000	PRN		SOLE		547,000	0	0
BRISTOW GROUP INC	NOTE 4.500% 6/0	110394AF0	783	2,048,000	PRN		OTR	1	0	2,048,000	0
BRISTOW GROUP INC	NOTE 4.500% 6/0	110394AF0	10	27,000	PRN		OTR	4	0	27,000	0
BRIXMOR PPTY GROUP INC	COM	11120U105	237	16,135	SH		SOLE		16,135	0	0
BRIXMOR PPTY GROUP INC	COM	11120U105	3,714	252,834	SH		OTR	1	0	252,834	0
BROADCOM INC	COM	11135F101	25,721	101,153	SH		OTR	5 1	0	101,153	0
BROADCOM INC	COM	11135F101	4,608	18,120	SH		SOLE		18,120	0	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	3,204	33,285	SH		OTR	1	0	33,285	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	342	3,556	SH		SOLE		3,556	0	0
BROWN FORMAN CORP	CL B	115637209	1,065	22,382	SH		OTR	1	0	22,382	0
BROWN FORMAN CORP	CL B	115637209	126	2,639	SH		SOLE		2,639	0	0
BRUKER CORP	COM	116794108	359	12,058	SH		SOLE		12,058	0	0
BRUKER CORP	COM	116794108	6,643	223,133	SH		OTR	1	0	223,133	0
BRUNSWICK CORP	COM	117043109	3,628	78,100	SH		OTR	1	0	78,100	0
BRUNSWICK CORP	COM	117043109	270	5,804	SH		SOLE		5,804	0	0
BURLINGTON STORES INC	COM	122017106	6,667	40,984	SH		OTR	1	0	40,984	0
BURLINGTON STORES INC	COM	122017106	237	1,459	SH		SOLE		1,459	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	2,447	29,099	SH		OTR	1	0	29,099	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	270	3,206	SH		SOLE		3,206	0	0
CABLE ONE INC	COM	12685J105	3,731	4,549	SH		OTR	1	0	4,549	0
CABLE ONE INC	COM	12685J105	134	163	SH		SOLE		163	0	0
CABOT CORP	COM	127055101	440	10,247	SH		OTR	1	0	10,247	0
CABOT CORP	COM	127055101	6	136	SH		SOLE		136	0	0
CABOT MICROELECTRONICS CORP	COM	12709P103	365	3,828	SH		OTR	1	0	3,828	0
CABOT MICROELECTRONICS CORP	COM	12709P103	219	2,300	SH		SOLE		2,300	0	0
CABOT OIL & GAS CORP	COM	127097103	1,338	59,859	SH		OTR	1	0	59,859	0
CABOT OIL & GAS CORP	COM	127097103	157	7,045	SH		SOLE		7,045	0	0
CACI INTL INC	CL A	127190304	4,529	31,444	SH		OTR	5 1	0	31,444	0
CACI INTL INC	CL A	127190304	2,336	16,222	SH		SOLE		16,222	0	0
CADENCE BANCORPORATION	CL A	12739A100	857	51,100	SH		OTR	1	0	51,100	0
CADENCE BANCORPORATION	CL A	12739A100	528	31,475	SH		SOLE		31,475	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	13,556	311,782	SH		OTR	5 1	0	311,782	0
CADENCE DESIGN SYSTEM INC	COM	127387108	1,633	37,547	SH		SOLE		37,547	0	0
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	7,907	6,357,000	PRN		OTR	1	0	6,357,000	0
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	3,762	3,025,000	PRN		SOLE		3,025,000	0	0
CALIFORNIA WTR SVC GROUP	COM	130788102	609	12,770	SH		SOLE		12,770	0	0
CALIFORNIA WTR SVC GROUP	COM	130788102	991	20,800	SH		OTR	1	0	20,800	0
CALIX INC	COM	13100M509	109	11,200	SH		OTR	1	0	11,200	0
CALIX INC	COM	13100M509	66	6,800	SH		SOLE		6,800	0	0
CAMDEN PPTY TR	SH BEN INT	133131102	2,570	29,192	SH		OTR	5 1	0	29,192	0
CAMDEN PPTY TR	SH BEN INT	133131102	281	3,192	SH		SOLE		3,192	0	0
CAMPBELL SOUP CO	COM	134429109	1,055	31,993	SH		OTR	5 1	0	31,993	0
CAMPBELL SOUP CO	COM	134429109	178	5,408	SH		SOLE		5,408	0	0
CANNAE HLDGS INC	COM	13765N107	409	23,900	SH		OTR	1	0	23,900	0
CANNAE HLDGS INC	COM	13765N107	245	14,336	SH		SOLE		14,336	0	0
CAPITAL ONE FINL CORP	COM	14040H105	6,189	81,874	SH		OTR	1	0	81,874	0
CAPITAL ONE FINL CORP	COM	14040H105	566	7,491	SH		SOLE		7,491	0	0
CARDINAL HEALTH INC	COM	14149Y108	6,456	144,761	SH		OTR	5 1	0	144,761	0
CARDINAL HEALTH INC	COM	14149Y108	672	15,074	SH		SOLE		15,074	0	0
CARE COM INC	COM	141633107	950	49,200	SH		OTR	1	0	49,200	0
CARE COM INC	COM	141633107	587	30,378	SH		SOLE		30,378	0	0
CARMAX INC	COM	143130102	1,471	23,450	SH		OTR	1	0	23,450	0
CARMAX INC	COM	143130102	173	2,764	SH		SOLE		2,764	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	7,606	154,284	SH		OTR	5 1	0	154,284	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	2,177	44,151	SH		SOLE		44,151	0	0
CARROLS RESTAURANT GROUP INC	COM	14574X104	578	58,768	SH		SOLE		58,768	0	0
CARROLS RESTAURANT GROUP INC	COM	14574X104	938	95,300	SH		OTR	1	0	95,300	0
CASEYS GEN STORES INC	COM	147528103	7,202	56,203	SH		OTR	5 1	0	56,203	0
CASEYS GEN STORES INC	COM	147528103	581	4,533	SH		SOLE		4,533	0	0
CATALENT INC	COM	148806102	759	24,317	SH		OTR	1	0	24,317	0
CATALENT INC	COM	148806102	60	1,934	SH		SOLE		1,934	0	0
CATERPILLAR INC DEL	COM	149123101	17,447	137,303	SH		OTR	5 1	0	137,303	0
CATERPILLAR INC DEL	COM	149123101	2,124	16,715	SH		SOLE		16,715	0	0
CATHAY GEN BANCORP	COM	149150104	422	12,600	SH		SOLE		12,600	0	0
CATHAY GEN BANCORP	COM	149150104	691	20,600	SH		OTR	1	0	20,600	0
CBL & ASSOC PPTYS INC	COM	124830100	53	27,400	SH		SOLE		27,400	0	0
CBL & ASSOC PPTYS INC	COM	124830100	85	44,400	SH		OTR	1	0	44,400	0
CBOE GLOBAL MARKETS INC	COM	12503M108	6,410	65,520	SH		OTR	5 1	0	65,520	0
CBOE GLOBAL MARKETS INC	COM	12503M108	964	9,849	SH		SOLE		9,849	0	0
CBRE GROUP INC	CL A	12504L109	2,101	52,481	SH		OTR	1	0	52,481	0
CBRE GROUP INC	CL A	12504L109	229	5,716	SH		SOLE		5,716	0	0
CBS CORP NEW	CL B	124857202	4,152	94,959	SH		OTR	1	0	94,959	0
CBS CORP NEW	CL B	124857202	389	8,895	SH		SOLE		8,895	0	0
CDK GLOBAL INC	COM	12508E101	1,832	38,254	SH		SOLE		38,254	0	0
CDK GLOBAL INC	COM	12508E101	6,311	131,803	SH		OTR	1	0	131,803	0
CDW CORP	COM	12514G108	12,921	159,416	SH		OTR	1	0	159,416	0
CDW CORP	COM	12514G108	1,913	23,601	SH		SOLE		23,601	0	0
CECO ENVIRONMENTAL CORP	COM	125141101	81	12,000	SH		OTR	1	0	12,000	0
CECO ENVIRONMENTAL CORP	COM	125141101	50	7,400	SH		SOLE		7,400	0	0
CELANESE CORP DEL	COM	150870103	8,194	91,072	SH		OTR	1	0	91,072	0
CELANESE CORP DEL	COM	150870103	435	4,839	SH		SOLE		4,839	0	0
CELGENE CORP	COM	151020104	22,626	353,032	SH		OTR	5 1	0	353,032	0
CELGENE CORP	COM	151020104	4,799	74,878	SH		SOLE		74,878	0	0
CENTENE CORP DEL	COM	15135B101	25,767	223,477	SH		OTR	5 1	0	223,477	0
CENTENE CORP DEL	COM	15135B101	5,552	48,153	SH		SOLE		48,153	0	0
CENTERPOINT ENERGY INC	COM	15189T107	14,678	519,955	SH		OTR	5 1	0	519,955	0
CENTERPOINT ENERGY INC	COM	15189T107	4,785	169,507	SH		SOLE		169,507	0	0
CENTERPOINT ENERGY INC	DEP RP PFD CV B	15189T503	2,532	50,200	SH		SOLE		50,200	0	0
CENTRAL VALLEY CMNTY BANCORP	COM	155685100	162	8,600	SH		OTR	1	0	8,600	0
CENTRAL VALLEY CMNTY BANCORP	COM	155685100	107	5,689	SH		SOLE		5,689	0	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	264	3,900	SH		OTR	1	0	3,900	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	164	2,421	SH		SOLE		2,421	0	0
CENTURYLINK INC	COM	156700106	4,320	285,163	SH		OTR	5 1	0	285,163	0
CENTURYLINK INC	COM	156700106	674	44,472	SH		SOLE		44,472	0	0
CERNER CORP	COM	156782104	581	11,085	SH		SOLE		11,085	0	0
CERNER CORP	COM	156782104	5,112	97,483	SH		OTR	1	0	97,483	0
CF INDS HLDGS INC	COM	125269100	18,499	425,162	SH		OTR	5 1	0	425,162	0
CF INDS HLDGS INC	COM	125269100	3,500	80,448	SH		SOLE		80,448	0	0
CHARLES RIV LABS INTL INC	COM	159864107	12,921	114,160	SH		OTR	5 1	0	114,160	0
CHARLES RIV LABS INTL INC	COM	159864107	1,193	10,541	SH		SOLE		10,541	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	12,622	44,293	SH		OTR	5 1	0	44,293	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	1,863	6,537	SH		SOLE		6,537	0	0
CHEESECAKE FACTORY INC	COM	163072101	535	12,300	SH		OTR	1	0	12,300	0
CHEESECAKE FACTORY INC	COM	163072101	331	7,600	SH		SOLE		7,600	0	0
CHEMOURS CO	COM	163851108	1,733	61,400	SH		OTR	1	0	61,400	0
CHEMOURS CO	COM	163851108	971	34,425	SH		SOLE		34,425	0	0
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	851	1,215,000	PRN		SOLE		1,215,000	0	0
CHERRY HILL MTG INVT CORP	COM	164651101	499	28,445	SH		SOLE		28,445	0	0
CHERRY HILL MTG INVT CORP	COM	164651101	809	46,100	SH		OTR	1	0	46,100	0
CHESAPEAKE ENERGY CORP	COM	165167107	2,378	1,132,228	SH		OTR	1	0	1,132,228	0
CHESAPEAKE ENERGY CORP	COM	165167107	127	60,311	SH		SOLE		60,311	0	0
CHESAPEAKE ENERGY CORP	NOTE 5.500% 9/1	165167CY1	1,695	2,100,000	PRN		SOLE		2,100,000	0	0
CHESAPEAKE LODGING TR	SH BEN INT	165240102	268	11,000	SH		OTR	1	0	11,000	0
CHESAPEAKE LODGING TR	SH BEN INT	165240102	179	7,357	SH		SOLE		7,357	0	0
CHESAPEAKE UTILS CORP	COM	165303108	301	3,700	SH		OTR	1	0	3,700	0
CHESAPEAKE UTILS CORP	COM	165303108	186	2,283	SH		SOLE		2,283	0	0
CHEVRON CORP NEW	COM	166764100	54,815	503,865	SH		OTR	5 1	0	503,865	0
CHEVRON CORP NEW	COM	166764100	15,666	144,003	SH		SOLE		144,003	0	0
CHICOS FAS INC	COM	168615102	378	67,299	SH		SOLE		67,299	0	0
CHICOS FAS INC	COM	168615102	622	110,700	SH		OTR	1	0	110,700	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	16,964	39,288	SH		OTR	5 1	0	39,288	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	3,499	8,104	SH		SOLE		8,104	0	0
CHURCH & DWIGHT INC	COM	171340102	9,678	147,171	SH		OTR	5 1	0	147,171	0
CHURCH & DWIGHT INC	COM	171340102	616	9,369	SH		SOLE		9,369	0	0
CHUYS HLDGS INC	COM	171604101	140	7,900	SH		OTR	1	0	7,900	0
CHUYS HLDGS INC	COM	171604101	85	4,800	SH		SOLE		4,800	0	0
CIENA CORP	COM NEW	171779309	1,961	57,819	SH		OTR	5 1	0	57,819	0
CIENA CORP	COM NEW	171779309	1,049	30,936	SH		SOLE		30,936	0	0
CIGNA CORP NEW	COM	125523100	22,442	118,163	SH		OTR	5 1	0	118,163	0
CIGNA CORP NEW	COM	125523100	4,352	22,916	SH		SOLE		22,916	0	0
CIMAREX ENERGY CO	COM	171798101	781	12,664	SH		OTR	1	0	12,664	0
CIMAREX ENERGY CO	COM	171798101	92	1,493	SH		SOLE		1,493	0	0
CINCINNATI BELL INC NEW	COM NEW	171871502	234	30,018	SH		OTR	1	0	30,018	0
CINCINNATI BELL INC NEW	COM NEW	171871502	144	18,481	SH		SOLE		18,481	0	0
CINCINNATI FINL CORP	COM	172062101	5,055	65,293	SH		OTR	1	0	65,293	0
CINCINNATI FINL CORP	COM	172062101	349	4,504	SH		SOLE		4,504	0	0
CINEMARK HOLDINGS INC	COM	17243V102	11,365	317,462	SH		OTR	5 1	0	317,462	0
CINEMARK HOLDINGS INC	COM	17243V102	3,446	96,263	SH		SOLE		96,263	0	0
CINTAS CORP	COM	172908105	296	1,760	SH		SOLE		1,760	0	0
CINTAS CORP	COM	172908105	2,683	15,972	SH		OTR	1	0	15,972	0
CISCO SYS INC	COM	17275R102	43,096	994,591	SH		OTR	5 1	0	994,591	0
CISCO SYS INC	COM	17275R102	12,034	277,739	SH		SOLE		277,739	0	0
CIT GROUP INC	COM NEW	125581801	3,872	101,175	SH		OTR	1	0	101,175	0
CIT GROUP INC	COM NEW	125581801	227	5,928	SH		SOLE		5,928	0	0
CITI TRENDS INC	COM	17306X102	447	21,900	SH		OTR	1	0	21,900	0
CITI TRENDS INC	COM	17306X102	276	13,553	SH		SOLE		13,553	0	0
CITIGROUP INC	COM NEW	172967424	8,358	160,552	SH		SOLE		160,552	0	0
CITIGROUP INC	COM NEW	172967424	30,542	586,664	SH		OTR	5 1	0	586,664	0
CITIZENS FINL GROUP INC	COM	174610105	227	7,647	SH		SOLE		7,647	0	0
CITIZENS FINL GROUP INC	COM	174610105	2,507	84,342	SH		OTR	1	0	84,342	0
CITRIX SYS INC	COM	177376100	15,957	155,743	SH		OTR	5 1	0	155,743	0
CITRIX SYS INC	COM	177376100	3,010	29,381	SH		SOLE		29,381	0	0
CITRIX SYS INC	NOTE 0.500% 4/1	177376AD2	20,313	14,290,000	PRN		OTR	1	0	14,290,000	0
CITRIX SYS INC	NOTE 0.500% 4/1	177376AD2	99	70,000	PRN		OTR	4	0	70,000	0
CITRIX SYS INC	NOTE 0.500% 4/1	177376AD2	11,342	7,974,000	PRN		SOLE		7,974,000	0	0
CIVITAS SOLUTIONS INC	COM	17887R102	117	6,700	SH		OTR	1	0	6,700	0
CIVITAS SOLUTIONS INC	COM	17887R102	83	4,757	SH		SOLE		4,757	0	0
CLEAN ENERGY FUELS CORP	COM	184499101	168	97,400	SH		OTR	1	0	97,400	0
CLEAN ENERGY FUELS CORP	COM	184499101	104	60,200	SH		SOLE		60,200	0	0
CLEAN HARBORS INC	COM	184496107	1,186	24,025	SH		SOLE		24,025	0	0
CLEAN HARBORS INC	COM	184496107	5,491	111,273	SH		OTR	1	0	111,273	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	5,499	4,928,000	PRN		OTR	1	0	4,928,000	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	2,070	1,855,000	PRN		SOLE		1,855,000	0	0
CLOROX CO DEL	COM	189054109	3,622	23,497	SH		OTR	1	0	23,497	0
CLOROX CO DEL	COM	189054109	419	2,719	SH		SOLE		2,719	0	0
CLOUD PEAK ENERGY INC	COM	18911Q102	75	203,900	SH		OTR	1	0	203,900	0
CLOUD PEAK ENERGY INC	COM	18911Q102	46	126,319	SH		SOLE		126,319	0	0
CLOVIS ONCOLOGY INC	COM	189464100	173	9,633	SH		SOLE		9,633	0	0
CLOVIS ONCOLOGY INC	COM	189464100	281	15,648	SH		OTR	1	0	15,648	0
CLOVIS ONCOLOGY INC	NOTE 1.250% 5/0	189464AC4	703	1,000,000	PRN		SOLE		1,000,000	0	0
CLOVIS ONCOLOGY INC	NOTE 2.500% 9/1	189464AB6	693	825,000	PRN		SOLE		825,000	0	0
CME GROUP INC	COM CL A	12572Q105	20,572	109,355	SH		OTR	5 1	0	109,355	0
CME GROUP INC	COM CL A	12572Q105	3,843	20,429	SH		SOLE		20,429	0	0
CMS ENERGY CORP	COM	125896100	8,737	175,964	SH		OTR	5 1	0	175,964	0
CMS ENERGY CORP	COM	125896100	1,512	30,455	SH		SOLE		30,455	0	0
CNA FINL CORP	COM	126117100	4,134	93,636	SH		OTR	1	0	93,636	0
CNA FINL CORP	COM	126117100	238	5,393	SH		SOLE		5,393	0	0
COCA COLA BOTTLING CO CONS	COM	191098102	535	3,014	SH		SOLE		3,014	0	0
COCA COLA BOTTLING CO CONS	COM	191098102	851	4,800	SH		OTR	1	0	4,800	0
COCA COLA CO	COM	191216100	45,212	954,846	SH		OTR	5 1	0	954,846	0
COCA COLA CO	COM	191216100	8,265	174,560	SH		SOLE		174,560	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	9,394	147,981	SH		OTR	5 1	0	147,981	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	2,079	32,747	SH		SOLE		32,747	0	0
COHERENT INC	COM	192479103	2,087	19,740	SH		OTR	1	0	19,740	0
COHERENT INC	COM	192479103	142	1,346	SH		SOLE		1,346	0	0
COLFAX CORP	COM	194014106	590	28,253	SH		OTR	1	0	28,253	0
COLFAX CORP	COM	194014106	64	3,078	SH		SOLE		3,078	0	0
COLGATE PALMOLIVE CO	COM	194162103	8,186	137,530	SH		OTR	5 1	0	137,530	0
COLGATE PALMOLIVE CO	COM	194162103	989	16,613	SH		SOLE		16,613	0	0
COLLEGIUM PHARMACEUTICAL INC	COM	19459J104	113	6,600	SH		OTR	1	0	6,600	0
COLLEGIUM PHARMACEUTICAL INC	COM	19459J104	70	4,100	SH		SOLE		4,100	0	0
COLONY CAP INC	NOTE 3.875% 1/1	19624RAB2	915	985,000	PRN		SOLE		985,000	0	0
COLONY CAP INC NEW	CL A COM	19626G108	6,715	1,434,846	SH		OTR	1	0	1,434,846	0
COLONY CAP INC NEW	CL A COM	19626G108	322	68,905	SH		SOLE		68,905	0	0
COLONY STARWOOD HOMES	NOTE 3.500% 1/1	19625XAB8	1,817	1,765,000	PRN		SOLE		1,765,000	0	0
COMCAST CORP NEW	CL A	20030N101	32,797	963,213	SH		OTR	5 1	0	963,213	0
COMCAST CORP NEW	CL A	20030N101	11,393	334,602	SH		SOLE		334,602	0	0
COMERICA INC	COM	200340107	7,549	109,899	SH		OTR	5 1	0	109,899	0
COMERICA INC	COM	200340107	614	8,944	SH		SOLE		8,944	0	0
COMFORT SYS USA INC	COM	199908104	546	12,500	SH		OTR	1	0	12,500	0
COMFORT SYS USA INC	COM	199908104	336	7,700	SH		SOLE		7,700	0	0
COMMERCE BANCSHARES INC	COM	200525103	39	683	SH		SOLE		683	0	0
COMMERCE BANCSHARES INC	COM	200525103	345	6,112	SH		OTR	1	0	6,112	0
COMMSCOPE HLDG CO INC	COM	20337X109	3,665	223,600	SH		OTR	1	0	223,600	0
COMMSCOPE HLDG CO INC	COM	20337X109	276	16,831	SH		SOLE		16,831	0	0
COMMVAULT SYSTEMS INC	COM	204166102	319	5,400	SH		OTR	1	0	5,400	0
COMMVAULT SYSTEMS INC	COM	204166102	195	3,300	SH		SOLE		3,300	0	0
CONAGRA BRANDS INC	COM	205887102	2,312	108,236	SH		OTR	5 1	0	108,236	0
CONAGRA BRANDS INC	COM	205887102	243	11,383	SH		SOLE		11,383	0	0
CONCHO RES INC	COM	20605P101	322	3,136	SH		SOLE		3,136	0	0
CONCHO RES INC	COM	20605P101	3,171	30,851	SH		OTR	1	0	30,851	0
CONDUENT INC	COM	206787103	437	41,116	SH		SOLE		41,116	0	0
CONDUENT INC	COM	206787103	6,483	609,867	SH		OTR	1	0	609,867	0
CONMED CORP	COM	207410101	892	13,900	SH		OTR	1	0	13,900	0
CONMED CORP	COM	207410101	556	8,661	SH		SOLE		8,661	0	0
CONNECTONE BANCORP INC NEW	COM	20786W107	137	7,400	SH		OTR	1	0	7,400	0
CONNECTONE BANCORP INC NEW	COM	20786W107	83	4,500	SH		SOLE		4,500	0	0
CONOCOPHILLIPS	COM	20825C104	25,885	415,153	SH		OTR	5 1	0	415,153	0
CONOCOPHILLIPS	COM	20825C104	5,799	93,009	SH		SOLE		93,009	0	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	225	22,800	SH		SOLE		22,800	0	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	364	36,800	SH		OTR	1	0	36,800	0
CONSOLIDATED EDISON INC	COM	209115104	6,210	81,221	SH		OTR	1	0	81,221	0
CONSOLIDATED EDISON INC	COM	209115104	583	7,629	SH		SOLE		7,629	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	3,585	22,294	SH		OTR	1	0	22,294	0
CONSTELLATION BRANDS INC	CL A	21036P108	423	2,629	SH		SOLE		2,629	0	0
CONTINENTAL RESOURCES INC	COM	212015101	2,984	74,238	SH		OTR	1	0	74,238	0
CONTINENTAL RESOURCES INC	COM	212015101	228	5,683	SH		SOLE		5,683	0	0
COOPER COS INC	COM NEW	216648402	3,691	14,503	SH		OTR	5 1	0	14,503	0
COOPER COS INC	COM NEW	216648402	415	1,630	SH		SOLE		1,630	0	0
COPART INC	COM	217204106	1,297	27,147	SH		OTR	1	0	27,147	0
COPART INC	COM	217204106	153	3,201	SH		SOLE		3,201	0	0
CORE MARK HOLDING CO INC	COM	218681104	849	36,500	SH		OTR	1	0	36,500	0
CORE MARK HOLDING CO INC	COM	218681104	524	22,519	SH		SOLE		22,519	0	0
CORELOGIC INC	COM	21871D103	6,391	191,235	SH		OTR	1	0	191,235	0
CORELOGIC INC	COM	21871D103	404	12,079	SH		SOLE		12,079	0	0
COREPOINT LODGING INC	COM	21872L104	590	48,200	SH		OTR	1	0	48,200	0
COREPOINT LODGING INC	COM	21872L104	359	29,279	SH		SOLE		29,279	0	0
CORESITE RLTY CORP	COM	21870Q105	2	24	SH		OTR	1	0	24	0
CORESITE RLTY CORP	COM	21870Q105	2,178	24,967	SH		OTR	5 1	0	24,967	0
CORESITE RLTY CORP	COM	21870Q105	693	7,947	SH		SOLE		7,947	0	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	434	8,600	SH		SOLE		8,600	0	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	696	13,800	SH		OTR	1	0	13,800	0
CORNING INC	COM	219350105	15,309	506,765	SH		OTR	5 1	0	506,765	0
CORNING INC	COM	219350105	2,373	78,557	SH		SOLE		78,557	0	0
CORPORATE OFFICE PPTYS TR	SH BEN INT	22002T108	1,447	68,839	SH		OTR	1	0	68,839	0
CORPORATE OFFICE PPTYS TR	SH BEN INT	22002T108	63	2,993	SH		SOLE		2,993	0	0
COSTCO WHSL CORP NEW	COM	22160K105	31,682	155,523	SH		OTR	5 1	0	155,523	0
COSTCO WHSL CORP NEW	COM	22160K105	6,074	29,819	SH		SOLE		29,819	0	0
COTY INC	COM CL A	222070203	392	59,826	SH		OTR	1	0	59,826	0
COTY INC	COM CL A	222070203	46	7,054	SH		SOLE		7,054	0	0
COUPA SOFTWARE INC	COM	22266L106	465	7,400	SH		OTR	1	0	7,400	0
COUPA SOFTWARE INC	COM	22266L106	289	4,600	SH		SOLE		4,600	0	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	4,400	27,521	SH		OTR	5 1	0	27,521	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	2,224	13,913	SH		SOLE		13,913	0	0
CRAFT BREW ALLIANCE INC	COM	224122101	531	37,100	SH		OTR	1	0	37,100	0
CRAFT BREW ALLIANCE INC	COM	224122101	328	22,906	SH		SOLE		22,906	0	0
CRANE CO	COM	224399105	3,551	49,200	SH		OTR	5 1	0	49,200	0
CRANE CO	COM	224399105	312	4,317	SH		SOLE		4,317	0	0
CRAWFORD & CO	CL B	224633107	100	11,100	SH		OTR	1	0	11,100	0
CRAWFORD & CO	CL B	224633107	63	6,957	SH		SOLE		6,957	0	0
CREDIT ACCEP CORP MICH	COM	225310101	255	667	SH		OTR	1	0	667	0
CREDIT ACCEP CORP MICH	COM	225310101	28	73	SH		SOLE		73	0	0
CREE INC	COM	225447101	205	4,800	SH		OTR	1	0	4,800	0
CREE INC	COM	225447101	128	3,000	SH		SOLE		3,000	0	0
CROCS INC	COM	227046109	526	20,262	SH		SOLE		20,262	0	0
CROCS INC	COM	227046109	852	32,800	SH		OTR	1	0	32,800	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	15,575	14,838	SH		OTR	1	0	14,838	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	269	256	SH		SOLE		256	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	8,575	78,942	SH		OTR	1	0	78,942	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	832	7,661	SH		SOLE		7,661	0	0
CSX CORP	COM	126408103	12,847	206,782	SH		OTR	5 1	0	206,782	0
CSX CORP	COM	126408103	757	12,179	SH		SOLE		12,179	0	0
CUMMINS INC	COM	231021106	5,412	40,499	SH		SOLE		40,499	0	0
CUMMINS INC	COM	231021106	22,194	166,071	SH		OTR	5 1	0	166,071	0
CURO GROUP HLDGS CORP	COM	23131L107	191	20,085	SH		SOLE		20,085	0	0
CURO GROUP HLDGS CORP	COM	23131L107	307	32,400	SH		OTR	1	0	32,400	0
CURTISS WRIGHT CORP	COM	231561101	2,218	21,723	SH		OTR	5 1	0	21,723	0
CURTISS WRIGHT CORP	COM	231561101	318	3,117	SH		SOLE		3,117	0	0
CUSTOMERS BANCORP INC	COM	23204G100	1,032	56,700	SH		OTR	1	0	56,700	0
CUSTOMERS BANCORP INC	COM	23204G100	637	34,983	SH		SOLE		34,983	0	0
CVR ENERGY INC	COM	12662P108	824	23,900	SH		OTR	1	0	23,900	0
CVR ENERGY INC	COM	12662P108	508	14,744	SH		SOLE		14,744	0	0
CVS HEALTH CORP	COM	126650100	5,425	82,804	SH		SOLE		82,804	0	0
CVS HEALTH CORP	COM	126650100	17,916	273,438	SH		OTR	5 1	0	273,438	0
CYPRESS SEMICONDUCTOR CORP	COM	232806109	3,191	250,888	SH		OTR	5 1	0	250,888	0
CYPRESS SEMICONDUCTOR CORP	COM	232806109	288	22,666	SH		SOLE		22,666	0	0
CYPRESS SEMICONDUCTOR CORP	NOTE 2.000% 2/0	232806AP4	9,659	10,074,000	PRN		OTR	1	0	10,074,000	0
CYPRESS SEMICONDUCTOR CORP	NOTE 2.000% 2/0	232806AP4	321	335,000	PRN		SOLE		335,000	0	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	2,170	1,837,000	PRN		OTR	1	0	1,837,000	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	27	23,000	PRN		OTR	4	0	23,000	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	1,513	1,278,000	PRN		SOLE		1,278,000	0	0
D R HORTON INC	COM	23331A109	1,580	45,572	SH		OTR	1	0	45,572	0
D R HORTON INC	COM	23331A109	186	5,372	SH		SOLE		5,372	0	0
DANAHER CORP DEL	COM	235851102	11,773	114,169	SH		OTR	5 1	0	114,169	0
DANAHER CORP DEL	COM	235851102	1,999	19,387	SH		SOLE		19,387	0	0
DANAHER CORP DEL	DBCV 1/2	235851AF9	71,650	18,284,000	PRN		OTR	1	0	18,284,000	0
DANAHER CORP DEL	DBCV 1/2	235851AF9	192	49,000	PRN		OTR	4	0	49,000	0
DANAHER CORP DEL	DBCV 1/2	235851AF9	21,116	5,388,000	PRN		SOLE		5,388,000	0	0
DARDEN RESTAURANTS INC	COM	237194105	19,933	199,614	SH		OTR	5 1	0	199,614	0
DARDEN RESTAURANTS INC	COM	237194105	3,437	34,420	SH		SOLE		34,420	0	0
DARLING INGREDIENTS INC	COM	237266101	192	10,000	SH		OTR	1	0	10,000	0
DARLING INGREDIENTS INC	COM	237266101	119	6,200	SH		SOLE		6,200	0	0
DAVE & BUSTERS ENTMT INC	COM	238337109	356	8,000	SH		SOLE		8,000	0	0
DAVE & BUSTERS ENTMT INC	COM	238337109	579	13,000	SH		OTR	1	0	13,000	0
DAVITA INC	COM	23918K108	1,643	31,919	SH		OTR	1	0	31,919	0
DAVITA INC	COM	23918K108	102	1,987	SH		SOLE		1,987	0	0
DECKERS OUTDOOR CORP	COM	243537107	5,561	43,462	SH		OTR	5 1	0	43,462	0
DECKERS OUTDOOR CORP	COM	243537107	2,901	22,670	SH		SOLE		22,670	0	0
DEERE & CO	COM	244199105	8,431	56,519	SH		OTR	1	0	56,519	0
DEERE & CO	COM	244199105	862	5,776	SH		SOLE		5,776	0	0
DEL FRISCOS RESTAURANT GROUP	COM	245077102	143	20,000	SH		OTR	1	0	20,000	0
DEL FRISCOS RESTAURANT GROUP	COM	245077102	89	12,403	SH		SOLE		12,403	0	0
DEL TACO RESTAURANTS INC	COM	245496104	152	15,200	SH		OTR	1	0	15,200	0
DEL TACO RESTAURANTS INC	COM	245496104	94	9,400	SH		SOLE		9,400	0	0
DELAWARE INV MN MUN INC FD I	COM	24610V103	6,694	564,399	SH		SOLE		564,399	0	0
DELAWARE INVT NAT MUNI INC F	SH BEN INT	24610T108	3,051	256,199	SH		SOLE		256,199	0	0
DELEK US HLDGS INC NEW	COM	24665A103	1,073	33,000	SH		OTR	1	0	33,000	0
DELEK US HLDGS INC NEW	COM	24665A103	664	20,419	SH		SOLE		20,419	0	0
DELL TECHNOLOGIES INC	CL C	24703L202	15,841	324,136	SH		OTR	1	0	324,136	0
DELL TECHNOLOGIES INC	CL C	24703L202	2,154	44,077	SH		SOLE		44,077	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	27,860	558,307	SH		OTR	5 1	0	558,307	0
DELTA AIR LINES INC DEL	COM NEW	247361702	1,765	35,376	SH		SOLE		35,376	0	0
DENBURY RES INC	COM NEW	247916208	694	405,900	SH		OTR	1	0	405,900	0
DENBURY RES INC	COM NEW	247916208	424	247,819	SH		SOLE		247,819	0	0
DENTSPLY SIRONA INC	COM	24906P109	1,099	29,530	SH		OTR	1	0	29,530	0
DENTSPLY SIRONA INC	COM	24906P109	130	3,482	SH		SOLE		3,482	0	0
DEVON ENERGY CORP NEW	COM	25179M103	376	16,701	SH		SOLE		16,701	0	0
DEVON ENERGY CORP NEW	COM	25179M103	4,527	200,824	SH		OTR	1	0	200,824	0
DEXCOM INC	COM	252131107	3,632	30,314	SH		OTR	1	0	30,314	0
DEXCOM INC	COM	252131107	60	502	SH		SOLE		502	0	0
DEXCOM INC	NOTE 0.750% 5/1	252131AF4	514	380,000	PRN		SOLE		380,000	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	1,865	20,121	SH		OTR	1	0	20,121	0
DIAMONDBACK ENERGY INC	COM	25278X109	220	2,372	SH		SOLE		2,372	0	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	695	76,500	SH		OTR	1	0	76,500	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	428	47,098	SH		SOLE		47,098	0	0
DICKS SPORTING GOODS INC	COM	253393102	5,557	178,111	SH		OTR	5 1	0	178,111	0
DICKS SPORTING GOODS INC	COM	253393102	408	13,085	SH		SOLE		13,085	0	0
DIGITAL RLTY TR INC	COM	253868103	4,061	38,113	SH		OTR	1	0	38,113	0
DIGITAL RLTY TR INC	COM	253868103	369	3,465	SH		SOLE		3,465	0	0
DIME CMNTY BANCSHARES	COM	253922108	964	56,800	SH		OTR	1	0	56,800	0
DIME CMNTY BANCSHARES	COM	253922108	596	35,113	SH		SOLE		35,113	0	0
DIODES INC	COM	254543101	200	6,200	SH		OTR	1	0	6,200	0
DIODES INC	COM	254543101	123	3,827	SH		SOLE		3,827	0	0
DIPLOMAT PHARMACY INC	COM	25456K101	404	30,000	SH		OTR	1	0	30,000	0
DIPLOMAT PHARMACY INC	COM	25456K101	253	18,776	SH		SOLE		18,776	0	0
DISCOVER FINL SVCS	COM	254709108	9,968	169,011	SH		OTR	5 1	0	169,011	0
DISCOVER FINL SVCS	COM	254709108	1,367	23,185	SH		SOLE		23,185	0	0
DISCOVERY INC	COM SER A	25470F104	335	13,549	SH		SOLE		13,549	0	0
DISCOVERY INC	COM SER A	25470F104	4,429	179,024	SH		OTR	1	0	179,024	0
DISCOVERY INC	COM SER C	25470F302	5,936	257,212	SH		OTR	1	0	257,212	0
DISCOVERY INC	COM SER C	25470F302	452	19,570	SH		SOLE		19,570	0	0
DISH NETWORK CORP	CL A	25470M109	4,602	184,303	SH		OTR	5 1	0	184,303	0
DISH NETWORK CORP	CL A	25470M109	1,344	53,839	SH		SOLE		53,839	0	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	49,456	61,074,000	PRN		OTR	1	0	61,074,000	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	65	81,000	PRN		OTR	4	0	81,000	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	15,078	18,614,000	PRN		SOLE		18,614,000	0	0
DISNEY WALT CO	COM DISNEY	254687106	45,244	412,626	SH		OTR	5 1	0	412,626	0
DISNEY WALT CO	COM DISNEY	254687106	10,843	98,889	SH		SOLE		98,889	0	0
DOLLAR GEN CORP NEW	COM	256677105	4,418	40,881	SH		OTR	1	0	40,881	0
DOLLAR GEN CORP NEW	COM	256677105	516	4,774	SH		SOLE		4,774	0	0
DOLLAR TREE INC	COM	256746108	3,209	35,532	SH		OTR	1	0	35,532	0
DOLLAR TREE INC	COM	256746108	336	3,724	SH		SOLE		3,724	0	0
DOMINION ENERGY INC	COM	25746U109	7,432	103,998	SH		OTR	1	0	103,998	0
DOMINION ENERGY INC	COM	25746U109	738	10,322	SH		SOLE		10,322	0	0
DOMTAR CORP	COM NEW	257559203	4,008	114,097	SH		OTR	1	0	114,097	0
DOMTAR CORP	COM NEW	257559203	254	7,218	SH		SOLE		7,218	0	0
DONNELLEY FINL SOLUTIONS INC	COM	25787G100	137	9,800	SH		OTR	1	0	9,800	0
DONNELLEY FINL SOLUTIONS INC	COM	25787G100	86	6,100	SH		SOLE		6,100	0	0
DONNELLEY R R & SONS CO	COM	257867200	161	40,700	SH		SOLE		40,700	0	0
DONNELLEY R R & SONS CO	COM	257867200	261	66,000	SH		OTR	1	0	66,000	0
DOVER CORP	COM	260003108	2,602	36,667	SH		OTR	1	0	36,667	0
DOVER CORP	COM	260003108	179	2,521	SH		SOLE		2,521	0	0
DOWDUPONT INC	COM	26078J100	22,911	428,401	SH		OTR	5 1	0	428,401	0
DOWDUPONT INC	COM	26078J100	3,795	70,957	SH		SOLE		70,957	0	0
DSW INC	CL A	23334L102	306	12,400	SH		OTR	1	0	12,400	0
DSW INC	CL A	23334L102	188	7,600	SH		SOLE		7,600	0	0
DTE ENERGY CO	COM	233331107	11,906	107,938	SH		OTR	5 1	0	107,938	0
DTE ENERGY CO	COM	233331107	1,821	16,507	SH		SOLE		16,507	0	0
DUCOMMUN INC DEL	COM	264147109	628	17,300	SH		OTR	1	0	17,300	0
DUCOMMUN INC DEL	COM	264147109	381	10,492	SH		SOLE		10,492	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	11,069	128,258	SH		OTR	5 1	0	128,258	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	1,840	21,316	SH		SOLE		21,316	0	0
DUKE REALTY CORP	COM NEW	264411505	1,578	60,911	SH		OTR	1	0	60,911	0
DUKE REALTY CORP	COM NEW	264411505	174	6,706	SH		SOLE		6,706	0	0
DURECT CORP	COM	266605104	53	109,700	SH		OTR	1	0	109,700	0
DURECT CORP	COM	266605104	33	67,621	SH		SOLE		67,621	0	0
DWS MUN INCOME TR NEW	COM	233368109	1,282	124,496	SH		OTR	1	0	124,496	0
DXC TECHNOLOGY CO	COM	23355L106	7,755	145,858	SH		OTR	1	0	145,858	0
DXC TECHNOLOGY CO	COM	23355L106	699	13,141	SH		SOLE		13,141	0	0
DYCOM INDS INC	NOTE 0.750% 9/1	267475AB7	753	807,000	PRN		SOLE		807,000	0	0
E TRADE FINANCIAL CORP	COM NEW	269246401	7,047	160,605	SH		OTR	5 1	0	160,605	0
E TRADE FINANCIAL CORP	COM NEW	269246401	1,107	25,234	SH		SOLE		25,234	0	0
EAGLE BANCORP INC MD	COM	268948106	960	19,700	SH		OTR	1	0	19,700	0
EAGLE BANCORP INC MD	COM	268948106	593	12,167	SH		SOLE		12,167	0	0
EAST WEST BANCORP INC	COM	27579R104	1,271	29,190	SH		OTR	1	0	29,190	0
EAST WEST BANCORP INC	COM	27579R104	74	1,708	SH		SOLE		1,708	0	0
EASTGROUP PPTY INC	COM	277276101	367	4,000	SH		SOLE		4,000	0	0
EASTGROUP PPTY INC	COM	277276101	596	6,500	SH		OTR	1	0	6,500	0
EASTMAN CHEM CO	COM	277432100	198	2,702	SH		SOLE		2,702	0	0
EASTMAN CHEM CO	COM	277432100	1,795	24,557	SH		OTR	1	0	24,557	0
EATON VANCE MUN INCOME 2028	SHS	27829U105	1,580	82,787	SH		SOLE		82,787	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	146	13,241	SH		OTR	1	0	13,241	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	5,296	481,489	SH		SOLE		481,489	0	0
EBAY INC	COM	278642103	10,512	374,490	SH		OTR	5 1	0	374,490	0
EBAY INC	COM	278642103	4,452	158,593	SH		SOLE		158,593	0	0
EBIX INC	COM NEW	278715206	336	7,900	SH		OTR	1	0	7,900	0
EBIX INC	COM NEW	278715206	207	4,862	SH		SOLE		4,862	0	0
ECHO GLOBAL LOGISTICS INC	NOTE 2.500% 5/0	27875TAA9	18,724	19,241,000	PRN		OTR	1	0	19,241,000	0
ECHO GLOBAL LOGISTICS INC	NOTE 2.500% 5/0	27875TAA9	1,065	1,094,000	PRN		SOLE		1,094,000	0	0
ECHOSTAR CORP	CL A	278768106	397	10,798	SH		SOLE		10,798	0	0
ECHOSTAR CORP	CL A	278768106	5,273	143,611	SH		OTR	1	0	143,611	0
ECOLAB INC	COM	278865100	7,321	49,686	SH		OTR	1	0	49,686	0
ECOLAB INC	COM	278865100	673	4,569	SH		SOLE		4,569	0	0
EDISON INTL	COM	281020107	4,587	80,796	SH		OTR	1	0	80,796	0
EDISON INTL	COM	281020107	406	7,150	SH		SOLE		7,150	0	0
EDITAS MEDICINE INC	COM	28106W103	289	12,700	SH		OTR	1	0	12,700	0
EDITAS MEDICINE INC	COM	28106W103	180	7,892	SH		SOLE		7,892	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	836	5,456	SH		SOLE		5,456	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	7,285	47,564	SH		OTR	1	0	47,564	0
EL POLLO LOCO HLDGS INC	COM	268603107	249	16,400	SH		SOLE		16,400	0	0
EL POLLO LOCO HLDGS INC	COM	268603107	402	26,500	SH		OTR	1	0	26,500	0
ELECTRONIC ARTS INC	COM	285512109	3,194	40,482	SH		OTR	1	0	40,482	0
ELECTRONIC ARTS INC	COM	285512109	377	4,773	SH		SOLE		4,773	0	0
ELECTRONICS FOR IMAGING INC	COM	286082102	216	8,700	SH		OTR	1	0	8,700	0
ELECTRONICS FOR IMAGING INC	COM	286082102	131	5,300	SH		SOLE		5,300	0	0
ELECTRONICS FOR IMAGING INC	NOTE 0.750% 9/0	286082AC6	549	562,000	PRN		SOLE		562,000	0	0
ELEVATE CREDIT INC	COM	28621V101	47	10,600	SH		OTR	1	0	10,600	0
ELEVATE CREDIT INC	COM	28621V101	28	6,270	SH		SOLE		6,270	0	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	675	11,392	SH		OTR	1	0	11,392	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	412	6,948	SH		SOLE		6,948	0	0
EMERSON ELEC CO	COM	291011104	1,652	27,649	SH		SOLE		27,649	0	0
EMERSON ELEC CO	COM	291011104	10,637	178,033	SH		OTR	5 1	0	178,033	0
EMPIRE ST RLTY TR INC	CL A	292104106	689	48,384	SH		OTR	1	0	48,384	0
EMPIRE ST RLTY TR INC	CL A	292104106	19	1,353	SH		SOLE		1,353	0	0
EMPLOYERS HOLDINGS INC	COM	292218104	319	7,600	SH		OTR	1	0	7,600	0
EMPLOYERS HOLDINGS INC	COM	292218104	197	4,700	SH		SOLE		4,700	0	0
ENANTA PHARMACEUTICALS INC	COM	29251M106	297	4,200	SH		OTR	1	0	4,200	0
ENANTA PHARMACEUTICALS INC	COM	29251M106	184	2,592	SH		SOLE		2,592	0	0
ENCOMPASS HEALTH CORP	COM	29261A100	2,458	39,836	SH		SOLE		39,836	0	0
ENCOMPASS HEALTH CORP	COM	29261A100	11,895	192,791	SH		OTR	5 1	0	192,791	0
ENCORE CAP GROUP INC	NOTE 3.000% 7/0	292554AF9	535	590,000	PRN		SOLE		590,000	0	0
ENCORE WIRE CORP	COM	292562105	612	12,200	SH		OTR	1	0	12,200	0
ENCORE WIRE CORP	COM	292562105	375	7,479	SH		SOLE		7,479	0	0
ENERGIZER HLDGS INC NEW	COM	29272W109	984	21,803	SH		OTR	1	0	21,803	0
ENERGIZER HLDGS INC NEW	COM	29272W109	85	1,891	SH		SOLE		1,891	0	0
ENERSYS	COM	29275Y102	1,218	15,700	SH		OTR	1	0	15,700	0
ENERSYS	COM	29275Y102	752	9,692	SH		SOLE		9,692	0	0
ENOVA INTL INC	COM	29357K103	872	44,800	SH		OTR	1	0	44,800	0
ENOVA INTL INC	COM	29357K103	540	27,736	SH		SOLE		27,736	0	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	24,611	37,101,000	PRN		OTR	1	0	37,101,000	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	51	77,000	PRN		OTR	4	0	77,000	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	2,466	3,715,000	PRN		SOLE		3,715,000	0	0
ENSIGN GROUP INC	COM	29358P101	659	17,000	SH		OTR	1	0	17,000	0
ENSIGN GROUP INC	COM	29358P101	407	10,500	SH		SOLE		10,500	0	0
ENTEGRIS INC	COM	29362U104	547	19,600	SH		OTR	1	0	19,600	0
ENTEGRIS INC	COM	29362U104	338	12,100	SH		SOLE		12,100	0	0
ENTERGY CORP NEW	COM	29364G103	6,682	77,631	SH		OTR	5 1	0	77,631	0
ENTERGY CORP NEW	COM	29364G103	712	8,276	SH		SOLE		8,276	0	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	217	74,719	SH		SOLE		74,719	0	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	352	121,100	SH		OTR	1	0	121,100	0
ENVESTNET INC	COM	29404K106	93	1,900	SH		SOLE		1,900	0	0
ENVESTNET INC	COM	29404K106	152	3,100	SH		OTR	1	0	3,100	0
EOG RES INC	COM	26875P101	8,673	99,451	SH		OTR	5 1	0	99,451	0
EOG RES INC	COM	26875P101	1,163	13,335	SH		SOLE		13,335	0	0
EPLUS INC	COM	294268107	256	3,600	SH		OTR	1	0	3,600	0
EPLUS INC	COM	294268107	159	2,231	SH		SOLE		2,231	0	0
EPR PPTYS	COM SH BEN INT	26884U109	7,307	114,121	SH		OTR	5 1	0	114,121	0
EPR PPTYS	COM SH BEN INT	26884U109	1,657	25,873	SH		SOLE		25,873	0	0
EQT CORP	COM	26884L109	800	42,330	SH		OTR	1	0	42,330	0
EQUIFAX INC	COM	294429105	1,489	15,992	SH		OTR	1	0	15,992	0
EQUIFAX INC	COM	294429105	176	1,885	SH		SOLE		1,885	0	0
EQUINIX INC	COM PAR $0.001	29444U700	1,821	5,164	SH		SOLE		5,164	0	0
EQUINIX INC	COM PAR $0.001	29444U700	5,014	14,222	SH		OTR	5 1	0	14,222	0
EQUITRANS MIDSTREAM CORPORAT	COM	294600101	2,381	118,946	SH		OTR	1	0	118,946	0
EQUITRANS MIDSTREAM CORPORAT	COM	294600101	190	9,480	SH		SOLE		9,480	0	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	2,486	25,590	SH		OTR	1	0	25,590	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	142	1,463	SH		SOLE		1,463	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	12,786	193,703	SH		OTR	5 1	0	193,703	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	2,051	31,075	SH		SOLE		31,075	0	0
ESSENDANT INC	COM	296689102	834	66,300	SH		SOLE		66,300	0	0
ESSENDANT INC	COM	296689102	1,101	87,500	SH		OTR	1	0	87,500	0
ESSEX PPTY TR INC	COM	297178105	6,075	24,775	SH		OTR	5 1	0	24,775	0
ESSEX PPTY TR INC	COM	297178105	652	2,659	SH		SOLE		2,659	0	0
ESTERLINE TECHNOLOGIES CORP	COM	297425100	1,287	10,600	SH		OTR	1	0	10,600	0
ESTERLINE TECHNOLOGIES CORP	COM	297425100	789	6,500	SH		SOLE		6,500	0	0
ETSY INC	COM	29786A106	1,208	25,400	SH		OTR	1	0	25,400	0
ETSY INC	COM	29786A106	747	15,700	SH		SOLE		15,700	0	0
EURONET WORLDWIDE INC	COM	298736109	6,900	67,393	SH		OTR	1	0	67,393	0
EURONET WORLDWIDE INC	COM	298736109	341	3,332	SH		SOLE		3,332	0	0
EURONET WORLDWIDE INC	NOTE 1.500%10/0	298736AH2	897	630,000	PRN		SOLE		630,000	0	0
EVERBRIDGE INC	COM	29978A104	136	2,400	SH		SOLE		2,400	0	0
EVERBRIDGE INC	COM	29978A104	216	3,800	SH		OTR	1	0	3,800	0
EVERCORE INC	CLASS A	29977A105	10,949	152,999	SH		OTR	1	0	152,999	0
EVERCORE INC	CLASS A	29977A105	1,468	20,510	SH		SOLE		20,510	0	0
EVERGY INC	COM	30034W106	2,522	44,429	SH		OTR	1	0	44,429	0
EVERGY INC	COM	30034W106	268	4,716	SH		SOLE		4,716	0	0
EVERSOURCE ENERGY	COM	30040W108	5,606	86,189	SH		OTR	1	0	86,189	0
EVERSOURCE ENERGY	COM	30040W108	503	7,727	SH		SOLE		7,727	0	0
EVERTEC INC	COM	30040P103	692	24,100	SH		OTR	1	0	24,100	0
EVERTEC INC	COM	30040P103	427	14,867	SH		SOLE		14,867	0	0
EXACT SCIENCES CORP	COM	30063P105	219	3,469	SH		SOLE		3,469	0	0
EXACT SCIENCES CORP	COM	30063P105	4,733	75,004	SH		OTR	1	0	75,004	0
EXACT SCIENCES CORP	DBCV 1.000% 1/1	30063PAA3	4,691	4,262,000	PRN		SOLE		4,262,000	0	0
EXACT SCIENCES CORP	DBCV 1.000% 1/1	30063PAA3	82	75,000	PRN		OTR	4	0	75,000	0
EXACT SCIENCES CORP	DBCV 1.000% 1/1	30063PAA3	22,838	20,761,000	PRN		OTR	1	0	20,761,000	0
EXELON CORP	COM	30161N101	14,094	312,508	SH		OTR	5 1	0	312,508	0
EXELON CORP	COM	30161N101	5,451	120,867	SH		SOLE		120,867	0	0
EXPEDIA GROUP INC	COM NEW	30212P303	20,789	184,541	SH		OTR	5 1	0	184,541	0
EXPEDIA GROUP INC	COM NEW	30212P303	5,034	44,683	SH		SOLE		44,683	0	0
EXPEDITORS INTL WASH INC	COM	302130109	1,682	24,699	SH		OTR	1	0	24,699	0
EXPEDITORS INTL WASH INC	COM	302130109	197	2,900	SH		SOLE		2,900	0	0
EXPRESS INC	COM	30219E103	175	34,230	SH		SOLE		34,230	0	0
EXPRESS INC	COM	30219E103	285	55,800	SH		OTR	1	0	55,800	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	4,765	307,420	SH		OTR	1	0	307,420	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	202	13,019	SH		SOLE		13,019	0	0
EXTERRAN CORP	COM	30227H106	651	36,800	SH		OTR	1	0	36,800	0
EXTERRAN CORP	COM	30227H106	403	22,746	SH		SOLE		22,746	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	2,496	27,588	SH		OTR	1	0	27,588	0
EXTRA SPACE STORAGE INC	COM	30225T102	275	3,043	SH		SOLE		3,043	0	0
EXXON MOBIL CORP	COM	30231G102	68,152	999,446	SH		OTR	5 1	0	999,446	0
EXXON MOBIL CORP	COM	30231G102	19,657	288,269	SH		SOLE		288,269	0	0
EZCORP INC	CL A NON VTG	302301106	505	65,375	SH		SOLE		65,375	0	0
EZCORP INC	CL A NON VTG	302301106	819	106,000	SH		OTR	1	0	106,000	0
F M C CORP	COM NEW	302491303	179	2,417	SH		SOLE		2,417	0	0
F M C CORP	COM NEW	302491303	1,626	21,979	SH		OTR	1	0	21,979	0
F5 NETWORKS INC	COM	315616102	9,235	56,995	SH		OTR	5 1	0	56,995	0
F5 NETWORKS INC	COM	315616102	756	4,664	SH		SOLE		4,664	0	0
FACEBOOK INC	CL A	30303M102	88,153	672,459	SH		OTR	5 1	0	672,459	0
FACEBOOK INC	CL A	30303M102	19,894	151,761	SH		SOLE		151,761	0	0
FACTSET RESH SYS INC	COM	303075105	816	4,075	SH		OTR	1	0	4,075	0
FAIR ISAAC CORP	COM	303250104	1,113	5,953	SH		OTR	1	0	5,953	0
FAIR ISAAC CORP	COM	303250104	274	1,465	SH		SOLE		1,465	0	0
FARMERS NATL BANC CORP	COM	309627107	237	18,600	SH		OTR	1	0	18,600	0
FARMERS NATL BANC CORP	COM	309627107	151	11,859	SH		SOLE		11,859	0	0
FASTENAL CO	COM	311900104	235	4,493	SH		SOLE		4,493	0	0
FASTENAL CO	COM	311900104	1,993	38,109	SH		OTR	1	0	38,109	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	1,423	12,051	SH		OTR	1	0	12,051	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	157	1,328	SH		SOLE		1,328	0	0
FEDEX CORP	COM	31428X106	6,770	41,966	SH		OTR	1	0	41,966	0
FEDEX CORP	COM	31428X106	760	4,709	SH		SOLE		4,709	0	0
FEDNAT HLDG CO	COM	31431B109	412	20,700	SH		OTR	1	0	20,700	0
FEDNAT HLDG CO	COM	31431B109	255	12,818	SH		SOLE		12,818	0	0
FIBROGEN INC	COM	31572Q808	418	9,039	SH		SOLE		9,039	0	0
FIBROGEN INC	COM	31572Q808	677	14,619	SH		OTR	1	0	14,619	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	295	9,384	SH		SOLE		9,384	0	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	3,628	115,394	SH		OTR	1	0	115,394	0
FIDELITY NATL INFORMATION SV	COM	31620M106	9,879	96,331	SH		OTR	1	0	96,331	0
FIDELITY NATL INFORMATION SV	COM	31620M106	846	8,248	SH		SOLE		8,248	0	0
FIESTA RESTAURANT GROUP INC	COM	31660B101	409	26,400	SH		OTR	1	0	26,400	0
FIESTA RESTAURANT GROUP INC	COM	31660B101	251	16,200	SH		SOLE		16,200	0	0
FIFTH THIRD BANCORP	COM	316773100	10,464	444,727	SH		OTR	5 1	0	444,727	0
FIFTH THIRD BANCORP	COM	316773100	862	36,650	SH		SOLE		36,650	0	0
FINANCIAL INSTNS INC	COM	317585404	432	16,823	SH		SOLE		16,823	0	0
FINANCIAL INSTNS INC	COM	317585404	712	27,700	SH		OTR	1	0	27,700	0
FINISAR CORP	NOTE 0.500%12/1	31787AAP6	14,969	15,728,000	PRN		OTR	1	0	15,728,000	0
FINISAR CORP	NOTE 0.500%12/1	31787AAP6	2,810	2,953,000	PRN		SOLE		2,953,000	0	0
FIREEYE INC	NOTE 1.000% 6/0	31816QAB7	1,543	1,605,000	PRN		SOLE		1,605,000	0	0
FIRST AMERN FINL CORP	COM	31847R102	8,363	187,333	SH		OTR	5 1	0	187,333	0
FIRST AMERN FINL CORP	COM	31847R102	1,839	41,198	SH		SOLE		41,198	0	0
FIRST BANCORP P R	COM NEW	318672706	1,067	124,100	SH		OTR	1	0	124,100	0
FIRST BANCORP P R	COM NEW	318672706	658	76,527	SH		SOLE		76,527	0	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	140	7,200	SH		OTR	1	0	7,200	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	93	4,767	SH		SOLE		4,767	0	0
FIRST CTZNS BANCSHARES INC N	CL A	31946M103	19	50	SH		SOLE		50	0	0
FIRST CTZNS BANCSHARES INC N	CL A	31946M103	1,910	5,065	SH		OTR	1	0	5,065	0
FIRST DATA CORP NEW	COM CL A	32008D106	1,851	109,444	SH		SOLE		109,444	0	0
FIRST DATA CORP NEW	COM CL A	32008D106	7,276	430,268	SH		OTR	1	0	430,268	0
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	181	11,700	SH		OTR	1	0	11,700	0
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	107	6,944	SH		SOLE		6,944	0	0
FIRST FNDTN INC	COM	32026V104	661	51,400	SH		OTR	1	0	51,400	0
FIRST FNDTN INC	COM	32026V104	408	31,710	SH		SOLE		31,710	0	0
FIRST INTERNET BANCORP	COM	320557101	527	25,800	SH		OTR	1	0	25,800	0
FIRST INTERNET BANCORP	COM	320557101	327	16,021	SH		SOLE		16,021	0	0
FIRST MIDWEST BANCORP DEL	COM	320867104	273	13,800	SH		SOLE		13,800	0	0
FIRST MIDWEST BANCORP DEL	COM	320867104	442	22,300	SH		OTR	1	0	22,300	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	519	5,969	SH		OTR	1	0	5,969	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	58	663	SH		SOLE		663	0	0
FIRSTCASH INC	COM	33767D105	478	6,600	SH		OTR	1	0	6,600	0
FIRSTCASH INC	COM	33767D105	293	4,054	SH		SOLE		4,054	0	0
FIRSTENERGY CORP	COM	337932107	4,476	119,193	SH		OTR	1	0	119,193	0
FIRSTENERGY CORP	COM	337932107	421	11,202	SH		SOLE		11,202	0	0
FISERV INC	COM	337738108	4,799	65,306	SH		OTR	1	0	65,306	0
FISERV INC	COM	337738108	531	7,219	SH		SOLE		7,219	0	0
FIVE BELOW INC	COM	33829M101	553	5,400	SH		OTR	1	0	5,400	0
FIVE BELOW INC	COM	33829M101	336	3,288	SH		SOLE		3,288	0	0
FIVE9 INC	COM	338307101	804	18,400	SH		OTR	1	0	18,400	0
FIVE9 INC	COM	338307101	496	11,345	SH		SOLE		11,345	0	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	808	30,600	SH		OTR	1	0	30,600	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	497	18,824	SH		SOLE		18,824	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	2,180	11,738	SH		OTR	1	0	11,738	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	257	1,384	SH		SOLE		1,384	0	0
FLEXION THERAPEUTICS INC	NOTE 3.375% 5/0	33938JAB2	372	450,000	PRN		SOLE		450,000	0	0
FLIR SYS INC	COM	302445101	2,627	60,339	SH		OTR	1	0	60,339	0
FLIR SYS INC	COM	302445101	239	5,481	SH		SOLE		5,481	0	0
FLOWSERVE CORP	COM	34354P105	141	3,711	SH		SOLE		3,711	0	0
FLOWSERVE CORP	COM	34354P105	2,004	52,701	SH		OTR	5 1	0	52,701	0
FLUOR CORP NEW	COM	343412102	601	18,675	SH		OTR	1	0	18,675	0
FLUOR CORP NEW	COM	343412102	71	2,202	SH		SOLE		2,202	0	0
FLUSHING FINL CORP	COM	343873105	575	26,700	SH		OTR	1	0	26,700	0
FLUSHING FINL CORP	COM	343873105	361	16,755	SH		SOLE		16,755	0	0
FLWS/1-800 FLOWERS	CL A	68243Q106	862	70,500	SH		OTR	1	0	70,500	0
FLWS/1-800 FLOWERS	CL A	68243Q106	532	43,496	SH		SOLE		43,496	0	0
FONAR CORP	COM NEW	344437405	231	11,400	SH		OTR	1	0	11,400	0
FONAR CORP	COM NEW	344437405	149	7,357	SH		SOLE		7,357	0	0
FOOT LOCKER INC	COM	344849104	13,190	247,930	SH		OTR	5 1	0	247,930	0
FOOT LOCKER INC	COM	344849104	2,853	53,625	SH		SOLE		53,625	0	0
FORD MTR CO DEL	COM PAR $0.01	345370860	5,240	684,918	SH		OTR	1	0	684,918	0
FORD MTR CO DEL	COM PAR $0.01	345370860	1,607	210,105	SH		SOLE		210,105	0	0
FORTINET INC	COM	34959E109	13,055	185,368	SH		OTR	5 1	0	185,368	0
FORTINET INC	COM	34959E109	3,145	44,658	SH		SOLE		44,658	0	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	5,011	5,537	SH		OTR	1	0	5,537	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	62	68	SH		OTR	4	0	68	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	155	170	SH		SOLE		170	0	0
FORTIVE CORP	COM	34959J108	3,054	45,142	SH		OTR	1	0	45,142	0
FORTIVE CORP	COM	34959J108	357	5,274	SH		SOLE		5,274	0	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	91	2,394	SH		SOLE		2,394	0	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	806	21,216	SH		OTR	1	0	21,216	0
FOSSIL GROUP INC	COM	34988V106	733	46,600	SH		OTR	1	0	46,600	0
FOSSIL GROUP INC	COM	34988V106	451	28,668	SH		SOLE		28,668	0	0
FOSTER L B CO	COM	350060109	278	17,500	SH		OTR	1	0	17,500	0
FOSTER L B CO	COM	350060109	172	10,801	SH		SOLE		10,801	0	0
FRANKLIN FINL NETWORK INC	COM	35352P104	781	29,600	SH		OTR	1	0	29,600	0
FRANKLIN FINL NETWORK INC	COM	35352P104	482	18,266	SH		SOLE		18,266	0	0
FRANKLIN RES INC	COM	354613101	1,177	39,685	SH		OTR	1	0	39,685	0
FRANKLIN RES INC	COM	354613101	139	4,680	SH		SOLE		4,680	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	234	22,690	SH		SOLE		22,690	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	2,441	236,807	SH		OTR	1	0	236,807	0
FREIGHTCAR AMER INC	COM	357023100	43	6,406	SH		SOLE		6,406	0	0
FREIGHTCAR AMER INC	COM	357023100	69	10,300	SH		OTR	1	0	10,300	0
FRONTDOOR INC	COM	35905A109	3,244	121,898	SH		OTR	1	0	121,898	0
FRONTDOOR INC	COM	35905A109	302	11,349	SH		SOLE		11,349	0	0
FS BANCORP INC	COM	30263Y104	129	3,000	SH		OTR	1	0	3,000	0
FS BANCORP INC	COM	30263Y104	77	1,792	SH		SOLE		1,792	0	0
FTI CONSULTING INC	COM	302941109	1,080	16,200	SH		OTR	1	0	16,200	0
FTI CONSULTING INC	COM	302941109	665	9,979	SH		SOLE		9,979	0	0
FTS INTERNATIONAL INC	COM	30283W104	76	10,737	SH		SOLE		10,737	0	0
FTS INTERNATIONAL INC	COM	30283W104	124	17,500	SH		OTR	1	0	17,500	0
FULTON FINL CORP PA	COM	360271100	224	14,500	SH		OTR	1	0	14,500	0
FULTON FINL CORP PA	COM	360271100	139	9,000	SH		SOLE		9,000	0	0
GAIN CAP HLDGS INC	COM	36268W100	139	22,500	SH		OTR	1	0	22,500	0
GAIN CAP HLDGS INC	COM	36268W100	86	13,900	SH		SOLE		13,900	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	4,646	63,037	SH		OTR	1	0	63,037	0
GALLAGHER ARTHUR J & CO	COM	363576109	370	5,016	SH		SOLE		5,016	0	0
GAMESTOP CORP NEW	CL A	36467W109	217	17,200	SH		OTR	1	0	17,200	0
GAMESTOP CORP NEW	CL A	36467W109	133	10,500	SH		SOLE		10,500	0	0
GAMING & LEISURE PPTYS INC	COM	36467J108	1,816	56,204	SH		OTR	1	0	56,204	0
GAMING & LEISURE PPTYS INC	COM	36467J108	194	6,000	SH		SOLE		6,000	0	0
GANNETT CO INC	COM	36473H104	827	97,000	SH		OTR	1	0	97,000	0
GANNETT CO INC	COM	36473H104	511	59,919	SH		SOLE		59,919	0	0
GAP INC DEL	COM	364760108	3,206	124,451	SH		OTR	1	0	124,451	0
GAP INC DEL	COM	364760108	1,715	66,594	SH		SOLE		66,594	0	0
GARRETT MOTION INC	COM	366505105	1,377	111,614	SH		OTR	1	0	111,614	0
GARTNER INC	COM	366651107	1,542	12,061	SH		OTR	1	0	12,061	0
GARTNER INC	COM	366651107	182	1,422	SH		SOLE		1,422	0	0
GENERAC HLDGS INC	COM	368736104	1,188	23,900	SH		OTR	1	0	23,900	0
GENERAC HLDGS INC	COM	368736104	732	14,723	SH		SOLE		14,723	0	0
GENERAL DYNAMICS CORP	COM	369550108	686	4,361	SH		SOLE		4,361	0	0
GENERAL DYNAMICS CORP	COM	369550108	6,983	44,420	SH		OTR	1	0	44,420	0
GENERAL ELECTRIC CO	COM	369604103	10,383	1,371,600	SH		OTR	5 1	0	1,371,600	0
GENERAL ELECTRIC CO	COM	369604103	1,030	136,095	SH		SOLE		136,095	0	0
GENERAL FIN CORP DEL	COM	369822101	243	24,000	SH		OTR	1	0	24,000	0
GENERAL FIN CORP DEL	COM	369822101	150	14,814	SH		SOLE		14,814	0	0
GENERAL MLS INC	COM	370334104	4,565	117,228	SH		OTR	1	0	117,228	0
GENERAL MLS INC	COM	370334104	363	9,332	SH		SOLE		9,332	0	0
GENERAL MTRS CO	COM	37045V100	11,817	353,266	SH		OTR	1	0	353,266	0
GENERAL MTRS CO	COM	37045V100	2,707	80,914	SH		SOLE		80,914	0	0
GENESCO INC	COM	371532102	988	22,300	SH		OTR	1	0	22,300	0
GENESCO INC	COM	371532102	608	13,715	SH		SOLE		13,715	0	0
GENESEE & WYO INC	CL A	371559105	4,108	55,502	SH		OTR	1	0	55,502	0
GENESEE & WYO INC	CL A	371559105	47	638	SH		SOLE		638	0	0
GENESIS HEALTHCARE INC	CL A COM	37185X106	36	30,900	SH		OTR	1	0	30,900	0
GENESIS HEALTHCARE INC	CL A COM	37185X106	23	19,100	SH		SOLE		19,100	0	0
GENUINE PARTS CO	COM	372460105	4,839	50,393	SH		OTR	5 1	0	50,393	0
GENUINE PARTS CO	COM	372460105	349	3,634	SH		SOLE		3,634	0	0
GENWORTH FINL INC	COM CL A	37247D106	1,179	252,900	SH		OTR	1	0	252,900	0
GENWORTH FINL INC	COM CL A	37247D106	727	156,101	SH		SOLE		156,101	0	0
GEO GROUP INC NEW	COM	36162J106	1,044	53,000	SH		OTR	1	0	53,000	0
GEO GROUP INC NEW	COM	36162J106	644	32,707	SH		SOLE		32,707	0	0
GILEAD SCIENCES INC	COM	375558103	33,710	538,935	SH		OTR	5 1	0	538,935	0
GILEAD SCIENCES INC	COM	375558103	6,925	110,716	SH		SOLE		110,716	0	0
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	254	6,183	SH		SOLE		6,183	0	0
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	423	10,300	SH		OTR	1	0	10,300	0
GLOBAL BRASS & COPPR HLDGS I	COM	37953G103	780	31,000	SH		OTR	1	0	31,000	0
GLOBAL BRASS & COPPR HLDGS I	COM	37953G103	480	19,094	SH		SOLE		19,094	0	0
GLOBAL PMTS INC	COM	37940X102	2,167	21,008	SH		OTR	1	0	21,008	0
GLOBAL PMTS INC	COM	37940X102	255	2,477	SH		SOLE		2,477	0	0
GLOBUS MED INC	CL A	379577208	192	4,455	SH		OTR	1	0	4,455	0
GLOBUS MED INC	CL A	379577208	117	2,700	SH		SOLE		2,700	0	0
GLU MOBILE INC	COM	379890106	157	19,400	SH		SOLE		19,400	0	0
GLU MOBILE INC	COM	379890106	254	31,500	SH		OTR	1	0	31,500	0
GODADDY INC	CL A	380237107	1,631	24,854	SH		SOLE		24,854	0	0
GODADDY INC	CL A	380237107	8,419	128,292	SH		OTR	1	0	128,292	0
GOGO INC	NOTE 3.750% 3/0	38046CAB5	500	580,000	PRN		SOLE		580,000	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	8,887	53,197	SH		OTR	1	0	53,197	0
GOLDMAN SACHS GROUP INC	COM	38141G104	908	5,437	SH		SOLE		5,437	0	0
GOODYEAR TIRE & RUBR CO	COM	382550101	1,461	71,592	SH		OTR	5 1	0	71,592	0
GOODYEAR TIRE & RUBR CO	COM	382550101	108	5,284	SH		SOLE		5,284	0	0
GRACO INC	COM	384109104	672	16,059	SH		OTR	1	0	16,059	0
GRAHAM HLDGS CO	COM	384637104	246	384	SH		SOLE		384	0	0
GRAHAM HLDGS CO	COM	384637104	6,307	9,845	SH		OTR	1	0	9,845	0
GRAINGER W W INC	COM	384802104	13,014	46,089	SH		OTR	5 1	0	46,089	0
GRAINGER W W INC	COM	384802104	1,968	6,969	SH		SOLE		6,969	0	0
GRAY TELEVISION INC	COM	389375106	408	27,700	SH		OTR	1	0	27,700	0
GRAY TELEVISION INC	COM	389375106	254	17,200	SH		SOLE		17,200	0	0
GREAT LAKES DREDGE & DOCK CO	COM	390607109	160	24,200	SH		OTR	1	0	24,200	0
GREAT LAKES DREDGE & DOCK CO	COM	390607109	100	15,100	SH		SOLE		15,100	0	0
GREEN DOT CORP	CL A	39304D102	1,280	16,100	SH		OTR	1	0	16,100	0
GREEN DOT CORP	CL A	39304D102	788	9,911	SH		SOLE		9,911	0	0
GREENBRIER COS INC	COM	393657101	898	22,707	SH		OTR	1	0	22,707	0
GREENBRIER COS INC	COM	393657101	554	14,006	SH		SOLE		14,006	0	0
GROUPON INC	COM	399473107	867	270,800	SH		OTR	1	0	270,800	0
GROUPON INC	COM	399473107	531	165,846	SH		SOLE		165,846	0	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	539	560,000	PRN		SOLE		560,000	0	0
HABIT RESTAURANTS INC	COM CL A	40449J103	727	69,200	SH		OTR	1	0	69,200	0
HABIT RESTAURANTS INC	COM CL A	40449J103	450	42,815	SH		SOLE		42,815	0	0
HAEMONETICS CORP	COM	405024100	1,521	15,200	SH		OTR	1	0	15,200	0
HAEMONETICS CORP	COM	405024100	941	9,405	SH		SOLE		9,405	0	0
HALLADOR ENERGY COMPANY	COM	40609P105	103	20,300	SH		OTR	1	0	20,300	0
HALLADOR ENERGY COMPANY	COM	40609P105	58	11,449	SH		SOLE		11,449	0	0
HALLIBURTON CO	COM	406216101	782	29,423	SH		SOLE		29,423	0	0
HALLIBURTON CO	COM	406216101	12,551	472,179	SH		OTR	1	0	472,179	0
HALOZYME THERAPEUTICS INC	COM	40637H109	471	32,200	SH		OTR	1	0	32,200	0
HALOZYME THERAPEUTICS INC	COM	40637H109	285	19,455	SH		SOLE		19,455	0	0
HANESBRANDS INC	COM	410345102	600	47,880	SH		OTR	1	0	47,880	0
HANESBRANDS INC	COM	410345102	71	5,646	SH		SOLE		5,646	0	0
HANMI FINL CORP	COM NEW	410495204	946	48,000	SH		OTR	1	0	48,000	0
HANMI FINL CORP	COM NEW	410495204	585	29,693	SH		SOLE		29,693	0	0
HARLEY DAVIDSON INC	COM	412822108	1,918	56,223	SH		OTR	1	0	56,223	0
HARLEY DAVIDSON INC	COM	412822108	146	4,274	SH		SOLE		4,274	0	0
HARRIS CORP DEL	COM	413875105	2,101	15,605	SH		OTR	1	0	15,605	0
HARRIS CORP DEL	COM	413875105	248	1,840	SH		SOLE		1,840	0	0
HARSCO CORP	COM	415864107	858	43,200	SH		OTR	1	0	43,200	0
HARSCO CORP	COM	415864107	528	26,597	SH		SOLE		26,597	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	2,304	51,841	SH		OTR	1	0	51,841	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	251	5,641	SH		SOLE		5,641	0	0
HARVARD BIOSCIENCE INC	COM	416906105	76	23,800	SH		OTR	1	0	23,800	0
HARVARD BIOSCIENCE INC	COM	416906105	47	14,640	SH		SOLE		14,640	0	0
HASBRO INC	COM	418056107	1,260	15,511	SH		OTR	1	0	15,511	0
HASBRO INC	COM	418056107	149	1,829	SH		SOLE		1,829	0	0
HC2 HLDGS INC	COM	404139107	41	15,700	SH		OTR	1	0	15,700	0
HC2 HLDGS INC	COM	404139107	26	9,800	SH		SOLE		9,800	0	0
HCA HEALTHCARE INC	COM	40412C101	22,292	179,123	SH		OTR	5 1	0	179,123	0
HCA HEALTHCARE INC	COM	40412C101	5,654	45,428	SH		SOLE		45,428	0	0
HCI GROUP INC	COM	40416E103	330	6,500	SH		SOLE		6,500	0	0
HCI GROUP INC	COM	40416E103	534	10,500	SH		OTR	1	0	10,500	0
HCP INC	COM	40414L109	10,887	389,810	SH		OTR	5 1	0	389,810	0
HCP INC	COM	40414L109	2,023	72,427	SH		SOLE		72,427	0	0
HD SUPPLY HLDGS INC	COM	40416M105	2,222	59,228	SH		OTR	1	0	59,228	0
HD SUPPLY HLDGS INC	COM	40416M105	185	4,941	SH		SOLE		4,941	0	0
HEALTH INS INNOVATIONS INC	COM CL A	42225K106	150	5,600	SH		OTR	1	0	5,600	0
HEALTH INS INNOVATIONS INC	COM CL A	42225K106	91	3,400	SH		SOLE		3,400	0	0
HEALTHCARE TR AMER INC	CL A NEW	42225P501	131	5,195	SH		SOLE		5,195	0	0
HEALTHCARE TR AMER INC	CL A NEW	42225P501	2,858	112,905	SH		OTR	1	0	112,905	0
HEALTHEQUITY INC	COM	42226A107	165	2,761	SH		SOLE		2,761	0	0
HEALTHEQUITY INC	COM	42226A107	256	4,300	SH		OTR	1	0	4,300	0
HEALTHSTREAM INC	COM	42222N103	181	7,500	SH		OTR	1	0	7,500	0
HEALTHSTREAM INC	COM	42222N103	114	4,700	SH		SOLE		4,700	0	0
HEIDRICK & STRUGGLES INTL IN	COM	422819102	842	27,000	SH		OTR	1	0	27,000	0
HEIDRICK & STRUGGLES INTL IN	COM	422819102	519	16,632	SH		SOLE		16,632	0	0
HELIX ENERGY SOLUTIONS GRP I	COM	42330P107	65	12,000	SH		OTR	1	0	12,000	0
HELIX ENERGY SOLUTIONS GRP I	COM	42330P107	39	7,300	SH		SOLE		7,300	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	66	72,000	PRN		OTR	4	0	72,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	6,081	6,554,000	PRN		SOLE		6,554,000	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	28,631	30,884,000	PRN		OTR	1	0	30,884,000	0
HELMERICH & PAYNE INC	COM	423452101	111	2,323	SH		SOLE		2,323	0	0
HELMERICH & PAYNE INC	COM	423452101	966	20,142	SH		OTR	1	0	20,142	0
HENRY JACK & ASSOC INC	COM	426281101	1,295	10,236	SH		OTR	1	0	10,236	0
HENRY JACK & ASSOC INC	COM	426281101	153	1,206	SH		SOLE		1,206	0	0
HERBALIFE LTD	NOTE 2.000% 8/1	42703MAB9	2,031	1,470,000	PRN		SOLE		1,470,000	0	0
HERITAGE INS HLDGS INC	COM	42727J102	321	21,800	SH		OTR	1	0	21,800	0
HERITAGE INS HLDGS INC	COM	42727J102	197	13,400	SH		SOLE		13,400	0	0
HERON THERAPEUTICS INC	COM	427746102	387	14,900	SH		OTR	1	0	14,900	0
HERON THERAPEUTICS INC	COM	427746102	235	9,075	SH		SOLE		9,075	0	0
HERSHA HOSPITALITY TR	PR SHS BEN INT	427825500	454	25,900	SH		OTR	1	0	25,900	0
HERSHA HOSPITALITY TR	PR SHS BEN INT	427825500	281	16,045	SH		SOLE		16,045	0	0
HERSHEY CO	COM	427866108	2,574	24,016	SH		OTR	5 1	0	24,016	0
HERSHEY CO	COM	427866108	363	3,390	SH		SOLE		3,390	0	0
HESS CORP	COM	42809H107	2,543	62,797	SH		OTR	1	0	62,797	0
HESS CORP	COM	42809H107	218	5,376	SH		SOLE		5,376	0	0
HESS CORP	DEP PDF SR A	42809H404	30,698	616,065	SH		OTR	1	0	616,065	0
HESS CORP	DEP PDF SR A	42809H404	54	1,096	SH		OTR	4	0	1,096	0
HESS CORP	DEP PDF SR A	42809H404	6,197	124,300	SH		SOLE		124,300	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	296	22,375	SH		SOLE		22,375	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	3,679	278,537	SH		OTR	1	0	278,537	0
HFF INC	CL A	40418F108	577	17,400	SH		OTR	1	0	17,400	0
HFF INC	CL A	40418F108	358	10,800	SH		SOLE		10,800	0	0
HIBBETT SPORTS INC	COM	428567101	355	24,800	SH		OTR	1	0	24,800	0
HIBBETT SPORTS INC	COM	428567101	218	15,231	SH		SOLE		15,231	0	0
HIGHWOODS PPTYS INC	COM	431284108	395	10,198	SH		OTR	1	0	10,198	0
HIGHWOODS PPTYS INC	COM	431284108	38	992	SH		SOLE		992	0	0
HILL ROM HLDGS INC	COM	431475102	9,678	109,295	SH		OTR	5 1	0	109,295	0
HILL ROM HLDGS INC	COM	431475102	815	9,202	SH		SOLE		9,202	0	0
HILLENBRAND INC	COM	431571108	455	12,000	SH		SOLE		12,000	0	0
HILLENBRAND INC	COM	431571108	736	19,400	SH		OTR	1	0	19,400	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	335	4,663	SH		SOLE		4,663	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	2,840	39,553	SH		OTR	1	0	39,553	0
HMS HLDGS CORP	COM	40425J101	1,004	35,700	SH		OTR	1	0	35,700	0
HMS HLDGS CORP	COM	40425J101	619	22,000	SH		SOLE		22,000	0	0
HNI CORP	COM	404251100	237	6,700	SH		OTR	1	0	6,700	0
HNI CORP	COM	404251100	149	4,200	SH		SOLE		4,200	0	0
HOLLYFRONTIER CORP	COM	436106108	12,065	236,004	SH		OTR	5 1	0	236,004	0
HOLLYFRONTIER CORP	COM	436106108	2,937	57,445	SH		SOLE		57,445	0	0
HOLOGIC INC	COM	436440101	311	7,561	SH		SOLE		7,561	0	0
HOLOGIC INC	COM	436440101	4,471	108,787	SH		OTR	5 1	0	108,787	0
HOME DEPOT INC	COM	437076102	50,910	296,301	SH		OTR	5 1	0	296,301	0
HOME DEPOT INC	COM	437076102	8,532	49,656	SH		SOLE		49,656	0	0
HONEYWELL INTL INC	COM	438516106	26,033	197,042	SH		OTR	5 1	0	197,042	0
HONEYWELL INTL INC	COM	438516106	7,121	53,898	SH		SOLE		53,898	0	0
HOPE BANCORP INC	COM	43940T109	287	24,200	SH		OTR	1	0	24,200	0
HOPE BANCORP INC	COM	43940T109	177	14,900	SH		SOLE		14,900	0	0
HORACE MANN EDUCATORS CORP N	COM	440327104	150	4,000	SH		OTR	1	0	4,000	0
HORACE MANN EDUCATORS CORP N	COM	440327104	94	2,500	SH		SOLE		2,500	0	0
HORIZON BANCORP INC	COM	440407104	139	8,800	SH		OTR	1	0	8,800	0
HORIZON BANCORP INC	COM	440407104	87	5,500	SH		SOLE		5,500	0	0
HORMEL FOODS CORP	COM	440452100	1,592	37,300	SH		OTR	1	0	37,300	0
HORMEL FOODS CORP	COM	440452100	182	4,258	SH		SOLE		4,258	0	0
HOSPITALITY PPTYS TR	COM SH BEN INT	44106M102	6,157	257,823	SH		OTR	5 1	0	257,823	0
HOSPITALITY PPTYS TR	COM SH BEN INT	44106M102	783	32,785	SH		SOLE		32,785	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	13,729	823,592	SH		OTR	5 1	0	823,592	0
HOST HOTELS & RESORTS INC	COM	44107P104	3,205	192,244	SH		SOLE		192,244	0	0
HOUGHTON MIFFLIN HARCOURT CO	COM	44157R109	178	20,100	SH		OTR	1	0	20,100	0
HOUGHTON MIFFLIN HARCOURT CO	COM	44157R109	111	12,500	SH		SOLE		12,500	0	0
HOVNANIAN ENTERPRISES INC	CL A	442487203	8	12,400	SH		OTR	1	0	12,400	0
HOVNANIAN ENTERPRISES INC	CL A	442487203	5	7,904	SH		SOLE		7,904	0	0
HP INC	COM	40434L105	12,311	601,692	SH		OTR	5 1	0	601,692	0
HP INC	COM	40434L105	2,962	144,783	SH		SOLE		144,783	0	0
HUB GROUP INC	CL A	443320106	126	3,400	SH		SOLE		3,400	0	0
HUB GROUP INC	CL A	443320106	208	5,600	SH		OTR	1	0	5,600	0
HUBBELL INC	COM	443510607	488	4,914	SH		OTR	1	0	4,914	0
HUBBELL INC	COM	443510607	48	479	SH		SOLE		479	0	0
HUBSPOT INC	COM	443573100	629	5,000	SH		OTR	1	0	5,000	0
HUBSPOT INC	COM	443573100	390	3,100	SH		SOLE		3,100	0	0
HUBSPOT INC	NOTE 0.250% 6/0	443573AB6	1,891	1,320,000	PRN		SOLE		1,320,000	0	0
HUMANA INC	COM	444859102	6,428	22,438	SH		OTR	1	0	22,438	0
HUMANA INC	COM	444859102	618	2,157	SH		SOLE		2,157	0	0
HUNT J B TRANS SVCS INC	COM	445658107	1,323	14,216	SH		OTR	1	0	14,216	0
HUNT J B TRANS SVCS INC	COM	445658107	1,225	13,166	SH		SOLE		13,166	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	1,687	141,547	SH		OTR	1	0	141,547	0
HUNTINGTON BANCSHARES INC	COM	446150104	199	16,692	SH		SOLE		16,692	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	3,622	19,030	SH		OTR	5 1	0	19,030	0
HUNTINGTON INGALLS INDS INC	COM	446413106	499	2,622	SH		SOLE		2,622	0	0
HUNTSMAN CORP	COM	447011107	1,986	102,949	SH		OTR	1	0	102,949	0
HUNTSMAN CORP	COM	447011107	71	3,700	SH		SOLE		3,700	0	0
HYSTER YALE MATLS HANDLING I	CL A	449172105	607	9,800	SH		OTR	1	0	9,800	0
HYSTER YALE MATLS HANDLING I	CL A	449172105	367	5,926	SH		SOLE		5,926	0	0
IAC INTERACTIVECORP	COM	44919P508	8,889	48,562	SH		OTR	1	0	48,562	0
IAC INTERACTIVECORP	COM	44919P508	534	2,917	SH		SOLE		2,917	0	0
IBERIABANK CORP	COM	450828108	759	11,814	SH		SOLE		11,814	0	0
IBERIABANK CORP	COM	450828108	1,234	19,200	SH		OTR	1	0	19,200	0
ICU MED INC	COM	44930G107	3,746	16,311	SH		OTR	1	0	16,311	0
ICU MED INC	COM	44930G107	304	1,324	SH		SOLE		1,324	0	0
IDEXX LABS INC	COM	45168D104	2,139	11,499	SH		OTR	1	0	11,499	0
IDEXX LABS INC	COM	45168D104	252	1,355	SH		SOLE		1,355	0	0
II VI INC	COM	902104108	276	8,500	SH		OTR	1	0	8,500	0
II VI INC	COM	902104108	172	5,300	SH		SOLE		5,300	0	0
II VI INC	NOTE 0.250% 9/0	902104AB4	488	500,000	PRN		SOLE		500,000	0	0
ILLINOIS TOOL WKS INC	COM	452308109	6,494	51,262	SH		OTR	5 1	0	51,262	0
ILLINOIS TOOL WKS INC	COM	452308109	1,322	10,431	SH		SOLE		10,431	0	0
ILLUMINA INC	COM	452327109	13,761	45,881	SH		OTR	5 1	0	45,881	0
ILLUMINA INC	COM	452327109	2,070	6,901	SH		SOLE		6,901	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	28,646	21,757,000	PRN		OTR	1	0	21,757,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	88	67,000	PRN		OTR	4	0	67,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	11,933	9,056,000	PRN		SOLE		9,056,000	0	0
ILLUMINA INC	NOTE 6/1	452327AF6	8,571	6,999,000	PRN		OTR	1	0	6,999,000	0
ILLUMINA INC	NOTE 6/1	452327AF6	3,846	3,141,000	PRN		SOLE		3,141,000	0	0
IMMERSION CORP	COM	452521107	725	80,900	SH		OTR	1	0	80,900	0
IMMERSION CORP	COM	452521107	447	49,882	SH		SOLE		49,882	0	0
IMMUNOGEN INC	COM	45253H101	196	40,900	SH		OTR	1	0	40,900	0
IMMUNOGEN INC	COM	45253H101	121	25,210	SH		SOLE		25,210	0	0
IMMUNOMEDICS INC	COM	452907108	371	26,000	SH		OTR	1	0	26,000	0
IMMUNOMEDICS INC	COM	452907108	226	15,805	SH		SOLE		15,805	0	0
INCYTE CORP	COM	45337C102	497	7,818	SH		SOLE		7,818	0	0
INCYTE CORP	COM	45337C102	4,407	69,297	SH		OTR	1	0	69,297	0
INDEPENDENT BANK CORP MICH	COM NEW	453838609	275	13,100	SH		OTR	1	0	13,100	0
INDEPENDENT BANK CORP MICH	COM NEW	453838609	170	8,100	SH		SOLE		8,100	0	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INSRED	45409F843	18,799	751,500	SH		OTR	3	0	751,500	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INTRME	45409F827	31,784	1,268,300	SH		OTR	3	0	1,268,300	0
INDEXIQ ETF TR	HDG EVE DRIV	45409B404	1,565	80,000	SH		OTR	3	0	80,000	0
INDEXIQ ETF TR	HDGD FTSE EURO	45409B552	1,761	103,182	SH		OTR	3	0	103,182	0
INDEXIQ ETF TR	HDGD FTSE JAPN	45409B537	24,806	1,327,287	SH		OTR	3	0	1,327,287	0
INDEXIQ ETF TR	IQ 500 INT ETF	45409B362	2,972	120,000	SH		OTR	3	0	120,000	0
INDEXIQ ETF TR	IQ LEADERS GTA	45409B511	26,704	1,216,508	SH		OTR	3	0	1,216,508	0
INDEXIQ ETF TR	IQ S&P HGH YLD	45409B412	46,420	1,994,000	SH		OTR	3	0	1,994,000	0
INDEXIQ ETF TR	IQ SHORT DURAT	45409B339	2,256	90,000	SH		OTR	3	0	90,000	0
INDEXIQ ETF TR	LNG SHT TRACK	45409B305	1,566	80,000	SH		OTR	3	0	80,000	0
INFINERA CORPORATION	NOTE 2.125% 9/0	45667GAC7	437	600,000	PRN		SOLE		600,000	0	0
INGREDION INC	COM	457187102	1,813	19,839	SH		OTR	1	0	19,839	0
INGREDION INC	COM	457187102	120	1,313	SH		SOLE		1,313	0	0
INNERWORKINGS INC	COM	45773Y105	30	7,900	SH		OTR	1	0	7,900	0
INNERWORKINGS INC	COM	45773Y105	18	4,800	SH		SOLE		4,800	0	0
INPHI CORP	NOTE 0.750% 9/0	45772FAC1	1,637	1,766,000	PRN		SOLE		1,766,000	0	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	28,756	27,295,000	PRN		OTR	1	0	27,295,000	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	44	42,000	PRN		OTR	4	0	42,000	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	4,302	4,081,000	PRN		SOLE		4,081,000	0	0
INSIGHT ENTERPRISES INC	COM	45765U103	583	14,300	SH		OTR	1	0	14,300	0
INSIGHT ENTERPRISES INC	COM	45765U103	358	8,794	SH		SOLE		8,794	0	0
INSMED INC	COM PAR $.01	457669307	249	18,990	SH		OTR	1	0	18,990	0
INSMED INC	COM PAR $.01	457669307	154	11,754	SH		SOLE		11,754	0	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	447	625,000	PRN		SOLE		625,000	0	0
INSPERITY INC	COM	45778Q107	2,025	21,691	SH		SOLE		21,691	0	0
INSPERITY INC	COM	45778Q107	3,540	37,916	SH		OTR	5 1	0	37,916	0
INSULET CORP	NOTE 1.250% 9/1	45784PAF8	1,304	920,000	PRN		SOLE		920,000	0	0
INTEGER HLDGS CORP	COM	45826H109	1,083	14,200	SH		OTR	1	0	14,200	0
INTEGER HLDGS CORP	COM	45826H109	665	8,719	SH		SOLE		8,719	0	0
INTEGRATED DEVICE TECHNOLOGY	COM	458118106	455	9,400	SH		OTR	1	0	9,400	0
INTEGRATED DEVICE TECHNOLOGY	COM	458118106	281	5,800	SH		SOLE		5,800	0	0
INTEGRATED DEVICE TECHNOLOGY	NOTE 0.875%11/1	458118AC0	934	602,000	PRN		SOLE		602,000	0	0
INTEL CORP	COM	458140100	14,631	311,754	SH		SOLE		311,754	0	0
INTEL CORP	COM	458140100	62,187	1,325,100	SH		OTR	5 1	0	1,325,100	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	464	4,600	SH		OTR	1	0	4,600	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	298	2,961	SH		SOLE		2,961	0	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	12,660	13,677,000	PRN		OTR	1	0	13,677,000	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	28	30,000	PRN		OTR	4	0	30,000	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	3,694	3,988,000	PRN		SOLE		3,988,000	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	10,259	136,186	SH		OTR	5 1	0	136,186	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	1,946	25,832	SH		SOLE		25,832	0	0
INTERDIGITAL INC	COM	45867G101	312	4,700	SH		OTR	1	0	4,700	0
INTERDIGITAL INC	COM	45867G101	193	2,900	SH		SOLE		2,900	0	0
INTERDIGITAL INC	NOTE 1.500% 3/0	458660AD9	551	523,000	PRN		SOLE		523,000	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	27,260	239,821	SH		OTR	5 1	0	239,821	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	8,965	78,872	SH		SOLE		78,872	0	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	1,801	13,410	SH		OTR	1	0	13,410	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	212	1,579	SH		SOLE		1,579	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	12,081	585,593	SH		OTR	5 1	0	585,593	0
INTERPUBLIC GROUP COS INC	COM	460690100	1,557	75,457	SH		SOLE		75,457	0	0
INTL FCSTONE INC	COM	46116V105	293	8,000	SH		OTR	1	0	8,000	0
INTL FCSTONE INC	COM	46116V105	179	4,900	SH		SOLE		4,900	0	0
INTL PAPER CO	COM	460146103	9,898	245,251	SH		OTR	5 1	0	245,251	0
INTL PAPER CO	COM	460146103	1,808	44,787	SH		SOLE		44,787	0	0
INTRICON CORP	COM	46121H109	314	11,900	SH		OTR	1	0	11,900	0
INTRICON CORP	COM	46121H109	191	7,229	SH		SOLE		7,229	0	0
INTUIT	COM	461202103	797	4,051	SH		SOLE		4,051	0	0
INTUIT	COM	461202103	7,441	37,801	SH		OTR	1	0	37,801	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	15,610	32,594	SH		OTR	5 1	0	32,594	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	2,556	5,336	SH		SOLE		5,336	0	0
INVESCO MUN TR	COM	46131J103	268	24,087	SH		SOLE		24,087	0	0
INVESCO QUALITY MUNI INC TRS	COM	46133G107	1,120	99,857	SH		SOLE		99,857	0	0
IONIS PHARMACEUTICALS INC	COM	462222100	1,668	30,854	SH		OTR	1	0	30,854	0
IONIS PHARMACEUTICALS INC	COM	462222100	150	2,767	SH		SOLE		2,767	0	0
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	172	19,400	SH		OTR	1	0	19,400	0
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	125	14,118	SH		SOLE		14,118	0	0
IPG PHOTONICS CORP	COM	44980X109	64	565	SH		SOLE		565	0	0
IPG PHOTONICS CORP	COM	44980X109	542	4,784	SH		OTR	1	0	4,784	0
IQVIA HLDGS INC	COM	46266C105	12,259	105,523	SH		OTR	1	0	105,523	0
IQVIA HLDGS INC	COM	46266C105	2,316	19,936	SH		SOLE		19,936	0	0
IRIDIUM COMMUNICATIONS INC	COM	46269C102	915	49,600	SH		OTR	1	0	49,600	0
IRIDIUM COMMUNICATIONS INC	COM	46269C102	565	30,601	SH		SOLE		30,601	0	0
IRON MTN INC NEW	COM	46284V101	1,510	46,603	SH		OTR	1	0	46,603	0
IRON MTN INC NEW	COM	46284V101	166	5,128	SH		SOLE		5,128	0	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	200	19,267	SH		SOLE		19,267	0	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	328	31,652	SH		OTR	1	0	31,652	0
IRONWOOD PHARMACEUTICALS INC	DBCV 2.250% 6/1	46333XAD0	798	849,000	PRN		SOLE		849,000	0	0
ISHARES GOLD TRUST	ISHARES	464285105	113	9,200	SH		SOLE		9,200	0	0
ISHARES GOLD TRUST	ISHARES	464285105	7,604	618,700	SH		OTR	1	0	618,700	0
ISHARES INC	MSCI TURKEY ETF	464286715	2,057	83,700	SH		OTR	1	0	83,700	0
ISHARES TR	IBOXX HI YD ETF	464288513	466	5,750	SH		SOLE		5,750	0	0
ISHARES TR	MSCI QATAR ETF	46434V779	1,955	105,754	SH		OTR	1	0	105,754	0
ISHARES TR	RUS 1000 GRW ETF	464287614	21,409	163,537	SH		OTR	1	0	163,537	0
ISHARES TR	RUSSELL 2000 ETF	464287655	11,320	84,544	SH		OTR	1	0	84,544	0
ISHARES TR	RUSSELL 2000 ETF	464287655	315	2,354	SH		SOLE		2,354	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	27,697	25,776,000	PRN		OTR	1	0	25,776,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	6,948	6,463,000	PRN		SOLE		6,463,000	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	48	45,000	PRN		OTR	4	0	45,000	0
J ALEXANDERS HLDGS INC	COM	46609J106	193	23,500	SH		OTR	1	0	23,500	0
J ALEXANDERS HLDGS INC	COM	46609J106	119	14,497	SH		SOLE		14,497	0	0
J JILL INC	COM	46620W102	260	48,700	SH		OTR	1	0	48,700	0
J JILL INC	COM	46620W102	160	30,011	SH		SOLE		30,011	0	0
J2 GLOBAL INC	COM	48123V102	777	11,200	SH		OTR	1	0	11,200	0
J2 GLOBAL INC	COM	48123V102	474	6,831	SH		SOLE		6,831	0	0
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	956	830,000	PRN		SOLE		830,000	0	0
JABIL INC	COM	466313103	8,638	348,448	SH		OTR	1	0	348,448	0
JABIL INC	COM	466313103	640	25,818	SH		SOLE		25,818	0	0
JACOBS ENGR GROUP INC DEL	COM	469814107	109	1,867	SH		SOLE		1,867	0	0
JACOBS ENGR GROUP INC DEL	COM	469814107	925	15,831	SH		OTR	1	0	15,831	0
JAZZ INVESTMENTS I LTD	NOTE 1.875% 8/1	472145AB7	1,419	1,459,000	PRN		SOLE		1,459,000	0	0
JD COM INC	SPON ADR CL A	47215P106	970	46,344	SH		OTR	1	0	46,344	0
JEFFERIES FINL GROUP INC	COM	47233W109	651	37,481	SH		OTR	1	0	37,481	0
JEFFERIES FINL GROUP INC	COM	47233W109	77	4,420	SH		SOLE		4,420	0	0
JETBLUE AIRWAYS CORP	COM	477143101	10,288	640,606	SH		OTR	5 1	0	640,606	0
JETBLUE AIRWAYS CORP	COM	477143101	2,432	151,449	SH		SOLE		151,449	0	0
JOHNSON & JOHNSON	COM	478160104	21,550	166,992	SH		SOLE		166,992	0	0
JOHNSON & JOHNSON	COM	478160104	79,646	617,169	SH		OTR	5 1	0	617,169	0
JOHNSON OUTDOORS INC	CL A	479167108	235	3,995	SH		SOLE		3,995	0	0
JOHNSON OUTDOORS INC	CL A	479167108	376	6,400	SH		OTR	1	0	6,400	0
JONES LANG LASALLE INC	COM	48020Q107	2,950	23,304	SH		OTR	1	0	23,304	0
JONES LANG LASALLE INC	COM	48020Q107	120	949	SH		SOLE		949	0	0
JPMORGAN CHASE & CO	COM	46625H100	79,012	809,379	SH		OTR	5 1	0	809,379	0
JPMORGAN CHASE & CO	COM	46625H100	20,909	214,192	SH		SOLE		214,192	0	0
JUNIPER NETWORKS INC	COM	48203R104	19,356	719,304	SH		OTR	5 1	0	719,304	0
JUNIPER NETWORKS INC	COM	48203R104	4,803	178,497	SH		SOLE		178,497	0	0
K12 INC	COM	48273U102	710	28,627	SH		SOLE		28,627	0	0
K12 INC	COM	48273U102	1,148	46,300	SH		OTR	1	0	46,300	0
KANSAS CITY SOUTHERN	COM NEW	485170302	1,371	14,362	SH		OTR	5 1	0	14,362	0
KANSAS CITY SOUTHERN	COM NEW	485170302	196	2,058	SH		SOLE		2,058	0	0
KAR AUCTION SVCS INC	COM	48238T109	196	4,100	SH		OTR	1	0	4,100	0
KAR AUCTION SVCS INC	COM	48238T109	15	309	SH		SOLE		309	0	0
KEANE GROUP INC	COM	48669A108	123	15,000	SH		OTR	1	0	15,000	0
KEANE GROUP INC	COM	48669A108	75	9,200	SH		SOLE		9,200	0	0
KELLOGG CO	COM	487836108	1,916	33,611	SH		OTR	1	0	33,611	0
KELLOGG CO	COM	487836108	226	3,963	SH		SOLE		3,963	0	0
KELLY SVCS INC	CL A	488152208	285	13,900	SH		OTR	1	0	13,900	0
KELLY SVCS INC	CL A	488152208	176	8,600	SH		SOLE		8,600	0	0
KEMET CORP	COM NEW	488360207	502	28,600	SH		OTR	1	0	28,600	0
KEMET CORP	COM NEW	488360207	309	17,600	SH		SOLE		17,600	0	0
KEMPER CORP DEL	COM	488401100	5,121	77,154	SH		OTR	5 1	0	77,154	0
KEMPER CORP DEL	COM	488401100	2,623	39,510	SH		SOLE		39,510	0	0
KEYCORP NEW	COM	493267108	2,306	156,014	SH		OTR	1	0	156,014	0
KEYCORP NEW	COM	493267108	246	16,620	SH		SOLE		16,620	0	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	2,181	35,130	SH		OTR	1	0	35,130	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	232	3,738	SH		SOLE		3,738	0	0
KFORCE INC	COM	493732101	634	20,500	SH		OTR	1	0	20,500	0
KFORCE INC	COM	493732101	393	12,700	SH		SOLE		12,700	0	0
KIMBALL ELECTRONICS INC	COM	49428J109	98	6,300	SH		OTR	1	0	6,300	0
KIMBALL ELECTRONICS INC	COM	49428J109	59	3,800	SH		SOLE		3,800	0	0
KIMBERLY CLARK CORP	COM	494368103	4,265	37,428	SH		SOLE		37,428	0	0
KIMBERLY CLARK CORP	COM	494368103	12,295	107,907	SH		OTR	5 1	0	107,907	0
KIMCO RLTY CORP	COM	49446R109	2,304	157,275	SH		OTR	1	0	157,275	0
KIMCO RLTY CORP	COM	49446R109	144	9,833	SH		SOLE		9,833	0	0
KINDER MORGAN INC DEL	COM	49456B101	5,261	342,037	SH		OTR	1	0	342,037	0
KINDER MORGAN INC DEL	COM	49456B101	457	29,719	SH		SOLE		29,719	0	0
KIRKLANDS INC	COM	497498105	493	51,700	SH		OTR	1	0	51,700	0
KIRKLANDS INC	COM	497498105	304	31,942	SH		SOLE		31,942	0	0
KLA-TENCOR CORP	COM	482480100	1,244	13,896	SH		SOLE		13,896	0	0
KLA-TENCOR CORP	COM	482480100	7,003	78,249	SH		OTR	5 1	0	78,249	0
KOHLS CORP	COM	500255104	987	14,882	SH		SOLE		14,882	0	0
KOHLS CORP	COM	500255104	8,771	132,208	SH		OTR	5 1	0	132,208	0
KRAFT HEINZ CO	COM	500754106	4,683	108,805	SH		OTR	1	0	108,805	0
KRAFT HEINZ CO	COM	500754106	419	9,738	SH		SOLE		9,738	0	0
KRATON CORPORATION	COM	50077C106	181	8,300	SH		OTR	1	0	8,300	0
KRATON CORPORATION	COM	50077C106	112	5,113	SH		SOLE		5,113	0	0
KROGER CO	COM	501044101	15,553	565,567	SH		OTR	5 1	0	565,567	0
KROGER CO	COM	501044101	3,726	135,486	SH		SOLE		135,486	0	0
L BRANDS INC	COM	501797104	643	25,052	SH		SOLE		25,052	0	0
L BRANDS INC	COM	501797104	6,329	246,553	SH		OTR	5 1	0	246,553	0
L3 TECHNOLOGIES INC	COM	502413107	1,806	10,402	SH		OTR	1	0	10,402	0
L3 TECHNOLOGIES INC	COM	502413107	213	1,227	SH		SOLE		1,227	0	0
LA Z BOY INC	COM	505336107	272	9,800	SH		OTR	1	0	9,800	0
LA Z BOY INC	COM	505336107	166	6,000	SH		SOLE		6,000	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	1,788	14,151	SH		OTR	1	0	14,151	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	210	1,664	SH		SOLE		1,664	0	0
LADDER CAP CORP	CL A	505743104	879	56,800	SH		OTR	1	0	56,800	0
LADDER CAP CORP	CL A	505743104	542	35,028	SH		SOLE		35,028	0	0
LADENBURG THALMAN FIN SVCS I	COM	50575Q102	35	15,000	SH		SOLE		15,000	0	0
LADENBURG THALMAN FIN SVCS I	COM	50575Q102	57	24,300	SH		OTR	1	0	24,300	0
LAM RESEARCH CORP	COM	512807108	4,115	30,217	SH		SOLE		30,217	0	0
LAM RESEARCH CORP	COM	512807108	21,393	157,104	SH		OTR	5 1	0	157,104	0
LAMAR ADVERTISING CO NEW	CL A	512816109	6,354	91,842	SH		OTR	5 1	0	91,842	0
LAMAR ADVERTISING CO NEW	CL A	512816109	647	9,349	SH		SOLE		9,349	0	0
LAMB WESTON HLDGS INC	COM	513272104	1,428	19,407	SH		OTR	1	0	19,407	0
LAMB WESTON HLDGS INC	COM	513272104	168	2,286	SH		SOLE		2,286	0	0
LANDS END INC NEW	COM	51509F105	540	38,000	SH		OTR	1	0	38,000	0
LANDS END INC NEW	COM	51509F105	331	23,284	SH		SOLE		23,284	0	0
LANTHEUS HLDGS INC	COM	516544103	507	32,365	SH		SOLE		32,365	0	0
LANTHEUS HLDGS INC	COM	516544103	822	52,500	SH		OTR	1	0	52,500	0
LAS VEGAS SANDS CORP	COM	517834107	1,373	26,385	SH		OTR	1	0	26,385	0
LAUDER ESTEE COS INC	CL A	518439104	487	3,743	SH		SOLE		3,743	0	0
LAUDER ESTEE COS INC	CL A	518439104	4,341	33,370	SH		OTR	5 1	0	33,370	0
LAUREATE EDUCATION INC	CL A	518613203	608	39,900	SH		OTR	1	0	39,900	0
LAUREATE EDUCATION INC	CL A	518613203	375	24,600	SH		SOLE		24,600	0	0
LCNB CORP	COM	50181P100	105	6,900	SH		OTR	1	0	6,900	0
LCNB CORP	COM	50181P100	63	4,148	SH		SOLE		4,148	0	0
LEGG MASON INC	COM	524901105	6,407	251,172	SH		OTR	1	0	251,172	0
LEGG MASON INC	COM	524901105	473	18,560	SH		SOLE		18,560	0	0
LEGGETT & PLATT INC	COM	524660107	73	2,037	SH		SOLE		2,037	0	0
LEGGETT & PLATT INC	COM	524660107	620	17,288	SH		OTR	1	0	17,288	0
LEIDOS HLDGS INC	COM	525327102	1,472	27,929	SH		SOLE		27,929	0	0
LEIDOS HLDGS INC	COM	525327102	5,213	98,885	SH		OTR	1	0	98,885	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	13,677	10,999,000	PRN		OTR	1	0	10,999,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	29	23,000	PRN		OTR	4	0	23,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	3,331	2,677,000	PRN		SOLE		2,677,000	0	0
LENNAR CORP	CL A	526057104	2,059	52,585	SH		OTR	1	0	52,585	0
LENNAR CORP	CL A	526057104	179	4,568	SH		SOLE		4,568	0	0
LEXICON PHARMACEUTICALS INC	NOTE 5.250%12/0	528872AB0	176	157,000	PRN		SOLE		157,000	0	0
LIBERTY MEDIA CORP DELAWARE	COM A SIRIUSXM	531229409	56	1,526	SH		SOLE		1,526	0	0
LIBERTY MEDIA CORP DELAWARE	COM A SIRIUSXM	531229409	835	22,701	SH		OTR	1	0	22,701	0
LIBERTY MEDIA CORP DELAWARE	COM C SIRIUSXM	531229607	1,187	32,103	SH		OTR	1	0	32,103	0
LIBERTY MEDIA CORP DELAWARE	COM C SIRIUSXM	531229607	89	2,407	SH		SOLE		2,407	0	0
LIBERTY MEDIA CORP DELAWARE	DEB 2.250% 9/3	531229AE2	383	805,000	PRN		SOLE		805,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	16,627	16,105,000	PRN		OTR	1	0	16,105,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	4,677	4,530,000	PRN		SOLE		4,530,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	23,220	21,645,000	PRN		OTR	1	0	21,645,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	77	72,000	PRN		OTR	4	0	72,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	5,125	4,775,000	PRN		SOLE		4,775,000	0	0
LIBERTY PPTY TR	SH BEN INT	531172104	262	6,250	SH		OTR	1	0	6,250	0
LIBERTY PPTY TR	SH BEN INT	531172104	19	458	SH		SOLE		458	0	0
LIBERTY TRIPADVISOR HLDGS IN	COM SER A	531465102	404	25,400	SH		OTR	1	0	25,400	0
LIBERTY TRIPADVISOR HLDGS IN	COM SER A	531465102	251	15,800	SH		SOLE		15,800	0	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	574	4,227	SH		OTR	1	0	4,227	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	352	2,594	SH		SOLE		2,594	0	0
LILLY ELI & CO	COM	532457108	28,601	247,154	SH		OTR	5 1	0	247,154	0
LILLY ELI & CO	COM	532457108	5,191	44,855	SH		SOLE		44,855	0	0
LIMELIGHT NETWORKS INC	COM	53261M104	36	15,200	SH		OTR	1	0	15,200	0
LIMELIGHT NETWORKS INC	COM	53261M104	22	9,400	SH		SOLE		9,400	0	0
LINCOLN NATL CORP IND	COM	534187109	8,489	165,448	SH		OTR	5 1	0	165,448	0
LINCOLN NATL CORP IND	COM	534187109	1,438	28,029	SH		SOLE		28,029	0	0
LIONS GATE ENTMNT CORP	CL A VTG	535919401	3,788	235,278	SH		OTR	1	0	235,278	0
LIONS GATE ENTMNT CORP	CL A VTG	535919401	244	15,149	SH		SOLE		15,149	0	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	10	689	SH		SOLE		689	0	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	156	10,500	SH		OTR	1	0	10,500	0
LITTELFUSE INC	COM	537008104	1,624	9,471	SH		OTR	1	0	9,471	0
LITTELFUSE INC	COM	537008104	179	1,044	SH		SOLE		1,044	0	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	2,210	44,873	SH		OTR	1	0	44,873	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	214	4,350	SH		SOLE		4,350	0	0
LIVEPERSON INC	COM	538146101	577	30,600	SH		OTR	1	0	30,600	0
LIVEPERSON INC	COM	538146101	356	18,885	SH		SOLE		18,885	0	0
LKQ CORP	COM	501889208	118	4,980	SH		SOLE		4,980	0	0
LKQ CORP	COM	501889208	1,002	42,244	SH		OTR	1	0	42,244	0
LOCKHEED MARTIN CORP	COM	539830109	1,066	4,071	SH		SOLE		4,071	0	0
LOCKHEED MARTIN CORP	COM	539830109	12,289	46,934	SH		OTR	5 1	0	46,934	0
LOEWS CORP	COM	540424108	1,681	36,930	SH		OTR	1	0	36,930	0
LOEWS CORP	COM	540424108	198	4,355	SH		SOLE		4,355	0	0
LOGMEIN INC	COM	54142L109	9,204	112,839	SH		OTR	5 1	0	112,839	0
LOGMEIN INC	COM	54142L109	1,888	23,147	SH		SOLE		23,147	0	0
LOWES COS INC	COM	548661107	17,946	194,302	SH		OTR	5 1	0	194,302	0
LOWES COS INC	COM	548661107	5,461	59,126	SH		SOLE		59,126	0	0
LOXO ONCOLOGY INC	COM	548862101	434	3,096	SH		SOLE		3,096	0	0
LOXO ONCOLOGY INC	COM	548862101	700	5,000	SH		OTR	1	0	5,000	0
LPL FINL HLDGS INC	COM	50212V100	12,248	200,532	SH		OTR	1	0	200,532	0
LPL FINL HLDGS INC	COM	50212V100	1,615	26,433	SH		SOLE		26,433	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	33,866	33,611,000	PRN		OTR	1	0	33,611,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	60	60,000	PRN		OTR	4	0	60,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	9,246	9,170,000	PRN		SOLE		9,170,000	0	0
M & T BK CORP	COM	55261F104	3,446	24,078	SH		OTR	1	0	24,078	0
M & T BK CORP	COM	55261F104	316	2,207	SH		SOLE		2,207	0	0
MACERICH CO	COM	554382101	608	14,049	SH		OTR	1	0	14,049	0
MACERICH CO	COM	554382101	72	1,656	SH		SOLE		1,656	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	2,204	2,540,000	PRN		SOLE		2,540,000	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.875% 7/1	55608BAA3	40,545	40,715,000	PRN		OTR	1	0	40,715,000	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.875% 7/1	55608BAA3	8,893	8,926,000	PRN		SOLE		8,926,000	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.875% 7/1	55608BAA3	67	68,000	PRN		OTR	4	0	68,000	0
MACYS INC	COM	55616P104	9,649	324,024	SH		OTR	5 1	0	324,024	0
MACYS INC	COM	55616P104	1,374	46,150	SH		SOLE		46,150	0	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	169	1,500	SH		OTR	1	0	1,500	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	120	1,061	SH		SOLE		1,061	0	0
MAGELLAN HEALTH INC	COM NEW	559079207	700	12,300	SH		OTR	1	0	12,300	0
MAGELLAN HEALTH INC	COM NEW	559079207	427	7,497	SH		SOLE		7,497	0	0
MAMMOTH ENERGY SVCS INC	COM	56155L108	422	23,459	SH		SOLE		23,459	0	0
MAMMOTH ENERGY SVCS INC	COM	56155L108	683	38,000	SH		OTR	1	0	38,000	0
MANHATTAN ASSOCS INC	COM	562750109	7,118	167,991	SH		OTR	1	0	167,991	0
MANHATTAN ASSOCS INC	COM	562750109	348	8,204	SH		SOLE		8,204	0	0
MANPOWERGROUP INC	COM	56418H100	156	2,409	SH		OTR	1	0	2,409	0
MANPOWERGROUP INC	COM	56418H100	1,121	17,295	SH		SOLE		17,295	0	0
MARATHON OIL CORP	COM	565849106	3,946	275,149	SH		OTR	1	0	275,149	0
MARATHON OIL CORP	COM	565849106	317	22,118	SH		SOLE		22,118	0	0
MARATHON PETE CORP	COM	56585A102	14,939	253,162	SH		OTR	5 1	0	253,162	0
MARATHON PETE CORP	COM	56585A102	5,916	100,261	SH		SOLE		100,261	0	0
MARCUS & MILLICHAP INC	COM	566324109	546	15,906	SH		SOLE		15,906	0	0
MARCUS & MILLICHAP INC	COM	566324109	886	25,800	SH		OTR	1	0	25,800	0
MARCUS CORP	COM	566330106	506	12,814	SH		SOLE		12,814	0	0
MARCUS CORP	COM	566330106	822	20,800	SH		OTR	1	0	20,800	0
MARKEL CORP	COM	570535104	2,779	2,677	SH		OTR	1	0	2,677	0
MARKEL CORP	COM	570535104	276	266	SH		SOLE		266	0	0
MARRIOTT INTL INC NEW	CL A	571903202	4,099	37,759	SH		OTR	1	0	37,759	0
MARRIOTT INTL INC NEW	CL A	571903202	483	4,453	SH		SOLE		4,453	0	0
MARRIOTT VACATIONS WRLDWDE C	NOTE 1.500% 9/1	57164YAB3	2,558	2,982,000	PRN		OTR	1	0	2,982,000	0
MARRIOTT VACATIONS WRLDWDE C	NOTE 1.500% 9/1	57164YAB3	32	37,000	PRN		OTR	4	0	37,000	0
MARRIOTT VACATIONS WRLDWDE C	NOTE 1.500% 9/1	57164YAB3	962	1,115,000	PRN		SOLE		1,115,000	0	0
MARSH & MCLENNAN COS INC	COM	571748102	6,540	82,009	SH		OTR	1	0	82,009	0
MARSH & MCLENNAN COS INC	COM	571748102	631	7,907	SH		SOLE		7,907	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	169	986	SH		SOLE		986	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	1,438	8,367	SH		OTR	1	0	8,367	0
MASCO CORP	COM	574599106	3,446	117,860	SH		OTR	5 1	0	117,860	0
MASCO CORP	COM	574599106	522	17,861	SH		SOLE		17,861	0	0
MASIMO CORP	COM	574795100	525	4,889	SH		OTR	1	0	4,889	0
MASIMO CORP	COM	574795100	58	541	SH		SOLE		541	0	0
MASTERCARD INCORPORATED	CL A	57636Q104	54,857	290,788	SH		OTR	5 1	0	290,788	0
MASTERCARD INCORPORATED	CL A	57636Q104	10,530	55,816	SH		SOLE		55,816	0	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	228	12,200	SH		SOLE		12,200	0	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	372	19,900	SH		OTR	1	0	19,900	0
MATCH GROUP INC	COM	57665R106	53	1,249	SH		SOLE		1,249	0	0
MATCH GROUP INC	COM	57665R106	478	11,184	SH		OTR	1	0	11,184	0
MATERION CORP	COM	576690101	378	8,400	SH		OTR	1	0	8,400	0
MATERION CORP	COM	576690101	234	5,200	SH		SOLE		5,200	0	0
MATRIX SVC CO	COM	576853105	1,137	63,400	SH		OTR	1	0	63,400	0
MATRIX SVC CO	COM	576853105	702	39,133	SH		SOLE		39,133	0	0
MATSON INC	COM	57686G105	720	22,500	SH		OTR	1	0	22,500	0
MATSON INC	COM	57686G105	445	13,893	SH		SOLE		13,893	0	0
MATTEL INC	COM	577081102	54	5,389	SH		SOLE		5,389	0	0
MATTEL INC	COM	577081102	457	45,708	SH		OTR	1	0	45,708	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	1,874	36,858	SH		OTR	1	0	36,858	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	221	4,346	SH		SOLE		4,346	0	0
MAXIMUS INC	COM	577933104	5,160	79,271	SH		OTR	5 1	0	79,271	0
MAXIMUS INC	COM	577933104	2,662	40,897	SH		SOLE		40,897	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	2,558	18,373	SH		OTR	1	0	18,373	0
MCCORMICK & CO INC	COM NON VTG	579780206	265	1,900	SH		SOLE		1,900	0	0
MCDONALDS CORP	COM	580135101	23,743	133,711	SH		OTR	5 1	0	133,711	0
MCDONALDS CORP	COM	580135101	4,587	25,830	SH		SOLE		25,830	0	0
MCKESSON CORP	COM	58155Q103	11,195	101,344	SH		OTR	5 1	0	101,344	0
MCKESSON CORP	COM	58155Q103	4,922	44,558	SH		SOLE		44,558	0	0
MDU RES GROUP INC	COM	552690109	3,242	135,971	SH		OTR	1	0	135,971	0
MDU RES GROUP INC	COM	552690109	128	5,380	SH		SOLE		5,380	0	0
MEDICAL PPTYS TRUST INC	COM	58463J304	6,118	380,471	SH		OTR	5 1	0	380,471	0
MEDICAL PPTYS TRUST INC	COM	58463J304	1,137	70,698	SH		SOLE		70,698	0	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	13,645	18,005,000	PRN		OTR	1	0	18,005,000	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	27	36,000	PRN		OTR	4	0	36,000	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	1,591	2,097,000	PRN		SOLE		2,097,000	0	0
MEDIFAST INC	COM	58470H101	900	7,200	SH		OTR	1	0	7,200	0
MEDIFAST INC	COM	58470H101	550	4,400	SH		SOLE		4,400	0	0
MEDPACE HLDGS INC	COM	58506Q109	565	10,666	SH		SOLE		10,666	0	0
MEDPACE HLDGS INC	COM	58506Q109	916	17,300	SH		OTR	1	0	17,300	0
MEET GROUP INC	COM	58513U101	144	31,200	SH		OTR	1	0	31,200	0
MEET GROUP INC	COM	58513U101	90	19,400	SH		SOLE		19,400	0	0
MERCK & CO INC	COM	58933Y105	41,263	540,026	SH		OTR	5 1	0	540,026	0
MERCK & CO INC	COM	58933Y105	10,717	140,251	SH		SOLE		140,251	0	0
MERCURY GENL CORP NEW	COM	589400100	822	15,904	SH		OTR	1	0	15,904	0
MERIT MED SYS INC	COM	589889104	586	10,500	SH		OTR	1	0	10,500	0
MERIT MED SYS INC	COM	589889104	363	6,500	SH		SOLE		6,500	0	0
MERITOR INC	COM	59001K100	1,069	63,200	SH		OTR	1	0	63,200	0
MERITOR INC	COM	59001K100	661	39,060	SH		SOLE		39,060	0	0
METLIFE INC	COM	59156R108	5,750	140,042	SH		SOLE		140,042	0	0
METLIFE INC	COM	59156R108	15,134	368,584	SH		OTR	5 1	0	368,584	0
METROPOLITAN BK HLDG CORP	COM	591774104	113	3,679	SH		SOLE		3,679	0	0
METROPOLITAN BK HLDG CORP	COM	591774104	182	5,900	SH		OTR	1	0	5,900	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	1,942	3,434	SH		OTR	1	0	3,434	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	228	403	SH		SOLE		403	0	0
MFS HIGH INCOME MUN TR	SH BEN INT	59318D104	1,406	303,705	SH		SOLE		303,705	0	0
MFS MUN INCOME TR	SH BEN INT	552738106	605	98,613	SH		OTR	1	0	98,613	0
MFS MUN INCOME TR	SH BEN INT	552738106	2,134	347,524	SH		SOLE		347,524	0	0
MGIC INVT CORP WIS	COM	552848103	136	13,000	SH		OTR	1	0	13,000	0
MGIC INVT CORP WIS	COM	552848103	83	7,900	SH		SOLE		7,900	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	2,742	113,028	SH		OTR	5 1	0	113,028	0
MGM RESORTS INTERNATIONAL	COM	552953101	320	13,195	SH		SOLE		13,195	0	0
MICHAELS COS INC	COM	59408Q106	31	2,321	SH		SOLE		2,321	0	0
MICHAELS COS INC	COM	59408Q106	415	30,681	SH		OTR	1	0	30,681	0
MICROCHIP TECHNOLOGY INC	COM	595017104	2,250	31,284	SH		OTR	1	0	31,284	0
MICROCHIP TECHNOLOGY INC	COM	595017104	265	3,688	SH		SOLE		3,688	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	49,250	34,853,000	PRN		OTR	1	0	34,853,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	111	79,000	PRN		OTR	4	0	79,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	7,568	5,354,000	PRN		SOLE		5,354,000	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	12,079	12,327,000	PRN		OTR	1	0	12,327,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	11,999	12,245,000	PRN		SOLE		12,245,000	0	0
MICRON TECHNOLOGY INC	COM	595112103	22,721	716,064	SH		OTR	5 1	0	716,064	0
MICRON TECHNOLOGY INC	COM	595112103	5,270	166,082	SH		SOLE		166,082	0	0
MICRON TECHNOLOGY INC	NOTE 3.000%11/1	595112AY9	23,104	20,795,000	PRN		OTR	1	0	20,795,000	0
MICRON TECHNOLOGY INC	NOTE 3.000%11/1	595112AY9	7,898	7,109,000	PRN		SOLE		7,109,000	0	0
MICROSOFT CORP	COM	594918104	251,435	2,475,483	SH		OTR	5 1	0	2,475,483	0
MICROSOFT CORP	COM	594918104	46,055	453,434	SH		SOLE		453,434	0	0
MID AMER APT CMNTYS INC	COM	59522J103	5,502	57,490	SH		OTR	5 1	0	57,490	0
MID AMER APT CMNTYS INC	COM	59522J103	941	9,828	SH		SOLE		9,828	0	0
MIDDLESEX WATER CO	COM	596680108	229	4,300	SH		OTR	1	0	4,300	0
MIDDLESEX WATER CO	COM	596680108	144	2,700	SH		SOLE		2,700	0	0
MIDSTATES PETE CO INC	COM PAR	59804T407	250	33,300	SH		OTR	1	0	33,300	0
MIDSTATES PETE CO INC	COM PAR	59804T407	166	22,071	SH		SOLE		22,071	0	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	213	8,574	SH		SOLE		8,574	0	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	345	13,900	SH		OTR	1	0	13,900	0
MILLER HERMAN INC	COM	600544100	124	4,100	SH		OTR	1	0	4,100	0
MILLER HERMAN INC	COM	600544100	79	2,600	SH		SOLE		2,600	0	0
MILLER INDS INC TENN	COM NEW	600551204	270	10,000	SH		OTR	1	0	10,000	0
MILLER INDS INC TENN	COM NEW	600551204	175	6,496	SH		SOLE		6,496	0	0
MKS INSTRUMENT INC	COM	55306N104	2,565	39,704	SH		OTR	1	0	39,704	0
MKS INSTRUMENT INC	COM	55306N104	243	3,756	SH		SOLE		3,756	0	0
MOBILE TELESYSTEMS PJSC	SPONSORED ADR	607409109	1,529	218,430	SH		OTR	1	0	218,430	0
MOHAWK INDS INC	COM	608190104	985	8,422	SH		OTR	1	0	8,422	0
MOHAWK INDS INC	COM	608190104	116	993	SH		SOLE		993	0	0
MOLINA HEALTHCARE INC	COM	60855R100	2,399	20,641	SH		OTR	1	0	20,641	0
MOLINA HEALTHCARE INC	COM	60855R100	371	3,189	SH		SOLE		3,189	0	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	27,158	9,443,000	PRN		OTR	1	0	9,443,000	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	129	45,000	PRN		OTR	4	0	45,000	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	7,070	2,457,000	PRN		SOLE		2,457,000	0	0
MOLSON COORS BREWING CO	CL B	60871R209	13,733	244,537	SH		OTR	5 1	0	244,537	0
MOLSON COORS BREWING CO	CL B	60871R209	4,509	80,280	SH		SOLE		80,280	0	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	129	11,662	SH		SOLE		11,662	0	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	194	17,569	SH		OTR	1	0	17,569	0
MONDELEZ INTL INC	CL A	609207105	8,946	223,490	SH		OTR	1	0	223,490	0
MONDELEZ INTL INC	CL A	609207105	919	22,966	SH		SOLE		22,966	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	2,640	53,644	SH		OTR	1	0	53,644	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	307	6,230	SH		SOLE		6,230	0	0
MOODYS CORP	COM	615369105	3,188	22,765	SH		OTR	1	0	22,765	0
MOODYS CORP	COM	615369105	375	2,678	SH		SOLE		2,678	0	0
MORGAN STANLEY	COM NEW	617446448	8,117	204,709	SH		OTR	1	0	204,709	0
MORGAN STANLEY	COM NEW	617446448	815	20,550	SH		SOLE		20,550	0	0
MOSAIC CO NEW	COM	61945C103	18,337	627,774	SH		OTR	5 1	0	627,774	0
MOSAIC CO NEW	COM	61945C103	4,484	153,514	SH		SOLE		153,514	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	3,269	28,419	SH		OTR	1	0	28,419	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	1,544	13,421	SH		SOLE		13,421	0	0
MSA SAFETY INC	COM	553498106	674	7,154	SH		OTR	5 1	0	7,154	0
MSA SAFETY INC	COM	553498106	404	4,287	SH		SOLE		4,287	0	0
MSCI INC	COM	55354G100	1,739	11,797	SH		OTR	1	0	11,797	0
MSCI INC	COM	55354G100	205	1,391	SH		SOLE		1,391	0	0
MURPHY OIL CORP	COM	626717102	8,407	359,419	SH		OTR	5 1	0	359,419	0
MURPHY OIL CORP	COM	626717102	2,299	98,274	SH		SOLE		98,274	0	0
MYR GROUP INC DEL	COM	55405W104	146	5,200	SH		OTR	1	0	5,200	0
MYR GROUP INC DEL	COM	55405W104	90	3,200	SH		SOLE		3,200	0	0
MYRIAD GENETICS INC	COM	62855J104	375	12,910	SH		OTR	1	0	12,910	0
MYRIAD GENETICS INC	COM	62855J104	227	7,821	SH		SOLE		7,821	0	0
NABORS INDS INC NEW	NOTE 0.750% 1/1	62957HAB1	777	1,255,000	PRN		SOLE		1,255,000	0	0
NANOMETRICS INC	COM	630077105	380	13,900	SH		OTR	1	0	13,900	0
NANOMETRICS INC	COM	630077105	235	8,600	SH		SOLE		8,600	0	0
NANOSTRING TECHNOLOGIES INC	COM	63009R109	482	32,500	SH		OTR	1	0	32,500	0
NANOSTRING TECHNOLOGIES INC	COM	63009R109	297	20,000	SH		SOLE		20,000	0	0
NASDAQ INC	COM	631103108	7,099	87,034	SH		OTR	5 1	0	87,034	0
NASDAQ INC	COM	631103108	1,776	21,770	SH		SOLE		21,770	0	0
NATIONAL GEN HLDGS CORP	COM	636220303	604	24,958	SH		SOLE		24,958	0	0
NATIONAL GEN HLDGS CORP	COM	636220303	981	40,500	SH		OTR	1	0	40,500	0
NATIONAL OILWELL VARCO INC	COM	637071101	154	5,992	SH		SOLE		5,992	0	0
NATIONAL OILWELL VARCO INC	COM	637071101	1,306	50,816	SH		OTR	1	0	50,816	0
NATIONAL PRESTO INDS INC	COM	637215104	187	1,600	SH		OTR	1	0	1,600	0
NATIONAL PRESTO INDS INC	COM	637215104	117	1,000	SH		SOLE		1,000	0	0
NATIONAL RETAIL PPTYS INC	COM	637417106	1,494	30,807	SH		OTR	1	0	30,807	0
NATIONAL RETAIL PPTYS INC	COM	637417106	49	1,011	SH		SOLE		1,011	0	0
NATURAL GROCERS BY VITAMIN C	COM	63888U108	492	32,100	SH		OTR	1	0	32,100	0
NATURAL GROCERS BY VITAMIN C	COM	63888U108	304	19,840	SH		SOLE		19,840	0	0
NATURAL HEALTH TRENDS CORP	COM PAR $.001	63888P406	89	4,818	SH		SOLE		4,818	0	0
NATURAL HEALTH TRENDS CORP	COM PAR $.001	63888P406	142	7,700	SH		OTR	1	0	7,700	0
NAVISTAR INTL CORP NEW	NOTE 4.750% 4/1	63934EAS7	685	685,000	PRN		SOLE		685,000	0	0
NCI BUILDING SYS INC	COM NEW	628852204	367	50,617	SH		SOLE		50,617	0	0
NCI BUILDING SYS INC	COM NEW	628852204	595	82,100	SH		OTR	1	0	82,100	0
NEKTAR THERAPEUTICS	COM	640268108	775	23,563	SH		OTR	1	0	23,563	0
NEKTAR THERAPEUTICS	COM	640268108	91	2,774	SH		SOLE		2,774	0	0
NEOGENOMICS INC	COM NEW	64049M209	353	28,000	SH		OTR	1	0	28,000	0
NEOGENOMICS INC	COM NEW	64049M209	218	17,300	SH		SOLE		17,300	0	0
NETAPP INC	COM	64110D104	10,661	178,662	SH		OTR	1	0	178,662	0
NETAPP INC	COM	64110D104	749	12,555	SH		SOLE		12,555	0	0
NETFLIX INC	COM	64110L106	5,811	21,710	SH		SOLE		21,710	0	0
NETFLIX INC	COM	64110L106	35,397	132,246	SH		OTR	5 1	0	132,246	0
NETGEAR INC	COM	64111Q104	140	2,700	SH		SOLE		2,700	0	0
NETGEAR INC	COM	64111Q104	224	4,300	SH		OTR	1	0	4,300	0
NETSCOUT SYS INC	COM	64115T104	633	26,800	SH		OTR	1	0	26,800	0
NETSCOUT SYS INC	COM	64115T104	392	16,580	SH		SOLE		16,580	0	0
NEUROCRINE BIOSCIENCES INC	COM	64125C109	1,143	16,003	SH		OTR	1	0	16,003	0
NEUROCRINE BIOSCIENCES INC	COM	64125C109	126	1,769	SH		SOLE		1,769	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	21,497	17,980,000	PRN		OTR	1	0	17,980,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	68	57,000	PRN		OTR	4	0	57,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	4,153	3,472,000	PRN		SOLE		3,472,000	0	0
NEW JERSEY RES	COM	646025106	712	15,600	SH		OTR	1	0	15,600	0
NEW JERSEY RES	COM	646025106	446	9,774	SH		SOLE		9,774	0	0
NEW MEDIA INVT GROUP INC	COM	64704V106	388	33,530	SH		SOLE		33,530	0	0
NEW MEDIA INVT GROUP INC	COM	64704V106	629	54,400	SH		OTR	1	0	54,400	0
NEW RELIC INC	COM	64829B100	737	9,100	SH		OTR	1	0	9,100	0
NEW RELIC INC	COM	64829B100	451	5,575	SH		SOLE		5,575	0	0
NEW SR INVT GROUP INC	COM	648691103	94	22,800	SH		OTR	1	0	22,800	0
NEW SR INVT GROUP INC	COM	648691103	58	14,000	SH		SOLE		14,000	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	1,099	116,774	SH		SOLE		116,774	0	0
NEWELL BRANDS INC	COM	651229106	1,073	57,733	SH		OTR	1	0	57,733	0
NEWELL BRANDS INC	COM	651229106	127	6,807	SH		SOLE		6,807	0	0
NEWFIELD EXPL CO	COM	651290108	389	26,544	SH		OTR	1	0	26,544	0
NEWFIELD EXPL CO	COM	651290108	46	3,130	SH		SOLE		3,130	0	0
NEWMONT MINING CORP	COM	651639106	3,221	92,966	SH		OTR	1	0	92,966	0
NEWMONT MINING CORP	COM	651639106	319	9,198	SH		SOLE		9,198	0	0
NEWS CORP NEW	CL A	65249B109	4,858	428,039	SH		OTR	5 1	0	428,039	0
NEWS CORP NEW	CL A	65249B109	829	73,025	SH		SOLE		73,025	0	0
NEWS CORP NEW	CL B	65249B208	2,183	188,983	SH		OTR	5 1	0	188,983	0
NEWS CORP NEW	CL B	65249B208	364	31,508	SH		SOLE		31,508	0	0
NEXTERA ENERGY INC	COM	65339F101	14,166	81,498	SH		OTR	5 1	0	81,498	0
NEXTERA ENERGY INC	COM	65339F101	2,235	12,857	SH		SOLE		12,857	0	0
NIC INC	COM	62914B100	84	6,700	SH		OTR	1	0	6,700	0
NIC INC	COM	62914B100	52	4,202	SH		SOLE		4,202	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	101	74,000	PRN		OTR	4	0	74,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	12,507	9,121,000	PRN		SOLE		9,121,000	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	57,492	41,944,000	PRN		OTR	1	0	41,944,000	0
NII HLDGS INC	COM PAR	62913F508	121	27,400	SH		OTR	1	0	27,400	0
NII HLDGS INC	COM PAR	62913F508	75	17,000	SH		SOLE		17,000	0	0
NIKE INC	CL B	654106103	19,979	269,473	SH		OTR	5 1	0	269,473	0
NIKE INC	CL B	654106103	2,893	39,027	SH		SOLE		39,027	0	0
NISOURCE INC	COM	65473P105	1,258	49,615	SH		OTR	1	0	49,615	0
NISOURCE INC	COM	65473P105	148	5,849	SH		SOLE		5,849	0	0
NOBLE ENERGY INC	COM	655044105	1,204	64,162	SH		OTR	1	0	64,162	0
NOBLE ENERGY INC	COM	655044105	142	7,565	SH		SOLE		7,565	0	0
NORDSTROM INC	COM	655664100	1,347	28,889	SH		OTR	1	0	28,889	0
NORDSTROM INC	COM	655664100	141	3,028	SH		SOLE		3,028	0	0
NORFOLK SOUTHERN CORP	COM	655844108	9,135	61,084	SH		OTR	5 1	0	61,084	0
NORFOLK SOUTHERN CORP	COM	655844108	1,267	8,473	SH		SOLE		8,473	0	0
NORTHERN TR CORP	COM	665859104	5,178	61,943	SH		OTR	5 1	0	61,943	0
NORTHERN TR CORP	COM	665859104	531	6,352	SH		SOLE		6,352	0	0
NORTHROP GRUMMAN CORP	COM	666807102	7,708	31,476	SH		OTR	5 1	0	31,476	0
NORTHROP GRUMMAN CORP	COM	666807102	1,265	5,164	SH		SOLE		5,164	0	0
NORTHWESTERN CORP	COM NEW	668074305	279	4,700	SH		OTR	1	0	4,700	0
NORTHWESTERN CORP	COM NEW	668074305	173	2,905	SH		SOLE		2,905	0	0
NOVAVAX INC	NOTE 3.750% 2/0	670002AB0	429	700,000	PRN		SOLE		700,000	0	0
NOVAVAX INC	NOTE 3.750% 2/0	670002AB0	4,471	7,300,000	PRN		OTR	1	0	7,300,000	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	7,432	1,800,000	PRN		OTR	1	0	1,800,000	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	3,518	852,000	PRN		SOLE		852,000	0	0
NRG ENERGY INC	COM NEW	629377508	17,691	446,753	SH		OTR	5 1	0	446,753	0
NRG ENERGY INC	COM NEW	629377508	5,016	126,655	SH		SOLE		126,655	0	0
NU SKIN ENTERPRISES INC	CL A	67018T105	3,760	61,300	SH		OTR	1	0	61,300	0
NU SKIN ENTERPRISES INC	CL A	67018T105	1,129	18,414	SH		SOLE		18,414	0	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	7,496	566,589	SH		OTR	1	0	566,589	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	518	39,133	SH		SOLE		39,133	0	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	17,370	19,609,000	PRN		OTR	1	0	19,609,000	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	2,579	2,911,000	PRN		SOLE		2,911,000	0	0
NUCOR CORP	COM	670346105	4,548	87,784	SH		OTR	1	0	87,784	0
NUCOR CORP	COM	670346105	358	6,918	SH		SOLE		6,918	0	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	16,065	15,246,000	PRN		OTR	1	0	15,246,000	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	64	61,000	PRN		OTR	4	0	61,000	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	3,204	3,037,000	PRN		SOLE		3,037,000	0	0
NUVEEN AMT FREE MUN CR INC F	COM	67071L106	15,801	1,130,278	SH		SOLE		1,130,278	0	0
NUVEEN AMT FREE QLTY MUN INC	COM	670657105	22,098	1,795,140	SH		SOLE		1,795,140	0	0
NUVEEN MARYLAND QLT MUN INC	COM	67061Q107	2,344	200,000	SH		SOLE		200,000	0	0
NUVEEN MICHIGAN QLT MUN INC	COM	670979103	3,738	300,000	SH		SOLE		300,000	0	0
NUVEEN MUNICIPAL CREDIT INC	COM SH BEN INT	67070X101	16,980	1,265,291	SH		SOLE		1,265,291	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	1,165	100,000	SH		OTR	1	0	100,000	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	6,391	548,590	SH		SOLE		548,590	0	0
NUVEEN PENNSYLVANIA QLT MUN	COM	670972108	6,869	563,000	SH		SOLE		563,000	0	0
NVIDIA CORP	COM	67066G104	20,510	153,635	SH		OTR	5 1	0	153,635	0
NVIDIA CORP	COM	67066G104	2,825	21,161	SH		SOLE		21,161	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	11,161	32,414	SH		OTR	5 1	0	32,414	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	778	2,260	SH		SOLE		2,260	0	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	30,449	34,555,000	PRN		OTR	1	0	34,555,000	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	6,201	7,034,000	PRN		SOLE		7,034,000	0	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	73	83,000	PRN		OTR	4	0	83,000	0
OCCIDENTAL PETE CORP DEL	COM	674599105	9,745	158,771	SH		OTR	5 1	0	158,771	0
OCCIDENTAL PETE CORP DEL	COM	674599105	1,865	30,382	SH		SOLE		30,382	0	0
OFFICE DEPOT INC	COM	676220106	783	303,600	SH		OTR	1	0	303,600	0
OFFICE DEPOT INC	COM	676220106	477	184,778	SH		SOLE		184,778	0	0
OFG BANCORP	COM	67103X102	889	54,000	SH		OTR	1	0	54,000	0
OFG BANCORP	COM	67103X102	550	33,384	SH		SOLE		33,384	0	0
OGE ENERGY CORP	COM	670837103	919	23,459	SH		SOLE		23,459	0	0
OGE ENERGY CORP	COM	670837103	7,455	190,234	SH		OTR	5 1	0	190,234	0
OLD DOMINION FGHT LINES INC	COM	679580100	247	2,000	SH		OTR	1	0	2,000	0
OLD DOMINION FGHT LINES INC	COM	679580100	19	151	SH		SOLE		151	0	0
OLD REP INTL CORP	COM	680223104	4,897	238,078	SH		OTR	5 1	0	238,078	0
OLD REP INTL CORP	COM	680223104	444	21,565	SH		SOLE		21,565	0	0
OLIN CORP	COM PAR $1	680665205	1,860	92,468	SH		OTR	1	0	92,468	0
OLIN CORP	COM PAR $1	680665205	129	6,413	SH		SOLE		6,413	0	0
OMEGA HEALTHCARE INVS INC	COM	681936100	14,289	406,526	SH		OTR	5 1	0	406,526	0
OMEGA HEALTHCARE INVS INC	COM	681936100	2,733	77,741	SH		SOLE		77,741	0	0
OMNICOM GROUP INC	COM	681919106	17,136	233,973	SH		OTR	5 1	0	233,973	0
OMNICOM GROUP INC	COM	681919106	3,223	44,000	SH		SOLE		44,000	0	0
OMNOVA SOLUTIONS INC	COM	682129101	109	14,900	SH		OTR	1	0	14,900	0
OMNOVA SOLUTIONS INC	COM	682129101	67	9,200	SH		SOLE		9,200	0	0
ON SEMICONDUCTOR CORP	COM	682189105	9,806	593,953	SH		OTR	1	0	593,953	0
ON SEMICONDUCTOR CORP	COM	682189105	669	40,550	SH		SOLE		40,550	0	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	27,813	25,181,000	PRN		OTR	1	0	25,181,000	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	64	58,000	PRN		OTR	4	0	58,000	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	5,032	4,554,000	PRN		SOLE		4,554,000	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	2,852	2,650,000	PRN		SOLE		2,650,000	0	0
ONE GAS INC	COM	68235P108	191	2,400	SH		OTR	1	0	2,400	0
ONE GAS INC	COM	68235P108	111	1,392	SH		SOLE		1,392	0	0
ONEOK INC NEW	COM	682680103	8,222	152,405	SH		OTR	1	0	152,405	0
ONEOK INC NEW	COM	682680103	778	14,426	SH		SOLE		14,426	0	0
OPKO HEALTH INC	COM	68375N103	136	45,081	SH		SOLE		45,081	0	0
OPKO HEALTH INC	COM	68375N103	217	72,000	SH		OTR	1	0	72,000	0
ORACLE CORP	COM	68389X105	42,071	931,797	SH		OTR	5 1	0	931,797	0
ORACLE CORP	COM	68389X105	10,855	240,416	SH		SOLE		240,416	0	0
ORION GROUP HOLDINGS INC	COM	68628V308	148	34,400	SH		OTR	1	0	34,400	0
ORION GROUP HOLDINGS INC	COM	68628V308	91	21,311	SH		SOLE		21,311	0	0
ORTHOFIX MED INC	COM	68752M108	772	14,700	SH		OTR	1	0	14,700	0
ORTHOFIX MED INC	COM	68752M108	472	8,990	SH		SOLE		8,990	0	0
OSHKOSH CORP	COM	688239201	2,767	45,133	SH		SOLE		45,133	0	0
OSHKOSH CORP	COM	688239201	11,385	185,697	SH		OTR	5 1	0	185,697	0
OSI SYSTEMS INC	COM	671044105	257	3,500	SH		SOLE		3,500	0	0
OSI SYSTEMS INC	COM	671044105	410	5,600	SH		OTR	1	0	5,600	0
OUTFRONT MEDIA INC	COM	69007J106	893	49,280	SH		OTR	1	0	49,280	0
OUTFRONT MEDIA INC	COM	69007J106	6	315	SH		SOLE		315	0	0
OVERSEAS SHIPHOLDING GROUP I	CL A NEW	69036R863	235	141,300	SH		OTR	1	0	141,300	0
OVERSEAS SHIPHOLDING GROUP I	CL A NEW	69036R863	143	86,251	SH		SOLE		86,251	0	0
OWENS ILL INC	COM NEW	690768403	2,106	122,180	SH		OTR	1	0	122,180	0
OWENS ILL INC	COM NEW	690768403	138	8,006	SH		SOLE		8,006	0	0
PACCAR INC	COM	693718108	2,344	41,016	SH		SOLE		41,016	0	0
PACCAR INC	COM	693718108	12,135	212,379	SH		OTR	5 1	0	212,379	0
PACIRA PHARMACEUTICALS INC	COM	695127100	972	22,600	SH		OTR	1	0	22,600	0
PACIRA PHARMACEUTICALS INC	COM	695127100	602	13,997	SH		SOLE		13,997	0	0
PACIRA PHARMACEUTICALS INC	NOTE 2.375% 4/0	695127AD2	17,618	17,726,000	PRN		OTR	1	0	17,726,000	0
PACIRA PHARMACEUTICALS INC	NOTE 2.375% 4/0	695127AD2	48	48,000	PRN		OTR	4	0	48,000	0
PACIRA PHARMACEUTICALS INC	NOTE 2.375% 4/0	695127AD2	4,559	4,585,000	PRN		SOLE		4,585,000	0	0
PACKAGING CORP AMER	COM	695156109	3,921	46,983	SH		OTR	5 1	0	46,983	0
PACKAGING CORP AMER	COM	695156109	1,033	12,379	SH		SOLE		12,379	0	0
PALO ALTO NETWORKS INC	COM	697435105	3,554	18,867	SH		OTR	1	0	18,867	0
PALO ALTO NETWORKS INC	COM	697435105	393	2,088	SH		SOLE		2,088	0	0
PALO ALTO NETWORKS INC	NOTE 7/0	697435AB1	741	436,000	PRN		SOLE		436,000	0	0
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	580	40,907	SH		SOLE		40,907	0	0
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	939	66,200	SH		OTR	1	0	66,200	0
PARK HOTELS RESORTS INC	COM	700517105	5,385	207,291	SH		OTR	1	0	207,291	0
PARK HOTELS RESORTS INC	COM	700517105	384	14,799	SH		SOLE		14,799	0	0
PARK OHIO HLDGS CORP	COM	700666100	181	5,900	SH		OTR	1	0	5,900	0
PARK OHIO HLDGS CORP	COM	700666100	98	3,209	SH		SOLE		3,209	0	0
PARKER HANNIFIN CORP	COM	701094104	5,794	38,851	SH		OTR	5 1	0	38,851	0
PARKER HANNIFIN CORP	COM	701094104	654	4,385	SH		SOLE		4,385	0	0
PATTERSON UTI ENERGY INC	COM	703481101	334	32,248	SH		SOLE		32,248	0	0
PATTERSON UTI ENERGY INC	COM	703481101	5,698	550,577	SH		OTR	1	0	550,577	0
PAYCHEX INC	COM	704326107	2,792	42,855	SH		OTR	1	0	42,855	0
PAYCHEX INC	COM	704326107	329	5,049	SH		SOLE		5,049	0	0
PAYLOCITY HLDG CORP	COM	70438V106	241	4,000	SH		OTR	1	0	4,000	0
PAYLOCITY HLDG CORP	COM	70438V106	145	2,400	SH		SOLE		2,400	0	0
PAYPAL HLDGS INC	COM	70450Y103	33,594	399,498	SH		OTR	5 1	0	399,498	0
PAYPAL HLDGS INC	COM	70450Y103	4,903	58,312	SH		SOLE		58,312	0	0
PBF ENERGY INC	CL A	69318G106	11,084	339,259	SH		OTR	5 1	0	339,259	0
PBF ENERGY INC	CL A	69318G106	2,216	67,816	SH		SOLE		67,816	0	0
PEABODY ENERGY CORP NEW	COM	704551100	1,140	37,400	SH		OTR	1	0	37,400	0
PEABODY ENERGY CORP NEW	COM	704551100	705	23,115	SH		SOLE		23,115	0	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	640	25,400	SH		OTR	1	0	25,400	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	390	15,476	SH		SOLE		15,476	0	0
PEBBLEBROOK HOTEL TR	COM	70509V100	1,096	38,715	SH		OTR	5 1	0	38,715	0
PEBBLEBROOK HOTEL TR	COM	70509V100	702	24,811	SH		SOLE		24,811	0	0
PENN VA CORP NEW	COM	70788V102	416	7,700	SH		OTR	1	0	7,700	0
PENN VA CORP NEW	COM	70788V102	259	4,800	SH		SOLE		4,800	0	0
PENNYMAC MTG INVT TR	COM	70931T103	378	20,300	SH		OTR	1	0	20,300	0
PENNYMAC MTG INVT TR	COM	70931T103	231	12,400	SH		SOLE		12,400	0	0
PENSKE AUTOMOTIVE GRP INC	COM	70959W103	729	18,073	SH		OTR	1	0	18,073	0
PENSKE AUTOMOTIVE GRP INC	COM	70959W103	80	1,986	SH		SOLE		1,986	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	716	49,586	SH		OTR	1	0	49,586	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	84	5,841	SH		SOLE		5,841	0	0
PEPSICO INC	COM	713448108	11,566	104,686	SH		SOLE		104,686	0	0
PEPSICO INC	COM	713448108	52,186	472,353	SH		OTR	5 1	0	472,353	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	407	12,600	SH		OTR	1	0	12,600	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	252	7,800	SH		SOLE		7,800	0	0
PERKINELMER INC	COM	714046109	1,165	14,836	SH		OTR	1	0	14,836	0
PERKINELMER INC	COM	714046109	137	1,749	SH		SOLE		1,749	0	0
PERSPECTA INC	COM	715347100	358	20,800	SH		OTR	1	0	20,800	0
PERSPECTA INC	COM	715347100	218	12,679	SH		SOLE		12,679	0	0
PFIZER INC	COM	717081103	14,187	325,023	SH		SOLE		325,023	0	0
PFIZER INC	COM	717081103	54,791	1,255,230	SH		OTR	5 1	0	1,255,230	0
PG&E CORP	COM	69331C108	644	27,120	SH		SOLE		27,120	0	0
PG&E CORP	COM	69331C108	4,482	188,715	SH		OTR	5 1	0	188,715	0
PGIM SHORT DURATION HIGH YIE	COM	69346H100	195	15,000	SH		SOLE		15,000	0	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	894	27,800	SH		OTR	1	0	27,800	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	552	17,162	SH		SOLE		17,162	0	0
PHILIP MORRIS INTL INC	COM	718172109	18,437	276,167	SH		OTR	5 1	0	276,167	0
PHILIP MORRIS INTL INC	COM	718172109	2,069	30,991	SH		SOLE		30,991	0	0
PHILLIPS 66	COM	718546104	10,664	123,783	SH		OTR	5 1	0	123,783	0
PHILLIPS 66	COM	718546104	4,451	51,669	SH		SOLE		51,669	0	0
PHOTRONICS INC	COM	719405102	93	9,600	SH		OTR	1	0	9,600	0
PHOTRONICS INC	COM	719405102	57	5,900	SH		SOLE		5,900	0	0
PILGRIMS PRIDE CORP NEW	COM	72147K108	1,378	88,850	SH		SOLE		88,850	0	0
PILGRIMS PRIDE CORP NEW	COM	72147K108	7,511	484,264	SH		OTR	1	0	484,264	0
PINNACLE WEST CAP CORP	COM	723484101	7,059	82,849	SH		OTR	5 1	0	82,849	0
PINNACLE WEST CAP CORP	COM	723484101	1,241	14,560	SH		SOLE		14,560	0	0
PIONEER ENERGY SVCS CORP	COM	723664108	27	22,100	SH		OTR	1	0	22,100	0
PIONEER ENERGY SVCS CORP	COM	723664108	17	13,700	SH		SOLE		13,700	0	0
PIONEER MUN HIGH INCOME TR	COM SHS	723763108	931	84,969	SH		OTR	1	0	84,969	0
PIONEER NAT RES CO	COM	723787107	4,181	31,792	SH		OTR	1	0	31,792	0
PIONEER NAT RES CO	COM	723787107	351	2,668	SH		SOLE		2,668	0	0
PLAINS GP HLDGS L P	LTD PARTNR INT A	72651A207	619	30,800	SH		SOLE		30,800	0	0
PLEXUS CORP	COM	729132100	138	2,700	SH		SOLE		2,700	0	0
PLEXUS CORP	COM	729132100	225	4,400	SH		OTR	1	0	4,400	0
PNC FINL SVCS GROUP INC	COM	693475105	8,422	72,042	SH		OTR	1	0	72,042	0
PNC FINL SVCS GROUP INC	COM	693475105	850	7,271	SH		SOLE		7,271	0	0
PORTLAND GEN ELEC CO	COM NEW	736508847	160	3,500	SH		OTR	1	0	3,500	0
PORTLAND GEN ELEC CO	COM NEW	736508847	101	2,196	SH		SOLE		2,196	0	0
PORTOLA PHARMACEUTICALS INC	COM	737010108	258	13,242	SH		OTR	1	0	13,242	0
PORTOLA PHARMACEUTICALS INC	COM	737010108	172	8,796	SH		SOLE		8,796	0	0
POST HLDGS INC	COM	737446104	95	1,062	SH		SOLE		1,062	0	0
POST HLDGS INC	COM	737446104	1,377	15,448	SH		OTR	5 1	0	15,448	0
POTBELLY CORP	COM	73754Y100	623	77,400	SH		OTR	1	0	77,400	0
POTBELLY CORP	COM	73754Y100	384	47,750	SH		SOLE		47,750	0	0
POTLATCHDELTIC CORPORATION	COM	737630103	168	5,295	SH		OTR	1	0	5,295	0
POTLATCHDELTIC CORPORATION	COM	737630103	103	3,263	SH		SOLE		3,263	0	0
PPG INDS INC	COM	693506107	4,974	48,655	SH		OTR	1	0	48,655	0
PPG INDS INC	COM	693506107	417	4,075	SH		SOLE		4,075	0	0
PPL CORP	COM	69351T106	7,527	265,704	SH		OTR	5 1	0	265,704	0
PPL CORP	COM	69351T106	1,133	39,997	SH		SOLE		39,997	0	0
PRA HEALTH SCIENCES INC	COM	69354M108	12,572	136,713	SH		OTR	5 1	0	136,713	0
PRA HEALTH SCIENCES INC	COM	69354M108	1,572	17,092	SH		SOLE		17,092	0	0
PREMIER INC	CL A	74051N102	8,726	233,615	SH		OTR	1	0	233,615	0
PREMIER INC	CL A	74051N102	356	9,520	SH		SOLE		9,520	0	0
PRESIDIO INC	COM	74102M103	491	37,600	SH		OTR	1	0	37,600	0
PRESIDIO INC	COM	74102M103	302	23,175	SH		SOLE		23,175	0	0
PRICE T ROWE GROUP INC	COM	74144T108	3,315	35,906	SH		OTR	1	0	35,906	0
PRICE T ROWE GROUP INC	COM	74144T108	388	4,208	SH		SOLE		4,208	0	0
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	7,962	5,914,000	PRN		OTR	1	0	5,914,000	0
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	123	91,000	PRN		OTR	4	0	91,000	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	36,318	32,836,000	PRN		OTR	1	0	32,836,000	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	19,036	17,211,000	PRN		SOLE		17,211,000	0	0
PRIMERICA INC	COM	74164M108	440	4,500	SH		OTR	1	0	4,500	0
PRIMERICA INC	COM	74164M108	274	2,800	SH		SOLE		2,800	0	0
PRIMO WTR CORP	COM	74165N105	541	38,645	SH		SOLE		38,645	0	0
PRIMO WTR CORP	COM	74165N105	876	62,500	SH		OTR	1	0	62,500	0
PRINCIPAL FINL GROUP INC	COM	74251V102	4,062	91,955	SH		OTR	1	0	91,955	0
PRINCIPAL FINL GROUP INC	COM	74251V102	336	7,609	SH		SOLE		7,609	0	0
PROCTER AND GAMBLE CO	COM	742718109	48,943	532,453	SH		OTR	5 1	0	532,453	0
PROCTER AND GAMBLE CO	COM	742718109	14,916	162,272	SH		SOLE		162,272	0	0
PROGRESS SOFTWARE CORP	COM	743312100	437	12,300	SH		OTR	1	0	12,300	0
PROGRESS SOFTWARE CORP	COM	743312100	267	7,526	SH		SOLE		7,526	0	0
PROGRESSIVE CORP OHIO	COM	743315103	4,306	71,367	SH		SOLE		71,367	0	0
PROGRESSIVE CORP OHIO	COM	743315103	23,152	383,755	SH		OTR	5 1	0	383,755	0
PROLOGIS INC	COM	74340W103	590	10,042	SH		SOLE		10,042	0	0
PROLOGIS INC	COM	74340W103	6,179	105,235	SH		OTR	1	0	105,235	0
PROPETRO HLDG CORP	COM	74347M108	261	21,200	SH		OTR	1	0	21,200	0
PROPETRO HLDG CORP	COM	74347M108	161	13,100	SH		SOLE		13,100	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	1,755	1,770,000	PRN		SOLE		1,770,000	0	0
PRUDENTIAL FINL INC	COM	744320102	11,792	144,595	SH		OTR	5 1	0	144,595	0
PRUDENTIAL FINL INC	COM	744320102	2,907	35,644	SH		SOLE		35,644	0	0
PS BUSINESS PKS INC CALIF	COM	69360J107	131	1,000	SH		OTR	1	0	1,000	0
PS BUSINESS PKS INC CALIF	COM	69360J107	79	600	SH		SOLE		600	0	0
PTC THERAPEUTICS INC	COM	69366J200	347	10,100	SH		OTR	1	0	10,100	0
PTC THERAPEUTICS INC	COM	69366J200	207	6,027	SH		SOLE		6,027	0	0
PUBLIC STORAGE	COM	74460D109	4,452	21,994	SH		SOLE		21,994	0	0
PUBLIC STORAGE	COM	74460D109	10,558	52,161	SH		OTR	5 1	0	52,161	0
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	8,387	161,129	SH		OTR	5 1	0	161,129	0
PUBLIC SVC ENTERPRISE GROUP	COM	744573106	793	15,230	SH		SOLE		15,230	0	0
PULTE GROUP INC	COM	745867101	3,283	126,299	SH		OTR	5 1	0	126,299	0
PULTE GROUP INC	COM	745867101	298	11,464	SH		SOLE		11,464	0	0
PUMA BIOTECHNOLOGY INC	COM	74587V107	138	6,774	SH		OTR	1	0	6,774	0
PUMA BIOTECHNOLOGY INC	COM	74587V107	90	4,409	SH		SOLE		4,409	0	0
PUTNAM MUN OPPORTUNITIES TR	SH BEN INT	746922103	13,869	1,234,990	SH		SOLE		1,234,990	0	0
PVH CORP	COM	693656100	1,328	14,289	SH		OTR	1	0	14,289	0
PVH CORP	COM	693656100	1,273	13,694	SH		SOLE		13,694	0	0
PYXUS INTL INC	COM	74737V106	128	10,800	SH		OTR	1	0	10,800	0
PYXUS INTL INC	COM	74737V106	80	6,731	SH		SOLE		6,731	0	0
Q2 HLDGS INC	COM	74736L109	253	5,100	SH		OTR	1	0	5,100	0
Q2 HLDGS INC	COM	74736L109	154	3,100	SH		SOLE		3,100	0	0
QORVO INC	COM	74736K101	10,649	175,353	SH		OTR	5 1	0	175,353	0
QORVO INC	COM	74736K101	2,304	37,945	SH		SOLE		37,945	0	0
QUAD / GRAPHICS INC	COM CL A	747301109	694	56,331	SH		OTR	1	0	56,331	0
QUAD / GRAPHICS INC	COM CL A	747301109	428	34,773	SH		SOLE		34,773	0	0
QUALCOMM INC	COM	747525103	11,468	201,506	SH		OTR	5 1	0	201,506	0
QUALCOMM INC	COM	747525103	1,692	29,734	SH		SOLE		29,734	0	0
QUALYS INC	COM	74758T303	209	2,800	SH		SOLE		2,800	0	0
QUALYS INC	COM	74758T303	344	4,600	SH		OTR	1	0	4,600	0
QUANTA SVCS INC	COM	74762E102	722	23,974	SH		OTR	1	0	23,974	0
QUANTA SVCS INC	COM	74762E102	79	2,635	SH		SOLE		2,635	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	2,024	24,307	SH		OTR	5 1	0	24,307	0
QUEST DIAGNOSTICS INC	COM	74834L100	303	3,634	SH		SOLE		3,634	0	0
QUIDEL CORP	COM	74838J101	644	13,200	SH		OTR	1	0	13,200	0
QUIDEL CORP	COM	74838J101	395	8,100	SH		SOLE		8,100	0	0
QUINSTREET INC	COM	74874Q100	590	36,354	SH		SOLE		36,354	0	0
QUINSTREET INC	COM	74874Q100	958	59,000	SH		OTR	1	0	59,000	0
QUORUM HEALTH CORP	COM	74909E106	33	11,584	SH		SOLE		11,584	0	0
QUORUM HEALTH CORP	COM	74909E106	57	19,600	SH		OTR	1	0	19,600	0
QUOTIENT TECHNOLOGY INC	NOTE 1.750%12/0	749119AB9	13,788	14,543,000	PRN		OTR	1	0	14,543,000	0
QUOTIENT TECHNOLOGY INC	NOTE 1.750%12/0	749119AB9	2,638	2,782,000	PRN		SOLE		2,782,000	0	0
QURATE RETAIL INC	COM SER A	74915M100	4,261	218,273	SH		OTR	1	0	218,273	0
QURATE RETAIL INC	COM SER A	74915M100	1,534	78,589	SH		SOLE		78,589	0	0
RADIAN GROUP INC	COM	750236101	237	14,500	SH		OTR	1	0	14,500	0
RADIAN GROUP INC	COM	750236101	146	8,900	SH		SOLE		8,900	0	0
RADIUS HEALTH INC	COM NEW	750469207	177	10,749	SH		SOLE		10,749	0	0
RADIUS HEALTH INC	COM NEW	750469207	284	17,233	SH		OTR	1	0	17,233	0
RADIUS HEALTH INC	NOTE 3.000% 9/0	750469AA6	851	1,104,000	PRN		OTR	1	0	1,104,000	0
RADIUS HEALTH INC	NOTE 3.000% 9/0	750469AA6	375	486,000	PRN		SOLE		486,000	0	0
RADNET INC	COM	750491102	841	82,700	SH		OTR	1	0	82,700	0
RADNET INC	COM	750491102	519	50,986	SH		SOLE		50,986	0	0
RALPH LAUREN CORP	CL A	751212101	15,852	153,221	SH		OTR	5 1	0	153,221	0
RALPH LAUREN CORP	CL A	751212101	4,486	43,362	SH		SOLE		43,362	0	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	14,434	16,548,000	PRN		OTR	1	0	16,548,000	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	266	305,000	PRN		SOLE		305,000	0	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	2,067	27,772	SH		SOLE		27,772	0	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	4,389	58,983	SH		OTR	5 1	0	58,983	0
RAYONIER ADVANCED MATLS INC	COM	75508B104	42	3,900	SH		SOLE		3,900	0	0
RAYONIER ADVANCED MATLS INC	COM	75508B104	68	6,400	SH		OTR	1	0	6,400	0
RAYONIER INC	COM	754907103	3,723	134,445	SH		OTR	5 1	0	134,445	0
RAYONIER INC	COM	754907103	441	15,937	SH		SOLE		15,937	0	0
RAYTHEON CO	COM NEW	755111507	16,187	105,559	SH		OTR	5 1	0	105,559	0
RAYTHEON CO	COM NEW	755111507	2,567	16,739	SH		SOLE		16,739	0	0
RBB BANCORP	COM	74930B105	452	25,700	SH		OTR	1	0	25,700	0
RBB BANCORP	COM	74930B105	278	15,849	SH		SOLE		15,849	0	0
REALPAGE INC	NOTE 1.500%11/1	75606NAB5	713	550,000	PRN		SOLE		550,000	0	0
REALTY INCOME CORP	COM	756109104	4,979	78,986	SH		OTR	1	0	78,986	0
REALTY INCOME CORP	COM	756109104	421	6,685	SH		SOLE		6,685	0	0
RED HAT INC	COM	756577102	1,023	5,824	SH		SOLE		5,824	0	0
RED HAT INC	COM	756577102	11,795	67,154	SH		OTR	1	0	67,154	0
RED HAT INC	NOTE 0.250%10/0	756577AD4	30,753	12,934,000	PRN		OTR	1	0	12,934,000	0
RED HAT INC	NOTE 0.250%10/0	756577AD4	219	92,000	PRN		OTR	4	0	92,000	0
RED HAT INC	NOTE 0.250%10/0	756577AD4	19,362	8,135,000	PRN		SOLE		8,135,000	0	0
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	345	375,000	PRN		SOLE		375,000	0	0
REGAL BELOIT CORP	COM	758750103	4,601	65,682	SH		OTR	1	0	65,682	0
REGAL BELOIT CORP	COM	758750103	316	4,516	SH		SOLE		4,516	0	0
REGENCY CTRS CORP	COM	758849103	176	3,000	SH		SOLE		3,000	0	0
REGENCY CTRS CORP	COM	758849103	1,590	27,102	SH		OTR	1	0	27,102	0
REGENERON PHARMACEUTICALS	COM	75886F107	499	1,335	SH		SOLE		1,335	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	7,372	19,737	SH		OTR	1	0	19,737	0
REGENXBIO INC	COM	75901B107	256	6,100	SH		OTR	1	0	6,100	0
REGENXBIO INC	COM	75901B107	158	3,757	SH		SOLE		3,757	0	0
REGIONS FINL CORP NEW	COM	7591EP100	1,946	145,463	SH		OTR	1	0	145,463	0
REGIONS FINL CORP NEW	COM	7591EP100	217	16,201	SH		SOLE		16,201	0	0
REINSURANCE GROUP AMER INC	COM NEW	759351604	11,143	79,459	SH		OTR	5 1	0	79,459	0
REINSURANCE GROUP AMER INC	COM NEW	759351604	2,821	20,115	SH		SOLE		20,115	0	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	586	22,790	SH		SOLE		22,790	0	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	951	37,000	SH		OTR	1	0	37,000	0
REPLIGEN CORP	COM	759916109	605	11,476	SH		OTR	1	0	11,476	0
REPLIGEN CORP	COM	759916109	385	7,298	SH		SOLE		7,298	0	0
REPUBLIC BANCORP KY	CL A	760281204	356	9,200	SH		OTR	1	0	9,200	0
REPUBLIC BANCORP KY	CL A	760281204	221	5,711	SH		SOLE		5,711	0	0
REPUBLIC SVCS INC	COM	760759100	19,027	263,940	SH		OTR	5 1	0	263,940	0
REPUBLIC SVCS INC	COM	760759100	4,753	65,925	SH		SOLE		65,925	0	0
RESIDEO TECHNOLOGIES INC	COM	76118Y104	1,260	61,327	SH		OTR	1	0	61,327	0
RESIDEO TECHNOLOGIES INC	COM	76118Y104	0	4	SH		SOLE		4	0	0
RESMED INC	COM	761152107	3,902	34,267	SH		OTR	1	0	34,267	0
RESMED INC	COM	761152107	447	3,927	SH		SOLE		3,927	0	0
RETAIL PPTYS AMER INC	CL A	76131V202	484	44,620	SH		OTR	1	0	44,620	0
RETAIL PPTYS AMER INC	CL A	76131V202	5	506	SH		SOLE		506	0	0
RETROPHIN INC	COM	761299106	296	13,100	SH		OTR	1	0	13,100	0
RETROPHIN INC	COM	761299106	177	7,827	SH		SOLE		7,827	0	0
RINGCENTRAL INC	CL A	76680R206	437	5,300	SH		OTR	1	0	5,300	0
RINGCENTRAL INC	CL A	76680R206	269	3,262	SH		SOLE		3,262	0	0
RLJ LODGING TR	COM	74965L101	313	19,100	SH		OTR	1	0	19,100	0
RLJ LODGING TR	COM	74965L101	194	11,800	SH		SOLE		11,800	0	0
RMR GROUP INC	CL A	74967R106	871	16,400	SH		OTR	1	0	16,400	0
RMR GROUP INC	CL A	74967R106	535	10,070	SH		SOLE		10,070	0	0
ROBERT HALF INTL INC	COM	770323103	12,623	220,683	SH		OTR	5 1	0	220,683	0
ROBERT HALF INTL INC	COM	770323103	1,891	33,061	SH		SOLE		33,061	0	0
ROCKWELL AUTOMATION INC	COM	773903109	2,012	13,368	SH		SOLE		13,368	0	0
ROCKWELL AUTOMATION INC	COM	773903109	11,159	74,158	SH		OTR	5 1	0	74,158	0
ROCKY BRANDS INC	COM	774515100	478	18,400	SH		OTR	1	0	18,400	0
ROCKY BRANDS INC	COM	774515100	293	11,279	SH		SOLE		11,279	0	0
ROLLINS INC	COM	775711104	777	21,530	SH		OTR	1	0	21,530	0
ROLLINS INC	COM	775711104	89	2,463	SH		SOLE		2,463	0	0
ROPER TECHNOLOGIES INC	COM	776696106	6,592	24,735	SH		OTR	1	0	24,735	0
ROPER TECHNOLOGIES INC	COM	776696106	654	2,455	SH		SOLE		2,455	0	0
ROSS STORES INC	COM	778296103	580	6,977	SH		SOLE		6,977	0	0
ROSS STORES INC	COM	778296103	4,977	59,823	SH		OTR	1	0	59,823	0
ROYAL GOLD INC	NOTE 2.875% 6/1	780287AA6	952	945,000	PRN		SOLE		945,000	0	0
RPM INTL INC	COM	749685103	464	7,898	SH		OTR	1	0	7,898	0
RPM INTL INC	COM	749685103	36	617	SH		SOLE		617	0	0
RTI INTL METALS INC	NOTE 1.625%10/1	74973WAB3	683	685,000	PRN		SOLE		685,000	0	0
RTI SURGICAL INC	COM	74975N105	26	7,000	SH		OTR	1	0	7,000	0
RTI SURGICAL INC	COM	74975N105	16	4,300	SH		SOLE		4,300	0	0
RTW RETAILWINDS INC	COM	74980D100	172	60,900	SH		OTR	1	0	60,900	0
RTW RETAILWINDS INC	COM	74980D100	106	37,506	SH		SOLE		37,506	0	0
RUSH ENTERPRISES INC	CL A	781846209	443	12,844	SH		SOLE		12,844	0	0
RUSH ENTERPRISES INC	CL A	781846209	714	20,700	SH		OTR	1	0	20,700	0
RUSH ENTERPRISES INC	CL B	781846308	221	6,200	SH		OTR	1	0	6,200	0
RUSH ENTERPRISES INC	CL B	781846308	137	3,848	SH		SOLE		3,848	0	0
RUTHS HOSPITALITY GROUP INC	COM	783332109	327	14,400	SH		OTR	1	0	14,400	0
RUTHS HOSPITALITY GROUP INC	COM	783332109	205	9,000	SH		SOLE		9,000	0	0
RYDER SYS INC	COM	783549108	1,435	29,800	SH		OTR	1	0	29,800	0
RYDER SYS INC	COM	783549108	946	19,646	SH		SOLE		19,646	0	0
RYERSON HLDG CORP	COM	783754104	214	33,800	SH		OTR	1	0	33,800	0
RYERSON HLDG CORP	COM	783754104	130	20,519	SH		SOLE		20,519	0	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	709	10,634	SH		SOLE		10,634	0	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	1,151	17,264	SH		OTR	1	0	17,264	0
S&P GLOBAL INC	COM	78409V104	836	4,922	SH		SOLE		4,922	0	0
S&P GLOBAL INC	COM	78409V104	6,360	37,426	SH		OTR	5 1	0	37,426	0
SABRE CORP	COM	78573M104	16,802	776,414	SH		OTR	5 1	0	776,414	0
SABRE CORP	COM	78573M104	3,912	180,779	SH		SOLE		180,779	0	0
SAILPOINT TECHNLGIES HLDGS I	COM	78781P105	578	24,600	SH		OTR	1	0	24,600	0
SAILPOINT TECHNLGIES HLDGS I	COM	78781P105	348	14,823	SH		SOLE		14,823	0	0
SALESFORCE COM INC	COM	79466L302	32,065	234,100	SH		OTR	5 1	0	234,100	0
SALESFORCE COM INC	COM	79466L302	5,083	37,109	SH		SOLE		37,109	0	0
SANDRIDGE ENERGY INC	COM NEW	80007P869	172	22,593	SH		SOLE		22,593	0	0
SANDRIDGE ENERGY INC	COM NEW	80007P869	281	36,900	SH		OTR	1	0	36,900	0
SANFILIPPO JOHN B & SON INC	COM	800422107	534	9,600	SH		OTR	1	0	9,600	0
SANFILIPPO JOHN B & SON INC	COM	800422107	328	5,900	SH		SOLE		5,900	0	0
SANGAMO THERAPEUTICS INC	COM	800677106	280	24,400	SH		OTR	1	0	24,400	0
SANGAMO THERAPEUTICS INC	COM	800677106	172	14,949	SH		SOLE		14,949	0	0
SANMINA CORPORATION	COM	801056102	606	25,174	SH		OTR	1	0	25,174	0
SANMINA CORPORATION	COM	801056102	374	15,528	SH		SOLE		15,528	0	0
SAREPTA THERAPEUTICS INC	COM	803607100	2,303	21,101	SH		OTR	1	0	21,101	0
SAREPTA THERAPEUTICS INC	COM	803607100	99	908	SH		SOLE		908	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	5,624	34,742	SH		OTR	5 1	0	34,742	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	1,208	7,459	SH		SOLE		7,459	0	0
SCANA CORP NEW	COM	80589M102	8,487	177,628	SH		OTR	1	0	177,628	0
SCANA CORP NEW	COM	80589M102	528	11,050	SH		SOLE		11,050	0	0
SCANSOURCE INC	COM	806037107	798	23,200	SH		OTR	1	0	23,200	0
SCANSOURCE INC	COM	806037107	491	14,280	SH		SOLE		14,280	0	0
SCHEIN HENRY INC	COM	806407102	2,268	28,883	SH		OTR	1	0	28,883	0
SCHEIN HENRY INC	COM	806407102	188	2,398	SH		SOLE		2,398	0	0
SCHLUMBERGER LTD	COM	806857108	7,786	215,804	SH		OTR	1	0	215,804	0
SCHLUMBERGER LTD	COM	806857108	782	21,676	SH		SOLE		21,676	0	0
SCHNEIDER NATIONAL INC	CL B	80689H102	3,402	182,219	SH		OTR	1	0	182,219	0
SCHNEIDER NATIONAL INC	CL B	80689H102	1,011	54,133	SH		SOLE		54,133	0	0
SCHNITZER STL INDS	CL A	806882106	761	35,300	SH		OTR	1	0	35,300	0
SCHNITZER STL INDS	CL A	806882106	470	21,789	SH		SOLE		21,789	0	0
SCHOLASTIC CORP	COM	807066105	177	4,400	SH		SOLE		4,400	0	0
SCHOLASTIC CORP	COM	807066105	282	7,000	SH		OTR	1	0	7,000	0
SCHWAB CHARLES CORP NEW	COM	808513105	8,336	200,720	SH		OTR	5 1	0	200,720	0
SCHWAB CHARLES CORP NEW	COM	808513105	1,364	32,842	SH		SOLE		32,842	0	0
SCIENCE APPLICATNS INTL CP N	COM	808625107	369	5,800	SH		OTR	1	0	5,800	0
SCIENCE APPLICATNS INTL CP N	COM	808625107	229	3,601	SH		SOLE		3,601	0	0
SCOTTS MIRACLE GRO CO	CL A	810186106	542	8,818	SH		OTR	1	0	8,818	0
SCOTTS MIRACLE GRO CO	CL A	810186106	19	312	SH		SOLE		312	0	0
SEABOARD CORP	COM	811543107	124	35	SH		SOLE		35	0	0
SEABOARD CORP	COM	811543107	166	47	SH		OTR	1	0	47	0
SEALED AIR CORP NEW	COM	81211K100	87	2,487	SH		SOLE		2,487	0	0
SEALED AIR CORP NEW	COM	81211K100	735	21,092	SH		OTR	1	0	21,092	0
SEASPINE HLDGS CORP	COM	81255T108	264	14,500	SH		OTR	1	0	14,500	0
SEASPINE HLDGS CORP	COM	81255T108	162	8,900	SH		SOLE		8,900	0	0
SEAWORLD ENTMT INC	COM	81282V100	837	37,900	SH		OTR	1	0	37,900	0
SEAWORLD ENTMT INC	COM	81282V100	515	23,311	SH		SOLE		23,311	0	0
SELECTIVE INS GROUP INC	COM	816300107	414	6,800	SH		OTR	1	0	6,800	0
SELECTIVE INS GROUP INC	COM	816300107	256	4,200	SH		SOLE		4,200	0	0
SEMPRA ENERGY	COM	816851109	660	6,104	SH		SOLE		6,104	0	0
SEMPRA ENERGY	COM	816851109	7,471	69,058	SH		OTR	1	0	69,058	0
SENIOR HSG PPTYS TR	SH BEN INT	81721M109	3,965	338,270	SH		OTR	1	0	338,270	0
SENIOR HSG PPTYS TR	SH BEN INT	81721M109	260	22,149	SH		SOLE		22,149	0	0
SERVICE CORP INTL	COM	817565104	1,179	29,275	SH		OTR	1	0	29,275	0
SERVICE CORP INTL	COM	817565104	15	374	SH		SOLE		374	0	0
SERVICENOW INC	COM	81762P102	3,224	18,110	SH		OTR	1	0	18,110	0
SERVICENOW INC	COM	81762P102	356	1,998	SH		SOLE		1,998	0	0
SERVICENOW INC	NOTE 6/0	81762PAC6	26,719	19,116,000	PRN		OTR	1	0	19,116,000	0
SERVICENOW INC	NOTE 6/0	81762PAC6	73	52,000	PRN		OTR	4	0	52,000	0
SERVICENOW INC	NOTE 6/0	81762PAC6	8,109	5,799,000	PRN		SOLE		5,799,000	0	0
SHENANDOAH TELECOMMUNICATION	COM	82312B106	389	8,800	SH		SOLE		8,800	0	0
SHENANDOAH TELECOMMUNICATION	COM	82312B106	628	14,200	SH		OTR	1	0	14,200	0
SHERWIN WILLIAMS CO	COM	824348106	798	2,028	SH		SOLE		2,028	0	0
SHERWIN WILLIAMS CO	COM	824348106	5,619	14,282	SH		OTR	5 1	0	14,282	0
SHILOH INDS INC	COM	824543102	65	11,100	SH		OTR	1	0	11,100	0
SHILOH INDS INC	COM	824543102	40	6,853	SH		SOLE		6,853	0	0
SHOE CARNIVAL INC	COM	824889109	754	22,500	SH		OTR	1	0	22,500	0
SHOE CARNIVAL INC	COM	824889109	480	14,323	SH		SOLE		14,323	0	0
SILGAN HOLDINGS INC	COM	827048109	2,060	87,224	SH		OTR	1	0	87,224	0
SILGAN HOLDINGS INC	COM	827048109	52	2,221	SH		SOLE		2,221	0	0
SILICON LABORATORIES INC	COM	826919102	118	1,500	SH		SOLE		1,500	0	0
SILICON LABORATORIES INC	COM	826919102	189	2,400	SH		OTR	1	0	2,400	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	1,984	1,874,000	PRN		SOLE		1,874,000	0	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	26,440	24,976,000	PRN		OTR	1	0	24,976,000	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	30	28,000	PRN		OTR	4	0	28,000	0
SILVERBOW RES INC	COM	82836G102	163	6,900	SH		OTR	1	0	6,900	0
SILVERBOW RES INC	COM	82836G102	101	4,253	SH		SOLE		4,253	0	0
SIMMONS 1ST NATL CORP	CL A $1 PAR	828730200	263	10,900	SH		OTR	1	0	10,900	0
SIMMONS 1ST NATL CORP	CL A $1 PAR	828730200	162	6,700	SH		SOLE		6,700	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	12,866	76,589	SH		OTR	5 1	0	76,589	0
SIMON PPTY GROUP INC NEW	COM	828806109	3,497	20,814	SH		SOLE		20,814	0	0
SIRIUS XM HLDGS INC	COM	82968B103	80	13,996	SH		OTR	1	0	13,996	0
SIRIUS XM HLDGS INC	COM	82968B103	9	1,564	SH		SOLE		1,564	0	0
SITE CENTERS CORP	COM	82981J109	2,716	245,307	SH		OTR	1	0	245,307	0
SITE CENTERS CORP	COM	82981J109	299	27,035	SH		SOLE		27,035	0	0
SJW GROUP	COM	784305104	551	9,900	SH		OTR	1	0	9,900	0
SJW GROUP	COM	784305104	328	5,899	SH		SOLE		5,899	0	0
SKECHERS U S A INC	CL A	830566105	199	8,684	SH		OTR	1	0	8,684	0
SKECHERS U S A INC	CL A	830566105	22	970	SH		SOLE		970	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	3,582	53,443	SH		OTR	1	0	53,443	0
SKYWORKS SOLUTIONS INC	COM	83088M102	405	6,050	SH		SOLE		6,050	0	0
SL GREEN RLTY CORP	COM	78440X101	1,115	14,096	SH		OTR	1	0	14,096	0
SL GREEN RLTY CORP	COM	78440X101	123	1,550	SH		SOLE		1,550	0	0
SMART & FINAL STORES INC	COM	83190B101	39	8,218	SH		SOLE		8,218	0	0
SMART & FINAL STORES INC	COM	83190B101	56	11,900	SH		OTR	1	0	11,900	0
SMITH A O	COM	831865209	820	19,198	SH		OTR	1	0	19,198	0
SMITH A O	COM	831865209	97	2,262	SH		SOLE		2,262	0	0
SMUCKER J M CO	COM NEW	832696405	1,699	18,174	SH		OTR	5 1	0	18,174	0
SMUCKER J M CO	COM NEW	832696405	366	3,910	SH		SOLE		3,910	0	0
SNAP ON INC	COM	833034101	5,911	40,682	SH		OTR	5 1	0	40,682	0
SNAP ON INC	COM	833034101	826	5,687	SH		SOLE		5,687	0	0
SOUTHERN CO	COM	842587107	1,207	27,482	SH		SOLE		27,482	0	0
SOUTHERN CO	COM	842587107	8,321	189,465	SH		OTR	5 1	0	189,465	0
SOUTHERN NATL BANCORP OF VA	COM	843395104	62	4,715	SH		SOLE		4,715	0	0
SOUTHERN NATL BANCORP OF VA	COM	843395104	100	7,600	SH		OTR	1	0	7,600	0
SOUTHWEST AIRLS CO	COM	844741108	5,234	112,614	SH		OTR	5 1	0	112,614	0
SOUTHWEST AIRLS CO	COM	844741108	671	14,436	SH		SOLE		14,436	0	0
SPARK ENERGY INC	CL A COM	846511103	117	15,700	SH		OTR	1	0	15,700	0
SPARK ENERGY INC	CL A COM	846511103	72	9,701	SH		SOLE		9,701	0	0
SPARK THERAPEUTICS INC	COM	84652J103	298	7,616	SH		OTR	1	0	7,616	0
SPARK THERAPEUTICS INC	COM	84652J103	184	4,706	SH		SOLE		4,706	0	0
SPDR GOLD TRUST	GOLD SHS	78463V107	22,916	189,000	SH		OTR	1	0	189,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	551,089	2,205,063	SH		OTR	3 5 1	0	2,205,063	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	14,665	58,678	SH		SOLE		58,678	0	0
SPDR S&P MIDCAP 400 ETF TR	UTSER1 S&PDCRP	78467Y107	630	2,082	SH		SOLE		2,082	0	0
SPDR S&P MIDCAP 400 ETF TR	UTSER1 S&PDCRP	78467Y107	22,133	73,126	SH		OTR	1	0	73,126	0
SPDR SERIES TRUST	BLMBRG BRC CNVRT	78464A359	4,359	93,167	SH		OTR	1	0	93,167	0
SPDR SERIES TRUST	BLMBRG BRC CNVRT	78464A359	271	5,793	SH		OTR	4	0	5,793	0
SPDR SERIES TRUST	NUV HGHYLD MUN	78464A284	6,086	108,515	SH		SOLE		108,515	0	0
SPECTRUM PHARMACEUTICALS INC	COM	84763A108	179	20,415	SH		OTR	1	0	20,415	0
SPECTRUM PHARMACEUTICALS INC	COM	84763A108	118	13,487	SH		SOLE		13,487	0	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	2,499	34,670	SH		OTR	1	0	34,670	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	268	3,720	SH		SOLE		3,720	0	0
SPIRIT RLTY CAP INC NEW	COM NEW	84860W300	3,200	90,794	SH		OTR	1	0	90,794	0
SPIRIT RLTY CAP INC NEW	COM NEW	84860W300	353	10,022	SH		SOLE		10,022	0	0
SPIRIT RLTY CAP INC NEW	NOTE 3.750% 5/1	84860WAB8	1,496	1,525,000	PRN		SOLE		1,525,000	0	0
SPRINT CORP	COM SER 1	85207U105	11,116	1,909,935	SH		OTR	1	0	1,909,935	0
SPRINT CORP	COM SER 1	85207U105	1,923	330,328	SH		SOLE		330,328	0	0
SPROUTS FMRS MKT INC	COM	85208M102	6,444	274,076	SH		OTR	1	0	274,076	0
SPROUTS FMRS MKT INC	COM	85208M102	254	10,808	SH		SOLE		10,808	0	0
SPS COMM INC	COM	78463M107	610	7,400	SH		OTR	1	0	7,400	0
SPS COMM INC	COM	78463M107	373	4,532	SH		SOLE		4,532	0	0
SQUARE INC	CL A	852234103	229	4,075	SH		SOLE		4,075	0	0
SQUARE INC	CL A	852234103	3,579	63,812	SH		OTR	1	0	63,812	0
SQUARE INC	NOTE 0.375% 3/0	852234AB9	1,103	451,000	PRN		SOLE		451,000	0	0
STAAR SURGICAL CO	COM PAR $0.01	852312305	255	8,000	SH		SOLE		8,000	0	0
STAAR SURGICAL CO	COM PAR $0.01	852312305	412	12,900	SH		OTR	1	0	12,900	0
STANLEY BLACK & DECKER INC	COM	854502101	2,962	24,737	SH		OTR	1	0	24,737	0
STANLEY BLACK & DECKER INC	COM	854502101	287	2,396	SH		SOLE		2,396	0	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	17,982	197,435	SH		OTR	1	0	197,435	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	54	591	SH		OTR	4	0	591	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	4,471	49,060	SH		SOLE		49,060	0	0
STARBUCKS CORP	COM	855244109	31,973	496,472	SH		OTR	5 1	0	496,472	0
STARBUCKS CORP	COM	855244109	8,286	128,659	SH		SOLE		128,659	0	0
STATE STR CORP	COM	857477103	8,023	127,208	SH		OTR	5 1	0	127,208	0
STATE STR CORP	COM	857477103	694	11,011	SH		SOLE		11,011	0	0
STEEL DYNAMICS INC	COM	858119100	1,673	55,676	SH		OTR	1	0	55,676	0
STEEL DYNAMICS INC	COM	858119100	77	2,553	SH		SOLE		2,553	0	0
STEELCASE INC	CL A	858155203	417	28,100	SH		OTR	1	0	28,100	0
STEELCASE INC	CL A	858155203	257	17,300	SH		SOLE		17,300	0	0
STEPAN CO	COM	858586100	525	7,100	SH		OTR	1	0	7,100	0
STEPAN CO	COM	858586100	326	4,400	SH		SOLE		4,400	0	0
STERLING CONSTRUCTION CO INC	COM	859241101	308	28,300	SH		OTR	1	0	28,300	0
STERLING CONSTRUCTION CO INC	COM	859241101	189	17,400	SH		SOLE		17,400	0	0
STEWART INFORMATION SVCS COR	COM	860372101	803	19,400	SH		OTR	1	0	19,400	0
STEWART INFORMATION SVCS COR	COM	860372101	493	11,918	SH		SOLE		11,918	0	0
STORE CAP CORP	COM	862121100	31	1,110	SH		SOLE		1,110	0	0
STORE CAP CORP	COM	862121100	1,190	42,030	SH		OTR	1	0	42,030	0
STRYKER CORP	COM	863667101	7,714	49,209	SH		OTR	1	0	49,209	0
STRYKER CORP	COM	863667101	762	4,861	SH		SOLE		4,861	0	0
SUMMIT HOTEL PPTYS INC	COM	866082100	119	12,200	SH		OTR	1	0	12,200	0
SUMMIT HOTEL PPTYS INC	COM	866082100	74	7,600	SH		SOLE		7,600	0	0
SUN CMNTYS INC	COM	866674104	264	2,600	SH		OTR	1	0	2,600	0
SUN CMNTYS INC	COM	866674104	20	196	SH		SOLE		196	0	0
SUNCOKE ENERGY INC	COM	86722A103	496	57,977	SH		SOLE		57,977	0	0
SUNCOKE ENERGY INC	COM	86722A103	804	94,000	SH		OTR	1	0	94,000	0
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	870	1,135,000	PRN		SOLE		1,135,000	0	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	1,129	86,800	SH		OTR	1	0	86,800	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	696	53,523	SH		SOLE		53,523	0	0
SUNTRUST BKS INC	COM	867914103	8,673	171,955	SH		OTR	5 1	0	171,955	0
SUNTRUST BKS INC	COM	867914103	991	19,648	SH		SOLE		19,648	0	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	203	6,100	SH		OTR	1	0	6,100	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	125	3,753	SH		SOLE		3,753	0	0
SURMODICS INC	COM	868873100	770	16,300	SH		OTR	1	0	16,300	0
SURMODICS INC	COM	868873100	474	10,031	SH		SOLE		10,031	0	0
SVB FINL GROUP	COM	78486Q101	1,471	7,747	SH		OTR	1	0	7,747	0
SVB FINL GROUP	COM	78486Q101	173	909	SH		SOLE		909	0	0
SYKES ENTERPRISES INC	COM	871237103	84	3,400	SH		SOLE		3,400	0	0
SYKES ENTERPRISES INC	COM	871237103	138	5,600	SH		OTR	1	0	5,600	0
SYMANTEC CORP	COM	871503108	19,524	1,033,280	SH		OTR	5 1	0	1,033,280	0
SYMANTEC CORP	COM	871503108	4,409	233,320	SH		SOLE		233,320	0	0
SYNAPTICS INC	COM	87157D109	585	15,720	SH		OTR	1	0	15,720	0
SYNAPTICS INC	COM	87157D109	359	9,636	SH		SOLE		9,636	0	0
SYNAPTICS INC	NOTE 0.500% 6/1	87157DAD1	731	830,000	PRN		SOLE		830,000	0	0
SYNCHRONY FINL	COM	87165B103	12,208	520,360	SH		OTR	5 1	0	520,360	0
SYNCHRONY FINL	COM	87165B103	3,992	170,165	SH		SOLE		170,165	0	0
SYNEOS HEALTH INC	CL A	87166B102	811	20,600	SH		OTR	1	0	20,600	0
SYNEOS HEALTH INC	CL A	87166B102	499	12,683	SH		SOLE		12,683	0	0
SYNNEX CORP	COM	87162W100	816	10,100	SH		OTR	1	0	10,100	0
SYNNEX CORP	COM	87162W100	500	6,179	SH		SOLE		6,179	0	0
SYNOPSYS INC	COM	871607107	1,662	19,734	SH		OTR	1	0	19,734	0
SYNOPSYS INC	COM	871607107	196	2,326	SH		SOLE		2,326	0	0
SYSCO CORP	COM	871829107	3,980	63,510	SH		OTR	1	0	63,510	0
SYSCO CORP	COM	871829107	489	7,799	SH		SOLE		7,799	0	0
T MOBILE US INC	COM	872590104	1,372	21,570	SH		OTR	1	0	21,570	0
TAILORED BRANDS INC	COM	87403A107	305	22,342	SH		SOLE		22,342	0	0
TAILORED BRANDS INC	COM	87403A107	492	36,100	SH		OTR	1	0	36,100	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADR	874039100	18,749	507,963	SH		OTR	1	0	507,963	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADR	874039100	15,583	422,186	SH		SOLE		422,186	0	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	1,556	15,117	SH		OTR	1	0	15,117	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	184	1,783	SH		SOLE		1,783	0	0
TALOS ENERGY INC	COM	87484T108	46,496	2,849,026	SH		OTR	5 1	0	2,849,026	0
TALOS ENERGY INC	COM	87484T108	14,829	908,663	SH		SOLE		908,663	0	0
TANGER FACTORY OUTLET CTRS I	COM	875465106	218	10,800	SH		OTR	1	0	10,800	0
TANGER FACTORY OUTLET CTRS I	COM	875465106	133	6,600	SH		SOLE		6,600	0	0
TAPESTRY INC	COM	876030107	8,414	249,305	SH		OTR	5 1	0	249,305	0
TAPESTRY INC	COM	876030107	1,935	57,325	SH		SOLE		57,325	0	0
TARGA RES CORP	COM	87612G101	515	14,307	SH		OTR	1	0	14,307	0
TARGA RES CORP	COM	87612G101	4	118	SH		SOLE		118	0	0
TARGET CORP	COM	87612E106	7,309	110,596	SH		OTR	5 1	0	110,596	0
TARGET CORP	COM	87612E106	1,236	18,705	SH		SOLE		18,705	0	0
TECH DATA CORP	COM	878237106	442	5,400	SH		OTR	1	0	5,400	0
TECH DATA CORP	COM	878237106	270	3,300	SH		SOLE		3,300	0	0
TECHTARGET INC	COM	87874R100	79	6,500	SH		OTR	1	0	6,500	0
TECHTARGET INC	COM	87874R100	49	3,981	SH		SOLE		3,981	0	0
TELADOC HEALTH INC	NOTE 3.000%12/1	87918AAB1	5,604	4,083,000	PRN		OTR	1	0	4,083,000	0
TELADOC HEALTH INC	NOTE 3.000%12/1	87918AAB1	86	63,000	PRN		OTR	4	0	63,000	0
TELEFLEX INC	COM	879369106	14,080	54,471	SH		OTR	1	0	54,471	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	12,754	391,946	SH		OTR	1	0	391,946	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	1,468	45,111	SH		SOLE		45,111	0	0
TENET HEALTHCARE CORP	COM NEW	88033G407	641	37,400	SH		OTR	1	0	37,400	0
TENET HEALTHCARE CORP	COM NEW	88033G407	397	23,166	SH		SOLE		23,166	0	0
TERADATA CORP DEL	COM	88076W103	13,648	355,795	SH		OTR	5 1	0	355,795	0
TERADATA CORP DEL	COM	88076W103	2,412	62,880	SH		SOLE		62,880	0	0
TERADYNE INC	COM	880770102	710	22,628	SH		OTR	1	0	22,628	0
TERADYNE INC	COM	880770102	45	1,425	SH		SOLE		1,425	0	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	1,316	1,108,000	PRN		SOLE		1,108,000	0	0
TEREX CORP NEW	COM	880779103	223	8,080	SH		SOLE		8,080	0	0
TEREX CORP NEW	COM	880779103	3,666	132,981	SH		OTR	1	0	132,981	0
TERRITORIAL BANCORP INC	COM	88145X108	79	3,036	SH		SOLE		3,036	0	0
TERRITORIAL BANCORP INC	COM	88145X108	127	4,900	SH		OTR	1	0	4,900	0
TESARO INC	NOTE 3.000%10/0	881569AA5	981	450,000	PRN		SOLE		450,000	0	0
TESLA INC	COM	88160R101	2,709	8,141	SH		OTR	1	0	8,141	0
TESLA INC	COM	88160R101	104	312	SH		SOLE		312	0	0
TESLA INC	NOTE 1.250% 3/0	88160RAC5	3,929	3,490,000	PRN		SOLE		3,490,000	0	0
TEVA PHARMACEUTICAL INDS LTD	SPONSORED ADR	881624209	2,435	157,900	SH		OTR	1	0	157,900	0
TEVA PHARMACEUTICAL INDS LTD	SPONSORED ADR	881624209	1,488	96,500	SH		SOLE		96,500	0	0
TEXAS CAPITAL BANCSHARES INC	COM	88224Q107	1,146	22,434	SH		SOLE		22,434	0	0
TEXAS CAPITAL BANCSHARES INC	COM	88224Q107	4,611	90,249	SH		OTR	1	0	90,249	0
TEXAS INSTRS INC	COM	882508104	21,543	227,964	SH		OTR	5 1	0	227,964	0
TEXAS INSTRS INC	COM	882508104	3,493	36,965	SH		SOLE		36,965	0	0
TEXAS ROADHOUSE INC	COM	882681109	4,873	81,632	SH		OTR	5 1	0	81,632	0
TEXAS ROADHOUSE INC	COM	882681109	2,669	44,700	SH		SOLE		44,700	0	0
TEXTRON INC	COM	883203101	10,448	227,182	SH		OTR	5 1	0	227,182	0
TEXTRON INC	COM	883203101	1,835	39,900	SH		SOLE		39,900	0	0
THE TRADE DESK INC	COM CL A	88339J105	662	5,700	SH		OTR	1	0	5,700	0
THE TRADE DESK INC	COM CL A	88339J105	406	3,500	SH		SOLE		3,500	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	3,701	16,539	SH		SOLE		16,539	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	18,044	80,630	SH		OTR	5 1	0	80,630	0
THOR INDS INC	COM	885160101	239	4,601	SH		SOLE		4,601	0	0
THOR INDS INC	COM	885160101	3,166	60,890	SH		OTR	1	0	60,890	0
TIFFANY & CO NEW	COM	886547108	1,165	14,469	SH		OTR	1	0	14,469	0
TIFFANY & CO NEW	COM	886547108	137	1,705	SH		SOLE		1,705	0	0
TILLYS INC	CL A	886885102	149	13,700	SH		OTR	1	0	13,700	0
TILLYS INC	CL A	886885102	91	8,392	SH		SOLE		8,392	0	0
TIMKEN CO	COM	887389104	1,199	32,115	SH		OTR	1	0	32,115	0
TIMKEN CO	COM	887389104	42	1,129	SH		SOLE		1,129	0	0
TITAN MACHY INC	COM	88830R101	198	15,074	SH		SOLE		15,074	0	0
TITAN MACHY INC	COM	88830R101	321	24,400	SH		OTR	1	0	24,400	0
TIVO CORP	COM	88870P106	158	16,800	SH		OTR	1	0	16,800	0
TIVO CORP	COM	88870P106	97	10,300	SH		SOLE		10,300	0	0
TJX COS INC NEW	COM	872540109	8,764	195,889	SH		OTR	1	0	195,889	0
TJX COS INC NEW	COM	872540109	1,121	25,053	SH		SOLE		25,053	0	0
TORCHMARK CORP	COM	891027104	8,791	117,956	SH		OTR	5 1	0	117,956	0
TORCHMARK CORP	COM	891027104	1,547	20,756	SH		SOLE		20,756	0	0
TORO CO	COM	891092108	2,021	36,162	SH		OTR	1	0	36,162	0
TORO CO	COM	891092108	55	983	SH		SOLE		983	0	0
TOTAL SYS SVCS INC	COM	891906109	2,937	36,131	SH		OTR	1	0	36,131	0
TOTAL SYS SVCS INC	COM	891906109	338	4,160	SH		SOLE		4,160	0	0
TOWER INTL INC	COM	891826109	452	19,000	SH		OTR	1	0	19,000	0
TOWER INTL INC	COM	891826109	279	11,740	SH		SOLE		11,740	0	0
TOWN SPORTS INTL HLDGS INC	COM	89214A102	327	51,100	SH		OTR	1	0	51,100	0
TOWN SPORTS INTL HLDGS INC	COM	89214A102	201	31,376	SH		SOLE		31,376	0	0
TPI COMPOSITES INC	COM	87266J104	833	33,900	SH		OTR	1	0	33,900	0
TPI COMPOSITES INC	COM	87266J104	513	20,855	SH		SOLE		20,855	0	0
TRACTOR SUPPLY CO	COM	892356106	7,710	92,407	SH		OTR	5 1	0	92,407	0
TRACTOR SUPPLY CO	COM	892356106	442	5,297	SH		SOLE		5,297	0	0
TRANSDIGM GROUP INC	COM	893641100	2,186	6,429	SH		OTR	1	0	6,429	0
TRANSDIGM GROUP INC	COM	893641100	258	758	SH		SOLE		758	0	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	16,364	17,233,000	PRN		OTR	1	0	17,233,000	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	24	25,000	PRN		OTR	4	0	25,000	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	2,288	2,409,000	PRN		SOLE		2,409,000	0	0
TRAVELERS COMPANIES INC	COM	89417E109	15,917	132,920	SH		OTR	5 1	0	132,920	0
TRAVELERS COMPANIES INC	COM	89417E109	3,570	29,813	SH		SOLE		29,813	0	0
TRAVELZOO	COM NEW	89421Q205	297	30,200	SH		OTR	1	0	30,200	0
TRAVELZOO	COM NEW	89421Q205	178	18,092	SH		SOLE		18,092	0	0
TREDEGAR CORP	COM	894650100	409	25,800	SH		OTR	1	0	25,800	0
TREDEGAR CORP	COM	894650100	253	15,975	SH		SOLE		15,975	0	0
TREEHOUSE FOODS INC	COM	89469A104	8,140	160,520	SH		OTR	1	0	160,520	0
TREEHOUSE FOODS INC	COM	89469A104	1,306	25,748	SH		SOLE		25,748	0	0
TRIBUNE PUBG CO NEW	COM	89609W107	685	60,400	SH		OTR	1	0	60,400	0
TRIBUNE PUBG CO NEW	COM	89609W107	423	37,312	SH		SOLE		37,312	0	0
TRIMAS CORP	COM NEW	896215209	251	9,200	SH		OTR	1	0	9,200	0
TRIMAS CORP	COM NEW	896215209	153	5,600	SH		SOLE		5,600	0	0
TRIPADVISOR INC	COM	896945201	10,707	198,491	SH		OTR	5 1	0	198,491	0
TRIPADVISOR INC	COM	896945201	1,616	29,957	SH		SOLE		29,957	0	0
TRIPLE-S MGMT CORP	CL B	896749108	679	39,038	SH		OTR	1	0	39,038	0
TRIPLE-S MGMT CORP	CL B	896749108	418	24,045	SH		SOLE		24,045	0	0
TRISTATE CAP HLDGS INC	COM	89678F100	253	13,000	SH		OTR	1	0	13,000	0
TRISTATE CAP HLDGS INC	COM	89678F100	158	8,100	SH		SOLE		8,100	0	0
TRUEBLUE INC	COM	89785X101	828	37,208	SH		OTR	1	0	37,208	0
TRUEBLUE INC	COM	89785X101	512	23,031	SH		SOLE		23,031	0	0
TTM TECHNOLOGIES INC	COM	87305R109	79	8,100	SH		SOLE		8,100	0	0
TTM TECHNOLOGIES INC	COM	87305R109	127	13,100	SH		OTR	1	0	13,100	0
TURNING PT BRANDS INC	COM	90041L105	980	36,002	SH		OTR	1	0	36,002	0
TURNING PT BRANDS INC	COM	90041L105	492	18,088	SH		SOLE		18,088	0	0
TURTLE BEACH CORP	COM NEW	900450206	539	37,800	SH		OTR	1	0	37,800	0
TURTLE BEACH CORP	COM NEW	900450206	333	23,366	SH		SOLE		23,366	0	0
TUTOR PERINI CORP	COM	901109108	152	9,500	SH		OTR	1	0	9,500	0
TUTOR PERINI CORP	COM	901109108	92	5,792	SH		SOLE		5,792	0	0
TWENTY FIRST CENTY FOX INC	CL A	90130A101	1,449	30,120	SH		SOLE		30,120	0	0
TWENTY FIRST CENTY FOX INC	CL A	90130A101	9,366	194,633	SH		OTR	5 1	0	194,633	0
TWENTY FIRST CENTY FOX INC	CL B	90130A200	1,716	35,909	SH		SOLE		35,909	0	0
TWENTY FIRST CENTY FOX INC	CL B	90130A200	4,501	94,207	SH		OTR	5 1	0	94,207	0
TWITTER INC	COM	90184L102	5,334	185,606	SH		OTR	1	0	185,606	0
TWITTER INC	COM	90184L102	609	21,193	SH		SOLE		21,193	0	0
TWITTER INC	NOTE 0.250% 9/1	90184LAB8	18,056	18,563,000	PRN		OTR	1	0	18,563,000	0
TWITTER INC	NOTE 0.250% 9/1	90184LAB8	4,755	4,888,000	PRN		SOLE		4,888,000	0	0
TYSON FOODS INC	CL A	902494103	13,346	249,920	SH		OTR	5 1	0	249,920	0
TYSON FOODS INC	CL A	902494103	3,693	69,166	SH		SOLE		69,166	0	0
UBIQUITI NETWORKS INC	COM	90347A100	345	3,475	SH		SOLE		3,475	0	0
UBIQUITI NETWORKS INC	COM	90347A100	6,167	62,033	SH		OTR	1	0	62,033	0
UDR INC	COM	902653104	3,347	84,483	SH		OTR	1	0	84,483	0
UDR INC	COM	902653104	248	6,251	SH		SOLE		6,251	0	0
UGI CORP NEW	COM	902681105	6,773	126,963	SH		OTR	5 1	0	126,963	0
UGI CORP NEW	COM	902681105	1,156	21,671	SH		SOLE		21,671	0	0
ULTA BEAUTY INC	COM	90384S303	11,824	48,292	SH		OTR	5 1	0	48,292	0
ULTA BEAUTY INC	COM	90384S303	1,610	6,574	SH		SOLE		6,574	0	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	419	9,644	SH		OTR	1	0	9,644	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	260	5,991	SH		SOLE		5,991	0	0
UNDER ARMOUR INC	CL A	904311107	1,239	70,112	SH		OTR	1	0	70,112	0
UNDER ARMOUR INC	CL A	904311107	109	6,152	SH		SOLE		6,152	0	0
UNDER ARMOUR INC	CL C	904311206	410	25,335	SH		OTR	1	0	25,335	0
UNDER ARMOUR INC	CL C	904311206	48	2,987	SH		SOLE		2,987	0	0
UNION PAC CORP	COM	907818108	25,985	187,984	SH		OTR	5 1	0	187,984	0
UNION PAC CORP	COM	907818108	3,132	22,659	SH		SOLE		22,659	0	0
UNISYS CORP	COM NEW	909214306	447	38,400	SH		OTR	1	0	38,400	0
UNISYS CORP	COM NEW	909214306	276	23,764	SH		SOLE		23,764	0	0
UNIT CORP	COM	909218109	374	26,200	SH		OTR	1	0	26,200	0
UNIT CORP	COM	909218109	230	16,093	SH		SOLE		16,093	0	0
UNITED CMNTY BKS BLAIRSVLE G	COM	90984P303	562	26,200	SH		OTR	1	0	26,200	0
UNITED CMNTY BKS BLAIRSVLE G	COM	90984P303	346	16,100	SH		SOLE		16,100	0	0
UNITED CONTL HLDGS INC	COM	910047109	19,097	228,084	SH		OTR	5 1	0	228,084	0
UNITED CONTL HLDGS INC	COM	910047109	3,411	40,740	SH		SOLE		40,740	0	0
UNITED INS HLDGS CORP	COM	910710102	70	4,200	SH		SOLE		4,200	0	0
UNITED INS HLDGS CORP	COM	910710102	113	6,800	SH		OTR	1	0	6,800	0
UNITED PARCEL SERVICE INC	CL B	911312106	13,396	137,353	SH		OTR	1	0	137,353	0
UNITED PARCEL SERVICE INC	CL B	911312106	1,209	12,400	SH		SOLE		12,400	0	0
UNITED RENTALS INC	COM	911363109	12,046	117,488	SH		OTR	5 1	0	117,488	0
UNITED RENTALS INC	COM	911363109	1,947	18,986	SH		SOLE		18,986	0	0
UNITED STATES CELLULAR CORP	COM	911684108	7,882	151,671	SH		OTR	1	0	151,671	0
UNITED STATES CELLULAR CORP	COM	911684108	1,218	23,436	SH		SOLE		23,436	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	2,678	25,148	SH		SOLE		25,148	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	22,541	211,688	SH		OTR	5 1	0	211,688	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	1,864	17,115	SH		SOLE		17,115	0	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	3,605	33,105	SH		OTR	5 1	0	33,105	0
UNITEDHEALTH GROUP INC	COM	91324P102	82,866	332,635	SH		OTR	5 1	0	332,635	0
UNITEDHEALTH GROUP INC	COM	91324P102	15,554	62,435	SH		SOLE		62,435	0	0
UNITI GROUP INC	COM	91325V108	8,221	527,983	SH		OTR	1	0	527,983	0
UNITI GROUP INC	COM	91325V108	426	27,347	SH		SOLE		27,347	0	0
UNIVERSAL CORP VA	COM	913456109	893	16,500	SH		OTR	1	0	16,500	0
UNIVERSAL CORP VA	COM	913456109	551	10,167	SH		SOLE		10,167	0	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	703	6,035	SH		SOLE		6,035	0	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	4,973	42,665	SH		OTR	5 1	0	42,665	0
UNIVERSAL INS HLDGS INC	COM	91359V107	902	23,800	SH		OTR	1	0	23,800	0
UNIVERSAL INS HLDGS INC	COM	91359V107	559	14,745	SH		SOLE		14,745	0	0
UNUM GROUP	COM	91529Y106	5,282	179,794	SH		OTR	5 1	0	179,794	0
UNUM GROUP	COM	91529Y106	1,321	44,964	SH		SOLE		44,964	0	0
UPLAND SOFTWARE INC	COM	91544A109	196	7,200	SH		OTR	1	0	7,200	0
UPLAND SOFTWARE INC	COM	91544A109	120	4,400	SH		SOLE		4,400	0	0
URBAN OUTFITTERS INC	COM	917047102	2,943	88,659	SH		OTR	1	0	88,659	0
URBAN OUTFITTERS INC	COM	917047102	215	6,466	SH		SOLE		6,466	0	0
US BANCORP DEL	COM NEW	902973304	10,464	228,977	SH		OTR	1	0	228,977	0
US BANCORP DEL	COM NEW	902973304	1,096	23,980	SH		SOLE		23,980	0	0
US FOODS HLDG CORP	COM	912008109	3,961	125,200	SH		OTR	1	0	125,200	0
US FOODS HLDG CORP	COM	912008109	298	9,424	SH		SOLE		9,424	0	0
USA TRUCK INC	COM	902925106	278	18,600	SH		OTR	1	0	18,600	0
USA TRUCK INC	COM	902925106	172	11,457	SH		SOLE		11,457	0	0
USANA HEALTH SCIENCES INC	COM	90328M107	1,024	8,700	SH		OTR	1	0	8,700	0
USANA HEALTH SCIENCES INC	COM	90328M107	627	5,323	SH		SOLE		5,323	0	0
V F CORP	COM	918204108	3,171	44,450	SH		OTR	1	0	44,450	0
V F CORP	COM	918204108	373	5,231	SH		SOLE		5,231	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	13,286	177,216	SH		OTR	5 1	0	177,216	0
VALERO ENERGY CORP NEW	COM	91913Y100	3,678	49,061	SH		SOLE		49,061	0	0
VALLEY NATL BANCORP	COM	919794107	630	70,900	SH		OTR	1	0	70,900	0
VALLEY NATL BANCORP	COM	919794107	388	43,700	SH		SOLE		43,700	0	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	416,269	1,811,360	SH		OTR	3	0	1,811,360	0
VARIAN MED SYS INC	COM	92220P105	14,639	129,194	SH		OTR	5 1	0	129,194	0
VARIAN MED SYS INC	COM	92220P105	2,382	21,023	SH		SOLE		21,023	0	0
VARONIS SYS INC	COM	922280102	592	11,200	SH		OTR	1	0	11,200	0
VARONIS SYS INC	COM	922280102	365	6,900	SH		SOLE		6,900	0	0
VECTOR GROUP LTD	COM	92240M108	620	63,700	SH		OTR	1	0	63,700	0
VECTOR GROUP LTD	COM	92240M108	382	39,300	SH		SOLE		39,300	0	0
VECTRUS INC	COM	92242T101	827	38,300	SH		OTR	1	0	38,300	0
VECTRUS INC	COM	92242T101	511	23,679	SH		SOLE		23,679	0	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	559	737,000	PRN		SOLE		737,000	0	0
VEEVA SYS INC	CL A COM	922475108	753	8,426	SH		OTR	1	0	8,426	0
VENTAS INC	COM	92276F100	14,016	239,214	SH		OTR	5 1	0	239,214	0
VENTAS INC	COM	92276F100	2,310	39,432	SH		SOLE		39,432	0	0
VERA BRADLEY INC	COM	92335C106	572	66,700	SH		OTR	1	0	66,700	0
VERA BRADLEY INC	COM	92335C106	352	41,059	SH		SOLE		41,059	0	0
VEREIT INC	COM	92339V100	3,119	436,281	SH		OTR	1	0	436,281	0
VEREIT INC	COM	92339V100	153	21,398	SH		SOLE		21,398	0	0
VERINT SYS INC	COM	92343X100	377	8,900	SH		OTR	1	0	8,900	0
VERINT SYS INC	COM	92343X100	232	5,488	SH		SOLE		5,488	0	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	32,950	33,910,000	PRN		OTR	1	0	33,910,000	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	72	74,000	PRN		OTR	4	0	74,000	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	8,705	8,952,000	PRN		SOLE		8,952,000	0	0
VERISIGN INC	COM	92343E102	9,876	66,596	SH		OTR	1	0	66,596	0
VERISIGN INC	COM	92343E102	523	3,529	SH		SOLE		3,529	0	0
VERISK ANALYTICS INC	COM	92345Y106	6,043	55,422	SH		OTR	1	0	55,422	0
VERISK ANALYTICS INC	COM	92345Y106	457	4,194	SH		SOLE		4,194	0	0
VERITIV CORP	COM	923454102	549	22,000	SH		OTR	1	0	22,000	0
VERITIV CORP	COM	923454102	339	13,566	SH		SOLE		13,566	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	12,532	222,902	SH		SOLE		222,902	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	49,479	880,092	SH		OTR	5 1	0	880,092	0
VERSO CORP	CL A	92531L207	856	38,200	SH		OTR	1	0	38,200	0
VERSO CORP	CL A	92531L207	528	23,554	SH		SOLE		23,554	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	5,749	34,692	SH		OTR	1	0	34,692	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	663	4,003	SH		SOLE		4,003	0	0
VIACOM INC NEW	CL A	92553P102	1,792	64,433	SH		OTR	1	0	64,433	0
VIACOM INC NEW	CL A	92553P102	111	3,997	SH		SOLE		3,997	0	0
VIACOM INC NEW	CL B	92553P201	17,791	692,261	SH		OTR	5 1	0	692,261	0
VIACOM INC NEW	CL B	92553P201	4,481	174,345	SH		SOLE		174,345	0	0
VIAVI SOLUTIONS INC	COM	925550105	195	19,400	SH		SOLE		19,400	0	0
VIAVI SOLUTIONS INC	COM	925550105	316	31,400	SH		OTR	1	0	31,400	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	4,347	4,394,000	PRN		SOLE		4,394,000	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	26,898	27,201,000	PRN		OTR	1	0	27,201,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	44	45,000	PRN		OTR	4	0	45,000	0
VISA INC	COM CL A	92826C839	77,684	588,779	SH		OTR	5 1	0	588,779	0
VISA INC	COM CL A	92826C839	13,710	103,911	SH		SOLE		103,911	0	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	711	39,500	SH		OTR	1	0	39,500	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	439	24,399	SH		SOLE		24,399	0	0
VISTRA ENERGY CORP	COM	92840M102	1,706	74,523	SH		OTR	2 1	0	74,523	0
VISTRA ENERGY CORP	COM	92840M102	108	4,729	SH		SOLE		4,729	0	0
VMWARE INC	CL A COM	928563402	1,304	9,509	SH		SOLE		9,509	0	0
VMWARE INC	CL A COM	928563402	7,828	57,085	SH		OTR	1	0	57,085	0
VONAGE HLDGS CORP	COM	92886T201	595	68,143	SH		SOLE		68,143	0	0
VONAGE HLDGS CORP	COM	92886T201	965	110,500	SH		OTR	1	0	110,500	0
VORNADO RLTY TR	SH BEN INT	929042109	1,600	25,792	SH		OTR	1	0	25,792	0
VORNADO RLTY TR	SH BEN INT	929042109	181	2,911	SH		SOLE		2,911	0	0
VULCAN MATLS CO	COM	929160109	1,943	19,666	SH		OTR	1	0	19,666	0
VULCAN MATLS CO	COM	929160109	220	2,222	SH		SOLE		2,222	0	0
W & T OFFSHORE INC	COM	92922P106	646	156,800	SH		OTR	1	0	156,800	0
W & T OFFSHORE INC	COM	92922P106	398	96,706	SH		SOLE		96,706	0	0
W R BERKLEY CORPORATION	COM	084423102	164	2,225	SH		SOLE		2,225	0	0
W R BERKLEY CORPORATION	COM	084423102	3,417	46,227	SH		OTR	1	0	46,227	0
WABASH NATL CORP	COM	929566107	433	33,100	SH		OTR	1	0	33,100	0
WABASH NATL CORP	COM	929566107	267	20,400	SH		SOLE		20,400	0	0
WABCO HLDGS INC	COM	92927K102	230	2,146	SH		OTR	1	0	2,146	0
WABCO HLDGS INC	COM	92927K102	19	181	SH		SOLE		181	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	15,182	222,190	SH		OTR	5 1	0	222,190	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	4,178	61,138	SH		SOLE		61,138	0	0
WALMART INC	COM	931142103	29,839	320,333	SH		OTR	5 1	0	320,333	0
WALMART INC	COM	931142103	9,796	105,162	SH		SOLE		105,162	0	0
WARRIOR MET COAL INC	COM	93627C101	1,017	42,200	SH		OTR	1	0	42,200	0
WARRIOR MET COAL INC	COM	93627C101	628	26,046	SH		SOLE		26,046	0	0
WASHINGTON PRIME GROUP NEW	COM	93964W108	146	30,000	SH		OTR	1	0	30,000	0
WASHINGTON PRIME GROUP NEW	COM	93964W108	90	18,500	SH		SOLE		18,500	0	0
WASTE MGMT INC DEL	COM	94106L109	15,437	173,470	SH		OTR	5 1	0	173,470	0
WASTE MGMT INC DEL	COM	94106L109	4,565	51,297	SH		SOLE		51,297	0	0
WATERS CORP	COM	941848103	3,569	18,918	SH		OTR	5 1	0	18,918	0
WATERS CORP	COM	941848103	502	2,663	SH		SOLE		2,663	0	0
WAYFAIR INC	NOTE 0.375% 9/0	94419LAB7	669	620,000	PRN		SOLE		620,000	0	0
WEATHERFORD INTL LTD	NOTE 5.875% 7/0	947075AH0	33,851	53,258,000	PRN		OTR	1	0	53,258,000	0
WEATHERFORD INTL LTD	NOTE 5.875% 7/0	947075AH0	61	98,000	PRN		OTR	4	0	98,000	0
WEATHERFORD INTL LTD	NOTE 5.875% 7/0	947075AH0	8,408	13,200,000	PRN		SOLE		13,200,000	0	0
WEC ENERGY GROUP INC	COM	92939U106	9,919	143,216	SH		OTR	5 1	0	143,216	0
WEC ENERGY GROUP INC	COM	92939U106	1,388	20,037	SH		SOLE		20,037	0	0
WEIS MKTS INC	COM	948849104	115	2,400	SH		SOLE		2,400	0	0
WEIS MKTS INC	COM	948849104	186	3,900	SH		OTR	1	0	3,900	0
WELLCARE HEALTH PLANS INC	COM	94946T106	1,567	6,637	SH		OTR	1	0	6,637	0
WELLCARE HEALTH PLANS INC	COM	94946T106	185	783	SH		SOLE		783	0	0
WELLS FARGO CO NEW	COM	949746101	40,951	888,697	SH		OTR	5 1	0	888,697	0
WELLS FARGO CO NEW	COM	949746101	10,443	226,627	SH		SOLE		226,627	0	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	29,095	23,054	SH		OTR	1	0	23,054	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	64	51	SH		OTR	4	0	51	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	14,734	11,674	SH		SOLE		11,674	0	0
WELLTOWER INC	COM	95040Q104	12,143	174,943	SH		OTR	5 1	0	174,943	0
WELLTOWER INC	COM	95040Q104	1,166	16,801	SH		SOLE		16,801	0	0
WENDYS CO	COM	95058W100	5,271	337,661	SH		OTR	1	0	337,661	0
WENDYS CO	COM	95058W100	147	9,388	SH		SOLE		9,388	0	0
WESBANCO INC	COM	950810101	778	21,200	SH		OTR	1	0	21,200	0
WESBANCO INC	COM	950810101	478	13,025	SH		SOLE		13,025	0	0
WESCO INTL INC	COM	95082P105	677	14,102	SH		OTR	1	0	14,102	0
WESCO INTL INC	COM	95082P105	42	879	SH		SOLE		879	0	0
WEST BANCORPORATION INC	CAP STK	95123P106	136	7,150	SH		OTR	1	0	7,150	0
WEST BANCORPORATION INC	CAP STK	95123P106	87	4,580	SH		SOLE		4,580	0	0
WESTERN ASSET HIGH INCM OPP	COM	95766K109	44	10,000	SH		SOLE		10,000	0	0
WESTERN DIGITAL CORP	COM	958102105	3,127	84,595	SH		OTR	1	0	84,595	0
WESTERN DIGITAL CORP	COM	958102105	366	9,901	SH		SOLE		9,901	0	0
WESTERN UN CO	COM	959802109	15,633	916,369	SH		OTR	5 1	0	916,369	0
WESTERN UN CO	COM	959802109	3,046	178,533	SH		SOLE		178,533	0	0
WESTLAKE CHEM CORP	COM	960413102	2,477	37,437	SH		OTR	1	0	37,437	0
WESTLAKE CHEM CORP	COM	960413102	1,457	22,022	SH		SOLE		22,022	0	0
WESTROCK CO	COM	96145D105	2,430	64,357	SH		OTR	1	0	64,357	0
WESTROCK CO	COM	96145D105	224	5,925	SH		SOLE		5,925	0	0
WEYERHAEUSER CO	COM	962166104	3,543	162,072	SH		OTR	1	0	162,072	0
WEYERHAEUSER CO	COM	962166104	343	15,707	SH		SOLE		15,707	0	0
WHIRLPOOL CORP	COM	963320106	916	8,575	SH		OTR	1	0	8,575	0
WHIRLPOOL CORP	COM	963320106	108	1,012	SH		SOLE		1,012	0	0
WHITING PETE CORP NEW	COM NEW	966387409	285	12,555	SH		SOLE		12,555	0	0
WHITING PETE CORP NEW	COM NEW	966387409	4,153	183,017	SH		OTR	1	0	183,017	0
WHITING PETE CORP NEW	NOTE 1.250% 4/0	966387AL6	1,896	2,000,000	PRN		OTR	1	0	2,000,000	0
WHITING PETE CORP NEW	NOTE 1.250% 4/0	966387AL6	2,564	2,705,000	PRN		SOLE		2,705,000	0	0
WILLIAMS COS INC DEL	COM	969457100	5,788	262,497	SH		OTR	1	0	262,497	0
WILLIAMS COS INC DEL	COM	969457100	510	23,121	SH		SOLE		23,121	0	0
WILLIAMS SONOMA INC	COM	969904101	11,834	234,576	SH		OTR	5 1	0	234,576	0
WILLIAMS SONOMA INC	COM	969904101	1,557	30,860	SH		SOLE		30,860	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	39,724	32,403,000	PRN		OTR	1	0	32,403,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	10,316	8,409,000	PRN		SOLE		8,409,000	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	98	80,000	PRN		OTR	4	0	80,000	0
WORKDAY INC	NOTE 1.500% 7/1	98138HAD3	1,673	845,000	PRN		SOLE		845,000	0	0
WORKIVA INC	COM CL A	98139A105	140	3,900	SH		OTR	1	0	3,900	0
WORKIVA INC	COM CL A	98139A105	86	2,400	SH		SOLE		2,400	0	0
WORLD WRESTLING ENTMT INC	CL A	98156Q108	411	5,500	SH		OTR	1	0	5,500	0
WORLD WRESTLING ENTMT INC	CL A	98156Q108	254	3,400	SH		SOLE		3,400	0	0
WORLDPAY INC	CL A	981558109	838	10,962	SH		OTR	1	0	10,962	0
WORLDPAY INC	CL A	981558109	8	101	SH		SOLE		101	0	0
WRIGHT MED GROUP INC	NOTE 2.000% 2/1	98235TAE7	84	80,000	PRN		OTR	4	0	80,000	0
WRIGHT MED GROUP INC	NOTE 2.000% 2/1	98235TAE7	2,077	1,962,000	PRN		SOLE		1,962,000	0	0
WRIGHT MED GROUP INC	NOTE 2.000% 2/1	98235TAE7	5,389	5,104,000	PRN		OTR	1	0	5,104,000	0
WYNN RESORTS LTD	COM	983134107	1,284	12,985	SH		OTR	1	0	12,985	0
WYNN RESORTS LTD	COM	983134107	152	1,532	SH		SOLE		1,532	0	0
XCEL ENERGY INC	COM	98389B100	11,872	240,967	SH		OTR	5 1	0	240,967	0
XCEL ENERGY INC	COM	98389B100	1,763	35,773	SH		SOLE		35,773	0	0
XENCOR INC	COM	98401F105	428	11,831	SH		OTR	1	0	11,831	0
XENCOR INC	COM	98401F105	271	7,506	SH		SOLE		7,506	0	0
XENIA HOTELS & RESORTS INC	COM	984017103	984	57,200	SH		OTR	1	0	57,200	0
XENIA HOTELS & RESORTS INC	COM	984017103	607	35,287	SH		SOLE		35,287	0	0
XEROX CORP	COM NEW	984121608	545	27,567	SH		OTR	1	0	27,567	0
XEROX CORP	COM NEW	984121608	64	3,246	SH		SOLE		3,246	0	0
XILINX INC	COM	983919101	427	5,018	SH		SOLE		5,018	0	0
XILINX INC	COM	983919101	4,603	54,041	SH		OTR	1	0	54,041	0
XPERI CORP	COM	98421B100	342	18,600	SH		OTR	1	0	18,600	0
XPERI CORP	COM	98421B100	209	11,375	SH		SOLE		11,375	0	0
XPO LOGISTICS INC	COM	983793100	18,899	331,335	SH		OTR	1	0	331,335	0
XPO LOGISTICS INC	COM	983793100	537	9,410	SH		SOLE		9,410	0	0
XYLEM INC	COM	98419M100	1,878	28,153	SH		OTR	1	0	28,153	0
XYLEM INC	COM	98419M100	219	3,289	SH		SOLE		3,289	0	0
YUM BRANDS INC	COM	988498101	451	4,911	SH		SOLE		4,911	0	0
YUM BRANDS INC	COM	988498101	5,063	55,078	SH		OTR	1	0	55,078	0
YUM CHINA HLDGS INC	COM	98850P109	876	26,125	SH		SOLE		26,125	0	0
YUM CHINA HLDGS INC	COM	98850P109	14,885	443,939	SH		OTR	1	0	443,939	0
ZAGG INC	COM	98884U108	825	84,400	SH		OTR	1	0	84,400	0
ZAGG INC	COM	98884U108	509	52,017	SH		SOLE		52,017	0	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	9,249	58,085	SH		OTR	5 1	0	58,085	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	679	4,267	SH		SOLE		4,267	0	0
ZENDESK INC	COM	98936J101	432	7,400	SH		OTR	1	0	7,400	0
ZENDESK INC	COM	98936J101	261	4,479	SH		SOLE		4,479	0	0
ZILLOW GROUP INC	NOTE 1.500% 7/0	98954MAC5	12,516	14,486,000	PRN		OTR	1	0	14,486,000	0
ZILLOW GROUP INC	NOTE 1.500% 7/0	98954MAC5	344	398,000	PRN		SOLE		398,000	0	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	59	61,000	PRN		OTR	4	0	61,000	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	4,490	4,621,000	PRN		OTR	1	0	4,621,000	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	1,680	1,720,000	PRN		SOLE		1,720,000	0	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	6,737	64,949	SH		OTR	5 1	0	64,949	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	721	6,955	SH		SOLE		6,955	0	0
ZIONS BANCORPORATION N A	COM	989701107	1,052	25,820	SH		OTR	1	0	25,820	0
ZIONS BANCORPORATION N A	COM	989701107	124	3,045	SH		SOLE		3,045	0	0
ZIX CORP	COM	98974P100	427	74,500	SH		OTR	1	0	74,500	0
ZIX CORP	COM	98974P100	262	45,768	SH		SOLE		45,768	0	0
ZOETIS INC	CL A	98978V103	684	8,002	SH		SOLE		8,002	0	0
ZOETIS INC	CL A	98978V103	5,631	65,829	SH		OTR	5 1	0	65,829	0