Mackay Shields 13F-HR/A Quarterly holdings report by institutional manager (amended)

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
Expires:	Oct 31, 2018
Estimated average burden
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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	1,127	5,426	SH		OTR	5	0	5,426	0
3M CO	COM	88579Y101	3,712	17,867	SH		SOLE		17,867	0	0
3M CO	COM	88579Y101	28,048	134,990	SH		OTR	1	0	134,990	0
ABBOTT LABS	COM	002824100	30,695	383,976	SH		OTR	1	0	383,976	0
ABBOTT LABS	COM	002824100	2,862	35,799	SH		OTR	5	0	35,799	0
ABBOTT LABS	COM	002824100	9,399	117,581	SH		SOLE		117,581	0	0
ABBVIE INC	COM	00287Y109	40,673	504,688	SH		OTR	1	0	504,688	0
ABBVIE INC	COM	00287Y109	3,732	46,313	SH		OTR	5	0	46,313	0
ABBVIE INC	COM	00287Y109	10,170	126,189	SH		SOLE		126,189	0	0
ABERCROMBIE & FITCH CO	CL A	002896207	238	8,666	SH		SOLE		8,666	0	0
ABERCROMBIE & FITCH CO	CL A	002896207	411	15,000	SH		OTR	1	0	15,000	0
ABIOMED INC	COM	003654100	720	2,520	SH		SOLE		2,520	0	0
ABIOMED INC	COM	003654100	4,931	17,267	SH		OTR	1	0	17,267	0
ABIOMED INC	COM	003654100	259	906	SH		OTR	5	0	906	0
ABM INDS INC	COM	000957100	1,105	30,400	SH		OTR	1	0	30,400	0
ABM INDS INC	COM	000957100	687	18,900	SH		SOLE		18,900	0	0
ACADIA PHARMACEUTICALS INC	COM	004225108	537	20,000	SH		OTR	1	0	20,000	0
ACADIA PHARMACEUTICALS INC	COM	004225108	309	11,505	SH		SOLE		11,505	0	0
ACCELERON PHARMA INC	COM	00434H108	475	10,202	SH		OTR	1	0	10,202	0
ACCELERON PHARMA INC	COM	00434H108	297	6,368	SH		SOLE		6,368	0	0
ACCURAY INC	COM	004397105	890	186,500	SH		OTR	1	0	186,500	0
ACCURAY INC	COM	004397105	545	114,182	SH		SOLE		114,182	0	0
ACI WORLDWIDE INC	COM	004498101	532	16,200	SH		OTR	1	0	16,200	0
ACI WORLDWIDE INC	COM	004498101	329	10,000	SH		SOLE		10,000	0	0
ACORDA THERAPEUTICS INC	COM	00484M106	158	11,899	SH		OTR	1	0	11,899	0
ACORDA THERAPEUTICS INC	COM	00484M106	113	8,530	SH		SOLE		8,530	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	5,177	113,706	SH		OTR	1	0	113,706	0
ACTIVISION BLIZZARD INC	COM	00507V109	486	10,685	SH		SOLE		10,685	0	0
ACUITY BRANDS INC	COM	00508Y102	4,962	41,347	SH		OTR	1	0	41,347	0
ACUITY BRANDS INC	COM	00508Y102	132	1,096	SH		OTR	5	0	1,096	0
ACUITY BRANDS INC	COM	00508Y102	591	4,928	SH		SOLE		4,928	0	0
ADOBE INC	COM	00724F101	39,490	148,187	SH		OTR	1	0	148,187	0
ADOBE INC	COM	00724F101	1,849	6,937	SH		OTR	5	0	6,937	0
ADOBE INC	COM	00724F101	4,931	18,502	SH		SOLE		18,502	0	0
ADT INC	COM	00090Q103	4,738	741,395	SH		OTR	1	0	741,395	0
ADT INC	COM	00090Q103	336	52,614	SH		SOLE		52,614	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	2,002	11,741	SH		OTR	5	0	11,741	0
ADVANCE AUTO PARTS INC	COM	00751Y106	5,466	32,053	SH		SOLE		32,053	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	19,620	115,055	SH		OTR	1	0	115,055	0
ADVANCED ENERGY INDS	COM	007973100	253	5,100	SH		OTR	1	0	5,100	0
ADVANCED ENERGY INDS	COM	007973100	164	3,300	SH		SOLE		3,300	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	3,759	147,282	SH		OTR	1	0	147,282	0
ADVANCED MICRO DEVICES INC	COM	007903107	365	14,310	SH		SOLE		14,310	0	0
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	2,704	827,000	PRN		SOLE		827,000	0	0
ADVANSIX INC	COM	00773T101	823	28,800	SH		OTR	1	0	28,800	0
ADVANSIX INC	COM	00773T101	506	17,700	SH		SOLE		17,700	0	0
AECOM	COM	00766T100	1,163	39,203	SH		OTR	1	0	39,203	0
AECOM	COM	00766T100	36	1,226	SH		SOLE		1,226	0	0
AEROJET ROCKETDYNE HLDGS INC	COM	007800105	1,247	35,100	SH		OTR	1	0	35,100	0
AEROJET ROCKETDYNE HLDGS INC	COM	007800105	768	21,627	SH		SOLE		21,627	0	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	3,070	2,069,000	PRN		OTR	1	0	2,069,000	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	46	31,000	PRN		OTR	4	0	31,000	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	22,755	15,303,000	PRN		SOLE		15,303,000	0	0
AES CORP	COM	00130H105	15,253	843,648	SH		OTR	1	0	843,648	0
AES CORP	COM	00130H105	1,934	106,975	SH		OTR	5	0	106,975	0
AES CORP	COM	00130H105	4,599	254,382	SH		SOLE		254,382	0	0
AFFILIATED MANAGERS GROUP IN	COM	008252108	69	641	SH		SOLE		641	0	0
AFFILIATED MANAGERS GROUP IN	COM	008252108	767	7,162	SH		OTR	1	0	7,162	0
AFLAC INC	COM	001055102	5,549	110,981	SH		SOLE		110,981	0	0
AFLAC INC	COM	001055102	12,284	245,684	SH		OTR	1	0	245,684	0
AFLAC INC	COM	001055102	2,202	44,033	SH		OTR	5	0	44,033	0
AGCO CORP	COM	001084102	15,335	220,496	SH		OTR	1	0	220,496	0
AGCO CORP	COM	001084102	1,761	25,320	SH		OTR	5	0	25,320	0
AGCO CORP	COM	001084102	4,288	61,655	SH		SOLE		61,655	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	14,668	182,477	SH		OTR	1	0	182,477	0
AGILENT TECHNOLOGIES INC	COM	00846U101	1,292	16,077	SH		OTR	5	0	16,077	0
AGILENT TECHNOLOGIES INC	COM	00846U101	3,762	46,805	SH		SOLE		46,805	0	0
AIMMUNE THERAPEUTICS INC	COM	00900T107	275	12,300	SH		OTR	1	0	12,300	0
AIMMUNE THERAPEUTICS INC	COM	00900T107	176	7,879	SH		SOLE		7,879	0	0
AIR PRODS & CHEMS INC	COM	009158106	9,215	48,256	SH		OTR	1	0	48,256	0
AIR PRODS & CHEMS INC	COM	009158106	1,080	5,656	SH		SOLE		5,656	0	0
AIR PRODS & CHEMS INC	COM	009158106	335	1,754	SH		OTR	5	0	1,754	0
AIR TRANSPORT SERVICES GRP I	NOTE 1.125%10/1	00922RAB1	309	308,000	PRN		SOLE		308,000	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	17,017	237,305	SH		OTR	1	0	237,305	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	1,896	26,442	SH		OTR	5	0	26,442	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	5,165	72,028	SH		SOLE		72,028	0	0
AKORN INC	COM	009728106	51	14,500	SH		OTR	1	0	14,500	0
AKORN INC	COM	009728106	32	9,049	SH		SOLE		9,049	0	0
ALARM COM HLDGS INC	COM	011642105	279	4,300	SH		OTR	1	0	4,300	0
ALARM COM HLDGS INC	COM	011642105	175	2,700	SH		SOLE		2,700	0	0
ALASKA AIR GROUP INC	COM	011659109	376	6,697	SH		OTR	5	0	6,697	0
ALASKA AIR GROUP INC	COM	011659109	854	15,219	SH		SOLE		15,219	0	0
ALASKA AIR GROUP INC	COM	011659109	3,993	71,144	SH		OTR	1	0	71,144	0
ALBEMARLE CORP	COM	012653101	107	1,304	SH		SOLE		1,304	0	0
ALBEMARLE CORP	COM	012653101	1,191	14,532	SH		OTR	1	0	14,532	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	2,405	16,870	SH		OTR	1	0	16,870	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	216	1,518	SH		SOLE		1,518	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	6,212	45,951	SH		OTR	1	0	45,951	0
ALEXION PHARMACEUTICALS INC	COM	015351109	428	3,167	SH		SOLE		3,167	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	14,637	80,225	SH		OTR	1	0	80,225	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	1,076	5,900	SH		SOLE		5,900	0	0
ALIGN TECHNOLOGY INC	COM	016255101	250	878	SH		SOLE		878	0	0
ALIGN TECHNOLOGY INC	COM	016255101	2,786	9,797	SH		OTR	1	0	9,797	0
ALLEGHANY CORP DEL	COM	017175100	420	686	SH		SOLE		686	0	0
ALLEGHANY CORP DEL	COM	017175100	157	257	SH		OTR	5	0	257	0
ALLEGHANY CORP DEL	COM	017175100	3,143	5,133	SH		OTR	1	0	5,133	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	630	330,000	PRN		SOLE		330,000	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	1,780	10,170	SH		OTR	1	0	10,170	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	244	1,394	SH		OTR	5	0	1,394	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	408	2,331	SH		SOLE		2,331	0	0
ALLIANT ENERGY CORP	COM	018802108	1,497	31,760	SH		OTR	1	0	31,760	0
ALLIANT ENERGY CORP	COM	018802108	134	2,848	SH		SOLE		2,848	0	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	719	20,900	SH		OTR	1	0	20,900	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	438	12,749	SH		SOLE		12,749	0	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	439	9,763	SH		SOLE		9,763	0	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	8,552	190,374	SH		OTR	1	0	190,374	0
ALLSTATE CORP	COM	020002101	3,702	39,310	SH		SOLE		39,310	0	0
ALLSTATE CORP	COM	020002101	8,920	94,716	SH		OTR	1	0	94,716	0
ALLSTATE CORP	COM	020002101	1,159	12,307	SH		OTR	5	0	12,307	0
ALPHABET INC	CAP STK CL A	02079K305	112,292	95,414	SH		OTR	1	0	95,414	0
ALPHABET INC	CAP STK CL A	02079K305	7,484	6,359	SH		OTR	5	0	6,359	0
ALPHABET INC	CAP STK CL A	02079K305	22,722	19,307	SH		SOLE		19,307	0	0
ALPHABET INC	CAP STK CL C	02079K107	114,203	97,334	SH		OTR	1	0	97,334	0
ALPHABET INC	CAP STK CL C	02079K107	7,709	6,570	SH		OTR	5	0	6,570	0
ALPHABET INC	CAP STK CL C	02079K107	23,457	19,992	SH		SOLE		19,992	0	0
ALTERYX INC	COM CL A	02156B103	730	8,700	SH		SOLE		8,700	0	0
ALTERYX INC	COM CL A	02156B103	1,183	14,100	SH		OTR	1	0	14,100	0
ALTRIA GROUP INC	COM	02209S103	2,186	38,062	SH		SOLE		38,062	0	0
ALTRIA GROUP INC	COM	02209S103	1,665	28,992	SH		OTR	5	0	28,992	0
ALTRIA GROUP INC	COM	02209S103	25,045	436,089	SH		OTR	1	0	436,089	0
ALZA CORP	SDCV 7/2	02261WAB5	23,018	11,955,000	PRN		SOLE		11,955,000	0	0
AMAZON COM INC	COM	023135106	221,025	124,119	SH		OTR	1	0	124,119	0
AMAZON COM INC	COM	023135106	14,786	8,303	SH		OTR	5	0	8,303	0
AMAZON COM INC	COM	023135106	43,570	24,467	SH		SOLE		24,467	0	0
AMC ENTMT HLDGS INC	CL A COM	00165C104	952	64,100	SH		OTR	1	0	64,100	0
AMC ENTMT HLDGS INC	CL A COM	00165C104	604	40,663	SH		SOLE		40,663	0	0
AMC NETWORKS INC	CL A	00164V103	6,861	120,885	SH		OTR	1	0	120,885	0
AMC NETWORKS INC	CL A	00164V103	320	5,641	SH		SOLE		5,641	0	0
AMEDISYS INC	COM	023436108	1,294	10,500	SH		OTR	1	0	10,500	0
AMEDISYS INC	COM	023436108	801	6,500	SH		SOLE		6,500	0	0
AMEREN CORP	COM	023608102	1,180	16,047	SH		OTR	5	0	16,047	0
AMEREN CORP	COM	023608102	2,170	29,509	SH		SOLE		29,509	0	0
AMEREN CORP	COM	023608102	10,821	147,121	SH		OTR	1	0	147,121	0
AMERICAN AIRLS GROUP INC	COM	02376R102	1,745	54,942	SH		OTR	1	0	54,942	0
AMERICAN AIRLS GROUP INC	COM	02376R102	156	4,926	SH		SOLE		4,926	0	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	2,282	47,971	SH		OTR	1	0	47,971	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	172	3,609	SH		SOLE		3,609	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	2,217	26,476	SH		SOLE		26,476	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	10,144	121,119	SH		OTR	1	0	121,119	0
AMERICAN ELEC PWR CO INC	COM	025537101	1,029	12,291	SH		OTR	5	0	12,291	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	676	25,037	SH		SOLE		25,037	0	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	1,086	40,200	SH		OTR	1	0	40,200	0
AMERICAN EXPRESS CO	COM	025816109	15,439	141,256	SH		OTR	1	0	141,256	0
AMERICAN EXPRESS CO	COM	025816109	801	7,327	SH		OTR	5	0	7,327	0
AMERICAN EXPRESS CO	COM	025816109	2,273	20,792	SH		SOLE		20,792	0	0
AMERICAN FINL GROUP INC OHIO	COM	025932104	1,657	17,224	SH		OTR	1	0	17,224	0
AMERICAN FINL GROUP INC OHIO	COM	025932104	169	1,758	SH		SOLE		1,758	0	0
AMERICAN HOMES 4 RENT	CL A	02665T306	1,344	59,159	SH		OTR	1	0	59,159	0
AMERICAN HOMES 4 RENT	CL A	02665T306	72	3,162	SH		SOLE		3,162	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	187	4,337	SH		OTR	5	0	4,337	0
AMERICAN INTL GROUP INC	COM NEW	026874784	905	21,027	SH		SOLE		21,027	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	7,752	180,028	SH		OTR	1	0	180,028	0
AMERICAN NATL INS CO	COM	028591105	1,163	9,629	SH		OTR	1	0	9,629	0
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	786	26,100	SH		OTR	1	0	26,100	0
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	485	16,105	SH		SOLE		16,105	0	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	20,493	20,505,000	PRN		SOLE		20,505,000	0	0
AMERICAN STS WTR CO	COM	029899101	1,248	17,500	SH		OTR	1	0	17,500	0
AMERICAN STS WTR CO	COM	029899101	755	10,584	SH		SOLE		10,584	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	25,995	131,915	SH		OTR	1	0	131,915	0
AMERICAN TOWER CORP NEW	COM	03027X100	2,447	12,417	SH		OTR	5	0	12,417	0
AMERICAN TOWER CORP NEW	COM	03027X100	7,587	38,499	SH		SOLE		38,499	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	332	3,189	SH		SOLE		3,189	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	3,736	35,835	SH		OTR	1	0	35,835	0
AMERICOLD RLTY TR	COM	03064D108	839	27,500	SH		SOLE		27,500	0	0
AMERICOLD RLTY TR	COM	03064D108	1,333	43,700	SH		OTR	1	0	43,700	0
AMERIPRISE FINL INC	COM	03076C106	14,694	114,704	SH		OTR	1	0	114,704	0
AMERIPRISE FINL INC	COM	03076C106	1,786	13,942	SH		OTR	5	0	13,942	0
AMERIPRISE FINL INC	COM	03076C106	3,637	28,390	SH		SOLE		28,390	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	7,653	96,234	SH		OTR	1	0	96,234	0
AMERISOURCEBERGEN CORP	COM	03073E105	848	10,665	SH		OTR	5	0	10,665	0
AMERISOURCEBERGEN CORP	COM	03073E105	1,912	24,042	SH		SOLE		24,042	0	0
AMETEK INC NEW	COM	031100100	3,092	37,262	SH		OTR	1	0	37,262	0
AMETEK INC NEW	COM	031100100	304	3,658	SH		SOLE		3,658	0	0
AMGEN INC	COM	031162100	43,960	231,389	SH		OTR	1	0	231,389	0
AMGEN INC	COM	031162100	3,359	17,680	SH		OTR	5	0	17,680	0
AMGEN INC	COM	031162100	9,711	51,117	SH		SOLE		51,117	0	0
AMICUS THERAPEUTICS INC	COM	03152W109	628	46,140	SH		OTR	1	0	46,140	0
AMICUS THERAPEUTICS INC	COM	03152W109	391	28,765	SH		SOLE		28,765	0	0
AMKOR TECHNOLOGY INC	COM	031652100	123	14,400	SH		OTR	1	0	14,400	0
AMKOR TECHNOLOGY INC	COM	031652100	74	8,701	SH		SOLE		8,701	0	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	819	40,100	SH		OTR	1	0	40,100	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	505	24,742	SH		SOLE		24,742	0	0
AMPHENOL CORP NEW	CL A	032095101	4,264	45,147	SH		OTR	1	0	45,147	0
AMPHENOL CORP NEW	CL A	032095101	402	4,254	SH		SOLE		4,254	0	0
ANADARKO PETE CORP	COM	032511107	291	6,399	SH		SOLE		6,399	0	0
ANADARKO PETE CORP	COM	032511107	4,790	105,321	SH		OTR	1	0	105,321	0
ANALOG DEVICES INC	COM	032654105	8,978	85,285	SH		OTR	1	0	85,285	0
ANALOG DEVICES INC	COM	032654105	748	7,101	SH		SOLE		7,101	0	0
ANAPTYSBIO INC	COM	032724106	394	5,400	SH		OTR	1	0	5,400	0
ANAPTYSBIO INC	COM	032724106	248	3,396	SH		SOLE		3,396	0	0
ANGIODYNAMICS INC	COM	03475V101	544	23,800	SH		OTR	1	0	23,800	0
ANGIODYNAMICS INC	COM	03475V101	344	15,068	SH		SOLE		15,068	0	0
ANI PHARMACEUTICALS INC	COM	00182C103	226	3,200	SH		OTR	1	0	3,200	0
ANI PHARMACEUTICALS INC	COM	00182C103	128	1,813	SH		SOLE		1,813	0	0
ANIXTER INTL INC	COM	035290105	236	4,200	SH		OTR	1	0	4,200	0
ANIXTER INTL INC	COM	035290105	141	2,510	SH		SOLE		2,510	0	0
ANSYS INC	COM	03662Q105	2,369	12,968	SH		OTR	1	0	12,968	0
ANSYS INC	COM	03662Q105	221	1,207	SH		SOLE		1,207	0	0
ANTHEM INC	COM	036752103	1,801	6,277	SH		OTR	5	0	6,277	0
ANTHEM INC	COM	036752103	5,907	20,582	SH		SOLE		20,582	0	0
ANTHEM INC	COM	036752103	17,278	60,208	SH		OTR	1	0	60,208	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	8,127	2,048,000	PRN		OTR	1	0	2,048,000	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	119	30,000	PRN		OTR	4	0	30,000	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	71,554	18,009,000	PRN		SOLE		18,009,000	0	0
APACHE CORP	COM	037411105	3,953	114,039	SH		OTR	1	0	114,039	0
APACHE CORP	COM	037411105	236	6,816	SH		OTR	5	0	6,816	0
APACHE CORP	COM	037411105	436	12,590	SH		SOLE		12,590	0	0
APARTMENT INVT & MGMT CO	CL A	03748R754	400	7,958	SH		SOLE		7,958	0	0
APARTMENT INVT & MGMT CO	CL A	03748R754	263	5,233	SH		OTR	5	0	5,233	0
APARTMENT INVT & MGMT CO	CL A	03748R754	3,332	66,261	SH		OTR	1	0	66,261	0
APPFOLIO INC	COM CL A	03783C100	103	1,300	SH		SOLE		1,300	0	0
APPFOLIO INC	COM CL A	03783C100	167	2,100	SH		OTR	1	0	2,100	0
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	2,064	126,622	SH		OTR	1	0	126,622	0
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	62	3,786	SH		SOLE		3,786	0	0
APPLE INC	COM	037833100	261,401	1,376,156	SH		OTR	1	0	1,376,156	0
APPLE INC	COM	037833100	16,226	85,424	SH		OTR	5	0	85,424	0
APPLE INC	COM	037833100	46,680	245,750	SH		SOLE		245,750	0	0
APPLIED MATLS INC	COM	038222105	14,387	362,748	SH		OTR	1	0	362,748	0
APPLIED MATLS INC	COM	038222105	1,159	29,216	SH		OTR	5	0	29,216	0
APPLIED MATLS INC	COM	038222105	2,374	59,850	SH		SOLE		59,850	0	0
AQUESTIVE THERAPEUTICS INC	COM	03843E104	71	10,300	SH		OTR	1	0	10,300	0
AQUESTIVE THERAPEUTICS INC	COM	03843E104	44	6,300	SH		SOLE		6,300	0	0
ARAMARK	COM	03852U106	707	23,929	SH		SOLE		23,929	0	0
ARAMARK	COM	03852U106	6,610	223,677	SH		OTR	1	0	223,677	0
ARATANA THERAPEUTICS INC	COM	03874P101	253	70,300	SH		OTR	1	0	70,300	0
ARATANA THERAPEUTICS INC	COM	03874P101	151	42,000	SH		SOLE		42,000	0	0
ARBOR RLTY TR INC	COM	038923108	834	64,315	SH		OTR	1	0	64,315	0
ARBOR RLTY TR INC	COM	038923108	513	39,519	SH		SOLE		39,519	0	0
ARCBEST CORP	COM	03937C105	779	25,300	SH		OTR	1	0	25,300	0
ARCBEST CORP	COM	03937C105	486	15,793	SH		SOLE		15,793	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	4,041	93,698	SH		OTR	1	0	93,698	0
ARCHER DANIELS MIDLAND CO	COM	039483102	316	7,328	SH		SOLE		7,328	0	0
ARCONIC INC	COM	03965L100	1,101	57,621	SH		OTR	1	0	57,621	0
ARCONIC INC	COM	03965L100	99	5,165	SH		SOLE		5,165	0	0
ARCOSA INC	COM	039653100	3,151	103,138	SH		OTR	1	0	103,138	0
ARCOSA INC	COM	039653100	375	12,259	SH		SOLE		12,259	0	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	479	10,683	SH		OTR	1	0	10,683	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	292	6,508	SH		SOLE		6,508	0	0
ARES CAP CORP	NOTE 3.750% 2/0	04010LAT0	549	549,000	PRN		SOLE		549,000	0	0
ARISTA NETWORKS INC	COM	040413106	6,842	21,759	SH		OTR	1	0	21,759	0
ARISTA NETWORKS INC	COM	040413106	329	1,047	SH		OTR	5	0	1,047	0
ARISTA NETWORKS INC	COM	040413106	952	3,027	SH		SOLE		3,027	0	0
ARMSTRONG FLOORING INC	COM	04238R106	539	39,658	SH		SOLE		39,658	0	0
ARMSTRONG FLOORING INC	COM	04238R106	896	65,900	SH		OTR	1	0	65,900	0
ARRAY BIOPHARMA INC	COM	04269X105	930	38,135	SH		OTR	1	0	38,135	0
ARRAY BIOPHARMA INC	COM	04269X105	578	23,722	SH		SOLE		23,722	0	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	374	20,400	SH		OTR	1	0	20,400	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	231	12,600	SH		SOLE		12,600	0	0
ASCENA RETAIL GROUP INC	COM	04351G101	248	229,800	SH		OTR	1	0	229,800	0
ASCENA RETAIL GROUP INC	COM	04351G101	151	139,524	SH		SOLE		139,524	0	0
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	798	167,900	SH		OTR	1	0	167,900	0
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	492	103,552	SH		SOLE		103,552	0	0
ASSERTIO THERAPEUTICS INC	COM	04545L107	156	30,700	SH		OTR	1	0	30,700	0
ASSERTIO THERAPEUTICS INC	COM	04545L107	96	19,000	SH		SOLE		19,000	0	0
ASSURANT INC	COM	04621X108	249	2,621	SH		OTR	5	0	2,621	0
ASSURANT INC	COM	04621X108	573	6,037	SH		SOLE		6,037	0	0
ASSURANT INC	COM	04621X108	3,123	32,907	SH		OTR	1	0	32,907	0
AT&T INC	COM	00206R102	43,436	1,385,094	SH		OTR	1	0	1,385,094	0
AT&T INC	COM	00206R102	3,273	104,353	SH		OTR	5	0	104,353	0
AT&T INC	COM	00206R102	11,259	359,032	SH		SOLE		359,032	0	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	386	9,700	SH		OTR	1	0	9,700	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	250	6,292	SH		SOLE		6,292	0	0
ATKORE INTL GROUP INC	COM	047649108	928	43,100	SH		OTR	1	0	43,100	0
ATKORE INTL GROUP INC	COM	047649108	587	27,254	SH		SOLE		27,254	0	0
ATLANTIC PWR CORP	COM NEW	04878Q863	441	175,100	SH		OTR	1	0	175,100	0
ATLANTIC PWR CORP	COM NEW	04878Q863	274	108,900	SH		SOLE		108,900	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	74	71,000	PRN		OTR	4	0	71,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	37,742	35,842,000	PRN		SOLE		35,842,000	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	5,027	4,797,000	PRN		OTR	1	0	4,797,000	0
ATMOS ENERGY CORP	COM	049560105	156	1,515	SH		SOLE		1,515	0	0
ATMOS ENERGY CORP	COM	049560105	1,847	17,945	SH		OTR	1	0	17,945	0
ATN INTL INC	COM	00215F107	851	15,100	SH		OTR	1	0	15,100	0
ATN INTL INC	COM	00215F107	517	9,162	SH		SOLE		9,162	0	0
AUDENTES THERAPEUTICS INC	COM	05070R104	398	10,200	SH		OTR	1	0	10,200	0
AUDENTES THERAPEUTICS INC	COM	05070R104	224	5,753	SH		SOLE		5,753	0	0
AUTODESK INC	COM	052769106	5,601	35,945	SH		OTR	1	0	35,945	0
AUTODESK INC	COM	052769106	548	3,517	SH		SOLE		3,517	0	0
AUTOHOME INC	SP ADR RP CL A	05278C107	2,102	20,000	SH		SOLE		20,000	0	0
AUTOHOME INC	SP ADR RP CL A	05278C107	1,335	12,700	SH		OTR	1	0	12,700	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	5,181	32,433	SH		SOLE		32,433	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	1,362	8,525	SH		OTR	5	0	8,525	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	25,149	157,439	SH		OTR	1	0	157,439	0
AUTOZONE INC	COM	053332102	21,915	21,399	SH		OTR	1	0	21,399	0
AUTOZONE INC	COM	053332102	1,862	1,818	SH		OTR	5	0	1,818	0
AUTOZONE INC	COM	053332102	5,552	5,421	SH		SOLE		5,421	0	0
AVALONBAY CMNTYS INC	COM	053484101	9,831	48,974	SH		OTR	1	0	48,974	0
AVALONBAY CMNTYS INC	COM	053484101	265	1,318	SH		OTR	5	0	1,318	0
AVALONBAY CMNTYS INC	COM	053484101	1,045	5,207	SH		SOLE		5,207	0	0
AVANGRID INC	COM	05351W103	1,838	36,511	SH		OTR	1	0	36,511	0
AVANGRID INC	COM	05351W103	131	2,600	SH		SOLE		2,600	0	0
AVAYA HLDGS CORP	COM	05351X101	1,040	61,800	SH		OTR	1	0	61,800	0
AVAYA HLDGS CORP	COM	05351X101	642	38,140	SH		SOLE		38,140	0	0
AVERY DENNISON CORP	COM	053611109	129	1,139	SH		SOLE		1,139	0	0
AVERY DENNISON CORP	COM	053611109	1,410	12,476	SH		OTR	1	0	12,476	0
AVID TECHNOLOGY INC	COM	05367P100	154	20,700	SH		OTR	1	0	20,700	0
AVID TECHNOLOGY INC	COM	05367P100	86	11,600	SH		SOLE		11,600	0	0
AVNET INC	COM	053807103	800	18,444	SH		OTR	1	0	18,444	0
AVNET INC	COM	053807103	95	2,197	SH		SOLE		2,197	0	0
AVX CORP NEW	COM	002444107	113	6,500	SH		OTR	1	0	6,500	0
AVX CORP NEW	COM	002444107	71	4,100	SH		SOLE		4,100	0	0
AXA EQUITABLE HLDGS INC	COM	054561105	1,365	67,800	SH		SOLE		67,800	0	0
AZZ INC	COM	002474104	336	8,200	SH		SOLE		8,200	0	0
AZZ INC	COM	002474104	553	13,500	SH		OTR	1	0	13,500	0
BAIDU INC	SPON ADR REP A	056752108	2,048	12,423	SH		OTR	1	0	12,423	0
BAKER HUGHES A GE CO	CL A	05722G100	169	6,106	SH		SOLE		6,106	0	0
BAKER HUGHES A GE CO	CL A	05722G100	5,238	188,982	SH		OTR	1	0	188,982	0
BALL CORP	COM	058498106	15,401	266,169	SH		OTR	1	0	266,169	0
BALL CORP	COM	058498106	2,012	34,781	SH		OTR	5	0	34,781	0
BALL CORP	COM	058498106	3,955	68,358	SH		SOLE		68,358	0	0
BANCORP INC DEL	COM	05969A105	839	103,800	SH		OTR	1	0	103,800	0
BANCORP INC DEL	COM	05969A105	525	64,951	SH		SOLE		64,951	0	0
BANK AMER CORP	7.25%CNV PFD L	060505682	8,440	6,483	SH		OTR	1	0	6,483	0
BANK AMER CORP	7.25%CNV PFD L	060505682	41,222	31,549	SH		SOLE		31,549	0	0
BANK AMER CORP	7.25%CNV PFD L	060505682	130	100	SH		OTR	4	0	100	0
BANK AMER CORP	COM	060505104	6,338	229,736	SH		OTR	5	0	229,736	0
BANK AMER CORP	COM	060505104	75,319	2,729,914	SH		OTR	1	0	2,729,914	0
BANK AMER CORP	COM	060505104	17,853	647,076	SH		SOLE		647,076	0	0
BANK COMM HLDGS	COM	06424J103	123	11,700	SH		OTR	1	0	11,700	0
BANK COMM HLDGS	COM	06424J103	72	6,831	SH		SOLE		6,831	0	0
BANK NEW YORK MELLON CORP	COM	064058100	10,161	201,478	SH		OTR	1	0	201,478	0
BANK NEW YORK MELLON CORP	COM	064058100	631	12,519	SH		OTR	5	0	12,519	0
BANK NEW YORK MELLON CORP	COM	064058100	1,664	32,989	SH		SOLE		32,989	0	0
BANK OZK	COM	06417N103	6,622	228,510	SH		OTR	1	0	228,510	0
BANK OZK	COM	06417N103	1,510	52,122	SH		SOLE		52,122	0	0
BARNES & NOBLE ED INC	COM	06777U101	170	40,488	SH		SOLE		40,488	0	0
BARNES & NOBLE ED INC	COM	06777U101	272	64,700	SH		OTR	1	0	64,700	0
BARNES & NOBLE INC	COM	067774109	382	70,300	SH		SOLE		70,300	0	0
BARNES & NOBLE INC	COM	067774109	625	115,100	SH		OTR	1	0	115,100	0
BARRETT BUSINESS SERVICES IN	COM	068463108	943	12,200	SH		OTR	1	0	12,200	0
BARRETT BUSINESS SERVICES IN	COM	068463108	575	7,434	SH		SOLE		7,434	0	0
BASIC ENERGY SVCS INC NEW	COM NEW	06985P209	32	8,300	SH		OTR	1	0	8,300	0
BASIC ENERGY SVCS INC NEW	COM NEW	06985P209	20	5,300	SH		SOLE		5,300	0	0
BAXTER INTL INC	COM	071813109	11,196	137,695	SH		OTR	1	0	137,695	0
BAXTER INTL INC	COM	071813109	488	5,996	SH		OTR	5	0	5,996	0
BAXTER INTL INC	COM	071813109	1,521	18,712	SH		SOLE		18,712	0	0
BB&T CORP	COM	054937107	452	9,705	SH		SOLE		9,705	0	0
BB&T CORP	COM	054937107	6,316	135,749	SH		OTR	1	0	135,749	0
BCB BANCORP INC	COM	055298103	194	14,500	SH		OTR	1	0	14,500	0
BCB BANCORP INC	COM	055298103	114	8,505	SH		SOLE		8,505	0	0
BECTON DICKINSON & CO	COM	075887109	12,277	49,162	SH		OTR	1	0	49,162	0
BECTON DICKINSON & CO	COM	075887109	127	507	SH		OTR	5	0	507	0
BECTON DICKINSON & CO	COM	075887109	1,186	4,749	SH		SOLE		4,749	0	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	5,967	96,537	SH		OTR	1	0	96,537	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	89	1,444	SH		OTR	4	0	1,444	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	36,738	590,398	SH		SOLE		590,398	0	0
BELDEN INC	COM	077454106	301	5,600	SH		OTR	1	0	5,600	0
BELDEN INC	COM	077454106	183	3,400	SH		SOLE		3,400	0	0
BENCHMARK ELECTRS INC	COM	08160H101	108	4,100	SH		SOLE		4,100	0	0
BENCHMARK ELECTRS INC	COM	08160H101	173	6,600	SH		OTR	1	0	6,600	0
BENEFITFOCUS INC	COM	08180D106	158	3,200	SH		OTR	1	0	3,200	0
BENEFITFOCUS INC	COM	08180D106	94	1,900	SH		SOLE		1,900	0	0
BERKLEY W R CORP	COM	084423102	2,147	25,346	SH		OTR	1	0	25,346	0
BERKLEY W R CORP	COM	084423102	108	1,269	SH		SOLE		1,269	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	79,479	395,632	SH		OTR	1	0	395,632	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	7,190	35,789	SH		OTR	5	0	35,789	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	21,052	104,792	SH		SOLE		104,792	0	0
BERKSHIRE HILLS BANCORP INC	COM	084680107	471	17,300	SH		OTR	1	0	17,300	0
BERKSHIRE HILLS BANCORP INC	COM	084680107	286	10,515	SH		SOLE		10,515	0	0
BERRY GLOBAL GROUP INC	COM	08579W103	443	8,215	SH		SOLE		8,215	0	0
BERRY GLOBAL GROUP INC	COM	08579W103	9,782	181,578	SH		OTR	1	0	181,578	0
BEST BUY INC	COM	086516101	4,301	60,520	SH		SOLE		60,520	0	0
BEST BUY INC	COM	086516101	16,712	235,185	SH		OTR	1	0	235,185	0
BEST BUY INC	COM	086516101	1,125	15,827	SH		OTR	5	0	15,827	0
BG STAFFING INC	COM	05544A109	548	25,100	SH		OTR	1	0	25,100	0
BG STAFFING INC	COM	05544A109	338	15,466	SH		SOLE		15,466	0	0
BIOGEN INC	COM	09062X103	18,558	78,511	SH		OTR	1	0	78,511	0
BIOGEN INC	COM	09062X103	1,405	5,944	SH		OTR	5	0	5,944	0
BIOGEN INC	COM	09062X103	4,424	18,714	SH		SOLE		18,714	0	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	2,627	29,577	SH		OTR	1	0	29,577	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	315	3,545	SH		SOLE		3,545	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	90	88,000	PRN		OTR	4	0	88,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	49,717	48,475,000	PRN		SOLE		48,475,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	5,999	5,863,000	PRN		OTR	1	0	5,863,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.500%10/1	09061GAF8	1,694	1,487,000	PRN		SOLE		1,487,000	0	0
BJS RESTAURANTS INC	COM	09180C106	567	12,000	SH		OTR	1	0	12,000	0
BJS RESTAURANTS INC	COM	09180C106	351	7,432	SH		SOLE		7,432	0	0
BLACKBAUD INC	COM	09227Q100	550	6,900	SH		OTR	1	0	6,900	0
BLACKBAUD INC	COM	09227Q100	335	4,200	SH		SOLE		4,200	0	0
BLACKROCK CORPOR HI YLD FD I	COM	09255P107	185	18,000	SH		SOLE		18,000	0	0
BLACKROCK FLA MUN 2020 TERM	COM SHS	09250M109	499	34,857	SH		OTR	1	0	34,857	0
BLACKROCK FLA MUN 2020 TERM	COM SHS	09250M109	2,683	187,485	SH		SOLE		187,485	0	0
BLACKROCK INC	COM	09247X101	81	190	SH		OTR	5	0	190	0
BLACKROCK INC	COM	09247X101	850	1,989	SH		SOLE		1,989	0	0
BLACKROCK INC	COM	09247X101	9,533	22,307	SH		OTR	1	0	22,307	0
BLACKROCK INVT QUALITY MUN T	COM	09247D105	506	35,776	SH		SOLE		35,776	0	0
BLACKROCK INVT QUALITY MUN T	COM	09247D105	572	40,431	SH		OTR	1	0	40,431	0
BLACKROCK LONG-TERM MUNI ADV	COM	09250B103	1,001	81,807	SH		SOLE		81,807	0	0
BLACKROCK MUN 2030 TAR TERM	COM SHS BEN IN	09257P105	3,730	167,704	SH		SOLE		167,704	0	0
BLACKROCK MUNI INCOME INV QL	COM	09250G102	252	18,120	SH		OTR	1	0	18,120	0
BLACKROCK MUNI INCOME INV QL	COM	09250G102	184	13,231	SH		SOLE		13,231	0	0
BLACKROCK MUNI INTER DR FD I	COM	09253X102	11,016	800,000	SH		SOLE		800,000	0	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	757	70,702	SH		OTR	1	0	70,702	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	460	42,998	SH		SOLE		42,998	0	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	2,276	166,407	SH		SOLE		166,407	0	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	910	70,458	SH		OTR	1	0	70,458	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	682	52,852	SH		SOLE		52,852	0	0
BLACKROCK MUNIYIELD N J FD I	COM	09254Y109	447	31,029	SH		SOLE		31,029	0	0
BLACKROCK MUNIYIELD NY QLTY	COM	09255E102	123	10,000	SH		SOLE		10,000	0	0
BLACKROCK MUNIYLD INVST QLTY	COM	09254T100	476	36,189	SH		OTR	1	0	36,189	0
BLACKROCK MUNIYLD INVST QLTY	COM	09254T100	285	21,686	SH		SOLE		21,686	0	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	6,038	451,928	SH		SOLE		451,928	0	0
BLACKROCK NY MUN INCOME TR I	COM	09249R102	225	16,573	SH		OTR	1	0	16,573	0
BLACKROCK NY MUN INCOME TR I	COM	09249R102	281	20,683	SH		SOLE		20,683	0	0
BLOCK H & R INC	COM	093671105	2,091	87,356	SH		SOLE		87,356	0	0
BLOCK H & R INC	COM	093671105	7,137	298,118	SH		OTR	1	0	298,118	0
BLOCK H & R INC	COM	093671105	596	24,886	SH		OTR	5	0	24,886	0
BLOOMIN BRANDS INC	COM	094235108	883	43,177	SH		OTR	1	0	43,177	0
BLOOMIN BRANDS INC	COM	094235108	540	26,414	SH		SOLE		26,414	0	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	624	7,800	SH		OTR	1	0	7,800	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	380	4,753	SH		SOLE		4,753	0	0
BMC STK HLDGS INC	COM	05591B109	977	55,300	SH		OTR	1	0	55,300	0
BMC STK HLDGS INC	COM	05591B109	617	34,900	SH		SOLE		34,900	0	0
BOEING CO	COM	097023105	69,119	181,215	SH		OTR	1	0	181,215	0
BOEING CO	COM	097023105	5,679	14,889	SH		OTR	5	0	14,889	0
BOEING CO	COM	097023105	15,274	40,045	SH		SOLE		40,045	0	0
BOOKING HLDGS INC	COM	09857L108	4,315	2,473	SH		SOLE		2,473	0	0
BOOKING HLDGS INC	COM	09857L108	27,461	15,738	SH		OTR	1	0	15,738	0
BOOKING HLDGS INC	COM	09857L108	2,110	1,209	SH		OTR	5	0	1,209	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	10,093	173,605	SH		OTR	1	0	173,605	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	1,551	26,684	SH		SOLE		26,684	0	0
BORGWARNER INC	COM	099724106	1,075	27,998	SH		OTR	1	0	27,998	0
BORGWARNER INC	COM	099724106	96	2,510	SH		SOLE		2,510	0	0
BOSTON BEER INC	CL A	100557107	1,179	4,000	SH		OTR	1	0	4,000	0
BOSTON BEER INC	CL A	100557107	742	2,518	SH		SOLE		2,518	0	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	222	20,300	SH		OTR	1	0	20,300	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	138	12,600	SH		SOLE		12,600	0	0
BOSTON PROPERTIES INC	COM	101121101	3,743	27,955	SH		OTR	1	0	27,955	0
BOSTON PROPERTIES INC	COM	101121101	304	2,271	SH		SOLE		2,271	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	675	17,598	SH		SOLE		17,598	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	8,728	227,406	SH		OTR	1	0	227,406	0
BRAEMAR HOTELS & RESORTS INC	COM	10482B101	877	71,800	SH		OTR	1	0	71,800	0
BRAEMAR HOTELS & RESORTS INC	COM	10482B101	548	44,893	SH		SOLE		44,893	0	0
BRIDGE BANCORP INC	COM	108035106	583	19,890	SH		OTR	1	0	19,890	0
BRIDGE BANCORP INC	COM	108035106	353	12,051	SH		SOLE		12,051	0	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	182	17,700	SH		OTR	1	0	17,700	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	112	10,900	SH		SOLE		10,900	0	0
BRIGHTHOUSE FINL INC	COM	10922N103	4,185	115,316	SH		OTR	1	0	115,316	0
BRIGHTHOUSE FINL INC	COM	10922N103	642	17,697	SH		OTR	5	0	17,697	0
BRIGHTHOUSE FINL INC	COM	10922N103	1,321	36,389	SH		SOLE		36,389	0	0
BRINKER INTL INC	COM	109641100	515	11,600	SH		SOLE		11,600	0	0
BRINKER INTL INC	COM	109641100	848	19,100	SH		OTR	1	0	19,100	0
BRINKS CO	COM	109696104	623	8,266	SH		SOLE		8,266	0	0
BRINKS CO	COM	109696104	420	5,564	SH		OTR	5	0	5,564	0
BRINKS CO	COM	109696104	751	9,962	SH		OTR	1	0	9,962	0
BRISTOL MYERS SQUIBB CO	COM	110122108	12,567	263,401	SH		OTR	1	0	263,401	0
BRISTOL MYERS SQUIBB CO	COM	110122108	238	4,989	SH		OTR	5	0	4,989	0
BRISTOL MYERS SQUIBB CO	COM	110122108	2,877	60,295	SH		SOLE		60,295	0	0
BRIXMOR PPTY GROUP INC	COM	11120U105	1,118	60,836	SH		OTR	1	0	60,836	0
BRIXMOR PPTY GROUP INC	COM	11120U105	54	2,922	SH		SOLE		2,922	0	0
BROADCOM INC	COM	11135F101	41,468	137,899	SH		OTR	1	0	137,899	0
BROADCOM INC	COM	11135F101	3,741	12,440	SH		OTR	5	0	12,440	0
BROADCOM INC	COM	11135F101	7,507	24,964	SH		SOLE		24,964	0	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	3,082	29,726	SH		OTR	1	0	29,726	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	323	3,117	SH		SOLE		3,117	0	0
BROOKFIELD PROPERTY REIT INC	CL A	11282X103	199	9,717	SH		SOLE		9,717	0	0
BROOKFIELD PROPERTY REIT INC	CL A	11282X103	3,409	166,364	SH		OTR	1	0	166,364	0
BROWN FORMAN CORP	CL B	115637209	1,192	22,585	SH		OTR	1	0	22,585	0
BROWN FORMAN CORP	CL B	115637209	107	2,026	SH		SOLE		2,026	0	0
BRUKER CORP	COM	116794108	5,386	140,106	SH		OTR	1	0	140,106	0
BRUKER CORP	COM	116794108	370	9,620	SH		SOLE		9,620	0	0
BURLINGTON STORES INC	COM	122017106	3,107	19,832	SH		OTR	1	0	19,832	0
BURLINGTON STORES INC	COM	122017106	205	1,307	SH		SOLE		1,307	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	221	2,541	SH		SOLE		2,541	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	2,241	25,766	SH		OTR	1	0	25,766	0
CABLE ONE INC	COM	12685J105	332	338	SH		SOLE		338	0	0
CABLE ONE INC	COM	12685J105	5,971	6,084	SH		OTR	1	0	6,084	0
CABOT MICROELECTRONICS CORP	COM	12709P103	459	4,100	SH		OTR	1	0	4,100	0
CABOT MICROELECTRONICS CORP	COM	12709P103	269	2,400	SH		SOLE		2,400	0	0
CABOT OIL & GAS CORP	COM	127097103	1,543	59,116	SH		OTR	1	0	59,116	0
CABOT OIL & GAS CORP	COM	127097103	138	5,301	SH		SOLE		5,301	0	0
CACI INTL INC	CL A	127190304	2,239	12,299	SH		OTR	1	0	12,299	0
CACI INTL INC	CL A	127190304	722	3,967	SH		OTR	5	0	3,967	0
CACI INTL INC	CL A	127190304	1,534	8,425	SH		SOLE		8,425	0	0
CADENCE BANCORPORATION	CL A	12739A100	348	18,786	SH		SOLE		18,786	0	0
CADENCE BANCORPORATION	CL A	12739A100	568	30,600	SH		OTR	1	0	30,600	0
CADENCE DESIGN SYSTEM INC	COM	127387108	1,378	21,703	SH		SOLE		21,703	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	16,038	252,522	SH		OTR	1	0	252,522	0
CADENCE DESIGN SYSTEM INC	COM	127387108	297	4,678	SH		OTR	5	0	4,678	0
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	13,052	9,166,638	PRN		SOLE		9,166,638	0	0
CALIFORNIA WTR SVC GROUP	COM	130788102	1,248	23,000	SH		OTR	1	0	23,000	0
CALIFORNIA WTR SVC GROUP	COM	130788102	769	14,170	SH		SOLE		14,170	0	0
CAMDEN PPTY TR	SH BEN INT	133131102	2,360	23,253	SH		OTR	1	0	23,253	0
CAMDEN PPTY TR	SH BEN INT	133131102	167	1,642	SH		SOLE		1,642	0	0
CAMPBELL SOUP CO	COM	134429109	1,568	41,124	SH		OTR	1	0	41,124	0
CAMPBELL SOUP CO	COM	134429109	323	8,478	SH		OTR	5	0	8,478	0
CAMPBELL SOUP CO	COM	134429109	458	12,021	SH		SOLE		12,021	0	0
CANNAE HLDGS INC	COM	13765N107	580	23,900	SH		OTR	1	0	23,900	0
CANNAE HLDGS INC	COM	13765N107	348	14,336	SH		SOLE		14,336	0	0
CAPITAL ONE FINL CORP	COM	14040H105	7,656	93,722	SH		OTR	1	0	93,722	0
CAPITAL ONE FINL CORP	COM	14040H105	545	6,672	SH		SOLE		6,672	0	0
CARBONITE INC	COM	141337105	474	19,100	SH		OTR	1	0	19,100	0
CARBONITE INC	COM	141337105	303	12,200	SH		SOLE		12,200	0	0
CARDINAL HEALTH INC	COM	14149Y108	10,248	212,841	SH		OTR	1	0	212,841	0
CARDINAL HEALTH INC	COM	14149Y108	951	19,742	SH		OTR	5	0	19,742	0
CARDINAL HEALTH INC	COM	14149Y108	3,467	72,004	SH		SOLE		72,004	0	0
CARE COM INC	COM	141633107	415	21,000	SH		OTR	1	0	21,000	0
CARE COM INC	COM	141633107	251	12,678	SH		SOLE		12,678	0	0
CARETRUST REIT INC	COM	14174T107	265	11,300	SH		OTR	1	0	11,300	0
CARETRUST REIT INC	COM	14174T107	155	6,600	SH		SOLE		6,600	0	0
CARLISLE COS INC	COM	142339100	561	4,577	SH		SOLE		4,577	0	0
CARLISLE COS INC	COM	142339100	4,627	37,735	SH		OTR	1	0	37,735	0
CARMAX INC	COM	143130102	1,608	23,041	SH		OTR	1	0	23,041	0
CARMAX INC	COM	143130102	144	2,065	SH		SOLE		2,065	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	5,962	117,546	SH		OTR	1	0	117,546	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	491	9,683	SH		OTR	5	0	9,683	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	1,930	38,047	SH		SOLE		38,047	0	0
CARROLS RESTAURANT GROUP INC	COM	14574X104	669	67,100	SH		OTR	1	0	67,100	0
CARROLS RESTAURANT GROUP INC	COM	14574X104	408	40,968	SH		SOLE		40,968	0	0
CARTERS INC	COM	146229109	2,654	26,335	SH		OTR	1	0	26,335	0
CASEYS GEN STORES INC	COM	147528103	1,939	15,056	SH		OTR	1	0	15,056	0
CASEYS GEN STORES INC	COM	147528103	396	3,078	SH		SOLE		3,078	0	0
CASEYS GEN STORES INC	COM	147528103	127	986	SH		OTR	5	0	986	0
CATALENT INC	COM	148806102	260	6,400	SH		OTR	1	0	6,400	0
CATALENT INC	COM	148806102	23	564	SH		SOLE		564	0	0
CATERPILLAR INC DEL	COM	149123101	22,171	163,636	SH		OTR	1	0	163,636	0
CATERPILLAR INC DEL	COM	149123101	1,371	10,117	SH		OTR	5	0	10,117	0
CATERPILLAR INC DEL	COM	149123101	3,331	24,584	SH		SOLE		24,584	0	0
CATHAY GEN BANCORP	COM	149150104	699	20,600	SH		OTR	1	0	20,600	0
CATHAY GEN BANCORP	COM	149150104	420	12,400	SH		SOLE		12,400	0	0
CBL & ASSOC PPTYS INC	COM	124830100	186	119,800	SH		SOLE		119,800	0	0
CBL & ASSOC PPTYS INC	COM	124830100	289	186,200	SH		OTR	1	0	186,200	0
CBOE GLOBAL MARKETS INC	COM	12503M108	678	7,103	SH		SOLE		7,103	0	0
CBOE GLOBAL MARKETS INC	COM	12503M108	2,506	26,253	SH		OTR	1	0	26,253	0
CBOE GLOBAL MARKETS INC	COM	12503M108	349	3,654	SH		OTR	5	0	3,654	0
CBRE GROUP INC	CL A	12504L109	2,521	50,973	SH		OTR	1	0	50,973	0
CBRE GROUP INC	CL A	12504L109	244	4,937	SH		SOLE		4,937	0	0
CBS CORP NEW	CL B	124857202	2,388	50,232	SH		OTR	1	0	50,232	0
CBS CORP NEW	CL B	124857202	222	4,677	SH		SOLE		4,677	0	0
CDK GLOBAL INC	COM	12508E101	14,652	249,102	SH		OTR	1	0	249,102	0
CDK GLOBAL INC	COM	12508E101	1,541	26,198	SH		OTR	5	0	26,198	0
CDK GLOBAL INC	COM	12508E101	3,318	56,414	SH		SOLE		56,414	0	0
CDW CORP	COM	12514G108	2,224	23,078	SH		SOLE		23,078	0	0
CDW CORP	COM	12514G108	12,248	127,090	SH		OTR	1	0	127,090	0
CECO ENVIRONMENTAL CORP	COM	125141101	66	9,200	SH		SOLE		9,200	0	0
CECO ENVIRONMENTAL CORP	COM	125141101	91	12,700	SH		OTR	1	0	12,700	0
CELANESE CORP DEL	COM	150870103	3,057	30,999	SH		OTR	1	0	30,999	0
CELANESE CORP DEL	COM	150870103	322	3,262	SH		SOLE		3,262	0	0
CELGENE CORP	COM	151020104	28,351	300,518	SH		OTR	1	0	300,518	0
CELGENE CORP	COM	151020104	2,238	23,723	SH		OTR	5	0	23,723	0
CELGENE CORP	COM	151020104	6,846	72,565	SH		SOLE		72,565	0	0
CENTENE CORP DEL	COM	15135B101	10,840	204,138	SH		OTR	1	0	204,138	0
CENTENE CORP DEL	COM	15135B101	393	7,399	SH		OTR	5	0	7,399	0
CENTENE CORP DEL	COM	15135B101	2,877	54,175	SH		SOLE		54,175	0	0
CENTERPOINT ENERGY INC	COM	15189T107	16,059	523,108	SH		OTR	1	0	523,108	0
CENTERPOINT ENERGY INC	COM	15189T107	1,961	63,862	SH		OTR	5	0	63,862	0
CENTERPOINT ENERGY INC	COM	15189T107	5,445	177,349	SH		SOLE		177,349	0	0
CENTERPOINT ENERGY INC	DEP RP PFD CV B	15189T503	2,666	50,200	SH		SOLE		50,200	0	0
CENTRAL VALLEY CMNTY BANCORP	COM	155685100	139	7,100	SH		OTR	1	0	7,100	0
CENTRAL VALLEY CMNTY BANCORP	COM	155685100	94	4,789	SH		SOLE		4,789	0	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	277	3,800	SH		OTR	1	0	3,800	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	169	2,321	SH		SOLE		2,321	0	0
CENTURYLINK INC	COM	156700106	1,731	144,406	SH		OTR	1	0	144,406	0
CENTURYLINK INC	COM	156700106	137	11,421	SH		SOLE		11,421	0	0
CERNER CORP	COM	156782104	4,093	71,540	SH		OTR	1	0	71,540	0
CERNER CORP	COM	156782104	424	7,403	SH		SOLE		7,403	0	0
CF INDS HLDGS INC	COM	125269100	12,848	314,295	SH		OTR	1	0	314,295	0
CF INDS HLDGS INC	COM	125269100	3,322	81,274	SH		SOLE		81,274	0	0
CF INDS HLDGS INC	COM	125269100	1,773	43,375	SH		OTR	5	0	43,375	0
CHARLES RIV LABS INTL INC	COM	159864107	14,843	102,188	SH		OTR	1	0	102,188	0
CHARLES RIV LABS INTL INC	COM	159864107	931	6,411	SH		OTR	5	0	6,411	0
CHARLES RIV LABS INTL INC	COM	159864107	2,079	14,314	SH		SOLE		14,314	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	21,141	60,940	SH		OTR	1	0	60,940	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	1,674	4,826	SH		OTR	5	0	4,826	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	3,519	10,145	SH		SOLE		10,145	0	0
CHEMOURS CO	COM	163851108	1,144	30,798	SH		SOLE		30,798	0	0
CHEMOURS CO	COM	163851108	4,903	131,936	SH		OTR	1	0	131,936	0
CHEMOURS CO	COM	163851108	485	13,043	SH		OTR	5	0	13,043	0
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	610	775,000	PRN		SOLE		775,000	0	0
CHERRY HILL MTG INVT CORP	COM	164651101	535	31,045	SH		SOLE		31,045	0	0
CHERRY HILL MTG INVT CORP	COM	164651101	861	50,000	SH		OTR	1	0	50,000	0
CHESAPEAKE ENERGY CORP	NOTE 5.500% 9/1	165167CY1	1,211	1,303,000	PRN		SOLE		1,303,000	0	0
CHESAPEAKE UTILS CORP	COM	165303108	775	8,500	SH		OTR	1	0	8,500	0
CHESAPEAKE UTILS CORP	COM	165303108	473	5,183	SH		SOLE		5,183	0	0
CHEVRON CORP NEW	COM	166764100	52,619	427,173	SH		OTR	1	0	427,173	0
CHEVRON CORP NEW	COM	166764100	6,434	52,236	SH		OTR	5	0	52,236	0
CHEVRON CORP NEW	COM	166764100	14,922	121,140	SH		SOLE		121,140	0	0
CHICOS FAS INC	COM	168615102	200	46,900	SH		OTR	1	0	46,900	0
CHICOS FAS INC	COM	168615102	116	27,200	SH		SOLE		27,200	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	7,502	10,562	SH		OTR	1	0	10,562	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	1,617	2,277	SH		SOLE		2,277	0	0
CHURCH & DWIGHT INC	COM	171340102	5,019	70,458	SH		OTR	1	0	70,458	0
CHURCH & DWIGHT INC	COM	171340102	543	7,619	SH		SOLE		7,619	0	0
CHUYS HLDGS INC	COM	171604101	180	7,900	SH		OTR	1	0	7,900	0
CHUYS HLDGS INC	COM	171604101	109	4,800	SH		SOLE		4,800	0	0
CIENA CORP	COM NEW	171779309	834	22,333	SH		OTR	1	0	22,333	0
CIENA CORP	COM NEW	171779309	19	506	SH		OTR	5	0	506	0
CIENA CORP	COM NEW	171779309	467	12,510	SH		SOLE		12,510	0	0
CIGNA CORP NEW	COM	125523100	9,819	61,053	SH		OTR	1	0	61,053	0
CIGNA CORP NEW	COM	125523100	773	4,806	SH		SOLE		4,806	0	0
CIMAREX ENERGY CO	COM	171798101	941	13,462	SH		OTR	1	0	13,462	0
CIMAREX ENERGY CO	COM	171798101	84	1,204	SH		SOLE		1,204	0	0
CINCINNATI FINL CORP	COM	172062101	227	2,641	SH		OTR	5	0	2,641	0
CINCINNATI FINL CORP	COM	172062101	670	7,797	SH		SOLE		7,797	0	0
CINCINNATI FINL CORP	COM	172062101	3,693	42,995	SH		OTR	1	0	42,995	0
CINEMARK HOLDINGS INC	COM	17243V102	13,229	330,801	SH		OTR	1	0	330,801	0
CINEMARK HOLDINGS INC	COM	17243V102	1,708	42,716	SH		OTR	5	0	42,716	0
CINEMARK HOLDINGS INC	COM	17243V102	4,177	104,448	SH		SOLE		104,448	0	0
CINTAS CORP	COM	172908105	2,884	14,270	SH		OTR	1	0	14,270	0
CINTAS CORP	COM	172908105	1,680	8,310	SH		SOLE		8,310	0	0
CIRRUS LOGIC INC	COM	172755100	358	8,500	SH		OTR	1	0	8,500	0
CIRRUS LOGIC INC	COM	172755100	219	5,200	SH		SOLE		5,200	0	0
CISCO SYS INC	COM	17275R102	48,067	890,301	SH		OTR	1	0	890,301	0
CISCO SYS INC	COM	17275R102	13,511	250,242	SH		SOLE		250,242	0	0
CISCO SYS INC	COM	17275R102	3,862	71,541	SH		OTR	5	0	71,541	0
CIT GROUP INC	COM NEW	125581801	5,177	107,929	SH		OTR	1	0	107,929	0
CIT GROUP INC	COM NEW	125581801	416	8,664	SH		SOLE		8,664	0	0
CITIGROUP INC	COM NEW	172967424	35,362	568,340	SH		OTR	1	0	568,340	0
CITIGROUP INC	COM NEW	172967424	4,675	75,141	SH		OTR	5	0	75,141	0
CITIGROUP INC	COM NEW	172967424	9,971	160,256	SH		SOLE		160,256	0	0
CITIZENS FINL GROUP INC	COM	174610105	3,129	96,274	SH		OTR	1	0	96,274	0
CITIZENS FINL GROUP INC	COM	174610105	235	7,239	SH		SOLE		7,239	0	0
CITRIX SYS INC	COM	177376100	1,600	16,057	SH		OTR	5	0	16,057	0
CITRIX SYS INC	COM	177376100	3,124	31,344	SH		SOLE		31,344	0	0
CITRIX SYS INC	COM	177376100	15,692	157,454	SH		OTR	1	0	157,454	0
CITRIX SYS INC	NOTE 0.500% 4/1	177376AD2	98	69,000	PRN		OTR	4	0	69,000	0
CITRIX SYS INC	NOTE 0.500% 4/1	177376AD2	24,668	17,370,000	PRN		SOLE		17,370,000	0	0
CITRIX SYS INC	NOTE 0.500% 4/1	177376AD2	6,601	4,656,000	PRN		OTR	1	0	4,656,000	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	249	11,400	SH		OTR	1	0	11,400	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	154	7,070	SH		SOLE		7,070	0	0
CLEAN ENERGY FUELS CORP	COM	184499101	658	212,800	SH		OTR	1	0	212,800	0
CLEAN ENERGY FUELS CORP	COM	184499101	405	131,200	SH		SOLE		131,200	0	0
CLEAN HARBORS INC	COM	184496107	9,228	129,009	SH		OTR	1	0	129,009	0
CLEAN HARBORS INC	COM	184496107	1,628	22,757	SH		SOLE		22,757	0	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	9,119	6,667,000	PRN		SOLE		6,667,000	0	0
CLOROX CO DEL	COM	189054109	5,015	31,253	SH		OTR	1	0	31,253	0
CLOROX CO DEL	COM	189054109	527	3,286	SH		SOLE		3,286	0	0
CLOUDERA INC	COM	18914U100	143	13,100	SH		OTR	1	0	13,100	0
CLOUDERA INC	COM	18914U100	85	7,800	SH		SOLE		7,800	0	0
CLOVIS ONCOLOGY INC	COM	189464100	263	10,600	SH		OTR	1	0	10,600	0
CLOVIS ONCOLOGY INC	COM	189464100	161	6,500	SH		SOLE		6,500	0	0
CLOVIS ONCOLOGY INC	NOTE 1.250% 5/0	189464AC4	509	650,000	PRN		SOLE		650,000	0	0
CLOVIS ONCOLOGY INC	NOTE 2.500% 9/1	189464AB6	486	520,000	PRN		SOLE		520,000	0	0
CME GROUP INC	COM CL A	12572Q105	9,463	57,497	SH		OTR	1	0	57,497	0
CME GROUP INC	COM CL A	12572Q105	743	4,516	SH		SOLE		4,516	0	0
CMS ENERGY CORP	COM	125896100	626	11,267	SH		OTR	5	0	11,267	0
CMS ENERGY CORP	COM	125896100	1,155	20,797	SH		SOLE		20,797	0	0
CMS ENERGY CORP	COM	125896100	7,749	139,521	SH		OTR	1	0	139,521	0
CNA FINL CORP	COM	126117100	235	5,413	SH		SOLE		5,413	0	0
CNA FINL CORP	COM	126117100	3,366	77,657	SH		OTR	1	0	77,657	0
COCA COLA CO	COM	191216100	43,668	931,882	SH		OTR	1	0	931,882	0
COCA COLA CO	COM	191216100	2,446	52,206	SH		OTR	5	0	52,206	0
COCA COLA CO	COM	191216100	7,361	157,091	SH		SOLE		157,091	0	0
COCA COLA CONSOLIDATED INC	COM	191098102	1,151	4,000	SH		OTR	1	0	4,000	0
COCA COLA CONSOLIDATED INC	COM	191098102	724	2,514	SH		SOLE		2,514	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	10,222	141,089	SH		OTR	1	0	141,089	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	813	11,218	SH		OTR	5	0	11,218	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	1,842	25,418	SH		SOLE		25,418	0	0
COHERENT INC	COM	192479103	304	2,142	SH		OTR	1	0	2,142	0
COHERENT INC	COM	192479103	38	266	SH		SOLE		266	0	0
COLGATE PALMOLIVE CO	COM	194162103	9,632	140,537	SH		OTR	1	0	140,537	0
COLGATE PALMOLIVE CO	COM	194162103	815	11,884	SH		SOLE		11,884	0	0
COLLEGIUM PHARMACEUTICAL INC	COM	19459J104	392	25,900	SH		OTR	1	0	25,900	0
COLLEGIUM PHARMACEUTICAL INC	COM	19459J104	253	16,700	SH		SOLE		16,700	0	0
COLONY CAP INC	NOTE 3.875% 1/1	19624RAB2	596	623,000	PRN		SOLE		623,000	0	0
COLONY CAP INC NEW	CL A COM	19626G108	8,993	1,690,349	SH		OTR	1	0	1,690,349	0
COLONY CAP INC NEW	CL A COM	19626G108	375	70,474	SH		SOLE		70,474	0	0
COLONY STARWOOD HOMES	NOTE 3.500% 1/1	19625XAB8	1,262	1,102,000	PRN		SOLE		1,102,000	0	0
COMCAST CORP NEW	CL A	20030N101	3,310	82,794	SH		OTR	5	0	82,794	0
COMCAST CORP NEW	CL A	20030N101	11,668	291,845	SH		SOLE		291,845	0	0
COMCAST CORP NEW	CL A	20030N101	33,658	841,861	SH		OTR	1	0	841,861	0
COMERICA INC	COM	200340107	939	12,802	SH		OTR	5	0	12,802	0
COMERICA INC	COM	200340107	3,035	41,397	SH		SOLE		41,397	0	0
COMERICA INC	COM	200340107	9,593	130,831	SH		OTR	1	0	130,831	0
COMFORT SYS USA INC	COM	199908104	1,064	20,300	SH		OTR	1	0	20,300	0
COMFORT SYS USA INC	COM	199908104	650	12,400	SH		SOLE		12,400	0	0
COMMERCIAL VEH GROUP INC	COM	202608105	175	22,800	SH		OTR	1	0	22,800	0
COMMERCIAL VEH GROUP INC	COM	202608105	109	14,200	SH		SOLE		14,200	0	0
COMMSCOPE HLDG CO INC	COM	20337X109	4,710	216,756	SH		OTR	1	0	216,756	0
COMMSCOPE HLDG CO INC	COM	20337X109	212	9,766	SH		SOLE		9,766	0	0
COMMVAULT SYSTEMS INC	COM	204166102	214	3,300	SH		SOLE		3,300	0	0
COMMVAULT SYSTEMS INC	COM	204166102	350	5,400	SH		OTR	1	0	5,400	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	89	3,000	SH		SOLE		3,000	0	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	137	4,600	SH		OTR	1	0	4,600	0
CONAGRA BRANDS INC	COM	205887102	1,814	65,375	SH		OTR	1	0	65,375	0
CONAGRA BRANDS INC	COM	205887102	163	5,858	SH		SOLE		5,858	0	0
CONCHO RES INC	COM	20605P101	3,261	29,386	SH		OTR	1	0	29,386	0
CONCHO RES INC	COM	20605P101	278	2,507	SH		SOLE		2,507	0	0
CONDUENT INC	COM	206787103	5,858	423,586	SH		OTR	1	0	423,586	0
CONDUENT INC	COM	206787103	532	38,434	SH		SOLE		38,434	0	0
CONOCOPHILLIPS	COM	20825C104	5,958	89,274	SH		SOLE		89,274	0	0
CONOCOPHILLIPS	COM	20825C104	20,530	307,613	SH		OTR	1	0	307,613	0
CONOCOPHILLIPS	COM	20825C104	3,171	47,513	SH		OTR	5	0	47,513	0
CONSOL ENERGY INC NEW	COM	20854L108	921	26,900	SH		OTR	1	0	26,900	0
CONSOL ENERGY INC NEW	COM	20854L108	568	16,600	SH		SOLE		16,600	0	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	129	11,800	SH		OTR	1	0	11,800	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	79	7,200	SH		SOLE		7,200	0	0
CONSOLIDATED EDISON INC	COM	209115104	7,386	87,094	SH		OTR	1	0	87,094	0
CONSOLIDATED EDISON INC	COM	209115104	587	6,924	SH		SOLE		6,924	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	4,295	24,498	SH		OTR	1	0	24,498	0
CONSTELLATION BRANDS INC	CL A	21036P108	406	2,314	SH		SOLE		2,314	0	0
CONTINENTAL RESOURCES INC	COM	212015101	5,089	113,661	SH		OTR	1	0	113,661	0
CONTINENTAL RESOURCES INC	COM	212015101	395	8,829	SH		SOLE		8,829	0	0
COOPER COS INC	COM NEW	216648402	17	58	SH		OTR	5	0	58	0
COOPER COS INC	COM NEW	216648402	1,938	6,545	SH		SOLE		6,545	0	0
COOPER COS INC	COM NEW	216648402	5,540	18,707	SH		OTR	1	0	18,707	0
COPART INC	COM	217204106	1,648	27,204	SH		OTR	1	0	27,204	0
COPART INC	COM	217204106	148	2,438	SH		SOLE		2,438	0	0
CORE MARK HOLDING CO INC	COM	218681104	1,095	29,500	SH		OTR	1	0	29,500	0
CORE MARK HOLDING CO INC	COM	218681104	676	18,219	SH		SOLE		18,219	0	0
CORELOGIC INC	COM	21871D103	4,757	127,659	SH		OTR	1	0	127,659	0
CORELOGIC INC	COM	21871D103	381	10,231	SH		SOLE		10,231	0	0
COREPOINT LODGING INC	COM	21872L104	717	64,200	SH		OTR	1	0	64,200	0
COREPOINT LODGING INC	COM	21872L104	432	38,679	SH		SOLE		38,679	0	0
CORESITE RLTY CORP	COM	21870Q105	177	1,654	SH		OTR	5	0	1,654	0
CORESITE RLTY CORP	COM	21870Q105	403	3,762	SH		SOLE		3,762	0	0
CORESITE RLTY CORP	COM	21870Q105	1,051	9,825	SH		OTR	1	0	9,825	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	257	4,700	SH		SOLE		4,700	0	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	422	7,700	SH		OTR	1	0	7,700	0
CORNING INC	COM	219350105	13,273	400,984	SH		OTR	1	0	400,984	0
CORNING INC	COM	219350105	752	22,728	SH		OTR	5	0	22,728	0
CORNING INC	COM	219350105	1,979	59,786	SH		SOLE		59,786	0	0
COSTCO WHSL CORP NEW	COM	22160K105	30,392	125,516	SH		OTR	1	0	125,516	0
COSTCO WHSL CORP NEW	COM	22160K105	1,623	6,703	SH		OTR	5	0	6,703	0
COSTCO WHSL CORP NEW	COM	22160K105	6,772	27,968	SH		SOLE		27,968	0	0
COTY INC	COM CL A	222070203	694	60,386	SH		OTR	1	0	60,386	0
COTY INC	COM CL A	222070203	62	5,412	SH		SOLE		5,412	0	0
COUPA SOFTWARE INC	COM	22266L106	701	7,700	SH		OTR	1	0	7,700	0
COUPA SOFTWARE INC	COM	22266L106	428	4,700	SH		SOLE		4,700	0	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	1,564	9,680	SH		OTR	1	0	9,680	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	751	4,644	SH		OTR	5	0	4,644	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	1,147	7,100	SH		SOLE		7,100	0	0
CRAFT BREW ALLIANCE INC	COM	224122101	454	32,500	SH		OTR	1	0	32,500	0
CRAFT BREW ALLIANCE INC	COM	224122101	280	20,006	SH		SOLE		20,006	0	0
CRANE CO	COM	224399105	676	7,986	SH		OTR	1	0	7,986	0
CRANE CO	COM	224399105	67	791	SH		SOLE		791	0	0
CRAWFORD & CO	CL B	224633107	101	11,100	SH		OTR	1	0	11,100	0
CRAWFORD & CO	CL B	224633107	61	6,657	SH		SOLE		6,657	0	0
CROCS INC	COM	227046109	1,009	39,200	SH		OTR	1	0	39,200	0
CROCS INC	COM	227046109	620	24,062	SH		SOLE		24,062	0	0
CROSS CTRY HEALTHCARE INC	COM	227483104	89	12,700	SH		SOLE		12,700	0	0
CROSS CTRY HEALTHCARE INC	COM	227483104	147	20,900	SH		OTR	1	0	20,900	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	18,831	15,901	SH		SOLE		15,901	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	10,635	83,085	SH		OTR	1	0	83,085	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	73	568	SH		OTR	5	0	568	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	2,459	19,208	SH		SOLE		19,208	0	0
CSX CORP	COM	126408103	11,211	149,846	SH		OTR	1	0	149,846	0
CSX CORP	COM	126408103	138	1,848	SH		OTR	5	0	1,848	0
CSX CORP	COM	126408103	819	10,947	SH		SOLE		10,947	0	0
CTRIP COM INTL LTD	SPONSORED ADS	22943F100	481	11,000	SH		OTR	1	0	11,000	0
CUMMINS INC	COM	231021106	5,931	37,570	SH		SOLE		37,570	0	0
CUMMINS INC	COM	231021106	22,260	141,004	SH		OTR	1	0	141,004	0
CUMMINS INC	COM	231021106	2,163	13,698	SH		OTR	5	0	13,698	0
CURTISS WRIGHT CORP	COM	231561101	1,046	9,233	SH		OTR	1	0	9,233	0
CURTISS WRIGHT CORP	COM	231561101	120	1,059	SH		SOLE		1,059	0	0
CUSTOMERS BANCORP INC	COM	23204G100	862	47,100	SH		OTR	1	0	47,100	0
CUSTOMERS BANCORP INC	COM	23204G100	538	29,383	SH		SOLE		29,383	0	0
CVR ENERGY INC	COM	12662P108	1,005	24,400	SH		OTR	1	0	24,400	0
CVR ENERGY INC	COM	12662P108	607	14,744	SH		SOLE		14,744	0	0
CVS HEALTH CORP	COM	126650100	15,630	289,819	SH		OTR	1	0	289,819	0
CVS HEALTH CORP	COM	126650100	722	13,383	SH		OTR	5	0	13,383	0
CVS HEALTH CORP	COM	126650100	2,350	43,566	SH		SOLE		43,566	0	0
CYPRESS SEMICONDUCTOR CORP	COM	232806109	4,813	322,563	SH		OTR	1	0	322,563	0
CYPRESS SEMICONDUCTOR CORP	COM	232806109	126	8,427	SH		OTR	5	0	8,427	0
CYPRESS SEMICONDUCTOR CORP	COM	232806109	546	36,584	SH		SOLE		36,584	0	0
CYPRESS SEMICONDUCTOR CORP	NOTE 2.000% 2/0	232806AP4	10,923	10,628,000	PRN		SOLE		10,628,000	0	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	2,380	1,863,000	PRN		OTR	1	0	1,863,000	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	33	26,000	PRN		OTR	4	0	26,000	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	1,078	842,000	PRN		SOLE		842,000	0	0
D R HORTON INC	COM	23331A109	1,903	45,997	SH		OTR	1	0	45,997	0
D R HORTON INC	COM	23331A109	171	4,121	SH		SOLE		4,121	0	0
DANAHER CORPORATION	COM	235851102	2,091	15,835	SH		SOLE		15,835	0	0
DANAHER CORPORATION	COM	235851102	16,017	121,325	SH		OTR	1	0	121,325	0
DANAHER CORPORATION	COM	235851102	567	4,295	SH		OTR	5	0	4,295	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	102,938	20,392,000	PRN		SOLE		20,392,000	0	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	237	47,000	PRN		OTR	4	0	47,000	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	16,125	3,196,000	PRN		OTR	1	0	3,196,000	0
DARDEN RESTAURANTS INC	COM	237194105	18,358	151,130	SH		OTR	1	0	151,130	0
DARDEN RESTAURANTS INC	COM	237194105	1,515	12,474	SH		OTR	5	0	12,474	0
DARDEN RESTAURANTS INC	COM	237194105	5,023	41,349	SH		SOLE		41,349	0	0
DARLING INGREDIENTS INC	COM	237266101	217	10,000	SH		OTR	1	0	10,000	0
DARLING INGREDIENTS INC	COM	237266101	134	6,200	SH		SOLE		6,200	0	0
DAVE & BUSTERS ENTMT INC	COM	238337109	953	19,100	SH		OTR	1	0	19,100	0
DAVE & BUSTERS ENTMT INC	COM	238337109	583	11,700	SH		SOLE		11,700	0	0
DAVITA INC	COM	23918K108	383	7,062	SH		OTR	5	0	7,062	0
DAVITA INC	COM	23918K108	653	12,029	SH		SOLE		12,029	0	0
DAVITA INC	COM	23918K108	4,312	79,428	SH		OTR	1	0	79,428	0
DAWSON GEOPHYSICAL CO NEW	COM	239360100	21	7,100	SH		SOLE		7,100	0	0
DAWSON GEOPHYSICAL CO NEW	COM	239360100	47	16,000	SH		OTR	1	0	16,000	0
DBX ETF TR	XTRACK HRVST CSI	233051879	2,551	88,781	SH		OTR	1	0	88,781	0
DECKERS OUTDOOR CORP	COM	243537107	5,007	34,061	SH		OTR	1	0	34,061	0
DECKERS OUTDOOR CORP	COM	243537107	1,711	11,640	SH		OTR	5	0	11,640	0
DECKERS OUTDOOR CORP	COM	243537107	3,515	23,911	SH		SOLE		23,911	0	0
DEERE & CO	COM	244199105	8,568	53,604	SH		OTR	1	0	53,604	0
DEERE & CO	COM	244199105	764	4,778	SH		SOLE		4,778	0	0
DELAWARE INV MN MUN INC FD I	COM	24610V103	7,131	564,399	SH		SOLE		564,399	0	0
DELAWARE INVT NAT MUNI INC F	SH BEN INT	24610T108	3,251	256,199	SH		SOLE		256,199	0	0
DELEK US HLDGS INC NEW	COM	24665A103	824	22,619	SH		SOLE		22,619	0	0
DELEK US HLDGS INC NEW	COM	24665A103	1,297	35,600	SH		OTR	1	0	35,600	0
DELL TECHNOLOGIES INC	CL C	24703L202	12,286	209,337	SH		OTR	1	0	209,337	0
DELL TECHNOLOGIES INC	CL C	24703L202	2,240	38,160	SH		SOLE		38,160	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	26,300	509,194	SH		OTR	1	0	509,194	0
DELTA AIR LINES INC DEL	COM NEW	247361702	456	8,825	SH		SOLE		8,825	0	0
DENTSPLY SIRONA INC	COM	24906P109	2,379	47,967	SH		OTR	1	0	47,967	0
DENTSPLY SIRONA INC	COM	24906P109	138	2,777	SH		SOLE		2,777	0	0
DEVON ENERGY CORP NEW	COM	25179M103	9,893	313,461	SH		OTR	1	0	313,461	0
DEVON ENERGY CORP NEW	COM	25179M103	819	25,945	SH		SOLE		25,945	0	0
DEXCOM INC	COM	252131107	280	2,351	SH		OTR	1	0	2,351	0
DEXCOM INC	COM	252131107	35	293	SH		SOLE		293	0	0
DEXCOM INC	NOTE 0.750% 5/1	252131AF4	511	380,000	PRN		SOLE		380,000	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	2,063	20,317	SH		OTR	1	0	20,317	0
DIAMONDBACK ENERGY INC	COM	25278X109	187	1,839	SH		SOLE		1,839	0	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	828	76,500	SH		OTR	1	0	76,500	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	502	46,398	SH		SOLE		46,398	0	0
DICKS SPORTING GOODS INC	COM	253393102	3,220	87,468	SH		OTR	1	0	87,468	0
DICKS SPORTING GOODS INC	COM	253393102	317	8,617	SH		SOLE		8,617	0	0
DIGI INTL INC	COM	253798102	248	19,600	SH		OTR	1	0	19,600	0
DIGI INTL INC	COM	253798102	156	12,300	SH		SOLE		12,300	0	0
DIGITAL RLTY TR INC	COM	253868103	312	2,623	SH		SOLE		2,623	0	0
DIGITAL RLTY TR INC	COM	253868103	4,143	34,817	SH		OTR	1	0	34,817	0
DIME CMNTY BANCSHARES	COM	253922108	547	29,213	SH		SOLE		29,213	0	0
DIME CMNTY BANCSHARES	COM	253922108	901	48,100	SH		OTR	1	0	48,100	0
DIODES INC	COM	254543101	191	5,500	SH		OTR	1	0	5,500	0
DIODES INC	COM	254543101	133	3,827	SH		SOLE		3,827	0	0
DISCOVER FINL SVCS	COM	254709108	11,449	160,893	SH		OTR	1	0	160,893	0
DISCOVER FINL SVCS	COM	254709108	692	9,722	SH		OTR	5	0	9,722	0
DISCOVER FINL SVCS	COM	254709108	1,785	25,081	SH		SOLE		25,081	0	0
DISCOVERY INC	COM SER A	25470F104	4,830	178,774	SH		OTR	1	0	178,774	0
DISCOVERY INC	COM SER A	25470F104	800	29,611	SH		OTR	5	0	29,611	0
DISCOVERY INC	COM SER A	25470F104	1,481	54,812	SH		SOLE		54,812	0	0
DISCOVERY INC	COM SER C	25470F302	6,020	236,815	SH		OTR	1	0	236,815	0
DISCOVERY INC	COM SER C	25470F302	431	16,937	SH		OTR	5	0	16,937	0
DISCOVERY INC	COM SER C	25470F302	1,075	42,280	SH		SOLE		42,280	0	0
DISH NETWORK CORP	CL A	25470M109	3,708	117,022	SH		OTR	1	0	117,022	0
DISH NETWORK CORP	CL A	25470M109	1,528	48,223	SH		SOLE		48,223	0	0
DISH NETWORK CORP	NOTE 2.375% 3/1	25470MAD1	4,143	5,000,000	PRN		SOLE		5,000,000	0	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	5,409	6,367,000	PRN		OTR	1	0	6,367,000	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	82	96,000	PRN		OTR	4	0	96,000	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	59,994	70,416,000	PRN		SOLE		70,416,000	0	0
DISNEY WALT CO	COM DISNEY	254687106	48,168	433,829	SH		OTR	1	0	433,829	0
DISNEY WALT CO	COM DISNEY	254687106	2,585	23,286	SH		OTR	5	0	23,286	0
DISNEY WALT CO	COM DISNEY	254687106	10,965	98,760	SH		SOLE		98,760	0	0
DOLLAR GEN CORP NEW	COM	256677105	7,880	66,052	SH		OTR	1	0	66,052	0
DOLLAR GEN CORP NEW	COM	256677105	808	6,771	SH		SOLE		6,771	0	0
DOLLAR TREE INC	COM	256746108	3,808	36,252	SH		OTR	1	0	36,252	0
DOLLAR TREE INC	COM	256746108	311	2,958	SH		SOLE		2,958	0	0
DOMINION ENERGY INC	COM	25746U109	11,067	144,368	SH		OTR	1	0	144,368	0
DOMINION ENERGY INC	COM	25746U109	896	11,688	SH		SOLE		11,688	0	0
DOMTAR CORP	COM NEW	257559203	6,480	130,513	SH		OTR	1	0	130,513	0
DOMTAR CORP	COM NEW	257559203	1,302	26,224	SH		SOLE		26,224	0	0
DONNELLEY R R & SONS CO	COM	257867200	852	180,600	SH		OTR	1	0	180,600	0
DONNELLEY R R & SONS CO	COM	257867200	536	113,500	SH		SOLE		113,500	0	0
DOVER CORP	COM	260003108	199	2,119	SH		SOLE		2,119	0	0
DOVER CORP	COM	260003108	3,330	35,504	SH		OTR	1	0	35,504	0
DOWDUPONT INC	COM	26078J100	3,238	60,735	SH		SOLE		60,735	0	0
DOWDUPONT INC	COM	26078J100	22,267	417,687	SH		OTR	1	0	417,687	0
DOWDUPONT INC	COM	26078J100	838	15,718	SH		OTR	5	0	15,718	0
DTE ENERGY CO	COM	233331107	12,442	99,742	SH		OTR	1	0	99,742	0
DTE ENERGY CO	COM	233331107	1,113	8,922	SH		OTR	5	0	8,922	0
DTE ENERGY CO	COM	233331107	2,366	18,968	SH		SOLE		18,968	0	0
DUCOMMUN INC DEL	COM	264147109	914	21,000	SH		OTR	1	0	21,000	0
DUCOMMUN INC DEL	COM	264147109	557	12,792	SH		SOLE		12,792	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	13,118	145,750	SH		OTR	1	0	145,750	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	645	7,169	SH		OTR	5	0	7,169	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	2,017	22,411	SH		SOLE		22,411	0	0
DUKE REALTY CORP	COM NEW	264411505	1,788	58,464	SH		OTR	1	0	58,464	0
DUKE REALTY CORP	COM NEW	264411505	160	5,218	SH		SOLE		5,218	0	0
DURECT CORP	COM	266605104	56	89,300	SH		OTR	1	0	89,300	0
DURECT CORP	COM	266605104	42	67,621	SH		SOLE		67,621	0	0
DWS MUN INCOME TR NEW	COM	233368109	1,372	124,496	SH		OTR	1	0	124,496	0
DXC TECHNOLOGY CO	COM	23355L106	7,804	121,355	SH		OTR	1	0	121,355	0
DXC TECHNOLOGY CO	COM	23355L106	664	10,332	SH		SOLE		10,332	0	0
DYCOM INDS INC	NOTE 0.750% 9/1	267475AB7	431	466,000	PRN		SOLE		466,000	0	0
E TRADE FINANCIAL CORP	COM NEW	269246401	9,257	199,366	SH		OTR	1	0	199,366	0
E TRADE FINANCIAL CORP	COM NEW	269246401	862	18,570	SH		OTR	5	0	18,570	0
E TRADE FINANCIAL CORP	COM NEW	269246401	1,748	37,651	SH		SOLE		37,651	0	0
EAST WEST BANCORP INC	COM	27579R104	210	4,376	SH		OTR	1	0	4,376	0
EASTGROUP PPTY INC	COM	277276101	726	6,500	SH		OTR	1	0	6,500	0
EASTGROUP PPTY INC	COM	277276101	447	4,000	SH		SOLE		4,000	0	0
EASTMAN CHEMICAL CO	COM	277432100	2,184	28,779	SH		OTR	1	0	28,779	0
EASTMAN CHEMICAL CO	COM	277432100	169	2,222	SH		SOLE		2,222	0	0
EATON VANCE MUN INCOME 2028	SHS	27829U105	1,669	82,787	SH		SOLE		82,787	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	156	13,241	SH		OTR	1	0	13,241	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	5,657	481,489	SH		SOLE		481,489	0	0
EBAY INC	COM	278642103	16,035	431,758	SH		OTR	1	0	431,758	0
EBAY INC	COM	278642103	2,103	56,614	SH		OTR	5	0	56,614	0
EBAY INC	COM	278642103	3,658	98,496	SH		SOLE		98,496	0	0
EBIX INC	COM NEW	278715206	517	10,462	SH		SOLE		10,462	0	0
EBIX INC	COM NEW	278715206	820	16,600	SH		OTR	1	0	16,600	0
ECHO GLOBAL LOGISTICS INC	NOTE 2.500% 5/0	27875TAA9	20,662	20,734,000	PRN		SOLE		20,734,000	0	0
ECHOSTAR CORP	CL A	278768106	4,596	126,091	SH		OTR	1	0	126,091	0
ECHOSTAR CORP	CL A	278768106	450	12,341	SH		SOLE		12,341	0	0
ECOLAB INC	COM	278865100	8,500	48,148	SH		OTR	1	0	48,148	0
ECOLAB INC	COM	278865100	638	3,613	SH		SOLE		3,613	0	0
EDISON INTL	COM	281020107	6,125	98,915	SH		OTR	1	0	98,915	0
EDISON INTL	COM	281020107	523	8,451	SH		SOLE		8,451	0	0
EDITAS MEDICINE INC	COM	28106W103	311	12,700	SH		OTR	1	0	12,700	0
EDITAS MEDICINE INC	COM	28106W103	220	8,992	SH		SOLE		8,992	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	832	4,350	SH		SOLE		4,350	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	8,163	42,663	SH		OTR	1	0	42,663	0
EGAIN CORP	COM NEW	28225C806	126	12,100	SH		OTR	1	0	12,100	0
EGAIN CORP	COM NEW	28225C806	84	8,000	SH		SOLE		8,000	0	0
EL POLLO LOCO HLDGS INC	COM	268603107	565	43,400	SH		OTR	1	0	43,400	0
EL POLLO LOCO HLDGS INC	COM	268603107	342	26,300	SH		SOLE		26,300	0	0
ELANCO ANIMAL HEALTH INC	COM	28414H103	249	7,752	SH		OTR	1	0	7,752	0
ELECTRONIC ARTS INC	COM	285512109	4,365	42,954	SH		OTR	1	0	42,954	0
ELECTRONIC ARTS INC	COM	285512109	401	3,947	SH		SOLE		3,947	0	0
ELECTRONICS FOR IMAGING INC	COM	286082102	169	6,300	SH		OTR	1	0	6,300	0
ELECTRONICS FOR IMAGING INC	COM	286082102	102	3,800	SH		SOLE		3,800	0	0
ELECTRONICS FOR IMAGING INC	NOTE 0.750% 9/0	286082AC6	555	562,000	PRN		SOLE		562,000	0	0
ELEMENT SOLUTIONS INC	COM	28618M106	174	17,212	SH		SOLE		17,212	0	0
ELEMENT SOLUTIONS INC	COM	28618M106	4,502	445,706	SH		OTR	1	0	445,706	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	321	6,348	SH		SOLE		6,348	0	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	515	10,192	SH		OTR	1	0	10,192	0
EMERSON ELEC CO	COM	291011104	8,800	128,522	SH		OTR	1	0	128,522	0
EMERSON ELEC CO	COM	291011104	243	3,543	SH		OTR	5	0	3,543	0
EMERSON ELEC CO	COM	291011104	954	13,932	SH		SOLE		13,932	0	0
EMPIRE ST RLTY TR INC	CL A	292104106	387	24,494	SH		OTR	1	0	24,494	0
EMPIRE ST RLTY TR INC	CL A	292104106	23	1,453	SH		SOLE		1,453	0	0
EMPLOYERS HOLDINGS INC	COM	292218104	566	14,100	SH		OTR	1	0	14,100	0
EMPLOYERS HOLDINGS INC	COM	292218104	337	8,400	SH		SOLE		8,400	0	0
ENANTA PHARMACEUTICALS INC	COM	29251M106	401	4,200	SH		OTR	1	0	4,200	0
ENANTA PHARMACEUTICALS INC	COM	29251M106	248	2,592	SH		SOLE		2,592	0	0
ENCOMPASS HEALTH CORP	COM	29261A100	3,455	59,160	SH		OTR	1	0	59,160	0
ENCOMPASS HEALTH CORP	COM	29261A100	115	1,961	SH		OTR	5	0	1,961	0
ENCOMPASS HEALTH CORP	COM	29261A100	478	8,186	SH		SOLE		8,186	0	0
ENCORE CAP GROUP INC	NOTE 3.000% 7/0	292554AF9	366	382,000	PRN		SOLE		382,000	0	0
ENCORE WIRE CORP	COM	292562105	1,013	17,700	SH		OTR	1	0	17,700	0
ENCORE WIRE CORP	COM	292562105	611	10,679	SH		SOLE		10,679	0	0
ENDURANCE INTL GROUP HLDGS I	COM	29272B105	159	21,900	SH		OTR	1	0	21,900	0
ENDURANCE INTL GROUP HLDGS I	COM	29272B105	99	13,700	SH		SOLE		13,700	0	0
ENERSYS	COM	29275Y102	1,134	17,400	SH		OTR	1	0	17,400	0
ENERSYS	COM	29275Y102	697	10,692	SH		SOLE		10,692	0	0
ENOVA INTL INC	COM	29357K103	885	38,800	SH		OTR	1	0	38,800	0
ENOVA INTL INC	COM	29357K103	564	24,736	SH		SOLE		24,736	0	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	4,831	6,264,000	PRN		OTR	1	0	6,264,000	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	27,522	35,567,000	PRN		SOLE		35,567,000	0	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	72	93,000	PRN		OTR	4	0	93,000	0
ENSIGN GROUP INC	COM	29358P101	1,234	24,100	SH		OTR	1	0	24,100	0
ENSIGN GROUP INC	COM	29358P101	758	14,800	SH		SOLE		14,800	0	0
ENTEGRIS INC	COM	29362U104	710	19,900	SH		OTR	1	0	19,900	0
ENTEGRIS INC	COM	29362U104	432	12,100	SH		SOLE		12,100	0	0
ENTERGY CORP NEW	COM	29364G103	7,545	78,903	SH		OTR	1	0	78,903	0
ENTERGY CORP NEW	COM	29364G103	396	4,143	SH		OTR	5	0	4,143	0
ENTERGY CORP NEW	COM	29364G103	1,113	11,634	SH		SOLE		11,634	0	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	234	72,119	SH		SOLE		72,119	0	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	380	117,300	SH		OTR	1	0	117,300	0
ENVESTNET INC	COM	29404K106	196	3,000	SH		OTR	1	0	3,000	0
ENVESTNET INC	COM	29404K106	124	1,900	SH		SOLE		1,900	0	0
ENZO BIOCHEM INC	COM	294100102	27	10,000	SH		OTR	1	0	10,000	0
ENZO BIOCHEM INC	COM	294100102	11	3,900	SH		SOLE		3,900	0	0
EOG RES INC	COM	26875P101	10,484	110,152	SH		OTR	1	0	110,152	0
EOG RES INC	COM	26875P101	257	2,699	SH		OTR	5	0	2,699	0
EOG RES INC	COM	26875P101	1,134	11,914	SH		SOLE		11,914	0	0
EPLUS INC	COM	294268107	177	2,000	SH		OTR	1	0	2,000	0
EPLUS INC	COM	294268107	109	1,231	SH		SOLE		1,231	0	0
EPR PPTYS	COM SH BEN INT	26884U109	1,149	14,939	SH		SOLE		14,939	0	0
EPR PPTYS	COM SH BEN INT	26884U109	5,583	72,605	SH		OTR	1	0	72,605	0
EPR PPTYS	COM SH BEN INT	26884U109	507	6,596	SH		OTR	5	0	6,596	0
EQT CORP	COM	26884L109	462	22,297	SH		OTR	1	0	22,297	0
EQUIFAX INC	COM	294429105	1,913	16,142	SH		OTR	1	0	16,142	0
EQUIFAX INC	COM	294429105	171	1,446	SH		SOLE		1,446	0	0
EQUINIX INC	COM	29444U700	6,348	14,009	SH		OTR	1	0	14,009	0
EQUINIX INC	COM	29444U700	132	292	SH		OTR	5	0	292	0
EQUINIX INC	COM	29444U700	2,210	4,877	SH		SOLE		4,877	0	0
EQUITRANS MIDSTREAM CORPORAT	COM	294600101	3,993	183,320	SH		OTR	1	0	183,320	0
EQUITRANS MIDSTREAM CORPORAT	COM	294600101	474	21,758	SH		SOLE		21,758	0	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	4,098	35,849	SH		OTR	1	0	35,849	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	265	2,318	SH		SOLE		2,318	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	12,978	172,304	SH		OTR	1	0	172,304	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	912	12,114	SH		OTR	5	0	12,114	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	2,273	30,178	SH		SOLE		30,178	0	0
ESSEX PPTY TR INC	COM	297178105	6,357	21,980	SH		OTR	1	0	21,980	0
ESSEX PPTY TR INC	COM	297178105	91	316	SH		OTR	5	0	316	0
ESSEX PPTY TR INC	COM	297178105	597	2,065	SH		SOLE		2,065	0	0
ETHAN ALLEN INTERIORS INC	COM	297602104	170	8,900	SH		OTR	1	0	8,900	0
ETHAN ALLEN INTERIORS INC	COM	297602104	109	5,700	SH		SOLE		5,700	0	0
ETSY INC	COM	29786A106	847	12,600	SH		OTR	1	0	12,600	0
ETSY INC	COM	29786A106	518	7,700	SH		SOLE		7,700	0	0
ETSY INC	NOTE 3/0	29786AAC0	45,267	23,410,000	PRN		SOLE		23,410,000	0	0
EURONET WORLDWIDE INC	COM	298736109	1,113	7,809	SH		SOLE		7,809	0	0
EURONET WORLDWIDE INC	COM	298736109	4,298	30,144	SH		OTR	1	0	30,144	0
EURONET WORLDWIDE INC	NOTE 1.500%10/0	298736AH2	816	415,000	PRN		SOLE		415,000	0	0
EVERBRIDGE INC	COM	29978A104	285	3,800	SH		OTR	1	0	3,800	0
EVERBRIDGE INC	COM	29978A104	188	2,500	SH		SOLE		2,500	0	0
EVERCORE INC	CLASS A	29977A105	10,534	115,763	SH		OTR	1	0	115,763	0
EVERCORE INC	CLASS A	29977A105	1,640	18,019	SH		SOLE		18,019	0	0
EVERGY INC	COM	30034W106	2,153	37,092	SH		OTR	1	0	37,092	0
EVERGY INC	COM	30034W106	182	3,135	SH		SOLE		3,135	0	0
EVERSOURCE ENERGY	COM	30040W108	6,068	85,519	SH		OTR	1	0	85,519	0
EVERSOURCE ENERGY	COM	30040W108	491	6,920	SH		SOLE		6,920	0	0
EVERTEC INC	COM	30040P103	146	5,267	SH		SOLE		5,267	0	0
EVERTEC INC	COM	30040P103	242	8,700	SH		OTR	1	0	8,700	0
EXACT SCIENCES CORP	COM	30063P105	4,551	52,538	SH		OTR	1	0	52,538	0
EXACT SCIENCES CORP	COM	30063P105	324	3,740	SH		SOLE		3,740	0	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	6,622	4,851,000	PRN		OTR	1	0	4,851,000	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	100	73,000	PRN		OTR	4	0	73,000	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	28,865	21,108,000	PRN		SOLE		21,108,000	0	0
EXELIXIS INC	COM	30161Q104	1,696	71,271	SH		OTR	1	0	71,271	0
EXELIXIS INC	COM	30161Q104	206	8,667	SH		SOLE		8,667	0	0
EXELON CORP	COM	30161N101	16,248	324,127	SH		OTR	1	0	324,127	0
EXELON CORP	COM	30161N101	2,454	48,950	SH		OTR	5	0	48,950	0
EXELON CORP	COM	30161N101	6,363	126,925	SH		SOLE		126,925	0	0
EXPEDIA GROUP INC	COM NEW	30212P303	1,875	15,755	SH		OTR	5	0	15,755	0
EXPEDIA GROUP INC	COM NEW	30212P303	5,250	44,116	SH		SOLE		44,116	0	0
EXPEDIA GROUP INC	COM NEW	30212P303	18,557	155,937	SH		OTR	1	0	155,937	0
EXPEDITORS INTL WASH INC	COM	302130109	159	2,095	SH		SOLE		2,095	0	0
EXPEDITORS INTL WASH INC	COM	302130109	1,773	23,366	SH		OTR	1	0	23,366	0
EXPRESS INC	COM	30219E103	383	89,400	SH		OTR	1	0	89,400	0
EXPRESS INC	COM	30219E103	230	53,830	SH		SOLE		53,830	0	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	7,529	419,466	SH		OTR	1	0	419,466	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	386	21,478	SH		SOLE		21,478	0	0
EXTERRAN CORP	COM	30227H106	388	23,000	SH		OTR	1	0	23,000	0
EXTERRAN CORP	COM	30227H106	238	14,146	SH		SOLE		14,146	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	419	4,112	SH		SOLE		4,112	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	3,475	34,098	SH		OTR	1	0	34,098	0
EXTRA SPACE STORAGE INC	COM	30225T102	78	762	SH		OTR	5	0	762	0
EXXON MOBIL CORP	COM	30231G102	20,386	252,299	SH		SOLE		252,299	0	0
EXXON MOBIL CORP	COM	30231G102	73,157	905,411	SH		OTR	1	0	905,411	0
EXXON MOBIL CORP	COM	30231G102	7,912	97,924	SH		OTR	5	0	97,924	0
EZCORP INC	CL A NON VTG	302301106	895	96,000	SH		OTR	1	0	96,000	0
EZCORP INC	CL A NON VTG	302301106	546	58,575	SH		SOLE		58,575	0	0
F M C CORP	COM NEW	302491303	1,654	21,526	SH		OTR	1	0	21,526	0
F M C CORP	COM NEW	302491303	124	1,618	SH		SOLE		1,618	0	0
F5 NETWORKS INC	COM	315616102	9,346	59,556	SH		OTR	1	0	59,556	0
F5 NETWORKS INC	COM	315616102	533	3,396	SH		OTR	5	0	3,396	0
F5 NETWORKS INC	COM	315616102	1,116	7,112	SH		SOLE		7,112	0	0
FACEBOOK INC	CL A	30303M102	7,452	44,704	SH		OTR	5	0	44,704	0
FACEBOOK INC	CL A	30303M102	23,235	139,393	SH		SOLE		139,393	0	0
FACEBOOK INC	CL A	30303M102	117,634	705,704	SH		OTR	1	0	705,704	0
FAIR ISAAC CORP	COM	303250104	5,813	21,401	SH		OTR	1	0	21,401	0
FAIR ISAAC CORP	COM	303250104	416	1,531	SH		SOLE		1,531	0	0
FARMERS NATL BANC CORP	COM	309627107	204	14,800	SH		OTR	1	0	14,800	0
FARMERS NATL BANC CORP	COM	309627107	140	10,159	SH		SOLE		10,159	0	0
FASTENAL CO	COM	311900104	2,474	38,466	SH		OTR	1	0	38,466	0
FASTENAL CO	COM	311900104	228	3,548	SH		SOLE		3,548	0	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	1,389	10,074	SH		OTR	1	0	10,074	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	124	903	SH		SOLE		903	0	0
FEDEX CORP	COM	31428X106	567	3,123	SH		SOLE		3,123	0	0
FEDEX CORP	COM	31428X106	7,095	39,111	SH		OTR	1	0	39,111	0
FEDNAT HLDG CO	COM	31431B109	388	24,200	SH		OTR	1	0	24,200	0
FEDNAT HLDG CO	COM	31431B109	234	14,618	SH		SOLE		14,618	0	0
FIBROGEN INC	COM	31572Q808	767	14,119	SH		OTR	1	0	14,119	0
FIBROGEN INC	COM	31572Q808	502	9,239	SH		SOLE		9,239	0	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	3,650	99,856	SH		OTR	1	0	99,856	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	302	8,268	SH		SOLE		8,268	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	10,822	95,681	SH		OTR	1	0	95,681	0
FIDELITY NATL INFORMATION SV	COM	31620M106	877	7,758	SH		SOLE		7,758	0	0
FIESTA RESTAURANT GROUP INC	COM	31660B101	488	37,200	SH		OTR	1	0	37,200	0
FIESTA RESTAURANT GROUP INC	COM	31660B101	294	22,400	SH		SOLE		22,400	0	0
FIFTH THIRD BANCORP	COM	316773100	1,065	42,246	SH		SOLE		42,246	0	0
FIFTH THIRD BANCORP	COM	316773100	349	13,821	SH		OTR	5	0	13,821	0
FIFTH THIRD BANCORP	COM	316773100	8,544	338,793	SH		OTR	1	0	338,793	0
FINANCIAL INSTNS INC	COM	317585404	460	16,923	SH		SOLE		16,923	0	0
FINANCIAL INSTNS INC	COM	317585404	753	27,700	SH		OTR	1	0	27,700	0
FINISAR CORP	NOTE 0.500%12/1	31787AAP6	18,370	18,681,000	PRN		SOLE		18,681,000	0	0
FIREEYE INC	NOTE 1.000% 6/0	31816QAB7	982	1,009,000	PRN		SOLE		1,009,000	0	0
FIRST AMERN FINL CORP	COM	31847R102	8,790	170,674	SH		OTR	1	0	170,674	0
FIRST AMERN FINL CORP	COM	31847R102	1,466	28,469	SH		OTR	5	0	28,469	0
FIRST AMERN FINL CORP	COM	31847R102	2,812	54,593	SH		SOLE		54,593	0	0
FIRST BANCORP P R	COM NEW	318672706	670	58,500	SH		OTR	1	0	58,500	0
FIRST BANCORP P R	COM NEW	318672706	421	36,727	SH		SOLE		36,727	0	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	144	7,200	SH		OTR	1	0	7,200	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	95	4,767	SH		SOLE		4,767	0	0
FIRST CTZNS BANCSHARES INC N	CL A	31946M103	15	36	SH		SOLE		36	0	0
FIRST CTZNS BANCSHARES INC N	CL A	31946M103	974	2,393	SH		OTR	1	0	2,393	0
FIRST DATA CORP NEW	COM CL A	32008D106	4,866	185,222	SH		OTR	1	0	185,222	0
FIRST DATA CORP NEW	COM CL A	32008D106	577	21,982	SH		SOLE		21,982	0	0
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	184	11,700	SH		OTR	1	0	11,700	0
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	109	6,944	SH		SOLE		6,944	0	0
FIRST FINL CORP IND	COM	320218100	172	4,100	SH		OTR	1	0	4,100	0
FIRST FINL CORP IND	COM	320218100	105	2,500	SH		SOLE		2,500	0	0
FIRST FNDTN INC	COM	32026V104	885	65,200	SH		OTR	1	0	65,200	0
FIRST FNDTN INC	COM	32026V104	542	39,910	SH		SOLE		39,910	0	0
FIRST HAWAIIAN INC	COM	32051X108	2,682	102,947	SH		OTR	1	0	102,947	0
FIRST HAWAIIAN INC	COM	32051X108	124	4,774	SH		SOLE		4,774	0	0
FIRST INTERNET BANCORP	COM	320557101	499	25,800	SH		OTR	1	0	25,800	0
FIRST INTERNET BANCORP	COM	320557101	300	15,521	SH		SOLE		15,521	0	0
FIRST MIDWEST BANCORP DEL	COM	320867104	618	30,200	SH		OTR	1	0	30,200	0
FIRST MIDWEST BANCORP DEL	COM	320867104	362	17,700	SH		SOLE		17,700	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	2,454	24,425	SH		OTR	1	0	24,425	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	213	2,121	SH		SOLE		2,121	0	0
FIRSTENERGY CORP	COM	337932107	4,301	103,355	SH		OTR	1	0	103,355	0
FIRSTENERGY CORP	COM	337932107	354	8,512	SH		SOLE		8,512	0	0
FISERV INC	COM	337738108	584	6,613	SH		SOLE		6,613	0	0
FISERV INC	COM	337738108	6,302	71,388	SH		OTR	1	0	71,388	0
FIVE BELOW INC	COM	33829M101	671	5,400	SH		OTR	1	0	5,400	0
FIVE BELOW INC	COM	33829M101	409	3,288	SH		SOLE		3,288	0	0
FIVE9 INC	COM	338307101	428	8,100	SH		OTR	1	0	8,100	0
FIVE9 INC	COM	338307101	256	4,845	SH		SOLE		4,845	0	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	1,021	31,000	SH		OTR	1	0	31,000	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	620	18,824	SH		SOLE		18,824	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	3,586	14,541	SH		OTR	1	0	14,541	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	341	1,383	SH		SOLE		1,383	0	0
FLEXION THERAPEUTICS INC	NOTE 3.375% 5/0	33938JAB2	194	221,000	PRN		SOLE		221,000	0	0
FLEXSTEEL INDS INC	COM	339382103	160	6,900	SH		OTR	1	0	6,900	0
FLEXSTEEL INDS INC	COM	339382103	97	4,200	SH		SOLE		4,200	0	0
FLIR SYS INC	COM	302445101	1,045	21,964	SH		OTR	1	0	21,964	0
FLIR SYS INC	COM	302445101	100	2,095	SH		SOLE		2,095	0	0
FLOWSERVE CORP	COM	34354P105	887	19,642	SH		OTR	1	0	19,642	0
FLOWSERVE CORP	COM	34354P105	78	1,722	SH		SOLE		1,722	0	0
FLUIDIGM CORP DEL	COM	34385P108	964	72,500	SH		OTR	1	0	72,500	0
FLUIDIGM CORP DEL	COM	34385P108	591	44,500	SH		SOLE		44,500	0	0
FLUOR CORP NEW	COM	343412102	694	18,850	SH		OTR	1	0	18,850	0
FLUOR CORP NEW	COM	343412102	62	1,690	SH		SOLE		1,690	0	0
FLUSHING FINL CORP	COM	343873105	586	26,700	SH		OTR	1	0	26,700	0
FLUSHING FINL CORP	COM	343873105	354	16,155	SH		SOLE		16,155	0	0
FLWS/1-800 FLOWERS	CL A	68243Q106	941	51,600	SH		OTR	1	0	51,600	0
FLWS/1-800 FLOWERS	CL A	68243Q106	581	31,896	SH		SOLE		31,896	0	0
FONAR CORP	COM NEW	344437405	252	12,300	SH		OTR	1	0	12,300	0
FONAR CORP	COM NEW	344437405	153	7,457	SH		SOLE		7,457	0	0
FOOT LOCKER INC	COM	344849104	1,843	30,405	SH		OTR	5	0	30,405	0
FOOT LOCKER INC	COM	344849104	4,548	75,046	SH		SOLE		75,046	0	0
FOOT LOCKER INC	COM	344849104	17,604	290,487	SH		OTR	1	0	290,487	0
FORD MTR CO DEL	COM	345370860	6,516	742,174	SH		OTR	1	0	742,174	0
FORD MTR CO DEL	COM	345370860	455	51,777	SH		SOLE		51,777	0	0
FORTINET INC	COM	34959E109	14,589	173,745	SH		OTR	1	0	173,745	0
FORTINET INC	COM	34959E109	1,207	14,373	SH		OTR	5	0	14,373	0
FORTINET INC	COM	34959E109	3,726	44,373	SH		SOLE		44,373	0	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	6,154	5,866	SH		OTR	1	0	5,866	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	179	170	SH		SOLE		170	0	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	91	87	SH		OTR	4	0	87	0
FORTIVE CORP	COM	34959J108	320	3,811	SH		SOLE		3,811	0	0
FORTIVE CORP	COM	34959J108	3,430	40,886	SH		OTR	1	0	40,886	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	909	19,091	SH		OTR	1	0	19,091	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	81	1,711	SH		SOLE		1,711	0	0
FOSSIL GROUP INC	COM	34988V106	460	33,500	SH		OTR	1	0	33,500	0
FOSSIL GROUP INC	COM	34988V106	295	21,468	SH		SOLE		21,468	0	0
FOSTER L B CO	COM	350060109	329	17,500	SH		OTR	1	0	17,500	0
FOSTER L B CO	COM	350060109	203	10,801	SH		SOLE		10,801	0	0
FOUNDATION BLDG MATLS INC	COM	350392106	62	6,300	SH		OTR	1	0	6,300	0
FOUNDATION BLDG MATLS INC	COM	350392106	39	4,000	SH		SOLE		4,000	0	0
FOX CORP	CL A COM	35137L105	2,517	68,551	SH		OTR	1	0	68,551	0
FOX CORP	CL A COM	35137L105	42	1,151	SH		OTR	5	0	1,151	0
FOX CORP	CL A COM	35137L105	242	6,581	SH		SOLE		6,581	0	0
FOX CORP	CL B COM	35137L204	1,332	37,124	SH		OTR	1	0	37,124	0
FOX CORP	CL B COM	35137L204	415	11,570	SH		SOLE		11,570	0	0
FRANKLIN FINL NETWORK INC	COM	35352P104	847	29,200	SH		OTR	1	0	29,200	0
FRANKLIN FINL NETWORK INC	COM	35352P104	518	17,866	SH		SOLE		17,866	0	0
FRANKLIN RES INC	COM	354613101	1,620	48,879	SH		OTR	1	0	48,879	0
FRANKLIN RES INC	COM	354613101	119	3,591	SH		SOLE		3,591	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	3,212	249,195	SH		OTR	1	0	249,195	0
FREEPORT-MCMORAN INC	CL B	35671D857	228	17,711	SH		SOLE		17,711	0	0
FRONTDOOR INC	COM	35905A109	199	5,769	SH		SOLE		5,769	0	0
FRONTDOOR INC	COM	35905A109	2,049	59,538	SH		OTR	1	0	59,538	0
FS BANCORP INC	COM	30263Y104	166	3,292	SH		SOLE		3,292	0	0
FS BANCORP INC	COM	30263Y104	262	5,200	SH		OTR	1	0	5,200	0
FTI CONSULTING INC	COM	302941109	1,306	17,000	SH		OTR	1	0	17,000	0
FTI CONSULTING INC	COM	302941109	805	10,479	SH		SOLE		10,479	0	0
FUTUREFUEL CORPORATION	COM	36116M106	233	17,400	SH		OTR	1	0	17,400	0
FUTUREFUEL CORPORATION	COM	36116M106	143	10,700	SH		SOLE		10,700	0	0
GAIN CAP HLDGS INC	COM	36268W100	229	36,400	SH		OTR	1	0	36,400	0
GAIN CAP HLDGS INC	COM	36268W100	139	22,100	SH		SOLE		22,100	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	573	7,340	SH		SOLE		7,340	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	4,788	61,307	SH		OTR	1	0	61,307	0
GALLAGHER ARTHUR J & CO	COM	363576109	164	2,094	SH		OTR	5	0	2,094	0
GAMESTOP CORP NEW	CL A	36467W109	924	90,900	SH		OTR	1	0	90,900	0
GAMESTOP CORP NEW	CL A	36467W109	569	56,000	SH		SOLE		56,000	0	0
GAMING & LEISURE PPTYS INC	COM	36467J108	1,350	35,003	SH		OTR	1	0	35,003	0
GAMING & LEISURE PPTYS INC	COM	36467J108	166	4,314	SH		SOLE		4,314	0	0
GANNETT CO INC	COM	36473H104	993	94,200	SH		OTR	1	0	94,200	0
GANNETT CO INC	COM	36473H104	617	58,519	SH		SOLE		58,519	0	0
GAP INC	COM	364760108	761	29,079	SH		OTR	1	0	29,079	0
GAP INC	COM	364760108	148	5,672	SH		SOLE		5,672	0	0
GARRETT MOTION INC	COM	366505105	1,778	120,677	SH		OTR	1	0	120,677	0
GARTNER INC	COM	366651107	2,226	14,674	SH		OTR	1	0	14,674	0
GARTNER INC	COM	366651107	198	1,304	SH		SOLE		1,304	0	0
GENERAC HLDGS INC	COM	368736104	1,276	24,900	SH		OTR	1	0	24,900	0
GENERAC HLDGS INC	COM	368736104	785	15,323	SH		SOLE		15,323	0	0
GENERAL DYNAMICS CORP	COM	369550108	8,621	50,925	SH		OTR	1	0	50,925	0
GENERAL DYNAMICS CORP	COM	369550108	653	3,857	SH		SOLE		3,857	0	0
GENERAL ELECTRIC CO	COM	369604103	15,291	1,530,686	SH		OTR	1	0	1,530,686	0
GENERAL ELECTRIC CO	COM	369604103	267	26,764	SH		OTR	5	0	26,764	0
GENERAL ELECTRIC CO	COM	369604103	1,521	152,234	SH		SOLE		152,234	0	0
GENERAL FIN CORP DEL	COM	369822101	270	28,900	SH		OTR	1	0	28,900	0
GENERAL FIN CORP DEL	COM	369822101	162	17,414	SH		SOLE		17,414	0	0
GENERAL MLS INC	COM	370334104	6,376	123,199	SH		OTR	1	0	123,199	0
GENERAL MLS INC	COM	370334104	411	7,939	SH		SOLE		7,939	0	0
GENERAL MTRS CO	COM	37045V100	11,234	302,809	SH		OTR	1	0	302,809	0
GENERAL MTRS CO	COM	37045V100	2,735	73,732	SH		SOLE		73,732	0	0
GENESCO INC	COM	371532102	625	13,715	SH		SOLE		13,715	0	0
GENESCO INC	COM	371532102	993	21,800	SH		OTR	1	0	21,800	0
GENESEE & WYO INC	CL A	371559105	2,446	28,066	SH		OTR	1	0	28,066	0
GENESEE & WYO INC	CL A	371559105	74	847	SH		SOLE		847	0	0
GENESIS HEALTHCARE INC	CL A COM	37185X106	68	47,000	SH		OTR	1	0	47,000	0
GENESIS HEALTHCARE INC	CL A COM	37185X106	45	31,300	SH		SOLE		31,300	0	0
GENUINE PARTS CO	COM	372460105	4,692	41,884	SH		OTR	1	0	41,884	0
GENUINE PARTS CO	COM	372460105	306	2,730	SH		SOLE		2,730	0	0
GENWORTH FINL INC	COM CL A	37247D106	1,103	288,100	SH		OTR	1	0	288,100	0
GENWORTH FINL INC	COM CL A	37247D106	681	177,801	SH		SOLE		177,801	0	0
GEO GROUP INC NEW	COM	36162J106	1,114	58,000	SH		OTR	1	0	58,000	0
GEO GROUP INC NEW	COM	36162J106	699	36,407	SH		SOLE		36,407	0	0
GILEAD SCIENCES INC	COM	375558103	33,731	518,863	SH		OTR	1	0	518,863	0
GILEAD SCIENCES INC	COM	375558103	2,629	40,435	SH		OTR	5	0	40,435	0
GILEAD SCIENCES INC	COM	375558103	7,970	122,601	SH		SOLE		122,601	0	0
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	513	9,700	SH		OTR	1	0	9,700	0
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	327	6,183	SH		SOLE		6,183	0	0
GLOBAL BRASS & COPPR HLDGS I	COM	37953G103	1,006	29,200	SH		OTR	1	0	29,200	0
GLOBAL BRASS & COPPR HLDGS I	COM	37953G103	609	17,694	SH		SOLE		17,694	0	0
GLOBAL PMTS INC	COM	37940X102	3,113	22,804	SH		OTR	1	0	22,804	0
GLOBAL PMTS INC	COM	37940X102	294	2,156	SH		SOLE		2,156	0	0
GLU MOBILE INC	COM	379890106	1,121	102,500	SH		OTR	1	0	102,500	0
GLU MOBILE INC	COM	379890106	712	65,100	SH		SOLE		65,100	0	0
GODADDY INC	CL A	380237107	1,980	26,339	SH		SOLE		26,339	0	0
GODADDY INC	CL A	380237107	6,215	82,652	SH		OTR	1	0	82,652	0
GOGO INC	NOTE 3.750% 3/0	38046CAB5	566	580,000	PRN		SOLE		580,000	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	10,509	54,734	SH		OTR	1	0	54,734	0
GOLDMAN SACHS GROUP INC	COM	38141G104	839	4,371	SH		SOLE		4,371	0	0
GRAFTECH INTL LTD	COM	384313508	1,215	94,986	SH		OTR	1	0	94,986	0
GRAFTECH INTL LTD	COM	384313508	137	10,720	SH		SOLE		10,720	0	0
GRAHAM HLDGS CO	COM	384637104	5,065	7,414	SH		OTR	1	0	7,414	0
GRAHAM HLDGS CO	COM	384637104	387	566	SH		SOLE		566	0	0
GRAINGER W W INC	COM	384802104	754	2,507	SH		SOLE		2,507	0	0
GRAINGER W W INC	COM	384802104	289	961	SH		OTR	5	0	961	0
GRAINGER W W INC	COM	384802104	5,692	18,916	SH		OTR	1	0	18,916	0
GRAY TELEVISION INC	COM	389375106	656	30,700	SH		SOLE		30,700	0	0
GRAY TELEVISION INC	COM	389375106	1,062	49,700	SH		OTR	1	0	49,700	0
GREAT LAKES DREDGE & DOCK CO	COM	390607109	768	86,200	SH		OTR	1	0	86,200	0
GREAT LAKES DREDGE & DOCK CO	COM	390607109	478	53,700	SH		SOLE		53,700	0	0
GREAT SOUTHN BANCORP INC	COM	390905107	228	4,400	SH		OTR	1	0	4,400	0
GREAT SOUTHN BANCORP INC	COM	390905107	140	2,700	SH		SOLE		2,700	0	0
GREEN DOT CORP	CL A	39304D102	746	12,300	SH		OTR	1	0	12,300	0
GREEN DOT CORP	CL A	39304D102	449	7,411	SH		SOLE		7,411	0	0
GREEN PLAINS INC	COM	393222104	295	17,700	SH		SOLE		17,700	0	0
GREEN PLAINS INC	COM	393222104	464	27,800	SH		OTR	1	0	27,800	0
GROUPON INC	COM	399473107	653	183,900	SH		OTR	1	0	183,900	0
GROUPON INC	COM	399473107	408	114,946	SH		SOLE		114,946	0	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	611	560,000	PRN		SOLE		560,000	0	0
HABIT RESTAURANTS INC	COM CL A	40449J103	714	66,000	SH		OTR	1	0	66,000	0
HABIT RESTAURANTS INC	COM CL A	40449J103	439	40,615	SH		SOLE		40,615	0	0
HAEMONETICS CORP	COM	405024100	1,015	11,600	SH		OTR	1	0	11,600	0
HAEMONETICS CORP	COM	405024100	622	7,105	SH		SOLE		7,105	0	0
HALLADOR ENERGY COMPANY	COM	40609P105	134	25,500	SH		OTR	1	0	25,500	0
HALLADOR ENERGY COMPANY	COM	40609P105	80	15,249	SH		SOLE		15,249	0	0
HALLIBURTON CO	COM	406216101	10,018	341,900	SH		OTR	1	0	341,900	0
HALLIBURTON CO	COM	406216101	417	14,247	SH		SOLE		14,247	0	0
HALOZYME THERAPEUTICS INC	COM	40637H109	539	33,500	SH		OTR	1	0	33,500	0
HALOZYME THERAPEUTICS INC	COM	40637H109	336	20,855	SH		SOLE		20,855	0	0
HANCOCK WHITNEY CORPORATION	COM	410120109	489	12,100	SH		OTR	1	0	12,100	0
HANCOCK WHITNEY CORPORATION	COM	410120109	287	7,100	SH		SOLE		7,100	0	0
HANESBRANDS INC	COM	410345102	4,365	244,123	SH		OTR	1	0	244,123	0
HANESBRANDS INC	COM	410345102	299	16,700	SH		SOLE		16,700	0	0
HANMI FINL CORP	COM NEW	410495204	915	43,000	SH		OTR	1	0	43,000	0
HANMI FINL CORP	COM NEW	410495204	574	26,993	SH		SOLE		26,993	0	0
HANOVER INS GROUP INC	COM	410867105	1,283	11,234	SH		OTR	1	0	11,234	0
HARLEY DAVIDSON INC	COM	412822108	781	21,914	SH		OTR	1	0	21,914	0
HARLEY DAVIDSON INC	COM	412822108	70	1,965	SH		SOLE		1,965	0	0
HARRIS CORP DEL	COM	413875105	2,516	15,752	SH		OTR	1	0	15,752	0
HARRIS CORP DEL	COM	413875105	226	1,413	SH		SOLE		1,413	0	0
HARSCO CORP	COM	415864107	611	30,297	SH		SOLE		30,297	0	0
HARSCO CORP	COM	415864107	1,000	49,600	SH		OTR	1	0	49,600	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	5,007	100,711	SH		OTR	1	0	100,711	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	189	3,794	SH		OTR	5	0	3,794	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	430	8,640	SH		SOLE		8,640	0	0
HARVARD BIOSCIENCE INC	COM	416906105	116	26,900	SH		OTR	1	0	26,900	0
HARVARD BIOSCIENCE INC	COM	416906105	63	14,640	SH		SOLE		14,640	0	0
HASBRO INC	COM	418056107	1,331	15,656	SH		OTR	1	0	15,656	0
HASBRO INC	COM	418056107	119	1,404	SH		SOLE		1,404	0	0
HAVERTY FURNITURE INC	COM	419596101	81	3,700	SH		SOLE		3,700	0	0
HAVERTY FURNITURE INC	COM	419596101	127	5,800	SH		OTR	1	0	5,800	0
HAWAIIAN ELEC INDUSTRIES	COM	419870100	438	10,747	SH		OTR	1	0	10,747	0
HAWKINS INC	COM	420261109	122	3,300	SH		SOLE		3,300	0	0
HAWKINS INC	COM	420261109	199	5,400	SH		OTR	1	0	5,400	0
HC2 HLDGS INC	COM	404139107	110	44,700	SH		OTR	1	0	44,700	0
HC2 HLDGS INC	COM	404139107	83	33,700	SH		SOLE		33,700	0	0
HCA HEALTHCARE INC	COM	40412C101	18,697	143,406	SH		OTR	1	0	143,406	0
HCA HEALTHCARE INC	COM	40412C101	2,256	17,307	SH		OTR	5	0	17,307	0
HCA HEALTHCARE INC	COM	40412C101	4,832	37,060	SH		SOLE		37,060	0	0
HCI GROUP INC	COM	40416E103	748	17,500	SH		OTR	1	0	17,500	0
HCI GROUP INC	COM	40416E103	453	10,600	SH		SOLE		10,600	0	0
HCP INC	COM	40414L109	889	28,400	SH		OTR	5	0	28,400	0
HCP INC	COM	40414L109	1,772	56,622	SH		SOLE		56,622	0	0
HCP INC	COM	40414L109	8,740	279,243	SH		OTR	1	0	279,243	0
HD SUPPLY HLDGS INC	COM	40416M105	193	4,442	SH		SOLE		4,442	0	0
HD SUPPLY HLDGS INC	COM	40416M105	1,610	37,145	SH		OTR	1	0	37,145	0
HEALTHCARE TR AMER INC	CL A NEW	42225P501	853	29,833	SH		OTR	1	0	29,833	0
HEALTHCARE TR AMER INC	CL A NEW	42225P501	56	1,973	SH		SOLE		1,973	0	0
HEALTHEQUITY INC	COM	42226A107	296	4,000	SH		OTR	1	0	4,000	0
HEALTHEQUITY INC	COM	42226A107	182	2,461	SH		SOLE		2,461	0	0
HEALTHSTREAM INC	COM	42222N103	143	5,100	SH		OTR	1	0	5,100	0
HEALTHSTREAM INC	COM	42222N103	90	3,200	SH		SOLE		3,200	0	0
HEIDRICK & STRUGGLES INTL IN	COM	422819102	553	14,432	SH		SOLE		14,432	0	0
HEIDRICK & STRUGGLES INTL IN	COM	422819102	893	23,300	SH		OTR	1	0	23,300	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	32,842	33,123,000	PRN		SOLE		33,123,000	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	69	70,000	PRN		OTR	4	0	70,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	4,707	4,771,000	PRN		OTR	1	0	4,771,000	0
HELMERICH & PAYNE INC	COM	423452101	2,447	44,047	SH		OTR	1	0	44,047	0
HELMERICH & PAYNE INC	COM	423452101	110	1,988	SH		SOLE		1,988	0	0
HENRY JACK & ASSOC INC	COM	426281101	1,433	10,332	SH		OTR	1	0	10,332	0
HENRY JACK & ASSOC INC	COM	426281101	128	926	SH		SOLE		926	0	0
HENRY SCHEIN INC	COM	806407102	1,916	31,874	SH		OTR	1	0	31,874	0
HENRY SCHEIN INC	COM	806407102	111	1,840	SH		SOLE		1,840	0	0
HERBALIFE LTD	NOTE 2.000% 8/1	42703MAB9	1,118	897,000	PRN		SOLE		897,000	0	0
HERBALIFE LTD	NOTE 2.625% 3/1	42703MAD5	21,316	20,126,000	PRN		SOLE		20,126,000	0	0
HERITAGE INS HLDGS INC	COM	42727J102	644	44,100	SH		OTR	1	0	44,100	0
HERITAGE INS HLDGS INC	COM	42727J102	399	27,300	SH		SOLE		27,300	0	0
HERON THERAPEUTICS INC	COM	427746102	234	9,575	SH		SOLE		9,575	0	0
HERON THERAPEUTICS INC	COM	427746102	364	14,900	SH		OTR	1	0	14,900	0
HERSHEY CO	COM	427866108	2,341	20,384	SH		OTR	1	0	20,384	0
HERSHEY CO	COM	427866108	277	2,408	SH		SOLE		2,408	0	0
HESS CORP	COM	42809H107	20,442	339,397	SH		OTR	1	0	339,397	0
HESS CORP	COM	42809H107	4,074	67,647	SH		SOLE		67,647	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	4,695	304,273	SH		OTR	1	0	304,273	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	290	18,811	SH		SOLE		18,811	0	0
HEXCEL CORP NEW	COM	428291108	52	756	SH		SOLE		756	0	0
HEXCEL CORP NEW	COM	428291108	455	6,585	SH		OTR	1	0	6,585	0
HFF INC	CL A	40418F108	458	9,600	SH		SOLE		9,600	0	0
HFF INC	CL A	40418F108	759	15,900	SH		OTR	1	0	15,900	0
HIBBETT SPORTS INC	COM	428567101	632	27,700	SH		OTR	1	0	27,700	0
HIBBETT SPORTS INC	COM	428567101	386	16,931	SH		SOLE		16,931	0	0
HILL ROM HLDGS INC	COM	431475102	12,932	122,158	SH		OTR	1	0	122,158	0
HILL ROM HLDGS INC	COM	431475102	532	5,027	SH		OTR	5	0	5,027	0
HILL ROM HLDGS INC	COM	431475102	1,511	14,269	SH		SOLE		14,269	0	0
HILLENBRAND INC	COM	431571108	681	16,400	SH		OTR	1	0	16,400	0
HILLENBRAND INC	COM	431571108	419	10,100	SH		SOLE		10,100	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	209	2,509	SH		OTR	5	0	2,509	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	778	9,362	SH		SOLE		9,362	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	8,258	99,366	SH		OTR	1	0	99,366	0
HMS HLDGS CORP	COM	40425J101	714	24,100	SH		SOLE		24,100	0	0
HMS HLDGS CORP	COM	40425J101	1,125	38,000	SH		OTR	1	0	38,000	0
HNI CORP	COM	404251100	486	13,400	SH		OTR	1	0	13,400	0
HNI CORP	COM	404251100	287	7,900	SH		SOLE		7,900	0	0
HOLLYFRONTIER CORP	COM	436106108	9,916	201,252	SH		OTR	1	0	201,252	0
HOLLYFRONTIER CORP	COM	436106108	420	8,521	SH		OTR	5	0	8,521	0
HOLLYFRONTIER CORP	COM	436106108	2,133	43,301	SH		SOLE		43,301	0	0
HOLOGIC INC	COM	436440101	8,297	171,427	SH		OTR	1	0	171,427	0
HOLOGIC INC	COM	436440101	725	14,977	SH		OTR	5	0	14,977	0
HOLOGIC INC	COM	436440101	1,497	30,930	SH		SOLE		30,930	0	0
HOME DEPOT INC	COM	437076102	57,249	298,343	SH		OTR	1	0	298,343	0
HOME DEPOT INC	COM	437076102	3,020	15,738	SH		OTR	5	0	15,738	0
HOME DEPOT INC	COM	437076102	8,947	46,625	SH		SOLE		46,625	0	0
HONEYWELL INTL INC	COM	438516106	28,955	182,200	SH		OTR	1	0	182,200	0
HONEYWELL INTL INC	COM	438516106	2,784	17,518	SH		OTR	5	0	17,518	0
HONEYWELL INTL INC	COM	438516106	6,193	38,967	SH		SOLE		38,967	0	0
HOOKER FURNITURE CORP	COM	439038100	124	4,300	SH		OTR	1	0	4,300	0
HOOKER FURNITURE CORP	COM	439038100	78	2,700	SH		SOLE		2,700	0	0
HOPE BANCORP INC	COM	43940T109	317	24,200	SH		OTR	1	0	24,200	0
HOPE BANCORP INC	COM	43940T109	195	14,900	SH		SOLE		14,900	0	0
HORMEL FOODS CORP	COM	440452100	146	3,267	SH		SOLE		3,267	0	0
HORMEL FOODS CORP	COM	440452100	1,631	36,449	SH		OTR	1	0	36,449	0
HOSPITALITY PPTYS TR	COM SH BEN INT	44106M102	503	19,134	SH		SOLE		19,134	0	0
HOSPITALITY PPTYS TR	COM SH BEN INT	44106M102	4,199	159,600	SH		OTR	1	0	159,600	0
HOSPITALITY PPTYS TR	COM SH BEN INT	44106M102	103	3,911	SH		OTR	5	0	3,911	0
HOST HOTELS & RESORTS INC	COM	44107P104	11,720	620,126	SH		OTR	1	0	620,126	0
HOST HOTELS & RESORTS INC	COM	44107P104	1,170	61,895	SH		OTR	5	0	61,895	0
HOST HOTELS & RESORTS INC	COM	44107P104	2,554	135,108	SH		SOLE		135,108	0	0
HOUGHTON MIFFLIN HARCOURT CO	COM	44157R109	948	130,400	SH		OTR	1	0	130,400	0
HOUGHTON MIFFLIN HARCOURT CO	COM	44157R109	586	80,600	SH		SOLE		80,600	0	0
HP INC	COM	40434L105	7,212	371,197	SH		OTR	1	0	371,197	0
HP INC	COM	40434L105	102	5,230	SH		OTR	5	0	5,230	0
HP INC	COM	40434L105	632	32,537	SH		SOLE		32,537	0	0
HUB GROUP INC	CL A	443320106	180	4,400	SH		OTR	1	0	4,400	0
HUB GROUP INC	CL A	443320106	110	2,700	SH		SOLE		2,700	0	0
HUBBELL INC	COM	443510607	2,269	19,228	SH		OTR	1	0	19,228	0
HUBBELL INC	COM	443510607	47	395	SH		OTR	5	0	395	0
HUBBELL INC	COM	443510607	318	2,692	SH		SOLE		2,692	0	0
HUBSPOT INC	COM	443573100	881	5,300	SH		OTR	1	0	5,300	0
HUBSPOT INC	COM	443573100	515	3,100	SH		SOLE		3,100	0	0
HUBSPOT INC	NOTE 0.250% 6/0	443573AB6	822	455,000	PRN		SOLE		455,000	0	0
HUMANA INC	COM	444859102	7,350	27,632	SH		OTR	1	0	27,632	0
HUMANA INC	COM	444859102	3	13	SH		OTR	5	0	13	0
HUMANA INC	COM	444859102	531	1,995	SH		SOLE		1,995	0	0
HUNT J B TRANS SVCS INC	COM	445658107	1,451	14,324	SH		OTR	1	0	14,324	0
HUNT J B TRANS SVCS INC	COM	445658107	142	1,403	SH		SOLE		1,403	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	165	12,976	SH		SOLE		12,976	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	1,825	143,894	SH		OTR	1	0	143,894	0
HUNTINGTON INGALLS INDS INC	COM	446413106	5,662	27,327	SH		OTR	1	0	27,327	0
HUNTINGTON INGALLS INDS INC	COM	446413106	477	2,300	SH		OTR	5	0	2,300	0
HUNTINGTON INGALLS INDS INC	COM	446413106	898	4,334	SH		SOLE		4,334	0	0
HUNTSMAN CORP	COM	447011107	4,610	204,986	SH		OTR	1	0	204,986	0
HUNTSMAN CORP	COM	447011107	315	13,993	SH		SOLE		13,993	0	0
HYSTER YALE MATLS HANDLING I	CL A	449172105	717	11,500	SH		OTR	1	0	11,500	0
HYSTER YALE MATLS HANDLING I	CL A	449172105	438	7,026	SH		SOLE		7,026	0	0
IAC INTERACTIVECORP	COM	44919P508	897	4,269	SH		SOLE		4,269	0	0
IAC INTERACTIVECORP	COM	44919P508	13,265	63,132	SH		OTR	1	0	63,132	0
IBERIABANK CORP	COM	450828108	840	11,714	SH		SOLE		11,714	0	0
IBERIABANK CORP	COM	450828108	1,377	19,200	SH		OTR	1	0	19,200	0
ICU MED INC	COM	44930G107	550	2,300	SH		OTR	1	0	2,300	0
ICU MED INC	COM	44930G107	59	248	SH		SOLE		248	0	0
IDEXX LABS INC	COM	45168D104	2,746	12,281	SH		OTR	1	0	12,281	0
IDEXX LABS INC	COM	45168D104	256	1,143	SH		SOLE		1,143	0	0
II VI INC	COM	902104108	331	8,900	SH		OTR	1	0	8,900	0
II VI INC	COM	902104108	201	5,400	SH		SOLE		5,400	0	0
II VI INC	NOTE 0.250% 9/0	902104AB4	524	500,000	PRN		SOLE		500,000	0	0
ILLINOIS TOOL WKS INC	COM	452308109	121	845	SH		OTR	5	0	845	0
ILLINOIS TOOL WKS INC	COM	452308109	870	6,059	SH		SOLE		6,059	0	0
ILLINOIS TOOL WKS INC	COM	452308109	7,282	50,737	SH		OTR	1	0	50,737	0
ILLUMINA INC	COM	452327109	921	2,964	SH		OTR	5	0	2,964	0
ILLUMINA INC	COM	452327109	1,983	6,383	SH		SOLE		6,383	0	0
ILLUMINA INC	COM	452327109	13,106	42,184	SH		OTR	1	0	42,184	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	6,181	4,572,000	PRN		OTR	1	0	4,572,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	91	67,000	PRN		OTR	4	0	67,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	35,028	25,814,000	PRN		SOLE		25,814,000	0	0
ILLUMINA INC	NOTE 6/1	452327AF6	12,458	10,140,000	PRN		SOLE		10,140,000	0	0
IMMERSION CORP	COM	452521107	153	18,100	SH		OTR	1	0	18,100	0
IMMERSION CORP	COM	452521107	94	11,182	SH		SOLE		11,182	0	0
IMMUNOGEN INC	COM	45253H101	68	25,210	SH		SOLE		25,210	0	0
IMMUNOGEN INC	COM	45253H101	111	40,900	SH		OTR	1	0	40,900	0
IMMUNOMEDICS INC	COM	452907108	336	17,505	SH		SOLE		17,505	0	0
IMMUNOMEDICS INC	COM	452907108	561	29,200	SH		OTR	1	0	29,200	0
INCYTE CORP	COM	45337C102	7,015	81,564	SH		OTR	1	0	81,564	0
INCYTE CORP	COM	45337C102	702	8,160	SH		SOLE		8,160	0	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INSRED	45409F843	22,015	841,250	SH		SOLE		841,250	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 ACTIVE ETF TR	IQ MACKAY INTRME	45409F827	9,078	327,850	SH		SOLE		327,850	0	0
INDEXIQ ETF TR	HDG EVE DRIV	45409B404	1,565	80,000	SH		OTR	3	0	80,000	0
INDEXIQ ETF TR	HDG EVE DRIV	45409B404	113	0	SH		SOLE		0	0	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	2,419	80,025	SH		SOLE		80,025	0	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 LEADERS GTA	45409B511	2,123	0	SH		SOLE		0	0	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	IQ SHORT DURAT	45409B339	785	30,000	SH		SOLE		30,000	0	0
INDEXIQ ETF TR	LNG SHT TRACK	45409B305	121	0	SH		SOLE		0	0	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	475	600,000	PRN		SOLE		600,000	0	0
INGLES MKTS INC	CL A	457030104	104	3,783	SH		SOLE		3,783	0	0
INGLES MKTS INC	CL A	457030104	171	6,200	SH		OTR	1	0	6,200	0
INNERWORKINGS INC	COM	45773Y105	67	18,600	SH		OTR	1	0	18,600	0
INNERWORKINGS INC	COM	45773Y105	41	11,200	SH		SOLE		11,200	0	0
INPHI CORP	NOTE 0.750% 9/0	45772FAC1	1,170	1,116,000	PRN		SOLE		1,116,000	0	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	4,178	3,403,000	PRN		OTR	1	0	3,403,000	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	61	50,000	PRN		OTR	4	0	50,000	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	35,119	28,545,000	PRN		SOLE		28,545,000	0	0
INSIGHT ENTERPRISES INC	COM	45765U103	997	18,100	SH		OTR	1	0	18,100	0
INSIGHT ENTERPRISES INC	COM	45765U103	605	10,994	SH		SOLE		10,994	0	0
INSMED INC	COM PAR $.01	457669307	439	15,090	SH		OTR	1	0	15,090	0
INSMED INC	COM PAR $.01	457669307	269	9,254	SH		SOLE		9,254	0	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	447	441,000	PRN		SOLE		441,000	0	0
INSPERITY INC	COM	45778Q107	670	5,418	SH		SOLE		5,418	0	0
INSPERITY INC	COM	45778Q107	1,040	8,407	SH		OTR	1	0	8,407	0
INSPERITY INC	COM	45778Q107	177	1,429	SH		OTR	5	0	1,429	0
INSULET CORP	NOTE 1.250% 9/1	45784PAF8	1,519	920,000	PRN		SOLE		920,000	0	0
INTEGER HLDGS CORP	COM	45826H109	1,079	14,300	SH		OTR	1	0	14,300	0
INTEGER HLDGS CORP	COM	45826H109	673	8,919	SH		SOLE		8,919	0	0
INTEGRA LIFESCIENCES HLDGS C	COM NEW	457985208	947	17,000	SH		OTR	1	0	17,000	0
INTEGRA LIFESCIENCES HLDGS C	COM NEW	457985208	101	1,811	SH		SOLE		1,811	0	0
INTEGRATED DEVICE TECHNOLOGY	NOTE 0.875%11/1	458118AC0	618	393,000	PRN		SOLE		393,000	0	0
INTEL CORP	COM	458140100	17,799	331,451	SH		SOLE		331,451	0	0
INTEL CORP	COM	458140100	55,344	1,030,627	SH		OTR	1	0	1,030,627	0
INTEL CORP	COM	458140100	6,511	121,242	SH		OTR	5	0	121,242	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	331	2,961	SH		SOLE		2,961	0	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	537	4,800	SH		OTR	1	0	4,800	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	1,900	1,920,000	PRN		OTR	1	0	1,920,000	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	28	28,000	PRN		OTR	4	0	28,000	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	15,570	15,655,000	PRN		SOLE		15,655,000	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	8,258	108,458	SH		OTR	1	0	108,458	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	202	2,649	SH		OTR	5	0	2,649	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	860	11,297	SH		SOLE		11,297	0	0
INTERDIGITAL INC	COM	45867G101	198	3,000	SH		SOLE		3,000	0	0
INTERDIGITAL INC	COM	45867G101	310	4,700	SH		OTR	1	0	4,700	0
INTERDIGITAL INC	NOTE 1.500% 3/0	458660AD9	343	327,000	PRN		SOLE		327,000	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	10,389	73,626	SH		SOLE		73,626	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	37,641	266,769	SH		OTR	1	0	266,769	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	3,883	27,520	SH		OTR	5	0	27,520	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	1,743	13,536	SH		OTR	1	0	13,536	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	156	1,211	SH		SOLE		1,211	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	2,471	117,590	SH		OTR	1	0	117,590	0
INTERPUBLIC GROUP COS INC	COM	460690100	270	12,871	SH		SOLE		12,871	0	0
INTL FCSTONE INC	COM	46116V105	310	8,000	SH		OTR	1	0	8,000	0
INTL FCSTONE INC	COM	46116V105	190	4,900	SH		SOLE		4,900	0	0
INTL PAPER CO	COM	460146103	2,229	48,181	SH		SOLE		48,181	0	0
INTL PAPER CO	COM	460146103	9,984	215,775	SH		OTR	1	0	215,775	0
INTL PAPER CO	COM	460146103	1,046	22,605	SH		OTR	5	0	22,605	0
INTUIT	COM	461202103	1,367	5,228	SH		SOLE		5,228	0	0
INTUIT	COM	461202103	13,014	49,782	SH		OTR	1	0	49,782	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	17,992	31,532	SH		OTR	1	0	31,532	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	1,312	2,300	SH		OTR	5	0	2,300	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	2,851	4,997	SH		SOLE		4,997	0	0
INVESCO MUN TR	COM	46131J103	290	24,087	SH		SOLE		24,087	0	0
INVESCO QUALITY MUNI INC TRS	COM	46133G107	1,209	99,857	SH		SOLE		99,857	0	0
IONIS PHARMACEUTICALS INC	COM	462222100	2,985	36,770	SH		OTR	1	0	36,770	0
IONIS PHARMACEUTICALS INC	COM	462222100	329	4,051	SH		SOLE		4,051	0	0
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	157	16,518	SH		SOLE		16,518	0	0
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	248	26,100	SH		OTR	1	0	26,100	0
IPG PHOTONICS CORP	COM	44980X109	733	4,828	SH		OTR	1	0	4,828	0
IPG PHOTONICS CORP	COM	44980X109	66	433	SH		SOLE		433	0	0
IQVIA HLDGS INC	COM	46266C105	19,059	132,489	SH		OTR	1	0	132,489	0
IQVIA HLDGS INC	COM	46266C105	1,917	13,325	SH		OTR	5	0	13,325	0
IQVIA HLDGS INC	COM	46266C105	5,464	37,985	SH		SOLE		37,985	0	0
IRON MTN INC NEW	COM	46284V101	3,739	105,443	SH		OTR	1	0	105,443	0
IRON MTN INC NEW	COM	46284V101	567	15,991	SH		OTR	5	0	15,991	0
IRON MTN INC NEW	COM	46284V101	740	20,874	SH		SOLE		20,874	0	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	428	31,652	SH		OTR	1	0	31,652	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	267	19,767	SH		SOLE		19,767	0	0
IRONWOOD PHARMACEUTICALS INC	DBCV 2.250% 6/1	46333XAD0	577	522,000	PRN		SOLE		522,000	0	0
ISHARES GOLD TRUST	ISHARES	464285105	114	9,200	SH		SOLE		9,200	0	0
ISHARES GOLD TRUST	ISHARES	464285105	7,660	618,700	SH		OTR	1	0	618,700	0
ISHARES TR	IBOXX HI YD ETF	464288513	497	5,750	SH		SOLE		5,750	0	0
ISHARES TR	MSCI EAFE ETF	464287465	3,259	50,250	SH		OTR	1	0	50,250	0
ISHARES TR	MSCI EMG MKT ETF	464287234	3,038	70,780	SH		OTR	1	0	70,780	0
ISHARES TR	MSCI QATAR ETF	46434V779	1,956	105,754	SH		OTR	1	0	105,754	0
ISHARES TR	RUS 1000 GRW ETF	464287614	20,523	135,593	SH		OTR	1	0	135,593	0
ISHARES TR	RUSSELL 2000 ETF	464287655	3,721	24,306	SH		OTR	1	0	24,306	0
ISHARES TR	RUSSELL 2000 ETF	464287655	427	2,792	SH		SOLE		2,792	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	39,572	29,219,000	PRN		SOLE		29,219,000	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	3,974	2,940,000	PRN		OTR	1	0	2,940,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	59	44,000	PRN		OTR	4	0	44,000	0
J ALEXANDERS HLDGS INC	COM	46609J106	284	28,900	SH		OTR	1	0	28,900	0
J ALEXANDERS HLDGS INC	COM	46609J106	173	17,597	SH		SOLE		17,597	0	0
J2 GLOBAL INC	COM	48123V102	3,033	35,021	SH		OTR	1	0	35,021	0
J2 GLOBAL INC	COM	48123V102	859	9,919	SH		OTR	5	0	9,919	0
J2 GLOBAL INC	COM	48123V102	2,070	23,901	SH		SOLE		23,901	0	0
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	665	497,000	PRN		SOLE		497,000	0	0
JABIL INC	COM	466313103	6,930	260,628	SH		OTR	1	0	260,628	0
JABIL INC	COM	466313103	211	7,918	SH		OTR	5	0	7,918	0
JABIL INC	COM	466313103	1,819	68,421	SH		SOLE		68,421	0	0
JACOBS ENGR GROUP INC	COM	469814107	1,202	15,980	SH		OTR	1	0	15,980	0
JACOBS ENGR GROUP INC	COM	469814107	108	1,432	SH		SOLE		1,432	0	0
JAZZ INVESTMENTS I LTD	NOTE 1.875% 8/1	472145AB7	1,000	984,000	PRN		SOLE		984,000	0	0
JD COM INC	SPON ADR CL A	47215P106	1,234	40,940	SH		OTR	1	0	40,940	0
JEFFERIES FINL GROUP INC	COM	47233W109	60	3,201	SH		SOLE		3,201	0	0
JEFFERIES FINL GROUP INC	COM	47233W109	672	35,769	SH		OTR	1	0	35,769	0
JETBLUE AWYS CORP	COM	477143101	413	25,235	SH		OTR	1	0	25,235	0
JETBLUE AWYS CORP	COM	477143101	22	1,343	SH		SOLE		1,343	0	0
JOHNSON & JOHNSON	COM	478160104	77,245	552,579	SH		OTR	1	0	552,579	0
JOHNSON & JOHNSON	COM	478160104	6,587	47,122	SH		OTR	5	0	47,122	0
JOHNSON & JOHNSON	COM	478160104	21,051	150,592	SH		SOLE		150,592	0	0
JONES LANG LASALLE INC	COM	48020Q107	1,606	10,418	SH		SOLE		10,418	0	0
JONES LANG LASALLE INC	COM	48020Q107	2,468	16,005	SH		OTR	1	0	16,005	0
JONES LANG LASALLE INC	COM	48020Q107	152	989	SH		OTR	5	0	989	0
JPMORGAN CHASE & CO	COM	46625H100	20,849	205,961	SH		SOLE		205,961	0	0
JPMORGAN CHASE & CO	COM	46625H100	71,427	705,594	SH		OTR	1	0	705,594	0
JPMORGAN CHASE & CO	COM	46625H100	7,149	70,620	SH		OTR	5	0	70,620	0
JUMEI INTL HLDG LTD	SPONSORED ADR	48138L107	250	106,000	SH		OTR	1	0	106,000	0
JUNIPER NETWORKS INC	COM	48203R104	9,786	369,701	SH		OTR	1	0	369,701	0
JUNIPER NETWORKS INC	COM	48203R104	662	25,018	SH		OTR	5	0	25,018	0
JUNIPER NETWORKS INC	COM	48203R104	1,885	71,198	SH		SOLE		71,198	0	0
K12 INC	COM	48273U102	1,075	31,500	SH		OTR	1	0	31,500	0
K12 INC	COM	48273U102	684	20,027	SH		SOLE		20,027	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	1,588	13,692	SH		OTR	1	0	13,692	0
KANSAS CITY SOUTHERN	COM NEW	485170302	142	1,227	SH		SOLE		1,227	0	0
KAR AUCTION SVCS INC	COM	48238T109	239	4,654	SH		OTR	1	0	4,654	0
KAR AUCTION SVCS INC	COM	48238T109	29	568	SH		SOLE		568	0	0
KEANE GROUP INC	COM	48669A108	620	56,900	SH		OTR	1	0	56,900	0
KEANE GROUP INC	COM	48669A108	389	35,700	SH		SOLE		35,700	0	0
KELLOGG CO	COM	487836108	1,947	33,927	SH		OTR	1	0	33,927	0
KELLOGG CO	COM	487836108	174	3,040	SH		SOLE		3,040	0	0
KELLY SVCS INC	CL A	488152208	311	14,100	SH		OTR	1	0	14,100	0
KELLY SVCS INC	CL A	488152208	196	8,900	SH		SOLE		8,900	0	0
KEMET CORP	COM NEW	488360207	137	8,100	SH		OTR	1	0	8,100	0
KEMET CORP	COM NEW	488360207	81	4,800	SH		SOLE		4,800	0	0
KEMPER CORP DEL	COM	488401100	1,120	14,705	SH		OTR	5	0	14,705	0
KEMPER CORP DEL	COM	488401100	2,400	31,517	SH		SOLE		31,517	0	0
KEMPER CORP DEL	COM	488401100	3,491	45,844	SH		OTR	1	0	45,844	0
KEYCORP NEW	COM	493267108	218	13,854	SH		SOLE		13,854	0	0
KEYCORP NEW	COM	493267108	2,874	182,481	SH		OTR	1	0	182,481	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	2,300	26,379	SH		OTR	1	0	26,379	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	197	2,255	SH		SOLE		2,255	0	0
KFORCE INC	COM	493732101	938	26,700	SH		OTR	1	0	26,700	0
KFORCE INC	COM	493732101	604	17,200	SH		SOLE		17,200	0	0
KIMBERLY CLARK CORP	COM	494368103	14,439	116,534	SH		OTR	1	0	116,534	0
KIMBERLY CLARK CORP	COM	494368103	1,732	13,977	SH		OTR	5	0	13,977	0
KIMBERLY CLARK CORP	COM	494368103	4,791	38,672	SH		SOLE		38,672	0	0
KIMCO RLTY CORP	COM	49446R109	7	356	SH		OTR	5	0	356	0
KIMCO RLTY CORP	COM	49446R109	237	12,791	SH		SOLE		12,791	0	0
KIMCO RLTY CORP	COM	49446R109	3,302	178,510	SH		OTR	1	0	178,510	0
KINDER MORGAN INC DEL	COM	49456B101	7,672	383,428	SH		OTR	1	0	383,428	0
KINDER MORGAN INC DEL	COM	49456B101	545	27,255	SH		SOLE		27,255	0	0
KIRKLANDS INC	COM	497498105	417	59,300	SH		OTR	1	0	59,300	0
KIRKLANDS INC	COM	497498105	251	35,642	SH		SOLE		35,642	0	0
KLA-TENCOR CORP	COM	482480100	7,900	66,158	SH		OTR	1	0	66,158	0
KLA-TENCOR CORP	COM	482480100	141	1,183	SH		OTR	5	0	1,183	0
KLA-TENCOR CORP	COM	482480100	779	6,524	SH		SOLE		6,524	0	0
KOHLS CORP	COM	500255104	878	12,768	SH		SOLE		12,768	0	0
KOHLS CORP	COM	500255104	8,180	118,944	SH		OTR	1	0	118,944	0
KOHLS CORP	COM	500255104	251	3,654	SH		OTR	5	0	3,654	0
KRAFT HEINZ CO	COM	500754106	4,340	132,922	SH		OTR	1	0	132,922	0
KRAFT HEINZ CO	COM	500754106	250	7,672	SH		SOLE		7,672	0	0
KROGER CO	COM	501044101	10,454	424,959	SH		OTR	1	0	424,959	0
KROGER CO	COM	501044101	496	20,144	SH		OTR	5	0	20,144	0
KROGER CO	COM	501044101	2,720	110,570	SH		SOLE		110,570	0	0
L BRANDS INC	COM	501797104	7,478	271,142	SH		OTR	1	0	271,142	0
L BRANDS INC	COM	501797104	130	4,729	SH		OTR	5	0	4,729	0
L BRANDS INC	COM	501797104	659	23,898	SH		SOLE		23,898	0	0
L3 TECHNOLOGIES INC	COM	502413107	2,785	13,496	SH		OTR	1	0	13,496	0
L3 TECHNOLOGIES INC	COM	502413107	269	1,305	SH		SOLE		1,305	0	0
LA Z BOY INC	COM	505336107	660	20,000	SH		SOLE		20,000	0	0
LA Z BOY INC	COM	505336107	1,066	32,300	SH		OTR	1	0	32,300	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	183	1,197	SH		SOLE		1,197	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	2,043	13,357	SH		OTR	1	0	13,357	0
LADDER CAP CORP	CL A	505743104	970	57,000	SH		OTR	1	0	57,000	0
LADDER CAP CORP	CL A	505743104	586	34,436	SH		SOLE		34,436	0	0
LADENBURG THALMAN FIN SVCS I	COM	50575Q102	69	24,300	SH		OTR	1	0	24,300	0
LADENBURG THALMAN FIN SVCS I	COM	50575Q102	42	15,000	SH		SOLE		15,000	0	0
LAM RESEARCH CORP	COM	512807108	22,822	127,488	SH		OTR	1	0	127,488	0
LAM RESEARCH CORP	COM	512807108	2,189	12,228	SH		OTR	5	0	12,228	0
LAM RESEARCH CORP	COM	512807108	4,572	25,543	SH		SOLE		25,543	0	0
LAMAR ADVERTISING CO NEW	CL A	512816109	585	7,378	SH		OTR	5	0	7,378	0
LAMAR ADVERTISING CO NEW	CL A	512816109	1,318	16,629	SH		SOLE		16,629	0	0
LAMAR ADVERTISING CO NEW	CL A	512816109	8,303	104,762	SH		OTR	1	0	104,762	0
LAMB WESTON HLDGS INC	COM	513272104	131	1,753	SH		SOLE		1,753	0	0
LAMB WESTON HLDGS INC	COM	513272104	1,468	19,590	SH		OTR	1	0	19,590	0
LANDS END INC NEW	COM	51509F105	814	49,000	SH		OTR	1	0	49,000	0
LANDS END INC NEW	COM	51509F105	511	30,784	SH		SOLE		30,784	0	0
LANDSTAR SYS INC	COM	515098101	829	7,576	SH		OTR	1	0	7,576	0
LANDSTAR SYS INC	COM	515098101	13	115	SH		SOLE		115	0	0
LANTHEUS HLDGS INC	COM	516544103	1,009	41,200	SH		OTR	1	0	41,200	0
LANTHEUS HLDGS INC	COM	516544103	621	25,365	SH		SOLE		25,365	0	0
LAS VEGAS SANDS CORP	COM	517834107	1,864	30,574	SH		OTR	1	0	30,574	0
LAS VEGAS SANDS CORP	COM	517834107	6	100	SH		SOLE		100	0	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	867	72,700	SH		OTR	1	0	72,700	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	534	44,800	SH		SOLE		44,800	0	0
LAUDER ESTEE COS INC	CL A	518439104	5,822	35,166	SH		OTR	1	0	35,166	0
LAUDER ESTEE COS INC	CL A	518439104	67	402	SH		OTR	5	0	402	0
LAUDER ESTEE COS INC	CL A	518439104	2,351	14,203	SH		SOLE		14,203	0	0
LAUREATE EDUCATION INC	CL A	518613203	1,052	70,300	SH		OTR	1	0	70,300	0
LAUREATE EDUCATION INC	CL A	518613203	650	43,400	SH		SOLE		43,400	0	0
LCNB CORP	COM	50181P100	163	9,500	SH		OTR	1	0	9,500	0
LCNB CORP	COM	50181P100	92	5,348	SH		SOLE		5,348	0	0
LEAR CORP	COM NEW	521865204	4,374	32,231	SH		OTR	1	0	32,231	0
LEAR CORP	COM NEW	521865204	321	2,366	SH		SOLE		2,366	0	0
LEGG MASON INC	COM	524901105	413	15,094	SH		OTR	1	0	15,094	0
LEGG MASON INC	COM	524901105	52	1,884	SH		SOLE		1,884	0	0
LEGGETT & PLATT INC	COM	524660107	66	1,564	SH		SOLE		1,564	0	0
LEGGETT & PLATT INC	COM	524660107	737	17,450	SH		OTR	1	0	17,450	0
LEIDOS HLDGS INC	COM	525327102	7,482	116,741	SH		OTR	1	0	116,741	0
LEIDOS HLDGS INC	COM	525327102	231	3,598	SH		OTR	5	0	3,598	0
LEIDOS HLDGS INC	COM	525327102	989	15,424	SH		SOLE		15,424	0	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	3,412	1,946,000	PRN		OTR	1	0	1,946,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	46	26,000	PRN		OTR	4	0	26,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	20,466	11,639,000	PRN		SOLE		11,639,000	0	0
LENNAR CORP	CL A	526057104	1,920	39,108	SH		OTR	1	0	39,108	0
LENNAR CORP	CL A	526057104	172	3,505	SH		SOLE		3,505	0	0
LEXICON PHARMACEUTICALS INC	NOTE 5.250%12/0	528872AB0	159	157,000	PRN		SOLE		157,000	0	0
LIBERTY MEDIA CORP DELAWARE	COM A SIRIUSXM	531229409	76	1,997	SH		SOLE		1,997	0	0
LIBERTY MEDIA CORP DELAWARE	COM A SIRIUSXM	531229409	1,270	33,262	SH		OTR	1	0	33,262	0
LIBERTY MEDIA CORP DELAWARE	COM C SIRIUSXM	531229607	1,841	48,154	SH		OTR	1	0	48,154	0
LIBERTY MEDIA CORP DELAWARE	COM C SIRIUSXM	531229607	125	3,259	SH		SOLE		3,259	0	0
LIBERTY MEDIA CORP DELAWARE	DEB 2.250% 9/3	531229AE2	280	544,000	PRN		SOLE		544,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	23,489	20,926,000	PRN		SOLE		20,926,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	5,316	4,743,000	PRN		OTR	1	0	4,743,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	78	70,000	PRN		OTR	4	0	70,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	24,123	21,473,000	PRN		SOLE		21,473,000	0	0
LIBERTY TRIPADVISOR HLDGS IN	COM SER A	531465102	610	43,000	SH		SOLE		43,000	0	0
LIBERTY TRIPADVISOR HLDGS IN	COM SER A	531465102	988	69,600	SH		OTR	1	0	69,600	0
LIFE STORAGE INC	COM	53223X107	349	3,589	SH		OTR	1	0	3,589	0
LIFE STORAGE INC	COM	53223X107	38	392	SH		SOLE		392	0	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	506	4,027	SH		OTR	1	0	4,027	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	326	2,594	SH		SOLE		2,594	0	0
LILLY ELI & CO	COM	532457108	27,658	213,144	SH		OTR	1	0	213,144	0
LILLY ELI & CO	COM	532457108	2,341	18,042	SH		OTR	5	0	18,042	0
LILLY ELI & CO	COM	532457108	5,154	39,721	SH		SOLE		39,721	0	0
LINCOLN NATL CORP IND	COM	534187109	4,705	80,147	SH		OTR	1	0	80,147	0
LINCOLN NATL CORP IND	COM	534187109	389	6,619	SH		OTR	5	0	6,619	0
LINCOLN NATL CORP IND	COM	534187109	705	12,011	SH		SOLE		12,011	0	0
LIONS GATE ENTMNT CORP	CL A VTG	535919401	171	10,924	SH		SOLE		10,924	0	0
LIONS GATE ENTMNT CORP	CL A VTG	535919401	1,368	87,488	SH		OTR	1	0	87,488	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	163	10,786	SH		SOLE		10,786	0	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	1,669	110,500	SH		OTR	1	0	110,500	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	9,193	144,679	SH		OTR	1	0	144,679	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	865	13,616	SH		OTR	5	0	13,616	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	1,972	31,029	SH		SOLE		31,029	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	5,861	5,072,000	PRN		SOLE		5,072,000	0	0
LIVEPERSON INC	COM	538146101	244	8,400	SH		OTR	1	0	8,400	0
LIVEPERSON INC	COM	538146101	145	4,985	SH		SOLE		4,985	0	0
LIVERAMP HLDGS INC	COM	53815P108	382	7,000	SH		OTR	1	0	7,000	0
LIVERAMP HLDGS INC	COM	53815P108	240	4,400	SH		SOLE		4,400	0	0
LKQ CORP	COM	501889208	1,210	42,640	SH		OTR	1	0	42,640	0
LKQ CORP	COM	501889208	108	3,821	SH		SOLE		3,821	0	0
LOCKHEED MARTIN CORP	COM	539830109	1,109	3,696	SH		SOLE		3,696	0	0
LOCKHEED MARTIN CORP	COM	539830109	15,333	51,083	SH		OTR	1	0	51,083	0
LOEWS CORP	COM	540424108	1,952	40,730	SH		OTR	1	0	40,730	0
LOEWS CORP	COM	540424108	4	93	SH		OTR	5	0	93	0
LOEWS CORP	COM	540424108	193	4,017	SH		SOLE		4,017	0	0
LOGMEIN INC	COM	54142L109	13,038	162,770	SH		OTR	1	0	162,770	0
LOGMEIN INC	COM	54142L109	1,099	13,716	SH		OTR	5	0	13,716	0
LOGMEIN INC	COM	54142L109	2,280	28,460	SH		SOLE		28,460	0	0
LOWES COS INC	COM	548661107	6,655	60,794	SH		SOLE		60,794	0	0
LOWES COS INC	COM	548661107	26,420	241,346	SH		OTR	1	0	241,346	0
LOWES COS INC	COM	548661107	1,684	15,385	SH		OTR	5	0	15,385	0
LPL FINL HLDGS INC	COM	50212V100	1,569	22,527	SH		SOLE		22,527	0	0
LPL FINL HLDGS INC	COM	50212V100	10,404	149,376	SH		OTR	1	0	149,376	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	5,617	4,771,000	PRN		OTR	1	0	4,771,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	84	71,000	PRN		OTR	4	0	71,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	45,684	38,642,000	PRN		SOLE		38,642,000	0	0
LUMINEX CORP DEL	COM	55027E102	133	5,800	SH		OTR	1	0	5,800	0
LUMINEX CORP DEL	COM	55027E102	83	3,600	SH		SOLE		3,600	0	0
LUTHER BURBANK CORP	COM	550550107	162	16,000	SH		OTR	1	0	16,000	0
LUTHER BURBANK CORP	COM	550550107	99	9,800	SH		SOLE		9,800	0	0
M & T BK CORP	COM	55261F104	266	1,693	SH		SOLE		1,693	0	0
M & T BK CORP	COM	55261F104	3,704	23,590	SH		OTR	1	0	23,590	0
MACERICH CO	COM	554382101	615	14,181	SH		OTR	1	0	14,181	0
MACERICH CO	COM	554382101	55	1,270	SH		SOLE		1,270	0	0
MACQUARIE INFRASTRUCTURE COR	COM	55608B105	3,255	78,956	SH		OTR	1	0	78,956	0
MACQUARIE INFRASTRUCTURE COR	COM	55608B105	261	6,334	SH		SOLE		6,334	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	1,412	1,598,000	PRN		SOLE		1,598,000	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.875% 7/1	55608BAA3	4,677	4,694,000	PRN		OTR	1	0	4,694,000	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.875% 7/1	55608BAA3	67	67,000	PRN		OTR	4	0	67,000	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.875% 7/1	55608BAA3	45,705	45,697,000	PRN		SOLE		45,697,000	0	0
MACYS INC	COM	55616P104	989	41,152	SH		OTR	1	0	41,152	0
MACYS INC	COM	55616P104	89	3,689	SH		SOLE		3,689	0	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	133	1,061	SH		SOLE		1,061	0	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	238	1,900	SH		OTR	1	0	1,900	0
MAMMOTH ENERGY SVCS INC	COM	56155L108	466	27,959	SH		SOLE		27,959	0	0
MAMMOTH ENERGY SVCS INC	COM	56155L108	734	44,100	SH		OTR	1	0	44,100	0
MANHATTAN ASSOCS INC	COM	562750109	8,587	155,810	SH		OTR	1	0	155,810	0
MANHATTAN ASSOCS INC	COM	562750109	426	7,721	SH		SOLE		7,721	0	0
MANPOWERGROUP INC	COM	56418H100	3,205	38,761	SH		OTR	1	0	38,761	0
MANPOWERGROUP INC	COM	56418H100	76	925	SH		OTR	5	0	925	0
MANPOWERGROUP INC	COM	56418H100	319	3,855	SH		SOLE		3,855	0	0
MARATHON OIL CORP	COM	565849106	6,735	403,024	SH		OTR	1	0	403,024	0
MARATHON OIL CORP	COM	565849106	249	14,925	SH		OTR	5	0	14,925	0
MARATHON OIL CORP	COM	565849106	884	52,914	SH		SOLE		52,914	0	0
MARATHON PETE CORP	COM	56585A102	11,762	196,531	SH		OTR	1	0	196,531	0
MARATHON PETE CORP	COM	56585A102	1,187	19,830	SH		OTR	5	0	19,830	0
MARATHON PETE CORP	COM	56585A102	4,137	69,119	SH		SOLE		69,119	0	0
MARCUS & MILLICHAP INC	COM	566324109	1,018	25,000	SH		OTR	1	0	25,000	0
MARCUS & MILLICHAP INC	COM	566324109	615	15,106	SH		SOLE		15,106	0	0
MARCUS CORP	COM	566330106	941	23,500	SH		OTR	1	0	23,500	0
MARCUS CORP	COM	566330106	589	14,714	SH		SOLE		14,714	0	0
MARRIOTT INTL INC NEW	CL A	571903202	4,767	38,109	SH		OTR	1	0	38,109	0
MARRIOTT INTL INC NEW	CL A	571903202	440	3,517	SH		SOLE		3,517	0	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	2,906	3,061,000	PRN		OTR	1	0	3,061,000	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	43	45,000	PRN		OTR	4	0	45,000	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	618	647,000	PRN		SOLE		647,000	0	0
MARSH & MCLENNAN COS INC	COM	571748102	8,159	86,886	SH		OTR	1	0	86,886	0
MARSH & MCLENNAN COS INC	COM	571748102	611	6,511	SH		SOLE		6,511	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	152	756	SH		SOLE		756	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	1,699	8,445	SH		OTR	1	0	8,445	0
MASCO CORP	COM	574599106	4,902	124,689	SH		OTR	1	0	124,689	0
MASCO CORP	COM	574599106	459	11,679	SH		OTR	5	0	11,679	0
MASCO CORP	COM	574599106	979	24,914	SH		SOLE		24,914	0	0
MASIMO CORP	COM	574795100	975	7,054	SH		OTR	1	0	7,054	0
MASIMO CORP	COM	574795100	81	587	SH		SOLE		587	0	0
MASTERCARD INC	CL A	57636Q104	64,792	275,183	SH		OTR	1	0	275,183	0
MASTERCARD INC	CL A	57636Q104	4,327	18,376	SH		OTR	5	0	18,376	0
MASTERCARD INC	CL A	57636Q104	12,405	52,685	SH		SOLE		52,685	0	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	361	16,000	SH		OTR	1	0	16,000	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	221	9,800	SH		SOLE		9,800	0	0
MATCH GROUP INC	COM	57665R106	170	3,002	SH		SOLE		3,002	0	0
MATCH GROUP INC	COM	57665R106	2,686	47,445	SH		OTR	1	0	47,445	0
MATRIX SVC CO	COM	576853105	873	44,600	SH		OTR	1	0	44,600	0
MATRIX SVC CO	COM	576853105	543	27,733	SH		SOLE		27,733	0	0
MATSON INC	COM	57686G105	188	5,200	SH		OTR	1	0	5,200	0
MATSON INC	COM	57686G105	111	3,066	SH		SOLE		3,066	0	0
MATTEL INC	COM	577081102	600	46,138	SH		OTR	1	0	46,138	0
MATTEL INC	COM	577081102	54	4,135	SH		SOLE		4,135	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	177	3,334	SH		SOLE		3,334	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	1,978	37,202	SH		OTR	1	0	37,202	0
MAXIMUS INC	COM	577933104	2,875	40,508	SH		SOLE		40,508	0	0
MAXIMUS INC	COM	577933104	1,629	22,946	SH		OTR	5	0	22,946	0
MAXIMUS INC	COM	577933104	3,992	56,244	SH		OTR	1	0	56,244	0
MCCORMICK & CO INC	COM NON VTG	579780206	2,536	16,834	SH		OTR	1	0	16,834	0
MCCORMICK & CO INC	COM NON VTG	579780206	220	1,458	SH		SOLE		1,458	0	0
MCDONALDS CORP	COM	580135101	27,495	144,785	SH		OTR	1	0	144,785	0
MCDONALDS CORP	COM	580135101	1,534	8,076	SH		OTR	5	0	8,076	0
MCDONALDS CORP	COM	580135101	4,805	25,304	SH		SOLE		25,304	0	0
MCKESSON CORP	COM	58155Q103	13,864	118,435	SH		OTR	1	0	118,435	0
MCKESSON CORP	COM	58155Q103	1,999	17,078	SH		OTR	5	0	17,078	0
MCKESSON CORP	COM	58155Q103	5,147	43,973	SH		SOLE		43,973	0	0
MDU RES GROUP INC	COM	552690109	708	27,405	SH		OTR	1	0	27,405	0
MDU RES GROUP INC	COM	552690109	14	554	SH		SOLE		554	0	0
MEDICAL PPTYS TRUST INC	COM	58463J304	576	31,121	SH		OTR	5	0	31,121	0
MEDICAL PPTYS TRUST INC	COM	58463J304	1,201	64,878	SH		SOLE		64,878	0	0
MEDICAL PPTYS TRUST INC	COM	58463J304	5,825	314,683	SH		OTR	1	0	314,683	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	2,464	2,929,000	PRN		OTR	1	0	2,929,000	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	38	45,000	PRN		OTR	4	0	45,000	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	14,409	17,027,000	PRN		SOLE		17,027,000	0	0
MEDPACE HLDGS INC	COM	58506Q109	1,097	18,600	SH		OTR	1	0	18,600	0
MEDPACE HLDGS INC	COM	58506Q109	676	11,466	SH		SOLE		11,466	0	0
MEET GROUP INC	COM	58513U101	514	102,100	SH		SOLE		102,100	0	0
MEET GROUP INC	COM	58513U101	827	164,500	SH		OTR	1	0	164,500	0
MELCO RESORTS AND ENTMT LTD	ADR	585464100	1,886	83,500	SH		OTR	1	0	83,500	0
MERCK & CO INC	COM	58933Y105	39,530	475,286	SH		OTR	1	0	475,286	0
MERCK & CO INC	COM	58933Y105	4,192	50,402	SH		OTR	5	0	50,402	0
MERCK & CO INC	COM	58933Y105	10,922	131,327	SH		SOLE		131,327	0	0
MERCURY GENL CORP NEW	COM	589400100	854	17,051	SH		OTR	1	0	17,051	0
MERCURY GENL CORP NEW	COM	589400100	107	2,129	SH		SOLE		2,129	0	0
MERIT MED SYS INC	COM	589889104	464	7,500	SH		OTR	1	0	7,500	0
MERIT MED SYS INC	COM	589889104	272	4,400	SH		SOLE		4,400	0	0
MERITOR INC	COM	59001K100	1,036	50,900	SH		OTR	1	0	50,900	0
MERITOR INC	COM	59001K100	654	32,160	SH		SOLE		32,160	0	0
METLIFE INC	COM	59156R108	14,154	332,481	SH		OTR	1	0	332,481	0
METLIFE INC	COM	59156R108	2,222	52,187	SH		OTR	5	0	52,187	0
METLIFE INC	COM	59156R108	4,262	100,115	SH		SOLE		100,115	0	0
METROPOLITAN BK HLDG CORP	COM	591774104	230	6,600	SH		OTR	1	0	6,600	0
METROPOLITAN BK HLDG CORP	COM	591774104	138	3,979	SH		SOLE		3,979	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	4,809	6,652	SH		OTR	1	0	6,652	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	261	361	SH		SOLE		361	0	0
MFS HIGH INCOME MUN TR	SH BEN INT	59318D104	1,552	303,705	SH		SOLE		303,705	0	0
MFS MUN INCOME TR	SH BEN INT	552738106	682	98,613	SH		OTR	1	0	98,613	0
MFS MUN INCOME TR	SH BEN INT	552738106	2,405	347,524	SH		SOLE		347,524	0	0
MGIC INVT CORP WIS	COM	552848103	109	8,300	SH		OTR	1	0	8,300	0
MGIC INVT CORP WIS	COM	552848103	63	4,800	SH		SOLE		4,800	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	5,216	203,289	SH		OTR	1	0	203,289	0
MGM RESORTS INTERNATIONAL	COM	552953101	798	31,109	SH		SOLE		31,109	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	367	14,302	SH		OTR	5	0	14,302	0
MICROCHIP TECHNOLOGY INC	COM	595017104	2,630	31,699	SH		OTR	1	0	31,699	0
MICROCHIP TECHNOLOGY INC	COM	595017104	244	2,943	SH		SOLE		2,943	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	8,210	5,053,000	PRN		OTR	1	0	5,053,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	125	77,000	PRN		OTR	4	0	77,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	57,451	35,304,000	PRN		SOLE		35,304,000	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	23,502	21,360,000	PRN		SOLE		21,360,000	0	0
MICRON TECHNOLOGY INC	COM	595112103	3,887	94,053	SH		SOLE		94,053	0	0
MICRON TECHNOLOGY INC	COM	595112103	20,340	492,144	SH		OTR	1	0	492,144	0
MICRON TECHNOLOGY INC	COM	595112103	1,884	45,586	SH		OTR	5	0	45,586	0
MICRON TECHNOLOGY INC	NOTE 3.125% 5/0	595112AX1	15,102	3,640,000	PRN		SOLE		3,640,000	0	0
MICROSOFT CORP	COM	594918104	17,864	151,464	SH		OTR	5	0	151,464	0
MICROSOFT CORP	COM	594918104	52,652	446,427	SH		SOLE		446,427	0	0
MICROSOFT CORP	COM	594918104	271,143	2,298,983	SH		OTR	1	0	2,298,983	0
MICROSTRATEGY INC	CL A NEW	594972408	202	1,400	SH		OTR	1	0	1,400	0
MICROSTRATEGY INC	CL A NEW	594972408	115	800	SH		SOLE		800	0	0
MID AMER APT CMNTYS INC	COM	59522J103	6,542	59,838	SH		OTR	1	0	59,838	0
MID AMER APT CMNTYS INC	COM	59522J103	584	5,338	SH		OTR	5	0	5,338	0
MID AMER APT CMNTYS INC	COM	59522J103	1,110	10,152	SH		SOLE		10,152	0	0
MIDDLESEX WATER CO	COM	596680108	845	15,100	SH		OTR	1	0	15,100	0
MIDDLESEX WATER CO	COM	596680108	526	9,400	SH		SOLE		9,400	0	0
MIDSTATES PETE CO INC	COM PAR	59804T407	175	17,900	SH		OTR	1	0	17,900	0
MIDSTATES PETE CO INC	COM PAR	59804T407	106	10,835	SH		SOLE		10,835	0	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	379	13,900	SH		OTR	1	0	13,900	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	234	8,574	SH		SOLE		8,574	0	0
MILLER HERMAN INC	COM	600544100	464	13,200	SH		OTR	1	0	13,200	0
MILLER HERMAN INC	COM	600544100	288	8,200	SH		SOLE		8,200	0	0
MILLER INDS INC TENN	COM NEW	600551204	521	16,900	SH		OTR	1	0	16,900	0
MILLER INDS INC TENN	COM NEW	600551204	321	10,396	SH		SOLE		10,396	0	0
MKS INSTRUMENT INC	COM	55306N104	3,142	33,767	SH		OTR	1	0	33,767	0
MKS INSTRUMENT INC	COM	55306N104	269	2,888	SH		SOLE		2,888	0	0
MOBILE TELESYSTEMS PJSC	SPONSORED ADR	607409109	308	40,777	SH		OTR	1	0	40,777	0
MOHAWK INDS INC	COM	608190104	1,072	8,500	SH		OTR	1	0	8,500	0
MOHAWK INDS INC	COM	608190104	96	762	SH		SOLE		762	0	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	148	43,000	PRN		OTR	4	0	43,000	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	29,782	8,647,000	PRN		SOLE		8,647,000	0	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	10,135	2,947,000	PRN		OTR	1	0	2,947,000	0
MOLSON COORS BREWING CO	CL B	60871R209	4,299	72,066	SH		OTR	1	0	72,066	0
MOLSON COORS BREWING CO	CL B	60871R209	705	11,812	SH		OTR	5	0	11,812	0
MOLSON COORS BREWING CO	CL B	60871R209	1,409	23,629	SH		SOLE		23,629	0	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	277	19,069	SH		OTR	1	0	19,069	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	169	11,662	SH		SOLE		11,662	0	0
MOMO INC	ADR	60879B107	1,025	26,800	SH		OTR	1	0	26,800	0
MONDELEZ INTL INC	CL A	609207105	922	18,479	SH		SOLE		18,479	0	0
MONDELEZ INTL INC	CL A	609207105	11,502	230,402	SH		OTR	1	0	230,402	0
MONEYGRAM INTL INC	COM NEW	60935Y208	23	11,444	SH		SOLE		11,444	0	0
MONEYGRAM INTL INC	COM NEW	60935Y208	40	19,400	SH		OTR	1	0	19,400	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	3,167	58,030	SH		OTR	1	0	58,030	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	292	5,342	SH		SOLE		5,342	0	0
MOODYS CORP	COM	615369105	4,489	24,790	SH		OTR	1	0	24,790	0
MOODYS CORP	COM	615369105	430	2,373	SH		SOLE		2,373	0	0
MORGAN STANLEY	COM NEW	617446448	9,170	217,290	SH		OTR	1	0	217,290	0
MORGAN STANLEY	COM NEW	617446448	707	16,751	SH		SOLE		16,751	0	0
MOSAIC CO NEW	COM	61945C103	13,980	511,907	SH		OTR	1	0	511,907	0
MOSAIC CO NEW	COM	61945C103	1,693	61,984	SH		OTR	5	0	61,984	0
MOSAIC CO NEW	COM	61945C103	4,648	170,177	SH		SOLE		170,177	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	3,915	27,881	SH		OTR	1	0	27,881	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	1,800	12,819	SH		SOLE		12,819	0	0
MSCI INC	COM	55354G100	203	1,023	SH		SOLE		1,023	0	0
MSCI INC	COM	55354G100	2,271	11,422	SH		OTR	1	0	11,422	0
MUELLER INDS INC	COM	624756102	702	22,400	SH		OTR	1	0	22,400	0
MUELLER INDS INC	COM	624756102	436	13,900	SH		SOLE		13,900	0	0
MURPHY OIL CORP	COM	626717102	272	9,287	SH		OTR	1	0	9,287	0
MURPHY OIL CORP	COM	626717102	155	5,282	SH		OTR	5	0	5,282	0
MURPHY OIL CORP	COM	626717102	257	8,762	SH		SOLE		8,762	0	0
MURPHY USA INC	COM	626755102	599	7,000	SH		OTR	1	0	7,000	0
MURPHY USA INC	COM	626755102	385	4,500	SH		SOLE		4,500	0	0
MYR GROUP INC DEL	COM	55405W104	343	9,900	SH		SOLE		9,900	0	0
MYR GROUP INC DEL	COM	55405W104	554	16,000	SH		OTR	1	0	16,000	0
MYRIAD GENETICS INC	COM	62855J104	283	8,521	SH		SOLE		8,521	0	0
MYRIAD GENETICS INC	COM	62855J104	429	12,910	SH		OTR	1	0	12,910	0
NABORS INDS INC NEW	NOTE 0.750% 1/1	62957HAB1	296	413,000	PRN		SOLE		413,000	0	0
NANOMETRICS INC	COM	630077105	432	14,000	SH		OTR	1	0	14,000	0
NANOMETRICS INC	COM	630077105	272	8,800	SH		SOLE		8,800	0	0
NANOSTRING TECHNOLOGIES INC	COM	63009R109	814	34,000	SH		OTR	1	0	34,000	0
NANOSTRING TECHNOLOGIES INC	COM	63009R109	512	21,400	SH		SOLE		21,400	0	0
NASDAQ INC	COM	631103108	1,664	19,023	SH		OTR	1	0	19,023	0
NASDAQ INC	COM	631103108	112	1,281	SH		OTR	5	0	1,281	0
NASDAQ INC	COM	631103108	297	3,399	SH		SOLE		3,399	0	0
NATIONAL CINEMEDIA INC	COM	635309107	150	21,300	SH		OTR	1	0	21,300	0
NATIONAL CINEMEDIA INC	COM	635309107	91	12,900	SH		SOLE		12,900	0	0
NATIONAL GEN HLDGS CORP	COM	636220303	623	26,258	SH		SOLE		26,258	0	0
NATIONAL GEN HLDGS CORP	COM	636220303	1,013	42,700	SH		OTR	1	0	42,700	0
NATIONAL OILWELL VARCO INC	COM	637071101	1,366	51,294	SH		OTR	1	0	51,294	0
NATIONAL OILWELL VARCO INC	COM	637071101	122	4,598	SH		SOLE		4,598	0	0
NATIONAL PRESTO INDS INC	COM	637215104	966	8,900	SH		OTR	1	0	8,900	0
NATIONAL PRESTO INDS INC	COM	637215104	597	5,500	SH		SOLE		5,500	0	0
NATIONAL RETAIL PPTYS INC	COM	637417106	1,827	32,984	SH		OTR	1	0	32,984	0
NATIONAL RETAIL PPTYS INC	COM	637417106	114	2,062	SH		SOLE		2,062	0	0
NATURAL GROCERS BY VITAMIN C	COM	63888U108	760	63,600	SH		OTR	1	0	63,600	0
NATURAL GROCERS BY VITAMIN C	COM	63888U108	471	39,440	SH		SOLE		39,440	0	0
NATURAL HEALTH TRENDS CORP	COM PAR $.001	63888P406	428	33,000	SH		OTR	1	0	33,000	0
NATURAL HEALTH TRENDS CORP	COM PAR $.001	63888P406	263	20,318	SH		SOLE		20,318	0	0
NAVISTAR INTL CORP NEW	NOTE 4.750% 4/1	63934EAS7	687	685,000	PRN		SOLE		685,000	0	0
NCR CORP NEW	COM	62886E108	1,487	54,488	SH		OTR	1	0	54,488	0
NCR CORP NEW	COM	62886E108	39	1,446	SH		SOLE		1,446	0	0
NEKTAR THERAPEUTICS	COM	640268108	777	23,122	SH		OTR	1	0	23,122	0
NEKTAR THERAPEUTICS	COM	640268108	70	2,073	SH		SOLE		2,073	0	0
NEOGENOMICS INC	COM NEW	64049M209	1,113	54,400	SH		OTR	1	0	54,400	0
NEOGENOMICS INC	COM NEW	64049M209	700	34,200	SH		SOLE		34,200	0	0
NETAPP INC	COM	64110D104	3,249	46,851	SH		OTR	1	0	46,851	0
NETAPP INC	COM	64110D104	288	4,159	SH		SOLE		4,159	0	0
NETEASE INC	SPONSORED ADR	64110W102	1,811	7,500	SH		OTR	1	0	7,500	0
NETFLIX INC	COM	64110L106	7,649	21,451	SH		SOLE		21,451	0	0
NETFLIX INC	COM	64110L106	46,208	129,593	SH		OTR	1	0	129,593	0
NETFLIX INC	COM	64110L106	3,140	8,805	SH		OTR	5	0	8,805	0
NETSCOUT SYS INC	COM	64115T104	575	20,500	SH		OTR	1	0	20,500	0
NETSCOUT SYS INC	COM	64115T104	359	12,780	SH		SOLE		12,780	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	6,123	4,531,000	PRN		OTR	1	0	4,531,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	95	70,000	PRN		OTR	4	0	70,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	22,825	16,859,000	PRN		SOLE		16,859,000	0	0
NEW JERSEY RES	COM	646025106	1,484	29,800	SH		OTR	1	0	29,800	0
NEW JERSEY RES	COM	646025106	920	18,474	SH		SOLE		18,474	0	0
NEW MEDIA INVT GROUP INC	COM	64704V106	326	31,030	SH		SOLE		31,030	0	0
NEW MEDIA INVT GROUP INC	COM	64704V106	545	51,900	SH		OTR	1	0	51,900	0
NEW RELIC INC	COM	64829B100	392	3,975	SH		SOLE		3,975	0	0
NEW RELIC INC	COM	64829B100	651	6,600	SH		OTR	1	0	6,600	0
NEW SR INVT GROUP INC	COM	648691103	63	11,600	SH		OTR	1	0	11,600	0
NEW SR INVT GROUP INC	COM	648691103	39	7,200	SH		SOLE		7,200	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	3,815	329,745	SH		OTR	1	0	329,745	0
NEW YORK CMNTY BANCORP INC	COM	649445103	4	387	SH		OTR	5	0	387	0
NEW YORK CMNTY BANCORP INC	COM	649445103	1,357	117,268	SH		SOLE		117,268	0	0
NEWELL BRANDS INC	COM	651229106	807	52,607	SH		OTR	1	0	52,607	0
NEWELL BRANDS INC	COM	651229106	72	4,714	SH		SOLE		4,714	0	0
NEWMONT MNG CORP	COM	651639106	238	6,658	SH		SOLE		6,658	0	0
NEWMONT MNG CORP	COM	651639106	2,898	81,027	SH		OTR	1	0	81,027	0
NEWPARK RES INC	NOTE 4.000%12/0	651718AE8	18,031	14,614,000	PRN		SOLE		14,614,000	0	0
NEWS CORP NEW	CL A	65249B109	580	46,650	SH		OTR	5	0	46,650	0
NEWS CORP NEW	CL A	65249B109	951	76,408	SH		SOLE		76,408	0	0
NEWS CORP NEW	CL A	65249B109	4,431	356,181	SH		OTR	1	0	356,181	0
NEWS CORP NEW	CL B	65249B208	2,504	200,493	SH		OTR	1	0	200,493	0
NEWS CORP NEW	CL B	65249B208	229	18,328	SH		OTR	5	0	18,328	0
NEWS CORP NEW	CL B	65249B208	599	47,995	SH		SOLE		47,995	0	0
NEXPOINT RESIDENTIAL TR INC	COM	65341D102	483	12,600	SH		OTR	1	0	12,600	0
NEXPOINT RESIDENTIAL TR INC	COM	65341D102	291	7,600	SH		SOLE		7,600	0	0
NEXTERA ENERGY INC	COM	65339F101	3,111	16,095	SH		SOLE		16,095	0	0
NEXTERA ENERGY INC	COM	65339F101	17,501	90,528	SH		OTR	1	0	90,528	0
NEXTERA ENERGY INC	COM	65339F101	603	3,119	SH		OTR	5	0	3,119	0
NEXTGEN HEALTHCARE INC	COM	65343C102	469	27,892	SH		SOLE		27,892	0	0
NEXTGEN HEALTHCARE INC	COM	65343C102	766	45,500	SH		OTR	1	0	45,500	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	7,319	4,798,000	PRN		OTR	1	0	4,798,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	110	72,000	PRN		OTR	4	0	72,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	71,850	46,950,000	PRN		SOLE		46,950,000	0	0
NIKE INC	CL B	654106103	34,586	410,712	SH		OTR	1	0	410,712	0
NIKE INC	CL B	654106103	1,718	20,397	SH		OTR	5	0	20,397	0
NIKE INC	CL B	654106103	4,279	50,812	SH		SOLE		50,812	0	0
NISOURCE INC	COM	65473P105	1,446	50,459	SH		OTR	1	0	50,459	0
NISOURCE INC	COM	65473P105	130	4,522	SH		SOLE		4,522	0	0
NMI HLDGS INC	CL A	629209305	1,050	40,600	SH		OTR	1	0	40,600	0
NMI HLDGS INC	CL A	629209305	649	25,100	SH		SOLE		25,100	0	0
NOBLE ENERGY INC	COM	655044105	144	5,805	SH		SOLE		5,805	0	0
NOBLE ENERGY INC	COM	655044105	1,601	64,754	SH		OTR	1	0	64,754	0
NORDSTROM INC	COM	655664100	643	14,493	SH		OTR	1	0	14,493	0
NORDSTROM INC	COM	655664100	58	1,296	SH		SOLE		1,296	0	0
NORFOLK SOUTHERN CORP	COM	655844108	11,124	59,524	SH		OTR	1	0	59,524	0
NORFOLK SOUTHERN CORP	COM	655844108	438	2,346	SH		OTR	5	0	2,346	0
NORFOLK SOUTHERN CORP	COM	655844108	3,318	17,752	SH		SOLE		17,752	0	0
NORTHERN TR CORP	COM	665859104	5,395	59,675	SH		OTR	1	0	59,675	0
NORTHERN TR CORP	COM	665859104	68	750	SH		OTR	5	0	750	0
NORTHERN TR CORP	COM	665859104	557	6,158	SH		SOLE		6,158	0	0
NORTHROP GRUMMAN CORP	COM	666807102	11,785	43,713	SH		OTR	1	0	43,713	0
NORTHROP GRUMMAN CORP	COM	666807102	465	1,725	SH		OTR	5	0	1,725	0
NORTHROP GRUMMAN CORP	COM	666807102	1,502	5,570	SH		SOLE		5,570	0	0
NOVAVAX INC	NOTE 3.750% 2/0	670002AB0	2,783	7,625,000	PRN		SOLE		7,625,000	0	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	14,036	2,538,000	PRN		SOLE		2,538,000	0	0
NRG ENERGY INC	COM NEW	629377508	17,094	402,397	SH		OTR	1	0	402,397	0
NRG ENERGY INC	COM NEW	629377508	1,913	45,032	SH		OTR	5	0	45,032	0
NRG ENERGY INC	COM NEW	629377508	5,283	124,364	SH		SOLE		124,364	0	0
NU SKIN ENTERPRISES INC	CL A	67018T105	1,646	34,400	SH		OTR	1	0	34,400	0
NU SKIN ENTERPRISES INC	CL A	67018T105	273	5,694	SH		SOLE		5,694	0	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	723	42,687	SH		SOLE		42,687	0	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	10,836	640,074	SH		OTR	1	0	640,074	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	21,853	21,975,000	PRN		SOLE		21,975,000	0	0
NUCOR CORP	COM	670346105	371	6,356	SH		SOLE		6,356	0	0
NUCOR CORP	COM	670346105	4,816	82,541	SH		OTR	1	0	82,541	0
NUTANIX INC	NOTE 1/1	67059NAB4	6,632	6,220,000	PRN		SOLE		6,220,000	0	0
NUVASIVE INC	COM	670704105	1,255	22,100	SH		OTR	1	0	22,100	0
NUVASIVE INC	COM	670704105	772	13,600	SH		SOLE		13,600	0	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	5,337	4,799,000	PRN		OTR	1	0	4,799,000	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	80	72,000	PRN		OTR	4	0	72,000	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	14,868	13,324,000	PRN		SOLE		13,324,000	0	0
NUVEEN AMT FREE MUN CR INC F	COM	67071L106	17,079	1,130,278	SH		SOLE		1,130,278	0	0
NUVEEN AMT FREE QLTY MUN INC	COM	670657105	23,983	1,795,140	SH		SOLE		1,795,140	0	0
NUVEEN MARYLAND QLT MUN INC	COM	67061Q107	2,494	200,000	SH		SOLE		200,000	0	0
NUVEEN MICHIGAN QLT MUN INC	COM	670979103	3,972	300,000	SH		SOLE		300,000	0	0
NUVEEN MUNICIPAL CREDIT INC	COM SH BEN INT	67070X101	19,068	1,265,291	SH		SOLE		1,265,291	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	1,272	100,000	SH		OTR	1	0	100,000	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	6,978	548,590	SH		SOLE		548,590	0	0
NUVEEN PENNSYLVANIA QLT MUN	COM	670972108	7,437	563,000	SH		SOLE		563,000	0	0
NVIDIA CORP	COM	67066G104	26,720	148,809	SH		OTR	1	0	148,809	0
NVIDIA CORP	COM	67066G104	1,296	7,220	SH		OTR	5	0	7,220	0
NVIDIA CORP	COM	67066G104	3,494	19,460	SH		SOLE		19,460	0	0
NVR INC	COM	62944T105	894	323	SH		OTR	1	0	323	0
NVR INC	COM	62944T105	111	40	SH		SOLE		40	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	63	161	SH		OTR	5	0	161	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	926	2,384	SH		SOLE		2,384	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	12,636	32,543	SH		OTR	1	0	32,543	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	91	98,000	PRN		OTR	4	0	98,000	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	32,760	34,995,000	PRN		SOLE		34,995,000	0	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	6,216	6,658,000	PRN		OTR	1	0	6,658,000	0
OCCIDENTAL PETE CORP	COM	674599105	10,391	156,963	SH		OTR	1	0	156,963	0
OCCIDENTAL PETE CORP	COM	674599105	900	13,599	SH		OTR	5	0	13,599	0
OCCIDENTAL PETE CORP	COM	674599105	1,991	30,083	SH		SOLE		30,083	0	0
OFFICE DEPOT INC	COM	676220106	1,186	326,600	SH		OTR	1	0	326,600	0
OFFICE DEPOT INC	COM	676220106	735	202,478	SH		SOLE		202,478	0	0
OFG BANCORP	COM	67103X102	595	30,084	SH		SOLE		30,084	0	0
OFG BANCORP	COM	67103X102	960	48,500	SH		OTR	1	0	48,500	0
OGE ENERGY CORP	COM	670837103	291	6,742	SH		SOLE		6,742	0	0
OGE ENERGY CORP	COM	670837103	92	2,129	SH		OTR	5	0	2,129	0
OGE ENERGY CORP	COM	670837103	2,859	66,309	SH		OTR	1	0	66,309	0
OKTA INC	NOTE 0.250% 2/1	679295AB1	23,879	13,189,000	PRN		SOLE		13,189,000	0	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	451	3,123	SH		OTR	1	0	3,123	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	42	288	SH		SOLE		288	0	0
OLD REP INTL CORP	COM	680223104	3,408	162,927	SH		OTR	1	0	162,927	0
OLD REP INTL CORP	COM	680223104	202	9,657	SH		SOLE		9,657	0	0
OLIN CORP	COM PAR $1	680665205	4,111	177,656	SH		OTR	1	0	177,656	0
OLIN CORP	COM PAR $1	680665205	408	17,630	SH		OTR	5	0	17,630	0
OLIN CORP	COM PAR $1	680665205	222	9,576	SH		SOLE		9,576	0	0
OMEGA HEALTHCARE INVS INC	COM	681936100	12,412	325,342	SH		OTR	1	0	325,342	0
OMEGA HEALTHCARE INVS INC	COM	681936100	1,504	39,424	SH		OTR	5	0	39,424	0
OMEGA HEALTHCARE INVS INC	COM	681936100	2,790	73,130	SH		SOLE		73,130	0	0
OMNICELL INC	COM	68213N109	1,261	15,600	SH		OTR	1	0	15,600	0
OMNICELL INC	COM	68213N109	776	9,600	SH		SOLE		9,600	0	0
OMNICOM GROUP INC	COM	681919106	19,430	266,202	SH		OTR	1	0	266,202	0
OMNICOM GROUP INC	COM	681919106	1,943	26,619	SH		OTR	5	0	26,619	0
OMNICOM GROUP INC	COM	681919106	3,840	52,606	SH		SOLE		52,606	0	0
OMNOVA SOLUTIONS INC	COM	682129101	133	18,900	SH		OTR	1	0	18,900	0
OMNOVA SOLUTIONS INC	COM	682129101	79	11,200	SH		SOLE		11,200	0	0
ON SEMICONDUCTOR CORP	COM	682189105	8,325	404,696	SH		OTR	1	0	404,696	0
ON SEMICONDUCTOR CORP	COM	682189105	471	22,898	SH		SOLE		22,898	0	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	5,848	4,732,000	PRN		OTR	1	0	4,732,000	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	31,540	25,469,000	PRN		SOLE		25,469,000	0	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	85	69,000	PRN		OTR	4	0	69,000	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	2,057	1,668,000	PRN		SOLE		1,668,000	0	0
ONE GAS INC	COM	68235P108	187	2,100	SH		OTR	1	0	2,100	0
ONE GAS INC	COM	68235P108	111	1,246	SH		SOLE		1,246	0	0
ONEOK INC NEW	COM	682680103	6,036	86,425	SH		OTR	1	0	86,425	0
ONEOK INC NEW	COM	682680103	596	8,536	SH		SOLE		8,536	0	0
OPKO HEALTH INC	COM	68375N103	188	72,000	SH		OTR	1	0	72,000	0
OPKO HEALTH INC	COM	68375N103	146	55,781	SH		SOLE		55,781	0	0
ORACLE CORP	COM	68389X105	4,471	83,240	SH		OTR	5	0	83,240	0
ORACLE CORP	COM	68389X105	11,537	214,802	SH		SOLE		214,802	0	0
ORACLE CORP	COM	68389X105	40,131	747,165	SH		OTR	1	0	747,165	0
ORTHOFIX MED INC	COM	68752M108	281	4,990	SH		SOLE		4,990	0	0
ORTHOFIX MED INC	COM	68752M108	457	8,100	SH		OTR	1	0	8,100	0
OSHKOSH CORP	COM	688239201	2,364	31,466	SH		OTR	1	0	31,466	0
OSHKOSH CORP	COM	688239201	277	3,686	SH		OTR	5	0	3,686	0
OSHKOSH CORP	COM	688239201	683	9,096	SH		SOLE		9,096	0	0
OSI SYSTEMS INC	COM	671044105	210	2,400	SH		OTR	1	0	2,400	0
OSI SYSTEMS INC	COM	671044105	131	1,500	SH		SOLE		1,500	0	0
OUTFRONT MEDIA INC	COM	69007J106	2,933	125,341	SH		OTR	1	0	125,341	0
OUTFRONT MEDIA INC	COM	69007J106	246	10,502	SH		SOLE		10,502	0	0
OVERSEAS SHIPHOLDING GROUP I	CL A NEW	69036R863	281	122,851	SH		SOLE		122,851	0	0
OVERSEAS SHIPHOLDING GROUP I	CL A NEW	69036R863	458	200,100	SH		OTR	1	0	200,100	0
OWENS CORNING NEW	COM	690742101	12	248	SH		SOLE		248	0	0
OWENS CORNING NEW	COM	690742101	338	7,165	SH		OTR	1	0	7,165	0
OWENS ILL INC	COM NEW	690768403	6,455	340,075	SH		OTR	1	0	340,075	0
OWENS ILL INC	COM NEW	690768403	402	21,155	SH		SOLE		21,155	0	0
PACCAR INC	COM	693718108	15,757	231,243	SH		OTR	1	0	231,243	0
PACCAR INC	COM	693718108	2,127	31,212	SH		OTR	5	0	31,212	0
PACCAR INC	COM	693718108	5,719	83,936	SH		SOLE		83,936	0	0
PACIFIC PREMIER BANCORP	COM	69478X105	554	20,900	SH		OTR	1	0	20,900	0
PACIFIC PREMIER BANCORP	COM	69478X105	356	13,400	SH		SOLE		13,400	0	0
PACIRA PHARMACEUTICALS INC	COM	695127100	639	16,797	SH		SOLE		16,797	0	0
PACIRA PHARMACEUTICALS INC	COM	695127100	1,028	27,000	SH		OTR	1	0	27,000	0
PACIRA PHARMACEUTICALS INC	NOTE 2.375% 4/0	695127AD2	18,382	18,624,000	PRN		SOLE		18,624,000	0	0
PACIRA PHARMACEUTICALS INC	NOTE 2.375% 4/0	695127AD2	3,128	3,177,000	PRN		OTR	1	0	3,177,000	0
PACIRA PHARMACEUTICALS INC	NOTE 2.375% 4/0	695127AD2	46	47,000	PRN		OTR	4	0	47,000	0
PACKAGING CORP AMER	COM	695156109	5,453	54,874	SH		OTR	1	0	54,874	0
PACKAGING CORP AMER	COM	695156109	795	8,004	SH		OTR	5	0	8,004	0
PACKAGING CORP AMER	COM	695156109	1,422	14,305	SH		SOLE		14,305	0	0
PALO ALTO NETWORKS INC	COM	697435105	13,357	54,995	SH		OTR	1	0	54,995	0
PALO ALTO NETWORKS INC	COM	697435105	2,279	9,382	SH		SOLE		9,382	0	0
PALO ALTO NETWORKS INC	NOTE 7/0	697435AB1	620	282,000	PRN		SOLE		282,000	0	0
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	997	56,000	SH		OTR	1	0	56,000	0
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	613	34,407	SH		SOLE		34,407	0	0
PARK HOTELS RESORTS INC	COM	700517105	5,363	172,546	SH		OTR	1	0	172,546	0
PARK HOTELS RESORTS INC	COM	700517105	421	13,558	SH		SOLE		13,558	0	0
PARK OHIO HLDGS CORP	COM	700666100	285	8,800	SH		OTR	1	0	8,800	0
PARK OHIO HLDGS CORP	COM	700666100	178	5,509	SH		SOLE		5,509	0	0
PARKER HANNIFIN CORP	COM	701094104	5,892	34,329	SH		OTR	1	0	34,329	0
PARKER HANNIFIN CORP	COM	701094104	71	413	SH		OTR	5	0	413	0
PARKER HANNIFIN CORP	COM	701094104	650	3,786	SH		SOLE		3,786	0	0
PATRICK INDS INC	COM	703343103	820	18,100	SH		OTR	1	0	18,100	0
PATRICK INDS INC	COM	703343103	501	11,051	SH		SOLE		11,051	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	27,305	30,423,000	PRN		SOLE		30,423,000	0	0
PATTERSON UTI ENERGY INC	COM	703481101	477	33,997	SH		SOLE		33,997	0	0
PATTERSON UTI ENERGY INC	COM	703481101	5,303	378,268	SH		OTR	1	0	378,268	0
PAYCHEX INC	COM	704326107	4,091	51,004	SH		OTR	1	0	51,004	0
PAYCHEX INC	COM	704326107	389	4,850	SH		SOLE		4,850	0	0
PAYCOM SOFTWARE INC	COM	70432V102	419	2,214	SH		OTR	1	0	2,214	0
PAYCOM SOFTWARE INC	COM	70432V102	52	276	SH		SOLE		276	0	0
PAYLOCITY HLDG CORP	COM	70438V106	1,079	12,100	SH		OTR	1	0	12,100	0
PAYLOCITY HLDG CORP	COM	70438V106	669	7,500	SH		SOLE		7,500	0	0
PAYPAL HLDGS INC	COM	70450Y103	38,736	373,032	SH		OTR	1	0	373,032	0
PAYPAL HLDGS INC	COM	70450Y103	2,568	24,734	SH		OTR	5	0	24,734	0
PAYPAL HLDGS INC	COM	70450Y103	5,793	55,791	SH		SOLE		55,791	0	0
PBF ENERGY INC	CL A	69318G106	2,667	85,652	SH		OTR	1	0	85,652	0
PBF ENERGY INC	CL A	69318G106	412	13,228	SH		SOLE		13,228	0	0
PEABODY ENERGY CORP NEW	COM	704551100	1,096	38,700	SH		OTR	1	0	38,700	0
PEABODY ENERGY CORP NEW	COM	704551100	680	24,015	SH		SOLE		24,015	0	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	726	27,700	SH		OTR	1	0	27,700	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	456	17,376	SH		SOLE		17,376	0	0
PEBBLEBROOK HOTEL TR	COM	70509V100	2,747	88,455	SH		OTR	1	0	88,455	0
PEBBLEBROOK HOTEL TR	COM	70509V100	1,392	44,816	SH		OTR	5	0	44,816	0
PEBBLEBROOK HOTEL TR	COM	70509V100	2,149	69,187	SH		SOLE		69,187	0	0
PENN VA CORP NEW	COM	70788V102	163	3,700	SH		OTR	1	0	3,700	0
PENN VA CORP NEW	COM	70788V102	106	2,400	SH		SOLE		2,400	0	0
PENNYMAC MTG INVT TR	COM	70931T103	422	20,400	SH		OTR	1	0	20,400	0
PENNYMAC MTG INVT TR	COM	70931T103	251	12,100	SH		SOLE		12,100	0	0
PENSKE AUTOMOTIVE GRP INC	COM	70959W103	256	5,743	SH		OTR	1	0	5,743	0
PENSKE AUTOMOTIVE GRP INC	COM	70959W103	32	713	SH		SOLE		713	0	0
PEOPLES UTD FINL INC	COM	712704105	76	4,598	SH		SOLE		4,598	0	0
PEOPLES UTD FINL INC	COM	712704105	845	51,385	SH		OTR	1	0	51,385	0
PEPSICO INC	COM	713448108	50,491	411,998	SH		OTR	1	0	411,998	0
PEPSICO INC	COM	713448108	3,743	30,542	SH		OTR	5	0	30,542	0
PEPSICO INC	COM	713448108	9,765	79,679	SH		SOLE		79,679	0	0
PERFICIENT INC	COM	71375U101	129	4,700	SH		OTR	1	0	4,700	0
PERFICIENT INC	COM	71375U101	79	2,900	SH		SOLE		2,900	0	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	1,459	36,800	SH		OTR	1	0	36,800	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	892	22,500	SH		SOLE		22,500	0	0
PERKINELMER INC	COM	714046109	138	1,431	SH		SOLE		1,431	0	0
PERKINELMER INC	COM	714046109	1,512	15,687	SH		OTR	1	0	15,687	0
PERSPECTA INC	COM	715347100	421	20,800	SH		OTR	1	0	20,800	0
PERSPECTA INC	COM	715347100	256	12,679	SH		SOLE		12,679	0	0
PFIZER INC	COM	717081103	46,689	1,099,341	SH		OTR	1	0	1,099,341	0
PFIZER INC	COM	717081103	4,107	96,705	SH		OTR	5	0	96,705	0
PFIZER INC	COM	717081103	11,560	272,192	SH		SOLE		272,192	0	0
PGIM HIGH YIELD BOND FUND IN	COM	69346H100	213	15,000	SH		SOLE		15,000	0	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	1,007	30,500	SH		OTR	1	0	30,500	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	629	19,062	SH		SOLE		19,062	0	0
PHILIP MORRIS INTL INC	COM	718172109	2,492	28,195	SH		SOLE		28,195	0	0
PHILIP MORRIS INTL INC	COM	718172109	24,946	282,226	SH		OTR	1	0	282,226	0
PHILIP MORRIS INTL INC	COM	718172109	1,612	18,233	SH		OTR	5	0	18,233	0
PHILLIPS 66	COM	718546104	3,270	34,362	SH		SOLE		34,362	0	0
PHILLIPS 66	COM	718546104	11,523	121,076	SH		OTR	1	0	121,076	0
PHILLIPS 66	COM	718546104	1,748	18,369	SH		OTR	5	0	18,369	0
PHOTRONICS INC	COM	719405102	254	26,900	SH		OTR	1	0	26,900	0
PHOTRONICS INC	COM	719405102	158	16,700	SH		SOLE		16,700	0	0
PILGRIMS PRIDE CORP NEW	COM	72147K108	7,666	343,902	SH		OTR	1	0	343,902	0
PILGRIMS PRIDE CORP NEW	COM	72147K108	712	31,926	SH		SOLE		31,926	0	0
PINNACLE WEST CAP CORP	COM	723484101	4,819	50,417	SH		OTR	1	0	50,417	0
PINNACLE WEST CAP CORP	COM	723484101	370	3,874	SH		OTR	5	0	3,874	0
PINNACLE WEST CAP CORP	COM	723484101	583	6,099	SH		SOLE		6,099	0	0
PIONEER MUN HIGH INCOME TR	COM SHS	723763108	1,015	84,969	SH		OTR	1	0	84,969	0
PIONEER NAT RES CO	COM	723787107	5,464	35,880	SH		OTR	1	0	35,880	0
PIONEER NAT RES CO	COM	723787107	340	2,235	SH		SOLE		2,235	0	0
PLEXUS CORP	COM	729132100	268	4,400	SH		OTR	1	0	4,400	0
PLEXUS CORP	COM	729132100	165	2,700	SH		SOLE		2,700	0	0
PNC FINL SVCS GROUP INC	COM	693475105	9,058	73,848	SH		OTR	1	0	73,848	0
PNC FINL SVCS GROUP INC	COM	693475105	712	5,807	SH		SOLE		5,807	0	0
PORTLAND GEN ELEC CO	COM NEW	736508847	181	3,500	SH		OTR	1	0	3,500	0
PORTLAND GEN ELEC CO	COM NEW	736508847	114	2,196	SH		SOLE		2,196	0	0
PORTOLA PHARMACEUTICALS INC	COM	737010108	463	13,342	SH		OTR	1	0	13,342	0
PORTOLA PHARMACEUTICALS INC	COM	737010108	305	8,796	SH		SOLE		8,796	0	0
POST HLDGS INC	COM	737446104	612	5,597	SH		OTR	5	0	5,597	0
POST HLDGS INC	COM	737446104	1,368	12,501	SH		SOLE		12,501	0	0
POST HLDGS INC	COM	737446104	7,231	66,095	SH		OTR	1	0	66,095	0
POTBELLY CORP	COM	73754Y100	400	46,950	SH		SOLE		46,950	0	0
POTBELLY CORP	COM	73754Y100	655	77,000	SH		OTR	1	0	77,000	0
PPDAI GROUP INC	SPONSORED ADR	69354V108	471	124,600	SH		OTR	1	0	124,600	0
PPG INDS INC	COM	693506107	5,935	52,580	SH		OTR	1	0	52,580	0
PPG INDS INC	COM	693506107	403	3,571	SH		SOLE		3,571	0	0
PPL CORP	COM	69351T106	5,292	166,726	SH		OTR	1	0	166,726	0
PPL CORP	COM	69351T106	8	250	SH		OTR	5	0	250	0
PPL CORP	COM	69351T106	386	12,156	SH		SOLE		12,156	0	0
PRA HEALTH SCIENCES INC	COM	69354M108	3,552	32,204	SH		SOLE		32,204	0	0
PRA HEALTH SCIENCES INC	COM	69354M108	13,744	124,619	SH		OTR	1	0	124,619	0
PRA HEALTH SCIENCES INC	COM	69354M108	1,221	11,070	SH		OTR	5	0	11,070	0
PREFERRED APT CMNTYS INC	COM	74039L103	187	12,600	SH		SOLE		12,600	0	0
PREFERRED APT CMNTYS INC	COM	74039L103	310	20,900	SH		OTR	1	0	20,900	0
PREMIER INC	CL A	74051N102	6,339	183,781	SH		OTR	1	0	183,781	0
PREMIER INC	CL A	74051N102	347	10,047	SH		SOLE		10,047	0	0
PRESIDIO INC	COM	74102M103	752	50,800	SH		OTR	1	0	50,800	0
PRESIDIO INC	COM	74102M103	472	31,875	SH		SOLE		31,875	0	0
PRICE T ROWE GROUP INC	COM	74144T108	3,344	33,404	SH		OTR	1	0	33,404	0
PRICE T ROWE GROUP INC	COM	74144T108	309	3,091	SH		SOLE		3,091	0	0
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	8,155	6,033,000	PRN		OTR	1	0	6,033,000	0
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	122	90,000	PRN		OTR	4	0	90,000	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	53,490	48,350,000	PRN		SOLE		48,350,000	0	0
PRIMO WTR CORP	COM	74165N105	949	61,400	SH		OTR	1	0	61,400	0
PRIMO WTR CORP	COM	74165N105	594	38,445	SH		SOLE		38,445	0	0
PRINCIPAL FINL GROUP INC	COM	74251V102	3,488	69,504	SH		OTR	1	0	69,504	0
PRINCIPAL FINL GROUP INC	COM	74251V102	87	1,739	SH		OTR	5	0	1,739	0
PRINCIPAL FINL GROUP INC	COM	74251V102	258	5,134	SH		SOLE		5,134	0	0
PROCTER AND GAMBLE CO	COM	742718109	53,991	518,898	SH		OTR	1	0	518,898	0
PROCTER AND GAMBLE CO	COM	742718109	5,158	49,574	SH		OTR	5	0	49,574	0
PROCTER AND GAMBLE CO	COM	742718109	16,733	160,816	SH		SOLE		160,816	0	0
PROGRESS SOFTWARE CORP	COM	743312100	284	6,400	SH		OTR	1	0	6,400	0
PROGRESS SOFTWARE CORP	COM	743312100	188	4,226	SH		SOLE		4,226	0	0
PROGRESSIVE CORP OHIO	COM	743315103	2,504	34,729	SH		OTR	5	0	34,729	0
PROGRESSIVE CORP OHIO	COM	743315103	6,471	89,768	SH		SOLE		89,768	0	0
PROGRESSIVE CORP OHIO	COM	743315103	22,707	314,982	SH		OTR	1	0	314,982	0
PROLOGIS INC	COM	74340W103	8,694	120,835	SH		OTR	1	0	120,835	0
PROLOGIS INC	COM	74340W103	672	9,336	SH		SOLE		9,336	0	0
PROPETRO HLDG CORP	COM	74347M108	1,183	52,500	SH		OTR	1	0	52,500	0
PROPETRO HLDG CORP	COM	74347M108	728	32,300	SH		SOLE		32,300	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	1,114	1,106,000	PRN		SOLE		1,106,000	0	0
PRUDENTIAL FINL INC	COM	744320102	9,514	103,548	SH		OTR	1	0	103,548	0
PRUDENTIAL FINL INC	COM	744320102	650	7,075	SH		OTR	5	0	7,075	0
PRUDENTIAL FINL INC	COM	744320102	1,667	18,147	SH		SOLE		18,147	0	0
PS BUSINESS PKS INC CALIF	COM	69360J107	518	3,300	SH		SOLE		3,300	0	0
PS BUSINESS PKS INC CALIF	COM	69360J107	831	5,300	SH		OTR	1	0	5,300	0
PTC INC	COM	69370C100	1,388	15,057	SH		OTR	1	0	15,057	0
PTC INC	COM	69370C100	165	1,791	SH		SOLE		1,791	0	0
PTC THERAPEUTICS INC	COM	69366J200	380	10,100	SH		OTR	1	0	10,100	0
PTC THERAPEUTICS INC	COM	69366J200	234	6,227	SH		SOLE		6,227	0	0
PUBLIC STORAGE	COM	74460D109	13,861	63,648	SH		OTR	1	0	63,648	0
PUBLIC STORAGE	COM	74460D109	1,952	8,965	SH		OTR	5	0	8,965	0
PUBLIC STORAGE	COM	74460D109	3,555	16,324	SH		SOLE		16,324	0	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	9,004	151,560	SH		OTR	1	0	151,560	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	729	12,278	SH		SOLE		12,278	0	0
PULTE GROUP INC	COM	745867101	1,712	61,220	SH		SOLE		61,220	0	0
PULTE GROUP INC	COM	745867101	7,810	279,313	SH		OTR	1	0	279,313	0
PULTE GROUP INC	COM	745867101	964	34,470	SH		OTR	5	0	34,470	0
PUMA BIOTECHNOLOGY INC	COM	74587V107	206	5,309	SH		SOLE		5,309	0	0
PUMA BIOTECHNOLOGY INC	COM	74587V107	325	8,374	SH		OTR	1	0	8,374	0
PUTNAM MUN OPPORTUNITIES TR	SH BEN INT	746922103	15,141	1,234,990	SH		SOLE		1,234,990	0	0
PVH CORP	COM	693656100	1,254	10,282	SH		OTR	1	0	10,282	0
PVH CORP	COM	693656100	1,515	12,422	SH		SOLE		12,422	0	0
Q2 HLDGS INC	COM	74736L109	222	3,200	SH		OTR	1	0	3,200	0
Q2 HLDGS INC	COM	74736L109	139	2,000	SH		SOLE		2,000	0	0
Q2 HLDGS INC	NOTE 0.750% 2/1	74736LAB5	432	329,000	PRN		SOLE		329,000	0	0
QORVO INC	COM	74736K101	12,189	169,924	SH		OTR	1	0	169,924	0
QORVO INC	COM	74736K101	1,730	24,115	SH		OTR	5	0	24,115	0
QORVO INC	COM	74736K101	3,212	44,782	SH		SOLE		44,782	0	0
QUAD / GRAPHICS INC	COM CL A	747301109	869	73,031	SH		OTR	1	0	73,031	0
QUAD / GRAPHICS INC	COM CL A	747301109	551	46,284	SH		SOLE		46,284	0	0
QUALCOMM INC	COM	747525103	879	15,407	SH		SOLE		15,407	0	0
QUALCOMM INC	COM	747525103	10,968	192,314	SH		OTR	1	0	192,314	0
QUANEX BUILDING PRODUCTS COR	COM	747619104	308	19,400	SH		OTR	1	0	19,400	0
QUANEX BUILDING PRODUCTS COR	COM	747619104	189	11,900	SH		SOLE		11,900	0	0
QUANTA SVCS INC	COM	74762E102	893	23,649	SH		OTR	1	0	23,649	0
QUANTA SVCS INC	COM	74762E102	78	2,055	SH		SOLE		2,055	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	1,647	18,320	SH		OTR	1	0	18,320	0
QUEST DIAGNOSTICS INC	COM	74834L100	148	1,643	SH		SOLE		1,643	0	0
QUINSTREET INC	COM	74874Q100	955	71,300	SH		OTR	1	0	71,300	0
QUINSTREET INC	COM	74874Q100	589	43,954	SH		SOLE		43,954	0	0
QUOTIENT TECHNOLOGY INC	NOTE 1.750%12/0	749119AB9	16,539	17,563,000	PRN		SOLE		17,563,000	0	0
QURATE RETAIL INC	COM SER A	74915M100	1,083	67,796	SH		SOLE		67,796	0	0
QURATE RETAIL INC	COM SER A	74915M100	2,350	147,036	SH		OTR	1	0	147,036	0
RADIAN GROUP INC	COM	750236101	765	36,900	SH		OTR	1	0	36,900	0
RADIAN GROUP INC	COM	750236101	487	23,500	SH		SOLE		23,500	0	0
RADIANT LOGISTICS INC	COM	75025X100	210	33,400	SH		OTR	1	0	33,400	0
RADIANT LOGISTICS INC	COM	75025X100	130	20,600	SH		SOLE		20,600	0	0
RADIUS HEALTH INC	COM NEW	750469207	344	17,233	SH		OTR	1	0	17,233	0
RADIUS HEALTH INC	COM NEW	750469207	200	10,049	SH		SOLE		10,049	0	0
RADIUS HEALTH INC	NOTE 3.000% 9/0	750469AA6	1,324	1,590,000	PRN		SOLE		1,590,000	0	0
RADNET INC	COM	750491102	462	37,286	SH		SOLE		37,286	0	0
RADNET INC	COM	750491102	762	61,500	SH		OTR	1	0	61,500	0
RALPH LAUREN CORP	CL A	751212101	4,811	37,102	SH		SOLE		37,102	0	0
RALPH LAUREN CORP	CL A	751212101	12,311	94,932	SH		OTR	1	0	94,932	0
RALPH LAUREN CORP	CL A	751212101	1,907	14,703	SH		OTR	5	0	14,703	0
RAMBUS INC DEL	COM	750917106	159	15,200	SH		OTR	1	0	15,200	0
RAMBUS INC DEL	COM	750917106	95	9,100	SH		SOLE		9,100	0	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	16,264	17,337,000	PRN		SOLE		17,337,000	0	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	9,948	123,714	SH		OTR	1	0	123,714	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	1,141	14,193	SH		OTR	5	0	14,193	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	3,597	44,729	SH		SOLE		44,729	0	0
RAYONIER ADVANCED MATLS INC	COM	75508B104	283	20,900	SH		OTR	1	0	20,900	0
RAYONIER ADVANCED MATLS INC	COM	75508B104	168	12,400	SH		SOLE		12,400	0	0
RAYONIER INC	COM	754907103	1,664	52,782	SH		OTR	1	0	52,782	0
RAYONIER INC	COM	754907103	138	4,389	SH		SOLE		4,389	0	0
RAYTHEON CO	COM NEW	755111507	1,079	5,926	SH		OTR	5	0	5,926	0
RAYTHEON CO	COM NEW	755111507	2,515	13,810	SH		SOLE		13,810	0	0
RAYTHEON CO	COM NEW	755111507	17,547	96,371	SH		OTR	1	0	96,371	0
RBB BANCORP	COM	74930B105	483	25,700	SH		OTR	1	0	25,700	0
RBB BANCORP	COM	74930B105	298	15,849	SH		SOLE		15,849	0	0
REALPAGE INC	NOTE 1.500%11/1	75606NAB5	554	359,000	PRN		SOLE		359,000	0	0
REALTY INCOME CORP	COM	756109104	5,624	76,455	SH		OTR	1	0	76,455	0
REALTY INCOME CORP	COM	756109104	458	6,220	SH		SOLE		6,220	0	0
RED HAT INC	COM	756577102	389	2,131	SH		SOLE		2,131	0	0
RED HAT INC	COM	756577102	4,344	23,776	SH		OTR	1	0	23,776	0
RED HAT INC	NOTE 0.250%10/0	756577AD4	35,646	14,335,000	PRN		SOLE		14,335,000	0	0
RED HAT INC	NOTE 0.250%10/0	756577AD4	15,262	6,150,000	PRN		OTR	1	0	6,150,000	0
RED HAT INC	NOTE 0.250%10/0	756577AD4	221	89,000	PRN		OTR	4	0	89,000	0
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	360	375,000	PRN		SOLE		375,000	0	0
REGAL BELOIT CORP	COM	758750103	5,138	62,761	SH		OTR	1	0	62,761	0
REGAL BELOIT CORP	COM	758750103	414	5,060	SH		SOLE		5,060	0	0
REGENCY CTRS CORP	COM	758849103	1,810	26,812	SH		OTR	1	0	26,812	0
REGENCY CTRS CORP	COM	758849103	169	2,503	SH		SOLE		2,503	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	14,812	36,073	SH		OTR	1	0	36,073	0
REGENERON PHARMACEUTICALS	COM	75886F107	110	269	SH		OTR	5	0	269	0
REGENERON PHARMACEUTICALS	COM	75886F107	907	2,210	SH		SOLE		2,210	0	0
REGENXBIO INC	COM	75901B107	384	6,700	SH		OTR	1	0	6,700	0
REGENXBIO INC	COM	75901B107	244	4,257	SH		SOLE		4,257	0	0
REGIONS FINL CORP NEW	COM	7591EP100	2,097	148,191	SH		OTR	1	0	148,191	0
REGIONS FINL CORP NEW	COM	7591EP100	177	12,521	SH		SOLE		12,521	0	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	9,664	68,067	SH		OTR	1	0	68,067	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	1,450	10,215	SH		OTR	5	0	10,215	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	2,783	19,602	SH		SOLE		19,602	0	0
RENASANT CORP	COM	75970E107	420	12,400	SH		OTR	1	0	12,400	0
RENASANT CORP	COM	75970E107	247	7,300	SH		SOLE		7,300	0	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	881	40,100	SH		OTR	1	0	40,100	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	544	24,790	SH		SOLE		24,790	0	0
RENT A CTR INC NEW	COM	76009N100	1,044	50,000	SH		OTR	1	0	50,000	0
RENT A CTR INC NEW	COM	76009N100	657	31,500	SH		SOLE		31,500	0	0
REPLIGEN CORP	COM	759916109	396	6,698	SH		SOLE		6,698	0	0
REPLIGEN CORP	COM	759916109	625	10,576	SH		OTR	1	0	10,576	0
REPUBLIC BANCORP KY	CL A	760281204	438	9,800	SH		OTR	1	0	9,800	0
REPUBLIC BANCORP KY	CL A	760281204	273	6,111	SH		SOLE		6,111	0	0
REPUBLIC SVCS INC	COM	760759100	17,615	219,151	SH		OTR	1	0	219,151	0
REPUBLIC SVCS INC	COM	760759100	1,911	23,776	SH		OTR	5	0	23,776	0
REPUBLIC SVCS INC	COM	760759100	3,810	47,398	SH		SOLE		47,398	0	0
RESIDEO TECHNOLOGIES INC	COM	76118Y104	1,744	90,395	SH		OTR	1	0	90,395	0
RESIDEO TECHNOLOGIES INC	COM	76118Y104	679	35,204	SH		SOLE		35,204	0	0
RESMED INC	COM	761152107	282	2,717	SH		SOLE		2,717	0	0
RESMED INC	COM	761152107	2,832	27,241	SH		OTR	1	0	27,241	0
RETAIL PPTYS AMER INC	CL A	76131V202	615	50,441	SH		OTR	1	0	50,441	0
RETAIL PPTYS AMER INC	CL A	76131V202	9	706	SH		SOLE		706	0	0
RETROPHIN INC	COM	761299106	358	15,800	SH		OTR	1	0	15,800	0
RETROPHIN INC	COM	761299106	222	9,827	SH		SOLE		9,827	0	0
RINGCENTRAL INC	CL A	76680R206	744	6,900	SH		OTR	1	0	6,900	0
RINGCENTRAL INC	CL A	76680R206	456	4,231	SH		SOLE		4,231	0	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	33,450	23,387,000	PRN		SOLE		23,387,000	0	0
RLJ LODGING TR	COM	74965L101	311	17,700	SH		OTR	1	0	17,700	0
RLJ LODGING TR	COM	74965L101	190	10,800	SH		SOLE		10,800	0	0
RMR GROUP INC	CL A	74967R106	523	8,570	SH		SOLE		8,570	0	0
RMR GROUP INC	CL A	74967R106	854	14,000	SH		OTR	1	0	14,000	0
ROBERT HALF INTL INC	COM	770323103	2,431	37,315	SH		SOLE		37,315	0	0
ROBERT HALF INTL INC	COM	770323103	12,951	198,764	SH		OTR	1	0	198,764	0
ROBERT HALF INTL INC	COM	770323103	1,224	18,778	SH		OTR	5	0	18,778	0
ROCKWELL AUTOMATION INC	COM	773903109	11,338	64,620	SH		OTR	1	0	64,620	0
ROCKWELL AUTOMATION INC	COM	773903109	805	4,590	SH		OTR	5	0	4,590	0
ROCKWELL AUTOMATION INC	COM	773903109	1,906	10,863	SH		SOLE		10,863	0	0
ROCKY BRANDS INC	COM	774515100	477	19,900	SH		OTR	1	0	19,900	0
ROCKY BRANDS INC	COM	774515100	287	11,979	SH		SOLE		11,979	0	0
ROLLINS INC	COM	775711104	823	19,763	SH		OTR	1	0	19,763	0
ROLLINS INC	COM	775711104	74	1,769	SH		SOLE		1,769	0	0
ROPER TECHNOLOGIES INC	COM	776696106	739	2,162	SH		SOLE		2,162	0	0
ROPER TECHNOLOGIES INC	COM	776696106	8,180	23,919	SH		OTR	1	0	23,919	0
ROSS STORES INC	COM	778296103	639	6,862	SH		SOLE		6,862	0	0
ROSS STORES INC	COM	778296103	6,403	68,780	SH		OTR	1	0	68,780	0
ROYAL GOLD INC	NOTE 2.875% 6/1	780287AA6	607	605,000	PRN		SOLE		605,000	0	0
RPC INC	COM	749660106	4,160	364,631	SH		OTR	1	0	364,631	0
RPC INC	COM	749660106	196	17,140	SH		SOLE		17,140	0	0
RPM INTL INC	COM	749685103	209	3,600	SH		OTR	1	0	3,600	0
RPM INTL INC	COM	749685103	18	311	SH		SOLE		311	0	0
RTI INTL METALS INC	NOTE 1.625%10/1	74973WAB3	678	685,000	PRN		SOLE		685,000	0	0
RTI SURGICAL HOLDINGS INC	COM	74975N105	189	31,500	SH		OTR	1	0	31,500	0
RTI SURGICAL HOLDINGS INC	COM	74975N105	115	19,200	SH		SOLE		19,200	0	0
RTW RETAILWINDS INC	COM	74980D100	173	72,000	SH		OTR	1	0	72,000	0
RTW RETAILWINDS INC	COM	74980D100	105	43,706	SH		SOLE		43,706	0	0
RUSH ENTERPRISES INC	CL A	781846209	449	10,737	SH		SOLE		10,737	0	0
RUSH ENTERPRISES INC	CL A	781846209	732	17,500	SH		OTR	1	0	17,500	0
RUSH ENTERPRISES INC	CL B	781846308	212	5,100	SH		OTR	1	0	5,100	0
RUSH ENTERPRISES INC	CL B	781846308	131	3,148	SH		SOLE		3,148	0	0
RYDER SYS INC	COM	783549108	1,246	20,100	SH		OTR	1	0	20,100	0
RYDER SYS INC	COM	783549108	242	3,908	SH		SOLE		3,908	0	0
RYERSON HLDG CORP	COM	783754104	188	22,000	SH		OTR	1	0	22,000	0
RYERSON HLDG CORP	COM	783754104	115	13,419	SH		SOLE		13,419	0	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	1,379	16,764	SH		OTR	1	0	16,764	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	833	10,134	SH		SOLE		10,134	0	0
S&P GLOBAL INC	COM	78409V104	8,232	39,099	SH		OTR	1	0	39,099	0
S&P GLOBAL INC	COM	78409V104	840	3,988	SH		SOLE		3,988	0	0
S&P GLOBAL INC	COM	78409V104	81	383	SH		OTR	5	0	383	0
SABRA HEALTH CARE REIT INC	COM	78573L106	430	22,100	SH		OTR	1	0	22,100	0
SABRA HEALTH CARE REIT INC	COM	78573L106	255	13,100	SH		SOLE		13,100	0	0
SABRE CORP	COM	78573M104	12,486	583,717	SH		OTR	1	0	583,717	0
SABRE CORP	COM	78573M104	1,026	47,960	SH		OTR	5	0	47,960	0
SABRE CORP	COM	78573M104	2,298	107,433	SH		SOLE		107,433	0	0
SAILPOINT TECHNLGIES HLDGS I	COM	78781P105	281	9,800	SH		OTR	1	0	9,800	0
SAILPOINT TECHNLGIES HLDGS I	COM	78781P105	173	6,023	SH		SOLE		6,023	0	0
SALESFORCE COM INC	COM	79466L302	2,449	15,466	SH		OTR	5	0	15,466	0
SALESFORCE COM INC	COM	79466L302	7,985	50,421	SH		SOLE		50,421	0	0
SALESFORCE COM INC	COM	79466L302	35,929	226,867	SH		OTR	1	0	226,867	0
SANDRIDGE ENERGY INC	COM NEW	80007P869	269	33,493	SH		SOLE		33,493	0	0
SANDRIDGE ENERGY INC	COM NEW	80007P869	444	55,300	SH		OTR	1	0	55,300	0
SANFILIPPO JOHN B & SON INC	COM	800422107	783	10,900	SH		OTR	1	0	10,900	0
SANFILIPPO JOHN B & SON INC	COM	800422107	474	6,600	SH		SOLE		6,600	0	0
SANGAMO THERAPEUTICS INC	COM	800677106	233	24,400	SH		OTR	1	0	24,400	0
SANGAMO THERAPEUTICS INC	COM	800677106	155	16,249	SH		SOLE		16,249	0	0
SANMINA CORPORATION	COM	801056102	746	25,874	SH		OTR	1	0	25,874	0
SANMINA CORPORATION	COM	801056102	457	15,828	SH		SOLE		15,828	0	0
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	11,213	6,193,000	PRN		SOLE		6,193,000	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	450	2,253	SH		OTR	5	0	2,253	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	927	4,643	SH		SOLE		4,643	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	5,495	27,524	SH		OTR	1	0	27,524	0
SCANSOURCE INC	COM	806037107	301	8,400	SH		OTR	1	0	8,400	0
SCANSOURCE INC	COM	806037107	186	5,180	SH		SOLE		5,180	0	0
SCHLUMBERGER LTD	COM	806857108	9,893	227,066	SH		OTR	1	0	227,066	0
SCHLUMBERGER LTD	COM	806857108	778	17,848	SH		SOLE		17,848	0	0
SCHNEIDER NATIONAL INC	CL B	80689H102	5,171	245,672	SH		OTR	1	0	245,672	0
SCHNEIDER NATIONAL INC	CL B	80689H102	331	15,738	SH		SOLE		15,738	0	0
SCHNITZER STL INDS	CL A	806882106	965	40,200	SH		OTR	1	0	40,200	0
SCHNITZER STL INDS	CL A	806882106	585	24,389	SH		SOLE		24,389	0	0
SCHOLASTIC CORP	COM	807066105	410	10,300	SH		SOLE		10,300	0	0
SCHOLASTIC CORP	COM	807066105	660	16,600	SH		OTR	1	0	16,600	0
SCIENCE APPLICATNS INTL CP N	COM	808625107	554	7,200	SH		OTR	1	0	7,200	0
SCIENCE APPLICATNS INTL CP N	COM	808625107	339	4,401	SH		SOLE		4,401	0	0
SCRIPPS E W CO OHIO	CL A NEW	811054402	401	19,100	SH		OTR	1	0	19,100	0
SCRIPPS E W CO OHIO	CL A NEW	811054402	258	12,300	SH		SOLE		12,300	0	0
SEABOARD CORP	COM	811543107	810	189	SH		OTR	1	0	189	0
SEABOARD CORP	COM	811543107	201	47	SH		SOLE		47	0	0
SEALED AIR CORP NEW	COM	81211K100	980	21,285	SH		OTR	1	0	21,285	0
SEALED AIR CORP NEW	COM	81211K100	88	1,908	SH		SOLE		1,908	0	0
SEASPINE HLDGS CORP	COM	81255T108	517	34,300	SH		OTR	1	0	34,300	0
SEASPINE HLDGS CORP	COM	81255T108	320	21,200	SH		SOLE		21,200	0	0
SEAWORLD ENTMT INC	COM	81282V100	657	25,511	SH		SOLE		25,511	0	0
SEAWORLD ENTMT INC	COM	81282V100	1,064	41,300	SH		OTR	1	0	41,300	0
SEMPRA ENERGY	COM	816851109	7,672	60,958	SH		OTR	1	0	60,958	0
SEMPRA ENERGY	COM	816851109	591	4,692	SH		SOLE		4,692	0	0
SEMTECH CORP	COM	816850101	244	4,800	SH		OTR	1	0	4,800	0
SEMTECH CORP	COM	816850101	143	2,800	SH		SOLE		2,800	0	0
SENIOR HSG PPTYS TR	SH BEN INT	81721M109	2,057	174,626	SH		OTR	1	0	174,626	0
SENIOR HSG PPTYS TR	SH BEN INT	81721M109	149	12,653	SH		SOLE		12,653	0	0
SERVICE CORP INTL	COM	817565104	2,066	51,457	SH		OTR	1	0	51,457	0
SERVICE CORP INTL	COM	817565104	225	5,615	SH		SOLE		5,615	0	0
SERVICEMASTER GLOBAL HLDGS I	COM	81761R109	479	10,265	SH		OTR	1	0	10,265	0
SERVICEMASTER GLOBAL HLDGS I	COM	81761R109	54	1,155	SH		SOLE		1,155	0	0
SERVICENOW INC	COM	81762P102	577	2,341	SH		SOLE		2,341	0	0
SERVICENOW INC	COM	81762P102	4,805	19,495	SH		OTR	1	0	19,495	0
SERVICENOW INC	NOTE 6/0	81762PAC6	37,211	20,060,000	PRN		SOLE		20,060,000	0	0
SERVICENOW INC	NOTE 6/0	81762PAC6	7,964	4,299,000	PRN		OTR	1	0	4,299,000	0
SERVICENOW INC	NOTE 6/0	81762PAC6	122	66,000	PRN		OTR	4	0	66,000	0
SHENANDOAH TELECOMMUNICATION	COM	82312B106	781	17,600	SH		OTR	1	0	17,600	0
SHENANDOAH TELECOMMUNICATION	COM	82312B106	466	10,500	SH		SOLE		10,500	0	0
SHERWIN WILLIAMS CO	COM	824348106	7,512	17,440	SH		OTR	1	0	17,440	0
SHERWIN WILLIAMS CO	COM	824348106	167	388	SH		OTR	5	0	388	0
SHERWIN WILLIAMS CO	COM	824348106	844	1,960	SH		SOLE		1,960	0	0
SHILOH INDS INC	COM	824543102	97	17,600	SH		OTR	1	0	17,600	0
SHILOH INDS INC	COM	824543102	58	10,553	SH		SOLE		10,553	0	0
SHOE CARNIVAL INC	COM	824889109	205	6,029	SH		SOLE		6,029	0	0
SHOE CARNIVAL INC	COM	824889109	354	10,400	SH		OTR	1	0	10,400	0
SIGA TECHNOLOGIES INC	COM	826917106	241	40,100	SH		SOLE		40,100	0	0
SIGA TECHNOLOGIES INC	COM	826917106	392	65,200	SH		OTR	1	0	65,200	0
SILGAN HOLDINGS INC	COM	827048109	5,781	195,100	SH		OTR	1	0	195,100	0
SILGAN HOLDINGS INC	COM	827048109	276	9,327	SH		SOLE		9,327	0	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	2,306	2,125,000	PRN		OTR	1	0	2,125,000	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	33	30,000	PRN		OTR	4	0	30,000	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	26,819	24,625,000	PRN		SOLE		24,625,000	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	13,577	74,511	SH		OTR	1	0	74,511	0
SIMON PPTY GROUP INC NEW	COM	828806109	1,067	5,858	SH		OTR	5	0	5,858	0
SIMON PPTY GROUP INC NEW	COM	828806109	2,732	14,991	SH		SOLE		14,991	0	0
SINCLAIR BROADCAST GROUP INC	CL A	829226109	1,201	31,200	SH		OTR	1	0	31,200	0
SINCLAIR BROADCAST GROUP INC	CL A	829226109	739	19,200	SH		SOLE		19,200	0	0
SITE CENTERS CORP	COM	82981J109	396	29,088	SH		SOLE		29,088	0	0
SITE CENTERS CORP	COM	82981J109	3,341	245,294	SH		OTR	1	0	245,294	0
SJW GROUP	COM	784305104	833	13,500	SH		OTR	1	0	13,500	0
SJW GROUP	COM	784305104	506	8,199	SH		SOLE		8,199	0	0
SKECHERS U S A INC	CL A	830566105	14,848	441,773	SH		OTR	1	0	441,773	0
SKECHERS U S A INC	CL A	830566105	1,226	36,472	SH		OTR	5	0	36,472	0
SKECHERS U S A INC	CL A	830566105	2,615	77,803	SH		SOLE		77,803	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	8,306	100,706	SH		OTR	1	0	100,706	0
SKYWORKS SOLUTIONS INC	COM	83088M102	445	5,399	SH		OTR	5	0	5,399	0
SKYWORKS SOLUTIONS INC	COM	83088M102	1,179	14,294	SH		SOLE		14,294	0	0
SL GREEN RLTY CORP	COM	78440X101	1,151	12,801	SH		OTR	1	0	12,801	0
SL GREEN RLTY CORP	COM	78440X101	102	1,134	SH		SOLE		1,134	0	0
SLM CORP	COM	78442P106	4,263	430,176	SH		OTR	1	0	430,176	0
SLM CORP	COM	78442P106	316	31,906	SH		SOLE		31,906	0	0
SMART & FINAL STORES INC	COM	83190B101	268	54,200	SH		OTR	1	0	54,200	0
SMART & FINAL STORES INC	COM	83190B101	166	33,518	SH		SOLE		33,518	0	0
SMARTFINANCIAL INC	COM NEW	83190L208	146	7,700	SH		OTR	1	0	7,700	0
SMARTFINANCIAL INC	COM NEW	83190L208	81	4,301	SH		SOLE		4,301	0	0
SMITH A O CORP	COM	831865209	1,033	19,376	SH		OTR	1	0	19,376	0
SMITH A O CORP	COM	831865209	93	1,735	SH		SOLE		1,735	0	0
SMUCKER J M CO	COM NEW	832696405	159	1,366	SH		SOLE		1,366	0	0
SMUCKER J M CO	COM NEW	832696405	1,776	15,246	SH		OTR	1	0	15,246	0
SNAP ON INC	COM	833034101	1,785	11,407	SH		OTR	1	0	11,407	0
SNAP ON INC	COM	833034101	144	919	SH		SOLE		919	0	0
SOLARWINDS CORP	COM	83417Q105	1,026	52,569	SH		OTR	1	0	52,569	0
SOLARWINDS CORP	COM	83417Q105	109	5,589	SH		SOLE		5,589	0	0
SONOCO PRODS CO	COM	835495102	219	3,566	SH		OTR	1	0	3,566	0
SOUTHERN CO	COM	842587107	11,294	218,534	SH		OTR	1	0	218,534	0
SOUTHERN CO	COM	842587107	578	11,181	SH		OTR	5	0	11,181	0
SOUTHERN CO	COM	842587107	1,827	35,361	SH		SOLE		35,361	0	0
SOUTHERN NATL BANCORP OF VA	COM	843395104	230	15,700	SH		OTR	1	0	15,700	0
SOUTHERN NATL BANCORP OF VA	COM	843395104	142	9,715	SH		SOLE		9,715	0	0
SOUTHWEST AIRLS CO	COM	844741108	1,225	23,601	SH		SOLE		23,601	0	0
SOUTHWEST AIRLS CO	COM	844741108	587	11,306	SH		OTR	5	0	11,306	0
SOUTHWEST AIRLS CO	COM	844741108	9,115	175,594	SH		OTR	1	0	175,594	0
SPARK ENERGY INC	CL A COM	846511103	184	20,701	SH		SOLE		20,701	0	0
SPARK ENERGY INC	CL A COM	846511103	303	34,000	SH		OTR	1	0	34,000	0
SPARK THERAPEUTICS INC	COM	84652J103	628	5,516	SH		OTR	1	0	5,516	0
SPARK THERAPEUTICS INC	COM	84652J103	399	3,506	SH		SOLE		3,506	0	0
SPDR GOLD TRUST	GOLD SHS	78463V107	23,060	189,000	SH		OTR	1	0	189,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	18,043	63,872	SH		OTR	1	0	63,872	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	518,248	2,073,654	SH		OTR	3	0	2,073,654	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	4,128	14,615	SH		OTR	5	0	14,615	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	77,424	35,069	SH		SOLE		35,069	0	0
SPDR S&P MIDCAP 400 ETF TR	UTSER1 S&PDCRP	78467Y107	17,525	50,738	SH		OTR	1	0	50,738	0
SPDR S&P MIDCAP 400 ETF TR	UTSER1 S&PDCRP	78467Y107	882	2,554	SH		SOLE		2,554	0	0
SPDR SERIES TRUST	NUV HGHYLD MUN	78464A284	6,235	108,515	SH		SOLE		108,515	0	0
SPECTRUM PHARMACEUTICALS INC	COM	84763A108	250	23,415	SH		OTR	1	0	23,415	0
SPECTRUM PHARMACEUTICALS INC	COM	84763A108	163	15,287	SH		SOLE		15,287	0	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	10,938	119,497	SH		OTR	1	0	119,497	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	1,984	21,673	SH		SOLE		21,673	0	0
SPIRIT AIRLS INC	COM	848577102	169	3,200	SH		OTR	1	0	3,200	0
SPIRIT AIRLS INC	COM	848577102	106	2,000	SH		SOLE		2,000	0	0
SPIRIT RLTY CAP INC NEW	COM NEW	84860W300	3,350	84,308	SH		OTR	1	0	84,308	0
SPIRIT RLTY CAP INC NEW	COM NEW	84860W300	398	10,006	SH		SOLE		10,006	0	0
SPIRIT RLTY CAP INC NEW	NOTE 3.750% 5/1	84860WAB8	970	969,000	PRN		SOLE		969,000	0	0
SPRINT CORPORATION	COM	85207U105	4,704	832,503	SH		OTR	1	0	832,503	0
SPRINT CORPORATION	COM	85207U105	1,571	278,120	SH		SOLE		278,120	0	0
SPROUTS FMRS MKT INC	COM	85208M102	2,905	134,850	SH		OTR	1	0	134,850	0
SPROUTS FMRS MKT INC	COM	85208M102	58	2,713	SH		SOLE		2,713	0	0
SPS COMMERCE INC	COM	78463M107	976	9,200	SH		OTR	1	0	9,200	0
SPS COMMERCE INC	COM	78463M107	587	5,532	SH		SOLE		5,532	0	0
SQUARE INC	CL A	852234103	4,835	64,535	SH		OTR	1	0	64,535	0
SQUARE INC	CL A	852234103	320	4,269	SH		SOLE		4,269	0	0
SQUARE INC	NOTE 0.375% 3/0	852234AB9	442	135,000	PRN		SOLE		135,000	0	0
STANLEY BLACK & DECKER INC	COM	854502101	3,381	24,831	SH		OTR	1	0	24,831	0
STANLEY BLACK & DECKER INC	COM	854502101	259	1,900	SH		SOLE		1,900	0	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	4,686	48,062	SH		OTR	1	0	48,062	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	70	713	SH		OTR	4	0	713	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	20,348	207,871	SH		SOLE		207,871	0	0
STARBUCKS CORP	COM	855244109	38,195	513,794	SH		OTR	1	0	513,794	0
STARBUCKS CORP	COM	855244109	3,604	48,480	SH		OTR	5	0	48,480	0
STARBUCKS CORP	COM	855244109	9,568	128,705	SH		SOLE		128,705	0	0
STARWOOD PPTY TR INC	COM	85571B105	2,343	104,852	SH		OTR	1	0	104,852	0
STARWOOD PPTY TR INC	COM	85571B105	162	7,231	SH		SOLE		7,231	0	0
STATE STR CORP	COM	857477103	5,469	83,108	SH		OTR	1	0	83,108	0
STATE STR CORP	COM	857477103	114	1,728	SH		OTR	5	0	1,728	0
STATE STR CORP	COM	857477103	492	7,470	SH		SOLE		7,470	0	0
STEEL DYNAMICS INC	COM	858119100	1,095	31,052	SH		OTR	5	0	31,052	0
STEEL DYNAMICS INC	COM	858119100	2,028	57,486	SH		SOLE		57,486	0	0
STEEL DYNAMICS INC	COM	858119100	10,215	289,628	SH		OTR	1	0	289,628	0
STEELCASE INC	CL A	858155203	896	61,600	SH		OTR	1	0	61,600	0
STEELCASE INC	CL A	858155203	551	37,900	SH		SOLE		37,900	0	0
STEPAN CO	COM	858586100	1,076	12,300	SH		OTR	1	0	12,300	0
STEPAN CO	COM	858586100	665	7,600	SH		SOLE		7,600	0	0
STERLING BANCORP INC	COM	85917W102	159	15,700	SH		OTR	1	0	15,700	0
STERLING BANCORP INC	COM	85917W102	98	9,700	SH		SOLE		9,700	0	0
STERLING CONSTRUCTION CO INC	COM	859241101	800	63,900	SH		OTR	1	0	63,900	0
STERLING CONSTRUCTION CO INC	COM	859241101	495	39,500	SH		SOLE		39,500	0	0
STEWART INFORMATION SVCS COR	COM	860372101	505	11,818	SH		SOLE		11,818	0	0
STEWART INFORMATION SVCS COR	COM	860372101	828	19,400	SH		OTR	1	0	19,400	0
STRYKER CORP	COM	863667101	3,397	17,199	SH		SOLE		17,199	0	0
STRYKER CORP	COM	863667101	16,581	83,948	SH		OTR	1	0	83,948	0
STRYKER CORP	COM	863667101	311	1,576	SH		OTR	5	0	1,576	0
SUN CMNTYS INC	COM	866674104	273	2,300	SH		OTR	1	0	2,300	0
SUN CMNTYS INC	COM	866674104	38	319	SH		SOLE		319	0	0
SUNCOKE ENERGY INC	COM	86722A103	612	72,100	SH		OTR	1	0	72,100	0
SUNCOKE ENERGY INC	COM	86722A103	370	43,577	SH		SOLE		43,577	0	0
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	526	612,000	PRN		SOLE		612,000	0	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	976	67,800	SH		OTR	1	0	67,800	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	596	41,423	SH		SOLE		41,423	0	0
SUNTRUST BKS INC	COM	867914103	647	10,920	SH		SOLE		10,920	0	0
SUNTRUST BKS INC	COM	867914103	8,621	145,495	SH		OTR	1	0	145,495	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	132	3,753	SH		SOLE		3,753	0	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	214	6,100	SH		OTR	1	0	6,100	0
SUPERNUS PHARMACEUTICALS INC	NOTE 0.625% 4/0	868459AD0	11,091	11,395,000	PRN		SOLE		11,395,000	0	0
SURMODICS INC	COM	868873100	817	18,800	SH		OTR	1	0	18,800	0
SURMODICS INC	COM	868873100	506	11,631	SH		SOLE		11,631	0	0
SVB FINL GROUP	COM	78486Q101	1,586	7,133	SH		OTR	1	0	7,133	0
SVB FINL GROUP	COM	78486Q101	142	640	SH		SOLE		640	0	0
SYKES ENTERPRISES INC	COM	871237103	158	5,600	SH		OTR	1	0	5,600	0
SYKES ENTERPRISES INC	COM	871237103	96	3,400	SH		SOLE		3,400	0	0
SYMANTEC CORP	COM	871503108	1,949	84,795	SH		OTR	5	0	84,795	0
SYMANTEC CORP	COM	871503108	5,496	239,041	SH		SOLE		239,041	0	0
SYMANTEC CORP	COM	871503108	18,498	804,623	SH		OTR	1	0	804,623	0
SYNAPTICS INC	COM	87157D109	594	14,936	SH		SOLE		14,936	0	0
SYNAPTICS INC	COM	87157D109	967	24,320	SH		OTR	1	0	24,320	0
SYNAPTICS INC	NOTE 0.500% 6/1	87157DAD1	487	526,000	PRN		SOLE		526,000	0	0
SYNCHRONY FINL	COM	87165B103	16,092	504,461	SH		OTR	1	0	504,461	0
SYNCHRONY FINL	COM	87165B103	1,494	46,842	SH		OTR	5	0	46,842	0
SYNCHRONY FINL	COM	87165B103	4,447	139,420	SH		SOLE		139,420	0	0
SYNEOS HEALTH INC	CL A	87166B102	643	12,425	SH		OTR	1	0	12,425	0
SYNEOS HEALTH INC	CL A	87166B102	413	7,983	SH		SOLE		7,983	0	0
SYNNEX CORP	COM	87162W100	572	6,000	SH		OTR	1	0	6,000	0
SYNNEX CORP	COM	87162W100	341	3,579	SH		SOLE		3,579	0	0
SYNOPSYS INC	COM	871607107	2,747	23,858	SH		OTR	1	0	23,858	0
SYNOPSYS INC	COM	871607107	260	2,259	SH		SOLE		2,259	0	0
SYSCO CORP	COM	871829107	4,767	71,404	SH		OTR	1	0	71,404	0
SYSCO CORP	COM	871829107	444	6,658	SH		SOLE		6,658	0	0
T MOBILE US INC	COM	872590104	1,778	25,730	SH		OTR	1	0	25,730	0
T MOBILE US INC	COM	872590104	7	100	SH		SOLE		100	0	0
TAILORED BRANDS INC	COM	87403A107	53	6,800	SH		OTR	1	0	6,800	0
TAILORED BRANDS INC	COM	87403A107	32	4,071	SH		SOLE		4,071	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	12,156	296,789	SH		OTR	1	0	296,789	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	10,234	249,858	SH		SOLE		249,858	0	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	129	1,368	SH		SOLE		1,368	0	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	1,440	15,259	SH		OTR	1	0	15,259	0
TALOS ENERGY INC	COM	87484T108	23,731	893,503	SH		SOLE		893,503	0	0
TALOS ENERGY INC	COM	87484T108	75,506	2,842,839	SH		OTR	1	0	2,842,839	0
TALOS ENERGY INC	COM	87484T108	164	6,187	SH		OTR	5	0	6,187	0
TANGER FACTORY OUTLET CTRS I	COM	875465106	227	10,800	SH		OTR	1	0	10,800	0
TANGER FACTORY OUTLET CTRS I	COM	875465106	138	6,600	SH		SOLE		6,600	0	0
TAPESTRY INC	COM	876030107	1,255	38,616	SH		OTR	1	0	38,616	0
TAPESTRY INC	COM	876030107	112	3,460	SH		SOLE		3,460	0	0
TARGA RES CORP	COM	87612G101	1,855	44,646	SH		OTR	1	0	44,646	0
TARGA RES CORP	COM	87612G101	184	4,434	SH		SOLE		4,434	0	0
TARGET CORP	COM	87612E106	4,121	51,343	SH		SOLE		51,343	0	0
TARGET CORP	COM	87612E106	11,083	138,094	SH		OTR	1	0	138,094	0
TARGET CORP	COM	87612E106	1,138	14,177	SH		OTR	5	0	14,177	0
TAUBMAN CTRS INC	COM	876664103	209	3,944	SH		SOLE		3,944	0	0
TAUBMAN CTRS INC	COM	876664103	1,837	34,742	SH		OTR	1	0	34,742	0
TD AMERITRADE HLDG CORP	COM	87236Y108	6,243	124,891	SH		OTR	1	0	124,891	0
TD AMERITRADE HLDG CORP	COM	87236Y108	118	2,368	SH		SOLE		2,368	0	0
TECH DATA CORP	COM	878237106	952	9,300	SH		OTR	1	0	9,300	0
TECH DATA CORP	COM	878237106	563	5,500	SH		SOLE		5,500	0	0
TELADOC HEALTH INC	NOTE 3.000%12/1	87918AAB1	6,168	4,141,000	PRN		OTR	1	0	4,141,000	0
TELADOC HEALTH INC	NOTE 3.000%12/1	87918AAB1	94	63,000	PRN		OTR	4	0	63,000	0
TELADOC HEALTH INC	NOTE 3.000%12/1	87918AAB1	28	19,000	PRN		SOLE		19,000	0	0
TELEFLEX INC	COM	879369106	18,326	60,651	SH		OTR	1	0	60,651	0
TELEFLEX INC	COM	879369106	167	553	SH		SOLE		553	0	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	8,696	282,971	SH		OTR	1	0	282,971	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	1,395	45,384	SH		SOLE		45,384	0	0
TENET HEALTHCARE CORP	COM NEW	88033G407	732	25,366	SH		SOLE		25,366	0	0
TENET HEALTHCARE CORP	COM NEW	88033G407	1,185	41,100	SH		OTR	1	0	41,100	0
TERADATA CORP DEL	COM	88076W103	14,370	329,203	SH		OTR	1	0	329,203	0
TERADATA CORP DEL	COM	88076W103	1,537	35,208	SH		OTR	5	0	35,208	0
TERADATA CORP DEL	COM	88076W103	2,965	67,928	SH		SOLE		67,928	0	0
TERADYNE INC	COM	880770102	1,310	32,883	SH		OTR	1	0	32,883	0
TERADYNE INC	COM	880770102	109	2,730	SH		SOLE		2,730	0	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	955	682,000	PRN		SOLE		682,000	0	0
TEREX CORP NEW	COM	880779103	3,493	108,720	SH		OTR	1	0	108,720	0
TEREX CORP NEW	COM	880779103	252	7,828	SH		SOLE		7,828	0	0
TERRITORIAL BANCORP INC	COM	88145X108	153	5,700	SH		OTR	1	0	5,700	0
TERRITORIAL BANCORP INC	COM	88145X108	92	3,436	SH		SOLE		3,436	0	0
TESLA INC	COM	88160R101	672	2,400	SH		OTR	1	0	2,400	0
TESLA INC	COM	88160R101	93	334	SH		SOLE		334	0	0
TESLA INC	NOTE 1.250% 3/0	88160RAC5	1,436	1,395,000	PRN		SOLE		1,395,000	0	0
TEXAS CAPITAL BANCSHARES INC	COM	88224Q107	1,687	30,911	SH		OTR	1	0	30,911	0
TEXAS CAPITAL BANCSHARES INC	COM	88224Q107	202	3,700	SH		SOLE		3,700	0	0
TEXAS INSTRS INC	COM	882508104	24,177	227,935	SH		OTR	1	0	227,935	0
TEXAS INSTRS INC	COM	882508104	916	8,638	SH		OTR	5	0	8,638	0
TEXAS INSTRS INC	COM	882508104	3,139	29,598	SH		SOLE		29,598	0	0
TEXAS ROADHOUSE INC	COM	882681109	1,508	24,245	SH		OTR	5	0	24,245	0
TEXAS ROADHOUSE INC	COM	882681109	2,367	38,068	SH		SOLE		38,068	0	0
TEXAS ROADHOUSE INC	COM	882681109	3,214	51,688	SH		OTR	1	0	51,688	0
TEXTRON INC	COM	883203101	547	10,791	SH		OTR	5	0	10,791	0
TEXTRON INC	COM	883203101	1,326	26,171	SH		SOLE		26,171	0	0
TEXTRON INC	COM	883203101	6,833	134,879	SH		OTR	1	0	134,879	0
THE CHARLES SCHWAB CORPORATI	COM	808513105	11,735	274,450	SH		OTR	1	0	274,450	0
THE CHARLES SCHWAB CORPORATI	COM	808513105	1,014	23,717	SH		OTR	5	0	23,717	0
THE CHARLES SCHWAB CORPORATI	COM	808513105	2,328	54,439	SH		SOLE		54,439	0	0
THE TRADE DESK INC	COM CL A	88339J105	911	4,600	SH		OTR	1	0	4,600	0
THE TRADE DESK INC	COM CL A	88339J105	574	2,900	SH		SOLE		2,900	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	4,699	17,168	SH		SOLE		17,168	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	24,490	89,472	SH		OTR	1	0	89,472	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	2,050	7,489	SH		OTR	5	0	7,489	0
THOR INDS INC	COM	885160101	263	4,222	SH		SOLE		4,222	0	0
THOR INDS INC	COM	885160101	1,990	31,900	SH		OTR	1	0	31,900	0
TIFFANY & CO NEW	COM	886547108	1,541	14,603	SH		OTR	1	0	14,603	0
TIFFANY & CO NEW	COM	886547108	138	1,309	SH		SOLE		1,309	0	0
TIMKEN CO	COM	887389104	397	9,097	SH		OTR	1	0	9,097	0
TIMKEN CO	COM	887389104	45	1,032	SH		SOLE		1,032	0	0
TIPTREE INC	COM	88822Q103	44	7,000	SH		OTR	1	0	7,000	0
TIPTREE INC	COM	88822Q103	25	3,879	SH		SOLE		3,879	0	0
TITAN MACHY INC	COM	88830R101	714	45,900	SH		OTR	1	0	45,900	0
TITAN MACHY INC	COM	88830R101	445	28,574	SH		SOLE		28,574	0	0
TIVO CORP	COM	88870P106	157	16,800	SH		OTR	1	0	16,800	0
TIVO CORP	COM	88870P106	96	10,300	SH		SOLE		10,300	0	0
TJX COS INC NEW	COM	872540109	1,262	23,708	SH		SOLE		23,708	0	0
TJX COS INC NEW	COM	872540109	12,493	234,795	SH		OTR	1	0	234,795	0
TOLL BROTHERS INC	COM	889478103	6,075	167,814	SH		OTR	1	0	167,814	0
TOLL BROTHERS INC	COM	889478103	360	9,931	SH		OTR	5	0	9,931	0
TOLL BROTHERS INC	COM	889478103	782	21,612	SH		SOLE		21,612	0	0
TORCHMARK CORP	COM	891027104	4,178	50,981	SH		OTR	1	0	50,981	0
TORCHMARK CORP	COM	891027104	244	2,979	SH		OTR	5	0	2,979	0
TORCHMARK CORP	COM	891027104	574	7,006	SH		SOLE		7,006	0	0
TORO CO	COM	891092108	2,046	29,719	SH		OTR	1	0	29,719	0
TORO CO	COM	891092108	105	1,522	SH		SOLE		1,522	0	0
TOTAL SYS SVCS INC	COM	891906109	3,842	40,439	SH		OTR	1	0	40,439	0
TOTAL SYS SVCS INC	COM	891906109	386	4,064	SH		SOLE		4,064	0	0
TOWER INTL INC	COM	891826109	511	24,300	SH		OTR	1	0	24,300	0
TOWER INTL INC	COM	891826109	318	15,140	SH		SOLE		15,140	0	0
TOWN SPORTS INTL HLDGS INC	COM	89214A102	258	54,200	SH		OTR	1	0	54,200	0
TOWN SPORTS INTL HLDGS INC	COM	89214A102	157	32,976	SH		SOLE		32,976	0	0
TPI COMPOSITES INC	COM	87266J104	338	11,800	SH		OTR	1	0	11,800	0
TPI COMPOSITES INC	COM	87266J104	205	7,155	SH		SOLE		7,155	0	0
TRACTOR SUPPLY CO	COM	892356106	10,041	102,713	SH		OTR	1	0	102,713	0
TRACTOR SUPPLY CO	COM	892356106	235	2,405	SH		OTR	5	0	2,405	0
TRACTOR SUPPLY CO	COM	892356106	2,388	24,426	SH		SOLE		24,426	0	0
TRANSDIGM GROUP INC	COM	893641100	4,408	9,710	SH		OTR	1	0	9,710	0
TRANSDIGM GROUP INC	COM	893641100	398	876	SH		SOLE		876	0	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	31	28,000	PRN		OTR	4	0	28,000	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	20,175	18,011,000	PRN		SOLE		18,011,000	0	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	2,207	1,975,000	PRN		OTR	1	0	1,975,000	0
TRAVELERS COMPANIES INC	COM	89417E109	14,199	103,521	SH		OTR	1	0	103,521	0
TRAVELERS COMPANIES INC	COM	89417E109	2,239	16,327	SH		OTR	5	0	16,327	0
TRAVELERS COMPANIES INC	COM	89417E109	3,898	28,423	SH		SOLE		28,423	0	0
TRAVELZOO	COM NEW	89421Q205	615	45,900	SH		OTR	1	0	45,900	0
TRAVELZOO	COM NEW	89421Q205	382	28,492	SH		SOLE		28,492	0	0
TREDEGAR CORP	COM	894650100	650	40,300	SH		OTR	1	0	40,300	0
TREDEGAR CORP	COM	894650100	403	24,975	SH		SOLE		24,975	0	0
TREEHOUSE FOODS INC	COM	89469A104	11,343	175,717	SH		OTR	1	0	175,717	0
TREEHOUSE FOODS INC	COM	89469A104	731	11,326	SH		SOLE		11,326	0	0
TRIBUNE PUBG CO NEW	COM	89609W107	406	34,400	SH		OTR	1	0	34,400	0
TRIBUNE PUBG CO NEW	COM	89609W107	282	23,912	SH		SOLE		23,912	0	0
TRIMAS CORP	COM NEW	896215209	514	17,000	SH		OTR	1	0	17,000	0
TRIMAS CORP	COM NEW	896215209	305	10,100	SH		SOLE		10,100	0	0
TRIPADVISOR INC	COM	896945201	8,598	167,123	SH		OTR	1	0	167,123	0
TRIPADVISOR INC	COM	896945201	315	6,117	SH		OTR	5	0	6,117	0
TRIPADVISOR INC	COM	896945201	856	16,643	SH		SOLE		16,643	0	0
TRIPLE-S MGMT CORP	CL B	896749108	843	36,938	SH		OTR	1	0	36,938	0
TRIPLE-S MGMT CORP	CL B	896749108	528	23,145	SH		SOLE		23,145	0	0
TRISTATE CAP HLDGS INC	COM	89678F100	648	31,700	SH		OTR	1	0	31,700	0
TRISTATE CAP HLDGS INC	COM	89678F100	398	19,500	SH		SOLE		19,500	0	0
TRUEBLUE INC	COM	89785X101	381	16,131	SH		SOLE		16,131	0	0
TRUEBLUE INC	COM	89785X101	612	25,908	SH		OTR	1	0	25,908	0
TTM TECHNOLOGIES INC	COM	87305R109	154	13,100	SH		OTR	1	0	13,100	0
TTM TECHNOLOGIES INC	COM	87305R109	95	8,100	SH		SOLE		8,100	0	0
TURNING PT BRANDS INC	COM	90041L105	1,217	26,402	SH		OTR	1	0	26,402	0
TURNING PT BRANDS INC	COM	90041L105	557	12,088	SH		SOLE		12,088	0	0
TURTLE BEACH CORP	COM NEW	900450206	518	45,600	SH		OTR	1	0	45,600	0
TURTLE BEACH CORP	COM NEW	900450206	332	29,266	SH		SOLE		29,266	0	0
TUTOR PERINI CORP	COM	901109108	118	6,900	SH		OTR	1	0	6,900	0
TUTOR PERINI CORP	COM	901109108	75	4,392	SH		SOLE		4,392	0	0
TWITTER INC	COM	90184L102	12,114	368,424	SH		OTR	1	0	368,424	0
TWITTER INC	COM	90184L102	1,298	39,466	SH		SOLE		39,466	0	0
TWITTER INC	COM	90184L102	67	2,051	SH		OTR	5	0	2,051	0
TWITTER INC	NOTE 0.250% 9/1	90184LAB8	22,371	22,691,000	PRN		SOLE		22,691,000	0	0
TYSON FOODS INC	CL A	902494103	10,595	152,599	SH		OTR	1	0	152,599	0
TYSON FOODS INC	CL A	902494103	631	9,092	SH		OTR	5	0	9,092	0
TYSON FOODS INC	CL A	902494103	3,551	51,140	SH		SOLE		51,140	0	0
UBIQUITI NETWORKS INC	COM	90347A100	2,568	17,150	SH		OTR	1	0	17,150	0
UBIQUITI NETWORKS INC	COM	90347A100	193	1,291	SH		SOLE		1,291	0	0
UDR INC	COM	902653104	2,663	58,587	SH		OTR	1	0	58,587	0
UDR INC	COM	902653104	196	4,313	SH		SOLE		4,313	0	0
UGI CORP NEW	COM	902681105	540	9,743	SH		OTR	5	0	9,743	0
UGI CORP NEW	COM	902681105	1,263	22,787	SH		SOLE		22,787	0	0
UGI CORP NEW	COM	902681105	6,034	108,874	SH		OTR	1	0	108,874	0
ULTA BEAUTY INC	COM	90384S303	197	564	SH		OTR	5	0	564	0
ULTA BEAUTY INC	COM	90384S303	662	1,897	SH		SOLE		1,897	0	0
ULTA BEAUTY INC	COM	90384S303	4,027	11,547	SH		OTR	1	0	11,547	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	731	10,544	SH		OTR	1	0	10,544	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	443	6,391	SH		SOLE		6,391	0	0
UNDER ARMOUR INC	CL A	904311107	11,568	547,205	SH		OTR	1	0	547,205	0
UNDER ARMOUR INC	CL A	904311107	1,089	51,530	SH		OTR	5	0	51,530	0
UNDER ARMOUR INC	CL A	904311107	2,027	95,865	SH		SOLE		95,865	0	0
UNDER ARMOUR INC	CL C	904311206	43	2,292	SH		SOLE		2,292	0	0
UNDER ARMOUR INC	CL C	904311206	483	25,576	SH		OTR	1	0	25,576	0
UNION PACIFIC CORP	COM	907818108	4,518	27,020	SH		SOLE		27,020	0	0
UNION PACIFIC CORP	COM	907818108	1,561	9,334	SH		OTR	5	0	9,334	0
UNION PACIFIC CORP	COM	907818108	32,129	192,159	SH		OTR	1	0	192,159	0
UNISYS CORP	COM NEW	909214306	83	7,100	SH		OTR	1	0	7,100	0
UNISYS CORP	COM NEW	909214306	50	4,264	SH		SOLE		4,264	0	0
UNITED CMNTY BKS BLAIRSVLE G	COM	90984P303	469	18,800	SH		OTR	1	0	18,800	0
UNITED CMNTY BKS BLAIRSVLE G	COM	90984P303	287	11,500	SH		SOLE		11,500	0	0
UNITED CONTL HLDGS INC	COM	910047109	11,249	141,002	SH		OTR	1	0	141,002	0
UNITED CONTL HLDGS INC	COM	910047109	720	9,023	SH		OTR	5	0	9,023	0
UNITED CONTL HLDGS INC	COM	910047109	1,862	23,338	SH		SOLE		23,338	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	878	7,856	SH		OTR	5	0	7,856	0
UNITED PARCEL SERVICE INC	CL B	911312106	2,741	24,526	SH		SOLE		24,526	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	18,578	166,261	SH		OTR	1	0	166,261	0
UNITED RENTALS INC	COM	911363109	1,185	10,368	SH		OTR	5	0	10,368	0
UNITED RENTALS INC	COM	911363109	3,298	28,864	SH		SOLE		28,864	0	0
UNITED RENTALS INC	COM	911363109	9,745	85,299	SH		OTR	1	0	85,299	0
UNITED STATES CELLULAR CORP	COM	911684108	6,190	134,822	SH		OTR	1	0	134,822	0
UNITED STATES CELLULAR CORP	COM	911684108	915	19,935	SH		SOLE		19,935	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	26,342	204,372	SH		OTR	1	0	204,372	0
UNITED TECHNOLOGIES CORP	COM	913017109	624	4,841	SH		OTR	5	0	4,841	0
UNITED TECHNOLOGIES CORP	COM	913017109	4,928	38,238	SH		SOLE		38,238	0	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	427	3,642	SH		OTR	5	0	3,642	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	2,345	19,977	SH		SOLE		19,977	0	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	3,801	32,384	SH		OTR	1	0	32,384	0
UNITEDHEALTH GROUP INC	COM	91324P102	77,513	313,486	SH		OTR	1	0	313,486	0
UNITEDHEALTH GROUP INC	COM	91324P102	5,547	22,435	SH		OTR	5	0	22,435	0
UNITEDHEALTH GROUP INC	COM	91324P102	15,764	63,754	SH		SOLE		63,754	0	0
UNITI GROUP INC	COM	91325V108	1,149	102,719	SH		OTR	1	0	102,719	0
UNITI GROUP INC	COM	91325V108	109	9,782	SH		SOLE		9,782	0	0
UNIVERSAL CORP VA	COM	913456109	1,037	18,000	SH		OTR	1	0	18,000	0
UNIVERSAL CORP VA	COM	913456109	626	10,867	SH		SOLE		10,867	0	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	1,393	10,410	SH		SOLE		10,410	0	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	5,904	44,135	SH		OTR	1	0	44,135	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	947	7,079	SH		OTR	5	0	7,079	0
UNIVERSAL INS HLDGS INC	COM	91359V107	983	31,700	SH		OTR	1	0	31,700	0
UNIVERSAL INS HLDGS INC	COM	91359V107	606	19,545	SH		SOLE		19,545	0	0
UNIVEST FINANCIAL CORPORATIO	COM	915271100	154	6,300	SH		OTR	1	0	6,300	0
UNIVEST FINANCIAL CORPORATIO	COM	915271100	91	3,700	SH		SOLE		3,700	0	0
UNUM GROUP	COM	91529Y106	2,008	59,368	SH		OTR	1	0	59,368	0
UNUM GROUP	COM	91529Y106	137	4,055	SH		OTR	5	0	4,055	0
UNUM GROUP	COM	91529Y106	203	5,999	SH		SOLE		5,999	0	0
URBAN OUTFITTERS INC	COM	917047102	4,846	163,489	SH		OTR	1	0	163,489	0
URBAN OUTFITTERS INC	COM	917047102	447	15,071	SH		SOLE		15,071	0	0
US BANCORP DEL	COM NEW	902973304	12,109	251,272	SH		OTR	1	0	251,272	0
US BANCORP DEL	COM NEW	902973304	998	20,715	SH		SOLE		20,715	0	0
US FOODS HLDG CORP	COM	912008109	2,602	74,539	SH		OTR	1	0	74,539	0
US FOODS HLDG CORP	COM	912008109	268	7,673	SH		SOLE		7,673	0	0
V F CORP	COM	918204108	382	4,401	SH		SOLE		4,401	0	0
V F CORP	COM	918204108	4,074	46,872	SH		OTR	1	0	46,872	0
VALERO ENERGY CORP NEW	COM	91913Y100	13,042	153,741	SH		OTR	1	0	153,741	0
VALERO ENERGY CORP NEW	COM	91913Y100	1,375	16,213	SH		OTR	5	0	16,213	0
VALERO ENERGY CORP NEW	COM	91913Y100	4,013	47,308	SH		SOLE		47,308	0	0
VALVOLINE INC	COM	92047W101	1,131	60,937	SH		OTR	1	0	60,937	0
VALVOLINE INC	COM	92047W101	4	200	SH		SOLE		200	0	0
VANDA PHARMACEUTICALS INC	COM	921659108	228	12,400	SH		OTR	1	0	12,400	0
VANDA PHARMACEUTICALS INC	COM	921659108	145	7,900	SH		SOLE		7,900	0	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	63,065	35,500	SH		SOLE		35,500	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	2,149	15,164	SH		SOLE		15,164	0	0
VARIAN MED SYS INC	COM	92220P105	8,094	57,114	SH		OTR	1	0	57,114	0
VARIAN MED SYS INC	COM	92220P105	173	1,218	SH		OTR	5	0	1,218	0
VECTOR GROUP LTD	COM	92240M108	718	66,500	SH		OTR	1	0	66,500	0
VECTOR GROUP LTD	COM	92240M108	446	41,300	SH		SOLE		41,300	0	0
VECTRUS INC	COM	92242T101	888	33,400	SH		OTR	1	0	33,400	0
VECTRUS INC	COM	92242T101	547	20,579	SH		SOLE		20,579	0	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	386	450,000	PRN		SOLE		450,000	0	0
VENTAS INC	COM	92276F100	14,442	226,335	SH		OTR	1	0	226,335	0
VENTAS INC	COM	92276F100	1,356	21,251	SH		OTR	5	0	21,251	0
VENTAS INC	COM	92276F100	2,896	45,385	SH		SOLE		45,385	0	0
VERA BRADLEY INC	COM	92335C106	205	15,500	SH		OTR	1	0	15,500	0
VERA BRADLEY INC	COM	92335C106	127	9,622	SH		SOLE		9,622	0	0
VEREIT INC	COM	92339V100	151	18,010	SH		SOLE		18,010	0	0
VEREIT INC	COM	92339V100	2,019	241,180	SH		OTR	1	0	241,180	0
VERINT SYS INC	COM	92343X100	533	8,900	SH		OTR	1	0	8,900	0
VERINT SYS INC	COM	92343X100	329	5,488	SH		SOLE		5,488	0	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	5,175	4,697,000	PRN		OTR	1	0	4,697,000	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	78	71,000	PRN		OTR	4	0	71,000	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	41,933	37,888,000	PRN		SOLE		37,888,000	0	0
VERISIGN INC	COM	92343E102	7,817	43,056	SH		OTR	1	0	43,056	0
VERISIGN INC	COM	92343E102	628	3,457	SH		SOLE		3,457	0	0
VERISK ANALYTICS INC	COM	92345Y106	497	3,734	SH		SOLE		3,734	0	0
VERISK ANALYTICS INC	COM	92345Y106	5,783	43,483	SH		OTR	1	0	43,483	0
VERITIV CORP	COM	923454102	684	26,000	SH		OTR	1	0	26,000	0
VERITIV CORP	COM	923454102	418	15,866	SH		SOLE		15,866	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	52,957	895,599	SH		OTR	1	0	895,599	0
VERIZON COMMUNICATIONS INC	COM	92343V104	5,684	96,130	SH		OTR	5	0	96,130	0
VERIZON COMMUNICATIONS INC	COM	92343V104	16,935	286,405	SH		SOLE		286,405	0	0
VERSO CORP	CL A	92531L207	1,039	48,500	SH		OTR	1	0	48,500	0
VERSO CORP	CL A	92531L207	639	29,854	SH		SOLE		29,854	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	7,441	40,453	SH		OTR	1	0	40,453	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	701	3,810	SH		SOLE		3,810	0	0
VIACOM INC NEW	CL A	92553P102	139	4,278	SH		SOLE		4,278	0	0
VIACOM INC NEW	CL A	92553P102	1,914	58,976	SH		OTR	1	0	58,976	0
VIACOM INC NEW	CL B	92553P201	4,983	177,522	SH		SOLE		177,522	0	0
VIACOM INC NEW	CL B	92553P201	14,418	513,644	SH		OTR	1	0	513,644	0
VIACOM INC NEW	CL B	92553P201	1,845	65,735	SH		OTR	5	0	65,735	0
VIAVI SOLUTIONS INC	COM	925550105	389	31,400	SH		OTR	1	0	31,400	0
VIAVI SOLUTIONS INC	COM	925550105	240	19,400	SH		SOLE		19,400	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	3,352	2,978,000	PRN		OTR	1	0	2,978,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	50	44,000	PRN		OTR	4	0	44,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	32,006	28,337,000	PRN		SOLE		28,337,000	0	0
VILLAGE SUPER MKT INC	CL A NEW	927107409	172	6,300	SH		OTR	1	0	6,300	0
VILLAGE SUPER MKT INC	CL A NEW	927107409	107	3,900	SH		SOLE		3,900	0	0
VIRTUSA CORP	COM	92827P102	134	2,500	SH		SOLE		2,500	0	0
VIRTUSA CORP	COM	92827P102	214	4,000	SH		OTR	1	0	4,000	0
VISA INC	COM CL A	92826C839	15,123	96,822	SH		SOLE		96,822	0	0
VISA INC	COM CL A	92826C839	76,717	491,177	SH		OTR	1	0	491,177	0
VISA INC	COM CL A	92826C839	5,560	35,596	SH		OTR	5	0	35,596	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	730	39,500	SH		OTR	1	0	39,500	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	447	24,199	SH		SOLE		24,199	0	0
VISTRA ENERGY CORP	COM	92840M102	4,713	181,066	SH		OTR	1	0	181,066	0
VISTRA ENERGY CORP	COM	92840M102	319	13,918	SH		OTR	2	0	13,918	0
VISTRA ENERGY CORP	COM	92840M102	348	11,704	SH		SOLE		11,704	0	0
VMWARE INC	CL A COM	928563402	6,697	37,099	SH		OTR	1	0	37,099	0
VMWARE INC	CL A COM	928563402	1,509	8,361	SH		SOLE		8,361	0	0
VORNADO RLTY TR	SH BEN INT	929042109	1,997	29,615	SH		OTR	1	0	29,615	0
VORNADO RLTY TR	SH BEN INT	929042109	39	581	SH		OTR	5	0	581	0
VORNADO RLTY TR	SH BEN INT	929042109	201	2,983	SH		SOLE		2,983	0	0
VOYA FINL INC	COM	929089100	709	14,200	SH		OTR	1	0	14,200	0
VOYA FINL INC	COM	929089100	96	1,930	SH		SOLE		1,930	0	0
VULCAN MATLS CO	COM	929160109	2,123	17,930	SH		OTR	1	0	17,930	0
VULCAN MATLS CO	COM	929160109	193	1,629	SH		SOLE		1,629	0	0
WABASH NATL CORP	COM	929566107	653	48,200	SH		OTR	1	0	48,200	0
WABASH NATL CORP	COM	929566107	389	28,700	SH		SOLE		28,700	0	0
WABCO HLDGS INC	COM	92927K102	2,125	16,118	SH		OTR	1	0	16,118	0
WABCO HLDGS INC	COM	92927K102	106	804	SH		SOLE		804	0	0
WABTEC CORP	COM	929740108	9	122	SH		OTR	5	0	122	0
WABTEC CORP	COM	929740108	139	1,886	SH		SOLE		1,886	0	0
WABTEC CORP	COM	929740108	1,475	20,015	SH		OTR	1	0	20,015	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	2,012	31,799	SH		OTR	5	0	31,799	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	4,048	63,977	SH		SOLE		63,977	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	14,152	223,674	SH		OTR	1	0	223,674	0
WALMART INC	COM	931142103	29,167	299,052	SH		OTR	1	0	299,052	0
WALMART INC	COM	931142103	2,320	23,787	SH		OTR	5	0	23,787	0
WALMART INC	COM	931142103	9,409	96,474	SH		SOLE		96,474	0	0
WARRIOR MET COAL INC	COM	93627C101	1,122	36,900	SH		OTR	1	0	36,900	0
WARRIOR MET COAL INC	COM	93627C101	676	22,246	SH		SOLE		22,246	0	0
WASHINGTON PRIME GROUP NEW	COM	93964W108	60	10,700	SH		SOLE		10,700	0	0
WASHINGTON PRIME GROUP NEW	COM	93964W108	97	17,200	SH		OTR	1	0	17,200	0
WASTE MGMT INC DEL	COM	94106L109	5,547	53,382	SH		SOLE		53,382	0	0
WASTE MGMT INC DEL	COM	94106L109	2,099	20,197	SH		OTR	5	0	20,197	0
WASTE MGMT INC DEL	COM	94106L109	17,536	168,758	SH		OTR	1	0	168,758	0
WATERS CORP	COM	941848103	4,191	16,652	SH		OTR	1	0	16,652	0
WATERS CORP	COM	941848103	106	423	SH		OTR	5	0	423	0
WATERS CORP	COM	941848103	453	1,798	SH		SOLE		1,798	0	0
WAYFAIR INC	NOTE 0.375% 9/0	94419LAB7	642	418,000	PRN		SOLE		418,000	0	0
WEATHERFORD INTL LTD	NOTE 5.875% 7/0	947075AH0	6,183	7,657,000	PRN		OTR	1	0	7,657,000	0
WEATHERFORD INTL LTD	NOTE 5.875% 7/0	947075AH0	95	118,000	PRN		OTR	4	0	118,000	0
WEATHERFORD INTL LTD	NOTE 5.875% 7/0	947075AH0	47,489	58,450,000	PRN		SOLE		58,450,000	0	0
WEC ENERGY GROUP INC	COM	92939U106	579	7,316	SH		OTR	5	0	7,316	0
WEC ENERGY GROUP INC	COM	92939U106	1,560	19,721	SH		SOLE		19,721	0	0
WEC ENERGY GROUP INC	COM	92939U106	10,766	136,140	SH		OTR	1	0	136,140	0
WEIS MKTS INC	COM	948849104	98	2,400	SH		SOLE		2,400	0	0
WEIS MKTS INC	COM	948849104	159	3,900	SH		OTR	1	0	3,900	0
WELLCARE HEALTH PLANS INC	COM	94946T106	1,807	6,699	SH		OTR	1	0	6,699	0
WELLCARE HEALTH PLANS INC	COM	94946T106	162	601	SH		SOLE		601	0	0
WELLS FARGO CO NEW	COM	949746101	40,497	838,110	SH		OTR	1	0	838,110	0
WELLS FARGO CO NEW	COM	949746101	3,217	66,586	SH		OTR	5	0	66,586	0
WELLS FARGO CO NEW	COM	949746101	9,601	198,704	SH		SOLE		198,704	0	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	38,723	29,890	SH		SOLE		29,890	0	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	4,141	3,204	SH		OTR	1	0	3,204	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	63	49	SH		OTR	4	0	49	0
WELLTOWER INC	COM	95040Q104	1,642	21,166	SH		SOLE		21,166	0	0
WELLTOWER INC	COM	95040Q104	421	5,431	SH		OTR	5	0	5,431	0
WELLTOWER INC	COM	95040Q104	14,644	188,711	SH		OTR	1	0	188,711	0
WENDYS CO	COM	95058W100	1,391	77,752	SH		OTR	1	0	77,752	0
WENDYS CO	COM	95058W100	80	4,490	SH		SOLE		4,490	0	0
WESBANCO INC	COM	950810101	1,010	25,400	SH		OTR	1	0	25,400	0
WESBANCO INC	COM	950810101	613	15,425	SH		SOLE		15,425	0	0
WESCO INTL INC	COM	95082P105	2,209	41,677	SH		OTR	1	0	41,677	0
WESCO INTL INC	COM	95082P105	87	1,639	SH		SOLE		1,639	0	0
WESTERN ASSET HIGH INCM OPP	COM	95766K109	48	10,000	SH		SOLE		10,000	0	0
WESTERN DIGITAL CORP	COM	958102105	171	3,567	SH		SOLE		3,567	0	0
WESTERN DIGITAL CORP	COM	958102105	1,910	39,752	SH		OTR	1	0	39,752	0
WESTERN UN CO	COM	959802109	3,278	177,484	SH		SOLE		177,484	0	0
WESTERN UN CO	COM	959802109	14,740	798,034	SH		OTR	1	0	798,034	0
WESTERN UN CO	COM	959802109	1,789	96,838	SH		OTR	5	0	96,838	0
WESTLAKE CHEM CORP	COM	960413102	2,867	42,255	SH		OTR	1	0	42,255	0
WESTLAKE CHEM CORP	COM	960413102	303	4,471	SH		SOLE		4,471	0	0
WESTROCK CO	COM	96145D105	1,449	37,794	SH		OTR	1	0	37,794	0
WESTROCK CO	COM	96145D105	130	3,377	SH		SOLE		3,377	0	0
WEYERHAEUSER CO	COM	962166104	3,600	136,685	SH		OTR	1	0	136,685	0
WEYERHAEUSER CO	COM	962166104	306	11,602	SH		SOLE		11,602	0	0
WHIRLPOOL CORP	COM	963320106	555	4,177	SH		SOLE		4,177	0	0
WHIRLPOOL CORP	COM	963320106	5,833	43,893	SH		OTR	1	0	43,893	0
WHIRLPOOL CORP	COM	963320106	121	912	SH		OTR	5	0	912	0
WHITING PETE CORP NEW	NOTE 1.250% 4/0	966387AL6	2,093	2,160,000	PRN		SOLE		2,160,000	0	0
WILLIAMS COS INC DEL	COM	969457100	7,630	265,672	SH		OTR	1	0	265,672	0
WILLIAMS COS INC DEL	COM	969457100	577	20,096	SH		SOLE		20,096	0	0
WILLIAMS SONOMA INC	COM	969904101	13,325	236,800	SH		OTR	1	0	236,800	0
WILLIAMS SONOMA INC	COM	969904101	1,648	29,293	SH		OTR	5	0	29,293	0
WILLIAMS SONOMA INC	COM	969904101	2,958	52,576	SH		SOLE		52,576	0	0
WORKDAY INC	CL A	98138H101	2,723	14,120	SH		OTR	1	0	14,120	0
WORKDAY INC	CL A	98138H101	340	1,763	SH		SOLE		1,763	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	109	77,000	PRN		OTR	4	0	77,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	50,106	35,364,000	PRN		SOLE		35,364,000	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	7,268	5,148,000	PRN		OTR	1	0	5,148,000	0
WORKDAY INC	NOTE 1.500% 7/1	98138HAD3	1,284	542,000	PRN		SOLE		542,000	0	0
WORKIVA INC	COM CL A	98139A105	122	2,400	SH		SOLE		2,400	0	0
WORKIVA INC	COM CL A	98139A105	198	3,900	SH		OTR	1	0	3,900	0
WORLD WRESTLING ENTMT INC	CL A	98156Q108	165	1,900	SH		OTR	1	0	1,900	0
WORLD WRESTLING ENTMT INC	CL A	98156Q108	104	1,200	SH		SOLE		1,200	0	0
WORLDPAY INC	CL A	981558109	1,558	13,727	SH		OTR	1	0	13,727	0
WORLDPAY INC	CL A	981558109	39	344	SH		SOLE		344	0	0
WRIGHT MED GROUP INC	NOTE 2.000% 2/1	98235TAE7	5,657	5,022,000	PRN		OTR	1	0	5,022,000	0
WRIGHT MED GROUP INC	NOTE 2.000% 2/1	98235TAE7	86	76,000	PRN		OTR	4	0	76,000	0
WYNDHAM DESTINATIONS INC	COM	98310W108	2,452	60,548	SH		OTR	1	0	60,548	0
WYNDHAM DESTINATIONS INC	COM	98310W108	285	7,030	SH		SOLE		7,030	0	0
WYNN RESORTS LTD	COM	983134107	1,564	13,106	SH		OTR	1	0	13,106	0
WYNN RESORTS LTD	COM	983134107	140	1,176	SH		SOLE		1,176	0	0
XCEL ENERGY INC	COM	98389B100	12,229	217,562	SH		OTR	1	0	217,562	0
XCEL ENERGY INC	COM	98389B100	701	12,463	SH		OTR	5	0	12,463	0
XCEL ENERGY INC	COM	98389B100	1,893	33,671	SH		SOLE		33,671	0	0
XENCOR INC	COM	98401F105	367	11,831	SH		OTR	1	0	11,831	0
XENCOR INC	COM	98401F105	239	7,706	SH		SOLE		7,706	0	0
XENIA HOTELS & RESORTS INC	COM	984017103	1,253	57,200	SH		OTR	1	0	57,200	0
XENIA HOTELS & RESORTS INC	COM	984017103	767	34,987	SH		SOLE		34,987	0	0
XEROX CORP	COM NEW	984121608	2,966	92,742	SH		SOLE		92,742	0	0
XEROX CORP	COM NEW	984121608	10,426	326,026	SH		OTR	1	0	326,026	0
XEROX CORP	COM NEW	984121608	1,558	48,720	SH		OTR	5	0	48,720	0
XILINX INC	COM	983919101	7,103	56,025	SH		OTR	1	0	56,025	0
XILINX INC	COM	983919101	2,296	18,105	SH		SOLE		18,105	0	0
XPERI CORP	COM	98421B100	875	37,400	SH		OTR	1	0	37,400	0
XPERI CORP	COM	98421B100	561	23,975	SH		SOLE		23,975	0	0
XPO LOGISTICS INC	COM	983793100	11,668	217,120	SH		OTR	1	0	217,120	0
XPO LOGISTICS INC	COM	983793100	33	615	SH		SOLE		615	0	0
XYLEM INC	COM	98419M100	1,903	24,078	SH		OTR	1	0	24,078	0
XYLEM INC	COM	98419M100	171	2,159	SH		SOLE		2,159	0	0
YRC WORLDWIDE INC	COM PAR $.01	984249607	474	70,900	SH		OTR	1	0	70,900	0
YRC WORLDWIDE INC	COM PAR $.01	984249607	292	43,700	SH		SOLE		43,700	0	0
YUM BRANDS INC	COM	988498101	381	3,820	SH		SOLE		3,820	0	0
YUM BRANDS INC	COM	988498101	5,770	57,812	SH		OTR	1	0	57,812	0
YUM CHINA HLDGS INC	COM	98850P109	848	18,879	SH		SOLE		18,879	0	0
YUM CHINA HLDGS INC	COM	98850P109	13,834	308,034	SH		OTR	1	0	308,034	0
ZAGG INC	COM	98884U108	610	67,300	SH		OTR	1	0	67,300	0
ZAGG INC	COM	98884U108	385	42,417	SH		SOLE		42,417	0	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	11,443	54,612	SH		OTR	1	0	54,612	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	301	1,436	SH		OTR	5	0	1,436	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	1,885	8,998	SH		SOLE		8,998	0	0
ZENDESK INC	NOTE 0.250% 3/1	98936JAB7	7,292	4,990,000	PRN		SOLE		4,990,000	0	0
ZILLOW GROUP INC	NOTE 1.500% 7/0	98954MAC5	13,899	15,177,000	PRN		SOLE		15,177,000	0	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	1,134	1,106,000	PRN		SOLE		1,106,000	0	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	73	72,000	PRN		OTR	4	0	72,000	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	4,912	4,815,000	PRN		OTR	1	0	4,815,000	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	82	646	SH		OTR	5	0	646	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	859	6,730	SH		SOLE		6,730	0	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	8,345	65,347	SH		OTR	1	0	65,347	0
ZIONS BANCORPORATION N A	COM	989701107	1,345	29,629	SH		OTR	1	0	29,629	0
ZIONS BANCORPORATION N A	COM	989701107	103	2,260	SH		SOLE		2,260	0	0
ZIX CORP	COM	98974P100	755	109,700	SH		OTR	1	0	109,700	0
ZIX CORP	COM	98974P100	467	67,868	SH		SOLE		67,868	0	0
ZOETIS INC	CL A	98978V103	6,604	65,600	SH		OTR	1	0	65,600	0
ZOETIS INC	CL A	98978V103	613	6,088	SH		SOLE		6,088	0	0
ZSCALER INC	COM	98980G102	603	8,500	SH		SOLE		8,500	0	0
ZSCALER INC	COM	98980G102	965	13,600	SH		OTR	1	0	13,600	0