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

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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
1ST SOURCE CORP	COM	336901103	60	1,300	SH		SOLE		1,300	0	0
1ST SOURCE CORP	COM	336901103	334	7,200	SH		OTR	1	0	7,200	0
3M CO	COM	88579Y101	19,351	111,635	SH		OTR	1	0	111,635	0
3M CO	COM	88579Y101	471	2,718	SH		OTR	5	0	2,718	0
3M CO	COM	88579Y101	2,816	16,247	SH		SOLE		16,247	0	0
AARONS INC	COM PAR $0.50	002535300	1,336	21,751	SH		OTR	1	0	21,751	0
AARONS INC	COM PAR $0.50	002535300	677	11,018	SH		OTR	5	0	11,018	0
AARONS INC	COM PAR $0.50	002535300	1,039	16,916	SH		SOLE		16,916	0	0
ABBOTT LABS	COM	002824100	10,543	125,357	SH		SOLE		125,357	0	0
ABBOTT LABS	COM	002824100	32,616	387,819	SH		OTR	1	0	387,819	0
ABBOTT LABS	COM	002824100	3,850	45,779	SH		OTR	5	0	45,779	0
ABBVIE INC	COM	00287Y109	8,612	118,421	SH		SOLE		118,421	0	0
ABBVIE INC	COM	00287Y109	39,099	537,669	SH		OTR	1	0	537,669	0
ABBVIE INC	COM	00287Y109	3,709	51,010	SH		OTR	5	0	51,010	0
ABIOMED INC	COM	003654100	4,394	16,868	SH		OTR	1	0	16,868	0
ABIOMED INC	COM	003654100	235	902	SH		OTR	5	0	902	0
ABIOMED INC	COM	003654100	647	2,485	SH		SOLE		2,485	0	0
ABM INDS INC	COM	000957100	4,107	102,682	SH		OTR	1	0	102,682	0
ABM INDS INC	COM	000957100	736	18,400	SH		SOLE		18,400	0	0
ACADIA PHARMACEUTICALS INC	COM	004225108	1,964	73,472	SH		OTR	1	0	73,472	0
ACADIA PHARMACEUTICALS INC	COM	004225108	353	13,205	SH		SOLE		13,205	0	0
ACCELERON PHARMA INC	COM	00434H108	327	7,968	SH		SOLE		7,968	0	0
ACCELERON PHARMA INC	COM	00434H108	1,845	44,922	SH		OTR	1	0	44,922	0
ACCURAY INC	COM	004397105	371	95,782	SH		SOLE		95,782	0	0
ACCURAY INC	COM	004397105	2,029	524,244	SH		OTR	1	0	524,244	0
ACI WORLDWIDE INC	COM	004498101	1,775	51,690	SH		OTR	1	0	51,690	0
ACI WORLDWIDE INC	COM	004498101	323	9,400	SH		SOLE		9,400	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	7,676	162,628	SH		OTR	1	0	162,628	0
ACTIVISION BLIZZARD INC	COM	00507V109	2,714	57,508	SH		SOLE		57,508	0	0
ACUITY BRANDS INC	COM	00508Y102	3,350	24,291	SH		OTR	1	0	24,291	0
ACUITY BRANDS INC	COM	00508Y102	211	1,527	SH		SOLE		1,527	0	0
ADAMS RES & ENERGY INC	COM NEW	006351308	174	5,083	SH		OTR	1	0	5,083	0
ADAMS RES & ENERGY INC	COM NEW	006351308	31	900	SH		SOLE		900	0	0
ADOBE INC	COM	00724F101	36,524	123,956	SH		OTR	1	0	123,956	0
ADOBE INC	COM	00724F101	1,999	6,783	SH		OTR	5	0	6,783	0
ADOBE INC	COM	00724F101	5,872	19,930	SH		SOLE		19,930	0	0
ADT INC	COM	00090Q103	3,859	630,510	SH		OTR	1	0	630,510	0
ADT INC	COM	00090Q103	400	65,438	SH		SOLE		65,438	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	14,314	92,863	SH		OTR	1	0	92,863	0
ADVANCE AUTO PARTS INC	COM	00751Y106	1,902	12,338	SH		OTR	5	0	12,338	0
ADVANCE AUTO PARTS INC	COM	00751Y106	4,021	26,085	SH		SOLE		26,085	0	0
ADVANCED ENERGY INDS	COM	007973100	1,028	18,275	SH		OTR	1	0	18,275	0
ADVANCED ENERGY INDS	COM	007973100	180	3,200	SH		SOLE		3,200	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	3,840	126,434	SH		OTR	1	0	126,434	0
ADVANCED MICRO DEVICES INC	COM	007903107	626	20,618	SH		SOLE		20,618	0	0
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	3,905	1,007,000	PRN		SOLE		1,007,000	0	0
ADVANSIX INC	COM	00773T101	555	22,700	SH		SOLE		22,700	0	0
ADVANSIX INC	COM	00773T101	3,093	126,620	SH		OTR	1	0	126,620	0
AECOM	COM	00766T100	7,791	205,847	SH		OTR	1	0	205,847	0
AECOM	COM	00766T100	1,150	30,376	SH		OTR	5	0	30,376	0
AECOM	COM	00766T100	1,786	47,193	SH		SOLE		47,193	0	0
AEROJET ROCKETDYNE HLDGS INC	COM	007800105	4,509	100,719	SH		OTR	1	0	100,719	0
AEROJET ROCKETDYNE HLDGS INC	COM	007800105	816	18,227	SH		SOLE		18,227	0	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	31,285	17,570,000	PRN		OTR	1	0	17,570,000	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	60	34,000	PRN		OTR	4	4,000	30,000	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	7,792	4,375,000	PRN		SOLE		4,375,000	0	0
AES CORP	COM	00130H105	6,302	376,012	SH		OTR	1	0	376,012	0
AES CORP	COM	00130H105	1,344	80,220	SH		OTR	5	0	80,220	0
AES CORP	COM	00130H105	1,556	92,855	SH		SOLE		92,855	0	0
AFFILIATED MANAGERS GROUP IN	COM	008252108	609	6,609	SH		OTR	1	0	6,609	0
AFFILIATED MANAGERS GROUP IN	COM	008252108	90	982	SH		SOLE		982	0	0
AFLAC INC	COM	001055102	7,501	136,862	SH		OTR	1	0	136,862	0
AFLAC INC	COM	001055102	32	587	SH		OTR	5	0	587	0
AFLAC INC	COM	001055102	948	17,287	SH		SOLE		17,287	0	0
AGCO CORP	COM	001084102	16,450	212,068	SH		OTR	1	0	212,068	0
AGCO CORP	COM	001084102	1,784	23,000	SH		OTR	5	0	23,000	0
AGCO CORP	COM	001084102	3,475	44,803	SH		SOLE		44,803	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	8	113	SH		OTR	5	0	113	0
AGILENT TECHNOLOGIES INC	COM	00846U101	780	10,442	SH		SOLE		10,442	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	5,739	76,858	SH		OTR	1	0	76,858	0
AGILYSYS INC	COM	00847J105	182	8,500	SH		OTR	1	0	8,500	0
AGILYSYS INC	COM	00847J105	34	1,600	SH		SOLE		1,600	0	0
AIMMUNE THERAPEUTICS INC	COM	00900T107	1,220	58,612	SH		OTR	1	0	58,612	0
AIMMUNE THERAPEUTICS INC	COM	00900T107	220	10,579	SH		SOLE		10,579	0	0
AIR PRODS & CHEMS INC	COM	009158106	9,809	43,333	SH		OTR	1	0	43,333	0
AIR PRODS & CHEMS INC	COM	009158106	306	1,353	SH		OTR	5	0	1,353	0
AIR PRODS & CHEMS INC	COM	009158106	1,537	6,789	SH		SOLE		6,789	0	0
AIR TRANSPORT SERVICES GRP I	NOTE 1.125%10/1	00922RAB1	382	373,000	PRN		SOLE		373,000	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	4,461	55,664	SH		SOLE		55,664	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	20,232	252,452	SH		OTR	1	0	252,452	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	1,998	24,934	SH		OTR	5	0	24,934	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	1,977	1,842,000	PRN		SOLE		1,842,000	0	0
AKORN INC	COM	009728106	12	2,300	SH		SOLE		2,300	0	0
AKORN INC	COM	009728106	48	9,300	SH		OTR	1	0	9,300	0
ALARM COM HLDGS INC	COM	011642105	944	17,646	SH		OTR	1	0	17,646	0
ALARM COM HLDGS INC	COM	011642105	171	3,200	SH		SOLE		3,200	0	0
ALASKA AIR GROUP INC	COM	011659109	4,170	65,248	SH		OTR	1	0	65,248	0
ALASKA AIR GROUP INC	COM	011659109	1	13	SH		OTR	5	0	13	0
ALASKA AIR GROUP INC	COM	011659109	341	5,333	SH		SOLE		5,333	0	0
ALBEMARLE CORP	COM	012653101	963	13,677	SH		OTR	1	0	13,677	0
ALBEMARLE CORP	COM	012653101	162	2,299	SH		SOLE		2,299	0	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	327	2,315	SH		SOLE		2,315	0	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	2,113	14,979	SH		OTR	1	0	14,979	0
ALEXION PHARMACEUTICALS INC	COM	015351109	726	5,540	SH		SOLE		5,540	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	5,909	45,116	SH		OTR	1	0	45,116	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	12,017	70,920	SH		OTR	1	0	70,920	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	712	4,200	SH		SOLE		4,200	0	0
ALIGN TECHNOLOGY INC	COM	016255101	11,900	43,478	SH		OTR	1	0	43,478	0
ALIGN TECHNOLOGY INC	COM	016255101	1,095	4,000	SH		SOLE		4,000	0	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	748	400,000	PRN		SOLE		400,000	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	2,309	16,478	SH		OTR	1	0	16,478	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	218	1,559	SH		OTR	5	0	1,559	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	782	5,583	SH		SOLE		5,583	0	0
ALLIANCEBERNSTEIN GBL HGH IN	COM	01879R106	832	70,623	SH		SOLE		70,623	0	0
ALLIANT ENERGY CORP	COM	018802108	1,497	30,506	SH		OTR	1	0	30,506	0
ALLIANT ENERGY CORP	COM	018802108	224	4,554	SH		SOLE		4,554	0	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	246	6,501	SH		OTR	1	0	6,501	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	44	1,149	SH		SOLE		1,149	0	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	10,827	233,598	SH		OTR	1	0	233,598	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	609	13,138	SH		SOLE		13,138	0	0
ALLSTATE CORP	COM	020002101	11,222	110,359	SH		OTR	1	0	110,359	0
ALLSTATE CORP	COM	020002101	2,245	22,081	SH		OTR	5	0	22,081	0
ALLSTATE CORP	COM	020002101	3,026	29,753	SH		SOLE		29,753	0	0
ALPHABET INC	CAP STK CL A	02079K305	7,520	6,945	SH		OTR	5	0	6,945	0
ALPHABET INC	CAP STK CL A	02079K305	20,170	18,628	SH		SOLE		18,628	0	0
ALPHABET INC	CAP STK CL A	02079K305	97,625	90,160	SH		OTR	1	0	90,160	0
ALPHABET INC	CAP STK CL C	02079K107	7,670	7,096	SH		OTR	5	0	7,096	0
ALPHABET INC	CAP STK CL C	02079K107	100,187	92,688	SH		OTR	1	0	92,688	0
ALPHABET INC	CAP STK CL C	02079K107	20,701	19,151	SH		SOLE		19,151	0	0
ALTERYX INC	COM CL A	02156B103	1,746	16,000	SH		OTR	1	0	16,000	0
ALTERYX INC	COM CL A	02156B103	327	3,000	SH		SOLE		3,000	0	0
ALTICE USA INC	CL A	02156K103	5,497	225,767	SH		OTR	1	0	225,767	0
ALTICE USA INC	CL A	02156K103	286	11,740	SH		SOLE		11,740	0	0
ALTRIA GROUP INC	COM	02209S103	27,229	575,058	SH		OTR	1	0	575,058	0
ALTRIA GROUP INC	COM	02209S103	3,149	66,514	SH		OTR	5	0	66,514	0
ALTRIA GROUP INC	COM	02209S103	2,495	52,687	SH		SOLE		52,687	0	0
ALZA CORP	SDCV 7/2	02261WAB5	23,210	12,090,000	PRN		SOLE		12,090,000	0	0
AMALGAMATED BK NEW YORK N Y	CLASS A	022663108	218	12,500	SH		OTR	1	0	12,500	0
AMALGAMATED BK NEW YORK N Y	CLASS A	022663108	40	2,300	SH		SOLE		2,300	0	0
AMAZON COM INC	COM	023135106	224,814	118,721	SH		OTR	1	0	118,721	0
AMAZON COM INC	COM	023135106	15,596	8,236	SH		OTR	5	0	8,236	0
AMAZON COM INC	COM	023135106	44,211	23,347	SH		SOLE		23,347	0	0
AMC NETWORKS INC	CL A	00164V103	288	5,281	SH		OTR	1	0	5,281	0
AMC NETWORKS INC	CL A	00164V103	36	668	SH		SOLE		668	0	0
AMEDISYS INC	COM	023436108	1,044	8,600	SH		OTR	1	0	8,600	0
AMEDISYS INC	COM	023436108	206	1,700	SH		SOLE		1,700	0	0
AMEREN CORP	COM	023608102	1,692	22,525	SH		SOLE		22,525	0	0
AMEREN CORP	COM	023608102	9,797	130,437	SH		OTR	1	0	130,437	0
AMEREN CORP	COM	023608102	816	10,868	SH		OTR	5	0	10,868	0
AMERICAN AIRLS GROUP INC	COM	02376R102	284	8,699	SH		SOLE		8,699	0	0
AMERICAN AIRLS GROUP INC	COM	02376R102	1,667	51,111	SH		OTR	1	0	51,111	0
AMERICAN ASSETS TR INC	COM	024013104	3,506	74,400	SH		OTR	1	0	74,400	0
AMERICAN ASSETS TR INC	COM	024013104	631	13,400	SH		SOLE		13,400	0	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	2,331	50,492	SH		OTR	1	0	50,492	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	83	1,799	SH		SOLE		1,799	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	10,170	115,553	SH		OTR	1	0	115,553	0
AMERICAN ELEC PWR CO INC	COM	025537101	1,145	13,012	SH		OTR	5	0	13,012	0
AMERICAN ELEC PWR CO INC	COM	025537101	2,122	24,115	SH		SOLE		24,115	0	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	259	9,537	SH		SOLE		9,537	0	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	1,351	49,735	SH		OTR	1	0	49,735	0
AMERICAN EXPRESS CO	COM	025816109	2,115	17,131	SH		SOLE		17,131	0	0
AMERICAN EXPRESS CO	COM	025816109	14,468	117,205	SH		OTR	1	0	117,205	0
AMERICAN EXPRESS CO	COM	025816109	49	400	SH		OTR	5	0	400	0
AMERICAN FINL GROUP INC OHIO	COM	025932104	1,601	15,622	SH		OTR	1	0	15,622	0
AMERICAN FINL GROUP INC OHIO	COM	025932104	181	1,769	SH		SOLE		1,769	0	0
AMERICAN HOMES 4 RENT	CL A	02665T306	4,834	198,832	SH		OTR	1	0	198,832	0
AMERICAN HOMES 4 RENT	CL A	02665T306	481	19,770	SH		SOLE		19,770	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	19,333	362,851	SH		OTR	1	0	362,851	0
AMERICAN INTL GROUP INC	COM NEW	026874784	2,626	49,278	SH		OTR	5	0	49,278	0
AMERICAN INTL GROUP INC	COM NEW	026874784	5,615	105,387	SH		SOLE		105,387	0	0
AMERICAN NATL INS CO	COM	028591105	192	1,652	SH		SOLE		1,652	0	0
AMERICAN NATL INS CO	COM	028591105	1,671	14,348	SH		OTR	1	0	14,348	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	9,163	9,090,000	PRN		SOLE		9,090,000	0	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	13,609	13,500,000	PRN		OTR	1	0	13,500,000	0
AMERICAN STS WTR CO	COM	029899101	4,145	55,089	SH		OTR	1	0	55,089	0
AMERICAN STS WTR CO	COM	029899101	744	9,884	SH		SOLE		9,884	0	0
AMERICAN SUPERCONDUCTOR CORP	SHS NEW	030111207	1,093	117,800	SH		OTR	1	0	117,800	0
AMERICAN SUPERCONDUCTOR CORP	SHS NEW	030111207	197	21,200	SH		SOLE		21,200	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	34,390	168,205	SH		OTR	1	0	168,205	0
AMERICAN TOWER CORP NEW	COM	03027X100	3,464	16,945	SH		OTR	5	0	16,945	0
AMERICAN TOWER CORP NEW	COM	03027X100	7,826	38,278	SH		SOLE		38,278	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	3,161	27,247	SH		OTR	1	0	27,247	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	453	3,901	SH		SOLE		3,901	0	0
AMERICOLD RLTY TR	COM	03064D108	5,993	184,851	SH		OTR	1	0	184,851	0
AMERICOLD RLTY TR	COM	03064D108	755	23,285	SH		SOLE		23,285	0	0
AMERIPRISE FINL INC	COM	03076C106	2,064	14,217	SH		OTR	5	0	14,217	0
AMERIPRISE FINL INC	COM	03076C106	2,927	20,165	SH		SOLE		20,165	0	0
AMERIPRISE FINL INC	COM	03076C106	12,455	85,805	SH		OTR	1	0	85,805	0
AMERISOURCEBERGEN CORP	COM	03073E105	19,784	232,049	SH		OTR	1	0	232,049	0
AMERISOURCEBERGEN CORP	COM	03073E105	2,044	23,971	SH		OTR	5	0	23,971	0
AMERISOURCEBERGEN CORP	COM	03073E105	4,661	54,671	SH		SOLE		54,671	0	0
AMETEK INC NEW	COM	031100100	2,817	31,013	SH		OTR	1	0	31,013	0
AMETEK INC NEW	COM	031100100	458	5,046	SH		SOLE		5,046	0	0
AMGEN INC	COM	031162100	5,273	28,616	SH		SOLE		28,616	0	0
AMGEN INC	COM	031162100	33,295	180,678	SH		OTR	1	0	180,678	0
AMGEN INC	COM	031162100	2,587	14,038	SH		OTR	5	0	14,038	0
AMICUS THERAPEUTICS INC	COM	03152W109	401	32,165	SH		SOLE		32,165	0	0
AMICUS THERAPEUTICS INC	COM	03152W109	2,226	178,341	SH		OTR	1	0	178,341	0
AMKOR TECHNOLOGY INC	COM	031652100	330	44,224	SH		OTR	1	0	44,224	0
AMKOR TECHNOLOGY INC	COM	031652100	65	8,701	SH		SOLE		8,701	0	0
AMN HEALTHCARE SERVICES INC	COM	001744101	797	14,700	SH		OTR	1	0	14,700	0
AMN HEALTHCARE SERVICES INC	COM	001744101	130	2,400	SH		SOLE		2,400	0	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	3,243	153,636	SH		OTR	1	0	153,636	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	586	27,742	SH		SOLE		27,742	0	0
AMPHENOL CORP NEW	CL A	032095101	3,863	40,265	SH		OTR	1	0	40,265	0
AMPHENOL CORP NEW	CL A	032095101	630	6,569	SH		SOLE		6,569	0	0
ANADARKO PETE CORP	COM	032511107	6,577	93,214	SH		OTR	1	0	93,214	0
ANADARKO PETE CORP	COM	032511107	760	10,766	SH		SOLE		10,766	0	0
ANALOG DEVICES INC	COM	032654105	1,012	8,964	SH		SOLE		8,964	0	0
ANALOG DEVICES INC	COM	032654105	8,619	76,364	SH		OTR	1	0	76,364	0
ANAPTYSBIO INC	COM	032724106	1,181	20,931	SH		OTR	1	0	20,931	0
ANAPTYSBIO INC	COM	032724106	214	3,796	SH		SOLE		3,796	0	0
ANI PHARMACEUTICALS INC	COM	00182C103	3,363	40,914	SH		OTR	1	0	40,914	0
ANI PHARMACEUTICALS INC	COM	00182C103	609	7,413	SH		SOLE		7,413	0	0
ANIXTER INTL INC	COM	035290105	852	14,272	SH		OTR	1	0	14,272	0
ANIXTER INTL INC	COM	035290105	162	2,710	SH		SOLE		2,710	0	0
ANSYS INC	COM	03662Q105	2,240	10,934	SH		OTR	1	0	10,934	0
ANSYS INC	COM	03662Q105	359	1,755	SH		SOLE		1,755	0	0
ANTHEM INC	COM	036752103	12,239	43,369	SH		OTR	1	0	43,369	0
ANTHEM INC	COM	036752103	3,711	13,149	SH		SOLE		13,149	0	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	71,073	18,191,000	PRN		OTR	1	0	18,191,000	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	121	31,000	PRN		OTR	4	3,000	28,000	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	28,162	7,207,000	PRN		SOLE		7,207,000	0	0
APACHE CORP	COM	037411105	3,300	113,906	SH		OTR	1	0	113,906	0
APACHE CORP	COM	037411105	603	20,802	SH		OTR	5	0	20,802	0
APACHE CORP	COM	037411105	524	18,075	SH		SOLE		18,075	0	0
APARTMENT INVT & MGMT CO	CL A	03748R754	2,913	58,130	SH		OTR	1	0	58,130	0
APARTMENT INVT & MGMT CO	CL A	03748R754	4	74	SH		OTR	5	0	74	0
APARTMENT INVT & MGMT CO	CL A	03748R754	228	4,554	SH		SOLE		4,554	0	0
APPFOLIO INC	COM CL A	03783C100	715	6,992	SH		OTR	1	0	6,992	0
APPFOLIO INC	COM CL A	03783C100	123	1,200	SH		SOLE		1,200	0	0
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	33	2,086	SH		SOLE		2,086	0	0
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	1,793	113,071	SH		OTR	1	0	113,071	0
APPLE INC	COM	037833100	230,837	1,166,314	SH		OTR	1	0	1,166,314	0
APPLE INC	COM	037833100	16,402	82,874	SH		OTR	5	0	82,874	0
APPLE INC	COM	037833100	46,271	233,785	SH		SOLE		233,785	0	0
APPLIED MATLS INC	COM	038222105	23,338	519,661	SH		OTR	1	0	519,661	0
APPLIED MATLS INC	COM	038222105	2,358	52,511	SH		OTR	5	0	52,511	0
APPLIED MATLS INC	COM	038222105	3,807	84,774	SH		SOLE		84,774	0	0
ARAMARK	COM	03852U106	8,699	241,247	SH		OTR	1	0	241,247	0
ARAMARK	COM	03852U106	921	25,535	SH		SOLE		25,535	0	0
ARBOR RLTY TR INC	COM	038923108	633	52,200	SH		OTR	1	0	52,200	0
ARBOR RLTY TR INC	COM	038923108	125	10,300	SH		SOLE		10,300	0	0
ARCH COAL INC	CL A	039380407	2,817	29,900	SH		OTR	1	0	29,900	0
ARCH COAL INC	CL A	039380407	480	5,100	SH		SOLE		5,100	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	3,432	84,118	SH		OTR	1	0	84,118	0
ARCHER DANIELS MIDLAND CO	COM	039483102	587	14,375	SH		SOLE		14,375	0	0
ARCONIC INC	COM	03965L100	1,841	71,304	SH		OTR	1	0	71,304	0
ARCONIC INC	COM	03965L100	229	8,851	SH		SOLE		8,851	0	0
ARCOSA INC	COM	039653100	1,970	52,340	SH		OTR	1	0	52,340	0
ARCOSA INC	COM	039653100	223	5,928	SH		SOLE		5,928	0	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	364	6,208	SH		SOLE		6,208	0	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	2,009	34,272	SH		OTR	1	0	34,272	0
ARES CAP CORP	NOTE 3.750% 2/0	04010LAT0	676	669,000	PRN		SOLE		669,000	0	0
ARES CAP CORP	NOTE 4.625% 3/0	04010LAW3	6,342	6,142,000	PRN		SOLE		6,142,000	0	0
ARISTA NETWORKS INC	COM	040413106	2,765	10,650	SH		OTR	1	0	10,650	0
ARISTA NETWORKS INC	COM	040413106	140	540	SH		OTR	5	0	540	0
ARISTA NETWORKS INC	COM	040413106	366	1,410	SH		SOLE		1,410	0	0
ARMSTRONG FLOORING INC	COM	04238R106	1,188	120,654	SH		OTR	1	0	120,654	0
ARMSTRONG FLOORING INC	COM	04238R106	217	22,058	SH		SOLE		22,058	0	0
ARRAY BIOPHARMA INC	COM	04269X105	5,569	120,199	SH		OTR	1	0	120,199	0
ARRAY BIOPHARMA INC	COM	04269X105	1,002	21,622	SH		SOLE		21,622	0	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	1,628	61,426	SH		OTR	1	0	61,426	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	297	11,200	SH		SOLE		11,200	0	0
ARTESIAN RESOURCES CORP	CL A	043113208	193	5,184	SH		OTR	1	0	5,184	0
ARTESIAN RESOURCES CORP	CL A	043113208	33	900	SH		SOLE		900	0	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	2,809	33,300	SH		OTR	1	0	33,300	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	489	5,800	SH		SOLE		5,800	0	0
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	1,222	411,459	SH		OTR	1	0	411,459	0
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	223	75,152	SH		SOLE		75,152	0	0
ASSERTIO THERAPEUTICS INC	COM	04545L107	407	117,869	SH		OTR	1	0	117,869	0
ASSERTIO THERAPEUTICS INC	COM	04545L107	75	21,800	SH		SOLE		21,800	0	0
ASSERTIO THERAPEUTICS INC	NOTE 2.500% 9/0	249908AA2	558	775,000	PRN		SOLE		775,000	0	0
ASSURANT INC	COM	04621X108	844	7,934	SH		OTR	1	0	7,934	0
ASSURANT INC	COM	04621X108	138	1,293	SH		SOLE		1,293	0	0
AT&T INC	COM	00206R102	3,195	95,355	SH		OTR	5	0	95,355	0
AT&T INC	COM	00206R102	10,724	320,016	SH		SOLE		320,016	0	0
AT&T INC	COM	00206R102	44,101	1,316,055	SH		OTR	1	0	1,316,055	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	163	8,092	SH		SOLE		8,092	0	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	908	45,139	SH		OTR	1	0	45,139	0
ATKORE INTL GROUP INC	COM	047649108	3,426	132,424	SH		OTR	1	0	132,424	0
ATKORE INTL GROUP INC	COM	047649108	620	23,954	SH		SOLE		23,954	0	0
ATLANTIC PWR CORP	COM NEW	04878Q863	1,271	525,215	SH		OTR	1	0	525,215	0
ATLANTIC PWR CORP	COM NEW	04878Q863	230	95,200	SH		SOLE		95,200	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	32,915	33,177,000	PRN		OTR	1	0	33,177,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	76	77,000	PRN		OTR	4	7,000	70,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	9,541	9,610,000	PRN		SOLE		9,610,000	0	0
ATMOS ENERGY CORP	COM	049560105	256	2,426	SH		SOLE		2,426	0	0
ATMOS ENERGY CORP	COM	049560105	1,594	15,103	SH		OTR	1	0	15,103	0
ATN INTL INC	COM	00215F107	234	4,062	SH		SOLE		4,062	0	0
ATN INTL INC	COM	00215F107	1,348	23,349	SH		OTR	1	0	23,349	0
AUDENTES THERAPEUTICS INC	COM	05070R104	1,277	33,741	SH		OTR	1	0	33,741	0
AUDENTES THERAPEUTICS INC	COM	05070R104	229	6,053	SH		SOLE		6,053	0	0
AUTODESK INC	COM	052769106	6,805	41,772	SH		OTR	1	0	41,772	0
AUTODESK INC	COM	052769106	849	5,211	SH		SOLE		5,211	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	12,470	75,426	SH		OTR	1	0	75,426	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	3,817	23,085	SH		SOLE		23,085	0	0
AUTOZONE INC	COM	053332102	5,296	4,817	SH		SOLE		4,817	0	0
AUTOZONE INC	COM	053332102	25,083	22,814	SH		OTR	1	0	22,814	0
AUTOZONE INC	COM	053332102	2,298	2,090	SH		OTR	5	0	2,090	0
AVALONBAY CMNTYS INC	COM	053484101	1,010	4,972	SH		SOLE		4,972	0	0
AVALONBAY CMNTYS INC	COM	053484101	8,315	40,924	SH		OTR	1	0	40,924	0
AVALONBAY CMNTYS INC	COM	053484101	118	581	SH		OTR	5	0	581	0
AVANGRID INC	COM	05351W103	728	14,413	SH		OTR	1	0	14,413	0
AVANGRID INC	COM	05351W103	41	817	SH		SOLE		817	0	0
AVAYA HLDGS CORP	COM	05351X101	1,570	131,829	SH		OTR	1	0	131,829	0
AVAYA HLDGS CORP	COM	05351X101	283	23,740	SH		SOLE		23,740	0	0
AVERY DENNISON CORP	COM	053611109	1,261	10,897	SH		OTR	1	0	10,897	0
AVERY DENNISON CORP	COM	053611109	214	1,849	SH		SOLE		1,849	0	0
AVID TECHNOLOGY INC	COM	05367P100	350	38,400	SH		SOLE		38,400	0	0
AVID TECHNOLOGY INC	COM	05367P100	1,956	214,508	SH		OTR	1	0	214,508	0
AVNET INC	COM	053807103	753	16,628	SH		SOLE		16,628	0	0
AVNET INC	COM	053807103	7,509	165,879	SH		OTR	1	0	165,879	0
AVX CORP NEW	COM	002444107	351	21,151	SH		OTR	1	0	21,151	0
AVX CORP NEW	COM	002444107	68	4,100	SH		SOLE		4,100	0	0
AXA EQUITABLE HLDGS INC	COM	054561105	7,090	339,251	SH		OTR	1	0	339,251	0
AXA EQUITABLE HLDGS INC	COM	054561105	2,022	96,739	SH		SOLE		96,739	0	0
AZZ INC	COM	002474104	891	19,359	SH		OTR	1	0	19,359	0
AZZ INC	COM	002474104	152	3,300	SH		SOLE		3,300	0	0
BADGER METER INC	COM	056525108	179	3,000	SH		OTR	1	0	3,000	0
BADGER METER INC	COM	056525108	36	600	SH		SOLE		600	0	0
BAIDU INC	SPON ADR REP A	056752108	1,176	10,023	SH		OTR	1	0	10,023	0
BAKER HUGHES A GE CO	CL A	05722G100	1,637	66,472	SH		OTR	1	0	66,472	0
BAKER HUGHES A GE CO	CL A	05722G100	277	11,252	SH		SOLE		11,252	0	0
BALL CORP	COM	058498106	18,026	257,554	SH		OTR	1	0	257,554	0
BALL CORP	COM	058498106	1,683	24,048	SH		OTR	5	0	24,048	0
BALL CORP	COM	058498106	3,356	47,953	SH		SOLE		47,953	0	0
BANCORP INC DEL	COM	05969A105	3,009	337,355	SH		OTR	1	0	337,355	0
BANCORP INC DEL	COM	05969A105	541	60,651	SH		SOLE		60,651	0	0
BANDWIDTH INC	COM CL A	05988J103	2,191	29,200	SH		OTR	1	0	29,200	0
BANDWIDTH INC	COM CL A	05988J103	405	5,400	SH		SOLE		5,400	0	0
BANK AMER CORP	7.25%CNV PFD L	060505682	37,177	27,106	SH		OTR	1	0	27,106	0
BANK AMER CORP	7.25%CNV PFD L	060505682	22,527	16,426	SH		SOLE		16,426	0	0
BANK AMER CORP	7.25%CNV PFD L	060505682	148	108	SH		OTR	4	10	98	0
BANK AMER CORP	COM	060505104	6,921	238,656	SH		OTR	5	0	238,656	0
BANK AMER CORP	COM	060505104	74,544	2,570,496	SH		OTR	1	0	2,570,496	0
BANK AMER CORP	COM	060505104	17,753	612,184	SH		SOLE		612,184	0	0
BANK COMM HLDGS	COM	06424J103	315	29,498	SH		OTR	1	0	29,498	0
BANK COMM HLDGS	COM	06424J103	57	5,331	SH		SOLE		5,331	0	0
BANK NEW YORK MELLON CORP	COM	064058100	11,930	270,210	SH		OTR	1	0	270,210	0
BANK NEW YORK MELLON CORP	COM	064058100	1,206	27,307	SH		OTR	5	0	27,307	0
BANK NEW YORK MELLON CORP	COM	064058100	2,698	61,108	SH		SOLE		61,108	0	0
BANK OZK	COM	06417N103	7,228	240,212	SH		OTR	1	0	240,212	0
BANK OZK	COM	06417N103	1,612	53,581	SH		SOLE		53,581	0	0
BARNES & NOBLE ED INC	COM	06777U101	85	25,200	SH		SOLE		25,200	0	0
BARNES & NOBLE ED INC	COM	06777U101	511	152,000	SH		OTR	1	0	152,000	0
BARNES & NOBLE INC	COM	067774109	248	37,000	SH		OTR	1	0	37,000	0
BARNES & NOBLE INC	COM	067774109	49	7,300	SH		SOLE		7,300	0	0
BARRETT BUSINESS SERVICES IN	COM	068463108	3,148	38,107	SH		OTR	1	0	38,107	0
BARRETT BUSINESS SERVICES IN	COM	068463108	564	6,834	SH		SOLE		6,834	0	0
BASSETT FURNITURE INDS INC	COM	070203104	156	10,200	SH		OTR	1	0	10,200	0
BASSETT FURNITURE INDS INC	COM	070203104	27	1,800	SH		SOLE		1,800	0	0
BAXTER INTL INC	COM	071813109	7,771	94,888	SH		OTR	1	0	94,888	0
BAXTER INTL INC	COM	071813109	230	2,804	SH		OTR	5	0	2,804	0
BAXTER INTL INC	COM	071813109	1,173	14,322	SH		SOLE		14,322	0	0
BAYCOM CORP	COM	07272M107	324	14,802	SH		OTR	1	0	14,802	0
BAYCOM CORP	COM	07272M107	57	2,600	SH		SOLE		2,600	0	0
BB&T CORP	COM	054937107	6,721	136,803	SH		OTR	1	0	136,803	0
BB&T CORP	COM	054937107	842	17,129	SH		SOLE		17,129	0	0
BCB BANCORP INC	COM	055298103	743	53,617	SH		OTR	1	0	53,617	0
BCB BANCORP INC	COM	055298103	136	9,805	SH		SOLE		9,805	0	0
BEAZER HOMES USA INC	COM NEW	07556Q881	1,263	131,400	SH		OTR	1	0	131,400	0
BEAZER HOMES USA INC	COM NEW	07556Q881	219	22,800	SH		SOLE		22,800	0	0
BECTON DICKINSON & CO	COM	075887109	11,055	43,867	SH		OTR	1	0	43,867	0
BECTON DICKINSON & CO	COM	075887109	1,608	6,380	SH		SOLE		6,380	0	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	34,553	556,142	SH		OTR	1	0	556,142	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	97	1,566	SH		OTR	4	154	1,412	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	10,439	167,895	SH		SOLE		167,895	0	0
BED BATH & BEYOND INC	COM	075896100	108	9,300	SH		SOLE		9,300	0	0
BED BATH & BEYOND INC	COM	075896100	586	50,400	SH		OTR	1	0	50,400	0
BELDEN INC	COM	077454106	2,272	38,134	SH		OTR	1	0	38,134	0
BELDEN INC	COM	077454106	405	6,800	SH		SOLE		6,800	0	0
BENCHMARK ELECTRS INC	COM	08160H101	507	20,190	SH		OTR	1	0	20,190	0
BENCHMARK ELECTRS INC	COM	08160H101	93	3,700	SH		SOLE		3,700	0	0
BERKLEY W R CORP	COM	084423102	1,367	20,733	SH		OTR	1	0	20,733	0
BERKLEY W R CORP	COM	084423102	74	1,117	SH		SOLE		1,117	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	76,493	358,836	SH		OTR	1	0	358,836	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	6,730	31,570	SH		OTR	5	0	31,570	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	21,311	99,974	SH		SOLE		99,974	0	0
BERRY GLOBAL GROUP INC	COM	08579W103	6,162	117,177	SH		OTR	1	0	117,177	0
BERRY GLOBAL GROUP INC	COM	08579W103	548	10,415	SH		SOLE		10,415	0	0
BEST BUY INC	COM	086516101	4,757	68,224	SH		SOLE		68,224	0	0
BEST BUY INC	COM	086516101	2,053	29,441	SH		OTR	5	0	29,441	0
BEST BUY INC	COM	086516101	20,913	299,917	SH		OTR	1	0	299,917	0
BG STAFFING INC	COM	05544A109	292	15,466	SH		SOLE		15,466	0	0
BG STAFFING INC	COM	05544A109	1,610	85,272	SH		OTR	1	0	85,272	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	1,440	309,700	SH		OTR	1	0	309,700	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	260	56,000	SH		SOLE		56,000	0	0
BIOGEN INC	COM	09062X103	17,152	73,342	SH		OTR	1	0	73,342	0
BIOGEN INC	COM	09062X103	2,116	9,048	SH		OTR	5	0	9,048	0
BIOGEN INC	COM	09062X103	5,191	22,195	SH		SOLE		22,195	0	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	240	2,800	SH		OTR	1	0	2,800	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	43	497	SH		SOLE		497	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	49,013	47,114,000	PRN		OTR	1	0	47,114,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	11,260	10,820,000	PRN		SOLE		10,820,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	98	94,000	PRN		OTR	4	9,000	85,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.500%10/1	09061GAF8	2,036	1,812,000	PRN		SOLE		1,812,000	0	0
BLACK HILLS CORP	COM	092113109	1,602	20,500	SH		OTR	1	0	20,500	0
BLACK HILLS CORP	COM	092113109	313	4,000	SH		SOLE		4,000	0	0
BLACKBAUD INC	COM	09227Q100	1,936	23,187	SH		OTR	1	0	23,187	0
BLACKBAUD INC	COM	09227Q100	367	4,400	SH		SOLE		4,400	0	0
BLACKLINE INC	COM	09239B109	1,079	20,156	SH		OTR	1	0	20,156	0
BLACKLINE INC	COM	09239B109	193	3,600	SH		SOLE		3,600	0	0
BLACKROCK CORPOR HI YLD FD I	COM	09255P107	269	25,100	SH		SOLE		25,100	0	0
BLACKROCK FLA MUN 2020 TERM	COM SHS	09250M109	2,689	187,485	SH		SOLE		187,485	0	0
BLACKROCK FLA MUN 2020 TERM	COM SHS	09250M109	500	34,857	SH		OTR	1	0	34,857	0
BLACKROCK INC	COM	09247X101	1,343	2,861	SH		SOLE		2,861	0	0
BLACKROCK INC	COM	09247X101	9,472	20,183	SH		OTR	1	0	20,183	0
BLACKROCK INVT QUALITY MUN T	COM	09247D105	604	40,431	SH		OTR	1	0	40,431	0
BLACKROCK INVT QUALITY MUN T	COM	09247D105	1,027	68,763	SH		SOLE		68,763	0	0
BLACKROCK LONG-TERM MUNI ADV	COM	09250B103	1,033	81,807	SH		SOLE		81,807	0	0
BLACKROCK MUN 2030 TAR TERM	COM SHS BEN IN	09257P105	3,896	167,704	SH		SOLE		167,704	0	0
BLACKROCK MUNI INCOME INV QL	COM	09250G102	258	18,120	SH		OTR	1	0	18,120	0
BLACKROCK MUNI INCOME INV QL	COM	09250G102	69	4,861	SH		SOLE		4,861	0	0
BLACKROCK MUNI INTER DR FD I	COM	09253X102	11,240	800,000	SH		SOLE		800,000	0	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	785	70,702	SH		OTR	1	0	70,702	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	180	16,204	SH		SOLE		16,204	0	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	2,320	166,407	SH		SOLE		166,407	0	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	937	70,458	SH		OTR	1	0	70,458	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	258	19,372	SH		SOLE		19,372	0	0
BLACKROCK MUNIYIELD N J FD I	COM	09254Y109	460	31,029	SH		SOLE		31,029	0	0
BLACKROCK MUNIYIELD NY QLTY	COM	09255E102	127	10,000	SH		SOLE		10,000	0	0
BLACKROCK MUNIYLD INVST QLTY	COM	09254T100	330	23,851	SH		OTR	1	0	23,851	0
BLACKROCK MUNIYLD INVST QLTY	COM	09254T100	76	5,476	SH		SOLE		5,476	0	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	6,209	451,928	SH		SOLE		451,928	0	0
BLACKROCK NY MUN INCOME TR I	COM	09249R102	398	28,807	SH		OTR	1	0	28,807	0
BLACKROCK NY MUN INCOME TR I	COM	09249R102	601	43,470	SH		SOLE		43,470	0	0
BLOCK H & R INC	COM	093671105	4,278	146,000	SH		SOLE		146,000	0	0
BLOCK H & R INC	COM	093671105	17,722	604,848	SH		OTR	1	0	604,848	0
BLOCK H & R INC	COM	093671105	1,911	65,221	SH		OTR	5	0	65,221	0
BLOOMIN BRANDS INC	COM	094235108	399	21,114	SH		SOLE		21,114	0	0
BLOOMIN BRANDS INC	COM	094235108	2,229	117,876	SH		OTR	1	0	117,876	0
BLUE BIRD CORP	COM	095306106	761	38,674	SH		OTR	1	0	38,674	0
BLUE BIRD CORP	COM	095306106	138	7,000	SH		SOLE		7,000	0	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	2,742	29,069	SH		OTR	1	0	29,069	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	505	5,353	SH		SOLE		5,353	0	0
BLUEROCK RESIDENTIAL GRW REI	COM CL A	09627J102	210	17,900	SH		OTR	1	0	17,900	0
BLUEROCK RESIDENTIAL GRW REI	COM CL A	09627J102	45	3,800	SH		SOLE		3,800	0	0
BMC STK HLDGS INC	COM	05591B109	3,561	167,966	SH		OTR	1	0	167,966	0
BMC STK HLDGS INC	COM	05591B109	642	30,300	SH		SOLE		30,300	0	0
BOEING CO	COM	097023105	64,345	176,767	SH		OTR	1	0	176,767	0
BOEING CO	COM	097023105	5,533	15,201	SH		OTR	5	0	15,201	0
BOEING CO	COM	097023105	13,764	37,811	SH		SOLE		37,811	0	0
BONANZA CREEK ENERGY INC	COM NEW	097793400	407	19,500	SH		OTR	1	0	19,500	0
BONANZA CREEK ENERGY INC	COM NEW	097793400	79	3,800	SH		SOLE		3,800	0	0
BOOKING HLDGS INC	COM	09857L108	27,196	14,507	SH		OTR	1	0	14,507	0
BOOKING HLDGS INC	COM	09857L108	1,470	784	SH		OTR	5	0	784	0
BOOKING HLDGS INC	COM	09857L108	2,998	1,599	SH		SOLE		1,599	0	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	5,584	84,336	SH		OTR	1	0	84,336	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	1,415	21,376	SH		SOLE		21,376	0	0
BORGWARNER INC	COM	099724106	1,123	26,757	SH		OTR	1	0	26,757	0
BORGWARNER INC	COM	099724106	165	3,932	SH		SOLE		3,932	0	0
BOSTON BEER INC	CL A	100557107	4,495	11,900	SH		OTR	1	0	11,900	0
BOSTON BEER INC	CL A	100557107	756	2,000	SH		SOLE		2,000	0	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	1,785	147,900	SH		OTR	1	0	147,900	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	311	25,800	SH		SOLE		25,800	0	0
BOSTON PROPERTIES INC	COM	101121101	2,927	22,692	SH		OTR	1	0	22,692	0
BOSTON PROPERTIES INC	COM	101121101	468	3,630	SH		SOLE		3,630	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	8,345	194,164	SH		OTR	1	0	194,164	0
BOSTON SCIENTIFIC CORP	COM	101137107	1,387	32,274	SH		SOLE		32,274	0	0
BRAEMAR HOTELS & RESORTS INC	COM	10482B101	2,512	253,697	SH		OTR	1	0	253,697	0
BRAEMAR HOTELS & RESORTS INC	COM	10482B101	457	46,193	SH		SOLE		46,193	0	0
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	596	41,616	SH		OTR	1	0	41,616	0
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	4	307	SH		SOLE		307	0	0
BRIDGE BANCORP INC	COM	108035106	2,317	78,664	SH		OTR	1	0	78,664	0
BRIDGE BANCORP INC	COM	108035106	417	14,151	SH		SOLE		14,151	0	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	76	6,600	SH		SOLE		6,600	0	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	415	35,934	SH		OTR	1	0	35,934	0
BRIGHTCOVE INC	COM	10921T101	271	26,200	SH		OTR	1	0	26,200	0
BRIGHTCOVE INC	COM	10921T101	49	4,700	SH		SOLE		4,700	0	0
BRIGHTHOUSE FINL INC	COM	10922N103	10,914	297,467	SH		OTR	1	0	297,467	0
BRIGHTHOUSE FINL INC	COM	10922N103	1,237	33,719	SH		OTR	5	0	33,719	0
BRIGHTHOUSE FINL INC	COM	10922N103	2,647	72,135	SH		SOLE		72,135	0	0
BRINKS CO	COM	109696104	305	3,762	SH		SOLE		3,762	0	0
BRINKS CO	COM	109696104	288	3,552	SH		OTR	1	0	3,552	0
BRINKS CO	COM	109696104	185	2,280	SH		OTR	5	0	2,280	0
BRISTOL MYERS SQUIBB CO	COM	110122108	1,778	39,208	SH		SOLE		39,208	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	6	129	SH		OTR	5	0	129	0
BRISTOL MYERS SQUIBB CO	COM	110122108	12,296	271,142	SH		OTR	1	0	271,142	0
BRIXMOR PPTY GROUP INC	COM	11120U105	1,044	58,367	SH		OTR	1	0	58,367	0
BRIXMOR PPTY GROUP INC	COM	11120U105	18	983	SH		SOLE		983	0	0
BROADCOM INC	COM	11135F101	39,253	136,363	SH		OTR	1	0	136,363	0
BROADCOM INC	COM	11135F101	3,947	13,710	SH		OTR	5	0	13,710	0
BROADCOM INC	COM	11135F101	9,061	31,477	SH		SOLE		31,477	0	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	1,953	15,293	SH		OTR	1	0	15,293	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	337	2,638	SH		SOLE		2,638	0	0
BROOKFIELD PROPERTY REIT INC	CL A	11282X103	7,216	381,996	SH		OTR	1	0	381,996	0
BROOKFIELD PROPERTY REIT INC	CL A	11282X103	436	23,071	SH		SOLE		23,071	0	0
BROWN FORMAN CORP	CL B	115637209	1,190	21,474	SH		OTR	1	0	21,474	0
BROWN FORMAN CORP	CL B	115637209	250	4,516	SH		SOLE		4,516	0	0
BRUKER CORP	COM	116794108	1,371	27,440	SH		SOLE		27,440	0	0
BRUKER CORP	COM	116794108	2,900	58,057	SH		OTR	1	0	58,057	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	3,967	235,300	SH		OTR	1	0	235,300	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	717	42,500	SH		SOLE		42,500	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	1,487	17,629	SH		OTR	1	0	17,629	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	248	2,941	SH		SOLE		2,941	0	0
C&J ENERGY SVCS INC NEW	COM	12674R100	1,280	108,700	SH		OTR	1	0	108,700	0
C&J ENERGY SVCS INC NEW	COM	12674R100	232	19,700	SH		SOLE		19,700	0	0
CABLE ONE INC	COM	12685J105	97	83	SH		SOLE		83	0	0
CABLE ONE INC	COM	12685J105	2,712	2,316	SH		OTR	1	0	2,316	0
CABOT OIL & GAS CORP	COM	127097103	2,511	109,359	SH		SOLE		109,359	0	0
CABOT OIL & GAS CORP	COM	127097103	1,749	76,197	SH		OTR	5	0	76,197	0
CABOT OIL & GAS CORP	COM	127097103	15,691	683,411	SH		OTR	1	0	683,411	0
CACI INTL INC	CL A	127190304	6,581	32,167	SH		OTR	1	0	32,167	0
CACI INTL INC	CL A	127190304	1,146	5,601	SH		OTR	5	0	5,601	0
CACI INTL INC	CL A	127190304	1,513	7,395	SH		SOLE		7,395	0	0
CADENCE BANCORPORATION	CL A	12739A100	4,114	197,800	SH		OTR	1	0	197,800	0
CADENCE BANCORPORATION	CL A	12739A100	745	35,800	SH		SOLE		35,800	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	16,868	238,209	SH		OTR	1	0	238,209	0
CADENCE DESIGN SYSTEM INC	COM	127387108	240	3,389	SH		OTR	5	0	3,389	0
CADENCE DESIGN SYSTEM INC	COM	127387108	1,549	21,870	SH		SOLE		21,870	0	0
CAESARS ENTMT CORP	COM	127686103	758	64,129	SH		OTR	1	0	64,129	0
CAESARS ENTMT CORP	COM	127686103	34	2,868	SH		SOLE		2,868	0	0
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	5,896	3,439,638	PRN		SOLE		3,439,638	0	0
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	10,897	6,357,000	PRN		OTR	1	0	6,357,000	0
CALAMP CORP	COM	128126109	180	15,383	SH		OTR	1	0	15,383	0
CALAMP CORP	COM	128126109	34	2,938	SH		SOLE		2,938	0	0
CALIFORNIA WTR SVC GROUP	COM	130788102	1,615	31,900	SH		OTR	1	0	31,900	0
CALIFORNIA WTR SVC GROUP	COM	130788102	309	6,100	SH		SOLE		6,100	0	0
CAMDEN PPTY TR	SH BEN INT	133131102	1,930	18,484	SH		OTR	1	0	18,484	0
CAMDEN PPTY TR	SH BEN INT	133131102	92	880	SH		SOLE		880	0	0
CAMPBELL SOUP CO	COM	134429109	1,701	42,454	SH		OTR	5	0	42,454	0
CAMPBELL SOUP CO	COM	134429109	2,231	55,670	SH		SOLE		55,670	0	0
CAMPBELL SOUP CO	COM	134429109	10,454	260,903	SH		OTR	1	0	260,903	0
CANNAE HLDGS INC	COM	13765N107	2,326	80,249	SH		OTR	1	0	80,249	0
CANNAE HLDGS INC	COM	13765N107	418	14,436	SH		SOLE		14,436	0	0
CAPITAL ONE FINL CORP	COM	14040H105	7,878	86,814	SH		OTR	1	0	86,814	0
CAPITAL ONE FINL CORP	COM	14040H105	972	10,707	SH		SOLE		10,707	0	0
CARBONITE INC	COM	141337105	193	7,400	SH		OTR	1	0	7,400	0
CARBONITE INC	COM	141337105	36	1,400	SH		SOLE		1,400	0	0
CARDINAL HEALTH INC	COM	14149Y108	5,756	122,215	SH		OTR	1	0	122,215	0
CARDINAL HEALTH INC	COM	14149Y108	747	15,856	SH		OTR	5	0	15,856	0
CARDINAL HEALTH INC	COM	14149Y108	1,351	28,683	SH		SOLE		28,683	0	0
CARDIOVASCULAR SYS INC DEL	COM	141619106	3,383	78,800	SH		OTR	1	0	78,800	0
CARDIOVASCULAR SYS INC DEL	COM	141619106	601	14,000	SH		SOLE		14,000	0	0
CAREER EDUCATION CORP	COM	141665109	557	29,200	SH		SOLE		29,200	0	0
CAREER EDUCATION CORP	COM	141665109	3,110	163,100	SH		OTR	1	0	163,100	0
CARETRUST REIT INC	COM	14174T107	3,848	161,832	SH		OTR	1	0	161,832	0
CARETRUST REIT INC	COM	14174T107	694	29,200	SH		SOLE		29,200	0	0
CARLISLE COS INC	COM	142339100	11,442	81,493	SH		OTR	1	0	81,493	0
CARLISLE COS INC	COM	142339100	1,173	8,351	SH		OTR	5	0	8,351	0
CARLISLE COS INC	COM	142339100	1,709	12,171	SH		SOLE		12,171	0	0
CARMAX INC	COM	143130102	1,863	21,455	SH		OTR	1	0	21,455	0
CARMAX INC	COM	143130102	310	3,574	SH		SOLE		3,574	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	1,222	26,242	SH		SOLE		26,242	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	4,613	99,094	SH		OTR	1	0	99,094	0
CARROLS RESTAURANT GROUP INC	COM	14574X104	412	45,630	SH		OTR	1	0	45,630	0
CARROLS RESTAURANT GROUP INC	COM	14574X104	75	8,268	SH		SOLE		8,268	0	0
CATERPILLAR INC DEL	COM	149123101	14,297	104,904	SH		OTR	1	0	104,904	0
CATERPILLAR INC DEL	COM	149123101	70	517	SH		OTR	5	0	517	0
CATERPILLAR INC DEL	COM	149123101	3,423	25,119	SH		SOLE		25,119	0	0
CBOE GLOBAL MARKETS INC	COM	12503M108	1,494	14,421	SH		OTR	1	0	14,421	0
CBOE GLOBAL MARKETS INC	COM	12503M108	233	2,252	SH		SOLE		2,252	0	0
CBRE GROUP INC	CL A	12504L109	2,435	47,473	SH		OTR	1	0	47,473	0
CBRE GROUP INC	CL A	12504L109	826	16,102	SH		SOLE		16,102	0	0
CBS CORP NEW	CL B	124857202	402	8,048	SH		SOLE		8,048	0	0
CBS CORP NEW	CL B	124857202	2,267	45,436	SH		OTR	1	0	45,436	0
CDK GLOBAL INC	COM	12508E101	815	16,480	SH		SOLE		16,480	0	0
CDK GLOBAL INC	COM	12508E101	11,844	239,553	SH		OTR	1	0	239,553	0
CDK GLOBAL INC	COM	12508E101	409	8,265	SH		OTR	5	0	8,265	0
CDW CORP	COM	12514G108	13,288	119,713	SH		OTR	1	0	119,713	0
CDW CORP	COM	12514G108	2,235	20,139	SH		SOLE		20,139	0	0
CECO ENVIRONMENTAL CORP	COM	125141101	181	18,900	SH		OTR	1	0	18,900	0
CECO ENVIRONMENTAL CORP	COM	125141101	34	3,500	SH		SOLE		3,500	0	0
CELANESE CORP DEL	COM	150870103	3,660	33,950	SH		OTR	1	0	33,950	0
CELANESE CORP DEL	COM	150870103	415	3,846	SH		SOLE		3,846	0	0
CELGENE CORP	COM	151020104	8,416	91,047	SH		OTR	1	0	91,047	0
CELGENE CORP	COM	151020104	1,409	15,245	SH		SOLE		15,245	0	0
CENTENE CORP DEL	COM	15135B101	2,904	55,384	SH		OTR	1	0	55,384	0
CENTENE CORP DEL	COM	15135B101	479	9,129	SH		SOLE		9,129	0	0
CENTERPOINT ENERGY INC	COM	15189T107	347	12,111	SH		OTR	5	0	12,111	0
CENTERPOINT ENERGY INC	COM	15189T107	1,218	42,544	SH		SOLE		42,544	0	0
CENTERPOINT ENERGY INC	COM	15189T107	10,433	364,404	SH		OTR	1	0	364,404	0
CENTERPOINT ENERGY INC	DEP RP PFD CV B	15189T503	2,530	50,200	SH		SOLE		50,200	0	0
CENTRAL VALLEY CMNTY BANCORP	COM	155685100	222	10,347	SH		OTR	1	0	10,347	0
CENTRAL VALLEY CMNTY BANCORP	COM	155685100	41	1,889	SH		SOLE		1,889	0	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	1,447	16,465	SH		OTR	1	0	16,465	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	257	2,921	SH		SOLE		2,921	0	0
CENTURY CASINOS INC	COM	156492100	742	76,500	SH		OTR	1	0	76,500	0
CENTURY CASINOS INC	COM	156492100	131	13,500	SH		SOLE		13,500	0	0
CENTURYLINK INC	COM	156700106	2,323	197,537	SH		OTR	1	0	197,537	0
CENTURYLINK INC	COM	156700106	266	22,652	SH		OTR	5	0	22,652	0
CENTURYLINK INC	COM	156700106	391	33,227	SH		SOLE		33,227	0	0
CERNER CORP	COM	156782104	15,522	211,758	SH		OTR	1	0	211,758	0
CERNER CORP	COM	156782104	1,648	22,488	SH		OTR	5	0	22,488	0
CERNER CORP	COM	156782104	3,049	41,591	SH		SOLE		41,591	0	0
CF INDS HLDGS INC	COM	125269100	15,045	322,092	SH		OTR	1	0	322,092	0
CF INDS HLDGS INC	COM	125269100	2,005	42,915	SH		OTR	5	0	42,915	0
CF INDS HLDGS INC	COM	125269100	2,807	60,085	SH		SOLE		60,085	0	0
CHARLES RIV LABS INTL INC	COM	159864107	738	5,203	SH		SOLE		5,203	0	0
CHARLES RIV LABS INTL INC	COM	159864107	5,792	40,821	SH		OTR	1	0	40,821	0
CHARLES RIV LABS INTL INC	COM	159864107	512	3,611	SH		OTR	5	0	3,611	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	4,701	11,897	SH		SOLE		11,897	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	27,656	69,983	SH		OTR	1	0	69,983	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	3,096	7,834	SH		OTR	5	0	7,834	0
CHEGG INC	NOTE 0.250% 5/1	163092AB5	732	477,000	PRN		SOLE		477,000	0	0
CHEMOURS CO	COM	163851108	1,152	48,000	SH		OTR	1	0	48,000	0
CHEMOURS CO	COM	163851108	187	7,782	SH		SOLE		7,782	0	0
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	1,149	1,458,000	PRN		SOLE		1,458,000	0	0
CHERRY HILL MTG INVT CORP	COM	164651101	2,633	164,539	SH		OTR	1	0	164,539	0
CHERRY HILL MTG INVT CORP	COM	164651101	468	29,245	SH		SOLE		29,245	0	0
CHESAPEAKE ENERGY CORP	NOTE 5.500% 9/1	165167CY1	1,267	1,583,000	PRN		SOLE		1,583,000	0	0
CHESAPEAKE UTILS CORP	COM	165303108	38	400	SH		SOLE		400	0	0
CHESAPEAKE UTILS CORP	COM	165303108	209	2,200	SH		OTR	1	0	2,200	0
CHEVRON CORP NEW	COM	166764100	16,146	129,751	SH		SOLE		129,751	0	0
CHEVRON CORP NEW	COM	166764100	50,291	404,138	SH		OTR	1	0	404,138	0
CHEVRON CORP NEW	COM	166764100	6,430	51,675	SH		OTR	5	0	51,675	0
CHIASMA INC	COM	16706W102	413	55,300	SH		OTR	1	0	55,300	0
CHIASMA INC	COM	16706W102	75	10,100	SH		SOLE		10,100	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	8,968	12,237	SH		OTR	1	0	12,237	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	2,261	3,085	SH		SOLE		3,085	0	0
CHURCH & DWIGHT INC	COM	171340102	2,660	36,413	SH		OTR	1	0	36,413	0
CHURCH & DWIGHT INC	COM	171340102	459	6,283	SH		SOLE		6,283	0	0
CIGNA CORP NEW	COM	125523100	9,832	62,406	SH		OTR	1	0	62,406	0
CIGNA CORP NEW	COM	125523100	1,401	8,890	SH		SOLE		8,890	0	0
CIMAREX ENERGY CO	COM	171798101	777	13,095	SH		OTR	1	0	13,095	0
CIMAREX ENERGY CO	COM	171798101	121	2,033	SH		SOLE		2,033	0	0
CINCINNATI FINL CORP	COM	172062101	4,157	40,097	SH		OTR	1	0	40,097	0
CINCINNATI FINL CORP	COM	172062101	300	2,898	SH		OTR	5	0	2,898	0
CINCINNATI FINL CORP	COM	172062101	902	8,704	SH		SOLE		8,704	0	0
CINEMARK HOLDINGS INC	COM	17243V102	6,904	191,259	SH		OTR	1	0	191,259	0
CINEMARK HOLDINGS INC	COM	17243V102	936	25,932	SH		OTR	5	0	25,932	0
CINEMARK HOLDINGS INC	COM	17243V102	1,957	54,204	SH		SOLE		54,204	0	0
CINTAS CORP	COM	172908105	10,346	43,601	SH		OTR	1	0	43,601	0
CINTAS CORP	COM	172908105	1,088	4,583	SH		SOLE		4,583	0	0
CIRRUS LOGIC INC	COM	172755100	232	5,300	SH		SOLE		5,300	0	0
CIRRUS LOGIC INC	COM	172755100	1,283	29,359	SH		OTR	1	0	29,359	0
CISCO SYS INC	COM	17275R102	13,169	240,626	SH		SOLE		240,626	0	0
CISCO SYS INC	COM	17275R102	54,480	995,429	SH		OTR	1	0	995,429	0
CISCO SYS INC	COM	17275R102	3,318	60,631	SH		OTR	5	0	60,631	0
CIT GROUP INC	COM NEW	125581801	5,884	111,991	SH		OTR	1	0	111,991	0
CIT GROUP INC	COM NEW	125581801	503	9,568	SH		SOLE		9,568	0	0
CITIGROUP INC	COM NEW	172967424	36,523	521,531	SH		OTR	1	0	521,531	0
CITIGROUP INC	COM NEW	172967424	5,061	72,267	SH		OTR	5	0	72,267	0
CITIGROUP INC	COM NEW	172967424	12,104	172,839	SH		SOLE		172,839	0	0
CITIZENS FINL GROUP INC	COM	174610105	4,714	133,328	SH		OTR	1	0	133,328	0
CITIZENS FINL GROUP INC	COM	174610105	491	13,892	SH		SOLE		13,892	0	0
CITRIX SYS INC	COM	177376100	1,610	16,410	SH		OTR	5	0	16,410	0
CITRIX SYS INC	COM	177376100	2,419	24,653	SH		SOLE		24,653	0	0
CITRIX SYS INC	COM	177376100	11,077	112,866	SH		OTR	1	0	112,866	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	1,220	54,329	SH		OTR	1	0	54,329	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	217	9,670	SH		SOLE		9,670	0	0
CLARUS CORP NEW	COM	18270P109	152	10,500	SH		OTR	1	0	10,500	0
CLARUS CORP NEW	COM	18270P109	30	2,100	SH		SOLE		2,100	0	0
CLEAN ENERGY FUELS CORP	COM	184499101	1,812	678,540	SH		OTR	1	0	678,540	0
CLEAN ENERGY FUELS CORP	COM	184499101	326	122,000	SH		SOLE		122,000	0	0
CLEAN HARBORS INC	COM	184496107	9,918	139,496	SH		OTR	1	0	139,496	0
CLEAN HARBORS INC	COM	184496107	1,625	22,851	SH		SOLE		22,851	0	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	7,124	4,928,000	PRN		OTR	1	0	4,928,000	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	3,287	2,274,000	PRN		SOLE		2,274,000	0	0
CLOROX CO DEL	COM	189054109	2,579	16,843	SH		OTR	1	0	16,843	0
CLOROX CO DEL	COM	189054109	488	3,185	SH		SOLE		3,185	0	0
CLOVIS ONCOLOGY INC	COM	189464100	140	9,400	SH		SOLE		9,400	0	0
CLOVIS ONCOLOGY INC	COM	189464100	768	51,678	SH		OTR	1	0	51,678	0
CLOVIS ONCOLOGY INC	NOTE 1.250% 5/0	189464AC4	495	790,000	PRN		SOLE		790,000	0	0
CLOVIS ONCOLOGY INC	NOTE 2.500% 9/1	189464AB6	562	630,000	PRN		SOLE		630,000	0	0
CME GROUP INC	COM	12572Q105	11,327	58,354	SH		OTR	1	0	58,354	0
CME GROUP INC	COM	12572Q105	1,651	8,505	SH		SOLE		8,505	0	0
CMS ENERGY CORP	COM	125896100	4,323	74,651	SH		OTR	1	0	74,651	0
CMS ENERGY CORP	COM	125896100	530	9,154	SH		SOLE		9,154	0	0
CNA FINL CORP	COM	126117100	149	3,162	SH		SOLE		3,162	0	0
CNA FINL CORP	COM	126117100	1,971	41,872	SH		OTR	1	0	41,872	0
COCA COLA CO	COM	191216100	9,313	182,890	SH		SOLE		182,890	0	0
COCA COLA CO	COM	191216100	2,200	43,213	SH		OTR	5	0	43,213	0
COCA COLA CO	COM	191216100	42,836	841,238	SH		OTR	1	0	841,238	0
COCA COLA CONSOLIDATED INC	COM	191098102	3,477	11,618	SH		OTR	1	0	11,618	0
COCA COLA CONSOLIDATED INC	COM	191098102	603	2,014	SH		SOLE		2,014	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	7,608	120,026	SH		OTR	1	0	120,026	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	420	6,629	SH		OTR	5	0	6,629	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	1,095	17,267	SH		SOLE		17,267	0	0
COHERENT INC	COM	192479103	948	6,953	SH		OTR	1	0	6,953	0
COHERENT INC	COM	192479103	120	879	SH		SOLE		879	0	0
COLGATE PALMOLIVE CO	COM	194162103	1,546	21,569	SH		SOLE		21,569	0	0
COLGATE PALMOLIVE CO	COM	194162103	10,092	140,812	SH		OTR	1	0	140,812	0
COLLECTORS UNIVERSE INC	COM NEW	19421R200	531	24,900	SH		OTR	1	0	24,900	0
COLLECTORS UNIVERSE INC	COM NEW	19421R200	94	4,400	SH		SOLE		4,400	0	0
COLLEGIUM PHARMACEUTICAL INC	COM	19459J104	2,178	165,636	SH		OTR	1	0	165,636	0
COLLEGIUM PHARMACEUTICAL INC	COM	19459J104	395	30,000	SH		SOLE		30,000	0	0
COLONY CAP INC	NOTE 3.875% 1/1	19624RAB2	741	758,000	PRN		SOLE		758,000	0	0
COLONY CAP INC NEW	CL A COM	19626G108	10,282	2,056,489	SH		OTR	1	0	2,056,489	0
COLONY CAP INC NEW	CL A COM	19626G108	440	87,932	SH		SOLE		87,932	0	0
COLONY STARWOOD HOMES	NOTE 3.500% 1/1	19625XAB8	1,640	1,342,000	PRN		SOLE		1,342,000	0	0
COMCAST CORP NEW	CL A	20030N101	45,816	1,083,638	SH		OTR	1	0	1,083,638	0
COMCAST CORP NEW	CL A	20030N101	4,954	117,181	SH		OTR	5	0	117,181	0
COMCAST CORP NEW	CL A	20030N101	13,372	316,266	SH		SOLE		316,266	0	0
COMERICA INC	COM	200340107	6,824	93,940	SH		OTR	1	0	93,940	0
COMERICA INC	COM	200340107	816	11,233	SH		SOLE		11,233	0	0
COMERICA INC	COM	200340107	4	60	SH		OTR	5	0	60	0
COMFORT SYS USA INC	COM	199908104	2,512	49,257	SH		OTR	1	0	49,257	0
COMFORT SYS USA INC	COM	199908104	459	9,000	SH		SOLE		9,000	0	0
COMMERCIAL VEH GROUP INC	COM	202608105	2,968	370,081	SH		OTR	1	0	370,081	0
COMMERCIAL VEH GROUP INC	COM	202608105	534	66,600	SH		SOLE		66,600	0	0
COMMSCOPE HLDG CO INC	COM	20337X109	551	35,033	SH		OTR	1	0	35,033	0
COMMVAULT SYSTEMS INC	COM	204166102	799	16,101	SH		OTR	1	0	16,101	0
COMMVAULT SYSTEMS INC	COM	204166102	139	2,800	SH		SOLE		2,800	0	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	295	10,600	SH		SOLE		10,600	0	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	1,647	59,250	SH		OTR	1	0	59,250	0
COMTECH TELECOMMUNICATIONS C	COM NEW	205826209	312	11,100	SH		OTR	1	0	11,100	0
COMTECH TELECOMMUNICATIONS C	COM NEW	205826209	56	2,000	SH		SOLE		2,000	0	0
CONAGRA BRANDS INC	COM	205887102	1,664	62,730	SH		OTR	1	0	62,730	0
CONAGRA BRANDS INC	COM	205887102	304	11,459	SH		SOLE		11,459	0	0
CONCHO RES INC	COM	20605P101	2,843	27,555	SH		OTR	1	0	27,555	0
CONCHO RES INC	COM	20605P101	458	4,441	SH		SOLE		4,441	0	0
CONDUENT INC	COM	206787103	4,314	449,863	SH		OTR	1	0	449,863	0
CONDUENT INC	COM	206787103	498	51,922	SH		SOLE		51,922	0	0
CONFORMIS INC	COM	20717E101	336	77,000	SH		OTR	1	0	77,000	0
CONFORMIS INC	COM	20717E101	65	15,000	SH		SOLE		15,000	0	0
CONMED CORP	COM	207410101	710	8,300	SH		SOLE		8,300	0	0
CONMED CORP	COM	207410101	3,936	46,000	SH		OTR	1	0	46,000	0
CONNECTONE BANCORP INC NEW	COM	20786W107	213	9,400	SH		SOLE		9,400	0	0
CONNECTONE BANCORP INC NEW	COM	20786W107	1,178	52,000	SH		OTR	1	0	52,000	0
CONOCOPHILLIPS	COM	20825C104	19,231	315,262	SH		OTR	1	0	315,262	0
CONOCOPHILLIPS	COM	20825C104	3,054	50,061	SH		OTR	5	0	50,061	0
CONOCOPHILLIPS	COM	20825C104	4,952	81,184	SH		SOLE		81,184	0	0
CONSOL ENERGY INC NEW	COM	20854L108	3,193	120,009	SH		OTR	1	0	120,009	0
CONSOL ENERGY INC NEW	COM	20854L108	577	21,700	SH		SOLE		21,700	0	0
CONSOLIDATED EDISON INC	COM	209115104	6,936	79,105	SH		OTR	1	0	79,105	0
CONSOLIDATED EDISON INC	COM	209115104	888	10,125	SH		SOLE		10,125	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	768	3,898	SH		SOLE		3,898	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	6,071	30,827	SH		OTR	1	0	30,827	0
CONTINENTAL RESOURCES INC	COM	212015101	4,786	113,710	SH		OTR	1	0	113,710	0
CONTINENTAL RESOURCES INC	COM	212015101	465	11,051	SH		SOLE		11,051	0	0
COOPER COS INC	COM NEW	216648402	19,466	57,781	SH		OTR	1	0	57,781	0
COOPER COS INC	COM NEW	216648402	2,186	6,490	SH		OTR	5	0	6,490	0
COOPER COS INC	COM NEW	216648402	4,986	14,800	SH		SOLE		14,800	0	0
COOPER TIRE & RUBR CO	COM	216831107	369	11,700	SH		OTR	1	0	11,700	0
COOPER TIRE & RUBR CO	COM	216831107	69	2,200	SH		SOLE		2,200	0	0
COPART INC	COM	217204106	3,313	44,333	SH		OTR	1	0	44,333	0
COPART INC	COM	217204106	503	6,727	SH		SOLE		6,727	0	0
CORE MARK HOLDING CO INC	COM	218681104	3,790	95,416	SH		OTR	1	0	95,416	0
CORE MARK HOLDING CO INC	COM	218681104	676	17,019	SH		SOLE		17,019	0	0
CORELOGIC INC	COM	21871D103	3,546	84,781	SH		OTR	1	0	84,781	0
CORELOGIC INC	COM	21871D103	428	10,242	SH		SOLE		10,242	0	0
COREPOINT LODGING INC	COM	21872L104	184	14,879	SH		SOLE		14,879	0	0
COREPOINT LODGING INC	COM	21872L104	1,075	86,795	SH		OTR	1	0	86,795	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	2,185	37,719	SH		OTR	1	0	37,719	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	382	6,600	SH		SOLE		6,600	0	0
CORNING INC	COM	219350105	3,808	114,596	SH		OTR	1	0	114,596	0
CORNING INC	COM	219350105	573	17,251	SH		SOLE		17,251	0	0
CORPORATE OFFICE PPTYS TR	SH BEN INT	22002T108	541	20,500	SH		OTR	1	0	20,500	0
CORPORATE OFFICE PPTYS TR	SH BEN INT	22002T108	10	384	SH		SOLE		384	0	0
CORTEVA INC	COM	22052L104	833	28,154	SH		SOLE		28,154	0	0
CORTEVA INC	COM	22052L104	4,065	137,485	SH		OTR	1	0	137,485	0
CORTEVA INC	COM	22052L104	230	7,770	SH		OTR	5	0	7,770	0
COSTCO WHSL CORP NEW	COM	22160K105	7,519	28,454	SH		SOLE		28,454	0	0
COSTCO WHSL CORP NEW	COM	22160K105	28,734	108,735	SH		OTR	1	0	108,735	0
COSTCO WHSL CORP NEW	COM	22160K105	1,471	5,565	SH		OTR	5	0	5,565	0
COTY INC	COM CL A	222070203	520	38,802	SH		OTR	1	0	38,802	0
COTY INC	COM CL A	222070203	93	6,976	SH		SOLE		6,976	0	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	5,653	33,113	SH		OTR	1	0	33,113	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	1,727	10,118	SH		OTR	5	0	10,118	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	2,136	12,512	SH		SOLE		12,512	0	0
CRAFT BREW ALLIANCE INC	COM	224122101	1,019	72,822	SH		OTR	1	0	72,822	0
CRAFT BREW ALLIANCE INC	COM	224122101	182	13,006	SH		SOLE		13,006	0	0
CRAWFORD & CO	CL A	224633206	227	21,600	SH		OTR	1	0	21,600	0
CRAWFORD & CO	CL A	224633206	40	3,800	SH		SOLE		3,800	0	0
CRAWFORD & CO	CL B	224633107	48	5,157	SH		SOLE		5,157	0	0
CRAWFORD & CO	CL B	224633107	284	30,529	SH		OTR	1	0	30,529	0
CROSS CTRY HEALTHCARE INC	COM	227483104	19	2,000	SH		SOLE		2,000	0	0
CROSS CTRY HEALTHCARE INC	COM	227483104	95	10,100	SH		OTR	1	0	10,100	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	17,761	14,838	SH		OTR	1	0	14,838	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	3,846	3,213	SH		SOLE		3,213	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	8,091	62,073	SH		OTR	1	0	62,073	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	3,123	23,962	SH		SOLE		23,962	0	0
CROWN HOLDINGS INC	COM	228368106	183	3,000	SH		OTR	1	0	3,000	0
CROWN HOLDINGS INC	COM	228368106	35	568	SH		SOLE		568	0	0
CSG SYS INTL INC	COM	126349109	757	15,500	SH		OTR	1	0	15,500	0
CSG SYS INTL INC	COM	126349109	137	2,800	SH		SOLE		2,800	0	0
CSX CORP	COM	126408103	97	1,255	SH		OTR	5	0	1,255	0
CSX CORP	COM	126408103	1,375	17,770	SH		SOLE		17,770	0	0
CSX CORP	COM	126408103	10,998	142,154	SH		OTR	1	0	142,154	0
CUMMINS INC	COM	231021106	21,605	126,094	SH		OTR	1	0	126,094	0
CUMMINS INC	COM	231021106	2,236	13,051	SH		OTR	5	0	13,051	0
CUMMINS INC	COM	231021106	5,379	31,394	SH		SOLE		31,394	0	0
CURTISS WRIGHT CORP	COM	231561101	848	6,670	SH		OTR	1	0	6,670	0
CURTISS WRIGHT CORP	COM	231561101	44	345	SH		SOLE		345	0	0
CUSTOMERS BANCORP INC	COM	23204G100	3,160	150,478	SH		OTR	1	0	150,478	0
CUSTOMERS BANCORP INC	COM	23204G100	562	26,783	SH		SOLE		26,783	0	0
CVR ENERGY INC	COM	12662P108	3,611	72,233	SH		OTR	1	0	72,233	0
CVR ENERGY INC	COM	12662P108	657	13,144	SH		SOLE		13,144	0	0
CVS HEALTH CORP	COM	126650100	11,509	211,212	SH		OTR	1	0	211,212	0
CVS HEALTH CORP	COM	126650100	2,989	54,846	SH		SOLE		54,846	0	0
CYPRESS SEMICONDUCTOR CORP	COM	232806109	8,604	386,878	SH		OTR	1	0	386,878	0
CYPRESS SEMICONDUCTOR CORP	COM	232806109	190	8,562	SH		OTR	5	0	8,562	0
CYPRESS SEMICONDUCTOR CORP	COM	232806109	563	25,297	SH		SOLE		25,297	0	0
CYPRESS SEMICONDUCTOR CORP	NOTE 2.000% 2/0	232806AP4	1,343	1,134,000	PRN		SOLE		1,134,000	0	0
CYPRESS SEMICONDUCTOR CORP	NOTE 2.000% 2/0	232806AP4	11,933	10,074,000	PRN		OTR	1	0	10,074,000	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	3,050	1,817,000	PRN		OTR	1	0	1,817,000	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	47	28,000	PRN		OTR	4	3,000	25,000	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	1,180	702,000	PRN		SOLE		702,000	0	0
D R HORTON INC	COM	23331A109	1,891	43,841	SH		OTR	1	0	43,841	0
D R HORTON INC	COM	23331A109	309	7,154	SH		SOLE		7,154	0	0
DANA INCORPORATED	COM	235825205	2,963	148,600	SH		OTR	1	0	148,600	0
DANA INCORPORATED	COM	235825205	512	25,700	SH		SOLE		25,700	0	0
DANAHER CORPORATION	COM	235851102	14,931	104,468	SH		OTR	1	0	104,468	0
DANAHER CORPORATION	COM	235851102	37	260	SH		OTR	5	0	260	0
DANAHER CORPORATION	COM	235851102	2,276	15,927	SH		SOLE		15,927	0	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	99,311	18,195,000	PRN		OTR	1	0	18,195,000	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	278	51,000	PRN		OTR	4	5,000	46,000	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	27,582	5,053,000	PRN		SOLE		5,053,000	0	0
DARDEN RESTAURANTS INC	COM	237194105	4,726	38,826	SH		SOLE		38,826	0	0
DARDEN RESTAURANTS INC	COM	237194105	2,011	16,524	SH		OTR	5	0	16,524	0
DARDEN RESTAURANTS INC	COM	237194105	20,526	168,617	SH		OTR	1	0	168,617	0
DAVE & BUSTERS ENTMT INC	COM	238337109	97	2,400	SH		SOLE		2,400	0	0
DAVE & BUSTERS ENTMT INC	COM	238337109	486	12,000	SH		OTR	1	0	12,000	0
DAVITA INC	COM	23918K108	919	16,326	SH		OTR	1	0	16,326	0
DAVITA INC	COM	23918K108	159	2,825	SH		SOLE		2,825	0	0
DECKERS OUTDOOR CORP	COM	243537107	9,049	51,423	SH		OTR	1	0	51,423	0
DECKERS OUTDOOR CORP	COM	243537107	1,877	10,668	SH		OTR	5	0	10,668	0
DECKERS OUTDOOR CORP	COM	243537107	2,735	15,544	SH		SOLE		15,544	0	0
DEERE & CO	COM	244199105	9,247	55,804	SH		OTR	1	0	55,804	0
DEERE & CO	COM	244199105	1,313	7,925	SH		SOLE		7,925	0	0
DELAWARE INV MN MUN INC FD I	COM	24610V103	7,258	564,399	SH		SOLE		564,399	0	0
DELAWARE INVT NAT MUNI INC F	SH BEN INT	24610T108	3,384	256,199	SH		SOLE		256,199	0	0
DELEK US HLDGS INC NEW	COM	24665A103	4,471	110,332	SH		OTR	1	0	110,332	0
DELEK US HLDGS INC NEW	COM	24665A103	807	19,919	SH		SOLE		19,919	0	0
DELL TECHNOLOGIES INC	CL C	24703L202	9,416	185,364	SH		OTR	1	0	185,364	0
DELL TECHNOLOGIES INC	CL C	24703L202	1,065	20,966	SH		SOLE		20,966	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	28,413	500,671	SH		OTR	1	0	500,671	0
DELTA AIR LINES INC DEL	COM NEW	247361702	3	46	SH		OTR	5	0	46	0
DELTA AIR LINES INC DEL	COM NEW	247361702	824	14,514	SH		SOLE		14,514	0	0
DELTA APPAREL INC	COM	247368103	248	10,700	SH		OTR	1	0	10,700	0
DELTA APPAREL INC	COM	247368103	44	1,900	SH		SOLE		1,900	0	0
DENNYS CORP	COM	24869P104	90	4,400	SH		SOLE		4,400	0	0
DENNYS CORP	COM	24869P104	534	26,000	SH		OTR	1	0	26,000	0
DENTSPLY SIRONA INC	COM	24906P109	3,894	66,730	SH		SOLE		66,730	0	0
DENTSPLY SIRONA INC	COM	24906P109	976	16,725	SH		OTR	5	0	16,725	0
DENTSPLY SIRONA INC	COM	24906P109	9,962	170,707	SH		OTR	1	0	170,707	0
DEVON ENERGY CORP NEW	COM	25179M103	11,571	405,709	SH		OTR	1	0	405,709	0
DEVON ENERGY CORP NEW	COM	25179M103	1,394	48,881	SH		OTR	5	0	48,881	0
DEVON ENERGY CORP NEW	COM	25179M103	1,981	69,473	SH		SOLE		69,473	0	0
DEXCOM INC	NOTE 0.750% 5/1	252131AF4	735	460,000	PRN		SOLE		460,000	0	0
DHI GROUP INC	COM	23331S100	577	161,700	SH		OTR	1	0	161,700	0
DHI GROUP INC	COM	23331S100	104	29,000	SH		SOLE		29,000	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	2,178	19,983	SH		OTR	1	0	19,983	0
DIAMONDBACK ENERGY INC	COM	25278X109	367	3,364	SH		SOLE		3,364	0	0
DICKS SPORTING GOODS INC	COM	253393102	10,498	303,155	SH		OTR	1	0	303,155	0
DICKS SPORTING GOODS INC	COM	253393102	504	14,553	SH		SOLE		14,553	0	0
DIEBOLD NXDF INC	COM	253651103	60	6,500	SH		SOLE		6,500	0	0
DIEBOLD NXDF INC	COM	253651103	326	35,600	SH		OTR	1	0	35,600	0
DIGITAL RLTY TR INC	COM	253868103	4,132	35,083	SH		OTR	1	0	35,083	0
DIGITAL RLTY TR INC	COM	253868103	571	4,848	SH		SOLE		4,848	0	0
DIGITAL TURBINE INC	COM NEW	25400W102	181	36,100	SH		OTR	1	0	36,100	0
DIGITAL TURBINE INC	COM NEW	25400W102	33	6,500	SH		SOLE		6,500	0	0
DIME CMNTY BANCSHARES	COM	253922108	3,022	159,112	SH		OTR	1	0	159,112	0
DIME CMNTY BANCSHARES	COM	253922108	541	28,513	SH		SOLE		28,513	0	0
DIODES INC	COM	254543101	697	19,159	SH		OTR	1	0	19,159	0
DIODES INC	COM	254543101	128	3,527	SH		SOLE		3,527	0	0
DISCOVER FINL SVCS	COM	254709108	19,252	248,119	SH		OTR	1	0	248,119	0
DISCOVER FINL SVCS	COM	254709108	3,459	44,579	SH		SOLE		44,579	0	0
DISCOVER FINL SVCS	COM	254709108	2,186	28,177	SH		OTR	5	0	28,177	0
DISCOVERY INC	COM SER A	25470F104	10,620	345,913	SH		OTR	1	0	345,913	0
DISCOVERY INC	COM SER A	25470F104	1,581	51,507	SH		OTR	5	0	51,507	0
DISCOVERY INC	COM SER A	25470F104	1,973	64,278	SH		SOLE		64,278	0	0
DISCOVERY INC	COM SER C	25470F302	7,801	274,185	SH		OTR	1	0	274,185	0
DISCOVERY INC	COM SER C	25470F302	991	34,836	SH		OTR	5	0	34,836	0
DISCOVERY INC	COM SER C	25470F302	1,676	58,913	SH		SOLE		58,913	0	0
DISH NETWORK CORP	CL A	25470M109	2,335	60,802	SH		SOLE		60,802	0	0
DISH NETWORK CORP	CL A	25470M109	11,474	298,724	SH		OTR	1	0	298,724	0
DISH NETWORK CORP	CL A	25470M109	1,347	35,073	SH		OTR	5	0	35,073	0
DISH NETWORK CORP	NOTE 2.375% 3/1	25470MAD1	325	350,000	PRN		SOLE		350,000	0	0
DISH NETWORK CORP	NOTE 2.375% 3/1	25470MAD1	4,313	4,650,000	PRN		OTR	1	0	4,650,000	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	17,168	17,614,000	PRN		SOLE		17,614,000	0	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	50,820	52,156,000	PRN		OTR	1	0	52,156,000	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	99	102,000	PRN		OTR	4	10,000	92,000	0
DISNEY WALT CO	COM DISNEY	254687106	48,959	350,611	SH		OTR	1	0	350,611	0
DISNEY WALT CO	COM DISNEY	254687106	3,158	22,615	SH		OTR	5	0	22,615	0
DISNEY WALT CO	COM DISNEY	254687106	13,087	93,719	SH		SOLE		93,719	0	0
DOLLAR GEN CORP NEW	COM	256677105	9,238	68,350	SH		OTR	1	0	68,350	0
DOLLAR GEN CORP NEW	COM	256677105	1	9	SH		OTR	5	0	9	0
DOLLAR GEN CORP NEW	COM	256677105	1,323	9,792	SH		SOLE		9,792	0	0
DOLLAR TREE INC	COM	256746108	9,568	89,096	SH		OTR	1	0	89,096	0
DOLLAR TREE INC	COM	256746108	1,097	10,218	SH		SOLE		10,218	0	0
DOLLAR TREE INC	COM	256746108	83	776	SH		OTR	5	0	776	0
DOMINION ENERGY INC	COM	25746U109	10,564	136,630	SH		OTR	1	0	136,630	0
DOMINION ENERGY INC	COM	25746U109	1,556	20,123	SH		SOLE		20,123	0	0
DOMTAR CORP	COM NEW	257559203	2,478	55,648	SH		OTR	1	0	55,648	0
DOMTAR CORP	COM NEW	257559203	225	5,063	SH		SOLE		5,063	0	0
DONNELLEY FINL SOLUTIONS INC	COM	25787G100	200	15,000	SH		OTR	1	0	15,000	0
DONNELLEY FINL SOLUTIONS INC	COM	25787G100	32	2,400	SH		SOLE		2,400	0	0
DONNELLEY R R & SONS CO	COM	257867200	931	472,451	SH		OTR	1	0	472,451	0
DONNELLEY R R & SONS CO	COM	257867200	167	84,800	SH		SOLE		84,800	0	0
DOUGLAS EMMETT INC	COM	25960P109	445	11,168	SH		OTR	1	0	11,168	0
DOVER CORP	COM	260003108	2,734	27,289	SH		OTR	1	0	27,289	0
DOVER CORP	COM	260003108	325	3,240	SH		SOLE		3,240	0	0
DOW INC	COM	260557103	742	15,039	SH		OTR	5	0	15,039	0
DOW INC	COM	260557103	1,680	34,068	SH		SOLE		34,068	0	0
DOW INC	COM	260557103	8,978	182,068	SH		OTR	1	0	182,068	0
DROPBOX INC	CL A	26210C104	2,134	85,192	SH		OTR	1	0	85,192	0
DROPBOX INC	CL A	26210C104	268	10,696	SH		SOLE		10,696	0	0
DTE ENERGY CO	COM	233331107	13,313	104,109	SH		OTR	1	0	104,109	0
DTE ENERGY CO	COM	233331107	1,048	8,199	SH		OTR	5	0	8,199	0
DTE ENERGY CO	COM	233331107	2,329	18,215	SH		SOLE		18,215	0	0
DUCOMMUN INC DEL	COM	264147109	3,035	67,336	SH		OTR	1	0	67,336	0
DUCOMMUN INC DEL	COM	264147109	540	11,992	SH		SOLE		11,992	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	11,577	131,198	SH		OTR	1	0	131,198	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	2,093	23,723	SH		SOLE		23,723	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	296	3,358	SH		OTR	5	0	3,358	0
DUKE REALTY CORP	COM NEW	264411505	1,467	46,401	SH		OTR	1	0	46,401	0
DUKE REALTY CORP	COM NEW	264411505	235	7,447	SH		SOLE		7,447	0	0
DUPONT DE NEMOURS INC	COM	26614N102	11,443	152,435	SH		OTR	1	0	152,435	0
DUPONT DE NEMOURS INC	COM	26614N102	1,127	15,015	SH		OTR	5	0	15,015	0
DUPONT DE NEMOURS INC	COM	26614N102	3,107	41,391	SH		SOLE		41,391	0	0
DWS MUN INCOME TR NEW	COM	233368109	1,403	124,496	SH		OTR	1	0	124,496	0
DXC TECHNOLOGY CO	COM	23355L106	8,359	151,572	SH		OTR	1	0	151,572	0
DXC TECHNOLOGY CO	COM	23355L106	964	17,476	SH		SOLE		17,476	0	0
DYCOM INDS INC	NOTE 0.750% 9/1	267475AB7	555	566,000	PRN		SOLE		566,000	0	0
E TRADE FINANCIAL CORP	COM NEW	269246401	2,499	56,023	SH		SOLE		56,023	0	0
E TRADE FINANCIAL CORP	COM NEW	269246401	11,336	254,179	SH		OTR	1	0	254,179	0
E TRADE FINANCIAL CORP	COM NEW	269246401	901	20,200	SH		OTR	5	0	20,200	0
EAGLE MATERIALS INC	COM	26969P108	4,701	50,713	SH		OTR	1	0	50,713	0
EAGLE MATERIALS INC	COM	26969P108	405	4,371	SH		SOLE		4,371	0	0
EASTGROUP PPTY INC	COM	277276101	4,834	41,683	SH		OTR	1	0	41,683	0
EASTGROUP PPTY INC	COM	277276101	881	7,600	SH		SOLE		7,600	0	0
EASTMAN CHEMICAL CO	COM	277432100	1,392	17,889	SH		OTR	1	0	17,889	0
EASTMAN CHEMICAL CO	COM	277432100	254	3,267	SH		SOLE		3,267	0	0
EATON VANCE MUN BD FD	COM	27827X101	1,970	158,461	SH		OTR	1	0	158,461	0
EATON VANCE MUN BD FD	COM	27827X101	11	858	SH		SOLE		858	0	0
EATON VANCE MUN INCOME 2028	SHS	27829U105	1,703	82,787	SH		SOLE		82,787	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	5,768	481,489	SH		SOLE		481,489	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	159	13,241	SH		OTR	1	0	13,241	0
EBAY INC	COM	278642103	11,252	284,862	SH		OTR	1	0	284,862	0
EBAY INC	COM	278642103	663	16,797	SH		OTR	5	0	16,797	0
EBAY INC	COM	278642103	1,872	47,404	SH		SOLE		47,404	0	0
EBIX INC	COM NEW	278715206	2,814	56,039	SH		OTR	1	0	56,039	0
EBIX INC	COM NEW	278715206	500	9,962	SH		SOLE		9,962	0	0
ECHO GLOBAL LOGISTICS INC	NOTE 2.500% 5/0	27875TAA9	19,133	19,241,000	PRN		OTR	1	0	19,241,000	0
ECHO GLOBAL LOGISTICS INC	NOTE 2.500% 5/0	27875TAA9	2,563	2,578,000	PRN		SOLE		2,578,000	0	0
ECHOSTAR CORP	CL A	278768106	5,433	122,581	SH		OTR	1	0	122,581	0
ECHOSTAR CORP	CL A	278768106	604	13,629	SH		SOLE		13,629	0	0
ECOLAB INC	COM	278865100	7,275	36,846	SH		OTR	1	0	36,846	0
ECOLAB INC	COM	278865100	1,200	6,079	SH		SOLE		6,079	0	0
EDISON INTL	COM	281020107	503	7,456	SH		SOLE		7,456	0	0
EDISON INTL	COM	281020107	3,343	49,599	SH		OTR	1	0	49,599	0
EDITAS MEDICINE INC	COM	28106W103	1,265	51,134	SH		OTR	1	0	51,134	0
EDITAS MEDICINE INC	COM	28106W103	227	9,192	SH		SOLE		9,192	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	5,692	30,813	SH		OTR	1	0	30,813	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	939	5,084	SH		SOLE		5,084	0	0
EGAIN CORP	COM NEW	28225C806	68	8,400	SH		OTR	1	0	8,400	0
EGAIN CORP	COM NEW	28225C806	14	1,700	SH		SOLE		1,700	0	0
EHEALTH INC	COM	28238P109	3,986	46,300	SH		OTR	1	0	46,300	0
EHEALTH INC	COM	28238P109	732	8,500	SH		SOLE		8,500	0	0
ELANCO ANIMAL HEALTH INC	COM	28414H103	649	19,207	SH		OTR	1	0	19,207	0
ELECTRONIC ARTS INC	COM	285512109	694	6,857	SH		SOLE		6,857	0	0
ELECTRONIC ARTS INC	COM	285512109	5,647	55,767	SH		OTR	1	0	55,767	0
ELECTRONICS FOR IMAGING INC	NOTE 0.750% 9/0	286082AC6	680	682,000	PRN		SOLE		682,000	0	0
ELEVATE CREDIT INC	COM	28621V101	380	92,257	SH		OTR	1	0	92,257	0
ELEVATE CREDIT INC	COM	28621V101	70	17,070	SH		SOLE		17,070	0	0
ELLINGTON FINANCIAL INC	COM	28852N109	446	24,800	SH		OTR	1	0	24,800	0
ELLINGTON FINANCIAL INC	COM	28852N109	86	4,800	SH		SOLE		4,800	0	0
EMCOR GROUP INC	COM	29084Q100	5,242	59,500	SH		OTR	1	0	59,500	0
EMCOR GROUP INC	COM	29084Q100	943	10,700	SH		SOLE		10,700	0	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	316	6,548	SH		SOLE		6,548	0	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	1,736	35,929	SH		OTR	1	0	35,929	0
EMERSON ELEC CO	COM	291011104	7,714	115,622	SH		OTR	1	0	115,622	0
EMERSON ELEC CO	COM	291011104	1,022	15,324	SH		SOLE		15,324	0	0
EMPIRE ST RLTY TR INC	CL A	292104106	2,029	137,035	SH		OTR	1	0	137,035	0
EMPIRE ST RLTY TR INC	CL A	292104106	83	5,584	SH		SOLE		5,584	0	0
EMPLOYERS HOLDINGS INC	COM	292218104	3,445	81,504	SH		OTR	1	0	81,504	0
EMPLOYERS HOLDINGS INC	COM	292218104	621	14,700	SH		SOLE		14,700	0	0
ENANTA PHARMACEUTICALS INC	COM	29251M106	1,290	15,283	SH		OTR	1	0	15,283	0
ENANTA PHARMACEUTICALS INC	COM	29251M106	227	2,692	SH		SOLE		2,692	0	0
ENCOMPASS HEALTH CORP	COM	29261A100	5,732	90,465	SH		OTR	1	0	90,465	0
ENCOMPASS HEALTH CORP	COM	29261A100	863	13,619	SH		OTR	5	0	13,619	0
ENCOMPASS HEALTH CORP	COM	29261A100	1,795	28,330	SH		SOLE		28,330	0	0
ENCORE CAP GROUP INC	NOTE 3.000% 7/0	292554AF9	464	462,000	PRN		SOLE		462,000	0	0
ENCORE WIRE CORP	COM	292562105	637	10,879	SH		SOLE		10,879	0	0
ENCORE WIRE CORP	COM	292562105	3,552	60,635	SH		OTR	1	0	60,635	0
ENERSYS	COM	29275Y102	4,311	62,934	SH		OTR	1	0	62,934	0
ENERSYS	COM	29275Y102	780	11,392	SH		SOLE		11,392	0	0
ENOVA INTL INC	COM	29357K103	3,164	137,268	SH		OTR	1	0	137,268	0
ENOVA INTL INC	COM	29357K103	570	24,736	SH		SOLE		24,736	0	0
ENPHASE ENERGY INC	COM	29355A107	1,247	68,400	SH		OTR	1	0	68,400	0
ENPHASE ENERGY INC	COM	29355A107	222	12,200	SH		SOLE		12,200	0	0
ENPRO INDS INC	COM	29355X107	3,428	53,700	SH		OTR	1	0	53,700	0
ENPRO INDS INC	COM	29355X107	619	9,700	SH		SOLE		9,700	0	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	29,202	37,367,000	PRN		OTR	1	0	37,367,000	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	78	100,000	PRN		OTR	4	10,000	90,000	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	4,829	6,172,000	PRN		SOLE		6,172,000	0	0
ENSIGN GROUP INC	COM	29358P101	4,227	74,261	SH		OTR	1	0	74,261	0
ENSIGN GROUP INC	COM	29358P101	768	13,500	SH		SOLE		13,500	0	0
ENTERGY CORP NEW	COM	29364G103	8,679	84,324	SH		OTR	1	0	84,324	0
ENTERGY CORP NEW	COM	29364G103	941	9,142	SH		SOLE		9,142	0	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	1,654	530,028	SH		OTR	1	0	530,028	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	300	96,119	SH		SOLE		96,119	0	0
ENVESTNET INC	COM	29404K106	1,492	21,819	SH		OTR	1	0	21,819	0
ENVESTNET INC	COM	29404K106	273	4,000	SH		SOLE		4,000	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	723	605,000	PRN		SOLE		605,000	0	0
EOG RES INC	COM	26875P101	9,706	104,186	SH		OTR	1	0	104,186	0
EOG RES INC	COM	26875P101	1,492	16,017	SH		SOLE		16,017	0	0
EOG RES INC	COM	26875P101	168	1,807	SH		OTR	5	0	1,807	0
EPAM SYS INC	COM	29414B104	208	1,200	SH		OTR	1	0	1,200	0
EPAM SYS INC	COM	29414B104	24	139	SH		SOLE		139	0	0
EPLUS INC	COM	294268107	439	6,367	SH		OTR	1	0	6,367	0
EPLUS INC	COM	294268107	78	1,131	SH		SOLE		1,131	0	0
EPR PPTYS	COM SH BEN INT	26884U109	5,952	79,798	SH		OTR	1	0	79,798	0
EPR PPTYS	COM SH BEN INT	26884U109	245	3,283	SH		OTR	5	0	3,283	0
EPR PPTYS	COM SH BEN INT	26884U109	805	10,786	SH		SOLE		10,786	0	0
EQT CORP	COM	26884L109	433	27,381	SH		SOLE		27,381	0	0
EQT CORP	COM	26884L109	3,761	237,889	SH		OTR	1	0	237,889	0
EQUIFAX INC	COM	294429105	2,109	15,598	SH		OTR	1	0	15,598	0
EQUIFAX INC	COM	294429105	374	2,764	SH		SOLE		2,764	0	0
EQUINIX INC	COM	29444U700	6,699	13,285	SH		OTR	1	0	13,285	0
EQUINIX INC	COM	29444U700	195	387	SH		OTR	5	0	387	0
EQUINIX INC	COM	29444U700	3,087	6,121	SH		SOLE		6,121	0	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	7,947	65,490	SH		OTR	1	0	65,490	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	587	4,839	SH		SOLE		4,839	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	9,331	122,909	SH		OTR	1	0	122,909	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	442	5,823	SH		OTR	5	0	5,823	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	1,208	15,916	SH		SOLE		15,916	0	0
ESSEX PPTY TR INC	COM	297178105	28	95	SH		OTR	5	0	95	0
ESSEX PPTY TR INC	COM	297178105	614	2,102	SH		SOLE		2,102	0	0
ESSEX PPTY TR INC	COM	297178105	5,350	18,328	SH		OTR	1	0	18,328	0
ETHAN ALLEN INTERIORS INC	COM	297602104	3,116	147,944	SH		OTR	1	0	147,944	0
ETHAN ALLEN INTERIORS INC	COM	297602104	564	26,800	SH		SOLE		26,800	0	0
ETSY INC	NOTE 3/0	29786AAC0	38,740	21,377,000	PRN		OTR	1	0	21,377,000	0
ETSY INC	NOTE 3/0	29786AAC0	94	52,000	PRN		OTR	4	5,000	47,000	0
ETSY INC	NOTE 3/0	29786AAC0	12,498	6,894,000	PRN		SOLE		6,894,000	0	0
EURONET WORLDWIDE INC	COM	298736109	9,627	57,224	SH		OTR	1	0	57,224	0
EURONET WORLDWIDE INC	COM	298736109	1,758	10,448	SH		SOLE		10,448	0	0
EVERCORE INC	CLASS A	29977A105	6,868	77,547	SH		OTR	1	0	77,547	0
EVERCORE INC	CLASS A	29977A105	1,366	15,427	SH		SOLE		15,427	0	0
EVERGY INC	COM	30034W106	331	5,507	SH		SOLE		5,507	0	0
EVERGY INC	COM	30034W106	2,161	35,923	SH		OTR	1	0	35,923	0
EVERI HLDGS INC	COM	30034T103	3,247	272,178	SH		OTR	1	0	272,178	0
EVERI HLDGS INC	COM	30034T103	585	49,000	SH		SOLE		49,000	0	0
EVERSOURCE ENERGY	COM	30040W108	4,695	61,967	SH		OTR	1	0	61,967	0
EVERSOURCE ENERGY	COM	30040W108	587	7,747	SH		SOLE		7,747	0	0
EVERTEC INC	COM	30040P103	927	28,361	SH		OTR	1	0	28,361	0
EVERTEC INC	COM	30040P103	169	5,167	SH		SOLE		5,167	0	0
EXACT SCIENCES CORP	COM	30063P105	1,849	15,664	SH		OTR	1	0	15,664	0
EXACT SCIENCES CORP	COM	30063P105	225	1,905	SH		SOLE		1,905	0	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	35,793	20,707,000	PRN		OTR	1	0	20,707,000	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	136	79,000	PRN		OTR	4	8,000	71,000	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	11,983	6,930,000	PRN		SOLE		6,930,000	0	0
EXELON CORP	COM	30161N101	13,426	280,062	SH		OTR	1	0	280,062	0
EXELON CORP	COM	30161N101	5,265	109,822	SH		SOLE		109,822	0	0
EXELON CORP	COM	30161N101	2,554	53,266	SH		OTR	5	0	53,266	0
EXPEDIA GROUP INC	COM NEW	30212P303	19,439	146,123	SH		OTR	1	0	146,123	0
EXPEDIA GROUP INC	COM NEW	30212P303	2,111	15,871	SH		OTR	5	0	15,871	0
EXPEDIA GROUP INC	COM NEW	30212P303	4,867	36,584	SH		SOLE		36,584	0	0
EXPEDITORS INTL WASH INC	COM	302130109	1,684	22,203	SH		OTR	1	0	22,203	0
EXPEDITORS INTL WASH INC	COM	302130109	276	3,640	SH		SOLE		3,640	0	0
EXTERRAN CORP	COM	30227H106	262	18,400	SH		OTR	1	0	18,400	0
EXTERRAN CORP	COM	30227H106	43	3,000	SH		SOLE		3,000	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	368	3,472	SH		SOLE		3,472	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	2,302	21,695	SH		OTR	1	0	21,695	0
EXXON MOBIL CORP	COM	30231G102	19,998	260,963	SH		SOLE		260,963	0	0
EXXON MOBIL CORP	COM	30231G102	65,310	852,281	SH		OTR	1	0	852,281	0
EXXON MOBIL CORP	COM	30231G102	7,911	103,241	SH		OTR	5	0	103,241	0
EZCORP INC	CL A NON VTG	302301106	2,639	278,634	SH		OTR	1	0	278,634	0
EZCORP INC	CL A NON VTG	302301106	472	49,875	SH		SOLE		49,875	0	0
F M C CORP	COM NEW	302491303	2,035	24,532	SH		OTR	1	0	24,532	0
F M C CORP	COM NEW	302491303	239	2,884	SH		SOLE		2,884	0	0
F5 NETWORKS INC	COM	315616102	1,582	10,860	SH		OTR	1	0	10,860	0
F5 NETWORKS INC	COM	315616102	241	1,652	SH		SOLE		1,652	0	0
FACEBOOK INC	CL A	30303M102	28,061	145,392	SH		SOLE		145,392	0	0
FACEBOOK INC	CL A	30303M102	131,469	681,185	SH		OTR	1	0	681,185	0
FACEBOOK INC	CL A	30303M102	10,938	56,674	SH		OTR	5	0	56,674	0
FACTSET RESH SYS INC	COM	303075105	273	951	SH		SOLE		951	0	0
FACTSET RESH SYS INC	COM	303075105	2,406	8,396	SH		OTR	1	0	8,396	0
FAIR ISAAC CORP	COM	303250104	7,727	24,608	SH		OTR	1	0	24,608	0
FAIR ISAAC CORP	COM	303250104	451	1,437	SH		SOLE		1,437	0	0
FARMERS NATL BANC CORP	COM	309627107	559	37,663	SH		OTR	1	0	37,663	0
FARMERS NATL BANC CORP	COM	309627107	100	6,759	SH		SOLE		6,759	0	0
FASTENAL CO	COM	311900104	2,665	81,785	SH		OTR	1	0	81,785	0
FASTENAL CO	COM	311900104	414	12,694	SH		SOLE		12,694	0	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	1,245	9,669	SH		OTR	1	0	9,669	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	211	1,642	SH		SOLE		1,642	0	0
FEDEX CORP	COM	31428X106	904	5,504	SH		SOLE		5,504	0	0
FEDEX CORP	COM	31428X106	6,647	40,485	SH		OTR	1	0	40,485	0
FEDNAT HLDG CO	COM	31431B109	964	67,586	SH		OTR	1	0	67,586	0
FEDNAT HLDG CO	COM	31431B109	174	12,218	SH		SOLE		12,218	0	0
FIBROGEN INC	COM	31572Q808	2,266	50,166	SH		OTR	1	0	50,166	0
FIBROGEN INC	COM	31572Q808	408	9,039	SH		SOLE		9,039	0	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	6,856	170,131	SH		OTR	1	0	170,131	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	570	14,139	SH		SOLE		14,139	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	9,864	80,407	SH		OTR	1	0	80,407	0
FIDELITY NATL INFORMATION SV	COM	31620M106	1,065	8,685	SH		SOLE		8,685	0	0
FIFTH THIRD BANCORP	COM	316773100	6,299	225,754	SH		OTR	1	0	225,754	0
FIFTH THIRD BANCORP	COM	316773100	780	27,951	SH		SOLE		27,951	0	0
FINANCIAL INSTNS INC	COM	317585404	487	16,723	SH		SOLE		16,723	0	0
FINANCIAL INSTNS INC	COM	317585404	2,741	94,031	SH		OTR	1	0	94,031	0
FINISAR CORP	NOTE 0.500%12/1	31787AAP6	2,886	2,953,000	PRN		SOLE		2,953,000	0	0
FINISAR CORP	NOTE 0.500%12/1	31787AAP6	15,373	15,728,000	PRN		OTR	1	0	15,728,000	0
FIREEYE INC	NOTE 0.875% 6/0	31816QAF8	8,884	9,068,000	PRN		OTR	1	0	9,068,000	0
FIREEYE INC	NOTE 0.875% 6/0	31816QAF8	3,516	3,589,000	PRN		SOLE		3,589,000	0	0
FIREEYE INC	NOTE 1.000% 6/0	31816QAB7	1,198	1,229,000	PRN		SOLE		1,229,000	0	0
FIRST AMERN FINL CORP	COM	31847R102	13,912	259,076	SH		OTR	1	0	259,076	0
FIRST AMERN FINL CORP	COM	31847R102	1,642	30,578	SH		OTR	5	0	30,578	0
FIRST AMERN FINL CORP	COM	31847R102	3,312	61,680	SH		SOLE		61,680	0	0
FIRST BANCORP P R	COM NEW	318672706	3,049	276,200	SH		OTR	1	0	276,200	0
FIRST BANCORP P R	COM NEW	318672706	571	51,700	SH		SOLE		51,700	0	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	604	25,699	SH		OTR	1	0	25,699	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	105	4,467	SH		SOLE		4,467	0	0
FIRST CTZNS BANCSHARES INC N	CL A	31946M103	16	36	SH		SOLE		36	0	0
FIRST CTZNS BANCSHARES INC N	CL A	31946M103	951	2,113	SH		OTR	1	0	2,113	0
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	554	39,129	SH		OTR	1	0	39,129	0
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	95	6,744	SH		SOLE		6,744	0	0
FIRST FINL CORP IND	COM	320218100	215	5,359	SH		OTR	1	0	5,359	0
FIRST FINL CORP IND	COM	320218100	44	1,100	SH		SOLE		1,100	0	0
FIRST FNDTN INC	COM	32026V104	3,061	227,760	SH		OTR	1	0	227,760	0
FIRST FNDTN INC	COM	32026V104	554	41,210	SH		SOLE		41,210	0	0
FIRST HAWAIIAN INC	COM	32051X108	2,362	91,304	SH		OTR	1	0	91,304	0
FIRST HAWAIIAN INC	COM	32051X108	133	5,143	SH		SOLE		5,143	0	0
FIRST INTERNET BANCORP	COM	320557101	2,043	94,856	SH		OTR	1	0	94,856	0
FIRST INTERNET BANCORP	COM	320557101	364	16,921	SH		SOLE		16,921	0	0
FIRST LONG IS CORP	COM	320734106	709	35,285	SH		OTR	1	0	35,285	0
FIRST LONG IS CORP	COM	320734106	129	6,414	SH		SOLE		6,414	0	0
FIRST MIDWEST BANCORP DEL	COM	320867104	3,868	188,973	SH		OTR	1	0	188,973	0
FIRST MIDWEST BANCORP DEL	COM	320867104	696	34,000	SH		SOLE		34,000	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	2,077	21,273	SH		OTR	1	0	21,273	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	342	3,507	SH		SOLE		3,507	0	0
FIRSTENERGY CORP	COM	337932107	3,436	80,266	SH		OTR	1	0	80,266	0
FIRSTENERGY CORP	COM	337932107	480	11,212	SH		SOLE		11,212	0	0
FISERV INC	COM	337738108	5,540	60,772	SH		OTR	1	0	60,772	0
FISERV INC	COM	337738108	855	9,382	SH		SOLE		9,382	0	0
FIVE9 INC	COM	338307101	1,414	27,576	SH		OTR	1	0	27,576	0
FIVE9 INC	COM	338307101	264	5,145	SH		SOLE		5,145	0	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	601	18,124	SH		SOLE		18,124	0	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	3,340	100,798	SH		OTR	1	0	100,798	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	5,288	18,828	SH		OTR	1	0	18,828	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	630	2,243	SH		SOLE		2,243	0	0
FLEXION THERAPEUTICS INC	NOTE 3.375% 5/0	33938JAB2	232	266,000	PRN		SOLE		266,000	0	0
FLEXSTEEL INDS INC	COM	339382103	649	38,054	SH		OTR	1	0	38,054	0
FLEXSTEEL INDS INC	COM	339382103	116	6,800	SH		SOLE		6,800	0	0
FLIR SYS INC	COM	302445101	946	17,483	SH		OTR	1	0	17,483	0
FLIR SYS INC	COM	302445101	147	2,725	SH		SOLE		2,725	0	0
FLOWERS FOODS INC	COM	343498101	399	17,132	SH		SOLE		17,132	0	0
FLOWERS FOODS INC	COM	343498101	4,911	211,049	SH		OTR	1	0	211,049	0
FLOWSERVE CORP	COM	34354P105	165	3,127	SH		SOLE		3,127	0	0
FLOWSERVE CORP	COM	34354P105	1,075	20,396	SH		OTR	1	0	20,396	0
FLUENT INC	COM	34380C102	1,296	240,800	SH		OTR	1	0	240,800	0
FLUENT INC	COM	34380C102	230	42,800	SH		SOLE		42,800	0	0
FLUIDIGM CORP DEL	COM	34385P108	3,152	255,878	SH		OTR	1	0	255,878	0
FLUIDIGM CORP DEL	COM	34385P108	573	46,500	SH		SOLE		46,500	0	0
FLUSHING FINL CORP	COM	343873105	2,095	94,353	SH		OTR	1	0	94,353	0
FLUSHING FINL CORP	COM	343873105	376	16,955	SH		SOLE		16,955	0	0
FLWS/1-800 FLOWERS	CL A	68243Q106	2,963	156,950	SH		OTR	1	0	156,950	0
FLWS/1-800 FLOWERS	CL A	68243Q106	534	28,296	SH		SOLE		28,296	0	0
FOOT LOCKER INC	COM	344849104	6,653	158,705	SH		OTR	1	0	158,705	0
FOOT LOCKER INC	COM	344849104	681	16,235	SH		OTR	5	0	16,235	0
FOOT LOCKER INC	COM	344849104	686	16,357	SH		SOLE		16,357	0	0
FORD MTR CO DEL	COM	345370860	7,539	736,949	SH		OTR	1	0	736,949	0
FORD MTR CO DEL	COM	345370860	925	90,415	SH		SOLE		90,415	0	0
FORMFACTOR INC	COM	346375108	149	9,500	SH		OTR	1	0	9,500	0
FORMFACTOR INC	COM	346375108	24	1,500	SH		SOLE		1,500	0	0
FORTINET INC	COM	34959E109	17,198	223,851	SH		OTR	1	0	223,851	0
FORTINET INC	COM	34959E109	1,860	24,208	SH		OTR	5	0	24,208	0
FORTINET INC	COM	34959E109	2,821	36,715	SH		SOLE		36,715	0	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	97	95	SH		OTR	4	10	85	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	5,979	5,834	SH		OTR	1	0	5,834	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	175	170	SH		SOLE		170	0	0
FORTIVE CORP	COM	34959J108	528	6,481	SH		SOLE		6,481	0	0
FORTIVE CORP	COM	34959J108	3,254	39,915	SH		OTR	1	0	39,915	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	1,032	18,057	SH		OTR	1	0	18,057	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	187	3,281	SH		SOLE		3,281	0	0
FOSSIL GROUP INC	COM	34988V106	1,218	105,920	SH		OTR	1	0	105,920	0
FOSSIL GROUP INC	COM	34988V106	220	19,168	SH		SOLE		19,168	0	0
FOSTER L B CO	COM	350060109	3,156	115,436	SH		OTR	1	0	115,436	0
FOSTER L B CO	COM	350060109	571	20,901	SH		SOLE		20,901	0	0
FOUNDATION BLDG MATLS INC	COM	350392106	3,186	179,163	SH		OTR	1	0	179,163	0
FOUNDATION BLDG MATLS INC	COM	350392106	576	32,400	SH		SOLE		32,400	0	0
FOX CORP	CL A COM	35137L105	1,780	48,588	SH		OTR	1	0	48,588	0
FOX CORP	CL A COM	35137L105	303	8,281	SH		SOLE		8,281	0	0
FOX CORP	CL B COM	35137L204	103	2,822	SH		SOLE		2,822	0	0
FOX CORP	CL B COM	35137L204	766	20,961	SH		OTR	1	0	20,961	0
FRANKLIN FINL NETWORK INC	COM	35352P104	3,039	109,095	SH		OTR	1	0	109,095	0
FRANKLIN FINL NETWORK INC	COM	35352P104	548	19,666	SH		SOLE		19,666	0	0
FRANKLIN RES INC	COM	354613101	1,695	48,703	SH		OTR	1	0	48,703	0
FRANKLIN RES INC	COM	354613101	267	7,675	SH		SOLE		7,675	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	2,174	187,271	SH		OTR	1	0	187,271	0
FREEPORT-MCMORAN INC	CL B	35671D857	363	31,272	SH		SOLE		31,272	0	0
FRONTDOOR INC	COM	35905A109	4,997	114,745	SH		OTR	1	0	114,745	0
FRONTDOOR INC	COM	35905A109	483	11,101	SH		SOLE		11,101	0	0
FS BANCORP INC	COM	30263Y104	1,144	22,053	SH		OTR	1	0	22,053	0
FS BANCORP INC	COM	30263Y104	202	3,892	SH		SOLE		3,892	0	0
FTS INTERNATIONAL INC	COM	30283W104	570	102,200	SH		OTR	1	0	102,200	0
FTS INTERNATIONAL INC	COM	30283W104	110	19,700	SH		SOLE		19,700	0	0
FULTON FINL CORP PA	COM	360271100	174	10,600	SH		OTR	1	0	10,600	0
FULTON FINL CORP PA	COM	360271100	34	2,100	SH		SOLE		2,100	0	0
FUTUREFUEL CORPORATION	COM	36116M106	692	59,186	SH		OTR	1	0	59,186	0
FUTUREFUEL CORPORATION	COM	36116M106	137	11,700	SH		SOLE		11,700	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	3,449	39,377	SH		OTR	1	0	39,377	0
GALLAGHER ARTHUR J & CO	COM	363576109	427	4,880	SH		SOLE		4,880	0	0
GAMING & LEISURE PPTYS INC	COM	36467J108	407	10,429	SH		SOLE		10,429	0	0
GAMING & LEISURE PPTYS INC	COM	36467J108	5,155	132,243	SH		OTR	1	0	132,243	0
GAP INC	COM	364760108	491	27,325	SH		OTR	1	0	27,325	0
GAP INC	COM	364760108	90	4,997	SH		SOLE		4,997	0	0
GARTNER INC	COM	366651107	1,872	11,630	SH		OTR	1	0	11,630	0
GARTNER INC	COM	366651107	332	2,064	SH		SOLE		2,064	0	0
GENERAC HLDGS INC	COM	368736104	4,893	70,491	SH		OTR	1	0	70,491	0
GENERAC HLDGS INC	COM	368736104	883	12,723	SH		SOLE		12,723	0	0
GENERAL DYNAMICS CORP	COM	369550108	8,633	47,480	SH		OTR	1	0	47,480	0
GENERAL DYNAMICS CORP	COM	369550108	1,192	6,557	SH		SOLE		6,557	0	0
GENERAL ELECTRIC CO	COM	369604103	13,593	1,294,611	SH		OTR	1	0	1,294,611	0
GENERAL ELECTRIC CO	COM	369604103	137	13,010	SH		OTR	5	0	13,010	0
GENERAL ELECTRIC CO	COM	369604103	2,174	207,077	SH		SOLE		207,077	0	0
GENERAL FIN CORP DEL	COM	369822101	546	65,237	SH		OTR	1	0	65,237	0
GENERAL FIN CORP DEL	COM	369822101	99	11,814	SH		SOLE		11,814	0	0
GENERAL MLS INC	COM	370334104	9,269	176,484	SH		OTR	1	0	176,484	0
GENERAL MLS INC	COM	370334104	1,675	31,897	SH		OTR	5	0	31,897	0
GENERAL MLS INC	COM	370334104	2,511	47,805	SH		SOLE		47,805	0	0
GENERAL MTRS CO	COM	37045V100	8,909	231,222	SH		OTR	1	0	231,222	0
GENERAL MTRS CO	COM	37045V100	3,004	77,964	SH		SOLE		77,964	0	0
GENESCO INC	COM	371532102	3,086	72,982	SH		OTR	1	0	72,982	0
GENESCO INC	COM	371532102	555	13,115	SH		SOLE		13,115	0	0
GENESEE & WYO INC	CL A	371559105	2,700	27,002	SH		OTR	1	0	27,002	0
GENESEE & WYO INC	CL A	371559105	486	4,856	SH		OTR	5	0	4,856	0
GENESEE & WYO INC	CL A	371559105	249	2,492	SH		SOLE		2,492	0	0
GENIE ENERGY LTD	CL B	372284208	1,014	95,200	SH		OTR	1	0	95,200	0
GENIE ENERGY LTD	CL B	372284208	181	17,000	SH		SOLE		17,000	0	0
GENUINE PARTS CO	COM	372460105	349	3,368	SH		SOLE		3,368	0	0
GENUINE PARTS CO	COM	372460105	1,953	18,856	SH		OTR	1	0	18,856	0
GENWORTH FINL INC	COM CL A	37247D106	3,862	1,040,994	SH		OTR	1	0	1,040,994	0
GENWORTH FINL INC	COM CL A	37247D106	698	188,101	SH		SOLE		188,101	0	0
GEO GROUP INC NEW	COM	36162J106	3,943	187,665	SH		OTR	1	0	187,665	0
GEO GROUP INC NEW	COM	36162J106	708	33,707	SH		SOLE		33,707	0	0
GILEAD SCIENCES INC	COM	375558103	28,860	427,174	SH		OTR	1	0	427,174	0
GILEAD SCIENCES INC	COM	375558103	2,639	39,058	SH		OTR	5	0	39,058	0
GILEAD SCIENCES INC	COM	375558103	6,935	102,652	SH		SOLE		102,652	0	0
GLAUKOS CORP	COM	377322102	166	2,200	SH		SOLE		2,200	0	0
GLAUKOS CORP	COM	377322102	844	11,200	SH		OTR	1	0	11,200	0
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	1,939	36,854	SH		OTR	1	0	36,854	0
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	346	6,583	SH		SOLE		6,583	0	0
GLOBAL PMTS INC	COM	37940X102	3,623	22,628	SH		OTR	1	0	22,628	0
GLOBAL PMTS INC	COM	37940X102	606	3,783	SH		SOLE		3,783	0	0
GLU MOBILE INC	COM	379890106	3,210	447,127	SH		OTR	1	0	447,127	0
GLU MOBILE INC	COM	379890106	578	80,500	SH		SOLE		80,500	0	0
GODADDY INC	CL A	380237107	12,417	177,000	SH		OTR	1	0	177,000	0
GODADDY INC	CL A	380237107	2,074	29,568	SH		SOLE		29,568	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	11,348	55,464	SH		OTR	1	0	55,464	0
GOLDMAN SACHS GROUP INC	COM	38141G104	1,653	8,080	SH		SOLE		8,080	0	0
GRAFTECH INTL LTD	COM	384313508	86	7,472	SH		SOLE		7,472	0	0
GRAFTECH INTL LTD	COM	384313508	987	85,789	SH		OTR	1	0	85,789	0
GRAHAM HLDGS CO	COM	384637104	4,915	7,123	SH		OTR	1	0	7,123	0
GRAHAM HLDGS CO	COM	384637104	512	742	SH		SOLE		742	0	0
GRAINGER W W INC	COM	384802104	1,985	7,400	SH		OTR	1	0	7,400	0
GRAINGER W W INC	COM	384802104	299	1,113	SH		SOLE		1,113	0	0
GREAT LAKES DREDGE & DOCK CO	COM	390607109	3,153	285,563	SH		OTR	1	0	285,563	0
GREAT LAKES DREDGE & DOCK CO	COM	390607109	573	51,900	SH		SOLE		51,900	0	0
GREAT SOUTHN BANCORP INC	COM	390905107	1,881	31,434	SH		OTR	1	0	31,434	0
GREAT SOUTHN BANCORP INC	COM	390905107	335	5,600	SH		SOLE		5,600	0	0
GREEN PLAINS INC	COM	393222104	819	75,949	SH		OTR	1	0	75,949	0
GREEN PLAINS INC	COM	393222104	142	13,200	SH		SOLE		13,200	0	0
GROUP 1 AUTOMOTIVE INC	COM	398905109	647	7,900	SH		SOLE		7,900	0	0
GROUP 1 AUTOMOTIVE INC	COM	398905109	3,611	44,100	SH		OTR	1	0	44,100	0
GROUPON INC	COM	399473107	307	85,700	SH		SOLE		85,700	0	0
GROUPON INC	COM	399473107	1,701	475,100	SH		OTR	1	0	475,100	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	766	680,000	PRN		SOLE		680,000	0	0
HABIT RESTAURANTS INC	COM CL A	40449J103	1,561	148,803	SH		OTR	1	0	148,803	0
HABIT RESTAURANTS INC	COM CL A	40449J103	282	26,915	SH		SOLE		26,915	0	0
HALLADOR ENERGY COMPANY	COM	40609P105	725	128,806	SH		OTR	1	0	128,806	0
HALLADOR ENERGY COMPANY	COM	40609P105	130	23,149	SH		SOLE		23,149	0	0
HALLIBURTON CO	COM	406216101	2,704	118,891	SH		OTR	1	0	118,891	0
HALLIBURTON CO	COM	406216101	456	20,074	SH		SOLE		20,074	0	0
HALLMARK FINL SVCS INC EC	COM NEW	40624Q203	769	54,068	SH		OTR	1	0	54,068	0
HALLMARK FINL SVCS INC EC	COM NEW	40624Q203	135	9,500	SH		SOLE		9,500	0	0
HALOZYME THERAPEUTICS INC	COM	40637H109	2,665	155,123	SH		OTR	1	0	155,123	0
HALOZYME THERAPEUTICS INC	COM	40637H109	475	27,655	SH		SOLE		27,655	0	0
HANESBRANDS INC	COM	410345102	139	8,052	SH		SOLE		8,052	0	0
HANESBRANDS INC	COM	410345102	804	46,664	SH		OTR	1	0	46,664	0
HANMI FINL CORP	COM NEW	410495204	2,928	131,474	SH		OTR	1	0	131,474	0
HANMI FINL CORP	COM NEW	410495204	521	23,393	SH		SOLE		23,393	0	0
HANOVER INS GROUP INC	COM	410867105	2,689	20,957	SH		OTR	1	0	20,957	0
HANOVER INS GROUP INC	COM	410867105	172	1,342	SH		SOLE		1,342	0	0
HARLEY DAVIDSON INC	COM	412822108	736	20,535	SH		OTR	1	0	20,535	0
HARLEY DAVIDSON INC	COM	412822108	125	3,502	SH		SOLE		3,502	0	0
HARSCO CORP	COM	415864107	702	25,597	SH		SOLE		25,597	0	0
HARSCO CORP	COM	415864107	3,885	141,585	SH		OTR	1	0	141,585	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	2,369	42,518	SH		SOLE		42,518	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	7,993	143,450	SH		OTR	1	0	143,450	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	259	4,650	SH		OTR	5	0	4,650	0
HASBRO INC	COM	418056107	1,580	14,947	SH		OTR	1	0	14,947	0
HASBRO INC	COM	418056107	243	2,304	SH		SOLE		2,304	0	0
HAWAIIAN ELEC INDUSTRIES	COM	419870100	2,362	54,241	SH		OTR	1	0	54,241	0
HAWAIIAN ELEC INDUSTRIES	COM	419870100	89	2,040	SH		SOLE		2,040	0	0
HAWKINS INC	COM	420261109	1,604	36,939	SH		OTR	1	0	36,939	0
HAWKINS INC	COM	420261109	287	6,600	SH		SOLE		6,600	0	0
HCA HEALTHCARE INC	COM	40412C101	20,286	150,081	SH		OTR	1	0	150,081	0
HCA HEALTHCARE INC	COM	40412C101	2,542	18,805	SH		OTR	5	0	18,805	0
HCA HEALTHCARE INC	COM	40412C101	3,383	25,026	SH		SOLE		25,026	0	0
HCI GROUP INC	COM	40416E103	347	8,566	SH		OTR	1	0	8,566	0
HCI GROUP INC	COM	40416E103	61	1,500	SH		SOLE		1,500	0	0
HCP INC	COM	40414L109	394	12,331	SH		SOLE		12,331	0	0
HCP INC	COM	40414L109	2,300	71,906	SH		OTR	1	0	71,906	0
HD SUPPLY HLDGS INC	COM	40416M105	1,002	24,881	SH		OTR	1	0	24,881	0
HD SUPPLY HLDGS INC	COM	40416M105	22	541	SH		SOLE		541	0	0
HEALTHEQUITY INC	COM	42226A107	1,344	20,550	SH		OTR	1	0	20,550	0
HEALTHEQUITY INC	COM	42226A107	239	3,661	SH		SOLE		3,661	0	0
HEALTHSTREAM INC	COM	42222N103	1,076	41,626	SH		OTR	1	0	41,626	0
HEALTHSTREAM INC	COM	42222N103	194	7,500	SH		SOLE		7,500	0	0
HEIDRICK & STRUGGLES INTL IN	COM	422819102	525	17,532	SH		SOLE		17,532	0	0
HEIDRICK & STRUGGLES INTL IN	COM	422819102	2,891	96,452	SH		OTR	1	0	96,452	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.125% 9/1	42330PAJ6	5,478	4,541,000	PRN		SOLE		4,541,000	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.125% 9/1	42330PAJ6	15,988	13,254,000	PRN		OTR	1	0	13,254,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	10,030	9,968,000	PRN		OTR	1	0	9,968,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	75	75,000	PRN		OTR	4	8,000	67,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	1,947	1,930,000	PRN		SOLE		1,930,000	0	0
HELMERICH & PAYNE INC	COM	423452101	1,496	29,561	SH		OTR	1	0	29,561	0
HELMERICH & PAYNE INC	COM	423452101	123	2,433	SH		SOLE		2,433	0	0
HENRY JACK & ASSOC INC	COM	426281101	1,335	9,966	SH		OTR	1	0	9,966	0
HENRY JACK & ASSOC INC	COM	426281101	209	1,564	SH		SOLE		1,564	0	0
HENRY SCHEIN INC	COM	806407102	2,009	28,736	SH		OTR	1	0	28,736	0
HENRY SCHEIN INC	COM	806407102	230	3,290	SH		SOLE		3,290	0	0
HERBALIFE LTD	NOTE 2.000% 8/1	42703MAB9	1,126	1,092,000	PRN		SOLE		1,092,000	0	0
HERBALIFE LTD	NOTE 2.625% 3/1	42703MAD5	15,585	16,025,000	PRN		OTR	1	0	16,025,000	0
HERBALIFE LTD	NOTE 2.625% 3/1	42703MAD5	4,994	5,135,000	PRN		SOLE		5,135,000	0	0
HERC HLDGS INC	COM	42704L104	3,474	75,800	SH		OTR	1	0	75,800	0
HERC HLDGS INC	COM	42704L104	628	13,700	SH		SOLE		13,700	0	0
HERITAGE INS HLDGS INC	COM	42727J102	2,948	191,291	SH		OTR	1	0	191,291	0
HERITAGE INS HLDGS INC	COM	42727J102	530	34,400	SH		SOLE		34,400	0	0
HERON THERAPEUTICS INC	COM	427746102	1,180	63,451	SH		OTR	1	0	63,451	0
HERON THERAPEUTICS INC	COM	427746102	213	11,475	SH		SOLE		11,475	0	0
HERSHEY CO	COM	427866108	2,517	18,782	SH		OTR	1	0	18,782	0
HERSHEY CO	COM	427866108	517	3,854	SH		SOLE		3,854	0	0
HESS CORP	COM	42809H107	2,105	33,115	SH		OTR	1	0	33,115	0
HESS CORP	COM	42809H107	344	5,419	SH		SOLE		5,419	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	3,238	216,576	SH		OTR	1	0	216,576	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	69	4,633	SH		OTR	5	0	4,633	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	961	64,293	SH		SOLE		64,293	0	0
HEXCEL CORP NEW	COM	428291108	432	5,336	SH		OTR	1	0	5,336	0
HIBBETT SPORTS INC	COM	428567101	2,049	112,600	SH		OTR	1	0	112,600	0
HIBBETT SPORTS INC	COM	428567101	360	19,800	SH		SOLE		19,800	0	0
HILL ROM HLDGS INC	COM	431475102	10,818	103,402	SH		OTR	1	0	103,402	0
HILL ROM HLDGS INC	COM	431475102	155	1,485	SH		OTR	5	0	1,485	0
HILL ROM HLDGS INC	COM	431475102	1,691	16,165	SH		SOLE		16,165	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	155	1,586	SH		OTR	5	0	1,586	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	1,220	12,481	SH		SOLE		12,481	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	8,533	87,300	SH		OTR	1	0	87,300	0
HMS HLDGS CORP	COM	40425J101	761	23,500	SH		SOLE		23,500	0	0
HMS HLDGS CORP	COM	40425J101	4,235	130,759	SH		OTR	1	0	130,759	0
HNI CORP	COM	404251100	354	10,000	SH		OTR	1	0	10,000	0
HNI CORP	COM	404251100	71	2,000	SH		SOLE		2,000	0	0
HOLLYFRONTIER CORP	COM	436106108	11,962	258,461	SH		OTR	1	0	258,461	0
HOLLYFRONTIER CORP	COM	436106108	1,568	33,888	SH		OTR	5	0	33,888	0
HOLLYFRONTIER CORP	COM	436106108	3,422	73,951	SH		SOLE		73,951	0	0
HOLOGIC INC	COM	436440101	2,658	55,357	SH		SOLE		55,357	0	0
HOLOGIC INC	COM	436440101	6,206	129,229	SH		OTR	1	0	129,229	0
HOLOGIC INC	COM	436440101	493	10,265	SH		OTR	5	0	10,265	0
HOME DEPOT INC	COM	437076102	11,214	53,919	SH		SOLE		53,919	0	0
HOME DEPOT INC	COM	437076102	57,065	274,389	SH		OTR	1	0	274,389	0
HOME DEPOT INC	COM	437076102	3,418	16,434	SH		OTR	5	0	16,434	0
HONEYWELL INTL INC	COM	438516106	26,208	150,114	SH		OTR	1	0	150,114	0
HONEYWELL INTL INC	COM	438516106	2,078	11,902	SH		OTR	5	0	11,902	0
HONEYWELL INTL INC	COM	438516106	7,293	41,771	SH		SOLE		41,771	0	0
HOPE BANCORP INC	COM	43940T109	455	33,000	SH		OTR	1	0	33,000	0
HOPE BANCORP INC	COM	43940T109	72	5,200	SH		SOLE		5,200	0	0
HORMEL FOODS CORP	COM	440452100	1,425	35,148	SH		OTR	1	0	35,148	0
HORMEL FOODS CORP	COM	440452100	331	8,153	SH		SOLE		8,153	0	0
HOSPITALITY PPTYS TR	COM SH BEN INT	44106M102	116	4,630	SH		SOLE		4,630	0	0
HOSPITALITY PPTYS TR	COM SH BEN INT	44106M102	2,451	98,027	SH		OTR	1	0	98,027	0
HOST HOTELS & RESORTS INC	COM	44107P104	2,831	155,381	SH		SOLE		155,381	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	12,996	713,256	SH		OTR	1	0	713,256	0
HOST HOTELS & RESORTS INC	COM	44107P104	1,899	104,231	SH		OTR	5	0	104,231	0
HOUGHTON MIFFLIN HARCOURT CO	COM	44157R109	1,281	222,352	SH		OTR	1	0	222,352	0
HOUGHTON MIFFLIN HARCOURT CO	COM	44157R109	242	42,000	SH		SOLE		42,000	0	0
HP INC	COM	40434L105	6,044	290,724	SH		OTR	1	0	290,724	0
HP INC	COM	40434L105	744	35,780	SH		SOLE		35,780	0	0
HUBBELL INC	COM	443510607	499	3,826	SH		OTR	1	0	3,826	0
HUBBELL INC	COM	443510607	55	425	SH		SOLE		425	0	0
HUBSPOT INC	NOTE 0.250% 6/0	443573AB6	1,027	550,000	PRN		SOLE		550,000	0	0
HUMANA INC	COM	444859102	803	3,025	SH		SOLE		3,025	0	0
HUMANA INC	COM	444859102	6,408	24,152	SH		OTR	1	0	24,152	0
HUNT J B TRANS SVCS INC	COM	445658107	204	2,230	SH		SOLE		2,230	0	0
HUNT J B TRANS SVCS INC	COM	445658107	1,209	13,229	SH		OTR	1	0	13,229	0
HUNTINGTON BANCSHARES INC	COM	446150104	1,867	135,093	SH		OTR	1	0	135,093	0
HUNTINGTON BANCSHARES INC	COM	446150104	330	23,888	SH		SOLE		23,888	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	5,256	23,388	SH		OTR	1	0	23,388	0
HUNTINGTON INGALLS INDS INC	COM	446413106	143	636	SH		OTR	5	0	636	0
HUNTINGTON INGALLS INDS INC	COM	446413106	699	3,109	SH		SOLE		3,109	0	0
HUNTSMAN CORP	COM	447011107	1,138	55,668	SH		OTR	1	0	55,668	0
HUNTSMAN CORP	COM	447011107	39	1,900	SH		SOLE		1,900	0	0
I3 VERTICALS INC	COM CL A	46571Y107	94	3,200	SH		SOLE		3,200	0	0
I3 VERTICALS INC	COM CL A	46571Y107	492	16,700	SH		OTR	1	0	16,700	0
IAA INC	COM	449253103	2,885	74,388	SH		OTR	1	0	74,388	0
IAA INC	COM	449253103	339	8,740	SH		SOLE		8,740	0	0
IAC INTERACTIVECORP	COM	44919P508	14,196	65,261	SH		OTR	1	0	65,261	0
IAC INTERACTIVECORP	COM	44919P508	2,361	10,852	SH		SOLE		10,852	0	0
IBERIABANK CORP	COM	450828108	4,634	61,093	SH		OTR	1	0	61,093	0
IBERIABANK CORP	COM	450828108	851	11,214	SH		SOLE		11,214	0	0
IDEXX LABS INC	COM	45168D104	3,139	11,402	SH		OTR	1	0	11,402	0
IDEXX LABS INC	COM	45168D104	526	1,910	SH		SOLE		1,910	0	0
IDT CORP	CL B NEW	448947507	375	39,600	SH		OTR	1	0	39,600	0
IDT CORP	CL B NEW	448947507	67	7,100	SH		SOLE		7,100	0	0
II VI INC	NOTE 0.250% 9/0	902104AB4	639	605,000	PRN		SOLE		605,000	0	0
ILLINOIS TOOL WKS INC	COM	452308109	6,811	45,165	SH		OTR	1	0	45,165	0
ILLINOIS TOOL WKS INC	COM	452308109	1,170	7,759	SH		SOLE		7,759	0	0
ILLINOIS TOOL WKS INC	COM	452308109	1	5	SH		OTR	5	0	5	0
ILLUMINA INC	COM	452327109	14,791	40,176	SH		OTR	1	0	40,176	0
ILLUMINA INC	COM	452327109	1,085	2,948	SH		OTR	5	0	2,948	0
ILLUMINA INC	COM	452327109	2,345	6,371	SH		SOLE		6,371	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	33,510	21,672,000	PRN		OTR	1	0	21,672,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	111	72,000	PRN		OTR	4	7,000	65,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	15,431	9,973,000	PRN		SOLE		9,973,000	0	0
IMMUNOMEDICS INC	COM	452907108	1,612	116,191	SH		OTR	1	0	116,191	0
IMMUNOMEDICS INC	COM	452907108	290	20,905	SH		SOLE		20,905	0	0
INCYTE CORP	COM	45337C102	604	7,112	SH		SOLE		7,112	0	0
INCYTE CORP	COM	45337C102	4,310	50,728	SH		OTR	1	0	50,728	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INSRED	45409F843	41,491	1,592,750	SH		OTR	3	0	1,592,750	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INTRME	45409F827	41,590	1,596,150	SH		OTR	3	0	1,596,150	0
INDEXIQ ETF TR	HDG EVE DRIV	45409B404	1,709	80,000	SH		OTR	3	0	80,000	0
INDEXIQ ETF TR	HDGD FTSE JAPN	45409B537	2,034	103,287	SH		OTR	3	0	103,287	0
INDEXIQ ETF TR	IQ 500 INT ETF	45409B362	5,366	200,025	SH		OTR	3	0	200,025	0
INDEXIQ ETF TR	IQ LEADERS GTA	45409B511	29,392	1,216,508	SH		OTR	3	0	1,216,508	0
INDEXIQ ETF TR	IQ S&P HGH YLD	45409B412	20,425	813,158	SH		OTR	3	0	813,158	0
INDEXIQ ETF TR	IQ SHORT DURAT	45409B339	3,070	120,000	SH		OTR	3	0	120,000	0
INDEXIQ ETF TR	LNG SHT TRACK	45409B305	1,746	80,000	SH		OTR	3	0	80,000	0
INFINERA CORPORATION	NOTE 2.125% 9/0	45667GAC7	500	730,000	PRN		SOLE		730,000	0	0
INGREDION INC	COM	457187102	171	2,077	SH		SOLE		2,077	0	0
INGREDION INC	COM	457187102	1,656	20,070	SH		OTR	1	0	20,070	0
INNOVATIVE INDL PPTYS INC	COM	45781V101	210	1,700	SH		SOLE		1,700	0	0
INNOVATIVE INDL PPTYS INC	COM	45781V101	1,063	8,600	SH		OTR	1	0	8,600	0
INOVALON HLDGS INC	COM CL A	45781D101	2,403	165,600	SH		OTR	1	0	165,600	0
INOVALON HLDGS INC	COM CL A	45781D101	444	30,600	SH		SOLE		30,600	0	0
INPHI CORP	NOTE 0.750% 9/0	45772FAC1	1,507	1,356,000	PRN		SOLE		1,356,000	0	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	36,739	27,319,000	PRN		OTR	1	0	27,319,000	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	72	54,000	PRN		OTR	4	5,000	49,000	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	8,129	6,042,000	PRN		SOLE		6,042,000	0	0
INSIGHT ENTERPRISES INC	COM	45765U103	3,381	58,092	SH		OTR	1	0	58,092	0
INSIGHT ENTERPRISES INC	COM	45765U103	611	10,494	SH		SOLE		10,494	0	0
INSMED INC	COM PAR $.01	457669307	1,437	56,126	SH		OTR	1	0	56,126	0
INSMED INC	COM PAR $.01	457669307	257	10,054	SH		SOLE		10,054	0	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	523	536,000	PRN		SOLE		536,000	0	0
INSPERITY INC	COM	45778Q107	6,664	54,563	SH		OTR	1	0	54,563	0
INSPERITY INC	COM	45778Q107	1,585	12,973	SH		OTR	5	0	12,973	0
INSPERITY INC	COM	45778Q107	2,072	16,963	SH		SOLE		16,963	0	0
INSULET CORP	NOTE 1.250% 9/1	45784PAF8	2,297	1,120,000	PRN		SOLE		1,120,000	0	0
INTEGER HLDGS CORP	COM	45826H109	4,152	49,474	SH		OTR	1	0	49,474	0
INTEGER HLDGS CORP	COM	45826H109	740	8,819	SH		SOLE		8,819	0	0
INTEL CORP	COM	458140100	46,468	970,709	SH		OTR	1	0	970,709	0
INTEL CORP	COM	458140100	5,854	122,299	SH		OTR	5	0	122,299	0
INTEL CORP	COM	458140100	12,201	254,882	SH		SOLE		254,882	0	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	1,493	18,765	SH		OTR	1	0	18,765	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	267	3,361	SH		SOLE		3,361	0	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	12,192	13,608,000	PRN		OTR	1	0	13,608,000	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	28	31,000	PRN		OTR	4	4,000	27,000	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	4,826	5,383,000	PRN		SOLE		5,383,000	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	8,444	98,255	SH		OTR	1	0	98,255	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	1,105	12,857	SH		SOLE		12,857	0	0
INTERDIGITAL INC	COM	45867G101	985	15,300	SH		OTR	1	0	15,300	0
INTERDIGITAL INC	COM	45867G101	180	2,800	SH		SOLE		2,800	0	0
INTERDIGITAL INC	NOTE 1.500% 3/0	458660AD9	413	397,000	PRN		SOLE		397,000	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	9,880	71,644	SH		SOLE		71,644	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	35,969	260,837	SH		OTR	1	0	260,837	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	4,163	30,190	SH		OTR	5	0	30,190	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	1,899	13,085	SH		OTR	1	0	13,085	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	310	2,134	SH		SOLE		2,134	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	6,577	291,157	SH		OTR	1	0	291,157	0
INTERPUBLIC GROUP COS INC	COM	460690100	1,067	47,228	SH		OTR	5	0	47,228	0
INTERPUBLIC GROUP COS INC	COM	460690100	1,519	67,237	SH		SOLE		67,237	0	0
INTL FCSTONE INC	COM	46116V105	1,125	28,419	SH		OTR	1	0	28,419	0
INTL FCSTONE INC	COM	46116V105	202	5,100	SH		SOLE		5,100	0	0
INTL PAPER CO	COM	460146103	2,399	55,373	SH		OTR	1	0	55,373	0
INTL PAPER CO	COM	460146103	410	9,458	SH		SOLE		9,458	0	0
INTUIT	COM	461202103	13,698	52,415	SH		OTR	1	0	52,415	0
INTUIT	COM	461202103	3,641	13,933	SH		SOLE		13,933	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	16,553	31,556	SH		OTR	1	0	31,556	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	2,578	4,914	SH		SOLE		4,914	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	1,198	2,283	SH		OTR	5	0	2,283	0
INVESCO EXCHNG TRADED FD TR	NATL AMT MUNI	46138E537	48,863	1,870,000	SH		OTR	1	0	1,870,000	0
INVESCO MUN TR	COM	46131J103	297	24,087	SH		SOLE		24,087	0	0
INVESCO QUALITY MUNI INC TRS	COM	46133G107	1,240	99,857	SH		SOLE		99,857	0	0
INVITAE CORP	COM	46185L103	1,424	60,600	SH		OTR	1	0	60,600	0
INVITAE CORP	COM	46185L103	254	10,800	SH		SOLE		10,800	0	0
IONIS PHARMACEUTICALS INC	COM	462222100	988	15,375	SH		OTR	1	0	15,375	0
IONIS PHARMACEUTICALS INC	COM	462222100	119	1,845	SH		SOLE		1,845	0	0
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	322	13,118	SH		SOLE		13,118	0	0
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	1,798	73,320	SH		OTR	1	0	73,320	0
IPG PHOTONICS CORP	COM	44980X109	709	4,597	SH		OTR	1	0	4,597	0
IPG PHOTONICS CORP	COM	44980X109	108	702	SH		SOLE		702	0	0
IQVIA HLDGS INC	COM	46266C105	6,641	41,277	SH		OTR	1	0	41,277	0
IQVIA HLDGS INC	COM	46266C105	45	278	SH		OTR	5	0	278	0
IQVIA HLDGS INC	COM	46266C105	1,002	6,226	SH		SOLE		6,226	0	0
IRIDIUM COMMUNICATIONS INC	COM	46269C102	1,349	58,000	SH		OTR	1	0	58,000	0
IRIDIUM COMMUNICATIONS INC	COM	46269C102	247	10,600	SH		SOLE		10,600	0	0
IRON MTN INC NEW	COM	46284V101	4,480	143,131	SH		OTR	1	0	143,131	0
IRON MTN INC NEW	COM	46284V101	499	15,939	SH		OTR	5	0	15,939	0
IRON MTN INC NEW	COM	46284V101	1,075	34,336	SH		SOLE		34,336	0	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	218	19,967	SH		SOLE		19,967	0	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	1,241	113,424	SH		OTR	1	0	113,424	0
IRONWOOD PHARMACEUTICALS INC	DBCV 2.250% 6/1	46333XAD0	677	632,000	PRN		SOLE		632,000	0	0
ISHARES GOLD TRUST	ISHARES	464285105	8,352	618,700	SH		OTR	1	0	618,700	0
ISHARES TR	MSCI QATAR ETF	46434V779	1,892	105,754	SH		OTR	1	0	105,754	0
ISHARES TR	RUS 1000 GRW ETF	464287614	19,671	125,021	SH		OTR	1	0	125,021	0
ISHARES TR	RUSSELL 2000 ETF	464287655	19,089	122,758	SH		OTR	1	0	122,758	0
ISHARES TR	RUSSELL 2000 ETF	464287655	1,197	7,699	SH		SOLE		7,699	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	30,504	25,747,000	PRN		OTR	1	0	25,747,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	56	47,000	PRN		OTR	4	4,000	43,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	9,632	8,128,000	PRN		SOLE		8,128,000	0	0
ITERIS INC	COM	46564T107	71	13,700	SH		OTR	1	0	13,700	0
ITERIS INC	COM	46564T107	12	2,400	SH		SOLE		2,400	0	0
ITRON INC	COM	465741106	1,014	16,200	SH		OTR	1	0	16,200	0
ITRON INC	COM	465741106	181	2,900	SH		SOLE		2,900	0	0
ITT INC	COM	45073V108	22	329	SH		SOLE		329	0	0
ITT INC	COM	45073V108	318	4,849	SH		OTR	1	0	4,849	0
J ALEXANDERS HLDGS INC	COM	46609J106	710	63,214	SH		OTR	1	0	63,214	0
J ALEXANDERS HLDGS INC	COM	46609J106	126	11,197	SH		SOLE		11,197	0	0
J2 GLOBAL INC	COM	48123V102	7,832	88,112	SH		OTR	1	0	88,112	0
J2 GLOBAL INC	COM	48123V102	1,735	19,519	SH		OTR	5	0	19,519	0
J2 GLOBAL INC	COM	48123V102	2,493	28,043	SH		SOLE		28,043	0	0
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	841	602,000	PRN		SOLE		602,000	0	0
JABIL INC	COM	466313103	2,800	88,617	SH		SOLE		88,617	0	0
JABIL INC	COM	466313103	12,350	390,838	SH		OTR	1	0	390,838	0
JABIL INC	COM	466313103	754	23,865	SH		OTR	5	0	23,865	0
JACOBS ENGR GROUP INC	COM	469814107	1,250	14,814	SH		OTR	1	0	14,814	0
JACOBS ENGR GROUP INC	COM	469814107	210	2,493	SH		SOLE		2,493	0	0
JAZZ INVESTMENTS I LTD	NOTE 1.875% 8/1	472145AB7	1,225	1,199,000	PRN		SOLE		1,199,000	0	0
JD COM INC	SPON ADR CL A	47215P106	1,837	60,640	SH		OTR	1	0	60,640	0
JEFFERIES FINL GROUP INC	COM	47233W109	629	32,710	SH		OTR	1	0	32,710	0
JEFFERIES FINL GROUP INC	COM	47233W109	112	5,800	SH		SOLE		5,800	0	0
JETBLUE AWYS CORP	COM	477143101	765	41,367	SH		OTR	1	0	41,367	0
JOHNSON & JOHNSON	COM	478160104	69,356	497,961	SH		OTR	1	0	497,961	0
JOHNSON & JOHNSON	COM	478160104	6,152	44,167	SH		OTR	5	0	44,167	0
JOHNSON & JOHNSON	COM	478160104	20,556	147,591	SH		SOLE		147,591	0	0
JPMORGAN CHASE & CO	COM	46625H100	66,303	593,047	SH		OTR	1	0	593,047	0
JPMORGAN CHASE & CO	COM	46625H100	9,021	80,693	SH		OTR	5	0	80,693	0
JPMORGAN CHASE & CO	COM	46625H100	22,342	199,837	SH		SOLE		199,837	0	0
JUMEI INTL HLDG LTD	SPONSORED ADR	48138L107	262	106,378	SH		OTR	1	0	106,378	0
JUNIPER NETWORKS INC	COM	48203R104	1,184	44,451	SH		OTR	1	0	44,451	0
JUNIPER NETWORKS INC	COM	48203R104	191	7,166	SH		SOLE		7,166	0	0
K12 INC	COM	48273U102	3,428	112,718	SH		OTR	1	0	112,718	0
K12 INC	COM	48273U102	618	20,327	SH		SOLE		20,327	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	1,862	15,285	SH		OTR	1	0	15,285	0
KANSAS CITY SOUTHERN	COM NEW	485170302	294	2,411	SH		SOLE		2,411	0	0
KAR AUCTION SVCS INC	COM	48238T109	1,860	74,388	SH		OTR	1	0	74,388	0
KAR AUCTION SVCS INC	COM	48238T109	219	8,740	SH		SOLE		8,740	0	0
KB HOME	COM	48666K109	3,857	149,900	SH		OTR	1	0	149,900	0
KB HOME	COM	48666K109	697	27,100	SH		SOLE		27,100	0	0
KBR INC	COM	48242W106	297	11,900	SH		SOLE		11,900	0	0
KBR INC	COM	48242W106	1,668	66,900	SH		OTR	1	0	66,900	0
KEANE GROUP INC	COM	48669A108	1,437	213,875	SH		OTR	1	0	213,875	0
KEANE GROUP INC	COM	48669A108	265	39,500	SH		SOLE		39,500	0	0
KELLOGG CO	COM	487836108	2,200	41,059	SH		OTR	1	0	41,059	0
KELLOGG CO	COM	487836108	381	7,107	SH		SOLE		7,107	0	0
KELLY SVCS INC	CL A	488152208	3,327	127,046	SH		OTR	1	0	127,046	0
KELLY SVCS INC	CL A	488152208	600	22,900	SH		SOLE		22,900	0	0
KEMET CORP	COM NEW	488360207	68	3,600	SH		SOLE		3,600	0	0
KEMET CORP	COM NEW	488360207	343	18,258	SH		OTR	1	0	18,258	0
KEMPER CORP DEL	COM	488401100	1,175	13,617	SH		SOLE		13,617	0	0
KEMPER CORP DEL	COM	488401100	5,918	68,584	SH		OTR	1	0	68,584	0
KEMPER CORP DEL	COM	488401100	992	11,491	SH		OTR	5	0	11,491	0
KEURIG DR PEPPER INC	COM	49271V100	4,845	167,656	SH		OTR	1	0	167,656	0
KEURIG DR PEPPER INC	COM	49271V100	228	7,893	SH		SOLE		7,893	0	0
KEYCORP NEW	COM	493267108	2,636	148,509	SH		OTR	1	0	148,509	0
KEYCORP NEW	COM	493267108	436	24,572	SH		SOLE		24,572	0	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	2,246	25,006	SH		OTR	1	0	25,006	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	355	3,949	SH		SOLE		3,949	0	0
KFORCE INC	COM	493732101	2,963	84,436	SH		OTR	1	0	84,436	0
KFORCE INC	COM	493732101	537	15,300	SH		SOLE		15,300	0	0
KIMBALL ELECTRONICS INC	COM	49428J109	187	11,500	SH		OTR	1	0	11,500	0
KIMBALL ELECTRONICS INC	COM	49428J109	32	2,000	SH		SOLE		2,000	0	0
KIMBALL INTL INC	CL B	494274103	565	32,400	SH		OTR	1	0	32,400	0
KIMBALL INTL INC	CL B	494274103	98	5,600	SH		SOLE		5,600	0	0
KIMBERLY CLARK CORP	COM	494368103	14,303	107,316	SH		OTR	1	0	107,316	0
KIMBERLY CLARK CORP	COM	494368103	2,281	17,112	SH		OTR	5	0	17,112	0
KIMBERLY CLARK CORP	COM	494368103	5,572	41,804	SH		SOLE		41,804	0	0
KIMCO RLTY CORP	COM	49446R109	1,246	67,434	SH		OTR	1	0	67,434	0
KIMCO RLTY CORP	COM	49446R109	203	11,006	SH		SOLE		11,006	0	0
KINDER MORGAN INC DEL	COM	49456B101	8,067	386,328	SH		OTR	1	0	386,328	0
KINDER MORGAN INC DEL	COM	49456B101	1,127	53,952	SH		SOLE		53,952	0	0
KLA-TENCOR CORP	COM	482480100	13,708	115,975	SH		OTR	1	0	115,975	0
KLA-TENCOR CORP	COM	482480100	1,032	8,727	SH		OTR	5	0	8,727	0
KLA-TENCOR CORP	COM	482480100	1,742	14,736	SH		SOLE		14,736	0	0
KNIGHT SWIFT TRANSN HLDGS IN	CL A	499049104	519	15,800	SH		OTR	1	0	15,800	0
KNIGHT SWIFT TRANSN HLDGS IN	CL A	499049104	75	2,283	SH		SOLE		2,283	0	0
KNOLL INC	COM NEW	498904200	480	20,900	SH		OTR	1	0	20,900	0
KNOLL INC	COM NEW	498904200	78	3,400	SH		SOLE		3,400	0	0
KNOWLES CORP	COM	49926D109	685	37,400	SH		OTR	1	0	37,400	0
KNOWLES CORP	COM	49926D109	128	7,000	SH		SOLE		7,000	0	0
KOHLS CORP	COM	500255104	995	20,917	SH		OTR	1	0	20,917	0
KOHLS CORP	COM	500255104	179	3,764	SH		SOLE		3,764	0	0
KOPPERS HOLDINGS INC	COM	50060P106	267	9,100	SH		SOLE		9,100	0	0
KOPPERS HOLDINGS INC	COM	50060P106	1,518	51,700	SH		OTR	1	0	51,700	0
KRAFT HEINZ CO	COM	500754106	528	17,022	SH		SOLE		17,022	0	0
KRAFT HEINZ CO	COM	500754106	4,268	137,496	SH		OTR	1	0	137,496	0
KROGER CO	COM	501044101	3,127	144,031	SH		OTR	1	0	144,031	0
KROGER CO	COM	501044101	334	15,378	SH		OTR	5	0	15,378	0
KROGER CO	COM	501044101	545	25,107	SH		SOLE		25,107	0	0
L BRANDS INC	COM	501797104	4,372	167,514	SH		OTR	1	0	167,514	0
L BRANDS INC	COM	501797104	112	4,285	SH		OTR	5	0	4,285	0
L BRANDS INC	COM	501797104	1,948	74,644	SH		SOLE		74,644	0	0
L3 TECHNOLOGIES INC	COM	502413107	2,854	11,640	SH		OTR	1	0	11,640	0
L3 TECHNOLOGIES INC	COM	502413107	434	1,770	SH		SOLE		1,770	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	351	2,030	SH		SOLE		2,030	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	2,198	12,715	SH		OTR	1	0	12,715	0
LADENBURG THALMAN FIN SVCS I	COM	50575Q102	395	115,200	SH		OTR	1	0	115,200	0
LADENBURG THALMAN FIN SVCS I	COM	50575Q102	73	21,200	SH		SOLE		21,200	0	0
LAKELAND BANCORP INC	COM	511637100	767	47,500	SH		OTR	1	0	47,500	0
LAKELAND BANCORP INC	COM	511637100	137	8,500	SH		SOLE		8,500	0	0
LAM RESEARCH CORP	COM	512807108	25,747	137,067	SH		OTR	1	0	137,067	0
LAM RESEARCH CORP	COM	512807108	2,253	11,993	SH		OTR	5	0	11,993	0
LAM RESEARCH CORP	COM	512807108	4,051	21,565	SH		SOLE		21,565	0	0
LAMAR ADVERTISING CO NEW	CL A	512816109	5,137	63,649	SH		OTR	1	0	63,649	0
LAMAR ADVERTISING CO NEW	CL A	512816109	523	6,482	SH		SOLE		6,482	0	0
LAMB WESTON HLDGS INC	COM	513272104	1,196	18,883	SH		OTR	1	0	18,883	0
LAMB WESTON HLDGS INC	COM	513272104	243	3,839	SH		SOLE		3,839	0	0
LANDS END INC NEW	COM	51509F105	2,836	232,090	SH		OTR	1	0	232,090	0
LANDS END INC NEW	COM	51509F105	512	41,884	SH		SOLE		41,884	0	0
LANDSTAR SYS INC	COM	515098101	924	8,556	SH		OTR	1	0	8,556	0
LANDSTAR SYS INC	COM	515098101	105	976	SH		OTR	5	0	976	0
LANDSTAR SYS INC	COM	515098101	60	556	SH		SOLE		556	0	0
LANTHEUS HLDGS INC	COM	516544103	3,430	121,205	SH		OTR	1	0	121,205	0
LANTHEUS HLDGS INC	COM	516544103	619	21,865	SH		SOLE		21,865	0	0
LAS VEGAS SANDS CORP	COM	517834107	1,882	31,849	SH		OTR	1	0	31,849	0
LAS VEGAS SANDS CORP	COM	517834107	11	181	SH		SOLE		181	0	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	1,428	97,846	SH		OTR	1	0	97,846	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	267	18,300	SH		SOLE		18,300	0	0
LAUDER ESTEE COS INC	CL A	518439104	8,002	43,703	SH		OTR	1	0	43,703	0
LAUDER ESTEE COS INC	CL A	518439104	3,093	16,890	SH		SOLE		16,890	0	0
LAUREATE EDUCATION INC	CL A	518613203	643	40,900	SH		SOLE		40,900	0	0
LAUREATE EDUCATION INC	CL A	518613203	3,563	226,767	SH		OTR	1	0	226,767	0
LAWSON PRODS INC	COM	520776105	452	12,300	SH		OTR	1	0	12,300	0
LAWSON PRODS INC	COM	520776105	81	2,200	SH		SOLE		2,200	0	0
LCNB CORP	COM	50181P100	359	18,914	SH		OTR	1	0	18,914	0
LCNB CORP	COM	50181P100	67	3,548	SH		SOLE		3,548	0	0
LEAR CORP	COM NEW	521865204	4,469	32,088	SH		OTR	1	0	32,088	0
LEAR CORP	COM NEW	521865204	1,042	7,480	SH		SOLE		7,480	0	0
LEE ENTERPRISES INC	COM	523768109	266	118,600	SH		OTR	1	0	118,600	0
LEE ENTERPRISES INC	COM	523768109	47	21,200	SH		SOLE		21,200	0	0
LEGGETT & PLATT INC	COM	524660107	650	16,946	SH		OTR	1	0	16,946	0
LEGGETT & PLATT INC	COM	524660107	118	3,069	SH		SOLE		3,069	0	0
LEIDOS HLDGS INC	COM	525327102	14,915	186,782	SH		OTR	1	0	186,782	0
LEIDOS HLDGS INC	COM	525327102	1,751	21,928	SH		OTR	5	0	21,928	0
LEIDOS HLDGS INC	COM	525327102	3,948	49,440	SH		SOLE		49,440	0	0
LENDINGTREE INC NEW	COM	52603B107	4,475	10,653	SH		OTR	1	0	10,653	0
LENDINGTREE INC NEW	COM	52603B107	586	1,396	SH		SOLE		1,396	0	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	17,682	8,470,000	PRN		OTR	1	0	8,470,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	58	28,000	PRN		OTR	4	3,000	25,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	5,007	2,398,000	PRN		SOLE		2,398,000	0	0
LENNAR CORP	CL A	526057104	3,480	71,810	SH		OTR	1	0	71,810	0
LENNAR CORP	CL A	526057104	504	10,402	SH		SOLE		10,402	0	0
LEXICON PHARMACEUTICALS INC	NOTE 5.250%12/0	528872AB0	201	187,000	PRN		SOLE		187,000	0	0
LEXINGTON REALTY TRUST	COM	529043101	3,834	407,451	SH		OTR	1	0	407,451	0
LEXINGTON REALTY TRUST	COM	529043101	691	73,400	SH		SOLE		73,400	0	0
LIBERTY MEDIA CORP DELAWARE	COM A SIRIUSXM	531229409	611	16,157	SH		OTR	1	0	16,157	0
LIBERTY MEDIA CORP DELAWARE	DEB 2.250% 9/3	531229AE2	355	659,000	PRN		SOLE		659,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	19,000	16,105,000	PRN		OTR	1	0	16,105,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	6,932	5,876,000	PRN		SOLE		5,876,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	24,215	21,536,000	PRN		OTR	1	0	21,536,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	86	77,000	PRN		OTR	4	8,000	69,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	6,734	5,986,000	PRN		SOLE		5,986,000	0	0
LIBERTY TRIPADVISOR HLDGS IN	COM SER A	531465102	3,311	267,033	SH		OTR	1	0	267,033	0
LIBERTY TRIPADVISOR HLDGS IN	COM SER A	531465102	598	48,200	SH		SOLE		48,200	0	0
LIFEVANTAGE CORP	COM NEW	53222K205	488	37,600	SH		OTR	1	0	37,600	0
LIFEVANTAGE CORP	COM NEW	53222K205	88	6,800	SH		SOLE		6,800	0	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	1,565	13,710	SH		OTR	1	0	13,710	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	273	2,394	SH		SOLE		2,394	0	0
LILLY ELI & CO	COM	532457108	17,059	153,974	SH		OTR	1	0	153,974	0
LILLY ELI & CO	COM	532457108	310	2,797	SH		OTR	5	0	2,797	0
LILLY ELI & CO	COM	532457108	2,612	23,572	SH		SOLE		23,572	0	0
LIMELIGHT NETWORKS INC	COM	53261M104	38	14,100	SH		OTR	1	0	14,100	0
LIMELIGHT NETWORKS INC	COM	53261M104	6	2,300	SH		SOLE		2,300	0	0
LINCOLN NATL CORP IND	COM	534187109	3,818	59,235	SH		SOLE		59,235	0	0
LINCOLN NATL CORP IND	COM	534187109	9,691	150,367	SH		OTR	1	0	150,367	0
LINCOLN NATL CORP IND	COM	534187109	1,558	24,175	SH		OTR	5	0	24,175	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	1,573	135,500	SH		OTR	1	0	135,500	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	272	23,429	SH		SOLE		23,429	0	0
LITHIA MTRS INC	CL A	536797103	2,756	23,200	SH		OTR	1	0	23,200	0
LITHIA MTRS INC	CL A	536797103	475	4,000	SH		SOLE		4,000	0	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	11,506	173,682	SH		OTR	1	0	173,682	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	247	3,733	SH		OTR	5	0	3,733	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	2,472	37,313	SH		SOLE		37,313	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	4,176	3,521,000	PRN		OTR	1	0	3,521,000	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	2,279	1,921,000	PRN		SOLE		1,921,000	0	0
LIVEPERSON INC	COM	538146101	767	27,359	SH		OTR	1	0	27,359	0
LIVEPERSON INC	COM	538146101	140	4,985	SH		SOLE		4,985	0	0
LIVERAMP HLDGS INC	COM	53815P108	1,528	31,523	SH		OTR	1	0	31,523	0
LIVERAMP HLDGS INC	COM	53815P108	281	5,800	SH		SOLE		5,800	0	0
LKQ CORP	COM	501889208	1,079	40,536	SH		OTR	1	0	40,536	0
LKQ CORP	COM	501889208	179	6,740	SH		SOLE		6,740	0	0
LOCKHEED MARTIN CORP	COM	539830109	20,988	57,733	SH		OTR	1	0	57,733	0
LOCKHEED MARTIN CORP	COM	539830109	26	71	SH		OTR	5	0	71	0
LOCKHEED MARTIN CORP	COM	539830109	4,587	12,617	SH		SOLE		12,617	0	0
LOEWS CORP	COM	540424108	1,894	34,636	SH		OTR	1	0	34,636	0
LOEWS CORP	COM	540424108	291	5,325	SH		SOLE		5,325	0	0
LOGMEIN INC	COM	54142L109	13,166	178,691	SH		OTR	1	0	178,691	0
LOGMEIN INC	COM	54142L109	815	11,055	SH		OTR	5	0	11,055	0
LOGMEIN INC	COM	54142L109	1,014	13,759	SH		SOLE		13,759	0	0
LOWES COS INC	COM	548661107	32,322	320,306	SH		OTR	1	0	320,306	0
LOWES COS INC	COM	548661107	3,257	32,276	SH		OTR	5	0	32,276	0
LOWES COS INC	COM	548661107	5,430	53,807	SH		SOLE		53,807	0	0
LPL FINL HLDGS INC	COM	50212V100	11,995	147,047	SH		OTR	1	0	147,047	0
LPL FINL HLDGS INC	COM	50212V100	1,698	20,821	SH		SOLE		20,821	0	0
LSC COMMUNICATIONS INC	COM	50218P107	306	83,500	SH		OTR	1	0	83,500	0
LSC COMMUNICATIONS INC	COM	50218P107	57	15,600	SH		SOLE		15,600	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	49,494	41,993,000	PRN		OTR	1	0	41,993,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	90	77,000	PRN		OTR	4	8,000	69,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	16,537	14,024,000	PRN		SOLE		14,024,000	0	0
LUTHER BURBANK CORP	COM	550550107	1,242	114,036	SH		OTR	1	0	114,036	0
LUTHER BURBANK CORP	COM	550550107	223	20,500	SH		SOLE		20,500	0	0
M & T BK CORP	COM	55261F104	3,403	20,012	SH		OTR	1	0	20,012	0
M & T BK CORP	COM	55261F104	529	3,111	SH		SOLE		3,111	0	0
M D C HLDGS INC	COM	552676108	652	19,900	SH		SOLE		19,900	0	0
M D C HLDGS INC	COM	552676108	3,629	110,700	SH		OTR	1	0	110,700	0
M/I HOMES INC	COM	55305B101	2,668	93,500	SH		OTR	1	0	93,500	0
M/I HOMES INC	COM	55305B101	482	16,900	SH		SOLE		16,900	0	0
MACERICH CO	COM	554382101	458	13,673	SH		OTR	1	0	13,673	0
MACERICH CO	COM	554382101	97	2,888	SH		SOLE		2,888	0	0
MACQUARIE INFRASTRUCTURE COR	COM	55608B105	5,287	130,418	SH		OTR	1	0	130,418	0
MACQUARIE INFRASTRUCTURE COR	COM	55608B105	453	11,164	SH		SOLE		11,164	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	1,717	1,943,000	PRN		SOLE		1,943,000	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.875% 7/1	55608BAA3	11,135	11,130,000	PRN		SOLE		11,130,000	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.875% 7/1	55608BAA3	74	74,000	PRN		OTR	4	8,000	66,000	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.875% 7/1	55608BAA3	40,693	40,693,000	PRN		OTR	1	0	40,693,000	0
MACYS INC	COM	55616P104	156	7,258	SH		SOLE		7,258	0	0
MACYS INC	COM	55616P104	856	39,875	SH		OTR	1	0	39,875	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	887	8,467	SH		OTR	1	0	8,467	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	153	1,461	SH		SOLE		1,461	0	0
MAGELLAN HEALTH INC	COM NEW	559079207	2,457	33,100	SH		OTR	1	0	33,100	0
MAGELLAN HEALTH INC	COM NEW	559079207	438	5,900	SH		SOLE		5,900	0	0
MALIBU BOATS INC	COM CL A	56117J100	1,049	27,000	SH		OTR	1	0	27,000	0
MALIBU BOATS INC	COM CL A	56117J100	194	5,000	SH		SOLE		5,000	0	0
MANHATTAN ASSOCS INC	COM	562750109	488	7,040	SH		SOLE		7,040	0	0
MANHATTAN ASSOCS INC	COM	562750109	7,386	106,532	SH		OTR	1	0	106,532	0
MANPOWERGROUP INC	COM	56418H100	3,824	39,586	SH		SOLE		39,586	0	0
MANPOWERGROUP INC	COM	56418H100	1,725	17,861	SH		OTR	5	0	17,861	0
MANPOWERGROUP INC	COM	56418H100	12,237	126,676	SH		OTR	1	0	126,676	0
MANTECH INTL CORP	CL A	564563104	191	2,900	SH		OTR	1	0	2,900	0
MANTECH INTL CORP	CL A	564563104	40	600	SH		SOLE		600	0	0
MARATHON OIL CORP	COM	565849106	4,331	304,803	SH		OTR	1	0	304,803	0
MARATHON OIL CORP	COM	565849106	396	27,901	SH		SOLE		27,901	0	0
MARATHON PETE CORP	COM	56585A102	6,849	122,569	SH		OTR	1	0	122,569	0
MARATHON PETE CORP	COM	56585A102	857	15,330	SH		SOLE		15,330	0	0
MARCHEX INC	CL B	56624R108	368	78,200	SH		OTR	1	0	78,200	0
MARCHEX INC	CL B	56624R108	67	14,200	SH		SOLE		14,200	0	0
MARCUS & MILLICHAP INC	COM	566324109	1,505	48,779	SH		OTR	1	0	48,779	0
MARCUS & MILLICHAP INC	COM	566324109	265	8,606	SH		SOLE		8,606	0	0
MARCUS CORP	COM	566330106	557	16,914	SH		SOLE		16,914	0	0
MARCUS CORP	COM	566330106	3,097	93,950	SH		OTR	1	0	93,950	0
MARKETAXESS HLDGS INC	COM	57060D108	1,634	5,084	SH		OTR	1	0	5,084	0
MARKETAXESS HLDGS INC	COM	57060D108	276	858	SH		SOLE		858	0	0
MARRIOTT INTL INC NEW	CL A	571903202	5,314	37,880	SH		OTR	1	0	37,880	0
MARRIOTT INTL INC NEW	CL A	571903202	872	6,215	SH		SOLE		6,215	0	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	2,935	3,040,000	PRN		OTR	1	0	3,040,000	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	47	49,000	PRN		OTR	4	5,000	44,000	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	764	787,000	PRN		SOLE		787,000	0	0
MARSH & MCLENNAN COS INC	COM	571748102	1,190	11,925	SH		SOLE		11,925	0	0
MARSH & MCLENNAN COS INC	COM	571748102	8,573	85,944	SH		OTR	1	0	85,944	0
MARTIN MARIETTA MATLS INC	COM	573284106	530	2,304	SH		SOLE		2,304	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	4,816	20,929	SH		OTR	1	0	20,929	0
MASCO CORP	COM	574599106	12,698	323,595	SH		OTR	1	0	323,595	0
MASCO CORP	COM	574599106	1,972	50,267	SH		OTR	5	0	50,267	0
MASCO CORP	COM	574599106	2,838	72,332	SH		SOLE		72,332	0	0
MASIMO CORP	COM	574795100	329	2,209	SH		OTR	1	0	2,209	0
MASIMO CORP	COM	574795100	39	265	SH		SOLE		265	0	0
MASTERCARD INC	CL A	57636Q104	68,369	258,454	SH		OTR	1	0	258,454	0
MASTERCARD INC	CL A	57636Q104	4,769	18,029	SH		OTR	5	0	18,029	0
MASTERCARD INC	CL A	57636Q104	13,331	50,395	SH		SOLE		50,395	0	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	1,349	68,854	SH		OTR	1	0	68,854	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	243	12,400	SH		SOLE		12,400	0	0
MATCH GROUP INC	COM	57665R106	121	1,805	SH		SOLE		1,805	0	0
MATCH GROUP INC	COM	57665R106	1,988	29,557	SH		OTR	1	0	29,557	0
MATERION CORP	COM	576690101	1,980	29,200	SH		OTR	1	0	29,200	0
MATERION CORP	COM	576690101	359	5,300	SH		SOLE		5,300	0	0
MATRIX SVC CO	COM	576853105	2,972	146,685	SH		OTR	1	0	146,685	0
MATRIX SVC CO	COM	576853105	534	26,333	SH		SOLE		26,333	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	2,104	35,170	SH		OTR	1	0	35,170	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	366	6,117	SH		SOLE		6,117	0	0
MAXIMUS INC	COM	577933104	2,033	28,022	SH		SOLE		28,022	0	0
MAXIMUS INC	COM	577933104	5,523	76,135	SH		OTR	1	0	76,135	0
MAXIMUS INC	COM	577933104	1,660	22,888	SH		OTR	5	0	22,888	0
MCCORMICK & CO INC	COM NON VTG	579780206	482	3,112	SH		SOLE		3,112	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	2,544	16,411	SH		OTR	1	0	16,411	0
MCDONALDS CORP	COM	580135101	27,728	133,526	SH		OTR	1	0	133,526	0
MCDONALDS CORP	COM	580135101	1,436	6,914	SH		OTR	5	0	6,914	0
MCDONALDS CORP	COM	580135101	5,835	28,100	SH		SOLE		28,100	0	0
MCKESSON CORP	COM	58155Q103	20,086	149,461	SH		OTR	1	0	149,461	0
MCKESSON CORP	COM	58155Q103	2,260	16,816	SH		OTR	5	0	16,816	0
MCKESSON CORP	COM	58155Q103	5,052	37,595	SH		SOLE		37,595	0	0
MEDICAL PPTYS TRUST INC	COM	58463J304	810	46,456	SH		OTR	1	0	46,456	0
MEDICAL PPTYS TRUST INC	COM	58463J304	83	4,762	SH		SOLE		4,762	0	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	48	48,000	PRN		OTR	4	4,000	44,000	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	3,521	3,503,000	PRN		SOLE		3,503,000	0	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	18,202	18,122,000	PRN		OTR	1	0	18,122,000	0
MEDPACE HLDGS INC	COM	58506Q109	698	10,666	SH		SOLE		10,666	0	0
MEDPACE HLDGS INC	COM	58506Q109	3,848	58,813	SH		OTR	1	0	58,813	0
MEET GROUP INC	COM	58513U101	792	227,715	SH		OTR	1	0	227,715	0
MEET GROUP INC	COM	58513U101	153	43,900	SH		SOLE		43,900	0	0
MELCO RESORTS AND ENTMT LTD	ADR	585464100	1,553	71,500	SH		OTR	1	0	71,500	0
MELCO RESORTS AND ENTMT LTD	ADR	585464100	1,299	59,800	SH		SOLE		59,800	0	0
MERCANTILE BANK CORP	COM	587376104	319	9,800	SH		OTR	1	0	9,800	0
MERCANTILE BANK CORP	COM	587376104	55	1,700	SH		SOLE		1,700	0	0
MERCHANTS BANCORP IND	COM	58844R108	39	2,300	SH		SOLE		2,300	0	0
MERCHANTS BANCORP IND	COM	58844R108	237	13,900	SH		OTR	1	0	13,900	0
MERCK & CO INC	COM	58933Y105	13,620	162,430	SH		SOLE		162,430	0	0
MERCK & CO INC	COM	58933Y105	4,592	54,760	SH		OTR	5	0	54,760	0
MERCK & CO INC	COM	58933Y105	51,357	612,487	SH		OTR	1	0	612,487	0
MERCURY GENL CORP NEW	COM	589400100	6,593	105,488	SH		OTR	1	0	105,488	0
MERCURY GENL CORP NEW	COM	589400100	593	9,480	SH		SOLE		9,480	0	0
MERIDIAN BIOSCIENCE INC	COM	589584101	735	61,891	SH		OTR	1	0	61,891	0
MERIDIAN BIOSCIENCE INC	COM	589584101	144	12,100	SH		SOLE		12,100	0	0
MERITAGE HOMES CORP	COM	59001A102	3,671	71,500	SH		OTR	1	0	71,500	0
MERITAGE HOMES CORP	COM	59001A102	667	13,000	SH		SOLE		13,000	0	0
MERITOR INC	COM	59001K100	3,810	157,130	SH		OTR	1	0	157,130	0
MERITOR INC	COM	59001K100	688	28,360	SH		SOLE		28,360	0	0
METHODE ELECTRS INC	COM	591520200	494	17,300	SH		OTR	1	0	17,300	0
METHODE ELECTRS INC	COM	591520200	91	3,200	SH		SOLE		3,200	0	0
METLIFE INC	COM	59156R108	2,678	53,924	SH		OTR	5	0	53,924	0
METLIFE INC	COM	59156R108	5,663	114,008	SH		SOLE		114,008	0	0
METLIFE INC	COM	59156R108	15,134	304,687	SH		OTR	1	0	304,687	0
METROPOLITAN BK HLDG CORP	COM	591774104	1,672	38,003	SH		OTR	1	0	38,003	0
METROPOLITAN BK HLDG CORP	COM	591774104	298	6,779	SH		SOLE		6,779	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	4,305	5,125	SH		OTR	1	0	5,125	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	438	522	SH		SOLE		522	0	0
MFS HIGH INCOME MUN TR	SH BEN INT	59318D104	1,582	303,705	SH		SOLE		303,705	0	0
MFS MUN INCOME TR	SH BEN INT	552738106	688	98,613	SH		OTR	1	0	98,613	0
MFS MUN INCOME TR	SH BEN INT	552738106	2,426	347,524	SH		SOLE		347,524	0	0
MGIC INVT CORP WIS	COM	552848103	7,626	580,329	SH		OTR	1	0	580,329	0
MGIC INVT CORP WIS	COM	552848103	735	55,906	SH		SOLE		55,906	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	3,191	111,691	SH		OTR	1	0	111,691	0
MGM RESORTS INTERNATIONAL	COM	552953101	334	11,703	SH		SOLE		11,703	0	0
MICHAELS COS INC	COM	59408Q106	1,488	170,984	SH		OTR	1	0	170,984	0
MICHAELS COS INC	COM	59408Q106	93	10,736	SH		SOLE		10,736	0	0
MICROCHIP TECHNOLOGY INC	COM	595017104	5,284	60,946	SH		OTR	1	0	60,946	0
MICROCHIP TECHNOLOGY INC	COM	595017104	748	8,624	SH		SOLE		8,624	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	61,357	34,724,000	PRN		OTR	1	0	34,724,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	145	82,000	PRN		OTR	4	9,000	73,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	11,528	6,523,000	PRN		SOLE		6,523,000	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	14,553	12,327,000	PRN		OTR	1	0	12,327,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	14,348	12,153,000	PRN		SOLE		12,153,000	0	0
MICRON TECHNOLOGY INC	COM	595112103	2,658	68,871	SH		OTR	5	0	68,871	0
MICRON TECHNOLOGY INC	COM	595112103	3,948	102,306	SH		SOLE		102,306	0	0
MICRON TECHNOLOGY INC	COM	595112103	18,969	491,547	SH		OTR	1	0	491,547	0
MICRON TECHNOLOGY INC	NOTE 3.125% 5/0	595112AX1	14,686	3,809,000	PRN		OTR	1	0	3,809,000	0
MICRON TECHNOLOGY INC	NOTE 3.125% 5/0	595112AX1	5,930	1,538,000	PRN		SOLE		1,538,000	0	0
MICROSOFT CORP	COM	594918104	288,123	2,150,811	SH		OTR	1	0	2,150,811	0
MICROSOFT CORP	COM	594918104	19,503	145,586	SH		OTR	5	0	145,586	0
MICROSOFT CORP	COM	594918104	57,288	427,647	SH		SOLE		427,647	0	0
MICROSTRATEGY INC	CL A NEW	594972408	556	3,878	SH		OTR	1	0	3,878	0
MICROSTRATEGY INC	CL A NEW	594972408	115	800	SH		SOLE		800	0	0
MID AMER APT CMNTYS INC	COM	59522J103	6,955	59,062	SH		OTR	1	0	59,062	0
MID AMER APT CMNTYS INC	COM	59522J103	854	7,249	SH		SOLE		7,249	0	0
MID AMER APT CMNTYS INC	COM	59522J103	600	5,096	SH		OTR	5	0	5,096	0
MIDDLESEX WATER CO	COM	596680108	2,645	44,647	SH		OTR	1	0	44,647	0
MIDDLESEX WATER CO	COM	596680108	492	8,300	SH		SOLE		8,300	0	0
MIDSTATES PETE CO INC	COM PAR	59804T407	1,594	270,552	SH		OTR	1	0	270,552	0
MIDSTATES PETE CO INC	COM PAR	59804T407	286	48,635	SH		SOLE		48,635	0	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	1,496	53,503	SH		OTR	1	0	53,503	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	270	9,674	SH		SOLE		9,674	0	0
MILLER HERMAN INC	COM	600544100	3,239	72,457	SH		OTR	1	0	72,457	0
MILLER HERMAN INC	COM	600544100	568	12,700	SH		SOLE		12,700	0	0
MILLER INDS INC TENN	COM NEW	600551204	2,077	67,549	SH		OTR	1	0	67,549	0
MILLER INDS INC TENN	COM NEW	600551204	378	12,296	SH		SOLE		12,296	0	0
MIRATI THERAPEUTICS INC	COM	60468T105	288	2,800	SH		SOLE		2,800	0	0
MIRATI THERAPEUTICS INC	COM	60468T105	1,658	16,100	SH		OTR	1	0	16,100	0
MKS INSTRUMENT INC	COM	55306N104	5,918	75,980	SH		OTR	1	0	75,980	0
MKS INSTRUMENT INC	COM	55306N104	395	5,067	SH		SOLE		5,067	0	0
MOBILE TELESYSTEMS PJSC	SPONSORED ADR	607409109	379	40,665	SH		OTR	1	0	40,665	0
MOHAWK INDS INC	COM	608190104	1,172	7,946	SH		OTR	1	0	7,946	0
MOHAWK INDS INC	COM	608190104	191	1,298	SH		SOLE		1,298	0	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	32,787	9,421,000	PRN		OTR	1	0	9,421,000	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	160	46,000	PRN		OTR	4	4,000	42,000	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	9,164	2,632,000	PRN		SOLE		2,632,000	0	0
MOLSON COORS BREWING CO	CL B	60871R209	4,767	85,121	SH		OTR	1	0	85,121	0
MOLSON COORS BREWING CO	CL B	60871R209	1,205	21,520	SH		SOLE		21,520	0	0
MOLSON COORS BREWING CO	CL B	60871R209	1,160	20,706	SH		OTR	5	0	20,706	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	1,007	80,886	SH		OTR	1	0	80,886	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	181	14,562	SH		SOLE		14,562	0	0
MOMO INC	ADR	60879B107	906	25,300	SH		OTR	1	0	25,300	0
MOMO INC	ADR	60879B107	347	9,700	SH		SOLE		9,700	0	0
MONDELEZ INTL INC	CL A	609207105	12,508	232,063	SH		OTR	1	0	232,063	0
MONDELEZ INTL INC	CL A	609207105	2,008	37,248	SH		SOLE		37,248	0	0
MONOTYPE IMAGING HOLDINGS IN	COM	61022P100	317	18,852	SH		OTR	1	0	18,852	0
MONOTYPE IMAGING HOLDINGS IN	COM	61022P100	59	3,500	SH		SOLE		3,500	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	589	9,221	SH		SOLE		9,221	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	3,372	52,825	SH		OTR	1	0	52,825	0
MOODYS CORP	COM	615369105	4,618	23,647	SH		OTR	1	0	23,647	0
MOODYS CORP	COM	615369105	744	3,808	SH		SOLE		3,808	0	0
MOOG INC	CL A	615394202	4,081	43,600	SH		OTR	1	0	43,600	0
MOOG INC	CL A	615394202	740	7,900	SH		SOLE		7,900	0	0
MORGAN STANLEY	COM NEW	617446448	9,479	216,366	SH		OTR	1	0	216,366	0
MORGAN STANLEY	COM NEW	617446448	1,319	30,105	SH		SOLE		30,105	0	0
MOSAIC CO NEW	COM	61945C103	4,244	169,568	SH		OTR	1	0	169,568	0
MOSAIC CO NEW	COM	61945C103	736	29,420	SH		OTR	5	0	29,420	0
MOSAIC CO NEW	COM	61945C103	975	38,960	SH		SOLE		38,960	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	4,162	24,961	SH		OTR	1	0	24,961	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	1,644	9,862	SH		SOLE		9,862	0	0
MSCI INC	COM	55354G100	9,504	39,800	SH		OTR	1	0	39,800	0
MSCI INC	COM	55354G100	1,596	6,685	SH		SOLE		6,685	0	0
MSCI INC	COM	55354G100	576	2,411	SH		OTR	5	0	2,411	0
MUELLER INDS INC	COM	624756102	3,664	125,184	SH		OTR	1	0	125,184	0
MUELLER INDS INC	COM	624756102	653	22,300	SH		SOLE		22,300	0	0
MURPHY USA INC	COM	626755102	4,020	47,846	SH		OTR	1	0	47,846	0
MURPHY USA INC	COM	626755102	723	8,600	SH		SOLE		8,600	0	0
MYERS INDS INC	COM	628464109	917	47,600	SH		OTR	1	0	47,600	0
MYERS INDS INC	COM	628464109	166	8,600	SH		SOLE		8,600	0	0
MYR GROUP INC DEL	COM	55405W104	3,243	86,835	SH		OTR	1	0	86,835	0
MYR GROUP INC DEL	COM	55405W104	583	15,600	SH		SOLE		15,600	0	0
MYRIAD GENETICS INC	COM	62855J104	1,423	51,223	SH		OTR	1	0	51,223	0
MYRIAD GENETICS INC	COM	62855J104	256	9,221	SH		SOLE		9,221	0	0
NABORS INDS INC NEW	NOTE 0.750% 1/1	62957HAB1	361	503,000	PRN		SOLE		503,000	0	0
NACCO INDS INC	CL A	629579103	708	13,625	SH		OTR	1	0	13,625	0
NACCO INDS INC	CL A	629579103	130	2,500	SH		SOLE		2,500	0	0
NANOMETRICS INC	COM	630077105	372	10,722	SH		OTR	1	0	10,722	0
NANOMETRICS INC	COM	630077105	69	2,000	SH		SOLE		2,000	0	0
NANOSTRING TECHNOLOGIES INC	COM	63009R109	3,605	118,793	SH		OTR	1	0	118,793	0
NANOSTRING TECHNOLOGIES INC	COM	63009R109	653	21,500	SH		SOLE		21,500	0	0
NASDAQ INC	COM	631103108	1,440	14,974	SH		OTR	1	0	14,974	0
NASDAQ INC	COM	631103108	241	2,505	SH		SOLE		2,505	0	0
NATIONAL FUEL GAS CO N J	COM	636180101	733	13,893	SH		OTR	1	0	13,893	0
NATIONAL GEN HLDGS CORP	COM	636220303	3,352	146,112	SH		OTR	1	0	146,112	0
NATIONAL GEN HLDGS CORP	COM	636220303	605	26,358	SH		SOLE		26,358	0	0
NATIONAL OILWELL VARCO INC	COM	637071101	1,108	49,822	SH		OTR	1	0	49,822	0
NATIONAL OILWELL VARCO INC	COM	637071101	183	8,219	SH		SOLE		8,219	0	0
NATIONAL RETAIL PPTYS INC	COM	637417106	551	10,390	SH		OTR	1	0	10,390	0
NATIONAL RETAIL PPTYS INC	COM	637417106	28	523	SH		SOLE		523	0	0
NATURAL GROCERS BY VITAMIN C	COM	63888U108	1,967	195,740	SH		OTR	1	0	195,740	0
NATURAL GROCERS BY VITAMIN C	COM	63888U108	356	35,440	SH		SOLE		35,440	0	0
NCR CORP NEW	COM	62886E108	5,898	189,634	SH		OTR	1	0	189,634	0
NCR CORP NEW	COM	62886E108	285	9,178	SH		SOLE		9,178	0	0
NEKTAR THERAPEUTICS	COM	640268108	801	22,503	SH		OTR	1	0	22,503	0
NEKTAR THERAPEUTICS	COM	640268108	130	3,648	SH		SOLE		3,648	0	0
NEOGENOMICS INC	COM NEW	64049M209	3,574	162,883	SH		OTR	1	0	162,883	0
NEOGENOMICS INC	COM NEW	64049M209	647	29,500	SH		SOLE		29,500	0	0
NETAPP INC	COM	64110D104	349	5,664	SH		SOLE		5,664	0	0
NETAPP INC	COM	64110D104	2,017	32,684	SH		OTR	1	0	32,684	0
NETEASE INC	SPONSORED ADR	64110W102	1,638	6,402	SH		OTR	1	0	6,402	0
NETEASE INC	SPONSORED ADR	64110W102	1,867	7,300	SH		SOLE		7,300	0	0
NETFLIX INC	COM	64110L106	45,218	123,103	SH		OTR	1	0	123,103	0
NETFLIX INC	COM	64110L106	3,202	8,718	SH		OTR	5	0	8,718	0
NETFLIX INC	COM	64110L106	7,709	20,987	SH		SOLE		20,987	0	0
NETSCOUT SYS INC	COM	64115T104	2,763	108,814	SH		OTR	1	0	108,814	0
NETSCOUT SYS INC	COM	64115T104	490	19,280	SH		SOLE		19,280	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	5,716	4,340,000	PRN		SOLE		4,340,000	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	98	75,000	PRN		OTR	4	7,000	68,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	23,743	18,045,000	PRN		OTR	1	0	18,045,000	0
NEW RELIC INC	NOTE 0.500% 5/0	64829BAB6	732	683,000	PRN		SOLE		683,000	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	6,372	638,522	SH		OTR	1	0	638,522	0
NEW YORK CMNTY BANCORP INC	COM	649445103	1,449	145,213	SH		SOLE		145,213	0	0
NEWELL BRANDS INC	COM	651229106	866	56,158	SH		OTR	1	0	56,158	0
NEWELL BRANDS INC	COM	651229106	134	8,680	SH		SOLE		8,680	0	0
NEWMONT GOLDCORP CORPORATION	COM	651639106	5,111	132,858	SH		OTR	1	0	132,858	0
NEWMONT GOLDCORP CORPORATION	COM	651639106	697	18,106	SH		SOLE		18,106	0	0
NEWPARK RES INC	NOTE 4.000%12/0	651718AE8	14,325	12,861,000	PRN		OTR	1	0	12,861,000	0
NEWPARK RES INC	NOTE 4.000%12/0	651718AE8	2,805	2,518,000	PRN		SOLE		2,518,000	0	0
NEWS CORP NEW	CL A	65249B109	1,338	99,192	SH		OTR	1	0	99,192	0
NEWS CORP NEW	CL A	65249B109	4	324	SH		OTR	5	0	324	0
NEWS CORP NEW	CL A	65249B109	189	14,028	SH		SOLE		14,028	0	0
NEWS CORP NEW	CL B	65249B208	973	69,697	SH		OTR	1	0	69,697	0
NEWS CORP NEW	CL B	65249B208	12	841	SH		OTR	5	0	841	0
NEWS CORP NEW	CL B	65249B208	280	20,027	SH		SOLE		20,027	0	0
NEXPOINT RESIDENTIAL TR INC	COM	65341D102	803	19,400	SH		OTR	1	0	19,400	0
NEXPOINT RESIDENTIAL TR INC	COM	65341D102	149	3,600	SH		SOLE		3,600	0	0
NEXSTAR MEDIA GROUP INC	CL A	65336K103	7,631	75,554	SH		OTR	1	0	75,554	0
NEXSTAR MEDIA GROUP INC	CL A	65336K103	655	6,489	SH		SOLE		6,489	0	0
NEXTERA ENERGY INC	COM	65339F101	3,418	16,686	SH		SOLE		16,686	0	0
NEXTERA ENERGY INC	COM	65339F101	16,181	78,985	SH		OTR	1	0	78,985	0
NEXTERA ENERGY INC	COM	65339F101	271	1,321	SH		OTR	5	0	1,321	0
NEXTGEN HEALTHCARE INC	COM	65343C102	623	31,292	SH		SOLE		31,292	0	0
NEXTGEN HEALTHCARE INC	COM	65343C102	3,447	173,235	SH		OTR	1	0	173,235	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	71,336	41,838,000	PRN		OTR	1	0	41,838,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	133	78,000	PRN		OTR	4	8,000	70,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	20,815	12,204,000	PRN		SOLE		12,204,000	0	0
NIKE INC	CL B	654106103	22,544	268,543	SH		OTR	1	0	268,543	0
NIKE INC	CL B	654106103	436	5,191	SH		OTR	5	0	5,191	0
NIKE INC	CL B	654106103	2,995	35,673	SH		SOLE		35,673	0	0
NISOURCE INC	COM	65473P105	1,387	48,167	SH		OTR	1	0	48,167	0
NISOURCE INC	COM	65473P105	236	8,200	SH		SOLE		8,200	0	0
NMI HLDGS INC	CL A	629209305	659	23,200	SH		SOLE		23,200	0	0
NMI HLDGS INC	CL A	629209305	3,645	128,382	SH		OTR	1	0	128,382	0
NOBLE ENERGY INC	COM	655044105	1,383	61,738	SH		OTR	1	0	61,738	0
NOBLE ENERGY INC	COM	655044105	228	10,187	SH		SOLE		10,187	0	0
NORDSTROM INC	COM	655664100	433	13,577	SH		OTR	1	0	13,577	0
NORDSTROM INC	COM	655664100	83	2,591	SH		SOLE		2,591	0	0
NORFOLK SOUTHERN CORP	COM	655844108	11,370	57,043	SH		OTR	1	0	57,043	0
NORFOLK SOUTHERN CORP	COM	655844108	818	4,102	SH		OTR	5	0	4,102	0
NORFOLK SOUTHERN CORP	COM	655844108	1,844	9,249	SH		SOLE		9,249	0	0
NORTHEAST BK LEWISTON ME	COM	66405S100	566	20,523	SH		OTR	1	0	20,523	0
NORTHEAST BK LEWISTON ME	COM	66405S100	97	3,500	SH		SOLE		3,500	0	0
NORTHERN TR CORP	COM	665859104	713	7,925	SH		SOLE		7,925	0	0
NORTHERN TR CORP	COM	665859104	4,190	46,557	SH		OTR	1	0	46,557	0
NORTHROP GRUMMAN CORP	COM	666807102	2,208	6,833	SH		SOLE		6,833	0	0
NORTHROP GRUMMAN CORP	COM	666807102	650	2,013	SH		OTR	5	0	2,013	0
NORTHROP GRUMMAN CORP	COM	666807102	14,590	45,155	SH		OTR	1	0	45,155	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	10,474	1,800,000	PRN		OTR	1	0	1,800,000	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	5,255	903,000	PRN		SOLE		903,000	0	0
NRG ENERGY INC	COM NEW	629377508	12,644	360,036	SH		OTR	1	0	360,036	0
NRG ENERGY INC	COM NEW	629377508	1,858	52,896	SH		OTR	5	0	52,896	0
NRG ENERGY INC	COM NEW	629377508	2,864	81,549	SH		SOLE		81,549	0	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	21,862	20,421,000	PRN		OTR	1	0	20,421,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	4,643	4,337,000	PRN		SOLE		4,337,000	0	0
NU SKIN ENTERPRISES INC	CL A	67018T105	322	6,538	SH		SOLE		6,538	0	0
NU SKIN ENTERPRISES INC	CL A	67018T105	1,948	39,500	SH		OTR	1	0	39,500	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	11,276	706,091	SH		OTR	1	0	706,091	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	1,481	92,754	SH		SOLE		92,754	0	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	19,313	19,609,000	PRN		OTR	1	0	19,609,000	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	3,744	3,801,000	PRN		SOLE		3,801,000	0	0
NUCOR CORP	COM	670346105	2,902	52,673	SH		OTR	1	0	52,673	0
NUCOR CORP	COM	670346105	422	7,658	SH		SOLE		7,658	0	0
NUTANIX INC	NOTE 1/1	67059NAB4	4,279	4,571,000	PRN		OTR	1	0	4,571,000	0
NUTANIX INC	NOTE 1/1	67059NAB4	1,942	2,074,000	PRN		SOLE		2,074,000	0	0
NUVASIVE INC	COM	670704105	4,282	73,154	SH		OTR	1	0	73,154	0
NUVASIVE INC	COM	670704105	779	13,300	SH		SOLE		13,300	0	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	4,869	4,278,000	PRN		SOLE		4,278,000	0	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	88	78,000	PRN		OTR	4	8,000	70,000	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	17,251	15,173,000	PRN		OTR	1	0	15,173,000	0
NUVEEN AMT FREE MUN CR INC F	COM	67071L106	17,938	1,130,278	SH		SOLE		1,130,278	0	0
NUVEEN AMT FREE QLTY MUN INC	COM	670657105	24,791	1,795,140	SH		SOLE		1,795,140	0	0
NUVEEN MARYLAND QLT MUN INC	COM	67061Q107	2,592	200,000	SH		SOLE		200,000	0	0
NUVEEN MICHIGAN QLT MUN INC	COM	670979103	4,068	300,000	SH		SOLE		300,000	0	0
NUVEEN MUNICIPAL CREDIT INC	COM SH BEN INT	67070X101	19,928	1,265,291	SH		SOLE		1,265,291	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	1,309	100,000	SH		OTR	1	0	100,000	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	7,181	548,590	SH		SOLE		548,590	0	0
NUVEEN PENNSYLVANIA QLT MUN	COM	670972108	7,685	563,000	SH		SOLE		563,000	0	0
NVIDIA CORP	COM	67066G104	1,111	6,766	SH		OTR	5	0	6,766	0
NVIDIA CORP	COM	67066G104	3,460	21,071	SH		SOLE		21,071	0	0
NVIDIA CORP	COM	67066G104	22,839	139,068	SH		OTR	1	0	139,068	0
NVR INC	COM	62944T105	863	256	SH		OTR	5	0	256	0
NVR INC	COM	62944T105	974	289	SH		SOLE		289	0	0
NVR INC	COM	62944T105	12,736	3,779	SH		OTR	1	0	3,779	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	12,793	34,639	SH		OTR	1	0	34,639	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	134	362	SH		OTR	5	0	362	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	1,646	4,456	SH		SOLE		4,456	0	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	15,408	16,814,000	PRN		OTR	1	0	16,814,000	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	94	103,000	PRN		OTR	4	10,000	93,000	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	2,918	3,181,000	PRN		SOLE		3,181,000	0	0
OCCIDENTAL PETE CORP	COM	674599105	845	16,807	SH		SOLE		16,807	0	0
OCCIDENTAL PETE CORP	COM	674599105	6,648	132,218	SH		OTR	1	0	132,218	0
OFFICE DEPOT INC	COM	676220106	274	132,978	SH		SOLE		132,978	0	0
OFFICE DEPOT INC	COM	676220106	1,508	732,265	SH		OTR	1	0	732,265	0
OFG BANCORP	COM	67103X102	1,351	56,817	SH		OTR	1	0	56,817	0
OFG BANCORP	COM	67103X102	254	10,684	SH		SOLE		10,684	0	0
OGE ENERGY CORP	COM	670837103	653	15,345	SH		OTR	1	0	15,345	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	29,906	33,437,000	PRN		OTR	1	0	33,437,000	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	10,115	11,309,000	PRN		SOLE		11,309,000	0	0
OKTA INC	NOTE 0.250% 2/1	679295AB1	26,758	10,317,000	PRN		OTR	1	0	10,317,000	0
OKTA INC	NOTE 0.250% 2/1	679295AB1	9,135	3,522,000	PRN		SOLE		3,522,000	0	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	41	276	SH		SOLE		276	0	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	239	1,600	SH		OTR	1	0	1,600	0
OLD REP INTL CORP	COM	680223104	1,075	48,035	SH		SOLE		48,035	0	0
OLD REP INTL CORP	COM	680223104	7,150	319,502	SH		OTR	1	0	319,502	0
OLD REP INTL CORP	COM	680223104	274	12,239	SH		OTR	5	0	12,239	0
OLIN CORP	COM PAR $1	680665205	754	34,400	SH		OTR	1	0	34,400	0
OLIN CORP	COM PAR $1	680665205	128	5,855	SH		SOLE		5,855	0	0
OMEGA HEALTHCARE INVS INC	COM	681936100	6,789	184,726	SH		OTR	1	0	184,726	0
OMEGA HEALTHCARE INVS INC	COM	681936100	387	10,530	SH		OTR	5	0	10,530	0
OMEGA HEALTHCARE INVS INC	COM	681936100	808	21,986	SH		SOLE		21,986	0	0
OMNICELL INC	COM	68213N109	4,475	52,021	SH		OTR	1	0	52,021	0
OMNICELL INC	COM	68213N109	800	9,300	SH		SOLE		9,300	0	0
OMNICOM GROUP INC	COM	681919106	2,099	25,613	SH		OTR	5	0	25,613	0
OMNICOM GROUP INC	COM	681919106	3,148	38,412	SH		SOLE		38,412	0	0
OMNICOM GROUP INC	COM	681919106	17,542	214,055	SH		OTR	1	0	214,055	0
OMNOVA SOLUTIONS INC	COM	682129101	675	108,318	SH		OTR	1	0	108,318	0
OMNOVA SOLUTIONS INC	COM	682129101	122	19,600	SH		SOLE		19,600	0	0
ON SEMICONDUCTOR CORP	COM	682189105	9,627	476,351	SH		OTR	1	0	476,351	0
ON SEMICONDUCTOR CORP	COM	682189105	742	36,690	SH		SOLE		36,690	0	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	30,983	25,178,000	PRN		OTR	1	0	25,178,000	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	91	74,000	PRN		OTR	4	7,000	67,000	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	7,619	6,189,000	PRN		SOLE		6,189,000	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	2,476	2,028,000	PRN		SOLE		2,028,000	0	0
ONEOK INC NEW	COM	682680103	4,344	63,124	SH		OTR	1	0	63,124	0
ONEOK INC NEW	COM	682680103	726	10,547	SH		SOLE		10,547	0	0
ONESPAN INC	COM	68287N100	180	12,733	SH		OTR	1	0	12,733	0
ONESPAN INC	COM	68287N100	37	2,600	SH		SOLE		2,600	0	0
OPKO HEALTH INC	COM	68375N103	163	66,881	SH		SOLE		66,881	0	0
OPKO HEALTH INC	COM	68375N103	897	367,469	SH		OTR	1	0	367,469	0
ORACLE CORP	COM	68389X105	39,751	697,750	SH		OTR	1	0	697,750	0
ORACLE CORP	COM	68389X105	4,631	81,283	SH		OTR	5	0	81,283	0
ORACLE CORP	COM	68389X105	10,623	186,459	SH		SOLE		186,459	0	0
ORRSTOWN FINL SVCS INC	COM	687380105	464	21,101	SH		OTR	1	0	21,101	0
ORRSTOWN FINL SVCS INC	COM	687380105	86	3,892	SH		SOLE		3,892	0	0
ORTHOFIX MED INC	COM	68752M108	1,957	37,000	SH		OTR	1	0	37,000	0
ORTHOFIX MED INC	COM	68752M108	344	6,500	SH		SOLE		6,500	0	0
OSHKOSH CORP	COM	688239201	1,491	17,862	SH		OTR	5	0	17,862	0
OSHKOSH CORP	COM	688239201	1,847	22,125	SH		SOLE		22,125	0	0
OSHKOSH CORP	COM	688239201	10,700	128,154	SH		OTR	1	0	128,154	0
OSI SYSTEMS INC	COM	671044105	1,016	9,025	SH		OTR	1	0	9,025	0
OSI SYSTEMS INC	COM	671044105	203	1,800	SH		SOLE		1,800	0	0
OUTFRONT MEDIA INC	COM	69007J106	2,453	95,109	SH		OTR	1	0	95,109	0
OUTFRONT MEDIA INC	COM	69007J106	267	10,364	SH		SOLE		10,364	0	0
OVERSEAS SHIPHOLDING GROUP I	CL A NEW	69036R863	869	462,151	SH		OTR	1	0	462,151	0
OVERSEAS SHIPHOLDING GROUP I	CL A NEW	69036R863	158	84,051	SH		SOLE		84,051	0	0
OWENS CORNING NEW	COM	690742101	1,228	21,096	SH		OTR	1	0	21,096	0
OWENS CORNING NEW	COM	690742101	23	392	SH		SOLE		392	0	0
PACCAR INC	COM	693718108	519	7,237	SH		OTR	5	0	7,237	0
PACCAR INC	COM	693718108	3,220	44,938	SH		SOLE		44,938	0	0
PACCAR INC	COM	693718108	8,778	122,492	SH		OTR	1	0	122,492	0
PACIRA BIOSCIENCES	COM	695127100	657	15,097	SH		SOLE		15,097	0	0
PACIRA BIOSCIENCES	COM	695127100	3,600	82,788	SH		OTR	1	0	82,788	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	18,125	17,667,000	PRN		OTR	1	0	17,667,000	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	52	51,000	PRN		OTR	4	5,000	46,000	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	5,214	5,080,000	PRN		SOLE		5,080,000	0	0
PACKAGING CORP AMER	COM	695156109	3,107	32,597	SH		OTR	1	0	32,597	0
PACKAGING CORP AMER	COM	695156109	406	4,263	SH		OTR	5	0	4,263	0
PACKAGING CORP AMER	COM	695156109	771	8,088	SH		SOLE		8,088	0	0
PALO ALTO NETWORKS INC	COM	697435105	12,241	60,075	SH		OTR	1	0	60,075	0
PALO ALTO NETWORKS INC	COM	697435105	1,023	5,022	SH		SOLE		5,022	0	0
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	506	24,662	SH		OTR	1	0	24,662	0
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	92	4,507	SH		SOLE		4,507	0	0
PARK HOTELS RESORTS INC	COM	700517105	4,173	151,409	SH		OTR	1	0	151,409	0
PARK HOTELS RESORTS INC	COM	700517105	365	13,240	SH		SOLE		13,240	0	0
PARK OHIO HLDGS CORP	COM	700666100	1,635	50,173	SH		OTR	1	0	50,173	0
PARK OHIO HLDGS CORP	COM	700666100	294	9,009	SH		SOLE		9,009	0	0
PARKER HANNIFIN CORP	COM	701094104	3,471	20,416	SH		OTR	1	0	20,416	0
PARKER HANNIFIN CORP	COM	701094104	561	3,300	SH		SOLE		3,300	0	0
PATRICK INDS INC	COM	703343103	2,038	41,439	SH		OTR	1	0	41,439	0
PATRICK INDS INC	COM	703343103	362	7,351	SH		SOLE		7,351	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	92	102,000	PRN		OTR	4	10,000	92,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	8,115	8,901,000	PRN		SOLE		8,901,000	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	27,118	29,780,000	PRN		OTR	1	0	29,780,000	0
PATTERSON UTI ENERGY INC	COM	703481101	169	14,710	SH		SOLE		14,710	0	0
PATTERSON UTI ENERGY INC	COM	703481101	2,580	224,121	SH		OTR	1	0	224,121	0
PAYCHEX INC	COM	704326107	3,702	44,993	SH		OTR	1	0	44,993	0
PAYCHEX INC	COM	704326107	629	7,643	SH		SOLE		7,643	0	0
PAYCOM SOFTWARE INC	COM	70432V102	2,824	12,458	SH		OTR	1	0	12,458	0
PAYCOM SOFTWARE INC	COM	70432V102	328	1,445	SH		SOLE		1,445	0	0
PAYLOCITY HLDG CORP	COM	70438V106	2,288	24,386	SH		OTR	1	0	24,386	0
PAYLOCITY HLDG CORP	COM	70438V106	413	4,400	SH		SOLE		4,400	0	0
PAYPAL HLDGS INC	COM	70450Y103	10,456	91,349	SH		SOLE		91,349	0	0
PAYPAL HLDGS INC	COM	70450Y103	48,737	425,798	SH		OTR	1	0	425,798	0
PAYPAL HLDGS INC	COM	70450Y103	4,380	38,267	SH		OTR	5	0	38,267	0
PBF ENERGY INC	CL A	69318G106	419	13,373	SH		SOLE		13,373	0	0
PBF ENERGY INC	CL A	69318G106	5,046	161,206	SH		OTR	1	0	161,206	0
PC CONNECTION INC	COM	69318J100	388	11,092	SH		OTR	1	0	11,092	0
PC CONNECTION INC	COM	69318J100	70	2,000	SH		SOLE		2,000	0	0
PDF SOLUTIONS INC	COM	693282105	171	13,000	SH		OTR	1	0	13,000	0
PDF SOLUTIONS INC	COM	693282105	31	2,400	SH		SOLE		2,400	0	0
PEABODY ENERGY CORP NEW	COM	704551100	3,736	155,033	SH		OTR	1	0	155,033	0
PEABODY ENERGY CORP NEW	COM	704551100	673	27,915	SH		SOLE		27,915	0	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	2,551	90,708	SH		OTR	1	0	90,708	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	455	16,176	SH		SOLE		16,176	0	0
PENNYMAC MTG INVT TR	COM	70931T103	3,299	151,135	SH		OTR	1	0	151,135	0
PENNYMAC MTG INVT TR	COM	70931T103	589	27,000	SH		SOLE		27,000	0	0
PEOPLES UTD FINL INC	COM	712704105	134	7,974	SH		SOLE		7,974	0	0
PEOPLES UTD FINL INC	COM	712704105	854	50,912	SH		OTR	1	0	50,912	0
PEPSICO INC	COM	713448108	49,891	380,467	SH		OTR	1	0	380,467	0
PEPSICO INC	COM	713448108	5,355	40,838	SH		OTR	5	0	40,838	0
PEPSICO INC	COM	713448108	13,288	101,332	SH		SOLE		101,332	0	0
PERFICIENT INC	COM	71375U101	2,363	68,861	SH		OTR	1	0	68,861	0
PERFICIENT INC	COM	71375U101	415	12,100	SH		SOLE		12,100	0	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	4,778	119,353	SH		OTR	1	0	119,353	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	857	21,400	SH		SOLE		21,400	0	0
PERKINELMER INC	COM	714046109	207	2,147	SH		SOLE		2,147	0	0
PERKINELMER INC	COM	714046109	1,379	14,319	SH		OTR	1	0	14,319	0
PERSPECTA INC	COM	715347100	1,573	67,183	SH		OTR	1	0	67,183	0
PERSPECTA INC	COM	715347100	285	12,179	SH		SOLE		12,179	0	0
PFIZER INC	COM	717081103	44,032	1,016,441	SH		OTR	1	0	1,016,441	0
PFIZER INC	COM	717081103	3,518	81,212	SH		OTR	5	0	81,212	0
PFIZER INC	COM	717081103	10,639	245,599	SH		SOLE		245,599	0	0
PG&E CORP	COM	69331C108	2,297	100,230	SH		OTR	1	0	100,230	0
PG&E CORP	COM	69331C108	230	10,043	SH		SOLE		10,043	0	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	3,202	100,792	SH		OTR	1	0	100,792	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	577	18,162	SH		SOLE		18,162	0	0
PHILIP MORRIS INTL INC	COM	718172109	1,998	25,444	SH		SOLE		25,444	0	0
PHILIP MORRIS INTL INC	COM	718172109	20,976	267,105	SH		OTR	1	0	267,105	0
PHILIP MORRIS INTL INC	COM	718172109	914	11,640	SH		OTR	5	0	11,640	0
PHILLIPS 66	COM	718546104	3,204	34,250	SH		SOLE		34,250	0	0
PHILLIPS 66	COM	718546104	8,537	91,264	SH		OTR	1	0	91,264	0
PHILLIPS 66	COM	718546104	307	3,285	SH		OTR	5	0	3,285	0
PHOTRONICS INC	COM	719405102	2,267	276,437	SH		OTR	1	0	276,437	0
PHOTRONICS INC	COM	719405102	405	49,400	SH		SOLE		49,400	0	0
PHYSICIANS RLTY TR	COM	71943U104	678	38,900	SH		OTR	1	0	38,900	0
PHYSICIANS RLTY TR	COM	71943U104	122	7,000	SH		SOLE		7,000	0	0
PILGRIMS PRIDE CORP NEW	COM	72147K108	10,414	410,168	SH		OTR	1	0	410,168	0
PILGRIMS PRIDE CORP NEW	COM	72147K108	1,558	61,379	SH		SOLE		61,379	0	0
PINNACLE WEST CAP CORP	COM	723484101	326	3,470	SH		SOLE		3,470	0	0
PINNACLE WEST CAP CORP	COM	723484101	3,240	34,439	SH		OTR	1	0	34,439	0
PINNACLE WEST CAP CORP	COM	723484101	31	330	SH		OTR	5	0	330	0
PIONEER MUN HIGH INCOME TR	COM SHS	723763108	1,037	84,969	SH		OTR	1	0	84,969	0
PIONEER NAT RES CO	COM	723787107	569	3,698	SH		SOLE		3,698	0	0
PIONEER NAT RES CO	COM	723787107	3,499	22,742	SH		OTR	1	0	22,742	0
PIVOTAL SOFTWARE INC	COM CL A	72582H107	1,702	161,165	SH		OTR	1	0	161,165	0
PIVOTAL SOFTWARE INC	COM CL A	72582H107	215	20,385	SH		SOLE		20,385	0	0
PLAINS GP HLDGS L P	LTD PARTNR INT A	72651A207	1,346	53,900	SH		SOLE		53,900	0	0
PLEXUS CORP	COM	729132100	839	14,373	SH		OTR	1	0	14,373	0
PLEXUS CORP	COM	729132100	146	2,500	SH		SOLE		2,500	0	0
PNC FINL SVCS GROUP INC	COM	693475105	10,199	74,293	SH		OTR	1	0	74,293	0
PNC FINL SVCS GROUP INC	COM	693475105	1,471	10,712	SH		SOLE		10,712	0	0
PORTLAND GEN ELEC CO	COM NEW	736508847	915	16,896	SH		SOLE		16,896	0	0
PORTLAND GEN ELEC CO	COM NEW	736508847	5,080	93,772	SH		OTR	1	0	93,772	0
PORTOLA PHARMACEUTICALS INC	COM	737010108	1,421	52,394	SH		OTR	1	0	52,394	0
PORTOLA PHARMACEUTICALS INC	COM	737010108	249	9,196	SH		SOLE		9,196	0	0
POST HLDGS INC	COM	737446104	12,284	118,152	SH		OTR	1	0	118,152	0
POST HLDGS INC	COM	737446104	1,255	12,075	SH		OTR	5	0	12,075	0
POST HLDGS INC	COM	737446104	2,252	21,656	SH		SOLE		21,656	0	0
POTBELLY CORP	COM	73754Y100	394	77,502	SH		OTR	1	0	77,502	0
POTBELLY CORP	COM	73754Y100	72	14,150	SH		SOLE		14,150	0	0
POWELL INDS INC	COM	739128106	642	16,900	SH		OTR	1	0	16,900	0
POWELL INDS INC	COM	739128106	118	3,100	SH		SOLE		3,100	0	0
PPG INDS INC	COM	693506107	5,917	50,702	SH		OTR	1	0	50,702	0
PPG INDS INC	COM	693506107	655	5,611	SH		SOLE		5,611	0	0
PPL CORP	COM	69351T106	4,417	142,449	SH		OTR	1	0	142,449	0
PPL CORP	COM	69351T106	529	17,059	SH		SOLE		17,059	0	0
PPL CORP	COM	69351T106	1	23	SH		OTR	5	0	23	0
PRA HEALTH SCIENCES INC	COM	69354M108	14,455	145,793	SH		OTR	1	0	145,793	0
PRA HEALTH SCIENCES INC	COM	69354M108	1,379	13,913	SH		OTR	5	0	13,913	0
PRA HEALTH SCIENCES INC	COM	69354M108	1,909	19,257	SH		SOLE		19,257	0	0
PREFERRED APT CMNTYS INC	COM	74039L103	736	49,224	SH		OTR	1	0	49,224	0
PREFERRED APT CMNTYS INC	COM	74039L103	144	9,600	SH		SOLE		9,600	0	0
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	1,852	39,200	SH		OTR	1	0	39,200	0
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	335	7,100	SH		SOLE		7,100	0	0
PREFORMED LINE PRODS CO	COM	740444104	254	4,567	SH		OTR	1	0	4,567	0
PREFORMED LINE PRODS CO	COM	740444104	48	870	SH		SOLE		870	0	0
PRESIDIO INC	COM	74102M103	2,662	194,728	SH		OTR	1	0	194,728	0
PRESIDIO INC	COM	74102M103	485	35,475	SH		SOLE		35,475	0	0
PRICE T ROWE GROUP INC	COM	74144T108	580	5,286	SH		SOLE		5,286	0	0
PRICE T ROWE GROUP INC	COM	74144T108	3,503	31,927	SH		OTR	1	0	31,927	0
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	8,602	5,977,000	PRN		OTR	1	0	5,977,000	0
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	140	97,000	PRN		OTR	4	9,000	88,000	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	37,643	32,836,000	PRN		OTR	1	0	32,836,000	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	20,697	18,054,000	PRN		SOLE		18,054,000	0	0
PRIMO WTR CORP	COM	74165N105	531	43,200	SH		OTR	1	0	43,200	0
PRIMO WTR CORP	COM	74165N105	103	8,400	SH		SOLE		8,400	0	0
PRINCIPAL FINL GROUP INC	COM	74251V102	266	4,586	SH		SOLE		4,586	0	0
PRINCIPAL FINL GROUP INC	COM	74251V102	4,014	69,307	SH		OTR	1	0	69,307	0
PROCTER AND GAMBLE CO	COM	742718109	18,547	169,144	SH		SOLE		169,144	0	0
PROCTER AND GAMBLE CO	COM	742718109	7,119	64,925	SH		OTR	5	0	64,925	0
PROCTER AND GAMBLE CO	COM	742718109	58,182	530,617	SH		OTR	1	0	530,617	0
PROGRESS SOFTWARE CORP	COM	743312100	3,424	78,506	SH		OTR	1	0	78,506	0
PROGRESS SOFTWARE CORP	COM	743312100	621	14,226	SH		SOLE		14,226	0	0
PROGRESSIVE CORP OHIO	COM	743315103	24,407	305,351	SH		OTR	1	0	305,351	0
PROGRESSIVE CORP OHIO	COM	743315103	2,673	33,441	SH		OTR	5	0	33,441	0
PROGRESSIVE CORP OHIO	COM	743315103	5,792	72,460	SH		SOLE		72,460	0	0
PROLOGIS INC	COM	74340W103	8,719	108,852	SH		OTR	1	0	108,852	0
PROLOGIS INC	COM	74340W103	1,191	14,863	SH		SOLE		14,863	0	0
PROPETRO HLDG CORP	COM	74347M108	691	33,400	SH		SOLE		33,400	0	0
PROPETRO HLDG CORP	COM	74347M108	3,843	185,644	SH		OTR	1	0	185,644	0
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	1,361	1,346,000	PRN		SOLE		1,346,000	0	0
PRUDENTIAL FINL INC	COM	744320102	750	7,425	SH		OTR	5	0	7,425	0
PRUDENTIAL FINL INC	COM	744320102	1,892	18,731	SH		SOLE		18,731	0	0
PRUDENTIAL FINL INC	COM	744320102	9,579	94,843	SH		OTR	1	0	94,843	0
PS BUSINESS PKS INC CALIF	COM	69360J107	4,352	25,821	SH		OTR	1	0	25,821	0
PS BUSINESS PKS INC CALIF	COM	69360J107	809	4,800	SH		SOLE		4,800	0	0
PTC THERAPEUTICS INC	COM	69366J200	1,835	40,783	SH		OTR	1	0	40,783	0
PTC THERAPEUTICS INC	COM	69366J200	339	7,527	SH		SOLE		7,527	0	0
PUBLIC STORAGE	COM	74460D109	16,600	69,699	SH		OTR	1	0	69,699	0
PUBLIC STORAGE	COM	74460D109	2,423	10,175	SH		OTR	5	0	10,175	0
PUBLIC STORAGE	COM	74460D109	3,964	16,644	SH		SOLE		16,644	0	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	6,738	114,550	SH		OTR	1	0	114,550	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	876	14,891	SH		SOLE		14,891	0	0
PULTE GROUP INC	COM	745867101	17,998	569,191	SH		OTR	1	0	569,191	0
PULTE GROUP INC	COM	745867101	1,807	57,160	SH		OTR	5	0	57,160	0
PULTE GROUP INC	COM	745867101	4,091	129,383	SH		SOLE		129,383	0	0
PURE STORAGE INC	NOTE 0.125% 4/1	74624MAB8	6,558	6,813,000	PRN		OTR	1	0	6,813,000	0
PURE STORAGE INC	NOTE 0.125% 4/1	74624MAB8	2,865	2,977,000	PRN		SOLE		2,977,000	0	0
PUTNAM MUN OPPORTUNITIES TR	SH BEN INT	746922103	15,635	1,234,990	SH		SOLE		1,234,990	0	0
PVH CORP	COM	693656100	915	9,671	SH		OTR	1	0	9,671	0
PVH CORP	COM	693656100	147	1,548	SH		SOLE		1,548	0	0
Q2 HLDGS INC	COM	74736L109	252	3,300	SH		SOLE		3,300	0	0
Q2 HLDGS INC	COM	74736L109	1,383	18,110	SH		OTR	1	0	18,110	0
Q2 HLDGS INC	NOTE 0.750% 2/1	74736LAB5	571	399,000	PRN		SOLE		399,000	0	0
QEP RES INC	COM	74733V100	256	35,387	SH		SOLE		35,387	0	0
QEP RES INC	COM	74733V100	1,257	173,900	SH		OTR	1	0	173,900	0
QORVO INC	COM	74736K101	13,445	201,854	SH		OTR	1	0	201,854	0
QORVO INC	COM	74736K101	1,797	26,974	SH		OTR	5	0	26,974	0
QORVO INC	COM	74736K101	2,673	40,126	SH		SOLE		40,126	0	0
QUALCOMM INC	COM	747525103	19,406	255,103	SH		OTR	1	0	255,103	0
QUALCOMM INC	COM	747525103	213	2,803	SH		OTR	5	0	2,803	0
QUALCOMM INC	COM	747525103	2,400	31,544	SH		SOLE		31,544	0	0
QUALYS INC	COM	74758T303	1,393	16,000	SH		OTR	1	0	16,000	0
QUALYS INC	COM	74758T303	253	2,900	SH		SOLE		2,900	0	0
QUANEX BUILDING PRODUCTS COR	COM	747619104	3,145	166,472	SH		OTR	1	0	166,472	0
QUANEX BUILDING PRODUCTS COR	COM	747619104	565	29,900	SH		SOLE		29,900	0	0
QUANTA SVCS INC	COM	74762E102	126	3,306	SH		SOLE		3,306	0	0
QUANTA SVCS INC	COM	74762E102	754	19,742	SH		OTR	1	0	19,742	0
QUEST DIAGNOSTICS INC	COM	74834L100	1,766	17,346	SH		OTR	1	0	17,346	0
QUEST DIAGNOSTICS INC	COM	74834L100	307	3,017	SH		SOLE		3,017	0	0
QUINSTREET INC	COM	74874Q100	802	50,600	SH		OTR	1	0	50,600	0
QUINSTREET INC	COM	74874Q100	159	10,000	SH		SOLE		10,000	0	0
QUOTIENT TECHNOLOGY INC	NOTE 1.750%12/0	749119AB9	14,076	14,543,000	PRN		OTR	1	0	14,543,000	0
QUOTIENT TECHNOLOGY INC	NOTE 1.750%12/0	749119AB9	3,605	3,725,000	PRN		SOLE		3,725,000	0	0
RADIAN GROUP INC	COM	750236101	914	40,000	SH		SOLE		40,000	0	0
RADIAN GROUP INC	COM	750236101	5,071	221,907	SH		OTR	1	0	221,907	0
RADIANT LOGISTICS INC	COM	75025X100	980	159,687	SH		OTR	1	0	159,687	0
RADIANT LOGISTICS INC	COM	75025X100	182	29,700	SH		SOLE		29,700	0	0
RADIUS HEALTH INC	COM NEW	750469207	1,329	54,539	SH		OTR	1	0	54,539	0
RADIUS HEALTH INC	COM NEW	750469207	242	9,949	SH		SOLE		9,949	0	0
RADIUS HEALTH INC	NOTE 3.000% 9/0	750469AA6	1,002	1,104,000	PRN		OTR	1	0	1,104,000	0
RADIUS HEALTH INC	NOTE 3.000% 9/0	750469AA6	532	586,000	PRN		SOLE		586,000	0	0
RADNET INC	COM	750491102	348	25,206	SH		OTR	1	0	25,206	0
RADNET INC	COM	750491102	58	4,186	SH		SOLE		4,186	0	0
RALPH LAUREN CORP	CL A	751212101	9,018	79,387	SH		OTR	1	0	79,387	0
RALPH LAUREN CORP	CL A	751212101	1,542	13,573	SH		OTR	5	0	13,573	0
RALPH LAUREN CORP	CL A	751212101	3,293	28,993	SH		SOLE		28,993	0	0
RAMBUS INC DEL	COM	750917106	624	51,857	SH		OTR	1	0	51,857	0
RAMBUS INC DEL	COM	750917106	110	9,100	SH		SOLE		9,100	0	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	16,313	16,548,000	PRN		OTR	1	0	16,548,000	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	1,744	1,769,000	PRN		SOLE		1,769,000	0	0
RAPID7 INC	COM	753422104	185	3,200	SH		OTR	1	0	3,200	0
RAPID7 INC	COM	753422104	35	600	SH		SOLE		600	0	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	8,724	103,183	SH		OTR	1	0	103,183	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	1,245	14,722	SH		OTR	5	0	14,722	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	3,256	38,508	SH		SOLE		38,508	0	0
RAYONIER INC	COM	754907103	529	17,462	SH		SOLE		17,462	0	0
RAYONIER INC	COM	754907103	2,822	93,149	SH		OTR	1	0	93,149	0
RAYONIER INC	COM	754907103	112	3,684	SH		OTR	5	0	3,684	0
RAYTHEON CO	COM NEW	755111507	8,872	51,022	SH		OTR	1	0	51,022	0
RAYTHEON CO	COM NEW	755111507	1,233	7,091	SH		SOLE		7,091	0	0
RBB BANCORP	COM	74930B105	1,829	94,586	SH		OTR	1	0	94,586	0
RBB BANCORP	COM	74930B105	328	16,949	SH		SOLE		16,949	0	0
REALOGY HLDGS CORP	COM	75605Y106	244	33,756	SH		OTR	1	0	33,756	0
REALOGY HLDGS CORP	COM	75605Y106	26	3,600	SH		SOLE		3,600	0	0
REALPAGE INC	NOTE 1.500%11/1	75606NAB5	652	434,000	PRN		SOLE		434,000	0	0
REALTY INCOME CORP	COM	756109104	4,757	68,974	SH		OTR	1	0	68,974	0
REALTY INCOME CORP	COM	756109104	563	8,168	SH		SOLE		8,168	0	0
RED HAT INC	COM	756577102	4,309	22,947	SH		OTR	1	0	22,947	0
RED HAT INC	COM	756577102	731	3,894	SH		SOLE		3,894	0	0
RED HAT INC	NOTE 0.250%10/0	756577AD4	32,659	12,828,000	PRN		OTR	1	0	12,828,000	0
RED HAT INC	NOTE 0.250%10/0	756577AD4	19,542	7,669,000	PRN		SOLE		7,669,000	0	0
RED HAT INC	NOTE 0.250%10/0	756577AD4	244	96,000	PRN		OTR	4	9,000	87,000	0
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	446	455,000	PRN		SOLE		455,000	0	0
REGAL BELOIT CORP	COM	758750103	2,875	35,182	SH		OTR	1	0	35,182	0
REGAL BELOIT CORP	COM	758750103	172	2,104	SH		SOLE		2,104	0	0
REGENCY CTRS CORP	COM	758849103	1,453	21,773	SH		OTR	1	0	21,773	0
REGENCY CTRS CORP	COM	758849103	248	3,710	SH		SOLE		3,710	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	8,298	26,512	SH		OTR	1	0	26,512	0
REGENERON PHARMACEUTICALS	COM	75886F107	603	1,928	SH		SOLE		1,928	0	0
REGENXBIO INC	COM	75901B107	224	4,357	SH		SOLE		4,357	0	0
REGENXBIO INC	COM	75901B107	1,249	24,312	SH		OTR	1	0	24,312	0
REGIONS FINL CORP NEW	COM	7591EP100	1,954	130,803	SH		OTR	1	0	130,803	0
REGIONS FINL CORP NEW	COM	7591EP100	339	22,683	SH		SOLE		22,683	0	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	10,332	66,219	SH		OTR	1	0	66,219	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	1,043	6,685	SH		OTR	5	0	6,685	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	1,937	12,412	SH		SOLE		12,412	0	0
RENASANT CORP	COM	75970E107	190	5,300	SH		OTR	1	0	5,300	0
RENASANT CORP	COM	75970E107	36	1,000	SH		SOLE		1,000	0	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	1,227	77,386	SH		OTR	1	0	77,386	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	222	13,990	SH		SOLE		13,990	0	0
RENT A CTR INC NEW	COM	76009N100	3,560	133,671	SH		OTR	1	0	133,671	0
RENT A CTR INC NEW	COM	76009N100	644	24,200	SH		SOLE		24,200	0	0
REPLIGEN CORP	COM	759916109	2,863	33,313	SH		OTR	1	0	33,313	0
REPLIGEN CORP	COM	759916109	516	5,998	SH		SOLE		5,998	0	0
REPUBLIC BANCORP KY	CL A	760281204	1,504	30,231	SH		OTR	1	0	30,231	0
REPUBLIC BANCORP KY	CL A	760281204	269	5,411	SH		SOLE		5,411	0	0
REPUBLIC SVCS INC	COM	760759100	9,177	105,921	SH		OTR	1	0	105,921	0
REPUBLIC SVCS INC	COM	760759100	1,205	13,904	SH		OTR	5	0	13,904	0
REPUBLIC SVCS INC	COM	760759100	2,101	24,253	SH		SOLE		24,253	0	0
RESMED INC	COM	761152107	2,259	18,511	SH		OTR	1	0	18,511	0
RESMED INC	COM	761152107	395	3,235	SH		SOLE		3,235	0	0
RETROPHIN INC	COM	761299106	1,293	64,373	SH		OTR	1	0	64,373	0
RETROPHIN INC	COM	761299106	232	11,527	SH		SOLE		11,527	0	0
REX AMERICAN RESOURCES CORP	COM	761624105	306	4,200	SH		SOLE		4,200	0	0
REX AMERICAN RESOURCES CORP	COM	761624105	1,786	24,501	SH		OTR	1	0	24,501	0
REXFORD INDL RLTY INC	COM	76169C100	2,333	57,800	SH		OTR	1	0	57,800	0
REXFORD INDL RLTY INC	COM	76169C100	416	10,300	SH		SOLE		10,300	0	0
RINGCENTRAL INC	CL A	76680R206	2,292	19,946	SH		OTR	1	0	19,946	0
RINGCENTRAL INC	CL A	76680R206	418	3,635	SH		SOLE		3,635	0	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	34,369	22,867,000	PRN		OTR	1	0	22,867,000	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	108	72,000	PRN		OTR	4	7,000	65,000	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	10,185	6,772,000	PRN		SOLE		6,772,000	0	0
RIVERVIEW BANCORP INC	COM	769397100	84	9,894	SH		OTR	1	0	9,894	0
RIVERVIEW BANCORP INC	COM	769397100	15	1,700	SH		SOLE		1,700	0	0
RMR GROUP INC	CL A	74967R106	1,353	28,809	SH		OTR	1	0	28,809	0
RMR GROUP INC	CL A	74967R106	238	5,070	SH		SOLE		5,070	0	0
ROBERT HALF INTL INC	COM	770323103	11,043	193,705	SH		OTR	1	0	193,705	0
ROBERT HALF INTL INC	COM	770323103	3,231	56,682	SH		SOLE		56,682	0	0
ROBERT HALF INTL INC	COM	770323103	1,353	23,726	SH		OTR	5	0	23,726	0
ROCKWELL AUTOMATION INC	COM	773903109	2,667	16,280	SH		OTR	1	0	16,280	0
ROCKWELL AUTOMATION INC	COM	773903109	487	2,973	SH		SOLE		2,973	0	0
ROCKY BRANDS INC	COM	774515100	2,137	78,345	SH		OTR	1	0	78,345	0
ROCKY BRANDS INC	COM	774515100	390	14,279	SH		SOLE		14,279	0	0
ROGERS CORP	COM	775133101	1,519	8,800	SH		OTR	1	0	8,800	0
ROGERS CORP	COM	775133101	276	1,600	SH		SOLE		1,600	0	0
ROLLINS INC	COM	775711104	682	19,027	SH		OTR	1	0	19,027	0
ROLLINS INC	COM	775711104	110	3,053	SH		SOLE		3,053	0	0
ROPER TECHNOLOGIES INC	COM	776696106	8,590	23,454	SH		OTR	1	0	23,454	0
ROPER TECHNOLOGIES INC	COM	776696106	947	2,585	SH		SOLE		2,585	0	0
ROSETTA STONE INC	COM	777780107	416	18,200	SH		SOLE		18,200	0	0
ROSETTA STONE INC	COM	777780107	2,281	99,711	SH		OTR	1	0	99,711	0
ROSS STORES INC	COM	778296103	5,302	53,490	SH		OTR	1	0	53,490	0
ROSS STORES INC	COM	778296103	881	8,892	SH		SOLE		8,892	0	0
RPC INC	COM	749660106	1,194	165,660	SH		OTR	1	0	165,660	0
RPC INC	COM	749660106	71	9,906	SH		SOLE		9,906	0	0
RTI INTL METALS INC	NOTE 1.625%10/1	74973WAB3	841	830,000	PRN		SOLE		830,000	0	0
RTI SURGICAL HOLDINGS INC	COM	74975N105	738	173,732	SH		OTR	1	0	173,732	0
RTI SURGICAL HOLDINGS INC	COM	74975N105	132	31,100	SH		SOLE		31,100	0	0
RTW RETAILWINDS INC	COM	74980D100	28	16,706	SH		SOLE		16,706	0	0
RTW RETAILWINDS INC	COM	74980D100	157	92,084	SH		OTR	1	0	92,084	0
RUBICON PROJ INC	COM	78112V102	158	24,800	SH		SOLE		24,800	0	0
RUBICON PROJ INC	COM	78112V102	860	135,200	SH		OTR	1	0	135,200	0
RUDOLPH TECHNOLOGIES INC	COM	781270103	171	6,200	SH		OTR	1	0	6,200	0
RUDOLPH TECHNOLOGIES INC	COM	781270103	39	1,400	SH		SOLE		1,400	0	0
RUSH ENTERPRISES INC	CL A	781846209	349	9,558	SH		OTR	1	0	9,558	0
RUSH ENTERPRISES INC	CL A	781846209	60	1,637	SH		SOLE		1,637	0	0
RUSH ENTERPRISES INC	CL B	781846308	471	12,756	SH		OTR	1	0	12,756	0
RUSH ENTERPRISES INC	CL B	781846308	87	2,348	SH		SOLE		2,348	0	0
RYDER SYS INC	COM	783549108	595	10,200	SH		OTR	1	0	10,200	0
RYDER SYS INC	COM	783549108	731	12,538	SH		SOLE		12,538	0	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	806	9,934	SH		SOLE		9,934	0	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	4,495	55,435	SH		OTR	1	0	55,435	0
S&P GLOBAL INC	COM	78409V104	7,937	34,842	SH		OTR	1	0	34,842	0
S&P GLOBAL INC	COM	78409V104	1,307	5,737	SH		SOLE		5,737	0	0
SABRE CORP	COM	78573M104	3,167	142,674	SH		OTR	1	0	142,674	0
SABRE CORP	COM	78573M104	377	16,974	SH		SOLE		16,974	0	0
SALESFORCE COM INC	COM	79466L302	34,557	227,754	SH		OTR	1	0	227,754	0
SALESFORCE COM INC	COM	79466L302	2,321	15,295	SH		OTR	5	0	15,295	0
SALESFORCE COM INC	COM	79466L302	5,276	34,774	SH		SOLE		34,774	0	0
SANDERSON FARMS INC	COM	800013104	4,124	30,200	SH		OTR	1	0	30,200	0
SANDERSON FARMS INC	COM	800013104	751	5,500	SH		SOLE		5,500	0	0
SANDRIDGE ENERGY INC	COM NEW	80007P869	1,025	148,182	SH		OTR	1	0	148,182	0
SANDRIDGE ENERGY INC	COM NEW	80007P869	186	26,893	SH		SOLE		26,893	0	0
SANFILIPPO JOHN B & SON INC	COM	800422107	3,088	38,750	SH		OTR	1	0	38,750	0
SANFILIPPO JOHN B & SON INC	COM	800422107	550	6,900	SH		SOLE		6,900	0	0
SANGAMO THERAPEUTICS INC	COM	800677106	1,033	95,933	SH		OTR	1	0	95,933	0
SANGAMO THERAPEUTICS INC	COM	800677106	188	17,449	SH		SOLE		17,449	0	0
SANMINA CORPORATION	COM	801056102	3,372	111,347	SH		OTR	1	0	111,347	0
SANMINA CORPORATION	COM	801056102	613	20,228	SH		SOLE		20,228	0	0
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	12,136	5,446,000	PRN		OTR	1	0	5,446,000	0
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	2,801	1,257,000	PRN		SOLE		1,257,000	0	0
SB ONE BANCORP	COM	78413T103	172	7,700	SH		OTR	1	0	7,700	0
SB ONE BANCORP	COM	78413T103	29	1,300	SH		SOLE		1,300	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	1,312	5,836	SH		OTR	5	0	5,836	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	3,090	13,743	SH		SOLE		13,743	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	16,060	71,430	SH		OTR	1	0	71,430	0
SCANSOURCE INC	COM	806037107	49	1,500	SH		SOLE		1,500	0	0
SCANSOURCE INC	COM	806037107	254	7,800	SH		OTR	1	0	7,800	0
SCHLUMBERGER LTD	COM	806857108	9,363	235,605	SH		OTR	1	0	235,605	0
SCHLUMBERGER LTD	COM	806857108	1,310	32,972	SH		SOLE		32,972	0	0
SCHNEIDER NATIONAL INC	CL B	80689H102	695	38,100	SH		OTR	1	0	38,100	0
SCHNEIDER NATIONAL INC	CL B	80689H102	123	6,767	SH		SOLE		6,767	0	0
SCHNITZER STL INDS	CL A	806882106	3,279	125,279	SH		OTR	1	0	125,279	0
SCHNITZER STL INDS	CL A	806882106	594	22,689	SH		SOLE		22,689	0	0
SCIENCE APPLICATNS INTL CP N	COM	808625107	234	2,700	SH		OTR	1	0	2,700	0
SCIENCE APPLICATNS INTL CP N	COM	808625107	35	400	SH		SOLE		400	0	0
SCRIPPS E W CO OHIO	CL A NEW	811054402	2,113	138,399	SH		OTR	1	0	138,399	0
SCRIPPS E W CO OHIO	CL A NEW	811054402	388	25,400	SH		SOLE		25,400	0	0
SEABOARD CORP	COM	811543107	943	228	SH		OTR	1	0	228	0
SEABOARD CORP	COM	811543107	199	48	SH		SOLE		48	0	0
SEALED AIR CORP NEW	COM	81211K100	860	20,101	SH		OTR	1	0	20,101	0
SEALED AIR CORP NEW	COM	81211K100	148	3,459	SH		SOLE		3,459	0	0
SEASPINE HLDGS CORP	COM	81255T108	1,420	107,183	SH		OTR	1	0	107,183	0
SEASPINE HLDGS CORP	COM	81255T108	257	19,400	SH		SOLE		19,400	0	0
SEAWORLD ENTMT INC	COM	81282V100	3,611	116,470	SH		OTR	1	0	116,470	0
SEAWORLD ENTMT INC	COM	81282V100	648	20,911	SH		SOLE		20,911	0	0
SELECT ENERGY SVCS INC	CL A COM	81617J301	639	55,000	SH		OTR	1	0	55,000	0
SELECT ENERGY SVCS INC	CL A COM	81617J301	103	8,900	SH		SOLE		8,900	0	0
SEMPRA ENERGY	COM	816851109	7,802	56,766	SH		OTR	1	0	56,766	0
SEMPRA ENERGY	COM	816851109	1,010	7,350	SH		SOLE		7,350	0	0
SENECA FOODS CORP NEW	CL A	817070501	86	3,100	SH		SOLE		3,100	0	0
SENECA FOODS CORP NEW	CL A	817070501	478	17,167	SH		OTR	1	0	17,167	0
SERVICE CORP INTL	COM	817565104	7,699	164,569	SH		OTR	1	0	164,569	0
SERVICE CORP INTL	COM	817565104	545	11,656	SH		SOLE		11,656	0	0
SERVICEMASTER GLOBAL HLDGS I	COM	81761R109	4,343	83,379	SH		OTR	1	0	83,379	0
SERVICEMASTER GLOBAL HLDGS I	COM	81761R109	497	9,542	SH		SOLE		9,542	0	0
SERVICENOW INC	COM	81762P102	5,683	20,699	SH		OTR	1	0	20,699	0
SERVICENOW INC	COM	81762P102	452	1,645	SH		SOLE		1,645	0	0
SERVICENOW INC	NOTE 6/0	81762PAC6	13,331	6,422,000	PRN		SOLE		6,422,000	0	0
SERVICENOW INC	NOTE 6/0	81762PAC6	39,772	19,165,000	PRN		OTR	1	0	19,165,000	0
SERVICENOW INC	NOTE 6/0	81762PAC6	147	71,000	PRN		OTR	4	7,000	64,000	0
SHERWIN WILLIAMS CO	COM	824348106	905	1,974	SH		SOLE		1,974	0	0
SHERWIN WILLIAMS CO	COM	824348106	5,356	11,687	SH		OTR	1	0	11,687	0
SIGA TECHNOLOGIES INC	COM	826917106	2,012	354,207	SH		OTR	1	0	354,207	0
SIGA TECHNOLOGIES INC	COM	826917106	362	63,700	SH		SOLE		63,700	0	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	3,396	28,101	SH		OTR	1	0	28,101	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	1,648	13,637	SH		SOLE		13,637	0	0
SILGAN HOLDINGS INC	COM	827048109	4,414	144,233	SH		OTR	1	0	144,233	0
SILGAN HOLDINGS INC	COM	827048109	361	11,797	SH		SOLE		11,797	0	0
SILICON LABORATORIES INC	COM	826919102	2,151	20,800	SH		OTR	1	0	20,800	0
SILICON LABORATORIES INC	COM	826919102	372	3,600	SH		SOLE		3,600	0	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	31,008	24,882,000	PRN		OTR	1	0	24,882,000	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	41	33,000	PRN		OTR	4	4,000	29,000	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	4,293	3,444,000	PRN		SOLE		3,444,000	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	10,624	66,498	SH		OTR	1	0	66,498	0
SIMON PPTY GROUP INC NEW	COM	828806109	578	3,619	SH		OTR	5	0	3,619	0
SIMON PPTY GROUP INC NEW	COM	828806109	1,597	9,994	SH		SOLE		9,994	0	0
SINCLAIR BROADCAST GROUP INC	CL A	829226109	8,282	154,432	SH		OTR	1	0	154,432	0
SINCLAIR BROADCAST GROUP INC	CL A	829226109	756	14,098	SH		SOLE		14,098	0	0
SITE CENTERS CORP	COM	82981J109	3,584	270,674	SH		OTR	1	0	270,674	0
SITE CENTERS CORP	COM	82981J109	429	32,436	SH		SOLE		32,436	0	0
SJW GROUP	COM	784305104	705	11,603	SH		OTR	1	0	11,603	0
SJW GROUP	COM	784305104	121	1,999	SH		SOLE		1,999	0	0
SKECHERS U S A INC	CL A	830566105	14,287	453,711	SH		OTR	1	0	453,711	0
SKECHERS U S A INC	CL A	830566105	1,972	62,626	SH		SOLE		62,626	0	0
SKECHERS U S A INC	CL A	830566105	926	29,416	SH		OTR	5	0	29,416	0
SKYWEST INC	COM	830879102	3,391	55,900	SH		OTR	1	0	55,900	0
SKYWEST INC	COM	830879102	595	9,800	SH		SOLE		9,800	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	3,461	44,789	SH		OTR	1	0	44,789	0
SKYWORKS SOLUTIONS INC	COM	83088M102	25	329	SH		OTR	5	0	329	0
SKYWORKS SOLUTIONS INC	COM	83088M102	312	4,036	SH		SOLE		4,036	0	0
SL GREEN RLTY CORP	COM	78440X101	875	10,886	SH		OTR	1	0	10,886	0
SL GREEN RLTY CORP	COM	78440X101	149	1,850	SH		SOLE		1,850	0	0
SLM CORP	COM	78442P106	5,525	568,452	SH		OTR	1	0	568,452	0
SLM CORP	COM	78442P106	473	48,709	SH		SOLE		48,709	0	0
SMARTFINANCIAL INC	COM NEW	83190L208	472	21,764	SH		OTR	1	0	21,764	0
SMARTFINANCIAL INC	COM NEW	83190L208	87	4,001	SH		SOLE		4,001	0	0
SMITH A O CORP	COM	831865209	151	3,196	SH		SOLE		3,196	0	0
SMITH A O CORP	COM	831865209	859	18,220	SH		OTR	1	0	18,220	0
SMUCKER J M CO	COM NEW	832696405	7,922	68,769	SH		OTR	1	0	68,769	0
SMUCKER J M CO	COM NEW	832696405	912	7,918	SH		OTR	5	0	7,918	0
SMUCKER J M CO	COM NEW	832696405	2,029	17,612	SH		SOLE		17,612	0	0
SNAP ON INC	COM	833034101	1,185	7,152	SH		OTR	1	0	7,152	0
SNAP ON INC	COM	833034101	203	1,225	SH		SOLE		1,225	0	0
SONIC AUTOMOTIVE INC	CL A	83545G102	913	39,100	SH		OTR	1	0	39,100	0
SONIC AUTOMOTIVE INC	CL A	83545G102	149	6,400	SH		SOLE		6,400	0	0
SOUTHERN CO	COM	842587107	2,550	46,135	SH		SOLE		46,135	0	0
SOUTHERN CO	COM	842587107	630	11,393	SH		OTR	5	0	11,393	0
SOUTHERN CO	COM	842587107	11,439	206,920	SH		OTR	1	0	206,920	0
SOUTHERN COPPER CORP	COM	84265V105	1,756	45,189	SH		OTR	1	0	45,189	0
SOUTHERN NATL BANCORP OF VA	COM	843395104	312	20,380	SH		OTR	1	0	20,380	0
SOUTHERN NATL BANCORP OF VA	COM	843395104	55	3,615	SH		SOLE		3,615	0	0
SOUTHWEST AIRLS CO	COM	844741108	10,323	203,298	SH		OTR	1	0	203,298	0
SOUTHWEST AIRLS CO	COM	844741108	1,723	33,927	SH		OTR	5	0	33,927	0
SOUTHWEST AIRLS CO	COM	844741108	2,544	50,090	SH		SOLE		50,090	0	0
SPARK ENERGY INC	CL A COM	846511103	2,540	226,964	SH		OTR	1	0	226,964	0
SPARK ENERGY INC	CL A COM	846511103	457	40,801	SH		SOLE		40,801	0	0
SPARK THERAPEUTICS INC	COM	84652J103	390	3,806	SH		SOLE		3,806	0	0
SPARK THERAPEUTICS INC	COM	84652J103	2,212	21,603	SH		OTR	1	0	21,603	0
SPDR GOLD TRUST	GOLD SHS	78463V107	25,175	189,000	SH		OTR	1	0	189,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	605,728	2,067,332	SH		OTR	3	0	2,067,332	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	4,054	13,837	SH		OTR	5	0	13,837	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	14,708	50,199	SH		SOLE		50,199	0	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	26,284	89,705	SH		OTR	1	0	89,705	0
SPDR S&P MIDCAP 400 ETF TR	UTSER1 S&PDCRP	78467Y107	22,988	64,831	SH		OTR	1	0	64,831	0
SPDR S&P MIDCAP 400 ETF TR	UTSER1 S&PDCRP	78467Y107	885	2,496	SH		SOLE		2,496	0	0
SPDR SERIES TRUST	NUV HGHYLD MUN	78464A284	6,343	108,515	SH		SOLE		108,515	0	0
SPECTRUM PHARMACEUTICALS INC	COM	84763A108	902	104,712	SH		OTR	1	0	104,712	0
SPECTRUM PHARMACEUTICALS INC	COM	84763A108	163	18,887	SH		SOLE		18,887	0	0
SPEEDWAY MOTORSPORTS INC	COM	847788106	50	2,700	SH		SOLE		2,700	0	0
SPEEDWAY MOTORSPORTS INC	COM	847788106	271	14,600	SH		OTR	1	0	14,600	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	1,618	19,881	SH		SOLE		19,881	0	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	9,658	118,691	SH		OTR	1	0	118,691	0
SPIRIT RLTY CAP INC NEW	NOTE 3.750% 5/1	84860WAB8	1,202	1,179,000	PRN		SOLE		1,179,000	0	0
SPRINT CORPORATION	COM	85207U105	942	143,400	SH		OTR	1	0	143,400	0
SPRINT CORPORATION	COM	85207U105	140	21,282	SH		SOLE		21,282	0	0
SPS COMMERCE INC	COM	78463M107	3,179	31,104	SH		OTR	1	0	31,104	0
SPS COMMERCE INC	COM	78463M107	576	5,632	SH		SOLE		5,632	0	0
SQUARE INC	CL A	852234103	4,842	66,753	SH		OTR	1	0	66,753	0
SQUARE INC	CL A	852234103	328	4,523	SH		SOLE		4,523	0	0
SQUARE INC	NOTE 0.375% 3/0	852234AB9	505	160,000	PRN		SOLE		160,000	0	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	6,197	5,171,000	PRN		SOLE		5,171,000	0	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	11,611	9,689,000	PRN		OTR	1	0	9,689,000	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	1,945	33,770	SH		OTR	1	0	33,770	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	226	3,918	SH		SOLE		3,918	0	0
STANLEY BLACK & DECKER INC	COM	854502101	3,427	23,701	SH		OTR	1	0	23,701	0
STANLEY BLACK & DECKER INC	COM	854502101	535	3,700	SH		SOLE		3,700	0	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	20,388	199,774	SH		OTR	1	0	199,774	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	78	773	SH		OTR	4	75	698	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	7,450	72,795	SH		SOLE		72,795	0	0
STARBUCKS CORP	COM	855244109	40,104	478,391	SH		OTR	1	0	478,391	0
STARBUCKS CORP	COM	855244109	3,836	45,756	SH		OTR	5	0	45,756	0
STARBUCKS CORP	COM	855244109	9,075	108,252	SH		SOLE		108,252	0	0
STATE AUTO FINL CORP	COM	855707105	109	3,100	SH		SOLE		3,100	0	0
STATE AUTO FINL CORP	COM	855707105	581	16,600	SH		OTR	1	0	16,600	0
STATE STR CORP	COM	857477103	473	8,438	SH		SOLE		8,438	0	0
STATE STR CORP	COM	857477103	2,878	51,344	SH		OTR	1	0	51,344	0
STEEL DYNAMICS INC	COM	858119100	2,797	92,625	SH		OTR	1	0	92,625	0
STEEL DYNAMICS INC	COM	858119100	242	8,010	SH		SOLE		8,010	0	0
STEELCASE INC	CL A	858155203	3,648	213,328	SH		OTR	1	0	213,328	0
STEELCASE INC	CL A	858155203	655	38,300	SH		SOLE		38,300	0	0
STEPAN CO	COM	858586100	3,747	40,766	SH		OTR	1	0	40,766	0
STEPAN CO	COM	858586100	671	7,300	SH		SOLE		7,300	0	0
STERLING BANCORP INC	COM	85917W102	591	59,322	SH		OTR	1	0	59,322	0
STERLING BANCORP INC	COM	85917W102	109	10,900	SH		SOLE		10,900	0	0
STERLING CONSTRUCTION CO INC	COM	859241101	3,023	225,226	SH		OTR	1	0	225,226	0
STERLING CONSTRUCTION CO INC	COM	859241101	545	40,600	SH		SOLE		40,600	0	0
STEWART INFORMATION SVCS COR	COM	860372101	248	6,118	SH		SOLE		6,118	0	0
STEWART INFORMATION SVCS COR	COM	860372101	1,351	33,362	SH		OTR	1	0	33,362	0
STRATEGIC ED INC	COM	86272C103	552	3,100	SH		OTR	1	0	3,100	0
STRATEGIC ED INC	COM	86272C103	107	600	SH		SOLE		600	0	0
STRYKER CORP	COM	863667101	16,874	82,078	SH		OTR	1	0	82,078	0
STRYKER CORP	COM	863667101	18	89	SH		OTR	5	0	89	0
STRYKER CORP	COM	863667101	1,801	8,763	SH		SOLE		8,763	0	0
SUN CMNTYS INC	COM	866674104	381	2,973	SH		OTR	1	0	2,973	0
SUN CMNTYS INC	COM	866674104	28	219	SH		SOLE		219	0	0
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	679	742,000	PRN		SOLE		742,000	0	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	3,466	252,798	SH		OTR	1	0	252,798	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	617	45,023	SH		SOLE		45,023	0	0
SUNTRUST BKS INC	COM	867914103	5,658	90,025	SH		OTR	1	0	90,025	0
SUNTRUST BKS INC	COM	867914103	617	9,810	SH		SOLE		9,810	0	0
SUPERIOR ENERGY SVCS INC	COM	868157108	320	245,900	SH		OTR	1	0	245,900	0
SUPERIOR ENERGY SVCS INC	COM	868157108	52	39,800	SH		SOLE		39,800	0	0
SUPERNUS PHARMACEUTICALS INC	NOTE 0.625% 4/0	868459AD0	10,206	10,405,000	PRN		OTR	1	0	10,405,000	0
SUPERNUS PHARMACEUTICALS INC	NOTE 0.625% 4/0	868459AD0	1,613	1,645,000	PRN		SOLE		1,645,000	0	0
SVB FINL GROUP	COM	78486Q101	1,517	6,755	SH		OTR	1	0	6,755	0
SVB FINL GROUP	COM	78486Q101	267	1,190	SH		SOLE		1,190	0	0
SYKES ENTERPRISES INC	COM	871237103	473	17,225	SH		OTR	1	0	17,225	0
SYKES ENTERPRISES INC	COM	871237103	99	3,600	SH		SOLE		3,600	0	0
SYMANTEC CORP	COM	871503108	12,163	558,962	SH		OTR	1	0	558,962	0
SYMANTEC CORP	COM	871503108	1,101	50,576	SH		OTR	5	0	50,576	0
SYMANTEC CORP	COM	871503108	1,635	75,134	SH		SOLE		75,134	0	0
SYNAPTICS INC	COM	87157D109	2,335	80,129	SH		OTR	1	0	80,129	0
SYNAPTICS INC	COM	87157D109	418	14,336	SH		SOLE		14,336	0	0
SYNAPTICS INC	NOTE 0.500% 6/1	87157DAD1	574	641,000	PRN		SOLE		641,000	0	0
SYNCHRONOSS TECHNOLOGIES INC	COM	87157B103	108	13,600	SH		OTR	1	0	13,600	0
SYNCHRONOSS TECHNOLOGIES INC	COM	87157B103	19	2,400	SH		SOLE		2,400	0	0
SYNCHRONY FINL	COM	87165B103	24,294	700,727	SH		OTR	1	0	700,727	0
SYNCHRONY FINL	COM	87165B103	2,146	61,889	SH		OTR	5	0	61,889	0
SYNCHRONY FINL	COM	87165B103	4,899	141,305	SH		SOLE		141,305	0	0
SYNEOS HEALTH INC	CL A	87166B102	781	15,283	SH		SOLE		15,283	0	0
SYNEOS HEALTH INC	CL A	87166B102	4,335	84,849	SH		OTR	1	0	84,849	0
SYNOPSYS INC	COM	871607107	809	6,287	SH		SOLE		6,287	0	0
SYNOPSYS INC	COM	871607107	4,835	37,571	SH		OTR	1	0	37,571	0
SYNOVUS FINL CORP	COM NEW	87161C501	745	21,295	SH		OTR	1	0	21,295	0
SYNOVUS FINL CORP	COM NEW	87161C501	789	22,556	SH		SOLE		22,556	0	0
SYSCO CORP	COM	871829107	11,535	163,113	SH		OTR	1	0	163,113	0
SYSCO CORP	COM	871829107	1,495	21,144	SH		OTR	5	0	21,144	0
SYSCO CORP	COM	871829107	2,072	29,297	SH		SOLE		29,297	0	0
T MOBILE US INC	COM	872590104	1,901	25,641	SH		OTR	1	0	25,641	0
T MOBILE US INC	COM	872590104	11	151	SH		SOLE		151	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	9,357	238,874	SH		SOLE		238,874	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	11,359	289,982	SH		OTR	1	0	289,982	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	6,498	57,237	SH		OTR	1	0	57,237	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	785	6,914	SH		SOLE		6,914	0	0
TALOS ENERGY INC	COM	87484T108	68,370	2,842,839	SH		OTR	1	0	2,842,839	0
TALOS ENERGY INC	COM	87484T108	149	6,187	SH		OTR	5	0	6,187	0
TALOS ENERGY INC	COM	87484T108	19,804	823,469	SH		SOLE		823,469	0	0
TANDEM DIABETES CARE INC	COM NEW	875372203	4,426	68,600	SH		OTR	1	0	68,600	0
TANDEM DIABETES CARE INC	COM NEW	875372203	800	12,400	SH		SOLE		12,400	0	0
TAPESTRY INC	COM	876030107	1,188	37,456	SH		OTR	1	0	37,456	0
TAPESTRY INC	COM	876030107	205	6,447	SH		SOLE		6,447	0	0
TARGET CORP	COM	87612E106	4,375	50,517	SH		SOLE		50,517	0	0
TARGET CORP	COM	87612E106	10,820	124,923	SH		OTR	1	0	124,923	0
TARGET CORP	COM	87612E106	985	11,374	SH		OTR	5	0	11,374	0
TAUBMAN CTRS INC	COM	876664103	93	2,288	SH		SOLE		2,288	0	0
TAUBMAN CTRS INC	COM	876664103	877	21,469	SH		OTR	1	0	21,469	0
TAYLOR MORRISON HOME CORP	COM	87724P106	4,005	191,100	SH		OTR	1	0	191,100	0
TAYLOR MORRISON HOME CORP	COM	87724P106	723	34,500	SH		SOLE		34,500	0	0
TD AMERITRADE HLDG CORP	COM	87236Y108	3,757	75,257	SH		OTR	1	0	75,257	0
TD AMERITRADE HLDG CORP	COM	87236Y108	5	101	SH		SOLE		101	0	0
TECH DATA CORP	COM	878237106	3,184	30,441	SH		OTR	1	0	30,441	0
TECH DATA CORP	COM	878237106	565	5,400	SH		SOLE		5,400	0	0
TEGNA INC	COM	87901J105	4,430	292,400	SH		OTR	1	0	292,400	0
TEGNA INC	COM	87901J105	798	52,700	SH		SOLE		52,700	0	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	46,458	31,223,000	PRN		OTR	1	0	31,223,000	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	10,538	7,082,000	PRN		SOLE		7,082,000	0	0
TELADOC HEALTH INC	NOTE 3.000%12/1	87918AAB1	115	68,000	PRN		OTR	4	6,000	62,000	0
TELADOC HEALTH INC	NOTE 3.000%12/1	87918AAB1	7,029	4,140,000	PRN		OTR	1	0	4,140,000	0
TELADOC HEALTH INC	NOTE 3.000%12/1	87918AAB1	32	19,000	PRN		SOLE		19,000	0	0
TELARIA INC	COM	879181105	2,470	328,430	SH		OTR	1	0	328,430	0
TELARIA INC	COM	879181105	444	59,100	SH		SOLE		59,100	0	0
TELEFLEX INC	COM	879369106	20,011	60,429	SH		OTR	1	0	60,429	0
TELEFLEX INC	COM	879369106	337	1,017	SH		SOLE		1,017	0	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	4,681	153,973	SH		OTR	1	0	153,973	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	466	15,324	SH		SOLE		15,324	0	0
TENET HEALTHCARE CORP	COM NEW	88033G407	89	4,300	SH		SOLE		4,300	0	0
TENET HEALTHCARE CORP	COM NEW	88033G407	444	21,500	SH		OTR	1	0	21,500	0
TERADATA CORP DEL	COM	88076W103	531	14,803	SH		SOLE		14,803	0	0
TERADATA CORP DEL	COM	88076W103	85	2,381	SH		OTR	5	0	2,381	0
TERADATA CORP DEL	COM	88076W103	8,219	229,261	SH		OTR	1	0	229,261	0
TERADYNE INC	COM	880770102	14,617	305,101	SH		OTR	1	0	305,101	0
TERADYNE INC	COM	880770102	1,239	25,863	SH		OTR	5	0	25,863	0
TERADYNE INC	COM	880770102	2,104	43,912	SH		SOLE		43,912	0	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	1,344	827,000	PRN		SOLE		827,000	0	0
TERRENO RLTY CORP	COM	88146M101	1,658	33,800	SH	��	OTR	1	0	33,800	0
TERRENO RLTY CORP	COM	88146M101	299	6,100	SH		SOLE		6,100	0	0
TERRITORIAL BANCORP INC	COM	88145X108	517	16,745	SH		OTR	1	0	16,745	0
TERRITORIAL BANCORP INC	COM	88145X108	91	2,936	SH		SOLE		2,936	0	0
TESLA INC	COM	88160R101	212	950	SH		OTR	1	0	950	0
TESLA INC	NOTE 1.250% 3/0	88160RAC5	2,139	2,252,000	PRN		SOLE		2,252,000	0	0
TESLA INC	NOTE 2.000% 5/1	88160RAG6	1,279	1,299,000	PRN		SOLE		1,299,000	0	0
TETRA TECH INC NEW	COM	88162G103	4,854	61,800	SH		OTR	1	0	61,800	0
TETRA TECH INC NEW	COM	88162G103	872	11,100	SH		SOLE		11,100	0	0
TEXAS INSTRS INC	COM	882508104	21,697	189,060	SH		OTR	1	0	189,060	0
TEXAS INSTRS INC	COM	882508104	404	3,517	SH		OTR	5	0	3,517	0
TEXAS INSTRS INC	COM	882508104	3,097	26,989	SH		SOLE		26,989	0	0
TEXAS ROADHOUSE INC	COM	882681109	334	6,215	SH		OTR	1	0	6,215	0
TEXAS ROADHOUSE INC	COM	882681109	59	1,100	SH		SOLE		1,100	0	0
TEXTRON INC	COM	883203101	2,937	55,373	SH		OTR	1	0	55,373	0
TEXTRON INC	COM	883203101	346	6,529	SH		SOLE		6,529	0	0
THE CHARLES SCHWAB CORPORATI	COM	808513105	11,823	294,181	SH		OTR	1	0	294,181	0
THE CHARLES SCHWAB CORPORATI	COM	808513105	1,310	32,603	SH		SOLE		32,603	0	0
THE CHARLES SCHWAB CORPORATI	COM	808513105	324	8,071	SH		OTR	5	0	8,071	0
THE TRADE DESK INC	COM CL A	88339J105	888	3,900	SH		OTR	1	0	3,900	0
THE TRADE DESK INC	COM CL A	88339J105	159	700	SH		SOLE		700	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	27,956	95,193	SH		OTR	1	0	95,193	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	3,451	11,750	SH		OTR	5	0	11,750	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	6,011	20,468	SH		SOLE		20,468	0	0
TIFFANY & CO NEW	COM	886547108	1,306	13,949	SH		OTR	1	0	13,949	0
TIFFANY & CO NEW	COM	886547108	226	2,415	SH		SOLE		2,415	0	0
TIMKEN CO	COM	887389104	523	10,182	SH		SOLE		10,182	0	0
TIMKEN CO	COM	887389104	5,886	114,646	SH		OTR	1	0	114,646	0
TIPTREE INC	COM	88822Q103	173	27,479	SH		OTR	1	0	27,479	0
TIPTREE INC	COM	88822Q103	31	4,879	SH		SOLE		4,879	0	0
TITAN MACHY INC	COM	88830R101	3,316	161,123	SH		OTR	1	0	161,123	0
TITAN MACHY INC	COM	88830R101	602	29,274	SH		SOLE		29,274	0	0
TIVO CORP	COM	88870P106	421	57,100	SH		OTR	1	0	57,100	0
TIVO CORP	COM	88870P106	74	10,100	SH		SOLE		10,100	0	0
TJX COS INC NEW	COM	872540109	11,151	210,865	SH		OTR	1	0	210,865	0
TJX COS INC NEW	COM	872540109	211	3,991	SH		OTR	5	0	3,991	0
TJX COS INC NEW	COM	872540109	1,603	30,314	SH		SOLE		30,314	0	0
TOLL BROTHERS INC	COM	889478103	2,303	62,898	SH		SOLE		62,898	0	0
TOLL BROTHERS INC	COM	889478103	15,647	427,280	SH		OTR	1	0	427,280	0
TOLL BROTHERS INC	COM	889478103	1,547	42,240	SH		OTR	5	0	42,240	0
TOPBUILD CORP	COM	89055F103	430	5,200	SH		SOLE		5,200	0	0
TOPBUILD CORP	COM	89055F103	2,408	29,100	SH		OTR	1	0	29,100	0
TORCHMARK CORP	COM	891027104	1,168	13,057	SH		OTR	1	0	13,057	0
TORCHMARK CORP	COM	891027104	174	1,946	SH		SOLE		1,946	0	0
TORO CO	COM	891092108	934	13,968	SH		OTR	1	0	13,968	0
TORO CO	COM	891092108	16	240	SH		SOLE		240	0	0
TOTAL SYS SVCS INC	COM	891906109	4,518	35,222	SH		OTR	1	0	35,222	0
TOTAL SYS SVCS INC	COM	891906109	662	5,161	SH		SOLE		5,161	0	0
TOWER INTL INC	COM	891826109	837	42,899	SH		OTR	1	0	42,899	0
TOWER INTL INC	COM	891826109	153	7,840	SH		SOLE		7,840	0	0
TRACTOR SUPPLY CO	COM	892356106	2,640	24,264	SH		OTR	1	0	24,264	0
TRACTOR SUPPLY CO	COM	892356106	410	3,767	SH		SOLE		3,767	0	0
TRANSDIGM GROUP INC	COM	893641100	604	1,249	SH		SOLE		1,249	0	0
TRANSDIGM GROUP INC	COM	893641100	3,848	7,953	SH		OTR	1	0	7,953	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	17,084	17,212,000	PRN		OTR	1	0	17,212,000	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	29	29,000	PRN		OTR	4	2,000	27,000	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	4,083	4,112,000	PRN		SOLE		4,112,000	0	0
TRANSUNION	COM	89400J107	309	4,200	SH		OTR	1	0	4,200	0
TRANSUNION	COM	89400J107	46	622	SH		SOLE		622	0	0
TRAVELERS COMPANIES INC	COM	89417E109	12,526	83,776	SH		OTR	1	0	83,776	0
TRAVELERS COMPANIES INC	COM	89417E109	2,478	16,576	SH		OTR	5	0	16,576	0
TRAVELERS COMPANIES INC	COM	89417E109	3,384	22,633	SH		SOLE		22,633	0	0
TRAVELZOO	COM NEW	89421Q205	2,442	158,140	SH		OTR	1	0	158,140	0
TRAVELZOO	COM NEW	89421Q205	440	28,492	SH		SOLE		28,492	0	0
TREDEGAR CORP	COM	894650100	3,056	183,903	SH		OTR	1	0	183,903	0
TREDEGAR CORP	COM	894650100	551	33,175	SH		SOLE		33,175	0	0
TREEHOUSE FOODS INC	COM	89469A104	12,213	225,755	SH		OTR	1	0	225,755	0
TREEHOUSE FOODS INC	COM	89469A104	763	14,095	SH		SOLE		14,095	0	0
TRIBUNE MEDIA CO	CL A	896047503	1,439	31,135	SH		OTR	1	0	31,135	0
TRIBUNE PUBG CO NEW	COM	89609W107	174	21,883	SH		OTR	1	0	21,883	0
TRIBUNE PUBG CO NEW	COM	89609W107	31	3,912	SH		SOLE		3,912	0	0
TRIMAS CORP	COM NEW	896215209	3,366	108,679	SH		OTR	1	0	108,679	0
TRIMAS CORP	COM NEW	896215209	601	19,400	SH		SOLE		19,400	0	0
TRIPADVISOR INC	COM	896945201	231	4,992	SH		OTR	5	0	4,992	0
TRIPADVISOR INC	COM	896945201	654	14,123	SH		SOLE		14,123	0	0
TRIPADVISOR INC	COM	896945201	7,655	165,360	SH		OTR	1	0	165,360	0
TRIPLE-S MGMT CORP	CL B	896749108	256	10,745	SH		SOLE		10,745	0	0
TRIPLE-S MGMT CORP	CL B	896749108	1,433	60,067	SH		OTR	1	0	60,067	0
TRISTATE CAP HLDGS INC	COM	89678F100	1,323	62,006	SH		OTR	1	0	62,006	0
TRISTATE CAP HLDGS INC	COM	89678F100	237	11,100	SH		SOLE		11,100	0	0
TRUEBLUE INC	COM	89785X101	2,711	122,895	SH		OTR	1	0	122,895	0
TRUEBLUE INC	COM	89785X101	482	21,831	SH		SOLE		21,831	0	0
TTEC HLDGS INC	COM	89854H102	304	6,520	SH		OTR	1	0	6,520	0
TTEC HLDGS INC	COM	89854H102	56	1,200	SH		SOLE		1,200	0	0
TTM TECHNOLOGIES INC	COM	87305R109	453	44,442	SH		OTR	1	0	44,442	0
TTM TECHNOLOGIES INC	COM	87305R109	83	8,100	SH		SOLE		8,100	0	0
TURNING PT BRANDS INC	COM	90041L105	3,349	68,372	SH		OTR	1	0	68,372	0
TURNING PT BRANDS INC	COM	90041L105	538	10,988	SH		SOLE		10,988	0	0
TWILIO INC	NOTE 0.250% 6/0	90138FAB8	11,110	5,532,000	PRN		OTR	1	0	5,532,000	0
TWILIO INC	NOTE 0.250% 6/0	90138FAB8	5,139	2,559,000	PRN		SOLE		2,559,000	0	0
TWITTER INC	COM	90184L102	15,400	441,269	SH		OTR	1	0	441,269	0
TWITTER INC	COM	90184L102	3,051	87,411	SH		SOLE		87,411	0	0
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	1,507	1,540,000	PRN		SOLE		1,540,000	0	0
TWITTER INC	NOTE 0.250% 9/1	90184LAB8	18,501	18,563,000	PRN		OTR	1	0	18,563,000	0
TWITTER INC	NOTE 0.250% 9/1	90184LAB8	5,026	5,043,000	PRN		SOLE		5,043,000	0	0
TYSON FOODS INC	CL A	902494103	5,381	66,648	SH		SOLE		66,648	0	0
TYSON FOODS INC	CL A	902494103	19,982	247,490	SH		OTR	1	0	247,490	0
TYSON FOODS INC	CL A	902494103	2,174	26,929	SH		OTR	5	0	26,929	0
U S CONCRETE INC	COM NEW	90333L201	2,360	47,500	SH		OTR	1	0	47,500	0
U S CONCRETE INC	COM NEW	90333L201	417	8,400	SH		SOLE		8,400	0	0
UBER TECHNOLOGIES INC	COM	90353T100	1,924	41,490	SH		OTR	1	0	41,490	0
UDR INC	COM	902653104	1,927	42,933	SH		OTR	1	0	42,933	0
UDR INC	COM	902653104	273	6,077	SH		SOLE		6,077	0	0
UFP TECHNOLOGIES INC	COM	902673102	350	8,400	SH		OTR	1	0	8,400	0
UFP TECHNOLOGIES INC	COM	902673102	58	1,400	SH		SOLE		1,400	0	0
UGI CORP NEW	COM	902681105	1,699	31,819	SH		OTR	1	0	31,819	0
UGI CORP NEW	COM	902681105	86	1,614	SH		SOLE		1,614	0	0
ULTA BEAUTY INC	COM	90384S303	829	2,389	SH		SOLE		2,389	0	0
ULTA BEAUTY INC	COM	90384S303	8,790	25,339	SH		OTR	1	0	25,339	0
ULTA BEAUTY INC	COM	90384S303	143	413	SH		OTR	5	0	413	0
ULTRA CLEAN HLDGS INC	COM	90385V107	33	2,400	SH		SOLE		2,400	0	0
ULTRA CLEAN HLDGS INC	COM	90385V107	196	14,100	SH		OTR	1	0	14,100	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	2,570	40,480	SH		OTR	1	0	40,480	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	463	7,291	SH		SOLE		7,291	0	0
UNDER ARMOUR INC	CL A	904311107	615	24,272	SH		OTR	1	0	24,272	0
UNDER ARMOUR INC	CL A	904311107	141	5,579	SH		SOLE		5,579	0	0
UNDER ARMOUR INC	CL C	904311206	557	25,078	SH		OTR	1	0	25,078	0
UNDER ARMOUR INC	CL C	904311206	48	2,165	SH		SOLE		2,165	0	0
UNION PACIFIC CORP	COM	907818108	5,820	34,416	SH		SOLE		34,416	0	0
UNION PACIFIC CORP	COM	907818108	34,002	201,066	SH		OTR	1	0	201,066	0
UNION PACIFIC CORP	COM	907818108	2,275	13,451	SH		OTR	5	0	13,451	0
UNISYS CORP	COM NEW	909214306	230	23,700	SH		OTR	1	0	23,700	0
UNISYS CORP	COM NEW	909214306	43	4,400	SH		SOLE		4,400	0	0
UNITED CONTL HLDGS INC	COM	910047109	12,444	142,139	SH		OTR	1	0	142,139	0
UNITED CONTL HLDGS INC	COM	910047109	813	9,286	SH		OTR	5	0	9,286	0
UNITED CONTL HLDGS INC	COM	910047109	2,388	27,272	SH		SOLE		27,272	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	13,244	128,248	SH		OTR	1	0	128,248	0
UNITED PARCEL SERVICE INC	CL B	911312106	112	1,084	SH		OTR	5	0	1,084	0
UNITED PARCEL SERVICE INC	CL B	911312106	1,894	18,342	SH		SOLE		18,342	0	0
UNITED RENTALS INC	COM	911363109	9,478	71,461	SH		OTR	1	0	71,461	0
UNITED RENTALS INC	COM	911363109	1,084	8,170	SH		OTR	5	0	8,170	0
UNITED RENTALS INC	COM	911363109	1,910	14,399	SH		SOLE		14,399	0	0
UNITED STATES CELLULAR CORP	COM	911684108	303	6,772	SH		OTR	1	0	6,772	0
UNITED STATES CELLULAR CORP	COM	911684108	30	667	SH		SOLE		667	0	0
UNITED STATES STL CORP NEW	COM	912909108	426	27,800	SH		OTR	1	0	27,800	0
UNITED STATES STL CORP NEW	COM	912909108	51	3,339	SH		SOLE		3,339	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	25,297	194,292	SH		OTR	1	0	194,292	0
UNITED TECHNOLOGIES CORP	COM	913017109	499	3,834	SH		OTR	5	0	3,834	0
UNITED TECHNOLOGIES CORP	COM	913017109	3,148	24,178	SH		SOLE		24,178	0	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	2,711	34,732	SH		OTR	1	0	34,732	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	102	1,308	SH		OTR	5	0	1,308	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	288	3,684	SH		SOLE		3,684	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	3,198	13,104	SH		OTR	5	0	13,104	0
UNITEDHEALTH GROUP INC	COM	91324P102	10,027	41,091	SH		SOLE		41,091	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	53,302	218,443	SH		OTR	1	0	218,443	0
UNIVERSAL CORP VA	COM	913456109	642	10,567	SH		SOLE		10,567	0	0
UNIVERSAL CORP VA	COM	913456109	3,553	58,460	SH		OTR	1	0	58,460	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	6,713	51,483	SH		OTR	1	0	51,483	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	1,996	15,308	SH		OTR	5	0	15,308	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	2,245	17,220	SH		SOLE		17,220	0	0
UNIVERSAL INS HLDGS INC	COM	91359V107	1,436	51,466	SH		OTR	1	0	51,466	0
UNIVERSAL INS HLDGS INC	COM	91359V107	264	9,445	SH		SOLE		9,445	0	0
UNIVERSAL LOGISTICS HLDGS IN	COM	91388P105	575	25,600	SH		OTR	1	0	25,600	0
UNIVERSAL LOGISTICS HLDGS IN	COM	91388P105	99	4,400	SH		SOLE		4,400	0	0
UNUM GROUP	COM	91529Y106	190	5,661	SH		SOLE		5,661	0	0
UNUM GROUP	COM	91529Y106	2,177	64,901	SH		OTR	1	0	64,901	0
UPLAND SOFTWARE INC	COM	91544A109	91	2,000	SH		SOLE		2,000	0	0
UPLAND SOFTWARE INC	COM	91544A109	485	10,661	SH		OTR	1	0	10,661	0
URBAN OUTFITTERS INC	COM	917047102	576	25,331	SH		OTR	1	0	25,331	0
URBAN OUTFITTERS INC	COM	917047102	37	1,644	SH		SOLE		1,644	0	0
US BANCORP DEL	COM NEW	902973304	12,646	241,342	SH		OTR	1	0	241,342	0
US BANCORP DEL	COM NEW	902973304	1,891	36,088	SH		SOLE		36,088	0	0
V F CORP	COM	918204108	3,856	44,142	SH		OTR	1	0	44,142	0
V F CORP	COM	918204108	643	7,363	SH		SOLE		7,363	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	14,552	169,980	SH		OTR	1	0	169,980	0
VALERO ENERGY CORP NEW	COM	91913Y100	2,487	29,056	SH		OTR	5	0	29,056	0
VALERO ENERGY CORP NEW	COM	91913Y100	5,596	65,371	SH		SOLE		65,371	0	0
VALVOLINE INC	COM	92047W101	1,501	76,870	SH		OTR	1	0	76,870	0
VALVOLINE INC	COM	92047W101	106	5,449	SH		SOLE		5,449	0	0
VANDA PHARMACEUTICALS INC	COM	921659108	138	9,800	SH		SOLE		9,800	0	0
VANDA PHARMACEUTICALS INC	COM	921659108	781	55,422	SH		OTR	1	0	55,422	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	456,411	1,695,748	SH		OTR	3	0	1,695,748	0
VAREX IMAGING CORP	COM	92214X106	3,442	112,300	SH		OTR	1	0	112,300	0
VAREX IMAGING CORP	COM	92214X106	619	20,200	SH		SOLE		20,200	0	0
VARIAN MED SYS INC	COM	92220P105	3,819	28,056	SH		OTR	1	0	28,056	0
VARIAN MED SYS INC	COM	92220P105	628	4,615	SH		SOLE		4,615	0	0
VECTOR GROUP LTD	COM	92240M108	1,610	165,100	SH		OTR	1	0	165,100	0
VECTOR GROUP LTD	COM	92240M108	266	27,300	SH		SOLE		27,300	0	0
VECTRUS INC	COM	92242T101	567	13,979	SH		SOLE		13,979	0	0
VECTRUS INC	COM	92242T101	3,176	78,303	SH		OTR	1	0	78,303	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	486	545,000	PRN		SOLE		545,000	0	0
VEEVA SYS INC	CL A COM	922475108	6,959	42,928	SH		OTR	1	0	42,928	0
VEEVA SYS INC	CL A COM	922475108	417	2,575	SH		SOLE		2,575	0	0
VENTAS INC	COM	92276F100	12,233	178,969	SH		OTR	1	0	178,969	0
VENTAS INC	COM	92276F100	527	7,707	SH		OTR	5	0	7,707	0
VENTAS INC	COM	92276F100	1,501	21,955	SH		SOLE		21,955	0	0
VERA BRADLEY INC	COM	92335C106	2,098	174,808	SH		OTR	1	0	174,808	0
VERA BRADLEY INC	COM	92335C106	376	31,322	SH		SOLE		31,322	0	0
VEREIT INC	COM	92339V100	2,199	244,025	SH		OTR	1	0	244,025	0
VEREIT INC	COM	92339V100	85	9,419	SH		SOLE		9,419	0	0
VERINT SYS INC	COM	92343X100	1,670	31,056	SH		OTR	1	0	31,056	0
VERINT SYS INC	COM	92343X100	301	5,588	SH		SOLE		5,588	0	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	83	77,000	PRN		OTR	4	8,000	69,000	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	11,635	10,807,000	PRN		SOLE		10,807,000	0	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	36,379	33,813,000	PRN		OTR	1	0	33,813,000	0
VERISIGN INC	COM	92343E102	12,224	58,441	SH		OTR	1	0	58,441	0
VERISIGN INC	COM	92343E102	740	3,537	SH		OTR	5	0	3,537	0
VERISIGN INC	COM	92343E102	3,960	18,931	SH		SOLE		18,931	0	0
VERISK ANALYTICS INC	COM	92345Y106	12,587	85,942	SH		OTR	1	0	85,942	0
VERISK ANALYTICS INC	COM	92345Y106	1,248	8,520	SH		SOLE		8,520	0	0
VERITIV CORP	COM	923454102	816	41,995	SH		OTR	1	0	41,995	0
VERITIV CORP	COM	923454102	153	7,866	SH		SOLE		7,866	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	48,351	846,337	SH		OTR	1	0	846,337	0
VERIZON COMMUNICATIONS INC	COM	92343V104	15,313	268,034	SH		SOLE		268,034	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	6,017	105,313	SH		OTR	5	0	105,313	0
VERSO CORP	CL A	92531L207	698	36,664	SH		OTR	1	0	36,664	0
VERSO CORP	CL A	92531L207	136	7,154	SH		SOLE		7,154	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	7,017	38,264	SH		OTR	1	0	38,264	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	1,162	6,337	SH		SOLE		6,337	0	0
VIACOM INC NEW	CL A	92553P102	2,122	62,217	SH		OTR	1	0	62,217	0
VIACOM INC NEW	CL A	92553P102	289	8,465	SH		SOLE		8,465	0	0
VIACOM INC NEW	CL B	92553P201	10,821	362,259	SH		OTR	1	0	362,259	0
VIACOM INC NEW	CL B	92553P201	645	21,610	SH		OTR	5	0	21,610	0
VIACOM INC NEW	CL B	92553P201	3,006	100,641	SH		SOLE		100,641	0	0
VIAVI SOLUTIONS INC	COM	925550105	1,446	108,791	SH		OTR	1	0	108,791	0
VIAVI SOLUTIONS INC	COM	925550105	258	19,400	SH		SOLE		19,400	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	55	47,000	PRN		OTR	4	4,000	43,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	6,923	5,879,000	PRN		SOLE		5,879,000	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	32,017	27,200,000	PRN		OTR	1	0	27,200,000	0
VILLAGE SUPER MKT INC	CL A NEW	927107409	323	12,200	SH		OTR	1	0	12,200	0
VILLAGE SUPER MKT INC	CL A NEW	927107409	61	2,300	SH		SOLE		2,300	0	0
VISA INC	COM CL A	92826C839	80,915	466,233	SH		OTR	1	0	466,233	0
VISA INC	COM CL A	92826C839	6,067	34,960	SH		OTR	5	0	34,960	0
VISA INC	COM CL A	92826C839	15,900	91,619	SH		SOLE		91,619	0	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	187	11,299	SH		SOLE		11,299	0	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	1,039	62,902	SH		OTR	1	0	62,902	0
VISTRA ENERGY CORP	COM	92840M102	399	17,773	SH		SOLE		17,773	0	0
VISTRA ENERGY CORP	COM	92840M102	319	13,918	SH		OTR	2	0	13,918	0
VISTRA ENERGY CORP	COM	92840M102	4,818	212,820	SH		OTR	1	0	212,820	0
VMWARE INC	CL A COM	928563402	6,379	38,148	SH		OTR	1	0	38,148	0
VMWARE INC	CL A COM	928563402	1,246	7,453	SH		SOLE		7,453	0	0
VOCERA COMMUNICATIONS INC	NOTE 1.500% 5/1	92857FAB3	222	185,000	PRN		SOLE		185,000	0	0
VORNADO RLTY TR	SH BEN INT	929042109	1,436	22,410	SH		OTR	1	0	22,410	0
VORNADO RLTY TR	SH BEN INT	929042109	272	4,247	SH		SOLE		4,247	0	0
VOYA FINL INC	COM	929089100	5,908	106,838	SH		OTR	1	0	106,838	0
VOYA FINL INC	COM	929089100	1,210	21,885	SH		SOLE		21,885	0	0
VULCAN MATLS CO	COM	929160109	575	4,188	SH		SOLE		4,188	0	0
VULCAN MATLS CO	COM	929160109	3,924	28,581	SH		OTR	1	0	28,581	0
WABASH NATL CORP	COM	929566107	3,354	206,126	SH		OTR	1	0	206,126	0
WABASH NATL CORP	COM	929566107	605	37,200	SH		SOLE		37,200	0	0
WABTEC CORP	COM	929740108	1,499	20,885	SH		OTR	1	0	20,885	0
WABTEC CORP	COM	929740108	253	3,524	SH		SOLE		3,524	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	7,681	140,491	SH		OTR	1	0	140,491	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	1,002	18,323	SH		SOLE		18,323	0	0
WALMART INC	COM	931142103	33,253	300,956	SH		OTR	1	0	300,956	0
WALMART INC	COM	931142103	4,303	38,947	SH		OTR	5	0	38,947	0
WALMART INC	COM	931142103	11,429	103,439	SH		SOLE		103,439	0	0
WARRIOR MET COAL INC	COM	93627C101	3,414	130,714	SH		OTR	1	0	130,714	0
WARRIOR MET COAL INC	COM	93627C101	610	23,346	SH		SOLE		23,346	0	0
WASTE MGMT INC DEL	COM	94106L109	14,111	122,307	SH		OTR	1	0	122,307	0
WASTE MGMT INC DEL	COM	94106L109	5,505	47,718	SH		SOLE		47,718	0	0
WASTE MGMT INC DEL	COM	94106L109	2,651	22,981	SH		OTR	5	0	22,981	0
WATERS CORP	COM	941848103	2,291	10,644	SH		OTR	1	0	10,644	0
WATERS CORP	COM	941848103	91	423	SH		OTR	5	0	423	0
WATERS CORP	COM	941848103	371	1,724	SH		SOLE		1,724	0	0
WAYFAIR INC	NOTE 0.375% 9/0	94419LAB7	770	508,000	PRN		SOLE		508,000	0	0
WEC ENERGY GROUP INC	COM	92939U106	10,543	126,466	SH		OTR	1	0	126,466	0
WEC ENERGY GROUP INC	COM	92939U106	225	2,697	SH		OTR	5	0	2,697	0
WEC ENERGY GROUP INC	COM	92939U106	1,450	17,389	SH		SOLE		17,389	0	0
WEINGARTEN RLTY INVS	SH BEN INT	948741103	12	422	SH		SOLE		422	0	0
WEINGARTEN RLTY INVS	SH BEN INT	948741103	481	17,538	SH		OTR	1	0	17,538	0
WELLCARE HEALTH PLANS INC	COM	94946T106	1,852	6,495	SH		OTR	1	0	6,495	0
WELLCARE HEALTH PLANS INC	COM	94946T106	332	1,163	SH		SOLE		1,163	0	0
WELLS FARGO CO NEW	COM	949746101	34,886	737,239	SH		OTR	1	0	737,239	0
WELLS FARGO CO NEW	COM	949746101	2,462	52,039	SH		OTR	5	0	52,039	0
WELLS FARGO CO NEW	COM	949746101	7,962	168,249	SH		SOLE		168,249	0	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	31,368	22,960	SH		OTR	1	0	22,960	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	72	53	SH		OTR	4	5	48	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	22,729	16,633	SH		SOLE		16,633	0	0
WELLTOWER INC	COM	95040Q104	13,115	160,867	SH		OTR	1	0	160,867	0
WELLTOWER INC	COM	95040Q104	101	1,244	SH		OTR	5	0	1,244	0
WELLTOWER INC	COM	95040Q104	1,526	18,719	SH		SOLE		18,719	0	0
WESBANCO INC	COM	950810101	3,891	100,937	SH		OTR	1	0	100,937	0
WESBANCO INC	COM	950810101	703	18,225	SH		SOLE		18,225	0	0
WESCO AIRCRAFT HLDGS INC	COM	950814103	2,624	236,400	SH		OTR	1	0	236,400	0
WESCO AIRCRAFT HLDGS INC	COM	950814103	472	42,500	SH		SOLE		42,500	0	0
WESCO INTL INC	COM	95082P105	1,022	20,186	SH		OTR	1	0	20,186	0
WESCO INTL INC	COM	95082P105	6	113	SH		SOLE		113	0	0
WESTERN DIGITAL CORP	COM	958102105	1,814	38,152	SH		OTR	1	0	38,152	0
WESTERN DIGITAL CORP	COM	958102105	318	6,681	SH		SOLE		6,681	0	0
WESTERN UN CO	COM	959802109	2,651	133,276	SH		OTR	1	0	133,276	0
WESTERN UN CO	COM	959802109	278	13,966	SH		SOLE		13,966	0	0
WESTROCK CO	COM	96145D105	313	8,577	SH		SOLE		8,577	0	0
WESTROCK CO	COM	96145D105	2,279	62,491	SH		OTR	1	0	62,491	0
WEYERHAEUSER CO	COM	962166104	3,038	115,347	SH		OTR	1	0	115,347	0
WEYERHAEUSER CO	COM	962166104	512	19,431	SH		SOLE		19,431	0	0
WHIRLPOOL CORP	COM	963320106	6,923	48,632	SH		OTR	1	0	48,632	0
WHIRLPOOL CORP	COM	963320106	107	752	SH		OTR	5	0	752	0
WHIRLPOOL CORP	COM	963320106	664	4,664	SH		SOLE		4,664	0	0
WHITING PETE CORP NEW	NOTE 1.250% 4/0	966387AL6	970	1,000,000	PRN		OTR	1	0	1,000,000	0
WHITING PETE CORP NEW	NOTE 1.250% 4/0	966387AL6	1,266	1,305,000	PRN		SOLE		1,305,000	0	0
WILLIAMS COS INC DEL	COM	969457100	6,363	226,922	SH		OTR	1	0	226,922	0
WILLIAMS COS INC DEL	COM	969457100	854	30,472	SH		SOLE		30,472	0	0
WILLIAMS SONOMA INC	COM	969904101	1,849	28,443	SH		SOLE		28,443	0	0
WILLIAMS SONOMA INC	COM	969904101	8,343	128,349	SH		OTR	1	0	128,349	0
WILLIAMS SONOMA INC	COM	969904101	877	13,496	SH		OTR	5	0	13,496	0
WILLIS LEASE FINANCE CORP	COM	970646105	76	1,300	SH		SOLE		1,300	0	0
WILLIS LEASE FINANCE CORP	COM	970646105	432	7,400	SH		OTR	1	0	7,400	0
WINGSTOP INC	COM	974155103	663	7,000	SH		OTR	1	0	7,000	0
WINGSTOP INC	COM	974155103	114	1,200	SH		SOLE		1,200	0	0
WIX COM LTD	NOTE 7/0	92940WAB5	34,197	27,916,000	PRN		OTR	1	0	27,916,000	0
WIX COM LTD	NOTE 7/0	92940WAB5	5,963	4,868,000	PRN		SOLE		4,868,000	0	0
WOODWARD INC	COM	980745103	2,824	24,952	SH		OTR	1	0	24,952	0
WOODWARD INC	COM	980745103	498	4,400	SH		SOLE		4,400	0	0
WORKDAY INC	CL A	98138H101	2,042	9,935	SH		OTR	1	0	9,935	0
WORKDAY INC	CL A	98138H101	232	1,130	SH		SOLE		1,130	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	48,388	32,221,000	PRN		OTR	1	0	32,221,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	124	83,000	PRN		OTR	4	8,000	75,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	15,218	10,128,000	PRN		SOLE		10,128,000	0	0
WORKDAY INC	NOTE 1.500% 7/1	98138HAD3	1,657	657,000	PRN		SOLE		657,000	0	0
WORKIVA INC	COM CL A	98139A105	1,245	21,427	SH		OTR	1	0	21,427	0
WORKIVA INC	COM CL A	98139A105	221	3,800	SH		SOLE		3,800	0	0
WORLD FUEL SVCS CORP	COM	981475106	4,078	113,400	SH		OTR	1	0	113,400	0
WORLD FUEL SVCS CORP	COM	981475106	730	20,300	SH		SOLE		20,300	0	0
WORLDPAY INC	CL A	981558109	3,543	28,910	SH		OTR	1	0	28,910	0
WORLDPAY INC	CL A	981558109	49	397	SH		SOLE		397	0	0
WRIGHT MED GROUP INC	NOTE 2.000% 2/1	98235TAE7	5,339	4,938,000	PRN		OTR	1	0	4,938,000	0
WRIGHT MED GROUP INC	NOTE 2.000% 2/1	98235TAE7	89	82,000	PRN		OTR	4	8,000	74,000	0
WYNDHAM DESTINATIONS INC	COM	98310W108	266	6,051	SH		SOLE		6,051	0	0
WYNDHAM DESTINATIONS INC	COM	98310W108	2,316	52,765	SH		OTR	1	0	52,765	0
WYNN RESORTS LTD	COM	983134107	623	5,023	SH		SOLE		5,023	0	0
WYNN RESORTS LTD	COM	983134107	3,783	30,508	SH		OTR	1	0	30,508	0
XCEL ENERGY INC	COM	98389B100	10,793	181,421	SH		OTR	1	0	181,421	0
XCEL ENERGY INC	COM	98389B100	1,167	19,614	SH		SOLE		19,614	0	0
XENCOR INC	COM	98401F105	1,669	40,774	SH		OTR	1	0	40,774	0
XENCOR INC	COM	98401F105	295	7,206	SH		SOLE		7,206	0	0
XENIA HOTELS & RESORTS INC	COM	984017103	3,919	187,974	SH		OTR	1	0	187,974	0
XENIA HOTELS & RESORTS INC	COM	984017103	704	33,787	SH		SOLE		33,787	0	0
XEROX CORP	COM NEW	984121608	4,136	116,797	SH		SOLE		116,797	0	0
XEROX CORP	COM NEW	984121608	16,394	462,986	SH		OTR	1	0	462,986	0
XEROX CORP	COM NEW	984121608	1,939	54,753	SH		OTR	5	0	54,753	0
XILINX INC	COM	983919101	4,337	36,781	SH		OTR	1	0	36,781	0
XILINX INC	COM	983919101	709	6,010	SH		SOLE		6,010	0	0
XPERI CORP	COM	98421B100	2,835	137,699	SH		OTR	1	0	137,699	0
XPERI CORP	COM	98421B100	510	24,775	SH		SOLE		24,775	0	0
XPO LOGISTICS INC	COM	983793100	12,295	212,688	SH		OTR	1	0	212,688	0
XYLEM INC	COM	98419M100	1,943	23,229	SH		OTR	1	0	23,229	0
XYLEM INC	COM	98419M100	313	3,739	SH		SOLE		3,739	0	0
YRC WORLDWIDE INC	COM PAR $.01	984249607	224	55,700	SH		OTR	1	0	55,700	0
YRC WORLDWIDE INC	COM PAR $.01	984249607	44	11,000	SH		SOLE		11,000	0	0
YUM BRANDS INC	COM	988498101	6,148	55,550	SH		OTR	1	0	55,550	0
YUM BRANDS INC	COM	988498101	760	6,869	SH		SOLE		6,869	0	0
YUM CHINA HLDGS INC	COM	98850P109	17,018	368,345	SH		OTR	1	0	368,345	0
YUM CHINA HLDGS INC	COM	98850P109	1,095	23,696	SH		SOLE		23,696	0	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	5,066	24,184	SH		OTR	1	0	24,184	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	266	1,270	SH		SOLE		1,270	0	0
ZENDESK INC	NOTE 0.250% 3/1	98936JAB7	5,405	3,521,000	PRN		OTR	1	0	3,521,000	0
ZENDESK INC	NOTE 0.250% 3/1	98936JAB7	2,754	1,794,000	PRN		SOLE		1,794,000	0	0
ZILLOW GROUP INC	NOTE 1.500% 7/0	98954MAC5	14,293	14,486,000	PRN		OTR	1	0	14,486,000	0
ZILLOW GROUP INC	NOTE 1.500% 7/0	98954MAC5	1,535	1,556,000	PRN		SOLE		1,556,000	0	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	5,379	4,753,000	PRN		OTR	1	0	4,753,000	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	88	78,000	PRN		OTR	4	8,000	70,000	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	1,527	1,346,000	PRN		SOLE		1,346,000	0	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	792	6,724	SH		SOLE		6,724	0	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	5,847	49,659	SH		OTR	1	0	49,659	0
ZIONS BANCORPORATION N A	COM	989701107	1,084	23,568	SH		OTR	1	0	23,568	0
ZIONS BANCORPORATION N A	COM	989701107	173	3,771	SH		SOLE		3,771	0	0
ZIX CORP	COM	98974P100	2,561	281,690	SH		OTR	1	0	281,690	0
ZIX CORP	COM	98974P100	462	50,868	SH		SOLE		50,868	0	0
ZOETIS INC	CL A	98978V103	7,478	65,894	SH		OTR	1	0	65,894	0
ZOETIS INC	CL A	98978V103	1,241	10,937	SH		SOLE		10,937	0	0
ZSCALER INC	COM	98980G102	529	6,900	SH		OTR	1	0	6,900	0
ZSCALER INC	COM	98980G102	107	1,400	SH		SOLE		1,400	0	0
ZYNEX INC	COM	98986M103	790	87,900	SH		OTR	1	0	87,900	0
ZYNEX INC	COM	98986M103	145	16,100	SH		SOLE		16,100	0	0
ZYNGA INC	CL A	98986T108	230	37,521	SH		SOLE		37,521	0	0
ZYNGA INC	CL A	98986T108	1,409	229,800	SH		OTR	1	0	229,800	0