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
Expires:	Oct 31, 2018
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
3M CO	COM	88579Y101	3,468	21,093	SH		SOLE		21,093	0	0
3M CO	COM	88579Y101	14,366	87,385	SH		OTR	1	0	87,385	0
AARONS INC	COM PAR $0.50	002535300	4,614	71,797	SH		OTR	1	0	71,797	0
AARONS INC	COM PAR $0.50	002535300	2,223	34,587	SH		OTR	5	0	34,587	0
AARONS INC	COM PAR $0.50	002535300	1,245	19,377	SH		SOLE		19,377	0	0
ABBOTT LABS	COM	002824100	28,285	338,052	SH		OTR	1	0	338,052	0
ABBOTT LABS	COM	002824100	2,553	30,508	SH		OTR	5	0	30,508	0
ABBOTT LABS	COM	002824100	8,529	101,932	SH		SOLE		101,932	0	0
ABBVIE INC	COM	00287Y109	5,548	73,267	SH		SOLE		73,267	0	0
ABBVIE INC	COM	00287Y109	35,205	464,933	SH		OTR	1	0	464,933	0
ABBVIE INC	COM	00287Y109	2,151	28,412	SH		OTR	5	0	28,412	0
ABIOMED INC	COM	003654100	1,038	5,837	SH		OTR	1	0	5,837	0
ABIOMED INC	COM	003654100	291	1,637	SH		SOLE		1,637	0	0
ABM INDS INC	COM	000957100	3,610	99,382	SH		OTR	1	0	99,382	0
ABM INDS INC	COM	000957100	683	18,800	SH		SOLE		18,800	0	0
ACADIA PHARMACEUTICALS INC	COM	004225108	2,306	64,072	SH		OTR	1	0	64,072	0
ACADIA PHARMACEUTICALS INC	COM	004225108	436	12,105	SH		SOLE		12,105	0	0
ACCELERON PHARMA INC	COM	00434H108	1,704	43,122	SH		OTR	1	0	43,122	0
ACCELERON PHARMA INC	COM	00434H108	323	8,168	SH		SOLE		8,168	0	0
ACCURAY INC	COM	004397105	947	341,844	SH		OTR	1	0	341,844	0
ACCURAY INC	COM	004397105	177	63,882	SH		SOLE		63,882	0	0
ACI WORLDWIDE INC	COM	004498101	3,254	103,890	SH		OTR	1	0	103,890	0
ACI WORLDWIDE INC	COM	004498101	608	19,400	SH		SOLE		19,400	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	6,663	125,914	SH		OTR	1	0	125,914	0
ACTIVISION BLIZZARD INC	COM	00507V109	1,434	27,096	SH		SOLE		27,096	0	0
ADOBE INC	COM	00724F101	44,113	159,686	SH		OTR	1	0	159,686	0
ADOBE INC	COM	00724F101	2,026	7,333	SH		OTR	5	0	7,333	0
ADOBE INC	COM	00724F101	6,597	23,879	SH		SOLE		23,879	0	0
ADT INC	COM	00090Q103	758	120,838	SH		OTR	1	0	120,838	0
ADT INC	COM	00090Q103	94	15,066	SH		SOLE		15,066	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	1,524	9,213	SH		OTR	1	0	9,213	0
ADVANCE AUTO PARTS INC	COM	00751Y106	430	2,602	SH		SOLE		2,602	0	0
ADVANCED ENERGY INDS	COM	007973100	1,003	17,475	SH		OTR	1	0	17,475	0
ADVANCED ENERGY INDS	COM	007973100	189	3,300	SH		SOLE		3,300	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	1,083	37,372	SH		SOLE		37,372	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	4,059	140,000	SH		OTR	1	0	140,000	0
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	3,755	1,007,000	PRN		SOLE		1,007,000	0	0
ADVANSIX INC	COM	00773T101	3,020	117,420	SH		OTR	1	0	117,420	0
ADVANSIX INC	COM	00773T101	574	22,300	SH		SOLE		22,300	0	0
AECOM	COM	00766T100	4,825	128,467	SH		OTR	1	0	128,467	0
AECOM	COM	00766T100	745	19,844	SH		OTR	5	0	19,844	0
AECOM	COM	00766T100	749	19,929	SH		SOLE		19,929	0	0
AEROJET ROCKETDYNE HLDGS INC	COM	007800105	3,658	72,419	SH		OTR	1	0	72,419	0
AEROJET ROCKETDYNE HLDGS INC	COM	007800105	683	13,527	SH		SOLE		13,527	0	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	35,015	17,538,000	PRN		OTR	1	0	17,538,000	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	68	34,000	PRN		OTR	4	4,000	30,000	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	39,826	19,944,000	PRN		SOLE		19,944,000	0	0
AES CORP	COM	00130H105	17,232	1,054,590	SH		OTR	1	0	1,054,590	0
AES CORP	COM	00130H105	2,501	153,060	SH		OTR	5	0	153,060	0
AES CORP	COM	00130H105	3,044	186,287	SH		SOLE		186,287	0	0
AFFILIATED MANAGERS GROUP IN	COM	008252108	546	6,548	SH		OTR	1	0	6,548	0
AFFILIATED MANAGERS GROUP IN	COM	008252108	112	1,341	SH		SOLE		1,341	0	0
AFLAC INC	COM	001055102	6,956	132,942	SH		OTR	1	0	132,942	0
AFLAC INC	COM	001055102	1,309	25,010	SH		SOLE		25,010	0	0
AGCO CORP	COM	001084102	1,086	14,351	SH		OTR	5	0	14,351	0
AGCO CORP	COM	001084102	1,418	18,735	SH		SOLE		18,735	0	0
AGCO CORP	COM	001084102	6,835	90,291	SH		OTR	1	0	90,291	0
AGILENT TECHNOLOGIES INC	COM	00846U101	842	10,987	SH		SOLE		10,987	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	3,076	40,146	SH		OTR	1	0	40,146	0
AGILYSYS INC	COM	00847J105	279	10,900	SH		OTR	1	0	10,900	0
AGILYSYS INC	COM	00847J105	51	2,000	SH		SOLE		2,000	0	0
AIMMUNE THERAPEUTICS INC	COM	00900T107	982	46,912	SH		OTR	1	0	46,912	0
AIMMUNE THERAPEUTICS INC	COM	00900T107	188	8,979	SH		SOLE		8,979	0	0
AIR PRODS & CHEMS INC	COM	009158106	10,394	46,850	SH		OTR	1	0	46,850	0
AIR PRODS & CHEMS INC	COM	009158106	1,147	5,171	SH		OTR	5	0	5,171	0
AIR PRODS & CHEMS INC	COM	009158106	2,426	10,934	SH		SOLE		10,934	0	0
AIR TRANSPORT SERVICES GRP I	NOTE 1.125%10/1	00922RAB1	349	373,000	PRN		SOLE		373,000	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	3,854	42,179	SH		SOLE		42,179	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	2,494	27,297	SH		OTR	5	0	27,297	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	25,926	283,715	SH		OTR	1	0	283,715	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	2,118	1,842,000	PRN		SOLE		1,842,000	0	0
AKORN INC	COM	009728106	2,307	607,200	SH		OTR	1	0	607,200	0
AKORN INC	COM	009728106	439	115,400	SH		SOLE		115,400	0	0
ALARM COM HLDGS INC	COM	011642105	790	16,946	SH		OTR	1	0	16,946	0
ALARM COM HLDGS INC	COM	011642105	149	3,200	SH		SOLE		3,200	0	0
ALASKA AIR GROUP INC	COM	011659109	1,032	15,896	SH		OTR	1	0	15,896	0
ALASKA AIR GROUP INC	COM	011659109	230	3,536	SH		SOLE		3,536	0	0
ALBEMARLE CORP	COM	012653101	294	4,224	SH		SOLE		4,224	0	0
ALBEMARLE CORP	COM	012653101	949	13,656	SH		OTR	1	0	13,656	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	3,587	23,287	SH		OTR	1	0	23,287	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	723	4,694	SH		SOLE		4,694	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	4,979	50,839	SH		OTR	1	0	50,839	0
ALEXION PHARMACEUTICALS INC	COM	015351109	881	9,000	SH		SOLE		9,000	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	10,706	64,020	SH		OTR	1	0	64,020	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	2,141	12,800	SH		SOLE		12,800	0	0
ALIGN TECHNOLOGY INC	COM	016255101	2,625	14,510	SH		OTR	1	0	14,510	0
ALIGN TECHNOLOGY INC	COM	016255101	482	2,665	SH		SOLE		2,665	0	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	628	400,000	PRN		SOLE		400,000	0	0
ALLETE INC	COM NEW	018522300	253	2,897	SH		SOLE		2,897	0	0
ALLETE INC	COM NEW	018522300	465	5,321	SH		OTR	5	0	5,321	0
ALLETE INC	COM NEW	018522300	841	9,625	SH		OTR	1	0	9,625	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	238	1,861	SH		SOLE		1,861	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	669	5,222	SH		OTR	1	0	5,222	0
ALLIANT ENERGY CORP	COM	018802108	1,653	30,646	SH		OTR	1	0	30,646	0
ALLIANT ENERGY CORP	COM	018802108	452	8,384	SH		SOLE		8,384	0	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	2,833	60,203	SH		OTR	1	0	60,203	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	365	7,765	SH		SOLE		7,765	0	0
ALLSTATE CORP	COM	020002101	12,239	112,615	SH		OTR	1	0	112,615	0
ALLSTATE CORP	COM	020002101	2,721	25,033	SH		OTR	5	0	25,033	0
ALLSTATE CORP	COM	020002101	2,866	26,369	SH		SOLE		26,369	0	0
ALPHABET INC	CAP STK CL A	02079K305	20,325	16,644	SH		SOLE		16,644	0	0
ALPHABET INC	CAP STK CL A	02079K305	7,477	6,123	SH		OTR	5	0	6,123	0
ALPHABET INC	CAP STK CL A	02079K305	98,418	80,595	SH		OTR	1	0	80,595	0
ALPHABET INC	CAP STK CL C	02079K107	97,948	80,351	SH		OTR	1	0	80,351	0
ALPHABET INC	CAP STK CL C	02079K107	8,028	6,586	SH		OTR	5	0	6,586	0
ALPHABET INC	CAP STK CL C	02079K107	20,675	16,961	SH		SOLE		16,961	0	0
ALTICE USA INC	CL A	02156K103	12,594	439,121	SH		OTR	1	0	439,121	0
ALTICE USA INC	CL A	02156K103	931	32,449	SH		SOLE		32,449	0	0
ALTRIA GROUP INC	COM	02209S103	11,691	285,833	SH		OTR	1	0	285,833	0
ALTRIA GROUP INC	COM	02209S103	188	4,594	SH		OTR	5	0	4,594	0
ALTRIA GROUP INC	COM	02209S103	1,350	33,014	SH		SOLE		33,014	0	0
ALZA CORP	SDCV 7/2	02261WAB5	21,563	12,090,000	PRN		SOLE		12,090,000	0	0
AMAZON COM INC	COM	023135106	39,657	22,845	SH		SOLE		22,845	0	0
AMAZON COM INC	COM	023135106	205,756	118,529	SH		OTR	1	0	118,529	0
AMAZON COM INC	COM	023135106	13,993	8,061	SH		OTR	5	0	8,061	0
AMEREN CORP	COM	023608102	3,799	47,461	SH		OTR	1	0	47,461	0
AMEREN CORP	COM	023608102	703	8,780	SH		SOLE		8,780	0	0
AMERICAN AIRLS GROUP INC	COM	02376R102	1,377	51,058	SH		OTR	1	0	51,058	0
AMERICAN AIRLS GROUP INC	COM	02376R102	315	11,689	SH		SOLE		11,689	0	0
AMERICAN ASSETS TR INC	COM	024013104	3,435	73,500	SH		OTR	1	0	73,500	0
AMERICAN ASSETS TR INC	COM	024013104	650	13,900	SH		SOLE		13,900	0	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	954	19,832	SH		SOLE		19,832	0	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	5,496	114,317	SH		OTR	1	0	114,317	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	1,296	26,947	SH		OTR	5	0	26,947	0
AMERICAN ELEC PWR CO INC	COM	025537101	1,981	21,149	SH		SOLE		21,149	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	9,429	100,639	SH		OTR	1	0	100,639	0
AMERICAN ELEC PWR CO INC	COM	025537101	846	9,030	SH		OTR	5	0	9,030	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	3,643	150,535	SH		OTR	1	0	150,535	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	691	28,537	SH		SOLE		28,537	0	0
AMERICAN EXPRESS CO	COM	025816109	22,613	191,178	SH		OTR	1	0	191,178	0
AMERICAN EXPRESS CO	COM	025816109	3,456	29,215	SH		OTR	5	0	29,215	0
AMERICAN EXPRESS CO	COM	025816109	5,371	45,405	SH		SOLE		45,405	0	0
AMERICAN FINL GROUP INC OHIO	COM	025932104	914	8,471	SH		OTR	1	0	8,471	0
AMERICAN FINL GROUP INC OHIO	COM	025932104	46	428	SH		SOLE		428	0	0
AMERICAN HOMES 4 RENT	CL A	02665T306	6,159	237,886	SH		OTR	1	0	237,886	0
AMERICAN HOMES 4 RENT	CL A	02665T306	276	10,643	SH		SOLE		10,643	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	3,132	56,238	SH		OTR	5	0	56,238	0
AMERICAN INTL GROUP INC	COM NEW	026874784	4,946	88,793	SH		SOLE		88,793	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	20,639	370,530	SH		OTR	1	0	370,530	0
AMERICAN NATL INS CO	COM	028591105	4,275	34,555	SH		OTR	1	0	34,555	0
AMERICAN NATL INS CO	COM	028591105	314	2,537	SH		SOLE		2,537	0	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	13,692	13,500,000	PRN		OTR	1	0	13,500,000	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	22,911	22,590,000	PRN		SOLE		22,590,000	0	0
AMERICAN STS WTR CO	COM	029899101	4,169	46,389	SH		OTR	1	0	46,389	0
AMERICAN STS WTR CO	COM	029899101	798	8,884	SH		SOLE		8,884	0	0
AMERICAN SUPERCONDUCTOR CORP	SHS NEW	030111207	156	19,900	SH		SOLE		19,900	0	0
AMERICAN SUPERCONDUCTOR CORP	SHS NEW	030111207	842	107,400	SH		OTR	1	0	107,400	0
AMERICAN TOWER CORP NEW	COM	03027X100	6,531	29,535	SH		SOLE		29,535	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	36,794	166,391	SH		OTR	1	0	166,391	0
AMERICAN TOWER CORP NEW	COM	03027X100	2,613	11,817	SH		OTR	5	0	11,817	0
AMERICAN WOODMARK CORPORATIO	COM	030506109	3,325	37,400	SH		OTR	1	0	37,400	0
AMERICAN WOODMARK CORPORATIO	COM	030506109	622	7,000	SH		SOLE		7,000	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	2,892	23,276	SH		OTR	1	0	23,276	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	724	5,829	SH		SOLE		5,829	0	0
AMERICAS CAR MART INC	COM	03062T105	2,925	31,900	SH		OTR	1	0	31,900	0
AMERICAS CAR MART INC	COM	03062T105	559	6,100	SH		SOLE		6,100	0	0
AMERICOLD RLTY TR	COM	03064D108	267	7,207	SH		SOLE		7,207	0	0
AMERICOLD RLTY TR	COM	03064D108	2,184	58,905	SH		OTR	1	0	58,905	0
AMERIPRISE FINL INC	COM	03076C106	4,420	30,048	SH		SOLE		30,048	0	0
AMERIPRISE FINL INC	COM	03076C106	2,701	18,361	SH		OTR	5	0	18,361	0
AMERIPRISE FINL INC	COM	03076C106	20,687	140,633	SH		OTR	1	0	140,633	0
AMERISOURCEBERGEN CORP	COM	03073E105	22,948	278,727	SH		OTR	1	0	278,727	0
AMERISOURCEBERGEN CORP	COM	03073E105	2,383	28,941	SH		OTR	5	0	28,941	0
AMERISOURCEBERGEN CORP	COM	03073E105	3,659	44,439	SH		SOLE		44,439	0	0
AMETEK INC NEW	COM	031100100	2,865	31,207	SH		OTR	1	0	31,207	0
AMETEK INC NEW	COM	031100100	752	8,187	SH		SOLE		8,187	0	0
AMGEN INC	COM	031162100	28,640	148,003	SH		OTR	1	0	148,003	0
AMGEN INC	COM	031162100	2,021	10,443	SH		OTR	5	0	10,443	0
AMGEN INC	COM	031162100	5,772	29,826	SH		SOLE		29,826	0	0
AMICUS THERAPEUTICS INC	COM	03152W109	1,499	186,941	SH		OTR	1	0	186,941	0
AMICUS THERAPEUTICS INC	COM	03152W109	286	35,665	SH		SOLE		35,665	0	0
AMKOR TECHNOLOGY INC	COM	031652100	79	8,701	SH		SOLE		8,701	0	0
AMKOR TECHNOLOGY INC	COM	031652100	393	43,224	SH		OTR	1	0	43,224	0
AMN HEALTHCARE SERVICES INC	COM	001744101	2,210	38,400	SH		OTR	1	0	38,400	0
AMN HEALTHCARE SERVICES INC	COM	001744101	403	7,000	SH		SOLE		7,000	0	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	2,757	139,036	SH		OTR	1	0	139,036	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	522	26,342	SH		SOLE		26,342	0	0
AMPHENOL CORP NEW	CL A	032095101	3,704	38,386	SH		OTR	1	0	38,386	0
AMPHENOL CORP NEW	CL A	032095101	1,012	10,486	SH		SOLE		10,486	0	0
AMPLIFY ENERGY CORP NEW	COM	03212B103	258	41,835	SH		SOLE		41,835	0	0
AMPLIFY ENERGY CORP NEW	COM	03212B103	1,358	220,052	SH		OTR	1	0	220,052	0
ANALOG DEVICES INC	COM	032654105	1,540	13,779	SH		SOLE		13,779	0	0
ANALOG DEVICES INC	COM	032654105	7,591	67,939	SH		OTR	1	0	67,939	0
ANAPTYSBIO INC	COM	032724106	809	23,131	SH		OTR	1	0	23,131	0
ANAPTYSBIO INC	COM	032724106	154	4,396	SH		SOLE		4,396	0	0
ANGIODYNAMICS INC	COM	03475V101	809	43,900	SH		OTR	1	0	43,900	0
ANGIODYNAMICS INC	COM	03475V101	151	8,200	SH		SOLE		8,200	0	0
ANI PHARMACEUTICALS INC	COM	00182C103	2,916	40,014	SH		OTR	1	0	40,014	0
ANI PHARMACEUTICALS INC	COM	00182C103	548	7,513	SH		SOLE		7,513	0	0
ANIXTER INTL INC	COM	035290105	1,740	25,172	SH		OTR	1	0	25,172	0
ANIXTER INTL INC	COM	035290105	312	4,510	SH		SOLE		4,510	0	0
ANNALY CAP MGMT INC	COM	035710409	92	10,500	SH		SOLE		10,500	0	0
ANSYS INC	COM	03662Q105	2,575	11,631	SH		OTR	1	0	11,631	0
ANSYS INC	COM	03662Q105	719	3,246	SH		SOLE		3,246	0	0
ANTHEM INC	COM	036752103	24,068	100,243	SH		OTR	1	0	100,243	0
ANTHEM INC	COM	036752103	3,220	13,412	SH		OTR	5	0	13,412	0
ANTHEM INC	COM	036752103	5,387	22,438	SH		SOLE		22,438	0	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	65,053	19,421,000	PRN		OTR	1	0	19,421,000	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	104	31,000	PRN		OTR	4	3,000	28,000	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	83,737	24,995,000	PRN		SOLE		24,995,000	0	0
APACHE CORP	COM	037411105	1,240	48,450	SH		OTR	1	0	48,450	0
APACHE CORP	COM	037411105	363	14,192	SH		SOLE		14,192	0	0
APARTMENT INVT & MGMT CO	CL A	03748R754	8,832	169,396	SH		OTR	1	0	169,396	0
APARTMENT INVT & MGMT CO	CL A	03748R754	1,807	34,657	SH		SOLE		34,657	0	0
APARTMENT INVT & MGMT CO	CL A	03748R754	2,339	44,862	SH		OTR	5	0	44,862	0
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	415	25,044	SH		OTR	1	0	25,044	0
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	9	526	SH		SOLE		526	0	0
APPLE INC	COM	037833100	254,642	1,136,949	SH		OTR	1	0	1,136,949	0
APPLE INC	COM	037833100	20,684	92,352	SH		OTR	5	0	92,352	0
APPLE INC	COM	037833100	50,396	225,013	SH		SOLE		225,013	0	0
APPLIED MATLS INC	COM	038222105	19,280	386,367	SH		OTR	1	0	386,367	0
APPLIED MATLS INC	COM	038222105	2,238	44,842	SH		OTR	5	0	44,842	0
APPLIED MATLS INC	COM	038222105	3,449	69,116	SH		SOLE		69,116	0	0
ARAMARK	COM	03852U106	12,987	298,000	SH		OTR	1	0	298,000	0
ARAMARK	COM	03852U106	2,013	46,185	SH		SOLE		46,185	0	0
ARCBEST CORP	COM	03937C105	371	12,200	SH		SOLE		12,200	0	0
ARCBEST CORP	COM	03937C105	1,949	64,000	SH		OTR	1	0	64,000	0
ARCHER DANIELS MIDLAND CO	COM	039483102	2,953	71,909	SH		OTR	1	0	71,909	0
ARCHER DANIELS MIDLAND CO	COM	039483102	916	22,305	SH		SOLE		22,305	0	0
ARCONIC INC	COM	03965L100	5,473	210,501	SH		OTR	1	0	210,501	0
ARCONIC INC	COM	03965L100	488	18,787	SH		OTR	5	0	18,787	0
ARCONIC INC	COM	03965L100	942	36,244	SH		SOLE		36,244	0	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	1,491	32,572	SH		OTR	1	0	32,572	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	284	6,208	SH		SOLE		6,208	0	0
ARES CAP CORP	NOTE 3.750% 2/0	04010LAT0	693	669,000	PRN		SOLE		669,000	0	0
ARES CAP CORP	NOTE 4.625% 3/0	04010LAW3	6,491	6,142,000	PRN		SOLE		6,142,000	0	0
ARES DYNAMIC CR ALLOCATION F	COM	04014F102	286	19,191	SH		SOLE		19,191	0	0
ARISTA NETWORKS INC	COM	040413106	1,677	7,021	SH		OTR	1	0	7,021	0
ARISTA NETWORKS INC	COM	040413106	453	1,896	SH		SOLE		1,896	0	0
ARROW ELECTRS INC	COM	042735100	12,593	168,855	SH		OTR	1	0	168,855	0
ARROW ELECTRS INC	COM	042735100	1,719	23,054	SH		OTR	5	0	23,054	0
ARROW ELECTRS INC	COM	042735100	2,024	27,132	SH		SOLE		27,132	0	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	1,593	56,526	SH		OTR	1	0	56,526	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	302	10,700	SH		SOLE		10,700	0	0
ARTESIAN RESOURCES CORP	CL A	043113208	196	5,284	SH		OTR	1	0	5,284	0
ARTESIAN RESOURCES CORP	CL A	043113208	33	900	SH		SOLE		900	0	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	3,643	35,600	SH		OTR	1	0	35,600	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	686	6,700	SH		SOLE		6,700	0	0
ASSERTIO THERAPEUTICS INC	COM	04545L107	66	51,300	SH		SOLE		51,300	0	0
ASSERTIO THERAPEUTICS INC	COM	04545L107	343	267,700	SH		OTR	1	0	267,700	0
ASSERTIO THERAPEUTICS INC	NOTE 2.500% 9/0	249908AA2	579	775,000	PRN		SOLE		775,000	0	0
ASSURANT INC	COM	04621X108	4,697	37,329	SH		OTR	1	0	37,329	0
ASSURANT INC	COM	04621X108	525	4,175	SH		SOLE		4,175	0	0
AT&T INC	COM	00206R102	45,852	1,211,737	SH		OTR	1	0	1,211,737	0
AT&T INC	COM	00206R102	3,132	82,779	SH		OTR	5	0	82,779	0
AT&T INC	COM	00206R102	14,176	374,622	SH		SOLE		374,622	0	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	151	10,692	SH		SOLE		10,692	0	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	800	56,639	SH		OTR	1	0	56,639	0
ATKORE INTL GROUP INC	COM	047649108	627	20,654	SH		SOLE		20,654	0	0
ATKORE INTL GROUP INC	COM	047649108	3,303	108,824	SH		OTR	1	0	108,824	0
ATLANTIC PWR CORP	COM NEW	04878Q863	954	407,715	SH		OTR	1	0	407,715	0
ATLANTIC PWR CORP	COM NEW	04878Q863	186	79,700	SH		SOLE		79,700	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	29,486	33,185,000	PRN		OTR	1	0	33,185,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	68	77,000	PRN		OTR	4	7,000	70,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	33,739	37,941,000	PRN		SOLE		37,941,000	0	0
ATMOS ENERGY CORP	COM	049560105	1,737	15,250	SH		OTR	1	0	15,250	0
ATMOS ENERGY CORP	COM	049560105	486	4,263	SH		SOLE		4,263	0	0
ATN INTL INC	COM	00215F107	33	562	SH		SOLE		562	0	0
ATN INTL INC	COM	00215F107	172	2,949	SH		OTR	1	0	2,949	0
AUDENTES THERAPEUTICS INC	COM	05070R104	1,074	38,241	SH		OTR	1	0	38,241	0
AUDENTES THERAPEUTICS INC	COM	05070R104	204	7,253	SH		SOLE		7,253	0	0
AUTODESK INC	COM	052769106	6,048	40,948	SH		OTR	1	0	40,948	0
AUTODESK INC	COM	052769106	1,157	7,833	SH		SOLE		7,833	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	9,778	60,577	SH		OTR	1	0	60,577	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	3,625	22,457	SH		SOLE		22,457	0	0
AUTONATION INC	COM	05329W102	13,660	269,434	SH		OTR	1	0	269,434	0
AUTONATION INC	COM	05329W102	1,280	25,244	SH		SOLE		25,244	0	0
AUTOZONE INC	COM	053332102	27,466	25,323	SH		OTR	1	0	25,323	0
AUTOZONE INC	COM	053332102	2,626	2,421	SH		OTR	5	0	2,421	0
AUTOZONE INC	COM	053332102	4,434	4,088	SH		SOLE		4,088	0	0
AVALARA INC	COM	05338G106	659	9,800	SH		OTR	1	0	9,800	0
AVALARA INC	COM	05338G106	126	1,873	SH		SOLE		1,873	0	0
AVALONBAY CMNTYS INC	COM	053484101	8,132	37,765	SH		OTR	1	0	37,765	0
AVALONBAY CMNTYS INC	COM	053484101	1,357	6,300	SH		SOLE		6,300	0	0
AVANTOR INC	COM	05352A100	2,413	164,130	SH		OTR	1	0	164,130	0
AVANTOR INC	COM	05352A100	286	19,487	SH		SOLE		19,487	0	0
AVAYA HLDGS CORP	COM	05351X101	1,725	168,629	SH		OTR	1	0	168,629	0
AVAYA HLDGS CORP	COM	05351X101	332	32,440	SH		SOLE		32,440	0	0
AVAYA HLDGS CORP	NOTE 2.250% 6/1	05351XAB7	417	487,000	PRN		SOLE		487,000	0	0
AVERY DENNISON CORP	COM	053611109	1,233	10,859	SH		OTR	1	0	10,859	0
AVERY DENNISON CORP	COM	053611109	293	2,578	SH		SOLE		2,578	0	0
AVID TECHNOLOGY INC	COM	05367P100	404	65,308	SH		OTR	1	0	65,308	0
AVID TECHNOLOGY INC	COM	05367P100	74	11,900	SH		SOLE		11,900	0	0
AVNET INC	COM	053807103	1,466	32,949	SH		OTR	5	0	32,949	0
AVNET INC	COM	053807103	1,849	41,574	SH		SOLE		41,574	0	0
AVNET INC	COM	053807103	13,662	307,112	SH		OTR	1	0	307,112	0
AVX CORP NEW	COM	002444107	238	15,651	SH		OTR	1	0	15,651	0
AVX CORP NEW	COM	002444107	43	2,800	SH		SOLE		2,800	0	0
AXA EQUITABLE HLDGS INC	COM	054561105	9,887	446,150	SH		OTR	1	0	446,150	0
AXA EQUITABLE HLDGS INC	COM	054561105	1,832	82,671	SH		SOLE		82,671	0	0
AZZ INC	COM	002474104	1,322	30,359	SH		OTR	1	0	30,359	0
AZZ INC	COM	002474104	240	5,500	SH		SOLE		5,500	0	0
BAIDU INC	SPON ADR REP A	056752108	639	6,223	SH		OTR	1	0	6,223	0
BAIDU INC	SPON ADR REP A	056752108	175	1,700	SH		SOLE		1,700	0	0
BAKER HUGHES A GE CO	CL A	05722G100	464	19,998	SH		SOLE		19,998	0	0
BAKER HUGHES A GE CO	CL A	05722G100	1,714	73,890	SH		OTR	1	0	73,890	0
BALL CORP	COM	058498106	8,987	123,433	SH		OTR	1	0	123,433	0
BALL CORP	COM	058498106	1,568	21,542	SH		SOLE		21,542	0	0
BANCO MACRO SA	SPON ADR B	05961W105	1	31	SH		OTR	1	0	31	0
BANCO MACRO SA	SPON ADR B	05961W105	554	21,300	SH		SOLE		21,300	0	0
BANCORP INC DEL	COM	05969A105	2,966	299,555	SH		OTR	1	0	299,555	0
BANCORP INC DEL	COM	05969A105	563	56,851	SH		SOLE		56,851	0	0
BANK AMER CORP	7.25%CNV PFD L	060505682	40,624	27,109	SH		OTR	1	0	27,109	0
BANK AMER CORP	7.25%CNV PFD L	060505682	55,639	37,134	SH		SOLE		37,134	0	0
BANK AMER CORP	7.25%CNV PFD L	060505682	159	106	SH		OTR	4	10	96	0
BANK AMER CORP	COM	060505104	6,657	228,216	SH		OTR	5	0	228,216	0
BANK AMER CORP	COM	060505104	72,051	2,470,029	SH		OTR	1	0	2,470,029	0
BANK AMER CORP	COM	060505104	15,777	540,852	SH		SOLE		540,852	0	0
BANK COMM HLDGS	COM	06424J103	98	8,998	SH		OTR	1	0	8,998	0
BANK COMM HLDGS	COM	06424J103	21	1,931	SH		SOLE		1,931	0	0
BANK NEW YORK MELLON CORP	COM	064058100	6,450	142,677	SH		OTR	1	0	142,677	0
BANK NEW YORK MELLON CORP	COM	064058100	2,233	49,393	SH		SOLE		49,393	0	0
BANK OZK	COM	06417N103	4,689	171,938	SH		OTR	1	0	171,938	0
BANK OZK	COM	06417N103	862	31,612	SH		SOLE		31,612	0	0
BARNES & NOBLE ED INC	COM	06777U101	137	43,800	SH		SOLE		43,800	0	0
BARNES & NOBLE ED INC	COM	06777U101	721	231,100	SH		OTR	1	0	231,100	0
BARRETT BUSINESS SERVICES IN	COM	068463108	580	6,534	SH		SOLE		6,534	0	0
BARRETT BUSINESS SERVICES IN	COM	068463108	3,029	34,107	SH		OTR	1	0	34,107	0
BASSETT FURNITURE INDS INC	COM	070203104	196	12,800	SH		OTR	1	0	12,800	0
BASSETT FURNITURE INDS INC	COM	070203104	37	2,400	SH		SOLE		2,400	0	0
BAXTER INTL INC	COM	071813109	7,475	85,459	SH		OTR	1	0	85,459	0
BAXTER INTL INC	COM	071813109	2,370	27,099	SH		SOLE		27,099	0	0
BAYCOM CORP	COM	07272M107	304	13,402	SH		OTR	1	0	13,402	0
BAYCOM CORP	COM	07272M107	61	2,700	SH		SOLE		2,700	0	0
BB&T CORP	COM	054937107	6,780	127,045	SH		OTR	1	0	127,045	0
BB&T CORP	COM	054937107	1,433	26,854	SH		SOLE		26,854	0	0
BBX CAP CORP NEW	CL A	05491N104	61	13,000	SH		OTR	1	0	13,000	0
BBX CAP CORP NEW	CL A	05491N104	12	2,600	SH		SOLE		2,600	0	0
BCB BANCORP INC	COM	055298103	121	9,405	SH		SOLE		9,405	0	0
BCB BANCORP INC	COM	055298103	669	52,117	SH		OTR	1	0	52,117	0
BEAZER HOMES USA INC	COM NEW	07556Q881	3,087	207,200	SH		OTR	1	0	207,200	0
BEAZER HOMES USA INC	COM NEW	07556Q881	584	39,200	SH		SOLE		39,200	0	0
BECTON DICKINSON & CO	COM	075887109	10,279	40,633	SH		OTR	1	0	40,633	0
BECTON DICKINSON & CO	COM	075887109	2,438	9,637	SH		SOLE		9,637	0	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	34,465	556,290	SH		OTR	1	0	556,290	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	96	1,550	SH		OTR	4	154	1,396	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	39,245	633,348	SH		SOLE		633,348	0	0
BELDEN INC	COM	077454106	597	11,200	SH		SOLE		11,200	0	0
BELDEN INC	COM	077454106	3,165	59,334	SH		OTR	1	0	59,334	0
BENCHMARK ELECTRS INC	COM	08160H101	535	18,400	SH		SOLE		18,400	0	0
BENCHMARK ELECTRS INC	COM	08160H101	2,816	96,890	SH		OTR	1	0	96,890	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	78,375	376,768	SH		OTR	1	0	376,768	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	9,359	44,991	SH		OTR	5	0	44,991	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	21,532	103,509	SH		SOLE		103,509	0	0
BERRY GLOBAL GROUP INC	COM	08579W103	5,213	132,745	SH		OTR	1	0	132,745	0
BERRY GLOBAL GROUP INC	COM	08579W103	560	14,254	SH		SOLE		14,254	0	0
BEST BUY INC	COM	086516101	24,732	358,483	SH		OTR	1	0	358,483	0
BEST BUY INC	COM	086516101	2,313	33,526	SH		OTR	5	0	33,526	0
BEST BUY INC	COM	086516101	3,719	53,910	SH		SOLE		53,910	0	0
BG STAFFING INC	COM	05544A109	773	40,472	SH		OTR	1	0	40,472	0
BG STAFFING INC	COM	05544A109	146	7,666	SH		SOLE		7,666	0	0
BIO RAD LABS INC	CL A	090572207	82	246	SH		SOLE		246	0	0
BIO RAD LABS INC	CL A	090572207	566	1,700	SH		OTR	1	0	1,700	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	2,144	509,300	SH		OTR	1	0	509,300	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	407	96,600	SH		SOLE		96,600	0	0
BIOGEN INC	COM	09062X103	12,736	54,702	SH		OTR	1	0	54,702	0
BIOGEN INC	COM	09062X103	2,331	10,014	SH		OTR	5	0	10,014	0
BIOGEN INC	COM	09062X103	2,926	12,569	SH		SOLE		12,569	0	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	162	2,400	SH		OTR	1	0	2,400	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	128	1,897	SH		SOLE		1,897	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	91	93,000	PRN		OTR	4	9,000	84,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	46,435	47,133,000	PRN		OTR	1	0	47,133,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	51,354	52,110,000	PRN		SOLE		52,110,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.500%10/1	09061GAF8	1,871	1,812,000	PRN		SOLE		1,812,000	0	0
BLACKBAUD INC	COM	09227Q100	2,050	22,687	SH		OTR	1	0	22,687	0
BLACKBAUD INC	COM	09227Q100	388	4,300	SH		SOLE		4,300	0	0
BLACKLINE INC	COM	09239B109	3,067	64,156	SH		OTR	1	0	64,156	0
BLACKLINE INC	COM	09239B109	583	12,200	SH		SOLE		12,200	0	0
BLACKROCK FLA MUN 2020 TERM	COM SHS	09250M109	502	34,857	SH		OTR	1	0	34,857	0
BLACKROCK FLA MUN 2020 TERM	COM SHS	09250M109	2,702	187,485	SH		SOLE		187,485	0	0
BLACKROCK INC	COM	09247X101	1,947	4,369	SH		SOLE		4,369	0	0
BLACKROCK INC	COM	09247X101	9,094	20,406	SH		OTR	1	0	20,406	0
BLACKROCK INC	COM	09247X101	211	474	SH		OTR	5	0	474	0
BLACKROCK INVT QUALITY MUN T	COM	09247D105	629	40,431	SH		OTR	1	0	40,431	0
BLACKROCK INVT QUALITY MUN T	COM	09247D105	4,299	276,282	SH		SOLE		276,282	0	0
BLACKROCK LONG-TERM MUNI ADV	COM	09250B103	1,032	81,807	SH		SOLE		81,807	0	0
BLACKROCK MUN 2030 TAR TERM	COM SHS BEN IN	09257P105	3,968	167,704	SH		SOLE		167,704	0	0
BLACKROCK MUNI INCOME INV QL	COM	09250G102	260	18,120	SH		OTR	1	0	18,120	0
BLACKROCK MUNI INCOME INV QL	COM	09250G102	70	4,861	SH		SOLE		4,861	0	0
BLACKROCK MUNI INTER DR FD I	COM	09253X102	11,649	821,500	SH		SOLE		821,500	0	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	802	70,702	SH		OTR	1	0	70,702	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	1,151	101,543	SH		SOLE		101,543	0	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	7,947	558,453	SH		SOLE		558,453	0	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	933	68,572	SH		SOLE		68,572	0	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	1,345	99,381	SH		SOLE		99,381	0	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	953	70,458	SH		OTR	1	0	70,458	0
BLACKROCK MUNIHOLDNGS QLTY I	COM	09254A101	250	19,526	SH		SOLE		19,526	0	0
BLACKROCK MUNIVEST FD INC	COM	09253R105	4,474	486,305	SH		SOLE		486,305	0	0
BLACKROCK MUNIY QUALITY FD I	COM	09254G108	734	56,581	SH		SOLE		56,581	0	0
BLACKROCK MUNIYIELD N J FD I	COM	09254Y109	475	31,029	SH		SOLE		31,029	0	0
BLACKROCK MUNIYIELD NY QLTY	COM	09255E102	992	75,941	SH		SOLE		75,941	0	0
BLACKROCK MUNIYIELD QUALITY	COM	09254F100	1,004	66,750	SH		SOLE		66,750	0	0
BLACKROCK MUNIYLD INVST QLTY	COM	09254T100	330	23,851	SH		OTR	1	0	23,851	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	6,350	451,928	SH		SOLE		451,928	0	0
BLACKROCK N Y MUN INCOME TR	SH BEN INT	09248L106	362	25,594	SH		SOLE		25,594	0	0
BLACKROCK NY MUN INCOME TR I	COM	09249R102	412	28,807	SH		OTR	1	0	28,807	0
BLACKROCK NY MUN INCOME TR I	COM	09249R102	622	43,470	SH		SOLE		43,470	0	0
BLOCK H & R INC	COM	093671105	12,629	534,676	SH		OTR	1	0	534,676	0
BLOCK H & R INC	COM	093671105	1,003	42,475	SH		OTR	5	0	42,475	0
BLOCK H & R INC	COM	093671105	1,950	82,571	SH		SOLE		82,571	0	0
BLOOMIN BRANDS INC	COM	094235108	1,968	103,976	SH		OTR	1	0	103,976	0
BLOOMIN BRANDS INC	COM	094235108	377	19,914	SH		SOLE		19,914	0	0
BLUE BIRD CORP	COM	095306106	485	25,474	SH		OTR	1	0	25,474	0
BLUE BIRD CORP	COM	095306106	95	5,000	SH		SOLE		5,000	0	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	2,268	30,869	SH		OTR	1	0	30,869	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	423	5,753	SH		SOLE		5,753	0	0
BMC STK HLDGS INC	COM	05591B109	3,552	135,666	SH		OTR	1	0	135,666	0
BMC STK HLDGS INC	COM	05591B109	675	25,800	SH		SOLE		25,800	0	0
BNY MELLON MUN INCOME INC	COM	05589T104	3,846	411,326	SH		SOLE		411,326	0	0
BOEING CO	COM	097023105	43,195	113,530	SH		OTR	1	0	113,530	0
BOEING CO	COM	097023105	1,654	4,347	SH		OTR	5	0	4,347	0
BOEING CO	COM	097023105	10,386	27,297	SH		SOLE		27,297	0	0
BOOKING HLDGS INC	COM	09857L108	13,242	6,747	SH		OTR	1	0	6,747	0
BOOKING HLDGS INC	COM	09857L108	265	135	SH		OTR	5	0	135	0
BOOKING HLDGS INC	COM	09857L108	3,317	1,690	SH		SOLE		1,690	0	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	15,347	216,089	SH		OTR	1	0	216,089	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	1,474	20,758	SH		SOLE		20,758	0	0
BORGWARNER INC	COM	099724106	977	26,645	SH		OTR	1	0	26,645	0
BORGWARNER INC	COM	099724106	213	5,803	SH		SOLE		5,803	0	0
BOSTON BEER INC	CL A	100557107	728	2,000	SH		SOLE		2,000	0	0
BOSTON BEER INC	CL A	100557107	3,786	10,400	SH		OTR	1	0	10,400	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	833	71,500	SH		OTR	1	0	71,500	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	154	13,200	SH		SOLE		13,200	0	0
BOSTON PROPERTIES INC	COM	101121101	4,473	34,500	SH		OTR	1	0	34,500	0
BOSTON PROPERTIES INC	COM	101121101	861	6,638	SH		SOLE		6,638	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	7,313	179,727	SH		OTR	1	0	179,727	0
BOSTON SCIENTIFIC CORP	COM	101137107	1,990	48,909	SH		SOLE		48,909	0	0
BRAEMAR HOTELS & RESORTS INC	COM	10482B101	271	28,893	SH		SOLE		28,893	0	0
BRAEMAR HOTELS & RESORTS INC	COM	10482B101	1,456	155,097	SH		OTR	1	0	155,097	0
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	135	8,883	SH		SOLE		8,883	0	0
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	1,759	116,136	SH		OTR	1	0	116,136	0
BRIDGE BANCORP INC	COM	108035106	1,770	59,864	SH		OTR	1	0	59,864	0
BRIDGE BANCORP INC	COM	108035106	336	11,351	SH		SOLE		11,351	0	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	489	40,934	SH		OTR	1	0	40,934	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	96	8,000	SH		SOLE		8,000	0	0
BRIGHT HORIZONS FAM SOL IN D	COM	109194100	361	2,365	SH		OTR	1	0	2,365	0
BRIGHT HORIZONS FAM SOL IN D	COM	109194100	46	300	SH		SOLE		300	0	0
BRIGHTCOVE INC	COM	10921T101	791	75,500	SH		OTR	1	0	75,500	0
BRIGHTCOVE INC	COM	10921T101	147	14,000	SH		SOLE		14,000	0	0
BRIGHTHOUSE FINL INC	COM	10922N103	16,575	409,569	SH		OTR	1	0	409,569	0
BRIGHTHOUSE FINL INC	COM	10922N103	1,558	38,503	SH		OTR	5	0	38,503	0
BRIGHTHOUSE FINL INC	COM	10922N103	2,846	70,330	SH		SOLE		70,330	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	12,179	240,160	SH		OTR	1	0	240,160	0
BRISTOL MYERS SQUIBB CO	COM	110122108	2,939	57,951	SH		SOLE		57,951	0	0
BROADCOM INC	COM	11135F101	43,346	157,010	SH		OTR	1	0	157,010	0
BROADCOM INC	COM	11135F101	4,226	15,307	SH		OTR	5	0	15,307	0
BROADCOM INC	COM	11135F101	8,079	29,263	SH		SOLE		29,263	0	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	1,835	14,745	SH		OTR	1	0	14,745	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	501	4,026	SH		SOLE		4,026	0	0
BROOKFIELD PROPERTY REIT INC	CL A	11282X103	2,413	118,337	SH		OTR	1	0	118,337	0
BROOKFIELD PROPERTY REIT INC	CL A	11282X103	89	4,371	SH		SOLE		4,371	0	0
BROWN FORMAN CORP	CL B	115637209	1,474	23,484	SH		OTR	1	0	23,484	0
BROWN FORMAN CORP	CL B	115637209	526	8,374	SH		SOLE		8,374	0	0
BRUKER CORP	COM	116794108	4,574	104,117	SH		OTR	1	0	104,117	0
BRUKER CORP	COM	116794108	669	15,237	SH		SOLE		15,237	0	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	3,872	188,200	SH		OTR	1	0	188,200	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	737	35,800	SH		SOLE		35,800	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	1,483	17,493	SH		OTR	1	0	17,493	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	454	5,350	SH		SOLE		5,350	0	0
C&J ENERGY SVCS INC NEW	COM	12674R100	1,215	113,200	SH		OTR	1	0	113,200	0
C&J ENERGY SVCS INC NEW	COM	12674R100	233	21,700	SH		SOLE		21,700	0	0
CABOT CORP	COM	127055101	205	4,528	SH		SOLE		4,528	0	0
CABOT CORP	COM	127055101	2,293	50,604	SH		OTR	1	0	50,604	0
CABOT MICROELECTRONICS CORP	COM	12709P103	438	3,100	SH		OTR	1	0	3,100	0
CABOT MICROELECTRONICS CORP	COM	12709P103	85	600	SH		SOLE		600	0	0
CABOT OIL & GAS CORP	COM	127097103	1,874	106,682	SH		OTR	1	0	106,682	0
CABOT OIL & GAS CORP	COM	127097103	269	15,309	SH		SOLE		15,309	0	0
CACI INTL INC	CL A	127190304	13,881	60,022	SH		OTR	1	0	60,022	0
CACI INTL INC	CL A	127190304	2,091	9,041	SH		OTR	5	0	9,041	0
CACI INTL INC	CL A	127190304	2,334	10,094	SH		SOLE		10,094	0	0
CADENCE BANCORPORATION	CL A	12739A100	3,762	214,500	SH		OTR	1	0	214,500	0
CADENCE BANCORPORATION	CL A	12739A100	712	40,600	SH		SOLE		40,600	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	3,904	59,085	SH		SOLE		59,085	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	2,493	37,722	SH		OTR	5	0	37,722	0
CADENCE DESIGN SYSTEM INC	COM	127387108	24,610	372,422	SH		OTR	1	0	372,422	0
CAESARS ENTMT CORP	COM	127686103	375	32,129	SH		SOLE		32,129	0	0
CAESARS ENTMT CORP	COM	127686103	3,063	262,711	SH		OTR	1	0	262,711	0
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	10,812	6,357,000	PRN		OTR	1	0	6,357,000	0
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	16,705	9,821,638	PRN		SOLE		9,821,638	0	0
CALAMP CORP	COM	128126109	177	15,383	SH		OTR	1	0	15,383	0
CALAMP CORP	COM	128126109	29	2,538	SH		SOLE		2,538	0	0
CALIFORNIA WTR SVC GROUP	COM	130788102	349	6,600	SH		OTR	1	0	6,600	0
CALIFORNIA WTR SVC GROUP	COM	130788102	69	1,300	SH		SOLE		1,300	0	0
CAMDEN PPTY TR	SH BEN INT	133131102	309	2,787	SH		SOLE		2,787	0	0
CAMDEN PPTY TR	SH BEN INT	133131102	3,559	32,063	SH		OTR	1	0	32,063	0
CAMPBELL SOUP CO	COM	134429109	1,021	21,758	SH		OTR	1	0	21,758	0
CAMPBELL SOUP CO	COM	134429109	277	5,903	SH		SOLE		5,903	0	0
CANNAE HLDGS INC	COM	13765N107	2,122	77,249	SH		OTR	1	0	77,249	0
CANNAE HLDGS INC	COM	13765N107	397	14,436	SH		SOLE		14,436	0	0
CAPITAL ONE FINL CORP	COM	14040H105	15,436	169,665	SH		OTR	1	0	169,665	0
CAPITAL ONE FINL CORP	COM	14040H105	2,728	29,990	SH		OTR	5	0	29,990	0
CAPITAL ONE FINL CORP	COM	14040H105	3,569	39,232	SH		SOLE		39,232	0	0
CAPSTAR FINL HLDGS INC	COM	14070T102	295	17,800	SH		OTR	1	0	17,800	0
CAPSTAR FINL HLDGS INC	COM	14070T102	56	3,400	SH		SOLE		3,400	0	0
CARDINAL HEALTH INC	COM	14149Y108	1,146	24,288	SH		SOLE		24,288	0	0
CARDINAL HEALTH INC	COM	14149Y108	7,106	150,575	SH		OTR	1	0	150,575	0
CARDINAL HEALTH INC	COM	14149Y108	207	4,394	SH		OTR	5	0	4,394	0
CAREER EDUCATION CORP	COM	141665109	505	31,800	SH		SOLE		31,800	0	0
CAREER EDUCATION CORP	COM	141665109	2,679	168,600	SH		OTR	1	0	168,600	0
CARETRUST REIT INC	COM	14174T107	609	25,900	SH		OTR	1	0	25,900	0
CARETRUST REIT INC	COM	14174T107	125	5,300	SH		SOLE		5,300	0	0
CARMAX INC	COM	143130102	1,880	21,364	SH		OTR	1	0	21,364	0
CARMAX INC	COM	143130102	537	6,107	SH		SOLE		6,107	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	3,601	82,382	SH		OTR	1	0	82,382	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	634	14,507	SH		SOLE		14,507	0	0
CARRIAGE SVCS INC	COM	143905107	329	16,100	SH		OTR	1	0	16,100	0
CARRIAGE SVCS INC	COM	143905107	61	3,000	SH		SOLE		3,000	0	0
CASS INFORMATION SYS INC	COM	14808P109	265	4,900	SH		OTR	1	0	4,900	0
CASS INFORMATION SYS INC	COM	14808P109	49	900	SH		SOLE		900	0	0
CATALENT INC	COM	148806102	204	4,286	SH		SOLE		4,286	0	0
CATALENT INC	COM	148806102	1,015	21,300	SH		OTR	1	0	21,300	0
CATERPILLAR INC DEL	COM	149123101	10,922	86,467	SH		OTR	1	0	86,467	0
CATERPILLAR INC DEL	COM	149123101	2,618	20,724	SH		SOLE		20,724	0	0
CBOE GLOBAL MARKETS INC	COM	12503M108	2,969	25,839	SH		OTR	1	0	25,839	0
CBOE GLOBAL MARKETS INC	COM	12503M108	685	5,958	SH		OTR	5	0	5,958	0
CBOE GLOBAL MARKETS INC	COM	12503M108	773	6,723	SH		SOLE		6,723	0	0
CBRE GROUP INC	CL A	12504L109	10,223	192,846	SH		OTR	1	0	192,846	0
CBRE GROUP INC	CL A	12504L109	759	14,316	SH		OTR	5	0	14,316	0
CBRE GROUP INC	CL A	12504L109	1,569	29,593	SH		SOLE		29,593	0	0
CBS CORP NEW	CL B	124857202	1,704	42,221	SH		OTR	1	0	42,221	0
CBS CORP NEW	CL B	124857202	500	12,394	SH		SOLE		12,394	0	0
CDK GLOBAL INC	COM	12508E101	18,043	375,202	SH		OTR	1	0	375,202	0
CDK GLOBAL INC	COM	12508E101	1,636	34,015	SH		OTR	5	0	34,015	0
CDK GLOBAL INC	COM	12508E101	2,009	41,770	SH		SOLE		41,770	0	0
CDW CORP	COM	12514G108	18,848	152,939	SH		OTR	1	0	152,939	0
CDW CORP	COM	12514G108	2,324	18,861	SH		SOLE		18,861	0	0
CELANESE CORP DEL	COM	150870103	1,952	15,965	SH		OTR	1	0	15,965	0
CELANESE CORP DEL	COM	150870103	577	4,721	SH		SOLE		4,721	0	0
CELGENE CORP	COM	151020104	10,242	103,144	SH		OTR	1	0	103,144	0
CELGENE CORP	COM	151020104	2,557	25,752	SH		SOLE		25,752	0	0
CENTENE CORP DEL	COM	15135B101	18,315	423,381	SH		OTR	1	0	423,381	0
CENTENE CORP DEL	COM	15135B101	1,650	38,152	SH		OTR	5	0	38,152	0
CENTENE CORP DEL	COM	15135B101	2,888	66,758	SH		SOLE		66,758	0	0
CENTERPOINT ENERGY INC	COM	15189T107	18,046	597,943	SH		OTR	1	0	597,943	0
CENTERPOINT ENERGY INC	COM	15189T107	2,540	84,169	SH		OTR	5	0	84,169	0
CENTERPOINT ENERGY INC	COM	15189T107	3,120	103,389	SH		SOLE		103,389	0	0
CENTERPOINT ENERGY INC	DEP RP PFD CV B	15189T503	2,633	50,200	SH		SOLE		50,200	0	0
CENTRAL GARDEN & PET CO	CL A NON-VTG	153527205	3,191	115,100	SH		OTR	1	0	115,100	0
CENTRAL GARDEN & PET CO	CL A NON-VTG	153527205	602	21,700	SH		SOLE		21,700	0	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	1,407	16,065	SH		OTR	1	0	16,065	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	265	3,021	SH		SOLE		3,021	0	0
CENTURY CASINOS INC	COM	156492100	136	17,600	SH		SOLE		17,600	0	0
CENTURY CASINOS INC	COM	156492100	727	94,000	SH		OTR	1	0	94,000	0
CENTURYLINK INC	COM	156700106	526	42,185	SH		SOLE		42,185	0	0
CENTURYLINK INC	COM	156700106	2,515	201,530	SH		OTR	1	0	201,530	0
CERNER CORP	COM	156782104	23,369	342,802	SH		OTR	1	0	342,802	0
CERNER CORP	COM	156782104	2,207	32,373	SH		OTR	5	0	32,373	0
CERNER CORP	COM	156782104	3,003	44,058	SH		SOLE		44,058	0	0
CEVA INC	COM	157210105	299	10,000	SH		OTR	1	0	10,000	0
CEVA INC	COM	157210105	60	2,000	SH		SOLE		2,000	0	0
CF INDS HLDGS INC	COM	125269100	12,996	264,154	SH		OTR	1	0	264,154	0
CF INDS HLDGS INC	COM	125269100	2,160	43,896	SH		OTR	5	0	43,896	0
CF INDS HLDGS INC	COM	125269100	2,471	50,218	SH		SOLE		50,218	0	0
CHANNELADVISOR CORP	COM	159179100	116	12,400	SH		OTR	1	0	12,400	0
CHANNELADVISOR CORP	COM	159179100	21	2,200	SH		SOLE		2,200	0	0
CHARLES RIV LABS INTL INC	COM	159864107	836	6,318	SH		SOLE		6,318	0	0
CHARLES RIV LABS INTL INC	COM	159864107	8,339	62,996	SH		OTR	1	0	62,996	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	15,660	37,998	SH		OTR	1	0	37,998	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	470	1,140	SH		OTR	5	0	1,140	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	2,345	5,690	SH		SOLE		5,690	0	0
CHEGG INC	NOTE 0.250% 5/1	163092AB5	611	477,000	PRN		SOLE		477,000	0	0
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	1,132	1,458,000	PRN		SOLE		1,458,000	0	0
CHERRY HILL MTG INVT CORP	COM	164651101	121	9,239	SH		OTR	1	0	9,239	0
CHERRY HILL MTG INVT CORP	COM	164651101	22	1,645	SH		SOLE		1,645	0	0
CHESAPEAKE ENERGY CORP	NOTE 5.500% 9/1	165167CY1	962	1,583,000	PRN		SOLE		1,583,000	0	0
CHEVRON CORP NEW	COM	166764100	49,779	419,723	SH		OTR	1	0	419,723	0
CHEVRON CORP NEW	COM	166764100	6,523	55,002	SH		OTR	5	0	55,002	0
CHEVRON CORP NEW	COM	166764100	14,589	123,013	SH		SOLE		123,013	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	13,951	16,599	SH		OTR	1	0	16,599	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	80	95	SH		OTR	5	0	95	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	1,568	1,866	SH		SOLE		1,866	0	0
CHURCH & DWIGHT INC	COM	171340102	2,393	31,809	SH		OTR	1	0	31,809	0
CHURCH & DWIGHT INC	COM	171340102	721	9,578	SH		SOLE		9,578	0	0
CHUYS HLDGS INC	COM	171604101	881	35,600	SH		OTR	1	0	35,600	0
CHUYS HLDGS INC	COM	171604101	168	6,800	SH		SOLE		6,800	0	0
CIENA CORP	COM NEW	171779309	178	4,530	SH		SOLE		4,530	0	0
CIENA CORP	COM NEW	171779309	785	20,000	SH		OTR	1	0	20,000	0
CIGNA CORP NEW	COM	125523100	2,179	14,356	SH		SOLE		14,356	0	0
CIGNA CORP NEW	COM	125523100	9,912	65,303	SH		OTR	1	0	65,303	0
CIGNA CORP NEW	COM	125523100	58	380	SH		OTR	5	0	380	0
CIMAREX ENERGY CO	COM	171798101	627	13,074	SH		OTR	1	0	13,074	0
CIMAREX ENERGY CO	COM	171798101	137	2,851	SH		SOLE		2,851	0	0
CINCINNATI FINL CORP	COM	172062101	4,035	34,582	SH		OTR	1	0	34,582	0
CINCINNATI FINL CORP	COM	172062101	725	6,214	SH		SOLE		6,214	0	0
CINTAS CORP	COM	172908105	11,225	41,869	SH		OTR	1	0	41,869	0
CINTAS CORP	COM	172908105	1,463	5,456	SH		SOLE		5,456	0	0
CIRRUS LOGIC INC	COM	172755100	680	12,700	SH		SOLE		12,700	0	0
CIRRUS LOGIC INC	COM	172755100	3,636	67,859	SH		OTR	1	0	67,859	0
CISCO SYS INC	COM	17275R102	11,187	226,403	SH		SOLE		226,403	0	0
CISCO SYS INC	COM	17275R102	1,990	40,279	SH		OTR	5	0	40,279	0
CISCO SYS INC	COM	17275R102	48,220	975,915	SH		OTR	1	0	975,915	0
CITIGROUP INC	COM NEW	172967424	26,085	377,605	SH		OTR	1	0	377,605	0
CITIGROUP INC	COM NEW	172967424	854	12,364	SH		OTR	5	0	12,364	0
CITIGROUP INC	COM NEW	172967424	6,783	98,185	SH		SOLE		98,185	0	0
CITIZENS FINL GROUP INC	COM	174610105	2,054	58,073	SH		OTR	1	0	58,073	0
CITIZENS FINL GROUP INC	COM	174610105	591	16,702	SH		SOLE		16,702	0	0
CITRIX SYS INC	COM	177376100	1,538	15,939	SH		OTR	1	0	15,939	0
CITRIX SYS INC	COM	177376100	440	4,561	SH		SOLE		4,561	0	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	241	11,070	SH		SOLE		11,070	0	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	1,307	60,129	SH		OTR	1	0	60,129	0
CLEAN ENERGY FUELS CORP	COM	184499101	449	217,440	SH		OTR	1	0	217,440	0
CLEAN ENERGY FUELS CORP	COM	184499101	81	39,000	SH		SOLE		39,000	0	0
CLEAN HARBORS INC	COM	184496107	14,069	182,242	SH		OTR	1	0	182,242	0
CLEAN HARBORS INC	COM	184496107	728	9,427	SH		OTR	5	0	9,427	0
CLEAN HARBORS INC	COM	184496107	1,753	22,701	SH		SOLE		22,701	0	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	10,653	9,810,000	PRN		OTR	1	0	9,810,000	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	13,881	12,783,000	PRN		SOLE		12,783,000	0	0
CLOROX CO DEL	COM	189054109	2,471	16,271	SH		OTR	1	0	16,271	0
CLOROX CO DEL	COM	189054109	762	5,020	SH		SOLE		5,020	0	0
CLOVIS ONCOLOGY INC	NOTE 1.250% 5/0	189464AC4	338	790,000	PRN		SOLE		790,000	0	0
CLOVIS ONCOLOGY INC	NOTE 2.500% 9/1	189464AB6	550	630,000	PRN		SOLE		630,000	0	0
CME GROUP INC	COM	12572Q105	2,593	12,269	SH		SOLE		12,269	0	0
CME GROUP INC	COM	12572Q105	11,465	54,250	SH		OTR	1	0	54,250	0
CMS ENERGY CORP	COM	125896100	2,635	41,197	SH		OTR	1	0	41,197	0
CMS ENERGY CORP	COM	125896100	657	10,281	SH		SOLE		10,281	0	0
COCA COLA CO	COM	191216100	40,645	746,594	SH		OTR	1	0	746,594	0
COCA COLA CO	COM	191216100	1,979	36,348	SH		OTR	5	0	36,348	0
COCA COLA CO	COM	191216100	9,965	183,052	SH		SOLE		183,052	0	0
COCA COLA CONSOLIDATED INC	COM	191098102	3,409	11,218	SH		OTR	1	0	11,218	0
COCA COLA CONSOLIDATED INC	COM	191098102	612	2,014	SH		SOLE		2,014	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	1,187	19,692	SH		SOLE		19,692	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	5,964	98,958	SH		OTR	1	0	98,958	0
COLGATE PALMOLIVE CO	COM	194162103	9,668	131,516	SH		OTR	1	0	131,516	0
COLGATE PALMOLIVE CO	COM	194162103	2,336	31,784	SH		SOLE		31,784	0	0
COLLECTORS UNIVERSE INC	COM NEW	19421R200	1,247	43,800	SH		OTR	1	0	43,800	0
COLLECTORS UNIVERSE INC	COM NEW	19421R200	239	8,400	SH		SOLE		8,400	0	0
COLONY CAP INC	NOTE 3.875% 1/1	19624RAB2	750	758,000	PRN		SOLE		758,000	0	0
COLONY CAP INC NEW	CL A COM	19626G108	6,406	1,064,193	SH		OTR	1	0	1,064,193	0
COLONY CAP INC NEW	CL A COM	19626G108	261	43,436	SH		SOLE		43,436	0	0
COLONY STARWOOD HOMES	NOTE 3.500% 1/1	19625XAB8	761	571,000	PRN		SOLE		571,000	0	0
COLUMBIA PPTY TR INC	COM NEW	198287203	1,893	89,508	SH		OTR	1	0	89,508	0
COLUMBIA PPTY TR INC	COM NEW	198287203	161	7,626	SH		SOLE		7,626	0	0
COMCAST CORP NEW	CL A	20030N101	61,350	1,360,917	SH		OTR	1	0	1,360,917	0
COMCAST CORP NEW	CL A	20030N101	13,452	298,407	SH		SOLE		298,407	0	0
COMCAST CORP NEW	CL A	20030N101	6,129	135,968	SH		OTR	5	0	135,968	0
COMERICA INC	COM	200340107	1,456	22,058	SH		OTR	1	0	22,058	0
COMERICA INC	COM	200340107	396	6,008	SH		SOLE		6,008	0	0
COMMERCIAL VEH GROUP INC	COM	202608105	2,955	409,781	SH		OTR	1	0	409,781	0
COMMERCIAL VEH GROUP INC	COM	202608105	561	77,800	SH		SOLE		77,800	0	0
COMMVAULT SYSTEMS INC	COM	204166102	702	15,701	SH		OTR	1	0	15,701	0
COMMVAULT SYSTEMS INC	COM	204166102	130	2,900	SH		SOLE		2,900	0	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	1,288	56,950	SH		OTR	1	0	56,950	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	237	10,500	SH		SOLE		10,500	0	0
COMTECH TELECOMMUNICATIONS C	COM NEW	205826209	345	10,600	SH		OTR	1	0	10,600	0
COMTECH TELECOMMUNICATIONS C	COM NEW	205826209	65	2,000	SH		SOLE		2,000	0	0
CONAGRA BRANDS INC	COM	205887102	561	18,283	SH		SOLE		18,283	0	0
CONAGRA BRANDS INC	COM	205887102	1,923	62,684	SH		OTR	1	0	62,684	0
CONCHO RES INC	COM	20605P101	1,758	25,895	SH		OTR	1	0	25,895	0
CONCHO RES INC	COM	20605P101	487	7,177	SH		SOLE		7,177	0	0
CONMED CORP	COM	207410101	3,788	39,400	SH		OTR	1	0	39,400	0
CONMED CORP	COM	207410101	712	7,400	SH		SOLE		7,400	0	0
CONNECTONE BANCORP INC NEW	COM	20786W107	1,634	73,600	SH		OTR	1	0	73,600	0
CONNECTONE BANCORP INC NEW	COM	20786W107	315	14,200	SH		SOLE		14,200	0	0
CONOCOPHILLIPS	COM	20825C104	4,821	84,611	SH		SOLE		84,611	0	0
CONOCOPHILLIPS	COM	20825C104	3,421	60,036	SH		OTR	5	0	60,036	0
CONOCOPHILLIPS	COM	20825C104	20,143	353,510	SH		OTR	1	0	353,510	0
CONSOLIDATED EDISON INC	COM	209115104	1,281	13,561	SH		OTR	5	0	13,561	0
CONSOLIDATED EDISON INC	COM	209115104	2,273	24,065	SH		SOLE		24,065	0	0
CONSOLIDATED EDISON INC	COM	209115104	13,427	142,134	SH		OTR	1	0	142,134	0
CONSTELLATION BRANDS INC	CL A	21036P108	5,967	28,786	SH		OTR	1	0	28,786	0
CONSTELLATION BRANDS INC	CL A	21036P108	1,278	6,164	SH		SOLE		6,164	0	0
COOPER COS INC	COM NEW	216648402	12,161	40,945	SH		OTR	1	0	40,945	0
COOPER COS INC	COM NEW	216648402	1,137	3,829	SH		OTR	5	0	3,829	0
COOPER COS INC	COM NEW	216648402	2,471	8,321	SH		SOLE		8,321	0	0
COPART INC	COM	217204106	568	7,066	SH		SOLE		7,066	0	0
COPART INC	COM	217204106	2,240	27,885	SH		OTR	1	0	27,885	0
CORE MARK HOLDING CO INC	COM	218681104	3,276	102,016	SH		OTR	1	0	102,016	0
CORE MARK HOLDING CO INC	COM	218681104	617	19,219	SH		SOLE		19,219	0	0
COREPOINT LODGING INC	COM	21872L104	379	37,495	SH		OTR	1	0	37,495	0
COREPOINT LODGING INC	COM	21872L104	62	6,179	SH		SOLE		6,179	0	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	2,753	50,219	SH		OTR	1	0	50,219	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	510	9,300	SH		SOLE		9,300	0	0
CORNING INC	COM	219350105	2,875	100,792	SH		OTR	1	0	100,792	0
CORNING INC	COM	219350105	777	27,254	SH		SOLE		27,254	0	0
CORPORATE OFFICE PPTYS TR	SH BEN INT	22002T108	2,457	82,505	SH		OTR	1	0	82,505	0
CORPORATE OFFICE PPTYS TR	SH BEN INT	22002T108	222	7,446	SH		SOLE		7,446	0	0
CORTEVA INC	COM	22052L104	623	22,260	SH		SOLE		22,260	0	0
CORTEVA INC	COM	22052L104	4,092	146,150	SH		OTR	1	0	146,150	0
CORVEL CORP	COM	221006109	129	1,700	SH		SOLE		1,700	0	0
CORVEL CORP	COM	221006109	734	9,700	SH		OTR	1	0	9,700	0
COSTAR GROUP INC	COM	22160N109	178	300	SH		OTR	1	0	300	0
COSTAR GROUP INC	COM	22160N109	144	243	SH		SOLE		243	0	0
COSTCO WHSL CORP NEW	COM	22160K105	36,390	126,305	SH		OTR	1	0	126,305	0
COSTCO WHSL CORP NEW	COM	22160K105	2,409	8,362	SH		OTR	5	0	8,362	0
COSTCO WHSL CORP NEW	COM	22160K105	7,351	25,514	SH		SOLE		25,514	0	0
COTY INC	COM CL A	222070203	401	38,167	SH		OTR	1	0	38,167	0
COTY INC	COM CL A	222070203	95	9,064	SH		SOLE		9,064	0	0
COUPA SOFTWARE INC	NOTE 0.375% 1/1	22266LAB2	1,053	361,000	PRN		SOLE		361,000	0	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	2,901	17,837	SH		OTR	1	0	17,837	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	106	651	SH		OTR	5	0	651	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	571	3,512	SH		SOLE		3,512	0	0
CRAFT BREW ALLIANCE INC	COM	224122101	330	40,322	SH		OTR	1	0	40,322	0
CRAFT BREW ALLIANCE INC	COM	224122101	61	7,506	SH		SOLE		7,506	0	0
CRAWFORD & CO	CL A	224633206	467	42,900	SH		OTR	1	0	42,900	0
CRAWFORD & CO	CL A	224633206	90	8,300	SH		SOLE		8,300	0	0
CRAWFORD & CO	CL B	224633107	119	11,829	SH		OTR	1	0	11,829	0
CRAWFORD & CO	CL B	224633107	26	2,557	SH		SOLE		2,557	0	0
CREE INC	NOTE 0.875% 9/0	225447AB7	666	605,000	PRN		SOLE		605,000	0	0
CROCS INC	COM	227046109	275	9,900	SH		OTR	1	0	9,900	0
CROCS INC	COM	227046109	44	1,600	SH		SOLE		1,600	0	0
CROSS CTRY HEALTHCARE INC	COM	227483104	708	68,700	SH		OTR	1	0	68,700	0
CROSS CTRY HEALTHCARE INC	COM	227483104	137	13,300	SH		SOLE		13,300	0	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	18,775	14,838	SH		OTR	1	0	14,838	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	23,163	18,306	SH		SOLE		18,306	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	8,920	64,170	SH		OTR	1	0	64,170	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	427	3,073	SH		OTR	5	0	3,073	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	3,294	23,695	SH		SOLE		23,695	0	0
CRYOLIFE INC	COM	228903100	236	8,700	SH		OTR	1	0	8,700	0
CRYOLIFE INC	COM	228903100	43	1,600	SH		SOLE		1,600	0	0
CSG SYS INTL INC	COM	126349109	780	15,100	SH		OTR	1	0	15,100	0
CSG SYS INTL INC	COM	126349109	145	2,800	SH		SOLE		2,800	0	0
CSX CORP	COM	126408103	9,402	135,729	SH		OTR	1	0	135,729	0
CSX CORP	COM	126408103	1,853	26,750	SH		SOLE		26,750	0	0
CUBESMART	COM	229663109	94	2,692	SH		SOLE		2,692	0	0
CUBESMART	COM	229663109	1,171	33,546	SH		OTR	1	0	33,546	0
CUMMINS INC	COM	231021106	21,170	130,140	SH		OTR	1	0	130,140	0
CUMMINS INC	COM	231021106	2,739	16,835	SH		OTR	5	0	16,835	0
CUMMINS INC	COM	231021106	4,444	27,318	SH		SOLE		27,318	0	0
CURTISS WRIGHT CORP	COM	231561101	8,706	67,292	SH		OTR	1	0	67,292	0
CURTISS WRIGHT CORP	COM	231561101	1,086	8,393	SH		OTR	5	0	8,393	0
CURTISS WRIGHT CORP	COM	231561101	1,505	11,636	SH		SOLE		11,636	0	0
CUSTOMERS BANCORP INC	COM	23204G100	3,013	145,278	SH		OTR	1	0	145,278	0
CUSTOMERS BANCORP INC	COM	23204G100	576	27,783	SH		SOLE		27,783	0	0
CUTERA INC	COM	232109108	1,315	45,000	SH		OTR	1	0	45,000	0
CUTERA INC	COM	232109108	251	8,600	SH		SOLE		8,600	0	0
CVR ENERGY INC	COM	12662P108	649	14,744	SH		SOLE		14,744	0	0
CVR ENERGY INC	COM	12662P108	3,449	78,333	SH		OTR	1	0	78,333	0
CVS HEALTH CORP	COM	126650100	12,023	190,629	SH		OTR	1	0	190,629	0
CVS HEALTH CORP	COM	126650100	2,893	45,867	SH		SOLE		45,867	0	0
CYPRESS SEMICONDUCTOR CORP	COM	232806109	2,443	104,677	SH		OTR	1	0	104,677	0
CYPRESS SEMICONDUCTOR CORP	NOTE 2.000% 2/0	232806AP4	13,618	11,208,000	PRN		SOLE		11,208,000	0	0
CYPRESS SEMICONDUCTOR CORP	NOTE 2.000% 2/0	232806AP4	12,240	10,074,000	PRN		OTR	1	0	10,074,000	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	3,152	1,808,000	PRN		OTR	1	0	1,808,000	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	49	28,000	PRN		OTR	4	3,000	25,000	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	1,226	702,000	PRN		SOLE		702,000	0	0
CYRUSONE INC	COM	23283R100	204	2,583	SH		OTR	1	0	2,583	0
CYRUSONE INC	COM	23283R100	11	145	SH		SOLE		145	0	0
D R HORTON INC	COM	23331A109	2,293	43,496	SH		OTR	1	0	43,496	0
D R HORTON INC	COM	23331A109	638	12,109	SH		SOLE		12,109	0	0
DANA INCORPORATED	COM	235825205	3,549	245,800	SH		OTR	1	0	245,800	0
DANA INCORPORATED	COM	235825205	671	46,500	SH		SOLE		46,500	0	0
DANAHER CORPORATION	COM	235851102	21,580	149,418	SH		OTR	1	0	149,418	0
DANAHER CORPORATION	COM	235851102	2,848	19,722	SH		OTR	5	0	19,722	0
DANAHER CORPORATION	COM	235851102	6,488	44,920	SH		SOLE		44,920	0	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	110,546	20,051,000	PRN		SOLE		20,051,000	0	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	281	51,000	PRN		OTR	4	5,000	46,000	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	100,294	18,193,000	PRN		OTR	1	0	18,193,000	0
DARDEN RESTAURANTS INC	COM	237194105	2,342	19,808	SH		OTR	5	0	19,808	0
DARDEN RESTAURANTS INC	COM	237194105	3,636	30,760	SH		SOLE		30,760	0	0
DARDEN RESTAURANTS INC	COM	237194105	22,807	192,924	SH		OTR	1	0	192,924	0
DAVITA INC	COM	23918K108	713	12,493	SH		OTR	1	0	12,493	0
DAVITA INC	COM	23918K108	158	2,766	SH		SOLE		2,766	0	0
DBX ETF TR	XTRACK HRVST CSI	233051879	1,990	73,452	SH		OTR	1	0	73,452	0
DECKERS OUTDOOR CORP	COM	243537107	4,527	30,723	SH		OTR	1	0	30,723	0
DECKERS OUTDOOR CORP	COM	243537107	870	5,905	SH		SOLE		5,905	0	0
DEERE & CO	COM	244199105	1,872	11,099	SH		SOLE		11,099	0	0
DEERE & CO	COM	244199105	8,385	49,709	SH		OTR	1	0	49,709	0
DELAWARE INV MN MUN INC FD I	COM	24610V103	7,396	564,399	SH		SOLE		564,399	0	0
DELAWARE INVT NAT MUNI INC F	SH BEN INT	24610T108	3,445	256,199	SH		SOLE		256,199	0	0
DELEK US HLDGS INC NEW	COM	24665A103	3,954	108,932	SH		OTR	1	0	108,932	0
DELEK US HLDGS INC NEW	COM	24665A103	752	20,719	SH		SOLE		20,719	0	0
DELL TECHNOLOGIES INC	CL C	24703L202	2,466	47,559	SH		OTR	1	0	47,559	0
DELL TECHNOLOGIES INC	CL C	24703L202	154	2,963	SH		SOLE		2,963	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	29,866	518,513	SH		OTR	1	0	518,513	0
DELTA AIR LINES INC DEL	COM NEW	247361702	280	4,868	SH		OTR	5	0	4,868	0
DELTA AIR LINES INC DEL	COM NEW	247361702	1,496	25,968	SH		SOLE		25,968	0	0
DENNYS CORP	COM	24869P104	722	31,700	SH		OTR	1	0	31,700	0
DENNYS CORP	COM	24869P104	132	5,800	SH		SOLE		5,800	0	0
DENTSPLY SIRONA INC	COM	24906P109	13,130	246,298	SH		OTR	1	0	246,298	0
DENTSPLY SIRONA INC	COM	24906P109	3,134	58,779	SH		SOLE		58,779	0	0
DENTSPLY SIRONA INC	COM	24906P109	1,808	33,924	SH		OTR	5	0	33,924	0
DEVON ENERGY CORP NEW	COM	25179M103	7,279	302,517	SH		OTR	1	0	302,517	0
DEVON ENERGY CORP NEW	COM	25179M103	912	37,925	SH		SOLE		37,925	0	0
DEXCOM INC	NOTE 0.750% 5/1	252131AF4	732	460,000	PRN		SOLE		460,000	0	0
DHI GROUP INC	COM	23331S100	1,504	390,600	SH		OTR	1	0	390,600	0
DHI GROUP INC	COM	23331S100	288	74,700	SH		SOLE		74,700	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	1,891	21,036	SH		OTR	1	0	21,036	0
DIAMONDBACK ENERGY INC	COM	25278X109	525	5,842	SH		SOLE		5,842	0	0
DIEBOLD NXDF INC	COM	253651103	75	6,700	SH		SOLE		6,700	0	0
DIEBOLD NXDF INC	COM	253651103	398	35,500	SH		OTR	1	0	35,500	0
DIGITAL RLTY TR INC	COM	253868103	6,551	50,465	SH		OTR	1	0	50,465	0
DIGITAL RLTY TR INC	COM	253868103	1,197	9,222	SH		SOLE		9,222	0	0
DIME CMNTY BANCSHARES	COM	253922108	3,028	141,412	SH		OTR	1	0	141,412	0
DIME CMNTY BANCSHARES	COM	253922108	574	26,813	SH		SOLE		26,813	0	0
DIODES INC	COM	254543101	749	18,659	SH		OTR	1	0	18,659	0
DIODES INC	COM	254543101	142	3,527	SH		SOLE		3,527	0	0
DISCOVER FINL SVCS	COM	254709108	21,200	261,439	SH		OTR	1	0	261,439	0
DISCOVER FINL SVCS	COM	254709108	2,667	32,889	SH		OTR	5	0	32,889	0
DISCOVER FINL SVCS	COM	254709108	3,523	43,449	SH		SOLE		43,449	0	0
DISCOVERY INC	COM SER A	25470F104	201	7,551	SH		SOLE		7,551	0	0
DISCOVERY INC	COM SER A	25470F104	542	20,359	SH		OTR	1	0	20,359	0
DISCOVERY INC	COM SER C	25470F302	270	10,959	SH		SOLE		10,959	0	0
DISCOVERY INC	COM SER C	25470F302	1,128	45,821	SH		OTR	1	0	45,821	0
DISH NETWORK CORP	CL A	25470M109	2,009	58,974	SH		OTR	1	0	58,974	0
DISH NETWORK CORP	CL A	25470M109	331	9,714	SH		SOLE		9,714	0	0
DISH NETWORK CORP	NOTE 2.375% 3/1	25470MAD1	28,416	32,200,000	PRN		OTR	1	0	32,200,000	0
DISH NETWORK CORP	NOTE 2.375% 3/1	25470MAD1	29,916	33,900,000	PRN		SOLE		33,900,000	0	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	47,904	52,160,000	PRN		OTR	1	0	52,160,000	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	93	101,000	PRN		OTR	4	10,000	91,000	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	57,938	63,065,000	PRN		SOLE		63,065,000	0	0
DISNEY WALT CO	COM DISNEY	254687106	2,855	21,904	SH		OTR	5	0	21,904	0
DISNEY WALT CO	COM DISNEY	254687106	12,161	93,313	SH		SOLE		93,313	0	0
DISNEY WALT CO	COM DISNEY	254687106	39,649	304,244	SH		OTR	1	0	304,244	0
DOLLAR GEN CORP NEW	COM	256677105	369	2,324	SH		OTR	5	0	2,324	0
DOLLAR GEN CORP NEW	COM	256677105	2,461	15,482	SH		SOLE		15,482	0	0
DOLLAR GEN CORP NEW	COM	256677105	13,879	87,324	SH		OTR	1	0	87,324	0
DOLLAR TREE INC	COM	256746108	3,486	30,533	SH		OTR	1	0	30,533	0
DOLLAR TREE INC	COM	256746108	980	8,582	SH		SOLE		8,582	0	0
DOMINION ENERGY INC	COM	25746U109	10,082	124,404	SH		OTR	1	0	124,404	0
DOMINION ENERGY INC	COM	25746U109	2,396	29,567	SH		SOLE		29,567	0	0
DOMTAR CORP	COM NEW	257559203	444	12,400	SH		OTR	1	0	12,400	0
DOMTAR CORP	COM NEW	257559203	126	3,517	SH		SOLE		3,517	0	0
DONNELLEY FINL SOLUTIONS INC	COM	25787G100	51	4,100	SH		SOLE		4,100	0	0
DONNELLEY FINL SOLUTIONS INC	COM	25787G100	274	22,200	SH		OTR	1	0	22,200	0
DONNELLEY R R & SONS CO	COM	257867200	259	68,600	SH		SOLE		68,600	0	0
DONNELLEY R R & SONS CO	COM	257867200	1,375	364,751	SH		OTR	1	0	364,751	0
DOVER CORP	COM	260003108	2,005	20,139	SH		OTR	1	0	20,139	0
DOVER CORP	COM	260003108	449	4,510	SH		SOLE		4,510	0	0
DOW INC	COM	260557103	8,482	178,000	SH		OTR	1	0	178,000	0
DOW INC	COM	260557103	698	14,656	SH		OTR	5	0	14,656	0
DOW INC	COM	260557103	1,651	34,647	SH		SOLE		34,647	0	0
DROPBOX INC	CL A	26210C104	14,065	697,339	SH		OTR	1	0	697,339	0
DROPBOX INC	CL A	26210C104	788	39,051	SH		SOLE		39,051	0	0
DTE ENERGY CO	COM	233331107	438	3,293	SH		OTR	5	0	3,293	0
DTE ENERGY CO	COM	233331107	1,700	12,788	SH		SOLE		12,788	0	0
DTE ENERGY CO	COM	233331107	10,968	82,492	SH		OTR	1	0	82,492	0
DUCOMMUN INC DEL	COM	264147109	538	12,692	SH		SOLE		12,692	0	0
DUCOMMUN INC DEL	COM	264147109	2,821	66,536	SH		OTR	1	0	66,536	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	11,050	115,270	SH		OTR	1	0	115,270	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	188	1,965	SH		OTR	5	0	1,965	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	2,662	27,770	SH		SOLE		27,770	0	0
DUKE REALTY CORP	COM NEW	264411505	6,376	187,707	SH		OTR	1	0	187,707	0
DUKE REALTY CORP	COM NEW	264411505	801	23,577	SH		OTR	5	0	23,577	0
DUKE REALTY CORP	COM NEW	264411505	1,221	35,958	SH		SOLE		35,958	0	0
DUPONT DE NEMOURS INC	COM	26614N102	1,043	14,632	SH		OTR	5	0	14,632	0
DUPONT DE NEMOURS INC	COM	26614N102	2,956	41,456	SH		SOLE		41,456	0	0
DUPONT DE NEMOURS INC	COM	26614N102	11,313	158,649	SH		OTR	1	0	158,649	0
DWS MUN INCOME TR NEW	COM	233368109	1,107	95,537	SH		SOLE		95,537	0	0
DWS MUN INCOME TR NEW	COM	233368109	1,443	124,496	SH		OTR	1	0	124,496	0
DXC TECHNOLOGY CO	COM	23355L106	6,546	221,882	SH		OTR	1	0	221,882	0
DXC TECHNOLOGY CO	COM	23355L106	926	31,386	SH		OTR	5	0	31,386	0
DXC TECHNOLOGY CO	COM	23355L106	1,322	44,826	SH		SOLE		44,826	0	0
DYCOM INDS INC	NOTE 0.750% 9/1	267475AB7	546	566,000	PRN		SOLE		566,000	0	0
E TRADE FINANCIAL CORP	COM NEW	269246401	1,359	31,102	SH		OTR	1	0	31,102	0
E TRADE FINANCIAL CORP	COM NEW	269246401	389	8,904	SH		SOLE		8,904	0	0
EAGLE BANCORP INC MD	COM	268948106	379	8,500	SH		SOLE		8,500	0	0
EAGLE BANCORP INC MD	COM	268948106	1,923	43,100	SH		OTR	1	0	43,100	0
EAST WEST BANCORP INC	COM	27579R104	2,646	59,736	SH		OTR	1	0	59,736	0
EAST WEST BANCORP INC	COM	27579R104	328	7,406	SH		SOLE		7,406	0	0
EASTGROUP PPTY INC	COM	277276101	4,749	37,983	SH		OTR	1	0	37,983	0
EASTGROUP PPTY INC	COM	277276101	900	7,200	SH		SOLE		7,200	0	0
EASTMAN CHEMICAL CO	COM	277432100	1,308	17,718	SH		OTR	1	0	17,718	0
EASTMAN CHEMICAL CO	COM	277432100	421	5,708	SH		SOLE		5,708	0	0
EATON VANCE MUN BD FD	COM	27827X101	2,054	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	1,794	82,787	SH		SOLE		82,787	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	165	13,241	SH		OTR	1	0	13,241	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	5,990	481,489	SH		SOLE		481,489	0	0
EBAY INC	COM	278642103	21,850	560,555	SH		OTR	1	0	560,555	0
EBAY INC	COM	278642103	3,933	100,898	SH		SOLE		100,898	0	0
EBAY INC	COM	278642103	2,726	69,940	SH		OTR	5	0	69,940	0
EBIX INC	COM NEW	278715206	2,704	64,239	SH		OTR	1	0	64,239	0
EBIX INC	COM NEW	278715206	512	12,162	SH		SOLE		12,162	0	0
ECHO GLOBAL LOGISTICS INC	NOTE 2.500% 5/0	27875TAA9	19,241	19,241,000	PRN		OTR	1	0	19,241,000	0
ECHO GLOBAL LOGISTICS INC	NOTE 2.500% 5/0	27875TAA9	21,819	21,819,000	PRN		SOLE		21,819,000	0	0
ECHOSTAR CORP	CL A	278768106	4,197	105,937	SH		OTR	1	0	105,937	0
ECHOSTAR CORP	CL A	278768106	372	9,393	SH		SOLE		9,393	0	0
ECOLAB INC	COM	278865100	3,161	15,961	SH		SOLE		15,961	0	0
ECOLAB INC	COM	278865100	11,896	60,069	SH		OTR	1	0	60,069	0
ECOLAB INC	COM	278865100	2,150	10,858	SH		OTR	5	0	10,858	0
EDISON INTL	COM	281020107	3,510	46,537	SH		OTR	1	0	46,537	0
EDISON INTL	COM	281020107	965	12,798	SH		SOLE		12,798	0	0
EDITAS MEDICINE INC	COM	28106W103	1,165	51,234	SH		OTR	1	0	51,234	0
EDITAS MEDICINE INC	COM	28106W103	220	9,692	SH		SOLE		9,692	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	7,440	33,833	SH		OTR	1	0	33,833	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	63	287	SH		OTR	5	0	287	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	2,000	9,093	SH		SOLE		9,093	0	0
ELANCO ANIMAL HEALTH INC	COM	28414H103	658	24,739	SH		OTR	1	0	24,739	0
ELANCO ANIMAL HEALTH INC	COM	28414H103	61	2,300	SH		SOLE		2,300	0	0
ELECTRONIC ARTS INC	COM	285512109	5,419	55,402	SH		OTR	1	0	55,402	0
ELECTRONIC ARTS INC	COM	285512109	1,030	10,529	SH		SOLE		10,529	0	0
ELEVATE CREDIT INC	COM	28621V101	501	119,057	SH		OTR	1	0	119,057	0
ELEVATE CREDIT INC	COM	28621V101	95	22,670	SH		SOLE		22,670	0	0
EMCOR GROUP INC	COM	29084Q100	5,196	60,339	SH		OTR	1	0	60,339	0
EMCOR GROUP INC	COM	29084Q100	226	2,625	SH		OTR	5	0	2,625	0
EMCOR GROUP INC	COM	29084Q100	913	10,600	SH		SOLE		10,600	0	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	1,727	33,029	SH		OTR	1	0	33,029	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	337	6,448	SH		SOLE		6,448	0	0
EMERSON ELEC CO	COM	291011104	6,827	102,103	SH		OTR	1	0	102,103	0
EMERSON ELEC CO	COM	291011104	1,499	22,420	SH		SOLE		22,420	0	0
EMPIRE ST RLTY TR INC	CL A	292104106	2,192	153,584	SH		OTR	1	0	153,584	0
EMPIRE ST RLTY TR INC	CL A	292104106	199	13,959	SH		SOLE		13,959	0	0
EMPLOYERS HOLDINGS INC	COM	292218104	2,693	61,804	SH		OTR	1	0	61,804	0
EMPLOYERS HOLDINGS INC	COM	292218104	497	11,400	SH		SOLE		11,400	0	0
ENANTA PHARMACEUTICALS INC	COM	29251M106	198	3,292	SH		SOLE		3,292	0	0
ENANTA PHARMACEUTICALS INC	COM	29251M106	1,050	17,483	SH		OTR	1	0	17,483	0
ENCOMPASS HEALTH CORP	COM	29261A100	467	7,383	SH		OTR	1	0	7,383	0
ENCOMPASS HEALTH CORP	COM	29261A100	221	3,487	SH		OTR	5	0	3,487	0
ENCOMPASS HEALTH CORP	COM	29261A100	158	2,497	SH		SOLE		2,497	0	0
ENCORE CAP GROUP INC	NOTE 3.000% 7/0	292554AF9	472	462,000	PRN		SOLE		462,000	0	0
ENCORE WIRE CORP	COM	292562105	3,148	55,935	SH		OTR	1	0	55,935	0
ENCORE WIRE CORP	COM	292562105	595	10,579	SH		SOLE		10,579	0	0
ENDURANCE INTL GROUP HLDGS I	COM	29272B105	115	30,600	SH		OTR	1	0	30,600	0
ENDURANCE INTL GROUP HLDGS I	COM	29272B105	23	6,200	SH		SOLE		6,200	0	0
ENOVA INTL INC	COM	29357K103	2,614	125,968	SH		OTR	1	0	125,968	0
ENOVA INTL INC	COM	29357K103	497	23,936	SH		SOLE		23,936	0	0
ENPHASE ENERGY INC	COM	29355A107	929	41,800	SH		OTR	1	0	41,800	0
ENPHASE ENERGY INC	COM	29355A107	173	7,800	SH		SOLE		7,800	0	0
ENPRO INDS INC	COM	29355X107	3,343	48,700	SH		OTR	1	0	48,700	0
ENPRO INDS INC	COM	29355X107	625	9,100	SH		SOLE		9,100	0	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	25,375	37,362,000	PRN		OTR	1	0	37,362,000	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	67	99,000	PRN		OTR	4	10,000	89,000	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	25,390	37,338,000	PRN		SOLE		37,338,000	0	0
ENSIGN GROUP INC	COM	29358P101	3,551	74,861	SH		OTR	1	0	74,861	0
ENSIGN GROUP INC	COM	29358P101	678	14,300	SH		SOLE		14,300	0	0
ENTEGRIS INC	COM	29362U104	15,103	320,921	SH		OTR	1	0	320,921	0
ENTEGRIS INC	COM	29362U104	1,109	23,569	SH		SOLE		23,569	0	0
ENTERGY CORP NEW	COM	29364G103	1,435	12,226	SH		OTR	5	0	12,226	0
ENTERGY CORP NEW	COM	29364G103	2,578	21,970	SH		SOLE		21,970	0	0
ENTERGY CORP NEW	COM	29364G103	14,761	125,775	SH		OTR	1	0	125,775	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	1,540	484,328	SH		OTR	1	0	484,328	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	294	92,419	SH		SOLE		92,419	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	12,509	11,556,000	PRN		OTR	1	0	11,556,000	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	14,900	13,764,000	PRN		SOLE		13,764,000	0	0
EOG RES INC	COM	26875P101	2,390	32,207	SH		SOLE		32,207	0	0
EOG RES INC	COM	26875P101	11,064	149,066	SH		OTR	1	0	149,066	0
EOG RES INC	COM	26875P101	802	10,807	SH		OTR	5	0	10,807	0
EPAM SYS INC	COM	29414B104	195	1,070	SH		SOLE		1,070	0	0
EPAM SYS INC	COM	29414B104	109	600	SH		OTR	1	0	600	0
EPLUS INC	COM	294268107	2,547	33,467	SH		OTR	1	0	33,467	0
EPLUS INC	COM	294268107	482	6,331	SH		SOLE		6,331	0	0
EPR PPTYS	COM SH BEN INT	26884U109	2,840	36,944	SH		OTR	1	0	36,944	0
EPR PPTYS	COM SH BEN INT	26884U109	364	4,741	SH		SOLE		4,741	0	0
EQUIFAX INC	COM	294429105	2,191	15,576	SH		OTR	1	0	15,576	0
EQUIFAX INC	COM	294429105	603	4,286	SH		SOLE		4,286	0	0
EQUINIX INC	COM	29444U700	2,840	4,923	SH		SOLE		4,923	0	0
EQUINIX INC	COM	29444U700	7,166	12,423	SH		OTR	1	0	12,423	0
EQUINIX INC	COM	29444U700	197	342	SH		OTR	5	0	342	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	3,675	27,511	SH		OTR	1	0	27,511	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	343	2,566	SH		SOLE		2,566	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	11,321	131,245	SH		OTR	1	0	131,245	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	353	4,087	SH		OTR	5	0	4,087	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	1,759	20,390	SH		SOLE		20,390	0	0
ESSEX PPTY TR INC	COM	297178105	5,803	17,766	SH		OTR	1	0	17,766	0
ESSEX PPTY TR INC	COM	297178105	19	57	SH		OTR	5	0	57	0
ESSEX PPTY TR INC	COM	297178105	924	2,830	SH		SOLE		2,830	0	0
ETHAN ALLEN INTERIORS INC	COM	297602104	634	33,200	SH		OTR	1	0	33,200	0
ETHAN ALLEN INTERIORS INC	COM	297602104	126	6,600	SH		SOLE		6,600	0	0
ETSY INC	NOTE 3/0	29786AAC0	36,856	21,848,000	PRN		SOLE		21,848,000	0	0
ETSY INC	NOTE 3/0	29786AAC0	87	52,000	PRN		OTR	4	5,000	47,000	0
ETSY INC	NOTE 3/0	29786AAC0	31,509	18,688,000	PRN		OTR	1	0	18,688,000	0
EURONET WORLDWIDE INC	COM	298736109	1,247	8,525	SH		SOLE		8,525	0	0
EURONET WORLDWIDE INC	COM	298736109	13,197	90,203	SH		OTR	1	0	90,203	0
EVERCORE INC	CLASS A	29977A105	4,691	58,567	SH		OTR	1	0	58,567	0
EVERCORE INC	CLASS A	29977A105	1,024	12,782	SH		SOLE		12,782	0	0
EVERGY INC	COM	30034W106	2,718	40,836	SH		OTR	1	0	40,836	0
EVERGY INC	COM	30034W106	575	8,636	SH		SOLE		8,636	0	0
EVERI HLDGS INC	COM	30034T103	2,910	343,978	SH		OTR	1	0	343,978	0
EVERI HLDGS INC	COM	30034T103	552	65,200	SH		SOLE		65,200	0	0
EVERSOURCE ENERGY	COM	30040W108	917	10,732	SH		SOLE		10,732	0	0
EVERSOURCE ENERGY	COM	30040W108	3,652	42,729	SH		OTR	1	0	42,729	0
EVERTEC INC	COM	30040P103	860	27,561	SH		OTR	1	0	27,561	0
EVERTEC INC	COM	30040P103	161	5,167	SH		SOLE		5,167	0	0
EXACT SCIENCES CORP	COM	30063P105	172	1,900	SH		OTR	1	0	1,900	0
EXACT SCIENCES CORP	COM	30063P105	99	1,090	SH		SOLE		1,090	0	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	29,262	20,707,000	PRN		OTR	1	0	20,707,000	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	111	79,000	PRN		OTR	4	8,000	71,000	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	32,308	22,853,000	PRN		SOLE		22,853,000	0	0
EXELIXIS INC	COM	30161Q104	3,120	176,410	SH		OTR	1	0	176,410	0
EXELIXIS INC	COM	30161Q104	223	12,634	SH		OTR	5	0	12,634	0
EXELIXIS INC	COM	30161Q104	406	22,972	SH		SOLE		22,972	0	0
EXELON CORP	COM	30161N101	2,690	55,679	SH		SOLE		55,679	0	0
EXELON CORP	COM	30161N101	705	14,583	SH		OTR	5	0	14,583	0
EXELON CORP	COM	30161N101	9,245	191,376	SH		OTR	1	0	191,376	0
EXLSERVICE HOLDINGS INC	COM	302081104	47	700	SH		SOLE		700	0	0
EXLSERVICE HOLDINGS INC	COM	302081104	241	3,600	SH		OTR	1	0	3,600	0
EXPEDIA GROUP INC	COM NEW	30212P303	27,785	206,718	SH		OTR	1	0	206,718	0
EXPEDIA GROUP INC	COM NEW	30212P303	2,576	19,162	SH		OTR	5	0	19,162	0
EXPEDIA GROUP INC	COM NEW	30212P303	4,181	31,105	SH		SOLE		31,105	0	0
EXPEDITORS INTL WASH INC	COM	302130109	1,638	22,052	SH		OTR	1	0	22,052	0
EXPEDITORS INTL WASH INC	COM	302130109	492	6,619	SH		SOLE		6,619	0	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	8,328	568,848	SH		OTR	1	0	568,848	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	949	64,812	SH		SOLE		64,812	0	0
EXTERRAN CORP	COM	30227H106	1,194	91,400	SH		OTR	1	0	91,400	0
EXTERRAN CORP	COM	30227H106	226	17,300	SH		SOLE		17,300	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	680	5,821	SH		SOLE		5,821	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	3,382	28,952	SH		OTR	1	0	28,952	0
EXTREME NETWORKS INC	COM	30226D106	1,330	182,800	SH		OTR	1	0	182,800	0
EXTREME NETWORKS INC	COM	30226D106	252	34,600	SH		SOLE		34,600	0	0
EXXON MOBIL CORP	COM	30231G102	50,293	712,266	SH		OTR	1	0	712,266	0
EXXON MOBIL CORP	COM	30231G102	3,674	52,035	SH		OTR	5	0	52,035	0
EXXON MOBIL CORP	COM	30231G102	14,204	201,166	SH		SOLE		201,166	0	0
EZCORP INC	CL A NON VTG	302301106	608	94,234	SH		OTR	1	0	94,234	0
EZCORP INC	CL A NON VTG	302301106	113	17,575	SH		SOLE		17,575	0	0
F M C CORP	COM NEW	302491303	329	3,755	SH		SOLE		3,755	0	0
F M C CORP	COM NEW	302491303	2,238	25,530	SH		OTR	1	0	25,530	0
F5 NETWORKS INC	COM	315616102	337	2,400	SH		SOLE		2,400	0	0
F5 NETWORKS INC	COM	315616102	1,086	7,731	SH		OTR	1	0	7,731	0
FACEBOOK INC	CL A	30303M102	123,651	694,354	SH		OTR	1	0	694,354	0
FACEBOOK INC	CL A	30303M102	10,416	58,490	SH		OTR	5	0	58,490	0
FACEBOOK INC	CL A	30303M102	23,699	133,079	SH		SOLE		133,079	0	0
FAIR ISAAC CORP	COM	303250104	1,501	4,946	SH		OTR	1	0	4,946	0
FAIR ISAAC CORP	COM	303250104	269	887	SH		SOLE		887	0	0
FARMERS NATL BANC CORP	COM	309627107	632	43,663	SH		OTR	1	0	43,663	0
FARMERS NATL BANC CORP	COM	309627107	118	8,159	SH		SOLE		8,159	0	0
FASTENAL CO	COM	311900104	631	19,313	SH		SOLE		19,313	0	0
FASTENAL CO	COM	311900104	2,413	73,858	SH		OTR	1	0	73,858	0
FEDERAL AGRIC MTG CORP	CL C	313148306	1,176	14,400	SH		OTR	1	0	14,400	0
FEDERAL AGRIC MTG CORP	CL C	313148306	220	2,700	SH		SOLE		2,700	0	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	1,433	10,525	SH		OTR	1	0	10,525	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	405	2,977	SH		SOLE		2,977	0	0
FEDERATED INVS INC PA	CL B	314211103	4,080	125,900	SH		OTR	1	0	125,900	0
FEDERATED INVS INC PA	CL B	314211103	775	23,900	SH		SOLE		23,900	0	0
FEDEX CORP	COM	31428X106	5,953	40,894	SH		OTR	1	0	40,894	0
FEDEX CORP	COM	31428X106	1,292	8,873	SH		SOLE		8,873	0	0
FEDNAT HLDG CO	COM	31431B109	355	25,386	SH		OTR	1	0	25,386	0
FEDNAT HLDG CO	COM	31431B109	67	4,818	SH		SOLE		4,818	0	0
FIBROGEN INC	COM	31572Q808	1,803	48,766	SH		OTR	1	0	48,766	0
FIBROGEN INC	COM	31572Q808	345	9,339	SH		SOLE		9,339	0	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	8,490	191,165	SH		OTR	1	0	191,165	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	741	16,693	SH		SOLE		16,693	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	13,980	105,300	SH		OTR	1	0	105,300	0
FIDELITY NATL INFORMATION SV	COM	31620M106	533	4,014	SH		OTR	5	0	4,014	0
FIDELITY NATL INFORMATION SV	COM	31620M106	3,025	22,785	SH		SOLE		22,785	0	0
FIFTH THIRD BANCORP	COM	316773100	5,895	215,295	SH		OTR	1	0	215,295	0
FIFTH THIRD BANCORP	COM	316773100	962	35,133	SH		SOLE		35,133	0	0
FINANCIAL INSTNS INC	COM	317585404	2,738	90,731	SH		OTR	1	0	90,731	0
FINANCIAL INSTNS INC	COM	317585404	520	17,223	SH		SOLE		17,223	0	0
FINISAR CORP	NOTE 0.500%12/1	31787AAP6	15,720	15,728,000	PRN		OTR	1	0	15,728,000	0
FINISAR CORP	NOTE 0.500%12/1	31787AAP6	18,672	18,681,000	PRN		SOLE		18,681,000	0	0
FIREEYE INC	NOTE 0.875% 6/0	31816QAF8	8,542	9,068,000	PRN		OTR	1	0	9,068,000	0
FIREEYE INC	NOTE 0.875% 6/0	31816QAF8	11,923	12,657,000	PRN		SOLE		12,657,000	0	0
FIREEYE INC	NOTE 1.000% 6/0	31816QAB7	1,217	1,229,000	PRN		SOLE		1,229,000	0	0
FIRST AMERN FINL CORP	COM	31847R102	12,846	217,694	SH		OTR	1	0	217,694	0
FIRST AMERN FINL CORP	COM	31847R102	1,742	29,522	SH		OTR	5	0	29,522	0
FIRST AMERN FINL CORP	COM	31847R102	2,042	34,601	SH		SOLE		34,601	0	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	746	30,999	SH		OTR	1	0	30,999	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	144	5,967	SH		SOLE		5,967	0	0
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	524	35,429	SH		OTR	1	0	35,429	0
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	95	6,444	SH		SOLE		6,444	0	0
FIRST FNDTN INC	COM	32026V104	3,042	199,160	SH		OTR	1	0	199,160	0
FIRST FNDTN INC	COM	32026V104	582	38,110	SH		SOLE		38,110	0	0
FIRST HAWAIIAN INC	COM	32051X108	5,282	197,826	SH		OTR	1	0	197,826	0
FIRST HAWAIIAN INC	COM	32051X108	451	16,881	SH		SOLE		16,881	0	0
FIRST INTERNET BANCORP	COM	320557101	1,800	84,056	SH		OTR	1	0	84,056	0
FIRST INTERNET BANCORP	COM	320557101	341	15,921	SH		SOLE		15,921	0	0
FIRST LONG IS CORP	COM	320734106	1,135	49,885	SH		OTR	1	0	49,885	0
FIRST LONG IS CORP	COM	320734106	210	9,214	SH		SOLE		9,214	0	0
FIRST MIDWEST BANCORP DEL	COM	320867104	3,595	184,573	SH		OTR	1	0	184,573	0
FIRST MIDWEST BANCORP DEL	COM	320867104	686	35,200	SH		SOLE		35,200	0	0
FIRST NORTHWEST BANCORP	COM	335834107	35	2,000	SH		SOLE		2,000	0	0
FIRST NORTHWEST BANCORP	COM	335834107	175	10,100	SH		OTR	1	0	10,100	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	2,099	21,704	SH		OTR	1	0	21,704	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	550	5,689	SH		SOLE		5,689	0	0
FIRSTCASH INC	COM	33767D105	1,522	16,600	SH		OTR	1	0	16,600	0
FIRSTCASH INC	COM	33767D105	284	3,100	SH		SOLE		3,100	0	0
FIRSTENERGY CORP	COM	337932107	4,511	93,538	SH		OTR	1	0	93,538	0
FIRSTENERGY CORP	COM	337932107	964	19,993	SH		SOLE		19,993	0	0
FISERV INC	COM	337738108	10,384	100,237	SH		OTR	1	0	100,237	0
FISERV INC	COM	337738108	2,277	21,979	SH		SOLE		21,979	0	0
FIVE9 INC	COM	338307101	1,670	31,076	SH		OTR	1	0	31,076	0
FIVE9 INC	COM	338307101	319	5,945	SH		SOLE		5,945	0	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	606	16,224	SH		SOLE		16,224	0	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	3,197	85,598	SH		OTR	1	0	85,598	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	922	3,214	SH		SOLE		3,214	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	3,424	11,941	SH		OTR	1	0	11,941	0
FLEXION THERAPEUTICS INC	NOTE 3.375% 5/0	33938JAB2	240	266,000	PRN		SOLE		266,000	0	0
FLEXSTEEL INDS INC	COM	339382103	348	23,454	SH		OTR	1	0	23,454	0
FLEXSTEEL INDS INC	COM	339382103	67	4,500	SH		SOLE		4,500	0	0
FLIR SYS INC	COM	302445101	919	17,469	SH		OTR	1	0	17,469	0
FLIR SYS INC	COM	302445101	199	3,781	SH		SOLE		3,781	0	0
FLOWERS FOODS INC	COM	343498101	3,255	140,730	SH		OTR	1	0	140,730	0
FLOWERS FOODS INC	COM	343498101	94	4,054	SH		OTR	5	0	4,054	0
FLOWERS FOODS INC	COM	343498101	344	14,853	SH		SOLE		14,853	0	0
FLOWSERVE CORP	COM	34354P105	790	16,903	SH		OTR	1	0	16,903	0
FLOWSERVE CORP	COM	34354P105	173	3,706	SH		SOLE		3,706	0	0
FLUENT INC	COM	34380C102	131	47,900	SH		SOLE		47,900	0	0
FLUENT INC	COM	34380C102	697	255,000	SH		OTR	1	0	255,000	0
FLUOR CORP NEW	COM	343412102	8,153	426,177	SH		OTR	1	0	426,177	0
FLUOR CORP NEW	COM	343412102	490	25,628	SH		SOLE		25,628	0	0
FLUSHING FINL CORP	COM	343873105	1,430	70,753	SH		OTR	1	0	70,753	0
FLUSHING FINL CORP	COM	343873105	268	13,255	SH		SOLE		13,255	0	0
FLWS/1-800 FLOWERS	CL A	68243Q106	2,852	192,750	SH		OTR	1	0	192,750	0
FLWS/1-800 FLOWERS	CL A	68243Q106	541	36,596	SH		SOLE		36,596	0	0
FORD MTR CO DEL	COM	345370860	1,261	137,693	SH		SOLE		137,693	0	0
FORD MTR CO DEL	COM	345370860	6,109	666,906	SH		OTR	1	0	666,906	0
FORTINET INC	COM	34959E109	1,310	17,071	SH		SOLE		17,071	0	0
FORTINET INC	COM	34959E109	332	4,328	SH		OTR	5	0	4,328	0
FORTINET INC	COM	34959E109	15,771	205,461	SH		OTR	1	0	205,461	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	5,299	5,874	SH		OTR	1	0	5,874	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	86	95	SH		OTR	4	10	85	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	153	170	SH		SOLE		170	0	0
FORTIVE CORP	COM	34959J108	2,608	38,038	SH		OTR	1	0	38,038	0
FORTIVE CORP	COM	34959J108	703	10,256	SH		SOLE		10,256	0	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	1,625	29,699	SH		OTR	1	0	29,699	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	378	6,911	SH		SOLE		6,911	0	0
FOSTER L B CO	COM	350060109	466	21,501	SH		SOLE		21,501	0	0
FOSTER L B CO	COM	350060109	2,454	113,236	SH		OTR	1	0	113,236	0
FOUNDATION BLDG MATLS INC	COM	350392106	2,416	155,963	SH		OTR	1	0	155,963	0
FOUNDATION BLDG MATLS INC	COM	350392106	457	29,500	SH		SOLE		29,500	0	0
FOX CORP	CL A COM	35137L105	1,440	45,676	SH		OTR	1	0	45,676	0
FOX CORP	CL A COM	35137L105	495	15,701	SH		SOLE		15,701	0	0
FOX CORP	CL B COM	35137L204	8,230	260,940	SH		OTR	1	0	260,940	0
FOX CORP	CL B COM	35137L204	930	29,498	SH		OTR	5	0	29,498	0
FOX CORP	CL B COM	35137L204	1,261	39,993	SH		SOLE		39,993	0	0
FRANKLIN FINL NETWORK INC	COM	35352P104	1,885	62,395	SH		OTR	1	0	62,395	0
FRANKLIN FINL NETWORK INC	COM	35352P104	355	11,766	SH		SOLE		11,766	0	0
FRANKLIN RES INC	COM	354613101	238	8,241	SH		SOLE		8,241	0	0
FRANKLIN RES INC	COM	354613101	1	24	SH		OTR	5	0	24	0
FRANKLIN RES INC	COM	354613101	1,050	36,392	SH		OTR	1	0	36,392	0
FRANKLIN STREET PPTYS CORP	COM	35471R106	29	3,400	SH		SOLE		3,400	0	0
FRANKLIN STREET PPTYS CORP	COM	35471R106	176	20,800	SH		OTR	1	0	20,800	0
FREEPORT-MCMORAN INC	CL B	35671D857	1,789	186,975	SH		OTR	1	0	186,975	0
FREEPORT-MCMORAN INC	CL B	35671D857	524	54,798	SH		SOLE		54,798	0	0
FRONTDOOR INC	COM	35905A109	4,773	98,265	SH		OTR	1	0	98,265	0
FRONTDOOR INC	COM	35905A109	602	12,391	SH		SOLE		12,391	0	0
FS BANCORP INC	COM	30263Y104	1,095	20,853	SH		OTR	1	0	20,853	0
FS BANCORP INC	COM	30263Y104	204	3,892	SH		SOLE		3,892	0	0
FTI CONSULTING INC	NOTE 2.000% 8/1	302941AP4	593	485,000	PRN		SOLE		485,000	0	0
FTS INTERNATIONAL INC	COM	30283W104	409	182,400	SH		OTR	1	0	182,400	0
FTS INTERNATIONAL INC	COM	30283W104	81	36,000	SH		SOLE		36,000	0	0
FUTUREFUEL CORPORATION	COM	36116M106	87	7,300	SH		SOLE		7,300	0	0
FUTUREFUEL CORPORATION	COM	36116M106	428	35,886	SH		OTR	1	0	35,886	0
GALLAGHER ARTHUR J & CO	COM	363576109	2,150	24,007	SH		OTR	1	0	24,007	0
GALLAGHER ARTHUR J & CO	COM	363576109	584	6,518	SH		SOLE		6,518	0	0
GAMING & LEISURE PPTYS INC	COM	36467J108	3,246	84,878	SH		OTR	1	0	84,878	0
GAMING & LEISURE PPTYS INC	COM	36467J108	293	7,674	SH		SOLE		7,674	0	0
GAP INC	COM	364760108	477	27,503	SH		OTR	1	0	27,503	0
GAP INC	COM	364760108	113	6,517	SH		SOLE		6,517	0	0
GARTNER INC	COM	366651107	1,661	11,614	SH		OTR	1	0	11,614	0
GARTNER INC	COM	366651107	481	3,364	SH		SOLE		3,364	0	0
GENERAL DYNAMICS CORP	COM	369550108	6,961	38,093	SH		OTR	1	0	38,093	0
GENERAL DYNAMICS CORP	COM	369550108	1,524	8,338	SH		SOLE		8,338	0	0
GENERAL ELECTRIC CO	COM	369604103	11,469	1,282,866	SH		OTR	1	0	1,282,866	0
GENERAL ELECTRIC CO	COM	369604103	2,741	306,548	SH		SOLE		306,548	0	0
GENERAL FIN CORP DEL	COM	369822101	326	36,837	SH		OTR	1	0	36,837	0
GENERAL FIN CORP DEL	COM	369822101	66	7,414	SH		SOLE		7,414	0	0
GENERAL MLS INC	COM	370334104	7,109	128,966	SH		OTR	1	0	128,966	0
GENERAL MLS INC	COM	370334104	614	11,138	SH		OTR	5	0	11,138	0
GENERAL MLS INC	COM	370334104	2,031	36,855	SH		SOLE		36,855	0	0
GENERAL MTRS CO	COM	37045V100	7,564	201,821	SH		OTR	1	0	201,821	0
GENERAL MTRS CO	COM	37045V100	1,650	44,030	SH		SOLE		44,030	0	0
GENIE ENERGY LTD	CL B	372284208	579	77,600	SH		OTR	1	0	77,600	0
GENIE ENERGY LTD	CL B	372284208	108	14,500	SH		SOLE		14,500	0	0
GENUINE PARTS CO	COM	372460105	511	5,131	SH		SOLE		5,131	0	0
GENUINE PARTS CO	COM	372460105	1,875	18,825	SH		OTR	1	0	18,825	0
GENWORTH FINL INC	COM CL A	37247D106	3,617	822,094	SH		OTR	1	0	822,094	0
GENWORTH FINL INC	COM CL A	37247D106	686	155,801	SH		SOLE		155,801	0	0
GEO GROUP INC NEW	COM	36162J106	3,504	202,065	SH		OTR	1	0	202,065	0
GEO GROUP INC NEW	COM	36162J106	664	38,307	SH		SOLE		38,307	0	0
GILEAD SCIENCES INC	COM	375558103	25,674	405,075	SH		OTR	1	0	405,075	0
GILEAD SCIENCES INC	COM	375558103	3,672	57,937	SH		OTR	5	0	57,937	0
GILEAD SCIENCES INC	COM	375558103	6,238	98,426	SH		SOLE		98,426	0	0
GLADSTONE COML CORP	COM	376536108	1,208	51,400	SH		OTR	1	0	51,400	0
GLADSTONE COML CORP	COM	376536108	226	9,600	SH		SOLE		9,600	0	0
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	1,827	37,654	SH		OTR	1	0	37,654	0
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	339	6,983	SH		SOLE		6,983	0	0
GLOBAL PMTS INC	COM	37940X102	9,855	61,983	SH		OTR	1	0	61,983	0
GLOBAL PMTS INC	COM	37940X102	1,989	12,509	SH		SOLE		12,509	0	0
GLOBE LIFE INC	COM	37959E102	1,242	12,965	SH		OTR	1	0	12,965	0
GLOBE LIFE INC	COM	37959E102	275	2,870	SH		SOLE		2,870	0	0
GLOBUS MED INC	CL A	379577208	2,157	42,200	SH		OTR	1	0	42,200	0
GLOBUS MED INC	CL A	379577208	419	8,200	SH		SOLE		8,200	0	0
GMS INC	COM	36251C103	617	21,500	SH		SOLE		21,500	0	0
GMS INC	COM	36251C103	3,237	112,700	SH		OTR	1	0	112,700	0
GODADDY INC	CL A	380237107	12,229	185,348	SH		OTR	1	0	185,348	0
GODADDY INC	CL A	380237107	1,731	26,228	SH		SOLE		26,228	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	10,091	48,696	SH		OTR	1	0	48,696	0
GOLDMAN SACHS GROUP INC	COM	38141G104	2,327	11,231	SH		SOLE		11,231	0	0
GRAHAM HLDGS CO	COM	384637104	1,817	2,739	SH		OTR	1	0	2,739	0
GRAHAM HLDGS CO	COM	384637104	224	337	SH		SOLE		337	0	0
GRAINGER W W INC	COM	384802104	1,695	5,703	SH		OTR	1	0	5,703	0
GRAINGER W W INC	COM	384802104	453	1,526	SH		SOLE		1,526	0	0
GREAT LAKES DREDGE & DOCK CO	COM	390607109	3,139	300,363	SH		OTR	1	0	300,363	0
GREAT LAKES DREDGE & DOCK CO	COM	390607109	595	56,900	SH		SOLE		56,900	0	0
GREAT SOUTHN BANCORP INC	COM	390905107	182	3,200	SH		SOLE		3,200	0	0
GREAT SOUTHN BANCORP INC	COM	390905107	964	16,934	SH		OTR	1	0	16,934	0
GROUP 1 AUTOMOTIVE INC	COM	398905109	692	7,500	SH		SOLE		7,500	0	0
GROUP 1 AUTOMOTIVE INC	COM	398905109	3,683	39,900	SH		OTR	1	0	39,900	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	782	680,000	PRN		SOLE		680,000	0	0
H & E EQUIPMENT SERVICES INC	COM	404030108	1,954	67,700	SH		OTR	1	0	67,700	0
H & E EQUIPMENT SERVICES INC	COM	404030108	372	12,900	SH		SOLE		12,900	0	0
HABIT RESTAURANTS INC	COM CL A	40449J103	489	55,903	SH		OTR	1	0	55,903	0
HABIT RESTAURANTS INC	COM CL A	40449J103	94	10,715	SH		SOLE		10,715	0	0
HAEMONETICS CORP	COM	405024100	3,469	27,500	SH		OTR	1	0	27,500	0
HAEMONETICS CORP	COM	405024100	669	5,300	SH		SOLE		5,300	0	0
HALLADOR ENERGY COMPANY	COM	40609P105	95	26,249	SH		SOLE		26,249	0	0
HALLADOR ENERGY COMPANY	COM	40609P105	478	132,106	SH		OTR	1	0	132,106	0
HALLIBURTON CO	COM	406216101	2,728	144,748	SH		OTR	1	0	144,748	0
HALLIBURTON CO	COM	406216101	624	33,129	SH		SOLE		33,129	0	0
HALLMARK FINL SVCS INC EC	COM NEW	40624Q203	2,194	114,668	SH		OTR	1	0	114,668	0
HALLMARK FINL SVCS INC EC	COM NEW	40624Q203	413	21,600	SH		SOLE		21,600	0	0
HALOZYME THERAPEUTICS INC	COM	40637H109	2,038	131,423	SH		OTR	1	0	131,423	0
HALOZYME THERAPEUTICS INC	COM	40637H109	387	24,955	SH		SOLE		24,955	0	0
HANCOCK WHITNEY CORPORATION	COM	410120109	3,753	98,000	SH		OTR	1	0	98,000	0
HANCOCK WHITNEY CORPORATION	COM	410120109	724	18,900	SH		SOLE		18,900	0	0
HANESBRANDS INC	COM	410345102	714	46,592	SH		OTR	1	0	46,592	0
HANESBRANDS INC	COM	410345102	163	10,619	SH		SOLE		10,619	0	0
HANGER INC	COM NEW	41043F208	1,357	66,600	SH		OTR	1	0	66,600	0
HANGER INC	COM NEW	41043F208	261	12,800	SH		SOLE		12,800	0	0
HANMI FINL CORP	COM NEW	410495204	2,833	150,874	SH		OTR	1	0	150,874	0
HANMI FINL CORP	COM NEW	410495204	539	28,693	SH		SOLE		28,693	0	0
HANOVER INS GROUP INC	COM	410867105	5,368	39,603	SH		OTR	1	0	39,603	0
HANOVER INS GROUP INC	COM	410867105	444	3,279	SH		SOLE		3,279	0	0
HARLEY DAVIDSON INC	COM	412822108	730	20,293	SH		OTR	1	0	20,293	0
HARLEY DAVIDSON INC	COM	412822108	166	4,614	SH		SOLE		4,614	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	4,936	81,445	SH		OTR	1	0	81,445	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	866	14,296	SH		SOLE		14,296	0	0
HASBRO INC	COM	418056107	475	4,002	SH		SOLE		4,002	0	0
HASBRO INC	COM	418056107	1,797	15,143	SH		OTR	1	0	15,143	0
HAWAIIAN ELEC INDUSTRIES	COM	419870100	846	18,545	SH		OTR	1	0	18,545	0
HAWAIIAN ELEC INDUSTRIES	COM	419870100	10	226	SH		SOLE		226	0	0
HAWKINS INC	COM	420261109	1,400	32,939	SH		OTR	1	0	32,939	0
HAWKINS INC	COM	420261109	259	6,100	SH		SOLE		6,100	0	0
HCA HEALTHCARE INC	COM	40412C101	10,430	86,617	SH		OTR	1	0	86,617	0
HCA HEALTHCARE INC	COM	40412C101	1,847	15,340	SH		OTR	5	0	15,340	0
HCA HEALTHCARE INC	COM	40412C101	2,398	19,917	SH		SOLE		19,917	0	0
HCP INC	COM	40414L109	3,780	106,100	SH		OTR	1	0	106,100	0
HCP INC	COM	40414L109	766	21,508	SH		SOLE		21,508	0	0
HEALTHCARE TR AMER INC	CL A NEW	42225P501	1,975	67,214	SH		OTR	1	0	67,214	0
HEALTHCARE TR AMER INC	CL A NEW	42225P501	150	5,116	SH		SOLE		5,116	0	0
HEALTHSTREAM INC	COM	42222N103	2,126	82,126	SH		OTR	1	0	82,126	0
HEALTHSTREAM INC	COM	42222N103	401	15,500	SH		SOLE		15,500	0	0
HEICO CORP NEW	CL A	422806208	1,992	20,472	SH		OTR	1	0	20,472	0
HEICO CORP NEW	CL A	422806208	234	2,406	SH		SOLE		2,406	0	0
HEIDRICK & STRUGGLES INTL IN	COM	422819102	2,393	87,652	SH		OTR	1	0	87,652	0
HEIDRICK & STRUGGLES INTL IN	COM	422819102	451	16,532	SH		SOLE		16,532	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.125% 9/1	42330PAJ6	15,521	13,254,000	PRN		OTR	1	0	13,254,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.125% 9/1	42330PAJ6	20,839	17,795,000	PRN		SOLE		17,795,000	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	10,057	9,963,000	PRN		OTR	1	0	9,963,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	74	73,000	PRN		OTR	4	8,000	65,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	7,268	7,183,000	PRN		SOLE		7,183,000	0	0
HELMERICH & PAYNE INC	COM	423452101	1,238	30,890	SH		OTR	1	0	30,890	0
HELMERICH & PAYNE INC	COM	423452101	133	3,326	SH		SOLE		3,326	0	0
HENRY JACK & ASSOC INC	COM	426281101	430	2,946	SH		SOLE		2,946	0	0
HENRY JACK & ASSOC INC	COM	426281101	1,450	9,931	SH		OTR	1	0	9,931	0
HENRY SCHEIN INC	COM	806407102	1,760	27,722	SH		OTR	1	0	27,722	0
HENRY SCHEIN INC	COM	806407102	276	4,342	SH		SOLE		4,342	0	0
HERBALIFE LTD	NOTE 2.625% 3/1	42703MAD5	14,988	16,025,000	PRN		OTR	1	0	16,025,000	0
HERBALIFE LTD	NOTE 2.625% 3/1	42703MAD5	19,791	21,160,000	PRN		SOLE		21,160,000	0	0
HERC HLDGS INC	COM	42704L104	3,288	70,700	SH		OTR	1	0	70,700	0
HERC HLDGS INC	COM	42704L104	619	13,300	SH		SOLE		13,300	0	0
HERITAGE INS HLDGS INC	COM	42727J102	250	16,700	SH		SOLE		16,700	0	0
HERITAGE INS HLDGS INC	COM	42727J102	1,326	88,691	SH		OTR	1	0	88,691	0
HERON THERAPEUTICS INC	COM	427746102	225	12,175	SH		SOLE		12,175	0	0
HERON THERAPEUTICS INC	COM	427746102	1,194	64,551	SH		OTR	1	0	64,551	0
HERSHEY CO	COM	427866108	17,738	114,449	SH		OTR	1	0	114,449	0
HERSHEY CO	COM	427866108	2,057	13,271	SH		OTR	5	0	13,271	0
HERSHEY CO	COM	427866108	2,587	16,692	SH		SOLE		16,692	0	0
HESS CORP	COM	42809H107	2,020	33,404	SH		OTR	1	0	33,404	0
HESS CORP	COM	42809H107	566	9,364	SH		SOLE		9,364	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	2,632	173,532	SH		OTR	1	0	173,532	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	801	52,820	SH		SOLE		52,820	0	0
HEXCEL CORP NEW	COM	428291108	159	1,931	SH		SOLE		1,931	0	0
HEXCEL CORP NEW	COM	428291108	1,741	21,198	SH		OTR	1	0	21,198	0
HIBBETT SPORTS INC	COM	428567101	3,664	160,000	SH		OTR	1	0	160,000	0
HIBBETT SPORTS INC	COM	428567101	696	30,400	SH		SOLE		30,400	0	0
HILL ROM HLDGS INC	COM	431475102	16,399	155,843	SH		OTR	1	0	155,843	0
HILL ROM HLDGS INC	COM	431475102	1,132	10,757	SH		OTR	5	0	10,757	0
HILL ROM HLDGS INC	COM	431475102	2,411	22,910	SH		SOLE		22,910	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	6,240	67,013	SH		OTR	1	0	67,013	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	116	1,244	SH		OTR	5	0	1,244	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	1,279	13,735	SH		SOLE		13,735	0	0
HMS HLDGS CORP	COM	40425J101	3,869	112,259	SH		OTR	1	0	112,259	0
HMS HLDGS CORP	COM	40425J101	734	21,300	SH		SOLE		21,300	0	0
HOLLYFRONTIER CORP	COM	436106108	2,555	47,626	SH		OTR	5	0	47,626	0
HOLLYFRONTIER CORP	COM	436106108	3,463	64,559	SH		SOLE		64,559	0	0
HOLLYFRONTIER CORP	COM	436106108	13,362	249,102	SH		OTR	1	0	249,102	0
HOLOGIC INC	COM	436440101	18,972	375,767	SH		OTR	1	0	375,767	0
HOLOGIC INC	COM	436440101	2,075	41,101	SH		OTR	5	0	41,101	0
HOLOGIC INC	COM	436440101	2,875	56,948	SH		SOLE		56,948	0	0
HOME DEPOT INC	COM	437076102	53,272	229,603	SH		OTR	1	0	229,603	0
HOME DEPOT INC	COM	437076102	4,078	17,575	SH		OTR	5	0	17,575	0
HOME DEPOT INC	COM	437076102	13,001	56,035	SH		SOLE		56,035	0	0
HONEYWELL INTL INC	COM	438516106	20,465	120,951	SH		OTR	1	0	120,951	0
HONEYWELL INTL INC	COM	438516106	510	3,017	SH		OTR	5	0	3,017	0
HONEYWELL INTL INC	COM	438516106	4,882	28,856	SH		SOLE		28,856	0	0
HORMEL FOODS CORP	COM	440452100	1,567	35,825	SH		OTR	1	0	35,825	0
HORMEL FOODS CORP	COM	440452100	560	12,807	SH		SOLE		12,807	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	2,480	143,460	SH		OTR	5	0	143,460	0
HOST HOTELS & RESORTS INC	COM	44107P104	2,188	126,570	SH		SOLE		126,570	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	11,163	645,627	SH		OTR	1	0	645,627	0
HP INC	COM	40434L105	6,509	344,052	SH		OTR	1	0	344,052	0
HP INC	COM	40434L105	481	25,440	SH		OTR	5	0	25,440	0
HP INC	COM	40434L105	1,306	69,017	SH		SOLE		69,017	0	0
HUBSPOT INC	NOTE 0.250% 6/0	443573AB6	922	550,000	PRN		SOLE		550,000	0	0
HUMANA INC	COM	444859102	5,819	22,759	SH		OTR	1	0	22,759	0
HUMANA INC	COM	444859102	1,201	4,698	SH		SOLE		4,698	0	0
HUNT J B TRANS SVCS INC	COM	445658107	1,225	11,070	SH		OTR	1	0	11,070	0
HUNT J B TRANS SVCS INC	COM	445658107	285	2,572	SH		SOLE		2,572	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	1,914	134,101	SH		OTR	1	0	134,101	0
HUNTINGTON BANCSHARES INC	COM	446150104	559	39,182	SH		SOLE		39,182	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	1,278	6,034	SH		OTR	1	0	6,034	0
HUNTINGTON INGALLS INDS INC	COM	446413106	281	1,325	SH		SOLE		1,325	0	0
HUNTSMAN CORP	COM	447011107	4,086	175,647	SH		OTR	1	0	175,647	0
HUNTSMAN CORP	COM	447011107	705	30,320	SH		SOLE		30,320	0	0
IAA INC	COM	449253103	4,992	119,620	SH		OTR	1	0	119,620	0
IAA INC	COM	449253103	612	14,662	SH		SOLE		14,662	0	0
IAC INTERACTIVECORP	COM	44919P508	889	4,079	SH		SOLE		4,079	0	0
IAC INTERACTIVECORP	COM	44919P508	8,771	40,240	SH		OTR	1	0	40,240	0
IBERIABANK CORP	COM	450828108	1,986	26,293	SH		OTR	1	0	26,293	0
IBERIABANK CORP	COM	450828108	364	4,814	SH		SOLE		4,814	0	0
IDACORP INC	COM	451107106	714	6,341	SH		OTR	1	0	6,341	0
IDEX CORP	COM	45167R104	1,600	9,766	SH		OTR	1	0	9,766	0
IDEX CORP	COM	45167R104	462	2,818	SH		SOLE		2,818	0	0
IDEXX LABS INC	COM	45168D104	5,134	18,879	SH		OTR	1	0	18,879	0
IDEXX LABS INC	COM	45168D104	982	3,611	SH		SOLE		3,611	0	0
IDT CORP	CL B NEW	448947507	1,121	106,500	SH		OTR	1	0	106,500	0
IDT CORP	CL B NEW	448947507	218	20,700	SH		SOLE		20,700	0	0
II VI INC	NOTE 0.250% 9/0	902104AB4	626	605,000	PRN		SOLE		605,000	0	0
ILLINOIS TOOL WKS INC	COM	452308109	1,767	11,294	SH		SOLE		11,294	0	0
ILLINOIS TOOL WKS INC	COM	452308109	1	5	SH		OTR	5	0	5	0
ILLINOIS TOOL WKS INC	COM	452308109	6,444	41,180	SH		OTR	1	0	41,180	0
ILLUMINA INC	COM	452327109	873	2,871	SH		OTR	5	0	2,871	0
ILLUMINA INC	COM	452327109	2,025	6,657	SH		SOLE		6,657	0	0
ILLUMINA INC	COM	452327109	11,716	38,512	SH		OTR	1	0	38,512	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	28,807	21,677,000	PRN		OTR	1	0	21,677,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	95	72,000	PRN		OTR	4	7,000	65,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	36,073	27,124,000	PRN		SOLE		27,124,000	0	0
ILLUMINA INC	NOTE 8/1	452327AK5	22,735	20,459,000	PRN		OTR	1	0	20,459,000	0
ILLUMINA INC	NOTE 8/1	452327AK5	25,550	22,992,000	PRN		SOLE		22,992,000	0	0
IMMUNOMEDICS INC	COM	452907108	1,557	117,391	SH		OTR	1	0	117,391	0
IMMUNOMEDICS INC	COM	452907108	296	22,305	SH		SOLE		22,305	0	0
INCYTE CORP	COM	45337C102	722	9,729	SH		OTR	5	0	9,729	0
INCYTE CORP	COM	45337C102	1,733	23,345	SH		SOLE		23,345	0	0
INCYTE CORP	COM	45337C102	17,171	231,318	SH		OTR	1	0	231,318	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INSRED	45409F843	42,009	1,592,750	SH		OTR	3	0	1,592,750	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INTRME	45409F827	42,019	1,596,150	SH		OTR	3	0	1,596,150	0
INDEXIQ ACTIVE ETF TR	IQ ULTR SHT DU	45409F819	25,055	499,900	SH		OTR	3	0	499,900	0
INDEXIQ ETF TR	HDG EVE DRIV	45409B404	1,718	80,000	SH		OTR	3	0	80,000	0
INDEXIQ ETF TR	HDGD FTSE JAPN	45409B537	2,120	103,287	SH		OTR	3	0	103,287	0
INDEXIQ ETF TR	IQ 500 INT ETF	45409B362	5,339	200,025	SH		OTR	3	0	200,025	0
INDEXIQ ETF TR	IQ LEADERS GTA	45409B511	14,647	608,254	SH		OTR	3	0	608,254	0
INDEXIQ ETF TR	IQ S&P HGH YLD	45409B412	20,589	813,158	SH		OTR	3	0	813,158	0
INDEXIQ ETF TR	IQ SHORT DURAT	45409B339	3,082	120,000	SH		OTR	3	0	120,000	0
INDEXIQ ETF TR	LNG SHT TRACK	45409B305	1,767	80,000	SH		OTR	3	0	80,000	0
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	456237106	839	39,500	SH		OTR	1	0	39,500	0
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	456237106	147	6,900	SH		SOLE		6,900	0	0
INFINERA CORPORATION	NOTE 2.125% 9/0	45667GAC7	637	730,000	PRN		SOLE		730,000	0	0
INGLES MKTS INC	CL A	457030104	358	9,200	SH		OTR	1	0	9,200	0
INGLES MKTS INC	CL A	457030104	74	1,900	SH		SOLE		1,900	0	0
INGREDION INC	COM	457187102	520	6,361	SH		OTR	1	0	6,361	0
INGREDION INC	COM	457187102	90	1,100	SH		SOLE		1,100	0	0
INPHI CORP	COM	45772F107	232	3,800	SH		SOLE		3,800	0	0
INPHI CORP	COM	45772F107	1,264	20,700	SH		OTR	1	0	20,700	0
INPHI CORP	NOTE 0.750% 9/0	45772FAC1	1,686	1,356,000	PRN		SOLE		1,356,000	0	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	46,900	30,015,000	PRN		SOLE		30,015,000	0	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	42,680	27,320,000	PRN		OTR	1	0	27,320,000	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	84	54,000	PRN		OTR	4	5,000	49,000	0
INSIGHT ENTERPRISES INC	COM	45765U103	3,397	60,992	SH		OTR	1	0	60,992	0
INSIGHT ENTERPRISES INC	COM	45765U103	646	11,594	SH		SOLE		11,594	0	0
INSMED INC	COM PAR $.01	457669307	1,165	66,026	SH		OTR	1	0	66,026	0
INSMED INC	COM PAR $.01	457669307	221	12,554	SH		SOLE		12,554	0	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	449	536,000	PRN		SOLE		536,000	0	0
INSTALLED BLDG PRODS INC	COM	45780R101	3,102	54,100	SH		OTR	1	0	54,100	0
INSTALLED BLDG PRODS INC	COM	45780R101	579	10,100	SH		SOLE		10,100	0	0
INSULET CORP	NOTE 1.250% 9/1	45784PAF8	3,159	1,120,000	PRN		SOLE		1,120,000	0	0
INTEGER HLDGS CORP	COM	45826H109	712	9,419	SH		SOLE		9,419	0	0
INTEGER HLDGS CORP	COM	45826H109	3,806	50,374	SH		OTR	1	0	50,374	0
INTEGRA LIFESCIENCES HLDGS C	COM NEW	457985208	1,595	26,559	SH		OTR	1	0	26,559	0
INTEGRA LIFESCIENCES HLDGS C	COM NEW	457985208	144	2,402	SH		SOLE		2,402	0	0
INTEL CORP	COM	458140100	38,590	748,879	SH		OTR	1	0	748,879	0
INTEL CORP	COM	458140100	2,236	43,387	SH		OTR	5	0	43,387	0
INTEL CORP	COM	458140100	11,785	228,711	SH		SOLE		228,711	0	0
INTELSAT S A	NOTE 4.500% 6/1	45790VAB6	637	431,000	PRN		SOLE		431,000	0	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	1,298	19,565	SH		OTR	1	0	19,565	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	250	3,761	SH		SOLE		3,761	0	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	11,762	13,608,000	PRN		OTR	1	0	13,608,000	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	27	31,000	PRN		OTR	4	4,000	27,000	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	14,807	17,118,000	PRN		SOLE		17,118,000	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	13,203	143,088	SH		OTR	1	0	143,088	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	2,434	26,374	SH		OTR	5	0	26,374	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	3,109	33,700	SH		SOLE		33,700	0	0
INTERDIGITAL INC	COM	45867G101	766	14,600	SH		OTR	1	0	14,600	0
INTERDIGITAL INC	COM	45867G101	147	2,800	SH		SOLE		2,800	0	0
INTERDIGITAL INC	NOTE 1.500% 3/0	458660AD9	397	397,000	PRN		SOLE		397,000	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	9,169	63,052	SH		SOLE		63,052	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	38,923	267,659	SH		OTR	1	0	267,659	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	4,790	32,938	SH		OTR	5	0	32,938	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	1,690	13,776	SH		OTR	1	0	13,776	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	470	3,830	SH		SOLE		3,830	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	1,331	61,725	SH		OTR	1	0	61,725	0
INTERPUBLIC GROUP COS INC	COM	460690100	339	15,721	SH		SOLE		15,721	0	0
INTL FCSTONE INC	COM	46116V105	2,797	68,119	SH		OTR	1	0	68,119	0
INTL FCSTONE INC	COM	46116V105	530	12,900	SH		SOLE		12,900	0	0
INTL PAPER CO	COM	460146103	2,313	55,310	SH		OTR	1	0	55,310	0
INTL PAPER CO	COM	460146103	670	16,015	SH		SOLE		16,015	0	0
INTUIT	COM	461202103	2,905	10,924	SH		SOLE		10,924	0	0
INTUIT	COM	461202103	24,077	90,537	SH		OTR	1	0	90,537	0
INTUIT	COM	461202103	267	1,003	SH		OTR	5	0	1,003	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	2,896	5,363	SH		SOLE		5,363	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	16,296	30,182	SH		OTR	1	0	30,182	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	1,210	2,241	SH		OTR	5	0	2,241	0
INVACARE CORP	COM	461203101	380	50,700	SH		OTR	1	0	50,700	0
INVACARE CORP	COM	461203101	70	9,300	SH		SOLE		9,300	0	0
INVESCO ADVANTAGE MUNICIPAL	SH BEN INT	46132E103	4,485	399,055	SH		SOLE		399,055	0	0
INVESCO EXCHNG TRADED FD TR	NATL AMT MUNI	46138E537	45,136	1,700,663	SH		OTR	1	0	1,700,663	0
INVESCO MUN OPPORTUNITY TR	COM	46132C107	4,533	362,330	SH		SOLE		362,330	0	0
INVESCO MUN TR	COM	46131J103	4,873	386,429	SH		SOLE		386,429	0	0
INVESCO PA VALUE MUN INCOME	COM	46132K109	3,152	241,518	SH		SOLE		241,518	0	0
INVESCO QUALITY MUNI INC TRS	COM	46133G107	5,799	453,399	SH		SOLE		453,399	0	0
INVESCO TR INVT GRADE MUNS	COM	46131M106	4,587	356,390	SH		SOLE		356,390	0	0
INVITAE CORP	COM	46185L103	210	10,900	SH		SOLE		10,900	0	0
INVITAE CORP	COM	46185L103	1,093	56,700	SH		OTR	1	0	56,700	0
INVITATION HOMES INC	COM	46187W107	4,323	146,014	SH		OTR	1	0	146,014	0
INVITATION HOMES INC	COM	46187W107	489	16,515	SH		SOLE		16,515	0	0
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	1,273	69,920	SH		OTR	1	0	69,920	0
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	242	13,318	SH		SOLE		13,318	0	0
IPG PHOTONICS CORP	COM	44980X109	623	4,592	SH		OTR	1	0	4,592	0
IPG PHOTONICS CORP	COM	44980X109	139	1,027	SH		SOLE		1,027	0	0
IQVIA HLDGS INC	COM	46266C105	23,380	156,514	SH		OTR	1	0	156,514	0
IQVIA HLDGS INC	COM	46266C105	2,124	14,220	SH		OTR	5	0	14,220	0
IQVIA HLDGS INC	COM	46266C105	3,500	23,428	SH		SOLE		23,428	0	0
IRIDIUM COMMUNICATIONS INC	COM	46269C102	145	6,800	SH		SOLE		6,800	0	0
IRIDIUM COMMUNICATIONS INC	COM	46269C102	713	33,500	SH		OTR	1	0	33,500	0
IRON MTN INC NEW	COM	46284V101	1,372	42,367	SH		OTR	1	0	42,367	0
IRON MTN INC NEW	COM	46284V101	398	12,299	SH		SOLE		12,299	0	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	956	111,324	SH		OTR	1	0	111,324	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	187	21,767	SH		SOLE		21,767	0	0
IRONWOOD PHARMACEUTICALS INC	DBCV 2.250% 6/1	46333XAD0	633	632,000	PRN		SOLE		632,000	0	0
ISHARES GOLD TRUST	ISHARES	464285105	8,724	618,700	SH		OTR	1	0	618,700	0
ISHARES INC	CORE MSCI EMKT	46434G103	533	10,876	SH		OTR	1	0	10,876	0
ISHARES TR	CORE S&P MCP ETF	464287507	14,571	75,408	SH		OTR	1	0	75,408	0
ISHARES TR	CORE S&P MCP ETF	464287507	51	262	SH		SOLE		262	0	0
ISHARES TR	MSCI EMG MKT ETF	464287234	1,603	39,225	SH		OTR	1	0	39,225	0
ISHARES TR	MSCI INDIA ETF	46429B598	2,366	70,485	SH		OTR	1	0	70,485	0
ISHARES TR	MSCI QATAR ETF	46434V779	1,857	105,754	SH		OTR	1	0	105,754	0
ISHARES TR	MSCI SAUDI ARBIA	46434V423	2,326	76,320	SH		OTR	1	0	76,320	0
ISHARES TR	NATIONAL MUN ETF	464288414	2,861	25,072	SH		SOLE		25,072	0	0
ISHARES TR	RUS 1000 GRW ETF	464287614	24,931	156,180	SH		OTR	1	0	156,180	0
ISHARES TR	RUSSELL 2000 ETF	464287655	9,392	62,062	SH		OTR	1	0	62,062	0
ISHARES TR	RUSSELL 2000 ETF	464287655	940	6,208	SH		SOLE		6,208	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	29,423	25,749,000	PRN		OTR	1	0	25,749,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	52	46,000	PRN		OTR	4	4,000	42,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	35,528	31,084,000	PRN		SOLE		31,084,000	0	0
ITRON INC	COM	465741106	2,877	38,900	SH		OTR	1	0	38,900	0
ITRON INC	COM	465741106	540	7,300	SH		SOLE		7,300	0	0
J & J SNACK FOODS CORP	COM	466032109	3,898	20,300	SH		OTR	1	0	20,300	0
J & J SNACK FOODS CORP	COM	466032109	749	3,900	SH		SOLE		3,900	0	0
J ALEXANDERS HLDGS INC	COM	46609J106	148	12,597	SH		SOLE		12,597	0	0
J ALEXANDERS HLDGS INC	COM	46609J106	794	67,714	SH		OTR	1	0	67,714	0
J2 GLOBAL INC	COM	48123V102	5,686	62,607	SH		OTR	1	0	62,607	0
J2 GLOBAL INC	COM	48123V102	681	7,499	SH		OTR	5	0	7,499	0
J2 GLOBAL INC	COM	48123V102	1,071	11,789	SH		SOLE		11,789	0	0
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	855	602,000	PRN		SOLE		602,000	0	0
JABIL INC	COM	466313103	2,178	60,902	SH		SOLE		60,902	0	0
JABIL INC	COM	466313103	20,961	586,001	SH		OTR	1	0	586,001	0
JABIL INC	COM	466313103	792	22,136	SH		OTR	5	0	22,136	0
JACOBS ENGR GROUP INC	COM	469814107	1,600	17,482	SH		OTR	1	0	17,482	0
JACOBS ENGR GROUP INC	COM	469814107	435	4,759	SH		SOLE		4,759	0	0
JAZZ INVESTMENTS I LTD	NOTE 1.875% 8/1	472145AB7	1,204	1,199,000	PRN		SOLE		1,199,000	0	0
JD COM INC	SPON ADR CL A	47215P106	1,504	53,298	SH		OTR	1	0	53,298	0
JD COM INC	SPON ADR CL A	47215P106	968	34,300	SH		SOLE		34,300	0	0
JEFFERIES FINL GROUP INC	COM	47233W109	800	43,500	SH		OTR	1	0	43,500	0
JEFFERIES FINL GROUP INC	COM	47233W109	867	47,101	SH		SOLE		47,101	0	0
JETBLUE AWYS CORP	COM	477143101	557	33,269	SH		OTR	1	0	33,269	0
JETBLUE AWYS CORP	COM	477143101	40	2,399	SH		SOLE		2,399	0	0
JINKOSOLAR HLDG CO LTD	SPONSORED ADR	47759T100	557	34,900	SH		OTR	1	0	34,900	0
JOHNSON & JOHNSON	COM	478160104	61,910	478,514	SH		OTR	1	0	478,514	0
JOHNSON & JOHNSON	COM	478160104	5,856	45,262	SH		OTR	5	0	45,262	0
JOHNSON & JOHNSON	COM	478160104	17,465	134,992	SH		SOLE		134,992	0	0
JONES LANG LASALLE INC	COM	48020Q107	6,364	45,768	SH		OTR	1	0	45,768	0
JONES LANG LASALLE INC	COM	48020Q107	577	4,150	SH		SOLE		4,150	0	0
JPMORGAN CHASE & CO	COM	46625H100	65,994	560,742	SH		OTR	1	0	560,742	0
JPMORGAN CHASE & CO	COM	46625H100	8,108	68,896	SH		OTR	5	0	68,896	0
JPMORGAN CHASE & CO	COM	46625H100	20,234	171,924	SH		SOLE		171,924	0	0
JUMEI INTL HLDG LTD	SPONSORED ADR	48138L107	224	105,753	SH		OTR	1	0	105,753	0
JUNIPER NETWORKS INC	COM	48203R104	1,102	44,508	SH		OTR	1	0	44,508	0
JUNIPER NETWORKS INC	COM	48203R104	342	13,830	SH		SOLE		13,830	0	0
K12 INC	COM	48273U102	3,007	113,918	SH		OTR	1	0	113,918	0
K12 INC	COM	48273U102	571	21,627	SH		SOLE		21,627	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	1,857	13,962	SH		OTR	1	0	13,962	0
KANSAS CITY SOUTHERN	COM NEW	485170302	491	3,694	SH		SOLE		3,694	0	0
KAR AUCTION SVCS INC	COM	48238T109	5,005	203,873	SH		OTR	1	0	203,873	0
KAR AUCTION SVCS INC	COM	48238T109	615	25,031	SH		SOLE		25,031	0	0
KB HOME	COM	48666K109	4,410	129,700	SH		OTR	1	0	129,700	0
KB HOME	COM	48666K109	833	24,500	SH		SOLE		24,500	0	0
KBR INC	COM	48242W106	2,520	102,700	SH		OTR	1	0	102,700	0
KBR INC	COM	48242W106	488	19,900	SH		SOLE		19,900	0	0
KEANE GROUP INC	COM	48669A108	199	32,900	SH		SOLE		32,900	0	0
KEANE GROUP INC	COM	48669A108	1,040	171,675	SH		OTR	1	0	171,675	0
KELLOGG CO	COM	487836108	2,062	32,042	SH		OTR	1	0	32,042	0
KELLOGG CO	COM	487836108	678	10,538	SH		SOLE		10,538	0	0
KELLY SVCS INC	CL A	488152208	2,038	84,146	SH		OTR	1	0	84,146	0
KELLY SVCS INC	CL A	488152208	397	16,400	SH		SOLE		16,400	0	0
KEMET CORP	COM NEW	488360207	392	21,558	SH		OTR	1	0	21,558	0
KEMET CORP	COM NEW	488360207	80	4,400	SH		SOLE		4,400	0	0
KEMPER CORP DEL	COM	488401100	5,828	74,761	SH		OTR	1	0	74,761	0
KEMPER CORP DEL	COM	488401100	746	9,575	SH		SOLE		9,575	0	0
KEURIG DR PEPPER INC	COM	49271V100	1,712	62,659	SH		OTR	1	0	62,659	0
KEYCORP NEW	COM	493267108	2,310	129,500	SH		OTR	1	0	129,500	0
KEYCORP NEW	COM	493267108	655	36,728	SH		SOLE		36,728	0	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	4,720	48,535	SH		OTR	1	0	48,535	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	972	9,990	SH		SOLE		9,990	0	0
KFORCE INC	COM	493732101	349	9,236	SH		OTR	1	0	9,236	0
KFORCE INC	COM	493732101	64	1,700	SH		SOLE		1,700	0	0
KIMBALL ELECTRONICS INC	COM	49428J109	148	10,200	SH		OTR	1	0	10,200	0
KIMBALL ELECTRONICS INC	COM	49428J109	29	2,000	SH		SOLE		2,000	0	0
KIMBALL INTL INC	CL B	494274103	1,293	67,000	SH		OTR	1	0	67,000	0
KIMBALL INTL INC	CL B	494274103	241	12,500	SH		SOLE		12,500	0	0
KIMBERLY CLARK CORP	COM	494368103	12,200	85,887	SH		OTR	1	0	85,887	0
KIMBERLY CLARK CORP	COM	494368103	2,124	14,955	SH		OTR	5	0	14,955	0
KIMBERLY CLARK CORP	COM	494368103	4,080	28,720	SH		SOLE		28,720	0	0
KIMCO RLTY CORP	COM	49446R109	1,265	60,590	SH		OTR	1	0	60,590	0
KIMCO RLTY CORP	COM	49446R109	1,650	79,046	SH		SOLE		79,046	0	0
KINDER MORGAN INC DEL	COM	49456B101	252	12,249	SH		OTR	5	0	12,249	0
KINDER MORGAN INC DEL	COM	49456B101	1,935	93,904	SH		SOLE		93,904	0	0
KINDER MORGAN INC DEL	COM	49456B101	9,177	445,285	SH		OTR	1	0	445,285	0
KLA CORPORATION	COM NEW	482480100	5,812	36,450	SH		OTR	1	0	36,450	0
KLA CORPORATION	COM NEW	482480100	1,179	7,392	SH		SOLE		7,392	0	0
KNOLL INC	COM NEW	498904200	2,748	108,400	SH		OTR	1	0	108,400	0
KNOLL INC	COM NEW	498904200	515	20,300	SH		SOLE		20,300	0	0
KNOWLES CORP	COM	49926D109	171	8,400	SH		OTR	1	0	8,400	0
KNOWLES CORP	COM	49926D109	33	1,600	SH		SOLE		1,600	0	0
KOHLS CORP	COM	500255104	1,024	20,624	SH		OTR	1	0	20,624	0
KOHLS CORP	COM	500255104	247	4,977	SH		SOLE		4,977	0	0
KOPPERS HOLDINGS INC	COM	50060P106	155	5,300	SH		SOLE		5,300	0	0
KOPPERS HOLDINGS INC	COM	50060P106	832	28,500	SH		OTR	1	0	28,500	0
KRAFT HEINZ CO	COM	500754106	3,713	132,927	SH		OTR	1	0	132,927	0
KRAFT HEINZ CO	COM	500754106	690	24,686	SH		SOLE		24,686	0	0
KRATON CORPORATION	COM	50077C106	1,540	47,700	SH		OTR	1	0	47,700	0
KRATON CORPORATION	COM	50077C106	291	9,000	SH		SOLE		9,000	0	0
KROGER CO	COM	501044101	2,701	104,772	SH		OTR	1	0	104,772	0
KROGER CO	COM	501044101	736	28,546	SH		SOLE		28,546	0	0
L BRANDS INC	COM	501797104	139	7,074	SH		SOLE		7,074	0	0
L BRANDS INC	COM	501797104	584	29,809	SH		OTR	1	0	29,809	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	3,539	16,960	SH		SOLE		16,960	0	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	16,730	80,188	SH		OTR	1	0	80,188	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	1,755	8,411	SH		OTR	5	0	8,411	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	2,121	12,623	SH		OTR	1	0	12,623	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	589	3,506	SH		SOLE		3,506	0	0
LADENBURG THALMAN FIN SVCS I	COM	50575Q102	656	276,800	SH		OTR	1	0	276,800	0
LADENBURG THALMAN FIN SVCS I	COM	50575Q102	126	53,000	SH		SOLE		53,000	0	0
LAKELAND BANCORP INC	COM	511637100	275	17,800	SH		OTR	1	0	17,800	0
LAKELAND BANCORP INC	COM	511637100	56	3,600	SH		SOLE		3,600	0	0
LAM RESEARCH CORP	COM	512807108	3,150	13,631	SH		SOLE		13,631	0	0
LAM RESEARCH CORP	COM	512807108	13,757	59,527	SH		OTR	1	0	59,527	0
LAM RESEARCH CORP	COM	512807108	725	3,135	SH		OTR	5	0	3,135	0
LAMAR ADVERTISING CO NEW	CL A	512816109	2,566	31,324	SH		SOLE		31,324	0	0
LAMAR ADVERTISING CO NEW	CL A	512816109	2,273	27,742	SH		OTR	1	0	27,742	0
LAMB WESTON HLDGS INC	COM	513272104	1,367	18,797	SH		OTR	1	0	18,797	0
LAMB WESTON HLDGS INC	COM	513272104	446	6,137	SH		SOLE		6,137	0	0
LANDS END INC NEW	COM	51509F105	772	68,090	SH		OTR	1	0	68,090	0
LANDS END INC NEW	COM	51509F105	144	12,684	SH		SOLE		12,684	0	0
LANNET INC	COM	516012101	157	14,000	SH		OTR	1	0	14,000	0
LANNET INC	COM	516012101	26	2,300	SH		SOLE		2,300	0	0
LANTHEUS HLDGS INC	COM	516544103	3,311	132,105	SH		OTR	1	0	132,105	0
LANTHEUS HLDGS INC	COM	516544103	631	25,165	SH		SOLE		25,165	0	0
LAS VEGAS SANDS CORP	COM	517834107	1,755	30,388	SH		OTR	1	0	30,388	0
LAS VEGAS SANDS CORP	COM	517834107	139	2,400	SH		SOLE		2,400	0	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	223	12,200	SH		SOLE		12,200	0	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	1,195	65,346	SH		OTR	1	0	65,346	0
LAUDER ESTEE COS INC	CL A	518439104	10,496	52,759	SH		OTR	1	0	52,759	0
LAUDER ESTEE COS INC	CL A	518439104	1,639	8,236	SH		SOLE		8,236	0	0
LAUREATE EDUCATION INC	CL A	518613203	2,605	157,167	SH		OTR	1	0	157,167	0
LAUREATE EDUCATION INC	CL A	518613203	486	29,300	SH		SOLE		29,300	0	0
LCNB CORP	COM	50181P100	236	13,314	SH		OTR	1	0	13,314	0
LCNB CORP	COM	50181P100	47	2,648	SH		SOLE		2,648	0	0
LEAR CORP	COM NEW	521865204	841	7,136	SH		SOLE		7,136	0	0
LEAR CORP	COM NEW	521865204	2,733	23,177	SH		OTR	1	0	23,177	0
LEE ENTERPRISES INC	COM	523768109	42	20,700	SH		SOLE		20,700	0	0
LEE ENTERPRISES INC	COM	523768109	226	111,000	SH		OTR	1	0	111,000	0
LEGGETT & PLATT INC	COM	524660107	693	16,935	SH		OTR	1	0	16,935	0
LEGGETT & PLATT INC	COM	524660107	164	4,002	SH		SOLE		4,002	0	0
LEIDOS HLDGS INC	COM	525327102	16,582	193,078	SH		OTR	1	0	193,078	0
LEIDOS HLDGS INC	COM	525327102	2,386	27,778	SH		OTR	5	0	27,778	0
LEIDOS HLDGS INC	COM	525327102	3,523	41,027	SH		SOLE		41,027	0	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	13,557	8,453,000	PRN		OTR	1	0	8,453,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	45	28,000	PRN		OTR	4	3,000	25,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	14,344	8,941,000	PRN		SOLE		8,941,000	0	0
LENNAR CORP	CL A	526057104	2,049	36,694	SH		OTR	1	0	36,694	0
LENNAR CORP	CL A	526057104	582	10,425	SH		SOLE		10,425	0	0
LEXICON PHARMACEUTICALS INC	NOTE 5.250%12/0	528872AB0	123	187,000	PRN		SOLE		187,000	0	0
LEXINGTON REALTY TRUST	COM	529043101	3,814	372,051	SH		OTR	1	0	372,051	0
LEXINGTON REALTY TRUST	COM	529043101	4,534	442,351	SH		SOLE		442,351	0	0
LIBERTY MEDIA CORP DELAWARE	DEB 2.250% 9/3	531229AE2	377	659,000	PRN		SOLE		659,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	20,209	16,105,000	PRN		OTR	1	0	16,105,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	27,404	21,839,000	PRN		SOLE		21,839,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	25,783	21,547,000	PRN		OTR	1	0	21,547,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	91	76,000	PRN		OTR	4	8,000	68,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	27,345	22,843,000	PRN		SOLE		22,843,000	0	0
LIBERTY PPTY TR	SH BEN INT	531172104	153	2,974	SH		SOLE		2,974	0	0
LIBERTY PPTY TR	SH BEN INT	531172104	137	2,672	SH		OTR	1	0	2,672	0
LIBERTY TRIPADVISOR HLDGS IN	COM SER A	531465102	21	2,200	SH		SOLE		2,200	0	0
LIBERTY TRIPADVISOR HLDGS IN	COM SER A	531465102	107	11,333	SH		OTR	1	0	11,333	0
LIFE STORAGE INC	COM	53223X107	2,913	27,634	SH		OTR	1	0	27,634	0
LIFE STORAGE INC	COM	53223X107	154	1,461	SH		OTR	5	0	1,461	0
LIFE STORAGE INC	COM	53223X107	3,309	31,393	SH		SOLE		31,393	0	0
LIFEVANTAGE CORP	COM NEW	53222K205	395	28,800	SH		OTR	1	0	28,800	0
LIFEVANTAGE CORP	COM NEW	53222K205	75	5,500	SH		SOLE		5,500	0	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	1,285	12,910	SH		OTR	1	0	12,910	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	258	2,594	SH		SOLE		2,594	0	0
LILLY ELI & CO	COM	532457108	3,374	30,168	SH		SOLE		30,168	0	0
LILLY ELI & CO	COM	532457108	14,073	125,844	SH		OTR	1	0	125,844	0
LINCOLN NATL CORP IND	COM	534187109	5,646	93,603	SH		OTR	1	0	93,603	0
LINCOLN NATL CORP IND	COM	534187109	930	15,419	SH		SOLE		15,419	0	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	3,509	401,501	SH		OTR	1	0	401,501	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	461	52,704	SH		SOLE		52,704	0	0
LITHIA MTRS INC	CL A	536797103	4,038	30,500	SH		OTR	1	0	30,500	0
LITHIA MTRS INC	CL A	536797103	755	5,700	SH		SOLE		5,700	0	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	631	9,512	SH		OTR	1	0	9,512	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	793	11,957	SH		SOLE		11,957	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	4,137	3,521,000	PRN		OTR	1	0	3,521,000	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	6,394	5,442,000	PRN		SOLE		5,442,000	0	0
LIVEPERSON INC	COM	538146101	46	1,300	SH		SOLE		1,300	0	0
LIVEPERSON INC	COM	538146101	228	6,400	SH		OTR	1	0	6,400	0
LIVERAMP HLDGS INC	COM	53815P108	245	5,700	SH		SOLE		5,700	0	0
LIVERAMP HLDGS INC	COM	53815P108	1,303	30,323	SH		OTR	1	0	30,323	0
LKQ CORP	COM	501889208	1,251	39,765	SH		OTR	1	0	39,765	0
LKQ CORP	COM	501889208	1,166	37,079	SH		SOLE		37,079	0	0
LOCKHEED MARTIN CORP	COM	539830109	39,453	101,147	SH		OTR	1	0	101,147	0
LOCKHEED MARTIN CORP	COM	539830109	4,029	10,328	SH		OTR	5	0	10,328	0
LOCKHEED MARTIN CORP	COM	539830109	7,217	18,501	SH		SOLE		18,501	0	0
LOEWS CORP	COM	540424108	1,727	33,552	SH		OTR	1	0	33,552	0
LOEWS CORP	COM	540424108	448	8,707	SH		SOLE		8,707	0	0
LOGMEIN INC	COM	54142L109	340	4,791	SH		SOLE		4,791	0	0
LOGMEIN INC	COM	54142L109	8,414	118,577	SH		OTR	1	0	118,577	0
LOWES COS INC	COM	548661107	19,760	179,698	SH		OTR	1	0	179,698	0
LOWES COS INC	COM	548661107	4,270	38,833	SH		SOLE		38,833	0	0
LPL FINL HLDGS INC	COM	50212V100	16,184	197,610	SH		OTR	1	0	197,610	0
LPL FINL HLDGS INC	COM	50212V100	1,643	20,063	SH		SOLE		20,063	0	0
LSC COMMUNICATIONS INC	COM	50218P107	35	25,500	SH		OTR	1	0	25,500	0
LSC COMMUNICATIONS INC	COM	50218P107	6	4,400	SH		SOLE		4,400	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	48,784	41,985,000	PRN		OTR	1	0	41,985,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	86	74,000	PRN		OTR	4	8,000	66,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	59,346	51,050,000	PRN		SOLE		51,050,000	0	0
LUTHER BURBANK CORP	COM	550550107	1,359	119,936	SH		OTR	1	0	119,936	0
LUTHER BURBANK CORP	COM	550550107	253	22,300	SH		SOLE		22,300	0	0
LYDALL INC DEL	COM	550819106	638	25,600	SH		OTR	1	0	25,600	0
LYDALL INC DEL	COM	550819106	120	4,800	SH		SOLE		4,800	0	0
M & T BK CORP	COM	55261F104	2,724	17,246	SH		OTR	1	0	17,246	0
M & T BK CORP	COM	55261F104	742	4,697	SH		SOLE		4,697	0	0
M D C HLDGS INC	COM	552676108	3,879	90,000	SH		OTR	1	0	90,000	0
M D C HLDGS INC	COM	552676108	737	17,100	SH		SOLE		17,100	0	0
M/I HOMES INC	COM	55305B101	3,212	85,300	SH		OTR	1	0	85,300	0
M/I HOMES INC	COM	55305B101	614	16,300	SH		SOLE		16,300	0	0
MACERICH CO	COM	554382101	449	14,217	SH		OTR	1	0	14,217	0
MACERICH CO	COM	554382101	568	17,992	SH		SOLE		17,992	0	0
MACQUARIE INFRASTRUCTURE COR	COM	55608B105	55	1,394	SH		SOLE		1,394	0	0
MACQUARIE INFRASTRUCTURE COR	COM	55608B105	464	11,745	SH		OTR	1	0	11,745	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	1,778	1,943,000	PRN		SOLE		1,943,000	0	0
MACYS INC	COM	55616P104	152	9,769	SH		SOLE		9,769	0	0
MACYS INC	COM	55616P104	619	39,810	SH		OTR	1	0	39,810	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	842	9,767	SH		OTR	1	0	9,767	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	169	1,961	SH		SOLE		1,961	0	0
MAGELLAN HEALTH INC	COM NEW	559079207	1,484	23,900	SH		OTR	1	0	23,900	0
MAGELLAN HEALTH INC	COM NEW	559079207	286	4,600	SH		SOLE		4,600	0	0
MANPOWERGROUP INC	COM	56418H100	16,941	201,101	SH		OTR	1	0	201,101	0
MANPOWERGROUP INC	COM	56418H100	2,182	25,904	SH		OTR	5	0	25,904	0
MANPOWERGROUP INC	COM	56418H100	2,750	32,639	SH		SOLE		32,639	0	0
MARATHON OIL CORP	COM	565849106	372	30,303	SH		SOLE		30,303	0	0
MARATHON OIL CORP	COM	565849106	2,001	163,083	SH		OTR	1	0	163,083	0
MARATHON PETE CORP	COM	56585A102	1,432	23,570	SH		SOLE		23,570	0	0
MARATHON PETE CORP	COM	56585A102	7,052	116,082	SH		OTR	1	0	116,082	0
MARCHEX INC	CL B	56624R108	152	48,400	SH		OTR	1	0	48,400	0
MARCHEX INC	CL B	56624R108	28	9,000	SH		SOLE		9,000	0	0
MARCUS & MILLICHAP INC	COM	566324109	1,415	39,879	SH		OTR	1	0	39,879	0
MARCUS & MILLICHAP INC	COM	566324109	263	7,406	SH		SOLE		7,406	0	0
MARKETAXESS HLDGS INC	COM	57060D108	1,615	4,931	SH		OTR	1	0	4,931	0
MARKETAXESS HLDGS INC	COM	57060D108	409	1,249	SH		SOLE		1,249	0	0
MARRIOTT INTL INC NEW	CL A	571903202	4,397	35,352	SH		OTR	1	0	35,352	0
MARRIOTT INTL INC NEW	CL A	571903202	1,224	9,843	SH		SOLE		9,843	0	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	3,057	3,049,000	PRN		OTR	1	0	3,049,000	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	49	49,000	PRN		OTR	4	5,000	44,000	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	793	787,000	PRN		SOLE		787,000	0	0
MARSH & MCLENNAN COS INC	COM	571748102	8,233	82,290	SH		OTR	1	0	82,290	0
MARSH & MCLENNAN COS INC	COM	571748102	1,759	17,577	SH		SOLE		17,577	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	2,206	8,048	SH		OTR	1	0	8,048	0
MARTIN MARIETTA MATLS INC	COM	573284106	566	2,065	SH		SOLE		2,065	0	0
MASCO CORP	COM	574599106	10,976	263,337	SH		OTR	1	0	263,337	0
MASCO CORP	COM	574599106	2,364	56,712	SH		OTR	5	0	56,712	0
MASCO CORP	COM	574599106	2,206	52,925	SH		SOLE		52,925	0	0
MASTEC INC	COM	576323109	844	13,000	SH		SOLE		13,000	0	0
MASTEC INC	COM	576323109	4,474	68,900	SH		OTR	1	0	68,900	0
MASTERCARD INC	CL A	57636Q104	13,391	49,311	SH		SOLE		49,311	0	0
MASTERCARD INC	CL A	57636Q104	68,105	250,784	SH		OTR	1	0	250,784	0
MASTERCARD INC	CL A	57636Q104	4,760	17,529	SH		OTR	5	0	17,529	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	1,290	86,400	SH		OTR	1	0	86,400	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	249	16,700	SH		SOLE		16,700	0	0
MATERION CORP	COM	576690101	2,393	39,000	SH		OTR	1	0	39,000	0
MATERION CORP	COM	576690101	448	7,300	SH		SOLE		7,300	0	0
MATRIX SVC CO	COM	576853105	2,434	141,985	SH		OTR	1	0	141,985	0
MATRIX SVC CO	COM	576853105	458	26,733	SH		SOLE		26,733	0	0
MATSON INC	COM	57686G105	1,609	42,900	SH		OTR	1	0	42,900	0
MATSON INC	COM	57686G105	323	8,600	SH		SOLE		8,600	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	2,027	35,008	SH		OTR	1	0	35,008	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	567	9,788	SH		SOLE		9,788	0	0
MAXIMUS INC	COM	577933104	1,678	21,713	SH		OTR	5	0	21,713	0
MAXIMUS INC	COM	577933104	1,325	17,153	SH		SOLE		17,153	0	0
MAXIMUS INC	COM	577933104	5,742	74,317	SH		OTR	1	0	74,317	0
MCCORMICK & CO INC	COM NON VTG	579780206	2,475	15,834	SH		OTR	1	0	15,834	0
MCCORMICK & CO INC	COM NON VTG	579780206	752	4,810	SH		SOLE		4,810	0	0
MCDONALDS CORP	COM	580135101	34,011	158,406	SH		OTR	1	0	158,406	0
MCDONALDS CORP	COM	580135101	3,200	14,902	SH		OTR	5	0	14,902	0
MCDONALDS CORP	COM	580135101	8,241	38,381	SH		SOLE		38,381	0	0
MCGRATH RENTCORP	COM	580589109	466	6,700	SH		SOLE		6,700	0	0
MCGRATH RENTCORP	COM	580589109	2,477	35,600	SH		OTR	1	0	35,600	0
MCKESSON CORP	COM	58155Q103	4,473	32,731	SH		SOLE		32,731	0	0
MCKESSON CORP	COM	58155Q103	28,611	209,361	SH		OTR	1	0	209,361	0
MCKESSON CORP	COM	58155Q103	2,573	18,828	SH		OTR	5	0	18,828	0
MDU RES GROUP INC	COM	552690109	6,295	223,304	SH		OTR	1	0	223,304	0
MDU RES GROUP INC	COM	552690109	274	9,705	SH		OTR	5	0	9,705	0
MDU RES GROUP INC	COM	552690109	601	21,331	SH		SOLE		21,331	0	0
MEDICAL PPTYS TRUST INC	COM	58463J304	4,933	252,214	SH		OTR	1	0	252,214	0
MEDICAL PPTYS TRUST INC	COM	58463J304	789	40,322	SH		OTR	5	0	40,322	0
MEDICAL PPTYS TRUST INC	COM	58463J304	6,376	325,972	SH		SOLE		325,972	0	0
MEDICINES CO	COM	584688105	410	8,200	SH		SOLE		8,200	0	0
MEDICINES CO	COM	584688105	2,185	43,700	SH		OTR	1	0	43,700	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	22,640	18,711,000	PRN		SOLE		18,711,000	0	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	21,913	18,122,000	PRN		OTR	1	0	18,122,000	0
MEDICINES CO	NOTE 2.750% 7/1	584688AG0	57	47,000	PRN		OTR	4	4,000	43,000	0
MEDNAX INC	COM	58502B106	2,046	90,453	SH		OTR	1	0	90,453	0
MEDNAX INC	COM	58502B106	148	6,526	SH		SOLE		6,526	0	0
MEDPACE HLDGS INC	COM	58506Q109	3,791	45,113	SH		OTR	1	0	45,113	0
MEDPACE HLDGS INC	COM	58506Q109	711	8,466	SH		SOLE		8,466	0	0
MELCO RESORTS AND ENTMT LTD	ADR	585464100	1,778	91,600	SH		OTR	1	0	91,600	0
MELCO RESORTS AND ENTMT LTD	ADR	585464100	939	48,400	SH		SOLE		48,400	0	0
MERCADOLIBRE INC	NOTE 2.000% 8/1	58733RAD4	18,174	12,338,000	PRN		SOLE		12,338,000	0	0
MERCADOLIBRE INC	NOTE 2.000% 8/1	58733RAD4	14,185	9,630,000	PRN		OTR	1	0	9,630,000	0
MERCANTILE BANK CORP	COM	587376104	59	1,800	SH		SOLE		1,800	0	0
MERCANTILE BANK CORP	COM	587376104	318	9,700	SH		OTR	1	0	9,700	0
MERCHANTS BANCORP IND	COM	58844R108	334	20,200	SH		OTR	1	0	20,200	0
MERCHANTS BANCORP IND	COM	58844R108	60	3,600	SH		SOLE		3,600	0	0
MERCK & CO INC	COM	58933Y105	52,131	619,283	SH		OTR	1	0	619,283	0
MERCK & CO INC	COM	58933Y105	3,470	41,224	SH		OTR	5	0	41,224	0
MERCK & CO INC	COM	58933Y105	11,647	138,358	SH		SOLE		138,358	0	0
MERCURY GENL CORP NEW	COM	589400100	6,969	124,708	SH		OTR	1	0	124,708	0
MERCURY GENL CORP NEW	COM	589400100	854	15,279	SH		SOLE		15,279	0	0
MERCURY SYS INC	COM	589378108	308	3,800	SH		SOLE		3,800	0	0
MERCURY SYS INC	COM	589378108	1,680	20,700	SH		OTR	1	0	20,700	0
MERIDIAN BIOSCIENCE INC	COM	589584101	461	48,591	SH		OTR	1	0	48,591	0
MERIDIAN BIOSCIENCE INC	COM	589584101	86	9,100	SH		SOLE		9,100	0	0
MERITAGE HOMES CORP	COM	59001A102	3,982	56,600	SH		OTR	1	0	56,600	0
MERITAGE HOMES CORP	COM	59001A102	753	10,700	SH		SOLE		10,700	0	0
MERITOR INC	COM	59001K100	3,225	174,330	SH		OTR	1	0	174,330	0
MERITOR INC	COM	59001K100	612	33,060	SH		SOLE		33,060	0	0
METHODE ELECTRS INC	COM	591520200	599	17,800	SH		OTR	1	0	17,800	0
METHODE ELECTRS INC	COM	591520200	114	3,400	SH		SOLE		3,400	0	0
METLIFE INC	COM	59156R108	4,457	94,506	SH		SOLE		94,506	0	0
METLIFE INC	COM	59156R108	15,780	334,611	SH		OTR	1	0	334,611	0
METLIFE INC	COM	59156R108	3,085	65,418	SH		OTR	5	0	65,418	0
METROPOLITAN BK HLDG CORP	COM	591774104	278	7,079	SH		SOLE		7,079	0	0
METROPOLITAN BK HLDG CORP	COM	591774104	1,503	38,203	SH		OTR	1	0	38,203	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	2,239	3,178	SH		OTR	1	0	3,178	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	635	901	SH		SOLE		901	0	0
MFA FINL INC	COM	55272X102	892	121,203	SH		OTR	1	0	121,203	0
MFA FINL INC	COM	55272X102	892	121,203	SH		SOLE		121,203	0	0
MFS HIGH INCOME MUN TR	SH BEN INT	59318D104	2,650	481,847	SH		SOLE		481,847	0	0
MFS MUN INCOME TR	SH BEN INT	552738106	694	98,613	SH		OTR	1	0	98,613	0
MFS MUN INCOME TR	SH BEN INT	552738106	3,651	518,642	SH		SOLE		518,642	0	0
MGIC INVT CORP WIS	COM	552848103	80	6,336	SH		SOLE		6,336	0	0
MGIC INVT CORP WIS	COM	552848103	1,026	81,572	SH		OTR	1	0	81,572	0
MGM RESORTS INTERNATIONAL	COM	552953101	6,501	234,513	SH		OTR	1	0	234,513	0
MGM RESORTS INTERNATIONAL	COM	552953101	988	35,632	SH		SOLE		35,632	0	0
MICROCHIP TECHNOLOGY INC	COM	595017104	2,850	30,673	SH		OTR	1	0	30,673	0
MICROCHIP TECHNOLOGY INC	COM	595017104	797	8,581	SH		SOLE		8,581	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	65,840	34,719,000	PRN		OTR	1	0	34,719,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	155	82,000	PRN		OTR	4	9,000	73,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	68,811	36,279,000	PRN		SOLE		36,279,000	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	15,900	12,327,000	PRN		OTR	1	0	12,327,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	31,575	24,480,000	PRN		SOLE		24,480,000	0	0
MICRON TECHNOLOGY INC	COM	595112103	4,581	106,908	SH		SOLE		106,908	0	0
MICRON TECHNOLOGY INC	COM	595112103	22,633	528,190	SH		OTR	1	0	528,190	0
MICRON TECHNOLOGY INC	COM	595112103	2,916	68,043	SH		OTR	5	0	68,043	0
MICRON TECHNOLOGY INC	NOTE 3.125% 5/0	595112AX1	22,975	5,347,000	PRN		SOLE		5,347,000	0	0
MICRON TECHNOLOGY INC	NOTE 3.125% 5/0	595112AX1	16,367	3,809,000	PRN		OTR	1	0	3,809,000	0
MICROSOFT CORP	COM	594918104	309,144	2,223,575	SH		OTR	1	0	2,223,575	0
MICROSOFT CORP	COM	594918104	22,958	165,133	SH		OTR	5	0	165,133	0
MICROSOFT CORP	COM	594918104	59,910	430,916	SH		SOLE		430,916	0	0
MICROSTRATEGY INC	CL A NEW	594972408	2,860	19,278	SH		OTR	1	0	19,278	0
MICROSTRATEGY INC	CL A NEW	594972408	534	3,600	SH		SOLE		3,600	0	0
MID AMER APT CMNTYS INC	COM	59522J103	10,551	81,157	SH		OTR	1	0	81,157	0
MID AMER APT CMNTYS INC	COM	59522J103	2,115	16,267	SH		OTR	5	0	16,267	0
MID AMER APT CMNTYS INC	COM	59522J103	14,872	114,391	SH		SOLE		114,391	0	0
MIDDLESEX WATER CO	COM	596680108	831	12,800	SH		OTR	1	0	12,800	0
MIDDLESEX WATER CO	COM	596680108	169	2,600	SH		SOLE		2,600	0	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	271	8,874	SH		SOLE		8,874	0	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	1,450	47,503	SH		OTR	1	0	47,503	0
MILLER HERMAN INC	COM	600544100	4,054	87,957	SH		OTR	1	0	87,957	0
MILLER HERMAN INC	COM	600544100	765	16,600	SH		SOLE		16,600	0	0
MILLER INDS INC TENN	COM NEW	600551204	2,153	64,649	SH		OTR	1	0	64,649	0
MILLER INDS INC TENN	COM NEW	600551204	416	12,496	SH		SOLE		12,496	0	0
MIRATI THERAPEUTICS INC	COM	60468T105	1,254	16,100	SH		OTR	1	0	16,100	0
MIRATI THERAPEUTICS INC	COM	60468T105	242	3,100	SH		SOLE		3,100	0	0
MKS INSTRUMENT INC	COM	55306N104	9,203	99,729	SH		OTR	1	0	99,729	0
MKS INSTRUMENT INC	COM	55306N104	1,009	10,932	SH		SOLE		10,932	0	0
MODEL N INC	COM	607525102	308	11,100	SH		OTR	1	0	11,100	0
MODEL N INC	COM	607525102	58	2,100	SH		SOLE		2,100	0	0
MOHAWK INDS INC	COM	608190104	966	7,785	SH		OTR	1	0	7,785	0
MOHAWK INDS INC	COM	608190104	287	2,312	SH		SOLE		2,312	0	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	7,872	2,916,000	PRN		OTR	1	0	2,916,000	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	124	46,000	PRN		OTR	4	4,000	42,000	0
MOLSON COORS BREWING CO	CL B	60871R209	3,591	62,448	SH		OTR	1	0	62,448	0
MOLSON COORS BREWING CO	CL B	60871R209	341	5,924	SH		OTR	5	0	5,924	0
MOLSON COORS BREWING CO	CL B	60871R209	884	15,373	SH		SOLE		15,373	0	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	1,043	80,486	SH		OTR	1	0	80,486	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	195	15,062	SH		SOLE		15,062	0	0
MOMO INC	ADR	60879B107	567	18,300	SH		OTR	1	0	18,300	0
MONDELEZ INTL INC	CL A	609207105	11,780	212,948	SH		OTR	1	0	212,948	0
MONDELEZ INTL INC	CL A	609207105	2,969	53,667	SH		SOLE		53,667	0	0
MONGODB INC	NOTE 0.750% 6/1	60937PAB2	386	205,000	PRN		SOLE		205,000	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	3,225	55,539	SH		OTR	1	0	55,539	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	891	15,342	SH		SOLE		15,342	0	0
MOODYS CORP	COM	615369105	4,300	20,994	SH		OTR	1	0	20,994	0
MOODYS CORP	COM	615369105	1,186	5,791	SH		SOLE		5,791	0	0
MOOG INC	CL A	615394202	3,480	42,900	SH		OTR	1	0	42,900	0
MOOG INC	CL A	615394202	665	8,200	SH		SOLE		8,200	0	0
MORGAN STANLEY	COM NEW	617446448	8,588	201,265	SH		OTR	1	0	201,265	0
MORGAN STANLEY	COM NEW	617446448	1,895	44,416	SH		SOLE		44,416	0	0
MORNINGSTAR INC	COM	617700109	2,970	20,324	SH		OTR	1	0	20,324	0
MORNINGSTAR INC	COM	617700109	243	1,664	SH		SOLE		1,664	0	0
MOSAIC CO NEW	COM	61945C103	938	45,749	SH		OTR	1	0	45,749	0
MOSAIC CO NEW	COM	61945C103	280	13,651	SH		SOLE		13,651	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	3,903	22,905	SH		OTR	1	0	22,905	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	1,035	6,071	SH		SOLE		6,071	0	0
MSCI INC	COM	55354G100	2,377	10,915	SH		OTR	1	0	10,915	0
MSCI INC	COM	55354G100	665	3,053	SH		SOLE		3,053	0	0
MUELLER INDS INC	COM	624756102	3,435	119,784	SH		OTR	1	0	119,784	0
MUELLER INDS INC	COM	624756102	657	22,900	SH		SOLE		22,900	0	0
MURPHY USA INC	COM	626755102	717	8,400	SH		SOLE		8,400	0	0
MURPHY USA INC	COM	626755102	3,740	43,846	SH		OTR	1	0	43,846	0
MYR GROUP INC DEL	COM	55405W104	2,992	95,635	SH		OTR	1	0	95,635	0
MYR GROUP INC DEL	COM	55405W104	569	18,200	SH		SOLE		18,200	0	0
MYRIAD GENETICS INC	COM	62855J104	1,378	48,123	SH		OTR	1	0	48,123	0
MYRIAD GENETICS INC	COM	62855J104	261	9,121	SH		SOLE		9,121	0	0
NABORS INDS INC NEW	NOTE 0.750% 1/1	62957HAB1	323	503,000	PRN		SOLE		503,000	0	0
NACCO INDS INC	CL A	629579103	941	14,725	SH		OTR	1	0	14,725	0
NACCO INDS INC	CL A	629579103	173	2,700	SH		SOLE		2,700	0	0
NANOMETRICS INC	COM	630077105	337	10,322	SH		OTR	1	0	10,322	0
NANOMETRICS INC	COM	630077105	65	2,000	SH		SOLE		2,000	0	0
NASDAQ INC	COM	631103108	325	3,274	SH		SOLE		3,274	0	0
NASDAQ INC	COM	631103108	1,479	14,884	SH		OTR	1	0	14,884	0
NATERA INC	COM	632307104	226	6,900	SH		SOLE		6,900	0	0
NATERA INC	COM	632307104	1,210	36,900	SH		OTR	1	0	36,900	0
NATIONAL GEN HLDGS CORP	COM	636220303	3,225	140,112	SH		OTR	1	0	140,112	0
NATIONAL GEN HLDGS CORP	COM	636220303	625	27,158	SH		SOLE		27,158	0	0
NATIONAL HEALTHCARE CORP	COM	635906100	647	7,900	SH		OTR	1	0	7,900	0
NATIONAL HEALTHCARE CORP	COM	635906100	115	1,400	SH		SOLE		1,400	0	0
NATIONAL OILWELL VARCO INC	COM	637071101	1,054	49,734	SH		OTR	1	0	49,734	0
NATIONAL OILWELL VARCO INC	COM	637071101	320	15,077	SH		SOLE		15,077	0	0
NATIONAL RETAIL PPTYS INC	COM	637417106	238	4,219	SH		OTR	1	0	4,219	0
NATIONAL RETAIL PPTYS INC	COM	637417106	251	4,443	SH		SOLE		4,443	0	0
NATURAL GROCERS BY VITAMIN C	COM	63888U108	1,426	142,740	SH		OTR	1	0	142,740	0
NATURAL GROCERS BY VITAMIN C	COM	63888U108	269	26,940	SH		SOLE		26,940	0	0
NATUS MEDICAL INC	COM	639050103	474	14,900	SH		SOLE		14,900	0	0
NATUS MEDICAL INC	COM	639050103	2,464	77,400	SH		OTR	1	0	77,400	0
NAVISTAR INTL CORP NEW	COM	63934E108	2,836	100,900	SH		OTR	1	0	100,900	0
NAVISTAR INTL CORP NEW	COM	63934E108	531	18,900	SH		SOLE		18,900	0	0
NETAPP INC	COM	64110D104	1,612	30,697	SH		OTR	1	0	30,697	0
NETAPP INC	COM	64110D104	487	9,269	SH		SOLE		9,269	0	0
NETEASE INC	SPONSORED ADS	64110W102	1,438	5,405	SH		OTR	1	0	5,405	0
NETEASE INC	SPONSORED ADS	64110W102	1,118	4,200	SH		SOLE		4,200	0	0
NETFLIX INC	COM	64110L106	5,918	22,113	SH		SOLE		22,113	0	0
NETFLIX INC	COM	64110L106	32,292	120,664	SH		OTR	1	0	120,664	0
NETFLIX INC	COM	64110L106	2,280	8,519	SH		OTR	5	0	8,519	0
NETSCOUT SYS INC	COM	64115T104	553	23,980	SH		SOLE		23,980	0	0
NETSCOUT SYS INC	COM	64115T104	2,934	127,214	SH		OTR	1	0	127,214	0
NEUBERGER BRMAN NY MUNI FD I	COM	64124K102	322	25,745	SH		SOLE		25,745	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	28,558	20,828,000	PRN		OTR	1	0	20,828,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	103	75,000	PRN		OTR	4	7,000	68,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	28,573	20,830,000	PRN		SOLE		20,830,000	0	0
NEW RELIC INC	COM	64829B100	539	8,778	SH		OTR	1	0	8,778	0
NEW RELIC INC	COM	64829B100	68	1,114	SH		SOLE		1,114	0	0
NEW RELIC INC	NOTE 0.500% 5/0	64829BAB6	648	683,000	PRN		SOLE		683,000	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	719	57,275	SH		SOLE		57,275	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	1,455	115,976	SH		OTR	1	0	115,976	0
NEWELL BRANDS INC	COM	651229106	920	49,166	SH		OTR	1	0	49,166	0
NEWELL BRANDS INC	COM	651229106	216	11,521	SH		SOLE		11,521	0	0
NEWMONT GOLDCORP CORPORATION	COM	651639106	4,460	117,606	SH		OTR	1	0	117,606	0
NEWMONT GOLDCORP CORPORATION	COM	651639106	1,110	29,285	SH		SOLE		29,285	0	0
NEWPARK RES INC	NOTE 4.000%12/0	651718AE8	14,352	12,861,000	PRN		OTR	1	0	12,861,000	0
NEWPARK RES INC	NOTE 4.000%12/0	651718AE8	17,162	15,379,000	PRN		SOLE		15,379,000	0	0
NEWS CORP NEW	CL A	65249B109	7,514	539,833	SH		OTR	1	0	539,833	0
NEWS CORP NEW	CL A	65249B109	1,007	72,328	SH		OTR	5	0	72,328	0
NEWS CORP NEW	CL A	65249B109	1,874	134,662	SH		SOLE		134,662	0	0
NEWS CORP NEW	CL B	65249B208	502	35,142	SH		OTR	5	0	35,142	0
NEWS CORP NEW	CL B	65249B208	1,102	77,105	SH		SOLE		77,105	0	0
NEWS CORP NEW	CL B	65249B208	6,102	426,891	SH		OTR	1	0	426,891	0
NEXPOINT RESIDENTIAL TR INC	COM	65341D102	2,006	42,900	SH		OTR	1	0	42,900	0
NEXPOINT RESIDENTIAL TR INC	COM	65341D102	2,380	50,900	SH		SOLE		50,900	0	0
NEXTERA ENERGY INC	COM	65339F101	16,715	71,743	SH		OTR	1	0	71,743	0
NEXTERA ENERGY INC	COM	65339F101	3,926	16,851	SH		SOLE		16,851	0	0
NEXTGEN HEALTHCARE INC	COM	65343C102	1,315	83,935	SH		OTR	1	0	83,935	0
NEXTGEN HEALTHCARE INC	COM	65343C102	251	15,992	SH		SOLE		15,992	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	74,814	41,842,000	PRN		OTR	1	0	41,842,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	139	78,000	PRN		OTR	4	8,000	70,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	87,927	49,160,000	PRN		SOLE		49,160,000	0	0
NIKE INC	CL B	654106103	41,756	444,589	SH		OTR	1	0	444,589	0
NIKE INC	CL B	654106103	3,963	42,191	SH		OTR	5	0	42,191	0
NIKE INC	CL B	654106103	7,003	74,563	SH		SOLE		74,563	0	0
NISOURCE INC	COM	65473P105	1,439	48,106	SH		OTR	1	0	48,106	0
NISOURCE INC	COM	65473P105	330	11,020	SH		SOLE		11,020	0	0
NMI HLDGS INC	CL A	629209305	3,366	128,182	SH		OTR	1	0	128,182	0
NMI HLDGS INC	CL A	629209305	635	24,200	SH		SOLE		24,200	0	0
NOBLE ENERGY INC	COM	655044105	1,384	61,635	SH		OTR	1	0	61,635	0
NOBLE ENERGY INC	COM	655044105	397	17,697	SH		SOLE		17,697	0	0
NORDSTROM INC	COM	655664100	462	13,707	SH		OTR	1	0	13,707	0
NORDSTROM INC	COM	655664100	113	3,349	SH		SOLE		3,349	0	0
NORFOLK SOUTHERN CORP	COM	655844108	1,863	10,371	SH		SOLE		10,371	0	0
NORFOLK SOUTHERN CORP	COM	655844108	8,719	48,533	SH		OTR	1	0	48,533	0
NORTHEAST BK LEWISTON ME	COM	66405S100	377	17,023	SH		OTR	1	0	17,023	0
NORTHEAST BK LEWISTON ME	COM	66405S100	75	3,400	SH		SOLE		3,400	0	0
NORTHERN TR CORP	COM	665859104	2,587	27,726	SH		OTR	1	0	27,726	0
NORTHERN TR CORP	COM	665859104	722	7,736	SH		SOLE		7,736	0	0
NORTHROP GRUMMAN CORP	COM	666807102	19,927	53,169	SH		OTR	1	0	53,169	0
NORTHROP GRUMMAN CORP	COM	666807102	2,504	6,681	SH		OTR	5	0	6,681	0
NORTHROP GRUMMAN CORP	COM	666807102	3,608	9,626	SH		SOLE		9,626	0	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	12,890	1,800,000	PRN		OTR	1	0	1,800,000	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	19,356	2,703,000	PRN		SOLE		2,703,000	0	0
NRG ENERGY INC	COM NEW	629377508	560	14,139	SH		SOLE		14,139	0	0
NRG ENERGY INC	COM NEW	629377508	3,113	78,621	SH		OTR	1	0	78,621	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	23,001	20,421,000	PRN		OTR	1	0	20,421,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	27,997	24,856,000	PRN		SOLE		24,856,000	0	0
NU SKIN ENTERPRISES INC	CL A	67018T105	7,283	171,250	SH		OTR	1	0	171,250	0
NU SKIN ENTERPRISES INC	CL A	67018T105	839	19,737	SH		SOLE		19,737	0	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	7,605	466,271	SH		OTR	1	0	466,271	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	805	49,378	SH		SOLE		49,378	0	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	19,315	19,609,000	PRN		OTR	1	0	19,609,000	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	22,919	23,268,000	PRN		SOLE		23,268,000	0	0
NUCOR CORP	COM	670346105	2,025	39,776	SH		OTR	1	0	39,776	0
NUCOR CORP	COM	670346105	18	362	SH		OTR	5	0	362	0
NUCOR CORP	COM	670346105	613	12,047	SH		SOLE		12,047	0	0
NUTANIX INC	NOTE 1/1	67059NAB4	4,277	4,571,000	PRN		OTR	1	0	4,571,000	0
NUTANIX INC	NOTE 1/1	67059NAB4	6,217	6,645,000	PRN		SOLE		6,645,000	0	0
NUVASIVE INC	COM	670704105	4,129	65,154	SH		OTR	1	0	65,154	0
NUVASIVE INC	COM	670704105	792	12,500	SH		SOLE		12,500	0	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	17,956	15,168,000	PRN		OTR	1	0	15,168,000	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	90	76,000	PRN		OTR	4	8,000	68,000	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	17,435	14,713,000	PRN		SOLE		14,713,000	0	0
NUVEEN AMT FREE MUN CR INC F	COM	67071L106	18,910	1,130,278	SH		SOLE		1,130,278	0	0
NUVEEN AMT FREE QLTY MUN INC	COM	670657105	25,688	1,795,140	SH		SOLE		1,795,140	0	0
NUVEEN MARYLAND QLT MUN INC	COM	67061Q107	2,670	200,000	SH		SOLE		200,000	0	0
NUVEEN MICHIGAN QLT MUN INC	COM	670979103	4,188	300,000	SH		SOLE		300,000	0	0
NUVEEN MUNICIPAL CREDIT INC	COM SH BEN INT	67070X101	20,536	1,265,291	SH		SOLE		1,265,291	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	1,346	100,000	SH		OTR	1	0	100,000	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	7,384	548,590	SH		SOLE		548,590	0	0
NUVEEN PENNSYLVANIA QLT MUN	COM	670972108	7,882	563,000	SH		SOLE		563,000	0	0
NVIDIA CORP	COM	67066G104	21,717	124,762	SH		OTR	1	0	124,762	0
NVIDIA CORP	COM	67066G104	975	5,601	SH		OTR	5	0	5,601	0
NVIDIA CORP	COM	67066G104	4,317	24,803	SH		SOLE		24,803	0	0
NVR INC	COM	62944T105	21,330	5,738	SH		OTR	1	0	5,738	0
NVR INC	COM	62944T105	1,528	411	SH		OTR	5	0	411	0
NVR INC	COM	62944T105	2,606	701	SH		SOLE		701	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	1,014	2,544	SH		SOLE		2,544	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	3,934	9,872	SH		OTR	1	0	9,872	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	6,279	8,452,000	PRN		SOLE		8,452,000	0	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	76	103,000	PRN		OTR	4	10,000	93,000	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	9,614	12,965,000	PRN		OTR	1	0	12,965,000	0
OCCIDENTAL PETE CORP	COM	674599105	8,068	181,423	SH		OTR	1	0	181,423	0
OCCIDENTAL PETE CORP	COM	674599105	123	2,763	SH		OTR	5	0	2,763	0
OCCIDENTAL PETE CORP	COM	674599105	1,743	39,204	SH		SOLE		39,204	0	0
OFFICE DEPOT INC	COM	676220106	1,384	788,865	SH		OTR	1	0	788,865	0
OFFICE DEPOT INC	COM	676220106	261	148,578	SH		SOLE		148,578	0	0
OFG BANCORP	COM	67103X102	2,475	113,017	SH		OTR	1	0	113,017	0
OFG BANCORP	COM	67103X102	468	21,384	SH		SOLE		21,384	0	0
OGE ENERGY CORP	COM	670837103	104	2,300	SH		SOLE		2,300	0	0
OGE ENERGY CORP	COM	670837103	408	8,996	SH		OTR	1	0	8,996	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	28,104	33,437,000	PRN		OTR	1	0	33,437,000	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	37,609	44,746,000	PRN		SOLE		44,746,000	0	0
OKTA INC	NOTE 0.250% 2/1	679295AB1	21,714	10,317,000	PRN		OTR	1	0	10,317,000	0
OKTA INC	NOTE 0.250% 2/1	679295AB1	29,043	13,799,000	PRN		SOLE		13,799,000	0	0
OLD REP INTL CORP	COM	680223104	12,236	519,114	SH		OTR	1	0	519,114	0
OLD REP INTL CORP	COM	680223104	1,798	76,301	SH		OTR	5	0	76,301	0
OLD REP INTL CORP	COM	680223104	1,984	84,158	SH		SOLE		84,158	0	0
OLIN CORP	COM PAR $1	680665205	804	42,926	SH		OTR	1	0	42,926	0
OLIN CORP	COM PAR $1	680665205	22	1,162	SH		SOLE		1,162	0	0
OLYMPIC STEEL INC	COM	68162K106	23	1,600	SH		SOLE		1,600	0	0
OLYMPIC STEEL INC	COM	68162K106	122	8,500	SH		OTR	1	0	8,500	0
OMEGA HEALTHCARE INVS INC	COM	681936100	226	5,397	SH		SOLE		5,397	0	0
OMEGA HEALTHCARE INVS INC	COM	681936100	214	5,117	SH		OTR	1	0	5,117	0
OMNICELL INC	COM	68213N109	2,379	32,921	SH		OTR	1	0	32,921	0
OMNICELL INC	COM	68213N109	463	6,400	SH		SOLE		6,400	0	0
OMNICOM GROUP INC	COM	681919106	2,203	28,140	SH		OTR	1	0	28,140	0
OMNICOM GROUP INC	COM	681919106	648	8,280	SH		SOLE		8,280	0	0
ON SEMICONDUCTOR CORP	COM	682189105	4,809	250,320	SH		OTR	1	0	250,320	0
ON SEMICONDUCTOR CORP	COM	682189105	432	22,475	SH		SOLE		22,475	0	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	31,226	26,694,000	PRN		SOLE		26,694,000	0	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	29,449	25,185,000	PRN		OTR	1	0	25,185,000	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	85	73,000	PRN		OTR	4	7,000	66,000	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	2,444	2,028,000	PRN		SOLE		2,028,000	0	0
ONEMAIN HLDGS INC	COM	68268W103	551	15,011	SH		SOLE		15,011	0	0
ONEMAIN HLDGS INC	COM	68268W103	4,293	117,040	SH		OTR	1	0	117,040	0
ONEOK INC NEW	COM	682680103	4,224	57,322	SH		OTR	1	0	57,322	0
ONEOK INC NEW	COM	682680103	1,085	14,719	SH		SOLE		14,719	0	0
ONESPAN INC	COM	68287N100	176	12,133	SH		OTR	1	0	12,133	0
ONESPAN INC	COM	68287N100	33	2,300	SH		SOLE		2,300	0	0
OPKO HEALTH INC	COM	68375N103	797	381,369	SH		OTR	1	0	381,369	0
OPKO HEALTH INC	COM	68375N103	149	71,181	SH		SOLE		71,181	0	0
ORACLE CORP	COM	68389X105	6,255	113,662	SH		SOLE		113,662	0	0
ORACLE CORP	COM	68389X105	21,673	393,844	SH		OTR	1	0	393,844	0
ORACLE CORP	COM	68389X105	1,002	18,213	SH		OTR	5	0	18,213	0
ORRSTOWN FINL SVCS INC	COM	687380105	116	5,292	SH		SOLE		5,292	0	0
ORRSTOWN FINL SVCS INC	COM	687380105	607	27,701	SH		OTR	1	0	27,701	0
ORTHOFIX MED INC	COM	68752M108	3,218	60,700	SH		OTR	1	0	60,700	0
ORTHOFIX MED INC	COM	68752M108	610	11,500	SH		SOLE		11,500	0	0
OSHKOSH CORP	COM	688239201	728	9,600	SH		OTR	1	0	9,600	0
OSHKOSH CORP	COM	688239201	135	1,783	SH		SOLE		1,783	0	0
OSI SYSTEMS INC	COM	671044105	1,607	15,825	SH		OTR	1	0	15,825	0
OSI SYSTEMS INC	COM	671044105	315	3,100	SH		SOLE		3,100	0	0
OSI SYSTEMS INC	NOTE 1.250% 9/0	671044AD7	555	494,000	PRN		SOLE		494,000	0	0
OUTFRONT MEDIA INC	COM	69007J106	8,535	307,220	SH		SOLE		307,220	0	0
OUTFRONT MEDIA INC	COM	69007J106	8,116	292,168	SH		OTR	1	0	292,168	0
OVERSEAS SHIPHOLDING GROUP I	CL A NEW	69036R863	464	265,051	SH		OTR	1	0	265,051	0
OVERSEAS SHIPHOLDING GROUP I	CL A NEW	69036R863	87	49,951	SH		SOLE		49,951	0	0
OWENS CORNING NEW	COM	690742101	8,867	140,305	SH		OTR	1	0	140,305	0
OWENS CORNING NEW	COM	690742101	1,094	17,311	SH		SOLE		17,311	0	0
PACCAR INC	COM	693718108	3,356	47,943	SH		OTR	1	0	47,943	0
PACCAR INC	COM	693718108	1,665	23,777	SH		SOLE		23,777	0	0
PACIRA BIOSCIENCES	COM	695127100	3,456	90,788	SH		OTR	1	0	90,788	0
PACIRA BIOSCIENCES	COM	695127100	655	17,197	SH		SOLE		17,197	0	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	17,454	17,673,000	PRN		OTR	1	0	17,673,000	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	50	51,000	PRN		OTR	4	5,000	46,000	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	19,378	19,604,000	PRN		SOLE		19,604,000	0	0
PACKAGING CORP AMER	COM	695156109	1,294	12,193	SH		OTR	1	0	12,193	0
PACKAGING CORP AMER	COM	695156109	443	4,178	SH		SOLE		4,178	0	0
PALO ALTO NETWORKS INC	COM	697435105	6,372	31,262	SH		OTR	1	0	31,262	0
PALO ALTO NETWORKS INC	COM	697435105	565	2,771	SH		SOLE		2,771	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	23,925	22,645,000	PRN		OTR	1	0	22,645,000	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	33,447	31,657,000	PRN		SOLE		31,657,000	0	0
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	2,505	109,562	SH		OTR	1	0	109,562	0
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	480	21,007	SH		SOLE		21,007	0	0
PARK HOTELS RESORTS INC	COM	700517105	1,430	57,277	SH		OTR	1	0	57,277	0
PARK HOTELS RESORTS INC	COM	700517105	1,571	62,905	SH		SOLE		62,905	0	0
PARK OHIO HLDGS CORP	COM	700666100	341	11,409	SH		SOLE		11,409	0	0
PARK OHIO HLDGS CORP	COM	700666100	1,779	59,573	SH		OTR	1	0	59,573	0
PARKER HANNIFIN CORP	COM	701094104	3,223	17,846	SH		OTR	1	0	17,846	0
PARKER HANNIFIN CORP	COM	701094104	935	5,175	SH		SOLE		5,175	0	0
PATRICK INDS INC	COM	703343103	3,016	70,339	SH		OTR	1	0	70,339	0
PATRICK INDS INC	COM	703343103	568	13,251	SH		SOLE		13,251	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	26,950	29,747,000	PRN		OTR	1	0	29,747,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	91	101,000	PRN		OTR	4	10,000	91,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	29,050	32,027,000	PRN		SOLE		32,027,000	0	0
PATTERSON UTI ENERGY INC	COM	703481101	3,394	396,931	SH		OTR	1	0	396,931	0
PATTERSON UTI ENERGY INC	COM	703481101	249	29,134	SH		SOLE		29,134	0	0
PAYCHEX INC	COM	704326107	957	11,558	SH		SOLE		11,558	0	0
PAYCHEX INC	COM	704326107	3,412	41,220	SH		OTR	1	0	41,220	0
PAYPAL HLDGS INC	COM	70450Y103	8,665	83,645	SH		SOLE		83,645	0	0
PAYPAL HLDGS INC	COM	70450Y103	4,447	42,927	SH		OTR	5	0	42,927	0
PAYPAL HLDGS INC	COM	70450Y103	47,042	454,116	SH		OTR	1	0	454,116	0
PBF ENERGY INC	CL A	69318G106	12,299	452,320	SH		OTR	1	0	452,320	0
PBF ENERGY INC	CL A	69318G106	888	32,660	SH		SOLE		32,660	0	0
PC CONNECTION INC	COM	69318J100	805	20,692	SH		OTR	1	0	20,692	0
PC CONNECTION INC	COM	69318J100	156	4,000	SH		SOLE		4,000	0	0
PCB BANCORP	COM	69320M109	470	28,566	SH		OTR	1	0	28,566	0
PCB BANCORP	COM	69320M109	92	5,588	SH		SOLE		5,588	0	0
PDC ENERGY INC	COM	69327R101	1,365	49,200	SH		OTR	1	0	49,200	0
PDC ENERGY INC	COM	69327R101	250	9,000	SH		SOLE		9,000	0	0
PEABODY ENERGY CORP NEW	COM	704551100	2,200	149,433	SH		OTR	1	0	149,433	0
PEABODY ENERGY CORP NEW	COM	704551100	418	28,415	SH		SOLE		28,415	0	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	381	13,576	SH		SOLE		13,576	0	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	2,013	71,808	SH		OTR	1	0	71,808	0
PENNYMAC MTG INVT TR	COM	70931T103	2,553	114,835	SH		OTR	1	0	114,835	0
PENNYMAC MTG INVT TR	COM	70931T103	3,033	136,435	SH		SOLE		136,435	0	0
PENSKE AUTOMOTIVE GRP INC	COM	70959W103	367	7,760	SH		OTR	1	0	7,760	0
PEOPLES UTD FINL INC	COM	712704105	801	51,213	SH		OTR	1	0	51,213	0
PEOPLES UTD FINL INC	COM	712704105	266	17,022	SH		SOLE		17,022	0	0
PEPSICO INC	COM	713448108	9,694	70,711	SH		SOLE		70,711	0	0
PEPSICO INC	COM	713448108	38,271	279,145	SH		OTR	1	0	279,145	0
PEPSICO INC	COM	713448108	1,571	11,457	SH		OTR	5	0	11,457	0
PERFICIENT INC	COM	71375U101	536	13,900	SH		SOLE		13,900	0	0
PERFICIENT INC	COM	71375U101	2,830	73,361	SH		OTR	1	0	73,361	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	4,843	105,253	SH		OTR	1	0	105,253	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	916	19,900	SH		SOLE		19,900	0	0
PERKINELMER INC	COM	714046109	1,219	14,308	SH		OTR	1	0	14,308	0
PERKINELMER INC	COM	714046109	341	4,009	SH		SOLE		4,009	0	0
PERSPECTA INC	COM	715347100	3,411	130,583	SH		OTR	1	0	130,583	0
PERSPECTA INC	COM	715347100	637	24,379	SH		SOLE		24,379	0	0
PFIZER INC	COM	717081103	8,770	244,088	SH		SOLE		244,088	0	0
PFIZER INC	COM	717081103	31,689	881,975	SH		OTR	1	0	881,975	0
PFIZER INC	COM	717081103	1,723	47,960	SH		OTR	5	0	47,960	0
PG&E CORP	COM	69331C108	960	95,994	SH		OTR	1	0	95,994	0
PG&E CORP	COM	69331C108	74	7,444	SH		SOLE		7,444	0	0
PGIM GLOBAL HIGH YIELD FD IN	COM	69346J106	785	54,615	SH		SOLE		54,615	0	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	2,414	113,192	SH		OTR	1	0	113,192	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	447	20,962	SH		SOLE		20,962	0	0
PHILIP MORRIS INTL INC	COM	718172109	18,255	240,418	SH		OTR	1	0	240,418	0
PHILIP MORRIS INTL INC	COM	718172109	711	9,367	SH		OTR	5	0	9,367	0
PHILIP MORRIS INTL INC	COM	718172109	2,127	28,016	SH		SOLE		28,016	0	0
PHILLIPS 66	COM	718546104	7,623	74,448	SH		OTR	1	0	74,448	0
PHILLIPS 66	COM	718546104	1,622	15,836	SH		SOLE		15,836	0	0
PHOTRONICS INC	COM	719405102	2,540	233,437	SH		OTR	1	0	233,437	0
PHOTRONICS INC	COM	719405102	483	44,400	SH		SOLE		44,400	0	0
PILGRIMS PRIDE CORP NEW	COM	72147K108	16,434	512,847	SH		OTR	1	0	512,847	0
PILGRIMS PRIDE CORP NEW	COM	72147K108	1,528	47,676	SH		SOLE		47,676	0	0
PINNACLE WEST CAP CORP	COM	723484101	5,944	61,237	SH		OTR	1	0	61,237	0
PINNACLE WEST CAP CORP	COM	723484101	753	7,758	SH		SOLE		7,758	0	0
PIONEER MUN HIGH INCOME ADV	COM	723762100	5,525	505,056	SH		SOLE		505,056	0	0
PIONEER MUN HIGH INCOME TR	COM SHS	723763108	1,059	84,969	SH		OTR	1	0	84,969	0
PIONEER NAT RES CO	COM	723787107	2,716	21,592	SH		OTR	1	0	21,592	0
PIONEER NAT RES CO	COM	723787107	733	5,831	SH		SOLE		5,831	0	0
PLANTRONICS INC NEW	COM	727493108	41	1,100	SH		SOLE		1,100	0	0
PLANTRONICS INC NEW	COM	727493108	224	6,000	SH		OTR	1	0	6,000	0
PLEXUS CORP	COM	729132100	842	13,473	SH		OTR	1	0	13,473	0
PLEXUS CORP	COM	729132100	156	2,500	SH		SOLE		2,500	0	0
PNC FINL SVCS GROUP INC	COM	693475105	9,528	67,982	SH		OTR	1	0	67,982	0
PNC FINL SVCS GROUP INC	COM	693475105	2,180	15,555	SH		SOLE		15,555	0	0
PNM RES INC	COM	69349H107	1,418	27,223	SH		OTR	1	0	27,223	0
PNM RES INC	COM	69349H107	799	15,347	SH		OTR	5	0	15,347	0
PNM RES INC	COM	69349H107	381	7,315	SH		SOLE		7,315	0	0
POLARIS INC	COM	731068102	282	3,200	SH		SOLE		3,200	0	0
PORTLAND GEN ELEC CO	COM NEW	736508847	4,953	87,872	SH		OTR	1	0	87,872	0
PORTLAND GEN ELEC CO	COM NEW	736508847	941	16,696	SH		SOLE		16,696	0	0
PORTOLA PHARMACEUTICALS INC	COM	737010108	1,354	50,494	SH		OTR	1	0	50,494	0
PORTOLA PHARMACEUTICALS INC	COM	737010108	257	9,596	SH		SOLE		9,596	0	0
POWELL INDS INC	COM	739128106	1,625	41,500	SH		OTR	1	0	41,500	0
POWELL INDS INC	COM	739128106	309	7,900	SH		SOLE		7,900	0	0
PPG INDS INC	COM	693506107	5,309	44,797	SH		OTR	1	0	44,797	0
PPG INDS INC	COM	693506107	1,011	8,534	SH		SOLE		8,534	0	0
PPL CORP	COM	69351T106	8,414	267,189	SH		OTR	1	0	267,189	0
PPL CORP	COM	69351T106	1,370	43,516	SH		SOLE		43,516	0	0
PRA HEALTH SCIENCES INC	COM	69354M108	7,086	71,408	SH		OTR	1	0	71,408	0
PRA HEALTH SCIENCES INC	COM	69354M108	892	8,988	SH		SOLE		8,988	0	0
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	566	10,800	SH		SOLE		10,800	0	0
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	2,996	57,200	SH		OTR	1	0	57,200	0
PREFORMED LINE PRODS CO	COM	740444104	189	3,467	SH		OTR	1	0	3,467	0
PREFORMED LINE PRODS CO	COM	740444104	37	670	SH		SOLE		670	0	0
PRICE T ROWE GROUP INC	COM	74144T108	3,473	30,394	SH		OTR	1	0	30,394	0
PRICE T ROWE GROUP INC	COM	74144T108	956	8,364	SH		SOLE		8,364	0	0
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	8,964	5,997,000	PRN		OTR	1	0	5,997,000	0
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	145	97,000	PRN		OTR	4	9,000	88,000	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	38,156	32,836,000	PRN		OTR	1	0	32,836,000	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	59,135	50,890,000	PRN		SOLE		50,890,000	0	0
PRINCIPAL FINL GROUP INC	COM	74251V102	2,058	36,023	SH		OTR	1	0	36,023	0
PRINCIPAL FINL GROUP INC	COM	74251V102	273	4,770	SH		SOLE		4,770	0	0
PROCTER & GAMBLE CO	COM	742718109	8,299	66,726	SH		OTR	5	0	66,726	0
PROCTER & GAMBLE CO	COM	742718109	19,387	155,870	SH		SOLE		155,870	0	0
PROCTER & GAMBLE CO	COM	742718109	68,463	550,438	SH		OTR	1	0	550,438	0
PROGRESS SOFTWARE CORP	COM	743312100	2,908	76,406	SH		OTR	1	0	76,406	0
PROGRESS SOFTWARE CORP	COM	743312100	553	14,526	SH		SOLE		14,526	0	0
PROGRESSIVE CORP OHIO	COM	743315103	25,729	333,056	SH		OTR	1	0	333,056	0
PROGRESSIVE CORP OHIO	COM	743315103	3,084	39,919	SH		OTR	5	0	39,919	0
PROGRESSIVE CORP OHIO	COM	743315103	4,713	61,006	SH		SOLE		61,006	0	0
PROLOGIS INC	COM	74340W103	16,198	190,075	SH		OTR	1	0	190,075	0
PROLOGIS INC	COM	74340W103	3,069	36,011	SH		OTR	5	0	36,011	0
PROLOGIS INC	COM	74340W103	23,231	272,598	SH		SOLE		272,598	0	0
PROPETRO HLDG CORP	COM	74347M108	209	23,000	SH		SOLE		23,000	0	0
PROPETRO HLDG CORP	COM	74347M108	1,099	120,944	SH		OTR	1	0	120,944	0
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	1,358	1,346,000	PRN		SOLE		1,346,000	0	0
PROVIDENCE SVC CORP	COM	743815102	155	2,600	SH		SOLE		2,600	0	0
PROVIDENCE SVC CORP	COM	743815102	815	13,700	SH		OTR	1	0	13,700	0
PRUDENTIAL FINL INC	COM	744320102	13,665	151,921	SH		OTR	1	0	151,921	0
PRUDENTIAL FINL INC	COM	744320102	2,077	23,096	SH		OTR	5	0	23,096	0
PRUDENTIAL FINL INC	COM	744320102	4,078	45,340	SH		SOLE		45,340	0	0
PS BUSINESS PKS INC CALIF	COM	69360J107	4,425	24,321	SH		OTR	1	0	24,321	0
PS BUSINESS PKS INC CALIF	COM	69360J107	5,244	28,821	SH		SOLE		28,821	0	0
PTC THERAPEUTICS INC	COM	69366J200	1,413	41,783	SH		OTR	1	0	41,783	0
PTC THERAPEUTICS INC	COM	69366J200	265	7,827	SH		SOLE		7,827	0	0
PUBLIC STORAGE	COM	74460D109	1,404	5,723	SH		OTR	5	0	5,723	0
PUBLIC STORAGE	COM	74460D109	18,931	77,183	SH		SOLE		77,183	0	0
PUBLIC STORAGE	COM	74460D109	15,227	62,082	SH		OTR	1	0	62,082	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	4,424	71,259	SH		OTR	1	0	71,259	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	1,118	18,012	SH		SOLE		18,012	0	0
PULTE GROUP INC	COM	745867101	15,215	416,292	SH		OTR	1	0	416,292	0
PULTE GROUP INC	COM	745867101	1,990	54,458	SH		OTR	5	0	54,458	0
PULTE GROUP INC	COM	745867101	3,352	91,705	SH		SOLE		91,705	0	0
PURE STORAGE INC	NOTE 0.125% 4/1	74624MAB8	6,734	6,813,000	PRN		OTR	1	0	6,813,000	0
PURE STORAGE INC	NOTE 0.125% 4/1	74624MAB8	9,676	9,790,000	PRN		SOLE		9,790,000	0	0
PUTNAM MUN OPPORTUNITIES TR	SH BEN INT	746922103	16,141	1,234,990	SH		SOLE		1,234,990	0	0
PVH CORP	COM	693656100	188	2,132	SH		SOLE		2,132	0	0
PVH CORP	COM	693656100	846	9,586	SH		OTR	1	0	9,586	0
Q2 HLDGS INC	COM	74736L109	347	4,400	SH		OTR	1	0	4,400	0
Q2 HLDGS INC	COM	74736L109	71	900	SH		SOLE		900	0	0
Q2 HLDGS INC	NOTE 0.750% 2/1	74736LAB5	586	399,000	PRN		SOLE		399,000	0	0
QEP RES INC	COM	74733V100	492	133,100	SH		OTR	1	0	133,100	0
QEP RES INC	COM	74733V100	100	26,900	SH		SOLE		26,900	0	0
QORVO INC	COM	74736K101	13,463	181,589	SH		OTR	1	0	181,589	0
QORVO INC	COM	74736K101	2,130	28,735	SH		OTR	5	0	28,735	0
QORVO INC	COM	74736K101	2,249	30,330	SH		SOLE		30,330	0	0
QUAD / GRAPHICS INC	COM CL A	747301109	185	17,631	SH		OTR	1	0	17,631	0
QUAD / GRAPHICS INC	COM CL A	747301109	38	3,634	SH		SOLE		3,634	0	0
QUALCOMM INC	COM	747525103	3,959	51,897	SH		OTR	5	0	51,897	0
QUALCOMM INC	COM	747525103	6,082	79,737	SH		SOLE		79,737	0	0
QUALCOMM INC	COM	747525103	39,059	512,044	SH		OTR	1	0	512,044	0
QUALYS INC	COM	74758T303	1,164	15,400	SH		OTR	1	0	15,400	0
QUALYS INC	COM	74758T303	227	3,000	SH		SOLE		3,000	0	0
QUANEX BUILDING PRODUCTS COR	COM	747619104	2,885	159,572	SH		OTR	1	0	159,572	0
QUANEX BUILDING PRODUCTS COR	COM	747619104	548	30,300	SH		SOLE		30,300	0	0
QUANTA SVCS INC	COM	74762E102	692	18,320	SH		OTR	1	0	18,320	0
QUANTA SVCS INC	COM	74762E102	146	3,875	SH		SOLE		3,875	0	0
QUDIAN INC	ADR	747798106	181	26,200	SH		OTR	1	0	26,200	0
QUEST DIAGNOSTICS INC	COM	74834L100	1,856	17,343	SH		OTR	1	0	17,343	0
QUEST DIAGNOSTICS INC	COM	74834L100	532	4,967	SH		SOLE		4,967	0	0
QUOTIENT TECHNOLOGY INC	NOTE 1.750%12/0	749119AB9	13,739	14,543,000	PRN		OTR	1	0	14,543,000	0
QUOTIENT TECHNOLOGY INC	NOTE 1.750%12/0	749119AB9	17,258	18,268,000	PRN		SOLE		18,268,000	0	0
QURATE RETAIL INC	COM SER A	74915M100	1,060	102,772	SH		SOLE		102,772	0	0
QURATE RETAIL INC	COM SER A	74915M100	6,485	628,723	SH		OTR	1	0	628,723	0
R1 RCM INC	COM	749397105	2,349	263,000	SH		OTR	1	0	263,000	0
R1 RCM INC	COM	749397105	443	49,600	SH		SOLE		49,600	0	0
RADIAN GROUP INC	COM	750236101	4,184	183,207	SH		OTR	1	0	183,207	0
RADIAN GROUP INC	COM	750236101	786	34,400	SH		SOLE		34,400	0	0
RADIANT LOGISTICS INC	COM	75025X100	431	83,300	SH		OTR	1	0	83,300	0
RADIANT LOGISTICS INC	COM	75025X100	85	16,500	SH		SOLE		16,500	0	0
RADIUS HEALTH INC	COM NEW	750469207	212	8,249	SH		SOLE		8,249	0	0
RADIUS HEALTH INC	COM NEW	750469207	1,113	43,239	SH		OTR	1	0	43,239	0
RADIUS HEALTH INC	NOTE 3.000% 9/0	750469AA6	1,006	1,104,000	PRN		OTR	1	0	1,104,000	0
RADIUS HEALTH INC	NOTE 3.000% 9/0	750469AA6	1,541	1,690,000	PRN		SOLE		1,690,000	0	0
RADNET INC	COM	750491102	1,765	122,906	SH		OTR	1	0	122,906	0
RADNET INC	COM	750491102	327	22,786	SH		SOLE		22,786	0	0
RALPH LAUREN CORP	CL A	751212101	639	6,695	SH		OTR	1	0	6,695	0
RALPH LAUREN CORP	CL A	751212101	147	1,540	SH		SOLE		1,540	0	0
RAMBUS INC DEL	COM	750917106	645	49,157	SH		OTR	1	0	49,157	0
RAMBUS INC DEL	COM	750917106	119	9,100	SH		SOLE		9,100	0	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	16,478	16,548,000	PRN		OTR	1	0	16,548,000	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	18,239	18,317,000	PRN		SOLE		18,317,000	0	0
RAPID7 INC	NOTE 1.250% 8/0	753422AB0	399	307,000	PRN		SOLE		307,000	0	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	3,151	38,209	SH		SOLE		38,209	0	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	13,887	168,405	SH		OTR	1	0	168,405	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	1,877	22,761	SH		OTR	5	0	22,761	0
RAYONIER INC	COM	754907103	2,862	101,484	SH		OTR	1	0	101,484	0
RAYONIER INC	COM	754907103	3,169	112,370	SH		SOLE		112,370	0	0
RAYTHEON CO	COM NEW	755111507	9,294	47,374	SH		OTR	1	0	47,374	0
RAYTHEON CO	COM NEW	755111507	2,029	10,340	SH		SOLE		10,340	0	0
RBB BANCORP	COM	74930B105	1,732	87,986	SH		OTR	1	0	87,986	0
RBB BANCORP	COM	74930B105	324	16,449	SH		SOLE		16,449	0	0
RCI HOSPITALITY HLDGS INC	COM	74934Q108	703	34,000	SH		OTR	1	0	34,000	0
RCI HOSPITALITY HLDGS INC	COM	74934Q108	132	6,400	SH		SOLE		6,400	0	0
REALPAGE INC	NOTE 1.500%11/1	75606NAB5	687	434,000	PRN		SOLE		434,000	0	0
REALTY INCOME CORP	COM	756109104	7,117	92,818	SH		SOLE		92,818	0	0
REALTY INCOME CORP	COM	756109104	5,992	78,140	SH		OTR	1	0	78,140	0
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	455	455,000	PRN		SOLE		455,000	0	0
REGAL BELOIT CORP	COM	758750103	2,804	38,489	SH		OTR	1	0	38,489	0
REGAL BELOIT CORP	COM	758750103	260	3,563	SH		SOLE		3,563	0	0
REGENCY CTRS CORP	COM	758849103	1,903	27,391	SH		OTR	1	0	27,391	0
REGENCY CTRS CORP	COM	758849103	2,383	34,288	SH		SOLE		34,288	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	5,066	18,263	SH		OTR	1	0	18,263	0
REGENERON PHARMACEUTICALS	COM	75886F107	915	3,299	SH		SOLE		3,299	0	0
REGENXBIO INC	COM	75901B107	198	5,557	SH		SOLE		5,557	0	0
REGENXBIO INC	COM	75901B107	1,061	29,812	SH		OTR	1	0	29,812	0
REGIONS FINL CORP NEW	COM	7591EP100	2,044	129,212	SH		OTR	1	0	129,212	0
REGIONS FINL CORP NEW	COM	7591EP100	597	37,758	SH		SOLE		37,758	0	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	12,352	77,260	SH		OTR	1	0	77,260	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	1,232	7,707	SH		OTR	5	0	7,707	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	1,539	9,623	SH		SOLE		9,623	0	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	2,832	28,416	SH		OTR	1	0	28,416	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	1,025	10,282	SH		OTR	5	0	10,282	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	675	6,776	SH		SOLE		6,776	0	0
RENASANT CORP	COM	75970E107	546	15,600	SH		OTR	1	0	15,600	0
RENASANT CORP	COM	75970E107	98	2,800	SH		SOLE		2,800	0	0
RENT A CTR INC NEW	COM	76009N100	3,269	126,771	SH		OTR	1	0	126,771	0
RENT A CTR INC NEW	COM	76009N100	619	24,000	SH		SOLE		24,000	0	0
REPLIGEN CORP	COM	759916109	2,371	30,913	SH		OTR	1	0	30,913	0
REPLIGEN CORP	COM	759916109	445	5,798	SH		SOLE		5,798	0	0
REPUBLIC BANCORP KY	CL A	760281204	1,088	25,031	SH		OTR	1	0	25,031	0
REPUBLIC BANCORP KY	CL A	760281204	209	4,811	SH		SOLE		4,811	0	0
REPUBLIC SVCS INC	COM	760759100	9,288	107,312	SH		OTR	1	0	107,312	0
REPUBLIC SVCS INC	COM	760759100	2,166	25,029	SH		OTR	5	0	25,029	0
REPUBLIC SVCS INC	COM	760759100	2,672	30,875	SH		SOLE		30,875	0	0
RESIDEO TECHNOLOGIES INC	COM	76118Y104	337	23,500	SH		OTR	1	0	23,500	0
RESIDEO TECHNOLOGIES INC	COM	76118Y104	71	4,938	SH		SOLE		4,938	0	0
RESMED INC	COM	761152107	3,403	25,190	SH		OTR	1	0	25,190	0
RESMED INC	COM	761152107	766	5,667	SH		SOLE		5,667	0	0
RETAIL PPTYS AMER INC	CL A	76131V202	3,113	252,644	SH		SOLE		252,644	0	0
RETAIL PPTYS AMER INC	CL A	76131V202	2,784	225,954	SH		OTR	1	0	225,954	0
RETAIL VALUE INC	COM	76133Q102	704	19,000	SH		OTR	1	0	19,000	0
RETAIL VALUE INC	COM	76133Q102	837	22,600	SH		SOLE		22,600	0	0
RETROPHIN INC	COM	761299106	744	64,173	SH		OTR	1	0	64,173	0
RETROPHIN INC	COM	761299106	139	12,027	SH		SOLE		12,027	0	0
REX AMERICAN RESOURCES CORP	COM	761624105	1,649	21,601	SH		OTR	1	0	21,601	0
REX AMERICAN RESOURCES CORP	COM	761624105	305	4,000	SH		SOLE		4,000	0	0
REXFORD INDL RLTY INC	COM	76169C100	4,367	99,200	SH		OTR	1	0	99,200	0
REXFORD INDL RLTY INC	COM	76169C100	5,208	118,300	SH		SOLE		118,300	0	0
RIMINI STR INC DEL	COM	76674Q107	101	23,000	SH		OTR	1	0	23,000	0
RIMINI STR INC DEL	COM	76674Q107	18	4,200	SH		SOLE		4,200	0	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	43,439	26,873,000	PRN		OTR	1	0	26,873,000	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	116	72,000	PRN		OTR	4	7,000	65,000	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	46,940	29,024,000	PRN		SOLE		29,024,000	0	0
RIVERVIEW BANCORP INC	COM	769397100	100	13,494	SH		OTR	1	0	13,494	0
RIVERVIEW BANCORP INC	COM	769397100	19	2,600	SH		SOLE		2,600	0	0
RMR GROUP INC	CL A	74967R106	2,879	63,309	SH		OTR	1	0	63,309	0
RMR GROUP INC	CL A	74967R106	540	11,870	SH		SOLE		11,870	0	0
ROBERT HALF INTL INC	COM	770323103	1,374	24,687	SH		OTR	1	0	24,687	0
ROBERT HALF INTL INC	COM	770323103	1,030	18,504	SH		SOLE		18,504	0	0
ROCKWELL AUTOMATION INC	COM	773903109	2,494	15,134	SH		OTR	1	0	15,134	0
ROCKWELL AUTOMATION INC	COM	773903109	735	4,458	SH		SOLE		4,458	0	0
ROCKY BRANDS INC	COM	774515100	491	14,779	SH		SOLE		14,779	0	0
ROCKY BRANDS INC	COM	774515100	2,564	77,145	SH		OTR	1	0	77,145	0
ROGERS CORP	COM	775133101	820	6,000	SH		OTR	1	0	6,000	0
ROGERS CORP	COM	775133101	164	1,200	SH		SOLE		1,200	0	0
ROKU INC	COM CL A	77543R102	1,357	13,332	SH		OTR	1	0	13,332	0
ROKU INC	COM CL A	77543R102	119	1,171	SH		SOLE		1,171	0	0
ROLLINS INC	COM	775711104	619	18,169	SH		OTR	1	0	18,169	0
ROLLINS INC	COM	775711104	134	3,926	SH		SOLE		3,926	0	0
ROPER TECHNOLOGIES INC	COM	776696106	1,331	3,732	SH		SOLE		3,732	0	0
ROPER TECHNOLOGIES INC	COM	776696106	6,605	18,522	SH		OTR	1	0	18,522	0
ROSETTA STONE INC	COM	777780107	78	4,500	SH		SOLE		4,500	0	0
ROSETTA STONE INC	COM	777780107	390	22,400	SH		OTR	1	0	22,400	0
ROSS STORES INC	COM	778296103	5,471	49,800	SH		OTR	1	0	49,800	0
ROSS STORES INC	COM	778296103	63	578	SH		OTR	5	0	578	0
ROSS STORES INC	COM	778296103	1,526	13,894	SH		SOLE		13,894	0	0
RTI INTL METALS INC	NOTE 1.625%10/1	74973WAB3	830	830,000	PRN		SOLE		830,000	0	0
RTI SURGICAL HOLDINGS INC	COM	74975N105	319	111,932	SH		OTR	1	0	111,932	0
RTI SURGICAL HOLDINGS INC	COM	74975N105	60	21,000	SH		SOLE		21,000	0	0
RUBICON PROJ INC	COM	78112V102	772	88,600	SH		OTR	1	0	88,600	0
RUBICON PROJ INC	COM	78112V102	157	18,000	SH		SOLE		18,000	0	0
RUSH ENTERPRISES INC	CL B	781846308	274	6,856	SH		OTR	1	0	6,856	0
RUSH ENTERPRISES INC	CL B	781846308	54	1,348	SH		SOLE		1,348	0	0
RYERSON HLDG CORP	COM	783754104	75	8,800	SH		SOLE		8,800	0	0
RYERSON HLDG CORP	COM	783754104	389	45,600	SH		OTR	1	0	45,600	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	3,788	46,300	SH		OTR	1	0	46,300	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	4,491	54,900	SH		SOLE		54,900	0	0
S&P GLOBAL INC	COM	78409V104	13,661	55,765	SH		OTR	1	0	55,765	0
S&P GLOBAL INC	COM	78409V104	468	1,909	SH		OTR	5	0	1,909	0
S&P GLOBAL INC	COM	78409V104	2,210	9,021	SH		SOLE		9,021	0	0
SALESFORCE COM INC	COM	79466L302	34,628	233,277	SH		OTR	1	0	233,277	0
SALESFORCE COM INC	COM	79466L302	2,473	16,658	SH		OTR	5	0	16,658	0
SALESFORCE COM INC	COM	79466L302	6,251	42,110	SH		SOLE		42,110	0	0
SANDERSON FARMS INC	COM	800013104	3,708	24,500	SH		OTR	1	0	24,500	0
SANDERSON FARMS INC	COM	800013104	711	4,700	SH		SOLE		4,700	0	0
SANDRIDGE ENERGY INC	COM NEW	80007P869	799	170,082	SH		OTR	1	0	170,082	0
SANDRIDGE ENERGY INC	COM NEW	80007P869	153	32,593	SH		SOLE		32,593	0	0
SANFILIPPO JOHN B & SON INC	COM	800422107	3,144	32,550	SH		OTR	1	0	32,550	0
SANFILIPPO JOHN B & SON INC	COM	800422107	589	6,100	SH		SOLE		6,100	0	0
SANGAMO THERAPEUTICS INC	COM	800677106	807	89,133	SH		OTR	1	0	89,133	0
SANGAMO THERAPEUTICS INC	COM	800677106	154	17,049	SH		SOLE		17,049	0	0
SANMINA CORPORATION	COM	801056102	3,248	101,147	SH		OTR	1	0	101,147	0
SANMINA CORPORATION	COM	801056102	617	19,228	SH		SOLE		19,228	0	0
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	999	755,000	PRN		SOLE		755,000	0	0
SB ONE BANCORP	COM	78413T103	332	14,700	SH		OTR	1	0	14,700	0
SB ONE BANCORP	COM	78413T103	63	2,800	SH		SOLE		2,800	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	1,205	4,998	SH		OTR	5	0	4,998	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	24,102	99,945	SH		SOLE		99,945	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	20,354	84,405	SH		OTR	1	0	84,405	0
SCHLUMBERGER LTD	COM	806857108	10,824	316,781	SH		OTR	1	0	316,781	0
SCHLUMBERGER LTD	COM	806857108	1,051	30,772	SH		OTR	5	0	30,772	0
SCHLUMBERGER LTD	COM	806857108	2,602	76,144	SH		SOLE		76,144	0	0
SCHNEIDER NATIONAL INC	CL B	80689H102	2,939	135,293	SH		OTR	1	0	135,293	0
SCHNEIDER NATIONAL INC	CL B	80689H102	189	8,698	SH		SOLE		8,698	0	0
SCHNITZER STL INDS	CL A	806882106	2,545	123,179	SH		OTR	1	0	123,179	0
SCHNITZER STL INDS	CL A	806882106	483	23,389	SH		SOLE		23,389	0	0
SCHOLASTIC CORP	COM	807066105	2,466	65,300	SH		OTR	1	0	65,300	0
SCHOLASTIC CORP	COM	807066105	468	12,400	SH		SOLE		12,400	0	0
SCIENCE APPLICATNS INTL CP N	COM	808625107	2,262	25,900	SH		OTR	1	0	25,900	0
SCIENCE APPLICATNS INTL CP N	COM	808625107	419	4,800	SH		SOLE		4,800	0	0
SEABOARD CORP	COM	811543107	1,991	455	SH		OTR	1	0	455	0
SEABOARD CORP	COM	811543107	481	110	SH		SOLE		110	0	0
SEALED AIR CORP NEW	COM	81211K100	829	19,963	SH		OTR	1	0	19,963	0
SEALED AIR CORP NEW	COM	81211K100	189	4,556	SH		SOLE		4,556	0	0
SEASPINE HLDGS CORP	COM	81255T108	1,073	87,883	SH		OTR	1	0	87,883	0
SEASPINE HLDGS CORP	COM	81255T108	203	16,600	SH		SOLE		16,600	0	0
SEAWORLD ENTMT INC	COM	81282V100	537	20,411	SH		SOLE		20,411	0	0
SEAWORLD ENTMT INC	COM	81282V100	2,826	107,370	SH		OTR	1	0	107,370	0
SELECT INTERIOR CONCEPTS INC	CL A	816120307	1,372	105,800	SH		OTR	1	0	105,800	0
SELECT INTERIOR CONCEPTS INC	CL A	816120307	263	20,300	SH		SOLE		20,300	0	0
SELECTIVE INS GROUP INC	COM	816300107	2,331	31,000	SH		OTR	1	0	31,000	0
SELECTIVE INS GROUP INC	COM	816300107	451	6,000	SH		SOLE		6,000	0	0
SEMPRA ENERGY	COM	816851109	6,176	41,842	SH		OTR	1	0	41,842	0
SEMPRA ENERGY	COM	816851109	1,420	9,622	SH		SOLE		9,622	0	0
SENECA FOODS CORP NEW	CL A	817070501	651	20,867	SH		OTR	1	0	20,867	0
SENECA FOODS CORP NEW	CL A	817070501	122	3,900	SH		SOLE		3,900	0	0
SERVICE CORP INTL	COM	817565104	624	13,050	SH		OTR	1	0	13,050	0
SERVICE CORP INTL	COM	817565104	37	765	SH		SOLE		765	0	0
SERVICE PPTYS TR	COM SH BEN INT	81761L102	758	29,380	SH		SOLE		29,380	0	0
SERVICE PPTYS TR	COM SH BEN INT	81761L102	717	27,807	SH		OTR	1	0	27,807	0
SERVICEMASTER GLOBAL HLDGS I	COM	81761R109	583	10,438	SH		SOLE		10,438	0	0
SERVICEMASTER GLOBAL HLDGS I	COM	81761R109	5,166	92,423	SH		OTR	1	0	92,423	0
SERVICENOW INC	COM	81762P102	6,864	27,038	SH		OTR	1	0	27,038	0
SERVICENOW INC	COM	81762P102	420	1,656	SH		SOLE		1,656	0	0
SERVICENOW INC	NOTE 6/0	81762PAC6	36,797	19,206,000	PRN		OTR	1	0	19,206,000	0
SERVICENOW INC	NOTE 6/0	81762PAC6	136	71,000	PRN		OTR	4	7,000	64,000	0
SERVICENOW INC	NOTE 6/0	81762PAC6	40,917	21,350,000	PRN		SOLE		21,350,000	0	0
SHERWIN WILLIAMS CO	COM	824348106	7,530	13,694	SH		OTR	1	0	13,694	0
SHERWIN WILLIAMS CO	COM	824348106	2,004	3,644	SH		SOLE		3,644	0	0
SIGA TECHNOLOGIES INC	COM	826917106	308	60,200	SH		SOLE		60,200	0	0
SIGA TECHNOLOGIES INC	COM	826917106	1,642	320,607	SH		OTR	1	0	320,607	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	2,139	17,943	SH		SOLE		17,943	0	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	13,172	110,487	SH		OTR	1	0	110,487	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	1,031	8,648	SH		OTR	5	0	8,648	0
SILGAN HOLDINGS INC	COM	827048109	3,776	125,720	SH		OTR	1	0	125,720	0
SILGAN HOLDINGS INC	COM	827048109	386	12,845	SH		SOLE		12,845	0	0
SILICON LABORATORIES INC	COM	826919102	1,848	16,600	SH		OTR	1	0	16,600	0
SILICON LABORATORIES INC	COM	826919102	345	3,100	SH		SOLE		3,100	0	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	32,404	24,847,000	PRN		OTR	1	0	24,847,000	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	43	33,000	PRN		OTR	4	4,000	29,000	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	34,262	26,265,000	PRN		SOLE		26,265,000	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	9,383	60,285	SH		OTR	1	0	60,285	0
SIMON PPTY GROUP INC NEW	COM	828806109	1	5	SH		OTR	5	0	5	0
SIMON PPTY GROUP INC NEW	COM	828806109	11,334	72,820	SH		SOLE		72,820	0	0
SIMPLY GOOD FOODS CO	COM	82900L102	594	20,500	SH		OTR	1	0	20,500	0
SIMPLY GOOD FOODS CO	COM	82900L102	122	4,200	SH		SOLE		4,200	0	0
SINCLAIR BROADCAST GROUP INC	CL A	829226109	2,020	47,270	SH		OTR	1	0	47,270	0
SINCLAIR BROADCAST GROUP INC	CL A	829226109	354	8,290	SH		SOLE		8,290	0	0
SIRIUS XM HLDGS INC	COM	82968B103	97	15,500	SH		SOLE		15,500	0	0
SITE CENTERS CORP	COM	82981J109	2,045	135,368	SH		OTR	1	0	135,368	0
SITE CENTERS CORP	COM	82981J109	2,297	151,988	SH		SOLE		151,988	0	0
SJW GROUP	COM	784305104	417	6,099	SH		SOLE		6,099	0	0
SJW GROUP	COM	784305104	2,172	31,803	SH		OTR	1	0	31,803	0
SKECHERS U S A INC	CL A	830566105	1,677	44,891	SH		SOLE		44,891	0	0
SKECHERS U S A INC	CL A	830566105	10,648	285,100	SH		OTR	1	0	285,100	0
SKECHERS U S A INC	CL A	830566105	859	22,990	SH		OTR	5	0	22,990	0
SKYLINE CHAMPION CORPORATION	COM	830830105	3,093	102,800	SH		OTR	1	0	102,800	0
SKYLINE CHAMPION CORPORATION	COM	830830105	584	19,400	SH		SOLE		19,400	0	0
SKYWEST INC	COM	830879102	2,233	38,900	SH		OTR	1	0	38,900	0
SKYWEST INC	COM	830879102	402	7,000	SH		SOLE		7,000	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	1,907	24,069	SH		OTR	1	0	24,069	0
SKYWORKS SOLUTIONS INC	COM	83088M102	533	6,728	SH		SOLE		6,728	0	0
SL GREEN RLTY CORP	COM	78440X101	869	10,634	SH		OTR	1	0	10,634	0
SL GREEN RLTY CORP	COM	78440X101	1,177	14,393	SH		SOLE		14,393	0	0
SLM CORP	COM	78442P106	14,093	1,596,957	SH		OTR	1	0	1,596,957	0
SLM CORP	COM	78442P106	1,098	124,411	SH		SOLE		124,411	0	0
SLM CORP	COM	78442P106	546	61,926	SH		OTR	5	0	61,926	0
SMARTFINANCIAL INC	COM NEW	83190L208	778	37,364	SH		OTR	1	0	37,364	0
SMARTFINANCIAL INC	COM NEW	83190L208	146	7,001	SH		SOLE		7,001	0	0
SMITH A O CORP	COM	831865209	852	17,850	SH		OTR	1	0	17,850	0
SMITH A O CORP	COM	831865209	197	4,121	SH		SOLE		4,121	0	0
SMUCKER J M CO	COM NEW	832696405	1,616	14,685	SH		OTR	1	0	14,685	0
SMUCKER J M CO	COM NEW	832696405	1	7	SH		OTR	5	0	7	0
SMUCKER J M CO	COM NEW	832696405	501	4,557	SH		SOLE		4,557	0	0
SNAP ON INC	COM	833034101	258	1,649	SH		SOLE		1,649	0	0
SNAP ON INC	COM	833034101	1,115	7,122	SH		OTR	1	0	7,122	0
SONIC AUTOMOTIVE INC	CL A	83545G102	3,091	98,400	SH		OTR	1	0	98,400	0
SONIC AUTOMOTIVE INC	CL A	83545G102	581	18,500	SH		SOLE		18,500	0	0
SOUTHERN CO	COM	842587107	16,442	266,181	SH		OTR	1	0	266,181	0
SOUTHERN CO	COM	842587107	2,275	36,836	SH		OTR	5	0	36,836	0
SOUTHERN CO	COM	842587107	4,149	67,170	SH		SOLE		67,170	0	0
SOUTHERN COPPER CORP	COM	84265V105	1,694	49,631	SH		OTR	1	0	49,631	0
SOUTHWEST AIRLS CO	COM	844741108	6,186	114,527	SH		OTR	1	0	114,527	0
SOUTHWEST AIRLS CO	COM	844741108	404	7,481	SH		OTR	5	0	7,481	0
SOUTHWEST AIRLS CO	COM	844741108	799	14,786	SH		SOLE		14,786	0	0
SPARK ENERGY INC	CL A COM	846511103	505	47,901	SH		SOLE		47,901	0	0
SPARK ENERGY INC	CL A COM	846511103	2,673	253,364	SH		OTR	1	0	253,364	0
SPARK THERAPEUTICS INC	COM	84652J103	369	3,806	SH		SOLE		3,806	0	0
SPARK THERAPEUTICS INC	COM	84652J103	1,959	20,203	SH		OTR	1	0	20,203	0
SPARTAN MTRS INC	COM	846819100	417	30,400	SH		OTR	1	0	30,400	0
SPARTAN MTRS INC	COM	846819100	88	6,400	SH		SOLE		6,400	0	0
SPARTANNASH CO	COM	847215100	211	17,800	SH		OTR	1	0	17,800	0
SPARTANNASH CO	COM	847215100	43	3,600	SH		SOLE		3,600	0	0
SPDR GOLD TRUST	GOLD SHS	78463V107	26,246	189,000	SH		OTR	1	0	189,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	13,731	46,268	SH		SOLE		46,268	0	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	17,359	58,492	SH		OTR	1	0	58,492	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	613,646	2,067,749	SH		OTR	3	0	2,067,749	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	4,413	14,869	SH		OTR	5	0	14,869	0
SPDR S&P MIDCAP 400 ETF TR	UTSER1 S&PDCRP	78467Y107	2,945	8,355	SH		OTR	1	0	8,355	0
SPDR S&P MIDCAP 400 ETF TR	UTSER1 S&PDCRP	78467Y107	688	1,951	SH		SOLE		1,951	0	0
SPDR SERIES TRUST	NUV HGHYLD MUN	78464A284	6,443	108,515	SH		SOLE		108,515	0	0
SPECTRUM PHARMACEUTICALS INC	COM	84763A108	1,005	121,112	SH		OTR	1	0	121,112	0
SPECTRUM PHARMACEUTICALS INC	COM	84763A108	191	22,987	SH		SOLE		22,987	0	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	16,952	206,123	SH		OTR	1	0	206,123	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	1,613	19,611	SH		SOLE		19,611	0	0
SPIRIT RLTY CAP INC NEW	NOTE 3.750% 5/1	84860WAB8	1,208	1,179,000	PRN		SOLE		1,179,000	0	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	22,479	20,824,000	PRN		OTR	1	0	20,824,000	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	29,787	27,594,000	PRN		SOLE		27,594,000	0	0
SPORTSMANS WHSE HLDGS INC	COM	84920Y106	91	17,500	SH		OTR	1	0	17,500	0
SPROUTS FMRS MKT INC	COM	85208M102	1,537	79,497	SH		OTR	1	0	79,497	0
SPROUTS FMRS MKT INC	COM	85208M102	109	5,624	SH		SOLE		5,624	0	0
SPS COMMERCE INC	COM	78463M107	2,985	63,408	SH		OTR	1	0	63,408	0
SPS COMMERCE INC	COM	78463M107	568	12,064	SH		SOLE		12,064	0	0
SPX CORP	COM	784635104	800	20,000	SH		OTR	1	0	20,000	0
SPX CORP	COM	784635104	160	4,000	SH		SOLE		4,000	0	0
SQUARE INC	CL A	852234103	4,342	70,092	SH		OTR	1	0	70,092	0
SQUARE INC	CL A	852234103	422	6,816	SH		SOLE		6,816	0	0
SQUARE INC	NOTE 0.375% 3/0	852234AB9	436	160,000	PRN		SOLE		160,000	0	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	10,809	9,689,000	PRN		OTR	1	0	9,689,000	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	16,578	14,860,000	PRN		SOLE		14,860,000	0	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	1,091	21,154	SH		OTR	1	0	21,154	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	643	12,465	SH		SOLE		12,465	0	0
STANLEY BLACK & DECKER INC	COM	854502101	843	5,835	SH		SOLE		5,835	0	0
STANLEY BLACK & DECKER INC	COM	854502101	3,126	21,648	SH		OTR	1	0	21,648	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	20,077	199,842	SH		OTR	1	0	199,842	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	77	764	SH		OTR	4	75	689	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	22,823	227,181	SH		SOLE		227,181	0	0
STARBUCKS CORP	COM	855244109	42,867	484,808	SH		OTR	1	0	484,808	0
STARBUCKS CORP	COM	855244109	4,131	46,716	SH		OTR	5	0	46,716	0
STARBUCKS CORP	COM	855244109	7,898	89,326	SH		SOLE		89,326	0	0
STATE AUTO FINL CORP	COM	855707105	49	1,500	SH		SOLE		1,500	0	0
STATE AUTO FINL CORP	COM	855707105	240	7,400	SH		OTR	1	0	7,400	0
STATE STR CORP	COM	857477103	1,805	30,489	SH		SOLE		30,489	0	0
STATE STR CORP	COM	857477103	3,939	66,551	SH		OTR	1	0	66,551	0
STEEL DYNAMICS INC	COM	858119100	10,154	340,745	SH		OTR	1	0	340,745	0
STEEL DYNAMICS INC	COM	858119100	2,230	74,846	SH		OTR	5	0	74,846	0
STEEL DYNAMICS INC	COM	858119100	1,966	65,966	SH		SOLE		65,966	0	0
STEELCASE INC	CL A	858155203	3,723	202,328	SH		OTR	1	0	202,328	0
STEELCASE INC	CL A	858155203	708	38,500	SH		SOLE		38,500	0	0
STEPAN CO	COM	858586100	3,054	31,466	SH		OTR	1	0	31,466	0
STEPAN CO	COM	858586100	582	6,000	SH		SOLE		6,000	0	0
STERLING BANCORP INC	COM	85917W102	121	12,400	SH		SOLE		12,400	0	0
STERLING BANCORP INC	COM	85917W102	639	65,422	SH		OTR	1	0	65,422	0
STERLING CONSTRUCTION CO INC	COM	859241101	3,020	229,626	SH		OTR	1	0	229,626	0
STERLING CONSTRUCTION CO INC	COM	859241101	576	43,800	SH		SOLE		43,800	0	0
STEWART INFORMATION SVCS COR	COM	860372101	3,195	82,362	SH		OTR	1	0	82,362	0
STEWART INFORMATION SVCS COR	COM	860372101	610	15,718	SH		SOLE		15,718	0	0
STORE CAP CORP	COM	862121100	113	3,018	SH		OTR	1	0	3,018	0
STORE CAP CORP	COM	862121100	123	3,285	SH		SOLE		3,285	0	0
STRYKER CORP	COM	863667101	8,955	41,399	SH		OTR	1	0	41,399	0
STRYKER CORP	COM	863667101	2,489	11,509	SH		SOLE		11,509	0	0
SUMMIT HOTEL PPTYS INC	COM	866082100	2,433	209,700	SH		OTR	1	0	209,700	0
SUMMIT HOTEL PPTYS INC	COM	866082100	2,895	249,600	SH		SOLE		249,600	0	0
SUN CMNTYS INC	COM	866674104	3,241	21,833	SH		SOLE		21,833	0	0
SUN CMNTYS INC	COM	866674104	3,009	20,268	SH		OTR	1	0	20,268	0
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	694	742,000	PRN		SOLE		742,000	0	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	4,894	356,221	SH		SOLE		356,221	0	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	4,110	299,098	SH		OTR	1	0	299,098	0
SUNTRUST BKS INC	COM	867914103	5,955	86,558	SH		OTR	1	0	86,558	0
SUNTRUST BKS INC	COM	867914103	907	13,181	SH		SOLE		13,181	0	0
SUPERNUS PHARMACEUTICALS INC	NOTE 0.625% 4/0	868459AD0	9,688	10,405,000	PRN		OTR	1	0	10,405,000	0
SUPERNUS PHARMACEUTICALS INC	NOTE 0.625% 4/0	868459AD0	11,220	12,050,000	PRN		SOLE		12,050,000	0	0
SURMODICS INC	COM	868873100	1,322	28,900	SH		OTR	1	0	28,900	0
SURMODICS INC	COM	868873100	252	5,500	SH		SOLE		5,500	0	0
SVB FINL GROUP	COM	78486Q101	1,395	6,674	SH		OTR	1	0	6,674	0
SVB FINL GROUP	COM	78486Q101	378	1,809	SH		SOLE		1,809	0	0
SWITCH INC	CL A	87105L104	313	20,023	SH		OTR	1	0	20,023	0
SWITCH INC	CL A	87105L104	462	29,550	SH		SOLE		29,550	0	0
SYKES ENTERPRISES INC	COM	871237103	104	3,400	SH		SOLE		3,400	0	0
SYKES ENTERPRISES INC	COM	871237103	543	17,725	SH		OTR	1	0	17,725	0
SYMANTEC CORP	COM	871503108	19,070	807,012	SH		OTR	1	0	807,012	0
SYMANTEC CORP	COM	871503108	1,988	84,130	SH		OTR	5	0	84,130	0
SYMANTEC CORP	COM	871503108	3,524	149,143	SH		SOLE		149,143	0	0
SYNAPTICS INC	COM	87157D109	2,218	55,529	SH		OTR	1	0	55,529	0
SYNAPTICS INC	COM	87157D109	409	10,236	SH		SOLE		10,236	0	0
SYNAPTICS INC	NOTE 0.500% 6/1	87157DAD1	599	641,000	PRN		SOLE		641,000	0	0
SYNCHRONOSS TECHNOLOGIES INC	COM	87157B103	17	3,200	SH		SOLE		3,200	0	0
SYNCHRONOSS TECHNOLOGIES INC	COM	87157B103	95	17,600	SH		OTR	1	0	17,600	0
SYNCHRONY FINL	COM	87165B103	4,411	129,394	SH		SOLE		129,394	0	0
SYNCHRONY FINL	COM	87165B103	2,658	77,957	SH		OTR	5	0	77,957	0
SYNCHRONY FINL	COM	87165B103	29,032	851,624	SH		OTR	1	0	851,624	0
SYNEOS HEALTH INC	CL A	87166B102	4,174	78,449	SH		OTR	1	0	78,449	0
SYNEOS HEALTH INC	CL A	87166B102	787	14,783	SH		SOLE		14,783	0	0
SYNOPSYS INC	COM	871607107	14,207	103,515	SH		OTR	1	0	103,515	0
SYNOPSYS INC	COM	871607107	243	1,773	SH		OTR	5	0	1,773	0
SYNOPSYS INC	COM	871607107	2,623	19,112	SH		SOLE		19,112	0	0
SYNOVUS FINL CORP	COM NEW	87161C501	377	10,545	SH		OTR	1	0	10,545	0
SYNOVUS FINL CORP	COM NEW	87161C501	111	3,102	SH		SOLE		3,102	0	0
SYSCO CORP	COM	871829107	2,981	37,539	SH		OTR	5	0	37,539	0
SYSCO CORP	COM	871829107	3,322	41,844	SH		SOLE		41,844	0	0
SYSCO CORP	COM	871829107	21,074	265,413	SH		OTR	1	0	265,413	0
T MOBILE US INC	COM	872590104	861	10,935	SH		SOLE		10,935	0	0
T MOBILE US INC	COM	872590104	4,659	59,149	SH		OTR	1	0	59,149	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	11,099	238,793	SH		OTR	1	0	238,793	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	9,536	205,160	SH		SOLE		205,160	0	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	14,300	114,093	SH		OTR	1	0	114,093	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	1,160	9,255	SH		OTR	5	0	9,255	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	2,623	20,928	SH		SOLE		20,928	0	0
TALOS ENERGY INC	COM	87484T108	16,741	823,469	SH		SOLE		823,469	0	0
TALOS ENERGY INC	COM	87484T108	57,795	2,842,839	SH		OTR	1	0	2,842,839	0
TALOS ENERGY INC	COM	87484T108	126	6,187	SH		OTR	5	0	6,187	0
TANDEM DIABETES CARE INC	COM NEW	875372203	714	12,100	SH		SOLE		12,100	0	0
TANDEM DIABETES CARE INC	COM NEW	875372203	3,757	63,700	SH		OTR	1	0	63,700	0
TAPESTRY INC	COM	876030107	966	37,101	SH		OTR	1	0	37,101	0
TAPESTRY INC	COM	876030107	291	11,181	SH		SOLE		11,181	0	0
TARGET CORP	COM	87612E106	18,583	173,821	SH		OTR	1	0	173,821	0
TARGET CORP	COM	87612E106	2,015	18,851	SH		OTR	5	0	18,851	0
TARGET CORP	COM	87612E106	4,382	40,984	SH		SOLE		40,984	0	0
TAYLOR MORRISON HOME CORP	COM	87724P106	4,153	160,100	SH		OTR	1	0	160,100	0
TAYLOR MORRISON HOME CORP	COM	87724P106	786	30,300	SH		SOLE		30,300	0	0
TD AMERITRADE HLDG CORP	COM	87236Y108	79	1,700	SH		SOLE		1,700	0	0
TD AMERITRADE HLDG CORP	COM	87236Y108	1,622	34,743	SH		OTR	1	0	34,743	0
TECH DATA CORP	COM	878237106	3,997	38,341	SH		OTR	1	0	38,341	0
TECH DATA CORP	COM	878237106	761	7,300	SH		SOLE		7,300	0	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	46,355	31,223,000	PRN		OTR	1	0	31,223,000	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	57,106	38,465,000	PRN		SOLE		38,465,000	0	0
TELADOC HEALTH INC	NOTE 3.000%12/1	87918AAB1	7,137	4,188,000	PRN		OTR	1	0	4,188,000	0
TELADOC HEALTH INC	NOTE 3.000%12/1	87918AAB1	116	68,000	PRN		OTR	4	6,000	62,000	0
TELARIA INC	COM	879181105	1,391	201,330	SH		OTR	1	0	201,330	0
TELARIA INC	COM	879181105	266	38,500	SH		SOLE		38,500	0	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	1,022	3,175	SH		SOLE		3,175	0	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	6,576	20,423	SH		OTR	1	0	20,423	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	505	1,569	SH		OTR	5	0	1,569	0
TELEFLEX INC	COM	879369106	685	2,017	SH		SOLE		2,017	0	0
TELEFLEX INC	COM	879369106	21,413	63,025	SH		OTR	1	0	63,025	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	2,721	105,452	SH		OTR	1	0	105,452	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	465	18,013	SH		SOLE		18,013	0	0
TENET HEALTHCARE CORP	COM NEW	88033G407	1,871	84,600	SH		OTR	1	0	84,600	0
TENET HEALTHCARE CORP	COM NEW	88033G407	356	16,100	SH		SOLE		16,100	0	0
TERADYNE INC	COM	880770102	12,298	212,361	SH		OTR	1	0	212,361	0
TERADYNE INC	COM	880770102	946	16,340	SH		SOLE		16,340	0	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	1,574	827,000	PRN		SOLE		827,000	0	0
TERRITORIAL BANCORP INC	COM	88145X108	90	3,136	SH		SOLE		3,136	0	0
TERRITORIAL BANCORP INC	COM	88145X108	513	17,945	SH		OTR	1	0	17,945	0
TESLA INC	NOTE 1.250% 3/0	88160RAC5	2,203	2,252,000	PRN		SOLE		2,252,000	0	0
TESLA INC	NOTE 2.000% 5/1	88160RAG6	1,566	1,538,000	PRN		SOLE		1,538,000	0	0
TETRA TECH INC NEW	COM	88162G103	5,347	61,629	SH		OTR	1	0	61,629	0
TETRA TECH INC NEW	COM	88162G103	387	4,455	SH		OTR	5	0	4,455	0
TETRA TECH INC NEW	COM	88162G103	1,041	11,996	SH		SOLE		11,996	0	0
TEXAS CAPITAL BANCSHARES INC	COM	88224Q107	528	9,656	SH		OTR	1	0	9,656	0
TEXAS INSTRS INC	COM	882508104	32,174	248,946	SH		OTR	1	0	248,946	0
TEXAS INSTRS INC	COM	882508104	1,506	11,656	SH		OTR	5	0	11,656	0
TEXAS INSTRS INC	COM	882508104	5,526	42,754	SH		SOLE		42,754	0	0
TEXAS ROADHOUSE INC	COM	882681109	431	8,215	SH		OTR	1	0	8,215	0
TEXAS ROADHOUSE INC	COM	882681109	84	1,600	SH		SOLE		1,600	0	0
TEXTRON INC	COM	883203101	1,719	35,102	SH		OTR	1	0	35,102	0
TEXTRON INC	COM	883203101	462	9,429	SH		SOLE		9,429	0	0
THE CHARLES SCHWAB CORPORATI	COM	808513105	7,730	184,798	SH		OTR	1	0	184,798	0
THE CHARLES SCHWAB CORPORATI	COM	808513105	1,739	41,576	SH		SOLE		41,576	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	19,382	66,543	SH		OTR	1	0	66,543	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	80	275	SH		OTR	5	0	275	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	4,633	15,906	SH		SOLE		15,906	0	0
TIFFANY & CO NEW	COM	886547108	1,295	13,984	SH		OTR	1	0	13,984	0
TIFFANY & CO NEW	COM	886547108	402	4,341	SH		SOLE		4,341	0	0
TILLYS INC	CL A	886885102	472	50,000	SH		OTR	1	0	50,000	0
TILLYS INC	CL A	886885102	87	9,200	SH		SOLE		9,200	0	0
TIMKEN CO	COM	887389104	6,984	160,524	SH		OTR	1	0	160,524	0
TIMKEN CO	COM	887389104	795	18,277	SH		SOLE		18,277	0	0
TIPTREE INC	COM	88822Q103	49	6,679	SH		SOLE		6,679	0	0
TIPTREE INC	COM	88822Q103	215	29,579	SH		OTR	1	0	29,579	0
TITAN MACHY INC	COM	88830R101	2,130	148,523	SH		OTR	1	0	148,523	0
TITAN MACHY INC	COM	88830R101	398	27,774	SH		SOLE		27,774	0	0
TIVO CORP	COM	88870P106	2,082	273,400	SH		OTR	1	0	273,400	0
TIVO CORP	COM	88870P106	396	52,000	SH		SOLE		52,000	0	0
TJX COS INC NEW	COM	872540109	9,384	168,353	SH		OTR	1	0	168,353	0
TJX COS INC NEW	COM	872540109	2,542	45,603	SH		SOLE		45,603	0	0
TOLL BROTHERS INC	COM	889478103	1,248	30,396	SH		OTR	5	0	30,396	0
TOLL BROTHERS INC	COM	889478103	1,887	45,976	SH		SOLE		45,976	0	0
TOLL BROTHERS INC	COM	889478103	12,300	299,639	SH		OTR	1	0	299,639	0
TOPBUILD CORP	COM	89055F103	3,828	39,700	SH		OTR	1	0	39,700	0
TOPBUILD CORP	COM	89055F103	723	7,500	SH		SOLE		7,500	0	0
TRACTOR SUPPLY CO	COM	892356106	1,395	15,425	SH		OTR	1	0	15,425	0
TRACTOR SUPPLY CO	COM	892356106	394	4,359	SH		SOLE		4,359	0	0
TRANSDIGM GROUP INC	COM	893641100	3,595	6,904	SH		OTR	1	0	6,904	0
TRANSDIGM GROUP INC	COM	893641100	933	1,792	SH		SOLE		1,792	0	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	14,127	17,197,000	PRN		OTR	1	0	17,197,000	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	24	29,000	PRN		OTR	4	2,000	27,000	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	15,797	19,221,000	PRN		SOLE		19,221,000	0	0
TRANSUNION	COM	89400J107	8,880	109,480	SH		OTR	1	0	109,480	0
TRANSUNION	COM	89400J107	754	9,302	SH		SOLE		9,302	0	0
TRAVELERS COMPANIES INC	COM	89417E109	1,351	9,087	SH		SOLE		9,087	0	0
TRAVELERS COMPANIES INC	COM	89417E109	7,037	47,326	SH		OTR	1	0	47,326	0
TRAVELZOO	COM NEW	89421Q205	1,593	149,040	SH		OTR	1	0	149,040	0
TRAVELZOO	COM NEW	89421Q205	300	28,092	SH		SOLE		28,092	0	0
TREDEGAR CORP	COM	894650100	3,004	153,903	SH		OTR	1	0	153,903	0
TREDEGAR CORP	COM	894650100	571	29,275	SH		SOLE		29,275	0	0
TREEHOUSE FOODS INC	COM	89469A104	2,706	48,794	SH		OTR	1	0	48,794	0
TREEHOUSE FOODS INC	COM	89469A104	60	1,078	SH		SOLE		1,078	0	0
TRI POINTE GROUP INC	COM	87265H109	221	14,700	SH		OTR	1	0	14,700	0
TRI POINTE GROUP INC	COM	87265H109	45	3,000	SH		SOLE		3,000	0	0
TRIMAS CORP	COM NEW	896215209	1,342	43,779	SH		OTR	1	0	43,779	0
TRIMAS CORP	COM NEW	896215209	257	8,400	SH		SOLE		8,400	0	0
TRINET GROUP INC	COM	896288107	2,295	36,900	SH		OTR	1	0	36,900	0
TRINET GROUP INC	COM	896288107	448	7,200	SH		SOLE		7,200	0	0
TRIPADVISOR INC	COM	896945201	4,151	107,319	SH		OTR	1	0	107,319	0
TRIPADVISOR INC	COM	896945201	349	9,028	SH		SOLE		9,028	0	0
TRIPLE-S MGMT CORP	CL B	896749108	270	20,118	SH		OTR	1	0	20,118	0
TRIPLE-S MGMT CORP	CL B	896749108	50	3,761	SH		SOLE		3,761	0	0
TRISTATE CAP HLDGS INC	COM	89678F100	1,035	49,206	SH		OTR	1	0	49,206	0
TRISTATE CAP HLDGS INC	COM	89678F100	189	9,000	SH		SOLE		9,000	0	0
TRUEBLUE INC	COM	89785X101	243	11,531	SH		SOLE		11,531	0	0
TRUEBLUE INC	COM	89785X101	1,310	62,095	SH		OTR	1	0	62,095	0
TTEC HLDGS INC	COM	89854H102	298	6,220	SH		OTR	1	0	6,220	0
TTEC HLDGS INC	COM	89854H102	57	1,200	SH		SOLE		1,200	0	0
TTM TECHNOLOGIES INC	COM	87305R109	2,281	187,042	SH		OTR	1	0	187,042	0
TTM TECHNOLOGIES INC	COM	87305R109	428	35,100	SH		SOLE		35,100	0	0
TWILIO INC	NOTE 0.250% 6/0	90138FAB8	9,245	5,532,000	PRN		OTR	1	0	5,532,000	0
TWILIO INC	NOTE 0.250% 6/0	90138FAB8	13,522	8,091,000	PRN		SOLE		8,091,000	0	0
TWITTER INC	COM	90184L102	14,644	355,426	SH		OTR	1	0	355,426	0
TWITTER INC	COM	90184L102	2,272	55,157	SH		SOLE		55,157	0	0
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	1,634	1,540,000	PRN		SOLE		1,540,000	0	0
TYSON FOODS INC	CL A	902494103	4,181	48,534	SH		SOLE		48,534	0	0
TYSON FOODS INC	CL A	902494103	2,588	30,043	SH		OTR	5	0	30,043	0
TYSON FOODS INC	CL A	902494103	18,590	215,809	SH		OTR	1	0	215,809	0
U S CONCRETE INC	COM NEW	90333L201	630	11,400	SH		SOLE		11,400	0	0
U S CONCRETE INC	COM NEW	90333L201	3,350	60,600	SH		OTR	1	0	60,600	0
UBER TECHNOLOGIES INC	COM	90353T100	1,600	52,509	SH		OTR	1	0	52,509	0
UDR INC	COM	902653104	2,691	55,512	SH		OTR	1	0	55,512	0
UDR INC	COM	902653104	3,287	67,807	SH		SOLE		67,807	0	0
UFP TECHNOLOGIES INC	COM	902673102	181	4,700	SH		OTR	1	0	4,700	0
UFP TECHNOLOGIES INC	COM	902673102	31	800	SH		SOLE		800	0	0
ULTA BEAUTY INC	COM	90384S303	1,903	7,592	SH		OTR	1	0	7,592	0
ULTA BEAUTY INC	COM	90384S303	528	2,105	SH		SOLE		2,105	0	0
ULTRA CLEAN HLDGS INC	COM	90385V107	250	17,100	SH		OTR	1	0	17,100	0
ULTRA CLEAN HLDGS INC	COM	90385V107	47	3,200	SH		SOLE		3,200	0	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	316	7,391	SH		SOLE		7,391	0	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	1,693	39,580	SH		OTR	1	0	39,580	0
UMPQUA HLDGS CORP	COM	904214103	769	46,714	SH		OTR	1	0	46,714	0
UNDER ARMOUR INC	CL A	904311107	483	24,242	SH		OTR	1	0	24,242	0
UNDER ARMOUR INC	CL A	904311107	69	3,436	SH		SOLE		3,436	0	0
UNDER ARMOUR INC	CL C	904311206	454	25,044	SH		OTR	1	0	25,044	0
UNDER ARMOUR INC	CL C	904311206	200	11,010	SH		SOLE		11,010	0	0
UNION PACIFIC CORP	COM	907818108	40,522	250,165	SH		OTR	1	0	250,165	0
UNION PACIFIC CORP	COM	907818108	3,960	24,449	SH		OTR	5	0	24,449	0
UNION PACIFIC CORP	COM	907818108	8,101	50,012	SH		SOLE		50,012	0	0
UNISYS CORP	COM NEW	909214306	169	22,800	SH		OTR	1	0	22,800	0
UNISYS CORP	COM NEW	909214306	33	4,400	SH		SOLE		4,400	0	0
UNITED AIRLINES HLDGS INC	COM	910047109	16,796	189,981	SH		OTR	1	0	189,981	0
UNITED AIRLINES HLDGS INC	COM	910047109	782	8,840	SH		OTR	5	0	8,840	0
UNITED AIRLINES HLDGS INC	COM	910047109	2,029	22,955	SH		SOLE		22,955	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	11,829	98,720	SH		OTR	1	0	98,720	0
UNITED PARCEL SERVICE INC	CL B	911312106	3,092	25,806	SH		SOLE		25,806	0	0
UNITED RENTALS INC	COM	911363109	1,247	10,003	SH		OTR	1	0	10,003	0
UNITED RENTALS INC	COM	911363109	362	2,906	SH		SOLE		2,906	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	24,829	181,868	SH		OTR	1	0	181,868	0
UNITED TECHNOLOGIES CORP	COM	913017109	4,941	36,192	SH		SOLE		36,192	0	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	4,983	62,488	SH		OTR	1	0	62,488	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	331	4,151	SH		SOLE		4,151	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	5,124	23,579	SH		OTR	5	0	23,579	0
UNITEDHEALTH GROUP INC	COM	91324P102	10,831	49,841	SH		SOLE		49,841	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	56,087	258,087	SH		OTR	1	0	258,087	0
UNITI GROUP INC	COM	91325V108	1,457	187,600	SH		OTR	1	0	187,600	0
UNITI GROUP INC	COM	91325V108	1,728	222,500	SH		SOLE		222,500	0	0
UNIVERSAL CORP VA	COM	913456109	3,193	58,260	SH		OTR	1	0	58,260	0
UNIVERSAL CORP VA	COM	913456109	607	11,067	SH		SOLE		11,067	0	0
UNIVERSAL ELECTRS INC	COM	913483103	1,975	38,800	SH		OTR	1	0	38,800	0
UNIVERSAL ELECTRS INC	COM	913483103	366	7,200	SH		SOLE		7,200	0	0
UNIVERSAL FST PRODS INC	COM	913543104	698	17,500	SH		SOLE		17,500	0	0
UNIVERSAL FST PRODS INC	COM	913543104	3,669	92,000	SH		OTR	1	0	92,000	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	348	2,337	SH		SOLE		2,337	0	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	1,559	10,481	SH		OTR	1	0	10,481	0
UNUM GROUP	COM	91529Y106	3,899	131,184	SH		OTR	1	0	131,184	0
UNUM GROUP	COM	91529Y106	596	20,068	SH		SOLE		20,068	0	0
UPLAND SOFTWARE INC	COM	91544A109	358	10,261	SH		OTR	1	0	10,261	0
UPLAND SOFTWARE INC	COM	91544A109	70	2,000	SH		SOLE		2,000	0	0
US BANCORP DEL	COM NEW	902973304	11,943	215,816	SH		OTR	1	0	215,816	0
US BANCORP DEL	COM NEW	902973304	2,717	49,094	SH		SOLE		49,094	0	0
US FOODS HLDG CORP	COM	912008109	10,840	263,751	SH		OTR	1	0	263,751	0
US FOODS HLDG CORP	COM	912008109	865	21,039	SH		SOLE		21,039	0	0
V F CORP	COM	918204108	3,742	42,045	SH		OTR	1	0	42,045	0
V F CORP	COM	918204108	1,019	11,449	SH		SOLE		11,449	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	1,618	18,980	SH		OTR	5	0	18,980	0
VALERO ENERGY CORP NEW	COM	91913Y100	3,486	40,898	SH		SOLE		40,898	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	11,559	135,606	SH		OTR	1	0	135,606	0
VALVOLINE INC	COM	92047W101	309	14,026	SH		OTR	1	0	14,026	0
VANDA PHARMACEUTICALS INC	COM	921659108	659	49,622	SH		OTR	1	0	49,622	0
VANDA PHARMACEUTICALS INC	COM	921659108	122	9,200	SH		SOLE		9,200	0	0
VANECK VECTORS ETF TR	HIGH YLD MUN ETF	92189H409	1,507	23,393	SH		OTR	1	0	23,393	0
VANECK VECTORS ETF TR	HIGH YLD MUN ETF	92189H409	487	7,561	SH		SOLE		7,561	0	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	473,323	1,736,328	SH		OTR	3	0	1,736,328	0
VAREX IMAGING CORP	COM	92214X106	585	20,500	SH		SOLE		20,500	0	0
VAREX IMAGING CORP	COM	92214X106	3,099	108,600	SH		OTR	1	0	108,600	0
VARIAN MED SYS INC	COM	92220P105	1,020	8,564	SH		SOLE		8,564	0	0
VARIAN MED SYS INC	COM	92220P105	9,571	80,368	SH		OTR	1	0	80,368	0
VECTOR GROUP LTD	COM	92240M108	3,294	276,570	SH		OTR	1	0	276,570	0
VECTOR GROUP LTD	COM	92240M108	619	51,975	SH		SOLE		51,975	0	0
VECTRUS INC	COM	92242T101	2,825	69,503	SH		OTR	1	0	69,503	0
VECTRUS INC	COM	92242T101	536	13,179	SH		SOLE		13,179	0	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	488	545,000	PRN		SOLE		545,000	0	0
VEEVA SYS INC	CL A COM	922475108	9,912	64,916	SH		OTR	1	0	64,916	0
VEEVA SYS INC	CL A COM	922475108	858	5,617	SH		SOLE		5,617	0	0
VENTAS INC	COM	92276F100	1,075	14,718	SH		OTR	5	0	14,718	0
VENTAS INC	COM	92276F100	15,938	218,243	SH		SOLE		218,243	0	0
VENTAS INC	COM	92276F100	12,745	174,524	SH		OTR	1	0	174,524	0
VERA BRADLEY INC	COM	92335C106	303	30,022	SH		SOLE		30,022	0	0
VERA BRADLEY INC	COM	92335C106	1,617	160,108	SH		OTR	1	0	160,108	0
VEREIT INC	COM	92339V100	3,012	307,960	SH		OTR	1	0	307,960	0
VEREIT INC	COM	92339V100	3,356	343,102	SH		SOLE		343,102	0	0
VERINT SYS INC	COM	92343X100	1,264	29,556	SH		OTR	1	0	29,556	0
VERINT SYS INC	COM	92343X100	239	5,588	SH		SOLE		5,588	0	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	34,150	33,820,000	PRN		OTR	1	0	33,820,000	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	77	77,000	PRN		OTR	4	8,000	69,000	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	40,293	39,876,000	PRN		SOLE		39,876,000	0	0
VERISIGN INC	COM	92343E102	9,391	49,783	SH		OTR	1	0	49,783	0
VERISIGN INC	COM	92343E102	2,299	12,187	SH		SOLE		12,187	0	0
VERISIGN INC	COM	92343E102	687	3,644	SH		OTR	5	0	3,644	0
VERISK ANALYTICS INC	COM	92345Y106	8,519	53,870	SH		OTR	1	0	53,870	0
VERISK ANALYTICS INC	COM	92345Y106	1,481	9,366	SH		SOLE		9,366	0	0
VERITIV CORP	COM	923454102	877	48,495	SH		OTR	1	0	48,495	0
VERITIV CORP	COM	923454102	169	9,366	SH		SOLE		9,366	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	40,863	676,993	SH		OTR	1	0	676,993	0
VERIZON COMMUNICATIONS INC	COM	92343V104	2,651	43,923	SH		OTR	5	0	43,923	0
VERIZON COMMUNICATIONS INC	COM	92343V104	12,729	210,885	SH		SOLE		210,885	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	1,708	10,082	SH		SOLE		10,082	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	6,347	37,463	SH		OTR	1	0	37,463	0
VIACOM INC NEW	CL A	92553P102	943	35,917	SH		OTR	1	0	35,917	0
VIACOM INC NEW	CL A	92553P102	112	4,247	SH		SOLE		4,247	0	0
VIACOM INC NEW	CL B	92553P201	1,096	45,605	SH		OTR	1	0	45,605	0
VIACOM INC NEW	CL B	92553P201	312	12,967	SH		SOLE		12,967	0	0
VIAD CORP	COM NEW	92552R406	3,371	50,200	SH		OTR	1	0	50,200	0
VIAD CORP	COM NEW	92552R406	638	9,500	SH		SOLE		9,500	0	0
VIAVI SOLUTIONS INC	COM	925550105	1,465	104,591	SH		OTR	1	0	104,591	0
VIAVI SOLUTIONS INC	COM	925550105	272	19,400	SH		SOLE		19,400	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	33,492	27,211,000	PRN		OTR	1	0	27,211,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	58	47,000	PRN		OTR	4	4,000	43,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	36,961	30,019,000	PRN		SOLE		30,019,000	0	0
VICI PPTYS INC	COM	925652109	219	9,654	SH		OTR	1	0	9,654	0
VICI PPTYS INC	COM	925652109	219	9,654	SH		SOLE		9,654	0	0
VIPSHOP HLDGS LTD	SPONSORED ADS A	92763W103	763	85,474	SH		OTR	1	0	85,474	0
VIPSHOP HLDGS LTD	SPONSORED ADS A	92763W103	481	53,900	SH		SOLE		53,900	0	0
VISA INC	COM CL A	92826C839	78,274	455,054	SH		OTR	1	0	455,054	0
VISA INC	COM CL A	92826C839	5,835	33,922	SH		OTR	5	0	33,922	0
VISA INC	COM CL A	92826C839	15,257	88,697	SH		SOLE		88,697	0	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	2,675	158,002	SH		OTR	1	0	158,002	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	491	28,999	SH		SOLE		28,999	0	0
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	726	775,000	PRN		SOLE		775,000	0	0
VISTRA ENERGY CORP	COM	92840M102	372	13,918	SH		OTR	2	0	13,918	0
VISTRA ENERGY CORP	COM	92840M102	99	3,700	SH		SOLE		3,700	0	0
VISTRA ENERGY CORP	COM	92840M102	239	8,959	SH		OTR	1	0	8,959	0
VMWARE INC	CL A COM	928563402	114	757	SH		SOLE		757	0	0
VMWARE INC	CL A COM	928563402	3,119	20,787	SH		OTR	1	0	20,787	0
VOCERA COMMUNICATIONS INC	NOTE 1.500% 5/1	92857FAB3	194	185,000	PRN		SOLE		185,000	0	0
VORNADO RLTY TR	SH BEN INT	929042109	1,561	24,524	SH		OTR	1	0	24,524	0
VORNADO RLTY TR	SH BEN INT	929042109	1,997	31,365	SH		SOLE		31,365	0	0
VOYA FINL INC	COM	929089100	7,410	136,122	SH		OTR	1	0	136,122	0
VOYA FINL INC	COM	929089100	1,655	30,402	SH		SOLE		30,402	0	0
VULCAN MATLS CO	COM	929160109	2,577	17,041	SH		OTR	1	0	17,041	0
VULCAN MATLS CO	COM	929160109	679	4,489	SH		SOLE		4,489	0	0
W P CAREY INC	COM	92936U109	1,332	14,887	SH		SOLE		14,887	0	0
W P CAREY INC	COM	92936U109	1,132	12,646	SH		OTR	1	0	12,646	0
WABASH NATL CORP	COM	929566107	579	39,900	SH		SOLE		39,900	0	0
WABASH NATL CORP	COM	929566107	3,046	209,926	SH		OTR	1	0	209,926	0
WABTEC CORP	COM	929740108	1,686	23,467	SH		OTR	1	0	23,467	0
WABTEC CORP	COM	929740108	490	6,820	SH		SOLE		6,820	0	0
WADDELL & REED FINL INC	CL A	930059100	3,175	184,800	SH		OTR	1	0	184,800	0
WADDELL & REED FINL INC	CL A	930059100	601	35,000	SH		SOLE		35,000	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	6,906	124,866	SH		OTR	1	0	124,866	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	1,497	27,072	SH		SOLE		27,072	0	0
WALMART INC	COM	931142103	10,738	90,480	SH		SOLE		90,480	0	0
WALMART INC	COM	931142103	35,910	302,581	SH		OTR	1	0	302,581	0
WALMART INC	COM	931142103	4,808	40,514	SH		OTR	5	0	40,514	0
WARRIOR MET COAL INC	COM	93627C101	2,829	144,914	SH		OTR	1	0	144,914	0
WARRIOR MET COAL INC	COM	93627C101	538	27,546	SH		SOLE		27,546	0	0
WASTE MGMT INC DEL	COM	94106L109	13,935	121,172	SH		OTR	1	0	121,172	0
WASTE MGMT INC DEL	COM	94106L109	3,000	26,084	SH		OTR	5	0	26,084	0
WASTE MGMT INC DEL	COM	94106L109	4,154	36,120	SH		SOLE		36,120	0	0
WATERS CORP	COM	941848103	1,923	8,613	SH		OTR	1	0	8,613	0
WATERS CORP	COM	941848103	509	2,279	SH		SOLE		2,279	0	0
WAYFAIR INC	NOTE 0.375% 9/0	94419LAB7	629	508,000	PRN		SOLE		508,000	0	0
WEC ENERGY GROUP INC	COM	92939U106	6,778	71,274	SH		OTR	1	0	71,274	0
WEC ENERGY GROUP INC	COM	92939U106	1,121	11,788	SH		SOLE		11,788	0	0
WEINGARTEN RLTY INVS	SH BEN INT	948741103	2,306	79,158	SH		SOLE		79,158	0	0
WEINGARTEN RLTY INVS	SH BEN INT	948741103	2,129	73,082	SH		OTR	1	0	73,082	0
WELLCARE HEALTH PLANS INC	COM	94946T106	385	1,485	SH		SOLE		1,485	0	0
WELLCARE HEALTH PLANS INC	COM	94946T106	1,680	6,483	SH		OTR	1	0	6,483	0
WELLS FARGO CO NEW	COM	949746101	32,462	643,577	SH		OTR	1	0	643,577	0
WELLS FARGO CO NEW	COM	949746101	1,669	33,083	SH		OTR	5	0	33,083	0
WELLS FARGO CO NEW	COM	949746101	10,257	203,342	SH		SOLE		203,342	0	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	34,866	22,952	SH		OTR	1	0	22,952	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	79	52	SH		OTR	4	5	47	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	55,674	36,664	SH		SOLE		36,664	0	0
WELLS FARGO INCOME OPPORTUNI	WF INC OPPTY FD	94987B105	514	62,370	SH		SOLE		62,370	0	0
WELLTOWER INC	COM	95040Q104	612	6,753	SH		OTR	5	0	6,753	0
WELLTOWER INC	COM	95040Q104	18,209	200,868	SH		SOLE		200,868	0	0
WELLTOWER INC	COM	95040Q104	15,144	167,062	SH		OTR	1	0	167,062	0
WESBANCO INC	COM	950810101	696	18,625	SH		SOLE		18,625	0	0
WESBANCO INC	COM	950810101	3,637	97,337	SH		OTR	1	0	97,337	0
WESTERN DIGITAL CORP	COM	958102105	2,268	38,027	SH		OTR	1	0	38,027	0
WESTERN DIGITAL CORP	COM	958102105	643	10,776	SH		SOLE		10,776	0	0
WESTERN DIGITAL CORP	NOTE 1.500% 2/0	958102AP0	10,828	11,250,000	PRN		OTR	1	0	11,250,000	0
WESTERN DIGITAL CORP	NOTE 1.500% 2/0	958102AP0	22,579	23,459,000	PRN		SOLE		23,459,000	0	0
WESTERN UN CO	COM	959802109	1,272	54,905	SH		OTR	1	0	54,905	0
WESTERN UN CO	COM	959802109	400	17,272	SH		SOLE		17,272	0	0
WESTROCK CO	COM	96145D105	569	15,609	SH		SOLE		15,609	0	0
WESTROCK CO	COM	96145D105	2,651	72,717	SH		OTR	1	0	72,717	0
WEYERHAEUSER CO	COM	962166104	5,715	206,323	SH		SOLE		206,323	0	0
WEYERHAEUSER CO	COM	962166104	4,778	172,490	SH		OTR	1	0	172,490	0
WHIRLPOOL CORP	COM	963320106	1,295	8,180	SH		OTR	1	0	8,180	0
WHIRLPOOL CORP	COM	963320106	383	2,416	SH		SOLE		2,416	0	0
WHITING PETE CORP NEW	NOTE 1.250% 4/0	966387AL6	837	854,000	PRN		OTR	1	0	854,000	0
WHITING PETE CORP NEW	NOTE 1.250% 4/0	966387AL6	1,636	1,669,000	PRN		SOLE		1,669,000	0	0
WILEY JOHN & SONS INC	CL A	968223206	3,372	76,750	SH		OTR	1	0	76,750	0
WILEY JOHN & SONS INC	CL A	968223206	395	9,000	SH		SOLE		9,000	0	0
WILLIAMS COS INC DEL	COM	969457100	4,419	183,669	SH		OTR	1	0	183,669	0
WILLIAMS COS INC DEL	COM	969457100	1,036	43,071	SH		SOLE		43,071	0	0
WILLIAMS SONOMA INC	COM	969904101	4,984	73,315	SH		OTR	1	0	73,315	0
WILLIAMS SONOMA INC	COM	969904101	315	4,639	SH		SOLE		4,639	0	0
WILLIS LEASE FINANCE CORP	COM	970646105	61	1,100	SH		SOLE		1,100	0	0
WILLIS LEASE FINANCE CORP	COM	970646105	338	6,100	SH		OTR	1	0	6,100	0
WINGSTOP INC	COM	974155103	724	8,300	SH		OTR	1	0	8,300	0
WINGSTOP INC	COM	974155103	140	1,600	SH		SOLE		1,600	0	0
WIX COM LTD	NOTE 7/0	92940WAB5	31,060	27,916,000	PRN		OTR	1	0	27,916,000	0
WIX COM LTD	NOTE 7/0	92940WAB5	36,521	32,824,000	PRN		SOLE		32,824,000	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	42,338	32,194,000	PRN		OTR	1	0	32,194,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	107	82,000	PRN		OTR	4	8,000	74,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	49,010	37,245,000	PRN		SOLE		37,245,000	0	0
WORKDAY INC	NOTE 1.500% 7/1	98138HAD3	695	332,000	PRN		SOLE		332,000	0	0
WORKIVA INC	COM CL A	98139A105	1,583	36,127	SH		OTR	1	0	36,127	0
WORKIVA INC	COM CL A	98139A105	294	6,700	SH		SOLE		6,700	0	0
WORLD FUEL SVCS CORP	COM	981475106	735	18,400	SH		SOLE		18,400	0	0
WORLD FUEL SVCS CORP	COM	981475106	3,874	97,000	SH		OTR	1	0	97,000	0
WRIGHT MED GROUP INC	NOTE 2.000% 2/1	98235TAE7	4,902	4,921,000	PRN		OTR	1	0	4,921,000	0
WRIGHT MED GROUP INC	NOTE 2.000% 2/1	98235TAE7	82	82,000	PRN		OTR	4	8,000	74,000	0
WYNN RESORTS LTD	COM	983134107	10,667	98,118	SH		OTR	1	0	98,118	0
WYNN RESORTS LTD	COM	983134107	745	6,854	SH		OTR	5	0	6,854	0
WYNN RESORTS LTD	COM	983134107	1,870	17,203	SH		SOLE		17,203	0	0
XCEL ENERGY INC	COM	98389B100	4,924	75,884	SH		OTR	1	0	75,884	0
XCEL ENERGY INC	COM	98389B100	1,155	17,803	SH		SOLE		17,803	0	0
XENCOR INC	COM	98401F105	209	6,206	SH		SOLE		6,206	0	0
XENCOR INC	COM	98401F105	1,072	31,774	SH		OTR	1	0	31,774	0
XENIA HOTELS & RESORTS INC	COM	984017103	2,684	127,100	SH		OTR	1	0	127,100	0
XENIA HOTELS & RESORTS INC	COM	984017103	3,219	152,400	SH		SOLE		152,400	0	0
XEROX HOLDINGS CORP	COM NEW	98421M106	4,967	166,051	SH		OTR	1	0	166,051	0
XEROX HOLDINGS CORP	COM NEW	98421M106	1,401	46,834	SH		SOLE		46,834	0	0
XILINX INC	COM	983919101	3,367	35,109	SH		OTR	1	0	35,109	0
XILINX INC	COM	983919101	898	9,364	SH		SOLE		9,364	0	0
XPERI CORP	COM	98421B100	806	38,999	SH		OTR	1	0	38,999	0
XPERI CORP	COM	98421B100	148	7,175	SH		SOLE		7,175	0	0
XPO LOGISTICS INC	COM	983793100	9,082	126,902	SH		OTR	1	0	126,902	0
XYLEM INC	COM	98419M100	522	6,556	SH		SOLE		6,556	0	0
XYLEM INC	COM	98419M100	1,847	23,198	SH		OTR	1	0	23,198	0
YUM BRANDS INC	COM	988498101	2,346	20,679	SH		SOLE		20,679	0	0
YUM BRANDS INC	COM	988498101	1,639	14,448	SH		OTR	5	0	14,448	0
YUM BRANDS INC	COM	988498101	9,817	86,548	SH		OTR	1	0	86,548	0
YUM CHINA HLDGS INC	COM	98850P109	20,461	450,375	SH		OTR	1	0	450,375	0
YUM CHINA HLDGS INC	COM	98850P109	1,397	30,744	SH		SOLE		30,744	0	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	103	500	SH		OTR	1	0	500	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	97	470	SH		SOLE		470	0	0
ZENDESK INC	NOTE 0.250% 3/1	98936JAB7	4,667	3,521,000	PRN		OTR	1	0	3,521,000	0
ZENDESK INC	NOTE 0.250% 3/1	98936JAB7	7,045	5,315,000	PRN		SOLE		5,315,000	0	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	5,107	37,203	SH		OTR	1	0	37,203	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	1,138	8,292	SH		SOLE		8,292	0	0
ZIONS BANCORPORATION N A	COM	989701107	1,017	22,833	SH		OTR	1	0	22,833	0
ZIONS BANCORPORATION N A	COM	989701107	317	7,115	SH		SOLE		7,115	0	0
ZIX CORP	COM	98974P100	179	24,768	SH		SOLE		24,768	0	0
ZIX CORP	COM	98974P100	945	130,490	SH		OTR	1	0	130,490	0
ZOETIS INC	CL A	98978V103	7,674	61,591	SH		OTR	1	0	61,591	0
ZOETIS INC	CL A	98978V103	2,100	16,855	SH		SOLE		16,855	0	0
ZUMIEZ INC	COM	989817101	732	23,100	SH		OTR	1	0	23,100	0
ZUMIEZ INC	COM	989817101	149	4,700	SH		SOLE		4,700	0	0
ZYNEX INC	COM	98986M103	99	10,400	SH		OTR	1	0	10,400	0
ZYNEX INC	COM	98986M103	20	2,100	SH		SOLE		2,100	0	0
ZYNGA INC	CL A	98986T108	135	23,140	SH		SOLE		23,140	0	0
ZYNGA INC	CL A	98986T108	944	162,200	SH		OTR	1	0	162,200	0