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

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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
3M CO	COM	88579Y101	2,689	15,240	SH		SOLE		15,240	0	0
3M CO	COM	88579Y101	14,535	82,391	SH		OTR	1	0	82,391	0
AAR CORP	COM	000361105	3,184	70,600	SH		OTR	1	0	70,600	0
AAR CORP	COM	000361105	677	15,000	SH		SOLE		15,000	0	0
AARONS INC	COM PAR $0.50	002535300	1,085	19,000	SH		OTR	1	0	19,000	0
AARONS INC	COM PAR $0.50	002535300	228	4,000	SH		SOLE		4,000	0	0
ABBOTT LABS	COM	002824100	22,241	256,060	SH		OTR	1	0	256,060	0
ABBOTT LABS	COM	002824100	333	3,839	SH		OTR	5	0	3,839	0
ABBOTT LABS	COM	002824100	4,293	49,427	SH		SOLE		49,427	0	0
ABBVIE INC	COM	00287Y109	2,513	28,379	SH		OTR	5	0	28,379	0
ABBVIE INC	COM	00287Y109	6,513	73,560	SH		SOLE		73,560	0	0
ABBVIE INC	COM	00287Y109	48,325	545,793	SH		OTR	1	0	545,793	0
ABIOMED INC	COM	003654100	216	1,264	SH		SOLE		1,264	0	0
ABIOMED INC	COM	003654100	986	5,779	SH		OTR	1	0	5,779	0
ACADIA PHARMACEUTICALS INC	COM	004225108	2,228	52,072	SH		OTR	1	0	52,072	0
ACADIA PHARMACEUTICALS INC	COM	004225108	475	11,105	SH		SOLE		11,105	0	0
ACCELERON PHARMA INC	COM	00434H108	2,042	38,522	SH		OTR	1	0	38,522	0
ACCELERON PHARMA INC	COM	00434H108	433	8,168	SH		SOLE		8,168	0	0
ACCURAY INC	COM	004397105	53	18,844	SH		OTR	1	0	18,844	0
ACCURAY INC	COM	004397105	11	3,882	SH		SOLE		3,882	0	0
ACI WORLDWIDE INC	COM	004498101	4,413	116,490	SH		OTR	1	0	116,490	0
ACI WORLDWIDE INC	COM	004498101	936	24,700	SH		SOLE		24,700	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	7,238	121,817	SH		OTR	1	0	121,817	0
ACTIVISION BLIZZARD INC	COM	00507V109	1,208	20,322	SH		SOLE		20,322	0	0
ACUITY BRANDS INC	COM	00508Y102	9,155	66,339	SH		OTR	1	0	66,339	0
ACUITY BRANDS INC	COM	00508Y102	949	6,875	SH		SOLE		6,875	0	0
ADOBE INC	COM	00724F101	42,241	128,077	SH		OTR	1	0	128,077	0
ADOBE INC	COM	00724F101	330	1,002	SH		OTR	5	0	1,002	0
ADOBE INC	COM	00724F101	5,107	15,486	SH		SOLE		15,486	0	0
ADT INC	COM	00090Q103	1,805	227,647	SH		OTR	1	0	227,647	0
ADT INC	COM	00090Q103	115	14,466	SH		SOLE		14,466	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	1,098	6,858	SH		SOLE		6,858	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	9,436	58,919	SH		OTR	1	0	58,919	0
ADVANCE AUTO PARTS INC	COM	00751Y106	409	2,551	SH		OTR	5	0	2,551	0
ADVANCED ENERGY INDS	COM	007973100	3,487	48,975	SH		OTR	1	0	48,975	0
ADVANCED ENERGY INDS	COM	007973100	726	10,200	SH		SOLE		10,200	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	6,538	142,565	SH		OTR	1	0	142,565	0
ADVANCED MICRO DEVICES INC	COM	007903107	1,332	29,050	SH		SOLE		29,050	0	0
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	35	6,000	PRN		DFND	1	0	6,000	0
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	522	90,000	PRN		SOLE		90,000	0	0
ADVANSIX INC	COM	00773T101	1,835	91,920	SH		OTR	1	0	91,920	0
ADVANSIX INC	COM	00773T101	391	19,600	SH		SOLE		19,600	0	0
AECOM	COM	00766T100	529	12,262	SH		SOLE		12,262	0	0
AECOM	COM	00766T100	4,936	114,444	SH		OTR	1	0	114,444	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	7,110	3,909,000	PRN		SOLE		3,909,000	0	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	60	33,000	PRN		OTR	4	0	33,000	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	32,952	18,118,000	PRN		OTR	1	0	18,118,000	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	3,530	1,944,000	PRN		DFND	1	0	1,944,000	0
AES CORP	COM	00130H105	17,845	896,731	SH		OTR	1	0	896,731	0
AES CORP	COM	00130H105	1,356	68,136	SH		OTR	5	0	68,136	0
AES CORP	COM	00130H105	2,675	134,441	SH		SOLE		134,441	0	0
AFLAC INC	COM	001055102	6,622	125,188	SH		OTR	1	0	125,188	0
AFLAC INC	COM	001055102	998	18,862	SH		SOLE		18,862	0	0
AGCO CORP	COM	001084102	1,281	16,577	SH		SOLE		16,577	0	0
AGCO CORP	COM	001084102	10,319	133,578	SH		OTR	1	0	133,578	0
AGCO CORP	COM	001084102	707	9,151	SH		OTR	5	0	9,151	0
AGILENT TECHNOLOGIES INC	COM	00846U101	3,391	39,751	SH		OTR	1	0	39,751	0
AGILENT TECHNOLOGIES INC	COM	00846U101	708	8,294	SH		SOLE		8,294	0	0
AGREE REALTY CORP	COM	008492100	1,179	16,800	SH		OTR	1	0	16,800	0
AGREE REALTY CORP	COM	008492100	253	3,600	SH		SOLE		3,600	0	0
AIMMUNE THERAPEUTICS INC	COM	00900T107	1,102	32,912	SH		OTR	1	0	32,912	0
AIMMUNE THERAPEUTICS INC	COM	00900T107	234	6,979	SH		SOLE		6,979	0	0
AIR PRODS & CHEMS INC	COM	009158106	8,258	35,140	SH		OTR	1	0	35,140	0
AIR PRODS & CHEMS INC	COM	009158106	1,358	5,778	SH		SOLE		5,778	0	0
AIR TRANSPORT SERVICES GRP I	NOTE 1.125%10/1	00922RAB1	63	65,000	PRN		SOLE		65,000	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	1,350	15,623	SH		OTR	5	0	15,623	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	2,938	34,007	SH		SOLE		34,007	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	16,005	185,288	SH		OTR	1	0	185,288	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	5,662	5,125,000	PRN		DFND	1	0	5,125,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	87	79,000	PRN		OTR	4	0	79,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	366	330,000	PRN		SOLE		330,000	0	0
ALASKA AIR GROUP INC	COM	011659109	1,066	15,740	SH		OTR	1	0	15,740	0
ALASKA AIR GROUP INC	COM	011659109	198	2,916	SH		SOLE		2,916	0	0
ALBEMARLE CORP	COM	012653101	988	13,522	SH		OTR	1	0	13,522	0
ALBEMARLE CORP	COM	012653101	227	3,106	SH		SOLE		3,106	0	0
ALEXANDERS INC	COM	014752109	297	900	SH		SOLE		900	0	0
ALEXANDERS INC	COM	014752109	1,553	4,700	SH		OTR	1	0	4,700	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	3,690	22,836	SH		OTR	1	0	22,836	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	604	3,741	SH		SOLE		3,741	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	5,262	48,655	SH		OTR	1	0	48,655	0
ALEXION PHARMACEUTICALS INC	COM	015351109	773	7,143	SH		SOLE		7,143	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	6	26	SH		DFND	1	0	26	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	14,702	69,315	SH		OTR	1	0	69,315	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	2,036	9,600	SH		SOLE		9,600	0	0
ALIGN TECHNOLOGY INC	COM	016255101	4,301	15,414	SH		OTR	1	0	15,414	0
ALIGN TECHNOLOGY INC	COM	016255101	774	2,773	SH		SOLE		2,773	0	0
ALLAKOS INC	COM	01671P100	191	2,000	SH		SOLE		2,000	0	0
ALLAKOS INC	COM	01671P100	915	9,600	SH		OTR	1	0	9,600	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	112	70,000	PRN		SOLE		70,000	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	2,072	18,470	SH		OTR	1	0	18,470	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	611	5,442	SH		SOLE		5,442	0	0
ALLIANT ENERGY CORP	COM	018802108	1,714	31,328	SH		OTR	1	0	31,328	0
ALLIANT ENERGY CORP	COM	018802108	372	6,797	SH		SOLE		6,797	0	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	514	10,600	SH		OTR	1	0	10,600	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	112	2,300	SH		SOLE		2,300	0	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	3,416	70,697	SH		OTR	1	0	70,697	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	385	7,962	SH		SOLE		7,962	0	0
ALLSTATE CORP	COM	020002101	1,565	13,914	SH		OTR	5	0	13,914	0
ALLSTATE CORP	COM	020002101	2,109	18,757	SH		SOLE		18,757	0	0
ALLSTATE CORP	COM	020002101	12,786	113,700	SH		OTR	1	0	113,700	0
ALPHABET INC	CAP STK CL A	02079K305	101,002	75,409	SH		OTR	1	0	75,409	0
ALPHABET INC	CAP STK CL A	02079K305	3,902	2,913	SH		OTR	5	0	2,913	0
ALPHABET INC	CAP STK CL A	02079K305	16,465	12,293	SH		SOLE		12,293	0	0
ALPHABET INC	CAP STK CL C	02079K107	5,216	3,901	SH		OTR	5	0	3,901	0
ALPHABET INC	CAP STK CL C	02079K107	15,322	11,460	SH		SOLE		11,460	0	0
ALPHABET INC	CAP STK CL C	02079K107	109,229	81,696	SH		OTR	1	0	81,696	0
ALTICE USA INC	CL A	02156K103	1,990	72,798	SH		OTR	1	0	72,798	0
ALTICE USA INC	CL A	02156K103	576	21,055	SH		SOLE		21,055	0	0
ALTRIA GROUP INC	COM	02209S103	375	7,516	SH		OTR	5	0	7,516	0
ALTRIA GROUP INC	COM	02209S103	1,604	32,145	SH		SOLE		32,145	0	0
ALTRIA GROUP INC	COM	02209S103	15,014	300,831	SH		OTR	1	0	300,831	0
ALZA CORP	SDCV 7/2	02261WAB5	22,796	11,340,000	PRN		SOLE		11,340,000	0	0
AMAZON COM INC	COM	023135106	199,099	107,747	SH		OTR	1	0	107,747	0
AMAZON COM INC	COM	023135106	7,693	4,163	SH		OTR	5	0	4,163	0
AMAZON COM INC	COM	023135106	27,653	14,965	SH		SOLE		14,965	0	0
AMEREN CORP	COM	023608102	2,620	34,117	SH		OTR	1	0	34,117	0
AMEREN CORP	COM	023608102	489	6,368	SH		SOLE		6,368	0	0
AMERICAN AIRLS GROUP INC	COM	02376R102	1,450	50,563	SH		OTR	1	0	50,563	0
AMERICAN AIRLS GROUP INC	COM	02376R102	266	9,291	SH		SOLE		9,291	0	0
AMERICAN ASSETS TR INC	COM	024013104	555	12,100	SH		SOLE		12,100	0	0
AMERICAN ASSETS TR INC	COM	024013104	2,648	57,700	SH		OTR	1	0	57,700	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	2,051	43,613	SH		OTR	1	0	43,613	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	169	3,598	SH		SOLE		3,598	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	7,619	80,620	SH		OTR	1	0	80,620	0
AMERICAN ELEC PWR CO INC	COM	025537101	1,227	12,981	SH		SOLE		12,981	0	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	794	26,535	SH		OTR	1	0	26,535	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	157	5,237	SH		SOLE		5,237	0	0
AMERICAN EXPRESS CO	COM	025816109	19,734	158,521	SH		OTR	1	0	158,521	0
AMERICAN EXPRESS CO	COM	025816109	1,389	11,160	SH		OTR	5	0	11,160	0
AMERICAN EXPRESS CO	COM	025816109	3,770	30,283	SH		SOLE		30,283	0	0
AMERICAN FIN TR INC	COM CLASS A	02607T109	125	9,400	SH		SOLE		9,400	0	0
AMERICAN FIN TR INC	COM CLASS A	02607T109	586	44,200	SH		OTR	1	0	44,200	0
AMERICAN FINL GROUP INC OHIO	COM	025932104	389	3,544	SH		OTR	1	0	3,544	0
AMERICAN HOMES 4 RENT	CL A	02665T306	2,696	102,872	SH		OTR	1	0	102,872	0
AMERICAN HOMES 4 RENT	CL A	02665T306	270	10,283	SH		SOLE		10,283	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	23,827	464,184	SH		OTR	1	0	464,184	0
AMERICAN INTL GROUP INC	COM NEW	026874784	1,630	31,755	SH		OTR	5	0	31,755	0
AMERICAN INTL GROUP INC	COM NEW	026874784	3,654	71,188	SH		SOLE		71,188	0	0
AMERICAN NATL INS CO	COM	028591105	4,106	34,887	SH		OTR	1	0	34,887	0
AMERICAN NATL INS CO	COM	028591105	448	3,806	SH		SOLE		3,806	0	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	13,693	13,500,000	PRN		OTR	1	0	13,500,000	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	8,378	8,260,000	PRN		SOLE		8,260,000	0	0
AMERICAN STS WTR CO	COM	029899101	3,872	44,689	SH		OTR	1	0	44,689	0
AMERICAN STS WTR CO	COM	029899101	822	9,484	SH		SOLE		9,484	0	0
AMERICAN SUPERCONDUCTOR CORP	SHS NEW	030111207	16	2,000	SH		SOLE		2,000	0	0
AMERICAN SUPERCONDUCTOR CORP	SHS NEW	030111207	71	9,000	SH		OTR	1	0	9,000	0
AMERICAN TOWER CORP NEW	COM	03027X100	37,272	162,181	SH		OTR	1	0	162,181	0
AMERICAN TOWER CORP NEW	COM	03027X100	1,446	6,293	SH		OTR	5	0	6,293	0
AMERICAN TOWER CORP NEW	COM	03027X100	4,912	21,372	SH		SOLE		21,372	0	0
AMERICAN WOODMARK CORPORATIO	COM	030506109	2,498	23,900	SH		OTR	1	0	23,900	0
AMERICAN WOODMARK CORPORATIO	COM	030506109	523	5,000	SH		SOLE		5,000	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	2,832	23,049	SH		OTR	1	0	23,049	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	583	4,743	SH		SOLE		4,743	0	0
AMERICAS CAR MART INC	COM	03062T105	2,040	18,600	SH		OTR	1	0	18,600	0
AMERICAS CAR MART INC	COM	03062T105	472	4,300	SH		SOLE		4,300	0	0
AMERICOLD RLTY TR	COM	03064D108	287	8,179	SH		SOLE		8,179	0	0
AMERICOLD RLTY TR	COM	03064D108	2,197	62,656	SH		OTR	1	0	62,656	0
AMERIPRISE FINL INC	COM	03076C106	18,921	113,585	SH		OTR	1	0	113,585	0
AMERIPRISE FINL INC	COM	03076C106	1,403	8,425	SH		OTR	5	0	8,425	0
AMERIPRISE FINL INC	COM	03076C106	2,924	17,552	SH		SOLE		17,552	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	24,203	284,671	SH		OTR	1	0	284,671	0
AMERISOURCEBERGEN CORP	COM	03073E105	1,283	15,090	SH		OTR	5	0	15,090	0
AMERISOURCEBERGEN CORP	COM	03073E105	3,178	37,385	SH		SOLE		37,385	0	0
AMETEK INC NEW	COM	031100100	607	6,087	SH		SOLE		6,087	0	0
AMETEK INC NEW	COM	031100100	2,904	29,119	SH		OTR	1	0	29,119	0
AMGEN INC	COM	031162100	6,619	27,455	SH		SOLE		27,455	0	0
AMGEN INC	COM	031162100	52,706	218,633	SH		OTR	1	0	218,633	0
AMGEN INC	COM	031162100	2,660	11,033	SH		OTR	5	0	11,033	0
AMICUS THERAPEUTICS INC	COM	03152W109	1,833	188,241	SH		OTR	1	0	188,241	0
AMICUS THERAPEUTICS INC	COM	03152W109	388	39,865	SH		SOLE		39,865	0	0
AMKOR TECHNOLOGY INC	COM	031652100	3,016	232,024	SH		OTR	1	0	232,024	0
AMKOR TECHNOLOGY INC	COM	031652100	636	48,901	SH		SOLE		48,901	0	0
AMNEAL PHARMACEUTICALS INC	COM STK CL A	03168L105	3,115	646,300	SH		OTR	1	0	646,300	0
AMNEAL PHARMACEUTICALS INC	COM STK CL A	03168L105	669	138,900	SH		SOLE		138,900	0	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	2,858	148,136	SH		OTR	1	0	148,136	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	605	31,342	SH		SOLE		31,342	0	0
AMPHENOL CORP NEW	CL A	032095101	4,114	38,011	SH		OTR	1	0	38,011	0
AMPHENOL CORP NEW	CL A	032095101	876	8,094	SH		SOLE		8,094	0	0
AMPLIFY ENERGY CORP NEW	COM	03212B103	668	101,052	SH		OTR	1	0	101,052	0
AMPLIFY ENERGY CORP NEW	COM	03212B103	150	22,635	SH		SOLE		22,635	0	0
ANALOG DEVICES INC	COM	032654105	7,227	60,811	SH		OTR	1	0	60,811	0
ANALOG DEVICES INC	COM	032654105	1,162	9,780	SH		SOLE		9,780	0	0
ANGIODYNAMICS INC	COM	03475V101	1,579	98,600	SH		OTR	1	0	98,600	0
ANGIODYNAMICS INC	COM	03475V101	331	20,700	SH		SOLE		20,700	0	0
ANI PHARMACEUTICALS INC	COM	00182C103	266	4,314	SH		OTR	1	0	4,314	0
ANI PHARMACEUTICALS INC	COM	00182C103	44	713	SH		SOLE		713	0	0
ANIXTER INTL INC	COM	035290105	249	2,700	SH		SOLE		2,700	0	0
ANIXTER INTL INC	COM	035290105	1,124	12,200	SH		OTR	1	0	12,200	0
ANSYS INC	COM	03662Q105	2,782	10,806	SH		OTR	1	0	10,806	0
ANSYS INC	COM	03662Q105	615	2,391	SH		SOLE		2,391	0	0
ANTHEM INC	COM	036752103	32,695	108,252	SH		OTR	1	0	108,252	0
ANTHEM INC	COM	036752103	2,026	6,708	SH		OTR	5	0	6,708	0
ANTHEM INC	COM	036752103	5,024	16,634	SH		SOLE		16,634	0	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	7,841	1,867,000	PRN		DFND	1	0	1,867,000	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	80,066	19,042,000	PRN		OTR	1	0	19,042,000	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	109	26,000	PRN		OTR	4	0	26,000	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	28,693	6,824,000	PRN		SOLE		6,824,000	0	0
APACHE CORP	COM	037411105	270	10,544	SH		SOLE		10,544	0	0
APACHE CORP	COM	037411105	1,228	47,978	SH		OTR	1	0	47,978	0
APARTMENT INVT & MGMT CO	CL A	03748R754	209	4,037	SH		SOLE		4,037	0	0
APARTMENT INVT & MGMT CO	CL A	03748R754	1,240	24,003	SH		OTR	1	0	24,003	0
APPLE INC	COM	037833100	330,619	1,125,896	SH		OTR	1	0	1,125,896	0
APPLE INC	COM	037833100	13,793	46,970	SH		OTR	5	0	46,970	0
APPLE INC	COM	037833100	45,754	155,812	SH		SOLE		155,812	0	0
APPLIED INDL TECHNOLOGIES IN	COM	03820C105	2,988	44,800	SH		OTR	1	0	44,800	0
APPLIED INDL TECHNOLOGIES IN	COM	03820C105	647	9,700	SH		SOLE		9,700	0	0
APPLIED MATLS INC	COM	038222105	24,524	401,765	SH		OTR	1	0	401,765	0
APPLIED MATLS INC	COM	038222105	1,833	30,031	SH		OTR	5	0	30,031	0
APPLIED MATLS INC	COM	038222105	3,475	56,929	SH		SOLE		56,929	0	0
ARAMARK	COM	03852U106	10,102	232,764	SH		OTR	1	0	232,764	0
ARAMARK	COM	03852U106	2,030	46,765	SH		SOLE		46,765	0	0
ARCBEST CORP	COM	03937C105	569	20,600	SH		SOLE		20,600	0	0
ARCBEST CORP	COM	03937C105	2,691	97,500	SH		OTR	1	0	97,500	0
ARCHER DANIELS MIDLAND CO	COM	039483102	3,300	71,205	SH		OTR	1	0	71,205	0
ARCHER DANIELS MIDLAND CO	COM	039483102	697	15,037	SH		SOLE		15,037	0	0
ARCONIC INC	COM	03965L100	1,689	54,891	SH		OTR	1	0	54,891	0
ARCONIC INC	COM	03965L100	325	10,561	SH		SOLE		10,561	0	0
ARCOSA INC	COM	039653100	267	6,000	SH		OTR	1	0	6,000	0
ARCOSA INC	COM	039653100	45	1,000	SH		SOLE		1,000	0	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	282	6,208	SH		SOLE		6,208	0	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	1,357	29,872	SH		OTR	1	0	29,872	0
ARES CAP CORP	NOTE 3.750% 2/0	04010LAT0	125	120,000	PRN		SOLE		120,000	0	0
ARES CAP CORP	NOTE 4.625% 3/0	04010LAW3	6,546	6,142,000	PRN		SOLE		6,142,000	0	0
ARISTA NETWORKS INC	COM	040413106	1,414	6,952	SH		OTR	1	0	6,952	0
ARISTA NETWORKS INC	COM	040413106	302	1,484	SH		SOLE		1,484	0	0
ARMSTRONG FLOORING INC	COM	04238R106	269	63,100	SH		OTR	1	0	63,100	0
ARMSTRONG FLOORING INC	COM	04238R106	58	13,600	SH		SOLE		13,600	0	0
ARROW ELECTRS INC	COM	042735100	13,286	156,790	SH		OTR	1	0	156,790	0
ARROW ELECTRS INC	COM	042735100	1,052	12,411	SH		OTR	5	0	12,411	0
ARROW ELECTRS INC	COM	042735100	2,518	29,720	SH		SOLE		29,720	0	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	634	10,000	SH		SOLE		10,000	0	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	3,002	47,326	SH		OTR	1	0	47,326	0
ARTESIAN RESOURCES CORP	CL A	043113208	327	8,784	SH		OTR	1	0	8,784	0
ARTESIAN RESOURCES CORP	CL A	043113208	71	1,900	SH		SOLE		1,900	0	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	3,410	30,500	SH		OTR	1	0	30,500	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	727	6,500	SH		SOLE		6,500	0	0
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	431	154,600	SH		OTR	1	0	154,600	0
ASHFORD HOSPITALITY TR INC	COM SHS	044103109	93	33,200	SH		SOLE		33,200	0	0
ASSERTIO THERAPEUTICS INC	COM	04545L107	149	119,500	SH		OTR	1	0	119,500	0
ASSERTIO THERAPEUTICS INC	COM	04545L107	35	27,900	SH		SOLE		27,900	0	0
ASSERTIO THERAPEUTICS INC	NOTE 2.500% 9/0	249908AA2	88	118,000	PRN		SOLE		118,000	0	0
ASSURANT INC	COM	04621X108	190	1,448	SH		SOLE		1,448	0	0
ASSURANT INC	COM	04621X108	1,024	7,814	SH		OTR	1	0	7,814	0
AT&T INC	COM	00206R102	10,629	271,980	SH		SOLE		271,980	0	0
AT&T INC	COM	00206R102	2,089	53,449	SH		OTR	5	0	53,449	0
AT&T INC	COM	00206R102	47,715	1,220,962	SH		OTR	1	0	1,220,962	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	971	58,939	SH		OTR	1	0	58,939	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	206	12,492	SH		SOLE		12,492	0	0
ATKORE INTL GROUP INC	COM	047649108	3,270	80,824	SH		OTR	1	0	80,824	0
ATKORE INTL GROUP INC	COM	047649108	686	16,954	SH		SOLE		16,954	0	0
ATLANTIC PWR CORP	COM NEW	04878Q863	856	367,415	SH		OTR	1	0	367,415	0
ATLANTIC PWR CORP	COM NEW	04878Q863	179	76,700	SH		SOLE		76,700	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	25,986	28,439,000	PRN		OTR	1	0	28,439,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	65	72,000	PRN		OTR	4	0	72,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	4,218	4,642,000	PRN		DFND	1	0	4,642,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	7,453	8,156,000	PRN		SOLE		8,156,000	0	0
ATMOS ENERGY CORP	COM	049560105	1,714	15,319	SH		OTR	1	0	15,319	0
ATMOS ENERGY CORP	COM	049560105	360	3,220	SH		SOLE		3,220	0	0
AUDENTES THERAPEUTICS INC	COM	05070R104	2,516	42,041	SH		OTR	1	0	42,041	0
AUDENTES THERAPEUTICS INC	COM	05070R104	530	8,853	SH		SOLE		8,853	0	0
AUTODESK INC	COM	052769106	7,277	39,665	SH		OTR	1	0	39,665	0
AUTODESK INC	COM	052769106	1,169	6,371	SH		SOLE		6,371	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	10,013	58,730	SH		OTR	1	0	58,730	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	2,132	12,507	SH		SOLE		12,507	0	0
AUTONATION INC	COM	05329W102	15,765	324,189	SH		OTR	1	0	324,189	0
AUTONATION INC	COM	05329W102	1,411	29,018	SH		SOLE		29,018	0	0
AUTOZONE INC	COM	053332102	28,684	24,078	SH		OTR	1	0	24,078	0
AUTOZONE INC	COM	053332102	1,411	1,184	SH		OTR	5	0	1,184	0
AUTOZONE INC	COM	053332102	3,493	2,932	SH		SOLE		2,932	0	0
AVALONBAY CMNTYS INC	COM	053484101	7,714	36,784	SH		OTR	1	0	36,784	0
AVALONBAY CMNTYS INC	COM	053484101	1,119	5,337	SH		SOLE		5,337	0	0
AVANTOR INC	COM	05352A100	12,106	667,004	SH		OTR	1	0	667,004	0
AVANTOR INC	COM	05352A100	1,064	58,627	SH		SOLE		58,627	0	0
AVAYA HLDGS CORP	COM	05351X101	3,460	256,329	SH		OTR	1	0	256,329	0
AVAYA HLDGS CORP	COM	05351X101	734	54,340	SH		SOLE		54,340	0	0
AVAYA HLDGS CORP	NOTE 2.250% 6/1	05351XAB7	76	85,000	PRN		SOLE		85,000	0	0
AVERY DENNISON CORP	COM	053611109	2,900	22,171	SH		OTR	1	0	22,171	0
AVERY DENNISON CORP	COM	053611109	464	3,545	SH		SOLE		3,545	0	0
AVNET INC	COM	053807103	21,612	509,227	SH		OTR	1	0	509,227	0
AVNET INC	COM	053807103	1,217	28,668	SH		OTR	5	0	28,668	0
AVNET INC	COM	053807103	1,939	45,687	SH		SOLE		45,687	0	0
AXA EQUITABLE HLDGS INC	COM	054561105	10,222	412,519	SH		OTR	1	0	412,519	0
AXA EQUITABLE HLDGS INC	COM	054561105	2,016	81,350	SH		SOLE		81,350	0	0
AXSOME THERAPEUTICS INC	COM	05464T104	300	2,900	SH		OTR	1	0	2,900	0
AXSOME THERAPEUTICS INC	COM	05464T104	52	500	SH		SOLE		500	0	0
AZZ INC	COM	002474104	482	10,500	SH		SOLE		10,500	0	0
AZZ INC	COM	002474104	2,176	47,359	SH		OTR	1	0	47,359	0
BAIDU INC	SPON ADR REP A	056752108	155	1,223	SH		OTR	1	0	1,223	0
BAIDU INC	SPON ADR REP A	056752108	114	900	SH		SOLE		900	0	0
BAKER HUGHES COMPANY	CL A	05722G100	2,124	82,857	SH		OTR	1	0	82,857	0
BAKER HUGHES COMPANY	CL A	05722G100	438	17,072	SH		SOLE		17,072	0	0
BALL CORP	COM	058498106	2,715	41,987	SH		OTR	1	0	41,987	0
BALL CORP	COM	058498106	558	8,629	SH		SOLE		8,629	0	0
BANCO MACRO SA	SPON ADR B	05961W105	1	29	SH		DFND	1	0	29	0
BANCO MACRO SA	SPON ADR B	05961W105	439	12,100	SH		SOLE		12,100	0	0
BANCORP INC DEL	COM	05969A105	3,031	233,655	SH		OTR	1	0	233,655	0
BANCORP INC DEL	COM	05969A105	647	49,851	SH		SOLE		49,851	0	0
BANK AMER CORP	7.25%CNV PFD L	060505682	19,029	13,126	SH		SOLE		13,126	0	0
BANK AMER CORP	7.25%CNV PFD L	060505682	145	100	SH		OTR	4	0	100	0
BANK AMER CORP	7.25%CNV PFD L	060505682	9,201	6,350	SH		DFND	1	0	6,350	0
BANK AMER CORP	7.25%CNV PFD L	060505682	30,021	20,708	SH		OTR	1	0	20,708	0
BANK AMER CORP	COM	060505104	82,542	2,343,608	SH		OTR	1	0	2,343,608	0
BANK AMER CORP	COM	060505104	4,115	116,834	SH		OTR	5	0	116,834	0
BANK AMER CORP	COM	060505104	13,340	378,773	SH		SOLE		378,773	0	0
BANK NEW YORK MELLON CORP	COM	064058100	7,046	140,000	SH		OTR	1	0	140,000	0
BANK NEW YORK MELLON CORP	COM	064058100	1,122	22,289	SH		SOLE		22,289	0	0
BANK OZK	COM	06417N103	6,676	218,856	SH		OTR	1	0	218,856	0
BANK OZK	COM	06417N103	1,028	33,712	SH		SOLE		33,712	0	0
BARNES & NOBLE ED INC	COM	06777U101	683	159,900	SH		OTR	1	0	159,900	0
BARNES & NOBLE ED INC	COM	06777U101	147	34,500	SH		SOLE		34,500	0	0
BARRETT BUSINESS SERVICES IN	COM	068463108	2,841	31,407	SH		OTR	1	0	31,407	0
BARRETT BUSINESS SERVICES IN	COM	068463108	600	6,634	SH		SOLE		6,634	0	0
BASSETT FURNITURE INDS INC	COM	070203104	150	9,000	SH		OTR	1	0	9,000	0
BASSETT FURNITURE INDS INC	COM	070203104	32	1,900	SH		SOLE		1,900	0	0
BAXTER INTL INC	COM	071813109	7,070	84,544	SH		OTR	1	0	84,544	0
BAXTER INTL INC	COM	071813109	1,125	13,453	SH		SOLE		13,453	0	0
BAYCOM CORP	COM	07272M107	400	17,602	SH		OTR	1	0	17,602	0
BAYCOM CORP	COM	07272M107	75	3,300	SH		SOLE		3,300	0	0
BCB BANCORP INC	COM	055298103	207	15,005	SH		SOLE		15,005	0	0
BCB BANCORP INC	COM	055298103	971	70,417	SH		OTR	1	0	70,417	0
BEAZER HOMES USA INC	COM NEW	07556Q881	1,941	137,400	SH		OTR	1	0	137,400	0
BEAZER HOMES USA INC	COM NEW	07556Q881	411	29,100	SH		SOLE		29,100	0	0
BECTON DICKINSON & CO	COM	075887109	10,864	39,944	SH		OTR	1	0	39,944	0
BECTON DICKINSON & CO	COM	075887109	1,958	7,198	SH		SOLE		7,198	0	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	6,227	95,128	SH		DFND	1	0	95,128	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	30,216	460,908	SH		OTR	1	0	460,908	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	96	1,467	SH		OTR	4	0	1,467	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	11,305	172,440	SH		SOLE		172,440	0	0
BELDEN INC	COM	077454106	3,005	54,634	SH		OTR	1	0	54,634	0
BELDEN INC	COM	077454106	638	11,600	SH		SOLE		11,600	0	0
BENCHMARK ELECTRS INC	COM	08160H101	3,054	88,890	SH		OTR	1	0	88,890	0
BENCHMARK ELECTRS INC	COM	08160H101	643	18,700	SH		SOLE		18,700	0	0
BERKLEY W R CORP	COM	084423102	1,277	18,482	SH		OTR	1	0	18,482	0
BERKLEY W R CORP	COM	084423102	237	3,436	SH		SOLE		3,436	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	75,774	334,541	SH		OTR	1	0	334,541	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	3,637	16,056	SH		OTR	5	0	16,056	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	16,001	70,646	SH		SOLE		70,646	0	0
BERKSHIRE HILLS BANCORP INC	COM	084680107	1,427	43,400	SH		OTR	1	0	43,400	0
BERKSHIRE HILLS BANCORP INC	COM	084680107	296	9,000	SH		SOLE		9,000	0	0
BERRY PETE CORP	COM	08579X101	1,857	196,900	SH		OTR	1	0	196,900	0
BERRY PETE CORP	COM	08579X101	383	40,600	SH		SOLE		40,600	0	0
BEST BUY INC	COM	086516101	28,726	327,176	SH		OTR	1	0	327,176	0
BEST BUY INC	COM	086516101	1,450	16,513	SH		OTR	5	0	16,513	0
BEST BUY INC	COM	086516101	3,764	42,872	SH		SOLE		42,872	0	0
BG STAFFING INC	COM	05544A109	350	15,972	SH		OTR	1	0	15,972	0
BG STAFFING INC	COM	05544A109	78	3,566	SH		SOLE		3,566	0	0
BIGLARI HLDGS INC	COM STK CL B	08986R309	198	1,730	SH		OTR	1	0	1,730	0
BIGLARI HLDGS INC	COM STK CL B	08986R309	43	380	SH		SOLE		380	0	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	2,687	425,200	SH		OTR	1	0	425,200	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	568	89,800	SH		SOLE		89,800	0	0
BIOGEN INC	COM	09062X103	25,809	86,978	SH		OTR	1	0	86,978	0
BIOGEN INC	COM	09062X103	1,720	5,795	SH		OTR	5	0	5,795	0
BIOGEN INC	COM	09062X103	3,473	11,705	SH		SOLE		11,705	0	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	178	2,100	SH		OTR	1	0	2,100	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	110	1,297	SH		SOLE		1,297	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	6,074	5,749,000	PRN		DFND	1	0	5,749,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	49,618	46,854,000	PRN		OTR	1	0	46,854,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	91	86,000	PRN		OTR	4	0	86,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	14,485	13,678,000	PRN		SOLE		13,678,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.500%10/1	09061GAF8	354	325,000	PRN		SOLE		325,000	0	0
BLACKBAUD INC	COM	09227Q100	3,294	41,387	SH		OTR	1	0	41,387	0
BLACKBAUD INC	COM	09227Q100	716	9,000	SH		SOLE		9,000	0	0
BLACKLINE INC	COM	09239B109	3,426	66,456	SH		OTR	1	0	66,456	0
BLACKLINE INC	COM	09239B109	727	14,100	SH		SOLE		14,100	0	0
BLACKROCK FLA MUN 2020 TERM	COM SHS	09250M109	504	34,857	SH		OTR	1	0	34,857	0
BLACKROCK FLA MUN 2020 TERM	COM SHS	09250M109	2,713	187,485	SH		SOLE		187,485	0	0
BLACKROCK INC	COM	09247X101	1,541	3,066	SH		SOLE		3,066	0	0
BLACKROCK INC	COM	09247X101	9,180	18,261	SH		OTR	1	0	18,261	0
BLACKROCK INVT QUALITY MUN T	COM	09247D105	630	40,431	SH		OTR	1	0	40,431	0
BLACKROCK INVT QUALITY MUN T	COM	09247D105	4,304	276,282	SH		SOLE		276,282	0	0
BLACKROCK LONG-TERM MUNI ADV	COM	09250B103	1,045	81,807	SH		SOLE		81,807	0	0
BLACKROCK MUN 2030 TAR TERM	COM SHS BEN IN	09257P105	4,057	167,704	SH		SOLE		167,704	0	0
BLACKROCK MUNI INCOME INV QL	COM	09250G102	258	18,120	SH		OTR	1	0	18,120	0
BLACKROCK MUNI INCOME INV QL	COM	09250G102	69	4,861	SH		SOLE		4,861	0	0
BLACKROCK MUNI INTER DR FD I	COM	09253X102	11,698	821,500	SH		SOLE		821,500	0	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	789	70,702	SH		OTR	1	0	70,702	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	1,133	101,543	SH		SOLE		101,543	0	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	8,014	558,453	SH		SOLE		558,453	0	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	935	68,572	SH		SOLE		68,572	0	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	936	70,458	SH		OTR	1	0	70,458	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	1,321	99,381	SH		SOLE		99,381	0	0
BLACKROCK MUNIHOLDNGS QLTY I	COM	09254A101	245	19,526	SH		SOLE		19,526	0	0
BLACKROCK MUNIVEST FD INC	COM	09253R105	4,430	486,305	SH		SOLE		486,305	0	0
BLACKROCK MUNIY QUALITY FD I	COM	09254G108	736	56,581	SH		SOLE		56,581	0	0
BLACKROCK MUNIYIELD N J FD I	COM	09254Y109	468	31,029	SH		SOLE		31,029	0	0
BLACKROCK MUNIYIELD NY QLTY	COM	09255E102	994	75,941	SH		SOLE		75,941	0	0
BLACKROCK MUNIYIELD QUALITY	COM	09254F100	1,005	66,750	SH		SOLE		66,750	0	0
BLACKROCK MUNIYLD INVST QLTY	COM	09254T100	323	23,851	SH		OTR	1	0	23,851	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	6,415	451,928	SH		SOLE		451,928	0	0
BLACKROCK N Y MUN INCOME TR	SH BEN INT	09248L106	359	25,594	SH		SOLE		25,594	0	0
BLACKROCK NY MUN INCOME TR I	COM	09249R102	415	28,807	SH		OTR	1	0	28,807	0
BLACKROCK NY MUN INCOME TR I	COM	09249R102	626	43,470	SH		SOLE		43,470	0	0
BLOCK H & R INC	COM	093671105	604	25,718	SH		OTR	1	0	25,718	0
BLOCK H & R INC	COM	093671105	111	4,716	SH		SOLE		4,716	0	0
BLOOMIN BRANDS INC	COM	094235108	2,350	106,500	SH		OTR	1	0	106,500	0
BLOOMIN BRANDS INC	COM	094235108	508	23,000	SH		SOLE		23,000	0	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	453	5,653	SH		SOLE		5,653	0	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	2,096	26,169	SH		OTR	1	0	26,169	0
BMC STK HLDGS INC	COM	05591B109	694	24,200	SH		SOLE		24,200	0	0
BMC STK HLDGS INC	COM	05591B109	3,278	114,266	SH		OTR	1	0	114,266	0
BNY MELLON MUN INCOME INC	COM	05589T104	3,657	411,326	SH		SOLE		411,326	0	0
BOEING CO	COM	097023105	33,992	104,346	SH		OTR	1	0	104,346	0
BOEING CO	COM	097023105	645	1,980	SH		OTR	5	0	1,980	0
BOEING CO	COM	097023105	5,387	16,536	SH		SOLE		16,536	0	0
BOINGO WIRELESS INC	NOTE 1.000%10/0	09739CAB8	11,173	12,576,000	PRN		OTR	1	0	12,576,000	0
BOINGO WIRELESS INC	NOTE 1.000%10/0	09739CAB8	2,503	2,817,000	PRN		SOLE		2,817,000	0	0
BOISE CASCADE CO DEL	COM	09739D100	3,021	82,700	SH		OTR	1	0	82,700	0
BOISE CASCADE CO DEL	COM	09739D100	639	17,500	SH		SOLE		17,500	0	0
BOOKING HLDGS INC	COM	09857L108	33,307	16,218	SH		OTR	1	0	16,218	0
BOOKING HLDGS INC	COM	09857L108	939	457	SH		OTR	5	0	457	0
BOOKING HLDGS INC	COM	09857L108	4,013	1,954	SH		SOLE		1,954	0	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	16,025	225,292	SH		OTR	1	0	225,292	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	1,194	16,789	SH		SOLE		16,789	0	0
BORGWARNER INC	COM	099724106	1,145	26,385	SH		OTR	1	0	26,385	0
BORGWARNER INC	COM	099724106	211	4,865	SH		SOLE		4,865	0	0
BOSTON BEER INC	CL A	100557107	3,854	10,200	SH		OTR	1	0	10,200	0
BOSTON BEER INC	CL A	100557107	756	2,000	SH		SOLE		2,000	0	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	1,178	97,900	SH		OTR	1	0	97,900	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	266	22,100	SH		SOLE		22,100	0	0
BOSTON PROPERTIES INC	COM	101121101	4,714	34,191	SH		OTR	1	0	34,191	0
BOSTON PROPERTIES INC	COM	101121101	778	5,642	SH		SOLE		5,642	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	8,048	177,970	SH		OTR	1	0	177,970	0
BOSTON SCIENTIFIC CORP	COM	101137107	1,673	36,987	SH		SOLE		36,987	0	0
BOTTOMLINE TECH DEL INC	COM	101388106	2,980	55,600	SH		OTR	1	0	55,600	0
BOTTOMLINE TECH DEL INC	COM	101388106	611	11,400	SH		SOLE		11,400	0	0
BRAEMAR HOTELS & RESORTS INC	COM	10482B101	438	48,997	SH		OTR	1	0	48,997	0
BRAEMAR HOTELS & RESORTS INC	COM	10482B101	88	9,893	SH		SOLE		9,893	0	0
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	1,757	111,559	SH		OTR	1	0	111,559	0
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	156	9,903	SH		SOLE		9,903	0	0
BRIDGE BANCORP INC	COM	108035106	401	11,951	SH		SOLE		11,951	0	0
BRIDGE BANCORP INC	COM	108035106	1,887	56,264	SH		OTR	1	0	56,264	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	597	43,334	SH		OTR	1	0	43,334	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	136	9,900	SH		SOLE		9,900	0	0
BRIGHTCOVE INC	COM	10921T101	110	12,700	SH		OTR	1	0	12,700	0
BRIGHTCOVE INC	COM	10921T101	22	2,500	SH		SOLE		2,500	0	0
BRIGHTHOUSE FINL INC	COM	10922N103	13,404	341,675	SH		OTR	1	0	341,675	0
BRIGHTHOUSE FINL INC	COM	10922N103	1,170	29,824	SH		OTR	5	0	29,824	0
BRIGHTHOUSE FINL INC	COM	10922N103	2,198	56,033	SH		SOLE		56,033	0	0
BRIGHTSPHERE INVT GROUP INC	COM	10948W103	622	60,900	SH		OTR	1	0	60,900	0
BRIGHTSPHERE INVT GROUP INC	COM	10948W103	118	11,500	SH		SOLE		11,500	0	0
BRINKS CO	COM	109696104	161	1,776	SH		SOLE		1,776	0	0
BRINKS CO	COM	109696104	257	2,836	SH		OTR	5	0	2,836	0
BRINKS CO	COM	109696104	959	10,572	SH		OTR	1	0	10,572	0
BRISTOL MYERS SQUIBB CO	COM	110122108	294	4,584	SH		OTR	5	0	4,584	0
BRISTOL MYERS SQUIBB CO	COM	110122108	4,127	64,295	SH		SOLE		64,295	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	21,989	342,564	SH		OTR	1	0	342,564	0
BROADCOM INC	8% CNV PFD SER A	11135F200	13,453	11,520	SH		SOLE		11,520	0	0
BROADCOM INC	8% CNV PFD SER A	11135F200	6,747	5,728	SH		DFND	1	0	5,728	0
BROADCOM INC	8% CNV PFD SER A	11135F200	18,311	15,680	SH		OTR	1	0	15,680	0
BROADCOM INC	8% CNV PFD SER A	11135F200	100	85	SH		OTR	4	0	85	0
BROADCOM INC	COM	11135F101	47,659	150,810	SH		OTR	1	0	150,810	0
BROADCOM INC	COM	11135F101	2,438	7,716	SH		OTR	5	0	7,716	0
BROADCOM INC	COM	11135F101	6,712	21,240	SH		SOLE		21,240	0	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	1,818	14,715	SH		OTR	1	0	14,715	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	384	3,107	SH		SOLE		3,107	0	0
BROWN FORMAN CORP	CL B	115637209	1,572	23,254	SH		OTR	1	0	23,254	0
BROWN FORMAN CORP	CL B	115637209	363	5,376	SH		SOLE		5,376	0	0
BRUKER CORP	COM	116794108	12,744	250,039	SH		OTR	1	0	250,039	0
BRUKER CORP	COM	116794108	1,321	25,908	SH		SOLE		25,908	0	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	3,740	147,200	SH		OTR	1	0	147,200	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	788	31,000	SH		SOLE		31,000	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	1,355	17,322	SH		OTR	1	0	17,322	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	297	3,796	SH		SOLE		3,796	0	0
CABOT CORP	COM	127055101	3,614	76,057	SH		OTR	1	0	76,057	0
CABOT CORP	COM	127055101	544	11,458	SH		SOLE		11,458	0	0
CABOT OIL & GAS CORP	COM	127097103	4,345	249,595	SH		OTR	1	0	249,595	0
CABOT OIL & GAS CORP	COM	127097103	386	22,153	SH		SOLE		22,153	0	0
CACI INTL INC	CL A	127190304	14,288	57,153	SH		OTR	1	0	57,153	0
CACI INTL INC	CL A	127190304	1,239	4,957	SH		OTR	5	0	4,957	0
CACI INTL INC	CL A	127190304	2,137	8,547	SH		SOLE		8,547	0	0
CADENCE BANCORPORATION	CL A	12739A100	3,699	204,000	SH		OTR	1	0	204,000	0
CADENCE BANCORPORATION	CL A	12739A100	787	43,400	SH		SOLE		43,400	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	2,855	41,169	SH		SOLE		41,169	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	25,777	371,637	SH		OTR	1	0	371,637	0
CADENCE DESIGN SYSTEM INC	COM	127387108	1,433	20,664	SH		OTR	5	0	20,664	0
CAESARS ENTMT CORP	COM	127686103	5,870	431,598	SH		OTR	1	0	431,598	0
CAESARS ENTMT CORP	COM	127686103	740	54,436	SH		SOLE		54,436	0	0
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	12,245	6,357,000	PRN		OTR	1	0	6,357,000	0
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	4,411	2,290,000	PRN		SOLE		2,290,000	0	0
CALAMP CORP	COM	128126109	1,014	105,883	SH		OTR	1	0	105,883	0
CALAMP CORP	COM	128126109	220	22,938	SH		SOLE		22,938	0	0
CALIFORNIA WTR SVC GROUP	COM	130788102	3,233	62,700	SH		OTR	1	0	62,700	0
CALIFORNIA WTR SVC GROUP	COM	130788102	696	13,500	SH		SOLE		13,500	0	0
CAMDEN PPTY TR	SH BEN INT	133131102	1,862	17,551	SH		OTR	1	0	17,551	0
CAMDEN PPTY TR	SH BEN INT	133131102	145	1,370	SH		SOLE		1,370	0	0
CAMPBELL SOUP CO	COM	134429109	1,065	21,544	SH		OTR	1	0	21,544	0
CAMPBELL SOUP CO	COM	134429109	196	3,962	SH		SOLE		3,962	0	0
CANNAE HLDGS INC	COM	13765N107	2,572	69,149	SH		OTR	1	0	69,149	0
CANNAE HLDGS INC	COM	13765N107	541	14,536	SH		SOLE		14,536	0	0
CAPITAL ONE FINL CORP	COM	14040H105	11,009	106,978	SH		OTR	1	0	106,978	0
CAPITAL ONE FINL CORP	COM	14040H105	253	2,462	SH		OTR	5	0	2,462	0
CAPITAL ONE FINL CORP	COM	14040H105	2,181	21,194	SH		SOLE		21,194	0	0
CAPSTAR FINL HLDGS INC	COM	14070T102	338	20,300	SH		OTR	1	0	20,300	0
CAPSTAR FINL HLDGS INC	COM	14070T102	75	4,500	SH		SOLE		4,500	0	0
CARDINAL HEALTH INC	COM	14149Y108	8,712	172,241	SH		OTR	1	0	172,241	0
CARDINAL HEALTH INC	COM	14149Y108	1,104	21,829	SH		SOLE		21,829	0	0
CARLISLE COS INC	COM	142339100	2,441	15,082	SH		OTR	1	0	15,082	0
CARLISLE COS INC	COM	142339100	322	1,987	SH		SOLE		1,987	0	0
CARMAX INC	COM	143130102	394	4,495	SH		SOLE		4,495	0	0
CARMAX INC	COM	143130102	1,855	21,156	SH		OTR	1	0	21,156	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	4,104	80,730	SH		OTR	1	0	80,730	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	548	10,788	SH		SOLE		10,788	0	0
CATERPILLAR INC DEL	COM	149123101	11,902	80,592	SH		OTR	1	0	80,592	0
CATERPILLAR INC DEL	COM	149123101	2,177	14,740	SH		SOLE		14,740	0	0
CATO CORP NEW	CL A	149205106	261	15,000	SH		OTR	1	0	15,000	0
CATO CORP NEW	CL A	149205106	54	3,100	SH		SOLE		3,100	0	0
CBOE GLOBAL MARKETS INC	COM	12503M108	795	6,621	SH		SOLE		6,621	0	0
CBOE GLOBAL MARKETS INC	COM	12503M108	6,426	53,547	SH		OTR	1	0	53,547	0
CBRE GROUP INC	CL A	12504L109	2,885	47,072	SH		OTR	1	0	47,072	0
CBRE GROUP INC	CL A	12504L109	630	10,278	SH		SOLE		10,278	0	0
CDK GLOBAL INC	COM	12508E101	2,446	44,732	SH		OTR	1	0	44,732	0
CDK GLOBAL INC	COM	12508E101	435	7,948	SH		SOLE		7,948	0	0
CDW CORP	COM	12514G108	26,154	183,102	SH		OTR	1	0	183,102	0
CDW CORP	COM	12514G108	1,443	10,100	SH		OTR	5	0	10,100	0
CDW CORP	COM	12514G108	3,261	22,832	SH		SOLE		22,832	0	0
CELANESE CORP DEL	COM	150870103	1,910	15,513	SH		OTR	1	0	15,513	0
CELANESE CORP DEL	COM	150870103	426	3,463	SH		SOLE		3,463	0	0
CENTENE CORP DEL	COM	15135B101	719	11,431	SH		SOLE		11,431	0	0
CENTENE CORP DEL	COM	15135B101	3,527	56,104	SH		OTR	1	0	56,104	0
CENTERPOINT ENERGY INC	COM	15189T107	2,340	85,800	SH		SOLE		85,800	0	0
CENTERPOINT ENERGY INC	COM	15189T107	14,677	538,197	SH		OTR	1	0	538,197	0
CENTERPOINT ENERGY INC	COM	15189T107	1,272	46,644	SH		OTR	5	0	46,644	0
CENTERPOINT ENERGY INC	DEP RP PFD CV B	15189T503	19	380	SH		DFND	1	0	380	0
CENTERPOINT ENERGY INC	DEP RP PFD CV B	15189T503	2,453	50,200	SH		SOLE		50,200	0	0
CENTRAL GARDEN & PET CO	CL A NON-VTG	153527205	3,200	109,000	SH		OTR	1	0	109,000	0
CENTRAL GARDEN & PET CO	CL A NON-VTG	153527205	678	23,100	SH		SOLE		23,100	0	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	1,427	15,865	SH		OTR	1	0	15,865	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	299	3,321	SH		SOLE		3,321	0	0
CENTURY CASINOS INC	COM	156492100	363	45,800	SH		OTR	1	0	45,800	0
CENTURY CASINOS INC	COM	156492100	77	9,700	SH		SOLE		9,700	0	0
CENTURYLINK INC	COM	156700106	4,108	311,012	SH		OTR	1	0	311,012	0
CENTURYLINK INC	COM	156700106	543	41,106	SH		SOLE		41,106	0	0
CENTURYLINK INC	COM	156700106	105	7,960	SH		OTR	5	0	7,960	0
CERNER CORP	COM	156782104	4,116	56,082	SH		OTR	1	0	56,082	0
CERNER CORP	COM	156782104	770	10,496	SH		SOLE		10,496	0	0
CF INDS HLDGS INC	COM	125269100	1,397	29,272	SH		OTR	1	0	29,272	0
CF INDS HLDGS INC	COM	125269100	311	6,514	SH		SOLE		6,514	0	0
CHANNELADVISOR CORP	COM	159179100	101	11,200	SH		OTR	1	0	11,200	0
CHANNELADVISOR CORP	COM	159179100	20	2,200	SH		SOLE		2,200	0	0
CHARLES RIV LABS INTL INC	COM	159864107	1,487	9,736	SH		SOLE		9,736	0	0
CHARLES RIV LABS INTL INC	COM	159864107	16,916	110,739	SH		OTR	1	0	110,739	0
CHARLES RIV LABS INTL INC	COM	159864107	104	683	SH		OTR	5	0	683	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	4,956	10,216	SH		SOLE		10,216	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	34,582	71,291	SH		OTR	1	0	71,291	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	2,021	4,167	SH		OTR	5	0	4,167	0
CHEGG INC	NOTE 0.250% 5/1	163092AB5	5	3,000	PRN		DFND	1	0	3,000	0
CHEGG INC	NOTE 0.250% 5/1	163092AB5	129	85,000	PRN		SOLE		85,000	0	0
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	16	20,000	PRN		DFND	1	0	20,000	0
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	206	260,000	PRN		SOLE		260,000	0	0
CHESAPEAKE ENERGY CORP	NOTE 5.500% 9/1	165167CY1	136	280,000	PRN		SOLE		280,000	0	0
CHEVRON CORP NEW	COM	166764100	10,749	89,193	SH		SOLE		89,193	0	0
CHEVRON CORP NEW	COM	166764100	49,148	407,834	SH		OTR	1	0	407,834	0
CHEVRON CORP NEW	COM	166764100	3,495	29,003	SH		OTR	5	0	29,003	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	745	890	SH		SOLE		890	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	3,956	4,726	SH		OTR	1	0	4,726	0
CHURCH & DWIGHT INC	COM	171340102	2,216	31,500	SH		OTR	1	0	31,500	0
CHURCH & DWIGHT INC	COM	171340102	471	6,701	SH		SOLE		6,701	0	0
CIGNA CORP NEW	COM	125523100	31,523	154,153	SH		OTR	1	0	154,153	0
CIGNA CORP NEW	COM	125523100	1,693	8,279	SH		OTR	5	0	8,279	0
CIGNA CORP NEW	COM	125523100	4,708	23,023	SH		SOLE		23,023	0	0
CIMAREX ENERGY CO	COM	171798101	680	12,946	SH		OTR	1	0	12,946	0
CIMAREX ENERGY CO	COM	171798101	126	2,396	SH		SOLE		2,396	0	0
CINCINNATI FINL CORP	COM	172062101	418	3,973	SH		SOLE		3,973	0	0
CINCINNATI FINL CORP	COM	172062101	2,038	19,378	SH		OTR	1	0	19,378	0
CINTAS CORP	COM	172908105	2,895	10,760	SH		OTR	1	0	10,760	0
CINTAS CORP	COM	172908105	588	2,186	SH		SOLE		2,186	0	0
CIRRUS LOGIC INC	COM	172755100	4,801	58,259	SH		OTR	1	0	58,259	0
CIRRUS LOGIC INC	COM	172755100	1,022	12,400	SH		SOLE		12,400	0	0
CISCO SYS INC	COM	17275R102	42,402	884,106	SH		OTR	1	0	884,106	0
CISCO SYS INC	COM	17275R102	764	15,930	SH		OTR	5	0	15,930	0
CISCO SYS INC	COM	17275R102	6,692	139,539	SH		SOLE		139,539	0	0
CITI TRENDS INC	COM	17306X102	1,172	50,700	SH		OTR	1	0	50,700	0
CITI TRENDS INC	COM	17306X102	252	10,900	SH		SOLE		10,900	0	0
CITIGROUP INC	COM NEW	172967424	5,774	72,270	SH		SOLE		72,270	0	0
CITIGROUP INC	COM NEW	172967424	571	7,142	SH		OTR	5	0	7,142	0
CITIGROUP INC	COM NEW	172967424	28,020	350,726	SH		OTR	1	0	350,726	0
CITIZENS FINL GROUP INC	COM	174610105	491	12,083	SH		SOLE		12,083	0	0
CITIZENS FINL GROUP INC	COM	174610105	2,266	55,797	SH		OTR	1	0	55,797	0
CITRIX SYS INC	COM	177376100	6,804	61,353	SH		OTR	1	0	61,353	0
CITRIX SYS INC	COM	177376100	858	7,735	SH		SOLE		7,735	0	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	1,484	61,829	SH		OTR	1	0	61,829	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	309	12,870	SH		SOLE		12,870	0	0
CLEAN HARBORS INC	COM	184496107	16,355	190,726	SH		OTR	1	0	190,726	0
CLEAN HARBORS INC	COM	184496107	1,209	14,099	SH		OTR	5	0	14,099	0
CLEAN HARBORS INC	COM	184496107	2,076	24,206	SH		SOLE		24,206	0	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	3,116	2,605,000	PRN		DFND	1	0	2,605,000	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	2,658	2,219,000	PRN		SOLE		2,219,000	0	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	11,751	9,810,000	PRN		OTR	1	0	9,810,000	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	48	40,000	PRN		OTR	4	0	40,000	0
CLOROX CO DEL	COM	189054109	2,474	16,111	SH		OTR	1	0	16,111	0
CLOROX CO DEL	COM	189054109	532	3,464	SH		SOLE		3,464	0	0
CLOVIS ONCOLOGY INC	NOTE 1.250% 5/0	189464AC4	90	140,000	PRN		SOLE		140,000	0	0
CLOVIS ONCOLOGY INC	NOTE 2.500% 9/1	189464AB6	96	110,000	PRN		SOLE		110,000	0	0
CME GROUP INC	COM	12572Q105	10,823	53,921	SH		OTR	1	0	53,921	0
CME GROUP INC	COM	12572Q105	1,879	9,362	SH		SOLE		9,362	0	0
CMS ENERGY CORP	COM	125896100	477	7,583	SH		SOLE		7,583	0	0
CMS ENERGY CORP	COM	125896100	2,546	40,523	SH		OTR	1	0	40,523	0
COCA COLA CO	COM	191216100	7,191	129,920	SH		SOLE		129,920	0	0
COCA COLA CO	COM	191216100	925	16,708	SH		OTR	5	0	16,708	0
COCA COLA CO	COM	191216100	38,274	691,482	SH		OTR	1	0	691,482	0
COCA COLA CONSOLIDATED INC	COM	191098102	3,158	11,118	SH		OTR	1	0	11,118	0
COCA COLA CONSOLIDATED INC	COM	191098102	686	2,414	SH		SOLE		2,414	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	6,008	96,871	SH		OTR	1	0	96,871	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	909	14,652	SH		SOLE		14,652	0	0
COLGATE PALMOLIVE CO	COM	194162103	8,948	129,985	SH		OTR	1	0	129,985	0
COLGATE PALMOLIVE CO	COM	194162103	1,572	22,840	SH		SOLE		22,840	0	0
COLLEGIUM PHARMACEUTICAL INC	COM	19459J104	502	24,400	SH		SOLE		24,400	0	0
COLLEGIUM PHARMACEUTICAL INC	COM	19459J104	2,328	113,100	SH		OTR	1	0	113,100	0
COLONY CAP INC	NOTE 3.875% 1/1	19624RAB2	133	135,000	PRN		SOLE		135,000	0	0
COLONY CAP INC NEW	CL A COM	19626G108	329	69,269	SH		SOLE		69,269	0	0
COLONY CAP INC NEW	CL A COM	19626G108	9,034	1,901,894	SH		OTR	1	0	1,901,894	0
COLONY STARWOOD HOMES	NOTE 3.500% 1/1	19625XAB8	12	9,000	PRN		DFND	1	0	9,000	0
COLONY STARWOOD HOMES	NOTE 3.500% 1/1	19625XAB8	136	101,000	PRN		SOLE		101,000	0	0
COLUMBIA PPTY TR INC	COM NEW	198287203	1,944	92,973	SH		OTR	1	0	92,973	0
COLUMBIA PPTY TR INC	COM NEW	198287203	177	8,461	SH		SOLE		8,461	0	0
COMCAST CORP NEW	CL A	20030N101	45,722	1,016,721	SH		OTR	1	0	1,016,721	0
COMCAST CORP NEW	CL A	20030N101	3,281	72,962	SH		OTR	5	0	72,962	0
COMCAST CORP NEW	CL A	20030N101	9,812	218,188	SH		SOLE		218,188	0	0
COMERICA INC	COM	200340107	1,786	24,898	SH		OTR	1	0	24,898	0
COMERICA INC	COM	200340107	301	4,197	SH		SOLE		4,197	0	0
COMFORT SYS USA INC	COM	199908104	3,255	65,300	SH		OTR	1	0	65,300	0
COMFORT SYS USA INC	COM	199908104	693	13,900	SH		SOLE		13,900	0	0
COMMERCIAL VEH GROUP INC	COM	202608105	2,325	366,181	SH		OTR	1	0	366,181	0
COMMERCIAL VEH GROUP INC	COM	202608105	493	77,600	SH		SOLE		77,600	0	0
COMMVAULT SYSTEMS INC	COM	204166102	3,098	69,401	SH		OTR	1	0	69,401	0
COMMVAULT SYSTEMS INC	COM	204166102	661	14,800	SH		SOLE		14,800	0	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	878	33,250	SH		OTR	1	0	33,250	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	182	6,900	SH		SOLE		6,900	0	0
CONAGRA BRANDS INC	COM	205887102	449	13,122	SH		SOLE		13,122	0	0
CONAGRA BRANDS INC	COM	205887102	2,125	62,072	SH		OTR	1	0	62,072	0
CONCHO RES INC	COM	20605P101	2,245	25,642	SH		OTR	1	0	25,642	0
CONCHO RES INC	COM	20605P101	474	5,412	SH		SOLE		5,412	0	0
CONMED CORP	COM	207410101	3,769	33,700	SH		OTR	1	0	33,700	0
CONMED CORP	COM	207410101	794	7,100	SH		SOLE		7,100	0	0
CONNECTONE BANCORP INC NEW	COM	20786W107	1,692	65,800	SH		OTR	1	0	65,800	0
CONNECTONE BANCORP INC NEW	COM	20786W107	358	13,900	SH		SOLE		13,900	0	0
CONOCOPHILLIPS	COM	20825C104	16,699	256,784	SH		OTR	1	0	256,784	0
CONOCOPHILLIPS	COM	20825C104	974	14,977	SH		OTR	5	0	14,977	0
CONOCOPHILLIPS	COM	20825C104	3,377	51,928	SH		SOLE		51,928	0	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	10	2,700	SH		SOLE		2,700	0	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	60	15,500	SH		OTR	1	0	15,500	0
CONSOLIDATED EDISON INC	COM	209115104	2,311	25,549	SH		SOLE		25,549	0	0
CONSOLIDATED EDISON INC	COM	209115104	1,277	14,120	SH		OTR	5	0	14,120	0
CONSOLIDATED EDISON INC	COM	209115104	17,371	192,007	SH		OTR	1	0	192,007	0
CONSTELLATION BRANDS INC	CL A	21036P108	5,514	29,061	SH		OTR	1	0	29,061	0
CONSTELLATION BRANDS INC	CL A	21036P108	841	4,430	SH		SOLE		4,430	0	0
CONTURA ENERGY INC	COM	21241B100	402	44,400	SH		OTR	1	0	44,400	0
CONTURA ENERGY INC	COM	21241B100	94	10,400	SH		SOLE		10,400	0	0
COOPER COS INC	COM NEW	216648402	2,031	6,322	SH		OTR	1	0	6,322	0
COOPER COS INC	COM NEW	216648402	442	1,375	SH		SOLE		1,375	0	0
COOPER STD HLDGS INC	COM	21676P103	159	4,800	SH		SOLE		4,800	0	0
COOPER STD HLDGS INC	COM	21676P103	865	26,100	SH		OTR	1	0	26,100	0
COPART INC	COM	217204106	2,388	26,255	SH		OTR	1	0	26,255	0
COPART INC	COM	217204106	495	5,441	SH		SOLE		5,441	0	0
CORCEPT THERAPEUTICS INC	COM	218352102	2,518	208,100	SH		OTR	1	0	208,100	0
CORCEPT THERAPEUTICS INC	COM	218352102	546	45,100	SH		SOLE		45,100	0	0
CORE MARK HOLDING CO INC	COM	218681104	433	15,916	SH		OTR	1	0	15,916	0
CORE MARK HOLDING CO INC	COM	218681104	74	2,719	SH		SOLE		2,719	0	0
COREPOINT LODGING INC	COM	21872L104	1,538	143,995	SH		OTR	1	0	143,995	0
COREPOINT LODGING INC	COM	21872L104	307	28,779	SH		SOLE		28,779	0	0
CORESITE RLTY CORP	COM	21870Q105	373	3,329	SH		OTR	1	0	3,329	0
CORESITE RLTY CORP	COM	21870Q105	71	636	SH		SOLE		636	0	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	3,906	66,719	SH		OTR	1	0	66,719	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	820	14,000	SH		SOLE		14,000	0	0
CORNING INC	COM	219350105	2,874	98,716	SH		OTR	1	0	98,716	0
CORNING INC	COM	219350105	602	20,695	SH		SOLE		20,695	0	0
CORPORATE OFFICE PPTYS TR	SH BEN INT	22002T108	2,439	83,024	SH		OTR	1	0	83,024	0
CORPORATE OFFICE PPTYS TR	SH BEN INT	22002T108	237	8,080	SH		SOLE		8,080	0	0
CORTEVA INC	COM	22052L104	4,174	141,210	SH		OTR	1	0	141,210	0
CORTEVA INC	COM	22052L104	521	17,614	SH		SOLE		17,614	0	0
CORVEL CORP	COM	221006109	210	2,400	SH		OTR	1	0	2,400	0
CORVEL CORP	COM	221006109	35	400	SH		SOLE		400	0	0
COSTCO WHSL CORP NEW	COM	22160K105	2,195	7,469	SH		OTR	5	0	7,469	0
COSTCO WHSL CORP NEW	COM	22160K105	5,110	17,385	SH		SOLE		17,385	0	0
COSTCO WHSL CORP NEW	COM	22160K105	46,312	157,565	SH		OTR	1	0	157,565	0
COTY INC	COM CL A	222070203	79	7,024	SH		SOLE		7,024	0	0
COTY INC	COM CL A	222070203	425	37,790	SH		OTR	1	0	37,790	0
COUPA SOFTWARE INC	NOTE 0.375% 1/1	22266LAB2	233	71,000	PRN		SOLE		71,000	0	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	799	5,200	SH		OTR	1	0	5,200	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	184	1,200	SH		SOLE		1,200	0	0
CRANE CO	COM	224399105	1,367	15,826	SH		OTR	1	0	15,826	0
CRANE CO	COM	224399105	30	344	SH		SOLE		344	0	0
CRAWFORD & CO	CL A	224633206	587	51,200	SH		OTR	1	0	51,200	0
CRAWFORD & CO	CL A	224633206	124	10,800	SH		SOLE		10,800	0	0
CREE INC	NOTE 0.875% 9/0	225447AB7	112	105,000	PRN		SOLE		105,000	0	0
CROCS INC	COM	227046109	591	14,100	SH		SOLE		14,100	0	0
CROCS INC	COM	227046109	2,828	67,500	SH		OTR	1	0	67,500	0
CROSS CTRY HEALTHCARE INC	COM	227483104	873	75,100	SH		OTR	1	0	75,100	0
CROSS CTRY HEALTHCARE INC	COM	227483104	193	16,600	SH		SOLE		16,600	0	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	28	22	SH		DFND	1	0	22	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	19,036	14,838	SH		OTR	1	0	14,838	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	4,449	3,468	SH		SOLE		3,468	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	8,941	62,895	SH		OTR	1	0	62,895	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	176	1,236	SH		OTR	5	0	1,236	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	1,900	13,365	SH		SOLE		13,365	0	0
CSX CORP	COM	126408103	9,218	127,395	SH		OTR	1	0	127,395	0
CSX CORP	COM	126408103	1,397	19,311	SH		SOLE		19,311	0	0
CTRIP COM INTL LTD	NOTE 1.000% 7/0	22943FAF7	27	27,000	PRN		DFND	1	0	27,000	0
CUMMINS INC	COM	231021106	9,233	51,595	SH		OTR	1	0	51,595	0
CUMMINS INC	COM	231021106	328	1,835	SH		OTR	5	0	1,835	0
CUMMINS INC	COM	231021106	1,326	7,411	SH		SOLE		7,411	0	0
CUMULUS MEDIA INC	COM CLASS A	231082801	383	21,800	SH		OTR	1	0	21,800	0
CUMULUS MEDIA INC	COM CLASS A	231082801	79	4,500	SH		SOLE		4,500	0	0
CURO GROUP HLDGS CORP	COM	23131L107	515	42,300	SH		OTR	1	0	42,300	0
CURO GROUP HLDGS CORP	COM	23131L107	96	7,900	SH		SOLE		7,900	0	0
CURTISS WRIGHT CORP	COM	231561101	1,239	8,792	SH		SOLE		8,792	0	0
CURTISS WRIGHT CORP	COM	231561101	9,075	64,412	SH		OTR	1	0	64,412	0
CURTISS WRIGHT CORP	COM	231561101	733	5,205	SH		OTR	5	0	5,205	0
CUSTOMERS BANCORP INC	COM	23204G100	604	25,383	SH		SOLE		25,383	0	0
CUSTOMERS BANCORP INC	COM	23204G100	2,830	118,878	SH		OTR	1	0	118,878	0
CUTERA INC	COM	232109108	2,081	58,100	SH		OTR	1	0	58,100	0
CUTERA INC	COM	232109108	437	12,200	SH		SOLE		12,200	0	0
CVR ENERGY INC	COM	12662P108	2,888	71,433	SH		OTR	1	0	71,433	0
CVR ENERGY INC	COM	12662P108	612	15,144	SH		SOLE		15,144	0	0
CVS HEALTH CORP	COM	126650100	13,987	188,270	SH		OTR	1	0	188,270	0
CVS HEALTH CORP	COM	126650100	2,544	34,241	SH		SOLE		34,241	0	0
CYPRESS SEMICONDUCTOR CORP	NOTE 2.000% 2/0	232806AP4	12,257	10,074,000	PRN		OTR	1	0	10,074,000	0
CYPRESS SEMICONDUCTOR CORP	NOTE 2.000% 2/0	232806AP4	1,380	1,134,000	PRN		SOLE		1,134,000	0	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	47	27,000	PRN		OTR	4	0	27,000	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	3,126	1,793,000	PRN		DFND	1	0	1,793,000	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	251	144,000	PRN		SOLE		144,000	0	0
CYRUSONE INC	COM	23283R100	3,166	48,384	SH		OTR	1	0	48,384	0
CYRUSONE INC	COM	23283R100	304	4,648	SH		SOLE		4,648	0	0
D R HORTON INC	COM	23331A109	2,602	49,331	SH		OTR	1	0	49,331	0
D R HORTON INC	COM	23331A109	487	9,239	SH		SOLE		9,239	0	0
DANA INCORPORATED	COM	235825205	1,301	71,500	SH		OTR	1	0	71,500	0
DANA INCORPORATED	COM	235825205	291	16,000	SH		SOLE		16,000	0	0
DANAHER CORPORATION	COM	235851102	13,972	91,035	SH		OTR	1	0	91,035	0
DANAHER CORPORATION	COM	235851102	2,572	16,759	SH		SOLE		16,759	0	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	18,330	3,132,000	PRN		DFND	1	0	3,132,000	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	30,429	5,197,000	PRN		SOLE		5,197,000	0	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	287	49,000	PRN		OTR	4	0	49,000	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	88,066	15,041,000	PRN		OTR	1	0	15,041,000	0
DARDEN RESTAURANTS INC	COM	237194105	17,047	156,379	SH		OTR	1	0	156,379	0
DARDEN RESTAURANTS INC	COM	237194105	58	529	SH		OTR	5	0	529	0
DARDEN RESTAURANTS INC	COM	237194105	1,602	14,696	SH		SOLE		14,696	0	0
DARLING INGREDIENTS INC	COM	237266101	4,779	170,200	SH		OTR	1	0	170,200	0
DARLING INGREDIENTS INC	COM	237266101	1,014	36,100	SH		SOLE		36,100	0	0
DAVITA INC	COM	23918K108	2,369	31,578	SH		SOLE		31,578	0	0
DAVITA INC	COM	23918K108	14,199	189,244	SH		OTR	1	0	189,244	0
DAVITA INC	COM	23918K108	1,287	17,157	SH		OTR	5	0	17,157	0
DBX ETF TR	XTRACK HRVST CSI	233051879	1,851	62,445	SH		OTR	1	0	62,445	0
DCP MIDSTREAM LP	COM UT LTD PTN	23311P100	373	15,228	SH		SOLE		15,228	0	0
DECKERS OUTDOOR CORP	COM	243537107	4,614	27,323	SH		OTR	1	0	27,323	0
DECKERS OUTDOOR CORP	COM	243537107	980	5,805	SH		SOLE		5,805	0	0
DEERE & CO	COM	244199105	8,388	48,415	SH		OTR	1	0	48,415	0
DEERE & CO	COM	244199105	1,440	8,311	SH		SOLE		8,311	0	0
DELAWARE INV MN MUN INC FD I	COM	24610V103	7,416	564,399	SH		SOLE		564,399	0	0
DELAWARE INVT NAT MUNI INC F	SH BEN INT	24610T108	3,404	256,199	SH		SOLE		256,199	0	0
DELEK US HLDGS INC NEW	COM	24665A103	3,515	104,832	SH		OTR	1	0	104,832	0
DELEK US HLDGS INC NEW	COM	24665A103	742	22,119	SH		SOLE		22,119	0	0
DELL TECHNOLOGIES INC	CL C	24703L202	10,139	197,302	SH		OTR	1	0	197,302	0
DELL TECHNOLOGIES INC	CL C	24703L202	625	12,163	SH		SOLE		12,163	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	33,205	567,809	SH		OTR	1	0	567,809	0
DELTA AIR LINES INC DEL	COM NEW	247361702	1,170	20,004	SH		OTR	5	0	20,004	0
DELTA AIR LINES INC DEL	COM NEW	247361702	1,783	30,486	SH		SOLE		30,486	0	0
DENTSPLY SIRONA INC	COM	24906P109	13,810	244,030	SH		OTR	1	0	244,030	0
DENTSPLY SIRONA INC	COM	24906P109	1,277	22,564	SH		OTR	5	0	22,564	0
DENTSPLY SIRONA INC	COM	24906P109	2,319	40,983	SH		SOLE		40,983	0	0
DERMIRA INC	COM	24983L104	603	39,800	SH		OTR	1	0	39,800	0
DERMIRA INC	COM	24983L104	136	9,000	SH		SOLE		9,000	0	0
DEVON ENERGY CORP NEW	COM	25179M103	398	15,335	SH		SOLE		15,335	0	0
DEVON ENERGY CORP NEW	COM	25179M103	1,641	63,172	SH		OTR	1	0	63,172	0
DEXCOM INC	NOTE 0.750% 5/1	252131AF4	16	7,000	PRN		DFND	1	0	7,000	0
DEXCOM INC	NOTE 0.750% 5/1	252131AF4	178	80,000	PRN		SOLE		80,000	0	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	15,135	10,201,000	PRN		OTR	1	0	10,201,000	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	1,936	1,305,000	PRN		SOLE		1,305,000	0	0
DHI GROUP INC	COM	23331S100	1,044	346,700	SH		OTR	1	0	346,700	0
DHI GROUP INC	COM	23331S100	227	75,400	SH		SOLE		75,400	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	1,934	20,831	SH		OTR	1	0	20,831	0
DIAMONDBACK ENERGY INC	COM	25278X109	412	4,436	SH		SOLE		4,436	0	0
DIEBOLD NXDF INC	COM	253651103	1,206	114,200	SH		OTR	1	0	114,200	0
DIEBOLD NXDF INC	COM	253651103	267	25,300	SH		SOLE		25,300	0	0
DIGI INTL INC	COM	253798102	900	50,800	SH		OTR	1	0	50,800	0
DIGI INTL INC	COM	253798102	202	11,400	SH		SOLE		11,400	0	0
DIGITAL RLTY TR INC	COM	253868103	5,648	47,166	SH		OTR	1	0	47,166	0
DIGITAL RLTY TR INC	COM	253868103	848	7,080	SH		SOLE		7,080	0	0
DIME CMNTY BANCSHARES	COM	253922108	631	30,212	SH		OTR	1	0	30,212	0
DIME CMNTY BANCSHARES	COM	253922108	132	6,313	SH		SOLE		6,313	0	0
DIPLOMAT PHARMACY INC	COM	25456K101	481	120,300	SH		OTR	1	0	120,300	0
DIPLOMAT PHARMACY INC	COM	25456K101	106	26,500	SH		SOLE		26,500	0	0
DISCOVER FINL SVCS	COM	254709108	8,437	99,475	SH		OTR	1	0	99,475	0
DISCOVER FINL SVCS	COM	254709108	1,265	14,919	SH		SOLE		14,919	0	0
DISCOVERY INC	COM SER A	25470F104	181	5,526	SH		SOLE		5,526	0	0
DISCOVERY INC	COM SER A	25470F104	660	20,161	SH		OTR	1	0	20,161	0
DISCOVERY INC	COM SER C	25470F302	1,313	43,052	SH		OTR	1	0	43,052	0
DISCOVERY INC	COM SER C	25470F302	247	8,110	SH		SOLE		8,110	0	0
DISH NETWORK CORP	CL A	25470M109	1,164	32,818	SH		OTR	1	0	32,818	0
DISH NETWORK CORP	CL A	25470M109	215	6,064	SH		SOLE		6,064	0	0
DISH NETWORK CORP	NOTE 2.375% 3/1	25470MAD1	29,523	32,200,000	PRN		OTR	1	0	32,200,000	0
DISH NETWORK CORP	NOTE 2.375% 3/1	25470MAD1	2,475	2,700,000	PRN		SOLE		2,700,000	0	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	5,928	6,163,000	PRN		DFND	1	0	6,163,000	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	44,253	45,887,000	PRN		OTR	1	0	45,887,000	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	87	90,000	PRN		OTR	4	0	90,000	0
DISH NETWORK CORP	NOTE 3.375% 8/1	25470MAB5	12,403	12,861,000	PRN		SOLE		12,861,000	0	0
DISNEY WALT CO	COM DISNEY	254687106	41,101	284,182	SH		OTR	1	0	284,182	0
DISNEY WALT CO	COM DISNEY	254687106	8,362	57,819	SH		SOLE		57,819	0	0
DISNEY WALT CO	COM DISNEY	254687106	1,448	10,011	SH		OTR	5	0	10,011	0
DOCUSIGN INC	NOTE 0.500% 9/1	256163AB2	11	9,000	PRN		DFND	1	0	9,000	0
DOCUSIGN INC	NOTE 0.500% 9/1	256163AB2	168	135,000	PRN		SOLE		135,000	0	0
DOLLAR GEN CORP NEW	COM	256677105	20,367	130,574	SH		OTR	1	0	130,574	0
DOLLAR GEN CORP NEW	COM	256677105	1,163	7,454	SH		OTR	5	0	7,454	0
DOLLAR GEN CORP NEW	COM	256677105	2,952	18,926	SH		SOLE		18,926	0	0
DOLLAR TREE INC	COM	256746108	2,844	30,235	SH		OTR	1	0	30,235	0
DOLLAR TREE INC	COM	256746108	598	6,359	SH		SOLE		6,359	0	0
DOMINION ENERGY INC	COM	25746U109	89	1,070	SH		OTR	5	0	1,070	0
DOMINION ENERGY INC	COM	25746U109	1,830	22,094	SH		SOLE		22,094	0	0
DOMINION ENERGY INC	COM	25746U109	10,721	129,452	SH		OTR	1	0	129,452	0
DOMTAR CORP	COM NEW	257559203	1,000	26,159	SH		SOLE		26,159	0	0
DOMTAR CORP	COM NEW	257559203	11,675	305,298	SH		OTR	1	0	305,298	0
DONNELLEY R R & SONS CO	COM	257867200	1,293	327,251	SH		OTR	1	0	327,251	0
DONNELLEY R R & SONS CO	COM	257867200	282	71,500	SH		SOLE		71,500	0	0
DOUGLAS DYNAMICS INC	COM	25960R105	385	7,000	SH		OTR	1	0	7,000	0
DOUGLAS DYNAMICS INC	COM	25960R105	88	1,600	SH		SOLE		1,600	0	0
DOVER CORP	COM	260003108	2,139	18,556	SH		OTR	1	0	18,556	0
DOVER CORP	COM	260003108	395	3,427	SH		SOLE		3,427	0	0
DOW INC	COM	260557103	409	7,468	SH		OTR	5	0	7,468	0
DOW INC	COM	260557103	1,422	25,985	SH		SOLE		25,985	0	0
DOW INC	COM	260557103	8,898	162,587	SH		OTR	1	0	162,587	0
DROPBOX INC	CL A	26210C104	1,153	64,380	SH		SOLE		64,380	0	0
DROPBOX INC	CL A	26210C104	15,021	838,692	SH		OTR	1	0	838,692	0
DTE ENERGY CO	COM	233331107	8,221	63,301	SH		OTR	1	0	63,301	0
DTE ENERGY CO	COM	233331107	281	2,164	SH		OTR	5	0	2,164	0
DTE ENERGY CO	COM	233331107	1,085	8,354	SH		SOLE		8,354	0	0
DUCOMMUN INC DEL	COM	264147109	2,837	56,136	SH		OTR	1	0	56,136	0
DUCOMMUN INC DEL	COM	264147109	601	11,892	SH		SOLE		11,892	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	9,902	108,566	SH		OTR	1	0	108,566	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	1,741	19,090	SH		SOLE		19,090	0	0
DUKE REALTY CORP	COM NEW	264411505	2,675	77,168	SH		OTR	1	0	77,168	0
DUKE REALTY CORP	COM NEW	264411505	430	12,393	SH		SOLE		12,393	0	0
DUPONT DE NEMOURS INC	COM	26614N102	480	7,484	SH		OTR	5	0	7,484	0
DUPONT DE NEMOURS INC	COM	26614N102	1,756	27,352	SH		SOLE		27,352	0	0
DUPONT DE NEMOURS INC	COM	26614N102	9,889	154,035	SH		OTR	1	0	154,035	0
DWS MUN INCOME TR NEW	COM	233368109	1,411	124,496	SH		OTR	1	0	124,496	0
DWS MUN INCOME TR NEW	COM	233368109	1,082	95,537	SH		SOLE		95,537	0	0
DXC TECHNOLOGY CO	COM	23355L106	23,439	623,556	SH		OTR	1	0	623,556	0
DXC TECHNOLOGY CO	COM	23355L106	1,331	35,400	SH		OTR	5	0	35,400	0
DXC TECHNOLOGY CO	COM	23355L106	2,213	58,870	SH		SOLE		58,870	0	0
DYCOM INDS INC	NOTE 0.750% 9/1	267475AB7	97	100,000	PRN		SOLE		100,000	0	0
E L F BEAUTY INC	COM	26856L103	358	22,200	SH		OTR	1	0	22,200	0
E L F BEAUTY INC	COM	26856L103	79	4,900	SH		SOLE		4,900	0	0
E TRADE FINANCIAL CORP	COM NEW	269246401	1,314	28,965	SH		OTR	1	0	28,965	0
E TRADE FINANCIAL CORP	COM NEW	269246401	293	6,447	SH		SOLE		6,447	0	0
EAGLE BANCORP INC MD	COM	268948106	2,791	57,400	SH		OTR	1	0	57,400	0
EAGLE BANCORP INC MD	COM	268948106	603	12,400	SH		SOLE		12,400	0	0
EAST WEST BANCORP INC	COM	27579R104	1,503	30,853	SH		OTR	1	0	30,853	0
EAST WEST BANCORP INC	COM	27579R104	49	1,000	SH		SOLE		1,000	0	0
EASTGROUP PPTY INC	COM	277276101	4,535	34,183	SH		OTR	1	0	34,183	0
EASTGROUP PPTY INC	COM	277276101	968	7,300	SH		SOLE		7,300	0	0
EASTMAN CHEMICAL CO	COM	277432100	328	4,133	SH		SOLE		4,133	0	0
EASTMAN CHEMICAL CO	COM	277432100	1,470	18,546	SH		OTR	1	0	18,546	0
EATON VANCE MUN BD FD	COM	27827X101	1,709	132,688	SH		OTR	1	0	132,688	0
EATON VANCE MUN BD FD	COM	27827X101	9	718	SH		SOLE		718	0	0
EATON VANCE MUN INCOME 2028	SHS	27829U105	1,814	82,787	SH		SOLE		82,787	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	160	13,241	SH		OTR	1	0	13,241	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	5,816	481,489	SH		SOLE		481,489	0	0
EBAY INC	COM	278642103	22,300	617,564	SH		OTR	1	0	617,564	0
EBAY INC	COM	278642103	1,508	41,754	SH		OTR	5	0	41,754	0
EBAY INC	COM	278642103	2,405	66,605	SH		SOLE		66,605	0	0
EBIX INC	COM NEW	278715206	2,888	86,439	SH		OTR	1	0	86,439	0
EBIX INC	COM NEW	278715206	610	18,262	SH		SOLE		18,262	0	0
ECHO GLOBAL LOGISTICS INC	NOTE 2.500% 5/0	27875TAA9	19,269	19,241,000	PRN		OTR	1	0	19,241,000	0
ECHO GLOBAL LOGISTICS INC	NOTE 2.500% 5/0	27875TAA9	1,829	1,826,000	PRN		SOLE		1,826,000	0	0
ECHOSTAR CORP	CL A	278768106	2,112	48,754	SH		OTR	1	0	48,754	0
ECHOSTAR CORP	CL A	278768106	265	6,128	SH		SOLE		6,128	0	0
ECOLAB INC	COM	278865100	6,481	33,584	SH		OTR	1	0	33,584	0
ECOLAB INC	COM	278865100	1,363	7,061	SH		SOLE		7,061	0	0
EDISON INTL	COM	281020107	3,450	45,749	SH		OTR	1	0	45,749	0
EDISON INTL	COM	281020107	719	9,528	SH		SOLE		9,528	0	0
EDITAS MEDICINE INC	COM	28106W103	1,570	53,034	SH		OTR	1	0	53,034	0
EDITAS MEDICINE INC	COM	28106W103	331	11,192	SH		SOLE		11,192	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	1,359	5,826	SH		SOLE		5,826	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	6,383	27,362	SH		OTR	1	0	27,362	0
ELANCO ANIMAL HEALTH INC	COM	28414H103	668	22,697	SH		OTR	1	0	22,697	0
ELANCO ANIMAL HEALTH INC	COM	28414H103	35	1,200	SH		SOLE		1,200	0	0
ELECTRONIC ARTS INC	COM	285512109	5,941	55,259	SH		OTR	1	0	55,259	0
ELECTRONIC ARTS INC	COM	285512109	842	7,829	SH		SOLE		7,829	0	0
ELEVATE CREDIT INC	COM	28621V101	767	172,257	SH		OTR	1	0	172,257	0
ELEVATE CREDIT INC	COM	28621V101	162	36,470	SH		SOLE		36,470	0	0
EMCOR GROUP INC	COM	29084Q100	4,470	51,800	SH		OTR	1	0	51,800	0
EMCOR GROUP INC	COM	29084Q100	949	11,000	SH		SOLE		11,000	0	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	1,388	25,729	SH		OTR	1	0	25,729	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	294	5,448	SH		SOLE		5,448	0	0
EMERSON ELEC CO	COM	291011104	1,251	16,398	SH		SOLE		16,398	0	0
EMERSON ELEC CO	COM	291011104	7,613	99,825	SH		OTR	1	0	99,825	0
EMPIRE ST RLTY TR INC	CL A	292104106	243	17,375	SH		SOLE		17,375	0	0
EMPIRE ST RLTY TR INC	CL A	292104106	2,275	162,944	SH		OTR	1	0	162,944	0
EMPLOYERS HOLDINGS INC	COM	292218104	2,355	56,404	SH		OTR	1	0	56,404	0
EMPLOYERS HOLDINGS INC	COM	292218104	488	11,700	SH		SOLE		11,700	0	0
ENABLE MIDSTREAM PARTNERS LP	COM UNIT RP IN	292480100	373	37,188	SH		SOLE		37,188	0	0
ENANTA PHARMACEUTICALS INC	COM	29251M106	913	14,783	SH		OTR	1	0	14,783	0
ENANTA PHARMACEUTICALS INC	COM	29251M106	197	3,192	SH		SOLE		3,192	0	0
ENCORE CAP GROUP INC	NOTE 3.000% 7/0	292554AF9	81	80,000	PRN		SOLE		80,000	0	0
ENCORE WIRE CORP	COM	292562105	2,924	50,935	SH		OTR	1	0	50,935	0
ENCORE WIRE CORP	COM	292562105	624	10,879	SH		SOLE		10,879	0	0
ENERGY TRANSFER LP	COM UT LTD PTN	29273V100	370	28,827	SH		SOLE		28,827	0	0
ENERSYS	COM	29275Y102	1,250	16,700	SH		OTR	1	0	16,700	0
ENERSYS	COM	29275Y102	284	3,800	SH		SOLE		3,800	0	0
ENLINK MIDSTREAM LLC	COM UNIT REP LTD	29336T100	389	63,420	SH		SOLE		63,420	0	0
ENOVA INTL INC	COM	29357K103	2,424	100,768	SH		OTR	1	0	100,768	0
ENOVA INTL INC	COM	29357K103	530	22,036	SH		SOLE		22,036	0	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	4,195	5,913,000	PRN		DFND	1	0	5,913,000	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	22,430	31,180,000	PRN		OTR	1	0	31,180,000	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	56	79,000	PRN		OTR	4	0	79,000	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	4,430	6,158,000	PRN		SOLE		6,158,000	0	0
ENTEGRIS INC	COM	29362U104	976	19,490	SH		SOLE		19,490	0	0
ENTEGRIS INC	COM	29362U104	11,573	231,036	SH		OTR	1	0	231,036	0
ENTERGY CORP NEW	COM	29364G103	2,381	19,874	SH		SOLE		19,874	0	0
ENTERGY CORP NEW	COM	29364G103	1,375	11,481	SH		OTR	5	0	11,481	0
ENTERGY CORP NEW	COM	29364G103	18,131	151,345	SH		OTR	1	0	151,345	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	957	365,128	SH		OTR	1	0	365,128	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	201	76,819	SH		SOLE		76,819	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	18,895	15,724,000	PRN		OTR	1	0	15,724,000	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	1,895	1,577,000	PRN		SOLE		1,577,000	0	0
EOG RES INC	COM	26875P101	8,375	99,987	SH		OTR	1	0	99,987	0
EOG RES INC	COM	26875P101	1,514	18,071	SH		SOLE		18,071	0	0
EPLUS INC	COM	294268107	618	7,331	SH		SOLE		7,331	0	0
EPLUS INC	COM	294268107	3,015	35,767	SH		OTR	1	0	35,767	0
EQM MIDSTREAM PARTNERS LP	UNIT LTD PARTN	26885B100	431	14,412	SH		SOLE		14,412	0	0
EQUIFAX INC	COM	294429105	455	3,246	SH		SOLE		3,246	0	0
EQUIFAX INC	COM	294429105	2,161	15,423	SH		OTR	1	0	15,423	0
EQUINIX INC	COM	29444U700	7,312	12,527	SH		OTR	1	0	12,527	0
EQUINIX INC	COM	29444U700	84	144	SH		OTR	5	0	144	0
EQUINIX INC	COM	29444U700	1,570	2,690	SH		SOLE		2,690	0	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	2,842	40,378	SH		OTR	1	0	40,378	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	388	5,515	SH		SOLE		5,515	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	1,513	18,701	SH		SOLE		18,701	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	11,613	143,517	SH		OTR	1	0	143,517	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	289	3,575	SH		OTR	5	0	3,575	0
ESSEX PPTY TR INC	COM	297178105	708	2,354	SH		SOLE		2,354	0	0
ESSEX PPTY TR INC	COM	297178105	4,498	14,950	SH		OTR	1	0	14,950	0
ETSY INC	NOTE 3/0	29786AAC0	4,262	3,027,000	PRN		DFND	1	0	3,027,000	0
ETSY INC	NOTE 3/0	29786AAC0	21,907	15,503,000	PRN		OTR	1	0	15,503,000	0
ETSY INC	NOTE 3/0	29786AAC0	59	42,000	PRN		OTR	4	0	42,000	0
ETSY INC	NOTE 3/0	29786AAC0	7,874	5,572,000	PRN		SOLE		5,572,000	0	0
EURONET WORLDWIDE INC	COM	298736109	15,053	95,539	SH		OTR	1	0	95,539	0
EURONET WORLDWIDE INC	COM	298736109	940	5,965	SH		SOLE		5,965	0	0
EVERCORE INC	CLASS A	29977A105	1,208	16,163	SH		SOLE		16,163	0	0
EVERCORE INC	CLASS A	29977A105	8,559	114,486	SH		OTR	1	0	114,486	0
EVERGY INC	COM	30034W106	6,751	103,720	SH		OTR	1	0	103,720	0
EVERGY INC	COM	30034W106	688	10,568	SH		SOLE		10,568	0	0
EVERI HLDGS INC	COM	30034T103	2,942	219,078	SH		OTR	1	0	219,078	0
EVERI HLDGS INC	COM	30034T103	626	46,600	SH		SOLE		46,600	0	0
EVERSOURCE ENERGY	COM	30040W108	3,529	41,486	SH		OTR	1	0	41,486	0
EVERSOURCE ENERGY	COM	30040W108	725	8,518	SH		SOLE		8,518	0	0
EVOLENT HEALTH INC	NOTE 1.500%10/1	30050BAD3	106	150,000	PRN		SOLE		150,000	0	0
EXACT SCIENCES CORP	COM	30063P105	176	1,900	SH		OTR	1	0	1,900	0
EXACT SCIENCES CORP	COM	30063P105	73	790	SH		SOLE		790	0	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	108	75,000	PRN		OTR	4	0	75,000	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	8,407	5,813,000	PRN		SOLE		5,813,000	0	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	6,849	4,744,000	PRN		DFND	1	0	4,744,000	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	27,808	19,228,000	PRN		OTR	1	0	19,228,000	0
EXELIXIS INC	COM	30161Q104	3,726	211,440	SH		OTR	1	0	211,440	0
EXELIXIS INC	COM	30161Q104	421	23,904	SH		SOLE		23,904	0	0
EXELON CORP	COM	30161N101	7,115	156,054	SH		OTR	1	0	156,054	0
EXELON CORP	COM	30161N101	1,169	25,642	SH		SOLE		25,642	0	0
EXPEDIA GROUP INC	COM NEW	30212P303	1,924	17,792	SH		OTR	1	0	17,792	0
EXPEDIA GROUP INC	COM NEW	30212P303	408	3,771	SH		SOLE		3,771	0	0
EXPEDITORS INTL WASH INC	COM	302130109	1,704	21,836	SH		OTR	1	0	21,836	0
EXPEDITORS INTL WASH INC	COM	302130109	385	4,934	SH		SOLE		4,934	0	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	7,994	537,987	SH		OTR	1	0	537,987	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	956	64,357	SH		SOLE		64,357	0	0
EXTERRAN CORP	COM	30227H106	41	5,200	SH		SOLE		5,200	0	0
EXTERRAN CORP	COM	30227H106	188	24,000	SH		OTR	1	0	24,000	0
EXTRA SPACE STORAGE INC	COM	30225T102	2,005	18,982	SH		OTR	1	0	18,982	0
EXTRA SPACE STORAGE INC	COM	30225T102	444	4,201	SH		SOLE		4,201	0	0
EXXON MOBIL CORP	COM	30231G102	47,264	677,324	SH		OTR	1	0	677,324	0
EXXON MOBIL CORP	COM	30231G102	1,773	25,415	SH		OTR	5	0	25,415	0
EXXON MOBIL CORP	COM	30231G102	9,705	139,073	SH		SOLE		139,073	0	0
EZCORP INC	CL A NON VTG	302301106	450	66,034	SH		OTR	1	0	66,034	0
EZCORP INC	CL A NON VTG	302301106	84	12,375	SH		SOLE		12,375	0	0
F M C CORP	COM NEW	302491303	308	3,087	SH		SOLE		3,087	0	0
F M C CORP	COM NEW	302491303	2,464	24,681	SH		OTR	1	0	24,681	0
F5 NETWORKS INC	COM	315616102	255	1,829	SH		SOLE		1,829	0	0
F5 NETWORKS INC	COM	315616102	1,069	7,656	SH		OTR	1	0	7,656	0
FACEBOOK INC	CL A	30303M102	140,546	684,753	SH		OTR	1	0	684,753	0
FACEBOOK INC	CL A	30303M102	6,152	29,972	SH		OTR	5	0	29,972	0
FACEBOOK INC	CL A	30303M102	18,885	92,012	SH		SOLE		92,012	0	0
FAIR ISAAC CORP	COM	303250104	2,200	5,872	SH		OTR	1	0	5,872	0
FAIR ISAAC CORP	COM	303250104	319	851	SH		SOLE		851	0	0
FARMER BROS CO	COM	307675108	375	24,900	SH		OTR	1	0	24,900	0
FARMER BROS CO	COM	307675108	78	5,200	SH		SOLE		5,200	0	0
FARMERS NATL BANC CORP	COM	309627107	66	4,059	SH		SOLE		4,059	0	0
FARMERS NATL BANC CORP	COM	309627107	314	19,263	SH		OTR	1	0	19,263	0
FASTENAL CO	COM	311900104	2,702	73,138	SH		OTR	1	0	73,138	0
FASTENAL CO	COM	311900104	565	15,278	SH		SOLE		15,278	0	0
FEDERAL AGRIC MTG CORP	CL C	313148306	217	2,600	SH		OTR	1	0	2,600	0
FEDERAL AGRIC MTG CORP	CL C	313148306	50	600	SH		SOLE		600	0	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	1,359	10,555	SH		OTR	1	0	10,555	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	291	2,261	SH		SOLE		2,261	0	0
FEDERATED INVS INC PA	CL B	314211103	3,767	115,600	SH		OTR	1	0	115,600	0
FEDERATED INVS INC PA	CL B	314211103	798	24,500	SH		SOLE		24,500	0	0
FEDEX CORP	COM	31428X106	5,913	39,103	SH		OTR	1	0	39,103	0
FEDEX CORP	COM	31428X106	989	6,540	SH		SOLE		6,540	0	0
FIBROGEN INC	COM	31572Q808	1,984	46,266	SH		OTR	1	0	46,266	0
FIBROGEN INC	COM	31572Q808	418	9,739	SH		SOLE		9,739	0	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	583	12,851	SH		SOLE		12,851	0	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	6,834	150,698	SH		OTR	1	0	150,698	0
FIDELITY NATL INFORMATION SV	COM	31620M106	13,999	100,647	SH		OTR	1	0	100,647	0
FIDELITY NATL INFORMATION SV	COM	31620M106	251	1,808	SH		OTR	5	0	1,808	0
FIDELITY NATL INFORMATION SV	COM	31620M106	2,344	16,855	SH		SOLE		16,855	0	0
FIFTH THIRD BANCORP	COM	316773100	5,226	170,016	SH		OTR	1	0	170,016	0
FIFTH THIRD BANCORP	COM	316773100	784	25,490	SH		SOLE		25,490	0	0
FINANCIAL INSTNS INC	COM	317585404	2,547	79,331	SH		OTR	1	0	79,331	0
FINANCIAL INSTNS INC	COM	317585404	543	16,923	SH		SOLE		16,923	0	0
FIREEYE INC	NOTE 0.875% 6/0	31816QAF8	9,160	9,068,000	PRN		OTR	1	0	9,068,000	0
FIREEYE INC	NOTE 0.875% 6/0	31816QAF8	3,049	3,018,000	PRN		SOLE		3,018,000	0	0
FIREEYE INC	NOTE 1.000% 6/0	31816QAB7	219	220,000	PRN		SOLE		220,000	0	0
FIREEYE INC	NOTE 1.625% 6/0	31816QAD3	36	37,000	PRN		DFND	1	0	37,000	0
FIRST AMERN FINL CORP	COM	31847R102	8,548	146,569	SH		OTR	1	0	146,569	0
FIRST AMERN FINL CORP	COM	31847R102	595	10,198	SH		OTR	5	0	10,198	0
FIRST AMERN FINL CORP	COM	31847R102	1,200	20,582	SH		SOLE		20,582	0	0
FIRST BANCORP P R	COM NEW	318672706	1,956	184,700	SH		OTR	1	0	184,700	0
FIRST BANCORP P R	COM NEW	318672706	396	37,400	SH		SOLE		37,400	0	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	948	35,999	SH		OTR	1	0	35,999	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	205	7,767	SH		SOLE		7,767	0	0
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	434	29,029	SH		OTR	1	0	29,029	0
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	87	5,844	SH		SOLE		5,844	0	0
FIRST FNDTN INC	COM	32026V104	2,912	167,360	SH		OTR	1	0	167,360	0
FIRST FNDTN INC	COM	32026V104	620	35,610	SH		SOLE		35,610	0	0
FIRST HAWAIIAN INC	COM	32051X108	2,685	93,067	SH		OTR	1	0	93,067	0
FIRST HAWAIIAN INC	COM	32051X108	108	3,748	SH		SOLE		3,748	0	0
FIRST INDUSTRIAL REALTY TRUS	COM	32054K103	959	23,100	SH		OTR	1	0	23,100	0
FIRST INDUSTRIAL REALTY TRUS	COM	32054K103	232	5,600	SH		SOLE		5,600	0	0
FIRST INTERNET BANCORP	COM	320557101	1,810	76,356	SH		OTR	1	0	76,356	0
FIRST INTERNET BANCORP	COM	320557101	385	16,221	SH		SOLE		16,221	0	0
FIRST LONG IS CORP	COM	320734106	226	9,014	SH		SOLE		9,014	0	0
FIRST LONG IS CORP	COM	320734106	1,088	43,385	SH		OTR	1	0	43,385	0
FIRST MIDWEST BANCORP DEL	COM	320867104	3,659	158,673	SH		OTR	1	0	158,673	0
FIRST MIDWEST BANCORP DEL	COM	320867104	775	33,600	SH		SOLE		33,600	0	0
FIRST NORTHWEST BANCORP	COM	335834107	270	14,900	SH		OTR	1	0	14,900	0
FIRST NORTHWEST BANCORP	COM	335834107	65	3,600	SH		SOLE		3,600	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	2,524	21,491	SH		OTR	1	0	21,491	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	526	4,477	SH		SOLE		4,477	0	0
FIRSTENERGY CORP	COM	337932107	12,706	261,431	SH		OTR	1	0	261,431	0
FIRSTENERGY CORP	COM	337932107	395	8,124	SH		OTR	5	0	8,124	0
FIRSTENERGY CORP	COM	337932107	1,589	32,705	SH		SOLE		32,705	0	0
FISERV INC	COM	337738108	2,255	19,504	SH		SOLE		19,504	0	0
FISERV INC	COM	337738108	12,564	108,659	SH		OTR	1	0	108,659	0
FIVE9 INC	COM	338307101	184	2,800	SH		SOLE		2,800	0	0
FIVE9 INC	COM	338307101	780	11,900	SH		OTR	1	0	11,900	0
FIVE9 INC	NOTE 0.125% 5/0	338307AB7	20	12,000	PRN		DFND	1	0	12,000	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	3,048	79,698	SH		OTR	1	0	79,698	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	647	16,924	SH		SOLE		16,924	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	3,174	11,033	SH		OTR	1	0	11,033	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	671	2,332	SH		SOLE		2,332	0	0
FLEXION THERAPEUTICS INC	NOTE 3.375% 5/0	33938JAB2	48	45,000	PRN		SOLE		45,000	0	0
FLIR SYS INC	COM	302445101	901	17,299	SH		OTR	1	0	17,299	0
FLIR SYS INC	COM	302445101	170	3,258	SH		SOLE		3,258	0	0
FLOWERS FOODS INC	COM	343498101	177	8,142	SH		OTR	1	0	8,142	0
FLOWERS FOODS INC	COM	343498101	45	2,077	SH		SOLE		2,077	0	0
FLOWSERVE CORP	COM	34354P105	154	3,087	SH		SOLE		3,087	0	0
FLOWSERVE CORP	COM	34354P105	833	16,737	SH		OTR	1	0	16,737	0
FLUENT INC	COM	34380C102	367	146,800	SH		OTR	1	0	146,800	0
FLUENT INC	COM	34380C102	78	31,300	SH		SOLE		31,300	0	0
FLUOR CORP NEW	COM	343412102	1,075	56,940	SH		OTR	1	0	56,940	0
FLUOR CORP NEW	COM	343412102	171	9,040	SH		SOLE		9,040	0	0
FLUSHING FINL CORP	COM	343873105	2,298	106,353	SH		OTR	1	0	106,353	0
FLUSHING FINL CORP	COM	343873105	483	22,355	SH		SOLE		22,355	0	0
FLWS/1-800 FLOWERS	CL A	68243Q106	2,862	197,350	SH		OTR	1	0	197,350	0
FLWS/1-800 FLOWERS	CL A	68243Q106	616	42,496	SH		SOLE		42,496	0	0
FORD MTR CO DEL	COM	345370860	6,068	652,459	SH		OTR	1	0	652,459	0
FORD MTR CO DEL	COM	345370860	959	103,103	SH		SOLE		103,103	0	0
FORMFACTOR INC	COM	346375108	1,163	44,800	SH		OTR	1	0	44,800	0
FORMFACTOR INC	COM	346375108	213	8,200	SH		SOLE		8,200	0	0
FORTERRA INC	COM	34960W106	295	25,500	SH		OTR	1	0	25,500	0
FORTERRA INC	COM	34960W106	51	4,400	SH		SOLE		4,400	0	0
FORTINET INC	COM	34959E109	24,111	225,843	SH		OTR	1	0	225,843	0
FORTINET INC	COM	34959E109	1,362	12,762	SH		OTR	5	0	12,762	0
FORTINET INC	COM	34959E109	2,787	26,102	SH		SOLE		26,102	0	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	5,583	5,739	SH		DFND	1	0	5,739	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	87	89	SH		OTR	4	0	89	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	166	170	SH		SOLE		170	0	0
FORTIVE CORP	COM	34959J108	598	7,823	SH		SOLE		7,823	0	0
FORTIVE CORP	COM	34959J108	2,877	37,667	SH		OTR	1	0	37,667	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	1,338	20,484	SH		OTR	1	0	20,484	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	307	4,704	SH		SOLE		4,704	0	0
FOSTER L B CO	COM	350060109	1,782	91,936	SH		OTR	1	0	91,936	0
FOSTER L B CO	COM	350060109	380	19,601	SH		SOLE		19,601	0	0
FOUNDATION BLDG MATLS INC	COM	350392106	1,522	78,663	SH		OTR	1	0	78,663	0
FOUNDATION BLDG MATLS INC	COM	350392106	337	17,400	SH		SOLE		17,400	0	0
FOX CORP	CL A COM	35137L105	1,677	45,229	SH		OTR	1	0	45,229	0
FOX CORP	CL A COM	35137L105	300	8,099	SH		SOLE		8,099	0	0
FOX CORP	CL B COM	35137L204	4,505	123,760	SH		OTR	1	0	123,760	0
FOX CORP	CL B COM	35137L204	909	24,964	SH		SOLE		24,964	0	0
FOX CORP	CL B COM	35137L204	12	332	SH		OTR	5	0	332	0
FRANKLIN FINL NETWORK INC	COM	35352P104	2,719	79,195	SH		OTR	1	0	79,195	0
FRANKLIN FINL NETWORK INC	COM	35352P104	579	16,866	SH		SOLE		16,866	0	0
FRANKLIN RES INC	COM	354613101	936	36,038	SH		OTR	1	0	36,038	0
FRANKLIN RES INC	COM	354613101	171	6,569	SH		SOLE		6,569	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	2,429	185,150	SH		OTR	1	0	185,150	0
FREEPORT-MCMORAN INC	CL B	35671D857	511	38,920	SH		SOLE		38,920	0	0
FRONTDOOR INC	COM	35905A109	1,175	24,788	SH		OTR	1	0	24,788	0
FRONTDOOR INC	COM	35905A109	192	4,058	SH		SOLE		4,058	0	0
FS BANCORP INC	COM	30263Y104	1,528	23,953	SH		OTR	1	0	23,953	0
FS BANCORP INC	COM	30263Y104	331	5,192	SH		SOLE		5,192	0	0
FTI CONSULTING INC	NOTE 2.000% 8/1	302941AP4	107	85,000	PRN		SOLE		85,000	0	0
FTI CONSULTING INC	NOTE 2.000% 8/1	302941AP4	23	18,000	PRN		DFND	1	0	18,000	0
FUTUREFUEL CORPORATION	COM	36116M106	277	22,386	SH		OTR	1	0	22,386	0
FUTUREFUEL CORPORATION	COM	36116M106	63	5,100	SH		SOLE		5,100	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	2,280	23,940	SH		OTR	1	0	23,940	0
GALLAGHER ARTHUR J & CO	COM	363576109	468	4,917	SH		SOLE		4,917	0	0
GAMING & LEISURE PPTYS INC	COM	36467J108	3,436	79,822	SH		OTR	1	0	79,822	0
GAMING & LEISURE PPTYS INC	COM	36467J108	327	7,589	SH		SOLE		7,589	0	0
GAP INC	COM	364760108	88	4,974	SH		SOLE		4,974	0	0
GAP INC	COM	364760108	482	27,237	SH		OTR	1	0	27,237	0
GARTNER INC	COM	366651107	388	2,517	SH		SOLE		2,517	0	0
GARTNER INC	COM	366651107	1,772	11,502	SH		OTR	1	0	11,502	0
GDS HLDGS LTD	NOTE 2.000% 6/0	36165LAB4	22	18,000	PRN		DFND	1	0	18,000	0
GENERAC HLDGS INC	COM	368736104	3,732	37,100	SH		OTR	1	0	37,100	0
GENERAC HLDGS INC	COM	368736104	775	7,700	SH		SOLE		7,700	0	0
GENERAL DYNAMICS CORP	COM	369550108	6,866	38,935	SH		OTR	1	0	38,935	0
GENERAL DYNAMICS CORP	COM	369550108	1,092	6,194	SH		SOLE		6,194	0	0
GENERAL ELECTRIC CO	COM	369604103	13,834	1,239,644	SH		OTR	1	0	1,239,644	0
GENERAL ELECTRIC CO	COM	369604103	2,568	230,074	SH		SOLE		230,074	0	0
GENERAL FIN CORP DEL	COM	369822101	18	1,614	SH		SOLE		1,614	0	0
GENERAL FIN CORP DEL	COM	369822101	100	9,037	SH		OTR	1	0	9,037	0
GENERAL MLS INC	COM	370334104	1,735	32,401	SH		SOLE		32,401	0	0
GENERAL MLS INC	COM	370334104	6,942	129,603	SH		OTR	1	0	129,603	0
GENERAL MLS INC	COM	370334104	345	6,444	SH		OTR	5	0	6,444	0
GENERAL MTRS CO	COM	37045V100	7,318	199,959	SH		OTR	1	0	199,959	0
GENERAL MTRS CO	COM	37045V100	1,213	33,143	SH		SOLE		33,143	0	0
GENUINE PARTS CO	COM	372460105	1,980	18,641	SH		OTR	1	0	18,641	0
GENUINE PARTS CO	COM	372460105	407	3,827	SH		SOLE		3,827	0	0
GEO GROUP INC NEW	COM	36162J106	3,752	225,865	SH		OTR	1	0	225,865	0
GEO GROUP INC NEW	COM	36162J106	799	48,107	SH		SOLE		48,107	0	0
GILEAD SCIENCES INC	COM	375558103	1,963	30,215	SH		OTR	5	0	30,215	0
GILEAD SCIENCES INC	COM	375558103	4,421	68,037	SH		SOLE		68,037	0	0
GILEAD SCIENCES INC	COM	375558103	30,040	462,298	SH		OTR	1	0	462,298	0
GLADSTONE COML CORP	COM	376536108	245	11,200	SH		OTR	1	0	11,200	0
GLADSTONE COML CORP	COM	376536108	55	2,500	SH		SOLE		2,500	0	0
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	2,771	34,854	SH		OTR	1	0	34,854	0
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	587	7,383	SH		SOLE		7,383	0	0
GLOBAL NET LEASE INC	COM NEW	379378201	523	25,800	SH		OTR	1	0	25,800	0
GLOBAL NET LEASE INC	COM NEW	379378201	120	5,900	SH		SOLE		5,900	0	0
GLOBAL PMTS INC	COM	37940X102	12,710	69,621	SH		OTR	1	0	69,621	0
GLOBAL PMTS INC	COM	37940X102	2,227	12,201	SH		SOLE		12,201	0	0
GLOBE LIFE INC	COM	37959E102	251	2,387	SH		SOLE		2,387	0	0
GLOBE LIFE INC	COM	37959E102	1,351	12,838	SH		OTR	1	0	12,838	0
GLOBUS MED INC	CL A	379577208	3,992	67,800	SH		OTR	1	0	67,800	0
GLOBUS MED INC	CL A	379577208	836	14,200	SH		SOLE		14,200	0	0
GMS INC	COM	36251C103	2,686	99,200	SH		OTR	1	0	99,200	0
GMS INC	COM	36251C103	571	21,100	SH		SOLE		21,100	0	0
GODADDY INC	CL A	380237107	9,608	141,465	SH		OTR	1	0	141,465	0
GODADDY INC	CL A	380237107	1,009	14,857	SH		SOLE		14,857	0	0
GOLDEN ENTMT INC	COM	381013101	669	34,800	SH		OTR	1	0	34,800	0
GOLDEN ENTMT INC	COM	381013101	146	7,600	SH		SOLE		7,600	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	10,841	47,149	SH		OTR	1	0	47,149	0
GOLDMAN SACHS GROUP INC	COM	38141G104	1,935	8,416	SH		SOLE		8,416	0	0
GRAINGER W W INC	COM	384802104	1,912	5,647	SH		OTR	1	0	5,647	0
GRAINGER W W INC	COM	384802104	419	1,237	SH		SOLE		1,237	0	0
GREAT LAKES DREDGE & DOCK CO	COM	390607109	2,883	254,463	SH		OTR	1	0	254,463	0
GREAT LAKES DREDGE & DOCK CO	COM	390607109	611	53,900	SH		SOLE		53,900	0	0
GREAT SOUTHN BANCORP INC	COM	390905107	642	10,134	SH		OTR	1	0	10,134	0
GREAT SOUTHN BANCORP INC	COM	390905107	133	2,100	SH		SOLE		2,100	0	0
GREEN DOT CORP	CL A	39304D102	380	16,300	SH		OTR	1	0	16,300	0
GREEN DOT CORP	CL A	39304D102	86	3,700	SH		SOLE		3,700	0	0
GROUP 1 AUTOMOTIVE INC	COM	398905109	3,170	31,700	SH		OTR	1	0	31,700	0
GROUP 1 AUTOMOTIVE INC	COM	398905109	670	6,700	SH		SOLE		6,700	0	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	142	120,000	PRN		SOLE		120,000	0	0
H & E EQUIPMENT SERVICES INC	COM	404030108	2,019	60,400	SH		OTR	1	0	60,400	0
H & E EQUIPMENT SERVICES INC	COM	404030108	418	12,500	SH		SOLE		12,500	0	0
HAEMONETICS CORP	COM	405024100	850	7,400	SH		SOLE		7,400	0	0
HAEMONETICS CORP	COM	405024100	3,999	34,800	SH		OTR	1	0	34,800	0
HALLADOR ENERGY COMPANY	COM	40609P105	320	107,606	SH		OTR	1	0	107,606	0
HALLADOR ENERGY COMPANY	COM	40609P105	72	24,149	SH		SOLE		24,149	0	0
HALLIBURTON CO	COM	406216101	2,734	111,709	SH		OTR	1	0	111,709	0
HALLIBURTON CO	COM	406216101	592	24,181	SH		SOLE		24,181	0	0
HALLMARK FINL SVCS INC EC	COM NEW	40624Q203	2,456	139,768	SH		OTR	1	0	139,768	0
HALLMARK FINL SVCS INC EC	COM NEW	40624Q203	522	29,700	SH		SOLE		29,700	0	0
HALOZYME THERAPEUTICS INC	COM	40637H109	393	22,155	SH		SOLE		22,155	0	0
HALOZYME THERAPEUTICS INC	COM	40637H109	1,843	103,923	SH		OTR	1	0	103,923	0
HANCOCK WHITNEY CORPORATION	COM	410120109	790	18,000	SH		SOLE		18,000	0	0
HANCOCK WHITNEY CORPORATION	COM	410120109	3,620	82,500	SH		OTR	1	0	82,500	0
HANESBRANDS INC	COM	410345102	685	46,138	SH		OTR	1	0	46,138	0
HANESBRANDS INC	COM	410345102	126	8,517	SH		SOLE		8,517	0	0
HANGER INC	COM NEW	41043F208	2,789	101,000	SH		OTR	1	0	101,000	0
HANGER INC	COM NEW	41043F208	585	21,200	SH		SOLE		21,200	0	0
HANMI FINL CORP	COM NEW	410495204	1,931	96,574	SH		OTR	1	0	96,574	0
HANMI FINL CORP	COM NEW	410495204	402	20,093	SH		SOLE		20,093	0	0
HARLEY DAVIDSON INC	COM	412822108	747	20,095	SH		OTR	1	0	20,095	0
HARLEY DAVIDSON INC	COM	412822108	139	3,726	SH		SOLE		3,726	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	13,638	224,417	SH		OTR	1	0	224,417	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	760	12,513	SH		OTR	5	0	12,513	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	1,637	26,937	SH		SOLE		26,937	0	0
HASBRO INC	COM	418056107	1,725	16,333	SH		OTR	1	0	16,333	0
HASBRO INC	COM	418056107	360	3,409	SH		SOLE		3,409	0	0
HAWAIIAN HOLDINGS INC	COM	419879101	211	7,200	SH		OTR	1	0	7,200	0
HAWAIIAN HOLDINGS INC	COM	419879101	47	1,600	SH		SOLE		1,600	0	0
HAWKINS INC	COM	420261109	748	16,339	SH		OTR	1	0	16,339	0
HAWKINS INC	COM	420261109	147	3,200	SH		SOLE		3,200	0	0
HCA HEALTHCARE INC	COM	40412C101	8,225	55,643	SH		OTR	1	0	55,643	0
HCA HEALTHCARE INC	COM	40412C101	1,484	10,043	SH		SOLE		10,043	0	0
HEALTHPEAK PPTYS INC	COM	42250P103	3,350	97,182	SH		OTR	1	0	97,182	0
HEALTHPEAK PPTYS INC	COM	42250P103	574	16,661	SH		SOLE		16,661	0	0
HEALTHSTREAM INC	COM	42222N103	2,582	94,926	SH		OTR	1	0	94,926	0
HEALTHSTREAM INC	COM	42222N103	541	19,900	SH		SOLE		19,900	0	0
HEIDRICK & STRUGGLES INTL IN	COM	422819102	687	21,152	SH		OTR	1	0	21,152	0
HEIDRICK & STRUGGLES INTL IN	COM	422819102	141	4,332	SH		SOLE		4,332	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.125% 9/1	42330PAJ6	20,442	15,785,000	PRN		OTR	1	0	15,785,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.125% 9/1	42330PAJ6	5,998	4,632,000	PRN		SOLE		4,632,000	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	4,979	4,669,000	PRN		DFND	1	0	4,669,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	75	70,000	PRN		OTR	4	0	70,000	0
HELMERICH & PAYNE INC	COM	423452101	420	9,237	SH		OTR	5	0	9,237	0
HELMERICH & PAYNE INC	COM	423452101	1,089	23,971	SH		SOLE		23,971	0	0
HELMERICH & PAYNE INC	COM	423452101	9,982	219,724	SH		OTR	1	0	219,724	0
HENRY JACK & ASSOC INC	COM	426281101	322	2,209	SH		SOLE		2,209	0	0
HENRY JACK & ASSOC INC	COM	426281101	1,433	9,834	SH		OTR	1	0	9,834	0
HENRY SCHEIN INC	COM	806407102	1,791	26,838	SH		OTR	1	0	26,838	0
HENRY SCHEIN INC	COM	806407102	234	3,501	SH		SOLE		3,501	0	0
HERBALIFE LTD	NOTE 2.625% 3/1	42703MAD5	16,663	16,025,000	PRN		OTR	1	0	16,025,000	0
HERBALIFE LTD	NOTE 2.625% 3/1	42703MAD5	4,848	4,662,000	PRN		SOLE		4,662,000	0	0
HERON THERAPEUTICS INC	COM	427746102	1,207	51,351	SH		OTR	1	0	51,351	0
HERON THERAPEUTICS INC	COM	427746102	253	10,775	SH		SOLE		10,775	0	0
HERSHEY CO	COM	427866108	1,375	9,353	SH		OTR	5	0	9,353	0
HERSHEY CO	COM	427866108	2,357	16,039	SH		SOLE		16,039	0	0
HERSHEY CO	COM	427866108	16,371	111,384	SH		OTR	1	0	111,384	0
HESS CORP	COM	42809H107	2,209	33,065	SH		OTR	1	0	33,065	0
HESS CORP	COM	42809H107	475	7,106	SH		SOLE		7,106	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	2,648	166,986	SH		OTR	1	0	166,986	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	578	36,441	SH		SOLE		36,441	0	0
HIBBETT SPORTS INC	COM	428567101	1,873	66,800	SH		OTR	1	0	66,800	0
HIBBETT SPORTS INC	COM	428567101	379	13,500	SH		SOLE		13,500	0	0
HILL ROM HLDGS INC	COM	431475102	13,705	120,716	SH		OTR	1	0	120,716	0
HILL ROM HLDGS INC	COM	431475102	1,234	10,873	SH		OTR	5	0	10,873	0
HILL ROM HLDGS INC	COM	431475102	2,197	19,356	SH		SOLE		19,356	0	0
HILLTOP HOLDINGS INC	COM	432748101	1,476	59,200	SH		OTR	1	0	59,200	0
HILLTOP HOLDINGS INC	COM	432748101	339	13,600	SH		SOLE		13,600	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	839	7,564	SH		SOLE		7,564	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	4,017	36,216	SH		OTR	1	0	36,216	0
HMS HLDGS CORP	COM	40425J101	1,631	55,100	SH		OTR	1	0	55,100	0
HMS HLDGS CORP	COM	40425J101	358	12,100	SH		SOLE		12,100	0	0
HNI CORP	COM	404251100	1,008	26,900	SH		OTR	1	0	26,900	0
HNI CORP	COM	404251100	225	6,000	SH		SOLE		6,000	0	0
HOLLYFRONTIER CORP	COM	436106108	17,255	340,262	SH		OTR	1	0	340,262	0
HOLLYFRONTIER CORP	COM	436106108	1,267	24,992	SH		OTR	5	0	24,992	0
HOLLYFRONTIER CORP	COM	436106108	2,605	51,361	SH		SOLE		51,361	0	0
HOLOGIC INC	COM	436440101	663	12,699	SH		OTR	5	0	12,699	0
HOLOGIC INC	COM	436440101	1,521	29,139	SH		SOLE		29,139	0	0
HOLOGIC INC	COM	436440101	9,245	177,078	SH		OTR	1	0	177,078	0
HOME DEPOT INC	COM	437076102	54,479	249,468	SH		OTR	1	0	249,468	0
HOME DEPOT INC	COM	437076102	3,588	16,428	SH		OTR	5	0	16,428	0
HOME DEPOT INC	COM	437076102	10,191	46,665	SH		SOLE		46,665	0	0
HONEYWELL INTL INC	COM	438516106	18,623	105,217	SH		OTR	1	0	105,217	0
HONEYWELL INTL INC	COM	438516106	82	462	SH		OTR	5	0	462	0
HONEYWELL INTL INC	COM	438516106	3,544	20,023	SH		SOLE		20,023	0	0
HORACE MANN EDUCATORS CORP N	COM	440327104	2,248	51,500	SH		OTR	1	0	51,500	0
HORACE MANN EDUCATORS CORP N	COM	440327104	458	10,500	SH		SOLE		10,500	0	0
HORMEL FOODS CORP	COM	440452100	347	7,703	SH		SOLE		7,703	0	0
HORMEL FOODS CORP	COM	440452100	1,600	35,475	SH		OTR	1	0	35,475	0
HOST HOTELS & RESORTS INC	COM	44107P104	1,127	60,779	SH		SOLE		60,779	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	7,863	423,907	SH		OTR	1	0	423,907	0
HOST HOTELS & RESORTS INC	COM	44107P104	542	29,239	SH		OTR	5	0	29,239	0
HP INC	COM	40434L105	13,440	654,008	SH		OTR	1	0	654,008	0
HP INC	COM	40434L105	1,374	66,839	SH		OTR	5	0	66,839	0
HP INC	COM	40434L105	1,631	79,380	SH		SOLE		79,380	0	0
HUBSPOT INC	NOTE 0.250% 6/0	443573AB6	165	95,000	PRN		SOLE		95,000	0	0
HUMANA INC	COM	444859102	27,476	74,964	SH		OTR	1	0	74,964	0
HUMANA INC	COM	444859102	1,747	4,766	SH		OTR	5	0	4,766	0
HUMANA INC	COM	444859102	3,939	10,748	SH		SOLE		10,748	0	0
HUNT J B TRANS SVCS INC	COM	445658107	1,280	10,962	SH		OTR	1	0	10,962	0
HUNT J B TRANS SVCS INC	COM	445658107	237	2,027	SH		SOLE		2,027	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	2,002	132,790	SH		OTR	1	0	132,790	0
HUNTINGTON BANCSHARES INC	COM	446150104	429	28,478	SH		SOLE		28,478	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	23,310	92,912	SH		OTR	1	0	92,912	0
HUNTINGTON INGALLS INDS INC	COM	446413106	1,275	5,081	SH		OTR	5	0	5,081	0
HUNTINGTON INGALLS INDS INC	COM	446413106	1,978	7,885	SH		SOLE		7,885	0	0
HUNTSMAN CORP	COM	447011107	9,529	394,393	SH		OTR	1	0	394,393	0
HUNTSMAN CORP	COM	447011107	698	28,890	SH		SOLE		28,890	0	0
IAC INTERACTIVECORP	COM	44919P508	3,559	14,285	SH		OTR	1	0	14,285	0
IAC INTERACTIVECORP	COM	44919P508	510	2,049	SH		SOLE		2,049	0	0
IDACORP INC	COM	451107106	487	4,561	SH		OTR	1	0	4,561	0
IDEX CORP	COM	45167R104	1,663	9,671	SH		OTR	1	0	9,671	0
IDEX CORP	COM	45167R104	359	2,086	SH		SOLE		2,086	0	0
IDEXX LABS INC	COM	45168D104	2,868	10,982	SH		OTR	1	0	10,982	0
IDEXX LABS INC	COM	45168D104	608	2,330	SH		SOLE		2,330	0	0
IDT CORP	CL B NEW	448947507	1,324	183,700	SH		OTR	1	0	183,700	0
IDT CORP	CL B NEW	448947507	281	39,000	SH		SOLE		39,000	0	0
II VI INC	NOTE 0.250% 9/0	902104AB4	10	10,000	PRN		DFND	1	0	10,000	0
II VI INC	NOTE 0.250% 9/0	902104AB4	107	105,000	PRN		SOLE		105,000	0	0
ILLINOIS TOOL WKS INC	COM	452308109	6,756	37,610	SH		OTR	1	0	37,610	0
ILLINOIS TOOL WKS INC	COM	452308109	1,422	7,915	SH		SOLE		7,915	0	0
ILLUMINA INC	COM	452327109	6,223	18,760	SH		OTR	1	0	18,760	0
ILLUMINA INC	COM	452327109	1,280	3,857	SH		SOLE		3,857	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	6,276	4,514,000	PRN		DFND	1	0	4,514,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	23,931	17,151,000	PRN		OTR	1	0	17,151,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	95	68,000	PRN		OTR	4	0	68,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	12,135	8,697,000	PRN		SOLE		8,697,000	0	0
ILLUMINA INC	NOTE 8/1	452327AK5	22,648	20,459,000	PRN		OTR	1	0	20,459,000	0
ILLUMINA INC	NOTE 8/1	452327AK5	1,889	1,706,000	PRN		SOLE		1,706,000	0	0
IMMUNOMEDICS INC	COM	452907108	432	20,405	SH		SOLE		20,405	0	0
IMMUNOMEDICS INC	COM	452907108	2,025	95,691	SH		OTR	1	0	95,691	0
INCYTE CORP	COM	45337C102	1,681	19,250	SH		SOLE		19,250	0	0
INCYTE CORP	COM	45337C102	20,171	230,998	SH		OTR	1	0	230,998	0
INCYTE CORP	COM	45337C102	638	7,301	SH		OTR	5	0	7,301	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INSRED	45409F843	41,881	1,592,750	SH		OTR	3	0	1,592,750	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INTRME	45409F827	41,260	1,596,150	SH		OTR	3	0	1,596,150	0
INDEXIQ ACTIVE ETF TR	IQ ULTR SHT DU	45409F819	25,037	499,900	SH		OTR	3	0	499,900	0
INDEXIQ ETF TR	HDG EVE DRIV	45409B404	1,732	80,000	SH		OTR	3	0	80,000	0
INDEXIQ ETF TR	HDGD FTSE JAPN	45409B537	2,235	103,287	SH		OTR	3	0	103,287	0
INDEXIQ ETF TR	IQ 500 INT ETF	45409B362	5,703	200,025	SH		OTR	3	0	200,025	0
INDEXIQ ETF TR	IQ CANDRM ESG US	45409B461	5,057	198,400	SH		OTR	3	0	198,400	0
INDEXIQ ETF TR	IQ CNDRM ESG INT	45409B453	10,038	397,300	SH		OTR	3	0	397,300	0
INDEXIQ ETF TR	IQ LEADERS GTA	45409B511	15,432	608,254	SH		OTR	3	0	608,254	0
INDEXIQ ETF TR	IQ S&P HGH YLD	45409B412	20,679	813,158	SH		OTR	3	0	813,158	0
INDEXIQ ETF TR	IQ SHORT DURAT	45409B339	3,080	120,000	SH		OTR	3	0	120,000	0
INDEXIQ ETF TR	LNG SHT TRACK	45409B305	1,823	80,000	SH		OTR	3	0	80,000	0
INFINERA CORPORATION	NOTE 2.125% 9/0	45667GAC7	138	130,000	PRN		SOLE		130,000	0	0
INFOSYS LTD	SPONSORED ADR	456788108	2	225	SH		DFND	1	0	225	0
INFOSYS LTD	SPONSORED ADR	456788108	360	34,900	SH		SOLE		34,900	0	0
INGLES MKTS INC	CL A	457030104	1,672	35,200	SH		OTR	1	0	35,200	0
INGLES MKTS INC	CL A	457030104	371	7,800	SH		SOLE		7,800	0	0
INGREDION INC	COM	457187102	107	1,146	SH		SOLE		1,146	0	0
INGREDION INC	COM	457187102	762	8,201	SH		OTR	1	0	8,201	0
INNOSPEC INC	COM	45768S105	1,521	14,700	SH		OTR	1	0	14,700	0
INNOSPEC INC	COM	45768S105	310	3,000	SH		SOLE		3,000	0	0
INNOVIVA INC	COM	45781M101	2,824	199,400	SH		OTR	1	0	199,400	0
INNOVIVA INC	COM	45781M101	596	42,100	SH		SOLE		42,100	0	0
INPHI CORP	COM	45772F107	1,377	18,600	SH		OTR	1	0	18,600	0
INPHI CORP	COM	45772F107	289	3,900	SH		SOLE		3,900	0	0
INPHI CORP	NOTE 0.750% 9/0	45772FAC1	20	14,000	PRN		DFND	1	0	14,000	0
INPHI CORP	NOTE 0.750% 9/0	45772FAC1	340	240,000	PRN		SOLE		240,000	0	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	6,156	3,311,000	PRN		DFND	1	0	3,311,000	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	44,635	23,973,000	PRN		OTR	1	0	23,973,000	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	95	51,000	PRN		OTR	4	0	51,000	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	11,250	6,042,000	PRN		SOLE		6,042,000	0	0
INSIGHT ENTERPRISES INC	COM	45765U103	3,711	52,792	SH		OTR	1	0	52,792	0
INSIGHT ENTERPRISES INC	COM	45765U103	787	11,194	SH		SOLE		11,194	0	0
INSMED INC	COM PAR $.01	457669307	1,897	79,426	SH		OTR	1	0	79,426	0
INSMED INC	COM PAR $.01	457669307	400	16,754	SH		SOLE		16,754	0	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	92	95,000	PRN		SOLE		95,000	0	0
INSTALLED BLDG PRODS INC	COM	45780R101	3,078	44,700	SH		OTR	1	0	44,700	0
INSTALLED BLDG PRODS INC	COM	45780R101	654	9,500	SH		SOLE		9,500	0	0
INSULET CORP	NOTE 1.375%11/1	45784PAH4	32	17,000	PRN		DFND	1	0	17,000	0
INTEGER HLDGS CORP	COM	45826H109	3,730	46,374	SH		OTR	1	0	46,374	0
INTEGER HLDGS CORP	COM	45826H109	790	9,819	SH		SOLE		9,819	0	0
INTEL CORP	COM	458140100	1,471	24,573	SH		OTR	5	0	24,573	0
INTEL CORP	COM	458140100	8,649	144,506	SH		SOLE		144,506	0	0
INTEL CORP	COM	458140100	42,244	705,825	SH		OTR	1	0	705,825	0
INTELSAT S A	NOTE 4.500% 6/1	45790VAB6	50	75,000	PRN		SOLE		75,000	0	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	2,090	16,865	SH		OTR	1	0	16,865	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	441	3,561	SH		SOLE		3,561	0	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	1,867	1,852,000	PRN		DFND	1	0	1,852,000	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	11,862	11,735,000	PRN		OTR	1	0	11,735,000	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	30	30,000	PRN		OTR	4	0	30,000	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	4,370	4,323,000	PRN		SOLE		4,323,000	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	2,413	26,070	SH		SOLE		26,070	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	14,834	160,280	SH		OTR	1	0	160,280	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	1,699	18,355	SH		OTR	5	0	18,355	0
INTERDIGITAL INC	COM	45867G101	223	4,100	SH		SOLE		4,100	0	0
INTERDIGITAL INC	COM	45867G101	986	18,100	SH		OTR	1	0	18,100	0
INTERDIGITAL INC	NOTE 1.500% 3/0	458660AD9	70	70,000	PRN		SOLE		70,000	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	16,616	123,962	SH		OTR	1	0	123,962	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	12	90	SH		OTR	5	0	90	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	3,139	23,416	SH		SOLE		23,416	0	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	1,760	13,641	SH		OTR	1	0	13,641	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	363	2,815	SH		SOLE		2,815	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	1,318	57,035	SH		OTR	1	0	57,035	0
INTERPUBLIC GROUP COS INC	COM	460690100	261	11,299	SH		SOLE		11,299	0	0
INTERSECT ENT INC	COM	46071F103	256	10,300	SH		OTR	1	0	10,300	0
INTERSECT ENT INC	COM	46071F103	45	1,800	SH		SOLE		1,800	0	0
INTL FCSTONE INC	COM	46116V105	684	14,000	SH		SOLE		14,000	0	0
INTL FCSTONE INC	COM	46116V105	3,209	65,719	SH		OTR	1	0	65,719	0
INTL PAPER CO	COM	460146103	2,317	50,312	SH		OTR	1	0	50,312	0
INTL PAPER CO	COM	460146103	499	10,839	SH		SOLE		10,839	0	0
INTUIT	COM	461202103	9,547	36,450	SH		OTR	1	0	36,450	0
INTUIT	COM	461202103	2,087	7,969	SH		SOLE		7,969	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	17,617	29,801	SH		OTR	1	0	29,801	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	683	1,155	SH		OTR	5	0	1,155	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	2,270	3,840	SH		SOLE		3,840	0	0
INVACARE CORP	COM	461203101	474	52,600	SH		OTR	1	0	52,600	0
INVACARE CORP	COM	461203101	96	10,600	SH		SOLE		10,600	0	0
INVESCO ADVANTAGE MUNICIPAL	SH BEN INT	46132E103	4,457	399,055	SH		SOLE		399,055	0	0
INVESCO EXCHNG TRADED FD TR	NATL AMT MUNI	46138E537	45,000	1,700,663	SH		OTR	1	0	1,700,663	0
INVESCO MUN OPPORTUNITY TR	COM	46132C107	4,478	362,330	SH		SOLE		362,330	0	0
INVESCO MUN TR	COM	46131J103	4,776	386,429	SH		SOLE		386,429	0	0
INVESCO PA VALUE MUN INCOME	COM	46132K109	3,186	241,518	SH		SOLE		241,518	0	0
INVESCO QUALITY MUNI INC TRS	COM	46133G107	5,704	453,399	SH		SOLE		453,399	0	0
INVESCO TR INVT GRADE MUNS	COM	46131M106	4,580	356,390	SH		SOLE		356,390	0	0
INVESTORS BANCORP INC NEW	COM	46146L101	2,818	236,500	SH		OTR	1	0	236,500	0
INVESTORS BANCORP INC NEW	COM	46146L101	589	49,400	SH		SOLE		49,400	0	0
INVITAE CORP	COM	46185L103	995	61,700	SH		OTR	1	0	61,700	0
INVITAE CORP	COM	46185L103	218	13,500	SH		SOLE		13,500	0	0
INVITATION HOMES INC	COM	46187W107	222	7,419	SH		SOLE		7,419	0	0
INVITATION HOMES INC	COM	46187W107	2,350	78,417	SH		OTR	1	0	78,417	0
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	1,786	64,520	SH		OTR	1	0	64,520	0
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	385	13,918	SH		SOLE		13,918	0	0
IPG PHOTONICS CORP	COM	44980X109	659	4,547	SH		OTR	1	0	4,547	0
IPG PHOTONICS CORP	COM	44980X109	124	856	SH		SOLE		856	0	0
IQVIA HLDGS INC	COM	46266C105	14,341	92,815	SH		OTR	1	0	92,815	0
IQVIA HLDGS INC	COM	46266C105	726	4,699	SH		OTR	5	0	4,699	0
IQVIA HLDGS INC	COM	46266C105	2,430	15,726	SH		SOLE		15,726	0	0
IRON MTN INC NEW	COM	46284V101	1,380	43,287	SH		OTR	1	0	43,287	0
IRON MTN INC NEW	COM	46284V101	297	9,313	SH		SOLE		9,313	0	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	1,371	103,024	SH		OTR	1	0	103,024	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	291	21,867	SH		SOLE		21,867	0	0
IRONWOOD PHARMACEUTICALS INC	DBCV 2.250% 6/1	46333XAD0	129	110,000	PRN		SOLE		110,000	0	0
ISHARES GOLD TRUST	ISHARES	464285105	8,971	618,700	SH		OTR	1	0	618,700	0
ISHARES TR	CORE S&P MCP ETF	464287507	13,248	64,367	SH		OTR	1	0	64,367	0
ISHARES TR	CORE S&P MCP ETF	464287507	210	1,022	SH		SOLE		1,022	0	0
ISHARES TR	MSCI SAUDI ARBIA	46434V423	1,815	58,696	SH		OTR	1	0	58,696	0
ISHARES TR	RUS 1000 GRW ETF	464287614	19,291	109,655	SH		OTR	1	0	109,655	0
ISHARES TR	RUS MID CAP ETF	464287499	6,816	114,330	SH		OTR	1	0	114,330	0
ISHARES TR	RUSSELL 2000 ETF	464287655	1,982	11,961	SH		SOLE		11,961	0	0
ISHARES TR	RUSSELL 2000 ETF	464287655	20,617	124,444	SH		OTR	1	0	124,444	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	26,173	22,826,000	PRN		OTR	1	0	22,826,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	50	44,000	PRN		OTR	4	0	44,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	8,049	7,020,000	PRN		SOLE		7,020,000	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	3,325	2,906,000	PRN		DFND	1	0	2,906,000	0
ITRON INC	COM	465741106	437	5,200	SH		OTR	1	0	5,200	0
ITRON INC	COM	465741106	101	1,200	SH		SOLE		1,200	0	0
J ALEXANDERS HLDGS INC	COM	46609J106	753	78,814	SH		OTR	1	0	78,814	0
J ALEXANDERS HLDGS INC	COM	46609J106	168	17,597	SH		SOLE		17,597	0	0
J2 GLOBAL INC	COM	48123V102	4,317	46,064	SH		OTR	1	0	46,064	0
J2 GLOBAL INC	COM	48123V102	912	9,731	SH		SOLE		9,731	0	0
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	152	105,000	PRN		SOLE		105,000	0	0
JABIL INC	COM	466313103	1,239	29,984	SH		OTR	5	0	29,984	0
JABIL INC	COM	466313103	2,281	55,184	SH		SOLE		55,184	0	0
JABIL INC	COM	466313103	21,949	531,058	SH		OTR	1	0	531,058	0
JACOBS ENGR GROUP INC	COM	469814107	1,555	17,311	SH		OTR	1	0	17,311	0
JACOBS ENGR GROUP INC	COM	469814107	333	3,705	SH		SOLE		3,705	0	0
JAZZ INVESTMENTS I LTD	NOTE 1.875% 8/1	472145AB7	222	215,000	PRN		SOLE		215,000	0	0
JD COM INC	SPON ADR CL A	47215P106	2	56	SH		DFND	1	0	56	0
JD COM INC	SPON ADR CL A	47215P106	2,114	59,998	SH		OTR	1	0	59,998	0
JD COM INC	SPON ADR CL A	47215P106	469	13,300	SH		SOLE		13,300	0	0
JEFFERIES FINL GROUP INC	COM	47233W109	36	1,678	SH		SOLE		1,678	0	0
JEFFERIES FINL GROUP INC	COM	47233W109	622	29,083	SH		OTR	1	0	29,083	0
JOHNSON & JOHNSON	COM	478160104	14,322	98,182	SH		SOLE		98,182	0	0
JOHNSON & JOHNSON	COM	478160104	67,066	459,763	SH		OTR	1	0	459,763	0
JOHNSON & JOHNSON	COM	478160104	3,386	23,214	SH		OTR	5	0	23,214	0
JONES LANG LASALLE INC	COM	48020Q107	1,140	6,548	SH		OTR	1	0	6,548	0
JONES LANG LASALLE INC	COM	48020Q107	147	842	SH		SOLE		842	0	0
JPMORGAN CHASE & CO	COM	46625H100	76,651	549,864	SH		OTR	1	0	549,864	0
JPMORGAN CHASE & CO	COM	46625H100	5,113	36,677	SH		OTR	5	0	36,677	0
JPMORGAN CHASE & CO	COM	46625H100	16,426	117,831	SH		SOLE		117,831	0	0
JUMEI INTL HLDG LTD	SPONSORED ADR	48138L107	1	439	SH		DFND	1	0	439	0
JUMEI INTL HLDG LTD	SPONSORED ADR	48138L107	196	95,500	SH		OTR	1	0	95,500	0
JUNIPER NETWORKS INC	COM	48203R104	1,058	42,960	SH		OTR	1	0	42,960	0
JUNIPER NETWORKS INC	COM	48203R104	244	9,900	SH		SOLE		9,900	0	0
K12 INC	COM	48273U102	851	41,818	SH		OTR	1	0	41,818	0
K12 INC	COM	48273U102	155	7,627	SH		SOLE		7,627	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	1,966	12,835	SH		OTR	1	0	12,835	0
KANSAS CITY SOUTHERN	COM NEW	485170302	422	2,756	SH		SOLE		2,756	0	0
KAR AUCTION SVCS INC	COM	48238T109	3,342	153,396	SH		OTR	1	0	153,396	0
KAR AUCTION SVCS INC	COM	48238T109	413	18,954	SH		SOLE		18,954	0	0
KARYOPHARM THERAPEUTICS INC	NOTE 3.000%10/1	48576UAA4	133	93,000	PRN		SOLE		93,000	0	0
KB HOME	COM	48666K109	2,748	80,200	SH		OTR	1	0	80,200	0
KB HOME	COM	48666K109	624	18,200	SH		SOLE		18,200	0	0
KBR INC	COM	48242W106	1,774	58,174	SH		OTR	1	0	58,174	0
KBR INC	COM	48242W106	331	10,860	SH		OTR	5	0	10,860	0
KBR INC	COM	48242W106	445	14,605	SH		SOLE		14,605	0	0
KELLOGG CO	COM	487836108	2,194	31,728	SH		OTR	1	0	31,728	0
KELLOGG CO	COM	487836108	473	6,841	SH		SOLE		6,841	0	0
KELLY SVCS INC	CL A	488152208	391	17,300	SH		OTR	1	0	17,300	0
KELLY SVCS INC	CL A	488152208	88	3,900	SH		SOLE		3,900	0	0
KEMPER CORP DEL	COM	488401100	1,225	15,800	SH		OTR	1	0	15,800	0
KEMPER CORP DEL	COM	488401100	383	4,937	SH		SOLE		4,937	0	0
KEURIG DR PEPPER INC	COM	49271V100	1,632	56,385	SH		OTR	1	0	56,385	0
KEYCORP NEW	COM	493267108	542	26,800	SH		SOLE		26,800	0	0
KEYCORP NEW	COM	493267108	2,559	126,420	SH		OTR	1	0	126,420	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	558	5,438	SH		SOLE		5,438	0	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	2,582	25,162	SH		OTR	1	0	25,162	0
KIMBALL ELECTRONICS INC	COM	49428J109	416	23,700	SH		OTR	1	0	23,700	0
KIMBALL ELECTRONICS INC	COM	49428J109	86	4,900	SH		SOLE		4,900	0	0
KIMBALL INTL INC	CL B	494274103	2,011	97,300	SH		OTR	1	0	97,300	0
KIMBALL INTL INC	CL B	494274103	420	20,300	SH		SOLE		20,300	0	0
KIMBERLY CLARK CORP	COM	494368103	7,681	55,841	SH		OTR	1	0	55,841	0
KIMBERLY CLARK CORP	COM	494368103	1,364	9,913	SH		SOLE		9,913	0	0
KIMCO RLTY CORP	COM	49446R109	1,181	57,047	SH		OTR	1	0	57,047	0
KIMCO RLTY CORP	COM	49446R109	261	12,598	SH		SOLE		12,598	0	0
KINDER MORGAN INC DEL	COM	49456B101	7,427	350,836	SH		OTR	1	0	350,836	0
KINDER MORGAN INC DEL	COM	49456B101	1,227	57,963	SH		SOLE		57,963	0	0
KLA CORPORATION	COM NEW	482480100	215	1,204	SH		OTR	5	0	1,204	0
KLA CORPORATION	COM NEW	482480100	1,973	11,075	SH		SOLE		11,075	0	0
KLA CORPORATION	COM NEW	482480100	22,705	127,437	SH		OTR	1	0	127,437	0
KNOLL INC	COM NEW	498904200	2,822	111,700	SH		OTR	1	0	111,700	0
KNOLL INC	COM NEW	498904200	599	23,700	SH		SOLE		23,700	0	0
KODIAK SCIENCES INC	COM	50015M109	288	4,000	SH		OTR	1	0	4,000	0
KODIAK SCIENCES INC	COM	50015M109	50	700	SH		SOLE		700	0	0
KOHLS CORP	COM	500255104	1,041	20,422	SH		OTR	1	0	20,422	0
KOHLS CORP	COM	500255104	191	3,745	SH		SOLE		3,745	0	0
KOPPERS HOLDINGS INC	COM	50060P106	164	4,300	SH		OTR	1	0	4,300	0
KOPPERS HOLDINGS INC	COM	50060P106	38	1,000	SH		SOLE		1,000	0	0
KRAFT HEINZ CO	COM	500754106	3,981	123,895	SH		OTR	1	0	123,895	0
KRAFT HEINZ CO	COM	500754106	539	16,769	SH		SOLE		16,769	0	0
KROGER CO	COM	501044101	18,960	654,018	SH		OTR	1	0	654,018	0
KROGER CO	COM	501044101	1,454	50,141	SH		OTR	5	0	50,141	0
KROGER CO	COM	501044101	2,482	85,610	SH		SOLE		85,610	0	0
L BRANDS INC	COM	501797104	535	29,519	SH		OTR	1	0	29,519	0
L BRANDS INC	COM	501797104	98	5,421	SH		SOLE		5,421	0	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	5,701	28,814	SH		OTR	1	0	28,814	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	1,184	5,982	SH		SOLE		5,982	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	2,114	12,499	SH		OTR	1	0	12,499	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	441	2,605	SH		SOLE		2,605	0	0
LADENBURG THALMAN FIN SVCS I	COM	50575Q102	29	8,300	SH		SOLE		8,300	0	0
LADENBURG THALMAN FIN SVCS I	COM	50575Q102	128	36,700	SH		OTR	1	0	36,700	0
LAM RESEARCH CORP	COM	512807108	37,272	127,469	SH		OTR	1	0	127,469	0
LAM RESEARCH CORP	COM	512807108	1,700	5,814	SH		OTR	5	0	5,814	0
LAM RESEARCH CORP	COM	512807108	4,518	15,450	SH		SOLE		15,450	0	0
LAMB WESTON HLDGS INC	COM	513272104	1,601	18,613	SH		OTR	1	0	18,613	0
LAMB WESTON HLDGS INC	COM	513272104	355	4,127	SH		SOLE		4,127	0	0
LANDS END INC NEW	COM	51509F105	277	16,490	SH		OTR	1	0	16,490	0
LANDS END INC NEW	COM	51509F105	52	3,084	SH		SOLE		3,084	0	0
LANNET INC	COM	516012101	319	36,200	SH		OTR	1	0	36,200	0
LANNET INC	COM	516012101	77	8,700	SH		SOLE		8,700	0	0
LANTHEUS HLDGS INC	COM	516544103	2,826	137,805	SH		OTR	1	0	137,805	0
LANTHEUS HLDGS INC	COM	516544103	596	29,065	SH		SOLE		29,065	0	0
LAREDO PETROLEUM INC	COM	516806106	59	20,400	SH		OTR	1	0	20,400	0
LAREDO PETROLEUM INC	COM	516806106	10	3,500	SH		SOLE		3,500	0	0
LAS VEGAS SANDS CORP	COM	517834107	4,391	63,598	SH		OTR	1	0	63,598	0
LAS VEGAS SANDS CORP	COM	517834107	639	9,256	SH		SOLE		9,256	0	0
LAUDER ESTEE COS INC	CL A	518439104	5,920	28,665	SH		OTR	1	0	28,665	0
LAUDER ESTEE COS INC	CL A	518439104	1,219	5,900	SH		SOLE		5,900	0	0
LAUREATE EDUCATION INC	CL A	518613203	1,201	68,200	SH		OTR	1	0	68,200	0
LAUREATE EDUCATION INC	CL A	518613203	282	16,000	SH		SOLE		16,000	0	0
LEAR CORP	COM NEW	521865204	1,691	12,326	SH		OTR	1	0	12,326	0
LEAR CORP	COM NEW	521865204	470	3,427	SH		SOLE		3,427	0	0
LEE ENTERPRISES INC	COM	523768109	30	21,200	SH		SOLE		21,200	0	0
LEE ENTERPRISES INC	COM	523768109	154	108,600	SH		OTR	1	0	108,600	0
LEGG MASON INC	COM	524901105	3,363	93,658	SH		OTR	1	0	93,658	0
LEGG MASON INC	COM	524901105	320	8,904	SH		SOLE		8,904	0	0
LEGGETT & PLATT INC	COM	524660107	852	16,769	SH		OTR	1	0	16,769	0
LEGGETT & PLATT INC	COM	524660107	157	3,088	SH		SOLE		3,088	0	0
LEIDOS HLDGS INC	COM	525327102	2,811	28,712	SH		SOLE		28,712	0	0
LEIDOS HLDGS INC	COM	525327102	16,404	167,574	SH		OTR	1	0	167,574	0
LEIDOS HLDGS INC	COM	525327102	1,418	14,481	SH		OTR	5	0	14,481	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	3,027	1,932,000	PRN		SOLE		1,932,000	0	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	42	27,000	PRN		OTR	4	0	27,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	10,312	6,581,000	PRN		OTR	1	0	6,581,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	2,904	1,856,000	PRN		DFND	1	0	1,856,000	0
LENNAR CORP	CL A	526057104	4,228	75,786	SH		OTR	1	0	75,786	0
LENNAR CORP	CL A	526057104	625	11,194	SH		SOLE		11,194	0	0
LEXICON PHARMACEUTICALS INC	NOTE 5.250%12/0	528872AB0	22	30,000	PRN		SOLE		30,000	0	0
LEXINFINTECH HLDGS LTD	ADR	528877103	803	57,800	SH		OTR	1	0	57,800	0
LEXINGTON REALTY TRUST	COM	529043101	3,461	325,851	SH		OTR	1	0	325,851	0
LEXINGTON REALTY TRUST	COM	529043101	734	69,100	SH		SOLE		69,100	0	0
LIBERTY MEDIA CORP DELAWARE	COM C BRAVES GRP	531229888	284	9,600	SH		OTR	1	0	9,600	0
LIBERTY MEDIA CORP DELAWARE	COM C BRAVES GRP	531229888	59	2,000	SH		SOLE		2,000	0	0
LIBERTY MEDIA CORP DELAWARE	COM C SIRIUSXM	531229607	214	4,450	SH		OTR	1	0	4,450	0
LIBERTY MEDIA CORP DELAWARE	COM C SIRIUSXM	531229607	63	1,300	SH		SOLE		1,300	0	0
LIBERTY MEDIA CORP DELAWARE	DEB 2.250% 9/3	531229AE2	67	115,000	PRN		SOLE		115,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	6,476	4,859,000	PRN		SOLE		4,859,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	19	14,000	PRN		DFND	1	0	14,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	21,463	16,105,000	PRN		OTR	1	0	16,105,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	6,285	4,671,000	PRN		DFND	1	0	4,671,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	22,725	16,857,000	PRN		OTR	1	0	16,857,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	98	73,000	PRN		OTR	4	0	73,000	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	6,626	4,915,000	PRN		SOLE		4,915,000	0	0
LIFE STORAGE INC	COM	53223X107	1,562	14,424	SH		OTR	1	0	14,424	0
LIFE STORAGE INC	COM	53223X107	115	1,065	SH		SOLE		1,065	0	0
LIFEVANTAGE CORP	COM NEW	53222K205	771	49,400	SH		OTR	1	0	49,400	0
LIFEVANTAGE CORP	COM NEW	53222K205	172	11,000	SH		SOLE		11,000	0	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	1,169	11,210	SH		OTR	1	0	11,210	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	250	2,394	SH		SOLE		2,394	0	0
LILLY ELI & CO	COM	532457108	16,999	129,337	SH		OTR	1	0	129,337	0
LILLY ELI & CO	COM	532457108	2,965	22,557	SH		SOLE		22,557	0	0
LINCOLN NATL CORP IND	COM	534187109	1,979	33,534	SH		OTR	1	0	33,534	0
LINCOLN NATL CORP IND	COM	534187109	474	8,040	SH		SOLE		8,040	0	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	6,227	627,072	SH		OTR	1	0	627,072	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	923	92,946	SH		SOLE		92,946	0	0
LITHIA MTRS INC	CL A	536797103	779	5,300	SH		SOLE		5,300	0	0
LITHIA MTRS INC	CL A	536797103	3,660	24,900	SH		OTR	1	0	24,900	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	2,570	35,964	SH		OTR	1	0	35,964	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	336	4,701	SH		SOLE		4,701	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	22	18,000	PRN		DFND	1	0	18,000	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	13,773	11,272,000	PRN		OTR	1	0	11,272,000	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	2,455	2,009,000	PRN		SOLE		2,009,000	0	0
LKQ CORP	COM	501889208	3,130	87,684	SH		SOLE		87,684	0	0
LKQ CORP	COM	501889208	24,741	693,028	SH		OTR	1	0	693,028	0
LKQ CORP	COM	501889208	1,292	36,199	SH		OTR	5	0	36,199	0
LOCKHEED MARTIN CORP	COM	539830109	5,487	14,092	SH		SOLE		14,092	0	0
LOCKHEED MARTIN CORP	COM	539830109	40,110	103,011	SH		OTR	1	0	103,011	0
LOCKHEED MARTIN CORP	COM	539830109	2,160	5,547	SH		OTR	5	0	5,547	0
LOEWS CORP	COM	540424108	1,723	32,832	SH		OTR	1	0	32,832	0
LOEWS CORP	COM	540424108	358	6,822	SH		SOLE		6,822	0	0
LOGMEIN INC	COM	54142L109	5,729	66,815	SH		OTR	1	0	66,815	0
LOGMEIN INC	COM	54142L109	917	10,691	SH		SOLE		10,691	0	0
LOWES COS INC	COM	548661107	16,612	138,708	SH		OTR	1	0	138,708	0
LOWES COS INC	COM	548661107	3,371	28,145	SH		SOLE		28,145	0	0
LPL FINL HLDGS INC	COM	50212V100	16,030	173,771	SH		OTR	1	0	173,771	0
LPL FINL HLDGS INC	COM	50212V100	1,397	15,143	SH		SOLE		15,143	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	6,807	4,670,000	PRN		DFND	1	0	4,670,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	17,803	12,173,000	PRN		SOLE		12,173,000	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	61,327	41,933,000	PRN		OTR	1	0	41,933,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	103	71,000	PRN		OTR	4	0	71,000	0
LUTHER BURBANK CORP	COM	550550107	1,092	94,736	SH		OTR	1	0	94,736	0
LUTHER BURBANK CORP	COM	550550107	231	20,000	SH		SOLE		20,000	0	0
LYDALL INC DEL	COM	550819106	2,107	102,700	SH		OTR	1	0	102,700	0
LYDALL INC DEL	COM	550819106	456	22,200	SH		SOLE		22,200	0	0
M & T BK CORP	COM	55261F104	2,875	16,937	SH		OTR	1	0	16,937	0
M & T BK CORP	COM	55261F104	597	3,514	SH		SOLE		3,514	0	0
M/I HOMES INC	COM	55305B101	354	9,000	SH		SOLE		9,000	0	0
M/I HOMES INC	COM	55305B101	1,688	42,900	SH		OTR	1	0	42,900	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	331	345,000	PRN		SOLE		345,000	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	18	19,000	PRN		DFND	1	0	19,000	0
MACYS INC	COM	55616P104	670	39,422	SH		OTR	1	0	39,422	0
MACYS INC	COM	55616P104	122	7,169	SH		SOLE		7,169	0	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	790	8,667	SH		OTR	1	0	8,667	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	170	1,861	SH		SOLE		1,861	0	0
MAGELLAN HEALTH INC	COM NEW	559079207	1,549	19,800	SH		OTR	1	0	19,800	0
MAGELLAN HEALTH INC	COM NEW	559079207	329	4,200	SH		SOLE		4,200	0	0
MALIBU BOATS INC	COM CL A	56117J100	3,006	73,400	SH		OTR	1	0	73,400	0
MALIBU BOATS INC	COM CL A	56117J100	639	15,600	SH		SOLE		15,600	0	0
MANPOWERGROUP INC	COM	56418H100	13,559	139,635	SH		OTR	1	0	139,635	0
MANPOWERGROUP INC	COM	56418H100	1,204	12,401	SH		OTR	5	0	12,401	0
MANPOWERGROUP INC	COM	56418H100	2,448	25,209	SH		SOLE		25,209	0	0
MARATHON OIL CORP	COM	565849106	3,332	245,396	SH		OTR	1	0	245,396	0
MARATHON OIL CORP	COM	565849106	309	22,772	SH		SOLE		22,772	0	0
MARATHON PETE CORP	COM	56585A102	7,136	118,438	SH		OTR	1	0	118,438	0
MARATHON PETE CORP	COM	56585A102	1,628	27,025	SH		SOLE		27,025	0	0
MARKETAXESS HLDGS INC	COM	57060D108	1,850	4,880	SH		OTR	1	0	4,880	0
MARKETAXESS HLDGS INC	COM	57060D108	376	992	SH		SOLE		992	0	0
MARRIOTT INTL INC NEW	CL A	571903202	5,279	34,861	SH		OTR	1	0	34,861	0
MARRIOTT INTL INC NEW	CL A	571903202	1,108	7,318	SH		SOLE		7,318	0	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	3,235	3,034,000	PRN		DFND	1	0	3,034,000	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	150	140,000	PRN		SOLE		140,000	0	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	50	47,000	PRN		OTR	4	0	47,000	0
MARSH & MCLENNAN COS INC	COM	571748102	8,841	79,355	SH		OTR	1	0	79,355	0
MARSH & MCLENNAN COS INC	COM	571748102	1,471	13,207	SH		SOLE		13,207	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	2,228	7,969	SH		OTR	1	0	7,969	0
MARTIN MARIETTA MATLS INC	COM	573284106	466	1,667	SH		SOLE		1,667	0	0
MASCO CORP	COM	574599106	1,918	39,964	SH		OTR	1	0	39,964	0
MASCO CORP	COM	574599106	435	9,063	SH		SOLE		9,063	0	0
MASONITE INTL CORP NEW	COM	575385109	823	11,400	SH		OTR	1	0	11,400	0
MASONITE INTL CORP NEW	COM	575385109	144	2,000	SH		SOLE		2,000	0	0
MASTEC INC	COM	576323109	3,984	62,100	SH		OTR	1	0	62,100	0
MASTEC INC	COM	576323109	847	13,200	SH		SOLE		13,200	0	0
MASTERCARD INC	CL A	57636Q104	2,671	8,946	SH		OTR	5	0	8,946	0
MASTERCARD INC	CL A	57636Q104	10,529	35,262	SH		SOLE		35,262	0	0
MASTERCARD INC	CL A	57636Q104	72,408	242,500	SH		OTR	1	0	242,500	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	2,312	146,800	SH		OTR	1	0	146,800	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	480	30,500	SH		SOLE		30,500	0	0
MATRIX SVC CO	COM	576853105	1,976	86,385	SH		OTR	1	0	86,385	0
MATRIX SVC CO	COM	576853105	424	18,533	SH		SOLE		18,533	0	0
MATSON INC	COM	57686G105	371	9,100	SH		OTR	1	0	9,100	0
MATSON INC	COM	57686G105	86	2,100	SH		SOLE		2,100	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	2,132	34,667	SH		OTR	1	0	34,667	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	448	7,288	SH		SOLE		7,288	0	0
MAXIMUS INC	COM	577933104	2,885	38,784	SH		OTR	1	0	38,784	0
MAXIMUS INC	COM	577933104	107	1,444	SH		OTR	5	0	1,444	0
MAXIMUS INC	COM	577933104	500	6,725	SH		SOLE		6,725	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	2,692	15,861	SH		OTR	1	0	15,861	0
MCCORMICK & CO INC	COM NON VTG	579780206	563	3,315	SH		SOLE		3,315	0	0
MCDONALDS CORP	COM	580135101	22,896	115,864	SH		OTR	1	0	115,864	0
MCDONALDS CORP	COM	580135101	312	1,579	SH		OTR	5	0	1,579	0
MCDONALDS CORP	COM	580135101	4,602	23,289	SH		SOLE		23,289	0	0
MCGRATH RENTCORP	COM	580589109	712	9,300	SH		SOLE		9,300	0	0
MCGRATH RENTCORP	COM	580589109	3,375	44,100	SH		OTR	1	0	44,100	0
MCKESSON CORP	COM	58155Q103	3,804	27,503	SH		SOLE		27,503	0	0
MCKESSON CORP	COM	58155Q103	29,645	214,322	SH		OTR	1	0	214,322	0
MCKESSON CORP	COM	58155Q103	1,395	10,087	SH		OTR	5	0	10,087	0
MDU RES GROUP INC	COM	552690109	1,638	55,120	SH		OTR	1	0	55,120	0
MDU RES GROUP INC	COM	552690109	155	5,225	SH		SOLE		5,225	0	0
MEDICINES CO	COM	584688105	3,236	38,100	SH		OTR	1	0	38,100	0
MEDICINES CO	COM	584688105	680	8,000	SH		SOLE		8,000	0	0
MEDNAX INC	COM	58502B106	5,129	184,580	SH		OTR	1	0	184,580	0
MEDNAX INC	COM	58502B106	432	15,549	SH		SOLE		15,549	0	0
MEDPACE HLDGS INC	COM	58506Q109	787	9,366	SH		SOLE		9,366	0	0
MEDPACE HLDGS INC	COM	58506Q109	3,700	44,013	SH		OTR	1	0	44,013	0
MELCO RESORTS AND ENTMT LTD	ADR	585464100	1,958	81,000	SH		OTR	1	0	81,000	0
MERCADOLIBRE INC	NOTE 2.000% 8/1	58733RAD4	13	9,000	PRN		DFND	1	0	9,000	0
MERCADOLIBRE INC	NOTE 2.000% 8/1	58733RAD4	14,401	9,630,000	PRN		OTR	1	0	9,630,000	0
MERCADOLIBRE INC	NOTE 2.000% 8/1	58733RAD4	4,050	2,708,000	PRN		SOLE		2,708,000	0	0
MERCHANTS BANCORP IND	COM	58844R108	1,039	52,700	SH		OTR	1	0	52,700	0
MERCHANTS BANCORP IND	COM	58844R108	221	11,200	SH		SOLE		11,200	0	0
MERCK & CO INC	COM	58933Y105	50,946	560,152	SH		OTR	1	0	560,152	0
MERCK & CO INC	COM	58933Y105	1,387	15,255	SH		OTR	5	0	15,255	0
MERCK & CO INC	COM	58933Y105	7,733	85,025	SH		SOLE		85,025	0	0
MERCURY GENL CORP NEW	COM	589400100	383	7,852	SH		SOLE		7,852	0	0
MERCURY GENL CORP NEW	COM	589400100	2,024	41,527	SH		OTR	1	0	41,527	0
MERIDIAN BIOSCIENCE INC	COM	589584101	291	29,791	SH		OTR	1	0	29,791	0
MERIDIAN BIOSCIENCE INC	COM	589584101	65	6,700	SH		SOLE		6,700	0	0
MERITAGE HOMES CORP	COM	59001A102	1,595	26,100	SH		OTR	1	0	26,100	0
MERITAGE HOMES CORP	COM	59001A102	354	5,800	SH		SOLE		5,800	0	0
MERITOR INC	COM	59001K100	3,526	134,630	SH		OTR	1	0	134,630	0
MERITOR INC	COM	59001K100	748	28,560	SH		SOLE		28,560	0	0
METHODE ELECTRS INC	COM	591520200	1,023	26,000	SH		OTR	1	0	26,000	0
METHODE ELECTRS INC	COM	591520200	197	5,000	SH		SOLE		5,000	0	0
METLIFE INC	COM	59156R108	3,480	68,275	SH		SOLE		68,275	0	0
METLIFE INC	COM	59156R108	15,560	305,276	SH		OTR	1	0	305,276	0
METLIFE INC	COM	59156R108	1,623	31,849	SH		OTR	5	0	31,849	0
METROPOLITAN BK HLDG CORP	COM	591774104	438	9,079	SH		SOLE		9,079	0	0
METROPOLITAN BK HLDG CORP	COM	591774104	2,035	42,203	SH		OTR	1	0	42,203	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	2,496	3,146	SH		OTR	1	0	3,146	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	538	678	SH		SOLE		678	0	0
MFA FINL INC	COM	55272X102	923	120,617	SH		OTR	1	0	120,617	0
MFS HIGH INCOME MUN TR	SH BEN INT	59318D104	2,592	481,847	SH		SOLE		481,847	0	0
MFS MUN INCOME TR	SH BEN INT	552738106	697	98,613	SH		OTR	1	0	98,613	0
MFS MUN INCOME TR	SH BEN INT	552738106	3,667	518,642	SH		SOLE		518,642	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	3,525	105,959	SH		SOLE		105,959	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	27,275	819,797	SH		OTR	1	0	819,797	0
MGM RESORTS INTERNATIONAL	COM	552953101	1,396	41,968	SH		OTR	5	0	41,968	0
MICROCHIP TECHNOLOGY INC	COM	595017104	3,181	30,373	SH		OTR	1	0	30,373	0
MICROCHIP TECHNOLOGY INC	COM	595017104	671	6,411	SH		SOLE		6,411	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	10,627	4,940,000	PRN		DFND	1	0	4,940,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	64,087	29,756,000	PRN		OTR	1	0	29,756,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	166	77,000	PRN		OTR	4	0	77,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	13,821	6,417,000	PRN		SOLE		6,417,000	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	17,597	12,327,000	PRN		OTR	1	0	12,327,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	8,008	5,610,000	PRN		SOLE		5,610,000	0	0
MICRON TECHNOLOGY INC	COM	595112103	4,144	77,059	SH		SOLE		77,059	0	0
MICRON TECHNOLOGY INC	COM	595112103	19,268	358,274	SH		OTR	1	0	358,274	0
MICRON TECHNOLOGY INC	COM	595112103	1,928	35,842	SH		OTR	5	0	35,842	0
MICRON TECHNOLOGY INC	NOTE 3.125% 5/0	595112AX1	8,298	1,540,000	PRN		SOLE		1,540,000	0	0
MICRON TECHNOLOGY INC	NOTE 3.125% 5/0	595112AX1	27,889	5,176,000	PRN		OTR	1	0	5,176,000	0
MICRON TECHNOLOGY INC	NOTE 3.125% 5/0	595112AX1	16	3,000	PRN		DFND	1	0	3,000	0
MICROSOFT CORP	COM	594918104	324,417	2,057,180	SH		OTR	1	0	2,057,180	0
MICROSOFT CORP	COM	594918104	13,301	84,341	SH		OTR	5	0	84,341	0
MICROSOFT CORP	COM	594918104	48,973	310,544	SH		SOLE		310,544	0	0
MICROSTRATEGY INC	CL A NEW	594972408	2,907	20,378	SH		OTR	1	0	20,378	0
MICROSTRATEGY INC	CL A NEW	594972408	613	4,300	SH		SOLE		4,300	0	0
MID AMER APT CMNTYS INC	COM	59522J103	1,193	9,047	SH		SOLE		9,047	0	0
MID AMER APT CMNTYS INC	COM	59522J103	8,268	62,700	SH		OTR	1	0	62,700	0
MID AMER APT CMNTYS INC	COM	59522J103	533	4,041	SH		OTR	5	0	4,041	0
MIDDLESEX WATER CO	COM	596680108	184	2,900	SH		OTR	1	0	2,900	0
MIDDLESEX WATER CO	COM	596680108	38	600	SH		SOLE		600	0	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	663	18,303	SH		OTR	1	0	18,303	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	133	3,674	SH		SOLE		3,674	0	0
MILLER HERMAN INC	COM	600544100	3,201	76,857	SH		OTR	1	0	76,857	0
MILLER HERMAN INC	COM	600544100	675	16,200	SH		SOLE		16,200	0	0
MILLER INDS INC TENN	COM NEW	600551204	1,688	45,449	SH		OTR	1	0	45,449	0
MILLER INDS INC TENN	COM NEW	600551204	371	9,996	SH		SOLE		9,996	0	0
MIRATI THERAPEUTICS INC	COM	60468T105	1,972	15,300	SH		OTR	1	0	15,300	0
MIRATI THERAPEUTICS INC	COM	60468T105	399	3,100	SH		SOLE		3,100	0	0
MKS INSTRUMENT INC	COM	55306N104	7,924	72,027	SH		OTR	1	0	72,027	0
MKS INSTRUMENT INC	COM	55306N104	1,063	9,659	SH		SOLE		9,659	0	0
MOHAWK INDS INC	COM	608190104	1,051	7,708	SH		OTR	1	0	7,708	0
MOHAWK INDS INC	COM	608190104	234	1,719	SH		SOLE		1,719	0	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	9,419	2,836,000	PRN		DFND	1	0	2,836,000	0
MOLINA HEALTHCARE INC	NOTE 1.125% 1/1	60855RAC4	146	44,000	PRN		OTR	4	0	44,000	0
MOLSON COORS BREWING CO	CL B	60871R209	1,292	23,970	SH		OTR	1	0	23,970	0
MOLSON COORS BREWING CO	CL B	60871R209	279	5,184	SH		SOLE		5,184	0	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	1,462	74,086	SH		OTR	1	0	74,086	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	311	15,762	SH		SOLE		15,762	0	0
MOMO INC	ADR	60879B107	214	6,400	SH		SOLE		6,400	0	0
MOMO INC	ADR	60879B107	1,226	36,604	SH		OTR	1	0	36,604	0
MONDELEZ INTL INC	CL A	609207105	11,588	210,388	SH		OTR	1	0	210,388	0
MONDELEZ INTL INC	CL A	609207105	2,082	37,805	SH		SOLE		37,805	0	0
MONGODB INC	NOTE 0.750% 6/1	60937PAB2	71	35,000	PRN		SOLE		35,000	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	3,314	52,150	SH		OTR	1	0	52,150	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	723	11,382	SH		SOLE		11,382	0	0
MOODYS CORP	COM	615369105	4,936	20,789	SH		OTR	1	0	20,789	0
MOODYS CORP	COM	615369105	1,029	4,334	SH		SOLE		4,334	0	0
MOOG INC	CL A	615394202	2,987	35,000	SH		OTR	1	0	35,000	0
MOOG INC	CL A	615394202	623	7,300	SH		SOLE		7,300	0	0
MORGAN STANLEY	COM NEW	617446448	1,667	32,607	SH		SOLE		32,607	0	0
MORGAN STANLEY	COM NEW	617446448	9,941	194,459	SH		OTR	1	0	194,459	0
MORNINGSTAR INC	COM	617700109	253	1,672	SH		SOLE		1,672	0	0
MORNINGSTAR INC	COM	617700109	2,016	13,326	SH		OTR	1	0	13,326	0
MOSAIC CO NEW	COM	61945C103	980	45,304	SH		OTR	1	0	45,304	0
MOSAIC CO NEW	COM	61945C103	218	10,069	SH		SOLE		10,069	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	3,624	22,491	SH		OTR	1	0	22,491	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	760	4,714	SH		SOLE		4,714	0	0
MPLX LP	COM UNIT REP LTD	55336V100	377	14,794	SH		SOLE		14,794	0	0
MRC GLOBAL INC	COM	55345K103	2,937	215,300	SH		OTR	1	0	215,300	0
MRC GLOBAL INC	COM	55345K103	621	45,500	SH		SOLE		45,500	0	0
MSCI INC	COM	55354G100	592	2,294	SH		SOLE		2,294	0	0
MSCI INC	COM	55354G100	2,791	10,809	SH		OTR	1	0	10,809	0
MUELLER INDS INC	COM	624756102	2,257	71,084	SH		OTR	1	0	71,084	0
MUELLER INDS INC	COM	624756102	467	14,700	SH		SOLE		14,700	0	0
MURPHY USA INC	COM	626755102	3,995	34,146	SH		OTR	1	0	34,146	0
MURPHY USA INC	COM	626755102	854	7,300	SH		SOLE		7,300	0	0
MYR GROUP INC DEL	COM	55405W104	2,713	83,235	SH		OTR	1	0	83,235	0
MYR GROUP INC DEL	COM	55405W104	570	17,500	SH		SOLE		17,500	0	0
MYRIAD GENETICS INC	COM	62855J104	1,188	43,623	SH		OTR	1	0	43,623	0
MYRIAD GENETICS INC	COM	62855J104	248	9,121	SH		SOLE		9,121	0	0
NABORS INDS INC NEW	NOTE 0.750% 1/1	62957HAB1	67	90,000	PRN		SOLE		90,000	0	0
NASDAQ INC	COM	631103108	1,578	14,738	SH		OTR	1	0	14,738	0
NASDAQ INC	COM	631103108	291	2,721	SH		SOLE		2,721	0	0
NATERA INC	COM	632307104	1,129	33,500	SH		OTR	1	0	33,500	0
NATERA INC	COM	632307104	232	6,900	SH		SOLE		6,900	0	0
NATIONAL GEN HLDGS CORP	COM	636220303	3,220	145,712	SH		OTR	1	0	145,712	0
NATIONAL GEN HLDGS CORP	COM	636220303	686	31,058	SH		SOLE		31,058	0	0
NATIONAL HEALTHCARE CORP	COM	635906100	1,538	17,800	SH		OTR	1	0	17,800	0
NATIONAL HEALTHCARE CORP	COM	635906100	320	3,700	SH		SOLE		3,700	0	0
NATIONAL OILWELL VARCO INC	COM	637071101	1,234	49,249	SH		OTR	1	0	49,249	0
NATIONAL OILWELL VARCO INC	COM	637071101	277	11,049	SH		SOLE		11,049	0	0
NATURAL GROCERS BY VITAMIN C	COM	63888U108	996	100,940	SH		OTR	1	0	100,940	0
NATURAL GROCERS BY VITAMIN C	COM	63888U108	204	20,640	SH		SOLE		20,640	0	0
NATURES SUNSHINE PRODUCTS IN	COM	639027101	18	2,000	SH		SOLE		2,000	0	0
NATURES SUNSHINE PRODUCTS IN	COM	639027101	78	8,700	SH		OTR	1	0	8,700	0
NATUS MEDICAL INC	COM	639050103	3,091	93,700	SH		OTR	1	0	93,700	0
NATUS MEDICAL INC	COM	639050103	657	19,900	SH		SOLE		19,900	0	0
NAVISTAR INTL CORP NEW	COM	63934E108	2,937	101,500	SH		OTR	1	0	101,500	0
NAVISTAR INTL CORP NEW	COM	63934E108	616	21,300	SH		SOLE		21,300	0	0
NETAPP INC	COM	64110D104	1,823	29,292	SH		OTR	1	0	29,292	0
NETAPP INC	COM	64110D104	398	6,398	SH		SOLE		6,398	0	0
NETEASE INC	SPONSORED ADS	64110W102	2	6	SH		DFND	1	0	6	0
NETEASE INC	SPONSORED ADS	64110W102	1,595	5,200	SH		OTR	1	0	5,200	0
NETEASE INC	SPONSORED ADS	64110W102	644	2,100	SH		SOLE		2,100	0	0
NETFLIX INC	COM	64110L106	4,270	13,195	SH		SOLE		13,195	0	0
NETFLIX INC	COM	64110L106	123	381	SH		OTR	5	0	381	0
NETFLIX INC	COM	64110L106	24,940	77,079	SH		OTR	1	0	77,079	0
NETSCOUT SYS INC	COM	64115T104	686	28,480	SH		SOLE		28,480	0	0
NETSCOUT SYS INC	COM	64115T104	3,245	134,814	SH		OTR	1	0	134,814	0
NEUBERGER BRMAN NY MUNI FD I	COM	64124K102	321	25,745	SH		SOLE		25,745	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	6,903	4,508,000	PRN		DFND	1	0	4,508,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	25,077	16,323,000	PRN		OTR	1	0	16,323,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	109	71,000	PRN		OTR	4	0	71,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	5,693	3,706,000	PRN		SOLE		3,706,000	0	0
NEVRO CORP	NOTE 1.750% 6/0	64157FAA1	20	15,000	PRN		DFND	1	0	15,000	0
NEW RELIC INC	NOTE 0.500% 5/0	64829BAB6	117	120,000	PRN		SOLE		120,000	0	0
NEW SR INVT GROUP INC	COM	648691103	517	67,600	SH		OTR	1	0	67,600	0
NEW SR INVT GROUP INC	COM	648691103	106	13,900	SH		SOLE		13,900	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	241	20,060	SH		SOLE		20,060	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	2,610	217,132	SH		OTR	1	0	217,132	0
NEWELL BRANDS INC	COM	651229106	3,017	156,973	SH		OTR	1	0	156,973	0
NEWELL BRANDS INC	COM	651229106	233	12,113	SH		SOLE		12,113	0	0
NEWMONT GOLDCORP CORPORATION	COM	651639106	12,283	282,703	SH		OTR	1	0	282,703	0
NEWMONT GOLDCORP CORPORATION	COM	651639106	1,602	36,876	SH		SOLE		36,876	0	0
NEWPARK RES INC	NOTE 4.000%12/0	651718AE8	13,259	12,861,000	PRN		OTR	1	0	12,861,000	0
NEWPARK RES INC	NOTE 4.000%12/0	651718AE8	2,071	2,009,000	PRN		SOLE		2,009,000	0	0
NEWS CORP NEW	CL A	65249B109	43	3,006	SH		OTR	5	0	3,006	0
NEWS CORP NEW	CL A	65249B109	101	7,153	SH		SOLE		7,153	0	0
NEWS CORP NEW	CL A	65249B109	838	59,285	SH		OTR	1	0	59,285	0
NEWS CORP NEW	CL B	65249B208	266	18,309	SH		OTR	5	0	18,309	0
NEWS CORP NEW	CL B	65249B208	620	42,704	SH		SOLE		42,704	0	0
NEWS CORP NEW	CL B	65249B208	2,587	178,286	SH		OTR	1	0	178,286	0
NEXPOINT RESIDENTIAL TR INC	COM	65341D102	2,178	48,400	SH		OTR	1	0	48,400	0
NEXPOINT RESIDENTIAL TR INC	COM	65341D102	482	10,707	SH		SOLE		10,707	0	0
NEXTERA ENERGY INC	COM	65339F101	20,030	82,713	SH		OTR	1	0	82,713	0
NEXTERA ENERGY INC	COM	65339F101	939	3,876	SH		OTR	5	0	3,876	0
NEXTERA ENERGY INC	COM	65339F101	3,600	14,868	SH		SOLE		14,868	0	0
NEXTERA ENERGY INC	UNIT 09/01/2022S	65339F796	6,395	124,800	SH		SOLE		124,800	0	0
NEXTERA ENERGY INC	UNIT 09/01/2022S	65339F796	27	526	SH		DFND	1	0	526	0
NEXTGEN HEALTHCARE INC	COM	65343C102	2,606	162,135	SH		OTR	1	0	162,135	0
NEXTGEN HEALTHCARE INC	COM	65343C102	543	33,792	SH		SOLE		33,792	0	0
NEXTIER OILFIELD SOLUTIONS I	COM	65290C105	827	123,369	SH		OTR	1	0	123,369	0
NEXTIER OILFIELD SOLUTIONS I	COM	65290C105	188	28,043	SH		SOLE		28,043	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	8,981	4,713,000	PRN		DFND	1	0	4,713,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	70,896	37,106,000	PRN		OTR	1	0	37,106,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	141	74,000	PRN		OTR	4	0	74,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	23,031	12,054,000	PRN		SOLE		12,054,000	0	0
NIKE INC	CL B	654106103	4,170	41,161	SH		SOLE		41,161	0	0
NIKE INC	CL B	654106103	36,750	362,751	SH		OTR	1	0	362,751	0
NIKE INC	CL B	654106103	572	5,649	SH		OTR	5	0	5,649	0
NISOURCE INC	COM	65473P105	244	8,778	SH		SOLE		8,778	0	0
NISOURCE INC	COM	65473P105	1,326	47,637	SH		OTR	1	0	47,637	0
NMI HLDGS INC	CL A	629209305	2,263	68,200	SH		OTR	1	0	68,200	0
NMI HLDGS INC	CL A	629209305	518	15,600	SH		SOLE		15,600	0	0
NOBLE ENERGY INC	COM	655044105	1,516	61,035	SH		OTR	1	0	61,035	0
NOBLE ENERGY INC	COM	655044105	330	13,273	SH		SOLE		13,273	0	0
NOBLE MIDSTREAM PARTNERS LP	COM UNIT REPST	65506L105	383	14,412	SH		SOLE		14,412	0	0
NORDSTROM INC	COM	655664100	556	13,573	SH		OTR	1	0	13,573	0
NORDSTROM INC	COM	655664100	103	2,515	SH		SOLE		2,515	0	0
NORFOLK SOUTHERN CORP	COM	655844108	1,344	6,925	SH		SOLE		6,925	0	0
NORFOLK SOUTHERN CORP	COM	655844108	8,172	42,094	SH		OTR	1	0	42,094	0
NORTHEAST BK LEWISTON ME	COM	66405S100	291	13,223	SH		OTR	1	0	13,223	0
NORTHEAST BK LEWISTON ME	COM	66405S100	66	3,000	SH		SOLE		3,000	0	0
NORTHERN TR CORP	COM	665859104	2,889	27,195	SH		OTR	1	0	27,195	0
NORTHERN TR CORP	COM	665859104	607	5,711	SH		SOLE		5,711	0	0
NORTHROP GRUMMAN CORP	COM	666807102	27,805	80,835	SH		OTR	1	0	80,835	0
NORTHROP GRUMMAN CORP	COM	666807102	1,715	4,987	SH		OTR	5	0	4,987	0
NORTHROP GRUMMAN CORP	COM	666807102	3,549	10,318	SH		SOLE		10,318	0	0
NORTONLIFELOCK INC	COM	668771108	3,301	129,343	SH		OTR	1	0	129,343	0
NORTONLIFELOCK INC	COM	668771108	874	34,239	SH		SOLE		34,239	0	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	16,431	1,800,000	PRN		OTR	1	0	1,800,000	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	5,669	621,000	PRN		SOLE		621,000	0	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	27	3,000	PRN		DFND	1	0	3,000	0
NOW INC	COM	67011P100	88	7,800	SH		SOLE		7,800	0	0
NOW INC	COM	67011P100	397	35,300	SH		OTR	1	0	35,300	0
NRG ENERGY INC	COM NEW	629377508	10,875	273,584	SH		OTR	1	0	273,584	0
NRG ENERGY INC	COM NEW	629377508	1,258	31,647	SH		OTR	5	0	31,647	0
NRG ENERGY INC	COM NEW	629377508	1,466	36,893	SH		SOLE		36,893	0	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	5,821	5,134,000	PRN		DFND	1	0	5,134,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	27,845	24,506,000	PRN		OTR	1	0	24,506,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	91	80,000	PRN		OTR	4	0	80,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	4,059	3,572,000	PRN		SOLE		3,572,000	0	0
NU SKIN ENTERPRISES INC	CL A	67018T105	1,487	36,283	SH		SOLE		36,283	0	0
NU SKIN ENTERPRISES INC	CL A	67018T105	11,679	284,985	SH		OTR	1	0	284,985	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	724	40,594	SH		OTR	1	0	40,594	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	76	4,240	SH		SOLE		4,240	0	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	21,880	19,609,000	PRN		OTR	1	0	19,609,000	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	2,285	2,048,000	PRN		SOLE		2,048,000	0	0
NUCOR CORP	COM	670346105	2,288	40,654	SH		OTR	1	0	40,654	0
NUCOR CORP	COM	670346105	508	9,034	SH		SOLE		9,034	0	0
NUTANIX INC	NOTE 1/1	67059NAB4	4,558	4,571,000	PRN		OTR	1	0	4,571,000	0
NUTANIX INC	NOTE 1/1	67059NAB4	1,480	1,484,000	PRN		SOLE		1,484,000	0	0
NUVASIVE INC	COM	670704105	905	11,700	SH		SOLE		11,700	0	0
NUVASIVE INC	COM	670704105	4,312	55,754	SH		OTR	1	0	55,754	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	4,290	3,214,000	PRN		SOLE		3,214,000	0	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	97	73,000	PRN		OTR	4	0	73,000	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	6,256	4,700,000	PRN		DFND	1	0	4,700,000	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	13,929	10,435,000	PRN		OTR	1	0	10,435,000	0
NUVEEN AMT FREE MUN CR INC F	COM	67071L106	18,842	1,130,278	SH		SOLE		1,130,278	0	0
NUVEEN AMT FREE QLTY MUN INC	COM	670657105	25,814	1,795,140	SH		SOLE		1,795,140	0	0
NUVEEN MARYLAND QLT MUN INC	COM	67061Q107	2,690	200,000	SH		SOLE		200,000	0	0
NUVEEN MICHIGAN QLT MUN INC	COM	670979103	4,242	300,000	SH		SOLE		300,000	0	0
NUVEEN MUNICIPAL CREDIT INC	COM SH BEN INT	67070X101	20,713	1,265,291	SH		SOLE		1,265,291	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	1,357	100,000	SH		OTR	1	0	100,000	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	7,444	548,590	SH		SOLE		548,590	0	0
NUVEEN PENNSYLVANIA QLT MUN	COM	670972108	7,966	563,000	SH		SOLE		563,000	0	0
NVIDIA CORP	COM	67066G104	4,833	20,541	SH		SOLE		20,541	0	0
NVIDIA CORP	COM	67066G104	36,351	154,487	SH		OTR	1	0	154,487	0
NVIDIA CORP	COM	67066G104	789	3,354	SH		OTR	5	0	3,354	0
NVR INC	COM	62944T105	9,487	2,491	SH		OTR	1	0	2,491	0
NVR INC	COM	62944T105	114	30	SH		OTR	5	0	30	0
NVR INC	COM	62944T105	1,638	430	SH		SOLE		430	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	31,121	71,011	SH		OTR	1	0	71,011	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	1,502	3,427	SH		OTR	5	0	3,427	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	4,057	9,258	SH		SOLE		9,258	0	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	4,819	6,208,000	PRN		DFND	1	0	6,208,000	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	1,304	1,658,000	PRN		SOLE		1,658,000	0	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	65	84,000	PRN		OTR	4	0	84,000	0
OASIS PETE INC NEW	NOTE 2.625% 9/1	674215AJ7	5,074	6,454,000	PRN		OTR	1	0	6,454,000	0
OCCIDENTAL PETE CORP	COM	674599105	6,242	151,470	SH		OTR	1	0	151,470	0
OCCIDENTAL PETE CORP	COM	674599105	972	23,583	SH		SOLE		23,583	0	0
OFFICE DEPOT INC	COM	676220106	3,568	1,302,265	SH		OTR	1	0	1,302,265	0
OFFICE DEPOT INC	COM	676220106	763	278,578	SH		SOLE		278,578	0	0
OFG BANCORP	COM	67103X102	420	17,800	SH		OTR	1	0	17,800	0
OFG BANCORP	COM	67103X102	99	4,200	SH		SOLE		4,200	0	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	30,180	33,437,000	PRN		OTR	1	0	33,437,000	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	8,599	9,527,000	PRN		SOLE		9,527,000	0	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	1,551	8,172	SH		OTR	1	0	8,172	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	285	1,504	SH		SOLE		1,504	0	0
OLD REP INTL CORP	COM	680223104	478	21,384	SH		OTR	5	0	21,384	0
OLD REP INTL CORP	COM	680223104	791	35,366	SH		SOLE		35,366	0	0
OLD REP INTL CORP	COM	680223104	7,452	333,136	SH		OTR	1	0	333,136	0
OLIN CORP	COM PAR $1	680665205	2,530	146,694	SH		OTR	1	0	146,694	0
OLIN CORP	COM PAR $1	680665205	386	22,351	SH		SOLE		22,351	0	0
OLYMPIC STEEL INC	COM	68162K106	837	46,700	SH		OTR	1	0	46,700	0
OLYMPIC STEEL INC	COM	68162K106	176	9,800	SH		SOLE		9,800	0	0
OMNICELL INC	COM	68213N109	3,973	48,621	SH		OTR	1	0	48,621	0
OMNICELL INC	COM	68213N109	834	10,200	SH		SOLE		10,200	0	0
OMNICOM GROUP INC	COM	681919106	2,258	27,865	SH		OTR	1	0	27,865	0
OMNICOM GROUP INC	COM	681919106	485	5,981	SH		SOLE		5,981	0	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	6,299	4,635,000	PRN		DFND	1	0	4,635,000	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	27,917	20,505,000	PRN		OTR	1	0	20,505,000	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	94	69,000	PRN		OTR	4	0	69,000	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	8,459	6,213,000	PRN		SOLE		6,213,000	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	497	360,000	PRN		SOLE		360,000	0	0
ONEMAIN HLDGS INC	COM	68268W103	1,205	28,600	SH		OTR	1	0	28,600	0
ONEMAIN HLDGS INC	COM	68268W103	401	9,511	SH		SOLE		9,511	0	0
ONEOK INC NEW	COM	682680103	3,987	52,694	SH		OTR	1	0	52,694	0
ONEOK INC NEW	COM	682680103	833	11,013	SH		SOLE		11,013	0	0
OOMA INC	COM	683416101	142	10,700	SH		OTR	1	0	10,700	0
OOMA INC	COM	683416101	24	1,800	SH		SOLE		1,800	0	0
OP BANCORP	COM	67109R109	31	3,000	SH		SOLE		3,000	0	0
OP BANCORP	COM	67109R109	142	13,700	SH		OTR	1	0	13,700	0
OPKO HEALTH INC	COM	68375N103	573	389,569	SH		OTR	1	0	389,569	0
OPKO HEALTH INC	COM	68375N103	125	84,781	SH		SOLE		84,781	0	0
ORACLE CORP	COM	68389X105	36,525	689,420	SH		OTR	1	0	689,420	0
ORACLE CORP	COM	68389X105	885	16,703	SH		OTR	5	0	16,703	0
ORACLE CORP	COM	68389X105	4,412	83,278	SH		SOLE		83,278	0	0
ORMAT TECHNOLOGIES INC	COM	686688102	1,870	25,100	SH		OTR	1	0	25,100	0
ORMAT TECHNOLOGIES INC	COM	686688102	380	5,100	SH		SOLE		5,100	0	0
ORRSTOWN FINL SVCS INC	COM	687380105	509	22,501	SH		OTR	1	0	22,501	0
ORRSTOWN FINL SVCS INC	COM	687380105	108	4,792	SH		SOLE		4,792	0	0
ORTHOFIX MED INC	COM	68752M108	46	1,000	SH		SOLE		1,000	0	0
ORTHOFIX MED INC	COM	68752M108	208	4,500	SH		OTR	1	0	4,500	0
OSHKOSH CORP	COM	688239201	6,744	71,247	SH		OTR	1	0	71,247	0
OSHKOSH CORP	COM	688239201	46	491	SH		OTR	5	0	491	0
OSHKOSH CORP	COM	688239201	821	8,673	SH		SOLE		8,673	0	0
OSI SYSTEMS INC	COM	671044105	3,246	32,225	SH		OTR	1	0	32,225	0
OSI SYSTEMS INC	COM	671044105	675	6,700	SH		SOLE		6,700	0	0
OSI SYSTEMS INC	NOTE 1.250% 9/0	671044AD7	15	14,000	PRN		DFND	1	0	14,000	0
OSI SYSTEMS INC	NOTE 1.250% 9/0	671044AD7	95	87,000	PRN		SOLE		87,000	0	0
OUTFRONT MEDIA INC	COM	69007J106	8,163	304,373	SH		OTR	1	0	304,373	0
OUTFRONT MEDIA INC	COM	69007J106	449	16,749	SH		SOLE		16,749	0	0
OVERSEAS SHIPHOLDING GROUP I	CL A NEW	69036R863	19	8,051	SH		SOLE		8,051	0	0
OVERSEAS SHIPHOLDING GROUP I	CL A NEW	69036R863	84	36,651	SH		OTR	1	0	36,651	0
OWENS CORNING NEW	COM	690742101	10,242	157,285	SH		OTR	1	0	157,285	0
OWENS CORNING NEW	COM	690742101	449	6,893	SH		OTR	5	0	6,893	0
OWENS CORNING NEW	COM	690742101	1,940	29,789	SH		SOLE		29,789	0	0
PACCAR INC	COM	693718108	3,870	48,920	SH		OTR	1	0	48,920	0
PACCAR INC	COM	693718108	731	9,246	SH		SOLE		9,246	0	0
PACIRA BIOSCIENCES	COM	695127100	3,261	71,988	SH		OTR	1	0	71,988	0
PACIRA BIOSCIENCES	COM	695127100	688	15,197	SH		SOLE		15,197	0	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	51	49,000	PRN		OTR	4	0	49,000	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	4,347	4,172,000	PRN		SOLE		4,172,000	0	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	3,248	3,125,000	PRN		DFND	1	0	3,125,000	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	15,134	14,524,000	PRN		OTR	1	0	14,524,000	0
PACKAGING CORP AMER	COM	695156109	1,352	12,074	SH		OTR	1	0	12,074	0
PACKAGING CORP AMER	COM	695156109	316	2,818	SH		SOLE		2,818	0	0
PALO ALTO NETWORKS INC	COM	697435105	17,452	75,469	SH		OTR	1	0	75,469	0
PALO ALTO NETWORKS INC	COM	697435105	1,062	4,594	SH		SOLE		4,594	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	25,034	22,645,000	PRN		OTR	1	0	22,645,000	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	8,217	7,433,000	PRN		SOLE		7,433,000	0	0
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	579	24,907	SH		SOLE		24,907	0	0
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	2,758	118,662	SH		OTR	1	0	118,662	0
PARAMOUNT GROUP INC	COM	69924R108	911	65,467	SH		OTR	1	0	65,467	0
PARAMOUNT GROUP INC	COM	69924R108	47	3,383	SH		SOLE		3,383	0	0
PARK OHIO HLDGS CORP	COM	700666100	1,308	38,873	SH		OTR	1	0	38,873	0
PARK OHIO HLDGS CORP	COM	700666100	276	8,209	SH		SOLE		8,209	0	0
PARKER HANNIFIN CORP	COM	701094104	3,608	17,528	SH		OTR	1	0	17,528	0
PARKER HANNIFIN CORP	COM	701094104	726	3,525	SH		SOLE		3,525	0	0
PATRICK INDS INC	COM	703343103	1,135	21,639	SH		OTR	1	0	21,639	0
PATRICK INDS INC	COM	703343103	202	3,851	SH		SOLE		3,851	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	7,146	7,400,000	PRN		SOLE		7,400,000	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	92	96,000	PRN		OTR	4	0	96,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	27,905	28,898,000	PRN		OTR	1	0	28,898,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	6,033	6,280,000	PRN		DFND	1	0	6,280,000	0
PATTERSON UTI ENERGY INC	COM	703481101	667	63,481	SH		SOLE		63,481	0	0
PATTERSON UTI ENERGY INC	COM	703481101	7,076	673,876	SH		OTR	1	0	673,876	0
PAYCHEX INC	COM	704326107	3,472	40,818	SH		OTR	1	0	40,818	0
PAYCHEX INC	COM	704326107	724	8,509	SH		SOLE		8,509	0	0
PAYPAL HLDGS INC	COM	70450Y103	34,540	319,316	SH		OTR	1	0	319,316	0
PAYPAL HLDGS INC	COM	70450Y103	1,275	11,785	SH		OTR	5	0	11,785	0
PAYPAL HLDGS INC	COM	70450Y103	4,636	42,858	SH		SOLE		42,858	0	0
PBF ENERGY INC	CL A	69318G106	941	29,985	SH		SOLE		29,985	0	0
PBF ENERGY INC	CL A	69318G106	15,393	490,696	SH		OTR	1	0	490,696	0
PC CONNECTION INC	COM	69318J100	531	10,692	SH		OTR	1	0	10,692	0
PC CONNECTION INC	COM	69318J100	99	2,000	SH		SOLE		2,000	0	0
PCB BANCORP	COM	69320M109	696	40,266	SH		OTR	1	0	40,266	0
PCB BANCORP	COM	69320M109	147	8,488	SH		SOLE		8,488	0	0
PDC ENERGY INC	COM	69327R101	892	34,100	SH		OTR	1	0	34,100	0
PDC ENERGY INC	COM	69327R101	170	6,500	SH		SOLE		6,500	0	0
PEABODY ENERGY CORP NEW	COM	704551100	256	28,033	SH		OTR	1	0	28,033	0
PEABODY ENERGY CORP NEW	COM	704551100	53	5,815	SH		SOLE		5,815	0	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	2,234	72,308	SH		OTR	1	0	72,308	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	481	15,576	SH		SOLE		15,576	0	0
PENNYMAC MTG INVT TR	COM	70931T103	477	21,400	SH		SOLE		21,400	0	0
PENNYMAC MTG INVT TR	COM	70931T103	2,328	104,435	SH		OTR	1	0	104,435	0
PENSKE AUTOMOTIVE GRP INC	COM	70959W103	206	4,097	SH		SOLE		4,097	0	0
PENSKE AUTOMOTIVE GRP INC	COM	70959W103	3,250	64,718	SH		OTR	1	0	64,718	0
PEOPLES UTD FINL INC	COM	712704105	935	55,355	SH		OTR	1	0	55,355	0
PEOPLES UTD FINL INC	COM	712704105	224	13,229	SH		SOLE		13,229	0	0
PEPSICO INC	COM	713448108	35,962	263,130	SH		OTR	1	0	263,130	0
PEPSICO INC	COM	713448108	736	5,384	SH		OTR	5	0	5,384	0
PEPSICO INC	COM	713448108	5,762	42,158	SH		SOLE		42,158	0	0
PERFICIENT INC	COM	71375U101	3,011	65,361	SH		OTR	1	0	65,361	0
PERFICIENT INC	COM	71375U101	636	13,800	SH		SOLE		13,800	0	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	1,050	20,400	SH		SOLE		20,400	0	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	4,955	96,253	SH		OTR	1	0	96,253	0
PERKINELMER INC	COM	714046109	1,376	14,168	SH		OTR	1	0	14,168	0
PERKINELMER INC	COM	714046109	303	3,122	SH		SOLE		3,122	0	0
PERSPECTA INC	COM	715347100	4,061	153,583	SH		OTR	1	0	153,583	0
PERSPECTA INC	COM	715347100	864	32,679	SH		SOLE		32,679	0	0
PFIZER INC	COM	717081103	33,270	849,165	SH		OTR	1	0	849,165	0
PFIZER INC	COM	717081103	976	24,911	SH		OTR	5	0	24,911	0
PFIZER INC	COM	717081103	6,617	168,890	SH		SOLE		168,890	0	0
PG&E CORP	COM	69331C108	981	90,272	SH		OTR	1	0	90,272	0
PG&E CORP	COM	69331C108	79	7,304	SH		SOLE		7,304	0	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	600	24,162	SH		SOLE		24,162	0	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	2,813	113,292	SH		OTR	1	0	113,292	0
PHILIP MORRIS INTL INC	COM	718172109	2,311	27,161	SH		SOLE		27,161	0	0
PHILIP MORRIS INTL INC	COM	718172109	860	10,108	SH		OTR	5	0	10,108	0
PHILIP MORRIS INTL INC	COM	718172109	21,875	257,078	SH		OTR	1	0	257,078	0
PHILLIPS 66	COM	718546104	8,196	73,568	SH		OTR	1	0	73,568	0
PHILLIPS 66	COM	718546104	1,875	16,826	SH		SOLE		16,826	0	0
PHOTRONICS INC	COM	719405102	3,392	215,237	SH		OTR	1	0	215,237	0
PHOTRONICS INC	COM	719405102	722	45,800	SH		SOLE		45,800	0	0
PILGRIMS PRIDE CORP NEW	COM	72147K108	16,664	509,357	SH		OTR	1	0	509,357	0
PILGRIMS PRIDE CORP NEW	COM	72147K108	1,509	46,135	SH		SOLE		46,135	0	0
PINNACLE WEST CAP CORP	COM	723484101	602	6,693	SH		SOLE		6,693	0	0
PINNACLE WEST CAP CORP	COM	723484101	5,181	57,606	SH		OTR	1	0	57,606	0
PINNACLE WEST CAP CORP	COM	723484101	214	2,376	SH		OTR	5	0	2,376	0
PIONEER MUN HIGH INCOME ADV	COM	723762100	5,460	505,056	SH		SOLE		505,056	0	0
PIONEER MUN HIGH INCOME TR	COM SHS	723763108	1,026	84,969	SH		OTR	1	0	84,969	0
PIONEER NAT RES CO	COM	723787107	3,236	21,381	SH		OTR	1	0	21,381	0
PIONEER NAT RES CO	COM	723787107	671	4,431	SH		SOLE		4,431	0	0
PIPER JAFFRAY COS	COM	724078100	1,743	21,800	SH		OTR	1	0	21,800	0
PIPER JAFFRAY COS	COM	724078100	384	4,800	SH		SOLE		4,800	0	0
PLEXUS CORP	COM	729132100	3,445	44,773	SH		OTR	1	0	44,773	0
PLEXUS CORP	COM	729132100	731	9,500	SH		SOLE		9,500	0	0
PNC FINL SVCS GROUP INC	COM	693475105	10,392	65,101	SH		OTR	1	0	65,101	0
PNC FINL SVCS GROUP INC	COM	693475105	1,842	11,540	SH		SOLE		11,540	0	0
PORTLAND GEN ELEC CO	COM NEW	736508847	2,254	40,400	SH		OTR	1	0	40,400	0
PORTLAND GEN ELEC CO	COM NEW	736508847	502	9,000	SH		SOLE		9,000	0	0
PORTOLA PHARMACEUTICALS INC	COM	737010108	1,163	48,694	SH		OTR	1	0	48,694	0
PORTOLA PHARMACEUTICALS INC	COM	737010108	251	10,496	SH		SOLE		10,496	0	0
POWELL INDS INC	COM	739128106	2,925	59,700	SH		OTR	1	0	59,700	0
POWELL INDS INC	COM	739128106	617	12,600	SH		SOLE		12,600	0	0
PPG INDS INC	COM	693506107	5,652	42,338	SH		OTR	1	0	42,338	0
PPG INDS INC	COM	693506107	848	6,352	SH		SOLE		6,352	0	0
PPL CORP	COM	69351T106	11,099	309,334	SH		OTR	1	0	309,334	0
PPL CORP	COM	69351T106	249	6,932	SH		OTR	5	0	6,932	0
PPL CORP	COM	69351T106	1,743	48,573	SH		SOLE		48,573	0	0
PRA HEALTH SCIENCES INC	COM	69354M108	18,279	164,451	SH		OTR	1	0	164,451	0
PRA HEALTH SCIENCES INC	COM	69354M108	515	4,632	SH		OTR	5	0	4,632	0
PRA HEALTH SCIENCES INC	COM	69354M108	1,989	17,896	SH		SOLE		17,896	0	0
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	1,640	27,300	SH		OTR	1	0	27,300	0
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	343	5,700	SH		SOLE		5,700	0	0
PRICE T ROWE GROUP INC	COM	74144T108	3,667	30,097	SH		OTR	1	0	30,097	0
PRICE T ROWE GROUP INC	COM	74144T108	760	6,236	SH		SOLE		6,236	0	0
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	9,284	5,985,000	PRN		DFND	1	0	5,985,000	0
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	141	91,000	PRN		OTR	4	0	91,000	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	17,892	15,493,000	PRN		SOLE		15,493,000	0	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	43	37,000	PRN		DFND	1	0	37,000	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	37,921	32,836,000	PRN		OTR	1	0	32,836,000	0
PRICESMART INC	COM	741511109	298	4,200	SH		SOLE		4,200	0	0
PRICESMART INC	COM	741511109	1,385	19,500	SH		OTR	1	0	19,500	0
PRINCIPAL FINL GROUP INC	COM	74251V102	1,819	33,081	SH		OTR	1	0	33,081	0
PRINCIPAL FINL GROUP INC	COM	74251V102	254	4,626	SH		SOLE		4,626	0	0
PROCTER & GAMBLE CO	COM	742718109	64,227	514,225	SH		OTR	1	0	514,225	0
PROCTER & GAMBLE CO	COM	742718109	4,316	34,555	SH		OTR	5	0	34,555	0
PROCTER & GAMBLE CO	COM	742718109	14,097	112,863	SH		SOLE		112,863	0	0
PROGRESS SOFTWARE CORP	COM	743312100	3,299	79,406	SH		OTR	1	0	79,406	0
PROGRESS SOFTWARE CORP	COM	743312100	691	16,626	SH		SOLE		16,626	0	0
PROGRESSIVE CORP OHIO	COM	743315103	1,505	20,794	SH		SOLE		20,794	0	0
PROGRESSIVE CORP OHIO	COM	743315103	8,090	111,756	SH		OTR	1	0	111,756	0
PROLOGIS INC	COM	74340W103	1,821	20,434	SH		SOLE		20,434	0	0
PROLOGIS INC	COM	74340W103	10,543	118,271	SH		OTR	1	0	118,271	0
PROLOGIS INC	COM	74340W103	183	2,053	SH		OTR	5	0	2,053	0
PROPETRO HLDG CORP	COM	74347M108	1,380	122,644	SH		OTR	1	0	122,644	0
PROPETRO HLDG CORP	COM	74347M108	295	26,200	SH		SOLE		26,200	0	0
PROSIGHT GLOBAL INC	COM	74349J103	419	26,000	SH		OTR	1	0	26,000	0
PROSIGHT GLOBAL INC	COM	74349J103	85	5,300	SH		SOLE		5,300	0	0
PRUDENTIAL FINL INC	COM	744320102	8,678	92,580	SH		OTR	1	0	92,580	0
PRUDENTIAL FINL INC	COM	744320102	2,205	23,523	SH		SOLE		23,523	0	0
PS BUSINESS PKS INC CALIF	COM	69360J107	495	3,000	SH		SOLE		3,000	0	0
PS BUSINESS PKS INC CALIF	COM	69360J107	2,345	14,221	SH		OTR	1	0	14,221	0
PTC THERAPEUTICS INC	COM	69366J200	390	8,127	SH		SOLE		8,127	0	0
PTC THERAPEUTICS INC	COM	69366J200	1,829	38,083	SH		OTR	1	0	38,083	0
PUBLIC STORAGE	COM	74460D109	9,033	42,417	SH		OTR	1	0	42,417	0
PUBLIC STORAGE	COM	74460D109	714	3,355	SH		OTR	5	0	3,355	0
PUBLIC STORAGE	COM	74460D109	1,411	6,628	SH		SOLE		6,628	0	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	6,411	108,572	SH		OTR	1	0	108,572	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	940	15,912	SH		SOLE		15,912	0	0
PULTE GROUP INC	COM	745867101	12,625	325,395	SH		OTR	1	0	325,395	0
PULTE GROUP INC	COM	745867101	745	19,209	SH		OTR	5	0	19,209	0
PULTE GROUP INC	COM	745867101	2,147	55,337	SH		SOLE		55,337	0	0
PURE STORAGE INC	NOTE 0.125% 4/1	74624MAB8	6,790	6,813,000	PRN		OTR	1	0	6,813,000	0
PURE STORAGE INC	NOTE 0.125% 4/1	74624MAB8	2,343	2,351,000	PRN		SOLE		2,351,000	0	0
PUTNAM MUN OPPORTUNITIES TR	SH BEN INT	746922103	16,240	1,234,990	SH		SOLE		1,234,990	0	0
PVH CORP	COM	693656100	998	9,492	SH		OTR	1	0	9,492	0
PVH CORP	COM	693656100	184	1,752	SH		SOLE		1,752	0	0
Q2 HLDGS INC	NOTE 0.750% 2/1	74736LAB5	106	70,000	PRN		SOLE		70,000	0	0
QCR HOLDINGS INC	COM	74727A104	719	16,400	SH		OTR	1	0	16,400	0
QCR HOLDINGS INC	COM	74727A104	149	3,400	SH		SOLE		3,400	0	0
QORVO INC	COM	74736K101	17,668	152,013	SH		OTR	1	0	152,013	0
QORVO INC	COM	74736K101	1,382	11,886	SH		OTR	5	0	11,886	0
QORVO INC	COM	74736K101	2,910	25,040	SH		SOLE		25,040	0	0
QTS RLTY TR INC	COM CL A	74736A103	1,221	22,500	SH		OTR	1	0	22,500	0
QTS RLTY TR INC	COM CL A	74736A103	255	4,700	SH		SOLE		4,700	0	0
QUAD / GRAPHICS INC	COM CL A	747301109	704	150,731	SH		OTR	1	0	150,731	0
QUAD / GRAPHICS INC	COM CL A	747301109	134	28,734	SH		SOLE		28,734	0	0
QUALCOMM INC	COM	747525103	42,371	480,235	SH		OTR	1	0	480,235	0
QUALCOMM INC	COM	747525103	2,244	25,431	SH		OTR	5	0	25,431	0
QUALCOMM INC	COM	747525103	5,883	66,677	SH		SOLE		66,677	0	0
QUANEX BUILDING PRODUCTS COR	COM	747619104	1,465	85,772	SH		OTR	1	0	85,772	0
QUANEX BUILDING PRODUCTS COR	COM	747619104	295	17,300	SH		SOLE		17,300	0	0
QUANTA SVCS INC	COM	74762E102	739	18,141	SH		OTR	1	0	18,141	0
QUANTA SVCS INC	COM	74762E102	136	3,351	SH		SOLE		3,351	0	0
QUDIAN INC	ADR	747798106	65	13,800	SH		OTR	1	0	13,800	0
QUEST DIAGNOSTICS INC	COM	74834L100	1,834	17,174	SH		OTR	1	0	17,174	0
QUEST DIAGNOSTICS INC	COM	74834L100	391	3,662	SH		SOLE		3,662	0	0
QUOTIENT TECHNOLOGY INC	NOTE 1.750%12/0	749119AB9	14,367	14,543,000	PRN		OTR	1	0	14,543,000	0
QUOTIENT TECHNOLOGY INC	NOTE 1.750%12/0	749119AB9	3,680	3,725,000	PRN		SOLE		3,725,000	0	0
QURATE RETAIL INC	COM SER A	74915M100	2,618	310,601	SH		OTR	1	0	310,601	0
QURATE RETAIL INC	COM SER A	74915M100	99	11,757	SH		SOLE		11,757	0	0
RA PHARMACEUTICALS INC	COM	74933V108	835	17,800	SH		OTR	1	0	17,800	0
RA PHARMACEUTICALS INC	COM	74933V108	169	3,600	SH		SOLE		3,600	0	0
RADIAN GROUP INC	COM	750236101	4,003	159,107	SH		OTR	1	0	159,107	0
RADIAN GROUP INC	COM	750236101	838	33,300	SH		SOLE		33,300	0	0
RADIANT LOGISTICS INC	COM	75025X100	58	10,400	SH		OTR	1	0	10,400	0
RADIANT LOGISTICS INC	COM	75025X100	13	2,400	SH		SOLE		2,400	0	0
RADIUS HEALTH INC	COM NEW	750469207	761	37,739	SH		OTR	1	0	37,739	0
RADIUS HEALTH INC	COM NEW	750469207	162	8,049	SH		SOLE		8,049	0	0
RADIUS HEALTH INC	NOTE 3.000% 9/0	750469AA6	938	1,104,000	PRN		OTR	1	0	1,104,000	0
RADIUS HEALTH INC	NOTE 3.000% 9/0	750469AA6	103	121,000	PRN		SOLE		121,000	0	0
RADNET INC	COM	750491102	1,638	80,706	SH		OTR	1	0	80,706	0
RADNET INC	COM	750491102	327	16,086	SH		SOLE		16,086	0	0
RALPH LAUREN CORP	CL A	751212101	748	6,383	SH		OTR	1	0	6,383	0
RALPH LAUREN CORP	CL A	751212101	138	1,174	SH		SOLE		1,174	0	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	1,801	1,769,000	PRN		SOLE		1,769,000	0	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	16,848	16,548,000	PRN		OTR	1	0	16,548,000	0
RAPID7 INC	NOTE 1.250% 8/0	753422AB0	82	55,000	PRN		SOLE		55,000	0	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	453	5,069	SH		SOLE		5,069	0	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	1,877	20,987	SH		OTR	1	0	20,987	0
RAYTHEON CO	COM NEW	755111507	28,901	131,525	SH		OTR	1	0	131,525	0
RAYTHEON CO	COM NEW	755111507	1,805	8,213	SH		OTR	5	0	8,213	0
RAYTHEON CO	COM NEW	755111507	3,023	13,755	SH		SOLE		13,755	0	0
RBB BANCORP	COM	74930B105	2,138	100,986	SH		OTR	1	0	100,986	0
RBB BANCORP	COM	74930B105	454	21,449	SH		SOLE		21,449	0	0
REALOGY HLDGS CORP	COM	75605Y106	2,723	281,300	SH		OTR	1	0	281,300	0
REALOGY HLDGS CORP	COM	75605Y106	573	59,200	SH		SOLE		59,200	0	0
REALPAGE INC	NOTE 1.500%11/1	75606NAB5	105	75,000	PRN		SOLE		75,000	0	0
REALTY INCOME CORP	COM	756109104	811	11,013	SH		SOLE		11,013	0	0
REALTY INCOME CORP	COM	756109104	5,353	72,695	SH		OTR	1	0	72,695	0
REATA PHARMACEUTICALS INC	CL A	75615P103	1,431	7,000	SH		OTR	1	0	7,000	0
REATA PHARMACEUTICALS INC	CL A	75615P103	327	1,600	SH		SOLE		1,600	0	0
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	82	80,000	PRN		SOLE		80,000	0	0
REGAL BELOIT CORP	COM	758750103	2,814	32,868	SH		OTR	1	0	32,868	0
REGAL BELOIT CORP	COM	758750103	271	3,164	SH		SOLE		3,164	0	0
REGENCY CTRS CORP	COM	758849103	1,663	26,356	SH		OTR	1	0	26,356	0
REGENCY CTRS CORP	COM	758849103	343	5,443	SH		SOLE		5,443	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	945	2,516	SH		SOLE		2,516	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	6,066	16,154	SH		OTR	1	0	16,154	0
REGENXBIO INC	COM	75901B107	971	23,712	SH		OTR	1	0	23,712	0
REGENXBIO INC	COM	75901B107	211	5,157	SH		SOLE		5,157	0	0
REGIONS FINL CORP NEW	COM	7591EP100	2,125	123,812	SH		OTR	1	0	123,812	0
REGIONS FINL CORP NEW	COM	7591EP100	461	26,893	SH		SOLE		26,893	0	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	8,422	51,650	SH		OTR	1	0	51,650	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	122	747	SH		OTR	5	0	747	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	787	4,829	SH		SOLE		4,829	0	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	12,649	105,617	SH		OTR	1	0	105,617	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	1,169	9,765	SH		OTR	5	0	9,765	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	1,664	13,896	SH		SOLE		13,896	0	0
RENT A CTR INC NEW	COM	76009N100	3,206	111,171	SH		OTR	1	0	111,171	0
RENT A CTR INC NEW	COM	76009N100	678	23,500	SH		SOLE		23,500	0	0
REPLIGEN CORP	COM	759916109	0	1	SH		DFND	1	0	1	0
REPLIGEN CORP	COM	759916109	629	6,800	SH		OTR	1	0	6,800	0
REPLIGEN CORP	COM	759916109	139	1,500	SH		SOLE		1,500	0	0
REPLIGEN CORP	NOTE 0.375% 7/1	759916AB5	19	18,000	PRN		DFND	1	0	18,000	0
REPUBLIC BANCORP KY	CL A	760281204	1,354	28,931	SH		OTR	1	0	28,931	0
REPUBLIC BANCORP KY	CL A	760281204	291	6,211	SH		SOLE		6,211	0	0
REPUBLIC SVCS INC	COM	760759100	13,294	148,325	SH		OTR	1	0	148,325	0
REPUBLIC SVCS INC	COM	760759100	1,164	12,991	SH		OTR	5	0	12,991	0
REPUBLIC SVCS INC	COM	760759100	2,293	25,580	SH		SOLE		25,580	0	0
RESMED INC	COM	761152107	6,426	41,465	SH		OTR	1	0	41,465	0
RESMED INC	COM	761152107	1,043	6,729	SH		SOLE		6,729	0	0
RETAIL PPTYS AMER INC	CL A	76131V202	193	14,395	SH		SOLE		14,395	0	0
RETAIL PPTYS AMER INC	CL A	76131V202	2,092	156,097	SH		OTR	1	0	156,097	0
RETAIL VALUE INC	COM	76133Q102	2,675	72,700	SH		OTR	1	0	72,700	0
RETAIL VALUE INC	COM	76133Q102	567	15,400	SH		SOLE		15,400	0	0
RETROPHIN INC	COM	761299106	944	66,473	SH		OTR	1	0	66,473	0
RETROPHIN INC	COM	761299106	199	14,027	SH		SOLE		14,027	0	0
RH	COM	74967X103	1,473	6,900	SH		OTR	1	0	6,900	0
RH	COM	74967X103	342	1,600	SH		SOLE		1,600	0	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	145	69,000	PRN		OTR	4	0	69,000	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	23,569	11,211,000	PRN		OTR	1	0	11,211,000	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	9,408	4,486,000	PRN		DFND	1	0	4,486,000	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	5,947	2,829,000	PRN		SOLE		2,829,000	0	0
RIVERVIEW BANCORP INC	COM	769397100	275	33,500	SH		OTR	1	0	33,500	0
RIVERVIEW BANCORP INC	COM	769397100	62	7,600	SH		SOLE		7,600	0	0
RLJ LODGING TR	COM	74965L101	1,271	71,700	SH		OTR	1	0	71,700	0
RLJ LODGING TR	COM	74965L101	243	13,700	SH		SOLE		13,700	0	0
RMR GROUP INC	CL A	74967R106	2,816	61,709	SH		OTR	1	0	61,709	0
RMR GROUP INC	CL A	74967R106	597	13,070	SH		SOLE		13,070	0	0
ROBERT HALF INTL INC	COM	770323103	10,601	167,872	SH		OTR	1	0	167,872	0
ROBERT HALF INTL INC	COM	770323103	1,016	16,096	SH		SOLE		16,096	0	0
ROCKWELL AUTOMATION INC	COM	773903109	3,037	14,986	SH		OTR	1	0	14,986	0
ROCKWELL AUTOMATION INC	COM	773903109	659	3,252	SH		SOLE		3,252	0	0
ROCKY BRANDS INC	COM	774515100	509	17,279	SH		SOLE		17,279	0	0
ROCKY BRANDS INC	COM	774515100	2,359	80,145	SH		OTR	1	0	80,145	0
ROGERS CORP	COM	775133101	524	4,200	SH		OTR	1	0	4,200	0
ROGERS CORP	COM	775133101	100	800	SH		SOLE		800	0	0
ROKU INC	COM CL A	77543R102	2,353	17,573	SH		OTR	1	0	17,573	0
ROKU INC	COM CL A	77543R102	161	1,204	SH		SOLE		1,204	0	0
ROLLINS INC	COM	775711104	597	17,993	SH		OTR	1	0	17,993	0
ROLLINS INC	COM	775711104	110	3,332	SH		SOLE		3,332	0	0
ROPER TECHNOLOGIES INC	COM	776696106	973	2,747	SH		SOLE		2,747	0	0
ROPER TECHNOLOGIES INC	COM	776696106	6,119	17,273	SH		OTR	1	0	17,273	0
ROSS STORES INC	COM	778296103	1,137	9,770	SH		SOLE		9,770	0	0
ROSS STORES INC	COM	778296103	5,431	46,653	SH		OTR	1	0	46,653	0
RYERSON HLDG CORP	COM	783754104	1,533	129,600	SH		OTR	1	0	129,600	0
RYERSON HLDG CORP	COM	783754104	323	27,300	SH		SOLE		27,300	0	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	4,134	47,700	SH		OTR	1	0	47,700	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	875	10,100	SH		SOLE		10,100	0	0
S&P GLOBAL INC	COM	78409V104	11,592	42,452	SH		OTR	1	0	42,452	0
S&P GLOBAL INC	COM	78409V104	84	306	SH		OTR	5	0	306	0
S&P GLOBAL INC	COM	78409V104	1,794	6,571	SH		SOLE		6,571	0	0
SABRA HEALTH CARE REIT INC	COM	78573L106	180	8,414	SH		OTR	5	0	8,414	0
SABRA HEALTH CARE REIT INC	COM	78573L106	936	43,875	SH		SOLE		43,875	0	0
SABRA HEALTH CARE REIT INC	COM	78573L106	4,899	229,579	SH		OTR	1	0	229,579	0
SALESFORCE COM INC	COM	79466L302	1,429	8,785	SH		OTR	5	0	8,785	0
SALESFORCE COM INC	COM	79466L302	5,218	32,086	SH		SOLE		32,086	0	0
SALESFORCE COM INC	COM	79466L302	38,260	235,244	SH		OTR	1	0	235,244	0
SALLY BEAUTY HLDGS INC	COM	79546E104	287	15,700	SH		OTR	1	0	15,700	0
SALLY BEAUTY HLDGS INC	COM	79546E104	49	2,700	SH		SOLE		2,700	0	0
SANDERSON FARMS INC	COM	800013104	1,568	8,900	SH		OTR	1	0	8,900	0
SANDERSON FARMS INC	COM	800013104	317	1,800	SH		SOLE		1,800	0	0
SANDRIDGE ENERGY INC	COM NEW	80007P869	1,005	237,082	SH		OTR	1	0	237,082	0
SANDRIDGE ENERGY INC	COM NEW	80007P869	215	50,593	SH		SOLE		50,593	0	0
SANFILIPPO JOHN B & SON INC	COM	800422107	2,706	29,650	SH		OTR	1	0	29,650	0
SANFILIPPO JOHN B & SON INC	COM	800422107	575	6,300	SH		SOLE		6,300	0	0
SANGAMO THERAPEUTICS INC	COM	800677106	798	95,333	SH		OTR	1	0	95,333	0
SANGAMO THERAPEUTICS INC	COM	800677106	167	19,949	SH		SOLE		19,949	0	0
SANMINA CORPORATION	COM	801056102	3,617	105,647	SH		OTR	1	0	105,647	0
SANMINA CORPORATION	COM	801056102	768	22,428	SH		SOLE		22,428	0	0
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	263	135,000	PRN		SOLE		135,000	0	0
SB ONE BANCORP	COM	78413T103	242	9,700	SH		OTR	1	0	9,700	0
SB ONE BANCORP	COM	78413T103	52	2,100	SH		SOLE		2,100	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	8,089	33,567	SH		OTR	1	0	33,567	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	1,392	5,778	SH		SOLE		5,778	0	0
SCANSOURCE INC	COM	806037107	927	25,100	SH		OTR	1	0	25,100	0
SCANSOURCE INC	COM	806037107	192	5,200	SH		SOLE		5,200	0	0
SCHLUMBERGER LTD	COM	806857108	634	15,779	SH		OTR	5	0	15,779	0
SCHLUMBERGER LTD	COM	806857108	2,220	55,212	SH		SOLE		55,212	0	0
SCHLUMBERGER LTD	COM	806857108	12,361	307,477	SH		OTR	1	0	307,477	0
SCHNEIDER NATIONAL INC	CL B	80689H102	3,425	156,974	SH		OTR	1	0	156,974	0
SCHNEIDER NATIONAL INC	CL B	80689H102	445	20,389	SH		SOLE		20,389	0	0
SCHNITZER STL INDS	CL A	806882106	2,716	125,279	SH		OTR	1	0	125,279	0
SCHNITZER STL INDS	CL A	806882106	576	26,589	SH		SOLE		26,589	0	0
SCHOLASTIC CORP	COM	807066105	608	15,800	SH		OTR	1	0	15,800	0
SCHOLASTIC CORP	COM	807066105	127	3,300	SH		SOLE		3,300	0	0
SCORPIO TANKERS INC	NOTE 3.000% 5/1	80918TAB5	15	12,000	PRN		DFND	1	0	12,000	0
SEABOARD CORP	COM	811543107	259	61	SH		SOLE		61	0	0
SEABOARD CORP	COM	811543107	1,165	274	SH		OTR	1	0	274	0
SEALED AIR CORP NEW	COM	81211K100	787	19,769	SH		OTR	1	0	19,769	0
SEALED AIR CORP NEW	COM	81211K100	145	3,644	SH		SOLE		3,644	0	0
SEASPINE HLDGS CORP	COM	81255T108	346	28,783	SH		OTR	1	0	28,783	0
SEASPINE HLDGS CORP	COM	81255T108	76	6,300	SH		SOLE		6,300	0	0
SEATTLE GENETICS INC	COM	812578102	144	1,260	SH		OTR	1	0	1,260	0
SEATTLE GENETICS INC	COM	812578102	56	487	SH		SOLE		487	0	0
SELECT INTERIOR CONCEPTS INC	CL A	816120307	1,066	118,600	SH		OTR	1	0	118,600	0
SELECT INTERIOR CONCEPTS INC	CL A	816120307	235	26,100	SH		SOLE		26,100	0	0
SELECT MED HLDGS CORP	COM	81619Q105	3,695	158,300	SH		OTR	1	0	158,300	0
SELECT MED HLDGS CORP	COM	81619Q105	782	33,500	SH		SOLE		33,500	0	0
SEMPRA ENERGY	COM	816851109	1,112	7,344	SH		SOLE		7,344	0	0
SEMPRA ENERGY	COM	816851109	6,379	42,113	SH		OTR	1	0	42,113	0
SENECA FOODS CORP NEW	CL A	817070501	1,235	30,267	SH		OTR	1	0	30,267	0
SENECA FOODS CORP NEW	CL A	817070501	269	6,600	SH		SOLE		6,600	0	0
SERVICENOW INC	COM	81762P102	7,389	26,173	SH		OTR	1	0	26,173	0
SERVICENOW INC	COM	81762P102	1,592	5,639	SH		SOLE		5,639	0	0
SERVICENOW INC	NOTE 6/0	81762PAC6	9,177	4,350,000	PRN		DFND	1	0	4,350,000	0
SERVICENOW INC	NOTE 6/0	81762PAC6	31,435	14,883,000	PRN		OTR	1	0	14,883,000	0
SERVICENOW INC	NOTE 6/0	81762PAC6	141	67,000	PRN		OTR	4	0	67,000	0
SERVICENOW INC	NOTE 6/0	81762PAC6	10,516	4,979,000	PRN		SOLE		4,979,000	0	0
SHERWIN WILLIAMS CO	COM	824348106	26,591	45,568	SH		OTR	1	0	45,568	0
SHERWIN WILLIAMS CO	COM	824348106	1,677	2,873	SH		OTR	5	0	2,873	0
SHERWIN WILLIAMS CO	COM	824348106	2,900	4,969	SH		SOLE		4,969	0	0
SIGA TECHNOLOGIES INC	COM	826917106	1,004	210,507	SH		OTR	1	0	210,507	0
SIGA TECHNOLOGIES INC	COM	826917106	213	44,600	SH		SOLE		44,600	0	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	13,737	100,555	SH		OTR	1	0	100,555	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	1,204	8,811	SH		OTR	5	0	8,811	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	2,656	19,444	SH		SOLE		19,444	0	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	3,366	2,528,000	PRN		SOLE		2,528,000	0	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	2,648	1,994,000	PRN		DFND	1	0	1,994,000	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	30,388	22,821,000	PRN		OTR	1	0	22,821,000	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	42	32,000	PRN		OTR	4	0	32,000	0
SIMON PPTY GROUP INC NEW	COM	828806109	1,447	9,716	SH		SOLE		9,716	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	8,678	58,254	SH		OTR	1	0	58,254	0
SIMON PPTY GROUP INC NEW	COM	828806109	90	604	SH		OTR	5	0	604	0
SITE CENTERS CORP	COM	82981J109	1,644	117,275	SH		OTR	1	0	117,275	0
SITE CENTERS CORP	COM	82981J109	135	9,654	SH		SOLE		9,654	0	0
SJW GROUP	COM	784305104	3,312	46,603	SH		OTR	1	0	46,603	0
SJW GROUP	COM	784305104	689	9,699	SH		SOLE		9,699	0	0
SKECHERS U S A INC	CL A	830566105	22,419	519,086	SH		OTR	1	0	519,086	0
SKECHERS U S A INC	CL A	830566105	1,253	29,016	SH		OTR	5	0	29,016	0
SKECHERS U S A INC	CL A	830566105	2,150	49,770	SH		SOLE		49,770	0	0
SKYLINE CHAMPION CORPORATION	COM	830830105	945	29,800	SH		OTR	1	0	29,800	0
SKYLINE CHAMPION CORPORATION	COM	830830105	178	5,600	SH		SOLE		5,600	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	10,643	88,045	SH		OTR	1	0	88,045	0
SKYWORKS SOLUTIONS INC	COM	83088M102	73	607	SH		OTR	5	0	607	0
SKYWORKS SOLUTIONS INC	COM	83088M102	1,338	11,066	SH		SOLE		11,066	0	0
SL GREEN RLTY CORP	COM	78440X101	977	10,632	SH		OTR	1	0	10,632	0
SL GREEN RLTY CORP	COM	78440X101	232	2,528	SH		SOLE		2,528	0	0
SLM CORP	COM	78442P106	6,168	692,257	SH		OTR	1	0	692,257	0
SLM CORP	COM	78442P106	740	83,092	SH		SOLE		83,092	0	0
SM ENERGY CO	NOTE 1.500% 7/0	78454LAM2	14	15,000	PRN		DFND	1	0	15,000	0
SMARTFINANCIAL INC	COM NEW	83190L208	298	12,601	SH		SOLE		12,601	0	0
SMARTFINANCIAL INC	COM NEW	83190L208	1,411	59,664	SH		OTR	1	0	59,664	0
SMITH A O CORP	COM	831865209	842	17,676	SH		OTR	1	0	17,676	0
SMITH A O CORP	COM	831865209	154	3,234	SH		SOLE		3,234	0	0
SMUCKER J M CO	COM NEW	832696405	1,514	14,542	SH		OTR	1	0	14,542	0
SMUCKER J M CO	COM NEW	832696405	319	3,062	SH		SOLE		3,062	0	0
SNAP ON INC	COM	833034101	1,195	7,053	SH		OTR	1	0	7,053	0
SNAP ON INC	COM	833034101	220	1,298	SH		SOLE		1,298	0	0
SONIC AUTOMOTIVE INC	CL A	83545G102	2,598	83,800	SH		OTR	1	0	83,800	0
SONIC AUTOMOTIVE INC	CL A	83545G102	555	17,900	SH		SOLE		17,900	0	0
SOUTHERN CO	COM	842587107	14,817	232,611	SH		OTR	1	0	232,611	0
SOUTHERN CO	COM	842587107	1,147	18,009	SH		OTR	5	0	18,009	0
SOUTHERN CO	COM	842587107	2,789	43,779	SH		SOLE		43,779	0	0
SOUTHERN COPPER CORP	COM	84265V105	1,660	39,084	SH		OTR	1	0	39,084	0
SOUTHWEST AIRLS CO	COM	844741108	647	11,983	SH		SOLE		11,983	0	0
SOUTHWEST AIRLS CO	COM	844741108	5,270	97,622	SH		OTR	1	0	97,622	0
SPARK ENERGY INC	CL A COM	846511103	2,104	227,964	SH		OTR	1	0	227,964	0
SPARK ENERGY INC	CL A COM	846511103	447	48,401	SH		SOLE		48,401	0	0
SPARTAN MTRS INC	COM	846819100	579	32,000	SH		OTR	1	0	32,000	0
SPARTAN MTRS INC	COM	846819100	130	7,200	SH		SOLE		7,200	0	0
SPDR GOLD TRUST	GOLD SHS	78463V107	27,008	189,000	SH		OTR	1	0	189,000	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	13,568	42,156	SH		SOLE		42,156	0	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	18,391	57,141	SH		OTR	1	0	57,141	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	665,719	2,068,351	SH		OTR	3	0	2,068,351	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	2,421	7,522	SH		OTR	5	0	7,522	0
SPDR S&P MIDCAP 400 ETF TR	UTSER1 S&PDCRP	78467Y107	1,885	5,022	SH		OTR	1	0	5,022	0
SPDR S&P MIDCAP 400 ETF TR	UTSER1 S&PDCRP	78467Y107	456	1,215	SH		SOLE		1,215	0	0
SPDR SERIES TRUST	BLMBRG BRC CNVRT	78464A359	1,156	20,830	SH		DFND	1	0	20,830	0
SPDR SERIES TRUST	BLMBRG BRC CNVRT	78464A359	45	810	SH		OTR	4	0	810	0
SPDR SERIES TRUST	NUVEEN BBG BRCLY	78464A284	6,402	108,515	SH		SOLE		108,515	0	0
SPECTRUM PHARMACEUTICALS INC	COM	84763A108	381	104,612	SH		OTR	1	0	104,612	0
SPECTRUM PHARMACEUTICALS INC	COM	84763A108	84	23,187	SH		SOLE		23,187	0	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	16,053	220,270	SH		OTR	1	0	220,270	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	1,561	21,424	SH		SOLE		21,424	0	0
SPIRIT RLTY CAP INC NEW	NOTE 3.750% 5/1	84860WAB8	219	210,000	PRN		SOLE		210,000	0	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	34,204	28,356,000	PRN		OTR	1	0	28,356,000	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	10,351	8,581,000	PRN		SOLE		8,581,000	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	6,237	5,058,000	PRN		DFND	1	0	5,058,000	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	95	77,000	PRN		OTR	4	0	77,000	0
SPORTSMANS WHSE HLDGS INC	COM	84920Y106	1,482	184,500	SH		OTR	1	0	184,500	0
SPORTSMANS WHSE HLDGS INC	COM	84920Y106	303	37,700	SH		SOLE		37,700	0	0
SPROUTS FMRS MKT INC	COM	85208M102	6,494	335,624	SH		OTR	1	0	335,624	0
SPROUTS FMRS MKT INC	COM	85208M102	753	38,921	SH		SOLE		38,921	0	0
SPS COMMERCE INC	COM	78463M107	3,287	59,308	SH		OTR	1	0	59,308	0
SPS COMMERCE INC	COM	78463M107	696	12,564	SH		SOLE		12,564	0	0
SPX CORP	COM	784635104	351	6,900	SH		SOLE		6,900	0	0
SPX CORP	COM	784635104	1,537	30,200	SH		OTR	1	0	30,200	0
SQUARE INC	NOTE 0.375% 3/0	852234AB9	5	2,000	PRN		DFND	1	0	2,000	0
SQUARE INC	NOTE 0.375% 3/0	852234AB9	68	25,000	PRN		SOLE		25,000	0	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	10,851	9,689,000	PRN		OTR	1	0	9,689,000	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	4,223	3,771,000	PRN		SOLE		3,771,000	0	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	18,191	296,272	SH		OTR	1	0	296,272	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	1,277	20,800	SH		SOLE		20,800	0	0
STAMPS COM INC	COM NEW	852857200	434	5,200	SH		OTR	1	0	5,200	0
STAMPS COM INC	COM NEW	852857200	109	1,300	SH		SOLE		1,300	0	0
STANLEY BLACK & DECKER INC	COM	854502101	674	4,068	SH		SOLE		4,068	0	0
STANLEY BLACK & DECKER INC	COM	854502101	3,237	19,528	SH		OTR	1	0	19,528	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	79	722	SH		OTR	4	0	722	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	5,163	47,311	SH		DFND	1	0	47,311	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	7,452	68,500	SH		SOLE		68,500	0	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	32,330	297,200	SH		OTR	1	0	297,200	0
STARBUCKS CORP	COM	855244109	41,480	471,796	SH		OTR	1	0	471,796	0
STARBUCKS CORP	COM	855244109	2,255	25,651	SH		OTR	5	0	25,651	0
STARBUCKS CORP	COM	855244109	5,649	64,246	SH		SOLE		64,246	0	0
STARWOOD PPTY TR INC	COM	85571B105	574	23,071	SH		OTR	1	0	23,071	0
STARWOOD PPTY TR INC	NOTE 4.375% 4/0	85571BAH8	28	27,000	PRN		DFND	1	0	27,000	0
STATE STR CORP	COM	857477103	3,939	49,802	SH		SOLE		49,802	0	0
STATE STR CORP	COM	857477103	22,242	281,185	SH		OTR	1	0	281,185	0
STATE STR CORP	COM	857477103	1,489	18,826	SH		OTR	5	0	18,826	0
STEEL DYNAMICS INC	COM	858119100	2,289	67,240	SH		SOLE		67,240	0	0
STEEL DYNAMICS INC	COM	858119100	13,373	392,850	SH		OTR	1	0	392,850	0
STEEL DYNAMICS INC	COM	858119100	1,147	33,698	SH		OTR	5	0	33,698	0
STEELCASE INC	CL A	858155203	3,411	166,728	SH		OTR	1	0	166,728	0
STEELCASE INC	CL A	858155203	726	35,500	SH		SOLE		35,500	0	0
STERLING BANCORP INC	COM	85917W102	640	79,022	SH		OTR	1	0	79,022	0
STERLING BANCORP INC	COM	85917W102	134	16,500	SH		SOLE		16,500	0	0
STERLING CONSTRUCTION CO INC	COM	859241101	1,268	90,026	SH		OTR	1	0	90,026	0
STERLING CONSTRUCTION CO INC	COM	859241101	275	19,500	SH		SOLE		19,500	0	0
STEWART INFORMATION SVCS COR	COM	860372101	596	14,618	SH		SOLE		14,618	0	0
STEWART INFORMATION SVCS COR	COM	860372101	2,801	68,662	SH		OTR	1	0	68,662	0
STIFEL FINL CORP	COM	860630102	388	6,400	SH		SOLE		6,400	0	0
STIFEL FINL CORP	COM	860630102	1,983	32,700	SH		OTR	1	0	32,700	0
STRYKER CORP	COM	863667101	8,676	41,327	SH		OTR	1	0	41,327	0
STRYKER CORP	COM	863667101	1,789	8,522	SH		SOLE		8,522	0	0
SUMMIT HOTEL PPTYS INC	COM	866082100	1,080	87,500	SH		OTR	1	0	87,500	0
SUMMIT HOTEL PPTYS INC	COM	866082100	231	18,700	SH		SOLE		18,700	0	0
SUMMIT MATLS INC	CL A	86614U100	366	15,300	SH		OTR	1	0	15,300	0
SUMMIT MATLS INC	CL A	86614U100	84	3,500	SH		SOLE		3,500	0	0
SUN CMNTYS INC	COM	866674104	3,820	25,449	SH		OTR	1	0	25,449	0
SUN CMNTYS INC	COM	866674104	418	2,785	SH		SOLE		2,785	0	0
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	120	130,000	PRN		SOLE		130,000	0	0
SUNPOWER CORP	DBCV 4.000% 1/1	867652AL3	33	40,000	PRN		DFND	1	0	40,000	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	787	56,523	SH		SOLE		56,523	0	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	3,707	266,298	SH		OTR	1	0	266,298	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	636	26,800	SH		OTR	1	0	26,800	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	145	6,100	SH		SOLE		6,100	0	0
SUPERNUS PHARMACEUTICALS INC	NOTE 0.625% 4/0	868459AD0	9,470	10,405,000	PRN		OTR	1	0	10,405,000	0
SUPERNUS PHARMACEUTICALS INC	NOTE 0.625% 4/0	868459AD0	985	1,082,000	PRN		SOLE		1,082,000	0	0
SVB FINL GROUP	COM	78486Q101	1,659	6,608	SH		OTR	1	0	6,608	0
SVB FINL GROUP	COM	78486Q101	359	1,430	SH		SOLE		1,430	0	0
SYNAPTICS INC	COM	87157D109	785	11,936	SH		SOLE		11,936	0	0
SYNAPTICS INC	COM	87157D109	3,692	56,129	SH		OTR	1	0	56,129	0
SYNAPTICS INC	NOTE 0.500% 6/1	87157DAD1	128	115,000	PRN		SOLE		115,000	0	0
SYNCHRONY FINL	COM	87165B103	1,351	37,526	SH		OTR	5	0	37,526	0
SYNCHRONY FINL	COM	87165B103	3,638	101,023	SH		SOLE		101,023	0	0
SYNCHRONY FINL	COM	87165B103	28,538	792,496	SH		OTR	1	0	792,496	0
SYNEOS HEALTH INC	CL A	87166B102	3,673	61,749	SH		OTR	1	0	61,749	0
SYNEOS HEALTH INC	CL A	87166B102	766	12,883	SH		SOLE		12,883	0	0
SYNNEX CORP	COM	87162W100	10,093	78,358	SH		OTR	1	0	78,358	0
SYNNEX CORP	COM	87162W100	262	2,035	SH		OTR	5	0	2,035	0
SYNNEX CORP	COM	87162W100	1,348	10,464	SH		SOLE		10,464	0	0
SYNOPSYS INC	COM	871607107	123	882	SH		OTR	5	0	882	0
SYNOPSYS INC	COM	871607107	1,677	12,046	SH		SOLE		12,046	0	0
SYNOPSYS INC	COM	871607107	20,421	146,700	SH		OTR	1	0	146,700	0
SYNOVUS FINL CORP	COM NEW	87161C501	39	1,000	SH		SOLE		1,000	0	0
SYNOVUS FINL CORP	COM NEW	87161C501	358	9,120	SH		OTR	1	0	9,120	0
SYSCO CORP	COM	871829107	23,875	279,109	SH		OTR	1	0	279,109	0
SYSCO CORP	COM	871829107	1,658	19,386	SH		OTR	5	0	19,386	0
SYSCO CORP	COM	871829107	2,488	29,083	SH		SOLE		29,083	0	0
T MOBILE US INC	COM	872590104	4,624	58,966	SH		OTR	1	0	58,966	0
T MOBILE US INC	COM	872590104	664	8,464	SH		SOLE		8,464	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	9,869	169,858	SH		SOLE		169,858	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	6	109	SH		DFND	1	0	109	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	14,088	242,473	SH		OTR	1	0	242,473	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	3,271	26,714	SH		SOLE		26,714	0	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	1,315	10,743	SH		OTR	5	0	10,743	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	25,955	211,999	SH		OTR	1	0	211,999	0
TALOS ENERGY INC	COM	87484T108	85,712	2,842,839	SH		OTR	1	0	2,842,839	0
TALOS ENERGY INC	COM	87484T108	187	6,187	SH		OTR	5	0	6,187	0
TALOS ENERGY INC	COM	87484T108	20,945	694,688	SH		SOLE		694,688	0	0
TAPESTRY INC	COM	876030107	955	35,416	SH		OTR	1	0	35,416	0
TAPESTRY INC	COM	876030107	210	7,791	SH		SOLE		7,791	0	0
TARGET CORP	COM	87612E106	4,528	35,320	SH		SOLE		35,320	0	0
TARGET CORP	COM	87612E106	28,279	220,571	SH		OTR	1	0	220,571	0
TARGET CORP	COM	87612E106	1,856	14,473	SH		OTR	5	0	14,473	0
TAYLOR MORRISON HOME CORP	COM	87724P106	3,364	153,900	SH		OTR	1	0	153,900	0
TAYLOR MORRISON HOME CORP	COM	87724P106	710	32,500	SH		SOLE		32,500	0	0
TD AMERITRADE HLDG CORP	COM	87236Y108	1,548	31,148	SH		OTR	1	0	31,148	0
TD AMERITRADE HLDG CORP	COM	87236Y108	45	900	SH		SOLE		900	0	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	54,307	31,223,000	PRN		OTR	1	0	31,223,000	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	13,502	7,763,000	PRN		SOLE		7,763,000	0	0
TELADOC HEALTH INC	NOTE 3.000%12/1	87918AAB1	8,466	4,225,000	PRN		DFND	1	0	4,225,000	0
TELADOC HEALTH INC	NOTE 3.000%12/1	87918AAB1	128	64,000	PRN		OTR	4	0	64,000	0
TELEFLEX INC	COM	879369106	22,724	60,366	SH		OTR	1	0	60,366	0
TELEFLEX INC	COM	879369106	486	1,290	SH		SOLE		1,290	0	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	1,877	73,800	SH		OTR	1	0	73,800	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	604	23,745	SH		SOLE		23,745	0	0
TEMPUR SEALY INTL INC	COM	88023U101	1,995	22,917	SH		OTR	1	0	22,917	0
TEMPUR SEALY INTL INC	COM	88023U101	235	2,704	SH		SOLE		2,704	0	0
TENET HEALTHCARE CORP	COM NEW	88033G407	4,385	115,300	SH		OTR	1	0	115,300	0
TENET HEALTHCARE CORP	COM NEW	88033G407	932	24,500	SH		SOLE		24,500	0	0
TERADATA CORP DEL	COM	88076W103	11,510	429,951	SH		OTR	1	0	429,951	0
TERADATA CORP DEL	COM	88076W103	532	19,875	SH		SOLE		19,875	0	0
TERADYNE INC	COM	880770102	3,262	47,834	SH		OTR	1	0	47,834	0
TERADYNE INC	COM	880770102	709	10,396	SH		SOLE		10,396	0	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	318	145,000	PRN		SOLE		145,000	0	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	18	8,000	PRN		DFND	1	0	8,000	0
TERRAFORM PWR INC	COM CL A	88104R209	810	52,600	SH		OTR	1	0	52,600	0
TERRAFORM PWR INC	COM CL A	88104R209	142	9,200	SH		SOLE		9,200	0	0
TERRITORIAL BANCORP INC	COM	88145X108	323	10,445	SH		OTR	1	0	10,445	0
TERRITORIAL BANCORP INC	COM	88145X108	63	2,036	SH		SOLE		2,036	0	0
TESLA INC	COM	88160R101	743	1,777	SH		OTR	1	0	1,777	0
TESLA INC	COM	88160R101	402	960	SH		SOLE		960	0	0
TESLA INC	NOTE 1.250% 3/0	88160RAC5	501	392,000	PRN		SOLE		392,000	0	0
TESLA INC	NOTE 2.000% 5/1	88160RAG6	60	40,000	PRN		DFND	1	0	40,000	0
TESLA INC	NOTE 2.000% 5/1	88160RAG6	697	460,000	PRN		SOLE		460,000	0	0
TETRA TECH INC NEW	COM	88162G103	326	3,788	SH		SOLE		3,788	0	0
TETRA TECH INC NEW	COM	88162G103	558	6,480	SH		OTR	5	0	6,480	0
TETRA TECH INC NEW	COM	88162G103	1,960	22,750	SH		OTR	1	0	22,750	0
TEXAS CAPITAL BANCSHARES INC	COM	88224Q107	365	6,426	SH		SOLE		6,426	0	0
TEXAS CAPITAL BANCSHARES INC	COM	88224Q107	1,953	34,396	SH		OTR	1	0	34,396	0
TEXAS INSTRS INC	COM	882508104	36,839	287,156	SH		OTR	1	0	287,156	0
TEXAS INSTRS INC	COM	882508104	249	1,940	SH		OTR	5	0	1,940	0
TEXAS INSTRS INC	COM	882508104	4,432	34,548	SH		SOLE		34,548	0	0
TEXAS ROADHOUSE INC	COM	882681109	3,971	70,515	SH		OTR	1	0	70,515	0
TEXAS ROADHOUSE INC	COM	882681109	839	14,900	SH		SOLE		14,900	0	0
TEXTRON INC	COM	883203101	1,752	39,274	SH		OTR	1	0	39,274	0
TEXTRON INC	COM	883203101	451	10,113	SH		SOLE		10,113	0	0
THE CHARLES SCHWAB CORPORATI	COM	808513105	8,300	174,507	SH		OTR	1	0	174,507	0
THE CHARLES SCHWAB CORPORATI	COM	808513105	1,452	30,534	SH		SOLE		30,534	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	98	302	SH		OTR	5	0	302	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	3,576	11,007	SH		SOLE		11,007	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	19,309	59,437	SH		OTR	1	0	59,437	0
THERMON GROUP HLDGS INC	COM	88362T103	236	8,800	SH		OTR	1	0	8,800	0
THERMON GROUP HLDGS INC	COM	88362T103	54	2,000	SH		SOLE		2,000	0	0
TIFFANY & CO NEW	COM	886547108	1,851	13,847	SH		OTR	1	0	13,847	0
TIFFANY & CO NEW	COM	886547108	420	3,146	SH		SOLE		3,146	0	0
TILLYS INC	CL A	886885102	2,424	197,900	SH		OTR	1	0	197,900	0
TILLYS INC	CL A	886885102	512	41,800	SH		SOLE		41,800	0	0
TIMKEN CO	COM	887389104	8,199	145,599	SH		OTR	1	0	145,599	0
TIMKEN CO	COM	887389104	1,012	17,976	SH		SOLE		17,976	0	0
TIPTREE INC	COM	88822Q103	382	46,979	SH		OTR	1	0	46,979	0
TIPTREE INC	COM	88822Q103	84	10,379	SH		SOLE		10,379	0	0
TITAN MACHY INC	COM	88830R101	624	42,223	SH		OTR	1	0	42,223	0
TITAN MACHY INC	COM	88830R101	131	8,874	SH		SOLE		8,874	0	0
TIVO CORP	COM	88870P106	3,137	369,900	SH		OTR	1	0	369,900	0
TIVO CORP	COM	88870P106	663	78,200	SH		SOLE		78,200	0	0
TJX COS INC NEW	COM	872540109	9,429	154,427	SH		OTR	1	0	154,427	0
TJX COS INC NEW	COM	872540109	1,958	32,069	SH		SOLE		32,069	0	0
TOLL BROTHERS INC	COM	889478103	986	24,951	SH		OTR	5	0	24,951	0
TOLL BROTHERS INC	COM	889478103	1,760	44,536	SH		SOLE		44,536	0	0
TOLL BROTHERS INC	COM	889478103	12,208	308,994	SH		OTR	1	0	308,994	0
TOPBUILD CORP	COM	89055F103	722	7,000	SH		SOLE		7,000	0	0
TOPBUILD CORP	COM	89055F103	3,299	32,000	SH		OTR	1	0	32,000	0
TPG RE FIN TR INC	COM	87266M107	373	18,400	SH		OTR	1	0	18,400	0
TPG RE FIN TR INC	COM	87266M107	65	3,200	SH		SOLE		3,200	0	0
TRACTOR SUPPLY CO	COM	892356106	8,499	90,959	SH		OTR	1	0	90,959	0
TRACTOR SUPPLY CO	COM	892356106	893	9,555	SH		SOLE		9,555	0	0
TRANSDIGM GROUP INC	COM	893641100	3,551	6,341	SH		OTR	1	0	6,341	0
TRANSDIGM GROUP INC	COM	893641100	768	1,371	SH		SOLE		1,371	0	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	15,303	15,284,000	PRN		OTR	1	0	15,284,000	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	27	27,000	PRN		OTR	4	0	27,000	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	1,944	1,942,000	PRN		SOLE		1,942,000	0	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	1,825	1,830,000	PRN		DFND	1	0	1,830,000	0
TRANSUNION	COM	89400J107	5,497	64,206	SH		OTR	1	0	64,206	0
TRANSUNION	COM	89400J107	731	8,543	SH		SOLE		8,543	0	0
TRAVELERS COMPANIES INC	COM	89417E109	12,271	89,602	SH		OTR	1	0	89,602	0
TRAVELERS COMPANIES INC	COM	89417E109	1,544	11,271	SH		OTR	5	0	11,271	0
TRAVELERS COMPANIES INC	COM	89417E109	1,884	13,754	SH		SOLE		13,754	0	0
TRAVELZOO	COM NEW	89421Q205	1,193	111,540	SH		OTR	1	0	111,540	0
TRAVELZOO	COM NEW	89421Q205	252	23,592	SH		SOLE		23,592	0	0
TREDEGAR CORP	COM	894650100	558	24,975	SH		SOLE		24,975	0	0
TREDEGAR CORP	COM	894650100	2,655	118,803	SH		OTR	1	0	118,803	0
TREEHOUSE FOODS INC	COM	89469A104	2,818	58,098	SH		OTR	1	0	58,098	0
TREEHOUSE FOODS INC	COM	89469A104	246	5,072	SH		SOLE		5,072	0	0
TRI POINTE GROUP INC	COM	87265H109	1,493	95,800	SH		OTR	1	0	95,800	0
TRI POINTE GROUP INC	COM	87265H109	301	19,300	SH		SOLE		19,300	0	0
TRIPADVISOR INC	COM	896945201	3,814	125,551	SH		OTR	1	0	125,551	0
TRIPADVISOR INC	COM	896945201	22	710	SH		OTR	5	0	710	0
TRIPADVISOR INC	COM	896945201	367	12,064	SH		SOLE		12,064	0	0
TRISTATE CAP HLDGS INC	COM	89678F100	175	6,706	SH		OTR	1	0	6,706	0
TRISTATE CAP HLDGS INC	COM	89678F100	31	1,200	SH		SOLE		1,200	0	0
TRUEBLUE INC	COM	89785X101	359	14,931	SH		SOLE		14,931	0	0
TRUEBLUE INC	COM	89785X101	1,783	74,095	SH		OTR	1	0	74,095	0
TRUIST FINL CORP	COM	89832Q109	1,900	33,742	SH		SOLE		33,742	0	0
TRUIST FINL CORP	COM	89832Q109	11,052	196,229	SH		OTR	1	0	196,229	0
TTM TECHNOLOGIES INC	COM	87305R109	3,139	208,542	SH		OTR	1	0	208,542	0
TTM TECHNOLOGIES INC	COM	87305R109	670	44,500	SH		SOLE		44,500	0	0
TUTOR PERINI CORP	COM	901109108	1,100	85,500	SH		OTR	1	0	85,500	0
TUTOR PERINI CORP	COM	901109108	248	19,300	SH		SOLE		19,300	0	0
TWILIO INC	NOTE 0.250% 6/0	90138FAB8	8,458	5,532,000	PRN		OTR	1	0	5,532,000	0
TWILIO INC	NOTE 0.250% 6/0	90138FAB8	2,913	1,905,000	PRN		SOLE		1,905,000	0	0
TWITTER INC	COM	90184L102	3,165	98,763	SH		OTR	1	0	98,763	0
TWITTER INC	COM	90184L102	660	20,592	SH		SOLE		20,592	0	0
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	16	17,000	PRN		DFND	1	0	17,000	0
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	266	275,000	PRN		SOLE		275,000	0	0
TWITTER INC	NOTE 1.000% 9/1	90184LAD4	32	33,000	PRN		DFND	1	0	33,000	0
TWITTER INC	NOTE 1.000% 9/1	90184LAD4	249	255,000	PRN		SOLE		255,000	0	0
TYSON FOODS INC	CL A	902494103	22,475	246,874	SH		OTR	1	0	246,874	0
TYSON FOODS INC	CL A	902494103	1,476	16,212	SH		OTR	5	0	16,212	0
TYSON FOODS INC	CL A	902494103	3,846	42,243	SH		SOLE		42,243	0	0
U S CONCRETE INC	COM NEW	90333L201	246	5,900	SH		OTR	1	0	5,900	0
U S CONCRETE INC	COM NEW	90333L201	42	1,000	SH		SOLE		1,000	0	0
UBER TECHNOLOGIES INC	COM	90353T100	1,725	58,019	SH		OTR	1	0	58,019	0
UBER TECHNOLOGIES INC	COM	90353T100	12	400	SH		SOLE		400	0	0
UDR INC	COM	902653104	2,497	53,475	SH		OTR	1	0	53,475	0
UDR INC	COM	902653104	473	10,138	SH		SOLE		10,138	0	0
ULTA BEAUTY INC	COM	90384S303	1,903	7,518	SH		OTR	1	0	7,518	0
ULTA BEAUTY INC	COM	90384S303	399	1,575	SH		SOLE		1,575	0	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	1,631	38,180	SH		OTR	1	0	38,180	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	350	8,191	SH		SOLE		8,191	0	0
UMPQUA HLDGS CORP	COM	904214103	884	49,924	SH		OTR	1	0	49,924	0
UNDER ARMOUR INC	CL A	904311107	519	24,005	SH		OTR	1	0	24,005	0
UNDER ARMOUR INC	CL A	904311107	100	4,647	SH		SOLE		4,647	0	0
UNDER ARMOUR INC	CL C	904311206	476	24,800	SH		OTR	1	0	24,800	0
UNDER ARMOUR INC	CL C	904311206	122	6,379	SH		SOLE		6,379	0	0
UNION PACIFIC CORP	COM	907818108	26,587	147,061	SH		OTR	1	0	147,061	0
UNION PACIFIC CORP	COM	907818108	230	1,271	SH		OTR	5	0	1,271	0
UNION PACIFIC CORP	COM	907818108	4,509	24,941	SH		SOLE		24,941	0	0
UNISYS CORP	COM NEW	909214306	567	47,800	SH		OTR	1	0	47,800	0
UNISYS CORP	COM NEW	909214306	123	10,400	SH		SOLE		10,400	0	0
UNITED AIRLINES HLDGS INC	COM	910047109	9,964	113,117	SH		OTR	1	0	113,117	0
UNITED AIRLINES HLDGS INC	COM	910047109	563	6,394	SH		OTR	5	0	6,394	0
UNITED AIRLINES HLDGS INC	COM	910047109	1,526	17,320	SH		SOLE		17,320	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	10,529	89,942	SH		OTR	1	0	89,942	0
UNITED PARCEL SERVICE INC	CL B	911312106	2,182	18,639	SH		SOLE		18,639	0	0
UNITED RENTALS INC	COM	911363109	369	2,213	SH		SOLE		2,213	0	0
UNITED RENTALS INC	COM	911363109	1,652	9,905	SH		OTR	1	0	9,905	0
UNITED STATES CELLULAR CORP	COM	911684108	54	1,500	SH		SOLE		1,500	0	0
UNITED STATES CELLULAR CORP	COM	911684108	152	4,200	SH		OTR	1	0	4,200	0
UNITED TECHNOLOGIES CORP	COM	913017109	30,973	206,815	SH		OTR	1	0	206,815	0
UNITED TECHNOLOGIES CORP	COM	913017109	1,301	8,689	SH		OTR	5	0	8,689	0
UNITED TECHNOLOGIES CORP	COM	913017109	5,142	34,335	SH		SOLE		34,335	0	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	9,543	108,342	SH		OTR	1	0	108,342	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	556	6,316	SH		OTR	5	0	6,316	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	715	8,118	SH		SOLE		8,118	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	10,524	35,798	SH		SOLE		35,798	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	81,761	278,118	SH		OTR	1	0	278,118	0
UNITEDHEALTH GROUP INC	COM	91324P102	3,204	10,898	SH		OTR	5	0	10,898	0
UNITI GROUP INC	COM	91325V108	2,669	325,100	SH		OTR	1	0	325,100	0
UNITI GROUP INC	COM	91325V108	593	72,200	SH		SOLE		72,200	0	0
UNIVERSAL CORP VA	COM	913456109	3,273	57,360	SH		OTR	1	0	57,360	0
UNIVERSAL CORP VA	COM	913456109	700	12,267	SH		SOLE		12,267	0	0
UNIVERSAL ELECTRS INC	COM	913483103	2,200	42,100	SH		OTR	1	0	42,100	0
UNIVERSAL ELECTRS INC	COM	913483103	470	9,000	SH		SOLE		9,000	0	0
UNIVERSAL FST PRODS INC	COM	913543104	3,654	76,600	SH		OTR	1	0	76,600	0
UNIVERSAL FST PRODS INC	COM	913543104	773	16,200	SH		SOLE		16,200	0	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	1,489	10,379	SH		OTR	1	0	10,379	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	273	1,902	SH		SOLE		1,902	0	0
UNUM GROUP	COM	91529Y106	12,702	435,583	SH		OTR	1	0	435,583	0
UNUM GROUP	COM	91529Y106	1,978	67,837	SH		SOLE		67,837	0	0
UNUM GROUP	COM	91529Y106	978	33,536	SH		OTR	5	0	33,536	0
US BANCORP DEL	COM NEW	902973304	12,383	208,855	SH		OTR	1	0	208,855	0
US BANCORP DEL	COM NEW	902973304	2,191	36,956	SH		SOLE		36,956	0	0
US FOODS HLDG CORP	COM	912008109	10,270	245,175	SH		OTR	1	0	245,175	0
US FOODS HLDG CORP	COM	912008109	1,673	39,940	SH		SOLE		39,940	0	0
V F CORP	COM	918204108	4,149	41,635	SH		OTR	1	0	41,635	0
V F CORP	COM	918204108	865	8,680	SH		SOLE		8,680	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	3,009	32,127	SH		SOLE		32,127	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	12,413	132,543	SH		OTR	1	0	132,543	0
VALERO ENERGY CORP NEW	COM	91913Y100	1,225	13,082	SH		OTR	5	0	13,082	0
VALVOLINE INC	COM	92047W101	851	39,732	SH		OTR	1	0	39,732	0
VALVOLINE INC	COM	92047W101	214	10,000	SH		SOLE		10,000	0	0
VANDA PHARMACEUTICALS INC	COM	921659108	752	45,822	SH		OTR	1	0	45,822	0
VANDA PHARMACEUTICALS INC	COM	921659108	161	9,800	SH		SOLE		9,800	0	0
VANECK VECTORS ETF TR	HIGH YLD MUN ETF	92189H409	1,498	23,393	SH		OTR	1	0	23,393	0
VANECK VECTORS ETF TR	HIGH YLD MUN ETF	92189H409	484	7,561	SH		SOLE		7,561	0	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	521,419	1,762,743	SH		OTR	3	0	1,762,743	0
VAREX IMAGING CORP	COM	92214X106	1,750	58,700	SH		OTR	1	0	58,700	0
VAREX IMAGING CORP	COM	92214X106	385	12,900	SH		SOLE		12,900	0	0
VARIAN MED SYS INC	COM	92220P105	3,418	24,067	SH		OTR	1	0	24,067	0
VARIAN MED SYS INC	COM	92220P105	946	6,660	SH		SOLE		6,660	0	0
VECTOR GROUP LTD	COM	92240M108	3,257	243,268	SH		OTR	1	0	243,268	0
VECTOR GROUP LTD	COM	92240M108	687	51,275	SH		SOLE		51,275	0	0
VECTRUS INC	COM	92242T101	2,758	53,803	SH		OTR	1	0	53,803	0
VECTRUS INC	COM	92242T101	583	11,379	SH		SOLE		11,379	0	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	90	95,000	PRN		SOLE		95,000	0	0
VENTAS INC	COM	92276F100	10,831	187,582	SH		OTR	1	0	187,582	0
VENTAS INC	COM	92276F100	615	10,649	SH		OTR	5	0	10,649	0
VENTAS INC	COM	92276F100	1,520	26,320	SH		SOLE		26,320	0	0
VEREIT INC	COM	92339V100	3,523	381,305	SH		OTR	1	0	381,305	0
VEREIT INC	COM	92339V100	387	41,852	SH		SOLE		41,852	0	0
VERINT SYS INC	COM	92343X100	907	16,388	SH		SOLE		16,388	0	0
VERINT SYS INC	COM	92343X100	4,288	77,456	SH		OTR	1	0	77,456	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	10,006	9,256,000	PRN		SOLE		9,256,000	0	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	77	72,000	PRN		OTR	4	0	72,000	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	4,957	4,607,000	PRN		DFND	1	0	4,607,000	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	31,547	29,182,000	PRN		OTR	1	0	29,182,000	0
VERISIGN INC	COM	92343E102	2,567	13,321	SH		OTR	1	0	13,321	0
VERISIGN INC	COM	92343E102	549	2,851	SH		SOLE		2,851	0	0
VERISK ANALYTICS INC	COM	92345Y106	3,117	20,872	SH		OTR	1	0	20,872	0
VERISK ANALYTICS INC	COM	92345Y106	619	4,146	SH		SOLE		4,146	0	0
VERITIV CORP	COM	923454102	1,038	52,795	SH		OTR	1	0	52,795	0
VERITIV CORP	COM	923454102	224	11,366	SH		SOLE		11,366	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	51,893	845,166	SH		OTR	1	0	845,166	0
VERIZON COMMUNICATIONS INC	COM	92343V104	11,313	184,254	SH		SOLE		184,254	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	3,725	60,666	SH		OTR	5	0	60,666	0
VERSO CORP	CL A	92531L207	1,691	93,800	SH		OTR	1	0	93,800	0
VERSO CORP	CL A	92531L207	364	20,200	SH		SOLE		20,200	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	7,863	35,914	SH		OTR	1	0	35,914	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	1,718	7,846	SH		SOLE		7,846	0	0
VIACOMCBS INC	CL A	92556H107	195	4,346	SH		OTR	1	0	4,346	0
VIACOMCBS INC	CL A	92556H107	25	558	SH		SOLE		558	0	0
VIACOMCBS INC	CL B	92556H206	2,885	68,733	SH		OTR	1	0	68,733	0
VIACOMCBS INC	CL B	92556H206	622	14,817	SH		SOLE		14,817	0	0
VIAD CORP	COM NEW	92552R406	662	9,800	SH		OTR	1	0	9,800	0
VIAD CORP	COM NEW	92552R406	149	2,200	SH		SOLE		2,200	0	0
VIAVI SOLUTIONS INC	COM	925550105	507	33,800	SH		SOLE		33,800	0	0
VIAVI SOLUTIONS INC	COM	925550105	2,445	162,991	SH		OTR	1	0	162,991	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	3,824	2,967,000	PRN		DFND	1	0	2,967,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	31,340	24,248,000	PRN		OTR	1	0	24,248,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	58	45,000	PRN		OTR	4	0	45,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	5,710	4,418,000	PRN		SOLE		4,418,000	0	0
VICI PPTYS INC	COM	925652109	262	10,247	SH		OTR	1	0	10,247	0
VIPSHOP HLDGS LTD	SPONSORED ADS A	92763W103	2	153	SH		DFND	1	0	153	0
VIPSHOP HLDGS LTD	SPONSORED ADS A	92763W103	1,486	104,900	SH		OTR	1	0	104,900	0
VISA INC	COM CL A	92826C839	84,060	447,363	SH		OTR	1	0	447,363	0
VISA INC	COM CL A	92826C839	11,408	60,715	SH		SOLE		60,715	0	0
VISA INC	COM CL A	92826C839	3,252	17,307	SH		OTR	5	0	17,307	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	3,851	180,902	SH		OTR	1	0	180,902	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	815	38,299	SH		SOLE		38,299	0	0
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	136	135,000	PRN		SOLE		135,000	0	0
VISTRA ENERGY CORP	COM	92840M102	8,070	351,011	SH		OTR	1	0	351,011	0
VISTRA ENERGY CORP	COM	92840M102	320	13,918	SH		OTR	2	0	13,918	0
VISTRA ENERGY CORP	COM	92840M102	1,346	58,558	SH		SOLE		58,558	0	0
VOCERA COMMUNICATIONS INC	NOTE 1.500% 5/1	92857FAB3	30	30,000	PRN		SOLE		30,000	0	0
VORNADO RLTY TR	SH BEN INT	929042109	354	5,316	SH		SOLE		5,316	0	0
VORNADO RLTY TR	SH BEN INT	929042109	1,742	26,195	SH		OTR	1	0	26,195	0
VOYA FINL INC	COM	929089100	3,382	55,468	SH		OTR	1	0	55,468	0
VOYA FINL INC	COM	929089100	536	8,782	SH		SOLE		8,782	0	0
VULCAN MATLS CO	COM	929160109	2,430	16,875	SH		OTR	1	0	16,875	0
VULCAN MATLS CO	COM	929160109	503	3,496	SH		SOLE		3,496	0	0
W P CAREY INC	COM	92936U109	695	8,683	SH		OTR	1	0	8,683	0
W P CAREY INC	COM	92936U109	133	1,656	SH		SOLE		1,656	0	0
WABASH NATL CORP	COM	929566107	2,699	183,726	SH		OTR	1	0	183,726	0
WABASH NATL CORP	COM	929566107	570	38,800	SH		SOLE		38,800	0	0
WABTEC CORP	COM	929740108	1,808	23,237	SH		OTR	1	0	23,237	0
WABTEC CORP	COM	929740108	380	4,881	SH		SOLE		4,881	0	0
WADDELL & REED FINL INC	CL A	930059100	2,896	173,200	SH		OTR	1	0	173,200	0
WADDELL & REED FINL INC	CL A	930059100	622	37,200	SH		SOLE		37,200	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	7,147	121,221	SH		OTR	1	0	121,221	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	1,185	20,094	SH		SOLE		20,094	0	0
WALMART INC	COM	931142103	34,976	294,315	SH		OTR	1	0	294,315	0
WALMART INC	COM	931142103	2,725	22,932	SH		OTR	5	0	22,932	0
WALMART INC	COM	931142103	7,599	63,946	SH		SOLE		63,946	0	0
WARRIOR MET COAL INC	COM	93627C101	268	12,700	SH		OTR	1	0	12,700	0
WARRIOR MET COAL INC	COM	93627C101	57	2,700	SH		SOLE		2,700	0	0
WASTE MGMT INC DEL	COM	94106L109	1,558	13,672	SH		SOLE		13,672	0	0
WASTE MGMT INC DEL	COM	94106L109	9,282	81,451	SH		OTR	1	0	81,451	0
WASTE MGMT INC DEL	COM	94106L109	664	5,823	SH		OTR	5	0	5,823	0
WATERS CORP	COM	941848103	1,932	8,270	SH		OTR	1	0	8,270	0
WATERS CORP	COM	941848103	403	1,726	SH		SOLE		1,726	0	0
WEC ENERGY GROUP INC	COM	92939U106	5,892	63,888	SH		OTR	1	0	63,888	0
WEC ENERGY GROUP INC	COM	92939U106	838	9,084	SH		SOLE		9,084	0	0
WEIBO CORP	NOTE 1.250%11/1	948596AC5	50	53,000	PRN		DFND	1	0	53,000	0
WEINGARTEN RLTY INVS	SH BEN INT	948741103	317	10,148	SH		OTR	1	0	10,148	0
WEINGARTEN RLTY INVS	SH BEN INT	948741103	15	479	SH		SOLE		479	0	0
WELLCARE HEALTH PLANS INC	COM	94946T106	9,029	27,343	SH		OTR	1	0	27,343	0
WELLCARE HEALTH PLANS INC	COM	94946T106	1,263	3,824	SH		SOLE		3,824	0	0
WELLS FARGO CO NEW	COM	949746101	984	18,292	SH		OTR	5	0	18,292	0
WELLS FARGO CO NEW	COM	949746101	7,431	138,123	SH		SOLE		138,123	0	0
WELLS FARGO CO NEW	COM	949746101	32,305	600,466	SH		OTR	1	0	600,466	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	4,550	3,138	SH		DFND	1	0	3,138	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	28,727	19,816	SH		OTR	1	0	19,816	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	71	49	SH		OTR	4	0	49	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	18,291	12,617	SH		SOLE		12,617	0	0
WELLTOWER INC	COM	95040Q104	14,164	173,192	SH		OTR	1	0	173,192	0
WELLTOWER INC	COM	95040Q104	557	6,817	SH		OTR	5	0	6,817	0
WELLTOWER INC	COM	95040Q104	2,002	24,475	SH		SOLE		24,475	0	0
WESBANCO INC	COM	950810101	1,838	48,637	SH		OTR	1	0	48,637	0
WESBANCO INC	COM	950810101	375	9,925	SH		SOLE		9,925	0	0
WEST BANCORPORATION INC	CAP STK	95123P106	241	9,400	SH		OTR	1	0	9,400	0
WEST BANCORPORATION INC	CAP STK	95123P106	54	2,100	SH		SOLE		2,100	0	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	548	3,644	SH		SOLE		3,644	0	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	5,404	35,948	SH		OTR	1	0	35,948	0
WESTERN DIGITAL CORP	COM	958102105	2,390	37,657	SH		OTR	1	0	37,657	0
WESTERN DIGITAL CORP	COM	958102105	505	7,952	SH		SOLE		7,952	0	0
WESTERN DIGITAL CORP	NOTE 1.500% 2/0	958102AP0	26	27,000	PRN		DFND	1	0	27,000	0
WESTERN DIGITAL CORP	NOTE 1.500% 2/0	958102AP0	11,074	11,250,000	PRN		OTR	1	0	11,250,000	0
WESTERN DIGITAL CORP	NOTE 1.500% 2/0	958102AP0	11,045	11,220,000	PRN		SOLE		11,220,000	0	0
WESTERN MIDSTREAM PARTNERS L	COM UNIT LP INT	958669103	359	18,256	SH		SOLE		18,256	0	0
WESTERN UN CO	COM	959802109	329	12,291	SH		SOLE		12,291	0	0
WESTERN UN CO	COM	959802109	1,456	54,367	SH		OTR	1	0	54,367	0
WESTROCK CO	COM	96145D105	1,148	26,760	SH		SOLE		26,760	0	0
WESTROCK CO	COM	96145D105	547	12,737	SH		OTR	5	0	12,737	0
WESTROCK CO	COM	96145D105	5,841	136,120	SH		OTR	1	0	136,120	0
WEYERHAEUSER CO	COM	962166104	5,575	184,587	SH		OTR	1	0	184,587	0
WEYERHAEUSER CO	COM	962166104	848	28,063	SH		SOLE		28,063	0	0
WHIRLPOOL CORP	COM	963320106	1,195	8,101	SH		OTR	1	0	8,101	0
WHIRLPOOL CORP	COM	963320106	264	1,788	SH		SOLE		1,788	0	0
WHITING PETE CORP NEW	NOTE 1.250% 4/0	966387AL6	142	145,000	PRN		SOLE		145,000	0	0
WILEY JOHN & SONS INC	CL A	968223206	420	8,654	SH		OTR	1	0	8,654	0
WILEY JOHN & SONS INC	CL A	968223206	97	2,000	SH		SOLE		2,000	0	0
WILLIAMS COS INC DEL	COM	969457100	3,759	158,486	SH		OTR	1	0	158,486	0
WILLIAMS COS INC DEL	COM	969457100	763	32,146	SH		SOLE		32,146	0	0
WINGSTOP INC	COM	974155103	138	1,600	SH		SOLE		1,600	0	0
WINGSTOP INC	COM	974155103	586	6,800	SH		OTR	1	0	6,800	0
WINNEBAGO INDS INC	COM	974637100	2,585	48,800	SH		OTR	1	0	48,800	0
WINNEBAGO INDS INC	COM	974637100	540	10,200	SH		SOLE		10,200	0	0
WIX COM LTD	NOTE 7/0	92940WAB5	31,894	27,916,000	PRN		OTR	1	0	27,916,000	0
WIX COM LTD	NOTE 7/0	92940WAB5	5,607	4,908,000	PRN		SOLE		4,908,000	0	0
WOODWARD INC	COM	980745103	662	5,593	SH		OTR	1	0	5,593	0
WOODWARD INC	COM	980745103	94	794	SH		SOLE		794	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	6,344	4,966,000	PRN		DFND	1	0	4,966,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	11,173	8,712,000	PRN		SOLE		8,712,000	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	98	77,000	PRN		OTR	4	0	77,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	34,833	27,162,000	PRN		OTR	1	0	27,162,000	0
WORKDAY INC	NOTE 1.500% 7/1	98138HAD3	121	60,000	PRN		SOLE		60,000	0	0
WORLD FUEL SVCS CORP	COM	981475106	3,712	85,500	SH		OTR	1	0	85,500	0
WORLD FUEL SVCS CORP	COM	981475106	786	18,100	SH		SOLE		18,100	0	0
WORTHINGTON INDS INC	COM	981811102	165	3,900	SH		OTR	1	0	3,900	0
WORTHINGTON INDS INC	COM	981811102	38	900	SH		SOLE		900	0	0
WSFS FINL CORP	COM	929328102	167	3,800	SH		OTR	1	0	3,800	0
WSFS FINL CORP	COM	929328102	35	800	SH		SOLE		800	0	0
WYNN RESORTS LTD	COM	983134107	1,153	8,300	SH		SOLE		8,300	0	0
WYNN RESORTS LTD	COM	983134107	2,994	21,560	SH		OTR	1	0	21,560	0
XCEL ENERGY INC	COM	98389B100	4,619	72,755	SH		OTR	1	0	72,755	0
XCEL ENERGY INC	COM	98389B100	880	13,859	SH		SOLE		13,859	0	0
XENCOR INC	COM	98401F105	1,072	31,174	SH		OTR	1	0	31,174	0
XENCOR INC	COM	98401F105	227	6,606	SH		SOLE		6,606	0	0
XENIA HOTELS & RESORTS INC	COM	984017103	936	43,300	SH		OTR	1	0	43,300	0
XENIA HOTELS & RESORTS INC	COM	984017103	218	10,100	SH		SOLE		10,100	0	0
XEROX HOLDINGS CORP	COM NEW	98421M106	3,435	93,169	SH		OTR	1	0	93,169	0
XEROX HOLDINGS CORP	COM NEW	98421M106	1,005	27,266	SH		SOLE		27,266	0	0
XILINX INC	COM	983919101	3,157	32,290	SH		OTR	1	0	32,290	0
XILINX INC	COM	983919101	649	6,639	SH		SOLE		6,639	0	0
XPO LOGISTICS INC	COM	983793100	10,114	126,902	SH		OTR	1	0	126,902	0
XYLEM INC	COM	98419M100	380	4,829	SH		SOLE		4,829	0	0
XYLEM INC	COM	98419M100	1,810	22,971	SH		OTR	1	0	22,971	0
YUM BRANDS INC	COM	988498101	5,550	55,096	SH		OTR	1	0	55,096	0
YUM BRANDS INC	COM	988498101	811	8,048	SH		SOLE		8,048	0	0
YUM CHINA HLDGS INC	COM	98850P109	9,129	190,154	SH		OTR	1	0	190,154	0
YUM CHINA HLDGS INC	COM	98850P109	1,184	24,663	SH		SOLE		24,663	0	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	1,763	6,903	SH		OTR	1	0	6,903	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	297	1,164	SH		SOLE		1,164	0	0
ZENDESK INC	NOTE 0.250% 3/1	98936JAB7	4,816	3,521,000	PRN		OTR	1	0	3,521,000	0
ZENDESK INC	NOTE 0.250% 3/1	98936JAB7	1,600	1,170,000	PRN		SOLE		1,170,000	0	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	183	163,000	PRN		SOLE		163,000	0	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	4,211	28,136	SH		OTR	1	0	28,136	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	836	5,582	SH		SOLE		5,582	0	0
ZIONS BANCORPORATION N A	COM	989701107	1,136	21,879	SH		OTR	1	0	21,879	0
ZIONS BANCORPORATION N A	COM	989701107	268	5,158	SH		SOLE		5,158	0	0
ZIX CORP	COM	98974P100	178	26,300	SH		OTR	1	0	26,300	0
ZIX CORP	COM	98974P100	40	5,900	SH		SOLE		5,900	0	0
ZOETIS INC	CL A	98978V103	8,072	60,992	SH		OTR	1	0	60,992	0
ZOETIS INC	CL A	98978V103	1,685	12,728	SH		SOLE		12,728	0	0
ZUMIEZ INC	COM	989817101	2,998	86,800	SH		OTR	1	0	86,800	0
ZUMIEZ INC	COM	989817101	636	18,400	SH		SOLE		18,400	0	0
ZYNGA INC	CL A	98986T108	233	38,130	SH		SOLE		38,130	0	0
ZYNGA INC	CL A	98986T108	1,780	290,834	SH		OTR	1	0	290,834	0