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

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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
Expires:	Oct 31, 2018
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
21VIANET GROUP INC	SPONSORED ADS A	90138A103	385	27,800	SH		OTR	1	0	27,800	0
3M CO	COM	88579Y101	11,143	81,628	SH		OTR	1	0	81,628	0
3M CO	COM	88579Y101	2,063	15,116	SH		SOLE		15,116	0	0
8X8 INC NEW	COM	282914100	340	24,500	SH		OTR	1	0	24,500	0
8X8 INC NEW	COM	282914100	75	5,400	SH		SOLE		5,400	0	0
8X8 INC NEW	NOTE 0.500% 2/0	282914AB6	44	50,000	PRN		SOLE		50,000	0	0
A10 NETWORKS INC	COM	002121101	141	22,700	SH		OTR	1	0	22,700	0
A10 NETWORKS INC	COM	002121101	24	3,900	SH		SOLE		3,900	0	0
AAR CORP	COM	000361105	941	53,000	SH		OTR	1	0	53,000	0
AAR CORP	COM	000361105	201	11,300	SH		SOLE		11,300	0	0
AARONS INC	COM PAR $0.50	002535300	1,412	62,000	SH		OTR	1	0	62,000	0
AARONS INC	COM PAR $0.50	002535300	310	13,600	SH		SOLE		13,600	0	0
ABBOTT LABS	COM	002824100	422	5,348	SH		OTR	5	0	5,348	0
ABBOTT LABS	COM	002824100	3,680	46,639	SH		SOLE		46,639	0	0
ABBOTT LABS	COM	002824100	20,340	257,759	SH		OTR	1	0	257,759	0
ABBVIE INC	COM	00287Y109	35,578	466,958	SH		OTR	1	0	466,958	0
ABBVIE INC	COM	00287Y109	2,030	26,648	SH		OTR	5	0	26,648	0
ABBVIE INC	COM	00287Y109	3,605	47,311	SH		SOLE		47,311	0	0
ABIOMED INC	COM	003654100	834	5,745	SH		OTR	1	0	5,745	0
ABIOMED INC	COM	003654100	183	1,264	SH		SOLE		1,264	0	0
ACADIA PHARMACEUTICALS INC	COM	004225108	482	11,405	SH		SOLE		11,405	0	0
ACADIA PHARMACEUTICALS INC	COM	004225108	2,208	52,272	SH		OTR	1	0	52,272	0
ACCELERON PHARMA INC	COM	00434H108	464	5,168	SH		SOLE		5,168	0	0
ACCELERON PHARMA INC	COM	00434H108	2,105	23,422	SH		OTR	1	0	23,422	0
ACCO BRANDS CORP	COM	00081T108	1,194	236,400	SH		OTR	1	0	236,400	0
ACCO BRANDS CORP	COM	00081T108	257	50,900	SH		SOLE		50,900	0	0
ACI WORLDWIDE INC	COM	004498101	915	37,890	SH		OTR	1	0	37,890	0
ACI WORLDWIDE INC	COM	004498101	188	7,800	SH		SOLE		7,800	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	7,165	120,468	SH		OTR	1	0	120,468	0
ACTIVISION BLIZZARD INC	COM	00507V109	1,197	20,122	SH		SOLE		20,122	0	0
ACUITY BRANDS INC	COM	00508Y102	324	3,779	SH		SOLE		3,779	0	0
ACUITY BRANDS INC	COM	00508Y102	8,985	104,887	SH		OTR	1	0	104,887	0
ACUITY BRANDS INC	COM	00508Y102	524	6,117	SH		OTR	5	0	6,117	0
ACUSHNET HOLDINGS CORP	COM	005098108	1,453	56,500	SH		OTR	1	0	56,500	0
ACUSHNET HOLDINGS CORP	COM	005098108	345	13,400	SH		SOLE		13,400	0	0
ADOBE INC	COM	00724F101	44,314	139,246	SH		OTR	1	0	139,246	0
ADOBE INC	COM	00724F101	1,006	3,162	SH		OTR	5	0	3,162	0
ADOBE INC	COM	00724F101	4,940	15,523	SH		SOLE		15,523	0	0
ADTRAN INC	COM	00738A106	1,338	174,200	SH		OTR	1	0	174,200	0
ADTRAN INC	COM	00738A106	287	37,400	SH		SOLE		37,400	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	847	9,071	SH		OTR	1	0	9,071	0
ADVANCE AUTO PARTS INC	COM	00751Y106	179	1,922	SH		SOLE		1,922	0	0
ADVANCED DRAIN SYS INC DEL	COM	00790R104	1,466	49,800	SH		OTR	1	0	49,800	0
ADVANCED DRAIN SYS INC DEL	COM	00790R104	312	10,600	SH		SOLE		10,600	0	0
ADVANCED EMISSIONS SOLUTS IN	COM	00770C101	152	23,200	SH		OTR	1	0	23,200	0
ADVANCED EMISSIONS SOLUTS IN	COM	00770C101	35	5,400	SH		SOLE		5,400	0	0
ADVANCED ENERGY INDS	COM	007973100	1,924	39,675	SH		OTR	1	0	39,675	0
ADVANCED ENERGY INDS	COM	007973100	427	8,800	SH		SOLE		8,800	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	13,674	300,657	SH		OTR	1	0	300,657	0
ADVANCED MICRO DEVICES INC	COM	007903107	1,494	32,853	SH		SOLE		32,853	0	0
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	516	90,000	PRN		SOLE		90,000	0	0
AECOM	COM	00766T100	4,569	153,058	SH		OTR	1	0	153,058	0
AECOM	COM	00766T100	93	3,105	SH		SOLE		3,105	0	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	127	77,000	PRN		OTR	4	0	77,000	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	6,572	3,974,000	PRN		SOLE		3,974,000	0	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	29,964	18,118,000	PRN		OTR	1	0	18,118,000	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	8,112	4,914,000	PRN		DFND	1	0	4,914,000	0
AES CORP	COM	00130H105	908	66,774	SH		OTR	5	0	66,774	0
AES CORP	COM	00130H105	723	53,161	SH		SOLE		53,161	0	0
AES CORP	COM	00130H105	9,784	719,435	SH		OTR	1	0	719,435	0
AFLAC INC	COM	001055102	4,704	137,378	SH		OTR	1	0	137,378	0
AFLAC INC	COM	001055102	634	18,508	SH		SOLE		18,508	0	0
AGCO CORP	COM	001084102	5,206	110,189	SH		OTR	1	0	110,189	0
AGCO CORP	COM	001084102	106	2,247	SH		SOLE		2,247	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	3,035	42,373	SH		OTR	1	0	42,373	0
AGILENT TECHNOLOGIES INC	COM	00846U101	587	8,194	SH		SOLE		8,194	0	0
AGILYSYS INC	COM	00847J105	752	45,000	SH		OTR	1	0	45,000	0
AGILYSYS INC	COM	00847J105	152	9,100	SH		SOLE		9,100	0	0
AGREE REALTY CORP	COM	008492100	997	16,100	SH		OTR	1	0	16,100	0
AGREE REALTY CORP	COM	008492100	217	3,500	SH		SOLE		3,500	0	0
AIR PRODS & CHEMS INC	COM	009158106	6,885	34,491	SH		OTR	1	0	34,491	0
AIR PRODS & CHEMS INC	COM	009158106	1,133	5,678	SH		SOLE		5,678	0	0
AIR TRANSPORT SERVICES GRP I	NOTE 1.125%10/1	00922RAB1	56	65,000	PRN		SOLE		65,000	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	19,461	212,709	SH		OTR	1	0	212,709	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	1,038	11,350	SH		OTR	5	0	11,350	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	722	7,892	SH		SOLE		7,892	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	89	80,000	PRN		OTR	4	0	80,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	370	330,000	PRN		SOLE		330,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	5,588	5,007,000	PRN		DFND	1	0	5,007,000	0
ALASKA AIR GROUP INC	COM	011659109	83	2,916	SH		SOLE		2,916	0	0
ALASKA AIR GROUP INC	COM	011659109	445	15,646	SH		OTR	1	0	15,646	0
ALBEMARLE CORP	COM	012653101	758	13,442	SH		OTR	1	0	13,442	0
ALBEMARLE CORP	COM	012653101	169	3,006	SH		SOLE		3,006	0	0
ALEXANDERS INC	COM	014752109	469	1,700	SH		OTR	1	0	1,700	0
ALEXANDERS INC	COM	014752109	83	300	SH		SOLE		300	0	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	3,755	27,396	SH		OTR	1	0	27,396	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	461	3,361	SH		SOLE		3,361	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	623	6,943	SH		SOLE		6,943	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	4,929	54,897	SH		OTR	1	0	54,897	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	953	4,900	SH		SOLE		4,900	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	9,358	48,119	SH		OTR	1	0	48,119	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	7	36	SH		DFND	1	0	36	0
ALIGN TECHNOLOGY INC	COM	016255101	17,324	99,592	SH		OTR	1	0	99,592	0
ALIGN TECHNOLOGY INC	COM	016255101	992	5,701	SH		OTR	5	0	5,701	0
ALIGN TECHNOLOGY INC	COM	016255101	428	2,460	SH		SOLE		2,460	0	0
ALLAKOS INC	COM	01671P100	574	12,900	SH		OTR	1	0	12,900	0
ALLAKOS INC	COM	01671P100	129	2,900	SH		SOLE		2,900	0	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	62	70,000	PRN		SOLE		70,000	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	33	988	SH		SOLE		988	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	182	5,419	SH		OTR	1	0	5,419	0
ALLIANT ENERGY CORP	COM	018802108	1,513	31,327	SH		OTR	1	0	31,327	0
ALLIANT ENERGY CORP	COM	018802108	325	6,723	SH		SOLE		6,723	0	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	251	10,600	SH		OTR	1	0	10,600	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	55	2,300	SH		SOLE		2,300	0	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	6,477	198,632	SH		OTR	1	0	198,632	0
ALLSTATE CORP	COM	020002101	9,911	108,046	SH		OTR	1	0	108,046	0
ALLSTATE CORP	COM	020002101	1,195	13,030	SH		OTR	5	0	13,030	0
ALLSTATE CORP	COM	020002101	961	10,477	SH		SOLE		10,477	0	0
ALPHABET INC	CAP STK CL A	02079K305	3,618	3,114	SH		OTR	5	0	3,114	0
ALPHABET INC	CAP STK CL A	02079K305	86,156	74,148	SH		OTR	1	0	74,148	0
ALPHABET INC	CAP STK CL A	02079K305	11,020	9,484	SH		SOLE		9,484	0	0
ALPHABET INC	CAP STK CL C	02079K107	4,024	3,461	SH		OTR	5	0	3,461	0
ALPHABET INC	CAP STK CL C	02079K107	88,676	76,260	SH		OTR	1	0	76,260	0
ALPHABET INC	CAP STK CL C	02079K107	9,463	8,138	SH		SOLE		8,138	0	0
ALTERYX INC	COM CL A	02156B103	849	8,925	SH		OTR	1	0	8,925	0
ALTICE USA INC	CL A	02156K103	4,348	195,056	SH		OTR	1	0	195,056	0
ALTICE USA INC	CL A	02156K103	38	1,708	SH		SOLE		1,708	0	0
ALTRIA GROUP INC	COM	02209S103	10,593	273,943	SH		OTR	1	0	273,943	0
ALTRIA GROUP INC	COM	02209S103	1,226	31,692	SH		SOLE		31,692	0	0
ALZA CORP	SDCV 7/2	02261WAB5	20,475	11,340,000	PRN		SOLE		11,340,000	0	0
AMALGAMATED BK NEW YORK N Y	CLASS A	022663108	54	5,000	SH		SOLE		5,000	0	0
AMALGAMATED BK NEW YORK N Y	CLASS A	022663108	265	24,500	SH		OTR	1	0	24,500	0
AMAZON COM INC	COM	023135106	22,100	11,335	SH		SOLE		11,335	0	0
AMAZON COM INC	COM	023135106	220,767	113,230	SH		OTR	1	0	113,230	0
AMAZON COM INC	COM	023135106	8,754	4,490	SH		OTR	5	0	4,490	0
AMEDISYS INC	COM	023436108	4,203	22,900	SH		OTR	1	0	22,900	0
AMEDISYS INC	COM	023436108	899	4,900	SH		SOLE		4,900	0	0
AMER STATES WTR CO	COM	029899101	2,983	36,489	SH		OTR	1	0	36,489	0
AMER STATES WTR CO	COM	029899101	636	7,784	SH		SOLE		7,784	0	0
AMEREN CORP	COM	023608102	2,270	31,173	SH		OTR	1	0	31,173	0
AMEREN CORP	COM	023608102	456	6,268	SH		SOLE		6,268	0	0
AMERICAN AIRLS GROUP INC	COM	02376R102	613	50,266	SH		OTR	1	0	50,266	0
AMERICAN AIRLS GROUP INC	COM	02376R102	113	9,291	SH		SOLE		9,291	0	0
AMERICAN ASSETS TR INC	COM	024013104	598	23,900	SH		OTR	1	0	23,900	0
AMERICAN ASSETS TR INC	COM	024013104	123	4,900	SH		SOLE		4,900	0	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	1,156	41,657	SH		OTR	1	0	41,657	0
AMERICAN CAMPUS CMNTYS INC	COM	024835100	17	597	SH		SOLE		597	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	6,155	76,951	SH		OTR	1	0	76,951	0
AMERICAN ELEC PWR CO INC	COM	025537101	1,030	12,881	SH		SOLE		12,881	0	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	1,241	66,000	SH		OTR	1	0	66,000	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	267	14,200	SH		SOLE		14,200	0	0
AMERICAN EXPRESS CO	COM	025816109	12,139	141,797	SH		OTR	1	0	141,797	0
AMERICAN EXPRESS CO	COM	025816109	691	8,076	SH		OTR	5	0	8,076	0
AMERICAN EXPRESS CO	COM	025816109	1,878	21,931	SH		SOLE		21,931	0	0
AMERICAN FIN TR INC	COM CLASS A	02607T109	137	21,900	SH		OTR	1	0	21,900	0
AMERICAN FIN TR INC	COM CLASS A	02607T109	29	4,700	SH		SOLE		4,700	0	0
AMERICAN HOMES 4 RENT	CL A	02665T306	21	906	SH		SOLE		906	0	0
AMERICAN HOMES 4 RENT	CL A	02665T306	1,417	61,099	SH		OTR	1	0	61,099	0
AMERICAN INTL GROUP INC	COM NEW	026874784	6,054	249,660	SH		OTR	1	0	249,660	0
AMERICAN INTL GROUP INC	COM NEW	026874784	310	12,766	SH		OTR	5	0	12,766	0
AMERICAN INTL GROUP INC	COM NEW	026874784	994	40,998	SH		SOLE		40,998	0	0
AMERICAN NATL INS CO	COM	028591105	3,019	36,645	SH		OTR	1	0	36,645	0
AMERICAN NATL INS CO	COM	028591105	163	1,979	SH		SOLE		1,979	0	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	9,904	10,135,000	PRN		OTR	1	0	10,135,000	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	6,283	6,430,000	PRN		SOLE		6,430,000	0	0
AMERICAN SOFTWARE INC	CL A	029683109	321	22,600	SH		OTR	1	0	22,600	0
AMERICAN SOFTWARE INC	CL A	029683109	75	5,300	SH		SOLE		5,300	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	27,149	124,680	SH		OTR	1	0	124,680	0
AMERICAN TOWER CORP NEW	COM	03027X100	1,251	5,743	SH		OTR	5	0	5,743	0
AMERICAN TOWER CORP NEW	COM	03027X100	3,050	14,007	SH		SOLE		14,007	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	3,340	27,935	SH		OTR	1	0	27,935	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	567	4,743	SH		SOLE		4,743	0	0
AMERICAS CAR MART INC	COM	03062T105	541	9,600	SH		OTR	1	0	9,600	0
AMERICAS CAR MART INC	COM	03062T105	130	2,300	SH		SOLE		2,300	0	0
AMERICOLD RLTY TR	COM	03064D108	305	8,953	SH		OTR	1	0	8,953	0
AMERICOLD RLTY TR	COM	03064D108	10	300	SH		SOLE		300	0	0
AMERIPRISE FINL INC	COM	03076C106	11,701	114,181	SH		OTR	1	0	114,181	0
AMERIPRISE FINL INC	COM	03076C106	866	8,455	SH		OTR	5	0	8,455	0
AMERIPRISE FINL INC	COM	03076C106	904	8,822	SH		SOLE		8,822	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	18,276	206,511	SH		OTR	1	0	206,511	0
AMERISOURCEBERGEN CORP	COM	03073E105	601	6,796	SH		OTR	5	0	6,796	0
AMERISOURCEBERGEN CORP	COM	03073E105	1,046	11,818	SH		SOLE		11,818	0	0
AMETEK INC	COM	031100100	2,085	28,947	SH		OTR	1	0	28,947	0
AMETEK INC	COM	031100100	431	5,987	SH		SOLE		5,987	0	0
AMGEN INC	COM	031162100	41,484	204,629	SH		OTR	1	0	204,629	0
AMGEN INC	COM	031162100	2,051	10,117	SH		OTR	5	0	10,117	0
AMGEN INC	COM	031162100	3,861	19,047	SH		SOLE		19,047	0	0
AMICUS THERAPEUTICS INC	COM	03152W109	412	44,565	SH		SOLE		44,565	0	0
AMICUS THERAPEUTICS INC	COM	03152W109	1,889	204,441	SH		OTR	1	0	204,441	0
AMKOR TECHNOLOGY INC	COM	031652100	1,887	242,224	SH		OTR	1	0	242,224	0
AMKOR TECHNOLOGY INC	COM	031652100	412	52,901	SH		SOLE		52,901	0	0
AMN HEALTHCARE SVCS INC	COM	001744101	2,711	46,900	SH		OTR	1	0	46,900	0
AMN HEALTHCARE SVCS INC	COM	001744101	584	10,100	SH		SOLE		10,100	0	0
AMPHENOL CORP NEW	CL A	032095101	2,777	38,108	SH		OTR	1	0	38,108	0
AMPHENOL CORP NEW	CL A	032095101	585	8,032	SH		SOLE		8,032	0	0
AMPLIFY ENERGY CORP NEW	COM	03212B103	32	57,200	SH		OTR	1	0	57,200	0
AMPLIFY ENERGY CORP NEW	COM	03212B103	8	14,200	SH		SOLE		14,200	0	0
ANALOG DEVICES INC	COM	032654105	5,420	60,457	SH		OTR	1	0	60,457	0
ANALOG DEVICES INC	COM	032654105	868	9,680	SH		SOLE		9,680	0	0
ANAPLAN INC	COM	03272L108	507	16,771	SH		OTR	1	0	16,771	0
ANI PHARMACEUTICALS INC	COM	00182C103	221	5,414	SH		OTR	1	0	5,414	0
ANI PHARMACEUTICALS INC	COM	00182C103	45	1,113	SH		SOLE		1,113	0	0
ANIXTER INTL INC	COM	035290105	1,467	16,700	SH		OTR	1	0	16,700	0
ANIXTER INTL INC	COM	035290105	334	3,800	SH		SOLE		3,800	0	0
ANSYS INC	COM	03662Q105	2,562	11,021	SH		OTR	1	0	11,021	0
ANSYS INC	COM	03662Q105	498	2,142	SH		SOLE		2,142	0	0
ANTHEM INC	COM	036752103	22,331	98,355	SH		OTR	1	0	98,355	0
ANTHEM INC	COM	036752103	1,114	4,907	SH		OTR	5	0	4,907	0
ANTHEM INC	COM	036752103	2,308	10,166	SH		SOLE		10,166	0	0
APACHE CORP	COM	037411105	43	10,344	SH		SOLE		10,344	0	0
APACHE CORP	COM	037411105	199	47,690	SH		OTR	1	0	47,690	0
APARTMENT INVT & MGMT CO	CL A	03748R754	1,410	40,100	SH		OTR	1	0	40,100	0
APARTMENT INVT & MGMT CO	CL A	03748R754	148	4,223	SH		SOLE		4,223	0	0
APELLIS PHARMACEUTICALS INC	COM	03753U106	828	30,900	SH		OTR	1	0	30,900	0
APELLIS PHARMACEUTICALS INC	COM	03753U106	182	6,800	SH		SOLE		6,800	0	0
APPFOLIO INC	COM CL A	03783C100	910	8,200	SH		OTR	1	0	8,200	0
APPFOLIO INC	COM CL A	03783C100	200	1,800	SH		SOLE		1,800	0	0
APPIAN CORP	CL A	03782L101	410	10,200	SH		OTR	1	0	10,200	0
APPIAN CORP	CL A	03782L101	84	2,100	SH		SOLE		2,100	0	0
APPLE INC	COM	037833100	28,919	113,725	SH		SOLE		113,725	0	0
APPLE INC	COM	037833100	275,884	1,084,919	SH		OTR	1	0	1,084,919	0
APPLE INC	COM	037833100	11,176	43,950	SH		OTR	5	0	43,950	0
APPLIED MATLS INC	COM	038222105	1,771	38,655	SH		SOLE		38,655	0	0
APPLIED MATLS INC	COM	038222105	21,389	466,801	SH		OTR	1	0	466,801	0
APPLIED MATLS INC	COM	038222105	1,398	30,500	SH		OTR	5	0	30,500	0
ARAMARK	COM	03852U106	3,604	180,446	SH		OTR	1	0	180,446	0
ARAMARK	COM	03852U106	330	16,525	SH		SOLE		16,525	0	0
ARCBEST CORP	COM	03937C105	1,584	90,400	SH		OTR	1	0	90,400	0
ARCBEST CORP	COM	03937C105	340	19,400	SH		SOLE		19,400	0	0
ARCH COAL INC	CL A	039380407	214	7,400	SH		OTR	1	0	7,400	0
ARCH COAL INC	CL A	039380407	49	1,700	SH		SOLE		1,700	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	2,586	73,512	SH		OTR	1	0	73,512	0
ARCHER DANIELS MIDLAND CO	COM	039483102	522	14,837	SH		SOLE		14,837	0	0
ARCOSA INC	COM	039653100	2,714	68,300	SH		OTR	1	0	68,300	0
ARCOSA INC	COM	039653100	592	14,900	SH		SOLE		14,900	0	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	1,339	31,872	SH		OTR	1	0	31,872	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	294	7,008	SH		SOLE		7,008	0	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	108	120,000	PRN		SOLE		120,000	0	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	5,347	6,142,000	PRN		SOLE		6,142,000	0	0
ARES MANAGEMENT CORPORATION	CL A COM STK	03990B101	2,143	69,300	SH		OTR	1	0	69,300	0
ARES MANAGEMENT CORPORATION	CL A COM STK	03990B101	470	15,200	SH		SOLE		15,200	0	0
ARISTA NETWORKS INC	COM	040413106	1,400	6,911	SH		OTR	1	0	6,911	0
ARISTA NETWORKS INC	COM	040413106	301	1,484	SH		SOLE		1,484	0	0
ARLO TECHNOLOGIES INC	COM	04206A101	4	1,500	SH		SOLE		1,500	0	0
ARLO TECHNOLOGIES INC	COM	04206A101	21	8,600	SH		OTR	1	0	8,600	0
ARROW ELECTRS INC	COM	042735100	444	8,551	SH		SOLE		8,551	0	0
ARROW ELECTRS INC	COM	042735100	8,878	171,157	SH		OTR	1	0	171,157	0
ARROW ELECTRS INC	COM	042735100	822	15,852	SH		OTR	5	0	15,852	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	1,307	45,426	SH		OTR	1	0	45,426	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	288	10,000	SH		SOLE		10,000	0	0
ARTESIAN RESOURCES CORP	CL A	043113208	403	10,784	SH		OTR	1	0	10,784	0
ARTESIAN RESOURCES CORP	CL A	043113208	90	2,400	SH		SOLE		2,400	0	0
ARTISAN PARTNERS ASSET MGMT	CL A	04316A108	2,001	93,100	SH		OTR	1	0	93,100	0
ARTISAN PARTNERS ASSET MGMT	CL A	04316A108	438	20,400	SH		SOLE		20,400	0	0
ARVINAS INC	COM	04335A105	48	1,200	SH		SOLE		1,200	0	0
ARVINAS INC	COM	04335A105	218	5,400	SH		OTR	1	0	5,400	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	210	3,800	SH		SOLE		3,800	0	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	950	17,200	SH		OTR	1	0	17,200	0
ASSERTIO THERAPEUTICS INC	NOTE 2.500% 9/0	249908AA2	118	118,000	PRN		SOLE		118,000	0	0
ASSURANT INC	COM	04621X108	808	7,767	SH		OTR	1	0	7,767	0
ASSURANT INC	COM	04621X108	151	1,448	SH		SOLE		1,448	0	0
AT&T INC	COM	00206R102	32,840	1,126,574	SH		OTR	1	0	1,126,574	0
AT&T INC	COM	00206R102	1,246	42,757	SH		OTR	5	0	42,757	0
AT&T INC	COM	00206R102	6,100	209,266	SH		SOLE		209,266	0	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	586	68,839	SH		OTR	1	0	68,839	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	127	14,892	SH		SOLE		14,892	0	0
ATKORE INTL GROUP INC	COM	047649108	1,806	85,724	SH		OTR	1	0	85,724	0
ATKORE INTL GROUP INC	COM	047649108	399	18,954	SH		SOLE		18,954	0	0
ATLANTIC POWER CORP	COM NEW	04878Q863	51	24,000	SH		SOLE		24,000	0	0
ATLANTIC POWER CORP	COM NEW	04878Q863	254	118,815	SH		OTR	1	0	118,815	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	4,095	4,630,000	PRN		DFND	1	0	4,630,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	25,293	28,439,000	PRN		OTR	1	0	28,439,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	65	73,000	PRN		OTR	4	0	73,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	7,226	8,125,000	PRN		SOLE		8,125,000	0	0
ATMOS ENERGY CORP	COM	049560105	1,551	15,631	SH		OTR	1	0	15,631	0
ATMOS ENERGY CORP	COM	049560105	325	3,275	SH		SOLE		3,275	0	0
ATN INTL INC	COM	00215F107	170	2,900	SH		SOLE		2,900	0	0
ATN INTL INC	COM	00215F107	881	15,000	SH		OTR	1	0	15,000	0
AUTODESK INC	COM	052769106	1,462	9,368	SH		SOLE		9,368	0	0
AUTODESK INC	COM	052769106	594	3,807	SH		OTR	5	0	3,807	0
AUTODESK INC	COM	052769106	17,979	115,177	SH		OTR	1	0	115,177	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	7,531	55,098	SH		OTR	1	0	55,098	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	1,551	11,346	SH		SOLE		11,346	0	0
AUTONATION INC	COM	05329W102	1,713	61,049	SH		OTR	1	0	61,049	0
AUTONATION INC	COM	05329W102	158	5,641	SH		SOLE		5,641	0	0
AUTOZONE INC	COM	053332102	12,837	15,174	SH		OTR	1	0	15,174	0
AUTOZONE INC	COM	053332102	799	945	SH		SOLE		945	0	0
AVALONBAY CMNTYS INC	COM	053484101	663	4,502	SH		SOLE		4,502	0	0
AVALONBAY CMNTYS INC	COM	053484101	9,023	61,310	SH		OTR	1	0	61,310	0
AVALONBAY CMNTYS INC	COM	053484101	453	3,081	SH		OTR	5	0	3,081	0
AVANTOR INC	COM	05352A100	4,552	364,468	SH		OTR	1	0	364,468	0
AVANTOR INC	COM	05352A100	492	39,400	SH		SOLE		39,400	0	0
AVAYA HLDGS CORP	COM	05351X101	1,455	179,829	SH		OTR	1	0	179,829	0
AVAYA HLDGS CORP	COM	05351X101	313	38,640	SH		SOLE		38,640	0	0
AVAYA HLDGS CORP	NOTE 2.250% 6/1	05351XAB7	68	85,000	PRN		SOLE		85,000	0	0
AVERY DENNISON CORP	COM	053611109	1,089	10,689	SH		OTR	1	0	10,689	0
AVERY DENNISON CORP	COM	053611109	201	1,975	SH		SOLE		1,975	0	0
AVNET INC	COM	053807103	5,682	226,368	SH		OTR	1	0	226,368	0
AVNET INC	COM	053807103	375	14,937	SH		SOLE		14,937	0	0
AXCELIS TECHNOLOGIES INC	COM NEW	054540208	436	23,800	SH		SOLE		23,800	0	0
AXCELIS TECHNOLOGIES INC	COM NEW	054540208	1,981	108,200	SH		OTR	1	0	108,200	0
AXON ENTERPRISE INC	COM	05464C101	326	4,600	SH		SOLE		4,600	0	0
AXON ENTERPRISE INC	COM	05464C101	1,458	20,600	SH		OTR	1	0	20,600	0
AXSOME THERAPEUTICS INC	COM	05464T104	447	7,600	SH		OTR	1	0	7,600	0
AXSOME THERAPEUTICS INC	COM	05464T104	94	1,600	SH		SOLE		1,600	0	0
AZZ INC	COM	002474104	1,832	65,159	SH		OTR	1	0	65,159	0
AZZ INC	COM	002474104	402	14,300	SH		SOLE		14,300	0	0
B. RILEY FINANCIAL INC	COM	05580M108	227	12,300	SH		OTR	1	0	12,300	0
B. RILEY FINANCIAL INC	COM	05580M108	55	3,000	SH		SOLE		3,000	0	0
BAIDU INC	SPON ADR REP A	056752108	403	4,000	SH		OTR	1	0	4,000	0
BAIDU INC	SPON ADR REP A	056752108	81	800	SH		SOLE		800	0	0
BAKER HUGHES COMPANY	CL A	05722G100	865	82,359	SH		OTR	1	0	82,359	0
BAKER HUGHES COMPANY	CL A	05722G100	177	16,872	SH		SOLE		16,872	0	0
BALL CORP	COM	058498106	603	9,329	SH		SOLE		9,329	0	0
BALL CORP	COM	058498106	5,683	87,892	SH		OTR	1	0	87,892	0
BANCORP INC DEL	COM	05969A105	1,515	249,555	SH		OTR	1	0	249,555	0
BANCORP INC DEL	COM	05969A105	335	55,151	SH		SOLE		55,151	0	0
BANDWIDTH INC	COM CL A	05988J103	289	4,300	SH		OTR	1	0	4,300	0
BANDWIDTH INC	COM CL A	05988J103	61	900	SH		SOLE		900	0	0
BANK NEW YORK MELLON CORP	COM	064058100	4,884	145,013	SH		OTR	1	0	145,013	0
BANK NEW YORK MELLON CORP	COM	064058100	724	21,510	SH		SOLE		21,510	0	0
BANK OZK	COM	06417N103	1	50	SH		SOLE		50	0	0
BANK OZK	COM	06417N103	2,091	125,227	SH		OTR	1	0	125,227	0
BARRETT BUSINESS SVCS INC	COM	068463108	868	21,907	SH		OTR	1	0	21,907	0
BARRETT BUSINESS SVCS INC	COM	068463108	188	4,734	SH		SOLE		4,734	0	0
BAXTER INTL INC	COM	071813109	6,572	80,940	SH		OTR	1	0	80,940	0
BAXTER INTL INC	COM	071813109	1,084	13,353	SH		SOLE		13,353	0	0
BBX CAP CORP NEW	CL A	05491N104	74	32,100	SH		OTR	1	0	32,100	0
BBX CAP CORP NEW	CL A	05491N104	13	5,800	SH		SOLE		5,800	0	0
BCB BANCORP INC	COM	055298103	623	58,517	SH		OTR	1	0	58,517	0
BCB BANCORP INC	COM	055298103	135	12,705	SH		SOLE		12,705	0	0
BEAZER HOMES USA INC	COM NEW	07556Q881	1,139	176,900	SH		OTR	1	0	176,900	0
BEAZER HOMES USA INC	COM NEW	07556Q881	250	38,800	SH		SOLE		38,800	0	0
BECTON DICKINSON & CO	COM	075887109	9,076	39,502	SH		OTR	1	0	39,502	0
BECTON DICKINSON & CO	COM	075887109	1,631	7,098	SH		SOLE		7,098	0	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	25,249	460,908	SH		OTR	1	0	460,908	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	76	1,457	SH		OTR	4	0	1,457	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	9,578	174,840	SH		SOLE		174,840	0	0
BECTON DICKINSON & CO	PFD SHS CONV A	075887208	4,892	93,577	SH		DFND	1	0	93,577	0
BEL FUSE INC	CL B	077347300	307	31,500	SH		OTR	1	0	31,500	0
BEL FUSE INC	CL B	077347300	66	6,800	SH		SOLE		6,800	0	0
BENCHMARK ELECTRS INC	COM	08160H101	1,235	61,790	SH		OTR	1	0	61,790	0
BENCHMARK ELECTRS INC	COM	08160H101	258	12,900	SH		SOLE		12,900	0	0
BERKLEY W R CORP	COM	084423102	179	3,436	SH		SOLE		3,436	0	0
BERKLEY W R CORP	COM	084423102	958	18,370	SH		OTR	1	0	18,370	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	11,335	61,999	SH		SOLE		61,999	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	4,373	23,916	SH		OTR	5	0	23,916	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	66,387	363,110	SH		OTR	1	0	363,110	0
BEST BUY INC	COM	086516101	18,529	325,075	SH		OTR	1	0	325,075	0
BEST BUY INC	COM	086516101	908	15,935	SH		OTR	5	0	15,935	0
BEST BUY INC	COM	086516101	913	16,011	SH		SOLE		16,011	0	0
BIG LOTS INC	COM	089302103	151	10,600	SH		OTR	1	0	10,600	0
BIG LOTS INC	COM	089302103	34	2,400	SH		SOLE		2,400	0	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	1,643	433,400	SH		OTR	1	0	433,400	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	357	94,300	SH		SOLE		94,300	0	0
BIOGEN INC	COM	09062X103	1,506	4,761	SH		OTR	5	0	4,761	0
BIOGEN INC	COM	09062X103	1,882	5,949	SH		SOLE		5,949	0	0
BIOGEN INC	COM	09062X103	23,113	73,053	SH		OTR	1	0	73,053	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	110	1,297	SH		SOLE		1,297	0	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	93	1,100	SH		OTR	1	0	1,100	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	6,059	5,782,000	PRN		DFND	1	0	5,782,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	49,217	46,854,000	PRN		OTR	1	0	46,854,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	91	87,000	PRN		OTR	4	0	87,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	14,374	13,684,000	PRN		SOLE		13,684,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.500%10/1	09061GAF8	345	325,000	PRN		SOLE		325,000	0	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	26,237	20,708	SH		OTR	1	0	20,708	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	125	99	SH		OTR	4	0	99	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	16,631	13,126	SH		SOLE		13,126	0	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	7,914	6,251	SH		DFND	1	0	6,251	0
BK OF AMERICA CORP	COM	060505104	5,863	276,178	SH		SOLE		276,178	0	0
BK OF AMERICA CORP	COM	060505104	47,804	2,251,706	SH		OTR	1	0	2,251,706	0
BK OF AMERICA CORP	COM	060505104	2,533	119,317	SH		OTR	5	0	119,317	0
BLACKBAUD INC	COM	09227Q100	771	13,887	SH		OTR	1	0	13,887	0
BLACKBAUD INC	COM	09227Q100	167	3,000	SH		SOLE		3,000	0	0
BLACKLINE INC	COM	09239B109	694	13,200	SH		OTR	1	0	13,200	0
BLACKLINE INC	COM	09239B109	147	2,800	SH		SOLE		2,800	0	0
BLACKROCK FLA MUN 2020 TERM	COM SHS	09250M109	2,705	187,485	SH		SOLE		187,485	0	0
BLACKROCK INC	COM	09247X101	297	675	SH		OTR	5	0	675	0
BLACKROCK INC	COM	09247X101	1,367	3,107	SH		SOLE		3,107	0	0
BLACKROCK INC	COM	09247X101	9,441	21,458	SH		OTR	1	0	21,458	0
BLACKROCK INVT QUALITY MUN T	COM	09247D105	1,297	85,722	SH		SOLE		85,722	0	0
BLACKROCK INVT QUALITY MUN T	COM	09247D105	359	23,715	SH		OTR	1	0	23,715	0
BLACKROCK MUN BD TR	COM	09249H104	1,150	80,403	SH		SOLE		80,403	0	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	9,383	413,699	SH		SOLE		413,699	0	0
BLACKROCK MUNI INCOME INV QL	COM	09250G102	252	18,120	SH		OTR	1	0	18,120	0
BLACKROCK MUNI INTER DR FD I	COM	09253X102	13,025	997,348	SH		SOLE		997,348	0	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	754	70,702	SH		OTR	1	0	70,702	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	825	77,410	SH		SOLE		77,410	0	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	11,818	895,971	SH		SOLE		895,971	0	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	864	68,572	SH		SOLE		68,572	0	0
BLACKROCK MUNIHLDNGS CALI QL	COM	09254L107	5,105	382,973	SH		SOLE		382,973	0	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	922	70,458	SH		OTR	1	0	70,458	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	1,300	99,381	SH		SOLE		99,381	0	0
BLACKROCK MUNIHOLDINGS FD II	COM	09253P109	226	16,417	SH		SOLE		16,417	0	0
BLACKROCK MUNIHOLDNGS QLTY I	COM	09254A101	2,572	215,234	SH		SOLE		215,234	0	0
BLACKROCK MUNIYIELD MICH QUA	COM	09254F100	523	35,924	SH		SOLE		35,924	0	0
BLACKROCK MUNIYIELD NY QLTY	COM	09255E102	929	75,941	SH		SOLE		75,941	0	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	699	56,581	SH		SOLE		56,581	0	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	5,988	451,928	SH		SOLE		451,928	0	0
BLACKROCK N Y MUN INCOME TR	SH BEN INT	09248L106	908	68,557	SH		SOLE		68,557	0	0
BLACKROCK NY MUN INCOME TR I	COM	09249R102	363	28,046	SH		OTR	1	0	28,046	0
BLACKROCK NY MUN INCOME TR I	COM	09249R102	518	40,007	SH		SOLE		40,007	0	0
BLOCK H & R INC	COM	093671105	66	4,716	SH		SOLE		4,716	0	0
BLOCK H & R INC	COM	093671105	360	25,562	SH		OTR	1	0	25,562	0
BLOOMIN BRANDS INC	COM	094235108	399	55,900	SH		OTR	1	0	55,900	0
BLOOMIN BRANDS INC	COM	094235108	84	11,800	SH		SOLE		11,800	0	0
BLUE BIRD CORP	COM	095306106	1,248	114,174	SH		OTR	1	0	114,174	0
BLUE BIRD CORP	COM	095306106	277	25,300	SH		SOLE		25,300	0	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	1,840	31,469	SH		OTR	1	0	31,469	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	407	6,953	SH		SOLE		6,953	0	0
BMC STK HLDGS INC	COM	05591B109	1,934	109,066	SH		OTR	1	0	109,066	0
BMC STK HLDGS INC	COM	05591B109	422	23,800	SH		SOLE		23,800	0	0
BOEING CO	COM	097023105	11,621	77,918	SH		OTR	1	0	77,918	0
BOEING CO	COM	097023105	2,219	14,881	SH		SOLE		14,881	0	0
BOEING CO	COM	097023105	14	97	SH		OTR	5	0	97	0
BOINGO WIRELESS INC	NOTE 1.000%10/0	09739CAB8	11,237	12,576,000	PRN		OTR	1	0	12,576,000	0
BOINGO WIRELESS INC	NOTE 1.000%10/0	09739CAB8	2,517	2,817,000	PRN		SOLE		2,817,000	0	0
BOISE CASCADE CO DEL	COM	09739D100	1,850	77,800	SH		OTR	1	0	77,800	0
BOISE CASCADE CO DEL	COM	09739D100	404	17,000	SH		SOLE		17,000	0	0
BOOKING HLDGS INC	COM	09857L108	20,148	14,976	SH		OTR	1	0	14,976	0
BOOKING HLDGS INC	COM	09857L108	1,095	814	SH		OTR	5	0	814	0
BOOKING HLDGS INC	COM	09857L108	1,890	1,405	SH		SOLE		1,405	0	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	14	200	SH		SOLE		200	0	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	11,577	168,662	SH		OTR	1	0	168,662	0
BORGWARNER INC	COM	099724106	639	26,226	SH		OTR	1	0	26,226	0
BORGWARNER INC	COM	099724106	119	4,865	SH		SOLE		4,865	0	0
BOSTON BEER INC	CL A	100557107	3,124	8,500	SH		OTR	1	0	8,500	0
BOSTON BEER INC	CL A	100557107	662	1,800	SH		SOLE		1,800	0	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	1,325	185,300	SH		OTR	1	0	185,300	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	281	39,300	SH		SOLE		39,300	0	0
BOSTON PROPERTIES INC	COM	101121101	3,165	34,313	SH		OTR	1	0	34,313	0
BOSTON PROPERTIES INC	COM	101121101	423	4,589	SH		SOLE		4,589	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	5,772	176,899	SH		OTR	1	0	176,899	0
BOSTON SCIENTIFIC CORP	COM	101137107	1,194	36,587	SH		SOLE		36,587	0	0
BOTTOMLINE TECH DEL INC	COM	101388106	498	13,600	SH		SOLE		13,600	0	0
BOTTOMLINE TECH DEL INC	COM	101388106	2,283	62,300	SH		OTR	1	0	62,300	0
BOX INC	CL A	10316T104	128	9,100	SH		SOLE		9,100	0	0
BOX INC	CL A	10316T104	594	42,300	SH		OTR	1	0	42,300	0
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	179	16,977	SH		OTR	1	0	16,977	0
BRANDYWINE RLTY TR	SH BEN INT NEW	105368203	7	700	SH		SOLE		700	0	0
BRIDGE BANCORP INC	COM	108035106	1,191	56,264	SH		OTR	1	0	56,264	0
BRIDGE BANCORP INC	COM	108035106	259	12,251	SH		SOLE		12,251	0	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	314	32,234	SH		OTR	1	0	32,234	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	71	7,300	SH		SOLE		7,300	0	0
BRIGHT HORIZONS FAM SOL IN D	COM	109194100	1,579	15,477	SH		OTR	1	0	15,477	0
BRIGHTCOVE INC	COM	10921T101	26	3,800	SH		SOLE		3,800	0	0
BRIGHTCOVE INC	COM	10921T101	123	17,600	SH		OTR	1	0	17,600	0
BRIGHTSPHERE INVT GROUP INC	COM	10948W103	1,403	219,600	SH		OTR	1	0	219,600	0
BRIGHTSPHERE INVT GROUP INC	COM	10948W103	295	46,200	SH		SOLE		46,200	0	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	20,856	374,162	SH		OTR	1	0	374,162	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	496	8,905	SH		OTR	5	0	8,905	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	4,215	75,610	SH		SOLE		75,610	0	0
BROADCOM INC	8% CNV PFD SER A	11135F200	10,917	11,650	SH		SOLE		11,650	0	0
BROADCOM INC	8% CNV PFD SER A	11135F200	5,324	5,698	SH		DFND	1	0	5,698	0
BROADCOM INC	8% CNV PFD SER A	11135F200	14,694	15,680	SH		OTR	1	0	15,680	0
BROADCOM INC	8% CNV PFD SER A	11135F200	78	84	SH		OTR	4	0	84	0
BROADCOM INC	COM	11135F101	24,693	104,145	SH		OTR	1	0	104,145	0
BROADCOM INC	COM	11135F101	1,866	7,869	SH		OTR	5	0	7,869	0
BROADCOM INC	COM	11135F101	3,377	14,245	SH		SOLE		14,245	0	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	295	3,107	SH		SOLE		3,107	0	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	1,387	14,626	SH		OTR	1	0	14,626	0
BROWN FORMAN CORP	CL B	115637209	1,283	23,114	SH		OTR	1	0	23,114	0
BROWN FORMAN CORP	CL B	115637209	298	5,376	SH		SOLE		5,376	0	0
BRUKER CORP	COM	116794108	9,491	264,664	SH		OTR	1	0	264,664	0
BRUKER CORP	COM	116794108	448	12,481	SH		SOLE		12,481	0	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	1,673	136,800	SH		OTR	1	0	136,800	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	367	30,000	SH		SOLE		30,000	0	0
BURLINGTON STORES INC	COM	122017106	10,813	68,235	SH		OTR	1	0	68,235	0
BURLINGTON STORES INC	COM	122017106	79	500	SH		SOLE		500	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	1,140	17,216	SH		OTR	1	0	17,216	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	245	3,696	SH		SOLE		3,696	0	0
CABLE ONE INC	COM	12685J105	1,943	1,182	SH		OTR	1	0	1,182	0
CABOT CORP	COM	127055101	1,141	43,700	SH		OTR	1	0	43,700	0
CABOT CORP	COM	127055101	47	1,800	SH		SOLE		1,800	0	0
CABOT OIL & GAS CORP	COM	127097103	916	53,267	SH		OTR	1	0	53,267	0
CABOT OIL & GAS CORP	COM	127097103	194	11,314	SH		SOLE		11,314	0	0
CACI INTL INC	CL A	127190304	10,157	48,104	SH		OTR	1	0	48,104	0
CACI INTL INC	CL A	127190304	954	4,520	SH		OTR	5	0	4,520	0
CACI INTL INC	CL A	127190304	488	2,312	SH		SOLE		2,312	0	0
CADENCE BANCORPORATION	CL A	12739A100	239	36,500	SH		SOLE		36,500	0	0
CADENCE BANCORPORATION	CL A	12739A100	1,105	168,700	SH		OTR	1	0	168,700	0
CADENCE DESIGN SYSTEM INC	COM	127387108	926	14,025	SH		SOLE		14,025	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	3,291	49,841	SH		OTR	1	0	49,841	0
CAESARS ENTMT CORP	COM	127686103	367	54,279	SH		OTR	1	0	54,279	0
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	6,802	6,357,000	PRN		OTR	1	0	6,357,000	0
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	2,450	2,290,000	PRN		SOLE		2,290,000	0	0
CALIFORNIA WTR SVC GROUP	COM	130788102	1,223	24,300	SH		OTR	1	0	24,300	0
CALIFORNIA WTR SVC GROUP	COM	130788102	287	5,700	SH		SOLE		5,700	0	0
CALIX INC	COM	13100M509	590	83,400	SH		OTR	1	0	83,400	0
CALIX INC	COM	13100M509	117	16,500	SH		SOLE		16,500	0	0
CAMDEN PPTY TR	SH BEN INT	133131102	40	500	SH		SOLE		500	0	0
CAMDEN PPTY TR	SH BEN INT	133131102	1,385	17,476	SH		OTR	1	0	17,476	0
CAMPBELL SOUP CO	COM	134429109	988	21,414	SH		OTR	1	0	21,414	0
CAMPBELL SOUP CO	COM	134429109	266	5,762	SH		SOLE		5,762	0	0
CANNAE HLDGS INC	COM	13765N107	2,272	67,849	SH		OTR	1	0	67,849	0
CANNAE HLDGS INC	COM	13765N107	494	14,736	SH		SOLE		14,736	0	0
CAPITAL ONE FINL CORP	COM	14040H105	5,014	99,436	SH		OTR	1	0	99,436	0
CAPITAL ONE FINL CORP	COM	14040H105	921	18,264	SH		SOLE		18,264	0	0
CAPSTAR FINL HLDGS INC	COM	14070T102	228	23,100	SH		OTR	1	0	23,100	0
CAPSTAR FINL HLDGS INC	COM	14070T102	50	5,100	SH		SOLE		5,100	0	0
CARDINAL HEALTH INC	COM	14149Y108	15,318	319,530	SH		OTR	1	0	319,530	0
CARDINAL HEALTH INC	COM	14149Y108	1,102	22,987	SH		OTR	5	0	22,987	0
CARDINAL HEALTH INC	COM	14149Y108	1,009	21,054	SH		SOLE		21,054	0	0
CARGURUS INC	COM CL A	141788109	439	23,200	SH		OTR	1	0	23,200	0
CARGURUS INC	COM CL A	141788109	95	5,000	SH		SOLE		5,000	0	0
CARLISLE COS INC	COM	142339100	24	189	SH		SOLE		189	0	0
CARLISLE COS INC	COM	142339100	8,261	65,942	SH		OTR	1	0	65,942	0
CARMAX INC	COM	143130102	1,132	21,029	SH		OTR	1	0	21,029	0
CARMAX INC	COM	143130102	237	4,395	SH		SOLE		4,395	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	2,107	159,997	SH		OTR	1	0	159,997	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	141	10,688	SH		SOLE		10,688	0	0
CASELLA WASTE SYS INC	CL A	147448104	586	15,000	SH		OTR	1	0	15,000	0
CASELLA WASTE SYS INC	CL A	147448104	129	3,300	SH		SOLE		3,300	0	0
CASEYS GEN STORES INC	COM	147528103	511	3,860	SH		OTR	1	0	3,860	0
CATALENT INC	COM	148806102	433	8,336	SH		OTR	5	0	8,336	0
CATALENT INC	COM	148806102	406	7,813	SH		SOLE		7,813	0	0
CATALENT INC	COM	148806102	5,917	113,901	SH		OTR	1	0	113,901	0
CATERPILLAR INC DEL	COM	149123101	1,687	14,540	SH		SOLE		14,540	0	0
CATERPILLAR INC DEL	COM	149123101	9,448	81,424	SH		OTR	1	0	81,424	0
CATHAY GEN BANCORP	COM	149150104	434	18,900	SH		OTR	1	0	18,900	0
CATHAY GEN BANCORP	COM	149150104	99	4,300	SH		SOLE		4,300	0	0
CBOE GLOBAL MARKETS INC	COM	12503M108	2,824	31,636	SH		OTR	1	0	31,636	0
CBOE GLOBAL MARKETS INC	COM	12503M108	22	248	SH		OTR	5	0	248	0
CBOE GLOBAL MARKETS INC	COM	12503M108	260	2,918	SH		SOLE		2,918	0	0
CBRE GROUP INC	CL A	12504L109	436	11,549	SH		SOLE		11,549	0	0
CBRE GROUP INC	CL A	12504L109	8,361	221,726	SH		OTR	1	0	221,726	0
CBRE GROUP INC	CL A	12504L109	835	22,133	SH		OTR	5	0	22,133	0
CDK GLOBAL INC	COM	12508E101	389	11,844	SH		SOLE		11,844	0	0
CDK GLOBAL INC	COM	12508E101	347	10,578	SH		OTR	5	0	10,578	0
CDK GLOBAL INC	COM	12508E101	9,354	284,744	SH		OTR	1	0	284,744	0
CDW CORP	COM	12514G108	14,359	153,951	SH		OTR	1	0	153,951	0
CDW CORP	COM	12514G108	82	879	SH		OTR	5	0	879	0
CDW CORP	COM	12514G108	762	8,174	SH		SOLE		8,174	0	0
CELANESE CORP DEL	COM	150870103	1,132	15,421	SH		OTR	1	0	15,421	0
CELANESE CORP DEL	COM	150870103	247	3,363	SH		SOLE		3,363	0	0
CENTENE CORP DEL	COM	15135B101	11,439	192,541	SH		OTR	1	0	192,541	0
CENTENE CORP DEL	COM	15135B101	887	14,934	SH		SOLE		14,934	0	0
CENTERPOINT ENERGY INC	COM	15189T107	152	9,812	SH		OTR	5	0	9,812	0
CENTERPOINT ENERGY INC	COM	15189T107	355	22,977	SH		SOLE		22,977	0	0
CENTERPOINT ENERGY INC	COM	15189T107	3,381	218,810	SH		OTR	1	0	218,810	0
CENTERPOINT ENERGY INC	DEP RP PFD CV B	15189T503	1,470	50,200	SH		SOLE		50,200	0	0
CENTRAL GARDEN & PET CO	CL A NON-VTG	153527205	2,335	91,300	SH		OTR	1	0	91,300	0
CENTRAL GARDEN & PET CO	CL A NON-VTG	153527205	506	19,800	SH		SOLE		19,800	0	0
CENTRAL PAC FINL CORP	COM NEW	154760409	173	10,900	SH		OTR	1	0	10,900	0
CENTRAL PAC FINL CORP	COM NEW	154760409	41	2,600	SH		SOLE		2,600	0	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	869	13,965	SH		OTR	1	0	13,965	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	182	2,921	SH		SOLE		2,921	0	0
CENTURY CASINOS INC	COM	156492100	48	19,900	SH		OTR	1	0	19,900	0
CENTURY CASINOS INC	COM	156492100	10	4,000	SH		SOLE		4,000	0	0
CENTURYLINK INC	COM	156700106	1,207	127,605	SH		OTR	1	0	127,605	0
CENTURYLINK INC	COM	156700106	268	28,305	SH		SOLE		28,305	0	0
CERNER CORP	COM	156782104	7,508	119,186	SH		OTR	1	0	119,186	0
CERNER CORP	COM	156782104	530	8,409	SH		SOLE		8,409	0	0
CERUS CORP	COM	157085101	62	13,400	SH		OTR	1	0	13,400	0
CERUS CORP	COM	157085101	13	2,900	SH		SOLE		2,900	0	0
CF INDS HLDGS INC	COM	125269100	2,724	100,130	SH		OTR	1	0	100,130	0
CF INDS HLDGS INC	COM	125269100	51	1,887	SH		OTR	5	0	1,887	0
CF INDS HLDGS INC	COM	125269100	291	10,714	SH		SOLE		10,714	0	0
CHARLES RIV LABS INTL INC	COM	159864107	483	3,823	SH		SOLE		3,823	0	0
CHARLES RIV LABS INTL INC	COM	159864107	12,224	96,857	SH		OTR	1	0	96,857	0
CHARLES RIV LABS INTL INC	COM	159864107	227	1,800	SH		OTR	5	0	1,800	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	2,430	5,569	SH		SOLE		5,569	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	26,760	61,333	SH		OTR	1	0	61,333	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	1,634	3,746	SH		OTR	5	0	3,746	0
CHEGG INC	COM	163092109	1,170	32,700	SH		OTR	1	0	32,700	0
CHEGG INC	COM	163092109	247	6,900	SH		SOLE		6,900	0	0
CHEGG INC	NOTE 0.250% 5/1	163092AB5	121	85,000	PRN		SOLE		85,000	0	0
CHEMED CORP NEW	COM	16359R103	556	1,283	SH		OTR	1	0	1,283	0
CHEMOCENTRYX INC	COM	16383L106	964	24,000	SH		OTR	1	0	24,000	0
CHEMOCENTRYX INC	COM	16383L106	209	5,200	SH		SOLE		5,200	0	0
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	129	260,000	PRN		SOLE		260,000	0	0
CHESAPEAKE ENERGY CORP	NOTE 5.500% 9/1	165167CY1	15	280,000	PRN		SOLE		280,000	0	0
CHEVRON CORP NEW	COM	166764100	21,962	303,098	SH		OTR	1	0	303,098	0
CHEVRON CORP NEW	COM	166764100	4,152	57,298	SH		SOLE		57,298	0	0
CHEVRON CORP NEW	COM	166764100	535	7,390	SH		OTR	5	0	7,390	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	7,441	11,370	SH		OTR	1	0	11,370	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	459	702	SH		SOLE		702	0	0
CHURCH & DWIGHT INC	COM	171340102	2,527	39,377	SH		OTR	1	0	39,377	0
CHURCH & DWIGHT INC	COM	171340102	424	6,601	SH		SOLE		6,601	0	0
CHURCHILL DOWNS INC	COM	171484108	1,627	15,800	SH		OTR	1	0	15,800	0
CHURCHILL DOWNS INC	COM	171484108	371	3,600	SH		SOLE		3,600	0	0
CIGNA CORP NEW	COM	125523100	2,674	15,094	SH		SOLE		15,094	0	0
CIGNA CORP NEW	COM	125523100	17,706	99,931	SH		OTR	1	0	99,931	0
CIGNA CORP NEW	COM	125523100	1,668	9,415	SH		OTR	5	0	9,415	0
CINCINNATI BELL INC NEW	COM NEW	171871502	1,392	95,100	SH		OTR	1	0	95,100	0
CINCINNATI BELL INC NEW	COM NEW	171871502	281	19,200	SH		SOLE		19,200	0	0
CINCINNATI FINL CORP	COM	172062101	1,453	19,263	SH		OTR	1	0	19,263	0
CINCINNATI FINL CORP	COM	172062101	300	3,973	SH		SOLE		3,973	0	0
CINTAS CORP	COM	172908105	4,027	23,248	SH		OTR	1	0	23,248	0
CINTAS CORP	COM	172908105	379	2,186	SH		SOLE		2,186	0	0
CIRRUS LOGIC INC	COM	172755100	3,377	51,459	SH		OTR	1	0	51,459	0
CIRRUS LOGIC INC	COM	172755100	735	11,200	SH		SOLE		11,200	0	0
CISCO SYS INC	COM	17275R102	4,994	127,034	SH		SOLE		127,034	0	0
CISCO SYS INC	COM	17275R102	32,129	817,325	SH		OTR	1	0	817,325	0
CISCO SYS INC	COM	17275R102	704	17,899	SH		OTR	5	0	17,899	0
CITIGROUP INC	COM NEW	172967424	2,569	61,004	SH		SOLE		61,004	0	0
CITIGROUP INC	COM NEW	172967424	202	4,807	SH		OTR	5	0	4,807	0
CITIGROUP INC	COM NEW	172967424	13,770	326,929	SH		OTR	1	0	326,929	0
CITIZENS FINANCIAL GROUP INC	COM	174610105	2,005	106,597	SH		OTR	1	0	106,597	0
CITIZENS FINANCIAL GROUP INC	COM	174610105	224	11,883	SH		SOLE		11,883	0	0
CITRIX SYS INC	COM	177376100	3,117	22,018	SH		OTR	1	0	22,018	0
CITRIX SYS INC	COM	177376100	178	1,260	SH		OTR	5	0	1,260	0
CITRIX SYS INC	COM	177376100	470	3,318	SH		SOLE		3,318	0	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	404	27,029	SH		OTR	1	0	27,029	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	85	5,670	SH		SOLE		5,670	0	0
CLEAN HARBORS INC	COM	184496107	290	5,653	SH		SOLE		5,653	0	0
CLEAN HARBORS INC	COM	184496107	7,883	153,543	SH		OTR	1	0	153,543	0
CLEARWAY ENERGY INC	CL A	18539C105	932	54,300	SH		OTR	1	0	54,300	0
CLEARWAY ENERGY INC	CL A	18539C105	220	12,800	SH		SOLE		12,800	0	0
CLEARWAY ENERGY INC	CL C	18539C204	827	44,000	SH		OTR	1	0	44,000	0
CLEARWAY ENERGY INC	CL C	18539C204	194	10,300	SH		SOLE		10,300	0	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	1,829	2,607,000	PRN		DFND	1	0	2,607,000	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	6,980	9,810,000	PRN		OTR	1	0	9,810,000	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	28	40,000	PRN		OTR	4	0	40,000	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	1,579	2,219,000	PRN		SOLE		2,219,000	0	0
CLOROX CO DEL	COM	189054109	2,774	16,013	SH		OTR	1	0	16,013	0
CLOROX CO DEL	COM	189054109	600	3,464	SH		SOLE		3,464	0	0
CLOUDERA INC	COM	18914U100	385	48,900	SH		OTR	1	0	48,900	0
CLOUDERA INC	COM	18914U100	91	11,600	SH		SOLE		11,600	0	0
CLOVIS ONCOLOGY INC	NOTE 1.250% 5/0	189464AC4	85	140,000	PRN		SOLE		140,000	0	0
CLOVIS ONCOLOGY INC	NOTE 2.500% 9/1	189464AB6	98	110,000	PRN		SOLE		110,000	0	0
CME GROUP INC	COM	12572Q105	9,161	52,980	SH		OTR	1	0	52,980	0
CME GROUP INC	COM	12572Q105	1,601	9,262	SH		SOLE		9,262	0	0
CMS ENERGY CORP	COM	125896100	2,115	35,998	SH		OTR	1	0	35,998	0
CMS ENERGY CORP	COM	125896100	440	7,483	SH		SOLE		7,483	0	0
CNO FINL GROUP INC	COM	12621E103	768	62,000	SH		OTR	1	0	62,000	0
CNO FINL GROUP INC	COM	12621E103	157	12,700	SH		SOLE		12,700	0	0
COCA COLA CO	COM	191216100	1,137	25,695	SH		OTR	5	0	25,695	0
COCA COLA CO	COM	191216100	4,860	109,822	SH		SOLE		109,822	0	0
COCA COLA CO	COM	191216100	31,749	717,491	SH		OTR	1	0	717,491	0
COCA COLA CONSOLIDATED INC	COM	191098102	503	2,414	SH		SOLE		2,414	0	0
COCA COLA CONSOLIDATED INC	COM	191098102	2,318	11,118	SH		OTR	1	0	11,118	0
COEUR MNG INC	COM NEW	192108504	40	12,400	SH		OTR	1	0	12,400	0
COEUR MNG INC	COM NEW	192108504	10	3,000	SH		SOLE		3,000	0	0
COGENT COMMUNICATIONS HLDGS	COM NEW	19239V302	1,877	22,900	SH		OTR	1	0	22,900	0
COGENT COMMUNICATIONS HLDGS	COM NEW	19239V302	443	5,400	SH		SOLE		5,400	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	4,723	101,633	SH		OTR	1	0	101,633	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	672	14,452	SH		SOLE		14,452	0	0
COHEN & STEERS INC	COM	19247A100	691	15,200	SH		OTR	1	0	15,200	0
COHEN & STEERS INC	COM	19247A100	159	3,500	SH		SOLE		3,500	0	0
COHERUS BIOSCIENCES INC	COM	19249H103	341	21,000	SH		OTR	1	0	21,000	0
COHERUS BIOSCIENCES INC	COM	19249H103	75	4,600	SH		SOLE		4,600	0	0
COHU INC	COM	192576106	128	10,300	SH		SOLE		10,300	0	0
COHU INC	COM	192576106	609	49,200	SH		OTR	1	0	49,200	0
COLGATE PALMOLIVE CO	COM	194162103	8,792	132,488	SH		OTR	1	0	132,488	0
COLGATE PALMOLIVE CO	COM	194162103	1,688	25,440	SH		SOLE		25,440	0	0
COLLECTORS UNIVERSE INC	COM NEW	19421R200	196	12,500	SH		OTR	1	0	12,500	0
COLLECTORS UNIVERSE INC	COM NEW	19421R200	45	2,900	SH		SOLE		2,900	0	0
COLLEGIUM PHARMACEUTICAL INC	COM	19459J104	532	32,600	SH		OTR	1	0	32,600	0
COLLEGIUM PHARMACEUTICAL INC	COM	19459J104	105	6,400	SH		SOLE		6,400	0	0
COLONY CAP INC	NOTE 3.875% 1/1	19624RAB2	108	135,000	PRN		SOLE		135,000	0	0
COLONY CAP INC NEW	CL A COM	19626G108	58	33,100	SH		OTR	1	0	33,100	0
COLONY CAP INC NEW	CL A COM	19626G108	55	31,546	SH		SOLE		31,546	0	0
COLONY STARWOOD HOMES	NOTE 3.500% 1/1	19625XAB8	108	101,000	PRN		SOLE		101,000	0	0
COLUMBIA PPTY TR INC	COM NEW	198287203	406	32,450	SH		OTR	1	0	32,450	0
COLUMBIA PPTY TR INC	COM NEW	198287203	12	958	SH		SOLE		958	0	0
COMCAST CORP NEW	CL A	20030N101	27,585	802,343	SH		OTR	1	0	802,343	0
COMCAST CORP NEW	CL A	20030N101	1,329	38,662	SH		OTR	5	0	38,662	0
COMCAST CORP NEW	CL A	20030N101	5,043	146,698	SH		SOLE		146,698	0	0
COMERICA INC	COM	200340107	2,883	98,266	SH		OTR	1	0	98,266	0
COMERICA INC	COM	200340107	355	12,115	SH		SOLE		12,115	0	0
COMFORT SYS USA INC	COM	199908104	2,266	62,000	SH		OTR	1	0	62,000	0
COMFORT SYS USA INC	COM	199908104	497	13,600	SH		SOLE		13,600	0	0
COMMERCIAL VEH GROUP INC	COM	202608105	302	200,081	SH		OTR	1	0	200,081	0
COMMERCIAL VEH GROUP INC	COM	202608105	66	43,400	SH		SOLE		43,400	0	0
COMMUNITY HEALTHCARE TR INC	COM	20369C106	1,003	26,200	SH		OTR	1	0	26,200	0
COMMUNITY HEALTHCARE TR INC	COM	20369C106	230	6,000	SH		SOLE		6,000	0	0
COMMVAULT SYSTEMS INC	COM	204166102	1,822	45,001	SH		OTR	1	0	45,001	0
COMMVAULT SYSTEMS INC	COM	204166102	385	9,500	SH		SOLE		9,500	0	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	484	21,750	SH		OTR	1	0	21,750	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	107	4,800	SH		SOLE		4,800	0	0
COMTECH TELECOMMUNICATIONS C	COM NEW	205826209	817	61,500	SH		OTR	1	0	61,500	0
COMTECH TELECOMMUNICATIONS C	COM NEW	205826209	179	13,500	SH		SOLE		13,500	0	0
CONAGRA BRANDS INC	COM	205887102	379	12,922	SH		SOLE		12,922	0	0
CONAGRA BRANDS INC	COM	205887102	1,810	61,703	SH		OTR	1	0	61,703	0
CONCHO RES INC	COM	20605P101	1,092	25,491	SH		OTR	1	0	25,491	0
CONCHO RES INC	COM	20605P101	232	5,412	SH		SOLE		5,412	0	0
CONMED CORP	COM	207410101	1,604	28,000	SH		OTR	1	0	28,000	0
CONMED CORP	COM	207410101	349	6,100	SH		SOLE		6,100	0	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	22,345	24,010,000	PRN		OTR	1	0	24,010,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	3,664	3,937,000	PRN		SOLE		3,937,000	0	0
CONOCOPHILLIPS	COM	20825C104	7,169	232,772	SH		OTR	1	0	232,772	0
CONOCOPHILLIPS	COM	20825C104	175	5,695	SH		OTR	5	0	5,695	0
CONOCOPHILLIPS	COM	20825C104	1,384	44,942	SH		SOLE		44,942	0	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	26	5,700	SH		SOLE		5,700	0	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	107	23,600	SH		OTR	1	0	23,600	0
CONSOLIDATED EDISON INC	COM	209115104	685	8,784	SH		SOLE		8,784	0	0
CONSOLIDATED EDISON INC	COM	209115104	379	4,865	SH		OTR	5	0	4,865	0
CONSOLIDATED EDISON INC	COM	209115104	9,407	120,603	SH		OTR	1	0	120,603	0
CONSTELLATION BRANDS INC	CL A	21036P108	4,402	30,704	SH		OTR	1	0	30,704	0
CONSTELLATION BRANDS INC	CL A	21036P108	635	4,430	SH		SOLE		4,430	0	0
COOPER COS INC	COM NEW	216648402	1,733	6,287	SH		OTR	1	0	6,287	0
COOPER COS INC	COM NEW	216648402	379	1,375	SH		SOLE		1,375	0	0
COPART INC	COM	217204106	1,829	26,699	SH		OTR	1	0	26,699	0
COPART INC	COM	217204106	387	5,641	SH		SOLE		5,641	0	0
CORCEPT THERAPEUTICS INC	COM	218352102	2,315	194,700	SH		OTR	1	0	194,700	0
CORCEPT THERAPEUTICS INC	COM	218352102	502	42,200	SH		SOLE		42,200	0	0
CORELOGIC INC	COM	21871D103	2,221	72,722	SH		OTR	1	0	72,722	0
CORENERGY INFRASTRUCTURE TR	COM NEW	21870U502	709	38,600	SH		OTR	1	0	38,600	0
CORENERGY INFRASTRUCTURE TR	COM NEW	21870U502	154	8,400	SH		SOLE		8,400	0	0
COREPOINT LODGING INC	COM	21872L104	102	25,995	SH		OTR	1	0	25,995	0
COREPOINT LODGING INC	COM	21872L104	18	4,579	SH		SOLE		4,579	0	0
CORESITE RLTY CORP	COM	21870Q105	736	6,347	SH		OTR	1	0	6,347	0
CORESITE RLTY CORP	COM	21870Q105	23	200	SH		SOLE		200	0	0
CORNERSTONE BLDG BRANDS INC	COM	21925D109	359	78,800	SH		OTR	1	0	78,800	0
CORNERSTONE BLDG BRANDS INC	COM	21925D109	67	14,700	SH		SOLE		14,700	0	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	521	16,419	SH		OTR	1	0	16,419	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	111	3,500	SH		SOLE		3,500	0	0
CORNING INC	COM	219350105	2,015	98,125	SH		OTR	1	0	98,125	0
CORNING INC	COM	219350105	421	20,495	SH		SOLE		20,495	0	0
CORTEVA INC	COM	22052L104	3,465	147,432	SH		OTR	1	0	147,432	0
CORTEVA INC	COM	22052L104	414	17,614	SH		SOLE		17,614	0	0
CORVEL CORP	COM	221006109	1,025	18,800	SH		OTR	1	0	18,800	0
CORVEL CORP	COM	221006109	218	4,000	SH		SOLE		4,000	0	0
COSTCO WHSL CORP NEW	COM	22160K105	35,841	125,701	SH		OTR	1	0	125,701	0
COSTCO WHSL CORP NEW	COM	22160K105	1,909	6,695	SH		OTR	5	0	6,695	0
COSTCO WHSL CORP NEW	COM	22160K105	4,152	14,562	SH		SOLE		14,562	0	0
COTY INC	COM CL A	222070203	194	37,552	SH		OTR	1	0	37,552	0
COTY INC	COM CL A	222070203	36	7,024	SH		SOLE		7,024	0	0
COUPA SOFTWARE INC	COM	22266L106	1,723	12,334	SH		OTR	1	0	12,334	0
COUPA SOFTWARE INC	NOTE 0.375% 1/1	22266LAB2	221	71,000	PRN		SOLE		71,000	0	0
CRANE CO	COM	224399105	9	188	SH		SOLE		188	0	0
CRANE CO	COM	224399105	3,542	72,029	SH		OTR	1	0	72,029	0
CRAWFORD & CO	CL A	224633206	362	50,300	SH		OTR	1	0	50,300	0
CRAWFORD & CO	CL A	224633206	78	10,800	SH		SOLE		10,800	0	0
CREE INC	NOTE 0.875% 9/0	225447AB7	96	105,000	PRN		SOLE		105,000	0	0
CROCS INC	COM	227046109	1,023	60,200	SH		OTR	1	0	60,200	0
CROCS INC	COM	227046109	245	14,400	SH		SOLE		14,400	0	0
CROSS CTRY HEALTHCARE INC	COM	227483104	186	27,600	SH		OTR	1	0	27,600	0
CROSS CTRY HEALTHCARE INC	COM	227483104	44	6,500	SH		SOLE		6,500	0	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	4,656	3,598	SH		SOLE		3,598	0	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	19,202	14,838	SH		OTR	1	0	14,838	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	8,945	61,948	SH		OTR	1	0	61,948	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	1,814	12,562	SH		SOLE		12,562	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	259	1,797	SH		OTR	5	0	1,797	0
CROWN HLDGS INC	COM	228368106	2,247	38,707	SH		OTR	1	0	38,707	0
CROWN HLDGS INC	COM	228368106	17	300	SH		SOLE		300	0	0
CSG SYS INTL INC	COM	126349109	2,038	48,700	SH		OTR	1	0	48,700	0
CSG SYS INTL INC	COM	126349109	435	10,400	SH		SOLE		10,400	0	0
CSW INDUSTRIALS INC	COM	126402106	1,543	23,800	SH		OTR	1	0	23,800	0
CSW INDUSTRIALS INC	COM	126402106	344	5,300	SH		SOLE		5,300	0	0
CSX CORP	COM	126408103	17	289	SH		OTR	5	0	289	0
CSX CORP	COM	126408103	1,049	18,311	SH		SOLE		18,311	0	0
CSX CORP	COM	126408103	7,476	130,475	SH		OTR	1	0	130,475	0
CUBESMART	COM	229663109	21	800	SH		SOLE		800	0	0
CUBESMART	COM	229663109	771	28,771	SH		OTR	1	0	28,771	0
CUMMINS INC	COM	231021106	7,648	56,515	SH		OTR	1	0	56,515	0
CUMMINS INC	COM	231021106	383	2,831	SH		OTR	5	0	2,831	0
CUMMINS INC	COM	231021106	567	4,192	SH		SOLE		4,192	0	0
CUMULUS MEDIA INC	COM CLASS A	231082801	327	60,300	SH		OTR	1	0	60,300	0
CUMULUS MEDIA INC	COM CLASS A	231082801	69	12,800	SH		SOLE		12,800	0	0
CURTISS WRIGHT CORP	COM	231561101	97	1,047	SH		SOLE		1,047	0	0
CURTISS WRIGHT CORP	COM	231561101	4,392	47,527	SH		OTR	1	0	47,527	0
CURTISS WRIGHT CORP	COM	231561101	128	1,384	SH		OTR	5	0	1,384	0
CUSTOMERS BANCORP INC	COM	23204G100	301	27,583	SH		SOLE		27,583	0	0
CUSTOMERS BANCORP INC	COM	23204G100	1,377	125,978	SH		OTR	1	0	125,978	0
CUTERA INC	COM	232109108	285	21,800	SH		OTR	1	0	21,800	0
CUTERA INC	COM	232109108	55	4,200	SH		SOLE		4,200	0	0
CVR ENERGY INC	COM	12662P108	546	33,033	SH		OTR	1	0	33,033	0
CVR ENERGY INC	COM	12662P108	116	7,044	SH		SOLE		7,044	0	0
CVS HEALTH CORP	COM	126650100	11,096	187,016	SH		OTR	1	0	187,016	0
CVS HEALTH CORP	COM	126650100	2,014	33,941	SH		SOLE		33,941	0	0
CYPRESS SEMICONDUCTOR CORP	NOTE 4.500% 1/1	232806AM1	245	144,000	PRN		SOLE		144,000	0	0
CYRUSONE INC	COM	23283R100	347	5,624	SH		OTR	5	0	5,624	0
CYRUSONE INC	COM	23283R100	54	880	SH		SOLE		880	0	0
CYRUSONE INC	COM	23283R100	3,157	51,128	SH		OTR	1	0	51,128	0
D R HORTON INC	COM	23331A109	498	14,639	SH		SOLE		14,639	0	0
D R HORTON INC	COM	23331A109	3,936	115,750	SH		OTR	1	0	115,750	0
DANAHER CORPORATION	4.75 MND CV PFD	235851300	1,568	1,500	SH		SOLE		1,500	0	0
DANAHER CORPORATION	COM	235851102	12,106	87,463	SH		OTR	1	0	87,463	0
DANAHER CORPORATION	COM	235851102	2,255	16,289	SH		SOLE		16,289	0	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	16,314	3,095,000	PRN		DFND	1	0	3,095,000	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	79,318	15,041,000	PRN		OTR	1	0	15,041,000	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	258	49,000	PRN		OTR	4	0	49,000	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	27,380	5,192,000	PRN		SOLE		5,192,000	0	0
DARDEN RESTAURANTS INC	COM	237194105	381	6,990	SH		SOLE		6,990	0	0
DARDEN RESTAURANTS INC	COM	237194105	325	5,968	SH		OTR	5	0	5,968	0
DARDEN RESTAURANTS INC	COM	237194105	4,560	83,738	SH		OTR	1	0	83,738	0
DARLING INGREDIENTS INC	COM	237266101	592	30,900	SH		SOLE		30,900	0	0
DARLING INGREDIENTS INC	COM	237266101	2,709	141,300	SH		OTR	1	0	141,300	0
DASAN ZHONE SOLUTIONS INC	COM NEW	23305L206	71	16,900	SH		OTR	1	0	16,900	0
DASAN ZHONE SOLUTIONS INC	COM NEW	23305L206	14	3,400	SH		SOLE		3,400	0	0
DAVITA INC	COM	23918K108	17,545	230,668	SH		OTR	1	0	230,668	0
DAVITA INC	COM	23918K108	1,003	13,189	SH		OTR	5	0	13,189	0
DAVITA INC	COM	23918K108	376	4,938	SH		SOLE		4,938	0	0
DBX ETF TR	XTRACK HRVST CSI	233051879	2,999	115,845	SH		OTR	1	0	115,845	0
DECKERS OUTDOOR CORP	COM	243537107	684	5,105	SH		SOLE		5,105	0	0
DECKERS OUTDOOR CORP	COM	243537107	3,125	23,323	SH		OTR	1	0	23,323	0
DEERE & CO	COM	244199105	6,766	48,969	SH		OTR	1	0	48,969	0
DEERE & CO	COM	244199105	1,134	8,211	SH		SOLE		8,211	0	0
DELAWARE INVT NAT MUNI INC F	SH BEN INT	24610T108	3,136	256,199	SH		SOLE		256,199	0	0
DELAWARE INVTS MINN MUN INCO	COM	24610V103	6,982	564,399	SH		SOLE		564,399	0	0
DELL TECHNOLOGIES INC	CL C	24703L202	1,348	34,076	SH		OTR	1	0	34,076	0
DELTA AIR LINES INC DEL	COM NEW	247361702	14,197	497,615	SH		OTR	1	0	497,615	0
DELTA AIR LINES INC DEL	COM NEW	247361702	413	14,477	SH		SOLE		14,477	0	0
DENALI THERAPEUTICS INC	COM	24823R105	277	15,800	SH		OTR	1	0	15,800	0
DENALI THERAPEUTICS INC	COM	24823R105	60	3,400	SH		SOLE		3,400	0	0
DENNYS CORP	COM	24869P104	61	8,000	SH		SOLE		8,000	0	0
DENNYS CORP	COM	24869P104	300	39,100	SH		OTR	1	0	39,100	0
DENTSPLY SIRONA INC	COM	24906P109	710	18,286	SH		SOLE		18,286	0	0
DENTSPLY SIRONA INC	COM	24906P109	950	24,469	SH		OTR	5	0	24,469	0
DENTSPLY SIRONA INC	COM	24906P109	9,979	257,003	SH		OTR	1	0	257,003	0
DEVON ENERGY CORP NEW	COM	25179M103	757	109,614	SH		OTR	1	0	109,614	0
DEVON ENERGY CORP NEW	COM	25179M103	156	22,535	SH		SOLE		22,535	0	0
DEXCOM INC	COM	252131107	849	3,154	SH		OTR	1	0	3,154	0
DEXCOM INC	COM	252131107	135	500	SH		SOLE		500	0	0
DEXCOM INC	NOTE 0.750% 5/1	252131AF4	217	80,000	PRN		SOLE		80,000	0	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	5,425	3,099,000	PRN		SOLE		3,099,000	0	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	6,192	3,542,000	PRN		DFND	1	0	3,542,000	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	24,294	13,877,000	PRN		OTR	1	0	13,877,000	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	93	53,000	PRN		OTR	4	0	53,000	0
DHI GROUP INC	COM	23331S100	764	353,500	SH		OTR	1	0	353,500	0
DHI GROUP INC	COM	23331S100	168	77,800	SH		SOLE		77,800	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	542	20,706	SH		OTR	1	0	20,706	0
DIAMONDBACK ENERGY INC	COM	25278X109	114	4,336	SH		SOLE		4,336	0	0
DIEBOLD NXDF INC	COM	253651103	689	195,700	SH		OTR	1	0	195,700	0
DIEBOLD NXDF INC	COM	253651103	142	40,200	SH		SOLE		40,200	0	0
DIGI INTL INC	COM	253798102	202	21,200	SH		OTR	1	0	21,200	0
DIGI INTL INC	COM	253798102	49	5,100	SH		SOLE		5,100	0	0
DIGITAL RLTY TR INC	COM	253868103	10,484	75,475	SH		OTR	1	0	75,475	0
DIGITAL RLTY TR INC	COM	253868103	858	6,178	SH		SOLE		6,178	0	0
DIME CMNTY BANCSHARES	COM	253922108	239	17,412	SH		OTR	1	0	17,412	0
DIME CMNTY BANCSHARES	COM	253922108	50	3,613	SH		SOLE		3,613	0	0
DISCOVER FINL SVCS	COM	254709108	1,426	39,991	SH		OTR	1	0	39,991	0
DISCOVER FINL SVCS	COM	254709108	289	8,112	SH		SOLE		8,112	0	0
DISCOVERY INC	COM SER A	25470F104	390	20,041	SH		OTR	1	0	20,041	0
DISCOVERY INC	COM SER A	25470F104	107	5,526	SH		SOLE		5,526	0	0
DISCOVERY INC	COM SER C	25470F302	751	42,794	SH		OTR	1	0	42,794	0
DISCOVERY INC	COM SER C	25470F302	139	7,910	SH		SOLE		7,910	0	0
DISH NETWORK CORPORATION	CL A	25470M109	652	32,622	SH		OTR	1	0	32,622	0
DISH NETWORK CORPORATION	CL A	25470M109	121	6,064	SH		SOLE		6,064	0	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	3,902	4,900,000	PRN		SOLE		4,900,000	0	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	29,063	36,500,000	PRN		OTR	1	0	36,500,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	37,368	45,887,000	PRN		OTR	1	0	45,887,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	77	95,000	PRN		OTR	4	0	95,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	4,905	6,042,000	PRN		DFND	1	0	6,042,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	10,473	12,861,000	PRN		SOLE		12,861,000	0	0
DISNEY WALT CO	COM DISNEY	254687106	26,897	278,439	SH		OTR	1	0	278,439	0
DISNEY WALT CO	COM DISNEY	254687106	814	8,425	SH		OTR	5	0	8,425	0
DISNEY WALT CO	COM DISNEY	254687106	5,195	53,774	SH		SOLE		53,774	0	0
DIVERSIFIED HEALTHCARE TR	COM SH BEN INT	25525P107	718	197,800	SH		OTR	1	0	197,800	0
DIVERSIFIED HEALTHCARE TR	COM SH BEN INT	25525P107	151	41,700	SH		SOLE		41,700	0	0
DOCUSIGN INC	NOTE 0.500% 9/1	256163AB2	190	135,000	PRN		SOLE		135,000	0	0
DOLLAR GEN CORP NEW	COM	256677105	24,576	162,745	SH		OTR	1	0	162,745	0
DOLLAR GEN CORP NEW	COM	256677105	979	6,486	SH		OTR	5	0	6,486	0
DOLLAR GEN CORP NEW	COM	256677105	1,094	7,245	SH		SOLE		7,245	0	0
DOLLAR TREE INC	COM	256746108	2,208	30,052	SH		OTR	1	0	30,052	0
DOLLAR TREE INC	COM	256746108	460	6,259	SH		SOLE		6,259	0	0
DOMINION ENERGY INC	COM	25746U109	10,461	144,905	SH		OTR	1	0	144,905	0
DOMINION ENERGY INC	COM	25746U109	309	4,277	SH		OTR	5	0	4,277	0
DOMINION ENERGY INC	COM	25746U109	1,619	22,430	SH		SOLE		22,430	0	0
DOMINOS PIZZA INC	COM	25754A201	11,754	36,269	SH		OTR	1	0	36,269	0
DOMINOS PIZZA INC	COM	25754A201	65	200	SH		SOLE		200	0	0
DOVER CORP	COM	260003108	346	4,127	SH		SOLE		4,127	0	0
DOVER CORP	COM	260003108	1,917	22,835	SH		OTR	1	0	22,835	0
DOW INC	COM	260557103	586	20,050	SH		SOLE		20,050	0	0
DOW INC	COM	260557103	4,754	162,576	SH		OTR	1	0	162,576	0
DOW INC	COM	260557103	214	7,329	SH		OTR	5	0	7,329	0
DROPBOX INC	CL A	26210C104	11,361	627,692	SH		OTR	1	0	627,692	0
DROPBOX INC	CL A	26210C104	482	26,629	SH		SOLE		26,629	0	0
DTE ENERGY CO	COM	233331107	4,927	51,881	SH		OTR	1	0	51,881	0
DTE ENERGY CO	COM	233331107	22	230	SH		OTR	5	0	230	0
DTE ENERGY CO	COM	233331107	469	4,937	SH		SOLE		4,937	0	0
DUCOMMUN INC DEL	COM	264147109	212	8,536	SH		OTR	1	0	8,536	0
DUCOMMUN INC DEL	COM	264147109	45	1,792	SH		SOLE		1,792	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	1,543	19,074	SH		SOLE		19,074	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	8,843	109,336	SH		OTR	1	0	109,336	0
DUKE REALTY CORP	COM NEW	264411505	383	11,824	SH		SOLE		11,824	0	0
DUKE REALTY CORP	COM NEW	264411505	3,724	115,020	SH		OTR	1	0	115,020	0
DUPONT DE NEMOURS INC	COM	26614N102	5,498	161,233	SH		OTR	1	0	161,233	0
DUPONT DE NEMOURS INC	COM	26614N102	250	7,345	SH		OTR	5	0	7,345	0
DUPONT DE NEMOURS INC	COM	26614N102	741	21,734	SH		SOLE		21,734	0	0
DWS MUN INCOME TR	COM	233368109	1,342	124,496	SH		OTR	1	0	124,496	0
DWS MUN INCOME TR	COM	233368109	1,030	95,537	SH		SOLE		95,537	0	0
DXC TECHNOLOGY CO	COM	23355L106	2,301	176,288	SH		OTR	1	0	176,288	0
DXC TECHNOLOGY CO	COM	23355L106	220	16,849	SH		SOLE		16,849	0	0
DYCOM INDS INC	NOTE 0.750% 9/1	267475AB7	85	100,000	PRN		SOLE		100,000	0	0
E TRADE FINANCIAL CORP	COM NEW	269246401	5,402	157,392	SH		OTR	1	0	157,392	0
E TRADE FINANCIAL CORP	COM NEW	269246401	218	6,347	SH		SOLE		6,347	0	0
EAGLE BANCORP INC MD	COM	268948106	359	11,900	SH		SOLE		11,900	0	0
EAGLE BANCORP INC MD	COM	268948106	1,628	53,900	SH		OTR	1	0	53,900	0
EAST WEST BANCORP INC	COM	27579R104	388	15,085	SH		OTR	1	0	15,085	0
EAST WEST BANCORP INC	COM	27579R104	23	900	SH		SOLE		900	0	0
EASTGROUP PPTY INC	COM	277276101	2,600	24,883	SH		OTR	1	0	24,883	0
EASTGROUP PPTY INC	COM	277276101	564	5,400	SH		SOLE		5,400	0	0
EASTMAN CHEM CO	COM	277432100	812	17,440	SH		OTR	1	0	17,440	0
EASTMAN CHEM CO	COM	277432100	179	3,833	SH		SOLE		3,833	0	0
EATON VANCE MUN BD FD	COM	27827X101	9	718	SH		SOLE		718	0	0
EATON VANCE MUN BD FD	COM	27827X101	1,656	132,688	SH		OTR	1	0	132,688	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	5,571	481,489	SH		SOLE		481,489	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	153	13,241	SH		OTR	1	0	13,241	0
EBAY INC	COM	278642103	11,119	369,892	SH		OTR	1	0	369,892	0
EBAY INC	COM	278642103	669	22,253	SH		SOLE		22,253	0	0
ECHO GLOBAL LOGISTICS INC	NOTE 2.500% 5/0	27875TAA9	19,249	19,241,000	PRN		OTR	1	0	19,241,000	0
ECHO GLOBAL LOGISTICS INC	NOTE 2.500% 5/0	27875TAA9	1,827	1,826,000	PRN		SOLE		1,826,000	0	0
ECHOSTAR CORP	CL A	278768106	2,161	67,596	SH		OTR	1	0	67,596	0
ECOLAB INC	COM	278865100	4,954	31,791	SH		OTR	1	0	31,791	0
ECOLAB INC	COM	278865100	1,012	6,493	SH		SOLE		6,493	0	0
EDISON INTL	COM	281020107	523	9,547	SH		SOLE		9,547	0	0
EDISON INTL	COM	281020107	2,573	46,953	SH		OTR	1	0	46,953	0
EDITAS MEDICINE INC	COM	28106W103	1,058	53,334	SH		OTR	1	0	53,334	0
EDITAS MEDICINE INC	COM	28106W103	232	11,692	SH		SOLE		11,692	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	5,169	27,402	SH		OTR	1	0	27,402	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	1,137	6,026	SH		SOLE		6,026	0	0
EHEALTH INC	COM	28238P109	1,014	7,200	SH		OTR	1	0	7,200	0
EHEALTH INC	COM	28238P109	225	1,600	SH		SOLE		1,600	0	0
ELANCO ANIMAL HEALTH INC	COM	28414H103	619	27,625	SH		OTR	1	0	27,625	0
ELANCO ANIMAL HEALTH INC	COM	28414H103	25	1,100	SH		SOLE		1,100	0	0
ELDORADO RESORTS INC	COM	28470R102	170	11,800	SH		OTR	1	0	11,800	0
ELDORADO RESORTS INC	COM	28470R102	36	2,500	SH		SOLE		2,500	0	0
ELECTRONIC ARTS INC	COM	285512109	983	9,815	SH		SOLE		9,815	0	0
ELECTRONIC ARTS INC	COM	285512109	1,115	11,134	SH		OTR	5	0	11,134	0
ELECTRONIC ARTS INC	COM	285512109	10,005	99,885	SH		OTR	1	0	99,885	0
ELEVATE CREDIT INC	COM	28621V101	5	5,170	SH		SOLE		5,170	0	0
ELEVATE CREDIT INC	COM	28621V101	31	29,757	SH		OTR	1	0	29,757	0
ELLINGTON FINANCIAL INC	COM	28852N109	625	109,500	SH		OTR	1	0	109,500	0
ELLINGTON FINANCIAL INC	COM	28852N109	132	23,200	SH		SOLE		23,200	0	0
EMCOR GROUP INC	COM	29084Q100	3,054	49,800	SH		OTR	1	0	49,800	0
EMCOR GROUP INC	COM	29084Q100	662	10,800	SH		SOLE		10,800	0	0
EMERALD HOLDING INC	COM	29103W104	88	33,800	SH		OTR	1	0	33,800	0
EMERALD HOLDING INC	COM	29103W104	18	6,800	SH		SOLE		6,800	0	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	304	5,248	SH		SOLE		5,248	0	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	1,408	24,329	SH		OTR	1	0	24,329	0
EMERSON ELEC CO	COM	291011104	5,165	108,390	SH		OTR	1	0	108,390	0
EMERSON ELEC CO	COM	291011104	772	16,198	SH		SOLE		16,198	0	0
EMPLOYERS HOLDINGS INC	COM	292218104	1,588	39,204	SH		OTR	1	0	39,204	0
EMPLOYERS HOLDINGS INC	COM	292218104	340	8,400	SH		SOLE		8,400	0	0
ENANTA PHARMACEUTICALS INC	COM	29251M106	981	19,083	SH		OTR	1	0	19,083	0
ENANTA PHARMACEUTICALS INC	COM	29251M106	216	4,192	SH		SOLE		4,192	0	0
ENCORE CAP GROUP INC	NOTE 3.000% 7/0	292554AF9	79	80,000	PRN		SOLE		80,000	0	0
ENCORE WIRE CORP	COM	292562105	2,059	49,035	SH		OTR	1	0	49,035	0
ENCORE WIRE CORP	COM	292562105	444	10,579	SH		SOLE		10,579	0	0
ENDURANCE INTL GROUP HLDGS I	COM	29272B105	175	90,500	SH		SOLE		90,500	0	0
ENDURANCE INTL GROUP HLDGS I	COM	29272B105	790	409,500	SH		OTR	1	0	409,500	0
ENOVA INTL INC	COM	29357K103	163	11,236	SH		SOLE		11,236	0	0
ENOVA INTL INC	COM	29357K103	778	53,668	SH		OTR	1	0	53,668	0
ENPHASE ENERGY INC	COM	29355A107	1,075	33,300	SH		OTR	1	0	33,300	0
ENPHASE ENERGY INC	COM	29355A107	232	7,200	SH		SOLE		7,200	0	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	1,558	5,991,000	PRN		DFND	1	0	5,991,000	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	8,574	31,180,000	PRN		OTR	1	0	31,180,000	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	24	93,000	PRN		OTR	4	0	93,000	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	1,724	6,268,000	PRN		SOLE		6,268,000	0	0
ENSIGN GROUP INC	COM	29358P101	489	13,000	SH		OTR	1	0	13,000	0
ENSIGN GROUP INC	COM	29358P101	117	3,100	SH		SOLE		3,100	0	0
ENTEGRIS INC	COM	29362U104	3,476	77,644	SH		OTR	1	0	77,644	0
ENTEGRIS INC	COM	29362U104	126	2,814	SH		SOLE		2,814	0	0
ENTERGY CORP NEW	COM	29364G103	1,056	11,235	SH		OTR	5	0	11,235	0
ENTERGY CORP NEW	COM	29364G103	564	5,998	SH		SOLE		5,998	0	0
ENTERGY CORP NEW	COM	29364G103	12,213	129,962	SH		OTR	1	0	129,962	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	873	429,928	SH		OTR	1	0	429,928	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	190	93,519	SH		SOLE		93,519	0	0
ENVESTNET INC	COM	29404K106	963	17,900	SH		OTR	1	0	17,900	0
ENVESTNET INC	COM	29404K106	204	3,800	SH		SOLE		3,800	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	20,150	19,620,000	PRN		OTR	1	0	19,620,000	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	4,895	4,766,000	PRN		SOLE		4,766,000	0	0
ENVISTA HOLDINGS CORPORATION	COM	29415F104	369	24,700	SH		SOLE		24,700	0	0
ENVISTA HOLDINGS CORPORATION	COM	29415F104	3,427	229,358	SH		OTR	1	0	229,358	0
EOG RES INC	COM	26875P101	3,687	102,651	SH		OTR	1	0	102,651	0
EOG RES INC	COM	26875P101	547	15,242	SH		SOLE		15,242	0	0
EPIZYME INC	COM	29428V104	731	47,100	SH		OTR	1	0	47,100	0
EPIZYME INC	COM	29428V104	163	10,500	SH		SOLE		10,500	0	0
EPLUS INC	COM	294268107	1,651	26,367	SH		OTR	1	0	26,367	0
EPLUS INC	COM	294268107	346	5,531	SH		SOLE		5,531	0	0
EQUIFAX INC	COM	294429105	1,831	15,330	SH		OTR	1	0	15,330	0
EQUIFAX INC	COM	294429105	388	3,246	SH		SOLE		3,246	0	0
EQUINIX INC	COM	29444U700	18,856	30,191	SH		OTR	1	0	30,191	0
EQUINIX INC	COM	29444U700	179	287	SH		OTR	5	0	287	0
EQUINIX INC	COM	29444U700	1,635	2,618	SH		SOLE		2,618	0	0
EQUITABLE HLDGS INC	COM	29452E101	2,143	148,314	SH		OTR	1	0	148,314	0
EQUITABLE HLDGS INC	COM	29452E101	27	1,900	SH		SOLE		1,900	0	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	80	1,400	SH		SOLE		1,400	0	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	2,039	35,477	SH		OTR	1	0	35,477	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	9,163	148,483	SH		OTR	1	0	148,483	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	353	5,718	SH		OTR	5	0	5,718	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	672	10,889	SH		SOLE		10,889	0	0
ESPERION THERAPEUTICS INC NE	COM	29664W105	359	11,400	SH		OTR	1	0	11,400	0
ESPERION THERAPEUTICS INC NE	COM	29664W105	79	2,500	SH		SOLE		2,500	0	0
ESSEX PPTY TR INC	COM	297178105	4,121	18,713	SH		OTR	1	0	18,713	0
ESSEX PPTY TR INC	COM	297178105	440	2,000	SH		SOLE		2,000	0	0
ETSY INC	NOTE 3/0	29786AAC0	3,927	3,118,000	PRN		DFND	1	0	3,118,000	0
ETSY INC	NOTE 3/0	29786AAC0	7,031	5,572,000	PRN		SOLE		5,572,000	0	0
ETSY INC	NOTE 3/0	29786AAC0	62	49,000	PRN		OTR	4	0	49,000	0
ETSY INC	NOTE 3/0	29786AAC0	19,562	15,503,000	PRN		OTR	1	0	15,503,000	0
EURONET WORLDWIDE INC	COM	298736109	3,861	45,043	SH		OTR	1	0	45,043	0
EURONET WORLDWIDE INC	COM	298736109	284	3,316	SH		SOLE		3,316	0	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	17,925	19,630,000	PRN		OTR	1	0	19,630,000	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	8,277	9,065,000	PRN		SOLE		9,065,000	0	0
EVERBRIDGE INC	COM	29978A104	1,234	11,600	SH		OTR	1	0	11,600	0
EVERBRIDGE INC	COM	29978A104	266	2,500	SH		SOLE		2,500	0	0
EVERCORE INC	CLASS A	29977A105	11,403	247,562	SH		OTR	1	0	247,562	0
EVERCORE INC	CLASS A	29977A105	412	8,935	SH		SOLE		8,935	0	0
EVERGY INC	COM	30034W106	10,795	196,092	SH		OTR	1	0	196,092	0
EVERGY INC	COM	30034W106	1,002	18,198	SH		OTR	5	0	18,198	0
EVERGY INC	COM	30034W106	399	7,253	SH		SOLE		7,253	0	0
EVERI HLDGS INC	COM	30034T103	592	179,278	SH		OTR	1	0	179,278	0
EVERI HLDGS INC	COM	30034T103	127	38,500	SH		SOLE		38,500	0	0
EVERSOURCE ENERGY	COM	30040W108	4,128	52,787	SH		OTR	1	0	52,787	0
EVERSOURCE ENERGY	COM	30040W108	670	8,567	SH		SOLE		8,567	0	0
EVOLENT HEALTH INC	NOTE 1.500%10/1	30050BAD3	95	150,000	PRN		SOLE		150,000	0	0
EVOQUA WATER TECHNOLOGIES CO	COM	30057T105	328	29,300	SH		OTR	1	0	29,300	0
EVOQUA WATER TECHNOLOGIES CO	COM	30057T105	80	7,100	SH		SOLE		7,100	0	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	5,067	4,673,000	PRN		DFND	1	0	4,673,000	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	6,905	6,339,000	PRN		SOLE		6,339,000	0	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	81	75,000	PRN		OTR	4	0	75,000	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	29,744	27,306,000	PRN		OTR	1	0	27,306,000	0
EXANTAS CAP CORP	COM NEW	30068N105	94	34,000	SH		OTR	1	0	34,000	0
EXANTAS CAP CORP	COM NEW	30068N105	16	5,900	SH		SOLE		5,900	0	0
EXELIXIS INC	COM	30161Q104	11,215	651,269	SH		OTR	1	0	651,269	0
EXELIXIS INC	COM	30161Q104	29	1,671	SH		SOLE		1,671	0	0
EXELON CORP	COM	30161N101	5,767	156,677	SH		OTR	1	0	156,677	0
EXELON CORP	COM	30161N101	933	25,342	SH		SOLE		25,342	0	0
EXPEDIA GROUP INC	COM NEW	30212P303	561	9,972	SH		SOLE		9,972	0	0
EXPEDIA GROUP INC	COM NEW	30212P303	8,806	156,488	SH		OTR	1	0	156,488	0
EXPEDIA GROUP INC	COM NEW	30212P303	457	8,115	SH		OTR	5	0	8,115	0
EXPEDITORS INTL WASH INC	COM	302130109	1,448	21,704	SH		OTR	1	0	21,704	0
EXPEDITORS INTL WASH INC	COM	302130109	323	4,834	SH		SOLE		4,834	0	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	1,275	174,485	SH		OTR	1	0	174,485	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	123	16,839	SH		SOLE		16,839	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	1,970	20,569	SH		OTR	1	0	20,569	0
EXTRA SPACE STORAGE INC	COM	30225T102	389	4,067	SH		SOLE		4,067	0	0
EXTREME NETWORKS INC	COM	30226D106	663	214,600	SH		OTR	1	0	214,600	0
EXTREME NETWORKS INC	COM	30226D106	145	47,000	SH		SOLE		47,000	0	0
EXXON MOBIL CORP	COM	30231G102	4,454	117,298	SH		SOLE		117,298	0	0
EXXON MOBIL CORP	COM	30231G102	24,523	645,865	SH		OTR	1	0	645,865	0
EXXON MOBIL CORP	COM	30231G102	757	19,945	SH		OTR	5	0	19,945	0
F M C CORP	COM NEW	302491303	260	3,187	SH		SOLE		3,187	0	0
F M C CORP	COM NEW	302491303	2,121	25,969	SH		OTR	1	0	25,969	0
F5 NETWORKS INC	COM	315616102	811	7,610	SH		OTR	1	0	7,610	0
F5 NETWORKS INC	COM	315616102	195	1,829	SH		SOLE		1,829	0	0
FACEBOOK INC	CL A	30303M102	111,114	666,150	SH		OTR	1	0	666,150	0
FACEBOOK INC	CL A	30303M102	4,847	29,059	SH		OTR	5	0	29,059	0
FACEBOOK INC	CL A	30303M102	10,920	65,465	SH		SOLE		65,465	0	0
FAIR ISAAC CORP	COM	303250104	9,208	29,926	SH		OTR	1	0	29,926	0
FAIR ISAAC CORP	COM	303250104	68	222	SH		SOLE		222	0	0
FARMERS NATIONAL BANC CORP	COM	309627107	47	4,059	SH		SOLE		4,059	0	0
FARMERS NATIONAL BANC CORP	COM	309627107	224	19,263	SH		OTR	1	0	19,263	0
FASTENAL CO	COM	311900104	2,272	72,703	SH		OTR	1	0	72,703	0
FASTENAL CO	COM	311900104	471	15,078	SH		SOLE		15,078	0	0
FATE THERAPEUTICS INC	COM	31189P102	418	18,800	SH		OTR	1	0	18,800	0
FATE THERAPEUTICS INC	COM	31189P102	91	4,100	SH		SOLE		4,100	0	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	766	10,268	SH		OTR	1	0	10,268	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	161	2,161	SH		SOLE		2,161	0	0
FEDERATED HERMES INC	CL B	314211103	1,615	84,800	SH		OTR	1	0	84,800	0
FEDERATED HERMES INC	CL B	314211103	341	17,900	SH		SOLE		17,900	0	0
FEDEX CORP	COM	31428X106	4,779	39,408	SH		OTR	1	0	39,408	0
FEDEX CORP	COM	31428X106	769	6,340	SH		SOLE		6,340	0	0
FIBROGEN INC	COM	31572Q808	363	10,439	SH		SOLE		10,439	0	0
FIBROGEN INC	COM	31572Q808	1,660	47,766	SH		OTR	1	0	47,766	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	4,472	179,731	SH		OTR	1	0	179,731	0
FIDELITY NATL INFORMATION SV	COM	31620M106	12,314	101,237	SH		OTR	1	0	101,237	0
FIDELITY NATL INFORMATION SV	COM	31620M106	238	1,956	SH		OTR	5	0	1,956	0
FIDELITY NATL INFORMATION SV	COM	31620M106	1,938	15,932	SH		SOLE		15,932	0	0
FIFTH THIRD BANCORP	COM	316773100	1,632	109,927	SH		OTR	1	0	109,927	0
FIFTH THIRD BANCORP	COM	316773100	284	19,155	SH		SOLE		19,155	0	0
FINANCIAL INSTNS INC	COM	317585404	1,443	79,531	SH		OTR	1	0	79,531	0
FINANCIAL INSTNS INC	COM	317585404	318	17,523	SH		SOLE		17,523	0	0
FIREEYE INC	NOTE 0.875% 6/0	31816QAF8	2,696	3,190,000	PRN		SOLE		3,190,000	0	0
FIREEYE INC	NOTE 0.875% 6/0	31816QAF8	7,662	9,068,000	PRN		OTR	1	0	9,068,000	0
FIREEYE INC	NOTE 1.000% 6/0	31816QAB7	216	220,000	PRN		SOLE		220,000	0	0
FIRST AMERN FINL CORP	COM	31847R102	140	3,310	SH		SOLE		3,310	0	0
FIRST AMERN FINL CORP	COM	31847R102	6,499	153,250	SH		OTR	1	0	153,250	0
FIRST AMERN FINL CORP	COM	31847R102	424	10,007	SH		OTR	5	0	10,007	0
FIRST BANCORP P R	COM NEW	318672706	1,514	284,500	SH		OTR	1	0	284,500	0
FIRST BANCORP P R	COM NEW	318672706	339	63,800	SH		SOLE		63,800	0	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	535	34,499	SH		OTR	1	0	34,499	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	120	7,767	SH		SOLE		7,767	0	0
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	239	23,829	SH		OTR	1	0	23,829	0
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	51	5,044	SH		SOLE		5,044	0	0
FIRST FNDTN INC	COM	32026V104	366	35,810	SH		SOLE		35,810	0	0
FIRST FNDTN INC	COM	32026V104	1,681	164,460	SH		OTR	1	0	164,460	0
FIRST HAWAIIAN INC	COM	32051X108	1,200	72,625	SH		OTR	1	0	72,625	0
FIRST INDL RLTY TR INC	COM	32054K103	2,874	86,500	SH		OTR	1	0	86,500	0
FIRST INDL RLTY TR INC	COM	32054K103	631	19,000	SH		SOLE		19,000	0	0
FIRST INTERNET BANCORP	COM	320557101	1,219	74,256	SH		OTR	1	0	74,256	0
FIRST INTERNET BANCORP	COM	320557101	270	16,421	SH		SOLE		16,421	0	0
FIRST LONG IS CORP	COM	320734106	536	30,885	SH		OTR	1	0	30,885	0
FIRST LONG IS CORP	COM	320734106	113	6,514	SH		SOLE		6,514	0	0
FIRST MERCHANTS CORP	COM	320817109	988	37,300	SH		OTR	1	0	37,300	0
FIRST MERCHANTS CORP	COM	320817109	196	7,400	SH		SOLE		7,400	0	0
FIRST MIDWEST BANCORP DEL	COM	320867104	159	12,000	SH		SOLE		12,000	0	0
FIRST MIDWEST BANCORP DEL	COM	320867104	767	57,973	SH		OTR	1	0	57,973	0
FIRST NORTHWEST BANCORP	COM	335834107	232	21,300	SH		OTR	1	0	21,300	0
FIRST NORTHWEST BANCORP	COM	335834107	52	4,800	SH		SOLE		4,800	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	3,136	38,113	SH		OTR	1	0	38,113	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	374	4,545	SH		SOLE		4,545	0	0
FIRSTENERGY CORP	COM	337932107	9,186	229,238	SH		OTR	1	0	229,238	0
FIRSTENERGY CORP	COM	337932107	392	9,794	SH		OTR	5	0	9,794	0
FIRSTENERGY CORP	COM	337932107	589	14,702	SH		SOLE		14,702	0	0
FISERV INC	COM	337738108	10,123	106,570	SH		OTR	1	0	106,570	0
FISERV INC	COM	337738108	1,345	14,164	SH		SOLE		14,164	0	0
FITBIT INC	CL A	33812L102	71	10,600	SH		OTR	1	0	10,600	0
FITBIT INC	CL A	33812L102	13	1,900	SH		SOLE		1,900	0	0
FIVE9 INC	COM	338307101	1,774	23,200	SH		OTR	1	0	23,200	0
FIVE9 INC	COM	338307101	382	5,000	SH		SOLE		5,000	0	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	1,684	84,898	SH		OTR	1	0	84,898	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	369	18,624	SH		SOLE		18,624	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	2,046	10,968	SH		OTR	1	0	10,968	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	435	2,332	SH		SOLE		2,332	0	0
FLEXION THERAPEUTICS INC	NOTE 3.375% 5/0	33938JAB2	35	45,000	PRN		SOLE		45,000	0	0
FLIR SYS INC	COM	302445101	548	17,196	SH		OTR	1	0	17,196	0
FLIR SYS INC	COM	302445101	104	3,258	SH		SOLE		3,258	0	0
FLOWSERVE CORP	COM	34354P105	397	16,636	SH		OTR	1	0	16,636	0
FLOWSERVE CORP	COM	34354P105	74	3,087	SH		SOLE		3,087	0	0
FLUOR CORP NEW	COM	343412102	632	91,448	SH		OTR	1	0	91,448	0
FLUOR CORP NEW	COM	343412102	158	22,830	SH		SOLE		22,830	0	0
FLUSHING FINL CORP	COM	343873105	391	29,255	SH		SOLE		29,255	0	0
FLUSHING FINL CORP	COM	343873105	1,784	133,553	SH		OTR	1	0	133,553	0
FLWS/1-800 FLOWERS	CL A	68243Q106	1,447	109,350	SH		OTR	1	0	109,350	0
FLWS/1-800 FLOWERS	CL A	68243Q106	315	23,796	SH		SOLE		23,796	0	0
FOOT LOCKER INC	COM	344849104	3,602	163,371	SH		OTR	1	0	163,371	0
FOOT LOCKER INC	COM	344849104	174	7,900	SH		SOLE		7,900	0	0
FORD MTR CO DEL	COM	345370860	3,609	747,229	SH		OTR	1	0	747,229	0
FORD MTR CO DEL	COM	345370860	493	102,103	SH		SOLE		102,103	0	0
FORESTAR GROUP INC	COM	346232101	745	72,000	SH		OTR	1	0	72,000	0
FORESTAR GROUP INC	COM	346232101	161	15,600	SH		SOLE		15,600	0	0
FORMFACTOR INC	COM	346375108	2,391	119,000	SH		OTR	1	0	119,000	0
FORMFACTOR INC	COM	346375108	514	25,600	SH		SOLE		25,600	0	0
FORTERRA INC	COM	34960W106	303	50,600	SH		OTR	1	0	50,600	0
FORTERRA INC	COM	34960W106	68	11,400	SH		SOLE		11,400	0	0
FORTINET INC	COM	34959E109	20,520	202,823	SH		OTR	1	0	202,823	0
FORTINET INC	COM	34959E109	1,173	11,590	SH		OTR	5	0	11,590	0
FORTINET INC	COM	34959E109	1,027	10,152	SH		SOLE		10,152	0	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	123	170	SH		SOLE		170	0	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	4,202	5,838	SH		DFND	1	0	5,838	0
FORTIVE CORP	5% PFD CNV SER A	34959J207	64	89	SH		OTR	4	0	89	0
FORTIVE CORP	COM	34959J108	2,066	37,441	SH		OTR	1	0	37,441	0
FORTIVE CORP	COM	34959J108	426	7,723	SH		SOLE		7,723	0	0
FORTIVE CORP	NOTE 0.875% 2/1	34959JAK4	13,290	14,262,000	PRN		SOLE		14,262,000	0	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	200	4,628	SH		SOLE		4,628	0	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	806	18,645	SH		OTR	1	0	18,645	0
FORTY SEVEN INC	COM	34983P104	1,088	11,400	SH		OTR	1	0	11,400	0
FORTY SEVEN INC	COM	34983P104	229	2,400	SH		SOLE		2,400	0	0
FOSTER L B CO	COM	350060109	918	74,236	SH		OTR	1	0	74,236	0
FOSTER L B CO	COM	350060109	201	16,301	SH		SOLE		16,301	0	0
FOUR CORNERS PPTY TR INC	COM	35086T109	1,476	78,900	SH		OTR	1	0	78,900	0
FOUR CORNERS PPTY TR INC	COM	35086T109	339	18,100	SH		SOLE		18,100	0	0
FOX CORP	CL A COM	35137L105	184	7,790	SH		SOLE		7,790	0	0
FOX CORP	CL A COM	35137L105	1,041	44,074	SH		OTR	1	0	44,074	0
FOX CORP	CL B COM	35137L204	196	8,547	SH		SOLE		8,547	0	0
FOX CORP	CL B COM	35137L204	8	332	SH		OTR	5	0	332	0
FOX CORP	CL B COM	35137L204	1,485	64,912	SH		OTR	1	0	64,912	0
FRANKLIN RESOURCES INC	COM	354613101	1,794	107,466	SH		OTR	1	0	107,466	0
FRANKLIN RESOURCES INC	COM	354613101	110	6,569	SH		SOLE		6,569	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	1,242	184,043	SH		OTR	1	0	184,043	0
FREEPORT-MCMORAN INC	CL B	35671D857	260	38,520	SH		SOLE		38,520	0	0
FRESHPET INC	COM	358039105	709	11,100	SH		OTR	1	0	11,100	0
FRESHPET INC	COM	358039105	160	2,500	SH		SOLE		2,500	0	0
FRONTDOOR INC	COM	35905A109	2,778	79,881	SH		OTR	1	0	79,881	0
FRONTDOOR INC	COM	35905A109	365	10,500	SH		SOLE		10,500	0	0
FS BANCORP INC	COM	30263Y104	826	22,953	SH		OTR	1	0	22,953	0
FS BANCORP INC	COM	30263Y104	180	4,992	SH		SOLE		4,992	0	0
FTI CONSULTING INC	COM	302941109	303	2,533	SH		OTR	5	0	2,533	0
FTI CONSULTING INC	COM	302941109	127	1,057	SH		SOLE		1,057	0	0
FTI CONSULTING INC	COM	302941109	1,596	13,324	SH		OTR	1	0	13,324	0
FTI CONSULTING INC	NOTE 2.000% 8/1	302941AP4	111	85,000	PRN		SOLE		85,000	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	1,962	24,065	SH		OTR	1	0	24,065	0
GALLAGHER ARTHUR J & CO	COM	363576109	404	4,955	SH		SOLE		4,955	0	0
GAMING & LEISURE PPTYS INC	COM	36467J108	2,069	74,651	SH		OTR	1	0	74,651	0
GAMING & LEISURE PPTYS INC	COM	36467J108	27	967	SH		SOLE		967	0	0
GAP INC	COM	364760108	35	4,974	SH		SOLE		4,974	0	0
GAP INC	COM	364760108	191	27,080	SH		OTR	1	0	27,080	0
GARTNER INC	COM	366651107	251	2,517	SH		SOLE		2,517	0	0
GARTNER INC	COM	366651107	1,138	11,433	SH		OTR	1	0	11,433	0
GENERAC HLDGS INC	COM	368736104	3,922	42,100	SH		OTR	1	0	42,100	0
GENERAC HLDGS INC	COM	368736104	857	9,200	SH		SOLE		9,200	0	0
GENERAL DYNAMICS CORP	COM	369550108	5,174	39,106	SH		OTR	1	0	39,106	0
GENERAL DYNAMICS CORP	COM	369550108	806	6,094	SH		SOLE		6,094	0	0
GENERAL ELECTRIC CO	COM	369604103	10,108	1,273,029	SH		OTR	1	0	1,273,029	0
GENERAL ELECTRIC CO	COM	369604103	1,809	227,874	SH		SOLE		227,874	0	0
GENERAL MLS INC	COM	370334104	5,360	101,570	SH		OTR	1	0	101,570	0
GENERAL MLS INC	COM	370334104	840	15,925	SH		SOLE		15,925	0	0
GENERAL MTRS CO	COM	37045V100	4,499	216,530	SH		OTR	1	0	216,530	0
GENERAL MTRS CO	COM	37045V100	682	32,843	SH		SOLE		32,843	0	0
GENUINE PARTS CO	COM	372460105	258	3,827	SH		SOLE		3,827	0	0
GENUINE PARTS CO	COM	372460105	1,248	18,530	SH		OTR	1	0	18,530	0
GENWORTH FINL INC	COM CL A	37247D106	1,916	577,100	SH		OTR	1	0	577,100	0
GENWORTH FINL INC	COM CL A	37247D106	430	129,500	SH		SOLE		129,500	0	0
GEO GROUP INC NEW	COM	36162J106	1,321	108,665	SH		OTR	1	0	108,665	0
GEO GROUP INC NEW	COM	36162J106	286	23,507	SH		SOLE		23,507	0	0
GILEAD SCIENCES INC	COM	375558103	19,520	261,105	SH		OTR	1	0	261,105	0
GILEAD SCIENCES INC	COM	375558103	1,443	19,303	SH		OTR	5	0	19,303	0
GILEAD SCIENCES INC	COM	375558103	3,051	40,817	SH		SOLE		40,817	0	0
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	1,602	31,354	SH		OTR	1	0	31,354	0
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	352	6,883	SH		SOLE		6,883	0	0
GLOBAL MED REIT INC	COM NEW	37954A204	284	28,100	SH		OTR	1	0	28,100	0
GLOBAL MED REIT INC	COM NEW	37954A204	69	6,800	SH		SOLE		6,800	0	0
GLOBAL PMTS INC	COM	37940X102	6,889	47,767	SH		OTR	1	0	47,767	0
GLOBAL PMTS INC	COM	37940X102	1,092	7,568	SH		SOLE		7,568	0	0
GLOBAL WTR RES INC	COM	379463102	258	25,300	SH		OTR	1	0	25,300	0
GLOBAL WTR RES INC	COM	379463102	54	5,300	SH		SOLE		5,300	0	0
GLOBE LIFE INC	COM	37959E102	918	12,759	SH		OTR	1	0	12,759	0
GLOBE LIFE INC	COM	37959E102	172	2,387	SH		SOLE		2,387	0	0
GLOBUS MED INC	CL A	379577208	591	13,900	SH		SOLE		13,900	0	0
GLOBUS MED INC	CL A	379577208	2,747	64,600	SH		OTR	1	0	64,600	0
GLU MOBILE INC	COM	379890106	152	24,200	SH		OTR	1	0	24,200	0
GLU MOBILE INC	COM	379890106	33	5,300	SH		SOLE		5,300	0	0
GMS INC	COM	36251C103	1,276	81,100	SH		OTR	1	0	81,100	0
GMS INC	COM	36251C103	271	17,200	SH		SOLE		17,200	0	0
GODADDY INC	CL A	380237107	12,051	211,010	SH		OTR	1	0	211,010	0
GODADDY INC	CL A	380237107	323	5,651	SH		SOLE		5,651	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	7,472	48,335	SH		OTR	1	0	48,335	0
GOLDMAN SACHS GROUP INC	COM	38141G104	1,266	8,191	SH		SOLE		8,191	0	0
GRAINGER W W INC	COM	384802104	1,395	5,613	SH		OTR	1	0	5,613	0
GRAINGER W W INC	COM	384802104	307	1,237	SH		SOLE		1,237	0	0
GRAPHIC PACKAGING HLDG CO	COM	388689101	1,058	86,698	SH		OTR	1	0	86,698	0
GREAT LAKES DREDGE & DOCK CO	COM	390607109	96	11,600	SH		SOLE		11,600	0	0
GREAT LAKES DREDGE & DOCK CO	COM	390607109	445	53,663	SH		OTR	1	0	53,663	0
GREEN BRICK PARTNERS INC	COM	392709101	651	80,900	SH		OTR	1	0	80,900	0
GREEN BRICK PARTNERS INC	COM	392709101	139	17,300	SH		SOLE		17,300	0	0
GROUP 1 AUTOMOTIVE INC	COM	398905109	1,328	30,000	SH		OTR	1	0	30,000	0
GROUP 1 AUTOMOTIVE INC	COM	398905109	288	6,500	SH		SOLE		6,500	0	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	116	120,000	PRN		SOLE		120,000	0	0
H & E EQUIPMENT SERVICES INC	COM	404030108	699	47,600	SH		OTR	1	0	47,600	0
H & E EQUIPMENT SERVICES INC	COM	404030108	148	10,100	SH		SOLE		10,100	0	0
HAEMONETICS CORP	COM	405024100	638	6,400	SH		SOLE		6,400	0	0
HAEMONETICS CORP	COM	405024100	2,870	28,800	SH		OTR	1	0	28,800	0
HALLADOR ENERGY COMPANY	COM	40609P105	67	70,606	SH		OTR	1	0	70,606	0
HALLADOR ENERGY COMPANY	COM	40609P105	12	12,449	SH		SOLE		12,449	0	0
HALLIBURTON CO	COM	406216101	1,115	162,823	SH		OTR	1	0	162,823	0
HALLIBURTON CO	COM	406216101	175	25,481	SH		SOLE		25,481	0	0
HALLMARK FINL SVCS INC EC	COM NEW	40624Q203	509	125,868	SH		OTR	1	0	125,868	0
HALLMARK FINL SVCS INC EC	COM NEW	40624Q203	112	27,800	SH		SOLE		27,800	0	0
HALOZYME THERAPEUTICS INC	COM	40637H109	1,632	90,723	SH		OTR	1	0	90,723	0
HALOZYME THERAPEUTICS INC	COM	40637H109	354	19,655	SH		SOLE		19,655	0	0
HANCOCK WHITNEY CORPORATION	COM	410120109	980	50,214	SH		OTR	1	0	50,214	0
HANCOCK WHITNEY CORPORATION	COM	410120109	230	11,781	SH		SOLE		11,781	0	0
HANESBRANDS INC	COM	410345102	67	8,517	SH		SOLE		8,517	0	0
HANESBRANDS INC	COM	410345102	361	45,863	SH		OTR	1	0	45,863	0
HANGER INC	COM NEW	41043F208	168	10,800	SH		SOLE		10,800	0	0
HANGER INC	COM NEW	41043F208	816	52,400	SH		OTR	1	0	52,400	0
HANMI FINL CORP	COM NEW	410495204	322	29,674	SH		OTR	1	0	29,674	0
HANMI FINL CORP	COM NEW	410495204	70	6,493	SH		SOLE		6,493	0	0
HARLEY DAVIDSON INC	COM	412822108	378	19,971	SH		OTR	1	0	19,971	0
HARLEY DAVIDSON INC	COM	412822108	71	3,726	SH		SOLE		3,726	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	2,066	58,630	SH		OTR	1	0	58,630	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	331	9,397	SH		SOLE		9,397	0	0
HASBRO INC	COM	418056107	1,162	16,235	SH		OTR	1	0	16,235	0
HASBRO INC	COM	418056107	244	3,409	SH		SOLE		3,409	0	0
HAWAIIAN ELEC INDUSTRIES	COM	419870100	612	14,226	SH		OTR	1	0	14,226	0
HAWKINS INC	COM	420261109	172	4,839	SH		OTR	1	0	4,839	0
HAWKINS INC	COM	420261109	28	800	SH		SOLE		800	0	0
HCA HEALTHCARE INC	COM	40412C101	4,539	50,517	SH		OTR	1	0	50,517	0
HCA HEALTHCARE INC	COM	40412C101	625	6,956	SH		SOLE		6,956	0	0
HD SUPPLY HLDGS INC	COM	40416M105	1,325	46,592	SH		OTR	1	0	46,592	0
HEALTHCARE RLTY TR	COM	421946104	514	18,400	SH		OTR	1	0	18,400	0
HEALTHCARE RLTY TR	COM	421946104	109	3,900	SH		SOLE		3,900	0	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	2,478	103,909	SH		OTR	1	0	103,909	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	373	15,658	SH		SOLE		15,658	0	0
HEALTHSTREAM INC	COM	42222N103	400	16,700	SH		SOLE		16,700	0	0
HEALTHSTREAM INC	COM	42222N103	1,864	77,826	SH		OTR	1	0	77,826	0
HECLA MNG CO	COM	422704106	15	8,000	SH		SOLE		8,000	0	0
HECLA MNG CO	COM	422704106	64	35,400	SH		OTR	1	0	35,400	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.125% 9/1	42330PAJ6	10,424	15,785,000	PRN		OTR	1	0	15,785,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.125% 9/1	42330PAJ6	3,104	4,700,000	PRN		SOLE		4,700,000	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	3,405	4,574,000	PRN		DFND	1	0	4,574,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	52	70,000	PRN		OTR	4	0	70,000	0
HELMERICH & PAYNE INC	COM	423452101	218	13,921	SH		OTR	1	0	13,921	0
HELMERICH & PAYNE INC	COM	423452101	40	2,571	SH		SOLE		2,571	0	0
HENRY JACK & ASSOC INC	COM	426281101	1,518	9,776	SH		OTR	1	0	9,776	0
HENRY JACK & ASSOC INC	COM	426281101	343	2,209	SH		SOLE		2,209	0	0
HENRY SCHEIN INC	COM	806407102	1,384	27,388	SH		OTR	1	0	27,388	0
HENRY SCHEIN INC	COM	806407102	173	3,417	SH		SOLE		3,417	0	0
HERON THERAPEUTICS INC	COM	427746102	156	13,275	SH		SOLE		13,275	0	0
HERON THERAPEUTICS INC	COM	427746102	700	59,651	SH		OTR	1	0	59,651	0
HERSHEY CO	COM	427866108	6,249	47,163	SH		OTR	1	0	47,163	0
HERSHEY CO	COM	427866108	412	3,109	SH		OTR	5	0	3,109	0
HERSHEY CO	COM	427866108	558	4,212	SH		SOLE		4,212	0	0
HESS CORP	COM	42809H107	1,094	32,866	SH		OTR	1	0	32,866	0
HESS CORP	COM	42809H107	233	7,006	SH		SOLE		7,006	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	1,612	165,977	SH		OTR	1	0	165,977	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	349	35,941	SH		SOLE		35,941	0	0
HIBBETT SPORTS INC	COM	428567101	117	10,700	SH		SOLE		10,700	0	0
HIBBETT SPORTS INC	COM	428567101	572	52,300	SH		OTR	1	0	52,300	0
HIGHWOODS PPTYS INC	COM	431284108	18	500	SH		SOLE		500	0	0
HIGHWOODS PPTYS INC	COM	431284108	532	15,014	SH		OTR	1	0	15,014	0
HILL ROM HLDGS INC	COM	431475102	7,443	73,984	SH		OTR	1	0	73,984	0
HILL ROM HLDGS INC	COM	431475102	748	7,437	SH		OTR	5	0	7,437	0
HILL ROM HLDGS INC	COM	431475102	181	1,801	SH		SOLE		1,801	0	0
HILLTOP HOLDINGS INC	COM	432748101	1,238	81,900	SH		OTR	1	0	81,900	0
HILLTOP HOLDINGS INC	COM	432748101	277	18,300	SH		SOLE		18,300	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	2,457	36,000	SH		OTR	1	0	36,000	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	509	7,464	SH		SOLE		7,464	0	0
HMS HLDGS CORP	COM	40425J101	457	18,100	SH		SOLE		18,100	0	0
HMS HLDGS CORP	COM	40425J101	2,133	84,400	SH		OTR	1	0	84,400	0
HNI CORP	COM	404251100	922	36,600	SH		OTR	1	0	36,600	0
HNI CORP	COM	404251100	217	8,600	SH		SOLE		8,600	0	0
HOLLYFRONTIER CORP	COM	436106108	3,596	146,710	SH		OTR	1	0	146,710	0
HOLLYFRONTIER CORP	COM	436106108	48	1,951	SH		OTR	5	0	1,951	0
HOLLYFRONTIER CORP	COM	436106108	343	14,011	SH		SOLE		14,011	0	0
HOLOGIC INC	COM	436440101	6,650	189,470	SH		OTR	1	0	189,470	0
HOLOGIC INC	COM	436440101	902	25,701	SH		OTR	5	0	25,701	0
HOLOGIC INC	COM	436440101	328	9,356	SH		SOLE		9,356	0	0
HOME DEPOT INC	COM	437076102	6,455	34,573	SH		SOLE		34,573	0	0
HOME DEPOT INC	COM	437076102	39,865	213,512	SH		OTR	1	0	213,512	0
HOME DEPOT INC	COM	437076102	1,789	9,580	SH		OTR	5	0	9,580	0
HONEYWELL INTL INC	COM	438516106	2,724	20,361	SH		SOLE		20,361	0	0
HONEYWELL INTL INC	COM	438516106	35	264	SH		OTR	5	0	264	0
HONEYWELL INTL INC	COM	438516106	14,067	105,145	SH		OTR	1	0	105,145	0
HORMEL FOODS CORP	COM	440452100	1,645	35,262	SH		OTR	1	0	35,262	0
HORMEL FOODS CORP	COM	440452100	355	7,603	SH		SOLE		7,603	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	1,337	121,120	SH		OTR	1	0	121,120	0
HOST HOTELS & RESORTS INC	COM	44107P104	249	22,591	SH		SOLE		22,591	0	0
HOULIHAN LOKEY INC	CL A	441593100	740	14,200	SH		OTR	1	0	14,200	0
HOULIHAN LOKEY INC	CL A	441593100	172	3,300	SH		SOLE		3,300	0	0
HOWMET AEROSPACE INC	COM	443201108	821	51,094	SH		OTR	1	0	51,094	0
HOWMET AEROSPACE INC	COM	443201108	160	9,961	SH		SOLE		9,961	0	0
HP INC	COM	40434L105	15,768	908,319	SH		OTR	1	0	908,319	0
HP INC	COM	40434L105	1,121	64,602	SH		OTR	5	0	64,602	0
HP INC	COM	40434L105	735	42,324	SH		SOLE		42,324	0	0
HUB GROUP INC	CL A	443320106	768	16,900	SH		OTR	1	0	16,900	0
HUB GROUP INC	CL A	443320106	182	4,000	SH		SOLE		4,000	0	0
HUBSPOT INC	NOTE 0.250% 6/0	443573AB6	141	95,000	PRN		SOLE		95,000	0	0
HUMANA INC	COM	444859102	22,210	70,728	SH		OTR	1	0	70,728	0
HUMANA INC	COM	444859102	1,469	4,678	SH		OTR	5	0	4,678	0
HUMANA INC	COM	444859102	1,937	6,168	SH		SOLE		6,168	0	0
HUNT J B TRANS SVCS INC	COM	445658107	1,005	10,893	SH		OTR	1	0	10,893	0
HUNT J B TRANS SVCS INC	COM	445658107	233	2,527	SH		SOLE		2,527	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	1,084	131,984	SH		OTR	1	0	131,984	0
HUNTINGTON BANCSHARES INC	COM	446150104	231	28,078	SH		SOLE		28,078	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	1,013	5,560	SH		OTR	5	0	5,560	0
HUNTINGTON INGALLS INDS INC	COM	446413106	419	2,297	SH		SOLE		2,297	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	10,383	56,986	SH		OTR	1	0	56,986	0
HUNTSMAN CORP	COM	447011107	1,427	98,892	SH		OTR	1	0	98,892	0
IAC INTERACTIVECORP	COM	44919P508	5,972	33,322	SH		OTR	1	0	33,322	0
IAC INTERACTIVECORP	COM	44919P508	63	350	SH		SOLE		350	0	0
IDACORP INC	COM	451107106	969	11,041	SH		OTR	1	0	11,041	0
IDEX CORP	COM	45167R104	1,328	9,614	SH		OTR	1	0	9,614	0
IDEX CORP	COM	45167R104	288	2,086	SH		SOLE		2,086	0	0
IDEXX LABS INC	COM	45168D104	2,693	11,117	SH		OTR	1	0	11,117	0
IDEXX LABS INC	COM	45168D104	613	2,530	SH		SOLE		2,530	0	0
IDT CORP	CL B NEW	448947507	254	46,900	SH		SOLE		46,900	0	0
IDT CORP	CL B NEW	448947507	1,160	214,000	SH		OTR	1	0	214,000	0
II VI INC	COM	902104108	205	7,200	SH		OTR	1	0	7,200	0
II VI INC	COM	902104108	46	1,600	SH		SOLE		1,600	0	0
II VI INC	NOTE 0.250% 9/0	902104AB4	96	105,000	PRN		SOLE		105,000	0	0
ILLINOIS TOOL WKS INC	COM	452308109	5,313	37,385	SH		OTR	1	0	37,385	0
ILLINOIS TOOL WKS INC	COM	452308109	1,111	7,815	SH		SOLE		7,815	0	0
ILLUMINA INC	COM	452327109	5,093	18,648	SH		OTR	1	0	18,648	0
ILLUMINA INC	COM	452327109	1,053	3,857	SH		SOLE		3,857	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	5,418	4,436,000	PRN		DFND	1	0	4,436,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	10,666	8,697,000	PRN		SOLE		8,697,000	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	83	68,000	PRN		OTR	4	0	68,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	21,035	17,151,000	PRN		OTR	1	0	17,151,000	0
ILLUMINA INC	NOTE 8/1	452327AK5	19,785	20,459,000	PRN		OTR	1	0	20,459,000	0
ILLUMINA INC	NOTE 8/1	452327AK5	1,650	1,706,000	PRN		SOLE		1,706,000	0	0
IMMUNOMEDICS INC	COM	452907108	1,364	101,191	SH		OTR	1	0	101,191	0
IMMUNOMEDICS INC	COM	452907108	294	21,805	SH		SOLE		21,805	0	0
INCYTE CORP	COM	45337C102	17,536	239,471	SH		OTR	1	0	239,471	0
INCYTE CORP	COM	45337C102	1,030	14,071	SH		OTR	5	0	14,071	0
INCYTE CORP	COM	45337C102	509	6,949	SH		SOLE		6,949	0	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INSRED	45409F843	34,319	1,291,650	SH		OTR	3	0	1,291,650	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INTRME	45409F827	41,069	1,596,150	SH		OTR	3	0	1,596,150	0
INDEXIQ ACTIVE ETF TR	IQ ULTR SHT DU	45409F819	24,183	499,900	SH		OTR	3	0	499,900	0
INDEXIQ ETF TR	HDG EVE DRIV	45409B404	4,546	231,687	SH		OTR	3	0	231,687	0
INDEXIQ ETF TR	IQ 500 INT ETF	45409B362	4,187	200,025	SH		OTR	3	0	200,025	0
INDEXIQ ETF TR	IQ CANDRM ESG US	45409B461	4,227	198,400	SH		OTR	3	0	198,400	0
INDEXIQ ETF TR	IQ CNDRM ESG INT	45409B453	7,819	397,300	SH		OTR	3	0	397,300	0
INDEXIQ ETF TR	IQ S&P HGH YLD	45409B412	18,822	813,158	SH		OTR	3	0	813,158	0
INDEXIQ ETF TR	IQ SHORT DURAT	45409B339	2,944	120,000	SH		OTR	3	0	120,000	0
INDEXIQ ETF TR	LNG SHT TRACK	45409B305	4,527	225,725	SH		OTR	3	0	225,725	0
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	456237106	1,419	80,900	SH		OTR	1	0	80,900	0
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	456237106	307	17,500	SH		SOLE		17,500	0	0
INFINERA CORP	COM	45667G103	243	45,900	SH		OTR	1	0	45,900	0
INFINERA CORP	COM	45667G103	51	9,600	SH		SOLE		9,600	0	0
INFINERA CORP	NOTE 2.125% 9/0	45667GAC7	110	130,000	PRN		SOLE		130,000	0	0
INGERSOLL RAND INC	COM	45687V106	2,275	91,751	SH		OTR	1	0	91,751	0
INGERSOLL RAND INC	COM	45687V106	122	4,908	SH		OTR	5	0	4,908	0
INGERSOLL RAND INC	COM	45687V106	222	8,946	SH		SOLE		8,946	0	0
INGLES MKTS INC	CL A	457030104	1,125	31,100	SH		OTR	1	0	31,100	0
INGLES MKTS INC	CL A	457030104	257	7,100	SH		SOLE		7,100	0	0
INGREDION INC	COM	457187102	4,138	54,811	SH		OTR	1	0	54,811	0
INGREDION INC	COM	457187102	272	3,600	SH		SOLE		3,600	0	0
INNOSPEC INC	COM	45768S105	570	8,200	SH		OTR	1	0	8,200	0
INNOSPEC INC	COM	45768S105	132	1,900	SH		SOLE		1,900	0	0
INNOVATIVE INDL PPTYS INC	COM	45781V101	38	500	SH		SOLE		500	0	0
INNOVATIVE INDL PPTYS INC	COM	45781V101	182	2,400	SH		OTR	1	0	2,400	0
INNOVIVA INC	COM	45781M101	2,149	182,700	SH		OTR	1	0	182,700	0
INNOVIVA INC	COM	45781M101	469	39,900	SH		SOLE		39,900	0	0
INOVALON HLDGS INC	COM CL A	45781D101	2,249	135,000	SH		OTR	1	0	135,000	0
INOVALON HLDGS INC	COM CL A	45781D101	490	29,400	SH		SOLE		29,400	0	0
INPHI CORP	COM	45772F107	1,354	17,100	SH		OTR	1	0	17,100	0
INPHI CORP	COM	45772F107	293	3,700	SH		SOLE		3,700	0	0
INPHI CORP	NOTE 0.750% 9/0	45772FAC1	351	240,000	PRN		SOLE		240,000	0	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	12,186	6,132,000	PRN		SOLE		6,132,000	0	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	47,642	23,973,000	PRN		OTR	1	0	23,973,000	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	6,459	3,254,000	PRN		DFND	1	0	3,254,000	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	101	51,000	PRN		OTR	4	0	51,000	0
INSMED INC	COM PAR $.01	457669307	1,007	62,826	SH		OTR	1	0	62,826	0
INSMED INC	COM PAR $.01	457669307	222	13,854	SH		SOLE		13,854	0	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	80	95,000	PRN		SOLE		95,000	0	0
INSTALLED BLDG PRODS INC	COM	45780R101	1,647	41,300	SH		OTR	1	0	41,300	0
INSTALLED BLDG PRODS INC	COM	45780R101	359	9,000	SH		SOLE		9,000	0	0
INSTEEL INDUSTRIES INC	COM	45774W108	219	16,500	SH		OTR	1	0	16,500	0
INSTEEL INDUSTRIES INC	COM	45774W108	53	4,000	SH		SOLE		4,000	0	0
INSULET CORP	COM	45784P101	17	100	SH		SOLE		100	0	0
INSULET CORP	COM	45784P101	1,944	11,734	SH		OTR	1	0	11,734	0
INTEGER HLDGS CORP	COM	45826H109	2,412	38,374	SH		OTR	1	0	38,374	0
INTEGER HLDGS CORP	COM	45826H109	523	8,319	SH		SOLE		8,319	0	0
INTEL CORP	COM	458140100	45,653	843,550	SH		OTR	1	0	843,550	0
INTEL CORP	COM	458140100	3,315	61,246	SH		OTR	5	0	61,246	0
INTEL CORP	COM	458140100	7,702	142,309	SH		SOLE		142,309	0	0
INTELSAT S A	NOTE 4.500% 6/1	45790VAB6	16	75,000	PRN		SOLE		75,000	0	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	980	15,565	SH		OTR	1	0	15,565	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	218	3,461	SH		SOLE		3,461	0	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	3,442	4,172,000	PRN		SOLE		4,172,000	0	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	1,460	1,825,000	PRN		DFND	1	0	1,825,000	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	9,682	11,735,000	PRN		OTR	1	0	11,735,000	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	25	31,000	PRN		OTR	4	0	31,000	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	1,257	15,568	SH		SOLE		15,568	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	1,412	17,487	SH		OTR	5	0	17,487	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	12,658	156,750	SH		OTR	1	0	156,750	0
INTERNATIONAL BANCSHARES COR	COM	459044103	328	12,200	SH		OTR	1	0	12,200	0
INTERNATIONAL BANCSHARES COR	COM	459044103	78	2,900	SH		SOLE		2,900	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	14,010	126,296	SH		OTR	1	0	126,296	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	40	364	SH		OTR	5	0	364	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	2,591	23,361	SH		SOLE		23,361	0	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	1,384	13,559	SH		OTR	1	0	13,559	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	287	2,815	SH		SOLE		2,815	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	180	11,099	SH		SOLE		11,099	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	919	56,740	SH		OTR	1	0	56,740	0
INTL FCSTONE INC	COM	46116V105	1,948	53,719	SH		OTR	1	0	53,719	0
INTL FCSTONE INC	COM	46116V105	424	11,700	SH		SOLE		11,700	0	0
INTL PAPER CO	COM	460146103	1,557	50,005	SH		OTR	1	0	50,005	0
INTL PAPER CO	COM	460146103	334	10,739	SH		SOLE		10,739	0	0
INTUIT	COM	461202103	19,304	83,931	SH		OTR	1	0	83,931	0
INTUIT	COM	461202103	1,818	7,904	SH		SOLE		7,904	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	7,243	14,627	SH		OTR	1	0	14,627	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	1,494	3,017	SH		SOLE		3,017	0	0
INVESCO ADVANTAGE MUN INCOME	SH BEN INT	46132E103	2,528	246,115	SH		SOLE		246,115	0	0
INVESCO MUN TR	COM	46131J103	662	56,581	SH		SOLE		56,581	0	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	1,646	135,572	SH		SOLE		135,572	0	0
INVESCO QUALITY MUNI INC TRS	COM	46133G107	4,870	415,881	SH		SOLE		415,881	0	0
INVESCO TR INVT GRADE MUNS	COM	46131M106	2,130	176,151	SH		SOLE		176,151	0	0
INVESTORS BANCORP INC NEW	COM	46146L101	2,257	282,500	SH		OTR	1	0	282,500	0
INVESTORS BANCORP INC NEW	COM	46146L101	492	61,600	SH		SOLE		61,600	0	0
INVITAE CORP	COM	46185L103	202	14,800	SH		OTR	1	0	14,800	0
INVITAE CORP	COM	46185L103	49	3,600	SH		SOLE		3,600	0	0
INVITATION HOMES INC	COM	46187W107	3,202	149,814	SH		OTR	1	0	149,814	0
INVITATION HOMES INC	COM	46187W107	83	3,864	SH		SOLE		3,864	0	0
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	1,797	60,020	SH		OTR	1	0	60,020	0
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	393	13,118	SH		SOLE		13,118	0	0
IPG PHOTONICS CORP	COM	44980X109	498	4,520	SH		OTR	1	0	4,520	0
IPG PHOTONICS CORP	COM	44980X109	94	856	SH		SOLE		856	0	0
IQVIA HLDGS INC	COM	46266C105	799	7,407	SH		OTR	5	0	7,407	0
IQVIA HLDGS INC	COM	46266C105	969	8,986	SH		SOLE		8,986	0	0
IQVIA HLDGS INC	COM	46266C105	20,313	188,326	SH		OTR	1	0	188,326	0
IRHYTHM TECHNOLOGIES INC	COM	450056106	635	7,800	SH		OTR	1	0	7,800	0
IRHYTHM TECHNOLOGIES INC	COM	450056106	138	1,700	SH		SOLE		1,700	0	0
IRIDIUM COMMUNICATIONS INC	COM	46269C102	163	7,300	SH		OTR	1	0	7,300	0
IRIDIUM COMMUNICATIONS INC	COM	46269C102	38	1,700	SH		SOLE		1,700	0	0
IRON MTN INC NEW	COM	46284V101	1,243	52,236	SH		OTR	1	0	52,236	0
IRON MTN INC NEW	COM	46284V101	219	9,213	SH		SOLE		9,213	0	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	212	20,967	SH		SOLE		20,967	0	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	942	93,324	SH		OTR	1	0	93,324	0
IRONWOOD PHARMACEUTICALS INC	DBCV 2.250% 6/1	46333XAD0	117	110,000	PRN		SOLE		110,000	0	0
ISHARES GOLD TRUST	ISHARES	464285105	9,324	618,700	SH		OTR	1	0	618,700	0
ISHARES TR	MSCI SAUDI ARBIA	46434V423	1,156	48,296	SH		OTR	1	0	48,296	0
ISHARES TR	NATIONAL MUN ETF	464288414	649	5,747	SH		SOLE		5,747	0	0
ISHARES TR	RUS 1000 GRW ETF	464287614	10,395	69,004	SH		OTR	1	0	69,004	0
ISHARES TR	RUS MID CAP ETF	464287499	13,973	323,669	SH		OTR	1	0	323,669	0
ISHARES TR	RUSSELL 2000 ETF	464287655	13,357	116,700	SH		OTR	1	0	116,700	0
ISHARES TR	RUSSELL 2000 ETF	464287655	877	7,666	SH		SOLE		7,666	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	45	44,000	PRN		OTR	4	0	44,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	7,267	7,163,000	PRN		SOLE		7,163,000	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	23,159	22,826,000	PRN		OTR	1	0	22,826,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	2,912	2,877,000	PRN		DFND	1	0	2,877,000	0
ITRON INC	COM	465741106	123	2,200	SH		SOLE		2,200	0	0
ITRON INC	COM	465741106	508	9,100	SH		OTR	1	0	9,100	0
J ALEXANDERS HLDGS INC	COM	46609J106	205	53,414	SH		OTR	1	0	53,414	0
J ALEXANDERS HLDGS INC	COM	46609J106	45	11,697	SH		SOLE		11,697	0	0
J2 GLOBAL INC	COM	48123V102	614	8,200	SH		OTR	1	0	8,200	0
J2 GLOBAL INC	COM	48123V102	142	1,900	SH		SOLE		1,900	0	0
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	129	105,000	PRN		SOLE		105,000	0	0
JABIL INC	COM	466313103	402	16,348	SH		SOLE		16,348	0	0
JABIL INC	COM	466313103	15,517	631,304	SH		OTR	1	0	631,304	0
JABIL INC	COM	466313103	805	32,758	SH		OTR	5	0	32,758	0
JACOBS ENGR GROUP INC	COM	469814107	1,348	17,007	SH		OTR	1	0	17,007	0
JACOBS ENGR GROUP INC	COM	469814107	291	3,676	SH		SOLE		3,676	0	0
JAZZ INVESTMENTS I LTD	NOTE 1.875% 8/1	472145AB7	205	215,000	PRN		SOLE		215,000	0	0
JD COM INC	SPON ADR CL A	47215P106	2	46	SH		DFND	1	0	46	0
JD COM INC	SPON ADR CL A	47215P106	1,112	27,452	SH		OTR	1	0	27,452	0
JD COM INC	SPON ADR CL A	47215P106	146	3,600	SH		SOLE		3,600	0	0
JEFFERIES FINL GROUP INC	COM	47233W109	7,114	520,441	SH		OTR	1	0	520,441	0
JEFFERIES FINL GROUP INC	COM	47233W109	442	32,344	SH		OTR	5	0	32,344	0
JEFFERIES FINL GROUP INC	COM	47233W109	470	34,379	SH		SOLE		34,379	0	0
JELD-WEN HLDG INC	COM	47580P103	161	16,500	SH		SOLE		16,500	0	0
JELD-WEN HLDG INC	COM	47580P103	780	80,200	SH		OTR	1	0	80,200	0
JOHNSON & JOHNSON	COM	478160104	11,025	84,075	SH		SOLE		84,075	0	0
JOHNSON & JOHNSON	COM	478160104	74,382	567,238	SH		OTR	1	0	567,238	0
JOHNSON & JOHNSON	COM	478160104	4,236	32,301	SH		OTR	5	0	32,301	0
JONES LANG LASALLE INC	COM	48020Q107	3,291	32,586	SH		OTR	1	0	32,586	0
JONES LANG LASALLE INC	COM	48020Q107	469	4,648	SH		OTR	5	0	4,648	0
JONES LANG LASALLE INC	COM	48020Q107	53	526	SH		SOLE		526	0	0
JPMORGAN CHASE & CO	COM	46625H100	48,784	541,862	SH		OTR	1	0	541,862	0
JPMORGAN CHASE & CO	COM	46625H100	3,315	36,823	SH		OTR	5	0	36,823	0
JPMORGAN CHASE & CO	COM	46625H100	7,598	84,396	SH		SOLE		84,396	0	0
JUNIPER NETWORKS INC	COM	48203R104	817	42,703	SH		OTR	1	0	42,703	0
JUNIPER NETWORKS INC	COM	48203R104	186	9,700	SH		SOLE		9,700	0	0
K12 INC	COM	48273U102	1,281	67,918	SH		OTR	1	0	67,918	0
K12 INC	COM	48273U102	270	14,327	SH		SOLE		14,327	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	1,563	12,290	SH		OTR	1	0	12,290	0
KANSAS CITY SOUTHERN	COM NEW	485170302	342	2,689	SH		SOLE		2,689	0	0
KARYOPHARM THERAPEUTICS INC	NOTE 3.000%10/1	48576UAA4	133	93,000	PRN		SOLE		93,000	0	0
KB HOME	COM	48666K109	791	43,700	SH		OTR	1	0	43,700	0
KB HOME	COM	48666K109	183	10,100	SH		SOLE		10,100	0	0
KELLOGG CO	COM	487836108	1,892	31,539	SH		OTR	1	0	31,539	0
KELLOGG CO	COM	487836108	404	6,741	SH		SOLE		6,741	0	0
KEMPER CORP DEL	COM	488401100	2,159	29,029	SH		OTR	1	0	29,029	0
KEMPER CORP DEL	COM	488401100	174	2,337	SH		SOLE		2,337	0	0
KEURIG DR PEPPER INC	COM	49271V100	1,211	49,896	SH		OTR	1	0	49,896	0
KEYCORP	COM	493267108	1,303	125,663	SH		OTR	1	0	125,663	0
KEYCORP	COM	493267108	275	26,500	SH		SOLE		26,500	0	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	1,993	23,818	SH		OTR	1	0	23,818	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	422	5,038	SH		SOLE		5,038	0	0
KIMBALL ELECTRONICS INC	COM	49428J109	815	74,600	SH		OTR	1	0	74,600	0
KIMBALL ELECTRONICS INC	COM	49428J109	180	16,500	SH		SOLE		16,500	0	0
KIMBALL INTL INC	CL B	494274103	1,155	97,000	SH		OTR	1	0	97,000	0
KIMBALL INTL INC	CL B	494274103	241	20,200	SH		SOLE		20,200	0	0
KIMBERLY CLARK CORP	COM	494368103	6,898	53,944	SH		OTR	1	0	53,944	0
KIMBERLY CLARK CORP	COM	494368103	1,160	9,069	SH		SOLE		9,069	0	0
KIMCO RLTY CORP	COM	49446R109	578	59,785	SH		OTR	1	0	59,785	0
KIMCO RLTY CORP	COM	49446R109	138	14,255	SH		SOLE		14,255	0	0
KINDER MORGAN INC DEL	COM	49456B101	5,044	362,387	SH		OTR	1	0	362,387	0
KINDER MORGAN INC DEL	COM	49456B101	961	69,063	SH		SOLE		69,063	0	0
KINSALE CAP GROUP INC	COM	49714P108	627	6,000	SH		OTR	1	0	6,000	0
KINSALE CAP GROUP INC	COM	49714P108	136	1,300	SH		SOLE		1,300	0	0
KLA CORPORATION	COM NEW	482480100	9,300	64,702	SH		OTR	1	0	64,702	0
KLA CORPORATION	COM NEW	482480100	986	6,859	SH		SOLE		6,859	0	0
KNOLL INC	COM NEW	498904200	1,135	110,000	SH		OTR	1	0	110,000	0
KNOLL INC	COM NEW	498904200	248	24,000	SH		SOLE		24,000	0	0
KODIAK SCIENCES INC	COM	50015M109	153	3,200	SH		SOLE		3,200	0	0
KODIAK SCIENCES INC	COM	50015M109	696	14,600	SH		OTR	1	0	14,600	0
KOHLS CORP	COM	500255104	437	29,963	SH		OTR	1	0	29,963	0
KOHLS CORP	COM	500255104	55	3,745	SH		SOLE		3,745	0	0
KOSMOS ENERGY LTD	COM	500688106	535	597,648	SH		OTR	1	0	597,648	0
KRAFT HEINZ CO	COM	500754106	3,147	127,206	SH		OTR	1	0	127,206	0
KRAFT HEINZ CO	COM	500754106	410	16,569	SH		SOLE		16,569	0	0
KROGER CO	COM	501044101	16,291	540,885	SH		OTR	1	0	540,885	0
KROGER CO	COM	501044101	999	33,181	SH		OTR	5	0	33,181	0
KROGER CO	COM	501044101	957	31,781	SH		SOLE		31,781	0	0
L BRANDS INC	COM	501797104	339	29,347	SH		OTR	1	0	29,347	0
L BRANDS INC	COM	501797104	63	5,421	SH		SOLE		5,421	0	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	1,037	5,755	SH		SOLE		5,755	0	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	7,876	43,729	SH		OTR	1	0	43,729	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	1,570	12,422	SH		OTR	1	0	12,422	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	329	2,605	SH		SOLE		2,605	0	0
LAKELAND BANCORP INC	COM	511637100	731	67,600	SH		OTR	1	0	67,600	0
LAKELAND BANCORP INC	COM	511637100	156	14,400	SH		SOLE		14,400	0	0
LAM RESEARCH CORP	COM	512807108	28,233	117,639	SH		OTR	1	0	117,639	0
LAM RESEARCH CORP	COM	512807108	1,402	5,842	SH		OTR	5	0	5,842	0
LAM RESEARCH CORP	COM	512807108	1,527	6,363	SH		SOLE		6,363	0	0
LAMB WESTON HLDGS INC	COM	513272104	7,324	128,262	SH		OTR	1	0	128,262	0
LAMB WESTON HLDGS INC	COM	513272104	241	4,227	SH		OTR	5	0	4,227	0
LAMB WESTON HLDGS INC	COM	513272104	422	7,383	SH		SOLE		7,383	0	0
LANNET INC	COM	516012101	265	38,200	SH		OTR	1	0	38,200	0
LANNET INC	COM	516012101	64	9,200	SH		SOLE		9,200	0	0
LANTHEUS HLDGS INC	COM	516544103	125	9,800	SH		SOLE		9,800	0	0
LANTHEUS HLDGS INC	COM	516544103	523	41,000	SH		OTR	1	0	41,000	0
LAS VEGAS SANDS CORP	COM	517834107	2,805	66,051	SH		OTR	1	0	66,051	0
LAS VEGAS SANDS CORP	COM	517834107	389	9,156	SH		SOLE		9,156	0	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	173	9,700	SH		OTR	1	0	9,700	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	39	2,200	SH		SOLE		2,200	0	0
LAUDER ESTEE COS INC	CL A	518439104	4,684	29,394	SH		OTR	1	0	29,394	0
LAUDER ESTEE COS INC	CL A	518439104	1,036	6,500	SH		SOLE		6,500	0	0
LCI INDS	COM	50189K103	488	7,300	SH		OTR	1	0	7,300	0
LCI INDS	COM	50189K103	120	1,800	SH		SOLE		1,800	0	0
LEE ENTERPRISES INC	COM	523768109	10	10,600	SH		OTR	1	0	10,600	0
LEE ENTERPRISES INC	COM	523768109	2	2,000	SH		SOLE		2,000	0	0
LEGGETT & PLATT INC	COM	524660107	445	16,668	SH		OTR	1	0	16,668	0
LEGGETT & PLATT INC	COM	524660107	82	3,088	SH		SOLE		3,088	0	0
LEIDOS HOLDINGS INC	COM	525327102	17,730	193,450	SH		OTR	1	0	193,450	0
LEIDOS HOLDINGS INC	COM	525327102	1,061	11,578	SH		OTR	5	0	11,578	0
LEIDOS HOLDINGS INC	COM	525327102	870	9,489	SH		SOLE		9,489	0	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	1,990	1,818,000	PRN		DFND	1	0	1,818,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	7,222	6,581,000	PRN		OTR	1	0	6,581,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	30	27,000	PRN		OTR	4	0	27,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	2,120	1,932,000	PRN		SOLE		1,932,000	0	0
LENNAR CORP	CL A	526057104	416	10,877	SH		SOLE		10,877	0	0
LENNAR CORP	CL A	526057104	1,559	40,821	SH		OTR	1	0	40,821	0
LENNAR CORP	CL B	526057302	542	18,729	SH		OTR	1	0	18,729	0
LENNAR CORP	CL B	526057302	121	4,200	SH		SOLE		4,200	0	0
LEXICON PHARMACEUTICALS INC	NOTE 5.250%12/0	528872AB0	14	30,000	PRN		SOLE		30,000	0	0
LEXINFINTECH HLDGS LTD	ADR	528877103	98	11,100	SH		OTR	1	0	11,100	0
LEXINGTON REALTY TRUST	COM	529043101	2,231	224,651	SH		OTR	1	0	224,651	0
LEXINGTON REALTY TRUST	COM	529043101	492	49,500	SH		SOLE		49,500	0	0
LIBERTY MEDIA CORP DEL	COM C SIRIUSXM	531229607	705	22,306	SH		OTR	1	0	22,306	0
LIBERTY MEDIA CORP DEL	COM C SIRIUSXM	531229607	38	1,200	SH		SOLE		1,200	0	0
LIBERTY MEDIA CORP DEL	DEB 2.250% 9/3	531229AE2	54	115,000	PRN		SOLE		115,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	15,238	16,105,000	PRN		OTR	1	0	16,105,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	4,670	4,936,000	PRN		SOLE		4,936,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	15,972	16,857,000	PRN		OTR	1	0	16,857,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	4,360	4,614,000	PRN		DFND	1	0	4,614,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	4,737	4,999,000	PRN		SOLE		4,999,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	69	73,000	PRN		OTR	4	0	73,000	0
LIFE STORAGE INC	COM	53223X107	2,153	22,771	SH		OTR	1	0	22,771	0
LIFE STORAGE INC	COM	53223X107	19	200	SH		SOLE		200	0	0
LIFEVANTAGE CORP	COM NEW	53222K205	470	45,600	SH		OTR	1	0	45,600	0
LIFEVANTAGE CORP	COM NEW	53222K205	102	9,900	SH		SOLE		9,900	0	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	939	12,910	SH		OTR	1	0	12,910	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	196	2,694	SH		SOLE		2,694	0	0
LILLY ELI & CO	COM	532457108	27,002	194,653	SH		OTR	1	0	194,653	0
LILLY ELI & CO	COM	532457108	809	5,834	SH		OTR	5	0	5,834	0
LILLY ELI & CO	COM	532457108	3,151	22,717	SH		SOLE		22,717	0	0
LIMELIGHT NETWORKS INC	COM	53261M104	613	107,500	SH		OTR	1	0	107,500	0
LIMELIGHT NETWORKS INC	COM	53261M104	143	25,100	SH		SOLE		25,100	0	0
LINCOLN NATL CORP IND	COM	534187109	671	25,477	SH		OTR	1	0	25,477	0
LINCOLN NATL CORP IND	COM	534187109	151	5,732	SH		SOLE		5,732	0	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	4,393	787,191	SH		OTR	1	0	787,191	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	230	41,152	SH		SOLE		41,152	0	0
LITHIA MTRS INC	CL A	536797103	1,309	16,000	SH		OTR	1	0	16,000	0
LITHIA MTRS INC	CL A	536797103	270	3,300	SH		SOLE		3,300	0	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	1,483	32,628	SH		OTR	1	0	32,628	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	125	2,746	SH		SOLE		2,746	0	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	160	3,524	SH		OTR	5	0	3,524	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	10,743	11,272,000	PRN		OTR	1	0	11,272,000	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	2,019	2,118,000	PRN		SOLE		2,118,000	0	0
LIVEPERSON INC	COM	538146101	189	8,300	SH		OTR	1	0	8,300	0
LIVEPERSON INC	COM	538146101	39	1,700	SH		SOLE		1,700	0	0
LKQ CORP	COM	501889208	9,924	483,873	SH		OTR	1	0	483,873	0
LKQ CORP	COM	501889208	812	39,581	SH		OTR	5	0	39,581	0
LKQ CORP	COM	501889208	675	32,933	SH		SOLE		32,933	0	0
LOCKHEED MARTIN CORP	COM	539830109	1,761	5,195	SH		OTR	5	0	5,195	0
LOCKHEED MARTIN CORP	COM	539830109	2,966	8,751	SH		SOLE		8,751	0	0
LOCKHEED MARTIN CORP	COM	539830109	31,923	94,182	SH		OTR	1	0	94,182	0
LOEWS CORP	COM	540424108	229	6,580	SH		SOLE		6,580	0	0
LOEWS CORP	COM	540424108	1,102	31,634	SH		OTR	1	0	31,634	0
LOWES COS INC	COM	548661107	10,120	117,605	SH		OTR	1	0	117,605	0
LOWES COS INC	COM	548661107	421	4,896	SH		OTR	5	0	4,896	0
LOWES COS INC	COM	548661107	1,996	23,195	SH		SOLE		23,195	0	0
LPL FINL HLDGS INC	COM	50212V100	11,166	205,142	SH		OTR	1	0	205,142	0
LPL FINL HLDGS INC	COM	50212V100	458	8,423	SH		SOLE		8,423	0	0
LTC PPTYS INC	COM	502175102	368	11,900	SH		OTR	1	0	11,900	0
LTC PPTYS INC	COM	502175102	83	2,700	SH		SOLE		2,700	0	0
LUMENTUM HLDGS INC	COM	55024U109	1,983	26,900	SH		OTR	1	0	26,900	0
LUMENTUM HLDGS INC	COM	55024U109	435	5,900	SH		SOLE		5,900	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	6,239	4,620,000	PRN		DFND	1	0	4,620,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	56,737	41,933,000	PRN		OTR	1	0	41,933,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	96	71,000	PRN		OTR	4	0	71,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	16,648	12,304,000	PRN		SOLE		12,304,000	0	0
LUMINEX CORP DEL	COM	55027E102	173	6,300	SH		OTR	1	0	6,300	0
LUMINEX CORP DEL	COM	55027E102	39	1,400	SH		SOLE		1,400	0	0
LUTHER BURBANK CORP	COM	550550107	653	71,236	SH		OTR	1	0	71,236	0
LUTHER BURBANK CORP	COM	550550107	140	15,300	SH		SOLE		15,300	0	0
LYDALL INC DEL	COM	550819106	103	15,900	SH		SOLE		15,900	0	0
LYDALL INC DEL	COM	550819106	473	73,200	SH		OTR	1	0	73,200	0
M & T BK CORP	COM	55261F104	1,741	16,836	SH		OTR	1	0	16,836	0
M & T BK CORP	COM	55261F104	363	3,514	SH		SOLE		3,514	0	0
M/I HOMES INC	COM	55305B101	658	39,800	SH		OTR	1	0	39,800	0
M/I HOMES INC	COM	55305B101	134	8,100	SH		SOLE		8,100	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	277	345,000	PRN		SOLE		345,000	0	0
MACYS INC	COM	55616P104	192	39,185	SH		OTR	1	0	39,185	0
MACYS INC	COM	55616P104	35	7,169	SH		SOLE		7,169	0	0
MADDEN STEVEN LTD	COM	556269108	425	18,300	SH		OTR	1	0	18,300	0
MADDEN STEVEN LTD	COM	556269108	98	4,200	SH		SOLE		4,200	0	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	652	9,767	SH		OTR	1	0	9,767	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	144	2,161	SH		SOLE		2,161	0	0
MAGELLAN HEALTH INC	COM NEW	559079207	938	19,500	SH		OTR	1	0	19,500	0
MAGELLAN HEALTH INC	COM NEW	559079207	207	4,300	SH		SOLE		4,300	0	0
MALIBU BOATS INC	COM CL A	56117J100	1,756	61,000	SH		OTR	1	0	61,000	0
MALIBU BOATS INC	COM CL A	56117J100	383	13,300	SH		SOLE		13,300	0	0
MANPOWERGROUP INC	COM	56418H100	12,208	230,376	SH		OTR	1	0	230,376	0
MANPOWERGROUP INC	COM	56418H100	760	14,345	SH		OTR	5	0	14,345	0
MANPOWERGROUP INC	COM	56418H100	325	6,139	SH		SOLE		6,139	0	0
MANTECH INTL CORP	CL A	564563104	1,955	26,900	SH		OTR	1	0	26,900	0
MANTECH INTL CORP	CL A	564563104	400	5,500	SH		SOLE		5,500	0	0
MARATHON OIL CORP	COM	565849106	337	102,521	SH		OTR	1	0	102,521	0
MARATHON OIL CORP	COM	565849106	74	22,472	SH		SOLE		22,472	0	0
MARATHON PETE CORP	COM	56585A102	3,393	143,639	SH		OTR	1	0	143,639	0
MARATHON PETE CORP	COM	56585A102	407	17,225	SH		SOLE		17,225	0	0
MARCUS & MILLICHAP INC	COM	566324109	195	7,200	SH		SOLE		7,200	0	0
MARCUS & MILLICHAP INC	COM	566324109	894	33,000	SH		OTR	1	0	33,000	0
MARINEMAX INC	COM	567908108	526	50,500	SH		OTR	1	0	50,500	0
MARINEMAX INC	COM	567908108	114	10,900	SH		SOLE		10,900	0	0
MARKEL CORP	COM	570535104	467	503	SH		OTR	1	0	503	0
MARKEL CORP	COM	570535104	37	40	SH		SOLE		40	0	0
MARKETAXESS HLDGS INC	COM	57060D108	1,646	4,949	SH		OTR	1	0	4,949	0
MARKETAXESS HLDGS INC	COM	57060D108	330	992	SH		SOLE		992	0	0
MARRIOTT INTL INC NEW	CL A	571903202	540	7,218	SH		SOLE		7,218	0	0
MARRIOTT INTL INC NEW	CL A	571903202	2,593	34,655	SH		OTR	1	0	34,655	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	110	140,000	PRN		SOLE		140,000	0	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	37	47,000	PRN		OTR	4	0	47,000	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	2,331	2,996,000	PRN		DFND	1	0	2,996,000	0
MARSH & MCLENNAN COS INC	COM	571748102	9,173	106,101	SH		OTR	1	0	106,101	0
MARSH & MCLENNAN COS INC	COM	571748102	643	7,439	SH		OTR	5	0	7,439	0
MARSH & MCLENNAN COS INC	COM	571748102	1,173	13,565	SH		SOLE		13,565	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	1,499	7,920	SH		OTR	1	0	7,920	0
MARTIN MARIETTA MATLS INC	COM	573284106	315	1,667	SH		SOLE		1,667	0	0
MASCO CORP	COM	574599106	1,959	56,677	SH		OTR	1	0	56,677	0
MASCO CORP	COM	574599106	16	476	SH		OTR	5	0	476	0
MASCO CORP	COM	574599106	289	8,354	SH		SOLE		8,354	0	0
MASONITE INTL CORP NEW	COM	575385109	1,912	40,300	SH		OTR	1	0	40,300	0
MASONITE INTL CORP NEW	COM	575385109	422	8,900	SH		SOLE		8,900	0	0
MASTEC INC	COM	576323109	52	1,600	SH		SOLE		1,600	0	0
MASTEC INC	COM	576323109	223	6,800	SH		OTR	1	0	6,800	0
MASTERCARD INC	CL A	57636Q104	61,482	254,519	SH		OTR	1	0	254,519	0
MASTERCARD INC	CL A	57636Q104	2,121	8,780	SH		OTR	5	0	8,780	0
MASTERCARD INC	CL A	57636Q104	6,716	27,801	SH		SOLE		27,801	0	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	1,137	155,700	SH		OTR	1	0	155,700	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	250	34,200	SH		SOLE		34,200	0	0
MATRIX SVC CO	COM	576853105	547	57,785	SH		OTR	1	0	57,785	0
MATRIX SVC CO	COM	576853105	121	12,733	SH		SOLE		12,733	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	1,675	34,456	SH		OTR	1	0	34,456	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	349	7,188	SH		SOLE		7,188	0	0
MAXIMUS INC	COM	577933104	317	5,455	SH		OTR	1	0	5,455	0
MAXIMUS INC	COM	577933104	4	64	SH		OTR	5	0	64	0
MAXIMUS INC	COM	577933104	0	0	SH		SOLE		0	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	2,226	15,765	SH		OTR	1	0	15,765	0
MCCORMICK & CO INC	COM NON VTG	579780206	468	3,315	SH		SOLE		3,315	0	0
MCDONALDS CORP	COM	580135101	18,836	113,913	SH		OTR	1	0	113,913	0
MCDONALDS CORP	COM	580135101	321	1,943	SH		OTR	5	0	1,943	0
MCDONALDS CORP	COM	580135101	3,673	22,216	SH		SOLE		22,216	0	0
MCGRATH RENTCORP	COM	580589109	461	8,800	SH		SOLE		8,800	0	0
MCGRATH RENTCORP	COM	580589109	2,111	40,300	SH		OTR	1	0	40,300	0
MCKESSON CORP	COM	58155Q103	17,366	128,393	SH		OTR	1	0	128,393	0
MCKESSON CORP	COM	58155Q103	1,076	7,957	SH		SOLE		7,957	0	0
MDU RES GROUP INC	COM	552690109	4,386	204,000	SH		OTR	1	0	204,000	0
MDU RES GROUP INC	COM	552690109	260	12,100	SH		SOLE		12,100	0	0
MEDICAL PPTYS TRUST INC	COM	58463J304	274	15,833	SH		OTR	1	0	15,833	0
MEDICAL PPTYS TRUST INC	COM	58463J304	19	1,100	SH		SOLE		1,100	0	0
MEDNAX INC	COM	58502B106	478	41,098	SH		OTR	1	0	41,098	0
MEDPACE HLDGS INC	COM	58506Q109	2,408	32,813	SH		OTR	1	0	32,813	0
MEDPACE HLDGS INC	COM	58506Q109	519	7,066	SH		SOLE		7,066	0	0
MEET GROUP INC	COM	58513U101	254	43,300	SH		SOLE		43,300	0	0
MEET GROUP INC	COM	58513U101	1,218	207,500	SH		OTR	1	0	207,500	0
MERCHANTS BANCORP IND	COM	58844R108	228	15,000	SH		SOLE		15,000	0	0
MERCHANTS BANCORP IND	COM	58844R108	1,041	68,600	SH		OTR	1	0	68,600	0
MERCK & CO. INC	COM	58933Y105	45,811	595,415	SH		OTR	1	0	595,415	0
MERCK & CO. INC	COM	58933Y105	2,508	32,597	SH		OTR	5	0	32,597	0
MERCK & CO. INC	COM	58933Y105	5,701	74,092	SH		SOLE		74,092	0	0
MERCURY GENL CORP NEW	COM	589400100	3,904	95,868	SH		OTR	1	0	95,868	0
MERCURY GENL CORP NEW	COM	589400100	518	12,715	SH		SOLE		12,715	0	0
MERCURY SYS INC	COM	589378108	1,370	19,200	SH		OTR	1	0	19,200	0
MERCURY SYS INC	COM	589378108	300	4,200	SH		SOLE		4,200	0	0
MERIDIAN BIOSCIENCE INC	COM	589584101	35	4,200	SH		SOLE		4,200	0	0
MERIDIAN BIOSCIENCE INC	COM	589584101	139	16,600	SH		OTR	1	0	16,600	0
MERITOR INC	COM	59001K100	1,622	122,430	SH		OTR	1	0	122,430	0
MERITOR INC	COM	59001K100	364	27,460	SH		SOLE		27,460	0	0
METHODE ELECTRS INC	COM	591520200	685	25,900	SH		OTR	1	0	25,900	0
METHODE ELECTRS INC	COM	591520200	159	6,000	SH		SOLE		6,000	0	0
METLIFE INC	COM	59156R108	7,960	260,388	SH		OTR	1	0	260,388	0
METLIFE INC	COM	59156R108	710	23,232	SH		OTR	5	0	23,232	0
METLIFE INC	COM	59156R108	1,173	38,371	SH		SOLE		38,371	0	0
METROPOLITAN BK HLDG CORP	COM	591774104	1,075	39,903	SH		OTR	1	0	39,903	0
METROPOLITAN BK HLDG CORP	COM	591774104	236	8,779	SH		SOLE		8,779	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	468	678	SH		SOLE		678	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	2,159	3,126	SH		OTR	1	0	3,126	0
MFS MUN INCOME TR	SH BEN INT	552738106	2,129	333,155	SH		SOLE		333,155	0	0
MGIC INVT CORP WIS	COM	552848103	1,429	225,055	SH		OTR	1	0	225,055	0
MGIC INVT CORP WIS	COM	552848103	127	20,000	SH		SOLE		20,000	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	2,252	190,878	SH		OTR	1	0	190,878	0
MGM RESORTS INTERNATIONAL	COM	552953101	163	13,794	SH		SOLE		13,794	0	0
MICROCHIP TECHNOLOGY INC	COM	595017104	2,047	30,191	SH		OTR	1	0	30,191	0
MICROCHIP TECHNOLOGY INC	COM	595017104	428	6,311	SH		SOLE		6,311	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	9,346	6,437,000	PRN		SOLE		6,437,000	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	11,825	8,159,000	PRN		DFND	1	0	8,159,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	43,202	29,756,000	PRN		OTR	1	0	29,756,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AD6	181	125,000	PRN		OTR	4	0	125,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	12,683	12,327,000	PRN		OTR	1	0	12,327,000	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	5,995	5,827,000	PRN		SOLE		5,827,000	0	0
MICRON TECHNOLOGY INC	COM	595112103	7,335	174,388	SH		OTR	1	0	174,388	0
MICRON TECHNOLOGY INC	COM	595112103	1,224	29,092	SH		SOLE		29,092	0	0
MICRON TECHNOLOGY INC	NOTE 3.125% 5/0	595112AX1	21,861	5,176,000	PRN		OTR	1	0	5,176,000	0
MICRON TECHNOLOGY INC	NOTE 3.125% 5/0	595112AX1	6,610	1,565,000	PRN		SOLE		1,565,000	0	0
MICROSOFT CORP	COM	594918104	320,297	2,030,925	SH		OTR	1	0	2,030,925	0
MICROSOFT CORP	COM	594918104	12,598	79,882	SH		OTR	5	0	79,882	0
MICROSOFT CORP	COM	594918104	37,595	238,382	SH		SOLE		238,382	0	0
MICROSTRATEGY INC	CL A NEW	594972408	2,229	18,878	SH		OTR	1	0	18,878	0
MICROSTRATEGY INC	CL A NEW	594972408	472	4,000	SH		SOLE		4,000	0	0
MID AMER APT CMNTYS INC	COM	59522J103	5,409	52,501	SH		OTR	1	0	52,501	0
MID AMER APT CMNTYS INC	COM	59522J103	396	3,845	SH		SOLE		3,845	0	0
MID AMER APT CMNTYS INC	COM	59522J103	259	2,509	SH		OTR	5	0	2,509	0
MIDDLESEX WATER CO	COM	596680108	721	12,000	SH		OTR	1	0	12,000	0
MIDDLESEX WATER CO	COM	596680108	168	2,800	SH		SOLE		2,800	0	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	488	23,303	SH		OTR	1	0	23,303	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	108	5,174	SH		SOLE		5,174	0	0
MILLER HERMAN INC	COM	600544100	1,982	89,257	SH		OTR	1	0	89,257	0
MILLER HERMAN INC	COM	600544100	437	19,700	SH		SOLE		19,700	0	0
MILLER INDS INC TENN	COM NEW	600551204	655	23,149	SH		OTR	1	0	23,149	0
MILLER INDS INC TENN	COM NEW	600551204	153	5,396	SH		SOLE		5,396	0	0
MIRATI THERAPEUTICS INC	COM	60468T105	1,138	14,800	SH		OTR	1	0	14,800	0
MIRATI THERAPEUTICS INC	COM	60468T105	254	3,300	SH		SOLE		3,300	0	0
MKS INSTRS INC	COM	55306N104	382	4,684	SH		SOLE		4,684	0	0
MKS INSTRS INC	COM	55306N104	2,383	29,260	SH		OTR	1	0	29,260	0
MOHAWK INDS INC	COM	608190104	807	10,586	SH		OTR	1	0	10,586	0
MOHAWK INDS INC	COM	608190104	131	1,719	SH		SOLE		1,719	0	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	929	23,827	SH		OTR	1	0	23,827	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	198	5,084	SH		SOLE		5,084	0	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	1,373	50,486	SH		OTR	1	0	50,486	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	298	10,962	SH		SOLE		10,962	0	0
MONDELEZ INTL INC	CL A	609207105	10,540	210,469	SH		OTR	1	0	210,469	0
MONDELEZ INTL INC	CL A	609207105	1,873	37,405	SH		SOLE		37,405	0	0
MONGODB INC	NOTE 0.750% 6/1	60937PAB2	73	35,000	PRN		SOLE		35,000	0	0
MONMOUTH REAL ESTATE INVT CO	CL A	609720107	164	13,600	SH		SOLE		13,600	0	0
MONMOUTH REAL ESTATE INVT CO	CL A	609720107	715	59,300	SH		OTR	1	0	59,300	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	2,855	50,750	SH		OTR	1	0	50,750	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	623	11,082	SH		SOLE		11,082	0	0
MOODYS CORP	COM	615369105	15,433	72,971	SH		OTR	1	0	72,971	0
MOODYS CORP	COM	615369105	890	4,210	SH		OTR	5	0	4,210	0
MOODYS CORP	COM	615369105	1,099	5,194	SH		SOLE		5,194	0	0
MOOG INC	CL A	615394202	1,991	39,400	SH		OTR	1	0	39,400	0
MOOG INC	CL A	615394202	430	8,500	SH		SOLE		8,500	0	0
MORGAN STANLEY	COM NEW	617446448	1,055	31,036	SH		SOLE		31,036	0	0
MORGAN STANLEY	COM NEW	617446448	6,447	189,630	SH		OTR	1	0	189,630	0
MORNINGSTAR INC	COM	617700109	1,498	12,886	SH		OTR	1	0	12,886	0
MOSAIC CO NEW	COM	61945C103	107	9,869	SH		SOLE		9,869	0	0
MOSAIC CO NEW	COM	61945C103	487	45,036	SH		OTR	1	0	45,036	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	6,293	47,347	SH		OTR	1	0	47,347	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	600	4,514	SH		SOLE		4,514	0	0
MR COOPER GROUP INC	COM	62482R107	199	27,200	SH		OTR	1	0	27,200	0
MR COOPER GROUP INC	COM	62482R107	45	6,200	SH		SOLE		6,200	0	0
MSCI INC	COM	55354G100	3,105	10,744	SH		OTR	1	0	10,744	0
MSCI INC	COM	55354G100	663	2,294	SH		SOLE		2,294	0	0
MUELLER INDS INC	COM	624756102	1,039	43,384	SH		OTR	1	0	43,384	0
MUELLER INDS INC	COM	624756102	213	8,900	SH		SOLE		8,900	0	0
MURPHY USA INC	COM	626755102	2,653	31,446	SH		OTR	1	0	31,446	0
MURPHY USA INC	COM	626755102	582	6,900	SH		SOLE		6,900	0	0
MYR GROUP INC DEL	COM	55405W104	1,106	42,235	SH		OTR	1	0	42,235	0
MYR GROUP INC DEL	COM	55405W104	236	9,000	SH		SOLE		9,000	0	0
MYRIAD GENETICS INC	COM	62855J104	660	46,123	SH		OTR	1	0	46,123	0
MYRIAD GENETICS INC	COM	62855J104	143	10,021	SH		SOLE		10,021	0	0
NABORS INDS INC NEW	NOTE 0.750% 1/1	62957HAB1	18	90,000	PRN		SOLE		90,000	0	0
NASDAQ INC	COM	631103108	2,869	30,211	SH		OTR	1	0	30,211	0
NASDAQ INC	COM	631103108	344	3,621	SH		SOLE		3,621	0	0
NATERA INC	COM	632307104	1,111	37,200	SH		OTR	1	0	37,200	0
NATERA INC	COM	632307104	245	8,200	SH		SOLE		8,200	0	0
NATIONAL GEN HLDGS CORP	COM	636220303	505	30,512	SH		OTR	1	0	30,512	0
NATIONAL GEN HLDGS CORP	COM	636220303	110	6,658	SH		SOLE		6,658	0	0
NATIONAL HEALTH INVS INC	COM	63633D104	371	7,500	SH		SOLE		7,500	0	0
NATIONAL HEALTH INVS INC	COM	63633D104	1,703	34,400	SH		OTR	1	0	34,400	0
NATIONAL HEALTHCARE CORP	COM	635906100	1,542	21,500	SH		OTR	1	0	21,500	0
NATIONAL HEALTHCARE CORP	COM	635906100	330	4,600	SH		SOLE		4,600	0	0
NATIONAL OILWELL VARCO INC	COM	637071101	481	48,954	SH		OTR	1	0	48,954	0
NATIONAL OILWELL VARCO INC	COM	637071101	107	10,849	SH		SOLE		10,849	0	0
NATIONAL STORAGE AFFILIATES	COM SHS BEN IN	637870106	352	11,900	SH		OTR	1	0	11,900	0
NATIONAL STORAGE AFFILIATES	COM SHS BEN IN	637870106	89	3,000	SH		SOLE		3,000	0	0
NATURAL GROCERS BY VITAMIN C	COM	63888U108	125	14,740	SH		OTR	1	0	14,740	0
NATURAL GROCERS BY VITAMIN C	COM	63888U108	22	2,640	SH		SOLE		2,640	0	0
NATUS MED INC DEL	COM	639050103	747	32,300	SH		OTR	1	0	32,300	0
NATUS MED INC DEL	COM	639050103	167	7,200	SH		SOLE		7,200	0	0
NAVISTAR INTL CORP NEW	COM	63934E108	1,590	96,400	SH		OTR	1	0	96,400	0
NAVISTAR INTL CORP NEW	COM	63934E108	350	21,200	SH		SOLE		21,200	0	0
NEOGEN CORP	COM	640491106	516	7,700	SH		OTR	1	0	7,700	0
NEOGEN CORP	COM	640491106	121	1,800	SH		SOLE		1,800	0	0
NEOGENOMICS INC	COM NEW	64049M209	826	29,900	SH		OTR	1	0	29,900	0
NEOGENOMICS INC	COM NEW	64049M209	179	6,500	SH		SOLE		6,500	0	0
NEOPHOTONICS CORP	COM	64051T100	1,034	142,600	SH		OTR	1	0	142,600	0
NEOPHOTONICS CORP	COM	64051T100	218	30,000	SH		SOLE		30,000	0	0
NETAPP INC	COM	64110D104	1,179	28,271	SH		OTR	1	0	28,271	0
NETAPP INC	COM	64110D104	258	6,180	SH		SOLE		6,180	0	0
NETEASE INC	SPONSORED ADS	64110W102	2	6	SH		DFND	1	0	6	0
NETEASE INC	SPONSORED ADS	64110W102	1,188	3,700	SH		OTR	1	0	3,700	0
NETEASE INC	SPONSORED ADS	64110W102	128	400	SH		SOLE		400	0	0
NETFLIX INC	COM	64110L106	31,236	83,184	SH		OTR	1	0	83,184	0
NETFLIX INC	COM	64110L106	607	1,617	SH		OTR	5	0	1,617	0
NETFLIX INC	COM	64110L106	4,969	13,233	SH		SOLE		13,233	0	0
NETSCOUT SYS INC	COM	64115T104	2,476	104,614	SH		OTR	1	0	104,614	0
NETSCOUT SYS INC	COM	64115T104	539	22,780	SH		SOLE		22,780	0	0
NEUBERGER BRMAN NY MUNI FD I	COM	64124K102	298	25,745	SH		SOLE		25,745	0	0
NEUROCRINE BIOSCIENCES INC	COM	64125C109	23	268	SH		SOLE		268	0	0
NEUROCRINE BIOSCIENCES INC	COM	64125C109	3,543	40,939	SH		OTR	1	0	40,939	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	4,877	3,791,000	PRN		SOLE		3,791,000	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	91	71,000	PRN		OTR	4	0	71,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	21,000	16,323,000	PRN		OTR	1	0	16,323,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	5,673	4,427,000	PRN		DFND	1	0	4,427,000	0
NEVRO CORP	COM	64157F103	1,210	12,100	SH		OTR	1	0	12,100	0
NEVRO CORP	COM	64157F103	270	2,700	SH		SOLE		2,700	0	0
NEW RELIC INC	NOTE 0.500% 5/0	64829BAB6	101	120,000	PRN		SOLE		120,000	0	0
NEW SR INVT GROUP INC	COM	648691103	103	40,300	SH		OTR	1	0	40,300	0
NEW SR INVT GROUP INC	COM	648691103	26	10,000	SH		SOLE		10,000	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	1,106	117,799	SH		OTR	1	0	117,799	0
NEWELL BRANDS INC	COM	651229106	119	8,955	SH		SOLE		8,955	0	0
NEWELL BRANDS INC	COM	651229106	643	48,392	SH		OTR	1	0	48,392	0
NEWMARK GROUP INC	CL A	65158N102	1,451	341,500	SH		OTR	1	0	341,500	0
NEWMARK GROUP INC	CL A	65158N102	320	75,300	SH		SOLE		75,300	0	0
NEWMONT CORP	COM	651639106	20,030	442,349	SH		OTR	1	0	442,349	0
NEWMONT CORP	COM	651639106	967	21,345	SH		OTR	5	0	21,345	0
NEWMONT CORP	COM	651639106	1,479	32,662	SH		SOLE		32,662	0	0
NEWPARK RES INC	NOTE 4.000%12/0	651718AE8	9,583	12,861,000	PRN		OTR	1	0	12,861,000	0
NEWPARK RES INC	NOTE 4.000%12/0	651718AE8	1,408	1,889,000	PRN		SOLE		1,889,000	0	0
NEWS CORP NEW	CL A	65249B109	445	49,572	SH		OTR	1	0	49,572	0
NEWS CORP NEW	CL A	65249B109	9	954	SH		OTR	5	0	954	0
NEWS CORP NEW	CL A	65249B109	64	7,153	SH		SOLE		7,153	0	0
NEWS CORP NEW	CL B	65249B208	139	15,463	SH		OTR	1	0	15,463	0
NEWS CORP NEW	CL B	65249B208	14	1,506	SH		OTR	5	0	1,506	0
NEWS CORP NEW	CL B	65249B208	47	5,184	SH		SOLE		5,184	0	0
NEXTERA ENERGY INC	COM	65339F101	21,178	88,016	SH		OTR	1	0	88,016	0
NEXTERA ENERGY INC	COM	65339F101	1,341	5,572	SH		OTR	5	0	5,572	0
NEXTERA ENERGY INC	COM	65339F101	3,163	13,147	SH		SOLE		13,147	0	0
NEXTERA ENERGY INC	UNIT 09/01/2022S	65339F796	6,111	124,800	SH		SOLE		124,800	0	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	4,744	107,300	SH		SOLE		107,300	0	0
NEXTGEN HEALTHCARE INC	COM	65343C102	253	24,235	SH		OTR	1	0	24,235	0
NEXTGEN HEALTHCARE INC	COM	65343C102	51	4,892	SH		SOLE		4,892	0	0
NICE LTD	SPONSORED ADR	653656108	10,631	74,053	SH		SOLE		74,053	0	0
NICE LTD	SPONSORED ADR	653656108	14,183	98,793	SH		OTR	1	0	98,793	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	21,457	12,144,000	PRN		SOLE		12,144,000	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	130	74,000	PRN		OTR	4	0	74,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	8,163	4,633,000	PRN		DFND	1	0	4,633,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	65,562	37,106,000	PRN		OTR	1	0	37,106,000	0
NIKE INC	CL B	654106103	18,599	224,785	SH		OTR	1	0	224,785	0
NIKE INC	CL B	654106103	609	7,357	SH		OTR	5	0	7,357	0
NIKE INC	CL B	654106103	3,148	38,042	SH		SOLE		38,042	0	0
NISOURCE INC	COM	65473P105	1,405	56,273	SH		OTR	1	0	56,273	0
NISOURCE INC	COM	65473P105	225	8,998	SH		SOLE		8,998	0	0
NMI HLDGS INC	CL A	629209305	63	5,400	SH		SOLE		5,400	0	0
NMI HLDGS INC	CL A	629209305	266	22,900	SH		OTR	1	0	22,900	0
NOBLE ENERGY INC	COM	655044105	79	13,073	SH		SOLE		13,073	0	0
NOBLE ENERGY INC	COM	655044105	366	60,672	SH		OTR	1	0	60,672	0
NORDSTROM INC	COM	655664100	207	13,496	SH		OTR	1	0	13,496	0
NORDSTROM INC	COM	655664100	39	2,515	SH		SOLE		2,515	0	0
NORFOLK SOUTHERN CORP	COM	655844108	6,292	43,095	SH		OTR	1	0	43,095	0
NORFOLK SOUTHERN CORP	COM	655844108	996	6,825	SH		SOLE		6,825	0	0
NORTHEAST BK LEWISTON ME	COM	66405S100	137	11,723	SH		OTR	1	0	11,723	0
NORTHEAST BK LEWISTON ME	COM	66405S100	33	2,800	SH		SOLE		2,800	0	0
NORTHERN TR CORP	COM	665859104	2,040	27,031	SH		OTR	1	0	27,031	0
NORTHERN TR CORP	COM	665859104	423	5,611	SH		SOLE		5,611	0	0
NORTHROP GRUMMAN CORP	COM	666807102	19,056	62,985	SH		OTR	1	0	62,985	0
NORTHROP GRUMMAN CORP	COM	666807102	1,214	4,012	SH		OTR	5	0	4,012	0
NORTHROP GRUMMAN CORP	COM	666807102	1,568	5,184	SH		SOLE		5,184	0	0
NORTONLIFELOCK INC	COM	668771108	14,260	762,138	SH		OTR	1	0	762,138	0
NORTONLIFELOCK INC	COM	668771108	1,077	57,565	SH		OTR	5	0	57,565	0
NORTONLIFELOCK INC	COM	668771108	887	47,397	SH		SOLE		47,397	0	0
NOVANTA INC	COM	67000B104	391	4,900	SH		OTR	1	0	4,900	0
NOVANTA INC	COM	67000B104	96	1,200	SH		SOLE		1,200	0	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	13,581	1,800,000	PRN		OTR	1	0	1,800,000	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	4,685	621,000	PRN		SOLE		621,000	0	0
NRG ENERGY INC	COM NEW	629377508	749	27,484	SH		SOLE		27,484	0	0
NRG ENERGY INC	COM NEW	629377508	709	25,991	SH		OTR	5	0	25,991	0
NRG ENERGY INC	COM NEW	629377508	8,230	301,893	SH		OTR	1	0	301,893	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	23,403	24,506,000	PRN		OTR	1	0	24,506,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	75	79,000	PRN		OTR	4	0	79,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	3,648	3,820,000	PRN		SOLE		3,820,000	0	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	4,754	4,991,000	PRN		DFND	1	0	4,991,000	0
NU SKIN ENTERPRISES INC	CL A	67018T105	2,190	100,208	SH		OTR	1	0	100,208	0
NU SKIN ENTERPRISES INC	CL A	67018T105	151	6,926	SH		SOLE		6,926	0	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	3,756	223,814	SH		OTR	1	0	223,814	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	21,213	19,609,000	PRN		OTR	1	0	19,609,000	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	2,216	2,048,000	PRN		SOLE		2,048,000	0	0
NUCOR CORP	COM	670346105	1,387	38,518	SH		OTR	1	0	38,518	0
NUCOR CORP	COM	670346105	297	8,234	SH		SOLE		8,234	0	0
NUVASIVE INC	COM	670704105	583	11,500	SH		SOLE		11,500	0	0
NUVASIVE INC	COM	670704105	2,667	52,654	SH		OTR	1	0	52,654	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	4,814	4,625,000	PRN		DFND	1	0	4,625,000	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	10,965	10,435,000	PRN		OTR	1	0	10,435,000	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	76	73,000	PRN		OTR	4	0	73,000	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	3,475	3,307,000	PRN		SOLE		3,307,000	0	0
NUVEEN AMT FREE QLTY MUN INC	COM	670657105	24,306	1,795,140	SH		SOLE		1,795,140	0	0
NUVEEN MARYLAND QLT MUN INC	COM	67061Q107	2,526	200,000	SH		SOLE		200,000	0	0
NUVEEN MICHIGAN QLT MUN INC	COM	670979103	4,026	300,000	SH		SOLE		300,000	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	6,857	548,590	SH		SOLE		548,590	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	1,250	100,000	SH		OTR	1	0	100,000	0
NUVEEN PENNSYLVANIA QLT MUN	COM	670972108	7,494	563,000	SH		SOLE		563,000	0	0
NVIDIA CORP	COM	67066G104	41,210	156,336	SH		OTR	1	0	156,336	0
NVIDIA CORP	COM	67066G104	1,271	4,820	SH		OTR	5	0	4,820	0
NVIDIA CORP	COM	67066G104	5,151	19,540	SH		SOLE		19,540	0	0
NVR INC	COM	62944T105	12,558	4,888	SH		OTR	1	0	4,888	0
NVR INC	COM	62944T105	421	164	SH		OTR	5	0	164	0
NVR INC	COM	62944T105	444	173	SH		SOLE		173	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	20,701	68,764	SH		OTR	1	0	68,764	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	1,057	3,511	SH		OTR	5	0	3,511	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	882	2,929	SH		SOLE		2,929	0	0
OASIS PETROLEUM INC	NOTE 2.625% 9/1	674215AJ7	720	6,270,000	PRN		DFND	1	0	6,270,000	0
OASIS PETROLEUM INC	NOTE 2.625% 9/1	674215AJ7	232	1,658,000	PRN		SOLE		1,658,000	0	0
OASIS PETROLEUM INC	NOTE 2.625% 9/1	674215AJ7	903	6,454,000	PRN		OTR	1	0	6,454,000	0
OASIS PETROLEUM INC	NOTE 2.625% 9/1	674215AJ7	11	99,000	PRN		OTR	4	0	99,000	0
OCCIDENTAL PETE CORP	COM	674599105	2,513	216,991	SH		OTR	1	0	216,991	0
OCCIDENTAL PETE CORP	COM	674599105	271	23,383	SH		SOLE		23,383	0	0
OFFICE DEPOT INC	COM	676220106	844	514,665	SH		OTR	1	0	514,665	0
OFFICE DEPOT INC	COM	676220106	184	111,978	SH		SOLE		111,978	0	0
OFG BANCORP	COM	67103X102	663	59,300	SH		OTR	1	0	59,300	0
OFG BANCORP	COM	67103X102	135	12,100	SH		SOLE		12,100	0	0
OGE ENERGY CORP	COM	670837103	194	6,300	SH		SOLE		6,300	0	0
OGE ENERGY CORP	COM	670837103	1,598	51,997	SH		OTR	1	0	51,997	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	26,269	33,437,000	PRN		OTR	1	0	33,437,000	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	7,163	9,117,000	PRN		SOLE		9,117,000	0	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	1,599	12,184	SH		OTR	1	0	12,184	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	335	2,555	SH		SOLE		2,555	0	0
OLD REP INTL CORP	COM	680223104	2,658	174,284	SH		OTR	1	0	174,284	0
OLYMPIC STEEL INC	COM	68162K106	111	10,700	SH		OTR	1	0	10,700	0
OLYMPIC STEEL INC	COM	68162K106	24	2,300	SH		SOLE		2,300	0	0
OMNICELL INC	COM	68213N109	2,789	42,521	SH		OTR	1	0	42,521	0
OMNICELL INC	COM	68213N109	610	9,300	SH		SOLE		9,300	0	0
OMNICOM GROUP INC	COM	681919106	323	5,881	SH		SOLE		5,881	0	0
OMNICOM GROUP INC	COM	681919106	1,520	27,695	SH		OTR	1	0	27,695	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	6,267	6,293,000	PRN		SOLE		6,293,000	0	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	69	69,000	PRN		OTR	4	0	69,000	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	4,540	4,570,000	PRN		DFND	1	0	4,570,000	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	20,421	20,505,000	PRN		OTR	1	0	20,505,000	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	12,711	12,766,000	PRN		OTR	1	0	12,766,000	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	324	325,000	PRN		OTR	5	0	325,000	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	3,613	3,629,000	PRN		SOLE		3,629,000	0	0
ONEOK INC NEW	COM	682680103	1,142	52,381	SH		OTR	1	0	52,381	0
ONEOK INC NEW	COM	682680103	238	10,913	SH		SOLE		10,913	0	0
OP BANCORP	COM	67109R109	214	28,700	SH		OTR	1	0	28,700	0
OP BANCORP	COM	67109R109	46	6,100	SH		SOLE		6,100	0	0
ORACLE CORP	COM	68389X105	19,488	403,238	SH		OTR	1	0	403,238	0
ORACLE CORP	COM	68389X105	1,116	23,091	SH		OTR	5	0	23,091	0
ORACLE CORP	COM	68389X105	2,855	59,063	SH		SOLE		59,063	0	0
ORMAT TECHNOLOGIES INC	COM	686688102	2,158	31,900	SH		OTR	1	0	31,900	0
ORMAT TECHNOLOGIES INC	COM	686688102	460	6,800	SH		SOLE		6,800	0	0
ORRSTOWN FINL SVCS INC	COM	687380105	303	22,001	SH		OTR	1	0	22,001	0
ORRSTOWN FINL SVCS INC	COM	687380105	66	4,792	SH		SOLE		4,792	0	0
OSI SYSTEMS INC	NOTE 1.250% 9/0	671044AD7	81	87,000	PRN		SOLE		87,000	0	0
OUTFRONT MEDIA INC	COM	69007J106	468	34,717	SH		OTR	1	0	34,717	0
OUTFRONT MEDIA INC	COM	69007J106	136	10,086	SH		SOLE		10,086	0	0
OWENS CORNING NEW	COM	690742101	727	18,739	SH		OTR	5	0	18,739	0
OWENS CORNING NEW	COM	690742101	304	7,836	SH		SOLE		7,836	0	0
OWENS CORNING NEW	COM	690742101	8,010	206,393	SH		OTR	1	0	206,393	0
PACCAR INC	COM	693718108	559	9,146	SH		SOLE		9,146	0	0
PACCAR INC	COM	693718108	2,837	46,414	SH		OTR	1	0	46,414	0
PACIRA BIOSCIENCES	COM	695127100	2,216	66,088	SH		OTR	1	0	66,088	0
PACIRA BIOSCIENCES	COM	695127100	479	14,297	SH		SOLE		14,297	0	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	2,974	3,086,000	PRN		DFND	1	0	3,086,000	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	14,033	14,524,000	PRN		OTR	1	0	14,524,000	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	47	49,000	PRN		OTR	4	0	49,000	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	4,143	4,288,000	PRN		SOLE		4,288,000	0	0
PACKAGING CORP AMER	COM	695156109	236	2,718	SH		SOLE		2,718	0	0
PACKAGING CORP AMER	COM	695156109	1,042	12,001	SH		OTR	1	0	12,001	0
PALO ALTO NETWORKS INC	COM	697435105	82	500	SH		SOLE		500	0	0
PALO ALTO NETWORKS INC	COM	697435105	11,106	67,738	SH		OTR	1	0	67,738	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	21,913	22,645,000	PRN		OTR	1	0	22,645,000	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	7,265	7,508,000	PRN		SOLE		7,508,000	0	0
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	244	34,300	SH		OTR	1	0	34,300	0
PAR PACIFIC HOLDINGS INC	COM NEW	69888T207	58	8,200	SH		SOLE		8,200	0	0
PARAMOUNT GROUP INC	COM	69924R108	427	48,567	SH		OTR	1	0	48,567	0
PARAMOUNT GROUP INC	COM	69924R108	6	700	SH		SOLE		700	0	0
PARK AEROSPACE CORP	COM	70014A104	183	14,500	SH		OTR	1	0	14,500	0
PARK AEROSPACE CORP	COM	70014A104	42	3,300	SH		SOLE		3,300	0	0
PARK OHIO HLDGS CORP	COM	700666100	479	25,273	SH		OTR	1	0	25,273	0
PARK OHIO HLDGS CORP	COM	700666100	101	5,309	SH		SOLE		5,309	0	0
PARKER HANNIFIN CORP	COM	701094104	457	3,525	SH		SOLE		3,525	0	0
PARKER HANNIFIN CORP	COM	701094104	2,269	17,494	SH		OTR	1	0	17,494	0
PATRICK INDS INC	COM	703343103	699	24,839	SH		OTR	1	0	24,839	0
PATRICK INDS INC	COM	703343103	139	4,951	SH		SOLE		4,951	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	4,852	6,175,000	PRN		DFND	1	0	6,175,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	22,850	28,898,000	PRN		OTR	1	0	28,898,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	76	97,000	PRN		OTR	4	0	97,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	6,056	7,659,000	PRN		SOLE		7,659,000	0	0
PATTERSON UTI ENERGY INC	COM	703481101	600	255,373	SH		OTR	1	0	255,373	0
PAYCHEX INC	COM	704326107	529	8,409	SH		SOLE		8,409	0	0
PAYCHEX INC	COM	704326107	2,553	40,574	SH		OTR	1	0	40,574	0
PAYCOM SOFTWARE INC	COM	70432V102	274	1,354	SH		SOLE		1,354	0	0
PAYCOM SOFTWARE INC	COM	70432V102	1,281	6,342	SH		OTR	1	0	6,342	0
PAYPAL HLDGS INC	COM	70450Y103	29,042	303,343	SH		OTR	1	0	303,343	0
PAYPAL HLDGS INC	COM	70450Y103	1,107	11,567	SH		OTR	5	0	11,567	0
PAYPAL HLDGS INC	COM	70450Y103	3,446	35,991	SH		SOLE		35,991	0	0
PBF ENERGY INC	CL A	69318G106	1,259	177,860	SH		OTR	1	0	177,860	0
PBF ENERGY INC	CL A	69318G106	226	31,895	SH		SOLE		31,895	0	0
PCB BANCORP	COM	69320M109	256	26,166	SH		OTR	1	0	26,166	0
PCB BANCORP	COM	69320M109	56	5,688	SH		SOLE		5,688	0	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	272	15,176	SH		SOLE		15,176	0	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	1,233	68,708	SH		OTR	1	0	68,708	0
PENNYMAC MTG INVT TR	COM	70931T103	576	54,235	SH		OTR	1	0	54,235	0
PENNYMAC MTG INVT TR	COM	70931T103	107	10,100	SH		SOLE		10,100	0	0
PEOPLES UTD FINL INC	COM	712704105	613	55,443	SH		OTR	1	0	55,443	0
PEOPLES UTD FINL INC	COM	712704105	144	12,993	SH		SOLE		12,993	0	0
PEPSICO INC	COM	713448108	32,537	270,916	SH		OTR	1	0	270,916	0
PEPSICO INC	COM	713448108	1,000	8,329	SH		OTR	5	0	8,329	0
PEPSICO INC	COM	713448108	4,614	38,420	SH		SOLE		38,420	0	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	1,146	46,353	SH		OTR	1	0	46,353	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	235	9,500	SH		SOLE		9,500	0	0
PERKINELMER INC	COM	714046109	1,060	14,084	SH		OTR	1	0	14,084	0
PERKINELMER INC	COM	714046109	235	3,122	SH		SOLE		3,122	0	0
PERSPECTA INC	COM	715347100	648	35,500	SH		OTR	1	0	35,500	0
PERSPECTA INC	COM	715347100	137	7,500	SH		SOLE		7,500	0	0
PETMED EXPRESS INC	COM	716382106	578	20,100	SH		OTR	1	0	20,100	0
PETMED EXPRESS INC	COM	716382106	138	4,800	SH		SOLE		4,800	0	0
PFIZER INC	COM	717081103	31,963	979,270	SH		OTR	1	0	979,270	0
PFIZER INC	COM	717081103	2,050	62,811	SH		OTR	5	0	62,811	0
PFIZER INC	COM	717081103	5,068	155,276	SH		SOLE		155,276	0	0
PG&E CORP	COM	69331C108	340	37,862	SH		OTR	1	0	37,862	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	1,945	80,492	SH		OTR	1	0	80,492	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	415	17,162	SH		SOLE		17,162	0	0
PHILIP MORRIS INTL INC	COM	718172109	1,819	24,931	SH		OTR	5	0	24,931	0
PHILIP MORRIS INTL INC	COM	718172109	2,654	36,380	SH		SOLE		36,380	0	0
PHILIP MORRIS INTL INC	COM	718172109	23,451	321,419	SH		OTR	1	0	321,419	0
PHILLIPS 66	COM	718546104	634	11,826	SH		SOLE		11,826	0	0
PHILLIPS 66	COM	718546104	4,334	80,790	SH		OTR	1	0	80,790	0
PHOTRONICS INC	COM	719405102	1,930	188,137	SH		OTR	1	0	188,137	0
PHOTRONICS INC	COM	719405102	421	41,000	SH		SOLE		41,000	0	0
PHYSICIANS RLTY TR	COM	71943U104	1,429	102,500	SH		OTR	1	0	102,500	0
PHYSICIANS RLTY TR	COM	71943U104	302	21,700	SH		SOLE		21,700	0	0
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	1,754	99,300	SH		OTR	1	0	99,300	0
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	387	21,900	SH		SOLE		21,900	0	0
PILGRIMS PRIDE CORP	COM	72147K108	459	25,314	SH		SOLE		25,314	0	0
PILGRIMS PRIDE CORP	COM	72147K108	9,602	529,928	SH		OTR	1	0	529,928	0
PINNACLE WEST CAP CORP	COM	723484101	249	3,280	SH		SOLE		3,280	0	0
PINNACLE WEST CAP CORP	COM	723484101	173	2,277	SH		OTR	5	0	2,277	0
PINNACLE WEST CAP CORP	COM	723484101	4,165	54,951	SH		OTR	1	0	54,951	0
PIONEER MUN HIGH INCOME ADVA	COM	723762100	5,141	505,056	SH		SOLE		505,056	0	0
PIONEER MUN HIGH INCOME TR	COM SHS	723763108	962	84,969	SH		OTR	1	0	84,969	0
PIONEER NAT RES CO	COM	723787107	2,417	34,451	SH		OTR	1	0	34,451	0
PIONEER NAT RES CO	COM	723787107	311	4,431	SH		SOLE		4,431	0	0
PLANTRONICS INC NEW	COM	727493108	143	14,200	SH		OTR	1	0	14,200	0
PLANTRONICS INC NEW	COM	727493108	34	3,400	SH		SOLE		3,400	0	0
PLEXUS CORP	COM	729132100	387	7,100	SH		OTR	1	0	7,100	0
PLEXUS CORP	COM	729132100	98	1,800	SH		SOLE		1,800	0	0
PLUG POWER INC	COM NEW	72919P202	240	67,800	SH		OTR	1	0	67,800	0
PLUG POWER INC	COM NEW	72919P202	53	14,900	SH		SOLE		14,900	0	0
PNC FINL SVCS GROUP INC	COM	693475105	1,080	11,284	SH		SOLE		11,284	0	0
PNC FINL SVCS GROUP INC	COM	693475105	6,436	67,234	SH		OTR	1	0	67,234	0
POLYONE CORP	COM	73179P106	694	36,600	SH		OTR	1	0	36,600	0
POLYONE CORP	COM	73179P106	161	8,500	SH		SOLE		8,500	0	0
PORTLAND GEN ELEC CO	COM NEW	736508847	3,380	70,500	SH		OTR	1	0	70,500	0
PORTLAND GEN ELEC CO	COM NEW	736508847	738	15,400	SH		SOLE		15,400	0	0
PORTOLA PHARMACEUTICALS INC	COM	737010108	607	85,194	SH		OTR	1	0	85,194	0
PORTOLA PHARMACEUTICALS INC	COM	737010108	131	18,396	SH		SOLE		18,396	0	0
POTLATCHDELTIC CORPORATION	COM	737630103	289	9,200	SH		SOLE		9,200	0	0
POTLATCHDELTIC CORPORATION	COM	737630103	1,353	43,100	SH		OTR	1	0	43,100	0
POWELL INDS INC	COM	739128106	311	12,100	SH		SOLE		12,100	0	0
POWELL INDS INC	COM	739128106	1,425	55,500	SH		OTR	1	0	55,500	0
PPG INDS INC	COM	693506107	3,839	45,921	SH		OTR	1	0	45,921	0
PPG INDS INC	COM	693506107	523	6,252	SH		SOLE		6,252	0	0
PPL CORP	COM	69351T106	10,820	438,414	SH		OTR	1	0	438,414	0
PPL CORP	COM	69351T106	532	21,546	SH		OTR	5	0	21,546	0
PPL CORP	COM	69351T106	971	39,358	SH		SOLE		39,358	0	0
PRA HEALTH SCIENCES INC	COM	69354M108	9,974	120,109	SH		OTR	1	0	120,109	0
PRA HEALTH SCIENCES INC	COM	69354M108	378	4,547	SH		OTR	5	0	4,547	0
PRA HEALTH SCIENCES INC	COM	69354M108	491	5,913	SH		SOLE		5,913	0	0
PREFORMED LINE PRODS CO	COM	740444104	218	4,367	SH		OTR	1	0	4,367	0
PREFORMED LINE PRODS CO	COM	740444104	48	970	SH		SOLE		970	0	0
PRESTIGE CONSMR HEALTHCARE I	COM	74112D101	275	7,500	SH		SOLE		7,500	0	0
PRESTIGE CONSMR HEALTHCARE I	COM	74112D101	1,232	33,600	SH		OTR	1	0	33,600	0
PRICE T ROWE GROUP INC	COM	74144T108	8,748	89,584	SH		OTR	1	0	89,584	0
PRICE T ROWE GROUP INC	COM	74144T108	602	6,169	SH		SOLE		6,169	0	0
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	6,521	5,892,000	PRN		DFND	1	0	5,892,000	0
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	100	90,000	PRN		OTR	4	0	90,000	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	32,816	32,836,000	PRN		OTR	1	0	32,836,000	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	15,646	15,655,000	PRN		SOLE		15,655,000	0	0
PRINCIPAL FINL GROUP INC	COM	74251V102	1,031	32,886	SH		OTR	1	0	32,886	0
PRINCIPAL FINL GROUP INC	COM	74251V102	145	4,626	SH		SOLE		4,626	0	0
PRINCIPIA BIOPHARMA INC	COM	74257L108	368	6,200	SH		OTR	1	0	6,200	0
PRINCIPIA BIOPHARMA INC	COM	74257L108	83	1,400	SH		SOLE		1,400	0	0
PROCTER & GAMBLE CO	COM	742718109	51,812	471,018	SH		OTR	1	0	471,018	0
PROCTER & GAMBLE CO	COM	742718109	3,517	31,972	SH		OTR	5	0	31,972	0
PROCTER & GAMBLE CO	COM	742718109	9,066	82,415	SH		SOLE		82,415	0	0
PROGRESS SOFTWARE CORP	COM	743312100	2,323	72,606	SH		OTR	1	0	72,606	0
PROGRESS SOFTWARE CORP	COM	743312100	503	15,726	SH		SOLE		15,726	0	0
PROGRESSIVE CORP OHIO	COM	743315103	6,758	91,524	SH		OTR	1	0	91,524	0
PROGRESSIVE CORP OHIO	COM	743315103	1,129	15,288	SH		SOLE		15,288	0	0
PROLOGIS INC.	COM	74340W103	1,779	22,130	SH		SOLE		22,130	0	0
PROLOGIS INC.	COM	74340W103	12,958	161,232	SH		OTR	1	0	161,232	0
PROLOGIS INC.	COM	74340W103	915	11,386	SH		OTR	5	0	11,386	0
PROPETRO HLDG CORP	COM	74347M108	188	75,044	SH		OTR	1	0	75,044	0
PROPETRO HLDG CORP	COM	74347M108	39	15,500	SH		SOLE		15,500	0	0
PROS HOLDINGS INC	COM	74346Y103	239	7,700	SH		OTR	1	0	7,700	0
PROS HOLDINGS INC	COM	74346Y103	50	1,600	SH		SOLE		1,600	0	0
PROVIDENT FINL SVCS INC	COM	74386T105	129	10,000	SH		OTR	1	0	10,000	0
PROVIDENT FINL SVCS INC	COM	74386T105	31	2,400	SH		SOLE		2,400	0	0
PRUDENTIAL FINL INC	COM	744320102	4,605	88,317	SH		OTR	1	0	88,317	0
PRUDENTIAL FINL INC	COM	744320102	611	11,723	SH		SOLE		11,723	0	0
PS BUSINESS PKS INC CALIF	COM	69360J107	1,561	11,521	SH		OTR	1	0	11,521	0
PS BUSINESS PKS INC CALIF	COM	69360J107	339	2,500	SH		SOLE		2,500	0	0
PTC THERAPEUTICS INC	COM	69366J200	1,752	39,283	SH		OTR	1	0	39,283	0
PTC THERAPEUTICS INC	COM	69366J200	385	8,627	SH		SOLE		8,627	0	0
PUBLIC STORAGE	COM	74460D109	7,396	37,237	SH		OTR	1	0	37,237	0
PUBLIC STORAGE	COM	74460D109	634	3,192	SH		OTR	5	0	3,192	0
PUBLIC STORAGE	COM	74460D109	939	4,730	SH		SOLE		4,730	0	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	5,250	116,898	SH		OTR	1	0	116,898	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	585	13,034	SH		SOLE		13,034	0	0
PULTE GROUP INC	COM	745867101	7,742	346,872	SH		OTR	1	0	346,872	0
PULTE GROUP INC	COM	745867101	659	29,520	SH		OTR	5	0	29,520	0
PULTE GROUP INC	COM	745867101	342	15,309	SH		SOLE		15,309	0	0
PUTNAM MUN OPPORTUNITIES TR	SH BEN INT	746922103	3,049	255,603	SH		SOLE		255,603	0	0
PVH CORPORATION	COM	693656100	355	9,434	SH		OTR	1	0	9,434	0
PVH CORPORATION	COM	693656100	66	1,752	SH		SOLE		1,752	0	0
Q2 HLDGS INC	COM	74736L109	183	3,100	SH		SOLE		3,100	0	0
Q2 HLDGS INC	COM	74736L109	833	14,100	SH		OTR	1	0	14,100	0
Q2 HLDGS INC	NOTE 0.750% 2/1	74736LAB5	83	70,000	PRN		SOLE		70,000	0	0
QCR HOLDINGS INC	COM	74727A104	430	15,900	SH		OTR	1	0	15,900	0
QCR HOLDINGS INC	COM	74727A104	92	3,400	SH		SOLE		3,400	0	0
QORVO INC	COM	74736K101	18,637	231,139	SH		OTR	1	0	231,139	0
QORVO INC	COM	74736K101	1,043	12,930	SH		OTR	5	0	12,930	0
QORVO INC	COM	74736K101	726	9,000	SH		SOLE		9,000	0	0
QTS RLTY TR INC	COM CL A	74736A103	1,265	21,800	SH		OTR	1	0	21,800	0
QTS RLTY TR INC	COM CL A	74736A103	278	4,800	SH		SOLE		4,800	0	0
QUALCOMM INC	COM	747525103	30,433	449,857	SH		OTR	1	0	449,857	0
QUALCOMM INC	COM	747525103	2,889	42,703	SH		SOLE		42,703	0	0
QUALCOMM INC	COM	747525103	1,668	24,657	SH		OTR	5	0	24,657	0
QUANEX BUILDING PRODUCTS COR	COM	747619104	102	10,072	SH		OTR	1	0	10,072	0
QUANEX BUILDING PRODUCTS COR	COM	747619104	22	2,200	SH		SOLE		2,200	0	0
QUANTA SVCS INC	COM	74762E102	572	18,033	SH		OTR	1	0	18,033	0
QUANTA SVCS INC	COM	74762E102	106	3,351	SH		SOLE		3,351	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	1,371	17,073	SH		OTR	1	0	17,073	0
QUEST DIAGNOSTICS INC	COM	74834L100	294	3,662	SH		SOLE		3,662	0	0
QUIDEL CORP	COM	74838J101	3,502	35,800	SH		OTR	1	0	35,800	0
QUIDEL CORP	COM	74838J101	763	7,800	SH		SOLE		7,800	0	0
QUOTIENT TECHNOLOGY INC	NOTE 1.750%12/0	749119AB9	13,054	14,543,000	PRN		OTR	1	0	14,543,000	0
QUOTIENT TECHNOLOGY INC	NOTE 1.750%12/0	749119AB9	3,227	3,595,000	PRN		SOLE		3,595,000	0	0
QURATE RETAIL INC	COM SER A	74915M100	5,840	956,606	SH		OTR	1	0	956,606	0
R1 RCM INC	COM	749397105	95	10,500	SH		OTR	1	0	10,500	0
R1 RCM INC	COM	749397105	23	2,500	SH		SOLE		2,500	0	0
RA PHARMACEUTICALS INC	COM	74933V108	1,008	21,000	SH		OTR	1	0	21,000	0
RA PHARMACEUTICALS INC	COM	74933V108	211	4,400	SH		SOLE		4,400	0	0
RADIAN GROUP INC	COM	750236101	2,314	178,707	SH		OTR	1	0	178,707	0
RADIAN GROUP INC	COM	750236101	505	39,000	SH		SOLE		39,000	0	0
RADIUS HEALTH INC	COM NEW	750469207	626	48,139	SH		OTR	1	0	48,139	0
RADIUS HEALTH INC	COM NEW	750469207	136	10,449	SH		SOLE		10,449	0	0
RADNET INC	COM	750491102	778	74,006	SH		OTR	1	0	74,006	0
RADNET INC	COM	750491102	161	15,286	SH		SOLE		15,286	0	0
RALPH LAUREN CORP	CL A	751212101	424	6,343	SH		OTR	1	0	6,343	0
RALPH LAUREN CORP	CL A	751212101	78	1,174	SH		SOLE		1,174	0	0
RAMBUS INC DEL	COM	750917106	1,655	149,100	SH		OTR	1	0	149,100	0
RAMBUS INC DEL	COM	750917106	380	34,200	SH		SOLE		34,200	0	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	16,052	16,548,000	PRN		OTR	1	0	16,548,000	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	1,716	1,769,000	PRN		SOLE		1,769,000	0	0
RAPID7 INC	COM	753422104	685	15,800	SH		OTR	1	0	15,800	0
RAPID7 INC	COM	753422104	147	3,400	SH		SOLE		3,400	0	0
RAPID7 INC	NOTE 1.250% 8/0	753422AB0	67	55,000	PRN		SOLE		55,000	0	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	1,047	16,563	SH		OTR	1	0	16,563	0
RAYMOND JAMES FINANCIAL INC	COM	754730109	220	3,474	SH		SOLE		3,474	0	0
RAYONIER INC	COM	754907103	13	536	SH		SOLE		536	0	0
RAYONIER INC	COM	754907103	1,247	52,938	SH		OTR	1	0	52,938	0
RAYTHEON CO	COM NEW	755111507	9,635	73,467	SH		OTR	1	0	73,467	0
RAYTHEON CO	COM NEW	755111507	791	6,029	SH		OTR	5	0	6,029	0
RAYTHEON CO	COM NEW	755111507	1,401	10,686	SH		SOLE		10,686	0	0
RBB BANCORP	COM	74930B105	1,171	85,386	SH		OTR	1	0	85,386	0
RBB BANCORP	COM	74930B105	256	18,649	SH		SOLE		18,649	0	0
RCI HOSPITALITY HLDGS INC	COM	74934Q108	295	29,600	SH		OTR	1	0	29,600	0
RCI HOSPITALITY HLDGS INC	COM	74934Q108	61	6,100	SH		SOLE		6,100	0	0
RE MAX HLDGS INC	CL A	75524W108	44	2,000	SH		SOLE		2,000	0	0
RE MAX HLDGS INC	CL A	75524W108	195	8,900	SH		OTR	1	0	8,900	0
REALPAGE INC	NOTE 1.500%11/1	75606NAB5	103	75,000	PRN		SOLE		75,000	0	0
REALTY INCOME CORP	COM	756109104	462	9,273	SH		SOLE		9,273	0	0
REALTY INCOME CORP	COM	756109104	4,102	82,269	SH		OTR	1	0	82,269	0
REATA PHARMACEUTICALS INC	CL A	75615P103	967	6,700	SH		OTR	1	0	6,700	0
REATA PHARMACEUTICALS INC	CL A	75615P103	217	1,500	SH		SOLE		1,500	0	0
RED ROCK RESORTS INC	CL A	75700L108	250	29,200	SH		OTR	1	0	29,200	0
RED ROCK RESORTS INC	CL A	75700L108	62	7,200	SH		SOLE		7,200	0	0
REDFIN CORP	COM	75737F108	382	24,800	SH		OTR	1	0	24,800	0
REDFIN CORP	COM	75737F108	83	5,400	SH		SOLE		5,400	0	0
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	52	80,000	PRN		SOLE		80,000	0	0
REGAL BELOIT CORP	COM	758750103	285	4,528	SH		SOLE		4,528	0	0
REGAL BELOIT CORP	COM	758750103	5,469	86,885	SH		OTR	1	0	86,885	0
REGENCY CTRS CORP	COM	758849103	967	25,171	SH		OTR	1	0	25,171	0
REGENCY CTRS CORP	COM	758849103	194	5,043	SH		SOLE		5,043	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	15,143	31,012	SH		OTR	1	0	31,012	0
REGENERON PHARMACEUTICALS	COM	75886F107	143	293	SH		OTR	5	0	293	0
REGENERON PHARMACEUTICALS	COM	75886F107	1,235	2,529	SH		SOLE		2,529	0	0
REGENXBIO INC	COM	75901B107	858	26,512	SH		OTR	1	0	26,512	0
REGENXBIO INC	COM	75901B107	190	5,857	SH		SOLE		5,857	0	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	1,104	123,069	SH		OTR	1	0	123,069	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	238	26,493	SH		SOLE		26,493	0	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	4	43	SH		SOLE		43	0	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	1,459	17,346	SH		OTR	1	0	17,346	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	16	181	SH		SOLE		181	0	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	258	2,945	SH		OTR	5	0	2,945	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	1,125	12,844	SH		OTR	1	0	12,844	0
RENT A CTR INC NEW	COM	76009N100	736	52,071	SH		OTR	1	0	52,071	0
RENT A CTR INC NEW	COM	76009N100	165	11,700	SH		SOLE		11,700	0	0
REPLIGEN CORP	COM	759916109	1,747	18,100	SH		OTR	1	0	18,100	0
REPLIGEN CORP	COM	759916109	386	4,000	SH		SOLE		4,000	0	0
REPUBLIC BANCORP KY	CL A	760281204	714	21,631	SH		OTR	1	0	21,631	0
REPUBLIC BANCORP KY	CL A	760281204	159	4,811	SH		SOLE		4,811	0	0
REPUBLIC SVCS INC	COM	760759100	424	5,650	SH		SOLE		5,650	0	0
REPUBLIC SVCS INC	COM	760759100	5,729	76,322	SH		OTR	1	0	76,322	0
REPUBLIC SVCS INC	COM	760759100	454	6,052	SH		OTR	5	0	6,052	0
RESIDEO TECHNOLOGIES INC	COM	76118Y104	257	53,200	SH		OTR	1	0	53,200	0
RESIDEO TECHNOLOGIES INC	COM	76118Y104	167	34,561	SH		SOLE		34,561	0	0
RESMED INC	COM	761152107	3,749	25,452	SH		OTR	1	0	25,452	0
RESMED INC	COM	761152107	565	3,836	SH		SOLE		3,836	0	0
RETAIL PPTYS AMER INC	CL A	76131V202	26	5,100	SH		OTR	1	0	5,100	0
RETAIL PPTYS AMER INC	CL A	76131V202	30	5,895	SH		SOLE		5,895	0	0
RETAIL VALUE INC	COM	76133Q102	335	27,315	SH		OTR	1	0	27,315	0
RETAIL VALUE INC	COM	76133Q102	69	5,671	SH		SOLE		5,671	0	0
RETROPHIN INC	COM	761299106	822	56,373	SH		OTR	1	0	56,373	0
RETROPHIN INC	COM	761299106	180	12,327	SH		SOLE		12,327	0	0
REXFORD INDL RLTY INC	COM	76169C100	2,871	70,000	SH		OTR	1	0	70,000	0
REXFORD INDL RLTY INC	COM	76169C100	632	15,400	SH		SOLE		15,400	0	0
RH	COM	74967X103	70	700	SH		SOLE		700	0	0
RH	COM	74967X103	342	3,400	SH		OTR	1	0	3,400	0
RIBBON COMMUNICATIONS INC	COM	762544104	900	297,100	SH		OTR	1	0	297,100	0
RIBBON COMMUNICATIONS INC	COM	762544104	198	65,500	SH		SOLE		65,500	0	0
RINGCENTRAL INC	CL A	76680R206	3,112	14,687	SH		OTR	1	0	14,687	0
RINGCENTRAL INC	CL A	76680R206	64	300	SH		SOLE		300	0	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	8,888	3,390,000	PRN		SOLE		3,390,000	0	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	11,632	4,441,000	PRN		DFND	1	0	4,441,000	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	44,626	17,021,000	PRN		OTR	1	0	17,021,000	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	181	69,000	PRN		OTR	4	0	69,000	0
RITE AID CORP	COM	767754872	195	13,000	SH		OTR	1	0	13,000	0
RITE AID CORP	COM	767754872	45	3,000	SH		SOLE		3,000	0	0
RIVERVIEW BANCORP INC	COM	769397100	156	31,100	SH		OTR	1	0	31,100	0
RIVERVIEW BANCORP INC	COM	769397100	35	7,000	SH		SOLE		7,000	0	0
RLJ LODGING TR	COM	74965L101	588	76,200	SH		OTR	1	0	76,200	0
RLJ LODGING TR	COM	74965L101	120	15,500	SH		SOLE		15,500	0	0
RMR GROUP INC	CL A	74967R106	1,586	58,809	SH		OTR	1	0	58,809	0
RMR GROUP INC	CL A	74967R106	344	12,770	SH		SOLE		12,770	0	0
ROBERT HALF INTL INC	COM	770323103	4,467	118,324	SH		OTR	1	0	118,324	0
ROBERT HALF INTL INC	COM	770323103	103	2,739	SH		SOLE		2,739	0	0
ROCKWELL AUTOMATION INC	COM	773903109	476	3,152	SH		SOLE		3,152	0	0
ROCKWELL AUTOMATION INC	COM	773903109	2,248	14,894	SH		OTR	1	0	14,894	0
ROCKY BRANDS INC	COM	774515100	344	17,779	SH		SOLE		17,779	0	0
ROCKY BRANDS INC	COM	774515100	1,541	79,645	SH		OTR	1	0	79,645	0
ROGERS CORP	COM	775133101	378	4,000	SH		OTR	1	0	4,000	0
ROGERS CORP	COM	775133101	76	800	SH		SOLE		800	0	0
ROKU INC	COM CL A	77543R102	1,467	16,766	SH		OTR	1	0	16,766	0
ROKU INC	COM CL A	77543R102	17	200	SH		SOLE		200	0	0
ROLLINS INC	COM	775711104	646	17,885	SH		OTR	1	0	17,885	0
ROLLINS INC	COM	775711104	120	3,332	SH		SOLE		3,332	0	0
ROPER TECHNOLOGIES INC	COM	776696106	5,648	18,113	SH		OTR	1	0	18,113	0
ROPER TECHNOLOGIES INC	COM	776696106	873	2,801	SH		SOLE		2,801	0	0
ROSS STORES INC	COM	778296103	5,569	64,039	SH		OTR	1	0	64,039	0
ROSS STORES INC	COM	778296103	15	174	SH		OTR	5	0	174	0
ROSS STORES INC	COM	778296103	841	9,670	SH		SOLE		9,670	0	0
RUTHS HOSPITALITY GROUP INC	COM	783332109	291	43,600	SH		OTR	1	0	43,600	0
RUTHS HOSPITALITY GROUP INC	COM	783332109	61	9,200	SH		SOLE		9,200	0	0
RYERSON HLDG CORP	COM	783754104	350	65,700	SH		OTR	1	0	65,700	0
RYERSON HLDG CORP	COM	783754104	80	15,100	SH		SOLE		15,100	0	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	893	24,900	SH		OTR	1	0	24,900	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	197	5,500	SH		SOLE		5,500	0	0
S&P GLOBAL INC	COM	78409V104	1,805	7,365	SH		SOLE		7,365	0	0
S&P GLOBAL INC	COM	78409V104	23,625	96,410	SH		OTR	1	0	96,410	0
S&P GLOBAL INC	COM	78409V104	1,067	4,354	SH		OTR	5	0	4,354	0
SABRA HEALTH CARE REIT INC	COM	78573L106	326	29,833	SH		SOLE		29,833	0	0
SABRA HEALTH CARE REIT INC	COM	78573L106	10	901	SH		OTR	5	0	901	0
SABRA HEALTH CARE REIT INC	COM	78573L106	1,422	130,200	SH		OTR	1	0	130,200	0
SABRE CORP	COM	78573M104	849	143,193	SH		OTR	1	0	143,193	0
SAILPOINT TECHNLGIES HLDGS I	COM	78781P105	344	22,600	SH		OTR	1	0	22,600	0
SAILPOINT TECHNLGIES HLDGS I	COM	78781P105	79	5,200	SH		SOLE		5,200	0	0
SALESFORCE COM INC	COM	79466L302	32,855	228,192	SH		OTR	1	0	228,192	0
SALESFORCE COM INC	COM	79466L302	1,241	8,622	SH		OTR	5	0	8,622	0
SALESFORCE COM INC	COM	79466L302	3,957	27,486	SH		SOLE		27,486	0	0
SANFILIPPO JOHN B & SON INC	COM	800422107	1,766	19,750	SH		OTR	1	0	19,750	0
SANFILIPPO JOHN B & SON INC	COM	800422107	367	4,100	SH		SOLE		4,100	0	0
SANGAMO THERAPEUTICS INC	COM	800677106	742	116,533	SH		OTR	1	0	116,533	0
SANGAMO THERAPEUTICS INC	COM	800677106	160	25,149	SH		SOLE		25,149	0	0
SANMINA CORPORATION	COM	801056102	571	20,928	SH		SOLE		20,928	0	0
SANMINA CORPORATION	COM	801056102	2,647	97,047	SH		OTR	1	0	97,047	0
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	205	135,000	PRN		SOLE		135,000	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	19,627	72,700	SH		OTR	1	0	72,700	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	627	2,322	SH		OTR	5	0	2,322	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	996	3,691	SH		SOLE		3,691	0	0
SCANSOURCE INC	COM	806037107	483	22,600	SH		OTR	1	0	22,600	0
SCANSOURCE INC	COM	806037107	101	4,700	SH		SOLE		4,700	0	0
SCHLUMBERGER LTD	COM	806857108	175	12,940	SH		OTR	5	0	12,940	0
SCHLUMBERGER LTD	COM	806857108	531	39,390	SH		SOLE		39,390	0	0
SCHLUMBERGER LTD	COM	806857108	4,207	311,880	SH		OTR	1	0	311,880	0
SCHNEIDER NATIONAL INC	CL B	80689H102	5,701	294,773	SH		OTR	1	0	294,773	0
SCHNEIDER NATIONAL INC	CL B	80689H102	353	18,266	SH		SOLE		18,266	0	0
SCHWAB CHARLES CORP	COM	808513105	6,058	180,181	SH		OTR	1	0	180,181	0
SCHWAB CHARLES CORP	COM	808513105	1,016	30,234	SH		SOLE		30,234	0	0
SCIENCE APPLICATNS INTL CP N	COM	808625107	2,082	27,900	SH		OTR	1	0	27,900	0
SCIENCE APPLICATNS INTL CP N	COM	808625107	455	6,100	SH		SOLE		6,100	0	0
SEABOARD CORP	COM	811543107	236	84	SH		OTR	1	0	84	0
SEALED AIR CORP NEW	COM	81211K100	486	19,649	SH		OTR	1	0	19,649	0
SEALED AIR CORP NEW	COM	81211K100	90	3,644	SH		SOLE		3,644	0	0
SELECT INTERIOR CONCEPTS INC	CL A	816120307	287	138,700	SH		OTR	1	0	138,700	0
SELECT INTERIOR CONCEPTS INC	CL A	816120307	68	32,900	SH		SOLE		32,900	0	0
SELECT MED HLDGS CORP	COM	81619Q105	447	29,800	SH		SOLE		29,800	0	0
SELECT MED HLDGS CORP	COM	81619Q105	2,046	136,400	SH		OTR	1	0	136,400	0
SEMPRA ENERGY	COM	816851109	5,069	44,862	SH		OTR	1	0	44,862	0
SEMPRA ENERGY	COM	816851109	818	7,244	SH		SOLE		7,244	0	0
SENECA FOODS CORP NEW	CL A	817070501	1,188	29,867	SH		OTR	1	0	29,867	0
SENECA FOODS CORP NEW	CL A	817070501	259	6,500	SH		SOLE		6,500	0	0
SERVICENOW INC	COM	81762P102	1,585	5,529	SH		SOLE		5,529	0	0
SERVICENOW INC	COM	81762P102	9,129	31,856	SH		OTR	1	0	31,856	0
SERVICENOW INC	COM	81762P102	60	208	SH		OTR	5	0	208	0
SERVICENOW INC	NOTE 6/0	81762PAC6	10,743	5,041,000	PRN		SOLE		5,041,000	0	0
SERVICENOW INC	NOTE 6/0	81762PAC6	143	67,000	PRN		OTR	4	0	67,000	0
SERVICENOW INC	NOTE 6/0	81762PAC6	9,168	4,307,000	PRN		DFND	1	0	4,307,000	0
SERVICENOW INC	NOTE 6/0	81762PAC6	31,718	14,883,000	PRN		OTR	1	0	14,883,000	0
SHAKE SHACK INC	CL A	819047101	313	8,300	SH		OTR	1	0	8,300	0
SHAKE SHACK INC	CL A	819047101	68	1,800	SH		SOLE		1,800	0	0
SHERWIN WILLIAMS CO	COM	824348106	6,896	15,007	SH		OTR	1	0	15,007	0
SHERWIN WILLIAMS CO	COM	824348106	351	764	SH		OTR	5	0	764	0
SHERWIN WILLIAMS CO	COM	824348106	1,386	3,017	SH		SOLE		3,017	0	0
SIGA TECHNOLOGIES INC	COM	826917106	177	37,107	SH		OTR	1	0	37,107	0
SIGA TECHNOLOGIES INC	COM	826917106	36	7,600	SH		SOLE		7,600	0	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	2,092	26,024	SH		OTR	1	0	26,024	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	2,152	1,945,000	PRN		DFND	1	0	1,945,000	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	2,886	2,600,000	PRN		SOLE		2,600,000	0	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	25,334	22,821,000	PRN		OTR	1	0	22,821,000	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	34	31,000	PRN		OTR	4	0	31,000	0
SIMON PPTY GROUP INC NEW	COM	828806109	3,352	61,101	SH		OTR	1	0	61,101	0
SIMON PPTY GROUP INC NEW	COM	828806109	10	182	SH		OTR	5	0	182	0
SIMON PPTY GROUP INC NEW	COM	828806109	514	9,373	SH		SOLE		9,373	0	0
SIMPLY GOOD FOODS CO	COM	82900L102	366	19,000	SH		OTR	1	0	19,000	0
SIMPLY GOOD FOODS CO	COM	82900L102	77	4,000	SH		SOLE		4,000	0	0
SIMPSON MANUFACTURING CO INC	COM	829073105	1,934	31,200	SH		OTR	1	0	31,200	0
SIMPSON MANUFACTURING CO INC	COM	829073105	415	6,700	SH		SOLE		6,700	0	0
SITEONE LANDSCAPE SUPPLY INC	COM	82982L103	876	11,900	SH		OTR	1	0	11,900	0
SITEONE LANDSCAPE SUPPLY INC	COM	82982L103	184	2,500	SH		SOLE		2,500	0	0
SIX FLAGS ENTMT CORP NEW	COM	83001A102	626	49,885	SH		OTR	1	0	49,885	0
SJW GROUP	COM	784305104	2,346	40,603	SH		OTR	1	0	40,603	0
SJW GROUP	COM	784305104	514	8,899	SH		SOLE		8,899	0	0
SKECHERS U S A INC	CL A	830566105	7,876	331,770	SH		OTR	1	0	331,770	0
SKECHERS U S A INC	CL A	830566105	654	27,545	SH		OTR	5	0	27,545	0
SKECHERS U S A INC	CL A	830566105	483	20,349	SH		SOLE		20,349	0	0
SKYLINE CHAMPION CORPORATION	COM	830830105	299	19,100	SH		OTR	1	0	19,100	0
SKYLINE CHAMPION CORPORATION	COM	830830105	52	3,300	SH		SOLE		3,300	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	650	7,267	SH		OTR	5	0	7,267	0
SKYWORKS SOLUTIONS INC	COM	83088M102	625	6,994	SH		SOLE		6,994	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	10,116	113,177	SH		OTR	1	0	113,177	0
SL GREEN RLTY CORP	COM	78440X101	102	2,356	SH		SOLE		2,356	0	0
SL GREEN RLTY CORP	COM	78440X101	434	10,062	SH		OTR	1	0	10,062	0
SLEEP NUMBER CORP	COM	83125X103	1,136	59,300	SH		OTR	1	0	59,300	0
SLEEP NUMBER CORP	COM	83125X103	245	12,800	SH		SOLE		12,800	0	0
SLM CORP	COM	78442P106	6,093	847,454	SH		OTR	1	0	847,454	0
SLM CORP	COM	78442P106	606	84,239	SH		OTR	5	0	84,239	0
SLM CORP	COM	78442P106	450	62,588	SH		SOLE		62,588	0	0
SMARTFINANCIAL INC	COM NEW	83190L208	596	39,164	SH		OTR	1	0	39,164	0
SMARTFINANCIAL INC	COM NEW	83190L208	131	8,601	SH		SOLE		8,601	0	0
SMITH A O CORP	COM	831865209	122	3,234	SH		SOLE		3,234	0	0
SMITH A O CORP	COM	831865209	664	17,570	SH		OTR	1	0	17,570	0
SMUCKER J M CO	COM NEW	832696405	340	3,062	SH		SOLE		3,062	0	0
SMUCKER J M CO	COM NEW	832696405	1,605	14,456	SH		OTR	1	0	14,456	0
SNAP ON INC	COM	833034101	763	7,010	SH		OTR	1	0	7,010	0
SNAP ON INC	COM	833034101	141	1,298	SH		SOLE		1,298	0	0
SOUTH PLAINS FINANCIAL INC	COM	83946P107	380	24,500	SH		OTR	1	0	24,500	0
SOUTH PLAINS FINANCIAL INC	COM	83946P107	87	5,600	SH		SOLE		5,600	0	0
SOUTHERN CO	COM	842587107	10,985	202,893	SH		OTR	1	0	202,893	0
SOUTHERN CO	COM	842587107	612	11,301	SH		OTR	5	0	11,301	0
SOUTHERN CO	COM	842587107	1,750	32,319	SH		SOLE		32,319	0	0
SOUTHERN COPPER CORP	COM	84265V105	1,366	48,504	SH		OTR	1	0	48,504	0
SOUTHWEST AIRLS CO	COM	844741108	3,373	94,718	SH		OTR	1	0	94,718	0
SOUTHWEST AIRLS CO	COM	844741108	398	11,183	SH		SOLE		11,183	0	0
SPARK ENERGY INC	CL A COM	846511103	189	30,101	SH		SOLE		30,101	0	0
SPARK ENERGY INC	CL A COM	846511103	868	138,364	SH		OTR	1	0	138,364	0
SPARTANNASH CO	COM	847215100	596	41,600	SH		OTR	1	0	41,600	0
SPARTANNASH CO	COM	847215100	117	8,200	SH		SOLE		8,200	0	0
SPDR GOLD TRUST	GOLD SHS	78463V107	26,321	177,786	SH		OTR	1	0	177,786	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	25,956	100,701	SH		OTR	1	0	100,701	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	464,816	1,803,358	SH		OTR	3	0	1,803,358	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	2,132	8,272	SH		OTR	5	0	8,272	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	13,261	51,451	SH		SOLE		51,451	0	0
SPDR SER TR	BLMBRG BRC CNVRT	78464A359	241	5,042	SH		DFND	1	0	5,042	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	192	8,030	SH		SOLE		8,030	0	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	4,676	195,396	SH		OTR	1	0	195,396	0
SPIRIT RLTY CAP INC NEW	NOTE 3.750% 5/1	84860WAB8	199	210,000	PRN		SOLE		210,000	0	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	30,570	28,356,000	PRN		OTR	1	0	28,356,000	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	9,268	8,597,000	PRN		SOLE		8,597,000	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	5,431	4,915,000	PRN		DFND	1	0	4,915,000	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	85	77,000	PRN		OTR	4	0	77,000	0
SPROUTS FMRS MKT INC	COM	85208M102	7,564	406,883	SH		OTR	1	0	406,883	0
SPROUTS FMRS MKT INC	COM	85208M102	604	32,500	SH		SOLE		32,500	0	0
SPS COMMERCE INC	COM	78463M107	538	11,564	SH		SOLE		11,564	0	0
SPS COMMERCE INC	COM	78463M107	2,461	52,908	SH		OTR	1	0	52,908	0
SPX CORP	COM	784635104	2,138	65,500	SH		OTR	1	0	65,500	0
SPX CORP	COM	784635104	463	14,200	SH		SOLE		14,200	0	0
SQUARE INC	NOTE 0.375% 3/0	852234AB9	58	25,000	PRN		SOLE		25,000	0	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	10,038	9,689,000	PRN		OTR	1	0	9,689,000	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	4,027	3,887,000	PRN		SOLE		3,887,000	0	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	5,852	133,548	SH		OTR	1	0	133,548	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	476	10,867	SH		SOLE		10,867	0	0
STAG INDL INC	COM	85254J102	345	15,300	SH		OTR	1	0	15,300	0
STAG INDL INC	COM	85254J102	74	3,300	SH		SOLE		3,300	0	0
STAMPS COM INC	COM NEW	852857200	572	4,400	SH		SOLE		4,400	0	0
STAMPS COM INC	COM NEW	852857200	2,784	21,400	SH		OTR	1	0	21,400	0
STANLEY BLACK & DECKER INC	COM	854502101	414	4,135	SH		SOLE		4,135	0	0
STANLEY BLACK & DECKER INC	COM	854502101	91	906	SH		OTR	5	0	906	0
STANLEY BLACK & DECKER INC	COM	854502101	2,571	25,714	SH		OTR	1	0	25,714	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	3,377	46,480	SH		DFND	1	0	46,480	0
STANLEY BLACK & DECKER INC	UNIT 05/15/2020	854502887	52	718	SH		OTR	4	0	718	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	20,947	297,200	SH		OTR	1	0	297,200	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	5,046	71,600	SH		SOLE		71,600	0	0
STARBUCKS CORP	COM	855244109	17,427	265,087	SH		OTR	1	0	265,087	0
STARBUCKS CORP	COM	855244109	54	826	SH		OTR	5	0	826	0
STARBUCKS CORP	COM	855244109	2,030	30,876	SH		SOLE		30,876	0	0
STATE STR CORP	COM	857477103	992	18,621	SH		OTR	5	0	18,621	0
STATE STR CORP	COM	857477103	1,158	21,737	SH		SOLE		21,737	0	0
STATE STR CORP	COM	857477103	11,192	210,097	SH		OTR	1	0	210,097	0
STEEL DYNAMICS INC	COM	858119100	146	6,498	SH		SOLE		6,498	0	0
STEEL DYNAMICS INC	COM	858119100	97	4,300	SH		OTR	1	0	4,300	0
STEELCASE INC	CL A	858155203	1,625	164,628	SH		OTR	1	0	164,628	0
STEELCASE INC	CL A	858155203	355	36,000	SH		SOLE		36,000	0	0
STERLING BANCORP INC	COM	85917W102	329	76,422	SH		OTR	1	0	76,422	0
STERLING BANCORP INC	COM	85917W102	71	16,500	SH		SOLE		16,500	0	0
STERLING CONSTRUCTION CO INC	COM	859241101	271	28,526	SH		OTR	1	0	28,526	0
STERLING CONSTRUCTION CO INC	COM	859241101	64	6,700	SH		SOLE		6,700	0	0
STEWART INFORMATION SVCS COR	COM	860372101	206	7,718	SH		SOLE		7,718	0	0
STEWART INFORMATION SVCS COR	COM	860372101	919	34,462	SH		OTR	1	0	34,462	0
STIFEL FINL CORP	COM	860630102	512	12,400	SH		SOLE		12,400	0	0
STIFEL FINL CORP	COM	860630102	2,365	57,300	SH		OTR	1	0	57,300	0
STRYKER CORP	COM	863667101	6,839	41,079	SH		OTR	1	0	41,079	0
STRYKER CORP	COM	863667101	1,402	8,422	SH		SOLE		8,422	0	0
SUMMIT MATLS INC	CL A	86614U100	411	27,400	SH		OTR	1	0	27,400	0
SUMMIT MATLS INC	CL A	86614U100	86	5,700	SH		SOLE		5,700	0	0
SUN CMNTYS INC	COM	866674104	3,170	25,394	SH		OTR	1	0	25,394	0
SUN CMNTYS INC	COM	866674104	50	400	SH		SOLE		400	0	0
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	125	130,000	PRN		SOLE		130,000	0	0
SUNRUN INC	COM	86771W105	75	7,400	SH		SOLE		7,400	0	0
SUNRUN INC	COM	86771W105	342	33,900	SH		OTR	1	0	33,900	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	867	99,598	SH		OTR	1	0	99,598	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	177	20,323	SH		SOLE		20,323	0	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	482	26,800	SH		OTR	1	0	26,800	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	110	6,100	SH		SOLE		6,100	0	0
SVB FINANCIAL GROUP	COM	78486Q101	992	6,567	SH		OTR	1	0	6,567	0
SVB FINANCIAL GROUP	COM	78486Q101	216	1,430	SH		SOLE		1,430	0	0
SVMK INC	COM	78489X103	280	20,700	SH		OTR	1	0	20,700	0
SVMK INC	COM	78489X103	61	4,500	SH		SOLE		4,500	0	0
SYNAPTICS INC	COM	87157D109	2,409	41,629	SH		OTR	1	0	41,629	0
SYNAPTICS INC	COM	87157D109	523	9,036	SH		SOLE		9,036	0	0
SYNAPTICS INC	NOTE 0.500% 6/1	87157DAD1	120	115,000	PRN		SOLE		115,000	0	0
SYNCHRONOSS TECHNOLOGIES INC	COM	87157B103	148	48,400	SH		SOLE		48,400	0	0
SYNCHRONOSS TECHNOLOGIES INC	COM	87157B103	703	230,400	SH		OTR	1	0	230,400	0
SYNCHRONY FINL	COM	87165B103	9,470	588,545	SH		OTR	1	0	588,545	0
SYNCHRONY FINL	COM	87165B103	688	42,764	SH		OTR	5	0	42,764	0
SYNCHRONY FINL	COM	87165B103	657	40,852	SH		SOLE		40,852	0	0
SYNEOS HEALTH INC	CL A	87166B102	690	17,500	SH		OTR	1	0	17,500	0
SYNEOS HEALTH INC	CL A	87166B102	162	4,100	SH		SOLE		4,100	0	0
SYNNEX CORP	COM	87162W100	8,809	120,505	SH		OTR	1	0	120,505	0
SYNNEX CORP	COM	87162W100	622	8,504	SH		OTR	5	0	8,504	0
SYNNEX CORP	COM	87162W100	320	4,381	SH		SOLE		4,381	0	0
SYNOPSYS INC	COM	871607107	19,773	153,531	SH		OTR	1	0	153,531	0
SYNOPSYS INC	COM	871607107	1,099	8,530	SH		OTR	5	0	8,530	0
SYNOPSYS INC	COM	871607107	685	5,318	SH		SOLE		5,318	0	0
SYNOVUS FINL CORP	COM NEW	87161C501	2,227	126,846	SH		OTR	1	0	126,846	0
SYNOVUS FINL CORP	COM NEW	87161C501	223	12,700	SH		SOLE		12,700	0	0
SYSCO CORP	COM	871829107	3,042	66,672	SH		OTR	1	0	66,672	0
SYSCO CORP	COM	871829107	650	14,246	SH		SOLE		14,246	0	0
T MOBILE US INC	COM	872590104	4,475	53,341	SH		OTR	1	0	53,341	0
T MOBILE US INC	COM	872590104	702	8,364	SH		SOLE		8,364	0	0
TABULA RASA HEALTHCARE INC	COM	873379101	199	3,800	SH		OTR	1	0	3,800	0
TABULA RASA HEALTHCARE INC	COM	873379101	47	900	SH		SOLE		900	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	5	107	SH		DFND	1	0	107	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	6,206	129,854	SH		SOLE		129,854	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	8,587	179,691	SH		OTR	1	0	179,691	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	13,802	116,364	SH		OTR	1	0	116,364	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	1,109	9,346	SH		OTR	5	0	9,346	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	779	6,566	SH		SOLE		6,566	0	0
TAL EDUCATION GROUP	SPONSORED ADS	874080104	229	4,300	SH		OTR	1	0	4,300	0
TAL EDUCATION GROUP	SPONSORED ADS	874080104	69	1,300	SH		SOLE		1,300	0	0
TALOS ENERGY INC	COM	87484T108	16,484	2,866,839	SH		OTR	1	0	2,866,839	0
TALOS ENERGY INC	COM	87484T108	36	6,187	SH		OTR	5	0	6,187	0
TALOS ENERGY INC	COM	87484T108	4,028	700,588	SH		SOLE		700,588	0	0
TANDEM DIABETES CARE INC	COM NEW	875372203	1,216	18,900	SH		OTR	1	0	18,900	0
TANDEM DIABETES CARE INC	COM NEW	875372203	264	4,100	SH		SOLE		4,100	0	0
TAPESTRY INC	COM	876030107	100	7,691	SH		SOLE		7,691	0	0
TAPESTRY INC	COM	876030107	456	35,203	SH		OTR	1	0	35,203	0
TARGET CORP	COM	87612E106	19,559	210,375	SH		OTR	1	0	210,375	0
TARGET CORP	COM	87612E106	1,265	13,610	SH		OTR	5	0	13,610	0
TARGET CORP	COM	87612E106	2,036	21,897	SH		SOLE		21,897	0	0
TAYLOR MORRISON HOME CORP	COM	87724P106	938	85,300	SH		OTR	1	0	85,300	0
TAYLOR MORRISON HOME CORP	COM	87724P106	196	17,800	SH		SOLE		17,800	0	0
TD AMERITRADE HLDG CORP	COM	87236Y108	1,379	39,799	SH		OTR	1	0	39,799	0
TECH DATA CORP	COM	878237106	118	900	SH		SOLE		900	0	0
TECH DATA CORP	COM	878237106	1,492	11,402	SH		OTR	1	0	11,402	0
TECH DATA CORP	COM	878237106	85	650	SH		OTR	5	0	650	0
TELADOC HEALTH INC	COM	87918A105	899	5,800	SH		SOLE		5,800	0	0
TELADOC HEALTH INC	COM	87918A105	4,077	26,300	SH		OTR	1	0	26,300	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	57,796	19,852,000	PRN		OTR	1	0	19,852,000	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	17,791	6,111,000	PRN		SOLE		6,111,000	0	0
TELADOC HEALTH INC	NOTE 3.000%12/1	87918AAB1	8,568	2,420,000	PRN		DFND	1	0	2,420,000	0
TELADOC HEALTH INC	NOTE 3.000%12/1	87918AAB1	131	37,000	PRN		OTR	4	0	37,000	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	2,508	8,437	SH		OTR	1	0	8,437	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	19	64	SH		SOLE		64	0	0
TELEFLEX INCORPORATED	COM	879369106	21,778	74,364	SH		OTR	1	0	74,364	0
TELEFLEX INCORPORATED	COM	879369106	378	1,290	SH		SOLE		1,290	0	0
TELENAV INC	COM	879455103	984	227,800	SH		OTR	1	0	227,800	0
TELENAV INC	COM	879455103	210	48,600	SH		SOLE		48,600	0	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	490	29,245	SH		SOLE		29,245	0	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	4,585	273,550	SH		OTR	1	0	273,550	0
TENET HEALTHCARE CORP	COM NEW	88033G407	1,698	117,900	SH		OTR	1	0	117,900	0
TENET HEALTHCARE CORP	COM NEW	88033G407	370	25,700	SH		SOLE		25,700	0	0
TERADATA CORP DEL	COM	88076W103	963	47,010	SH		OTR	1	0	47,010	0
TERADYNE INC	COM	880770102	2,180	40,246	SH		OTR	1	0	40,246	0
TERADYNE INC	COM	880770102	191	3,530	SH		SOLE		3,530	0	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	260	145,000	PRN		SOLE		145,000	0	0
TERRAFORM PWR INC	COM CL A	88104R209	192	12,200	SH		SOLE		12,200	0	0
TERRAFORM PWR INC	COM CL A	88104R209	982	62,300	SH		OTR	1	0	62,300	0
TERRENO RLTY CORP	COM	88146M101	176	3,400	SH		SOLE		3,400	0	0
TERRENO RLTY CORP	COM	88146M101	766	14,800	SH		OTR	1	0	14,800	0
TESLA INC	COM	88160R101	13,557	25,872	SH		OTR	1	0	25,872	0
TESLA INC	COM	88160R101	615	1,173	SH		SOLE		1,173	0	0
TESLA INC	NOTE 1.250% 3/0	88160RAC5	24,102	15,661,000	PRN		OTR	1	0	15,661,000	0
TESLA INC	NOTE 1.250% 3/0	88160RAC5	8,058	5,236,000	PRN		SOLE		5,236,000	0	0
TESLA INC	NOTE 2.000% 5/1	88160RAG6	840	460,000	PRN		SOLE		460,000	0	0
TESLA INC	NOTE 2.375% 3/1	88160RAD3	5,856	3,422,000	PRN		DFND	1	0	3,422,000	0
TESLA INC	NOTE 2.375% 3/1	88160RAD3	91	53,000	PRN		OTR	4	0	53,000	0
TETRA TECH INC NEW	COM	88162G103	449	6,358	SH		OTR	5	0	6,358	0
TETRA TECH INC NEW	COM	88162G103	28	400	SH		SOLE		400	0	0
TETRA TECH INC NEW	COM	88162G103	1,562	22,114	SH		OTR	1	0	22,114	0
TEXAS CAPITAL BANCSHARES INC	COM	88224Q107	365	16,475	SH		OTR	1	0	16,475	0
TEXAS INSTRS INC	COM	882508104	14,121	141,313	SH		OTR	1	0	141,313	0
TEXAS INSTRS INC	COM	882508104	30	305	SH		OTR	5	0	305	0
TEXAS INSTRS INC	COM	882508104	2,435	24,364	SH		SOLE		24,364	0	0
TEXAS ROADHOUSE INC	COM	882681109	1,310	31,715	SH		OTR	1	0	31,715	0
TEXAS ROADHOUSE INC	COM	882681109	273	6,600	SH		SOLE		6,600	0	0
TEXTRON INC	COM	883203101	8,486	318,188	SH		OTR	1	0	318,188	0
TEXTRON INC	COM	883203101	523	19,597	SH		OTR	5	0	19,597	0
TEXTRON INC	COM	883203101	459	17,229	SH		SOLE		17,229	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	3,050	10,755	SH		SOLE		10,755	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	211	745	SH		OTR	5	0	745	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	17,074	60,205	SH		OTR	1	0	60,205	0
THOR INDS INC	COM	885160101	380	9,000	SH		SOLE		9,000	0	0
THOR INDS INC	COM	885160101	3,231	76,605	SH		OTR	1	0	76,605	0
TIFFANY & CO NEW	COM	886547108	2,889	22,310	SH		OTR	1	0	22,310	0
TIFFANY & CO NEW	COM	886547108	330	2,546	SH		SOLE		2,546	0	0
TILLYS INC	CL A	886885102	297	72,000	SH		OTR	1	0	72,000	0
TILLYS INC	CL A	886885102	66	15,900	SH		SOLE		15,900	0	0
TIMKEN CO	COM	887389104	4,958	153,320	SH		OTR	1	0	153,320	0
TIMKEN CO	COM	887389104	240	7,436	SH		SOLE		7,436	0	0
TIPTREE INC	COM	88822Q103	28	5,379	SH		SOLE		5,379	0	0
TIPTREE INC	COM	88822Q103	118	22,579	SH		OTR	1	0	22,579	0
TIVO CORP	COM	88870P106	957	135,100	SH		OTR	1	0	135,100	0
TIVO CORP	COM	88870P106	223	31,500	SH		SOLE		31,500	0	0
TJX COS INC NEW	COM	872540109	7,853	164,255	SH		OTR	1	0	164,255	0
TJX COS INC NEW	COM	872540109	199	4,166	SH		OTR	5	0	4,166	0
TJX COS INC NEW	COM	872540109	1,531	32,021	SH		SOLE		32,021	0	0
TOLL BROTHERS INC	COM	889478103	1,106	57,469	SH		OTR	1	0	57,469	0
TOLL BROTHERS INC	COM	889478103	115	5,964	SH		SOLE		5,964	0	0
TOPBUILD CORP	COM	89055F103	1,132	15,800	SH		OTR	1	0	15,800	0
TOPBUILD CORP	COM	89055F103	251	3,500	SH		SOLE		3,500	0	0
TRACTOR SUPPLY CO	COM	892356106	280	3,315	SH		SOLE		3,315	0	0
TRACTOR SUPPLY CO	COM	892356106	1,283	15,179	SH		OTR	1	0	15,179	0
TRANSDIGM GROUP INC	COM	893641100	484	1,513	SH		SOLE		1,513	0	0
TRANSDIGM GROUP INC	COM	893641100	498	1,556	SH		OTR	5	0	1,556	0
TRANSDIGM GROUP INC	COM	893641100	6,187	19,323	SH		OTR	1	0	19,323	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	642	1,848,000	PRN		DFND	1	0	1,848,000	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	10	29,000	PRN		OTR	4	0	29,000	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	49	135,000	PRN		SOLE		135,000	0	0
TRANSUNION	COM	89400J107	11,340	171,347	SH		OTR	1	0	171,347	0
TRANSUNION	COM	89400J107	102	1,540	SH		SOLE		1,540	0	0
TRAVELERS COMPANIES INC	COM	89417E109	7,302	73,500	SH		OTR	1	0	73,500	0
TRAVELERS COMPANIES INC	COM	89417E109	715	7,192	SH		OTR	5	0	7,192	0
TRAVELERS COMPANIES INC	COM	89417E109	700	7,043	SH		SOLE		7,043	0	0
TRAVELZOO	COM NEW	89421Q205	410	104,340	SH		OTR	1	0	104,340	0
TRAVELZOO	COM NEW	89421Q205	88	22,492	SH		SOLE		22,492	0	0
TREDEGAR CORP	COM	894650100	232	14,875	SH		SOLE		14,875	0	0
TREDEGAR CORP	COM	894650100	1,089	69,703	SH		OTR	1	0	69,703	0
TREEHOUSE FOODS INC	COM	89469A104	1,373	31,095	SH		OTR	1	0	31,095	0
TREX CO INC	COM	89531P105	1,987	24,800	SH		OTR	1	0	24,800	0
TREX CO INC	COM	89531P105	441	5,500	SH		SOLE		5,500	0	0
TRI POINTE GROUP INC	COM	87265H109	1,705	194,400	SH		OTR	1	0	194,400	0
TRI POINTE GROUP INC	COM	87265H109	373	42,500	SH		SOLE		42,500	0	0
TRIBUNE PUBG CO NEW	COM	89609W107	271	33,400	SH		OTR	1	0	33,400	0
TRIBUNE PUBG CO NEW	COM	89609W107	58	7,200	SH		SOLE		7,200	0	0
TRIPADVISOR INC	COM	896945201	1,566	90,043	SH		OTR	1	0	90,043	0
TRIPADVISOR INC	COM	896945201	143	8,245	SH		SOLE		8,245	0	0
TRIPADVISOR INC	COM	896945201	12	710	SH		OTR	5	0	710	0
TRUIST FINL CORP	COM	89832Q109	7,181	232,849	SH		OTR	1	0	232,849	0
TRUIST FINL CORP	COM	89832Q109	117	3,804	SH		OTR	5	0	3,804	0
TRUIST FINL CORP	COM	89832Q109	1,115	36,142	SH		SOLE		36,142	0	0
TRUSTCO BK CORP N Y	COM	898349105	101	18,700	SH		OTR	1	0	18,700	0
TRUSTCO BK CORP N Y	COM	898349105	24	4,500	SH		SOLE		4,500	0	0
TURNING POINT THERAPEUTICS I	COM	90041T108	786	17,600	SH		OTR	1	0	17,600	0
TURNING POINT THERAPEUTICS I	COM	90041T108	170	3,800	SH		SOLE		3,800	0	0
TWILIO INC	NOTE 0.250% 6/0	90138FAB8	2,732	1,951,000	PRN		SOLE		1,951,000	0	0
TWILIO INC	NOTE 0.250% 6/0	90138FAB8	7,746	5,532,000	PRN		OTR	1	0	5,532,000	0
TWITTER INC	COM	90184L102	2,411	98,165	SH		OTR	1	0	98,165	0
TWITTER INC	COM	90184L102	501	20,392	SH		SOLE		20,392	0	0
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	247	275,000	PRN		SOLE		275,000	0	0
TWITTER INC	NOTE 1.000% 9/1	90184LAD4	242	255,000	PRN		SOLE		255,000	0	0
TYSON FOODS INC	CL A	902494103	14,157	244,636	SH		OTR	1	0	244,636	0
TYSON FOODS INC	CL A	902494103	1,087	18,779	SH		OTR	5	0	18,779	0
TYSON FOODS INC	CL A	902494103	652	11,261	SH		SOLE		11,261	0	0
UBER TECHNOLOGIES INC	COM	90353T100	1,556	55,732	SH		OTR	1	0	55,732	0
UBER TECHNOLOGIES INC	COM	90353T100	67	2,400	SH		SOLE		2,400	0	0
UDR INC	COM	902653104	343	9,383	SH		SOLE		9,383	0	0
UDR INC	COM	902653104	2,446	66,953	SH		OTR	1	0	66,953	0
ULTA BEAUTY INC	COM	90384S303	277	1,575	SH		SOLE		1,575	0	0
ULTA BEAUTY INC	COM	90384S303	2,821	16,053	SH		OTR	1	0	16,053	0
ULTRA CLEAN HLDGS INC	COM	90385V107	351	25,400	SH		OTR	1	0	25,400	0
ULTRA CLEAN HLDGS INC	COM	90385V107	77	5,600	SH		SOLE		5,600	0	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	1,456	32,780	SH		OTR	1	0	32,780	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	319	7,191	SH		SOLE		7,191	0	0
UMB FINL CORP	COM	902788108	1,646	35,500	SH		OTR	1	0	35,500	0
UMB FINL CORP	COM	902788108	348	7,500	SH		SOLE		7,500	0	0
UNDER ARMOUR INC	CL A	904311107	220	23,862	SH		OTR	1	0	23,862	0
UNDER ARMOUR INC	CL A	904311107	43	4,647	SH		SOLE		4,647	0	0
UNDER ARMOUR INC	CL C	904311206	199	24,651	SH		OTR	1	0	24,651	0
UNDER ARMOUR INC	CL C	904311206	51	6,279	SH		SOLE		6,279	0	0
UNION PAC CORP	COM	907818108	356	2,524	SH		OTR	5	0	2,524	0
UNION PAC CORP	COM	907818108	2,987	21,180	SH		SOLE		21,180	0	0
UNION PAC CORP	COM	907818108	16,615	117,801	SH		OTR	1	0	117,801	0
UNISYS CORP	COM NEW	909214306	508	41,100	SH		OTR	1	0	41,100	0
UNISYS CORP	COM NEW	909214306	115	9,300	SH		SOLE		9,300	0	0
UNITED AIRLS HLDGS INC	COM	910047109	1,235	39,139	SH		OTR	1	0	39,139	0
UNITED AIRLS HLDGS INC	COM	910047109	163	5,178	SH		SOLE		5,178	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	8,352	89,402	SH		OTR	1	0	89,402	0
UNITED PARCEL SERVICE INC	CL B	911312106	1,723	18,439	SH		SOLE		18,439	0	0
UNITED RENTALS INC	COM	911363109	217	2,113	SH		SOLE		2,113	0	0
UNITED RENTALS INC	COM	911363109	1,013	9,845	SH		OTR	1	0	9,845	0
UNITED STATES CELLULAR CORP	COM	911684108	521	17,800	SH		SOLE		17,800	0	0
UNITED STATES CELLULAR CORP	COM	911684108	1,962	66,988	SH		OTR	1	0	66,988	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	8,028	84,660	SH		OTR	1	0	84,660	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	510	5,377	SH		OTR	5	0	5,377	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	50	524	SH		SOLE		524	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	69,388	278,244	SH		OTR	1	0	278,244	0
UNITEDHEALTH GROUP INC	COM	91324P102	3,288	13,185	SH		OTR	5	0	13,185	0
UNITEDHEALTH GROUP INC	COM	91324P102	6,490	26,025	SH		SOLE		26,025	0	0
UNITI GROUP INC	COM	91325V108	276	45,800	SH		OTR	1	0	45,800	0
UNITI GROUP INC	COM	91325V108	48	8,000	SH		SOLE		8,000	0	0
UNIVERSAL CORP VA	COM	913456109	2,231	50,460	SH		OTR	1	0	50,460	0
UNIVERSAL CORP VA	COM	913456109	485	10,967	SH		SOLE		10,967	0	0
UNIVERSAL ELECTRS INC	COM	913483103	42	1,100	SH		SOLE		1,100	0	0
UNIVERSAL ELECTRS INC	COM	913483103	234	6,100	SH		OTR	1	0	6,100	0
UNIVERSAL FST PRODS INC	COM	913543104	2,536	68,200	SH		OTR	1	0	68,200	0
UNIVERSAL FST PRODS INC	COM	913543104	550	14,800	SH		SOLE		14,800	0	0
UNIVERSAL HEALTH RLTY INCM T	SH BEN INT	91359E105	181	1,800	SH		OTR	1	0	1,800	0
UNIVERSAL HEALTH RLTY INCM T	SH BEN INT	91359E105	40	400	SH		SOLE		400	0	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	1,414	14,276	SH		OTR	1	0	14,276	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	238	2,402	SH		SOLE		2,402	0	0
UNUM GROUP	COM	91529Y106	250	16,661	SH		OTR	5	0	16,661	0
UNUM GROUP	COM	91529Y106	440	29,285	SH		SOLE		29,285	0	0
UNUM GROUP	COM	91529Y106	1,855	123,584	SH		OTR	1	0	123,584	0
US BANCORP DEL	COM NEW	902973304	7,478	217,070	SH		OTR	1	0	217,070	0
US BANCORP DEL	COM NEW	902973304	1,245	36,128	SH		SOLE		36,128	0	0
US FOODS HLDG CORP	COM	912008109	2,277	128,593	SH		OTR	1	0	128,593	0
US FOODS HLDG CORP	COM	912008109	305	17,200	SH		SOLE		17,200	0	0
USANA HEALTH SCIENCES INC	COM	90328M107	2,056	35,600	SH		OTR	1	0	35,600	0
USANA HEALTH SCIENCES INC	COM	90328M107	445	7,700	SH		SOLE		7,700	0	0
V F CORP	COM	918204108	2,238	41,387	SH		OTR	1	0	41,387	0
V F CORP	COM	918204108	464	8,580	SH		SOLE		8,580	0	0
VALERO ENERGY CORP	COM	91913Y100	898	19,799	SH		OTR	5	0	19,799	0
VALERO ENERGY CORP	COM	91913Y100	847	18,680	SH		SOLE		18,680	0	0
VALERO ENERGY CORP	COM	91913Y100	8,017	176,736	SH		OTR	1	0	176,736	0
VANDA PHARMACEUTICALS INC	COM	921659108	122	11,800	SH		SOLE		11,800	0	0
VANDA PHARMACEUTICALS INC	COM	921659108	549	53,022	SH		OTR	1	0	53,022	0
VANECK VECTORS ETF TR	HIGH YLD MUN ETF	92189H409	5,341	102,200	SH		SOLE		102,200	0	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	236,799	999,910	SH		OTR	3	0	999,910	0
VAREX IMAGING CORP	COM	92214X106	359	15,800	SH		OTR	1	0	15,800	0
VAREX IMAGING CORP	COM	92214X106	84	3,700	SH		SOLE		3,700	0	0
VARIAN MED SYS INC	COM	92220P105	2,088	20,342	SH		OTR	1	0	20,342	0
VARIAN MED SYS INC	COM	92220P105	464	4,524	SH		SOLE		4,524	0	0
VARONIS SYS INC	COM	922280102	554	8,700	SH		OTR	1	0	8,700	0
VARONIS SYS INC	COM	922280102	121	1,900	SH		SOLE		1,900	0	0
VECTOR GROUP LTD	COM	92240M108	2,049	217,568	SH		OTR	1	0	217,568	0
VECTOR GROUP LTD	COM	92240M108	441	46,775	SH		SOLE		46,775	0	0
VECTRUS INC	COM	92242T101	1,930	46,603	SH		OTR	1	0	46,603	0
VECTRUS INC	COM	92242T101	422	10,179	SH		SOLE		10,179	0	0
VEECO INSTRS INC DEL	COM	922417100	949	99,200	SH		OTR	1	0	99,200	0
VEECO INSTRS INC DEL	COM	922417100	203	21,200	SH		SOLE		21,200	0	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	78	95,000	PRN		SOLE		95,000	0	0
VENTAS INC	COM	92276F100	2,537	94,655	SH		OTR	1	0	94,655	0
VENTAS INC	COM	92276F100	304	11,333	SH		SOLE		11,333	0	0
VERACYTE INC	COM	92337F107	335	13,800	SH		OTR	1	0	13,800	0
VERACYTE INC	COM	92337F107	75	3,100	SH		SOLE		3,100	0	0
VEREIT INC	COM	92339V100	47	9,671	SH		OTR	1	0	9,671	0
VEREIT INC	COM	92339V100	43	8,830	SH		SOLE		8,830	0	0
VERINT SYS INC	COM	92343X100	142	3,300	SH		SOLE		3,300	0	0
VERINT SYS INC	COM	92343X100	593	13,800	SH		OTR	1	0	13,800	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	4,380	4,543,000	PRN		DFND	1	0	4,543,000	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	18,335	18,918,000	PRN		OTR	1	0	18,918,000	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	69	72,000	PRN		OTR	4	0	72,000	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	5,591	5,769,000	PRN		SOLE		5,769,000	0	0
VERISIGN INC	COM	92343E102	2,384	13,240	SH		OTR	1	0	13,240	0
VERISIGN INC	COM	92343E102	513	2,851	SH		SOLE		2,851	0	0
VERISK ANALYTICS INC	COM	92345Y106	578	4,146	SH		SOLE		4,146	0	0
VERISK ANALYTICS INC	COM	92345Y106	7,661	54,963	SH		OTR	1	0	54,963	0
VERIZON COMMUNICATIONS INC	COM	92343V104	6,268	116,655	SH		SOLE		116,655	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	1,283	23,877	SH		OTR	5	0	23,877	0
VERIZON COMMUNICATIONS INC	COM	92343V104	34,353	639,371	SH		OTR	1	0	639,371	0
VERRA MOBILITY CORP	COM	92511U102	182	25,500	SH		OTR	1	0	25,500	0
VERRA MOBILITY CORP	COM	92511U102	37	5,200	SH		SOLE		5,200	0	0
VERSO CORP	CL A	92531L207	1,148	101,800	SH		OTR	1	0	101,800	0
VERSO CORP	CL A	92531L207	263	23,300	SH		SOLE		23,300	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	16,829	70,726	SH		OTR	1	0	70,726	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	1,873	7,871	SH		SOLE		7,871	0	0
VIACOMCBS INC	CL B	92556H206	957	68,320	SH		OTR	1	0	68,320	0
VIACOMCBS INC	CL B	92556H206	205	14,617	SH		SOLE		14,617	0	0
VIAVI SOLUTIONS INC	COM	925550105	1,861	166,000	SH		OTR	1	0	166,000	0
VIAVI SOLUTIONS INC	COM	925550105	444	39,600	SH		SOLE		39,600	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	25,656	24,248,000	PRN		OTR	1	0	24,248,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	47	45,000	PRN		OTR	4	0	45,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	4,785	4,522,000	PRN		SOLE		4,522,000	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	3,093	2,934,000	PRN		DFND	1	0	2,934,000	0
VICI PPTYS INC	COM	925652109	263	15,808	SH		OTR	1	0	15,808	0
VICI PPTYS INC	COM	925652109	18	1,100	SH		SOLE		1,100	0	0
VIPSHOP HLDGS LTD	SPONSORED ADS A	92763W103	2	117	SH		DFND	1	0	117	0
VIPSHOP HLDGS LTD	SPONSORED ADS A	92763W103	795	51,000	SH		OTR	1	0	51,000	0
VIPSHOP HLDGS LTD	SPONSORED ADS A	92763W103	8	500	SH		SOLE		500	0	0
VISA INC	COM CL A	92826C839	69,498	431,340	SH		OTR	1	0	431,340	0
VISA INC	COM CL A	92826C839	2,718	16,868	SH		OTR	5	0	16,868	0
VISA INC	COM CL A	92826C839	7,384	45,830	SH		SOLE		45,830	0	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	804	55,802	SH		OTR	1	0	55,802	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	158	10,999	SH		SOLE		10,999	0	0
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	120	135,000	PRN		SOLE		135,000	0	0
VISTRA ENERGY CORP	COM	92840M102	6,523	408,707	SH		OTR	1	0	408,707	0
VISTRA ENERGY CORP	COM	92840M102	222	13,918	SH		OTR	2	0	13,918	0
VISTRA ENERGY CORP	COM	92840M102	517	32,400	SH		SOLE		32,400	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	189	5,216	SH		SOLE		5,216	0	0
VORNADO RLTY TR	SH BEN INT	929042109	928	25,641	SH		OTR	1	0	25,641	0
VOYA FINANCIAL INC	COM	929089100	5,675	139,950	SH		OTR	1	0	139,950	0
VOYA FINANCIAL INC	COM	929089100	139	3,422	SH		SOLE		3,422	0	0
VULCAN MATLS CO	COM	929160109	1,813	16,775	SH		OTR	1	0	16,775	0
VULCAN MATLS CO	COM	929160109	378	3,496	SH		SOLE		3,496	0	0
WABTEC	COM	929740108	1,112	23,097	SH		OTR	1	0	23,097	0
WABTEC	COM	929740108	230	4,781	SH		SOLE		4,781	0	0
WADDELL & REED FINL INC	CL A	930059100	275	24,200	SH		OTR	1	0	24,200	0
WADDELL & REED FINL INC	CL A	930059100	68	6,000	SH		SOLE		6,000	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	959	20,957	SH		SOLE		20,957	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	8,281	180,997	SH		OTR	1	0	180,997	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	801	17,517	SH		OTR	5	0	17,517	0
WALMART INC	COM	931142103	4,721	41,548	SH		SOLE		41,548	0	0
WALMART INC	COM	931142103	2,271	19,985	SH		OTR	5	0	19,985	0
WALMART INC	COM	931142103	31,150	274,160	SH		OTR	1	0	274,160	0
WASTE MGMT INC DEL	COM	94106L109	7,022	75,867	SH		OTR	1	0	75,867	0
WASTE MGMT INC DEL	COM	94106L109	387	4,178	SH		OTR	5	0	4,178	0
WASTE MGMT INC DEL	COM	94106L109	943	10,187	SH		SOLE		10,187	0	0
WATERS CORP	COM	941848103	1,446	7,945	SH		OTR	1	0	7,945	0
WATERS CORP	COM	941848103	307	1,686	SH		SOLE		1,686	0	0
WEC ENERGY GROUP INC	COM	92939U106	8,179	92,802	SH		OTR	1	0	92,802	0
WEC ENERGY GROUP INC	COM	92939U106	700	7,943	SH		SOLE		7,943	0	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	60,232	19,042,000	PRN		OTR	1	0	19,042,000	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	186	59,000	PRN		OTR	4	0	59,000	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	12,174	3,855,000	PRN		DFND	1	0	3,855,000	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	21,819	6,898,000	PRN		SOLE		6,898,000	0	0
WELLS FARGO CO NEW	COM	949746101	16,243	565,943	SH		OTR	1	0	565,943	0
WELLS FARGO CO NEW	COM	949746101	342	11,917	SH		OTR	5	0	11,917	0
WELLS FARGO CO NEW	COM	949746101	2,987	104,069	SH		SOLE		104,069	0	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	3,884	3,049	SH		DFND	1	0	3,049	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	25,262	19,816	SH		OTR	1	0	19,816	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	62	49	SH		OTR	4	0	49	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	16,263	12,757	SH		SOLE		12,757	0	0
WELLTOWER INC	COM	95040Q104	205	4,472	SH		OTR	5	0	4,472	0
WELLTOWER INC	COM	95040Q104	587	12,825	SH		SOLE		12,825	0	0
WELLTOWER INC	COM	95040Q104	6,060	132,370	SH		OTR	1	0	132,370	0
WESBANCO INC	COM	950810101	1,117	47,137	SH		OTR	1	0	47,137	0
WESBANCO INC	COM	950810101	226	9,525	SH		SOLE		9,525	0	0
WESCO INTL INC	COM	95082P105	848	37,116	SH		OTR	1	0	37,116	0
WESCO INTL INC	COM	95082P105	97	4,255	SH		SOLE		4,255	0	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	2,931	19,250	SH		OTR	1	0	19,250	0
WESTERN DIGITAL CORP.	COM	958102105	1,558	37,437	SH		OTR	1	0	37,437	0
WESTERN DIGITAL CORP.	COM	958102105	327	7,852	SH		SOLE		7,852	0	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	9,842	11,250,000	PRN		OTR	1	0	11,250,000	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	9,816	11,220,000	PRN		SOLE		11,220,000	0	0
WESTERN UN CO	COM	959802109	980	54,033	SH		OTR	1	0	54,033	0
WESTERN UN CO	COM	959802109	219	12,091	SH		SOLE		12,091	0	0
WESTROCK CO	COM	96145D105	264	9,355	SH		SOLE		9,355	0	0
WESTROCK CO	COM	96145D105	967	34,235	SH		OTR	1	0	34,235	0
WEYERHAEUSER CO	COM	962166104	6,378	376,309	SH		OTR	1	0	376,309	0
WEYERHAEUSER CO	COM	962166104	358	21,144	SH		OTR	5	0	21,144	0
WEYERHAEUSER CO	COM	962166104	412	24,323	SH		SOLE		24,323	0	0
WHIRLPOOL CORP	COM	963320106	691	8,055	SH		OTR	1	0	8,055	0
WHIRLPOOL CORP	COM	963320106	153	1,788	SH		SOLE		1,788	0	0
WILLIAMS COS INC	COM	969457100	2,186	154,466	SH		OTR	1	0	154,466	0
WILLIAMS COS INC	COM	969457100	451	31,846	SH		SOLE		31,846	0	0
WILLSCOT CORP	COM	971375126	100	9,900	SH		OTR	1	0	9,900	0
WILLSCOT CORP	COM	971375126	20	2,000	SH		SOLE		2,000	0	0
WINGSTOP INC	COM	974155103	175	2,200	SH		OTR	1	0	2,200	0
WINGSTOP INC	COM	974155103	48	600	SH		SOLE		600	0	0
WINNEBAGO INDS INC	COM	974637100	1,479	53,200	SH		OTR	1	0	53,200	0
WINNEBAGO INDS INC	COM	974637100	323	11,600	SH		SOLE		11,600	0	0
WINTRUST FINL CORP	COM	97650W108	1,272	38,699	SH		OTR	1	0	38,699	0
WIX COM LTD	NOTE 7/0	92940WAB5	27,679	27,916,000	PRN		OTR	1	0	27,916,000	0
WIX COM LTD	NOTE 7/0	92940WAB5	4,970	5,012,000	PRN		SOLE		5,012,000	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	30,218	27,162,000	PRN		OTR	1	0	27,162,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	84	76,000	PRN		OTR	4	0	76,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	5,391	4,868,000	PRN		DFND	1	0	4,868,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	9,813	8,821,000	PRN		SOLE		8,821,000	0	0
WORKDAY INC	NOTE 1.500% 7/1	98138HAD3	96	60,000	PRN		SOLE		60,000	0	0
WORKIVA INC	COM CL A	98139A105	294	9,100	SH		OTR	1	0	9,100	0
WORKIVA INC	COM CL A	98139A105	65	2,000	SH		SOLE		2,000	0	0
WORLD FUEL SVCS CORP	COM	981475106	2,327	92,400	SH		OTR	1	0	92,400	0
WORLD FUEL SVCS CORP	COM	981475106	504	20,000	SH		SOLE		20,000	0	0
WORTHINGTON INDS INC	COM	981811102	449	17,100	SH		OTR	1	0	17,100	0
WORTHINGTON INDS INC	COM	981811102	102	3,900	SH		SOLE		3,900	0	0
WP CAREY INC	COM	92936U109	644	11,088	SH		OTR	1	0	11,088	0
WP CAREY INC	COM	92936U109	76	1,300	SH		SOLE		1,300	0	0
WW INTL INC	COM	98262P101	304	18,000	SH		SOLE		18,000	0	0
WW INTL INC	COM	98262P101	1,405	83,100	SH		OTR	1	0	83,100	0
WYNN RESORTS LTD	COM	983134107	161	2,674	SH		SOLE		2,674	0	0
WYNN RESORTS LTD	COM	983134107	739	12,286	SH		OTR	1	0	12,286	0
XCEL ENERGY INC	COM	98389B100	5,276	87,500	SH		OTR	1	0	87,500	0
XCEL ENERGY INC	COM	98389B100	830	13,759	SH		SOLE		13,759	0	0
XENCOR INC	COM	98401F105	887	29,674	SH		OTR	1	0	29,674	0
XENCOR INC	COM	98401F105	194	6,506	SH		SOLE		6,506	0	0
XEROX HOLDINGS CORP	COM NEW	98421M106	2,756	145,519	SH		OTR	1	0	145,519	0
XEROX HOLDINGS CORP	COM NEW	98421M106	178	9,406	SH		SOLE		9,406	0	0
XILINX INC	COM	983919101	2,501	32,095	SH		OTR	1	0	32,095	0
XILINX INC	COM	983919101	510	6,539	SH		SOLE		6,539	0	0
XPERI CORP	COM	98421B100	1,305	93,800	SH		OTR	1	0	93,800	0
XPERI CORP	COM	98421B100	271	19,500	SH		SOLE		19,500	0	0
XPO LOGISTICS INC	COM	983793100	1,763	36,174	SH		OTR	1	0	36,174	0
XYLEM INC	COM	98419M100	1,487	22,834	SH		OTR	1	0	22,834	0
XYLEM INC	COM	98419M100	308	4,729	SH		SOLE		4,729	0	0
YELP INC	CL A	985817105	786	43,600	SH		OTR	1	0	43,600	0
YELP INC	CL A	985817105	180	10,000	SH		SOLE		10,000	0	0
YETI HLDGS INC	COM	98585X104	312	16,000	SH		OTR	1	0	16,000	0
YETI HLDGS INC	COM	98585X104	68	3,500	SH		SOLE		3,500	0	0
YEXT INC	COM	98585N106	224	22,000	SH		OTR	1	0	22,000	0
YEXT INC	COM	98585N106	49	4,800	SH		SOLE		4,800	0	0
YORK WTR CO	COM	987184108	78	1,800	SH		SOLE		1,800	0	0
YORK WTR CO	COM	987184108	335	7,700	SH		OTR	1	0	7,700	0
YUM BRANDS INC	COM	988498101	545	7,948	SH		SOLE		7,948	0	0
YUM BRANDS INC	COM	988498101	4,239	61,849	SH		OTR	1	0	61,849	0
YUM CHINA HLDGS INC	COM	98850P109	1,762	41,327	SH		OTR	1	0	41,327	0
YUM CHINA HLDGS INC	COM	98850P109	55	1,300	SH		SOLE		1,300	0	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	1,260	6,861	SH		OTR	1	0	6,861	0
ZEBRA TECHNOLOGIES CORP	CL A	989207105	214	1,164	SH		SOLE		1,164	0	0
ZENDESK INC	COM	98936J101	1,393	21,757	SH		OTR	1	0	21,757	0
ZENDESK INC	NOTE 0.250% 3/1	98936JAB7	4,173	3,521,000	PRN		OTR	1	0	3,521,000	0
ZENDESK INC	NOTE 0.250% 3/1	98936JAB7	1,487	1,255,000	PRN		SOLE		1,255,000	0	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	224	222,000	PRN		SOLE		222,000	0	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	2,907	28,763	SH		OTR	1	0	28,763	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	554	5,482	SH		SOLE		5,482	0	0
ZIONS BANCORPORATION N A	COM	989701107	133	4,964	SH		SOLE		4,964	0	0
ZIONS BANCORPORATION N A	COM	989701107	564	21,081	SH		OTR	1	0	21,081	0
ZIX CORP	COM	98974P100	351	81,500	SH		OTR	1	0	81,500	0
ZIX CORP	COM	98974P100	79	18,300	SH		SOLE		18,300	0	0
ZOETIS INC	CL A	98978V103	7,135	60,624	SH		OTR	1	0	60,624	0
ZOETIS INC	CL A	98978V103	1,486	12,628	SH		SOLE		12,628	0	0
ZUMIEZ INC	COM	989817101	1,370	79,100	SH		OTR	1	0	79,100	0
ZUMIEZ INC	COM	989817101	300	17,300	SH		SOLE		17,300	0	0
ZUORA INC	COM CL A	98983V106	126	15,600	SH		OTR	1	0	15,600	0
ZUORA INC	COM CL A	98983V106	27	3,400	SH		SOLE		3,400	0	0
ZYNGA INC	CL A	98986T108	10,856	1,584,854	SH		OTR	1	0	1,584,854	0