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
Estimated average burden
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
21VIANET GROUP INC	SPONSORED ADS A	90138A103	0	0	SH		SOLE		0	0	0
21VIANET GROUP INC	SPONSORED ADS A	90138A103	387	16,700	SH		OTR	1	0	16,700	0
360 DIGITECH INC	AMERICAN DEP	88557W101	384	32,200	SH		OTR	1	0	32,200	0
360 DIGITECH INC	AMERICAN DEP	88557W101	1	70	SH		DFND	1	0	70	0
360 DIGITECH INC	AMERICAN DEP	88557W101	0	0	SH		SOLE		0	0	0
3M CO	COM	88579Y101	14,475	90,365	SH		OTR	1	0	90,365	0
3M CO	COM	88579Y101	2,609	16,286	SH		SOLE		16,286	0	0
8X8 INC NEW	NOTE 0.500% 2/0	282914AB6	47	50,000	PRN		SOLE		50,000	0	0
A10 NETWORKS INC	COM	002121101	326	51,200	SH		SOLE		51,200	0	0
A10 NETWORKS INC	COM	002121101	1,449	227,400	SH		OTR	1	0	227,400	0
AARONS INC	COM PAR $0.50	002535300	6,781	119,694	SH		OTR	1	0	119,694	0
AARONS INC	COM PAR $0.50	002535300	735	12,968	SH		SOLE		12,968	0	0
AARONS INC	COM PAR $0.50	002535300	1,000	17,657	SH		OTR	5	0	17,657	0
ABBOTT LABS	COM	002824100	5,847	53,730	SH		SOLE		53,730	0	0
ABBOTT LABS	COM	002824100	2,369	21,771	SH		OTR	5	0	21,771	0
ABBOTT LABS	COM	002824100	37,889	348,148	SH		OTR	1	0	348,148	0
ABBVIE INC	COM	00287Y109	36,930	421,626	SH		OTR	1	0	421,626	0
ABBVIE INC	COM	00287Y109	4,655	53,147	SH		SOLE		53,147	0	0
ABBVIE INC	COM	00287Y109	1,506	17,194	SH		OTR	5	0	17,194	0
ABIOMED INC	COM	003654100	1,777	6,415	SH		OTR	1	0	6,415	0
ABIOMED INC	COM	003654100	295	1,063	SH		SOLE		1,063	0	0
ACCO BRANDS CORP	COM	00081T108	76	13,100	SH		SOLE		13,100	0	0
ACCO BRANDS CORP	COM	00081T108	339	58,500	SH		OTR	1	0	58,500	0
ACTIVISION BLIZZARD INC	COM	00507V109	14,308	176,756	SH		OTR	1	0	176,756	0
ACTIVISION BLIZZARD INC	COM	00507V109	415	5,130	SH		OTR	5	0	5,130	0
ACTIVISION BLIZZARD INC	COM	00507V109	1,712	21,154	SH		SOLE		21,154	0	0
ACUITY BRANDS INC	COM	00508Y102	0	0	SH		SOLE		0	0	0
ACUITY BRANDS INC	COM	00508Y102	1,379	13,474	SH		OTR	1	0	13,474	0
ADOBE SYSTEMS INCORPORATED	COM	00724F101	55,146	112,445	SH		OTR	1	0	112,445	0
ADOBE SYSTEMS INCORPORATED	COM	00724F101	899	1,834	SH		OTR	5	0	1,834	0
ADOBE SYSTEMS INCORPORATED	COM	00724F101	7,085	14,447	SH		SOLE		14,447	0	0
ADT INC DEL	COM	00090Q103	287	35,100	SH		SOLE		35,100	0	0
ADT INC DEL	COM	00090Q103	4,801	587,608	SH		OTR	1	0	587,608	0
ADVANCE AUTO PARTS INC	COM	00751Y106	289	1,883	SH		SOLE		1,883	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	1,511	9,846	SH		OTR	1	0	9,846	0
ADVANCED ENERGY INDS	COM	007973100	2,881	45,775	SH		OTR	1	0	45,775	0
ADVANCED ENERGY INDS	COM	007973100	642	10,200	SH		SOLE		10,200	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	252	3,075	SH		OTR	5	0	3,075	0
ADVANCED MICRO DEVICES INC	COM	007903107	22,216	270,956	SH		OTR	1	0	270,956	0
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	921	90,000	PRN		SOLE		90,000	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	2,698	32,910	SH		SOLE		32,910	0	0
ADVANSIX INC	COM	00773T101	303	23,500	SH		SOLE		23,500	0	0
ADVANSIX INC	COM	00773T101	1,364	105,900	SH		OTR	1	0	105,900	0
ADVERUM BIOTECHNOLOGIES INC	COM	00773U108	150	14,600	SH		SOLE		14,600	0	0
ADVERUM BIOTECHNOLOGIES INC	COM	00773U108	673	65,300	SH		OTR	1	0	65,300	0
AERIE PHARMACEUTICALS INC	NOTE 1.500%10/0	00771VAB4	62	76,000	PRN		SOLE		76,000	0	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	111	70,000	PRN		OTR	4	0	70,000	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	6,472	4,069,000	PRN		SOLE		4,069,000	0	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	28,819	18,118,000	PRN		OTR	1	0	18,118,000	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	7,488	4,717,000	PRN		DFND	1	0	4,717,000	0
AES CORP	COM	00130H105	805	44,464	SH		SOLE		44,464	0	0
AES CORP	COM	00130H105	117	6,486	SH		OTR	5	0	6,486	0
AES CORP	COM	00130H105	7,960	439,519	SH		OTR	1	0	439,519	0
AFLAC INC	COM	001055102	619	17,028	SH		SOLE		17,028	0	0
AFLAC INC	COM	001055102	4,615	126,958	SH		OTR	1	0	126,958	0
AGCO CORP	COM	001084102	395	5,313	SH		OTR	5	0	5,313	0
AGCO CORP	COM	001084102	7,927	106,733	SH		OTR	1	0	106,733	0
AGCO CORP	COM	001084102	463	6,228	SH		SOLE		6,228	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	6,426	63,661	SH		OTR	1	0	63,661	0
AGILENT TECHNOLOGIES INC	COM	00846U101	825	8,170	SH		SOLE		8,170	0	0
AGREE REALTY CORP	COM	008492100	1,158	18,200	SH		OTR	1	0	18,200	0
AGREE REALTY CORP	COM	008492100	267	4,200	SH		SOLE		4,200	0	0
AIR PRODS & CHEMS INC	COM	009158106	1,701	5,711	SH		SOLE		5,711	0	0
AIR PRODS & CHEMS INC	COM	009158106	10,559	35,451	SH		OTR	1	0	35,451	0
AIR TRANSPORT SERVICES GRP I	NOTE 1.125%10/1	00922RAB1	69	65,000	PRN		SOLE		65,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	487	377,000	PRN		SOLE		377,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	93	72,000	PRN		OTR	4	0	72,000	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	8,953	80,990	SH		OTR	1	0	80,990	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	502	4,541	SH		SOLE		4,541	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	6,200	4,822,000	PRN		DFND	1	0	4,822,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	7,216	6,210,000	PRN		SOLE		6,210,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	21,495	18,500,000	PRN		OTR	1	0	18,500,000	0
ALARM COM HLDGS INC	COM	011642105	72	1,300	SH		SOLE		1,300	0	0
ALARM COM HLDGS INC	COM	011642105	326	5,900	SH		OTR	1	0	5,900	0
ALASKA AIR GROUP INC	COM	011659109	106	2,904	SH		SOLE		2,904	0	0
ALASKA AIR GROUP INC	COM	011659109	645	17,606	SH		OTR	1	0	17,606	0
ALASKA COMMUNICATIONS SYS GR	COM	01167P101	60	30,200	SH		SOLE		30,200	0	0
ALASKA COMMUNICATIONS SYS GR	COM	01167P101	271	135,700	SH		OTR	1	0	135,700	0
ALBEMARLE CORP	COM	012653101	1,352	15,145	SH		OTR	1	0	15,145	0
ALBEMARLE CORP	COM	012653101	251	2,810	SH		SOLE		2,810	0	0
ALCOA CORP	COM	013872106	136	11,700	SH		OTR	1	0	11,700	0
ALCOA CORP	COM	013872106	31	2,700	SH		SOLE		2,700	0	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	6,351	39,691	SH		OTR	1	0	39,691	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	523	3,267	SH		SOLE		3,267	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	544	4,753	SH		OTR	5	0	4,753	0
ALEXION PHARMACEUTICALS INC	COM	015351109	22,241	194,359	SH		OTR	1	0	194,359	0
ALEXION PHARMACEUTICALS INC	COM	015351109	847	7,400	SH		SOLE		7,400	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	11	38	SH		DFND	1	0	38	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	13,293	45,219	SH		OTR	1	0	45,219	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	1,499	5,100	SH		SOLE		5,100	0	0
ALIGN TECHNOLOGY INC	COM	016255101	652	1,991	SH		SOLE		1,991	0	0
ALIGN TECHNOLOGY INC	COM	016255101	3,342	10,210	SH		OTR	1	0	10,210	0
ALLAKOS INC	COM	01671P100	1,173	14,400	SH		OTR	1	0	14,400	0
ALLAKOS INC	COM	01671P100	261	3,200	SH		SOLE		3,200	0	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	72	70,000	PRN		SOLE		70,000	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	407	9,700	SH		SOLE		9,700	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	4,289	102,163	SH		OTR	1	0	102,163	0
ALLIANCEBERNSTEIN GLOBAL HIG	COM	01879R106	816	77,597	SH		SOLE		77,597	0	0
ALLIANT ENERGY CORP	COM	018802108	1,836	35,547	SH		OTR	1	0	35,547	0
ALLIANT ENERGY CORP	COM	018802108	351	6,795	SH		SOLE		6,795	0	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	438	10,600	SH		OTR	1	0	10,600	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	95	2,300	SH		SOLE		2,300	0	0
ALLSTATE CORP	COM	020002101	1,168	12,409	SH		SOLE		12,409	0	0
ALLSTATE CORP	COM	020002101	1,107	11,757	SH		OTR	5	0	11,757	0
ALLSTATE CORP	COM	020002101	9,388	99,726	SH		OTR	1	0	99,726	0
ALPHABET INC	CAP STK CL C	02079K107	11,769	8,008	SH		SOLE		8,008	0	0
ALPHABET INC	CAP STK CL C	02079K107	113,155	76,997	SH		OTR	1	0	76,997	0
ALPHABET INC	CAP STK CL A	02079K305	4,039	2,756	SH		OTR	5	0	2,756	0
ALPHABET INC	CAP STK CL A	02079K305	111,471	76,058	SH		OTR	1	0	76,058	0
ALPHABET INC	CAP STK CL C	02079K107	4,050	2,756	SH		OTR	5	0	2,756	0
ALPHABET INC	CAP STK CL A	02079K305	13,381	9,130	SH		SOLE		9,130	0	0
ALPINE INCOME PPTY TR INC	COM	02083X103	428	27,500	SH		OTR	1	0	27,500	0
ALPINE INCOME PPTY TR INC	COM	02083X103	96	6,200	SH		SOLE		6,200	0	0
ALTERYX INC	COM CL A	02156B103	1,149	10,115	SH		OTR	1	0	10,115	0
ALTERYX INC	COM CL A	02156B103	0	0	SH		SOLE		0	0	0
ALTERYX INC	NOTE 0.500% 8/0	02156BAD5	146	145,000	PRN		SOLE		145,000	0	0
ALTICE USA INC	CL A	02156K103	8,927	343,330	SH		OTR	1	0	343,330	0
ALTICE USA INC	CL A	02156K103	476	18,308	SH		SOLE		18,308	0	0
ALTRIA GROUP INC	COM	02209S103	11,652	301,561	SH		OTR	1	0	301,561	0
ALTRIA GROUP INC	COM	02209S103	1,277	33,051	SH		SOLE		33,051	0	0
AMALGAMATED BK NEW YORK N Y	CLASS A	022663108	130	12,300	SH		SOLE		12,300	0	0
AMALGAMATED BK NEW YORK N Y	CLASS A	022663108	579	54,700	SH		OTR	1	0	54,700	0
A-MARK PRECIOUS METALS INC	COM	00181T107	270	8,000	SH		OTR	1	0	8,000	0
A-MARK PRECIOUS METALS INC	COM	00181T107	61	1,800	SH		SOLE		1,800	0	0
AMAZON COM INC	COM	023135106	358,653	113,904	SH		OTR	1	0	113,904	0
AMAZON COM INC	COM	023135106	40,745	12,940	SH		SOLE		12,940	0	0
AMAZON COM INC	COM	023135106	11,893	3,777	SH		OTR	5	0	3,777	0
AMEDISYS INC	COM	023436108	6,330	26,773	SH		OTR	1	0	26,773	0
AMEDISYS INC	COM	023436108	520	2,200	SH		SOLE		2,200	0	0
AMER STATES WTR CO	COM	029899101	254	3,384	SH		SOLE		3,384	0	0
AMER STATES WTR CO	COM	029899101	1,146	15,289	SH		OTR	1	0	15,289	0
AMEREN CORP	COM	023608102	500	6,323	SH		SOLE		6,323	0	0
AMEREN CORP	COM	023608102	2,782	35,182	SH		OTR	1	0	35,182	0
AMERICAN AIRLS GROUP INC	COM	02376R102	148	12,005	SH		SOLE		12,005	0	0
AMERICAN AIRLS GROUP INC	NOTE 6.500% 7/0	02376RAF9	10,501	11,330,000	PRN		OTR	1	0	11,330,000	0
AMERICAN AIRLS GROUP INC	NOTE 6.500% 7/0	02376RAF9	3,402	3,670,000	PRN		SOLE		3,670,000	0	0
AMERICAN AIRLS GROUP INC	COM	02376R102	890	72,415	SH		OTR	1	0	72,415	0
AMERICAN AXLE & MFG HLDGS IN	COM	024061103	107	18,600	SH		SOLE		18,600	0	0
AMERICAN AXLE & MFG HLDGS IN	COM	024061103	495	85,800	SH		OTR	1	0	85,800	0
AMERICAN ELEC PWR CO INC	COM	025537101	1,063	13,002	SH		SOLE		13,002	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	6,772	82,862	SH		OTR	1	0	82,862	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	1,344	61,100	SH		OTR	1	0	61,100	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	306	13,900	SH		SOLE		13,900	0	0
AMERICAN EXPRESS CO	COM	025816109	1,918	19,132	SH		SOLE		19,132	0	0
AMERICAN EXPRESS CO	COM	025816109	655	6,529	SH		OTR	5	0	6,529	0
AMERICAN EXPRESS CO	COM	025816109	13,350	133,166	SH		OTR	1	0	133,166	0
AMERICAN HOMES 4 RENT	CL A	02665T306	2,728	95,788	SH		OTR	1	0	95,788	0
AMERICAN HOMES 4 RENT	CL A	02665T306	0	0	SH		SOLE		0	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	623	22,620	SH		SOLE		22,620	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	4,379	159,054	SH		OTR	1	0	159,054	0
AMERICAN NATIONAL GROUP INC	COM NEW	02772A109	254	3,755	SH		OTR	1	0	3,755	0
AMERICAN NATIONAL GROUP INC	COM NEW	02772A109	88	1,300	SH		SOLE		1,300	0	0
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	1,336	47,400	SH		OTR	1	0	47,400	0
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	285	10,100	SH		SOLE		10,100	0	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	5,450	5,440,000	PRN		SOLE		5,440,000	0	0
AMERICAN SOFTWARE INC	CL A	029683109	174	12,400	SH		SOLE		12,400	0	0
AMERICAN SOFTWARE INC	CL A	029683109	775	55,200	SH		OTR	1	0	55,200	0
AMERICAN TOWER CORP NEW	COM	03027X100	3,320	13,734	SH		SOLE		13,734	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	19,513	80,724	SH		OTR	1	0	80,724	0
AMERICAN TOWER CORP NEW	COM	03027X100	536	2,219	SH		OTR	5	0	2,219	0
AMERICAN WOODMARK CORPORATIO	COM	030506109	495	6,300	SH		SOLE		6,300	0	0
AMERICAN WOODMARK CORPORATIO	COM	030506109	2,176	27,700	SH		OTR	1	0	27,700	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	3,738	25,802	SH		OTR	1	0	25,802	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	692	4,776	SH		SOLE		4,776	0	0
AMERICAS CAR-MART INC	COM	03062T105	212	2,500	SH		SOLE		2,500	0	0
AMERICAS CAR-MART INC	COM	03062T105	942	11,100	SH		OTR	1	0	11,100	0
AMERIPRISE FINL INC	COM	03076C106	1,193	7,738	SH		OTR	5	0	7,738	0
AMERIPRISE FINL INC	COM	03076C106	16,745	108,658	SH		OTR	1	0	108,658	0
AMERIPRISE FINL INC	COM	03076C106	1,135	7,365	SH		SOLE		7,365	0	0
AMERISAFE INC	COM	03071H100	769	13,400	SH		OTR	1	0	13,400	0
AMERISAFE INC	COM	03071H100	172	3,000	SH		SOLE		3,000	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	385	3,970	SH		SOLE		3,970	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	8,143	84,015	SH		OTR	1	0	84,015	0
AMETEK INC	COM	031100100	598	6,012	SH		SOLE		6,012	0	0
AMETEK INC	COM	031100100	3,250	32,698	SH		OTR	1	0	32,698	0
AMGEN INC	COM	031162100	1,174	4,621	SH		OTR	5	0	4,621	0
AMGEN INC	COM	031162100	40,193	158,142	SH		OTR	1	0	158,142	0
AMGEN INC	COM	031162100	4,528	17,816	SH		SOLE		17,816	0	0
AMICUS THERAPEUTICS INC	COM	03152W109	423	29,965	SH		SOLE		29,965	0	0
AMICUS THERAPEUTICS INC	COM	03152W109	1,898	134,441	SH		OTR	1	0	134,441	0
AMKOR TECHNOLOGY INC	COM	031652100	2,435	217,424	SH		OTR	1	0	217,424	0
AMKOR TECHNOLOGY INC	COM	031652100	547	48,801	SH		SOLE		48,801	0	0
AMN HEALTHCARE SVCS INC	COM	001744101	134	2,300	SH		SOLE		2,300	0	0
AMN HEALTHCARE SVCS INC	COM	001744101	602	10,300	SH		OTR	1	0	10,300	0
AMNEAL PHARMACEUTICALS INC	COM STK CL A	03168L105	736	189,800	SH		OTR	1	0	189,800	0
AMNEAL PHARMACEUTICALS INC	COM STK CL A	03168L105	168	43,300	SH		SOLE		43,300	0	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	399	21,300	SH		SOLE		21,300	0	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	1,791	95,500	SH		OTR	1	0	95,500	0
AMPHENOL CORP NEW	CL A	032095101	859	7,936	SH		SOLE		7,936	0	0
AMPHENOL CORP NEW	CL A	032095101	4,600	42,486	SH		OTR	1	0	42,486	0
ANALOG DEVICES INC	COM	032654105	1,134	9,715	SH		SOLE		9,715	0	0
ANALOG DEVICES INC	COM	032654105	7,339	62,869	SH		OTR	1	0	62,869	0
ANAPLAN INC	COM	03272L108	0	0	SH		SOLE		0	0	0
ANAPLAN INC	COM	03272L108	1,575	25,168	SH		OTR	1	0	25,168	0
ANDERSONS INC	COM	034164103	644	33,600	SH		OTR	1	0	33,600	0
ANDERSONS INC	COM	034164103	146	7,600	SH		SOLE		7,600	0	0
ANNALY CAPITAL MANAGEMENT IN	COM	035710409	1,229	172,580	SH		SOLE		172,580	0	0
ANSYS INC	COM	03662Q105	3,997	12,216	SH		OTR	1	0	12,216	0
ANSYS INC	COM	03662Q105	728	2,225	SH		SOLE		2,225	0	0
ANTARES PHARMA INC	COM	036642106	486	180,100	SH		OTR	1	0	180,100	0
ANTARES PHARMA INC	COM	036642106	109	40,400	SH		SOLE		40,400	0	0
ANTHEM INC	COM	036752103	28,068	104,500	SH		OTR	1	0	104,500	0
ANTHEM INC	COM	036752103	2,590	9,644	SH		SOLE		9,644	0	0
ANTHEM INC	COM	036752103	1,641	6,111	SH		OTR	5	0	6,111	0
APACHE CORP	COM	037411105	85	8,935	SH		SOLE		8,935	0	0
APACHE CORP	COM	037411105	509	53,747	SH		OTR	1	0	53,747	0
APARTMENT INVT & MGMT CO	CL A	03748R754	118	3,512	SH		SOLE		3,512	0	0
APARTMENT INVT & MGMT CO	CL A	03748R754	1,313	38,941	SH		OTR	1	0	38,941	0
APELLIS PHARMACEUTICALS INC	COM	03753U106	341	11,300	SH		SOLE		11,300	0	0
APELLIS PHARMACEUTICALS INC	COM	03753U106	1,509	50,000	SH		OTR	1	0	50,000	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	2,737	2,549,000	PRN		SOLE		2,549,000	0	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	12,955	12,065,000	PRN		OTR	1	0	12,065,000	0
APOLLO COML REAL EST FIN INC	COM	03762U105	24	2,700	SH		SOLE		2,700	0	0
APOLLO COML REAL EST FIN INC	COM	03762U105	104	11,500	SH		OTR	1	0	11,500	0
APPFOLIO INC	COM CL A	03783C100	936	6,600	SH		OTR	1	0	6,600	0
APPFOLIO INC	COM CL A	03783C100	213	1,500	SH		SOLE		1,500	0	0
APPIAN CORP	CL A	03782L101	136	2,100	SH		SOLE		2,100	0	0
APPIAN CORP	CL A	03782L101	589	9,100	SH		OTR	1	0	9,100	0
APPLE INC	COM	037833100	16,182	139,726	SH		OTR	5	0	139,726	0
APPLE INC	COM	037833100	50,915	439,640	SH		SOLE		439,640	0	0
APPLE INC	COM	037833100	476,187	4,111,798	SH		OTR	1	0	4,111,798	0
APPLIED MATLS INC	COM	038222105	2,021	33,992	SH		SOLE		33,992	0	0
APPLIED MATLS INC	COM	038222105	20,158	339,070	SH		OTR	1	0	339,070	0
APPLIED MATLS INC	COM	038222105	953	16,027	SH		OTR	5	0	16,027	0
ARAMARK	COM	03852U106	600	22,669	SH		OTR	1	0	22,669	0
ARAMARK	COM	03852U106	0	0	SH		SOLE		0	0	0
ARCBEST CORP	COM	03937C105	528	17,000	SH		SOLE		17,000	0	0
ARCBEST CORP	COM	03937C105	2,348	75,600	SH		OTR	1	0	75,600	0
ARCH RESOURCES INC	CL A	03940R107	195	4,600	SH		OTR	1	0	4,600	0
ARCH RESOURCES INC	CL A	03940R107	42	1,000	SH		SOLE		1,000	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	3,678	79,119	SH		OTR	1	0	79,119	0
ARCHER DANIELS MIDLAND CO	COM	039483102	692	14,886	SH		SOLE		14,886	0	0
ARCONIC CORPORATION	COM	03966V107	482	25,300	SH		OTR	1	0	25,300	0
ARCONIC CORPORATION	COM	03966V107	109	5,700	SH		SOLE		5,700	0	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	591	7,908	SH		SOLE		7,908	0	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	2,645	35,372	SH		OTR	1	0	35,372	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	334	330,000	PRN		OTR	5	0	330,000	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	15,426	14,806,000	PRN		SOLE		14,806,000	0	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	8,545	8,435,000	PRN		OTR	1	0	8,435,000	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	130	125,000	PRN		OTR	5	0	125,000	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	2,095	2,068,000	PRN		SOLE		2,068,000	0	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	27,324	26,225,000	PRN		OTR	1	0	26,225,000	0
ARES COML REAL ESTATE CORP	COM	04013V108	1,089	119,200	SH		OTR	1	0	119,200	0
ARES COML REAL ESTATE CORP	COM	04013V108	244	26,700	SH		SOLE		26,700	0	0
ARES DYNAMIC CR ALLOCATION F	COM	04014F102	394	31,086	SH		SOLE		31,086	0	0
ARISTA NETWORKS INC	COM	040413106	308	1,490	SH		SOLE		1,490	0	0
ARISTA NETWORKS INC	COM	040413106	1,613	7,794	SH		OTR	1	0	7,794	0
ARROW ELECTRS INC	COM	042735100	10,564	134,298	SH		OTR	1	0	134,298	0
ARROW ELECTRS INC	COM	042735100	1,013	12,875	SH		OTR	5	0	12,875	0
ARROW ELECTRS INC	COM	042735100	332	4,225	SH		SOLE		4,225	0	0
ARROW FINL CORP	COM	042744102	189	7,519	SH		OTR	1	0	7,519	0
ARROW FINL CORP	COM	042744102	44	1,751	SH		SOLE		1,751	0	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	2,107	48,926	SH		OTR	1	0	48,926	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	478	11,100	SH		SOLE		11,100	0	0
ARTESIAN RES CORP	CL A	043113208	492	14,284	SH		OTR	1	0	14,284	0
ARTESIAN RES CORP	CL A	043113208	110	3,200	SH		SOLE		3,200	0	0
ARTISAN PARTNERS ASSET MGMT	CL A	04316A108	2,640	67,700	SH		OTR	1	0	67,700	0
ARTISAN PARTNERS ASSET MGMT	CL A	04316A108	589	15,100	SH		SOLE		15,100	0	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	253	2,600	SH		SOLE		2,600	0	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	1,150	11,800	SH		OTR	1	0	11,800	0
ASPEN TECHNOLOGY INC	COM	045327103	0	0	SH		SOLE		0	0	0
ASPEN TECHNOLOGY INC	COM	045327103	397	3,134	SH		OTR	1	0	3,134	0
ASSURANT INC	COM	04621X108	1,031	8,495	SH		OTR	1	0	8,495	0
ASSURANT INC	COM	04621X108	171	1,410	SH		SOLE		1,410	0	0
AT&T INC	COM	00206R102	32,296	1,132,797	SH		OTR	1	0	1,132,797	0
AT&T INC	COM	00206R102	5,548	194,607	SH		SOLE		194,607	0	0
AT&T INC	COM	00206R102	646	22,648	SH		OTR	5	0	22,648	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	199	15,392	SH		SOLE		15,392	0	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	884	68,239	SH		OTR	1	0	68,239	0
ATKORE INTL GROUP INC	COM	047649108	2,301	101,224	SH		OTR	1	0	101,224	0
ATKORE INTL GROUP INC	COM	047649108	517	22,754	SH		SOLE		22,754	0	0
ATLANTIC CAP BANCSHARES INC	COM	048269203	442	38,900	SH		OTR	1	0	38,900	0
ATLANTIC CAP BANCSHARES INC	COM	048269203	99	8,700	SH		SOLE		8,700	0	0
ATLANTIC POWER CORP	COM NEW	04878Q863	80	40,700	SH		OTR	1	0	40,700	0
ATLANTIC POWER CORP	COM NEW	04878Q863	18	9,100	SH		SOLE		9,100	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	7,049	6,401,000	PRN		SOLE		6,401,000	0	0
ATLAS AIR WORLDWIDE HLDGS IN	COM NEW	049164205	231	3,800	SH		SOLE		3,800	0	0
ATLAS AIR WORLDWIDE HLDGS IN	COM NEW	049164205	1,017	16,700	SH		OTR	1	0	16,700	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	25,010	22,711,000	PRN		OTR	1	0	22,711,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	4,940	4,527,000	PRN		DFND	1	0	4,527,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	73	67,000	PRN		OTR	4	0	67,000	0
ATMOS ENERGY CORP	COM	049560105	1,679	17,565	SH		OTR	1	0	17,565	0
ATMOS ENERGY CORP	COM	049560105	316	3,309	SH		SOLE		3,309	0	0
AUTODESK INC	COM	052769106	25,858	111,934	SH		OTR	1	0	111,934	0
AUTODESK INC	COM	052769106	2,058	8,909	SH		SOLE		8,909	0	0
AUTODESK INC	COM	052769106	1,423	6,159	SH		OTR	5	0	6,159	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	1,575	11,289	SH		SOLE		11,289	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	9,746	69,866	SH		OTR	1	0	69,866	0
AUTONATION INC	COM	05329W102	288	5,441	SH		SOLE		5,441	0	0
AUTONATION INC	COM	05329W102	13,537	255,760	SH		OTR	1	0	255,760	0
AUTOZONE INC	COM	053332102	11,230	9,536	SH		OTR	1	0	9,536	0
AUTOZONE INC	COM	053332102	709	602	SH		SOLE		602	0	0
AVALONBAY CMNTYS INC	COM	053484101	555	3,719	SH		SOLE		3,719	0	0
AVALONBAY CMNTYS INC	COM	053484101	7,099	47,536	SH		OTR	1	0	47,536	0
AVAYA HLDGS CORP	NOTE 2.250% 6/1	05351XAB7	81	85,000	PRN		SOLE		85,000	0	0
AVAYA HLDGS CORP	COM	05351X101	598	39,340	SH		SOLE		39,340	0	0
AVAYA HLDGS CORP	COM	05351X101	2,674	175,929	SH		OTR	1	0	175,929	0
AVERY DENNISON CORP	COM	053611109	1,519	11,884	SH		OTR	1	0	11,884	0
AVERY DENNISON CORP	COM	053611109	303	2,372	SH		SOLE		2,372	0	0
AVIENT CORPORATION	COM	05368V106	3,040	114,900	SH		OTR	1	0	114,900	0
AVIENT CORPORATION	COM	05368V106	680	25,700	SH		SOLE		25,700	0	0
AVNET INC	COM	053807103	6,604	255,577	SH		OTR	1	0	255,577	0
AVNET INC	COM	053807103	407	15,737	SH		SOLE		15,737	0	0
AXCELIS TECHNOLOGIES INC	COM NEW	054540208	414	18,800	SH		SOLE		18,800	0	0
AXCELIS TECHNOLOGIES INC	COM NEW	054540208	1,852	84,200	SH		OTR	1	0	84,200	0
AZZ INC	COM	002474104	457	13,400	SH		SOLE		13,400	0	0
AZZ INC	COM	002474104	2,015	59,059	SH		OTR	1	0	59,059	0
BAIDU INC	SPON ADR REP A	056752108	101	800	SH		SOLE		800	0	0
BAIDU INC	SPON ADR REP A	056752108	798	6,300	SH		OTR	1	0	6,300	0
BAKER HUGHES COMPANY	CL A	05722G100	227	17,063	SH		SOLE		17,063	0	0
BAKER HUGHES COMPANY	CL A	05722G100	1,242	93,456	SH		OTR	1	0	93,456	0
BALL CORP	COM	058498106	707	8,500	SH		SOLE		8,500	0	0
BALL CORP	COM	058498106	3,865	46,500	SH		OTR	1	0	46,500	0
BANCORP INC DEL	COM	05969A105	340	39,351	SH		SOLE		39,351	0	0
BANCORP INC DEL	COM	05969A105	1,506	174,255	SH		OTR	1	0	174,255	0
BANDWIDTH INC	COM CL A	05988J103	209	1,200	SH		SOLE		1,200	0	0
BANDWIDTH INC	COM CL A	05988J103	873	5,000	SH		OTR	1	0	5,000	0
BANK NEW YORK MELLON CORP	COM	064058100	1,376	40,062	SH		SOLE		40,062	0	0
BANK NEW YORK MELLON CORP	COM	064058100	1,258	36,637	SH		OTR	5	0	36,637	0
BANK NEW YORK MELLON CORP	COM	064058100	10,483	305,273	SH		OTR	1	0	305,273	0
BANKUNITED INC	COM	06652K103	1,992	90,900	SH		OTR	1	0	90,900	0
BANKUNITED INC	COM	06652K103	445	20,300	SH		SOLE		20,300	0	0
BAXTER INTL INC	COM	071813109	8,158	101,441	SH		OTR	1	0	101,441	0
BAXTER INTL INC	COM	071813109	214	2,657	SH		OTR	5	0	2,657	0
BAXTER INTL INC	COM	071813109	1,328	16,517	SH		SOLE		16,517	0	0
BEAZER HOMES USA INC	COM NEW	07556Q881	385	29,200	SH		SOLE		29,200	0	0
BEAZER HOMES USA INC	COM NEW	07556Q881	1,729	131,000	SH		OTR	1	0	131,000	0
BECTON DICKINSON & CO	COM	075887109	12,631	54,285	SH		OTR	1	0	54,285	0
BECTON DICKINSON & CO	COM	075887109	548	2,356	SH		OTR	5	0	2,356	0
BECTON DICKINSON & CO	COM	075887109	1,817	7,809	SH		SOLE		7,809	0	0
BENCHMARK ELECTRS INC	COM	08160H101	955	47,400	SH		OTR	1	0	47,400	0
BENCHMARK ELECTRS INC	COM	08160H101	214	10,600	SH		SOLE		10,600	0	0
BERKLEY W R CORP	COM	084423102	203	3,315	SH		SOLE		3,315	0	0
BERKLEY W R CORP	COM	084423102	1,224	20,023	SH		OTR	1	0	20,023	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	70,904	332,978	SH		OTR	1	0	332,978	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	11,726	55,066	SH		SOLE		55,066	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	2,432	11,423	SH		OTR	5	0	11,423	0
BERRY CORP	COM	08579X101	357	112,500	SH		OTR	1	0	112,500	0
BERRY CORP	COM	08579X101	78	24,700	SH		SOLE		24,700	0	0
BERRY GLOBAL GROUP INC	COM	08579W103	213	4,400	SH		SOLE		4,400	0	0
BERRY GLOBAL GROUP INC	COM	08579W103	6,643	137,485	SH		OTR	1	0	137,485	0
BEST BUY INC	COM	086516101	27,302	245,327	SH		OTR	1	0	245,327	0
BEST BUY INC	COM	086516101	1,247	11,202	SH		OTR	5	0	11,202	0
BEST BUY INC	COM	086516101	1,336	12,005	SH		SOLE		12,005	0	0
BIG LOTS INC	COM	089302103	607	13,600	SH		SOLE		13,600	0	0
BIG LOTS INC	COM	089302103	2,689	60,300	SH		OTR	1	0	60,300	0
BIO RAD LABS INC	CL A	090572207	1,951	3,784	SH		OTR	1	0	3,784	0
BIO RAD LABS INC	CL A	090572207	260	505	SH		SOLE		505	0	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	1,663	445,800	SH		OTR	1	0	445,800	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	371	99,500	SH		SOLE		99,500	0	0
BIOGEN INC	COM	09062X103	1,410	4,970	SH		OTR	5	0	4,970	0
BIOGEN INC	COM	09062X103	22,654	79,856	SH		OTR	1	0	79,856	0
BIOGEN INC	COM	09062X103	1,516	5,345	SH		SOLE		5,345	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	5,967	5,686,000	PRN		DFND	1	0	5,686,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.500%10/1	09061GAF8	325	325,000	PRN		SOLE		325,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	85	81,000	PRN		OTR	4	0	81,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	49,284	46,854,000	PRN		OTR	1	0	46,854,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	14,535	13,818,000	PRN		SOLE		13,818,000	0	0
BJS WHSL CLUB HLDGS INC	COM	05550J101	7,092	170,678	SH		OTR	1	0	170,678	0
BJS WHSL CLUB HLDGS INC	COM	05550J101	793	19,086	SH		OTR	5	0	19,086	0
BJS WHSL CLUB HLDGS INC	COM	05550J101	1,007	24,247	SH		SOLE		24,247	0	0
BK OF AMERICA CORP	COM	060505104	48,601	2,017,487	SH		OTR	1	0	2,017,487	0
BK OF AMERICA CORP	COM	060505104	5,941	246,630	SH		SOLE		246,630	0	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	137	92	SH		OTR	4	0	92	0
BK OF AMERICA CORP	COM	060505104	929	38,580	SH		OTR	5	0	38,580	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	9,102	6,117	SH		DFND	1	0	6,117	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	19,589	13,156	SH		SOLE		13,156	0	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	30,834	20,708	SH		OTR	1	0	20,708	0
BLACKBAUD INC	COM	09227Q100	190	3,400	SH		SOLE		3,400	0	0
BLACKBAUD INC	COM	09227Q100	865	15,487	SH		OTR	1	0	15,487	0
BLACKLINE INC	NOTE 0.125% 8/0	09239BAB5	124	90,000	PRN		SOLE		90,000	0	0
BLACKLINE INC	COM	09239B109	1,470	16,400	SH		OTR	1	0	16,400	0
BLACKLINE INC	COM	09239B109	332	3,700	SH		SOLE		3,700	0	0
BLACKROCK CORPOR HI YLD FD I	COM	09255P107	1,057	99,000	SH		SOLE		99,000	0	0
BLACKROCK FLA MUN 2020 TERM	COM SHS	09250M109	2,764	187,485	SH		SOLE		187,485	0	0
BLACKROCK INC	COM	09247X101	777	1,378	SH		OTR	5	0	1,378	0
BLACKROCK INC	COM	09247X101	16,568	29,400	SH		OTR	1	0	29,400	0
BLACKROCK INC	COM	09247X101	2,727	4,839	SH		SOLE		4,839	0	0
BLACKROCK INVT QUALITY MUN T	COM	09247D105	717	45,846	SH		SOLE		45,846	0	0
BLACKROCK INVT QUALITY MUN T	COM	09247D105	354	22,632	SH		OTR	1	0	22,632	0
BLACKROCK LTD DURATION INC T	COM SHS	09249W101	778	52,917	SH		SOLE		52,917	0	0
BLACKROCK MUN BD TR	COM	09249H104	1,165	76,627	SH		SOLE		76,627	0	0
BLACKROCK MUN INCM INVT QTY	COM	09250G102	538	38,091	SH		OTR	1	0	38,091	0
BLACKROCK MUN INCM INVT QTY	COM	09250G102	564	39,901	SH		SOLE		39,901	0	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	31,626	1,265,537	SH		SOLE		1,265,537	0	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	11,055	442,357	SH		OTR	1	0	442,357	0
BLACKROCK MUNI INTER DR FD I	COM	09253X102	25,163	1,793,533	SH		SOLE		1,793,533	0	0
BLACKROCK MUNI INTER DR FD I	COM	09253X102	3,372	240,316	SH		OTR	1	0	240,316	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	4,335	383,598	SH		OTR	1	0	383,598	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	3,486	308,481	SH		SOLE		308,481	0	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	5,361	394,470	SH		OTR	1	0	394,470	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	16,304	1,199,718	SH		SOLE		1,199,718	0	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	11,946	887,551	SH		SOLE		887,551	0	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	5,676	421,662	SH		OTR	1	0	421,662	0
BLACKROCK MUNIHLDNGS CALI QL	COM	09254L107	16,443	1,176,208	SH		SOLE		1,176,208	0	0
BLACKROCK MUNIHLDNGS CALI QL	COM	09254L107	9,116	652,094	SH		OTR	1	0	652,094	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	945	70,458	SH		OTR	1	0	70,458	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	1,073	80,009	SH		SOLE		80,009	0	0
BLACKROCK MUNIHOLDINGS FD II	COM	09253P109	1,168	79,629	SH		SOLE		79,629	0	0
BLACKROCK MUNIHOLDINGS FD II	COM	09253P109	266	18,164	SH		OTR	1	0	18,164	0
BLACKROCK MUNIHOLDINGS QUALI	COM	09254A101	1,507	116,998	SH		OTR	1	0	116,998	0
BLACKROCK MUNIHOLDINGS QUALI	COM	09254A101	6,794	527,455	SH		SOLE		527,455	0	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	6,420	505,539	SH		SOLE		505,539	0	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	2,839	223,574	SH		OTR	1	0	223,574	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	9,005	688,459	SH		SOLE		688,459	0	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	8,128	621,423	SH		OTR	1	0	621,423	0
BLACKROCK MUNIYILD QULT FD I	COM	09254F100	551	34,416	SH		SOLE		34,416	0	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	3,435	244,978	SH		OTR	1	0	244,978	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	13,037	929,876	SH		SOLE		929,876	0	0
BLACKROCK N Y MUN INCOME TR	SH BEN INT	09248L106	2,295	169,234	SH		SOLE		169,234	0	0
BLACKROCK N Y MUN INCOME TR	SH BEN INT	09248L106	574	42,359	SH		OTR	1	0	42,359	0
BLACKROCK NY MUN INCOME TR I	COM	09249R102	772	56,736	SH		SOLE		56,736	0	0
BLACKROCK NY MUN INCOME TR I	COM	09249R102	381	28,046	SH		OTR	1	0	28,046	0
BLACKSTONE GSO STRATEGIC CR	COM SHS BEN IN	09257R101	390	31,952	SH		SOLE		31,952	0	0
BLOCK H & R INC	COM	093671105	2,679	164,480	SH		OTR	1	0	164,480	0
BLOCK H & R INC	COM	093671105	213	13,100	SH		SOLE		13,100	0	0
BLUE BIRD CORP	COM	095306106	97	8,000	SH		SOLE		8,000	0	0
BLUE BIRD CORP	COM	095306106	432	35,500	SH		OTR	1	0	35,500	0
BLUEGREEN VACATIONS CORP	COM	09629F108	22	4,400	SH		SOLE		4,400	0	0
BLUEGREEN VACATIONS CORP	COM	09629F108	96	19,600	SH		OTR	1	0	19,600	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	2,537	27,369	SH		OTR	1	0	27,369	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	561	6,053	SH		SOLE		6,053	0	0
BNY MELLON MUN BD INFRASTRUC	COM SHS	09662W109	235	17,508	SH		OTR	1	0	17,508	0
BNY MELLON MUN BD INFRASTRUC	COM SHS	09662W109	453	33,645	SH		SOLE		33,645	0	0
BOEING CO	COM	097023105	2,404	14,545	SH		SOLE		14,545	0	0
BOEING CO	COM	097023105	714	4,318	SH		OTR	5	0	4,318	0
BOEING CO	COM	097023105	16,124	97,566	SH		OTR	1	0	97,566	0
BOINGO WIRELESS INC	NOTE 1.000%10/0	09739CAB8	11,051	12,576,000	PRN		OTR	1	0	12,576,000	0
BOINGO WIRELESS INC	NOTE 1.000%10/0	09739CAB8	2,307	2,625,000	PRN		SOLE		2,625,000	0	0
BOISE CASCADE CO DEL	COM	09739D100	2,275	57,000	SH		OTR	1	0	57,000	0
BOISE CASCADE CO DEL	COM	09739D100	511	12,800	SH		SOLE		12,800	0	0
BONANZA CREEK ENERGY INC	COM NEW	097793400	2,224	118,300	SH		OTR	1	0	118,300	0
BONANZA CREEK ENERGY INC	COM NEW	097793400	498	26,500	SH		SOLE		26,500	0	0
BOOKING HOLDINGS INC	COM	09857L108	1,841	1,076	SH		SOLE		1,076	0	0
BOOKING HOLDINGS INC	COM	09857L108	222	130	SH		OTR	5	0	130	0
BOOKING HOLDINGS INC	COM	09857L108	24,764	14,476	SH		OTR	1	0	14,476	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	3,290	39,648	SH		OTR	1	0	39,648	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	17	200	SH		SOLE		200	0	0
BORGWARNER INC	COM	099724106	1,143	29,512	SH		OTR	1	0	29,512	0
BORGWARNER INC	COM	099724106	190	4,901	SH		SOLE		4,901	0	0
BOSTON BEER INC	CL A	100557107	2,120	2,400	SH		OTR	1	0	2,400	0
BOSTON BEER INC	CL A	100557107	530	600	SH		SOLE		600	0	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	709	128,500	SH		OTR	1	0	128,500	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	154	27,900	SH		SOLE		27,900	0	0
BOSTON PROPERTIES INC	COM	101121101	2,012	25,051	SH		OTR	1	0	25,051	0
BOSTON PROPERTIES INC	COM	101121101	308	3,837	SH		SOLE		3,837	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	8,990	235,271	SH		OTR	1	0	235,271	0
BOSTON SCIENTIFIC CORP	5.50% CNV PFD A	101137206	379	3,400	SH		SOLE		3,400	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	1,442	37,735	SH		SOLE		37,735	0	0
BOX INC	CL A	10316T104	653	37,600	SH		SOLE		37,600	0	0
BOX INC	CL A	10316T104	2,911	167,700	SH		OTR	1	0	167,700	0
BRIDGE BANCORP INC	COM	108035106	1,310	75,164	SH		OTR	1	0	75,164	0
BRIDGE BANCORP INC	COM	108035106	292	16,751	SH		SOLE		16,751	0	0
BRIDGEBIO PHARMA INC	COM	10806X102	1,625	43,300	SH		OTR	1	0	43,300	0
BRIDGEBIO PHARMA INC	COM	10806X102	368	9,800	SH		SOLE		9,800	0	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	573	60,334	SH		OTR	1	0	60,334	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	128	13,500	SH		SOLE		13,500	0	0
BRIGHTCOVE INC	COM	10921T101	98	9,600	SH		SOLE		9,600	0	0
BRIGHTCOVE INC	COM	10921T101	443	43,300	SH		OTR	1	0	43,300	0
BRIGHTHOUSE FINL INC	COM	10922N103	3,759	139,679	SH		OTR	1	0	139,679	0
BRIGHTHOUSE FINL INC	COM	10922N103	0	0	SH		SOLE		0	0	0
BRIGHTSPHERE INVT GROUP INC	COM	10948W103	1,082	83,900	SH		OTR	1	0	83,900	0
BRIGHTSPHERE INVT GROUP INC	COM	10948W103	239	18,500	SH		SOLE		18,500	0	0
BRINKER INTL INC	COM	109641100	384	9,000	SH		SOLE		9,000	0	0
BRINKER INTL INC	COM	109641100	1,730	40,500	SH		OTR	1	0	40,500	0
BRINKS CO	COM	109696104	292	7,100	SH		OTR	1	0	7,100	0
BRINKS CO	COM	109696104	66	1,600	SH		SOLE		1,600	0	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	136	2,261	SH		OTR	5	0	2,261	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	3,559	59,026	SH		SOLE		59,026	0	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	21,344	354,018	SH		OTR	1	0	354,018	0
BRISTOW GROUP INC	COM	11040G103	191	9,000	SH		SOLE		9,000	0	0
BRISTOW GROUP INC	COM	11040G103	871	41,000	SH		OTR	1	0	41,000	0
BROADCOM INC	COM	11135F101	4,831	13,260	SH		SOLE		13,260	0	0
BROADCOM INC	COM	11135F101	49,010	134,524	SH		OTR	1	0	134,524	0
BROADCOM INC	COM	11135F101	1,659	4,553	SH		OTR	5	0	4,553	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	2,165	16,399	SH		OTR	1	0	16,399	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	411	3,116	SH		SOLE		3,116	0	0
BROOKFIELD REAL ASSETS INCOM	SHS BEN INT	112830104	781	47,284	SH		SOLE		47,284	0	0
BROWN FORMAN CORP	CL B	115637209	1,957	25,989	SH		OTR	1	0	25,989	0
BROWN FORMAN CORP	CL B	115637209	399	5,300	SH		SOLE		5,300	0	0
BRUKER CORP	COM	116794108	285	7,181	SH		SOLE		7,181	0	0
BRUKER CORP	COM	116794108	8,377	210,745	SH		OTR	1	0	210,745	0
BRUNSWICK CORP	COM	117043109	0	0	SH		SOLE		0	0	0
BRUNSWICK CORP	COM	117043109	2,316	39,309	SH		OTR	1	0	39,309	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	825	25,300	SH		SOLE		25,300	0	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	3,676	112,700	SH		OTR	1	0	112,700	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	376	3,682	SH		SOLE		3,682	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	1,962	19,197	SH		OTR	1	0	19,197	0
CABOT OIL & GAS CORP	COM	127097103	190	10,929	SH		SOLE		10,929	0	0
CABOT OIL & GAS CORP	COM	127097103	985	56,754	SH		OTR	1	0	56,754	0
CACI INTL INC	CL A	127190304	0	0	SH		SOLE		0	0	0
CACI INTL INC	CL A	127190304	3,263	15,309	SH		OTR	1	0	15,309	0
CADENCE DESIGN SYSTEM INC	COM	127387108	11,565	108,463	SH		OTR	1	0	108,463	0
CADENCE DESIGN SYSTEM INC	COM	127387108	786	7,375	SH		SOLE		7,375	0	0
CAESARS ENTERTAINMENT INC NE	COM	12769G100	308	5,500	SH		SOLE		5,500	0	0
CAESARS ENTERTAINMENT INC NE	COM	12769G100	1,345	24,000	SH		OTR	1	0	24,000	0
CALIFORNIA WTR SVC GROUP	COM	130788102	912	20,995	SH		OTR	1	0	20,995	0
CALIFORNIA WTR SVC GROUP	COM	130788102	196	4,500	SH		SOLE		4,500	0	0
CALIX INC	COM	13100M509	180	10,100	SH		OTR	1	0	10,100	0
CALIX INC	COM	13100M509	39	2,200	SH		SOLE		2,200	0	0
CAMPBELL SOUP CO	COM	134429109	1,394	28,827	SH		OTR	1	0	28,827	0
CAMPBELL SOUP CO	COM	134429109	249	5,158	SH		SOLE		5,158	0	0
CAPITAL ONE FINL CORP	COM	14040H105	860	11,973	SH		SOLE		11,973	0	0
CAPITAL ONE FINL CORP	COM	14040H105	5,877	81,789	SH		OTR	1	0	81,789	0
CAPSTEAD MTG CORP	COM NO PAR	14067E506	212	37,800	SH		SOLE		37,800	0	0
CAPSTEAD MTG CORP	COM NO PAR	14067E506	949	168,800	SH		OTR	1	0	168,800	0
CARDINAL HEALTH INC	COM	14149Y108	16,758	356,941	SH		OTR	1	0	356,941	0
CARDINAL HEALTH INC	COM	14149Y108	767	16,337	SH		SOLE		16,337	0	0
CARDINAL HEALTH INC	COM	14149Y108	299	6,360	SH		OTR	5	0	6,360	0
CARETRUST REIT INC	COM	14174T107	365	20,500	SH		SOLE		20,500	0	0
CARETRUST REIT INC	COM	14174T107	1,632	91,700	SH		OTR	1	0	91,700	0
CARGURUS INC	COM CL A	141788109	813	37,600	SH		OTR	1	0	37,600	0
CARGURUS INC	COM CL A	141788109	188	8,700	SH		SOLE		8,700	0	0
CARLISLE COS INC	COM	142339100	159	1,300	SH		SOLE		1,300	0	0
CARLISLE COS INC	COM	142339100	208	1,700	SH		OTR	1	0	1,700	0
CARMAX INC	COM	143130102	399	4,345	SH		SOLE		4,345	0	0
CARMAX INC	COM	143130102	2,134	23,221	SH		OTR	1	0	23,221	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	1,119	73,743	SH		OTR	1	0	73,743	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	205	13,516	SH		SOLE		13,516	0	0
CARPARTS COM INC	COM	14427M107	670	62,000	SH		OTR	1	0	62,000	0
CARPARTS COM INC	COM	14427M107	145	13,400	SH		SOLE		13,400	0	0
CARRIAGE SVCS INC	COM	143905107	125	5,600	SH		SOLE		5,600	0	0
CARRIAGE SVCS INC	COM	143905107	571	25,600	SH		OTR	1	0	25,600	0
CARRIER GLOBAL CORPORATION	COM	14448C104	11,557	378,419	SH		OTR	1	0	378,419	0
CARRIER GLOBAL CORPORATION	COM	14448C104	651	21,317	SH		SOLE		21,317	0	0
CARS COM INC	COM	14575E105	339	41,900	SH		SOLE		41,900	0	0
CARS COM INC	COM	14575E105	1,483	183,600	SH		OTR	1	0	183,600	0
CATALENT INC	COM	148806102	377	4,398	SH		SOLE		4,398	0	0
CATALENT INC	COM	148806102	3,553	41,483	SH		OTR	1	0	41,483	0
CATERPILLAR INC DEL	COM	149123101	2,129	14,273	SH		SOLE		14,273	0	0
CATERPILLAR INC DEL	COM	149123101	12,689	85,075	SH		OTR	1	0	85,075	0
CATHAY GEN BANCORP	COM	149150104	373	17,200	SH		SOLE		17,200	0	0
CATHAY GEN BANCORP	COM	149150104	1,674	77,200	SH		OTR	1	0	77,200	0
CAVCO INDS INC DEL	COM	149568107	505	2,800	SH		SOLE		2,800	0	0
CAVCO INDS INC DEL	COM	149568107	2,236	12,400	SH		OTR	1	0	12,400	0
CBOE GLOBAL MARKETS INC	COM	12503M108	251	2,863	SH		SOLE		2,863	0	0
CBOE GLOBAL MARKETS INC	COM	12503M108	4,412	50,285	SH		OTR	1	0	50,285	0
CBRE GROUP INC	CL A	12504L109	416	8,857	SH		SOLE		8,857	0	0
CBRE GROUP INC	CL A	12504L109	2,242	47,740	SH		OTR	1	0	47,740	0
CDK GLOBAL INC	COM	12508E101	520	11,929	SH		SOLE		11,929	0	0
CDK GLOBAL INC	COM	12508E101	14,547	333,719	SH		OTR	1	0	333,719	0
CDK GLOBAL INC	COM	12508E101	750	17,210	SH		OTR	5	0	17,210	0
CDW CORP	COM	12514G108	8,091	67,694	SH		OTR	1	0	67,694	0
CDW CORP	COM	12514G108	462	3,866	SH		SOLE		3,866	0	0
CELANESE CORP DEL	COM	150870103	354	3,292	SH		SOLE		3,292	0	0
CELANESE CORP DEL	COM	150870103	1,810	16,844	SH		OTR	1	0	16,844	0
CENTENE CORP DEL	COM	15135B101	906	15,539	SH		SOLE		15,539	0	0
CENTENE CORP DEL	COM	15135B101	14,534	249,173	SH		OTR	1	0	249,173	0
CENTENE CORP DEL	COM	15135B101	540	9,257	SH		OTR	5	0	9,257	0
CENTERPOINT ENERGY INC	COM	15189T107	280	14,457	SH		SOLE		14,457	0	0
CENTERPOINT ENERGY INC	COM	15189T107	1,907	98,573	SH		OTR	1	0	98,573	0
CENTRAL GARDEN & PET CO	CL A NON-VTG	153527205	600	16,600	SH		SOLE		16,600	0	0
CENTRAL GARDEN & PET CO	CL A NON-VTG	153527205	2,682	74,200	SH		OTR	1	0	74,200	0
CENTRAL PAC FINL CORP	COM NEW	154760409	209	15,400	SH		SOLE		15,400	0	0
CENTRAL PAC FINL CORP	COM NEW	154760409	928	68,400	SH		OTR	1	0	68,400	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	596	9,065	SH		OTR	1	0	9,065	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	126	1,921	SH		SOLE		1,921	0	0
CENTURY CMNTYS INC	COM	156504300	622	14,700	SH		SOLE		14,700	0	0
CENTURY CMNTYS INC	COM	156504300	2,781	65,700	SH		OTR	1	0	65,700	0
CERENCE INC	COM	156727109	454	9,300	SH		OTR	1	0	9,300	0
CERENCE INC	COM	156727109	103	2,100	SH		SOLE		2,100	0	0
CERNER CORP	COM	156782104	1,187	16,421	SH		OTR	5	0	16,421	0
CERNER CORP	COM	156782104	17,717	245,087	SH		OTR	1	0	245,087	0
CERNER CORP	COM	156782104	1,127	15,595	SH		SOLE		15,595	0	0
CF INDS HLDGS INC	COM	125269100	720	23,433	SH		SOLE		23,433	0	0
CF INDS HLDGS INC	COM	125269100	9,614	313,049	SH		OTR	1	0	313,049	0
CF INDS HLDGS INC	COM	125269100	1,041	33,890	SH		OTR	5	0	33,890	0
CHANNELADVISOR CORP	COM	159179100	1,962	135,600	SH		OTR	1	0	135,600	0
CHANNELADVISOR CORP	COM	159179100	440	30,400	SH		SOLE		30,400	0	0
CHARLES RIV LABS INTL INC	COM	159864107	15,856	70,019	SH		OTR	1	0	70,019	0
CHARLES RIV LABS INTL INC	COM	159864107	0	0	SH		SOLE		0	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	3,329	5,332	SH		SOLE		5,332	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	1,751	2,804	SH		OTR	5	0	2,804	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	34,688	55,560	SH		OTR	1	0	55,560	0
CHEGG INC	NOTE 0.250% 5/1	163092AB5	245	92,000	PRN		SOLE		92,000	0	0
CHEMOCENTRYX INC	COM	16383L106	312	5,700	SH		SOLE		5,700	0	0
CHEMOCENTRYX INC	COM	16383L106	1,403	25,600	SH		OTR	1	0	25,600	0
CHENIERE ENERGY INC	COM NEW	16411R208	37	800	SH		SOLE		800	0	0
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	189	260,000	PRN		SOLE		260,000	0	0
CHENIERE ENERGY INC	COM NEW	16411R208	942	20,365	SH		OTR	1	0	20,365	0
CHERRY HILL MTG INVT CORP	COM	164651101	1,930	214,900	SH		OTR	1	0	214,900	0
CHERRY HILL MTG INVT CORP	COM	164651101	432	48,100	SH		SOLE		48,100	0	0
CHEVRON CORP NEW	COM	166764100	693	9,628	SH		OTR	5	0	9,628	0
CHEVRON CORP NEW	COM	166764100	3,631	50,436	SH		SOLE		50,436	0	0
CHEVRON CORP NEW	COM	166764100	22,475	312,153	SH		OTR	1	0	312,153	0
CHIMERA INVT CORP	COM NEW	16934Q208	245	29,900	SH		SOLE		29,900	0	0
CHIMERA INVT CORP	COM NEW	16934Q208	1,059	129,100	SH		OTR	1	0	129,100	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	980	788	SH		SOLE		788	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	12,859	10,339	SH		OTR	1	0	10,339	0
CHURCH & DWIGHT INC	COM	171340102	3,300	35,216	SH		OTR	1	0	35,216	0
CHURCH & DWIGHT INC	COM	171340102	621	6,627	SH		SOLE		6,627	0	0
CHURCHILL DOWNS INC	COM	171484108	197	1,200	SH		SOLE		1,200	0	0
CHURCHILL DOWNS INC	COM	171484108	917	5,600	SH		OTR	1	0	5,600	0
CIGNA CORP NEW	COM	125523100	10,256	60,540	SH		OTR	1	0	60,540	0
CIGNA CORP NEW	COM	125523100	1,637	9,662	SH		SOLE		9,662	0	0
CINCINNATI FINL CORP	COM	172062101	306	3,924	SH		SOLE		3,924	0	0
CINCINNATI FINL CORP	COM	172062101	1,661	21,301	SH		OTR	1	0	21,301	0
CINTAS CORP	COM	172908105	899	2,702	SH		SOLE		2,702	0	0
CINTAS CORP	COM	172908105	12,818	38,513	SH		OTR	1	0	38,513	0
CIRRUS LOGIC INC	COM	172755100	6,766	100,304	SH		OTR	1	0	100,304	0
CIRRUS LOGIC INC	COM	172755100	459	6,800	SH		SOLE		6,800	0	0
CISCO SYS INC	COM	17275R102	4,861	123,402	SH		SOLE		123,402	0	0
CISCO SYS INC	COM	17275R102	26,929	683,643	SH		OTR	1	0	683,643	0
CISCO SYS INC	COM	17275R102	376	9,545	SH		OTR	5	0	9,545	0
CIT GROUP INC	COM NEW	125581801	276	15,600	SH		OTR	1	0	15,600	0
CIT GROUP INC	COM NEW	125581801	62	3,500	SH		SOLE		3,500	0	0
CITI TRENDS INC	COM	17306X102	1,152	46,100	SH		OTR	1	0	46,100	0
CITI TRENDS INC	COM	17306X102	257	10,300	SH		SOLE		10,300	0	0
CITIGROUP INC	COM NEW	172967424	2,377	55,144	SH		SOLE		55,144	0	0
CITIGROUP INC	COM NEW	172967424	13,790	319,884	SH		OTR	1	0	319,884	0
CITIZENS FINL GROUP INC	COM	174610105	295	11,661	SH		SOLE		11,661	0	0
CITIZENS FINL GROUP INC	COM	174610105	1,536	60,776	SH		OTR	1	0	60,776	0
CITRIX SYS INC	COM	177376100	1,148	8,336	SH		OTR	5	0	8,336	0
CITRIX SYS INC	COM	177376100	884	6,416	SH		SOLE		6,416	0	0
CITRIX SYS INC	COM	177376100	23,763	172,560	SH		OTR	1	0	172,560	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	96	7,670	SH		SOLE		7,670	0	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	426	34,029	SH		OTR	1	0	34,029	0
CLEAN HARBORS INC	COM	184496107	446	7,953	SH		SOLE		7,953	0	0
CLEAN HARBORS INC	COM	184496107	6,695	119,484	SH		OTR	1	0	119,484	0
CLEARWAY ENERGY INC	CL C	18539C204	1,348	50,000	SH		OTR	1	0	50,000	0
CLEARWAY ENERGY INC	CL C	18539C204	310	11,500	SH		SOLE		11,500	0	0
CLEARWAY ENERGY INC	CL A	18539C105	590	23,900	SH		SOLE		23,900	0	0
CLEARWAY ENERGY INC	CL A	18539C105	2,618	106,000	SH		OTR	1	0	106,000	0
CLEVELAND-CLIFFS INC NEW	DBCV 1.500% 1/1	185899AA9	39	38,000	PRN		OTR	4	0	38,000	0
CLEVELAND-CLIFFS INC NEW	DBCV 1.500% 1/1	185899AA9	2,718	2,630,000	PRN		DFND	1	0	2,630,000	0
CLOROX CO DEL	COM	189054109	731	3,476	SH		SOLE		3,476	0	0
CLOROX CO DEL	COM	189054109	3,777	17,972	SH		OTR	1	0	17,972	0
CLOUDERA INC	COM	18914U100	145	13,300	SH		SOLE		13,300	0	0
CLOUDERA INC	COM	18914U100	637	58,500	SH		OTR	1	0	58,500	0
CLOVIS ONCOLOGY INC	NOTE 1.250% 5/0	189464AC4	100	140,000	PRN		SOLE		140,000	0	0
CLOVIS ONCOLOGY INC	NOTE 2.500% 9/1	189464AB6	103	110,000	PRN		SOLE		110,000	0	0
CME GROUP INC	COM	12572Q105	1,549	9,260	SH		SOLE		9,260	0	0
CME GROUP INC	COM	12572Q105	9,531	56,969	SH		OTR	1	0	56,969	0
CMS ENERGY CORP	COM	125896100	464	7,556	SH		SOLE		7,556	0	0
CMS ENERGY CORP	COM	125896100	2,503	40,764	SH		OTR	1	0	40,764	0
CNO FINL GROUP INC	COM	12621E103	212	13,200	SH		SOLE		13,200	0	0
CNO FINL GROUP INC	COM	12621E103	946	59,000	SH		OTR	1	0	59,000	0
COCA COLA CO	COM	191216100	553	11,201	SH		OTR	5	0	11,201	0
COCA COLA CO	COM	191216100	5,207	105,472	SH		SOLE		105,472	0	0
COCA COLA CO	COM	191216100	32,265	653,541	SH		OTR	1	0	653,541	0
COCA COLA CONS INC	COM	191098102	533	2,214	SH		SOLE		2,214	0	0
COCA COLA CONS INC	COM	191098102	2,363	9,818	SH		OTR	1	0	9,818	0
COEUR MNG INC	COM NEW	192108504	65	8,800	SH		OTR	1	0	8,800	0
COEUR MNG INC	COM NEW	192108504	15	2,000	SH		SOLE		2,000	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	992	14,291	SH		SOLE		14,291	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	6,727	96,908	SH		OTR	1	0	96,908	0
COLGATE PALMOLIVE CO	COM	194162103	1,300	16,844	SH		OTR	5	0	16,844	0
COLGATE PALMOLIVE CO	COM	194162103	1,867	24,205	SH		SOLE		24,205	0	0
COLGATE PALMOLIVE CO	COM	194162103	15,051	195,082	SH		OTR	1	0	195,082	0
COLONY STARWOOD HOMES	NOTE 3.500% 1/1	19625XAB8	131	101,000	PRN		SOLE		101,000	0	0
COLUMBIA PPTY TR INC	COM NEW	198287203	185	17,000	SH		OTR	1	0	17,000	0
COLUMBIA PPTY TR INC	COM NEW	198287203	44	4,000	SH		SOLE		4,000	0	0
COMCAST CORP NEW	CL A	20030N101	708	15,301	SH		OTR	5	0	15,301	0
COMCAST CORP NEW	CL A	20030N101	33,809	730,842	SH		OTR	1	0	730,842	0
COMCAST CORP NEW	CL A	20030N101	5,762	124,550	SH		SOLE		124,550	0	0
COMERICA INC	COM	200340107	1,594	41,664	SH		OTR	1	0	41,664	0
COMERICA INC	COM	200340107	347	9,065	SH		SOLE		9,065	0	0
COMERICA INC	COM	200340107	140	3,672	SH		OTR	5	0	3,672	0
COMFORT SYS USA INC	COM	199908104	2,849	55,300	SH		OTR	1	0	55,300	0
COMFORT SYS USA INC	COM	199908104	639	12,400	SH		SOLE		12,400	0	0
COMMERCIAL METALS CO	COM	201723103	38	1,900	SH		SOLE		1,900	0	0
COMMERCIAL METALS CO	COM	201723103	172	8,600	SH		OTR	1	0	8,600	0
COMMUNITY BK SYS INC	COM	203607106	408	7,500	SH		OTR	1	0	7,500	0
COMMUNITY BK SYS INC	COM	203607106	87	1,600	SH		SOLE		1,600	0	0
COMMVAULT SYSTEMS INC	COM	204166102	616	15,100	SH		SOLE		15,100	0	0
COMMVAULT SYSTEMS INC	COM	204166102	2,750	67,401	SH		OTR	1	0	67,401	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	110	4,000	SH		SOLE		4,000	0	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	493	17,850	SH		OTR	1	0	17,850	0
CONAGRA BRANDS INC	COM	205887102	465	13,014	SH		SOLE		13,014	0	0
CONAGRA BRANDS INC	COM	205887102	2,484	69,556	SH		OTR	1	0	69,556	0
CONCHO RES INC	COM	20605P101	506	11,459	SH		OTR	5	0	11,459	0
CONCHO RES INC	COM	20605P101	268	6,069	SH		SOLE		6,069	0	0
CONCHO RES INC	COM	20605P101	7,274	164,858	SH		OTR	1	0	164,858	0
CONDUENT INC	COM	206787103	484	152,300	SH		SOLE		152,300	0	0
CONDUENT INC	COM	206787103	2,156	678,100	SH		OTR	1	0	678,100	0
CONMED CORP	COM	207410101	543	6,900	SH		SOLE		6,900	0	0
CONMED CORP	COM	207410101	2,439	31,000	SH		OTR	1	0	31,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	27,000	24,010,000	PRN		OTR	1	0	24,010,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	4,930	4,384,000	PRN		SOLE		4,384,000	0	0
CONOCOPHILLIPS	COM	20825C104	7,554	230,018	SH		OTR	1	0	230,018	0
CONOCOPHILLIPS	COM	20825C104	443	13,488	SH		OTR	5	0	13,488	0
CONOCOPHILLIPS	COM	20825C104	971	29,575	SH		SOLE		29,575	0	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	585	102,800	SH		OTR	1	0	102,800	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	130	22,900	SH		SOLE		22,900	0	0
CONSOLIDATED EDISON INC	COM	209115104	688	8,844	SH		SOLE		8,844	0	0
CONSOLIDATED EDISON INC	COM	209115104	6,618	85,064	SH		OTR	1	0	85,064	0
CONSOLIDATED EDISON INC	COM	209115104	298	3,830	SH		OTR	5	0	3,830	0
CONSTELLATION BRANDS INC	CL A	21036P108	5,822	30,721	SH		OTR	1	0	30,721	0
CONSTELLATION BRANDS INC	CL A	21036P108	883	4,660	SH		SOLE		4,660	0	0
COOPER COS INC	COM NEW	216648402	458	1,360	SH		SOLE		1,360	0	0
COOPER COS INC	COM NEW	216648402	2,358	6,996	SH		OTR	1	0	6,996	0
COOPER TIRE & RUBR CO	COM	216831107	178	5,600	SH		OTR	1	0	5,600	0
COOPER TIRE & RUBR CO	COM	216831107	38	1,200	SH		SOLE		1,200	0	0
COPART INC	COM	217204106	565	5,372	SH		SOLE		5,372	0	0
COPART INC	COM	217204106	3,094	29,418	SH		OTR	1	0	29,418	0
CORCEPT THERAPEUTICS INC	COM	218352102	2,672	153,500	SH		OTR	1	0	153,500	0
CORCEPT THERAPEUTICS INC	COM	218352102	597	34,300	SH		SOLE		34,300	0	0
CORE MARK HOLDING CO INC	COM	218681104	46	1,600	SH		SOLE		1,600	0	0
CORE MARK HOLDING CO INC	COM	218681104	194	6,700	SH		OTR	1	0	6,700	0
CORELOGIC INC	COM	21871D103	683	10,100	SH		OTR	1	0	10,100	0
CORELOGIC INC	COM	21871D103	433	6,400	SH		SOLE		6,400	0	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	615	16,919	SH		OTR	1	0	16,919	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	131	3,600	SH		SOLE		3,600	0	0
CORNING INC	COM	219350105	3,512	108,353	SH		OTR	1	0	108,353	0
CORNING INC	COM	219350105	653	20,157	SH		SOLE		20,157	0	0
CORTEVA INC	COM	22052L104	566	19,648	SH		SOLE		19,648	0	0
CORTEVA INC	COM	22052L104	3,071	106,590	SH		OTR	1	0	106,590	0
CORVEL CORP	COM	221006109	350	4,100	SH		SOLE		4,100	0	0
CORVEL CORP	COM	221006109	1,580	18,500	SH		OTR	1	0	18,500	0
COSTCO WHSL CORP NEW	COM	22160K105	32,734	92,208	SH		OTR	1	0	92,208	0
COSTCO WHSL CORP NEW	COM	22160K105	4,581	12,905	SH		SOLE		12,905	0	0
COSTCO WHSL CORP NEW	COM	22160K105	875	2,464	SH		OTR	5	0	2,464	0
COUPA SOFTWARE INC	NOTE 0.375% 1/1	22266LAB2	438	71,000	PRN		SOLE		71,000	0	0
COUPA SOFTWARE INC	COM	22266L106	55	200	SH		SOLE		200	0	0
COUPA SOFTWARE INC	COM	22266L106	3,514	12,815	SH		OTR	1	0	12,815	0
COVENANT LOGISTICS GROUP INC	CL A	22284P105	138	7,900	SH		SOLE		7,900	0	0
COVENANT LOGISTICS GROUP INC	CL A	22284P105	630	36,000	SH		OTR	1	0	36,000	0
COVETRUS INC	COM	22304C100	749	30,700	SH		SOLE		30,700	0	0
COVETRUS INC	COM	22304C100	3,348	137,200	SH		OTR	1	0	137,200	0
COWEN INC	CL A NEW	223622606	1,088	66,900	SH		OTR	1	0	66,900	0
COWEN INC	CL A NEW	223622606	251	15,400	SH		SOLE		15,400	0	0
CRANE CO	COM	224399105	10	200	SH		SOLE		200	0	0
CRANE CO	COM	224399105	1,042	20,787	SH		OTR	1	0	20,787	0
CRAWFORD & CO	CL A	224633206	14	2,142	SH		SOLE		2,142	0	0
CRAWFORD & CO	CL A	224633206	62	9,482	SH		OTR	1	0	9,482	0
CREE INC	NOTE 0.875% 9/0	225447AB7	131	105,000	PRN		SOLE		105,000	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	220	1,323	SH		OTR	5	0	1,323	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	2,216	13,307	SH		SOLE		13,307	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	12,372	74,308	SH		OTR	1	0	74,308	0
CSG SYS INTL INC	COM	126349109	61	1,500	SH		SOLE		1,500	0	0
CSG SYS INTL INC	COM	126349109	287	7,000	SH		OTR	1	0	7,000	0
CSX CORP	COM	126408103	1,407	18,109	SH		SOLE		18,109	0	0
CSX CORP	COM	126408103	11,099	142,902	SH		OTR	1	0	142,902	0
CSX CORP	COM	126408103	447	5,752	SH		OTR	5	0	5,752	0
CUBESMART	COM	229663109	0	0	SH		SOLE		0	0	0
CUBESMART	COM	229663109	665	20,583	SH		OTR	1	0	20,583	0
CUMMINS INC	COM	231021106	6,726	31,854	SH		OTR	1	0	31,854	0
CUMMINS INC	COM	231021106	33	156	SH		OTR	5	0	156	0
CUMMINS INC	COM	231021106	832	3,941	SH		SOLE		3,941	0	0
CURO GROUP HOLDINGS CORP	COM	23131L107	177	25,100	SH		SOLE		25,100	0	0
CURO GROUP HOLDINGS CORP	COM	23131L107	806	114,300	SH		OTR	1	0	114,300	0
CURTISS WRIGHT CORP	COM	231561101	837	8,976	SH		OTR	1	0	8,976	0
CURTISS WRIGHT CORP	COM	231561101	0	0	SH		SOLE		0	0	0
CUSTOMERS BANCORP INC	COM	23204G100	332	29,683	SH		SOLE		29,683	0	0
CUSTOMERS BANCORP INC	COM	23204G100	1,479	132,078	SH		OTR	1	0	132,078	0
CVS HEALTH CORP	COM	126650100	12,249	209,745	SH		OTR	1	0	209,745	0
CVS HEALTH CORP	COM	126650100	1,999	34,223	SH		SOLE		34,223	0	0
CYBEROPTICS CORP	COM	232517102	595	18,700	SH		OTR	1	0	18,700	0
CYBEROPTICS CORP	COM	232517102	137	4,300	SH		SOLE		4,300	0	0
CYRUSONE INC	COM	23283R100	0	0	SH		SOLE		0	0	0
CYRUSONE INC	COM	23283R100	2,696	38,504	SH		OTR	1	0	38,504	0
D R HORTON INC	COM	23331A109	3,564	47,127	SH		OTR	1	0	47,127	0
D R HORTON INC	COM	23331A109	681	9,000	SH		SOLE		9,000	0	0
DANA INCORPORATED	COM	235825205	30	2,400	SH		SOLE		2,400	0	0
DANA INCORPORATED	COM	235825205	137	11,100	SH		OTR	1	0	11,100	0
DANAHER CORPORATION	COM	235851102	20,921	97,159	SH		OTR	1	0	97,159	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	106,276	12,898,000	PRN		OTR	1	0	12,898,000	0
DANAHER CORPORATION	4.75 MND CV PFD	235851300	2,222	1,500	SH		SOLE		1,500	0	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	36,214	4,395,000	PRN		SOLE		4,395,000	0	0
DANAHER CORPORATION	COM	235851102	3,685	17,111	SH		SOLE		17,111	0	0
DANAHER CORPORATION	COM	235851102	60	279	SH		OTR	5	0	279	0
DANAHER CORPORATION	4.75 MND CV PFD	235851300	289	196	SH		OTR	4	0	196	0
DANAHER CORPORATION	4.75 MND CV PFD	235851300	19,371	13,125	SH		DFND	1	0	13,125	0
DAQO NEW ENERGY CORP	SPNSRD ADR NEW	23703Q203	541	4,000	SH		OTR	1	0	4,000	0
DAQO NEW ENERGY CORP	SPNSRD ADR NEW	23703Q203	1	11	SH		DFND	1	0	11	0
DAQO NEW ENERGY CORP	SPNSRD ADR NEW	23703Q203	0	0	SH		SOLE		0	0	0
DARDEN RESTAURANTS INC	COM	237194105	13,351	132,527	SH		OTR	1	0	132,527	0
DARDEN RESTAURANTS INC	COM	237194105	489	4,850	SH		SOLE		4,850	0	0
DARDEN RESTAURANTS INC	COM	237194105	1,233	12,240	SH		OTR	5	0	12,240	0
DAVITA INC	COM	23918K108	153	1,786	SH		SOLE		1,786	0	0
DAVITA INC	COM	23918K108	5,681	66,323	SH		OTR	1	0	66,323	0
DBX ETF TR	XTRACK HRVST CSI	233051879	3,963	114,926	SH		OTR	1	0	114,926	0
DBX ETF TR	XTRACK HRVST CSI	233051879	552	16,000	SH		SOLE		16,000	0	0
DECIPHERA PHARMACEUTICALS IN	COM	24344T101	400	7,800	SH		SOLE		7,800	0	0
DECIPHERA PHARMACEUTICALS IN	COM	24344T101	1,790	34,900	SH		OTR	1	0	34,900	0
DECKERS OUTDOOR CORP	COM	243537107	506	2,300	SH		SOLE		2,300	0	0
DECKERS OUTDOOR CORP	COM	243537107	2,266	10,300	SH		OTR	1	0	10,300	0
DEERE & CO	COM	244199105	1,588	7,167	SH		OTR	5	0	7,167	0
DEERE & CO	COM	244199105	2,550	11,507	SH		SOLE		11,507	0	0
DEERE & CO	COM	244199105	18,146	81,874	SH		OTR	1	0	81,874	0
DEL TACO RESTAURANTS INC NEW	COM	245496104	1,130	137,800	SH		OTR	1	0	137,800	0
DEL TACO RESTAURANTS INC NEW	COM	245496104	253	30,800	SH		SOLE		30,800	0	0
DELAWARE INVTS MINN MUN INCO	COM	24610V103	7,337	564,399	SH		SOLE		564,399	0	0
DELAWARE INVTS NATL MUN INCO	SH BEN INT	24610T108	3,161	256,199	SH		SOLE		256,199	0	0
DELL TECHNOLOGIES INC	CL C	24703L202	41	600	SH		SOLE		600	0	0
DELL TECHNOLOGIES INC	CL C	24703L202	1,198	17,697	SH		OTR	1	0	17,697	0
DELTA AIR LINES INC DEL	COM NEW	247361702	2,777	90,826	SH		OTR	1	0	90,826	0
DELTA AIR LINES INC DEL	COM NEW	247361702	461	15,064	SH		SOLE		15,064	0	0
DELUXE CORP	COM	248019101	183	7,100	SH		SOLE		7,100	0	0
DELUXE CORP	COM	248019101	813	31,600	SH		OTR	1	0	31,600	0
DENTSPLY SIRONA INC	COM	24906P109	252	5,764	SH		SOLE		5,764	0	0
DENTSPLY SIRONA INC	COM	24906P109	1,944	44,452	SH		OTR	1	0	44,452	0
DEVON ENERGY CORP NEW	COM	25179M103	135	14,222	SH		SOLE		14,222	0	0
DEVON ENERGY CORP NEW	COM	25179M103	2,591	273,861	SH		OTR	1	0	273,861	0
DEXCOM INC	COM	252131107	5,661	13,733	SH		OTR	1	0	13,733	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	8,491	3,361,000	PRN		DFND	1	0	3,361,000	0
DEXCOM INC	COM	252131107	1,055	2,559	SH		SOLE		2,559	0	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	46	18,000	PRN		SOLE		18,000	0	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	121	48,000	PRN		OTR	4	0	48,000	0
DHI GROUP INC	COM	23331S100	361	159,900	SH		OTR	1	0	159,900	0
DHI GROUP INC	COM	23331S100	86	38,100	SH		SOLE		38,100	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	677	22,473	SH		OTR	1	0	22,473	0
DIAMONDBACK ENERGY INC	COM	25278X109	127	4,219	SH		SOLE		4,219	0	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	15	2,900	SH		SOLE		2,900	0	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	66	13,100	SH		OTR	1	0	13,100	0
DICKS SPORTING GOODS INC	COM	253393102	428	7,400	SH		SOLE		7,400	0	0
DICKS SPORTING GOODS INC	COM	253393102	4,485	77,489	SH		OTR	1	0	77,489	0
DIGITAL RLTY TR INC	COM	253868103	7,035	47,937	SH		OTR	1	0	47,937	0
DIGITAL RLTY TR INC	COM	253868103	1,284	8,746	SH		SOLE		8,746	0	0
DIGITAL TURBINE INC	COM NEW	25400W102	52	1,600	SH		SOLE		1,600	0	0
DIGITAL TURBINE INC	COM NEW	25400W102	232	7,100	SH		OTR	1	0	7,100	0
DIODES INC	COM	254543101	514	9,100	SH		SOLE		9,100	0	0
DIODES INC	COM	254543101	2,269	40,200	SH		OTR	1	0	40,200	0
DISCOVER FINL SVCS	COM	254709108	2,869	49,653	SH		OTR	1	0	49,653	0
DISCOVER FINL SVCS	COM	254709108	459	7,936	SH		SOLE		7,936	0	0
DISCOVERY INC	COM SER C	25470F302	151	7,716	SH		SOLE		7,716	0	0
DISCOVERY INC	COM SER A	25470F104	497	22,812	SH		OTR	1	0	22,812	0
DISCOVERY INC	COM SER A	25470F104	118	5,420	SH		SOLE		5,420	0	0
DISCOVERY INC	COM SER C	25470F302	864	44,078	SH		OTR	1	0	44,078	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	92	100,000	PRN		OTR	5	0	100,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	18,478	20,074,000	PRN		SOLE		20,074,000	0	0
DISH NETWORK CORPORATION	CL A	25470M109	169	5,821	SH		SOLE		5,821	0	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	12,471	13,800,000	PRN		SOLE		13,800,000	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	81	88,000	PRN		OTR	4	0	88,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	5,415	5,899,000	PRN		DFND	1	0	5,899,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	50,859	55,252,000	PRN		OTR	1	0	55,252,000	0
DISH NETWORK CORPORATION	CL A	25470M109	1,020	35,129	SH		OTR	1	0	35,129	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	56,065	62,039,000	PRN		OTR	1	0	62,039,000	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	136	150,000	PRN		OTR	5	0	150,000	0
DISNEY WALT CO	COM DISNEY	254687106	844	6,799	SH		OTR	5	0	6,799	0
DISNEY WALT CO	COM DISNEY	254687106	6,341	51,108	SH		SOLE		51,108	0	0
DISNEY WALT CO	COM DISNEY	254687106	36,326	292,760	SH		OTR	1	0	292,760	0
DOCUSIGN INC	COM	256163106	7,426	34,499	SH		OTR	1	0	34,499	0
DOCUSIGN INC	NOTE 0.500% 9/1	256163AB2	408	135,000	PRN		SOLE		135,000	0	0
DOCUSIGN INC	COM	256163106	129	600	SH		SOLE		600	0	0
DOLLAR GEN CORP NEW	COM	256677105	1,436	6,852	SH		OTR	5	0	6,852	0
DOLLAR GEN CORP NEW	COM	256677105	1,984	9,467	SH		SOLE		9,467	0	0
DOLLAR GEN CORP NEW	COM	256677105	25,387	121,108	SH		OTR	1	0	121,108	0
DOLLAR TREE INC	COM	256746108	575	6,295	SH		SOLE		6,295	0	0
DOLLAR TREE INC	COM	256746108	8,634	94,522	SH		OTR	1	0	94,522	0
DOMINION ENERGY INC	COM	25746U109	1,563	19,806	SH		OTR	5	0	19,806	0
DOMINION ENERGY INC	COM	25746U109	2,031	25,732	SH		SOLE		25,732	0	0
DOMINION ENERGY INC	COM	25746U109	16,559	209,797	SH		OTR	1	0	209,797	0
DOMINOS PIZZA INC	COM	25754A201	1,168	2,747	SH		OTR	5	0	2,747	0
DOMINOS PIZZA INC	COM	25754A201	23,418	55,065	SH		OTR	1	0	55,065	0
DOMINOS PIZZA INC	COM	25754A201	1,032	2,427	SH		SOLE		2,427	0	0
DONEGAL GROUP INC	CL A	257701201	114	8,100	SH		OTR	1	0	8,100	0
DONEGAL GROUP INC	CL A	257701201	31	2,200	SH		SOLE		2,200	0	0
DONNELLEY FINL SOLUTIONS INC	COM	25787G100	338	25,300	SH		SOLE		25,300	0	0
DONNELLEY FINL SOLUTIONS INC	COM	25787G100	1,504	112,600	SH		OTR	1	0	112,600	0
DOVER CORP	COM	260003108	2,221	20,501	SH		OTR	1	0	20,501	0
DOVER CORP	COM	260003108	400	3,693	SH		SOLE		3,693	0	0
DOW INC	COM	260557103	5,972	126,926	SH		OTR	1	0	126,926	0
DOW INC	COM	260557103	856	18,186	SH		SOLE		18,186	0	0
DROPBOX INC	CL A	26210C104	430	22,329	SH		SOLE		22,329	0	0
DROPBOX INC	CL A	26210C104	13,488	700,309	SH		OTR	1	0	700,309	0
DTE ENERGY CO	COM	233331107	568	4,941	SH		SOLE		4,941	0	0
DTE ENERGY CO	COM	233331107	4,293	37,316	SH		OTR	1	0	37,316	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	1,699	19,181	SH		SOLE		19,181	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	10,556	119,199	SH		OTR	1	0	119,199	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	56	637	SH		OTR	5	0	637	0
DUKE REALTY CORP	COM NEW	264411505	463	12,541	SH		SOLE		12,541	0	0
DUKE REALTY CORP	COM NEW	264411505	5,711	154,760	SH		OTR	1	0	154,760	0
DUPONT DE NEMOURS INC	COM	26614N102	1,008	18,176	SH		SOLE		18,176	0	0
DUPONT DE NEMOURS INC	COM	26614N102	6,790	122,387	SH		OTR	1	0	122,387	0
DURECT CORP	COM	266605104	85	49,600	SH		OTR	1	0	49,600	0
DURECT CORP	COM	266605104	18	10,800	SH		SOLE		10,800	0	0
DWS MUN INCOME TR	COM	233368109	1,059	95,537	SH		SOLE		95,537	0	0
DWS MUN INCOME TR	COM	233368109	1,379	124,496	SH		OTR	1	0	124,496	0
DXC TECHNOLOGY CO	COM	23355L106	561	31,433	SH		OTR	5	0	31,433	0
DXC TECHNOLOGY CO	COM	23355L106	293	16,402	SH		SOLE		16,402	0	0
DXC TECHNOLOGY CO	COM	23355L106	10,953	613,609	SH		OTR	1	0	613,609	0
E TRADE FINANCIAL CORP	COM NEW	269246401	261	5,207	SH		SOLE		5,207	0	0
E TRADE FINANCIAL CORP	COM NEW	269246401	7,194	143,739	SH		OTR	1	0	143,739	0
EAGLE BANCORP INC MD	COM	268948106	1,704	63,600	SH		OTR	1	0	63,600	0
EAGLE BANCORP INC MD	COM	268948106	383	14,300	SH		SOLE		14,300	0	0
EASTGROUP PPTY INC	COM	277276101	336	2,600	SH		SOLE		2,600	0	0
EASTGROUP PPTY INC	COM	277276101	1,459	11,283	SH		OTR	1	0	11,283	0
EASTMAN CHEM CO	COM	277432100	1,506	19,273	SH		OTR	1	0	19,273	0
EASTMAN CHEM CO	COM	277432100	297	3,797	SH		SOLE		3,797	0	0
EATON VANCE MUN BD FD	COM	27827X101	2,036	154,604	SH		OTR	1	0	154,604	0
EATON VANCE MUN BD FD	COM	27827X101	1,292	98,097	SH		SOLE		98,097	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	5,682	481,489	SH		SOLE		481,489	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	156	13,241	SH		OTR	1	0	13,241	0
EBAY INC.	COM	278642103	1,614	30,981	SH		SOLE		30,981	0	0
EBAY INC.	COM	278642103	1,310	25,142	SH		OTR	5	0	25,142	0
EBAY INC.	COM	278642103	22,610	433,978	SH		OTR	1	0	433,978	0
ECOLAB INC	COM	278865100	8,069	40,376	SH		OTR	1	0	40,376	0
ECOLAB INC	COM	278865100	1,290	6,455	SH		SOLE		6,455	0	0
EDISON INTL	COM	281020107	2,738	53,855	SH		OTR	1	0	53,855	0
EDISON INTL	COM	281020107	504	9,913	SH		SOLE		9,913	0	0
EDITAS MEDICINE INC	COM	28106W103	1,415	50,434	SH		OTR	1	0	50,434	0
EDITAS MEDICINE INC	COM	28106W103	317	11,292	SH		SOLE		11,292	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	1,519	19,034	SH		SOLE		19,034	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	7,458	93,430	SH		OTR	1	0	93,430	0
EHEALTH INC	COM	28238P109	332	4,200	SH		OTR	1	0	4,200	0
EHEALTH INC	COM	28238P109	79	1,000	SH		SOLE		1,000	0	0
ELECTRONIC ARTS INC	COM	285512109	1,222	9,374	SH		OTR	5	0	9,374	0
ELECTRONIC ARTS INC	COM	285512109	19,538	149,818	SH		OTR	1	0	149,818	0
ELECTRONIC ARTS INC	COM	285512109	1,602	12,288	SH		SOLE		12,288	0	0
ELEMENT SOLUTIONS INC	COM	28618M106	228	21,700	SH		SOLE		21,700	0	0
ELEMENT SOLUTIONS INC	COM	28618M106	387	36,800	SH		OTR	1	0	36,800	0
EMCOR GROUP INC	COM	29084Q100	160	2,366	SH		OTR	5	0	2,366	0
EMCOR GROUP INC	COM	29084Q100	574	8,471	SH		SOLE		8,471	0	0
EMCOR GROUP INC	COM	29084Q100	2,953	43,613	SH		OTR	1	0	43,613	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	497	4,814	SH		SOLE		4,814	0	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	91	881	SH		OTR	5	0	881	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	2,549	24,668	SH		OTR	1	0	24,668	0
EMERSON ELEC CO	COM	291011104	1,042	15,897	SH		SOLE		15,897	0	0
EMERSON ELEC CO	COM	291011104	6,765	103,172	SH		OTR	1	0	103,172	0
EMPLOYERS HOLDINGS INC	COM	292218104	1,458	48,204	SH		OTR	1	0	48,204	0
EMPLOYERS HOLDINGS INC	COM	292218104	327	10,800	SH		SOLE		10,800	0	0
ENANTA PHARMACEUTICALS INC	COM	29251M106	723	15,783	SH		OTR	1	0	15,783	0
ENANTA PHARMACEUTICALS INC	COM	29251M106	164	3,592	SH		SOLE		3,592	0	0
ENCORE WIRE CORP	COM	292562105	533	11,479	SH		SOLE		11,479	0	0
ENCORE WIRE CORP	COM	292562105	2,383	51,335	SH		OTR	1	0	51,335	0
ENDURANCE INTL GROUP HLDGS I	COM	29272B105	2,311	402,600	SH		OTR	1	0	402,600	0
ENDURANCE INTL GROUP HLDGS I	COM	29272B105	518	90,300	SH		SOLE		90,300	0	0
ENOVA INTL INC	COM	29357K103	451	27,500	SH		SOLE		27,500	0	0
ENOVA INTL INC	COM	29357K103	2,032	124,000	SH		OTR	1	0	124,000	0
ENPRO INDS INC	COM	29355X107	688	12,200	SH		OTR	1	0	12,200	0
ENPRO INDS INC	COM	29355X107	158	2,800	SH		SOLE		2,800	0	0
ENSIGN GROUP INC	COM	29358P101	422	7,400	SH		SOLE		7,400	0	0
ENSIGN GROUP INC	COM	29358P101	1,837	32,200	SH		OTR	1	0	32,200	0
ENTERGY CORP NEW	COM	29364G103	165	1,671	SH		OTR	5	0	1,671	0
ENTERGY CORP NEW	COM	29364G103	537	5,451	SH		SOLE		5,451	0	0
ENTERGY CORP NEW	COM	29364G103	6,691	67,912	SH		OTR	1	0	67,912	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	109	72,019	SH		SOLE		72,019	0	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	499	328,328	SH		OTR	1	0	328,328	0
ENVESTNET INC	COM	29404K106	1,196	15,500	SH		OTR	1	0	15,500	0
ENVESTNET INC	COM	29404K106	262	3,400	SH		SOLE		3,400	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	8,368	6,511,000	PRN		SOLE		6,511,000	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	25,216	19,620,000	PRN		OTR	1	0	19,620,000	0
EOG RES INC	COM	26875P101	585	16,286	SH		SOLE		16,286	0	0
EOG RES INC	COM	26875P101	5,624	156,484	SH		OTR	1	0	156,484	0
EOG RES INC	COM	26875P101	484	13,478	SH		OTR	5	0	13,478	0
EPIZYME INC	COM	29428V104	1,044	87,500	SH		OTR	1	0	87,500	0
EPIZYME INC	COM	29428V104	235	19,700	SH		SOLE		19,700	0	0
EQUIFAX INC	COM	294429105	2,714	17,295	SH		OTR	1	0	17,295	0
EQUIFAX INC	COM	294429105	512	3,263	SH		SOLE		3,263	0	0
EQUINIX INC	COM	29444U700	10,919	14,365	SH		OTR	1	0	14,365	0
EQUINIX INC	COM	29444U700	207	272	SH		OTR	5	0	272	0
EQUINIX INC	COM	29444U700	2,165	2,848	SH		SOLE		2,848	0	0
EQUITABLE HLDGS INC	COM	29452E101	113	6,200	SH		SOLE		6,200	0	0
EQUITABLE HLDGS INC	COM	29452E101	1,342	73,566	SH		OTR	1	0	73,566	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	864	14,087	SH		OTR	1	0	14,087	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	0	0	SH		SOLE		0	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	5,607	109,242	SH		OTR	1	0	109,242	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	461	8,984	SH		SOLE		8,984	0	0
ESCALADE INC	COM	296056104	454	24,800	SH		OTR	1	0	24,800	0
ESCALADE INC	COM	296056104	99	5,400	SH		SOLE		5,400	0	0
ESQUIRE FINL HLDGS INC	COM	29667J101	41	2,700	SH		SOLE		2,700	0	0
ESQUIRE FINL HLDGS INC	COM	29667J101	188	12,500	SH		OTR	1	0	12,500	0
ESSEX PPTY TR INC	COM	297178105	349	1,738	SH		SOLE		1,738	0	0
ESSEX PPTY TR INC	COM	297178105	4,651	23,163	SH		OTR	1	0	23,163	0
ETSY INC	NOTE 3/0	29786AAC0	84	25,000	PRN		SOLE		25,000	0	0
ETSY INC	COM	29786A106	17,918	147,312	SH		OTR	1	0	147,312	0
ETSY INC	COM	29786A106	485	3,989	SH		SOLE		3,989	0	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	39,104	24,818,000	PRN		OTR	1	0	24,818,000	0
ETSY INC	COM	29786A106	100	823	SH		OTR	5	0	823	0
ETSY INC	NOTE 3/0	29786AAC0	154	46,000	PRN		OTR	4	0	46,000	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	12,596	7,994,000	PRN		SOLE		7,994,000	0	0
ETSY INC	NOTE 3/0	29786AAC0	10,200	3,044,000	PRN		DFND	1	0	3,044,000	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	8,719	9,065,000	PRN		SOLE		9,065,000	0	0
EURONET WORLDWIDE INC	COM	298736109	5,812	63,796	SH		OTR	1	0	63,796	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	18,882	19,630,000	PRN		OTR	1	0	19,630,000	0
EURONET WORLDWIDE INC	COM	298736109	182	2,000	SH		SOLE		2,000	0	0
EVERCORE INC	CLASS A	29977A105	127	1,935	SH		SOLE		1,935	0	0
EVERCORE INC	CLASS A	29977A105	3,670	56,065	SH		OTR	1	0	56,065	0
EVERGY INC	COM	30034W106	307	6,043	SH		SOLE		6,043	0	0
EVERGY INC	COM	30034W106	2,111	41,536	SH		OTR	1	0	41,536	0
EVERSOURCE ENERGY	COM	30040W108	5,100	61,040	SH		OTR	1	0	61,040	0
EVERSOURCE ENERGY	COM	30040W108	742	8,883	SH		SOLE		8,883	0	0
EVOLENT HEALTH INC	NOTE 1.500%10/1	30050BAD3	116	150,000	PRN		SOLE		150,000	0	0
EVOQUA WATER TECHNOLOGIES CO	COM	30057T105	2,918	137,500	SH		OTR	1	0	137,500	0
EVOQUA WATER TECHNOLOGIES CO	COM	30057T105	654	30,800	SH		SOLE		30,800	0	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	107	69,000	PRN		OTR	4	0	69,000	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	34,536	22,247,000	PRN		OTR	1	0	22,247,000	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	9,841	6,339,000	PRN		SOLE		6,339,000	0	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	7,061	4,563,000	PRN		DFND	1	0	4,563,000	0
EXELIXIS INC	COM	30161Q104	394	16,114	SH		OTR	5	0	16,114	0
EXELIXIS INC	COM	30161Q104	62	2,530	SH		SOLE		2,530	0	0
EXELIXIS INC	COM	30161Q104	15,991	654,045	SH		OTR	1	0	654,045	0
EXELON CORP	COM	30161N101	5,954	166,495	SH		OTR	1	0	166,495	0
EXELON CORP	COM	30161N101	913	25,532	SH		SOLE		25,532	0	0
EXPEDIA GROUP INC	COM NEW	30212P303	339	3,699	SH		SOLE		3,699	0	0
EXPEDIA GROUP INC	COM NEW	30212P303	1,772	19,323	SH		OTR	1	0	19,323	0
EXPEDITORS INTL WASH INC	COM	302130109	2,161	23,873	SH		OTR	1	0	23,873	0
EXPEDITORS INTL WASH INC	COM	302130109	430	4,751	SH		SOLE		4,751	0	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	293	24,500	SH		SOLE		24,500	0	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	1,846	154,436	SH		OTR	1	0	154,436	0
EXTERRAN CORP	COM	30227H106	27	6,600	SH		SOLE		6,600	0	0
EXTERRAN CORP	COM	30227H106	124	29,900	SH		OTR	1	0	29,900	0
EXTRA SPACE STORAGE INC	COM	30225T102	380	3,548	SH		SOLE		3,548	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	2,676	25,015	SH		OTR	1	0	25,015	0
EXTREME NETWORKS INC	COM	30226D106	1,974	491,000	SH		OTR	1	0	491,000	0
EXTREME NETWORKS INC	COM	30226D106	444	110,400	SH		SOLE		110,400	0	0
EXXON MOBIL CORP	COM	30231G102	209	6,099	SH		OTR	5	0	6,099	0
EXXON MOBIL CORP	COM	30231G102	22,820	664,735	SH		OTR	1	0	664,735	0
EXXON MOBIL CORP	COM	30231G102	4,146	120,760	SH		SOLE		120,760	0	0
F M C CORP	COM NEW	302491303	366	3,459	SH		SOLE		3,459	0	0
F M C CORP	COM NEW	302491303	1,954	18,449	SH		OTR	1	0	18,449	0
F5 NETWORKS INC	COM	315616102	1,069	8,711	SH		OTR	1	0	8,711	0
F5 NETWORKS INC	COM	315616102	178	1,446	SH		SOLE		1,446	0	0
FACEBOOK INC	CL A	30303M102	17,114	65,347	SH		SOLE		65,347	0	0
FACEBOOK INC	CL A	30303M102	175,694	670,842	SH		OTR	1	0	670,842	0
FACEBOOK INC	CL A	30303M102	6,154	23,496	SH		OTR	5	0	23,496	0
FAIR ISAAC CORP	COM	303250104	227	534	SH		SOLE		534	0	0
FAIR ISAAC CORP	COM	303250104	10,357	24,348	SH		OTR	1	0	24,348	0
FARMERS NATIONAL BANC CORP	COM	309627107	518	47,463	SH		OTR	1	0	47,463	0
FARMERS NATIONAL BANC CORP	COM	309627107	116	10,659	SH		SOLE		10,659	0	0
FASTENAL CO	COM	311900104	683	15,140	SH		SOLE		15,140	0	0
FASTENAL CO	COM	311900104	3,683	81,680	SH		OTR	1	0	81,680	0
FATE THERAPEUTICS INC	COM	31189P102	364	9,100	SH		SOLE		9,100	0	0
FATE THERAPEUTICS INC	COM	31189P102	1,627	40,700	SH		OTR	1	0	40,700	0
FEDERAL RLTY INVT TR	SH BEN INT NEW	313747206	119	1,618	SH		SOLE		1,618	0	0
FEDERAL RLTY INVT TR	SH BEN INT NEW	313747206	720	9,801	SH		OTR	1	0	9,801	0
FEDERATED HERMES INC	CL B	314211103	2,796	130,000	SH		OTR	1	0	130,000	0
FEDERATED HERMES INC	CL B	314211103	626	29,100	SH		SOLE		29,100	0	0
FEDEX CORP	COM	31428X106	1,997	7,938	SH		SOLE		7,938	0	0
FEDEX CORP	COM	31428X106	1,238	4,921	SH		OTR	5	0	4,921	0
FEDEX CORP	COM	31428X106	14,832	58,970	SH		OTR	1	0	58,970	0
FEDNAT HLDG CO	COM	31431B109	233	36,900	SH		OTR	1	0	36,900	0
FEDNAT HLDG CO	COM	31431B109	52	8,300	SH		SOLE		8,300	0	0
FIBROGEN INC	COM	31572Q808	2,166	52,666	SH		OTR	1	0	52,666	0
FIBROGEN INC	COM	31572Q808	483	11,739	SH		SOLE		11,739	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	14,700	99,855	SH		OTR	1	0	99,855	0
FIDELITY NATL INFORMATION SV	COM	31620M106	236	1,602	SH		OTR	5	0	1,602	0
FIDELITY NATL INFORMATION SV	COM	31620M106	2,371	16,109	SH		SOLE		16,109	0	0
FIFTH THIRD BANCORP	COM	316773100	3,585	168,129	SH		OTR	1	0	168,129	0
FIFTH THIRD BANCORP	COM	316773100	343	16,105	SH		OTR	5	0	16,105	0
FIFTH THIRD BANCORP	COM	316773100	620	29,091	SH		SOLE		29,091	0	0
FINANCIAL INSTNS INC	COM	317585404	298	19,323	SH		SOLE		19,323	0	0
FINANCIAL INSTNS INC	COM	317585404	1,331	86,431	SH		OTR	1	0	86,431	0
FINVOLUTION GROUP	SPONSORED ADS	31810T101	1	395	SH		DFND	1	0	395	0
FINVOLUTION GROUP	SPONSORED ADS	31810T101	0	0	SH		SOLE		0	0	0
FINVOLUTION GROUP	SPONSORED ADS	31810T101	26	13,900	SH		OTR	1	0	13,900	0
FIREEYE INC	NOTE 0.875% 6/0	31816QAF8	1,154	1,238,000	PRN		SOLE		1,238,000	0	0
FIREEYE INC	NOTE 0.875% 6/0	31816QAF8	3,280	3,520,000	PRN		OTR	1	0	3,520,000	0
FIRST BANCORP P R	COM NEW	318672706	385	73,700	SH		SOLE		73,700	0	0
FIRST BANCORP P R	COM NEW	318672706	1,732	331,800	SH		OTR	1	0	331,800	0
FIRST BANK WILLIAMSTOWN NJ	COM	31931U102	107	17,200	SH		OTR	1	0	17,200	0
FIRST BANK WILLIAMSTOWN NJ	COM	31931U102	24	3,800	SH		SOLE		3,800	0	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	452	31,599	SH		OTR	1	0	31,599	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	95	6,667	SH		SOLE		6,667	0	0
FIRST FINL BANKSHARES	COM	32020R109	148	5,300	SH		SOLE		5,300	0	0
FIRST FINL BANKSHARES	COM	32020R109	670	24,000	SH		OTR	1	0	24,000	0
FIRST FNDTN INC	COM	32026V104	322	24,610	SH		SOLE		24,610	0	0
FIRST FNDTN INC	COM	32026V104	1,444	110,460	SH		OTR	1	0	110,460	0
FIRST HAWAIIAN INC	COM	32051X108	9	600	SH		SOLE		600	0	0
FIRST HAWAIIAN INC	COM	32051X108	221	15,263	SH		OTR	1	0	15,263	0
FIRST INDL RLTY TR INC	COM	32054K103	223	5,600	SH		SOLE		5,600	0	0
FIRST INDL RLTY TR INC	COM	32054K103	3,332	83,727	SH		OTR	1	0	83,727	0
FIRST INTERNET BANCORP	COM	320557101	181	12,321	SH		SOLE		12,321	0	0
FIRST INTERNET BANCORP	COM	320557101	821	55,756	SH		OTR	1	0	55,756	0
FIRST LONG IS CORP	COM	320734106	1,376	92,885	SH		OTR	1	0	92,885	0
FIRST LONG IS CORP	COM	320734106	308	20,814	SH		SOLE		20,814	0	0
FIRST MERCHANTS CORP	COM	320817109	651	28,100	SH		OTR	1	0	28,100	0
FIRST MERCHANTS CORP	COM	320817109	146	6,300	SH		SOLE		6,300	0	0
FIRST NORTHWEST BANCORP	COM	335834107	286	28,900	SH		OTR	1	0	28,900	0
FIRST NORTHWEST BANCORP	COM	335834107	69	7,000	SH		SOLE		7,000	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	10,850	99,487	SH		OTR	1	0	99,487	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	585	5,362	SH		SOLE		5,362	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	1,216	11,148	SH		OTR	5	0	11,148	0
FIRSTENERGY CORP	COM	337932107	410	14,279	SH		SOLE		14,279	0	0
FIRSTENERGY CORP	COM	337932107	5,658	197,080	SH		OTR	1	0	197,080	0
FISERV INC	COM	337738108	1,438	13,958	SH		SOLE		13,958	0	0
FISERV INC	COM	337738108	9,149	88,786	SH		OTR	1	0	88,786	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	2,492	84,098	SH		OTR	1	0	84,098	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	564	19,024	SH		SOLE		19,024	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	543	2,282	SH		SOLE		2,282	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	2,850	11,969	SH		OTR	1	0	11,969	0
FLEXION THERAPEUTICS INC	NOTE 3.375% 5/0	33938JAB2	36	45,000	PRN		SOLE		45,000	0	0
FLIR SYS INC	COM	302445101	111	3,083	SH		SOLE		3,083	0	0
FLIR SYS INC	COM	302445101	669	18,671	SH		OTR	1	0	18,671	0
FLOWSERVE CORP	COM	34354P105	506	18,534	SH		OTR	1	0	18,534	0
FLOWSERVE CORP	COM	34354P105	84	3,078	SH		SOLE		3,078	0	0
FLUENT INC	COM	34380C102	262	105,800	SH		OTR	1	0	105,800	0
FLUENT INC	COM	34380C102	59	23,800	SH		SOLE		23,800	0	0
FLUSHING FINL CORP	COM	343873105	311	29,555	SH		SOLE		29,555	0	0
FLUSHING FINL CORP	COM	343873105	1,384	131,553	SH		OTR	1	0	131,553	0
FLWS/1-800 FLOWERS	CL A	68243Q106	2,233	89,550	SH		OTR	1	0	89,550	0
FLWS/1-800 FLOWERS	CL A	68243Q106	504	20,196	SH		SOLE		20,196	0	0
FOOT LOCKER INC	COM	344849104	3,192	96,640	SH		OTR	1	0	96,640	0
FOOT LOCKER INC	COM	344849104	33	1,000	SH		OTR	5	0	1,000	0
FOOT LOCKER INC	COM	344849104	2	69	SH		SOLE		69	0	0
FORD MTR CO DEL	COM	345370860	682	102,334	SH		SOLE		102,334	0	0
FORD MTR CO DEL	COM	345370860	6,308	947,219	SH		OTR	1	0	947,219	0
FORMFACTOR INC	COM	346375108	643	25,800	SH		SOLE		25,800	0	0
FORMFACTOR INC	COM	346375108	2,864	114,900	SH		OTR	1	0	114,900	0
FORTERRA INC	COM	34960W106	256	21,700	SH		OTR	1	0	21,700	0
FORTERRA INC	COM	34960W106	60	5,100	SH		SOLE		5,100	0	0
FORTINET INC	COM	34959E109	1,034	8,781	SH		SOLE		8,781	0	0
FORTINET INC	COM	34959E109	22,280	189,121	SH		OTR	1	0	189,121	0
FORTINET INC	COM	34959E109	1,127	9,563	SH		OTR	5	0	9,563	0
FORTIVE CORP	COM	34959J108	667	8,758	SH		SOLE		8,758	0	0
FORTIVE CORP	NOTE 0.875% 2/1	34959JAK4	14,360	14,262,000	PRN		SOLE		14,262,000	0	0
FORTIVE CORP	COM	34959J108	5,620	73,746	SH		OTR	1	0	73,746	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	10,060	116,271	SH		OTR	1	0	116,271	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	210	2,426	SH		OTR	5	0	2,426	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	297	3,427	SH		SOLE		3,427	0	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	19,104	29,967,000	PRN		SOLE		29,967,000	0	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	40,548	63,605,000	PRN		OTR	1	0	63,605,000	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	134	210,000	PRN		OTR	5	0	210,000	0
FOSTER L B CO	COM	350060109	670	49,936	SH		OTR	1	0	49,936	0
FOSTER L B CO	COM	350060109	149	11,101	SH		SOLE		11,101	0	0
FOUR CORNERS PPTY TR INC	COM	35086T109	1,157	45,200	SH		OTR	1	0	45,200	0
FOUR CORNERS PPTY TR INC	COM	35086T109	258	10,100	SH		SOLE		10,100	0	0
FOX CORP	CL B COM	35137L204	78	2,792	SH		SOLE		2,792	0	0
FOX CORP	CL A COM	35137L105	1,362	48,937	SH		OTR	1	0	48,937	0
FOX CORP	CL A COM	35137L105	295	10,610	SH		SOLE		10,610	0	0
FOX CORP	CL B COM	35137L204	3,166	113,179	SH		OTR	1	0	113,179	0
FOX FACTORY HLDG CORP	COM	35138V102	766	10,300	SH		OTR	1	0	10,300	0
FOX FACTORY HLDG CORP	COM	35138V102	178	2,400	SH		SOLE		2,400	0	0
FRANKLIN ELEC INC	COM	353514102	706	12,000	SH		SOLE		12,000	0	0
FRANKLIN ELEC INC	COM	353514102	3,159	53,700	SH		OTR	1	0	53,700	0
FRANKLIN RESOURCES INC	COM	354613101	128	6,298	SH		SOLE		6,298	0	0
FRANKLIN RESOURCES INC	COM	354613101	1,084	53,253	SH		OTR	1	0	53,253	0
FREEPORT-MCMORAN INC	CL B	35671D857	186	11,889	SH		OTR	5	0	11,889	0
FREEPORT-MCMORAN INC	CL B	35671D857	620	39,623	SH		SOLE		39,623	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	7,375	471,564	SH		OTR	1	0	471,564	0
FRESHPET INC	COM	358039105	145	1,300	SH		SOLE		1,300	0	0
FRESHPET INC	COM	358039105	659	5,900	SH		OTR	1	0	5,900	0
FRONT YD RESIDENTIAL CORP	COM	35904G107	192	22,000	SH		OTR	1	0	22,000	0
FRONT YD RESIDENTIAL CORP	COM	35904G107	44	5,000	SH		SOLE		5,000	0	0
FRONTDOOR INC	COM	35905A109	0	0	SH		SOLE		0	0	0
FRONTDOOR INC	COM	35905A109	338	8,688	SH		OTR	1	0	8,688	0
FS BANCORP INC	COM	30263Y104	176	4,292	SH		SOLE		4,292	0	0
FS BANCORP INC	COM	30263Y104	781	19,053	SH		OTR	1	0	19,053	0
FTI CONSULTING INC	NOTE 2.000% 8/1	302941AP4	105	85,000	PRN		SOLE		85,000	0	0
FTI CONSULTING INC	COM	302941109	0	0	SH		SOLE		0	0	0
FTI CONSULTING INC	COM	302941109	2,211	20,866	SH		OTR	1	0	20,866	0
GALLAGHER ARTHUR J & CO	COM	363576109	530	5,019	SH		SOLE		5,019	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	2,879	27,268	SH		OTR	1	0	27,268	0
GAMING & LEISURE PPTYS INC	COM	36467J108	48	1,300	SH		SOLE		1,300	0	0
GAMING & LEISURE PPTYS INC	COM	36467J108	889	24,080	SH		OTR	1	0	24,080	0
GAP INC	COM	364760108	82	4,838	SH		SOLE		4,838	0	0
GAP INC	COM	364760108	498	29,258	SH		OTR	1	0	29,258	0
GARTNER INC	COM	366651107	288	2,303	SH		SOLE		2,303	0	0
GARTNER INC	COM	366651107	1,588	12,706	SH		OTR	1	0	12,706	0
GENERAC HLDGS INC	COM	368736104	310	1,600	SH		SOLE		1,600	0	0
GENERAC HLDGS INC	COM	368736104	1,414	7,300	SH		OTR	1	0	7,300	0
GENERAL DYNAMICS CORP	COM	369550108	842	6,080	SH		SOLE		6,080	0	0
GENERAL DYNAMICS CORP	COM	369550108	5,568	40,221	SH		OTR	1	0	40,221	0
GENERAL ELECTRIC CO	COM	369604103	8,876	1,424,708	SH		OTR	1	0	1,424,708	0
GENERAL ELECTRIC CO	COM	369604103	1,497	240,220	SH		SOLE		240,220	0	0
GENERAL MLS INC	COM	370334104	6,568	106,481	SH		OTR	1	0	106,481	0
GENERAL MLS INC	COM	370334104	993	16,098	SH		SOLE		16,098	0	0
GENERAL MTRS CO	COM	37045V100	6,311	213,294	SH		OTR	1	0	213,294	0
GENERAL MTRS CO	COM	37045V100	976	32,998	SH		SOLE		32,998	0	0
GENMARK DIAGNOSTICS INC	COM	372309104	409	28,800	SH		SOLE		28,800	0	0
GENMARK DIAGNOSTICS INC	COM	372309104	1,830	128,900	SH		OTR	1	0	128,900	0
GENUINE PARTS CO	COM	372460105	362	3,801	SH		SOLE		3,801	0	0
GENUINE PARTS CO	COM	372460105	1,955	20,541	SH		OTR	1	0	20,541	0
GEO GROUP INC NEW	COM	36162J106	361	31,807	SH		SOLE		31,807	0	0
GEO GROUP INC NEW	COM	36162J106	1,587	139,965	SH		OTR	1	0	139,965	0
GETTY RLTY CORP NEW	COM	374297109	242	9,300	SH		SOLE		9,300	0	0
GETTY RLTY CORP NEW	COM	374297109	1,079	41,500	SH		OTR	1	0	41,500	0
GILEAD SCIENCES INC	COM	375558103	1,646	26,043	SH		OTR	5	0	26,043	0
GILEAD SCIENCES INC	COM	375558103	19,243	304,522	SH		OTR	1	0	304,522	0
GILEAD SCIENCES INC	COM	375558103	2,515	39,799	SH		SOLE		39,799	0	0
GLACIER BANCORP INC NEW	COM	37637Q105	103	3,200	SH		SOLE		3,200	0	0
GLACIER BANCORP INC NEW	COM	37637Q105	455	14,200	SH		OTR	1	0	14,200	0
GLADSTONE LD CORP	COM	376549101	38	2,500	SH		SOLE		2,500	0	0
GLADSTONE LD CORP	COM	376549101	176	11,700	SH		OTR	1	0	11,700	0
GLOBAL PMTS INC	COM	37940X102	8,566	48,238	SH		OTR	1	0	48,238	0
GLOBAL PMTS INC	COM	37940X102	1,343	7,560	SH		SOLE		7,560	0	0
GLOBAL X FDS	NASDAQ 100 COVER	37954Y483	507	23,500	SH		SOLE		23,500	0	0
GLOBE LIFE INC	COM	37959E102	184	2,306	SH		SOLE		2,306	0	0
GLOBE LIFE INC	COM	37959E102	1,115	13,954	SH		OTR	1	0	13,954	0
GLU MOBILE INC	COM	379890106	79	10,300	SH		SOLE		10,300	0	0
GLU MOBILE INC	COM	379890106	366	47,700	SH		OTR	1	0	47,700	0
GMS INC	COM	36251C103	557	23,100	SH		SOLE		23,100	0	0
GMS INC	COM	36251C103	2,482	103,000	SH		OTR	1	0	103,000	0
GODADDY INC	CL A	380237107	505	6,651	SH		SOLE		6,651	0	0
GODADDY INC	CL A	380237107	15,512	204,188	SH		OTR	1	0	204,188	0
GOLD RESOURCE CORP	COM	38068T105	69	20,283	SH		SOLE		20,283	0	0
GOLD RESOURCE CORP	COM	38068T105	312	91,546	SH		OTR	1	0	91,546	0
GOLDMAN SACHS GROUP INC	COM	38141G104	11,045	54,958	SH		OTR	1	0	54,958	0
GOLDMAN SACHS GROUP INC	COM	38141G104	1,792	8,917	SH		SOLE		8,917	0	0
GOODYEAR TIRE & RUBR CO	COM	382550101	36	4,700	SH		SOLE		4,700	0	0
GOODYEAR TIRE & RUBR CO	COM	382550101	157	20,500	SH		OTR	1	0	20,500	0
GRAFTECH INTL LTD	COM	384313508	0	0	SH		SOLE		0	0	0
GRAFTECH INTL LTD	COM	384313508	413	60,409	SH		OTR	1	0	60,409	0
GRAHAM HLDGS CO	COM CL B	384637104	364	900	SH		SOLE		900	0	0
GRAHAM HLDGS CO	COM CL B	384637104	7,106	17,584	SH		OTR	1	0	17,584	0
GRAINGER W W INC	COM	384802104	379	1,063	SH		SOLE		1,063	0	0
GRAINGER W W INC	COM	384802104	2,286	6,407	SH		OTR	1	0	6,407	0
GREAT SOUTHN BANCORP INC	COM	390905107	345	9,534	SH		OTR	1	0	9,534	0
GREAT SOUTHN BANCORP INC	COM	390905107	76	2,100	SH		SOLE		2,100	0	0
GREEN BRICK PARTNERS INC	COM	392709101	1,265	78,600	SH		OTR	1	0	78,600	0
GREEN BRICK PARTNERS INC	COM	392709101	280	17,400	SH		SOLE		17,400	0	0
GREEN DOT CORP	CL A	39304D102	3,026	59,800	SH		OTR	1	0	59,800	0
GREEN DOT CORP	CL A	39304D102	688	13,600	SH		SOLE		13,600	0	0
GRUBHUB INC	COM	400110102	0	0	SH		SOLE		0	0	0
GRUBHUB INC	COM	400110102	2,540	35,113	SH		OTR	1	0	35,113	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	138	120,000	PRN		SOLE		120,000	0	0
HALLIBURTON CO	COM	406216101	288	23,939	SH		SOLE		23,939	0	0
HALLIBURTON CO	COM	406216101	1,507	125,088	SH		OTR	1	0	125,088	0
HALOZYME THERAPEUTICS INC	COM	40637H109	1,916	72,923	SH		OTR	1	0	72,923	0
HALOZYME THERAPEUTICS INC	COM	40637H109	430	16,355	SH		SOLE		16,355	0	0
HAMILTON BEACH BRANDS HLDG C	COM CL A	40701T104	165	8,500	SH		OTR	1	0	8,500	0
HAMILTON BEACH BRANDS HLDG C	COM CL A	40701T104	37	1,900	SH		SOLE		1,900	0	0
HANCOCK WHITNEY CORPORATION	COM	410120109	231	12,300	SH		SOLE		12,300	0	0
HANCOCK WHITNEY CORPORATION	COM	410120109	1,053	56,000	SH		OTR	1	0	56,000	0
HANESBRANDS INC	COM	410345102	781	49,575	SH		OTR	1	0	49,575	0
HANESBRANDS INC	COM	410345102	129	8,219	SH		SOLE		8,219	0	0
HANMI FINL CORP	COM NEW	410495204	61	7,400	SH		SOLE		7,400	0	0
HANMI FINL CORP	COM NEW	410495204	264	32,200	SH		OTR	1	0	32,200	0
HARROW HEALTH INC	COM	415858109	426	76,200	SH		OTR	1	0	76,200	0
HARROW HEALTH INC	COM	415858109	94	16,800	SH		SOLE		16,800	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	344	9,339	SH		SOLE		9,339	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	2,786	75,580	SH		OTR	1	0	75,580	0
HASBRO INC	COM	418056107	281	3,401	SH		SOLE		3,401	0	0
HASBRO INC	COM	418056107	1,501	18,146	SH		OTR	1	0	18,146	0
HAVERTY FURNITURE INC	COM	419596101	241	11,500	SH		OTR	1	0	11,500	0
HAVERTY FURNITURE INC	COM	419596101	52	2,500	SH		SOLE		2,500	0	0
HCA HEALTHCARE INC	COM	40412C101	1,307	10,481	SH		OTR	5	0	10,481	0
HCA HEALTHCARE INC	COM	40412C101	21,488	172,346	SH		OTR	1	0	172,346	0
HCA HEALTHCARE INC	COM	40412C101	1,468	11,772	SH		SOLE		11,772	0	0
HD SUPPLY HLDGS INC	COM	40416M105	491	11,900	SH		SOLE		11,900	0	0
HD SUPPLY HLDGS INC	COM	40416M105	7,830	189,875	SH		OTR	1	0	189,875	0
HEALTHCARE RLTY TR	COM	421946104	410	13,600	SH		OTR	1	0	13,600	0
HEALTHCARE RLTY TR	COM	421946104	96	3,200	SH		SOLE		3,200	0	0
HEALTHEQUITY INC	COM	42226A107	765	14,900	SH		OTR	1	0	14,900	0
HEALTHEQUITY INC	COM	42226A107	170	3,300	SH		SOLE		3,300	0	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	394	14,505	SH		SOLE		14,505	0	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	3,233	119,084	SH		OTR	1	0	119,084	0
HEALTHSTREAM INC	COM	42222N103	1,177	58,626	SH		OTR	1	0	58,626	0
HEALTHSTREAM INC	COM	42222N103	249	12,400	SH		SOLE		12,400	0	0
HECLA MNG CO	COM	422704106	222	43,700	SH		SOLE		43,700	0	0
HECLA MNG CO	COM	422704106	996	196,000	SH		OTR	1	0	196,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	41	50,000	PRN		OTR	4	0	50,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	4,118	5,004,000	PRN		SOLE		5,004,000	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	14,387	17,481,000	PRN		OTR	1	0	17,481,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	2,793	3,414,000	PRN		DFND	1	0	3,414,000	0
HENRY JACK & ASSOC INC	COM	426281101	326	2,007	SH		SOLE		2,007	0	0
HENRY JACK & ASSOC INC	COM	426281101	1,775	10,914	SH		OTR	1	0	10,914	0
HENRY SCHEIN INC	COM	806407102	198	3,368	SH		SOLE		3,368	0	0
HENRY SCHEIN INC	COM	806407102	1,195	20,329	SH		OTR	1	0	20,329	0
HERITAGE INS HLDGS INC	COM	42727J102	44	4,300	SH		SOLE		4,300	0	0
HERITAGE INS HLDGS INC	COM	42727J102	185	18,300	SH		OTR	1	0	18,300	0
HERON THERAPEUTICS INC	COM	427746102	1,569	105,851	SH		OTR	1	0	105,851	0
HERON THERAPEUTICS INC	COM	427746102	352	23,775	SH		SOLE		23,775	0	0
HERSHEY CO	COM	427866108	569	3,969	SH		SOLE		3,969	0	0
HERSHEY CO	COM	427866108	3,009	20,990	SH		OTR	1	0	20,990	0
HESS CORP	COM	42809H107	301	7,342	SH		SOLE		7,342	0	0
HESS CORP	COM	42809H107	1,593	38,925	SH		OTR	1	0	38,925	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	333	35,516	SH		SOLE		35,516	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	1,716	183,171	SH		OTR	1	0	183,171	0
HIGHLAND INCOME FD	HIGHLAND INCOME	43010E404	401	46,685	SH		SOLE		46,685	0	0
HILL ROM HLDGS INC	COM	431475102	300	3,596	SH		SOLE		3,596	0	0
HILL ROM HLDGS INC	COM	431475102	60	723	SH		OTR	5	0	723	0
HILL ROM HLDGS INC	COM	431475102	6,789	81,291	SH		OTR	1	0	81,291	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	3,369	39,486	SH		OTR	1	0	39,486	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	626	7,338	SH		SOLE		7,338	0	0
HMS HLDGS CORP	COM	40425J101	1,509	63,000	SH		OTR	1	0	63,000	0
HMS HLDGS CORP	COM	40425J101	342	14,300	SH		SOLE		14,300	0	0
HNI CORP	COM	404251100	474	15,100	SH		SOLE		15,100	0	0
HNI CORP	COM	404251100	2,109	67,200	SH		OTR	1	0	67,200	0
HOLLYFRONTIER CORP	COM	436106108	962	48,816	SH		OTR	5	0	48,816	0
HOLLYFRONTIER CORP	COM	436106108	10,334	524,318	SH		OTR	1	0	524,318	0
HOLLYFRONTIER CORP	COM	436106108	471	23,880	SH		SOLE		23,880	0	0
HOLOGIC INC	COM	436440101	883	13,289	SH		SOLE		13,289	0	0
HOLOGIC INC	COM	436440101	853	12,830	SH		OTR	5	0	12,830	0
HOLOGIC INC	COM	436440101	18,847	283,545	SH		OTR	1	0	283,545	0
HOME BANCSHARES INC	COM	436893200	39	2,600	SH		SOLE		2,600	0	0
HOME BANCSHARES INC	COM	436893200	165	10,900	SH		OTR	1	0	10,900	0
HOME DEPOT INC	COM	437076102	62,086	223,565	SH		OTR	1	0	223,565	0
HOME DEPOT INC	COM	437076102	8,936	32,176	SH		SOLE		32,176	0	0
HOME DEPOT INC	COM	437076102	2,431	8,754	SH		OTR	5	0	8,754	0
HOMESTREET INC	COM	43785V102	214	8,300	SH		OTR	1	0	8,300	0
HOMESTREET INC	COM	43785V102	46	1,800	SH		SOLE		1,800	0	0
HONEYWELL INTL INC	COM	438516106	17,684	107,429	SH		OTR	1	0	107,429	0
HONEYWELL INTL INC	COM	438516106	3,128	19,001	SH		SOLE		19,001	0	0
HOOKER FURNITURE CORP	COM	439038100	44	1,700	SH		SOLE		1,700	0	0
HOOKER FURNITURE CORP	COM	439038100	201	7,800	SH		OTR	1	0	7,800	0
HOPE BANCORP INC	COM	43940T109	1,694	223,400	SH		OTR	1	0	223,400	0
HOPE BANCORP INC	COM	43940T109	379	50,000	SH		SOLE		50,000	0	0
HORIZON BANCORP INC	COM	440407104	111	11,000	SH		OTR	1	0	11,000	0
HORIZON BANCORP INC	COM	440407104	25	2,500	SH		SOLE		2,500	0	0
HORMEL FOODS CORP	COM	440452100	1,953	39,954	SH		OTR	1	0	39,954	0
HORMEL FOODS CORP	COM	440452100	376	7,692	SH		SOLE		7,692	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	1,086	100,687	SH		OTR	1	0	100,687	0
HOST HOTELS & RESORTS INC	COM	44107P104	208	19,297	SH		SOLE		19,297	0	0
HOWMET AEROSPACE INC	COM	443201108	155	9,251	SH		SOLE		9,251	0	0
HOWMET AEROSPACE INC	COM	443201108	935	55,893	SH		OTR	1	0	55,893	0
HP INC	COM	40434L105	1,247	65,674	SH		OTR	5	0	65,674	0
HP INC	COM	40434L105	1,088	57,302	SH		SOLE		57,302	0	0
HP INC	COM	40434L105	18,941	997,397	SH		OTR	1	0	997,397	0
HUB GROUP INC	CL A	443320106	602	12,000	SH		SOLE		12,000	0	0
HUB GROUP INC	CL A	443320106	2,695	53,700	SH		OTR	1	0	53,700	0
HUBSPOT INC	NOTE 0.250% 6/0	443573AB6	294	95,000	PRN		SOLE		95,000	0	0
HUMANA INC	COM	444859102	25,936	62,663	SH		OTR	1	0	62,663	0
HUMANA INC	COM	444859102	2,240	5,412	SH		SOLE		5,412	0	0
HUMANA INC	COM	444859102	1,520	3,672	SH		OTR	5	0	3,672	0
HUNT J B TRANS SVCS INC	COM	445658107	527	4,172	SH		SOLE		4,172	0	0
HUNT J B TRANS SVCS INC	COM	445658107	10,209	80,780	SH		OTR	1	0	80,780	0
HUNT J B TRANS SVCS INC	COM	445658107	1,070	8,470	SH		OTR	5	0	8,470	0
HUNTINGTON BANCSHARES INC	COM	446150104	1,328	144,857	SH		OTR	1	0	144,857	0
HUNTINGTON BANCSHARES INC	COM	446150104	252	27,500	SH		SOLE		27,500	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	3,067	21,789	SH		OTR	1	0	21,789	0
HUNTINGTON INGALLS INDS INC	COM	446413106	161	1,142	SH		SOLE		1,142	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	351	2,491	SH		OTR	5	0	2,491	0
HUNTSMAN CORP	COM	447011107	232	10,436	SH		SOLE		10,436	0	0
HUNTSMAN CORP	COM	447011107	6,421	289,122	SH		OTR	1	0	289,122	0
HYSTER YALE MATLS HANDLING I	CL A	449172105	48	1,300	SH		SOLE		1,300	0	0
HYSTER YALE MATLS HANDLING I	CL A	449172105	212	5,700	SH		OTR	1	0	5,700	0
IAA INC	COM	449253103	724	13,906	SH		OTR	1	0	13,906	0
IAA INC	COM	449253103	0	0	SH		SOLE		0	0	0
IAC INTERACTIVECORP NEW	COM	44891N109	30	250	SH		SOLE		250	0	0
IAC INTERACTIVECORP NEW	COM	44891N109	2,219	18,527	SH		OTR	1	0	18,527	0
IDEX CORP	COM	45167R104	1,961	10,753	SH		OTR	1	0	10,753	0
IDEX CORP	COM	45167R104	379	2,080	SH		SOLE		2,080	0	0
IDEXX LABS INC	COM	45168D104	985	2,506	SH		SOLE		2,506	0	0
IDEXX LABS INC	COM	45168D104	9,548	24,289	SH		OTR	1	0	24,289	0
IDT CORP	CL B NEW	448947507	199	30,300	SH		SOLE		30,300	0	0
IDT CORP	CL B NEW	448947507	889	135,100	SH		OTR	1	0	135,100	0
IES HLDGS INC	COM	44951W106	388	12,200	SH		OTR	1	0	12,200	0
IES HLDGS INC	COM	44951W106	92	2,900	SH		SOLE		2,900	0	0
II-VI INC	NOTE 0.250% 9/0	902104AB4	119	105,000	PRN		SOLE		105,000	0	0
II-VI INC	COM	902104108	1,310	32,300	SH		OTR	1	0	32,300	0
II-VI INC	COM	902104108	296	7,300	SH		SOLE		7,300	0	0
ILLINOIS TOOL WKS INC	COM	452308109	9,081	47,003	SH		OTR	1	0	47,003	0
ILLINOIS TOOL WKS INC	COM	452308109	1,485	7,686	SH		SOLE		7,686	0	0
ILLUMINA INC	COM	452327109	6,425	20,789	SH		OTR	1	0	20,789	0
ILLUMINA INC	NOTE 8/1	452327AK5	21,847	20,459,000	PRN		OTR	1	0	20,459,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	11,202	8,697,000	PRN		SOLE		8,697,000	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	5,595	4,361,000	PRN		DFND	1	0	4,361,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	80	62,000	PRN		OTR	4	0	62,000	0
ILLUMINA INC	COM	452327109	1,188	3,843	SH		SOLE		3,843	0	0
ILLUMINA INC	NOTE 8/1	452327AK5	1,822	1,706,000	PRN		SOLE		1,706,000	0	0
INCYTE CORP	COM	45337C102	19,653	218,998	SH		OTR	1	0	218,998	0
INCYTE CORP	COM	45337C102	526	5,864	SH		SOLE		5,864	0	0
INCYTE CORP	COM	45337C102	462	5,150	SH		OTR	5	0	5,150	0
INDEPENDENT BK CORP MICH	COM NEW	453838609	155	12,300	SH		OTR	1	0	12,300	0
INDEPENDENT BK CORP MICH	COM NEW	453838609	34	2,700	SH		SOLE		2,700	0	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INTRME	45409F827	36,580	1,386,150	SH		OTR	3	0	1,386,150	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INTRME	45409F827	36,580	0	SH		SOLE		0	0	0
INDEXIQ ETF TR	HDG EVE DRIV	45409B404	5,259	0	SH		SOLE		0	0	0
INDEXIQ ETF TR	LNG SHT TRACK	45409B305	5,382	225,725	SH		OTR	3	0	225,725	0
INDEXIQ ETF TR	IQ CANDRM ESG US	45409B461	5,765	0	SH		SOLE		0	0	0
INDEXIQ ETF TR	LNG SHT TRACK	45409B305	5,382	0	SH		SOLE		0	0	0
INDEXIQ ETF TR	IQ CNDRM ESG INT	45409B453	9,535	397,300	SH		OTR	3	0	397,300	0
INDEXIQ ETF TR	HDG EVE DRIV	45409B404	5,259	231,687	SH		OTR	3	0	231,687	0
INDEXIQ ETF TR	IQ CNDRM ESG INT	45409B453	9,535	0	SH		SOLE		0	0	0
INDEXIQ ETF TR	IQ CANDRM ESG US	45409B461	5,765	198,400	SH		OTR	3	0	198,400	0
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	456237106	1,579	72,200	SH		OTR	1	0	72,200	0
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	456237106	359	16,400	SH		SOLE		16,400	0	0
INFINERA CORP	COM	45667G103	150	24,400	SH		OTR	1	0	24,400	0
INFINERA CORP	NOTE 2.125% 9/0	45667GAC7	120	130,000	PRN		SOLE		130,000	0	0
INFINERA CORP	COM	45667G103	36	5,900	SH		SOLE		5,900	0	0
INFUSYSTEM HLDGS INC	COM	45685K102	427	33,300	SH		OTR	1	0	33,300	0
INFUSYSTEM HLDGS INC	COM	45685K102	92	7,200	SH		SOLE		7,200	0	0
INGERSOLL RAND INC	COM	45687V106	1,882	52,853	SH		OTR	1	0	52,853	0
INGERSOLL RAND INC	COM	45687V106	330	9,276	SH		SOLE		9,276	0	0
INGREDION INC	COM	457187102	114	1,500	SH		SOLE		1,500	0	0
INGREDION INC	COM	457187102	1,004	13,265	SH		OTR	1	0	13,265	0
INNOVATIVE INDL PPTYS INC	COM	45781V101	1,278	10,300	SH		OTR	1	0	10,300	0
INNOVATIVE INDL PPTYS INC	COM	45781V101	273	2,200	SH		SOLE		2,200	0	0
INNOVIVA INC	COM	45781M101	1,622	155,200	SH		OTR	1	0	155,200	0
INNOVIVA INC	COM	45781M101	364	34,800	SH		SOLE		34,800	0	0
INOVALON HLDGS INC	COM CL A	45781D101	1,524	57,600	SH		OTR	1	0	57,600	0
INOVALON HLDGS INC	COM CL A	45781D101	346	13,100	SH		SOLE		13,100	0	0
INPHI CORP	COM	45772F107	1,275	11,361	SH		OTR	1	0	11,361	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	130	47,000	PRN		OTR	4	0	47,000	0
INPHI CORP	COM	45772F107	0	0	SH		SOLE		0	0	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	8,792	3,167,000	PRN		DFND	1	0	3,167,000	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	64	23,000	PRN		SOLE		23,000	0	0
INSIGHT ENTERPRISES INC	NOTE 0.750% 2/1	45765UAB9	90	85,000	PRN		SOLE		85,000	0	0
INSMED INC	COM PAR $.01	457669307	2,363	73,526	SH		OTR	1	0	73,526	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	104	95,000	PRN		SOLE		95,000	0	0
INSMED INC	COM PAR $.01	457669307	529	16,454	SH		SOLE		16,454	0	0
INSPERITY INC	COM	45778Q107	2,155	32,900	SH		OTR	1	0	32,900	0
INSPERITY INC	COM	45778Q107	472	7,200	SH		SOLE		7,200	0	0
INSPIRE MED SYS INC	COM	457730109	155	1,200	SH		SOLE		1,200	0	0
INSPIRE MED SYS INC	COM	457730109	736	5,700	SH		OTR	1	0	5,700	0
INSTEEL INDS INC	COM	45774W108	798	42,700	SH		OTR	1	0	42,700	0
INSTEEL INDS INC	COM	45774W108	176	9,400	SH		SOLE		9,400	0	0
INTEGER HLDGS CORP	COM	45826H109	54	919	SH		SOLE		919	0	0
INTEGER HLDGS CORP	COM	45826H109	246	4,174	SH		OTR	1	0	4,174	0
INTEL CORP	COM	458140100	2,833	54,706	SH		OTR	5	0	54,706	0
INTEL CORP	COM	458140100	44,845	866,074	SH		OTR	1	0	866,074	0
INTEL CORP	COM	458140100	7,085	136,823	SH		SOLE		136,823	0	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	347	8,361	SH		SOLE		8,361	0	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	1,450	1,804,000	PRN		DFND	1	0	1,804,000	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	23	28,000	PRN		OTR	4	0	28,000	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	1,549	37,365	SH		OTR	1	0	37,365	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	1,762	17,609	SH		SOLE		17,609	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	12,674	126,678	SH		OTR	1	0	126,678	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	918	9,176	SH		OTR	5	0	9,176	0
INTERDIGITAL INC	NOTE 2.000% 6/0	45867GAB7	2,257	2,180,000	PRN		SOLE		2,180,000	0	0
INTERDIGITAL INC	COM	45867G101	445	7,800	SH		OTR	1	0	7,800	0
INTERDIGITAL INC	COM	45867G101	103	1,800	SH		SOLE		1,800	0	0
INTERDIGITAL INC	NOTE 2.000% 6/0	45867GAB7	7,619	7,360,000	PRN		OTR	1	0	7,360,000	0
INTERFACE INC	COM	458665304	570	93,200	SH		OTR	1	0	93,200	0
INTERFACE INC	COM	458665304	129	21,000	SH		SOLE		21,000	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	2,842	23,355	SH		SOLE		23,355	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	16,619	136,588	SH		OTR	1	0	136,588	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	1,864	15,226	SH		OTR	1	0	15,226	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	346	2,823	SH		SOLE		2,823	0	0
INTERNATIONAL PAPER CO	COM	460146103	437	10,773	SH		SOLE		10,773	0	0
INTERNATIONAL PAPER CO	COM	460146103	2,816	69,465	SH		OTR	1	0	69,465	0
INTERPUBLIC GROUP COS INC	COM	460690100	1,053	63,148	SH		OTR	1	0	63,148	0
INTERPUBLIC GROUP COS INC	COM	460690100	153	9,168	SH		SOLE		9,168	0	0
INTERSECT ENT INC	COM	46071F103	139	8,500	SH		SOLE		8,500	0	0
INTERSECT ENT INC	COM	46071F103	623	38,200	SH		OTR	1	0	38,200	0
INTUIT	COM	461202103	2,370	7,265	SH		SOLE		7,265	0	0
INTUIT	COM	461202103	12,404	38,024	SH		OTR	1	0	38,024	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	11,894	16,763	SH		OTR	1	0	16,763	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	2,242	3,160	SH		SOLE		3,160	0	0
INVESCO ADVANTAGE MUN INCOME	SH BEN INT	46132E103	2,661	246,115	SH		SOLE		246,115	0	0
INVESCO DYNAMIC CR OPPORTUNI	COM	46132R104	394	42,831	SH		SOLE		42,831	0	0
INVESCO EXCH TRADED FD TR II	NATL AMT MUNI	46138E537	73,233	2,750,000	SH		SOLE		2,750,000	0	0
INVESCO EXCH TRADED FD TR II	NATL AMT MUNI	46138E537	73,233	2,750,000	SH		OTR	1	0	2,750,000	0
INVESCO MUN TR	COM	46131J103	680	56,581	SH		SOLE		56,581	0	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	840	68,544	SH		OTR	1	0	68,544	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	3,323	271,019	SH		SOLE		271,019	0	0
INVESCO QUALITY MUN INCOME T	COM	46133G107	5,140	415,881	SH		SOLE		415,881	0	0
INVESCO SR INCOME TR	COM	46131H107	374	102,203	SH		SOLE		102,203	0	0
INVESCO TR INVT GRADE MUNS	COM	46131M106	1,936	155,897	SH		SOLE		155,897	0	0
INVESTORS BANCORP INC NEW	COM	46146L101	295	40,700	SH		SOLE		40,700	0	0
INVESTORS BANCORP INC NEW	COM	46146L101	1,317	181,400	SH		OTR	1	0	181,400	0
INVITAE CORP	COM	46185L103	2,835	65,400	SH		OTR	1	0	65,400	0
INVITAE CORP	COM	46185L103	629	14,500	SH		SOLE		14,500	0	0
INVITAE CORP	NOTE 2.000% 9/0	46185LAB9	140	85,000	PRN		SOLE		85,000	0	0
INVITATION HOMES INC	COM	46187W107	48	1,700	SH		SOLE		1,700	0	0
INVITATION HOMES INC	COM	46187W107	3,958	141,395	SH		OTR	1	0	141,395	0
IPG PHOTONICS CORP	COM	44980X109	898	5,281	SH		OTR	1	0	5,281	0
IPG PHOTONICS CORP	COM	44980X109	148	870	SH		SOLE		870	0	0
IQVIA HLDGS INC	COM	46266C105	1,377	8,734	SH		SOLE		8,734	0	0
IQVIA HLDGS INC	COM	46266C105	1,279	8,116	SH		OTR	5	0	8,116	0
IQVIA HLDGS INC	COM	46266C105	28,956	183,699	SH		OTR	1	0	183,699	0
IRHYTHM TECHNOLOGIES INC	COM	450056106	1,905	8,000	SH		OTR	1	0	8,000	0
IRHYTHM TECHNOLOGIES INC	COM	450056106	405	1,700	SH		SOLE		1,700	0	0
IRON MTN INC NEW	COM	46284V101	182	6,791	SH		SOLE		6,791	0	0
IRON MTN INC NEW	COM	46284V101	1,099	41,031	SH		OTR	1	0	41,031	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	274	30,467	SH		SOLE		30,467	0	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	1,231	136,824	SH		OTR	1	0	136,824	0
IRONWOOD PHARMACEUTICALS INC	DBCV 2.250% 6/1	46333XAD0	114	110,000	PRN		SOLE		110,000	0	0
ISHARES GOLD TRUST	ISHARES	464285105	33,443	1,859,000	SH		OTR	1	0	1,859,000	0
ISHARES GOLD TRUST	ISHARES	464285105	0	0	SH		SOLE		0	0	0
ISHARES INC	CORE MSCI EMKT	46434G103	929	17,592	SH		OTR	1	0	17,592	0
ISHARES INC	CORE MSCI EMKT	46434G103	0	0	SH		SOLE		0	0	0
ISHARES TR	RUS 1000 GRW ETF	464287614	25,486	117,505	SH		OTR	1	0	117,505	0
ISHARES TR	MSCI EMG MKT ETF	464287234	501	11,356	SH		OTR	1	0	11,356	0
ISHARES TR	RUS MID CAP ETF	464287499	0	0	SH		SOLE		0	0	0
ISHARES TR	MSCI SAUDI ARBIA	46434V423	1,773	59,696	SH		OTR	1	0	59,696	0
ISHARES TR	RUSSELL 2000 ETF	464287655	11,716	78,217	SH		OTR	1	0	78,217	0
ISHARES TR	MSCI ACWI ETF	464288257	220	2,750	SH		SOLE		2,750	0	0
ISHARES TR	RUS 1000 GRW ETF	464287614	0	0	SH		SOLE		0	0	0
ISHARES TR	RUS MID CAP ETF	464287499	8,190	142,737	SH		OTR	1	0	142,737	0
ISHARES TR	MSCI SAUDI ARBIA	46434V423	0	0	SH		SOLE		0	0	0
ISHARES TR	MSCI EMG MKT ETF	464287234	0	0	SH		SOLE		0	0	0
ISHARES TR	CORE S&P MCP ETF	464287507	3,088	16,666	SH		OTR	1	0	16,666	0
ISHARES TR	CORE S&P MCP ETF	464287507	0	0	SH		SOLE		0	0	0
ISHARES TR	RUSSELL 2000 ETF	464287655	1,171	7,815	SH		SOLE		7,815	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	42	41,000	PRN		OTR	4	0	41,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	23,646	22,826,000	PRN		OTR	1	0	22,826,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	2,935	2,840,000	PRN		DFND	1	0	2,840,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	7,420	7,163,000	PRN		SOLE		7,163,000	0	0
J2 GLOBAL INC	COM	48123V102	208	3,000	SH		OTR	1	0	3,000	0
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	121	105,000	PRN		SOLE		105,000	0	0
J2 GLOBAL INC	COM	48123V102	48	700	SH		SOLE		700	0	0
JABIL INC	COM	466313103	1,036	30,229	SH		OTR	5	0	30,229	0
JABIL INC	COM	466313103	519	15,152	SH		SOLE		15,152	0	0
JABIL INC	COM	466313103	18,999	554,540	SH		OTR	1	0	554,540	0
JACK IN THE BOX INC	COM	466367109	182	2,300	SH		SOLE		2,300	0	0
JACK IN THE BOX INC	COM	466367109	825	10,400	SH		OTR	1	0	10,400	0
JACOBS ENGR GROUP INC	COM	469814107	331	3,573	SH		SOLE		3,573	0	0
JACOBS ENGR GROUP INC	COM	469814107	1,720	18,541	SH		OTR	1	0	18,541	0
JAZZ INVESTMENTS I LTD	NOTE 1.875% 8/1	472145AB7	218	215,000	PRN		SOLE		215,000	0	0
JD.COM INC	SPON ADR CL A	47215P106	248	3,200	SH		SOLE		3,200	0	0
JD.COM INC	SPON ADR CL A	47215P106	3	36	SH		DFND	1	0	36	0
JD.COM INC	SPON ADR CL A	47215P106	2,076	26,752	SH		OTR	1	0	26,752	0
JEFFERIES FINL GROUP INC	COM	47233W109	225	12,500	SH		SOLE		12,500	0	0
JEFFERIES FINL GROUP INC	COM	47233W109	1,831	101,731	SH		OTR	1	0	101,731	0
JELD-WEN HLDG INC	COM	47580P103	640	28,300	SH		SOLE		28,300	0	0
JELD-WEN HLDG INC	COM	47580P103	2,850	126,100	SH		OTR	1	0	126,100	0
JOHNSON & JOHNSON	COM	478160104	72,434	486,526	SH		OTR	1	0	486,526	0
JOHNSON & JOHNSON	COM	478160104	10,694	71,831	SH		SOLE		71,831	0	0
JOHNSON & JOHNSON	COM	478160104	4,174	28,037	SH		OTR	5	0	28,037	0
JOHNSON OUTDOORS INC	CL A	479167108	827	10,100	SH		OTR	1	0	10,100	0
JOHNSON OUTDOORS INC	CL A	479167108	180	2,200	SH		SOLE		2,200	0	0
JOYY INC	ADS REPSTG COM A	46591M109	2	21	SH		DFND	1	0	21	0
JOYY INC	ADS REPSTG COM A	46591M109	0	0	SH		SOLE		0	0	0
JOYY INC	ADS REPSTG COM A	46591M109	629	7,800	SH		OTR	1	0	7,800	0
JPMORGAN CHASE & CO	COM	46625H100	1,363	14,161	SH		OTR	5	0	14,161	0
JPMORGAN CHASE & CO	COM	46625H100	47,743	495,923	SH		OTR	1	0	495,923	0
JPMORGAN CHASE & CO	COM	46625H100	7,824	81,270	SH		SOLE		81,270	0	0
JUNIPER NETWORKS INC	COM	48203R104	168	7,832	SH		SOLE		7,832	0	0
JUNIPER NETWORKS INC	COM	48203R104	1,016	47,238	SH		OTR	1	0	47,238	0
K12 INC	COM	48273U102	113	4,300	SH		SOLE		4,300	0	0
K12 INC	COM	48273U102	527	20,000	SH		OTR	1	0	20,000	0
KADMON HLDGS INC	COM	48283N106	867	221,100	SH		OTR	1	0	221,100	0
KADMON HLDGS INC	COM	48283N106	194	49,600	SH		SOLE		49,600	0	0
KAISER ALUMINUM CORP	COM PAR $0.01	483007704	504	9,400	SH		SOLE		9,400	0	0
KAISER ALUMINUM CORP	COM PAR $0.01	483007704	2,256	42,100	SH		OTR	1	0	42,100	0
KANSAS CITY SOUTHERN	COM NEW	485170302	475	2,627	SH		SOLE		2,627	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	2,429	13,435	SH		OTR	1	0	13,435	0
KAR AUCTION SVCS INC	COM	48238T109	238	16,500	SH		OTR	1	0	16,500	0
KAR AUCTION SVCS INC	COM	48238T109	55	3,800	SH		SOLE		3,800	0	0
KARYOPHARM THERAPEUTICS INC	NOTE 3.000%10/1	48576UAA4	111	93,000	PRN		SOLE		93,000	0	0
KB HOME	COM	48666K109	123	3,200	SH		SOLE		3,200	0	0
KB HOME	COM	48666K109	518	13,500	SH		OTR	1	0	13,500	0
KELLOGG CO	COM	487836108	2,334	36,133	SH		OTR	1	0	36,133	0
KELLOGG CO	COM	487836108	444	6,875	SH		SOLE		6,875	0	0
KELLY SVCS INC	CL A	488152208	80	4,700	SH		SOLE		4,700	0	0
KELLY SVCS INC	CL A	488152208	341	20,000	SH		OTR	1	0	20,000	0
KEURIG DR PEPPER INC	COM	49271V100	1,152	41,726	SH		OTR	1	0	41,726	0
KEURIG DR PEPPER INC	COM	49271V100	0	0	SH		SOLE		0	0	0
KEYCORP	COM	493267108	1,658	138,974	SH		OTR	1	0	138,974	0
KEYCORP	COM	493267108	313	26,249	SH		SOLE		26,249	0	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	495	5,014	SH		SOLE		5,014	0	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	2,632	26,648	SH		OTR	1	0	26,648	0
KFORCE INC	COM	493732101	2,236	69,500	SH		OTR	1	0	69,500	0
KFORCE INC	COM	493732101	502	15,600	SH		SOLE		15,600	0	0
KIMBALL ELECTRONICS INC	COM	49428J109	355	30,700	SH		SOLE		30,700	0	0
KIMBALL ELECTRONICS INC	COM	49428J109	1,599	138,300	SH		OTR	1	0	138,300	0
KIMBALL INTL INC	CL B	494274103	61	5,800	SH		SOLE		5,800	0	0
KIMBALL INTL INC	CL B	494274103	286	27,100	SH		OTR	1	0	27,100	0
KIMBERLY CLARK CORP	COM	494368103	13,971	94,619	SH		OTR	1	0	94,619	0
KIMBERLY CLARK CORP	COM	494368103	1,510	10,224	SH		SOLE		10,224	0	0
KIMBERLY CLARK CORP	COM	494368103	1,419	9,607	SH		OTR	5	0	9,607	0
KIMCO RLTY CORP	COM	49446R109	115	10,186	SH		SOLE		10,186	0	0
KIMCO RLTY CORP	COM	49446R109	693	61,585	SH		OTR	1	0	61,585	0
KINDER MORGAN INC DEL	COM	49456B101	4,689	380,307	SH		OTR	1	0	380,307	0
KINDER MORGAN INC DEL	COM	49456B101	35	2,827	SH		OTR	5	0	2,827	0
KINDER MORGAN INC DEL	COM	49456B101	630	51,117	SH		SOLE		51,117	0	0
KINSALE CAP GROUP INC	COM	49714P108	285	1,500	SH		OTR	1	0	1,500	0
KINSALE CAP GROUP INC	COM	49714P108	57	300	SH		SOLE		300	0	0
KLA CORP	COM NEW	482480100	808	4,168	SH		SOLE		4,168	0	0
KLA CORP	COM NEW	482480100	18,217	94,026	SH		OTR	1	0	94,026	0
KNIGHT SWIFT TRANSN HLDGS IN	CL A	499049104	57	1,400	SH		SOLE		1,400	0	0
KNIGHT SWIFT TRANSN HLDGS IN	CL A	499049104	3,645	89,561	SH		OTR	1	0	89,561	0
KODIAK SCIENCES INC	COM	50015M109	261	4,400	SH		SOLE		4,400	0	0
KODIAK SCIENCES INC	COM	50015M109	1,149	19,400	SH		OTR	1	0	19,400	0
KOPPERS HOLDINGS INC	COM	50060P106	1,301	62,200	SH		OTR	1	0	62,200	0
KOPPERS HOLDINGS INC	COM	50060P106	291	13,900	SH		SOLE		13,900	0	0
KRAFT HEINZ CO	COM	500754106	517	17,258	SH		SOLE		17,258	0	0
KRAFT HEINZ CO	COM	500754106	3,959	132,192	SH		OTR	1	0	132,192	0
KRATON CORPORATION	COM	50077C106	37	2,100	SH		SOLE		2,100	0	0
KRATON CORPORATION	COM	50077C106	169	9,500	SH		OTR	1	0	9,500	0
KROGER CO	COM	501044101	18,999	560,277	SH		OTR	1	0	560,277	0
KROGER CO	COM	501044101	1,348	39,750	SH		SOLE		39,750	0	0
KROGER CO	COM	501044101	1,226	36,158	SH		OTR	5	0	36,158	0
L BRANDS INC	COM	501797104	4,226	132,836	SH		OTR	1	0	132,836	0
L BRANDS INC	COM	501797104	289	9,081	SH		OTR	5	0	9,081	0
L BRANDS INC	COM	501797104	195	6,139	SH		SOLE		6,139	0	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	6,168	36,317	SH		OTR	1	0	36,317	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	968	5,699	SH		SOLE		5,699	0	0
LA Z BOY INC	COM	505336107	585	18,500	SH		SOLE		18,500	0	0
LA Z BOY INC	COM	505336107	2,628	83,100	SH		OTR	1	0	83,100	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	489	2,599	SH		SOLE		2,599	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	3,182	16,903	SH		OTR	1	0	16,903	0
LAKELAND BANCORP INC	COM	511637100	263	26,400	SH		SOLE		26,400	0	0
LAKELAND BANCORP INC	COM	511637100	1,179	118,500	SH		OTR	1	0	118,500	0
LAM RESEARCH CORP	COM	512807108	1,612	4,860	SH		SOLE		4,860	0	0
LAM RESEARCH CORP	COM	512807108	110	332	SH		OTR	5	0	332	0
LAM RESEARCH CORP	COM	512807108	7,790	23,482	SH		OTR	1	0	23,482	0
LAMB WESTON HLDGS INC	COM	513272104	1,371	20,692	SH		OTR	1	0	20,692	0
LAMB WESTON HLDGS INC	COM	513272104	267	4,025	SH		SOLE		4,025	0	0
LANTHEUS HLDGS INC	COM	516544103	2,259	178,300	SH		OTR	1	0	178,300	0
LANTHEUS HLDGS INC	COM	516544103	504	39,800	SH		SOLE		39,800	0	0
LAS VEGAS SANDS CORP	COM	517834107	418	8,955	SH		SOLE		8,955	0	0
LAS VEGAS SANDS CORP	COM	517834107	3,338	71,533	SH		OTR	1	0	71,533	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	278	9,600	SH		SOLE		9,600	0	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	1,254	43,300	SH		OTR	1	0	43,300	0
LAUDER ESTEE COS INC	CL A	518439104	8,189	37,523	SH		OTR	1	0	37,523	0
LAUDER ESTEE COS INC	CL A	518439104	1,280	5,867	SH		SOLE		5,867	0	0
LCI INDS	COM	50189K103	308	2,900	SH		SOLE		2,900	0	0
LCI INDS	COM	50189K103	1,403	13,200	SH		OTR	1	0	13,200	0
LEGGETT & PLATT INC	COM	524660107	128	3,119	SH		SOLE		3,119	0	0
LEGGETT & PLATT INC	COM	524660107	776	18,852	SH		OTR	1	0	18,852	0
LEIDOS HOLDINGS INC	COM	525327102	403	4,518	SH		SOLE		4,518	0	0
LEIDOS HOLDINGS INC	COM	525327102	1,076	12,072	SH		OTR	5	0	12,072	0
LEIDOS HOLDINGS INC	COM	525327102	14,017	157,229	SH		OTR	1	0	157,229	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	2,763	1,767,000	PRN		DFND	1	0	1,767,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	10,324	6,581,000	PRN		OTR	1	0	6,581,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	41	26,000	PRN		OTR	4	0	26,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	3,031	1,932,000	PRN		SOLE		1,932,000	0	0
LENNAR CORP	CL B	526057302	4,337	66,057	SH		OTR	1	0	66,057	0
LENNAR CORP	CL A	526057104	610	7,473	SH		SOLE		7,473	0	0
LENNAR CORP	CL B	526057302	0	0	SH		SOLE		0	0	0
LENNAR CORP	CL A	526057104	8,658	105,993	SH		OTR	1	0	105,993	0
LEXICON PHARMACEUTICALS INC	NOTE 5.250%12/0	528872AB0	23	30,000	PRN		SOLE		30,000	0	0
LEXINGTON REALTY TRUST	COM	529043101	2,042	195,451	SH		OTR	1	0	195,451	0
LEXINGTON REALTY TRUST	COM	529043101	458	43,800	SH		SOLE		43,800	0	0
LHC GROUP INC	COM	50187A107	2,423	11,400	SH		OTR	1	0	11,400	0
LHC GROUP INC	COM	50187A107	531	2,500	SH		SOLE		2,500	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	4,898	4,501,000	PRN		DFND	1	0	4,501,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	73	67,000	PRN		OTR	4	0	67,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	5,465	4,999,000	PRN		SOLE		4,999,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	5,880	4,936,000	PRN		SOLE		4,936,000	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 1.375%10/1	531229AB8	18,429	16,857,000	PRN		OTR	1	0	16,857,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	19,186	16,105,000	PRN		OTR	1	0	16,105,000	0
LIFE STORAGE INC	COM	53223X107	2,345	22,275	SH		OTR	1	0	22,275	0
LIFE STORAGE INC	COM	53223X107	21	200	SH		SOLE		200	0	0
LIFEVANTAGE CORP	COM NEW	53222K205	154	12,800	SH		SOLE		12,800	0	0
LIFEVANTAGE CORP	COM NEW	53222K205	695	57,600	SH		OTR	1	0	57,600	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	1,154	12,110	SH		OTR	1	0	12,110	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	257	2,694	SH		SOLE		2,694	0	0
LILLY ELI & CO	COM	532457108	3,321	22,439	SH		SOLE		22,439	0	0
LILLY ELI & CO	COM	532457108	25,681	173,500	SH		OTR	1	0	173,500	0
LILLY ELI & CO	COM	532457108	459	3,099	SH		OTR	5	0	3,099	0
LIMELIGHT NETWORKS INC	COM	53261M104	264	45,800	SH		SOLE		45,800	0	0
LIMELIGHT NETWORKS INC	COM	53261M104	1,204	209,100	SH		OTR	1	0	209,100	0
LINCOLN NATL CORP IND	COM	534187109	810	25,866	SH		OTR	1	0	25,866	0
LINCOLN NATL CORP IND	COM	534187109	134	4,291	SH		SOLE		4,291	0	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	10,122	1,160,806	SH		OTR	1	0	1,160,806	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	432	49,552	SH		SOLE		49,552	0	0
LITHIA MTRS INC	CL A	536797103	5,069	22,240	SH		OTR	1	0	22,240	0
LITHIA MTRS INC	CL A	536797103	514	2,255	SH		SOLE		2,255	0	0
LITHIA MTRS INC	CL A	536797103	809	3,550	SH		OTR	5	0	3,550	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	12,612	11,272,000	PRN		OTR	1	0	11,272,000	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	213	3,951	SH		SOLE		3,951	0	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	1,090	20,237	SH		OTR	1	0	20,237	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	2,425	2,167,000	PRN		SOLE		2,167,000	0	0
LIVEPERSON INC	COM	538146101	296	5,700	SH		OTR	1	0	5,700	0
LIVEPERSON INC	COM	538146101	62	1,200	SH		SOLE		1,200	0	0
LKQ CORP	COM	501889208	222	8,019	SH		SOLE		8,019	0	0
LKQ CORP	COM	501889208	9,547	344,300	SH		OTR	1	0	344,300	0
LKQ CORP	COM	501889208	552	19,895	SH		OTR	5	0	19,895	0
LOCKHEED MARTIN CORP	COM	539830109	2,884	7,525	SH		SOLE		7,525	0	0
LOCKHEED MARTIN CORP	COM	539830109	34,169	89,150	SH		OTR	1	0	89,150	0
LOCKHEED MARTIN CORP	COM	539830109	1,758	4,588	SH		OTR	5	0	4,588	0
LOEWS CORP	COM	540424108	1,180	33,943	SH		OTR	1	0	33,943	0
LOEWS CORP	COM	540424108	220	6,326	SH		SOLE		6,326	0	0
LOWES COS INC	COM	548661107	3,620	21,825	SH		SOLE		21,825	0	0
LOWES COS INC	COM	548661107	37,300	224,889	SH		OTR	1	0	224,889	0
LPL FINL HLDGS INC	COM	50212V100	446	5,823	SH		SOLE		5,823	0	0
LPL FINL HLDGS INC	COM	50212V100	15,175	197,921	SH		OTR	1	0	197,921	0
LSI INDS INC	COM	50216C108	128	19,000	SH		SOLE		19,000	0	0
LSI INDS INC	COM	50216C108	578	85,700	SH		OTR	1	0	85,700	0
LTC PPTYS INC	COM	502175102	63	1,800	SH		SOLE		1,800	0	0
LTC PPTYS INC	COM	502175102	296	8,500	SH		OTR	1	0	8,500	0
LUMEN TECHNOLOGIES INC	COM	156700106	1,419	140,653	SH		OTR	1	0	140,653	0
LUMEN TECHNOLOGIES INC	COM	156700106	235	23,319	SH		SOLE		23,319	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	17,232	12,304,000	PRN		SOLE		12,304,000	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	6,325	4,524,000	PRN		DFND	1	0	4,524,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	53,389	38,120,000	PRN		OTR	1	0	38,120,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	92	66,000	PRN		OTR	4	0	66,000	0
LUMINEX CORP DEL	COM	55027E102	1,425	54,300	SH		OTR	1	0	54,300	0
LUMINEX CORP DEL	COM	55027E102	315	12,000	SH		SOLE		12,000	0	0
LUTHER BURBANK CORP	COM	550550107	114	13,636	SH		OTR	1	0	13,636	0
LUTHER BURBANK CORP	COM	550550107	27	3,200	SH		SOLE		3,200	0	0
LYDALL INC DEL	COM	550819106	804	48,600	SH		OTR	1	0	48,600	0
LYDALL INC DEL	COM	550819106	179	10,800	SH		SOLE		10,800	0	0
M & T BK CORP	COM	55261F104	1,682	18,266	SH		OTR	1	0	18,266	0
M & T BK CORP	COM	55261F104	316	3,426	SH		SOLE		3,426	0	0
M D C HLDGS INC	COM	552676108	678	14,400	SH		SOLE		14,400	0	0
M D C HLDGS INC	COM	552676108	3,019	64,100	SH		OTR	1	0	64,100	0
M/I HOMES INC	COM	55305B101	2,473	53,700	SH		OTR	1	0	53,700	0
M/I HOMES INC	COM	55305B101	557	12,100	SH		SOLE		12,100	0	0
MACOM TECH SOLUTIONS HLDGS I	COM	55405Y100	378	11,100	SH		OTR	1	0	11,100	0
MACOM TECH SOLUTIONS HLDGS I	COM	55405Y100	85	2,500	SH		SOLE		2,500	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	314	345,000	PRN		SOLE		345,000	0	0
MACYS INC	COM	55616P104	261	45,800	SH		OTR	1	0	45,800	0
MACYS INC	COM	55616P104	59	10,400	SH		SOLE		10,400	0	0
MADDEN STEVEN LTD	COM	556269108	172	8,800	SH		OTR	1	0	8,800	0
MADDEN STEVEN LTD	COM	556269108	41	2,100	SH		SOLE		2,100	0	0
MADISON SQUARE GRDN ENTERTNM	CL A	55826T102	1,579	23,055	SH		OTR	1	0	23,055	0
MADISON SQUARE GRDN ENTERTNM	CL A	55826T102	0	0	SH		SOLE		0	0	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	1,183	9,967	SH		OTR	1	0	9,967	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	257	2,161	SH		SOLE		2,161	0	0
MAGELLAN HEALTH INC	COM NEW	559079207	152	2,000	SH		SOLE		2,000	0	0
MAGELLAN HEALTH INC	COM NEW	559079207	682	9,000	SH		OTR	1	0	9,000	0
MALIBU BOATS INC	COM CL A	56117J100	2,057	41,500	SH		OTR	1	0	41,500	0
MALIBU BOATS INC	COM CL A	56117J100	456	9,200	SH		SOLE		9,200	0	0
MANHATTAN ASSOCS INC	COM	562750109	2,979	31,199	SH		OTR	1	0	31,199	0
MANHATTAN ASSOCS INC	COM	562750109	220	2,300	SH		SOLE		2,300	0	0
MANPOWERGROUP INC	COM	56418H100	19,234	262,289	SH		OTR	1	0	262,289	0
MANPOWERGROUP INC	COM	56418H100	1,024	13,965	SH		OTR	5	0	13,965	0
MANPOWERGROUP INC	COM	56418H100	546	7,451	SH		SOLE		7,451	0	0
MANTECH INTL CORP	CL A	564563104	200	2,900	SH		SOLE		2,900	0	0
MANTECH INTL CORP	CL A	564563104	965	14,010	SH		OTR	1	0	14,010	0
MARATHON OIL CORP	COM	565849106	460	112,410	SH		OTR	1	0	112,410	0
MARATHON OIL CORP	COM	565849106	77	18,735	SH		SOLE		18,735	0	0
MARATHON PETE CORP	COM	56585A102	506	17,246	SH		SOLE		17,246	0	0
MARATHON PETE CORP	COM	56585A102	2,718	92,653	SH		OTR	1	0	92,653	0
MARINEMAX INC	COM	567908108	2,000	77,900	SH		OTR	1	0	77,900	0
MARINEMAX INC	COM	567908108	447	17,400	SH		SOLE		17,400	0	0
MARKETAXESS HLDGS INC	COM	57060D108	2,604	5,407	SH		OTR	1	0	5,407	0
MARKETAXESS HLDGS INC	COM	57060D108	480	996	SH		SOLE		996	0	0
MARRIOTT INTL INC NEW	CL A	571903202	4,664	50,374	SH		OTR	1	0	50,374	0
MARRIOTT INTL INC NEW	CL A	571903202	655	7,073	SH		SOLE		7,073	0	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	2,913	2,963,000	PRN		DFND	1	0	2,963,000	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	44	45,000	PRN		OTR	4	0	45,000	0
MARSH & MCLENNAN COS INC	COM	571748102	1,508	13,147	SH		SOLE		13,147	0	0
MARSH & MCLENNAN COS INC	COM	571748102	9,454	82,421	SH		OTR	1	0	82,421	0
MARTEN TRANS LTD	COM	573075108	83	5,100	SH		SOLE		5,100	0	0
MARTEN TRANS LTD	COM	573075108	370	22,700	SH		OTR	1	0	22,700	0
MARTIN MARIETTA MATLS INC	COM	573284106	393	1,670	SH		SOLE		1,670	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	2,087	8,867	SH		OTR	1	0	8,867	0
MASCO CORP	COM	574599106	14,473	262,532	SH		OTR	1	0	262,532	0
MASCO CORP	COM	574599106	1,097	19,901	SH		OTR	5	0	19,901	0
MASCO CORP	COM	574599106	711	12,902	SH		SOLE		12,902	0	0
MASONITE INTL CORP	COM	575385109	3,159	32,100	SH		OTR	1	0	32,100	0
MASONITE INTL CORP	COM	575385109	708	7,200	SH		SOLE		7,200	0	0
MASTECH DIGITAL INC	COM	57633B100	85	4,700	SH		SOLE		4,700	0	0
MASTECH DIGITAL INC	COM	57633B100	384	21,300	SH		OTR	1	0	21,300	0
MASTERCARD INCORPORATED	CL A	57636Q104	2,429	7,182	SH		OTR	5	0	7,182	0
MASTERCARD INCORPORATED	CL A	57636Q104	9,166	27,106	SH		SOLE		27,106	0	0
MASTERCARD INCORPORATED	CL A	57636Q104	79,384	234,745	SH		OTR	1	0	234,745	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	1,361	77,800	SH		OTR	1	0	77,800	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	303	17,300	SH		SOLE		17,300	0	0
MATCH GROUP INC NEW	COM	57667L107	60	539	SH		SOLE		539	0	0
MATCH GROUP INC NEW	COM	57667L107	2,636	23,825	SH		OTR	1	0	23,825	0
MATERION CORP	COM	576690101	57	1,100	SH		SOLE		1,100	0	0
MATERION CORP	COM	576690101	265	5,100	SH		OTR	1	0	5,100	0
MATRIX SVC CO	COM	576853105	133	15,933	SH		SOLE		15,933	0	0
MATRIX SVC CO	COM	576853105	597	71,485	SH		OTR	1	0	71,485	0
MATSON INC	COM	57686G105	277	6,900	SH		OTR	1	0	6,900	0
MATSON INC	COM	57686G105	60	1,500	SH		SOLE		1,500	0	0
MATTHEWS INTL CORP	CL A	577128101	42	1,900	SH		SOLE		1,900	0	0
MATTHEWS INTL CORP	CL A	577128101	199	8,900	SH		OTR	1	0	8,900	0
MAXAR TECHNOLOGIES INC	COM	57778K105	80	3,200	SH		SOLE		3,200	0	0
MAXAR TECHNOLOGIES INC	COM	57778K105	339	13,600	SH		OTR	1	0	13,600	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	2,570	38,016	SH		OTR	1	0	38,016	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	479	7,092	SH		SOLE		7,092	0	0
MAXLINEAR INC	COM	57776J100	367	15,800	SH		SOLE		15,800	0	0
MAXLINEAR INC	COM	57776J100	1,622	69,800	SH		OTR	1	0	69,800	0
MCCORMICK & CO INC	COM NON VTG	579780206	644	3,317	SH		SOLE		3,317	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	3,426	17,649	SH		OTR	1	0	17,649	0
MCDONALDS CORP	COM	580135101	4,679	21,317	SH		SOLE		21,317	0	0
MCDONALDS CORP	COM	580135101	308	1,402	SH		OTR	5	0	1,402	0
MCDONALDS CORP	COM	580135101	25,965	118,295	SH		OTR	1	0	118,295	0
MCGRATH RENTCORP	COM	580589109	1,085	18,200	SH		OTR	1	0	18,200	0
MCGRATH RENTCORP	COM	580589109	244	4,100	SH		SOLE		4,100	0	0
MCKESSON CORP	COM	58155Q103	1,115	7,488	SH		SOLE		7,488	0	0
MCKESSON CORP	COM	58155Q103	855	5,740	SH		OTR	5	0	5,740	0
MCKESSON CORP	COM	58155Q103	25,123	168,690	SH		OTR	1	0	168,690	0
MDU RES GROUP INC	COM	552690109	7,379	327,943	SH		OTR	1	0	327,943	0
MDU RES GROUP INC	COM	552690109	428	19,019	SH		SOLE		19,019	0	0
MDU RES GROUP INC	COM	552690109	132	5,884	SH		OTR	5	0	5,884	0
MEDIFAST INC	COM	58470H101	625	3,800	SH		SOLE		3,800	0	0
MEDIFAST INC	COM	58470H101	2,746	16,700	SH		OTR	1	0	16,700	0
MEDNAX INC	COM	58502B106	36	2,200	SH		SOLE		2,200	0	0
MEDNAX INC	COM	58502B106	155	9,500	SH		OTR	1	0	9,500	0
MEDPACE HLDGS INC	COM	58506Q109	3,163	28,300	SH		OTR	1	0	28,300	0
MEDPACE HLDGS INC	COM	58506Q109	704	6,300	SH		SOLE		6,300	0	0
MERCADOLIBRE INC	COM	58733R102	216	200	SH		SOLE		200	0	0
MERCHANTS BANCORP IND	COM	58844R108	1,425	72,300	SH		OTR	1	0	72,300	0
MERCHANTS BANCORP IND	COM	58844R108	319	16,200	SH		SOLE		16,200	0	0
MERCK & CO. INC	COM	58933Y105	1,509	18,187	SH		OTR	5	0	18,187	0
MERCK & CO. INC	COM	58933Y105	46,655	562,447	SH		OTR	1	0	562,447	0
MERCK & CO. INC	COM	58933Y105	6,465	77,942	SH		SOLE		77,942	0	0
MERIDIAN BANCORP INC MD	COM	58958U103	301	29,100	SH		SOLE		29,100	0	0
MERIDIAN BANCORP INC MD	COM	58958U103	1,343	129,800	SH		OTR	1	0	129,800	0
MERIDIAN BIOSCIENCE INC	COM	589584101	382	22,500	SH		SOLE		22,500	0	0
MERIDIAN BIOSCIENCE INC	COM	589584101	1,705	100,400	SH		OTR	1	0	100,400	0
MERIT MED SYS INC	COM	589889104	2,166	49,800	SH		OTR	1	0	49,800	0
MERIT MED SYS INC	COM	589889104	492	11,300	SH		SOLE		11,300	0	0
MERITAGE HOMES CORP	COM	59001A102	3,853	34,900	SH		OTR	1	0	34,900	0
MERITAGE HOMES CORP	COM	59001A102	850	7,700	SH		SOLE		7,700	0	0
MERITOR INC	COM	59001K100	512	24,430	SH		OTR	1	0	24,430	0
MERITOR INC	COM	59001K100	110	5,260	SH		SOLE		5,260	0	0
METLIFE INC	COM	59156R108	750	20,178	SH		SOLE		20,178	0	0
METLIFE INC	COM	59156R108	5,459	146,853	SH		OTR	1	0	146,853	0
METROPOLITAN BK HLDG CORP	COM	591774104	288	10,279	SH		SOLE		10,279	0	0
METROPOLITAN BK HLDG CORP	COM	591774104	1,305	46,603	SH		OTR	1	0	46,603	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	3,297	3,414	SH		OTR	1	0	3,414	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	643	666	SH		SOLE		666	0	0
MFA FINL INC	COM	55272X102	73	27,400	SH		OTR	1	0	27,400	0
MFA FINL INC	COM	55272X102	17	6,400	SH		SOLE		6,400	0	0
MFS MUN INCOME TR	SH BEN INT	552738106	2,142	333,155	SH		SOLE		333,155	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	1,268	58,298	SH		OTR	1	0	58,298	0
MGM RESORTS INTERNATIONAL	COM	552953101	249	11,457	SH		SOLE		11,457	0	0
MICHAELS COS INC	COM	59408Q106	514	53,200	SH		OTR	1	0	53,200	0
MICHAELS COS INC	COM	59408Q106	117	12,100	SH		SOLE		12,100	0	0
MICROCHIP TECHNOLOGY INC.	COM	595017104	3,694	35,947	SH		OTR	1	0	35,947	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AF1	19,023	12,327,000	PRN		OTR	1	0	12,327,000	0
MICROCHIP TECHNOLOGY INC.	COM	595017104	684	6,658	SH		SOLE		6,658	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	7,308	3,277,000	PRN		SOLE		3,277,000	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	33,187	14,881,000	PRN		OTR	1	0	14,881,000	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	17,487	7,850,000	PRN		DFND	1	0	7,850,000	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AF1	7,879	5,106,000	PRN		SOLE		5,106,000	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	258	116,000	PRN		OTR	4	0	116,000	0
MICRON TECHNOLOGY INC	COM	595112103	1,376	29,308	SH		SOLE		29,308	0	0
MICRON TECHNOLOGY INC	COM	595112103	8,370	178,244	SH		OTR	1	0	178,244	0
MICRON TECHNOLOGY INC	NOTE 3.125% 5/0	595112AX1	24,208	5,176,000	PRN		OTR	1	0	5,176,000	0
MICRON TECHNOLOGY INC	NOTE 3.125% 5/0	595112AX1	12,562	2,686,000	PRN		SOLE		2,686,000	0	0
MICROSOFT CORP	COM	594918104	13,960	66,374	SH		OTR	5	0	66,374	0
MICROSOFT CORP	COM	594918104	47,909	227,779	SH		SOLE		227,779	0	0
MICROSOFT CORP	COM	594918104	424,261	2,017,119	SH		OTR	1	0	2,017,119	0
MICROSTRATEGY INC	CL A NEW	594972408	422	2,800	SH		SOLE		2,800	0	0
MICROSTRATEGY INC	CL A NEW	594972408	1,879	12,478	SH		OTR	1	0	12,478	0
MID-AMER APT CMNTYS INC	COM	59522J103	5,488	47,328	SH		OTR	1	0	47,328	0
MID-AMER APT CMNTYS INC	COM	59522J103	371	3,197	SH		SOLE		3,197	0	0
MIDLAND STS BANCORP INC ILL	COM	597742105	163	12,700	SH		OTR	1	0	12,700	0
MIDLAND STS BANCORP INC ILL	COM	597742105	35	2,700	SH		SOLE		2,700	0	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	252	14,103	SH		OTR	1	0	14,103	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	53	2,974	SH		SOLE		2,974	0	0
MILLER HERMAN INC	COM	600544100	697	23,100	SH		SOLE		23,100	0	0
MILLER HERMAN INC	COM	600544100	3,105	102,957	SH		OTR	1	0	102,957	0
MILLER INDS INC TENN	COM NEW	600551204	264	8,649	SH		OTR	1	0	8,649	0
MILLER INDS INC TENN	COM NEW	600551204	55	1,796	SH		SOLE		1,796	0	0
MINERALS TECHNOLOGIES INC	COM	603158106	174	3,400	SH		OTR	1	0	3,400	0
MINERALS TECHNOLOGIES INC	COM	603158106	36	700	SH		SOLE		700	0	0
MIRATI THERAPEUTICS INC	COM	60468T105	3,122	18,800	SH		OTR	1	0	18,800	0
MIRATI THERAPEUTICS INC	COM	60468T105	714	4,300	SH		SOLE		4,300	0	0
MITEK SYS INC	COM NEW	606710200	2,373	186,300	SH		OTR	1	0	186,300	0
MITEK SYS INC	COM NEW	606710200	533	41,800	SH		SOLE		41,800	0	0
MODERNA INC	COM	60770K107	3,897	55,080	SH		OTR	1	0	55,080	0
MODERNA INC	COM	60770K107	92	1,300	SH		SOLE		1,300	0	0
MODINE MFG CO	COM	607828100	71	11,300	SH		SOLE		11,300	0	0
MODINE MFG CO	COM	607828100	313	50,100	SH		OTR	1	0	50,100	0
MOHAWK INDS INC	COM	608190104	296	3,038	SH		SOLE		3,038	0	0
MOHAWK INDS INC	COM	608190104	8,570	87,818	SH		OTR	1	0	87,818	0
MOHAWK INDS INC	COM	608190104	309	3,171	SH		OTR	5	0	3,171	0
MOLINA HEALTHCARE INC	COM	60855R100	990	5,409	SH		OTR	5	0	5,409	0
MOLINA HEALTHCARE INC	COM	60855R100	16,713	91,307	SH		OTR	1	0	91,307	0
MOLINA HEALTHCARE INC	COM	60855R100	419	2,289	SH		SOLE		2,289	0	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	11,281	336,130	SH		OTR	1	0	336,130	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	1,052	31,332	SH		OTR	5	0	31,332	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	577	17,179	SH		SOLE		17,179	0	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	644	12,262	SH		SOLE		12,262	0	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	2,865	54,586	SH		OTR	1	0	54,586	0
MONDELEZ INTL INC	CL A	609207105	12,874	224,093	SH		OTR	1	0	224,093	0
MONDELEZ INTL INC	CL A	609207105	2,140	37,249	SH		SOLE		37,249	0	0
MONGODB INC	NOTE 0.750% 6/1	60937PAB2	118	35,000	PRN		SOLE		35,000	0	0
MONMOUTH REAL ESTATE INVT CO	CL A	609720107	332	24,000	SH		SOLE		24,000	0	0
MONMOUTH REAL ESTATE INVT CO	CL A	609720107	1,492	107,700	SH		OTR	1	0	107,700	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	794	9,903	SH		SOLE		9,903	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	4,216	52,568	SH		OTR	1	0	52,568	0
MOODYS CORP	COM	615369105	703	2,425	SH		OTR	5	0	2,425	0
MOODYS CORP	COM	615369105	9,425	32,518	SH		OTR	1	0	32,518	0
MOODYS CORP	COM	615369105	1,619	5,584	SH		SOLE		5,584	0	0
MORGAN STANLEY	COM NEW	617446448	9,446	195,359	SH		OTR	1	0	195,359	0
MORGAN STANLEY	COM NEW	617446448	1,526	31,557	SH		SOLE		31,557	0	0
MOSAIC CO NEW	COM	61945C103	377	20,627	SH		SOLE		20,627	0	0
MOSAIC CO NEW	COM	61945C103	243	13,288	SH		OTR	5	0	13,288	0
MOSAIC CO NEW	COM	61945C103	2,910	159,275	SH		OTR	1	0	159,275	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	699	4,455	SH		SOLE		4,455	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	3,791	24,177	SH		OTR	1	0	24,177	0
MSCI INC	COM	55354G100	810	2,271	SH		SOLE		2,271	0	0
MSCI INC	COM	55354G100	5,333	14,947	SH		OTR	1	0	14,947	0
MTS SYS CORP	COM	553777103	1,643	86,000	SH		OTR	1	0	86,000	0
MTS SYS CORP	COM	553777103	365	19,100	SH		SOLE		19,100	0	0
MUELLER INDS INC	COM	624756102	574	21,200	SH		SOLE		21,200	0	0
MUELLER INDS INC	COM	624756102	2,578	95,284	SH		OTR	1	0	95,284	0
MUELLER WTR PRODS INC	COM SER A	624758108	452	43,500	SH		SOLE		43,500	0	0
MUELLER WTR PRODS INC	COM SER A	624758108	2,004	192,900	SH		OTR	1	0	192,900	0
MURPHY USA INC	COM	626755102	6,635	51,724	SH		OTR	1	0	51,724	0
MURPHY USA INC	COM	626755102	952	7,418	SH		OTR	5	0	7,418	0
MURPHY USA INC	COM	626755102	735	5,733	SH		SOLE		5,733	0	0
MYOKARDIA INC	COM	62857M105	2,140	15,700	SH		OTR	1	0	15,700	0
MYOKARDIA INC	COM	62857M105	491	3,600	SH		SOLE		3,600	0	0
MYR GROUP INC DEL	COM	55405W104	658	17,700	SH		OTR	1	0	17,700	0
MYR GROUP INC DEL	COM	55405W104	149	4,000	SH		SOLE		4,000	0	0
MYRIAD GENETICS INC	COM	62855J104	290	22,221	SH		SOLE		22,221	0	0
MYRIAD GENETICS INC	COM	62855J104	1,293	99,123	SH		OTR	1	0	99,123	0
NABORS INDS INC NEW	NOTE 0.750% 1/1	62957HAB1	25	90,000	PRN		SOLE	��	90,000	0	0
NASDAQ INC	COM	631103108	9,440	76,930	SH		OTR	1	0	76,930	0
NASDAQ INC	COM	631103108	369	3,011	SH		SOLE		3,011	0	0
NATERA INC	COM	632307104	2,471	34,200	SH		OTR	1	0	34,200	0
NATERA INC	COM	632307104	556	7,700	SH		SOLE		7,700	0	0
NATIONAL HEALTH INVS INC	COM	63633D104	2,001	33,200	SH		OTR	1	0	33,200	0
NATIONAL HEALTH INVS INC	COM	63633D104	446	7,400	SH		SOLE		7,400	0	0
NATIONAL HEALTHCARE CORP	COM	635906100	1,907	30,600	SH		OTR	1	0	30,600	0
NATIONAL HEALTHCARE CORP	COM	635906100	424	6,800	SH		SOLE		6,800	0	0
NATIONAL OILWELL VARCO INC	COM	637071101	501	55,288	SH		OTR	1	0	55,288	0
NATIONAL OILWELL VARCO INC	COM	637071101	83	9,205	SH		SOLE		9,205	0	0
NATIONAL STORAGE AFFILIATES	COM SHS BEN IN	637870106	242	7,400	SH		SOLE		7,400	0	0
NATIONAL STORAGE AFFILIATES	COM SHS BEN IN	637870106	1,070	32,700	SH		OTR	1	0	32,700	0
NATIONAL WESTN LIFE GROUP IN	CL A	638517102	384	2,100	SH		OTR	1	0	2,100	0
NATIONAL WESTN LIFE GROUP IN	CL A	638517102	91	500	SH		SOLE		500	0	0
NATURES SUNSHINE PRODS INC	COM	639027101	36	3,100	SH		SOLE		3,100	0	0
NATURES SUNSHINE PRODS INC	COM	639027101	176	15,200	SH		OTR	1	0	15,200	0
NATUS MED INC DEL	COM	639050103	139	8,100	SH		SOLE		8,100	0	0
NATUS MED INC DEL	COM	639050103	618	36,100	SH		OTR	1	0	36,100	0
NAUTILUS INC	COM	63910B102	288	16,800	SH		SOLE		16,800	0	0
NAUTILUS INC	COM	63910B102	1,323	77,100	SH		OTR	1	0	77,100	0
NAVISTAR INTL CORP NEW	COM	63934E108	745	17,100	SH		SOLE		17,100	0	0
NAVISTAR INTL CORP NEW	COM	63934E108	3,348	76,900	SH		OTR	1	0	76,900	0
NEOGENOMICS INC	COM NEW	64049M209	196	5,300	SH		OTR	1	0	5,300	0
NEOGENOMICS INC	COM NEW	64049M209	41	1,100	SH		SOLE		1,100	0	0
NEOPHOTONICS CORP	COM	64051T100	135	22,200	SH		OTR	1	0	22,200	0
NEOPHOTONICS CORP	COM	64051T100	29	4,800	SH		SOLE		4,800	0	0
NETAPP INC	COM	64110D104	269	6,142	SH		SOLE		6,142	0	0
NETAPP INC	COM	64110D104	1,386	31,611	SH		OTR	1	0	31,611	0
NETEASE INC	SPONSORED ADS	64110W102	1,591	3,500	SH		OTR	1	0	3,500	0
NETEASE INC	SPONSORED ADS	64110W102	2	5	SH		DFND	1	0	5	0
NETEASE INC	SPONSORED ADS	64110W102	182	400	SH		SOLE		400	0	0
NETFLIX INC	COM	64110L106	6,390	12,779	SH		SOLE		12,779	0	0
NETFLIX INC	COM	64110L106	768	1,536	SH		OTR	5	0	1,536	0
NETFLIX INC	COM	64110L106	45,341	90,677	SH		OTR	1	0	90,677	0
NETGEAR INC	COM	64111Q104	358	11,600	SH		SOLE		11,600	0	0
NETGEAR INC	COM	64111Q104	1,584	51,400	SH		OTR	1	0	51,400	0
NETSCOUT SYS INC	COM	64115T104	87	3,980	SH		SOLE		3,980	0	0
NETSCOUT SYS INC	COM	64115T104	387	17,714	SH		OTR	1	0	17,714	0
NEUBERGER BRMAN NY MUNI FD I	COM	64124K102	300	25,745	SH		SOLE		25,745	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	5,251	3,791,000	PRN		SOLE		3,791,000	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	22,607	16,323,000	PRN		OTR	1	0	16,323,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	5,981	4,350,000	PRN		DFND	1	0	4,350,000	0
NEUROCRINE BIOSCIENCES INC	COM	64125C109	2,351	24,444	SH		OTR	1	0	24,444	0
NEUROCRINE BIOSCIENCES INC	COM	64125C109	16	168	SH		SOLE		168	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	92	67,000	PRN		OTR	4	0	67,000	0
NEVRO CORP	COM	64157F103	892	6,400	SH		OTR	1	0	6,400	0
NEVRO CORP	COM	64157F103	209	1,500	SH		SOLE		1,500	0	0
NEW ORIENTAL ED & TECHNOLOGY	SPON ADR	647581107	75	500	SH		SOLE		500	0	0
NEW ORIENTAL ED & TECHNOLOGY	SPON ADR	647581107	508	3,400	SH		OTR	1	0	3,400	0
NEW RELIC INC	NOTE 0.500% 5/0	64829BAB6	115	120,000	PRN		SOLE		120,000	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	681	82,308	SH		OTR	5	0	82,308	0
NEW YORK CMNTY BANCORP INC	COM	649445103	5,691	688,180	SH		OTR	1	0	688,180	0
NEW YORK CMNTY BANCORP INC	COM	649445103	49	5,910	SH		SOLE		5,910	0	0
NEWELL BRANDS INC	COM	651229106	153	8,894	SH		SOLE		8,894	0	0
NEWELL BRANDS INC	COM	651229106	923	53,771	SH		OTR	1	0	53,771	0
NEWMARK GROUP INC	CL A	65158N102	519	120,100	SH		OTR	1	0	120,100	0
NEWMARK GROUP INC	CL A	65158N102	112	26,000	SH		SOLE		26,000	0	0
NEWMONT CORP	COM	651639106	2,065	32,543	SH		SOLE		32,543	0	0
NEWMONT CORP	COM	651639106	20,100	316,783	SH		OTR	1	0	316,783	0
NEWMONT CORP	COM	651639106	1,419	22,359	SH		OTR	5	0	22,359	0
NEWPARK RES INC	NOTE 4.000%12/0	651718AE8	1,666	1,889,000	PRN		SOLE		1,889,000	0	0
NEWPARK RES INC	NOTE 4.000%12/0	651718AE8	11,344	12,861,000	PRN		OTR	1	0	12,861,000	0
NEWS CORP NEW	CL A	65249B109	6,392	455,898	SH		OTR	1	0	455,898	0
NEWS CORP NEW	CL A	65249B109	379	27,026	SH		SOLE		27,026	0	0
NEWS CORP NEW	CL B	65249B208	18	1,293	SH		OTR	5	0	1,293	0
NEWS CORP NEW	CL A	65249B109	477	34,012	SH		OTR	5	0	34,012	0
NEWS CORP NEW	CL B	65249B208	665	47,592	SH		OTR	1	0	47,592	0
NEWS CORP NEW	CL B	65249B208	30	2,170	SH		SOLE		2,170	0	0
NEXTERA ENERGY INC	COM	65339F101	3,572	12,871	SH		SOLE		12,871	0	0
NEXTERA ENERGY INC	COM	65339F101	878	3,165	SH		OTR	5	0	3,165	0
NEXTERA ENERGY INC	COM	65339F101	22,917	82,567	SH		OTR	1	0	82,567	0
NEXTERA ENERGY INC	UNIT 09/01/2022S	65339F796	6,802	124,800	SH		SOLE		124,800	0	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	5,520	116,750	SH		SOLE		116,750	0	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	158	3,388	SH		OTR	4	0	3,388	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	10,648	228,098	SH		DFND	1	0	228,098	0
NEXTGEN HEALTHCARE INC	COM	65343C102	944	74,100	SH		OTR	1	0	74,100	0
NEXTGEN HEALTHCARE INC	COM	65343C102	209	16,400	SH		SOLE		16,400	0	0
NEXTIER OILFIELD SOLUTIONS	COM	65290C105	78	41,900	SH		SOLE		41,900	0	0
NEXTIER OILFIELD SOLUTIONS	COM	65290C105	359	193,800	SH		OTR	1	0	193,800	0
NICE LTD	SPONSORED ADR	653656108	7,477	32,934	SH		OTR	1	0	32,934	0
NICE LTD	SPONSORED ADR	653656108	6,472	28,506	SH		SOLE		28,506	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	87,339	32,099,000	PRN		OTR	1	0	32,099,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	12,273	4,519,000	PRN		DFND	1	0	4,519,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	26,828	9,860,000	PRN		SOLE		9,860,000	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	185	68,000	PRN		OTR	4	0	68,000	0
NIKE INC	CL B	654106103	192	1,528	SH		OTR	5	0	1,528	0
NIKE INC	CL B	654106103	4,336	34,538	SH		SOLE		34,538	0	0
NIKE INC	CL B	654106103	28,918	230,346	SH		OTR	1	0	230,346	0
NIO INC	SPON ADS	62914V106	62	2,900	SH		SOLE		2,900	0	0
NIO INC	SPON ADS	62914V106	365	17,200	SH		OTR	1	0	17,200	0
NISOURCE INC	COM	65473P105	1,200	54,539	SH		OTR	1	0	54,539	0
NISOURCE INC	COM	65473P105	199	9,051	SH		SOLE		9,051	0	0
NOBLE ENERGY INC	COM	655044105	590	69,011	SH		OTR	1	0	69,011	0
NOBLE ENERGY INC	COM	655044105	97	11,395	SH		SOLE		11,395	0	0
NORFOLK SOUTHN CORP	COM	655844108	8,909	41,631	SH		OTR	1	0	41,631	0
NORFOLK SOUTHN CORP	COM	655844108	1,427	6,667	SH		SOLE		6,667	0	0
NORTHERN TR CORP	COM	665859104	430	5,509	SH		SOLE		5,509	0	0
NORTHERN TR CORP	COM	665859104	2,310	29,631	SH		OTR	1	0	29,631	0
NORTHROP GRUMMAN CORP	COM	666807102	948	3,005	SH		OTR	5	0	3,005	0
NORTHROP GRUMMAN CORP	COM	666807102	1,398	4,430	SH		SOLE		4,430	0	0
NORTHROP GRUMMAN CORP	COM	666807102	11,130	35,279	SH		OTR	1	0	35,279	0
NORTONLIFELOCK INC	COM	668771108	331	15,869	SH		SOLE		15,869	0	0
NORTONLIFELOCK INC	COM	668771108	1,754	84,155	SH		OTR	1	0	84,155	0
NOVAVAX INC	COM NEW	670002401	2,925	27,000	SH		OTR	1	0	27,000	0
NOVAVAX INC	COM NEW	670002401	650	6,000	SH		SOLE		6,000	0	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	18,766	1,800,000	PRN		OTR	1	0	1,800,000	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	11,364	1,090,000	PRN		SOLE		1,090,000	0	0
NRG ENERGY INC	COM NEW	629377508	390	12,677	SH		SOLE		12,677	0	0
NRG ENERGY INC	COM NEW	629377508	9,412	306,180	SH		OTR	1	0	306,180	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	25,504	24,506,000	PRN		OTR	1	0	24,506,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	76	73,000	PRN		OTR	4	0	73,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	4,962	4,791,000	PRN		DFND	1	0	4,791,000	0
NRG ENERGY INC	COM NEW	629377508	430	14,003	SH		OTR	5	0	14,003	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	4,260	4,093,000	PRN		SOLE		4,093,000	0	0
NU SKIN ENTERPRISES INC	CL A	67018T105	162	3,226	SH		SOLE		3,226	0	0
NU SKIN ENTERPRISES INC	CL A	67018T105	8,976	179,193	SH		OTR	1	0	179,193	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	3,560	2,004,000	PRN		SOLE		2,004,000	0	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	452	13,610	SH		OTR	1	0	13,610	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	0	0	SH		SOLE		0	0	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	34,831	19,609,000	PRN		OTR	1	0	19,609,000	0
NUCOR CORP	COM	670346105	1,928	42,987	SH		OTR	1	0	42,987	0
NUCOR CORP	COM	670346105	369	8,215	SH		SOLE		8,215	0	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	4,625	4,507,000	PRN		DFND	1	0	4,507,000	0
NUVASIVE INC	COM	670704105	2,713	55,854	SH		OTR	1	0	55,854	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	69	67,000	PRN		OTR	4	0	67,000	0
NUVASIVE INC	COM	670704105	607	12,500	SH		SOLE		12,500	0	0
NUVEEN AMT FREE QLTY MUN INC	COM	670657105	25,742	1,795,140	SH		SOLE		1,795,140	0	0
NUVEEN CR STRATEGIES INCOME	COM SHS	67073D102	366	61,937	SH		SOLE		61,937	0	0
NUVEEN MARYLAND QLT MUN INC	COM	67061Q107	2,632	200,000	SH		SOLE		200,000	0	0
NUVEEN MICH QUALITY MUN INCO	COM	670979103	4,254	300,000	SH		SOLE		300,000	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	1,286	100,000	SH		OTR	1	0	100,000	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	7,055	548,590	SH		SOLE		548,590	0	0
NUVEEN PENNSYLVANIA QLT MUN	COM	670972108	6,950	517,097	SH		SOLE		517,097	0	0
NVIDIA CORPORATION	COM	67066G104	2,714	5,015	SH		OTR	5	0	5,015	0
NVIDIA CORPORATION	COM	67066G104	96,031	177,434	SH		OTR	1	0	177,434	0
NVIDIA CORPORATION	COM	67066G104	10,192	18,832	SH		SOLE		18,832	0	0
NVR INC	COM	62944T105	380	93	SH		SOLE		93	0	0
NVR INC	COM	62944T105	2,025	496	SH		OTR	1	0	496	0
OCCIDENTAL PETE CORP	COM	674599105	221	22,067	SH		SOLE		22,067	0	0
OCCIDENTAL PETE CORP	COM	674599105	1,193	119,200	SH		OTR	1	0	119,200	0
OCEANFIRST FINL CORP	COM	675234108	237	17,300	SH		SOLE		17,300	0	0
OCEANFIRST FINL CORP	COM	675234108	1,051	76,800	SH		OTR	1	0	76,800	0
OGE ENERGY CORP	COM	670837103	470	15,684	SH		SOLE		15,684	0	0
OGE ENERGY CORP	COM	670837103	3,857	128,606	SH		OTR	1	0	128,606	0
OGE ENERGY CORP	COM	670837103	397	13,236	SH		OTR	5	0	13,236	0
OIL DRI CORP AMER	COM	677864100	39	1,100	SH		SOLE		1,100	0	0
OIL DRI CORP AMER	COM	677864100	179	5,000	SH		OTR	1	0	5,000	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	18,695	33,038,000	PRN		OTR	1	0	33,038,000	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	5,102	9,016,000	PRN		SOLE		9,016,000	0	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	12,087	9,144,000	PRN		OTR	1	0	9,144,000	0
OKTA INC	CL A	679295105	503	2,352	SH		OTR	1	0	2,352	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	4,100	3,102,000	PRN		SOLE		3,102,000	0	0
OKTA INC	CL A	679295105	86	400	SH		SOLE		400	0	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	4,498	24,862	SH		OTR	1	0	24,862	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	465	2,569	SH		SOLE		2,569	0	0
OMNICELL COM	COM	68213N109	612	8,200	SH		OTR	1	0	8,200	0
OMNICELL COM	COM	68213N109	142	1,900	SH		SOLE		1,900	0	0
OMNICOM GROUP INC	COM	681919106	286	5,774	SH		SOLE		5,774	0	0
OMNICOM GROUP INC	COM	681919106	1,514	30,595	SH		OTR	1	0	30,595	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	16,891	12,766,000	PRN		OTR	1	0	12,766,000	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	5,345	4,473,000	PRN		DFND	1	0	4,473,000	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	4,537	3,429,000	PRN		SOLE		3,429,000	0	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	75	63,000	PRN		OTR	4	0	63,000	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	430	325,000	PRN		OTR	5	0	325,000	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	34	28,000	PRN		SOLE		28,000	0	0
ONEOK INC NEW	COM	682680103	1,643	63,251	SH		OTR	1	0	63,251	0
ONEOK INC NEW	COM	682680103	303	11,682	SH		SOLE		11,682	0	0
OP BANCORP	COM	67109R109	76	13,200	SH		SOLE		13,200	0	0
OP BANCORP	COM	67109R109	349	61,000	SH		OTR	1	0	61,000	0
OPKO HEALTH INC	COM	68375N103	1,085	294,100	SH		OTR	1	0	294,100	0
OPKO HEALTH INC	COM	68375N103	244	66,000	SH		SOLE		66,000	0	0
OPTION CARE HEALTH INC	COM NEW	68404L201	2,686	200,900	SH		OTR	1	0	200,900	0
OPTION CARE HEALTH INC	COM NEW	68404L201	602	45,000	SH		SOLE		45,000	0	0
ORACLE CORP	COM	68389X105	741	12,413	SH		OTR	5	0	12,413	0
ORACLE CORP	COM	68389X105	21,607	361,933	SH		OTR	1	0	361,933	0
ORACLE CORP	COM	68389X105	3,471	58,135	SH		SOLE		58,135	0	0
ORASURE TECHNOLOGIES INC	COM	68554V108	484	39,800	SH		SOLE		39,800	0	0
ORASURE TECHNOLOGIES INC	COM	68554V108	2,166	178,000	SH		OTR	1	0	178,000	0
OREILLY AUTOMOTIVE INC	COM	67103H107	12,749	27,650	SH		OTR	1	0	27,650	0
OREILLY AUTOMOTIVE INC	COM	67103H107	898	1,947	SH		SOLE		1,947	0	0
ORRSTOWN FINL SVCS INC	COM	687380105	56	4,392	SH		SOLE		4,392	0	0
ORRSTOWN FINL SVCS INC	COM	687380105	248	19,401	SH		OTR	1	0	19,401	0
ORTHOFIX MED INC	COM	68752M108	716	23,000	SH		OTR	1	0	23,000	0
ORTHOFIX MED INC	COM	68752M108	162	5,200	SH		SOLE		5,200	0	0
OSI SYSTEMS INC	NOTE 1.250% 9/0	671044AD7	88	87,000	PRN		SOLE		87,000	0	0
OTIS WORLDWIDE CORP	COM	68902V107	11,979	191,909	SH		OTR	1	0	191,909	0
OTIS WORLDWIDE CORP	COM	68902V107	665	10,646	SH		SOLE		10,646	0	0
OVERSTOCK COM INC DEL	COM	690370101	1,271	17,500	SH		OTR	1	0	17,500	0
OVERSTOCK COM INC DEL	COM	690370101	298	4,100	SH		SOLE		4,100	0	0
OWENS & MINOR INC NEW	COM	690732102	4,043	161,000	SH		OTR	1	0	161,000	0
OWENS & MINOR INC NEW	COM	690732102	906	36,100	SH		SOLE		36,100	0	0
OWENS CORNING NEW	COM	690742101	9,393	136,502	SH		OTR	1	0	136,502	0
OWENS CORNING NEW	COM	690742101	497	7,225	SH		SOLE		7,225	0	0
OWENS CORNING NEW	COM	690742101	525	7,634	SH		OTR	5	0	7,634	0
PACCAR INC	COM	693718108	5,358	62,834	SH		OTR	1	0	62,834	0
PACCAR INC	COM	693718108	782	9,170	SH		SOLE		9,170	0	0
PACIFIC BIOSCIENCES CALIF IN	COM	69404D108	44	4,500	SH		SOLE		4,500	0	0
PACIFIC BIOSCIENCES CALIF IN	COM	69404D108	200	20,300	SH		OTR	1	0	20,300	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	3,484	3,032,000	PRN		DFND	1	0	3,032,000	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	3,165	2,749,000	PRN		OTR	1	0	2,749,000	0
PACIRA BIOSCIENCES	COM	695127100	685	11,397	SH		SOLE		11,397	0	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	53	46,000	PRN		OTR	4	0	46,000	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	958	832,000	PRN		SOLE		832,000	0	0
PACIRA BIOSCIENCES	COM	695127100	3,047	50,688	SH		OTR	1	0	50,688	0
PACKAGING CORP AMER	COM	695156109	1,473	13,504	SH		OTR	1	0	13,504	0
PACKAGING CORP AMER	COM	695156109	277	2,540	SH		SOLE		2,540	0	0
PACWEST BANCORP DEL	COM	695263103	137	8,000	SH		SOLE		8,000	0	0
PACWEST BANCORP DEL	COM	695263103	485	28,379	SH		OTR	1	0	28,379	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	8,482	7,508,000	PRN		SOLE		7,508,000	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	25,584	22,645,000	PRN		OTR	1	0	22,645,000	0
PALO ALTO NETWORKS INC	COM	697435105	73	300	SH		SOLE		300	0	0
PALO ALTO NETWORKS INC	COM	697435105	6,759	27,616	SH		OTR	1	0	27,616	0
PAPA JOHNS INTL INC	COM	698813102	1,588	19,300	SH		OTR	1	0	19,300	0
PAPA JOHNS INTL INC	COM	698813102	362	4,400	SH		SOLE		4,400	0	0
PARKER-HANNIFIN CORP	COM	701094104	714	3,531	SH		SOLE		3,531	0	0
PARKER-HANNIFIN CORP	COM	701094104	11,568	57,171	SH		OTR	1	0	57,171	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	28,717	28,898,000	PRN		OTR	1	0	28,898,000	0
PATRICK INDS INC	COM	703343103	526	9,151	SH		SOLE		9,151	0	0
PATRICK INDS INC	COM	703343103	2,355	40,939	SH		OTR	1	0	40,939	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	5,945	6,043,000	PRN		DFND	1	0	6,043,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	90	91,000	PRN		OTR	4	0	91,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	7,703	7,752,000	PRN		SOLE		7,752,000	0	0
PAYCHEX INC	COM	704326107	3,639	45,619	SH		OTR	1	0	45,619	0
PAYCHEX INC	COM	704326107	675	8,461	SH		SOLE		8,461	0	0
PAYCOM SOFTWARE INC	COM	70432V102	2,171	6,973	SH		OTR	1	0	6,973	0
PAYCOM SOFTWARE INC	COM	70432V102	422	1,356	SH		SOLE		1,356	0	0
PAYPAL HLDGS INC	COM	70450Y103	7,426	37,691	SH		SOLE		37,691	0	0
PAYPAL HLDGS INC	COM	70450Y103	73,373	372,397	SH		OTR	1	0	372,397	0
PAYPAL HLDGS INC	COM	70450Y103	2,772	14,069	SH		OTR	5	0	14,069	0
PCTEL INC	COM	69325Q105	38	6,700	SH		SOLE		6,700	0	0
PCTEL INC	COM	69325Q105	175	30,900	SH		OTR	1	0	30,900	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	705	46,508	SH		OTR	1	0	46,508	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	160	10,576	SH		SOLE		10,576	0	0
PEBBLEBROOK HOTEL TR	COM	70509V100	39	3,100	SH		SOLE		3,100	0	0
PEBBLEBROOK HOTEL TR	COM	70509V100	172	13,700	SH		OTR	1	0	13,700	0
PENN NATL GAMING INC	COM	707569109	1,011	13,900	SH		SOLE		13,900	0	0
PENN NATL GAMING INC	COM	707569109	4,457	61,300	SH		OTR	1	0	61,300	0
PENNYMAC FINL SVCS INC NEW	COM	70932M107	122	2,100	SH		SOLE		2,100	0	0
PENNYMAC FINL SVCS INC NEW	COM	70932M107	552	9,500	SH		OTR	1	0	9,500	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	624	60,485	SH		OTR	1	0	60,485	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	103	9,998	SH		SOLE		9,998	0	0
PEPSICO INC	COM	713448108	506	3,650	SH		OTR	5	0	3,650	0
PEPSICO INC	COM	713448108	5,196	37,486	SH		SOLE		37,486	0	0
PEPSICO INC	COM	713448108	34,693	250,307	SH		OTR	1	0	250,307	0
PERDOCEO ED CORP	COM	71363P106	190	15,500	SH		SOLE		15,500	0	0
PERDOCEO ED CORP	COM	71363P106	851	69,500	SH		OTR	1	0	69,500	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	273	7,900	SH		SOLE		7,900	0	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	1,229	35,500	SH		OTR	1	0	35,500	0
PERKINELMER INC	COM	714046109	1,998	15,922	SH		OTR	1	0	15,922	0
PERKINELMER INC	COM	714046109	356	2,839	SH		SOLE		2,839	0	0
PERSPECTA INC	COM	715347100	558	28,700	SH		SOLE		28,700	0	0
PERSPECTA INC	COM	715347100	2,484	127,700	SH		OTR	1	0	127,700	0
PETMED EXPRESS INC	COM	716382106	316	10,000	SH		SOLE		10,000	0	0
PETMED EXPRESS INC	COM	716382106	1,432	45,300	SH		OTR	1	0	45,300	0
PFIZER INC	COM	717081103	2,231	60,789	SH		OTR	5	0	60,789	0
PFIZER INC	COM	717081103	39,439	1,074,638	SH		OTR	1	0	1,074,638	0
PFIZER INC	COM	717081103	6,384	173,944	SH		SOLE		173,944	0	0
PFSWEB INC	COM NEW	717098206	15	2,300	SH		SOLE		2,300	0	0
PFSWEB INC	COM NEW	717098206	70	10,400	SH		OTR	1	0	10,400	0
PG&E CORP	UNIT 99/99/9999	69331C140	104	1,064	SH		OTR	4	0	1,064	0
PG&E CORP	UNIT 99/99/9999	69331C140	25,470	259,900	SH		OTR	1	0	259,900	0
PG&E CORP	UNIT 99/99/9999	69331C140	7,048	71,848	SH		DFND	1	0	71,848	0
PG&E CORP	UNIT 99/99/9999	69331C140	3,693	37,682	SH		SOLE		37,682	0	0
PGIM GLOBAL HIGH YIELD FD FO	COM	69346J106	406	30,653	SH		SOLE		30,653	0	0
PGIM HIGH YIELD BOND FUND IN	COM	69346H100	388	28,062	SH		SOLE		28,062	0	0
PGT INNOVATIONS INC	COM	69336V101	2,153	122,900	SH		OTR	1	0	122,900	0
PGT INNOVATIONS INC	COM	69336V101	480	27,400	SH		SOLE		27,400	0	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	126	7,262	SH		SOLE		7,262	0	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	553	31,792	SH		OTR	1	0	31,792	0
PHILIP MORRIS INTL INC	COM	718172109	19,744	263,289	SH		OTR	1	0	263,289	0
PHILIP MORRIS INTL INC	COM	718172109	2,231	29,751	SH		SOLE		29,751	0	0
PHILIP MORRIS INTL INC	COM	718172109	513	6,836	SH		OTR	5	0	6,836	0
PHILLIPS 66	COM	718546104	4,560	87,963	SH		OTR	1	0	87,963	0
PHILLIPS 66	COM	718546104	610	11,774	SH		SOLE		11,774	0	0
PHILLIPS 66	COM	718546104	114	2,200	SH		OTR	5	0	2,200	0
PHOTRONICS INC	COM	719405102	2,181	218,937	SH		OTR	1	0	218,937	0
PHOTRONICS INC	COM	719405102	485	48,700	SH		SOLE		48,700	0	0
PHYSICIANS RLTY TR	COM	71943U104	231	12,900	SH		SOLE		12,900	0	0
PHYSICIANS RLTY TR	COM	71943U104	1,030	57,500	SH		OTR	1	0	57,500	0
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	246	18,100	SH		SOLE		18,100	0	0
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	1,084	79,900	SH		OTR	1	0	79,900	0
PINDUODUO INC	SPONSORED ADS	722304102	952	12,837	SH		OTR	1	0	12,837	0
PINDUODUO INC	SPONSORED ADS	722304102	52	700	SH		SOLE		700	0	0
PINNACLE WEST CAP CORP	COM	723484101	1,195	16,028	SH		OTR	1	0	16,028	0
PINNACLE WEST CAP CORP	COM	723484101	198	2,659	SH		SOLE		2,659	0	0
PIONEER MUN HIGH INCOME ADVA	COM	723762100	3,455	316,387	SH		OTR	1	0	316,387	0
PIONEER MUN HIGH INCOME ADVA	COM	723762100	11,389	1,042,947	SH		SOLE		1,042,947	0	0
PIONEER MUN HIGH INCOME TR	COM SHS	723763108	5,585	482,304	SH		SOLE		482,304	0	0
PIONEER MUN HIGH INCOME TR	COM SHS	723763108	3,853	332,691	SH		OTR	1	0	332,691	0
PIONEER NAT RES CO	COM	723787107	5,764	67,031	SH		OTR	1	0	67,031	0
PIONEER NAT RES CO	COM	723787107	377	4,381	SH		SOLE		4,381	0	0
PITNEY BOWES INC	COM	724479100	892	168,000	SH		OTR	1	0	168,000	0
PITNEY BOWES INC	COM	724479100	202	38,100	SH		SOLE		38,100	0	0
PLEXUS CORP	COM	729132100	1,229	17,400	SH		OTR	1	0	17,400	0
PLEXUS CORP	COM	729132100	283	4,000	SH		SOLE		4,000	0	0
PLUG POWER INC	COM NEW	72919P202	314	23,400	SH		SOLE		23,400	0	0
PLUG POWER INC	COM NEW	72919P202	1,400	104,400	SH		OTR	1	0	104,400	0
PLURALSIGHT INC	NOTE 0.375% 3/0	72941BAB2	133	150,000	PRN		SOLE		150,000	0	0
PLYMOUTH INDL REIT INC	COM	729640102	147	11,900	SH		OTR	1	0	11,900	0
PLYMOUTH INDL REIT INC	COM	729640102	32	2,600	SH		SOLE		2,600	0	0
PNC FINL SVCS GROUP INC	COM	693475105	7,676	69,835	SH		OTR	1	0	69,835	0
PNC FINL SVCS GROUP INC	COM	693475105	1,221	11,107	SH		SOLE		11,107	0	0
POLARIS INC	COM	731068102	19,031	201,729	SH		OTR	1	0	201,729	0
POLARIS INC	COM	731068102	1,026	10,876	SH		OTR	5	0	10,876	0
POLARIS INC	COM	731068102	536	5,686	SH		SOLE		5,686	0	0
POTLATCHDELTIC CORPORATION	COM	737630103	467	11,100	SH		SOLE		11,100	0	0
POTLATCHDELTIC CORPORATION	COM	737630103	2,084	49,500	SH		OTR	1	0	49,500	0
POWELL INDS INC	COM	739128106	1,687	69,900	SH		OTR	1	0	69,900	0
POWELL INDS INC	COM	739128106	376	15,600	SH		SOLE		15,600	0	0
PPD INC	COM	69355F102	9,895	267,494	SH		OTR	1	0	267,494	0
PPD INC	COM	69355F102	226	6,100	SH		SOLE		6,100	0	0
PPG INDS INC	COM	693506107	4,167	34,135	SH		OTR	1	0	34,135	0
PPG INDS INC	COM	693506107	765	6,264	SH		SOLE		6,264	0	0
PPL CORP	COM	69351T106	651	23,910	SH		SOLE		23,910	0	0
PPL CORP	COM	69351T106	297	10,926	SH		OTR	5	0	10,926	0
PPL CORP	COM	69351T106	11,272	414,249	SH		OTR	1	0	414,249	0
PRA HEALTH SCIENCES INC	COM	69354M108	19,037	187,668	SH		OTR	1	0	187,668	0
PRA HEALTH SCIENCES INC	COM	69354M108	968	9,547	SH		OTR	5	0	9,547	0
PRA HEALTH SCIENCES INC	COM	69354M108	505	4,982	SH		SOLE		4,982	0	0
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	244	7,600	SH		SOLE		7,600	0	0
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	1,105	34,400	SH		OTR	1	0	34,400	0
PREFORMED LINE PRODS CO	COM	740444104	47	970	SH		SOLE		970	0	0
PREFORMED LINE PRODS CO	COM	740444104	232	4,767	SH		OTR	1	0	4,767	0
PRESTIGE CONSMR HEALTHCARE I	COM	74112D101	2,531	69,500	SH		OTR	1	0	69,500	0
PRESTIGE CONSMR HEALTHCARE I	COM	74112D101	565	15,500	SH		SOLE		15,500	0	0
PRICE T ROWE GROUP INC	COM	74144T108	763	5,952	SH		SOLE		5,952	0	0
PRICE T ROWE GROUP INC	COM	74144T108	12,466	97,220	SH		OTR	1	0	97,220	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	35,023	32,836,000	PRN		OTR	1	0	32,836,000	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	16,698	15,655,000	PRN		SOLE		15,655,000	0	0
PRICESMART INC	COM	741511109	60	900	SH		SOLE		900	0	0
PRICESMART INC	COM	741511109	286	4,300	SH		OTR	1	0	4,300	0
PRIMO WATER CORPORATION	COM	74167P108	672	47,300	SH		SOLE		47,300	0	0
PRIMO WATER CORPORATION	COM	74167P108	3,003	211,500	SH		OTR	1	0	211,500	0
PRIMORIS SVCS CORP	COM	74164F103	2,403	133,200	SH		OTR	1	0	133,200	0
PRIMORIS SVCS CORP	COM	74164F103	541	30,000	SH		SOLE		30,000	0	0
PRINCIPAL FINANCIAL GROUP IN	COM	74251V102	2,152	53,432	SH		OTR	1	0	53,432	0
PRINCIPAL FINANCIAL GROUP IN	COM	74251V102	243	6,022	SH		SOLE		6,022	0	0
PROCTER AND GAMBLE CO	COM	742718109	9,465	68,099	SH		SOLE		68,099	0	0
PROCTER AND GAMBLE CO	COM	742718109	70,054	504,024	SH		OTR	1	0	504,024	0
PROCTER AND GAMBLE CO	COM	742718109	3,827	27,531	SH		OTR	5	0	27,531	0
PROGRESS SOFTWARE CORP	COM	743312100	2,755	75,106	SH		OTR	1	0	75,106	0
PROGRESS SOFTWARE CORP	COM	743312100	614	16,726	SH		SOLE		16,726	0	0
PROGRESSIVE CORP	COM	743315103	8,898	93,993	SH		OTR	1	0	93,993	0
PROGRESSIVE CORP	COM	743315103	1,454	15,360	SH		SOLE		15,360	0	0
PROLOGIS INC.	COM	74340W103	13,179	130,979	SH		OTR	1	0	130,979	0
PROLOGIS INC.	COM	74340W103	2,328	23,135	SH		SOLE		23,135	0	0
PROLOGIS INC.	COM	74340W103	264	2,627	SH		OTR	5	0	2,627	0
PROOFPOINT INC	COM	743424103	232	2,200	SH		SOLE		2,200	0	0
PROOFPOINT INC	NOTE 0.250% 8/1	743424AF0	175	175,000	PRN		SOLE		175,000	0	0
PROOFPOINT INC	COM	743424103	13,849	131,209	SH		OTR	1	0	131,209	0
PROPETRO HLDG CORP	COM	74347M108	396	97,500	SH		SOLE		97,500	0	0
PROPETRO HLDG CORP	COM	74347M108	1,766	435,000	SH		OTR	1	0	435,000	0
PROSIGHT GLOBAL INC	COM	74349J103	33	2,900	SH		SOLE		2,900	0	0
PROSIGHT GLOBAL INC	COM	74349J103	139	12,300	SH		OTR	1	0	12,300	0
PROVIDENCE SVC CORP	COM	743815102	214	2,300	SH		SOLE		2,300	0	0
PROVIDENCE SVC CORP	COM	743815102	976	10,500	SH		OTR	1	0	10,500	0
PROVIDENT FINL SVCS INC	COM	74386T105	123	10,100	SH		OTR	1	0	10,100	0
PROVIDENT FINL SVCS INC	COM	74386T105	28	2,300	SH		SOLE		2,300	0	0
PRUDENTIAL FINL INC	COM	744320102	3,695	58,172	SH		OTR	1	0	58,172	0
PRUDENTIAL FINL INC	COM	744320102	661	10,409	SH		SOLE		10,409	0	0
PS BUSINESS PKS INC CALIF	COM	69360J107	1,961	16,021	SH		OTR	1	0	16,021	0
PS BUSINESS PKS INC CALIF	COM	69360J107	441	3,600	SH		SOLE		3,600	0	0
PTC THERAPEUTICS INC	COM	69366J200	1,692	36,183	SH		OTR	1	0	36,183	0
PTC THERAPEUTICS INC	COM	69366J200	380	8,127	SH		SOLE		8,127	0	0
PUBLIC STORAGE	COM	74460D109	899	4,035	SH		SOLE		4,035	0	0
PUBLIC STORAGE	COM	74460D109	5,849	26,263	SH		OTR	1	0	26,263	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	6,346	115,569	SH		OTR	1	0	115,569	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	720	13,120	SH		SOLE		13,120	0	0
PULTE GROUP INC	COM	745867101	9,646	208,389	SH		OTR	1	0	208,389	0
PULTE GROUP INC	COM	745867101	475	10,257	SH		SOLE		10,257	0	0
PURECYCLE CORP	COM NEW	746228303	82	9,100	SH		SOLE		9,100	0	0
PURECYCLE CORP	COM NEW	746228303	369	41,000	SH		OTR	1	0	41,000	0
PUTNAM MUN OPPORTUNITIES TR	SH BEN INT	746922103	3,315	255,603	SH		SOLE		255,603	0	0
PVH CORPORATION	COM	693656100	602	10,101	SH		OTR	1	0	10,101	0
PVH CORPORATION	COM	693656100	100	1,678	SH		SOLE		1,678	0	0
Q2 HLDGS INC	COM	74736L109	338	3,700	SH		SOLE		3,700	0	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	8,849	7,195,000	PRN		OTR	1	0	7,195,000	0
Q2 HLDGS INC	NOTE 0.750% 2/1	74736LAB5	119	70,000	PRN		SOLE		70,000	0	0
Q2 HLDGS INC	COM	74736L109	1,497	16,400	SH		OTR	1	0	16,400	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	2,884	2,345,000	PRN		SOLE		2,345,000	0	0
QCR HOLDINGS INC	COM	74727A104	354	12,900	SH		OTR	1	0	12,900	0
QCR HOLDINGS INC	COM	74727A104	77	2,800	SH		SOLE		2,800	0	0
QORVO INC	COM	74736K101	510	3,950	SH		OTR	5	0	3,950	0
QORVO INC	COM	74736K101	900	6,973	SH		SOLE		6,973	0	0
QORVO INC	COM	74736K101	12,497	96,869	SH		OTR	1	0	96,869	0
QTS RLTY TR INC	COM CL A	74736A103	1,437	22,800	SH		OTR	1	0	22,800	0
QTS RLTY TR INC	COM CL A	74736A103	315	5,000	SH		SOLE		5,000	0	0
QUALCOMM INC	COM	747525103	47,819	406,349	SH		OTR	1	0	406,349	0
QUALCOMM INC	COM	747525103	4,557	38,721	SH		SOLE		38,721	0	0
QUALCOMM INC	COM	747525103	2,118	18,000	SH		OTR	5	0	18,000	0
QUANEX BUILDING PRODUCTS COR	COM	747619104	236	12,800	SH		OTR	1	0	12,800	0
QUANEX BUILDING PRODUCTS COR	COM	747619104	52	2,800	SH		SOLE		2,800	0	0
QUANTA SVCS INC	COM	74762E102	411	7,767	SH		SOLE		7,767	0	0
QUANTA SVCS INC	COM	74762E102	15,022	284,180	SH		OTR	1	0	284,180	0
QUANTA SVCS INC	COM	74762E102	1,120	21,191	SH		OTR	5	0	21,191	0
QUEST DIAGNOSTICS INC	COM	74834L100	2,190	19,124	SH		OTR	1	0	19,124	0
QUEST DIAGNOSTICS INC	COM	74834L100	420	3,666	SH		SOLE		3,666	0	0
QUIDEL CORP	COM	74838J101	176	800	SH		OTR	1	0	800	0
QUIDEL CORP	COM	74838J101	88	400	SH		SOLE		400	0	0
QURATE RETAIL INC	COM SER A	74915M100	14,223	1,980,941	SH		OTR	1	0	1,980,941	0
QURATE RETAIL INC	COM SER A	74915M100	153	21,300	SH		SOLE		21,300	0	0
R1 RCM INC	COM	749397105	273	15,900	SH		SOLE		15,900	0	0
R1 RCM INC	COM	749397105	1,249	72,800	SH		OTR	1	0	72,800	0
RADIAN GROUP INC	COM	750236101	102	7,000	SH		SOLE		7,000	0	0
RADIAN GROUP INC	COM	750236101	438	30,000	SH		OTR	1	0	30,000	0
RALPH LAUREN CORP	CL A	751212101	466	6,857	SH		OTR	1	0	6,857	0
RALPH LAUREN CORP	CL A	751212101	78	1,143	SH		SOLE		1,143	0	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	1,732	1,659,000	PRN		SOLE		1,659,000	0	0
RAMBUS INC DEL	COM	750917106	396	28,900	SH		OTR	1	0	28,900	0
RAMBUS INC DEL	COM	750917106	88	6,400	SH		SOLE		6,400	0	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	17,278	16,548,000	PRN		OTR	1	0	16,548,000	0
RAPID7 INC	NOTE 1.250% 8/0	753422AB0	86	55,000	PRN		SOLE		55,000	0	0
RAPID7 INC	COM	753422104	49	800	SH		SOLE		800	0	0
RAPID7 INC	COM	753422104	233	3,800	SH		OTR	1	0	3,800	0
RAYMOND JAMES FINL INC	COM	754730109	682	9,380	SH		SOLE		9,380	0	0
RAYMOND JAMES FINL INC	COM	754730109	13,310	182,928	SH		OTR	1	0	182,928	0
RAYMOND JAMES FINL INC	COM	754730109	1,113	15,299	SH		OTR	5	0	15,299	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	714	12,406	SH		OTR	5	0	12,406	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	2,478	43,063	SH		SOLE		43,063	0	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	19,299	335,406	SH		OTR	1	0	335,406	0
RBB BANCORP	COM	74930B105	75	6,600	SH		SOLE		6,600	0	0
RBB BANCORP	COM	74930B105	328	28,900	SH		OTR	1	0	28,900	0
RCI HOSPITALITY HLDGS INC	COM	74934Q108	324	15,900	SH		SOLE		15,900	0	0
RCI HOSPITALITY HLDGS INC	COM	74934Q108	1,444	70,800	SH		OTR	1	0	70,800	0
REALOGY HLDGS CORP	COM	75605Y106	306	32,400	SH		SOLE		32,400	0	0
REALOGY HLDGS CORP	COM	75605Y106	1,337	141,600	SH		OTR	1	0	141,600	0
REALPAGE INC	COM	75606N109	1,233	21,400	SH		OTR	1	0	21,400	0
REALPAGE INC	NOTE 1.500%11/1	75606NAB5	110	75,000	PRN		SOLE		75,000	0	0
REALPAGE INC	COM	75606N109	0	0	SH		SOLE		0	0	0
REALTY INCOME CORP	COM	756109104	4,611	75,905	SH		OTR	1	0	75,905	0
REALTY INCOME CORP	COM	756109104	555	9,144	SH		SOLE		9,144	0	0
RED ROCK RESORTS INC	CL A	75700L108	87	5,100	SH		SOLE		5,100	0	0
RED ROCK RESORTS INC	CL A	75700L108	386	22,600	SH		OTR	1	0	22,600	0
REDFIN CORP	COM	75737F108	1,807	36,200	SH		OTR	1	0	36,200	0
REDFIN CORP	COM	75737F108	404	8,100	SH		SOLE		8,100	0	0
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	73	80,000	PRN		SOLE		80,000	0	0
REGAL BELOIT CORP	COM	758750103	497	5,290	SH		SOLE		5,290	0	0
REGAL BELOIT CORP	COM	758750103	9,837	104,789	SH		OTR	1	0	104,789	0
REGAL BELOIT CORP	COM	758750103	859	9,150	SH		OTR	5	0	9,150	0
REGENCY CTRS CORP	COM	758849103	854	22,464	SH		OTR	1	0	22,464	0
REGENCY CTRS CORP	COM	758849103	142	3,727	SH		SOLE		3,727	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	1,762	3,148	SH		SOLE		3,148	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	681	1,216	SH		OTR	5	0	1,216	0
REGENERON PHARMACEUTICALS	COM	75886F107	23,696	42,331	SH		OTR	1	0	42,331	0
REGENXBIO INC	COM	75901B107	1,464	53,212	SH		OTR	1	0	53,212	0
REGENXBIO INC	COM	75901B107	329	11,957	SH		SOLE		11,957	0	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	1,576	136,719	SH		OTR	1	0	136,719	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	303	26,316	SH		SOLE		26,316	0	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	719	7,553	SH		OTR	1	0	7,553	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	86	900	SH		SOLE		900	0	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	462	4,532	SH		SOLE		4,532	0	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	632	6,195	SH		OTR	5	0	6,195	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	9,099	89,170	SH		OTR	1	0	89,170	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	2,853	53,400	SH		OTR	1	0	53,400	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	636	11,900	SH		SOLE		11,900	0	0
RENT A CTR INC NEW	COM	76009N100	2,672	89,400	SH		OTR	1	0	89,400	0
RENT A CTR INC NEW	COM	76009N100	598	20,000	SH		SOLE		20,000	0	0
REPRO MED SYS INC	COM	759910102	237	32,800	SH		SOLE		32,800	0	0
REPRO MED SYS INC	COM	759910102	1,059	146,700	SH		OTR	1	0	146,700	0
REPUBLIC BANCORP INC KY	CL A	760281204	480	17,031	SH		OTR	1	0	17,031	0
REPUBLIC BANCORP INC KY	CL A	760281204	105	3,711	SH		SOLE		3,711	0	0
REPUBLIC SVCS INC	COM	760759100	5,448	58,363	SH		OTR	1	0	58,363	0
REPUBLIC SVCS INC	COM	760759100	491	5,259	SH		SOLE		5,259	0	0
RESMED INC	COM	761152107	773	4,510	SH		SOLE		4,510	0	0
RESMED INC	COM	761152107	221	1,292	SH		OTR	5	0	1,292	0
RESMED INC	COM	761152107	6,033	35,191	SH		OTR	1	0	35,191	0
RETAIL PPTYS AMER INC	CL A	76131V202	84	14,500	SH		OTR	1	0	14,500	0
RETAIL PPTYS AMER INC	CL A	76131V202	20	3,400	SH		SOLE		3,400	0	0
RETROPHIN INC	COM	761299106	218	11,827	SH		SOLE		11,827	0	0
RETROPHIN INC	COM	761299106	950	51,473	SH		OTR	1	0	51,473	0
REXFORD INDL RLTY INC	COM	76169C100	0	0	SH		SOLE		0	0	0
REXFORD INDL RLTY INC	COM	76169C100	1,550	33,869	SH		OTR	1	0	33,869	0
REXNORD CORP	COM	76169B102	286	9,600	SH		OTR	1	0	9,600	0
REXNORD CORP	COM	76169B102	63	2,100	SH		SOLE		2,100	0	0
RH	COM	74967X103	536	1,400	SH		SOLE		1,400	0	0
RH	COM	74967X103	2,372	6,200	SH		OTR	1	0	6,200	0
RIBBON COMMUNICATIONS INC	COM	762544104	842	217,500	SH		OTR	1	0	217,500	0
RIBBON COMMUNICATIONS INC	COM	762544104	187	48,400	SH		SOLE		48,400	0	0
RIMINI STR INC DEL	COM	76674Q107	447	138,700	SH		OTR	1	0	138,700	0
RIMINI STR INC DEL	COM	76674Q107	99	30,900	SH		SOLE		30,900	0	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	541	161,000	PRN		SOLE		161,000	0	0
RINGCENTRAL INC	CL A	76680R206	82	300	SH		SOLE		300	0	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	6,725	2,002,000	PRN		DFND	1	0	2,002,000	0
RINGCENTRAL INC	CL A	76680R206	4,142	15,085	SH		OTR	1	0	15,085	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	97	29,000	PRN		OTR	4	0	29,000	0
RIVERVIEW BANCORP INC	COM	769397100	119	28,600	SH		OTR	1	0	28,600	0
RIVERVIEW BANCORP INC	COM	769397100	27	6,500	SH		SOLE		6,500	0	0
RMR GROUP INC	CL A	74967R106	874	31,800	SH		OTR	1	0	31,800	0
RMR GROUP INC	CL A	74967R106	198	7,200	SH		SOLE		7,200	0	0
ROBERT HALF INTL INC	COM	770323103	143	2,696	SH		SOLE		2,696	0	0
ROBERT HALF INTL INC	COM	770323103	2,326	43,937	SH		OTR	1	0	43,937	0
ROCKET COS INC	COM CL A	77311W101	0	0	SH		SOLE		0	0	0
ROCKET COS INC	COM CL A	77311W101	1,130	56,682	SH		OTR	1	0	56,682	0
ROCKWELL AUTOMATION INC	COM	773903109	3,644	16,512	SH		OTR	1	0	16,512	0
ROCKWELL AUTOMATION INC	COM	773903109	692	3,138	SH		SOLE		3,138	0	0
ROCKY BRANDS INC	COM	774515100	382	15,379	SH		SOLE		15,379	0	0
ROCKY BRANDS INC	COM	774515100	1,714	69,045	SH		OTR	1	0	69,045	0
ROKU INC	COM CL A	77543R102	3,807	20,166	SH		OTR	1	0	20,166	0
ROKU INC	COM CL A	77543R102	38	200	SH		SOLE		200	0	0
ROLLINS INC	COM	775711104	188	3,472	SH		SOLE		3,472	0	0
ROLLINS INC	COM	775711104	1,138	21,002	SH		OTR	1	0	21,002	0
ROPER TECHNOLOGIES INC	COM	776696106	1,095	2,771	SH		SOLE		2,771	0	0
ROPER TECHNOLOGIES INC	COM	776696106	7,045	17,830	SH		OTR	1	0	17,830	0
ROSS STORES INC	COM	778296103	5,964	63,907	SH		OTR	1	0	63,907	0
ROSS STORES INC	COM	778296103	886	9,496	SH		SOLE		9,496	0	0
ROYAL GOLD INC	COM	780287108	0	0	SH		SOLE		0	0	0
ROYAL GOLD INC	COM	780287108	2,861	23,806	SH		OTR	1	0	23,806	0
RUSH ENTERPRISES INC	CL A	781846209	601	11,900	SH		SOLE		11,900	0	0
RUSH ENTERPRISES INC	CL B	781846308	53	1,200	SH		SOLE		1,200	0	0
RUSH ENTERPRISES INC	CL A	781846209	2,689	53,200	SH		OTR	1	0	53,200	0
RUSH ENTERPRISES INC	CL B	781846308	261	5,900	SH		OTR	1	0	5,900	0
RYERSON HLDG CORP	COM	783754104	116	20,200	SH		SOLE		20,200	0	0
RYERSON HLDG CORP	COM	783754104	515	89,800	SH		OTR	1	0	89,800	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	228	6,200	SH		OTR	1	0	6,200	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	52	1,400	SH		SOLE		1,400	0	0
S&P GLOBAL INC	COM	78409V104	3,077	8,532	SH		SOLE		8,532	0	0
S&P GLOBAL INC	COM	78409V104	33,767	93,642	SH		OTR	1	0	93,642	0
S&P GLOBAL INC	COM	78409V104	1,742	4,831	SH		OTR	5	0	4,831	0
SABRA HEALTH CARE REIT INC	COM	78573L106	1,598	115,900	SH		OTR	1	0	115,900	0
SABRA HEALTH CARE REIT INC	COM	78573L106	358	26,000	SH		SOLE		26,000	0	0
SAFETY INS GROUP INC	COM	78648T100	332	4,800	SH		OTR	1	0	4,800	0
SAFETY INS GROUP INC	COM	78648T100	62	900	SH		SOLE		900	0	0
SAILPOINT TECHNLGIES HLDGS I	COM	78781P105	210	5,300	SH		SOLE		5,300	0	0
SAILPOINT TECHNLGIES HLDGS I	COM	78781P105	930	23,500	SH		OTR	1	0	23,500	0
SALESFORCE COM INC	COM	79466L302	6,592	26,229	SH		SOLE		26,229	0	0
SALESFORCE COM INC	COM	79466L302	1,861	7,406	SH		OTR	5	0	7,406	0
SALESFORCE COM INC	COM	79466L302	59,361	236,196	SH		OTR	1	0	236,196	0
SANGAMO THERAPEUTICS INC	COM	800677106	223	23,549	SH		SOLE		23,549	0	0
SANGAMO THERAPEUTICS INC	COM	800677106	995	105,333	SH		OTR	1	0	105,333	0
SANMINA CORPORATION	COM	801056102	2,817	104,147	SH		OTR	1	0	104,147	0
SANMINA CORPORATION	COM	801056102	631	23,328	SH		SOLE		23,328	0	0
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	280	135,000	PRN		SOLE		135,000	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	8,577	26,931	SH		OTR	1	0	26,931	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	1,289	4,046	SH		SOLE		4,046	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	573	1,799	SH		OTR	5	0	1,799	0
SCANSOURCE INC	COM	806037107	974	49,100	SH		OTR	1	0	49,100	0
SCANSOURCE INC	COM	806037107	218	11,000	SH		SOLE		11,000	0	0
SCHLUMBERGER LTD	COM	806857108	4,038	259,535	SH		OTR	1	0	259,535	0
SCHLUMBERGER LTD	COM	806857108	568	36,534	SH		SOLE		36,534	0	0
SCHNEIDER NATIONAL INC	CL B	80689H102	422	17,066	SH		SOLE		17,066	0	0
SCHNEIDER NATIONAL INC	CL B	80689H102	9,128	369,117	SH		OTR	1	0	369,117	0
SCHNITZER STL INDS	CL A	806882106	465	24,200	SH		SOLE		24,200	0	0
SCHNITZER STL INDS	CL A	806882106	2,067	107,500	SH		OTR	1	0	107,500	0
SCHWAB CHARLES CORP	COM	808513105	1,111	30,663	SH		SOLE		30,663	0	0
SCHWAB CHARLES CORP	COM	808513105	7,189	198,432	SH		OTR	1	0	198,432	0
SEALED AIR CORP NEW	COM	81211K100	860	22,167	SH		OTR	1	0	22,167	0
SEALED AIR CORP NEW	COM	81211K100	143	3,680	SH		SOLE		3,680	0	0
SEATTLE GENETICS INC	COM	812578102	154	787	SH		SOLE		787	0	0
SEATTLE GENETICS INC	COM	812578102	3,439	17,575	SH		OTR	1	0	17,575	0
SELECT MED HLDGS CORP	COM	81619Q105	675	32,400	SH		SOLE		32,400	0	0
SELECT MED HLDGS CORP	COM	81619Q105	2,992	143,700	SH		OTR	1	0	143,700	0
SEMPRA ENERGY	COM	816851109	5,866	49,564	SH		OTR	1	0	49,564	0
SEMPRA ENERGY	COM	816851109	878	7,417	SH		SOLE		7,417	0	0
SENECA FOODS CORP NEW	CL A	817070501	250	7,000	SH		SOLE		7,000	0	0
SENECA FOODS CORP NEW	CL A	817070501	1,135	31,767	SH		OTR	1	0	31,767	0
SERVICE PPTYS TR	COM SH BEN INT	81761L102	89	11,200	SH		OTR	1	0	11,200	0
SERVICE PPTYS TR	COM SH BEN INT	81761L102	21	2,600	SH		SOLE		2,600	0	0
SERVICENOW INC	COM	81762P102	2,979	6,143	SH		SOLE		6,143	0	0
SERVICENOW INC	COM	81762P102	33,149	68,349	SH		OTR	1	0	68,349	0
SERVICENOW INC	NOTE 6/0	81762PAC6	112	31,000	PRN		OTR	4	0	31,000	0
SERVICENOW INC	NOTE 6/0	81762PAC6	7,851	2,172,000	PRN		DFND	1	0	2,172,000	0
SERVICENOW INC	COM	81762P102	766	1,579	SH		OTR	5	0	1,579	0
SHENANDOAH TELECOMMUNICATION	COM	82312B106	40	900	SH		SOLE		900	0	0
SHENANDOAH TELECOMMUNICATION	COM	82312B106	178	4,000	SH		OTR	1	0	4,000	0
SHERWIN WILLIAMS CO	COM	824348106	2,133	3,061	SH		SOLE		3,061	0	0
SHERWIN WILLIAMS CO	COM	824348106	9,039	12,973	SH		OTR	1	0	12,973	0
SHUTTERSTOCK INC	COM	825690100	1,634	31,400	SH		OTR	1	0	31,400	0
SHUTTERSTOCK INC	COM	825690100	375	7,200	SH		SOLE		7,200	0	0
SIERRA BANCORP	COM	82620P102	196	11,700	SH		OTR	1	0	11,700	0
SIERRA BANCORP	COM	82620P102	44	2,600	SH		SOLE		2,600	0	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	519	6,255	SH		SOLE		6,255	0	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	988	11,907	SH		OTR	5	0	11,907	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	10,407	125,397	SH		OTR	1	0	125,397	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	32	27,000	PRN		OTR	4	0	27,000	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	2,253	1,883,000	PRN		DFND	1	0	1,883,000	0
SIMON PPTY GROUP INC NEW	COM	828806109	518	8,014	SH		SOLE		8,014	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	3,623	56,017	SH		OTR	1	0	56,017	0
SIMPSON MANUFACTURING CO INC	COM	829073105	3,274	33,700	SH		OTR	1	0	33,700	0
SIMPSON MANUFACTURING CO INC	COM	829073105	729	7,500	SH		SOLE		7,500	0	0
SJW GROUP	COM	784305104	1,150	18,903	SH		OTR	1	0	18,903	0
SJW GROUP	COM	784305104	249	4,099	SH		SOLE		4,099	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	646	4,440	SH		SOLE		4,440	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	11,903	81,805	SH		OTR	1	0	81,805	0
SL GREEN RLTY CORP	COM	78440X101	484	10,431	SH		OTR	1	0	10,431	0
SL GREEN RLTY CORP	COM	78440X101	80	1,723	SH		SOLE		1,723	0	0
SLEEP NUMBER CORP	COM	83125X103	2,710	55,400	SH		OTR	1	0	55,400	0
SLEEP NUMBER CORP	COM	83125X103	606	12,400	SH		SOLE		12,400	0	0
SLM CORP	COM	78442P106	414	51,187	SH		SOLE		51,187	0	0
SLM CORP	COM	78442P106	10,038	1,240,786	SH		OTR	1	0	1,240,786	0
SMARTFINANCIAL INC	COM NEW	83190L208	358	26,364	SH		OTR	1	0	26,364	0
SMARTFINANCIAL INC	COM NEW	83190L208	80	5,901	SH		SOLE		5,901	0	0
SMITH A O CORP	COM	831865209	1,018	19,276	SH		OTR	1	0	19,276	0
SMITH A O CORP	COM	831865209	169	3,199	SH		SOLE		3,199	0	0
SMUCKER J M CO	COM NEW	832696405	356	3,082	SH		SOLE		3,082	0	0
SMUCKER J M CO	COM NEW	832696405	1,876	16,243	SH		OTR	1	0	16,243	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	6,773	4,879,000	PRN		SOLE		4,879,000	0	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	22,829	16,446,000	PRN		OTR	1	0	16,446,000	0
SNAP ON INC	COM	833034101	189	1,283	SH		SOLE		1,283	0	0
SNAP ON INC	COM	833034101	1,141	7,756	SH		OTR	1	0	7,756	0
SORRENTO THERAPEUTICS INC	COM NEW	83587F202	609	54,600	SH		OTR	1	0	54,600	0
SORRENTO THERAPEUTICS INC	COM NEW	83587F202	139	12,500	SH		SOLE		12,500	0	0
SOUTH PLAINS FINANCIAL INC	COM	83946P107	62	5,000	SH		SOLE		5,000	0	0
SOUTH PLAINS FINANCIAL INC	COM	83946P107	299	24,100	SH		OTR	1	0	24,100	0
SOUTH ST CORP	COM	840441109	135	2,800	SH		SOLE		2,800	0	0
SOUTH ST CORP	COM	840441109	607	12,600	SH		OTR	1	0	12,600	0
SOUTHERN CO	COM	842587107	11,988	221,104	SH		OTR	1	0	221,104	0
SOUTHERN CO	COM	842587107	1,542	28,445	SH		SOLE		28,445	0	0
SOUTHERN CO	COM	842587107	795	14,664	SH		OTR	5	0	14,664	0
SOUTHERN COPPER CORP	COM	84265V105	0	0	SH		SOLE		0	0	0
SOUTHERN COPPER CORP	COM	84265V105	1,184	26,148	SH		OTR	1	0	26,148	0
SOUTHERN NATL BANCORP OF VA	COM	843395104	92	10,600	SH		SOLE		10,600	0	0
SOUTHERN NATL BANCORP OF VA	COM	843395104	412	47,500	SH		OTR	1	0	47,500	0
SOUTHWEST AIRLS CO	COM	844741108	3,150	83,993	SH		OTR	1	0	83,993	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	19,126	14,600,000	PRN		SOLE		14,600,000	0	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	7,333	5,619,000	PRN		DFND	1	0	5,619,000	0
SOUTHWEST AIRLS CO	COM	844741108	522	13,928	SH		SOLE		13,928	0	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	104	80,000	PRN		OTR	4	0	80,000	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	59,304	45,270,000	PRN		OTR	1	0	45,270,000	0
SOUTHWEST GAS HOLDINGS INC	COM	844895102	341	5,400	SH		SOLE		5,400	0	0
SOUTHWEST GAS HOLDINGS INC	COM	844895102	1,527	24,200	SH		OTR	1	0	24,200	0
SPARTANNASH CO	COM	847215100	289	17,700	SH		SOLE		17,700	0	0
SPARTANNASH CO	COM	847215100	1,297	79,300	SH		OTR	1	0	79,300	0
SPDR GOLD TR	GOLD SHS	78463V107	0	0	SH		SOLE		0	0	0
SPDR GOLD TR	GOLD SHS	78463V107	31,489	177,786	SH		OTR	1	0	177,786	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	1,969	5,881	SH		OTR	5	0	5,881	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	618,312	42,955	SH		SOLE		42,955	0	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	603,927	1,803,358	SH		OTR	3	0	1,803,358	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	19,079	56,970	SH		OTR	1	0	56,970	0
SPECTRUM BRANDS HLDGS INC NE	COM	84790A105	332	5,800	SH		SOLE		5,800	0	0
SPECTRUM BRANDS HLDGS INC NE	COM	84790A105	509	8,900	SH		OTR	1	0	8,900	0
SPIRE INC	COM	84857L101	234	4,400	SH		SOLE		4,400	0	0
SPIRE INC	COM	84857L101	1,016	19,100	SH		OTR	1	0	19,100	0
SPIRIT RLTY CAP INC NEW	NOTE 3.750% 5/1	84860WAB8	214	210,000	PRN		SOLE		210,000	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	104	72,000	PRN		OTR	4	0	72,000	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	6,854	4,749,000	PRN		DFND	1	0	4,749,000	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	39,555	28,356,000	PRN		OTR	1	0	28,356,000	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	11,930	8,552,000	PRN		SOLE		8,552,000	0	0
SPORTSMANS WHSE HLDGS INC	COM	84920Y106	2,272	158,800	SH		OTR	1	0	158,800	0
SPORTSMANS WHSE HLDGS INC	COM	84920Y106	509	35,600	SH		SOLE		35,600	0	0
SPROUTS FMRS MKT INC	COM	85208M102	0	0	SH		SOLE		0	0	0
SPROUTS FMRS MKT INC	COM	85208M102	2,350	112,267	SH		OTR	1	0	112,267	0
SPS COMMERCE INC	COM	78463M107	714	9,164	SH		SOLE		9,164	0	0
SPS COMMERCE INC	COM	78463M107	3,193	41,008	SH		OTR	1	0	41,008	0
SPX CORP	COM	784635104	3,121	67,300	SH		OTR	1	0	67,300	0
SPX CORP	COM	784635104	705	15,200	SH		SOLE		15,200	0	0
SQUARE INC	NOTE 0.375% 3/0	852234AB9	177	25,000	PRN		SOLE		25,000	0	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	21,014	9,689,000	PRN		OTR	1	0	9,689,000	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	8,536	3,936,000	PRN		SOLE		3,936,000	0	0
SQUARE INC	CL A	852234103	228	1,400	SH		SOLE		1,400	0	0
SQUARE INC	CL A	852234103	65	400	SH		OTR	1	0	400	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	54	900	SH		SOLE		900	0	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	9,428	155,782	SH		OTR	1	0	155,782	0
STAG INDL INC	COM	85254J102	692	22,700	SH		OTR	1	0	22,700	0
STAG INDL INC	COM	85254J102	159	5,200	SH		SOLE		5,200	0	0
STAMPS COM INC	COM NEW	852857200	3,711	15,400	SH		OTR	1	0	15,400	0
STAMPS COM INC	COM NEW	852857200	819	3,400	SH		SOLE		3,400	0	0
STANDARD MTR PRODS INC	COM	853666105	1,719	38,500	SH		OTR	1	0	38,500	0
STANDARD MTR PRODS INC	COM	853666105	388	8,700	SH		SOLE		8,700	0	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	30,264	297,200	SH		OTR	1	0	297,200	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	8,890	87,300	SH		SOLE		87,300	0	0
STANLEY BLACK & DECKER INC	COM	854502101	3,688	22,737	SH		OTR	1	0	22,737	0
STANLEY BLACK & DECKER INC	COM	854502101	692	4,265	SH		SOLE		4,265	0	0
STARBUCKS CORP	COM	855244109	2,631	30,626	SH		SOLE		30,626	0	0
STARBUCKS CORP	COM	855244109	15,487	180,252	SH		OTR	1	0	180,252	0
STATE STR CORP	COM	857477103	5,104	86,034	SH		OTR	1	0	86,034	0
STATE STR CORP	COM	857477103	576	9,709	SH		SOLE		9,709	0	0
STEEL DYNAMICS INC	COM	858119100	469	16,390	SH		SOLE		16,390	0	0
STEEL DYNAMICS INC	COM	858119100	805	28,106	SH		OTR	5	0	28,106	0
STEEL DYNAMICS INC	COM	858119100	5,832	203,697	SH		OTR	1	0	203,697	0
STEELCASE INC	CL A	858155203	93	9,200	SH		SOLE		9,200	0	0
STEELCASE INC	CL A	858155203	418	41,300	SH		OTR	1	0	41,300	0
STEPAN CO	COM	858586100	578	5,300	SH		SOLE		5,300	0	0
STEPAN CO	COM	858586100	2,572	23,600	SH		OTR	1	0	23,600	0
STERLING CONSTRUCTION CO INC	COM	859241101	102	7,200	SH		SOLE		7,200	0	0
STERLING CONSTRUCTION CO INC	COM	859241101	449	31,726	SH		OTR	1	0	31,726	0
STEWART INFORMATION SVCS COR	COM	860372101	2,526	57,762	SH		OTR	1	0	57,762	0
STEWART INFORMATION SVCS COR	COM	860372101	565	12,918	SH		SOLE		12,918	0	0
STIFEL FINL CORP	COM	860630102	420	8,300	SH		SOLE		8,300	0	0
STIFEL FINL CORP	COM	860630102	1,876	37,100	SH		OTR	1	0	37,100	0
STONEX GROUP INC	COM	861896108	1,725	33,719	SH		OTR	1	0	33,719	0
STONEX GROUP INC	COM	861896108	384	7,500	SH		SOLE		7,500	0	0
STRYKER CORPORATION	COM	863667101	10,738	51,534	SH		OTR	1	0	51,534	0
STRYKER CORPORATION	COM	863667101	1,814	8,706	SH		SOLE		8,706	0	0
SUN CMNTYS INC	COM	866674104	2,528	17,979	SH		OTR	1	0	17,979	0
SUN CMNTYS INC	COM	866674104	28	200	SH		SOLE		200	0	0
SUNNOVA ENERGY INTL INC.	COM	86745K104	255	8,400	SH		SOLE		8,400	0	0
SUNNOVA ENERGY INTL INC.	COM	86745K104	1,131	37,200	SH		OTR	1	0	37,200	0
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	126	130,000	PRN		SOLE		130,000	0	0
SUNRUN INC	COM	86771W105	3,368	43,700	SH		OTR	1	0	43,700	0
SUNRUN INC	COM	86771W105	755	9,800	SH		SOLE		9,800	0	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	152	7,300	SH		SOLE		7,300	0	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	686	32,900	SH		OTR	1	0	32,900	0
SVB FINANCIAL GROUP	COM	78486Q101	442	1,836	SH		OTR	5	0	1,836	0
SVB FINANCIAL GROUP	COM	78486Q101	639	2,655	SH		SOLE		2,655	0	0
SVB FINANCIAL GROUP	COM	78486Q101	10,188	42,341	SH		OTR	1	0	42,341	0
SVMK INC	COM	78489X103	447	20,200	SH		SOLE		20,200	0	0
SVMK INC	COM	78489X103	2,016	91,200	SH		OTR	1	0	91,200	0
SYKES ENTERPRISES INC	COM	871237103	2,391	69,900	SH		OTR	1	0	69,900	0
SYKES ENTERPRISES INC	COM	871237103	537	15,700	SH		SOLE		15,700	0	0
SYNAPTICS INC	NOTE 0.500% 6/1	87157DAD1	143	115,000	PRN		SOLE		115,000	0	0
SYNCHRONY FINANCIAL	COM	87165B103	1,144	43,709	SH		OTR	5	0	43,709	0
SYNCHRONY FINANCIAL	COM	87165B103	15,458	590,678	SH		OTR	1	0	590,678	0
SYNCHRONY FINANCIAL	COM	87165B103	933	35,670	SH		SOLE		35,670	0	0
SYNEOS HEALTH INC	CL A	87166B102	314	5,900	SH		SOLE		5,900	0	0
SYNEOS HEALTH INC	CL A	87166B102	3,694	69,481	SH		OTR	1	0	69,481	0
SYNNEX CORP	COM	87162W100	13,119	93,666	SH		OTR	1	0	93,666	0
SYNNEX CORP	COM	87162W100	560	4,001	SH		SOLE		4,001	0	0
SYNNEX CORP	COM	87162W100	1,064	7,597	SH		OTR	5	0	7,597	0
SYNOPSYS INC	COM	871607107	21,139	98,791	SH		OTR	1	0	98,791	0
SYNOPSYS INC	COM	871607107	872	4,077	SH		SOLE		4,077	0	0
SYNOVUS FINL CORP	COM NEW	87161C501	417	19,700	SH		SOLE		19,700	0	0
SYNOVUS FINL CORP	COM NEW	87161C501	2,829	133,648	SH		OTR	1	0	133,648	0
SYSCO CORP	COM	871829107	827	13,293	SH		SOLE		13,293	0	0
SYSCO CORP	COM	871829107	5,851	94,037	SH		OTR	1	0	94,037	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	8	100	SH		DFND	1	0	100	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	25,304	312,129	SH		OTR	1	0	312,129	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	18,384	226,765	SH		SOLE		226,765	0	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	7	40	SH		OTR	5	0	40	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	19,602	118,641	SH		OTR	1	0	118,641	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	511	3,094	SH		SOLE		3,094	0	0
TAL EDUCATION GROUP	SPONSORED ADS	874080104	99	1,300	SH		SOLE		1,300	0	0
TAL EDUCATION GROUP	SPONSORED ADS	874080104	669	8,800	SH		OTR	1	0	8,800	0
TALOS ENERGY INC	COM	87484T108	4,224	654,873	SH		SOLE		654,873	0	0
TALOS ENERGY INC	COM	87484T108	40	6,187	SH		OTR	5	0	6,187	0
TALOS ENERGY INC	COM	87484T108	18,109	2,807,671	SH		OTR	1	0	2,807,671	0
TAPESTRY INC	COM	876030107	615	39,334	SH		OTR	1	0	39,334	0
TAPESTRY INC	COM	876030107	102	6,527	SH		SOLE		6,527	0	0
TARGA RES CORP	COM	87612G101	1,457	103,827	SH		OTR	1	0	103,827	0
TARGA RES CORP	COM	87612G101	0	0	SH		SOLE		0	0	0
TARGET CORP	COM	87612E106	2,949	18,733	SH		SOLE		18,733	0	0
TARGET CORP	COM	87612E106	1,668	10,598	SH		OTR	5	0	10,598	0
TARGET CORP	COM	87612E106	24,773	157,368	SH		OTR	1	0	157,368	0
TAYLOR MORRISON HOME CORP	COM	87724P106	182	7,400	SH		SOLE		7,400	0	0
TAYLOR MORRISON HOME CORP	COM	87724P106	821	33,400	SH		OTR	1	0	33,400	0
TD AMERITRADE HLDG CORP	COM	87236Y108	0	0	SH		SOLE		0	0	0
TD AMERITRADE HLDG CORP	COM	87236Y108	2,555	65,255	SH		OTR	1	0	65,255	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	11,853	2,897,000	PRN		SOLE		2,897,000	0	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	38,590	9,432,000	PRN		OTR	1	0	9,432,000	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	159	39,000	PRN		OTR	4	0	39,000	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	10,914	2,674,000	PRN		DFND	1	0	2,674,000	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	1,629	5,250	SH		OTR	1	0	5,250	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	301	970	SH		SOLE		970	0	0
TELEFLEX INCORPORATED	COM	879369106	373	1,095	SH		SOLE		1,095	0	0
TELEFLEX INCORPORATED	COM	879369106	16,536	48,574	SH		OTR	1	0	48,574	0
TENABLE HLDGS INC	COM	88025T102	162	4,300	SH		OTR	1	0	4,300	0
TENABLE HLDGS INC	COM	88025T102	38	1,000	SH		SOLE		1,000	0	0
TENET HEALTHCARE CORP	COM NEW	88033G407	1,439	58,700	SH		OTR	1	0	58,700	0
TENET HEALTHCARE CORP	COM NEW	88033G407	328	13,400	SH		SOLE		13,400	0	0
TENNANT CO	COM	880345103	268	4,448	SH		OTR	1	0	4,448	0
TENNANT CO	COM	880345103	63	1,042	SH		SOLE		1,042	0	0
TERADATA CORP DEL	COM	88076W103	0	0	SH		SOLE		0	0	0
TERADATA CORP DEL	COM	88076W103	1,342	59,125	SH		OTR	1	0	59,125	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	370	145,000	PRN		SOLE		145,000	0	0
TERADYNE INC	COM	880770102	1,879	23,642	SH		OTR	1	0	23,642	0
TERADYNE INC	COM	880770102	322	4,047	SH		SOLE		4,047	0	0
TERRENO RLTY CORP	COM	88146M101	192	3,500	SH		SOLE		3,500	0	0
TERRENO RLTY CORP	COM	88146M101	843	15,400	SH		OTR	1	0	15,400	0
TESLA INC	COM	88160R101	1,820	4,242	SH		SOLE		4,242	0	0
TESLA INC	NOTE 1.250% 3/0	88160RAC5	74,784	12,558,000	PRN		OTR	1	0	12,558,000	0
TESLA INC	NOTE 1.250% 3/0	88160RAC5	25,142	4,222,000	PRN		SOLE		4,222,000	0	0
TESLA INC	NOTE 2.000% 5/1	88160RAG6	3,181	460,000	PRN		SOLE		460,000	0	0
TESLA INC	COM	88160R101	29,676	69,173	SH		OTR	1	0	69,173	0
TESLA INC	NOTE 2.375% 3/1	88160RAD3	170	26,000	PRN		OTR	4	0	26,000	0
TESLA INC	NOTE 2.375% 3/1	88160RAD3	11,143	1,704,000	PRN		DFND	1	0	1,704,000	0
TEXAS CAP BANCSHARES INC	COM	88224Q107	93	3,000	SH		SOLE		3,000	0	0
TEXAS CAP BANCSHARES INC	COM	88224Q107	402	12,900	SH		OTR	1	0	12,900	0
TEXAS INSTRS INC	COM	882508104	27	190	SH		OTR	5	0	190	0
TEXAS INSTRS INC	COM	882508104	3,429	24,012	SH		SOLE		24,012	0	0
TEXAS INSTRS INC	COM	882508104	20,095	140,734	SH		OTR	1	0	140,734	0
TEXAS ROADHOUSE INC	COM	882681109	1,059	17,415	SH		OTR	1	0	17,415	0
TEXAS ROADHOUSE INC	COM	882681109	243	4,000	SH		SOLE		4,000	0	0
TEXTRON INC	COM	883203101	999	27,694	SH		OTR	5	0	27,694	0
TEXTRON INC	COM	883203101	12,198	337,986	SH		OTR	1	0	337,986	0
TEXTRON INC	COM	883203101	478	13,233	SH		SOLE		13,233	0	0
TG THERAPEUTICS INC	COM	88322Q108	351	13,100	SH		SOLE		13,100	0	0
TG THERAPEUTICS INC	COM	88322Q108	1,563	58,400	SH		OTR	1	0	58,400	0
THE ODP CORP	COM	88337F105	2,250	115,656	SH		OTR	1	0	115,656	0
THE ODP CORP	COM	88337F105	503	25,867	SH		SOLE		25,867	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	28,535	64,630	SH		OTR	1	0	64,630	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	387	876	SH		OTR	5	0	876	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	4,886	11,067	SH		SOLE		11,067	0	0
THOR INDS INC	COM	885160101	343	3,600	SH		SOLE		3,600	0	0
THOR INDS INC	COM	885160101	3,288	34,519	SH		OTR	1	0	34,519	0
TIFFANY & CO NEW	COM	886547108	1,782	15,381	SH		OTR	1	0	15,381	0
TIFFANY & CO NEW	COM	886547108	318	2,744	SH		SOLE		2,744	0	0
TIVITY HEALTH INC	COM	88870R102	205	14,600	SH		SOLE		14,600	0	0
TIVITY HEALTH INC	COM	88870R102	935	66,700	SH		OTR	1	0	66,700	0
TJX COS INC NEW	COM	872540109	10,719	192,607	SH		OTR	1	0	192,607	0
TJX COS INC NEW	COM	872540109	1,758	31,583	SH		SOLE		31,583	0	0
T-MOBILE US INC	COM	872590104	1,672	14,623	SH		SOLE		14,623	0	0
T-MOBILE US INC	COM	872590104	10,479	91,633	SH		OTR	1	0	91,633	0
TOPBUILD CORP	COM	89055F103	666	3,900	SH		SOLE		3,900	0	0
TOPBUILD CORP	COM	89055F103	2,902	17,000	SH		OTR	1	0	17,000	0
TRACTOR SUPPLY CO	COM	892356106	1,049	7,319	SH		SOLE		7,319	0	0
TRACTOR SUPPLY CO	COM	892356106	23,068	160,932	SH		OTR	1	0	160,932	0
TRACTOR SUPPLY CO	COM	892356106	1,153	8,045	SH		OTR	5	0	8,045	0
TRANSDIGM GROUP INC	COM	893641100	3,667	7,718	SH		OTR	1	0	7,718	0
TRANSDIGM GROUP INC	COM	893641100	655	1,379	SH		SOLE		1,379	0	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	5	27,000	PRN		OTR	4	0	27,000	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	26	135,000	PRN		SOLE		135,000	0	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	320	1,729,000	PRN		DFND	1	0	1,729,000	0
TRAVELERS COMPANIES INC	COM	89417E109	700	6,472	SH		SOLE		6,472	0	0
TRAVELERS COMPANIES INC	COM	89417E109	5,064	46,809	SH		OTR	1	0	46,809	0
TREDEGAR CORP	COM	894650100	125	8,375	SH		SOLE		8,375	0	0
TREDEGAR CORP	COM	894650100	577	38,803	SH		OTR	1	0	38,803	0
TRI POINTE GROUP INC	COM	87265H109	499	27,500	SH		SOLE		27,500	0	0
TRI POINTE GROUP INC	COM	87265H109	2,264	124,800	SH		OTR	1	0	124,800	0
TRIBUNE PUBG CO NEW	COM	89609W107	103	8,800	SH		OTR	1	0	8,800	0
TRIBUNE PUBG CO NEW	COM	89609W107	23	2,000	SH		SOLE		2,000	0	0
TRINET GROUP INC	COM	896288107	991	16,700	SH		OTR	1	0	16,700	0
TRINET GROUP INC	COM	896288107	225	3,800	SH		SOLE		3,800	0	0
TRIP COM GROUP LTD	ADS	89677Q107	47	1,500	SH		SOLE		1,500	0	0
TRIP COM GROUP LTD	ADS	89677Q107	349	11,200	SH		OTR	1	0	11,200	0
TRIPADVISOR INC	COM	896945201	0	0	SH		SOLE		0	0	0
TRIPADVISOR INC	COM	896945201	1,082	55,257	SH		OTR	1	0	55,257	0
TRIPLE-S MGMT CORP	CL B	896749108	63	3,500	SH		SOLE		3,500	0	0
TRIPLE-S MGMT CORP	CL B	896749108	277	15,500	SH		OTR	1	0	15,500	0
TRUEBLUE INC	COM	89785X101	937	60,500	SH		OTR	1	0	60,500	0
TRUEBLUE INC	COM	89785X101	209	13,500	SH		SOLE		13,500	0	0
TRUIST FINL CORP	COM	89832Q109	13,662	359,053	SH		OTR	1	0	359,053	0
TRUIST FINL CORP	COM	89832Q109	1,491	39,174	SH		SOLE		39,174	0	0
TRUIST FINL CORP	COM	89832Q109	1,473	38,707	SH		OTR	5	0	38,707	0
TRUPANION INC	COM	898202106	892	11,300	SH		OTR	1	0	11,300	0
TRUPANION INC	COM	898202106	197	2,500	SH		SOLE		2,500	0	0
TTEC HLDGS INC	COM	89854H102	469	8,600	SH		OTR	1	0	8,600	0
TTEC HLDGS INC	COM	89854H102	104	1,900	SH		SOLE		1,900	0	0
TUPPERWARE BRANDS CORP	COM	899896104	643	31,900	SH		OTR	1	0	31,900	0
TUPPERWARE BRANDS CORP	COM	899896104	141	7,000	SH		SOLE		7,000	0	0
TURNING POINT THERAPEUTICS I	COM	90041T108	1,599	18,300	SH		OTR	1	0	18,300	0
TURNING POINT THERAPEUTICS I	COM	90041T108	358	4,100	SH		SOLE		4,100	0	0
TUTOR PERINI CORP	COM	901109108	105	9,400	SH		SOLE		9,400	0	0
TUTOR PERINI CORP	COM	901109108	464	41,700	SH		OTR	1	0	41,700	0
TWILIO INC	NOTE 0.250% 6/0	90138FAB8	6,805	1,951,000	PRN		SOLE		1,951,000	0	0
TWILIO INC	CL A	90138F102	99	400	SH		SOLE		400	0	0
TWILIO INC	NOTE 0.250% 6/0	90138FAB8	19,295	5,532,000	PRN		OTR	1	0	5,532,000	0
TWILIO INC	CL A	90138F102	6,243	25,266	SH		OTR	1	0	25,266	0
TWIN RIV WORLDWIDE HLDGS INC	COM	90171V204	573	21,800	SH		SOLE		21,800	0	0
TWIN RIV WORLDWIDE HLDGS INC	COM	90171V204	2,543	96,800	SH		OTR	1	0	96,800	0
TWIST BIOSCIENCE CORP	COM	90184D100	334	4,400	SH		SOLE		4,400	0	0
TWIST BIOSCIENCE CORP	COM	90184D100	1,504	19,800	SH		OTR	1	0	19,800	0
TWITTER INC	COM	90184L102	5,341	120,027	SH		OTR	1	0	120,027	0
TWITTER INC	NOTE 1.000% 9/1	90184LAD4	254	255,000	PRN		SOLE		255,000	0	0
TWITTER INC	COM	90184L102	926	20,803	SH		SOLE		20,803	0	0
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	307	275,000	PRN		SOLE		275,000	0	0
TWO HBRS INVT CORP	COM NEW	90187B408	116	22,700	SH		OTR	1	0	22,700	0
TWO HBRS INVT CORP	COM NEW	90187B408	27	5,300	SH		SOLE		5,300	0	0
TYLER TECHNOLOGIES INC	COM	902252105	1,997	5,730	SH		OTR	1	0	5,730	0
TYLER TECHNOLOGIES INC	COM	902252105	330	948	SH		SOLE		948	0	0
TYSON FOODS INC	CL A	902494103	15,966	268,431	SH		OTR	1	0	268,431	0
TYSON FOODS INC	CL A	902494103	1,041	17,500	SH		SOLE		17,500	0	0
TYSON FOODS INC	CL A	902494103	1,150	19,336	SH		OTR	5	0	19,336	0
U S XPRESS ENTERPRISES INC	COM CL A	90338N202	163	19,700	SH		OTR	1	0	19,700	0
U S XPRESS ENTERPRISES INC	COM CL A	90338N202	36	4,300	SH		SOLE		4,300	0	0
UBER TECHNOLOGIES INC	COM	90353T100	1,231	33,751	SH		OTR	1	0	33,751	0
UBER TECHNOLOGIES INC	COM	90353T100	91	2,500	SH		SOLE		2,500	0	0
UDR INC	COM	902653104	227	6,966	SH		SOLE		6,966	0	0
UDR INC	COM	902653104	1,473	45,177	SH		OTR	1	0	45,177	0
UFP INDUSTRIES INC	COM	90278Q108	757	13,400	SH		SOLE		13,400	0	0
UFP INDUSTRIES INC	COM	90278Q108	3,374	59,700	SH		OTR	1	0	59,700	0
ULTA BEAUTY INC	COM	90384S303	1,796	8,020	SH		OTR	1	0	8,020	0
ULTA BEAUTY INC	COM	90384S303	342	1,528	SH		SOLE		1,528	0	0
ULTRA CLEAN HLDGS INC	COM	90385V107	2,163	100,800	SH		OTR	1	0	100,800	0
ULTRA CLEAN HLDGS INC	COM	90385V107	479	22,300	SH		SOLE		22,300	0	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	2,554	31,080	SH		OTR	1	0	31,080	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	575	6,991	SH		SOLE		6,991	0	0
UNDER ARMOUR INC	CL A	904311107	301	26,846	SH		OTR	1	0	26,846	0
UNDER ARMOUR INC	CL A	904311107	61	5,389	SH		SOLE		5,389	0	0
UNDER ARMOUR INC	CL C	904311206	272	27,690	SH		OTR	1	0	27,690	0
UNDER ARMOUR INC	CL C	904311206	34	3,465	SH		SOLE		3,465	0	0
UNION PAC CORP	COM	907818108	3,846	19,537	SH		SOLE		19,537	0	0
UNION PAC CORP	COM	907818108	25,391	128,972	SH		OTR	1	0	128,972	0
UNION PAC CORP	COM	907818108	1,300	6,602	SH		OTR	5	0	6,602	0
UNITED AIRLS HLDGS INC	COM	910047109	1,440	41,434	SH		OTR	1	0	41,434	0
UNITED AIRLS HLDGS INC	COM	910047109	238	6,861	SH		SOLE		6,861	0	0
UNITED BANKSHARES INC WEST V	COM	909907107	359	16,700	SH		OTR	1	0	16,700	0
UNITED BANKSHARES INC WEST V	COM	909907107	84	3,900	SH		SOLE		3,900	0	0
UNITED CMNTY BKS BLAIRSVLE G	COM	90984P303	80	4,700	SH		SOLE		4,700	0	0
UNITED CMNTY BKS BLAIRSVLE G	COM	90984P303	369	21,800	SH		OTR	1	0	21,800	0
UNITED NAT FOODS INC	COM	911163103	253	17,000	SH		SOLE		17,000	0	0
UNITED NAT FOODS INC	COM	911163103	1,142	76,800	SH		OTR	1	0	76,800	0
UNITED PARCEL SERVICE INC	CL B	911312106	19,955	119,756	SH		OTR	1	0	119,756	0
UNITED PARCEL SERVICE INC	CL B	911312106	3,400	20,402	SH		SOLE		20,402	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	514	3,084	SH		OTR	5	0	3,084	0
UNITED RENTALS INC	COM	911363109	1,948	11,164	SH		OTR	1	0	11,164	0
UNITED RENTALS INC	COM	911363109	419	2,401	SH		SOLE		2,401	0	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	55	545	SH		SOLE		545	0	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	5,139	50,882	SH		OTR	1	0	50,882	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	496	4,913	SH		OTR	5	0	4,913	0
UNITEDHEALTH GROUP INC	COM	91324P102	73,453	235,599	SH		OTR	1	0	235,599	0
UNITEDHEALTH GROUP INC	COM	91324P102	8,113	26,023	SH		SOLE		26,023	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	3,083	9,889	SH		OTR	5	0	9,889	0
UNITI GROUP INC	COM	91325V108	429	40,700	SH		SOLE		40,700	0	0
UNITI GROUP INC	COM	91325V108	1,924	182,600	SH		OTR	1	0	182,600	0
UNIVAR SOLUTIONS USA INC	COM	91336L107	853	50,540	SH		OTR	1	0	50,540	0
UNIVAR SOLUTIONS USA INC	COM	91336L107	201	11,900	SH		SOLE		11,900	0	0
UNIVERSAL CORP VA	COM	913456109	87	2,067	SH		SOLE		2,067	0	0
UNIVERSAL CORP VA	COM	913456109	409	9,760	SH		OTR	1	0	9,760	0
UNIVERSAL HEALTH RLTY INCM T	SH BEN INT	91359E105	51	900	SH		SOLE		900	0	0
UNIVERSAL HEALTH RLTY INCM T	SH BEN INT	91359E105	251	4,400	SH		OTR	1	0	4,400	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	8,725	81,525	SH		OTR	1	0	81,525	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	105	983	SH		OTR	5	0	983	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	226	2,110	SH		SOLE		2,110	0	0
UNIVERSAL INS HLDGS INC	COM	91359V107	202	14,600	SH		SOLE		14,600	0	0
UNIVERSAL INS HLDGS INC	COM	91359V107	907	65,500	SH		OTR	1	0	65,500	0
UNIVERSAL TECHNICAL INST INC	COM	913915104	20	4,000	SH		SOLE		4,000	0	0
UNIVERSAL TECHNICAL INST INC	COM	913915104	90	17,800	SH		OTR	1	0	17,800	0
UNUM GROUP	COM	91529Y106	8,542	507,526	SH		OTR	1	0	507,526	0
UNUM GROUP	COM	91529Y106	714	42,441	SH		OTR	5	0	42,441	0
UNUM GROUP	COM	91529Y106	427	25,379	SH		SOLE		25,379	0	0
URBAN EDGE PPTYS	COM	91704F104	246	25,300	SH		OTR	1	0	25,300	0
URBAN EDGE PPTYS	COM	91704F104	52	5,400	SH		SOLE		5,400	0	0
US BANCORP DEL	COM NEW	902973304	1,274	35,529	SH		SOLE		35,529	0	0
US BANCORP DEL	COM NEW	902973304	8,002	223,208	SH		OTR	1	0	223,208	0
USANA HEALTH SCIENCES INC	COM	90328M107	258	3,500	SH		SOLE		3,500	0	0
USANA HEALTH SCIENCES INC	COM	90328M107	1,142	15,500	SH		OTR	1	0	15,500	0
V F CORP	COM	918204108	592	8,431	SH		SOLE		8,431	0	0
V F CORP	COM	918204108	3,196	45,496	SH		OTR	1	0	45,496	0
VALERO ENERGY CORP	COM	91913Y100	625	14,421	SH		SOLE		14,421	0	0
VALERO ENERGY CORP	COM	91913Y100	7,706	177,882	SH		OTR	1	0	177,882	0
VALERO ENERGY CORP	COM	91913Y100	1,057	24,406	SH		OTR	5	0	24,406	0
VALLEY NATL BANCORP	COM	919794107	360	52,600	SH		OTR	1	0	52,600	0
VALLEY NATL BANCORP	COM	919794107	84	12,200	SH		SOLE		12,200	0	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	307,622	999,910	SH		OTR	3	0	999,910	0
VANGUARD INDEX FDS	VALUE ETF	922908744	0	0	SH		SOLE		0	0	0
VANGUARD INDEX FDS	VALUE ETF	922908744	3,842	36,762	SH		OTR	1	0	36,762	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	307,622	0	SH		SOLE		0	0	0
VAPOTHERM INC	COM	922107107	67	2,300	SH		SOLE		2,300	0	0
VAPOTHERM INC	COM	922107107	310	10,700	SH		OTR	1	0	10,700	0
VARIAN MED SYS INC	COM	92220P105	405	2,352	SH		SOLE		2,352	0	0
VARIAN MED SYS INC	COM	92220P105	2,232	12,976	SH		OTR	1	0	12,976	0
VARONIS SYS INC	COM	922280102	92	800	SH		SOLE		800	0	0
VARONIS SYS INC	COM	922280102	416	3,600	SH		OTR	1	0	3,600	0
VECTRUS INC	COM	92242T101	388	10,203	SH		OTR	1	0	10,203	0
VECTRUS INC	COM	92242T101	87	2,279	SH		SOLE		2,279	0	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	89	95,000	PRN		SOLE		95,000	0	0
VEEVA SYS INC	CL A COM	922475108	253	900	SH		SOLE		900	0	0
VEEVA SYS INC	CL A COM	922475108	15,224	54,141	SH		OTR	1	0	54,141	0
VENTAS INC	COM	92276F100	415	9,892	SH		SOLE		9,892	0	0
VENTAS INC	COM	92276F100	2,986	71,169	SH		OTR	1	0	71,169	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	4,516	4,471,000	PRN		DFND	1	0	4,471,000	0
VERINT SYS INC	COM	92343X100	2,525	52,400	SH		OTR	1	0	52,400	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	29	29,000	PRN		SOLE		29,000	0	0
VERINT SYS INC	COM	92343X100	573	11,900	SH		SOLE		11,900	0	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	69	68,000	PRN		OTR	4	0	68,000	0
VERISIGN INC	COM	92343E102	570	2,783	SH		SOLE		2,783	0	0
VERISIGN INC	COM	92343E102	4,948	24,153	SH		OTR	1	0	24,153	0
VERISK ANALYTICS INC	COM	92345Y106	5,204	28,083	SH		OTR	1	0	28,083	0
VERISK ANALYTICS INC	COM	92345Y106	766	4,133	SH		SOLE		4,133	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	39,897	670,650	SH		OTR	1	0	670,650	0
VERIZON COMMUNICATIONS INC	COM	92343V104	6,835	114,887	SH		SOLE		114,887	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	1,002	16,844	SH		OTR	5	0	16,844	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	2,061	7,573	SH		SOLE		7,573	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	23,208	85,286	SH		OTR	1	0	85,286	0
VIACOMCBS INC	CL B	92556H206	426	15,203	SH		SOLE		15,203	0	0
VIACOMCBS INC	CL B	92556H206	2,249	80,277	SH		OTR	1	0	80,277	0
VIAVI SOLUTIONS INC	COM	925550105	182	15,500	SH		SOLE		15,500	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	3,262	2,895,000	PRN		DFND	1	0	2,895,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	27,415	24,248,000	PRN		OTR	1	0	24,248,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	48	43,000	PRN		OTR	4	0	43,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	5,067	4,482,000	PRN		SOLE		4,482,000	0	0
VIAVI SOLUTIONS INC	COM	925550105	798	68,000	SH		OTR	1	0	68,000	0
VICI PPTYS INC	COM	925652109	33	1,400	SH		SOLE		1,400	0	0
VICI PPTYS INC	COM	925652109	296	12,676	SH		OTR	1	0	12,676	0
VIEMED HEALTHCARE INC	COM	92663R105	58	6,700	SH		SOLE		6,700	0	0
VIEMED HEALTHCARE INC	COM	92663R105	266	30,800	SH		OTR	1	0	30,800	0
VIPSHOP HOLDINGS LIMITED	SPONSORED ADS A	92763W103	0	0	SH		SOLE		0	0	0
VIPSHOP HOLDINGS LIMITED	SPONSORED ADS A	92763W103	1	86	SH		DFND	1	0	86	0
VIPSHOP HOLDINGS LIMITED	SPONSORED ADS A	92763W103	161	10,300	SH		OTR	1	0	10,300	0
VIR BIOTECHNOLOGY INC	COM	92764N102	220	6,400	SH		SOLE		6,400	0	0
VIR BIOTECHNOLOGY INC	COM	92764N102	972	28,300	SH		OTR	1	0	28,300	0
VISA INC	COM CL A	92826C839	87,688	438,507	SH		OTR	1	0	438,507	0
VISA INC	COM CL A	92826C839	9,039	45,200	SH		SOLE		45,200	0	0
VISA INC	COM CL A	92826C839	2,742	13,713	SH		OTR	5	0	13,713	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	2,555	164,100	SH		OTR	1	0	164,100	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	575	36,900	SH		SOLE		36,900	0	0
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	131	135,000	PRN		SOLE		135,000	0	0
VISHAY PRECISION GROUP INC	COM	92835K103	319	12,600	SH		SOLE		12,600	0	0
VISHAY PRECISION GROUP INC	COM	92835K103	1,418	56,000	SH		OTR	1	0	56,000	0
VISTRA CORP	COM	92840M102	320	13,918	SH		OTR	2	0	13,918	0
VISTRA CORP	COM	92840M102	486	28,800	SH		SOLE		28,800	0	0
VISTRA CORP	COM	92840M102	8,046	426,624	SH		OTR	1	0	426,624	0
VOCERA COMMUNICATIONS INC	NOTE 1.500% 5/1	92857FAB3	34	30,000	PRN		SOLE		30,000	0	0
VONAGE HLDGS CORP	NOTE 1.750% 6/0	92886TAJ1	12,821	13,239,000	PRN		OTR	1	0	13,239,000	0
VONAGE HLDGS CORP	NOTE 1.750% 6/0	92886TAJ1	3,904	4,031,000	PRN		SOLE		4,031,000	0	0
VORNADO RLTY TR	SH BEN INT	929042109	752	22,320	SH		OTR	1	0	22,320	0
VORNADO RLTY TR	SH BEN INT	929042109	124	3,684	SH		SOLE		3,684	0	0
VOXX INTL CORP	CL A	91829F104	310	40,300	SH		OTR	1	0	40,300	0
VOXX INTL CORP	CL A	91829F104	68	8,800	SH		SOLE		8,800	0	0
VOYA FINANCIAL INC	COM	929089100	0	0	SH		SOLE		0	0	0
VOYA FINANCIAL INC	COM	929089100	1,440	30,048	SH		OTR	1	0	30,048	0
VOYA PRIME RATE TR	SH BEN INT	92913A100	377	85,512	SH		SOLE		85,512	0	0
VULCAN MATLS CO	COM	929160109	2,556	18,859	SH		OTR	1	0	18,859	0
VULCAN MATLS CO	COM	929160109	478	3,523	SH		SOLE		3,523	0	0
WABTEC	COM	929740108	1,576	25,471	SH		OTR	1	0	25,471	0
WABTEC	COM	929740108	292	4,726	SH		SOLE		4,726	0	0
WADDELL & REED FINL INC	CL A	930059100	70	4,700	SH		SOLE		4,700	0	0
WADDELL & REED FINL INC	CL A	930059100	327	22,000	SH		OTR	1	0	22,000	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	5,038	140,261	SH		OTR	1	0	140,261	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	685	19,064	SH		SOLE		19,064	0	0
WALMART INC	COM	931142103	2,409	17,219	SH		OTR	5	0	17,219	0
WALMART INC	COM	931142103	6,355	45,420	SH		SOLE		45,420	0	0
WALMART INC	COM	931142103	40,254	287,710	SH		OTR	1	0	287,710	0
WASTE MGMT INC DEL	COM	94106L109	7,421	65,576	SH		OTR	1	0	65,576	0
WASTE MGMT INC DEL	COM	94106L109	1,128	9,964	SH		SOLE		9,964	0	0
WATERS CORP	COM	941848103	2,892	14,777	SH		OTR	1	0	14,777	0
WATERS CORP	COM	941848103	325	1,660	SH		SOLE		1,660	0	0
WATTS WATER TECHNOLOGIES INC	CL A	942749102	761	7,600	SH		OTR	1	0	7,600	0
WATTS WATER TECHNOLOGIES INC	CL A	942749102	160	1,600	SH		SOLE		1,600	0	0
WAYFAIR INC	CL A	94419L101	4,623	15,886	SH		OTR	1	0	15,886	0
WAYFAIR INC	CL A	94419L101	58	200	SH		SOLE		200	0	0
WAYFAIR INC	NOTE 1.000% 8/1	94419LAF8	530	255,000	PRN		SOLE		255,000	0	0
WEC ENERGY GROUP INC	COM	92939U106	7,194	74,246	SH		OTR	1	0	74,246	0
WEC ENERGY GROUP INC	COM	92939U106	769	7,935	SH		SOLE		7,935	0	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	71,435	19,042,000	PRN		OTR	1	0	19,042,000	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	210	56,000	PRN		OTR	4	0	56,000	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	25,844	6,889,000	PRN		SOLE		6,889,000	0	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	14,675	3,917,000	PRN		DFND	1	0	3,917,000	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	62	46	SH		OTR	4	0	46	0
WELLS FARGO CO NEW	COM	949746101	15,045	639,936	SH		OTR	1	0	639,936	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	26,614	19,816	SH		OTR	1	0	19,816	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	4,025	2,999	SH		DFND	1	0	2,999	0
WELLS FARGO CO NEW	COM	949746101	2,707	115,160	SH		SOLE		115,160	0	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	17,133	12,757	SH		SOLE		12,757	0	0
WELLTOWER INC	COM	95040Q104	5,204	94,456	SH		OTR	1	0	94,456	0
WELLTOWER INC	COM	95040Q104	608	11,041	SH		SOLE		11,041	0	0
WERNER ENTERPRISES INC	COM	950755108	663	15,800	SH		SOLE		15,800	0	0
WERNER ENTERPRISES INC	COM	950755108	2,969	70,700	SH		OTR	1	0	70,700	0
WESBANCO INC	COM	950810101	1,915	89,637	SH		OTR	1	0	89,637	0
WESBANCO INC	COM	950810101	432	20,225	SH		SOLE		20,225	0	0
WEST BANCORPORATION INC	CAP STK	95123P106	345	21,800	SH		OTR	1	0	21,800	0
WEST BANCORPORATION INC	CAP STK	95123P106	79	5,000	SH		SOLE		5,000	0	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	9,918	36,080	SH		OTR	1	0	36,080	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	534	1,942	SH		SOLE		1,942	0	0
WESTERN ASSET HIGH INCOME FD	COM	95766J102	401	62,608	SH		SOLE		62,608	0	0
WESTERN ASSET HIGH INCOME OP	COM	95766K109	834	170,150	SH		SOLE		170,150	0	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	10,708	11,220,000	PRN		SOLE		11,220,000	0	0
WESTERN DIGITAL CORP.	COM	958102105	1,574	43,077	SH		OTR	1	0	43,077	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	10,737	11,250,000	PRN		OTR	1	0	11,250,000	0
WESTERN DIGITAL CORP.	COM	958102105	294	8,040	SH		SOLE		8,040	0	0
WESTERN UN CO	COM	959802109	1,254	58,524	SH		OTR	1	0	58,524	0
WESTERN UN CO	COM	959802109	207	9,673	SH		SOLE		9,673	0	0
WESTROCK CO	COM	96145D105	1,882	54,167	SH		OTR	1	0	54,167	0
WESTROCK CO	COM	96145D105	247	7,123	SH		SOLE		7,123	0	0
WEYERHAEUSER CO MTN BE	COM NEW	962166104	8,079	283,280	SH		OTR	1	0	283,280	0
WEYERHAEUSER CO MTN BE	COM NEW	962166104	690	24,187	SH		SOLE		24,187	0	0
WHIRLPOOL CORP	COM	963320106	307	1,668	SH		SOLE		1,668	0	0
WHIRLPOOL CORP	COM	963320106	2,335	12,700	SH		OTR	1	0	12,700	0
WHITING PETE CORP NEW	COM NEW	966387508	10,608	613,532	SH		OTR	1	0	613,532	0
WHITING PETE CORP NEW	COM NEW	966387508	3,652	211,236	SH		SOLE		211,236	0	0
WIDEOPENWEST INC	COM	96758W101	215	41,500	SH		SOLE		41,500	0	0
WIDEOPENWEST INC	COM	96758W101	967	186,300	SH		OTR	1	0	186,300	0
WILLIAMS COS INC	COM	969457100	629	32,031	SH		SOLE		32,031	0	0
WILLIAMS COS INC	COM	969457100	4,011	204,117	SH		OTR	1	0	204,117	0
WILLIAMS SONOMA INC	COM	969904101	201	2,226	SH		OTR	1	0	2,226	0
WILLIAMS SONOMA INC	COM	969904101	0	0	SH		SOLE		0	0	0
WINGSTOP INC	COM	974155103	875	6,400	SH		OTR	1	0	6,400	0
WINGSTOP INC	COM	974155103	191	1,400	SH		SOLE		1,400	0	0
WINMARK CORP	COM	974250102	293	1,700	SH		OTR	1	0	1,700	0
WINMARK CORP	COM	974250102	69	400	SH		SOLE		400	0	0
WINNEBAGO INDS INC	COM	974637100	2,253	43,600	SH		OTR	1	0	43,600	0
WINNEBAGO INDS INC	COM	974637100	501	9,700	SH		SOLE		9,700	0	0
WINTRUST FINL CORP	COM	97650W108	204	5,100	SH		SOLE		5,100	0	0
WINTRUST FINL CORP	COM	97650W108	264	6,600	SH		OTR	1	0	6,600	0
WIX COM LTD	NOTE 7/0	92940WAB5	6,592	3,507,000	PRN		SOLE		3,507,000	0	0
WIX COM LTD	NOTE 7/0	92940WAB5	27,903	14,844,000	PRN		OTR	1	0	14,844,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	20,937	13,587,000	PRN		OTR	1	0	13,587,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	108	70,000	PRN		OTR	4	0	70,000	0
WORKDAY INC	CL A	98138H101	11,383	52,911	SH		OTR	1	0	52,911	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	6,971	4,524,000	PRN		SOLE		4,524,000	0	0
WORKDAY INC	CL A	98138H101	387	1,800	SH		SOLE		1,800	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	7,273	4,735,000	PRN		DFND	1	0	4,735,000	0
WORKHORSE GROUP INC	COM NEW	98138J206	154	6,100	SH		SOLE		6,100	0	0
WORKHORSE GROUP INC	COM NEW	98138J206	703	27,800	SH		OTR	1	0	27,800	0
WORKIVA INC	NOTE 1.125% 8/1	98139AAB1	80	80,000	PRN		SOLE		80,000	0	0
WORKIVA INC	COM CL A	98139A105	585	10,500	SH		OTR	1	0	10,500	0
WORKIVA INC	COM CL A	98139A105	134	2,400	SH		SOLE		2,400	0	0
WORLD FUEL SVCS CORP	COM	981475106	523	24,700	SH		SOLE		24,700	0	0
WORLD FUEL SVCS CORP	COM	981475106	2,348	110,800	SH		OTR	1	0	110,800	0
WP CAREY INC	COM	92936U109	197	3,026	SH		OTR	1	0	3,026	0
WP CAREY INC	COM	92936U109	39	600	SH		SOLE		600	0	0
WYNN RESORTS LTD	COM	983134107	992	13,821	SH		OTR	1	0	13,821	0
WYNN RESORTS LTD	COM	983134107	193	2,690	SH		SOLE		2,690	0	0
XCEL ENERGY INC	COM	98389B100	952	13,796	SH		SOLE		13,796	0	0
XCEL ENERGY INC	COM	98389B100	5,601	81,155	SH		OTR	1	0	81,155	0
XENCOR INC	COM	98401F105	1,756	45,274	SH		OTR	1	0	45,274	0
XENCOR INC	COM	98401F105	396	10,206	SH		SOLE		10,206	0	0
XEROX HOLDINGS CORP	COM NEW	98421M106	11,156	594,331	SH		OTR	1	0	594,331	0
XEROX HOLDINGS CORP	COM NEW	98421M106	156	8,291	SH		SOLE		8,291	0	0
XEROX HOLDINGS CORP	COM NEW	98421M106	1,062	56,593	SH		OTR	5	0	56,593	0
XILINX INC	COM	983919101	663	6,360	SH		SOLE		6,360	0	0
XILINX INC	COM	983919101	3,626	34,788	SH		OTR	1	0	34,788	0
XPERI HOLDING CORP	COM	98390M103	1,101	95,800	SH		OTR	1	0	95,800	0
XPERI HOLDING CORP	COM	98390M103	245	21,300	SH		SOLE		21,300	0	0
XPO LOGISTICS INC	COM	983793100	6,101	72,060	SH		OTR	1	0	72,060	0
XPO LOGISTICS INC	COM	983793100	313	3,700	SH		SOLE		3,700	0	0
XYLEM INC	COM	98419M100	2,156	25,625	SH		OTR	1	0	25,625	0
XYLEM INC	COM	98419M100	399	4,749	SH		SOLE		4,749	0	0
YELP INC	CL A	985817105	456	22,700	SH		SOLE		22,700	0	0
YELP INC	CL A	985817105	2,037	101,400	SH		OTR	1	0	101,400	0
YETI HLDGS INC	COM	98585X104	199	4,400	SH		OTR	1	0	4,400	0
YETI HLDGS INC	COM	98585X104	45	1,000	SH		SOLE		1,000	0	0
YORK WTR CO	COM	987184108	135	3,200	SH		SOLE		3,200	0	0
YORK WTR CO	COM	987184108	604	14,300	SH		OTR	1	0	14,300	0
YUM BRANDS INC	COM	988498101	804	8,801	SH		SOLE		8,801	0	0
YUM BRANDS INC	COM	988498101	1,142	12,504	SH		OTR	5	0	12,504	0
YUM BRANDS INC	COM	988498101	9,028	98,882	SH		OTR	1	0	98,882	0
YUM CHINA HLDGS INC	COM	98850P109	492	9,300	SH		OTR	1	0	9,300	0
YUM CHINA HLDGS INC	COM	98850P109	69	1,300	SH		SOLE		1,300	0	0
ZEBRA TECHNOLOGIES CORPORATI	CL A	989207105	368	1,458	SH		SOLE		1,458	0	0
ZEBRA TECHNOLOGIES CORPORATI	CL A	989207105	1,918	7,596	SH		OTR	1	0	7,596	0
ZENDESK INC	COM	98936J101	0	0	SH		SOLE		0	0	0
ZENDESK INC	COM	98936J101	2,261	21,972	SH		OTR	1	0	21,972	0
ZILLOW GROUP INC	NOTE 1.500% 7/0	98954MAC5	284	199,000	PRN		SOLE		199,000	0	0
ZILLOW GROUP INC	CL A	98954M101	12,972	127,749	SH		OTR	1	0	127,749	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	431	222,000	PRN		SOLE		222,000	0	0
ZILLOW GROUP INC	CL A	98954M101	457	4,500	SH		SOLE		4,500	0	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	746	5,481	SH		SOLE		5,481	0	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	4,059	29,816	SH		OTR	1	0	29,816	0
ZIONS BANCORPORATION N A	COM	989701107	682	23,349	SH		OTR	1	0	23,349	0
ZIONS BANCORPORATION N A	COM	989701107	113	3,867	SH		SOLE		3,867	0	0
ZIX CORP	COM	98974P100	476	81,500	SH		SOLE		81,500	0	0
ZIX CORP	COM	98974P100	2,123	363,600	SH		OTR	1	0	363,600	0
ZOETIS INC	CL A	98978V103	2,085	12,608	SH		SOLE		12,608	0	0
ZOETIS INC	CL A	98978V103	14,714	88,979	SH		OTR	1	0	88,979	0
ZOOM VIDEO COMMUNICATIONS IN	CL A	98980L101	12,159	25,865	SH		OTR	1	0	25,865	0
ZOOM VIDEO COMMUNICATIONS IN	CL A	98980L101	376	800	SH		SOLE		800	0	0
ZUMIEZ INC	COM	989817101	253	9,100	SH		OTR	1	0	9,100	0
ZUMIEZ INC	COM	989817101	56	2,000	SH		SOLE		2,000	0	0
ZUORA INC	COM CL A	98983V106	38	3,700	SH		SOLE		3,700	0	0
ZUORA INC	COM CL A	98983V106	179	17,300	SH		OTR	1	0	17,300	0
ZYNEX INC	COM	98986M103	127	7,300	SH		SOLE		7,300	0	0
ZYNEX INC	COM	98986M103	586	33,600	SH		OTR	1	0	33,600	0
ZYNGA INC	CL A	98986T108	2,521	276,376	SH		OTR	1	0	276,376	0
ZYNGA INC	CL A	98986T108	0	0	SH		SOLE		0	0	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	4,332	3,409,000	PRN		SOLE		3,409,000	0	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	22,108	17,399,000	PRN		OTR	1	0	17,399,000	0