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

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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
Expires:	Oct 31, 2018
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
1 800 FLOWERS COM INC	CL A	68243Q106	243	8,796	SH		SOLE		8,796	0	0
1 800 FLOWERS COM INC	CL A	68243Q106	585	21,200	SH		OTR	1	0	21,200	0
21VIANET GROUP INC	SPONSORED ADS A	90138A103	359	11,100	SH		OTR	1	0	11,100	0
21VIANET GROUP INC	SPONSORED ADS A	90138A103	0	0	SH		SOLE		0	0	0
360 DIGITECH INC	AMERICAN DEP	88557W101	838	32,200	SH		OTR	1	0	32,200	0
360 DIGITECH INC	AMERICAN DEP	88557W101	0	0	SH		SOLE		0	0	0
3-D SYS CORP DEL	COM NEW	88554D205	432	15,745	SH		OTR	1	0	15,745	0
3-D SYS CORP DEL	COM NEW	88554D205	181	6,580	SH		SOLE		6,580	0	0
3M CO	COM	88579Y101	17,302	89,799	SH		OTR	1	0	89,799	0
3M CO	COM	88579Y101	2,536	13,160	SH		SOLE		13,160	0	0
8X8 INC NEW	COM	282914100	68	2,100	SH		SOLE		2,100	0	0
8X8 INC NEW	COM	282914100	156	4,800	SH		OTR	1	0	4,800	0
8X8 INC NEW	NOTE 0.500% 2/0	282914AB6	70	50,000	PRN		SOLE		50,000	0	0
A10 NETWORKS INC	COM	002121101	485	50,500	SH		SOLE		50,500	0	0
A10 NETWORKS INC	COM	002121101	1,168	121,500	SH		OTR	1	0	121,500	0
ABBOTT LABS	COM	002824100	4,773	39,830	SH		SOLE		39,830	0	0
ABBOTT LABS	COM	002824100	36,800	307,073	SH		OTR	1	0	307,073	0
ABBVIE INC	COM	00287Y109	4,370	40,384	SH		SOLE		40,384	0	0
ABBVIE INC	COM	00287Y109	37,308	344,738	SH		OTR	1	0	344,738	0
ABERCROMBIE & FITCH CO	CL A	002896207	360	10,500	SH		SOLE		10,500	0	0
ABERCROMBIE & FITCH CO	CL A	002896207	865	25,200	SH		OTR	1	0	25,200	0
ABIOMED INC	COM	003654100	304	954	SH		SOLE		954	0	0
ABIOMED INC	COM	003654100	2,083	6,534	SH		OTR	1	0	6,534	0
ACCO BRANDS CORP	COM	00081T108	399	47,300	SH		SOLE		47,300	0	0
ACCO BRANDS CORP	COM	00081T108	960	113,700	SH		OTR	1	0	113,700	0
ACCURAY INC	COM	004397105	208	42,000	SH		OTR	1	0	42,000	0
ACCURAY INC	COM	004397105	87	17,500	SH		SOLE		17,500	0	0
ACI WORLDWIDE INC	COM	004498101	80	2,100	SH		SOLE		2,100	0	0
ACI WORLDWIDE INC	COM	004498101	190	5,000	SH		OTR	1	0	5,000	0
ACTIVISION BLIZZARD INC	COM	00507V109	11,010	118,383	SH		OTR	1	0	118,383	0
ACTIVISION BLIZZARD INC	COM	00507V109	1,556	16,734	SH		SOLE		16,734	0	0
ACUITY BRANDS INC	COM	00508Y102	0	0	SH		SOLE		0	0	0
ACUITY BRANDS INC	COM	00508Y102	1,816	11,004	SH		OTR	1	0	11,004	0
ADAPTHEALTH CORP	COM CL A	00653Q102	877	23,866	SH		OTR	1	0	23,866	0
ADAPTHEALTH CORP	COM CL A	00653Q102	363	9,866	SH		SOLE		9,866	0	0
ADDUS HOMECARE CORP	COM	006739106	638	6,100	SH		OTR	1	0	6,100	0
ADDUS HOMECARE CORP	COM	006739106	261	2,500	SH		SOLE		2,500	0	0
ADOBE SYSTEMS INCORPORATED	COM	00724F101	43,091	90,648	SH		OTR	1	0	90,648	0
ADOBE SYSTEMS INCORPORATED	COM	00724F101	5,245	11,033	SH		SOLE		11,033	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	3,030	16,513	SH		OTR	1	0	16,513	0
ADVANCE AUTO PARTS INC	COM	00751Y106	273	1,488	SH		SOLE		1,488	0	0
ADVANCED DRAIN SYS INC DEL	COM	00790R104	103	1,000	SH		SOLE		1,000	0	0
ADVANCED DRAIN SYS INC DEL	COM	00790R104	258	2,500	SH		OTR	1	0	2,500	0
ADVANCED EMISSIONS SOLUTS IN	COM	00770C101	32	5,900	SH		SOLE		5,900	0	0
ADVANCED EMISSIONS SOLUTS IN	COM	00770C101	79	14,300	SH		OTR	1	0	14,300	0
ADVANCED ENERGY INDS	COM	007973100	798	7,307	SH		SOLE		7,307	0	0
ADVANCED ENERGY INDS	COM	007973100	1,921	17,592	SH		OTR	1	0	17,592	0
ADVANCED MICRO DEVICES INC	COM	007903107	16,385	208,730	SH		OTR	1	0	208,730	0
ADVANCED MICRO DEVICES INC	COM	007903107	2,132	27,164	SH		SOLE		27,164	0	0
ADVANSIX INC	COM	00773T101	721	26,900	SH		SOLE		26,900	0	0
ADVANSIX INC	COM	00773T101	1,735	64,700	SH		OTR	1	0	64,700	0
ADVERUM BIOTECHNOLOGIES INC	COM	00773U108	499	50,600	SH		OTR	1	0	50,600	0
ADVERUM BIOTECHNOLOGIES INC	COM	00773U108	207	21,000	SH		SOLE		21,000	0	0
AECOM	COM	00766T100	0	0	SH		SOLE		0	0	0
AECOM	COM	00766T100	5,181	80,819	SH		OTR	1	0	80,819	0
AERIE PHARMACEUTICALS INC	NOTE 1.500%10/0	00771VAB4	79	76,000	PRN		SOLE		76,000	0	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	124	69,000	PRN		OTR	4	0	69,000	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	8,540	4,743,000	PRN		DFND	1	0	4,743,000	0
AES CORP	COM	00130H105	609	22,698	SH		SOLE		22,698	0	0
AES CORP	COM	00130H105	3,449	128,659	SH		OTR	1	0	128,659	0
AES CORP	UNIT 99/99/9999	00130H204	1,509	14,600	SH		SOLE		14,600	0	0
AES CORP	UNIT 99/99/9999	00130H204	24,323	235,400	SH		OTR	1	0	235,400	0
AFLAC INC	COM	001055102	691	13,496	SH		SOLE		13,496	0	0
AFLAC INC	COM	001055102	5,322	103,991	SH		OTR	1	0	103,991	0
AGCO CORP	COM	001084102	211	1,472	SH		SOLE		1,472	0	0
AGCO CORP	COM	001084102	13,780	95,931	SH		OTR	1	0	95,931	0
AGILENT TECHNOLOGIES INC	COM	00846U101	846	6,656	SH		SOLE		6,656	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	8,740	68,743	SH		OTR	1	0	68,743	0
AGREE REALTY CORP	COM	008492100	81	1,200	SH		SOLE		1,200	0	0
AGREE REALTY CORP	COM	008492100	188	2,800	SH		OTR	1	0	2,800	0
AIR PRODS & CHEMS INC	COM	009158106	9,603	34,133	SH		OTR	1	0	34,133	0
AIR PRODS & CHEMS INC	COM	009158106	1,317	4,680	SH		SOLE		4,680	0	0
AIR TRANSPORT SERVICES GRP I	NOTE 1.125%10/1	00922RAB1	73	65,000	PRN		SOLE		65,000	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	3,767	36,970	SH		OTR	1	0	36,970	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	355	3,484	SH		SOLE		3,484	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	89	74,000	PRN		OTR	4	0	74,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	674	555,000	PRN		SOLE		555,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	6,326	5,231,000	PRN		DFND	1	0	5,231,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	32,373	29,717,000	PRN		OTR	1	0	29,717,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	2,158	1,981,000	PRN		SOLE		1,981,000	0	0
ALAMO GROUP INC	COM	011311107	156	1,000	SH		OTR	1	0	1,000	0
ALAMO GROUP INC	COM	011311107	62	400	SH		SOLE		400	0	0
ALARM COM HLDGS INC	COM	011642105	225	2,600	SH		SOLE		2,600	0	0
ALARM COM HLDGS INC	COM	011642105	544	6,300	SH		OTR	1	0	6,300	0
ALASKA AIR GROUP INC	COM	011659109	162	2,346	SH		SOLE		2,346	0	0
ALASKA AIR GROUP INC	COM	011659109	1,738	25,109	SH		OTR	1	0	25,109	0
ALBEMARLE CORP	COM	012653101	2,459	16,830	SH		OTR	1	0	16,830	0
ALBEMARLE CORP	COM	012653101	380	2,604	SH		SOLE		2,604	0	0
ALBERTSONS COS INC	COMMON STOCK	013091103	0	0	SH		SOLE		0	0	0
ALBERTSONS COS INC	COMMON STOCK	013091103	3,023	158,539	SH		OTR	1	0	158,539	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	477	2,901	SH		SOLE		2,901	0	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	5,864	35,691	SH		OTR	1	0	35,691	0
ALEXION PHARMACEUTICALS INC	COM	015351109	742	4,853	SH		SOLE		4,853	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	4,851	31,723	SH		OTR	1	0	31,723	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	1,270	5,600	SH		SOLE		5,600	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	7,664	33,801	SH		OTR	1	0	33,801	0
ALIGN TECHNOLOGY INC	COM	016255101	10,156	18,754	SH		OTR	1	0	18,754	0
ALIGN TECHNOLOGY INC	COM	016255101	845	1,560	SH		SOLE		1,560	0	0
ALLAKOS INC	COM	01671P100	333	2,900	SH		SOLE		2,900	0	0
ALLAKOS INC	COM	01671P100	803	7,000	SH		OTR	1	0	7,000	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	112	70,000	PRN		SOLE		70,000	0	0
ALLEGIANT TRAVEL CO	COM	01748X102	244	1,000	SH		SOLE		1,000	0	0
ALLEGIANT TRAVEL CO	COM	01748X102	561	2,300	SH		OTR	1	0	2,300	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	1,719	15,339	SH		OTR	1	0	15,339	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	0	0	SH		SOLE		0	0	0
ALLIANCEBERNSTEIN GLOBAL HIG	COM	01879R106	799	67,463	SH		SOLE		67,463	0	0
ALLIANT ENERGY CORP	COM	018802108	1,953	36,057	SH		OTR	1	0	36,057	0
ALLIANT ENERGY CORP	COM	018802108	304	5,620	SH		SOLE		5,620	0	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	329	6,400	SH		OTR	1	0	6,400	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	139	2,700	SH		SOLE		2,700	0	0
ALLSCRIPTS HEALTHCARE SOLUTN	COM	01988P108	74	4,900	SH		SOLE		4,900	0	0
ALLSCRIPTS HEALTHCARE SOLUTN	COM	01988P108	177	11,800	SH		OTR	1	0	11,800	0
ALLSTATE CORP	COM	020002101	1,017	8,848	SH		SOLE		8,848	0	0
ALLSTATE CORP	COM	020002101	10,709	93,203	SH		OTR	1	0	93,203	0
ALPHABET INC	CAP STK CL A	02079K305	122,885	59,580	SH		OTR	1	0	59,580	0
ALPHABET INC	CAP STK CL A	02079K305	14,260	6,914	SH		SOLE		6,914	0	0
ALPHABET INC	CAP STK CL C	02079K107	13,096	6,331	SH		SOLE		6,331	0	0
ALPHABET INC	CAP STK CL C	02079K107	124,525	60,197	SH		OTR	1	0	60,197	0
ALPINE INCOME PPTY TR INC	COM	02083X103	203	11,700	SH		OTR	1	0	11,700	0
ALPINE INCOME PPTY TR INC	COM	02083X103	87	5,000	SH		SOLE		5,000	0	0
ALTERYX INC	COM CL A	02156B103	0	0	SH		SOLE		0	0	0
ALTERYX INC	COM CL A	02156B103	403	4,853	SH		OTR	1	0	4,853	0
ALTERYX INC	NOTE 0.500% 8/0	02156BAD5	137	145,000	PRN		SOLE		145,000	0	0
ALTICE USA INC	CL A	02156K103	103	3,172	SH		SOLE		3,172	0	0
ALTICE USA INC	CL A	02156K103	7,366	226,444	SH		OTR	1	0	226,444	0
ALTRIA GROUP INC	COM	02209S103	14,362	280,735	SH		OTR	1	0	280,735	0
ALTRIA GROUP INC	COM	02209S103	1,156	22,599	SH		SOLE		22,599	0	0
AMALGAMATED FINANCIAL CORP	COM	022671101	103	6,200	SH		SOLE		6,200	0	0
AMALGAMATED FINANCIAL CORP	COM	022671101	239	14,400	SH		OTR	1	0	14,400	0
AMAZON COM INC	COM	023135106	278,476	90,003	SH		OTR	1	0	90,003	0
AMAZON COM INC	COM	023135106	30,208	9,763	SH		SOLE		9,763	0	0
AMC ENTMT HLDGS INC	CL A COM	00165C104	111	10,874	SH		OTR	1	0	10,874	0
AMC ENTMT HLDGS INC	CL A COM	00165C104	46	4,532	SH		SOLE		4,532	0	0
AMC NETWORKS INC	CL A	00164V103	106	2,000	SH		SOLE		2,000	0	0
AMC NETWORKS INC	CL A	00164V103	260	4,900	SH		OTR	1	0	4,900	0
AMEDISYS INC	COM	023436108	3,211	12,125	SH		OTR	1	0	12,125	0
AMEDISYS INC	COM	023436108	362	1,366	SH		SOLE		1,366	0	0
AMER SOFTWARE INC	CL A	029683109	172	8,300	SH		SOLE		8,300	0	0
AMER SOFTWARE INC	CL A	029683109	414	20,000	SH		OTR	1	0	20,000	0
AMERCO	COM	023586100	2,144	3,500	SH		OTR	1	0	3,500	0
AMERCO	COM	023586100	0	0	SH		SOLE		0	0	0
AMEREN CORP	COM	023608102	2,974	36,558	SH		OTR	1	0	36,558	0
AMEREN CORP	COM	023608102	430	5,286	SH		SOLE		5,286	0	0
AMERICAN AIRLS GROUP INC	COM	02376R102	2,220	92,903	SH		OTR	1	0	92,903	0
AMERICAN AIRLS GROUP INC	COM	02376R102	291	12,182	SH		SOLE		12,182	0	0
AMERICAN AIRLS GROUP INC	NOTE 6.500% 7/0	02376RAF9	19,516	11,330,000	PRN		OTR	1	0	11,330,000	0
AMERICAN AIRLS GROUP INC	NOTE 6.500% 7/0	02376RAF9	1,344	780,000	PRN		SOLE		780,000	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	905	10,682	SH		SOLE		10,682	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	6,689	78,969	SH		OTR	1	0	78,969	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	1,936	61,400	SH		OTR	1	0	61,400	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	804	25,500	SH		SOLE		25,500	0	0
AMERICAN EXPRESS CO	COM	025816109	1,956	13,826	SH		SOLE		13,826	0	0
AMERICAN EXPRESS CO	COM	025816109	13,871	98,070	SH		OTR	1	0	98,070	0
AMERICAN HOMES 4 RENT	CL A	02665T306	0	0	SH		SOLE		0	0	0
AMERICAN HOMES 4 RENT	CL A	02665T306	1,211	36,309	SH		OTR	1	0	36,309	0
AMERICAN INTL GROUP INC	COM NEW	026874784	6,346	137,329	SH		OTR	1	0	137,329	0
AMERICAN INTL GROUP INC	COM NEW	026874784	861	18,634	SH		SOLE		18,634	0	0
AMERICAN NATIONAL GROUP INC	COM NEW	02772A109	83	766	SH		SOLE		766	0	0
AMERICAN NATIONAL GROUP INC	COM NEW	02772A109	1,019	9,443	SH		OTR	1	0	9,443	0
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	552	15,500	SH		OTR	1	0	15,500	0
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	228	6,400	SH		SOLE		6,400	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	2,433	10,179	SH		SOLE		10,179	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	20,569	86,043	SH		OTR	1	0	86,043	0
AMERICAN WOODMARK CORPORATIO	COM	030506109	177	1,800	SH		SOLE		1,800	0	0
AMERICAN WOODMARK CORPORATIO	COM	030506109	434	4,400	SH		OTR	1	0	4,400	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	589	3,928	SH		SOLE		3,928	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	3,925	26,181	SH		OTR	1	0	26,181	0
AMERICAS CAR-MART INC	COM	03062T105	71	466	SH		SOLE		466	0	0
AMERICAS CAR-MART INC	COM	03062T105	183	1,200	SH		OTR	1	0	1,200	0
AMERIPRISE FINL INC	COM	03076C106	815	3,508	SH		SOLE		3,508	0	0
AMERIPRISE FINL INC	COM	03076C106	16,428	70,672	SH		OTR	1	0	70,672	0
AMERISOURCEBERGEN CORP	COM	03073E105	16,023	135,704	SH		OTR	1	0	135,704	0
AMERISOURCEBERGEN CORP	COM	03073E105	470	3,984	SH		SOLE		3,984	0	0
AMETEK INC	COM	031100100	633	4,954	SH		SOLE		4,954	0	0
AMETEK INC	COM	031100100	5,580	43,683	SH		OTR	1	0	43,683	0
AMGEN INC	COM	031162100	3,375	13,565	SH		SOLE		13,565	0	0
AMGEN INC	COM	031162100	36,055	144,910	SH		OTR	1	0	144,910	0
AMICUS THERAPEUTICS INC	COM	03152W109	258	26,065	SH		SOLE		26,065	0	0
AMICUS THERAPEUTICS INC	COM	03152W109	619	62,640	SH		OTR	1	0	62,640	0
AMKOR TECHNOLOGY INC	COM	031652100	858	36,201	SH		SOLE		36,201	0	0
AMKOR TECHNOLOGY INC	COM	031652100	2,065	87,100	SH		OTR	1	0	87,100	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	1,310	71,500	SH		OTR	1	0	71,500	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	544	29,700	SH		SOLE		29,700	0	0
AMPHENOL CORP NEW	CL A	032095101	5,704	86,456	SH		OTR	1	0	86,456	0
AMPHENOL CORP NEW	CL A	032095101	865	13,118	SH		SOLE		13,118	0	0
ANALOG DEVICES INC	COM	032654105	8,888	57,312	SH		OTR	1	0	57,312	0
ANALOG DEVICES INC	COM	032654105	1,236	7,969	SH		SOLE		7,969	0	0
ANAPLAN INC	COM	03272L108	0	0	SH		SOLE		0	0	0
ANAPLAN INC	COM	03272L108	969	17,986	SH		OTR	1	0	17,986	0
ANDERSONS INC	COM	034164103	249	9,100	SH		SOLE		9,100	0	0
ANDERSONS INC	COM	034164103	600	21,900	SH		OTR	1	0	21,900	0
ANGIODYNAMICS INC	COM	03475V101	63	2,700	SH		SOLE		2,700	0	0
ANGIODYNAMICS INC	COM	03475V101	154	6,600	SH		OTR	1	0	6,600	0
ANI PHARMACEUTICALS INC	COM	00182C103	87	2,400	SH		SOLE		2,400	0	0
ANI PHARMACEUTICALS INC	COM	00182C103	210	5,800	SH		OTR	1	0	5,800	0
ANNALY CAPITAL MANAGEMENT IN	COM	035710409	1,310	152,287	SH		SOLE		152,287	0	0
ANNALY CAPITAL MANAGEMENT IN	COM	035710409	636	73,896	SH		OTR	1	0	73,896	0
ANSYS INC	COM	03662Q105	4,251	12,518	SH		OTR	1	0	12,518	0
ANSYS INC	COM	03662Q105	625	1,840	SH		SOLE		1,840	0	0
ANTARES PHARMA INC	COM	036642106	309	75,200	SH		SOLE		75,200	0	0
ANTARES PHARMA INC	COM	036642106	743	180,900	SH		OTR	1	0	180,900	0
ANTERO RESOURCES CORP	COM	03674X106	476	46,695	SH		OTR	1	0	46,695	0
ANTERO RESOURCES CORP	COM	03674X106	134	13,097	SH		SOLE		13,097	0	0
ANTHEM INC	COM	036752103	24,234	67,513	SH		OTR	1	0	67,513	0
ANTHEM INC	COM	036752103	2,248	6,262	SH		SOLE		6,262	0	0
APA CORPORATION	COM	03743Q108	976	54,524	SH		OTR	1	0	54,524	0
APA CORPORATION	COM	03743Q108	128	7,138	SH		SOLE		7,138	0	0
APARTMENT INCOME REIT CORP	COM	03750L109	0	0	SH		SOLE		0	0	0
APARTMENT INCOME REIT CORP	COM	03750L109	432	10,110	SH		OTR	1	0	10,110	0
APELLIS PHARMACEUTICALS INC	COM	03753U106	408	9,500	SH		SOLE		9,500	0	0
APELLIS PHARMACEUTICALS INC	COM	03753U106	983	22,900	SH		OTR	1	0	22,900	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	119	85,000	PRN		OTR	4	0	85,000	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	8,780	6,254,000	PRN		DFND	1	0	6,254,000	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	16,998	12,065,000	PRN		OTR	1	0	12,065,000	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	1,206	856,000	PRN		SOLE		856,000	0	0
APPFOLIO INC	COM CL A	03783C100	226	1,600	SH		OTR	1	0	1,600	0
APPFOLIO INC	COM CL A	03783C100	99	700	SH		SOLE		700	0	0
APPIAN CORP	CL A	03782L101	253	1,900	SH		SOLE		1,900	0	0
APPIAN CORP	CL A	03782L101	598	4,500	SH		OTR	1	0	4,500	0
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	1,678	115,173	SH		OTR	1	0	115,173	0
APPLE HOSPITALITY REIT INC	COM NEW	03784Y200	76	5,222	SH		SOLE		5,222	0	0
APPLE INC	COM	037833100	24	200	SH		DFND	1	0	200	0
APPLE INC	COM	037833100	403,845	3,306,139	SH		OTR	1	0	3,306,139	0
APPLE INC	COM	037833100	42,245	345,845	SH		SOLE		345,845	0	0
APPLIED INDL TECHNOLOGIES IN	COM	03820C105	237	2,600	SH		SOLE		2,600	0	0
APPLIED INDL TECHNOLOGIES IN	COM	03820C105	565	6,200	SH		OTR	1	0	6,200	0
APPLIED MATLS INC	COM	038222105	3,071	22,984	SH		SOLE		22,984	0	0
APPLIED MATLS INC	COM	038222105	23,591	176,583	SH		OTR	1	0	176,583	0
ARCBEST CORP	COM	03937C105	739	10,500	SH		SOLE		10,500	0	0
ARCBEST CORP	COM	03937C105	1,773	25,200	SH		OTR	1	0	25,200	0
ARCH RESOURCES INC	CL A	03940R107	250	6,000	SH		OTR	1	0	6,000	0
ARCH RESOURCES INC	CL A	03940R107	104	2,500	SH		SOLE		2,500	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	4,635	81,312	SH		OTR	1	0	81,312	0
ARCHER DANIELS MIDLAND CO	COM	039483102	704	12,349	SH		SOLE		12,349	0	0
ARCONIC CORPORATION	COM	03966V107	183	7,200	SH		SOLE		7,200	0	0
ARCONIC CORPORATION	COM	03966V107	442	17,400	SH		OTR	1	0	17,400	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	1,185	17,083	SH		OTR	1	0	17,083	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	493	7,108	SH		SOLE		7,108	0	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	8,699	8,435,000	PRN		OTR	1	0	8,435,000	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	2,086	2,023,000	PRN		SOLE		2,023,000	0	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	15,400	14,104,000	PRN		SOLE		14,104,000	0	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	29,727	27,225,000	PRN		OTR	1	0	27,225,000	0
ARES COML REAL ESTATE CORP	COM	04013V108	176	12,800	SH		SOLE		12,800	0	0
ARES COML REAL ESTATE CORP	COM	04013V108	423	30,800	SH		OTR	1	0	30,800	0
ARES DYNAMIC CR ALLOCATION F	COM	04014F102	406	27,018	SH		SOLE		27,018	0	0
ARISTA NETWORKS INC	COM	040413106	374	1,239	SH		SOLE		1,239	0	0
ARISTA NETWORKS INC	COM	040413106	2,394	7,930	SH		OTR	1	0	7,930	0
ARMADA HOFFLER PPTYS INC	COM	04208T108	42	3,333	SH		SOLE		3,333	0	0
ARMADA HOFFLER PPTYS INC	COM	04208T108	103	8,200	SH		OTR	1	0	8,200	0
ARROW ELECTRS INC	COM	042735100	187	1,684	SH		SOLE		1,684	0	0
ARROW ELECTRS INC	COM	042735100	10,153	91,617	SH		OTR	1	0	91,617	0
ARROW FINL CORP	COM	042744102	148	4,429	SH		OTR	1	0	4,429	0
ARROW FINL CORP	COM	042744102	62	1,851	SH		SOLE		1,851	0	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	637	9,600	SH		SOLE		9,600	0	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	1,525	23,000	SH		OTR	1	0	23,000	0
ARTESIAN RES CORP	CL A	043113208	221	5,600	SH		OTR	1	0	5,600	0
ARTESIAN RES CORP	CL A	043113208	91	2,300	SH		SOLE		2,300	0	0
ARTISAN PARTNERS ASSET MGMT	CL A	04316A108	800	15,333	SH		OTR	1	0	15,333	0
ARTISAN PARTNERS ASSET MGMT	CL A	04316A108	337	6,466	SH		SOLE		6,466	0	0
ARVINAS INC	COM	04335A105	443	6,700	SH		OTR	1	0	6,700	0
ARVINAS INC	COM	04335A105	185	2,800	SH		SOLE		2,800	0	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	491	2,500	SH		OTR	1	0	2,500	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	197	1,000	SH		SOLE		1,000	0	0
ASPEN TECHNOLOGY INC	COM	045327103	558	3,864	SH		OTR	1	0	3,864	0
ASPEN TECHNOLOGY INC	COM	045327103	0	0	SH		SOLE		0	0	0
ASSURANT INC	COM	04621X108	197	1,393	SH		SOLE		1,393	0	0
ASSURANT INC	COM	04621X108	1,184	8,355	SH		OTR	1	0	8,355	0
AT HOME GROUP INC	COM	04650Y100	462	16,100	SH		SOLE		16,100	0	0
AT HOME GROUP INC	COM	04650Y100	1,114	38,800	SH		OTR	1	0	38,800	0
AT&T INC	COM	00206R102	4,674	154,397	SH		SOLE		154,397	0	0
AT&T INC	COM	00206R102	33,681	1,112,682	SH		OTR	1	0	1,112,682	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	192	13,392	SH		SOLE		13,392	0	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	461	32,100	SH		OTR	1	0	32,100	0
ATKORE INC	COM	047649108	2,503	34,807	SH		OTR	1	0	34,807	0
ATKORE INC	COM	047649108	1,042	14,495	SH		SOLE		14,495	0	0
ATLANTIC CAP BANCSHARES INC	COM	048269203	246	10,200	SH		SOLE		10,200	0	0
ATLANTIC CAP BANCSHARES INC	COM	048269203	593	24,600	SH		OTR	1	0	24,600	0
ATLANTIC POWER CORP	COM NEW	04878Q863	118	40,800	SH		SOLE		40,800	0	0
ATLANTIC POWER CORP	COM NEW	04878Q863	284	98,200	SH		OTR	1	0	98,200	0
ATLANTIC UN BANKSHARES CORP	COM	04911A107	387	10,100	SH		OTR	1	0	10,100	0
ATLANTIC UN BANKSHARES CORP	COM	04911A107	161	4,200	SH		SOLE		4,200	0	0
ATLAS AIR WORLDWIDE HLDGS IN	COM NEW	049164205	187	3,100	SH		OTR	1	0	3,100	0
ATLAS AIR WORLDWIDE HLDGS IN	COM NEW	049164205	79	1,300	SH		SOLE		1,300	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	5,231	4,970,000	PRN		DFND	1	0	4,970,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	1,350	1,271,000	PRN		SOLE		1,271,000	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	72	68,000	PRN		OTR	4	0	68,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	24,130	22,711,000	PRN		OTR	1	0	22,711,000	0
ATMOS ENERGY CORP	COM	049560105	279	2,820	SH		SOLE		2,820	0	0
ATMOS ENERGY CORP	COM	049560105	1,828	18,493	SH		OTR	1	0	18,493	0
AUTODESK INC	COM	052769106	17,611	63,545	SH		OTR	1	0	63,545	0
AUTODESK INC	COM	052769106	1,573	5,676	SH		SOLE		5,676	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	12,252	65,009	SH		OTR	1	0	65,009	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	1,740	9,233	SH		SOLE		9,233	0	0
AUTONATION INC	COM	05329W102	212	2,273	SH		SOLE		2,273	0	0
AUTONATION INC	COM	05329W102	5,711	61,266	SH		OTR	1	0	61,266	0
AUTOZONE INC	COM	053332102	659	469	SH		SOLE		469	0	0
AUTOZONE INC	COM	053332102	17,006	12,110	SH		OTR	1	0	12,110	0
AVALONBAY CMNTYS INC	COM	053484101	6,495	35,204	SH		OTR	1	0	35,204	0
AVALONBAY CMNTYS INC	COM	053484101	560	3,035	SH		SOLE		3,035	0	0
AVANOS MED INC	COM	05350V106	144	3,300	SH		OTR	1	0	3,300	0
AVANOS MED INC	COM	05350V106	61	1,400	SH		SOLE		1,400	0	0
AVANTOR INC	COM	05352A100	46	1,600	SH		SOLE		1,600	0	0
AVANTOR INC	COM	05352A100	5,806	200,681	SH		OTR	1	0	200,681	0
AVAYA HLDGS CORP	COM	05351X101	1,999	71,300	SH		OTR	1	0	71,300	0
AVAYA HLDGS CORP	COM	05351X101	831	29,640	SH		SOLE		29,640	0	0
AVAYA HLDGS CORP	NOTE 2.250% 6/1	05351XAB7	105	85,000	PRN		SOLE		85,000	0	0
AVERY DENNISON CORP	COM	053611109	360	1,961	SH		SOLE		1,961	0	0
AVERY DENNISON CORP	COM	053611109	2,200	11,979	SH		OTR	1	0	11,979	0
AVIS BUDGET GROUP	COM	053774105	189	2,600	SH		OTR	1	0	2,600	0
AVIS BUDGET GROUP	COM	053774105	73	1,000	SH		SOLE		1,000	0	0
AVNET INC	COM	053807103	208	5,012	SH		SOLE		5,012	0	0
AVNET INC	COM	053807103	5,810	139,956	SH		OTR	1	0	139,956	0
AXCELIS TECHNOLOGIES INC	COM NEW	054540208	1,989	48,400	SH		OTR	1	0	48,400	0
AXCELIS TECHNOLOGIES INC	COM NEW	054540208	826	20,100	SH		SOLE		20,100	0	0
AZZ INC	COM	002474104	309	6,133	SH		OTR	1	0	6,133	0
AZZ INC	COM	002474104	131	2,600	SH		SOLE		2,600	0	0
B & G FOODS INC NEW	COM	05508R106	174	5,600	SH		OTR	1	0	5,600	0
B & G FOODS INC NEW	COM	05508R106	71	2,300	SH		SOLE		2,300	0	0
B. RILEY FINANCIAL INC	COM	05580M108	507	9,000	SH		OTR	1	0	9,000	0
B. RILEY FINANCIAL INC	COM	05580M108	209	3,700	SH		SOLE		3,700	0	0
BAIDU INC	SPON ADR REP A	056752108	239	1,100	SH		SOLE		1,100	0	0
BAIDU INC	SPON ADR REP A	056752108	1,886	8,670	SH		OTR	1	0	8,670	0
BAKER HUGHES COMPANY	CL A	05722G100	2,273	105,187	SH		OTR	1	0	105,187	0
BAKER HUGHES COMPANY	CL A	05722G100	332	15,371	SH		SOLE		15,371	0	0
BALL CORP	COM	058498106	593	6,994	SH		SOLE		6,994	0	0
BALL CORP	COM	058498106	4,010	47,318	SH		OTR	1	0	47,318	0
BALLYS CORPORATION	COM	05875B106	591	9,100	SH		SOLE		9,100	0	0
BALLYS CORPORATION	COM	05875B106	1,423	21,900	SH		OTR	1	0	21,900	0
BANCORP INC DEL	COM	05969A105	1,573	75,900	SH		OTR	1	0	75,900	0
BANCORP INC DEL	COM	05969A105	654	31,551	SH		SOLE		31,551	0	0
BANDWIDTH INC	COM CL A	05988J103	114	900	SH		SOLE		900	0	0
BANDWIDTH INC	COM CL A	05988J103	266	2,100	SH		OTR	1	0	2,100	0
BANK NEW YORK MELLON CORP	COM	064058100	11,486	242,890	SH		OTR	1	0	242,890	0
BANK NEW YORK MELLON CORP	COM	064058100	1,117	23,611	SH		SOLE		23,611	0	0
BANK OZK	COM	06417N103	254	6,218	SH		OTR	1	0	6,218	0
BANK OZK	COM	06417N103	0	0	SH		SOLE		0	0	0
BANKUNITED INC	COM	06652K103	163	3,700	SH		SOLE		3,700	0	0
BANKUNITED INC	COM	06652K103	387	8,800	SH		OTR	1	0	8,800	0
BAXTER INTL INC	COM	071813109	968	11,475	SH		SOLE		11,475	0	0
BAXTER INTL INC	COM	071813109	7,025	83,292	SH		OTR	1	0	83,292	0
BEAM THERAPEUTICS INC	COM	07373V105	432	5,400	SH		OTR	1	0	5,400	0
BEAM THERAPEUTICS INC	COM	07373V105	176	2,200	SH		SOLE		2,200	0	0
BEAZER HOMES USA INC	COM NEW	07556Q881	684	32,700	SH		SOLE		32,700	0	0
BEAZER HOMES USA INC	COM NEW	07556Q881	1,646	78,700	SH		OTR	1	0	78,700	0
BECTON DICKINSON & CO	COM	075887109	1,516	6,233	SH		SOLE		6,233	0	0
BECTON DICKINSON & CO	COM	075887109	10,824	44,516	SH		OTR	1	0	44,516	0
BED BATH & BEYOND INC	COM	075896100	294	10,100	SH		SOLE		10,100	0	0
BED BATH & BEYOND INC	COM	075896100	705	24,200	SH		OTR	1	0	24,200	0
BENCHMARK ELECTRS INC	COM	08160H101	1,221	39,500	SH		OTR	1	0	39,500	0
BENCHMARK ELECTRS INC	COM	08160H101	507	16,400	SH		SOLE		16,400	0	0
BERKLEY W R CORP	COM	084423102	230	3,046	SH		SOLE		3,046	0	0
BERKLEY W R CORP	COM	084423102	1,523	20,218	SH		OTR	1	0	20,218	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	87,028	340,659	SH		OTR	1	0	340,659	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	10,137	39,678	SH		SOLE		39,678	0	0
BERRY CORP	COM	08579X101	115	20,800	SH		OTR	1	0	20,800	0
BERRY CORP	COM	08579X101	47	8,600	SH		SOLE		8,600	0	0
BERRY GLOBAL GROUP INC	COM	08579W103	0	0	SH		SOLE		0	0	0
BERRY GLOBAL GROUP INC	COM	08579W103	3,893	63,410	SH		OTR	1	0	63,410	0
BEST BUY INC	COM	086516101	19,151	166,802	SH		OTR	1	0	166,802	0
BEST BUY INC	COM	086516101	782	6,815	SH		SOLE		6,815	0	0
BIG LOTS INC	COM	089302103	369	5,400	SH		SOLE		5,400	0	0
BIG LOTS INC	COM	089302103	889	13,017	SH		OTR	1	0	13,017	0
BIO RAD LABS INC	CL A	090572207	1,833	3,209	SH		OTR	1	0	3,209	0
BIO RAD LABS INC	CL A	090572207	291	509	SH		SOLE		509	0	0
BIOCRYST PHARMACEUTICALS INC	COM	09058V103	119	11,670	SH		SOLE		11,670	0	0
BIOCRYST PHARMACEUTICALS INC	COM	09058V103	283	27,838	SH		OTR	1	0	27,838	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	148	37,800	SH		SOLE		37,800	0	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	355	90,900	SH		OTR	1	0	90,900	0
BIOGEN INC	COM	09062X103	1,065	3,807	SH		SOLE		3,807	0	0
BIOGEN INC	COM	09062X103	14,746	52,710	SH		OTR	1	0	52,710	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	11,923	11,783,000	PRN		DFND	1	0	11,783,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	4,642	4,576,000	PRN		SOLE		4,576,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	167	165,000	PRN		OTR	4	0	165,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	65,873	64,938,000	PRN		OTR	1	0	64,938,000	0
BJS WHSL CLUB HLDGS INC	COM	05550J101	377	8,400	SH		OTR	1	0	8,400	0
BJS WHSL CLUB HLDGS INC	COM	05550J101	157	3,500	SH		SOLE		3,500	0	0
BK OF AMERICA CORP	COM	060505104	6,822	176,316	SH		SOLE		176,316	0	0
BK OF AMERICA CORP	COM	060505104	77,546	2,004,290	SH		OTR	1	0	2,004,290	0
BLACKBAUD INC	COM	09227Q100	242	3,400	SH		OTR	1	0	3,400	0
BLACKBAUD INC	COM	09227Q100	100	1,400	SH		SOLE		1,400	0	0
BLACKLINE INC	COM	09239B109	271	2,500	SH		SOLE		2,500	0	0
BLACKLINE INC	COM	09239B109	640	5,900	SH		OTR	1	0	5,900	0
BLACKLINE INC	NOTE 0.125% 8/0	09239BAB5	143	90,000	PRN		SOLE		90,000	0	0
BLACKROCK CORPOR HI YLD FD I	COM	09255P107	1,644	140,000	SH		SOLE		140,000	0	0
BLACKROCK INC	COM	09247X101	20,764	27,540	SH		OTR	1	0	27,540	0
BLACKROCK INC	COM	09247X101	2,588	3,432	SH		SOLE		3,432	0	0
BLACKROCK MUN INCOME QUALITY	COM	092479104	339	22,417	SH		SOLE		22,417	0	0
BLACKROCK MUN INCOME QUALITY	COM	092479104	1,410	93,332	SH		OTR	1	0	93,332	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	11,240	442,357	SH		OTR	1	0	442,357	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	32,157	1,265,537	SH		SOLE		1,265,537	0	0
BLACKROCK MUNI INTER DR FD I	COM	09253X102	26,842	1,784,731	SH		SOLE		1,784,731	0	0
BLACKROCK MUNI INTER DR FD I	COM	09253X102	3,614	240,316	SH		OTR	1	0	240,316	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	4,534	383,598	SH		OTR	1	0	383,598	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	3,646	308,481	SH		SOLE		308,481	0	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	5,862	394,470	SH		OTR	1	0	394,470	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	17,106	1,151,143	SH		SOLE		1,151,143	0	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	12,904	915,819	SH		SOLE		915,819	0	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	7,634	541,830	SH		OTR	1	0	541,830	0
BLACKROCK MUNIHLDNGS CALI QL	COM	09254L107	9,814	652,094	SH		OTR	1	0	652,094	0
BLACKROCK MUNIHLDNGS CALI QL	COM	09254L107	18,631	1,237,973	SH		SOLE		1,237,973	0	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	1,143	80,009	SH		SOLE		80,009	0	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	1,007	70,458	SH		OTR	1	0	70,458	0
BLACKROCK MUNIHOLDINGS QUALI	COM	09253N104	2,344	146,484	SH		OTR	1	0	146,484	0
BLACKROCK MUNIHOLDINGS QUALI	COM	09253N104	9,825	614,076	SH		SOLE		614,076	0	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	7,394	549,770	SH		OTR	1	0	549,770	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	7,822	581,550	SH		SOLE		581,550	0	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	8,625	621,423	SH		OTR	1	0	621,423	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	9,556	688,459	SH		SOLE		688,459	0	0
BLACKROCK MUNIYILD QULT FD I	COM	09254F100	547	34,416	SH		SOLE		34,416	0	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	14,126	939,833	SH		SOLE		939,833	0	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	4,318	287,270	SH		OTR	1	0	287,270	0
BLACKROCK N Y MUN INCOME TRU	SH BEN INT	09248L106	2,618	169,234	SH		SOLE		169,234	0	0
BLACKROCK N Y MUN INCOME TRU	SH BEN INT	09248L106	655	42,359	SH		OTR	1	0	42,359	0
BLACKROCK NEW YORK MUN INCOM	COM	09249R102	426	28,046	SH		OTR	1	0	28,046	0
BLACKROCK NEW YORK MUN INCOM	COM	09249R102	859	56,636	SH		SOLE		56,636	0	0
BLACKSTONE MTG TR INC	COM CL A	09257W100	180	5,800	SH		OTR	1	0	5,800	0
BLACKSTONE MTG TR INC	COM CL A	09257W100	78	2,500	SH		SOLE		2,500	0	0
BLOCK H & R INC	COM	093671105	0	0	SH		SOLE		0	0	0
BLOCK H & R INC	COM	093671105	672	30,827	SH		OTR	1	0	30,827	0
BLOOM ENERGY CORP	COM CL A	093712107	119	4,400	SH		SOLE		4,400	0	0
BLOOM ENERGY CORP	COM CL A	093712107	289	10,700	SH		OTR	1	0	10,700	0
BLOOMIN BRANDS INC	COM	094235108	135	5,000	SH		SOLE		5,000	0	0
BLOOMIN BRANDS INC	COM	094235108	325	12,000	SH		OTR	1	0	12,000	0
BLUEGREEN VACATIONS CORP	COM	09629F108	116	10,800	SH		OTR	1	0	10,800	0
BLUEGREEN VACATIONS CORP	COM	09629F108	54	5,000	SH		SOLE		5,000	0	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	530	5,453	SH		SOLE		5,453	0	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	1,264	13,000	SH		OTR	1	0	13,000	0
BM TECHNOLOGIES INC	CL A COM	05591L107	119	10,187	SH		OTR	1	0	10,187	0
BM TECHNOLOGIES INC	CL A COM	05591L107	48	4,106	SH		SOLE		4,106	0	0
BNY MELLON MUN BD INFRASTRUC	COM SHS	09662W109	475	33,645	SH		SOLE		33,645	0	0
BNY MELLON MUN BD INFRASTRUC	COM SHS	09662W109	247	17,508	SH		OTR	1	0	17,508	0
BOEING CO	COM	097023105	3,149	12,363	SH		SOLE		12,363	0	0
BOEING CO	COM	097023105	24,546	96,366	SH		OTR	1	0	96,366	0
BOISE CASCADE CO DEL	COM	09739D100	473	7,900	SH		OTR	1	0	7,900	0
BOISE CASCADE CO DEL	COM	09739D100	197	3,300	SH		SOLE		3,300	0	0
BONANZA CREEK ENERGY INC	COM NEW	097793400	568	15,900	SH		SOLE		15,900	0	0
BONANZA CREEK ENERGY INC	COM NEW	097793400	1,368	38,300	SH		OTR	1	0	38,300	0
BOOKING HOLDINGS INC	COM	09857L108	15,580	6,687	SH		OTR	1	0	6,687	0
BOOKING HOLDINGS INC	COM	09857L108	2,036	874	SH		SOLE		874	0	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	56	700	SH		SOLE		700	0	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	7,160	88,913	SH		OTR	1	0	88,913	0
BORGWARNER INC	COM	099724106	1,599	34,490	SH		OTR	1	0	34,490	0
BORGWARNER INC	COM	099724106	283	6,115	SH		SOLE		6,115	0	0
BOSTON BEER INC	CL A	100557107	483	400	SH		SOLE		400	0	0
BOSTON BEER INC	CL A	100557107	1,086	900	SH		OTR	1	0	900	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	898	67,400	SH		OTR	1	0	67,400	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	373	28,000	SH		SOLE		28,000	0	0
BOSTON PROPERTIES INC	COM	101121101	3,631	35,858	SH		OTR	1	0	35,858	0
BOSTON PROPERTIES INC	COM	101121101	322	3,178	SH		SOLE		3,178	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	8,487	219,583	SH		OTR	1	0	219,583	0
BOSTON SCIENTIFIC CORP	COM	101137107	1,178	30,467	SH		SOLE		30,467	0	0
BOX INC	CL A	10316T104	110	4,800	SH		SOLE		4,800	0	0
BOX INC	CL A	10316T104	266	11,600	SH		OTR	1	0	11,600	0
BOYD GAMING CORP	COM	103304101	218	3,700	SH		SOLE		3,700	0	0
BOYD GAMING CORP	COM	103304101	531	9,000	SH		OTR	1	0	9,000	0
BRIDGEBIO PHARMA INC	COM	10806X102	1,232	20,000	SH		OTR	1	0	20,000	0
BRIDGEBIO PHARMA INC	COM	10806X102	511	8,300	SH		SOLE		8,300	0	0
BRIDGEBIO PHARMA INC	NOTE 2.500% 3/1	10806XAB8	1,191	720,000	PRN		SOLE		720,000	0	0
BRIDGEBIO PHARMA INC	NOTE 2.500% 3/1	10806XAB8	18,787	11,356,000	PRN		OTR	1	0	11,356,000	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	349	21,600	SH		OTR	1	0	21,600	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	145	9,000	SH		SOLE		9,000	0	0
BRIGHTCOVE INC	COM	10921T101	1,139	56,600	SH		OTR	1	0	56,600	0
BRIGHTCOVE INC	COM	10921T101	473	23,500	SH		SOLE		23,500	0	0
BRIGHTSPHERE INVT GROUP INC	COM	10948W103	1,158	56,800	SH		OTR	1	0	56,800	0
BRIGHTSPHERE INVT GROUP INC	COM	10948W103	481	23,600	SH		SOLE		23,600	0	0
BRINKER INTL INC	COM	109641100	583	8,200	SH		OTR	1	0	8,200	0
BRINKER INTL INC	COM	109641100	242	3,400	SH		SOLE		3,400	0	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	3,165	50,128	SH		SOLE		50,128	0	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	22,294	353,142	SH		OTR	1	0	353,142	0
BRIXMOR PPTY GROUP INC	COM	11120U105	0	0	SH		SOLE		0	0	0
BRIXMOR PPTY GROUP INC	COM	11120U105	1,365	67,491	SH		OTR	1	0	67,491	0
BROADCOM INC	COM	11135F101	4,466	9,632	SH		SOLE		9,632	0	0
BROADCOM INC	COM	11135F101	44,408	95,778	SH		OTR	1	0	95,778	0
BROADMARK RLTY CAP INC	COM	11135B100	129	12,300	SH		SOLE		12,300	0	0
BROADMARK RLTY CAP INC	COM	11135B100	311	29,700	SH		OTR	1	0	29,700	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	2,560	16,718	SH		OTR	1	0	16,718	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	396	2,588	SH		SOLE		2,588	0	0
BROOKFIELD PPTY REIT INC	CL A	11282X103	1,789	99,660	SH		OTR	1	0	99,660	0
BROOKFIELD PPTY REIT INC	CL A	11282X103	79	4,400	SH		SOLE		4,400	0	0
BROOKFIELD RENEWABLE CORP	CL A SUB VTG	11284V105	1,055	22,550	SH		OTR	1	0	22,550	0
BROOKFIELD RENEWABLE CORP	CL A SUB VTG	11284V105	438	9,350	SH		SOLE		9,350	0	0
BROWN FORMAN CORP	CL B	115637209	307	4,451	SH		SOLE		4,451	0	0
BROWN FORMAN CORP	CL B	115637209	1,818	26,357	SH		OTR	1	0	26,357	0
BRUKER CORP	COM	116794108	107	1,663	SH		SOLE		1,663	0	0
BRUKER CORP	COM	116794108	8,738	135,943	SH		OTR	1	0	135,943	0
BRUNSWICK CORP	COM	117043109	820	8,595	SH		OTR	1	0	8,595	0
BRUNSWICK CORP	COM	117043109	0	0	SH		SOLE		0	0	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	264	5,700	SH		SOLE		5,700	0	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	640	13,800	SH		OTR	1	0	13,800	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	1,843	19,309	SH		OTR	1	0	19,309	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	289	3,025	SH		SOLE		3,025	0	0
CABOT CORP	COM	127055101	0	0	SH		SOLE		0	0	0
CABOT CORP	COM	127055101	1,014	19,342	SH		OTR	1	0	19,342	0
CABOT OIL & GAS CORP	COM	127097103	1,083	57,642	SH		OTR	1	0	57,642	0
CABOT OIL & GAS CORP	COM	127097103	170	9,045	SH		SOLE		9,045	0	0
CACI INTL INC	CL A	127190304	2,937	11,908	SH		OTR	1	0	11,908	0
CACI INTL INC	CL A	127190304	0	0	SH		SOLE		0	0	0
CACTUS INC	CL A	127203107	150	4,900	SH		SOLE		4,900	0	0
CACTUS INC	CL A	127203107	364	11,900	SH		OTR	1	0	11,900	0
CADENCE DESIGN SYSTEM INC	COM	127387108	832	6,070	SH		SOLE		6,070	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	12,886	94,063	SH		OTR	1	0	94,063	0
CAESARS ENTERTAINMENT INC NE	COM	12769G100	5,567	63,654	SH		OTR	1	0	63,654	0
CAESARS ENTERTAINMENT INC NE	COM	12769G100	1,568	17,934	SH		SOLE		17,934	0	0
CAI INTERNATIONAL INC	COM	12477X106	1,320	29,000	SH		OTR	1	0	29,000	0
CAI INTERNATIONAL INC	COM	12477X106	551	12,100	SH		SOLE		12,100	0	0
CALERES INC	COM	129500104	70	3,200	SH		SOLE		3,200	0	0
CALERES INC	COM	129500104	168	7,700	SH		OTR	1	0	7,700	0
CALIFORNIA RES CORP	COM STOCK	13057Q305	1,058	43,965	SH		SOLE		43,965	0	0
CALIFORNIA RES CORP	COM STOCK	13057Q305	8,735	363,037	SH		OTR	1	0	363,037	0
CALIFORNIA WTR SVC GROUP	COM	130788102	1,685	29,916	SH		OTR	1	0	29,916	0
CALIFORNIA WTR SVC GROUP	COM	130788102	699	12,400	SH		SOLE		12,400	0	0
CALIX INC	COM	13100M509	159	4,600	SH		OTR	1	0	4,600	0
CALIX INC	COM	13100M509	67	1,933	SH		SOLE		1,933	0	0
CAMDEN PPTY TR	SH BEN INT	133131102	1,146	10,429	SH		OTR	1	0	10,429	0
CAMDEN PPTY TR	SH BEN INT	133131102	99	900	SH		SOLE		900	0	0
CAMPBELL SOUP CO	COM	134429109	213	4,233	SH		SOLE		4,233	0	0
CAMPBELL SOUP CO	COM	134429109	1,472	29,289	SH		OTR	1	0	29,289	0
CANTEL MED CORP	COM	138098108	192	2,400	SH		SOLE		2,400	0	0
CANTEL MED CORP	COM	138098108	455	5,700	SH		OTR	1	0	5,700	0
CAPITAL ONE FINL CORP	COM	14040H105	9,012	70,836	SH		OTR	1	0	70,836	0
CAPITAL ONE FINL CORP	COM	14040H105	1,256	9,875	SH		SOLE		9,875	0	0
CAPSTAR FINL HLDGS INC	COM	14070T102	85	4,900	SH		SOLE		4,900	0	0
CAPSTAR FINL HLDGS INC	COM	14070T102	202	11,700	SH		OTR	1	0	11,700	0
CARDINAL HEALTH INC	COM	14149Y108	14,519	238,988	SH		OTR	1	0	238,988	0
CARDINAL HEALTH INC	COM	14149Y108	490	8,062	SH		SOLE		8,062	0	0
CARETRUST REIT INC	COM	14174T107	461	19,800	SH		SOLE		19,800	0	0
CARETRUST REIT INC	COM	14174T107	1,106	47,500	SH		OTR	1	0	47,500	0
CARGURUS INC	COM CL A	141788109	412	17,300	SH		OTR	1	0	17,300	0
CARGURUS INC	COM CL A	141788109	172	7,200	SH		SOLE		7,200	0	0
CARLISLE COS INC	COM	142339100	392	2,384	SH		OTR	1	0	2,384	0
CARLISLE COS INC	COM	142339100	0	0	SH		SOLE		0	0	0
CARMAX INC	COM	143130102	473	3,568	SH		SOLE		3,568	0	0
CARMAX INC	COM	143130102	3,111	23,454	SH		OTR	1	0	23,454	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	434	16,369	SH		SOLE		16,369	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	3,055	115,121	SH		OTR	1	0	115,121	0
CARRIAGE SVCS INC	COM	143905107	581	16,500	SH		OTR	1	0	16,500	0
CARRIAGE SVCS INC	COM	143905107	243	6,900	SH		SOLE		6,900	0	0
CARRIER GLOBAL CORPORATION	COM	14448C104	740	17,535	SH		SOLE		17,535	0	0
CARRIER GLOBAL CORPORATION	COM	14448C104	7,800	184,748	SH		OTR	1	0	184,748	0
CARS COM INC	COM	14575E105	1,043	80,500	SH		OTR	1	0	80,500	0
CARS COM INC	COM	14575E105	434	33,500	SH		SOLE		33,500	0	0
CARTERS INC	COM	146229109	0	0	SH		SOLE		0	0	0
CARTERS INC	COM	146229109	3,933	44,223	SH		OTR	1	0	44,223	0
CASA SYS INC	COM	14713L102	433	45,400	SH		OTR	1	0	45,400	0
CASA SYS INC	COM	14713L102	180	18,900	SH		SOLE		18,900	0	0
CASSAVA SCIENCES INC	COM	14817C107	199	4,437	SH		OTR	1	0	4,437	0
CASSAVA SCIENCES INC	COM	14817C107	84	1,863	SH		SOLE		1,863	0	0
CATALENT INC	COM	148806102	5,166	49,052	SH		OTR	1	0	49,052	0
CATALENT INC	COM	148806102	391	3,716	SH		SOLE		3,716	0	0
CATERPILLAR INC	COM	149123101	19,092	82,338	SH		OTR	1	0	82,338	0
CATERPILLAR INC	COM	149123101	2,788	12,023	SH		SOLE		12,023	0	0
CATHAY GEN BANCORP	COM	149150104	693	17,000	SH		SOLE		17,000	0	0
CATHAY GEN BANCORP	COM	149150104	1,668	40,900	SH		OTR	1	0	40,900	0
CAVCO INDS INC DEL	COM	149568107	180	800	SH		SOLE		800	0	0
CAVCO INDS INC DEL	COM	149568107	451	2,000	SH		OTR	1	0	2,000	0
CBOE GLOBAL MKTS INC	COM	12503M108	229	2,316	SH		SOLE		2,316	0	0
CBOE GLOBAL MKTS INC	COM	12503M108	4,489	45,488	SH		OTR	1	0	45,488	0
CBRE GROUP INC	CL A	12504L109	9,797	123,835	SH		OTR	1	0	123,835	0
CBRE GROUP INC	CL A	12504L109	577	7,290	SH		SOLE		7,290	0	0
CDK GLOBAL INC	COM	12508E101	76	1,400	SH		SOLE		1,400	0	0
CDK GLOBAL INC	COM	12508E101	8,599	159,060	SH		OTR	1	0	159,060	0
CDW CORP	COM	12514G108	12,935	78,040	SH		OTR	1	0	78,040	0
CDW CORP	COM	12514G108	524	3,164	SH		SOLE		3,164	0	0
CELANESE CORP DEL	COM	150870103	398	2,656	SH		SOLE		2,656	0	0
CELANESE CORP DEL	COM	150870103	2,468	16,475	SH		OTR	1	0	16,475	0
CELSIUS HLDGS INC	COM NEW	15118V207	144	3,000	SH		OTR	1	0	3,000	0
CELSIUS HLDGS INC	COM NEW	15118V207	58	1,200	SH		SOLE		1,200	0	0
CENTENE CORP DEL	COM	15135B101	5,972	93,448	SH		OTR	1	0	93,448	0
CENTENE CORP DEL	COM	15135B101	779	12,187	SH		SOLE		12,187	0	0
CENTENNIAL RESOURCE DEV INC	NOTE 3.250% 4/0	15136AAA0	14,723	15,316,000	PRN		OTR	1	0	15,316,000	0
CENTENNIAL RESOURCE DEV INC	NOTE 3.250% 4/0	15136AAA0	965	1,004,000	PRN		SOLE		1,004,000	0	0
CENTERPOINT ENERGY INC	COM	15189T107	1,803	79,591	SH		OTR	1	0	79,591	0
CENTERPOINT ENERGY INC	COM	15189T107	272	12,019	SH		SOLE		12,019	0	0
CENTRAL GARDEN & PET CO	CL A NON-VTG	153527205	1,380	26,600	SH		OTR	1	0	26,600	0
CENTRAL GARDEN & PET CO	CL A NON-VTG	153527205	576	11,100	SH		SOLE		11,100	0	0
CENTRAL PAC FINL CORP	COM NEW	154760409	141	5,300	SH		SOLE		5,300	0	0
CENTRAL PAC FINL CORP	COM NEW	154760409	339	12,700	SH		OTR	1	0	12,700	0
CENTURY BANCORPORATION INC	CL A NON VTG	156432106	271	2,900	SH		OTR	1	0	2,900	0
CENTURY BANCORPORATION INC	CL A NON VTG	156432106	114	1,221	SH		SOLE		1,221	0	0
CENTURY CMNTYS INC	COM	156504300	169	2,800	SH		SOLE		2,800	0	0
CENTURY CMNTYS INC	COM	156504300	404	6,700	SH		OTR	1	0	6,700	0
CERENCE INC	COM	156727109	90	1,000	SH		SOLE		1,000	0	0
CERENCE INC	COM	156727109	206	2,300	SH		OTR	1	0	2,300	0
CERNER CORP	COM	156782104	14,373	199,963	SH		OTR	1	0	199,963	0
CERNER CORP	COM	156782104	613	8,529	SH		SOLE		8,529	0	0
CF INDS HLDGS INC	COM	125269100	5,910	130,230	SH		OTR	1	0	130,230	0
CF INDS HLDGS INC	COM	125269100	238	5,242	SH		SOLE		5,242	0	0
CHANGE HEALTHCARE INC	COM	15912K100	0	0	SH		SOLE		0	0	0
CHANGE HEALTHCARE INC	COM	15912K100	422	19,110	SH		OTR	1	0	19,110	0
CHANNELADVISOR CORP	COM	159179100	511	21,700	SH		SOLE		21,700	0	0
CHANNELADVISOR CORP	COM	159179100	1,227	52,081	SH		OTR	1	0	52,081	0
CHARLES RIV LABS INTL INC	COM	159864107	9,208	31,769	SH		OTR	1	0	31,769	0
CHARLES RIV LABS INTL INC	COM	159864107	24	82	SH		SOLE		82	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	2,185	3,542	SH		SOLE		3,542	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	24,254	39,309	SH		OTR	1	0	39,309	0
CHEFS WHSE INC	NOTE 1.875%12/0	163086AB7	1,498	1,467,000	PRN		SOLE		1,467,000	0	0
CHEFS WHSE INC	NOTE 1.875%12/0	163086AB7	14,832	14,529,000	PRN		OTR	1	0	14,529,000	0
CHEGG INC	NOTE 0.250% 5/1	163092AB5	291	92,000	PRN		SOLE		92,000	0	0
CHEMOCENTRYX INC	COM	16383L106	297	5,800	SH		SOLE		5,800	0	0
CHEMOCENTRYX INC	COM	16383L106	717	14,000	SH		OTR	1	0	14,000	0
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	215	260,000	PRN		SOLE		260,000	0	0
CHERRY HILL MTG INVT CORP	COM	164651101	399	42,700	SH		OTR	1	0	42,700	0
CHERRY HILL MTG INVT CORP	COM	164651101	166	17,800	SH		SOLE		17,800	0	0
CHEVRON CORP NEW	COM	166764100	36,285	346,265	SH		OTR	1	0	346,265	0
CHEVRON CORP NEW	COM	166764100	4,680	44,657	SH		SOLE		44,657	0	0
CHIMERA INVT CORP	COM NEW	16934Q208	2,128	167,597	SH		OTR	1	0	167,597	0
CHIMERA INVT CORP	COM NEW	16934Q208	885	69,704	SH		SOLE		69,704	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	898	632	SH		SOLE		632	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	12,270	8,636	SH		OTR	1	0	8,636	0
CHURCH & DWIGHT INC	COM	171340102	474	5,422	SH		SOLE		5,422	0	0
CHURCH & DWIGHT INC	COM	171340102	3,089	35,365	SH		OTR	1	0	35,365	0
CHURCHILL DOWNS INC	COM	171484108	387	1,700	SH		SOLE		1,700	0	0
CHURCHILL DOWNS INC	COM	171484108	932	4,100	SH		OTR	1	0	4,100	0
CIGNA CORP NEW	COM	125523100	12,876	53,265	SH		OTR	1	0	53,265	0
CIGNA CORP NEW	COM	125523100	1,848	7,646	SH		SOLE		7,646	0	0
CINCINNATI FINL CORP	COM	172062101	333	3,233	SH		SOLE		3,233	0	0
CINCINNATI FINL CORP	COM	172062101	2,231	21,640	SH		OTR	1	0	21,640	0
CINTAS CORP	COM	172908105	4,345	12,730	SH		OTR	1	0	12,730	0
CINTAS CORP	COM	172908105	637	1,866	SH		SOLE		1,866	0	0
CIRRUS LOGIC INC	COM	172755100	0	0	SH		SOLE		0	0	0
CIRRUS LOGIC INC	COM	172755100	4,591	54,145	SH		OTR	1	0	54,145	0
CISCO SYS INC	COM	17275R102	4,978	96,260	SH		SOLE		96,260	0	0
CISCO SYS INC	COM	17275R102	37,282	720,992	SH		OTR	1	0	720,992	0
CITI TRENDS INC	COM	17306X102	536	6,400	SH		OTR	1	0	6,400	0
CITI TRENDS INC	COM	17306X102	226	2,700	SH		SOLE		2,700	0	0
CITIGROUP INC	COM NEW	172967424	3,650	50,177	SH		SOLE		50,177	0	0
CITIGROUP INC	COM NEW	172967424	29,481	405,234	SH		OTR	1	0	405,234	0
CITIZENS FINANCIAL GROUP INC	COM	174610105	425	9,630	SH		SOLE		9,630	0	0
CITIZENS FINANCIAL GROUP INC	COM	174610105	2,708	61,341	SH		OTR	1	0	61,341	0
CITRIX SYS INC	COM	177376100	493	3,511	SH		SOLE		3,511	0	0
CITRIX SYS INC	COM	177376100	13,410	95,540	SH		OTR	1	0	95,540	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	473	20,600	SH		OTR	1	0	20,600	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	197	8,570	SH		SOLE		8,570	0	0
CLEAN ENERGY FUELS CORP	COM	184499101	66	4,800	SH		SOLE		4,800	0	0
CLEAN ENERGY FUELS CORP	COM	184499101	159	11,600	SH		OTR	1	0	11,600	0
CLEAN HARBORS INC	COM	184496107	4,901	58,306	SH		OTR	1	0	58,306	0
CLEAN HARBORS INC	COM	184496107	140	1,663	SH		SOLE		1,663	0	0
CLEARFIELD INC	COM	18482P103	281	9,333	SH		OTR	1	0	9,333	0
CLEARFIELD INC	COM	18482P103	119	3,933	SH		SOLE		3,933	0	0
CLEARWAY ENERGY INC	CL A	18539C105	225	8,500	SH		SOLE		8,500	0	0
CLEARWAY ENERGY INC	CL A	18539C105	543	20,500	SH		OTR	1	0	20,500	0
CLEVELAND-CLIFFS INC NEW	COM	185899101	452	22,500	SH		SOLE		22,500	0	0
CLEVELAND-CLIFFS INC NEW	COM	185899101	1,090	54,200	SH		OTR	1	0	54,200	0
CLEVELAND-CLIFFS INC NEW	DBCV 1.500% 1/1	185899AA9	7,806	2,997,000	PRN		DFND	1	0	2,997,000	0
CLEVELAND-CLIFFS INC NEW	DBCV 1.500% 1/1	185899AA9	198	76,000	PRN		SOLE		76,000	0	0
CLEVELAND-CLIFFS INC NEW	DBCV 1.500% 1/1	185899AA9	109	42,000	PRN		OTR	4	0	42,000	0
CLOROX CO DEL	COM	189054109	535	2,775	SH		SOLE		2,775	0	0
CLOROX CO DEL	COM	189054109	3,501	18,151	SH		OTR	1	0	18,151	0
CLOUDERA INC	COM	18914U100	89	7,300	SH		SOLE		7,300	0	0
CLOUDERA INC	COM	18914U100	213	17,500	SH		OTR	1	0	17,500	0
CLOVIS ONCOLOGY INC	NOTE 1.250% 5/0	189464AC4	107	140,000	PRN		SOLE		140,000	0	0
CLOVIS ONCOLOGY INC	NOTE 2.500% 9/1	189464AB6	104	110,000	PRN		SOLE		110,000	0	0
CME GROUP INC	COM	12572Q105	11,141	54,552	SH		OTR	1	0	54,552	0
CME GROUP INC	COM	12572Q105	1,548	7,580	SH		SOLE		7,580	0	0
CMS ENERGY CORP	COM	125896100	2,553	41,694	SH		OTR	1	0	41,694	0
CMS ENERGY CORP	COM	125896100	383	6,258	SH		SOLE		6,258	0	0
CNX RES CORP	COM	12653C108	1,961	133,400	SH		OTR	1	0	133,400	0
CNX RES CORP	COM	12653C108	815	55,435	SH		SOLE		55,435	0	0
COCA COLA CO	COM	191216100	32,808	622,421	SH		OTR	1	0	622,421	0
COCA COLA CO	COM	191216100	4,476	84,924	SH		SOLE		84,924	0	0
COCA COLA CONS INC	COM	191098102	437	1,514	SH		SOLE		1,514	0	0
COCA COLA CONS INC	COM	191098102	1,068	3,700	SH		OTR	1	0	3,700	0
COEUR MNG INC	COM NEW	192108504	125	13,800	SH		SOLE		13,800	0	0
COEUR MNG INC	COM NEW	192108504	301	33,300	SH		OTR	1	0	33,300	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	6,613	84,657	SH		OTR	1	0	84,657	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	900	11,523	SH		SOLE		11,523	0	0
COHU INC	COM	192576106	126	3,000	SH		SOLE		3,000	0	0
COHU INC	COM	192576106	297	7,100	SH		OTR	1	0	7,100	0
COLGATE PALMOLIVE CO	COM	194162103	14,183	179,923	SH		OTR	1	0	179,923	0
COLGATE PALMOLIVE CO	COM	194162103	1,461	18,528	SH		SOLE		18,528	0	0
COLONY STARWOOD HOMES	NOTE 3.500% 1/1	19625XAB8	143	101,000	PRN		SOLE		101,000	0	0
COLUMBIA BKG SYS INC	COM	197236102	121	2,800	SH		SOLE		2,800	0	0
COLUMBIA BKG SYS INC	COM	197236102	289	6,700	SH		OTR	1	0	6,700	0
COMCAST CORP NEW	CL A	20030N101	38,974	720,269	SH		OTR	1	0	720,269	0
COMCAST CORP NEW	CL A	20030N101	5,368	99,200	SH		SOLE		99,200	0	0
COMERICA INC	COM	200340107	7,587	105,754	SH		OTR	1	0	105,754	0
COMERICA INC	COM	200340107	264	3,679	SH		SOLE		3,679	0	0
COMFORT SYS USA INC	COM	199908104	464	6,200	SH		SOLE		6,200	0	0
COMFORT SYS USA INC	COM	199908104	1,114	14,900	SH		OTR	1	0	14,900	0
COMMSCOPE HLDG CO INC	COM	20337X109	0	0	SH		SOLE		0	0	0
COMMSCOPE HLDG CO INC	COM	20337X109	1,898	123,600	SH		OTR	1	0	123,600	0
COMMUNITY BK SYS INC	COM	203607106	84	1,100	SH		SOLE		1,100	0	0
COMMUNITY BK SYS INC	COM	203607106	207	2,700	SH		OTR	1	0	2,700	0
COMMUNITY HEALTH SYS INC NEW	COM	203668108	566	41,900	SH		OTR	1	0	41,900	0
COMMUNITY HEALTH SYS INC NEW	COM	203668108	235	17,400	SH		SOLE		17,400	0	0
COMMUNITY HEALTHCARE TR INC	COM	20369C106	267	5,800	SH		OTR	1	0	5,800	0
COMMUNITY HEALTHCARE TR INC	COM	20369C106	114	2,466	SH		SOLE		2,466	0	0
COMMVAULT SYSTEMS INC	COM	204166102	1,877	29,105	SH		OTR	1	0	29,105	0
COMMVAULT SYSTEMS INC	COM	204166102	780	12,088	SH		SOLE		12,088	0	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	334	10,900	SH		OTR	1	0	10,900	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	138	4,500	SH		SOLE		4,500	0	0
CONAGRA BRANDS INC	COM	205887102	2,651	70,500	SH		OTR	1	0	70,500	0
CONAGRA BRANDS INC	COM	205887102	403	10,729	SH		SOLE		10,729	0	0
CONCENTRIX CORP	COM	20602D101	5,973	39,896	SH		OTR	1	0	39,896	0
CONCENTRIX CORP	COM	20602D101	30	200	SH		SOLE		200	0	0
CONDUENT INC	COM	206787103	482	72,300	SH		SOLE		72,300	0	0
CONDUENT INC	COM	206787103	1,158	173,800	SH		OTR	1	0	173,800	0
CONMED CORP	COM	207410101	601	4,600	SH		SOLE		4,600	0	0
CONMED CORP	COM	207410101	1,450	11,100	SH		OTR	1	0	11,100	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	10,873	6,956,000	PRN		DFND	1	0	6,956,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	2,678	1,708,000	PRN		SOLE		1,708,000	0	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	153	98,000	PRN		OTR	4	0	98,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	42,004	26,786,000	PRN		OTR	1	0	26,786,000	0
CONNS INC	COM	208242107	191	9,800	SH		OTR	1	0	9,800	0
CONNS INC	COM	208242107	80	4,100	SH		SOLE		4,100	0	0
CONOCOPHILLIPS	COM	20825C104	1,751	33,065	SH		SOLE		33,065	0	0
CONOCOPHILLIPS	COM	20825C104	11,033	208,295	SH		OTR	1	0	208,295	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	93	12,933	SH		OTR	1	0	12,933	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	37	5,200	SH		SOLE		5,200	0	0
CONSOLIDATED EDISON INC	COM	209115104	536	7,167	SH		SOLE		7,167	0	0
CONSOLIDATED EDISON INC	COM	209115104	6,912	92,407	SH		OTR	1	0	92,407	0
CONSTELLATION BRANDS INC	CL A	21036P108	6,202	27,201	SH		OTR	1	0	27,201	0
CONSTELLATION BRANDS INC	CL A	21036P108	846	3,711	SH		SOLE		3,711	0	0
CONTAINER STORE GROUP INC	COM	210751103	513	30,800	SH		SOLE		30,800	0	0
CONTAINER STORE GROUP INC	COM	210751103	1,231	74,000	SH		OTR	1	0	74,000	0
COOPER COS INC	COM NEW	216648402	2,724	7,092	SH		OTR	1	0	7,092	0
COOPER COS INC	COM NEW	216648402	434	1,129	SH		SOLE		1,129	0	0
COOPER TIRE & RUBR CO	COM	216831107	1,299	23,200	SH		OTR	1	0	23,200	0
COOPER TIRE & RUBR CO	COM	216831107	537	9,600	SH		SOLE		9,600	0	0
COPART INC	COM	217204106	3,259	30,007	SH		OTR	1	0	30,007	0
COPART INC	COM	217204106	481	4,428	SH		SOLE		4,428	0	0
CORCEPT THERAPEUTICS INC	COM	218352102	1,665	70,000	SH		OTR	1	0	70,000	0
CORCEPT THERAPEUTICS INC	COM	218352102	692	29,100	SH		SOLE		29,100	0	0
CORE MARK HOLDING CO INC	COM	218681104	263	6,800	SH		SOLE		6,800	0	0
CORE MARK HOLDING CO INC	COM	218681104	635	16,400	SH		OTR	1	0	16,400	0
CORELOGIC INC	COM	21871D103	1,350	17,031	SH		OTR	1	0	17,031	0
CORELOGIC INC	COM	21871D103	161	2,034	SH		SOLE		2,034	0	0
COREPOINT LODGING INC	COM	21872L104	74	8,200	SH		OTR	1	0	8,200	0
COREPOINT LODGING INC	COM	21872L104	34	3,733	SH		SOLE		3,733	0	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	170	3,900	SH		OTR	1	0	3,900	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	70	1,600	SH		SOLE		1,600	0	0
CORNING INC	COM	219350105	4,848	111,425	SH		OTR	1	0	111,425	0
CORNING INC	COM	219350105	727	16,713	SH		SOLE		16,713	0	0
CORTEVA INC	COM	22052L104	748	16,055	SH		SOLE		16,055	0	0
CORTEVA INC	COM	22052L104	6,719	144,116	SH		OTR	1	0	144,116	0
CORVEL CORP	COM	221006109	369	3,600	SH		SOLE		3,600	0	0
CORVEL CORP	COM	221006109	893	8,700	SH		OTR	1	0	8,700	0
COSTCO WHSL CORP NEW	COM	22160K105	3,719	10,552	SH		SOLE		10,552	0	0
COSTCO WHSL CORP NEW	COM	22160K105	33,098	93,901	SH		OTR	1	0	93,901	0
COUPA SOFTWARE INC	COM	22266L106	51	200	SH		SOLE		200	0	0
COUPA SOFTWARE INC	COM	22266L106	1,533	6,026	SH		OTR	1	0	6,026	0
COUPA SOFTWARE INC	NOTE 0.375% 1/1	22266LAB2	403	71,000	PRN		SOLE		71,000	0	0
COVENANT LOGISTICS GROUP INC	CL A	22284P105	150	7,300	SH		OTR	1	0	7,300	0
COVENANT LOGISTICS GROUP INC	CL A	22284P105	62	3,000	SH		SOLE		3,000	0	0
COWEN INC	CL A NEW	223622606	787	22,400	SH		SOLE		22,400	0	0
COWEN INC	CL A NEW	223622606	1,891	53,800	SH		OTR	1	0	53,800	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	674	3,900	SH		OTR	1	0	3,900	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	277	1,600	SH		SOLE		1,600	0	0
CRANE CO	COM	224399105	19	205	SH		SOLE		205	0	0
CRANE CO	COM	224399105	747	7,958	SH		OTR	1	0	7,958	0
CREE INC	NOTE 0.875% 9/0	225447AB7	194	105,000	PRN		SOLE		105,000	0	0
CROCS INC	COM	227046109	265	3,300	SH		SOLE		3,300	0	0
CROCS INC	COM	227046109	636	7,900	SH		OTR	1	0	7,900	0
CROWDSTRIKE HLDGS INC	CL A	22788C105	55	300	SH		SOLE		300	0	0
CROWDSTRIKE HLDGS INC	CL A	22788C105	5,596	30,664	SH		OTR	1	0	30,664	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	14,953	86,869	SH		OTR	1	0	86,869	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	1,711	9,941	SH		SOLE		9,941	0	0
CROWN HLDGS INC	COM	228368106	49	500	SH		SOLE		500	0	0
CROWN HLDGS INC	COM	228368106	2,689	27,715	SH		OTR	1	0	27,715	0
CSX CORP	COM	126408103	11,221	116,380	SH		OTR	1	0	116,380	0
CSX CORP	COM	126408103	1,466	15,203	SH		SOLE		15,203	0	0
CTS CORP	COM	126501105	149	4,800	SH		OTR	1	0	4,800	0
CTS CORP	COM	126501105	66	2,133	SH		SOLE		2,133	0	0
CUBESMART	COM	229663109	0	0	SH		SOLE		0	0	0
CUBESMART	COM	229663109	808	21,359	SH		OTR	1	0	21,359	0
CUMMINS INC	COM	231021106	841	3,246	SH		SOLE		3,246	0	0
CUMMINS INC	COM	231021106	12,676	48,920	SH		OTR	1	0	48,920	0
CURO GROUP HOLDINGS CORP	COM	23131L107	397	27,200	SH		OTR	1	0	27,200	0
CURO GROUP HOLDINGS CORP	COM	23131L107	165	11,300	SH		SOLE		11,300	0	0
CURTISS WRIGHT CORP	COM	231561101	130	1,100	SH		SOLE		1,100	0	0
CURTISS WRIGHT CORP	COM	231561101	223	1,884	SH		OTR	1	0	1,884	0
CUSTOMERS BANCORP INC	COM	23204G100	693	21,783	SH		SOLE		21,783	0	0
CUSTOMERS BANCORP INC	COM	23204G100	1,671	52,500	SH		OTR	1	0	52,500	0
CVS HEALTH CORP	COM	126650100	2,116	28,121	SH		SOLE		28,121	0	0
CVS HEALTH CORP	COM	126650100	14,852	197,419	SH		OTR	1	0	197,419	0
D R HORTON INC	COM	23331A109	664	7,451	SH		SOLE		7,451	0	0
D R HORTON INC	COM	23331A109	4,256	47,758	SH		OTR	1	0	47,758	0
DANA INC	COM	235825205	1,453	59,700	SH		OTR	1	0	59,700	0
DANA INC	COM	235825205	603	24,800	SH		SOLE		24,800	0	0
DANAHER CORPORATION	COM	235851102	3,135	13,929	SH		SOLE		13,929	0	0
DANAHER CORPORATION	COM	235851102	22,030	97,877	SH		OTR	1	0	97,877	0
DAQO NEW ENERGY CORP	SPNSRD ADS NEW	23703Q203	459	6,074	SH		OTR	1	0	6,074	0
DAQO NEW ENERGY CORP	SPNSRD ADS NEW	23703Q203	0	0	SH		SOLE		0	0	0
DARDEN RESTAURANTS INC	COM	237194105	421	2,963	SH		SOLE		2,963	0	0
DARDEN RESTAURANTS INC	COM	237194105	6,989	49,215	SH		OTR	1	0	49,215	0
DARLING INGREDIENTS INC	COM	237266101	890	12,100	SH		SOLE		12,100	0	0
DARLING INGREDIENTS INC	COM	237266101	2,149	29,200	SH		OTR	1	0	29,200	0
DAVITA INC	COM	23918K108	147	1,364	SH		SOLE		1,364	0	0
DAVITA INC	COM	23918K108	5,910	54,841	SH		OTR	1	0	54,841	0
DBX ETF TR	XTRACK HRVST CSI	233051879	711	18,400	SH		SOLE		18,400	0	0
DECIPHERA PHARMACEUTICALS IN	COM	24344T101	372	8,300	SH		SOLE		8,300	0	0
DECIPHERA PHARMACEUTICALS IN	COM	24344T101	892	19,900	SH		OTR	1	0	19,900	0
DECKERS OUTDOOR CORP	COM	243537107	3,139	9,500	SH		OTR	1	0	9,500	0
DECKERS OUTDOOR CORP	COM	243537107	1,322	4,000	SH		SOLE		4,000	0	0
DEERE & CO	COM	244199105	2,946	7,874	SH		SOLE		7,874	0	0
DEERE & CO	COM	244199105	25,202	67,361	SH		OTR	1	0	67,361	0
DEL TACO RESTAURANTS INC NEW	COM	245496104	244	25,500	SH		SOLE		25,500	0	0
DEL TACO RESTAURANTS INC NEW	COM	245496104	587	61,300	SH		OTR	1	0	61,300	0
DELAWARE INVTS MINN MUN INCO	COM	24610V103	7,444	564,399	SH		SOLE		564,399	0	0
DELAWARE INVTS NATL MUN INCO	SH BEN INT	24610T108	3,361	256,199	SH		SOLE		256,199	0	0
DELEK US HLDGS INC NEW	COM	24665A103	248	11,400	SH		SOLE		11,400	0	0
DELEK US HLDGS INC NEW	COM	24665A103	597	27,400	SH		OTR	1	0	27,400	0
DELL TECHNOLOGIES INC	CL C	24703L202	609	6,910	SH		OTR	1	0	6,910	0
DELL TECHNOLOGIES INC	CL C	24703L202	53	600	SH		SOLE		600	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	582	12,054	SH		SOLE		12,054	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	6,452	133,628	SH		OTR	1	0	133,628	0
DENALI THERAPEUTICS INC	COM	24823R105	902	15,800	SH		OTR	1	0	15,800	0
DENALI THERAPEUTICS INC	COM	24823R105	377	6,600	SH		SOLE		6,600	0	0
DENTSPLY SIRONA INC	COM	24906P109	302	4,737	SH		SOLE		4,737	0	0
DENTSPLY SIRONA INC	COM	24906P109	2,017	31,608	SH		OTR	1	0	31,608	0
DEVON ENERGY CORP NEW	COM	25179M103	3,246	148,556	SH		OTR	1	0	148,556	0
DEVON ENERGY CORP NEW	COM	25179M103	365	16,725	SH		SOLE		16,725	0	0
DEXCOM INC	COM	252131107	760	2,116	SH		SOLE		2,116	0	0
DEXCOM INC	COM	252131107	4,988	13,878	SH		OTR	1	0	13,878	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	7,956	3,610,000	PRN		DFND	1	0	3,610,000	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	112	51,000	PRN		OTR	4	0	51,000	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	40	18,000	PRN		SOLE		18,000	0	0
DHI GROUP INC	COM	23331S100	66	19,700	SH		SOLE		19,700	0	0
DHI GROUP INC	COM	23331S100	153	45,600	SH		OTR	1	0	45,600	0
DIAMONDBACK ENERGY INC	COM	25278X109	1,917	26,089	SH		OTR	1	0	26,089	0
DIAMONDBACK ENERGY INC	COM	25278X109	251	3,416	SH		SOLE		3,416	0	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	192	18,600	SH		SOLE		18,600	0	0
DIAMONDROCK HOSPITALITY CO	COM	252784301	450	43,733	SH		OTR	1	0	43,733	0
DICKS SPORTING GOODS INC	COM	253393102	5,455	71,631	SH		OTR	1	0	71,631	0
DICKS SPORTING GOODS INC	COM	253393102	206	2,700	SH		SOLE		2,700	0	0
DIGITAL RLTY TR INC	COM	253868103	6,502	46,168	SH		OTR	1	0	46,168	0
DIGITAL RLTY TR INC	COM	253868103	832	5,910	SH		SOLE		5,910	0	0
DIGITAL RLTY TR INC	COM	253868103	9	67	SH		OTR	5	0	67	0
DIGITAL TURBINE INC	COM NEW	25400W102	571	7,100	SH		SOLE		7,100	0	0
DIGITAL TURBINE INC	COM NEW	25400W102	1,366	17,000	SH		OTR	1	0	17,000	0
DIME CMNTY BANCSHARES INC	COM	25432X102	439	14,551	SH		SOLE		14,551	0	0
DIME CMNTY BANCSHARES INC	COM	25432X102	1,055	34,990	SH		OTR	1	0	34,990	0
DIODES INC	COM	254543101	852	10,668	SH		SOLE		10,668	0	0
DIODES INC	COM	254543101	2,058	25,775	SH		OTR	1	0	25,775	0
DISCOVER FINL SVCS	COM	254709108	617	6,493	SH		SOLE		6,493	0	0
DISCOVER FINL SVCS	COM	254709108	5,308	55,875	SH		OTR	1	0	55,875	0
DISCOVERY INC	COM SER A	25470F104	1,045	24,047	SH		OTR	1	0	24,047	0
DISCOVERY INC	COM SER A	25470F104	142	3,269	SH		SOLE		3,269	0	0
DISCOVERY INC	COM SER C	25470F302	279	7,573	SH		SOLE		7,573	0	0
DISCOVERY INC	COM SER C	25470F302	1,586	43,000	SH		OTR	1	0	43,000	0
DISH NETWORK CORPORATION	CL A	25470M109	169	4,673	SH		SOLE		4,673	0	0
DISH NETWORK CORPORATION	CL A	25470M109	1,293	35,707	SH		OTR	1	0	35,707	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	9,809	10,165,000	PRN		SOLE		10,165,000	0	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	58,845	60,979,000	PRN		OTR	1	0	60,979,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	27,006	28,020,000	PRN		OTR	1	0	28,020,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	10,345	10,734,000	PRN		SOLE		10,734,000	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	87	91,000	PRN		OTR	4	0	91,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	6,213	6,463,000	PRN		DFND	1	0	6,463,000	0
DISNEY WALT CO	COM	254687106	7,550	40,918	SH		SOLE		40,918	0	0
DISNEY WALT CO	COM	254687106	54,675	296,312	SH		OTR	1	0	296,312	0
DOCUSIGN INC	COM	256163106	98	482	SH		SOLE		482	0	0
DOCUSIGN INC	COM	256163106	8,187	40,440	SH		OTR	1	0	40,440	0
DOCUSIGN INC	NOTE 0.500% 9/1	256163AB2	170	60,000	PRN		SOLE		60,000	0	0
DOLLAR GEN CORP NEW	COM	256677105	16,663	82,240	SH		OTR	1	0	82,240	0
DOLLAR GEN CORP NEW	COM	256677105	1,185	5,846	SH		SOLE		5,846	0	0
DOLLAR TREE INC	COM	256746108	7,540	65,875	SH		OTR	1	0	65,875	0
DOLLAR TREE INC	COM	256746108	589	5,143	SH		SOLE		5,143	0	0
DOMINION ENERGY INC	COM	25746U109	14,401	189,586	SH		OTR	1	0	189,586	0
DOMINION ENERGY INC	COM	25746U109	1,315	17,310	SH		SOLE		17,310	0	0
DOMINOS PIZZA INC	COM	25754A201	449	1,222	SH		SOLE		1,222	0	0
DOMINOS PIZZA INC	COM	25754A201	9,442	25,671	SH		OTR	1	0	25,671	0
DONNELLEY FINL SOLUTIONS INC	COM	25787G100	1,645	59,100	SH		OTR	1	0	59,100	0
DONNELLEY FINL SOLUTIONS INC	COM	25787G100	685	24,600	SH		SOLE		24,600	0	0
DOVER CORP	COM	260003108	3,662	26,702	SH		OTR	1	0	26,702	0
DOVER CORP	COM	260003108	413	3,014	SH		SOLE		3,014	0	0
DOW INC	COM	260557103	1,053	16,476	SH		SOLE		16,476	0	0
DOW INC	COM	260557103	7,468	116,800	SH		OTR	1	0	116,800	0
DROPBOX INC	CL A	26210C104	182	6,813	SH		SOLE		6,813	0	0
DROPBOX INC	CL A	26210C104	4,911	184,218	SH		OTR	1	0	184,218	0
DTE ENERGY CO	COM	233331107	3,735	28,054	SH		OTR	1	0	28,054	0
DTE ENERGY CO	COM	233331107	541	4,061	SH		SOLE		4,061	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	11,671	120,901	SH		OTR	1	0	120,901	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	1,575	16,320	SH		SOLE		16,320	0	0
DUKE REALTY CORP	COM NEW	264411505	4,293	102,395	SH		OTR	1	0	102,395	0
DUKE REALTY CORP	COM NEW	264411505	361	8,611	SH		SOLE		8,611	0	0
DUKE REALTY CORP	COM NEW	264411505	22	517	SH		OTR	5	0	517	0
DUPONT DE NEMOURS INC	COM	26614N102	6,765	87,536	SH		OTR	1	0	87,536	0
DUPONT DE NEMOURS INC	COM	26614N102	1,027	13,295	SH		SOLE		13,295	0	0
DWS MUN INCOME TR	COM	233368109	1,107	95,010	SH		SOLE		95,010	0	0
DWS MUN INCOME TR	COM	233368109	1,526	131,002	SH		OTR	1	0	131,002	0
DXC TECHNOLOGY CO	COM	23355L106	204	6,521	SH		SOLE		6,521	0	0
DXC TECHNOLOGY CO	COM	23355L106	11,852	379,150	SH		OTR	1	0	379,150	0
EAGLE BANCORP INC MD	COM	268948106	1,596	30,000	SH		OTR	1	0	30,000	0
EAGLE BANCORP INC MD	COM	268948106	665	12,500	SH		SOLE		12,500	0	0
EAGLE MATLS INC	COM	26969P108	2,224	16,547	SH		OTR	1	0	16,547	0
EAGLE MATLS INC	COM	26969P108	0	0	SH		SOLE		0	0	0
EASTGROUP PPTYS INC	COM	277276101	1,146	8,000	SH		OTR	1	0	8,000	0
EASTGROUP PPTYS INC	COM	277276101	473	3,300	SH		SOLE		3,300	0	0
EASTMAN CHEM CO	COM	277432100	349	3,167	SH		SOLE		3,167	0	0
EASTMAN CHEM CO	COM	277432100	2,159	19,604	SH		OTR	1	0	19,604	0
EASTMAN KODAK CO	COM NEW	277461406	170	21,622	SH		OTR	1	0	21,622	0
EASTMAN KODAK CO	COM NEW	277461406	70	8,958	SH		SOLE		8,958	0	0
EATON VANCE MUN BD FD	COM	27827X101	1,305	98,097	SH		SOLE		98,097	0	0
EATON VANCE MUN BD FD	COM	27827X101	2,056	154,604	SH		OTR	1	0	154,604	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	162	13,241	SH		OTR	1	0	13,241	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	5,874	481,489	SH		SOLE		481,489	0	0
EBAY INC.	COM	278642103	1,189	19,420	SH		SOLE		19,420	0	0
EBAY INC.	COM	278642103	16,130	263,388	SH		OTR	1	0	263,388	0
EBIX INC	COM NEW	278715206	163	5,100	SH		OTR	1	0	5,100	0
EBIX INC	COM NEW	278715206	67	2,100	SH		SOLE		2,100	0	0
ECHOSTAR CORP	CL A	278768106	0	0	SH		SOLE		0	0	0
ECHOSTAR CORP	CL A	278768106	563	23,444	SH		OTR	1	0	23,444	0
ECOLAB INC	COM	278865100	1,134	5,297	SH		SOLE		5,297	0	0
ECOLAB INC	COM	278865100	8,277	38,666	SH		OTR	1	0	38,666	0
EDISON INTL	COM	281020107	3,207	54,729	SH		OTR	1	0	54,729	0
EDISON INTL	COM	281020107	478	8,164	SH		SOLE		8,164	0	0
EDITAS MEDICINE INC	COM	28106W103	382	9,092	SH		SOLE		9,092	0	0
EDITAS MEDICINE INC	COM	28106W103	920	21,900	SH		OTR	1	0	21,900	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	1,112	13,296	SH		SOLE		13,296	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	7,537	90,116	SH		OTR	1	0	90,116	0
ELECTRONIC ARTS INC	COM	285512109	10,617	78,427	SH		OTR	1	0	78,427	0
ELECTRONIC ARTS INC	COM	285512109	906	6,692	SH		SOLE		6,692	0	0
ELEMENT SOLUTIONS INC	COM	28618M106	1,909	104,352	SH		OTR	1	0	104,352	0
ELEMENT SOLUTIONS INC	COM	28618M106	0	0	SH		SOLE		0	0	0
EMCOR GROUP INC	COM	29084Q100	1,133	10,100	SH		SOLE		10,100	0	0
EMCOR GROUP INC	COM	29084Q100	6,313	56,284	SH		OTR	1	0	56,284	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	432	4,648	SH		SOLE		4,648	0	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	1,031	11,092	SH		OTR	1	0	11,092	0
EMERSON ELEC CO	COM	291011104	1,185	13,134	SH		SOLE		13,134	0	0
EMERSON ELEC CO	COM	291011104	8,388	92,969	SH		OTR	1	0	92,969	0
EMPIRE ST RLTY TR INC	CL A	292104106	160	14,332	SH		OTR	1	0	14,332	0
EMPIRE ST RLTY TR INC	CL A	292104106	0	0	SH		SOLE		0	0	0
EMPLOYERS HLDGS INC	COM	292218104	379	8,800	SH		SOLE		8,800	0	0
EMPLOYERS HLDGS INC	COM	292218104	913	21,200	SH		OTR	1	0	21,200	0
ENCORE WIRE CORP	COM	292562105	1,819	27,100	SH		OTR	1	0	27,100	0
ENCORE WIRE CORP	COM	292562105	757	11,279	SH		SOLE		11,279	0	0
ENERSYS	COM	29275Y102	209	2,300	SH		SOLE		2,300	0	0
ENERSYS	COM	29275Y102	499	5,500	SH		OTR	1	0	5,500	0
ENOVA INTL INC	COM	29357K103	738	20,800	SH		OTR	1	0	20,800	0
ENOVA INTL INC	COM	29357K103	305	8,600	SH		SOLE		8,600	0	0
ENPHASE ENERGY INC	COM	29355A107	444	2,736	SH		SOLE		2,736	0	0
ENPHASE ENERGY INC	COM	29355A107	3,716	22,917	SH		OTR	1	0	22,917	0
ENPRO INDS INC	COM	29355X107	520	6,100	SH		SOLE		6,100	0	0
ENPRO INDS INC	COM	29355X107	1,245	14,600	SH		OTR	1	0	14,600	0
ENSIGN GROUP INC	COM	29358P101	2,449	26,100	SH		OTR	1	0	26,100	0
ENSIGN GROUP INC	COM	29358P101	1,023	10,900	SH		SOLE		10,900	0	0
ENTEGRIS INC	COM	29362U104	8,265	73,930	SH		OTR	1	0	73,930	0
ENTEGRIS INC	COM	29362U104	0	0	SH		SOLE		0	0	0
ENTERGY CORP NEW	COM	29364G103	9,588	96,388	SH		OTR	1	0	96,388	0
ENTERGY CORP NEW	COM	29364G103	436	4,388	SH		SOLE		4,388	0	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	753	186,300	SH		OTR	1	0	186,300	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	313	77,419	SH		SOLE		77,419	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	3,672	2,976,000	PRN		SOLE		2,976,000	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	34,199	27,714,000	PRN		OTR	1	0	27,714,000	0
EOG RES INC	COM	26875P101	923	12,723	SH		SOLE		12,723	0	0
EOG RES INC	COM	26875P101	6,723	92,690	SH		OTR	1	0	92,690	0
EPAM SYS INC	COM	29414B104	40	100	SH		SOLE		100	0	0
EPAM SYS INC	COM	29414B104	1,966	4,957	SH		OTR	1	0	4,957	0
EPIZYME INC	COM	29428V104	527	60,500	SH		OTR	1	0	60,500	0
EPIZYME INC	COM	29428V104	219	25,200	SH		SOLE		25,200	0	0
EQT CORP	COM	26884L109	2,296	123,585	SH		OTR	1	0	123,585	0
EQT CORP	COM	26884L109	51	2,766	SH		SOLE		2,766	0	0
EQUIFAX INC	COM	294429105	3,184	17,576	SH		OTR	1	0	17,576	0
EQUIFAX INC	COM	294429105	489	2,700	SH		SOLE		2,700	0	0
EQUINIX INC	COM	29444U700	11,215	16,503	SH		OTR	1	0	16,503	0
EQUINIX INC	COM	29444U700	1,453	2,138	SH		SOLE		2,138	0	0
EQUINIX INC	COM	29444U700	84	123	SH		OTR	5	0	123	0
EQUITY COMWLTH	COM SH BEN INT	294628102	936	33,682	SH		OTR	1	0	33,682	0
EQUITY COMWLTH	COM SH BEN INT	294628102	25	900	SH		SOLE		900	0	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	704	11,057	SH		OTR	1	0	11,057	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	83	1,300	SH		SOLE		1,300	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	528	7,377	SH		SOLE		7,377	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	6,409	89,474	SH		OTR	1	0	89,474	0
ESCALADE INC	COM	296056104	155	7,400	SH		OTR	1	0	7,400	0
ESCALADE INC	COM	296056104	69	3,300	SH		SOLE		3,300	0	0
ESSEX PPTY TR INC	COM	297178105	385	1,418	SH		SOLE		1,418	0	0
ESSEX PPTY TR INC	COM	297178105	4,465	16,425	SH		OTR	1	0	16,425	0
ETSY INC	COM	29786A106	12,324	61,108	SH		OTR	1	0	61,108	0
ETSY INC	COM	29786A106	622	3,086	SH		SOLE		3,086	0	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	48,807	20,599,000	PRN		OTR	1	0	20,599,000	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	4,265	1,800,000	PRN		SOLE		1,800,000	0	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	11,782	4,983,000	PRN		DFND	1	0	4,983,000	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	170	72,000	PRN		OTR	4	0	72,000	0
EURONET WORLDWIDE INC	COM	298736109	0	0	SH		SOLE		0	0	0
EURONET WORLDWIDE INC	COM	298736109	2,696	19,496	SH		OTR	1	0	19,496	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	22,464	19,630,000	PRN		OTR	1	0	19,630,000	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	1,881	1,644,000	PRN		SOLE		1,644,000	0	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	1,278	1,001,000	PRN		SOLE		1,001,000	0	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	16,477	12,904,000	PRN		OTR	1	0	12,904,000	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	55	43,000	PRN		OTR	4	0	43,000	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	3,989	3,136,000	PRN		DFND	1	0	3,136,000	0
EVERCORE INC	CLASS A	29977A105	95	722	SH		SOLE		722	0	0
EVERCORE INC	CLASS A	29977A105	8,436	64,034	SH		OTR	1	0	64,034	0
EVERGY INC	COM	30034W106	4,578	76,904	SH		OTR	1	0	76,904	0
EVERGY INC	COM	30034W106	297	4,988	SH		SOLE		4,988	0	0
EVERSOURCE ENERGY	COM	30040W108	630	7,280	SH		SOLE		7,280	0	0
EVERSOURCE ENERGY	COM	30040W108	4,286	49,494	SH		OTR	1	0	49,494	0
EVERTEC INC	COM	30040P103	298	8,000	SH		OTR	1	0	8,000	0
EVERTEC INC	COM	30040P103	124	3,333	SH		SOLE		3,333	0	0
EVOLENT HEALTH INC	NOTE 1.500%10/1	30050BAD3	143	150,000	PRN		SOLE		150,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	4,521	3,491,000	PRN		SOLE		3,491,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	125	97,000	PRN		OTR	4	0	97,000	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	8,973	6,956,000	PRN		DFND	1	0	6,956,000	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	47,756	36,877,000	PRN		OTR	1	0	36,877,000	0
EXELIXIS INC	COM	30161Q104	7,814	345,911	SH		OTR	1	0	345,911	0
EXELIXIS INC	COM	30161Q104	12	550	SH		SOLE		550	0	0
EXELON CORP	COM	30161N101	918	20,992	SH		SOLE		20,992	0	0
EXELON CORP	COM	30161N101	6,794	155,338	SH		OTR	1	0	155,338	0
EXP WORLD HLDGS INC	COM	30212W100	415	9,100	SH		SOLE		9,100	0	0
EXP WORLD HLDGS INC	COM	30212W100	1,002	22,000	SH		OTR	1	0	22,000	0
EXPEDIA GROUP INC	COM NEW	30212P303	536	3,113	SH		SOLE		3,113	0	0
EXPEDIA GROUP INC	COM NEW	30212P303	3,475	20,192	SH		OTR	1	0	20,192	0
EXPEDITORS INTL WASH INC	COM	302130109	2,632	24,439	SH		OTR	1	0	24,439	0
EXPEDITORS INTL WASH INC	COM	302130109	345	3,199	SH		SOLE		3,199	0	0
EXPONENT INC	COM	30214U102	78	800	SH		SOLE		800	0	0
EXPONENT INC	COM	30214U102	195	2,000	SH		OTR	1	0	2,000	0
EXPRESS INC	COM	30219E103	39	9,702	SH		SOLE		9,702	0	0
EXPRESS INC	COM	30219E103	93	23,206	SH		OTR	1	0	23,206	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	4,189	212,105	SH		OTR	1	0	212,105	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	216	10,916	SH		SOLE		10,916	0	0
EXTERRAN CORP	COM	30227H106	23	6,800	SH		SOLE		6,800	0	0
EXTERRAN CORP	COM	30227H106	55	16,400	SH		OTR	1	0	16,400	0
EXTRA SPACE STORAGE INC	COM	30225T102	27	200	SH		OTR	5	0	200	0
EXTRA SPACE STORAGE INC	COM	30225T102	4,855	36,624	SH		OTR	1	0	36,624	0
EXTRA SPACE STORAGE INC	COM	30225T102	397	2,994	SH		SOLE		2,994	0	0
EXTREME NETWORKS INC	COM	30226D106	1,401	160,116	SH		OTR	1	0	160,116	0
EXTREME NETWORKS INC	COM	30226D106	583	66,600	SH		SOLE		66,600	0	0
EXXON MOBIL CORP	COM	30231G102	37,035	663,353	SH		OTR	1	0	663,353	0
EXXON MOBIL CORP	COM	30231G102	5,127	91,825	SH		SOLE		91,825	0	0
F5 NETWORKS INC	COM	315616102	1,856	8,896	SH		OTR	1	0	8,896	0
F5 NETWORKS INC	COM	315616102	306	1,465	SH		SOLE		1,465	0	0
FACEBOOK INC	CL A	30303M102	140,748	477,872	SH		OTR	1	0	477,872	0
FACEBOOK INC	CL A	30303M102	15,430	52,387	SH		SOLE		52,387	0	0
FAIR ISAAC CORP	COM	303250104	49	100	SH		SOLE		100	0	0
FAIR ISAAC CORP	COM	303250104	5,157	10,611	SH		OTR	1	0	10,611	0
FALCON MINERALS CORP	CL A COM	30607B109	22	4,800	SH		SOLE		4,800	0	0
FALCON MINERALS CORP	CL A COM	30607B109	52	11,600	SH		OTR	1	0	11,600	0
FARMERS NATIONAL BANC CORP	COM	309627107	342	20,500	SH		OTR	1	0	20,500	0
FARMERS NATIONAL BANC CORP	COM	309627107	143	8,559	SH		SOLE		8,559	0	0
FASTENAL CO	COM	311900104	626	12,450	SH		SOLE		12,450	0	0
FASTENAL CO	COM	311900104	4,167	82,876	SH		OTR	1	0	82,876	0
FATE THERAPEUTICS INC	COM	31189P102	1,377	16,700	SH		OTR	1	0	16,700	0
FATE THERAPEUTICS INC	COM	31189P102	569	6,900	SH		SOLE		6,900	0	0
FEDERAL RLTY INVT TR	SH BEN INT NEW	313747206	10	100	SH		OTR	5	0	100	0
FEDERAL RLTY INVT TR	SH BEN INT NEW	313747206	134	1,319	SH		SOLE		1,319	0	0
FEDERAL RLTY INVT TR	SH BEN INT NEW	313747206	2,002	19,732	SH		OTR	1	0	19,732	0
FEDERATED HERMES INC	CL B	314211103	1,631	52,100	SH		OTR	1	0	52,100	0
FEDERATED HERMES INC	CL B	314211103	679	21,700	SH		SOLE		21,700	0	0
FEDEX CORP	COM	31428X106	1,760	6,198	SH		SOLE		6,198	0	0
FEDEX CORP	COM	31428X106	11,376	40,050	SH		OTR	1	0	40,050	0
FIBROGEN INC	COM	31572Q808	425	12,239	SH		SOLE		12,239	0	0
FIBROGEN INC	COM	31572Q808	1,021	29,419	SH		OTR	1	0	29,419	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	33	800	SH		SOLE		800	0	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	798	19,637	SH		OTR	1	0	19,637	0
FIDELITY NATL INFORMATION SV	COM	31620M106	1,829	13,011	SH		SOLE		13,011	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	14,208	101,046	SH		OTR	1	0	101,046	0
FIESTA RESTAURANT GROUP INC	COM	31660B101	127	10,100	SH		OTR	1	0	10,100	0
FIESTA RESTAURANT GROUP INC	COM	31660B101	57	4,500	SH		SOLE		4,500	0	0
FIFTH THIRD BANCORP	COM	316773100	9,239	246,701	SH		OTR	1	0	246,701	0
FIFTH THIRD BANCORP	COM	316773100	567	15,132	SH		SOLE		15,132	0	0
FINANCIAL INSTNS INC	COM	317585404	1,015	33,500	SH		OTR	1	0	33,500	0
FINANCIAL INSTNS INC	COM	317585404	422	13,923	SH		SOLE		13,923	0	0
FIRST AMERN FINL CORP	COM	31847R102	2,422	42,756	SH		OTR	1	0	42,756	0
FIRST AMERN FINL CORP	COM	31847R102	0	0	SH		SOLE		0	0	0
FIRST BANCORP P R	COM NEW	318672706	257	22,833	SH		SOLE		22,833	0	0
FIRST BANCORP P R	COM NEW	318672706	619	55,000	SH		OTR	1	0	55,000	0
FIRST BANK WILLIAMSTOWN NJ	COM	31931U102	54	4,400	SH		SOLE		4,400	0	0
FIRST BANK WILLIAMSTOWN NJ	COM	31931U102	130	10,700	SH		OTR	1	0	10,700	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	262	10,600	SH		OTR	1	0	10,600	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	108	4,367	SH		SOLE		4,367	0	0
FIRST BUSEY CORP	COM NEW	319383204	241	9,400	SH		SOLE		9,400	0	0
FIRST BUSEY CORP	COM NEW	319383204	577	22,500	SH		OTR	1	0	22,500	0
FIRST CHOICE BANCORP	COM	31948P104	70	2,900	SH		SOLE		2,900	0	0
FIRST CHOICE BANCORP	COM	31948P104	170	7,000	SH		OTR	1	0	7,000	0
FIRST COMWLTH FINL CORP PA	COM	319829107	250	17,400	SH		SOLE		17,400	0	0
FIRST COMWLTH FINL CORP PA	COM	319829107	602	41,900	SH		OTR	1	0	41,900	0
FIRST FINL BANCORP OH	COM	320209109	746	31,100	SH		OTR	1	0	31,100	0
FIRST FINL BANCORP OH	COM	320209109	310	12,900	SH		SOLE		12,900	0	0
FIRST FINL BANKSHARES	COM	32020R109	220	4,700	SH		SOLE		4,700	0	0
FIRST FINL BANKSHARES	COM	32020R109	528	11,300	SH		OTR	1	0	11,300	0
FIRST FNDTN INC	COM	32026V104	1,140	48,600	SH		OTR	1	0	48,600	0
FIRST FNDTN INC	COM	32026V104	474	20,210	SH		SOLE		20,210	0	0
FIRST HAWAIIAN INC	COM	32051X108	181	6,603	SH		SOLE		6,603	0	0
FIRST HAWAIIAN INC	COM	32051X108	4,436	162,060	SH		OTR	1	0	162,060	0
FIRST INDL RLTY TR INC	COM	32054K103	412	9,000	SH		OTR	1	0	9,000	0
FIRST INDL RLTY TR INC	COM	32054K103	174	3,800	SH		SOLE		3,800	0	0
FIRST INTERNET BANCORP	COM	320557101	835	23,700	SH		OTR	1	0	23,700	0
FIRST INTERNET BANCORP	COM	320557101	346	9,821	SH		SOLE		9,821	0	0
FIRST LONG IS CORP	COM	320734106	304	14,314	SH		SOLE		14,314	0	0
FIRST LONG IS CORP	COM	320734106	733	34,500	SH		OTR	1	0	34,500	0
FIRST NORTHWEST BANCORP	COM	335834107	168	10,100	SH		OTR	1	0	10,100	0
FIRST NORTHWEST BANCORP	COM	335834107	70	4,200	SH		SOLE		4,200	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	638	3,824	SH		SOLE		3,824	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	7,566	45,376	SH		OTR	1	0	45,376	0
FIRST SOLAR INC	COM	336433107	0	0	SH		SOLE		0	0	0
FIRST SOLAR INC	COM	336433107	1,293	14,806	SH		OTR	1	0	14,806	0
FIRSTENERGY CORP	COM	337932107	417	12,027	SH		SOLE		12,027	0	0
FIRSTENERGY CORP	COM	337932107	2,996	86,365	SH		OTR	1	0	86,365	0
FISERV INC	COM	337738108	10,466	87,917	SH		OTR	1	0	87,917	0
FISERV INC	COM	337738108	1,438	12,076	SH		SOLE		12,076	0	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	1,819	40,328	SH		OTR	1	0	40,328	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	754	16,729	SH		SOLE		16,729	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	504	1,876	SH		SOLE		1,876	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	4,009	14,924	SH		OTR	1	0	14,924	0
FLEXION THERAPEUTICS INC	NOTE 3.375% 5/0	33938JAB2	41	45,000	PRN		SOLE		45,000	0	0
FLIR SYS INC	COM	302445101	4,081	72,263	SH		OTR	1	0	72,263	0
FLIR SYS INC	COM	302445101	140	2,479	SH		SOLE		2,479	0	0
FLUENT INC	COM	34380C102	23	5,666	SH		SOLE		5,666	0	0
FLUENT INC	COM	34380C102	56	13,733	SH		OTR	1	0	13,733	0
FLUOR CORP NEW	COM	343412102	469	20,300	SH		SOLE		20,300	0	0
FLUOR CORP NEW	COM	343412102	1,129	48,900	SH		OTR	1	0	48,900	0
FLUSHING FINL CORP	COM	343873105	424	19,955	SH		SOLE		19,955	0	0
FLUSHING FINL CORP	COM	343873105	1,019	48,000	SH		OTR	1	0	48,000	0
FMC CORP	COM NEW	302491303	2,065	18,665	SH		OTR	1	0	18,665	0
FMC CORP	COM NEW	302491303	315	2,844	SH		SOLE		2,844	0	0
FOOT LOCKER INC	COM	344849104	150	2,663	SH		SOLE		2,663	0	0
FOOT LOCKER INC	COM	344849104	654	11,632	SH		OTR	1	0	11,632	0
FORD MTR CO DEL	COM	345370860	1,346	109,904	SH		SOLE		109,904	0	0
FORD MTR CO DEL	COM	345370860	21,632	1,765,849	SH		OTR	1	0	1,765,849	0
FORMFACTOR INC	COM	346375108	826	18,300	SH		SOLE		18,300	0	0
FORMFACTOR INC	COM	346375108	1,985	44,000	SH		OTR	1	0	44,000	0
FORTERRA INC	COM	34960W106	593	25,500	SH		OTR	1	0	25,500	0
FORTERRA INC	COM	34960W106	246	10,600	SH		SOLE		10,600	0	0
FORTINET INC	COM	34959E109	18,270	99,069	SH		OTR	1	0	99,069	0
FORTINET INC	COM	34959E109	802	4,347	SH		SOLE		4,347	0	0
FORTIVE CORP	COM	34959J108	6,361	90,048	SH		OTR	1	0	90,048	0
FORTIVE CORP	COM	34959J108	508	7,186	SH		SOLE		7,186	0	0
FORTIVE CORP	NOTE 0.875% 2/1	34959JAK4	581	570,000	PRN		SOLE		570,000	0	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	2,516	26,262	SH		OTR	1	0	26,262	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	289	3,020	SH		SOLE		3,020	0	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	198	210,914	PRN		OTR	5	0	210,914	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	62,776	66,761,152	PRN		OTR	1	0	66,761,152	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	28,430	30,234,632	PRN		SOLE		30,234,632	0	0
FOSTER L B CO	COM	350060109	70	3,901	SH		SOLE		3,901	0	0
FOSTER L B CO	COM	350060109	163	9,100	SH		OTR	1	0	9,100	0
FOUR CORNERS PPTY TR INC	COM	35086T109	386	14,100	SH		SOLE		14,100	0	0
FOUR CORNERS PPTY TR INC	COM	35086T109	929	33,900	SH		OTR	1	0	33,900	0
FOX CORP	CL A COM	35137L105	286	7,912	SH		SOLE		7,912	0	0
FOX CORP	CL A COM	35137L105	3,859	106,864	SH		OTR	1	0	106,864	0
FOX CORP	CL B COM	35137L204	101	2,903	SH		SOLE		2,903	0	0
FOX CORP	CL B COM	35137L204	8,779	251,319	SH		OTR	1	0	251,319	0
FOX FACTORY HLDG CORP	COM	35138V102	241	1,900	SH		SOLE		1,900	0	0
FOX FACTORY HLDG CORP	COM	35138V102	572	4,500	SH		OTR	1	0	4,500	0
FRANKLIN ELEC INC	COM	353514102	782	9,900	SH		SOLE		9,900	0	0
FRANKLIN ELEC INC	COM	353514102	1,871	23,700	SH		OTR	1	0	23,700	0
FRANKLIN RESOURCES INC	COM	354613101	202	6,818	SH		SOLE		6,818	0	0
FRANKLIN RESOURCES INC	COM	354613101	1,166	39,382	SH		OTR	1	0	39,382	0
FREEPORT-MCMORAN INC	CL B	35671D857	1,090	33,105	SH		SOLE		33,105	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	15,825	480,575	SH		OTR	1	0	480,575	0
FRESHPET INC	COM	358039105	206	1,300	SH		SOLE		1,300	0	0
FRESHPET INC	COM	358039105	508	3,200	SH		OTR	1	0	3,200	0
FS BANCORP INC	COM	30263Y104	410	6,100	SH		OTR	1	0	6,100	0
FS BANCORP INC	COM	30263Y104	167	2,492	SH		SOLE		2,492	0	0
FTI CONSULTING INC	COM	302941109	0	0	SH		SOLE		0	0	0
FTI CONSULTING INC	COM	302941109	1,686	12,031	SH		OTR	1	0	12,031	0
FTI CONSULTING INC	NOTE 2.000% 8/1	302941AP4	124	85,000	PRN		SOLE		85,000	0	0
FUELCELL ENERGY INC	COM	35952H601	612	42,500	SH		OTR	1	0	42,500	0
FUELCELL ENERGY INC	COM	35952H601	255	17,700	SH		SOLE		17,700	0	0
FUTUREFUEL CORP	COM	36116M106	98	6,750	SH		SOLE		6,750	0	0
FUTUREFUEL CORP	COM	36116M106	238	16,350	SH		OTR	1	0	16,350	0
G III APPAREL GROUP LTD	COM	36237H101	64	2,133	SH		SOLE		2,133	0	0
G III APPAREL GROUP LTD	COM	36237H101	159	5,266	SH		OTR	1	0	5,266	0
GALLAGHER ARTHUR J & CO	COM	363576109	519	4,160	SH		SOLE		4,160	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	3,488	27,956	SH		OTR	1	0	27,956	0
GAMESTOP CORP NEW	CL A	36467W109	866	4,560	SH		SOLE		4,560	0	0
GAMESTOP CORP NEW	CL A	36467W109	2,093	11,026	SH		OTR	1	0	11,026	0
GAMING & LEISURE PPTYS INC	COM	36467J108	601	14,160	SH		OTR	1	0	14,160	0
GAMING & LEISURE PPTYS INC	COM	36467J108	0	9	SH		SOLE		9	0	0
GAP INC	COM	364760108	116	3,887	SH		SOLE		3,887	0	0
GAP INC	COM	364760108	884	29,691	SH		OTR	1	0	29,691	0
GARTNER INC	COM	366651107	7,411	40,596	SH		OTR	1	0	40,596	0
GARTNER INC	COM	366651107	342	1,875	SH		SOLE		1,875	0	0
GENERAC HLDGS INC	COM	368736104	454	1,387	SH		SOLE		1,387	0	0
GENERAC HLDGS INC	COM	368736104	2,970	9,070	SH		OTR	1	0	9,070	0
GENERAL DYNAMICS CORP	COM	369550108	904	4,980	SH		SOLE		4,980	0	0
GENERAL DYNAMICS CORP	COM	369550108	6,693	36,865	SH		OTR	1	0	36,865	0
GENERAL ELECTRIC CO	COM	369604103	2,557	194,717	SH		SOLE		194,717	0	0
GENERAL ELECTRIC CO	COM	369604103	17,452	1,329,164	SH		OTR	1	0	1,329,164	0
GENERAL MLS INC	COM	370334104	6,035	98,415	SH		OTR	1	0	98,415	0
GENERAL MLS INC	COM	370334104	812	13,249	SH		SOLE		13,249	0	0
GENERAL MTRS CO	COM	37045V100	1,566	27,251	SH		SOLE		27,251	0	0
GENERAL MTRS CO	COM	37045V100	11,128	193,665	SH		OTR	1	0	193,665	0
GENMARK DIAGNOSTICS INC	COM	372309104	361	15,100	SH		SOLE		15,100	0	0
GENMARK DIAGNOSTICS INC	COM	372309104	868	36,300	SH		OTR	1	0	36,300	0
GENUINE PARTS CO	COM	372460105	362	3,128	SH		SOLE		3,128	0	0
GENUINE PARTS CO	COM	372460105	2,413	20,878	SH		OTR	1	0	20,878	0
GENWORTH FINL INC	COM CL A	37247D106	126	38,000	SH		SOLE		38,000	0	0
GENWORTH FINL INC	COM CL A	37247D106	303	91,400	SH		OTR	1	0	91,400	0
GEO GROUP INC NEW	COM	36162J106	692	89,227	SH		OTR	1	0	89,227	0
GEO GROUP INC NEW	COM	36162J106	288	37,107	SH		SOLE		37,107	0	0
GETTY RLTY CORP NEW	COM	374297109	782	27,600	SH		OTR	1	0	27,600	0
GETTY RLTY CORP NEW	COM	374297109	326	11,500	SH		SOLE		11,500	0	0
GILEAD SCIENCES INC	COM	375558103	1,922	29,744	SH		SOLE		29,744	0	0
GILEAD SCIENCES INC	COM	375558103	18,049	279,269	SH		OTR	1	0	279,269	0
GLACIER BANCORP INC NEW	COM	37637Q105	434	7,600	SH		OTR	1	0	7,600	0
GLACIER BANCORP INC NEW	COM	37637Q105	183	3,200	SH		SOLE		3,200	0	0
GLAUKOS CORP	COM	377322102	210	2,500	SH		OTR	1	0	2,500	0
GLAUKOS CORP	COM	377322102	84	1,000	SH		SOLE		1,000	0	0
GLOBAL PMTS INC	COM	37940X102	9,171	45,495	SH		OTR	1	0	45,495	0
GLOBAL PMTS INC	COM	37940X102	1,265	6,275	SH		SOLE		6,275	0	0
GLOBAL X FDS	NASDAQ 100 COVER	37954Y483	461	2,042,200	SH	Call	SOLE		0	0	0
GLOBE LIFE INC	COM	37959E102	212	2,194	SH		SOLE		2,194	0	0
GLOBE LIFE INC	COM	37959E102	1,325	13,711	SH		OTR	1	0	13,711	0
GLU MOBILE INC	COM	379890106	314	25,200	SH		OTR	1	0	25,200	0
GLU MOBILE INC	COM	379890106	131	10,500	SH		SOLE		10,500	0	0
GMS INC	COM	36251C103	97	2,333	SH		SOLE		2,333	0	0
GMS INC	COM	36251C103	242	5,800	SH		OTR	1	0	5,800	0
GODADDY INC	CL A	380237107	192	2,472	SH		SOLE		2,472	0	0
GODADDY INC	CL A	380237107	2,726	35,117	SH		OTR	1	0	35,117	0
GOLD RESOURCE CORP	COM	38068T105	12	4,400	SH		SOLE		4,400	0	0
GOLD RESOURCE CORP	COM	38068T105	26	9,666	SH		OTR	1	0	9,666	0
GOLDMAN SACHS GROUP INC	COM	38141G104	2,387	7,299	SH		SOLE		7,299	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	16,810	51,407	SH		OTR	1	0	51,407	0
GOODYEAR TIRE & RUBR CO	COM	382550101	1,402	79,800	SH		OTR	1	0	79,800	0
GOODYEAR TIRE & RUBR CO	COM	382550101	583	33,200	SH		SOLE		33,200	0	0
GRAFTECH INTL LTD	COM	384313508	206	16,860	SH		SOLE		16,860	0	0
GRAFTECH INTL LTD	COM	384313508	7,520	614,899	SH		OTR	1	0	614,899	0
GRAHAM HLDGS CO	COM CL B	384637104	5,544	9,857	SH		OTR	1	0	9,857	0
GRAHAM HLDGS CO	COM CL B	384637104	196	348	SH		SOLE		348	0	0
GRAINGER W W INC	COM	384802104	494	1,231	SH		SOLE		1,231	0	0
GRAINGER W W INC	COM	384802104	4,278	10,669	SH		OTR	1	0	10,669	0
GRAND CANYON ED INC	COM	38526M106	280	2,610	SH		OTR	1	0	2,610	0
GRAND CANYON ED INC	COM	38526M106	0	0	SH		SOLE		0	0	0
GRANITE PT MTG TR INC	NOTE 6.375%10/0	38741LAC1	666	690,000	PRN		SOLE		690,000	0	0
GRAY TELEVISION INC	COM	389375106	64	3,500	SH		SOLE		3,500	0	0
GRAY TELEVISION INC	COM	389375106	156	8,500	SH		OTR	1	0	8,500	0
GREAT AJAX CORP	COM	38983D300	136	12,500	SH		OTR	1	0	12,500	0
GREAT AJAX CORP	COM	38983D300	57	5,200	SH		SOLE		5,200	0	0
GREAT WESTERN BANCORP INC	COM	391416104	248	8,200	SH		OTR	1	0	8,200	0
GREAT WESTERN BANCORP INC	COM	391416104	97	3,200	SH		SOLE		3,200	0	0
GREAT WESTN NATL BK PORTLAND	COM	695263103	5,778	151,464	SH		OTR	1	0	151,464	0
GREAT WESTN NATL BK PORTLAND	COM	695263103	189	4,944	SH		SOLE		4,944	0	0
GREEN DOT CORP	CL A	39304D102	325	7,100	SH		SOLE		7,100	0	0
GREEN DOT CORP	CL A	39304D102	783	17,100	SH		OTR	1	0	17,100	0
GROUP 1 AUTOMOTIVE INC	COM	398905109	252	1,600	SH		OTR	1	0	1,600	0
GROUP 1 AUTOMOTIVE INC	COM	398905109	110	700	SH		SOLE		700	0	0
GROUPON INC	COM NEW	399473206	142	2,800	SH		SOLE		2,800	0	0
GROUPON INC	COM NEW	399473206	339	6,700	SH		OTR	1	0	6,700	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	136	120,000	PRN		SOLE		120,000	0	0
HALLIBURTON CO	COM	406216101	2,836	132,142	SH		OTR	1	0	132,142	0
HALLIBURTON CO	COM	406216101	429	19,986	SH		SOLE		19,986	0	0
HALOZYME THERAPEUTICS INC	COM	40637H109	1,351	32,400	SH		OTR	1	0	32,400	0
HALOZYME THERAPEUTICS INC	COM	40637H109	561	13,455	SH		SOLE		13,455	0	0
HANCOCK WHITNEY CORPORATION	COM	410120109	1,769	42,100	SH		OTR	1	0	42,100	0
HANCOCK WHITNEY CORPORATION	COM	410120109	735	17,500	SH		SOLE		17,500	0	0
HANESBRANDS INC	COM	410345102	990	50,331	SH		OTR	1	0	50,331	0
HANESBRANDS INC	COM	410345102	130	6,588	SH		SOLE		6,588	0	0
HANMI FINL CORP	COM NEW	410495204	564	28,600	SH		SOLE		28,600	0	0
HANMI FINL CORP	COM NEW	410495204	1,357	68,800	SH		OTR	1	0	68,800	0
HARROW HEALTH INC	COM	415858109	183	27,100	SH		OTR	1	0	27,100	0
HARROW HEALTH INC	COM	415858109	76	11,300	SH		SOLE		11,300	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	531	7,953	SH		SOLE		7,953	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	4,651	69,632	SH		OTR	1	0	69,632	0
HASBRO INC	COM	418056107	270	2,813	SH		SOLE		2,813	0	0
HASBRO INC	COM	418056107	1,772	18,432	SH		OTR	1	0	18,432	0
HAVERTY FURNITURE COS INC	COM	419596101	457	12,300	SH		OTR	1	0	12,300	0
HAVERTY FURNITURE COS INC	COM	419596101	190	5,100	SH		SOLE		5,100	0	0
HAWAIIAN ELEC INDUSTRIES	COM	419870100	15	327	SH		SOLE		327	0	0
HAWAIIAN ELEC INDUSTRIES	COM	419870100	2,169	48,826	SH		OTR	1	0	48,826	0
HCA HEALTHCARE INC	COM	40412C101	16,418	87,170	SH		OTR	1	0	87,170	0
HCA HEALTHCARE INC	COM	40412C101	1,382	7,336	SH		SOLE		7,336	0	0
HEALTHCARE TR AMER INC	CL A NEW	42225P501	663	24,032	SH		OTR	1	0	24,032	0
HEALTHCARE TR AMER INC	CL A NEW	42225P501	0	0	SH		SOLE		0	0	0
HEALTHEQUITY INC	COM	42226A107	279	4,100	SH		SOLE		4,100	0	0
HEALTHEQUITY INC	COM	42226A107	666	9,800	SH		OTR	1	0	9,800	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	4,271	134,556	SH		OTR	1	0	134,556	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	380	11,976	SH		SOLE		11,976	0	0
HECLA MNG CO	COM	422704106	527	92,700	SH		OTR	1	0	92,700	0
HECLA MNG CO	COM	422704106	219	38,500	SH		SOLE		38,500	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	136	118,000	PRN		OTR	4	0	118,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	9,453	8,211,000	PRN		DFND	1	0	8,211,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	2,541	2,188,000	PRN		SOLE		2,188,000	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	34,296	29,535,000	PRN		OTR	1	0	29,535,000	0
HELMERICH & PAYNE INC	COM	423452101	261	9,673	SH		OTR	1	0	9,673	0
HELMERICH & PAYNE INC	COM	423452101	78	2,888	SH		SOLE		2,888	0	0
HENRY JACK & ASSOC INC	COM	426281101	1,665	10,977	SH		OTR	1	0	10,977	0
HENRY JACK & ASSOC INC	COM	426281101	248	1,637	SH		SOLE		1,637	0	0
HENRY SCHEIN INC	COM	806407102	186	2,691	SH		SOLE		2,691	0	0
HENRY SCHEIN INC	COM	806407102	1,881	27,168	SH		OTR	1	0	27,168	0
HERITAGE INS HLDGS INC	COM	42727J102	94	8,500	SH		SOLE		8,500	0	0
HERITAGE INS HLDGS INC	COM	42727J102	227	20,500	SH		OTR	1	0	20,500	0
HERON THERAPEUTICS INC	COM	427746102	858	52,900	SH		OTR	1	0	52,900	0
HERON THERAPEUTICS INC	COM	427746102	356	21,975	SH		SOLE		21,975	0	0
HERSHEY CO	COM	427866108	4,578	28,947	SH		OTR	1	0	28,947	0
HERSHEY CO	COM	427866108	517	3,268	SH		SOLE		3,268	0	0
HESS CORP	COM	42809H107	429	6,061	SH		SOLE		6,061	0	0
HESS CORP	COM	42809H107	2,790	39,424	SH		OTR	1	0	39,424	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	2,955	187,751	SH		OTR	1	0	187,751	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	469	29,777	SH		SOLE		29,777	0	0
HIBBETT SPORTS INC	COM	428567101	758	11,000	SH		OTR	1	0	11,000	0
HIBBETT SPORTS INC	COM	428567101	317	4,600	SH		SOLE		4,600	0	0
HILL ROM HLDGS INC	COM	431475102	63	569	SH		SOLE		569	0	0
HILL ROM HLDGS INC	COM	431475102	11,890	107,622	SH		OTR	1	0	107,622	0
HILLENBRAND INC	COM	431571108	2,257	47,300	SH		OTR	1	0	47,300	0
HILLENBRAND INC	COM	431571108	940	19,700	SH		SOLE		19,700	0	0
HILTON GRAND VACATIONS INC	COM	43283X105	247	6,600	SH		SOLE		6,600	0	0
HILTON GRAND VACATIONS INC	COM	43283X105	596	15,900	SH		OTR	1	0	15,900	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	731	6,043	SH		SOLE		6,043	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	5,174	42,788	SH		OTR	1	0	42,788	0
HMS HLDGS CORP	COM	40425J101	796	21,533	SH		OTR	1	0	21,533	0
HMS HLDGS CORP	COM	40425J101	323	8,733	SH		SOLE		8,733	0	0
HNI CORP	COM	404251100	491	12,400	SH		SOLE		12,400	0	0
HNI CORP	COM	404251100	1,183	29,900	SH		OTR	1	0	29,900	0
HOLLYFRONTIER CORP	COM	436106108	10,279	287,281	SH		OTR	1	0	287,281	0
HOLLYFRONTIER CORP	COM	436106108	290	8,105	SH		SOLE		8,105	0	0
HOLOGIC INC	COM	436440101	16,094	216,370	SH		OTR	1	0	216,370	0
HOLOGIC INC	COM	436440101	497	6,676	SH		SOLE		6,676	0	0
HOME BANCSHARES INC	COM	436893200	60	2,200	SH		SOLE		2,200	0	0
HOME BANCSHARES INC	COM	436893200	143	5,300	SH		OTR	1	0	5,300	0
HOME DEPOT INC	COM	437076102	57,925	189,764	SH		OTR	1	0	189,764	0
HOME DEPOT INC	COM	437076102	7,427	24,330	SH		SOLE		24,330	0	0
HOMESTREET INC	COM	43785V102	167	3,800	SH		SOLE		3,800	0	0
HOMESTREET INC	COM	43785V102	405	9,200	SH		OTR	1	0	9,200	0
HONEYWELL INTL INC	COM	438516106	3,237	14,910	SH		SOLE		14,910	0	0
HONEYWELL INTL INC	COM	438516106	22,611	104,163	SH		OTR	1	0	104,163	0
HOPE BANCORP INC	COM	43940T109	703	46,700	SH		SOLE		46,700	0	0
HOPE BANCORP INC	COM	43940T109	1,690	112,200	SH		OTR	1	0	112,200	0
HORACE MANN EDUCATORS CORP N	COM	440327104	307	7,100	SH		SOLE		7,100	0	0
HORACE MANN EDUCATORS CORP N	COM	440327104	735	17,000	SH		OTR	1	0	17,000	0
HORIZON BANCORP INC	COM	440407104	132	7,100	SH		OTR	1	0	7,100	0
HORIZON BANCORP INC	COM	440407104	59	3,200	SH		SOLE		3,200	0	0
HORMEL FOODS CORP	COM	440452100	306	6,405	SH		SOLE		6,405	0	0
HORMEL FOODS CORP	COM	440452100	1,936	40,529	SH		OTR	1	0	40,529	0
HOST HOTELS & RESORTS INC	COM	44107P104	356	21,154	SH		SOLE		21,154	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	5,137	304,887	SH		OTR	1	0	304,887	0
HOST HOTELS & RESORTS INC	COM	44107P104	17	984	SH		OTR	5	0	984	0
HOULIHAN LOKEY INC	CL A	441593100	129	1,933	SH		SOLE		1,933	0	0
HOULIHAN LOKEY INC	CL A	441593100	324	4,866	SH		OTR	1	0	4,866	0
HOWARD HUGHES CORP	COM	44267D107	1,911	20,093	SH		OTR	1	0	20,093	0
HOWARD HUGHES CORP	COM	44267D107	0	0	SH		SOLE		0	0	0
HOWMET AEROSPACE INC	COM	443201108	1,809	56,312	SH		OTR	1	0	56,312	0
HOWMET AEROSPACE INC	COM	443201108	295	9,172	SH		SOLE		9,172	0	0
HP INC	COM	40434L105	1,212	38,178	SH		SOLE		38,178	0	0
HP INC	COM	40434L105	21,103	664,646	SH		OTR	1	0	664,646	0
HUB GROUP INC	CL A	443320106	175	2,600	SH		SOLE		2,600	0	0
HUB GROUP INC	CL A	443320106	424	6,300	SH		OTR	1	0	6,300	0
HUMANA INC	COM	444859102	17,031	40,623	SH		OTR	1	0	40,623	0
HUMANA INC	COM	444859102	1,454	3,469	SH		SOLE		3,469	0	0
HUNT J B TRANS SVCS INC	COM	445658107	6,690	39,804	SH		OTR	1	0	39,804	0
HUNT J B TRANS SVCS INC	COM	445658107	299	1,777	SH		SOLE		1,777	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	2,307	146,785	SH		OTR	1	0	146,785	0
HUNTINGTON BANCSHARES INC	COM	446150104	357	22,715	SH		SOLE		22,715	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	7,595	36,897	SH		OTR	1	0	36,897	0
HUNTINGTON INGALLS INDS INC	COM	446413106	440	2,138	SH		SOLE		2,138	0	0
IAC INTERACTIVECORP NEW	COM	44891N109	76	350	SH		SOLE		350	0	0
IAC INTERACTIVECORP NEW	COM	44891N109	7,729	35,733	SH		OTR	1	0	35,733	0
ICU MED INC	COM	44930G107	5,242	25,515	SH		OTR	1	0	25,515	0
ICU MED INC	COM	44930G107	0	0	SH		SOLE		0	0	0
IDEX CORP	COM	45167R104	363	1,734	SH		SOLE		1,734	0	0
IDEX CORP	COM	45167R104	2,292	10,951	SH		OTR	1	0	10,951	0
IDEXX LABS INC	COM	45168D104	12,450	25,444	SH		OTR	1	0	25,444	0
IDEXX LABS INC	COM	45168D104	962	1,967	SH		SOLE		1,967	0	0
IDT CORP	CL B NEW	448947507	510	22,500	SH		OTR	1	0	22,500	0
IDT CORP	CL B NEW	448947507	213	9,400	SH		SOLE		9,400	0	0
IHEARTMEDIA INC	COM CL A	45174J509	71	3,900	SH		SOLE		3,900	0	0
IHEARTMEDIA INC	COM CL A	45174J509	171	9,400	SH		OTR	1	0	9,400	0
II-VI INC	COM	902104108	1,326	19,400	SH		OTR	1	0	19,400	0
II-VI INC	COM	902104108	554	8,100	SH		SOLE		8,100	0	0
II-VI INC	NOTE 0.250% 9/0	902104AB4	160	105,000	PRN		SOLE		105,000	0	0
ILLINOIS TOOL WKS INC	COM	452308109	1,405	6,343	SH		SOLE		6,343	0	0
ILLINOIS TOOL WKS INC	COM	452308109	9,822	44,337	SH		OTR	1	0	44,337	0
ILLUMINA INC	COM	452327109	1,212	3,156	SH		SOLE		3,156	0	0
ILLUMINA INC	COM	452327109	8,086	21,053	SH		OTR	1	0	21,053	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	7,287	4,846,000	PRN		DFND	1	0	4,846,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	98	65,000	PRN		OTR	4	0	65,000	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	2,511	1,664,000	PRN		SOLE		1,664,000	0	0
ILLUMINA INC	NOTE 8/1	452327AK5	33,572	28,064,000	PRN		OTR	1	0	28,064,000	0
ILLUMINA INC	NOTE 8/1	452327AK5	1,245	1,041,000	PRN		SOLE		1,041,000	0	0
INCYTE CORP	COM	45337C102	12,176	149,826	SH		OTR	1	0	149,826	0
INCYTE CORP	COM	45337C102	346	4,255	SH		SOLE		4,255	0	0
INDEPENDENT BK CORP MICH	COM NEW	453838609	274	11,600	SH		SOLE		11,600	0	0
INDEPENDENT BK CORP MICH	COM NEW	453838609	660	27,900	SH		OTR	1	0	27,900	0
INDEXIQ ETF TR	HEALTHY HEARTS	45409B321	0	0	SH		SOLE		0	0	0
INDEXIQ ETF TR	HEALTHY HEARTS	45409B321	5,017	199,044	SH		OTR	3	0	199,044	0
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	456237106	729	31,500	SH		OTR	1	0	31,500	0
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	456237106	303	13,100	SH		SOLE		13,100	0	0
INFINERA CORP	COM	45667G103	140	14,500	SH		OTR	1	0	14,500	0
INFINERA CORP	COM	45667G103	57	5,900	SH		SOLE		5,900	0	0
INFINERA CORP	NOTE 2.125% 9/0	45667GAC7	155	130,000	PRN		SOLE		130,000	0	0
INFINERA CORP	NOTE 2.500% 3/0	45667GAE3	745	514,000	PRN		SOLE		514,000	0	0
INFINERA CORP	NOTE 2.500% 3/0	45667GAE3	16,719	11,540,000	PRN		OTR	1	0	11,540,000	0
INFUSYSTEM HLDGS INC	COM	45685K102	222	10,900	SH		OTR	1	0	10,900	0
INFUSYSTEM HLDGS INC	COM	45685K102	92	4,500	SH		SOLE		4,500	0	0
INGERSOLL RAND INC	COM	45687V106	3,421	69,515	SH		OTR	1	0	69,515	0
INGERSOLL RAND INC	COM	45687V106	372	7,557	SH		SOLE		7,557	0	0
INGEVITY CORP	COM	45688C107	400	5,300	SH		SOLE		5,300	0	0
INGEVITY CORP	COM	45688C107	967	12,800	SH		OTR	1	0	12,800	0
INGREDION INC	COM	457187102	114	1,269	SH		SOLE		1,269	0	0
INGREDION INC	COM	457187102	9,309	103,528	SH		OTR	1	0	103,528	0
INNOVATIVE INDL PPTYS INC	COM	45781V101	577	3,200	SH		OTR	1	0	3,200	0
INNOVATIVE INDL PPTYS INC	COM	45781V101	234	1,300	SH		SOLE		1,300	0	0
INNOVIVA INC	COM	45781M101	228	19,100	SH		SOLE		19,100	0	0
INNOVIVA INC	COM	45781M101	550	46,000	SH		OTR	1	0	46,000	0
INOVALON HLDGS INC	COM CL A	45781D101	216	7,500	SH		SOLE		7,500	0	0
INOVALON HLDGS INC	COM CL A	45781D101	521	18,100	SH		OTR	1	0	18,100	0
INOVIO PHARMACEUTICALS INC	COM NEW	45773H201	213	23,000	SH		SOLE		23,000	0	0
INOVIO PHARMACEUTICALS INC	COM NEW	45773H201	513	55,300	SH		OTR	1	0	55,300	0
INPHI CORP	COM	45772F107	0	0	SH		SOLE		0	0	0
INPHI CORP	COM	45772F107	7,912	44,350	SH		OTR	1	0	44,350	0
INSIGHT ENTERPRISES INC	COM	45765U103	344	3,600	SH		OTR	1	0	3,600	0
INSIGHT ENTERPRISES INC	COM	45765U103	143	1,500	SH		SOLE		1,500	0	0
INSIGHT ENTERPRISES INC	NOTE 0.750% 2/1	45765UAB9	125	85,000	PRN		SOLE		85,000	0	0
INSMED INC	COM PAR $.01	457669307	479	14,054	SH		SOLE		14,054	0	0
INSMED INC	COM PAR $.01	457669307	1,147	33,690	SH		OTR	1	0	33,690	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	106	95,000	PRN		SOLE		95,000	0	0
INSPERITY INC	COM	45778Q107	645	7,700	SH		SOLE		7,700	0	0
INSPERITY INC	COM	45778Q107	1,558	18,600	SH		OTR	1	0	18,600	0
INSPIRE MED SYS INC	COM	457730109	683	3,300	SH		OTR	1	0	3,300	0
INSPIRE MED SYS INC	COM	457730109	290	1,400	SH		SOLE		1,400	0	0
INSTEEL INDS INC	COM	45774W108	197	6,400	SH		SOLE		6,400	0	0
INSTEEL INDS INC	COM	45774W108	475	15,400	SH		OTR	1	0	15,400	0
INSULET CORP	COM	45784P101	1,500	5,750	SH		OTR	1	0	5,750	0
INSULET CORP	COM	45784P101	26	100	SH		SOLE		100	0	0
INSULET CORP	NOTE 0.375% 9/0	45784PAK7	506	379,000	PRN		SOLE		379,000	0	0
INTEGER HLDGS CORP	COM	45826H109	241	2,619	SH		SOLE		2,619	0	0
INTEGER HLDGS CORP	COM	45826H109	571	6,200	SH		OTR	1	0	6,200	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	9,281	8,347,000	PRN		DFND	1	0	8,347,000	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	12,013	10,756,000	PRN		OTR	1	0	10,756,000	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	1,100	985,000	PRN		SOLE		985,000	0	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	132	119,000	PRN		OTR	4	0	119,000	0
INTEL CORP	COM	458140100	45,629	712,956	SH		OTR	1	0	712,956	0
INTEL CORP	COM	458140100	6,180	96,569	SH		SOLE		96,569	0	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	87	3,774	SH		SOLE		3,774	0	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	214	9,266	SH		OTR	1	0	9,266	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	9,629	86,220	SH		OTR	1	0	86,220	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	1,330	11,910	SH		SOLE		11,910	0	0
INTERDIGITAL INC	COM	45867G101	171	2,700	SH		SOLE		2,700	0	0
INTERDIGITAL INC	COM	45867G101	412	6,500	SH		OTR	1	0	6,500	0
INTERDIGITAL INC	NOTE 2.000% 6/0	45867GAB7	7,853	7,360,000	PRN		OTR	1	0	7,360,000	0
INTERDIGITAL INC	NOTE 2.000% 6/0	45867GAB7	475	445,000	PRN		SOLE		445,000	0	0
INTERNATIONAL BANCSHARES COR	COM	459044103	255	5,500	SH		OTR	1	0	5,500	0
INTERNATIONAL BANCSHARES COR	COM	459044103	107	2,300	SH		SOLE		2,300	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	2,562	19,229	SH		SOLE		19,229	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	17,811	133,655	SH		OTR	1	0	133,655	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	5,154	36,918	SH		OTR	1	0	36,918	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	730	5,229	SH		SOLE		5,229	0	0
INTERNATIONAL PAPER CO	COM	460146103	483	8,925	SH		SOLE		8,925	0	0
INTERNATIONAL PAPER CO	COM	460146103	6,536	120,880	SH		OTR	1	0	120,880	0
INTERPUBLIC GROUP COS INC	COM	460690100	283	9,679	SH		SOLE		9,679	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	1,869	64,000	SH		OTR	1	0	64,000	0
INTUIT	COM	461202103	2,250	5,873	SH		SOLE		5,873	0	0
INTUIT	COM	461202103	15,739	41,087	SH		OTR	1	0	41,087	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	14,836	20,077	SH		OTR	1	0	20,077	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	1,890	2,558	SH		SOLE		2,558	0	0
INVESCO ADVANTAGE MUN INCOME	SH BEN INT	46132E103	2,273	191,786	SH		SOLE		191,786	0	0
INVESCO MUN TR	COM	46131J103	651	49,295	SH		SOLE		49,295	0	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	894	68,544	SH		OTR	1	0	68,544	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	3,097	237,335	SH		SOLE		237,335	0	0
INVESCO QUALITY MUN INCOME T	COM	46133G107	4,465	344,258	SH		SOLE		344,258	0	0
INVESCO TR INVT GRADE MUNS	COM	46131M106	1,837	136,278	SH		SOLE		136,278	0	0
INVESTORS BANCORP INC NEW	COM	46146L101	1,999	136,100	SH		OTR	1	0	136,100	0
INVESTORS BANCORP INC NEW	COM	46146L101	831	56,600	SH		SOLE		56,600	0	0
INVITAE CORP	COM	46185L103	1,142	29,900	SH		OTR	1	0	29,900	0
INVITAE CORP	COM	46185L103	474	12,400	SH		SOLE		12,400	0	0
INVITAE CORP	NOTE 2.000% 9/0	46185LAB9	181	120,000	PRN		SOLE		120,000	0	0
INVITATION HOMES INC	COM	46187W107	54	1,700	SH		SOLE		1,700	0	0
INVITATION HOMES INC	COM	46187W107	1,922	60,076	SH		OTR	1	0	60,076	0
IONIS PHARMACEUTICALS INC	NOTE 0.125%12/1	462222AB6	190	198,000	PRN		SOLE		198,000	0	0
IPG PHOTONICS CORP	COM	44980X109	1,113	5,276	SH		OTR	1	0	5,276	0
IPG PHOTONICS CORP	COM	44980X109	149	704	SH		SOLE		704	0	0
IQVIA HLDGS INC	COM	46266C105	1,064	5,508	SH		SOLE		5,508	0	0
IQVIA HLDGS INC	COM	46266C105	22,168	114,776	SH		OTR	1	0	114,776	0
IRHYTHM TECHNOLOGIES INC	COM	450056106	153	1,100	SH		SOLE		1,100	0	0
IRHYTHM TECHNOLOGIES INC	COM	450056106	375	2,700	SH		OTR	1	0	2,700	0
IRIDIUM COMMUNICATIONS INC	COM	46269C102	195	4,733	SH		SOLE		4,733	0	0
IRIDIUM COMMUNICATIONS INC	COM	46269C102	674	16,333	SH		OTR	1	0	16,333	0
IROBOT CORP	COM	462726100	152	1,243	SH		SOLE		1,243	0	0
IROBOT CORP	COM	462726100	364	2,982	SH		OTR	1	0	2,982	0
IRON MTN INC NEW	COM	46284V101	268	7,249	SH		SOLE		7,249	0	0
IRON MTN INC NEW	COM	46284V101	1,669	45,085	SH		OTR	1	0	45,085	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	888	79,452	SH		OTR	1	0	79,452	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	370	33,067	SH		SOLE		33,067	0	0
IRONWOOD PHARMACEUTICALS INC	DBCV 2.250% 6/1	46333XAD0	119	110,000	PRN		SOLE		110,000	0	0
IRONWOOD PHARMACEUTICALS INC	NOTE 0.750% 6/1	46333XAF5	133	120,000	PRN		SOLE		120,000	0	0
ISHARES GOLD TR	ISHARES	464285105	0	0	SH		SOLE		0	0	0
ISHARES GOLD TR	ISHARES	464285105	30,227	1,859,000	SH		OTR	1	0	1,859,000	0
ISHARES TR	CORE S&P SCP ETF	464287804	87	803	SH		SOLE		803	0	0
ISHARES TR	CORE S&P SCP ETF	464287804	14,668	135,150	SH		OTR	1	0	135,150	0
ISHARES TR	IBOXX HI YD ETF	464288513	385	4,417	SH		SOLE		4,417	0	0
ISHARES TR	IBOXX HI YD ETF	464288513	10,898	125,000	SH		OTR	1	0	125,000	0
ISHARES TR	IBOXX INV CP ETF	464287242	518	3,982	SH		SOLE		3,982	0	0
ISHARES TR	MSCI SAUDI ARBIA	46434V423	793	22,080	SH		OTR	1	0	22,080	0
ISHARES TR	MSCI SAUDI ARBIA	46434V423	0	0	SH		SOLE		0	0	0
ISHARES TR	RUS 1000 GRW ETF	464287614	0	0	SH		SOLE		0	0	0
ISHARES TR	RUS 1000 GRW ETF	464287614	16,757	68,948	SH		OTR	1	0	68,948	0
ISHARES TR	RUS MID CAP ETF	464287499	20,322	274,885	SH		OTR	1	0	274,885	0
ISHARES TR	RUS MID CAP ETF	464287499	0	0	SH		SOLE		0	0	0
ISHARES TR	RUSSELL 2000 ETF	464287655	9,907	44,842	SH		SOLE		44,842	0	0
ISHARES TR	RUSSELL 2000 ETF	464287655	2,863	12,958	SH		OTR	1	0	12,958	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	46	45,000	PRN		OTR	4	0	45,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	2,287	2,252,000	PRN		SOLE		2,252,000	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	23,183	22,826,000	PRN		OTR	1	0	22,826,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	3,223	3,181,000	PRN		DFND	1	0	3,181,000	0
J2 GLOBAL INC	COM	48123V102	2,002	16,700	SH		OTR	1	0	16,700	0
J2 GLOBAL INC	COM	48123V102	827	6,900	SH		SOLE		6,900	0	0
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	186	105,000	PRN		SOLE		105,000	0	0
JABIL INC	COM	466313103	205	3,937	SH		SOLE		3,937	0	0
JABIL INC	COM	466313103	9,899	189,789	SH		OTR	1	0	189,789	0
JACK IN THE BOX INC	COM	466367109	1,197	10,900	SH		OTR	1	0	10,900	0
JACK IN THE BOX INC	COM	466367109	494	4,500	SH		SOLE		4,500	0	0
JACOBS ENGR GROUP INC	COM	469814107	2,680	20,732	SH		OTR	1	0	20,732	0
JACOBS ENGR GROUP INC	COM	469814107	382	2,957	SH		SOLE		2,957	0	0
JAZZ INVESTMENTS I LTD	NOTE 1.875% 8/1	472145AB7	221	215,000	PRN		SOLE		215,000	0	0
JD.COM INC	SPON ADR CL A	47215P106	1,651	19,573	SH		OTR	1	0	19,573	0
JD.COM INC	SPON ADR CL A	47215P106	270	3,200	SH		SOLE		3,200	0	0
JEFFERIES FINL GROUP INC	COM	47233W109	187	6,213	SH		SOLE		6,213	0	0
JEFFERIES FINL GROUP INC	COM	47233W109	6,617	219,820	SH		OTR	1	0	219,820	0
JELD-WEN HLDG INC	COM	47580P103	1,528	55,200	SH		OTR	1	0	55,200	0
JELD-WEN HLDG INC	COM	47580P103	637	23,000	SH		SOLE		23,000	0	0
JOHNSON & JOHNSON	COM	478160104	10,113	61,533	SH		SOLE		61,533	0	0
JOHNSON & JOHNSON	COM	478160104	78,203	475,832	SH		OTR	1	0	475,832	0
JOHNSON OUTDOORS INC	CL A	479167108	86	600	SH		SOLE		600	0	0
JOHNSON OUTDOORS INC	CL A	479167108	214	1,500	SH		OTR	1	0	1,500	0
JONES LANG LASALLE INC	COM	48020Q107	0	0	SH		SOLE		0	0	0
JONES LANG LASALLE INC	COM	48020Q107	211	1,177	SH		OTR	1	0	1,177	0
JPMORGAN CHASE & CO	COM	46625H100	9,958	65,413	SH		SOLE		65,413	0	0
JPMORGAN CHASE & CO	COM	46625H100	76,147	500,208	SH		OTR	1	0	500,208	0
JUNIPER NETWORKS INC	COM	48203R104	1,199	47,354	SH		OTR	1	0	47,354	0
JUNIPER NETWORKS INC	COM	48203R104	243	9,599	SH		SOLE		9,599	0	0
KADMON HLDGS INC	COM	48283N106	202	51,866	SH		SOLE		51,866	0	0
KADMON HLDGS INC	COM	48283N106	478	122,800	SH		OTR	1	0	122,800	0
KAISER ALUMINUM CORP	COM PAR $0.01	483007704	553	5,000	SH		SOLE		5,000	0	0
KAISER ALUMINUM CORP	COM PAR $0.01	483007704	1,337	12,100	SH		OTR	1	0	12,100	0
KANSAS CITY SOUTHERN	COM NEW	485170302	558	2,116	SH		SOLE		2,116	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	3,460	13,109	SH		OTR	1	0	13,109	0
KARYOPHARM THERAPEUTICS INC	NOTE 3.000%10/1	48576UAA4	96	93,000	PRN		SOLE		93,000	0	0
KB HOME	COM	48666K109	149	3,200	SH		SOLE		3,200	0	0
KB HOME	COM	48666K109	354	7,600	SH		OTR	1	0	7,600	0
KE HLDGS INC	SPONSORED ADS	482497104	268	4,700	SH		OTR	1	0	4,700	0
KE HLDGS INC	SPONSORED ADS	482497104	0	0	SH		SOLE		0	0	0
KELLOGG CO	COM	487836108	361	5,708	SH		SOLE		5,708	0	0
KELLOGG CO	COM	487836108	2,325	36,727	SH		OTR	1	0	36,727	0
KELLY SVCS INC	CL A	488152208	608	27,300	SH		OTR	1	0	27,300	0
KELLY SVCS INC	CL A	488152208	254	11,400	SH		SOLE		11,400	0	0
KEURIG DR PEPPER INC	COM	49271V100	622	18,110	SH		OTR	1	0	18,110	0
KEURIG DR PEPPER INC	COM	49271V100	103	3,000	SH		SOLE		3,000	0	0
KEYCORP	COM	493267108	430	21,501	SH		SOLE		21,501	0	0
KEYCORP	COM	493267108	2,793	139,796	SH		OTR	1	0	139,796	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	3,851	26,852	SH		OTR	1	0	26,852	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	590	4,115	SH		SOLE		4,115	0	0
KFORCE INC	COM	493732101	809	15,100	SH		SOLE		15,100	0	0
KFORCE INC	COM	493732101	1,940	36,200	SH		OTR	1	0	36,200	0
KIMBALL ELECTRONICS INC	COM	49428J109	480	18,600	SH		SOLE		18,600	0	0
KIMBALL ELECTRONICS INC	COM	49428J109	1,153	44,700	SH		OTR	1	0	44,700	0
KIMBERLY-CLARK CORP	COM	494368103	1,027	7,385	SH		SOLE		7,385	0	0
KIMBERLY-CLARK CORP	COM	494368103	7,397	53,195	SH		OTR	1	0	53,195	0
KIMCO RLTY CORP	COM	49446R109	153	8,169	SH		SOLE		8,169	0	0
KIMCO RLTY CORP	COM	49446R109	11	600	SH		OTR	5	0	600	0
KIMCO RLTY CORP	COM	49446R109	2,197	117,154	SH		OTR	1	0	117,154	0
KINDER MORGAN INC DEL	COM	49456B101	5,970	358,566	SH		OTR	1	0	358,566	0
KINDER MORGAN INC DEL	COM	49456B101	699	41,975	SH		SOLE		41,975	0	0
KLA CORP	COM NEW	482480100	1,127	3,410	SH		SOLE		3,410	0	0
KLA CORP	COM NEW	482480100	18,583	56,243	SH		OTR	1	0	56,243	0
KNIGHT-SWIFT TRANSN HLDGS IN	CL A	499049104	91	1,888	SH		SOLE		1,888	0	0
KNIGHT-SWIFT TRANSN HLDGS IN	CL A	499049104	6,078	126,386	SH		OTR	1	0	126,386	0
KODIAK SCIENCES INC	COM	50015M109	408	3,600	SH		SOLE		3,600	0	0
KODIAK SCIENCES INC	COM	50015M109	986	8,700	SH		OTR	1	0	8,700	0
KOHLS CORP	COM	500255104	8,285	138,991	SH		OTR	1	0	138,991	0
KOHLS CORP	COM	500255104	208	3,488	SH		SOLE		3,488	0	0
KOPPERS HOLDINGS INC	COM	50060P106	528	15,200	SH		OTR	1	0	15,200	0
KOPPERS HOLDINGS INC	COM	50060P106	219	6,300	SH		SOLE		6,300	0	0
KORN FERRY	COM NEW	500643200	470	7,533	SH		SOLE		7,533	0	0
KORN FERRY	COM NEW	500643200	1,123	18,000	SH		OTR	1	0	18,000	0
KRAFT HEINZ CO	COM	500754106	4,350	108,745	SH		OTR	1	0	108,745	0
KRAFT HEINZ CO	COM	500754106	570	14,247	SH		SOLE		14,247	0	0
KRATON CORPORATION	COM	50077C106	370	10,100	SH		SOLE		10,100	0	0
KRATON CORPORATION	COM	50077C106	885	24,200	SH		OTR	1	0	24,200	0
KROGER CO	COM	501044101	16,326	453,634	SH		OTR	1	0	453,634	0
KROGER CO	COM	501044101	839	23,304	SH		SOLE		23,304	0	0
L BRANDS INC	COM	501797104	12,290	198,676	SH		OTR	1	0	198,676	0
L BRANDS INC	COM	501797104	322	5,212	SH		SOLE		5,212	0	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	9,007	44,439	SH		OTR	1	0	44,439	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	909	4,483	SH		SOLE		4,483	0	0
LA Z BOY INC	COM	505336107	286	6,733	SH		SOLE		6,733	0	0
LA Z BOY INC	COM	505336107	680	16,000	SH		OTR	1	0	16,000	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	10,007	39,239	SH		OTR	1	0	39,239	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	547	2,143	SH		SOLE		2,143	0	0
LAKELAND BANCORP INC	COM	511637100	241	13,800	SH		SOLE		13,800	0	0
LAKELAND BANCORP INC	COM	511637100	577	33,100	SH		OTR	1	0	33,100	0
LAM RESEARCH CORP	COM	512807108	22,294	37,453	SH		OTR	1	0	37,453	0
LAM RESEARCH CORP	COM	512807108	1,935	3,250	SH		SOLE		3,250	0	0
LAMB WESTON HLDGS INC	COM	513272104	1,636	21,119	SH		OTR	1	0	21,119	0
LAMB WESTON HLDGS INC	COM	513272104	261	3,365	SH		SOLE		3,365	0	0
LANTHEUS HLDGS INC	COM	516544103	208	9,733	SH		SOLE		9,733	0	0
LANTHEUS HLDGS INC	COM	516544103	489	22,866	SH		OTR	1	0	22,866	0
LAS VEGAS SANDS CORP	COM	517834107	450	7,405	SH		SOLE		7,405	0	0
LAS VEGAS SANDS CORP	COM	517834107	3,445	56,691	SH		OTR	1	0	56,691	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	716	15,900	SH		OTR	1	0	15,900	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	297	6,600	SH		SOLE		6,600	0	0
LAUDER ESTEE COS INC	CL A	518439104	10,282	35,351	SH		OTR	1	0	35,351	0
LAUDER ESTEE COS INC	CL A	518439104	1,422	4,890	SH		SOLE		4,890	0	0
LCI INDS	COM	50189K103	520	3,933	SH		OTR	1	0	3,933	0
LCI INDS	COM	50189K103	212	1,600	SH		SOLE		1,600	0	0
LEGGETT & PLATT INC	COM	524660107	115	2,512	SH		SOLE		2,512	0	0
LEGGETT & PLATT INC	COM	524660107	876	19,189	SH		OTR	1	0	19,189	0
LEIDOS HOLDINGS INC	COM	525327102	291	3,019	SH		SOLE		3,019	0	0
LEIDOS HOLDINGS INC	COM	525327102	8,006	83,157	SH		OTR	1	0	83,157	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	13,577	11,344,000	PRN		OTR	1	0	11,344,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	1,106	924,000	PRN		SOLE		924,000	0	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	2,327	1,952,000	PRN		DFND	1	0	1,952,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	33	28,000	PRN		OTR	4	0	28,000	0
LENNAR CORP	CL A	526057104	626	6,185	SH		SOLE		6,185	0	0
LENNAR CORP	CL A	526057104	7,145	70,585	SH		OTR	1	0	70,585	0
LENNAR CORP	CL B	526057302	0	0	SH		SOLE		0	0	0
LENNAR CORP	CL B	526057302	4,385	53,260	SH		OTR	1	0	53,260	0
LEXICON PHARMACEUTICALS INC	NOTE 5.250%12/0	528872AB0	33	30,000	PRN		SOLE		30,000	0	0
LEXINGTON REALTY TRUST	COM	529043101	409	36,800	SH		SOLE		36,800	0	0
LEXINGTON REALTY TRUST	COM	529043101	983	88,500	SH		OTR	1	0	88,500	0
LHC GROUP INC	COM	50187A107	440	2,300	SH		SOLE		2,300	0	0
LHC GROUP INC	COM	50187A107	1,052	5,500	SH		OTR	1	0	5,500	0
LIBERTY MEDIA CORP DEL	DEB 2.250% 9/3	531229AE2	54	115,000	PRN		SOLE		115,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	1,277	1,004,000	PRN		SOLE		1,004,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	20,492	16,105,000	PRN		OTR	1	0	16,105,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	4	3,000	PRN		DFND	1	0	3,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	1,777	1,390,000	PRN		SOLE		1,390,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	85	67,000	PRN		OTR	4	0	67,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	21,546	16,857,000	PRN		OTR	1	0	16,857,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	6,306	4,953,000	PRN		DFND	1	0	4,953,000	0
LIFE STORAGE INC	COM	53223X107	0	0	SH		SOLE		0	0	0
LIFE STORAGE INC	COM	53223X107	683	7,950	SH		OTR	1	0	7,950	0
LIFEVANTAGE CORP	COM NEW	53222K205	109	11,700	SH		OTR	1	0	11,700	0
LIFEVANTAGE CORP	COM NEW	53222K205	46	4,900	SH		SOLE		4,900	0	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	965	6,327	SH		OTR	1	0	6,327	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	395	2,594	SH		SOLE		2,594	0	0
LILLY ELI & CO	COM	532457108	3,298	17,651	SH		SOLE		17,651	0	0
LILLY ELI & CO	COM	532457108	27,251	145,869	SH		OTR	1	0	145,869	0
LINCOLN NATL CORP IND	COM	534187109	1,621	26,037	SH		OTR	1	0	26,037	0
LINCOLN NATL CORP IND	COM	534187109	464	7,446	SH		SOLE		7,446	0	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	7,319	567,367	SH		OTR	1	0	567,367	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	169	13,120	SH		SOLE		13,120	0	0
LIQUIDITY SERVICES INC	COM	53635B107	117	6,300	SH		SOLE		6,300	0	0
LIQUIDITY SERVICES INC	COM	53635B107	282	15,200	SH		OTR	1	0	15,200	0
LITHIA MTRS INC	CL A	536797103	1,872	4,800	SH		OTR	1	0	4,800	0
LITHIA MTRS INC	CL A	536797103	780	2,000	SH		SOLE		2,000	0	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	1,753	20,708	SH		OTR	1	0	20,708	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	280	3,311	SH		SOLE		3,311	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	23,183	16,537,000	PRN		OTR	1	0	16,537,000	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	1,782	1,271,000	PRN		SOLE		1,271,000	0	0
LIVEPERSON INC	COM	538146101	74	1,400	SH		SOLE		1,400	0	0
LIVEPERSON INC	COM	538146101	179	3,400	SH		OTR	1	0	3,400	0
LKQ CORP	COM	501889208	7,807	184,431	SH		OTR	1	0	184,431	0
LKQ CORP	COM	501889208	223	5,271	SH		SOLE		5,271	0	0
LOCKHEED MARTIN CORP	COM	539830109	15,373	41,604	SH		OTR	1	0	41,604	0
LOCKHEED MARTIN CORP	COM	539830109	1,961	5,306	SH		SOLE		5,306	0	0
LOEWS CORP	COM	540424108	1,726	33,654	SH		OTR	1	0	33,654	0
LOEWS CORP	COM	540424108	269	5,245	SH		SOLE		5,245	0	0
LOUISIANA PAC CORP	COM	546347105	255	4,600	SH		SOLE		4,600	0	0
LOUISIANA PAC CORP	COM	546347105	621	11,200	SH		OTR	1	0	11,200	0
LOWES COS INC	COM	548661107	35,525	186,796	SH		OTR	1	0	186,796	0
LOWES COS INC	COM	548661107	3,322	17,467	SH		SOLE		17,467	0	0
LPL FINL HLDGS INC	COM	50212V100	9,802	68,952	SH		OTR	1	0	68,952	0
LPL FINL HLDGS INC	COM	50212V100	205	1,441	SH		SOLE		1,441	0	0
LSI INDS INC	COM	50216C108	63	7,400	SH		SOLE		7,400	0	0
LSI INDS INC	COM	50216C108	151	17,700	SH		OTR	1	0	17,700	0
LTC PPTYS INC	COM	502175102	288	6,900	SH		SOLE		6,900	0	0
LTC PPTYS INC	COM	502175102	697	16,700	SH		OTR	1	0	16,700	0
LUMEN TECHNOLOGIES INC	COM	550241103	309	23,146	SH		SOLE		23,146	0	0
LUMEN TECHNOLOGIES INC	COM	550241103	1,952	146,244	SH		OTR	1	0	146,244	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	80,985	50,475,000	PRN		OTR	1	0	50,475,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	12,995	8,112,000	PRN		DFND	1	0	8,112,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	184	115,000	PRN		OTR	4	0	115,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	5,240	3,266,000	PRN		SOLE		3,266,000	0	0
LUTHER BURBANK CORP	COM	550550107	58	4,900	SH		SOLE		4,900	0	0
LUTHER BURBANK CORP	COM	550550107	138	11,700	SH		OTR	1	0	11,700	0
LYDALL INC DEL	COM	550819106	307	9,100	SH		SOLE		9,100	0	0
LYDALL INC DEL	COM	550819106	739	21,900	SH		OTR	1	0	21,900	0
M & T BK CORP	COM	55261F104	429	2,830	SH		SOLE		2,830	0	0
M & T BK CORP	COM	55261F104	2,814	18,561	SH		OTR	1	0	18,561	0
M D C HLDGS INC	COM	552676108	381	6,407	SH		OTR	1	0	6,407	0
M D C HLDGS INC	COM	552676108	158	2,663	SH		SOLE		2,663	0	0
M/I HOMES INC	COM	55305B101	809	13,700	SH		SOLE		13,700	0	0
M/I HOMES INC	COM	55305B101	1,943	32,900	SH		OTR	1	0	32,900	0
MACATAWA BK CORP	COM	554225102	227	22,800	SH		OTR	1	0	22,800	0
MACATAWA BK CORP	COM	554225102	95	9,500	SH		SOLE		9,500	0	0
MACERICH CO	COM	554382101	44	3,800	SH		SOLE		3,800	0	0
MACERICH CO	COM	554382101	97	8,300	SH		OTR	1	0	8,300	0
MACOM TECH SOLUTIONS HLDGS I	COM	55405Y100	110	1,900	SH		SOLE		1,900	0	0
MACOM TECH SOLUTIONS HLDGS I	COM	55405Y100	261	4,500	SH		OTR	1	0	4,500	0
MACYS INC	COM	55616P104	436	26,953	SH		SOLE		26,953	0	0
MACYS INC	COM	55616P104	1,049	64,778	SH		OTR	1	0	64,778	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	218	1,861	SH		SOLE		1,861	0	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	515	4,400	SH		OTR	1	0	4,400	0
MAGELLAN HEALTH INC	COM NEW	559079207	336	3,600	SH		SOLE		3,600	0	0
MAGELLAN HEALTH INC	COM NEW	559079207	802	8,600	SH		OTR	1	0	8,600	0
MAGNITE INC	COM	55955D100	757	18,200	SH		OTR	1	0	18,200	0
MAGNITE INC	COM	55955D100	316	7,600	SH		SOLE		7,600	0	0
MALIBU BOATS INC	COM CL A	56117J100	135	1,700	SH		SOLE		1,700	0	0
MALIBU BOATS INC	COM CL A	56117J100	335	4,200	SH		OTR	1	0	4,200	0
MANHATTAN ASSOCIATES INC	COM	562750109	0	0	SH		SOLE		0	0	0
MANHATTAN ASSOCIATES INC	COM	562750109	527	4,488	SH		OTR	1	0	4,488	0
MANITOWOC CO INC	COM NEW	563571405	175	8,466	SH		SOLE		8,466	0	0
MANITOWOC CO INC	COM NEW	563571405	418	20,266	SH		OTR	1	0	20,266	0
MANPOWERGROUP INC	COM	56418H100	207	2,093	SH		SOLE		2,093	0	0
MANPOWERGROUP INC	COM	56418H100	12,327	124,645	SH		OTR	1	0	124,645	0
MANTECH INTERNATIONAL CORP	CL A	564563104	243	2,800	SH		SOLE		2,800	0	0
MANTECH INTERNATIONAL CORP	CL A	564563104	583	6,700	SH		OTR	1	0	6,700	0
MARATHON OIL CORP	COM	565849106	1,299	121,644	SH		OTR	1	0	121,644	0
MARATHON OIL CORP	COM	565849106	159	14,909	SH		SOLE		14,909	0	0
MARATHON PETE CORP	COM	56585A102	11,207	209,514	SH		OTR	1	0	209,514	0
MARATHON PETE CORP	COM	56585A102	760	14,202	SH		SOLE		14,202	0	0
MARINEMAX INC	COM	567908108	508	10,300	SH		SOLE		10,300	0	0
MARINEMAX INC	COM	567908108	1,224	24,800	SH		OTR	1	0	24,800	0
MARKETAXESS HLDGS INC	COM	57060D108	407	817	SH		SOLE		817	0	0
MARKETAXESS HLDGS INC	COM	57060D108	2,730	5,483	SH		OTR	1	0	5,483	0
MARRIOTT INTL INC NEW	CL A	571903202	863	5,824	SH		SOLE		5,824	0	0
MARRIOTT INTL INC NEW	CL A	571903202	6,264	42,291	SH		OTR	1	0	42,291	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	4,255	3,289,000	PRN		DFND	1	0	3,289,000	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	62	48,000	PRN		OTR	4	0	48,000	0
MARSH & MCLENNAN COS INC	COM	571748102	9,542	78,340	SH		OTR	1	0	78,340	0
MARSH & MCLENNAN COS INC	COM	571748102	1,315	10,800	SH		SOLE		10,800	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	3,018	8,988	SH		OTR	1	0	8,988	0
MARTIN MARIETTA MATLS INC	COM	573284106	462	1,377	SH		SOLE		1,377	0	0
MASCO CORP	COM	574599106	370	6,182	SH		SOLE		6,182	0	0
MASCO CORP	COM	574599106	10,161	169,629	SH		OTR	1	0	169,629	0
MASONITE INTL CORP	COM	575385109	795	6,900	SH		SOLE		6,900	0	0
MASONITE INTL CORP	COM	575385109	1,901	16,500	SH		OTR	1	0	16,500	0
MASTERCARD INCORPORATED	CL A	57636Q104	64,104	180,042	SH		OTR	1	0	180,042	0
MASTERCARD INCORPORATED	CL A	57636Q104	7,043	19,780	SH		SOLE		19,780	0	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	550	20,700	SH		SOLE		20,700	0	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	1,324	49,800	SH		OTR	1	0	49,800	0
MATSON INC	COM	57686G105	2,028	30,400	SH		OTR	1	0	30,400	0
MATSON INC	COM	57686G105	840	12,600	SH		SOLE		12,600	0	0
MATTHEWS INTL CORP	CL A	577128101	202	5,100	SH		OTR	1	0	5,100	0
MATTHEWS INTL CORP	CL A	577128101	83	2,100	SH		SOLE		2,100	0	0
MAXAR TECHNOLOGIES INC	COM	57778K105	139	3,675	SH		SOLE		3,675	0	0
MAXAR TECHNOLOGIES INC	COM	57778K105	417	11,030	SH		OTR	1	0	11,030	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	3,534	38,677	SH		OTR	1	0	38,677	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	536	5,863	SH		SOLE		5,863	0	0
MAXIMUS INC	COM	577933104	249	2,800	SH		SOLE		2,800	0	0
MAXIMUS INC	COM	577933104	4,035	45,316	SH		OTR	1	0	45,316	0
MCCORMICK & CO INC	COM NON VTG	579780206	3,203	35,922	SH		OTR	1	0	35,922	0
MCCORMICK & CO INC	COM NON VTG	579780206	491	5,502	SH		SOLE		5,502	0	0
MCDONALDS CORP	COM	580135101	3,757	16,762	SH		SOLE		16,762	0	0
MCDONALDS CORP	COM	580135101	27,153	121,144	SH		OTR	1	0	121,144	0
MCGRATH RENTCORP	COM	580589109	263	3,266	SH		OTR	1	0	3,266	0
MCGRATH RENTCORP	COM	580589109	108	1,333	SH		SOLE		1,333	0	0
MCKESSON CORP	COM	58155Q103	781	4,002	SH		SOLE		4,002	0	0
MCKESSON CORP	COM	58155Q103	20,839	106,844	SH		OTR	1	0	106,844	0
MDU RES GROUP INC	COM	552690109	4,190	132,540	SH		OTR	1	0	132,540	0
MDU RES GROUP INC	COM	552690109	195	6,169	SH		SOLE		6,169	0	0
MEDICAL PPTYS TRUST INC	COM	58463J304	338	15,862	SH		OTR	1	0	15,862	0
MEDICAL PPTYS TRUST INC	COM	58463J304	30	1,400	SH		SOLE		1,400	0	0
MEDIFAST INC	COM	58470H101	741	3,500	SH		SOLE		3,500	0	0
MEDIFAST INC	COM	58470H101	1,779	8,400	SH		OTR	1	0	8,400	0
MEDPACE HLDGS INC	COM	58506Q109	922	5,621	SH		SOLE		5,621	0	0
MEDPACE HLDGS INC	COM	58506Q109	2,210	13,474	SH		OTR	1	0	13,474	0
MERCADOLIBRE INC	COM	58733R102	294	200	SH		SOLE		200	0	0
MERCANTILE BANK CORP	COM	587376104	247	7,600	SH		OTR	1	0	7,600	0
MERCANTILE BANK CORP	COM	587376104	104	3,200	SH		SOLE		3,200	0	0
MERCHANTS BANCORP IND	COM	58844R108	545	13,000	SH		SOLE		13,000	0	0
MERCHANTS BANCORP IND	COM	58844R108	1,313	31,300	SH		OTR	1	0	31,300	0
MERCK & CO. INC	COM	58933Y105	4,717	61,189	SH		SOLE		61,189	0	0
MERCK & CO. INC	COM	58933Y105	40,587	526,488	SH		OTR	1	0	526,488	0
MEREDITH CORP	COM	589433101	450	15,100	SH		OTR	1	0	15,100	0
MEREDITH CORP	COM	589433101	188	6,300	SH		SOLE		6,300	0	0
MERIDIAN BANCORP INC MD	COM	58958U103	413	22,400	SH		SOLE		22,400	0	0
MERIDIAN BANCORP INC MD	COM	58958U103	991	53,800	SH		OTR	1	0	53,800	0
MERIDIAN BIOSCIENCE INC	COM	589584101	1,415	53,918	SH		OTR	1	0	53,918	0
MERIDIAN BIOSCIENCE INC	COM	589584101	588	22,394	SH		SOLE		22,394	0	0
MERIDIAN CORPORATION	COM	58958P104	156	6,000	SH		OTR	1	0	6,000	0
MERIDIAN CORPORATION	COM	58958P104	65	2,500	SH		SOLE		2,500	0	0
MERIT MED SYS INC	COM	589889104	653	10,900	SH		SOLE		10,900	0	0
MERIT MED SYS INC	COM	589889104	1,569	26,200	SH		OTR	1	0	26,200	0
MERITAGE HOMES CORP	COM	59001A102	561	6,100	SH		SOLE		6,100	0	0
MERITAGE HOMES CORP	COM	59001A102	1,351	14,700	SH		OTR	1	0	14,700	0
MERITOR INC	COM	59001K100	367	12,460	SH		SOLE		12,460	0	0
MERITOR INC	COM	59001K100	883	30,000	SH		OTR	1	0	30,000	0
MESA AIR GROUP INC	COM NEW	590479135	338	25,100	SH		OTR	1	0	25,100	0
MESA AIR GROUP INC	COM NEW	590479135	140	10,400	SH		SOLE		10,400	0	0
METHODE ELECTRS INC	COM	591520200	638	15,200	SH		OTR	1	0	15,200	0
METHODE ELECTRS INC	COM	591520200	264	6,300	SH		SOLE		6,300	0	0
METLIFE INC	COM	59156R108	1,040	17,112	SH		SOLE		17,112	0	0
METLIFE INC	COM	59156R108	7,356	121,010	SH		OTR	1	0	121,010	0
METROPOLITAN BK HLDG CORP	COM	591774104	286	5,679	SH		SOLE		5,679	0	0
METROPOLITAN BK HLDG CORP	COM	591774104	690	13,700	SH		OTR	1	0	13,700	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	626	542	SH		SOLE		542	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	4,909	4,248	SH		OTR	1	0	4,248	0
MFA FINL INC	COM	55272X102	41	10,000	SH		OTR	1	0	10,000	0
MFA FINL INC	COM	55272X102	17	4,100	SH		SOLE		4,100	0	0
MFS MUN INCOME TR	SH BEN INT	552738106	2,272	333,155	SH		SOLE		333,155	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	363	9,559	SH		SOLE		9,559	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	2,252	59,267	SH		OTR	1	0	59,267	0
MICHAELS COS INC	COM	59408Q106	186	8,500	SH		OTR	1	0	8,500	0
MICHAELS COS INC	COM	59408Q106	83	3,800	SH		SOLE		3,800	0	0
MICROCHIP TECHNOLOGY INC.	COM	595017104	898	5,786	SH		SOLE		5,786	0	0
MICROCHIP TECHNOLOGY INC.	COM	595017104	7,288	46,951	SH		OTR	1	0	46,951	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	294	85,000	PRN		OTR	4	0	85,000	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AF1	3,664	1,609,000	PRN		SOLE		1,609,000	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	51,479	14,881,000	PRN		OTR	1	0	14,881,000	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	2,975	860,000	PRN		SOLE		860,000	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	21,225	6,140,000	PRN		DFND	1	0	6,140,000	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AF1	28,075	12,327,000	PRN		OTR	1	0	12,327,000	0
MICRON TECHNOLOGY INC	COM	595112103	15,216	172,493	SH		OTR	1	0	172,493	0
MICRON TECHNOLOGY INC	COM	595112103	2,242	25,414	SH		SOLE		25,414	0	0
MICRON TECHNOLOGY INC	NOTE 3.125% 5/0	595112AX1	3,965	449,000	PRN		SOLE		449,000	0	0
MICRON TECHNOLOGY INC	NOTE 3.125% 5/0	595112AX1	48,503	5,493,000	PRN		OTR	1	0	5,493,000	0
MICROSOFT CORP	COM	594918104	40,137	170,239	SH		SOLE		170,239	0	0
MICROSOFT CORP	COM	594918104	370,581	1,571,792	SH		OTR	1	0	1,571,792	0
MICROSTRATEGY INC	CL A NEW	594972408	882	1,300	SH		OTR	1	0	1,300	0
MICROSTRATEGY INC	CL A NEW	594972408	339	500	SH		SOLE		500	0	0
MID-AMER APT CMNTYS INC	COM	59522J103	384	2,661	SH		SOLE		2,661	0	0
MID-AMER APT CMNTYS INC	COM	59522J103	23	159	SH		OTR	5	0	159	0
MID-AMER APT CMNTYS INC	COM	59522J103	5,457	37,802	SH		OTR	1	0	37,802	0
MIDLAND STS BANCORP INC ILL	COM	597742105	61	2,200	SH		SOLE		2,200	0	0
MIDLAND STS BANCORP INC ILL	COM	597742105	144	5,200	SH		OTR	1	0	5,200	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	307	9,900	SH		OTR	1	0	9,900	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	126	4,074	SH		SOLE		4,074	0	0
MILLER HERMAN INC	COM	600544100	473	11,500	SH		SOLE		11,500	0	0
MILLER HERMAN INC	COM	600544100	1,136	27,600	SH		OTR	1	0	27,600	0
MILLER INDS INC TENN	COM NEW	600551204	273	5,900	SH		OTR	1	0	5,900	0
MILLER INDS INC TENN	COM NEW	600551204	115	2,496	SH		SOLE		2,496	0	0
MIRATI THERAPEUTICS INC	COM	60468T105	668	3,900	SH		SOLE		3,900	0	0
MIRATI THERAPEUTICS INC	COM	60468T105	1,593	9,300	SH		OTR	1	0	9,300	0
MITEK SYS INC	COM NEW	606710200	433	29,700	SH		SOLE		29,700	0	0
MITEK SYS INC	COM NEW	606710200	1,041	71,400	SH		OTR	1	0	71,400	0
MKS INSTRS INC	COM	55306N104	0	0	SH		SOLE		0	0	0
MKS INSTRS INC	COM	55306N104	5,559	29,983	SH		OTR	1	0	29,983	0
MODERNA INC	COM	60770K107	4,718	36,030	SH		OTR	1	0	36,030	0
MODERNA INC	COM	60770K107	137	1,046	SH		SOLE		1,046	0	0
MODINE MFG CO	COM	607828100	471	31,900	SH		OTR	1	0	31,900	0
MODINE MFG CO	COM	607828100	196	13,300	SH		SOLE		13,300	0	0
MODIVCARE INC	COM	60783X104	681	4,600	SH		SOLE		4,600	0	0
MODIVCARE INC	COM	60783X104	1,629	11,000	SH		OTR	1	0	11,000	0
MOHAWK INDS INC	COM	608190104	272	1,414	SH		SOLE		1,414	0	0
MOHAWK INDS INC	COM	608190104	7,329	38,109	SH		OTR	1	0	38,109	0
MOLINA HEALTHCARE INC	COM	60855R100	264	1,128	SH		SOLE		1,128	0	0
MOLINA HEALTHCARE INC	COM	60855R100	7,540	32,255	SH		OTR	1	0	32,255	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	392	7,656	SH		SOLE		7,656	0	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	2,129	41,621	SH		OTR	1	0	41,621	0
MONARCH CASINO & RESORT INC	COM	609027107	709	11,700	SH		OTR	1	0	11,700	0
MONARCH CASINO & RESORT INC	COM	609027107	297	4,900	SH		SOLE		4,900	0	0
MONDELEZ INTL INC	CL A	609207105	1,719	29,374	SH		SOLE		29,374	0	0
MONDELEZ INTL INC	CL A	609207105	12,551	214,429	SH		OTR	1	0	214,429	0
MONEYGRAM INTL INC	COM NEW	60935Y208	45	6,900	SH		SOLE		6,900	0	0
MONEYGRAM INTL INC	COM NEW	60935Y208	100	15,200	SH		OTR	1	0	15,200	0
MONGODB INC	NOTE 0.250% 1/1	60937PAD8	1,552	1,074,000	PRN		SOLE		1,074,000	0	0
MONGODB INC	NOTE 0.250% 1/1	60937PAD8	18,681	12,928,000	PRN		OTR	1	0	12,928,000	0
MONGODB INC	NOTE 0.750% 6/1	60937PAB2	141	35,000	PRN		SOLE		35,000	0	0
MONMOUTH REAL ESTATE INVT CO	CL A	609720107	142	8,000	SH		SOLE		8,000	0	0
MONMOUTH REAL ESTATE INVT CO	CL A	609720107	340	19,200	SH		OTR	1	0	19,200	0
MONOLITHIC PWR SYS INC	COM	609839105	2,186	6,188	SH		OTR	1	0	6,188	0
MONOLITHIC PWR SYS INC	COM	609839105	357	1,011	SH		SOLE		1,011	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	745	8,183	SH		SOLE		8,183	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	4,859	53,346	SH		OTR	1	0	53,346	0
MOODYS CORP	COM	615369105	1,057	3,539	SH		SOLE		3,539	0	0
MOODYS CORP	COM	615369105	6,933	23,218	SH		OTR	1	0	23,218	0
MOOG INC	CL A	615394202	133	1,600	SH		SOLE		1,600	0	0
MOOG INC	CL A	615394202	324	3,900	SH		OTR	1	0	3,900	0
MORGAN STANLEY	COM NEW	617446448	2,458	31,645	SH		SOLE		31,645	0	0
MORGAN STANLEY	COM NEW	617446448	17,380	223,790	SH		OTR	1	0	223,790	0
MORNINGSTAR INC	COM	617700109	440	1,955	SH		OTR	1	0	1,955	0
MORNINGSTAR INC	COM	617700109	0	0	SH		SOLE		0	0	0
MOSAIC CO NEW	COM	61945C103	5,904	186,776	SH		OTR	1	0	186,776	0
MOSAIC CO NEW	COM	61945C103	448	14,157	SH		SOLE		14,157	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	685	3,643	SH		SOLE		3,643	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	4,587	24,390	SH		OTR	1	0	24,390	0
MSCI INC	COM	55354G100	738	1,760	SH		SOLE		1,760	0	0
MSCI INC	COM	55354G100	4,996	11,916	SH		OTR	1	0	11,916	0
MSG NETWORK INC	CL A	553573106	161	10,700	SH		SOLE		10,700	0	0
MSG NETWORK INC	CL A	553573106	387	25,700	SH		OTR	1	0	25,700	0
MUELLER INDS INC	COM	624756102	2,016	48,754	SH		OTR	1	0	48,754	0
MUELLER INDS INC	COM	624756102	838	20,270	SH		SOLE		20,270	0	0
MUELLER WTR PRODS INC	COM SER A	624758108	1,304	93,900	SH		OTR	1	0	93,900	0
MUELLER WTR PRODS INC	COM SER A	624758108	542	39,000	SH		SOLE		39,000	0	0
MURPHY USA INC	COM	626755102	892	6,168	SH		SOLE		6,168	0	0
MURPHY USA INC	COM	626755102	2,139	14,800	SH		OTR	1	0	14,800	0
MYERS INDS INC	COM	628464109	61	3,100	SH		SOLE		3,100	0	0
MYERS INDS INC	COM	628464109	146	7,400	SH		OTR	1	0	7,400	0
MYR GROUP INC DEL	COM	55405W104	1,663	23,200	SH		OTR	1	0	23,200	0
MYR GROUP INC DEL	COM	55405W104	688	9,600	SH		SOLE		9,600	0	0
MYRIAD GENETICS INC	COM	62855J104	1,310	43,010	SH		OTR	1	0	43,010	0
MYRIAD GENETICS INC	COM	62855J104	546	17,921	SH		SOLE		17,921	0	0
NASDAQ INC	COM	631103108	366	2,479	SH		SOLE		2,479	0	0
NASDAQ INC	COM	631103108	2,677	18,154	SH		OTR	1	0	18,154	0
NATERA INC	COM	632307104	1,645	16,200	SH		OTR	1	0	16,200	0
NATERA INC	COM	632307104	680	6,700	SH		SOLE		6,700	0	0
NATIONAL HEALTH INVS INC	COM	63633D104	990	13,700	SH		OTR	1	0	13,700	0
NATIONAL HEALTH INVS INC	COM	63633D104	412	5,700	SH		SOLE		5,700	0	0
NATIONAL HEALTHCARE CORP	COM	635906100	834	10,700	SH		OTR	1	0	10,700	0
NATIONAL HEALTHCARE CORP	COM	635906100	343	4,400	SH		SOLE		4,400	0	0
NATIONAL WESTN LIFE GROUP IN	CL A	638517102	224	900	SH		OTR	1	0	900	0
NATIONAL WESTN LIFE GROUP IN	CL A	638517102	100	400	SH		SOLE		400	0	0
NATUS MED INC DEL	COM	639050103	1,024	40,000	SH		OTR	1	0	40,000	0
NATUS MED INC DEL	COM	639050103	425	16,600	SH		SOLE		16,600	0	0
NEOGEN CORP	COM	640491106	1,298	14,600	SH		OTR	1	0	14,600	0
NEOGEN CORP	COM	640491106	542	6,100	SH		SOLE		6,100	0	0
NETAPP INC	COM	64110D104	2,334	32,121	SH		OTR	1	0	32,121	0
NETAPP INC	COM	64110D104	371	5,105	SH		SOLE		5,105	0	0
NETEASE INC	SPONSORED ADS	64110W102	129	1,250	SH		SOLE		1,250	0	0
NETEASE INC	SPONSORED ADS	64110W102	475	4,600	SH		OTR	1	0	4,600	0
NETFLIX INC	COM	64110L106	41,012	78,618	SH		OTR	1	0	78,618	0
NETFLIX INC	COM	64110L106	5,187	9,943	SH		SOLE		9,943	0	0
NETGEAR INC	COM	64111Q104	538	13,100	SH		SOLE		13,100	0	0
NETGEAR INC	COM	64111Q104	1,291	31,400	SH		OTR	1	0	31,400	0
NETSCOUT SYS INC	COM	64115T104	169	6,000	SH		OTR	1	0	6,000	0
NETSCOUT SYS INC	COM	64115T104	73	2,600	SH		SOLE		2,600	0	0
NEUBERGER BRMAN NY MUNI FD I	COM	64124K102	317	25,745	SH		SOLE		25,745	0	0
NEUROCRINE BIOSCIENCES INC	COM	64125C109	746	7,673	SH		OTR	1	0	7,673	0
NEUROCRINE BIOSCIENCES INC	COM	64125C109	8	82	SH		SOLE		82	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	6,487	4,825,000	PRN		DFND	1	0	4,825,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	2,183	1,612,000	PRN		SOLE		1,612,000	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	28,863	21,311,000	PRN		OTR	1	0	21,311,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	94	70,000	PRN		OTR	4	0	70,000	0
NEVRO CORP	COM	64157F103	195	1,400	SH		SOLE		1,400	0	0
NEVRO CORP	COM	64157F103	460	3,300	SH		OTR	1	0	3,300	0
NEW ORIENTAL ED & TECHNOLOGY	SPON ADR	647581107	70	5,000	SH		SOLE		5,000	0	0
NEW ORIENTAL ED & TECHNOLOGY	SPON ADR	647581107	476	34,000	SH		OTR	1	0	34,000	0
NEW RELIC INC	NOTE 0.500% 5/0	64829BAB6	117	120,000	PRN		SOLE		120,000	0	0
NEW RESIDENTIAL INVT CORP	COM NEW	64828T201	0	0	SH		SOLE		0	0	0
NEW RESIDENTIAL INVT CORP	COM NEW	64828T201	3,012	267,739	SH		OTR	1	0	267,739	0
NEWELL BRANDS INC	COM	651229106	191	7,138	SH		SOLE		7,138	0	0
NEWELL BRANDS INC	COM	651229106	1,460	54,529	SH		OTR	1	0	54,529	0
NEWMONT CORP	COM	651639106	1,298	21,543	SH		SOLE		21,543	0	0
NEWMONT CORP	COM	651639106	14,352	238,127	SH		OTR	1	0	238,127	0
NEWPARK RES INC	COM PAR $.01NEW	651718504	100	31,900	SH		SOLE		31,900	0	0
NEWPARK RES INC	COM PAR $.01NEW	651718504	241	76,800	SH		OTR	1	0	76,800	0
NEWS CORP NEW	CL A	65249B109	188	7,387	SH		SOLE		7,387	0	0
NEWS CORP NEW	CL A	65249B109	6,949	273,255	SH		OTR	1	0	273,255	0
NEWS CORP NEW	CL B	65249B208	54	2,300	SH		SOLE		2,300	0	0
NEWS CORP NEW	CL B	65249B208	905	38,596	SH		OTR	1	0	38,596	0
NEXTERA ENERGY INC	COM	65339F101	22,573	298,550	SH		OTR	1	0	298,550	0
NEXTERA ENERGY INC	COM	65339F101	3,242	42,876	SH		SOLE		42,876	0	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	1,064	21,300	SH		SOLE		21,300	0	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	12,525	252,879	SH		DFND	1	0	252,879	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	177	3,566	SH		OTR	4	0	3,566	0
NEXTGEN HEALTHCARE INC	COM	65343C102	67	3,700	SH		SOLE		3,700	0	0
NEXTGEN HEALTHCARE INC	COM	65343C102	152	8,400	SH		OTR	1	0	8,400	0
NEXTIER OILFIELD SOLUTIONS	COM	65290C105	147	39,500	SH		OTR	1	0	39,500	0
NEXTIER OILFIELD SOLUTIONS	COM	65290C105	61	16,400	SH		SOLE		16,400	0	0
NIC INC	COM	62914B100	61	1,800	SH		SOLE		1,800	0	0
NIC INC	COM	62914B100	149	4,400	SH		OTR	1	0	4,400	0
NICE LTD	SPONSORED ADR	653656108	14,204	65,163	SH		OTR	1	0	65,163	0
NICE LTD	SPONSORED ADR	653656108	11,781	54,050	SH		SOLE		54,050	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	188	72,000	PRN		OTR	4	0	72,000	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	805	308,000	PRN		SOLE		308,000	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	12,997	4,981,000	PRN		DFND	1	0	4,981,000	0
NIKE INC	CL B	654106103	34,405	258,900	SH		OTR	1	0	258,900	0
NIKE INC	CL B	654106103	3,822	28,757	SH		SOLE		28,757	0	0
NIO INC	SPON ADS	62914V106	113	2,900	SH		SOLE		2,900	0	0
NIO INC	SPON ADS	62914V106	655	16,800	SH		OTR	1	0	16,800	0
NISOURCE INC	COM	65473P105	1,363	56,544	SH		OTR	1	0	56,544	0
NISOURCE INC	COM	65473P105	178	7,402	SH		SOLE		7,402	0	0
NORFOLK SOUTHN CORP	COM	655844108	1,452	5,408	SH		SOLE		5,408	0	0
NORFOLK SOUTHN CORP	COM	655844108	10,369	38,617	SH		OTR	1	0	38,617	0
NORTHERN TR CORP	COM	665859104	477	4,535	SH		SOLE		4,535	0	0
NORTHERN TR CORP	COM	665859104	9,306	88,533	SH		OTR	1	0	88,533	0
NORTHRIM BANCORP INC	COM	666762109	242	5,700	SH		OTR	1	0	5,700	0
NORTHRIM BANCORP INC	COM	666762109	102	2,400	SH		SOLE		2,400	0	0
NORTHROP GRUMMAN CORP	COM	666807102	1,077	3,328	SH		SOLE		3,328	0	0
NORTHROP GRUMMAN CORP	COM	666807102	8,488	26,227	SH		OTR	1	0	26,227	0
NORTONLIFELOCK INC	COM	668771108	274	12,891	SH		SOLE		12,891	0	0
NORTONLIFELOCK INC	COM	668771108	1,785	83,967	SH		OTR	1	0	83,967	0
NOV INC	COM	62955J103	230	16,733	SH		SOLE		16,733	0	0
NOV INC	COM	62955J103	4,841	352,812	SH		OTR	1	0	352,812	0
NOVANTA INC	COM	67000B104	114	866	SH		SOLE		866	0	0
NOVANTA INC	COM	67000B104	281	2,133	SH		OTR	1	0	2,133	0
NOVAVAX INC	COM NEW	670002401	2,411	13,300	SH		OTR	1	0	13,300	0
NOVAVAX INC	COM NEW	670002401	997	5,500	SH		SOLE		5,500	0	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	34,091	1,800,000	PRN		OTR	1	0	1,800,000	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	3,163	167,000	PRN		SOLE		167,000	0	0
NRG ENERGY INC	COM NEW	629377508	10,509	278,528	SH		OTR	1	0	278,528	0
NRG ENERGY INC	COM NEW	629377508	406	10,767	SH		SOLE		10,767	0	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	53,973	46,137,000	PRN		OTR	1	0	46,137,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	86	74,000	PRN		OTR	4	0	74,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	3,600	3,077,000	PRN		SOLE		3,077,000	0	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	6,011	5,160,000	PRN		DFND	1	0	5,160,000	0
NU SKIN ENTERPRISES INC	CL A	67018T105	205	3,880	SH		SOLE		3,880	0	0
NU SKIN ENTERPRISES INC	CL A	67018T105	4,620	87,343	SH		OTR	1	0	87,343	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	2,366	1,039,000	PRN		SOLE		1,039,000	0	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	44,648	19,609,000	PRN		OTR	1	0	19,609,000	0
NUCOR CORP	COM	670346105	4,592	57,209	SH		OTR	1	0	57,209	0
NUCOR CORP	COM	670346105	540	6,726	SH		SOLE		6,726	0	0
NUTANIX INC	CL A	67059N108	0	0	SH		SOLE		0	0	0
NUTANIX INC	CL A	67059N108	2,110	79,446	SH		OTR	1	0	79,446	0
NUVASIVE INC	COM	670704105	1,416	21,600	SH		OTR	1	0	21,600	0
NUVASIVE INC	COM	670704105	590	9,000	SH		SOLE		9,000	0	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	1,363	1,331,000	PRN		SOLE		1,331,000	0	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	128	126,000	PRN		OTR	4	0	126,000	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	17,351	16,948,000	PRN		OTR	1	0	16,948,000	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	9,064	8,897,000	PRN		DFND	1	0	8,897,000	0
NUVEEN AMT FREE QLTY MUN INC	COM	670657105	31,098	2,098,405	SH		SOLE		2,098,405	0	0
NUVEEN MARYLAND QLT MUN INC	COM	67061Q107	2,832	200,000	SH		SOLE		200,000	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	7,488	548,590	SH		SOLE		548,590	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	1,365	100,000	SH		OTR	1	0	100,000	0
NUVEEN PENNSYLVANIA QLT MUN	COM	670972108	7,426	517,097	SH		SOLE		517,097	0	0
NVIDIA CORPORATION	COM	67066G104	7,054	13,212	SH		SOLE		13,212	0	0
NVIDIA CORPORATION	COM	67066G104	67,507	126,435	SH		OTR	1	0	126,435	0
NVR INC	COM	62944T105	353	75	SH		SOLE		75	0	0
NVR INC	COM	62944T105	2,351	499	SH		OTR	1	0	499	0
OCCIDENTAL PETE CORP	COM	674599105	3,220	120,978	SH		OTR	1	0	120,978	0
OCCIDENTAL PETE CORP	COM	674599105	489	18,382	SH		SOLE		18,382	0	0
OCEANFIRST FINL CORP	COM	675234108	273	11,400	SH		SOLE		11,400	0	0
OCEANFIRST FINL CORP	COM	675234108	658	27,500	SH		OTR	1	0	27,500	0
OCULAR THERAPEUTIX INC	COM	67576A100	120	7,300	SH		OTR	1	0	7,300	0
OCULAR THERAPEUTIX INC	COM	67576A100	49	3,000	SH		SOLE		3,000	0	0
OGE ENERGY CORP	COM	670837103	215	6,644	SH		SOLE		6,644	0	0
OGE ENERGY CORP	COM	670837103	5,675	175,385	SH		OTR	1	0	175,385	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	131	145,000	PRN		SOLE		145,000	0	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	1,916	2,117,000	PRN		OTR	1	0	2,117,000	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	17,343	12,805,000	PRN		OTR	1	0	12,805,000	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	2,220	1,639,000	PRN		SOLE		1,639,000	0	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	6,244	25,972	SH		OTR	1	0	25,972	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	508	2,112	SH		SOLE		2,112	0	0
OLIN CORP	COM PAR $1	680665205	1,549	40,803	SH		OTR	1	0	40,803	0
OLIN CORP	COM PAR $1	680665205	176	4,638	SH		SOLE		4,638	0	0
OMNICELL COM	COM	68213N109	727	5,600	SH		SOLE		5,600	0	0
OMNICELL COM	COM	68213N109	1,753	13,500	SH		OTR	1	0	13,500	0
OMNICOM GROUP INC	COM	681919106	353	4,761	SH		SOLE		4,761	0	0
OMNICOM GROUP INC	COM	681919106	4,425	59,677	SH		OTR	1	0	59,677	0
ON SEMICONDUCTOR CORP	COM	682189105	544	13,064	SH		OTR	1	0	13,064	0
ON SEMICONDUCTOR CORP	COM	682189105	0	0	SH		SOLE		0	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	42,133	20,299,000	PRN		OTR	1	0	20,299,000	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	5,903	2,844,000	PRN		SOLE		2,844,000	0	0
ONEOK INC NEW	COM	682680103	492	9,705	SH		SOLE		9,705	0	0
ONEOK INC NEW	COM	682680103	3,253	64,210	SH		OTR	1	0	64,210	0
OP BANCORP	COM	67109R109	99	9,400	SH		SOLE		9,400	0	0
OP BANCORP	COM	67109R109	239	22,700	SH		OTR	1	0	22,700	0
OPKO HEALTH INC	COM	68375N103	245	57,200	SH		SOLE		57,200	0	0
OPKO HEALTH INC	COM	68375N103	590	137,500	SH		OTR	1	0	137,500	0
OPPENHEIMER HLDGS INC	CL A NON VTG	683797104	72	1,800	SH		SOLE		1,800	0	0
OPPENHEIMER HLDGS INC	CL A NON VTG	683797104	172	4,300	SH		OTR	1	0	4,300	0
OPTIMIZERX CORP	COM NEW	68401U204	180	3,700	SH		OTR	1	0	3,700	0
OPTIMIZERX CORP	COM NEW	68401U204	73	1,500	SH		SOLE		1,500	0	0
OPTION CARE HEALTH INC	COM NEW	68404L201	507	28,600	SH		SOLE		28,600	0	0
OPTION CARE HEALTH INC	COM NEW	68404L201	1,222	68,900	SH		OTR	1	0	68,900	0
ORACLE CORP	COM	68389X105	27,782	395,918	SH		OTR	1	0	395,918	0
ORACLE CORP	COM	68389X105	3,112	44,345	SH		SOLE		44,345	0	0
ORASURE TECHNOLOGIES INC	COM	68554V108	176	15,100	SH		SOLE		15,100	0	0
ORASURE TECHNOLOGIES INC	COM	68554V108	424	36,300	SH		OTR	1	0	36,300	0
OREILLY AUTOMOTIVE INC	COM	67103H107	19,205	37,861	SH		OTR	1	0	37,861	0
OREILLY AUTOMOTIVE INC	COM	67103H107	774	1,526	SH		SOLE		1,526	0	0
ORMAT TECHNOLOGIES INC	COM	686688102	212	2,700	SH		OTR	1	0	2,700	0
ORMAT TECHNOLOGIES INC	COM	686688102	86	1,100	SH		SOLE		1,100	0	0
ORTHOFIX MED INC	COM	68752M108	256	5,900	SH		SOLE		5,900	0	0
ORTHOFIX MED INC	COM	68752M108	620	14,300	SH		OTR	1	0	14,300	0
OSHKOSH CORP	COM	688239201	2,182	18,388	SH		OTR	1	0	18,388	0
OSHKOSH CORP	COM	688239201	47	400	SH		SOLE		400	0	0
OSI SYSTEMS INC	COM	671044105	490	5,100	SH		OTR	1	0	5,100	0
OSI SYSTEMS INC	COM	671044105	202	2,100	SH		SOLE		2,100	0	0
OSI SYSTEMS INC	NOTE 1.250% 9/0	671044AD7	94	87,000	PRN		SOLE		87,000	0	0
OTIS WORLDWIDE CORP	COM	68902V107	7,335	107,163	SH		OTR	1	0	107,163	0
OTIS WORLDWIDE CORP	COM	68902V107	599	8,751	SH		SOLE		8,751	0	0
OVERSTOCK COM INC DEL	COM	690370101	609	9,197	SH		OTR	1	0	9,197	0
OVERSTOCK COM INC DEL	COM	690370101	255	3,847	SH		SOLE		3,847	0	0
OVINTIV INC	COM	69047Q102	800	33,600	SH		OTR	1	0	33,600	0
OVINTIV INC	COM	69047Q102	333	14,000	SH		SOLE		14,000	0	0
OWENS & MINOR INC NEW	COM	690732102	2,146	57,100	SH		OTR	1	0	57,100	0
OWENS & MINOR INC NEW	COM	690732102	891	23,700	SH		SOLE		23,700	0	0
OWENS CORNING NEW	COM	690742101	145	1,572	SH		SOLE		1,572	0	0
OWENS CORNING NEW	COM	690742101	447	4,853	SH		OTR	1	0	4,853	0
PACCAR INC	COM	693718108	702	7,553	SH		SOLE		7,553	0	0
PACCAR INC	COM	693718108	7,907	85,092	SH		OTR	1	0	85,092	0
PACIFIC BIOSCIENCES CALIF IN	COM	69404D108	1,029	30,900	SH		OTR	1	0	30,900	0
PACIFIC BIOSCIENCES CALIF IN	COM	69404D108	426	12,800	SH		SOLE		12,800	0	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	259	214,000	PRN		SOLE		214,000	0	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	4,048	3,349,000	PRN		DFND	1	0	3,349,000	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	58	48,000	PRN		OTR	4	0	48,000	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	3,330	2,749,000	PRN		OTR	1	0	2,749,000	0
PACKAGING CORP AMER	COM	695156109	281	2,092	SH		SOLE		2,092	0	0
PACKAGING CORP AMER	COM	695156109	1,840	13,683	SH		OTR	1	0	13,683	0
PAE INC	COM CL A	69290Y109	94	10,400	SH		OTR	1	0	10,400	0
PAE INC	COM CL A	69290Y109	43	4,800	SH		SOLE		4,800	0	0
PALO ALTO NETWORKS INC	COM	697435105	97	300	SH		SOLE		300	0	0
PALO ALTO NETWORKS INC	COM	697435105	9,614	29,851	SH		OTR	1	0	29,851	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	35,511	26,811,000	PRN		OTR	1	0	26,811,000	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	2,959	2,234,000	PRN		SOLE		2,234,000	0	0
PARAMOUNT GROUP INC	COM	69924R108	0	0	SH		SOLE		0	0	0
PARAMOUNT GROUP INC	COM	69924R108	125	12,369	SH		OTR	1	0	12,369	0
PARK HOTELS & RESORTS INC	COM	700517105	512	23,728	SH		OTR	1	0	23,728	0
PARK HOTELS & RESORTS INC	COM	700517105	0	0	SH		SOLE		0	0	0
PARKER-HANNIFIN CORP	COM	701094104	19,134	60,660	SH		OTR	1	0	60,660	0
PARKER-HANNIFIN CORP	COM	701094104	912	2,892	SH		SOLE		2,892	0	0
PATRICK INDS INC	COM	703343103	1,233	14,500	SH		OTR	1	0	14,500	0
PATRICK INDS INC	COM	703343103	514	6,051	SH		SOLE		6,051	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	108	93,000	PRN		OTR	4	0	93,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	3,231	2,747,000	PRN		SOLE		2,747,000	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	7,710	6,611,000	PRN		DFND	1	0	6,611,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	33,991	28,898,000	PRN		OTR	1	0	28,898,000	0
PATTERSON-UTI ENERGY INC	COM	703481101	99	13,900	SH		SOLE		13,900	0	0
PATTERSON-UTI ENERGY INC	COM	703481101	239	33,500	SH		OTR	1	0	33,500	0
PAYCHEX INC	COM	704326107	683	6,963	SH		SOLE		6,963	0	0
PAYCHEX INC	COM	704326107	4,540	46,314	SH		OTR	1	0	46,314	0
PAYCOM SOFTWARE INC	COM	70432V102	380	1,027	SH		SOLE		1,027	0	0
PAYCOM SOFTWARE INC	COM	70432V102	2,622	7,085	SH		OTR	1	0	7,085	0
PAYPAL HLDGS INC	COM	70450Y103	58,962	242,803	SH		OTR	1	0	242,803	0
PAYPAL HLDGS INC	COM	70450Y103	6,186	25,473	SH		SOLE		25,473	0	0
PDC ENERGY INC	COM	69327R101	241	7,000	SH		OTR	1	0	7,000	0
PDC ENERGY INC	COM	69327R101	100	2,900	SH		SOLE		2,900	0	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	574	18,600	SH		OTR	1	0	18,600	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	240	7,776	SH		SOLE		7,776	0	0
PEBBLEBROOK HOTEL TR	COM	70509V100	91	3,733	SH		SOLE		3,733	0	0
PEBBLEBROOK HOTEL TR	COM	70509V100	210	8,666	SH		OTR	1	0	8,666	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	142	121,000	PRN		OTR	4	0	121,000	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	697	593,000	PRN		SOLE		593,000	0	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	6,889	5,863,000	PRN		OTR	1	0	5,863,000	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	9,933	8,490,000	PRN		DFND	1	0	8,490,000	0
PELOTON INTERACTIVE INC	CL A COM	70614W100	4,740	42,153	SH		OTR	1	0	42,153	0
PELOTON INTERACTIVE INC	CL A COM	70614W100	126	1,125	SH		SOLE		1,125	0	0
PENN NATL GAMING INC	COM	707569109	5,992	57,151	SH		OTR	1	0	57,151	0
PENN NATL GAMING INC	COM	707569109	1,846	17,608	SH		SOLE		17,608	0	0
PENN NATL GAMING INC	NOTE 2.750% 5/1	707569AU3	357	79,000	PRN		SOLE		79,000	0	0
PENNANT GROUP INC	COM	70805E109	316	6,900	SH		SOLE		6,900	0	0
PENNANT GROUP INC	COM	70805E109	756	16,500	SH		OTR	1	0	16,500	0
PENNYMAC CORP	NOTE 5.500%11/0	70932AAD5	101	100,000	PRN		SOLE		100,000	0	0
PENNYMAC MTG INVT TR	COM	70931T103	839	42,800	SH		OTR	1	0	42,800	0
PENNYMAC MTG INVT TR	COM	70931T103	349	17,800	SH		SOLE		17,800	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	144	8,038	SH		SOLE		8,038	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	1,253	70,002	SH		OTR	1	0	70,002	0
PEPSICO INC	COM	713448108	4,234	29,934	SH		SOLE		29,934	0	0
PEPSICO INC	COM	713448108	32,319	228,482	SH		OTR	1	0	228,482	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	1,106	19,200	SH		OTR	1	0	19,200	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	461	8,000	SH		SOLE		8,000	0	0
PERKINELMER INC	COM	714046109	297	2,316	SH		SOLE		2,316	0	0
PERKINELMER INC	COM	714046109	2,075	16,171	SH		OTR	1	0	16,171	0
PERSPECTA INC	COM	715347100	232	8,000	SH		SOLE		8,000	0	0
PERSPECTA INC	COM	715347100	558	19,200	SH		OTR	1	0	19,200	0
PFIZER INC	COM	717081103	34,048	939,764	SH		OTR	1	0	939,764	0
PFIZER INC	COM	717081103	4,597	126,895	SH		SOLE		126,895	0	0
PFSWEB INC	COM NEW	717098206	78	11,600	SH		OTR	1	0	11,600	0
PFSWEB INC	COM NEW	717098206	36	5,400	SH		SOLE		5,400	0	0
PG&E CORP	UNIT 99/99/9999	69331C140	127	1,114	SH		OTR	4	0	1,114	0
PG&E CORP	UNIT 99/99/9999	69331C140	29,811	259,900	SH		OTR	1	0	259,900	0
PG&E CORP	UNIT 99/99/9999	69331C140	3,015	26,282	SH		SOLE		26,282	0	0
PG&E CORP	UNIT 99/99/9999	69331C140	9,077	79,552	SH		DFND	1	0	79,552	0
PGIM GLOBAL HIGH YIELD FD FO	COM	69346J106	1,278	85,657	SH		SOLE		85,657	0	0
PGIM HIGH YIELD BOND FUND IN	COM	69346H100	1,275	81,390	SH		SOLE		81,390	0	0
PGT INNOVATIONS INC	COM	69336V101	1,050	41,600	SH		OTR	1	0	41,600	0
PGT INNOVATIONS INC	COM	69336V101	437	17,300	SH		SOLE		17,300	0	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	416	17,062	SH		SOLE		17,062	0	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	1,003	41,100	SH		OTR	1	0	41,100	0
PHILIP MORRIS INTL INC	COM	718172109	1,717	19,344	SH		SOLE		19,344	0	0
PHILIP MORRIS INTL INC	COM	718172109	27,338	308,070	SH		OTR	1	0	308,070	0
PHILLIPS 66	COM	718546104	779	9,550	SH		SOLE		9,550	0	0
PHILLIPS 66	COM	718546104	5,678	69,635	SH		OTR	1	0	69,635	0
PHOTRONICS INC	COM	719405102	412	32,000	SH		SOLE		32,000	0	0
PHOTRONICS INC	COM	719405102	990	77,000	SH		OTR	1	0	77,000	0
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	215	12,400	SH		SOLE		12,400	0	0
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	519	29,900	SH		OTR	1	0	29,900	0
PILGRIMS PRIDE CORP	COM	72147K108	0	0	SH		SOLE		0	0	0
PILGRIMS PRIDE CORP	COM	72147K108	1,770	74,414	SH		OTR	1	0	74,414	0
PINDUODUO INC	SPONSORED ADS	722304102	1,408	10,514	SH		OTR	1	0	10,514	0
PINDUODUO INC	SPONSORED ADS	722304102	134	1,000	SH		SOLE		1,000	0	0
PINNACLE WEST CAP CORP	COM	723484101	1,323	16,261	SH		OTR	1	0	16,261	0
PINNACLE WEST CAP CORP	COM	723484101	238	2,930	SH		SOLE		2,930	0	0
PINTEREST INC	CL A	72352L106	104	1,400	SH		SOLE		1,400	0	0
PINTEREST INC	CL A	72352L106	4,748	64,139	SH		OTR	1	0	64,139	0
PIONEER MUN HIGH INCOME ADVA	COM	723762100	3,740	316,387	SH		OTR	1	0	316,387	0
PIONEER MUN HIGH INCOME ADVA	COM	723762100	12,257	1,036,957	SH		SOLE		1,036,957	0	0
PIONEER MUN HIGH INCOME TR	COM SHS	723763108	4,115	332,691	SH		OTR	1	0	332,691	0
PIONEER MUN HIGH INCOME TR	COM SHS	723763108	5,966	482,304	SH		SOLE		482,304	0	0
PIONEER NAT RES CO	COM	723787107	4,824	30,373	SH		OTR	1	0	30,373	0
PIONEER NAT RES CO	COM	723787107	697	4,387	SH		SOLE		4,387	0	0
PIPER SANDLER COMPANIES	COM	724078100	746	6,800	SH		OTR	1	0	6,800	0
PIPER SANDLER COMPANIES	COM	724078100	307	2,800	SH		SOLE		2,800	0	0
PITNEY BOWES INC	COM	724479100	326	39,556	SH		OTR	1	0	39,556	0
PITNEY BOWES INC	COM	724479100	136	16,483	SH		SOLE		16,483	0	0
PLANTRONICS INC NEW	COM	727493108	327	8,400	SH		SOLE		8,400	0	0
PLANTRONICS INC NEW	COM	727493108	790	20,300	SH		OTR	1	0	20,300	0
PLEXUS CORP	COM	729132100	141	1,533	SH		SOLE		1,533	0	0
PLEXUS CORP	COM	729132100	331	3,600	SH		OTR	1	0	3,600	0
PLUG POWER INC	COM NEW	72919P202	1,086	30,294	SH		SOLE		30,294	0	0
PLUG POWER INC	COM NEW	72919P202	2,487	69,400	SH		OTR	1	0	69,400	0
PLURALSIGHT INC	NOTE 0.375% 3/0	72941BAB2	148	150,000	PRN		SOLE		150,000	0	0
PNC FINL SVCS GROUP INC	COM	693475105	11,309	64,473	SH		OTR	1	0	64,473	0
PNC FINL SVCS GROUP INC	COM	693475105	1,598	9,109	SH		SOLE		9,109	0	0
POLARIS INC	COM	731068102	4,671	34,991	SH		OTR	1	0	34,991	0
POLARIS INC	COM	731068102	201	1,506	SH		SOLE		1,506	0	0
POOL CORP	COM	73278L105	2,005	5,808	SH		OTR	1	0	5,808	0
POOL CORP	COM	73278L105	297	859	SH		SOLE		859	0	0
POPULAR INC	COM NEW	733174700	649	9,230	SH		OTR	1	0	9,230	0
POPULAR INC	COM NEW	733174700	0	0	SH		SOLE		0	0	0
PORTLAND GEN ELEC CO	COM NEW	736508847	161	3,400	SH		OTR	1	0	3,400	0
PORTLAND GEN ELEC CO	COM NEW	736508847	63	1,333	SH		SOLE		1,333	0	0
POTLATCHDELTIC CORPORATION	COM	737630103	1,365	25,800	SH		OTR	1	0	25,800	0
POTLATCHDELTIC CORPORATION	COM	737630103	566	10,700	SH		SOLE		10,700	0	0
POWELL INDS INC	COM	739128106	393	11,600	SH		OTR	1	0	11,600	0
POWELL INDS INC	COM	739128106	156	4,600	SH		SOLE		4,600	0	0
POWER INTEGRATIONS INC	COM	739276103	807	9,900	SH		SOLE		9,900	0	0
POWER INTEGRATIONS INC	COM	739276103	1,931	23,700	SH		OTR	1	0	23,700	0
PPD INC	COM	69355F102	9,226	243,806	SH		OTR	1	0	243,806	0
PPD INC	COM	69355F102	180	4,747	SH		SOLE		4,747	0	0
PPG INDS INC	COM	693506107	5,426	36,113	SH		OTR	1	0	36,113	0
PPG INDS INC	COM	693506107	778	5,175	SH		SOLE		5,175	0	0
PPL CORP	COM	69351T106	521	18,076	SH		SOLE		18,076	0	0
PPL CORP	COM	69351T106	9,576	332,049	SH		OTR	1	0	332,049	0
PRA HEALTH SCIENCES INC	COM	69354M108	13,711	89,419	SH		OTR	1	0	89,419	0
PRA HEALTH SCIENCES INC	COM	69354M108	213	1,391	SH		SOLE		1,391	0	0
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	942	14,800	SH		OTR	1	0	14,800	0
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	395	6,200	SH		SOLE		6,200	0	0
PRESTIGE CONSMR HEALTHCARE I	COM	74112D101	1,649	37,400	SH		OTR	1	0	37,400	0
PRESTIGE CONSMR HEALTHCARE I	COM	74112D101	688	15,600	SH		SOLE		15,600	0	0
PRICE T ROWE GROUP INC	COM	74144T108	10,506	61,222	SH		OTR	1	0	61,222	0
PRICE T ROWE GROUP INC	COM	74144T108	842	4,906	SH		SOLE		4,906	0	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	3,451	2,938,000	PRN		SOLE		2,938,000	0	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	38,566	32,836,000	PRN		OTR	1	0	32,836,000	0
PRIMO WATER CORPORATION	COM	74167P108	574	35,300	SH		SOLE		35,300	0	0
PRIMO WATER CORPORATION	COM	74167P108	1,382	85,000	SH		OTR	1	0	85,000	0
PRIMORIS SVCS CORP	COM	74164F103	1,739	52,500	SH		OTR	1	0	52,500	0
PRIMORIS SVCS CORP	COM	74164F103	722	21,800	SH		SOLE		21,800	0	0
PRINCIPAL FINANCIAL GROUP IN	COM	74251V102	287	4,789	SH		SOLE		4,789	0	0
PRINCIPAL FINANCIAL GROUP IN	COM	74251V102	2,194	36,584	SH		OTR	1	0	36,584	0
PROCTER AND GAMBLE CO	COM	742718109	7,289	53,822	SH		SOLE		53,822	0	0
PROCTER AND GAMBLE CO	COM	742718109	63,392	468,077	SH		OTR	1	0	468,077	0
PROG HOLDINGS INC	COM NPV	74319R101	532	12,300	SH		OTR	1	0	12,300	0
PROG HOLDINGS INC	COM NPV	74319R101	221	5,100	SH		SOLE		5,100	0	0
PROGRESS SOFTWARE CORP	COM	743312100	752	17,066	SH		SOLE		17,066	0	0
PROGRESS SOFTWARE CORP	COM	743312100	1,811	41,100	SH		OTR	1	0	41,100	0
PROGRESSIVE CORP	COM	743315103	8,699	90,980	SH		OTR	1	0	90,980	0
PROGRESSIVE CORP	COM	743315103	1,206	12,615	SH		SOLE		12,615	0	0
PROLOGIS INC.	COM	74340W103	13,389	126,310	SH		OTR	1	0	126,310	0
PROLOGIS INC.	COM	74340W103	1,822	17,188	SH		SOLE		17,188	0	0
PROLOGIS INC.	COM	74340W103	56	531	SH		OTR	5	0	531	0
PROOFPOINT INC	COM	743424103	4,602	36,584	SH		OTR	1	0	36,584	0
PROOFPOINT INC	COM	743424103	88	700	SH		SOLE		700	0	0
PROOFPOINT INC	NOTE 0.250% 8/1	743424AF0	188	175,000	PRN		SOLE		175,000	0	0
PROPETRO HLDG CORP	COM	74347M108	632	59,300	SH		SOLE		59,300	0	0
PROPETRO HLDG CORP	COM	74347M108	1,520	142,600	SH		OTR	1	0	142,600	0
PROSPERITY BANCSHARES INC	COM	743606105	0	0	SH		SOLE		0	0	0
PROSPERITY BANCSHARES INC	COM	743606105	527	7,037	SH		OTR	1	0	7,037	0
PRUDENTIAL FINL INC	COM	744320102	5,353	58,756	SH		OTR	1	0	58,756	0
PRUDENTIAL FINL INC	COM	744320102	783	8,599	SH		SOLE		8,599	0	0
PS BUSINESS PKS INC CALIF	COM	69360J107	1,314	8,500	SH		OTR	1	0	8,500	0
PS BUSINESS PKS INC CALIF	COM	69360J107	541	3,500	SH		SOLE		3,500	0	0
PTC INC	COM	69370C100	55	400	SH		SOLE		400	0	0
PTC INC	COM	69370C100	1,898	13,785	SH		OTR	1	0	13,785	0
PTC THERAPEUTICS INC	COM	69366J200	337	7,127	SH		SOLE		7,127	0	0
PTC THERAPEUTICS INC	COM	69366J200	810	17,100	SH		OTR	1	0	17,100	0
PUBLIC STORAGE	COM	74460D109	52	212	SH		OTR	5	0	212	0
PUBLIC STORAGE	COM	74460D109	943	3,821	SH		SOLE		3,821	0	0
PUBLIC STORAGE	COM	74460D109	6,987	28,314	SH		OTR	1	0	28,314	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	647	10,741	SH		SOLE		10,741	0	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	4,574	75,970	SH		OTR	1	0	75,970	0
PULTE GROUP INC	COM	745867101	326	6,221	SH		SOLE		6,221	0	0
PULTE GROUP INC	COM	745867101	7,717	147,158	SH		OTR	1	0	147,158	0
PURE CYCLE CORP	COM NEW	746228303	189	14,100	SH		OTR	1	0	14,100	0
PURE CYCLE CORP	COM NEW	746228303	82	6,100	SH		SOLE		6,100	0	0
PUTNAM MUN OPPORTUNITIES TR	SH BEN INT	746922103	3,425	255,603	SH		SOLE		255,603	0	0
PVH CORPORATION	COM	693656100	322	3,049	SH		SOLE		3,049	0	0
PVH CORPORATION	COM	693656100	7,845	74,221	SH		OTR	1	0	74,221	0
Q2 HLDGS INC	COM	74736L109	251	2,500	SH		SOLE		2,500	0	0
Q2 HLDGS INC	COM	74736L109	601	6,000	SH		OTR	1	0	6,000	0
Q2 HLDGS INC	NOTE 0.750% 2/1	74736LAB5	124	70,000	PRN		SOLE		70,000	0	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	9,412	7,195,000	PRN		OTR	1	0	7,195,000	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	997	762,000	PRN		SOLE		762,000	0	0
QCR HOLDINGS INC	COM	74727A104	364	7,700	SH		OTR	1	0	7,700	0
QCR HOLDINGS INC	COM	74727A104	151	3,200	SH		SOLE		3,200	0	0
QORVO INC	COM	74736K101	14,399	78,811	SH		OTR	1	0	78,811	0
QORVO INC	COM	74736K101	644	3,525	SH		SOLE		3,525	0	0
QUALCOMM INC	COM	747525103	36,073	272,061	SH		OTR	1	0	272,061	0
QUALCOMM INC	COM	747525103	3,555	26,815	SH		SOLE		26,815	0	0
QUANTA SVCS INC	COM	74762E102	438	4,976	SH		SOLE		4,976	0	0
QUANTA SVCS INC	COM	74762E102	13,646	155,109	SH		OTR	1	0	155,109	0
QUEST DIAGNOSTICS INC	COM	74834L100	388	3,022	SH		SOLE		3,022	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	2,472	19,258	SH		OTR	1	0	19,258	0
QUOTIENT TECHNOLOGY INC	COM	749119103	139	8,500	SH		SOLE		8,500	0	0
QUOTIENT TECHNOLOGY INC	COM	749119103	335	20,500	SH		OTR	1	0	20,500	0
QURATE RETAIL INC	COM SER A	74915M100	62	5,300	SH		SOLE		5,300	0	0
QURATE RETAIL INC	COM SER A	74915M100	7,355	625,390	SH		OTR	1	0	625,390	0
RADIAN GROUP INC	COM	750236101	244	10,500	SH		SOLE		10,500	0	0
RADIAN GROUP INC	COM	750236101	588	25,300	SH		OTR	1	0	25,300	0
RALPH LAUREN CORP	CL A	751212101	112	912	SH		SOLE		912	0	0
RALPH LAUREN CORP	CL A	751212101	857	6,961	SH		OTR	1	0	6,961	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	775	648,000	PRN		SOLE		648,000	0	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	19,796	16,548,000	PRN		OTR	1	0	16,548,000	0
RAPID7 INC	COM	753422104	90	1,200	SH		SOLE		1,200	0	0
RAPID7 INC	COM	753422104	209	2,800	SH		OTR	1	0	2,800	0
RAPID7 INC	NOTE 1.250% 8/0	753422AB0	101	55,000	PRN		SOLE		55,000	0	0
RAYMOND JAMES FINL INC	COM	754730109	577	4,709	SH		SOLE		4,709	0	0
RAYMOND JAMES FINL INC	COM	754730109	13,421	109,506	SH		OTR	1	0	109,506	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	2,529	32,734	SH		SOLE		32,734	0	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	17,991	232,838	SH		OTR	1	0	232,838	0
RBB BANCORP	COM	74930B105	126	6,200	SH		SOLE		6,200	0	0
RBB BANCORP	COM	74930B105	296	14,600	SH		OTR	1	0	14,600	0
RCI HOSPITALITY HLDGS INC	COM	74934Q108	203	3,200	SH		OTR	1	0	3,200	0
RCI HOSPITALITY HLDGS INC	COM	74934Q108	83	1,300	SH		SOLE		1,300	0	0
REALOGY HLDGS CORP	COM	75605Y106	460	30,400	SH		SOLE		30,400	0	0
REALOGY HLDGS CORP	COM	75605Y106	1,106	73,100	SH		OTR	1	0	73,100	0
REALPAGE INC	NOTE 1.500%11/1	75606NAB5	156	75,000	PRN		SOLE		75,000	0	0
REALTY INCOME CORP	COM	756109104	511	8,052	SH		SOLE		8,052	0	0
REALTY INCOME CORP	COM	756109104	5,812	91,525	SH		OTR	1	0	91,525	0
RECRO PHARMA INC	COM	75629F109	66	23,600	SH		OTR	1	0	23,600	0
RECRO PHARMA INC	COM	75629F109	27	9,800	SH		SOLE		9,800	0	0
RED ROCK RESORTS INC	CL A	75700L108	332	10,200	SH		OTR	1	0	10,200	0
RED ROCK RESORTS INC	CL A	75700L108	137	4,200	SH		SOLE		4,200	0	0
REDFIN CORP	COM	75737F108	393	5,900	SH		SOLE		5,900	0	0
REDFIN CORP	COM	75737F108	952	14,300	SH		OTR	1	0	14,300	0
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	80	80,000	PRN		SOLE		80,000	0	0
REGAL BELOIT CORP	COM	758750103	7,380	51,724	SH		OTR	1	0	51,724	0
REGAL BELOIT CORP	COM	758750103	197	1,378	SH		SOLE		1,378	0	0
REGENCY CTRS CORP	COM	758849103	11	200	SH		OTR	5	0	200	0
REGENCY CTRS CORP	COM	758849103	2,529	44,600	SH		OTR	1	0	44,600	0
REGENCY CTRS CORP	COM	758849103	220	3,883	SH		SOLE		3,883	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	11,797	24,933	SH		OTR	1	0	24,933	0
REGENERON PHARMACEUTICALS	COM	75886F107	1,133	2,395	SH		SOLE		2,395	0	0
REGENXBIO INC	COM	75901B107	421	12,357	SH		SOLE		12,357	0	0
REGENXBIO INC	COM	75901B107	1,013	29,700	SH		OTR	1	0	29,700	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	2,864	138,622	SH		OTR	1	0	138,622	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	451	21,847	SH		SOLE		21,847	0	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	200	1,313	SH		SOLE		1,313	0	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	6,942	45,581	SH		OTR	1	0	45,581	0
RELIANT BANCORP INC	COM	75956B101	95	3,300	SH		SOLE		3,300	0	0
RELIANT BANCORP INC	COM	75956B101	227	7,900	SH		OTR	1	0	7,900	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	687	10,400	SH		OTR	1	0	10,400	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	284	4,300	SH		SOLE		4,300	0	0
RENT A CTR INC NEW	COM	76009N100	1,961	34,005	SH		OTR	1	0	34,005	0
RENT A CTR INC NEW	COM	76009N100	813	14,100	SH		SOLE		14,100	0	0
REPUBLIC BANCORP INC KY	CL A	760281204	381	8,600	SH		OTR	1	0	8,600	0
REPUBLIC BANCORP INC KY	CL A	760281204	160	3,611	SH		SOLE		3,611	0	0
REPUBLIC SVCS INC	COM	760759100	425	4,275	SH		SOLE		4,275	0	0
REPUBLIC SVCS INC	COM	760759100	3,718	37,421	SH		OTR	1	0	37,421	0
RESIDEO TECHNOLOGIES INC	COM	76118Y104	322	11,400	SH		OTR	1	0	11,400	0
RESIDEO TECHNOLOGIES INC	COM	76118Y104	136	4,800	SH		SOLE		4,800	0	0
RESMED INC	COM	761152107	615	3,170	SH		SOLE		3,170	0	0
RESMED INC	COM	761152107	4,093	21,096	SH		OTR	1	0	21,096	0
RETAIL PPTYS AMER INC	CL A	76131V202	48	4,533	SH		SOLE		4,533	0	0
RETAIL PPTYS AMER INC	CL A	76131V202	117	11,133	SH		OTR	1	0	11,133	0
REXNORD CORP	COM	76169B102	1,813	38,500	SH		OTR	1	0	38,500	0
REXNORD CORP	COM	76169B102	753	16,000	SH		SOLE		16,000	0	0
RH	COM	74967X103	716	1,200	SH		SOLE		1,200	0	0
RH	COM	74967X103	1,670	2,800	SH		OTR	1	0	2,800	0
RH	NOTE 9/1	74967XAD5	339	120,000	PRN		SOLE		120,000	0	0
RIBBON COMMUNICATIONS INC	COM	762544104	410	49,900	SH		OTR	1	0	49,900	0
RIBBON COMMUNICATIONS INC	COM	762544104	170	20,700	SH		SOLE		20,700	0	0
RIMINI STR INC DEL	COM	76674Q107	175	19,500	SH		SOLE		19,500	0	0
RIMINI STR INC DEL	COM	76674Q107	422	47,000	SH		OTR	1	0	47,000	0
RINGCENTRAL INC	CL A	76680R206	78	261	SH		SOLE		261	0	0
RINGCENTRAL INC	CL A	76680R206	2,145	7,202	SH		OTR	1	0	7,202	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	54,820	49,808,000	PRN		OTR	1	0	49,808,000	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	122	111,000	PRN		OTR	4	0	111,000	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	4,357	3,959,000	PRN		SOLE		3,959,000	0	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	8,412	7,678,000	PRN		DFND	1	0	7,678,000	0
RLJ LODGING TR	COM	74965L101	281	18,133	SH		OTR	1	0	18,133	0
RLJ LODGING TR	COM	74965L101	115	7,400	SH		SOLE		7,400	0	0
RMR GROUP INC	CL A	74967R106	192	4,700	SH		SOLE		4,700	0	0
RMR GROUP INC	CL A	74967R106	465	11,400	SH		OTR	1	0	11,400	0
ROBERT HALF INTL INC	COM	770323103	166	2,132	SH		SOLE		2,132	0	0
ROBERT HALF INTL INC	COM	770323103	3,157	40,442	SH		OTR	1	0	40,442	0
ROCKET COS INC	COM CL A	77311W101	0	0	SH		SOLE		0	0	0
ROCKET COS INC	COM CL A	77311W101	550	23,809	SH		OTR	1	0	23,809	0
ROCKWELL AUTOMATION INC	COM	773903109	689	2,595	SH		SOLE		2,595	0	0
ROCKWELL AUTOMATION INC	COM	773903109	4,449	16,760	SH		OTR	1	0	16,760	0
ROCKY BRANDS INC	COM	774515100	556	10,279	SH		SOLE		10,279	0	0
ROCKY BRANDS INC	COM	774515100	1,324	24,500	SH		OTR	1	0	24,500	0
ROKU INC	COM CL A	77543R102	3,342	10,259	SH		OTR	1	0	10,259	0
ROKU INC	COM CL A	77543R102	79	244	SH		SOLE		244	0	0
ROLLINS INC	COM	775711104	1,100	31,956	SH		OTR	1	0	31,956	0
ROLLINS INC	COM	775711104	182	5,284	SH		SOLE		5,284	0	0
ROPER TECHNOLOGIES INC	COM	776696106	6,724	16,670	SH		OTR	1	0	16,670	0
ROPER TECHNOLOGIES INC	COM	776696106	920	2,281	SH		SOLE		2,281	0	0
ROSS STORES INC	COM	778296103	938	7,824	SH		SOLE		7,824	0	0
ROSS STORES INC	COM	778296103	6,746	56,258	SH		OTR	1	0	56,258	0
RPM INTL INC	COM	749685103	64	700	SH		SOLE		700	0	0
RPM INTL INC	COM	749685103	225	2,453	SH		OTR	1	0	2,453	0
RUSH ENTERPRISES INC	CL A	781846209	817	16,400	SH		SOLE		16,400	0	0
RUSH ENTERPRISES INC	CL A	781846209	1,971	39,550	SH		OTR	1	0	39,550	0
RUSH ENTERPRISES INC	CL B	781846308	262	5,800	SH		OTR	1	0	5,800	0
RUSH ENTERPRISES INC	CL B	781846308	115	2,550	SH		SOLE		2,550	0	0
RYDER SYS INC	COM	783549108	206	2,719	SH		SOLE		2,719	0	0
RYDER SYS INC	COM	783549108	8,705	115,067	SH		OTR	1	0	115,067	0
RYERSON HLDG CORP	COM	783754104	530	31,100	SH		SOLE		31,100	0	0
RYERSON HLDG CORP	COM	783754104	1,275	74,800	SH		OTR	1	0	74,800	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	806	10,400	SH		OTR	1	0	10,400	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	333	4,300	SH		SOLE		4,300	0	0
S&P GLOBAL INC	COM	78409V104	1,812	5,135	SH		SOLE		5,135	0	0
S&P GLOBAL INC	COM	78409V104	14,863	42,119	SH		OTR	1	0	42,119	0
SABRA HEALTH CARE REIT INC	COM	78573L106	793	45,700	SH		OTR	1	0	45,700	0
SABRA HEALTH CARE REIT INC	COM	78573L106	330	19,000	SH		SOLE		19,000	0	0
SAILPOINT TECHNOLOGIES HLDGS	COM	78781P105	152	3,000	SH		SOLE		3,000	0	0
SAILPOINT TECHNOLOGIES HLDGS	COM	78781P105	365	7,200	SH		OTR	1	0	7,200	0
SAILPOINT TECHNOLOGIES HLDGS	NOTE 0.125% 9/1	78781PAB1	326	175,000	PRN		SOLE		175,000	0	0
SALESFORCE COM INC	COM	79466L302	39,952	188,569	SH		OTR	1	0	188,569	0
SALESFORCE COM INC	COM	79466L302	4,363	20,593	SH		SOLE		20,593	0	0
SANDERSON FARMS INC	COM	800013104	327	2,100	SH		OTR	1	0	2,100	0
SANDERSON FARMS INC	COM	800013104	140	900	SH		SOLE		900	0	0
SANGAMO THERAPEUTICS INC	COM	800677106	284	22,649	SH		SOLE		22,649	0	0
SANGAMO THERAPEUTICS INC	COM	800677106	682	54,400	SH		OTR	1	0	54,400	0
SANMINA CORPORATION	COM	801056102	634	15,328	SH		SOLE		15,328	0	0
SANMINA CORPORATION	COM	801056102	1,530	36,974	SH		OTR	1	0	36,974	0
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	177	135,000	PRN		SOLE		135,000	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	16	56	SH		OTR	5	0	56	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	5,393	19,431	SH		OTR	1	0	19,431	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	797	2,870	SH		SOLE		2,870	0	0
SCANSOURCE INC	COM	806037107	677	22,600	SH		OTR	1	0	22,600	0
SCANSOURCE INC	COM	806037107	282	9,400	SH		SOLE		9,400	0	0
SCHLUMBERGER LTD	COM	806857108	10,564	388,526	SH		OTR	1	0	388,526	0
SCHLUMBERGER LTD	COM	806857108	858	31,558	SH		SOLE		31,558	0	0
SCHNEIDER NATIONAL INC	CL B	80689H102	82	3,303	SH		SOLE		3,303	0	0
SCHNEIDER NATIONAL INC	CL B	80689H102	6,730	269,515	SH		OTR	1	0	269,515	0
SCHNITZER STEEL INDS INC	CL A	806882106	410	9,800	SH		SOLE		9,800	0	0
SCHNITZER STEEL INDS INC	CL A	806882106	986	23,600	SH		OTR	1	0	23,600	0
SCHRODINGER INC	COM	80810D103	221	2,900	SH		SOLE		2,900	0	0
SCHRODINGER INC	COM	80810D103	534	7,000	SH		OTR	1	0	7,000	0
SCHWAB CHARLES CORP	COM	808513105	2,058	31,567	SH		SOLE		31,567	0	0
SCHWAB CHARLES CORP	COM	808513105	14,670	225,066	SH		OTR	1	0	225,066	0
SCIENTIFIC GAMES CORP	COM	80874P109	254	6,600	SH		SOLE		6,600	0	0
SCIENTIFIC GAMES CORP	COM	80874P109	609	15,800	SH		OTR	1	0	15,800	0
SEABOARD CORP DEL	COM	811543107	886	240	SH		OTR	1	0	240	0
SEABOARD CORP DEL	COM	811543107	0	0	SH		SOLE		0	0	0
SEAGEN INC	COM	81181C104	6,669	48,030	SH		OTR	1	0	48,030	0
SEAGEN INC	COM	81181C104	74	535	SH		SOLE		535	0	0
SEALED AIR CORP NEW	COM	81211K100	1,024	22,354	SH		OTR	1	0	22,354	0
SEALED AIR CORP NEW	COM	81211K100	134	2,927	SH		SOLE		2,927	0	0
SELECT ENERGY SVCS INC	CL A COM	81617J301	57	11,500	SH		OTR	1	0	11,500	0
SELECT ENERGY SVCS INC	CL A COM	81617J301	24	4,800	SH		SOLE		4,800	0	0
SELECT MED HLDGS CORP	COM	81619Q105	2,612	76,600	SH		OTR	1	0	76,600	0
SELECT MED HLDGS CORP	COM	81619Q105	1,084	31,800	SH		SOLE		31,800	0	0
SEMPRA ENERGY	COM	816851109	6,423	48,444	SH		OTR	1	0	48,444	0
SEMPRA ENERGY	COM	816851109	837	6,316	SH		SOLE		6,316	0	0
SEMTECH CORP	COM	816850101	1,028	14,900	SH		OTR	1	0	14,900	0
SEMTECH CORP	COM	816850101	428	6,200	SH		SOLE		6,200	0	0
SENECA FOODS CORP NEW	CL A	817070501	207	4,400	SH		SOLE		4,400	0	0
SENECA FOODS CORP NEW	CL A	817070501	499	10,600	SH		OTR	1	0	10,600	0
SERVICE PPTYS TR	COM SH BEN INT	81761L102	842	71,000	SH		OTR	1	0	71,000	0
SERVICE PPTYS TR	COM SH BEN INT	81761L102	350	29,500	SH		SOLE		29,500	0	0
SERVICENOW INC	COM	81762P102	2,325	4,649	SH		SOLE		4,649	0	0
SERVICENOW INC	COM	81762P102	22,487	44,965	SH		OTR	1	0	44,965	0
SHAKE SHACK INC	CL A	819047101	146	1,293	SH		SOLE		1,293	0	0
SHAKE SHACK INC	CL A	819047101	538	4,770	SH		OTR	1	0	4,770	0
SHERWIN WILLIAMS CO	COM	824348106	8,633	11,698	SH		OTR	1	0	11,698	0
SHERWIN WILLIAMS CO	COM	824348106	1,283	1,738	SH		SOLE		1,738	0	0
SHOCKWAVE MED INC	COM	82489T104	104	800	SH		SOLE		800	0	0
SHOCKWAVE MED INC	COM	82489T104	261	2,000	SH		OTR	1	0	2,000	0
SHOPIFY INC	NOTE 0.125%11/0	82509LAA5	2,157	1,884,000	PRN		SOLE		1,884,000	0	0
SHOPIFY INC	NOTE 0.125%11/0	82509LAA5	35,394	30,912,000	PRN		OTR	1	0	30,912,000	0
SHUTTERSTOCK INC	COM	825690100	499	5,600	SH		OTR	1	0	5,600	0
SHUTTERSTOCK INC	COM	825690100	205	2,300	SH		SOLE		2,300	0	0
SIERRA BANCORP	COM	82620P102	225	8,400	SH		OTR	1	0	8,400	0
SIERRA BANCORP	COM	82620P102	99	3,700	SH		SOLE		3,700	0	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	192	847	SH		SOLE		847	0	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	5,855	25,896	SH		OTR	1	0	25,896	0
SILICON LABORATORIES INC	COM	826919102	235	1,666	SH		SOLE		1,666	0	0
SILICON LABORATORIES INC	COM	826919102	2	12	SH		DFND	1	0	12	0
SILICON LABORATORIES INC	COM	826919102	574	4,066	SH		OTR	1	0	4,066	0
SILVERGATE CAP CORP	CL A	82837P408	327	2,300	SH		OTR	1	0	2,300	0
SILVERGATE CAP CORP	CL A	82837P408	142	1,000	SH		SOLE		1,000	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	818	7,187	SH		SOLE		7,187	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	10,607	93,231	SH		OTR	1	0	93,231	0
SIMON PPTY GROUP INC NEW	COM	828806109	57	500	SH		OTR	5	0	500	0
SIMPSON MFG INC	COM	829073105	674	6,500	SH		SOLE		6,500	0	0
SIMPSON MFG INC	COM	829073105	1,618	15,600	SH		OTR	1	0	15,600	0
SINCLAIR BROADCAST GROUP INC	CL A	829226109	73	2,500	SH		SOLE		2,500	0	0
SINCLAIR BROADCAST GROUP INC	CL A	829226109	173	5,900	SH		OTR	1	0	5,900	0
SITE CTRS CORP	COM	82981J109	123	9,066	SH		OTR	1	0	9,066	0
SITE CTRS CORP	COM	82981J109	50	3,666	SH		SOLE		3,666	0	0
SITEONE LANDSCAPE SUPPLY INC	COM	82982L103	854	5,000	SH		OTR	1	0	5,000	0
SITEONE LANDSCAPE SUPPLY INC	COM	82982L103	359	2,100	SH		SOLE		2,100	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	663	3,615	SH		SOLE		3,615	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	4,791	26,113	SH		OTR	1	0	26,113	0
SL GREEN RLTY CORP	COM	78440X804	681	9,735	SH		OTR	1	0	9,735	0
SL GREEN RLTY CORP	COM	78440X804	0	0	SH		SOLE		0	0	0
SLEEP NUMBER CORP	COM	83125X103	1,191	8,300	SH		OTR	1	0	8,300	0
SLEEP NUMBER CORP	COM	83125X103	502	3,500	SH		SOLE		3,500	0	0
SLM CORP	COM	78442P106	12,803	712,455	SH		OTR	1	0	712,455	0
SLM CORP	COM	78442P106	205	11,391	SH		SOLE		11,391	0	0
SM ENERGY CO	COM	78454L100	139	8,500	SH		SOLE		8,500	0	0
SM ENERGY CO	COM	78454L100	334	20,400	SH		OTR	1	0	20,400	0
SMARTFINANCIAL INC	COM NEW	83190L208	113	5,201	SH		SOLE		5,201	0	0
SMARTFINANCIAL INC	COM NEW	83190L208	273	12,600	SH		OTR	1	0	12,600	0
SMITH & WESSON BRANDS INC	COM	831754106	555	31,800	SH		OTR	1	0	31,800	0
SMITH & WESSON BRANDS INC	COM	831754106	230	13,200	SH		SOLE		13,200	0	0
SMITH A O CORP	COM	831865209	1,321	19,543	SH		OTR	1	0	19,543	0
SMITH A O CORP	COM	831865209	227	3,357	SH		SOLE		3,357	0	0
SMUCKER J M CO	COM NEW	832696405	313	2,471	SH		SOLE		2,471	0	0
SMUCKER J M CO	COM NEW	832696405	2,001	15,813	SH		OTR	1	0	15,813	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	38,843	16,446,000	PRN		OTR	1	0	16,446,000	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	3,382	1,432,000	PRN		SOLE		1,432,000	0	0
SNAP ON INC	COM	833034101	1,805	7,821	SH		OTR	1	0	7,821	0
SNAP ON INC	COM	833034101	305	1,324	SH		SOLE		1,324	0	0
SONOS INC	COM	83570H108	386	10,300	SH		SOLE		10,300	0	0
SONOS INC	COM	83570H108	929	24,800	SH		OTR	1	0	24,800	0
SORRENTO THERAPEUTICS INC	COM NEW	83587F202	404	48,800	SH		OTR	1	0	48,800	0
SORRENTO THERAPEUTICS INC	COM NEW	83587F202	168	20,300	SH		SOLE		20,300	0	0
SOUTH PLAINS FINANCIAL INC	COM	83946P107	73	3,200	SH		SOLE		3,200	0	0
SOUTH PLAINS FINANCIAL INC	COM	83946P107	175	7,700	SH		OTR	1	0	7,700	0
SOUTH ST CORP	COM	840441109	526	6,700	SH		OTR	1	0	6,700	0
SOUTH ST CORP	COM	840441109	220	2,800	SH		SOLE		2,800	0	0
SOUTHERN CO	COM	842587107	12,633	203,228	SH		OTR	1	0	203,228	0
SOUTHERN CO	COM	842587107	1,396	22,459	SH		SOLE		22,459	0	0
SOUTHERN COPPER CORP	COM	84265V105	0	0	SH		SOLE		0	0	0
SOUTHERN COPPER CORP	COM	84265V105	632	9,311	SH		OTR	1	0	9,311	0
SOUTHWEST AIRLS CO	COM	844741108	681	11,158	SH		SOLE		11,158	0	0
SOUTHWEST AIRLS CO	COM	844741108	5,750	94,172	SH		OTR	1	0	94,172	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	7,025	4,080,000	PRN		SOLE		4,080,000	0	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	148	86,000	PRN		OTR	4	0	86,000	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	10,844	6,316,000	PRN		DFND	1	0	6,316,000	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	91,240	52,989,000	PRN		OTR	1	0	52,989,000	0
SOUTHWEST GAS HLDGS INC	COM	844895102	763	11,100	SH		SOLE		11,100	0	0
SOUTHWEST GAS HLDGS INC	COM	844895102	1,828	26,600	SH		OTR	1	0	26,600	0
SOUTHWESTERN ENERGY CO	COM	845467109	783	168,400	SH		OTR	1	0	168,400	0
SOUTHWESTERN ENERGY CO	COM	845467109	326	70,000	SH		SOLE		70,000	0	0
SPARTANNASH CO	COM	847215100	101	5,133	SH		SOLE		5,133	0	0
SPARTANNASH CO	COM	847215100	254	12,933	SH		OTR	1	0	12,933	0
SPDR GOLD TR	GOLD SHS	78463V107	0	0	SH		SOLE		0	0	0
SPDR GOLD TR	GOLD SHS	78463V107	25,247	157,836	SH		OTR	1	0	157,836	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	714,725	1,803,358	SH		OTR	3	0	1,803,358	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	40,855	103,084	SH		OTR	1	0	103,084	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	6,276	15,836	SH		SOLE		15,836	0	0
SPIRIT AIRLS INC	COM	848577102	86	2,333	SH		SOLE		2,333	0	0
SPIRIT AIRLS INC	COM	848577102	214	5,800	SH		OTR	1	0	5,800	0
SPIRIT RLTY CAP INC NEW	NOTE 3.750% 5/1	84860WAB8	214	210,000	PRN		SOLE		210,000	0	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	30,081	26,214,000	PRN		OTR	1	0	26,214,000	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	2,238	1,950,000	PRN		SOLE		1,950,000	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	6,092	5,171,000	PRN		DFND	1	0	5,171,000	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	86	73,000	PRN		OTR	4	0	73,000	0
SPORTSMANS WHSE HLDGS INC	COM	84920Y106	297	17,200	SH		SOLE		17,200	0	0
SPORTSMANS WHSE HLDGS INC	COM	84920Y106	712	41,300	SH		OTR	1	0	41,300	0
SPS COMM INC	COM	78463M107	1,817	18,300	SH		OTR	1	0	18,300	0
SPS COMM INC	COM	78463M107	751	7,564	SH		SOLE		7,564	0	0
SPX CORP	COM	784635104	758	13,000	SH		OTR	1	0	13,000	0
SPX CORP	COM	784635104	315	5,400	SH		SOLE		5,400	0	0
SQUARE INC	CL A	852234103	309	1,363	SH		SOLE		1,363	0	0
SQUARE INC	CL A	852234103	347	1,530	SH		OTR	1	0	1,530	0
SQUARE INC	NOTE 0.375% 3/0	852234AB9	247	25,000	PRN		SOLE		25,000	0	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	9,740	3,338,000	PRN		DFND	1	0	3,338,000	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	146	50,000	PRN		OTR	4	0	50,000	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	2,136	731,000	PRN		SOLE		731,000	0	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	14,168	4,849,000	PRN		OTR	1	0	4,849,000	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	63	900	SH		SOLE		900	0	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	6,127	87,687	SH		OTR	1	0	87,687	0
STAAR SURGICAL CO	COM PAR $0.01	852312305	369	3,500	SH		OTR	1	0	3,500	0
STAAR SURGICAL CO	COM PAR $0.01	852312305	158	1,500	SH		SOLE		1,500	0	0
STAG INDL INC	COM	85254J102	84	2,500	SH		SOLE		2,500	0	0
STAG INDL INC	COM	85254J102	202	6,000	SH		OTR	1	0	6,000	0
STAMPS COM INC	COM NEW	852857200	738	3,700	SH		SOLE		3,700	0	0
STAMPS COM INC	COM NEW	852857200	1,756	8,800	SH		OTR	1	0	8,800	0
STANDARD MTR PRODS INC	COM	853666105	295	7,100	SH		SOLE		7,100	0	0
STANDARD MTR PRODS INC	COM	853666105	711	17,100	SH		OTR	1	0	17,100	0
STANDEX INTL CORP	COM	854231107	650	6,800	SH		OTR	1	0	6,800	0
STANDEX INTL CORP	COM	854231107	268	2,800	SH		SOLE		2,800	0	0
STANLEY BLACK & DECKER INC	COM	854502101	707	3,539	SH		SOLE		3,539	0	0
STANLEY BLACK & DECKER INC	COM	854502101	5,610	28,096	SH		OTR	1	0	28,096	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	41,239	346,400	SH		OTR	1	0	346,400	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	3,214	27,000	SH		SOLE		27,000	0	0
STARBUCKS CORP	COM	855244109	19,469	178,176	SH		OTR	1	0	178,176	0
STARBUCKS CORP	COM	855244109	2,839	25,979	SH		SOLE		25,979	0	0
STATE STR CORP	COM	857477103	894	10,639	SH		SOLE		10,639	0	0
STATE STR CORP	COM	857477103	14,965	178,130	SH		OTR	1	0	178,130	0
STEPAN CO	COM	858586100	1,513	11,900	SH		OTR	1	0	11,900	0
STEPAN CO	COM	858586100	623	4,900	SH		SOLE		4,900	0	0
STERLING CONSTR INC	COM	859241101	104	4,500	SH		SOLE		4,500	0	0
STERLING CONSTR INC	COM	859241101	251	10,800	SH		OTR	1	0	10,800	0
STEWART INFORMATION SVCS COR	COM	860372101	1,566	30,100	SH		OTR	1	0	30,100	0
STEWART INFORMATION SVCS COR	COM	860372101	651	12,518	SH		SOLE		12,518	0	0
STIFEL FINL CORP	COM	860630102	2,329	36,350	SH		OTR	1	0	36,350	0
STIFEL FINL CORP	COM	860630102	971	15,150	SH		SOLE		15,150	0	0
STITCH FIX INC	COM CL A	860897107	347	7,000	SH		OTR	1	0	7,000	0
STITCH FIX INC	COM CL A	860897107	144	2,900	SH		SOLE		2,900	0	0
STONEX GROUP INC	COM	861896108	510	7,800	SH		SOLE		7,800	0	0
STONEX GROUP INC	COM	861896108	1,229	18,800	SH		OTR	1	0	18,800	0
STORE CAP CORP	COM	862121100	393	11,742	SH		OTR	1	0	11,742	0
STORE CAP CORP	COM	862121100	0	0	SH		SOLE		0	0	0
STRYKER CORPORATION	COM	863667101	12,233	50,221	SH		OTR	1	0	50,221	0
STRYKER CORPORATION	COM	863667101	1,727	7,091	SH		SOLE		7,091	0	0
SUMMIT HOTEL PPTYS INC	NOTE 1.500% 2/1	866082AA8	1,129	1,020,000	PRN		SOLE		1,020,000	0	0
SUMMIT HOTEL PPTYS INC	NOTE 1.500% 2/1	866082AA8	15,474	13,980,000	PRN		OTR	1	0	13,980,000	0
SUN CMNTYS INC	COM	866674104	30	200	SH		SOLE		200	0	0
SUN CMNTYS INC	COM	866674104	607	4,045	SH		OTR	1	0	4,045	0
SUNCOKE ENERGY INC	COM	86722A103	1,052	150,000	SH		OTR	1	0	150,000	0
SUNCOKE ENERGY INC	COM	86722A103	437	62,400	SH		SOLE		62,400	0	0
SUNNOVA ENERGY INTL INC.	COM	86745K104	571	14,000	SH		SOLE		14,000	0	0
SUNNOVA ENERGY INTL INC.	COM	86745K104	1,376	33,700	SH		OTR	1	0	33,700	0
SUNPOWER CORP	COM	867652406	458	13,700	SH		OTR	1	0	13,700	0
SUNPOWER CORP	COM	867652406	191	5,700	SH		SOLE		5,700	0	0
SUNRUN INC	COM	86771W105	1,645	27,200	SH		OTR	1	0	27,200	0
SUNRUN INC	COM	86771W105	683	11,300	SH		SOLE		11,300	0	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	208	16,666	SH		OTR	1	0	16,666	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	86	6,866	SH		SOLE		6,866	0	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	725	27,700	SH		OTR	1	0	27,700	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	301	11,500	SH		SOLE		11,500	0	0
SURMODICS INC	COM	868873100	118	2,100	SH		SOLE		2,100	0	0
SURMODICS INC	COM	868873100	286	5,100	SH		OTR	1	0	5,100	0
SVB FINANCIAL GROUP	COM	78486Q101	11,501	23,298	SH		OTR	1	0	23,298	0
SVB FINANCIAL GROUP	COM	78486Q101	769	1,557	SH		SOLE		1,557	0	0
SVMK INC	COM	78489X103	95	5,200	SH		SOLE		5,200	0	0
SVMK INC	COM	78489X103	227	12,400	SH		OTR	1	0	12,400	0
SYKES ENTERPRISES INC	COM	871237103	1,750	39,700	SH		OTR	1	0	39,700	0
SYKES ENTERPRISES INC	COM	871237103	727	16,500	SH		SOLE		16,500	0	0
SYNAPTICS INC	NOTE 0.500% 6/1	87157DAD1	212	115,000	PRN		SOLE		115,000	0	0
SYNCHRONY FINANCIAL	COM	87165B103	7,102	174,661	SH		OTR	1	0	174,661	0
SYNCHRONY FINANCIAL	COM	87165B103	511	12,559	SH		SOLE		12,559	0	0
SYNEOS HEALTH INC	CL A	87166B102	76	1,000	SH		SOLE		1,000	0	0
SYNEOS HEALTH INC	CL A	87166B102	4,507	59,421	SH		OTR	1	0	59,421	0
SYNNEX CORP	COM	87162W100	184	1,600	SH		SOLE		1,600	0	0
SYNNEX CORP	COM	87162W100	5,818	50,662	SH		OTR	1	0	50,662	0
SYNOPSYS INC	COM	871607107	787	3,178	SH		SOLE		3,178	0	0
SYNOPSYS INC	COM	871607107	13,164	53,126	SH		OTR	1	0	53,126	0
SYNOVUS FINL CORP	COM NEW	87161C501	189	4,127	SH		SOLE		4,127	0	0
SYNOVUS FINL CORP	COM NEW	87161C501	7,428	162,355	SH		OTR	1	0	162,355	0
SYSCO CORP	COM	871829107	1,124	14,279	SH		SOLE		14,279	0	0
SYSCO CORP	COM	871829107	15,209	193,156	SH		OTR	1	0	193,156	0
SYSTEMAX INC	COM	871851101	251	6,100	SH		OTR	1	0	6,100	0
SYSTEMAX INC	COM	871851101	103	2,500	SH		SOLE		2,500	0	0
TABULA RASA HEALTHCARE INC	NOTE 1.750% 2/1	873379AA9	76	75,000	PRN		SOLE		75,000	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	36,851	311,554	SH		OTR	1	0	311,554	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	25,275	213,685	SH		SOLE		213,685	0	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	466	2,636	SH		SOLE		2,636	0	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	15,898	89,973	SH		OTR	1	0	89,973	0
TAL EDUCATION GROUP	SPONSORED ADS	874080104	474	8,800	SH		OTR	1	0	8,800	0
TAL EDUCATION GROUP	SPONSORED ADS	874080104	92	1,700	SH		SOLE		1,700	0	0
TALOS ENERGY INC	COM	87484T108	33,755	2,803,590	SH		OTR	1	0	2,803,590	0
TALOS ENERGY INC	COM	87484T108	7,267	603,577	SH		SOLE		603,577	0	0
TAPESTRY INC	COM	876030107	6,434	156,136	SH		OTR	1	0	156,136	0
TAPESTRY INC	COM	876030107	408	9,905	SH		SOLE		9,905	0	0
TARGA RES CORP	COM	87612G101	3	100	SH		SOLE		100	0	0
TARGA RES CORP	COM	87612G101	3,784	119,187	SH		OTR	1	0	119,187	0
TARGET CORP	COM	87612E106	21,992	111,032	SH		OTR	1	0	111,032	0
TARGET CORP	COM	87612E106	2,466	12,452	SH		SOLE		12,452	0	0
TEGNA INC	COM	87901J105	2,124	112,800	SH		OTR	1	0	112,800	0
TEGNA INC	COM	87901J105	883	46,900	SH		SOLE		46,900	0	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	147	43,000	PRN		OTR	4	0	43,000	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	89	26,000	PRN		SOLE		26,000	0	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	10,416	3,054,000	PRN		DFND	1	0	3,054,000	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	331	801	SH		SOLE		801	0	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	2,210	5,342	SH		OTR	1	0	5,342	0
TELEFLEX INCORPORATED	COM	879369106	8,649	20,819	SH		OTR	1	0	20,819	0
TELEFLEX INCORPORATED	COM	879369106	450	1,082	SH		SOLE		1,082	0	0
TENABLE HLDGS INC	COM	88025T102	326	9,000	SH		OTR	1	0	9,000	0
TENABLE HLDGS INC	COM	88025T102	134	3,700	SH		SOLE		3,700	0	0
TENET HEALTHCARE CORP	COM NEW	88033G407	3,495	67,212	SH		OTR	1	0	67,212	0
TENET HEALTHCARE CORP	COM NEW	88033G407	915	17,600	SH		SOLE		17,600	0	0
TENNANT CO	COM	880345103	595	7,442	SH		SOLE		7,442	0	0
TENNANT CO	COM	880345103	1,423	17,818	SH		OTR	1	0	17,818	0
TENNECO INC	CL A VTG COM STK	880349105	609	56,800	SH		OTR	1	0	56,800	0
TENNECO INC	CL A VTG COM STK	880349105	253	23,600	SH		SOLE		23,600	0	0
TERADATA CORP DEL	COM	88076W103	40	1,050	SH		SOLE		1,050	0	0
TERADATA CORP DEL	COM	88076W103	3,868	100,375	SH		OTR	1	0	100,375	0
TERADYNE INC	COM	880770102	2,927	24,054	SH		OTR	1	0	24,054	0
TERADYNE INC	COM	880770102	395	3,248	SH		SOLE		3,248	0	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	558	145,000	PRN		SOLE		145,000	0	0
TEREX CORP NEW	COM	880779103	161	3,500	SH		SOLE		3,500	0	0
TEREX CORP NEW	COM	880779103	382	8,300	SH		OTR	1	0	8,300	0
TERMINIX GLOBAL HOLDINGS INC	COM	88087E100	1,764	37,000	SH		OTR	1	0	37,000	0
TERMINIX GLOBAL HOLDINGS INC	COM	88087E100	0	0	SH		SOLE		0	0	0
TERRENO RLTY CORP	COM	88146M101	202	3,500	SH		SOLE		3,500	0	0
TERRENO RLTY CORP	COM	88146M101	491	8,500	SH		OTR	1	0	8,500	0
TESLA INC	COM	88160R101	11,611	17,383	SH		SOLE		17,383	0	0
TESLA INC	COM	88160R101	104,762	156,846	SH		OTR	1	0	156,846	0
TESLA INC	NOTE 2.000% 5/1	88160RAG6	1,515	141,000	PRN		SOLE		141,000	0	0
TETRA TECH INC NEW	COM	88162G103	679	5,000	SH		OTR	1	0	5,000	0
TETRA TECH INC NEW	COM	88162G103	285	2,100	SH		SOLE		2,100	0	0
TEXAS INSTRS INC	COM	882508104	3,739	19,783	SH		SOLE		19,783	0	0
TEXAS INSTRS INC	COM	882508104	26,200	138,633	SH		OTR	1	0	138,633	0
TEXAS ROADHOUSE INC	COM	882681109	1,852	19,300	SH		OTR	1	0	19,300	0
TEXAS ROADHOUSE INC	COM	882681109	768	8,000	SH		SOLE		8,000	0	0
TEXTRON INC	COM	883203101	5,590	99,681	SH		OTR	1	0	99,681	0
TEXTRON INC	COM	883203101	308	5,487	SH		SOLE		5,487	0	0
TG THERAPEUTICS INC	COM	88322Q108	569	11,800	SH		SOLE		11,800	0	0
TG THERAPEUTICS INC	COM	88322Q108	1,369	28,400	SH		OTR	1	0	28,400	0
THE AARONS COMPANY INC	COM	00258W108	342	13,300	SH		OTR	1	0	13,300	0
THE AARONS COMPANY INC	COM	00258W108	141	5,500	SH		SOLE		5,500	0	0
THE ODP CORP	COM	88337F105	749	17,302	SH		SOLE		17,302	0	0
THE ODP CORP	COM	88337F105	1,802	41,633	SH		OTR	1	0	41,633	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	4,074	8,926	SH		SOLE		8,926	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	29,252	64,095	SH		OTR	1	0	64,095	0
TIMKEN CO	COM	887389104	567	6,985	SH		OTR	1	0	6,985	0
TIMKEN CO	COM	887389104	12	143	SH		SOLE		143	0	0
TJX COS INC NEW	COM	872540109	1,718	25,978	SH		SOLE		25,978	0	0
TJX COS INC NEW	COM	872540109	16,143	244,033	SH		OTR	1	0	244,033	0
T-MOBILE US INC	COM	872590104	12,874	102,751	SH		OTR	1	0	102,751	0
T-MOBILE US INC	COM	872590104	1,533	12,233	SH		SOLE		12,233	0	0
TOPBUILD CORP	COM	89055F103	195	933	SH		OTR	1	0	933	0
TOPBUILD CORP	COM	89055F103	84	400	SH		SOLE		400	0	0
TORO CO	COM	891092108	0	0	SH		SOLE		0	0	0
TORO CO	COM	891092108	501	4,853	SH		OTR	1	0	4,853	0
TRACTOR SUPPLY CO	COM	892356106	478	2,698	SH		SOLE		2,698	0	0
TRACTOR SUPPLY CO	COM	892356106	6,001	33,889	SH		OTR	1	0	33,889	0
TRANSDIGM GROUP INC	COM	893641100	667	1,134	SH		SOLE		1,134	0	0
TRANSDIGM GROUP INC	COM	893641100	6,034	10,263	SH		OTR	1	0	10,263	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	102	135,000	PRN		SOLE		135,000	0	0
TRAVEL PLUS LEISURE CO	COM	894164102	9,144	149,510	SH		OTR	1	0	149,510	0
TRAVEL PLUS LEISURE CO	COM	894164102	0	0	SH		SOLE		0	0	0
TRAVELERS COMPANIES INC	COM	89417E109	792	5,263	SH		SOLE		5,263	0	0
TRAVELERS COMPANIES INC	COM	89417E109	6,041	40,168	SH		OTR	1	0	40,168	0
TRAVERE THERAPEUTICS INC	COM	89422G107	308	12,327	SH		SOLE		12,327	0	0
TRAVERE THERAPEUTICS INC	COM	89422G107	739	29,600	SH		OTR	1	0	29,600	0
TRI POINTE HOMES INC	COM	87265H109	772	37,900	SH		OTR	1	0	37,900	0
TRI POINTE HOMES INC	COM	87265H109	322	15,800	SH		SOLE		15,800	0	0
TRIBUNE PUBG CO NEW	COM	89609W107	281	15,600	SH		OTR	1	0	15,600	0
TRIBUNE PUBG CO NEW	COM	89609W107	117	6,500	SH		SOLE		6,500	0	0
TRIMBLE INC	COM	896239100	439	5,640	SH		SOLE		5,640	0	0
TRIMBLE INC	COM	896239100	2,817	36,215	SH		OTR	1	0	36,215	0
TRINET GROUP INC	COM	896288107	452	5,800	SH		SOLE		5,800	0	0
TRINET GROUP INC	COM	896288107	1,084	13,900	SH		OTR	1	0	13,900	0
TRIP COM GROUP LTD	ADS	89677Q107	444	11,200	SH		OTR	1	0	11,200	0
TRIP COM GROUP LTD	ADS	89677Q107	59	1,500	SH		SOLE		1,500	0	0
TRIPLE-S MGMT CORP	CL B	896749108	263	10,100	SH		SOLE		10,100	0	0
TRIPLE-S MGMT CORP	CL B	896749108	630	24,200	SH		OTR	1	0	24,200	0
TRUEBLUE INC	COM	89785X101	537	24,400	SH		SOLE		24,400	0	0
TRUEBLUE INC	COM	89785X101	1,290	58,600	SH		OTR	1	0	58,600	0
TRUIST FINL CORP	COM	89832Q109	1,712	29,347	SH		SOLE		29,347	0	0
TRUIST FINL CORP	COM	89832Q109	11,911	204,241	SH		OTR	1	0	204,241	0
TRUSTCO BK CORP N Y	COM	898349105	74	10,066	SH		OTR	1	0	10,066	0
TRUSTCO BK CORP N Y	COM	898349105	30	4,133	SH		SOLE		4,133	0	0
TTEC HLDGS INC	COM	89854H102	653	6,500	SH		OTR	1	0	6,500	0
TTEC HLDGS INC	COM	89854H102	271	2,700	SH		SOLE		2,700	0	0
TUPPERWARE BRANDS CORP	COM	899896104	190	7,200	SH		SOLE		7,200	0	0
TUPPERWARE BRANDS CORP	COM	899896104	454	17,200	SH		OTR	1	0	17,200	0
TURNING POINT THERAPEUTICS I	COM	90041T108	1,003	10,600	SH		OTR	1	0	10,600	0
TURNING POINT THERAPEUTICS I	COM	90041T108	416	4,400	SH		SOLE		4,400	0	0
TURNING PT BRANDS INC	COM	90041L105	355	6,802	SH		OTR	1	0	6,802	0
TURNING PT BRANDS INC	COM	90041L105	0	0	SH		SOLE		0	0	0
TUTOR PERINI CORP	COM	901109108	406	21,400	SH		OTR	1	0	21,400	0
TUTOR PERINI CORP	COM	901109108	169	8,900	SH		SOLE		8,900	0	0
TWILIO INC	CL A	90138F102	5,799	17,018	SH		OTR	1	0	17,018	0
TWILIO INC	CL A	90138F102	159	466	SH		SOLE		466	0	0
TWILIO INC	NOTE 0.250% 6/0	90138FAB8	32,118	6,687,000	PRN		OTR	1	0	6,687,000	0
TWILIO INC	NOTE 0.250% 6/0	90138FAB8	3,040	633,000	PRN		SOLE		633,000	0	0
TWIST BIOSCIENCE CORP	COM	90184D100	458	3,700	SH		SOLE		3,700	0	0
TWIST BIOSCIENCE CORP	COM	90184D100	1,090	8,800	SH		OTR	1	0	8,800	0
TWITTER INC	COM	90184L102	1,115	17,526	SH		SOLE		17,526	0	0
TWITTER INC	COM	90184L102	9,246	145,311	SH		OTR	1	0	145,311	0
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	366	275,000	PRN		SOLE		275,000	0	0
TWITTER INC	NOTE 1.000% 9/1	90184LAD4	265	255,000	PRN		SOLE		255,000	0	0
TYLER TECHNOLOGIES INC	COM	902252105	368	866	SH		SOLE		866	0	0
TYLER TECHNOLOGIES INC	COM	902252105	2,486	5,855	SH		OTR	1	0	5,855	0
TYSON FOODS INC	CL A	902494103	721	9,700	SH		SOLE		9,700	0	0
TYSON FOODS INC	CL A	902494103	11,181	150,488	SH		OTR	1	0	150,488	0
UBER TECHNOLOGIES INC	COM	90353T100	603	11,059	SH		OTR	1	0	11,059	0
UBER TECHNOLOGIES INC	COM	90353T100	136	2,500	SH		SOLE		2,500	0	0
UDR INC	COM	902653104	329	7,507	SH		SOLE		7,507	0	0
UDR INC	COM	902653104	2,271	51,779	SH		OTR	1	0	51,779	0
UFP INDUSTRIES INC	COM	90278Q108	1,138	15,000	SH		SOLE		15,000	0	0
UFP INDUSTRIES INC	COM	90278Q108	2,738	36,100	SH		OTR	1	0	36,100	0
ULTA BEAUTY INC	COM	90384S303	2,514	8,130	SH		OTR	1	0	8,130	0
ULTA BEAUTY INC	COM	90384S303	391	1,264	SH		SOLE		1,264	0	0
ULTRA CLEAN HLDGS INC	COM	90385V107	1,948	33,567	SH		OTR	1	0	33,567	0
ULTRA CLEAN HLDGS INC	COM	90385V107	813	14,000	SH		SOLE		14,000	0	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	694	6,091	SH		SOLE		6,091	0	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	1,667	14,644	SH		OTR	1	0	14,644	0
ULTRALIFE CORP	COM	903899102	24	2,900	SH		SOLE		2,900	0	0
ULTRALIFE CORP	COM	903899102	60	7,200	SH		OTR	1	0	7,200	0
UMB FINL CORP	COM	902788108	1,514	16,400	SH		OTR	1	0	16,400	0
UMB FINL CORP	COM	902788108	628	6,800	SH		SOLE		6,800	0	0
UMPQUA HLDGS CORP	COM	904214103	123	7,000	SH		SOLE		7,000	0	0
UMPQUA HLDGS CORP	COM	904214103	4,677	266,498	SH		OTR	1	0	266,498	0
UNDER ARMOUR INC	CL A	904311107	603	27,217	SH		OTR	1	0	27,217	0
UNDER ARMOUR INC	CL A	904311107	79	3,563	SH		SOLE		3,563	0	0
UNDER ARMOUR INC	CL C	904311206	68	3,681	SH		SOLE		3,681	0	0
UNDER ARMOUR INC	CL C	904311206	519	28,118	SH		OTR	1	0	28,118	0
UNION PAC CORP	COM	907818108	3,472	15,752	SH		SOLE		15,752	0	0
UNION PAC CORP	COM	907818108	22,513	102,143	SH		OTR	1	0	102,143	0
UNITED AIRLS HLDGS INC	COM	910047109	346	6,015	SH		SOLE		6,015	0	0
UNITED AIRLS HLDGS INC	COM	910047109	2,644	45,955	SH		OTR	1	0	45,955	0
UNITED BANKSHARES INC WEST V	COM	909907107	320	8,300	SH		OTR	1	0	8,300	0
UNITED BANKSHARES INC WEST V	COM	909907107	135	3,500	SH		SOLE		3,500	0	0
UNITED CMNTY BKS BLAIRSVLE G	COM	90984P303	563	16,500	SH		OTR	1	0	16,500	0
UNITED CMNTY BKS BLAIRSVLE G	COM	90984P303	235	6,900	SH		SOLE		6,900	0	0
UNITED NAT FOODS INC	COM	911163103	161	4,900	SH		OTR	1	0	4,900	0
UNITED NAT FOODS INC	COM	911163103	69	2,100	SH		SOLE		2,100	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	2,811	16,538	SH		SOLE		16,538	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	19,851	116,777	SH		OTR	1	0	116,777	0
UNITED RENTALS INC	COM	911363109	515	1,564	SH		SOLE		1,564	0	0
UNITED RENTALS INC	COM	911363109	10,493	31,863	SH		OTR	1	0	31,863	0
UNITED STATES STL CORP NEW	COM	912909108	1,146	43,800	SH		OTR	1	0	43,800	0
UNITED STATES STL CORP NEW	COM	912909108	476	18,200	SH		SOLE		18,200	0	0
UNITED STATES STL CORP NEW	NOTE 5.000%11/0	912909AT5	118	54,000	PRN		SOLE		54,000	0	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	10	61	SH		SOLE		61	0	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	8,453	50,534	SH		OTR	1	0	50,534	0
UNITEDHEALTH GROUP INC	COM	91324P102	7,611	20,455	SH		SOLE		20,455	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	65,028	174,773	SH		OTR	1	0	174,773	0
UNIVERSAL CORP VA	COM	913456109	560	9,500	SH		OTR	1	0	9,500	0
UNIVERSAL CORP VA	COM	913456109	234	3,967	SH		SOLE		3,967	0	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	10,551	79,096	SH		OTR	1	0	79,096	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	275	2,061	SH		SOLE		2,061	0	0
UNIVERSAL INS HLDGS INC	COM	91359V107	250	17,400	SH		OTR	1	0	17,400	0
UNIVERSAL INS HLDGS INC	COM	91359V107	103	7,200	SH		SOLE		7,200	0	0
UNIVEST FINANCIAL CORPORATIO	COM	915271100	91	3,200	SH		SOLE		3,200	0	0
UNIVEST FINANCIAL CORPORATIO	COM	915271100	223	7,800	SH		OTR	1	0	7,800	0
UNUM GROUP	COM	91529Y106	10,553	379,185	SH		OTR	1	0	379,185	0
UNUM GROUP	COM	91529Y106	298	10,692	SH		SOLE		10,692	0	0
UPWORK INC	COM	91688F104	721	16,102	SH		SOLE		16,102	0	0
UPWORK INC	COM	91688F104	1,734	38,736	SH		OTR	1	0	38,736	0
URBAN EDGE PPTYS	COM	91704F104	65	3,933	SH		SOLE		3,933	0	0
URBAN EDGE PPTYS	COM	91704F104	161	9,733	SH		OTR	1	0	9,733	0
URBAN OUTFITTERS INC	COM	917047102	409	11,000	SH		OTR	1	0	11,000	0
URBAN OUTFITTERS INC	COM	917047102	171	4,600	SH		SOLE		4,600	0	0
US BANCORP DEL	COM NEW	902973304	11,511	208,126	SH		OTR	1	0	208,126	0
US BANCORP DEL	COM NEW	902973304	1,605	29,019	SH		SOLE		29,019	0	0
USANA HEALTH SCIENCES INC	COM	90328M107	595	6,100	SH		SOLE		6,100	0	0
USANA HEALTH SCIENCES INC	COM	90328M107	1,425	14,600	SH		OTR	1	0	14,600	0
V F CORP	COM	918204108	3,704	46,349	SH		OTR	1	0	46,349	0
V F CORP	COM	918204108	557	6,968	SH		SOLE		6,968	0	0
VALERO ENERGY CORP	COM	91913Y100	5,630	78,631	SH		OTR	1	0	78,631	0
VALERO ENERGY CORP	COM	91913Y100	727	10,154	SH		SOLE		10,154	0	0
VALLEY NATL BANCORP	COM	919794107	166	12,100	SH		SOLE		12,100	0	0
VALLEY NATL BANCORP	COM	919794107	398	29,000	SH		OTR	1	0	29,000	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	0	0	SH		SOLE		0	0	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	885,686	2,762,653	SH		OTR	3	0	2,762,653	0
VANGUARD INDEX FDS	VALUE ETF	922908744	0	0	SH		SOLE		0	0	0
VANGUARD INDEX FDS	VALUE ETF	922908744	4,833	36,762	SH		OTR	1	0	36,762	0
VARIAN MED SYS INC	COM	92220P105	2,339	13,252	SH		OTR	1	0	13,252	0
VARIAN MED SYS INC	COM	92220P105	342	1,935	SH		SOLE		1,935	0	0
VARONIS SYS INC	COM	922280102	323	6,300	SH		OTR	1	0	6,300	0
VARONIS SYS INC	COM	922280102	139	2,700	SH		SOLE		2,700	0	0
VECTOR GROUP LTD	COM	92240M108	702	50,300	SH		SOLE		50,300	0	0
VECTOR GROUP LTD	COM	92240M108	1,688	121,000	SH		OTR	1	0	121,000	0
VECTRUS INC	COM	92242T101	144	2,700	SH		OTR	1	0	2,700	0
VECTRUS INC	COM	92242T101	59	1,100	SH		SOLE		1,100	0	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	93	95,000	PRN		SOLE		95,000	0	0
VEEVA SYS INC	CL A COM	922475108	2,395	9,169	SH		OTR	1	0	9,169	0
VEEVA SYS INC	CL A COM	922475108	140	535	SH		SOLE		535	0	0
VENTAS INC	COM	92276F100	3,995	74,888	SH		OTR	1	0	74,888	0
VENTAS INC	COM	92276F100	436	8,177	SH		SOLE		8,177	0	0
VERACYTE INC	COM	92337F107	1,011	18,800	SH		OTR	1	0	18,800	0
VERACYTE INC	COM	92337F107	419	7,800	SH		SOLE		7,800	0	0
VERINT SYS INC	COM	92343X100	372	8,175	SH		SOLE		8,175	0	0
VERINT SYS INC	COM	92343X100	898	19,745	SH		OTR	1	0	19,745	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	79	70,000	PRN		OTR	4	0	70,000	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	5,539	4,918,000	PRN		DFND	1	0	4,918,000	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	33	29,000	PRN		SOLE		29,000	0	0
VERISIGN INC	COM	92343E102	2,854	14,361	SH		OTR	1	0	14,361	0
VERISIGN INC	COM	92343E102	452	2,276	SH		SOLE		2,276	0	0
VERISK ANALYTICS INC	COM	92345Y106	596	3,375	SH		SOLE		3,375	0	0
VERISK ANALYTICS INC	COM	92345Y106	4,151	23,491	SH		OTR	1	0	23,491	0
VERITIV CORP	COM	923454102	489	11,500	SH		OTR	1	0	11,500	0
VERITIV CORP	COM	923454102	204	4,800	SH		SOLE		4,800	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	38,121	655,555	SH		OTR	1	0	655,555	0
VERIZON COMMUNICATIONS INC	COM	92343V104	5,242	90,145	SH		SOLE		90,145	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	9,570	44,534	SH		OTR	1	0	44,534	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	1,267	5,895	SH		SOLE		5,895	0	0
VERTIV HOLDINGS CO	COM CL A	92537N108	200	10,000	SH		SOLE		10,000	0	0
VERTIV HOLDINGS CO	COM CL A	92537N108	2,277	113,854	SH		OTR	1	0	113,854	0
VIACOMCBS INC	CL B	92556H206	585	12,974	SH		SOLE		12,974	0	0
VIACOMCBS INC	CL B	92556H206	3,976	88,164	SH		OTR	1	0	88,164	0
VIATRIS INC	COM	92556V106	2,509	179,582	SH		OTR	1	0	179,582	0
VIATRIS INC	COM	92556V106	368	26,364	SH		SOLE		26,364	0	0
VIAVI SOLUTIONS INC	COM	925550105	382	24,300	SH		OTR	1	0	24,300	0
VIAVI SOLUTIONS INC	COM	925550105	159	10,100	SH		SOLE		10,100	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	31,992	24,248,000	PRN		OTR	1	0	24,248,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	58	44,000	PRN		OTR	4	0	44,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	4,257	3,236,000	PRN		DFND	1	0	3,236,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	2,181	1,653,000	PRN		SOLE		1,653,000	0	0
VICI PPTYS INC	COM	925652109	40	1,400	SH		SOLE		1,400	0	0
VICI PPTYS INC	COM	925652109	722	25,555	SH		OTR	1	0	25,555	0
VIEMED HEALTHCARE INC	COM	92663R105	62	6,133	SH		SOLE		6,133	0	0
VIEMED HEALTHCARE INC	COM	92663R105	140	13,800	SH		OTR	1	0	13,800	0
VIPSHOP HOLDINGS LIMITED	SPONSORED ADS A	92763W103	654	21,900	SH		OTR	1	0	21,900	0
VIPSHOP HOLDINGS LIMITED	SPONSORED ADS A	92763W103	66	2,200	SH		SOLE		2,200	0	0
VIR BIOTECHNOLOGY INC	COM	92764N102	902	17,600	SH		OTR	1	0	17,600	0
VIR BIOTECHNOLOGY INC	COM	92764N102	374	7,300	SH		SOLE		7,300	0	0
VIRTU FINL INC	CL A	928254101	2,648	85,292	SH		OTR	1	0	85,292	0
VIRTU FINL INC	CL A	928254101	0	0	SH		SOLE		0	0	0
VISA INC	COM CL A	92826C839	8,012	37,840	SH		SOLE		37,840	0	0
VISA INC	COM CL A	92826C839	73,586	347,545	SH		OTR	1	0	347,545	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	898	37,300	SH		SOLE		37,300	0	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	2,158	89,600	SH		OTR	1	0	89,600	0
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	147	135,000	PRN		SOLE		135,000	0	0
VISHAY PRECISION GROUP INC	COM	92835K103	702	22,800	SH		OTR	1	0	22,800	0
VISHAY PRECISION GROUP INC	COM	92835K103	293	9,500	SH		SOLE		9,500	0	0
VISTEON CORP	COM NEW	92839U206	667	5,466	SH		OTR	1	0	5,466	0
VISTEON CORP	COM NEW	92839U206	276	2,266	SH		SOLE		2,266	0	0
VISTRA CORP	COM	92840M102	5,835	330,028	SH		OTR	1	0	330,028	0
VISTRA CORP	COM	92840M102	131	11,594	SH		SOLE		11,594	0	0
VISTRA CORP	COM	92840M102	320	13,918	SH		OTR	2	0	13,918	0
VOCERA COMMUNICATIONS INC	NOTE 1.500% 5/1	92857FAB3	41	30,000	PRN		SOLE		30,000	0	0
VONAGE HLDGS CORP	NOTE 1.750% 6/0	92886TAJ1	885	840,000	PRN		SOLE		840,000	0	0
VONAGE HLDGS CORP	NOTE 1.750% 6/0	92886TAJ1	13,949	13,239,000	PRN		OTR	1	0	13,239,000	0
VONTIER CORPORATION	COM	928881101	0	0	SH		SOLE		0	0	0
VONTIER CORPORATION	COM	928881101	4,695	155,104	SH		OTR	1	0	155,104	0
VORNADO RLTY TR	SH BEN INT	929042109	1,028	22,642	SH		OTR	1	0	22,642	0
VORNADO RLTY TR	SH BEN INT	929042109	135	2,964	SH		SOLE		2,964	0	0
VOXX INTL CORP	CL A	91829F104	248	13,000	SH		OTR	1	0	13,000	0
VOXX INTL CORP	CL A	91829F104	103	5,400	SH		SOLE		5,400	0	0
VOYA PRIME RATE TR	SH BEN INT	92913A100	261	56,194	SH		SOLE		56,194	0	0
VULCAN MATLS CO	COM	929160109	490	2,904	SH		SOLE		2,904	0	0
VULCAN MATLS CO	COM	929160109	3,228	19,126	SH		OTR	1	0	19,126	0
WABTEC	COM	929740108	2,679	33,840	SH		OTR	1	0	33,840	0
WABTEC	COM	929740108	305	3,847	SH		SOLE		3,847	0	0
WADDELL & REED FINL INC	CL A	930059100	363	14,500	SH		OTR	1	0	14,500	0
WADDELL & REED FINL INC	CL A	930059100	150	6,000	SH		SOLE		6,000	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	8,450	153,917	SH		OTR	1	0	153,917	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	859	15,646	SH		SOLE		15,646	0	0
WALMART INC	COM	931142103	4,489	33,046	SH		SOLE		33,046	0	0
WALMART INC	COM	931142103	36,737	270,463	SH		OTR	1	0	270,463	0
WASTE MGMT INC DEL	COM	94106L109	7,871	61,009	SH		OTR	1	0	61,009	0
WASTE MGMT INC DEL	COM	94106L109	1,052	8,153	SH		SOLE		8,153	0	0
WATERS CORP	COM	941848103	7,725	27,183	SH		OTR	1	0	27,183	0
WATERS CORP	COM	941848103	453	1,593	SH		SOLE		1,593	0	0
WATERSTONE FINL INC MD	COM	94188P101	245	12,000	SH		OTR	1	0	12,000	0
WATERSTONE FINL INC MD	COM	94188P101	102	5,000	SH		SOLE		5,000	0	0
WAYFAIR INC	CL A	94419L101	63	200	SH		SOLE		200	0	0
WAYFAIR INC	CL A	94419L101	4,048	12,862	SH		OTR	1	0	12,862	0
WAYFAIR INC	NOTE 1.000% 8/1	94419LAF8	566	255,000	PRN		SOLE		255,000	0	0
WEC ENERGY GROUP INC	COM	92939U106	4,262	45,541	SH		OTR	1	0	45,541	0
WEC ENERGY GROUP INC	COM	92939U106	604	6,458	SH		SOLE		6,458	0	0
WEINGARTEN RLTY INVS	SH BEN INT	948741103	0	0	SH		SOLE		0	0	0
WEINGARTEN RLTY INVS	SH BEN INT	948741103	349	12,980	SH		OTR	1	0	12,980	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	7,514	1,498,000	PRN		SOLE		1,498,000	0	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	105,553	21,042,000	PRN		OTR	1	0	21,042,000	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	236	47,000	PRN		OTR	4	0	47,000	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	16,222	3,237,000	PRN		DFND	1	0	3,237,000	0
WELLS FARGO CO NEW	COM	949746101	25,542	653,751	SH		OTR	1	0	653,751	0
WELLS FARGO CO NEW	COM	949746101	3,470	88,820	SH		SOLE		88,820	0	0
WELLTOWER INC	COM	95040Q104	6,432	89,796	SH		OTR	1	0	89,796	0
WELLTOWER INC	COM	95040Q104	651	9,084	SH		SOLE		9,084	0	0
WESBANCO INC	COM	950810101	1,377	38,200	SH		OTR	1	0	38,200	0
WESBANCO INC	COM	950810101	574	15,925	SH		SOLE		15,925	0	0
WESCO INTL INC	COM	95082P105	260	3,000	SH		OTR	1	0	3,000	0
WESCO INTL INC	COM	95082P105	104	1,200	SH		SOLE		1,200	0	0
WEST BANCORPORATION INC	CAP STK	95123P106	188	7,800	SH		OTR	1	0	7,800	0
WEST BANCORPORATION INC	CAP STK	95123P106	77	3,200	SH		SOLE		3,200	0	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	3,013	10,693	SH		OTR	1	0	10,693	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	451	1,600	SH		SOLE		1,600	0	0
WESTERN ASSET EMERGING MKTS	COM	95766A101	175	13,258	SH		SOLE		13,258	0	0
WESTERN ASSET HIGH INCOME OP	COM	95766K109	1,227	241,565	SH		SOLE		241,565	0	0
WESTERN DIGITAL CORP.	COM	958102105	466	6,981	SH		SOLE		6,981	0	0
WESTERN DIGITAL CORP.	COM	958102105	3,022	45,268	SH		OTR	1	0	45,268	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	4,756	4,634,000	PRN		OTR	1	0	4,634,000	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	1,014	988,000	PRN		SOLE		988,000	0	0
WESTERN NEW ENG BANCORP INC	COM	958892101	73	8,700	SH		OTR	1	0	8,700	0
WESTERN NEW ENG BANCORP INC	COM	958892101	30	3,600	SH		SOLE		3,600	0	0
WESTERN UN CO	COM	959802109	2,832	114,823	SH		OTR	1	0	114,823	0
WESTERN UN CO	COM	959802109	268	10,862	SH		SOLE		10,862	0	0
WESTROCK CO	COM	96145D105	311	5,978	SH		SOLE		5,978	0	0
WESTROCK CO	COM	96145D105	1,979	38,025	SH		OTR	1	0	38,025	0
WEYERHAEUSER CO MTN BE	COM NEW	962166104	592	16,625	SH		SOLE		16,625	0	0
WEYERHAEUSER CO MTN BE	COM NEW	962166104	7,487	210,304	SH		OTR	1	0	210,304	0
WHIRLPOOL CORP	COM	963320106	305	1,385	SH		SOLE		1,385	0	0
WHIRLPOOL CORP	COM	963320106	1,996	9,058	SH		OTR	1	0	9,058	0
WHITING PETE CORP NEW	COM NEW	966387508	18,599	524,664	SH		OTR	1	0	524,664	0
WHITING PETE CORP NEW	COM NEW	966387508	3,393	95,701	SH		SOLE		95,701	0	0
WIDEOPENWEST INC	COM	96758W101	806	59,300	SH		OTR	1	0	59,300	0
WIDEOPENWEST INC	COM	96758W101	336	24,700	SH		SOLE		24,700	0	0
WILLIAMS COS INC	COM	969457100	4,870	205,579	SH		OTR	1	0	205,579	0
WILLIAMS COS INC	COM	969457100	624	26,327	SH		SOLE		26,327	0	0
WILLIAMS SONOMA INC	COM	969904101	7,789	43,466	SH		OTR	1	0	43,466	0
WILLIAMS SONOMA INC	COM	969904101	0	0	SH		SOLE		0	0	0
WILLSCOT MOBIL MINI HLDNG CO	COM CL A	971378104	250	9,000	SH		OTR	1	0	9,000	0
WILLSCOT MOBIL MINI HLDNG CO	COM CL A	971378104	103	3,700	SH		SOLE		3,700	0	0
WINNEBAGO INDS INC	NOTE 1.500% 4/0	974637AB6	104	75,000	PRN		SOLE		75,000	0	0
WIX COM LTD	NOTE 7/0	92940WAB5	2,061	1,020,000	PRN		SOLE		1,020,000	0	0
WIX COM LTD	NOTE 7/0	92940WAB5	38,356	18,982,000	PRN		OTR	1	0	18,982,000	0
WORKDAY INC	CL A	98138H101	2,694	10,845	SH		OTR	1	0	10,845	0
WORKDAY INC	CL A	98138H101	135	544	SH		SOLE		544	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	31,999	18,536,000	PRN		OTR	1	0	18,536,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	126	73,000	PRN		OTR	4	0	73,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	2,650	1,535,000	PRN		SOLE		1,535,000	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	8,891	5,165,000	PRN		DFND	1	0	5,165,000	0
WORKHORSE GROUP INC	COM NEW	98138J206	108	7,824	SH		SOLE		7,824	0	0
WORKHORSE GROUP INC	COM NEW	98138J206	260	18,865	SH		OTR	1	0	18,865	0
WORKIVA INC	COM CL A	98139A105	150	1,700	SH		SOLE		1,700	0	0
WORKIVA INC	COM CL A	98139A105	371	4,200	SH		OTR	1	0	4,200	0
WORKIVA INC	NOTE 1.125% 8/1	98139AAB1	106	80,000	PRN		SOLE		80,000	0	0
WORLD FUEL SVCS CORP	COM	981475106	669	19,000	SH		SOLE		19,000	0	0
WORLD FUEL SVCS CORP	COM	981475106	1,609	45,700	SH		OTR	1	0	45,700	0
WORLD WRESTLING ENTMT INC	CL A	98156Q108	1,544	28,463	SH		OTR	1	0	28,463	0
WORLD WRESTLING ENTMT INC	CL A	98156Q108	0	0	SH		SOLE		0	0	0
WP CAREY INC	COM	92936U109	304	4,299	SH		OTR	1	0	4,299	0
WP CAREY INC	COM	92936U109	42	600	SH		SOLE		600	0	0
WRAP TECHNOLOGIES INC	COM	98212N107	20	3,600	SH		SOLE		3,600	0	0
WRAP TECHNOLOGIES INC	COM	98212N107	49	8,733	SH		OTR	1	0	8,733	0
WYNN RESORTS LTD	COM	983134107	1,903	15,181	SH		OTR	1	0	15,181	0
WYNN RESORTS LTD	COM	983134107	299	2,388	SH		SOLE		2,388	0	0
XCEL ENERGY INC	COM	98389B100	769	11,557	SH		SOLE		11,557	0	0
XCEL ENERGY INC	COM	98389B100	5,227	78,589	SH		OTR	1	0	78,589	0
XENCOR INC	COM	98401F105	906	21,031	SH		OTR	1	0	21,031	0
XENCOR INC	COM	98401F105	375	8,706	SH		SOLE		8,706	0	0
XENIA HOTELS & RESORTS INC	COM	984017103	62	3,200	SH		SOLE		3,200	0	0
XENIA HOTELS & RESORTS INC	COM	984017103	151	7,733	SH		OTR	1	0	7,733	0
XEROX HOLDINGS CORP	COM NEW	98421M106	53	2,188	SH		SOLE		2,188	0	0
XEROX HOLDINGS CORP	COM NEW	98421M106	8,360	344,459	SH		OTR	1	0	344,459	0
XILINX INC	COM	983919101	649	5,242	SH		SOLE		5,242	0	0
XILINX INC	COM	983919101	8,019	64,719	SH		OTR	1	0	64,719	0
XPO LOGISTICS INC	COM	983793100	37	300	SH		SOLE		300	0	0
XPO LOGISTICS INC	COM	983793100	3,846	31,192	SH		OTR	1	0	31,192	0
XYLEM INC	COM	98419M100	411	3,907	SH		SOLE		3,907	0	0
XYLEM INC	COM	98419M100	2,737	26,025	SH		OTR	1	0	26,025	0
YELP INC	CL A	985817105	846	21,700	SH		SOLE		21,700	0	0
YELP INC	CL A	985817105	2,036	52,200	SH		OTR	1	0	52,200	0
YETI HLDGS INC	COM	98585X104	375	5,200	SH		SOLE		5,200	0	0
YETI HLDGS INC	COM	98585X104	910	12,600	SH		OTR	1	0	12,600	0
YORK WTR CO	COM	987184108	215	4,400	SH		OTR	1	0	4,400	0
YORK WTR CO	COM	987184108	88	1,800	SH		SOLE		1,800	0	0
YUM BRANDS INC	COM	988498101	9,317	86,128	SH		OTR	1	0	86,128	0
YUM BRANDS INC	COM	988498101	700	6,468	SH		SOLE		6,468	0	0
YUM CHINA HLDGS INC	COM	98850P109	77	1,300	SH		SOLE		1,300	0	0
YUM CHINA HLDGS INC	COM	98850P109	1,566	26,455	SH		OTR	1	0	26,455	0
ZEBRA TECHNOLOGIES CORPORATI	CL A	989207105	5,276	10,874	SH		OTR	1	0	10,874	0
ZEBRA TECHNOLOGIES CORPORATI	CL A	989207105	588	1,211	SH		SOLE		1,211	0	0
ZENDESK INC	COM	98936J101	1,863	14,046	SH		OTR	1	0	14,046	0
ZENDESK INC	COM	98936J101	53	400	SH		SOLE		400	0	0
ZILLOW GROUP INC	NOTE 1.500% 7/0	98954MAC5	872	519,000	PRN		SOLE		519,000	0	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	4,853	30,318	SH		OTR	1	0	30,318	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	725	4,527	SH		SOLE		4,527	0	0
ZIONS BANCORPORATION N A	COM	989701107	170	3,102	SH		SOLE		3,102	0	0
ZIONS BANCORPORATION N A	COM	989701107	1,302	23,696	SH		OTR	1	0	23,696	0
ZIX CORP	COM	98974P100	740	98,000	SH		OTR	1	0	98,000	0
ZIX CORP	COM	98974P100	307	40,700	SH		SOLE		40,700	0	0
ZOETIS INC	CL A	98978V103	1,634	10,375	SH		SOLE		10,375	0	0
ZOETIS INC	CL A	98978V103	13,460	85,470	SH		OTR	1	0	85,470	0
ZOOM VIDEO COMMUNICATIONS IN	CL A	98980L101	4,363	13,581	SH		OTR	1	0	13,581	0
ZOOM VIDEO COMMUNICATIONS IN	CL A	98980L101	171	531	SH		SOLE		531	0	0
ZSCALER INC	COM	98980G102	1,528	8,902	SH		OTR	1	0	8,902	0
ZSCALER INC	COM	98980G102	52	300	SH		SOLE		300	0	0
ZYNGA INC	CL A	98986T108	4	400	SH		SOLE		400	0	0
ZYNGA INC	CL A	98986T108	4,846	474,663	SH		OTR	1	0	474,663	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	4,795	3,503,000	PRN		DFND	1	0	3,503,000	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	68	50,000	PRN		OTR	4	0	50,000	0