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
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 15,763 79,358 SH   OTR 1 0 79,358 0
3M CO COM 88579Y101 2,337 11,764 SH   SOLE   11,764 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 62 50,000 PRN   SOLE   50,000 0 0
ABBOTT LABS COM 002824100 4,157 35,861 SH   SOLE   35,861 0 0
ABBOTT LABS COM 002824100 28,200 243,248 SH   OTR 1 0 243,248 0
ABBVIE INC COM 00287Y109 4,101 36,407 SH   SOLE   36,407 0 0
ABBVIE INC COM 00287Y109 27,236 241,797 SH   OTR 1 0 241,797 0
ABIOMED INC COM 003654100 1,932 6,191 SH   OTR 1 0 6,191 0
ABIOMED INC COM 003654100 281 899 SH   SOLE   899 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,513 15,858 SH   SOLE   15,858 0 0
ACTIVISION BLIZZARD INC COM 00507V109 10,152 106,375 SH   OTR 1 0 106,375 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 38,323 65,438 SH   OTR 1 0 65,438 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 5,688 9,713 SH   SOLE   9,713 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,837 8,956 SH   OTR 1 0 8,956 0
ADVANCE AUTO PARTS INC COM 00751Y106 289 1,409 SH   SOLE   1,409 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,321 24,714 SH   SOLE   24,714 0 0
ADVANCED MICRO DEVICES INC COM 007903107 15,624 166,337 SH   OTR 1 0 166,337 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 76 76,000 PRN   SOLE   76,000 0 0
AES CORP COM 00130H105 384 14,713 SH   SOLE   14,713 0 0
AES CORP COM 00130H105 2,381 91,315 SH   OTR 1 0 91,315 0
AES CORP UNIT 99/99/9999 00130H204 150 1,396 SH   OTR 4 145 1,251 0
AES CORP UNIT 99/99/9999 00130H204 1,619 15,200 SH   SOLE   15,200 0 0
AES CORP UNIT 99/99/9999 00130H204 9,004 83,707 SH   DFND 1 83,707 0 0
AES CORP UNIT 99/99/9999 00130H204 31,705 297,700 SH   OTR 1 0 297,700 0
AFLAC INC COM 001055102 4,643 86,534 SH   OTR 1 0 86,534 0
AFLAC INC COM 001055102 676 12,592 SH   SOLE   12,592 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 927 6,273 SH   SOLE   6,273 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6,140 41,542 SH   OTR 1 0 41,542 0
AIR PRODS & CHEMS INC COM 009158106 1,271 4,419 SH   SOLE   4,419 0 0
AIR PRODS & CHEMS INC COM 009158106 8,716 30,298 SH   OTR 1 0 30,298 0
AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 66 65,000 PRN   SOLE   65,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,601 22,308 SH   OTR 1 0 22,308 0
AKAMAI TECHNOLOGIES INC COM 00971T101 383 3,287 SH   SOLE   3,287 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 6,598 5,048,000 PRN   DFND 1 5,048,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 728 555,000 PRN   SOLE   555,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 119 91,000 PRN   OTR 4 15,000 76,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 34,531 29,717,000 PRN   OTR 1 0 29,717,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 2,447 2,106,000 PRN   SOLE   2,106,000 0 0
ALASKA AIR GROUP INC COM 011659109 132 2,196 SH   SOLE   2,196 0 0
ALASKA AIR GROUP INC COM 011659109 1,024 16,977 SH   OTR 1 0 16,977 0
ALBEMARLE CORP COM 012653101 2,692 15,980 SH   OTR 1 0 15,980 0
ALBEMARLE CORP COM 012653101 399 2,367 SH   SOLE   2,367 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,417 18,780 SH   OTR 1 0 18,780 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 533 2,928 SH   SOLE   2,928 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 5,559 30,258 SH   OTR 1 0 30,258 0
ALEXION PHARMACEUTICALS INC COM 015351109 847 4,613 SH   SOLE   4,613 0 0
ALIGN TECHNOLOGY INC COM 016255101 901 1,475 SH   SOLE   1,475 0 0
ALIGN TECHNOLOGY INC COM 016255101 6,023 9,858 SH   OTR 1 0 9,858 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 110 70,000 PRN   SOLE   70,000 0 0
ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 844 67,463 SH   SOLE   67,463 0 0
ALLIANT ENERGY CORP COM 018802108 1,909 34,244 SH   OTR 1 0 34,244 0
ALLIANT ENERGY CORP COM 018802108 297 5,328 SH   SOLE   5,328 0 0
ALLSTATE CORP COM 020002101 874 6,700 SH   SOLE   6,700 0 0
ALLSTATE CORP COM 020002101 5,345 40,979 SH   OTR 1 0 40,979 0
ALPHABET INC CAP STK CL A 02079K305 100,536 41,173 SH   OTR 1 0 41,173 0
ALPHABET INC CAP STK CL A 02079K305 15,051 6,164 SH   SOLE   6,164 0 0
ALPHABET INC CAP STK CL C 02079K107 97,704 38,983 SH   OTR 1 0 38,983 0
ALPHABET INC CAP STK CL C 02079K107 14,857 5,928 SH   SOLE   5,928 0 0
ALTERYX INC NOTE 0.500% 8/0 02156BAD5 139 145,000 PRN   SOLE   145,000 0 0
ALTRIA GROUP INC COM 02209S103 968 20,296 SH   SOLE   20,296 0 0
ALTRIA GROUP INC COM 02209S103 12,080 253,354 SH   OTR 1 0 253,354 0
AMAZON COM INC COM 023135106 201,889 58,686 SH   OTR 1 0 58,686 0
AMAZON COM INC COM 023135106 30,053 8,736 SH   SOLE   8,736 0 0
AMEREN CORP COM 023608102 2,800 34,985 SH   OTR 1 0 34,985 0
AMEREN CORP COM 023608102 402 5,026 SH   SOLE   5,026 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,862 87,807 SH   OTR 1 0 87,807 0
AMERICAN AIRLS GROUP INC COM 02376R102 241 11,357 SH   SOLE   11,357 0 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 21,913 13,935,000 PRN   OTR 1 0 13,935,000 0
AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 1,244 791,000 PRN   SOLE   791,000 0 0
AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 3,285 752,000 PRN   SOLE   752,000 0 0
AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 47,142 10,790,000 PRN   OTR 1 0 10,790,000 0
AMERICAN ELEC PWR CO INC COM 025537101 859 10,149 SH   SOLE   10,149 0 0
AMERICAN ELEC PWR CO INC COM 025537101 5,787 68,416 SH   OTR 1 0 68,416 0
AMERICAN EXPRESS CO COM 025816109 2,152 13,022 SH   SOLE   13,022 0 0
AMERICAN EXPRESS CO COM 025816109 14,719 89,079 SH   OTR 1 0 89,079 0
AMERICAN INTL GROUP INC COM NEW 026874784 833 17,494 SH   SOLE   17,494 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 5,592 117,480 SH   OTR 1 0 117,480 0
AMERICAN TOWER CORP NEW COM 03027X100 2,486 9,201 SH   SOLE   9,201 0 0
AMERICAN TOWER CORP NEW COM 03027X100 16,816 62,249 SH   OTR 1 0 62,249 0
AMERICAN WTR WKS CO INC NEW COM 030420103 572 3,713 SH   SOLE   3,713 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,829 24,843 SH   OTR 1 0 24,843 0
AMERIPRISE FINL INC COM 03076C106 3,949 15,867 SH   OTR 1 0 15,867 0
AMERIPRISE FINL INC COM 03076C106 610 2,451 SH   SOLE   2,451 0 0
AMERISOURCEBERGEN CORP COM 03073E105 357 3,119 SH   SOLE   3,119 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,318 20,247 SH   OTR 1 0 20,247 0
AMETEK INC COM 031100100 626 4,688 SH   SOLE   4,688 0 0
AMETEK INC COM 031100100 4,220 31,613 SH   OTR 1 0 31,613 0
AMGEN INC COM 031162100 19,173 78,657 SH   OTR 1 0 78,657 0
AMGEN INC COM 031162100 2,967 12,173 SH   SOLE   12,173 0 0
AMPHENOL CORP NEW CL A 032095101 847 12,382 SH   SOLE   12,382 0 0
AMPHENOL CORP NEW CL A 032095101 5,597 81,814 SH   OTR 1 0 81,814 0
ANALOG DEVICES INC COM 032654105 8,693 50,492 SH   OTR 1 0 50,492 0
ANALOG DEVICES INC COM 032654105 1,297 7,531 SH   SOLE   7,531 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 1,318 148,472 SH   SOLE   148,472 0 0
ANSYS INC COM 03662Q105 605 1,743 SH   SOLE   1,743 0 0
ANSYS INC COM 03662Q105 4,141 11,931 SH   OTR 1 0 11,931 0
ANTHEM INC COM 036752103 12,798 33,519 SH   OTR 1 0 33,519 0
ANTHEM INC COM 036752103 1,968 5,155 SH   SOLE   5,155 0 0
APA CORPORATION COM 03743Q108 145 6,681 SH   SOLE   6,681 0 0
APA CORPORATION COM 03743Q108 1,117 51,645 SH   OTR 1 0 51,645 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 22,335 12,065,000 PRN   OTR 1 0 12,065,000 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 195 106,000 PRN   OTR 4 19,000 87,000 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 11,284 6,120,000 PRN   DFND 1 6,120,000 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 2,888 1,560,000 PRN   SOLE   1,560,000 0 0
APPLE INC COM 037833100 44,582 325,510 SH   SOLE   325,510 0 0
APPLE INC COM 037833100 294,119 2,147,479 SH   OTR 1 0 2,147,479 0
APPLIED MATLS INC COM 038222105 17,889 125,628 SH   OTR 1 0 125,628 0
APPLIED MATLS INC COM 038222105 2,741 19,249 SH   SOLE   19,249 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,635 76,487 SH   OTR 1 0 76,487 0
ARCHER DANIELS MIDLAND CO COM 039483102 709 11,693 SH   SOLE   11,693 0 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 6,416 6,125,000 PRN   OTR 1 0 6,125,000 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 537 513,000 PRN   SOLE   513,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 29,760 27,225,000 PRN   OTR 1 0 27,225,000 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 191 175,000 PRN   OTR 5 0 175,000 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 15,226 13,929,000 PRN   SOLE   13,929,000 0 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 437 27,018 SH   SOLE   27,018 0 0
ARISTA NETWORKS INC COM 040413106 425 1,173 SH   SOLE   1,173 0 0
ARISTA NETWORKS INC COM 040413106 2,721 7,511 SH   OTR 1 0 7,511 0
ASSURANT INC COM 04621X108 1,295 8,291 SH   OTR 1 0 8,291 0
ASSURANT INC COM 04621X108 167 1,072 SH   SOLE   1,072 0 0
AT&T INC COM 00206R102 28,132 977,472 SH   OTR 1 0 977,472 0
AT&T INC COM 00206R102 4,165 144,723 SH   SOLE   144,723 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 33,313 30,456,000 PRN   OTR 1 0 30,456,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 5,214 4,811,000 PRN   DFND 1 4,811,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 1,575 1,440,000 PRN   SOLE   1,440,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 91 84,000 PRN   OTR 4 15,000 69,000 0
ATMOS ENERGY CORP COM 049560105 1,719 17,889 SH   OTR 1 0 17,889 0
ATMOS ENERGY CORP COM 049560105 261 2,714 SH   SOLE   2,714 0 0
AUTODESK INC COM 052769106 8,792 30,120 SH   OTR 1 0 30,120 0
AUTODESK INC COM 052769106 1,371 4,696 SH   SOLE   4,696 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 11,570 58,254 SH   OTR 1 0 58,254 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,725 8,685 SH   SOLE   8,685 0 0
AUTOZONE INC COM 053332102 646 433 SH   SOLE   433 0 0
AUTOZONE INC COM 053332102 4,417 2,960 SH   OTR 1 0 2,960 0
AVALONBAY CMNTYS INC COM 053484101 599 2,872 SH   SOLE   2,872 0 0
AVALONBAY CMNTYS INC COM 053484101 3,988 19,112 SH   OTR 1 0 19,112 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 100 85,000 PRN   SOLE   85,000 0 0
AVERY DENNISON CORP COM 053611109 2,386 11,347 SH   OTR 1 0 11,347 0
AVERY DENNISON CORP COM 053611109 391 1,861 SH   SOLE   1,861 0 0
BAIDU INC SPON ADR REP A 056752108 224 1,100 SH   SOLE   1,100 0 0
BAKER HUGHES COMPANY CL A 05722G100 2,279 99,631 SH   OTR 1 0 99,631 0
BAKER HUGHES COMPANY CL A 05722G100 331 14,490 SH   SOLE   14,490 0 0
BALL CORP COM 058498106 3,641 44,938 SH   OTR 1 0 44,938 0
BALL CORP COM 058498106 536 6,612 SH   SOLE   6,612 0 0
BANK NEW YORK MELLON CORP COM 064058100 5,658 110,451 SH   OTR 1 0 110,451 0
BANK NEW YORK MELLON CORP COM 064058100 926 18,085 SH   SOLE   18,085 0 0
BAXTER INTL INC COM 071813109 821 10,204 SH   SOLE   10,204 0 0
BAXTER INTL INC COM 071813109 5,542 68,841 SH   OTR 1 0 68,841 0
BECTON DICKINSON & CO COM 075887109 9,682 39,814 SH   OTR 1 0 39,814 0
BECTON DICKINSON & CO COM 075887109 1,422 5,849 SH   SOLE   5,849 0 0
BERKLEY W R CORP COM 084423102 1,425 19,149 SH   OTR 1 0 19,149 0
BERKLEY W R CORP COM 084423102 214 2,877 SH   SOLE   2,877 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 10,345 37,224 SH   SOLE   37,224 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 72,114 259,476 SH   OTR 1 0 259,476 0
BEST BUY INC COM 086516101 556 4,834 SH   SOLE   4,834 0 0
BEST BUY INC COM 086516101 3,509 30,518 SH   OTR 1 0 30,518 0
BIO RAD LABS INC CL A 090572207 311 483 SH   SOLE   483 0 0
BIO RAD LABS INC CL A 090572207 1,899 2,948 SH   OTR 1 0 2,948 0
BIOGEN INC COM 09062X103 7,137 20,611 SH   OTR 1 0 20,611 0
BIOGEN INC COM 09062X103 1,183 3,416 SH   SOLE   3,416 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 47,265 45,500,000 PRN   OTR 1 0 45,500,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 11,832 11,418,000 PRN   DFND 1 11,418,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 3,385 3,259,000 PRN   SOLE   3,259,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 210 203,000 PRN   OTR 4 34,000 169,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 23,208 23,048,000 PRN   OTR 1 0 23,048,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 1,462 1,452,000 PRN   SOLE   1,452,000 0 0
BK OF AMERICA CORP COM 060505104 6,480 157,174 SH   SOLE   157,174 0 0
BK OF AMERICA CORP COM 060505104 70,036 1,698,669 SH   OTR 1 0 1,698,669 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 145 90,000 PRN   SOLE   90,000 0 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 780 63,317 SH   SOLE   63,317 0 0
BLACKROCK INC COM 09247X101 2,548 2,912 SH   SOLE   2,912 0 0
BLACKROCK INC COM 09247X101 16,992 19,420 SH   OTR 1 0 19,420 0
BLACKROCK MUN INCOME QUALITY COM 092479104 21 1,347 SH   SOLE   1,347 0 0
BLACKROCK MUN INCOME QUALITY COM 092479104 344 21,958 SH   OTR 1 0 21,958 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 11,603 442,357 SH   OTR 1 0 442,357 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 32,119 1,224,529 SH   SOLE   1,224,529 0 0
BLACKROCK MUNI INTER DR FD I COM 09253X102 27,889 1,783,213 SH   SOLE   1,783,213 0 0
BLACKROCK MUNI INTER DR FD I COM 09253X102 3,759 240,316 SH   OTR 1 0 240,316 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 17,121 1,073,404 SH   SOLE   1,073,404 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 6,292 394,470 SH   OTR 1 0 394,470 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 13,563 919,527 SH   SOLE   919,527 0 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 8,227 557,777 SH   OTR 1 0 557,777 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 16,409 1,030,057 SH   SOLE   1,030,057 0 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 10,388 652,094 SH   OTR 1 0 652,094 0
BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 1,182 80,024 SH   SOLE   80,024 0 0
BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 1,041 70,458 SH   OTR 1 0 70,458 0
BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 2,458 146,484 SH   OTR 1 0 146,484 0
BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 10,305 614,107 SH   SOLE   614,107 0 0
BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 8,419 598,791 SH   OTR 1 0 598,791 0
BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 8,337 592,936 SH   SOLE   592,936 0 0
BLACKROCK MUNIYIELD QUALITY COM 09254G108 9,004 621,423 SH   OTR 1 0 621,423 0
BLACKROCK MUNIYIELD QUALITY COM 09254G108 9,767 674,051 SH   SOLE   674,051 0 0
BLACKROCK MUNIYILD QULT FD I COM 09254F100 4,811 287,227 SH   OTR 1 0 287,227 0
BLACKROCK MUNIYILD QULT FD I COM 09254F100 4,273 255,127 SH   SOLE   255,127 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 14,251 924,785 SH   SOLE   924,785 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 4,427 287,270 SH   OTR 1 0 287,270 0
BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 2,667 176,649 SH   SOLE   176,649 0 0
BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 1,076 71,249 SH   OTR 1 0 71,249 0
BLOOMIN BRANDS INC NOTE 5.000% 5/0 094235AB4 124 51,000 PRN   SOLE   51,000 0 0
BNY MELLON MUN BD INFRASTRUC COM SHS 09662W109 486 33,067 SH   SOLE   33,067 0 0
BNY MELLON MUN BD INFRASTRUC COM SHS 09662W109 257 17,508 SH   OTR 1 0 17,508 0
BOEING CO COM 097023105 18,029 75,258 SH   OTR 1 0 75,258 0
BOEING CO COM 097023105 2,672 11,154 SH   SOLE   11,154 0 0
BOOKING HOLDINGS INC COM 09857L108 12,297 5,620 SH   OTR 1 0 5,620 0
BOOKING HOLDINGS INC COM 09857L108 1,807 826 SH   SOLE   826 0 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 284 200,000 PRN   SOLE   200,000 0 0
BORGWARNER INC COM 099724106 206 4,247 SH   SOLE   4,247 0 0
BORGWARNER INC COM 099724106 1,594 32,836 SH   OTR 1 0 32,836 0
BOSTON PROPERTIES INC COM 101121101 345 3,015 SH   SOLE   3,015 0 0
BOSTON PROPERTIES INC COM 101121101 2,228 19,444 SH   OTR 1 0 19,444 0
BOSTON SCIENTIFIC CORP COM 101137107 8,318 194,524 SH   OTR 1 0 194,524 0
BOSTON SCIENTIFIC CORP COM 101137107 1,234 28,860 SH   SOLE   28,860 0 0
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 1,219 741,000 PRN   SOLE   741,000 0 0
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 22,816 13,870,000 PRN   OTR 1 0 13,870,000 0
BRISTOL-MYERS SQUIBB CO COM 110122108 3,024 45,254 SH   SOLE   45,254 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 20,435 305,827 SH   OTR 1 0 305,827 0
BROADCOM INC COM 11135F101 4,020 8,430 SH   SOLE   8,430 0 0
BROADCOM INC COM 11135F101 26,654 55,897 SH   OTR 1 0 55,897 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2,568 15,898 SH   OTR 1 0 15,898 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 397 2,457 SH   SOLE   2,457 0 0
BROWN FORMAN CORP CL B 115637209 317 4,230 SH   SOLE   4,230 0 0
BROWN FORMAN CORP CL B 115637209 1,871 24,965 SH   OTR 1 0 24,965 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 54,484 34,186,000 PRN   OTR 1 0 34,186,000 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 9,342 5,880,000 PRN   DFND 1 5,880,000 0 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 4,697 2,947,000 PRN   SOLE   2,947,000 0 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 154 97,000 PRN   OTR 4 11,000 86,000 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 267 2,854 SH   SOLE   2,854 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,705 18,206 SH   OTR 1 0 18,206 0
CABOT OIL & GAS CORP COM 127097103 123 7,062 SH   SOLE   7,062 0 0
CABOT OIL & GAS CORP COM 127097103 953 54,598 SH   OTR 1 0 54,598 0
CADENCE DESIGN SYSTEM INC COM 127387108 784 5,727 SH   SOLE   5,727 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 5,212 38,094 SH   OTR 1 0 38,094 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 489 4,712 SH   SOLE   4,712 0 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 2,964 28,571 SH   OTR 1 0 28,571 0
CALIFORNIA RES CORP COM STOCK 13057Q305 1,073 35,601 SH   SOLE   35,601 0 0
CALIFORNIA RES CORP COM STOCK 13057Q305 8,375 277,869 SH   OTR 1 0 277,869 0
CAMPBELL SOUP CO COM 134429109 1,265 27,742 SH   OTR 1 0 27,742 0
CAMPBELL SOUP CO COM 134429109 182 3,988 SH   SOLE   3,988 0 0
CANTEL MED CORP NOTE 3.250% 5/1 138098AB4 901 415,000 PRN   SOLE   415,000 0 0
CANTEL MED CORP NOTE 3.250% 5/1 138098AB4 15,457 7,121,000 PRN   OTR 1 0 7,121,000 0
CAPITAL ONE FINL CORP COM 14040H105 9,561 61,809 SH   OTR 1 0 61,809 0
CAPITAL ONE FINL CORP COM 14040H105 1,422 9,194 SH   SOLE   9,194 0 0
CARDINAL HEALTH INC COM 14149Y108 2,268 39,721 SH   OTR 1 0 39,721 0
CARDINAL HEALTH INC COM 14149Y108 356 6,238 SH   SOLE   6,238 0 0
CARMAX INC COM 143130102 2,885 22,335 SH   OTR 1 0 22,335 0
CARMAX INC COM 143130102 438 3,388 SH   SOLE   3,388 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 407 15,435 SH   SOLE   15,435 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 2,881 109,288 SH   OTR 1 0 109,288 0
CARRIER GLOBAL CORPORATION COM 14448C104 805 16,564 SH   SOLE   16,564 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 5,435 111,828 SH   OTR 1 0 111,828 0
CATALENT INC COM 148806102 2,521 23,320 SH   OTR 1 0 23,320 0
CATALENT INC COM 148806102 380 3,516 SH   SOLE   3,516 0 0
CATERPILLAR INC COM 149123101 2,437 11,199 SH   SOLE   11,199 0 0
CATERPILLAR INC COM 149123101 16,321 74,993 SH   OTR 1 0 74,993 0
CBOE GLOBAL MKTS INC COM 12503M108 1,739 14,605 SH   OTR 1 0 14,605 0
CBOE GLOBAL MKTS INC COM 12503M108 260 2,186 SH   SOLE   2,186 0 0
CBRE GROUP INC CL A 12504L109 3,939 45,952 SH   OTR 1 0 45,952 0
CBRE GROUP INC CL A 12504L109 591 6,893 SH   SOLE   6,893 0 0
CDW CORP COM 12514G108 521 2,983 SH   SOLE   2,983 0 0
CDW CORP COM 12514G108 3,352 19,194 SH   OTR 1 0 19,194 0
CELANESE CORP DEL COM 150870103 378 2,494 SH   SOLE   2,494 0 0
CELANESE CORP DEL COM 150870103 2,338 15,420 SH   OTR 1 0 15,420 0
CENTENE CORP DEL COM 15135B101 5,818 79,777 SH   OTR 1 0 79,777 0
CENTENE CORP DEL COM 15135B101 840 11,519 SH   SOLE   11,519 0 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 38,202 28,928,000 PRN   OTR 1 0 28,928,000 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 2,854 2,161,000 PRN   SOLE   2,161,000 0 0
CENTERPOINT ENERGY INC COM 15189T107 291 11,878 SH   SOLE   11,878 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,949 79,471 SH   OTR 1 0 79,471 0
CERNER CORP COM 156782104 3,224 41,251 SH   OTR 1 0 41,251 0
CERNER CORP COM 156782104 487 6,234 SH   SOLE   6,234 0 0
CF INDS HLDGS INC COM 125269100 1,511 29,367 SH   OTR 1 0 29,367 0
CF INDS HLDGS INC COM 125269100 195 3,798 SH   SOLE   3,798 0 0
CHARLES RIV LABS INTL INC COM 159864107 2,545 6,879 SH   OTR 1 0 6,879 0
CHARLES RIV LABS INTL INC COM 159864107 468 1,266 SH   SOLE   1,266 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,120 2,938 SH   SOLE   2,938 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 13,603 18,855 SH   OTR 1 0 18,855 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 18,497 18,696,000 PRN   OTR 1 0 18,696,000 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 1,290 1,304,000 PRN   SOLE   1,304,000 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 1,849 1,765,000 PRN   SOLE   1,765,000 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 24,334 23,231,000 PRN   OTR 1 0 23,231,000 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 222 260,000 PRN   SOLE   260,000 0 0
CHEVRON CORP NEW COM 166764100 27,714 264,597 SH   OTR 1 0 264,597 0
CHEVRON CORP NEW COM 166764100 4,313 41,175 SH   SOLE   41,175 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,973 3,853 SH   OTR 1 0 3,853 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 929 599 SH   SOLE   599 0 0
CHURCH & DWIGHT INC COM 171340102 438 5,143 SH   SOLE   5,143 0 0
CHURCH & DWIGHT INC COM 171340102 2,861 33,575 SH   OTR 1 0 33,575 0
CIGNA CORP NEW COM 125523100 11,137 46,977 SH   OTR 1 0 46,977 0
CIGNA CORP NEW COM 125523100 1,677 7,075 SH   SOLE   7,075 0 0
CINCINNATI FINL CORP COM 172062101 2,390 20,497 SH   OTR 1 0 20,497 0
CINCINNATI FINL CORP COM 172062101 356 3,052 SH   SOLE   3,052 0 0
CINTAS CORP COM 172908105 4,615 12,081 SH   OTR 1 0 12,081 0
CINTAS CORP COM 172908105 673 1,762 SH   SOLE   1,762 0 0
CISCO SYS INC COM 17275R102 30,577 576,929 SH   OTR 1 0 576,929 0
CISCO SYS INC COM 17275R102 4,604 86,868 SH   SOLE   86,868 0 0
CITIGROUP INC COM NEW 172967424 20,021 282,980 SH   OTR 1 0 282,980 0
CITIGROUP INC COM NEW 172967424 3,017 42,649 SH   SOLE   42,649 0 0
CITIZENS FINL GROUP INC COM 174610105 2,675 58,310 SH   OTR 1 0 58,310 0
CITIZENS FINL GROUP INC COM 174610105 419 9,142 SH   SOLE   9,142 0 0
CITRIX SYS INC COM 177376100 1,993 16,998 SH   OTR 1 0 16,998 0
CITRIX SYS INC COM 177376100 305 2,599 SH   SOLE   2,599 0 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 14 5,000 PRN   OTR 4 5,000 0 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 213 76,000 PRN   SOLE   76,000 0 0
CLOROX CO DEL COM 189054109 3,063 17,027 SH   OTR 1 0 17,027 0
CLOROX CO DEL COM 189054109 468 2,602 SH   SOLE   2,602 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 104 140,000 PRN   SOLE   140,000 0 0
CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 110 110,000 PRN   SOLE   110,000 0 0
CME GROUP INC COM 12572Q105 1,523 7,159 SH   SOLE   7,159 0 0
CME GROUP INC COM 12572Q105 10,456 49,161 SH   OTR 1 0 49,161 0
CMS ENERGY CORP COM 125896100 350 5,925 SH   SOLE   5,925 0 0
CMS ENERGY CORP COM 125896100 2,341 39,627 SH   OTR 1 0 39,627 0
CNX RES CORP NOTE 2.250% 5/0 12653CAG3 355 273,000 PRN   SOLE   273,000 0 0
COCA COLA CO COM 191216100 28,746 531,246 SH   OTR 1 0 531,246 0
COCA COLA CO COM 191216100 4,318 79,809 SH   SOLE   79,809 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 751 10,839 SH   SOLE   10,839 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,001 72,203 SH   OTR 1 0 72,203 0
COLGATE PALMOLIVE CO COM 194162103 9,421 115,814 SH   OTR 1 0 115,814 0
COLGATE PALMOLIVE CO COM 194162103 1,422 17,480 SH   SOLE   17,480 0 0
COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 165 101,000 PRN   SOLE   101,000 0 0
COMCAST CORP NEW CL A 20030N101 35,790 627,669 SH   OTR 1 0 627,669 0
COMCAST CORP NEW CL A 20030N101 5,285 92,680 SH   SOLE   92,680 0 0
COMERICA INC COM 200340107 1,364 19,114 SH   OTR 1 0 19,114 0
COMERICA INC COM 200340107 176 2,472 SH   SOLE   2,472 0 0
CONAGRA BRANDS INC COM 205887102 364 9,998 SH   SOLE   9,998 0 0
CONAGRA BRANDS INC COM 205887102 2,390 65,706 SH   OTR 1 0 65,706 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 192 119,000 PRN   OTR 4 19,000 100,000 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 10,795 6,700,000 PRN   DFND 1 6,700,000 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 2,964 1,834,000 PRN   SOLE   1,834,000 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 47,894 29,633,000 PRN   OTR 1 0 29,633,000 0
CONOCOPHILLIPS COM 20825C104 1,697 27,869 SH   SOLE   27,869 0 0
CONOCOPHILLIPS COM 20825C104 11,250 184,736 SH   OTR 1 0 184,736 0
CONSOLIDATED EDISON INC COM 209115104 3,366 46,931 SH   OTR 1 0 46,931 0
CONSOLIDATED EDISON INC COM 209115104 486 6,770 SH   SOLE   6,770 0 0
CONSTELLATION BRANDS INC CL A 21036P108 817 3,492 SH   SOLE   3,492 0 0
CONSTELLATION BRANDS INC CL A 21036P108 5,411 23,136 SH   OTR 1 0 23,136 0
CONTEXTLOGIC INC COM CL A 21077C107 6,253 474,778 SH   OTR 3 0 474,778 0
COOPER COS INC COM NEW 216648402 425 1,072 SH   SOLE   1,072 0 0
COOPER COS INC COM NEW 216648402 2,672 6,742 SH   OTR 1 0 6,742 0
COPART INC COM 217204106 552 4,186 SH   SOLE   4,186 0 0
COPART INC COM 217204106 3,757 28,501 SH   OTR 1 0 28,501 0
CORNING INC COM 219350105 4,338 106,061 SH   OTR 1 0 106,061 0
CORNING INC COM 219350105 651 15,917 SH   SOLE   15,917 0 0
CORTEVA INC COM 22052L104 668 15,051 SH   SOLE   15,051 0 0
CORTEVA INC COM 22052L104 4,475 100,910 SH   OTR 1 0 100,910 0
COSTCO WHSL CORP NEW COM 22160K105 3,532 8,926 SH   SOLE   8,926 0 0
COSTCO WHSL CORP NEW COM 22160K105 23,938 60,500 SH   OTR 1 0 60,500 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 16,707 14,420,000 PRN   OTR 1 0 14,420,000 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 1,320 1,139,000 PRN   SOLE   1,139,000 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 175 105,000 PRN   SOLE   105,000 0 0
CREE INC NOTE 1.750% 5/0 225447AD3 8,300 3,815,000 PRN   OTR 1 0 3,815,000 0
CREE INC NOTE 1.750% 5/0 225447AD3 657 302,000 PRN   SOLE   302,000 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 11,543 59,167 SH   OTR 1 0 59,167 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,698 8,703 SH   SOLE   8,703 0 0
CSX CORP COM 126408103 1,368 42,633 SH   SOLE   42,633 0 0
CSX CORP COM 126408103 9,979 311,064 SH   OTR 1 0 311,064 0
CUMMINS INC COM 231021106 741 3,038 SH   SOLE   3,038 0 0
CUMMINS INC COM 231021106 4,880 20,016 SH   OTR 1 0 20,016 0
CVS HEALTH CORP COM 126650100 2,225 26,662 SH   SOLE   26,662 0 0
CVS HEALTH CORP COM 126650100 15,039 180,240 SH   OTR 1 0 180,240 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 174 160,000 PRN   SOLE   160,000 0 0
D R HORTON INC COM 23331A109 633 7,009 SH   SOLE   7,009 0 0
D R HORTON INC COM 23331A109 4,058 44,909 SH   OTR 1 0 44,909 0
DANAHER CORPORATION COM 235851102 23,322 86,907 SH   OTR 1 0 86,907 0
DANAHER CORPORATION COM 235851102 3,365 12,540 SH   SOLE   12,540 0 0
DARDEN RESTAURANTS INC COM 237194105 2,615 17,913 SH   OTR 1 0 17,913 0
DARDEN RESTAURANTS INC COM 237194105 411 2,817 SH   SOLE   2,817 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 20,879 15,618,000 PRN   OTR 1 0 15,618,000 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 1,449 1,084,000 PRN   SOLE   1,084,000 0 0
DAVITA INC COM 23918K108 149 1,241 SH   SOLE   1,241 0 0
DAVITA INC COM 23918K108 1,156 9,596 SH   OTR 1 0 9,596 0
DBX ETF TR XTRACK HRVST CSI 233051879 1,148 28,320 SH   SOLE   28,320 0 0
DEERE & CO COM 244199105 15,062 42,705 SH   OTR 1 0 42,705 0
DEERE & CO COM 244199105 2,336 6,624 SH   SOLE   6,624 0 0
DELAWARE INVTS MINN MUN INCO COM 24610V103 7,978 564,399 SH   SOLE   564,399 0 0
DELAWARE INVTS NATL MUN INCO SH BEN INT 24610T108 3,621 256,199 SH   SOLE   256,199 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,788 87,568 SH   OTR 1 0 87,568 0
DELTA AIR LINES INC DEL COM NEW 247361702 623 14,394 SH   SOLE   14,394 0 0
DENTSPLY SIRONA INC COM 24906P109 283 4,472 SH   SOLE   4,472 0 0
DENTSPLY SIRONA INC COM 24906P109 1,894 29,939 SH   OTR 1 0 29,939 0
DEVON ENERGY CORP NEW COM 25179M103 409 13,996 SH   SOLE   13,996 0 0
DEVON ENERGY CORP NEW COM 25179M103 2,380 81,548 SH   OTR 1 0 81,548 0
DEXCOM INC COM 252131107 860 2,013 SH   SOLE   2,013 0 0
DEXCOM INC COM 252131107 5,653 13,239 SH   OTR 1 0 13,239 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 4,245 4,045,000 PRN   SOLE   4,045,000 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 54,018 51,476,000 PRN   OTR 1 0 51,476,000 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 47 18,000 PRN   SOLE   18,000 0 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 161 62,000 PRN   OTR 4 10,000 52,000 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 9,088 3,497,000 PRN   DFND 1 3,497,000 0 0
DIAMONDBACK ENERGY INC COM 25278X109 301 3,205 SH   SOLE   3,205 0 0
DIAMONDBACK ENERGY INC COM 25278X109 2,327 24,779 SH   OTR 1 0 24,779 0
DIGITAL RLTY TR INC COM 253868103 5,800 38,550 SH   OTR 1 0 38,550 0
DIGITAL RLTY TR INC COM 253868103 840 5,585 SH   SOLE   5,585 0 0
DISCOVER FINL SVCS COM 254709108 4,937 41,740 SH   OTR 1 0 41,740 0
DISCOVER FINL SVCS COM 254709108 721 6,099 SH   SOLE   6,099 0 0
DISCOVERY INC COM SER A 25470F104 92 2,986 SH   SOLE   2,986 0 0
DISCOVERY INC COM SER A 25470F104 708 23,089 SH   OTR 1 0 23,089 0
DISCOVERY INC COM SER C 25470F302 1,192 41,130 SH   OTR 1 0 41,130 0
DISCOVERY INC COM SER C 25470F302 206 7,119 SH   SOLE   7,119 0 0
DISH NETWORK CORPORATION CL A 25470M109 184 4,400 SH   SOLE   4,400 0 0
DISH NETWORK CORPORATION CL A 25470M109 1,422 34,015 SH   OTR 1 0 34,015 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 146 150,000 PRN   OTR 5 0 150,000 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 56,226 57,779,000 PRN   OTR 1 0 57,779,000 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 9,503 9,765,000 PRN   SOLE   9,765,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 115 113,000 PRN   OTR 4 20,000 93,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 6,374 6,246,000 PRN   DFND 1 6,246,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 77 75,000 PRN   OTR 5 0 75,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 28,664 28,020,000 PRN   OTR 1 0 28,020,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 10,904 10,659,000 PRN   SOLE   10,659,000 0 0
DISNEY WALT CO COM 254687106 43,721 248,739 SH   OTR 1 0 248,739 0
DISNEY WALT CO COM 254687106 6,480 36,868 SH   SOLE   36,868 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 234 60,000 PRN   SOLE   60,000 0 0
DOLLAR GEN CORP NEW COM 256677105 1,121 5,182 SH   SOLE   5,182 0 0
DOLLAR GEN CORP NEW COM 256677105 6,997 32,336 SH   OTR 1 0 32,336 0
DOLLAR TREE INC COM 256746108 478 4,807 SH   SOLE   4,807 0 0
DOLLAR TREE INC COM 256746108 3,160 31,754 SH   OTR 1 0 31,754 0
DOMINION ENERGY INC COM 25746U109 1,205 16,381 SH   SOLE   16,381 0 0
DOMINION ENERGY INC COM 25746U109 8,123 110,414 SH   OTR 1 0 110,414 0
DOMINOS PIZZA INC COM 25754A201 2,479 5,315 SH   OTR 1 0 5,315 0
DOMINOS PIZZA INC COM 25754A201 368 788 SH   SOLE   788 0 0
DOVER CORP COM 260003108 429 2,848 SH   SOLE   2,848 0 0
DOVER CORP COM 260003108 2,967 19,704 SH   OTR 1 0 19,704 0
DOW INC COM 260557103 6,471 102,264 SH   OTR 1 0 102,264 0
DOW INC COM 260557103 989 15,627 SH   SOLE   15,627 0 0
DTE ENERGY CO COM 233331107 496 3,827 SH   SOLE   3,827 0 0
DTE ENERGY CO COM 233331107 3,432 26,485 SH   OTR 1 0 26,485 0
DUKE ENERGY CORP NEW COM NEW 26441C204 10,396 105,306 SH   OTR 1 0 105,306 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,522 15,420 SH   SOLE   15,420 0 0
DUKE REALTY CORP COM NEW 264411505 362 7,639 SH   SOLE   7,639 0 0
DUKE REALTY CORP COM NEW 264411505 2,431 51,336 SH   OTR 1 0 51,336 0
DUPONT DE NEMOURS INC COM 26614N102 928 11,988 SH   SOLE   11,988 0 0
DUPONT DE NEMOURS INC COM 26614N102 5,639 72,851 SH   OTR 1 0 72,851 0
DWS MUN INCOME TR COM 233368109 1,602 131,002 SH   OTR 1 0 131,002 0
DWS MUN INCOME TR COM 233368109 1,162 95,010 SH   SOLE   95,010 0 0
DXC TECHNOLOGY CO COM 23355L106 1,355 34,797 SH   OTR 1 0 34,797 0
DXC TECHNOLOGY CO COM 23355L106 175 4,501 SH   SOLE   4,501 0 0
EASTMAN CHEM CO COM 277432100 2,182 18,689 SH   OTR 1 0 18,689 0
EASTMAN CHEM CO COM 277432100 352 3,017 SH   SOLE   3,017 0 0
EATON VANCE MUN BD FD COM 27827X101 1,342 98,097 SH   SOLE   98,097 0 0
EATON VANCE MUN BD FD COM 27827X101 2,115 154,604 SH   OTR 1 0 154,604 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 6,187 481,489 SH   SOLE   481,489 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 170 13,241 SH   OTR 1 0 13,241 0
EBAY INC. COM 278642103 1,057 15,060 SH   SOLE   15,060 0 0
EBAY INC. COM 278642103 6,221 88,602 SH   OTR 1 0 88,602 0
ECOLAB INC COM 278865100 7,015 34,056 SH   OTR 1 0 34,056 0
ECOLAB INC COM 278865100 1,031 5,005 SH   SOLE   5,005 0 0
EDISON INTL COM 281020107 446 7,718 SH   SOLE   7,718 0 0
EDISON INTL COM 281020107 3,003 51,945 SH   OTR 1 0 51,945 0
EDWARDS LIFESCIENCES CORP COM 28176E108 8,814 85,102 SH   OTR 1 0 85,102 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,295 12,507 SH   SOLE   12,507 0 0
ELECTRONIC ARTS INC COM 285512109 844 5,868 SH   SOLE   5,868 0 0
ELECTRONIC ARTS INC COM 285512109 5,635 39,179 SH   OTR 1 0 39,179 0
EMERSON ELEC CO COM 291011104 1,195 12,419 SH   SOLE   12,419 0 0
EMERSON ELEC CO COM 291011104 7,901 82,100 SH   OTR 1 0 82,100 0
ENPHASE ENERGY INC COM 29355A107 3,411 18,577 SH   OTR 1 0 18,577 0
ENPHASE ENERGY INC COM 29355A107 496 2,703 SH   SOLE   2,703 0 0
ENTERGY CORP NEW COM 29364G103 2,739 27,470 SH   OTR 1 0 27,470 0
ENTERGY CORP NEW COM 29364G103 414 4,153 SH   SOLE   4,153 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 3,561 2,897,000 PRN   SOLE   2,897,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 34,071 27,714,000 PRN   OTR 1 0 27,714,000 0
EOG RES INC COM 26875P101 996 11,933 SH   SOLE   11,933 0 0
EOG RES INC COM 26875P101 6,667 79,897 SH   OTR 1 0 79,897 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 175 105,000 PRN   OTR 4 19,000 86,000 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 5,189 3,106,000 PRN   SOLE   3,106,000 0 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 74,504 44,597,000 PRN   OTR 1 0 44,597,000 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 9,760 5,860,000 PRN   DFND 1 5,860,000 0 0
EQUIFAX INC COM 294429105 611 2,553 SH   SOLE   2,553 0 0
EQUIFAX INC COM 294429105 3,987 16,647 SH   OTR 1 0 16,647 0
EQUINIX INC COM 29444U700 1,474 1,836 SH   SOLE   1,836 0 0
EQUINIX INC COM 29444U700 9,843 12,264 SH   OTR 1 0 12,264 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 538 6,993 SH   SOLE   6,993 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,627 47,106 SH   OTR 1 0 47,106 0
ESSEX PPTY TR INC COM 297178105 402 1,339 SH   SOLE   1,339 0 0
ESSEX PPTY TR INC COM 297178105 2,665 8,883 SH   OTR 1 0 8,883 0
ETSY INC COM 29786A106 3,582 17,401 SH   OTR 1 0 17,401 0
ETSY INC COM 29786A106 546 2,651 SH   SOLE   2,651 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 49,458 20,599,000 PRN   OTR 1 0 20,599,000 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 4,360 1,816,000 PRN   SOLE   1,816,000 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 11,609 4,845,000 PRN   DFND 1 4,845,000 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 216 90,000 PRN   OTR 4 15,000 75,000 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 1,899 1,660,000 PRN   SOLE   1,660,000 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 26,975 23,585,000 PRN   OTR 1 0 23,585,000 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 21,747 15,881,000 PRN   OTR 1 0 15,881,000 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 1,743 1,273,000 PRN   SOLE   1,273,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 75 55,000 PRN   OTR 4 10,000 45,000 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 4,204 3,081,000 PRN   DFND 1 3,081,000 0 0
EVERGY INC COM 30034W106 288 4,759 SH   SOLE   4,759 0 0
EVERGY INC COM 30034W106 1,897 31,387 SH   OTR 1 0 31,387 0
EVERSOURCE ENERGY COM 30040W108 552 6,882 SH   SOLE   6,882 0 0
EVERSOURCE ENERGY COM 30040W108 3,773 47,020 SH   OTR 1 0 47,020 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 145 150,000 PRN   SOLE   150,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 147 119,000 PRN   OTR 4 19,000 100,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 8,282 6,699,000 PRN   DFND 1 6,699,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 4,223 3,402,000 PRN   SOLE   3,402,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 55,323 44,570,000 PRN   OTR 1 0 44,570,000 0
EXELON CORP COM 30161N101 5,928 133,775 SH   OTR 1 0 133,775 0
EXELON CORP COM 30161N101 880 19,852 SH   SOLE   19,852 0 0
EXPEDIA GROUP INC COM NEW 30212P303 492 3,004 SH   SOLE   3,004 0 0
EXPEDIA GROUP INC COM NEW 30212P303 3,170 19,364 SH   OTR 1 0 19,364 0
EXPEDITORS INTL WASH INC COM 302130109 2,931 23,149 SH   OTR 1 0 23,149 0
EXPEDITORS INTL WASH INC COM 302130109 513 4,056 SH   SOLE   4,056 0 0
EXTRA SPACE STORAGE INC COM 30225T102 2,999 18,307 SH   OTR 1 0 18,307 0
EXTRA SPACE STORAGE INC COM 30225T102 470 2,868 SH   SOLE   2,868 0 0
EXXON MOBIL CORP COM 30231G102 5,399 85,587 SH   SOLE   85,587 0 0
EXXON MOBIL CORP COM 30231G102 36,560 579,575 SH   OTR 1 0 579,575 0
F5 NETWORKS INC COM 315616102 253 1,356 SH   SOLE   1,356 0 0
F5 NETWORKS INC COM 315616102 1,523 8,161 SH   OTR 1 0 8,161 0
FACEBOOK INC CL A 30303M102 17,169 49,376 SH   SOLE   49,376 0 0
FACEBOOK INC CL A 30303M102 114,056 328,021 SH   OTR 1 0 328,021 0
FASTENAL CO COM 311900104 612 11,770 SH   SOLE   11,770 0 0
FASTENAL CO COM 311900104 4,089 78,628 SH   OTR 1 0 78,628 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 147 1,253 SH   SOLE   1,253 0 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 1,135 9,686 SH   OTR 1 0 9,686 0
FEDEX CORP COM 31428X106 9,970 33,420 SH   OTR 1 0 33,420 0
FEDEX CORP COM 31428X106 1,588 5,323 SH   SOLE   5,323 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,737 12,261 SH   SOLE   12,261 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 12,027 84,895 SH   OTR 1 0 84,895 0
FIFTH THIRD BANCORP COM 316773100 542 14,165 SH   SOLE   14,165 0 0
FIFTH THIRD BANCORP COM 316773100 3,684 96,374 SH   OTR 1 0 96,374 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 227 200,000 PRN   SOLE   200,000 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 677 3,616 SH   SOLE   3,616 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 4,509 24,093 SH   OTR 1 0 24,093 0
FIRSTENERGY CORP COM 337932107 414 11,130 SH   SOLE   11,130 0 0
FIRSTENERGY CORP COM 337932107 2,771 74,460 SH   OTR 1 0 74,460 0
FISERV INC COM 337738108 8,715 81,537 SH   OTR 1 0 81,537 0
FISERV INC COM 337738108 1,256 11,746 SH   SOLE   11,746 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 2,920 11,402 SH   OTR 1 0 11,402 0
FLEETCOR TECHNOLOGIES INC COM 339041105 455 1,775 SH   SOLE   1,775 0 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 41 45,000 PRN   SOLE   45,000 0 0
FMC CORP COM NEW 302491303 291 2,688 SH   SOLE   2,688 0 0
FMC CORP COM NEW 302491303 1,913 17,679 SH   OTR 1 0 17,679 0
FORD MTR CO DEL COM 345370860 7,976 536,760 SH   OTR 1 0 536,760 0
FORD MTR CO DEL COM 345370860 1,287 86,623 SH   SOLE   86,623 0 0
FORTINET INC COM 34959E109 715 3,001 SH   SOLE   3,001 0 0
FORTINET INC COM 34959E109 4,420 18,558 SH   OTR 1 0 18,558 0
FORTIVE CORP COM 34959J108 3,232 46,344 SH   OTR 1 0 46,344 0
FORTIVE CORP COM 34959J108 474 6,795 SH   SOLE   6,795 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 574 570,000 PRN   SOLE   570,000 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 284 2,852 SH   SOLE   2,852 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,888 18,954 SH   OTR 1 0 18,954 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 23,754 23,670,931 PRN   SOLE   23,670,931 0 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 126 125,914 PRN   OTR 5 0 125,914 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 44,290 44,134,853 PRN   OTR 1 0 44,134,853 0
FOX CORP CL A COM 35137L105 215 5,789 SH   SOLE   5,789 0 0
FOX CORP CL A COM 35137L105 1,662 44,758 SH   OTR 1 0 44,758 0
FOX CORP CL B COM 35137L204 732 20,804 SH   OTR 1 0 20,804 0
FOX CORP CL B COM 35137L204 168 4,771 SH   SOLE   4,771 0 0
FRANKLIN RESOURCES INC COM 354613101 154 4,825 SH   SOLE   4,825 0 0
FRANKLIN RESOURCES INC COM 354613101 1,193 37,302 SH   OTR 1 0 37,302 0
FREEPORT-MCMORAN INC CL B 35671D857 7,445 200,631 SH   OTR 1 0 200,631 0
FREEPORT-MCMORAN INC CL B 35671D857 1,130 30,449 SH   SOLE   30,449 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 122 85,000 PRN   SOLE   85,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 578 4,128 SH   SOLE   4,128 0 0
GALLAGHER ARTHUR J & CO COM 363576109 3,929 28,049 SH   OTR 1 0 28,049 0
GAP INC COM 364760108 124 3,678 SH   SOLE   3,678 0 0
GAP INC COM 364760108 957 28,433 SH   OTR 1 0 28,433 0
GARTNER INC COM 366651107 2,854 11,784 SH   OTR 1 0 11,784 0
GARTNER INC COM 366651107 418 1,724 SH   SOLE   1,724 0 0
GENERAC HLDGS INC COM 368736104 3,578 8,618 SH   OTR 1 0 8,618 0
GENERAC HLDGS INC COM 368736104 546 1,314 SH   SOLE   1,314 0 0
GENERAL DYNAMICS CORP COM 369550108 5,900 31,337 SH   OTR 1 0 31,337 0
GENERAL DYNAMICS CORP COM 369550108 876 4,653 SH   SOLE   4,653 0 0
GENERAL ELECTRIC CO COM 369604103 2,398 178,139 SH   SOLE   178,139 0 0
GENERAL ELECTRIC CO COM 369604103 16,176 1,201,806 SH   OTR 1 0 1,201,806 0
GENERAL MLS INC COM 370334104 5,092 83,569 SH   OTR 1 0 83,569 0
GENERAL MLS INC COM 370334104 762 12,510 SH   SOLE   12,510 0 0
GENERAL MTRS CO COM 37045V100 10,341 174,766 SH   OTR 1 0 174,766 0
GENERAL MTRS CO COM 37045V100 1,533 25,904 SH   SOLE   25,904 0 0
GENUINE PARTS CO COM 372460105 2,501 19,779 SH   OTR 1 0 19,779 0
GENUINE PARTS CO COM 372460105 323 2,557 SH   SOLE   2,557 0 0
GILEAD SCIENCES INC COM 375558103 1,845 26,791 SH   SOLE   26,791 0 0
GILEAD SCIENCES INC COM 375558103 11,823 171,698 SH   OTR 1 0 171,698 0
GLOBAL PMTS INC COM 37940X102 1,112 5,928 SH   SOLE   5,928 0 0
GLOBAL PMTS INC COM 37940X102 7,579 40,415 SH   OTR 1 0 40,415 0
GLOBAL X FDS NASDAQ 100 COVER 37954Y483 458 20,422 SH   SOLE   20,422 0 0
GLOBE LIFE INC COM 37959E102 1,237 12,988 SH   OTR 1 0 12,988 0
GLOBE LIFE INC COM 37959E102 160 1,679 SH   SOLE   1,679 0 0
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 496 498,000 PRN   SOLE   498,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 17,677 46,576 SH   OTR 1 0 46,576 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,590 6,824 SH   SOLE   6,824 0 0
GRAINGER W W INC COM 384802104 2,625 5,993 SH   OTR 1 0 5,993 0
GRAINGER W W INC COM 384802104 427 975 SH   SOLE   975 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 681 690,000 PRN   SOLE   690,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 141 120,000 PRN   SOLE   120,000 0 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 45,081 696,763 SH   SOLE   696,763 0 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 286 4,417 SH   OTR 5 0 4,417 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 99,372 1,535,884 SH   OTR 1 0 1,535,884 0
HALLIBURTON CO COM 406216101 2,816 121,804 SH   OTR 1 0 121,804 0
HALLIBURTON CO COM 406216101 438 18,953 SH   SOLE   18,953 0 0
HANESBRANDS INC COM 410345102 115 6,167 SH   SOLE   6,167 0 0
HANESBRANDS INC COM 410345102 890 47,673 SH   OTR 1 0 47,673 0
HARTFORD FINL SVCS GROUP INC COM 416515104 3,028 48,864 SH   OTR 1 0 48,864 0
HARTFORD FINL SVCS GROUP INC COM 416515104 466 7,521 SH   SOLE   7,521 0 0
HASBRO INC COM 418056107 252 2,665 SH   SOLE   2,665 0 0
HASBRO INC COM 418056107 1,656 17,515 SH   OTR 1 0 17,515 0
HCA HEALTHCARE INC COM 40412C101 7,438 35,979 SH   OTR 1 0 35,979 0
HCA HEALTHCARE INC COM 40412C101 1,189 5,753 SH   SOLE   5,753 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 2,456 73,781 SH   OTR 1 0 73,781 0
HEALTHPEAK PROPERTIES INC COM 42250P103 378 11,343 SH   SOLE   11,343 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 175 144,000 PRN   OTR 4 24,000 120,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 3,402 2,769,000 PRN   SOLE   2,769,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 44,124 35,914,000 PRN   OTR 1 0 35,914,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 9,729 7,984,000 PRN   DFND 1 7,984,000 0 0
HENRY JACK & ASSOC INC COM 426281101 248 1,516 SH   SOLE   1,516 0 0
HENRY JACK & ASSOC INC COM 426281101 1,663 10,170 SH   OTR 1 0 10,170 0
HENRY SCHEIN INC COM 806407102 185 2,492 SH   SOLE   2,492 0 0
HENRY SCHEIN INC COM 806407102 1,429 19,262 SH   OTR 1 0 19,262 0
HERSHEY CO COM 427866108 538 3,091 SH   SOLE   3,091 0 0
HERSHEY CO COM 427866108 3,489 20,031 SH   OTR 1 0 20,031 0
HESS CORP COM 42809H107 3,281 37,579 SH   OTR 1 0 37,579 0
HESS CORP COM 42809H107 503 5,760 SH   SOLE   5,760 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 413 28,324 SH   SOLE   28,324 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,607 178,782 SH   OTR 1 0 178,782 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 4,599 38,132 SH   OTR 1 0 38,132 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 692 5,733 SH   SOLE   5,733 0 0
HOLOGIC INC COM 436440101 2,340 35,079 SH   OTR 1 0 35,079 0
HOLOGIC INC COM 436440101 366 5,487 SH   SOLE   5,487 0 0
HOME DEPOT INC COM 437076102 46,418 145,561 SH   OTR 1 0 145,561 0
HOME DEPOT INC COM 437076102 7,024 22,027 SH   SOLE   22,027 0 0
HONEYWELL INTL INC COM 438516106 20,851 95,058 SH   OTR 1 0 95,058 0
HONEYWELL INTL INC COM 438516106 3,081 14,048 SH   SOLE   14,048 0 0
HORMEL FOODS CORP COM 440452100 1,843 38,589 SH   OTR 1 0 38,589 0
HORMEL FOODS CORP COM 440452100 291 6,091 SH   SOLE   6,091 0 0
HOST HOTELS & RESORTS INC COM 44107P104 259 15,171 SH   SOLE   15,171 0 0
HOST HOTELS & RESORTS INC COM 44107P104 1,648 96,408 SH   OTR 1 0 96,408 0
HOWMET AEROSPACE INC COM 443201108 301 8,721 SH   SOLE   8,721 0 0
HOWMET AEROSPACE INC COM 443201108 1,845 53,513 SH   OTR 1 0 53,513 0
HP INC COM 40434L105 4,965 164,453 SH   OTR 1 0 164,453 0
HP INC COM 40434L105 847 28,071 SH   SOLE   28,071 0 0
HUBSPOT INC NOTE 0.375% 6/0 443573AD2 424 200,000 PRN   SOLE   200,000 0 0
HUMANA INC COM 444859102 7,819 17,662 SH   OTR 1 0 17,662 0
HUMANA INC COM 444859102 1,233 2,784 SH   SOLE   2,784 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,860 11,414 SH   OTR 1 0 11,414 0
HUNT J B TRANS SVCS INC COM 445658107 273 1,676 SH   SOLE   1,676 0 0
HUNTINGTON BANCSHARES INC COM 446150104 423 29,625 SH   SOLE   29,625 0 0
HUNTINGTON BANCSHARES INC COM 446150104 2,882 201,996 SH   OTR 1 0 201,996 0
HUNTINGTON INGALLS INDS INC COM 446413106 149 705 SH   SOLE   705 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,160 5,502 SH   OTR 1 0 5,502 0
IDEX CORP COM 45167R104 361 1,642 SH   SOLE   1,642 0 0
IDEX CORP COM 45167R104 2,282 10,372 SH   OTR 1 0 10,372 0
IDEXX LABS INC COM 45168D104 7,374 11,676 SH   OTR 1 0 11,676 0
IDEXX LABS INC COM 45168D104 1,081 1,711 SH   SOLE   1,711 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 166 105,000 PRN   SOLE   105,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 8,798 39,353 SH   OTR 1 0 39,353 0
ILLINOIS TOOL WKS INC COM 452308109 1,339 5,989 SH   SOLE   5,989 0 0
ILLUMINA INC COM 452327109 9,459 19,988 SH   OTR 1 0 19,988 0
ILLUMINA INC COM 452327109 1,413 2,985 SH   SOLE   2,985 0 0
ILLUMINA INC NOTE 8/1 452327AK5 2,761 2,185,000 PRN   SOLE   2,185,000 0 0
ILLUMINA INC NOTE 8/1 452327AK5 35,466 28,064,000 PRN   OTR 1 0 28,064,000 0
INCYTE CORP COM 45337C102 2,149 25,539 SH   OTR 1 0 25,539 0
INCYTE CORP COM 45337C102 320 3,804 SH   SOLE   3,804 0 0
INDEXIQ ACTIVE ETF TR IQ MACKAY ESG CR 45409F785 20,039 800,000 SH   OTR 3 0 800,000 0
INDEXIQ ETF TR HEALTHY HEARTS 45409B321 5,483 199,044 SH   OTR 3 0 199,044 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 159 130,000 PRN   SOLE   130,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3 796 523,000 PRN   SOLE   523,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3 17,573 11,540,000 PRN   OTR 1 0 11,540,000 0
INGERSOLL RAND INC COM 45687V106 348 7,127 SH   SOLE   7,127 0 0
INGERSOLL RAND INC COM 45687V106 2,495 51,107 SH   OTR 1 0 51,107 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 130 85,000 PRN   SOLE   85,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 100 95,000 PRN   SOLE   95,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 517 379,000 PRN   SOLE   379,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 1,646 1,484,000 PRN   SOLE   1,484,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 19,407 17,501,000 PRN   OTR 1 0 17,501,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 160 145,000 PRN   OTR 4 24,000 121,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 8,940 8,099,000 PRN   DFND 1 8,099,000 0 0
INTEL CORP COM 458140100 4,738 84,398 SH   SOLE   84,398 0 0
INTEL CORP COM 458140100 31,035 552,806 SH   OTR 1 0 552,806 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 9,145 77,044 SH   OTR 1 0 77,044 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,337 11,265 SH   SOLE   11,265 0 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 495 445,000 PRN   SOLE   445,000 0 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 8,193 7,360,000 PRN   OTR 1 0 7,360,000 0
INTERNATIONAL BUSINESS MACHS COM 459200101 17,931 122,324 SH   OTR 1 0 122,324 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,664 18,171 SH   SOLE   18,171 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 703 4,707 SH   SOLE   4,707 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 5,091 34,078 SH   OTR 1 0 34,078 0
INTERNATIONAL PAPER CO COM 460146103 3,288 53,629 SH   OTR 1 0 53,629 0
INTERNATIONAL PAPER CO COM 460146103 517 8,436 SH   SOLE   8,436 0 0
INTERPUBLIC GROUP COS INC COM 460690100 326 10,026 SH   SOLE   10,026 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,750 53,853 SH   OTR 1 0 53,853 0
INTUIT COM 461202103 2,715 5,538 SH   SOLE   5,538 0 0
INTUIT COM 461202103 18,337 37,410 SH   OTR 1 0 37,410 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,204 2,397 SH   SOLE   2,397 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 14,908 16,211 SH   OTR 1 0 16,211 0
INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 1,372 112,398 SH   SOLE   112,398 0 0
INVESCO MUN TR COM 46131J103 530 38,647 SH   SOLE   38,647 0 0
INVESCO PA VALUE MUN INC TR COM 46132K109 917 68,544 SH   OTR 1 0 68,544 0
INVESCO PA VALUE MUN INC TR COM 46132K109 3,177 237,436 SH   SOLE   237,436 0 0
INVESCO QUALITY MUN INCOME T COM 46133G107 4,570 338,536 SH   SOLE   338,536 0 0
INVESCO TR INVT GRADE MUNS COM 46131M106 1,094 77,998 SH   SOLE   77,998 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 162 120,000 PRN   SOLE   120,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 185 198,000 PRN   SOLE   198,000 0 0
IPG PHOTONICS CORP COM 44980X109 1,033 4,902 SH   OTR 1 0 4,902 0
IPG PHOTONICS CORP COM 44980X109 134 634 SH   SOLE   634 0 0
IQVIA HLDGS INC COM 46266C105 6,358 26,238 SH   OTR 1 0 26,238 0
IQVIA HLDGS INC COM 46266C105 1,016 4,193 SH   SOLE   4,193 0 0
IRON MTN INC NEW COM 46284V101 1,668 39,421 SH   OTR 1 0 39,421 0
IRON MTN INC NEW COM 46284V101 216 5,101 SH   SOLE   5,101 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 120 110,000 PRN   SOLE   110,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 142 120,000 PRN   SOLE   120,000 0 0
ISHARES GOLD TR ISHARES NEW 464285204 31,333 929,500 SH   OTR 1 0 929,500 0
ISHARES TR IBOXX HI YD ETF 464288513 278 3,153 SH   SOLE   3,153 0 0
ISHARES TR IBOXX HI YD ETF 464288513 5,723 65,000 SH   OTR 1 0 65,000 0
ISHARES TR IBOXX INV CP ETF 464287242 535 3,982 SH   SOLE   3,982 0 0
ISHARES TR MSCI ACWI ETF 464288257 1,518 15,000 SH   SOLE   15,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 42 42,000 PRN   SOLE   42,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 57 57,000 PRN   OTR 4 11,000 46,000 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 3,108 3,094,000 PRN   DFND 1 3,094,000 0 0
J JILL INC COM 46620W201 246 12,465 SH   SOLE   12,465 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 213 105,000 PRN   SOLE   105,000 0 0
JACOBS ENGR GROUP INC COM 469814107 374 2,806 SH   SOLE   2,806 0 0
JACOBS ENGR GROUP INC COM 469814107 2,378 17,827 SH   OTR 1 0 17,827 0
JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 216 215,000 PRN   SOLE   215,000 0 0
JD.COM INC SPON ADR CL A 47215P106 255 3,200 SH   SOLE   3,200 0 0
JOHNSON & JOHNSON COM 478160104 8,953 54,349 SH   SOLE   54,349 0 0
JOHNSON & JOHNSON COM 478160104 59,391 360,515 SH   OTR 1 0 360,515 0
JPMORGAN CHASE & CO COM 46625H100 9,546 61,373 SH   SOLE   61,373 0 0
JPMORGAN CHASE & CO COM 46625H100 64,458 414,417 SH   OTR 1 0 414,417 0
JUNIPER NETWORKS INC COM 48203R104 1,227 44,852 SH   OTR 1 0 44,852 0
JUNIPER NETWORKS INC COM 48203R104 159 5,802 SH   SOLE   5,802 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 570 2,010 SH   SOLE   2,010 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 3,528 12,449 SH   OTR 1 0 12,449 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 93 93,000 PRN   SOLE   93,000 0 0
KELLOGG CO COM 487836108 2,219 34,495 SH   OTR 1 0 34,495 0
KELLOGG CO COM 487836108 345 5,361 SH   SOLE   5,361 0 0
KEYCORP COM 493267108 421 20,385 SH   SOLE   20,385 0 0
KEYCORP COM 493267108 2,744 132,866 SH   OTR 1 0 132,866 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,894 25,220 SH   OTR 1 0 25,220 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 596 3,861 SH   SOLE   3,861 0 0
KIMBERLY-CLARK CORP COM 494368103 933 6,977 SH   SOLE   6,977 0 0
KIMBERLY-CLARK CORP COM 494368103 6,180 46,197 SH   OTR 1 0 46,197 0
KIMCO RLTY CORP COM 49446R109 1,237 59,341 SH   OTR 1 0 59,341 0
KIMCO RLTY CORP COM 49446R109 160 7,676 SH   SOLE   7,676 0 0
KINDER MORGAN INC DEL COM 49456B101 4,861 266,621 SH   OTR 1 0 266,621 0
KINDER MORGAN INC DEL COM 49456B101 723 39,683 SH   SOLE   39,683 0 0
KLA CORP COM NEW 482480100 1,042 3,214 SH   SOLE   3,214 0 0
KLA CORP COM NEW 482480100 6,803 20,984 SH   OTR 1 0 20,984 0
KRAFT HEINZ CO COM 500754106 3,619 88,748 SH   OTR 1 0 88,748 0
KRAFT HEINZ CO COM 500754106 550 13,478 SH   SOLE   13,478 0 0
KROGER CO COM 501044101 3,971 103,648 SH   OTR 1 0 103,648 0
KROGER CO COM 501044101 628 16,402 SH   SOLE   16,402 0 0
L BRANDS INC COM 501797104 377 5,237 SH   SOLE   5,237 0 0
L BRANDS INC COM 501797104 2,311 32,073 SH   OTR 1 0 32,073 0
L3HARRIS TECHNOLOGIES INC COM 502431109 6,066 28,063 SH   OTR 1 0 28,063 0
L3HARRIS TECHNOLOGIES INC COM 502431109 914 4,229 SH   SOLE   4,229 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,687 13,367 SH   OTR 1 0 13,367 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 560 2,029 SH   SOLE   2,029 0 0
LAM RESEARCH CORP COM 512807108 5,124 7,875 SH   SOLE   7,875 0 0
LAM RESEARCH CORP COM 512807108 48,034 73,819 SH   OTR 1 0 73,819 0
LAMB WESTON HLDGS INC COM 513272104 1,613 20,003 SH   OTR 1 0 20,003 0
LAMB WESTON HLDGS INC COM 513272104 257 3,188 SH   SOLE   3,188 0 0
LAS VEGAS SANDS CORP COM 517834107 2,365 44,892 SH   OTR 1 0 44,892 0
LAS VEGAS SANDS CORP COM 517834107 369 7,008 SH   SOLE   7,008 0 0
LAUDER ESTEE COS INC CL A 518439104 1,481 4,656 SH   SOLE   4,656 0 0
LAUDER ESTEE COS INC CL A 518439104 10,098 31,747 SH   OTR 1 0 31,747 0
LEGGETT & PLATT INC COM 524660107 122 2,351 SH   SOLE   2,351 0 0
LEGGETT & PLATT INC COM 524660107 942 18,176 SH   OTR 1 0 18,176 0
LEIDOS HOLDINGS INC COM 525327102 1,843 18,230 SH   OTR 1 0 18,230 0
LEIDOS HOLDINGS INC COM 525327102 289 2,858 SH   SOLE   2,858 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 1,105 932,000 PRN   SOLE   932,000 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 13,450 11,344,000 PRN   OTR 1 0 11,344,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 2,282 1,933,000 PRN   DFND 1 1,933,000 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 41 35,000 PRN   OTR 4 6,000 29,000 0
LENNAR CORP CL A 526057104 584 5,883 SH   SOLE   5,883 0 0
LENNAR CORP CL A 526057104 3,751 37,752 SH   OTR 1 0 37,752 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 30 30,000 PRN   SOLE   30,000 0 0
LIBERTY MEDIA CORP DEL DEB 2.250% 9/3 531229AE2 53 115,000 PRN   SOLE   115,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 21,965 16,105,000 PRN   OTR 1 0 16,105,000 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 1,369 1,004,000 PRN   SOLE   1,004,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 112 84,000 PRN   OTR 4 14,000 70,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1,854 1,390,000 PRN   SOLE   1,390,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 22,483 16,857,000 PRN   OTR 1 0 16,857,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 6,385 4,805,000 PRN   DFND 1 4,805,000 0 0
LILLY ELI & CO COM 532457108 25,011 108,971 SH   OTR 1 0 108,971 0
LILLY ELI & CO COM 532457108 3,763 16,394 SH   SOLE   16,394 0 0
LINCOLN NATL CORP IND COM 534187109 1,539 24,498 SH   OTR 1 0 24,498 0
LINCOLN NATL CORP IND COM 534187109 249 3,969 SH   SOLE   3,969 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,732 19,779 SH   OTR 1 0 19,779 0
LIVE NATION ENTERTAINMENT IN COM 538034109 277 3,157 SH   SOLE   3,157 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 23,173 16,537,000 PRN   OTR 1 0 16,537,000 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 1,927 1,375,000 PRN   SOLE   1,375,000 0 0
LKQ CORP COM 501889208 1,877 38,139 SH   OTR 1 0 38,139 0
LKQ CORP COM 501889208 243 4,934 SH   SOLE   4,934 0 0
LOCKHEED MARTIN CORP COM 539830109 1,884 4,980 SH   SOLE   4,980 0 0
LOCKHEED MARTIN CORP COM 539830109 12,668 33,483 SH   OTR 1 0 33,483 0
LOEWS CORP COM 540424108 1,674 30,625 SH   OTR 1 0 30,625 0
LOEWS CORP COM 540424108 255 4,661 SH   SOLE   4,661 0 0
LOWES COS INC COM 548661107 18,771 96,774 SH   OTR 1 0 96,774 0
LOWES COS INC COM 548661107 2,932 15,116 SH   SOLE   15,116 0 0
LUMEN TECHNOLOGIES INC COM 550241103 284 20,913 SH   SOLE   20,913 0 0
LUMEN TECHNOLOGIES INC COM 550241103 1,851 136,185 SH   OTR 1 0 136,185 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 11,544 7,924,000 PRN   DFND 1 7,924,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 73,662 50,475,000 PRN   OTR 1 0 50,475,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 4,695 3,217,000 PRN   SOLE   3,217,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 208 143,000 PRN   OTR 4 24,000 119,000 0
LYFT INC NOTE 1.500% 5/1 55087PAB0 224 131,000 PRN   SOLE   131,000 0 0
M & T BK CORP COM 55261F104 389 2,678 SH   SOLE   2,678 0 0
M & T BK CORP COM 55261F104 2,559 17,613 SH   OTR 1 0 17,613 0
MARATHON OIL CORP COM 565849106 1,469 107,890 SH   OTR 1 0 107,890 0
MARATHON OIL CORP COM 565849106 190 13,955 SH   SOLE   13,955 0 0
MARATHON PETE CORP COM 56585A102 4,107 67,975 SH   OTR 1 0 67,975 0
MARATHON PETE CORP COM 56585A102 644 10,661 SH   SOLE   10,661 0 0
MARKETAXESS HLDGS INC COM 57060D108 357 771 SH   SOLE   771 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,408 5,194 SH   OTR 1 0 5,194 0
MARRIOTT INTL INC NEW CL A 571903202 755 5,528 SH   SOLE   5,528 0 0
MARRIOTT INTL INC NEW CL A 571903202 4,991 36,556 SH   OTR 1 0 36,556 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 3,812 3,198,000 PRN   DFND 1 3,198,000 0 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 72 60,000 PRN   OTR 4 11,000 49,000 0
MARSH & MCLENNAN COS INC COM 571748102 9,794 69,619 SH   OTR 1 0 69,619 0
MARSH & MCLENNAN COS INC COM 571748102 1,436 10,205 SH   SOLE   10,205 0 0
MARTIN MARIETTA MATLS INC COM 573284106 3,004 8,538 SH   OTR 1 0 8,538 0
MARTIN MARIETTA MATLS INC COM 573284106 459 1,305 SH   SOLE   1,305 0 0
MASCO CORP COM 574599106 2,047 34,744 SH   OTR 1 0 34,744 0
MASCO CORP COM 574599106 330 5,594 SH   SOLE   5,594 0 0
MASTERCARD INCORPORATED CL A 57636Q104 43,723 119,759 SH   OTR 1 0 119,759 0
MASTERCARD INCORPORATED CL A 57636Q104 6,477 17,742 SH   SOLE   17,742 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 3,871 36,739 SH   OTR 1 0 36,739 0
MAXIM INTEGRATED PRODS INC COM 57772K101 585 5,552 SH   SOLE   5,552 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,011 34,089 SH   OTR 1 0 34,089 0
MCCORMICK & CO INC COM NON VTG 579780206 460 5,209 SH   SOLE   5,209 0 0
MCDONALDS CORP COM 580135101 3,491 15,112 SH   SOLE   15,112 0 0
MCDONALDS CORP COM 580135101 23,596 102,152 SH   OTR 1 0 102,152 0
MCKESSON CORP COM 58155Q103 4,141 21,656 SH   OTR 1 0 21,656 0
MCKESSON CORP COM 58155Q103 631 3,300 SH   SOLE   3,300 0 0
MERCADOLIBRE INC COM 58733R102 312 200 SH   SOLE   200 0 0
MERCK & CO INC COM 58933Y105 26,958 346,641 SH   OTR 1 0 346,641 0
MERCK & CO INC COM 58933Y105 4,101 52,733 SH   SOLE   52,733 0 0
METLIFE INC COM 59156R108 6,097 101,869 SH   OTR 1 0 101,869 0
METLIFE INC COM 59156R108 926 15,475 SH   SOLE   15,475 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 709 512 SH   SOLE   512 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,412 3,185 SH   OTR 1 0 3,185 0
MFS MUN INCOME TR SH BEN INT 552738106 2,379 333,155 SH   SOLE   333,155 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2,377 55,738 SH   OTR 1 0 55,738 0
MGM RESORTS INTERNATIONAL COM 552953101 384 9,009 SH   SOLE   9,009 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 830 5,544 SH   SOLE   5,544 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 5,607 37,446 SH   OTR 1 0 37,446 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 36,457 16,344,000 PRN   OTR 1 0 16,344,000 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 3,589 1,609,000 PRN   SOLE   1,609,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 19,870 6,027,000 PRN   DFND 1 6,027,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 49,136 14,881,000 PRN   OTR 1 0 14,881,000 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 2,916 883,000 PRN   SOLE   883,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 353 107,000 PRN   OTR 4 19,000 88,000 0
MICRON TECHNOLOGY INC COM 595112103 1,951 22,956 SH   SOLE   22,956 0 0
MICRON TECHNOLOGY INC COM 595112103 13,046 153,522 SH   OTR 1 0 153,522 0
MICROSOFT CORP COM 594918104 41,386 152,773 SH   SOLE   152,773 0 0
MICROSOFT CORP COM 594918104 279,319 1,031,079 SH   OTR 1 0 1,031,079 0
MID-AMER APT CMNTYS INC COM 59522J103 2,640 15,673 SH   OTR 1 0 15,673 0
MID-AMER APT CMNTYS INC COM 59522J103 426 2,528 SH   SOLE   2,528 0 0
MOHAWK INDS INC COM 608190104 1,541 8,017 SH   OTR 1 0 8,017 0
MOHAWK INDS INC COM 608190104 257 1,337 SH   SOLE   1,337 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 252 4,686 SH   SOLE   4,686 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 1,381 25,728 SH   OTR 1 0 25,728 0
MONDELEZ INTL INC CL A 609207105 1,722 27,572 SH   SOLE   27,572 0 0
MONDELEZ INTL INC CL A 609207105 12,008 192,306 SH   OTR 1 0 192,306 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 23,392 12,928,000 PRN   OTR 1 0 12,928,000 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 1,967 1,087,000 PRN   SOLE   1,087,000 0 0
MONGODB INC NOTE 0.750% 6/1 60937PAB2 186 35,000 PRN   SOLE   35,000 0 0
MONOLITHIC PWR SYS INC COM 609839105 359 962 SH   SOLE   962 0 0
MONOLITHIC PWR SYS INC COM 609839105 2,199 5,888 SH   OTR 1 0 5,888 0
MONSTER BEVERAGE CORP NEW COM 61174X109 708 7,752 SH   SOLE   7,752 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 4,627 50,652 SH   OTR 1 0 50,652 0
MOODYS CORP COM 615369105 1,214 3,351 SH   SOLE   3,351 0 0
MOODYS CORP COM 615369105 7,987 22,040 SH   OTR 1 0 22,040 0
MORGAN STANLEY COM NEW 617446448 2,719 29,655 SH   SOLE   29,655 0 0
MORGAN STANLEY COM NEW 617446448 18,684 203,773 SH   OTR 1 0 203,773 0
MOSAIC CO NEW COM 61945C103 246 7,720 SH   SOLE   7,720 0 0
MOSAIC CO NEW COM 61945C103 1,510 47,314 SH   OTR 1 0 47,314 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 5,037 23,227 SH   OTR 1 0 23,227 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 749 3,454 SH   SOLE   3,454 0 0
MSCI INC COM 55354G100 6,017 11,287 SH   OTR 1 0 11,287 0
MSCI INC COM 55354G100 885 1,660 SH   SOLE   1,660 0 0
NANOSTRING TECHNOLOGIES INC NOTE 2.625% 3/0 63009RAD1 158 100,000 PRN   SOLE   100,000 0 0
NASDAQ INC COM 631103108 410 2,334 SH   SOLE   2,334 0 0
NASDAQ INC COM 631103108 2,764 15,725 SH   OTR 1 0 15,725 0
NATERA INC NOTE 2.250% 5/0 632307AB0 142 47,000 PRN   SOLE   47,000 0 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 509 219,000 PRN   SOLE   219,000 0 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 10,711 4,605,000 PRN   OTR 1 0 4,605,000 0
NETAPP INC COM 64110D104 396 4,836 SH   SOLE   4,836 0 0
NETAPP INC COM 64110D104 2,489 30,425 SH   OTR 1 0 30,425 0
NETFLIX INC COM 64110L106 32,063 60,702 SH   OTR 1 0 60,702 0
NETFLIX INC COM 64110L106 4,754 9,001 SH   SOLE   9,001 0 0
NEUBERGER BERMAN N Y MUN FD COM 64124K102 343 25,745 SH   SOLE   25,745 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 115 86,000 PRN   OTR 4 14,000 72,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 28,704 21,311,000 PRN   OTR 1 0 21,311,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 2,329 1,729,000 PRN   SOLE   1,729,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 6,257 4,680,000 PRN   DFND 1 4,680,000 0 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 119 120,000 PRN   SOLE   120,000 0 0
NEWELL BRANDS INC COM 651229106 1,419 51,650 SH   OTR 1 0 51,650 0
NEWELL BRANDS INC COM 651229106 184 6,681 SH   SOLE   6,681 0 0
NEWMONT CORP COM 651639106 1,045 16,486 SH   SOLE   16,486 0 0
NEWMONT CORP COM 651639106 6,951 109,679 SH   OTR 1 0 109,679 0
NEWPARK RES INC NOTE 4.000%12/0 651718AE8 597 600,000 PRN   SOLE   600,000 0 0
NEWS CORP NEW CL A 65249B109 276 10,692 SH   SOLE   10,692 0 0
NEWS CORP NEW CL A 65249B109 1,378 53,455 SH   OTR 1 0 53,455 0
NEWS CORP NEW CL B 65249B208 405 16,643 SH   OTR 1 0 16,643 0
NEWS CORP NEW CL B 65249B208 52 2,153 SH   SOLE   2,153 0 0
NEXTERA ENERGY INC COM 65339F101 2,853 38,930 SH   SOLE   38,930 0 0
NEXTERA ENERGY INC COM 65339F101 19,677 268,524 SH   OTR 1 0 268,524 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 12,035 245,823 SH   DFND 1 245,823 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 201 4,098 SH   OTR 4 428 3,670 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 1,042 21,300 SH   SOLE   21,300 0 0
NICE LTD SPONSORED ADR 653656108 10,334 41,762 SH   OTR 1 0 41,762 0
NICE LTD SPONSORED ADR 653656108 8,923 36,058 SH   SOLE   36,058 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 915 308,000 PRN   SOLE   308,000 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 14,333 4,835,000 PRN   DFND 1 4,835,000 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 264 89,000 PRN   OTR 4 14,000 75,000 0
NIKE INC CL B 654106103 26,965 174,543 SH   OTR 1 0 174,543 0
NIKE INC CL B 654106103 3,997 25,875 SH   SOLE   25,875 0 0
NISOURCE INC COM 65473P105 170 6,929 SH   SOLE   6,929 0 0
NISOURCE INC COM 65473P105 1,312 53,559 SH   OTR 1 0 53,559 0
NORFOLK SOUTHN CORP COM 655844108 9,092 34,258 SH   OTR 1 0 34,258 0
NORFOLK SOUTHN CORP COM 655844108 1,348 5,080 SH   SOLE   5,080 0 0
NORTHERN TR CORP COM 665859104 3,292 28,472 SH   OTR 1 0 28,472 0
NORTHERN TR CORP COM 665859104 495 4,283 SH   SOLE   4,283 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,109 3,051 SH   SOLE   3,051 0 0
NORTHROP GRUMMAN CORP COM 666807102 7,448 20,494 SH   OTR 1 0 20,494 0
NORTONLIFELOCK INC COM 668771108 332 12,188 SH   SOLE   12,188 0 0
NORTONLIFELOCK INC COM 668771108 2,165 79,533 SH   OTR 1 0 79,533 0
NOV INC COM 62955J103 819 53,480 SH   OTR 1 0 53,480 0
NOV INC COM 62955J103 106 6,917 SH   SOLE   6,917 0 0
NRG ENERGY INC COM NEW 629377508 174 4,327 SH   SOLE   4,327 0 0
NRG ENERGY INC COM NEW 629377508 1,348 33,452 SH   OTR 1 0 33,452 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 5,780 4,974,000 PRN   DFND 1 4,974,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 105 90,000 PRN   OTR 4 15,000 75,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3,326 2,850,000 PRN   SOLE   2,850,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 53,842 46,137,000 PRN   OTR 1 0 46,137,000 0
NUCOR CORP COM 670346105 3,930 40,967 SH   OTR 1 0 40,967 0
NUCOR CORP COM 670346105 614 6,398 SH   SOLE   6,398 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 20,846 21,043,000 PRN   OTR 1 0 21,043,000 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 1,526 1,540,000 PRN   SOLE   1,540,000 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 149 151,000 PRN   OTR 4 24,000 127,000 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 8,416 8,539,000 PRN   DFND 1 8,539,000 0 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 32,945 2,098,405 SH   SOLE   2,098,405 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1,419 100,000 SH   OTR 1 0 100,000 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 7,784 548,590 SH   SOLE   548,590 0 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7,808 517,097 SH   SOLE   517,097 0 0
NUVEEN QUALITY MUNCP INCOME COM 67066V101 3,016 188,362 SH   SOLE   188,362 0 0
NVIDIA CORPORATION COM 67066G104 10,026 12,531 SH   SOLE   12,531 0 0
NVIDIA CORPORATION COM 67066G104 68,240 85,289 SH   OTR 1 0 85,289 0
NVR INC COM 62944T105 348 70 SH   SOLE   70 0 0
NVR INC COM 62944T105 2,328 468 SH   OTR 1 0 468 0
OCCIDENTAL PETE CORP COM 674599105 3,596 115,007 SH   OTR 1 0 115,007 0
OCCIDENTAL PETE CORP COM 674599105 539 17,221 SH   SOLE   17,221 0 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 701 745,000 PRN   SOLE   745,000 0 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 1,991 2,117,000 PRN   OTR 1 0 2,117,000 0
OKTA INC NOTE 0.125% 9/0 679295AD7 18,497 12,805,000 PRN   OTR 1 0 12,805,000 0
OKTA INC NOTE 0.125% 9/0 679295AD7 2,388 1,653,000 PRN   SOLE   1,653,000 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 504 1,984 SH   SOLE   1,984 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 3,304 13,019 SH   OTR 1 0 13,019 0
OMNICOM GROUP INC COM 681919106 360 4,501 SH   SOLE   4,501 0 0
OMNICOM GROUP INC COM 681919106 2,351 29,388 SH   OTR 1 0 29,388 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 21,511 11,288,000 PRN   OTR 1 0 11,288,000 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 1,746 916,000 PRN   SOLE   916,000 0 0
ONEOK INC NEW COM 682680103 3,394 60,994 SH   OTR 1 0 60,994 0
ONEOK INC NEW COM 682680103 506 9,088 SH   SOLE   9,088 0 0
ORACLE CORP COM 68389X105 2,947 37,866 SH   SOLE   37,866 0 0
ORACLE CORP COM 68389X105 19,359 248,698 SH   OTR 1 0 248,698 0
OREILLY AUTOMOTIVE INC COM 67103H107 5,408 9,551 SH   OTR 1 0 9,551 0
OREILLY AUTOMOTIVE INC COM 67103H107 813 1,435 SH   SOLE   1,435 0 0
ORGANON & CO COMMON STOCK 68622V106 1,046 34,583 SH   OTR 1 0 34,583 0
ORGANON & CO COMMON STOCK 68622V106 159 5,262 SH   SOLE   5,262 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 93 87,000 PRN   SOLE   87,000 0 0
OTIS WORLDWIDE CORP COM 68902V107 4,516 55,225 SH   OTR 1 0 55,225 0
OTIS WORLDWIDE CORP COM 68902V107 670 8,193 SH   SOLE   8,193 0 0
PACCAR INC COM 693718108 4,242 47,526 SH   OTR 1 0 47,526 0
PACCAR INC COM 693718108 638 7,147 SH   SOLE   7,147 0 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 234 214,000 PRN   SOLE   214,000 0 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 3,549 3,250,000 PRN   DFND 1 3,250,000 0 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 3,008 2,749,000 PRN   OTR 1 0 2,749,000 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 64 59,000 PRN   OTR 4 10,000 49,000 0
PACKAGING CORP AMER COM 695156109 268 1,982 SH   SOLE   1,982 0 0
PACKAGING CORP AMER COM 695156109 1,761 13,005 SH   OTR 1 0 13,005 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 24,328 17,823,000 PRN   OTR 1 0 17,823,000 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 1,955 1,432,000 PRN   SOLE   1,432,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 3,310 2,267,000 PRN   SOLE   2,267,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 39,144 26,811,000 PRN   OTR 1 0 26,811,000 0
PARKER-HANNIFIN CORP COM 701094104 794 2,584 SH   SOLE   2,584 0 0
PARKER-HANNIFIN CORP COM 701094104 5,426 17,668 SH   OTR 1 0 17,668 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 6,912 6,407,000 PRN   DFND 1 6,407,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 3,019 2,773,000 PRN   SOLE   2,773,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 37,145 34,117,000 PRN   OTR 1 0 34,117,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 123 114,000 PRN   OTR 4 20,000 94,000 0
PAYCHEX INC COM 704326107 705 6,575 SH   SOLE   6,575 0 0
PAYCHEX INC COM 704326107 4,707 43,869 SH   OTR 1 0 43,869 0
PAYCOM SOFTWARE INC COM 70432V102 352 968 SH   SOLE   968 0 0
PAYCOM SOFTWARE INC COM 70432V102 2,439 6,711 SH   OTR 1 0 6,711 0
PAYPAL HLDGS INC COM 70450Y103 7,039 24,150 SH   SOLE   24,150 0 0
PAYPAL HLDGS INC COM 70450Y103 46,876 160,821 SH   OTR 1 0 160,821 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 167 147,000 PRN   OTR 4 24,000 123,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 9,320 8,219,000 PRN   DFND 1 8,219,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 6,678 5,863,000 PRN   OTR 1 0 5,863,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 675 593,000 PRN   SOLE   593,000 0 0
PENN NATL GAMING INC COM 707569109 1,554 20,318 SH   OTR 1 0 20,318 0
PENN NATL GAMING INC COM 707569109 201 2,628 SH   SOLE   2,628 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 264 79,000 PRN   SOLE   79,000 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 103 100,000 PRN   SOLE   100,000 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 130 7,572 SH   SOLE   7,572 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,003 58,543 SH   OTR 1 0 58,543 0
PEPSICO INC COM 713448108 28,026 189,146 SH   OTR 1 0 189,146 0
PEPSICO INC COM 713448108 4,170 28,146 SH   SOLE   28,146 0 0
PERKINELMER INC COM 714046109 337 2,181 SH   SOLE   2,181 0 0
PERKINELMER INC COM 714046109 2,365 15,317 SH   OTR 1 0 15,317 0
PFIZER INC COM 717081103 4,484 114,515 SH   SOLE   114,515 0 0
PFIZER INC COM 717081103 30,009 766,329 SH   OTR 1 0 766,329 0
PG&E CORP UNIT 99/99/9999 69331C140 31,941 315,000 SH   OTR 1 0 315,000 0
PG&E CORP UNIT 99/99/9999 69331C140 7,835 77,294 SH   DFND 1 77,294 0 0
PG&E CORP UNIT 99/99/9999 69331C140 2,685 26,482 SH   SOLE   26,482 0 0
PG&E CORP UNIT 99/99/9999 69331C140 131 1,291 SH   OTR 4 135 1,156 0
PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 2,641 165,657 SH   SOLE   165,657 0 0
PGIM HIGH YIELD BOND FUND IN COM 69346H100 2,441 150,000 SH   SOLE   150,000 0 0
PHILIP MORRIS INTL INC COM 718172109 21,147 213,366 SH   OTR 1 0 213,366 0
PHILIP MORRIS INTL INC COM 718172109 1,694 17,092 SH   SOLE   17,092 0 0
PHILLIPS 66 COM 718546104 777 9,053 SH   SOLE   9,053 0 0
PHILLIPS 66 COM 718546104 5,144 59,944 SH   OTR 1 0 59,944 0
PINNACLE WEST CAP CORP COM 723484101 260 3,173 SH   SOLE   3,173 0 0
PINNACLE WEST CAP CORP COM 723484101 1,263 15,402 SH   OTR 1 0 15,402 0
PIONEER MUNICIPAL HIGH INCOM COM 723762100 3,904 316,387 SH   OTR 1 0 316,387 0
PIONEER MUNICIPAL HIGH INCOM COM 723762100 11,216 908,911 SH   SOLE   908,911 0 0
PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 4,318 332,691 SH   OTR 1 0 332,691 0
PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 6,162 474,736 SH   SOLE   474,736 0 0
PIONEER NAT RES CO COM 723787107 748 4,604 SH   SOLE   4,604 0 0
PIONEER NAT RES CO COM 723787107 5,156 31,728 SH   OTR 1 0 31,728 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 168 105,000 PRN   OTR 4 19,000 86,000 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 83,130 51,940,000 PRN   OTR 1 0 51,940,000 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 9,361 5,867,000 PRN   DFND 1 5,867,000 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 6,732 4,206,000 PRN   SOLE   4,206,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,645 8,623 SH   SOLE   8,623 0 0
PNC FINL SVCS GROUP INC COM 693475105 11,095 58,163 SH   OTR 1 0 58,163 0
POOL CORP COM 73278L105 2,523 5,501 SH   OTR 1 0 5,501 0
POOL CORP COM 73278L105 372 810 SH   SOLE   810 0 0
PPG INDS INC COM 693506107 832 4,898 SH   SOLE   4,898 0 0
PPG INDS INC COM 693506107 5,510 32,458 SH   OTR 1 0 32,458 0
PPL CORP COM 69351T106 448 16,023 SH   SOLE   16,023 0 0
PPL CORP COM 69351T106 2,946 105,336 SH   OTR 1 0 105,336 0
PRICE T ROWE GROUP INC COM 74144T108 6,148 31,057 SH   OTR 1 0 31,057 0
PRICE T ROWE GROUP INC COM 74144T108 914 4,617 SH   SOLE   4,617 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 35,742 32,836,000 PRN   OTR 1 0 32,836,000 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 2,813 2,584,000 PRN   SOLE   2,584,000 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 2,190 34,652 SH   OTR 1 0 34,652 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 444 7,029 SH   SOLE   7,029 0 0
PROCTER AND GAMBLE CO COM 742718109 6,835 50,657 SH   SOLE   50,657 0 0
PROCTER AND GAMBLE CO COM 742718109 45,224 335,166 SH   OTR 1 0 335,166 0
PROGRESSIVE CORP COM 743315103 7,863 80,059 SH   OTR 1 0 80,059 0
PROGRESSIVE CORP COM 743315103 1,169 11,907 SH   SOLE   11,907 0 0
PROLOGIS INC. COM 74340W103 1,841 15,399 SH   SOLE   15,399 0 0
PROLOGIS INC. COM 74340W103 12,106 101,276 SH   OTR 1 0 101,276 0
PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 220 175,000 PRN   SOLE   175,000 0 0
PRUDENTIAL FINL INC COM 744320102 5,527 53,939 SH   OTR 1 0 53,939 0
PRUDENTIAL FINL INC COM 744320102 828 8,076 SH   SOLE   8,076 0 0
PTC INC COM 69370C100 319 2,258 SH   SOLE   2,258 0 0
PTC INC COM 69370C100 2,034 14,401 SH   OTR 1 0 14,401 0
PUBLIC STORAGE COM 74460D109 946 3,145 SH   SOLE   3,145 0 0
PUBLIC STORAGE COM 74460D109 6,266 20,840 SH   OTR 1 0 20,840 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4,131 69,148 SH   OTR 1 0 69,148 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 606 10,143 SH   SOLE   10,143 0 0
PULTE GROUP INC COM 745867101 321 5,882 SH   SOLE   5,882 0 0
PULTE GROUP INC COM 745867101 1,976 36,207 SH   OTR 1 0 36,207 0
PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 1,895 134,024 SH   SOLE   134,024 0 0
PVH CORPORATION COM 693656100 1,046 9,718 SH   OTR 1 0 9,718 0
PVH CORPORATION COM 693656100 135 1,257 SH   SOLE   1,257 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 129 70,000 PRN   SOLE   70,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 9,440 7,195,000 PRN   OTR 1 0 7,195,000 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 1,000 762,000 PRN   SOLE   762,000 0 0
QORVO INC COM 74736K101 3,016 15,413 SH   OTR 1 0 15,413 0
QORVO INC COM 74736K101 449 2,294 SH   SOLE   2,294 0 0
QUALCOMM INC COM 747525103 22,072 154,424 SH   OTR 1 0 154,424 0
QUALCOMM INC COM 747525103 3,326 23,273 SH   SOLE   23,273 0 0
QUANTA SVCS INC COM 74762E102 1,728 19,076 SH   OTR 1 0 19,076 0
QUANTA SVCS INC COM 74762E102 223 2,467 SH   SOLE   2,467 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,360 17,885 SH   OTR 1 0 17,885 0
QUEST DIAGNOSTICS INC COM 74834L100 371 2,813 SH   SOLE   2,813 0 0
RALPH LAUREN CORP CL A 751212101 101 854 SH   SOLE   854 0 0
RALPH LAUREN CORP CL A 751212101 777 6,592 SH   OTR 1 0 6,592 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 21,865 16,548,000 PRN   OTR 1 0 16,548,000 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 856 648,000 PRN   SOLE   648,000 0 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 125 55,000 PRN   SOLE   55,000 0 0
RAYMOND JAMES FINL INC COM 754730109 2,176 16,750 SH   OTR 1 0 16,750 0
RAYMOND JAMES FINL INC COM 754730109 415 3,192 SH   SOLE   3,192 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 17,695 207,418 SH   OTR 1 0 207,418 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 2,633 30,861 SH   SOLE   30,861 0 0
REALTY INCOME CORP COM 756109104 508 7,614 SH   SOLE   7,614 0 0
REALTY INCOME CORP COM 756109104 3,413 51,142 SH   OTR 1 0 51,142 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 80 80,000 PRN   SOLE   80,000 0 0
REGENCY CTRS CORP COM 758849103 1,383 21,586 SH   OTR 1 0 21,586 0
REGENCY CTRS CORP COM 758849103 279 4,349 SH   SOLE   4,349 0 0
REGENERON PHARMACEUTICALS COM 75886F107 8,005 14,332 SH   OTR 1 0 14,332 0
REGENERON PHARMACEUTICALS COM 75886F107 1,203 2,153 SH   SOLE   2,153 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 2,656 131,600 SH   OTR 1 0 131,600 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 418 20,721 SH   SOLE   20,721 0 0
REPUBLIC SVCS INC COM 760759100 3,171 28,826 SH   OTR 1 0 28,826 0
REPUBLIC SVCS INC COM 760759100 443 4,028 SH   SOLE   4,028 0 0
RESMED INC COM 761152107 734 2,976 SH   SOLE   2,976 0 0
RESMED INC COM 761152107 4,911 19,922 SH   OTR 1 0 19,922 0
RH NOTE 9/1 74967XAD5 385 120,000 PRN   SOLE   120,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 152 138,000 PRN   OTR 4 24,000 114,000 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 55,256 49,808,000 PRN   OTR 1 0 49,808,000 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 4,438 4,000,000 PRN   SOLE   4,000,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 8,342 7,554,000 PRN   DFND 1 7,554,000 0 0
ROBERT HALF INTL INC COM 770323103 1,376 15,461 SH   OTR 1 0 15,461 0
ROBERT HALF INTL INC COM 770323103 177 1,995 SH   SOLE   1,995 0 0
ROCKWELL AUTOMATION INC COM 773903109 4,541 15,875 SH   OTR 1 0 15,875 0
ROCKWELL AUTOMATION INC COM 773903109 702 2,455 SH   SOLE   2,455 0 0
ROLLINS INC COM 775711104 134 3,916 SH   SOLE   3,916 0 0
ROLLINS INC COM 775711104 1,035 30,269 SH   OTR 1 0 30,269 0
ROPER TECHNOLOGIES INC COM 776696106 6,774 14,407 SH   OTR 1 0 14,407 0
ROPER TECHNOLOGIES INC COM 776696106 1,018 2,164 SH   SOLE   2,164 0 0
ROSS STORES INC COM 778296103 919 7,414 SH   SOLE   7,414 0 0
ROSS STORES INC COM 778296103 6,054 48,820 SH   OTR 1 0 48,820 0
S&P GLOBAL INC COM 78409V104 1,956 4,766 SH   SOLE   4,766 0 0
S&P GLOBAL INC COM 78409V104 13,536 32,979 SH   OTR 1 0 32,979 0
SABA CAPITAL INCOME & OPRNT SHARES 78518H103 265 56,194 SH   SOLE   56,194 0 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 392 215,000 PRN   SOLE   215,000 0 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 5,512 3,020,000 PRN   OTR 1 0 3,020,000 0
SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 328 175,000 PRN   SOLE   175,000 0 0
SALESFORCE COM INC COM 79466L302 30,966 126,770 SH   OTR 1 0 126,770 0
SALESFORCE COM INC COM 79466L302 4,567 18,696 SH   SOLE   18,696 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 178 135,000 PRN   SOLE   135,000 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 4,771 14,970 SH   OTR 1 0 14,970 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 776 2,436 SH   SOLE   2,436 0 0
SCHLUMBERGER LTD COM STK 806857108 930 29,059 SH   SOLE   29,059 0 0
SCHLUMBERGER LTD COM STK 806857108 6,128 191,433 SH   OTR 1 0 191,433 0
SCHWAB CHARLES CORP COM 808513105 2,174 29,857 SH   SOLE   29,857 0 0
SCHWAB CHARLES CORP COM 808513105 14,950 205,331 SH   OTR 1 0 205,331 0
SEALED AIR CORP NEW COM 81211K100 159 2,691 SH   SOLE   2,691 0 0
SEALED AIR CORP NEW COM 81211K100 1,233 20,808 SH   OTR 1 0 20,808 0
SEMPRA ENERGY COM 816851109 819 6,179 SH   SOLE   6,179 0 0
SEMPRA ENERGY COM 816851109 5,714 43,134 SH   OTR 1 0 43,134 0
SERVICENOW INC COM 81762P102 14,855 27,031 SH   OTR 1 0 27,031 0
SERVICENOW INC COM 81762P102 2,196 3,996 SH   SOLE   3,996 0 0
SHERWIN WILLIAMS CO COM 824348106 1,318 4,838 SH   SOLE   4,838 0 0
SHERWIN WILLIAMS CO COM 824348106 8,928 32,768 SH   OTR 1 0 32,768 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 2,496 1,910,000 PRN   SOLE   1,910,000 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 40,402 30,912,000 PRN   OTR 1 0 30,912,000 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 2,414 1,735,000 PRN   SOLE   1,735,000 0 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 32,875 23,629,000 PRN   OTR 1 0 23,629,000 0
SIMON PPTY GROUP INC NEW COM 828806109 5,868 44,976 SH   OTR 1 0 44,976 0
SIMON PPTY GROUP INC NEW COM 828806109 863 6,617 SH   SOLE   6,617 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 4,334 22,601 SH   OTR 1 0 22,601 0
SKYWORKS SOLUTIONS INC COM 83088M102 657 3,424 SH   SOLE   3,424 0 0
SLACK TECHNOLOGIES INC NOTE 0.500% 4/1 83088VAB8 26,275 17,293,000 PRN   OTR 1 0 17,293,000 0
SLACK TECHNOLOGIES INC NOTE 0.500% 4/1 83088VAB8 1,323 871,000 PRN   SOLE   871,000 0 0
SMITH A O CORP COM 831865209 172 2,382 SH   SOLE   2,382 0 0
SMITH A O CORP COM 831865209 1,327 18,409 SH   OTR 1 0 18,409 0
SMUCKER J M CO COM NEW 832696405 1,941 14,978 SH   OTR 1 0 14,978 0
SMUCKER J M CO COM NEW 832696405 303 2,339 SH   SOLE   2,339 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 1,954 648,000 PRN   SOLE   648,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 3 1,000 PRN   OTR 1 0 1,000 0
SNAP ON INC COM 833034101 1,655 7,408 SH   OTR 1 0 7,408 0
SNAP ON INC COM 833034101 214 958 SH   SOLE   958 0 0
SOUTHERN CO COM 842587107 1,286 21,245 SH   SOLE   21,245 0 0
SOUTHERN CO COM 842587107 8,770 144,928 SH   OTR 1 0 144,928 0
SOUTHWEST AIRLS CO COM 844741108 4,298 80,960 SH   OTR 1 0 80,960 0
SOUTHWEST AIRLS CO COM 844741108 556 10,472 SH   SOLE   10,472 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 9,319 6,154,000 PRN   DFND 1 6,154,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 164 108,000 PRN   OTR 4 19,000 89,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 80,510 52,989,000 PRN   OTR 1 0 52,989,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 6,152 4,049,000 PRN   SOLE   4,049,000 0 0
SPDR GOLD TR GOLD SHS 78463V107 24,900 150,336 SH   OTR 1 0 150,336 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 771,945 1,803,358 SH   OTR 3 0 1,803,358 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,132 14,326 SH   SOLE   14,326 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 431 450,000 PRN   SOLE   450,000 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 6,276 6,550,000 PRN   OTR 1 0 6,550,000 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 30,638 26,214,000 PRN   OTR 1 0 26,214,000 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 2,444 2,091,000 PRN   SOLE   2,091,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 111 91,000 PRN   OTR 4 15,000 76,000 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 6,112 5,010,000 PRN   DFND 1 5,010,000 0 0
SQUARE INC CL A 852234103 244 1,000 SH   SOLE   1,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 10,167 3,249,000 PRN   DFND 1 3,249,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 191 61,000 PRN   OTR 4 10,000 51,000 0
STANLEY BLACK & DECKER INC COM 854502101 4,532 22,109 SH   OTR 1 0 22,109 0
STANLEY BLACK & DECKER INC COM 854502101 689 3,360 SH   SOLE   3,360 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 41,765 346,400 SH   OTR 1 0 346,400 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 3,026 25,100 SH   SOLE   25,100 0 0
STARBUCKS CORP COM 855244109 18,036 161,310 SH   OTR 1 0 161,310 0
STARBUCKS CORP COM 855244109 2,674 23,914 SH   SOLE   23,914 0 0
STATE STR CORP COM 857477103 630 7,658 SH   SOLE   7,658 0 0
STATE STR CORP COM 857477103 3,917 47,610 SH   OTR 1 0 47,610 0
STRYKER CORPORATION COM 863667101 11,655 44,872 SH   OTR 1 0 44,872 0
STRYKER CORPORATION COM 863667101 1,715 6,604 SH   SOLE   6,604 0 0
SUMMIT HOTEL PPTYS INC NOTE 1.500% 2/1 866082AA8 1,151 1,112,000 PRN   SOLE   1,112,000 0 0
SUMMIT HOTEL PPTYS INC NOTE 1.500% 2/1 866082AA8 14,476 13,980,000 PRN   OTR 1 0 13,980,000 0
SVB FINANCIAL GROUP COM 78486Q101 4,138 7,436 SH   OTR 1 0 7,436 0
SVB FINANCIAL GROUP COM 78486Q101 647 1,162 SH   SOLE   1,162 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 242 115,000 PRN   SOLE   115,000 0 0
SYNCHRONY FINANCIAL COM 87165B103 604 12,440 SH   SOLE   12,440 0 0
SYNCHRONY FINANCIAL COM 87165B103 3,593 74,048 SH   OTR 1 0 74,048 0
SYNOPSYS INC COM 871607107 828 3,001 SH   SOLE   3,001 0 0
SYNOPSYS INC COM 871607107 5,760 20,885 SH   OTR 1 0 20,885 0
SYSCO CORP COM 871829107 5,445 70,036 SH   OTR 1 0 70,036 0
SYSCO CORP COM 871829107 868 11,158 SH   SOLE   11,158 0 0
TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 77 75,000 PRN   SOLE   75,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 30,764 256,028 SH   OTR 1 0 256,028 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 17,968 149,537 SH   SOLE   149,537 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2,803 15,833 SH   OTR 1 0 15,833 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 433 2,448 SH   SOLE   2,448 0 0
TALOS ENERGY INC COM 87484T108 9,049 578,577 SH   SOLE   578,577 0 0
TALOS ENERGY INC COM 87484T108 43,848 2,803,590 SH   OTR 1 0 2,803,590 0
TALOS ENERGY INC COM 87484T108 97 6,187 SH   OTR 5 0 6,187 0
TAPESTRY INC COM 876030107 215 4,938 SH   SOLE   4,938 0 0
TAPESTRY INC COM 876030107 1,660 38,176 SH   OTR 1 0 38,176 0
TARGET CORP COM 87612E106 2,529 10,460 SH   SOLE   10,460 0 0
TARGET CORP COM 87612E106 16,373 67,729 SH   OTR 1 0 67,729 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 65,024 57,830,000 PRN   OTR 1 0 57,830,000 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 9,311 8,318,000 PRN   DFND 1 8,318,000 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 4,964 4,415,000 PRN   SOLE   4,415,000 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 156 139,000 PRN   OTR 4 13,000 126,000 0
TELEDYNE TECHNOLOGIES INC COM 879360105 386 922 SH   SOLE   922 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,663 6,358 SH   OTR 1 0 6,358 0
TELEFLEX INCORPORATED COM 879369106 413 1,028 SH   SOLE   1,028 0 0
TELEFLEX INCORPORATED COM 879369106 8,229 20,480 SH   OTR 1 0 20,480 0
TERADYNE INC COM 880770102 408 3,047 SH   SOLE   3,047 0 0
TERADYNE INC COM 880770102 3,052 22,782 SH   OTR 1 0 22,782 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 615 145,000 PRN   SOLE   145,000 0 0
TESLA INC COM 88160R101 10,669 15,696 SH   SOLE   15,696 0 0
TESLA INC COM 88160R101 71,712 105,505 SH   OTR 1 0 105,505 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 897 82,000 PRN   SOLE   82,000 0 0
TEXAS INSTRS INC COM 882508104 24,313 126,432 SH   OTR 1 0 126,432 0
TEXAS INSTRS INC COM 882508104 3,606 18,753 SH   SOLE   18,753 0 0
TEXTRON INC COM 883203101 395 5,737 SH   SOLE   5,737 0 0
TEXTRON INC COM 883203101 2,125 30,899 SH   OTR 1 0 30,899 0
THERMO FISHER SCIENTIFIC INC COM 883556102 4,066 8,059 SH   SOLE   8,059 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 27,143 53,805 SH   OTR 1 0 53,805 0
TJX COS INC NEW COM 872540109 1,662 24,654 SH   SOLE   24,654 0 0
TJX COS INC NEW COM 872540109 11,131 165,102 SH   OTR 1 0 165,102 0
T-MOBILE US INC COM 872590104 1,677 11,577 SH   SOLE   11,577 0 0
T-MOBILE US INC COM 872590104 11,619 80,227 SH   OTR 1 0 80,227 0
TRACTOR SUPPLY CO COM 892356106 473 2,540 SH   SOLE   2,540 0 0
TRACTOR SUPPLY CO COM 892356106 2,936 15,779 SH   OTR 1 0 15,779 0
TRANSDIGM GROUP INC COM 893641100 4,864 7,515 SH   OTR 1 0 7,515 0
TRANSDIGM GROUP INC COM 893641100 694 1,072 SH   SOLE   1,072 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 122 135,000 PRN   SOLE   135,000 0 0
TRAVELERS COMPANIES INC COM 89417E109 5,155 34,431 SH   OTR 1 0 34,431 0
TRAVELERS COMPANIES INC COM 89417E109 742 4,953 SH   SOLE   4,953 0 0
TRIMBLE INC COM 896239100 437 5,337 SH   SOLE   5,337 0 0
TRIMBLE INC COM 896239100 2,807 34,303 SH   OTR 1 0 34,303 0
TRUIST FINL CORP COM 89832Q109 10,219 184,130 SH   OTR 1 0 184,130 0
TRUIST FINL CORP COM 89832Q109 1,538 27,719 SH   SOLE   27,719 0 0
TURNING PT BRANDS INC COM 90041L105 311 6,802 SH   OTR 1 0 6,802 0
TWITTER INC COM 90184L102 7,519 109,265 SH   OTR 1 0 109,265 0
TWITTER INC COM 90184L102 1,120 16,282 SH   SOLE   16,282 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 378 275,000 PRN   SOLE   275,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 260 255,000 PRN   SOLE   255,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 372 822 SH   SOLE   822 0 0
TYLER TECHNOLOGIES INC COM 902252105 2,523 5,577 SH   OTR 1 0 5,577 0
TYSON FOODS INC CL A 902494103 465 6,307 SH   SOLE   6,307 0 0
TYSON FOODS INC CL A 902494103 2,972 40,291 SH   OTR 1 0 40,291 0
UDR INC COM 902653104 1,987 40,568 SH   OTR 1 0 40,568 0
UDR INC COM 902653104 379 7,734 SH   SOLE   7,734 0 0
ULTA BEAUTY INC COM 90384S303 405 1,170 SH   SOLE   1,170 0 0
ULTA BEAUTY INC COM 90384S303 2,592 7,496 SH   OTR 1 0 7,496 0
UNDER ARMOUR INC CL A 904311107 71 3,335 SH   SOLE   3,335 0 0
UNDER ARMOUR INC CL A 904311107 545 25,780 SH   OTR 1 0 25,780 0
UNDER ARMOUR INC CL C 904311206 495 26,635 SH   OTR 1 0 26,635 0
UNDER ARMOUR INC CL C 904311206 64 3,445 SH   SOLE   3,445 0 0
UNION PAC CORP COM 907818108 20,001 90,944 SH   OTR 1 0 90,944 0
UNION PAC CORP COM 907818108 2,983 13,562 SH   SOLE   13,562 0 0
UNITED AIRLS HLDGS INC COM 910047109 2,316 44,298 SH   OTR 1 0 44,298 0
UNITED AIRLS HLDGS INC COM 910047109 300 5,730 SH   SOLE   5,730 0 0
UNITED PARCEL SERVICE INC CL B 911312106 20,594 99,023 SH   OTR 1 0 99,023 0
UNITED PARCEL SERVICE INC CL B 911312106 3,163 15,207 SH   SOLE   15,207 0 0
UNITED RENTALS INC COM 911363109 3,161 9,908 SH   OTR 1 0 9,908 0
UNITED RENTALS INC COM 911363109 473 1,482 SH   SOLE   1,482 0 0
UNITED STATES STL CORP NEW NOTE 5.000%11/0 912909AT5 109 54,000 PRN   SOLE   54,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 51,734 129,193 SH   OTR 1 0 129,193 0
UNITEDHEALTH GROUP INC COM 91324P102 7,732 19,309 SH   SOLE   19,309 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 201 1,376 SH   SOLE   1,376 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,559 10,647 SH   OTR 1 0 10,647 0
UNUM GROUP COM 91529Y106 102 3,602 SH   SOLE   3,602 0 0
UNUM GROUP COM 91529Y106 791 27,845 SH   OTR 1 0 27,845 0
US BANCORP DEL COM NEW 902973304 1,550 27,203 SH   SOLE   27,203 0 0
US BANCORP DEL COM NEW 902973304 10,573 185,584 SH   OTR 1 0 185,584 0
V F CORP COM 918204108 541 6,595 SH   SOLE   6,595 0 0
V F CORP COM 918204108 3,612 44,022 SH   OTR 1 0 44,022 0
VALERO ENERGY CORP COM 91913Y100 741 9,488 SH   SOLE   9,488 0 0
VALERO ENERGY CORP COM 91913Y100 4,369 55,960 SH   OTR 1 0 55,960 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 393,485 999,910 SH   OTR 3 0 999,910 0
VANGUARD INDEX FDS VALUE ETF 922908744 5,053 36,762 SH   OTR 1 0 36,762 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 96 95,000 PRN   SOLE   95,000 0 0
VENTAS INC COM 92276F100 442 7,742 SH   SOLE   7,742 0 0
VENTAS INC COM 92276F100 2,932 51,357 SH   OTR 1 0 51,357 0
VERISIGN INC COM 92343E102 490 2,154 SH   SOLE   2,154 0 0
VERISIGN INC COM 92343E102 3,089 13,567 SH   OTR 1 0 13,567 0
VERISK ANALYTICS INC COM 92345Y106 3,877 22,190 SH   OTR 1 0 22,190 0
VERISK ANALYTICS INC COM 92345Y106 554 3,170 SH   SOLE   3,170 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 31,757 566,779 SH   OTR 1 0 566,779 0
VERIZON COMMUNICATIONS INC COM 92343V104 4,698 83,855 SH   SOLE   83,855 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 7,146 35,439 SH   OTR 1 0 35,439 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,065 5,284 SH   SOLE   5,284 0 0
VIACOMCBS INC CL B 92556H206 571 12,627 SH   SOLE   12,627 0 0
VIACOMCBS INC CL B 92556H206 3,747 82,906 SH   OTR 1 0 82,906 0
VIATRIS INC COM 92556V106 2,365 165,467 SH   OTR 1 0 165,467 0
VIATRIS INC COM 92556V106 357 24,963 SH   SOLE   24,963 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 2,375 1,681,000 PRN   SOLE   1,681,000 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 4,451 3,158,000 PRN   DFND 1 3,158,000 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 79 56,000 PRN   OTR 4 11,000 45,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 40,715 28,812,000 PRN   OTR 1 0 28,812,000 0
VISA INC COM CL A 92826C839 54,155 231,610 SH   OTR 1 0 231,610 0
VISA INC COM CL A 92826C839 7,928 33,907 SH   SOLE   33,907 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 142 135,000 PRN   SOLE   135,000 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 14,823 13,239,000 PRN   OTR 1 0 13,239,000 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 956 854,000 PRN   SOLE   854,000 0 0
VORNADO RLTY TR SH BEN INT 929042109 1,001 21,448 SH   OTR 1 0 21,448 0
VORNADO RLTY TR SH BEN INT 929042109 129 2,774 SH   SOLE   2,774 0 0
VULCAN MATLS CO COM 929160109 479 2,749 SH   SOLE   2,749 0 0
VULCAN MATLS CO COM 929160109 3,161 18,162 SH   OTR 1 0 18,162 0
WABTEC COM 929740108 1,997 24,268 SH   OTR 1 0 24,268 0
WABTEC COM 929740108 299 3,632 SH   SOLE   3,632 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 5,167 98,219 SH   OTR 1 0 98,219 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 779 14,804 SH   SOLE   14,804 0 0
WALMART INC COM 931142103 3,959 28,075 SH   SOLE   28,075 0 0
WALMART INC COM 931142103 26,508 187,972 SH   OTR 1 0 187,972 0
WASTE MGMT INC DEL COM 94106L109 7,449 53,166 SH   OTR 1 0 53,166 0
WASTE MGMT INC DEL COM 94106L109 1,076 7,677 SH   SOLE   7,677 0 0
WATERS CORP COM 941848103 447 1,293 SH   SOLE   1,293 0 0
WATERS CORP COM 941848103 2,919 8,446 SH   OTR 1 0 8,446 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 562 255,000 PRN   SOLE   255,000 0 0
WEC ENERGY GROUP INC COM 92939U106 541 6,085 SH   SOLE   6,085 0 0
WEC ENERGY GROUP INC COM 92939U106 3,841 43,184 SH   OTR 1 0 43,184 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 109,983 20,357,000 PRN   OTR 1 0 20,357,000 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 7,796 1,443,000 PRN   SOLE   1,443,000 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 308 57,000 PRN   OTR 4 10,000 47,000 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 16,479 3,053,000 PRN   DFND 1 3,053,000 0 0
WELLS FARGO CO NEW COM 949746101 3,801 83,922 SH   SOLE   83,922 0 0
WELLS FARGO CO NEW COM 949746101 25,629 565,890 SH   OTR 1 0 565,890 0
WELLTOWER INC COM 95040Q104 4,750 57,160 SH   OTR 1 0 57,160 0
WELLTOWER INC COM 95040Q104 714 8,593 SH   SOLE   8,593 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 3,629 10,106 SH   OTR 1 0 10,106 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 542 1,508 SH   SOLE   1,508 0 0
WESTERN ASSET EMERGING MKTS COM 95766A101 186 13,258 SH   SOLE   13,258 0 0
WESTERN ASSET HIGH INCOME OP COM 95766K109 1,275 241,565 SH   SOLE   241,565 0 0
WESTERN AST INFL LKD OPP & I COM 95766R104 189 14,400 SH   SOLE   14,400 0 0
WESTERN DIGITAL CORP. COM 958102105 450 6,326 SH   SOLE   6,326 0 0
WESTERN DIGITAL CORP. COM 958102105 2,986 41,953 SH   OTR 1 0 41,953 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4,973 4,634,000 PRN   OTR 1 0 4,634,000 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 1,060 988,000 PRN   SOLE   988,000 0 0
WESTERN UN CO COM 959802109 1,290 56,164 SH   OTR 1 0 56,164 0
WESTERN UN CO COM 959802109 259 11,276 SH   SOLE   11,276 0 0
WESTROCK CO COM 96145D105 1,939 36,432 SH   OTR 1 0 36,432 0
WESTROCK CO COM 96145D105 304 5,712 SH   SOLE   5,712 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 543 15,767 SH   SOLE   15,767 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 3,530 102,569 SH   OTR 1 0 102,569 0
WHIRLPOOL CORP COM 963320106 1,871 8,580 SH   OTR 1 0 8,580 0
WHIRLPOOL CORP COM 963320106 285 1,309 SH   SOLE   1,309 0 0
WHITING PETE CORP NEW COM NEW 966387508 21,095 386,709 SH   OTR 1 0 386,709 0
WHITING PETE CORP NEW COM NEW 966387508 3,809 69,831 SH   SOLE   69,831 0 0
WILLIAMS COS INC COM 969457100 661 24,909 SH   SOLE   24,909 0 0
WILLIAMS COS INC COM 969457100 4,415 166,303 SH   OTR 1 0 166,303 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 97 75,000 PRN   SOLE   75,000 0 0
WIX COM LTD NOTE 7/0 92940WAB5 39,093 18,982,000 PRN   OTR 1 0 18,982,000 0
WIX COM LTD NOTE 7/0 92940WAB5 1,678 815,000 PRN   SOLE   815,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 8,269 5,002,000 PRN   DFND 1 5,002,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 149 90,000 PRN   OTR 4 14,000 76,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 2,573 1,552,000 PRN   SOLE   1,552,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 30,735 18,536,000 PRN   OTR 1 0 18,536,000 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 122 80,000 PRN   SOLE   80,000 0 0
WYNN RESORTS LTD COM 983134107 1,759 14,379 SH   OTR 1 0 14,379 0
WYNN RESORTS LTD COM 983134107 277 2,261 SH   SOLE   2,261 0 0
XCEL ENERGY INC COM 98389B100 4,854 73,681 SH   OTR 1 0 73,681 0
XCEL ENERGY INC COM 98389B100 720 10,929 SH   SOLE   10,929 0 0
XILINX INC COM 983919101 716 4,953 SH   SOLE   4,953 0 0
XILINX INC COM 983919101 4,868 33,655 SH   OTR 1 0 33,655 0
XYLEM INC COM 98419M100 443 3,689 SH   SOLE   3,689 0 0
XYLEM INC COM 98419M100 2,957 24,651 SH   OTR 1 0 24,651 0
YUM BRANDS INC COM 988498101 699 6,075 SH   SOLE   6,075 0 0
YUM BRANDS INC COM 988498101 4,691 40,783 SH   OTR 1 0 40,783 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 607 1,147 SH   SOLE   1,147 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 3,879 7,326 SH   OTR 1 0 7,326 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 20,692 14,160,000 PRN   OTR 1 0 14,160,000 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 1,515 1,037,000 PRN   SOLE   1,037,000 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 809 519,000 PRN   SOLE   519,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 690 4,292 SH   SOLE   4,292 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 4,590 28,541 SH   OTR 1 0 28,541 0
ZIONS BANCORPORATION N A COM 989701107 154 2,904 SH   SOLE   2,904 0 0
ZIONS BANCORPORATION N A COM 989701107 1,186 22,445 SH   OTR 1 0 22,445 0
ZOETIS INC CL A 98978V103 1,827 9,806 SH   SOLE   9,806 0 0
ZOETIS INC CL A 98978V103 12,113 64,996 SH   OTR 1 0 64,996 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 84 61,000 PRN   OTR 4 10,000 51,000 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 4,681 3,401,000 PRN   DFND 1 3,401,000 0 0