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 1,976 11,266 SH   SOLE   11,266 0 0
3M CO COM 88579Y101 13,558 77,290 SH   OTR 1 0 77,290 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 56 50,000 PRN   SOLE   50,000 0 0
ABBOTT LABS COM 002824100 4,121 34,888 SH   SOLE   34,888 0 0
ABBOTT LABS COM 002824100 27,893 236,124 SH   OTR 1 0 236,124 0
ABBVIE INC COM 00287Y109 25,403 235,498 SH   OTR 1 0 235,498 0
ABBVIE INC COM 00287Y109 3,764 34,890 SH   SOLE   34,890 0 0
ABIOMED INC COM 003654100 280 860 SH   SOLE   860 0 0
ABIOMED INC COM 003654100 1,963 6,029 SH   OTR 1 0 6,029 0
ACTIVISION BLIZZARD INC COM 00507V109 8,018 103,604 SH   OTR 1 0 103,604 0
ACTIVISION BLIZZARD INC COM 00507V109 1,176 15,191 SH   SOLE   15,191 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 5,348 9,290 SH   SOLE   9,290 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 36,531 63,453 SH   OTR 1 0 63,453 0
ADVANCE AUTO PARTS INC COM 00751Y106 282 1,352 SH   SOLE   1,352 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,822 8,722 SH   OTR 1 0 8,722 0
ADVANCED MICRO DEVICES INC COM 007903107 16,670 162,004 SH   OTR 1 0 162,004 0
ADVANCED MICRO DEVICES INC COM 007903107 2,435 23,667 SH   SOLE   23,667 0 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 69 76,000 PRN   SOLE   76,000 0 0
AES CORP COM 00130H105 323 14,140 SH   SOLE   14,140 0 0
AES CORP COM 00130H105 2,030 88,936 SH   OTR 1 0 88,936 0
AES CORP UNIT 99/99/9999 00130H204 1,474 15,200 SH   SOLE   15,200 0 0
AES CORP UNIT 99/99/9999 00130H204 8,219 85,261 SH   DFND 1 0 85,261 0
AES CORP UNIT 99/99/9999 00130H204 136 1,406 SH   OTR 4 0 1,406 0
AES CORP UNIT 99/99/9999 00130H204 28,874 297,700 SH   OTR 1 0 297,700 0
AFLAC INC COM 001055102 614 11,782 SH   SOLE   11,782 0 0
AFLAC INC COM 001055102 4,285 82,190 SH   OTR 1 0 82,190 0
AGILENT TECHNOLOGIES INC COM 00846U101 947 6,013 SH   SOLE   6,013 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6,374 40,459 SH   OTR 1 0 40,459 0
AIR PRODS & CHEMS INC COM 009158106 1,083 4,229 SH   SOLE   4,229 0 0
AIR PRODS & CHEMS INC COM 009158106 7,557 29,508 SH   OTR 1 0 29,508 0
AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 70 65,000 PRN   SOLE   65,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,273 21,728 SH   OTR 1 0 21,728 0
AKAMAI TECHNOLOGIES INC COM 00971T101 329 3,146 SH   SOLE   3,146 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 676 555,000 PRN   SOLE   555,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 6,244 5,144,000 PRN   DFND 1 0 5,144,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 102 84,000 PRN   OTR 4 0 84,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 38,197 34,826,000 PRN   OTR 1 0 34,826,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 2,585 2,357,000 PRN   SOLE   2,357,000 0 0
ALASKA AIR GROUP INC COM 011659109 969 16,535 SH   OTR 1 0 16,535 0
ALASKA AIR GROUP INC COM 011659109 122 2,089 SH   SOLE   2,089 0 0
ALBEMARLE CORP COM 012653101 496 2,267 SH   SOLE   2,267 0 0
ALBEMARLE CORP COM 012653101 3,408 15,563 SH   OTR 1 0 15,563 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,495 18,291 SH   OTR 1 0 18,291 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 537 2,812 SH   SOLE   2,812 0 0
ALIGN TECHNOLOGY INC COM 016255101 955 1,435 SH   SOLE   1,435 0 0
ALIGN TECHNOLOGY INC COM 016255101 6,513 9,787 SH   OTR 1 0 9,787 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 94 70,000 PRN   SOLE   70,000 0 0
ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 828 67,463 SH   SOLE   67,463 0 0
ALLIANT ENERGY CORP COM 018802108 286 5,113 SH   SOLE   5,113 0 0
ALLIANT ENERGY CORP COM 018802108 1,867 33,353 SH   OTR 1 0 33,353 0
ALLSTATE CORP COM 020002101 760 5,973 SH   SOLE   5,973 0 0
ALLSTATE CORP COM 020002101 5,014 39,382 SH   OTR 1 0 39,382 0
ALPHABET INC CAP STK CL A 02079K305 15,982 5,978 SH   SOLE   5,978 0 0
ALPHABET INC CAP STK CL A 02079K305 107,208 40,100 SH   OTR 1 0 40,100 0
ALPHABET INC CAP STK CL C 02079K107 100,021 37,527 SH   OTR 1 0 37,527 0
ALPHABET INC CAP STK CL C 02079K107 14,526 5,450 SH   SOLE   5,450 0 0
ALTERYX INC NOTE 0.500% 8/0 02156BAD5 138 145,000 PRN   SOLE   145,000 0 0
ALTRIA GROUP INC COM 02209S103 11,180 245,615 SH   OTR 1 0 245,615 0
ALTRIA GROUP INC COM 02209S103 854 18,750 SH   SOLE   18,750 0 0
AMAZON COM INC COM 023135106 28,192 8,582 SH   SOLE   8,582 0 0
AMAZON COM INC COM 023135106 190,565 58,010 SH   OTR 1 0 58,010 0
AMEREN CORP COM 023608102 2,760 34,075 SH   OTR 1 0 34,075 0
AMEREN CORP COM 023608102 389 4,807 SH   SOLE   4,807 0 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 21,365 13,935,000 PRN   OTR 1 0 13,935,000 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 860 561,000 PRN   SOLE   561,000 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 222 10,806 SH   SOLE   10,806 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,755 85,521 SH   OTR 1 0 85,521 0
AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 1,247 406,000 PRN   SOLE   406,000 0 0
AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 16,751 5,453,000 PRN   OTR 1 0 5,453,000 0
AMERICAN ELEC PWR CO INC COM 025537101 789 9,720 SH   SOLE   9,720 0 0
AMERICAN ELEC PWR CO INC COM 025537101 5,409 66,635 SH   OTR 1 0 66,635 0
AMERICAN EXPRESS CO COM 025816109 14,358 85,707 SH   OTR 1 0 85,707 0
AMERICAN EXPRESS CO COM 025816109 2,111 12,598 SH   SOLE   12,598 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 920 16,757 SH   SOLE   16,757 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 6,281 114,420 SH   OTR 1 0 114,420 0
AMERICAN TOWER CORP NEW COM 03027X100 16,091 60,627 SH   OTR 1 0 60,627 0
AMERICAN TOWER CORP NEW COM 03027X100 2,339 8,811 SH   SOLE   8,811 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 4,090 24,196 SH   OTR 1 0 24,196 0
AMERICAN WTR WKS CO INC NEW COM 030420103 601 3,557 SH   SOLE   3,557 0 0
AMERIPRISE FINL INC COM 03076C106 611 2,314 SH   SOLE   2,314 0 0
AMERIPRISE FINL INC COM 03076C106 4,001 15,150 SH   OTR 1 0 15,150 0
AMERISOURCEBERGEN CORP COM 03073E105 357 2,991 SH   SOLE   2,991 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,356 19,720 SH   OTR 1 0 19,720 0
AMETEK INC COM 031100100 557 4,490 SH   SOLE   4,490 0 0
AMETEK INC COM 031100100 3,818 30,789 SH   OTR 1 0 30,789 0
AMGEN INC COM 031162100 2,460 11,570 SH   SOLE   11,570 0 0
AMGEN INC COM 031162100 16,083 75,633 SH   OTR 1 0 75,633 0
AMPHENOL CORP NEW CL A 032095101 869 11,869 SH   SOLE   11,869 0 0
AMPHENOL CORP NEW CL A 032095101 5,835 79,682 SH   OTR 1 0 79,682 0
ANALOG DEVICES INC COM 032654105 12,011 71,718 SH   OTR 1 0 71,718 0
ANALOG DEVICES INC COM 032654105 1,769 10,565 SH   SOLE   10,565 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 1,208 143,472 SH   SOLE   143,472 0 0
ANSYS INC COM 03662Q105 3,956 11,620 SH   OTR 1 0 11,620 0
ANSYS INC COM 03662Q105 568 1,668 SH   SOLE   1,668 0 0
ANTHEM INC COM 036752103 1,782 4,779 SH   SOLE   4,779 0 0
ANTHEM INC COM 036752103 12,106 32,474 SH   OTR 1 0 32,474 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 5,679 1,075,000 PRN   SOLE   1,075,000 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 80,007 15,144,000 PRN   OTR 1 0 15,144,000 0
APA CORPORATION COM 03743Q108 1,078 50,299 SH   OTR 1 0 50,299 0
APA CORPORATION COM 03743Q108 136 6,357 SH   SOLE   6,357 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 14,976 12,065,000 PRN   OTR 1 0 12,065,000 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 50 41,000 PRN   OTR 4 0 41,000 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 1,449 1,167,000 PRN   SOLE   1,167,000 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 3,166 2,582,000 PRN   DFND 1 0 2,582,000 0
APPLE INC COM 037833100 43,942 310,544 SH   SOLE   310,544 0 0
APPLE INC COM 037833100 295,953 2,091,541 SH   OTR 1 0 2,091,541 0
APPLIED MATLS INC COM 038222105 15,671 121,734 SH   OTR 1 0 121,734 0
APPLIED MATLS INC COM 038222105 2,303 17,887 SH   SOLE   17,887 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,470 74,494 SH   OTR 1 0 74,494 0
ARCHER DANIELS MIDLAND CO COM 039483102 673 11,213 SH   SOLE   11,213 0 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 1,015 946,000 PRN   OTR 1 0 946,000 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 397 370,000 PRN   SOLE   370,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 29,582 26,650,000 PRN   OTR 1 0 26,650,000 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 14,989 13,504,000 PRN   SOLE   13,504,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 194 175,000 PRN   OTR 5 0 175,000 0
ARES DYNAMIC CR ALLOCATION F COM 04014F102 437 27,018 SH   SOLE   27,018 0 0
ARISTA NETWORKS INC COM 040413106 2,564 7,460 SH   OTR 1 0 7,460 0
ARISTA NETWORKS INC COM 040413106 389 1,132 SH   SOLE   1,132 0 0
ASSURANT INC COM 04621X108 1,274 8,075 SH   OTR 1 0 8,075 0
ASSURANT INC COM 04621X108 161 1,020 SH   SOLE   1,020 0 0
AT&T INC COM 00206R102 25,714 952,010 SH   OTR 1 0 952,010 0
AT&T INC COM 00206R102 3,843 142,266 SH   SOLE   142,266 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 42,546 29,229,000 PRN   OTR 1 0 29,229,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 2,891 1,986,000 PRN   SOLE   1,986,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 5,808 4,917,000 PRN   DFND 1 0 4,917,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 92 78,000 PRN   OTR 4 0 78,000 0
ATMOS ENERGY CORP COM 049560105 229 2,602 SH   SOLE   2,602 0 0
ATMOS ENERGY CORP COM 049560105 1,537 17,423 SH   OTR 1 0 17,423 0
AUTODESK INC COM 052769106 8,366 29,336 SH   OTR 1 0 29,336 0
AUTODESK INC COM 052769106 1,250 4,384 SH   SOLE   4,384 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,653 8,268 SH   SOLE   8,268 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 11,265 56,350 SH   OTR 1 0 56,350 0
AUTOZONE INC COM 053332102 4,895 2,883 SH   OTR 1 0 2,883 0
AUTOZONE INC COM 053332102 703 414 SH   SOLE   414 0 0
AVALONBAY CMNTYS INC COM 053484101 4,126 18,614 SH   OTR 1 0 18,614 0
AVALONBAY CMNTYS INC COM 053484101 610 2,752 SH   SOLE   2,752 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 89 85,000 PRN   SOLE   85,000 0 0
AVERY DENNISON CORP COM 053611109 2,290 11,052 SH   OTR 1 0 11,052 0
AVERY DENNISON CORP COM 053611109 323 1,559 SH   SOLE   1,559 0 0
BAIDU INC SPON ADR REP A 056752108 222 1,447 SH   SOLE   1,447 0 0
BAKER HUGHES COMPANY CL A 05722G100 2,729 110,347 SH   OTR 1 0 110,347 0
BAKER HUGHES COMPANY CL A 05722G100 384 15,539 SH   SOLE   15,539 0 0
BALL CORP COM 058498106 570 6,330 SH   SOLE   6,330 0 0
BALL CORP COM 058498106 3,938 43,767 SH   OTR 1 0 43,767 0
BANK NEW YORK MELLON CORP COM 064058100 830 16,004 SH   SOLE   16,004 0 0
BANK NEW YORK MELLON CORP COM 064058100 5,483 105,770 SH   OTR 1 0 105,770 0
BATH & BODY WORKS INC COM 070830104 2,223 35,273 SH   OTR 1 0 35,273 0
BATH & BODY WORKS INC COM 070830104 350 5,545 SH   SOLE   5,545 0 0
BAXTER INTL INC COM 071813109 786 9,772 SH   SOLE   9,772 0 0
BAXTER INTL INC COM 071813109 5,393 67,048 SH   OTR 1 0 67,048 0
BECTON DICKINSON & CO COM 075887109 9,403 38,251 SH   OTR 1 0 38,251 0
BECTON DICKINSON & CO COM 075887109 1,360 5,532 SH   SOLE   5,532 0 0
BERKLEY W R CORP COM 084423102 202 2,757 SH   SOLE   2,757 0 0
BERKLEY W R CORP COM 084423102 1,365 18,650 SH   OTR 1 0 18,650 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 9,513 34,852 SH   SOLE   34,852 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 67,387 246,893 SH   OTR 1 0 246,893 0
BEST BUY INC COM 086516101 3,142 29,722 SH   OTR 1 0 29,722 0
BEST BUY INC COM 086516101 491 4,642 SH   SOLE   4,642 0 0
BIO RAD LABS INC CL A 090572207 345 463 SH   SOLE   463 0 0
BIO RAD LABS INC CL A 090572207 2,142 2,872 SH   OTR 1 0 2,872 0
BIOGEN INC COM 09062X103 874 3,088 SH   SOLE   3,088 0 0
BIOGEN INC COM 09062X103 5,617 19,850 SH   OTR 1 0 19,850 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 193 189,000 PRN   OTR 4 0 189,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 36,904 35,980,000 PRN   OTR 1 0 35,980,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 11,857 11,588,000 PRN   DFND 1 0 11,588,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 2,644 2,578,000 PRN   SOLE   2,578,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 34,539 34,339,000 PRN   OTR 1 0 34,339,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 2,174 2,161,000 PRN   SOLE   2,161,000 0 0
BIO-TECHNE CORP COM 09073M104 407 840 SH   SOLE   840 0 0
BIO-TECHNE CORP COM 09073M104 2,512 5,183 SH   OTR 1 0 5,183 0
BK OF AMERICA CORP COM 060505104 70,153 1,652,596 SH   OTR 1 0 1,652,596 0
BK OF AMERICA CORP COM 060505104 6,210 146,293 SH   SOLE   146,293 0 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 151 90,000 PRN   SOLE   90,000 0 0
BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E102 895 60,663 SH   SOLE   60,663 0 0
BLACKROCK CORPOR HI YLD FD I COM 09255P107 772 63,317 SH   SOLE   63,317 0 0
BLACKROCK INC COM 09247X101 15,981 19,055 SH   OTR 1 0 19,055 0
BLACKROCK INC COM 09247X101 2,354 2,807 SH   SOLE   2,807 0 0
BLACKROCK MUN INCOME QUALITY COM 092479104 0 0 SH   SOLE   0 0 0
BLACKROCK MUN INCOME QUALITY COM 092479104 335 21,958 SH   OTR 1 0 21,958 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 10,906 427,334 SH   OTR 1 0 427,334 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 29,141 1,141,899 SH   SOLE   1,141,899 0 0
BLACKROCK MUNICIPAL INCOME COM 09253X102 25,044 1,646,525 SH   SOLE   1,646,525 0 0
BLACKROCK MUNICIPAL INCOME COM 09253X102 3,310 217,613 SH   OTR 1 0 217,613 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 5,798 370,721 SH   OTR 1 0 370,721 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 15,846 1,013,162 SH   SOLE   1,013,162 0 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 7,635 525,108 SH   OTR 1 0 525,108 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 12,411 853,580 SH   SOLE   853,580 0 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 15,436 985,087 SH   SOLE   985,087 0 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 9,728 620,785 SH   OTR 1 0 620,785 0
BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 717 49,380 SH   OTR 1 0 49,380 0
BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 814 56,083 SH   SOLE   56,083 0 0
BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 2,398 146,484 SH   OTR 1 0 146,484 0
BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 10,053 614,107 SH   SOLE   614,107 0 0
BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 7,496 543,595 SH   OTR 1 0 543,595 0
BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 6,493 470,854 SH   SOLE   470,854 0 0
BLACKROCK MUNIYIELD QUALITY COM 09254G108 8,463 588,091 SH   OTR 1 0 588,091 0
BLACKROCK MUNIYIELD QUALITY COM 09254G108 9,179 637,895 SH   SOLE   637,895 0 0
BLACKROCK MUNIYILD QULT FD I COM 09254F100 4,653 287,227 SH   OTR 1 0 287,227 0
BLACKROCK MUNIYILD QULT FD I COM 09254F100 3,191 196,959 SH   SOLE   196,959 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 4,299 277,877 SH   OTR 1 0 277,877 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 13,852 895,414 SH   SOLE   895,414 0 0
BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 1,240 80,806 SH   SOLE   80,806 0 0
BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 604 39,397 SH   OTR 1 0 39,397 0
BLACKSTONE INC COM 09260D107 221 1,900 SH   SOLE   1,900 0 0
BLOOMIN BRANDS INC NOTE 5.000% 5/0 094235AB4 115 51,000 PRN   SOLE   51,000 0 0
BOEING CO COM 097023105 16,121 73,297 SH   OTR 1 0 73,297 0
BOEING CO COM 097023105 2,349 10,682 SH   SOLE   10,682 0 0
BOOKING HOLDINGS INC COM 09857L108 12,995 5,474 SH   OTR 1 0 5,474 0
BOOKING HOLDINGS INC COM 09857L108 1,878 791 SH   SOLE   791 0 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 30,944 21,000,000 PRN   OTR 1 0 21,000,000 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 2,892 1,963,000 PRN   SOLE   1,963,000 0 0
BORGWARNER INC COM 099724106 175 4,041 SH   SOLE   4,041 0 0
BORGWARNER INC COM 099724106 1,382 31,981 SH   OTR 1 0 31,981 0
BOSTON PROPERTIES INC COM 101121101 313 2,893 SH   SOLE   2,893 0 0
BOSTON PROPERTIES INC COM 101121101 2,052 18,938 SH   OTR 1 0 18,938 0
BOSTON SCIENTIFIC CORP COM 101137107 1,199 27,639 SH   SOLE   27,639 0 0
BOSTON SCIENTIFIC CORP COM 101137107 8,220 189,456 SH   OTR 1 0 189,456 0
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 19,171 13,870,000 PRN   OTR 1 0 13,870,000 0
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 1,024 741,000 PRN   SOLE   741,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 2,549 43,087 SH   SOLE   43,087 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 17,512 295,967 SH   OTR 1 0 295,967 0
BROADCOM INC COM 11135F101 26,498 54,643 SH   OTR 1 0 54,643 0
BROADCOM INC COM 11135F101 3,929 8,102 SH   SOLE   8,102 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 393 2,357 SH   SOLE   2,357 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2,580 15,484 SH   OTR 1 0 15,484 0
BROWN & BROWN INC COM 115236101 262 4,732 SH   SOLE   4,732 0 0
BROWN & BROWN INC COM 115236101 1,726 31,131 SH   OTR 1 0 31,131 0
BROWN FORMAN CORP CL B 115637209 1,629 24,314 SH   OTR 1 0 24,314 0
BROWN FORMAN CORP CL B 115637209 273 4,073 SH   SOLE   4,073 0 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 142 98,000 PRN   OTR 4 0 98,000 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 49,826 34,186,000 PRN   OTR 1 0 34,186,000 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 8,792 6,053,000 PRN   DFND 1 0 6,053,000 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 4,085 2,803,000 PRN   SOLE   2,803,000 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,543 17,732 SH   OTR 1 0 17,732 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 238 2,740 SH   SOLE   2,740 0 0
CABOT OIL & GAS CORP COM 127097103 146 6,720 SH   SOLE   6,720 0 0
CABOT OIL & GAS CORP COM 127097103 1,157 53,175 SH   OTR 1 0 53,175 0
CADENCE DESIGN SYSTEM INC COM 127387108 831 5,488 SH   SOLE   5,488 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 5,619 37,102 SH   OTR 1 0 37,102 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 505 4,495 SH   SOLE   4,495 0 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 3,192 28,427 SH   OTR 1 0 28,427 0
CALIFORNIA RES CORP COM STOCK 13057Q305 934 22,787 SH   SOLE   22,787 0 0
CALIFORNIA RES CORP COM STOCK 13057Q305 4,617 112,611 SH   OTR 1 0 112,611 0
CAMPBELL SOUP CO COM 134429109 1,130 27,020 SH   OTR 1 0 27,020 0
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CAPITAL ONE FINL CORP COM 14040H105 9,624 59,419 SH   OTR 1 0 59,419 0
CAPITAL ONE FINL CORP COM 14040H105 1,410 8,706 SH   SOLE   8,706 0 0
CARDINAL HEALTH INC COM 14149Y108 296 5,988 SH   SOLE   5,988 0 0
CARDINAL HEALTH INC COM 14149Y108 1,913 38,686 SH   OTR 1 0 38,686 0
CARMAX INC COM 143130102 2,784 21,753 SH   OTR 1 0 21,753 0
CARMAX INC COM 143130102 415 3,247 SH   SOLE   3,247 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 2,662 106,442 SH   OTR 1 0 106,442 0
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CATALENT INC COM 148806102 448 3,370 SH   SOLE   3,370 0 0
CATALENT INC COM 148806102 3,022 22,712 SH   OTR 1 0 22,712 0
CATERPILLAR INC COM 149123101 2,059 10,728 SH   SOLE   10,728 0 0
CATERPILLAR INC COM 149123101 14,021 73,040 SH   OTR 1 0 73,040 0
CBOE GLOBAL MKTS INC COM 12503M108 259 2,094 SH   SOLE   2,094 0 0
CBOE GLOBAL MKTS INC COM 12503M108 1,762 14,225 SH   OTR 1 0 14,225 0
CBRE GROUP INC CL A 12504L109 4,357 44,755 SH   OTR 1 0 44,755 0
CBRE GROUP INC CL A 12504L109 643 6,604 SH   SOLE   6,604 0 0
CDW CORP COM 12514G108 3,333 18,313 SH   OTR 1 0 18,313 0
CDW CORP COM 12514G108 512 2,813 SH   SOLE   2,813 0 0
CELANESE CORP DEL COM 150870103 2,262 15,018 SH   OTR 1 0 15,018 0
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CENTENE CORP DEL COM 15135B101 687 11,019 SH   SOLE   11,019 0 0
CENTENE CORP DEL COM 15135B101 4,841 77,699 SH   OTR 1 0 77,699 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 38,208 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 280 11,379 SH   SOLE   11,379 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,904 77,401 SH   OTR 1 0 77,401 0
CERIDIAN HCM HLDG INC COM 15677J108 300 2,668 SH   SOLE   2,668 0 0
CERIDIAN HCM HLDG INC COM 15677J108 2,023 17,964 SH   OTR 1 0 17,964 0
CERNER CORP COM 156782104 414 5,873 SH   SOLE   5,873 0 0
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CF INDS HLDGS INC COM 125269100 1,597 28,601 SH   OTR 1 0 28,601 0
CF INDS HLDGS INC COM 125269100 202 3,614 SH   SOLE   3,614 0 0
CHARLES RIV LABS INTL INC COM 159864107 409 991 SH   SOLE   991 0 0
CHARLES RIV LABS INTL INC COM 159864107 2,764 6,699 SH   OTR 1 0 6,699 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,859 2,555 SH   SOLE   2,555 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 12,291 16,894 SH   OTR 1 0 16,894 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 162 170,000 PRN   OTR 4 0 170,000 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 17,901 18,696,000 PRN   OTR 1 0 18,696,000 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 1,249 1,304,000 PRN   SOLE   1,304,000 0 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 9,852 10,343,000 PRN   DFND 1 0 10,343,000 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 24,875 23,231,000 PRN   OTR 1 0 23,231,000 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 1,890 1,765,000 PRN   SOLE   1,765,000 0 0
CHEGG INC NOTE 9/0 163092AF6 1,537 1,552,000 PRN   SOLE   1,552,000 0 0
CHEGG INC NOTE 9/0 163092AF6 18,638 18,817,000 PRN   OTR 1 0 18,817,000 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 226 260,000 PRN   SOLE   260,000 0 0
CHEVRON CORP NEW COM 166764100 3,976 39,187 SH   SOLE   39,187 0 0
CHEVRON CORP NEW COM 166764100 26,144 257,705 SH   OTR 1 0 257,705 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 6,819 3,752 SH   OTR 1 0 3,752 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,065 586 SH   SOLE   586 0 0
CHURCH & DWIGHT INC COM 171340102 2,700 32,701 SH   OTR 1 0 32,701 0
CHURCH & DWIGHT INC COM 171340102 407 4,933 SH   SOLE   4,933 0 0
CIGNA CORP NEW COM 125523100 9,067 45,299 SH   OTR 1 0 45,299 0
CIGNA CORP NEW COM 125523100 1,346 6,723 SH   SOLE   6,723 0 0
CINCINNATI FINL CORP COM 172062101 2,280 19,963 SH   OTR 1 0 19,963 0
CINCINNATI FINL CORP COM 172062101 334 2,923 SH   SOLE   2,923 0 0
CINTAS CORP COM 172908105 642 1,686 SH   SOLE   1,686 0 0
CINTAS CORP COM 172908105 4,479 11,766 SH   OTR 1 0 11,766 0
CISCO SYS INC COM 17275R102 4,531 83,247 SH   SOLE   83,247 0 0
CISCO SYS INC COM 17275R102 30,584 561,902 SH   OTR 1 0 561,902 0
CITIGROUP INC COM NEW 172967424 18,945 269,951 SH   OTR 1 0 269,951 0
CITIGROUP INC COM NEW 172967424 2,818 40,150 SH   SOLE   40,150 0 0
CITIZENS FINL GROUP INC COM 174610105 2,668 56,792 SH   OTR 1 0 56,792 0
CITIZENS FINL GROUP INC COM 174610105 412 8,776 SH   SOLE   8,776 0 0
CITRIX SYS INC COM 177376100 1,778 16,555 SH   OTR 1 0 16,555 0
CITRIX SYS INC COM 177376100 268 2,492 SH   SOLE   2,492 0 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 195 76,000 PRN   SOLE   76,000 0 0
CLOROX CO DEL COM 189054109 413 2,495 SH   SOLE   2,495 0 0
CLOROX CO DEL COM 189054109 2,746 16,583 SH   OTR 1 0 16,583 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 102 140,000 PRN   SOLE   140,000 0 0
CME GROUP INC COM 12572Q105 1,351 6,984 SH   SOLE   6,984 0 0
CME GROUP INC COM 12572Q105 9,259 47,880 SH   OTR 1 0 47,880 0
CMS ENERGY CORP COM 125896100 2,305 38,596 SH   OTR 1 0 38,596 0
CMS ENERGY CORP COM 125896100 339 5,676 SH   SOLE   5,676 0 0
CNX RES CORP NOTE 2.250% 5/0 12653CAG3 341 273,000 PRN   SOLE   273,000 0 0
COCA COLA CO COM 191216100 4,013 76,475 SH   SOLE   76,475 0 0
COCA COLA CO COM 191216100 27,148 517,408 SH   OTR 1 0 517,408 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 771 10,386 SH   SOLE   10,386 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,219 70,323 SH   OTR 1 0 70,323 0
COLGATE PALMOLIVE CO COM 194162103 8,525 112,797 SH   OTR 1 0 112,797 0
COLGATE PALMOLIVE CO COM 194162103 1,266 16,753 SH   SOLE   16,753 0 0
COMCAST CORP NEW CL A 20030N101 34,120 610,056 SH   OTR 1 0 610,056 0
COMCAST CORP NEW CL A 20030N101 5,071 90,675 SH   SOLE   90,675 0 0
COMERICA INC COM 200340107 1,436 17,837 SH   OTR 1 0 17,837 0
COMERICA INC COM 200340107 181 2,254 SH   SOLE   2,254 0 0
CONAGRA BRANDS INC COM 205887102 2,167 63,994 SH   OTR 1 0 63,994 0
CONAGRA BRANDS INC COM 205887102 325 9,586 SH   SOLE   9,586 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 45,950 29,633,000 PRN   OTR 1 0 29,633,000 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 10,512 6,801,000 PRN   DFND 1 0 6,801,000 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 172 111,000 PRN   OTR 4 0 111,000 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 2,766 1,784,000 PRN   SOLE   1,784,000 0 0
CONOCOPHILLIPS COM 20825C104 12,087 178,354 SH   OTR 1 0 178,354 0
CONOCOPHILLIPS COM 20825C104 1,796 26,506 SH   SOLE   26,506 0 0
CONSOLIDATED EDISON INC COM 209115104 482 6,646 SH   SOLE   6,646 0 0
CONSOLIDATED EDISON INC COM 209115104 3,417 47,067 SH   OTR 1 0 47,067 0
CONSTELLATION BRANDS INC CL A 21036P108 705 3,347 SH   SOLE   3,347 0 0
CONSTELLATION BRANDS INC CL A 21036P108 4,748 22,534 SH   OTR 1 0 22,534 0
CONTEXTLOGIC INC COM CL A 21077C107 475 6,252,826 SH   OTR 3 0 6,252,826 0
COOPER COS INC COM NEW 216648402 2,714 6,566 SH   OTR 1 0 6,566 0
COOPER COS INC COM NEW 216648402 426 1,030 SH   SOLE   1,030 0 0
COPART INC COM 217204106 3,934 28,360 SH   OTR 1 0 28,360 0
COPART INC COM 217204106 566 4,082 SH   SOLE   4,082 0 0
CORNING INC COM 219350105 3,769 103,299 SH   OTR 1 0 103,299 0
CORNING INC COM 219350105 557 15,251 SH   SOLE   15,251 0 0
CORTEVA INC COM 22052L104 4,136 98,281 SH   OTR 1 0 98,281 0
CORTEVA INC COM 22052L104 607 14,418 SH   SOLE   14,418 0 0
COSTCO WHSL CORP NEW COM 22160K105 3,874 8,622 SH   SOLE   8,622 0 0
COSTCO WHSL CORP NEW COM 22160K105 26,477 58,923 SH   OTR 1 0 58,923 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 1,235 1,139,000 PRN   SOLE   1,139,000 0 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 15,637 14,420,000 PRN   OTR 1 0 14,420,000 0
CREE INC NOTE 0.875% 9/0 225447AB7 148 105,000 PRN   SOLE   105,000 0 0
CREE INC NOTE 1.750% 5/0 225447AD3 559 302,000 PRN   SOLE   302,000 0 0
CREE INC NOTE 1.750% 5/0 225447AD3 7,058 3,815,000 PRN   OTR 1 0 3,815,000 0
CROWN CASTLE INTL CORP NEW COM 22822V101 9,988 57,626 SH   OTR 1 0 57,626 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,444 8,331 SH   SOLE   8,331 0 0
CSX CORP COM 126408103 8,930 300,279 SH   OTR 1 0 300,279 0
CSX CORP COM 126408103 1,320 44,373 SH   SOLE   44,373 0 0
CUMMINS INC COM 231021106 644 2,866 SH   SOLE   2,866 0 0
CUMMINS INC COM 231021106 4,295 19,128 SH   OTR 1 0 19,128 0
CVS HEALTH CORP COM 126650100 14,897 175,545 SH   OTR 1 0 175,545 0
CVS HEALTH CORP COM 126650100 2,167 25,531 SH   SOLE   25,531 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 190 160,000 PRN   SOLE   160,000 0 0
D R HORTON INC COM 23331A109 3,673 43,738 SH   OTR 1 0 43,738 0
D R HORTON INC COM 23331A109 565 6,727 SH   SOLE   6,727 0 0
DANAHER CORPORATION COM 235851102 25,769 84,643 SH   OTR 1 0 84,643 0
DANAHER CORPORATION COM 235851102 3,795 12,467 SH   SOLE   12,467 0 0
DARDEN RESTAURANTS INC COM 237194105 410 2,705 SH   SOLE   2,705 0 0
DARDEN RESTAURANTS INC COM 237194105 2,643 17,446 SH   OTR 1 0 17,446 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 2,052 1,239,000 PRN   SOLE   1,239,000 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 32,793 19,804,000 PRN   OTR 1 0 19,804,000 0
DAVITA INC COM 23918K108 1,087 9,346 SH   OTR 1 0 9,346 0
DAVITA INC COM 23918K108 134 1,149 SH   SOLE   1,149 0 0
DBX ETF TR XTRACK HRVST CSI 233051879 1,093 28,680 SH   SOLE   28,680 0 0
DEERE & CO COM 244199105 12,669 37,809 SH   OTR 1 0 37,809 0
DEERE & CO COM 244199105 1,877 5,601 SH   SOLE   5,601 0 0
DELAWARE INVTS MINN MUN INCO COM 24610V103 8,003 564,399 SH   SOLE   564,399 0 0
DELAWARE INVTS NATL MUN INCO SH BEN INT 24610T108 3,611 256,199 SH   SOLE   256,199 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 459 10,777 SH   SOLE   10,777 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,634 85,288 SH   OTR 1 0 85,288 0
DENTSPLY SIRONA INC COM 24906P109 249 4,285 SH   SOLE   4,285 0 0
DENTSPLY SIRONA INC COM 24906P109 1,693 29,159 SH   OTR 1 0 29,159 0
DEVON ENERGY CORP NEW COM 25179M103 478 13,459 SH   SOLE   13,459 0 0
DEVON ENERGY CORP NEW COM 25179M103 2,978 83,859 SH   OTR 1 0 83,859 0
DEXCOM INC COM 252131107 1,055 1,930 SH   SOLE   1,930 0 0
DEXCOM INC COM 252131107 7,051 12,894 SH   OTR 1 0 12,894 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 61,256 51,476,000 PRN   OTR 1 0 51,476,000 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 9,804 8,273,000 PRN   DFND 1 0 8,273,000 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 4,486 3,770,000 PRN   SOLE   3,770,000 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 162 137,000 PRN   OTR 4 0 137,000 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 60 18,000 PRN   SOLE   18,000 0 0
DIAMONDBACK ENERGY INC COM 25278X109 271 2,863 SH   SOLE   2,863 0 0
DIAMONDBACK ENERGY INC COM 25278X109 2,146 22,668 SH   OTR 1 0 22,668 0
DICKS SPORTING GOODS INC NOTE 3.250% 4/1 253393AD4 393 107,000 PRN   SOLE   107,000 0 0
DIGITAL RLTY TR INC COM 253868103 5,424 37,547 SH   OTR 1 0 37,547 0
DIGITAL RLTY TR INC COM 253868103 772 5,343 SH   SOLE   5,343 0 0
DISCOVER FINL SVCS COM 254709108 4,900 39,887 SH   OTR 1 0 39,887 0
DISCOVER FINL SVCS COM 254709108 705 5,739 SH   SOLE   5,739 0 0
DISCOVERY INC COM SER A 25470F104 571 22,487 SH   OTR 1 0 22,487 0
DISCOVERY INC COM SER A 25470F104 72 2,841 SH   SOLE   2,841 0 0
DISCOVERY INC COM SER C 25470F302 972 40,059 SH   OTR 1 0 40,059 0
DISCOVERY INC COM SER C 25470F302 167 6,861 SH   SOLE   6,861 0 0
DISH NETWORK CORPORATION CL A 25470M109 1,440 33,130 SH   OTR 1 0 33,130 0
DISH NETWORK CORPORATION CL A 25470M109 182 4,186 SH   SOLE   4,186 0 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 171 175,000 PRN   OTR 5 0 175,000 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 20,144 20,595,000 PRN   SOLE   20,595,000 0 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 63,015 64,424,000 PRN   OTR 1 0 64,424,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 33,130 31,795,000 PRN   OTR 1 0 31,795,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 13,894 13,334,000 PRN   SOLE   13,334,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 130 125,000 PRN   OTR 5 0 125,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 232 223,000 PRN   OTR 4 0 223,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 13,683 13,163,000 PRN   DFND 1 0 13,163,000 0
DISNEY WALT CO COM 254687106 6,056 35,798 SH   SOLE   35,798 0 0
DISNEY WALT CO COM 254687106 40,983 242,260 SH   OTR 1 0 242,260 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 215 60,000 PRN   SOLE   60,000 0 0
DOLLAR GEN CORP NEW COM 256677105 6,681 31,493 SH   OTR 1 0 31,493 0
DOLLAR GEN CORP NEW COM 256677105 997 4,698 SH   SOLE   4,698 0 0
DOLLAR TREE INC COM 256746108 2,960 30,927 SH   OTR 1 0 30,927 0
DOLLAR TREE INC COM 256746108 441 4,608 SH   SOLE   4,608 0 0
DOMINION ENERGY INC COM 25746U109 7,852 107,537 SH   OTR 1 0 107,537 0
DOMINION ENERGY INC COM 25746U109 1,146 15,688 SH   SOLE   15,688 0 0
DOMINOS PIZZA INC COM 25754A201 344 721 SH   SOLE   721 0 0
DOMINOS PIZZA INC COM 25754A201 2,341 4,909 SH   OTR 1 0 4,909 0
DOVER CORP COM 260003108 424 2,725 SH   SOLE   2,725 0 0
DOVER CORP COM 260003108 2,984 19,191 SH   OTR 1 0 19,191 0
DOW INC COM 260557103 5,733 99,600 SH   OTR 1 0 99,600 0
DOW INC COM 260557103 863 14,985 SH   SOLE   14,985 0 0
DTE ENERGY CO COM 233331107 2,882 25,795 SH   OTR 1 0 25,795 0
DTE ENERGY CO COM 233331107 409 3,660 SH   SOLE   3,660 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,440 14,760 SH   SOLE   14,760 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 10,009 102,563 SH   OTR 1 0 102,563 0
DUKE REALTY CORP COM NEW 264411505 2,394 50,000 SH   OTR 1 0 50,000 0
DUKE REALTY CORP COM NEW 264411505 350 7,316 SH   SOLE   7,316 0 0
DUPONT DE NEMOURS INC COM 26614N102 742 10,918 SH   SOLE   10,918 0 0
DUPONT DE NEMOURS INC COM 26614N102 4,737 69,667 SH   OTR 1 0 69,667 0
DWS MUN INCOME TR COM 233368109 1,131 95,010 SH   SOLE   95,010 0 0
DWS MUN INCOME TR COM 233368109 1,559 131,002 SH   OTR 1 0 131,002 0
DXC TECHNOLOGY CO COM 23355L106 1,139 33,889 SH   OTR 1 0 33,889 0
DXC TECHNOLOGY CO COM 23355L106 144 4,283 SH   SOLE   4,283 0 0
EASTMAN CHEM CO COM 277432100 1,834 18,202 SH   OTR 1 0 18,202 0
EASTMAN CHEM CO COM 277432100 292 2,899 SH   SOLE   2,899 0 0
EATON VANCE MUN BD FD COM 27827X101 806 60,261 SH   SOLE   60,261 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 162 13,241 SH   OTR 1 0 13,241 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 5,906 481,489 SH   SOLE   481,489 0 0
EBAY INC. COM 278642103 6,012 86,294 SH   OTR 1 0 86,294 0
EBAY INC. COM 278642103 925 13,270 SH   SOLE   13,270 0 0
ECOLAB INC COM 278865100 6,920 33,169 SH   OTR 1 0 33,169 0
ECOLAB INC COM 278865100 999 4,791 SH   SOLE   4,791 0 0
EDISON INTL COM 281020107 2,806 50,592 SH   OTR 1 0 50,592 0
EDISON INTL COM 281020107 410 7,392 SH   SOLE   7,392 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,355 11,973 SH   SOLE   11,973 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 9,384 82,886 SH   OTR 1 0 82,886 0
ELECTRONIC ARTS INC COM 285512109 800 5,622 SH   SOLE   5,622 0 0
ELECTRONIC ARTS INC COM 285512109 5,428 38,159 SH   OTR 1 0 38,159 0
EMERSON ELEC CO COM 291011104 1,121 11,904 SH   SOLE   11,904 0 0
EMERSON ELEC CO COM 291011104 7,532 79,962 SH   OTR 1 0 79,962 0
ENPHASE ENERGY INC COM 29355A107 388 2,586 SH   SOLE   2,586 0 0
ENPHASE ENERGY INC COM 29355A107 2,713 18,092 SH   OTR 1 0 18,092 0
ENTERGY CORP NEW COM 29364G103 2,657 26,755 SH   OTR 1 0 26,755 0
ENTERGY CORP NEW COM 29364G103 395 3,981 SH   SOLE   3,981 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 9,596 7,608,000 PRN   DFND 1 0 7,608,000 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 3,466 2,737,000 PRN   SOLE   2,737,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 39,277 31,018,000 PRN   OTR 1 0 31,018,000 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 156 124,000 PRN   OTR 4 0 124,000 0
ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 275 132,000 PRN   SOLE   132,000 0 0
EOG RES INC COM 26875P101 918 11,432 SH   SOLE   11,432 0 0
EOG RES INC COM 26875P101 6,246 77,816 SH   OTR 1 0 77,816 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 72,172 45,635,000 PRN   OTR 1 0 45,635,000 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 9,503 6,028,000 PRN   DFND 1 0 6,028,000 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 5,211 3,295,000 PRN   SOLE   3,295,000 0 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 154 98,000 PRN   OTR 4 0 98,000 0
EQUIFAX INC COM 294429105 620 2,448 SH   SOLE   2,448 0 0
EQUIFAX INC COM 294429105 4,109 16,214 SH   OTR 1 0 16,214 0
EQUINIX INC COM 29444U700 9,437 11,944 SH   OTR 1 0 11,944 0
EQUINIX INC COM 29444U700 1,389 1,758 SH   SOLE   1,758 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 204 2,606 SH   SOLE   2,606 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,713 45,879 SH   OTR 1 0 45,879 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 542 6,698 SH   SOLE   6,698 0 0
ESSEX PPTY TR INC COM 297178105 2,766 8,652 SH   OTR 1 0 8,652 0
ESSEX PPTY TR INC COM 297178105 410 1,283 SH   SOLE   1,283 0 0
ETSY INC COM 29786A106 3,525 16,948 SH   OTR 1 0 16,948 0
ETSY INC COM 29786A106 529 2,542 SH   SOLE   2,542 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 12,013 4,957,000 PRN   DFND 1 0 4,957,000 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 70 29,000 PRN   SOLE   29,000 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 204 84,000 PRN   OTR 4 0 84,000 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 2,125 1,916,000 PRN   SOLE   1,916,000 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 26,160 23,585,000 PRN   OTR 1 0 23,585,000 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 75 51,000 PRN   OTR 4 0 51,000 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 28,138 19,116,000 PRN   OTR 1 0 19,116,000 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 4,665 3,180,000 PRN   DFND 1 0 3,180,000 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 1,946 1,322,000 PRN   SOLE   1,322,000 0 0
EVERGY INC COM 30034W106 1,901 30,569 SH   OTR 1 0 30,569 0
EVERGY INC COM 30034W106 284 4,562 SH   SOLE   4,562 0 0
EVERSOURCE ENERGY COM 30040W108 539 6,587 SH   SOLE   6,587 0 0
EVERSOURCE ENERGY COM 30040W108 3,744 45,795 SH   OTR 1 0 45,795 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 174 150,000 PRN   SOLE   150,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 118 110,000 PRN   OTR 4 0 110,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 48,071 44,570,000 PRN   OTR 1 0 44,570,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 3,669 3,402,000 PRN   SOLE   3,402,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 7,228 6,733,000 PRN   DFND 1 0 6,733,000 0
EXELON CORP COM 30161N101 919 19,013 SH   SOLE   19,013 0 0
EXELON CORP COM 30161N101 6,298 130,290 SH   OTR 1 0 130,290 0
EXPEDIA GROUP INC COM NEW 30212P303 483 2,944 SH   SOLE   2,944 0 0
EXPEDIA GROUP INC COM NEW 30212P303 3,172 19,352 SH   OTR 1 0 19,352 0
EXPEDITORS INTL WASH INC COM 302130109 2,686 22,547 SH   OTR 1 0 22,547 0
EXPEDITORS INTL WASH INC COM 302130109 426 3,572 SH   SOLE   3,572 0 0
EXTRA SPACE STORAGE INC COM 30225T102 2,995 17,830 SH   OTR 1 0 17,830 0
EXTRA SPACE STORAGE INC COM 30225T102 463 2,754 SH   SOLE   2,754 0 0
EXXON MOBIL CORP COM 30231G102 5,007 85,132 SH   SOLE   85,132 0 0
EXXON MOBIL CORP COM 30231G102 33,203 564,478 SH   OTR 1 0 564,478 0
F5 NETWORKS INC COM 315616102 1,580 7,948 SH   OTR 1 0 7,948 0
F5 NETWORKS INC COM 315616102 259 1,305 SH   SOLE   1,305 0 0
FACEBOOK INC CL A 30303M102 15,895 46,834 SH   SOLE   46,834 0 0
FACEBOOK INC CL A 30303M102 107,757 317,503 SH   OTR 1 0 317,503 0
FASTENAL CO COM 311900104 3,952 76,580 SH   OTR 1 0 76,580 0
FASTENAL CO COM 311900104 582 11,276 SH   SOLE   11,276 0 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 141 1,192 SH   SOLE   1,192 0 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 1,113 9,434 SH   OTR 1 0 9,434 0
FEDEX CORP COM 31428X106 7,184 32,759 SH   OTR 1 0 32,759 0
FEDEX CORP COM 31428X106 1,098 5,009 SH   SOLE   5,009 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,492 12,264 SH   SOLE   12,264 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 10,011 82,271 SH   OTR 1 0 82,271 0
FIFTH THIRD BANCORP COM 316773100 3,904 91,998 SH   OTR 1 0 91,998 0
FIFTH THIRD BANCORP COM 316773100 565 13,321 SH   SOLE   13,321 0 0
FIREEYE INC NOTE 0.875% 6/0 31816QAF8 214 200,000 PRN   SOLE   200,000 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 4,526 23,466 SH   OTR 1 0 23,466 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 668 3,465 SH   SOLE   3,465 0 0
FIRSTENERGY CORP COM 337932107 2,583 72,521 SH   OTR 1 0 72,521 0
FIRSTENERGY CORP COM 337932107 380 10,663 SH   SOLE   10,663 0 0
FISERV INC COM 337738108 8,616 79,414 SH   OTR 1 0 79,414 0
FISERV INC COM 337738108 1,275 11,753 SH   SOLE   11,753 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3 13,005 9,608,000 PRN   OTR 1 0 9,608,000 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3 869 642,000 PRN   SOLE   642,000 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 445 1,703 SH   SOLE   1,703 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 2,901 11,105 SH   OTR 1 0 11,105 0
FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 40 45,000 PRN   SOLE   45,000 0 0
FMC CORP COM NEW 302491303 1,577 17,219 SH   OTR 1 0 17,219 0
FMC CORP COM NEW 302491303 236 2,577 SH   SOLE   2,577 0 0
FORD MTR CO DEL COM 345370860 1,140 80,513 SH   SOLE   80,513 0 0
FORD MTR CO DEL COM 345370860 7,403 522,778 SH   OTR 1 0 522,778 0
FORTINET INC COM 34959E109 5,278 18,074 SH   OTR 1 0 18,074 0
FORTINET INC COM 34959E109 769 2,633 SH   SOLE   2,633 0 0
FORTIVE CORP COM 34959J108 3,369 47,735 SH   OTR 1 0 47,735 0
FORTIVE CORP COM 34959J108 482 6,829 SH   SOLE   6,829 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 1,651 18,461 SH   OTR 1 0 18,461 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 244 2,733 SH   SOLE   2,733 0 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 24,294 24,670,931 PRN   SOLE   24,670,931 0 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 124 125,914 PRN   OTR 5 0 125,914 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 43,461 44,134,853 PRN   OTR 1 0 44,134,853 0
FOX CORP CL A COM 35137L105 1,748 43,592 SH   OTR 1 0 43,592 0
FOX CORP CL A COM 35137L105 221 5,508 SH   SOLE   5,508 0 0
FOX CORP CL B COM 35137L204 752 20,263 SH   OTR 1 0 20,263 0
FOX CORP CL B COM 35137L204 172 4,640 SH   SOLE   4,640 0 0
FRANKLIN RESOURCES INC COM 354613101 1,080 36,330 SH   OTR 1 0 36,330 0
FRANKLIN RESOURCES INC COM 354613101 136 4,591 SH   SOLE   4,591 0 0
FREEPORT-MCMORAN INC CL B 35671D857 6,357 195,406 SH   OTR 1 0 195,406 0
FREEPORT-MCMORAN INC CL B 35671D857 950 29,190 SH   SOLE   29,190 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 119 85,000 PRN   SOLE   85,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 4,061 27,318 SH   OTR 1 0 27,318 0
GALLAGHER ARTHUR J & CO COM 363576109 587 3,952 SH   SOLE   3,952 0 0
GAP INC COM 364760108 629 27,693 SH   OTR 1 0 27,693 0
GAP INC COM 364760108 79 3,499 SH   SOLE   3,499 0 0
GARTNER INC COM 366651107 3,386 11,141 SH   OTR 1 0 11,141 0
GARTNER INC COM 366651107 488 1,607 SH   SOLE   1,607 0 0
GENERAC HLDGS INC COM 368736104 515 1,260 SH   SOLE   1,260 0 0
GENERAC HLDGS INC COM 368736104 3,430 8,394 SH   OTR 1 0 8,394 0
GENERAL DYNAMICS CORP COM 369550108 883 4,503 SH   SOLE   4,503 0 0
GENERAL DYNAMICS CORP COM 369550108 6,058 30,903 SH   OTR 1 0 30,903 0
GENERAL ELECTRIC CO COM NEW 369604301 2,525 24,505 SH   SOLE   24,505 0 0
GENERAL ELECTRIC CO COM NEW 369604301 15,074 146,311 SH   OTR 1 0 146,311 0
GENERAL MLS INC COM 370334104 717 11,986 SH   SOLE   11,986 0 0
GENERAL MLS INC COM 370334104 4,869 81,392 SH   OTR 1 0 81,392 0
GENERAL MTRS CO COM 37045V100 10,192 193,358 SH   OTR 1 0 193,358 0
GENERAL MTRS CO COM 37045V100 1,461 27,725 SH   SOLE   27,725 0 0
GENUINE PARTS CO COM 372460105 386 3,187 SH   SOLE   3,187 0 0
GENUINE PARTS CO COM 372460105 2,335 19,264 SH   OTR 1 0 19,264 0
GILEAD SCIENCES INC COM 375558103 11,681 167,226 SH   OTR 1 0 167,226 0
GILEAD SCIENCES INC COM 375558103 1,806 25,862 SH   SOLE   25,862 0 0
GLOBAL PMTS INC COM 37940X102 894 5,674 SH   SOLE   5,674 0 0
GLOBAL PMTS INC COM 37940X102 6,203 39,362 SH   OTR 1 0 39,362 0
GLOBAL X FDS NASDAQ 100 COVER 37954Y483 451 20,422 SH   SOLE   20,422 0 0
GLOBE LIFE INC COM 37959E102 142 1,597 SH   SOLE   1,597 0 0
GLOBE LIFE INC COM 37959E102 1,126 12,649 SH   OTR 1 0 12,649 0
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 497 498,000 PRN   SOLE   498,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 16,973 44,899 SH   OTR 1 0 44,899 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,458 6,503 SH   SOLE   6,503 0 0
GRAINGER W W INC COM 384802104 369 938 SH   SOLE   938 0 0
GRAINGER W W INC COM 384802104 2,294 5,836 SH   OTR 1 0 5,836 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 697 690,000 PRN   SOLE   690,000 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 145 120,000 PRN   SOLE   120,000 0 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 126,265 1,535,884 SH   OTR 1 0 1,535,884 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 55,234 671,868 SH   SOLE   671,868 0 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 363 4,417 SH   OTR 5 0 4,417 0
HALLIBURTON CO COM 406216101 2,565 118,631 SH   OTR 1 0 118,631 0
HALLIBURTON CO COM 406216101 393 18,189 SH   SOLE   18,189 0 0
HANESBRANDS INC COM 410345102 797 46,432 SH   OTR 1 0 46,432 0
HANESBRANDS INC COM 410345102 101 5,867 SH   SOLE   5,867 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 3,249 46,242 SH   OTR 1 0 46,242 0
HARTFORD FINL SVCS GROUP INC COM 416515104 495 7,041 SH   SOLE   7,041 0 0
HASBRO INC COM 418056107 228 2,555 SH   SOLE   2,555 0 0
HASBRO INC COM 418056107 1,522 17,058 SH   OTR 1 0 17,058 0
HCA HEALTHCARE INC COM 40412C101 7,969 32,833 SH   OTR 1 0 32,833 0
HCA HEALTHCARE INC COM 40412C101 1,191 4,907 SH   SOLE   4,907 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 364 10,880 SH   SOLE   10,880 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 2,406 71,859 SH   OTR 1 0 71,859 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 37,537 35,914,000 PRN   OTR 1 0 35,914,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 8,360 8,076,000 PRN   DFND 1 0 8,076,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 2,894 2,769,000 PRN   SOLE   2,769,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 139 134,000 PRN   OTR 4 0 134,000 0
HENRY JACK & ASSOC INC COM 426281101 1,625 9,905 SH   OTR 1 0 9,905 0
HENRY JACK & ASSOC INC COM 426281101 238 1,452 SH   SOLE   1,452 0 0
HENRY SCHEIN INC COM 806407102 1,429 18,760 SH   OTR 1 0 18,760 0
HENRY SCHEIN INC COM 806407102 181 2,371 SH   SOLE   2,371 0 0
HERSHEY CO COM 427866108 502 2,966 SH   SOLE   2,966 0 0
HERSHEY CO COM 427866108 3,302 19,510 SH   OTR 1 0 19,510 0
HESS CORP COM 42809H107 432 5,525 SH   SOLE   5,525 0 0
HESS CORP COM 42809H107 2,859 36,601 SH   OTR 1 0 36,601 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 388 27,202 SH   SOLE   27,202 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,481 174,125 SH   OTR 1 0 174,125 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 4,906 37,139 SH   OTR 1 0 37,139 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 726 5,493 SH   SOLE   5,493 0 0
HOLOGIC INC COM 436440101 2,522 34,165 SH   OTR 1 0 34,165 0
HOLOGIC INC COM 436440101 389 5,267 SH   SOLE   5,267 0 0
HOME DEPOT INC COM 437076102 6,816 20,765 SH   SOLE   20,765 0 0
HOME DEPOT INC COM 437076102 46,487 141,617 SH   OTR 1 0 141,617 0
HONEYWELL INTL INC COM 438516106 19,520 91,955 SH   OTR 1 0 91,955 0
HONEYWELL INTL INC COM 438516106 2,898 13,650 SH   SOLE   13,650 0 0
HORMEL FOODS CORP COM 440452100 240 5,849 SH   SOLE   5,849 0 0
HORMEL FOODS CORP COM 440452100 1,541 37,583 SH   OTR 1 0 37,583 0
HOST HOTELS & RESORTS INC COM 44107P104 1,533 93,896 SH   OTR 1 0 93,896 0
HOST HOTELS & RESORTS INC COM 44107P104 238 14,566 SH   SOLE   14,566 0 0
HOWMET AEROSPACE INC COM 443201108 1,626 52,118 SH   OTR 1 0 52,118 0
HOWMET AEROSPACE INC COM 443201108 262 8,385 SH   SOLE   8,385 0 0
HP INC COM 40434L105 4,382 160,169 SH   OTR 1 0 160,169 0
HP INC COM 40434L105 702 25,664 SH   SOLE   25,664 0 0
HUBSPOT INC NOTE 0.375% 6/0 443573AD2 485 200,000 PRN   SOLE   200,000 0 0
HUMANA INC COM 444859102 6,694 17,202 SH   OTR 1 0 17,202 0
HUMANA INC COM 444859102 1,012 2,601 SH   SOLE   2,601 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,859 11,117 SH   OTR 1 0 11,117 0
HUNT J B TRANS SVCS INC COM 445658107 268 1,604 SH   SOLE   1,604 0 0
HUNTINGTON BANCSHARES INC COM 446150104 438 28,357 SH   SOLE   28,357 0 0
HUNTINGTON BANCSHARES INC COM 446150104 3,042 196,734 SH   OTR 1 0 196,734 0
HUNTINGTON INGALLS INDS INC COM 446413106 130 671 SH   SOLE   671 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,035 5,360 SH   OTR 1 0 5,360 0
IDEX CORP COM 45167R104 2,091 10,102 SH   OTR 1 0 10,102 0
IDEX CORP COM 45167R104 326 1,577 SH   SOLE   1,577 0 0
IDEXX LABS INC COM 45168D104 7,072 11,371 SH   OTR 1 0 11,371 0
IDEXX LABS INC COM 45168D104 1,018 1,637 SH   SOLE   1,637 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 140 105,000 PRN   SOLE   105,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 7,920 38,328 SH   OTR 1 0 38,328 0
ILLINOIS TOOL WKS INC COM 452308109 1,186 5,742 SH   SOLE   5,742 0 0
ILLUMINA INC COM 452327109 7,896 19,467 SH   OTR 1 0 19,467 0
ILLUMINA INC COM 452327109 1,160 2,860 SH   SOLE   2,860 0 0
ILLUMINA INC NOTE 8/1 452327AK5 32,744 28,064,000 PRN   OTR 1 0 28,064,000 0
ILLUMINA INC NOTE 8/1 452327AK5 2,549 2,185,000 PRN   SOLE   2,185,000 0 0
INCYTE CORP COM 45337C102 1,711 24,873 SH   OTR 1 0 24,873 0
INCYTE CORP COM 45337C102 251 3,644 SH   SOLE   3,644 0 0
INDEXIQ ACTIVE ETF TR IQ MACKAY ESG CR 45409F785 800 20,038,880 SH   OTR 3 0 20,038,880 0
INDEXIQ ACTIVE ETF TR IQ MACKAY ESG CR 45409F785 4,923 197,689 SH   SOLE   197,689 0 0
INDEXIQ ETF TR HEALTHY HEARTS 45409B321 199 5,483,005 SH   OTR 3 0 5,483,005 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 144 130,000 PRN   SOLE   130,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3 694 523,000 PRN   SOLE   523,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3 15,319 11,540,000 PRN   OTR 1 0 11,540,000 0
INGERSOLL RAND INC COM 45687V106 370 7,334 SH   SOLE   7,334 0 0
INGERSOLL RAND INC COM 45687V106 2,720 53,965 SH   OTR 1 0 53,965 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 119 85,000 PRN   SOLE   85,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 99 95,000 PRN   SOLE   95,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 529 379,000 PRN   SOLE   379,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 1,638 1,484,000 PRN   SOLE   1,484,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 19,312 17,501,000 PRN   OTR 1 0 17,501,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 148 135,000 PRN   OTR 4 0 135,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 9,034 8,224,000 PRN   DFND 1 0 8,224,000 0
INTEL CORP COM 458140100 28,790 540,358 SH   OTR 1 0 540,358 0
INTEL CORP COM 458140100 4,251 79,778 SH   SOLE   79,778 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,238 10,781 SH   SOLE   10,781 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,616 75,038 SH   OTR 1 0 75,038 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 483 445,000 PRN   SOLE   445,000 0 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 7,981 7,360,000 PRN   OTR 1 0 7,360,000 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,418 17,404 SH   SOLE   17,404 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 16,552 119,138 SH   OTR 1 0 119,138 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 670 5,012 SH   SOLE   5,012 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 4,438 33,190 SH   OTR 1 0 33,190 0
INTERNATIONAL PAPER CO COM 460146103 453 8,099 SH   SOLE   8,099 0 0
INTERNATIONAL PAPER CO COM 460146103 2,921 52,232 SH   OTR 1 0 52,232 0
INTERPUBLIC GROUP COS INC COM 460690100 1,923 52,450 SH   OTR 1 0 52,450 0
INTERPUBLIC GROUP COS INC COM 460690100 346 9,446 SH   SOLE   9,446 0 0
INTUIT COM 461202103 2,862 5,304 SH   SOLE   5,304 0 0
INTUIT COM 461202103 19,657 36,435 SH   OTR 1 0 36,435 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,283 2,296 SH   SOLE   2,296 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 15,696 15,788 SH   OTR 1 0 15,788 0
INVESCO PA VALUE MUN INC TR COM 46132K109 4,115 310,316 SH   SOLE   310,316 0 0
INVESCO PA VALUE MUN INC TR COM 46132K109 909 68,544 SH   OTR 1 0 68,544 0
INVESCO QUALITY MUN INCOME T COM 46133G107 2,673 202,838 SH   SOLE   202,838 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 148 120,000 PRN   SOLE   120,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 182 198,000 PRN   SOLE   198,000 0 0
IPG PHOTONICS CORP COM 44980X109 756 4,774 SH   OTR 1 0 4,774 0
IPG PHOTONICS CORP COM 44980X109 96 603 SH   SOLE   603 0 0
IQVIA HLDGS INC COM 46266C105 885 3,693 SH   SOLE   3,693 0 0
IQVIA HLDGS INC COM 46266C105 6,121 25,555 SH   OTR 1 0 25,555 0
IRON MTN INC NEW COM 46284V101 1,668 38,394 SH   OTR 1 0 38,394 0
IRON MTN INC NEW COM 46284V101 333 7,664 SH   SOLE   7,664 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 0 0 SH   SOLE   0 0 0
ISHARES GOLD TR ISHARES NEW 464285204 31,055 929,500 SH   OTR 1 0 929,500 0
ISHARES TR IBOXX HI YD ETF 464288513 5,687 65,000 SH   OTR 1 0 65,000 0
ISHARES TR IBOXX HI YD ETF 464288513 276 3,153 SH   SOLE   3,153 0 0
ISHARES TR IBOXX INV CP ETF 464287242 439 3,300 SH   SOLE   3,300 0 0
ISHARES TR MBS ETF 464288588 296 2,737 SH   SOLE   2,737 0 0
ISHARES TR MSCI ACWI ETF 464288257 315 3,154 SH   SOLE   3,154 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 42 42,000 PRN   SOLE   42,000 0 0
J JILL INC COM 46620W201 217 12,465 SH   SOLE   12,465 0 0
JACOBS ENGR GROUP INC COM 469814107 357 2,694 SH   SOLE   2,694 0 0
JACOBS ENGR GROUP INC COM 469814107 2,301 17,363 SH   OTR 1 0 17,363 0
JD.COM INC SPON ADR CL A 47215P106 267 3,699 SH   SOLE   3,699 0 0
JOHNSON & JOHNSON COM 478160104 8,284 51,292 SH   SOLE   51,292 0 0
JOHNSON & JOHNSON COM 478160104 56,626 350,624 SH   OTR 1 0 350,624 0
JPMORGAN CHASE & CO COM 46625H100 65,148 397,996 SH   OTR 1 0 397,996 0
JPMORGAN CHASE & CO COM 46625H100 9,573 58,482 SH   SOLE   58,482 0 0
JUNIPER NETWORKS INC COM 48203R104 1,202 43,684 SH   OTR 1 0 43,684 0
JUNIPER NETWORKS INC COM 48203R104 152 5,521 SH   SOLE   5,521 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 523 1,932 SH   SOLE   1,932 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 3,282 12,125 SH   OTR 1 0 12,125 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 70 93,000 PRN   SOLE   93,000 0 0
KELLOGG CO COM 487836108 329 5,144 SH   SOLE   5,144 0 0
KELLOGG CO COM 487836108 2,148 33,597 SH   OTR 1 0 33,597 0
KEYCORP COM 493267108 2,798 129,405 SH   OTR 1 0 129,405 0
KEYCORP COM 493267108 423 19,551 SH   SOLE   19,551 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 4,036 24,564 SH   OTR 1 0 24,564 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 608 3,703 SH   SOLE   3,703 0 0
KIMBERLY-CLARK CORP COM 494368103 886 6,687 SH   SOLE   6,687 0 0
KIMBERLY-CLARK CORP COM 494368103 5,959 44,993 SH   OTR 1 0 44,993 0
KIMCO RLTY CORP COM 49446R109 1,662 80,090 SH   OTR 1 0 80,090 0
KIMCO RLTY CORP COM 49446R109 210 10,119 SH   SOLE   10,119 0 0
KINDER MORGAN INC DEL COM 49456B101 4,344 259,676 SH   OTR 1 0 259,676 0
KINDER MORGAN INC DEL COM 49456B101 636 38,010 SH   SOLE   38,010 0 0
KLA CORP COM NEW 482480100 1,031 3,082 SH   SOLE   3,082 0 0
KLA CORP COM NEW 482480100 6,837 20,438 SH   OTR 1 0 20,438 0
KRAFT HEINZ CO COM 500754106 490 13,321 SH   SOLE   13,321 0 0
KRAFT HEINZ CO COM 500754106 3,300 89,620 SH   OTR 1 0 89,620 0
KROGER CO COM 501044101 3,662 90,569 SH   OTR 1 0 90,569 0
KROGER CO COM 501044101 595 14,707 SH   SOLE   14,707 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 5,895 26,764 SH   OTR 1 0 26,764 0
L3HARRIS TECHNOLOGIES INC COM 502431109 877 3,981 SH   SOLE   3,981 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,664 13,019 SH   OTR 1 0 13,019 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 547 1,945 SH   SOLE   1,945 0 0
LAM RESEARCH CORP COM 512807108 10,823 19,016 SH   OTR 1 0 19,016 0
LAM RESEARCH CORP COM 512807108 1,624 2,853 SH   SOLE   2,853 0 0
LAMB WESTON HLDGS INC COM 513272104 188 3,063 SH   SOLE   3,063 0 0
LAMB WESTON HLDGS INC COM 513272104 1,196 19,482 SH   OTR 1 0 19,482 0
LAS VEGAS SANDS CORP COM 517834107 256 6,985 SH   SOLE   6,985 0 0
LAS VEGAS SANDS CORP COM 517834107 1,676 45,790 SH   OTR 1 0 45,790 0
LAUDER ESTEE COS INC CL A 518439104 1,337 4,457 SH   SOLE   4,457 0 0
LAUDER ESTEE COS INC CL A 518439104 9,274 30,920 SH   OTR 1 0 30,920 0
LEGGETT & PLATT INC COM 524660107 100 2,237 SH   SOLE   2,237 0 0
LEGGETT & PLATT INC COM 524660107 794 17,703 SH   OTR 1 0 17,703 0
LEIDOS HOLDINGS INC COM 525327102 1,813 18,855 SH   OTR 1 0 18,855 0
LEIDOS HOLDINGS INC COM 525327102 277 2,881 SH   SOLE   2,881 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 32 32,000 PRN   OTR 4 0 32,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 873 872,000 PRN   SOLE   872,000 0 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 1,968 1,975,000 PRN   DFND 1 0 1,975,000 0
LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 11,358 11,344,000 PRN   OTR 1 0 11,344,000 0
LENNAR CORP CL A 526057104 3,444 36,768 SH   OTR 1 0 36,768 0
LENNAR CORP CL A 526057104 529 5,646 SH   SOLE   5,646 0 0
LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 29 30,000 PRN   SOLE   30,000 0 0
LIBERTY MEDIA CORP DEL DEB 2.250% 9/3 531229AE2 52 115,000 PRN   SOLE   115,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 27,603 19,395,000 PRN   OTR 1 0 19,395,000 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 1,429 1,004,000 PRN   SOLE   1,004,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 31,839 23,300,000 PRN   OTR 1 0 23,300,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 105 77,000 PRN   OTR 4 0 77,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 6,678 4,905,000 PRN   DFND 1 0 4,905,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1,899 1,390,000 PRN   SOLE   1,390,000 0 0
LILLY ELI & CO COM 532457108 24,433 105,749 SH   OTR 1 0 105,749 0
LILLY ELI & CO COM 532457108 3,618 15,659 SH   SOLE   15,659 0 0
LINCOLN NATL CORP IND COM 534187109 262 3,815 SH   SOLE   3,815 0 0
LINCOLN NATL CORP IND COM 534187109 1,640 23,859 SH   OTR 1 0 23,859 0
LIVE NATION ENTERTAINMENT IN COM 538034109 257 2,817 SH   SOLE   2,817 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,599 17,549 SH   OTR 1 0 17,549 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 1,991 1,375,000 PRN   SOLE   1,375,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 23,940 16,537,000 PRN   OTR 1 0 16,537,000 0
LKQ CORP COM 501889208 229 4,549 SH   SOLE   4,549 0 0
LKQ CORP COM 501889208 1,812 36,010 SH   OTR 1 0 36,010 0
LOCKHEED MARTIN CORP COM 539830109 1,655 4,797 SH   SOLE   4,797 0 0
LOCKHEED MARTIN CORP COM 539830109 11,328 32,826 SH   OTR 1 0 32,826 0
LOEWS CORP COM 540424108 184 3,420 SH   SOLE   3,420 0 0
LOEWS CORP COM 540424108 1,460 27,070 SH   OTR 1 0 27,070 0
LOWES COS INC COM 548661107 2,843 14,016 SH   SOLE   14,016 0 0
LOWES COS INC COM 548661107 19,120 94,253 SH   OTR 1 0 94,253 0
LUMEN TECHNOLOGIES INC COM 550241103 249 20,059 SH   SOLE   20,059 0 0
LUMEN TECHNOLOGIES INC COM 550241103 1,643 132,639 SH   OTR 1 0 132,639 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 11,928 8,128,000 PRN   DFND 1 0 8,128,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 78,123 53,145,000 PRN   OTR 1 0 53,145,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 4,729 3,217,000 PRN   SOLE   3,217,000 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 197 134,000 PRN   OTR 4 0 134,000 0
LYFT INC NOTE 1.500% 5/1 55087PAB0 204 131,000 PRN   SOLE   131,000 0 0
M & T BK CORP COM 55261F104 384 2,568 SH   SOLE   2,568 0 0
M & T BK CORP COM 55261F104 2,562 17,154 SH   OTR 1 0 17,154 0
MARATHON OIL CORP COM 565849106 182 13,278 SH   SOLE   13,278 0 0
MARATHON OIL CORP COM 565849106 1,436 105,079 SH   OTR 1 0 105,079 0
MARATHON PETE CORP COM 56585A102 781 12,637 SH   SOLE   12,637 0 0
MARATHON PETE CORP COM 56585A102 5,254 85,003 SH   OTR 1 0 85,003 0
MARKETAXESS HLDGS INC COM 57060D108 310 738 SH   SOLE   738 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,128 5,059 SH   OTR 1 0 5,059 0
MARRIOTT INTL INC NEW CL A 571903202 800 5,402 SH   SOLE   5,402 0 0
MARRIOTT INTL INC NEW CL A 571903202 5,396 36,435 SH   OTR 1 0 36,435 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 3,877 3,280,000 PRN   DFND 1 0 3,280,000 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 66 56,000 PRN   OTR 4 0 56,000 0
MARSH & MCLENNAN COS INC COM 571748102 1,472 9,723 SH   SOLE   9,723 0 0
MARSH & MCLENNAN COS INC COM 571748102 10,218 67,479 SH   OTR 1 0 67,479 0
MARTIN MARIETTA MATLS INC COM 573284106 428 1,252 SH   SOLE   1,252 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,841 8,316 SH   OTR 1 0 8,316 0
MASCO CORP COM 574599106 1,829 32,920 SH   OTR 1 0 32,920 0
MASCO CORP COM 574599106 292 5,259 SH   SOLE   5,259 0 0
MASTERCARD INCORPORATED CL A 57636Q104 40,341 116,030 SH   OTR 1 0 116,030 0
MASTERCARD INCORPORATED CL A 57636Q104 5,942 17,089 SH   SOLE   17,089 0 0
MATCH GROUP INC NEW COM 57667L107 816 5,196 SH   SOLE   5,196 0 0
MATCH GROUP INC NEW COM 57667L107 5,788 36,869 SH   OTR 1 0 36,869 0
MCCORMICK & CO INC COM NON VTG 579780206 2,690 33,200 SH   OTR 1 0 33,200 0
MCCORMICK & CO INC COM NON VTG 579780206 405 4,995 SH   SOLE   4,995 0 0
MCDONALDS CORP COM 580135101 3,656 15,162 SH   SOLE   15,162 0 0
MCDONALDS CORP COM 580135101 23,988 99,491 SH   OTR 1 0 99,491 0
MCKESSON CORP COM 58155Q103 618 3,102 SH   SOLE   3,102 0 0
MCKESSON CORP COM 58155Q103 4,107 20,601 SH   OTR 1 0 20,601 0
MERCADOLIBRE INC COM 58733R102 274 163 SH   SOLE   163 0 0
MERCK & CO INC COM 58933Y105 3,796 50,535 SH   SOLE   50,535 0 0
MERCK & CO INC COM 58933Y105 25,358 337,611 SH   OTR 1 0 337,611 0
METLIFE INC COM 59156R108 5,989 97,012 SH   OTR 1 0 97,012 0
METLIFE INC COM 59156R108 898 14,555 SH   SOLE   14,555 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,273 3,102 SH   OTR 1 0 3,102 0
METTLER TOLEDO INTERNATIONAL COM 592688105 636 462 SH   SOLE   462 0 0
MFS MUN INCOME TR SH BEN INT 552738106 2,329 333,155 SH   SOLE   333,155 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2,342 54,287 SH   OTR 1 0 54,287 0
MGM RESORTS INTERNATIONAL COM 552953101 374 8,659 SH   SOLE   8,659 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 815 5,309 SH   SOLE   5,309 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 5,598 36,471 SH   OTR 1 0 36,471 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 3,867 3,406,000 PRN   SOLE   3,406,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 59,518 52,418,000 PRN   OTR 1 0 52,418,000 0
MICRON TECHNOLOGY INC COM 595112103 10,613 149,524 SH   OTR 1 0 149,524 0
MICRON TECHNOLOGY INC COM 595112103 1,561 21,993 SH   SOLE   21,993 0 0
MICROSOFT CORP COM 594918104 282,179 1,000,919 SH   OTR 1 0 1,000,919 0
MICROSOFT CORP COM 594918104 41,099 145,782 SH   SOLE   145,782 0 0
MID-AMER APT CMNTYS INC COM 59522J103 2,851 15,264 SH   OTR 1 0 15,264 0
MID-AMER APT CMNTYS INC COM 59522J103 454 2,430 SH   SOLE   2,430 0 0
MODERNA INC COM 60770K107 18,001 46,774 SH   OTR 1 0 46,774 0
MODERNA INC COM 60770K107 2,651 6,889 SH   SOLE   6,889 0 0
MOHAWK INDS INC COM 608190104 1,321 7,447 SH   OTR 1 0 7,447 0
MOHAWK INDS INC COM 608190104 220 1,241 SH   SOLE   1,241 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 147 3,168 SH   SOLE   3,168 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 1,162 25,059 SH   OTR 1 0 25,059 0
MONDELEZ INTL INC CL A 609207105 1,627 27,962 SH   SOLE   27,962 0 0
MONDELEZ INTL INC CL A 609207105 10,832 186,177 SH   OTR 1 0 186,177 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 2,276 997,000 PRN   SOLE   997,000 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 33,357 14,615,000 PRN   OTR 1 0 14,615,000 0
MONGODB INC NOTE 0.750% 6/1 60937PAB2 242 35,000 PRN   SOLE   35,000 0 0
MONOLITHIC PWR SYS INC COM 609839105 2,779 5,734 SH   OTR 1 0 5,734 0
MONOLITHIC PWR SYS INC COM 609839105 448 925 SH   SOLE   925 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 668 7,517 SH   SOLE   7,517 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 4,443 50,015 SH   OTR 1 0 50,015 0
MOODYS CORP COM 615369105 7,623 21,466 SH   OTR 1 0 21,466 0
MOODYS CORP COM 615369105 1,141 3,213 SH   SOLE   3,213 0 0
MORGAN STANLEY COM NEW 617446448 18,918 194,412 SH   OTR 1 0 194,412 0
MORGAN STANLEY COM NEW 617446448 2,725 28,004 SH   SOLE   28,004 0 0
MOSAIC CO NEW COM 61945C103 1,646 46,082 SH   OTR 1 0 46,082 0
MOSAIC CO NEW COM 61945C103 265 7,423 SH   SOLE   7,423 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 5,256 22,622 SH   OTR 1 0 22,622 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 769 3,308 SH   SOLE   3,308 0 0
MSCI INC COM 55354G100 967 1,589 SH   SOLE   1,589 0 0
MSCI INC COM 55354G100 6,687 10,993 SH   OTR 1 0 10,993 0
NANOSTRING TECHNOLOGIES INC NOTE 2.625% 3/0 63009RAD1 128 100,000 PRN   SOLE   100,000 0 0
NASDAQ INC COM 631103108 438 2,267 SH   SOLE   2,267 0 0
NASDAQ INC COM 631103108 3,009 15,589 SH   OTR 1 0 15,589 0
NATERA INC NOTE 2.250% 5/0 632307AB0 141 47,000 PRN   SOLE   47,000 0 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 1,370 800,000 PRN   SOLE   800,000 0 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 12,891 7,530,000 PRN   OTR 1 0 7,530,000 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 9,885 4,605,000 PRN   OTR 1 0 4,605,000 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 470 219,000 PRN   SOLE   219,000 0 0
NETAPP INC COM 64110D104 417 4,645 SH   SOLE   4,645 0 0
NETAPP INC COM 64110D104 2,660 29,632 SH   OTR 1 0 29,632 0
NETFLIX INC COM 64110L106 35,980 58,950 SH   OTR 1 0 58,950 0
NETFLIX INC COM 64110L106 5,347 8,760 SH   SOLE   8,760 0 0
NEUBERGER BERMAN N Y MUN FD COM 64124K102 338 25,745 SH   SOLE   25,745 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 2,708 2,027,000 PRN   SOLE   2,027,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 6,337 4,780,000 PRN   DFND 1 0 4,780,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 106 80,000 PRN   OTR 4 0 80,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 39,614 29,655,000 PRN   OTR 1 0 29,655,000 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 122 120,000 PRN   SOLE   120,000 0 0
NEWELL BRANDS INC COM 651229106 1,114 50,304 SH   OTR 1 0 50,304 0
NEWELL BRANDS INC COM 651229106 141 6,357 SH   SOLE   6,357 0 0
NEWMONT CORP COM 651639106 858 15,798 SH   SOLE   15,798 0 0
NEWMONT CORP COM 651639106 5,800 106,822 SH   OTR 1 0 106,822 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 263 11,177 SH   SOLE   11,177 0 0
NEWS CORP NEW CL A 65249B109 1,225 52,062 SH   OTR 1 0 52,062 0
NEWS CORP NEW CL B 65249B208 377 16,210 SH   OTR 1 0 16,210 0
NEWS CORP NEW CL B 65249B208 48 2,048 SH   SOLE   2,048 0 0
NEXTERA ENERGY INC COM 65339F101 20,535 261,529 SH   OTR 1 0 261,529 0
NEXTERA ENERGY INC COM 65339F101 3,068 39,068 SH   SOLE   39,068 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 210 4,129 SH   OTR 4 0 4,129 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 12,842 252,007 SH   DFND 1 0 252,007 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 1,091 21,300 SH   SOLE   21,300 0 0
NICE LTD NOTE 9/1 653656AB4 14,412 12,298,000 PRN   DFND 1 0 12,298,000 0
NICE LTD NOTE 9/1 653656AB4 100,427 85,334,000 PRN   OTR 1 0 85,334,000 0
NICE LTD NOTE 9/1 653656AB4 7,071 6,008,000 PRN   SOLE   6,008,000 0 0
NICE LTD NOTE 9/1 653656AB4 237 202,000 PRN   OTR 4 0 202,000 0
NICE LTD SPONSORED ADR 653656108 9,220 32,460 SH   OTR 1 0 32,460 0
NICE LTD SPONSORED ADR 653656108 6,934 24,412 SH   SOLE   24,412 0 0
NIKE INC CL B 654106103 24,689 169,996 SH   OTR 1 0 169,996 0
NIKE INC CL B 654106103 3,624 24,953 SH   SOLE   24,953 0 0
NISOURCE INC COM 65473P105 1,264 52,164 SH   OTR 1 0 52,164 0
NISOURCE INC COM 65473P105 160 6,593 SH   SOLE   6,593 0 0
NORFOLK SOUTHN CORP COM 655844108 7,870 32,895 SH   OTR 1 0 32,895 0
NORFOLK SOUTHN CORP COM 655844108 1,150 4,806 SH   SOLE   4,806 0 0
NORTHERN TR CORP COM 665859104 2,990 27,730 SH   OTR 1 0 27,730 0
NORTHERN TR CORP COM 665859104 442 4,104 SH   SOLE   4,104 0 0
NORTHROP GRUMMAN CORP COM 666807102 7,189 19,960 SH   OTR 1 0 19,960 0
NORTHROP GRUMMAN CORP COM 666807102 1,053 2,923 SH   SOLE   2,923 0 0
NORTONLIFELOCK INC COM 668771108 296 11,689 SH   SOLE   11,689 0 0
NORTONLIFELOCK INC COM 668771108 1,960 77,462 SH   OTR 1 0 77,462 0
NRG ENERGY INC COM NEW 629377508 1,330 32,581 SH   OTR 1 0 32,581 0
NRG ENERGY INC COM NEW 629377508 168 4,117 SH   SOLE   4,117 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 150 128,000 PRN   OTR 4 0 128,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 62,677 53,206,000 PRN   OTR 1 0 53,206,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3,578 3,037,000 PRN   SOLE   3,037,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 9,192 7,836,000 PRN   DFND 1 0 7,836,000 0
NUCOR CORP COM 670346105 595 6,041 SH   SOLE   6,041 0 0
NUCOR CORP COM 670346105 3,853 39,118 SH   OTR 1 0 39,118 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 20,372 21,043,000 PRN   OTR 1 0 21,043,000 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 136 141,000 PRN   OTR 4 0 141,000 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 1,491 1,540,000 PRN   SOLE   1,540,000 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 8,270 8,587,000 PRN   DFND 1 0 8,587,000 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 25,938 1,707,583 SH   SOLE   1,707,583 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 8,098 585,522 SH   SOLE   585,522 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 2,847 205,883 SH   OTR 1 0 205,883 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7,648 517,097 SH   SOLE   517,097 0 0
NUVEEN QUALITY MUNCP INCOME COM 67066V101 2,942 188,362 SH   SOLE   188,362 0 0
NVIDIA CORPORATION COM 67066G104 68,759 331,913 SH   OTR 1 0 331,913 0
NVIDIA CORPORATION COM 67066G104 10,133 48,915 SH   SOLE   48,915 0 0
NVR INC COM 62944T105 2,186 456 SH   OTR 1 0 456 0
NVR INC COM 62944T105 316 66 SH   SOLE   66 0 0
OCCIDENTAL PETE CORP COM 674599105 511 17,270 SH   SOLE   17,270 0 0
OCCIDENTAL PETE CORP COM 674599105 3,495 118,147 SH   OTR 1 0 118,147 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 1,987 2,117,000 PRN   OTR 1 0 2,117,000 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 699 745,000 PRN   SOLE   745,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 18,138 12,805,000 PRN   OTR 1 0 12,805,000 0
OKTA INC NOTE 0.125% 9/0 679295AD7 2,341 1,653,000 PRN   SOLE   1,653,000 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 537 1,878 SH   SOLE   1,878 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 3,573 12,494 SH   OTR 1 0 12,494 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1 7,191 4,495,000 PRN   OTR 1 0 4,495,000 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1 462 289,000 PRN   SOLE   289,000 0 0
OMNICOM GROUP INC COM 681919106 2,074 28,622 SH   OTR 1 0 28,622 0
OMNICOM GROUP INC COM 681919106 313 4,317 SH   SOLE   4,317 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2,148 952,000 PRN   SOLE   952,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 18,704 8,289,000 PRN   OTR 1 0 8,289,000 0
ONEOK INC NEW COM 682680103 3,445 59,405 SH   OTR 1 0 59,405 0
ONEOK INC NEW COM 682680103 505 8,705 SH   SOLE   8,705 0 0
ORACLE CORP COM 68389X105 2,863 32,864 SH   SOLE   32,864 0 0
ORACLE CORP COM 68389X105 19,117 219,403 SH   OTR 1 0 219,403 0
OREILLY AUTOMOTIVE INC COM 67103H107 831 1,360 SH   SOLE   1,360 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 5,612 9,184 SH   OTR 1 0 9,184 0
ORGANON & CO COMMON STOCK 68622V106 140 4,255 SH   SOLE   4,255 0 0
ORGANON & CO COMMON STOCK 68622V106 1,104 33,681 SH   OTR 1 0 33,681 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 90 87,000 PRN   SOLE   87,000 0 0
OTIS WORLDWIDE CORP COM 68902V107 677 8,230 SH   SOLE   8,230 0 0
OTIS WORLDWIDE CORP COM 68902V107 4,677 56,843 SH   OTR 1 0 56,843 0
PACCAR INC COM 693718108 540 6,848 SH   SOLE   6,848 0 0
PACCAR INC COM 693718108 3,653 46,288 SH   OTR 1 0 46,288 0
PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 19,147 17,708,000 PRN   OTR 1 0 17,708,000 0
PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 1,206 1,115,000 PRN   SOLE   1,115,000 0 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 154 148,000 PRN   SOLE   148,000 0 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 57 55,000 PRN   OTR 4 0 55,000 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 3,457 3,338,000 PRN   DFND 1 0 3,338,000 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 2,854 2,749,000 PRN   OTR 1 0 2,749,000 0
PACKAGING CORP AMER COM 695156109 261 1,900 SH   SOLE   1,900 0 0
PACKAGING CORP AMER COM 695156109 1,741 12,666 SH   OTR 1 0 12,666 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 2,090 1,262,000 PRN   SOLE   1,262,000 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 35,034 21,155,000 PRN   OTR 1 0 21,155,000 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 48,793 26,811,000 PRN   OTR 1 0 26,811,000 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 4,126 2,267,000 PRN   SOLE   2,267,000 0 0
PARKER-HANNIFIN CORP COM 701094104 4,812 17,208 SH   OTR 1 0 17,208 0
PARKER-HANNIFIN CORP COM 701094104 692 2,473 SH   SOLE   2,473 0 0
PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 633 628,000 PRN   SOLE   628,000 0 0
PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 7,577 7,519,000 PRN   OTR 1 0 7,519,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 119 105,000 PRN   OTR 4 0 105,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 38,936 34,117,000 PRN   OTR 1 0 34,117,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 7,429 6,567,000 PRN   DFND 1 0 6,567,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 2,966 2,599,000 PRN   SOLE   2,599,000 0 0
PAYCHEX INC COM 704326107 708 6,299 SH   SOLE   6,299 0 0
PAYCHEX INC COM 704326107 4,805 42,726 SH   OTR 1 0 42,726 0
PAYCOM SOFTWARE INC COM 70432V102 451 910 SH   SOLE   910 0 0
PAYCOM SOFTWARE INC COM 70432V102 3,174 6,403 SH   OTR 1 0 6,403 0
PAYPAL HLDGS INC COM 70450Y103 5,967 22,930 SH   SOLE   22,930 0 0
PAYPAL HLDGS INC COM 70450Y103 40,757 156,632 SH   OTR 1 0 156,632 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 153 137,000 PRN   OTR 4 0 137,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 9,346 8,371,000 PRN   DFND 1 0 8,371,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 6,575 5,863,000 PRN   OTR 1 0 5,863,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 665 593,000 PRN   SOLE   593,000 0 0
PENN NATL GAMING INC COM 707569109 191 2,638 SH   SOLE   2,638 0 0
PENN NATL GAMING INC COM 707569109 1,513 20,883 SH   OTR 1 0 20,883 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 253 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 996 57,019 SH   OTR 1 0 57,019 0
PEOPLES UNITED FINANCIAL INC COM 712704105 126 7,205 SH   SOLE   7,205 0 0
PEPSICO INC COM 713448108 4,055 26,959 SH   SOLE   26,959 0 0
PEPSICO INC COM 713448108 27,708 184,219 SH   OTR 1 0 184,219 0
PERKINELMER INC COM 714046109 2,585 14,919 SH   OTR 1 0 14,919 0
PERKINELMER INC COM 714046109 361 2,085 SH   SOLE   2,085 0 0
PFIZER INC COM 717081103 32,101 746,368 SH   OTR 1 0 746,368 0
PFIZER INC COM 717081103 4,718 109,706 SH   SOLE   109,706 0 0
PG&E CORP UNIT 99/99/9999 69331C140 2,390 24,882 SH   SOLE   24,882 0 0
PG&E CORP UNIT 99/99/9999 69331C140 7,578 79,270 SH   DFND 1 0 79,270 0
PG&E CORP UNIT 99/99/9999 69331C140 124 1,300 SH   OTR 4 0 1,300 0
PG&E CORP UNIT 99/99/9999 69331C140 30,256 315,000 SH   OTR 1 0 315,000 0
PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 2,551 165,657 SH   SOLE   165,657 0 0
PGIM HIGH YIELD BOND FUND IN COM 69346H100 2,436 150,000 SH   SOLE   150,000 0 0
PHILIP MORRIS INTL INC COM 718172109 1,504 15,864 SH   SOLE   15,864 0 0
PHILIP MORRIS INTL INC COM 718172109 19,698 207,808 SH   OTR 1 0 207,808 0
PHILLIPS 66 COM 718546104 4,089 58,383 SH   OTR 1 0 58,383 0
PHILLIPS 66 COM 718546104 608 8,677 SH   SOLE   8,677 0 0
PINNACLE WEST CAP CORP COM 723484101 137 1,897 SH   SOLE   1,897 0 0
PINNACLE WEST CAP CORP COM 723484101 1,085 15,001 SH   OTR 1 0 15,001 0
PIONEER MUNICIPAL HIGH INCOM COM 723762100 3,111 268,191 SH   OTR 1 0 268,191 0
PIONEER MUNICIPAL HIGH INCOM COM 723762100 8,802 758,783 SH   SOLE   758,783 0 0
PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 3,951 325,717 SH   OTR 1 0 325,717 0
PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 5,639 464,851 SH   SOLE   464,851 0 0
PIONEER NAT RES CO COM 723787107 5,032 30,219 SH   OTR 1 0 30,219 0
PIONEER NAT RES CO COM 723787107 719 4,318 SH   SOLE   4,318 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 15,727 9,744,000 PRN   DFND 1 0 9,744,000 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 255 158,000 PRN   OTR 4 0 158,000 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 86,720 53,564,000 PRN   OTR 1 0 53,564,000 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 6,725 4,154,000 PRN   SOLE   4,154,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,616 8,258 SH   SOLE   8,258 0 0
PNC FINL SVCS GROUP INC COM 693475105 11,082 56,647 SH   OTR 1 0 56,647 0
POOL CORP COM 73278L105 2,328 5,359 SH   OTR 1 0 5,359 0
POOL CORP COM 73278L105 337 775 SH   SOLE   775 0 0
PPG INDS INC COM 693506107 671 4,694 SH   SOLE   4,694 0 0
PPG INDS INC COM 693506107 4,521 31,613 SH   OTR 1 0 31,613 0
PPL CORP COM 69351T106 428 15,363 SH   SOLE   15,363 0 0
PPL CORP COM 69351T106 2,860 102,593 SH   OTR 1 0 102,593 0
PRICE T ROWE GROUP INC COM 74144T108 5,950 30,248 SH   OTR 1 0 30,248 0
PRICE T ROWE GROUP INC COM 74144T108 870 4,422 SH   SOLE   4,422 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 381 5,909 SH   SOLE   5,909 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 2,174 33,750 SH   OTR 1 0 33,750 0
PROCTER AND GAMBLE CO COM 742718109 6,731 48,150 SH   SOLE   48,150 0 0
PROCTER AND GAMBLE CO COM 742718109 45,199 323,312 SH   OTR 1 0 323,312 0
PROGRESSIVE CORP COM 743315103 1,031 11,405 SH   SOLE   11,405 0 0
PROGRESSIVE CORP COM 743315103 7,048 77,974 SH   OTR 1 0 77,974 0
PROLOGIS INC. COM 74340W103 1,852 14,764 SH   SOLE   14,764 0 0
PROLOGIS INC. COM 74340W103 12,372 98,638 SH   OTR 1 0 98,638 0
PRUDENTIAL FINL INC COM 744320102 800 7,607 SH   SOLE   7,607 0 0
PRUDENTIAL FINL INC COM 744320102 5,420 51,519 SH   OTR 1 0 51,519 0
PTC INC COM 69370C100 260 2,168 SH   SOLE   2,168 0 0
PTC INC COM 69370C100 1,680 14,025 SH   OTR 1 0 14,025 0
PUBLIC STORAGE COM 74460D109 895 3,014 SH   SOLE   3,014 0 0
PUBLIC STORAGE COM 74460D109 6,030 20,296 SH   OTR 1 0 20,296 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 591 9,709 SH   SOLE   9,709 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4,101 67,347 SH   OTR 1 0 67,347 0
PULTE GROUP INC COM 745867101 260 5,655 SH   SOLE   5,655 0 0
PULTE GROUP INC COM 745867101 1,619 35,263 SH   OTR 1 0 35,263 0
PVH CORPORATION COM 693656100 123 1,196 SH   SOLE   1,196 0 0
PVH CORPORATION COM 693656100 973 9,465 SH   OTR 1 0 9,465 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 104 70,000 PRN   SOLE   70,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 858 762,000 PRN   SOLE   762,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 8,101 7,195,000 PRN   OTR 1 0 7,195,000 0
QORVO INC COM 74736K101 2,510 15,011 SH   OTR 1 0 15,011 0
QORVO INC COM 74736K101 367 2,197 SH   SOLE   2,197 0 0
QUALCOMM INC COM 747525103 2,877 22,304 SH   SOLE   22,304 0 0
QUALCOMM INC COM 747525103 19,399 150,402 SH   OTR 1 0 150,402 0
QUANTA SVCS INC COM 74762E102 2,115 18,579 SH   OTR 1 0 18,579 0
QUANTA SVCS INC COM 74762E102 267 2,347 SH   SOLE   2,347 0 0
QUEST DIAGNOSTICS INC COM 74834L100 371 2,555 SH   SOLE   2,555 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,365 16,274 SH   OTR 1 0 16,274 0
RALPH LAUREN CORP CL A 751212101 90 813 SH   SOLE   813 0 0
RALPH LAUREN CORP CL A 751212101 713 6,421 SH   OTR 1 0 6,421 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 20,941 16,548,000 PRN   OTR 1 0 16,548,000 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 820 648,000 PRN   SOLE   648,000 0 0
RAPID7 INC NOTE 1.250% 8/0 753422AB0 150 55,000 PRN   SOLE   55,000 0 0
RAYMOND JAMES FINL INC COM 754730109 2,258 24,471 SH   OTR 1 0 24,471 0
RAYMOND JAMES FINL INC COM 754730109 346 3,745 SH   SOLE   3,745 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 2,528 29,404 SH   SOLE   29,404 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 17,264 200,837 SH   OTR 1 0 200,837 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 235 2,123 SH   SOLE   2,123 0 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 3,633 32,877 SH   OTR 1 0 32,877 0
REALTY INCOME CORP COM 756109104 490 7,551 SH   SOLE   7,551 0 0
REALTY INCOME CORP COM 756109104 3,364 51,863 SH   OTR 1 0 51,863 0
REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 82 80,000 PRN   SOLE   80,000 0 0
REGENCY CTRS CORP COM 758849103 1,416 21,024 SH   OTR 1 0 21,024 0
REGENCY CTRS CORP COM 758849103 334 4,955 SH   SOLE   4,955 0 0
REGENERON PHARMACEUTICALS COM 75886F107 8,448 13,959 SH   OTR 1 0 13,959 0
REGENERON PHARMACEUTICALS COM 75886F107 1,248 2,063 SH   SOLE   2,063 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 2,731 128,171 SH   OTR 1 0 128,171 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 424 19,895 SH   SOLE   19,895 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 185 73,000 PRN   SOLE   73,000 0 0
REPUBLIC SVCS INC COM 760759100 3,371 28,076 SH   OTR 1 0 28,076 0
REPUBLIC SVCS INC COM 760759100 462 3,847 SH   SOLE   3,847 0 0
RESMED INC COM 761152107 751 2,851 SH   SOLE   2,851 0 0
RESMED INC COM 761152107 5,114 19,403 SH   OTR 1 0 19,403 0
RH NOTE 9/1 74967XAD5 378 120,000 PRN   SOLE   120,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 7,569 7,679,000 PRN   DFND 1 0 7,679,000 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 3,963 4,000,000 PRN   SOLE   4,000,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 127 129,000 PRN   OTR 4 0 129,000 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 49,341 49,808,000 PRN   OTR 1 0 49,808,000 0
ROBERT HALF INTL INC COM 770323103 190 1,898 SH   SOLE   1,898 0 0
ROBERT HALF INTL INC COM 770323103 1,511 15,058 SH   OTR 1 0 15,058 0
ROCKWELL AUTOMATION INC COM 773903109 693 2,356 SH   SOLE   2,356 0 0
ROCKWELL AUTOMATION INC COM 773903109 4,546 15,461 SH   OTR 1 0 15,461 0
ROLLINS INC COM 775711104 132 3,726 SH   SOLE   3,726 0 0
ROLLINS INC COM 775711104 1,042 29,481 SH   OTR 1 0 29,481 0
ROPER TECHNOLOGIES INC COM 776696106 925 2,074 SH   SOLE   2,074 0 0
ROPER TECHNOLOGIES INC COM 776696106 6,260 14,031 SH   OTR 1 0 14,031 0
ROSS STORES INC COM 778296103 5,176 47,548 SH   OTR 1 0 47,548 0
ROSS STORES INC COM 778296103 774 7,108 SH   SOLE   7,108 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 163 116,000 PRN   OTR 4 0 116,000 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 11,456 8,125,000 PRN   OTR 1 0 8,125,000 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 1,369 971,000 PRN   SOLE   971,000 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 10,043 7,148,000 PRN   DFND 1 0 7,148,000 0
S&P GLOBAL INC COM 78409V104 13,647 32,120 SH   OTR 1 0 32,120 0
S&P GLOBAL INC COM 78409V104 1,973 4,643 SH   SOLE   4,643 0 0
SABA CAPITAL INCOME & OPRNT SHARES 78518H103 132 28,978 SH   SOLE   28,978 0 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 5,221 3,020,000 PRN   OTR 1 0 3,020,000 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 372 215,000 PRN   SOLE   215,000 0 0
SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 282 175,000 PRN   SOLE   175,000 0 0
SALESFORCE COM INC COM 79466L302 35,096 129,399 SH   OTR 1 0 129,399 0
SALESFORCE COM INC COM 79466L302 5,182 19,106 SH   SOLE   19,106 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 200 135,000 PRN   SOLE   135,000 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 4,820 14,580 SH   OTR 1 0 14,580 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 803 2,429 SH   SOLE   2,429 0 0
SCHLUMBERGER LTD COM STK 806857108 826 27,858 SH   SOLE   27,858 0 0
SCHLUMBERGER LTD COM STK 806857108 5,526 186,446 SH   OTR 1 0 186,446 0
SCHWAB CHARLES CORP COM 808513105 2,133 29,290 SH   SOLE   29,290 0 0
SCHWAB CHARLES CORP COM 808513105 14,567 199,982 SH   OTR 1 0 199,982 0
SEALED AIR CORP NEW COM 81211K100 140 2,560 SH   SOLE   2,560 0 0
SEALED AIR CORP NEW COM 81211K100 1,110 20,267 SH   OTR 1 0 20,267 0
SEMPRA COM 816851109 5,380 42,532 SH   OTR 1 0 42,532 0
SEMPRA COM 816851109 756 5,974 SH   SOLE   5,974 0 0
SERVICENOW INC COM 81762P102 2,381 3,826 SH   SOLE   3,826 0 0
SERVICENOW INC COM 81762P102 16,383 26,328 SH   OTR 1 0 26,328 0
SHERWIN WILLIAMS CO COM 824348106 9,025 32,264 SH   OTR 1 0 32,264 0
SHERWIN WILLIAMS CO COM 824348106 1,308 4,675 SH   SOLE   4,675 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 2,245 1,827,000 PRN   SOLE   1,827,000 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 41,473 33,745,000 PRN   OTR 1 0 33,745,000 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 2,236 1,735,000 PRN   SOLE   1,735,000 0 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 30,457 23,629,000 PRN   OTR 1 0 23,629,000 0
SIMON PPTY GROUP INC NEW COM 828806109 823 6,335 SH   SOLE   6,335 0 0
SIMON PPTY GROUP INC NEW COM 828806109 5,693 43,804 SH   OTR 1 0 43,804 0
SKYWORKS SOLUTIONS INC COM 83088M102 541 3,282 SH   SOLE   3,282 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 3,627 22,013 SH   OTR 1 0 22,013 0
SMITH A O CORP COM 831865209 138 2,266 SH   SOLE   2,266 0 0
SMITH A O CORP COM 831865209 1,095 17,930 SH   OTR 1 0 17,930 0
SMUCKER J M CO COM NEW 832696405 1,751 14,588 SH   OTR 1 0 14,588 0
SMUCKER J M CO COM NEW 832696405 269 2,245 SH   SOLE   2,245 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 3 1,000 PRN   OTR 1 0 1,000 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 9,851 3,020,000 PRN   DFND 1 0 3,020,000 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 160 49,000 PRN   OTR 4 0 49,000 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 2,116 648,000 PRN   SOLE   648,000 0 0
SNAP ON INC COM 833034101 1,507 7,214 SH   OTR 1 0 7,214 0
SNAP ON INC COM 833034101 190 911 SH   SOLE   911 0 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 2,025 1,629,000 PRN   SOLE   1,629,000 0 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 38,608 31,060,000 PRN   OTR 1 0 31,060,000 0
SOUTHERN CO COM 842587107 8,747 141,153 SH   OTR 1 0 141,153 0
SOUTHERN CO COM 842587107 1,260 20,336 SH   SOLE   20,336 0 0
SOUTHWEST AIRLS CO COM 844741108 512 9,964 SH   SOLE   9,964 0 0
SOUTHWEST AIRLS CO COM 844741108 4,055 78,851 SH   OTR 1 0 78,851 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 6,023 4,022,000 PRN   SOLE   4,022,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 151 101,000 PRN   OTR 4 0 101,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 9,430 6,313,000 PRN   DFND 1 0 6,313,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 84,715 56,571,000 PRN   OTR 1 0 56,571,000 0
SPDR GOLD TR GOLD SHS 78463V107 0 0 SH   SOLE   0 0 0
SPDR GOLD TR GOLD SHS 78463V107 23,046 140,336 SH   OTR 1 0 140,336 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,803 771,945,425 SH   OTR 3 0 771,945,425 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 8,366 14,957 SH   SOLE   14,957 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 4,658 4,972,000 PRN   DFND 1 0 4,972,000 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 78 83,000 PRN   OTR 4 0 83,000 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 542 575,000 PRN   SOLE   575,000 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 6,170 6,550,000 PRN   OTR 1 0 6,550,000 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 39,030 33,252,000 PRN   OTR 1 0 33,252,000 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 2,761 2,352,000 PRN   SOLE   2,352,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 103 84,000 PRN   OTR 4 0 84,000 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 6,234 5,107,000 PRN   DFND 1 0 5,107,000 0
SQUARE INC CL A 852234103 240 1,000 SH   SOLE   1,000 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 10,223 3,324,000 PRN   DFND 1 0 3,324,000 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 175 57,000 PRN   OTR 4 0 57,000 0
STANLEY BLACK & DECKER INC COM 854502101 565 3,222 SH   SOLE   3,222 0 0
STANLEY BLACK & DECKER INC COM 854502101 3,775 21,533 SH   OTR 1 0 21,533 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 36,556 346,400 SH   OTR 1 0 346,400 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 2,448 23,200 SH   SOLE   23,200 0 0
STARBUCKS CORP COM 855244109 17,331 157,109 SH   OTR 1 0 157,109 0
STARBUCKS CORP COM 855244109 2,526 22,902 SH   SOLE   22,902 0 0
STARWOOD WAYPOINT HOMES NOTE 3.500% 1/1 19625XAB8 170 101,000 PRN   SOLE   101,000 0 0
STATE STR CORP COM 857477103 3,876 45,751 SH   OTR 1 0 45,751 0
STATE STR CORP COM 857477103 617 7,285 SH   SOLE   7,285 0 0
STRYKER CORPORATION COM 863667101 1,700 6,447 SH   SOLE   6,447 0 0
STRYKER CORPORATION COM 863667101 11,789 44,701 SH   OTR 1 0 44,701 0
SUMMIT HOTEL PPTYS INC NOTE 1.500% 2/1 866082AA8 14,753 13,980,000 PRN   OTR 1 0 13,980,000 0
SUMMIT HOTEL PPTYS INC NOTE 1.500% 2/1 866082AA8 1,173 1,112,000 PRN   SOLE   1,112,000 0 0
SVB FINANCIAL GROUP COM 78486Q101 766 1,184 SH   SOLE   1,184 0 0
SVB FINANCIAL GROUP COM 78486Q101 5,037 7,787 SH   OTR 1 0 7,787 0
SYNCHRONY FINANCIAL COM 87165B103 574 11,739 SH   SOLE   11,739 0 0
SYNCHRONY FINANCIAL COM 87165B103 3,709 75,879 SH   OTR 1 0 75,879 0
SYNOPSYS INC COM 871607107 922 3,079 SH   SOLE   3,079 0 0
SYNOPSYS INC COM 871607107 6,090 20,341 SH   OTR 1 0 20,341 0
SYSCO CORP COM 871829107 5,355 68,212 SH   OTR 1 0 68,212 0
SYSCO CORP COM 871829107 808 10,288 SH   SOLE   10,288 0 0
TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 63 75,000 PRN   SOLE   75,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 35,007 313,546 SH   OTR 1 0 313,546 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 20,406 182,771 SH   SOLE   182,771 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2,376 15,421 SH   OTR 1 0 15,421 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 362 2,349 SH   SOLE   2,349 0 0
TALOS ENERGY INC COM 87484T108 85 6,187 SH   OTR 5 0 6,187 0
TALOS ENERGY INC COM 87484T108 38,605 2,803,590 SH   OTR 1 0 2,803,590 0
TALOS ENERGY INC COM 87484T108 7,696 558,868 SH   SOLE   558,868 0 0
TAPESTRY INC COM 876030107 174 4,698 SH   SOLE   4,698 0 0
TAPESTRY INC COM 876030107 1,376 37,181 SH   OTR 1 0 37,181 0
TARGET CORP COM 87612E106 2,189 9,570 SH   SOLE   9,570 0 0
TARGET CORP COM 87612E106 15,091 65,964 SH   OTR 1 0 65,964 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 4,234 4,194,000 PRN   SOLE   4,194,000 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 8,446 8,409,000 PRN   DFND 1 0 8,409,000 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 141 140,000 PRN   OTR 4 0 140,000 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 58,376 57,830,000 PRN   OTR 1 0 57,830,000 0
TELEDYNE TECHNOLOGIES INC COM 879360105 379 882 SH   SOLE   882 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,660 6,192 SH   OTR 1 0 6,192 0
TELEFLEX INCORPORATED COM 879369106 372 988 SH   SOLE   988 0 0
TELEFLEX INCORPORATED COM 879369106 7,649 20,314 SH   OTR 1 0 20,314 0
TERADYNE INC COM 880770102 403 3,689 SH   SOLE   3,689 0 0
TERADYNE INC COM 880770102 2,422 22,189 SH   OTR 1 0 22,189 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 501 145,000 PRN   SOLE   145,000 0 0
TESLA INC COM 88160R101 83,810 108,075 SH   OTR 1 0 108,075 0
TESLA INC COM 88160R101 12,360 15,939 SH   SOLE   15,939 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 574 46,000 PRN   SOLE   46,000 0 0
TEXAS INSTRS INC COM 882508104 23,668 123,138 SH   OTR 1 0 123,138 0
TEXAS INSTRS INC COM 882508104 3,452 17,958 SH   SOLE   17,958 0 0
TEXTRON INC COM 883203101 2,101 30,095 SH   OTR 1 0 30,095 0
TEXTRON INC COM 883203101 376 5,389 SH   SOLE   5,389 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 4,411 7,721 SH   SOLE   7,721 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 29,940 52,404 SH   OTR 1 0 52,404 0
TJX COS INC NEW COM 872540109 10,610 160,802 SH   OTR 1 0 160,802 0
TJX COS INC NEW COM 872540109 1,558 23,618 SH   SOLE   23,618 0 0
T-MOBILE US INC COM 872590104 1,497 11,720 SH   SOLE   11,720 0 0
T-MOBILE US INC COM 872590104 9,983 78,137 SH   OTR 1 0 78,137 0
TRACTOR SUPPLY CO COM 892356106 3,114 15,368 SH   OTR 1 0 15,368 0
TRACTOR SUPPLY CO COM 892356106 495 2,441 SH   SOLE   2,441 0 0
TRANSDIGM GROUP INC COM 893641100 4,356 6,974 SH   OTR 1 0 6,974 0
TRANSDIGM GROUP INC COM 893641100 612 980 SH   SOLE   980 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 117 135,000 PRN   SOLE   135,000 0 0
TRAVELERS COMPANIES INC COM 89417E109 720 4,735 SH   SOLE   4,735 0 0
TRAVELERS COMPANIES INC COM 89417E109 5,098 33,534 SH   OTR 1 0 33,534 0
TRIMBLE INC COM 896239100 421 5,121 SH   SOLE   5,121 0 0
TRIMBLE INC COM 896239100 2,748 33,409 SH   OTR 1 0 33,409 0
TRUIST FINL CORP COM 89832Q109 10,427 177,788 SH   OTR 1 0 177,788 0
TRUIST FINL CORP COM 89832Q109 1,546 26,359 SH   SOLE   26,359 0 0
TURNING PT BRANDS INC COM 90041L105 325 6,802 SH   OTR 1 0 6,802 0
TURNING PT BRANDS INC COM 90041L105 0 0 SH   SOLE   0 0 0
TWITTER INC COM 90184L102 6,427 106,419 SH   OTR 1 0 106,419 0
TWITTER INC COM 90184L102 942 15,596 SH   SOLE   15,596 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 347 275,000 PRN   SOLE   275,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 361 787 SH   SOLE   787 0 0
TYLER TECHNOLOGIES INC COM 902252105 2,491 5,431 SH   OTR 1 0 5,431 0
TYSON FOODS INC CL A 902494103 478 6,054 SH   SOLE   6,054 0 0
TYSON FOODS INC CL A 902494103 3,098 39,241 SH   OTR 1 0 39,241 0
UDR INC COM 902653104 408 7,705 SH   SOLE   7,705 0 0
UDR INC COM 902653104 1,969 37,165 SH   OTR 1 0 37,165 0
ULTA BEAUTY INC COM 90384S303 2,635 7,301 SH   OTR 1 0 7,301 0
ULTA BEAUTY INC COM 90384S303 405 1,123 SH   SOLE   1,123 0 0
UNDER ARMOUR INC CL A 904311107 64 3,174 SH   SOLE   3,174 0 0
UNDER ARMOUR INC CL A 904311107 507 25,107 SH   OTR 1 0 25,107 0
UNDER ARMOUR INC CL C 904311206 57 3,278 SH   SOLE   3,278 0 0
UNDER ARMOUR INC CL C 904311206 454 25,941 SH   OTR 1 0 25,941 0
UNION PAC CORP COM 907818108 17,025 86,857 SH   OTR 1 0 86,857 0
UNION PAC CORP COM 907818108 2,503 12,771 SH   SOLE   12,771 0 0
UNITED AIRLS HLDGS INC COM 910047109 259 5,452 SH   SOLE   5,452 0 0
UNITED AIRLS HLDGS INC COM 910047109 2,052 43,144 SH   OTR 1 0 43,144 0
UNITED PARCEL SERVICE INC CL B 911312106 2,623 14,402 SH   SOLE   14,402 0 0
UNITED PARCEL SERVICE INC CL B 911312106 17,664 97,002 SH   OTR 1 0 97,002 0
UNITED RENTALS INC COM 911363109 498 1,420 SH   SOLE   1,420 0 0
UNITED RENTALS INC COM 911363109 3,386 9,650 SH   OTR 1 0 9,650 0
UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 102 54,000 PRN   SOLE   54,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 49,073 125,589 SH   OTR 1 0 125,589 0
UNITEDHEALTH GROUP INC COM 91324P102 7,215 18,465 SH   SOLE   18,465 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 181 1,310 SH   SOLE   1,310 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,435 10,370 SH   OTR 1 0 10,370 0
US BANCORP DEL COM NEW 902973304 1,649 27,749 SH   SOLE   27,749 0 0
US BANCORP DEL COM NEW 902973304 10,681 179,700 SH   OTR 1 0 179,700 0
V F CORP COM 918204108 423 6,319 SH   SOLE   6,319 0 0
V F CORP COM 918204108 2,872 42,875 SH   OTR 1 0 42,875 0
VALERO ENERGY CORP COM 91913Y100 3,846 54,503 SH   OTR 1 0 54,503 0
VALERO ENERGY CORP COM 91913Y100 646 9,151 SH   SOLE   9,151 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 880 0 SH   SOLE   0 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 1,000 393,484,583 SH   OTR 3 0 393,484,583 0
VANGUARD INDEX FDS VALUE ETF 922908744 4,976 36,762 SH   OTR 1 0 36,762 0
VANGUARD INDEX FDS VALUE ETF 922908744 0 0 SH   SOLE   0 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 94 95,000 PRN   SOLE   95,000 0 0
VENTAS INC COM 92276F100 410 7,419 SH   SOLE   7,419 0 0
VENTAS INC COM 92276F100 2,762 50,019 SH   OTR 1 0 50,019 0
VERISIGN INC COM 92343E102 418 2,037 SH   SOLE   2,037 0 0
VERISIGN INC COM 92343E102 2,658 12,963 SH   OTR 1 0 12,963 0
VERISK ANALYTICS INC COM 92345Y106 607 3,031 SH   SOLE   3,031 0 0
VERISK ANALYTICS INC COM 92345Y106 4,328 21,612 SH   OTR 1 0 21,612 0
VERIZON COMMUNICATIONS INC COM 92343V104 4,340 80,362 SH   SOLE   80,362 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 29,814 552,015 SH   OTR 1 0 552,015 0
VERTEX PHARMACEUTICALS INC COM 92532F100 6,261 34,515 SH   OTR 1 0 34,515 0
VERTEX PHARMACEUTICALS INC COM 92532F100 918 5,062 SH   SOLE   5,062 0 0
VIACOMCBS INC CL B 92556H206 3,190 80,747 SH   OTR 1 0 80,747 0
VIACOMCBS INC CL B 92556H206 478 12,107 SH   SOLE   12,107 0 0
VIATRIS INC COM 92556V106 324 23,924 SH   SOLE   23,924 0 0
VIATRIS INC COM 92556V106 2,184 161,156 SH   OTR 1 0 161,156 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 37,564 28,812,000 PRN   OTR 1 0 28,812,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 4,199 3,230,000 PRN   DFND 1 0 3,230,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 2,053 1,575,000 PRN   SOLE   1,575,000 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 68 52,000 PRN   OTR 4 0 52,000 0
VISA INC COM CL A 92826C839 50,070 224,779 SH   OTR 1 0 224,779 0
VISA INC COM CL A 92826C839 7,319 32,857 SH   SOLE   32,857 0 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 139 135,000 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 45 30,000 PRN   SOLE   30,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 15,474 13,239,000 PRN   OTR 1 0 13,239,000 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 998 854,000 PRN   SOLE   854,000 0 0
VORNADO RLTY TR SH BEN INT 929042109 878 20,890 SH   OTR 1 0 20,890 0
VORNADO RLTY TR SH BEN INT 929042109 111 2,640 SH   SOLE   2,640 0 0
VULCAN MATLS CO COM 929160109 446 2,635 SH   SOLE   2,635 0 0
VULCAN MATLS CO COM 929160109 2,992 17,689 SH   OTR 1 0 17,689 0
WABTEC COM 929740108 317 3,680 SH   SOLE   3,680 0 0
WABTEC COM 929740108 2,171 25,178 SH   OTR 1 0 25,178 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,501 95,660 SH   OTR 1 0 95,660 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 667 14,187 SH   SOLE   14,187 0 0
WALMART INC COM 931142103 3,908 28,041 SH   SOLE   28,041 0 0
WALMART INC COM 931142103 26,530 190,343 SH   OTR 1 0 190,343 0
WASTE MGMT INC DEL COM 94106L109 1,127 7,544 SH   SOLE   7,544 0 0
WASTE MGMT INC DEL COM 94106L109 7,734 51,782 SH   OTR 1 0 51,782 0
WATERS CORP COM 941848103 443 1,240 SH   SOLE   1,240 0 0
WATERS CORP COM 941848103 2,939 8,225 SH   OTR 1 0 8,225 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3 281 280,000 PRN   SOLE   280,000 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 474 255,000 PRN   SOLE   255,000 0 0
WEC ENERGY GROUP INC COM 92939U106 3,710 42,059 SH   OTR 1 0 42,059 0
WEC ENERGY GROUP INC COM 92939U106 513 5,814 SH   SOLE   5,814 0 0
WELLS FARGO CO NEW COM 949746101 25,383 546,938 SH   OTR 1 0 546,938 0
WELLS FARGO CO NEW COM 949746101 3,705 79,823 SH   SOLE   79,823 0 0
WELLTOWER INC COM 95040Q104 685 8,309 SH   SOLE   8,309 0 0
WELLTOWER INC COM 95040Q104 4,638 56,282 SH   OTR 1 0 56,282 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 613 1,445 SH   SOLE   1,445 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 4,179 9,843 SH   OTR 1 0 9,843 0
WESTERN ASSET HIGH INCOME OP COM 95766K109 1,254 241,565 SH   SOLE   241,565 0 0
WESTERN DIGITAL CORP. COM 958102105 2,306 40,861 SH   OTR 1 0 40,861 0
WESTERN DIGITAL CORP. COM 958102105 342 6,062 SH   SOLE   6,062 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 1,001 988,000 PRN   SOLE   988,000 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4,694 4,634,000 PRN   OTR 1 0 4,634,000 0
WESTERN UN CO COM 959802109 1,106 54,701 SH   OTR 1 0 54,701 0
WESTERN UN CO COM 959802109 140 6,914 SH   SOLE   6,914 0 0
WESTROCK CO COM 96145D105 1,768 35,483 SH   OTR 1 0 35,483 0
WESTROCK CO COM 96145D105 273 5,483 SH   SOLE   5,483 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 3,553 99,897 SH   OTR 1 0 99,897 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 538 15,123 SH   SOLE   15,123 0 0
WHIRLPOOL CORP COM 963320106 1,704 8,357 SH   OTR 1 0 8,357 0
WHIRLPOOL CORP COM 963320106 256 1,256 SH   SOLE   1,256 0 0
WHITING PETE CORP NEW COM NEW 966387508 3,153 53,985 SH   SOLE   53,985 0 0
WHITING PETE CORP NEW COM NEW 966387508 18,960 324,596 SH   OTR 1 0 324,596 0
WILLIAMS COS INC COM 969457100 619 23,866 SH   SOLE   23,866 0 0
WILLIAMS COS INC COM 969457100 4,202 161,971 SH   OTR 1 0 161,971 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 100 75,000 PRN   SOLE   75,000 0 0
WIX COM LTD NOTE 7/0 92940WAB5 14,139 9,505,000 PRN   OTR 1 0 9,505,000 0
WIX COM LTD NOTE 7/0 92940WAB5 599 403,000 PRN   SOLE   403,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 146 85,000 PRN   OTR 4 0 85,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 2,661 1,552,000 PRN   SOLE   1,552,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 8,729 5,099,000 PRN   DFND 1 0 5,099,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 31,778 18,536,000 PRN   OTR 1 0 18,536,000 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 149 80,000 PRN   SOLE   80,000 0 0
WYNN RESORTS LTD COM 983134107 150 1,771 SH   SOLE   1,771 0 0
WYNN RESORTS LTD COM 983134107 1,187 14,004 SH   OTR 1 0 14,004 0
XCEL ENERGY INC COM 98389B100 654 10,467 SH   SOLE   10,467 0 0
XCEL ENERGY INC COM 98389B100 4,485 71,762 SH   OTR 1 0 71,762 0
XILINX INC COM 983919101 4,949 32,778 SH   OTR 1 0 32,778 0
XILINX INC COM 983919101 716 4,742 SH   SOLE   4,742 0 0
XYLEM INC COM 98419M100 2,969 24,009 SH   OTR 1 0 24,009 0
XYLEM INC COM 98419M100 437 3,534 SH   SOLE   3,534 0 0
YUM BRANDS INC COM 988498101 4,858 39,721 SH   OTR 1 0 39,721 0
YUM BRANDS INC COM 988498101 712 5,819 SH   SOLE   5,819 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 567 1,101 SH   SOLE   1,101 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 3,678 7,135 SH   OTR 1 0 7,135 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 23,040 18,049,000 PRN   OTR 1 0 18,049,000 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 1,324 1,037,000 PRN   SOLE   1,037,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 609 390,000 PRN   SOLE   390,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 602 4,113 SH   SOLE   4,113 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 4,069 27,798 SH   OTR 1 0 27,798 0
ZIONS BANCORPORATION N A COM 989701107 1,353 21,860 SH   OTR 1 0 21,860 0
ZIONS BANCORPORATION N A COM 989701107 171 2,763 SH   SOLE   2,763 0 0
ZOETIS INC CL A 98978V103 1,825 9,398 SH   SOLE   9,398 0 0
ZOETIS INC CL A 98978V103 12,290 63,303 SH   OTR 1 0 63,303 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 1,920 1,050,000 PRN   SOLE   1,050,000 0 0
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ZYNGA INC NOTE 0.250% 6/0 98986TAB4 65 57,000 PRN   OTR 4 0 57,000 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 3,921 3,459,000 PRN   DFND 1 0 3,459,000 0