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 1,986 11,182 SH   SOLE   11,182 0 0
3M CO COM 88579Y101 13,288 74,806 SH   OTR 1 0 74,806 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 50 50,000 PRN   SOLE   50,000 0 0
ABBOTT LABS COM 002824100 4,894 34,771 SH   SOLE   34,771 0 0
ABBOTT LABS COM 002824100 32,306 229,547 SH   OTR 1 0 229,547 0
ABBVIE INC COM 00287Y109 4,717 34,836 SH   SOLE   34,836 0 0
ABBVIE INC COM 00287Y109 31,073 229,494 SH   OTR 1 0 229,494 0
ABIOMED INC COM 003654100 308 858 SH   SOLE   858 0 0
ABIOMED INC COM 003654100 2,121 5,906 SH   OTR 1 0 5,906 0
ACTIVISION BLIZZARD INC COM 00507V109 1,010 15,187 SH   SOLE   15,187 0 0
ACTIVISION BLIZZARD INC COM 00507V109 6,727 101,110 SH   OTR 1 0 101,110 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 35,025 61,766 SH   OTR 1 0 61,766 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 5,256 9,268 SH   SOLE   9,268 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 316 1,317 SH   SOLE   1,317 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,962 8,178 SH   OTR 1 0 8,178 0
ADVANCED MICRO DEVICES INC COM 007903107 3,380 23,490 SH   SOLE   23,490 0 0
ADVANCED MICRO DEVICES INC COM 007903107 22,558 156,763 SH   OTR 1 0 156,763 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 65 76,000 PRN   SOLE   76,000 0 0
AES CORP COM 00130H105 341 14,051 SH   SOLE   14,051 0 0
AES CORP COM 00130H105 2,103 86,548 SH   OTR 1 0 86,548 0
AES CORP UNIT 99/99/9999 00130H204 1,267 13,200 SH   SOLE   13,200 0 0
AES CORP UNIT 99/99/9999 00130H204 126 1,314 SH   OTR 4 0 1,314 0
AES CORP UNIT 99/99/9999 00130H204 7,798 81,231 SH   DFND 1 0 81,231 0
AES CORP UNIT 99/99/9999 00130H204 28,582 297,700 SH   OTR 1 0 297,700 0
AFLAC INC COM 001055102 678 11,619 SH   SOLE   11,619 0 0
AFLAC INC COM 001055102 4,613 79,005 SH   OTR 1 0 79,005 0
AGILENT TECHNOLOGIES INC COM 00846U101 956 5,987 SH   SOLE   5,987 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6,274 39,298 SH   OTR 1 0 39,298 0
AIR PRODS & CHEMS INC COM 009158106 8,743 28,736 SH   OTR 1 0 28,736 0
AIR PRODS & CHEMS INC COM 009158106 1,284 4,219 SH   SOLE   4,219 0 0
AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 73 65,000 PRN   SOLE   65,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 365 3,120 SH   SOLE   3,120 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,469 21,092 SH   OTR 1 0 21,092 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 729 555,000 PRN   SOLE   555,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 6,581 5,028,000 PRN   DFND 1 0 5,028,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 110 84,000 PRN   OTR 4 0 84,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 2,415 2,056,000 PRN   SOLE   2,056,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 40,900 34,826,000 PRN   OTR 1 0 34,826,000 0
ALASKA AIR GROUP INC COM 011659109 847 16,266 SH   OTR 1 0 16,266 0
ALASKA AIR GROUP INC COM 011659109 109 2,087 SH   SOLE   2,087 0 0
ALBEMARLE CORP COM 012653101 530 2,266 SH   SOLE   2,266 0 0
ALBEMARLE CORP COM 012653101 3,550 15,185 SH   OTR 1 0 15,185 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4,082 18,306 SH   OTR 1 0 18,306 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 640 2,869 SH   SOLE   2,869 0 0
ALIGN TECHNOLOGY INC COM 016255101 942 1,433 SH   SOLE   1,433 0 0
ALIGN TECHNOLOGY INC COM 016255101 6,256 9,520 SH   OTR 1 0 9,520 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 86 70,000 PRN   SOLE   70,000 0 0
ALLIANT ENERGY CORP COM 018802108 313 5,084 SH   SOLE   5,084 0 0
ALLIANT ENERGY CORP COM 018802108 1,998 32,500 SH   OTR 1 0 32,500 0
ALLSTATE CORP COM 020002101 684 5,814 SH   SOLE   5,814 0 0
ALLSTATE CORP COM 020002101 4,378 37,214 SH   OTR 1 0 37,214 0
ALPHABET INC CAP STK CL A 02079K305 17,275 5,963 SH   SOLE   5,963 0 0
ALPHABET INC CAP STK CL A 02079K305 113,054 39,024 SH   OTR 1 0 39,024 0
ALPHABET INC CAP STK CL C 02079K107 15,643 5,406 SH   SOLE   5,406 0 0
ALPHABET INC CAP STK CL C 02079K107 104,959 36,273 SH   OTR 1 0 36,273 0
ALTERYX INC NOTE 0.500% 8/0 02156BAD5 137 145,000 PRN   SOLE   145,000 0 0
ALTRIA GROUP INC COM 02209S103 892 18,829 SH   SOLE   18,829 0 0
ALTRIA GROUP INC COM 02209S103 11,301 238,466 SH   OTR 1 0 238,466 0
AMAZON COM INC COM 023135106 28,589 8,574 SH   SOLE   8,574 0 0
AMAZON COM INC COM 023135106 188,660 56,581 SH   OTR 1 0 56,581 0
AMEREN CORP COM 023608102 430 4,828 SH   SOLE   4,828 0 0
AMEREN CORP COM 023608102 2,977 33,441 SH   OTR 1 0 33,441 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 778 561,000 PRN   SOLE   561,000 0 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 19,314 13,935,000 PRN   OTR 1 0 13,935,000 0
AMERICAN AIRLS GROUP INC COM 02376R102 194 10,792 SH   SOLE   10,792 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,510 84,056 SH   OTR 1 0 84,056 0
AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 1,114 366,000 PRN   SOLE   366,000 0 0
AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 16,596 5,453,000 PRN   OTR 1 0 5,453,000 0
AMERICAN ELEC PWR CO INC COM 025537101 869 9,763 SH   SOLE   9,763 0 0
AMERICAN ELEC PWR CO INC COM 025537101 5,817 65,381 SH   OTR 1 0 65,381 0
AMERICAN EXPRESS CO COM 025816109 2,014 12,312 SH   SOLE   12,312 0 0
AMERICAN EXPRESS CO COM 025816109 13,324 81,444 SH   OTR 1 0 81,444 0
AMERICAN INTL GROUP INC COM NEW 026874784 924 16,251 SH   SOLE   16,251 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 6,129 107,784 SH   OTR 1 0 107,784 0
AMERICAN TOWER CORP NEW COM 03027X100 17,292 59,119 SH   OTR 1 0 59,119 0
AMERICAN TOWER CORP NEW COM 03027X100 2,575 8,802 SH   SOLE   8,802 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 670 3,550 SH   SOLE   3,550 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 4,451 23,566 SH   OTR 1 0 23,566 0
AMERIPRISE FINL INC COM 03076C106 688 2,280 SH   SOLE   2,280 0 0
AMERIPRISE FINL INC COM 03076C106 4,382 14,525 SH   OTR 1 0 14,525 0
AMERISOURCEBERGEN CORP COM 03073E105 2,581 19,421 SH   OTR 1 0 19,421 0
AMERISOURCEBERGEN CORP COM 03073E105 400 3,013 SH   SOLE   3,013 0 0
AMETEK INC COM 031100100 660 4,486 SH   SOLE   4,486 0 0
AMETEK INC COM 031100100 4,415 30,029 SH   OTR 1 0 30,029 0
AMGEN INC COM 031162100 16,450 73,120 SH   OTR 1 0 73,120 0
AMGEN INC COM 031162100 2,582 11,479 SH   SOLE   11,479 0 0
AMPHENOL CORP NEW CL A 032095101 1,036 11,848 SH   SOLE   11,848 0 0
AMPHENOL CORP NEW CL A 032095101 6,790 77,632 SH   OTR 1 0 77,632 0
ANALOG DEVICES INC COM 032654105 12,262 69,763 SH   OTR 1 0 69,763 0
ANALOG DEVICES INC COM 032654105 1,852 10,534 SH   SOLE   10,534 0 0
ANSYS INC COM 03662Q105 668 1,666 SH   SOLE   1,666 0 0
ANSYS INC COM 03662Q105 4,543 11,327 SH   OTR 1 0 11,327 0
ANTHEM INC COM 036752103 14,605 31,508 SH   OTR 1 0 31,508 0
ANTHEM INC COM 036752103 2,204 4,755 SH   SOLE   4,755 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 99,587 15,144,000 PRN   OTR 1 0 15,144,000 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 6,333 963,000 PRN   SOLE   963,000 0 0
APA CORPORATION COM 03743Q108 1,268 47,158 SH   OTR 1 0 47,158 0
APA CORPORATION COM 03743Q108 166 6,156 SH   SOLE   6,156 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 3,952 2,614,000 PRN   DFND 1 0 2,614,000 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 936 617,000 PRN   SOLE   617,000 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 62 41,000 PRN   OTR 4 0 41,000 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 14,551 9,593,000 PRN   OTR 1 0 9,593,000 0
APPLE INC COM 037833100 54,674 307,902 SH   SOLE   307,902 0 0
APPLE INC COM 037833100 359,037 2,021,947 SH   OTR 1 0 2,021,947 0
APPLIED MATLS INC COM 038222105 2,782 17,681 SH   SOLE   17,681 0 0
APPLIED MATLS INC COM 038222105 18,444 117,212 SH   OTR 1 0 117,212 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,909 72,623 SH   OTR 1 0 72,623 0
ARCHER DANIELS MIDLAND CO COM 039483102 757 11,199 SH   SOLE   11,199 0 0
ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 132 120,000 PRN   SOLE   120,000 0 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 30,616 26,650,000 PRN   OTR 1 0 26,650,000 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 201 175,000 PRN   OTR 5 0 175,000 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 14,550 12,665,000 PRN   SOLE   12,665,000 0 0
ARISTA NETWORKS INC COM 040413106 657 4,569 SH   SOLE   4,569 0 0
ARISTA NETWORKS INC COM 040413106 4,186 29,120 SH   OTR 1 0 29,120 0
ASSURANT INC COM 04621X108 1,153 7,397 SH   OTR 1 0 7,397 0
ASSURANT INC COM 04621X108 149 957 SH   SOLE   957 0 0
AT&T INC COM 00206R102 22,804 926,996 SH   OTR 1 0 926,996 0
AT&T INC COM 00206R102 3,492 141,957 SH   SOLE   141,957 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 3,363 2,063,000 PRN   SOLE   2,063,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 177 109,000 PRN   OTR 4 0 109,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 47,643 29,229,000 PRN   OTR 1 0 29,229,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 10,606 6,527,000 PRN   DFND 1 0 6,527,000 0
ATMOS ENERGY CORP COM 049560105 1,801 17,191 SH   OTR 1 0 17,191 0
ATMOS ENERGY CORP COM 049560105 273 2,604 SH   SOLE   2,604 0 0
AUTODESK INC COM 052769106 8,025 28,539 SH   OTR 1 0 28,539 0
AUTODESK INC COM 052769106 1,229 4,370 SH   SOLE   4,370 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 13,488 54,701 SH   OTR 1 0 54,701 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,029 8,229 SH   SOLE   8,229 0 0
AUTOZONE INC COM 053332102 5,706 2,722 SH   OTR 1 0 2,722 0
AUTOZONE INC COM 053332102 843 402 SH   SOLE   402 0 0
AVALONBAY CMNTYS INC COM 053484101 694 2,747 SH   SOLE   2,747 0 0
AVALONBAY CMNTYS INC COM 053484101 4,582 18,140 SH   OTR 1 0 18,140 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 90 85,000 PRN   SOLE   85,000 0 0
AVERY DENNISON CORP COM 053611109 336 1,553 SH   SOLE   1,553 0 0
AVERY DENNISON CORP COM 053611109 2,328 10,748 SH   OTR 1 0 10,748 0
BAKER HUGHES COMPANY CL A 05722G100 392 16,285 SH   SOLE   16,285 0 0
BAKER HUGHES COMPANY CL A 05722G100 2,730 113,465 SH   OTR 1 0 113,465 0
BALL CORP COM 058498106 601 6,241 SH   SOLE   6,241 0 0
BALL CORP COM 058498106 4,048 42,046 SH   OTR 1 0 42,046 0
BANK NEW YORK MELLON CORP COM 064058100 895 15,408 SH   SOLE   15,408 0 0
BANK NEW YORK MELLON CORP COM 064058100 5,728 98,626 SH   OTR 1 0 98,626 0
BATH & BODY WORKS INC COM 070830104 2,395 34,319 SH   OTR 1 0 34,319 0
BATH & BODY WORKS INC COM 070830104 385 5,511 SH   SOLE   5,511 0 0
BAXTER INTL INC COM 071813109 5,579 64,997 SH   OTR 1 0 64,997 0
BAXTER INTL INC COM 071813109 831 9,685 SH   SOLE   9,685 0 0
BECTON DICKINSON & CO 6% DP CONV PFD B 075887406 1,523 29,000 SH   SOLE   29,000 0 0
BECTON DICKINSON & CO 6% DP CONV PFD B 075887406 124 2,345 SH   OTR 4 0 2,345 0
BECTON DICKINSON & CO 6% DP CONV PFD B 075887406 10,148 193,200 SH   OTR 1 0 193,200 0
BECTON DICKINSON & CO 6% DP CONV PFD B 075887406 7,164 135,813 SH   DFND 1 0 135,813 0
BECTON DICKINSON & CO COM 075887109 1,390 5,526 SH   SOLE   5,526 0 0
BECTON DICKINSON & CO COM 075887109 9,376 37,282 SH   OTR 1 0 37,282 0
BERKLEY W R CORP COM 084423102 1,492 18,115 SH   OTR 1 0 18,115 0
BERKLEY W R CORP COM 084423102 225 2,735 SH   SOLE   2,735 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 71,083 237,737 SH   OTR 1 0 237,737 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 10,296 34,435 SH   SOLE   34,435 0 0
BEST BUY INC COM 086516101 2,920 28,736 SH   OTR 1 0 28,736 0
BEST BUY INC COM 086516101 467 4,597 SH   SOLE   4,597 0 0
BILL COM HLDGS INC NOTE 12/0 090043AB6 16,908 9,870,000 PRN   OTR 1 0 9,870,000 0
BILL COM HLDGS INC NOTE 12/0 090043AB6 1,120 654,000 PRN   SOLE   654,000 0 0
BIO RAD LABS INC CL A 090572207 348 460 SH   SOLE   460 0 0
BIO RAD LABS INC CL A 090572207 2,119 2,805 SH   OTR 1 0 2,805 0
BIOGEN INC COM 09062X103 731 3,047 SH   SOLE   3,047 0 0
BIOGEN INC COM 09062X103 4,575 19,069 SH   OTR 1 0 19,069 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 18,262 17,424,000 PRN   OTR 1 0 17,424,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 1,161 1,108,000 PRN   SOLE   1,108,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 197 188,000 PRN   OTR 4 0 188,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 11,857 11,340,000 PRN   DFND 1 0 11,340,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 59,060 56,350,000 PRN   OTR 1 0 56,350,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 3,305 3,153,000 PRN   SOLE   3,153,000 0 0
BIO-TECHNE CORP COM 09073M104 437 845 SH   SOLE   845 0 0
BIO-TECHNE CORP COM 09073M104 2,639 5,101 SH   OTR 1 0 5,101 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 34,351 23,708 SH   OTR 1 0 23,708 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 9,469 6,551 SH   DFND 1 0 6,551 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 162 112 SH   OTR 4 0 112 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 3,999 2,760 SH   SOLE   2,760 0 0
BK OF AMERICA CORP COM 060505104 71,238 1,601,214 SH   OTR 1 0 1,601,214 0
BK OF AMERICA CORP COM 060505104 6,349 142,708 SH   SOLE   142,708 0 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 136 90,000 PRN   SOLE   90,000 0 0
BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E102 883 60,663 SH   SOLE   60,663 0 0
BLACKROCK INC COM 09247X101 2,563 2,799 SH   SOLE   2,799 0 0
BLACKROCK INC COM 09247X101 16,973 18,538 SH   OTR 1 0 18,538 0
BLACKROCK MUN INCOME QUALITY COM 092479104 0 0 SH   SOLE   0 0 0
BLACKROCK MUN INCOME QUALITY COM 092479104 343 21,958 SH   OTR 1 0 21,958 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 29,516 1,138,294 SH   SOLE   1,138,294 0 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 11,081 427,334 SH   OTR 1 0 427,334 0
BLACKROCK MUNICIPAL INCOME COM 09253X102 24,822 1,636,257 SH   SOLE   1,636,257 0 0
BLACKROCK MUNICIPAL INCOME COM 09253X102 3,301 217,613 SH   OTR 1 0 217,613 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 15,845 999,065 SH   SOLE   999,065 0 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 5,880 370,721 SH   OTR 1 0 370,721 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 12,121 848,182 SH   SOLE   848,182 0 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 7,504 525,108 SH   OTR 1 0 525,108 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 9,585 620,785 SH   OTR 1 0 620,785 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 15,108 978,496 SH   SOLE   978,496 0 0
BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 734 49,380 SH   OTR 1 0 49,380 0
BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 809 54,411 SH   SOLE   54,411 0 0
BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 10,272 612,904 SH   SOLE   612,904 0 0
BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 2,455 146,484 SH   OTR 1 0 146,484 0
BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 6,589 467,624 SH   SOLE   467,624 0 0
BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 7,659 543,595 SH   OTR 1 0 543,595 0
BLACKROCK MUNIYIELD QUALITY COM 09254G108 9,108 628,127 SH   SOLE   628,127 0 0
BLACKROCK MUNIYIELD QUALITY COM 09254G108 8,527 588,091 SH   OTR 1 0 588,091 0
BLACKROCK MUNIYILD QULT FD I COM 09254F100 4,636 287,227 SH   OTR 1 0 287,227 0
BLACKROCK MUNIYILD QULT FD I COM 09254F100 2,930 181,548 SH   SOLE   181,548 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 4,263 277,877 SH   OTR 1 0 277,877 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 13,608 887,073 SH   SOLE   887,073 0 0
BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 582 39,397 SH   OTR 1 0 39,397 0
BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 972 65,741 SH   SOLE   65,741 0 0
BLACKSTONE INC COM 09260D107 246 1,900 SH   SOLE   1,900 0 0
BLOCK INC NOTE 0.250%11/0 852234AK9 1,870 1,755,000 PRN   SOLE   1,755,000 0 0
BLOCK INC NOTE 0.250%11/0 852234AK9 26,366 24,742,000 PRN   OTR 1 0 24,742,000 0
BLOCK INC NOTE 0.500% 5/1 852234AD5 115 55,000 PRN   OTR 4 0 55,000 0
BLOCK INC NOTE 0.500% 5/1 852234AD5 6,695 3,196,000 PRN   DFND 1 0 3,196,000 0
BLOCK INC NOTE 5/0 852234AJ2 2,102 2,040,000 PRN   SOLE   2,040,000 0 0
BLOCK INC NOTE 5/0 852234AJ2 30,231 29,333,000 PRN   OTR 1 0 29,333,000 0
BLOOMIN BRANDS INC NOTE 5.000% 5/0 094235AB4 99 51,000 PRN   SOLE   51,000 0 0
BOEING CO COM 097023105 14,437 71,714 SH   OTR 1 0 71,714 0
BOEING CO COM 097023105 2,155 10,703 SH   SOLE   10,703 0 0
BOOKING HOLDINGS INC COM 09857L108 12,790 5,331 SH   OTR 1 0 5,331 0
BOOKING HOLDINGS INC COM 09857L108 1,895 790 SH   SOLE   790 0 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 2,598 1,763,000 PRN   SOLE   1,763,000 0 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 30,944 21,000,000 PRN   OTR 1 0 21,000,000 0
BORGWARNER INC COM 099724106 1,403 31,125 SH   OTR 1 0 31,125 0
BORGWARNER INC COM 099724106 181 4,010 SH   SOLE   4,010 0 0
BOSTON PROPERTIES INC COM 101121101 2,125 18,452 SH   OTR 1 0 18,452 0
BOSTON PROPERTIES INC COM 101121101 331 2,876 SH   SOLE   2,876 0 0
BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206 388 3,400 SH   SOLE   3,400 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,174 27,642 SH   SOLE   27,642 0 0
BOSTON SCIENTIFIC CORP COM 101137107 7,858 184,983 SH   OTR 1 0 184,983 0
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 546 741,000 PRN   SOLE   741,000 0 0
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 10,225 13,870,000 PRN   OTR 1 0 13,870,000 0
BRISTOL-MYERS SQUIBB CO COM 110122108 2,681 42,994 SH   SOLE   42,994 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 17,966 288,140 SH   OTR 1 0 288,140 0
BROADCOM INC 8% MCNV PFD SR A 11135F200 45,168 21,780 SH   OTR 1 0 21,780 0
BROADCOM INC 8% MCNV PFD SR A 11135F200 13,036 6,281 SH   DFND 1 0 6,281 0
BROADCOM INC 8% MCNV PFD SR A 11135F200 210 101 SH   OTR 4 0 101 0
BROADCOM INC 8% MCNV PFD SR A 11135F200 2,499 1,205 SH   SOLE   1,205 0 0
BROADCOM INC COM 11135F101 5,400 8,116 SH   SOLE   8,116 0 0
BROADCOM INC COM 11135F101 35,555 53,433 SH   OTR 1 0 53,433 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2,767 15,133 SH   OTR 1 0 15,133 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 429 2,347 SH   SOLE   2,347 0 0
BROWN & BROWN INC COM 115236101 331 4,713 SH   SOLE   4,713 0 0
BROWN & BROWN INC COM 115236101 2,139 30,430 SH   OTR 1 0 30,430 0
BROWN FORMAN CORP CL B 115637209 1,728 23,721 SH   OTR 1 0 23,721 0
BROWN FORMAN CORP CL B 115637209 295 4,054 SH   SOLE   4,054 0 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 3,731 2,503,000 PRN   SOLE   2,503,000 0 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 59,783 40,106,000 PRN   OTR 1 0 40,106,000 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 8,786 5,914,000 PRN   DFND 1 0 5,914,000 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 146 98,000 PRN   OTR 4 0 98,000 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,816 16,874 SH   OTR 1 0 16,874 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 290 2,691 SH   SOLE   2,691 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,017 5,457 SH   SOLE   5,457 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 6,704 35,977 SH   OTR 1 0 35,977 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 418 4,474 SH   SOLE   4,474 0 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 2,596 27,751 SH   OTR 1 0 27,751 0
CALIFORNIA RES CORP COM STOCK 13057Q305 712 16,672 SH   SOLE   16,672 0 0
CALIFORNIA RES CORP COM STOCK 13057Q305 3,597 84,226 SH   OTR 1 0 84,226 0
CAMPBELL SOUP CO COM 134429109 1,142 26,276 SH   OTR 1 0 26,276 0
CAMPBELL SOUP CO COM 134429109 165 3,786 SH   SOLE   3,786 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,212 8,351 SH   SOLE   8,351 0 0
CAPITAL ONE FINL CORP COM 14040H105 8,016 55,251 SH   OTR 1 0 55,251 0
CARDINAL HEALTH INC COM 14149Y108 302 5,860 SH   SOLE   5,860 0 0
CARDINAL HEALTH INC COM 14149Y108 1,884 36,580 SH   OTR 1 0 36,580 0
CARMAX INC COM 143130102 2,741 21,045 SH   OTR 1 0 21,045 0
CARMAX INC COM 143130102 419 3,217 SH   SOLE   3,217 0 0
CARNIVAL CORP COMMON STOCK 143658300 2,101 104,429 SH   OTR 1 0 104,429 0
CARNIVAL CORP COMMON STOCK 143658300 296 14,716 SH   SOLE   14,716 0 0
CARNIVAL CORP NOTE 5.750% 4/0 143658BE1 186 88,000 PRN   SOLE   88,000 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 904 16,660 SH   SOLE   16,660 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 6,102 112,495 SH   OTR 1 0 112,495 0
CATALENT INC COM 148806102 432 3,377 SH   SOLE   3,377 0 0
CATALENT INC COM 148806102 2,845 22,223 SH   OTR 1 0 22,223 0
CATERPILLAR INC COM 149123101 2,189 10,586 SH   SOLE   10,586 0 0
CATERPILLAR INC COM 149123101 14,518 70,222 SH   OTR 1 0 70,222 0
CBOE GLOBAL MKTS INC COM 12503M108 1,805 13,844 SH   OTR 1 0 13,844 0
CBOE GLOBAL MKTS INC COM 12503M108 271 2,080 SH   SOLE   2,080 0 0
CBRE GROUP INC CL A 12504L109 711 6,552 SH   SOLE   6,552 0 0
CBRE GROUP INC CL A 12504L109 4,714 43,444 SH   OTR 1 0 43,444 0
CDW CORP COM 12514G108 3,608 17,618 SH   OTR 1 0 17,618 0
CDW CORP COM 12514G108 569 2,777 SH   SOLE   2,777 0 0
CELANESE CORP DEL COM 150870103 2,375 14,133 SH   OTR 1 0 14,133 0
CELANESE CORP DEL COM 150870103 394 2,342 SH   SOLE   2,342 0 0
CENTENE CORP DEL COM 15135B101 907 11,004 SH   SOLE   11,004 0 0
CENTENE CORP DEL COM 15135B101 6,242 75,747 SH   OTR 1 0 75,747 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 36,142 28,928,000 PRN   OTR 1 0 28,928,000 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 2,390 1,913,000 PRN   SOLE   1,913,000 0 0
CENTERPOINT ENERGY INC COM 15189T107 339 12,131 SH   SOLE   12,131 0 0
CENTERPOINT ENERGY INC COM 15189T107 2,278 81,635 SH   OTR 1 0 81,635 0
CERIDIAN HCM HLDG INC COM 15677J108 1,847 17,680 SH   OTR 1 0 17,680 0
CERIDIAN HCM HLDG INC COM 15677J108 279 2,668 SH   SOLE   2,668 0 0
CERNER CORP COM 156782104 541 5,825 SH   SOLE   5,825 0 0
CERNER CORP COM 156782104 3,547 38,194 SH   OTR 1 0 38,194 0
CF INDS HLDGS INC COM 125269100 1,971 27,842 SH   OTR 1 0 27,842 0
CF INDS HLDGS INC COM 125269100 336 4,752 SH   SOLE   4,752 0 0
CHARLES RIV LABS INTL INC COM 159864107 372 988 SH   SOLE   988 0 0
CHARLES RIV LABS INTL INC COM 159864107 2,468 6,550 SH   OTR 1 0 6,550 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,629 2,499 SH   SOLE   2,499 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 10,470 16,059 SH   OTR 1 0 16,059 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 16,838 18,696,000 PRN   OTR 1 0 18,696,000 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 150 168,000 PRN   OTR 4 0 168,000 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 1,052 1,168,000 PRN   SOLE   1,168,000 0 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 9,023 10,075,000 PRN   DFND 1 0 10,075,000 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 1,782 1,666,000 PRN   SOLE   1,666,000 0 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 24,843 23,231,000 PRN   OTR 1 0 23,231,000 0
CHEGG INC NOTE 9/0 163092AF6 1,105 1,327,000 PRN   SOLE   1,327,000 0 0
CHEGG INC NOTE 9/0 163092AF6 15,665 18,817,000 PRN   OTR 1 0 18,817,000 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 220 260,000 PRN   SOLE   260,000 0 0
CHEVRON CORP NEW COM 166764100 29,366 250,239 SH   OTR 1 0 250,239 0
CHEVRON CORP NEW COM 166764100 4,578 39,012 SH   SOLE   39,012 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 6,385 3,652 SH   OTR 1 0 3,652 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,019 583 SH   SOLE   583 0 0
CHURCH & DWIGHT CO INC COM 171340102 3,249 31,693 SH   OTR 1 0 31,693 0
CHURCH & DWIGHT CO INC COM 171340102 501 4,889 SH   SOLE   4,889 0 0
CIGNA CORP NEW COM 125523100 1,508 6,568 SH   SOLE   6,568 0 0
CIGNA CORP NEW COM 125523100 9,880 43,024 SH   OTR 1 0 43,024 0
CINCINNATI FINL CORP COM 172062101 2,216 19,454 SH   OTR 1 0 19,454 0
CINCINNATI FINL CORP COM 172062101 331 2,905 SH   SOLE   2,905 0 0
CINTAS CORP COM 172908105 5,057 11,411 SH   OTR 1 0 11,411 0
CINTAS CORP COM 172908105 743 1,677 SH   SOLE   1,677 0 0
CISCO SYS INC COM 17275R102 5,267 83,112 SH   SOLE   83,112 0 0
CISCO SYS INC COM 17275R102 34,695 547,503 SH   OTR 1 0 547,503 0
CITIGROUP INC COM NEW 172967424 2,379 39,389 SH   SOLE   39,389 0 0
CITIGROUP INC COM NEW 172967424 15,555 257,584 SH   OTR 1 0 257,584 0
CITIZENS FINL GROUP INC COM 174610105 412 8,726 SH   SOLE   8,726 0 0
CITIZENS FINL GROUP INC COM 174610105 2,614 55,327 SH   OTR 1 0 55,327 0
CITRIX SYS INC COM 177376100 235 2,482 SH   SOLE   2,482 0 0
CITRIX SYS INC COM 177376100 1,531 16,190 SH   OTR 1 0 16,190 0
CLOROX CO DEL COM 189054109 2,781 15,949 SH   OTR 1 0 15,949 0
CLOROX CO DEL COM 189054109 429 2,463 SH   SOLE   2,463 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 99 140,000 PRN   SOLE   140,000 0 0
CME GROUP INC COM 12572Q105 1,593 6,972 SH   SOLE   6,972 0 0
CME GROUP INC COM 12572Q105 10,659 46,654 SH   OTR 1 0 46,654 0
CMS ENERGY CORP COM 125896100 367 5,643 SH   SOLE   5,643 0 0
CMS ENERGY CORP COM 125896100 2,446 37,607 SH   OTR 1 0 37,607 0
CNX RES CORP NOTE 2.250% 5/0 12653CAG3 358 273,000 PRN   SOLE   273,000 0 0
COCA COLA CO COM 191216100 4,525 76,416 SH   SOLE   76,416 0 0
COCA COLA CO COM 191216100 29,880 504,647 SH   OTR 1 0 504,647 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6,049 68,185 SH   OTR 1 0 68,185 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 916 10,325 SH   SOLE   10,325 0 0
COLGATE PALMOLIVE CO COM 194162103 9,337 109,412 SH   OTR 1 0 109,412 0
COLGATE PALMOLIVE CO COM 194162103 1,422 16,661 SH   SOLE   16,661 0 0
COMCAST CORP NEW CL A 20030N101 4,541 90,219 SH   SOLE   90,219 0 0
COMCAST CORP NEW CL A 20030N101 29,789 591,880 SH   OTR 1 0 591,880 0
COMERICA INC COM 200340107 1,481 17,025 SH   OTR 1 0 17,025 0
COMERICA INC COM 200340107 192 2,207 SH   SOLE   2,207 0 0
CONAGRA BRANDS INC COM 205887102 2,127 62,271 SH   OTR 1 0 62,271 0
CONAGRA BRANDS INC COM 205887102 325 9,522 SH   SOLE   9,522 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 183 110,000 PRN   OTR 4 0 110,000 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 11,054 6,649,000 PRN   DFND 1 0 6,649,000 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 49,413 29,633,000 PRN   OTR 1 0 29,633,000 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 2,513 1,507,000 PRN   SOLE   1,507,000 0 0
CONOCOPHILLIPS COM 20825C104 12,358 171,217 SH   OTR 1 0 171,217 0
CONOCOPHILLIPS COM 20825C104 1,886 26,134 SH   SOLE   26,134 0 0
CONSOLIDATED EDISON INC COM 209115104 567 6,644 SH   SOLE   6,644 0 0
CONSOLIDATED EDISON INC COM 209115104 3,918 45,921 SH   OTR 1 0 45,921 0
CONSTELLATION BRANDS INC CL A 21036P108 818 3,260 SH   SOLE   3,260 0 0
CONSTELLATION BRANDS INC CL A 21036P108 5,352 21,324 SH   OTR 1 0 21,324 0
CONTEXTLOGIC INC COM CL A 21077C107 3,290 1,057,983 SH   OTR 3 0 1,057,983 0
CONTEXTLOGIC INC COM CL A 21077C107 0 0 SH   SOLE   0 0 0
COOPER COS INC COM NEW 216648402 429 1,024 SH   SOLE   1,024 0 0
COOPER COS INC COM NEW 216648402 2,681 6,400 SH   OTR 1 0 6,400 0
COPART INC COM 217204106 4,200 27,701 SH   OTR 1 0 27,701 0
COPART INC COM 217204106 619 4,085 SH   SOLE   4,085 0 0
CORNING INC COM 219350105 3,712 99,705 SH   OTR 1 0 99,705 0
CORNING INC COM 219350105 562 15,082 SH   SOLE   15,082 0 0
CORTEVA INC COM 22052L104 673 14,235 SH   SOLE   14,235 0 0
CORTEVA INC COM 22052L104 4,474 94,622 SH   OTR 1 0 94,622 0
COSTCO WHSL CORP NEW COM 22160K105 4,881 8,598 SH   SOLE   8,598 0 0
COSTCO WHSL CORP NEW COM 22160K105 32,560 57,355 SH   OTR 1 0 57,355 0
COTERRA ENERGY INC COM 127097103 2,007 105,613 SH   OTR 1 0 105,613 0
COTERRA ENERGY INC COM 127097103 323 17,007 SH   SOLE   17,007 0 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 20,833 21,929,000 PRN   OTR 1 0 21,929,000 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 1,562 1,644,000 PRN   SOLE   1,644,000 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 11,712 56,106 SH   OTR 1 0 56,106 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,735 8,312 SH   SOLE   8,312 0 0
CSX CORP COM 126408103 10,826 287,924 SH   OTR 1 0 287,924 0
CSX CORP COM 126408103 1,644 43,717 SH   SOLE   43,717 0 0
CUMMINS INC COM 231021106 4,050 18,568 SH   OTR 1 0 18,568 0
CUMMINS INC COM 231021106 620 2,844 SH   SOLE   2,844 0 0
CVS HEALTH CORP COM 126650100 2,634 25,529 SH   SOLE   25,529 0 0
CVS HEALTH CORP COM 126650100 17,678 171,361 SH   OTR 1 0 171,361 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 202 160,000 PRN   SOLE   160,000 0 0
D R HORTON INC COM 23331A109 723 6,663 SH   SOLE   6,663 0 0
D R HORTON INC COM 23331A109 4,589 42,313 SH   OTR 1 0 42,313 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 7,376 3,360 SH   SOLE   3,360 0 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 127,656 58,150 SH   OTR 1 0 58,150 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 366 167 SH   OTR 4 0 167 0
DANAHER CORPORATION 4.75 MND CV PFD 235851300 21,971 10,014 SH   DFND 1 0 10,014 0
DANAHER CORPORATION 5% CONV PFD B 235851409 928 530 SH   SOLE   530 0 0
DANAHER CORPORATION 5% CONV PFD B 235851409 8,346 4,769 SH   OTR 1 0 4,769 0
DANAHER CORPORATION COM 235851102 4,098 12,457 SH   SOLE   12,457 0 0
DANAHER CORPORATION COM 235851102 27,162 82,557 SH   OTR 1 0 82,557 0
DARDEN RESTAURANTS INC COM 237194105 2,538 16,848 SH   OTR 1 0 16,848 0
DARDEN RESTAURANTS INC COM 237194105 403 2,676 SH   SOLE   2,676 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 39,786 19,804,000 PRN   OTR 1 0 19,804,000 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 2,180 1,085,000 PRN   SOLE   1,085,000 0 0
DAVITA INC COM 23918K108 963 8,466 SH   OTR 1 0 8,466 0
DAVITA INC COM 23918K108 125 1,095 SH   SOLE   1,095 0 0
DBX ETF TR XTRACK HRVST CSI 233051879 1,186 30,335 SH   SOLE   30,335 0 0
DEERE & CO COM 244199105 1,908 5,565 SH   SOLE   5,565 0 0
DEERE & CO COM 244199105 12,559 36,628 SH   OTR 1 0 36,628 0
DELAWARE INVTS MINN MUN INCO COM 24610V103 7,964 564,399 SH   SOLE   564,399 0 0
DELAWARE INVTS NATL MUN INCO SH BEN INT 24610T108 3,618 256,199 SH   SOLE   256,199 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,247 83,082 SH   OTR 1 0 83,082 0
DELTA AIR LINES INC DEL COM NEW 247361702 418 10,700 SH   SOLE   10,700 0 0
DENTSPLY SIRONA INC COM 24906P109 237 4,257 SH   SOLE   4,257 0 0
DENTSPLY SIRONA INC COM 24906P109 1,583 28,378 SH   OTR 1 0 28,378 0
DEVON ENERGY CORP NEW COM 25179M103 3,600 81,732 SH   OTR 1 0 81,732 0
DEVON ENERGY CORP NEW COM 25179M103 592 13,445 SH   SOLE   13,445 0 0
DEXCOM INC COM 252131107 6,756 12,582 SH   OTR 1 0 12,582 0
DEXCOM INC COM 252131107 1,035 1,928 SH   SOLE   1,928 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 39,710 33,317,000 PRN   OTR 1 0 33,317,000 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 9,653 8,133,000 PRN   DFND 1 0 8,133,000 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 2,667 2,238,000 PRN   SOLE   2,238,000 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 161 136,000 PRN   OTR 4 0 136,000 0
DEXCOM INC NOTE 0.750%12/0 252131AH0 59 18,000 PRN   SOLE   18,000 0 0
DIAMONDBACK ENERGY INC COM 25278X109 378 3,502 SH   SOLE   3,502 0 0
DIAMONDBACK ENERGY INC COM 25278X109 2,384 22,107 SH   OTR 1 0 22,107 0
DICKS SPORTING GOODS INC NOTE 3.250% 4/1 253393AD4 379 107,000 PRN   SOLE   107,000 0 0
DIGITAL RLTY TR INC COM 253868103 949 5,368 SH   SOLE   5,368 0 0
DIGITAL RLTY TR INC COM 253868103 6,516 36,839 SH   OTR 1 0 36,839 0
DISCOVER FINL SVCS COM 254709108 4,396 38,045 SH   OTR 1 0 38,045 0
DISCOVER FINL SVCS COM 254709108 651 5,635 SH   SOLE   5,635 0 0
DISCOVERY INC COM SER A 25470F104 517 21,966 SH   OTR 1 0 21,966 0
DISCOVERY INC COM SER A 25470F104 67 2,826 SH   SOLE   2,826 0 0
DISCOVERY INC COM SER C 25470F302 903 39,429 SH   OTR 1 0 39,429 0
DISCOVERY INC COM SER C 25470F302 157 6,859 SH   SOLE   6,859 0 0
DISH NETWORK CORPORATION CL A 25470M109 135 4,169 SH   SOLE   4,169 0 0
DISH NETWORK CORPORATION CL A 25470M109 1,052 32,416 SH   OTR 1 0 32,416 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 2,911 2,882,000 PRN   SOLE   2,882,000 0 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 39,709 39,316,000 PRN   OTR 1 0 39,316,000 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 63,850 66,424,000 PRN   OTR 1 0 66,424,000 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 168 175,000 PRN   OTR 5 0 175,000 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 24,363 25,345,000 PRN   SOLE   25,345,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 11,905 12,577,000 PRN   DFND 1 0 12,577,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 15,787 16,634,000 PRN   SOLE   16,634,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 192 203,000 PRN   OTR 4 0 203,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 142 150,000 PRN   OTR 5 0 150,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 32,263 33,995,000 PRN   OTR 1 0 33,995,000 0
DISNEY WALT CO COM 254687106 36,537 235,887 SH   OTR 1 0 235,887 0
DISNEY WALT CO COM 254687106 5,532 35,718 SH   SOLE   35,718 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 128 60,000 PRN   SOLE   60,000 0 0
DOLLAR GEN CORP NEW COM 256677105 1,094 4,637 SH   SOLE   4,637 0 0
DOLLAR GEN CORP NEW COM 256677105 7,143 30,287 SH   OTR 1 0 30,287 0
DOLLAR TREE INC COM 256746108 629 4,479 SH   SOLE   4,479 0 0
DOLLAR TREE INC COM 256746108 4,103 29,197 SH   OTR 1 0 29,197 0
DOMINION ENERGY INC COM 25746U109 1,234 15,708 SH   SOLE   15,708 0 0
DOMINION ENERGY INC COM 25746U109 8,260 105,137 SH   OTR 1 0 105,137 0
DOMINOS PIZZA INC COM 25754A201 2,665 4,723 SH   OTR 1 0 4,723 0
DOMINOS PIZZA INC COM 25754A201 401 711 SH   SOLE   711 0 0
DOVER CORP COM 260003108 492 2,707 SH   SOLE   2,707 0 0
DOVER CORP COM 260003108 3,394 18,692 SH   OTR 1 0 18,692 0
DOW INC COM 260557103 840 14,811 SH   SOLE   14,811 0 0
DOW INC COM 260557103 5,446 96,012 SH   OTR 1 0 96,012 0
DTE ENERGY CO COM 233331107 435 3,638 SH   SOLE   3,638 0 0
DTE ENERGY CO COM 233331107 3,006 25,148 SH   OTR 1 0 25,148 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,545 14,725 SH   SOLE   14,725 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 10,475 99,855 SH   OTR 1 0 99,855 0
DUKE REALTY CORP COM NEW 264411505 3,245 49,440 SH   OTR 1 0 49,440 0
DUKE REALTY CORP COM NEW 264411505 486 7,399 SH   SOLE   7,399 0 0
DUPONT DE NEMOURS INC COM 26614N102 5,433 67,256 SH   OTR 1 0 67,256 0
DUPONT DE NEMOURS INC COM 26614N102 873 10,805 SH   SOLE   10,805 0 0
DWS MUN INCOME TR COM 233368109 1,092 92,389 SH   SOLE   92,389 0 0
DWS MUN INCOME TR COM 233368109 1,548 131,002 SH   OTR 1 0 131,002 0
DXC TECHNOLOGY CO COM 23355L106 1,054 32,744 SH   OTR 1 0 32,744 0
DXC TECHNOLOGY CO COM 23355L106 136 4,229 SH   SOLE   4,229 0 0
EASTMAN CHEM CO COM 277432100 346 2,860 SH   SOLE   2,860 0 0
EASTMAN CHEM CO COM 277432100 2,110 17,452 SH   OTR 1 0 17,452 0
EATON VANCE MUN BD FD COM 27827X101 818 60,261 SH   SOLE   60,261 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 5,850 481,489 SH   SOLE   481,489 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 161 13,241 SH   OTR 1 0 13,241 0
EBAY INC. COM 278642103 857 12,884 SH   SOLE   12,884 0 0
EBAY INC. COM 278642103 5,404 81,264 SH   OTR 1 0 81,264 0
ECOLAB INC COM 278865100 1,124 4,790 SH   SOLE   4,790 0 0
ECOLAB INC COM 278865100 7,592 32,364 SH   OTR 1 0 32,364 0
EDISON INTL COM 281020107 502 7,350 SH   SOLE   7,350 0 0
EDISON INTL COM 281020107 3,366 49,317 SH   OTR 1 0 49,317 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,553 11,990 SH   SOLE   11,990 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 10,500 81,047 SH   OTR 1 0 81,047 0
ELECTRONIC ARTS INC COM 285512109 732 5,549 SH   SOLE   5,549 0 0
ELECTRONIC ARTS INC COM 285512109 4,842 36,712 SH   OTR 1 0 36,712 0
EMERSON ELEC CO COM 291011104 1,101 11,845 SH   SOLE   11,845 0 0
EMERSON ELEC CO COM 291011104 7,215 77,602 SH   OTR 1 0 77,602 0
ENPHASE ENERGY INC COM 29355A107 469 2,561 SH   SOLE   2,561 0 0
ENPHASE ENERGY INC COM 29355A107 3,204 17,514 SH   OTR 1 0 17,514 0
ENTERGY CORP NEW COM 29364G103 2,939 26,090 SH   OTR 1 0 26,090 0
ENTERGY CORP NEW COM 29364G103 446 3,958 SH   SOLE   3,958 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 9,491 7,555,000 PRN   DFND 1 0 7,555,000 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 3,388 2,686,000 PRN   SOLE   2,686,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 156 124,000 PRN   OTR 4 0 124,000 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 53,941 42,768,000 PRN   OTR 1 0 42,768,000 0
ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 294 132,000 PRN   SOLE   132,000 0 0
EOG RES INC COM 26875P101 1,015 11,430 SH   SOLE   11,430 0 0
EOG RES INC COM 26875P101 6,747 75,952 SH   OTR 1 0 75,952 0
EPAM SYS INC COM 29414B104 4,918 7,358 SH   OTR 1 0 7,358 0
EPAM SYS INC COM 29414B104 735 1,100 SH   SOLE   1,100 0 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 4,892 2,927,000 PRN   SOLE   2,927,000 0 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 163 98,000 PRN   OTR 4 0 98,000 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 10,019 6,012,000 PRN   DFND 1 0 6,012,000 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 76,279 45,635,000 PRN   OTR 1 0 45,635,000 0
EQUIFAX INC COM 294429105 717 2,450 SH   SOLE   2,450 0 0
EQUIFAX INC COM 294429105 4,637 15,838 SH   OTR 1 0 15,838 0
EQUINIX INC COM 29444U700 9,887 11,689 SH   OTR 1 0 11,689 0
EQUINIX INC COM 29444U700 1,491 1,763 SH   SOLE   1,763 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 599 6,623 SH   SOLE   6,623 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,009 44,301 SH   OTR 1 0 44,301 0
ESSEX PPTY TR INC COM 297178105 2,976 8,449 SH   OTR 1 0 8,449 0
ESSEX PPTY TR INC COM 297178105 456 1,294 SH   SOLE   1,294 0 0
ETSY INC COM 29786A106 3,603 16,458 SH   OTR 1 0 16,458 0
ETSY INC COM 29786A106 552 2,522 SH   SOLE   2,522 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 12,416 4,873,000 PRN   DFND 1 0 4,873,000 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 74 29,000 PRN   SOLE   29,000 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 214 84,000 PRN   OTR 4 0 84,000 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 1,849 1,696,000 PRN   SOLE   1,696,000 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 25,708 23,585,000 PRN   OTR 1 0 23,585,000 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 45 46,000 PRN   OTR 4 0 46,000 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 1,438 1,474,000 PRN   SOLE   1,474,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 25,326 25,959,000 PRN   OTR 1 0 25,959,000 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 2,948 3,037,000 PRN   DFND 1 0 3,037,000 0
EVERGY INC COM 30034W106 2,042 29,767 SH   OTR 1 0 29,767 0
EVERGY INC COM 30034W106 311 4,534 SH   SOLE   4,534 0 0
EVERSOURCE ENERGY COM 30040W108 598 6,577 SH   SOLE   6,577 0 0
EVERSOURCE ENERGY COM 30040W108 4,060 44,630 SH   OTR 1 0 44,630 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 165 150,000 PRN   SOLE   150,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 6,165 6,385,000 PRN   DFND 1 0 6,385,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 3,024 3,116,000 PRN   SOLE   3,116,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 43,260 44,570,000 PRN   OTR 1 0 44,570,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 97 100,000 PRN   OTR 4 0 100,000 0
EXELON CORP COM 30161N101 7,335 126,999 SH   OTR 1 0 126,999 0
EXELON CORP COM 30161N101 1,097 18,988 SH   SOLE   18,988 0 0
EXPEDIA GROUP INC COM NEW 30212P303 3,425 18,953 SH   OTR 1 0 18,953 0
EXPEDIA GROUP INC COM NEW 30212P303 534 2,954 SH   SOLE   2,954 0 0
EXPEDITORS INTL WASH INC COM 302130109 477 3,554 SH   SOLE   3,554 0 0
EXPEDITORS INTL WASH INC COM 302130109 2,953 21,990 SH   OTR 1 0 21,990 0
EXTRA SPACE STORAGE INC COM 30225T102 623 2,749 SH   SOLE   2,749 0 0
EXTRA SPACE STORAGE INC COM 30225T102 3,941 17,381 SH   OTR 1 0 17,381 0
EXXON MOBIL CORP COM 30231G102 5,198 84,941 SH   SOLE   84,941 0 0
EXXON MOBIL CORP COM 30231G102 33,628 549,573 SH   OTR 1 0 549,573 0
F5 INC COM 315616102 1,916 7,829 SH   OTR 1 0 7,829 0
F5 INC COM 315616102 311 1,269 SH   SOLE   1,269 0 0
FACTSET RESH SYS INC COM 303075105 2,375 4,887 SH   OTR 1 0 4,887 0
FACTSET RESH SYS INC COM 303075105 356 733 SH   SOLE   733 0 0
FASTENAL CO COM 311900104 722 11,264 SH   SOLE   11,264 0 0
FASTENAL CO COM 311900104 4,783 74,664 SH   OTR 1 0 74,664 0
FEDEX CORP COM 31428X106 1,287 4,977 SH   SOLE   4,977 0 0
FEDEX CORP COM 31428X106 8,206 31,726 SH   OTR 1 0 31,726 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,320 12,098 SH   SOLE   12,098 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 8,628 79,048 SH   OTR 1 0 79,048 0
FIFTH THIRD BANCORP COM 316773100 3,866 88,761 SH   OTR 1 0 88,761 0
FIFTH THIRD BANCORP COM 316773100 573 13,167 SH   SOLE   13,167 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 725 3,511 SH   SOLE   3,511 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 4,805 23,270 SH   OTR 1 0 23,270 0
FIRSTENERGY CORP COM 337932107 2,939 70,673 SH   OTR 1 0 70,673 0
FIRSTENERGY CORP COM 337932107 441 10,600 SH   SOLE   10,600 0 0
FISERV INC COM 337738108 8,006 77,137 SH   OTR 1 0 77,137 0
FISERV INC COM 337738108 1,215 11,702 SH   SOLE   11,702 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3 640 520,000 PRN   SOLE   520,000 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3 11,824 9,608,000 PRN   OTR 1 0 9,608,000 0
FLEETCOR TECHNOLOGIES INC COM 339041105 374 1,670 SH   SOLE   1,670 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 2,359 10,541 SH   OTR 1 0 10,541 0
FMC CORP COM NEW 302491303 1,808 16,454 SH   OTR 1 0 16,454 0
FMC CORP COM NEW 302491303 278 2,533 SH   SOLE   2,533 0 0
FORD MTR CO DEL COM 345370860 10,584 509,568 SH   OTR 1 0 509,568 0
FORD MTR CO DEL COM 345370860 1,670 80,411 SH   SOLE   80,411 0 0
FORTINET INC COM 34959E109 6,331 17,616 SH   OTR 1 0 17,616 0
FORTINET INC COM 34959E109 945 2,629 SH   SOLE   2,629 0 0
FORTIVE CORP COM 34959J108 521 6,824 SH   SOLE   6,824 0 0
FORTIVE CORP COM 34959J108 3,551 46,548 SH   OTR 1 0 46,548 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 573 570,000 PRN   SOLE   570,000 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,884 17,620 SH   OTR 1 0 17,620 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 287 2,686 SH   SOLE   2,686 0 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 39,998 44,134,853 PRN   OTR 1 0 44,134,853 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 21,831 24,088,754 PRN   SOLE   24,088,754 0 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 114 125,914 PRN   OTR 5 0 125,914 0
FOX CORP CL A COM 35137L105 1,534 41,585 SH   OTR 1 0 41,585 0
FOX CORP CL A COM 35137L105 280 7,587 SH   SOLE   7,587 0 0
FOX CORP CL B COM 35137L204 654 19,089 SH   OTR 1 0 19,089 0
FOX CORP CL B COM 35137L204 85 2,487 SH   SOLE   2,487 0 0
FRANKLIN RESOURCES INC COM 354613101 1,222 36,478 SH   OTR 1 0 36,478 0
FRANKLIN RESOURCES INC COM 354613101 158 4,721 SH   SOLE   4,721 0 0
FREEPORT-MCMORAN INC CL B 35671D857 7,955 190,628 SH   OTR 1 0 190,628 0
FREEPORT-MCMORAN INC CL B 35671D857 1,217 29,173 SH   SOLE   29,173 0 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 132 85,000 PRN   SOLE   85,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 4,565 26,907 SH   OTR 1 0 26,907 0
GALLAGHER ARTHUR J & CO COM 363576109 676 3,983 SH   SOLE   3,983 0 0
GAP INC COM 364760108 63 3,546 SH   SOLE   3,546 0 0
GAP INC COM 364760108 491 27,829 SH   OTR 1 0 27,829 0
GARTNER INC COM 366651107 529 1,582 SH   SOLE   1,582 0 0
GARTNER INC COM 366651107 3,569 10,676 SH   OTR 1 0 10,676 0
GENERAC HLDGS INC COM 368736104 441 1,254 SH   SOLE   1,254 0 0
GENERAC HLDGS INC COM 368736104 2,882 8,189 SH   OTR 1 0 8,189 0
GENERAL DYNAMICS CORP COM 369550108 6,272 30,085 SH   OTR 1 0 30,085 0
GENERAL DYNAMICS CORP COM 369550108 937 4,495 SH   SOLE   4,495 0 0
GENERAL ELECTRIC CO COM NEW 369604301 2,063 21,833 SH   SOLE   21,833 0 0
GENERAL ELECTRIC CO COM NEW 369604301 13,467 142,553 SH   OTR 1 0 142,553 0
GENERAL MLS INC COM 370334104 799 11,856 SH   SOLE   11,856 0 0
GENERAL MLS INC COM 370334104 5,298 78,627 SH   OTR 1 0 78,627 0
GENERAL MTRS CO COM 37045V100 1,624 27,694 SH   SOLE   27,694 0 0
GENERAL MTRS CO COM 37045V100 11,050 188,470 SH   OTR 1 0 188,470 0
GENUINE PARTS CO COM 372460105 2,592 18,488 SH   OTR 1 0 18,488 0
GENUINE PARTS CO COM 372460105 335 2,393 SH   SOLE   2,393 0 0
GILEAD SCIENCES INC COM 375558103 1,874 25,809 SH   SOLE   25,809 0 0
GILEAD SCIENCES INC COM 375558103 11,824 162,836 SH   OTR 1 0 162,836 0
GLOBAL PMTS INC COM 37940X102 5,092 37,666 SH   OTR 1 0 37,666 0
GLOBAL PMTS INC COM 37940X102 754 5,581 SH   SOLE   5,581 0 0
GLOBAL X FDS NASDAQ 100 COVER 37954Y483 453 20,422 SH   SOLE   20,422 0 0
GLOBE LIFE INC COM 37959E102 147 1,565 SH   SOLE   1,565 0 0
GLOBE LIFE INC COM 37959E102 1,130 12,060 SH   OTR 1 0 12,060 0
GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 500 498,000 PRN   SOLE   498,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 16,857 44,066 SH   OTR 1 0 44,066 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,500 6,536 SH   SOLE   6,536 0 0
GRAINGER W W INC COM 384802104 2,911 5,617 SH   OTR 1 0 5,617 0
GRAINGER W W INC COM 384802104 480 927 SH   SOLE   927 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 707 690,000 PRN   SOLE   690,000 0 0
GUARDANT HEALTH INC NOTE 11/1 40131MAB5 852 838,000 PRN   SOLE   838,000 0 0
GUARDANT HEALTH INC NOTE 11/1 40131MAB5 14,761 14,520,000 PRN   OTR 1 0 14,520,000 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 140 120,000 PRN   SOLE   120,000 0 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 45,664 633,958 SH   SOLE   633,958 0 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 318 4,417 SH   OTR 5 0 4,417 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 110,630 1,535,884 SH   OTR 1 0 1,535,884 0
HALLIBURTON CO COM 406216101 455 19,881 SH   SOLE   19,881 0 0
HALLIBURTON CO COM 406216101 2,657 116,198 SH   OTR 1 0 116,198 0
HARTFORD FINL SVCS GROUP INC COM 416515104 3,050 44,183 SH   OTR 1 0 44,183 0
HARTFORD FINL SVCS GROUP INC COM 416515104 478 6,927 SH   SOLE   6,927 0 0
HASBRO INC COM 418056107 1,713 16,833 SH   OTR 1 0 16,833 0
HASBRO INC COM 418056107 260 2,558 SH   SOLE   2,558 0 0
HCA HEALTHCARE INC COM 40412C101 7,987 31,089 SH   OTR 1 0 31,089 0
HCA HEALTHCARE INC COM 40412C101 1,229 4,784 SH   SOLE   4,784 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 2,526 69,978 SH   OTR 1 0 69,978 0
HEALTHPEAK PROPERTIES INC COM 42250P103 390 10,814 SH   SOLE   10,814 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 7,625 7,722,000 PRN   DFND 1 0 7,722,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 2,455 2,461,000 PRN   SOLE   2,461,000 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 131 133,000 PRN   OTR 4 0 133,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 35,824 35,914,000 PRN   OTR 1 0 35,914,000 0
HENRY JACK & ASSOC INC COM 426281101 1,605 9,612 SH   OTR 1 0 9,612 0
HENRY JACK & ASSOC INC COM 426281101 240 1,440 SH   SOLE   1,440 0 0
HENRY SCHEIN INC COM 806407102 1,396 18,002 SH   OTR 1 0 18,002 0
HENRY SCHEIN INC COM 806407102 181 2,331 SH   SOLE   2,331 0 0
HERSHEY CO COM 427866108 568 2,936 SH   SOLE   2,936 0 0
HERSHEY CO COM 427866108 3,651 18,873 SH   OTR 1 0 18,873 0
HESS CORP COM 42809H107 407 5,503 SH   SOLE   5,503 0 0
HESS CORP COM 42809H107 2,649 35,784 SH   OTR 1 0 35,784 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 427 27,061 SH   SOLE   27,061 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,678 169,802 SH   OTR 1 0 169,802 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 855 5,483 SH   SOLE   5,483 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 5,644 36,182 SH   OTR 1 0 36,182 0
HOLOGIC INC COM 436440101 398 5,205 SH   SOLE   5,205 0 0
HOLOGIC INC COM 436440101 2,519 32,906 SH   OTR 1 0 32,906 0
HOME DEPOT INC COM 437076102 56,856 136,999 SH   OTR 1 0 136,999 0
HOME DEPOT INC COM 437076102 8,552 20,606 SH   SOLE   20,606 0 0
HONEYWELL INTL INC COM 438516106 18,634 89,366 SH   OTR 1 0 89,366 0
HONEYWELL INTL INC COM 438516106 2,836 13,600 SH   SOLE   13,600 0 0
HORMEL FOODS CORP COM 440452100 284 5,816 SH   SOLE   5,816 0 0
HORMEL FOODS CORP COM 440452100 1,788 36,624 SH   OTR 1 0 36,624 0
HOST HOTELS & RESORTS INC COM 44107P104 1,612 92,691 SH   OTR 1 0 92,691 0
HOST HOTELS & RESORTS INC COM 44107P104 254 14,584 SH   SOLE   14,584 0 0
HOWMET AEROSPACE INC COM 443201108 1,589 49,913 SH   OTR 1 0 49,913 0
HOWMET AEROSPACE INC COM 443201108 263 8,266 SH   SOLE   8,266 0 0
HP INC COM 40434L105 934 24,790 SH   SOLE   24,790 0 0
HP INC COM 40434L105 5,636 149,613 SH   OTR 1 0 149,613 0
HUBSPOT INC NOTE 0.375% 6/0 443573AD2 374 157,000 PRN   SOLE   157,000 0 0
HUMANA INC COM 444859102 7,740 16,685 SH   OTR 1 0 16,685 0
HUMANA INC COM 444859102 1,200 2,588 SH   SOLE   2,588 0 0
HUNT J B TRANS SVCS INC COM 445658107 327 1,601 SH   SOLE   1,601 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,229 10,906 SH   OTR 1 0 10,906 0
HUNTINGTON BANCSHARES INC COM 446150104 430 27,854 SH   SOLE   27,854 0 0
HUNTINGTON BANCSHARES INC COM 446150104 2,895 187,770 SH   OTR 1 0 187,770 0
HUNTINGTON INGALLS INDS INC COM 446413106 971 5,200 SH   OTR 1 0 5,200 0
HUNTINGTON INGALLS INDS INC COM 446413106 215 1,149 SH   SOLE   1,149 0 0
IDEX CORP COM 45167R104 371 1,569 SH   SOLE   1,569 0 0
IDEX CORP COM 45167R104 2,332 9,870 SH   OTR 1 0 9,870 0
IDEXX LABS INC COM 45168D104 1,069 1,624 SH   SOLE   1,624 0 0
IDEXX LABS INC COM 45168D104 7,248 11,008 SH   OTR 1 0 11,008 0
II-VI INC NOTE 0.250% 9/0 902104AB4 156 105,000 PRN   SOLE   105,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,407 5,700 SH   SOLE   5,700 0 0
ILLINOIS TOOL WKS INC COM 452308109 9,151 37,079 SH   OTR 1 0 37,079 0
ILLUMINA INC COM 452327109 7,719 20,290 SH   OTR 1 0 20,290 0
ILLUMINA INC COM 452327109 1,151 3,026 SH   SOLE   3,026 0 0
ILLUMINA INC NOTE 8/1 452327AK5 42,872 37,422,000 PRN   OTR 1 0 37,422,000 0
ILLUMINA INC NOTE 8/1 452327AK5 2,644 2,308,000 PRN   SOLE   2,308,000 0 0
INCYTE CORP COM 45337C102 267 3,633 SH   SOLE   3,633 0 0
INCYTE CORP COM 45337C102 1,789 24,374 SH   OTR 1 0 24,374 0
INDEXIQ ACTIVE ETF TR IQ MACKAY CA MUN 45409F777 25,005 1,000,000 SH   OTR 3 0 1,000,000 0
INDEXIQ ACTIVE ETF TR IQ MACKAY CA MUN 45409F777 24,505 980,000 SH   SOLE   980,000 0 0
INDEXIQ ACTIVE ETF TR IQ MACKAY ESG CR 45409F785 0 0 SH   SOLE   0 0 0
INDEXIQ ACTIVE ETF TR IQ MACKAY ESG CR 45409F785 24,817 997,689 SH   OTR 3 0 997,689 0
INDEXIQ ETF TR HEALTHY HEARTS 45409B321 5,825 199,044 SH   OTR 3 0 199,044 0
INDEXIQ ETF TR HEALTHY HEARTS 45409B321 0 0 SH   SOLE   0 0 0
INDEXIQ ETF TR IQ CLEAN OCEANS 45409B289 0 0 SH   SOLE   0 0 0
INDEXIQ ETF TR IQ CLEAN OCEANS 45409B289 4,940 190,000 SH   OTR 3 0 190,000 0
INDEXIQ ETF TR IQ CLEANER TRANS 45409B297 4,887 190,000 SH   OTR 3 0 190,000 0
INDEXIQ ETF TR IQ CLEANER TRANS 45409B297 0 0 SH   SOLE   0 0 0
INDEXIQ ETF TR IQ ENGENDER EQUA 45409B313 0 0 SH   SOLE   0 0 0
INDEXIQ ETF TR IQ ENGENDER EQUA 45409B313 5,015 200,000 SH   OTR 3 0 200,000 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 155 130,000 PRN   SOLE   130,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3 769 523,000 PRN   SOLE   523,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3 16,964 11,540,000 PRN   OTR 1 0 11,540,000 0
INGERSOLL RAND INC COM 45687V106 456 7,366 SH   SOLE   7,366 0 0
INGERSOLL RAND INC COM 45687V106 3,274 52,910 SH   OTR 1 0 52,910 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 136 85,000 PRN   SOLE   85,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 98 95,000 PRN   SOLE   95,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 503 379,000 PRN   SOLE   379,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 8,537 7,882,000 PRN   DFND 1 0 7,882,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 1,354 1,244,000 PRN   SOLE   1,244,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 145 134,000 PRN   OTR 4 0 134,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 19,043 17,501,000 PRN   OTR 1 0 17,501,000 0
INTEL CORP COM 458140100 4,112 79,851 SH   SOLE   79,851 0 0
INTEL CORP COM 458140100 27,189 527,950 SH   OTR 1 0 527,950 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 10,003 73,138 SH   OTR 1 0 73,138 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,472 10,766 SH   SOLE   10,766 0 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 8,114 7,360,000 PRN   OTR 1 0 7,360,000 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 491 445,000 PRN   SOLE   445,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,328 17,418 SH   SOLE   17,418 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 15,560 116,417 SH   OTR 1 0 116,417 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 4,978 33,041 SH   OTR 1 0 33,041 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 768 5,095 SH   SOLE   5,095 0 0
INTERNATIONAL PAPER CO COM 460146103 376 8,002 SH   SOLE   8,002 0 0
INTERNATIONAL PAPER CO COM 460146103 2,362 50,272 SH   OTR 1 0 50,272 0
INTERPUBLIC GROUP COS INC COM 460690100 1,914 51,115 SH   OTR 1 0 51,115 0
INTERPUBLIC GROUP COS INC COM 460690100 367 9,795 SH   SOLE   9,795 0 0
INTUIT COM 461202103 3,511 5,458 SH   SOLE   5,458 0 0
INTUIT COM 461202103 23,644 36,759 SH   OTR 1 0 36,759 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,478 6,898 SH   SOLE   6,898 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 16,650 46,339 SH   OTR 1 0 46,339 0
INVESCO PA VALUE MUN INC TR COM 46132K109 958 68,544 SH   OTR 1 0 68,544 0
INVESCO PA VALUE MUN INC TR COM 46132K109 4,266 305,376 SH   SOLE   305,376 0 0
INVESCO QUALITY MUN INCOME T COM 46133G107 2,619 192,750 SH   SOLE   192,750 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 114 120,000 PRN   SOLE   120,000 0 0
IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 178 198,000 PRN   SOLE   198,000 0 0
IPG PHOTONICS CORP COM 44980X109 103 598 SH   SOLE   598 0 0
IPG PHOTONICS CORP COM 44980X109 798 4,636 SH   OTR 1 0 4,636 0
IQVIA HLDGS INC COM 46266C105 1,037 3,675 SH   SOLE   3,675 0 0
IQVIA HLDGS INC COM 46266C105 6,997 24,799 SH   OTR 1 0 24,799 0
IRON MTN INC NEW COM 46284V101 1,967 37,587 SH   OTR 1 0 37,587 0
IRON MTN INC NEW COM 46284V101 326 6,239 SH   SOLE   6,239 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 114 110,000 PRN   SOLE   110,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 134 120,000 PRN   SOLE   120,000 0 0
ISHARES GOLD TR ISHARES NEW 464285204 32,356 929,500 SH   OTR 1 0 929,500 0
ISHARES GOLD TR ISHARES NEW 464285204 0 0 SH   SOLE   0 0 0
ISHARES TR IBOXX HI YD ETF 464288513 5,308 61,003 SH   OTR 1 0 61,003 0
ISHARES TR IBOXX HI YD ETF 464288513 370 4,253 SH   SOLE   4,253 0 0
ISHARES TR IBOXX INV CP ETF 464287242 437 3,300 SH   SOLE   3,300 0 0
ISHARES TR MBS ETF 464288588 294 2,737 SH   SOLE   2,737 0 0
ISHARES TR MSCI ACWI ETF 464288257 499 4,713 SH   SOLE   4,713 0 0
JACOBS ENGR GROUP INC COM 469814107 2,355 16,917 SH   OTR 1 0 16,917 0
JACOBS ENGR GROUP INC COM 469814107 373 2,679 SH   SOLE   2,679 0 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 337 297,000 PRN   SOLE   297,000 0 0
JD.COM INC SPON ADR CL A 47215P106 259 3,699 SH   SOLE   3,699 0 0
JOHNSON & JOHNSON COM 478160104 8,765 51,234 SH   SOLE   51,234 0 0
JOHNSON & JOHNSON COM 478160104 58,462 341,746 SH   OTR 1 0 341,746 0
JPMORGAN CHASE & CO COM 46625H100 60,748 383,633 SH   OTR 1 0 383,633 0
JPMORGAN CHASE & CO COM 46625H100 9,162 57,861 SH   SOLE   57,861 0 0
JUNIPER NETWORKS INC COM 48203R104 1,507 42,213 SH   OTR 1 0 42,213 0
JUNIPER NETWORKS INC COM 48203R104 195 5,452 SH   SOLE   5,452 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 76 93,000 PRN   SOLE   93,000 0 0
KELLOGG CO COM 487836108 335 5,198 SH   SOLE   5,198 0 0
KELLOGG CO COM 487836108 2,139 33,211 SH   OTR 1 0 33,211 0
KEYCORP COM 493267108 436 18,842 SH   SOLE   18,842 0 0
KEYCORP COM 493267108 2,796 120,864 SH   OTR 1 0 120,864 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 4,938 23,911 SH   OTR 1 0 23,911 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 763 3,695 SH   SOLE   3,695 0 0
KIMBERLY-CLARK CORP COM 494368103 951 6,657 SH   SOLE   6,657 0 0
KIMBERLY-CLARK CORP COM 494368103 6,247 43,711 SH   OTR 1 0 43,711 0
KIMCO RLTY CORP COM 49446R109 255 10,357 SH   SOLE   10,357 0 0
KIMCO RLTY CORP COM 49446R109 1,973 80,021 SH   OTR 1 0 80,021 0
KINDER MORGAN INC DEL COM 49456B101 602 37,963 SH   SOLE   37,963 0 0
KINDER MORGAN INC DEL COM 49456B101 4,015 253,134 SH   OTR 1 0 253,134 0
KKR & CO INC 6% MCONV PFD C 48251W401 41,883 449,050 SH   OTR 1 0 449,050 0
KKR & CO INC 6% MCONV PFD C 48251W401 14,004 150,338 SH   DFND 1 0 150,338 0
KKR & CO INC 6% MCONV PFD C 48251W401 232 2,494 SH   OTR 4 0 2,494 0
KKR & CO INC 6% MCONV PFD C 48251W401 2,621 28,100 SH   SOLE   28,100 0 0
KLA CORP COM NEW 482480100 1,309 3,044 SH   SOLE   3,044 0 0
KLA CORP COM NEW 482480100 8,466 19,683 SH   OTR 1 0 19,683 0
KRAFT HEINZ CO COM 500754106 3,309 92,160 SH   OTR 1 0 92,160 0
KRAFT HEINZ CO COM 500754106 498 13,867 SH   SOLE   13,867 0 0
KROGER CO COM 501044101 660 14,593 SH   SOLE   14,593 0 0
KROGER CO COM 501044101 3,976 87,846 SH   OTR 1 0 87,846 0
L3HARRIS TECHNOLOGIES INC COM 502431109 5,432 25,472 SH   OTR 1 0 25,472 0
L3HARRIS TECHNOLOGIES INC COM 502431109 833 3,906 SH   SOLE   3,906 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,903 12,423 SH   OTR 1 0 12,423 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 601 1,912 SH   SOLE   1,912 0 0
LAM RESEARCH CORP COM 512807108 13,145 18,278 SH   OTR 1 0 18,278 0
LAM RESEARCH CORP COM 512807108 2,024 2,815 SH   SOLE   2,815 0 0
LAMB WESTON HLDGS INC COM 513272104 1,202 18,962 SH   OTR 1 0 18,962 0
LAMB WESTON HLDGS INC COM 513272104 155 2,443 SH   SOLE   2,443 0 0
LAS VEGAS SANDS CORP COM 517834107 1,680 44,629 SH   OTR 1 0 44,629 0
LAS VEGAS SANDS CORP COM 517834107 261 6,946 SH   SOLE   6,946 0 0
LAUDER ESTEE COS INC CL A 518439104 1,645 4,443 SH   SOLE   4,443 0 0
LAUDER ESTEE COS INC CL A 518439104 11,135 30,078 SH   OTR 1 0 30,078 0
LCI INDS NOTE 1.125% 5/1 501812AB7 221 200,000 PRN   SOLE   200,000 0 0
LEIDOS HOLDINGS INC COM 525327102 254 2,852 SH   SOLE   2,852 0 0
LEIDOS HOLDINGS INC COM 525327102 1,620 18,218 SH   OTR 1 0 18,218 0
LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 1,872 1,894,000 PRN   DFND 1 0 1,894,000 0
LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 658 663,000 PRN   SOLE   663,000 0 0
LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 11,266 11,344,000 PRN   OTR 1 0 11,344,000 0
LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 32 32,000 PRN   OTR 4 0 32,000 0
LENNAR CORP CL A 526057104 4,099 35,290 SH   OTR 1 0 35,290 0
LENNAR CORP CL A 526057104 647 5,569 SH   SOLE   5,569 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 1,467 849,000 PRN   SOLE   849,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 33,520 19,395,000 PRN   OTR 1 0 19,395,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1,759 1,165,000 PRN   SOLE   1,165,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 35,178 23,300,000 PRN   OTR 1 0 23,300,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 116 77,000 PRN   OTR 4 0 77,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 7,247 4,816,000 PRN   DFND 1 0 4,816,000 0
LILLY ELI & CO COM 532457108 4,320 15,640 SH   SOLE   15,640 0 0
LILLY ELI & CO COM 532457108 28,469 103,068 SH   OTR 1 0 103,068 0
LINCOLN NATL CORP IND COM 534187109 195 2,854 SH   SOLE   2,854 0 0
LINCOLN NATL CORP IND COM 534187109 1,505 22,051 SH   OTR 1 0 22,051 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,099 17,536 SH   OTR 1 0 17,536 0
LIVE NATION ENTERTAINMENT IN COM 538034109 344 2,870 SH   SOLE   2,870 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 2,246 1,241,000 PRN   SOLE   1,241,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 29,932 16,537,000 PRN   OTR 1 0 16,537,000 0
LIVEPERSON INC NOTE 12/1 538146AD3 170 200,000 PRN   SOLE   200,000 0 0
LKQ CORP COM 501889208 2,090 34,812 SH   OTR 1 0 34,812 0
LKQ CORP COM 501889208 270 4,495 SH   SOLE   4,495 0 0
LOCKHEED MARTIN CORP COM 539830109 11,324 31,863 SH   OTR 1 0 31,863 0
LOCKHEED MARTIN CORP COM 539830109 1,697 4,774 SH   SOLE   4,774 0 0
LOEWS CORP COM 540424108 1,503 26,016 SH   OTR 1 0 26,016 0
LOEWS CORP COM 540424108 194 3,365 SH   SOLE   3,365 0 0
LOWES COS INC COM 548661107 23,234 89,887 SH   OTR 1 0 89,887 0
LOWES COS INC COM 548661107 3,552 13,741 SH   SOLE   13,741 0 0
LUMEN TECHNOLOGIES INC COM 550241103 236 18,783 SH   SOLE   18,783 0 0
LUMEN TECHNOLOGIES INC COM 550241103 1,501 119,623 SH   OTR 1 0 119,623 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 14,242 8,018,000 PRN   DFND 1 0 8,018,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 238 134,000 PRN   OTR 4 0 134,000 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 64,966 52,025,000 PRN   OTR 1 0 52,025,000 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 4,489 3,595,000 PRN   SOLE   3,595,000 0 0
LYFT INC NOTE 1.500% 5/1 55087PAB0 175 131,000 PRN   SOLE   131,000 0 0
M & T BK CORP COM 55261F104 2,566 16,705 SH   OTR 1 0 16,705 0
M & T BK CORP COM 55261F104 392 2,552 SH   SOLE   2,552 0 0
MANDIANT INC NOTE 0.875% 6/0 31816QAF8 209 200,000 PRN   SOLE   200,000 0 0
MARATHON OIL CORP COM 565849106 215 13,073 SH   SOLE   13,073 0 0
MARATHON OIL CORP COM 565849106 1,659 101,065 SH   OTR 1 0 101,065 0
MARATHON PETE CORP COM 56585A102 5,114 79,911 SH   OTR 1 0 79,911 0
MARATHON PETE CORP COM 56585A102 783 12,243 SH   SOLE   12,243 0 0
MARKETAXESS HLDGS INC COM 57060D108 302 735 SH   SOLE   735 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,030 4,936 SH   OTR 1 0 4,936 0
MARRIOTT INTL INC NEW CL A 571903202 892 5,396 SH   SOLE   5,396 0 0
MARRIOTT INTL INC NEW CL A 571903202 5,868 35,513 SH   OTR 1 0 35,513 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 67 55,000 PRN   OTR 4 0 55,000 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 3,913 3,219,000 PRN   DFND 1 0 3,219,000 0
MARSH & MCLENNAN COS INC COM 571748102 11,393 65,542 SH   OTR 1 0 65,542 0
MARSH & MCLENNAN COS INC COM 571748102 1,683 9,683 SH   SOLE   9,683 0 0
MARTIN MARIETTA MATLS INC COM 573284106 548 1,243 SH   SOLE   1,243 0 0
MARTIN MARIETTA MATLS INC COM 573284106 3,567 8,098 SH   OTR 1 0 8,098 0
MASCO CORP COM 574599106 2,225 31,685 SH   OTR 1 0 31,685 0
MASCO CORP COM 574599106 288 4,097 SH   SOLE   4,097 0 0
MASTERCARD INCORPORATED CL A 57636Q104 40,464 112,612 SH   OTR 1 0 112,612 0
MASTERCARD INCORPORATED CL A 57636Q104 6,111 17,008 SH   SOLE   17,008 0 0
MATCH GROUP INC NEW COM 57667L107 4,860 36,748 SH   OTR 1 0 36,748 0
MATCH GROUP INC NEW COM 57667L107 700 5,296 SH   SOLE   5,296 0 0
MCCORMICK & CO INC COM NON VTG 579780206 480 4,968 SH   SOLE   4,968 0 0
MCCORMICK & CO INC COM NON VTG 579780206 3,127 32,369 SH   OTR 1 0 32,369 0
MCDONALDS CORP COM 580135101 4,060 15,146 SH   SOLE   15,146 0 0
MCDONALDS CORP COM 580135101 26,003 97,002 SH   OTR 1 0 97,002 0
MCKESSON CORP COM 58155Q103 4,927 19,820 SH   OTR 1 0 19,820 0
MCKESSON CORP COM 58155Q103 761 3,062 SH   SOLE   3,062 0 0
MERCADOLIBRE INC COM 58733R102 220 163 SH   SOLE   163 0 0
MERCK & CO INC COM 58933Y105 25,130 327,901 SH   OTR 1 0 327,901 0
MERCK & CO INC COM 58933Y105 3,856 50,317 SH   SOLE   50,317 0 0
META PLATFORMS INC CL A 30303M102 15,630 46,469 SH   SOLE   46,469 0 0
META PLATFORMS INC CL A 30303M102 103,250 306,972 SH   OTR 1 0 306,972 0
METLIFE INC COM 59156R108 895 14,326 SH   SOLE   14,326 0 0
METLIFE INC COM 59156R108 5,800 92,815 SH   OTR 1 0 92,815 0
METTLER TOLEDO INTERNATIONAL COM 592688105 5,064 2,984 SH   OTR 1 0 2,984 0
METTLER TOLEDO INTERNATIONAL COM 592688105 776 457 SH   SOLE   457 0 0
MFS MUN INCOME TR SH BEN INT 552738106 2,332 333,155 SH   SOLE   333,155 0 0
MGM RESORTS INTERNATIONAL COM 552953101 397 8,848 SH   SOLE   8,848 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2,268 50,528 SH   OTR 1 0 50,528 0
MICROCHIP TECHNOLOGY INC. COM 595017104 6,271 72,030 SH   OTR 1 0 72,030 0
MICROCHIP TECHNOLOGY INC. COM 595017104 934 10,723 SH   SOLE   10,723 0 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 10,612 8,575,000 PRN   DFND 1 0 8,575,000 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 4,273 3,439,000 PRN   SOLE   3,439,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 178 144,000 PRN   OTR 4 0 144,000 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 84,966 68,383,000 PRN   OTR 1 0 68,383,000 0
MICRON TECHNOLOGY INC COM 595112103 2,040 21,895 SH   SOLE   21,895 0 0
MICRON TECHNOLOGY INC COM 595112103 13,526 145,212 SH   OTR 1 0 145,212 0
MICROSOFT CORP COM 594918104 48,893 145,377 SH   SOLE   145,377 0 0
MICROSOFT CORP COM 594918104 327,573 973,993 SH   OTR 1 0 973,993 0
MID-AMER APT CMNTYS INC COM 59522J103 3,429 14,946 SH   OTR 1 0 14,946 0
MID-AMER APT CMNTYS INC COM 59522J103 558 2,434 SH   SOLE   2,434 0 0
MODERNA INC COM 60770K107 1,754 6,907 SH   SOLE   6,907 0 0
MODERNA INC COM 60770K107 11,630 45,790 SH   OTR 1 0 45,790 0
MOHAWK INDS INC COM 608190104 168 923 SH   SOLE   923 0 0
MOHAWK INDS INC COM 608190104 1,297 7,122 SH   OTR 1 0 7,122 0
MOLSON COORS BEVERAGE CO CL B 60871R209 1,134 24,458 SH   OTR 1 0 24,458 0
MOLSON COORS BEVERAGE CO CL B 60871R209 146 3,148 SH   SOLE   3,148 0 0
MONDELEZ INTL INC CL A 609207105 12,008 181,086 SH   OTR 1 0 181,086 0
MONDELEZ INTL INC CL A 609207105 1,849 27,883 SH   SOLE   27,883 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 2,231 872,000 PRN   SOLE   872,000 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 37,387 14,615,000 PRN   OTR 1 0 14,615,000 0
MONOLITHIC PWR SYS INC COM 609839105 2,774 5,624 SH   OTR 1 0 5,624 0
MONOLITHIC PWR SYS INC COM 609839105 458 928 SH   SOLE   928 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 4,684 48,770 SH   OTR 1 0 48,770 0
MONSTER BEVERAGE CORP NEW COM 61174X109 722 7,513 SH   SOLE   7,513 0 0
MOODYS CORP COM 615369105 1,256 3,217 SH   SOLE   3,217 0 0
MOODYS CORP COM 615369105 8,200 20,995 SH   OTR 1 0 20,995 0
MORGAN STANLEY COM NEW 617446448 2,707 27,574 SH   SOLE   27,574 0 0
MORGAN STANLEY COM NEW 617446448 18,292 186,351 SH   OTR 1 0 186,351 0
MOSAIC CO NEW COM 61945C103 306 7,791 SH   SOLE   7,791 0 0
MOSAIC CO NEW COM 61945C103 1,889 48,084 SH   OTR 1 0 48,084 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 5,957 21,926 SH   OTR 1 0 21,926 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 893 3,287 SH   SOLE   3,287 0 0
MSCI INC COM 55354G100 971 1,585 SH   SOLE   1,585 0 0
MSCI INC COM 55354G100 6,557 10,702 SH   OTR 1 0 10,702 0
NANOSTRING TECHNOLOGIES INC NOTE 2.625% 3/0 63009RAD1 119 100,000 PRN   SOLE   100,000 0 0
NASDAQ INC COM 631103108 474 2,256 SH   SOLE   2,256 0 0
NASDAQ INC COM 631103108 3,191 15,195 SH   OTR 1 0 15,195 0
NATERA INC NOTE 2.250% 5/0 632307AB0 121 47,000 PRN   SOLE   47,000 0 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 10,730 7,530,000 PRN   OTR 1 0 7,530,000 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 1,002 703,000 PRN   SOLE   703,000 0 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 379 219,000 PRN   SOLE   219,000 0 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 7,976 4,605,000 PRN   OTR 1 0 4,605,000 0
NETAPP INC COM 64110D104 2,670 29,030 SH   OTR 1 0 29,030 0
NETAPP INC COM 64110D104 426 4,631 SH   SOLE   4,631 0 0
NETFLIX INC COM 64110L106 34,641 57,501 SH   OTR 1 0 57,501 0
NETFLIX INC COM 64110L106 5,274 8,755 SH   SOLE   8,755 0 0
NEUBERGER BERMAN N Y MUN FD COM 64124K102 335 25,745 SH   SOLE   25,745 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 100 80,000 PRN   OTR 4 0 80,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 5,701 4,572,000 PRN   DFND 1 0 4,572,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 2,274 1,809,000 PRN   SOLE   1,809,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 37,273 29,655,000 PRN   OTR 1 0 29,655,000 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 143 120,000 PRN   SOLE   120,000 0 0
NEWELL BRANDS INC COM 651229106 1,073 49,148 SH   OTR 1 0 49,148 0
NEWELL BRANDS INC COM 651229106 138 6,324 SH   SOLE   6,324 0 0
NEWMONT CORP COM 651639106 6,420 103,517 SH   OTR 1 0 103,517 0
NEWMONT CORP COM 651639106 974 15,698 SH   SOLE   15,698 0 0
NEWS CORP NEW CL A 65249B109 146 6,558 SH   SOLE   6,558 0 0
NEWS CORP NEW CL A 65249B109 1,138 51,021 SH   OTR 1 0 51,021 0
NEWS CORP NEW CL B 65249B208 46 2,035 SH   SOLE   2,035 0 0
NEWS CORP NEW CL B 65249B208 356 15,808 SH   OTR 1 0 15,808 0
NEXTERA ENERGY INC COM 65339F101 23,780 254,711 SH   OTR 1 0 254,711 0
NEXTERA ENERGY INC COM 65339F101 3,640 38,990 SH   SOLE   38,990 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 1,227 21,300 SH   SOLE   21,300 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 14,291 248,374 SH   DFND 1 0 248,374 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 237 4,120 SH   OTR 4 0 4,120 0
NICE LTD NOTE 9/1 653656AB4 114,924 94,248,000 PRN   OTR 1 0 94,248,000 0
NICE LTD NOTE 9/1 653656AB4 14,862 12,238,000 PRN   DFND 1 0 12,238,000 0
NICE LTD NOTE 9/1 653656AB4 6,279 5,149,000 PRN   SOLE   5,149,000 0 0
NICE LTD NOTE 9/1 653656AB4 245 202,000 PRN   OTR 4 0 202,000 0
NICE LTD SPONSORED ADR 653656108 6,543 21,551 SH   SOLE   21,551 0 0
NICE LTD SPONSORED ADR 653656108 9,855 32,460 SH   OTR 1 0 32,460 0
NICE LTD SPONSORED ADR 653656108 1 4 SH   DFND 1 0 4 0
NIKE INC CL B 654106103 4,157 24,942 SH   SOLE   24,942 0 0
NIKE INC CL B 654106103 27,647 165,876 SH   OTR 1 0 165,876 0
NISOURCE INC COM 65473P105 1,408 50,978 SH   OTR 1 0 50,978 0
NISOURCE INC COM 65473P105 181 6,559 SH   SOLE   6,559 0 0
NORFOLK SOUTHN CORP COM 655844108 9,404 31,589 SH   OTR 1 0 31,589 0
NORFOLK SOUTHN CORP COM 655844108 1,411 4,738 SH   SOLE   4,738 0 0
NORTHERN TR CORP COM 665859104 3,224 26,957 SH   OTR 1 0 26,957 0
NORTHERN TR CORP COM 665859104 487 4,075 SH   SOLE   4,075 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,124 2,905 SH   SOLE   2,905 0 0
NORTHROP GRUMMAN CORP COM 666807102 7,488 19,345 SH   OTR 1 0 19,345 0
NORTONLIFELOCK INC COM 668771108 1,962 75,520 SH   OTR 1 0 75,520 0
NORTONLIFELOCK INC COM 668771108 302 11,624 SH   SOLE   11,624 0 0
NOVOCURE LTD NOTE 11/0 67011XAB9 138 150,000 PRN   SOLE   150,000 0 0
NRG ENERGY INC COM NEW 629377508 176 4,092 SH   SOLE   4,092 0 0
NRG ENERGY INC COM NEW 629377508 1,369 31,783 SH   OTR 1 0 31,783 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3,196 2,683,000 PRN   SOLE   2,683,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 151 127,000 PRN   OTR 4 0 127,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 63,384 53,206,000 PRN   OTR 1 0 53,206,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 9,136 7,701,000 PRN   DFND 1 0 7,701,000 0
NUCOR CORP COM 670346105 4,235 37,100 SH   OTR 1 0 37,100 0
NUCOR CORP COM 670346105 676 5,921 SH   SOLE   5,921 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 133 139,000 PRN   OTR 4 0 139,000 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 7,873 8,212,000 PRN   DFND 1 0 8,212,000 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 1,305 1,354,000 PRN   SOLE   1,354,000 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 20,280 21,043,000 PRN   OTR 1 0 21,043,000 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 26,638 1,707,583 SH   SOLE   1,707,583 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 2,839 205,883 SH   OTR 1 0 205,883 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 8,074 585,522 SH   SOLE   585,522 0 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7,705 517,097 SH   SOLE   517,097 0 0
NUVEEN QUALITY MUNCP INCOME COM 67066V101 3,035 188,362 SH   SOLE   188,362 0 0
NVIDIA CORPORATION COM 67066G104 95,386 324,320 SH   OTR 1 0 324,320 0
NVIDIA CORPORATION COM 67066G104 14,404 48,976 SH   SOLE   48,976 0 0
NVR INC COM 62944T105 384 65 SH   SOLE   65 0 0
NVR INC COM 62944T105 2,511 425 SH   OTR 1 0 425 0
OCCIDENTAL PETE CORP COM 674599105 3,339 115,181 SH   OTR 1 0 115,181 0
OCCIDENTAL PETE CORP COM 674599105 500 17,254 SH   SOLE   17,254 0 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 666 710,000 PRN   SOLE   710,000 0 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 1,985 2,117,000 PRN   OTR 1 0 2,117,000 0
OKTA INC NOTE 0.125% 9/0 679295AD7 2,095 1,539,000 PRN   SOLE   1,539,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 17,428 12,805,000 PRN   OTR 1 0 12,805,000 0
OLD DOMINION FREIGHT LINE IN COM 679580100 4,334 12,093 SH   OTR 1 0 12,093 0
OLD DOMINION FREIGHT LINE IN COM 679580100 667 1,860 SH   SOLE   1,860 0 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1 8,501 4,495,000 PRN   OTR 1 0 4,495,000 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1 547 289,000 PRN   SOLE   289,000 0 0
OMNICOM GROUP INC COM 681919106 2,022 27,593 SH   OTR 1 0 27,593 0
OMNICOM GROUP INC COM 681919106 313 4,267 SH   SOLE   4,267 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 27,260 8,289,000 PRN   OTR 1 0 8,289,000 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2,447 744,000 PRN   SOLE   744,000 0 0
ONEOK INC NEW COM 682680103 509 8,654 SH   SOLE   8,654 0 0
ONEOK INC NEW COM 682680103 3,402 57,889 SH   OTR 1 0 57,889 0
ORACLE CORP COM 68389X105 2,812 32,248 SH   SOLE   32,248 0 0
ORACLE CORP COM 68389X105 18,259 209,372 SH   OTR 1 0 209,372 0
OREILLY AUTOMOTIVE INC COM 67103H107 6,177 8,747 SH   OTR 1 0 8,747 0
OREILLY AUTOMOTIVE INC COM 67103H107 943 1,335 SH   SOLE   1,335 0 0
ORGANON & CO COMMON STOCK 68622V106 1,002 32,914 SH   OTR 1 0 32,914 0
ORGANON & CO COMMON STOCK 68622V106 129 4,235 SH   SOLE   4,235 0 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 89 87,000 PRN   SOLE   87,000 0 0
OTIS WORLDWIDE CORP COM 68902V107 4,801 55,141 SH   OTR 1 0 55,141 0
OTIS WORLDWIDE CORP COM 68902V107 713 8,187 SH   SOLE   8,187 0 0
PACCAR INC COM 693718108 603 6,833 SH   SOLE   6,833 0 0
PACCAR INC COM 693718108 3,978 45,068 SH   OTR 1 0 45,068 0
PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 25,266 22,749,000 PRN   OTR 1 0 22,749,000 0
PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 1,385 1,247,000 PRN   SOLE   1,247,000 0 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 2,830 2,749,000 PRN   OTR 1 0 2,749,000 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 56 55,000 PRN   OTR 4 0 55,000 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 3,359 3,271,000 PRN   DFND 1 0 3,271,000 0
PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 152 148,000 PRN   SOLE   148,000 0 0
PACKAGING CORP AMER COM 695156109 257 1,888 SH   SOLE   1,888 0 0
PACKAGING CORP AMER COM 695156109 1,679 12,331 SH   OTR 1 0 12,331 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 2,200 1,158,000 PRN   SOLE   1,158,000 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 40,182 21,155,000 PRN   OTR 1 0 21,155,000 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 10,055 5,308,000 PRN   DFND 1 0 5,308,000 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 172 91,000 PRN   OTR 4 0 91,000 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 56,271 26,811,000 PRN   OTR 1 0 26,811,000 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 4,145 1,975,000 PRN   SOLE   1,975,000 0 0
PARKER-HANNIFIN CORP COM 701094104 785 2,469 SH   SOLE   2,469 0 0
PARKER-HANNIFIN CORP COM 701094104 5,331 16,759 SH   OTR 1 0 16,759 0
PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 7,494 7,519,000 PRN   OTR 1 0 7,519,000 0
PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 626 628,000 PRN   SOLE   628,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 115 104,000 PRN   OTR 4 0 104,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 7,145 6,444,000 PRN   DFND 1 0 6,444,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 2,526 2,268,000 PRN   SOLE   2,268,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 37,998 34,117,000 PRN   OTR 1 0 34,117,000 0
PAYCHEX INC COM 704326107 5,687 41,661 SH   OTR 1 0 41,661 0
PAYCHEX INC COM 704326107 859 6,292 SH   SOLE   6,292 0 0
PAYCOM SOFTWARE INC COM 70432V102 375 904 SH   SOLE   904 0 0
PAYCOM SOFTWARE INC COM 70432V102 2,595 6,249 SH   OTR 1 0 6,249 0
PAYPAL HLDGS INC COM 70450Y103 4,315 22,879 SH   SOLE   22,879 0 0
PAYPAL HLDGS INC COM 70450Y103 28,763 152,522 SH   OTR 1 0 152,522 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 149 135,000 PRN   OTR 4 0 135,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 656 593,000 PRN   SOLE   593,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 8,853 8,040,000 PRN   DFND 1 0 8,040,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 6,485 5,863,000 PRN   OTR 1 0 5,863,000 0
PENN NATL GAMING INC COM 707569109 144 2,777 SH   SOLE   2,777 0 0
PENN NATL GAMING INC COM 707569109 1,118 21,565 SH   OTR 1 0 21,565 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 188 79,000 PRN   SOLE   79,000 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 100 100,000 PRN   SOLE   100,000 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 128 7,155 SH   SOLE   7,155 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 990 55,562 SH   OTR 1 0 55,562 0
PEPSICO INC COM 713448108 31,179 179,487 SH   OTR 1 0 179,487 0
PEPSICO INC COM 713448108 4,675 26,912 SH   SOLE   26,912 0 0
PERKINELMER INC COM 714046109 3,294 16,383 SH   OTR 1 0 16,383 0
PERKINELMER INC COM 714046109 467 2,321 SH   SOLE   2,321 0 0
PFIZER INC COM 717081103 43,025 728,625 SH   OTR 1 0 728,625 0
PFIZER INC COM 717081103 6,478 109,706 SH   SOLE   109,706 0 0
PG&E CORP UNIT 99/99/9999 69331C140 9,036 78,110 SH   DFND 1 0 78,110 0
PG&E CORP UNIT 99/99/9999 69331C140 2,458 21,242 SH   SOLE   21,242 0 0
PG&E CORP UNIT 99/99/9999 69331C140 36,446 315,000 SH   OTR 1 0 315,000 0
PG&E CORP UNIT 99/99/9999 69331C140 150 1,298 SH   OTR 4 0 1,298 0
PHILIP MORRIS INTL INC COM 718172109 19,199 202,097 SH   OTR 1 0 202,097 0
PHILIP MORRIS INTL INC COM 718172109 1,516 15,958 SH   SOLE   15,958 0 0
PHILLIPS 66 COM 718546104 628 8,662 SH   SOLE   8,662 0 0
PHILLIPS 66 COM 718546104 4,122 56,880 SH   OTR 1 0 56,880 0
PINNACLE WEST CAP CORP COM 723484101 133 1,885 SH   SOLE   1,885 0 0
PINNACLE WEST CAP CORP COM 723484101 1,034 14,646 SH   OTR 1 0 14,646 0
PIONEER MUNICIPAL HIGH INCOM COM 723762100 3,098 268,191 SH   OTR 1 0 268,191 0
PIONEER MUNICIPAL HIGH INCOM COM 723762100 8,492 735,260 SH   SOLE   735,260 0 0
PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 5,646 461,642 SH   SOLE   461,642 0 0
PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 3,984 325,717 SH   OTR 1 0 325,717 0
PIONEER NAT RES CO COM 723787107 5,361 29,474 SH   OTR 1 0 29,474 0
PIONEER NAT RES CO COM 723787107 785 4,314 SH   SOLE   4,314 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 95,712 53,564,000 PRN   OTR 1 0 53,564,000 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 282 158,000 PRN   OTR 4 0 158,000 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 6,611 3,700,000 PRN   SOLE   3,700,000 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 17,110 9,602,000 PRN   DFND 1 0 9,602,000 0
PNC FINL SVCS GROUP INC COM 693475105 11,001 54,864 SH   OTR 1 0 54,864 0
PNC FINL SVCS GROUP INC COM 693475105 1,644 8,201 SH   SOLE   8,201 0 0
POOL CORP COM 73278L105 436 771 SH   SOLE   771 0 0
POOL CORP COM 73278L105 2,945 5,204 SH   OTR 1 0 5,204 0
PPG INDS INC COM 693506107 809 4,689 SH   SOLE   4,689 0 0
PPG INDS INC COM 693506107 5,314 30,818 SH   OTR 1 0 30,818 0
PPL CORP COM 69351T106 2,929 97,453 SH   OTR 1 0 97,453 0
PPL CORP COM 69351T106 453 15,061 SH   SOLE   15,061 0 0
PRICE T ROWE GROUP INC COM 74144T108 860 4,371 SH   SOLE   4,371 0 0
PRICE T ROWE GROUP INC COM 74144T108 5,737 29,175 SH   OTR 1 0 29,175 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 2,315 32,000 SH   OTR 1 0 32,000 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 433 5,984 SH   SOLE   5,984 0 0
PROCTER AND GAMBLE CO COM 742718109 7,847 47,968 SH   SOLE   47,968 0 0
PROCTER AND GAMBLE CO COM 742718109 51,387 314,141 SH   OTR 1 0 314,141 0
PROGRESSIVE CORP COM 743315103 1,168 11,380 SH   SOLE   11,380 0 0
PROGRESSIVE CORP COM 743315103 7,796 75,949 SH   OTR 1 0 75,949 0
PROLOGIS INC. COM 74340W103 2,478 14,721 SH   SOLE   14,721 0 0
PROLOGIS INC. COM 74340W103 16,158 95,975 SH   OTR 1 0 95,975 0
PRUDENTIAL FINL INC COM 744320102 808 7,467 SH   SOLE   7,467 0 0
PRUDENTIAL FINL INC COM 744320102 5,311 49,070 SH   OTR 1 0 49,070 0
PTC INC COM 69370C100 262 2,160 SH   SOLE   2,160 0 0
PTC INC COM 69370C100 1,661 13,714 SH   OTR 1 0 13,714 0
PUBLIC STORAGE COM 74460D109 1,129 3,013 SH   SOLE   3,013 0 0
PUBLIC STORAGE COM 74460D109 7,418 19,804 SH   OTR 1 0 19,804 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 647 9,696 SH   SOLE   9,696 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4,380 65,642 SH   OTR 1 0 65,642 0
PULTE GROUP INC COM 745867101 1,879 32,867 SH   OTR 1 0 32,867 0
PULTE GROUP INC COM 745867101 312 5,453 SH   SOLE   5,453 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 186 139,000 PRN   SOLE   139,000 0 0
PVH CORPORATION COM 693656100 984 9,224 SH   OTR 1 0 9,224 0
PVH CORPORATION COM 693656100 127 1,188 SH   SOLE   1,188 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 101 70,000 PRN   SOLE   70,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 8,101 7,195,000 PRN   OTR 1 0 7,195,000 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 726 645,000 PRN   SOLE   645,000 0 0
QORVO INC COM 74736K101 337 2,157 SH   SOLE   2,157 0 0
QORVO INC COM 74736K101 2,238 14,309 SH   OTR 1 0 14,309 0
QUALCOMM INC COM 747525103 26,588 145,391 SH   OTR 1 0 145,391 0
QUALCOMM INC COM 747525103 4,045 22,118 SH   SOLE   22,118 0 0
QUANTA SVCS INC COM 74762E102 274 2,394 SH   SOLE   2,394 0 0
QUANTA SVCS INC COM 74762E102 2,121 18,498 SH   OTR 1 0 18,498 0
QUEST DIAGNOSTICS INC COM 74834L100 443 2,561 SH   SOLE   2,561 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,755 15,925 SH   OTR 1 0 15,925 0
RALPH LAUREN CORP CL A 751212101 97 813 SH   SOLE   813 0 0
RALPH LAUREN CORP CL A 751212101 752 6,326 SH   OTR 1 0 6,326 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 26,043 16,548,000 PRN   OTR 1 0 16,548,000 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 596 379,000 PRN   SOLE   379,000 0 0
RAYMOND JAMES FINL INC COM 754730109 378 3,764 SH   SOLE   3,764 0 0
RAYMOND JAMES FINL INC COM 754730109 2,414 24,042 SH   OTR 1 0 24,042 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 16,722 194,302 SH   OTR 1 0 194,302 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 2,511 29,182 SH   SOLE   29,182 0 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 3,441 32,877 SH   OTR 1 0 32,877 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 197 1,880 SH   SOLE   1,880 0 0
REALTY INCOME CORP COM 756109104 5,258 73,443 SH   OTR 1 0 73,443 0
REALTY INCOME CORP COM 756109104 752 10,506 SH   SOLE   10,506 0 0
REDWOOD TRUST INC NOTE 4.750% 8/1 758075AC9 82 80,000 PRN   SOLE   80,000 0 0
REGENCY CTRS CORP COM 758849103 1,507 20,003 SH   OTR 1 0 20,003 0
REGENCY CTRS CORP COM 758849103 281 3,729 SH   SOLE   3,729 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,312 2,077 SH   SOLE   2,077 0 0
REGENERON PHARMACEUTICALS COM 75886F107 8,667 13,724 SH   OTR 1 0 13,724 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 2,698 123,749 SH   OTR 1 0 123,749 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 429 19,687 SH   SOLE   19,687 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 171 73,000 PRN   SOLE   73,000 0 0
REPUBLIC SVCS INC COM 760759100 3,788 27,167 SH   OTR 1 0 27,167 0
REPUBLIC SVCS INC COM 760759100 531 3,807 SH   SOLE   3,807 0 0
RESMED INC COM 761152107 742 2,848 SH   SOLE   2,848 0 0
RESMED INC COM 761152107 4,927 18,916 SH   OTR 1 0 18,916 0
RH NOTE 9/1 74967XAD5 210 83,000 PRN   SOLE   83,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 3,302 3,496,000 PRN   SOLE   3,496,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 6,978 7,428,000 PRN   DFND 1 0 7,428,000 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 47,042 49,808,000 PRN   OTR 1 0 49,808,000 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 111 118,000 PRN   OTR 4 0 118,000 0
ROBERT HALF INTL INC COM 770323103 268 2,399 SH   SOLE   2,399 0 0
ROBERT HALF INTL INC COM 770323103 1,612 14,452 SH   OTR 1 0 14,452 0
ROCKWELL AUTOMATION INC COM 773903109 5,252 15,056 SH   OTR 1 0 15,056 0
ROCKWELL AUTOMATION INC COM 773903109 819 2,349 SH   SOLE   2,349 0 0
ROLLINS INC COM 775711104 128 3,755 SH   SOLE   3,755 0 0
ROLLINS INC COM 775711104 1,005 29,383 SH   OTR 1 0 29,383 0
ROPER TECHNOLOGIES INC COM 776696106 1,019 2,072 SH   SOLE   2,072 0 0
ROPER TECHNOLOGIES INC COM 776696106 6,736 13,694 SH   OTR 1 0 13,694 0
ROSS STORES INC COM 778296103 5,272 46,131 SH   OTR 1 0 46,131 0
ROSS STORES INC COM 778296103 808 7,071 SH   SOLE   7,071 0 0
ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 122 103,000 PRN   SOLE   103,000 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 1,372 1,074,000 PRN   SOLE   1,074,000 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 146 115,000 PRN   OTR 4 0 115,000 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 8,642 6,791,000 PRN   DFND 1 0 6,791,000 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 21,624 16,927,000 PRN   OTR 1 0 16,927,000 0
S&P GLOBAL INC COM 78409V104 2,186 4,633 SH   SOLE   4,633 0 0
S&P GLOBAL INC COM 78409V104 14,764 31,285 SH   OTR 1 0 31,285 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 294 215,000 PRN   SOLE   215,000 0 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 4,135 3,020,000 PRN   OTR 1 0 3,020,000 0
SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 312 175,000 PRN   SOLE   175,000 0 0
SALESFORCE COM INC COM 79466L302 32,297 127,087 SH   OTR 1 0 127,087 0
SALESFORCE COM INC COM 79466L302 4,882 19,209 SH   SOLE   19,209 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 198 135,000 PRN   SOLE   135,000 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 851 2,187 SH   SOLE   2,187 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 5,494 14,122 SH   OTR 1 0 14,122 0
SCHLUMBERGER LTD COM STK 806857108 835 27,866 SH   SOLE   27,866 0 0
SCHLUMBERGER LTD COM STK 806857108 5,453 182,081 SH   OTR 1 0 182,081 0
SCHWAB CHARLES CORP COM 808513105 2,463 29,281 SH   SOLE   29,281 0 0
SCHWAB CHARLES CORP COM 808513105 16,413 195,159 SH   OTR 1 0 195,159 0
SEALED AIR CORP NEW COM 81211K100 169 2,500 SH   SOLE   2,500 0 0
SEALED AIR CORP NEW COM 81211K100 1,298 19,233 SH   OTR 1 0 19,233 0
SEMPRA COM 816851109 789 5,965 SH   SOLE   5,965 0 0
SEMPRA COM 816851109 5,484 41,454 SH   OTR 1 0 41,454 0
SERVICENOW INC COM 81762P102 2,495 3,844 SH   SOLE   3,844 0 0
SERVICENOW INC COM 81762P102 16,768 25,833 SH   OTR 1 0 25,833 0
SHERWIN WILLIAMS CO COM 824348106 1,639 4,653 SH   SOLE   4,653 0 0
SHERWIN WILLIAMS CO COM 824348106 11,028 31,314 SH   OTR 1 0 31,314 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 1,898 1,515,000 PRN   SOLE   1,515,000 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 42,266 33,745,000 PRN   OTR 1 0 33,745,000 0
SIGNATURE BK NEW YORK N Y COM 82669G104 404 1,248 SH   SOLE   1,248 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 2,546 7,871 SH   OTR 1 0 7,871 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 12,337 7,037,000 PRN   DFND 1 0 7,037,000 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 3,776 2,148,000 PRN   SOLE   2,148,000 0 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 65,062 37,007,000 PRN   OTR 1 0 37,007,000 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 205 117,000 PRN   OTR 4 0 117,000 0
SIMON PPTY GROUP INC NEW COM 828806109 6,815 42,658 SH   OTR 1 0 42,658 0
SIMON PPTY GROUP INC NEW COM 828806109 1,010 6,321 SH   SOLE   6,321 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 506 3,262 SH   SOLE   3,262 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 3,326 21,438 SH   OTR 1 0 21,438 0
SMITH A O CORP COM 831865209 1,484 17,290 SH   OTR 1 0 17,290 0
SMITH A O CORP COM 831865209 192 2,235 SH   SOLE   2,235 0 0
SMUCKER J M CO COM NEW 832696405 1,911 14,067 SH   OTR 1 0 14,067 0
SMUCKER J M CO COM NEW 832696405 301 2,219 SH   SOLE   2,219 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 97 45,000 PRN   OTR 4 0 45,000 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 523 241,000 PRN   SOLE   241,000 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 6,297 2,909,000 PRN   DFND 1 0 2,909,000 0
SNAP ON INC COM 833034101 278 1,293 SH   SOLE   1,293 0 0
SNAP ON INC COM 833034101 1,502 6,974 SH   OTR 1 0 6,974 0
SNOWFLAKE INC CL A 833445109 210 621 SH   SOLE   621 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 1,913 6,817 SH   OTR 1 0 6,817 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 276 982 SH   SOLE   982 0 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 39,524 31,060,000 PRN   OTR 1 0 31,060,000 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 1,717 1,349,000 PRN   SOLE   1,349,000 0 0
SOUTHERN CO COM 842587107 1,393 20,306 SH   SOLE   20,306 0 0
SOUTHERN CO COM 842587107 9,435 137,577 SH   OTR 1 0 137,577 0
SOUTHWEST AIRLS CO COM 844741108 3,292 76,839 SH   OTR 1 0 76,839 0
SOUTHWEST AIRLS CO COM 844741108 424 9,895 SH   SOLE   9,895 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 8,318 6,240,000 PRN   DFND 1 0 6,240,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 75,621 56,571,000 PRN   OTR 1 0 56,571,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 135 101,000 PRN   OTR 4 0 101,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 4,887 3,656,000 PRN   SOLE   3,656,000 0 0
SPDR GOLD TR GOLD SHS 78463V107 0 0 SH   SOLE   0 0 0
SPDR GOLD TR GOLD SHS 78463V107 22,282 130,336 SH   OTR 1 0 130,336 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 856,523 1,803,358 SH   OTR 3 0 1,803,358 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,029 8,482 SH   SOLE   8,482 0 0
SPDR SER TR BLOOMBERG CONV 78464A359 18 220 SH   SOLE   220 0 0
SPDR SER TR BLOOMBERG CONV 78464A359 3,807 45,891 SH   DFND 1 0 45,891 0
SPDR SER TR BLOOMBERG CONV 78464A359 70 846 SH   OTR 4 0 846 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 5,679 6,550,000 PRN   OTR 1 0 6,550,000 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 4,148 4,812,000 PRN   DFND 1 0 4,812,000 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 451 520,000 PRN   SOLE   520,000 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 71 82,000 PRN   OTR 4 0 82,000 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 2,398 2,237,000 PRN   SOLE   2,237,000 0 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 35,641 33,252,000 PRN   OTR 1 0 33,252,000 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 5,347 4,855,000 PRN   DFND 1 0 4,855,000 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 93 84,000 PRN   OTR 4 0 84,000 0
STANLEY BLACK & DECKER INC COM 854502101 611 3,239 SH   SOLE   3,239 0 0
STANLEY BLACK & DECKER INC COM 854502101 3,992 21,163 SH   OTR 1 0 21,163 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 37,766 346,400 SH   OTR 1 0 346,400 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 2,289 21,000 SH   SOLE   21,000 0 0
STARBUCKS CORP COM 855244109 17,917 153,180 SH   OTR 1 0 153,180 0
STARBUCKS CORP COM 855244109 2,676 22,876 SH   SOLE   22,876 0 0
STARWOOD WAYPOINT HOMES NOTE 3.500% 1/1 19625XAB8 201 101,000 PRN   SOLE   101,000 0 0
STATE STR CORP COM 857477103 4,414 47,464 SH   OTR 1 0 47,464 0
STATE STR CORP COM 857477103 711 7,649 SH   SOLE   7,649 0 0
STRYKER CORPORATION COM 863667101 11,655 43,584 SH   OTR 1 0 43,584 0
STRYKER CORPORATION COM 863667101 1,722 6,440 SH   SOLE   6,440 0 0
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 27,043 25,804,000 PRN   OTR 1 0 25,804,000 0
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 1,566 1,494,000 PRN   SOLE   1,494,000 0 0
SVB FINANCIAL GROUP COM 78486Q101 5,167 7,618 SH   OTR 1 0 7,618 0
SVB FINANCIAL GROUP COM 78486Q101 804 1,186 SH   SOLE   1,186 0 0
SYNCHRONY FINANCIAL COM 87165B103 526 11,348 SH   SOLE   11,348 0 0
SYNCHRONY FINANCIAL COM 87165B103 3,296 71,042 SH   OTR 1 0 71,042 0
SYNOPSYS INC COM 871607107 1,132 3,071 SH   SOLE   3,071 0 0
SYNOPSYS INC COM 871607107 7,295 19,797 SH   OTR 1 0 19,797 0
SYSCO CORP COM 871829107 808 10,283 SH   SOLE   10,283 0 0
SYSCO CORP COM 871829107 5,227 66,549 SH   OTR 1 0 66,549 0
TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 62 75,000 PRN   SOLE   75,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 30,886 256,723 SH   OTR 1 0 256,723 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 3 24 SH   DFND 1 0 24 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 17,981 149,457 SH   SOLE   149,457 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2,660 14,968 SH   OTR 1 0 14,968 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 414 2,330 SH   SOLE   2,330 0 0
TALOS ENERGY INC COM 87484T108 61 6,187 SH   OTR 5 0 6,187 0
TALOS ENERGY INC COM 87484T108 5,375 548,507 SH   SOLE   548,507 0 0
TALOS ENERGY INC COM 87484T108 27,475 2,803,590 SH   OTR 1 0 2,803,590 0
TAPESTRY INC COM 876030107 188 4,623 SH   SOLE   4,623 0 0
TAPESTRY INC COM 876030107 1,450 35,717 SH   OTR 1 0 35,717 0
TARGET CORP COM 87612E106 2,183 9,434 SH   SOLE   9,434 0 0
TARGET CORP COM 87612E106 14,663 63,354 SH   OTR 1 0 63,354 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 52,951 57,830,000 PRN   OTR 1 0 57,830,000 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 7,270 7,983,000 PRN   DFND 1 0 7,983,000 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 117 128,000 PRN   OTR 4 0 128,000 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 3,382 3,694,000 PRN   SOLE   3,694,000 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,646 6,056 SH   OTR 1 0 6,056 0
TELEDYNE TECHNOLOGIES INC COM 879360105 384 879 SH   SOLE   879 0 0
TELEFLEX INCORPORATED COM 879369106 1,997 6,081 SH   OTR 1 0 6,081 0
TELEFLEX INCORPORATED COM 879369106 323 982 SH   SOLE   982 0 0
TERADYNE INC COM 880770102 531 3,246 SH   SOLE   3,246 0 0
TERADYNE INC COM 880770102 3,460 21,160 SH   OTR 1 0 21,160 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 750 145,000 PRN   SOLE   145,000 0 0
TESLA INC COM 88160R101 111,520 105,528 SH   OTR 1 0 105,528 0
TESLA INC COM 88160R101 16,855 15,949 SH   SOLE   15,949 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 374 22,000 PRN   SOLE   22,000 0 0
TEXAS INSTRS INC COM 882508104 22,595 119,886 SH   OTR 1 0 119,886 0
TEXAS INSTRS INC COM 882508104 3,377 17,916 SH   SOLE   17,916 0 0
TEXTRON INC COM 883203101 2,209 28,614 SH   OTR 1 0 28,614 0
TEXTRON INC COM 883203101 384 4,973 SH   SOLE   4,973 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 34,131 51,153 SH   OTR 1 0 51,153 0
THERMO FISHER SCIENTIFIC INC COM 883556102 5,151 7,720 SH   SOLE   7,720 0 0
TJX COS INC NEW COM 872540109 11,851 156,105 SH   OTR 1 0 156,105 0
TJX COS INC NEW COM 872540109 1,784 23,504 SH   SOLE   23,504 0 0
T-MOBILE US INC COM 872590104 1,358 11,710 SH   SOLE   11,710 0 0
T-MOBILE US INC COM 872590104 8,839 76,208 SH   OTR 1 0 76,208 0
TRACTOR SUPPLY CO COM 892356106 3,525 14,775 SH   OTR 1 0 14,775 0
TRACTOR SUPPLY CO COM 892356106 575 2,411 SH   SOLE   2,411 0 0
TRANSDIGM GROUP INC COM 893641100 4,325 6,797 SH   OTR 1 0 6,797 0
TRANSDIGM GROUP INC COM 893641100 624 980 SH   SOLE   980 0 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 122 135,000 PRN   SOLE   135,000 0 0
TRAVELERS COMPANIES INC COM 89417E109 4,996 31,935 SH   OTR 1 0 31,935 0
TRAVELERS COMPANIES INC COM 89417E109 727 4,645 SH   SOLE   4,645 0 0
TRIMBLE INC COM 896239100 444 5,095 SH   SOLE   5,095 0 0
TRIMBLE INC COM 896239100 2,841 32,584 SH   OTR 1 0 32,584 0
TRUIST FINL CORP COM 89832Q109 1,542 26,329 SH   SOLE   26,329 0 0
TRUIST FINL CORP COM 89832Q109 10,146 173,286 SH   OTR 1 0 173,286 0
TURNING PT BRANDS INC COM 90041L105 257 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 4,486 103,800 SH   OTR 1 0 103,800 0
TWITTER INC COM 90184L102 674 15,585 SH   SOLE   15,585 0 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 300 275,000 PRN   SOLE   275,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 422 784 SH   SOLE   784 0 0
TYLER TECHNOLOGIES INC COM 902252105 2,861 5,319 SH   OTR 1 0 5,319 0
TYSON FOODS INC CL A 902494103 525 6,023 SH   SOLE   6,023 0 0
TYSON FOODS INC CL A 902494103 3,336 38,271 SH   OTR 1 0 38,271 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 810 821,000 PRN   SOLE   821,000 0 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 17,020 17,253,000 PRN   OTR 1 0 17,253,000 0
UDR INC COM 902653104 2,263 37,728 SH   OTR 1 0 37,728 0
UDR INC COM 902653104 380 6,333 SH   SOLE   6,333 0 0
ULTA BEAUTY INC COM 90384S303 2,910 7,057 SH   OTR 1 0 7,057 0
ULTA BEAUTY INC COM 90384S303 458 1,111 SH   SOLE   1,111 0 0
UNDER ARMOUR INC CL A 904311107 519 24,489 SH   OTR 1 0 24,489 0
UNDER ARMOUR INC CL A 904311107 67 3,153 SH   SOLE   3,153 0 0
UNDER ARMOUR INC CL C 904311206 504 27,919 SH   OTR 1 0 27,919 0
UNDER ARMOUR INC CL C 904311206 65 3,613 SH   SOLE   3,613 0 0
UNION PAC CORP COM 907818108 3,174 12,597 SH   SOLE   12,597 0 0
UNION PAC CORP COM 907818108 21,024 83,453 SH   OTR 1 0 83,453 0
UNITED AIRLS HLDGS INC COM 910047109 1,840 42,035 SH   OTR 1 0 42,035 0
UNITED AIRLS HLDGS INC COM 910047109 237 5,413 SH   SOLE   5,413 0 0
UNITED PARCEL SERVICE INC CL B 911312106 20,288 94,655 SH   OTR 1 0 94,655 0
UNITED PARCEL SERVICE INC CL B 911312106 3,086 14,399 SH   SOLE   14,399 0 0
UNITED RENTALS INC COM 911363109 469 1,411 SH   SOLE   1,411 0 0
UNITED RENTALS INC COM 911363109 3,123 9,398 SH   OTR 1 0 9,398 0
UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 109 54,000 PRN   SOLE   54,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 61,394 122,265 SH   OTR 1 0 122,265 0
UNITEDHEALTH GROUP INC COM 91324P102 9,252 18,425 SH   SOLE   18,425 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,231 9,492 SH   OTR 1 0 9,492 0
UNIVERSAL HLTH SVCS INC CL B 913903100 159 1,228 SH   SOLE   1,228 0 0
US BANCORP DEL COM NEW 902973304 1,557 27,721 SH   SOLE   27,721 0 0
US BANCORP DEL COM NEW 902973304 9,839 175,163 SH   OTR 1 0 175,163 0
V F CORP COM 918204108 3,099 42,320 SH   OTR 1 0 42,320 0
V F CORP COM 918204108 467 6,378 SH   SOLE   6,378 0 0
VAIL RESORTS INC NOTE 1/0 91879QAN9 3,468 3,239,000 PRN   SOLE   3,239,000 0 0
VAIL RESORTS INC NOTE 1/0 91879QAN9 62,764 58,615,000 PRN   OTR 1 0 58,615,000 0
VALERO ENERGY CORP COM 91913Y100 3,986 53,073 SH   OTR 1 0 53,073 0
VALERO ENERGY CORP COM 91913Y100 653 8,688 SH   SOLE   8,688 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 0 0 SH   SOLE   0 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 440,132 1,008,160 SH   OTR 3 0 1,008,160 0
VANGUARD INDEX FDS VALUE ETF 922908744 5,408 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 97 95,000 PRN   SOLE   95,000 0 0
VENTAS INC COM 92276F100 399 7,807 SH   SOLE   7,807 0 0
VENTAS INC COM 92276F100 2,649 51,818 SH   OTR 1 0 51,818 0
VERISIGN INC COM 92343E102 512 2,019 SH   SOLE   2,019 0 0
VERISIGN INC COM 92343E102 3,184 12,545 SH   OTR 1 0 12,545 0
VERISK ANALYTICS INC COM 92345Y106 686 3,000 SH   SOLE   3,000 0 0
VERISK ANALYTICS INC COM 92345Y106 4,785 20,921 SH   OTR 1 0 20,921 0
VERIZON COMMUNICATIONS INC COM 92343V104 4,166 80,174 SH   SOLE   80,174 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 27,926 537,448 SH   OTR 1 0 537,448 0
VERTEX PHARMACEUTICALS INC COM 92532F100 7,248 33,005 SH   OTR 1 0 33,005 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,093 4,978 SH   SOLE   4,978 0 0
VIACOMCBS INC CL B 92556H206 363 12,043 SH   SOLE   12,043 0 0
VIACOMCBS INC CL B 92556H206 2,377 78,758 SH   OTR 1 0 78,758 0
VIATRIS INC COM 92556V106 2,124 156,996 SH   OTR 1 0 156,996 0
VIATRIS INC COM 92556V106 322 23,780 SH   SOLE   23,780 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 4,504 3,180,000 PRN   DFND 1 0 3,180,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 72 51,000 PRN   OTR 4 0 51,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 40,913 28,812,000 PRN   OTR 1 0 28,812,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 1,845 1,299,000 PRN   SOLE   1,299,000 0 0
VISA INC COM CL A 92826C839 7,073 32,640 SH   SOLE   32,640 0 0
VISA INC COM CL A 92826C839 47,177 217,696 SH   OTR 1 0 217,696 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 140 135,000 PRN   SOLE   135,000 0 0
VISTRA CORP COM 92840M102 317 13,918 SH   OTR 2 0 13,918 0
VISTRA CORP COM 92840M102 0 0 SH   SOLE   0 0 0
VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 60 30,000 PRN   SOLE   30,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 1,145 854,000 PRN   SOLE   854,000 0 0
VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 17,747 13,239,000 PRN   OTR 1 0 13,239,000 0
VORNADO RLTY TR SH BEN INT 929042109 111 2,646 SH   SOLE   2,646 0 0
VORNADO RLTY TR SH BEN INT 929042109 864 20,640 SH   OTR 1 0 20,640 0
VULCAN MATLS CO COM 929160109 543 2,618 SH   SOLE   2,618 0 0
VULCAN MATLS CO COM 929160109 3,576 17,226 SH   OTR 1 0 17,226 0
WABTEC COM 929740108 2,234 24,251 SH   OTR 1 0 24,251 0
WABTEC COM 929740108 335 3,635 SH   SOLE   3,635 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 739 14,171 SH   SOLE   14,171 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,865 93,265 SH   OTR 1 0 93,265 0
WALMART INC COM 931142103 4,036 27,891 SH   SOLE   27,891 0 0
WALMART INC COM 931142103 26,712 184,612 SH   OTR 1 0 184,612 0
WASTE MGMT INC DEL COM 94106L109 8,338 49,959 SH   OTR 1 0 49,959 0
WASTE MGMT INC DEL COM 94106L109 1,245 7,457 SH   SOLE   7,457 0 0
WATERS CORP COM 941848103 456 1,225 SH   SOLE   1,225 0 0
WATERS CORP COM 941848103 2,952 7,924 SH   OTR 1 0 7,924 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3 256 280,000 PRN   SOLE   280,000 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 384 255,000 PRN   SOLE   255,000 0 0
WEC ENERGY GROUP INC COM 92939U106 3,975 40,948 SH   OTR 1 0 40,948 0
WEC ENERGY GROUP INC COM 92939U106 563 5,799 SH   SOLE   5,799 0 0
WELLS FARGO CO NEW COM 949746101 24,834 517,596 SH   OTR 1 0 517,596 0
WELLS FARGO CO NEW COM 949746101 3,729 77,725 SH   SOLE   77,725 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 83 56 SH   OTR 4 0 56 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 4,931 3,303 SH   SOLE   3,303 0 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 35,558 23,816 SH   OTR 1 0 23,816 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 4,761 3,194 SH   DFND 1 0 3,194 0
WELLTOWER INC COM 95040Q104 4,846 56,505 SH   OTR 1 0 56,505 0
WELLTOWER INC COM 95040Q104 730 8,514 SH   SOLE   8,514 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 677 1,444 SH   SOLE   1,444 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 4,510 9,616 SH   OTR 1 0 9,616 0
WESTERN DIGITAL CORP. COM 958102105 400 6,136 SH   SOLE   6,136 0 0
WESTERN DIGITAL CORP. COM 958102105 2,638 40,452 SH   OTR 1 0 40,452 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4,701 4,634,000 PRN   OTR 1 0 4,634,000 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 1,002 988,000 PRN   SOLE   988,000 0 0
WESTROCK CO COM 96145D105 1,538 34,660 SH   OTR 1 0 34,660 0
WESTROCK CO COM 96145D105 242 5,460 SH   SOLE   5,460 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 621 15,085 SH   SOLE   15,085 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 4,004 97,236 SH   OTR 1 0 97,236 0
WHIRLPOOL CORP COM 963320106 288 1,227 SH   SOLE   1,227 0 0
WHIRLPOOL CORP COM 963320106 1,850 7,885 SH   OTR 1 0 7,885 0
WHITING PETE CORP NEW COM NEW 966387508 2,852 44,099 SH   SOLE   44,099 0 0
WHITING PETE CORP NEW COM NEW 966387508 18,365 283,943 SH   OTR 1 0 283,943 0
WILLIAMS COS INC COM 969457100 620 23,814 SH   SOLE   23,814 0 0
WILLIAMS COS INC COM 969457100 4,107 157,727 SH   OTR 1 0 157,727 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 100 75,000 PRN   SOLE   75,000 0 0
WOLFSPEED INC NOTE 1.750% 5/0 225447AD3 540 220,000 PRN   SOLE   220,000 0 0
WOLFSPEED INC NOTE 1.750% 5/0 225447AD3 9,361 3,815,000 PRN   OTR 1 0 3,815,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 158 85,000 PRN   OTR 4 0 85,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 42,428 22,780,000 PRN   OTR 1 0 22,780,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 2,647 1,421,000 PRN   SOLE   1,421,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 9,281 4,990,000 PRN   DFND 1 0 4,990,000 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 142 80,000 PRN   SOLE   80,000 0 0
WYNN RESORTS LTD COM 983134107 1,162 13,662 SH   OTR 1 0 13,662 0
WYNN RESORTS LTD COM 983134107 150 1,760 SH   SOLE   1,760 0 0
XCEL ENERGY INC COM 98389B100 708 10,451 SH   SOLE   10,451 0 0
XCEL ENERGY INC COM 98389B100 4,734 69,927 SH   OTR 1 0 69,927 0
XILINX INC COM 983919101 1,010 4,765 SH   SOLE   4,765 0 0
XILINX INC COM 983919101 6,823 32,178 SH   OTR 1 0 32,178 0
XYLEM INC COM 98419M100 2,807 23,409 SH   OTR 1 0 23,409 0
XYLEM INC COM 98419M100 421 3,514 SH   SOLE   3,514 0 0
YUM BRANDS INC COM 988498101 796 5,730 SH   SOLE   5,730 0 0
YUM BRANDS INC COM 988498101 5,284 38,052 SH   OTR 1 0 38,052 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 4,129 6,937 SH   OTR 1 0 6,937 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 654 1,098 SH   SOLE   1,098 0 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 21,625 18,049,000 PRN   OTR 1 0 18,049,000 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 1,040 868,000 PRN   SOLE   868,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 43,709 33,828,000 PRN   OTR 1 0 33,828,000 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 2,977 2,304,000 PRN   SOLE   2,304,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 3,445 27,119 SH   OTR 1 0 27,119 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 520 4,091 SH   SOLE   4,091 0 0
ZIONS BANCORPORATION N A COM 989701107 1,283 20,311 SH   OTR 1 0 20,311 0
ZIONS BANCORPORATION N A COM 989701107 168 2,660 SH   SOLE   2,660 0 0
ZOETIS INC CL A 98978V103 2,282 9,350 SH   SOLE   9,350 0 0
ZOETIS INC CL A 98978V103 14,988 61,418 SH   OTR 1 0 61,418 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 2,199 1,004,000 PRN   SOLE   1,004,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 38,774 17,701,000 PRN   OTR 1 0 17,701,000 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 3,571 3,308,000 PRN   DFND 1 0 3,308,000 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 62 57,000 PRN   OTR 4 0 57,000 0
ZYNGA INC NOTE 12/1 98986TAD0 1,232 1,343,000 PRN   SOLE   1,343,000 0 0
ZYNGA INC NOTE 12/1 98986TAD0 15,718 17,130,000 PRN   OTR 1 0 17,130,000 0