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 10,710 71,937 SH   OTR 1 0 71,937 0
3M CO COM 88579Y101 1,498 10,059 SH   SOLE   10,059 0 0
8X8 INC NEW NOTE 0.500% 2/0 282914AB6 46 50,000 PRN   SOLE   50,000 0 0
ABBOTT LABS COM 002824100 26,363 222,738 SH   OTR 1 0 222,738 0
ABBOTT LABS COM 002824100 3,739 31,589 SH   SOLE   31,589 0 0
ABBVIE INC COM 00287Y109 5,132 31,655 SH   SOLE   31,655 0 0
ABBVIE INC COM 00287Y109 36,100 222,687 SH   OTR 1 0 222,687 0
ABIOMED INC COM 003654100 1,899 5,734 SH   OTR 1 0 5,734 0
ABIOMED INC COM 003654100 258 779 SH   SOLE   779 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,104 13,786 SH   SOLE   13,786 0 0
ACTIVISION BLIZZARD INC COM 00507V109 7,861 98,132 SH   OTR 1 0 98,132 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 27,071 59,416 SH   OTR 1 0 59,416 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 3,805 8,351 SH   SOLE   8,351 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,626 7,855 SH   OTR 1 0 7,855 0
ADVANCE AUTO PARTS INC COM 00751Y106 245 1,185 SH   SOLE   1,185 0 0
ADVANCED MICRO DEVICES INC COM 007903107 22,516 205,924 SH   OTR 1 0 205,924 0
ADVANCED MICRO DEVICES INC COM 007903107 3,145 28,760 SH   SOLE   28,760 0 0
AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 69 76,000 PRN   SOLE   76,000 0 0
AES CORP COM 00130H105 331 12,871 SH   SOLE   12,871 0 0
AES CORP COM 00130H105 2,161 83,981 SH   OTR 1 0 83,981 0
AES CORP UNIT 99/99/9999 00130H204 8,506 85,985 SH   DFND 1 0 85,985 0
AES CORP UNIT 99/99/9999 00130H204 29,585 297,700 SH   OTR 1 0 297,700 0
AES CORP UNIT 99/99/9999 00130H204 135 1,366 SH   OTR 4 0 1,366 0
AES CORP UNIT 99/99/9999 00130H204 1,312 13,200 SH   SOLE   13,200 0 0
AFLAC INC COM 001055102 4,866 75,573 SH   OTR 1 0 75,573 0
AFLAC INC COM 001055102 670 10,402 SH   SOLE   10,402 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5,007 37,835 SH   OTR 1 0 37,835 0
AGILENT TECHNOLOGIES INC COM 00846U101 715 5,402 SH   SOLE   5,402 0 0
AIR PRODS & CHEMS INC COM 009158106 6,979 27,928 SH   OTR 1 0 27,928 0
AIR PRODS & CHEMS INC COM 009158106 956 3,825 SH   SOLE   3,825 0 0
AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 77 65,000 PRN   SOLE   65,000 0 0
AIRBNB INC NOTE 3/1 009066AB7 406 418,000 PRN   SOLE   418,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 338 2,830 SH   SOLE   2,830 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,443 20,466 SH   OTR 1 0 20,466 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 6,726 5,119,000 PRN   DFND 1 0 5,119,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 109 83,000 PRN   OTR 4 0 83,000 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 732 555,000 PRN   SOLE   555,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 2,374 2,056,000 PRN   SOLE   2,056,000 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 40,207 34,826,000 PRN   OTR 1 0 34,826,000 0
ALARM COM HLDGS INC NOTE 1/1 011642AB1 217 255,000 PRN   SOLE   255,000 0 0
ALARM COM HLDGS INC NOTE 1/1 011642AB1 5,971 7,025,000 PRN   OTR 1 0 7,025,000 0
ALASKA AIR GROUP INC COM 011659109 920 15,860 SH   OTR 1 0 15,860 0
ALASKA AIR GROUP INC COM 011659109 109 1,880 SH   SOLE   1,880 0 0
ALBEMARLE CORP COM 012653101 3,259 14,735 SH   OTR 1 0 14,735 0
ALBEMARLE CORP COM 012653101 453 2,050 SH   SOLE   2,050 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 540 2,684 SH   SOLE   2,684 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,690 18,334 SH   OTR 1 0 18,334 0
ALIGN TECHNOLOGY INC COM 016255101 4,027 9,237 SH   OTR 1 0 9,237 0
ALIGN TECHNOLOGY INC COM 016255101 567 1,300 SH   SOLE   1,300 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 132 70,000 PRN   SOLE   70,000 0 0
ALLIANT ENERGY CORP COM 018802108 1,970 31,536 SH   OTR 1 0 31,536 0
ALLIANT ENERGY CORP COM 018802108 234 3,744 SH   SOLE   3,744 0 0
ALLSTATE CORP COM 020002101 722 5,215 SH   SOLE   5,215 0 0
ALLSTATE CORP COM 020002101 4,896 35,345 SH   OTR 1 0 35,345 0
ALPHABET INC CAP STK CL A 02079K305 15,086 5,424 SH   SOLE   5,424 0 0
ALPHABET INC CAP STK CL A 02079K305 105,369 37,884 SH   OTR 1 0 37,884 0
ALPHABET INC CAP STK CL C 02079K107 97,721 34,988 SH   OTR 1 0 34,988 0
ALPHABET INC CAP STK CL C 02079K107 13,621 4,877 SH   SOLE   4,877 0 0
ALTERYX INC NOTE 0.500% 8/0 02156BAD5 135 145,000 PRN   SOLE   145,000 0 0
ALTRIA GROUP INC COM 02209S103 1,041 19,918 SH   SOLE   19,918 0 0
ALTRIA GROUP INC COM 02209S103 11,999 229,652 SH   OTR 1 0 229,652 0
AMAZON COM INC COM 023135106 25,486 7,818 SH   SOLE   7,818 0 0
AMAZON COM INC COM 023135106 179,695 55,122 SH   OTR 1 0 55,122 0
AMEREN CORP COM 023608102 3,042 32,449 SH   OTR 1 0 32,449 0
AMEREN CORP COM 023608102 408 4,352 SH   SOLE   4,352 0 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 19,133 13,935,000 PRN   OTR 1 0 13,935,000 0
AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 770 561,000 PRN   SOLE   561,000 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 176 9,665 SH   SOLE   9,665 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,485 81,352 SH   OTR 1 0 81,352 0
AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 768 366,000 PRN   SOLE   366,000 0 0
AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 11,439 5,453,000 PRN   OTR 1 0 5,453,000 0
AMERICAN ELEC PWR CO INC COM 025537101 883 8,855 SH   SOLE   8,855 0 0
AMERICAN ELEC PWR CO INC COM 025537101 6,330 63,441 SH   OTR 1 0 63,441 0
AMERICAN EXPRESS CO COM 025816109 14,488 77,477 SH   OTR 1 0 77,477 0
AMERICAN EXPRESS CO COM 025816109 2,057 10,999 SH   SOLE   10,999 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 926 14,755 SH   SOLE   14,755 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 6,565 104,587 SH   OTR 1 0 104,587 0
AMERICAN TOWER CORP NEW COM 03027X100 2,005 7,981 SH   SOLE   7,981 0 0
AMERICAN TOWER CORP NEW COM 03027X100 14,411 57,365 SH   OTR 1 0 57,365 0
AMERICAN WTR WKS CO INC NEW COM 030420103 532 3,215 SH   SOLE   3,215 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,785 22,867 SH   OTR 1 0 22,867 0
AMERIPRISE FINL INC COM 03076C106 620 2,063 SH   SOLE   2,063 0 0
AMERIPRISE FINL INC COM 03076C106 4,196 13,969 SH   OTR 1 0 13,969 0
AMERISOURCEBERGEN CORP COM 03073E105 427 2,758 SH   SOLE   2,758 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,934 18,967 SH   OTR 1 0 18,967 0
AMETEK INC COM 031100100 542 4,069 SH   SOLE   4,069 0 0
AMETEK INC COM 031100100 3,881 29,138 SH   OTR 1 0 29,138 0
AMGEN INC COM 031162100 17,157 70,950 SH   OTR 1 0 70,950 0
AMGEN INC COM 031162100 2,531 10,465 SH   SOLE   10,465 0 0
AMPHENOL CORP NEW CL A 032095101 812 10,783 SH   SOLE   10,783 0 0
AMPHENOL CORP NEW CL A 032095101 5,685 75,443 SH   OTR 1 0 75,443 0
ANALOG DEVICES INC COM 032654105 10,930 66,172 SH   OTR 1 0 66,172 0
ANALOG DEVICES INC COM 032654105 1,550 9,385 SH   SOLE   9,385 0 0
ANSYS INC COM 03662Q105 478 1,505 SH   SOLE   1,505 0 0
ANSYS INC COM 03662Q105 3,491 10,991 SH   OTR 1 0 10,991 0
ANTHEM INC COM 036752103 2,122 4,319 SH   SOLE   4,319 0 0
ANTHEM INC COM 036752103 15,018 30,573 SH   OTR 1 0 30,573 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 5,901 845,000 PRN   SOLE   845,000 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 98,772 14,144,000 PRN   OTR 1 0 14,144,000 0
APA CORPORATION COM 03743Q108 1,886 45,641 SH   OTR 1 0 45,641 0
APA CORPORATION COM 03743Q108 225 5,433 SH   SOLE   5,433 0 0
APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 126 79,000 PRN   SOLE   79,000 0 0
APPLE INC COM 037833100 340,988 1,952,855 SH   OTR 1 0 1,952,855 0
APPLE INC COM 037833100 48,690 278,852 SH   SOLE   278,852 0 0
APPLIED MATLS INC COM 038222105 2,087 15,831 SH   SOLE   15,831 0 0
APPLIED MATLS INC COM 038222105 14,742 111,853 SH   OTR 1 0 111,853 0
ARCHER DANIELS MIDLAND CO COM 039483102 920 10,193 SH   SOLE   10,193 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 6,362 70,482 SH   OTR 1 0 70,482 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 21,304 18,785,000 PRN   OTR 1 0 18,785,000 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 113 100,000 PRN   OTR 5 0 100,000 0
ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 12,537 11,055,000 PRN   SOLE   11,055,000 0 0
ARISTA NETWORKS INC COM 040413106 578 4,156 SH   SOLE   4,156 0 0
ARISTA NETWORKS INC COM 040413106 3,927 28,255 SH   OTR 1 0 28,255 0
ASSURANT INC COM 04621X108 155 850 SH   SOLE   850 0 0
ASSURANT INC COM 04621X108 1,302 7,159 SH   OTR 1 0 7,159 0
AT&T INC COM 00206R102 21,255 899,498 SH   OTR 1 0 899,498 0
AT&T INC COM 00206R102 3,051 129,106 SH   SOLE   129,106 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 9,963 6,645,000 PRN   DFND 1 0 6,645,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 3,104 2,063,000 PRN   SOLE   2,063,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 43,971 29,229,000 PRN   OTR 1 0 29,229,000 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 160 107,000 PRN   OTR 4 0 107,000 0
ATMOS ENERGY CORP COM 049560105 291 2,433 SH   SOLE   2,433 0 0
ATMOS ENERGY CORP COM 049560105 2,038 17,059 SH   OTR 1 0 17,059 0
AUTODESK INC COM 052769106 852 3,976 SH   SOLE   3,976 0 0
AUTODESK INC COM 052769106 5,939 27,708 SH   OTR 1 0 27,708 0
AUTOMATIC DATA PROCESSING IN COM 053015103 12,039 52,910 SH   OTR 1 0 52,910 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,696 7,452 SH   SOLE   7,452 0 0
AUTOZONE INC COM 053332102 5,314 2,599 SH   OTR 1 0 2,599 0
AUTOZONE INC COM 053332102 734 359 SH   SOLE   359 0 0
AVALONBAY CMNTYS INC COM 053484101 620 2,496 SH   SOLE   2,496 0 0
AVALONBAY CMNTYS INC COM 053484101 4,372 17,604 SH   OTR 1 0 17,604 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 83 85,000 PRN   SOLE   85,000 0 0
AVERY DENNISON CORP COM 053611109 1,810 10,403 SH   OTR 1 0 10,403 0
AVERY DENNISON CORP COM 053611109 245 1,408 SH   SOLE   1,408 0 0
BAKER HUGHES COMPANY CL A 05722G100 4,154 114,081 SH   OTR 1 0 114,081 0
BAKER HUGHES COMPANY CL A 05722G100 553 15,186 SH   SOLE   15,186 0 0
BALL CORP COM 058498106 3,672 40,798 SH   OTR 1 0 40,798 0
BALL CORP COM 058498106 509 5,658 SH   SOLE   5,658 0 0
BANK NEW YORK MELLON CORP COM 064058100 4,625 93,189 SH   OTR 1 0 93,189 0
BANK NEW YORK MELLON CORP COM 064058100 682 13,742 SH   SOLE   13,742 0 0
BATH & BODY WORKS INC COM 070830104 1,552 32,463 SH   OTR 1 0 32,463 0
BATH & BODY WORKS INC COM 070830104 238 4,971 SH   SOLE   4,971 0 0
BAXTER INTL INC COM 071813109 4,890 63,068 SH   OTR 1 0 63,068 0
BAXTER INTL INC COM 071813109 683 8,811 SH   SOLE   8,811 0 0
BECTON DICKINSON & CO 6% DP CONV PFD B 075887406 1,546 29,000 SH   SOLE   29,000 0 0
BECTON DICKINSON & CO 6% DP CONV PFD B 075887406 121 2,300 SH   OTR 4 0 2,300 0
BECTON DICKINSON & CO 6% DP CONV PFD B 075887406 7,527 142,502 SH   DFND 1 0 142,502 0
BECTON DICKINSON & CO 6% DP CONV PFD B 075887406 10,301 193,200 SH   OTR 1 0 193,200 0
BECTON DICKINSON & CO COM 075887109 9,542 35,871 SH   OTR 1 0 35,871 0
BECTON DICKINSON & CO COM 075887109 1,321 4,968 SH   SOLE   4,968 0 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 6,892 7,015,000 PRN   OTR 1 0 7,015,000 0
BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 426 434,000 PRN   SOLE   434,000 0 0
BERKLEY W R CORP COM 084423102 249 3,732 SH   SOLE   3,732 0 0
BERKLEY W R CORP COM 084423102 1,757 26,387 SH   OTR 1 0 26,387 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 10,989 31,138 SH   SOLE   31,138 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 81,411 230,684 SH   OTR 1 0 230,684 0
BEST BUY INC COM 086516101 2,479 27,271 SH   OTR 1 0 27,271 0
BEST BUY INC COM 086516101 377 4,144 SH   SOLE   4,144 0 0
BEYOND MEAT INC NOTE 3/1 08862EAB5 203 339,000 PRN   SOLE   339,000 0 0
BILL COM HLDGS INC NOTE 12/0 090043AB6 15,738 9,870,000 PRN   OTR 1 0 9,870,000 0
BILL COM HLDGS INC NOTE 12/0 090043AB6 1,043 654,000 PRN   SOLE   654,000 0 0
BIO RAD LABS INC CL A 090572207 1,529 2,715 SH   OTR 1 0 2,715 0
BIO RAD LABS INC CL A 090572207 238 423 SH   SOLE   423 0 0
BIOGEN INC COM 09062X103 3,897 18,503 SH   OTR 1 0 18,503 0
BIOGEN INC COM 09062X103 586 2,783 SH   SOLE   2,783 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 185 185,000 PRN   OTR 4 0 185,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 11,631 11,637,000 PRN   DFND 1 0 11,637,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 72,855 72,400,000 PRN   OTR 1 0 72,400,000 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 4,548 4,520,000 PRN   SOLE   4,520,000 0 0
BIO-TECHNE CORP COM 09073M104 354 818 SH   SOLE   818 0 0
BIO-TECHNE CORP COM 09073M104 2,142 4,946 SH   OTR 1 0 4,946 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 8,731 6,652 SH   DFND 1 0 6,652 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 31,171 23,708 SH   OTR 1 0 23,708 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 3,445 2,620 SH   SOLE   2,620 0 0
BK OF AMERICA CORP 7.25%CNV PFD L 060505682 144 110 SH   OTR 4 0 110 0
BK OF AMERICA CORP COM 060505104 64,373 1,561,699 SH   OTR 1 0 1,561,699 0
BK OF AMERICA CORP COM 060505104 5,290 128,339 SH   SOLE   128,339 0 0
BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 107 90,000 PRN   SOLE   90,000 0 0
BLACKLINE INC NOTE 3/1 09239BAD1 170 200,000 PRN   SOLE   200,000 0 0
BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E102 745 60,663 SH   SOLE   60,663 0 0
BLACKROCK INC COM 09247X101 1,940 2,539 SH   SOLE   2,539 0 0
BLACKROCK INC COM 09247X101 13,724 17,960 SH   OTR 1 0 17,960 0
BLACKROCK MUN INCOME QUALITY COM 092479104 291 21,958 SH   OTR 1 0 21,958 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 10,098 427,334 SH   OTR 1 0 427,334 0
BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 25,235 1,067,913 SH   SOLE   1,067,913 0 0
BLACKROCK MUNICIPAL INCOME COM 09253X102 21,484 1,636,257 SH   SOLE   1,636,257 0 0
BLACKROCK MUNICIPAL INCOME COM 09253X102 2,857 217,613 SH   OTR 1 0 217,613 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 4,949 370,721 SH   OTR 1 0 370,721 0
BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 13,268 993,865 SH   SOLE   993,865 0 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 10,874 848,182 SH   SOLE   848,182 0 0
BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 6,732 525,108 SH   OTR 1 0 525,108 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 8,120 620,785 SH   OTR 1 0 620,785 0
BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 12,799 978,496 SH   SOLE   978,496 0 0
BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 667 54,411 SH   SOLE   54,411 0 0
BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 605 49,380 SH   OTR 1 0 49,380 0
BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 8,722 612,904 SH   SOLE   612,904 0 0
BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 2,084 146,484 SH   OTR 1 0 146,484 0
BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 5,658 467,624 SH   SOLE   467,624 0 0
BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 6,578 543,595 SH   OTR 1 0 543,595 0
BLACKROCK MUNIYIELD QUALITY COM 09254G108 7,632 628,127 SH   SOLE   628,127 0 0
BLACKROCK MUNIYIELD QUALITY COM 09254G108 7,145 588,091 SH   OTR 1 0 588,091 0
BLACKROCK MUNIYILD QULT FD I COM 09254F100 2,504 181,548 SH   SOLE   181,548 0 0
BLACKROCK MUNIYILD QULT FD I COM 09254F100 3,961 287,227 SH   OTR 1 0 287,227 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 11,347 885,778 SH   SOLE   885,778 0 0
BLACKROCK MUNIYLD MICH QLTY COM 09254V105 3,560 277,877 SH   OTR 1 0 277,877 0
BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 480 39,397 SH   OTR 1 0 39,397 0
BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 801 65,741 SH   SOLE   65,741 0 0
BLACKSTONE INC COM 09260D107 241 1,900 SH   SOLE   1,900 0 0
BLOCK INC NOTE 0.250%11/0 852234AK9 1,598 1,755,000 PRN   SOLE   1,755,000 0 0
BLOCK INC NOTE 0.250%11/0 852234AK9 22,531 24,742,000 PRN   OTR 1 0 24,742,000 0
BLOCK INC NOTE 0.500% 5/1 852234AD5 102 56,000 PRN   OTR 4 0 56,000 0
BLOCK INC NOTE 0.500% 5/1 852234AD5 6,018 3,320,000 PRN   DFND 1 0 3,320,000 0
BLOCK INC NOTE 5/0 852234AJ2 1,896 2,040,000 PRN   SOLE   2,040,000 0 0
BLOCK INC NOTE 5/0 852234AJ2 27,261 29,333,000 PRN   OTR 1 0 29,333,000 0
BLOOMIN BRANDS INC NOTE 5.000% 5/0 094235AB4 103 51,000 PRN   SOLE   51,000 0 0
BOEING CO COM 097023105 13,219 69,030 SH   OTR 1 0 69,030 0
BOEING CO COM 097023105 1,846 9,641 SH   SOLE   9,641 0 0
BOOKING HOLDINGS INC COM 09857L108 1,681 716 SH   SOLE   716 0 0
BOOKING HOLDINGS INC COM 09857L108 12,149 5,173 SH   OTR 1 0 5,173 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 2,553 1,763,000 PRN   SOLE   1,763,000 0 0
BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 30,408 21,000,000 PRN   OTR 1 0 21,000,000 0
BORGWARNER INC COM 099724106 139 3,579 SH   SOLE   3,579 0 0
BORGWARNER INC COM 099724106 1,172 30,125 SH   OTR 1 0 30,125 0
BOSTON PROPERTIES INC COM 101121101 338 2,626 SH   SOLE   2,626 0 0
BOSTON PROPERTIES INC COM 101121101 2,306 17,905 SH   OTR 1 0 17,905 0
BOSTON SCIENTIFIC CORP 5.50% CNV PFD A 101137206 396 3,400 SH   SOLE   3,400 0 0
BOSTON SCIENTIFIC CORP COM 101137107 7,950 179,495 SH   OTR 1 0 179,495 0
BOSTON SCIENTIFIC CORP COM 101137107 1,111 25,076 SH   SOLE   25,076 0 0
BOX INC NOTE 1/1 10316TAB0 127 100,000 PRN   SOLE   100,000 0 0
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 8,100 13,870,000 PRN   OTR 1 0 13,870,000 0
BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 433 741,000 PRN   SOLE   741,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 20,051 274,562 SH   OTR 1 0 274,562 0
BRISTOL-MYERS SQUIBB CO COM 110122108 2,804 38,400 SH   SOLE   38,400 0 0
BROADCOM INC 8% MCNV PFD SR A 11135F200 12,580 6,408 SH   DFND 1 0 6,408 0
BROADCOM INC 8% MCNV PFD SR A 11135F200 42,766 21,780 SH   OTR 1 0 21,780 0
BROADCOM INC 8% MCNV PFD SR A 11135F200 2,366 1,205 SH   SOLE   1,205 0 0
BROADCOM INC 8% MCNV PFD SR A 11135F200 194 99 SH   OTR 4 0 99 0
BROADCOM INC COM 11135F101 32,747 52,006 SH   OTR 1 0 52,006 0
BROADCOM INC COM 11135F101 4,656 7,394 SH   SOLE   7,394 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 334 2,146 SH   SOLE   2,146 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2,290 14,709 SH   OTR 1 0 14,709 0
BROWN & BROWN INC COM 115236101 2,134 29,535 SH   OTR 1 0 29,535 0
BROWN & BROWN INC COM 115236101 311 4,306 SH   SOLE   4,306 0 0
BROWN FORMAN CORP CL B 115637209 1,539 22,958 SH   OTR 1 0 22,958 0
BROWN FORMAN CORP CL B 115637209 250 3,728 SH   SOLE   3,728 0 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 45,997 40,106,000 PRN   OTR 1 0 40,106,000 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 110 96,000 PRN   OTR 4 0 96,000 0
BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 2,871 2,503,000 PRN   SOLE   2,503,000 0 0
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C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,759 16,332 SH   OTR 1 0 16,332 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 263 2,444 SH   SOLE   2,444 0 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 1,701 1,892,000 PRN   SOLE   1,892,000 0 0
CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 32,902 36,598,000 PRN   OTR 1 0 36,598,000 0
CADENCE DESIGN SYSTEM INC COM 127387108 5,741 34,909 SH   OTR 1 0 34,909 0
CADENCE DESIGN SYSTEM INC COM 127387108 815 4,958 SH   SOLE   4,958 0 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 2,083 26,927 SH   OTR 1 0 26,927 0
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CALIFORNIA RES CORP COM STOCK 13057Q305 681 15,222 SH   SOLE   15,222 0 0
CALIFORNIA RES CORP COM STOCK 13057Q305 3,767 84,226 SH   OTR 1 0 84,226 0
CAMPBELL SOUP CO COM 134429109 153 3,422 SH   SOLE   3,422 0 0
CAMPBELL SOUP CO COM 134429109 1,133 25,431 SH   OTR 1 0 25,431 0
CAPITAL ONE FINL CORP COM 14040H105 973 7,410 SH   SOLE   7,410 0 0
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CARDINAL HEALTH INC COM 14149Y108 298 5,263 SH   SOLE   5,263 0 0
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CARMAX INC COM 143130102 282 2,920 SH   SOLE   2,920 0 0
CARMAX INC COM 143130102 1,965 20,368 SH   OTR 1 0 20,368 0
CARNIVAL CORP COMMON STOCK 143658300 2,060 101,881 SH   OTR 1 0 101,881 0
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CATALENT INC COM 148806102 354 3,188 SH   SOLE   3,188 0 0
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CBOE GLOBAL MKTS INC COM 12503M108 216 1,891 SH   SOLE   1,891 0 0
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CBRE GROUP INC CL A 12504L109 546 5,970 SH   SOLE   5,970 0 0
CBRE GROUP INC CL A 12504L109 3,858 42,155 SH   OTR 1 0 42,155 0
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CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 44,092 28,928,000 PRN   OTR 1 0 28,928,000 0
CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 2,916 1,913,000 PRN   SOLE   1,913,000 0 0
CENTERPOINT ENERGY INC COM 15189T107 337 11,005 SH   SOLE   11,005 0 0
CENTERPOINT ENERGY INC COM 15189T107 2,427 79,213 SH   OTR 1 0 79,213 0
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CERIDIAN HCM HLDG INC COM 15677J108 1,178 17,231 SH   OTR 1 0 17,231 0
CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 219 250,000 PRN   SOLE   250,000 0 0
CERNER CORP COM 156782104 3,467 37,061 SH   OTR 1 0 37,061 0
CERNER CORP COM 156782104 497 5,313 SH   SOLE   5,313 0 0
CF INDS HLDGS INC COM 125269100 2,784 27,016 SH   OTR 1 0 27,016 0
CF INDS HLDGS INC COM 125269100 437 4,245 SH   SOLE   4,245 0 0
CHARLES RIV LABS INTL INC COM 159864107 255 899 SH   SOLE   899 0 0
CHARLES RIV LABS INTL INC COM 159864107 1,804 6,352 SH   OTR 1 0 6,352 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 8,190 15,013 SH   OTR 1 0 15,013 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,205 2,209 SH   SOLE   2,209 0 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 9,193 10,271,000 PRN   DFND 1 0 10,271,000 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 148 165,000 PRN   OTR 4 0 165,000 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 1,144 1,271,000 PRN   SOLE   1,271,000 0 0
CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 16,826 18,696,000 PRN   OTR 1 0 18,696,000 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 24,567 23,231,000 PRN   OTR 1 0 23,231,000 0
CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 1,762 1,666,000 PRN   SOLE   1,666,000 0 0
CHEGG INC NOTE 9/0 163092AF6 1,091 1,327,000 PRN   SOLE   1,327,000 0 0
CHEGG INC NOTE 9/0 163092AF6 15,468 18,817,000 PRN   OTR 1 0 18,817,000 0
CHEVRON CORP NEW COM 166764100 39,538 242,816 SH   OTR 1 0 242,816 0
CHEVRON CORP NEW COM 166764100 5,788 35,544 SH   SOLE   35,544 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 842 532 SH   SOLE   532 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,607 3,544 SH   OTR 1 0 3,544 0
CHURCH & DWIGHT CO INC COM 171340102 440 4,428 SH   SOLE   4,428 0 0
CHURCH & DWIGHT CO INC COM 171340102 3,029 30,483 SH   OTR 1 0 30,483 0
CIGNA CORP NEW COM 125523100 9,747 40,679 SH   OTR 1 0 40,679 0
CIGNA CORP NEW COM 125523100 1,401 5,845 SH   SOLE   5,845 0 0
CINCINNATI FINL CORP COM 172062101 2,567 18,877 SH   OTR 1 0 18,877 0
CINCINNATI FINL CORP COM 172062101 359 2,641 SH   SOLE   2,641 0 0
CINTAS CORP COM 172908105 648 1,523 SH   SOLE   1,523 0 0
CINTAS CORP COM 172908105 4,725 11,107 SH   OTR 1 0 11,107 0
CISCO SYS INC COM 17275R102 4,211 75,522 SH   SOLE   75,522 0 0
CISCO SYS INC COM 17275R102 29,623 531,260 SH   OTR 1 0 531,260 0
CITIGROUP INC COM NEW 172967424 13,348 249,960 SH   OTR 1 0 249,960 0
CITIGROUP INC COM NEW 172967424 1,913 35,817 SH   SOLE   35,817 0 0
CITIZENS FINL GROUP INC COM 174610105 361 7,974 SH   SOLE   7,974 0 0
CITIZENS FINL GROUP INC COM 174610105 2,434 53,685 SH   OTR 1 0 53,685 0
CITRIX SYS INC COM 177376100 228 2,262 SH   SOLE   2,262 0 0
CITRIX SYS INC COM 177376100 1,581 15,670 SH   OTR 1 0 15,670 0
CLOROX CO DEL COM 189054109 311 2,240 SH   SOLE   2,240 0 0
CLOROX CO DEL COM 189054109 2,155 15,501 SH   OTR 1 0 15,501 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 106 140,000 PRN   SOLE   140,000 0 0
CME GROUP INC COM 12572Q105 1,504 6,324 SH   SOLE   6,324 0 0
CME GROUP INC COM 12572Q105 10,768 45,271 SH   OTR 1 0 45,271 0
CMS ENERGY CORP COM 125896100 359 5,134 SH   SOLE   5,134 0 0
CMS ENERGY CORP COM 125896100 2,553 36,499 SH   OTR 1 0 36,499 0
CNX RES CORP NOTE 2.250% 5/0 12653CAG3 474 273,000 PRN   SOLE   273,000 0 0
COCA COLA CO COM 191216100 30,360 489,676 SH   OTR 1 0 489,676 0
COCA COLA CO COM 191216100 4,304 69,420 SH   SOLE   69,420 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5,933 66,162 SH   OTR 1 0 66,162 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 841 9,379 SH   SOLE   9,379 0 0
COLGATE PALMOLIVE CO COM 194162103 8,051 106,167 SH   OTR 1 0 106,167 0
COLGATE PALMOLIVE CO COM 194162103 1,148 15,143 SH   SOLE   15,143 0 0
COMCAST CORP NEW CL A 20030N101 26,679 569,827 SH   OTR 1 0 569,827 0
COMCAST CORP NEW CL A 20030N101 3,815 81,478 SH   SOLE   81,478 0 0
COMERICA INC COM 200340107 1,490 16,478 SH   OTR 1 0 16,478 0
COMERICA INC COM 200340107 177 1,957 SH   SOLE   1,957 0 0
CONAGRA BRANDS INC COM 205887102 2,028 60,424 SH   OTR 1 0 60,424 0
CONAGRA BRANDS INC COM 205887102 291 8,674 SH   SOLE   8,674 0 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 11,617 6,760,000 PRN   DFND 1 0 6,760,000 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 51,072 29,633,000 PRN   OTR 1 0 29,633,000 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 186 108,000 PRN   OTR 4 0 108,000 0
CONMED CORP NOTE 2.625% 2/0 207410AF8 2,597 1,507,000 PRN   SOLE   1,507,000 0 0
CONOCOPHILLIPS COM 20825C104 16,403 164,034 SH   OTR 1 0 164,034 0
CONOCOPHILLIPS COM 20825C104 2,351 23,510 SH   SOLE   23,510 0 0
CONSOLIDATED EDISON INC COM 209115104 4,219 44,559 SH   OTR 1 0 44,559 0
CONSOLIDATED EDISON INC COM 209115104 569 6,007 SH   SOLE   6,007 0 0
CONSTELLATION BRANDS INC CL A 21036P108 683 2,965 SH   SOLE   2,965 0 0
CONSTELLATION BRANDS INC CL A 21036P108 4,768 20,701 SH   OTR 1 0 20,701 0
CONSTELLATION ENERGY CORP COM 21037T109 2,313 41,127 SH   OTR 1 0 41,127 0
CONSTELLATION ENERGY CORP COM 21037T109 322 5,731 SH   SOLE   5,731 0 0
CONTEXTLOGIC INC COM CL A 21077C107 2,380 1,057,983 SH   OTR 3 0 1,057,983 0
COOPER COS INC COM NEW 216648402 392 938 SH   SOLE   938 0 0
COOPER COS INC COM NEW 216648402 2,593 6,210 SH   OTR 1 0 6,210 0
COPART INC COM 217204106 464 3,702 SH   SOLE   3,702 0 0
COPART INC COM 217204106 3,374 26,889 SH   OTR 1 0 26,889 0
CORNING INC COM 219350105 3,473 94,094 SH   OTR 1 0 94,094 0
CORNING INC COM 219350105 495 13,407 SH   SOLE   13,407 0 0
CORTEVA INC COM 22052L104 742 12,906 SH   SOLE   12,906 0 0
CORTEVA INC COM 22052L104 5,264 91,578 SH   OTR 1 0 91,578 0
COSTCO WHSL CORP NEW COM 22160K105 4,507 7,827 SH   SOLE   7,827 0 0
COSTCO WHSL CORP NEW COM 22160K105 32,165 55,856 SH   OTR 1 0 55,856 0
COTERRA ENERGY INC COM 127097103 420 15,583 SH   SOLE   15,583 0 0
COTERRA ENERGY INC COM 127097103 2,764 102,481 SH   OTR 1 0 102,481 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 18,508 21,929,000 PRN   OTR 1 0 21,929,000 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 1,388 1,644,000 PRN   SOLE   1,644,000 0 0
CREDIT SUISSE AG NASSAU BRH X LINK GOLD SHS 22542D480 119 13,965 SH   SOLE   13,965 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,391 7,534 SH   SOLE   7,534 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 10,050 54,441 SH   OTR 1 0 54,441 0
CSX CORP COM 126408103 1,487 39,711 SH   SOLE   39,711 0 0
CSX CORP COM 126408103 10,463 279,383 SH   OTR 1 0 279,383 0
CUMMINS INC COM 231021106 3,680 17,941 SH   OTR 1 0 17,941 0
CUMMINS INC COM 231021106 530 2,583 SH   SOLE   2,583 0 0
CVS HEALTH CORP COM 126650100 16,733 165,327 SH   OTR 1 0 165,327 0
CVS HEALTH CORP COM 126650100 2,332 23,040 SH   SOLE   23,040 0 0
CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 199 160,000 PRN   SOLE   160,000 0 0
D R HORTON INC COM 23331A109 3,027 40,619 SH   OTR 1 0 40,619 0
D R HORTON INC COM 23331A109 450 6,037 SH   SOLE   6,037 0 0
DANAHER CORPORATION 5% CONV PFD B 235851409 7,031 4,470 SH   SOLE   4,470 0 0
DANAHER CORPORATION 5% CONV PFD B 235851409 226 143 SH   OTR 4 0 143 0
DANAHER CORPORATION 5% CONV PFD B 235851409 14,003 8,867 SH   DFND 1 0 8,867 0
DANAHER CORPORATION 5% CONV PFD B 235851409 114,497 72,789 SH   OTR 1 0 72,789 0
DANAHER CORPORATION COM 235851102 23,512 80,156 SH   OTR 1 0 80,156 0
DANAHER CORPORATION COM 235851102 3,320 11,318 SH   SOLE   11,318 0 0
DARDEN RESTAURANTS INC COM 237194105 2,139 16,089 SH   OTR 1 0 16,089 0
DARDEN RESTAURANTS INC COM 237194105 321 2,418 SH   SOLE   2,418 0 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 35,152 19,804,000 PRN   OTR 1 0 19,804,000 0
DATADOG INC NOTE 0.125% 6/1 23804LAB9 1,926 1,085,000 PRN   SOLE   1,085,000 0 0
DAVITA INC COM 23918K108 106 934 SH   SOLE   934 0 0
DAVITA INC COM 23918K108 878 7,763 SH   OTR 1 0 7,763 0
DBX ETF TR XTRACK HRVST CSI 233051879 1,035 31,274 SH   SOLE   31,274 0 0
DEERE & CO COM 244199105 14,677 35,328 SH   OTR 1 0 35,328 0
DEERE & CO COM 244199105 2,091 5,033 SH   SOLE   5,033 0 0
DELAWARE INVTS NATL MUN INCO SH BEN INT 24610T108 10,336 817,042 SH   SOLE   817,042 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 379 9,572 SH   SOLE   9,572 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,190 80,618 SH   OTR 1 0 80,618 0
DENTSPLY SIRONA INC COM 24906P109 190 3,864 SH   SOLE   3,864 0 0
DENTSPLY SIRONA INC COM 24906P109 1,352 27,465 SH   OTR 1 0 27,465 0
DEVON ENERGY CORP NEW COM 25179M103 728 12,310 SH   SOLE   12,310 0 0
DEVON ENERGY CORP NEW COM 25179M103 4,689 79,307 SH   OTR 1 0 79,307 0
DEXCOM INC COM 252131107 6,246 12,209 SH   OTR 1 0 12,209 0
DEXCOM INC COM 252131107 897 1,754 SH   SOLE   1,754 0 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 153 134,000 PRN   OTR 4 0 134,000 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 9,457 8,282,000 PRN   DFND 1 0 8,282,000 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 38,210 33,317,000 PRN   OTR 1 0 33,317,000 0
DEXCOM INC NOTE 0.250%11/1 252131AK3 2,615 2,280,000 PRN   SOLE   2,280,000 0 0
DIAMONDBACK ENERGY INC COM 25278X109 2,941 21,451 SH   OTR 1 0 21,451 0
DIAMONDBACK ENERGY INC COM 25278X109 439 3,204 SH   SOLE   3,204 0 0
DICKS SPORTING GOODS INC NOTE 3.250% 4/1 253393AD4 334 107,000 PRN   SOLE   107,000 0 0
DIGITAL RLTY TR INC COM 253868103 5,069 35,747 SH   OTR 1 0 35,747 0
DIGITAL RLTY TR INC COM 253868103 689 4,856 SH   SOLE   4,856 0 0
DISCOVER FINL SVCS COM 254709108 554 5,025 SH   SOLE   5,025 0 0
DISCOVER FINL SVCS COM 254709108 3,997 36,278 SH   OTR 1 0 36,278 0
DISCOVERY INC COM SER A 25470F104 63 2,527 SH   SOLE   2,527 0 0
DISCOVERY INC COM SER A 25470F104 530 21,259 SH   OTR 1 0 21,259 0
DISCOVERY INC COM SER C 25470F302 953 38,161 SH   OTR 1 0 38,161 0
DISCOVERY INC COM SER C 25470F302 158 6,334 SH   SOLE   6,334 0 0
DISH NETWORK CORPORATION CL A 25470M109 118 3,728 SH   SOLE   3,728 0 0
DISH NETWORK CORPORATION CL A 25470M109 993 31,372 SH   OTR 1 0 31,372 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 2,810 2,882,000 PRN   SOLE   2,882,000 0 0
DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 38,337 39,316,000 PRN   OTR 1 0 39,316,000 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 164 175,000 PRN   OTR 5 0 175,000 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 62,356 66,424,000 PRN   OTR 1 0 66,424,000 0
DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 23,323 24,845,000 PRN   SOLE   24,845,000 0 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 31,385 34,795,000 PRN   OTR 1 0 34,795,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 194 216,000 PRN   OTR 4 0 216,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 135 150,000 PRN   OTR 5 0 150,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 11,734 13,045,000 PRN   DFND 1 0 13,045,000 0
DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 14,814 16,424,000 PRN   SOLE   16,424,000 0 0
DISNEY WALT CO COM 254687106 31,455 229,331 SH   OTR 1 0 229,331 0
DISNEY WALT CO COM 254687106 4,458 32,500 SH   SOLE   32,500 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 89 60,000 PRN   SOLE   60,000 0 0
DOLLAR GEN CORP NEW COM 256677105 6,498 29,186 SH   OTR 1 0 29,186 0
DOLLAR GEN CORP NEW COM 256677105 933 4,191 SH   SOLE   4,191 0 0
DOLLAR TREE INC COM 256746108 653 4,075 SH   SOLE   4,075 0 0
DOLLAR TREE INC COM 256746108 4,538 28,336 SH   OTR 1 0 28,336 0
DOMINION ENERGY INC COM 25746U109 1,211 14,250 SH   SOLE   14,250 0 0
DOMINION ENERGY INC COM 25746U109 8,669 102,029 SH   OTR 1 0 102,029 0
DOMINOS PIZZA INC COM 25754A201 1,862 4,575 SH   OTR 1 0 4,575 0
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DOVER CORP COM 260003108 385 2,453 SH   SOLE   2,453 0 0
DOVER CORP COM 260003108 2,846 18,136 SH   OTR 1 0 18,136 0
DOW INC COM 260557103 855 13,420 SH   SOLE   13,420 0 0
DOW INC COM 260557103 5,905 92,676 SH   OTR 1 0 92,676 0
DRAFTKINGS INC NOTE 3/1 26142RAB0 145 200,000 PRN   SOLE   200,000 0 0
DROPBOX INC NOTE 3/0 26210CAD6 21,879 23,099,000 PRN   OTR 1 0 23,099,000 0
DROPBOX INC NOTE 3/0 26210CAD6 1,774 1,873,000 PRN   SOLE   1,873,000 0 0
DTE ENERGY CO COM 233331107 436 3,297 SH   SOLE   3,297 0 0
DTE ENERGY CO COM 233331107 3,227 24,405 SH   OTR 1 0 24,405 0
DUKE ENERGY CORP NEW COM NEW 26441C204 10,819 96,893 SH   OTR 1 0 96,893 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,489 13,339 SH   SOLE   13,339 0 0
DUKE REALTY CORP COM NEW 264411505 2,785 47,973 SH   OTR 1 0 47,973 0
DUKE REALTY CORP COM NEW 264411505 389 6,696 SH   SOLE   6,696 0 0
DUPONT DE NEMOURS INC COM 26614N102 722 9,810 SH   SOLE   9,810 0 0
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DWS MUN INCOME TR COM 233368109 1,364 131,002 SH   OTR 1 0 131,002 0
DWS MUN INCOME TR COM 233368109 962 92,389 SH   SOLE   92,389 0 0
DXC TECHNOLOGY CO COM 23355L106 1,005 30,795 SH   OTR 1 0 30,795 0
DXC TECHNOLOGY CO COM 23355L106 120 3,688 SH   SOLE   3,688 0 0
EASTMAN CHEM CO COM 277432100 284 2,535 SH   SOLE   2,535 0 0
EASTMAN CHEM CO COM 277432100 1,821 16,249 SH   OTR 1 0 16,249 0
EATON VANCE MUN BD FD COM 27827X101 693 60,261 SH   SOLE   60,261 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 5,046 481,489 SH   SOLE   481,489 0 0
EATON VANCE NEW YORK MUN BD COM 27827Y109 139 13,241 SH   OTR 1 0 13,241 0
EBAY INC. COM 278642103 4,515 78,853 SH   OTR 1 0 78,853 0
EBAY INC. COM 278642103 673 11,756 SH   SOLE   11,756 0 0
ECOLAB INC COM 278865100 5,545 31,404 SH   OTR 1 0 31,404 0
ECOLAB INC COM 278865100 766 4,340 SH   SOLE   4,340 0 0
EDISON INTL COM 281020107 3,355 47,854 SH   OTR 1 0 47,854 0
EDISON INTL COM 281020107 468 6,682 SH   SOLE   6,682 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,279 10,865 SH   SOLE   10,865 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 9,258 78,643 SH   OTR 1 0 78,643 0
ELECTRONIC ARTS INC COM 285512109 634 5,012 SH   SOLE   5,012 0 0
ELECTRONIC ARTS INC COM 285512109 4,481 35,423 SH   OTR 1 0 35,423 0
EMERSON ELEC CO COM 291011104 1,050 10,713 SH   SOLE   10,713 0 0
EMERSON ELEC CO COM 291011104 7,336 74,822 SH   OTR 1 0 74,822 0
ENPHASE ENERGY INC COM 29355A107 3,404 16,871 SH   OTR 1 0 16,871 0
ENPHASE ENERGY INC COM 29355A107 466 2,307 SH   SOLE   2,307 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0 1,075 1,053,000 PRN   SOLE   1,053,000 0 0
ENPHASE ENERGY INC NOTE 3/0 29355AAH0 19,185 18,800,000 PRN   OTR 1 0 18,800,000 0
ENTERGY CORP NEW COM 29364G103 421 3,606 SH   SOLE   3,606 0 0
ENTERGY CORP NEW COM 29364G103 2,956 25,316 SH   OTR 1 0 25,316 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 51,268 42,768,000 PRN   OTR 1 0 42,768,000 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 3,220 2,686,000 PRN   SOLE   2,686,000 0 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 9,275 7,770,000 PRN   DFND 1 0 7,770,000 0
ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 144 121,000 PRN   OTR 4 0 121,000 0
ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 313 132,000 PRN   SOLE   132,000 0 0
EOG RES INC COM 26875P101 8,787 73,699 SH   OTR 1 0 73,699 0
EOG RES INC COM 26875P101 1,237 10,377 SH   SOLE   10,377 0 0
EPAM SYS INC COM 29414B104 296 997 SH   SOLE   997 0 0
EPAM SYS INC COM 29414B104 2,119 7,145 SH   OTR 1 0 7,145 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 228 96,000 PRN   OTR 4 0 96,000 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 110,573 46,557,000 PRN   OTR 1 0 46,557,000 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 14,621 6,169,000 PRN   DFND 1 0 6,169,000 0
EQT CORP NOTE 1.750% 5/0 26884LAK5 7,123 2,999,000 PRN   SOLE   2,999,000 0 0
EQUIFAX INC COM 294429105 3,644 15,368 SH   OTR 1 0 15,368 0
EQUIFAX INC COM 294429105 528 2,225 SH   SOLE   2,225 0 0
EQUINIX INC COM 29444U700 1,187 1,601 SH   SOLE   1,601 0 0
EQUINIX INC COM 29444U700 8,411 11,342 SH   OTR 1 0 11,342 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,871 43,045 SH   OTR 1 0 43,045 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 542 6,025 SH   SOLE   6,025 0 0
ESSEX PPTY TR INC COM 297178105 2,840 8,219 SH   OTR 1 0 8,219 0
ESSEX PPTY TR INC COM 297178105 406 1,176 SH   SOLE   1,176 0 0
ETSY INC COM 29786A106 1,985 15,970 SH   OTR 1 0 15,970 0
ETSY INC COM 29786A106 285 2,296 SH   SOLE   2,296 0 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 7,951 4,957,000 PRN   DFND 1 0 4,957,000 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 130 81,000 PRN   OTR 4 0 81,000 0
ETSY INC NOTE 0.125%10/0 29786AAJ5 47 29,000 PRN   SOLE   29,000 0 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 26,474 23,585,000 PRN   OTR 1 0 23,585,000 0
EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 1,651 1,471,000 PRN   SOLE   1,471,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 23,401 25,959,000 PRN   OTR 1 0 25,959,000 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 1,329 1,474,000 PRN   SOLE   1,474,000 0 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 2,889 3,223,000 PRN   DFND 1 0 3,223,000 0
EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 44 49,000 PRN   OTR 4 0 49,000 0
EVERGY INC COM 30034W106 234 3,423 SH   SOLE   3,423 0 0
EVERGY INC COM 30034W106 1,974 28,883 SH   OTR 1 0 28,883 0
EVERSOURCE ENERGY COM 30040W108 3,819 43,307 SH   OTR 1 0 43,307 0
EVERSOURCE ENERGY COM 30040W108 525 5,957 SH   SOLE   5,957 0 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 177 150,000 PRN   SOLE   150,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 2,755 3,116,000 PRN   SOLE   3,116,000 0 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 93 106,000 PRN   OTR 4 0 106,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 5,906 6,719,000 PRN   DFND 1 0 6,719,000 0
EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 39,400 44,570,000 PRN   OTR 1 0 44,570,000 0
EXELON CORP COM 30161N101 5,877 123,381 SH   OTR 1 0 123,381 0
EXELON CORP COM 30161N101 821 17,242 SH   SOLE   17,242 0 0
EXPEDIA GROUP INC COM NEW 30212P303 3,703 18,924 SH   OTR 1 0 18,924 0
EXPEDIA GROUP INC COM NEW 30212P303 539 2,754 SH   SOLE   2,754 0 0
EXPEDIA GROUP INC NOTE 2/1 30212PBE4 388 318,000 PRN   SOLE   318,000 0 0
EXPEDIA GROUP INC NOTE 2/1 30212PBE4 6,815 5,580,000 PRN   OTR 1 0 5,580,000 0
EXPEDITORS INTL WASH INC COM 302130109 336 3,257 SH   SOLE   3,257 0 0
EXPEDITORS INTL WASH INC COM 302130109 2,201 21,338 SH   OTR 1 0 21,338 0
EXTRA SPACE STORAGE INC COM 30225T102 516 2,508 SH   SOLE   2,508 0 0
EXTRA SPACE STORAGE INC COM 30225T102 3,467 16,865 SH   OTR 1 0 16,865 0
EXXON MOBIL CORP COM 30231G102 6,386 77,322 SH   SOLE   77,322 0 0
EXXON MOBIL CORP COM 30231G102 44,043 533,271 SH   OTR 1 0 533,271 0
F5 INC COM 315616102 1,599 7,651 SH   OTR 1 0 7,651 0
F5 INC COM 315616102 245 1,172 SH   SOLE   1,172 0 0
FACTSET RESH SYS INC COM 303075105 290 667 SH   SOLE   667 0 0
FACTSET RESH SYS INC COM 303075105 2,067 4,761 SH   OTR 1 0 4,761 0
FASTENAL CO COM 311900104 608 10,233 SH   SOLE   10,233 0 0
FASTENAL CO COM 311900104 4,306 72,498 SH   OTR 1 0 72,498 0
FEDERAL RLTY INVT TR NEW SH BEN INT NEW 313745101 129 1,055 SH   SOLE   1,055 0 0
FEDERAL RLTY INVT TR NEW SH BEN INT NEW 313745101 1,088 8,912 SH   OTR 1 0 8,912 0
FEDEX CORP COM 31428X106 1,048 4,528 SH   SOLE   4,528 0 0
FEDEX CORP COM 31428X106 7,105 30,705 SH   OTR 1 0 30,705 0
FIDELITY NATL INFORMATION SV COM 31620M106 7,703 76,703 SH   OTR 1 0 76,703 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,105 11,004 SH   SOLE   11,004 0 0
FIFTH THIRD BANCORP COM 316773100 3,707 86,127 SH   OTR 1 0 86,127 0
FIFTH THIRD BANCORP COM 316773100 515 11,957 SH   SOLE   11,957 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 517 3,188 SH   SOLE   3,188 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 3,660 22,580 SH   OTR 1 0 22,580 0
FIRSTENERGY CORP COM 337932107 461 10,054 SH   SOLE   10,054 0 0
FIRSTENERGY CORP COM 337932107 3,294 71,822 SH   OTR 1 0 71,822 0
FISERV INC COM 337738108 1,078 10,631 SH   SOLE   10,631 0 0
FISERV INC COM 337738108 7,590 74,848 SH   OTR 1 0 74,848 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3 565 520,000 PRN   SOLE   520,000 0 0
FIVE9 INC NOTE 0.500% 6/0 338307AD3 10,434 9,608,000 PRN   OTR 1 0 9,608,000 0
FLEETCOR TECHNOLOGIES INC COM 339041105 377 1,514 SH   SOLE   1,514 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 2,547 10,228 SH   OTR 1 0 10,228 0
FMC CORP COM NEW 302491303 302 2,296 SH   SOLE   2,296 0 0
FMC CORP COM NEW 302491303 2,101 15,966 SH   OTR 1 0 15,966 0
FORD MTR CO DEL COM 345370860 1,242 73,454 SH   SOLE   73,454 0 0
FORD MTR CO DEL COM 345370860 8,378 495,460 SH   OTR 1 0 495,460 0
FORD MTR CO DEL NOTE 3/1 345370CZ1 4,739 3,992,000 PRN   SOLE   3,992,000 0 0
FORD MTR CO DEL NOTE 3/1 345370CZ1 72,028 60,681,000 PRN   OTR 1 0 60,681,000 0
FORTINET INC COM 34959E109 5,841 17,093 SH   OTR 1 0 17,093 0
FORTINET INC COM 34959E109 815 2,385 SH   SOLE   2,385 0 0
FORTIVE CORP COM 34959J108 2,752 45,167 SH   OTR 1 0 45,167 0
FORTIVE CORP COM 34959J108 375 6,162 SH   SOLE   6,162 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,267 17,054 SH   OTR 1 0 17,054 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 180 2,427 SH   SOLE   2,427 0 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 44,073 44,134,853 PRN   OTR 1 0 44,134,853 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 23,575 23,608,754 PRN   SOLE   23,608,754 0 0
FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 126 125,914 PRN   OTR 5 0 125,914 0
FOX CORP CL A COM 35137L105 1,569 39,780 SH   OTR 1 0 39,780 0
FOX CORP CL A COM 35137L105 274 6,933 SH   SOLE   6,933 0 0
FOX CORP CL B COM 35137L204 670 18,475 SH   OTR 1 0 18,475 0
FOX CORP CL B COM 35137L204 80 2,194 SH   SOLE   2,194 0 0
FRANKLIN RESOURCES INC COM 354613101 117 4,195 SH   SOLE   4,195 0 0
FRANKLIN RESOURCES INC COM 354613101 986 35,306 SH   OTR 1 0 35,306 0
FREEPORT-MCMORAN INC CL B 35671D857 1,319 26,522 SH   SOLE   26,522 0 0
FREEPORT-MCMORAN INC CL B 35671D857 9,198 184,921 SH   OTR 1 0 184,921 0
FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 135 85,000 PRN   SOLE   85,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 633 3,626 SH   SOLE   3,626 0 0
GALLAGHER ARTHUR J & CO COM 363576109 4,584 26,257 SH   OTR 1 0 26,257 0
GARTNER INC COM 366651107 3,081 10,359 SH   OTR 1 0 10,359 0
GARTNER INC COM 366651107 425 1,430 SH   SOLE   1,430 0 0
GENERAC HLDGS INC COM 368736104 340 1,143 SH   SOLE   1,143 0 0
GENERAC HLDGS INC COM 368736104 2,362 7,947 SH   OTR 1 0 7,947 0
GENERAL DYNAMICS CORP COM 369550108 979 4,059 SH   SOLE   4,059 0 0
GENERAL DYNAMICS CORP COM 369550108 7,002 29,033 SH   OTR 1 0 29,033 0
GENERAL ELECTRIC CO COM NEW 369604301 12,670 138,473 SH   OTR 1 0 138,473 0
GENERAL ELECTRIC CO COM NEW 369604301 1,819 19,875 SH   SOLE   19,875 0 0
GENERAL MLS INC COM 370334104 5,145 75,981 SH   OTR 1 0 75,981 0
GENERAL MLS INC COM 370334104 727 10,731 SH   SOLE   10,731 0 0
GENERAL MTRS CO COM 37045V100 8,006 183,026 SH   OTR 1 0 183,026 0
GENERAL MTRS CO COM 37045V100 1,098 25,095 SH   SOLE   25,095 0 0
GENUINE PARTS CO COM 372460105 2,261 17,940 SH   OTR 1 0 17,940 0
GENUINE PARTS CO COM 372460105 268 2,130 SH   SOLE   2,130 0 0
GILEAD SCIENCES INC COM 375558103 1,400 23,549 SH   SOLE   23,549 0 0
GILEAD SCIENCES INC COM 375558103 9,393 158,006 SH   OTR 1 0 158,006 0
GLOBAL PMTS INC COM 37940X102 681 4,978 SH   SOLE   4,978 0 0
GLOBAL PMTS INC COM 37940X102 4,908 35,868 SH   OTR 1 0 35,868 0
GLOBAL X FDS NASDAQ 100 COVER 37954Y483 428 20,422 SH   SOLE   20,422 0 0
GLOBE LIFE INC COM 37959E102 1,174 11,672 SH   OTR 1 0 11,672 0
GLOBE LIFE INC COM 37959E102 139 1,386 SH   SOLE   1,386 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,956 5,925 SH   SOLE   5,925 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 14,115 42,759 SH   OTR 1 0 42,759 0
GRAINGER W W INC COM 384802104 2,812 5,451 SH   OTR 1 0 5,451 0
GRAINGER W W INC COM 384802104 437 847 SH   SOLE   847 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 690 690,000 PRN   SOLE   690,000 0 0
GUARDANT HEALTH INC NOTE 11/1 40131MAB5 676 838,000 PRN   SOLE   838,000 0 0
GUARDANT HEALTH INC NOTE 11/1 40131MAB5 11,719 14,520,000 PRN   OTR 1 0 14,520,000 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 126 120,000 PRN   SOLE   120,000 0 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 56,792 632,284 SH   SOLE   632,284 0 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 415 4,615 SH   OTR 5 0 4,615 0
GULFPORT ENERGY CORP COMMON SHARES 402635502 144,162 1,605,014 SH   OTR 1 0 1,605,014 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6 7,797 9,252,000 PRN   OTR 1 0 9,252,000 0
HAEMONETICS CORP MASS NOTE 3/0 405024AB6 562 667,000 PRN   SOLE   667,000 0 0
HALLIBURTON CO COM 406216101 642 16,962 SH   SOLE   16,962 0 0
HALLIBURTON CO COM 406216101 4,286 113,187 SH   OTR 1 0 113,187 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 6,177 7,049,000 PRN   OTR 1 0 7,049,000 0
HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 584 667,000 PRN   SOLE   667,000 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 3,029 42,185 SH   OTR 1 0 42,185 0
HARTFORD FINL SVCS GROUP INC COM 416515104 447 6,231 SH   SOLE   6,231 0 0
HASBRO INC COM 418056107 1,335 16,291 SH   OTR 1 0 16,291 0
HASBRO INC COM 418056107 191 2,335 SH   SOLE   2,335 0 0
HCA HEALTHCARE INC COM 40412C101 7,560 30,166 SH   OTR 1 0 30,166 0
HCA HEALTHCARE INC COM 40412C101 1,091 4,352 SH   SOLE   4,352 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 2,332 67,932 SH   OTR 1 0 67,932 0
HEALTHPEAK PROPERTIES INC COM 42250P103 339 9,865 SH   SOLE   9,865 0 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 46,926 40,780,000 PRN   OTR 1 0 40,780,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 149 131,000 PRN   OTR 4 0 131,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 9,236 8,097,000 PRN   DFND 1 0 8,097,000 0
HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 2,986 2,595,000 PRN   SOLE   2,595,000 0 0
HENRY JACK & ASSOC INC COM 426281101 1,808 9,173 SH   OTR 1 0 9,173 0
HENRY JACK & ASSOC INC COM 426281101 255 1,294 SH   SOLE   1,294 0 0
HENRY SCHEIN INC COM 806407102 1,519 17,422 SH   OTR 1 0 17,422 0
HENRY SCHEIN INC COM 806407102 180 2,070 SH   SOLE   2,070 0 0
HERSHEY CO COM 427866108 581 2,680 SH   SOLE   2,680 0 0
HERSHEY CO COM 427866108 3,967 18,314 SH   OTR 1 0 18,314 0
HESS CORP COM 42809H107 538 5,022 SH   SOLE   5,022 0 0
HESS CORP COM 42809H107 3,717 34,723 SH   OTR 1 0 34,723 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,722 162,925 SH   OTR 1 0 162,925 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 411 24,604 SH   SOLE   24,604 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 5,327 35,108 SH   OTR 1 0 35,108 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 756 4,981 SH   SOLE   4,981 0 0
HOLOGIC INC COM 436440101 361 4,703 SH   SOLE   4,703 0 0
HOLOGIC INC COM 436440101 2,419 31,488 SH   OTR 1 0 31,488 0
HOME DEPOT INC COM 437076102 39,372 131,535 SH   OTR 1 0 131,535 0
HOME DEPOT INC COM 437076102 5,550 18,540 SH   SOLE   18,540 0 0
HONEYWELL INTL INC COM 438516106 16,809 86,388 SH   OTR 1 0 86,388 0
HONEYWELL INTL INC COM 438516106 2,398 12,323 SH   SOLE   12,323 0 0
HORMEL FOODS CORP COM 440452100 274 5,319 SH   SOLE   5,319 0 0
HORMEL FOODS CORP COM 440452100 1,827 35,446 SH   OTR 1 0 35,446 0
HOST HOTELS & RESORTS INC COM 44107P104 1,743 89,710 SH   OTR 1 0 89,710 0
HOST HOTELS & RESORTS INC COM 44107P104 260 13,358 SH   SOLE   13,358 0 0
HOWMET AEROSPACE INC COM 443201108 1,718 47,805 SH   OTR 1 0 47,805 0
HOWMET AEROSPACE INC COM 443201108 291 8,107 SH   SOLE   8,107 0 0
HP INC COM 40434L105 4,951 136,382 SH   OTR 1 0 136,382 0
HP INC COM 40434L105 787 21,668 SH   SOLE   21,668 0 0
HUBSPOT INC NOTE 0.375% 6/0 443573AD2 280 157,000 PRN   SOLE   157,000 0 0
HUMANA INC COM 444859102 7,045 16,190 SH   OTR 1 0 16,190 0
HUMANA INC COM 444859102 1,025 2,356 SH   SOLE   2,356 0 0
HUNT J B TRANS SVCS INC COM 445658107 293 1,457 SH   SOLE   1,457 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,125 10,582 SH   OTR 1 0 10,582 0
HUNTINGTON BANCSHARES INC COM 446150104 2,648 181,102 SH   OTR 1 0 181,102 0
HUNTINGTON BANCSHARES INC COM 446150104 366 25,037 SH   SOLE   25,037 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 119 598 SH   SOLE   598 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,004 5,033 SH   OTR 1 0 5,033 0
IDEX CORP COM 45167R104 1,835 9,571 SH   OTR 1 0 9,571 0
IDEX CORP COM 45167R104 276 1,437 SH   SOLE   1,437 0 0
IDEXX LABS INC COM 45168D104 5,843 10,681 SH   OTR 1 0 10,681 0
IDEXX LABS INC COM 45168D104 805 1,472 SH   SOLE   1,472 0 0
II-VI INC NOTE 0.250% 9/0 902104AB4 162 105,000 PRN   SOLE   105,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 7,534 35,979 SH   OTR 1 0 35,979 0
ILLINOIS TOOL WKS INC COM 452308109 1,086 5,184 SH   SOLE   5,184 0 0
ILLUMINA INC COM 452327109 959 2,745 SH   SOLE   2,745 0 0
ILLUMINA INC COM 452327109 6,879 19,688 SH   OTR 1 0 19,688 0
ILLUMINA INC NOTE 8/1 452327AK5 41,089 37,422,000 PRN   OTR 1 0 37,422,000 0
ILLUMINA INC NOTE 8/1 452327AK5 2,534 2,308,000 PRN   SOLE   2,308,000 0 0
INCYTE CORP COM 45337C102 1,882 23,697 SH   OTR 1 0 23,697 0
INCYTE CORP COM 45337C102 263 3,312 SH   SOLE   3,312 0 0
INDEXIQ ACTIVE ETF TR IQ MACKAY CA MUN 45409F777 45,451 1,980,000 SH   OTR 3 0 1,980,000 0
INDEXIQ ETF TR HEALTHY HEARTS 45409B321 5,665 199,044 SH   OTR 3 0 199,044 0
INDEXIQ ETF TR IQ CLEAN OCEANS 45409B289 4,291 190,000 SH   OTR 3 0 190,000 0
INDEXIQ ETF TR IQ CLEANER TRANS 45409B297 4,378 190,000 SH   OTR 3 0 190,000 0
INDEXIQ ETF TR IQ ENGENDER EQUA 45409B313 4,714 200,000 SH   OTR 3 0 200,000 0
INDEXIQ ETF TR IQ GLOBAL EQUITY 45409B255 4,594 190,000 SH   OTR 3 0 190,000 0
INDEXIQ ETF TR IQ US LARGE CAP 45409B263 4,782 190,000 SH   OTR 3 0 190,000 0
INDEXIQ ETF TR IQ US MID CAP R& 45409B271 4,810 190,000 SH   OTR 3 0 190,000 0
INFINERA CORP NOTE 2.125% 9/0 45667GAC7 147 130,000 PRN   SOLE   130,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3 721 523,000 PRN   SOLE   523,000 0 0
INFINERA CORP NOTE 2.500% 3/0 45667GAE3 15,914 11,540,000 PRN   OTR 1 0 11,540,000 0
INGERSOLL RAND INC COM 45687V106 2,585 51,340 SH   OTR 1 0 51,340 0
INGERSOLL RAND INC COM 45687V106 333 6,613 SH   SOLE   6,613 0 0
INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 137 85,000 PRN   SOLE   85,000 0 0
INSMED INC NOTE 1.750% 1/1 457669AA7 95 95,000 PRN   SOLE   95,000 0 0
INSULET CORP NOTE 0.375% 9/0 45784PAK7 504 379,000 PRN   SOLE   379,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 1,311 1,244,000 PRN   SOLE   1,244,000 0 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 138 132,000 PRN   OTR 4 0 132,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 8,677 8,270,000 PRN   DFND 1 0 8,270,000 0
INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 18,450 17,501,000 PRN   OTR 1 0 17,501,000 0
INTEL CORP COM 458140100 3,598 72,608 SH   SOLE   72,608 0 0
INTEL CORP COM 458140100 25,420 512,919 SH   OTR 1 0 512,919 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 9,352 70,785 SH   OTR 1 0 70,785 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,286 9,730 SH   SOLE   9,730 0 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 7,581 7,360,000 PRN   OTR 1 0 7,360,000 0
INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 458 445,000 PRN   SOLE   445,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,055 15,802 SH   SOLE   15,802 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 14,687 112,963 SH   OTR 1 0 112,963 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 609 4,637 SH   SOLE   4,637 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 4,211 32,063 SH   OTR 1 0 32,063 0
INTERNATIONAL PAPER CO COM 460146103 2,251 48,781 SH   OTR 1 0 48,781 0
INTERNATIONAL PAPER CO COM 460146103 337 7,292 SH   SOLE   7,292 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,754 49,470 SH   OTR 1 0 49,470 0
INTERPUBLIC GROUP COS INC COM 460690100 295 8,333 SH   SOLE   8,333 0 0
INTUIT COM 461202103 2,379 4,948 SH   SOLE   4,948 0 0
INTUIT COM 461202103 17,151 35,669 SH   OTR 1 0 35,669 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,891 6,267 SH   SOLE   6,267 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 13,594 45,062 SH   OTR 1 0 45,062 0
INVESCO EXCH TRADED FD TR II TAXABLE MUN BD 46138G805 314 10,580 SH   SOLE   10,580 0 0
INVESCO PA VALUE MUN INC TR COM 46132K109 801 68,544 SH   OTR 1 0 68,544 0
INVESCO PA VALUE MUN INC TR COM 46132K109 3,567 305,376 SH   SOLE   305,376 0 0
INVESCO QUALITY MUN INCOME T COM 46133G107 2,184 192,750 SH   SOLE   192,750 0 0
INVITAE CORP NOTE 2.000% 9/0 46185LAB9 100 120,000 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 493 4,488 SH   OTR 1 0 4,488 0
IPG PHOTONICS CORP COM 44980X109 59 533 SH   SOLE   533 0 0
IQVIA HLDGS INC COM 46266C105 770 3,331 SH   SOLE   3,331 0 0
IQVIA HLDGS INC COM 46266C105 5,564 24,064 SH   OTR 1 0 24,064 0
IRON MTN INC NEW COM 46284V101 2,016 36,379 SH   OTR 1 0 36,379 0
IRON MTN INC NEW COM 46284V101 318 5,736 SH   SOLE   5,736 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 112 110,000 PRN   SOLE   110,000 0 0
IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 138 120,000 PRN   SOLE   120,000 0 0
ISHARES GOLD TR ISHARES NEW 464285204 34,233 929,500 SH   OTR 1 0 929,500 0
ISHARES TR IBOXX HI YD ETF 464288513 711 8,643 SH   SOLE   8,643 0 0
ISHARES TR IBOXX INV CP ETF 464287242 639 5,280 SH   SOLE   5,280 0 0
ISHARES TR MBS ETF 464288588 502 4,927 SH   SOLE   4,927 0 0
ISHARES TR MSCI ACWI ETF 464288257 369 3,700 SH   SOLE   3,700 0 0
ITRON INC NOTE 3/1 465741AN6 170 200,000 PRN   SOLE   200,000 0 0
JACOBS ENGR GROUP INC COM 469814107 388 2,816 SH   SOLE   2,816 0 0
JACOBS ENGR GROUP INC COM 469814107 2,243 16,276 SH   OTR 1 0 16,276 0
JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 362 297,000 PRN   SOLE   297,000 0 0
JOHNSON & JOHNSON COM 478160104 58,771 331,609 SH   OTR 1 0 331,609 0
JOHNSON & JOHNSON COM 478160104 8,240 46,495 SH   SOLE   46,495 0 0
JPMORGAN CHASE & CO COM 46625H100 7,163 52,543 SH   SOLE   52,543 0 0
JPMORGAN CHASE & CO COM 46625H100 50,746 372,253 SH   OTR 1 0 372,253 0
JUNIPER NETWORKS INC COM 48203R104 1,518 40,855 SH   OTR 1 0 40,855 0
JUNIPER NETWORKS INC COM 48203R104 180 4,854 SH   SOLE   4,854 0 0
KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 187 221,000 PRN   SOLE   221,000 0 0
KELLOGG CO COM 487836108 2,078 32,227 SH   OTR 1 0 32,227 0
KELLOGG CO COM 487836108 305 4,726 SH   SOLE   4,726 0 0
KEYCORP COM 493267108 383 17,098 SH   SOLE   17,098 0 0
KEYCORP COM 493267108 2,618 116,976 SH   OTR 1 0 116,976 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,642 23,056 SH   OTR 1 0 23,056 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 528 3,343 SH   SOLE   3,343 0 0
KIMBERLY-CLARK CORP COM 494368103 5,225 42,424 SH   OTR 1 0 42,424 0
KIMBERLY-CLARK CORP COM 494368103 745 6,052 SH   SOLE   6,052 0 0
KIMCO RLTY CORP COM 49446R109 1,919 77,676 SH   OTR 1 0 77,676 0
KIMCO RLTY CORP COM 49446R109 324 13,129 SH   SOLE   13,129 0 0
KINDER MORGAN INC DEL COM 49456B101 651 34,451 SH   SOLE   34,451 0 0
KINDER MORGAN INC DEL COM 49456B101 4,645 245,632 SH   OTR 1 0 245,632 0
KKR & CO INC 6% MCONV PFD C 48251W401 2,020 27,350 SH   SOLE   27,350 0 0
KKR & CO INC 6% MCONV PFD C 48251W401 11,385 153,210 SH   DFND 1 0 153,210 0
KKR & CO INC 6% MCONV PFD C 48251W401 182 2,446 SH   OTR 4 0 2,446 0
KKR & CO INC 6% MCONV PFD C 48251W401 33,171 449,050 SH   OTR 1 0 449,050 0
KLA CORP COM NEW 482480100 1,010 2,758 SH   SOLE   2,758 0 0
KLA CORP COM NEW 482480100 6,950 18,985 SH   OTR 1 0 18,985 0
KOSMOS ENERGY LTD COM 500688106 8,334 1,159,141 SH   OTR 1 0 1,159,141 0
KRAFT HEINZ CO COM 500754106 3,522 89,426 SH   OTR 1 0 89,426 0
KRAFT HEINZ CO COM 500754106 497 12,618 SH   SOLE   12,618 0 0
KROGER CO COM 501044101 4,835 84,279 SH   OTR 1 0 84,279 0
KROGER CO COM 501044101 763 13,304 SH   SOLE   13,304 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 6,141 24,717 SH   OTR 1 0 24,717 0
L3HARRIS TECHNOLOGIES INC COM 502431109 881 3,544 SH   SOLE   3,544 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 447 1,696 SH   SOLE   1,696 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,092 11,727 SH   OTR 1 0 11,727 0
LAM RESEARCH CORP COM 512807108 9,447 17,572 SH   OTR 1 0 17,572 0
LAM RESEARCH CORP COM 512807108 1,366 2,541 SH   SOLE   2,541 0 0
LAMB WESTON HLDGS INC COM 513272104 131 2,181 SH   SOLE   2,181 0 0
LAMB WESTON HLDGS INC COM 513272104 1,099 18,352 SH   OTR 1 0 18,352 0
LAS VEGAS SANDS CORP COM 517834107 246 6,332 SH   SOLE   6,332 0 0
LAS VEGAS SANDS CORP COM 517834107 1,679 43,193 SH   OTR 1 0 43,193 0
LAUDER ESTEE COS INC CL A 518439104 7,973 29,277 SH   OTR 1 0 29,277 0
LAUDER ESTEE COS INC CL A 518439104 1,099 4,036 SH   SOLE   4,036 0 0
LCI INDS NOTE 1.125% 5/1 501812AB7 184 200,000 PRN   SOLE   200,000 0 0
LEIDOS HOLDINGS INC COM 525327102 1,906 17,644 SH   OTR 1 0 17,644 0
LEIDOS HOLDINGS INC COM 525327102 281 2,599 SH   SOLE   2,599 0 0
LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 11,323 11,344,000 PRN   OTR 1 0 11,344,000 0
LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 437 438,000 PRN   SOLE   438,000 0 0
LENNAR CORP CL A 526057104 399 4,920 SH   SOLE   4,920 0 0
LENNAR CORP CL A 526057104 2,672 32,923 SH   OTR 1 0 32,923 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 36,809 19,395,000 PRN   OTR 1 0 19,395,000 0
LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 1,611 849,000 PRN   SOLE   849,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 6,918 4,908,000 PRN   DFND 1 0 4,908,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1,648 1,165,000 PRN   SOLE   1,165,000 0 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 107 76,000 PRN   OTR 4 0 76,000 0
LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 32,958 23,300,000 PRN   OTR 1 0 23,300,000 0
LILLY ELI & CO COM 532457108 4,070 14,211 SH   SOLE   14,211 0 0
LILLY ELI & CO COM 532457108 28,640 100,011 SH   OTR 1 0 100,011 0
LINCOLN NATL CORP IND COM 534187109 1,371 20,982 SH   OTR 1 0 20,982 0
LINCOLN NATL CORP IND COM 534187109 164 2,505 SH   SOLE   2,505 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 308 2,620 SH   SOLE   2,620 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,002 17,016 SH   OTR 1 0 17,016 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 2,196 1,241,000 PRN   SOLE   1,241,000 0 0
LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 29,261 16,537,000 PRN   OTR 1 0 16,537,000 0
LIVENT CORP NOTE 4.125% 7/1 53814LAB4 162 52,000 PRN   SOLE   52,000 0 0
LIVEPERSON INC NOTE 12/1 538146AD3 160 200,000 PRN   SOLE   200,000 0 0
LKQ CORP COM 501889208 1,530 33,693 SH   OTR 1 0 33,693 0
LKQ CORP COM 501889208 182 4,003 SH   SOLE   4,003 0 0
LOCKHEED MARTIN CORP COM 539830109 1,891 4,285 SH   SOLE   4,285 0 0
LOCKHEED MARTIN CORP COM 539830109 13,476 30,530 SH   OTR 1 0 30,530 0
LOEWS CORP COM 540424108 191 2,950 SH   SOLE   2,950 0 0
LOEWS CORP COM 540424108 1,601 24,698 SH   OTR 1 0 24,698 0
LOWES COS INC COM 548661107 2,470 12,215 SH   SOLE   12,215 0 0
LOWES COS INC COM 548661107 17,159 84,866 SH   OTR 1 0 84,866 0
LUMEN TECHNOLOGIES INC COM 550241103 192 17,056 SH   SOLE   17,056 0 0
LUMEN TECHNOLOGIES INC COM 550241103 1,305 115,776 SH   OTR 1 0 115,776 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 13,504 8,172,000 PRN   DFND 1 0 8,172,000 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 215 130,000 PRN   OTR 4 0 130,000 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 60,551 52,025,000 PRN   OTR 1 0 52,025,000 0
LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 4,316 3,708,000 PRN   SOLE   3,708,000 0 0
LYFT INC NOTE 1.500% 5/1 55087PAB0 163 131,000 PRN   SOLE   131,000 0 0
M & T BK CORP COM 55261F104 2,748 16,212 SH   OTR 1 0 16,212 0
M & T BK CORP COM 55261F104 394 2,325 SH   SOLE   2,325 0 0
MANDIANT INC NOTE 0.875% 6/0 31816QAF8 221 200,000 PRN   SOLE   200,000 0 0
MARATHON OIL CORP COM 565849106 292 11,643 SH   SOLE   11,643 0 0
MARATHON OIL CORP COM 565849106 2,462 98,067 SH   OTR 1 0 98,067 0
MARATHON PETE CORP COM 56585A102 905 10,586 SH   SOLE   10,586 0 0
MARATHON PETE CORP COM 56585A102 6,236 72,932 SH   OTR 1 0 72,932 0
MARKETAXESS HLDGS INC COM 57060D108 1,625 4,777 SH   OTR 1 0 4,777 0
MARKETAXESS HLDGS INC COM 57060D108 227 667 SH   SOLE   667 0 0
MARRIOTT INTL INC NEW CL A 571903202 6,056 34,460 SH   OTR 1 0 34,460 0
MARRIOTT INTL INC NEW CL A 571903202 862 4,904 SH   SOLE   4,904 0 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 61 54,000 PRN   OTR 4 0 54,000 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 3,721 3,295,000 PRN   DFND 1 0 3,295,000 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 717 658,000 PRN   SOLE   658,000 0 0
MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 6,725 6,170,000 PRN   OTR 1 0 6,170,000 0
MARSH & MCLENNAN COS INC COM 571748102 1,495 8,774 SH   SOLE   8,774 0 0
MARSH & MCLENNAN COS INC COM 571748102 10,838 63,598 SH   OTR 1 0 63,598 0
MARTIN MARIETTA MATLS INC COM 573284106 3,024 7,858 SH   OTR 1 0 7,858 0
MARTIN MARIETTA MATLS INC COM 573284106 436 1,133 SH   SOLE   1,133 0 0
MASCO CORP COM 574599106 279 5,480 SH   SOLE   5,480 0 0
MASCO CORP COM 574599106 1,541 30,222 SH   OTR 1 0 30,222 0
MASTERCARD INCORPORATED CL A 57636Q104 38,852 108,713 SH   OTR 1 0 108,713 0
MASTERCARD INCORPORATED CL A 57636Q104 5,497 15,380 SH   SOLE   15,380 0 0
MATCH GROUP INC NEW COM 57667L107 519 4,773 SH   SOLE   4,773 0 0
MATCH GROUP INC NEW COM 57667L107 3,877 35,658 SH   OTR 1 0 35,658 0
MCCORMICK & CO INC COM NON VTG 579780206 3,140 31,458 SH   OTR 1 0 31,458 0
MCCORMICK & CO INC COM NON VTG 579780206 452 4,533 SH   SOLE   4,533 0 0
MCDONALDS CORP COM 580135101 23,275 94,125 SH   OTR 1 0 94,125 0
MCDONALDS CORP COM 580135101 3,412 13,800 SH   SOLE   13,800 0 0
MCKESSON CORP COM 58155Q103 5,776 18,869 SH   OTR 1 0 18,869 0
MCKESSON CORP COM 58155Q103 842 2,750 SH   SOLE   2,750 0 0
MERCK & CO INC COM 58933Y105 3,756 45,771 SH   SOLE   45,771 0 0
MERCK & CO INC COM 58933Y105 26,106 318,175 SH   OTR 1 0 318,175 0
META PLATFORMS INC CL A 30303M102 64,675 290,857 SH   OTR 1 0 290,857 0
META PLATFORMS INC CL A 30303M102 9,198 41,367 SH   SOLE   41,367 0 0
METLIFE INC COM 59156R108 902 12,841 SH   SOLE   12,841 0 0
METLIFE INC COM 59156R108 6,212 88,385 SH   OTR 1 0 88,385 0
METTLER TOLEDO INTERNATIONAL COM 592688105 571 416 SH   SOLE   416 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 3,975 2,895 SH   OTR 1 0 2,895 0
MFS MUN INCOME TR SH BEN INT 552738106 2,039 333,155 SH   SOLE   333,155 0 0
MGM RESORTS INTERNATIONAL COM 552953101 308 7,336 SH   SOLE   7,336 0 0
MGM RESORTS INTERNATIONAL COM 552953101 1,990 47,445 SH   OTR 1 0 47,445 0
MICROCHIP TECHNOLOGY INC. COM 595017104 5,262 70,034 SH   OTR 1 0 70,034 0
MICROCHIP TECHNOLOGY INC. COM 595017104 732 9,739 SH   SOLE   9,739 0 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 77,926 68,383,000 PRN   OTR 1 0 68,383,000 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 4,069 3,571,000 PRN   SOLE   3,571,000 0 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 161 142,000 PRN   OTR 4 0 142,000 0
MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 9,860 8,691,000 PRN   DFND 1 0 8,691,000 0
MICRON TECHNOLOGY INC COM 595112103 1,550 19,896 SH   SOLE   19,896 0 0
MICRON TECHNOLOGY INC COM 595112103 10,986 141,050 SH   OTR 1 0 141,050 0
MICROSOFT CORP COM 594918104 291,144 944,323 SH   OTR 1 0 944,323 0
MICROSOFT CORP COM 594918104 40,640 131,814 SH   SOLE   131,814 0 0
MICROSTRATEGY INC NOTE 2/1 594972AE1 360 500,000 PRN   SOLE   500,000 0 0
MID-AMER APT CMNTYS INC COM 59522J103 3,043 14,529 SH   OTR 1 0 14,529 0
MID-AMER APT CMNTYS INC COM 59522J103 466 2,224 SH   SOLE   2,224 0 0
MODERNA INC COM 60770K107 7,654 44,433 SH   OTR 1 0 44,433 0
MODERNA INC COM 60770K107 1,080 6,272 SH   SOLE   6,272 0 0
MOHAWK INDS INC COM 608190104 856 6,893 SH   OTR 1 0 6,893 0
MOHAWK INDS INC COM 608190104 102 819 SH   SOLE   819 0 0
MOLINA HEALTHCARE INC COM 60855R100 2,454 7,356 SH   OTR 1 0 7,356 0
MOLINA HEALTHCARE INC COM 60855R100 360 1,078 SH   SOLE   1,078 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 150 2,813 SH   SOLE   2,813 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 1,264 23,671 SH   OTR 1 0 23,671 0
MONDELEZ INTL INC CL A 609207105 10,979 174,877 SH   OTR 1 0 174,877 0
MONDELEZ INTL INC CL A 609207105 1,587 25,275 SH   SOLE   25,275 0 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 31,704 14,615,000 PRN   OTR 1 0 14,615,000 0
MONGODB INC NOTE 0.250% 1/1 60937PAD8 1,892 872,000 PRN   SOLE   872,000 0 0
MONOLITHIC PWR SYS INC COM 609839105 2,651 5,458 SH   OTR 1 0 5,458 0
MONOLITHIC PWR SYS INC COM 609839105 412 848 SH   SOLE   848 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 3,781 47,322 SH   OTR 1 0 47,322 0
MONSTER BEVERAGE CORP NEW COM 61174X109 546 6,835 SH   SOLE   6,835 0 0
MOODYS CORP COM 615369105 987 2,926 SH   SOLE   2,926 0 0
MOODYS CORP COM 615369105 6,874 20,372 SH   OTR 1 0 20,372 0
MORGAN STANLEY COM NEW 617446448 2,160 24,710 SH   SOLE   24,710 0 0
MORGAN STANLEY COM NEW 617446448 15,606 178,564 SH   OTR 1 0 178,564 0
MOSAIC CO NEW COM 61945C103 3,103 46,657 SH   OTR 1 0 46,657 0
MOSAIC CO NEW COM 61945C103 475 7,140 SH   SOLE   7,140 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 5,153 21,275 SH   OTR 1 0 21,275 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 722 2,983 SH   SOLE   2,983 0 0
MSCI INC COM 55354G100 714 1,420 SH   SOLE   1,420 0 0
MSCI INC COM 55354G100 5,147 10,236 SH   OTR 1 0 10,236 0
NANOSTRING TECHNOLOGIES INC NOTE 2.625% 3/0 63009RAD1 111 100,000 PRN   SOLE   100,000 0 0
NASDAQ INC COM 631103108 2,627 14,744 SH   OTR 1 0 14,744 0
NASDAQ INC COM 631103108 365 2,051 SH   SOLE   2,051 0 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 1,019 703,000 PRN   SOLE   703,000 0 0
NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 10,919 7,530,000 PRN   OTR 1 0 7,530,000 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 383 219,000 PRN   SOLE   219,000 0 0
NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 8,061 4,605,000 PRN   OTR 1 0 4,605,000 0
NETAPP INC COM 64110D104 351 4,229 SH   SOLE   4,229 0 0
NETAPP INC COM 64110D104 2,324 27,999 SH   OTR 1 0 27,999 0
NETFLIX INC COM 64110L106 20,948 55,923 SH   OTR 1 0 55,923 0
NETFLIX INC COM 64110L106 2,987 7,974 SH   SOLE   7,974 0 0
NEUBERGER BERMAN N Y MUN FD COM 64124K102 299 25,745 SH   SOLE   25,745 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 6,254 4,774,000 PRN   DFND 1 0 4,774,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 2,388 1,809,000 PRN   SOLE   1,809,000 0 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 102 78,000 PRN   OTR 4 0 78,000 0
NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 39,145 29,655,000 PRN   OTR 1 0 29,655,000 0
NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 121 120,000 PRN   SOLE   120,000 0 0
NEWELL BRANDS INC COM 651229106 121 5,651 SH   SOLE   5,651 0 0
NEWELL BRANDS INC COM 651229106 1,018 47,568 SH   OTR 1 0 47,568 0
NEWMONT CORP COM 651639106 1,133 14,262 SH   SOLE   14,262 0 0
NEWMONT CORP COM 651639106 7,981 100,447 SH   OTR 1 0 100,447 0
NEWS CORP NEW CL A 65249B109 220 9,928 SH   SOLE   9,928 0 0
NEWS CORP NEW CL A 65249B109 1,094 49,380 SH   OTR 1 0 49,380 0
NEWS CORP NEW CL B 65249B208 41 1,818 SH   SOLE   1,818 0 0
NEWS CORP NEW CL B 65249B208 345 15,300 SH   OTR 1 0 15,300 0
NEXTERA ENERGY INC COM 65339F101 20,937 247,156 SH   OTR 1 0 247,156 0
NEXTERA ENERGY INC COM 65339F101 3,003 35,456 SH   SOLE   35,456 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 13,205 253,211 SH   DFND 1 0 253,211 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 1,120 21,300 SH   SOLE   21,300 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 211 4,042 SH   OTR 4 0 4,042 0
NICE LTD NOTE 9/1 653656AB4 13,138 12,520,000 PRN   DFND 1 0 12,520,000 0
NICE LTD NOTE 9/1 653656AB4 5,429 5,149,000 PRN   SOLE   5,149,000 0 0
NICE LTD NOTE 9/1 653656AB4 99,373 94,248,000 PRN   OTR 1 0 94,248,000 0
NICE LTD NOTE 9/1 653656AB4 208 198,000 PRN   OTR 4 0 198,000 0
NICE LTD SPONSORED ADR 653656108 10,904 49,792 SH   SOLE   49,792 0 0
NICE LTD SPONSORED ADR 653656108 15,738 71,863 SH   OTR 1 0 71,863 0
NICE LTD SPONSORED ADR 653656108 1 5 SH   DFND 1 0 5 0
NIKE INC CL B 654106103 21,632 160,764 SH   OTR 1 0 160,764 0
NIKE INC CL B 654106103 3,043 22,618 SH   SOLE   22,618 0 0
NISOURCE INC COM 65473P105 186 5,863 SH   SOLE   5,863 0 0
NISOURCE INC COM 65473P105 1,569 49,339 SH   OTR 1 0 49,339 0
NORDSON CORP COM 655663102 184 811 SH   SOLE   811 0 0
NORDSON CORP COM 655663102 1,548 6,816 SH   OTR 1 0 6,816 0
NORFOLK SOUTHN CORP COM 655844108 8,615 30,203 SH   OTR 1 0 30,203 0
NORFOLK SOUTHN CORP COM 655844108 1,212 4,249 SH   SOLE   4,249 0 0
NORTHERN TR CORP COM 665859104 432 3,707 SH   SOLE   3,707 0 0
NORTHERN TR CORP COM 665859104 3,047 26,170 SH   OTR 1 0 26,170 0
NORTHROP GRUMMAN CORP COM 666807102 1,164 2,602 SH   SOLE   2,602 0 0
NORTHROP GRUMMAN CORP COM 666807102 8,266 18,483 SH   OTR 1 0 18,483 0
NORTONLIFELOCK INC COM 668771108 281 10,602 SH   SOLE   10,602 0 0
NORTONLIFELOCK INC COM 668771108 1,944 73,292 SH   OTR 1 0 73,292 0
NOVOCURE LTD NOTE 11/0 67011XAB9 137 150,000 PRN   SOLE   150,000 0 0
NRG ENERGY INC COM NEW 629377508 140 3,655 SH   SOLE   3,655 0 0
NRG ENERGY INC COM NEW 629377508 1,180 30,761 SH   OTR 1 0 30,761 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 8,689 7,928,000 PRN   DFND 1 0 7,928,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 137 125,000 PRN   OTR 4 0 125,000 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 2,954 2,683,000 PRN   SOLE   2,683,000 0 0
NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 58,579 53,206,000 PRN   OTR 1 0 53,206,000 0
NUCOR CORP COM 670346105 770 5,181 SH   SOLE   5,181 0 0
NUCOR CORP COM 670346105 5,093 34,262 SH   OTR 1 0 34,262 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 20,346 21,043,000 PRN   OTR 1 0 21,043,000 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 1,309 1,354,000 PRN   SOLE   1,354,000 0 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 132 137,000 PRN   OTR 4 0 137,000 0
NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 8,251 8,578,000 PRN   DFND 1 0 8,578,000 0
NUVEEN AMT FREE QLTY MUN INC COM 670657105 22,438 1,707,583 SH   SOLE   1,707,583 0 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 2,499 205,883 SH   OTR 1 0 205,883 0
NUVEEN NEW YORK AMT QLT MUNI COM 670656107 7,108 585,522 SH   SOLE   585,522 0 0
NUVEEN PENNSYLVANIA QLT MUN COM 670972108 6,981 517,097 SH   SOLE   517,097 0 0
NUVEEN QUALITY MUNCP INCOME COM 67066V101 2,517 188,362 SH   SOLE   188,362 0 0
NVIDIA CORPORATION COM 67066G104 12,140 44,493 SH   SOLE   44,493 0 0
NVIDIA CORPORATION COM 67066G104 85,925 314,906 SH   OTR 1 0 314,906 0
NVR INC COM 62944T105 1,841 412 SH   OTR 1 0 412 0
NVR INC COM 62944T105 264 59 SH   SOLE   59 0 0
OCCIDENTAL PETE CORP COM 674599105 888 15,655 SH   SOLE   15,655 0 0
OCCIDENTAL PETE CORP COM 674599105 6,342 111,765 SH   OTR 1 0 111,765 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 679 710,000 PRN   SOLE   710,000 0 0
OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 2,025 2,117,000 PRN   OTR 1 0 2,117,000 0
OKTA INC NOTE 0.125% 9/0 679295AD7 1,658 1,539,000 PRN   SOLE   1,539,000 0 0
OKTA INC NOTE 0.125% 9/0 679295AD7 13,791 12,805,000 PRN   OTR 1 0 12,805,000 0
OLD DOMINION FREIGHT LINE IN COM 679580100 3,505 11,735 SH   OTR 1 0 11,735 0
OLD DOMINION FREIGHT LINE IN COM 679580100 507 1,698 SH   SOLE   1,698 0 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1 6,358 4,495,000 PRN   OTR 1 0 4,495,000 0
OMNICELL COM NOTE 0.250% 9/1 68213NAD1 409 289,000 PRN   SOLE   289,000 0 0
OMNICOM GROUP INC COM 681919106 2,234 26,325 SH   OTR 1 0 26,325 0
OMNICOM GROUP INC COM 681919106 326 3,839 SH   SOLE   3,839 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 1,949 644,000 PRN   SOLE   644,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 25,091 8,289,000 PRN   OTR 1 0 8,289,000 0
ONEOK INC NEW COM 682680103 557 7,889 SH   SOLE   7,889 0 0
ONEOK INC NEW COM 682680103 3,967 56,172 SH   OTR 1 0 56,172 0
ORACLE CORP COM 68389X105 2,381 28,786 SH   SOLE   28,786 0 0
ORACLE CORP COM 68389X105 16,419 198,462 SH   OTR 1 0 198,462 0
OREILLY AUTOMOTIVE INC COM 67103H107 5,813 8,487 SH   OTR 1 0 8,487 0
OREILLY AUTOMOTIVE INC COM 67103H107 829 1,211 SH   SOLE   1,211 0 0
ORGANON & CO COMMON STOCK 68622V106 132 3,785 SH   SOLE   3,785 0 0
ORGANON & CO COMMON STOCK 68622V106 1,113 31,855 SH   OTR 1 0 31,855 0
OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 88 87,000 PRN   SOLE   87,000 0 0
OTIS WORLDWIDE CORP COM 68902V107 571 7,425 SH   SOLE   7,425 0 0
OTIS WORLDWIDE CORP COM 68902V107 4,119 53,529 SH   OTR 1 0 53,529 0
PACCAR INC COM 693718108 3,853 43,746 SH   OTR 1 0 43,746 0
PACCAR INC COM 693718108 547 6,209 SH   SOLE   6,209 0 0
PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 28,294 22,749,000 PRN   OTR 1 0 22,749,000 0
PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 1,551 1,247,000 PRN   SOLE   1,247,000 0 0
PACKAGING CORP AMER COM 695156109 1,868 11,966 SH   OTR 1 0 11,966 0
PACKAGING CORP AMER COM 695156109 269 1,720 SH   SOLE   1,720 0 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 44,658 21,155,000 PRN   OTR 1 0 21,155,000 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 185 88,000 PRN   OTR 4 0 88,000 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 11,278 5,355,000 PRN   DFND 1 0 5,355,000 0
PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 2,445 1,158,000 PRN   SOLE   1,158,000 0 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 62,818 26,811,000 PRN   OTR 1 0 26,811,000 0
PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 4,627 1,975,000 PRN   SOLE   1,975,000 0 0
PARAMOUNT GLOBAL CLASS B COM 92556H206 2,890 76,422 SH   OTR 1 0 76,422 0
PARAMOUNT GLOBAL CLASS B COM 92556H206 415 10,978 SH   SOLE   10,978 0 0
PARKER-HANNIFIN CORP COM 701094104 631 2,224 SH   SOLE   2,224 0 0
PARKER-HANNIFIN CORP COM 701094104 4,592 16,183 SH   OTR 1 0 16,183 0
PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 7,956 7,519,000 PRN   OTR 1 0 7,519,000 0
PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 664 628,000 PRN   SOLE   628,000 0 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 101 102,000 PRN   OTR 4 0 102,000 0
PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 6,544 6,587,000 PRN   DFND 1 0 6,587,000 0
PAYCHEX INC COM 704326107 5,519 40,443 SH   OTR 1 0 40,443 0
PAYCHEX INC COM 704326107 780 5,716 SH   SOLE   5,716 0 0
PAYCOM SOFTWARE INC COM 70432V102 2,101 6,065 SH   OTR 1 0 6,065 0
PAYCOM SOFTWARE INC COM 70432V102 284 819 SH   SOLE   819 0 0
PAYPAL HLDGS INC COM 70450Y103 2,384 20,616 SH   SOLE   20,616 0 0
PAYPAL HLDGS INC COM 70450Y103 16,971 146,747 SH   OTR 1 0 146,747 0
PDC ENERGY INC COM 69327R101 11,169 153,669 SH   OTR 1 0 153,669 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 683 593,000 PRN   SOLE   593,000 0 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 6,751 5,863,000 PRN   OTR 1 0 5,863,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 9,577 8,353,000 PRN   DFND 1 0 8,353,000 0
PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 152 133,000 PRN   OTR 4 0 133,000 0
PELOTON INTERACTIVE INC NOTE 2/1 70614WAB6 226 272,000 PRN   SOLE   272,000 0 0
PENN NATL GAMING INC COM 707569109 885 20,871 SH   OTR 1 0 20,871 0
PENN NATL GAMING INC COM 707569109 105 2,479 SH   SOLE   2,479 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 159 79,000 PRN   SOLE   79,000 0 0
PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 99 100,000 PRN   SOLE   100,000 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 128 6,390 SH   SOLE   6,390 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,075 53,775 SH   OTR 1 0 53,775 0
PEPSICO INC COM 713448108 29,168 174,263 SH   OTR 1 0 174,263 0
PEPSICO INC COM 713448108 4,090 24,436 SH   SOLE   24,436 0 0
PERKINELMER INC COM 714046109 364 2,088 SH   SOLE   2,088 0 0
PERKINELMER INC COM 714046109 2,773 15,896 SH   OTR 1 0 15,896 0
PFIZER INC COM 717081103 36,602 707,010 SH   OTR 1 0 707,010 0
PFIZER INC COM 717081103 5,156 99,604 SH   SOLE   99,604 0 0
PG&E CORP UNIT 99/99/9999 69331C140 35,516 315,000 SH   OTR 1 0 315,000 0
PG&E CORP UNIT 99/99/9999 69331C140 8,948 79,578 SH   DFND 1 0 79,578 0
PG&E CORP UNIT 99/99/9999 69331C140 143 1,273 SH   OTR 4 0 1,273 0
PG&E CORP UNIT 99/99/9999 69331C140 2,282 20,242 SH   SOLE   20,242 0 0
PHILIP MORRIS INTL INC COM 718172109 18,339 195,220 SH   OTR 1 0 195,220 0
PHILIP MORRIS INTL INC COM 718172109 1,590 16,931 SH   SOLE   16,931 0 0
PHILLIPS 66 COM 718546104 719 8,318 SH   SOLE   8,318 0 0
PHILLIPS 66 COM 718546104 5,091 58,932 SH   OTR 1 0 58,932 0
PINNACLE WEST CAP CORP COM 723484101 1,107 14,174 SH   OTR 1 0 14,174 0
PINNACLE WEST CAP CORP COM 723484101 132 1,684 SH   SOLE   1,684 0 0
PIONEER MUNICIPAL HIGH INCOM COM 723762100 2,636 268,191 SH   OTR 1 0 268,191 0
PIONEER MUNICIPAL HIGH INCOM COM 723762100 7,228 735,260 SH   SOLE   735,260 0 0
PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 3,420 325,717 SH   OTR 1 0 325,717 0
PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 4,847 461,642 SH   SOLE   461,642 0 0
PIONEER NAT RES CO COM 723787107 7,151 28,599 SH   OTR 1 0 28,599 0
PIONEER NAT RES CO COM 723787107 976 3,905 SH   SOLE   3,905 0 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 23,242 9,788,000 PRN   DFND 1 0 9,788,000 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 127,456 53,564,000 PRN   OTR 1 0 53,564,000 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 368 155,000 PRN   OTR 4 0 155,000 0
PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 8,585 3,608,000 PRN   SOLE   3,608,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 9,758 52,904 SH   OTR 1 0 52,904 0
PNC FINL SVCS GROUP INC COM 693475105 1,365 7,401 SH   SOLE   7,401 0 0
POOL CORP COM 73278L105 297 702 SH   SOLE   702 0 0
POOL CORP COM 73278L105 2,135 5,050 SH   OTR 1 0 5,050 0
PPG INDS INC COM 693506107 559 4,262 SH   SOLE   4,262 0 0
PPG INDS INC COM 693506107 3,920 29,904 SH   OTR 1 0 29,904 0
PPL CORP COM 69351T106 389 13,627 SH   SOLE   13,627 0 0
PPL CORP COM 69351T106 2,701 94,562 SH   OTR 1 0 94,562 0
PRICE T ROWE GROUP INC COM 74144T108 4,365 28,871 SH   OTR 1 0 28,871 0
PRICE T ROWE GROUP INC COM 74144T108 611 4,038 SH   SOLE   4,038 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 372 5,070 SH   SOLE   5,070 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 2,246 30,601 SH   OTR 1 0 30,601 0
PROCTER AND GAMBLE CO COM 742718109 6,612 43,269 SH   SOLE   43,269 0 0
PROCTER AND GAMBLE CO COM 742718109 46,136 301,940 SH   OTR 1 0 301,940 0
PROGRESSIVE CORP COM 743315103 8,391 73,613 SH   OTR 1 0 73,613 0
PROGRESSIVE CORP COM 743315103 1,176 10,316 SH   SOLE   10,316 0 0
PROLOGIS INC. COM 74340W103 15,052 93,212 SH   OTR 1 0 93,212 0
PROLOGIS INC. COM 74340W103 2,164 13,401 SH   SOLE   13,401 0 0
PRUDENTIAL FINL INC COM 744320102 800 6,770 SH   SOLE   6,770 0 0
PRUDENTIAL FINL INC COM 744320102 5,627 47,614 SH   OTR 1 0 47,614 0
PTC INC COM 69370C100 213 1,977 SH   SOLE   1,977 0 0
PTC INC COM 69370C100 1,430 13,273 SH   OTR 1 0 13,273 0
PUBLIC STORAGE COM 74460D109 7,500 19,217 SH   OTR 1 0 19,217 0
PUBLIC STORAGE COM 74460D109 1,069 2,739 SH   SOLE   2,739 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 615 8,785 SH   SOLE   8,785 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4,459 63,695 SH   OTR 1 0 63,695 0
PULTE GROUP INC COM 745867101 1,312 31,321 SH   OTR 1 0 31,321 0
PULTE GROUP INC COM 745867101 229 5,474 SH   SOLE   5,474 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 194 139,000 PRN   SOLE   139,000 0 0
PVH CORPORATION COM 693656100 675 8,814 SH   OTR 1 0 8,814 0
PVH CORPORATION COM 693656100 80 1,050 SH   SOLE   1,050 0 0
Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 85 70,000 PRN   SOLE   70,000 0 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 7,181 7,195,000 PRN   OTR 1 0 7,195,000 0
Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 644 645,000 PRN   SOLE   645,000 0 0
QORVO INC COM 74736K101 1,695 13,658 SH   OTR 1 0 13,658 0
QORVO INC COM 74736K101 239 1,929 SH   SOLE   1,929 0 0
QUALCOMM INC COM 747525103 21,694 141,959 SH   OTR 1 0 141,959 0
QUALCOMM INC COM 747525103 3,088 20,207 SH   SOLE   20,207 0 0
QUANTA SVCS INC COM 74762E102 280 2,131 SH   SOLE   2,131 0 0
QUANTA SVCS INC COM 74762E102 2,362 17,949 SH   OTR 1 0 17,949 0
QUEST DIAGNOSTICS INC COM 74834L100 314 2,292 SH   SOLE   2,292 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,052 14,990 SH   OTR 1 0 14,990 0
RALPH LAUREN CORP CL A 751212101 661 5,831 SH   OTR 1 0 5,831 0
RALPH LAUREN CORP CL A 751212101 80 703 SH   SOLE   703 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 338 199,000 PRN   SOLE   199,000 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 14,805 8,728,000 PRN   OTR 1 0 8,728,000 0
RAPID7 INC NOTE 0.250% 3/1 753422AF1 300 240,000 PRN   SOLE   240,000 0 0
RAYMOND JAMES FINL INC COM 754730109 2,587 23,535 SH   OTR 1 0 23,535 0
RAYMOND JAMES FINL INC COM 754730109 380 3,454 SH   SOLE   3,454 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 2,618 26,422 SH   SOLE   26,422 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 18,623 187,978 SH   OTR 1 0 187,978 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 3,280 32,877 SH   OTR 1 0 32,877 0
RBC BEARINGS INC 5% CNV PFD SR A 75524B203 157 1,577 SH   SOLE   1,577 0 0
REALTY INCOME CORP COM 756109104 4,939 71,264 SH   OTR 1 0 71,264 0
REALTY INCOME CORP COM 756109104 657 9,487 SH   SOLE   9,487 0 0
REDWOOD TRUST INC NOTE 4.750% 8/1 758075AC9 79 80,000 PRN   SOLE   80,000 0 0
REGENCY CTRS CORP COM 758849103 1,381 19,360 SH   OTR 1 0 19,360 0
REGENCY CTRS CORP COM 758849103 164 2,300 SH   SOLE   2,300 0 0
REGENERON PHARMACEUTICALS COM 75886F107 9,388 13,442 SH   OTR 1 0 13,442 0
REGENERON PHARMACEUTICALS COM 75886F107 1,328 1,901 SH   SOLE   1,901 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 2,641 118,657 SH   OTR 1 0 118,657 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 397 17,834 SH   SOLE   17,834 0 0
REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 126 73,000 PRN   SOLE   73,000 0 0
REPUBLIC SVCS INC COM 760759100 454 3,423 SH   SOLE   3,423 0 0
REPUBLIC SVCS INC COM 760759100 3,484 26,294 SH   OTR 1 0 26,294 0
RESMED INC COM 761152107 629 2,593 SH   SOLE   2,593 0 0
RESMED INC COM 761152107 4,467 18,420 SH   OTR 1 0 18,420 0
RH NOTE 9/1 74967XAD5 135 83,000 PRN   SOLE   83,000 0 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 43,557 49,808,000 PRN   OTR 1 0 49,808,000 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 6,850 7,878,000 PRN   DFND 1 0 7,878,000 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 110 126,000 PRN   OTR 4 0 126,000 0
RINGCENTRAL INC NOTE 3/0 76680RAF4 2,824 3,229,000 PRN   SOLE   3,229,000 0 0
ROBERT HALF INTL INC COM 770323103 188 1,645 SH   SOLE   1,645 0 0
ROBERT HALF INTL INC COM 770323103 1,575 13,792 SH   OTR 1 0 13,792 0
ROCKWELL AUTOMATION INC COM 773903109 600 2,143 SH   SOLE   2,143 0 0
ROCKWELL AUTOMATION INC COM 773903109 4,099 14,637 SH   OTR 1 0 14,637 0
ROLLINS INC COM 775711104 118 3,378 SH   SOLE   3,378 0 0
ROLLINS INC COM 775711104 997 28,437 SH   OTR 1 0 28,437 0
ROPER TECHNOLOGIES INC COM 776696106 6,275 13,287 SH   OTR 1 0 13,287 0
ROPER TECHNOLOGIES INC COM 776696106 889 1,882 SH   SOLE   1,882 0 0
ROSS STORES INC COM 778296103 4,026 44,506 SH   OTR 1 0 44,506 0
ROSS STORES INC COM 778296103 578 6,393 SH   SOLE   6,393 0 0
ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 125 103,000 PRN   SOLE   103,000 0 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 9,125 6,985,000 PRN   DFND 1 0 6,985,000 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 148 113,000 PRN   OTR 4 0 113,000 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 22,196 16,927,000 PRN   OTR 1 0 16,927,000 0
ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 1,408 1,074,000 PRN   SOLE   1,074,000 0 0
S&P GLOBAL INC COM 78409V104 18,300 44,614 SH   OTR 1 0 44,614 0
S&P GLOBAL INC COM 78409V104 2,523 6,152 SH   SOLE   6,152 0 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 5,000 3,020,000 PRN   OTR 1 0 3,020,000 0
SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 356 215,000 PRN   SOLE   215,000 0 0
SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 324 175,000 PRN   SOLE   175,000 0 0
SALESFORCE COM INC COM 79466L302 26,343 124,073 SH   OTR 1 0 124,073 0
SALESFORCE COM INC COM 79466L302 3,723 17,537 SH   SOLE   17,537 0 0
SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 177 135,000 PRN   SOLE   135,000 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 4,715 13,702 SH   OTR 1 0 13,702 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 687 1,996 SH   SOLE   1,996 0 0
SCHLUMBERGER LTD COM STK 806857108 1,047 25,351 SH   SOLE   25,351 0 0
SCHLUMBERGER LTD COM STK 806857108 7,303 176,774 SH   OTR 1 0 176,774 0
SCHWAB CHARLES CORP COM 808513105 15,966 189,370 SH   OTR 1 0 189,370 0
SCHWAB CHARLES CORP COM 808513105 2,240 26,573 SH   SOLE   26,573 0 0
SEALED AIR CORP NEW COM 81211K100 148 2,211 SH   SOLE   2,211 0 0
SEALED AIR CORP NEW COM 81211K100 1,246 18,614 SH   OTR 1 0 18,614 0
SEMPRA COM 816851109 6,763 40,225 SH   OTR 1 0 40,225 0
SEMPRA COM 816851109 906 5,391 SH   SOLE   5,391 0 0
SERVICENOW INC COM 81762P102 1,949 3,500 SH   SOLE   3,500 0 0
SERVICENOW INC COM 81762P102 14,029 25,192 SH   OTR 1 0 25,192 0
SHERWIN WILLIAMS CO COM 824348106 7,584 30,384 SH   OTR 1 0 30,384 0
SHERWIN WILLIAMS CO COM 824348106 1,053 4,218 SH   SOLE   4,218 0 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5 463 440,000 PRN   SOLE   440,000 0 0
SHIFT4 PMTS INC NOTE 12/1 82452JAB5 6,333 6,020,000 PRN   OTR 1 0 6,020,000 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 1,438 1,515,000 PRN   SOLE   1,515,000 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 32,041 33,745,000 PRN   OTR 1 0 33,745,000 0
SIGNATURE BK NEW YORK N Y COM 82669G104 2,319 7,902 SH   OTR 1 0 7,902 0
SIGNATURE BK NEW YORK N Y COM 82669G104 343 1,170 SH   SOLE   1,170 0 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 50,999 37,007,000 PRN   OTR 1 0 37,007,000 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 9,752 7,102,000 PRN   DFND 1 0 7,102,000 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 2,960 2,148,000 PRN   SOLE   2,148,000 0 0
SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 158 115,000 PRN   OTR 4 0 115,000 0
SIMON PPTY GROUP INC NEW COM 828806109 5,446 41,393 SH   OTR 1 0 41,393 0
SIMON PPTY GROUP INC NEW COM 828806109 754 5,729 SH   SOLE   5,729 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 394 2,958 SH   SOLE   2,958 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,753 20,658 SH   OTR 1 0 20,658 0
SMITH A O CORP COM 831865209 1,058 16,553 SH   OTR 1 0 16,553 0
SMITH A O CORP COM 831865209 126 1,973 SH   SOLE   1,973 0 0
SMUCKER J M CO COM NEW 832696405 1,845 13,624 SH   OTR 1 0 13,624 0
SMUCKER J M CO COM NEW 832696405 273 2,018 SH   SOLE   2,018 0 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 5,385 3,092,000 PRN   DFND 1 0 3,092,000 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 84 48,000 PRN   OTR 4 0 48,000 0
SNAP INC NOTE 0.750% 8/0 83304AAB2 421 241,000 PRN   SOLE   241,000 0 0
SNAP ON INC COM 833034101 1,387 6,750 SH   OTR 1 0 6,750 0
SNAP ON INC COM 833034101 165 802 SH   SOLE   802 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 286 886 SH   SOLE   886 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 2,132 6,615 SH   OTR 1 0 6,615 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 22,191 16,239,000 PRN   OTR 1 0 16,239,000 0
SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 1,078 789,000 PRN   SOLE   789,000 0 0
SOUTHERN CO COM 842587107 1,334 18,397 SH   SOLE   18,397 0 0
SOUTHERN CO COM 842587107 9,680 133,496 SH   OTR 1 0 133,496 0
SOUTHWEST AIRLS CO COM 844741108 406 8,857 SH   SOLE   8,857 0 0
SOUTHWEST AIRLS CO COM 844741108 3,417 74,613 SH   OTR 1 0 74,613 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 76,979 56,571,000 PRN   OTR 1 0 56,571,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 4,975 3,656,000 PRN   SOLE   3,656,000 0 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 134 99,000 PRN   OTR 4 0 99,000 0
SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 8,656 6,379,000 PRN   DFND 1 0 6,379,000 0
SPDR GOLD TR GOLD SHS 78463V107 21,739 120,336 SH   OTR 1 0 120,336 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 718,251 1,590,318 SH   OTR 3 0 1,590,318 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 4,707 10,423 SH   SOLE   10,423 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 113 125,000 PRN   SOLE   125,000 0 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 4,450 4,961,000 PRN   DFND 1 0 4,961,000 0
SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 72 80,000 PRN   OTR 4 0 80,000 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 37,971 33,252,000 PRN   OTR 1 0 33,252,000 0
SPLUNK INC NOTE 0.500% 9/1 848637AC8 2,722 2,384,000 PRN   SOLE   2,384,000 0 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 98 82,000 PRN   OTR 4 0 82,000 0
SPLUNK INC NOTE 1.125% 9/1 848637AD6 6,071 5,070,000 PRN   DFND 1 0 5,070,000 0
STANLEY BLACK & DECKER INC COM 854502101 411 2,938 SH   SOLE   2,938 0 0
STANLEY BLACK & DECKER INC COM 854502101 2,871 20,536 SH   OTR 1 0 20,536 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 1,839 21,000 SH   SOLE   21,000 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 30,327 346,400 SH   OTR 1 0 346,400 0
STARBUCKS CORP COM 855244109 1,847 20,307 SH   SOLE   20,307 0 0
STARBUCKS CORP COM 855244109 13,181 144,895 SH   OTR 1 0 144,895 0
STATE STR CORP COM 857477103 609 6,994 SH   SOLE   6,994 0 0
STATE STR CORP COM 857477103 4,016 46,100 SH   OTR 1 0 46,100 0
STRYKER CORPORATION COM 863667101 1,560 5,836 SH   SOLE   5,836 0 0
STRYKER CORPORATION COM 863667101 11,307 42,291 SH   OTR 1 0 42,291 0
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 27,120 25,804,000 PRN   OTR 1 0 25,804,000 0
SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 1,570 1,494,000 PRN   SOLE   1,494,000 0 0
SVB FINANCIAL GROUP COM 78486Q101 605 1,082 SH   SOLE   1,082 0 0
SVB FINANCIAL GROUP COM 78486Q101 4,140 7,400 SH   OTR 1 0 7,400 0
SYNCHRONY FINANCIAL COM 87165B103 347 9,974 SH   SOLE   9,974 0 0
SYNCHRONY FINANCIAL COM 87165B103 2,286 65,660 SH   OTR 1 0 65,660 0
SYNOPSYS INC COM 871607107 937 2,811 SH   SOLE   2,811 0 0
SYNOPSYS INC COM 871607107 6,441 19,328 SH   OTR 1 0 19,328 0
SYSCO CORP COM 871829107 758 9,279 SH   SOLE   9,279 0 0
SYSCO CORP COM 871829107 5,219 63,920 SH   OTR 1 0 63,920 0
TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 56 75,000 PRN   SOLE   75,000 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 3 25 SH   DFND 1 0 25 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 19,665 188,617 SH   SOLE   188,617 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 30,972 297,062 SH   OTR 1 0 297,062 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 327 2,125 SH   SOLE   2,125 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2,235 14,538 SH   OTR 1 0 14,538 0
TALOS ENERGY INC COM 87484T108 8,661 548,507 SH   SOLE   548,507 0 0
TALOS ENERGY INC COM 87484T108 44,269 2,803,590 SH   OTR 1 0 2,803,590 0
TALOS ENERGY INC COM 87484T108 98 6,187 SH   OTR 5 0 6,187 0
TAPESTRY INC COM 876030107 148 3,986 SH   SOLE   3,986 0 0
TAPESTRY INC COM 876030107 1,235 33,253 SH   OTR 1 0 33,253 0
TARGET CORP COM 87612E106 12,808 60,352 SH   OTR 1 0 60,352 0
TARGET CORP COM 87612E106 1,788 8,423 SH   SOLE   8,423 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 115 136,000 PRN   OTR 4 0 136,000 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 49,069 57,830,000 PRN   OTR 1 0 57,830,000 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 3,134 3,694,000 PRN   SOLE   3,694,000 0 0
TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 7,076 8,389,000 PRN   DFND 1 0 8,389,000 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,778 5,877 SH   OTR 1 0 5,877 0
TELEDYNE TECHNOLOGIES INC COM 879360105 377 798 SH   SOLE   798 0 0
TELEFLEX INCORPORATED COM 879369106 2,093 5,900 SH   OTR 1 0 5,900 0
TELEFLEX INCORPORATED COM 879369106 320 901 SH   SOLE   901 0 0
TERADYNE INC COM 880770102 2,428 20,533 SH   OTR 1 0 20,533 0
TERADYNE INC COM 880770102 347 2,938 SH   SOLE   2,938 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 223 60,000 PRN   SOLE   60,000 0 0
TESLA INC COM 88160R101 113,631 105,448 SH   OTR 1 0 105,448 0
TESLA INC COM 88160R101 15,998 14,846 SH   SOLE   14,846 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 382 22,000 PRN   SOLE   22,000 0 0
TEXAS INSTRS INC COM 882508104 2,983 16,256 SH   SOLE   16,256 0 0
TEXAS INSTRS INC COM 882508104 21,345 116,333 SH   OTR 1 0 116,333 0
TEXTRON INC COM 883203101 330 4,434 SH   SOLE   4,434 0 0
TEXTRON INC COM 883203101 2,065 27,765 SH   OTR 1 0 27,765 0
THERMO FISHER SCIENTIFIC INC COM 883556102 29,317 49,635 SH   OTR 1 0 49,635 0
THERMO FISHER SCIENTIFIC INC COM 883556102 4,142 7,012 SH   SOLE   7,012 0 0
TJX COS INC NEW COM 872540109 9,103 150,258 SH   OTR 1 0 150,258 0
TJX COS INC NEW COM 872540109 1,284 21,196 SH   SOLE   21,196 0 0
T-MOBILE US INC COM 872590104 1,367 10,653 SH   SOLE   10,653 0 0
T-MOBILE US INC COM 872590104 9,492 73,957 SH   OTR 1 0 73,957 0
TRACTOR SUPPLY CO COM 892356106 515 2,206 SH   SOLE   2,206 0 0
TRACTOR SUPPLY CO COM 892356106 3,346 14,336 SH   OTR 1 0 14,336 0
TRANSDIGM GROUP INC COM 893641100 580 890 SH   SOLE   890 0 0
TRANSDIGM GROUP INC COM 893641100 4,324 6,637 SH   OTR 1 0 6,637 0
TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 128 135,000 PRN   SOLE   135,000 0 0
TRAVELERS COMPANIES INC COM 89417E109 754 4,124 SH   SOLE   4,124 0 0
TRAVELERS COMPANIES INC COM 89417E109 5,552 30,382 SH   OTR 1 0 30,382 0
TRIMBLE INC COM 896239100 2,281 31,618 SH   OTR 1 0 31,618 0
TRIMBLE INC COM 896239100 336 4,654 SH   SOLE   4,654 0 0
TRUIST FINL CORP COM 89832Q109 1,356 23,924 SH   SOLE   23,924 0 0
TRUIST FINL CORP COM 89832Q109 9,534 168,146 SH   OTR 1 0 168,146 0
TURNING PT BRANDS INC COM 90041L105 231 6,802 SH   OTR 1 0 6,802 0
TWITTER INC COM 90184L102 547 14,145 SH   SOLE   14,145 0 0
TWITTER INC COM 90184L102 3,897 100,720 SH   OTR 1 0 100,720 0
TWITTER INC NOTE 0.250% 6/1 90184LAF9 281 275,000 PRN   SOLE   275,000 0 0
TWITTER INC NOTE 3/1 90184LAN2 220 260,000 PRN   SOLE   260,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 2,297 5,162 SH   OTR 1 0 5,162 0
TYLER TECHNOLOGIES INC COM 902252105 317 712 SH   SOLE   712 0 0
TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1 221 200,000 PRN   SOLE   200,000 0 0
TYSON FOODS INC CL A 902494103 3,302 36,839 SH   OTR 1 0 36,839 0
TYSON FOODS INC CL A 902494103 491 5,479 SH   SOLE   5,479 0 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 25,056 27,840,000 PRN   OTR 1 0 27,840,000 0
UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 1,534 1,704,000 PRN   SOLE   1,704,000 0 0
UDR INC COM 902653104 257 4,487 SH   SOLE   4,487 0 0
UDR INC COM 902653104 2,161 37,670 SH   OTR 1 0 37,670 0
ULTA BEAUTY INC COM 90384S303 403 1,011 SH   SOLE   1,011 0 0
ULTA BEAUTY INC COM 90384S303 2,715 6,817 SH   OTR 1 0 6,817 0
UNDER ARMOUR INC CL A 904311107 48 2,816 SH   SOLE   2,816 0 0
UNDER ARMOUR INC CL A 904311107 403 23,701 SH   OTR 1 0 23,701 0
UNDER ARMOUR INC CL C 904311206 50 3,210 SH   SOLE   3,210 0 0
UNDER ARMOUR INC CL C 904311206 420 27,020 SH   OTR 1 0 27,020 0
UNION PAC CORP COM 907818108 3,102 11,355 SH   SOLE   11,355 0 0
UNION PAC CORP COM 907818108 21,919 80,226 SH   OTR 1 0 80,226 0
UNITED AIRLS HLDGS INC COM 910047109 1,886 40,682 SH   OTR 1 0 40,682 0
UNITED AIRLS HLDGS INC COM 910047109 224 4,833 SH   SOLE   4,833 0 0
UNITED PARCEL SERVICE INC CL B 911312106 19,697 91,846 SH   OTR 1 0 91,846 0
UNITED PARCEL SERVICE INC CL B 911312106 2,806 13,086 SH   SOLE   13,086 0 0
UNITED RENTALS INC COM 911363109 456 1,283 SH   SOLE   1,283 0 0
UNITED RENTALS INC COM 911363109 3,241 9,123 SH   OTR 1 0 9,123 0
UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 158 54,000 PRN   SOLE   54,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 60,502 118,638 SH   OTR 1 0 118,638 0
UNITEDHEALTH GROUP INC COM 91324P102 8,531 16,729 SH   SOLE   16,729 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 158 1,091 SH   SOLE   1,091 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 1,332 9,187 SH   OTR 1 0 9,187 0
US BANCORP DEL COM NEW 902973304 1,345 25,306 SH   SOLE   25,306 0 0
US BANCORP DEL COM NEW 902973304 9,041 170,105 SH   OTR 1 0 170,105 0
V F CORP COM 918204108 2,312 40,659 SH   OTR 1 0 40,659 0
V F CORP COM 918204108 326 5,741 SH   SOLE   5,741 0 0
VAIL RESORTS INC NOTE 1/0 91879QAN9 139 144,000 PRN   OTR 4 0 144,000 0
VAIL RESORTS INC NOTE 1/0 91879QAN9 57,061 58,615,000 PRN   OTR 1 0 58,615,000 0
VAIL RESORTS INC NOTE 1/0 91879QAN9 3,219 3,307,000 PRN   SOLE   3,307,000 0 0
VAIL RESORTS INC NOTE 1/0 91879QAN9 8,806 9,093,000 PRN   DFND 1 0 9,093,000 0
VALERO ENERGY CORP COM 91913Y100 811 7,984 SH   SOLE   7,984 0 0
VALERO ENERGY CORP COM 91913Y100 5,229 51,498 SH   OTR 1 0 51,498 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 431,283 1,038,810 SH   OTR 3 0 1,038,810 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 97 95,000 PRN   SOLE   95,000 0 0
VENTAS INC COM 92276F100 437 7,070 SH   SOLE   7,070 0 0
VENTAS INC COM 92276F100 3,105 50,281 SH   OTR 1 0 50,281 0
VERISIGN INC COM 92343E102 411 1,846 SH   SOLE   1,846 0 0
VERISIGN INC COM 92343E102 2,708 12,173 SH   OTR 1 0 12,173 0
VERISK ANALYTICS INC COM 92345Y106 583 2,718 SH   SOLE   2,718 0 0
VERISK ANALYTICS INC COM 92345Y106 4,357 20,301 SH   OTR 1 0 20,301 0
VERIZON COMMUNICATIONS INC COM 92343V104 26,937 528,790 SH   OTR 1 0 528,790 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,749 73,591 SH   SOLE   73,591 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 8,369 32,067 SH   OTR 1 0 32,067 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,179 4,518 SH   SOLE   4,518 0 0
VIATRIS INC COM 92556V106 1,653 151,946 SH   OTR 1 0 151,946 0
VIATRIS INC COM 92556V106 235 21,615 SH   SOLE   21,615 0 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 37,474 28,812,000 PRN   OTR 1 0 28,812,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 4,212 3,248,000 PRN   DFND 1 0 3,248,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 65 50,000 PRN   OTR 4 0 50,000 0
VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 1,690 1,299,000 PRN   SOLE   1,299,000 0 0
VISA INC COM CL A 92826C839 6,507 29,343 SH   SOLE   29,343 0 0
VISA INC COM CL A 92826C839 46,328 208,899 SH   OTR 1 0 208,899 0
VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 135 135,000 PRN   SOLE   135,000 0 0
VISTRA CORP COM 92840M102 324 13,918 SH   OTR 2 0 13,918 0
VORNADO RLTY TR SH BEN INT 929042109 905 19,976 SH   OTR 1 0 19,976 0
VORNADO RLTY TR SH BEN INT 929042109 108 2,373 SH   SOLE   2,373 0 0
VULCAN MATLS CO COM 929160109 438 2,385 SH   SOLE   2,385 0 0
VULCAN MATLS CO COM 929160109 3,071 16,715 SH   OTR 1 0 16,715 0
WABTEC COM 929740108 2,263 23,533 SH   OTR 1 0 23,533 0
WABTEC COM 929740108 317 3,294 SH   SOLE   3,294 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,041 90,265 SH   OTR 1 0 90,265 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 574 12,825 SH   SOLE   12,825 0 0
WALMART INC COM 931142103 3,756 25,220 SH   SOLE   25,220 0 0
WALMART INC COM 931142103 26,537 178,196 SH   OTR 1 0 178,196 0
WASTE MGMT INC DEL COM 94106L109 7,684 48,477 SH   OTR 1 0 48,477 0
WASTE MGMT INC DEL COM 94106L109 1,074 6,773 SH   SOLE   6,773 0 0
WATERS CORP COM 941848103 2,386 7,688 SH   OTR 1 0 7,688 0
WATERS CORP COM 941848103 345 1,113 SH   SOLE   1,113 0 0
WAYFAIR INC NOTE 0.625%10/0 94419LAM3 231 280,000 PRN   SOLE   280,000 0 0
WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 273 255,000 PRN   SOLE   255,000 0 0
WEC ENERGY GROUP INC COM 92939U106 3,966 39,733 SH   OTR 1 0 39,733 0
WEC ENERGY GROUP INC COM 92939U106 522 5,231 SH   SOLE   5,231 0 0
WELLS FARGO CO NEW COM 949746101 3,345 69,026 SH   SOLE   69,026 0 0
WELLS FARGO CO NEW COM 949746101 23,719 489,465 SH   OTR 1 0 489,465 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 4,286 3,235 SH   DFND 1 0 3,235 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 73 55 SH   OTR 4 0 55 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 31,080 23,816 SH   OTR 1 0 23,816 0
WELLS FARGO CO NEW PERP PFD CNV A 949746804 4,128 3,163 SH   SOLE   3,163 0 0
WELLTOWER INC COM 95040Q104 5,271 54,829 SH   OTR 1 0 54,829 0
WELLTOWER INC COM 95040Q104 743 7,729 SH   SOLE   7,729 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 537 1,308 SH   SOLE   1,308 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 3,832 9,331 SH   OTR 1 0 9,331 0
WESTERN DIGITAL CORP. COM 958102105 277 5,576 SH   SOLE   5,576 0 0
WESTERN DIGITAL CORP. COM 958102105 1,957 39,416 SH   OTR 1 0 39,416 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 958 988,000 PRN   SOLE   988,000 0 0
WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4,495 4,634,000 PRN   OTR 1 0 4,634,000 0
WESTROCK CO COM 96145D105 233 4,952 SH   SOLE   4,952 0 0
WESTROCK CO COM 96145D105 1,559 33,155 SH   OTR 1 0 33,155 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 519 13,681 SH   SOLE   13,681 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 3,567 94,109 SH   OTR 1 0 94,109 0
WHIRLPOOL CORP COM 963320106 1,284 7,432 SH   OTR 1 0 7,432 0
WHIRLPOOL CORP COM 963320106 188 1,090 SH   SOLE   1,090 0 0
WHITING PETE CORP NEW COM NEW 966387508 2,848 34,937 SH   SOLE   34,937 0 0
WHITING PETE CORP NEW COM NEW 966387508 20,313 249,212 SH   OTR 1 0 249,212 0
WILLIAMS COS INC COM 969457100 5,113 153,048 SH   OTR 1 0 153,048 0
WILLIAMS COS INC COM 969457100 723 21,626 SH   SOLE   21,626 0 0
WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 82 75,000 PRN   SOLE   75,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 2,337 1,421,000 PRN   SOLE   1,421,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 37,465 22,780,000 PRN   OTR 1 0 22,780,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 8,322 5,068,000 PRN   DFND 1 0 5,068,000 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 136 83,000 PRN   OTR 4 0 83,000 0
WORKIVA INC NOTE 1.125% 8/1 98139AAB1 129 80,000 PRN   SOLE   80,000 0 0
WYNN RESORTS LTD COM 983134107 192 2,410 SH   SOLE   2,410 0 0
WYNN RESORTS LTD COM 983134107 1,054 13,223 SH   OTR 1 0 13,223 0
XCEL ENERGY INC COM 98389B100 684 9,480 SH   SOLE   9,480 0 0
XCEL ENERGY INC COM 98389B100 4,897 67,853 SH   OTR 1 0 67,853 0
XYLEM INC COM 98419M100 273 3,197 SH   SOLE   3,197 0 0
XYLEM INC COM 98419M100 1,937 22,714 SH   OTR 1 0 22,714 0
YUM BRANDS INC COM 988498101 4,315 36,403 SH   OTR 1 0 36,403 0
YUM BRANDS INC COM 988498101 609 5,137 SH   SOLE   5,137 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 2,766 6,686 SH   OTR 1 0 6,686 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 412 996 SH   SOLE   996 0 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 1,098 868,000 PRN   SOLE   868,000 0 0
ZENDESK INC NOTE 0.625% 6/1 98936JAD3 22,841 18,049,000 PRN   OTR 1 0 18,049,000 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 2,612 2,304,000 PRN   SOLE   2,304,000 0 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 38,344 33,828,000 PRN   OTR 1 0 33,828,000 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 476 3,724 SH   SOLE   3,724 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 3,366 26,314 SH   OTR 1 0 26,314 0
ZIONS BANCORPORATION N A COM 989701107 1,252 19,100 SH   OTR 1 0 19,100 0
ZIONS BANCORPORATION N A COM 989701107 150 2,287 SH   SOLE   2,287 0 0
ZOETIS INC CL A 98978V103 1,602 8,497 SH   SOLE   8,497 0 0
ZOETIS INC CL A 98978V103 11,239 59,596 SH   OTR 1 0 59,596 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 1,713 1,004,000 PRN   SOLE   1,004,000 0 0
ZSCALER INC NOTE 0.125% 7/0 98980GAB8 30,207 17,701,000 PRN   OTR 1 0 17,701,000 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 68 56,000 PRN   OTR 4 0 56,000 0
ZYNGA INC NOTE 0.250% 6/0 98986TAB4 4,167 3,428,000 PRN   DFND 1 0 3,428,000 0
ZYNGA INC NOTE 12/1 98986TAD0 17,524 17,130,000 PRN   OTR 1 0 17,130,000 0
ZYNGA INC NOTE 12/1 98986TAD0 1,374 1,343,000 PRN   SOLE   1,343,000 0 0