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

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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
3M CO	COM	88579Y101	15,763	79,358	SH		OTR	1	0	79,358	0
3M CO	COM	88579Y101	2,337	11,764	SH		SOLE		11,764	0	0
8X8 INC NEW	NOTE 0.500% 2/0	282914AB6	62	50,000	PRN		SOLE		50,000	0	0
ABBOTT LABS	COM	002824100	4,157	35,861	SH		SOLE		35,861	0	0
ABBOTT LABS	COM	002824100	28,200	243,248	SH		OTR	1	0	243,248	0
ABBVIE INC	COM	00287Y109	4,101	36,407	SH		SOLE		36,407	0	0
ABBVIE INC	COM	00287Y109	27,236	241,797	SH		OTR	1	0	241,797	0
ABIOMED INC	COM	003654100	1,932	6,191	SH		OTR	1	0	6,191	0
ABIOMED INC	COM	003654100	281	899	SH		SOLE		899	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	1,513	15,858	SH		SOLE		15,858	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	10,152	106,375	SH		OTR	1	0	106,375	0
ADOBE SYSTEMS INCORPORATED	COM	00724F101	38,323	65,438	SH		OTR	1	0	65,438	0
ADOBE SYSTEMS INCORPORATED	COM	00724F101	5,688	9,713	SH		SOLE		9,713	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	1,837	8,956	SH		OTR	1	0	8,956	0
ADVANCE AUTO PARTS INC	COM	00751Y106	289	1,409	SH		SOLE		1,409	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	2,321	24,714	SH		SOLE		24,714	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	15,624	166,337	SH		OTR	1	0	166,337	0
AERIE PHARMACEUTICALS INC	NOTE 1.500%10/0	00771VAB4	76	76,000	PRN		SOLE		76,000	0	0
AES CORP	COM	00130H105	384	14,713	SH		SOLE		14,713	0	0
AES CORP	COM	00130H105	2,381	91,315	SH		OTR	1	0	91,315	0
AES CORP	UNIT 99/99/9999	00130H204	150	1,396	SH		OTR	4	145	1,251	0
AES CORP	UNIT 99/99/9999	00130H204	1,619	15,200	SH		SOLE		15,200	0	0
AES CORP	UNIT 99/99/9999	00130H204	9,004	83,707	SH		DFND	1	83,707	0	0
AES CORP	UNIT 99/99/9999	00130H204	31,705	297,700	SH		OTR	1	0	297,700	0
AFLAC INC	COM	001055102	4,643	86,534	SH		OTR	1	0	86,534	0
AFLAC INC	COM	001055102	676	12,592	SH		SOLE		12,592	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	927	6,273	SH		SOLE		6,273	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	6,140	41,542	SH		OTR	1	0	41,542	0
AIR PRODS & CHEMS INC	COM	009158106	1,271	4,419	SH		SOLE		4,419	0	0
AIR PRODS & CHEMS INC	COM	009158106	8,716	30,298	SH		OTR	1	0	30,298	0
AIR TRANSPORT SERVICES GRP I	NOTE 1.125%10/1	00922RAB1	66	65,000	PRN		SOLE		65,000	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	2,601	22,308	SH		OTR	1	0	22,308	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	383	3,287	SH		SOLE		3,287	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	6,598	5,048,000	PRN		DFND	1	5,048,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	728	555,000	PRN		SOLE		555,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	119	91,000	PRN		OTR	4	15,000	76,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	34,531	29,717,000	PRN		OTR	1	0	29,717,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	2,447	2,106,000	PRN		SOLE		2,106,000	0	0
ALASKA AIR GROUP INC	COM	011659109	132	2,196	SH		SOLE		2,196	0	0
ALASKA AIR GROUP INC	COM	011659109	1,024	16,977	SH		OTR	1	0	16,977	0
ALBEMARLE CORP	COM	012653101	2,692	15,980	SH		OTR	1	0	15,980	0
ALBEMARLE CORP	COM	012653101	399	2,367	SH		SOLE		2,367	0	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	3,417	18,780	SH		OTR	1	0	18,780	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	533	2,928	SH		SOLE		2,928	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	5,559	30,258	SH		OTR	1	0	30,258	0
ALEXION PHARMACEUTICALS INC	COM	015351109	847	4,613	SH		SOLE		4,613	0	0
ALIGN TECHNOLOGY INC	COM	016255101	901	1,475	SH		SOLE		1,475	0	0
ALIGN TECHNOLOGY INC	COM	016255101	6,023	9,858	SH		OTR	1	0	9,858	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	110	70,000	PRN		SOLE		70,000	0	0
ALLIANCEBERNSTEIN GLOBAL HIG	COM	01879R106	844	67,463	SH		SOLE		67,463	0	0
ALLIANT ENERGY CORP	COM	018802108	1,909	34,244	SH		OTR	1	0	34,244	0
ALLIANT ENERGY CORP	COM	018802108	297	5,328	SH		SOLE		5,328	0	0
ALLSTATE CORP	COM	020002101	874	6,700	SH		SOLE		6,700	0	0
ALLSTATE CORP	COM	020002101	5,345	40,979	SH		OTR	1	0	40,979	0
ALPHABET INC	CAP STK CL A	02079K305	100,536	41,173	SH		OTR	1	0	41,173	0
ALPHABET INC	CAP STK CL A	02079K305	15,051	6,164	SH		SOLE		6,164	0	0
ALPHABET INC	CAP STK CL C	02079K107	97,704	38,983	SH		OTR	1	0	38,983	0
ALPHABET INC	CAP STK CL C	02079K107	14,857	5,928	SH		SOLE		5,928	0	0
ALTERYX INC	NOTE 0.500% 8/0	02156BAD5	139	145,000	PRN		SOLE		145,000	0	0
ALTRIA GROUP INC	COM	02209S103	968	20,296	SH		SOLE		20,296	0	0
ALTRIA GROUP INC	COM	02209S103	12,080	253,354	SH		OTR	1	0	253,354	0
AMAZON COM INC	COM	023135106	201,889	58,686	SH		OTR	1	0	58,686	0
AMAZON COM INC	COM	023135106	30,053	8,736	SH		SOLE		8,736	0	0
AMEREN CORP	COM	023608102	2,800	34,985	SH		OTR	1	0	34,985	0
AMEREN CORP	COM	023608102	402	5,026	SH		SOLE		5,026	0	0
AMERICAN AIRLS GROUP INC	COM	02376R102	1,862	87,807	SH		OTR	1	0	87,807	0
AMERICAN AIRLS GROUP INC	COM	02376R102	241	11,357	SH		SOLE		11,357	0	0
AMERICAN AIRLS GROUP INC	NOTE 6.500% 7/0	02376RAF9	21,913	13,935,000	PRN		OTR	1	0	13,935,000	0
AMERICAN AIRLS GROUP INC	NOTE 6.500% 7/0	02376RAF9	1,244	791,000	PRN		SOLE		791,000	0	0
AMERICAN EAGLE OUTFITTERS IN	NOTE 3.750% 4/1	02553EAB2	3,285	752,000	PRN		SOLE		752,000	0	0
AMERICAN EAGLE OUTFITTERS IN	NOTE 3.750% 4/1	02553EAB2	47,142	10,790,000	PRN		OTR	1	0	10,790,000	0
AMERICAN ELEC PWR CO INC	COM	025537101	859	10,149	SH		SOLE		10,149	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	5,787	68,416	SH		OTR	1	0	68,416	0
AMERICAN EXPRESS CO	COM	025816109	2,152	13,022	SH		SOLE		13,022	0	0
AMERICAN EXPRESS CO	COM	025816109	14,719	89,079	SH		OTR	1	0	89,079	0
AMERICAN INTL GROUP INC	COM NEW	026874784	833	17,494	SH		SOLE		17,494	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	5,592	117,480	SH		OTR	1	0	117,480	0
AMERICAN TOWER CORP NEW	COM	03027X100	2,486	9,201	SH		SOLE		9,201	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	16,816	62,249	SH		OTR	1	0	62,249	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	572	3,713	SH		SOLE		3,713	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	3,829	24,843	SH		OTR	1	0	24,843	0
AMERIPRISE FINL INC	COM	03076C106	3,949	15,867	SH		OTR	1	0	15,867	0
AMERIPRISE FINL INC	COM	03076C106	610	2,451	SH		SOLE		2,451	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	357	3,119	SH		SOLE		3,119	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	2,318	20,247	SH		OTR	1	0	20,247	0
AMETEK INC	COM	031100100	626	4,688	SH		SOLE		4,688	0	0
AMETEK INC	COM	031100100	4,220	31,613	SH		OTR	1	0	31,613	0
AMGEN INC	COM	031162100	19,173	78,657	SH		OTR	1	0	78,657	0
AMGEN INC	COM	031162100	2,967	12,173	SH		SOLE		12,173	0	0
AMPHENOL CORP NEW	CL A	032095101	847	12,382	SH		SOLE		12,382	0	0
AMPHENOL CORP NEW	CL A	032095101	5,597	81,814	SH		OTR	1	0	81,814	0
ANALOG DEVICES INC	COM	032654105	8,693	50,492	SH		OTR	1	0	50,492	0
ANALOG DEVICES INC	COM	032654105	1,297	7,531	SH		SOLE		7,531	0	0
ANNALY CAPITAL MANAGEMENT IN	COM	035710409	1,318	148,472	SH		SOLE		148,472	0	0
ANSYS INC	COM	03662Q105	605	1,743	SH		SOLE		1,743	0	0
ANSYS INC	COM	03662Q105	4,141	11,931	SH		OTR	1	0	11,931	0
ANTHEM INC	COM	036752103	12,798	33,519	SH		OTR	1	0	33,519	0
ANTHEM INC	COM	036752103	1,968	5,155	SH		SOLE		5,155	0	0
APA CORPORATION	COM	03743Q108	145	6,681	SH		SOLE		6,681	0	0
APA CORPORATION	COM	03743Q108	1,117	51,645	SH		OTR	1	0	51,645	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	22,335	12,065,000	PRN		OTR	1	0	12,065,000	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	195	106,000	PRN		OTR	4	19,000	87,000	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	11,284	6,120,000	PRN		DFND	1	6,120,000	0	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	2,888	1,560,000	PRN		SOLE		1,560,000	0	0
APPLE INC	COM	037833100	44,582	325,510	SH		SOLE		325,510	0	0
APPLE INC	COM	037833100	294,119	2,147,479	SH		OTR	1	0	2,147,479	0
APPLIED MATLS INC	COM	038222105	17,889	125,628	SH		OTR	1	0	125,628	0
APPLIED MATLS INC	COM	038222105	2,741	19,249	SH		SOLE		19,249	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	4,635	76,487	SH		OTR	1	0	76,487	0
ARCHER DANIELS MIDLAND CO	COM	039483102	709	11,693	SH		SOLE		11,693	0	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	6,416	6,125,000	PRN		OTR	1	0	6,125,000	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	537	513,000	PRN		SOLE		513,000	0	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	29,760	27,225,000	PRN		OTR	1	0	27,225,000	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	191	175,000	PRN		OTR	5	0	175,000	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	15,226	13,929,000	PRN		SOLE		13,929,000	0	0
ARES DYNAMIC CR ALLOCATION F	COM	04014F102	437	27,018	SH		SOLE		27,018	0	0
ARISTA NETWORKS INC	COM	040413106	425	1,173	SH		SOLE		1,173	0	0
ARISTA NETWORKS INC	COM	040413106	2,721	7,511	SH		OTR	1	0	7,511	0
ASSURANT INC	COM	04621X108	1,295	8,291	SH		OTR	1	0	8,291	0
ASSURANT INC	COM	04621X108	167	1,072	SH		SOLE		1,072	0	0
AT&T INC	COM	00206R102	28,132	977,472	SH		OTR	1	0	977,472	0
AT&T INC	COM	00206R102	4,165	144,723	SH		SOLE		144,723	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	33,313	30,456,000	PRN		OTR	1	0	30,456,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	5,214	4,811,000	PRN		DFND	1	4,811,000	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	1,575	1,440,000	PRN		SOLE		1,440,000	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	91	84,000	PRN		OTR	4	15,000	69,000	0
ATMOS ENERGY CORP	COM	049560105	1,719	17,889	SH		OTR	1	0	17,889	0
ATMOS ENERGY CORP	COM	049560105	261	2,714	SH		SOLE		2,714	0	0
AUTODESK INC	COM	052769106	8,792	30,120	SH		OTR	1	0	30,120	0
AUTODESK INC	COM	052769106	1,371	4,696	SH		SOLE		4,696	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	11,570	58,254	SH		OTR	1	0	58,254	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	1,725	8,685	SH		SOLE		8,685	0	0
AUTOZONE INC	COM	053332102	646	433	SH		SOLE		433	0	0
AUTOZONE INC	COM	053332102	4,417	2,960	SH		OTR	1	0	2,960	0
AVALONBAY CMNTYS INC	COM	053484101	599	2,872	SH		SOLE		2,872	0	0
AVALONBAY CMNTYS INC	COM	053484101	3,988	19,112	SH		OTR	1	0	19,112	0
AVAYA HLDGS CORP	NOTE 2.250% 6/1	05351XAB7	100	85,000	PRN		SOLE		85,000	0	0
AVERY DENNISON CORP	COM	053611109	2,386	11,347	SH		OTR	1	0	11,347	0
AVERY DENNISON CORP	COM	053611109	391	1,861	SH		SOLE		1,861	0	0
BAIDU INC	SPON ADR REP A	056752108	224	1,100	SH		SOLE		1,100	0	0
BAKER HUGHES COMPANY	CL A	05722G100	2,279	99,631	SH		OTR	1	0	99,631	0
BAKER HUGHES COMPANY	CL A	05722G100	331	14,490	SH		SOLE		14,490	0	0
BALL CORP	COM	058498106	3,641	44,938	SH		OTR	1	0	44,938	0
BALL CORP	COM	058498106	536	6,612	SH		SOLE		6,612	0	0
BANK NEW YORK MELLON CORP	COM	064058100	5,658	110,451	SH		OTR	1	0	110,451	0
BANK NEW YORK MELLON CORP	COM	064058100	926	18,085	SH		SOLE		18,085	0	0
BAXTER INTL INC	COM	071813109	821	10,204	SH		SOLE		10,204	0	0
BAXTER INTL INC	COM	071813109	5,542	68,841	SH		OTR	1	0	68,841	0
BECTON DICKINSON & CO	COM	075887109	9,682	39,814	SH		OTR	1	0	39,814	0
BECTON DICKINSON & CO	COM	075887109	1,422	5,849	SH		SOLE		5,849	0	0
BERKLEY W R CORP	COM	084423102	1,425	19,149	SH		OTR	1	0	19,149	0
BERKLEY W R CORP	COM	084423102	214	2,877	SH		SOLE		2,877	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	10,345	37,224	SH		SOLE		37,224	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	72,114	259,476	SH		OTR	1	0	259,476	0
BEST BUY INC	COM	086516101	556	4,834	SH		SOLE		4,834	0	0
BEST BUY INC	COM	086516101	3,509	30,518	SH		OTR	1	0	30,518	0
BIO RAD LABS INC	CL A	090572207	311	483	SH		SOLE		483	0	0
BIO RAD LABS INC	CL A	090572207	1,899	2,948	SH		OTR	1	0	2,948	0
BIOGEN INC	COM	09062X103	7,137	20,611	SH		OTR	1	0	20,611	0
BIOGEN INC	COM	09062X103	1,183	3,416	SH		SOLE		3,416	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	47,265	45,500,000	PRN		OTR	1	0	45,500,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	11,832	11,418,000	PRN		DFND	1	11,418,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	3,385	3,259,000	PRN		SOLE		3,259,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	210	203,000	PRN		OTR	4	34,000	169,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.250% 5/1	09061GAK7	23,208	23,048,000	PRN		OTR	1	0	23,048,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.250% 5/1	09061GAK7	1,462	1,452,000	PRN		SOLE		1,452,000	0	0
BK OF AMERICA CORP	COM	060505104	6,480	157,174	SH		SOLE		157,174	0	0
BK OF AMERICA CORP	COM	060505104	70,036	1,698,669	SH		OTR	1	0	1,698,669	0
BLACKLINE INC	NOTE 0.125% 8/0	09239BAB5	145	90,000	PRN		SOLE		90,000	0	0
BLACKROCK CORPOR HI YLD FD I	COM	09255P107	780	63,317	SH		SOLE		63,317	0	0
BLACKROCK INC	COM	09247X101	2,548	2,912	SH		SOLE		2,912	0	0
BLACKROCK INC	COM	09247X101	16,992	19,420	SH		OTR	1	0	19,420	0
BLACKROCK MUN INCOME QUALITY	COM	092479104	21	1,347	SH		SOLE		1,347	0	0
BLACKROCK MUN INCOME QUALITY	COM	092479104	344	21,958	SH		OTR	1	0	21,958	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	11,603	442,357	SH		OTR	1	0	442,357	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	32,119	1,224,529	SH		SOLE		1,224,529	0	0
BLACKROCK MUNI INTER DR FD I	COM	09253X102	27,889	1,783,213	SH		SOLE		1,783,213	0	0
BLACKROCK MUNI INTER DR FD I	COM	09253X102	3,759	240,316	SH		OTR	1	0	240,316	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	17,121	1,073,404	SH		SOLE		1,073,404	0	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	6,292	394,470	SH		OTR	1	0	394,470	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	13,563	919,527	SH		SOLE		919,527	0	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	8,227	557,777	SH		OTR	1	0	557,777	0
BLACKROCK MUNIHLDNGS CALI QL	COM	09254L107	16,409	1,030,057	SH		SOLE		1,030,057	0	0
BLACKROCK MUNIHLDNGS CALI QL	COM	09254L107	10,388	652,094	SH		OTR	1	0	652,094	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	1,182	80,024	SH		SOLE		80,024	0	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	1,041	70,458	SH		OTR	1	0	70,458	0
BLACKROCK MUNIHOLDINGS FD IN	COM	09253N104	2,458	146,484	SH		OTR	1	0	146,484	0
BLACKROCK MUNIHOLDINGS FD IN	COM	09253N104	10,305	614,107	SH		SOLE		614,107	0	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	8,419	598,791	SH		OTR	1	0	598,791	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	8,337	592,936	SH		SOLE		592,936	0	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	9,004	621,423	SH		OTR	1	0	621,423	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	9,767	674,051	SH		SOLE		674,051	0	0
BLACKROCK MUNIYILD QULT FD I	COM	09254F100	4,811	287,227	SH		OTR	1	0	287,227	0
BLACKROCK MUNIYILD QULT FD I	COM	09254F100	4,273	255,127	SH		SOLE		255,127	0	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	14,251	924,785	SH		SOLE		924,785	0	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	4,427	287,270	SH		OTR	1	0	287,270	0
BLACKROCK N Y MUN INCOME TRU	SH BEN INT	09248L106	2,667	176,649	SH		SOLE		176,649	0	0
BLACKROCK N Y MUN INCOME TRU	SH BEN INT	09248L106	1,076	71,249	SH		OTR	1	0	71,249	0
BLOOMIN BRANDS INC	NOTE 5.000% 5/0	094235AB4	124	51,000	PRN		SOLE		51,000	0	0
BNY MELLON MUN BD INFRASTRUC	COM SHS	09662W109	486	33,067	SH		SOLE		33,067	0	0
BNY MELLON MUN BD INFRASTRUC	COM SHS	09662W109	257	17,508	SH		OTR	1	0	17,508	0
BOEING CO	COM	097023105	18,029	75,258	SH		OTR	1	0	75,258	0
BOEING CO	COM	097023105	2,672	11,154	SH		SOLE		11,154	0	0
BOOKING HOLDINGS INC	COM	09857L108	12,297	5,620	SH		OTR	1	0	5,620	0
BOOKING HOLDINGS INC	COM	09857L108	1,807	826	SH		SOLE		826	0	0
BOOKING HOLDINGS INC	NOTE 0.750% 5/0	09857LAN8	284	200,000	PRN		SOLE		200,000	0	0
BORGWARNER INC	COM	099724106	206	4,247	SH		SOLE		4,247	0	0
BORGWARNER INC	COM	099724106	1,594	32,836	SH		OTR	1	0	32,836	0
BOSTON PROPERTIES INC	COM	101121101	345	3,015	SH		SOLE		3,015	0	0
BOSTON PROPERTIES INC	COM	101121101	2,228	19,444	SH		OTR	1	0	19,444	0
BOSTON SCIENTIFIC CORP	COM	101137107	8,318	194,524	SH		OTR	1	0	194,524	0
BOSTON SCIENTIFIC CORP	COM	101137107	1,234	28,860	SH		SOLE		28,860	0	0
BRIDGEBIO PHARMA INC	NOTE 2.500% 3/1	10806XAB8	1,219	741,000	PRN		SOLE		741,000	0	0
BRIDGEBIO PHARMA INC	NOTE 2.500% 3/1	10806XAB8	22,816	13,870,000	PRN		OTR	1	0	13,870,000	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	3,024	45,254	SH		SOLE		45,254	0	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	20,435	305,827	SH		OTR	1	0	305,827	0
BROADCOM INC	COM	11135F101	4,020	8,430	SH		SOLE		8,430	0	0
BROADCOM INC	COM	11135F101	26,654	55,897	SH		OTR	1	0	55,897	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	2,568	15,898	SH		OTR	1	0	15,898	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	397	2,457	SH		SOLE		2,457	0	0
BROWN FORMAN CORP	CL B	115637209	317	4,230	SH		SOLE		4,230	0	0
BROWN FORMAN CORP	CL B	115637209	1,871	24,965	SH		OTR	1	0	24,965	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	54,484	34,186,000	PRN		OTR	1	0	34,186,000	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	9,342	5,880,000	PRN		DFND	1	5,880,000	0	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	4,697	2,947,000	PRN		SOLE		2,947,000	0	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	154	97,000	PRN		OTR	4	11,000	86,000	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	267	2,854	SH		SOLE		2,854	0	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	1,705	18,206	SH		OTR	1	0	18,206	0
CABOT OIL & GAS CORP	COM	127097103	123	7,062	SH		SOLE		7,062	0	0
CABOT OIL & GAS CORP	COM	127097103	953	54,598	SH		OTR	1	0	54,598	0
CADENCE DESIGN SYSTEM INC	COM	127387108	784	5,727	SH		SOLE		5,727	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	5,212	38,094	SH		OTR	1	0	38,094	0
CAESARS ENTERTAINMENT INC NE	COM	12769G100	489	4,712	SH		SOLE		4,712	0	0
CAESARS ENTERTAINMENT INC NE	COM	12769G100	2,964	28,571	SH		OTR	1	0	28,571	0
CALIFORNIA RES CORP	COM STOCK	13057Q305	1,073	35,601	SH		SOLE		35,601	0	0
CALIFORNIA RES CORP	COM STOCK	13057Q305	8,375	277,869	SH		OTR	1	0	277,869	0
CAMPBELL SOUP CO	COM	134429109	1,265	27,742	SH		OTR	1	0	27,742	0
CAMPBELL SOUP CO	COM	134429109	182	3,988	SH		SOLE		3,988	0	0
CANTEL MED CORP	NOTE 3.250% 5/1	138098AB4	901	415,000	PRN		SOLE		415,000	0	0
CANTEL MED CORP	NOTE 3.250% 5/1	138098AB4	15,457	7,121,000	PRN		OTR	1	0	7,121,000	0
CAPITAL ONE FINL CORP	COM	14040H105	9,561	61,809	SH		OTR	1	0	61,809	0
CAPITAL ONE FINL CORP	COM	14040H105	1,422	9,194	SH		SOLE		9,194	0	0
CARDINAL HEALTH INC	COM	14149Y108	2,268	39,721	SH		OTR	1	0	39,721	0
CARDINAL HEALTH INC	COM	14149Y108	356	6,238	SH		SOLE		6,238	0	0
CARMAX INC	COM	143130102	2,885	22,335	SH		OTR	1	0	22,335	0
CARMAX INC	COM	143130102	438	3,388	SH		SOLE		3,388	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	407	15,435	SH		SOLE		15,435	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	2,881	109,288	SH		OTR	1	0	109,288	0
CARRIER GLOBAL CORPORATION	COM	14448C104	805	16,564	SH		SOLE		16,564	0	0
CARRIER GLOBAL CORPORATION	COM	14448C104	5,435	111,828	SH		OTR	1	0	111,828	0
CATALENT INC	COM	148806102	2,521	23,320	SH		OTR	1	0	23,320	0
CATALENT INC	COM	148806102	380	3,516	SH		SOLE		3,516	0	0
CATERPILLAR INC	COM	149123101	2,437	11,199	SH		SOLE		11,199	0	0
CATERPILLAR INC	COM	149123101	16,321	74,993	SH		OTR	1	0	74,993	0
CBOE GLOBAL MKTS INC	COM	12503M108	1,739	14,605	SH		OTR	1	0	14,605	0
CBOE GLOBAL MKTS INC	COM	12503M108	260	2,186	SH		SOLE		2,186	0	0
CBRE GROUP INC	CL A	12504L109	3,939	45,952	SH		OTR	1	0	45,952	0
CBRE GROUP INC	CL A	12504L109	591	6,893	SH		SOLE		6,893	0	0
CDW CORP	COM	12514G108	521	2,983	SH		SOLE		2,983	0	0
CDW CORP	COM	12514G108	3,352	19,194	SH		OTR	1	0	19,194	0
CELANESE CORP DEL	COM	150870103	378	2,494	SH		SOLE		2,494	0	0
CELANESE CORP DEL	COM	150870103	2,338	15,420	SH		OTR	1	0	15,420	0
CENTENE CORP DEL	COM	15135B101	5,818	79,777	SH		OTR	1	0	79,777	0
CENTENE CORP DEL	COM	15135B101	840	11,519	SH		SOLE		11,519	0	0
CENTENNIAL RESOURCE DEV INC	NOTE 3.250% 4/0	15136AAA0	38,202	28,928,000	PRN		OTR	1	0	28,928,000	0
CENTENNIAL RESOURCE DEV INC	NOTE 3.250% 4/0	15136AAA0	2,854	2,161,000	PRN		SOLE		2,161,000	0	0
CENTERPOINT ENERGY INC	COM	15189T107	291	11,878	SH		SOLE		11,878	0	0
CENTERPOINT ENERGY INC	COM	15189T107	1,949	79,471	SH		OTR	1	0	79,471	0
CERNER CORP	COM	156782104	3,224	41,251	SH		OTR	1	0	41,251	0
CERNER CORP	COM	156782104	487	6,234	SH		SOLE		6,234	0	0
CF INDS HLDGS INC	COM	125269100	1,511	29,367	SH		OTR	1	0	29,367	0
CF INDS HLDGS INC	COM	125269100	195	3,798	SH		SOLE		3,798	0	0
CHARLES RIV LABS INTL INC	COM	159864107	2,545	6,879	SH		OTR	1	0	6,879	0
CHARLES RIV LABS INTL INC	COM	159864107	468	1,266	SH		SOLE		1,266	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	2,120	2,938	SH		SOLE		2,938	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	13,603	18,855	SH		OTR	1	0	18,855	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	18,497	18,696,000	PRN		OTR	1	0	18,696,000	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	1,290	1,304,000	PRN		SOLE		1,304,000	0	0
CHEFS WHSE INC	NOTE 1.875%12/0	163086AB7	1,849	1,765,000	PRN		SOLE		1,765,000	0	0
CHEFS WHSE INC	NOTE 1.875%12/0	163086AB7	24,334	23,231,000	PRN		OTR	1	0	23,231,000	0
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	222	260,000	PRN		SOLE		260,000	0	0
CHEVRON CORP NEW	COM	166764100	27,714	264,597	SH		OTR	1	0	264,597	0
CHEVRON CORP NEW	COM	166764100	4,313	41,175	SH		SOLE		41,175	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	5,973	3,853	SH		OTR	1	0	3,853	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	929	599	SH		SOLE		599	0	0
CHURCH & DWIGHT INC	COM	171340102	438	5,143	SH		SOLE		5,143	0	0
CHURCH & DWIGHT INC	COM	171340102	2,861	33,575	SH		OTR	1	0	33,575	0
CIGNA CORP NEW	COM	125523100	11,137	46,977	SH		OTR	1	0	46,977	0
CIGNA CORP NEW	COM	125523100	1,677	7,075	SH		SOLE		7,075	0	0
CINCINNATI FINL CORP	COM	172062101	2,390	20,497	SH		OTR	1	0	20,497	0
CINCINNATI FINL CORP	COM	172062101	356	3,052	SH		SOLE		3,052	0	0
CINTAS CORP	COM	172908105	4,615	12,081	SH		OTR	1	0	12,081	0
CINTAS CORP	COM	172908105	673	1,762	SH		SOLE		1,762	0	0
CISCO SYS INC	COM	17275R102	30,577	576,929	SH		OTR	1	0	576,929	0
CISCO SYS INC	COM	17275R102	4,604	86,868	SH		SOLE		86,868	0	0
CITIGROUP INC	COM NEW	172967424	20,021	282,980	SH		OTR	1	0	282,980	0
CITIGROUP INC	COM NEW	172967424	3,017	42,649	SH		SOLE		42,649	0	0
CITIZENS FINL GROUP INC	COM	174610105	2,675	58,310	SH		OTR	1	0	58,310	0
CITIZENS FINL GROUP INC	COM	174610105	419	9,142	SH		SOLE		9,142	0	0
CITRIX SYS INC	COM	177376100	1,993	16,998	SH		OTR	1	0	16,998	0
CITRIX SYS INC	COM	177376100	305	2,599	SH		SOLE		2,599	0	0
CLEVELAND-CLIFFS INC NEW	DBCV 1.500% 1/1	185899AA9	14	5,000	PRN		OTR	4	5,000	0	0
CLEVELAND-CLIFFS INC NEW	DBCV 1.500% 1/1	185899AA9	213	76,000	PRN		SOLE		76,000	0	0
CLOROX CO DEL	COM	189054109	3,063	17,027	SH		OTR	1	0	17,027	0
CLOROX CO DEL	COM	189054109	468	2,602	SH		SOLE		2,602	0	0
CLOVIS ONCOLOGY INC	NOTE 1.250% 5/0	189464AC4	104	140,000	PRN		SOLE		140,000	0	0
CLOVIS ONCOLOGY INC	NOTE 2.500% 9/1	189464AB6	110	110,000	PRN		SOLE		110,000	0	0
CME GROUP INC	COM	12572Q105	1,523	7,159	SH		SOLE		7,159	0	0
CME GROUP INC	COM	12572Q105	10,456	49,161	SH		OTR	1	0	49,161	0
CMS ENERGY CORP	COM	125896100	350	5,925	SH		SOLE		5,925	0	0
CMS ENERGY CORP	COM	125896100	2,341	39,627	SH		OTR	1	0	39,627	0
CNX RES CORP	NOTE 2.250% 5/0	12653CAG3	355	273,000	PRN		SOLE		273,000	0	0
COCA COLA CO	COM	191216100	28,746	531,246	SH		OTR	1	0	531,246	0
COCA COLA CO	COM	191216100	4,318	79,809	SH		SOLE		79,809	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	751	10,839	SH		SOLE		10,839	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	5,001	72,203	SH		OTR	1	0	72,203	0
COLGATE PALMOLIVE CO	COM	194162103	9,421	115,814	SH		OTR	1	0	115,814	0
COLGATE PALMOLIVE CO	COM	194162103	1,422	17,480	SH		SOLE		17,480	0	0
COLONY STARWOOD HOMES	NOTE 3.500% 1/1	19625XAB8	165	101,000	PRN		SOLE		101,000	0	0
COMCAST CORP NEW	CL A	20030N101	35,790	627,669	SH		OTR	1	0	627,669	0
COMCAST CORP NEW	CL A	20030N101	5,285	92,680	SH		SOLE		92,680	0	0
COMERICA INC	COM	200340107	1,364	19,114	SH		OTR	1	0	19,114	0
COMERICA INC	COM	200340107	176	2,472	SH		SOLE		2,472	0	0
CONAGRA BRANDS INC	COM	205887102	364	9,998	SH		SOLE		9,998	0	0
CONAGRA BRANDS INC	COM	205887102	2,390	65,706	SH		OTR	1	0	65,706	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	192	119,000	PRN		OTR	4	19,000	100,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	10,795	6,700,000	PRN		DFND	1	6,700,000	0	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	2,964	1,834,000	PRN		SOLE		1,834,000	0	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	47,894	29,633,000	PRN		OTR	1	0	29,633,000	0
CONOCOPHILLIPS	COM	20825C104	1,697	27,869	SH		SOLE		27,869	0	0
CONOCOPHILLIPS	COM	20825C104	11,250	184,736	SH		OTR	1	0	184,736	0
CONSOLIDATED EDISON INC	COM	209115104	3,366	46,931	SH		OTR	1	0	46,931	0
CONSOLIDATED EDISON INC	COM	209115104	486	6,770	SH		SOLE		6,770	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	817	3,492	SH		SOLE		3,492	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	5,411	23,136	SH		OTR	1	0	23,136	0
CONTEXTLOGIC INC	COM CL A	21077C107	6,253	474,778	SH		OTR	3	0	474,778	0
COOPER COS INC	COM NEW	216648402	425	1,072	SH		SOLE		1,072	0	0
COOPER COS INC	COM NEW	216648402	2,672	6,742	SH		OTR	1	0	6,742	0
COPART INC	COM	217204106	552	4,186	SH		SOLE		4,186	0	0
COPART INC	COM	217204106	3,757	28,501	SH		OTR	1	0	28,501	0
CORNING INC	COM	219350105	4,338	106,061	SH		OTR	1	0	106,061	0
CORNING INC	COM	219350105	651	15,917	SH		SOLE		15,917	0	0
CORTEVA INC	COM	22052L104	668	15,051	SH		SOLE		15,051	0	0
CORTEVA INC	COM	22052L104	4,475	100,910	SH		OTR	1	0	100,910	0
COSTCO WHSL CORP NEW	COM	22160K105	3,532	8,926	SH		SOLE		8,926	0	0
COSTCO WHSL CORP NEW	COM	22160K105	23,938	60,500	SH		OTR	1	0	60,500	0
COUPA SOFTWARE INC	NOTE 0.375% 6/1	22266LAF3	16,707	14,420,000	PRN		OTR	1	0	14,420,000	0
COUPA SOFTWARE INC	NOTE 0.375% 6/1	22266LAF3	1,320	1,139,000	PRN		SOLE		1,139,000	0	0
CREE INC	NOTE 0.875% 9/0	225447AB7	175	105,000	PRN		SOLE		105,000	0	0
CREE INC	NOTE 1.750% 5/0	225447AD3	8,300	3,815,000	PRN		OTR	1	0	3,815,000	0
CREE INC	NOTE 1.750% 5/0	225447AD3	657	302,000	PRN		SOLE		302,000	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	11,543	59,167	SH		OTR	1	0	59,167	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	1,698	8,703	SH		SOLE		8,703	0	0
CSX CORP	COM	126408103	1,368	42,633	SH		SOLE		42,633	0	0
CSX CORP	COM	126408103	9,979	311,064	SH		OTR	1	0	311,064	0
CUMMINS INC	COM	231021106	741	3,038	SH		SOLE		3,038	0	0
CUMMINS INC	COM	231021106	4,880	20,016	SH		OTR	1	0	20,016	0
CVS HEALTH CORP	COM	126650100	2,225	26,662	SH		SOLE		26,662	0	0
CVS HEALTH CORP	COM	126650100	15,039	180,240	SH		OTR	1	0	180,240	0
CYBERARK SOFTWARE LTD	NOTE 11/1	23248VAB1	174	160,000	PRN		SOLE		160,000	0	0
D R HORTON INC	COM	23331A109	633	7,009	SH		SOLE		7,009	0	0
D R HORTON INC	COM	23331A109	4,058	44,909	SH		OTR	1	0	44,909	0
DANAHER CORPORATION	COM	235851102	23,322	86,907	SH		OTR	1	0	86,907	0
DANAHER CORPORATION	COM	235851102	3,365	12,540	SH		SOLE		12,540	0	0
DARDEN RESTAURANTS INC	COM	237194105	2,615	17,913	SH		OTR	1	0	17,913	0
DARDEN RESTAURANTS INC	COM	237194105	411	2,817	SH		SOLE		2,817	0	0
DATADOG INC	NOTE 0.125% 6/1	23804LAB9	20,879	15,618,000	PRN		OTR	1	0	15,618,000	0
DATADOG INC	NOTE 0.125% 6/1	23804LAB9	1,449	1,084,000	PRN		SOLE		1,084,000	0	0
DAVITA INC	COM	23918K108	149	1,241	SH		SOLE		1,241	0	0
DAVITA INC	COM	23918K108	1,156	9,596	SH		OTR	1	0	9,596	0
DBX ETF TR	XTRACK HRVST CSI	233051879	1,148	28,320	SH		SOLE		28,320	0	0
DEERE & CO	COM	244199105	15,062	42,705	SH		OTR	1	0	42,705	0
DEERE & CO	COM	244199105	2,336	6,624	SH		SOLE		6,624	0	0
DELAWARE INVTS MINN MUN INCO	COM	24610V103	7,978	564,399	SH		SOLE		564,399	0	0
DELAWARE INVTS NATL MUN INCO	SH BEN INT	24610T108	3,621	256,199	SH		SOLE		256,199	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	3,788	87,568	SH		OTR	1	0	87,568	0
DELTA AIR LINES INC DEL	COM NEW	247361702	623	14,394	SH		SOLE		14,394	0	0
DENTSPLY SIRONA INC	COM	24906P109	283	4,472	SH		SOLE		4,472	0	0
DENTSPLY SIRONA INC	COM	24906P109	1,894	29,939	SH		OTR	1	0	29,939	0
DEVON ENERGY CORP NEW	COM	25179M103	409	13,996	SH		SOLE		13,996	0	0
DEVON ENERGY CORP NEW	COM	25179M103	2,380	81,548	SH		OTR	1	0	81,548	0
DEXCOM INC	COM	252131107	860	2,013	SH		SOLE		2,013	0	0
DEXCOM INC	COM	252131107	5,653	13,239	SH		OTR	1	0	13,239	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	4,245	4,045,000	PRN		SOLE		4,045,000	0	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	54,018	51,476,000	PRN		OTR	1	0	51,476,000	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	47	18,000	PRN		SOLE		18,000	0	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	161	62,000	PRN		OTR	4	10,000	52,000	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	9,088	3,497,000	PRN		DFND	1	3,497,000	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	301	3,205	SH		SOLE		3,205	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	2,327	24,779	SH		OTR	1	0	24,779	0
DIGITAL RLTY TR INC	COM	253868103	5,800	38,550	SH		OTR	1	0	38,550	0
DIGITAL RLTY TR INC	COM	253868103	840	5,585	SH		SOLE		5,585	0	0
DISCOVER FINL SVCS	COM	254709108	4,937	41,740	SH		OTR	1	0	41,740	0
DISCOVER FINL SVCS	COM	254709108	721	6,099	SH		SOLE		6,099	0	0
DISCOVERY INC	COM SER A	25470F104	92	2,986	SH		SOLE		2,986	0	0
DISCOVERY INC	COM SER A	25470F104	708	23,089	SH		OTR	1	0	23,089	0
DISCOVERY INC	COM SER C	25470F302	1,192	41,130	SH		OTR	1	0	41,130	0
DISCOVERY INC	COM SER C	25470F302	206	7,119	SH		SOLE		7,119	0	0
DISH NETWORK CORPORATION	CL A	25470M109	184	4,400	SH		SOLE		4,400	0	0
DISH NETWORK CORPORATION	CL A	25470M109	1,422	34,015	SH		OTR	1	0	34,015	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	146	150,000	PRN		OTR	5	0	150,000	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	56,226	57,779,000	PRN		OTR	1	0	57,779,000	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	9,503	9,765,000	PRN		SOLE		9,765,000	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	115	113,000	PRN		OTR	4	20,000	93,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	6,374	6,246,000	PRN		DFND	1	6,246,000	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	77	75,000	PRN		OTR	5	0	75,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	28,664	28,020,000	PRN		OTR	1	0	28,020,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	10,904	10,659,000	PRN		SOLE		10,659,000	0	0
DISNEY WALT CO	COM	254687106	43,721	248,739	SH		OTR	1	0	248,739	0
DISNEY WALT CO	COM	254687106	6,480	36,868	SH		SOLE		36,868	0	0
DOCUSIGN INC	NOTE 0.500% 9/1	256163AB2	234	60,000	PRN		SOLE		60,000	0	0
DOLLAR GEN CORP NEW	COM	256677105	1,121	5,182	SH		SOLE		5,182	0	0
DOLLAR GEN CORP NEW	COM	256677105	6,997	32,336	SH		OTR	1	0	32,336	0
DOLLAR TREE INC	COM	256746108	478	4,807	SH		SOLE		4,807	0	0
DOLLAR TREE INC	COM	256746108	3,160	31,754	SH		OTR	1	0	31,754	0
DOMINION ENERGY INC	COM	25746U109	1,205	16,381	SH		SOLE		16,381	0	0
DOMINION ENERGY INC	COM	25746U109	8,123	110,414	SH		OTR	1	0	110,414	0
DOMINOS PIZZA INC	COM	25754A201	2,479	5,315	SH		OTR	1	0	5,315	0
DOMINOS PIZZA INC	COM	25754A201	368	788	SH		SOLE		788	0	0
DOVER CORP	COM	260003108	429	2,848	SH		SOLE		2,848	0	0
DOVER CORP	COM	260003108	2,967	19,704	SH		OTR	1	0	19,704	0
DOW INC	COM	260557103	6,471	102,264	SH		OTR	1	0	102,264	0
DOW INC	COM	260557103	989	15,627	SH		SOLE		15,627	0	0
DTE ENERGY CO	COM	233331107	496	3,827	SH		SOLE		3,827	0	0
DTE ENERGY CO	COM	233331107	3,432	26,485	SH		OTR	1	0	26,485	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	10,396	105,306	SH		OTR	1	0	105,306	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	1,522	15,420	SH		SOLE		15,420	0	0
DUKE REALTY CORP	COM NEW	264411505	362	7,639	SH		SOLE		7,639	0	0
DUKE REALTY CORP	COM NEW	264411505	2,431	51,336	SH		OTR	1	0	51,336	0
DUPONT DE NEMOURS INC	COM	26614N102	928	11,988	SH		SOLE		11,988	0	0
DUPONT DE NEMOURS INC	COM	26614N102	5,639	72,851	SH		OTR	1	0	72,851	0
DWS MUN INCOME TR	COM	233368109	1,602	131,002	SH		OTR	1	0	131,002	0
DWS MUN INCOME TR	COM	233368109	1,162	95,010	SH		SOLE		95,010	0	0
DXC TECHNOLOGY CO	COM	23355L106	1,355	34,797	SH		OTR	1	0	34,797	0
DXC TECHNOLOGY CO	COM	23355L106	175	4,501	SH		SOLE		4,501	0	0
EASTMAN CHEM CO	COM	277432100	2,182	18,689	SH		OTR	1	0	18,689	0
EASTMAN CHEM CO	COM	277432100	352	3,017	SH		SOLE		3,017	0	0
EATON VANCE MUN BD FD	COM	27827X101	1,342	98,097	SH		SOLE		98,097	0	0
EATON VANCE MUN BD FD	COM	27827X101	2,115	154,604	SH		OTR	1	0	154,604	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	6,187	481,489	SH		SOLE		481,489	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	170	13,241	SH		OTR	1	0	13,241	0
EBAY INC.	COM	278642103	1,057	15,060	SH		SOLE		15,060	0	0
EBAY INC.	COM	278642103	6,221	88,602	SH		OTR	1	0	88,602	0
ECOLAB INC	COM	278865100	7,015	34,056	SH		OTR	1	0	34,056	0
ECOLAB INC	COM	278865100	1,031	5,005	SH		SOLE		5,005	0	0
EDISON INTL	COM	281020107	446	7,718	SH		SOLE		7,718	0	0
EDISON INTL	COM	281020107	3,003	51,945	SH		OTR	1	0	51,945	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	8,814	85,102	SH		OTR	1	0	85,102	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	1,295	12,507	SH		SOLE		12,507	0	0
ELECTRONIC ARTS INC	COM	285512109	844	5,868	SH		SOLE		5,868	0	0
ELECTRONIC ARTS INC	COM	285512109	5,635	39,179	SH		OTR	1	0	39,179	0
EMERSON ELEC CO	COM	291011104	1,195	12,419	SH		SOLE		12,419	0	0
EMERSON ELEC CO	COM	291011104	7,901	82,100	SH		OTR	1	0	82,100	0
ENPHASE ENERGY INC	COM	29355A107	3,411	18,577	SH		OTR	1	0	18,577	0
ENPHASE ENERGY INC	COM	29355A107	496	2,703	SH		SOLE		2,703	0	0
ENTERGY CORP NEW	COM	29364G103	2,739	27,470	SH		OTR	1	0	27,470	0
ENTERGY CORP NEW	COM	29364G103	414	4,153	SH		SOLE		4,153	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	3,561	2,897,000	PRN		SOLE		2,897,000	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	34,071	27,714,000	PRN		OTR	1	0	27,714,000	0
EOG RES INC	COM	26875P101	996	11,933	SH		SOLE		11,933	0	0
EOG RES INC	COM	26875P101	6,667	79,897	SH		OTR	1	0	79,897	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	175	105,000	PRN		OTR	4	19,000	86,000	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	5,189	3,106,000	PRN		SOLE		3,106,000	0	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	74,504	44,597,000	PRN		OTR	1	0	44,597,000	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	9,760	5,860,000	PRN		DFND	1	5,860,000	0	0
EQUIFAX INC	COM	294429105	611	2,553	SH		SOLE		2,553	0	0
EQUIFAX INC	COM	294429105	3,987	16,647	SH		OTR	1	0	16,647	0
EQUINIX INC	COM	29444U700	1,474	1,836	SH		SOLE		1,836	0	0
EQUINIX INC	COM	29444U700	9,843	12,264	SH		OTR	1	0	12,264	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	538	6,993	SH		SOLE		6,993	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	3,627	47,106	SH		OTR	1	0	47,106	0
ESSEX PPTY TR INC	COM	297178105	402	1,339	SH		SOLE		1,339	0	0
ESSEX PPTY TR INC	COM	297178105	2,665	8,883	SH		OTR	1	0	8,883	0
ETSY INC	COM	29786A106	3,582	17,401	SH		OTR	1	0	17,401	0
ETSY INC	COM	29786A106	546	2,651	SH		SOLE		2,651	0	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	49,458	20,599,000	PRN		OTR	1	0	20,599,000	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	4,360	1,816,000	PRN		SOLE		1,816,000	0	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	11,609	4,845,000	PRN		DFND	1	4,845,000	0	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	216	90,000	PRN		OTR	4	15,000	75,000	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	1,899	1,660,000	PRN		SOLE		1,660,000	0	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	26,975	23,585,000	PRN		OTR	1	0	23,585,000	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	21,747	15,881,000	PRN		OTR	1	0	15,881,000	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	1,743	1,273,000	PRN		SOLE		1,273,000	0	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	75	55,000	PRN		OTR	4	10,000	45,000	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	4,204	3,081,000	PRN		DFND	1	3,081,000	0	0
EVERGY INC	COM	30034W106	288	4,759	SH		SOLE		4,759	0	0
EVERGY INC	COM	30034W106	1,897	31,387	SH		OTR	1	0	31,387	0
EVERSOURCE ENERGY	COM	30040W108	552	6,882	SH		SOLE		6,882	0	0
EVERSOURCE ENERGY	COM	30040W108	3,773	47,020	SH		OTR	1	0	47,020	0
EVOLENT HEALTH INC	NOTE 1.500%10/1	30050BAD3	145	150,000	PRN		SOLE		150,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	147	119,000	PRN		OTR	4	19,000	100,000	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	8,282	6,699,000	PRN		DFND	1	6,699,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	4,223	3,402,000	PRN		SOLE		3,402,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	55,323	44,570,000	PRN		OTR	1	0	44,570,000	0
EXELON CORP	COM	30161N101	5,928	133,775	SH		OTR	1	0	133,775	0
EXELON CORP	COM	30161N101	880	19,852	SH		SOLE		19,852	0	0
EXPEDIA GROUP INC	COM NEW	30212P303	492	3,004	SH		SOLE		3,004	0	0
EXPEDIA GROUP INC	COM NEW	30212P303	3,170	19,364	SH		OTR	1	0	19,364	0
EXPEDITORS INTL WASH INC	COM	302130109	2,931	23,149	SH		OTR	1	0	23,149	0
EXPEDITORS INTL WASH INC	COM	302130109	513	4,056	SH		SOLE		4,056	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	2,999	18,307	SH		OTR	1	0	18,307	0
EXTRA SPACE STORAGE INC	COM	30225T102	470	2,868	SH		SOLE		2,868	0	0
EXXON MOBIL CORP	COM	30231G102	5,399	85,587	SH		SOLE		85,587	0	0
EXXON MOBIL CORP	COM	30231G102	36,560	579,575	SH		OTR	1	0	579,575	0
F5 NETWORKS INC	COM	315616102	253	1,356	SH		SOLE		1,356	0	0
F5 NETWORKS INC	COM	315616102	1,523	8,161	SH		OTR	1	0	8,161	0
FACEBOOK INC	CL A	30303M102	17,169	49,376	SH		SOLE		49,376	0	0
FACEBOOK INC	CL A	30303M102	114,056	328,021	SH		OTR	1	0	328,021	0
FASTENAL CO	COM	311900104	612	11,770	SH		SOLE		11,770	0	0
FASTENAL CO	COM	311900104	4,089	78,628	SH		OTR	1	0	78,628	0
FEDERAL RLTY INVT TR	SH BEN INT NEW	313747206	147	1,253	SH		SOLE		1,253	0	0
FEDERAL RLTY INVT TR	SH BEN INT NEW	313747206	1,135	9,686	SH		OTR	1	0	9,686	0
FEDEX CORP	COM	31428X106	9,970	33,420	SH		OTR	1	0	33,420	0
FEDEX CORP	COM	31428X106	1,588	5,323	SH		SOLE		5,323	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	1,737	12,261	SH		SOLE		12,261	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	12,027	84,895	SH		OTR	1	0	84,895	0
FIFTH THIRD BANCORP	COM	316773100	542	14,165	SH		SOLE		14,165	0	0
FIFTH THIRD BANCORP	COM	316773100	3,684	96,374	SH		OTR	1	0	96,374	0
FIREEYE INC	NOTE 0.875% 6/0	31816QAF8	227	200,000	PRN		SOLE		200,000	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	677	3,616	SH		SOLE		3,616	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	4,509	24,093	SH		OTR	1	0	24,093	0
FIRSTENERGY CORP	COM	337932107	414	11,130	SH		SOLE		11,130	0	0
FIRSTENERGY CORP	COM	337932107	2,771	74,460	SH		OTR	1	0	74,460	0
FISERV INC	COM	337738108	8,715	81,537	SH		OTR	1	0	81,537	0
FISERV INC	COM	337738108	1,256	11,746	SH		SOLE		11,746	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	2,920	11,402	SH		OTR	1	0	11,402	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	455	1,775	SH		SOLE		1,775	0	0
FLEXION THERAPEUTICS INC	NOTE 3.375% 5/0	33938JAB2	41	45,000	PRN		SOLE		45,000	0	0
FMC CORP	COM NEW	302491303	291	2,688	SH		SOLE		2,688	0	0
FMC CORP	COM NEW	302491303	1,913	17,679	SH		OTR	1	0	17,679	0
FORD MTR CO DEL	COM	345370860	7,976	536,760	SH		OTR	1	0	536,760	0
FORD MTR CO DEL	COM	345370860	1,287	86,623	SH		SOLE		86,623	0	0
FORTINET INC	COM	34959E109	715	3,001	SH		SOLE		3,001	0	0
FORTINET INC	COM	34959E109	4,420	18,558	SH		OTR	1	0	18,558	0
FORTIVE CORP	COM	34959J108	3,232	46,344	SH		OTR	1	0	46,344	0
FORTIVE CORP	COM	34959J108	474	6,795	SH		SOLE		6,795	0	0
FORTIVE CORP	NOTE 0.875% 2/1	34959JAK4	574	570,000	PRN		SOLE		570,000	0	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	284	2,852	SH		SOLE		2,852	0	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	1,888	18,954	SH		OTR	1	0	18,954	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	23,754	23,670,931	PRN		SOLE		23,670,931	0	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	126	125,914	PRN		OTR	5	0	125,914	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	44,290	44,134,853	PRN		OTR	1	0	44,134,853	0
FOX CORP	CL A COM	35137L105	215	5,789	SH		SOLE		5,789	0	0
FOX CORP	CL A COM	35137L105	1,662	44,758	SH		OTR	1	0	44,758	0
FOX CORP	CL B COM	35137L204	732	20,804	SH		OTR	1	0	20,804	0
FOX CORP	CL B COM	35137L204	168	4,771	SH		SOLE		4,771	0	0
FRANKLIN RESOURCES INC	COM	354613101	154	4,825	SH		SOLE		4,825	0	0
FRANKLIN RESOURCES INC	COM	354613101	1,193	37,302	SH		OTR	1	0	37,302	0
FREEPORT-MCMORAN INC	CL B	35671D857	7,445	200,631	SH		OTR	1	0	200,631	0
FREEPORT-MCMORAN INC	CL B	35671D857	1,130	30,449	SH		SOLE		30,449	0	0
FTI CONSULTING INC	NOTE 2.000% 8/1	302941AP4	122	85,000	PRN		SOLE		85,000	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	578	4,128	SH		SOLE		4,128	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	3,929	28,049	SH		OTR	1	0	28,049	0
GAP INC	COM	364760108	124	3,678	SH		SOLE		3,678	0	0
GAP INC	COM	364760108	957	28,433	SH		OTR	1	0	28,433	0
GARTNER INC	COM	366651107	2,854	11,784	SH		OTR	1	0	11,784	0
GARTNER INC	COM	366651107	418	1,724	SH		SOLE		1,724	0	0
GENERAC HLDGS INC	COM	368736104	3,578	8,618	SH		OTR	1	0	8,618	0
GENERAC HLDGS INC	COM	368736104	546	1,314	SH		SOLE		1,314	0	0
GENERAL DYNAMICS CORP	COM	369550108	5,900	31,337	SH		OTR	1	0	31,337	0
GENERAL DYNAMICS CORP	COM	369550108	876	4,653	SH		SOLE		4,653	0	0
GENERAL ELECTRIC CO	COM	369604103	2,398	178,139	SH		SOLE		178,139	0	0
GENERAL ELECTRIC CO	COM	369604103	16,176	1,201,806	SH		OTR	1	0	1,201,806	0
GENERAL MLS INC	COM	370334104	5,092	83,569	SH		OTR	1	0	83,569	0
GENERAL MLS INC	COM	370334104	762	12,510	SH		SOLE		12,510	0	0
GENERAL MTRS CO	COM	37045V100	10,341	174,766	SH		OTR	1	0	174,766	0
GENERAL MTRS CO	COM	37045V100	1,533	25,904	SH		SOLE		25,904	0	0
GENUINE PARTS CO	COM	372460105	2,501	19,779	SH		OTR	1	0	19,779	0
GENUINE PARTS CO	COM	372460105	323	2,557	SH		SOLE		2,557	0	0
GILEAD SCIENCES INC	COM	375558103	1,845	26,791	SH		SOLE		26,791	0	0
GILEAD SCIENCES INC	COM	375558103	11,823	171,698	SH		OTR	1	0	171,698	0
GLOBAL PMTS INC	COM	37940X102	1,112	5,928	SH		SOLE		5,928	0	0
GLOBAL PMTS INC	COM	37940X102	7,579	40,415	SH		OTR	1	0	40,415	0
GLOBAL X FDS	NASDAQ 100 COVER	37954Y483	458	20,422	SH		SOLE		20,422	0	0
GLOBE LIFE INC	COM	37959E102	1,237	12,988	SH		OTR	1	0	12,988	0
GLOBE LIFE INC	COM	37959E102	160	1,679	SH		SOLE		1,679	0	0
GOLAR LNG LTD	NOTE 2.750% 2/1	38046YAB7	496	498,000	PRN		SOLE		498,000	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	17,677	46,576	SH		OTR	1	0	46,576	0
GOLDMAN SACHS GROUP INC	COM	38141G104	2,590	6,824	SH		SOLE		6,824	0	0
GRAINGER W W INC	COM	384802104	2,625	5,993	SH		OTR	1	0	5,993	0
GRAINGER W W INC	COM	384802104	427	975	SH		SOLE		975	0	0
GRANITE PT MTG TR INC	NOTE 6.375%10/0	38741LAC1	681	690,000	PRN		SOLE		690,000	0	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	141	120,000	PRN		SOLE		120,000	0	0
GULFPORT ENERGY CORP	COMMON SHARES	402635502	45,081	696,763	SH		SOLE		696,763	0	0
GULFPORT ENERGY CORP	COMMON SHARES	402635502	286	4,417	SH		OTR	5	0	4,417	0
GULFPORT ENERGY CORP	COMMON SHARES	402635502	99,372	1,535,884	SH		OTR	1	0	1,535,884	0
HALLIBURTON CO	COM	406216101	2,816	121,804	SH		OTR	1	0	121,804	0
HALLIBURTON CO	COM	406216101	438	18,953	SH		SOLE		18,953	0	0
HANESBRANDS INC	COM	410345102	115	6,167	SH		SOLE		6,167	0	0
HANESBRANDS INC	COM	410345102	890	47,673	SH		OTR	1	0	47,673	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	3,028	48,864	SH		OTR	1	0	48,864	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	466	7,521	SH		SOLE		7,521	0	0
HASBRO INC	COM	418056107	252	2,665	SH		SOLE		2,665	0	0
HASBRO INC	COM	418056107	1,656	17,515	SH		OTR	1	0	17,515	0
HCA HEALTHCARE INC	COM	40412C101	7,438	35,979	SH		OTR	1	0	35,979	0
HCA HEALTHCARE INC	COM	40412C101	1,189	5,753	SH		SOLE		5,753	0	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	2,456	73,781	SH		OTR	1	0	73,781	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	378	11,343	SH		SOLE		11,343	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	175	144,000	PRN		OTR	4	24,000	120,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	3,402	2,769,000	PRN		SOLE		2,769,000	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	44,124	35,914,000	PRN		OTR	1	0	35,914,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	9,729	7,984,000	PRN		DFND	1	7,984,000	0	0
HENRY JACK & ASSOC INC	COM	426281101	248	1,516	SH		SOLE		1,516	0	0
HENRY JACK & ASSOC INC	COM	426281101	1,663	10,170	SH		OTR	1	0	10,170	0
HENRY SCHEIN INC	COM	806407102	185	2,492	SH		SOLE		2,492	0	0
HENRY SCHEIN INC	COM	806407102	1,429	19,262	SH		OTR	1	0	19,262	0
HERSHEY CO	COM	427866108	538	3,091	SH		SOLE		3,091	0	0
HERSHEY CO	COM	427866108	3,489	20,031	SH		OTR	1	0	20,031	0
HESS CORP	COM	42809H107	3,281	37,579	SH		OTR	1	0	37,579	0
HESS CORP	COM	42809H107	503	5,760	SH		SOLE		5,760	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	413	28,324	SH		SOLE		28,324	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	2,607	178,782	SH		OTR	1	0	178,782	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	4,599	38,132	SH		OTR	1	0	38,132	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	692	5,733	SH		SOLE		5,733	0	0
HOLOGIC INC	COM	436440101	2,340	35,079	SH		OTR	1	0	35,079	0
HOLOGIC INC	COM	436440101	366	5,487	SH		SOLE		5,487	0	0
HOME DEPOT INC	COM	437076102	46,418	145,561	SH		OTR	1	0	145,561	0
HOME DEPOT INC	COM	437076102	7,024	22,027	SH		SOLE		22,027	0	0
HONEYWELL INTL INC	COM	438516106	20,851	95,058	SH		OTR	1	0	95,058	0
HONEYWELL INTL INC	COM	438516106	3,081	14,048	SH		SOLE		14,048	0	0
HORMEL FOODS CORP	COM	440452100	1,843	38,589	SH		OTR	1	0	38,589	0
HORMEL FOODS CORP	COM	440452100	291	6,091	SH		SOLE		6,091	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	259	15,171	SH		SOLE		15,171	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	1,648	96,408	SH		OTR	1	0	96,408	0
HOWMET AEROSPACE INC	COM	443201108	301	8,721	SH		SOLE		8,721	0	0
HOWMET AEROSPACE INC	COM	443201108	1,845	53,513	SH		OTR	1	0	53,513	0
HP INC	COM	40434L105	4,965	164,453	SH		OTR	1	0	164,453	0
HP INC	COM	40434L105	847	28,071	SH		SOLE		28,071	0	0
HUBSPOT INC	NOTE 0.375% 6/0	443573AD2	424	200,000	PRN		SOLE		200,000	0	0
HUMANA INC	COM	444859102	7,819	17,662	SH		OTR	1	0	17,662	0
HUMANA INC	COM	444859102	1,233	2,784	SH		SOLE		2,784	0	0
HUNT J B TRANS SVCS INC	COM	445658107	1,860	11,414	SH		OTR	1	0	11,414	0
HUNT J B TRANS SVCS INC	COM	445658107	273	1,676	SH		SOLE		1,676	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	423	29,625	SH		SOLE		29,625	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	2,882	201,996	SH		OTR	1	0	201,996	0
HUNTINGTON INGALLS INDS INC	COM	446413106	149	705	SH		SOLE		705	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	1,160	5,502	SH		OTR	1	0	5,502	0
IDEX CORP	COM	45167R104	361	1,642	SH		SOLE		1,642	0	0
IDEX CORP	COM	45167R104	2,282	10,372	SH		OTR	1	0	10,372	0
IDEXX LABS INC	COM	45168D104	7,374	11,676	SH		OTR	1	0	11,676	0
IDEXX LABS INC	COM	45168D104	1,081	1,711	SH		SOLE		1,711	0	0
II-VI INC	NOTE 0.250% 9/0	902104AB4	166	105,000	PRN		SOLE		105,000	0	0
ILLINOIS TOOL WKS INC	COM	452308109	8,798	39,353	SH		OTR	1	0	39,353	0
ILLINOIS TOOL WKS INC	COM	452308109	1,339	5,989	SH		SOLE		5,989	0	0
ILLUMINA INC	COM	452327109	9,459	19,988	SH		OTR	1	0	19,988	0
ILLUMINA INC	COM	452327109	1,413	2,985	SH		SOLE		2,985	0	0
ILLUMINA INC	NOTE 8/1	452327AK5	2,761	2,185,000	PRN		SOLE		2,185,000	0	0
ILLUMINA INC	NOTE 8/1	452327AK5	35,466	28,064,000	PRN		OTR	1	0	28,064,000	0
INCYTE CORP	COM	45337C102	2,149	25,539	SH		OTR	1	0	25,539	0
INCYTE CORP	COM	45337C102	320	3,804	SH		SOLE		3,804	0	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY ESG CR	45409F785	20,039	800,000	SH		OTR	3	0	800,000	0
INDEXIQ ETF TR	HEALTHY HEARTS	45409B321	5,483	199,044	SH		OTR	3	0	199,044	0
INFINERA CORP	NOTE 2.125% 9/0	45667GAC7	159	130,000	PRN		SOLE		130,000	0	0
INFINERA CORP	NOTE 2.500% 3/0	45667GAE3	796	523,000	PRN		SOLE		523,000	0	0
INFINERA CORP	NOTE 2.500% 3/0	45667GAE3	17,573	11,540,000	PRN		OTR	1	0	11,540,000	0
INGERSOLL RAND INC	COM	45687V106	348	7,127	SH		SOLE		7,127	0	0
INGERSOLL RAND INC	COM	45687V106	2,495	51,107	SH		OTR	1	0	51,107	0
INSIGHT ENTERPRISES INC	NOTE 0.750% 2/1	45765UAB9	130	85,000	PRN		SOLE		85,000	0	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	100	95,000	PRN		SOLE		95,000	0	0
INSULET CORP	NOTE 0.375% 9/0	45784PAK7	517	379,000	PRN		SOLE		379,000	0	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	1,646	1,484,000	PRN		SOLE		1,484,000	0	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	19,407	17,501,000	PRN		OTR	1	0	17,501,000	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	160	145,000	PRN		OTR	4	24,000	121,000	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	8,940	8,099,000	PRN		DFND	1	8,099,000	0	0
INTEL CORP	COM	458140100	4,738	84,398	SH		SOLE		84,398	0	0
INTEL CORP	COM	458140100	31,035	552,806	SH		OTR	1	0	552,806	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	9,145	77,044	SH		OTR	1	0	77,044	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	1,337	11,265	SH		SOLE		11,265	0	0
INTERDIGITAL INC	NOTE 2.000% 6/0	45867GAB7	495	445,000	PRN		SOLE		445,000	0	0
INTERDIGITAL INC	NOTE 2.000% 6/0	45867GAB7	8,193	7,360,000	PRN		OTR	1	0	7,360,000	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	17,931	122,324	SH		OTR	1	0	122,324	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	2,664	18,171	SH		SOLE		18,171	0	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	703	4,707	SH		SOLE		4,707	0	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	5,091	34,078	SH		OTR	1	0	34,078	0
INTERNATIONAL PAPER CO	COM	460146103	3,288	53,629	SH		OTR	1	0	53,629	0
INTERNATIONAL PAPER CO	COM	460146103	517	8,436	SH		SOLE		8,436	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	326	10,026	SH		SOLE		10,026	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	1,750	53,853	SH		OTR	1	0	53,853	0
INTUIT	COM	461202103	2,715	5,538	SH		SOLE		5,538	0	0
INTUIT	COM	461202103	18,337	37,410	SH		OTR	1	0	37,410	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	2,204	2,397	SH		SOLE		2,397	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	14,908	16,211	SH		OTR	1	0	16,211	0
INVESCO ADVANTAGE MUN INCOME	SH BEN INT	46132E103	1,372	112,398	SH		SOLE		112,398	0	0
INVESCO MUN TR	COM	46131J103	530	38,647	SH		SOLE		38,647	0	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	917	68,544	SH		OTR	1	0	68,544	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	3,177	237,436	SH		SOLE		237,436	0	0
INVESCO QUALITY MUN INCOME T	COM	46133G107	4,570	338,536	SH		SOLE		338,536	0	0
INVESCO TR INVT GRADE MUNS	COM	46131M106	1,094	77,998	SH		SOLE		77,998	0	0
INVITAE CORP	NOTE 2.000% 9/0	46185LAB9	162	120,000	PRN		SOLE		120,000	0	0
IONIS PHARMACEUTICALS INC	NOTE 0.125%12/1	462222AB6	185	198,000	PRN		SOLE		198,000	0	0
IPG PHOTONICS CORP	COM	44980X109	1,033	4,902	SH		OTR	1	0	4,902	0
IPG PHOTONICS CORP	COM	44980X109	134	634	SH		SOLE		634	0	0
IQVIA HLDGS INC	COM	46266C105	6,358	26,238	SH		OTR	1	0	26,238	0
IQVIA HLDGS INC	COM	46266C105	1,016	4,193	SH		SOLE		4,193	0	0
IRON MTN INC NEW	COM	46284V101	1,668	39,421	SH		OTR	1	0	39,421	0
IRON MTN INC NEW	COM	46284V101	216	5,101	SH		SOLE		5,101	0	0
IRONWOOD PHARMACEUTICALS INC	DBCV 2.250% 6/1	46333XAD0	120	110,000	PRN		SOLE		110,000	0	0
IRONWOOD PHARMACEUTICALS INC	NOTE 0.750% 6/1	46333XAF5	142	120,000	PRN		SOLE		120,000	0	0
ISHARES GOLD TR	ISHARES NEW	464285204	31,333	929,500	SH		OTR	1	0	929,500	0
ISHARES TR	IBOXX HI YD ETF	464288513	278	3,153	SH		SOLE		3,153	0	0
ISHARES TR	IBOXX HI YD ETF	464288513	5,723	65,000	SH		OTR	1	0	65,000	0
ISHARES TR	IBOXX INV CP ETF	464287242	535	3,982	SH		SOLE		3,982	0	0
ISHARES TR	MSCI ACWI ETF	464288257	1,518	15,000	SH		SOLE		15,000	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	42	42,000	PRN		SOLE		42,000	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	57	57,000	PRN		OTR	4	11,000	46,000	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	3,108	3,094,000	PRN		DFND	1	3,094,000	0	0
J JILL INC	COM	46620W201	246	12,465	SH		SOLE		12,465	0	0
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	213	105,000	PRN		SOLE		105,000	0	0
JACOBS ENGR GROUP INC	COM	469814107	374	2,806	SH		SOLE		2,806	0	0
JACOBS ENGR GROUP INC	COM	469814107	2,378	17,827	SH		OTR	1	0	17,827	0
JAZZ INVESTMENTS I LTD	NOTE 1.875% 8/1	472145AB7	216	215,000	PRN		SOLE		215,000	0	0
JD.COM INC	SPON ADR CL A	47215P106	255	3,200	SH		SOLE		3,200	0	0
JOHNSON & JOHNSON	COM	478160104	8,953	54,349	SH		SOLE		54,349	0	0
JOHNSON & JOHNSON	COM	478160104	59,391	360,515	SH		OTR	1	0	360,515	0
JPMORGAN CHASE & CO	COM	46625H100	9,546	61,373	SH		SOLE		61,373	0	0
JPMORGAN CHASE & CO	COM	46625H100	64,458	414,417	SH		OTR	1	0	414,417	0
JUNIPER NETWORKS INC	COM	48203R104	1,227	44,852	SH		OTR	1	0	44,852	0
JUNIPER NETWORKS INC	COM	48203R104	159	5,802	SH		SOLE		5,802	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	570	2,010	SH		SOLE		2,010	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	3,528	12,449	SH		OTR	1	0	12,449	0
KARYOPHARM THERAPEUTICS INC	NOTE 3.000%10/1	48576UAA4	93	93,000	PRN		SOLE		93,000	0	0
KELLOGG CO	COM	487836108	2,219	34,495	SH		OTR	1	0	34,495	0
KELLOGG CO	COM	487836108	345	5,361	SH		SOLE		5,361	0	0
KEYCORP	COM	493267108	421	20,385	SH		SOLE		20,385	0	0
KEYCORP	COM	493267108	2,744	132,866	SH		OTR	1	0	132,866	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	3,894	25,220	SH		OTR	1	0	25,220	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	596	3,861	SH		SOLE		3,861	0	0
KIMBERLY-CLARK CORP	COM	494368103	933	6,977	SH		SOLE		6,977	0	0
KIMBERLY-CLARK CORP	COM	494368103	6,180	46,197	SH		OTR	1	0	46,197	0
KIMCO RLTY CORP	COM	49446R109	1,237	59,341	SH		OTR	1	0	59,341	0
KIMCO RLTY CORP	COM	49446R109	160	7,676	SH		SOLE		7,676	0	0
KINDER MORGAN INC DEL	COM	49456B101	4,861	266,621	SH		OTR	1	0	266,621	0
KINDER MORGAN INC DEL	COM	49456B101	723	39,683	SH		SOLE		39,683	0	0
KLA CORP	COM NEW	482480100	1,042	3,214	SH		SOLE		3,214	0	0
KLA CORP	COM NEW	482480100	6,803	20,984	SH		OTR	1	0	20,984	0
KRAFT HEINZ CO	COM	500754106	3,619	88,748	SH		OTR	1	0	88,748	0
KRAFT HEINZ CO	COM	500754106	550	13,478	SH		SOLE		13,478	0	0
KROGER CO	COM	501044101	3,971	103,648	SH		OTR	1	0	103,648	0
KROGER CO	COM	501044101	628	16,402	SH		SOLE		16,402	0	0
L BRANDS INC	COM	501797104	377	5,237	SH		SOLE		5,237	0	0
L BRANDS INC	COM	501797104	2,311	32,073	SH		OTR	1	0	32,073	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	6,066	28,063	SH		OTR	1	0	28,063	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	914	4,229	SH		SOLE		4,229	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	3,687	13,367	SH		OTR	1	0	13,367	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	560	2,029	SH		SOLE		2,029	0	0
LAM RESEARCH CORP	COM	512807108	5,124	7,875	SH		SOLE		7,875	0	0
LAM RESEARCH CORP	COM	512807108	48,034	73,819	SH		OTR	1	0	73,819	0
LAMB WESTON HLDGS INC	COM	513272104	1,613	20,003	SH		OTR	1	0	20,003	0
LAMB WESTON HLDGS INC	COM	513272104	257	3,188	SH		SOLE		3,188	0	0
LAS VEGAS SANDS CORP	COM	517834107	2,365	44,892	SH		OTR	1	0	44,892	0
LAS VEGAS SANDS CORP	COM	517834107	369	7,008	SH		SOLE		7,008	0	0
LAUDER ESTEE COS INC	CL A	518439104	1,481	4,656	SH		SOLE		4,656	0	0
LAUDER ESTEE COS INC	CL A	518439104	10,098	31,747	SH		OTR	1	0	31,747	0
LEGGETT & PLATT INC	COM	524660107	122	2,351	SH		SOLE		2,351	0	0
LEGGETT & PLATT INC	COM	524660107	942	18,176	SH		OTR	1	0	18,176	0
LEIDOS HOLDINGS INC	COM	525327102	1,843	18,230	SH		OTR	1	0	18,230	0
LEIDOS HOLDINGS INC	COM	525327102	289	2,858	SH		SOLE		2,858	0	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	1,105	932,000	PRN		SOLE		932,000	0	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	13,450	11,344,000	PRN		OTR	1	0	11,344,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	2,282	1,933,000	PRN		DFND	1	1,933,000	0	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	41	35,000	PRN		OTR	4	6,000	29,000	0
LENNAR CORP	CL A	526057104	584	5,883	SH		SOLE		5,883	0	0
LENNAR CORP	CL A	526057104	3,751	37,752	SH		OTR	1	0	37,752	0
LEXICON PHARMACEUTICALS INC	NOTE 5.250%12/0	528872AB0	30	30,000	PRN		SOLE		30,000	0	0
LIBERTY MEDIA CORP DEL	DEB 2.250% 9/3	531229AE2	53	115,000	PRN		SOLE		115,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	21,965	16,105,000	PRN		OTR	1	0	16,105,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	1,369	1,004,000	PRN		SOLE		1,004,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	112	84,000	PRN		OTR	4	14,000	70,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	1,854	1,390,000	PRN		SOLE		1,390,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	22,483	16,857,000	PRN		OTR	1	0	16,857,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	6,385	4,805,000	PRN		DFND	1	4,805,000	0	0
LILLY ELI & CO	COM	532457108	25,011	108,971	SH		OTR	1	0	108,971	0
LILLY ELI & CO	COM	532457108	3,763	16,394	SH		SOLE		16,394	0	0
LINCOLN NATL CORP IND	COM	534187109	1,539	24,498	SH		OTR	1	0	24,498	0
LINCOLN NATL CORP IND	COM	534187109	249	3,969	SH		SOLE		3,969	0	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	1,732	19,779	SH		OTR	1	0	19,779	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	277	3,157	SH		SOLE		3,157	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	23,173	16,537,000	PRN		OTR	1	0	16,537,000	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	1,927	1,375,000	PRN		SOLE		1,375,000	0	0
LKQ CORP	COM	501889208	1,877	38,139	SH		OTR	1	0	38,139	0
LKQ CORP	COM	501889208	243	4,934	SH		SOLE		4,934	0	0
LOCKHEED MARTIN CORP	COM	539830109	1,884	4,980	SH		SOLE		4,980	0	0
LOCKHEED MARTIN CORP	COM	539830109	12,668	33,483	SH		OTR	1	0	33,483	0
LOEWS CORP	COM	540424108	1,674	30,625	SH		OTR	1	0	30,625	0
LOEWS CORP	COM	540424108	255	4,661	SH		SOLE		4,661	0	0
LOWES COS INC	COM	548661107	18,771	96,774	SH		OTR	1	0	96,774	0
LOWES COS INC	COM	548661107	2,932	15,116	SH		SOLE		15,116	0	0
LUMEN TECHNOLOGIES INC	COM	550241103	284	20,913	SH		SOLE		20,913	0	0
LUMEN TECHNOLOGIES INC	COM	550241103	1,851	136,185	SH		OTR	1	0	136,185	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	11,544	7,924,000	PRN		DFND	1	7,924,000	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	73,662	50,475,000	PRN		OTR	1	0	50,475,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	4,695	3,217,000	PRN		SOLE		3,217,000	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	208	143,000	PRN		OTR	4	24,000	119,000	0
LYFT INC	NOTE 1.500% 5/1	55087PAB0	224	131,000	PRN		SOLE		131,000	0	0
M & T BK CORP	COM	55261F104	389	2,678	SH		SOLE		2,678	0	0
M & T BK CORP	COM	55261F104	2,559	17,613	SH		OTR	1	0	17,613	0
MARATHON OIL CORP	COM	565849106	1,469	107,890	SH		OTR	1	0	107,890	0
MARATHON OIL CORP	COM	565849106	190	13,955	SH		SOLE		13,955	0	0
MARATHON PETE CORP	COM	56585A102	4,107	67,975	SH		OTR	1	0	67,975	0
MARATHON PETE CORP	COM	56585A102	644	10,661	SH		SOLE		10,661	0	0
MARKETAXESS HLDGS INC	COM	57060D108	357	771	SH		SOLE		771	0	0
MARKETAXESS HLDGS INC	COM	57060D108	2,408	5,194	SH		OTR	1	0	5,194	0
MARRIOTT INTL INC NEW	CL A	571903202	755	5,528	SH		SOLE		5,528	0	0
MARRIOTT INTL INC NEW	CL A	571903202	4,991	36,556	SH		OTR	1	0	36,556	0
MARRIOTT VACATIONS WORLDWIDE	NOTE 1.500% 9/1	57164YAB3	3,812	3,198,000	PRN		DFND	1	3,198,000	0	0
MARRIOTT VACATIONS WORLDWIDE	NOTE 1.500% 9/1	57164YAB3	72	60,000	PRN		OTR	4	11,000	49,000	0
MARSH & MCLENNAN COS INC	COM	571748102	9,794	69,619	SH		OTR	1	0	69,619	0
MARSH & MCLENNAN COS INC	COM	571748102	1,436	10,205	SH		SOLE		10,205	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	3,004	8,538	SH		OTR	1	0	8,538	0
MARTIN MARIETTA MATLS INC	COM	573284106	459	1,305	SH		SOLE		1,305	0	0
MASCO CORP	COM	574599106	2,047	34,744	SH		OTR	1	0	34,744	0
MASCO CORP	COM	574599106	330	5,594	SH		SOLE		5,594	0	0
MASTERCARD INCORPORATED	CL A	57636Q104	43,723	119,759	SH		OTR	1	0	119,759	0
MASTERCARD INCORPORATED	CL A	57636Q104	6,477	17,742	SH		SOLE		17,742	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	3,871	36,739	SH		OTR	1	0	36,739	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	585	5,552	SH		SOLE		5,552	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	3,011	34,089	SH		OTR	1	0	34,089	0
MCCORMICK & CO INC	COM NON VTG	579780206	460	5,209	SH		SOLE		5,209	0	0
MCDONALDS CORP	COM	580135101	3,491	15,112	SH		SOLE		15,112	0	0
MCDONALDS CORP	COM	580135101	23,596	102,152	SH		OTR	1	0	102,152	0
MCKESSON CORP	COM	58155Q103	4,141	21,656	SH		OTR	1	0	21,656	0
MCKESSON CORP	COM	58155Q103	631	3,300	SH		SOLE		3,300	0	0
MERCADOLIBRE INC	COM	58733R102	312	200	SH		SOLE		200	0	0
MERCK & CO INC	COM	58933Y105	26,958	346,641	SH		OTR	1	0	346,641	0
MERCK & CO INC	COM	58933Y105	4,101	52,733	SH		SOLE		52,733	0	0
METLIFE INC	COM	59156R108	6,097	101,869	SH		OTR	1	0	101,869	0
METLIFE INC	COM	59156R108	926	15,475	SH		SOLE		15,475	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	709	512	SH		SOLE		512	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	4,412	3,185	SH		OTR	1	0	3,185	0
MFS MUN INCOME TR	SH BEN INT	552738106	2,379	333,155	SH		SOLE		333,155	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	2,377	55,738	SH		OTR	1	0	55,738	0
MGM RESORTS INTERNATIONAL	COM	552953101	384	9,009	SH		SOLE		9,009	0	0
MICROCHIP TECHNOLOGY INC.	COM	595017104	830	5,544	SH		SOLE		5,544	0	0
MICROCHIP TECHNOLOGY INC.	COM	595017104	5,607	37,446	SH		OTR	1	0	37,446	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AF1	36,457	16,344,000	PRN		OTR	1	0	16,344,000	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AF1	3,589	1,609,000	PRN		SOLE		1,609,000	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	19,870	6,027,000	PRN		DFND	1	6,027,000	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	49,136	14,881,000	PRN		OTR	1	0	14,881,000	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	2,916	883,000	PRN		SOLE		883,000	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	353	107,000	PRN		OTR	4	19,000	88,000	0
MICRON TECHNOLOGY INC	COM	595112103	1,951	22,956	SH		SOLE		22,956	0	0
MICRON TECHNOLOGY INC	COM	595112103	13,046	153,522	SH		OTR	1	0	153,522	0
MICROSOFT CORP	COM	594918104	41,386	152,773	SH		SOLE		152,773	0	0
MICROSOFT CORP	COM	594918104	279,319	1,031,079	SH		OTR	1	0	1,031,079	0
MID-AMER APT CMNTYS INC	COM	59522J103	2,640	15,673	SH		OTR	1	0	15,673	0
MID-AMER APT CMNTYS INC	COM	59522J103	426	2,528	SH		SOLE		2,528	0	0
MOHAWK INDS INC	COM	608190104	1,541	8,017	SH		OTR	1	0	8,017	0
MOHAWK INDS INC	COM	608190104	257	1,337	SH		SOLE		1,337	0	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	252	4,686	SH		SOLE		4,686	0	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	1,381	25,728	SH		OTR	1	0	25,728	0
MONDELEZ INTL INC	CL A	609207105	1,722	27,572	SH		SOLE		27,572	0	0
MONDELEZ INTL INC	CL A	609207105	12,008	192,306	SH		OTR	1	0	192,306	0
MONGODB INC	NOTE 0.250% 1/1	60937PAD8	23,392	12,928,000	PRN		OTR	1	0	12,928,000	0
MONGODB INC	NOTE 0.250% 1/1	60937PAD8	1,967	1,087,000	PRN		SOLE		1,087,000	0	0
MONGODB INC	NOTE 0.750% 6/1	60937PAB2	186	35,000	PRN		SOLE		35,000	0	0
MONOLITHIC PWR SYS INC	COM	609839105	359	962	SH		SOLE		962	0	0
MONOLITHIC PWR SYS INC	COM	609839105	2,199	5,888	SH		OTR	1	0	5,888	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	708	7,752	SH		SOLE		7,752	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	4,627	50,652	SH		OTR	1	0	50,652	0
MOODYS CORP	COM	615369105	1,214	3,351	SH		SOLE		3,351	0	0
MOODYS CORP	COM	615369105	7,987	22,040	SH		OTR	1	0	22,040	0
MORGAN STANLEY	COM NEW	617446448	2,719	29,655	SH		SOLE		29,655	0	0
MORGAN STANLEY	COM NEW	617446448	18,684	203,773	SH		OTR	1	0	203,773	0
MOSAIC CO NEW	COM	61945C103	246	7,720	SH		SOLE		7,720	0	0
MOSAIC CO NEW	COM	61945C103	1,510	47,314	SH		OTR	1	0	47,314	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	5,037	23,227	SH		OTR	1	0	23,227	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	749	3,454	SH		SOLE		3,454	0	0
MSCI INC	COM	55354G100	6,017	11,287	SH		OTR	1	0	11,287	0
MSCI INC	COM	55354G100	885	1,660	SH		SOLE		1,660	0	0
NANOSTRING TECHNOLOGIES INC	NOTE 2.625% 3/0	63009RAD1	158	100,000	PRN		SOLE		100,000	0	0
NASDAQ INC	COM	631103108	410	2,334	SH		SOLE		2,334	0	0
NASDAQ INC	COM	631103108	2,764	15,725	SH		OTR	1	0	15,725	0
NATERA INC	NOTE 2.250% 5/0	632307AB0	142	47,000	PRN		SOLE		47,000	0	0
NCL CORP LTD	NOTE 6.000% 5/1	62886HAT8	509	219,000	PRN		SOLE		219,000	0	0
NCL CORP LTD	NOTE 6.000% 5/1	62886HAT8	10,711	4,605,000	PRN		OTR	1	0	4,605,000	0
NETAPP INC	COM	64110D104	396	4,836	SH		SOLE		4,836	0	0
NETAPP INC	COM	64110D104	2,489	30,425	SH		OTR	1	0	30,425	0
NETFLIX INC	COM	64110L106	32,063	60,702	SH		OTR	1	0	60,702	0
NETFLIX INC	COM	64110L106	4,754	9,001	SH		SOLE		9,001	0	0
NEUBERGER BERMAN N Y MUN FD	COM	64124K102	343	25,745	SH		SOLE		25,745	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	115	86,000	PRN		OTR	4	14,000	72,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	28,704	21,311,000	PRN		OTR	1	0	21,311,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	2,329	1,729,000	PRN		SOLE		1,729,000	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	6,257	4,680,000	PRN		DFND	1	4,680,000	0	0
NEW RELIC INC	NOTE 0.500% 5/0	64829BAB6	119	120,000	PRN		SOLE		120,000	0	0
NEWELL BRANDS INC	COM	651229106	1,419	51,650	SH		OTR	1	0	51,650	0
NEWELL BRANDS INC	COM	651229106	184	6,681	SH		SOLE		6,681	0	0
NEWMONT CORP	COM	651639106	1,045	16,486	SH		SOLE		16,486	0	0
NEWMONT CORP	COM	651639106	6,951	109,679	SH		OTR	1	0	109,679	0
NEWPARK RES INC	NOTE 4.000%12/0	651718AE8	597	600,000	PRN		SOLE		600,000	0	0
NEWS CORP NEW	CL A	65249B109	276	10,692	SH		SOLE		10,692	0	0
NEWS CORP NEW	CL A	65249B109	1,378	53,455	SH		OTR	1	0	53,455	0
NEWS CORP NEW	CL B	65249B208	405	16,643	SH		OTR	1	0	16,643	0
NEWS CORP NEW	CL B	65249B208	52	2,153	SH		SOLE		2,153	0	0
NEXTERA ENERGY INC	COM	65339F101	2,853	38,930	SH		SOLE		38,930	0	0
NEXTERA ENERGY INC	COM	65339F101	19,677	268,524	SH		OTR	1	0	268,524	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	12,035	245,823	SH		DFND	1	245,823	0	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	201	4,098	SH		OTR	4	428	3,670	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	1,042	21,300	SH		SOLE		21,300	0	0
NICE LTD	SPONSORED ADR	653656108	10,334	41,762	SH		OTR	1	0	41,762	0
NICE LTD	SPONSORED ADR	653656108	8,923	36,058	SH		SOLE		36,058	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	915	308,000	PRN		SOLE		308,000	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	14,333	4,835,000	PRN		DFND	1	4,835,000	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	264	89,000	PRN		OTR	4	14,000	75,000	0
NIKE INC	CL B	654106103	26,965	174,543	SH		OTR	1	0	174,543	0
NIKE INC	CL B	654106103	3,997	25,875	SH		SOLE		25,875	0	0
NISOURCE INC	COM	65473P105	170	6,929	SH		SOLE		6,929	0	0
NISOURCE INC	COM	65473P105	1,312	53,559	SH		OTR	1	0	53,559	0
NORFOLK SOUTHN CORP	COM	655844108	9,092	34,258	SH		OTR	1	0	34,258	0
NORFOLK SOUTHN CORP	COM	655844108	1,348	5,080	SH		SOLE		5,080	0	0
NORTHERN TR CORP	COM	665859104	3,292	28,472	SH		OTR	1	0	28,472	0
NORTHERN TR CORP	COM	665859104	495	4,283	SH		SOLE		4,283	0	0
NORTHROP GRUMMAN CORP	COM	666807102	1,109	3,051	SH		SOLE		3,051	0	0
NORTHROP GRUMMAN CORP	COM	666807102	7,448	20,494	SH		OTR	1	0	20,494	0
NORTONLIFELOCK INC	COM	668771108	332	12,188	SH		SOLE		12,188	0	0
NORTONLIFELOCK INC	COM	668771108	2,165	79,533	SH		OTR	1	0	79,533	0
NOV INC	COM	62955J103	819	53,480	SH		OTR	1	0	53,480	0
NOV INC	COM	62955J103	106	6,917	SH		SOLE		6,917	0	0
NRG ENERGY INC	COM NEW	629377508	174	4,327	SH		SOLE		4,327	0	0
NRG ENERGY INC	COM NEW	629377508	1,348	33,452	SH		OTR	1	0	33,452	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	5,780	4,974,000	PRN		DFND	1	4,974,000	0	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	105	90,000	PRN		OTR	4	15,000	75,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	3,326	2,850,000	PRN		SOLE		2,850,000	0	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	53,842	46,137,000	PRN		OTR	1	0	46,137,000	0
NUCOR CORP	COM	670346105	3,930	40,967	SH		OTR	1	0	40,967	0
NUCOR CORP	COM	670346105	614	6,398	SH		SOLE		6,398	0	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	20,846	21,043,000	PRN		OTR	1	0	21,043,000	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	1,526	1,540,000	PRN		SOLE		1,540,000	0	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	149	151,000	PRN		OTR	4	24,000	127,000	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	8,416	8,539,000	PRN		DFND	1	8,539,000	0	0
NUVEEN AMT FREE QLTY MUN INC	COM	670657105	32,945	2,098,405	SH		SOLE		2,098,405	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	1,419	100,000	SH		OTR	1	0	100,000	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	7,784	548,590	SH		SOLE		548,590	0	0
NUVEEN PENNSYLVANIA QLT MUN	COM	670972108	7,808	517,097	SH		SOLE		517,097	0	0
NUVEEN QUALITY MUNCP INCOME	COM	67066V101	3,016	188,362	SH		SOLE		188,362	0	0
NVIDIA CORPORATION	COM	67066G104	10,026	12,531	SH		SOLE		12,531	0	0
NVIDIA CORPORATION	COM	67066G104	68,240	85,289	SH		OTR	1	0	85,289	0
NVR INC	COM	62944T105	348	70	SH		SOLE		70	0	0
NVR INC	COM	62944T105	2,328	468	SH		OTR	1	0	468	0
OCCIDENTAL PETE CORP	COM	674599105	3,596	115,007	SH		OTR	1	0	115,007	0
OCCIDENTAL PETE CORP	COM	674599105	539	17,221	SH		SOLE		17,221	0	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	701	745,000	PRN		SOLE		745,000	0	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	1,991	2,117,000	PRN		OTR	1	0	2,117,000	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	18,497	12,805,000	PRN		OTR	1	0	12,805,000	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	2,388	1,653,000	PRN		SOLE		1,653,000	0	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	504	1,984	SH		SOLE		1,984	0	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	3,304	13,019	SH		OTR	1	0	13,019	0
OMNICOM GROUP INC	COM	681919106	360	4,501	SH		SOLE		4,501	0	0
OMNICOM GROUP INC	COM	681919106	2,351	29,388	SH		OTR	1	0	29,388	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	21,511	11,288,000	PRN		OTR	1	0	11,288,000	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	1,746	916,000	PRN		SOLE		916,000	0	0
ONEOK INC NEW	COM	682680103	3,394	60,994	SH		OTR	1	0	60,994	0
ONEOK INC NEW	COM	682680103	506	9,088	SH		SOLE		9,088	0	0
ORACLE CORP	COM	68389X105	2,947	37,866	SH		SOLE		37,866	0	0
ORACLE CORP	COM	68389X105	19,359	248,698	SH		OTR	1	0	248,698	0
OREILLY AUTOMOTIVE INC	COM	67103H107	5,408	9,551	SH		OTR	1	0	9,551	0
OREILLY AUTOMOTIVE INC	COM	67103H107	813	1,435	SH		SOLE		1,435	0	0
ORGANON & CO	COMMON STOCK	68622V106	1,046	34,583	SH		OTR	1	0	34,583	0
ORGANON & CO	COMMON STOCK	68622V106	159	5,262	SH		SOLE		5,262	0	0
OSI SYSTEMS INC	NOTE 1.250% 9/0	671044AD7	93	87,000	PRN		SOLE		87,000	0	0
OTIS WORLDWIDE CORP	COM	68902V107	4,516	55,225	SH		OTR	1	0	55,225	0
OTIS WORLDWIDE CORP	COM	68902V107	670	8,193	SH		SOLE		8,193	0	0
PACCAR INC	COM	693718108	4,242	47,526	SH		OTR	1	0	47,526	0
PACCAR INC	COM	693718108	638	7,147	SH		SOLE		7,147	0	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	234	214,000	PRN		SOLE		214,000	0	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	3,549	3,250,000	PRN		DFND	1	3,250,000	0	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	3,008	2,749,000	PRN		OTR	1	0	2,749,000	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	64	59,000	PRN		OTR	4	10,000	49,000	0
PACKAGING CORP AMER	COM	695156109	268	1,982	SH		SOLE		1,982	0	0
PACKAGING CORP AMER	COM	695156109	1,761	13,005	SH		OTR	1	0	13,005	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	24,328	17,823,000	PRN		OTR	1	0	17,823,000	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	1,955	1,432,000	PRN		SOLE		1,432,000	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	3,310	2,267,000	PRN		SOLE		2,267,000	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	39,144	26,811,000	PRN		OTR	1	0	26,811,000	0
PARKER-HANNIFIN CORP	COM	701094104	794	2,584	SH		SOLE		2,584	0	0
PARKER-HANNIFIN CORP	COM	701094104	5,426	17,668	SH		OTR	1	0	17,668	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	6,912	6,407,000	PRN		DFND	1	6,407,000	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	3,019	2,773,000	PRN		SOLE		2,773,000	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	37,145	34,117,000	PRN		OTR	1	0	34,117,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	123	114,000	PRN		OTR	4	20,000	94,000	0
PAYCHEX INC	COM	704326107	705	6,575	SH		SOLE		6,575	0	0
PAYCHEX INC	COM	704326107	4,707	43,869	SH		OTR	1	0	43,869	0
PAYCOM SOFTWARE INC	COM	70432V102	352	968	SH		SOLE		968	0	0
PAYCOM SOFTWARE INC	COM	70432V102	2,439	6,711	SH		OTR	1	0	6,711	0
PAYPAL HLDGS INC	COM	70450Y103	7,039	24,150	SH		SOLE		24,150	0	0
PAYPAL HLDGS INC	COM	70450Y103	46,876	160,821	SH		OTR	1	0	160,821	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	167	147,000	PRN		OTR	4	24,000	123,000	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	9,320	8,219,000	PRN		DFND	1	8,219,000	0	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	6,678	5,863,000	PRN		OTR	1	0	5,863,000	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	675	593,000	PRN		SOLE		593,000	0	0
PENN NATL GAMING INC	COM	707569109	1,554	20,318	SH		OTR	1	0	20,318	0
PENN NATL GAMING INC	COM	707569109	201	2,628	SH		SOLE		2,628	0	0
PENN NATL GAMING INC	NOTE 2.750% 5/1	707569AU3	264	79,000	PRN		SOLE		79,000	0	0
PENNYMAC CORP	NOTE 5.500%11/0	70932AAD5	103	100,000	PRN		SOLE		100,000	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	130	7,572	SH		SOLE		7,572	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	1,003	58,543	SH		OTR	1	0	58,543	0
PEPSICO INC	COM	713448108	28,026	189,146	SH		OTR	1	0	189,146	0
PEPSICO INC	COM	713448108	4,170	28,146	SH		SOLE		28,146	0	0
PERKINELMER INC	COM	714046109	337	2,181	SH		SOLE		2,181	0	0
PERKINELMER INC	COM	714046109	2,365	15,317	SH		OTR	1	0	15,317	0
PFIZER INC	COM	717081103	4,484	114,515	SH		SOLE		114,515	0	0
PFIZER INC	COM	717081103	30,009	766,329	SH		OTR	1	0	766,329	0
PG&E CORP	UNIT 99/99/9999	69331C140	31,941	315,000	SH		OTR	1	0	315,000	0
PG&E CORP	UNIT 99/99/9999	69331C140	7,835	77,294	SH		DFND	1	77,294	0	0
PG&E CORP	UNIT 99/99/9999	69331C140	2,685	26,482	SH		SOLE		26,482	0	0
PG&E CORP	UNIT 99/99/9999	69331C140	131	1,291	SH		OTR	4	135	1,156	0
PGIM GLOBAL HIGH YIELD FD FO	COM	69346J106	2,641	165,657	SH		SOLE		165,657	0	0
PGIM HIGH YIELD BOND FUND IN	COM	69346H100	2,441	150,000	SH		SOLE		150,000	0	0
PHILIP MORRIS INTL INC	COM	718172109	21,147	213,366	SH		OTR	1	0	213,366	0
PHILIP MORRIS INTL INC	COM	718172109	1,694	17,092	SH		SOLE		17,092	0	0
PHILLIPS 66	COM	718546104	777	9,053	SH		SOLE		9,053	0	0
PHILLIPS 66	COM	718546104	5,144	59,944	SH		OTR	1	0	59,944	0
PINNACLE WEST CAP CORP	COM	723484101	260	3,173	SH		SOLE		3,173	0	0
PINNACLE WEST CAP CORP	COM	723484101	1,263	15,402	SH		OTR	1	0	15,402	0
PIONEER MUNICIPAL HIGH INCOM	COM	723762100	3,904	316,387	SH		OTR	1	0	316,387	0
PIONEER MUNICIPAL HIGH INCOM	COM	723762100	11,216	908,911	SH		SOLE		908,911	0	0
PIONEER MUNICIPAL HIGH INCOM	COM SHS	723763108	4,318	332,691	SH		OTR	1	0	332,691	0
PIONEER MUNICIPAL HIGH INCOM	COM SHS	723763108	6,162	474,736	SH		SOLE		474,736	0	0
PIONEER NAT RES CO	COM	723787107	748	4,604	SH		SOLE		4,604	0	0
PIONEER NAT RES CO	COM	723787107	5,156	31,728	SH		OTR	1	0	31,728	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	168	105,000	PRN		OTR	4	19,000	86,000	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	83,130	51,940,000	PRN		OTR	1	0	51,940,000	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	9,361	5,867,000	PRN		DFND	1	5,867,000	0	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	6,732	4,206,000	PRN		SOLE		4,206,000	0	0
PNC FINL SVCS GROUP INC	COM	693475105	1,645	8,623	SH		SOLE		8,623	0	0
PNC FINL SVCS GROUP INC	COM	693475105	11,095	58,163	SH		OTR	1	0	58,163	0
POOL CORP	COM	73278L105	2,523	5,501	SH		OTR	1	0	5,501	0
POOL CORP	COM	73278L105	372	810	SH		SOLE		810	0	0
PPG INDS INC	COM	693506107	832	4,898	SH		SOLE		4,898	0	0
PPG INDS INC	COM	693506107	5,510	32,458	SH		OTR	1	0	32,458	0
PPL CORP	COM	69351T106	448	16,023	SH		SOLE		16,023	0	0
PPL CORP	COM	69351T106	2,946	105,336	SH		OTR	1	0	105,336	0
PRICE T ROWE GROUP INC	COM	74144T108	6,148	31,057	SH		OTR	1	0	31,057	0
PRICE T ROWE GROUP INC	COM	74144T108	914	4,617	SH		SOLE		4,617	0	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	35,742	32,836,000	PRN		OTR	1	0	32,836,000	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	2,813	2,584,000	PRN		SOLE		2,584,000	0	0
PRINCIPAL FINANCIAL GROUP IN	COM	74251V102	2,190	34,652	SH		OTR	1	0	34,652	0
PRINCIPAL FINANCIAL GROUP IN	COM	74251V102	444	7,029	SH		SOLE		7,029	0	0
PROCTER AND GAMBLE CO	COM	742718109	6,835	50,657	SH		SOLE		50,657	0	0
PROCTER AND GAMBLE CO	COM	742718109	45,224	335,166	SH		OTR	1	0	335,166	0
PROGRESSIVE CORP	COM	743315103	7,863	80,059	SH		OTR	1	0	80,059	0
PROGRESSIVE CORP	COM	743315103	1,169	11,907	SH		SOLE		11,907	0	0
PROLOGIS INC.	COM	74340W103	1,841	15,399	SH		SOLE		15,399	0	0
PROLOGIS INC.	COM	74340W103	12,106	101,276	SH		OTR	1	0	101,276	0
PROOFPOINT INC	NOTE 0.250% 8/1	743424AF0	220	175,000	PRN		SOLE		175,000	0	0
PRUDENTIAL FINL INC	COM	744320102	5,527	53,939	SH		OTR	1	0	53,939	0
PRUDENTIAL FINL INC	COM	744320102	828	8,076	SH		SOLE		8,076	0	0
PTC INC	COM	69370C100	319	2,258	SH		SOLE		2,258	0	0
PTC INC	COM	69370C100	2,034	14,401	SH		OTR	1	0	14,401	0
PUBLIC STORAGE	COM	74460D109	946	3,145	SH		SOLE		3,145	0	0
PUBLIC STORAGE	COM	74460D109	6,266	20,840	SH		OTR	1	0	20,840	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	4,131	69,148	SH		OTR	1	0	69,148	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	606	10,143	SH		SOLE		10,143	0	0
PULTE GROUP INC	COM	745867101	321	5,882	SH		SOLE		5,882	0	0
PULTE GROUP INC	COM	745867101	1,976	36,207	SH		OTR	1	0	36,207	0
PUTNAM MUN OPPORTUNITIES TR	SH BEN INT	746922103	1,895	134,024	SH		SOLE		134,024	0	0
PVH CORPORATION	COM	693656100	1,046	9,718	SH		OTR	1	0	9,718	0
PVH CORPORATION	COM	693656100	135	1,257	SH		SOLE		1,257	0	0
Q2 HLDGS INC	NOTE 0.750% 2/1	74736LAB5	129	70,000	PRN		SOLE		70,000	0	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	9,440	7,195,000	PRN		OTR	1	0	7,195,000	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	1,000	762,000	PRN		SOLE		762,000	0	0
QORVO INC	COM	74736K101	3,016	15,413	SH		OTR	1	0	15,413	0
QORVO INC	COM	74736K101	449	2,294	SH		SOLE		2,294	0	0
QUALCOMM INC	COM	747525103	22,072	154,424	SH		OTR	1	0	154,424	0
QUALCOMM INC	COM	747525103	3,326	23,273	SH		SOLE		23,273	0	0
QUANTA SVCS INC	COM	74762E102	1,728	19,076	SH		OTR	1	0	19,076	0
QUANTA SVCS INC	COM	74762E102	223	2,467	SH		SOLE		2,467	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	2,360	17,885	SH		OTR	1	0	17,885	0
QUEST DIAGNOSTICS INC	COM	74834L100	371	2,813	SH		SOLE		2,813	0	0
RALPH LAUREN CORP	CL A	751212101	101	854	SH		SOLE		854	0	0
RALPH LAUREN CORP	CL A	751212101	777	6,592	SH		OTR	1	0	6,592	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	21,865	16,548,000	PRN		OTR	1	0	16,548,000	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	856	648,000	PRN		SOLE		648,000	0	0
RAPID7 INC	NOTE 1.250% 8/0	753422AB0	125	55,000	PRN		SOLE		55,000	0	0
RAYMOND JAMES FINL INC	COM	754730109	2,176	16,750	SH		OTR	1	0	16,750	0
RAYMOND JAMES FINL INC	COM	754730109	415	3,192	SH		SOLE		3,192	0	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	17,695	207,418	SH		OTR	1	0	207,418	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	2,633	30,861	SH		SOLE		30,861	0	0
REALTY INCOME CORP	COM	756109104	508	7,614	SH		SOLE		7,614	0	0
REALTY INCOME CORP	COM	756109104	3,413	51,142	SH		OTR	1	0	51,142	0
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	80	80,000	PRN		SOLE		80,000	0	0
REGENCY CTRS CORP	COM	758849103	1,383	21,586	SH		OTR	1	0	21,586	0
REGENCY CTRS CORP	COM	758849103	279	4,349	SH		SOLE		4,349	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	8,005	14,332	SH		OTR	1	0	14,332	0
REGENERON PHARMACEUTICALS	COM	75886F107	1,203	2,153	SH		SOLE		2,153	0	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	2,656	131,600	SH		OTR	1	0	131,600	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	418	20,721	SH		SOLE		20,721	0	0
REPUBLIC SVCS INC	COM	760759100	3,171	28,826	SH		OTR	1	0	28,826	0
REPUBLIC SVCS INC	COM	760759100	443	4,028	SH		SOLE		4,028	0	0
RESMED INC	COM	761152107	734	2,976	SH		SOLE		2,976	0	0
RESMED INC	COM	761152107	4,911	19,922	SH		OTR	1	0	19,922	0
RH	NOTE 9/1	74967XAD5	385	120,000	PRN		SOLE		120,000	0	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	152	138,000	PRN		OTR	4	24,000	114,000	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	55,256	49,808,000	PRN		OTR	1	0	49,808,000	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	4,438	4,000,000	PRN		SOLE		4,000,000	0	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	8,342	7,554,000	PRN		DFND	1	7,554,000	0	0
ROBERT HALF INTL INC	COM	770323103	1,376	15,461	SH		OTR	1	0	15,461	0
ROBERT HALF INTL INC	COM	770323103	177	1,995	SH		SOLE		1,995	0	0
ROCKWELL AUTOMATION INC	COM	773903109	4,541	15,875	SH		OTR	1	0	15,875	0
ROCKWELL AUTOMATION INC	COM	773903109	702	2,455	SH		SOLE		2,455	0	0
ROLLINS INC	COM	775711104	134	3,916	SH		SOLE		3,916	0	0
ROLLINS INC	COM	775711104	1,035	30,269	SH		OTR	1	0	30,269	0
ROPER TECHNOLOGIES INC	COM	776696106	6,774	14,407	SH		OTR	1	0	14,407	0
ROPER TECHNOLOGIES INC	COM	776696106	1,018	2,164	SH		SOLE		2,164	0	0
ROSS STORES INC	COM	778296103	919	7,414	SH		SOLE		7,414	0	0
ROSS STORES INC	COM	778296103	6,054	48,820	SH		OTR	1	0	48,820	0
S&P GLOBAL INC	COM	78409V104	1,956	4,766	SH		SOLE		4,766	0	0
S&P GLOBAL INC	COM	78409V104	13,536	32,979	SH		OTR	1	0	32,979	0
SABA CAPITAL INCOME & OPRNT	SHARES	78518H103	265	56,194	SH		SOLE		56,194	0	0
SABRE GLBL INC	NOTE 4.000% 4/1	78573NAE2	392	215,000	PRN		SOLE		215,000	0	0
SABRE GLBL INC	NOTE 4.000% 4/1	78573NAE2	5,512	3,020,000	PRN		OTR	1	0	3,020,000	0
SAILPOINT TECHNOLOGIES HLDGS	NOTE 0.125% 9/1	78781PAB1	328	175,000	PRN		SOLE		175,000	0	0
SALESFORCE COM INC	COM	79466L302	30,966	126,770	SH		OTR	1	0	126,770	0
SALESFORCE COM INC	COM	79466L302	4,567	18,696	SH		SOLE		18,696	0	0
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	178	135,000	PRN		SOLE		135,000	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	4,771	14,970	SH		OTR	1	0	14,970	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	776	2,436	SH		SOLE		2,436	0	0
SCHLUMBERGER LTD	COM STK	806857108	930	29,059	SH		SOLE		29,059	0	0
SCHLUMBERGER LTD	COM STK	806857108	6,128	191,433	SH		OTR	1	0	191,433	0
SCHWAB CHARLES CORP	COM	808513105	2,174	29,857	SH		SOLE		29,857	0	0
SCHWAB CHARLES CORP	COM	808513105	14,950	205,331	SH		OTR	1	0	205,331	0
SEALED AIR CORP NEW	COM	81211K100	159	2,691	SH		SOLE		2,691	0	0
SEALED AIR CORP NEW	COM	81211K100	1,233	20,808	SH		OTR	1	0	20,808	0
SEMPRA ENERGY	COM	816851109	819	6,179	SH		SOLE		6,179	0	0
SEMPRA ENERGY	COM	816851109	5,714	43,134	SH		OTR	1	0	43,134	0
SERVICENOW INC	COM	81762P102	14,855	27,031	SH		OTR	1	0	27,031	0
SERVICENOW INC	COM	81762P102	2,196	3,996	SH		SOLE		3,996	0	0
SHERWIN WILLIAMS CO	COM	824348106	1,318	4,838	SH		SOLE		4,838	0	0
SHERWIN WILLIAMS CO	COM	824348106	8,928	32,768	SH		OTR	1	0	32,768	0
SHOPIFY INC	NOTE 0.125%11/0	82509LAA5	2,496	1,910,000	PRN		SOLE		1,910,000	0	0
SHOPIFY INC	NOTE 0.125%11/0	82509LAA5	40,402	30,912,000	PRN		OTR	1	0	30,912,000	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	2,414	1,735,000	PRN		SOLE		1,735,000	0	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	32,875	23,629,000	PRN		OTR	1	0	23,629,000	0
SIMON PPTY GROUP INC NEW	COM	828806109	5,868	44,976	SH		OTR	1	0	44,976	0
SIMON PPTY GROUP INC NEW	COM	828806109	863	6,617	SH		SOLE		6,617	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	4,334	22,601	SH		OTR	1	0	22,601	0
SKYWORKS SOLUTIONS INC	COM	83088M102	657	3,424	SH		SOLE		3,424	0	0
SLACK TECHNOLOGIES INC	NOTE 0.500% 4/1	83088VAB8	26,275	17,293,000	PRN		OTR	1	0	17,293,000	0
SLACK TECHNOLOGIES INC	NOTE 0.500% 4/1	83088VAB8	1,323	871,000	PRN		SOLE		871,000	0	0
SMITH A O CORP	COM	831865209	172	2,382	SH		SOLE		2,382	0	0
SMITH A O CORP	COM	831865209	1,327	18,409	SH		OTR	1	0	18,409	0
SMUCKER J M CO	COM NEW	832696405	1,941	14,978	SH		OTR	1	0	14,978	0
SMUCKER J M CO	COM NEW	832696405	303	2,339	SH		SOLE		2,339	0	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	1,954	648,000	PRN		SOLE		648,000	0	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	3	1,000	PRN		OTR	1	0	1,000	0
SNAP ON INC	COM	833034101	1,655	7,408	SH		OTR	1	0	7,408	0
SNAP ON INC	COM	833034101	214	958	SH		SOLE		958	0	0
SOUTHERN CO	COM	842587107	1,286	21,245	SH		SOLE		21,245	0	0
SOUTHERN CO	COM	842587107	8,770	144,928	SH		OTR	1	0	144,928	0
SOUTHWEST AIRLS CO	COM	844741108	4,298	80,960	SH		OTR	1	0	80,960	0
SOUTHWEST AIRLS CO	COM	844741108	556	10,472	SH		SOLE		10,472	0	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	9,319	6,154,000	PRN		DFND	1	6,154,000	0	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	164	108,000	PRN		OTR	4	19,000	89,000	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	80,510	52,989,000	PRN		OTR	1	0	52,989,000	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	6,152	4,049,000	PRN		SOLE		4,049,000	0	0
SPDR GOLD TR	GOLD SHS	78463V107	24,900	150,336	SH		OTR	1	0	150,336	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	771,945	1,803,358	SH		OTR	3	0	1,803,358	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	6,132	14,326	SH		SOLE		14,326	0	0
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	431	450,000	PRN		SOLE		450,000	0	0
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	6,276	6,550,000	PRN		OTR	1	0	6,550,000	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	30,638	26,214,000	PRN		OTR	1	0	26,214,000	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	2,444	2,091,000	PRN		SOLE		2,091,000	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	111	91,000	PRN		OTR	4	15,000	76,000	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	6,112	5,010,000	PRN		DFND	1	5,010,000	0	0
SQUARE INC	CL A	852234103	244	1,000	SH		SOLE		1,000	0	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	10,167	3,249,000	PRN		DFND	1	3,249,000	0	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	191	61,000	PRN		OTR	4	10,000	51,000	0
STANLEY BLACK & DECKER INC	COM	854502101	4,532	22,109	SH		OTR	1	0	22,109	0
STANLEY BLACK & DECKER INC	COM	854502101	689	3,360	SH		SOLE		3,360	0	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	41,765	346,400	SH		OTR	1	0	346,400	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	3,026	25,100	SH		SOLE		25,100	0	0
STARBUCKS CORP	COM	855244109	18,036	161,310	SH		OTR	1	0	161,310	0
STARBUCKS CORP	COM	855244109	2,674	23,914	SH		SOLE		23,914	0	0
STATE STR CORP	COM	857477103	630	7,658	SH		SOLE		7,658	0	0
STATE STR CORP	COM	857477103	3,917	47,610	SH		OTR	1	0	47,610	0
STRYKER CORPORATION	COM	863667101	11,655	44,872	SH		OTR	1	0	44,872	0
STRYKER CORPORATION	COM	863667101	1,715	6,604	SH		SOLE		6,604	0	0
SUMMIT HOTEL PPTYS INC	NOTE 1.500% 2/1	866082AA8	1,151	1,112,000	PRN		SOLE		1,112,000	0	0
SUMMIT HOTEL PPTYS INC	NOTE 1.500% 2/1	866082AA8	14,476	13,980,000	PRN		OTR	1	0	13,980,000	0
SVB FINANCIAL GROUP	COM	78486Q101	4,138	7,436	SH		OTR	1	0	7,436	0
SVB FINANCIAL GROUP	COM	78486Q101	647	1,162	SH		SOLE		1,162	0	0
SYNAPTICS INC	NOTE 0.500% 6/1	87157DAD1	242	115,000	PRN		SOLE		115,000	0	0
SYNCHRONY FINANCIAL	COM	87165B103	604	12,440	SH		SOLE		12,440	0	0
SYNCHRONY FINANCIAL	COM	87165B103	3,593	74,048	SH		OTR	1	0	74,048	0
SYNOPSYS INC	COM	871607107	828	3,001	SH		SOLE		3,001	0	0
SYNOPSYS INC	COM	871607107	5,760	20,885	SH		OTR	1	0	20,885	0
SYSCO CORP	COM	871829107	5,445	70,036	SH		OTR	1	0	70,036	0
SYSCO CORP	COM	871829107	868	11,158	SH		SOLE		11,158	0	0
TABULA RASA HEALTHCARE INC	NOTE 1.750% 2/1	873379AA9	77	75,000	PRN		SOLE		75,000	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	30,764	256,028	SH		OTR	1	0	256,028	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	17,968	149,537	SH		SOLE		149,537	0	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	2,803	15,833	SH		OTR	1	0	15,833	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	433	2,448	SH		SOLE		2,448	0	0
TALOS ENERGY INC	COM	87484T108	9,049	578,577	SH		SOLE		578,577	0	0
TALOS ENERGY INC	COM	87484T108	43,848	2,803,590	SH		OTR	1	0	2,803,590	0
TALOS ENERGY INC	COM	87484T108	97	6,187	SH		OTR	5	0	6,187	0
TAPESTRY INC	COM	876030107	215	4,938	SH		SOLE		4,938	0	0
TAPESTRY INC	COM	876030107	1,660	38,176	SH		OTR	1	0	38,176	0
TARGET CORP	COM	87612E106	2,529	10,460	SH		SOLE		10,460	0	0
TARGET CORP	COM	87612E106	16,373	67,729	SH		OTR	1	0	67,729	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	65,024	57,830,000	PRN		OTR	1	0	57,830,000	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	9,311	8,318,000	PRN		DFND	1	8,318,000	0	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	4,964	4,415,000	PRN		SOLE		4,415,000	0	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	156	139,000	PRN		OTR	4	13,000	126,000	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	386	922	SH		SOLE		922	0	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	2,663	6,358	SH		OTR	1	0	6,358	0
TELEFLEX INCORPORATED	COM	879369106	413	1,028	SH		SOLE		1,028	0	0
TELEFLEX INCORPORATED	COM	879369106	8,229	20,480	SH		OTR	1	0	20,480	0
TERADYNE INC	COM	880770102	408	3,047	SH		SOLE		3,047	0	0
TERADYNE INC	COM	880770102	3,052	22,782	SH		OTR	1	0	22,782	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	615	145,000	PRN		SOLE		145,000	0	0
TESLA INC	COM	88160R101	10,669	15,696	SH		SOLE		15,696	0	0
TESLA INC	COM	88160R101	71,712	105,505	SH		OTR	1	0	105,505	0
TESLA INC	NOTE 2.000% 5/1	88160RAG6	897	82,000	PRN		SOLE		82,000	0	0
TEXAS INSTRS INC	COM	882508104	24,313	126,432	SH		OTR	1	0	126,432	0
TEXAS INSTRS INC	COM	882508104	3,606	18,753	SH		SOLE		18,753	0	0
TEXTRON INC	COM	883203101	395	5,737	SH		SOLE		5,737	0	0
TEXTRON INC	COM	883203101	2,125	30,899	SH		OTR	1	0	30,899	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	4,066	8,059	SH		SOLE		8,059	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	27,143	53,805	SH		OTR	1	0	53,805	0
TJX COS INC NEW	COM	872540109	1,662	24,654	SH		SOLE		24,654	0	0
TJX COS INC NEW	COM	872540109	11,131	165,102	SH		OTR	1	0	165,102	0
T-MOBILE US INC	COM	872590104	1,677	11,577	SH		SOLE		11,577	0	0
T-MOBILE US INC	COM	872590104	11,619	80,227	SH		OTR	1	0	80,227	0
TRACTOR SUPPLY CO	COM	892356106	473	2,540	SH		SOLE		2,540	0	0
TRACTOR SUPPLY CO	COM	892356106	2,936	15,779	SH		OTR	1	0	15,779	0
TRANSDIGM GROUP INC	COM	893641100	4,864	7,515	SH		OTR	1	0	7,515	0
TRANSDIGM GROUP INC	COM	893641100	694	1,072	SH		SOLE		1,072	0	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	122	135,000	PRN		SOLE		135,000	0	0
TRAVELERS COMPANIES INC	COM	89417E109	5,155	34,431	SH		OTR	1	0	34,431	0
TRAVELERS COMPANIES INC	COM	89417E109	742	4,953	SH		SOLE		4,953	0	0
TRIMBLE INC	COM	896239100	437	5,337	SH		SOLE		5,337	0	0
TRIMBLE INC	COM	896239100	2,807	34,303	SH		OTR	1	0	34,303	0
TRUIST FINL CORP	COM	89832Q109	10,219	184,130	SH		OTR	1	0	184,130	0
TRUIST FINL CORP	COM	89832Q109	1,538	27,719	SH		SOLE		27,719	0	0
TURNING PT BRANDS INC	COM	90041L105	311	6,802	SH		OTR	1	0	6,802	0
TWITTER INC	COM	90184L102	7,519	109,265	SH		OTR	1	0	109,265	0
TWITTER INC	COM	90184L102	1,120	16,282	SH		SOLE		16,282	0	0
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	378	275,000	PRN		SOLE		275,000	0	0
TWITTER INC	NOTE 1.000% 9/1	90184LAD4	260	255,000	PRN		SOLE		255,000	0	0
TYLER TECHNOLOGIES INC	COM	902252105	372	822	SH		SOLE		822	0	0
TYLER TECHNOLOGIES INC	COM	902252105	2,523	5,577	SH		OTR	1	0	5,577	0
TYSON FOODS INC	CL A	902494103	465	6,307	SH		SOLE		6,307	0	0
TYSON FOODS INC	CL A	902494103	2,972	40,291	SH		OTR	1	0	40,291	0
UDR INC	COM	902653104	1,987	40,568	SH		OTR	1	0	40,568	0
UDR INC	COM	902653104	379	7,734	SH		SOLE		7,734	0	0
ULTA BEAUTY INC	COM	90384S303	405	1,170	SH		SOLE		1,170	0	0
ULTA BEAUTY INC	COM	90384S303	2,592	7,496	SH		OTR	1	0	7,496	0
UNDER ARMOUR INC	CL A	904311107	71	3,335	SH		SOLE		3,335	0	0
UNDER ARMOUR INC	CL A	904311107	545	25,780	SH		OTR	1	0	25,780	0
UNDER ARMOUR INC	CL C	904311206	495	26,635	SH		OTR	1	0	26,635	0
UNDER ARMOUR INC	CL C	904311206	64	3,445	SH		SOLE		3,445	0	0
UNION PAC CORP	COM	907818108	20,001	90,944	SH		OTR	1	0	90,944	0
UNION PAC CORP	COM	907818108	2,983	13,562	SH		SOLE		13,562	0	0
UNITED AIRLS HLDGS INC	COM	910047109	2,316	44,298	SH		OTR	1	0	44,298	0
UNITED AIRLS HLDGS INC	COM	910047109	300	5,730	SH		SOLE		5,730	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	20,594	99,023	SH		OTR	1	0	99,023	0
UNITED PARCEL SERVICE INC	CL B	911312106	3,163	15,207	SH		SOLE		15,207	0	0
UNITED RENTALS INC	COM	911363109	3,161	9,908	SH		OTR	1	0	9,908	0
UNITED RENTALS INC	COM	911363109	473	1,482	SH		SOLE		1,482	0	0
UNITED STATES STL CORP NEW	NOTE 5.000%11/0	912909AT5	109	54,000	PRN		SOLE		54,000	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	51,734	129,193	SH		OTR	1	0	129,193	0
UNITEDHEALTH GROUP INC	COM	91324P102	7,732	19,309	SH		SOLE		19,309	0	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	201	1,376	SH		SOLE		1,376	0	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	1,559	10,647	SH		OTR	1	0	10,647	0
UNUM GROUP	COM	91529Y106	102	3,602	SH		SOLE		3,602	0	0
UNUM GROUP	COM	91529Y106	791	27,845	SH		OTR	1	0	27,845	0
US BANCORP DEL	COM NEW	902973304	1,550	27,203	SH		SOLE		27,203	0	0
US BANCORP DEL	COM NEW	902973304	10,573	185,584	SH		OTR	1	0	185,584	0
V F CORP	COM	918204108	541	6,595	SH		SOLE		6,595	0	0
V F CORP	COM	918204108	3,612	44,022	SH		OTR	1	0	44,022	0
VALERO ENERGY CORP	COM	91913Y100	741	9,488	SH		SOLE		9,488	0	0
VALERO ENERGY CORP	COM	91913Y100	4,369	55,960	SH		OTR	1	0	55,960	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	393,485	999,910	SH		OTR	3	0	999,910	0
VANGUARD INDEX FDS	VALUE ETF	922908744	5,053	36,762	SH		OTR	1	0	36,762	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	96	95,000	PRN		SOLE		95,000	0	0
VENTAS INC	COM	92276F100	442	7,742	SH		SOLE		7,742	0	0
VENTAS INC	COM	92276F100	2,932	51,357	SH		OTR	1	0	51,357	0
VERISIGN INC	COM	92343E102	490	2,154	SH		SOLE		2,154	0	0
VERISIGN INC	COM	92343E102	3,089	13,567	SH		OTR	1	0	13,567	0
VERISK ANALYTICS INC	COM	92345Y106	3,877	22,190	SH		OTR	1	0	22,190	0
VERISK ANALYTICS INC	COM	92345Y106	554	3,170	SH		SOLE		3,170	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	31,757	566,779	SH		OTR	1	0	566,779	0
VERIZON COMMUNICATIONS INC	COM	92343V104	4,698	83,855	SH		SOLE		83,855	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	7,146	35,439	SH		OTR	1	0	35,439	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	1,065	5,284	SH		SOLE		5,284	0	0
VIACOMCBS INC	CL B	92556H206	571	12,627	SH		SOLE		12,627	0	0
VIACOMCBS INC	CL B	92556H206	3,747	82,906	SH		OTR	1	0	82,906	0
VIATRIS INC	COM	92556V106	2,365	165,467	SH		OTR	1	0	165,467	0
VIATRIS INC	COM	92556V106	357	24,963	SH		SOLE		24,963	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	2,375	1,681,000	PRN		SOLE		1,681,000	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	4,451	3,158,000	PRN		DFND	1	3,158,000	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	79	56,000	PRN		OTR	4	11,000	45,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	40,715	28,812,000	PRN		OTR	1	0	28,812,000	0
VISA INC	COM CL A	92826C839	54,155	231,610	SH		OTR	1	0	231,610	0
VISA INC	COM CL A	92826C839	7,928	33,907	SH		SOLE		33,907	0	0
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	142	135,000	PRN		SOLE		135,000	0	0
VISTRA CORP	COM	92840M102	320	13,918	SH		OTR	2	0	13,918	0
VOCERA COMMUNICATIONS INC	NOTE 1.500% 5/1	92857FAB3	41	30,000	PRN		SOLE		30,000	0	0
VONAGE HLDGS CORP	NOTE 1.750% 6/0	92886TAJ1	14,823	13,239,000	PRN		OTR	1	0	13,239,000	0
VONAGE HLDGS CORP	NOTE 1.750% 6/0	92886TAJ1	956	854,000	PRN		SOLE		854,000	0	0
VORNADO RLTY TR	SH BEN INT	929042109	1,001	21,448	SH		OTR	1	0	21,448	0
VORNADO RLTY TR	SH BEN INT	929042109	129	2,774	SH		SOLE		2,774	0	0
VULCAN MATLS CO	COM	929160109	479	2,749	SH		SOLE		2,749	0	0
VULCAN MATLS CO	COM	929160109	3,161	18,162	SH		OTR	1	0	18,162	0
WABTEC	COM	929740108	1,997	24,268	SH		OTR	1	0	24,268	0
WABTEC	COM	929740108	299	3,632	SH		SOLE		3,632	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	5,167	98,219	SH		OTR	1	0	98,219	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	779	14,804	SH		SOLE		14,804	0	0
WALMART INC	COM	931142103	3,959	28,075	SH		SOLE		28,075	0	0
WALMART INC	COM	931142103	26,508	187,972	SH		OTR	1	0	187,972	0
WASTE MGMT INC DEL	COM	94106L109	7,449	53,166	SH		OTR	1	0	53,166	0
WASTE MGMT INC DEL	COM	94106L109	1,076	7,677	SH		SOLE		7,677	0	0
WATERS CORP	COM	941848103	447	1,293	SH		SOLE		1,293	0	0
WATERS CORP	COM	941848103	2,919	8,446	SH		OTR	1	0	8,446	0
WAYFAIR INC	NOTE 1.000% 8/1	94419LAF8	562	255,000	PRN		SOLE		255,000	0	0
WEC ENERGY GROUP INC	COM	92939U106	541	6,085	SH		SOLE		6,085	0	0
WEC ENERGY GROUP INC	COM	92939U106	3,841	43,184	SH		OTR	1	0	43,184	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	109,983	20,357,000	PRN		OTR	1	0	20,357,000	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	7,796	1,443,000	PRN		SOLE		1,443,000	0	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	308	57,000	PRN		OTR	4	10,000	47,000	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	16,479	3,053,000	PRN		DFND	1	3,053,000	0	0
WELLS FARGO CO NEW	COM	949746101	3,801	83,922	SH		SOLE		83,922	0	0
WELLS FARGO CO NEW	COM	949746101	25,629	565,890	SH		OTR	1	0	565,890	0
WELLTOWER INC	COM	95040Q104	4,750	57,160	SH		OTR	1	0	57,160	0
WELLTOWER INC	COM	95040Q104	714	8,593	SH		SOLE		8,593	0	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	3,629	10,106	SH		OTR	1	0	10,106	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	542	1,508	SH		SOLE		1,508	0	0
WESTERN ASSET EMERGING MKTS	COM	95766A101	186	13,258	SH		SOLE		13,258	0	0
WESTERN ASSET HIGH INCOME OP	COM	95766K109	1,275	241,565	SH		SOLE		241,565	0	0
WESTERN AST INFL LKD OPP & I	COM	95766R104	189	14,400	SH		SOLE		14,400	0	0
WESTERN DIGITAL CORP.	COM	958102105	450	6,326	SH		SOLE		6,326	0	0
WESTERN DIGITAL CORP.	COM	958102105	2,986	41,953	SH		OTR	1	0	41,953	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	4,973	4,634,000	PRN		OTR	1	0	4,634,000	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	1,060	988,000	PRN		SOLE		988,000	0	0
WESTERN UN CO	COM	959802109	1,290	56,164	SH		OTR	1	0	56,164	0
WESTERN UN CO	COM	959802109	259	11,276	SH		SOLE		11,276	0	0
WESTROCK CO	COM	96145D105	1,939	36,432	SH		OTR	1	0	36,432	0
WESTROCK CO	COM	96145D105	304	5,712	SH		SOLE		5,712	0	0
WEYERHAEUSER CO MTN BE	COM NEW	962166104	543	15,767	SH		SOLE		15,767	0	0
WEYERHAEUSER CO MTN BE	COM NEW	962166104	3,530	102,569	SH		OTR	1	0	102,569	0
WHIRLPOOL CORP	COM	963320106	1,871	8,580	SH		OTR	1	0	8,580	0
WHIRLPOOL CORP	COM	963320106	285	1,309	SH		SOLE		1,309	0	0
WHITING PETE CORP NEW	COM NEW	966387508	21,095	386,709	SH		OTR	1	0	386,709	0
WHITING PETE CORP NEW	COM NEW	966387508	3,809	69,831	SH		SOLE		69,831	0	0
WILLIAMS COS INC	COM	969457100	661	24,909	SH		SOLE		24,909	0	0
WILLIAMS COS INC	COM	969457100	4,415	166,303	SH		OTR	1	0	166,303	0
WINNEBAGO INDS INC	NOTE 1.500% 4/0	974637AB6	97	75,000	PRN		SOLE		75,000	0	0
WIX COM LTD	NOTE 7/0	92940WAB5	39,093	18,982,000	PRN		OTR	1	0	18,982,000	0
WIX COM LTD	NOTE 7/0	92940WAB5	1,678	815,000	PRN		SOLE		815,000	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	8,269	5,002,000	PRN		DFND	1	5,002,000	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	149	90,000	PRN		OTR	4	14,000	76,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	2,573	1,552,000	PRN		SOLE		1,552,000	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	30,735	18,536,000	PRN		OTR	1	0	18,536,000	0
WORKIVA INC	NOTE 1.125% 8/1	98139AAB1	122	80,000	PRN		SOLE		80,000	0	0
WYNN RESORTS LTD	COM	983134107	1,759	14,379	SH		OTR	1	0	14,379	0
WYNN RESORTS LTD	COM	983134107	277	2,261	SH		SOLE		2,261	0	0
XCEL ENERGY INC	COM	98389B100	4,854	73,681	SH		OTR	1	0	73,681	0
XCEL ENERGY INC	COM	98389B100	720	10,929	SH		SOLE		10,929	0	0
XILINX INC	COM	983919101	716	4,953	SH		SOLE		4,953	0	0
XILINX INC	COM	983919101	4,868	33,655	SH		OTR	1	0	33,655	0
XYLEM INC	COM	98419M100	443	3,689	SH		SOLE		3,689	0	0
XYLEM INC	COM	98419M100	2,957	24,651	SH		OTR	1	0	24,651	0
YUM BRANDS INC	COM	988498101	699	6,075	SH		SOLE		6,075	0	0
YUM BRANDS INC	COM	988498101	4,691	40,783	SH		OTR	1	0	40,783	0
ZEBRA TECHNOLOGIES CORPORATI	CL A	989207105	607	1,147	SH		SOLE		1,147	0	0
ZEBRA TECHNOLOGIES CORPORATI	CL A	989207105	3,879	7,326	SH		OTR	1	0	7,326	0
ZENDESK INC	NOTE 0.625% 6/1	98936JAD3	20,692	14,160,000	PRN		OTR	1	0	14,160,000	0
ZENDESK INC	NOTE 0.625% 6/1	98936JAD3	1,515	1,037,000	PRN		SOLE		1,037,000	0	0
ZILLOW GROUP INC	NOTE 1.500% 7/0	98954MAC5	809	519,000	PRN		SOLE		519,000	0	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	690	4,292	SH		SOLE		4,292	0	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	4,590	28,541	SH		OTR	1	0	28,541	0
ZIONS BANCORPORATION N A	COM	989701107	154	2,904	SH		SOLE		2,904	0	0
ZIONS BANCORPORATION N A	COM	989701107	1,186	22,445	SH		OTR	1	0	22,445	0
ZOETIS INC	CL A	98978V103	1,827	9,806	SH		SOLE		9,806	0	0
ZOETIS INC	CL A	98978V103	12,113	64,996	SH		OTR	1	0	64,996	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	84	61,000	PRN		OTR	4	10,000	51,000	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	4,681	3,401,000	PRN		DFND	1	3,401,000	0	0