Mackay Shields 13F-HR/A Quarterly holdings report by institutional manager (amended)

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	1,976	11,266	SH		SOLE		11,266	0	0
3M CO	COM	88579Y101	13,558	77,290	SH		OTR	1	0	77,290	0
8X8 INC NEW	NOTE 0.500% 2/0	282914AB6	56	50,000	PRN		SOLE		50,000	0	0
ABBOTT LABS	COM	002824100	4,121	34,888	SH		SOLE		34,888	0	0
ABBOTT LABS	COM	002824100	27,893	236,124	SH		OTR	1	0	236,124	0
ABBVIE INC	COM	00287Y109	25,403	235,498	SH		OTR	1	0	235,498	0
ABBVIE INC	COM	00287Y109	3,764	34,890	SH		SOLE		34,890	0	0
ABIOMED INC	COM	003654100	280	860	SH		SOLE		860	0	0
ABIOMED INC	COM	003654100	1,963	6,029	SH		OTR	1	0	6,029	0
ACTIVISION BLIZZARD INC	COM	00507V109	8,018	103,604	SH		OTR	1	0	103,604	0
ACTIVISION BLIZZARD INC	COM	00507V109	1,176	15,191	SH		SOLE		15,191	0	0
ADOBE SYSTEMS INCORPORATED	COM	00724F101	36,531	63,453	SH		OTR	1	0	63,453	0
ADOBE SYSTEMS INCORPORATED	COM	00724F101	5,348	9,290	SH		SOLE		9,290	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	282	1,352	SH		SOLE		1,352	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	1,822	8,722	SH		OTR	1	0	8,722	0
ADVANCED MICRO DEVICES INC	COM	007903107	2,435	23,667	SH		SOLE		23,667	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	16,670	162,004	SH		OTR	1	0	162,004	0
AERIE PHARMACEUTICALS INC	NOTE 1.500%10/0	00771VAB4	69	76,000	PRN		SOLE		76,000	0	0
AES CORP	COM	00130H105	2,030	88,936	SH		OTR	1	0	88,936	0
AES CORP	COM	00130H105	323	14,140	SH		SOLE		14,140	0	0
AES CORP	UNIT 99/99/9999	00130H204	28,874	297,700	SH		OTR	1	0	297,700	0
AES CORP	UNIT 99/99/9999	00130H204	8,219	85,261	SH		DFND	1	0	85,261	0
AES CORP	UNIT 99/99/9999	00130H204	1,474	15,200	SH		SOLE		15,200	0	0
AES CORP	UNIT 99/99/9999	00130H204	136	1,406	SH		OTR	4	0	1,406	0
AFLAC INC	COM	001055102	4,285	82,190	SH		OTR	1	0	82,190	0
AFLAC INC	COM	001055102	614	11,782	SH		SOLE		11,782	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	947	6,013	SH		SOLE		6,013	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	6,374	40,459	SH		OTR	1	0	40,459	0
AIR PRODS & CHEMS INC	COM	009158106	7,557	29,508	SH		OTR	1	0	29,508	0
AIR PRODS & CHEMS INC	COM	009158106	1,083	4,229	SH		SOLE		4,229	0	0
AIR TRANS SVCS GROUP INC	NOTE 1.125%10/1	00922RAB1	70	65,000	PRN		SOLE		65,000	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	2,273	21,728	SH		OTR	1	0	21,728	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	329	3,146	SH		SOLE		3,146	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	676	555,000	PRN		SOLE		555,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	102	84,000	PRN		OTR	4	0	84,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	6,244	5,144,000	PRN		DFND	1	0	5,144,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	2,585	2,357,000	PRN		SOLE		2,357,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	38,197	34,826,000	PRN		OTR	1	0	34,826,000	0
ALASKA AIR GROUP INC	COM	011659109	969	16,535	SH		OTR	1	0	16,535	0
ALASKA AIR GROUP INC	COM	011659109	122	2,089	SH		SOLE		2,089	0	0
ALBEMARLE CORP	COM	012653101	496	2,267	SH		SOLE		2,267	0	0
ALBEMARLE CORP	COM	012653101	3,408	15,563	SH		OTR	1	0	15,563	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	3,495	18,291	SH		OTR	1	0	18,291	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	537	2,812	SH		SOLE		2,812	0	0
ALIGN TECHNOLOGY INC	COM	016255101	6,513	9,787	SH		OTR	1	0	9,787	0
ALIGN TECHNOLOGY INC	COM	016255101	955	1,435	SH		SOLE		1,435	0	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	94	70,000	PRN		SOLE		70,000	0	0
ALLIANCEBERNSTEIN GLOBAL HIG	COM	01879R106	828	67,463	SH		SOLE		67,463	0	0
ALLIANT ENERGY CORP	COM	018802108	286	5,113	SH		SOLE		5,113	0	0
ALLIANT ENERGY CORP	COM	018802108	1,867	33,353	SH		OTR	1	0	33,353	0
ALLSTATE CORP	COM	020002101	5,014	39,382	SH		OTR	1	0	39,382	0
ALLSTATE CORP	COM	020002101	760	5,973	SH		SOLE		5,973	0	0
ALPHABET INC	CAP STK CL A	02079K305	15,982	5,978	SH		SOLE		5,978	0	0
ALPHABET INC	CAP STK CL A	02079K305	107,208	40,100	SH		OTR	1	0	40,100	0
ALPHABET INC	CAP STK CL C	02079K107	100,021	37,527	SH		OTR	1	0	37,527	0
ALPHABET INC	CAP STK CL C	02079K107	14,526	5,450	SH		SOLE		5,450	0	0
ALTERYX INC	NOTE 0.500% 8/0	02156BAD5	138	145,000	PRN		SOLE		145,000	0	0
ALTRIA GROUP INC	COM	02209S103	11,180	245,615	SH		OTR	1	0	245,615	0
ALTRIA GROUP INC	COM	02209S103	854	18,750	SH		SOLE		18,750	0	0
AMAZON COM INC	COM	023135106	28,192	8,582	SH		SOLE		8,582	0	0
AMAZON COM INC	COM	023135106	190,565	58,010	SH		OTR	1	0	58,010	0
AMEREN CORP	COM	023608102	389	4,807	SH		SOLE		4,807	0	0
AMEREN CORP	COM	023608102	2,760	34,075	SH		OTR	1	0	34,075	0
AMERICAN AIRLINES GROUP INC	NOTE 6.500% 7/0	02376RAF9	21,365	13,935,000	PRN		OTR	1	0	13,935,000	0
AMERICAN AIRLINES GROUP INC	NOTE 6.500% 7/0	02376RAF9	860	561,000	PRN		SOLE		561,000	0	0
AMERICAN AIRLS GROUP INC	COM	02376R102	1,755	85,521	SH		OTR	1	0	85,521	0
AMERICAN AIRLS GROUP INC	COM	02376R102	222	10,806	SH		SOLE		10,806	0	0
AMERICAN EAGLE OUTFITTERS IN	NOTE 3.750% 4/1	02553EAB2	1,247	406,000	PRN		SOLE		406,000	0	0
AMERICAN EAGLE OUTFITTERS IN	NOTE 3.750% 4/1	02553EAB2	16,751	5,453,000	PRN		OTR	1	0	5,453,000	0
AMERICAN ELEC PWR CO INC	COM	025537101	5,409	66,635	SH		OTR	1	0	66,635	0
AMERICAN ELEC PWR CO INC	COM	025537101	789	9,720	SH		SOLE		9,720	0	0
AMERICAN EXPRESS CO	COM	025816109	2,111	12,598	SH		SOLE		12,598	0	0
AMERICAN EXPRESS CO	COM	025816109	14,358	85,707	SH		OTR	1	0	85,707	0
AMERICAN INTL GROUP INC	COM NEW	026874784	6,281	114,420	SH		OTR	1	0	114,420	0
AMERICAN INTL GROUP INC	COM NEW	026874784	920	16,757	SH		SOLE		16,757	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	16,091	60,627	SH		OTR	1	0	60,627	0
AMERICAN TOWER CORP NEW	COM	03027X100	2,339	8,811	SH		SOLE		8,811	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	601	3,557	SH		SOLE		3,557	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	4,090	24,196	SH		OTR	1	0	24,196	0
AMERIPRISE FINL INC	COM	03076C106	611	2,314	SH		SOLE		2,314	0	0
AMERIPRISE FINL INC	COM	03076C106	4,001	15,150	SH		OTR	1	0	15,150	0
AMERISOURCEBERGEN CORP	COM	03073E105	357	2,991	SH		SOLE		2,991	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	2,356	19,720	SH		OTR	1	0	19,720	0
AMETEK INC	COM	031100100	557	4,490	SH		SOLE		4,490	0	0
AMETEK INC	COM	031100100	3,818	30,789	SH		OTR	1	0	30,789	0
AMGEN INC	COM	031162100	16,083	75,633	SH		OTR	1	0	75,633	0
AMGEN INC	COM	031162100	2,460	11,570	SH		SOLE		11,570	0	0
AMPHENOL CORP NEW	CL A	032095101	5,835	79,682	SH		OTR	1	0	79,682	0
AMPHENOL CORP NEW	CL A	032095101	869	11,869	SH		SOLE		11,869	0	0
ANALOG DEVICES INC	COM	032654105	1,769	10,565	SH		SOLE		10,565	0	0
ANALOG DEVICES INC	COM	032654105	12,011	71,718	SH		OTR	1	0	71,718	0
ANNALY CAPITAL MANAGEMENT IN	COM	035710409	1,208	143,472	SH		SOLE		143,472	0	0
ANSYS INC	COM	03662Q105	3,956	11,620	SH		OTR	1	0	11,620	0
ANSYS INC	COM	03662Q105	568	1,668	SH		SOLE		1,668	0	0
ANTHEM INC	COM	036752103	1,782	4,779	SH		SOLE		4,779	0	0
ANTHEM INC	COM	036752103	12,106	32,474	SH		OTR	1	0	32,474	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	80,007	15,144,000	PRN		OTR	1	0	15,144,000	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	5,679	1,075,000	PRN		SOLE		1,075,000	0	0
APA CORPORATION	COM	03743Q108	1,078	50,299	SH		OTR	1	0	50,299	0
APA CORPORATION	COM	03743Q108	136	6,357	SH		SOLE		6,357	0	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	14,976	12,065,000	PRN		OTR	1	0	12,065,000	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	3,166	2,582,000	PRN		DFND	1	0	2,582,000	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	1,449	1,167,000	PRN		SOLE		1,167,000	0	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	50	41,000	PRN		OTR	4	0	41,000	0
APPLE INC	COM	037833100	43,942	310,544	SH		SOLE		310,544	0	0
APPLE INC	COM	037833100	295,953	2,091,541	SH		OTR	1	0	2,091,541	0
APPLIED MATLS INC	COM	038222105	15,671	121,734	SH		OTR	1	0	121,734	0
APPLIED MATLS INC	COM	038222105	2,303	17,887	SH		SOLE		17,887	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	4,470	74,494	SH		OTR	1	0	74,494	0
ARCHER DANIELS MIDLAND CO	COM	039483102	673	11,213	SH		SOLE		11,213	0	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	1,015	946,000	PRN		OTR	1	0	946,000	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	397	370,000	PRN		SOLE		370,000	0	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	29,582	26,650,000	PRN		OTR	1	0	26,650,000	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	194	175,000	PRN		OTR	5	0	175,000	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	14,989	13,504,000	PRN		SOLE		13,504,000	0	0
ARES DYNAMIC CR ALLOCATION F	COM	04014F102	437	27,018	SH		SOLE		27,018	0	0
ARISTA NETWORKS INC	COM	040413106	2,564	7,460	SH		OTR	1	0	7,460	0
ARISTA NETWORKS INC	COM	040413106	389	1,132	SH		SOLE		1,132	0	0
ASSURANT INC	COM	04621X108	161	1,020	SH		SOLE		1,020	0	0
ASSURANT INC	COM	04621X108	1,274	8,075	SH		OTR	1	0	8,075	0
AT&T INC	COM	00206R102	3,843	142,266	SH		SOLE		142,266	0	0
AT&T INC	COM	00206R102	25,714	952,010	SH		OTR	1	0	952,010	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 1.875% 6/0	049164BJ4	42,546	29,229,000	PRN		OTR	1	0	29,229,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 1.875% 6/0	049164BJ4	2,891	1,986,000	PRN		SOLE		1,986,000	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	5,808	4,917,000	PRN		DFND	1	0	4,917,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	92	78,000	PRN		OTR	4	0	78,000	0
ATMOS ENERGY CORP	COM	049560105	1,537	17,423	SH		OTR	1	0	17,423	0
ATMOS ENERGY CORP	COM	049560105	229	2,602	SH		SOLE		2,602	0	0
AUTODESK INC	COM	052769106	8,366	29,336	SH		OTR	1	0	29,336	0
AUTODESK INC	COM	052769106	1,250	4,384	SH		SOLE		4,384	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	11,265	56,350	SH		OTR	1	0	56,350	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	1,653	8,268	SH		SOLE		8,268	0	0
AUTOZONE INC	COM	053332102	4,895	2,883	SH		OTR	1	0	2,883	0
AUTOZONE INC	COM	053332102	703	414	SH		SOLE		414	0	0
AVALONBAY CMNTYS INC	COM	053484101	4,126	18,614	SH		OTR	1	0	18,614	0
AVALONBAY CMNTYS INC	COM	053484101	610	2,752	SH		SOLE		2,752	0	0
AVAYA HLDGS CORP	NOTE 2.250% 6/1	05351XAB7	89	85,000	PRN		SOLE		85,000	0	0
AVERY DENNISON CORP	COM	053611109	2,290	11,052	SH		OTR	1	0	11,052	0
AVERY DENNISON CORP	COM	053611109	323	1,559	SH		SOLE		1,559	0	0
BAIDU INC	SPON ADR REP A	056752108	222	1,447	SH		SOLE		1,447	0	0
BAKER HUGHES COMPANY	CL A	05722G100	2,729	110,347	SH		OTR	1	0	110,347	0
BAKER HUGHES COMPANY	CL A	05722G100	384	15,539	SH		SOLE		15,539	0	0
BALL CORP	COM	058498106	570	6,330	SH		SOLE		6,330	0	0
BALL CORP	COM	058498106	3,938	43,767	SH		OTR	1	0	43,767	0
BANK NEW YORK MELLON CORP	COM	064058100	5,483	105,770	SH		OTR	1	0	105,770	0
BANK NEW YORK MELLON CORP	COM	064058100	830	16,004	SH		SOLE		16,004	0	0
BATH & BODY WORKS INC	COM	070830104	350	5,545	SH		SOLE		5,545	0	0
BATH & BODY WORKS INC	COM	070830104	2,223	35,273	SH		OTR	1	0	35,273	0
BAXTER INTL INC	COM	071813109	786	9,772	SH		SOLE		9,772	0	0
BAXTER INTL INC	COM	071813109	5,393	67,048	SH		OTR	1	0	67,048	0
BECTON DICKINSON & CO	COM	075887109	9,403	38,251	SH		OTR	1	0	38,251	0
BECTON DICKINSON & CO	COM	075887109	1,360	5,532	SH		SOLE		5,532	0	0
BERKLEY W R CORP	COM	084423102	202	2,757	SH		SOLE		2,757	0	0
BERKLEY W R CORP	COM	084423102	1,365	18,650	SH		OTR	1	0	18,650	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	67,387	246,893	SH		OTR	1	0	246,893	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	9,513	34,852	SH		SOLE		34,852	0	0
BEST BUY INC	COM	086516101	3,142	29,722	SH		OTR	1	0	29,722	0
BEST BUY INC	COM	086516101	491	4,642	SH		SOLE		4,642	0	0
BIO RAD LABS INC	CL A	090572207	2,142	2,872	SH		OTR	1	0	2,872	0
BIO RAD LABS INC	CL A	090572207	345	463	SH		SOLE		463	0	0
BIOGEN INC	COM	09062X103	874	3,088	SH		SOLE		3,088	0	0
BIOGEN INC	COM	09062X103	5,617	19,850	SH		OTR	1	0	19,850	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	193	189,000	PRN		OTR	4	0	189,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	11,857	11,588,000	PRN		DFND	1	0	11,588,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	36,904	35,980,000	PRN		OTR	1	0	35,980,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	2,644	2,578,000	PRN		SOLE		2,578,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.250% 5/1	09061GAK7	34,539	34,339,000	PRN		OTR	1	0	34,339,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.250% 5/1	09061GAK7	2,174	2,161,000	PRN		SOLE		2,161,000	0	0
BIO-TECHNE CORP	COM	09073M104	2,512	5,183	SH		OTR	1	0	5,183	0
BIO-TECHNE CORP	COM	09073M104	407	840	SH		SOLE		840	0	0
BK OF AMERICA CORP	COM	060505104	6,210	146,293	SH		SOLE		146,293	0	0
BK OF AMERICA CORP	COM	060505104	70,153	1,652,596	SH		OTR	1	0	1,652,596	0
BLACKLINE INC	NOTE 0.125% 8/0	09239BAB5	151	90,000	PRN		SOLE		90,000	0	0
BLACKROCK CALIF MUN INCOME T	SH BEN INT	09248E102	895	60,663	SH		SOLE		60,663	0	0
BLACKROCK CORPOR HI YLD FD I	COM	09255P107	772	63,317	SH		SOLE		63,317	0	0
BLACKROCK INC	COM	09247X101	2,354	2,807	SH		SOLE		2,807	0	0
BLACKROCK INC	COM	09247X101	15,981	19,055	SH		OTR	1	0	19,055	0
BLACKROCK MUN INCOME QUALITY	COM	092479104	0	0	SH		SOLE		0	0	0
BLACKROCK MUN INCOME QUALITY	COM	092479104	335	21,958	SH		OTR	1	0	21,958	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	10,906	427,334	SH		OTR	1	0	427,334	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	29,141	1,141,899	SH		SOLE		1,141,899	0	0
BLACKROCK MUNICIPAL INCOME	COM	09253X102	3,310	217,613	SH		OTR	1	0	217,613	0
BLACKROCK MUNICIPAL INCOME	COM	09253X102	25,044	1,646,525	SH		SOLE		1,646,525	0	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	5,798	370,721	SH		OTR	1	0	370,721	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	15,846	1,013,162	SH		SOLE		1,013,162	0	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	12,411	853,580	SH		SOLE		853,580	0	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	7,635	525,108	SH		OTR	1	0	525,108	0
BLACKROCK MUNIHLDNGS CALI QL	COM	09254L107	9,728	620,785	SH		OTR	1	0	620,785	0
BLACKROCK MUNIHLDNGS CALI QL	COM	09254L107	15,436	985,087	SH		SOLE		985,087	0	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	717	49,380	SH		OTR	1	0	49,380	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	814	56,083	SH		SOLE		56,083	0	0
BLACKROCK MUNIHOLDINGS FD IN	COM	09253N104	10,053	614,107	SH		SOLE		614,107	0	0
BLACKROCK MUNIHOLDINGS FD IN	COM	09253N104	2,398	146,484	SH		OTR	1	0	146,484	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	7,496	543,595	SH		OTR	1	0	543,595	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	6,493	470,854	SH		SOLE		470,854	0	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	9,179	637,895	SH		SOLE		637,895	0	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	8,463	588,091	SH		OTR	1	0	588,091	0
BLACKROCK MUNIYILD QULT FD I	COM	09254F100	4,653	287,227	SH		OTR	1	0	287,227	0
BLACKROCK MUNIYILD QULT FD I	COM	09254F100	3,191	196,959	SH		SOLE		196,959	0	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	4,299	277,877	SH		OTR	1	0	277,877	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	13,852	895,414	SH		SOLE		895,414	0	0
BLACKROCK N Y MUN INCOME TRU	SH BEN INT	09248L106	604	39,397	SH		OTR	1	0	39,397	0
BLACKROCK N Y MUN INCOME TRU	SH BEN INT	09248L106	1,240	80,806	SH		SOLE		80,806	0	0
BLACKSTONE INC	COM	09260D107	221	1,900	SH		SOLE		1,900	0	0
BLOOMIN BRANDS INC	NOTE 5.000% 5/0	094235AB4	115	51,000	PRN		SOLE		51,000	0	0
BOEING CO	COM	097023105	16,121	73,297	SH		OTR	1	0	73,297	0
BOEING CO	COM	097023105	2,349	10,682	SH		SOLE		10,682	0	0
BOOKING HOLDINGS INC	COM	09857L108	12,995	5,474	SH		OTR	1	0	5,474	0
BOOKING HOLDINGS INC	COM	09857L108	1,878	791	SH		SOLE		791	0	0
BOOKING HOLDINGS INC	NOTE 0.750% 5/0	09857LAN8	30,944	21,000,000	PRN		OTR	1	0	21,000,000	0
BOOKING HOLDINGS INC	NOTE 0.750% 5/0	09857LAN8	2,892	1,963,000	PRN		SOLE		1,963,000	0	0
BORGWARNER INC	COM	099724106	175	4,041	SH		SOLE		4,041	0	0
BORGWARNER INC	COM	099724106	1,382	31,981	SH		OTR	1	0	31,981	0
BOSTON PROPERTIES INC	COM	101121101	2,052	18,938	SH		OTR	1	0	18,938	0
BOSTON PROPERTIES INC	COM	101121101	313	2,893	SH		SOLE		2,893	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	8,220	189,456	SH		OTR	1	0	189,456	0
BOSTON SCIENTIFIC CORP	COM	101137107	1,199	27,639	SH		SOLE		27,639	0	0
BRIDGEBIO PHARMA INC	NOTE 2.500% 3/1	10806XAB8	1,024	741,000	PRN		SOLE		741,000	0	0
BRIDGEBIO PHARMA INC	NOTE 2.500% 3/1	10806XAB8	19,171	13,870,000	PRN		OTR	1	0	13,870,000	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	17,512	295,967	SH		OTR	1	0	295,967	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	2,549	43,087	SH		SOLE		43,087	0	0
BROADCOM INC	COM	11135F101	26,498	54,643	SH		OTR	1	0	54,643	0
BROADCOM INC	COM	11135F101	3,929	8,102	SH		SOLE		8,102	0	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	2,580	15,484	SH		OTR	1	0	15,484	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	393	2,357	SH		SOLE		2,357	0	0
BROWN & BROWN INC	COM	115236101	262	4,732	SH		SOLE		4,732	0	0
BROWN & BROWN INC	COM	115236101	1,726	31,131	SH		OTR	1	0	31,131	0
BROWN FORMAN CORP	CL B	115637209	273	4,073	SH		SOLE		4,073	0	0
BROWN FORMAN CORP	CL B	115637209	1,629	24,314	SH		OTR	1	0	24,314	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	142	98,000	PRN		OTR	4	0	98,000	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	4,085	2,803,000	PRN		SOLE		2,803,000	0	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	49,826	34,186,000	PRN		OTR	1	0	34,186,000	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	8,792	6,053,000	PRN		DFND	1	0	6,053,000	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	1,543	17,732	SH		OTR	1	0	17,732	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	238	2,740	SH		SOLE		2,740	0	0
CABOT OIL & GAS CORP	COM	127097103	1,157	53,175	SH		OTR	1	0	53,175	0
CABOT OIL & GAS CORP	COM	127097103	146	6,720	SH		SOLE		6,720	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	831	5,488	SH		SOLE		5,488	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	5,619	37,102	SH		OTR	1	0	37,102	0
CAESARS ENTERTAINMENT INC NE	COM	12769G100	3,192	28,427	SH		OTR	1	0	28,427	0
CAESARS ENTERTAINMENT INC NE	COM	12769G100	505	4,495	SH		SOLE		4,495	0	0
CALIFORNIA RES CORP	COM STOCK	13057Q305	4,617	112,611	SH		OTR	1	0	112,611	0
CALIFORNIA RES CORP	COM STOCK	13057Q305	934	22,787	SH		SOLE		22,787	0	0
CAMPBELL SOUP CO	COM	134429109	1,130	27,020	SH		OTR	1	0	27,020	0
CAMPBELL SOUP CO	COM	134429109	159	3,814	SH		SOLE		3,814	0	0
CAPITAL ONE FINL CORP	COM	14040H105	1,410	8,706	SH		SOLE		8,706	0	0
CAPITAL ONE FINL CORP	COM	14040H105	9,624	59,419	SH		OTR	1	0	59,419	0
CARDINAL HEALTH INC	COM	14149Y108	1,913	38,686	SH		OTR	1	0	38,686	0
CARDINAL HEALTH INC	COM	14149Y108	296	5,988	SH		SOLE		5,988	0	0
CARMAX INC	COM	143130102	2,784	21,753	SH		OTR	1	0	21,753	0
CARMAX INC	COM	143130102	415	3,247	SH		SOLE		3,247	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	369	14,749	SH		SOLE		14,749	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	2,662	106,442	SH		OTR	1	0	106,442	0
CARRIER GLOBAL CORPORATION	COM	14448C104	5,982	115,571	SH		OTR	1	0	115,571	0
CARRIER GLOBAL CORPORATION	COM	14448C104	864	16,699	SH		SOLE		16,699	0	0
CATALENT INC	COM	148806102	448	3,370	SH		SOLE		3,370	0	0
CATALENT INC	COM	148806102	3,022	22,712	SH		OTR	1	0	22,712	0
CATERPILLAR INC	COM	149123101	14,021	73,040	SH		OTR	1	0	73,040	0
CATERPILLAR INC	COM	149123101	2,059	10,728	SH		SOLE		10,728	0	0
CBOE GLOBAL MKTS INC	COM	12503M108	1,762	14,225	SH		OTR	1	0	14,225	0
CBOE GLOBAL MKTS INC	COM	12503M108	259	2,094	SH		SOLE		2,094	0	0
CBRE GROUP INC	CL A	12504L109	643	6,604	SH		SOLE		6,604	0	0
CBRE GROUP INC	CL A	12504L109	4,357	44,755	SH		OTR	1	0	44,755	0
CDW CORP	COM	12514G108	512	2,813	SH		SOLE		2,813	0	0
CDW CORP	COM	12514G108	3,333	18,313	SH		OTR	1	0	18,313	0
CELANESE CORP DEL	COM	150870103	361	2,397	SH		SOLE		2,397	0	0
CELANESE CORP DEL	COM	150870103	2,262	15,018	SH		OTR	1	0	15,018	0
CENTENE CORP DEL	COM	15135B101	4,841	77,699	SH		OTR	1	0	77,699	0
CENTENE CORP DEL	COM	15135B101	687	11,019	SH		SOLE		11,019	0	0
CENTENNIAL RESOURCE DEV INC	NOTE 3.250% 4/0	15136AAA0	2,854	2,161,000	PRN		SOLE		2,161,000	0	0
CENTENNIAL RESOURCE DEV INC	NOTE 3.250% 4/0	15136AAA0	38,208	28,928,000	PRN		OTR	1	0	28,928,000	0
CENTERPOINT ENERGY INC	COM	15189T107	280	11,379	SH		SOLE		11,379	0	0
CENTERPOINT ENERGY INC	COM	15189T107	1,904	77,401	SH		OTR	1	0	77,401	0
CERIDIAN HCM HLDG INC	COM	15677J108	300	2,668	SH		SOLE		2,668	0	0
CERIDIAN HCM HLDG INC	COM	15677J108	2,023	17,964	SH		OTR	1	0	17,964	0
CERNER CORP	COM	156782104	414	5,873	SH		SOLE		5,873	0	0
CERNER CORP	COM	156782104	2,776	39,369	SH		OTR	1	0	39,369	0
CF INDS HLDGS INC	COM	125269100	202	3,614	SH		SOLE		3,614	0	0
CF INDS HLDGS INC	COM	125269100	1,597	28,601	SH		OTR	1	0	28,601	0
CHARLES RIV LABS INTL INC	COM	159864107	2,764	6,699	SH		OTR	1	0	6,699	0
CHARLES RIV LABS INTL INC	COM	159864107	409	991	SH		SOLE		991	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	12,291	16,894	SH		OTR	1	0	16,894	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	1,859	2,555	SH		SOLE		2,555	0	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	17,901	18,696,000	PRN		OTR	1	0	18,696,000	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	1,249	1,304,000	PRN		SOLE		1,304,000	0	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	9,852	10,343,000	PRN		DFND	1	0	10,343,000	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	162	170,000	PRN		OTR	4	0	170,000	0
CHEFS WHSE INC	NOTE 1.875%12/0	163086AB7	24,875	23,231,000	PRN		OTR	1	0	23,231,000	0
CHEFS WHSE INC	NOTE 1.875%12/0	163086AB7	1,890	1,765,000	PRN		SOLE		1,765,000	0	0
CHEGG INC	NOTE 9/0	163092AF6	18,638	18,817,000	PRN		OTR	1	0	18,817,000	0
CHEGG INC	NOTE 9/0	163092AF6	1,537	1,552,000	PRN		SOLE		1,552,000	0	0
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	226	260,000	PRN		SOLE		260,000	0	0
CHEVRON CORP NEW	COM	166764100	3,976	39,187	SH		SOLE		39,187	0	0
CHEVRON CORP NEW	COM	166764100	26,144	257,705	SH		OTR	1	0	257,705	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	1,065	586	SH		SOLE		586	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	6,819	3,752	SH		OTR	1	0	3,752	0
CHURCH & DWIGHT INC	COM	171340102	407	4,933	SH		SOLE		4,933	0	0
CHURCH & DWIGHT INC	COM	171340102	2,700	32,701	SH		OTR	1	0	32,701	0
CIGNA CORP NEW	COM	125523100	9,067	45,299	SH		OTR	1	0	45,299	0
CIGNA CORP NEW	COM	125523100	1,346	6,723	SH		SOLE		6,723	0	0
CINCINNATI FINL CORP	COM	172062101	334	2,923	SH		SOLE		2,923	0	0
CINCINNATI FINL CORP	COM	172062101	2,280	19,963	SH		OTR	1	0	19,963	0
CINTAS CORP	COM	172908105	4,479	11,766	SH		OTR	1	0	11,766	0
CINTAS CORP	COM	172908105	642	1,686	SH		SOLE		1,686	0	0
CISCO SYS INC	COM	17275R102	30,584	561,902	SH		OTR	1	0	561,902	0
CISCO SYS INC	COM	17275R102	4,531	83,247	SH		SOLE		83,247	0	0
CITIGROUP INC	COM NEW	172967424	18,945	269,951	SH		OTR	1	0	269,951	0
CITIGROUP INC	COM NEW	172967424	2,818	40,150	SH		SOLE		40,150	0	0
CITIZENS FINL GROUP INC	COM	174610105	412	8,776	SH		SOLE		8,776	0	0
CITIZENS FINL GROUP INC	COM	174610105	2,668	56,792	SH		OTR	1	0	56,792	0
CITRIX SYS INC	COM	177376100	1,778	16,555	SH		OTR	1	0	16,555	0
CITRIX SYS INC	COM	177376100	268	2,492	SH		SOLE		2,492	0	0
CLEVELAND-CLIFFS INC NEW	DBCV 1.500% 1/1	185899AA9	195	76,000	PRN		SOLE		76,000	0	0
CLOROX CO DEL	COM	189054109	2,746	16,583	SH		OTR	1	0	16,583	0
CLOROX CO DEL	COM	189054109	413	2,495	SH		SOLE		2,495	0	0
CLOVIS ONCOLOGY INC	NOTE 1.250% 5/0	189464AC4	102	140,000	PRN		SOLE		140,000	0	0
CME GROUP INC	COM	12572Q105	1,351	6,984	SH		SOLE		6,984	0	0
CME GROUP INC	COM	12572Q105	9,259	47,880	SH		OTR	1	0	47,880	0
CMS ENERGY CORP	COM	125896100	2,305	38,596	SH		OTR	1	0	38,596	0
CMS ENERGY CORP	COM	125896100	339	5,676	SH		SOLE		5,676	0	0
CNX RES CORP	NOTE 2.250% 5/0	12653CAG3	341	273,000	PRN		SOLE		273,000	0	0
COCA COLA CO	COM	191216100	27,148	517,408	SH		OTR	1	0	517,408	0
COCA COLA CO	COM	191216100	4,013	76,475	SH		SOLE		76,475	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	5,219	70,323	SH		OTR	1	0	70,323	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	771	10,386	SH		SOLE		10,386	0	0
COLGATE PALMOLIVE CO	COM	194162103	8,525	112,797	SH		OTR	1	0	112,797	0
COLGATE PALMOLIVE CO	COM	194162103	1,266	16,753	SH		SOLE		16,753	0	0
COMCAST CORP NEW	CL A	20030N101	34,120	610,056	SH		OTR	1	0	610,056	0
COMCAST CORP NEW	CL A	20030N101	5,071	90,675	SH		SOLE		90,675	0	0
COMERICA INC	COM	200340107	1,436	17,837	SH		OTR	1	0	17,837	0
COMERICA INC	COM	200340107	181	2,254	SH		SOLE		2,254	0	0
CONAGRA BRANDS INC	COM	205887102	2,167	63,994	SH		OTR	1	0	63,994	0
CONAGRA BRANDS INC	COM	205887102	325	9,586	SH		SOLE		9,586	0	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	172	111,000	PRN		OTR	4	0	111,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	45,950	29,633,000	PRN		OTR	1	0	29,633,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	10,512	6,801,000	PRN		DFND	1	0	6,801,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	2,766	1,784,000	PRN		SOLE		1,784,000	0	0
CONOCOPHILLIPS	COM	20825C104	1,796	26,506	SH		SOLE		26,506	0	0
CONOCOPHILLIPS	COM	20825C104	12,087	178,354	SH		OTR	1	0	178,354	0
CONSOLIDATED EDISON INC	COM	209115104	482	6,646	SH		SOLE		6,646	0	0
CONSOLIDATED EDISON INC	COM	209115104	3,417	47,067	SH		OTR	1	0	47,067	0
CONSTELLATION BRANDS INC	CL A	21036P108	705	3,347	SH		SOLE		3,347	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	4,748	22,534	SH		OTR	1	0	22,534	0
CONTEXTLOGIC INC	COM CL A	21077C107	6,253	474,778	SH		OTR	3	0	474,778	0
COOPER COS INC	COM NEW	216648402	2,714	6,566	SH		OTR	1	0	6,566	0
COOPER COS INC	COM NEW	216648402	426	1,030	SH		SOLE		1,030	0	0
COPART INC	COM	217204106	3,934	28,360	SH		OTR	1	0	28,360	0
COPART INC	COM	217204106	566	4,082	SH		SOLE		4,082	0	0
CORNING INC	COM	219350105	557	15,251	SH		SOLE		15,251	0	0
CORNING INC	COM	219350105	3,769	103,299	SH		OTR	1	0	103,299	0
CORTEVA INC	COM	22052L104	4,136	98,281	SH		OTR	1	0	98,281	0
CORTEVA INC	COM	22052L104	607	14,418	SH		SOLE		14,418	0	0
COSTCO WHSL CORP NEW	COM	22160K105	3,874	8,622	SH		SOLE		8,622	0	0
COSTCO WHSL CORP NEW	COM	22160K105	26,477	58,923	SH		OTR	1	0	58,923	0
COUPA SOFTWARE INC	NOTE 0.375% 6/1	22266LAF3	1,235	1,139,000	PRN		SOLE		1,139,000	0	0
COUPA SOFTWARE INC	NOTE 0.375% 6/1	22266LAF3	15,637	14,420,000	PRN		OTR	1	0	14,420,000	0
CREE INC	NOTE 0.875% 9/0	225447AB7	148	105,000	PRN		SOLE		105,000	0	0
CREE INC	NOTE 1.750% 5/0	225447AD3	559	302,000	PRN		SOLE		302,000	0	0
CREE INC	NOTE 1.750% 5/0	225447AD3	7,058	3,815,000	PRN		OTR	1	0	3,815,000	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	1,444	8,331	SH		SOLE		8,331	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	9,988	57,626	SH		OTR	1	0	57,626	0
CSX CORP	COM	126408103	1,320	44,373	SH		SOLE		44,373	0	0
CSX CORP	COM	126408103	8,930	300,279	SH		OTR	1	0	300,279	0
CUMMINS INC	COM	231021106	4,295	19,128	SH		OTR	1	0	19,128	0
CUMMINS INC	COM	231021106	644	2,866	SH		SOLE		2,866	0	0
CVS HEALTH CORP	COM	126650100	2,167	25,531	SH		SOLE		25,531	0	0
CVS HEALTH CORP	COM	126650100	14,897	175,545	SH		OTR	1	0	175,545	0
CYBERARK SOFTWARE LTD	NOTE 11/1	23248VAB1	190	160,000	PRN		SOLE		160,000	0	0
D R HORTON INC	COM	23331A109	565	6,727	SH		SOLE		6,727	0	0
D R HORTON INC	COM	23331A109	3,673	43,738	SH		OTR	1	0	43,738	0
DANAHER CORPORATION	COM	235851102	25,769	84,643	SH		OTR	1	0	84,643	0
DANAHER CORPORATION	COM	235851102	3,795	12,467	SH		SOLE		12,467	0	0
DARDEN RESTAURANTS INC	COM	237194105	2,643	17,446	SH		OTR	1	0	17,446	0
DARDEN RESTAURANTS INC	COM	237194105	410	2,705	SH		SOLE		2,705	0	0
DATADOG INC	NOTE 0.125% 6/1	23804LAB9	32,793	19,804,000	PRN		OTR	1	0	19,804,000	0
DATADOG INC	NOTE 0.125% 6/1	23804LAB9	2,052	1,239,000	PRN		SOLE		1,239,000	0	0
DAVITA INC	COM	23918K108	1,087	9,346	SH		OTR	1	0	9,346	0
DAVITA INC	COM	23918K108	134	1,149	SH		SOLE		1,149	0	0
DBX ETF TR	XTRACK HRVST CSI	233051879	1,093	28,680	SH		SOLE		28,680	0	0
DEERE & CO	COM	244199105	1,877	5,601	SH		SOLE		5,601	0	0
DEERE & CO	COM	244199105	12,669	37,809	SH		OTR	1	0	37,809	0
DELAWARE INVTS MINN MUN INCO	COM	24610V103	8,003	564,399	SH		SOLE		564,399	0	0
DELAWARE INVTS NATL MUN INCO	SH BEN INT	24610T108	3,611	256,199	SH		SOLE		256,199	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	459	10,777	SH		SOLE		10,777	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	3,634	85,288	SH		OTR	1	0	85,288	0
DENTSPLY SIRONA INC	COM	24906P109	249	4,285	SH		SOLE		4,285	0	0
DENTSPLY SIRONA INC	COM	24906P109	1,693	29,159	SH		OTR	1	0	29,159	0
DEVON ENERGY CORP NEW	COM	25179M103	478	13,459	SH		SOLE		13,459	0	0
DEVON ENERGY CORP NEW	COM	25179M103	2,978	83,859	SH		OTR	1	0	83,859	0
DEXCOM INC	COM	252131107	7,051	12,894	SH		OTR	1	0	12,894	0
DEXCOM INC	COM	252131107	1,055	1,930	SH		SOLE		1,930	0	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	4,486	3,770,000	PRN		SOLE		3,770,000	0	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	9,804	8,273,000	PRN		DFND	1	0	8,273,000	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	162	137,000	PRN		OTR	4	0	137,000	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	61,256	51,476,000	PRN		OTR	1	0	51,476,000	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	60	18,000	PRN		SOLE		18,000	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	271	2,863	SH		SOLE		2,863	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	2,146	22,668	SH		OTR	1	0	22,668	0
DICKS SPORTING GOODS INC	NOTE 3.250% 4/1	253393AD4	393	107,000	PRN		SOLE		107,000	0	0
DIGITAL RLTY TR INC	COM	253868103	772	5,343	SH		SOLE		5,343	0	0
DIGITAL RLTY TR INC	COM	253868103	5,424	37,547	SH		OTR	1	0	37,547	0
DISCOVER FINL SVCS	COM	254709108	705	5,739	SH		SOLE		5,739	0	0
DISCOVER FINL SVCS	COM	254709108	4,900	39,887	SH		OTR	1	0	39,887	0
DISCOVERY INC	COM SER A	25470F104	571	22,487	SH		OTR	1	0	22,487	0
DISCOVERY INC	COM SER A	25470F104	72	2,841	SH		SOLE		2,841	0	0
DISCOVERY INC	COM SER C	25470F302	167	6,861	SH		SOLE		6,861	0	0
DISCOVERY INC	COM SER C	25470F302	972	40,059	SH		OTR	1	0	40,059	0
DISH NETWORK CORPORATION	CL A	25470M109	182	4,186	SH		SOLE		4,186	0	0
DISH NETWORK CORPORATION	CL A	25470M109	1,440	33,130	SH		OTR	1	0	33,130	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	63,015	64,424,000	PRN		OTR	1	0	64,424,000	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	171	175,000	PRN		OTR	5	0	175,000	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	20,144	20,595,000	PRN		SOLE		20,595,000	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	13,683	13,163,000	PRN		DFND	1	0	13,163,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	33,130	31,795,000	PRN		OTR	1	0	31,795,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	232	223,000	PRN		OTR	4	0	223,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	13,894	13,334,000	PRN		SOLE		13,334,000	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	130	125,000	PRN		OTR	5	0	125,000	0
DISNEY WALT CO	COM	254687106	40,983	242,260	SH		OTR	1	0	242,260	0
DISNEY WALT CO	COM	254687106	6,056	35,798	SH		SOLE		35,798	0	0
DOCUSIGN INC	NOTE 0.500% 9/1	256163AB2	215	60,000	PRN		SOLE		60,000	0	0
DOLLAR GEN CORP NEW	COM	256677105	6,681	31,493	SH		OTR	1	0	31,493	0
DOLLAR GEN CORP NEW	COM	256677105	997	4,698	SH		SOLE		4,698	0	0
DOLLAR TREE INC	COM	256746108	441	4,608	SH		SOLE		4,608	0	0
DOLLAR TREE INC	COM	256746108	2,960	30,927	SH		OTR	1	0	30,927	0
DOMINION ENERGY INC	COM	25746U109	1,146	15,688	SH		SOLE		15,688	0	0
DOMINION ENERGY INC	COM	25746U109	7,852	107,537	SH		OTR	1	0	107,537	0
DOMINOS PIZZA INC	COM	25754A201	344	721	SH		SOLE		721	0	0
DOMINOS PIZZA INC	COM	25754A201	2,341	4,909	SH		OTR	1	0	4,909	0
DOVER CORP	COM	260003108	424	2,725	SH		SOLE		2,725	0	0
DOVER CORP	COM	260003108	2,984	19,191	SH		OTR	1	0	19,191	0
DOW INC	COM	260557103	863	14,985	SH		SOLE		14,985	0	0
DOW INC	COM	260557103	5,733	99,600	SH		OTR	1	0	99,600	0
DTE ENERGY CO	COM	233331107	409	3,660	SH		SOLE		3,660	0	0
DTE ENERGY CO	COM	233331107	2,882	25,795	SH		OTR	1	0	25,795	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	1,440	14,760	SH		SOLE		14,760	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	10,009	102,563	SH		OTR	1	0	102,563	0
DUKE REALTY CORP	COM NEW	264411505	350	7,316	SH		SOLE		7,316	0	0
DUKE REALTY CORP	COM NEW	264411505	2,394	50,000	SH		OTR	1	0	50,000	0
DUPONT DE NEMOURS INC	COM	26614N102	742	10,918	SH		SOLE		10,918	0	0
DUPONT DE NEMOURS INC	COM	26614N102	4,737	69,667	SH		OTR	1	0	69,667	0
DWS MUN INCOME TR	COM	233368109	1,559	131,002	SH		OTR	1	0	131,002	0
DWS MUN INCOME TR	COM	233368109	1,131	95,010	SH		SOLE		95,010	0	0
DXC TECHNOLOGY CO	COM	23355L106	1,139	33,889	SH		OTR	1	0	33,889	0
DXC TECHNOLOGY CO	COM	23355L106	144	4,283	SH		SOLE		4,283	0	0
EASTMAN CHEM CO	COM	277432100	1,834	18,202	SH		OTR	1	0	18,202	0
EASTMAN CHEM CO	COM	277432100	292	2,899	SH		SOLE		2,899	0	0
EATON VANCE MUN BD FD	COM	27827X101	806	60,261	SH		SOLE		60,261	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	5,906	481,489	SH		SOLE		481,489	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	162	13,241	SH		OTR	1	0	13,241	0
EBAY INC.	COM	278642103	6,012	86,294	SH		OTR	1	0	86,294	0
EBAY INC.	COM	278642103	925	13,270	SH		SOLE		13,270	0	0
ECOLAB INC	COM	278865100	999	4,791	SH		SOLE		4,791	0	0
ECOLAB INC	COM	278865100	6,920	33,169	SH		OTR	1	0	33,169	0
EDISON INTL	COM	281020107	2,806	50,592	SH		OTR	1	0	50,592	0
EDISON INTL	COM	281020107	410	7,392	SH		SOLE		7,392	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	9,384	82,886	SH		OTR	1	0	82,886	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	1,355	11,973	SH		SOLE		11,973	0	0
ELECTRONIC ARTS INC	COM	285512109	800	5,622	SH		SOLE		5,622	0	0
ELECTRONIC ARTS INC	COM	285512109	5,428	38,159	SH		OTR	1	0	38,159	0
EMERSON ELEC CO	COM	291011104	1,121	11,904	SH		SOLE		11,904	0	0
EMERSON ELEC CO	COM	291011104	7,532	79,962	SH		OTR	1	0	79,962	0
ENPHASE ENERGY INC	COM	29355A107	2,713	18,092	SH		OTR	1	0	18,092	0
ENPHASE ENERGY INC	COM	29355A107	388	2,586	SH		SOLE		2,586	0	0
ENTERGY CORP NEW	COM	29364G103	395	3,981	SH		SOLE		3,981	0	0
ENTERGY CORP NEW	COM	29364G103	2,657	26,755	SH		OTR	1	0	26,755	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	156	124,000	PRN		OTR	4	0	124,000	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	3,466	2,737,000	PRN		SOLE		2,737,000	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	39,277	31,018,000	PRN		OTR	1	0	31,018,000	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	9,596	7,608,000	PRN		DFND	1	0	7,608,000	0
ENVISTA HOLDINGS CORPORATION	NOTE 2.375% 6/0	29415FAB0	275	132,000	PRN		SOLE		132,000	0	0
EOG RES INC	COM	26875P101	918	11,432	SH		SOLE		11,432	0	0
EOG RES INC	COM	26875P101	6,246	77,816	SH		OTR	1	0	77,816	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	72,172	45,635,000	PRN		OTR	1	0	45,635,000	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	5,211	3,295,000	PRN		SOLE		3,295,000	0	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	154	98,000	PRN		OTR	4	0	98,000	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	9,503	6,028,000	PRN		DFND	1	0	6,028,000	0
EQUIFAX INC	COM	294429105	4,109	16,214	SH		OTR	1	0	16,214	0
EQUIFAX INC	COM	294429105	620	2,448	SH		SOLE		2,448	0	0
EQUINIX INC	COM	29444U700	1,389	1,758	SH		SOLE		1,758	0	0
EQUINIX INC	COM	29444U700	9,437	11,944	SH		OTR	1	0	11,944	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	204	2,606	SH		SOLE		2,606	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	542	6,698	SH		SOLE		6,698	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	3,713	45,879	SH		OTR	1	0	45,879	0
ESSEX PPTY TR INC	COM	297178105	2,766	8,652	SH		OTR	1	0	8,652	0
ESSEX PPTY TR INC	COM	297178105	410	1,283	SH		SOLE		1,283	0	0
ETSY INC	COM	29786A106	3,525	16,948	SH		OTR	1	0	16,948	0
ETSY INC	COM	29786A106	529	2,542	SH		SOLE		2,542	0	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	70	29,000	PRN		SOLE		29,000	0	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	12,013	4,957,000	PRN		DFND	1	0	4,957,000	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	204	84,000	PRN		OTR	4	0	84,000	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	2,125	1,916,000	PRN		SOLE		1,916,000	0	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	26,160	23,585,000	PRN		OTR	1	0	23,585,000	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	1,946	1,322,000	PRN		SOLE		1,322,000	0	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	4,665	3,180,000	PRN		DFND	1	0	3,180,000	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	28,138	19,116,000	PRN		OTR	1	0	19,116,000	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	75	51,000	PRN		OTR	4	0	51,000	0
EVERGY INC	COM	30034W106	1,901	30,569	SH		OTR	1	0	30,569	0
EVERGY INC	COM	30034W106	284	4,562	SH		SOLE		4,562	0	0
EVERSOURCE ENERGY	COM	30040W108	3,744	45,795	SH		OTR	1	0	45,795	0
EVERSOURCE ENERGY	COM	30040W108	539	6,587	SH		SOLE		6,587	0	0
EVOLENT HEALTH INC	NOTE 1.500%10/1	30050BAD3	174	150,000	PRN		SOLE		150,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	7,228	6,733,000	PRN		DFND	1	0	6,733,000	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	118	110,000	PRN		OTR	4	0	110,000	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	3,669	3,402,000	PRN		SOLE		3,402,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	48,071	44,570,000	PRN		OTR	1	0	44,570,000	0
EXELON CORP	COM	30161N101	919	19,013	SH		SOLE		19,013	0	0
EXELON CORP	COM	30161N101	6,298	130,290	SH		OTR	1	0	130,290	0
EXPEDIA GROUP INC	COM NEW	30212P303	483	2,944	SH		SOLE		2,944	0	0
EXPEDIA GROUP INC	COM NEW	30212P303	3,172	19,352	SH		OTR	1	0	19,352	0
EXPEDITORS INTL WASH INC	COM	302130109	2,686	22,547	SH		OTR	1	0	22,547	0
EXPEDITORS INTL WASH INC	COM	302130109	426	3,572	SH		SOLE		3,572	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	463	2,754	SH		SOLE		2,754	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	2,995	17,830	SH		OTR	1	0	17,830	0
EXXON MOBIL CORP	COM	30231G102	33,203	564,478	SH		OTR	1	0	564,478	0
EXXON MOBIL CORP	COM	30231G102	5,007	85,132	SH		SOLE		85,132	0	0
F5 NETWORKS INC	COM	315616102	259	1,305	SH		SOLE		1,305	0	0
F5 NETWORKS INC	COM	315616102	1,580	7,948	SH		OTR	1	0	7,948	0
FACEBOOK INC	CL A	30303M102	107,757	317,503	SH		OTR	1	0	317,503	0
FACEBOOK INC	CL A	30303M102	15,895	46,834	SH		SOLE		46,834	0	0
FASTENAL CO	COM	311900104	3,952	76,580	SH		OTR	1	0	76,580	0
FASTENAL CO	COM	311900104	582	11,276	SH		SOLE		11,276	0	0
FEDERAL RLTY INVT TR	SH BEN INT NEW	313747206	1,113	9,434	SH		OTR	1	0	9,434	0
FEDERAL RLTY INVT TR	SH BEN INT NEW	313747206	141	1,192	SH		SOLE		1,192	0	0
FEDEX CORP	COM	31428X106	7,184	32,759	SH		OTR	1	0	32,759	0
FEDEX CORP	COM	31428X106	1,098	5,009	SH		SOLE		5,009	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	10,011	82,271	SH		OTR	1	0	82,271	0
FIDELITY NATL INFORMATION SV	COM	31620M106	1,492	12,264	SH		SOLE		12,264	0	0
FIFTH THIRD BANCORP	COM	316773100	3,904	91,998	SH		OTR	1	0	91,998	0
FIFTH THIRD BANCORP	COM	316773100	565	13,321	SH		SOLE		13,321	0	0
FIREEYE INC	NOTE 0.875% 6/0	31816QAF8	214	200,000	PRN		SOLE		200,000	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	668	3,465	SH		SOLE		3,465	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	4,526	23,466	SH		OTR	1	0	23,466	0
FIRSTENERGY CORP	COM	337932107	380	10,663	SH		SOLE		10,663	0	0
FIRSTENERGY CORP	COM	337932107	2,583	72,521	SH		OTR	1	0	72,521	0
FISERV INC	COM	337738108	8,616	79,414	SH		OTR	1	0	79,414	0
FISERV INC	COM	337738108	1,275	11,753	SH		SOLE		11,753	0	0
FIVE9 INC	NOTE 0.500% 6/0	338307AD3	13,005	9,608,000	PRN		OTR	1	0	9,608,000	0
FIVE9 INC	NOTE 0.500% 6/0	338307AD3	869	642,000	PRN		SOLE		642,000	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	2,901	11,105	SH		OTR	1	0	11,105	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	445	1,703	SH		SOLE		1,703	0	0
FLEXION THERAPEUTICS INC	NOTE 3.375% 5/0	33938JAB2	40	45,000	PRN		SOLE		45,000	0	0
FMC CORP	COM NEW	302491303	1,577	17,219	SH		OTR	1	0	17,219	0
FMC CORP	COM NEW	302491303	236	2,577	SH		SOLE		2,577	0	0
FORD MTR CO DEL	COM	345370860	1,140	80,513	SH		SOLE		80,513	0	0
FORD MTR CO DEL	COM	345370860	7,403	522,778	SH		OTR	1	0	522,778	0
FORTINET INC	COM	34959E109	769	2,633	SH		SOLE		2,633	0	0
FORTINET INC	COM	34959E109	5,278	18,074	SH		OTR	1	0	18,074	0
FORTIVE CORP	COM	34959J108	3,369	47,735	SH		OTR	1	0	47,735	0
FORTIVE CORP	COM	34959J108	482	6,829	SH		SOLE		6,829	0	0
FORTIVE CORP	NOTE 0.875% 2/1	34959JAK4	574	570,000	PRN		SOLE		570,000	0	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	244	2,733	SH		SOLE		2,733	0	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	1,651	18,461	SH		OTR	1	0	18,461	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	124	125,914	PRN		OTR	5	0	125,914	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	43,461	44,134,853	PRN		OTR	1	0	44,134,853	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	24,294	24,670,931	PRN		SOLE		24,670,931	0	0
FOX CORP	CL A COM	35137L105	1,748	43,592	SH		OTR	1	0	43,592	0
FOX CORP	CL A COM	35137L105	221	5,508	SH		SOLE		5,508	0	0
FOX CORP	CL B COM	35137L204	752	20,263	SH		OTR	1	0	20,263	0
FOX CORP	CL B COM	35137L204	172	4,640	SH		SOLE		4,640	0	0
FRANKLIN RESOURCES INC	COM	354613101	1,080	36,330	SH		OTR	1	0	36,330	0
FRANKLIN RESOURCES INC	COM	354613101	136	4,591	SH		SOLE		4,591	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	6,357	195,406	SH		OTR	1	0	195,406	0
FREEPORT-MCMORAN INC	CL B	35671D857	950	29,190	SH		SOLE		29,190	0	0
FTI CONSULTING INC	NOTE 2.000% 8/1	302941AP4	119	85,000	PRN		SOLE		85,000	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	4,061	27,318	SH		OTR	1	0	27,318	0
GALLAGHER ARTHUR J & CO	COM	363576109	587	3,952	SH		SOLE		3,952	0	0
GAP INC	COM	364760108	629	27,693	SH		OTR	1	0	27,693	0
GAP INC	COM	364760108	79	3,499	SH		SOLE		3,499	0	0
GARTNER INC	COM	366651107	3,386	11,141	SH		OTR	1	0	11,141	0
GARTNER INC	COM	366651107	488	1,607	SH		SOLE		1,607	0	0
GENERAC HLDGS INC	COM	368736104	515	1,260	SH		SOLE		1,260	0	0
GENERAC HLDGS INC	COM	368736104	3,430	8,394	SH		OTR	1	0	8,394	0
GENERAL DYNAMICS CORP	COM	369550108	6,058	30,903	SH		OTR	1	0	30,903	0
GENERAL DYNAMICS CORP	COM	369550108	883	4,503	SH		SOLE		4,503	0	0
GENERAL ELECTRIC CO	COM NEW	369604301	2,525	24,505	SH		SOLE		24,505	0	0
GENERAL ELECTRIC CO	COM NEW	369604301	15,074	146,311	SH		OTR	1	0	146,311	0
GENERAL MLS INC	COM	370334104	717	11,986	SH		SOLE		11,986	0	0
GENERAL MLS INC	COM	370334104	4,869	81,392	SH		OTR	1	0	81,392	0
GENERAL MTRS CO	COM	37045V100	1,461	27,725	SH		SOLE		27,725	0	0
GENERAL MTRS CO	COM	37045V100	10,192	193,358	SH		OTR	1	0	193,358	0
GENUINE PARTS CO	COM	372460105	2,335	19,264	SH		OTR	1	0	19,264	0
GENUINE PARTS CO	COM	372460105	386	3,187	SH		SOLE		3,187	0	0
GILEAD SCIENCES INC	COM	375558103	11,681	167,226	SH		OTR	1	0	167,226	0
GILEAD SCIENCES INC	COM	375558103	1,806	25,862	SH		SOLE		25,862	0	0
GLOBAL PMTS INC	COM	37940X102	894	5,674	SH		SOLE		5,674	0	0
GLOBAL PMTS INC	COM	37940X102	6,203	39,362	SH		OTR	1	0	39,362	0
GLOBAL X FDS	NASDAQ 100 COVER	37954Y483	451	20,422	SH		SOLE		20,422	0	0
GLOBE LIFE INC	COM	37959E102	1,126	12,649	SH		OTR	1	0	12,649	0
GLOBE LIFE INC	COM	37959E102	142	1,597	SH		SOLE		1,597	0	0
GOLAR LNG LTD	NOTE 2.750% 2/1	38046YAB7	497	498,000	PRN		SOLE		498,000	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	16,973	44,899	SH		OTR	1	0	44,899	0
GOLDMAN SACHS GROUP INC	COM	38141G104	2,458	6,503	SH		SOLE		6,503	0	0
GRAINGER W W INC	COM	384802104	2,294	5,836	SH		OTR	1	0	5,836	0
GRAINGER W W INC	COM	384802104	369	938	SH		SOLE		938	0	0
GRANITE PT MTG TR INC	NOTE 6.375%10/0	38741LAC1	697	690,000	PRN		SOLE		690,000	0	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	145	120,000	PRN		SOLE		120,000	0	0
GULFPORT ENERGY CORP	COMMON SHARES	402635502	126,265	1,535,884	SH		OTR	1	0	1,535,884	0
GULFPORT ENERGY CORP	COMMON SHARES	402635502	363	4,417	SH		OTR	5	0	4,417	0
GULFPORT ENERGY CORP	COMMON SHARES	402635502	55,234	671,868	SH		SOLE		671,868	0	0
HALLIBURTON CO	COM	406216101	2,565	118,631	SH		OTR	1	0	118,631	0
HALLIBURTON CO	COM	406216101	393	18,189	SH		SOLE		18,189	0	0
HANESBRANDS INC	COM	410345102	797	46,432	SH		OTR	1	0	46,432	0
HANESBRANDS INC	COM	410345102	101	5,867	SH		SOLE		5,867	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	3,249	46,242	SH		OTR	1	0	46,242	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	495	7,041	SH		SOLE		7,041	0	0
HASBRO INC	COM	418056107	228	2,555	SH		SOLE		2,555	0	0
HASBRO INC	COM	418056107	1,522	17,058	SH		OTR	1	0	17,058	0
HCA HEALTHCARE INC	COM	40412C101	7,969	32,833	SH		OTR	1	0	32,833	0
HCA HEALTHCARE INC	COM	40412C101	1,191	4,907	SH		SOLE		4,907	0	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	364	10,880	SH		SOLE		10,880	0	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	2,406	71,859	SH		OTR	1	0	71,859	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	2,894	2,769,000	PRN		SOLE		2,769,000	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	37,537	35,914,000	PRN		OTR	1	0	35,914,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	8,360	8,076,000	PRN		DFND	1	0	8,076,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	139	134,000	PRN		OTR	4	0	134,000	0
HENRY JACK & ASSOC INC	COM	426281101	238	1,452	SH		SOLE		1,452	0	0
HENRY JACK & ASSOC INC	COM	426281101	1,625	9,905	SH		OTR	1	0	9,905	0
HENRY SCHEIN INC	COM	806407102	1,429	18,760	SH		OTR	1	0	18,760	0
HENRY SCHEIN INC	COM	806407102	181	2,371	SH		SOLE		2,371	0	0
HERSHEY CO	COM	427866108	502	2,966	SH		SOLE		2,966	0	0
HERSHEY CO	COM	427866108	3,302	19,510	SH		OTR	1	0	19,510	0
HESS CORP	COM	42809H107	2,859	36,601	SH		OTR	1	0	36,601	0
HESS CORP	COM	42809H107	432	5,525	SH		SOLE		5,525	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	388	27,202	SH		SOLE		27,202	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	2,481	174,125	SH		OTR	1	0	174,125	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	4,906	37,139	SH		OTR	1	0	37,139	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	726	5,493	SH		SOLE		5,493	0	0
HOLOGIC INC	COM	436440101	2,522	34,165	SH		OTR	1	0	34,165	0
HOLOGIC INC	COM	436440101	389	5,267	SH		SOLE		5,267	0	0
HOME DEPOT INC	COM	437076102	46,487	141,617	SH		OTR	1	0	141,617	0
HOME DEPOT INC	COM	437076102	6,816	20,765	SH		SOLE		20,765	0	0
HONEYWELL INTL INC	COM	438516106	2,898	13,650	SH		SOLE		13,650	0	0
HONEYWELL INTL INC	COM	438516106	19,520	91,955	SH		OTR	1	0	91,955	0
HORMEL FOODS CORP	COM	440452100	1,541	37,583	SH		OTR	1	0	37,583	0
HORMEL FOODS CORP	COM	440452100	240	5,849	SH		SOLE		5,849	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	238	14,566	SH		SOLE		14,566	0	0
HOST HOTELS & RESORTS INC	COM	44107P104	1,533	93,896	SH		OTR	1	0	93,896	0
HOWMET AEROSPACE INC	COM	443201108	262	8,385	SH		SOLE		8,385	0	0
HOWMET AEROSPACE INC	COM	443201108	1,626	52,118	SH		OTR	1	0	52,118	0
HP INC	COM	40434L105	702	25,664	SH		SOLE		25,664	0	0
HP INC	COM	40434L105	4,382	160,169	SH		OTR	1	0	160,169	0
HUBSPOT INC	NOTE 0.375% 6/0	443573AD2	485	200,000	PRN		SOLE		200,000	0	0
HUMANA INC	COM	444859102	1,012	2,601	SH		SOLE		2,601	0	0
HUMANA INC	COM	444859102	6,694	17,202	SH		OTR	1	0	17,202	0
HUNT J B TRANS SVCS INC	COM	445658107	1,859	11,117	SH		OTR	1	0	11,117	0
HUNT J B TRANS SVCS INC	COM	445658107	268	1,604	SH		SOLE		1,604	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	438	28,357	SH		SOLE		28,357	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	3,042	196,734	SH		OTR	1	0	196,734	0
HUNTINGTON INGALLS INDS INC	COM	446413106	130	671	SH		SOLE		671	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	1,035	5,360	SH		OTR	1	0	5,360	0
IDEX CORP	COM	45167R104	326	1,577	SH		SOLE		1,577	0	0
IDEX CORP	COM	45167R104	2,091	10,102	SH		OTR	1	0	10,102	0
IDEXX LABS INC	COM	45168D104	1,018	1,637	SH		SOLE		1,637	0	0
IDEXX LABS INC	COM	45168D104	7,072	11,371	SH		OTR	1	0	11,371	0
II-VI INC	NOTE 0.250% 9/0	902104AB4	140	105,000	PRN		SOLE		105,000	0	0
ILLINOIS TOOL WKS INC	COM	452308109	7,920	38,328	SH		OTR	1	0	38,328	0
ILLINOIS TOOL WKS INC	COM	452308109	1,186	5,742	SH		SOLE		5,742	0	0
ILLUMINA INC	COM	452327109	1,160	2,860	SH		SOLE		2,860	0	0
ILLUMINA INC	COM	452327109	7,896	19,467	SH		OTR	1	0	19,467	0
ILLUMINA INC	NOTE 8/1	452327AK5	2,549	2,185,000	PRN		SOLE		2,185,000	0	0
ILLUMINA INC	NOTE 8/1	452327AK5	32,744	28,064,000	PRN		OTR	1	0	28,064,000	0
INCYTE CORP	COM	45337C102	1,711	24,873	SH		OTR	1	0	24,873	0
INCYTE CORP	COM	45337C102	251	3,644	SH		SOLE		3,644	0	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY ESG CR	45409F785	4,923	197,689	SH		SOLE		197,689	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	144	130,000	PRN		SOLE		130,000	0	0
INFINERA CORP	NOTE 2.500% 3/0	45667GAE3	15,319	11,540,000	PRN		OTR	1	0	11,540,000	0
INFINERA CORP	NOTE 2.500% 3/0	45667GAE3	694	523,000	PRN		SOLE		523,000	0	0
INGERSOLL RAND INC	COM	45687V106	370	7,334	SH		SOLE		7,334	0	0
INGERSOLL RAND INC	COM	45687V106	2,720	53,965	SH		OTR	1	0	53,965	0
INSIGHT ENTERPRISES INC	NOTE 0.750% 2/1	45765UAB9	119	85,000	PRN		SOLE		85,000	0	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	99	95,000	PRN		SOLE		95,000	0	0
INSULET CORP	NOTE 0.375% 9/0	45784PAK7	529	379,000	PRN		SOLE		379,000	0	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	9,034	8,224,000	PRN		DFND	1	0	8,224,000	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	148	135,000	PRN		OTR	4	0	135,000	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	19,312	17,501,000	PRN		OTR	1	0	17,501,000	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	1,638	1,484,000	PRN		SOLE		1,484,000	0	0
INTEL CORP	COM	458140100	28,790	540,358	SH		OTR	1	0	540,358	0
INTEL CORP	COM	458140100	4,251	79,778	SH		SOLE		79,778	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	8,616	75,038	SH		OTR	1	0	75,038	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	1,238	10,781	SH		SOLE		10,781	0	0
INTERDIGITAL INC	NOTE 2.000% 6/0	45867GAB7	7,981	7,360,000	PRN		OTR	1	0	7,360,000	0
INTERDIGITAL INC	NOTE 2.000% 6/0	45867GAB7	483	445,000	PRN		SOLE		445,000	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	16,552	119,138	SH		OTR	1	0	119,138	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	2,418	17,404	SH		SOLE		17,404	0	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	670	5,012	SH		SOLE		5,012	0	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	4,438	33,190	SH		OTR	1	0	33,190	0
INTERNATIONAL PAPER CO	COM	460146103	2,921	52,232	SH		OTR	1	0	52,232	0
INTERNATIONAL PAPER CO	COM	460146103	453	8,099	SH		SOLE		8,099	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	1,923	52,450	SH		OTR	1	0	52,450	0
INTERPUBLIC GROUP COS INC	COM	460690100	346	9,446	SH		SOLE		9,446	0	0
INTUIT	COM	461202103	19,657	36,435	SH		OTR	1	0	36,435	0
INTUIT	COM	461202103	2,862	5,304	SH		SOLE		5,304	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	2,283	2,296	SH		SOLE		2,296	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	15,696	15,788	SH		OTR	1	0	15,788	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	909	68,544	SH		OTR	1	0	68,544	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	4,115	310,316	SH		SOLE		310,316	0	0
INVESCO QUALITY MUN INCOME T	COM	46133G107	2,673	202,838	SH		SOLE		202,838	0	0
INVITAE CORP	NOTE 2.000% 9/0	46185LAB9	148	120,000	PRN		SOLE		120,000	0	0
IONIS PHARMACEUTICALS INC	NOTE 0.125%12/1	462222AB6	182	198,000	PRN		SOLE		198,000	0	0
IPG PHOTONICS CORP	COM	44980X109	96	603	SH		SOLE		603	0	0
IPG PHOTONICS CORP	COM	44980X109	756	4,774	SH		OTR	1	0	4,774	0
IQVIA HLDGS INC	COM	46266C105	6,121	25,555	SH		OTR	1	0	25,555	0
IQVIA HLDGS INC	COM	46266C105	885	3,693	SH		SOLE		3,693	0	0
IRON MTN INC NEW	COM	46284V101	333	7,664	SH		SOLE		7,664	0	0
IRON MTN INC NEW	COM	46284V101	1,668	38,394	SH		OTR	1	0	38,394	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	31,055	929,500	SH		OTR	1	0	929,500	0
ISHARES GOLD TR	ISHARES NEW	464285204	0	0	SH		SOLE		0	0	0
ISHARES TR	IBOXX HI YD ETF	464288513	5,687	65,000	SH		OTR	1	0	65,000	0
ISHARES TR	IBOXX HI YD ETF	464288513	276	3,153	SH		SOLE		3,153	0	0
ISHARES TR	IBOXX INV CP ETF	464287242	439	3,300	SH		SOLE		3,300	0	0
ISHARES TR	MBS ETF	464288588	296	2,737	SH		SOLE		2,737	0	0
ISHARES TR	MSCI ACWI ETF	464288257	315	3,154	SH		SOLE		3,154	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	42	42,000	PRN		SOLE		42,000	0	0
J JILL INC	COM	46620W201	217	12,465	SH		SOLE		12,465	0	0
JACOBS ENGR GROUP INC	COM	469814107	2,301	17,363	SH		OTR	1	0	17,363	0
JACOBS ENGR GROUP INC	COM	469814107	357	2,694	SH		SOLE		2,694	0	0
JD.COM INC	SPON ADR CL A	47215P106	267	3,699	SH		SOLE		3,699	0	0
JOHNSON & JOHNSON	COM	478160104	56,626	350,624	SH		OTR	1	0	350,624	0
JOHNSON & JOHNSON	COM	478160104	8,284	51,292	SH		SOLE		51,292	0	0
JPMORGAN CHASE & CO	COM	46625H100	65,148	397,996	SH		OTR	1	0	397,996	0
JPMORGAN CHASE & CO	COM	46625H100	9,573	58,482	SH		SOLE		58,482	0	0
JUNIPER NETWORKS INC	COM	48203R104	1,202	43,684	SH		OTR	1	0	43,684	0
JUNIPER NETWORKS INC	COM	48203R104	152	5,521	SH		SOLE		5,521	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	3,282	12,125	SH		OTR	1	0	12,125	0
KANSAS CITY SOUTHERN	COM NEW	485170302	523	1,932	SH		SOLE		1,932	0	0
KARYOPHARM THERAPEUTICS INC	NOTE 3.000%10/1	48576UAA4	70	93,000	PRN		SOLE		93,000	0	0
KELLOGG CO	COM	487836108	2,148	33,597	SH		OTR	1	0	33,597	0
KELLOGG CO	COM	487836108	329	5,144	SH		SOLE		5,144	0	0
KEYCORP	COM	493267108	2,798	129,405	SH		OTR	1	0	129,405	0
KEYCORP	COM	493267108	423	19,551	SH		SOLE		19,551	0	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	608	3,703	SH		SOLE		3,703	0	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	4,036	24,564	SH		OTR	1	0	24,564	0
KIMBERLY-CLARK CORP	COM	494368103	886	6,687	SH		SOLE		6,687	0	0
KIMBERLY-CLARK CORP	COM	494368103	5,959	44,993	SH		OTR	1	0	44,993	0
KIMCO RLTY CORP	COM	49446R109	1,662	80,090	SH		OTR	1	0	80,090	0
KIMCO RLTY CORP	COM	49446R109	210	10,119	SH		SOLE		10,119	0	0
KINDER MORGAN INC DEL	COM	49456B101	4,344	259,676	SH		OTR	1	0	259,676	0
KINDER MORGAN INC DEL	COM	49456B101	636	38,010	SH		SOLE		38,010	0	0
KLA CORP	COM NEW	482480100	6,837	20,438	SH		OTR	1	0	20,438	0
KLA CORP	COM NEW	482480100	1,031	3,082	SH		SOLE		3,082	0	0
KRAFT HEINZ CO	COM	500754106	490	13,321	SH		SOLE		13,321	0	0
KRAFT HEINZ CO	COM	500754106	3,300	89,620	SH		OTR	1	0	89,620	0
KROGER CO	COM	501044101	595	14,707	SH		SOLE		14,707	0	0
KROGER CO	COM	501044101	3,662	90,569	SH		OTR	1	0	90,569	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	877	3,981	SH		SOLE		3,981	0	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	5,895	26,764	SH		OTR	1	0	26,764	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	547	1,945	SH		SOLE		1,945	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	3,664	13,019	SH		OTR	1	0	13,019	0
LAM RESEARCH CORP	COM	512807108	10,823	19,016	SH		OTR	1	0	19,016	0
LAM RESEARCH CORP	COM	512807108	1,624	2,853	SH		SOLE		2,853	0	0
LAMB WESTON HLDGS INC	COM	513272104	1,196	19,482	SH		OTR	1	0	19,482	0
LAMB WESTON HLDGS INC	COM	513272104	188	3,063	SH		SOLE		3,063	0	0
LAS VEGAS SANDS CORP	COM	517834107	256	6,985	SH		SOLE		6,985	0	0
LAS VEGAS SANDS CORP	COM	517834107	1,676	45,790	SH		OTR	1	0	45,790	0
LAUDER ESTEE COS INC	CL A	518439104	1,337	4,457	SH		SOLE		4,457	0	0
LAUDER ESTEE COS INC	CL A	518439104	9,274	30,920	SH		OTR	1	0	30,920	0
LEGGETT & PLATT INC	COM	524660107	100	2,237	SH		SOLE		2,237	0	0
LEGGETT & PLATT INC	COM	524660107	794	17,703	SH		OTR	1	0	17,703	0
LEIDOS HOLDINGS INC	COM	525327102	1,813	18,855	SH		OTR	1	0	18,855	0
LEIDOS HOLDINGS INC	COM	525327102	277	2,881	SH		SOLE		2,881	0	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	1,968	1,975,000	PRN		DFND	1	0	1,975,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	11,358	11,344,000	PRN		OTR	1	0	11,344,000	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	873	872,000	PRN		SOLE		872,000	0	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	32	32,000	PRN		OTR	4	0	32,000	0
LENNAR CORP	CL A	526057104	3,444	36,768	SH		OTR	1	0	36,768	0
LENNAR CORP	CL A	526057104	529	5,646	SH		SOLE		5,646	0	0
LEXICON PHARMACEUTICALS INC	NOTE 5.250%12/0	528872AB0	29	30,000	PRN		SOLE		30,000	0	0
LIBERTY MEDIA CORP DEL	DEB 2.250% 9/3	531229AE2	52	115,000	PRN		SOLE		115,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	27,603	19,395,000	PRN		OTR	1	0	19,395,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	1,429	1,004,000	PRN		SOLE		1,004,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	105	77,000	PRN		OTR	4	0	77,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	1,899	1,390,000	PRN		SOLE		1,390,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	31,839	23,300,000	PRN		OTR	1	0	23,300,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	6,678	4,905,000	PRN		DFND	1	0	4,905,000	0
LILLY ELI & CO	COM	532457108	3,618	15,659	SH		SOLE		15,659	0	0
LILLY ELI & CO	COM	532457108	24,433	105,749	SH		OTR	1	0	105,749	0
LINCOLN NATL CORP IND	COM	534187109	1,640	23,859	SH		OTR	1	0	23,859	0
LINCOLN NATL CORP IND	COM	534187109	262	3,815	SH		SOLE		3,815	0	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	257	2,817	SH		SOLE		2,817	0	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	1,599	17,549	SH		OTR	1	0	17,549	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	23,940	16,537,000	PRN		OTR	1	0	16,537,000	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	1,991	1,375,000	PRN		SOLE		1,375,000	0	0
LKQ CORP	COM	501889208	229	4,549	SH		SOLE		4,549	0	0
LKQ CORP	COM	501889208	1,812	36,010	SH		OTR	1	0	36,010	0
LOCKHEED MARTIN CORP	COM	539830109	11,328	32,826	SH		OTR	1	0	32,826	0
LOCKHEED MARTIN CORP	COM	539830109	1,655	4,797	SH		SOLE		4,797	0	0
LOEWS CORP	COM	540424108	184	3,420	SH		SOLE		3,420	0	0
LOEWS CORP	COM	540424108	1,460	27,070	SH		OTR	1	0	27,070	0
LOWES COS INC	COM	548661107	2,843	14,016	SH		SOLE		14,016	0	0
LOWES COS INC	COM	548661107	19,120	94,253	SH		OTR	1	0	94,253	0
LUMEN TECHNOLOGIES INC	COM	550241103	249	20,059	SH		SOLE		20,059	0	0
LUMEN TECHNOLOGIES INC	COM	550241103	1,643	132,639	SH		OTR	1	0	132,639	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	4,729	3,217,000	PRN		SOLE		3,217,000	0	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	11,928	8,128,000	PRN		DFND	1	0	8,128,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	78,123	53,145,000	PRN		OTR	1	0	53,145,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	197	134,000	PRN		OTR	4	0	134,000	0
LYFT INC	NOTE 1.500% 5/1	55087PAB0	204	131,000	PRN		SOLE		131,000	0	0
M & T BK CORP	COM	55261F104	384	2,568	SH		SOLE		2,568	0	0
M & T BK CORP	COM	55261F104	2,562	17,154	SH		OTR	1	0	17,154	0
MARATHON OIL CORP	COM	565849106	182	13,278	SH		SOLE		13,278	0	0
MARATHON OIL CORP	COM	565849106	1,436	105,079	SH		OTR	1	0	105,079	0
MARATHON PETE CORP	COM	56585A102	781	12,637	SH		SOLE		12,637	0	0
MARATHON PETE CORP	COM	56585A102	5,254	85,003	SH		OTR	1	0	85,003	0
MARKETAXESS HLDGS INC	COM	57060D108	2,128	5,059	SH		OTR	1	0	5,059	0
MARKETAXESS HLDGS INC	COM	57060D108	310	738	SH		SOLE		738	0	0
MARRIOTT INTL INC NEW	CL A	571903202	5,396	36,435	SH		OTR	1	0	36,435	0
MARRIOTT INTL INC NEW	CL A	571903202	800	5,402	SH		SOLE		5,402	0	0
MARRIOTT VACATIONS WORLDWIDE	NOTE 1.500% 9/1	57164YAB3	3,877	3,280,000	PRN		DFND	1	0	3,280,000	0
MARRIOTT VACATIONS WORLDWIDE	NOTE 1.500% 9/1	57164YAB3	66	56,000	PRN		OTR	4	0	56,000	0
MARSH & MCLENNAN COS INC	COM	571748102	1,472	9,723	SH		SOLE		9,723	0	0
MARSH & MCLENNAN COS INC	COM	571748102	10,218	67,479	SH		OTR	1	0	67,479	0
MARTIN MARIETTA MATLS INC	COM	573284106	428	1,252	SH		SOLE		1,252	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	2,841	8,316	SH		OTR	1	0	8,316	0
MASCO CORP	COM	574599106	1,829	32,920	SH		OTR	1	0	32,920	0
MASCO CORP	COM	574599106	292	5,259	SH		SOLE		5,259	0	0
MASTERCARD INCORPORATED	CL A	57636Q104	5,942	17,089	SH		SOLE		17,089	0	0
MASTERCARD INCORPORATED	CL A	57636Q104	40,341	116,030	SH		OTR	1	0	116,030	0
MATCH GROUP INC NEW	COM	57667L107	5,788	36,869	SH		OTR	1	0	36,869	0
MATCH GROUP INC NEW	COM	57667L107	816	5,196	SH		SOLE		5,196	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	405	4,995	SH		SOLE		4,995	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	2,690	33,200	SH		OTR	1	0	33,200	0
MCDONALDS CORP	COM	580135101	23,988	99,491	SH		OTR	1	0	99,491	0
MCDONALDS CORP	COM	580135101	3,656	15,162	SH		SOLE		15,162	0	0
MCKESSON CORP	COM	58155Q103	618	3,102	SH		SOLE		3,102	0	0
MCKESSON CORP	COM	58155Q103	4,107	20,601	SH		OTR	1	0	20,601	0
MERCADOLIBRE INC	COM	58733R102	274	163	SH		SOLE		163	0	0
MERCK & CO INC	COM	58933Y105	3,796	50,535	SH		SOLE		50,535	0	0
MERCK & CO INC	COM	58933Y105	25,358	337,611	SH		OTR	1	0	337,611	0
METLIFE INC	COM	59156R108	5,989	97,012	SH		OTR	1	0	97,012	0
METLIFE INC	COM	59156R108	898	14,555	SH		SOLE		14,555	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	636	462	SH		SOLE		462	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	4,273	3,102	SH		OTR	1	0	3,102	0
MFS MUN INCOME TR	SH BEN INT	552738106	2,329	333,155	SH		SOLE		333,155	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	2,342	54,287	SH		OTR	1	0	54,287	0
MGM RESORTS INTERNATIONAL	COM	552953101	374	8,659	SH		SOLE		8,659	0	0
MICROCHIP TECHNOLOGY INC.	COM	595017104	5,598	36,471	SH		OTR	1	0	36,471	0
MICROCHIP TECHNOLOGY INC.	COM	595017104	815	5,309	SH		SOLE		5,309	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	3,867	3,406,000	PRN		SOLE		3,406,000	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	59,518	52,418,000	PRN		OTR	1	0	52,418,000	0
MICRON TECHNOLOGY INC	COM	595112103	10,613	149,524	SH		OTR	1	0	149,524	0
MICRON TECHNOLOGY INC	COM	595112103	1,561	21,993	SH		SOLE		21,993	0	0
MICROSOFT CORP	COM	594918104	282,179	1,000,919	SH		OTR	1	0	1,000,919	0
MICROSOFT CORP	COM	594918104	41,099	145,782	SH		SOLE		145,782	0	0
MID-AMER APT CMNTYS INC	COM	59522J103	2,851	15,264	SH		OTR	1	0	15,264	0
MID-AMER APT CMNTYS INC	COM	59522J103	454	2,430	SH		SOLE		2,430	0	0
MODERNA INC	COM	60770K107	18,001	46,774	SH		OTR	1	0	46,774	0
MODERNA INC	COM	60770K107	2,651	6,889	SH		SOLE		6,889	0	0
MOHAWK INDS INC	COM	608190104	220	1,241	SH		SOLE		1,241	0	0
MOHAWK INDS INC	COM	608190104	1,321	7,447	SH		OTR	1	0	7,447	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	1,162	25,059	SH		OTR	1	0	25,059	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	147	3,168	SH		SOLE		3,168	0	0
MONDELEZ INTL INC	CL A	609207105	1,627	27,962	SH		SOLE		27,962	0	0
MONDELEZ INTL INC	CL A	609207105	10,832	186,177	SH		OTR	1	0	186,177	0
MONGODB INC	NOTE 0.250% 1/1	60937PAD8	33,357	14,615,000	PRN		OTR	1	0	14,615,000	0
MONGODB INC	NOTE 0.250% 1/1	60937PAD8	2,276	997,000	PRN		SOLE		997,000	0	0
MONGODB INC	NOTE 0.750% 6/1	60937PAB2	242	35,000	PRN		SOLE		35,000	0	0
MONOLITHIC PWR SYS INC	COM	609839105	2,779	5,734	SH		OTR	1	0	5,734	0
MONOLITHIC PWR SYS INC	COM	609839105	448	925	SH		SOLE		925	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	668	7,517	SH		SOLE		7,517	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	4,443	50,015	SH		OTR	1	0	50,015	0
MOODYS CORP	COM	615369105	7,623	21,466	SH		OTR	1	0	21,466	0
MOODYS CORP	COM	615369105	1,141	3,213	SH		SOLE		3,213	0	0
MORGAN STANLEY	COM NEW	617446448	2,725	28,004	SH		SOLE		28,004	0	0
MORGAN STANLEY	COM NEW	617446448	18,918	194,412	SH		OTR	1	0	194,412	0
MOSAIC CO NEW	COM	61945C103	265	7,423	SH		SOLE		7,423	0	0
MOSAIC CO NEW	COM	61945C103	1,646	46,082	SH		OTR	1	0	46,082	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	5,256	22,622	SH		OTR	1	0	22,622	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	769	3,308	SH		SOLE		3,308	0	0
MSCI INC	COM	55354G100	6,687	10,993	SH		OTR	1	0	10,993	0
MSCI INC	COM	55354G100	967	1,589	SH		SOLE		1,589	0	0
NANOSTRING TECHNOLOGIES INC	NOTE 2.625% 3/0	63009RAD1	128	100,000	PRN		SOLE		100,000	0	0
NASDAQ INC	COM	631103108	3,009	15,589	SH		OTR	1	0	15,589	0
NASDAQ INC	COM	631103108	438	2,267	SH		SOLE		2,267	0	0
NATERA INC	NOTE 2.250% 5/0	632307AB0	141	47,000	PRN		SOLE		47,000	0	0
NCL CORP LTD	NOTE 5.375% 8/0	62886HAX9	1,370	800,000	PRN		SOLE		800,000	0	0
NCL CORP LTD	NOTE 5.375% 8/0	62886HAX9	12,891	7,530,000	PRN		OTR	1	0	7,530,000	0
NCL CORP LTD	NOTE 6.000% 5/1	62886HAT8	9,885	4,605,000	PRN		OTR	1	0	4,605,000	0
NCL CORP LTD	NOTE 6.000% 5/1	62886HAT8	470	219,000	PRN		SOLE		219,000	0	0
NETAPP INC	COM	64110D104	2,660	29,632	SH		OTR	1	0	29,632	0
NETAPP INC	COM	64110D104	417	4,645	SH		SOLE		4,645	0	0
NETFLIX INC	COM	64110L106	5,347	8,760	SH		SOLE		8,760	0	0
NETFLIX INC	COM	64110L106	35,980	58,950	SH		OTR	1	0	58,950	0
NEUBERGER BERMAN N Y MUN FD	COM	64124K102	338	25,745	SH		SOLE		25,745	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	2,708	2,027,000	PRN		SOLE		2,027,000	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	39,614	29,655,000	PRN		OTR	1	0	29,655,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	106	80,000	PRN		OTR	4	0	80,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	6,337	4,780,000	PRN		DFND	1	0	4,780,000	0
NEW RELIC INC	NOTE 0.500% 5/0	64829BAB6	122	120,000	PRN		SOLE		120,000	0	0
NEWELL BRANDS INC	COM	651229106	141	6,357	SH		SOLE		6,357	0	0
NEWELL BRANDS INC	COM	651229106	1,114	50,304	SH		OTR	1	0	50,304	0
NEWMONT CORP	COM	651639106	5,800	106,822	SH		OTR	1	0	106,822	0
NEWMONT CORP	COM	651639106	858	15,798	SH		SOLE		15,798	0	0
NEWPARK RES INC	NOTE 4.000%12/0	651718AE8	597	600,000	PRN		SOLE		600,000	0	0
NEWS CORP NEW	CL A	65249B109	263	11,177	SH		SOLE		11,177	0	0
NEWS CORP NEW	CL A	65249B109	1,225	52,062	SH		OTR	1	0	52,062	0
NEWS CORP NEW	CL B	65249B208	377	16,210	SH		OTR	1	0	16,210	0
NEWS CORP NEW	CL B	65249B208	48	2,048	SH		SOLE		2,048	0	0
NEXTERA ENERGY INC	COM	65339F101	20,535	261,529	SH		OTR	1	0	261,529	0
NEXTERA ENERGY INC	COM	65339F101	3,068	39,068	SH		SOLE		39,068	0	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	12,842	252,007	SH		DFND	1	0	252,007	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	1,091	21,300	SH		SOLE		21,300	0	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	210	4,129	SH		OTR	4	0	4,129	0
NICE LTD	NOTE 9/1	653656AB4	14,412	12,298,000	PRN		DFND	1	0	12,298,000	0
NICE LTD	NOTE 9/1	653656AB4	100,427	85,334,000	PRN		OTR	1	0	85,334,000	0
NICE LTD	NOTE 9/1	653656AB4	7,071	6,008,000	PRN		SOLE		6,008,000	0	0
NICE LTD	NOTE 9/1	653656AB4	237	202,000	PRN		OTR	4	0	202,000	0
NICE LTD	SPONSORED ADR	653656108	9,220	32,460	SH		OTR	1	0	32,460	0
NICE LTD	SPONSORED ADR	653656108	6,934	24,412	SH		SOLE		24,412	0	0
NIKE INC	CL B	654106103	24,689	169,996	SH		OTR	1	0	169,996	0
NIKE INC	CL B	654106103	3,624	24,953	SH		SOLE		24,953	0	0
NISOURCE INC	COM	65473P105	160	6,593	SH		SOLE		6,593	0	0
NISOURCE INC	COM	65473P105	1,264	52,164	SH		OTR	1	0	52,164	0
NORFOLK SOUTHN CORP	COM	655844108	1,150	4,806	SH		SOLE		4,806	0	0
NORFOLK SOUTHN CORP	COM	655844108	7,870	32,895	SH		OTR	1	0	32,895	0
NORTHERN TR CORP	COM	665859104	442	4,104	SH		SOLE		4,104	0	0
NORTHERN TR CORP	COM	665859104	2,990	27,730	SH		OTR	1	0	27,730	0
NORTHROP GRUMMAN CORP	COM	666807102	7,189	19,960	SH		OTR	1	0	19,960	0
NORTHROP GRUMMAN CORP	COM	666807102	1,053	2,923	SH		SOLE		2,923	0	0
NORTONLIFELOCK INC	COM	668771108	1,960	77,462	SH		OTR	1	0	77,462	0
NORTONLIFELOCK INC	COM	668771108	296	11,689	SH		SOLE		11,689	0	0
NRG ENERGY INC	COM NEW	629377508	1,330	32,581	SH		OTR	1	0	32,581	0
NRG ENERGY INC	COM NEW	629377508	168	4,117	SH		SOLE		4,117	0	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	9,192	7,836,000	PRN		DFND	1	0	7,836,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	62,677	53,206,000	PRN		OTR	1	0	53,206,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	3,578	3,037,000	PRN		SOLE		3,037,000	0	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	150	128,000	PRN		OTR	4	0	128,000	0
NUCOR CORP	COM	670346105	3,853	39,118	SH		OTR	1	0	39,118	0
NUCOR CORP	COM	670346105	595	6,041	SH		SOLE		6,041	0	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	8,270	8,587,000	PRN		DFND	1	0	8,587,000	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	1,491	1,540,000	PRN		SOLE		1,540,000	0	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	20,372	21,043,000	PRN		OTR	1	0	21,043,000	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	136	141,000	PRN		OTR	4	0	141,000	0
NUVEEN AMT FREE QLTY MUN INC	COM	670657105	25,938	1,707,583	SH		SOLE		1,707,583	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	2,847	205,883	SH		OTR	1	0	205,883	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	8,098	585,522	SH		SOLE		585,522	0	0
NUVEEN PENNSYLVANIA QLT MUN	COM	670972108	7,648	517,097	SH		SOLE		517,097	0	0
NUVEEN QUALITY MUNCP INCOME	COM	67066V101	2,942	188,362	SH		SOLE		188,362	0	0
NVIDIA CORPORATION	COM	67066G104	10,133	48,915	SH		SOLE		48,915	0	0
NVIDIA CORPORATION	COM	67066G104	68,759	331,913	SH		OTR	1	0	331,913	0
NVR INC	COM	62944T105	316	66	SH		SOLE		66	0	0
NVR INC	COM	62944T105	2,186	456	SH		OTR	1	0	456	0
OCCIDENTAL PETE CORP	COM	674599105	3,495	118,147	SH		OTR	1	0	118,147	0
OCCIDENTAL PETE CORP	COM	674599105	511	17,270	SH		SOLE		17,270	0	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	699	745,000	PRN		SOLE		745,000	0	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	1,987	2,117,000	PRN		OTR	1	0	2,117,000	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	2,341	1,653,000	PRN		SOLE		1,653,000	0	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	18,138	12,805,000	PRN		OTR	1	0	12,805,000	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	537	1,878	SH		SOLE		1,878	0	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	3,573	12,494	SH		OTR	1	0	12,494	0
OMNICELL COM	NOTE 0.250% 9/1	68213NAD1	7,191	4,495,000	PRN		OTR	1	0	4,495,000	0
OMNICELL COM	NOTE 0.250% 9/1	68213NAD1	462	289,000	PRN		SOLE		289,000	0	0
OMNICOM GROUP INC	COM	681919106	2,074	28,622	SH		OTR	1	0	28,622	0
OMNICOM GROUP INC	COM	681919106	313	4,317	SH		SOLE		4,317	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	2,148	952,000	PRN		SOLE		952,000	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	18,704	8,289,000	PRN		OTR	1	0	8,289,000	0
ONEOK INC NEW	COM	682680103	505	8,705	SH		SOLE		8,705	0	0
ONEOK INC NEW	COM	682680103	3,445	59,405	SH		OTR	1	0	59,405	0
ORACLE CORP	COM	68389X105	19,117	219,403	SH		OTR	1	0	219,403	0
ORACLE CORP	COM	68389X105	2,863	32,864	SH		SOLE		32,864	0	0
OREILLY AUTOMOTIVE INC	COM	67103H107	5,612	9,184	SH		OTR	1	0	9,184	0
OREILLY AUTOMOTIVE INC	COM	67103H107	831	1,360	SH		SOLE		1,360	0	0
ORGANON & CO	COMMON STOCK	68622V106	1,104	33,681	SH		OTR	1	0	33,681	0
ORGANON & CO	COMMON STOCK	68622V106	140	4,255	SH		SOLE		4,255	0	0
OSI SYSTEMS INC	NOTE 1.250% 9/0	671044AD7	90	87,000	PRN		SOLE		87,000	0	0
OTIS WORLDWIDE CORP	COM	68902V107	677	8,230	SH		SOLE		8,230	0	0
OTIS WORLDWIDE CORP	COM	68902V107	4,677	56,843	SH		OTR	1	0	56,843	0
PACCAR INC	COM	693718108	3,653	46,288	SH		OTR	1	0	46,288	0
PACCAR INC	COM	693718108	540	6,848	SH		SOLE		6,848	0	0
PACIRA BIOSCIENCES INC	NOTE 0.750% 8/0	695127AF7	19,147	17,708,000	PRN		OTR	1	0	17,708,000	0
PACIRA BIOSCIENCES INC	NOTE 0.750% 8/0	695127AF7	1,206	1,115,000	PRN		SOLE		1,115,000	0	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	2,854	2,749,000	PRN		OTR	1	0	2,749,000	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	57	55,000	PRN		OTR	4	0	55,000	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	3,457	3,338,000	PRN		DFND	1	0	3,338,000	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	154	148,000	PRN		SOLE		148,000	0	0
PACKAGING CORP AMER	COM	695156109	1,741	12,666	SH		OTR	1	0	12,666	0
PACKAGING CORP AMER	COM	695156109	261	1,900	SH		SOLE		1,900	0	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	2,090	1,262,000	PRN		SOLE		1,262,000	0	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	35,034	21,155,000	PRN		OTR	1	0	21,155,000	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	4,126	2,267,000	PRN		SOLE		2,267,000	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	48,793	26,811,000	PRN		OTR	1	0	26,811,000	0
PARKER-HANNIFIN CORP	COM	701094104	4,812	17,208	SH		OTR	1	0	17,208	0
PARKER-HANNIFIN CORP	COM	701094104	692	2,473	SH		SOLE		2,473	0	0
PARSONS CORP DEL	NOTE 0.250% 8/1	70202LAB8	7,577	7,519,000	PRN		OTR	1	0	7,519,000	0
PARSONS CORP DEL	NOTE 0.250% 8/1	70202LAB8	633	628,000	PRN		SOLE		628,000	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	7,429	6,567,000	PRN		DFND	1	0	6,567,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	2,966	2,599,000	PRN		SOLE		2,599,000	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	119	105,000	PRN		OTR	4	0	105,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	38,936	34,117,000	PRN		OTR	1	0	34,117,000	0
PAYCHEX INC	COM	704326107	708	6,299	SH		SOLE		6,299	0	0
PAYCHEX INC	COM	704326107	4,805	42,726	SH		OTR	1	0	42,726	0
PAYCOM SOFTWARE INC	COM	70432V102	3,174	6,403	SH		OTR	1	0	6,403	0
PAYCOM SOFTWARE INC	COM	70432V102	451	910	SH		SOLE		910	0	0
PAYPAL HLDGS INC	COM	70450Y103	5,967	22,930	SH		SOLE		22,930	0	0
PAYPAL HLDGS INC	COM	70450Y103	40,757	156,632	SH		OTR	1	0	156,632	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	665	593,000	PRN		SOLE		593,000	0	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	6,575	5,863,000	PRN		OTR	1	0	5,863,000	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	153	137,000	PRN		OTR	4	0	137,000	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	9,346	8,371,000	PRN		DFND	1	0	8,371,000	0
PENN NATL GAMING INC	COM	707569109	191	2,638	SH		SOLE		2,638	0	0
PENN NATL GAMING INC	COM	707569109	1,513	20,883	SH		OTR	1	0	20,883	0
PENN NATL GAMING INC	NOTE 2.750% 5/1	707569AU3	253	79,000	PRN		SOLE		79,000	0	0
PENNYMAC CORP	NOTE 5.500%11/0	70932AAD5	103	100,000	PRN		SOLE		100,000	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	126	7,205	SH		SOLE		7,205	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	996	57,019	SH		OTR	1	0	57,019	0
PEPSICO INC	COM	713448108	27,708	184,219	SH		OTR	1	0	184,219	0
PEPSICO INC	COM	713448108	4,055	26,959	SH		SOLE		26,959	0	0
PERKINELMER INC	COM	714046109	361	2,085	SH		SOLE		2,085	0	0
PERKINELMER INC	COM	714046109	2,585	14,919	SH		OTR	1	0	14,919	0
PFIZER INC	COM	717081103	32,101	746,368	SH		OTR	1	0	746,368	0
PFIZER INC	COM	717081103	4,718	109,706	SH		SOLE		109,706	0	0
PG&E CORP	UNIT 99/99/9999	69331C140	7,578	79,270	SH		DFND	1	0	79,270	0
PG&E CORP	UNIT 99/99/9999	69331C140	30,256	315,000	SH		OTR	1	0	315,000	0
PG&E CORP	UNIT 99/99/9999	69331C140	124	1,300	SH		OTR	4	0	1,300	0
PG&E CORP	UNIT 99/99/9999	69331C140	2,390	24,882	SH		SOLE		24,882	0	0
PGIM GLOBAL HIGH YIELD FD FO	COM	69346J106	2,551	165,657	SH		SOLE		165,657	0	0
PGIM HIGH YIELD BOND FUND IN	COM	69346H100	2,436	150,000	SH		SOLE		150,000	0	0
PHILIP MORRIS INTL INC	COM	718172109	19,698	207,808	SH		OTR	1	0	207,808	0
PHILIP MORRIS INTL INC	COM	718172109	1,504	15,864	SH		SOLE		15,864	0	0
PHILLIPS 66	COM	718546104	4,089	58,383	SH		OTR	1	0	58,383	0
PHILLIPS 66	COM	718546104	608	8,677	SH		SOLE		8,677	0	0
PINNACLE WEST CAP CORP	COM	723484101	1,085	15,001	SH		OTR	1	0	15,001	0
PINNACLE WEST CAP CORP	COM	723484101	137	1,897	SH		SOLE		1,897	0	0
PIONEER MUNICIPAL HIGH INCOM	COM	723762100	3,111	268,191	SH		OTR	1	0	268,191	0
PIONEER MUNICIPAL HIGH INCOM	COM	723762100	8,802	758,783	SH		SOLE		758,783	0	0
PIONEER MUNICIPAL HIGH INCOM	COM SHS	723763108	5,639	464,851	SH		SOLE		464,851	0	0
PIONEER MUNICIPAL HIGH INCOM	COM SHS	723763108	3,951	325,717	SH		OTR	1	0	325,717	0
PIONEER NAT RES CO	COM	723787107	5,032	30,219	SH		OTR	1	0	30,219	0
PIONEER NAT RES CO	COM	723787107	719	4,318	SH		SOLE		4,318	0	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	86,720	53,564,000	PRN		OTR	1	0	53,564,000	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	6,725	4,154,000	PRN		SOLE		4,154,000	0	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	255	158,000	PRN		OTR	4	0	158,000	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	15,727	9,744,000	PRN		DFND	1	0	9,744,000	0
PNC FINL SVCS GROUP INC	COM	693475105	11,082	56,647	SH		OTR	1	0	56,647	0
PNC FINL SVCS GROUP INC	COM	693475105	1,616	8,258	SH		SOLE		8,258	0	0
POOL CORP	COM	73278L105	2,328	5,359	SH		OTR	1	0	5,359	0
POOL CORP	COM	73278L105	337	775	SH		SOLE		775	0	0
PPG INDS INC	COM	693506107	4,521	31,613	SH		OTR	1	0	31,613	0
PPG INDS INC	COM	693506107	671	4,694	SH		SOLE		4,694	0	0
PPL CORP	COM	69351T106	428	15,363	SH		SOLE		15,363	0	0
PPL CORP	COM	69351T106	2,860	102,593	SH		OTR	1	0	102,593	0
PRICE T ROWE GROUP INC	COM	74144T108	5,950	30,248	SH		OTR	1	0	30,248	0
PRICE T ROWE GROUP INC	COM	74144T108	870	4,422	SH		SOLE		4,422	0	0
PRINCIPAL FINANCIAL GROUP IN	COM	74251V102	2,174	33,750	SH		OTR	1	0	33,750	0
PRINCIPAL FINANCIAL GROUP IN	COM	74251V102	381	5,909	SH		SOLE		5,909	0	0
PROCTER AND GAMBLE CO	COM	742718109	6,731	48,150	SH		SOLE		48,150	0	0
PROCTER AND GAMBLE CO	COM	742718109	45,199	323,312	SH		OTR	1	0	323,312	0
PROGRESSIVE CORP	COM	743315103	1,031	11,405	SH		SOLE		11,405	0	0
PROGRESSIVE CORP	COM	743315103	7,048	77,974	SH		OTR	1	0	77,974	0
PROLOGIS INC.	COM	74340W103	12,372	98,638	SH		OTR	1	0	98,638	0
PROLOGIS INC.	COM	74340W103	1,852	14,764	SH		SOLE		14,764	0	0
PRUDENTIAL FINL INC	COM	744320102	800	7,607	SH		SOLE		7,607	0	0
PRUDENTIAL FINL INC	COM	744320102	5,420	51,519	SH		OTR	1	0	51,519	0
PTC INC	COM	69370C100	1,680	14,025	SH		OTR	1	0	14,025	0
PTC INC	COM	69370C100	260	2,168	SH		SOLE		2,168	0	0
PUBLIC STORAGE	COM	74460D109	895	3,014	SH		SOLE		3,014	0	0
PUBLIC STORAGE	COM	74460D109	6,030	20,296	SH		OTR	1	0	20,296	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	591	9,709	SH		SOLE		9,709	0	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	4,101	67,347	SH		OTR	1	0	67,347	0
PULTE GROUP INC	COM	745867101	260	5,655	SH		SOLE		5,655	0	0
PULTE GROUP INC	COM	745867101	1,619	35,263	SH		OTR	1	0	35,263	0
PVH CORPORATION	COM	693656100	973	9,465	SH		OTR	1	0	9,465	0
PVH CORPORATION	COM	693656100	123	1,196	SH		SOLE		1,196	0	0
Q2 HLDGS INC	NOTE 0.750% 2/1	74736LAB5	104	70,000	PRN		SOLE		70,000	0	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	858	762,000	PRN		SOLE		762,000	0	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	8,101	7,195,000	PRN		OTR	1	0	7,195,000	0
QORVO INC	COM	74736K101	367	2,197	SH		SOLE		2,197	0	0
QORVO INC	COM	74736K101	2,510	15,011	SH		OTR	1	0	15,011	0
QUALCOMM INC	COM	747525103	19,399	150,402	SH		OTR	1	0	150,402	0
QUALCOMM INC	COM	747525103	2,877	22,304	SH		SOLE		22,304	0	0
QUANTA SVCS INC	COM	74762E102	267	2,347	SH		SOLE		2,347	0	0
QUANTA SVCS INC	COM	74762E102	2,115	18,579	SH		OTR	1	0	18,579	0
QUEST DIAGNOSTICS INC	COM	74834L100	371	2,555	SH		SOLE		2,555	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	2,365	16,274	SH		OTR	1	0	16,274	0
RALPH LAUREN CORP	CL A	751212101	90	813	SH		SOLE		813	0	0
RALPH LAUREN CORP	CL A	751212101	713	6,421	SH		OTR	1	0	6,421	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	20,941	16,548,000	PRN		OTR	1	0	16,548,000	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	820	648,000	PRN		SOLE		648,000	0	0
RAPID7 INC	NOTE 1.250% 8/0	753422AB0	150	55,000	PRN		SOLE		55,000	0	0
RAYMOND JAMES FINL INC	COM	754730109	2,258	24,471	SH		OTR	1	0	24,471	0
RAYMOND JAMES FINL INC	COM	754730109	346	3,745	SH		SOLE		3,745	0	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	17,264	200,837	SH		OTR	1	0	200,837	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	2,528	29,404	SH		SOLE		29,404	0	0
RBC BEARINGS INC	5% CNV PFD SR A	75524B203	3,633	32,877	SH		OTR	1	0	32,877	0
RBC BEARINGS INC	5% CNV PFD SR A	75524B203	235	2,123	SH		SOLE		2,123	0	0
REALTY INCOME CORP	COM	756109104	490	7,551	SH		SOLE		7,551	0	0
REALTY INCOME CORP	COM	756109104	3,364	51,863	SH		OTR	1	0	51,863	0
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	82	80,000	PRN		SOLE		80,000	0	0
REGENCY CTRS CORP	COM	758849103	334	4,955	SH		SOLE		4,955	0	0
REGENCY CTRS CORP	COM	758849103	1,416	21,024	SH		OTR	1	0	21,024	0
REGENERON PHARMACEUTICALS	COM	75886F107	1,248	2,063	SH		SOLE		2,063	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	8,448	13,959	SH		OTR	1	0	13,959	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	2,731	128,171	SH		OTR	1	0	128,171	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	424	19,895	SH		SOLE		19,895	0	0
REPLIGEN CORP	NOTE 0.375% 7/1	759916AB5	185	73,000	PRN		SOLE		73,000	0	0
REPUBLIC SVCS INC	COM	760759100	462	3,847	SH		SOLE		3,847	0	0
REPUBLIC SVCS INC	COM	760759100	3,371	28,076	SH		OTR	1	0	28,076	0
RESMED INC	COM	761152107	751	2,851	SH		SOLE		2,851	0	0
RESMED INC	COM	761152107	5,114	19,403	SH		OTR	1	0	19,403	0
RH	NOTE 9/1	74967XAD5	378	120,000	PRN		SOLE		120,000	0	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	127	129,000	PRN		OTR	4	0	129,000	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	7,569	7,679,000	PRN		DFND	1	0	7,679,000	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	3,963	4,000,000	PRN		SOLE		4,000,000	0	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	49,341	49,808,000	PRN		OTR	1	0	49,808,000	0
ROBERT HALF INTL INC	COM	770323103	1,511	15,058	SH		OTR	1	0	15,058	0
ROBERT HALF INTL INC	COM	770323103	190	1,898	SH		SOLE		1,898	0	0
ROCKWELL AUTOMATION INC	COM	773903109	693	2,356	SH		SOLE		2,356	0	0
ROCKWELL AUTOMATION INC	COM	773903109	4,546	15,461	SH		OTR	1	0	15,461	0
ROLLINS INC	COM	775711104	1,042	29,481	SH		OTR	1	0	29,481	0
ROLLINS INC	COM	775711104	132	3,726	SH		SOLE		3,726	0	0
ROPER TECHNOLOGIES INC	COM	776696106	925	2,074	SH		SOLE		2,074	0	0
ROPER TECHNOLOGIES INC	COM	776696106	6,260	14,031	SH		OTR	1	0	14,031	0
ROSS STORES INC	COM	778296103	774	7,108	SH		SOLE		7,108	0	0
ROSS STORES INC	COM	778296103	5,176	47,548	SH		OTR	1	0	47,548	0
ROYAL CARIBBEAN GROUP	NOTE 4.250% 6/1	780153BB7	10,043	7,148,000	PRN		DFND	1	0	7,148,000	0
ROYAL CARIBBEAN GROUP	NOTE 4.250% 6/1	780153BB7	1,369	971,000	PRN		SOLE		971,000	0	0
ROYAL CARIBBEAN GROUP	NOTE 4.250% 6/1	780153BB7	11,456	8,125,000	PRN		OTR	1	0	8,125,000	0
ROYAL CARIBBEAN GROUP	NOTE 4.250% 6/1	780153BB7	163	116,000	PRN		OTR	4	0	116,000	0
S&P GLOBAL INC	COM	78409V104	1,973	4,643	SH		SOLE		4,643	0	0
S&P GLOBAL INC	COM	78409V104	13,647	32,120	SH		OTR	1	0	32,120	0
SABA CAPITAL INCOME & OPRNT	SHARES	78518H103	132	28,978	SH		SOLE		28,978	0	0
SABRE GLBL INC	NOTE 4.000% 4/1	78573NAE2	372	215,000	PRN		SOLE		215,000	0	0
SABRE GLBL INC	NOTE 4.000% 4/1	78573NAE2	5,221	3,020,000	PRN		OTR	1	0	3,020,000	0
SAILPOINT TECHNOLOGIES HLDGS	NOTE 0.125% 9/1	78781PAB1	282	175,000	PRN		SOLE		175,000	0	0
SALESFORCE COM INC	COM	79466L302	5,182	19,106	SH		SOLE		19,106	0	0
SALESFORCE COM INC	COM	79466L302	35,096	129,399	SH		OTR	1	0	129,399	0
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	200	135,000	PRN		SOLE		135,000	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	4,820	14,580	SH		OTR	1	0	14,580	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	803	2,429	SH		SOLE		2,429	0	0
SCHLUMBERGER LTD	COM STK	806857108	5,526	186,446	SH		OTR	1	0	186,446	0
SCHLUMBERGER LTD	COM STK	806857108	826	27,858	SH		SOLE		27,858	0	0
SCHWAB CHARLES CORP	COM	808513105	2,133	29,290	SH		SOLE		29,290	0	0
SCHWAB CHARLES CORP	COM	808513105	14,567	199,982	SH		OTR	1	0	199,982	0
SEALED AIR CORP NEW	COM	81211K100	1,110	20,267	SH		OTR	1	0	20,267	0
SEALED AIR CORP NEW	COM	81211K100	140	2,560	SH		SOLE		2,560	0	0
SEMPRA	COM	816851109	756	5,974	SH		SOLE		5,974	0	0
SEMPRA	COM	816851109	5,380	42,532	SH		OTR	1	0	42,532	0
SERVICENOW INC	COM	81762P102	16,383	26,328	SH		OTR	1	0	26,328	0
SERVICENOW INC	COM	81762P102	2,381	3,826	SH		SOLE		3,826	0	0
SHERWIN WILLIAMS CO	COM	824348106	1,308	4,675	SH		SOLE		4,675	0	0
SHERWIN WILLIAMS CO	COM	824348106	9,025	32,264	SH		OTR	1	0	32,264	0
SHOPIFY INC	NOTE 0.125%11/0	82509LAA5	2,245	1,827,000	PRN		SOLE		1,827,000	0	0
SHOPIFY INC	NOTE 0.125%11/0	82509LAA5	41,473	33,745,000	PRN		OTR	1	0	33,745,000	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	2,236	1,735,000	PRN		SOLE		1,735,000	0	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	30,457	23,629,000	PRN		OTR	1	0	23,629,000	0
SIMON PPTY GROUP INC NEW	COM	828806109	5,693	43,804	SH		OTR	1	0	43,804	0
SIMON PPTY GROUP INC NEW	COM	828806109	823	6,335	SH		SOLE		6,335	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	3,627	22,013	SH		OTR	1	0	22,013	0
SKYWORKS SOLUTIONS INC	COM	83088M102	541	3,282	SH		SOLE		3,282	0	0
SMITH A O CORP	COM	831865209	1,095	17,930	SH		OTR	1	0	17,930	0
SMITH A O CORP	COM	831865209	138	2,266	SH		SOLE		2,266	0	0
SMUCKER J M CO	COM NEW	832696405	269	2,245	SH		SOLE		2,245	0	0
SMUCKER J M CO	COM NEW	832696405	1,751	14,588	SH		OTR	1	0	14,588	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	160	49,000	PRN		OTR	4	0	49,000	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	9,851	3,020,000	PRN		DFND	1	0	3,020,000	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	3	1,000	PRN		OTR	1	0	1,000	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	2,116	648,000	PRN		SOLE		648,000	0	0
SNAP ON INC	COM	833034101	1,507	7,214	SH		OTR	1	0	7,214	0
SNAP ON INC	COM	833034101	190	911	SH		SOLE		911	0	0
SOLAREDGE TECHNOLOGIES INC	NOTE 9/1	83417MAD6	2,025	1,629,000	PRN		SOLE		1,629,000	0	0
SOLAREDGE TECHNOLOGIES INC	NOTE 9/1	83417MAD6	38,608	31,060,000	PRN		OTR	1	0	31,060,000	0
SOUTHERN CO	COM	842587107	8,747	141,153	SH		OTR	1	0	141,153	0
SOUTHERN CO	COM	842587107	1,260	20,336	SH		SOLE		20,336	0	0
SOUTHWEST AIRLS CO	COM	844741108	512	9,964	SH		SOLE		9,964	0	0
SOUTHWEST AIRLS CO	COM	844741108	4,055	78,851	SH		OTR	1	0	78,851	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	6,023	4,022,000	PRN		SOLE		4,022,000	0	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	151	101,000	PRN		OTR	4	0	101,000	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	84,715	56,571,000	PRN		OTR	1	0	56,571,000	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	9,430	6,313,000	PRN		DFND	1	0	6,313,000	0
SPDR GOLD TR	GOLD SHS	78463V107	23,046	140,336	SH		OTR	1	0	140,336	0
SPDR GOLD TR	GOLD SHS	78463V107	0	0	SH		SOLE		0	0	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	8,366	14,957	SH		SOLE		14,957	0	0
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	542	575,000	PRN		SOLE		575,000	0	0
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	78	83,000	PRN		OTR	4	0	83,000	0
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	4,658	4,972,000	PRN		DFND	1	0	4,972,000	0
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	6,170	6,550,000	PRN		OTR	1	0	6,550,000	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	39,030	33,252,000	PRN		OTR	1	0	33,252,000	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	2,761	2,352,000	PRN		SOLE		2,352,000	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	103	84,000	PRN		OTR	4	0	84,000	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	6,234	5,107,000	PRN		DFND	1	0	5,107,000	0
SQUARE INC	CL A	852234103	240	1,000	SH		SOLE		1,000	0	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	175	57,000	PRN		OTR	4	0	57,000	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	10,223	3,324,000	PRN		DFND	1	0	3,324,000	0
STANLEY BLACK & DECKER INC	COM	854502101	3,775	21,533	SH		OTR	1	0	21,533	0
STANLEY BLACK & DECKER INC	COM	854502101	565	3,222	SH		SOLE		3,222	0	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	36,556	346,400	SH		OTR	1	0	346,400	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	2,448	23,200	SH		SOLE		23,200	0	0
STARBUCKS CORP	COM	855244109	17,331	157,109	SH		OTR	1	0	157,109	0
STARBUCKS CORP	COM	855244109	2,526	22,902	SH		SOLE		22,902	0	0
STARWOOD WAYPOINT HOMES	NOTE 3.500% 1/1	19625XAB8	170	101,000	PRN		SOLE		101,000	0	0
STATE STR CORP	COM	857477103	617	7,285	SH		SOLE		7,285	0	0
STATE STR CORP	COM	857477103	3,876	45,751	SH		OTR	1	0	45,751	0
STRYKER CORPORATION	COM	863667101	11,789	44,701	SH		OTR	1	0	44,701	0
STRYKER CORPORATION	COM	863667101	1,700	6,447	SH		SOLE		6,447	0	0
SUMMIT HOTEL PPTYS INC	NOTE 1.500% 2/1	866082AA8	1,173	1,112,000	PRN		SOLE		1,112,000	0	0
SUMMIT HOTEL PPTYS INC	NOTE 1.500% 2/1	866082AA8	14,753	13,980,000	PRN		OTR	1	0	13,980,000	0
SVB FINANCIAL GROUP	COM	78486Q101	5,037	7,787	SH		OTR	1	0	7,787	0
SVB FINANCIAL GROUP	COM	78486Q101	766	1,184	SH		SOLE		1,184	0	0
SYNCHRONY FINANCIAL	COM	87165B103	3,709	75,879	SH		OTR	1	0	75,879	0
SYNCHRONY FINANCIAL	COM	87165B103	574	11,739	SH		SOLE		11,739	0	0
SYNOPSYS INC	COM	871607107	6,090	20,341	SH		OTR	1	0	20,341	0
SYNOPSYS INC	COM	871607107	922	3,079	SH		SOLE		3,079	0	0
SYSCO CORP	COM	871829107	808	10,288	SH		SOLE		10,288	0	0
SYSCO CORP	COM	871829107	5,355	68,212	SH		OTR	1	0	68,212	0
TABULA RASA HEALTHCARE INC	NOTE 1.750% 2/1	873379AA9	63	75,000	PRN		SOLE		75,000	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	20,406	182,771	SH		SOLE		182,771	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	35,007	313,546	SH		OTR	1	0	313,546	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	362	2,349	SH		SOLE		2,349	0	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	2,376	15,421	SH		OTR	1	0	15,421	0
TALOS ENERGY INC	COM	87484T108	7,696	558,868	SH		SOLE		558,868	0	0
TALOS ENERGY INC	COM	87484T108	38,605	2,803,590	SH		OTR	1	0	2,803,590	0
TALOS ENERGY INC	COM	87484T108	85	6,187	SH		OTR	5	0	6,187	0
TAPESTRY INC	COM	876030107	174	4,698	SH		SOLE		4,698	0	0
TAPESTRY INC	COM	876030107	1,376	37,181	SH		OTR	1	0	37,181	0
TARGET CORP	COM	87612E106	15,091	65,964	SH		OTR	1	0	65,964	0
TARGET CORP	COM	87612E106	2,189	9,570	SH		SOLE		9,570	0	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	141	140,000	PRN		OTR	4	0	140,000	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	58,376	57,830,000	PRN		OTR	1	0	57,830,000	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	8,446	8,409,000	PRN		DFND	1	0	8,409,000	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	4,234	4,194,000	PRN		SOLE		4,194,000	0	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	379	882	SH		SOLE		882	0	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	2,660	6,192	SH		OTR	1	0	6,192	0
TELEFLEX INCORPORATED	COM	879369106	372	988	SH		SOLE		988	0	0
TELEFLEX INCORPORATED	COM	879369106	7,649	20,314	SH		OTR	1	0	20,314	0
TERADYNE INC	COM	880770102	403	3,689	SH		SOLE		3,689	0	0
TERADYNE INC	COM	880770102	2,422	22,189	SH		OTR	1	0	22,189	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	501	145,000	PRN		SOLE		145,000	0	0
TESLA INC	COM	88160R101	12,360	15,939	SH		SOLE		15,939	0	0
TESLA INC	COM	88160R101	83,810	108,075	SH		OTR	1	0	108,075	0
TESLA INC	NOTE 2.000% 5/1	88160RAG6	574	46,000	PRN		SOLE		46,000	0	0
TEXAS INSTRS INC	COM	882508104	3,452	17,958	SH		SOLE		17,958	0	0
TEXAS INSTRS INC	COM	882508104	23,668	123,138	SH		OTR	1	0	123,138	0
TEXTRON INC	COM	883203101	2,101	30,095	SH		OTR	1	0	30,095	0
TEXTRON INC	COM	883203101	376	5,389	SH		SOLE		5,389	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	4,411	7,721	SH		SOLE		7,721	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	29,940	52,404	SH		OTR	1	0	52,404	0
TJX COS INC NEW	COM	872540109	10,610	160,802	SH		OTR	1	0	160,802	0
TJX COS INC NEW	COM	872540109	1,558	23,618	SH		SOLE		23,618	0	0
T-MOBILE US INC	COM	872590104	1,497	11,720	SH		SOLE		11,720	0	0
T-MOBILE US INC	COM	872590104	9,983	78,137	SH		OTR	1	0	78,137	0
TRACTOR SUPPLY CO	COM	892356106	3,114	15,368	SH		OTR	1	0	15,368	0
TRACTOR SUPPLY CO	COM	892356106	495	2,441	SH		SOLE		2,441	0	0
TRANSDIGM GROUP INC	COM	893641100	4,356	6,974	SH		OTR	1	0	6,974	0
TRANSDIGM GROUP INC	COM	893641100	612	980	SH		SOLE		980	0	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	117	135,000	PRN		SOLE		135,000	0	0
TRAVELERS COMPANIES INC	COM	89417E109	5,098	33,534	SH		OTR	1	0	33,534	0
TRAVELERS COMPANIES INC	COM	89417E109	720	4,735	SH		SOLE		4,735	0	0
TRIMBLE INC	COM	896239100	421	5,121	SH		SOLE		5,121	0	0
TRIMBLE INC	COM	896239100	2,748	33,409	SH		OTR	1	0	33,409	0
TRUIST FINL CORP	COM	89832Q109	10,427	177,788	SH		OTR	1	0	177,788	0
TRUIST FINL CORP	COM	89832Q109	1,546	26,359	SH		SOLE		26,359	0	0
TURNING PT BRANDS INC	COM	90041L105	325	6,802	SH		OTR	1	0	6,802	0
TURNING PT BRANDS INC	COM	90041L105	0	0	SH		SOLE		0	0	0
TWITTER INC	COM	90184L102	942	15,596	SH		SOLE		15,596	0	0
TWITTER INC	COM	90184L102	6,427	106,419	SH		OTR	1	0	106,419	0
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	347	275,000	PRN		SOLE		275,000	0	0
TYLER TECHNOLOGIES INC	COM	902252105	361	787	SH		SOLE		787	0	0
TYLER TECHNOLOGIES INC	COM	902252105	2,491	5,431	SH		OTR	1	0	5,431	0
TYSON FOODS INC	CL A	902494103	3,098	39,241	SH		OTR	1	0	39,241	0
TYSON FOODS INC	CL A	902494103	478	6,054	SH		SOLE		6,054	0	0
UDR INC	COM	902653104	408	7,705	SH		SOLE		7,705	0	0
UDR INC	COM	902653104	1,969	37,165	SH		OTR	1	0	37,165	0
ULTA BEAUTY INC	COM	90384S303	2,635	7,301	SH		OTR	1	0	7,301	0
ULTA BEAUTY INC	COM	90384S303	405	1,123	SH		SOLE		1,123	0	0
UNDER ARMOUR INC	CL A	904311107	64	3,174	SH		SOLE		3,174	0	0
UNDER ARMOUR INC	CL A	904311107	507	25,107	SH		OTR	1	0	25,107	0
UNDER ARMOUR INC	CL C	904311206	454	25,941	SH		OTR	1	0	25,941	0
UNDER ARMOUR INC	CL C	904311206	57	3,278	SH		SOLE		3,278	0	0
UNION PAC CORP	COM	907818108	17,025	86,857	SH		OTR	1	0	86,857	0
UNION PAC CORP	COM	907818108	2,503	12,771	SH		SOLE		12,771	0	0
UNITED AIRLS HLDGS INC	COM	910047109	2,052	43,144	SH		OTR	1	0	43,144	0
UNITED AIRLS HLDGS INC	COM	910047109	259	5,452	SH		SOLE		5,452	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	2,623	14,402	SH		SOLE		14,402	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	17,664	97,002	SH		OTR	1	0	97,002	0
UNITED RENTALS INC	COM	911363109	3,386	9,650	SH		OTR	1	0	9,650	0
UNITED RENTALS INC	COM	911363109	498	1,420	SH		SOLE		1,420	0	0
UNITED STATES STL CORP	NOTE 5.000%11/0	912909AT5	102	54,000	PRN		SOLE		54,000	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	7,215	18,465	SH		SOLE		18,465	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	49,073	125,589	SH		OTR	1	0	125,589	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	181	1,310	SH		SOLE		1,310	0	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	1,435	10,370	SH		OTR	1	0	10,370	0
US BANCORP DEL	COM NEW	902973304	1,649	27,749	SH		SOLE		27,749	0	0
US BANCORP DEL	COM NEW	902973304	10,681	179,700	SH		OTR	1	0	179,700	0
V F CORP	COM	918204108	2,872	42,875	SH		OTR	1	0	42,875	0
V F CORP	COM	918204108	423	6,319	SH		SOLE		6,319	0	0
VALERO ENERGY CORP	COM	91913Y100	3,846	54,503	SH		OTR	1	0	54,503	0
VALERO ENERGY CORP	COM	91913Y100	646	9,151	SH		SOLE		9,151	0	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	393,485	999,910	SH		OTR	3	0	999,910	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	880	0	SH		SOLE		0	0	0
VANGUARD INDEX FDS	VALUE ETF	922908744	0	0	SH		SOLE		0	0	0
VANGUARD INDEX FDS	VALUE ETF	922908744	4,976	36,762	SH		OTR	1	0	36,762	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	94	95,000	PRN		SOLE		95,000	0	0
VENTAS INC	COM	92276F100	2,762	50,019	SH		OTR	1	0	50,019	0
VENTAS INC	COM	92276F100	410	7,419	SH		SOLE		7,419	0	0
VERISIGN INC	COM	92343E102	418	2,037	SH		SOLE		2,037	0	0
VERISIGN INC	COM	92343E102	2,658	12,963	SH		OTR	1	0	12,963	0
VERISK ANALYTICS INC	COM	92345Y106	607	3,031	SH		SOLE		3,031	0	0
VERISK ANALYTICS INC	COM	92345Y106	4,328	21,612	SH		OTR	1	0	21,612	0
VERIZON COMMUNICATIONS INC	COM	92343V104	4,340	80,362	SH		SOLE		80,362	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	29,814	552,015	SH		OTR	1	0	552,015	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	6,261	34,515	SH		OTR	1	0	34,515	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	918	5,062	SH		SOLE		5,062	0	0
VIACOMCBS INC	CL B	92556H206	478	12,107	SH		SOLE		12,107	0	0
VIACOMCBS INC	CL B	92556H206	3,190	80,747	SH		OTR	1	0	80,747	0
VIATRIS INC	COM	92556V106	324	23,924	SH		SOLE		23,924	0	0
VIATRIS INC	COM	92556V106	2,184	161,156	SH		OTR	1	0	161,156	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	4,199	3,230,000	PRN		DFND	1	0	3,230,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	68	52,000	PRN		OTR	4	0	52,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	37,564	28,812,000	PRN		OTR	1	0	28,812,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	2,053	1,575,000	PRN		SOLE		1,575,000	0	0
VISA INC	COM CL A	92826C839	50,070	224,779	SH		OTR	1	0	224,779	0
VISA INC	COM CL A	92826C839	7,319	32,857	SH		SOLE		32,857	0	0
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	139	135,000	PRN		SOLE		135,000	0	0
VISTRA CORP	COM	92840M102	14	319,975	SH		OTR	2	0	319,975	0
VOCERA COMMUNICATIONS INC	NOTE 1.500% 5/1	92857FAB3	45	30,000	PRN		SOLE		30,000	0	0
VONAGE HLDGS CORP	NOTE 1.750% 6/0	92886TAJ1	15,474	13,239,000	PRN		OTR	1	0	13,239,000	0
VONAGE HLDGS CORP	NOTE 1.750% 6/0	92886TAJ1	998	854,000	PRN		SOLE		854,000	0	0
VORNADO RLTY TR	SH BEN INT	929042109	878	20,890	SH		OTR	1	0	20,890	0
VORNADO RLTY TR	SH BEN INT	929042109	111	2,640	SH		SOLE		2,640	0	0
VULCAN MATLS CO	COM	929160109	446	2,635	SH		SOLE		2,635	0	0
VULCAN MATLS CO	COM	929160109	2,992	17,689	SH		OTR	1	0	17,689	0
WABTEC	COM	929740108	317	3,680	SH		SOLE		3,680	0	0
WABTEC	COM	929740108	2,171	25,178	SH		OTR	1	0	25,178	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	667	14,187	SH		SOLE		14,187	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	4,501	95,660	SH		OTR	1	0	95,660	0
WALMART INC	COM	931142103	3,908	28,041	SH		SOLE		28,041	0	0
WALMART INC	COM	931142103	26,530	190,343	SH		OTR	1	0	190,343	0
WASTE MGMT INC DEL	COM	94106L109	1,127	7,544	SH		SOLE		7,544	0	0
WASTE MGMT INC DEL	COM	94106L109	7,734	51,782	SH		OTR	1	0	51,782	0
WATERS CORP	COM	941848103	443	1,240	SH		SOLE		1,240	0	0
WATERS CORP	COM	941848103	2,939	8,225	SH		OTR	1	0	8,225	0
WAYFAIR INC	NOTE 0.625%10/0	94419LAM3	281	280,000	PRN		SOLE		280,000	0	0
WAYFAIR INC	NOTE 1.000% 8/1	94419LAF8	474	255,000	PRN		SOLE		255,000	0	0
WEC ENERGY GROUP INC	COM	92939U106	3,710	42,059	SH		OTR	1	0	42,059	0
WEC ENERGY GROUP INC	COM	92939U106	513	5,814	SH		SOLE		5,814	0	0
WELLS FARGO CO NEW	COM	949746101	25,383	546,938	SH		OTR	1	0	546,938	0
WELLS FARGO CO NEW	COM	949746101	3,705	79,823	SH		SOLE		79,823	0	0
WELLTOWER INC	COM	95040Q104	4,638	56,282	SH		OTR	1	0	56,282	0
WELLTOWER INC	COM	95040Q104	685	8,309	SH		SOLE		8,309	0	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	4,179	9,843	SH		OTR	1	0	9,843	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	613	1,445	SH		SOLE		1,445	0	0
WESTERN ASSET HIGH INCOME OP	COM	95766K109	1,254	241,565	SH		SOLE		241,565	0	0
WESTERN DIGITAL CORP.	COM	958102105	2,306	40,861	SH		OTR	1	0	40,861	0
WESTERN DIGITAL CORP.	COM	958102105	342	6,062	SH		SOLE		6,062	0	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	1,001	988,000	PRN		SOLE		988,000	0	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	4,694	4,634,000	PRN		OTR	1	0	4,634,000	0
WESTERN UN CO	COM	959802109	140	6,914	SH		SOLE		6,914	0	0
WESTERN UN CO	COM	959802109	1,106	54,701	SH		OTR	1	0	54,701	0
WESTROCK CO	COM	96145D105	1,768	35,483	SH		OTR	1	0	35,483	0
WESTROCK CO	COM	96145D105	273	5,483	SH		SOLE		5,483	0	0
WEYERHAEUSER CO MTN BE	COM NEW	962166104	538	15,123	SH		SOLE		15,123	0	0
WEYERHAEUSER CO MTN BE	COM NEW	962166104	3,553	99,897	SH		OTR	1	0	99,897	0
WHIRLPOOL CORP	COM	963320106	1,704	8,357	SH		OTR	1	0	8,357	0
WHIRLPOOL CORP	COM	963320106	256	1,256	SH		SOLE		1,256	0	0
WHITING PETE CORP NEW	COM NEW	966387508	3,153	53,985	SH		SOLE		53,985	0	0
WHITING PETE CORP NEW	COM NEW	966387508	18,960	324,596	SH		OTR	1	0	324,596	0
WILLIAMS COS INC	COM	969457100	4,202	161,971	SH		OTR	1	0	161,971	0
WILLIAMS COS INC	COM	969457100	619	23,866	SH		SOLE		23,866	0	0
WINNEBAGO INDS INC	NOTE 1.500% 4/0	974637AB6	100	75,000	PRN		SOLE		75,000	0	0
WIX COM LTD	NOTE 7/0	92940WAB5	14,139	9,505,000	PRN		OTR	1	0	9,505,000	0
WIX COM LTD	NOTE 7/0	92940WAB5	599	403,000	PRN		SOLE		403,000	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	8,729	5,099,000	PRN		DFND	1	0	5,099,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	2,661	1,552,000	PRN		SOLE		1,552,000	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	146	85,000	PRN		OTR	4	0	85,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	31,778	18,536,000	PRN		OTR	1	0	18,536,000	0
WORKIVA INC	NOTE 1.125% 8/1	98139AAB1	149	80,000	PRN		SOLE		80,000	0	0
WYNN RESORTS LTD	COM	983134107	1,187	14,004	SH		OTR	1	0	14,004	0
WYNN RESORTS LTD	COM	983134107	150	1,771	SH		SOLE		1,771	0	0
XCEL ENERGY INC	COM	98389B100	4,485	71,762	SH		OTR	1	0	71,762	0
XCEL ENERGY INC	COM	98389B100	654	10,467	SH		SOLE		10,467	0	0
XILINX INC	COM	983919101	4,949	32,778	SH		OTR	1	0	32,778	0
XILINX INC	COM	983919101	716	4,742	SH		SOLE		4,742	0	0
XYLEM INC	COM	98419M100	437	3,534	SH		SOLE		3,534	0	0
XYLEM INC	COM	98419M100	2,969	24,009	SH		OTR	1	0	24,009	0
YUM BRANDS INC	COM	988498101	4,858	39,721	SH		OTR	1	0	39,721	0
YUM BRANDS INC	COM	988498101	712	5,819	SH		SOLE		5,819	0	0
ZEBRA TECHNOLOGIES CORPORATI	CL A	989207105	3,678	7,135	SH		OTR	1	0	7,135	0
ZEBRA TECHNOLOGIES CORPORATI	CL A	989207105	567	1,101	SH		SOLE		1,101	0	0
ZENDESK INC	NOTE 0.625% 6/1	98936JAD3	23,040	18,049,000	PRN		OTR	1	0	18,049,000	0
ZENDESK INC	NOTE 0.625% 6/1	98936JAD3	1,324	1,037,000	PRN		SOLE		1,037,000	0	0
ZILLOW GROUP INC	NOTE 2.750% 5/1	98954MAH4	609	390,000	PRN		SOLE		390,000	0	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	602	4,113	SH		SOLE		4,113	0	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	4,069	27,798	SH		OTR	1	0	27,798	0
ZIONS BANCORPORATION N A	COM	989701107	1,353	21,860	SH		OTR	1	0	21,860	0
ZIONS BANCORPORATION N A	COM	989701107	171	2,763	SH		SOLE		2,763	0	0
ZOETIS INC	CL A	98978V103	1,825	9,398	SH		SOLE		9,398	0	0
ZOETIS INC	CL A	98978V103	12,290	63,303	SH		OTR	1	0	63,303	0
ZSCALER INC	NOTE 0.125% 7/0	98980GAB8	32,370	17,701,000	PRN		OTR	1	0	17,701,000	0
ZSCALER INC	NOTE 0.125% 7/0	98980GAB8	1,920	1,050,000	PRN		SOLE		1,050,000	0	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	65	57,000	PRN		OTR	4	0	57,000	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	3,921	3,459,000	PRN		DFND	1	0	3,459,000	0