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

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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
Expires:	Oct 31, 2018
Estimated average burden
hours per response:		23.8

COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
3M CO	COM	88579Y101	1,986	11,182	SH		SOLE		11,182	0	0
3M CO	COM	88579Y101	13,288	74,806	SH		OTR	1	0	74,806	0
8X8 INC NEW	NOTE 0.500% 2/0	282914AB6	50	50,000	PRN		SOLE		50,000	0	0
ABBOTT LABS	COM	002824100	4,894	34,771	SH		SOLE		34,771	0	0
ABBOTT LABS	COM	002824100	32,306	229,547	SH		OTR	1	0	229,547	0
ABBVIE INC	COM	00287Y109	4,717	34,836	SH		SOLE		34,836	0	0
ABBVIE INC	COM	00287Y109	31,073	229,494	SH		OTR	1	0	229,494	0
ABIOMED INC	COM	003654100	308	858	SH		SOLE		858	0	0
ABIOMED INC	COM	003654100	2,121	5,906	SH		OTR	1	0	5,906	0
ACTIVISION BLIZZARD INC	COM	00507V109	1,010	15,187	SH		SOLE		15,187	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	6,727	101,110	SH		OTR	1	0	101,110	0
ADOBE SYSTEMS INCORPORATED	COM	00724F101	35,025	61,766	SH		OTR	1	0	61,766	0
ADOBE SYSTEMS INCORPORATED	COM	00724F101	5,256	9,268	SH		SOLE		9,268	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	316	1,317	SH		SOLE		1,317	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	1,962	8,178	SH		OTR	1	0	8,178	0
ADVANCED MICRO DEVICES INC	COM	007903107	3,380	23,490	SH		SOLE		23,490	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	22,558	156,763	SH		OTR	1	0	156,763	0
AERIE PHARMACEUTICALS INC	NOTE 1.500%10/0	00771VAB4	65	76,000	PRN		SOLE		76,000	0	0
AES CORP	COM	00130H105	341	14,051	SH		SOLE		14,051	0	0
AES CORP	COM	00130H105	2,103	86,548	SH		OTR	1	0	86,548	0
AES CORP	UNIT 99/99/9999	00130H204	1,267	13,200	SH		SOLE		13,200	0	0
AES CORP	UNIT 99/99/9999	00130H204	126	1,314	SH		OTR	4	0	1,314	0
AES CORP	UNIT 99/99/9999	00130H204	7,798	81,231	SH		DFND	1	0	81,231	0
AES CORP	UNIT 99/99/9999	00130H204	28,582	297,700	SH		OTR	1	0	297,700	0
AFLAC INC	COM	001055102	678	11,619	SH		SOLE		11,619	0	0
AFLAC INC	COM	001055102	4,613	79,005	SH		OTR	1	0	79,005	0
AGILENT TECHNOLOGIES INC	COM	00846U101	956	5,987	SH		SOLE		5,987	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	6,274	39,298	SH		OTR	1	0	39,298	0
AIR PRODS & CHEMS INC	COM	009158106	8,743	28,736	SH		OTR	1	0	28,736	0
AIR PRODS & CHEMS INC	COM	009158106	1,284	4,219	SH		SOLE		4,219	0	0
AIR TRANS SVCS GROUP INC	NOTE 1.125%10/1	00922RAB1	73	65,000	PRN		SOLE		65,000	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	365	3,120	SH		SOLE		3,120	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	2,469	21,092	SH		OTR	1	0	21,092	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	729	555,000	PRN		SOLE		555,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	6,581	5,028,000	PRN		DFND	1	0	5,028,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	110	84,000	PRN		OTR	4	0	84,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	2,415	2,056,000	PRN		SOLE		2,056,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	40,900	34,826,000	PRN		OTR	1	0	34,826,000	0
ALASKA AIR GROUP INC	COM	011659109	847	16,266	SH		OTR	1	0	16,266	0
ALASKA AIR GROUP INC	COM	011659109	109	2,087	SH		SOLE		2,087	0	0
ALBEMARLE CORP	COM	012653101	530	2,266	SH		SOLE		2,266	0	0
ALBEMARLE CORP	COM	012653101	3,550	15,185	SH		OTR	1	0	15,185	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	4,082	18,306	SH		OTR	1	0	18,306	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	640	2,869	SH		SOLE		2,869	0	0
ALIGN TECHNOLOGY INC	COM	016255101	942	1,433	SH		SOLE		1,433	0	0
ALIGN TECHNOLOGY INC	COM	016255101	6,256	9,520	SH		OTR	1	0	9,520	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	86	70,000	PRN		SOLE		70,000	0	0
ALLIANT ENERGY CORP	COM	018802108	313	5,084	SH		SOLE		5,084	0	0
ALLIANT ENERGY CORP	COM	018802108	1,998	32,500	SH		OTR	1	0	32,500	0
ALLSTATE CORP	COM	020002101	684	5,814	SH		SOLE		5,814	0	0
ALLSTATE CORP	COM	020002101	4,378	37,214	SH		OTR	1	0	37,214	0
ALPHABET INC	CAP STK CL A	02079K305	17,275	5,963	SH		SOLE		5,963	0	0
ALPHABET INC	CAP STK CL A	02079K305	113,054	39,024	SH		OTR	1	0	39,024	0
ALPHABET INC	CAP STK CL C	02079K107	15,643	5,406	SH		SOLE		5,406	0	0
ALPHABET INC	CAP STK CL C	02079K107	104,959	36,273	SH		OTR	1	0	36,273	0
ALTERYX INC	NOTE 0.500% 8/0	02156BAD5	137	145,000	PRN		SOLE		145,000	0	0
ALTRIA GROUP INC	COM	02209S103	892	18,829	SH		SOLE		18,829	0	0
ALTRIA GROUP INC	COM	02209S103	11,301	238,466	SH		OTR	1	0	238,466	0
AMAZON COM INC	COM	023135106	28,589	8,574	SH		SOLE		8,574	0	0
AMAZON COM INC	COM	023135106	188,660	56,581	SH		OTR	1	0	56,581	0
AMEREN CORP	COM	023608102	430	4,828	SH		SOLE		4,828	0	0
AMEREN CORP	COM	023608102	2,977	33,441	SH		OTR	1	0	33,441	0
AMERICAN AIRLINES GROUP INC	NOTE 6.500% 7/0	02376RAF9	778	561,000	PRN		SOLE		561,000	0	0
AMERICAN AIRLINES GROUP INC	NOTE 6.500% 7/0	02376RAF9	19,314	13,935,000	PRN		OTR	1	0	13,935,000	0
AMERICAN AIRLS GROUP INC	COM	02376R102	194	10,792	SH		SOLE		10,792	0	0
AMERICAN AIRLS GROUP INC	COM	02376R102	1,510	84,056	SH		OTR	1	0	84,056	0
AMERICAN EAGLE OUTFITTERS IN	NOTE 3.750% 4/1	02553EAB2	1,114	366,000	PRN		SOLE		366,000	0	0
AMERICAN EAGLE OUTFITTERS IN	NOTE 3.750% 4/1	02553EAB2	16,596	5,453,000	PRN		OTR	1	0	5,453,000	0
AMERICAN ELEC PWR CO INC	COM	025537101	869	9,763	SH		SOLE		9,763	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	5,817	65,381	SH		OTR	1	0	65,381	0
AMERICAN EXPRESS CO	COM	025816109	2,014	12,312	SH		SOLE		12,312	0	0
AMERICAN EXPRESS CO	COM	025816109	13,324	81,444	SH		OTR	1	0	81,444	0
AMERICAN INTL GROUP INC	COM NEW	026874784	924	16,251	SH		SOLE		16,251	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	6,129	107,784	SH		OTR	1	0	107,784	0
AMERICAN TOWER CORP NEW	COM	03027X100	17,292	59,119	SH		OTR	1	0	59,119	0
AMERICAN TOWER CORP NEW	COM	03027X100	2,575	8,802	SH		SOLE		8,802	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	670	3,550	SH		SOLE		3,550	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	4,451	23,566	SH		OTR	1	0	23,566	0
AMERIPRISE FINL INC	COM	03076C106	688	2,280	SH		SOLE		2,280	0	0
AMERIPRISE FINL INC	COM	03076C106	4,382	14,525	SH		OTR	1	0	14,525	0
AMERISOURCEBERGEN CORP	COM	03073E105	2,581	19,421	SH		OTR	1	0	19,421	0
AMERISOURCEBERGEN CORP	COM	03073E105	400	3,013	SH		SOLE		3,013	0	0
AMETEK INC	COM	031100100	660	4,486	SH		SOLE		4,486	0	0
AMETEK INC	COM	031100100	4,415	30,029	SH		OTR	1	0	30,029	0
AMGEN INC	COM	031162100	16,450	73,120	SH		OTR	1	0	73,120	0
AMGEN INC	COM	031162100	2,582	11,479	SH		SOLE		11,479	0	0
AMPHENOL CORP NEW	CL A	032095101	1,036	11,848	SH		SOLE		11,848	0	0
AMPHENOL CORP NEW	CL A	032095101	6,790	77,632	SH		OTR	1	0	77,632	0
ANALOG DEVICES INC	COM	032654105	12,262	69,763	SH		OTR	1	0	69,763	0
ANALOG DEVICES INC	COM	032654105	1,852	10,534	SH		SOLE		10,534	0	0
ANSYS INC	COM	03662Q105	668	1,666	SH		SOLE		1,666	0	0
ANSYS INC	COM	03662Q105	4,543	11,327	SH		OTR	1	0	11,327	0
ANTHEM INC	COM	036752103	14,605	31,508	SH		OTR	1	0	31,508	0
ANTHEM INC	COM	036752103	2,204	4,755	SH		SOLE		4,755	0	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	99,587	15,144,000	PRN		OTR	1	0	15,144,000	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	6,333	963,000	PRN		SOLE		963,000	0	0
APA CORPORATION	COM	03743Q108	1,268	47,158	SH		OTR	1	0	47,158	0
APA CORPORATION	COM	03743Q108	166	6,156	SH		SOLE		6,156	0	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	3,952	2,614,000	PRN		DFND	1	0	2,614,000	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	936	617,000	PRN		SOLE		617,000	0	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	62	41,000	PRN		OTR	4	0	41,000	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	14,551	9,593,000	PRN		OTR	1	0	9,593,000	0
APPLE INC	COM	037833100	54,674	307,902	SH		SOLE		307,902	0	0
APPLE INC	COM	037833100	359,037	2,021,947	SH		OTR	1	0	2,021,947	0
APPLIED MATLS INC	COM	038222105	2,782	17,681	SH		SOLE		17,681	0	0
APPLIED MATLS INC	COM	038222105	18,444	117,212	SH		OTR	1	0	117,212	0
ARCHER DANIELS MIDLAND CO	COM	039483102	4,909	72,623	SH		OTR	1	0	72,623	0
ARCHER DANIELS MIDLAND CO	COM	039483102	757	11,199	SH		SOLE		11,199	0	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	132	120,000	PRN		SOLE		120,000	0	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	30,616	26,650,000	PRN		OTR	1	0	26,650,000	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	201	175,000	PRN		OTR	5	0	175,000	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	14,550	12,665,000	PRN		SOLE		12,665,000	0	0
ARISTA NETWORKS INC	COM	040413106	657	4,569	SH		SOLE		4,569	0	0
ARISTA NETWORKS INC	COM	040413106	4,186	29,120	SH		OTR	1	0	29,120	0
ASSURANT INC	COM	04621X108	1,153	7,397	SH		OTR	1	0	7,397	0
ASSURANT INC	COM	04621X108	149	957	SH		SOLE		957	0	0
AT&T INC	COM	00206R102	22,804	926,996	SH		OTR	1	0	926,996	0
AT&T INC	COM	00206R102	3,492	141,957	SH		SOLE		141,957	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 1.875% 6/0	049164BJ4	3,363	2,063,000	PRN		SOLE		2,063,000	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 1.875% 6/0	049164BJ4	177	109,000	PRN		OTR	4	0	109,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 1.875% 6/0	049164BJ4	47,643	29,229,000	PRN		OTR	1	0	29,229,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 1.875% 6/0	049164BJ4	10,606	6,527,000	PRN		DFND	1	0	6,527,000	0
ATMOS ENERGY CORP	COM	049560105	1,801	17,191	SH		OTR	1	0	17,191	0
ATMOS ENERGY CORP	COM	049560105	273	2,604	SH		SOLE		2,604	0	0
AUTODESK INC	COM	052769106	8,025	28,539	SH		OTR	1	0	28,539	0
AUTODESK INC	COM	052769106	1,229	4,370	SH		SOLE		4,370	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	13,488	54,701	SH		OTR	1	0	54,701	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	2,029	8,229	SH		SOLE		8,229	0	0
AUTOZONE INC	COM	053332102	5,706	2,722	SH		OTR	1	0	2,722	0
AUTOZONE INC	COM	053332102	843	402	SH		SOLE		402	0	0
AVALONBAY CMNTYS INC	COM	053484101	694	2,747	SH		SOLE		2,747	0	0
AVALONBAY CMNTYS INC	COM	053484101	4,582	18,140	SH		OTR	1	0	18,140	0
AVAYA HLDGS CORP	NOTE 2.250% 6/1	05351XAB7	90	85,000	PRN		SOLE		85,000	0	0
AVERY DENNISON CORP	COM	053611109	336	1,553	SH		SOLE		1,553	0	0
AVERY DENNISON CORP	COM	053611109	2,328	10,748	SH		OTR	1	0	10,748	0
BAKER HUGHES COMPANY	CL A	05722G100	392	16,285	SH		SOLE		16,285	0	0
BAKER HUGHES COMPANY	CL A	05722G100	2,730	113,465	SH		OTR	1	0	113,465	0
BALL CORP	COM	058498106	601	6,241	SH		SOLE		6,241	0	0
BALL CORP	COM	058498106	4,048	42,046	SH		OTR	1	0	42,046	0
BANK NEW YORK MELLON CORP	COM	064058100	895	15,408	SH		SOLE		15,408	0	0
BANK NEW YORK MELLON CORP	COM	064058100	5,728	98,626	SH		OTR	1	0	98,626	0
BATH & BODY WORKS INC	COM	070830104	2,395	34,319	SH		OTR	1	0	34,319	0
BATH & BODY WORKS INC	COM	070830104	385	5,511	SH		SOLE		5,511	0	0
BAXTER INTL INC	COM	071813109	5,579	64,997	SH		OTR	1	0	64,997	0
BAXTER INTL INC	COM	071813109	831	9,685	SH		SOLE		9,685	0	0
BECTON DICKINSON & CO	6% DP CONV PFD B	075887406	1,523	29,000	SH		SOLE		29,000	0	0
BECTON DICKINSON & CO	6% DP CONV PFD B	075887406	124	2,345	SH		OTR	4	0	2,345	0
BECTON DICKINSON & CO	6% DP CONV PFD B	075887406	10,148	193,200	SH		OTR	1	0	193,200	0
BECTON DICKINSON & CO	6% DP CONV PFD B	075887406	7,164	135,813	SH		DFND	1	0	135,813	0
BECTON DICKINSON & CO	COM	075887109	1,390	5,526	SH		SOLE		5,526	0	0
BECTON DICKINSON & CO	COM	075887109	9,376	37,282	SH		OTR	1	0	37,282	0
BERKLEY W R CORP	COM	084423102	1,492	18,115	SH		OTR	1	0	18,115	0
BERKLEY W R CORP	COM	084423102	225	2,735	SH		SOLE		2,735	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	71,083	237,737	SH		OTR	1	0	237,737	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	10,296	34,435	SH		SOLE		34,435	0	0
BEST BUY INC	COM	086516101	2,920	28,736	SH		OTR	1	0	28,736	0
BEST BUY INC	COM	086516101	467	4,597	SH		SOLE		4,597	0	0
BILL COM HLDGS INC	NOTE 12/0	090043AB6	16,908	9,870,000	PRN		OTR	1	0	9,870,000	0
BILL COM HLDGS INC	NOTE 12/0	090043AB6	1,120	654,000	PRN		SOLE		654,000	0	0
BIO RAD LABS INC	CL A	090572207	348	460	SH		SOLE		460	0	0
BIO RAD LABS INC	CL A	090572207	2,119	2,805	SH		OTR	1	0	2,805	0
BIOGEN INC	COM	09062X103	731	3,047	SH		SOLE		3,047	0	0
BIOGEN INC	COM	09062X103	4,575	19,069	SH		OTR	1	0	19,069	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	18,262	17,424,000	PRN		OTR	1	0	17,424,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	1,161	1,108,000	PRN		SOLE		1,108,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	197	188,000	PRN		OTR	4	0	188,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	11,857	11,340,000	PRN		DFND	1	0	11,340,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.250% 5/1	09061GAK7	59,060	56,350,000	PRN		OTR	1	0	56,350,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.250% 5/1	09061GAK7	3,305	3,153,000	PRN		SOLE		3,153,000	0	0
BIO-TECHNE CORP	COM	09073M104	437	845	SH		SOLE		845	0	0
BIO-TECHNE CORP	COM	09073M104	2,639	5,101	SH		OTR	1	0	5,101	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	34,351	23,708	SH		OTR	1	0	23,708	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	9,469	6,551	SH		DFND	1	0	6,551	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	162	112	SH		OTR	4	0	112	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	3,999	2,760	SH		SOLE		2,760	0	0
BK OF AMERICA CORP	COM	060505104	71,238	1,601,214	SH		OTR	1	0	1,601,214	0
BK OF AMERICA CORP	COM	060505104	6,349	142,708	SH		SOLE		142,708	0	0
BLACKLINE INC	NOTE 0.125% 8/0	09239BAB5	136	90,000	PRN		SOLE		90,000	0	0
BLACKROCK CALIF MUN INCOME T	SH BEN INT	09248E102	883	60,663	SH		SOLE		60,663	0	0
BLACKROCK INC	COM	09247X101	2,563	2,799	SH		SOLE		2,799	0	0
BLACKROCK INC	COM	09247X101	16,973	18,538	SH		OTR	1	0	18,538	0
BLACKROCK MUN INCOME QUALITY	COM	092479104	0	0	SH		SOLE		0	0	0
BLACKROCK MUN INCOME QUALITY	COM	092479104	343	21,958	SH		OTR	1	0	21,958	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	29,516	1,138,294	SH		SOLE		1,138,294	0	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	11,081	427,334	SH		OTR	1	0	427,334	0
BLACKROCK MUNICIPAL INCOME	COM	09253X102	24,822	1,636,257	SH		SOLE		1,636,257	0	0
BLACKROCK MUNICIPAL INCOME	COM	09253X102	3,301	217,613	SH		OTR	1	0	217,613	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	15,845	999,065	SH		SOLE		999,065	0	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	5,880	370,721	SH		OTR	1	0	370,721	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	12,121	848,182	SH		SOLE		848,182	0	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	7,504	525,108	SH		OTR	1	0	525,108	0
BLACKROCK MUNIHLDNGS CALI QL	COM	09254L107	9,585	620,785	SH		OTR	1	0	620,785	0
BLACKROCK MUNIHLDNGS CALI QL	COM	09254L107	15,108	978,496	SH		SOLE		978,496	0	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	734	49,380	SH		OTR	1	0	49,380	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	809	54,411	SH		SOLE		54,411	0	0
BLACKROCK MUNIHOLDINGS FD IN	COM	09253N104	10,272	612,904	SH		SOLE		612,904	0	0
BLACKROCK MUNIHOLDINGS FD IN	COM	09253N104	2,455	146,484	SH		OTR	1	0	146,484	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	6,589	467,624	SH		SOLE		467,624	0	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	7,659	543,595	SH		OTR	1	0	543,595	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	9,108	628,127	SH		SOLE		628,127	0	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	8,527	588,091	SH		OTR	1	0	588,091	0
BLACKROCK MUNIYILD QULT FD I	COM	09254F100	4,636	287,227	SH		OTR	1	0	287,227	0
BLACKROCK MUNIYILD QULT FD I	COM	09254F100	2,930	181,548	SH		SOLE		181,548	0	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	4,263	277,877	SH		OTR	1	0	277,877	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	13,608	887,073	SH		SOLE		887,073	0	0
BLACKROCK N Y MUN INCOME TRU	SH BEN INT	09248L106	582	39,397	SH		OTR	1	0	39,397	0
BLACKROCK N Y MUN INCOME TRU	SH BEN INT	09248L106	972	65,741	SH		SOLE		65,741	0	0
BLACKSTONE INC	COM	09260D107	246	1,900	SH		SOLE		1,900	0	0
BLOCK INC	NOTE 0.250%11/0	852234AK9	1,870	1,755,000	PRN		SOLE		1,755,000	0	0
BLOCK INC	NOTE 0.250%11/0	852234AK9	26,366	24,742,000	PRN		OTR	1	0	24,742,000	0
BLOCK INC	NOTE 0.500% 5/1	852234AD5	115	55,000	PRN		OTR	4	0	55,000	0
BLOCK INC	NOTE 0.500% 5/1	852234AD5	6,695	3,196,000	PRN		DFND	1	0	3,196,000	0
BLOCK INC	NOTE 5/0	852234AJ2	2,102	2,040,000	PRN		SOLE		2,040,000	0	0
BLOCK INC	NOTE 5/0	852234AJ2	30,231	29,333,000	PRN		OTR	1	0	29,333,000	0
BLOOMIN BRANDS INC	NOTE 5.000% 5/0	094235AB4	99	51,000	PRN		SOLE		51,000	0	0
BOEING CO	COM	097023105	14,437	71,714	SH		OTR	1	0	71,714	0
BOEING CO	COM	097023105	2,155	10,703	SH		SOLE		10,703	0	0
BOOKING HOLDINGS INC	COM	09857L108	12,790	5,331	SH		OTR	1	0	5,331	0
BOOKING HOLDINGS INC	COM	09857L108	1,895	790	SH		SOLE		790	0	0
BOOKING HOLDINGS INC	NOTE 0.750% 5/0	09857LAN8	2,598	1,763,000	PRN		SOLE		1,763,000	0	0
BOOKING HOLDINGS INC	NOTE 0.750% 5/0	09857LAN8	30,944	21,000,000	PRN		OTR	1	0	21,000,000	0
BORGWARNER INC	COM	099724106	1,403	31,125	SH		OTR	1	0	31,125	0
BORGWARNER INC	COM	099724106	181	4,010	SH		SOLE		4,010	0	0
BOSTON PROPERTIES INC	COM	101121101	2,125	18,452	SH		OTR	1	0	18,452	0
BOSTON PROPERTIES INC	COM	101121101	331	2,876	SH		SOLE		2,876	0	0
BOSTON SCIENTIFIC CORP	5.50% CNV PFD A	101137206	388	3,400	SH		SOLE		3,400	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	1,174	27,642	SH		SOLE		27,642	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	7,858	184,983	SH		OTR	1	0	184,983	0
BRIDGEBIO PHARMA INC	NOTE 2.500% 3/1	10806XAB8	546	741,000	PRN		SOLE		741,000	0	0
BRIDGEBIO PHARMA INC	NOTE 2.500% 3/1	10806XAB8	10,225	13,870,000	PRN		OTR	1	0	13,870,000	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	2,681	42,994	SH		SOLE		42,994	0	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	17,966	288,140	SH		OTR	1	0	288,140	0
BROADCOM INC	8% MCNV PFD SR A	11135F200	45,168	21,780	SH		OTR	1	0	21,780	0
BROADCOM INC	8% MCNV PFD SR A	11135F200	13,036	6,281	SH		DFND	1	0	6,281	0
BROADCOM INC	8% MCNV PFD SR A	11135F200	210	101	SH		OTR	4	0	101	0
BROADCOM INC	8% MCNV PFD SR A	11135F200	2,499	1,205	SH		SOLE		1,205	0	0
BROADCOM INC	COM	11135F101	5,400	8,116	SH		SOLE		8,116	0	0
BROADCOM INC	COM	11135F101	35,555	53,433	SH		OTR	1	0	53,433	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	2,767	15,133	SH		OTR	1	0	15,133	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	429	2,347	SH		SOLE		2,347	0	0
BROWN & BROWN INC	COM	115236101	331	4,713	SH		SOLE		4,713	0	0
BROWN & BROWN INC	COM	115236101	2,139	30,430	SH		OTR	1	0	30,430	0
BROWN FORMAN CORP	CL B	115637209	1,728	23,721	SH		OTR	1	0	23,721	0
BROWN FORMAN CORP	CL B	115637209	295	4,054	SH		SOLE		4,054	0	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	3,731	2,503,000	PRN		SOLE		2,503,000	0	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	59,783	40,106,000	PRN		OTR	1	0	40,106,000	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	8,786	5,914,000	PRN		DFND	1	0	5,914,000	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	146	98,000	PRN		OTR	4	0	98,000	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	1,816	16,874	SH		OTR	1	0	16,874	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	290	2,691	SH		SOLE		2,691	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	1,017	5,457	SH		SOLE		5,457	0	0
CADENCE DESIGN SYSTEM INC	COM	127387108	6,704	35,977	SH		OTR	1	0	35,977	0
CAESARS ENTERTAINMENT INC NE	COM	12769G100	418	4,474	SH		SOLE		4,474	0	0
CAESARS ENTERTAINMENT INC NE	COM	12769G100	2,596	27,751	SH		OTR	1	0	27,751	0
CALIFORNIA RES CORP	COM STOCK	13057Q305	712	16,672	SH		SOLE		16,672	0	0
CALIFORNIA RES CORP	COM STOCK	13057Q305	3,597	84,226	SH		OTR	1	0	84,226	0
CAMPBELL SOUP CO	COM	134429109	1,142	26,276	SH		OTR	1	0	26,276	0
CAMPBELL SOUP CO	COM	134429109	165	3,786	SH		SOLE		3,786	0	0
CAPITAL ONE FINL CORP	COM	14040H105	1,212	8,351	SH		SOLE		8,351	0	0
CAPITAL ONE FINL CORP	COM	14040H105	8,016	55,251	SH		OTR	1	0	55,251	0
CARDINAL HEALTH INC	COM	14149Y108	302	5,860	SH		SOLE		5,860	0	0
CARDINAL HEALTH INC	COM	14149Y108	1,884	36,580	SH		OTR	1	0	36,580	0
CARMAX INC	COM	143130102	2,741	21,045	SH		OTR	1	0	21,045	0
CARMAX INC	COM	143130102	419	3,217	SH		SOLE		3,217	0	0
CARNIVAL CORP	COMMON STOCK	143658300	2,101	104,429	SH		OTR	1	0	104,429	0
CARNIVAL CORP	COMMON STOCK	143658300	296	14,716	SH		SOLE		14,716	0	0
CARNIVAL CORP	NOTE 5.750% 4/0	143658BE1	186	88,000	PRN		SOLE		88,000	0	0
CARRIER GLOBAL CORPORATION	COM	14448C104	904	16,660	SH		SOLE		16,660	0	0
CARRIER GLOBAL CORPORATION	COM	14448C104	6,102	112,495	SH		OTR	1	0	112,495	0
CATALENT INC	COM	148806102	432	3,377	SH		SOLE		3,377	0	0
CATALENT INC	COM	148806102	2,845	22,223	SH		OTR	1	0	22,223	0
CATERPILLAR INC	COM	149123101	2,189	10,586	SH		SOLE		10,586	0	0
CATERPILLAR INC	COM	149123101	14,518	70,222	SH		OTR	1	0	70,222	0
CBOE GLOBAL MKTS INC	COM	12503M108	1,805	13,844	SH		OTR	1	0	13,844	0
CBOE GLOBAL MKTS INC	COM	12503M108	271	2,080	SH		SOLE		2,080	0	0
CBRE GROUP INC	CL A	12504L109	711	6,552	SH		SOLE		6,552	0	0
CBRE GROUP INC	CL A	12504L109	4,714	43,444	SH		OTR	1	0	43,444	0
CDW CORP	COM	12514G108	3,608	17,618	SH		OTR	1	0	17,618	0
CDW CORP	COM	12514G108	569	2,777	SH		SOLE		2,777	0	0
CELANESE CORP DEL	COM	150870103	2,375	14,133	SH		OTR	1	0	14,133	0
CELANESE CORP DEL	COM	150870103	394	2,342	SH		SOLE		2,342	0	0
CENTENE CORP DEL	COM	15135B101	907	11,004	SH		SOLE		11,004	0	0
CENTENE CORP DEL	COM	15135B101	6,242	75,747	SH		OTR	1	0	75,747	0
CENTENNIAL RESOURCE DEV INC	NOTE 3.250% 4/0	15136AAA0	36,142	28,928,000	PRN		OTR	1	0	28,928,000	0
CENTENNIAL RESOURCE DEV INC	NOTE 3.250% 4/0	15136AAA0	2,390	1,913,000	PRN		SOLE		1,913,000	0	0
CENTERPOINT ENERGY INC	COM	15189T107	339	12,131	SH		SOLE		12,131	0	0
CENTERPOINT ENERGY INC	COM	15189T107	2,278	81,635	SH		OTR	1	0	81,635	0
CERIDIAN HCM HLDG INC	COM	15677J108	1,847	17,680	SH		OTR	1	0	17,680	0
CERIDIAN HCM HLDG INC	COM	15677J108	279	2,668	SH		SOLE		2,668	0	0
CERNER CORP	COM	156782104	541	5,825	SH		SOLE		5,825	0	0
CERNER CORP	COM	156782104	3,547	38,194	SH		OTR	1	0	38,194	0
CF INDS HLDGS INC	COM	125269100	1,971	27,842	SH		OTR	1	0	27,842	0
CF INDS HLDGS INC	COM	125269100	336	4,752	SH		SOLE		4,752	0	0
CHARLES RIV LABS INTL INC	COM	159864107	372	988	SH		SOLE		988	0	0
CHARLES RIV LABS INTL INC	COM	159864107	2,468	6,550	SH		OTR	1	0	6,550	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	1,629	2,499	SH		SOLE		2,499	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	10,470	16,059	SH		OTR	1	0	16,059	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	16,838	18,696,000	PRN		OTR	1	0	18,696,000	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	150	168,000	PRN		OTR	4	0	168,000	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	1,052	1,168,000	PRN		SOLE		1,168,000	0	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	9,023	10,075,000	PRN		DFND	1	0	10,075,000	0
CHEFS WHSE INC	NOTE 1.875%12/0	163086AB7	1,782	1,666,000	PRN		SOLE		1,666,000	0	0
CHEFS WHSE INC	NOTE 1.875%12/0	163086AB7	24,843	23,231,000	PRN		OTR	1	0	23,231,000	0
CHEGG INC	NOTE 9/0	163092AF6	1,105	1,327,000	PRN		SOLE		1,327,000	0	0
CHEGG INC	NOTE 9/0	163092AF6	15,665	18,817,000	PRN		OTR	1	0	18,817,000	0
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	220	260,000	PRN		SOLE		260,000	0	0
CHEVRON CORP NEW	COM	166764100	29,366	250,239	SH		OTR	1	0	250,239	0
CHEVRON CORP NEW	COM	166764100	4,578	39,012	SH		SOLE		39,012	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	6,385	3,652	SH		OTR	1	0	3,652	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	1,019	583	SH		SOLE		583	0	0
CHURCH & DWIGHT CO INC	COM	171340102	3,249	31,693	SH		OTR	1	0	31,693	0
CHURCH & DWIGHT CO INC	COM	171340102	501	4,889	SH		SOLE		4,889	0	0
CIGNA CORP NEW	COM	125523100	1,508	6,568	SH		SOLE		6,568	0	0
CIGNA CORP NEW	COM	125523100	9,880	43,024	SH		OTR	1	0	43,024	0
CINCINNATI FINL CORP	COM	172062101	2,216	19,454	SH		OTR	1	0	19,454	0
CINCINNATI FINL CORP	COM	172062101	331	2,905	SH		SOLE		2,905	0	0
CINTAS CORP	COM	172908105	5,057	11,411	SH		OTR	1	0	11,411	0
CINTAS CORP	COM	172908105	743	1,677	SH		SOLE		1,677	0	0
CISCO SYS INC	COM	17275R102	5,267	83,112	SH		SOLE		83,112	0	0
CISCO SYS INC	COM	17275R102	34,695	547,503	SH		OTR	1	0	547,503	0
CITIGROUP INC	COM NEW	172967424	2,379	39,389	SH		SOLE		39,389	0	0
CITIGROUP INC	COM NEW	172967424	15,555	257,584	SH		OTR	1	0	257,584	0
CITIZENS FINL GROUP INC	COM	174610105	412	8,726	SH		SOLE		8,726	0	0
CITIZENS FINL GROUP INC	COM	174610105	2,614	55,327	SH		OTR	1	0	55,327	0
CITRIX SYS INC	COM	177376100	235	2,482	SH		SOLE		2,482	0	0
CITRIX SYS INC	COM	177376100	1,531	16,190	SH		OTR	1	0	16,190	0
CLOROX CO DEL	COM	189054109	2,781	15,949	SH		OTR	1	0	15,949	0
CLOROX CO DEL	COM	189054109	429	2,463	SH		SOLE		2,463	0	0
CLOVIS ONCOLOGY INC	NOTE 1.250% 5/0	189464AC4	99	140,000	PRN		SOLE		140,000	0	0
CME GROUP INC	COM	12572Q105	1,593	6,972	SH		SOLE		6,972	0	0
CME GROUP INC	COM	12572Q105	10,659	46,654	SH		OTR	1	0	46,654	0
CMS ENERGY CORP	COM	125896100	367	5,643	SH		SOLE		5,643	0	0
CMS ENERGY CORP	COM	125896100	2,446	37,607	SH		OTR	1	0	37,607	0
CNX RES CORP	NOTE 2.250% 5/0	12653CAG3	358	273,000	PRN		SOLE		273,000	0	0
COCA COLA CO	COM	191216100	4,525	76,416	SH		SOLE		76,416	0	0
COCA COLA CO	COM	191216100	29,880	504,647	SH		OTR	1	0	504,647	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	6,049	68,185	SH		OTR	1	0	68,185	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	916	10,325	SH		SOLE		10,325	0	0
COLGATE PALMOLIVE CO	COM	194162103	9,337	109,412	SH		OTR	1	0	109,412	0
COLGATE PALMOLIVE CO	COM	194162103	1,422	16,661	SH		SOLE		16,661	0	0
COMCAST CORP NEW	CL A	20030N101	4,541	90,219	SH		SOLE		90,219	0	0
COMCAST CORP NEW	CL A	20030N101	29,789	591,880	SH		OTR	1	0	591,880	0
COMERICA INC	COM	200340107	1,481	17,025	SH		OTR	1	0	17,025	0
COMERICA INC	COM	200340107	192	2,207	SH		SOLE		2,207	0	0
CONAGRA BRANDS INC	COM	205887102	2,127	62,271	SH		OTR	1	0	62,271	0
CONAGRA BRANDS INC	COM	205887102	325	9,522	SH		SOLE		9,522	0	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	183	110,000	PRN		OTR	4	0	110,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	11,054	6,649,000	PRN		DFND	1	0	6,649,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	49,413	29,633,000	PRN		OTR	1	0	29,633,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	2,513	1,507,000	PRN		SOLE		1,507,000	0	0
CONOCOPHILLIPS	COM	20825C104	12,358	171,217	SH		OTR	1	0	171,217	0
CONOCOPHILLIPS	COM	20825C104	1,886	26,134	SH		SOLE		26,134	0	0
CONSOLIDATED EDISON INC	COM	209115104	567	6,644	SH		SOLE		6,644	0	0
CONSOLIDATED EDISON INC	COM	209115104	3,918	45,921	SH		OTR	1	0	45,921	0
CONSTELLATION BRANDS INC	CL A	21036P108	818	3,260	SH		SOLE		3,260	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	5,352	21,324	SH		OTR	1	0	21,324	0
CONTEXTLOGIC INC	COM CL A	21077C107	3,290	1,057,983	SH		OTR	3	0	1,057,983	0
CONTEXTLOGIC INC	COM CL A	21077C107	0	0	SH		SOLE		0	0	0
COOPER COS INC	COM NEW	216648402	429	1,024	SH		SOLE		1,024	0	0
COOPER COS INC	COM NEW	216648402	2,681	6,400	SH		OTR	1	0	6,400	0
COPART INC	COM	217204106	4,200	27,701	SH		OTR	1	0	27,701	0
COPART INC	COM	217204106	619	4,085	SH		SOLE		4,085	0	0
CORNING INC	COM	219350105	3,712	99,705	SH		OTR	1	0	99,705	0
CORNING INC	COM	219350105	562	15,082	SH		SOLE		15,082	0	0
CORTEVA INC	COM	22052L104	673	14,235	SH		SOLE		14,235	0	0
CORTEVA INC	COM	22052L104	4,474	94,622	SH		OTR	1	0	94,622	0
COSTCO WHSL CORP NEW	COM	22160K105	4,881	8,598	SH		SOLE		8,598	0	0
COSTCO WHSL CORP NEW	COM	22160K105	32,560	57,355	SH		OTR	1	0	57,355	0
COTERRA ENERGY INC	COM	127097103	2,007	105,613	SH		OTR	1	0	105,613	0
COTERRA ENERGY INC	COM	127097103	323	17,007	SH		SOLE		17,007	0	0
COUPA SOFTWARE INC	NOTE 0.375% 6/1	22266LAF3	20,833	21,929,000	PRN		OTR	1	0	21,929,000	0
COUPA SOFTWARE INC	NOTE 0.375% 6/1	22266LAF3	1,562	1,644,000	PRN		SOLE		1,644,000	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	11,712	56,106	SH		OTR	1	0	56,106	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	1,735	8,312	SH		SOLE		8,312	0	0
CSX CORP	COM	126408103	10,826	287,924	SH		OTR	1	0	287,924	0
CSX CORP	COM	126408103	1,644	43,717	SH		SOLE		43,717	0	0
CUMMINS INC	COM	231021106	4,050	18,568	SH		OTR	1	0	18,568	0
CUMMINS INC	COM	231021106	620	2,844	SH		SOLE		2,844	0	0
CVS HEALTH CORP	COM	126650100	2,634	25,529	SH		SOLE		25,529	0	0
CVS HEALTH CORP	COM	126650100	17,678	171,361	SH		OTR	1	0	171,361	0
CYBERARK SOFTWARE LTD	NOTE 11/1	23248VAB1	202	160,000	PRN		SOLE		160,000	0	0
D R HORTON INC	COM	23331A109	723	6,663	SH		SOLE		6,663	0	0
D R HORTON INC	COM	23331A109	4,589	42,313	SH		OTR	1	0	42,313	0
DANAHER CORPORATION	4.75 MND CV PFD	235851300	7,376	3,360	SH		SOLE		3,360	0	0
DANAHER CORPORATION	4.75 MND CV PFD	235851300	127,656	58,150	SH		OTR	1	0	58,150	0
DANAHER CORPORATION	4.75 MND CV PFD	235851300	366	167	SH		OTR	4	0	167	0
DANAHER CORPORATION	4.75 MND CV PFD	235851300	21,971	10,014	SH		DFND	1	0	10,014	0
DANAHER CORPORATION	5% CONV PFD B	235851409	928	530	SH		SOLE		530	0	0
DANAHER CORPORATION	5% CONV PFD B	235851409	8,346	4,769	SH		OTR	1	0	4,769	0
DANAHER CORPORATION	COM	235851102	4,098	12,457	SH		SOLE		12,457	0	0
DANAHER CORPORATION	COM	235851102	27,162	82,557	SH		OTR	1	0	82,557	0
DARDEN RESTAURANTS INC	COM	237194105	2,538	16,848	SH		OTR	1	0	16,848	0
DARDEN RESTAURANTS INC	COM	237194105	403	2,676	SH		SOLE		2,676	0	0
DATADOG INC	NOTE 0.125% 6/1	23804LAB9	39,786	19,804,000	PRN		OTR	1	0	19,804,000	0
DATADOG INC	NOTE 0.125% 6/1	23804LAB9	2,180	1,085,000	PRN		SOLE		1,085,000	0	0
DAVITA INC	COM	23918K108	963	8,466	SH		OTR	1	0	8,466	0
DAVITA INC	COM	23918K108	125	1,095	SH		SOLE		1,095	0	0
DBX ETF TR	XTRACK HRVST CSI	233051879	1,186	30,335	SH		SOLE		30,335	0	0
DEERE & CO	COM	244199105	1,908	5,565	SH		SOLE		5,565	0	0
DEERE & CO	COM	244199105	12,559	36,628	SH		OTR	1	0	36,628	0
DELAWARE INVTS MINN MUN INCO	COM	24610V103	7,964	564,399	SH		SOLE		564,399	0	0
DELAWARE INVTS NATL MUN INCO	SH BEN INT	24610T108	3,618	256,199	SH		SOLE		256,199	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	3,247	83,082	SH		OTR	1	0	83,082	0
DELTA AIR LINES INC DEL	COM NEW	247361702	418	10,700	SH		SOLE		10,700	0	0
DENTSPLY SIRONA INC	COM	24906P109	237	4,257	SH		SOLE		4,257	0	0
DENTSPLY SIRONA INC	COM	24906P109	1,583	28,378	SH		OTR	1	0	28,378	0
DEVON ENERGY CORP NEW	COM	25179M103	3,600	81,732	SH		OTR	1	0	81,732	0
DEVON ENERGY CORP NEW	COM	25179M103	592	13,445	SH		SOLE		13,445	0	0
DEXCOM INC	COM	252131107	6,756	12,582	SH		OTR	1	0	12,582	0
DEXCOM INC	COM	252131107	1,035	1,928	SH		SOLE		1,928	0	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	39,710	33,317,000	PRN		OTR	1	0	33,317,000	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	9,653	8,133,000	PRN		DFND	1	0	8,133,000	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	2,667	2,238,000	PRN		SOLE		2,238,000	0	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	161	136,000	PRN		OTR	4	0	136,000	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	59	18,000	PRN		SOLE		18,000	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	378	3,502	SH		SOLE		3,502	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	2,384	22,107	SH		OTR	1	0	22,107	0
DICKS SPORTING GOODS INC	NOTE 3.250% 4/1	253393AD4	379	107,000	PRN		SOLE		107,000	0	0
DIGITAL RLTY TR INC	COM	253868103	949	5,368	SH		SOLE		5,368	0	0
DIGITAL RLTY TR INC	COM	253868103	6,516	36,839	SH		OTR	1	0	36,839	0
DISCOVER FINL SVCS	COM	254709108	4,396	38,045	SH		OTR	1	0	38,045	0
DISCOVER FINL SVCS	COM	254709108	651	5,635	SH		SOLE		5,635	0	0
DISCOVERY INC	COM SER A	25470F104	517	21,966	SH		OTR	1	0	21,966	0
DISCOVERY INC	COM SER A	25470F104	67	2,826	SH		SOLE		2,826	0	0
DISCOVERY INC	COM SER C	25470F302	903	39,429	SH		OTR	1	0	39,429	0
DISCOVERY INC	COM SER C	25470F302	157	6,859	SH		SOLE		6,859	0	0
DISH NETWORK CORPORATION	CL A	25470M109	135	4,169	SH		SOLE		4,169	0	0
DISH NETWORK CORPORATION	CL A	25470M109	1,052	32,416	SH		OTR	1	0	32,416	0
DISH NETWORK CORPORATION	NOTE 12/1	25470MAF6	2,911	2,882,000	PRN		SOLE		2,882,000	0	0
DISH NETWORK CORPORATION	NOTE 12/1	25470MAF6	39,709	39,316,000	PRN		OTR	1	0	39,316,000	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	63,850	66,424,000	PRN		OTR	1	0	66,424,000	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	168	175,000	PRN		OTR	5	0	175,000	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	24,363	25,345,000	PRN		SOLE		25,345,000	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	11,905	12,577,000	PRN		DFND	1	0	12,577,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	15,787	16,634,000	PRN		SOLE		16,634,000	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	192	203,000	PRN		OTR	4	0	203,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	142	150,000	PRN		OTR	5	0	150,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	32,263	33,995,000	PRN		OTR	1	0	33,995,000	0
DISNEY WALT CO	COM	254687106	36,537	235,887	SH		OTR	1	0	235,887	0
DISNEY WALT CO	COM	254687106	5,532	35,718	SH		SOLE		35,718	0	0
DOCUSIGN INC	NOTE 0.500% 9/1	256163AB2	128	60,000	PRN		SOLE		60,000	0	0
DOLLAR GEN CORP NEW	COM	256677105	1,094	4,637	SH		SOLE		4,637	0	0
DOLLAR GEN CORP NEW	COM	256677105	7,143	30,287	SH		OTR	1	0	30,287	0
DOLLAR TREE INC	COM	256746108	629	4,479	SH		SOLE		4,479	0	0
DOLLAR TREE INC	COM	256746108	4,103	29,197	SH		OTR	1	0	29,197	0
DOMINION ENERGY INC	COM	25746U109	1,234	15,708	SH		SOLE		15,708	0	0
DOMINION ENERGY INC	COM	25746U109	8,260	105,137	SH		OTR	1	0	105,137	0
DOMINOS PIZZA INC	COM	25754A201	2,665	4,723	SH		OTR	1	0	4,723	0
DOMINOS PIZZA INC	COM	25754A201	401	711	SH		SOLE		711	0	0
DOVER CORP	COM	260003108	492	2,707	SH		SOLE		2,707	0	0
DOVER CORP	COM	260003108	3,394	18,692	SH		OTR	1	0	18,692	0
DOW INC	COM	260557103	840	14,811	SH		SOLE		14,811	0	0
DOW INC	COM	260557103	5,446	96,012	SH		OTR	1	0	96,012	0
DTE ENERGY CO	COM	233331107	435	3,638	SH		SOLE		3,638	0	0
DTE ENERGY CO	COM	233331107	3,006	25,148	SH		OTR	1	0	25,148	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	1,545	14,725	SH		SOLE		14,725	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	10,475	99,855	SH		OTR	1	0	99,855	0
DUKE REALTY CORP	COM NEW	264411505	3,245	49,440	SH		OTR	1	0	49,440	0
DUKE REALTY CORP	COM NEW	264411505	486	7,399	SH		SOLE		7,399	0	0
DUPONT DE NEMOURS INC	COM	26614N102	5,433	67,256	SH		OTR	1	0	67,256	0
DUPONT DE NEMOURS INC	COM	26614N102	873	10,805	SH		SOLE		10,805	0	0
DWS MUN INCOME TR	COM	233368109	1,092	92,389	SH		SOLE		92,389	0	0
DWS MUN INCOME TR	COM	233368109	1,548	131,002	SH		OTR	1	0	131,002	0
DXC TECHNOLOGY CO	COM	23355L106	1,054	32,744	SH		OTR	1	0	32,744	0
DXC TECHNOLOGY CO	COM	23355L106	136	4,229	SH		SOLE		4,229	0	0
EASTMAN CHEM CO	COM	277432100	346	2,860	SH		SOLE		2,860	0	0
EASTMAN CHEM CO	COM	277432100	2,110	17,452	SH		OTR	1	0	17,452	0
EATON VANCE MUN BD FD	COM	27827X101	818	60,261	SH		SOLE		60,261	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	5,850	481,489	SH		SOLE		481,489	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	161	13,241	SH		OTR	1	0	13,241	0
EBAY INC.	COM	278642103	857	12,884	SH		SOLE		12,884	0	0
EBAY INC.	COM	278642103	5,404	81,264	SH		OTR	1	0	81,264	0
ECOLAB INC	COM	278865100	1,124	4,790	SH		SOLE		4,790	0	0
ECOLAB INC	COM	278865100	7,592	32,364	SH		OTR	1	0	32,364	0
EDISON INTL	COM	281020107	502	7,350	SH		SOLE		7,350	0	0
EDISON INTL	COM	281020107	3,366	49,317	SH		OTR	1	0	49,317	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	1,553	11,990	SH		SOLE		11,990	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	10,500	81,047	SH		OTR	1	0	81,047	0
ELECTRONIC ARTS INC	COM	285512109	732	5,549	SH		SOLE		5,549	0	0
ELECTRONIC ARTS INC	COM	285512109	4,842	36,712	SH		OTR	1	0	36,712	0
EMERSON ELEC CO	COM	291011104	1,101	11,845	SH		SOLE		11,845	0	0
EMERSON ELEC CO	COM	291011104	7,215	77,602	SH		OTR	1	0	77,602	0
ENPHASE ENERGY INC	COM	29355A107	469	2,561	SH		SOLE		2,561	0	0
ENPHASE ENERGY INC	COM	29355A107	3,204	17,514	SH		OTR	1	0	17,514	0
ENTERGY CORP NEW	COM	29364G103	2,939	26,090	SH		OTR	1	0	26,090	0
ENTERGY CORP NEW	COM	29364G103	446	3,958	SH		SOLE		3,958	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	9,491	7,555,000	PRN		DFND	1	0	7,555,000	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	3,388	2,686,000	PRN		SOLE		2,686,000	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	156	124,000	PRN		OTR	4	0	124,000	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	53,941	42,768,000	PRN		OTR	1	0	42,768,000	0
ENVISTA HOLDINGS CORPORATION	NOTE 2.375% 6/0	29415FAB0	294	132,000	PRN		SOLE		132,000	0	0
EOG RES INC	COM	26875P101	1,015	11,430	SH		SOLE		11,430	0	0
EOG RES INC	COM	26875P101	6,747	75,952	SH		OTR	1	0	75,952	0
EPAM SYS INC	COM	29414B104	4,918	7,358	SH		OTR	1	0	7,358	0
EPAM SYS INC	COM	29414B104	735	1,100	SH		SOLE		1,100	0	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	4,892	2,927,000	PRN		SOLE		2,927,000	0	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	163	98,000	PRN		OTR	4	0	98,000	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	10,019	6,012,000	PRN		DFND	1	0	6,012,000	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	76,279	45,635,000	PRN		OTR	1	0	45,635,000	0
EQUIFAX INC	COM	294429105	717	2,450	SH		SOLE		2,450	0	0
EQUIFAX INC	COM	294429105	4,637	15,838	SH		OTR	1	0	15,838	0
EQUINIX INC	COM	29444U700	9,887	11,689	SH		OTR	1	0	11,689	0
EQUINIX INC	COM	29444U700	1,491	1,763	SH		SOLE		1,763	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	599	6,623	SH		SOLE		6,623	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	4,009	44,301	SH		OTR	1	0	44,301	0
ESSEX PPTY TR INC	COM	297178105	2,976	8,449	SH		OTR	1	0	8,449	0
ESSEX PPTY TR INC	COM	297178105	456	1,294	SH		SOLE		1,294	0	0
ETSY INC	COM	29786A106	3,603	16,458	SH		OTR	1	0	16,458	0
ETSY INC	COM	29786A106	552	2,522	SH		SOLE		2,522	0	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	12,416	4,873,000	PRN		DFND	1	0	4,873,000	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	74	29,000	PRN		SOLE		29,000	0	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	214	84,000	PRN		OTR	4	0	84,000	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	1,849	1,696,000	PRN		SOLE		1,696,000	0	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	25,708	23,585,000	PRN		OTR	1	0	23,585,000	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	45	46,000	PRN		OTR	4	0	46,000	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	1,438	1,474,000	PRN		SOLE		1,474,000	0	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	25,326	25,959,000	PRN		OTR	1	0	25,959,000	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	2,948	3,037,000	PRN		DFND	1	0	3,037,000	0
EVERGY INC	COM	30034W106	2,042	29,767	SH		OTR	1	0	29,767	0
EVERGY INC	COM	30034W106	311	4,534	SH		SOLE		4,534	0	0
EVERSOURCE ENERGY	COM	30040W108	598	6,577	SH		SOLE		6,577	0	0
EVERSOURCE ENERGY	COM	30040W108	4,060	44,630	SH		OTR	1	0	44,630	0
EVOLENT HEALTH INC	NOTE 1.500%10/1	30050BAD3	165	150,000	PRN		SOLE		150,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	6,165	6,385,000	PRN		DFND	1	0	6,385,000	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	3,024	3,116,000	PRN		SOLE		3,116,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	43,260	44,570,000	PRN		OTR	1	0	44,570,000	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	97	100,000	PRN		OTR	4	0	100,000	0
EXELON CORP	COM	30161N101	7,335	126,999	SH		OTR	1	0	126,999	0
EXELON CORP	COM	30161N101	1,097	18,988	SH		SOLE		18,988	0	0
EXPEDIA GROUP INC	COM NEW	30212P303	3,425	18,953	SH		OTR	1	0	18,953	0
EXPEDIA GROUP INC	COM NEW	30212P303	534	2,954	SH		SOLE		2,954	0	0
EXPEDITORS INTL WASH INC	COM	302130109	477	3,554	SH		SOLE		3,554	0	0
EXPEDITORS INTL WASH INC	COM	302130109	2,953	21,990	SH		OTR	1	0	21,990	0
EXTRA SPACE STORAGE INC	COM	30225T102	623	2,749	SH		SOLE		2,749	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	3,941	17,381	SH		OTR	1	0	17,381	0
EXXON MOBIL CORP	COM	30231G102	5,198	84,941	SH		SOLE		84,941	0	0
EXXON MOBIL CORP	COM	30231G102	33,628	549,573	SH		OTR	1	0	549,573	0
F5 INC	COM	315616102	1,916	7,829	SH		OTR	1	0	7,829	0
F5 INC	COM	315616102	311	1,269	SH		SOLE		1,269	0	0
FACTSET RESH SYS INC	COM	303075105	2,375	4,887	SH		OTR	1	0	4,887	0
FACTSET RESH SYS INC	COM	303075105	356	733	SH		SOLE		733	0	0
FASTENAL CO	COM	311900104	722	11,264	SH		SOLE		11,264	0	0
FASTENAL CO	COM	311900104	4,783	74,664	SH		OTR	1	0	74,664	0
FEDEX CORP	COM	31428X106	1,287	4,977	SH		SOLE		4,977	0	0
FEDEX CORP	COM	31428X106	8,206	31,726	SH		OTR	1	0	31,726	0
FIDELITY NATL INFORMATION SV	COM	31620M106	1,320	12,098	SH		SOLE		12,098	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	8,628	79,048	SH		OTR	1	0	79,048	0
FIFTH THIRD BANCORP	COM	316773100	3,866	88,761	SH		OTR	1	0	88,761	0
FIFTH THIRD BANCORP	COM	316773100	573	13,167	SH		SOLE		13,167	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	725	3,511	SH		SOLE		3,511	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	4,805	23,270	SH		OTR	1	0	23,270	0
FIRSTENERGY CORP	COM	337932107	2,939	70,673	SH		OTR	1	0	70,673	0
FIRSTENERGY CORP	COM	337932107	441	10,600	SH		SOLE		10,600	0	0
FISERV INC	COM	337738108	8,006	77,137	SH		OTR	1	0	77,137	0
FISERV INC	COM	337738108	1,215	11,702	SH		SOLE		11,702	0	0
FIVE9 INC	NOTE 0.500% 6/0	338307AD3	640	520,000	PRN		SOLE		520,000	0	0
FIVE9 INC	NOTE 0.500% 6/0	338307AD3	11,824	9,608,000	PRN		OTR	1	0	9,608,000	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	374	1,670	SH		SOLE		1,670	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	2,359	10,541	SH		OTR	1	0	10,541	0
FMC CORP	COM NEW	302491303	1,808	16,454	SH		OTR	1	0	16,454	0
FMC CORP	COM NEW	302491303	278	2,533	SH		SOLE		2,533	0	0
FORD MTR CO DEL	COM	345370860	10,584	509,568	SH		OTR	1	0	509,568	0
FORD MTR CO DEL	COM	345370860	1,670	80,411	SH		SOLE		80,411	0	0
FORTINET INC	COM	34959E109	6,331	17,616	SH		OTR	1	0	17,616	0
FORTINET INC	COM	34959E109	945	2,629	SH		SOLE		2,629	0	0
FORTIVE CORP	COM	34959J108	521	6,824	SH		SOLE		6,824	0	0
FORTIVE CORP	COM	34959J108	3,551	46,548	SH		OTR	1	0	46,548	0
FORTIVE CORP	NOTE 0.875% 2/1	34959JAK4	573	570,000	PRN		SOLE		570,000	0	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	1,884	17,620	SH		OTR	1	0	17,620	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	287	2,686	SH		SOLE		2,686	0	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	39,998	44,134,853	PRN		OTR	1	0	44,134,853	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	21,831	24,088,754	PRN		SOLE		24,088,754	0	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	114	125,914	PRN		OTR	5	0	125,914	0
FOX CORP	CL A COM	35137L105	1,534	41,585	SH		OTR	1	0	41,585	0
FOX CORP	CL A COM	35137L105	280	7,587	SH		SOLE		7,587	0	0
FOX CORP	CL B COM	35137L204	654	19,089	SH		OTR	1	0	19,089	0
FOX CORP	CL B COM	35137L204	85	2,487	SH		SOLE		2,487	0	0
FRANKLIN RESOURCES INC	COM	354613101	1,222	36,478	SH		OTR	1	0	36,478	0
FRANKLIN RESOURCES INC	COM	354613101	158	4,721	SH		SOLE		4,721	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	7,955	190,628	SH		OTR	1	0	190,628	0
FREEPORT-MCMORAN INC	CL B	35671D857	1,217	29,173	SH		SOLE		29,173	0	0
FTI CONSULTING INC	NOTE 2.000% 8/1	302941AP4	132	85,000	PRN		SOLE		85,000	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	4,565	26,907	SH		OTR	1	0	26,907	0
GALLAGHER ARTHUR J & CO	COM	363576109	676	3,983	SH		SOLE		3,983	0	0
GAP INC	COM	364760108	63	3,546	SH		SOLE		3,546	0	0
GAP INC	COM	364760108	491	27,829	SH		OTR	1	0	27,829	0
GARTNER INC	COM	366651107	529	1,582	SH		SOLE		1,582	0	0
GARTNER INC	COM	366651107	3,569	10,676	SH		OTR	1	0	10,676	0
GENERAC HLDGS INC	COM	368736104	441	1,254	SH		SOLE		1,254	0	0
GENERAC HLDGS INC	COM	368736104	2,882	8,189	SH		OTR	1	0	8,189	0
GENERAL DYNAMICS CORP	COM	369550108	6,272	30,085	SH		OTR	1	0	30,085	0
GENERAL DYNAMICS CORP	COM	369550108	937	4,495	SH		SOLE		4,495	0	0
GENERAL ELECTRIC CO	COM NEW	369604301	2,063	21,833	SH		SOLE		21,833	0	0
GENERAL ELECTRIC CO	COM NEW	369604301	13,467	142,553	SH		OTR	1	0	142,553	0
GENERAL MLS INC	COM	370334104	799	11,856	SH		SOLE		11,856	0	0
GENERAL MLS INC	COM	370334104	5,298	78,627	SH		OTR	1	0	78,627	0
GENERAL MTRS CO	COM	37045V100	1,624	27,694	SH		SOLE		27,694	0	0
GENERAL MTRS CO	COM	37045V100	11,050	188,470	SH		OTR	1	0	188,470	0
GENUINE PARTS CO	COM	372460105	2,592	18,488	SH		OTR	1	0	18,488	0
GENUINE PARTS CO	COM	372460105	335	2,393	SH		SOLE		2,393	0	0
GILEAD SCIENCES INC	COM	375558103	1,874	25,809	SH		SOLE		25,809	0	0
GILEAD SCIENCES INC	COM	375558103	11,824	162,836	SH		OTR	1	0	162,836	0
GLOBAL PMTS INC	COM	37940X102	5,092	37,666	SH		OTR	1	0	37,666	0
GLOBAL PMTS INC	COM	37940X102	754	5,581	SH		SOLE		5,581	0	0
GLOBAL X FDS	NASDAQ 100 COVER	37954Y483	453	20,422	SH		SOLE		20,422	0	0
GLOBE LIFE INC	COM	37959E102	147	1,565	SH		SOLE		1,565	0	0
GLOBE LIFE INC	COM	37959E102	1,130	12,060	SH		OTR	1	0	12,060	0
GOLAR LNG LTD	NOTE 2.750% 2/1	38046YAB7	500	498,000	PRN		SOLE		498,000	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	16,857	44,066	SH		OTR	1	0	44,066	0
GOLDMAN SACHS GROUP INC	COM	38141G104	2,500	6,536	SH		SOLE		6,536	0	0
GRAINGER W W INC	COM	384802104	2,911	5,617	SH		OTR	1	0	5,617	0
GRAINGER W W INC	COM	384802104	480	927	SH		SOLE		927	0	0
GRANITE PT MTG TR INC	NOTE 6.375%10/0	38741LAC1	707	690,000	PRN		SOLE		690,000	0	0
GUARDANT HEALTH INC	NOTE 11/1	40131MAB5	852	838,000	PRN		SOLE		838,000	0	0
GUARDANT HEALTH INC	NOTE 11/1	40131MAB5	14,761	14,520,000	PRN		OTR	1	0	14,520,000	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	140	120,000	PRN		SOLE		120,000	0	0
GULFPORT ENERGY CORP	COMMON SHARES	402635502	45,664	633,958	SH		SOLE		633,958	0	0
GULFPORT ENERGY CORP	COMMON SHARES	402635502	318	4,417	SH		OTR	5	0	4,417	0
GULFPORT ENERGY CORP	COMMON SHARES	402635502	110,630	1,535,884	SH		OTR	1	0	1,535,884	0
HALLIBURTON CO	COM	406216101	455	19,881	SH		SOLE		19,881	0	0
HALLIBURTON CO	COM	406216101	2,657	116,198	SH		OTR	1	0	116,198	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	3,050	44,183	SH		OTR	1	0	44,183	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	478	6,927	SH		SOLE		6,927	0	0
HASBRO INC	COM	418056107	1,713	16,833	SH		OTR	1	0	16,833	0
HASBRO INC	COM	418056107	260	2,558	SH		SOLE		2,558	0	0
HCA HEALTHCARE INC	COM	40412C101	7,987	31,089	SH		OTR	1	0	31,089	0
HCA HEALTHCARE INC	COM	40412C101	1,229	4,784	SH		SOLE		4,784	0	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	2,526	69,978	SH		OTR	1	0	69,978	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	390	10,814	SH		SOLE		10,814	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	7,625	7,722,000	PRN		DFND	1	0	7,722,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	2,455	2,461,000	PRN		SOLE		2,461,000	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	131	133,000	PRN		OTR	4	0	133,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	35,824	35,914,000	PRN		OTR	1	0	35,914,000	0
HENRY JACK & ASSOC INC	COM	426281101	1,605	9,612	SH		OTR	1	0	9,612	0
HENRY JACK & ASSOC INC	COM	426281101	240	1,440	SH		SOLE		1,440	0	0
HENRY SCHEIN INC	COM	806407102	1,396	18,002	SH		OTR	1	0	18,002	0
HENRY SCHEIN INC	COM	806407102	181	2,331	SH		SOLE		2,331	0	0
HERSHEY CO	COM	427866108	568	2,936	SH		SOLE		2,936	0	0
HERSHEY CO	COM	427866108	3,651	18,873	SH		OTR	1	0	18,873	0
HESS CORP	COM	42809H107	407	5,503	SH		SOLE		5,503	0	0
HESS CORP	COM	42809H107	2,649	35,784	SH		OTR	1	0	35,784	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	427	27,061	SH		SOLE		27,061	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	2,678	169,802	SH		OTR	1	0	169,802	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	855	5,483	SH		SOLE		5,483	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	5,644	36,182	SH		OTR	1	0	36,182	0
HOLOGIC INC	COM	436440101	398	5,205	SH		SOLE		5,205	0	0
HOLOGIC INC	COM	436440101	2,519	32,906	SH		OTR	1	0	32,906	0
HOME DEPOT INC	COM	437076102	56,856	136,999	SH		OTR	1	0	136,999	0
HOME DEPOT INC	COM	437076102	8,552	20,606	SH		SOLE		20,606	0	0
HONEYWELL INTL INC	COM	438516106	18,634	89,366	SH		OTR	1	0	89,366	0
HONEYWELL INTL INC	COM	438516106	2,836	13,600	SH		SOLE		13,600	0	0
HORMEL FOODS CORP	COM	440452100	284	5,816	SH		SOLE		5,816	0	0
HORMEL FOODS CORP	COM	440452100	1,788	36,624	SH		OTR	1	0	36,624	0
HOST HOTELS & RESORTS INC	COM	44107P104	1,612	92,691	SH		OTR	1	0	92,691	0
HOST HOTELS & RESORTS INC	COM	44107P104	254	14,584	SH		SOLE		14,584	0	0
HOWMET AEROSPACE INC	COM	443201108	1,589	49,913	SH		OTR	1	0	49,913	0
HOWMET AEROSPACE INC	COM	443201108	263	8,266	SH		SOLE		8,266	0	0
HP INC	COM	40434L105	934	24,790	SH		SOLE		24,790	0	0
HP INC	COM	40434L105	5,636	149,613	SH		OTR	1	0	149,613	0
HUBSPOT INC	NOTE 0.375% 6/0	443573AD2	374	157,000	PRN		SOLE		157,000	0	0
HUMANA INC	COM	444859102	7,740	16,685	SH		OTR	1	0	16,685	0
HUMANA INC	COM	444859102	1,200	2,588	SH		SOLE		2,588	0	0
HUNT J B TRANS SVCS INC	COM	445658107	327	1,601	SH		SOLE		1,601	0	0
HUNT J B TRANS SVCS INC	COM	445658107	2,229	10,906	SH		OTR	1	0	10,906	0
HUNTINGTON BANCSHARES INC	COM	446150104	430	27,854	SH		SOLE		27,854	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	2,895	187,770	SH		OTR	1	0	187,770	0
HUNTINGTON INGALLS INDS INC	COM	446413106	971	5,200	SH		OTR	1	0	5,200	0
HUNTINGTON INGALLS INDS INC	COM	446413106	215	1,149	SH		SOLE		1,149	0	0
IDEX CORP	COM	45167R104	371	1,569	SH		SOLE		1,569	0	0
IDEX CORP	COM	45167R104	2,332	9,870	SH		OTR	1	0	9,870	0
IDEXX LABS INC	COM	45168D104	1,069	1,624	SH		SOLE		1,624	0	0
IDEXX LABS INC	COM	45168D104	7,248	11,008	SH		OTR	1	0	11,008	0
II-VI INC	NOTE 0.250% 9/0	902104AB4	156	105,000	PRN		SOLE		105,000	0	0
ILLINOIS TOOL WKS INC	COM	452308109	1,407	5,700	SH		SOLE		5,700	0	0
ILLINOIS TOOL WKS INC	COM	452308109	9,151	37,079	SH		OTR	1	0	37,079	0
ILLUMINA INC	COM	452327109	7,719	20,290	SH		OTR	1	0	20,290	0
ILLUMINA INC	COM	452327109	1,151	3,026	SH		SOLE		3,026	0	0
ILLUMINA INC	NOTE 8/1	452327AK5	42,872	37,422,000	PRN		OTR	1	0	37,422,000	0
ILLUMINA INC	NOTE 8/1	452327AK5	2,644	2,308,000	PRN		SOLE		2,308,000	0	0
INCYTE CORP	COM	45337C102	267	3,633	SH		SOLE		3,633	0	0
INCYTE CORP	COM	45337C102	1,789	24,374	SH		OTR	1	0	24,374	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY CA MUN	45409F777	25,005	1,000,000	SH		OTR	3	0	1,000,000	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY CA MUN	45409F777	24,505	980,000	SH		SOLE		980,000	0	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY ESG CR	45409F785	0	0	SH		SOLE		0	0	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY ESG CR	45409F785	24,817	997,689	SH		OTR	3	0	997,689	0
INDEXIQ ETF TR	HEALTHY HEARTS	45409B321	5,825	199,044	SH		OTR	3	0	199,044	0
INDEXIQ ETF TR	HEALTHY HEARTS	45409B321	0	0	SH		SOLE		0	0	0
INDEXIQ ETF TR	IQ CLEAN OCEANS	45409B289	0	0	SH		SOLE		0	0	0
INDEXIQ ETF TR	IQ CLEAN OCEANS	45409B289	4,940	190,000	SH		OTR	3	0	190,000	0
INDEXIQ ETF TR	IQ CLEANER TRANS	45409B297	4,887	190,000	SH		OTR	3	0	190,000	0
INDEXIQ ETF TR	IQ CLEANER TRANS	45409B297	0	0	SH		SOLE		0	0	0
INDEXIQ ETF TR	IQ ENGENDER EQUA	45409B313	0	0	SH		SOLE		0	0	0
INDEXIQ ETF TR	IQ ENGENDER EQUA	45409B313	5,015	200,000	SH		OTR	3	0	200,000	0
INFINERA CORP	NOTE 2.125% 9/0	45667GAC7	155	130,000	PRN		SOLE		130,000	0	0
INFINERA CORP	NOTE 2.500% 3/0	45667GAE3	769	523,000	PRN		SOLE		523,000	0	0
INFINERA CORP	NOTE 2.500% 3/0	45667GAE3	16,964	11,540,000	PRN		OTR	1	0	11,540,000	0
INGERSOLL RAND INC	COM	45687V106	456	7,366	SH		SOLE		7,366	0	0
INGERSOLL RAND INC	COM	45687V106	3,274	52,910	SH		OTR	1	0	52,910	0
INSIGHT ENTERPRISES INC	NOTE 0.750% 2/1	45765UAB9	136	85,000	PRN		SOLE		85,000	0	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	98	95,000	PRN		SOLE		95,000	0	0
INSULET CORP	NOTE 0.375% 9/0	45784PAK7	503	379,000	PRN		SOLE		379,000	0	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	8,537	7,882,000	PRN		DFND	1	0	7,882,000	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	1,354	1,244,000	PRN		SOLE		1,244,000	0	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	145	134,000	PRN		OTR	4	0	134,000	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	19,043	17,501,000	PRN		OTR	1	0	17,501,000	0
INTEL CORP	COM	458140100	4,112	79,851	SH		SOLE		79,851	0	0
INTEL CORP	COM	458140100	27,189	527,950	SH		OTR	1	0	527,950	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	10,003	73,138	SH		OTR	1	0	73,138	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	1,472	10,766	SH		SOLE		10,766	0	0
INTERDIGITAL INC	NOTE 2.000% 6/0	45867GAB7	8,114	7,360,000	PRN		OTR	1	0	7,360,000	0
INTERDIGITAL INC	NOTE 2.000% 6/0	45867GAB7	491	445,000	PRN		SOLE		445,000	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	2,328	17,418	SH		SOLE		17,418	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	15,560	116,417	SH		OTR	1	0	116,417	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	4,978	33,041	SH		OTR	1	0	33,041	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	768	5,095	SH		SOLE		5,095	0	0
INTERNATIONAL PAPER CO	COM	460146103	376	8,002	SH		SOLE		8,002	0	0
INTERNATIONAL PAPER CO	COM	460146103	2,362	50,272	SH		OTR	1	0	50,272	0
INTERPUBLIC GROUP COS INC	COM	460690100	1,914	51,115	SH		OTR	1	0	51,115	0
INTERPUBLIC GROUP COS INC	COM	460690100	367	9,795	SH		SOLE		9,795	0	0
INTUIT	COM	461202103	3,511	5,458	SH		SOLE		5,458	0	0
INTUIT	COM	461202103	23,644	36,759	SH		OTR	1	0	36,759	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	2,478	6,898	SH		SOLE		6,898	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	16,650	46,339	SH		OTR	1	0	46,339	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	958	68,544	SH		OTR	1	0	68,544	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	4,266	305,376	SH		SOLE		305,376	0	0
INVESCO QUALITY MUN INCOME T	COM	46133G107	2,619	192,750	SH		SOLE		192,750	0	0
INVITAE CORP	NOTE 2.000% 9/0	46185LAB9	114	120,000	PRN		SOLE		120,000	0	0
IONIS PHARMACEUTICALS INC	NOTE 0.125%12/1	462222AB6	178	198,000	PRN		SOLE		198,000	0	0
IPG PHOTONICS CORP	COM	44980X109	103	598	SH		SOLE		598	0	0
IPG PHOTONICS CORP	COM	44980X109	798	4,636	SH		OTR	1	0	4,636	0
IQVIA HLDGS INC	COM	46266C105	1,037	3,675	SH		SOLE		3,675	0	0
IQVIA HLDGS INC	COM	46266C105	6,997	24,799	SH		OTR	1	0	24,799	0
IRON MTN INC NEW	COM	46284V101	1,967	37,587	SH		OTR	1	0	37,587	0
IRON MTN INC NEW	COM	46284V101	326	6,239	SH		SOLE		6,239	0	0
IRONWOOD PHARMACEUTICALS INC	DBCV 2.250% 6/1	46333XAD0	114	110,000	PRN		SOLE		110,000	0	0
IRONWOOD PHARMACEUTICALS INC	NOTE 0.750% 6/1	46333XAF5	134	120,000	PRN		SOLE		120,000	0	0
ISHARES GOLD TR	ISHARES NEW	464285204	32,356	929,500	SH		OTR	1	0	929,500	0
ISHARES GOLD TR	ISHARES NEW	464285204	0	0	SH		SOLE		0	0	0
ISHARES TR	IBOXX HI YD ETF	464288513	5,308	61,003	SH		OTR	1	0	61,003	0
ISHARES TR	IBOXX HI YD ETF	464288513	370	4,253	SH		SOLE		4,253	0	0
ISHARES TR	IBOXX INV CP ETF	464287242	437	3,300	SH		SOLE		3,300	0	0
ISHARES TR	MBS ETF	464288588	294	2,737	SH		SOLE		2,737	0	0
ISHARES TR	MSCI ACWI ETF	464288257	499	4,713	SH		SOLE		4,713	0	0
JACOBS ENGR GROUP INC	COM	469814107	2,355	16,917	SH		OTR	1	0	16,917	0
JACOBS ENGR GROUP INC	COM	469814107	373	2,679	SH		SOLE		2,679	0	0
JAZZ INVESTMENTS I LTD	NOTE 2.000% 6/1	472145AF8	337	297,000	PRN		SOLE		297,000	0	0
JD.COM INC	SPON ADR CL A	47215P106	259	3,699	SH		SOLE		3,699	0	0
JOHNSON & JOHNSON	COM	478160104	8,765	51,234	SH		SOLE		51,234	0	0
JOHNSON & JOHNSON	COM	478160104	58,462	341,746	SH		OTR	1	0	341,746	0
JPMORGAN CHASE & CO	COM	46625H100	60,748	383,633	SH		OTR	1	0	383,633	0
JPMORGAN CHASE & CO	COM	46625H100	9,162	57,861	SH		SOLE		57,861	0	0
JUNIPER NETWORKS INC	COM	48203R104	1,507	42,213	SH		OTR	1	0	42,213	0
JUNIPER NETWORKS INC	COM	48203R104	195	5,452	SH		SOLE		5,452	0	0
KARYOPHARM THERAPEUTICS INC	NOTE 3.000%10/1	48576UAA4	76	93,000	PRN		SOLE		93,000	0	0
KELLOGG CO	COM	487836108	335	5,198	SH		SOLE		5,198	0	0
KELLOGG CO	COM	487836108	2,139	33,211	SH		OTR	1	0	33,211	0
KEYCORP	COM	493267108	436	18,842	SH		SOLE		18,842	0	0
KEYCORP	COM	493267108	2,796	120,864	SH		OTR	1	0	120,864	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	4,938	23,911	SH		OTR	1	0	23,911	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	763	3,695	SH		SOLE		3,695	0	0
KIMBERLY-CLARK CORP	COM	494368103	951	6,657	SH		SOLE		6,657	0	0
KIMBERLY-CLARK CORP	COM	494368103	6,247	43,711	SH		OTR	1	0	43,711	0
KIMCO RLTY CORP	COM	49446R109	255	10,357	SH		SOLE		10,357	0	0
KIMCO RLTY CORP	COM	49446R109	1,973	80,021	SH		OTR	1	0	80,021	0
KINDER MORGAN INC DEL	COM	49456B101	602	37,963	SH		SOLE		37,963	0	0
KINDER MORGAN INC DEL	COM	49456B101	4,015	253,134	SH		OTR	1	0	253,134	0
KKR & CO INC	6% MCONV PFD C	48251W401	41,883	449,050	SH		OTR	1	0	449,050	0
KKR & CO INC	6% MCONV PFD C	48251W401	14,004	150,338	SH		DFND	1	0	150,338	0
KKR & CO INC	6% MCONV PFD C	48251W401	232	2,494	SH		OTR	4	0	2,494	0
KKR & CO INC	6% MCONV PFD C	48251W401	2,621	28,100	SH		SOLE		28,100	0	0
KLA CORP	COM NEW	482480100	1,309	3,044	SH		SOLE		3,044	0	0
KLA CORP	COM NEW	482480100	8,466	19,683	SH		OTR	1	0	19,683	0
KRAFT HEINZ CO	COM	500754106	3,309	92,160	SH		OTR	1	0	92,160	0
KRAFT HEINZ CO	COM	500754106	498	13,867	SH		SOLE		13,867	0	0
KROGER CO	COM	501044101	660	14,593	SH		SOLE		14,593	0	0
KROGER CO	COM	501044101	3,976	87,846	SH		OTR	1	0	87,846	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	5,432	25,472	SH		OTR	1	0	25,472	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	833	3,906	SH		SOLE		3,906	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	3,903	12,423	SH		OTR	1	0	12,423	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	601	1,912	SH		SOLE		1,912	0	0
LAM RESEARCH CORP	COM	512807108	13,145	18,278	SH		OTR	1	0	18,278	0
LAM RESEARCH CORP	COM	512807108	2,024	2,815	SH		SOLE		2,815	0	0
LAMB WESTON HLDGS INC	COM	513272104	1,202	18,962	SH		OTR	1	0	18,962	0
LAMB WESTON HLDGS INC	COM	513272104	155	2,443	SH		SOLE		2,443	0	0
LAS VEGAS SANDS CORP	COM	517834107	1,680	44,629	SH		OTR	1	0	44,629	0
LAS VEGAS SANDS CORP	COM	517834107	261	6,946	SH		SOLE		6,946	0	0
LAUDER ESTEE COS INC	CL A	518439104	1,645	4,443	SH		SOLE		4,443	0	0
LAUDER ESTEE COS INC	CL A	518439104	11,135	30,078	SH		OTR	1	0	30,078	0
LCI INDS	NOTE 1.125% 5/1	501812AB7	221	200,000	PRN		SOLE		200,000	0	0
LEIDOS HOLDINGS INC	COM	525327102	254	2,852	SH		SOLE		2,852	0	0
LEIDOS HOLDINGS INC	COM	525327102	1,620	18,218	SH		OTR	1	0	18,218	0
LENDINGTREE INC	NOTE 0.625% 6/0	52603BAA5	1,872	1,894,000	PRN		DFND	1	0	1,894,000	0
LENDINGTREE INC	NOTE 0.625% 6/0	52603BAA5	658	663,000	PRN		SOLE		663,000	0	0
LENDINGTREE INC	NOTE 0.625% 6/0	52603BAA5	11,266	11,344,000	PRN		OTR	1	0	11,344,000	0
LENDINGTREE INC	NOTE 0.625% 6/0	52603BAA5	32	32,000	PRN		OTR	4	0	32,000	0
LENNAR CORP	CL A	526057104	4,099	35,290	SH		OTR	1	0	35,290	0
LENNAR CORP	CL A	526057104	647	5,569	SH		SOLE		5,569	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	1,467	849,000	PRN		SOLE		849,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	33,520	19,395,000	PRN		OTR	1	0	19,395,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	1,759	1,165,000	PRN		SOLE		1,165,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	35,178	23,300,000	PRN		OTR	1	0	23,300,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	116	77,000	PRN		OTR	4	0	77,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	7,247	4,816,000	PRN		DFND	1	0	4,816,000	0
LILLY ELI & CO	COM	532457108	4,320	15,640	SH		SOLE		15,640	0	0
LILLY ELI & CO	COM	532457108	28,469	103,068	SH		OTR	1	0	103,068	0
LINCOLN NATL CORP IND	COM	534187109	195	2,854	SH		SOLE		2,854	0	0
LINCOLN NATL CORP IND	COM	534187109	1,505	22,051	SH		OTR	1	0	22,051	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	2,099	17,536	SH		OTR	1	0	17,536	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	344	2,870	SH		SOLE		2,870	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	2,246	1,241,000	PRN		SOLE		1,241,000	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	29,932	16,537,000	PRN		OTR	1	0	16,537,000	0
LIVEPERSON INC	NOTE 12/1	538146AD3	170	200,000	PRN		SOLE		200,000	0	0
LKQ CORP	COM	501889208	2,090	34,812	SH		OTR	1	0	34,812	0
LKQ CORP	COM	501889208	270	4,495	SH		SOLE		4,495	0	0
LOCKHEED MARTIN CORP	COM	539830109	11,324	31,863	SH		OTR	1	0	31,863	0
LOCKHEED MARTIN CORP	COM	539830109	1,697	4,774	SH		SOLE		4,774	0	0
LOEWS CORP	COM	540424108	1,503	26,016	SH		OTR	1	0	26,016	0
LOEWS CORP	COM	540424108	194	3,365	SH		SOLE		3,365	0	0
LOWES COS INC	COM	548661107	23,234	89,887	SH		OTR	1	0	89,887	0
LOWES COS INC	COM	548661107	3,552	13,741	SH		SOLE		13,741	0	0
LUMEN TECHNOLOGIES INC	COM	550241103	236	18,783	SH		SOLE		18,783	0	0
LUMEN TECHNOLOGIES INC	COM	550241103	1,501	119,623	SH		OTR	1	0	119,623	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	14,242	8,018,000	PRN		DFND	1	0	8,018,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	238	134,000	PRN		OTR	4	0	134,000	0
LUMENTUM HLDGS INC	NOTE 0.500%12/1	55024UAD1	64,966	52,025,000	PRN		OTR	1	0	52,025,000	0
LUMENTUM HLDGS INC	NOTE 0.500%12/1	55024UAD1	4,489	3,595,000	PRN		SOLE		3,595,000	0	0
LYFT INC	NOTE 1.500% 5/1	55087PAB0	175	131,000	PRN		SOLE		131,000	0	0
M & T BK CORP	COM	55261F104	2,566	16,705	SH		OTR	1	0	16,705	0
M & T BK CORP	COM	55261F104	392	2,552	SH		SOLE		2,552	0	0
MANDIANT INC	NOTE 0.875% 6/0	31816QAF8	209	200,000	PRN		SOLE		200,000	0	0
MARATHON OIL CORP	COM	565849106	215	13,073	SH		SOLE		13,073	0	0
MARATHON OIL CORP	COM	565849106	1,659	101,065	SH		OTR	1	0	101,065	0
MARATHON PETE CORP	COM	56585A102	5,114	79,911	SH		OTR	1	0	79,911	0
MARATHON PETE CORP	COM	56585A102	783	12,243	SH		SOLE		12,243	0	0
MARKETAXESS HLDGS INC	COM	57060D108	302	735	SH		SOLE		735	0	0
MARKETAXESS HLDGS INC	COM	57060D108	2,030	4,936	SH		OTR	1	0	4,936	0
MARRIOTT INTL INC NEW	CL A	571903202	892	5,396	SH		SOLE		5,396	0	0
MARRIOTT INTL INC NEW	CL A	571903202	5,868	35,513	SH		OTR	1	0	35,513	0
MARRIOTT VACATIONS WORLDWIDE	NOTE 1.500% 9/1	57164YAB3	67	55,000	PRN		OTR	4	0	55,000	0
MARRIOTT VACATIONS WORLDWIDE	NOTE 1.500% 9/1	57164YAB3	3,913	3,219,000	PRN		DFND	1	0	3,219,000	0
MARSH & MCLENNAN COS INC	COM	571748102	11,393	65,542	SH		OTR	1	0	65,542	0
MARSH & MCLENNAN COS INC	COM	571748102	1,683	9,683	SH		SOLE		9,683	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	548	1,243	SH		SOLE		1,243	0	0
MARTIN MARIETTA MATLS INC	COM	573284106	3,567	8,098	SH		OTR	1	0	8,098	0
MASCO CORP	COM	574599106	2,225	31,685	SH		OTR	1	0	31,685	0
MASCO CORP	COM	574599106	288	4,097	SH		SOLE		4,097	0	0
MASTERCARD INCORPORATED	CL A	57636Q104	40,464	112,612	SH		OTR	1	0	112,612	0
MASTERCARD INCORPORATED	CL A	57636Q104	6,111	17,008	SH		SOLE		17,008	0	0
MATCH GROUP INC NEW	COM	57667L107	4,860	36,748	SH		OTR	1	0	36,748	0
MATCH GROUP INC NEW	COM	57667L107	700	5,296	SH		SOLE		5,296	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	480	4,968	SH		SOLE		4,968	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	3,127	32,369	SH		OTR	1	0	32,369	0
MCDONALDS CORP	COM	580135101	4,060	15,146	SH		SOLE		15,146	0	0
MCDONALDS CORP	COM	580135101	26,003	97,002	SH		OTR	1	0	97,002	0
MCKESSON CORP	COM	58155Q103	4,927	19,820	SH		OTR	1	0	19,820	0
MCKESSON CORP	COM	58155Q103	761	3,062	SH		SOLE		3,062	0	0
MERCADOLIBRE INC	COM	58733R102	220	163	SH		SOLE		163	0	0
MERCK & CO INC	COM	58933Y105	25,130	327,901	SH		OTR	1	0	327,901	0
MERCK & CO INC	COM	58933Y105	3,856	50,317	SH		SOLE		50,317	0	0
META PLATFORMS INC	CL A	30303M102	15,630	46,469	SH		SOLE		46,469	0	0
META PLATFORMS INC	CL A	30303M102	103,250	306,972	SH		OTR	1	0	306,972	0
METLIFE INC	COM	59156R108	895	14,326	SH		SOLE		14,326	0	0
METLIFE INC	COM	59156R108	5,800	92,815	SH		OTR	1	0	92,815	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	5,064	2,984	SH		OTR	1	0	2,984	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	776	457	SH		SOLE		457	0	0
MFS MUN INCOME TR	SH BEN INT	552738106	2,332	333,155	SH		SOLE		333,155	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	397	8,848	SH		SOLE		8,848	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	2,268	50,528	SH		OTR	1	0	50,528	0
MICROCHIP TECHNOLOGY INC.	COM	595017104	6,271	72,030	SH		OTR	1	0	72,030	0
MICROCHIP TECHNOLOGY INC.	COM	595017104	934	10,723	SH		SOLE		10,723	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	10,612	8,575,000	PRN		DFND	1	0	8,575,000	0
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	4,273	3,439,000	PRN		SOLE		3,439,000	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	178	144,000	PRN		OTR	4	0	144,000	0
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	84,966	68,383,000	PRN		OTR	1	0	68,383,000	0
MICRON TECHNOLOGY INC	COM	595112103	2,040	21,895	SH		SOLE		21,895	0	0
MICRON TECHNOLOGY INC	COM	595112103	13,526	145,212	SH		OTR	1	0	145,212	0
MICROSOFT CORP	COM	594918104	48,893	145,377	SH		SOLE		145,377	0	0
MICROSOFT CORP	COM	594918104	327,573	973,993	SH		OTR	1	0	973,993	0
MID-AMER APT CMNTYS INC	COM	59522J103	3,429	14,946	SH		OTR	1	0	14,946	0
MID-AMER APT CMNTYS INC	COM	59522J103	558	2,434	SH		SOLE		2,434	0	0
MODERNA INC	COM	60770K107	1,754	6,907	SH		SOLE		6,907	0	0
MODERNA INC	COM	60770K107	11,630	45,790	SH		OTR	1	0	45,790	0
MOHAWK INDS INC	COM	608190104	168	923	SH		SOLE		923	0	0
MOHAWK INDS INC	COM	608190104	1,297	7,122	SH		OTR	1	0	7,122	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	1,134	24,458	SH		OTR	1	0	24,458	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	146	3,148	SH		SOLE		3,148	0	0
MONDELEZ INTL INC	CL A	609207105	12,008	181,086	SH		OTR	1	0	181,086	0
MONDELEZ INTL INC	CL A	609207105	1,849	27,883	SH		SOLE		27,883	0	0
MONGODB INC	NOTE 0.250% 1/1	60937PAD8	2,231	872,000	PRN		SOLE		872,000	0	0
MONGODB INC	NOTE 0.250% 1/1	60937PAD8	37,387	14,615,000	PRN		OTR	1	0	14,615,000	0
MONOLITHIC PWR SYS INC	COM	609839105	2,774	5,624	SH		OTR	1	0	5,624	0
MONOLITHIC PWR SYS INC	COM	609839105	458	928	SH		SOLE		928	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	4,684	48,770	SH		OTR	1	0	48,770	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	722	7,513	SH		SOLE		7,513	0	0
MOODYS CORP	COM	615369105	1,256	3,217	SH		SOLE		3,217	0	0
MOODYS CORP	COM	615369105	8,200	20,995	SH		OTR	1	0	20,995	0
MORGAN STANLEY	COM NEW	617446448	2,707	27,574	SH		SOLE		27,574	0	0
MORGAN STANLEY	COM NEW	617446448	18,292	186,351	SH		OTR	1	0	186,351	0
MOSAIC CO NEW	COM	61945C103	306	7,791	SH		SOLE		7,791	0	0
MOSAIC CO NEW	COM	61945C103	1,889	48,084	SH		OTR	1	0	48,084	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	5,957	21,926	SH		OTR	1	0	21,926	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	893	3,287	SH		SOLE		3,287	0	0
MSCI INC	COM	55354G100	971	1,585	SH		SOLE		1,585	0	0
MSCI INC	COM	55354G100	6,557	10,702	SH		OTR	1	0	10,702	0
NANOSTRING TECHNOLOGIES INC	NOTE 2.625% 3/0	63009RAD1	119	100,000	PRN		SOLE		100,000	0	0
NASDAQ INC	COM	631103108	474	2,256	SH		SOLE		2,256	0	0
NASDAQ INC	COM	631103108	3,191	15,195	SH		OTR	1	0	15,195	0
NATERA INC	NOTE 2.250% 5/0	632307AB0	121	47,000	PRN		SOLE		47,000	0	0
NCL CORP LTD	NOTE 5.375% 8/0	62886HAX9	10,730	7,530,000	PRN		OTR	1	0	7,530,000	0
NCL CORP LTD	NOTE 5.375% 8/0	62886HAX9	1,002	703,000	PRN		SOLE		703,000	0	0
NCL CORP LTD	NOTE 6.000% 5/1	62886HAT8	379	219,000	PRN		SOLE		219,000	0	0
NCL CORP LTD	NOTE 6.000% 5/1	62886HAT8	7,976	4,605,000	PRN		OTR	1	0	4,605,000	0
NETAPP INC	COM	64110D104	2,670	29,030	SH		OTR	1	0	29,030	0
NETAPP INC	COM	64110D104	426	4,631	SH		SOLE		4,631	0	0
NETFLIX INC	COM	64110L106	34,641	57,501	SH		OTR	1	0	57,501	0
NETFLIX INC	COM	64110L106	5,274	8,755	SH		SOLE		8,755	0	0
NEUBERGER BERMAN N Y MUN FD	COM	64124K102	335	25,745	SH		SOLE		25,745	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	100	80,000	PRN		OTR	4	0	80,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	5,701	4,572,000	PRN		DFND	1	0	4,572,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	2,274	1,809,000	PRN		SOLE		1,809,000	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	37,273	29,655,000	PRN		OTR	1	0	29,655,000	0
NEW RELIC INC	NOTE 0.500% 5/0	64829BAB6	143	120,000	PRN		SOLE		120,000	0	0
NEWELL BRANDS INC	COM	651229106	1,073	49,148	SH		OTR	1	0	49,148	0
NEWELL BRANDS INC	COM	651229106	138	6,324	SH		SOLE		6,324	0	0
NEWMONT CORP	COM	651639106	6,420	103,517	SH		OTR	1	0	103,517	0
NEWMONT CORP	COM	651639106	974	15,698	SH		SOLE		15,698	0	0
NEWS CORP NEW	CL A	65249B109	146	6,558	SH		SOLE		6,558	0	0
NEWS CORP NEW	CL A	65249B109	1,138	51,021	SH		OTR	1	0	51,021	0
NEWS CORP NEW	CL B	65249B208	46	2,035	SH		SOLE		2,035	0	0
NEWS CORP NEW	CL B	65249B208	356	15,808	SH		OTR	1	0	15,808	0
NEXTERA ENERGY INC	COM	65339F101	23,780	254,711	SH		OTR	1	0	254,711	0
NEXTERA ENERGY INC	COM	65339F101	3,640	38,990	SH		SOLE		38,990	0	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	1,227	21,300	SH		SOLE		21,300	0	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	14,291	248,374	SH		DFND	1	0	248,374	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	237	4,120	SH		OTR	4	0	4,120	0
NICE LTD	NOTE 9/1	653656AB4	114,924	94,248,000	PRN		OTR	1	0	94,248,000	0
NICE LTD	NOTE 9/1	653656AB4	14,862	12,238,000	PRN		DFND	1	0	12,238,000	0
NICE LTD	NOTE 9/1	653656AB4	6,279	5,149,000	PRN		SOLE		5,149,000	0	0
NICE LTD	NOTE 9/1	653656AB4	245	202,000	PRN		OTR	4	0	202,000	0
NICE LTD	SPONSORED ADR	653656108	6,543	21,551	SH		SOLE		21,551	0	0
NICE LTD	SPONSORED ADR	653656108	9,855	32,460	SH		OTR	1	0	32,460	0
NICE LTD	SPONSORED ADR	653656108	1	4	SH		DFND	1	0	4	0
NIKE INC	CL B	654106103	4,157	24,942	SH		SOLE		24,942	0	0
NIKE INC	CL B	654106103	27,647	165,876	SH		OTR	1	0	165,876	0
NISOURCE INC	COM	65473P105	1,408	50,978	SH		OTR	1	0	50,978	0
NISOURCE INC	COM	65473P105	181	6,559	SH		SOLE		6,559	0	0
NORFOLK SOUTHN CORP	COM	655844108	9,404	31,589	SH		OTR	1	0	31,589	0
NORFOLK SOUTHN CORP	COM	655844108	1,411	4,738	SH		SOLE		4,738	0	0
NORTHERN TR CORP	COM	665859104	3,224	26,957	SH		OTR	1	0	26,957	0
NORTHERN TR CORP	COM	665859104	487	4,075	SH		SOLE		4,075	0	0
NORTHROP GRUMMAN CORP	COM	666807102	1,124	2,905	SH		SOLE		2,905	0	0
NORTHROP GRUMMAN CORP	COM	666807102	7,488	19,345	SH		OTR	1	0	19,345	0
NORTONLIFELOCK INC	COM	668771108	1,962	75,520	SH		OTR	1	0	75,520	0
NORTONLIFELOCK INC	COM	668771108	302	11,624	SH		SOLE		11,624	0	0
NOVOCURE LTD	NOTE 11/0	67011XAB9	138	150,000	PRN		SOLE		150,000	0	0
NRG ENERGY INC	COM NEW	629377508	176	4,092	SH		SOLE		4,092	0	0
NRG ENERGY INC	COM NEW	629377508	1,369	31,783	SH		OTR	1	0	31,783	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	3,196	2,683,000	PRN		SOLE		2,683,000	0	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	151	127,000	PRN		OTR	4	0	127,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	63,384	53,206,000	PRN		OTR	1	0	53,206,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	9,136	7,701,000	PRN		DFND	1	0	7,701,000	0
NUCOR CORP	COM	670346105	4,235	37,100	SH		OTR	1	0	37,100	0
NUCOR CORP	COM	670346105	676	5,921	SH		SOLE		5,921	0	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	133	139,000	PRN		OTR	4	0	139,000	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	7,873	8,212,000	PRN		DFND	1	0	8,212,000	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	1,305	1,354,000	PRN		SOLE		1,354,000	0	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	20,280	21,043,000	PRN		OTR	1	0	21,043,000	0
NUVEEN AMT FREE QLTY MUN INC	COM	670657105	26,638	1,707,583	SH		SOLE		1,707,583	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	2,839	205,883	SH		OTR	1	0	205,883	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	8,074	585,522	SH		SOLE		585,522	0	0
NUVEEN PENNSYLVANIA QLT MUN	COM	670972108	7,705	517,097	SH		SOLE		517,097	0	0
NUVEEN QUALITY MUNCP INCOME	COM	67066V101	3,035	188,362	SH		SOLE		188,362	0	0
NVIDIA CORPORATION	COM	67066G104	95,386	324,320	SH		OTR	1	0	324,320	0
NVIDIA CORPORATION	COM	67066G104	14,404	48,976	SH		SOLE		48,976	0	0
NVR INC	COM	62944T105	384	65	SH		SOLE		65	0	0
NVR INC	COM	62944T105	2,511	425	SH		OTR	1	0	425	0
OCCIDENTAL PETE CORP	COM	674599105	3,339	115,181	SH		OTR	1	0	115,181	0
OCCIDENTAL PETE CORP	COM	674599105	500	17,254	SH		SOLE		17,254	0	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	666	710,000	PRN		SOLE		710,000	0	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	1,985	2,117,000	PRN		OTR	1	0	2,117,000	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	2,095	1,539,000	PRN		SOLE		1,539,000	0	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	17,428	12,805,000	PRN		OTR	1	0	12,805,000	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	4,334	12,093	SH		OTR	1	0	12,093	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	667	1,860	SH		SOLE		1,860	0	0
OMNICELL COM	NOTE 0.250% 9/1	68213NAD1	8,501	4,495,000	PRN		OTR	1	0	4,495,000	0
OMNICELL COM	NOTE 0.250% 9/1	68213NAD1	547	289,000	PRN		SOLE		289,000	0	0
OMNICOM GROUP INC	COM	681919106	2,022	27,593	SH		OTR	1	0	27,593	0
OMNICOM GROUP INC	COM	681919106	313	4,267	SH		SOLE		4,267	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	27,260	8,289,000	PRN		OTR	1	0	8,289,000	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	2,447	744,000	PRN		SOLE		744,000	0	0
ONEOK INC NEW	COM	682680103	509	8,654	SH		SOLE		8,654	0	0
ONEOK INC NEW	COM	682680103	3,402	57,889	SH		OTR	1	0	57,889	0
ORACLE CORP	COM	68389X105	2,812	32,248	SH		SOLE		32,248	0	0
ORACLE CORP	COM	68389X105	18,259	209,372	SH		OTR	1	0	209,372	0
OREILLY AUTOMOTIVE INC	COM	67103H107	6,177	8,747	SH		OTR	1	0	8,747	0
OREILLY AUTOMOTIVE INC	COM	67103H107	943	1,335	SH		SOLE		1,335	0	0
ORGANON & CO	COMMON STOCK	68622V106	1,002	32,914	SH		OTR	1	0	32,914	0
ORGANON & CO	COMMON STOCK	68622V106	129	4,235	SH		SOLE		4,235	0	0
OSI SYSTEMS INC	NOTE 1.250% 9/0	671044AD7	89	87,000	PRN		SOLE		87,000	0	0
OTIS WORLDWIDE CORP	COM	68902V107	4,801	55,141	SH		OTR	1	0	55,141	0
OTIS WORLDWIDE CORP	COM	68902V107	713	8,187	SH		SOLE		8,187	0	0
PACCAR INC	COM	693718108	603	6,833	SH		SOLE		6,833	0	0
PACCAR INC	COM	693718108	3,978	45,068	SH		OTR	1	0	45,068	0
PACIRA BIOSCIENCES INC	NOTE 0.750% 8/0	695127AF7	25,266	22,749,000	PRN		OTR	1	0	22,749,000	0
PACIRA BIOSCIENCES INC	NOTE 0.750% 8/0	695127AF7	1,385	1,247,000	PRN		SOLE		1,247,000	0	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	2,830	2,749,000	PRN		OTR	1	0	2,749,000	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	56	55,000	PRN		OTR	4	0	55,000	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	3,359	3,271,000	PRN		DFND	1	0	3,271,000	0
PACIRA BIOSCIENCES INC	NOTE 2.375% 4/0	695127AD2	152	148,000	PRN		SOLE		148,000	0	0
PACKAGING CORP AMER	COM	695156109	257	1,888	SH		SOLE		1,888	0	0
PACKAGING CORP AMER	COM	695156109	1,679	12,331	SH		OTR	1	0	12,331	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	2,200	1,158,000	PRN		SOLE		1,158,000	0	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	40,182	21,155,000	PRN		OTR	1	0	21,155,000	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	10,055	5,308,000	PRN		DFND	1	0	5,308,000	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	172	91,000	PRN		OTR	4	0	91,000	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	56,271	26,811,000	PRN		OTR	1	0	26,811,000	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	4,145	1,975,000	PRN		SOLE		1,975,000	0	0
PARKER-HANNIFIN CORP	COM	701094104	785	2,469	SH		SOLE		2,469	0	0
PARKER-HANNIFIN CORP	COM	701094104	5,331	16,759	SH		OTR	1	0	16,759	0
PARSONS CORP DEL	NOTE 0.250% 8/1	70202LAB8	7,494	7,519,000	PRN		OTR	1	0	7,519,000	0
PARSONS CORP DEL	NOTE 0.250% 8/1	70202LAB8	626	628,000	PRN		SOLE		628,000	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	115	104,000	PRN		OTR	4	0	104,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	7,145	6,444,000	PRN		DFND	1	0	6,444,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	2,526	2,268,000	PRN		SOLE		2,268,000	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	37,998	34,117,000	PRN		OTR	1	0	34,117,000	0
PAYCHEX INC	COM	704326107	5,687	41,661	SH		OTR	1	0	41,661	0
PAYCHEX INC	COM	704326107	859	6,292	SH		SOLE		6,292	0	0
PAYCOM SOFTWARE INC	COM	70432V102	375	904	SH		SOLE		904	0	0
PAYCOM SOFTWARE INC	COM	70432V102	2,595	6,249	SH		OTR	1	0	6,249	0
PAYPAL HLDGS INC	COM	70450Y103	4,315	22,879	SH		SOLE		22,879	0	0
PAYPAL HLDGS INC	COM	70450Y103	28,763	152,522	SH		OTR	1	0	152,522	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	149	135,000	PRN		OTR	4	0	135,000	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	656	593,000	PRN		SOLE		593,000	0	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	8,853	8,040,000	PRN		DFND	1	0	8,040,000	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	6,485	5,863,000	PRN		OTR	1	0	5,863,000	0
PENN NATL GAMING INC	COM	707569109	144	2,777	SH		SOLE		2,777	0	0
PENN NATL GAMING INC	COM	707569109	1,118	21,565	SH		OTR	1	0	21,565	0
PENN NATL GAMING INC	NOTE 2.750% 5/1	707569AU3	188	79,000	PRN		SOLE		79,000	0	0
PENNYMAC CORP	NOTE 5.500%11/0	70932AAD5	100	100,000	PRN		SOLE		100,000	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	128	7,155	SH		SOLE		7,155	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	990	55,562	SH		OTR	1	0	55,562	0
PEPSICO INC	COM	713448108	31,179	179,487	SH		OTR	1	0	179,487	0
PEPSICO INC	COM	713448108	4,675	26,912	SH		SOLE		26,912	0	0
PERKINELMER INC	COM	714046109	3,294	16,383	SH		OTR	1	0	16,383	0
PERKINELMER INC	COM	714046109	467	2,321	SH		SOLE		2,321	0	0
PFIZER INC	COM	717081103	43,025	728,625	SH		OTR	1	0	728,625	0
PFIZER INC	COM	717081103	6,478	109,706	SH		SOLE		109,706	0	0
PG&E CORP	UNIT 99/99/9999	69331C140	9,036	78,110	SH		DFND	1	0	78,110	0
PG&E CORP	UNIT 99/99/9999	69331C140	2,458	21,242	SH		SOLE		21,242	0	0
PG&E CORP	UNIT 99/99/9999	69331C140	36,446	315,000	SH		OTR	1	0	315,000	0
PG&E CORP	UNIT 99/99/9999	69331C140	150	1,298	SH		OTR	4	0	1,298	0
PHILIP MORRIS INTL INC	COM	718172109	19,199	202,097	SH		OTR	1	0	202,097	0
PHILIP MORRIS INTL INC	COM	718172109	1,516	15,958	SH		SOLE		15,958	0	0
PHILLIPS 66	COM	718546104	628	8,662	SH		SOLE		8,662	0	0
PHILLIPS 66	COM	718546104	4,122	56,880	SH		OTR	1	0	56,880	0
PINNACLE WEST CAP CORP	COM	723484101	133	1,885	SH		SOLE		1,885	0	0
PINNACLE WEST CAP CORP	COM	723484101	1,034	14,646	SH		OTR	1	0	14,646	0
PIONEER MUNICIPAL HIGH INCOM	COM	723762100	3,098	268,191	SH		OTR	1	0	268,191	0
PIONEER MUNICIPAL HIGH INCOM	COM	723762100	8,492	735,260	SH		SOLE		735,260	0	0
PIONEER MUNICIPAL HIGH INCOM	COM SHS	723763108	5,646	461,642	SH		SOLE		461,642	0	0
PIONEER MUNICIPAL HIGH INCOM	COM SHS	723763108	3,984	325,717	SH		OTR	1	0	325,717	0
PIONEER NAT RES CO	COM	723787107	5,361	29,474	SH		OTR	1	0	29,474	0
PIONEER NAT RES CO	COM	723787107	785	4,314	SH		SOLE		4,314	0	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	95,712	53,564,000	PRN		OTR	1	0	53,564,000	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	282	158,000	PRN		OTR	4	0	158,000	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	6,611	3,700,000	PRN		SOLE		3,700,000	0	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	17,110	9,602,000	PRN		DFND	1	0	9,602,000	0
PNC FINL SVCS GROUP INC	COM	693475105	11,001	54,864	SH		OTR	1	0	54,864	0
PNC FINL SVCS GROUP INC	COM	693475105	1,644	8,201	SH		SOLE		8,201	0	0
POOL CORP	COM	73278L105	436	771	SH		SOLE		771	0	0
POOL CORP	COM	73278L105	2,945	5,204	SH		OTR	1	0	5,204	0
PPG INDS INC	COM	693506107	809	4,689	SH		SOLE		4,689	0	0
PPG INDS INC	COM	693506107	5,314	30,818	SH		OTR	1	0	30,818	0
PPL CORP	COM	69351T106	2,929	97,453	SH		OTR	1	0	97,453	0
PPL CORP	COM	69351T106	453	15,061	SH		SOLE		15,061	0	0
PRICE T ROWE GROUP INC	COM	74144T108	860	4,371	SH		SOLE		4,371	0	0
PRICE T ROWE GROUP INC	COM	74144T108	5,737	29,175	SH		OTR	1	0	29,175	0
PRINCIPAL FINANCIAL GROUP IN	COM	74251V102	2,315	32,000	SH		OTR	1	0	32,000	0
PRINCIPAL FINANCIAL GROUP IN	COM	74251V102	433	5,984	SH		SOLE		5,984	0	0
PROCTER AND GAMBLE CO	COM	742718109	7,847	47,968	SH		SOLE		47,968	0	0
PROCTER AND GAMBLE CO	COM	742718109	51,387	314,141	SH		OTR	1	0	314,141	0
PROGRESSIVE CORP	COM	743315103	1,168	11,380	SH		SOLE		11,380	0	0
PROGRESSIVE CORP	COM	743315103	7,796	75,949	SH		OTR	1	0	75,949	0
PROLOGIS INC.	COM	74340W103	2,478	14,721	SH		SOLE		14,721	0	0
PROLOGIS INC.	COM	74340W103	16,158	95,975	SH		OTR	1	0	95,975	0
PRUDENTIAL FINL INC	COM	744320102	808	7,467	SH		SOLE		7,467	0	0
PRUDENTIAL FINL INC	COM	744320102	5,311	49,070	SH		OTR	1	0	49,070	0
PTC INC	COM	69370C100	262	2,160	SH		SOLE		2,160	0	0
PTC INC	COM	69370C100	1,661	13,714	SH		OTR	1	0	13,714	0
PUBLIC STORAGE	COM	74460D109	1,129	3,013	SH		SOLE		3,013	0	0
PUBLIC STORAGE	COM	74460D109	7,418	19,804	SH		OTR	1	0	19,804	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	647	9,696	SH		SOLE		9,696	0	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	4,380	65,642	SH		OTR	1	0	65,642	0
PULTE GROUP INC	COM	745867101	1,879	32,867	SH		OTR	1	0	32,867	0
PULTE GROUP INC	COM	745867101	312	5,453	SH		SOLE		5,453	0	0
PURE STORAGE INC	NOTE 0.125% 4/1	74624MAB8	186	139,000	PRN		SOLE		139,000	0	0
PVH CORPORATION	COM	693656100	984	9,224	SH		OTR	1	0	9,224	0
PVH CORPORATION	COM	693656100	127	1,188	SH		SOLE		1,188	0	0
Q2 HLDGS INC	NOTE 0.750% 2/1	74736LAB5	101	70,000	PRN		SOLE		70,000	0	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	8,101	7,195,000	PRN		OTR	1	0	7,195,000	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	726	645,000	PRN		SOLE		645,000	0	0
QORVO INC	COM	74736K101	337	2,157	SH		SOLE		2,157	0	0
QORVO INC	COM	74736K101	2,238	14,309	SH		OTR	1	0	14,309	0
QUALCOMM INC	COM	747525103	26,588	145,391	SH		OTR	1	0	145,391	0
QUALCOMM INC	COM	747525103	4,045	22,118	SH		SOLE		22,118	0	0
QUANTA SVCS INC	COM	74762E102	274	2,394	SH		SOLE		2,394	0	0
QUANTA SVCS INC	COM	74762E102	2,121	18,498	SH		OTR	1	0	18,498	0
QUEST DIAGNOSTICS INC	COM	74834L100	443	2,561	SH		SOLE		2,561	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	2,755	15,925	SH		OTR	1	0	15,925	0
RALPH LAUREN CORP	CL A	751212101	97	813	SH		SOLE		813	0	0
RALPH LAUREN CORP	CL A	751212101	752	6,326	SH		OTR	1	0	6,326	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	26,043	16,548,000	PRN		OTR	1	0	16,548,000	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	596	379,000	PRN		SOLE		379,000	0	0
RAYMOND JAMES FINL INC	COM	754730109	378	3,764	SH		SOLE		3,764	0	0
RAYMOND JAMES FINL INC	COM	754730109	2,414	24,042	SH		OTR	1	0	24,042	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	16,722	194,302	SH		OTR	1	0	194,302	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	2,511	29,182	SH		SOLE		29,182	0	0
RBC BEARINGS INC	5% CNV PFD SR A	75524B203	3,441	32,877	SH		OTR	1	0	32,877	0
RBC BEARINGS INC	5% CNV PFD SR A	75524B203	197	1,880	SH		SOLE		1,880	0	0
REALTY INCOME CORP	COM	756109104	5,258	73,443	SH		OTR	1	0	73,443	0
REALTY INCOME CORP	COM	756109104	752	10,506	SH		SOLE		10,506	0	0
REDWOOD TRUST INC	NOTE 4.750% 8/1	758075AC9	82	80,000	PRN		SOLE		80,000	0	0
REGENCY CTRS CORP	COM	758849103	1,507	20,003	SH		OTR	1	0	20,003	0
REGENCY CTRS CORP	COM	758849103	281	3,729	SH		SOLE		3,729	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	1,312	2,077	SH		SOLE		2,077	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	8,667	13,724	SH		OTR	1	0	13,724	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	2,698	123,749	SH		OTR	1	0	123,749	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	429	19,687	SH		SOLE		19,687	0	0
REPLIGEN CORP	NOTE 0.375% 7/1	759916AB5	171	73,000	PRN		SOLE		73,000	0	0
REPUBLIC SVCS INC	COM	760759100	3,788	27,167	SH		OTR	1	0	27,167	0
REPUBLIC SVCS INC	COM	760759100	531	3,807	SH		SOLE		3,807	0	0
RESMED INC	COM	761152107	742	2,848	SH		SOLE		2,848	0	0
RESMED INC	COM	761152107	4,927	18,916	SH		OTR	1	0	18,916	0
RH	NOTE 9/1	74967XAD5	210	83,000	PRN		SOLE		83,000	0	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	3,302	3,496,000	PRN		SOLE		3,496,000	0	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	6,978	7,428,000	PRN		DFND	1	0	7,428,000	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	47,042	49,808,000	PRN		OTR	1	0	49,808,000	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	111	118,000	PRN		OTR	4	0	118,000	0
ROBERT HALF INTL INC	COM	770323103	268	2,399	SH		SOLE		2,399	0	0
ROBERT HALF INTL INC	COM	770323103	1,612	14,452	SH		OTR	1	0	14,452	0
ROCKWELL AUTOMATION INC	COM	773903109	5,252	15,056	SH		OTR	1	0	15,056	0
ROCKWELL AUTOMATION INC	COM	773903109	819	2,349	SH		SOLE		2,349	0	0
ROLLINS INC	COM	775711104	128	3,755	SH		SOLE		3,755	0	0
ROLLINS INC	COM	775711104	1,005	29,383	SH		OTR	1	0	29,383	0
ROPER TECHNOLOGIES INC	COM	776696106	1,019	2,072	SH		SOLE		2,072	0	0
ROPER TECHNOLOGIES INC	COM	776696106	6,736	13,694	SH		OTR	1	0	13,694	0
ROSS STORES INC	COM	778296103	5,272	46,131	SH		OTR	1	0	46,131	0
ROSS STORES INC	COM	778296103	808	7,071	SH		SOLE		7,071	0	0
ROYAL CARIBBEAN GROUP	NOTE 2.875%11/1	780153BF8	122	103,000	PRN		SOLE		103,000	0	0
ROYAL CARIBBEAN GROUP	NOTE 4.250% 6/1	780153BB7	1,372	1,074,000	PRN		SOLE		1,074,000	0	0
ROYAL CARIBBEAN GROUP	NOTE 4.250% 6/1	780153BB7	146	115,000	PRN		OTR	4	0	115,000	0
ROYAL CARIBBEAN GROUP	NOTE 4.250% 6/1	780153BB7	8,642	6,791,000	PRN		DFND	1	0	6,791,000	0
ROYAL CARIBBEAN GROUP	NOTE 4.250% 6/1	780153BB7	21,624	16,927,000	PRN		OTR	1	0	16,927,000	0
S&P GLOBAL INC	COM	78409V104	2,186	4,633	SH		SOLE		4,633	0	0
S&P GLOBAL INC	COM	78409V104	14,764	31,285	SH		OTR	1	0	31,285	0
SABRE GLBL INC	NOTE 4.000% 4/1	78573NAE2	294	215,000	PRN		SOLE		215,000	0	0
SABRE GLBL INC	NOTE 4.000% 4/1	78573NAE2	4,135	3,020,000	PRN		OTR	1	0	3,020,000	0
SAILPOINT TECHNOLOGIES HLDGS	NOTE 0.125% 9/1	78781PAB1	312	175,000	PRN		SOLE		175,000	0	0
SALESFORCE COM INC	COM	79466L302	32,297	127,087	SH		OTR	1	0	127,087	0
SALESFORCE COM INC	COM	79466L302	4,882	19,209	SH		SOLE		19,209	0	0
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	198	135,000	PRN		SOLE		135,000	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	851	2,187	SH		SOLE		2,187	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	5,494	14,122	SH		OTR	1	0	14,122	0
SCHLUMBERGER LTD	COM STK	806857108	835	27,866	SH		SOLE		27,866	0	0
SCHLUMBERGER LTD	COM STK	806857108	5,453	182,081	SH		OTR	1	0	182,081	0
SCHWAB CHARLES CORP	COM	808513105	2,463	29,281	SH		SOLE		29,281	0	0
SCHWAB CHARLES CORP	COM	808513105	16,413	195,159	SH		OTR	1	0	195,159	0
SEALED AIR CORP NEW	COM	81211K100	169	2,500	SH		SOLE		2,500	0	0
SEALED AIR CORP NEW	COM	81211K100	1,298	19,233	SH		OTR	1	0	19,233	0
SEMPRA	COM	816851109	789	5,965	SH		SOLE		5,965	0	0
SEMPRA	COM	816851109	5,484	41,454	SH		OTR	1	0	41,454	0
SERVICENOW INC	COM	81762P102	2,495	3,844	SH		SOLE		3,844	0	0
SERVICENOW INC	COM	81762P102	16,768	25,833	SH		OTR	1	0	25,833	0
SHERWIN WILLIAMS CO	COM	824348106	1,639	4,653	SH		SOLE		4,653	0	0
SHERWIN WILLIAMS CO	COM	824348106	11,028	31,314	SH		OTR	1	0	31,314	0
SHOPIFY INC	NOTE 0.125%11/0	82509LAA5	1,898	1,515,000	PRN		SOLE		1,515,000	0	0
SHOPIFY INC	NOTE 0.125%11/0	82509LAA5	42,266	33,745,000	PRN		OTR	1	0	33,745,000	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	404	1,248	SH		SOLE		1,248	0	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	2,546	7,871	SH		OTR	1	0	7,871	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	12,337	7,037,000	PRN		DFND	1	0	7,037,000	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	3,776	2,148,000	PRN		SOLE		2,148,000	0	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	65,062	37,007,000	PRN		OTR	1	0	37,007,000	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	205	117,000	PRN		OTR	4	0	117,000	0
SIMON PPTY GROUP INC NEW	COM	828806109	6,815	42,658	SH		OTR	1	0	42,658	0
SIMON PPTY GROUP INC NEW	COM	828806109	1,010	6,321	SH		SOLE		6,321	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	506	3,262	SH		SOLE		3,262	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	3,326	21,438	SH		OTR	1	0	21,438	0
SMITH A O CORP	COM	831865209	1,484	17,290	SH		OTR	1	0	17,290	0
SMITH A O CORP	COM	831865209	192	2,235	SH		SOLE		2,235	0	0
SMUCKER J M CO	COM NEW	832696405	1,911	14,067	SH		OTR	1	0	14,067	0
SMUCKER J M CO	COM NEW	832696405	301	2,219	SH		SOLE		2,219	0	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	97	45,000	PRN		OTR	4	0	45,000	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	523	241,000	PRN		SOLE		241,000	0	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	6,297	2,909,000	PRN		DFND	1	0	2,909,000	0
SNAP ON INC	COM	833034101	278	1,293	SH		SOLE		1,293	0	0
SNAP ON INC	COM	833034101	1,502	6,974	SH		OTR	1	0	6,974	0
SNOWFLAKE INC	CL A	833445109	210	621	SH		SOLE		621	0	0
SOLAREDGE TECHNOLOGIES INC	COM	83417M104	1,913	6,817	SH		OTR	1	0	6,817	0
SOLAREDGE TECHNOLOGIES INC	COM	83417M104	276	982	SH		SOLE		982	0	0
SOLAREDGE TECHNOLOGIES INC	NOTE 9/1	83417MAD6	39,524	31,060,000	PRN		OTR	1	0	31,060,000	0
SOLAREDGE TECHNOLOGIES INC	NOTE 9/1	83417MAD6	1,717	1,349,000	PRN		SOLE		1,349,000	0	0
SOUTHERN CO	COM	842587107	1,393	20,306	SH		SOLE		20,306	0	0
SOUTHERN CO	COM	842587107	9,435	137,577	SH		OTR	1	0	137,577	0
SOUTHWEST AIRLS CO	COM	844741108	3,292	76,839	SH		OTR	1	0	76,839	0
SOUTHWEST AIRLS CO	COM	844741108	424	9,895	SH		SOLE		9,895	0	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	8,318	6,240,000	PRN		DFND	1	0	6,240,000	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	75,621	56,571,000	PRN		OTR	1	0	56,571,000	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	135	101,000	PRN		OTR	4	0	101,000	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	4,887	3,656,000	PRN		SOLE		3,656,000	0	0
SPDR GOLD TR	GOLD SHS	78463V107	0	0	SH		SOLE		0	0	0
SPDR GOLD TR	GOLD SHS	78463V107	22,282	130,336	SH		OTR	1	0	130,336	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	856,523	1,803,358	SH		OTR	3	0	1,803,358	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	4,029	8,482	SH		SOLE		8,482	0	0
SPDR SER TR	BLOOMBERG CONV	78464A359	18	220	SH		SOLE		220	0	0
SPDR SER TR	BLOOMBERG CONV	78464A359	3,807	45,891	SH		DFND	1	0	45,891	0
SPDR SER TR	BLOOMBERG CONV	78464A359	70	846	SH		OTR	4	0	846	0
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	5,679	6,550,000	PRN		OTR	1	0	6,550,000	0
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	4,148	4,812,000	PRN		DFND	1	0	4,812,000	0
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	451	520,000	PRN		SOLE		520,000	0	0
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	71	82,000	PRN		OTR	4	0	82,000	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	2,398	2,237,000	PRN		SOLE		2,237,000	0	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	35,641	33,252,000	PRN		OTR	1	0	33,252,000	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	5,347	4,855,000	PRN		DFND	1	0	4,855,000	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	93	84,000	PRN		OTR	4	0	84,000	0
STANLEY BLACK & DECKER INC	COM	854502101	611	3,239	SH		SOLE		3,239	0	0
STANLEY BLACK & DECKER INC	COM	854502101	3,992	21,163	SH		OTR	1	0	21,163	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	37,766	346,400	SH		OTR	1	0	346,400	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	2,289	21,000	SH		SOLE		21,000	0	0
STARBUCKS CORP	COM	855244109	17,917	153,180	SH		OTR	1	0	153,180	0
STARBUCKS CORP	COM	855244109	2,676	22,876	SH		SOLE		22,876	0	0
STARWOOD WAYPOINT HOMES	NOTE 3.500% 1/1	19625XAB8	201	101,000	PRN		SOLE		101,000	0	0
STATE STR CORP	COM	857477103	4,414	47,464	SH		OTR	1	0	47,464	0
STATE STR CORP	COM	857477103	711	7,649	SH		SOLE		7,649	0	0
STRYKER CORPORATION	COM	863667101	11,655	43,584	SH		OTR	1	0	43,584	0
STRYKER CORPORATION	COM	863667101	1,722	6,440	SH		SOLE		6,440	0	0
SUMMIT HOTEL PPTYS	NOTE 1.500% 2/1	866082AA8	27,043	25,804,000	PRN		OTR	1	0	25,804,000	0
SUMMIT HOTEL PPTYS	NOTE 1.500% 2/1	866082AA8	1,566	1,494,000	PRN		SOLE		1,494,000	0	0
SVB FINANCIAL GROUP	COM	78486Q101	5,167	7,618	SH		OTR	1	0	7,618	0
SVB FINANCIAL GROUP	COM	78486Q101	804	1,186	SH		SOLE		1,186	0	0
SYNCHRONY FINANCIAL	COM	87165B103	526	11,348	SH		SOLE		11,348	0	0
SYNCHRONY FINANCIAL	COM	87165B103	3,296	71,042	SH		OTR	1	0	71,042	0
SYNOPSYS INC	COM	871607107	1,132	3,071	SH		SOLE		3,071	0	0
SYNOPSYS INC	COM	871607107	7,295	19,797	SH		OTR	1	0	19,797	0
SYSCO CORP	COM	871829107	808	10,283	SH		SOLE		10,283	0	0
SYSCO CORP	COM	871829107	5,227	66,549	SH		OTR	1	0	66,549	0
TABULA RASA HEALTHCARE INC	NOTE 1.750% 2/1	873379AA9	62	75,000	PRN		SOLE		75,000	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	30,886	256,723	SH		OTR	1	0	256,723	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	3	24	SH		DFND	1	0	24	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	17,981	149,457	SH		SOLE		149,457	0	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	2,660	14,968	SH		OTR	1	0	14,968	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	414	2,330	SH		SOLE		2,330	0	0
TALOS ENERGY INC	COM	87484T108	61	6,187	SH		OTR	5	0	6,187	0
TALOS ENERGY INC	COM	87484T108	5,375	548,507	SH		SOLE		548,507	0	0
TALOS ENERGY INC	COM	87484T108	27,475	2,803,590	SH		OTR	1	0	2,803,590	0
TAPESTRY INC	COM	876030107	188	4,623	SH		SOLE		4,623	0	0
TAPESTRY INC	COM	876030107	1,450	35,717	SH		OTR	1	0	35,717	0
TARGET CORP	COM	87612E106	2,183	9,434	SH		SOLE		9,434	0	0
TARGET CORP	COM	87612E106	14,663	63,354	SH		OTR	1	0	63,354	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	52,951	57,830,000	PRN		OTR	1	0	57,830,000	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	7,270	7,983,000	PRN		DFND	1	0	7,983,000	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	117	128,000	PRN		OTR	4	0	128,000	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	3,382	3,694,000	PRN		SOLE		3,694,000	0	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	2,646	6,056	SH		OTR	1	0	6,056	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	384	879	SH		SOLE		879	0	0
TELEFLEX INCORPORATED	COM	879369106	1,997	6,081	SH		OTR	1	0	6,081	0
TELEFLEX INCORPORATED	COM	879369106	323	982	SH		SOLE		982	0	0
TERADYNE INC	COM	880770102	531	3,246	SH		SOLE		3,246	0	0
TERADYNE INC	COM	880770102	3,460	21,160	SH		OTR	1	0	21,160	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	750	145,000	PRN		SOLE		145,000	0	0
TESLA INC	COM	88160R101	111,520	105,528	SH		OTR	1	0	105,528	0
TESLA INC	COM	88160R101	16,855	15,949	SH		SOLE		15,949	0	0
TESLA INC	NOTE 2.000% 5/1	88160RAG6	374	22,000	PRN		SOLE		22,000	0	0
TEXAS INSTRS INC	COM	882508104	22,595	119,886	SH		OTR	1	0	119,886	0
TEXAS INSTRS INC	COM	882508104	3,377	17,916	SH		SOLE		17,916	0	0
TEXTRON INC	COM	883203101	2,209	28,614	SH		OTR	1	0	28,614	0
TEXTRON INC	COM	883203101	384	4,973	SH		SOLE		4,973	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	34,131	51,153	SH		OTR	1	0	51,153	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	5,151	7,720	SH		SOLE		7,720	0	0
TJX COS INC NEW	COM	872540109	11,851	156,105	SH		OTR	1	0	156,105	0
TJX COS INC NEW	COM	872540109	1,784	23,504	SH		SOLE		23,504	0	0
T-MOBILE US INC	COM	872590104	1,358	11,710	SH		SOLE		11,710	0	0
T-MOBILE US INC	COM	872590104	8,839	76,208	SH		OTR	1	0	76,208	0
TRACTOR SUPPLY CO	COM	892356106	3,525	14,775	SH		OTR	1	0	14,775	0
TRACTOR SUPPLY CO	COM	892356106	575	2,411	SH		SOLE		2,411	0	0
TRANSDIGM GROUP INC	COM	893641100	4,325	6,797	SH		OTR	1	0	6,797	0
TRANSDIGM GROUP INC	COM	893641100	624	980	SH		SOLE		980	0	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	122	135,000	PRN		SOLE		135,000	0	0
TRAVELERS COMPANIES INC	COM	89417E109	4,996	31,935	SH		OTR	1	0	31,935	0
TRAVELERS COMPANIES INC	COM	89417E109	727	4,645	SH		SOLE		4,645	0	0
TRIMBLE INC	COM	896239100	444	5,095	SH		SOLE		5,095	0	0
TRIMBLE INC	COM	896239100	2,841	32,584	SH		OTR	1	0	32,584	0
TRUIST FINL CORP	COM	89832Q109	1,542	26,329	SH		SOLE		26,329	0	0
TRUIST FINL CORP	COM	89832Q109	10,146	173,286	SH		OTR	1	0	173,286	0
TURNING PT BRANDS INC	COM	90041L105	257	6,802	SH		OTR	1	0	6,802	0
TURNING PT BRANDS INC	COM	90041L105	0	0	SH		SOLE		0	0	0
TWITTER INC	COM	90184L102	4,486	103,800	SH		OTR	1	0	103,800	0
TWITTER INC	COM	90184L102	674	15,585	SH		SOLE		15,585	0	0
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	300	275,000	PRN		SOLE		275,000	0	0
TYLER TECHNOLOGIES INC	COM	902252105	422	784	SH		SOLE		784	0	0
TYLER TECHNOLOGIES INC	COM	902252105	2,861	5,319	SH		OTR	1	0	5,319	0
TYSON FOODS INC	CL A	902494103	525	6,023	SH		SOLE		6,023	0	0
TYSON FOODS INC	CL A	902494103	3,336	38,271	SH		OTR	1	0	38,271	0
UBER TECHNOLOGIES INC	NOTE 12/1	90353TAJ9	810	821,000	PRN		SOLE		821,000	0	0
UBER TECHNOLOGIES INC	NOTE 12/1	90353TAJ9	17,020	17,253,000	PRN		OTR	1	0	17,253,000	0
UDR INC	COM	902653104	2,263	37,728	SH		OTR	1	0	37,728	0
UDR INC	COM	902653104	380	6,333	SH		SOLE		6,333	0	0
ULTA BEAUTY INC	COM	90384S303	2,910	7,057	SH		OTR	1	0	7,057	0
ULTA BEAUTY INC	COM	90384S303	458	1,111	SH		SOLE		1,111	0	0
UNDER ARMOUR INC	CL A	904311107	519	24,489	SH		OTR	1	0	24,489	0
UNDER ARMOUR INC	CL A	904311107	67	3,153	SH		SOLE		3,153	0	0
UNDER ARMOUR INC	CL C	904311206	504	27,919	SH		OTR	1	0	27,919	0
UNDER ARMOUR INC	CL C	904311206	65	3,613	SH		SOLE		3,613	0	0
UNION PAC CORP	COM	907818108	3,174	12,597	SH		SOLE		12,597	0	0
UNION PAC CORP	COM	907818108	21,024	83,453	SH		OTR	1	0	83,453	0
UNITED AIRLS HLDGS INC	COM	910047109	1,840	42,035	SH		OTR	1	0	42,035	0
UNITED AIRLS HLDGS INC	COM	910047109	237	5,413	SH		SOLE		5,413	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	20,288	94,655	SH		OTR	1	0	94,655	0
UNITED PARCEL SERVICE INC	CL B	911312106	3,086	14,399	SH		SOLE		14,399	0	0
UNITED RENTALS INC	COM	911363109	469	1,411	SH		SOLE		1,411	0	0
UNITED RENTALS INC	COM	911363109	3,123	9,398	SH		OTR	1	0	9,398	0
UNITED STATES STL CORP	NOTE 5.000%11/0	912909AT5	109	54,000	PRN		SOLE		54,000	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	61,394	122,265	SH		OTR	1	0	122,265	0
UNITEDHEALTH GROUP INC	COM	91324P102	9,252	18,425	SH		SOLE		18,425	0	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	1,231	9,492	SH		OTR	1	0	9,492	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	159	1,228	SH		SOLE		1,228	0	0
US BANCORP DEL	COM NEW	902973304	1,557	27,721	SH		SOLE		27,721	0	0
US BANCORP DEL	COM NEW	902973304	9,839	175,163	SH		OTR	1	0	175,163	0
V F CORP	COM	918204108	3,099	42,320	SH		OTR	1	0	42,320	0
V F CORP	COM	918204108	467	6,378	SH		SOLE		6,378	0	0
VAIL RESORTS INC	NOTE 1/0	91879QAN9	3,468	3,239,000	PRN		SOLE		3,239,000	0	0
VAIL RESORTS INC	NOTE 1/0	91879QAN9	62,764	58,615,000	PRN		OTR	1	0	58,615,000	0
VALERO ENERGY CORP	COM	91913Y100	3,986	53,073	SH		OTR	1	0	53,073	0
VALERO ENERGY CORP	COM	91913Y100	653	8,688	SH		SOLE		8,688	0	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	0	0	SH		SOLE		0	0	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	440,132	1,008,160	SH		OTR	3	0	1,008,160	0
VANGUARD INDEX FDS	VALUE ETF	922908744	5,408	36,762	SH		OTR	1	0	36,762	0
VANGUARD INDEX FDS	VALUE ETF	922908744	0	0	SH		SOLE		0	0	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	97	95,000	PRN		SOLE		95,000	0	0
VENTAS INC	COM	92276F100	399	7,807	SH		SOLE		7,807	0	0
VENTAS INC	COM	92276F100	2,649	51,818	SH		OTR	1	0	51,818	0
VERISIGN INC	COM	92343E102	512	2,019	SH		SOLE		2,019	0	0
VERISIGN INC	COM	92343E102	3,184	12,545	SH		OTR	1	0	12,545	0
VERISK ANALYTICS INC	COM	92345Y106	686	3,000	SH		SOLE		3,000	0	0
VERISK ANALYTICS INC	COM	92345Y106	4,785	20,921	SH		OTR	1	0	20,921	0
VERIZON COMMUNICATIONS INC	COM	92343V104	4,166	80,174	SH		SOLE		80,174	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	27,926	537,448	SH		OTR	1	0	537,448	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	7,248	33,005	SH		OTR	1	0	33,005	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	1,093	4,978	SH		SOLE		4,978	0	0
VIACOMCBS INC	CL B	92556H206	363	12,043	SH		SOLE		12,043	0	0
VIACOMCBS INC	CL B	92556H206	2,377	78,758	SH		OTR	1	0	78,758	0
VIATRIS INC	COM	92556V106	2,124	156,996	SH		OTR	1	0	156,996	0
VIATRIS INC	COM	92556V106	322	23,780	SH		SOLE		23,780	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	4,504	3,180,000	PRN		DFND	1	0	3,180,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	72	51,000	PRN		OTR	4	0	51,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	40,913	28,812,000	PRN		OTR	1	0	28,812,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	1,845	1,299,000	PRN		SOLE		1,299,000	0	0
VISA INC	COM CL A	92826C839	7,073	32,640	SH		SOLE		32,640	0	0
VISA INC	COM CL A	92826C839	47,177	217,696	SH		OTR	1	0	217,696	0
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	140	135,000	PRN		SOLE		135,000	0	0
VISTRA CORP	COM	92840M102	317	13,918	SH		OTR	2	0	13,918	0
VISTRA CORP	COM	92840M102	0	0	SH		SOLE		0	0	0
VOCERA COMMUNICATIONS INC	NOTE 1.500% 5/1	92857FAB3	60	30,000	PRN		SOLE		30,000	0	0
VONAGE HLDGS CORP	NOTE 1.750% 6/0	92886TAJ1	1,145	854,000	PRN		SOLE		854,000	0	0
VONAGE HLDGS CORP	NOTE 1.750% 6/0	92886TAJ1	17,747	13,239,000	PRN		OTR	1	0	13,239,000	0
VORNADO RLTY TR	SH BEN INT	929042109	111	2,646	SH		SOLE		2,646	0	0
VORNADO RLTY TR	SH BEN INT	929042109	864	20,640	SH		OTR	1	0	20,640	0
VULCAN MATLS CO	COM	929160109	543	2,618	SH		SOLE		2,618	0	0
VULCAN MATLS CO	COM	929160109	3,576	17,226	SH		OTR	1	0	17,226	0
WABTEC	COM	929740108	2,234	24,251	SH		OTR	1	0	24,251	0
WABTEC	COM	929740108	335	3,635	SH		SOLE		3,635	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	739	14,171	SH		SOLE		14,171	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	4,865	93,265	SH		OTR	1	0	93,265	0
WALMART INC	COM	931142103	4,036	27,891	SH		SOLE		27,891	0	0
WALMART INC	COM	931142103	26,712	184,612	SH		OTR	1	0	184,612	0
WASTE MGMT INC DEL	COM	94106L109	8,338	49,959	SH		OTR	1	0	49,959	0
WASTE MGMT INC DEL	COM	94106L109	1,245	7,457	SH		SOLE		7,457	0	0
WATERS CORP	COM	941848103	456	1,225	SH		SOLE		1,225	0	0
WATERS CORP	COM	941848103	2,952	7,924	SH		OTR	1	0	7,924	0
WAYFAIR INC	NOTE 0.625%10/0	94419LAM3	256	280,000	PRN		SOLE		280,000	0	0
WAYFAIR INC	NOTE 1.000% 8/1	94419LAF8	384	255,000	PRN		SOLE		255,000	0	0
WEC ENERGY GROUP INC	COM	92939U106	3,975	40,948	SH		OTR	1	0	40,948	0
WEC ENERGY GROUP INC	COM	92939U106	563	5,799	SH		SOLE		5,799	0	0
WELLS FARGO CO NEW	COM	949746101	24,834	517,596	SH		OTR	1	0	517,596	0
WELLS FARGO CO NEW	COM	949746101	3,729	77,725	SH		SOLE		77,725	0	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	83	56	SH		OTR	4	0	56	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	4,931	3,303	SH		SOLE		3,303	0	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	35,558	23,816	SH		OTR	1	0	23,816	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	4,761	3,194	SH		DFND	1	0	3,194	0
WELLTOWER INC	COM	95040Q104	4,846	56,505	SH		OTR	1	0	56,505	0
WELLTOWER INC	COM	95040Q104	730	8,514	SH		SOLE		8,514	0	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	677	1,444	SH		SOLE		1,444	0	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	4,510	9,616	SH		OTR	1	0	9,616	0
WESTERN DIGITAL CORP.	COM	958102105	400	6,136	SH		SOLE		6,136	0	0
WESTERN DIGITAL CORP.	COM	958102105	2,638	40,452	SH		OTR	1	0	40,452	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	4,701	4,634,000	PRN		OTR	1	0	4,634,000	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	1,002	988,000	PRN		SOLE		988,000	0	0
WESTROCK CO	COM	96145D105	1,538	34,660	SH		OTR	1	0	34,660	0
WESTROCK CO	COM	96145D105	242	5,460	SH		SOLE		5,460	0	0
WEYERHAEUSER CO MTN BE	COM NEW	962166104	621	15,085	SH		SOLE		15,085	0	0
WEYERHAEUSER CO MTN BE	COM NEW	962166104	4,004	97,236	SH		OTR	1	0	97,236	0
WHIRLPOOL CORP	COM	963320106	288	1,227	SH		SOLE		1,227	0	0
WHIRLPOOL CORP	COM	963320106	1,850	7,885	SH		OTR	1	0	7,885	0
WHITING PETE CORP NEW	COM NEW	966387508	2,852	44,099	SH		SOLE		44,099	0	0
WHITING PETE CORP NEW	COM NEW	966387508	18,365	283,943	SH		OTR	1	0	283,943	0
WILLIAMS COS INC	COM	969457100	620	23,814	SH		SOLE		23,814	0	0
WILLIAMS COS INC	COM	969457100	4,107	157,727	SH		OTR	1	0	157,727	0
WINNEBAGO INDS INC	NOTE 1.500% 4/0	974637AB6	100	75,000	PRN		SOLE		75,000	0	0
WOLFSPEED INC	NOTE 1.750% 5/0	225447AD3	540	220,000	PRN		SOLE		220,000	0	0
WOLFSPEED INC	NOTE 1.750% 5/0	225447AD3	9,361	3,815,000	PRN		OTR	1	0	3,815,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	158	85,000	PRN		OTR	4	0	85,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	42,428	22,780,000	PRN		OTR	1	0	22,780,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	2,647	1,421,000	PRN		SOLE		1,421,000	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	9,281	4,990,000	PRN		DFND	1	0	4,990,000	0
WORKIVA INC	NOTE 1.125% 8/1	98139AAB1	142	80,000	PRN		SOLE		80,000	0	0
WYNN RESORTS LTD	COM	983134107	1,162	13,662	SH		OTR	1	0	13,662	0
WYNN RESORTS LTD	COM	983134107	150	1,760	SH		SOLE		1,760	0	0
XCEL ENERGY INC	COM	98389B100	708	10,451	SH		SOLE		10,451	0	0
XCEL ENERGY INC	COM	98389B100	4,734	69,927	SH		OTR	1	0	69,927	0
XILINX INC	COM	983919101	1,010	4,765	SH		SOLE		4,765	0	0
XILINX INC	COM	983919101	6,823	32,178	SH		OTR	1	0	32,178	0
XYLEM INC	COM	98419M100	2,807	23,409	SH		OTR	1	0	23,409	0
XYLEM INC	COM	98419M100	421	3,514	SH		SOLE		3,514	0	0
YUM BRANDS INC	COM	988498101	796	5,730	SH		SOLE		5,730	0	0
YUM BRANDS INC	COM	988498101	5,284	38,052	SH		OTR	1	0	38,052	0
ZEBRA TECHNOLOGIES CORPORATI	CL A	989207105	4,129	6,937	SH		OTR	1	0	6,937	0
ZEBRA TECHNOLOGIES CORPORATI	CL A	989207105	654	1,098	SH		SOLE		1,098	0	0
ZENDESK INC	NOTE 0.625% 6/1	98936JAD3	21,625	18,049,000	PRN		OTR	1	0	18,049,000	0
ZENDESK INC	NOTE 0.625% 6/1	98936JAD3	1,040	868,000	PRN		SOLE		868,000	0	0
ZILLOW GROUP INC	NOTE 2.750% 5/1	98954MAH4	43,709	33,828,000	PRN		OTR	1	0	33,828,000	0
ZILLOW GROUP INC	NOTE 2.750% 5/1	98954MAH4	2,977	2,304,000	PRN		SOLE		2,304,000	0	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	3,445	27,119	SH		OTR	1	0	27,119	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	520	4,091	SH		SOLE		4,091	0	0
ZIONS BANCORPORATION N A	COM	989701107	1,283	20,311	SH		OTR	1	0	20,311	0
ZIONS BANCORPORATION N A	COM	989701107	168	2,660	SH		SOLE		2,660	0	0
ZOETIS INC	CL A	98978V103	2,282	9,350	SH		SOLE		9,350	0	0
ZOETIS INC	CL A	98978V103	14,988	61,418	SH		OTR	1	0	61,418	0
ZSCALER INC	NOTE 0.125% 7/0	98980GAB8	2,199	1,004,000	PRN		SOLE		1,004,000	0	0
ZSCALER INC	NOTE 0.125% 7/0	98980GAB8	38,774	17,701,000	PRN		OTR	1	0	17,701,000	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	3,571	3,308,000	PRN		DFND	1	0	3,308,000	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	62	57,000	PRN		OTR	4	0	57,000	0
ZYNGA INC	NOTE 12/1	98986TAD0	1,232	1,343,000	PRN		SOLE		1,343,000	0	0
ZYNGA INC	NOTE 12/1	98986TAD0	15,718	17,130,000	PRN		OTR	1	0	17,130,000	0