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
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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
3M CO	COM	88579Y101	10,710	71,937	SH		OTR	1	0	71,937	0
3M CO	COM	88579Y101	1,498	10,059	SH		SOLE		10,059	0	0
8X8 INC NEW	NOTE 0.500% 2/0	282914AB6	46	50,000	PRN		SOLE		50,000	0	0
ABBOTT LABS	COM	002824100	26,363	222,738	SH		OTR	1	0	222,738	0
ABBOTT LABS	COM	002824100	3,739	31,589	SH		SOLE		31,589	0	0
ABBVIE INC	COM	00287Y109	5,132	31,655	SH		SOLE		31,655	0	0
ABBVIE INC	COM	00287Y109	36,100	222,687	SH		OTR	1	0	222,687	0
ABIOMED INC	COM	003654100	1,899	5,734	SH		OTR	1	0	5,734	0
ABIOMED INC	COM	003654100	258	779	SH		SOLE		779	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	1,104	13,786	SH		SOLE		13,786	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	7,861	98,132	SH		OTR	1	0	98,132	0
ADOBE SYSTEMS INCORPORATED	COM	00724F101	27,071	59,416	SH		OTR	1	0	59,416	0
ADOBE SYSTEMS INCORPORATED	COM	00724F101	3,805	8,351	SH		SOLE		8,351	0	0
ADVANCE AUTO PARTS INC	COM	00751Y106	1,626	7,855	SH		OTR	1	0	7,855	0
ADVANCE AUTO PARTS INC	COM	00751Y106	245	1,185	SH		SOLE		1,185	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	22,516	205,924	SH		OTR	1	0	205,924	0
ADVANCED MICRO DEVICES INC	COM	007903107	3,145	28,760	SH		SOLE		28,760	0	0
AERIE PHARMACEUTICALS INC	NOTE 1.500%10/0	00771VAB4	69	76,000	PRN		SOLE		76,000	0	0
AES CORP	COM	00130H105	331	12,871	SH		SOLE		12,871	0	0
AES CORP	COM	00130H105	2,161	83,981	SH		OTR	1	0	83,981	0
AES CORP	UNIT 99/99/9999	00130H204	8,506	85,985	SH		DFND	1	0	85,985	0
AES CORP	UNIT 99/99/9999	00130H204	29,585	297,700	SH		OTR	1	0	297,700	0
AES CORP	UNIT 99/99/9999	00130H204	135	1,366	SH		OTR	4	0	1,366	0
AES CORP	UNIT 99/99/9999	00130H204	1,312	13,200	SH		SOLE		13,200	0	0
AFLAC INC	COM	001055102	4,866	75,573	SH		OTR	1	0	75,573	0
AFLAC INC	COM	001055102	670	10,402	SH		SOLE		10,402	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	5,007	37,835	SH		OTR	1	0	37,835	0
AGILENT TECHNOLOGIES INC	COM	00846U101	715	5,402	SH		SOLE		5,402	0	0
AIR PRODS & CHEMS INC	COM	009158106	6,979	27,928	SH		OTR	1	0	27,928	0
AIR PRODS & CHEMS INC	COM	009158106	956	3,825	SH		SOLE		3,825	0	0
AIR TRANS SVCS GROUP INC	NOTE 1.125%10/1	00922RAB1	77	65,000	PRN		SOLE		65,000	0	0
AIRBNB INC	NOTE 3/1	009066AB7	406	418,000	PRN		SOLE		418,000	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	338	2,830	SH		SOLE		2,830	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	2,443	20,466	SH		OTR	1	0	20,466	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	6,726	5,119,000	PRN		DFND	1	0	5,119,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	109	83,000	PRN		OTR	4	0	83,000	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	732	555,000	PRN		SOLE		555,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	2,374	2,056,000	PRN		SOLE		2,056,000	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.375% 9/0	00971TAL5	40,207	34,826,000	PRN		OTR	1	0	34,826,000	0
ALARM COM HLDGS INC	NOTE 1/1	011642AB1	217	255,000	PRN		SOLE		255,000	0	0
ALARM COM HLDGS INC	NOTE 1/1	011642AB1	5,971	7,025,000	PRN		OTR	1	0	7,025,000	0
ALASKA AIR GROUP INC	COM	011659109	920	15,860	SH		OTR	1	0	15,860	0
ALASKA AIR GROUP INC	COM	011659109	109	1,880	SH		SOLE		1,880	0	0
ALBEMARLE CORP	COM	012653101	3,259	14,735	SH		OTR	1	0	14,735	0
ALBEMARLE CORP	COM	012653101	453	2,050	SH		SOLE		2,050	0	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	540	2,684	SH		SOLE		2,684	0	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	3,690	18,334	SH		OTR	1	0	18,334	0
ALIGN TECHNOLOGY INC	COM	016255101	4,027	9,237	SH		OTR	1	0	9,237	0
ALIGN TECHNOLOGY INC	COM	016255101	567	1,300	SH		SOLE		1,300	0	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	132	70,000	PRN		SOLE		70,000	0	0
ALLIANT ENERGY CORP	COM	018802108	1,970	31,536	SH		OTR	1	0	31,536	0
ALLIANT ENERGY CORP	COM	018802108	234	3,744	SH		SOLE		3,744	0	0
ALLSTATE CORP	COM	020002101	722	5,215	SH		SOLE		5,215	0	0
ALLSTATE CORP	COM	020002101	4,896	35,345	SH		OTR	1	0	35,345	0
ALPHABET INC	CAP STK CL A	02079K305	15,086	5,424	SH		SOLE		5,424	0	0
ALPHABET INC	CAP STK CL A	02079K305	105,369	37,884	SH		OTR	1	0	37,884	0
ALPHABET INC	CAP STK CL C	02079K107	97,721	34,988	SH		OTR	1	0	34,988	0
ALPHABET INC	CAP STK CL C	02079K107	13,621	4,877	SH		SOLE		4,877	0	0
ALTERYX INC	NOTE 0.500% 8/0	02156BAD5	135	145,000	PRN		SOLE		145,000	0	0
ALTRIA GROUP INC	COM	02209S103	1,041	19,918	SH		SOLE		19,918	0	0
ALTRIA GROUP INC	COM	02209S103	11,999	229,652	SH		OTR	1	0	229,652	0
AMAZON COM INC	COM	023135106	25,486	7,818	SH		SOLE		7,818	0	0
AMAZON COM INC	COM	023135106	179,695	55,122	SH		OTR	1	0	55,122	0
AMEREN CORP	COM	023608102	3,042	32,449	SH		OTR	1	0	32,449	0
AMEREN CORP	COM	023608102	408	4,352	SH		SOLE		4,352	0	0
AMERICAN AIRLINES GROUP INC	NOTE 6.500% 7/0	02376RAF9	19,133	13,935,000	PRN		OTR	1	0	13,935,000	0
AMERICAN AIRLINES GROUP INC	NOTE 6.500% 7/0	02376RAF9	770	561,000	PRN		SOLE		561,000	0	0
AMERICAN AIRLS GROUP INC	COM	02376R102	176	9,665	SH		SOLE		9,665	0	0
AMERICAN AIRLS GROUP INC	COM	02376R102	1,485	81,352	SH		OTR	1	0	81,352	0
AMERICAN EAGLE OUTFITTERS IN	NOTE 3.750% 4/1	02553EAB2	768	366,000	PRN		SOLE		366,000	0	0
AMERICAN EAGLE OUTFITTERS IN	NOTE 3.750% 4/1	02553EAB2	11,439	5,453,000	PRN		OTR	1	0	5,453,000	0
AMERICAN ELEC PWR CO INC	COM	025537101	883	8,855	SH		SOLE		8,855	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	6,330	63,441	SH		OTR	1	0	63,441	0
AMERICAN EXPRESS CO	COM	025816109	14,488	77,477	SH		OTR	1	0	77,477	0
AMERICAN EXPRESS CO	COM	025816109	2,057	10,999	SH		SOLE		10,999	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	926	14,755	SH		SOLE		14,755	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	6,565	104,587	SH		OTR	1	0	104,587	0
AMERICAN TOWER CORP NEW	COM	03027X100	2,005	7,981	SH		SOLE		7,981	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	14,411	57,365	SH		OTR	1	0	57,365	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	532	3,215	SH		SOLE		3,215	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	3,785	22,867	SH		OTR	1	0	22,867	0
AMERIPRISE FINL INC	COM	03076C106	620	2,063	SH		SOLE		2,063	0	0
AMERIPRISE FINL INC	COM	03076C106	4,196	13,969	SH		OTR	1	0	13,969	0
AMERISOURCEBERGEN CORP	COM	03073E105	427	2,758	SH		SOLE		2,758	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	2,934	18,967	SH		OTR	1	0	18,967	0
AMETEK INC	COM	031100100	542	4,069	SH		SOLE		4,069	0	0
AMETEK INC	COM	031100100	3,881	29,138	SH		OTR	1	0	29,138	0
AMGEN INC	COM	031162100	17,157	70,950	SH		OTR	1	0	70,950	0
AMGEN INC	COM	031162100	2,531	10,465	SH		SOLE		10,465	0	0
AMPHENOL CORP NEW	CL A	032095101	812	10,783	SH		SOLE		10,783	0	0
AMPHENOL CORP NEW	CL A	032095101	5,685	75,443	SH		OTR	1	0	75,443	0
ANALOG DEVICES INC	COM	032654105	10,930	66,172	SH		OTR	1	0	66,172	0
ANALOG DEVICES INC	COM	032654105	1,550	9,385	SH		SOLE		9,385	0	0
ANSYS INC	COM	03662Q105	478	1,505	SH		SOLE		1,505	0	0
ANSYS INC	COM	03662Q105	3,491	10,991	SH		OTR	1	0	10,991	0
ANTHEM INC	COM	036752103	2,122	4,319	SH		SOLE		4,319	0	0
ANTHEM INC	COM	036752103	15,018	30,573	SH		OTR	1	0	30,573	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	5,901	845,000	PRN		SOLE		845,000	0	0
ANTHEM INC	NOTE 2.750%10/1	94973VBG1	98,772	14,144,000	PRN		OTR	1	0	14,144,000	0
APA CORPORATION	COM	03743Q108	1,886	45,641	SH		OTR	1	0	45,641	0
APA CORPORATION	COM	03743Q108	225	5,433	SH		SOLE		5,433	0	0
APELLIS PHARMACEUTICALS INC	NOTE 3.500% 9/1	03753UAB2	126	79,000	PRN		SOLE		79,000	0	0
APPLE INC	COM	037833100	340,988	1,952,855	SH		OTR	1	0	1,952,855	0
APPLE INC	COM	037833100	48,690	278,852	SH		SOLE		278,852	0	0
APPLIED MATLS INC	COM	038222105	2,087	15,831	SH		SOLE		15,831	0	0
APPLIED MATLS INC	COM	038222105	14,742	111,853	SH		OTR	1	0	111,853	0
ARCHER DANIELS MIDLAND CO	COM	039483102	920	10,193	SH		SOLE		10,193	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	6,362	70,482	SH		OTR	1	0	70,482	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	21,304	18,785,000	PRN		OTR	1	0	18,785,000	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	113	100,000	PRN		OTR	5	0	100,000	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	12,537	11,055,000	PRN		SOLE		11,055,000	0	0
ARISTA NETWORKS INC	COM	040413106	578	4,156	SH		SOLE		4,156	0	0
ARISTA NETWORKS INC	COM	040413106	3,927	28,255	SH		OTR	1	0	28,255	0
ASSURANT INC	COM	04621X108	155	850	SH		SOLE		850	0	0
ASSURANT INC	COM	04621X108	1,302	7,159	SH		OTR	1	0	7,159	0
AT&T INC	COM	00206R102	21,255	899,498	SH		OTR	1	0	899,498	0
AT&T INC	COM	00206R102	3,051	129,106	SH		SOLE		129,106	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 1.875% 6/0	049164BJ4	9,963	6,645,000	PRN		DFND	1	0	6,645,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 1.875% 6/0	049164BJ4	3,104	2,063,000	PRN		SOLE		2,063,000	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 1.875% 6/0	049164BJ4	43,971	29,229,000	PRN		OTR	1	0	29,229,000	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 1.875% 6/0	049164BJ4	160	107,000	PRN		OTR	4	0	107,000	0
ATMOS ENERGY CORP	COM	049560105	291	2,433	SH		SOLE		2,433	0	0
ATMOS ENERGY CORP	COM	049560105	2,038	17,059	SH		OTR	1	0	17,059	0
AUTODESK INC	COM	052769106	852	3,976	SH		SOLE		3,976	0	0
AUTODESK INC	COM	052769106	5,939	27,708	SH		OTR	1	0	27,708	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	12,039	52,910	SH		OTR	1	0	52,910	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	1,696	7,452	SH		SOLE		7,452	0	0
AUTOZONE INC	COM	053332102	5,314	2,599	SH		OTR	1	0	2,599	0
AUTOZONE INC	COM	053332102	734	359	SH		SOLE		359	0	0
AVALONBAY CMNTYS INC	COM	053484101	620	2,496	SH		SOLE		2,496	0	0
AVALONBAY CMNTYS INC	COM	053484101	4,372	17,604	SH		OTR	1	0	17,604	0
AVAYA HLDGS CORP	NOTE 2.250% 6/1	05351XAB7	83	85,000	PRN		SOLE		85,000	0	0
AVERY DENNISON CORP	COM	053611109	1,810	10,403	SH		OTR	1	0	10,403	0
AVERY DENNISON CORP	COM	053611109	245	1,408	SH		SOLE		1,408	0	0
BAKER HUGHES COMPANY	CL A	05722G100	4,154	114,081	SH		OTR	1	0	114,081	0
BAKER HUGHES COMPANY	CL A	05722G100	553	15,186	SH		SOLE		15,186	0	0
BALL CORP	COM	058498106	3,672	40,798	SH		OTR	1	0	40,798	0
BALL CORP	COM	058498106	509	5,658	SH		SOLE		5,658	0	0
BANK NEW YORK MELLON CORP	COM	064058100	4,625	93,189	SH		OTR	1	0	93,189	0
BANK NEW YORK MELLON CORP	COM	064058100	682	13,742	SH		SOLE		13,742	0	0
BATH & BODY WORKS INC	COM	070830104	1,552	32,463	SH		OTR	1	0	32,463	0
BATH & BODY WORKS INC	COM	070830104	238	4,971	SH		SOLE		4,971	0	0
BAXTER INTL INC	COM	071813109	4,890	63,068	SH		OTR	1	0	63,068	0
BAXTER INTL INC	COM	071813109	683	8,811	SH		SOLE		8,811	0	0
BECTON DICKINSON & CO	6% DP CONV PFD B	075887406	1,546	29,000	SH		SOLE		29,000	0	0
BECTON DICKINSON & CO	6% DP CONV PFD B	075887406	121	2,300	SH		OTR	4	0	2,300	0
BECTON DICKINSON & CO	6% DP CONV PFD B	075887406	7,527	142,502	SH		DFND	1	0	142,502	0
BECTON DICKINSON & CO	6% DP CONV PFD B	075887406	10,301	193,200	SH		OTR	1	0	193,200	0
BECTON DICKINSON & CO	COM	075887109	9,542	35,871	SH		OTR	1	0	35,871	0
BECTON DICKINSON & CO	COM	075887109	1,321	4,968	SH		SOLE		4,968	0	0
BENTLEY SYS INC	NOTE 0.125% 1/1	08265TAB5	6,892	7,015,000	PRN		OTR	1	0	7,015,000	0
BENTLEY SYS INC	NOTE 0.125% 1/1	08265TAB5	426	434,000	PRN		SOLE		434,000	0	0
BERKLEY W R CORP	COM	084423102	249	3,732	SH		SOLE		3,732	0	0
BERKLEY W R CORP	COM	084423102	1,757	26,387	SH		OTR	1	0	26,387	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	10,989	31,138	SH		SOLE		31,138	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	81,411	230,684	SH		OTR	1	0	230,684	0
BEST BUY INC	COM	086516101	2,479	27,271	SH		OTR	1	0	27,271	0
BEST BUY INC	COM	086516101	377	4,144	SH		SOLE		4,144	0	0
BEYOND MEAT INC	NOTE 3/1	08862EAB5	203	339,000	PRN		SOLE		339,000	0	0
BILL COM HLDGS INC	NOTE 12/0	090043AB6	15,738	9,870,000	PRN		OTR	1	0	9,870,000	0
BILL COM HLDGS INC	NOTE 12/0	090043AB6	1,043	654,000	PRN		SOLE		654,000	0	0
BIO RAD LABS INC	CL A	090572207	1,529	2,715	SH		OTR	1	0	2,715	0
BIO RAD LABS INC	CL A	090572207	238	423	SH		SOLE		423	0	0
BIOGEN INC	COM	09062X103	3,897	18,503	SH		OTR	1	0	18,503	0
BIOGEN INC	COM	09062X103	586	2,783	SH		SOLE		2,783	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	185	185,000	PRN		OTR	4	0	185,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	11,631	11,637,000	PRN		DFND	1	0	11,637,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.250% 5/1	09061GAK7	72,855	72,400,000	PRN		OTR	1	0	72,400,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.250% 5/1	09061GAK7	4,548	4,520,000	PRN		SOLE		4,520,000	0	0
BIO-TECHNE CORP	COM	09073M104	354	818	SH		SOLE		818	0	0
BIO-TECHNE CORP	COM	09073M104	2,142	4,946	SH		OTR	1	0	4,946	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	8,731	6,652	SH		DFND	1	0	6,652	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	31,171	23,708	SH		OTR	1	0	23,708	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	3,445	2,620	SH		SOLE		2,620	0	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	144	110	SH		OTR	4	0	110	0
BK OF AMERICA CORP	COM	060505104	64,373	1,561,699	SH		OTR	1	0	1,561,699	0
BK OF AMERICA CORP	COM	060505104	5,290	128,339	SH		SOLE		128,339	0	0
BLACKLINE INC	NOTE 0.125% 8/0	09239BAB5	107	90,000	PRN		SOLE		90,000	0	0
BLACKLINE INC	NOTE 3/1	09239BAD1	170	200,000	PRN		SOLE		200,000	0	0
BLACKROCK CALIF MUN INCOME T	SH BEN INT	09248E102	745	60,663	SH		SOLE		60,663	0	0
BLACKROCK INC	COM	09247X101	1,940	2,539	SH		SOLE		2,539	0	0
BLACKROCK INC	COM	09247X101	13,724	17,960	SH		OTR	1	0	17,960	0
BLACKROCK MUN INCOME QUALITY	COM	092479104	291	21,958	SH		OTR	1	0	21,958	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	10,098	427,334	SH		OTR	1	0	427,334	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	25,235	1,067,913	SH		SOLE		1,067,913	0	0
BLACKROCK MUNICIPAL INCOME	COM	09253X102	21,484	1,636,257	SH		SOLE		1,636,257	0	0
BLACKROCK MUNICIPAL INCOME	COM	09253X102	2,857	217,613	SH		OTR	1	0	217,613	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	4,949	370,721	SH		OTR	1	0	370,721	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	13,268	993,865	SH		SOLE		993,865	0	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	10,874	848,182	SH		SOLE		848,182	0	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	6,732	525,108	SH		OTR	1	0	525,108	0
BLACKROCK MUNIHLDNGS CALI QL	COM	09254L107	8,120	620,785	SH		OTR	1	0	620,785	0
BLACKROCK MUNIHLDNGS CALI QL	COM	09254L107	12,799	978,496	SH		SOLE		978,496	0	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	667	54,411	SH		SOLE		54,411	0	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	605	49,380	SH		OTR	1	0	49,380	0
BLACKROCK MUNIHOLDINGS FD IN	COM	09253N104	8,722	612,904	SH		SOLE		612,904	0	0
BLACKROCK MUNIHOLDINGS FD IN	COM	09253N104	2,084	146,484	SH		OTR	1	0	146,484	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	5,658	467,624	SH		SOLE		467,624	0	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	6,578	543,595	SH		OTR	1	0	543,595	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	7,632	628,127	SH		SOLE		628,127	0	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	7,145	588,091	SH		OTR	1	0	588,091	0
BLACKROCK MUNIYILD QULT FD I	COM	09254F100	2,504	181,548	SH		SOLE		181,548	0	0
BLACKROCK MUNIYILD QULT FD I	COM	09254F100	3,961	287,227	SH		OTR	1	0	287,227	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	11,347	885,778	SH		SOLE		885,778	0	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	3,560	277,877	SH		OTR	1	0	277,877	0
BLACKROCK N Y MUN INCOME TRU	SH BEN INT	09248L106	480	39,397	SH		OTR	1	0	39,397	0
BLACKROCK N Y MUN INCOME TRU	SH BEN INT	09248L106	801	65,741	SH		SOLE		65,741	0	0
BLACKSTONE INC	COM	09260D107	241	1,900	SH		SOLE		1,900	0	0
BLOCK INC	NOTE 0.250%11/0	852234AK9	1,598	1,755,000	PRN		SOLE		1,755,000	0	0
BLOCK INC	NOTE 0.250%11/0	852234AK9	22,531	24,742,000	PRN		OTR	1	0	24,742,000	0
BLOCK INC	NOTE 0.500% 5/1	852234AD5	102	56,000	PRN		OTR	4	0	56,000	0
BLOCK INC	NOTE 0.500% 5/1	852234AD5	6,018	3,320,000	PRN		DFND	1	0	3,320,000	0
BLOCK INC	NOTE 5/0	852234AJ2	1,896	2,040,000	PRN		SOLE		2,040,000	0	0
BLOCK INC	NOTE 5/0	852234AJ2	27,261	29,333,000	PRN		OTR	1	0	29,333,000	0
BLOOMIN BRANDS INC	NOTE 5.000% 5/0	094235AB4	103	51,000	PRN		SOLE		51,000	0	0
BOEING CO	COM	097023105	13,219	69,030	SH		OTR	1	0	69,030	0
BOEING CO	COM	097023105	1,846	9,641	SH		SOLE		9,641	0	0
BOOKING HOLDINGS INC	COM	09857L108	1,681	716	SH		SOLE		716	0	0
BOOKING HOLDINGS INC	COM	09857L108	12,149	5,173	SH		OTR	1	0	5,173	0
BOOKING HOLDINGS INC	NOTE 0.750% 5/0	09857LAN8	2,553	1,763,000	PRN		SOLE		1,763,000	0	0
BOOKING HOLDINGS INC	NOTE 0.750% 5/0	09857LAN8	30,408	21,000,000	PRN		OTR	1	0	21,000,000	0
BORGWARNER INC	COM	099724106	139	3,579	SH		SOLE		3,579	0	0
BORGWARNER INC	COM	099724106	1,172	30,125	SH		OTR	1	0	30,125	0
BOSTON PROPERTIES INC	COM	101121101	338	2,626	SH		SOLE		2,626	0	0
BOSTON PROPERTIES INC	COM	101121101	2,306	17,905	SH		OTR	1	0	17,905	0
BOSTON SCIENTIFIC CORP	5.50% CNV PFD A	101137206	396	3,400	SH		SOLE		3,400	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	7,950	179,495	SH		OTR	1	0	179,495	0
BOSTON SCIENTIFIC CORP	COM	101137107	1,111	25,076	SH		SOLE		25,076	0	0
BOX INC	NOTE 1/1	10316TAB0	127	100,000	PRN		SOLE		100,000	0	0
BRIDGEBIO PHARMA INC	NOTE 2.500% 3/1	10806XAB8	8,100	13,870,000	PRN		OTR	1	0	13,870,000	0
BRIDGEBIO PHARMA INC	NOTE 2.500% 3/1	10806XAB8	433	741,000	PRN		SOLE		741,000	0	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	20,051	274,562	SH		OTR	1	0	274,562	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	2,804	38,400	SH		SOLE		38,400	0	0
BROADCOM INC	8% MCNV PFD SR A	11135F200	12,580	6,408	SH		DFND	1	0	6,408	0
BROADCOM INC	8% MCNV PFD SR A	11135F200	42,766	21,780	SH		OTR	1	0	21,780	0
BROADCOM INC	8% MCNV PFD SR A	11135F200	2,366	1,205	SH		SOLE		1,205	0	0
BROADCOM INC	8% MCNV PFD SR A	11135F200	194	99	SH		OTR	4	0	99	0
BROADCOM INC	COM	11135F101	32,747	52,006	SH		OTR	1	0	52,006	0
BROADCOM INC	COM	11135F101	4,656	7,394	SH		SOLE		7,394	0	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	334	2,146	SH		SOLE		2,146	0	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	2,290	14,709	SH		OTR	1	0	14,709	0
BROWN & BROWN INC	COM	115236101	2,134	29,535	SH		OTR	1	0	29,535	0
BROWN & BROWN INC	COM	115236101	311	4,306	SH		SOLE		4,306	0	0
BROWN FORMAN CORP	CL B	115637209	1,539	22,958	SH		OTR	1	0	22,958	0
BROWN FORMAN CORP	CL B	115637209	250	3,728	SH		SOLE		3,728	0	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	45,997	40,106,000	PRN		OTR	1	0	40,106,000	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	110	96,000	PRN		OTR	4	0	96,000	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	2,871	2,503,000	PRN		SOLE		2,503,000	0	0
BURLINGTON STORES INC	NOTE 2.250% 4/1	122017AB2	7,074	6,195,000	PRN		DFND	1	0	6,195,000	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	1,759	16,332	SH		OTR	1	0	16,332	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	263	2,444	SH		SOLE		2,444	0	0
CABLE ONE INC	NOTE 1.125% 3/1	12685JAG0	1,701	1,892,000	PRN		SOLE		1,892,000	0	0
CABLE ONE INC	NOTE 1.125% 3/1	12685JAG0	32,902	36,598,000	PRN		OTR	1	0	36,598,000	0
CADENCE DESIGN SYSTEM INC	COM	127387108	5,741	34,909	SH		OTR	1	0	34,909	0
CADENCE DESIGN SYSTEM INC	COM	127387108	815	4,958	SH		SOLE		4,958	0	0
CAESARS ENTERTAINMENT INC NE	COM	12769G100	2,083	26,927	SH		OTR	1	0	26,927	0
CAESARS ENTERTAINMENT INC NE	COM	12769G100	317	4,100	SH		SOLE		4,100	0	0
CALIFORNIA RES CORP	COM STOCK	13057Q305	681	15,222	SH		SOLE		15,222	0	0
CALIFORNIA RES CORP	COM STOCK	13057Q305	3,767	84,226	SH		OTR	1	0	84,226	0
CAMPBELL SOUP CO	COM	134429109	153	3,422	SH		SOLE		3,422	0	0
CAMPBELL SOUP CO	COM	134429109	1,133	25,431	SH		OTR	1	0	25,431	0
CAPITAL ONE FINL CORP	COM	14040H105	973	7,410	SH		SOLE		7,410	0	0
CAPITAL ONE FINL CORP	COM	14040H105	6,845	52,136	SH		OTR	1	0	52,136	0
CARDINAL HEALTH INC	COM	14149Y108	298	5,263	SH		SOLE		5,263	0	0
CARDINAL HEALTH INC	COM	14149Y108	1,979	34,899	SH		OTR	1	0	34,899	0
CARMAX INC	COM	143130102	282	2,920	SH		SOLE		2,920	0	0
CARMAX INC	COM	143130102	1,965	20,368	SH		OTR	1	0	20,368	0
CARNIVAL CORP	COMMON STOCK	143658300	2,060	101,881	SH		OTR	1	0	101,881	0
CARNIVAL CORP	COMMON STOCK	143658300	271	13,379	SH		SOLE		13,379	0	0
CARNIVAL CORP	NOTE 5.750% 4/0	143658BE1	185	88,000	PRN		SOLE		88,000	0	0
CARRIER GLOBAL CORPORATION	COM	14448C104	4,943	107,763	SH		OTR	1	0	107,763	0
CARRIER GLOBAL CORPORATION	COM	14448C104	685	14,933	SH		SOLE		14,933	0	0
CATALENT INC	COM	148806102	354	3,188	SH		SOLE		3,188	0	0
CATALENT INC	COM	148806102	2,502	22,561	SH		OTR	1	0	22,561	0
CATERPILLAR INC	COM	149123101	15,183	68,139	SH		OTR	1	0	68,139	0
CATERPILLAR INC	COM	149123101	2,142	9,615	SH		SOLE		9,615	0	0
CBOE GLOBAL MKTS INC	COM	12503M108	216	1,891	SH		SOLE		1,891	0	0
CBOE GLOBAL MKTS INC	COM	12503M108	1,533	13,399	SH		OTR	1	0	13,399	0
CBRE GROUP INC	CL A	12504L109	546	5,970	SH		SOLE		5,970	0	0
CBRE GROUP INC	CL A	12504L109	3,858	42,155	SH		OTR	1	0	42,155	0
CDW CORP	COM	12514G108	453	2,530	SH		SOLE		2,530	0	0
CDW CORP	COM	12514G108	3,058	17,096	SH		OTR	1	0	17,096	0
CELANESE CORP DEL	COM	150870103	303	2,119	SH		SOLE		2,119	0	0
CELANESE CORP DEL	COM	150870103	1,944	13,608	SH		OTR	1	0	13,608	0
CENTENE CORP DEL	COM	15135B101	6,188	73,500	SH		OTR	1	0	73,500	0
CENTENE CORP DEL	COM	15135B101	838	9,953	SH		SOLE		9,953	0	0
CENTENNIAL RESOURCE DEV INC	NOTE 3.250% 4/0	15136AAA0	44,092	28,928,000	PRN		OTR	1	0	28,928,000	0
CENTENNIAL RESOURCE DEV INC	NOTE 3.250% 4/0	15136AAA0	2,916	1,913,000	PRN		SOLE		1,913,000	0	0
CENTERPOINT ENERGY INC	COM	15189T107	337	11,005	SH		SOLE		11,005	0	0
CENTERPOINT ENERGY INC	COM	15189T107	2,427	79,213	SH		OTR	1	0	79,213	0
CERIDIAN HCM HLDG INC	COM	15677J108	167	2,443	SH		SOLE		2,443	0	0
CERIDIAN HCM HLDG INC	COM	15677J108	1,178	17,231	SH		OTR	1	0	17,231	0
CERIDIAN HCM HLDG INC	NOTE 0.250% 3/1	15677JAD0	219	250,000	PRN		SOLE		250,000	0	0
CERNER CORP	COM	156782104	3,467	37,061	SH		OTR	1	0	37,061	0
CERNER CORP	COM	156782104	497	5,313	SH		SOLE		5,313	0	0
CF INDS HLDGS INC	COM	125269100	2,784	27,016	SH		OTR	1	0	27,016	0
CF INDS HLDGS INC	COM	125269100	437	4,245	SH		SOLE		4,245	0	0
CHARLES RIV LABS INTL INC	COM	159864107	255	899	SH		SOLE		899	0	0
CHARLES RIV LABS INTL INC	COM	159864107	1,804	6,352	SH		OTR	1	0	6,352	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	8,190	15,013	SH		OTR	1	0	15,013	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	1,205	2,209	SH		SOLE		2,209	0	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	9,193	10,271,000	PRN		DFND	1	0	10,271,000	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	148	165,000	PRN		OTR	4	0	165,000	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	1,144	1,271,000	PRN		SOLE		1,271,000	0	0
CHEESECAKE FACTORY INC	NOTE 0.375% 6/1	163072AA9	16,826	18,696,000	PRN		OTR	1	0	18,696,000	0
CHEFS WHSE INC	NOTE 1.875%12/0	163086AB7	24,567	23,231,000	PRN		OTR	1	0	23,231,000	0
CHEFS WHSE INC	NOTE 1.875%12/0	163086AB7	1,762	1,666,000	PRN		SOLE		1,666,000	0	0
CHEGG INC	NOTE 9/0	163092AF6	1,091	1,327,000	PRN		SOLE		1,327,000	0	0
CHEGG INC	NOTE 9/0	163092AF6	15,468	18,817,000	PRN		OTR	1	0	18,817,000	0
CHEVRON CORP NEW	COM	166764100	39,538	242,816	SH		OTR	1	0	242,816	0
CHEVRON CORP NEW	COM	166764100	5,788	35,544	SH		SOLE		35,544	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	842	532	SH		SOLE		532	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	5,607	3,544	SH		OTR	1	0	3,544	0
CHURCH & DWIGHT CO INC	COM	171340102	440	4,428	SH		SOLE		4,428	0	0
CHURCH & DWIGHT CO INC	COM	171340102	3,029	30,483	SH		OTR	1	0	30,483	0
CIGNA CORP NEW	COM	125523100	9,747	40,679	SH		OTR	1	0	40,679	0
CIGNA CORP NEW	COM	125523100	1,401	5,845	SH		SOLE		5,845	0	0
CINCINNATI FINL CORP	COM	172062101	2,567	18,877	SH		OTR	1	0	18,877	0
CINCINNATI FINL CORP	COM	172062101	359	2,641	SH		SOLE		2,641	0	0
CINTAS CORP	COM	172908105	648	1,523	SH		SOLE		1,523	0	0
CINTAS CORP	COM	172908105	4,725	11,107	SH		OTR	1	0	11,107	0
CISCO SYS INC	COM	17275R102	4,211	75,522	SH		SOLE		75,522	0	0
CISCO SYS INC	COM	17275R102	29,623	531,260	SH		OTR	1	0	531,260	0
CITIGROUP INC	COM NEW	172967424	13,348	249,960	SH		OTR	1	0	249,960	0
CITIGROUP INC	COM NEW	172967424	1,913	35,817	SH		SOLE		35,817	0	0
CITIZENS FINL GROUP INC	COM	174610105	361	7,974	SH		SOLE		7,974	0	0
CITIZENS FINL GROUP INC	COM	174610105	2,434	53,685	SH		OTR	1	0	53,685	0
CITRIX SYS INC	COM	177376100	228	2,262	SH		SOLE		2,262	0	0
CITRIX SYS INC	COM	177376100	1,581	15,670	SH		OTR	1	0	15,670	0
CLOROX CO DEL	COM	189054109	311	2,240	SH		SOLE		2,240	0	0
CLOROX CO DEL	COM	189054109	2,155	15,501	SH		OTR	1	0	15,501	0
CLOVIS ONCOLOGY INC	NOTE 1.250% 5/0	189464AC4	106	140,000	PRN		SOLE		140,000	0	0
CME GROUP INC	COM	12572Q105	1,504	6,324	SH		SOLE		6,324	0	0
CME GROUP INC	COM	12572Q105	10,768	45,271	SH		OTR	1	0	45,271	0
CMS ENERGY CORP	COM	125896100	359	5,134	SH		SOLE		5,134	0	0
CMS ENERGY CORP	COM	125896100	2,553	36,499	SH		OTR	1	0	36,499	0
CNX RES CORP	NOTE 2.250% 5/0	12653CAG3	474	273,000	PRN		SOLE		273,000	0	0
COCA COLA CO	COM	191216100	30,360	489,676	SH		OTR	1	0	489,676	0
COCA COLA CO	COM	191216100	4,304	69,420	SH		SOLE		69,420	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	5,933	66,162	SH		OTR	1	0	66,162	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	841	9,379	SH		SOLE		9,379	0	0
COLGATE PALMOLIVE CO	COM	194162103	8,051	106,167	SH		OTR	1	0	106,167	0
COLGATE PALMOLIVE CO	COM	194162103	1,148	15,143	SH		SOLE		15,143	0	0
COMCAST CORP NEW	CL A	20030N101	26,679	569,827	SH		OTR	1	0	569,827	0
COMCAST CORP NEW	CL A	20030N101	3,815	81,478	SH		SOLE		81,478	0	0
COMERICA INC	COM	200340107	1,490	16,478	SH		OTR	1	0	16,478	0
COMERICA INC	COM	200340107	177	1,957	SH		SOLE		1,957	0	0
CONAGRA BRANDS INC	COM	205887102	2,028	60,424	SH		OTR	1	0	60,424	0
CONAGRA BRANDS INC	COM	205887102	291	8,674	SH		SOLE		8,674	0	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	11,617	6,760,000	PRN		DFND	1	0	6,760,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	51,072	29,633,000	PRN		OTR	1	0	29,633,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	186	108,000	PRN		OTR	4	0	108,000	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	2,597	1,507,000	PRN		SOLE		1,507,000	0	0
CONOCOPHILLIPS	COM	20825C104	16,403	164,034	SH		OTR	1	0	164,034	0
CONOCOPHILLIPS	COM	20825C104	2,351	23,510	SH		SOLE		23,510	0	0
CONSOLIDATED EDISON INC	COM	209115104	4,219	44,559	SH		OTR	1	0	44,559	0
CONSOLIDATED EDISON INC	COM	209115104	569	6,007	SH		SOLE		6,007	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	683	2,965	SH		SOLE		2,965	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	4,768	20,701	SH		OTR	1	0	20,701	0
CONSTELLATION ENERGY CORP	COM	21037T109	2,313	41,127	SH		OTR	1	0	41,127	0
CONSTELLATION ENERGY CORP	COM	21037T109	322	5,731	SH		SOLE		5,731	0	0
CONTEXTLOGIC INC	COM CL A	21077C107	2,380	1,057,983	SH		OTR	3	0	1,057,983	0
COOPER COS INC	COM NEW	216648402	392	938	SH		SOLE		938	0	0
COOPER COS INC	COM NEW	216648402	2,593	6,210	SH		OTR	1	0	6,210	0
COPART INC	COM	217204106	464	3,702	SH		SOLE		3,702	0	0
COPART INC	COM	217204106	3,374	26,889	SH		OTR	1	0	26,889	0
CORNING INC	COM	219350105	3,473	94,094	SH		OTR	1	0	94,094	0
CORNING INC	COM	219350105	495	13,407	SH		SOLE		13,407	0	0
CORTEVA INC	COM	22052L104	742	12,906	SH		SOLE		12,906	0	0
CORTEVA INC	COM	22052L104	5,264	91,578	SH		OTR	1	0	91,578	0
COSTCO WHSL CORP NEW	COM	22160K105	4,507	7,827	SH		SOLE		7,827	0	0
COSTCO WHSL CORP NEW	COM	22160K105	32,165	55,856	SH		OTR	1	0	55,856	0
COTERRA ENERGY INC	COM	127097103	420	15,583	SH		SOLE		15,583	0	0
COTERRA ENERGY INC	COM	127097103	2,764	102,481	SH		OTR	1	0	102,481	0
COUPA SOFTWARE INC	NOTE 0.375% 6/1	22266LAF3	18,508	21,929,000	PRN		OTR	1	0	21,929,000	0
COUPA SOFTWARE INC	NOTE 0.375% 6/1	22266LAF3	1,388	1,644,000	PRN		SOLE		1,644,000	0	0
CREDIT SUISSE AG NASSAU BRH	X LINK GOLD SHS	22542D480	119	13,965	SH		SOLE		13,965	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	1,391	7,534	SH		SOLE		7,534	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	10,050	54,441	SH		OTR	1	0	54,441	0
CSX CORP	COM	126408103	1,487	39,711	SH		SOLE		39,711	0	0
CSX CORP	COM	126408103	10,463	279,383	SH		OTR	1	0	279,383	0
CUMMINS INC	COM	231021106	3,680	17,941	SH		OTR	1	0	17,941	0
CUMMINS INC	COM	231021106	530	2,583	SH		SOLE		2,583	0	0
CVS HEALTH CORP	COM	126650100	16,733	165,327	SH		OTR	1	0	165,327	0
CVS HEALTH CORP	COM	126650100	2,332	23,040	SH		SOLE		23,040	0	0
CYBERARK SOFTWARE LTD	NOTE 11/1	23248VAB1	199	160,000	PRN		SOLE		160,000	0	0
D R HORTON INC	COM	23331A109	3,027	40,619	SH		OTR	1	0	40,619	0
D R HORTON INC	COM	23331A109	450	6,037	SH		SOLE		6,037	0	0
DANAHER CORPORATION	5% CONV PFD B	235851409	7,031	4,470	SH		SOLE		4,470	0	0
DANAHER CORPORATION	5% CONV PFD B	235851409	226	143	SH		OTR	4	0	143	0
DANAHER CORPORATION	5% CONV PFD B	235851409	14,003	8,867	SH		DFND	1	0	8,867	0
DANAHER CORPORATION	5% CONV PFD B	235851409	114,497	72,789	SH		OTR	1	0	72,789	0
DANAHER CORPORATION	COM	235851102	23,512	80,156	SH		OTR	1	0	80,156	0
DANAHER CORPORATION	COM	235851102	3,320	11,318	SH		SOLE		11,318	0	0
DARDEN RESTAURANTS INC	COM	237194105	2,139	16,089	SH		OTR	1	0	16,089	0
DARDEN RESTAURANTS INC	COM	237194105	321	2,418	SH		SOLE		2,418	0	0
DATADOG INC	NOTE 0.125% 6/1	23804LAB9	35,152	19,804,000	PRN		OTR	1	0	19,804,000	0
DATADOG INC	NOTE 0.125% 6/1	23804LAB9	1,926	1,085,000	PRN		SOLE		1,085,000	0	0
DAVITA INC	COM	23918K108	106	934	SH		SOLE		934	0	0
DAVITA INC	COM	23918K108	878	7,763	SH		OTR	1	0	7,763	0
DBX ETF TR	XTRACK HRVST CSI	233051879	1,035	31,274	SH		SOLE		31,274	0	0
DEERE & CO	COM	244199105	14,677	35,328	SH		OTR	1	0	35,328	0
DEERE & CO	COM	244199105	2,091	5,033	SH		SOLE		5,033	0	0
DELAWARE INVTS NATL MUN INCO	SH BEN INT	24610T108	10,336	817,042	SH		SOLE		817,042	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	379	9,572	SH		SOLE		9,572	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	3,190	80,618	SH		OTR	1	0	80,618	0
DENTSPLY SIRONA INC	COM	24906P109	190	3,864	SH		SOLE		3,864	0	0
DENTSPLY SIRONA INC	COM	24906P109	1,352	27,465	SH		OTR	1	0	27,465	0
DEVON ENERGY CORP NEW	COM	25179M103	728	12,310	SH		SOLE		12,310	0	0
DEVON ENERGY CORP NEW	COM	25179M103	4,689	79,307	SH		OTR	1	0	79,307	0
DEXCOM INC	COM	252131107	6,246	12,209	SH		OTR	1	0	12,209	0
DEXCOM INC	COM	252131107	897	1,754	SH		SOLE		1,754	0	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	153	134,000	PRN		OTR	4	0	134,000	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	9,457	8,282,000	PRN		DFND	1	0	8,282,000	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	38,210	33,317,000	PRN		OTR	1	0	33,317,000	0
DEXCOM INC	NOTE 0.250%11/1	252131AK3	2,615	2,280,000	PRN		SOLE		2,280,000	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	2,941	21,451	SH		OTR	1	0	21,451	0
DIAMONDBACK ENERGY INC	COM	25278X109	439	3,204	SH		SOLE		3,204	0	0
DICKS SPORTING GOODS INC	NOTE 3.250% 4/1	253393AD4	334	107,000	PRN		SOLE		107,000	0	0
DIGITAL RLTY TR INC	COM	253868103	5,069	35,747	SH		OTR	1	0	35,747	0
DIGITAL RLTY TR INC	COM	253868103	689	4,856	SH		SOLE		4,856	0	0
DISCOVER FINL SVCS	COM	254709108	554	5,025	SH		SOLE		5,025	0	0
DISCOVER FINL SVCS	COM	254709108	3,997	36,278	SH		OTR	1	0	36,278	0
DISCOVERY INC	COM SER A	25470F104	63	2,527	SH		SOLE		2,527	0	0
DISCOVERY INC	COM SER A	25470F104	530	21,259	SH		OTR	1	0	21,259	0
DISCOVERY INC	COM SER C	25470F302	953	38,161	SH		OTR	1	0	38,161	0
DISCOVERY INC	COM SER C	25470F302	158	6,334	SH		SOLE		6,334	0	0
DISH NETWORK CORPORATION	CL A	25470M109	118	3,728	SH		SOLE		3,728	0	0
DISH NETWORK CORPORATION	CL A	25470M109	993	31,372	SH		OTR	1	0	31,372	0
DISH NETWORK CORPORATION	NOTE 12/1	25470MAF6	2,810	2,882,000	PRN		SOLE		2,882,000	0	0
DISH NETWORK CORPORATION	NOTE 12/1	25470MAF6	38,337	39,316,000	PRN		OTR	1	0	39,316,000	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	164	175,000	PRN		OTR	5	0	175,000	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	62,356	66,424,000	PRN		OTR	1	0	66,424,000	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	23,323	24,845,000	PRN		SOLE		24,845,000	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	31,385	34,795,000	PRN		OTR	1	0	34,795,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	194	216,000	PRN		OTR	4	0	216,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	135	150,000	PRN		OTR	5	0	150,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	11,734	13,045,000	PRN		DFND	1	0	13,045,000	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	14,814	16,424,000	PRN		SOLE		16,424,000	0	0
DISNEY WALT CO	COM	254687106	31,455	229,331	SH		OTR	1	0	229,331	0
DISNEY WALT CO	COM	254687106	4,458	32,500	SH		SOLE		32,500	0	0
DOCUSIGN INC	NOTE 0.500% 9/1	256163AB2	89	60,000	PRN		SOLE		60,000	0	0
DOLLAR GEN CORP NEW	COM	256677105	6,498	29,186	SH		OTR	1	0	29,186	0
DOLLAR GEN CORP NEW	COM	256677105	933	4,191	SH		SOLE		4,191	0	0
DOLLAR TREE INC	COM	256746108	653	4,075	SH		SOLE		4,075	0	0
DOLLAR TREE INC	COM	256746108	4,538	28,336	SH		OTR	1	0	28,336	0
DOMINION ENERGY INC	COM	25746U109	1,211	14,250	SH		SOLE		14,250	0	0
DOMINION ENERGY INC	COM	25746U109	8,669	102,029	SH		OTR	1	0	102,029	0
DOMINOS PIZZA INC	COM	25754A201	1,862	4,575	SH		OTR	1	0	4,575	0
DOMINOS PIZZA INC	COM	25754A201	262	644	SH		SOLE		644	0	0
DOVER CORP	COM	260003108	385	2,453	SH		SOLE		2,453	0	0
DOVER CORP	COM	260003108	2,846	18,136	SH		OTR	1	0	18,136	0
DOW INC	COM	260557103	855	13,420	SH		SOLE		13,420	0	0
DOW INC	COM	260557103	5,905	92,676	SH		OTR	1	0	92,676	0
DRAFTKINGS INC	NOTE 3/1	26142RAB0	145	200,000	PRN		SOLE		200,000	0	0
DROPBOX INC	NOTE 3/0	26210CAD6	21,879	23,099,000	PRN		OTR	1	0	23,099,000	0
DROPBOX INC	NOTE 3/0	26210CAD6	1,774	1,873,000	PRN		SOLE		1,873,000	0	0
DTE ENERGY CO	COM	233331107	436	3,297	SH		SOLE		3,297	0	0
DTE ENERGY CO	COM	233331107	3,227	24,405	SH		OTR	1	0	24,405	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	10,819	96,893	SH		OTR	1	0	96,893	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	1,489	13,339	SH		SOLE		13,339	0	0
DUKE REALTY CORP	COM NEW	264411505	2,785	47,973	SH		OTR	1	0	47,973	0
DUKE REALTY CORP	COM NEW	264411505	389	6,696	SH		SOLE		6,696	0	0
DUPONT DE NEMOURS INC	COM	26614N102	722	9,810	SH		SOLE		9,810	0	0
DUPONT DE NEMOURS INC	COM	26614N102	4,754	64,607	SH		OTR	1	0	64,607	0
DWS MUN INCOME TR	COM	233368109	1,364	131,002	SH		OTR	1	0	131,002	0
DWS MUN INCOME TR	COM	233368109	962	92,389	SH		SOLE		92,389	0	0
DXC TECHNOLOGY CO	COM	23355L106	1,005	30,795	SH		OTR	1	0	30,795	0
DXC TECHNOLOGY CO	COM	23355L106	120	3,688	SH		SOLE		3,688	0	0
EASTMAN CHEM CO	COM	277432100	284	2,535	SH		SOLE		2,535	0	0
EASTMAN CHEM CO	COM	277432100	1,821	16,249	SH		OTR	1	0	16,249	0
EATON VANCE MUN BD FD	COM	27827X101	693	60,261	SH		SOLE		60,261	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	5,046	481,489	SH		SOLE		481,489	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	139	13,241	SH		OTR	1	0	13,241	0
EBAY INC.	COM	278642103	4,515	78,853	SH		OTR	1	0	78,853	0
EBAY INC.	COM	278642103	673	11,756	SH		SOLE		11,756	0	0
ECOLAB INC	COM	278865100	5,545	31,404	SH		OTR	1	0	31,404	0
ECOLAB INC	COM	278865100	766	4,340	SH		SOLE		4,340	0	0
EDISON INTL	COM	281020107	3,355	47,854	SH		OTR	1	0	47,854	0
EDISON INTL	COM	281020107	468	6,682	SH		SOLE		6,682	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	1,279	10,865	SH		SOLE		10,865	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	9,258	78,643	SH		OTR	1	0	78,643	0
ELECTRONIC ARTS INC	COM	285512109	634	5,012	SH		SOLE		5,012	0	0
ELECTRONIC ARTS INC	COM	285512109	4,481	35,423	SH		OTR	1	0	35,423	0
EMERSON ELEC CO	COM	291011104	1,050	10,713	SH		SOLE		10,713	0	0
EMERSON ELEC CO	COM	291011104	7,336	74,822	SH		OTR	1	0	74,822	0
ENPHASE ENERGY INC	COM	29355A107	3,404	16,871	SH		OTR	1	0	16,871	0
ENPHASE ENERGY INC	COM	29355A107	466	2,307	SH		SOLE		2,307	0	0
ENPHASE ENERGY INC	NOTE 3/0	29355AAH0	1,075	1,053,000	PRN		SOLE		1,053,000	0	0
ENPHASE ENERGY INC	NOTE 3/0	29355AAH0	19,185	18,800,000	PRN		OTR	1	0	18,800,000	0
ENTERGY CORP NEW	COM	29364G103	421	3,606	SH		SOLE		3,606	0	0
ENTERGY CORP NEW	COM	29364G103	2,956	25,316	SH		OTR	1	0	25,316	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	51,268	42,768,000	PRN		OTR	1	0	42,768,000	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	3,220	2,686,000	PRN		SOLE		2,686,000	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	9,275	7,770,000	PRN		DFND	1	0	7,770,000	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	144	121,000	PRN		OTR	4	0	121,000	0
ENVISTA HOLDINGS CORPORATION	NOTE 2.375% 6/0	29415FAB0	313	132,000	PRN		SOLE		132,000	0	0
EOG RES INC	COM	26875P101	8,787	73,699	SH		OTR	1	0	73,699	0
EOG RES INC	COM	26875P101	1,237	10,377	SH		SOLE		10,377	0	0
EPAM SYS INC	COM	29414B104	296	997	SH		SOLE		997	0	0
EPAM SYS INC	COM	29414B104	2,119	7,145	SH		OTR	1	0	7,145	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	228	96,000	PRN		OTR	4	0	96,000	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	110,573	46,557,000	PRN		OTR	1	0	46,557,000	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	14,621	6,169,000	PRN		DFND	1	0	6,169,000	0
EQT CORP	NOTE 1.750% 5/0	26884LAK5	7,123	2,999,000	PRN		SOLE		2,999,000	0	0
EQUIFAX INC	COM	294429105	3,644	15,368	SH		OTR	1	0	15,368	0
EQUIFAX INC	COM	294429105	528	2,225	SH		SOLE		2,225	0	0
EQUINIX INC	COM	29444U700	1,187	1,601	SH		SOLE		1,601	0	0
EQUINIX INC	COM	29444U700	8,411	11,342	SH		OTR	1	0	11,342	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	3,871	43,045	SH		OTR	1	0	43,045	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	542	6,025	SH		SOLE		6,025	0	0
ESSEX PPTY TR INC	COM	297178105	2,840	8,219	SH		OTR	1	0	8,219	0
ESSEX PPTY TR INC	COM	297178105	406	1,176	SH		SOLE		1,176	0	0
ETSY INC	COM	29786A106	1,985	15,970	SH		OTR	1	0	15,970	0
ETSY INC	COM	29786A106	285	2,296	SH		SOLE		2,296	0	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	7,951	4,957,000	PRN		DFND	1	0	4,957,000	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	130	81,000	PRN		OTR	4	0	81,000	0
ETSY INC	NOTE 0.125%10/0	29786AAJ5	47	29,000	PRN		SOLE		29,000	0	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	26,474	23,585,000	PRN		OTR	1	0	23,585,000	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	1,651	1,471,000	PRN		SOLE		1,471,000	0	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	23,401	25,959,000	PRN		OTR	1	0	25,959,000	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	1,329	1,474,000	PRN		SOLE		1,474,000	0	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	2,889	3,223,000	PRN		DFND	1	0	3,223,000	0
EVERBRIDGE INC	NOTE 0.125%12/1	29978AAC8	44	49,000	PRN		OTR	4	0	49,000	0
EVERGY INC	COM	30034W106	234	3,423	SH		SOLE		3,423	0	0
EVERGY INC	COM	30034W106	1,974	28,883	SH		OTR	1	0	28,883	0
EVERSOURCE ENERGY	COM	30040W108	3,819	43,307	SH		OTR	1	0	43,307	0
EVERSOURCE ENERGY	COM	30040W108	525	5,957	SH		SOLE		5,957	0	0
EVOLENT HEALTH INC	NOTE 1.500%10/1	30050BAD3	177	150,000	PRN		SOLE		150,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	2,755	3,116,000	PRN		SOLE		3,116,000	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	93	106,000	PRN		OTR	4	0	106,000	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	5,906	6,719,000	PRN		DFND	1	0	6,719,000	0
EXACT SCIENCES CORP	NOTE 0.375% 3/0	30063PAC9	39,400	44,570,000	PRN		OTR	1	0	44,570,000	0
EXELON CORP	COM	30161N101	5,877	123,381	SH		OTR	1	0	123,381	0
EXELON CORP	COM	30161N101	821	17,242	SH		SOLE		17,242	0	0
EXPEDIA GROUP INC	COM NEW	30212P303	3,703	18,924	SH		OTR	1	0	18,924	0
EXPEDIA GROUP INC	COM NEW	30212P303	539	2,754	SH		SOLE		2,754	0	0
EXPEDIA GROUP INC	NOTE 2/1	30212PBE4	388	318,000	PRN		SOLE		318,000	0	0
EXPEDIA GROUP INC	NOTE 2/1	30212PBE4	6,815	5,580,000	PRN		OTR	1	0	5,580,000	0
EXPEDITORS INTL WASH INC	COM	302130109	336	3,257	SH		SOLE		3,257	0	0
EXPEDITORS INTL WASH INC	COM	302130109	2,201	21,338	SH		OTR	1	0	21,338	0
EXTRA SPACE STORAGE INC	COM	30225T102	516	2,508	SH		SOLE		2,508	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	3,467	16,865	SH		OTR	1	0	16,865	0
EXXON MOBIL CORP	COM	30231G102	6,386	77,322	SH		SOLE		77,322	0	0
EXXON MOBIL CORP	COM	30231G102	44,043	533,271	SH		OTR	1	0	533,271	0
F5 INC	COM	315616102	1,599	7,651	SH		OTR	1	0	7,651	0
F5 INC	COM	315616102	245	1,172	SH		SOLE		1,172	0	0
FACTSET RESH SYS INC	COM	303075105	290	667	SH		SOLE		667	0	0
FACTSET RESH SYS INC	COM	303075105	2,067	4,761	SH		OTR	1	0	4,761	0
FASTENAL CO	COM	311900104	608	10,233	SH		SOLE		10,233	0	0
FASTENAL CO	COM	311900104	4,306	72,498	SH		OTR	1	0	72,498	0
FEDERAL RLTY INVT TR NEW	SH BEN INT NEW	313745101	129	1,055	SH		SOLE		1,055	0	0
FEDERAL RLTY INVT TR NEW	SH BEN INT NEW	313745101	1,088	8,912	SH		OTR	1	0	8,912	0
FEDEX CORP	COM	31428X106	1,048	4,528	SH		SOLE		4,528	0	0
FEDEX CORP	COM	31428X106	7,105	30,705	SH		OTR	1	0	30,705	0
FIDELITY NATL INFORMATION SV	COM	31620M106	7,703	76,703	SH		OTR	1	0	76,703	0
FIDELITY NATL INFORMATION SV	COM	31620M106	1,105	11,004	SH		SOLE		11,004	0	0
FIFTH THIRD BANCORP	COM	316773100	3,707	86,127	SH		OTR	1	0	86,127	0
FIFTH THIRD BANCORP	COM	316773100	515	11,957	SH		SOLE		11,957	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	517	3,188	SH		SOLE		3,188	0	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	3,660	22,580	SH		OTR	1	0	22,580	0
FIRSTENERGY CORP	COM	337932107	461	10,054	SH		SOLE		10,054	0	0
FIRSTENERGY CORP	COM	337932107	3,294	71,822	SH		OTR	1	0	71,822	0
FISERV INC	COM	337738108	1,078	10,631	SH		SOLE		10,631	0	0
FISERV INC	COM	337738108	7,590	74,848	SH		OTR	1	0	74,848	0
FIVE9 INC	NOTE 0.500% 6/0	338307AD3	565	520,000	PRN		SOLE		520,000	0	0
FIVE9 INC	NOTE 0.500% 6/0	338307AD3	10,434	9,608,000	PRN		OTR	1	0	9,608,000	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	377	1,514	SH		SOLE		1,514	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	2,547	10,228	SH		OTR	1	0	10,228	0
FMC CORP	COM NEW	302491303	302	2,296	SH		SOLE		2,296	0	0
FMC CORP	COM NEW	302491303	2,101	15,966	SH		OTR	1	0	15,966	0
FORD MTR CO DEL	COM	345370860	1,242	73,454	SH		SOLE		73,454	0	0
FORD MTR CO DEL	COM	345370860	8,378	495,460	SH		OTR	1	0	495,460	0
FORD MTR CO DEL	NOTE 3/1	345370CZ1	4,739	3,992,000	PRN		SOLE		3,992,000	0	0
FORD MTR CO DEL	NOTE 3/1	345370CZ1	72,028	60,681,000	PRN		OTR	1	0	60,681,000	0
FORTINET INC	COM	34959E109	5,841	17,093	SH		OTR	1	0	17,093	0
FORTINET INC	COM	34959E109	815	2,385	SH		SOLE		2,385	0	0
FORTIVE CORP	COM	34959J108	2,752	45,167	SH		OTR	1	0	45,167	0
FORTIVE CORP	COM	34959J108	375	6,162	SH		SOLE		6,162	0	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	1,267	17,054	SH		OTR	1	0	17,054	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	180	2,427	SH		SOLE		2,427	0	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	44,073	44,134,853	PRN		OTR	1	0	44,134,853	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	23,575	23,608,754	PRN		SOLE		23,608,754	0	0
FORUM ENERGY TECHNOLOGIES IN	NOTE 9.000% 8/0	34984VAC4	126	125,914	PRN		OTR	5	0	125,914	0
FOX CORP	CL A COM	35137L105	1,569	39,780	SH		OTR	1	0	39,780	0
FOX CORP	CL A COM	35137L105	274	6,933	SH		SOLE		6,933	0	0
FOX CORP	CL B COM	35137L204	670	18,475	SH		OTR	1	0	18,475	0
FOX CORP	CL B COM	35137L204	80	2,194	SH		SOLE		2,194	0	0
FRANKLIN RESOURCES INC	COM	354613101	117	4,195	SH		SOLE		4,195	0	0
FRANKLIN RESOURCES INC	COM	354613101	986	35,306	SH		OTR	1	0	35,306	0
FREEPORT-MCMORAN INC	CL B	35671D857	1,319	26,522	SH		SOLE		26,522	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	9,198	184,921	SH		OTR	1	0	184,921	0
FTI CONSULTING INC	NOTE 2.000% 8/1	302941AP4	135	85,000	PRN		SOLE		85,000	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	633	3,626	SH		SOLE		3,626	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	4,584	26,257	SH		OTR	1	0	26,257	0
GARTNER INC	COM	366651107	3,081	10,359	SH		OTR	1	0	10,359	0
GARTNER INC	COM	366651107	425	1,430	SH		SOLE		1,430	0	0
GENERAC HLDGS INC	COM	368736104	340	1,143	SH		SOLE		1,143	0	0
GENERAC HLDGS INC	COM	368736104	2,362	7,947	SH		OTR	1	0	7,947	0
GENERAL DYNAMICS CORP	COM	369550108	979	4,059	SH		SOLE		4,059	0	0
GENERAL DYNAMICS CORP	COM	369550108	7,002	29,033	SH		OTR	1	0	29,033	0
GENERAL ELECTRIC CO	COM NEW	369604301	12,670	138,473	SH		OTR	1	0	138,473	0
GENERAL ELECTRIC CO	COM NEW	369604301	1,819	19,875	SH		SOLE		19,875	0	0
GENERAL MLS INC	COM	370334104	5,145	75,981	SH		OTR	1	0	75,981	0
GENERAL MLS INC	COM	370334104	727	10,731	SH		SOLE		10,731	0	0
GENERAL MTRS CO	COM	37045V100	8,006	183,026	SH		OTR	1	0	183,026	0
GENERAL MTRS CO	COM	37045V100	1,098	25,095	SH		SOLE		25,095	0	0
GENUINE PARTS CO	COM	372460105	2,261	17,940	SH		OTR	1	0	17,940	0
GENUINE PARTS CO	COM	372460105	268	2,130	SH		SOLE		2,130	0	0
GILEAD SCIENCES INC	COM	375558103	1,400	23,549	SH		SOLE		23,549	0	0
GILEAD SCIENCES INC	COM	375558103	9,393	158,006	SH		OTR	1	0	158,006	0
GLOBAL PMTS INC	COM	37940X102	681	4,978	SH		SOLE		4,978	0	0
GLOBAL PMTS INC	COM	37940X102	4,908	35,868	SH		OTR	1	0	35,868	0
GLOBAL X FDS	NASDAQ 100 COVER	37954Y483	428	20,422	SH		SOLE		20,422	0	0
GLOBE LIFE INC	COM	37959E102	1,174	11,672	SH		OTR	1	0	11,672	0
GLOBE LIFE INC	COM	37959E102	139	1,386	SH		SOLE		1,386	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	1,956	5,925	SH		SOLE		5,925	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	14,115	42,759	SH		OTR	1	0	42,759	0
GRAINGER W W INC	COM	384802104	2,812	5,451	SH		OTR	1	0	5,451	0
GRAINGER W W INC	COM	384802104	437	847	SH		SOLE		847	0	0
GRANITE PT MTG TR INC	NOTE 6.375%10/0	38741LAC1	690	690,000	PRN		SOLE		690,000	0	0
GUARDANT HEALTH INC	NOTE 11/1	40131MAB5	676	838,000	PRN		SOLE		838,000	0	0
GUARDANT HEALTH INC	NOTE 11/1	40131MAB5	11,719	14,520,000	PRN		OTR	1	0	14,520,000	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	126	120,000	PRN		SOLE		120,000	0	0
GULFPORT ENERGY CORP	COMMON SHARES	402635502	56,792	632,284	SH		SOLE		632,284	0	0
GULFPORT ENERGY CORP	COMMON SHARES	402635502	415	4,615	SH		OTR	5	0	4,615	0
GULFPORT ENERGY CORP	COMMON SHARES	402635502	144,162	1,605,014	SH		OTR	1	0	1,605,014	0
HAEMONETICS CORP MASS	NOTE 3/0	405024AB6	7,797	9,252,000	PRN		OTR	1	0	9,252,000	0
HAEMONETICS CORP MASS	NOTE 3/0	405024AB6	562	667,000	PRN		SOLE		667,000	0	0
HALLIBURTON CO	COM	406216101	642	16,962	SH		SOLE		16,962	0	0
HALLIBURTON CO	COM	406216101	4,286	113,187	SH		OTR	1	0	113,187	0
HALOZYME THERAPEUTICS INC	NOTE 0.250% 3/0	40637HAD1	6,177	7,049,000	PRN		OTR	1	0	7,049,000	0
HALOZYME THERAPEUTICS INC	NOTE 0.250% 3/0	40637HAD1	584	667,000	PRN		SOLE		667,000	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	3,029	42,185	SH		OTR	1	0	42,185	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	447	6,231	SH		SOLE		6,231	0	0
HASBRO INC	COM	418056107	1,335	16,291	SH		OTR	1	0	16,291	0
HASBRO INC	COM	418056107	191	2,335	SH		SOLE		2,335	0	0
HCA HEALTHCARE INC	COM	40412C101	7,560	30,166	SH		OTR	1	0	30,166	0
HCA HEALTHCARE INC	COM	40412C101	1,091	4,352	SH		SOLE		4,352	0	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	2,332	67,932	SH		OTR	1	0	67,932	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	339	9,865	SH		SOLE		9,865	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	46,926	40,780,000	PRN		OTR	1	0	40,780,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	149	131,000	PRN		OTR	4	0	131,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	9,236	8,097,000	PRN		DFND	1	0	8,097,000	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 6.750% 2/1	42330PAK3	2,986	2,595,000	PRN		SOLE		2,595,000	0	0
HENRY JACK & ASSOC INC	COM	426281101	1,808	9,173	SH		OTR	1	0	9,173	0
HENRY JACK & ASSOC INC	COM	426281101	255	1,294	SH		SOLE		1,294	0	0
HENRY SCHEIN INC	COM	806407102	1,519	17,422	SH		OTR	1	0	17,422	0
HENRY SCHEIN INC	COM	806407102	180	2,070	SH		SOLE		2,070	0	0
HERSHEY CO	COM	427866108	581	2,680	SH		SOLE		2,680	0	0
HERSHEY CO	COM	427866108	3,967	18,314	SH		OTR	1	0	18,314	0
HESS CORP	COM	42809H107	538	5,022	SH		SOLE		5,022	0	0
HESS CORP	COM	42809H107	3,717	34,723	SH		OTR	1	0	34,723	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	2,722	162,925	SH		OTR	1	0	162,925	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	411	24,604	SH		SOLE		24,604	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	5,327	35,108	SH		OTR	1	0	35,108	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	756	4,981	SH		SOLE		4,981	0	0
HOLOGIC INC	COM	436440101	361	4,703	SH		SOLE		4,703	0	0
HOLOGIC INC	COM	436440101	2,419	31,488	SH		OTR	1	0	31,488	0
HOME DEPOT INC	COM	437076102	39,372	131,535	SH		OTR	1	0	131,535	0
HOME DEPOT INC	COM	437076102	5,550	18,540	SH		SOLE		18,540	0	0
HONEYWELL INTL INC	COM	438516106	16,809	86,388	SH		OTR	1	0	86,388	0
HONEYWELL INTL INC	COM	438516106	2,398	12,323	SH		SOLE		12,323	0	0
HORMEL FOODS CORP	COM	440452100	274	5,319	SH		SOLE		5,319	0	0
HORMEL FOODS CORP	COM	440452100	1,827	35,446	SH		OTR	1	0	35,446	0
HOST HOTELS & RESORTS INC	COM	44107P104	1,743	89,710	SH		OTR	1	0	89,710	0
HOST HOTELS & RESORTS INC	COM	44107P104	260	13,358	SH		SOLE		13,358	0	0
HOWMET AEROSPACE INC	COM	443201108	1,718	47,805	SH		OTR	1	0	47,805	0
HOWMET AEROSPACE INC	COM	443201108	291	8,107	SH		SOLE		8,107	0	0
HP INC	COM	40434L105	4,951	136,382	SH		OTR	1	0	136,382	0
HP INC	COM	40434L105	787	21,668	SH		SOLE		21,668	0	0
HUBSPOT INC	NOTE 0.375% 6/0	443573AD2	280	157,000	PRN		SOLE		157,000	0	0
HUMANA INC	COM	444859102	7,045	16,190	SH		OTR	1	0	16,190	0
HUMANA INC	COM	444859102	1,025	2,356	SH		SOLE		2,356	0	0
HUNT J B TRANS SVCS INC	COM	445658107	293	1,457	SH		SOLE		1,457	0	0
HUNT J B TRANS SVCS INC	COM	445658107	2,125	10,582	SH		OTR	1	0	10,582	0
HUNTINGTON BANCSHARES INC	COM	446150104	2,648	181,102	SH		OTR	1	0	181,102	0
HUNTINGTON BANCSHARES INC	COM	446150104	366	25,037	SH		SOLE		25,037	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	119	598	SH		SOLE		598	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	1,004	5,033	SH		OTR	1	0	5,033	0
IDEX CORP	COM	45167R104	1,835	9,571	SH		OTR	1	0	9,571	0
IDEX CORP	COM	45167R104	276	1,437	SH		SOLE		1,437	0	0
IDEXX LABS INC	COM	45168D104	5,843	10,681	SH		OTR	1	0	10,681	0
IDEXX LABS INC	COM	45168D104	805	1,472	SH		SOLE		1,472	0	0
II-VI INC	NOTE 0.250% 9/0	902104AB4	162	105,000	PRN		SOLE		105,000	0	0
ILLINOIS TOOL WKS INC	COM	452308109	7,534	35,979	SH		OTR	1	0	35,979	0
ILLINOIS TOOL WKS INC	COM	452308109	1,086	5,184	SH		SOLE		5,184	0	0
ILLUMINA INC	COM	452327109	959	2,745	SH		SOLE		2,745	0	0
ILLUMINA INC	COM	452327109	6,879	19,688	SH		OTR	1	0	19,688	0
ILLUMINA INC	NOTE 8/1	452327AK5	41,089	37,422,000	PRN		OTR	1	0	37,422,000	0
ILLUMINA INC	NOTE 8/1	452327AK5	2,534	2,308,000	PRN		SOLE		2,308,000	0	0
INCYTE CORP	COM	45337C102	1,882	23,697	SH		OTR	1	0	23,697	0
INCYTE CORP	COM	45337C102	263	3,312	SH		SOLE		3,312	0	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY CA MUN	45409F777	45,451	1,980,000	SH		OTR	3	0	1,980,000	0
INDEXIQ ETF TR	HEALTHY HEARTS	45409B321	5,665	199,044	SH		OTR	3	0	199,044	0
INDEXIQ ETF TR	IQ CLEAN OCEANS	45409B289	4,291	190,000	SH		OTR	3	0	190,000	0
INDEXIQ ETF TR	IQ CLEANER TRANS	45409B297	4,378	190,000	SH		OTR	3	0	190,000	0
INDEXIQ ETF TR	IQ ENGENDER EQUA	45409B313	4,714	200,000	SH		OTR	3	0	200,000	0
INDEXIQ ETF TR	IQ GLOBAL EQUITY	45409B255	4,594	190,000	SH		OTR	3	0	190,000	0
INDEXIQ ETF TR	IQ US LARGE CAP	45409B263	4,782	190,000	SH		OTR	3	0	190,000	0
INDEXIQ ETF TR	IQ US MID CAP R&	45409B271	4,810	190,000	SH		OTR	3	0	190,000	0
INFINERA CORP	NOTE 2.125% 9/0	45667GAC7	147	130,000	PRN		SOLE		130,000	0	0
INFINERA CORP	NOTE 2.500% 3/0	45667GAE3	721	523,000	PRN		SOLE		523,000	0	0
INFINERA CORP	NOTE 2.500% 3/0	45667GAE3	15,914	11,540,000	PRN		OTR	1	0	11,540,000	0
INGERSOLL RAND INC	COM	45687V106	2,585	51,340	SH		OTR	1	0	51,340	0
INGERSOLL RAND INC	COM	45687V106	333	6,613	SH		SOLE		6,613	0	0
INSIGHT ENTERPRISES INC	NOTE 0.750% 2/1	45765UAB9	137	85,000	PRN		SOLE		85,000	0	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	95	95,000	PRN		SOLE		95,000	0	0
INSULET CORP	NOTE 0.375% 9/0	45784PAK7	504	379,000	PRN		SOLE		379,000	0	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	1,311	1,244,000	PRN		SOLE		1,244,000	0	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	138	132,000	PRN		OTR	4	0	132,000	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	8,677	8,270,000	PRN		DFND	1	0	8,270,000	0
INTEGRA LIFESCIENCES HLDGS C	NOTE 0.500% 8/1	457985AM1	18,450	17,501,000	PRN		OTR	1	0	17,501,000	0
INTEL CORP	COM	458140100	3,598	72,608	SH		SOLE		72,608	0	0
INTEL CORP	COM	458140100	25,420	512,919	SH		OTR	1	0	512,919	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	9,352	70,785	SH		OTR	1	0	70,785	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	1,286	9,730	SH		SOLE		9,730	0	0
INTERDIGITAL INC	NOTE 2.000% 6/0	45867GAB7	7,581	7,360,000	PRN		OTR	1	0	7,360,000	0
INTERDIGITAL INC	NOTE 2.000% 6/0	45867GAB7	458	445,000	PRN		SOLE		445,000	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	2,055	15,802	SH		SOLE		15,802	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	14,687	112,963	SH		OTR	1	0	112,963	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	609	4,637	SH		SOLE		4,637	0	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	4,211	32,063	SH		OTR	1	0	32,063	0
INTERNATIONAL PAPER CO	COM	460146103	2,251	48,781	SH		OTR	1	0	48,781	0
INTERNATIONAL PAPER CO	COM	460146103	337	7,292	SH		SOLE		7,292	0	0
INTERPUBLIC GROUP COS INC	COM	460690100	1,754	49,470	SH		OTR	1	0	49,470	0
INTERPUBLIC GROUP COS INC	COM	460690100	295	8,333	SH		SOLE		8,333	0	0
INTUIT	COM	461202103	2,379	4,948	SH		SOLE		4,948	0	0
INTUIT	COM	461202103	17,151	35,669	SH		OTR	1	0	35,669	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	1,891	6,267	SH		SOLE		6,267	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	13,594	45,062	SH		OTR	1	0	45,062	0
INVESCO EXCH TRADED FD TR II	TAXABLE MUN BD	46138G805	314	10,580	SH		SOLE		10,580	0	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	801	68,544	SH		OTR	1	0	68,544	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	3,567	305,376	SH		SOLE		305,376	0	0
INVESCO QUALITY MUN INCOME T	COM	46133G107	2,184	192,750	SH		SOLE		192,750	0	0
INVITAE CORP	NOTE 2.000% 9/0	46185LAB9	100	120,000	PRN		SOLE		120,000	0	0
IONIS PHARMACEUTICALS INC	NOTE 0.125%12/1	462222AB6	178	198,000	PRN		SOLE		198,000	0	0
IPG PHOTONICS CORP	COM	44980X109	493	4,488	SH		OTR	1	0	4,488	0
IPG PHOTONICS CORP	COM	44980X109	59	533	SH		SOLE		533	0	0
IQVIA HLDGS INC	COM	46266C105	770	3,331	SH		SOLE		3,331	0	0
IQVIA HLDGS INC	COM	46266C105	5,564	24,064	SH		OTR	1	0	24,064	0
IRON MTN INC NEW	COM	46284V101	2,016	36,379	SH		OTR	1	0	36,379	0
IRON MTN INC NEW	COM	46284V101	318	5,736	SH		SOLE		5,736	0	0
IRONWOOD PHARMACEUTICALS INC	DBCV 2.250% 6/1	46333XAD0	112	110,000	PRN		SOLE		110,000	0	0
IRONWOOD PHARMACEUTICALS INC	NOTE 0.750% 6/1	46333XAF5	138	120,000	PRN		SOLE		120,000	0	0
ISHARES GOLD TR	ISHARES NEW	464285204	34,233	929,500	SH		OTR	1	0	929,500	0
ISHARES TR	IBOXX HI YD ETF	464288513	711	8,643	SH		SOLE		8,643	0	0
ISHARES TR	IBOXX INV CP ETF	464287242	639	5,280	SH		SOLE		5,280	0	0
ISHARES TR	MBS ETF	464288588	502	4,927	SH		SOLE		4,927	0	0
ISHARES TR	MSCI ACWI ETF	464288257	369	3,700	SH		SOLE		3,700	0	0
ITRON INC	NOTE 3/1	465741AN6	170	200,000	PRN		SOLE		200,000	0	0
JACOBS ENGR GROUP INC	COM	469814107	388	2,816	SH		SOLE		2,816	0	0
JACOBS ENGR GROUP INC	COM	469814107	2,243	16,276	SH		OTR	1	0	16,276	0
JAZZ INVESTMENTS I LTD	NOTE 2.000% 6/1	472145AF8	362	297,000	PRN		SOLE		297,000	0	0
JOHNSON & JOHNSON	COM	478160104	58,771	331,609	SH		OTR	1	0	331,609	0
JOHNSON & JOHNSON	COM	478160104	8,240	46,495	SH		SOLE		46,495	0	0
JPMORGAN CHASE & CO	COM	46625H100	7,163	52,543	SH		SOLE		52,543	0	0
JPMORGAN CHASE & CO	COM	46625H100	50,746	372,253	SH		OTR	1	0	372,253	0
JUNIPER NETWORKS INC	COM	48203R104	1,518	40,855	SH		OTR	1	0	40,855	0
JUNIPER NETWORKS INC	COM	48203R104	180	4,854	SH		SOLE		4,854	0	0
KARYOPHARM THERAPEUTICS INC	NOTE 3.000%10/1	48576UAA4	187	221,000	PRN		SOLE		221,000	0	0
KELLOGG CO	COM	487836108	2,078	32,227	SH		OTR	1	0	32,227	0
KELLOGG CO	COM	487836108	305	4,726	SH		SOLE		4,726	0	0
KEYCORP	COM	493267108	383	17,098	SH		SOLE		17,098	0	0
KEYCORP	COM	493267108	2,618	116,976	SH		OTR	1	0	116,976	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	3,642	23,056	SH		OTR	1	0	23,056	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	528	3,343	SH		SOLE		3,343	0	0
KIMBERLY-CLARK CORP	COM	494368103	5,225	42,424	SH		OTR	1	0	42,424	0
KIMBERLY-CLARK CORP	COM	494368103	745	6,052	SH		SOLE		6,052	0	0
KIMCO RLTY CORP	COM	49446R109	1,919	77,676	SH		OTR	1	0	77,676	0
KIMCO RLTY CORP	COM	49446R109	324	13,129	SH		SOLE		13,129	0	0
KINDER MORGAN INC DEL	COM	49456B101	651	34,451	SH		SOLE		34,451	0	0
KINDER MORGAN INC DEL	COM	49456B101	4,645	245,632	SH		OTR	1	0	245,632	0
KKR & CO INC	6% MCONV PFD C	48251W401	2,020	27,350	SH		SOLE		27,350	0	0
KKR & CO INC	6% MCONV PFD C	48251W401	11,385	153,210	SH		DFND	1	0	153,210	0
KKR & CO INC	6% MCONV PFD C	48251W401	182	2,446	SH		OTR	4	0	2,446	0
KKR & CO INC	6% MCONV PFD C	48251W401	33,171	449,050	SH		OTR	1	0	449,050	0
KLA CORP	COM NEW	482480100	1,010	2,758	SH		SOLE		2,758	0	0
KLA CORP	COM NEW	482480100	6,950	18,985	SH		OTR	1	0	18,985	0
KOSMOS ENERGY LTD	COM	500688106	8,334	1,159,141	SH		OTR	1	0	1,159,141	0
KRAFT HEINZ CO	COM	500754106	3,522	89,426	SH		OTR	1	0	89,426	0
KRAFT HEINZ CO	COM	500754106	497	12,618	SH		SOLE		12,618	0	0
KROGER CO	COM	501044101	4,835	84,279	SH		OTR	1	0	84,279	0
KROGER CO	COM	501044101	763	13,304	SH		SOLE		13,304	0	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	6,141	24,717	SH		OTR	1	0	24,717	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	881	3,544	SH		SOLE		3,544	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	447	1,696	SH		SOLE		1,696	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	3,092	11,727	SH		OTR	1	0	11,727	0
LAM RESEARCH CORP	COM	512807108	9,447	17,572	SH		OTR	1	0	17,572	0
LAM RESEARCH CORP	COM	512807108	1,366	2,541	SH		SOLE		2,541	0	0
LAMB WESTON HLDGS INC	COM	513272104	131	2,181	SH		SOLE		2,181	0	0
LAMB WESTON HLDGS INC	COM	513272104	1,099	18,352	SH		OTR	1	0	18,352	0
LAS VEGAS SANDS CORP	COM	517834107	246	6,332	SH		SOLE		6,332	0	0
LAS VEGAS SANDS CORP	COM	517834107	1,679	43,193	SH		OTR	1	0	43,193	0
LAUDER ESTEE COS INC	CL A	518439104	7,973	29,277	SH		OTR	1	0	29,277	0
LAUDER ESTEE COS INC	CL A	518439104	1,099	4,036	SH		SOLE		4,036	0	0
LCI INDS	NOTE 1.125% 5/1	501812AB7	184	200,000	PRN		SOLE		200,000	0	0
LEIDOS HOLDINGS INC	COM	525327102	1,906	17,644	SH		OTR	1	0	17,644	0
LEIDOS HOLDINGS INC	COM	525327102	281	2,599	SH		SOLE		2,599	0	0
LENDINGTREE INC	NOTE 0.625% 6/0	52603BAA5	11,323	11,344,000	PRN		OTR	1	0	11,344,000	0
LENDINGTREE INC	NOTE 0.625% 6/0	52603BAA5	437	438,000	PRN		SOLE		438,000	0	0
LENNAR CORP	CL A	526057104	399	4,920	SH		SOLE		4,920	0	0
LENNAR CORP	CL A	526057104	2,672	32,923	SH		OTR	1	0	32,923	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	36,809	19,395,000	PRN		OTR	1	0	19,395,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	1,611	849,000	PRN		SOLE		849,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	6,918	4,908,000	PRN		DFND	1	0	4,908,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	1,648	1,165,000	PRN		SOLE		1,165,000	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	107	76,000	PRN		OTR	4	0	76,000	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	32,958	23,300,000	PRN		OTR	1	0	23,300,000	0
LILLY ELI & CO	COM	532457108	4,070	14,211	SH		SOLE		14,211	0	0
LILLY ELI & CO	COM	532457108	28,640	100,011	SH		OTR	1	0	100,011	0
LINCOLN NATL CORP IND	COM	534187109	1,371	20,982	SH		OTR	1	0	20,982	0
LINCOLN NATL CORP IND	COM	534187109	164	2,505	SH		SOLE		2,505	0	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	308	2,620	SH		SOLE		2,620	0	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	2,002	17,016	SH		OTR	1	0	17,016	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	2,196	1,241,000	PRN		SOLE		1,241,000	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	29,261	16,537,000	PRN		OTR	1	0	16,537,000	0
LIVENT CORP	NOTE 4.125% 7/1	53814LAB4	162	52,000	PRN		SOLE		52,000	0	0
LIVEPERSON INC	NOTE 12/1	538146AD3	160	200,000	PRN		SOLE		200,000	0	0
LKQ CORP	COM	501889208	1,530	33,693	SH		OTR	1	0	33,693	0
LKQ CORP	COM	501889208	182	4,003	SH		SOLE		4,003	0	0
LOCKHEED MARTIN CORP	COM	539830109	1,891	4,285	SH		SOLE		4,285	0	0
LOCKHEED MARTIN CORP	COM	539830109	13,476	30,530	SH		OTR	1	0	30,530	0
LOEWS CORP	COM	540424108	191	2,950	SH		SOLE		2,950	0	0
LOEWS CORP	COM	540424108	1,601	24,698	SH		OTR	1	0	24,698	0
LOWES COS INC	COM	548661107	2,470	12,215	SH		SOLE		12,215	0	0
LOWES COS INC	COM	548661107	17,159	84,866	SH		OTR	1	0	84,866	0
LUMEN TECHNOLOGIES INC	COM	550241103	192	17,056	SH		SOLE		17,056	0	0
LUMEN TECHNOLOGIES INC	COM	550241103	1,305	115,776	SH		OTR	1	0	115,776	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	13,504	8,172,000	PRN		DFND	1	0	8,172,000	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	215	130,000	PRN		OTR	4	0	130,000	0
LUMENTUM HLDGS INC	NOTE 0.500%12/1	55024UAD1	60,551	52,025,000	PRN		OTR	1	0	52,025,000	0
LUMENTUM HLDGS INC	NOTE 0.500%12/1	55024UAD1	4,316	3,708,000	PRN		SOLE		3,708,000	0	0
LYFT INC	NOTE 1.500% 5/1	55087PAB0	163	131,000	PRN		SOLE		131,000	0	0
M & T BK CORP	COM	55261F104	2,748	16,212	SH		OTR	1	0	16,212	0
M & T BK CORP	COM	55261F104	394	2,325	SH		SOLE		2,325	0	0
MANDIANT INC	NOTE 0.875% 6/0	31816QAF8	221	200,000	PRN		SOLE		200,000	0	0
MARATHON OIL CORP	COM	565849106	292	11,643	SH		SOLE		11,643	0	0
MARATHON OIL CORP	COM	565849106	2,462	98,067	SH		OTR	1	0	98,067	0
MARATHON PETE CORP	COM	56585A102	905	10,586	SH		SOLE		10,586	0	0
MARATHON PETE CORP	COM	56585A102	6,236	72,932	SH		OTR	1	0	72,932	0
MARKETAXESS HLDGS INC	COM	57060D108	1,625	4,777	SH		OTR	1	0	4,777	0
MARKETAXESS HLDGS INC	COM	57060D108	227	667	SH		SOLE		667	0	0
MARRIOTT INTL INC NEW	CL A	571903202	6,056	34,460	SH		OTR	1	0	34,460	0
MARRIOTT INTL INC NEW	CL A	571903202	862	4,904	SH		SOLE		4,904	0	0
MARRIOTT VACATIONS WORLDWIDE	NOTE 1.500% 9/1	57164YAB3	61	54,000	PRN		OTR	4	0	54,000	0
MARRIOTT VACATIONS WORLDWIDE	NOTE 1.500% 9/1	57164YAB3	3,721	3,295,000	PRN		DFND	1	0	3,295,000	0
MARRIOTT VACATIONS WORLDWIDE	NOTE 1/1	57164YAD9	717	658,000	PRN		SOLE		658,000	0	0
MARRIOTT VACATIONS WORLDWIDE	NOTE 1/1	57164YAD9	6,725	6,170,000	PRN		OTR	1	0	6,170,000	0
MARSH & MCLENNAN COS INC	COM	571748102	1,495	8,774	SH		SOLE		8,774	0	0
MARSH & MCLENNAN COS INC	COM	571748102	10,838	63,598	SH		OTR	1	0	63,598	0
MARTIN MARIETTA MATLS INC	COM	573284106	3,024	7,858	SH		OTR	1	0	7,858	0
MARTIN MARIETTA MATLS INC	COM	573284106	436	1,133	SH		SOLE		1,133	0	0
MASCO CORP	COM	574599106	279	5,480	SH		SOLE		5,480	0	0
MASCO CORP	COM	574599106	1,541	30,222	SH		OTR	1	0	30,222	0
MASTERCARD INCORPORATED	CL A	57636Q104	38,852	108,713	SH		OTR	1	0	108,713	0
MASTERCARD INCORPORATED	CL A	57636Q104	5,497	15,380	SH		SOLE		15,380	0	0
MATCH GROUP INC NEW	COM	57667L107	519	4,773	SH		SOLE		4,773	0	0
MATCH GROUP INC NEW	COM	57667L107	3,877	35,658	SH		OTR	1	0	35,658	0
MCCORMICK & CO INC	COM NON VTG	579780206	3,140	31,458	SH		OTR	1	0	31,458	0
MCCORMICK & CO INC	COM NON VTG	579780206	452	4,533	SH		SOLE		4,533	0	0
MCDONALDS CORP	COM	580135101	23,275	94,125	SH		OTR	1	0	94,125	0
MCDONALDS CORP	COM	580135101	3,412	13,800	SH		SOLE		13,800	0	0
MCKESSON CORP	COM	58155Q103	5,776	18,869	SH		OTR	1	0	18,869	0
MCKESSON CORP	COM	58155Q103	842	2,750	SH		SOLE		2,750	0	0
MERCK & CO INC	COM	58933Y105	3,756	45,771	SH		SOLE		45,771	0	0
MERCK & CO INC	COM	58933Y105	26,106	318,175	SH		OTR	1	0	318,175	0
META PLATFORMS INC	CL A	30303M102	64,675	290,857	SH		OTR	1	0	290,857	0
META PLATFORMS INC	CL A	30303M102	9,198	41,367	SH		SOLE		41,367	0	0
METLIFE INC	COM	59156R108	902	12,841	SH		SOLE		12,841	0	0
METLIFE INC	COM	59156R108	6,212	88,385	SH		OTR	1	0	88,385	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	571	416	SH		SOLE		416	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	3,975	2,895	SH		OTR	1	0	2,895	0
MFS MUN INCOME TR	SH BEN INT	552738106	2,039	333,155	SH		SOLE		333,155	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	308	7,336	SH		SOLE		7,336	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	1,990	47,445	SH		OTR	1	0	47,445	0
MICROCHIP TECHNOLOGY INC.	COM	595017104	5,262	70,034	SH		OTR	1	0	70,034	0
MICROCHIP TECHNOLOGY INC.	COM	595017104	732	9,739	SH		SOLE		9,739	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	77,926	68,383,000	PRN		OTR	1	0	68,383,000	0
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	4,069	3,571,000	PRN		SOLE		3,571,000	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	161	142,000	PRN		OTR	4	0	142,000	0
MICROCHIP TECHNOLOGY INC.	NOTE 0.125%11/1	595017AU8	9,860	8,691,000	PRN		DFND	1	0	8,691,000	0
MICRON TECHNOLOGY INC	COM	595112103	1,550	19,896	SH		SOLE		19,896	0	0
MICRON TECHNOLOGY INC	COM	595112103	10,986	141,050	SH		OTR	1	0	141,050	0
MICROSOFT CORP	COM	594918104	291,144	944,323	SH		OTR	1	0	944,323	0
MICROSOFT CORP	COM	594918104	40,640	131,814	SH		SOLE		131,814	0	0
MICROSTRATEGY INC	NOTE 2/1	594972AE1	360	500,000	PRN		SOLE		500,000	0	0
MID-AMER APT CMNTYS INC	COM	59522J103	3,043	14,529	SH		OTR	1	0	14,529	0
MID-AMER APT CMNTYS INC	COM	59522J103	466	2,224	SH		SOLE		2,224	0	0
MODERNA INC	COM	60770K107	7,654	44,433	SH		OTR	1	0	44,433	0
MODERNA INC	COM	60770K107	1,080	6,272	SH		SOLE		6,272	0	0
MOHAWK INDS INC	COM	608190104	856	6,893	SH		OTR	1	0	6,893	0
MOHAWK INDS INC	COM	608190104	102	819	SH		SOLE		819	0	0
MOLINA HEALTHCARE INC	COM	60855R100	2,454	7,356	SH		OTR	1	0	7,356	0
MOLINA HEALTHCARE INC	COM	60855R100	360	1,078	SH		SOLE		1,078	0	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	150	2,813	SH		SOLE		2,813	0	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	1,264	23,671	SH		OTR	1	0	23,671	0
MONDELEZ INTL INC	CL A	609207105	10,979	174,877	SH		OTR	1	0	174,877	0
MONDELEZ INTL INC	CL A	609207105	1,587	25,275	SH		SOLE		25,275	0	0
MONGODB INC	NOTE 0.250% 1/1	60937PAD8	31,704	14,615,000	PRN		OTR	1	0	14,615,000	0
MONGODB INC	NOTE 0.250% 1/1	60937PAD8	1,892	872,000	PRN		SOLE		872,000	0	0
MONOLITHIC PWR SYS INC	COM	609839105	2,651	5,458	SH		OTR	1	0	5,458	0
MONOLITHIC PWR SYS INC	COM	609839105	412	848	SH		SOLE		848	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	3,781	47,322	SH		OTR	1	0	47,322	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	546	6,835	SH		SOLE		6,835	0	0
MOODYS CORP	COM	615369105	987	2,926	SH		SOLE		2,926	0	0
MOODYS CORP	COM	615369105	6,874	20,372	SH		OTR	1	0	20,372	0
MORGAN STANLEY	COM NEW	617446448	2,160	24,710	SH		SOLE		24,710	0	0
MORGAN STANLEY	COM NEW	617446448	15,606	178,564	SH		OTR	1	0	178,564	0
MOSAIC CO NEW	COM	61945C103	3,103	46,657	SH		OTR	1	0	46,657	0
MOSAIC CO NEW	COM	61945C103	475	7,140	SH		SOLE		7,140	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	5,153	21,275	SH		OTR	1	0	21,275	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	722	2,983	SH		SOLE		2,983	0	0
MSCI INC	COM	55354G100	714	1,420	SH		SOLE		1,420	0	0
MSCI INC	COM	55354G100	5,147	10,236	SH		OTR	1	0	10,236	0
NANOSTRING TECHNOLOGIES INC	NOTE 2.625% 3/0	63009RAD1	111	100,000	PRN		SOLE		100,000	0	0
NASDAQ INC	COM	631103108	2,627	14,744	SH		OTR	1	0	14,744	0
NASDAQ INC	COM	631103108	365	2,051	SH		SOLE		2,051	0	0
NCL CORP LTD	NOTE 5.375% 8/0	62886HAX9	1,019	703,000	PRN		SOLE		703,000	0	0
NCL CORP LTD	NOTE 5.375% 8/0	62886HAX9	10,919	7,530,000	PRN		OTR	1	0	7,530,000	0
NCL CORP LTD	NOTE 6.000% 5/1	62886HAT8	383	219,000	PRN		SOLE		219,000	0	0
NCL CORP LTD	NOTE 6.000% 5/1	62886HAT8	8,061	4,605,000	PRN		OTR	1	0	4,605,000	0
NETAPP INC	COM	64110D104	351	4,229	SH		SOLE		4,229	0	0
NETAPP INC	COM	64110D104	2,324	27,999	SH		OTR	1	0	27,999	0
NETFLIX INC	COM	64110L106	20,948	55,923	SH		OTR	1	0	55,923	0
NETFLIX INC	COM	64110L106	2,987	7,974	SH		SOLE		7,974	0	0
NEUBERGER BERMAN N Y MUN FD	COM	64124K102	299	25,745	SH		SOLE		25,745	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	6,254	4,774,000	PRN		DFND	1	0	4,774,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	2,388	1,809,000	PRN		SOLE		1,809,000	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	102	78,000	PRN		OTR	4	0	78,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	39,145	29,655,000	PRN		OTR	1	0	29,655,000	0
NEW RELIC INC	NOTE 0.500% 5/0	64829BAB6	121	120,000	PRN		SOLE		120,000	0	0
NEWELL BRANDS INC	COM	651229106	121	5,651	SH		SOLE		5,651	0	0
NEWELL BRANDS INC	COM	651229106	1,018	47,568	SH		OTR	1	0	47,568	0
NEWMONT CORP	COM	651639106	1,133	14,262	SH		SOLE		14,262	0	0
NEWMONT CORP	COM	651639106	7,981	100,447	SH		OTR	1	0	100,447	0
NEWS CORP NEW	CL A	65249B109	220	9,928	SH		SOLE		9,928	0	0
NEWS CORP NEW	CL A	65249B109	1,094	49,380	SH		OTR	1	0	49,380	0
NEWS CORP NEW	CL B	65249B208	41	1,818	SH		SOLE		1,818	0	0
NEWS CORP NEW	CL B	65249B208	345	15,300	SH		OTR	1	0	15,300	0
NEXTERA ENERGY INC	COM	65339F101	20,937	247,156	SH		OTR	1	0	247,156	0
NEXTERA ENERGY INC	COM	65339F101	3,003	35,456	SH		SOLE		35,456	0	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	13,205	253,211	SH		DFND	1	0	253,211	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	1,120	21,300	SH		SOLE		21,300	0	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	211	4,042	SH		OTR	4	0	4,042	0
NICE LTD	NOTE 9/1	653656AB4	13,138	12,520,000	PRN		DFND	1	0	12,520,000	0
NICE LTD	NOTE 9/1	653656AB4	5,429	5,149,000	PRN		SOLE		5,149,000	0	0
NICE LTD	NOTE 9/1	653656AB4	99,373	94,248,000	PRN		OTR	1	0	94,248,000	0
NICE LTD	NOTE 9/1	653656AB4	208	198,000	PRN		OTR	4	0	198,000	0
NICE LTD	SPONSORED ADR	653656108	10,904	49,792	SH		SOLE		49,792	0	0
NICE LTD	SPONSORED ADR	653656108	15,738	71,863	SH		OTR	1	0	71,863	0
NICE LTD	SPONSORED ADR	653656108	1	5	SH		DFND	1	0	5	0
NIKE INC	CL B	654106103	21,632	160,764	SH		OTR	1	0	160,764	0
NIKE INC	CL B	654106103	3,043	22,618	SH		SOLE		22,618	0	0
NISOURCE INC	COM	65473P105	186	5,863	SH		SOLE		5,863	0	0
NISOURCE INC	COM	65473P105	1,569	49,339	SH		OTR	1	0	49,339	0
NORDSON CORP	COM	655663102	184	811	SH		SOLE		811	0	0
NORDSON CORP	COM	655663102	1,548	6,816	SH		OTR	1	0	6,816	0
NORFOLK SOUTHN CORP	COM	655844108	8,615	30,203	SH		OTR	1	0	30,203	0
NORFOLK SOUTHN CORP	COM	655844108	1,212	4,249	SH		SOLE		4,249	0	0
NORTHERN TR CORP	COM	665859104	432	3,707	SH		SOLE		3,707	0	0
NORTHERN TR CORP	COM	665859104	3,047	26,170	SH		OTR	1	0	26,170	0
NORTHROP GRUMMAN CORP	COM	666807102	1,164	2,602	SH		SOLE		2,602	0	0
NORTHROP GRUMMAN CORP	COM	666807102	8,266	18,483	SH		OTR	1	0	18,483	0
NORTONLIFELOCK INC	COM	668771108	281	10,602	SH		SOLE		10,602	0	0
NORTONLIFELOCK INC	COM	668771108	1,944	73,292	SH		OTR	1	0	73,292	0
NOVOCURE LTD	NOTE 11/0	67011XAB9	137	150,000	PRN		SOLE		150,000	0	0
NRG ENERGY INC	COM NEW	629377508	140	3,655	SH		SOLE		3,655	0	0
NRG ENERGY INC	COM NEW	629377508	1,180	30,761	SH		OTR	1	0	30,761	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	8,689	7,928,000	PRN		DFND	1	0	7,928,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	137	125,000	PRN		OTR	4	0	125,000	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	2,954	2,683,000	PRN		SOLE		2,683,000	0	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	58,579	53,206,000	PRN		OTR	1	0	53,206,000	0
NUCOR CORP	COM	670346105	770	5,181	SH		SOLE		5,181	0	0
NUCOR CORP	COM	670346105	5,093	34,262	SH		OTR	1	0	34,262	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	20,346	21,043,000	PRN		OTR	1	0	21,043,000	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	1,309	1,354,000	PRN		SOLE		1,354,000	0	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	132	137,000	PRN		OTR	4	0	137,000	0
NUVASIVE INC	NOTE 0.375% 3/1	670704AJ4	8,251	8,578,000	PRN		DFND	1	0	8,578,000	0
NUVEEN AMT FREE QLTY MUN INC	COM	670657105	22,438	1,707,583	SH		SOLE		1,707,583	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	2,499	205,883	SH		OTR	1	0	205,883	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	7,108	585,522	SH		SOLE		585,522	0	0
NUVEEN PENNSYLVANIA QLT MUN	COM	670972108	6,981	517,097	SH		SOLE		517,097	0	0
NUVEEN QUALITY MUNCP INCOME	COM	67066V101	2,517	188,362	SH		SOLE		188,362	0	0
NVIDIA CORPORATION	COM	67066G104	12,140	44,493	SH		SOLE		44,493	0	0
NVIDIA CORPORATION	COM	67066G104	85,925	314,906	SH		OTR	1	0	314,906	0
NVR INC	COM	62944T105	1,841	412	SH		OTR	1	0	412	0
NVR INC	COM	62944T105	264	59	SH		SOLE		59	0	0
OCCIDENTAL PETE CORP	COM	674599105	888	15,655	SH		SOLE		15,655	0	0
OCCIDENTAL PETE CORP	COM	674599105	6,342	111,765	SH		OTR	1	0	111,765	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	679	710,000	PRN		SOLE		710,000	0	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	2,025	2,117,000	PRN		OTR	1	0	2,117,000	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	1,658	1,539,000	PRN		SOLE		1,539,000	0	0
OKTA INC	NOTE 0.125% 9/0	679295AD7	13,791	12,805,000	PRN		OTR	1	0	12,805,000	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	3,505	11,735	SH		OTR	1	0	11,735	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	507	1,698	SH		SOLE		1,698	0	0
OMNICELL COM	NOTE 0.250% 9/1	68213NAD1	6,358	4,495,000	PRN		OTR	1	0	4,495,000	0
OMNICELL COM	NOTE 0.250% 9/1	68213NAD1	409	289,000	PRN		SOLE		289,000	0	0
OMNICOM GROUP INC	COM	681919106	2,234	26,325	SH		OTR	1	0	26,325	0
OMNICOM GROUP INC	COM	681919106	326	3,839	SH		SOLE		3,839	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	1,949	644,000	PRN		SOLE		644,000	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	25,091	8,289,000	PRN		OTR	1	0	8,289,000	0
ONEOK INC NEW	COM	682680103	557	7,889	SH		SOLE		7,889	0	0
ONEOK INC NEW	COM	682680103	3,967	56,172	SH		OTR	1	0	56,172	0
ORACLE CORP	COM	68389X105	2,381	28,786	SH		SOLE		28,786	0	0
ORACLE CORP	COM	68389X105	16,419	198,462	SH		OTR	1	0	198,462	0
OREILLY AUTOMOTIVE INC	COM	67103H107	5,813	8,487	SH		OTR	1	0	8,487	0
OREILLY AUTOMOTIVE INC	COM	67103H107	829	1,211	SH		SOLE		1,211	0	0
ORGANON & CO	COMMON STOCK	68622V106	132	3,785	SH		SOLE		3,785	0	0
ORGANON & CO	COMMON STOCK	68622V106	1,113	31,855	SH		OTR	1	0	31,855	0
OSI SYSTEMS INC	NOTE 1.250% 9/0	671044AD7	88	87,000	PRN		SOLE		87,000	0	0
OTIS WORLDWIDE CORP	COM	68902V107	571	7,425	SH		SOLE		7,425	0	0
OTIS WORLDWIDE CORP	COM	68902V107	4,119	53,529	SH		OTR	1	0	53,529	0
PACCAR INC	COM	693718108	3,853	43,746	SH		OTR	1	0	43,746	0
PACCAR INC	COM	693718108	547	6,209	SH		SOLE		6,209	0	0
PACIRA BIOSCIENCES INC	NOTE 0.750% 8/0	695127AF7	28,294	22,749,000	PRN		OTR	1	0	22,749,000	0
PACIRA BIOSCIENCES INC	NOTE 0.750% 8/0	695127AF7	1,551	1,247,000	PRN		SOLE		1,247,000	0	0
PACKAGING CORP AMER	COM	695156109	1,868	11,966	SH		OTR	1	0	11,966	0
PACKAGING CORP AMER	COM	695156109	269	1,720	SH		SOLE		1,720	0	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	44,658	21,155,000	PRN		OTR	1	0	21,155,000	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	185	88,000	PRN		OTR	4	0	88,000	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	11,278	5,355,000	PRN		DFND	1	0	5,355,000	0
PALO ALTO NETWORKS INC	NOTE 0.375% 6/0	697435AF2	2,445	1,158,000	PRN		SOLE		1,158,000	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	62,818	26,811,000	PRN		OTR	1	0	26,811,000	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	4,627	1,975,000	PRN		SOLE		1,975,000	0	0
PARAMOUNT GLOBAL	CLASS B COM	92556H206	2,890	76,422	SH		OTR	1	0	76,422	0
PARAMOUNT GLOBAL	CLASS B COM	92556H206	415	10,978	SH		SOLE		10,978	0	0
PARKER-HANNIFIN CORP	COM	701094104	631	2,224	SH		SOLE		2,224	0	0
PARKER-HANNIFIN CORP	COM	701094104	4,592	16,183	SH		OTR	1	0	16,183	0
PARSONS CORP DEL	NOTE 0.250% 8/1	70202LAB8	7,956	7,519,000	PRN		OTR	1	0	7,519,000	0
PARSONS CORP DEL	NOTE 0.250% 8/1	70202LAB8	664	628,000	PRN		SOLE		628,000	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	101	102,000	PRN		OTR	4	0	102,000	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	6,544	6,587,000	PRN		DFND	1	0	6,587,000	0
PAYCHEX INC	COM	704326107	5,519	40,443	SH		OTR	1	0	40,443	0
PAYCHEX INC	COM	704326107	780	5,716	SH		SOLE		5,716	0	0
PAYCOM SOFTWARE INC	COM	70432V102	2,101	6,065	SH		OTR	1	0	6,065	0
PAYCOM SOFTWARE INC	COM	70432V102	284	819	SH		SOLE		819	0	0
PAYPAL HLDGS INC	COM	70450Y103	2,384	20,616	SH		SOLE		20,616	0	0
PAYPAL HLDGS INC	COM	70450Y103	16,971	146,747	SH		OTR	1	0	146,747	0
PDC ENERGY INC	COM	69327R101	11,169	153,669	SH		OTR	1	0	153,669	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	683	593,000	PRN		SOLE		593,000	0	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	6,751	5,863,000	PRN		OTR	1	0	5,863,000	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	9,577	8,353,000	PRN		DFND	1	0	8,353,000	0
PEBBLEBROOK HOTEL TR	NOTE 1.750%12/1	70509VAA8	152	133,000	PRN		OTR	4	0	133,000	0
PELOTON INTERACTIVE INC	NOTE 2/1	70614WAB6	226	272,000	PRN		SOLE		272,000	0	0
PENN NATL GAMING INC	COM	707569109	885	20,871	SH		OTR	1	0	20,871	0
PENN NATL GAMING INC	COM	707569109	105	2,479	SH		SOLE		2,479	0	0
PENN NATL GAMING INC	NOTE 2.750% 5/1	707569AU3	159	79,000	PRN		SOLE		79,000	0	0
PENNYMAC CORP	NOTE 5.500%11/0	70932AAD5	99	100,000	PRN		SOLE		100,000	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	128	6,390	SH		SOLE		6,390	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	1,075	53,775	SH		OTR	1	0	53,775	0
PEPSICO INC	COM	713448108	29,168	174,263	SH		OTR	1	0	174,263	0
PEPSICO INC	COM	713448108	4,090	24,436	SH		SOLE		24,436	0	0
PERKINELMER INC	COM	714046109	364	2,088	SH		SOLE		2,088	0	0
PERKINELMER INC	COM	714046109	2,773	15,896	SH		OTR	1	0	15,896	0
PFIZER INC	COM	717081103	36,602	707,010	SH		OTR	1	0	707,010	0
PFIZER INC	COM	717081103	5,156	99,604	SH		SOLE		99,604	0	0
PG&E CORP	UNIT 99/99/9999	69331C140	35,516	315,000	SH		OTR	1	0	315,000	0
PG&E CORP	UNIT 99/99/9999	69331C140	8,948	79,578	SH		DFND	1	0	79,578	0
PG&E CORP	UNIT 99/99/9999	69331C140	143	1,273	SH		OTR	4	0	1,273	0
PG&E CORP	UNIT 99/99/9999	69331C140	2,282	20,242	SH		SOLE		20,242	0	0
PHILIP MORRIS INTL INC	COM	718172109	18,339	195,220	SH		OTR	1	0	195,220	0
PHILIP MORRIS INTL INC	COM	718172109	1,590	16,931	SH		SOLE		16,931	0	0
PHILLIPS 66	COM	718546104	719	8,318	SH		SOLE		8,318	0	0
PHILLIPS 66	COM	718546104	5,091	58,932	SH		OTR	1	0	58,932	0
PINNACLE WEST CAP CORP	COM	723484101	1,107	14,174	SH		OTR	1	0	14,174	0
PINNACLE WEST CAP CORP	COM	723484101	132	1,684	SH		SOLE		1,684	0	0
PIONEER MUNICIPAL HIGH INCOM	COM	723762100	2,636	268,191	SH		OTR	1	0	268,191	0
PIONEER MUNICIPAL HIGH INCOM	COM	723762100	7,228	735,260	SH		SOLE		735,260	0	0
PIONEER MUNICIPAL HIGH INCOM	COM SHS	723763108	3,420	325,717	SH		OTR	1	0	325,717	0
PIONEER MUNICIPAL HIGH INCOM	COM SHS	723763108	4,847	461,642	SH		SOLE		461,642	0	0
PIONEER NAT RES CO	COM	723787107	7,151	28,599	SH		OTR	1	0	28,599	0
PIONEER NAT RES CO	COM	723787107	976	3,905	SH		SOLE		3,905	0	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	23,242	9,788,000	PRN		DFND	1	0	9,788,000	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	127,456	53,564,000	PRN		OTR	1	0	53,564,000	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	368	155,000	PRN		OTR	4	0	155,000	0
PIONEER NAT RES CO	NOTE 0.250% 5/1	723787AP2	8,585	3,608,000	PRN		SOLE		3,608,000	0	0
PNC FINL SVCS GROUP INC	COM	693475105	9,758	52,904	SH		OTR	1	0	52,904	0
PNC FINL SVCS GROUP INC	COM	693475105	1,365	7,401	SH		SOLE		7,401	0	0
POOL CORP	COM	73278L105	297	702	SH		SOLE		702	0	0
POOL CORP	COM	73278L105	2,135	5,050	SH		OTR	1	0	5,050	0
PPG INDS INC	COM	693506107	559	4,262	SH		SOLE		4,262	0	0
PPG INDS INC	COM	693506107	3,920	29,904	SH		OTR	1	0	29,904	0
PPL CORP	COM	69351T106	389	13,627	SH		SOLE		13,627	0	0
PPL CORP	COM	69351T106	2,701	94,562	SH		OTR	1	0	94,562	0
PRICE T ROWE GROUP INC	COM	74144T108	4,365	28,871	SH		OTR	1	0	28,871	0
PRICE T ROWE GROUP INC	COM	74144T108	611	4,038	SH		SOLE		4,038	0	0
PRINCIPAL FINANCIAL GROUP IN	COM	74251V102	372	5,070	SH		SOLE		5,070	0	0
PRINCIPAL FINANCIAL GROUP IN	COM	74251V102	2,246	30,601	SH		OTR	1	0	30,601	0
PROCTER AND GAMBLE CO	COM	742718109	6,612	43,269	SH		SOLE		43,269	0	0
PROCTER AND GAMBLE CO	COM	742718109	46,136	301,940	SH		OTR	1	0	301,940	0
PROGRESSIVE CORP	COM	743315103	8,391	73,613	SH		OTR	1	0	73,613	0
PROGRESSIVE CORP	COM	743315103	1,176	10,316	SH		SOLE		10,316	0	0
PROLOGIS INC.	COM	74340W103	15,052	93,212	SH		OTR	1	0	93,212	0
PROLOGIS INC.	COM	74340W103	2,164	13,401	SH		SOLE		13,401	0	0
PRUDENTIAL FINL INC	COM	744320102	800	6,770	SH		SOLE		6,770	0	0
PRUDENTIAL FINL INC	COM	744320102	5,627	47,614	SH		OTR	1	0	47,614	0
PTC INC	COM	69370C100	213	1,977	SH		SOLE		1,977	0	0
PTC INC	COM	69370C100	1,430	13,273	SH		OTR	1	0	13,273	0
PUBLIC STORAGE	COM	74460D109	7,500	19,217	SH		OTR	1	0	19,217	0
PUBLIC STORAGE	COM	74460D109	1,069	2,739	SH		SOLE		2,739	0	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	615	8,785	SH		SOLE		8,785	0	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	4,459	63,695	SH		OTR	1	0	63,695	0
PULTE GROUP INC	COM	745867101	1,312	31,321	SH		OTR	1	0	31,321	0
PULTE GROUP INC	COM	745867101	229	5,474	SH		SOLE		5,474	0	0
PURE STORAGE INC	NOTE 0.125% 4/1	74624MAB8	194	139,000	PRN		SOLE		139,000	0	0
PVH CORPORATION	COM	693656100	675	8,814	SH		OTR	1	0	8,814	0
PVH CORPORATION	COM	693656100	80	1,050	SH		SOLE		1,050	0	0
Q2 HLDGS INC	NOTE 0.750% 2/1	74736LAB5	85	70,000	PRN		SOLE		70,000	0	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	7,181	7,195,000	PRN		OTR	1	0	7,195,000	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	644	645,000	PRN		SOLE		645,000	0	0
QORVO INC	COM	74736K101	1,695	13,658	SH		OTR	1	0	13,658	0
QORVO INC	COM	74736K101	239	1,929	SH		SOLE		1,929	0	0
QUALCOMM INC	COM	747525103	21,694	141,959	SH		OTR	1	0	141,959	0
QUALCOMM INC	COM	747525103	3,088	20,207	SH		SOLE		20,207	0	0
QUANTA SVCS INC	COM	74762E102	280	2,131	SH		SOLE		2,131	0	0
QUANTA SVCS INC	COM	74762E102	2,362	17,949	SH		OTR	1	0	17,949	0
QUEST DIAGNOSTICS INC	COM	74834L100	314	2,292	SH		SOLE		2,292	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	2,052	14,990	SH		OTR	1	0	14,990	0
RALPH LAUREN CORP	CL A	751212101	661	5,831	SH		OTR	1	0	5,831	0
RALPH LAUREN CORP	CL A	751212101	80	703	SH		SOLE		703	0	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	338	199,000	PRN		SOLE		199,000	0	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	14,805	8,728,000	PRN		OTR	1	0	8,728,000	0
RAPID7 INC	NOTE 0.250% 3/1	753422AF1	300	240,000	PRN		SOLE		240,000	0	0
RAYMOND JAMES FINL INC	COM	754730109	2,587	23,535	SH		OTR	1	0	23,535	0
RAYMOND JAMES FINL INC	COM	754730109	380	3,454	SH		SOLE		3,454	0	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	2,618	26,422	SH		SOLE		26,422	0	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	18,623	187,978	SH		OTR	1	0	187,978	0
RBC BEARINGS INC	5% CNV PFD SR A	75524B203	3,280	32,877	SH		OTR	1	0	32,877	0
RBC BEARINGS INC	5% CNV PFD SR A	75524B203	157	1,577	SH		SOLE		1,577	0	0
REALTY INCOME CORP	COM	756109104	4,939	71,264	SH		OTR	1	0	71,264	0
REALTY INCOME CORP	COM	756109104	657	9,487	SH		SOLE		9,487	0	0
REDWOOD TRUST INC	NOTE 4.750% 8/1	758075AC9	79	80,000	PRN		SOLE		80,000	0	0
REGENCY CTRS CORP	COM	758849103	1,381	19,360	SH		OTR	1	0	19,360	0
REGENCY CTRS CORP	COM	758849103	164	2,300	SH		SOLE		2,300	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	9,388	13,442	SH		OTR	1	0	13,442	0
REGENERON PHARMACEUTICALS	COM	75886F107	1,328	1,901	SH		SOLE		1,901	0	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	2,641	118,657	SH		OTR	1	0	118,657	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	397	17,834	SH		SOLE		17,834	0	0
REPLIGEN CORP	NOTE 0.375% 7/1	759916AB5	126	73,000	PRN		SOLE		73,000	0	0
REPUBLIC SVCS INC	COM	760759100	454	3,423	SH		SOLE		3,423	0	0
REPUBLIC SVCS INC	COM	760759100	3,484	26,294	SH		OTR	1	0	26,294	0
RESMED INC	COM	761152107	629	2,593	SH		SOLE		2,593	0	0
RESMED INC	COM	761152107	4,467	18,420	SH		OTR	1	0	18,420	0
RH	NOTE 9/1	74967XAD5	135	83,000	PRN		SOLE		83,000	0	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	43,557	49,808,000	PRN		OTR	1	0	49,808,000	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	6,850	7,878,000	PRN		DFND	1	0	7,878,000	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	110	126,000	PRN		OTR	4	0	126,000	0
RINGCENTRAL INC	NOTE 3/0	76680RAF4	2,824	3,229,000	PRN		SOLE		3,229,000	0	0
ROBERT HALF INTL INC	COM	770323103	188	1,645	SH		SOLE		1,645	0	0
ROBERT HALF INTL INC	COM	770323103	1,575	13,792	SH		OTR	1	0	13,792	0
ROCKWELL AUTOMATION INC	COM	773903109	600	2,143	SH		SOLE		2,143	0	0
ROCKWELL AUTOMATION INC	COM	773903109	4,099	14,637	SH		OTR	1	0	14,637	0
ROLLINS INC	COM	775711104	118	3,378	SH		SOLE		3,378	0	0
ROLLINS INC	COM	775711104	997	28,437	SH		OTR	1	0	28,437	0
ROPER TECHNOLOGIES INC	COM	776696106	6,275	13,287	SH		OTR	1	0	13,287	0
ROPER TECHNOLOGIES INC	COM	776696106	889	1,882	SH		SOLE		1,882	0	0
ROSS STORES INC	COM	778296103	4,026	44,506	SH		OTR	1	0	44,506	0
ROSS STORES INC	COM	778296103	578	6,393	SH		SOLE		6,393	0	0
ROYAL CARIBBEAN GROUP	NOTE 2.875%11/1	780153BF8	125	103,000	PRN		SOLE		103,000	0	0
ROYAL CARIBBEAN GROUP	NOTE 4.250% 6/1	780153BB7	9,125	6,985,000	PRN		DFND	1	0	6,985,000	0
ROYAL CARIBBEAN GROUP	NOTE 4.250% 6/1	780153BB7	148	113,000	PRN		OTR	4	0	113,000	0
ROYAL CARIBBEAN GROUP	NOTE 4.250% 6/1	780153BB7	22,196	16,927,000	PRN		OTR	1	0	16,927,000	0
ROYAL CARIBBEAN GROUP	NOTE 4.250% 6/1	780153BB7	1,408	1,074,000	PRN		SOLE		1,074,000	0	0
S&P GLOBAL INC	COM	78409V104	18,300	44,614	SH		OTR	1	0	44,614	0
S&P GLOBAL INC	COM	78409V104	2,523	6,152	SH		SOLE		6,152	0	0
SABRE GLBL INC	NOTE 4.000% 4/1	78573NAE2	5,000	3,020,000	PRN		OTR	1	0	3,020,000	0
SABRE GLBL INC	NOTE 4.000% 4/1	78573NAE2	356	215,000	PRN		SOLE		215,000	0	0
SAILPOINT TECHNOLOGIES HLDGS	NOTE 0.125% 9/1	78781PAB1	324	175,000	PRN		SOLE		175,000	0	0
SALESFORCE COM INC	COM	79466L302	26,343	124,073	SH		OTR	1	0	124,073	0
SALESFORCE COM INC	COM	79466L302	3,723	17,537	SH		SOLE		17,537	0	0
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	177	135,000	PRN		SOLE		135,000	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	4,715	13,702	SH		OTR	1	0	13,702	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	687	1,996	SH		SOLE		1,996	0	0
SCHLUMBERGER LTD	COM STK	806857108	1,047	25,351	SH		SOLE		25,351	0	0
SCHLUMBERGER LTD	COM STK	806857108	7,303	176,774	SH		OTR	1	0	176,774	0
SCHWAB CHARLES CORP	COM	808513105	15,966	189,370	SH		OTR	1	0	189,370	0
SCHWAB CHARLES CORP	COM	808513105	2,240	26,573	SH		SOLE		26,573	0	0
SEALED AIR CORP NEW	COM	81211K100	148	2,211	SH		SOLE		2,211	0	0
SEALED AIR CORP NEW	COM	81211K100	1,246	18,614	SH		OTR	1	0	18,614	0
SEMPRA	COM	816851109	6,763	40,225	SH		OTR	1	0	40,225	0
SEMPRA	COM	816851109	906	5,391	SH		SOLE		5,391	0	0
SERVICENOW INC	COM	81762P102	1,949	3,500	SH		SOLE		3,500	0	0
SERVICENOW INC	COM	81762P102	14,029	25,192	SH		OTR	1	0	25,192	0
SHERWIN WILLIAMS CO	COM	824348106	7,584	30,384	SH		OTR	1	0	30,384	0
SHERWIN WILLIAMS CO	COM	824348106	1,053	4,218	SH		SOLE		4,218	0	0
SHIFT4 PMTS INC	NOTE 12/1	82452JAB5	463	440,000	PRN		SOLE		440,000	0	0
SHIFT4 PMTS INC	NOTE 12/1	82452JAB5	6,333	6,020,000	PRN		OTR	1	0	6,020,000	0
SHOPIFY INC	NOTE 0.125%11/0	82509LAA5	1,438	1,515,000	PRN		SOLE		1,515,000	0	0
SHOPIFY INC	NOTE 0.125%11/0	82509LAA5	32,041	33,745,000	PRN		OTR	1	0	33,745,000	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	2,319	7,902	SH		OTR	1	0	7,902	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	343	1,170	SH		SOLE		1,170	0	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	50,999	37,007,000	PRN		OTR	1	0	37,007,000	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	9,752	7,102,000	PRN		DFND	1	0	7,102,000	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	2,960	2,148,000	PRN		SOLE		2,148,000	0	0
SILICON LABORATORIES INC	NOTE 0.625% 6/1	826919AD4	158	115,000	PRN		OTR	4	0	115,000	0
SIMON PPTY GROUP INC NEW	COM	828806109	5,446	41,393	SH		OTR	1	0	41,393	0
SIMON PPTY GROUP INC NEW	COM	828806109	754	5,729	SH		SOLE		5,729	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	394	2,958	SH		SOLE		2,958	0	0
SKYWORKS SOLUTIONS INC	COM	83088M102	2,753	20,658	SH		OTR	1	0	20,658	0
SMITH A O CORP	COM	831865209	1,058	16,553	SH		OTR	1	0	16,553	0
SMITH A O CORP	COM	831865209	126	1,973	SH		SOLE		1,973	0	0
SMUCKER J M CO	COM NEW	832696405	1,845	13,624	SH		OTR	1	0	13,624	0
SMUCKER J M CO	COM NEW	832696405	273	2,018	SH		SOLE		2,018	0	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	5,385	3,092,000	PRN		DFND	1	0	3,092,000	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	84	48,000	PRN		OTR	4	0	48,000	0
SNAP INC	NOTE 0.750% 8/0	83304AAB2	421	241,000	PRN		SOLE		241,000	0	0
SNAP ON INC	COM	833034101	1,387	6,750	SH		OTR	1	0	6,750	0
SNAP ON INC	COM	833034101	165	802	SH		SOLE		802	0	0
SOLAREDGE TECHNOLOGIES INC	COM	83417M104	286	886	SH		SOLE		886	0	0
SOLAREDGE TECHNOLOGIES INC	COM	83417M104	2,132	6,615	SH		OTR	1	0	6,615	0
SOLAREDGE TECHNOLOGIES INC	NOTE 9/1	83417MAD6	22,191	16,239,000	PRN		OTR	1	0	16,239,000	0
SOLAREDGE TECHNOLOGIES INC	NOTE 9/1	83417MAD6	1,078	789,000	PRN		SOLE		789,000	0	0
SOUTHERN CO	COM	842587107	1,334	18,397	SH		SOLE		18,397	0	0
SOUTHERN CO	COM	842587107	9,680	133,496	SH		OTR	1	0	133,496	0
SOUTHWEST AIRLS CO	COM	844741108	406	8,857	SH		SOLE		8,857	0	0
SOUTHWEST AIRLS CO	COM	844741108	3,417	74,613	SH		OTR	1	0	74,613	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	76,979	56,571,000	PRN		OTR	1	0	56,571,000	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	4,975	3,656,000	PRN		SOLE		3,656,000	0	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	134	99,000	PRN		OTR	4	0	99,000	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	8,656	6,379,000	PRN		DFND	1	0	6,379,000	0
SPDR GOLD TR	GOLD SHS	78463V107	21,739	120,336	SH		OTR	1	0	120,336	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	718,251	1,590,318	SH		OTR	3	0	1,590,318	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	4,707	10,423	SH		SOLE		10,423	0	0
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	113	125,000	PRN		SOLE		125,000	0	0
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	4,450	4,961,000	PRN		DFND	1	0	4,961,000	0
SPIRIT AIRLS INC	NOTE 1.000% 5/1	848577AB8	72	80,000	PRN		OTR	4	0	80,000	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	37,971	33,252,000	PRN		OTR	1	0	33,252,000	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	2,722	2,384,000	PRN		SOLE		2,384,000	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	98	82,000	PRN		OTR	4	0	82,000	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	6,071	5,070,000	PRN		DFND	1	0	5,070,000	0
STANLEY BLACK & DECKER INC	COM	854502101	411	2,938	SH		SOLE		2,938	0	0
STANLEY BLACK & DECKER INC	COM	854502101	2,871	20,536	SH		OTR	1	0	20,536	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	1,839	21,000	SH		SOLE		21,000	0	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	30,327	346,400	SH		OTR	1	0	346,400	0
STARBUCKS CORP	COM	855244109	1,847	20,307	SH		SOLE		20,307	0	0
STARBUCKS CORP	COM	855244109	13,181	144,895	SH		OTR	1	0	144,895	0
STATE STR CORP	COM	857477103	609	6,994	SH		SOLE		6,994	0	0
STATE STR CORP	COM	857477103	4,016	46,100	SH		OTR	1	0	46,100	0
STRYKER CORPORATION	COM	863667101	1,560	5,836	SH		SOLE		5,836	0	0
STRYKER CORPORATION	COM	863667101	11,307	42,291	SH		OTR	1	0	42,291	0
SUMMIT HOTEL PPTYS	NOTE 1.500% 2/1	866082AA8	27,120	25,804,000	PRN		OTR	1	0	25,804,000	0
SUMMIT HOTEL PPTYS	NOTE 1.500% 2/1	866082AA8	1,570	1,494,000	PRN		SOLE		1,494,000	0	0
SVB FINANCIAL GROUP	COM	78486Q101	605	1,082	SH		SOLE		1,082	0	0
SVB FINANCIAL GROUP	COM	78486Q101	4,140	7,400	SH		OTR	1	0	7,400	0
SYNCHRONY FINANCIAL	COM	87165B103	347	9,974	SH		SOLE		9,974	0	0
SYNCHRONY FINANCIAL	COM	87165B103	2,286	65,660	SH		OTR	1	0	65,660	0
SYNOPSYS INC	COM	871607107	937	2,811	SH		SOLE		2,811	0	0
SYNOPSYS INC	COM	871607107	6,441	19,328	SH		OTR	1	0	19,328	0
SYSCO CORP	COM	871829107	758	9,279	SH		SOLE		9,279	0	0
SYSCO CORP	COM	871829107	5,219	63,920	SH		OTR	1	0	63,920	0
TABULA RASA HEALTHCARE INC	NOTE 1.750% 2/1	873379AA9	56	75,000	PRN		SOLE		75,000	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	3	25	SH		DFND	1	0	25	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	19,665	188,617	SH		SOLE		188,617	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	30,972	297,062	SH		OTR	1	0	297,062	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	327	2,125	SH		SOLE		2,125	0	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	2,235	14,538	SH		OTR	1	0	14,538	0
TALOS ENERGY INC	COM	87484T108	8,661	548,507	SH		SOLE		548,507	0	0
TALOS ENERGY INC	COM	87484T108	44,269	2,803,590	SH		OTR	1	0	2,803,590	0
TALOS ENERGY INC	COM	87484T108	98	6,187	SH		OTR	5	0	6,187	0
TAPESTRY INC	COM	876030107	148	3,986	SH		SOLE		3,986	0	0
TAPESTRY INC	COM	876030107	1,235	33,253	SH		OTR	1	0	33,253	0
TARGET CORP	COM	87612E106	12,808	60,352	SH		OTR	1	0	60,352	0
TARGET CORP	COM	87612E106	1,788	8,423	SH		SOLE		8,423	0	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	115	136,000	PRN		OTR	4	0	136,000	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	49,069	57,830,000	PRN		OTR	1	0	57,830,000	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	3,134	3,694,000	PRN		SOLE		3,694,000	0	0
TELADOC HEALTH INC	NOTE 1.250% 6/0	87918AAF2	7,076	8,389,000	PRN		DFND	1	0	8,389,000	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	2,778	5,877	SH		OTR	1	0	5,877	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	377	798	SH		SOLE		798	0	0
TELEFLEX INCORPORATED	COM	879369106	2,093	5,900	SH		OTR	1	0	5,900	0
TELEFLEX INCORPORATED	COM	879369106	320	901	SH		SOLE		901	0	0
TERADYNE INC	COM	880770102	2,428	20,533	SH		OTR	1	0	20,533	0
TERADYNE INC	COM	880770102	347	2,938	SH		SOLE		2,938	0	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	223	60,000	PRN		SOLE		60,000	0	0
TESLA INC	COM	88160R101	113,631	105,448	SH		OTR	1	0	105,448	0
TESLA INC	COM	88160R101	15,998	14,846	SH		SOLE		14,846	0	0
TESLA INC	NOTE 2.000% 5/1	88160RAG6	382	22,000	PRN		SOLE		22,000	0	0
TEXAS INSTRS INC	COM	882508104	2,983	16,256	SH		SOLE		16,256	0	0
TEXAS INSTRS INC	COM	882508104	21,345	116,333	SH		OTR	1	0	116,333	0
TEXTRON INC	COM	883203101	330	4,434	SH		SOLE		4,434	0	0
TEXTRON INC	COM	883203101	2,065	27,765	SH		OTR	1	0	27,765	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	29,317	49,635	SH		OTR	1	0	49,635	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	4,142	7,012	SH		SOLE		7,012	0	0
TJX COS INC NEW	COM	872540109	9,103	150,258	SH		OTR	1	0	150,258	0
TJX COS INC NEW	COM	872540109	1,284	21,196	SH		SOLE		21,196	0	0
T-MOBILE US INC	COM	872590104	1,367	10,653	SH		SOLE		10,653	0	0
T-MOBILE US INC	COM	872590104	9,492	73,957	SH		OTR	1	0	73,957	0
TRACTOR SUPPLY CO	COM	892356106	515	2,206	SH		SOLE		2,206	0	0
TRACTOR SUPPLY CO	COM	892356106	3,346	14,336	SH		OTR	1	0	14,336	0
TRANSDIGM GROUP INC	COM	893641100	580	890	SH		SOLE		890	0	0
TRANSDIGM GROUP INC	COM	893641100	4,324	6,637	SH		OTR	1	0	6,637	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	128	135,000	PRN		SOLE		135,000	0	0
TRAVELERS COMPANIES INC	COM	89417E109	754	4,124	SH		SOLE		4,124	0	0
TRAVELERS COMPANIES INC	COM	89417E109	5,552	30,382	SH		OTR	1	0	30,382	0
TRIMBLE INC	COM	896239100	2,281	31,618	SH		OTR	1	0	31,618	0
TRIMBLE INC	COM	896239100	336	4,654	SH		SOLE		4,654	0	0
TRUIST FINL CORP	COM	89832Q109	1,356	23,924	SH		SOLE		23,924	0	0
TRUIST FINL CORP	COM	89832Q109	9,534	168,146	SH		OTR	1	0	168,146	0
TURNING PT BRANDS INC	COM	90041L105	231	6,802	SH		OTR	1	0	6,802	0
TWITTER INC	COM	90184L102	547	14,145	SH		SOLE		14,145	0	0
TWITTER INC	COM	90184L102	3,897	100,720	SH		OTR	1	0	100,720	0
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	281	275,000	PRN		SOLE		275,000	0	0
TWITTER INC	NOTE 3/1	90184LAN2	220	260,000	PRN		SOLE		260,000	0	0
TYLER TECHNOLOGIES INC	COM	902252105	2,297	5,162	SH		OTR	1	0	5,162	0
TYLER TECHNOLOGIES INC	COM	902252105	317	712	SH		SOLE		712	0	0
TYLER TEX INDPT SCH DIST	NOTE 0.250% 3/1	902252AB1	221	200,000	PRN		SOLE		200,000	0	0
TYSON FOODS INC	CL A	902494103	3,302	36,839	SH		OTR	1	0	36,839	0
TYSON FOODS INC	CL A	902494103	491	5,479	SH		SOLE		5,479	0	0
UBER TECHNOLOGIES INC	NOTE 12/1	90353TAJ9	25,056	27,840,000	PRN		OTR	1	0	27,840,000	0
UBER TECHNOLOGIES INC	NOTE 12/1	90353TAJ9	1,534	1,704,000	PRN		SOLE		1,704,000	0	0
UDR INC	COM	902653104	257	4,487	SH		SOLE		4,487	0	0
UDR INC	COM	902653104	2,161	37,670	SH		OTR	1	0	37,670	0
ULTA BEAUTY INC	COM	90384S303	403	1,011	SH		SOLE		1,011	0	0
ULTA BEAUTY INC	COM	90384S303	2,715	6,817	SH		OTR	1	0	6,817	0
UNDER ARMOUR INC	CL A	904311107	48	2,816	SH		SOLE		2,816	0	0
UNDER ARMOUR INC	CL A	904311107	403	23,701	SH		OTR	1	0	23,701	0
UNDER ARMOUR INC	CL C	904311206	50	3,210	SH		SOLE		3,210	0	0
UNDER ARMOUR INC	CL C	904311206	420	27,020	SH		OTR	1	0	27,020	0
UNION PAC CORP	COM	907818108	3,102	11,355	SH		SOLE		11,355	0	0
UNION PAC CORP	COM	907818108	21,919	80,226	SH		OTR	1	0	80,226	0
UNITED AIRLS HLDGS INC	COM	910047109	1,886	40,682	SH		OTR	1	0	40,682	0
UNITED AIRLS HLDGS INC	COM	910047109	224	4,833	SH		SOLE		4,833	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	19,697	91,846	SH		OTR	1	0	91,846	0
UNITED PARCEL SERVICE INC	CL B	911312106	2,806	13,086	SH		SOLE		13,086	0	0
UNITED RENTALS INC	COM	911363109	456	1,283	SH		SOLE		1,283	0	0
UNITED RENTALS INC	COM	911363109	3,241	9,123	SH		OTR	1	0	9,123	0
UNITED STATES STL CORP	NOTE 5.000%11/0	912909AT5	158	54,000	PRN		SOLE		54,000	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	60,502	118,638	SH		OTR	1	0	118,638	0
UNITEDHEALTH GROUP INC	COM	91324P102	8,531	16,729	SH		SOLE		16,729	0	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	158	1,091	SH		SOLE		1,091	0	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	1,332	9,187	SH		OTR	1	0	9,187	0
US BANCORP DEL	COM NEW	902973304	1,345	25,306	SH		SOLE		25,306	0	0
US BANCORP DEL	COM NEW	902973304	9,041	170,105	SH		OTR	1	0	170,105	0
V F CORP	COM	918204108	2,312	40,659	SH		OTR	1	0	40,659	0
V F CORP	COM	918204108	326	5,741	SH		SOLE		5,741	0	0
VAIL RESORTS INC	NOTE 1/0	91879QAN9	139	144,000	PRN		OTR	4	0	144,000	0
VAIL RESORTS INC	NOTE 1/0	91879QAN9	57,061	58,615,000	PRN		OTR	1	0	58,615,000	0
VAIL RESORTS INC	NOTE 1/0	91879QAN9	3,219	3,307,000	PRN		SOLE		3,307,000	0	0
VAIL RESORTS INC	NOTE 1/0	91879QAN9	8,806	9,093,000	PRN		DFND	1	0	9,093,000	0
VALERO ENERGY CORP	COM	91913Y100	811	7,984	SH		SOLE		7,984	0	0
VALERO ENERGY CORP	COM	91913Y100	5,229	51,498	SH		OTR	1	0	51,498	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	431,283	1,038,810	SH		OTR	3	0	1,038,810	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	97	95,000	PRN		SOLE		95,000	0	0
VENTAS INC	COM	92276F100	437	7,070	SH		SOLE		7,070	0	0
VENTAS INC	COM	92276F100	3,105	50,281	SH		OTR	1	0	50,281	0
VERISIGN INC	COM	92343E102	411	1,846	SH		SOLE		1,846	0	0
VERISIGN INC	COM	92343E102	2,708	12,173	SH		OTR	1	0	12,173	0
VERISK ANALYTICS INC	COM	92345Y106	583	2,718	SH		SOLE		2,718	0	0
VERISK ANALYTICS INC	COM	92345Y106	4,357	20,301	SH		OTR	1	0	20,301	0
VERIZON COMMUNICATIONS INC	COM	92343V104	26,937	528,790	SH		OTR	1	0	528,790	0
VERIZON COMMUNICATIONS INC	COM	92343V104	3,749	73,591	SH		SOLE		73,591	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	8,369	32,067	SH		OTR	1	0	32,067	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	1,179	4,518	SH		SOLE		4,518	0	0
VIATRIS INC	COM	92556V106	1,653	151,946	SH		OTR	1	0	151,946	0
VIATRIS INC	COM	92556V106	235	21,615	SH		SOLE		21,615	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	37,474	28,812,000	PRN		OTR	1	0	28,812,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	4,212	3,248,000	PRN		DFND	1	0	3,248,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	65	50,000	PRN		OTR	4	0	50,000	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	1,690	1,299,000	PRN		SOLE		1,299,000	0	0
VISA INC	COM CL A	92826C839	6,507	29,343	SH		SOLE		29,343	0	0
VISA INC	COM CL A	92826C839	46,328	208,899	SH		OTR	1	0	208,899	0
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	135	135,000	PRN		SOLE		135,000	0	0
VISTRA CORP	COM	92840M102	324	13,918	SH		OTR	2	0	13,918	0
VORNADO RLTY TR	SH BEN INT	929042109	905	19,976	SH		OTR	1	0	19,976	0
VORNADO RLTY TR	SH BEN INT	929042109	108	2,373	SH		SOLE		2,373	0	0
VULCAN MATLS CO	COM	929160109	438	2,385	SH		SOLE		2,385	0	0
VULCAN MATLS CO	COM	929160109	3,071	16,715	SH		OTR	1	0	16,715	0
WABTEC	COM	929740108	2,263	23,533	SH		OTR	1	0	23,533	0
WABTEC	COM	929740108	317	3,294	SH		SOLE		3,294	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	4,041	90,265	SH		OTR	1	0	90,265	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	574	12,825	SH		SOLE		12,825	0	0
WALMART INC	COM	931142103	3,756	25,220	SH		SOLE		25,220	0	0
WALMART INC	COM	931142103	26,537	178,196	SH		OTR	1	0	178,196	0
WASTE MGMT INC DEL	COM	94106L109	7,684	48,477	SH		OTR	1	0	48,477	0
WASTE MGMT INC DEL	COM	94106L109	1,074	6,773	SH		SOLE		6,773	0	0
WATERS CORP	COM	941848103	2,386	7,688	SH		OTR	1	0	7,688	0
WATERS CORP	COM	941848103	345	1,113	SH		SOLE		1,113	0	0
WAYFAIR INC	NOTE 0.625%10/0	94419LAM3	231	280,000	PRN		SOLE		280,000	0	0
WAYFAIR INC	NOTE 1.000% 8/1	94419LAF8	273	255,000	PRN		SOLE		255,000	0	0
WEC ENERGY GROUP INC	COM	92939U106	3,966	39,733	SH		OTR	1	0	39,733	0
WEC ENERGY GROUP INC	COM	92939U106	522	5,231	SH		SOLE		5,231	0	0
WELLS FARGO CO NEW	COM	949746101	3,345	69,026	SH		SOLE		69,026	0	0
WELLS FARGO CO NEW	COM	949746101	23,719	489,465	SH		OTR	1	0	489,465	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	4,286	3,235	SH		DFND	1	0	3,235	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	73	55	SH		OTR	4	0	55	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	31,080	23,816	SH		OTR	1	0	23,816	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	4,128	3,163	SH		SOLE		3,163	0	0
WELLTOWER INC	COM	95040Q104	5,271	54,829	SH		OTR	1	0	54,829	0
WELLTOWER INC	COM	95040Q104	743	7,729	SH		SOLE		7,729	0	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	537	1,308	SH		SOLE		1,308	0	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	3,832	9,331	SH		OTR	1	0	9,331	0
WESTERN DIGITAL CORP.	COM	958102105	277	5,576	SH		SOLE		5,576	0	0
WESTERN DIGITAL CORP.	COM	958102105	1,957	39,416	SH		OTR	1	0	39,416	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	958	988,000	PRN		SOLE		988,000	0	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	4,495	4,634,000	PRN		OTR	1	0	4,634,000	0
WESTROCK CO	COM	96145D105	233	4,952	SH		SOLE		4,952	0	0
WESTROCK CO	COM	96145D105	1,559	33,155	SH		OTR	1	0	33,155	0
WEYERHAEUSER CO MTN BE	COM NEW	962166104	519	13,681	SH		SOLE		13,681	0	0
WEYERHAEUSER CO MTN BE	COM NEW	962166104	3,567	94,109	SH		OTR	1	0	94,109	0
WHIRLPOOL CORP	COM	963320106	1,284	7,432	SH		OTR	1	0	7,432	0
WHIRLPOOL CORP	COM	963320106	188	1,090	SH		SOLE		1,090	0	0
WHITING PETE CORP NEW	COM NEW	966387508	2,848	34,937	SH		SOLE		34,937	0	0
WHITING PETE CORP NEW	COM NEW	966387508	20,313	249,212	SH		OTR	1	0	249,212	0
WILLIAMS COS INC	COM	969457100	5,113	153,048	SH		OTR	1	0	153,048	0
WILLIAMS COS INC	COM	969457100	723	21,626	SH		SOLE		21,626	0	0
WINNEBAGO INDS INC	NOTE 1.500% 4/0	974637AB6	82	75,000	PRN		SOLE		75,000	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	2,337	1,421,000	PRN		SOLE		1,421,000	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	37,465	22,780,000	PRN		OTR	1	0	22,780,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	8,322	5,068,000	PRN		DFND	1	0	5,068,000	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	136	83,000	PRN		OTR	4	0	83,000	0
WORKIVA INC	NOTE 1.125% 8/1	98139AAB1	129	80,000	PRN		SOLE		80,000	0	0
WYNN RESORTS LTD	COM	983134107	192	2,410	SH		SOLE		2,410	0	0
WYNN RESORTS LTD	COM	983134107	1,054	13,223	SH		OTR	1	0	13,223	0
XCEL ENERGY INC	COM	98389B100	684	9,480	SH		SOLE		9,480	0	0
XCEL ENERGY INC	COM	98389B100	4,897	67,853	SH		OTR	1	0	67,853	0
XYLEM INC	COM	98419M100	273	3,197	SH		SOLE		3,197	0	0
XYLEM INC	COM	98419M100	1,937	22,714	SH		OTR	1	0	22,714	0
YUM BRANDS INC	COM	988498101	4,315	36,403	SH		OTR	1	0	36,403	0
YUM BRANDS INC	COM	988498101	609	5,137	SH		SOLE		5,137	0	0
ZEBRA TECHNOLOGIES CORPORATI	CL A	989207105	2,766	6,686	SH		OTR	1	0	6,686	0
ZEBRA TECHNOLOGIES CORPORATI	CL A	989207105	412	996	SH		SOLE		996	0	0
ZENDESK INC	NOTE 0.625% 6/1	98936JAD3	1,098	868,000	PRN		SOLE		868,000	0	0
ZENDESK INC	NOTE 0.625% 6/1	98936JAD3	22,841	18,049,000	PRN		OTR	1	0	18,049,000	0
ZILLOW GROUP INC	NOTE 2.750% 5/1	98954MAH4	2,612	2,304,000	PRN		SOLE		2,304,000	0	0
ZILLOW GROUP INC	NOTE 2.750% 5/1	98954MAH4	38,344	33,828,000	PRN		OTR	1	0	33,828,000	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	476	3,724	SH		SOLE		3,724	0	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	3,366	26,314	SH		OTR	1	0	26,314	0
ZIONS BANCORPORATION N A	COM	989701107	1,252	19,100	SH		OTR	1	0	19,100	0
ZIONS BANCORPORATION N A	COM	989701107	150	2,287	SH		SOLE		2,287	0	0
ZOETIS INC	CL A	98978V103	1,602	8,497	SH		SOLE		8,497	0	0
ZOETIS INC	CL A	98978V103	11,239	59,596	SH		OTR	1	0	59,596	0
ZSCALER INC	NOTE 0.125% 7/0	98980GAB8	1,713	1,004,000	PRN		SOLE		1,004,000	0	0
ZSCALER INC	NOTE 0.125% 7/0	98980GAB8	30,207	17,701,000	PRN		OTR	1	0	17,701,000	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	68	56,000	PRN		OTR	4	0	56,000	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	4,167	3,428,000	PRN		DFND	1	0	3,428,000	0
ZYNGA INC	NOTE 12/1	98986TAD0	17,524	17,130,000	PRN		OTR	1	0	17,130,000	0
ZYNGA INC	NOTE 12/1	98986TAD0	1,374	1,343,000	PRN		SOLE		1,343,000	0	0