0001085146-21-002488.txt : 20210813 0001085146-21-002488.hdr.sgml : 20210813 20210813164647 ACCESSION NUMBER: 0001085146-21-002488 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210813 DATE AS OF CHANGE: 20210813 EFFECTIVENESS DATE: 20210813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MACKAY SHIELDS LLC CENTRAL INDEX KEY: 0000061227 IRS NUMBER: 134080466 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00046 FILM NUMBER: 211172985 BUSINESS ADDRESS: STREET 1: 1345 AVENUE OF THE AMERICAS STREET 2: 42ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10105 BUSINESS PHONE: 212-230-3811 MAIL ADDRESS: STREET 1: 1345 AVENUE OF THE AMERICAS STREET 2: 42ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10105 FORMER COMPANY: FORMER CONFORMED NAME: MACKAY SHIELDS FINANCIAL CORP DATE OF NAME CHANGE: 19920929 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0000061227 XXXXXXXX 06-30-2021 06-30-2021 false MACKAY SHIELDS LLC

1345 Avenue of the Americas 42ND FLOOR New York NY 10105

13F HOLDINGS REPORT 028-00046 N Chris Fitzgerald 212-230-3968 /s/ Chris Fitzgerald New York NY 08-13-2021 7 1378 10643074 false 1 0001133639 028-06325 NEW YORK LIFE INVESTMENT MANAGEMENT LLC 2 0001125816 028-06487 FIRST TRUST ADVISORS LP 3 0000071633 028-00065 NEW YORK LIFE INSURANCE CO 4 0001269119 028-10748 OPPENHEIMER ASSET MANAGEMENT INC. 5 0001162695 028-10044 MCMORGAN & CO LLC 6 0001447578 028-13256 RIVERNORTH CAPITAL MANAGEMENT, LLC 7 0001415996 028-13712 IndexIQ Advisors LLC INFORMATION TABLE 2 infotable.xml INFORMATION TABLE 3M CO COM 88579Y101 15763 79358 SH OTR 1 0 79358 0 3M CO COM 88579Y101 2337 11764 SH SOLE 11764 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 62 50000 PRN SOLE 50000 0 0 ABBOTT LABS COM 002824100 4157 35861 SH SOLE 35861 0 0 ABBOTT LABS COM 002824100 28200 243248 SH OTR 1 0 243248 0 ABBVIE INC COM 00287Y109 4101 36407 SH SOLE 36407 0 0 ABBVIE INC COM 00287Y109 27236 241797 SH OTR 1 0 241797 0 ABIOMED INC COM 003654100 1932 6191 SH OTR 1 0 6191 0 ABIOMED INC COM 003654100 281 899 SH SOLE 899 0 0 ACTIVISION BLIZZARD INC COM 00507V109 1513 15858 SH SOLE 15858 0 0 ACTIVISION BLIZZARD INC COM 00507V109 10152 106375 SH OTR 1 0 106375 0 ADOBE SYSTEMS INCORPORATED COM 00724F101 38323 65438 SH OTR 1 0 65438 0 ADOBE SYSTEMS INCORPORATED COM 00724F101 5688 9713 SH SOLE 9713 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 1837 8956 SH OTR 1 0 8956 0 ADVANCE AUTO PARTS INC COM 00751Y106 289 1409 SH SOLE 1409 0 0 ADVANCED MICRO DEVICES INC COM 007903107 2321 24714 SH SOLE 24714 0 0 ADVANCED MICRO DEVICES INC COM 007903107 15624 166337 SH OTR 1 0 166337 0 AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 76 76000 PRN SOLE 76000 0 0 AES CORP COM 00130H105 384 14713 SH SOLE 14713 0 0 AES CORP COM 00130H105 2381 91315 SH OTR 1 0 91315 0 AES CORP UNIT 99/99/9999 00130H204 150 1396 SH OTR 4 145 1251 0 AES CORP UNIT 99/99/9999 00130H204 1619 15200 SH SOLE 15200 0 0 AES CORP UNIT 99/99/9999 00130H204 9004 83707 SH DFND 1 83707 0 0 AES CORP UNIT 99/99/9999 00130H204 31705 297700 SH OTR 1 0 297700 0 AFLAC INC COM 001055102 4643 86534 SH OTR 1 0 86534 0 AFLAC INC COM 001055102 676 12592 SH SOLE 12592 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 927 6273 SH SOLE 6273 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 6140 41542 SH OTR 1 0 41542 0 AIR PRODS & CHEMS INC COM 009158106 1271 4419 SH SOLE 4419 0 0 AIR PRODS & CHEMS INC COM 009158106 8716 30298 SH OTR 1 0 30298 0 AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 66 65000 PRN SOLE 65000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 2601 22308 SH OTR 1 0 22308 0 AKAMAI TECHNOLOGIES INC COM 00971T101 383 3287 SH SOLE 3287 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 6598 5048000 PRN DFND 1 5048000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 728 555000 PRN SOLE 555000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 119 91000 PRN OTR 4 15000 76000 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 34531 29717000 PRN OTR 1 0 29717000 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 2447 2106000 PRN SOLE 2106000 0 0 ALASKA AIR GROUP INC COM 011659109 132 2196 SH SOLE 2196 0 0 ALASKA AIR GROUP INC COM 011659109 1024 16977 SH OTR 1 0 16977 0 ALBEMARLE CORP COM 012653101 2692 15980 SH OTR 1 0 15980 0 ALBEMARLE CORP COM 012653101 399 2367 SH SOLE 2367 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3417 18780 SH OTR 1 0 18780 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 533 2928 SH SOLE 2928 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 5559 30258 SH OTR 1 0 30258 0 ALEXION PHARMACEUTICALS INC COM 015351109 847 4613 SH SOLE 4613 0 0 ALIGN TECHNOLOGY INC COM 016255101 901 1475 SH SOLE 1475 0 0 ALIGN TECHNOLOGY INC COM 016255101 6023 9858 SH OTR 1 0 9858 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 110 70000 PRN SOLE 70000 0 0 ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 844 67463 SH SOLE 67463 0 0 ALLIANT ENERGY CORP COM 018802108 1909 34244 SH OTR 1 0 34244 0 ALLIANT ENERGY CORP COM 018802108 297 5328 SH SOLE 5328 0 0 ALLSTATE CORP COM 020002101 874 6700 SH SOLE 6700 0 0 ALLSTATE CORP COM 020002101 5345 40979 SH OTR 1 0 40979 0 ALPHABET INC CAP STK CL A 02079K305 100536 41173 SH OTR 1 0 41173 0 ALPHABET INC CAP STK CL A 02079K305 15051 6164 SH SOLE 6164 0 0 ALPHABET INC CAP STK CL C 02079K107 97704 38983 SH OTR 1 0 38983 0 ALPHABET INC CAP STK CL C 02079K107 14857 5928 SH SOLE 5928 0 0 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 139 145000 PRN SOLE 145000 0 0 ALTRIA GROUP INC COM 02209S103 968 20296 SH SOLE 20296 0 0 ALTRIA GROUP INC COM 02209S103 12080 253354 SH OTR 1 0 253354 0 AMAZON COM INC COM 023135106 201889 58686 SH OTR 1 0 58686 0 AMAZON COM INC COM 023135106 30053 8736 SH SOLE 8736 0 0 AMEREN CORP COM 023608102 2800 34985 SH OTR 1 0 34985 0 AMEREN CORP COM 023608102 402 5026 SH SOLE 5026 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 1862 87807 SH OTR 1 0 87807 0 AMERICAN AIRLS GROUP INC COM 02376R102 241 11357 SH SOLE 11357 0 0 AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 21913 13935000 PRN OTR 1 0 13935000 0 AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 1244 791000 PRN SOLE 791000 0 0 AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 3285 752000 PRN SOLE 752000 0 0 AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 47142 10790000 PRN OTR 1 0 10790000 0 AMERICAN ELEC PWR CO INC COM 025537101 859 10149 SH SOLE 10149 0 0 AMERICAN ELEC PWR CO INC COM 025537101 5787 68416 SH OTR 1 0 68416 0 AMERICAN EXPRESS CO COM 025816109 2152 13022 SH SOLE 13022 0 0 AMERICAN EXPRESS CO COM 025816109 14719 89079 SH OTR 1 0 89079 0 AMERICAN INTL GROUP INC COM NEW 026874784 833 17494 SH SOLE 17494 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 5592 117480 SH OTR 1 0 117480 0 AMERICAN TOWER CORP NEW COM 03027X100 2486 9201 SH SOLE 9201 0 0 AMERICAN TOWER CORP NEW COM 03027X100 16816 62249 SH OTR 1 0 62249 0 AMERICAN WTR WKS CO INC NEW COM 030420103 572 3713 SH SOLE 3713 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 3829 24843 SH OTR 1 0 24843 0 AMERIPRISE FINL INC COM 03076C106 3949 15867 SH OTR 1 0 15867 0 AMERIPRISE FINL INC COM 03076C106 610 2451 SH SOLE 2451 0 0 AMERISOURCEBERGEN CORP COM 03073E105 357 3119 SH SOLE 3119 0 0 AMERISOURCEBERGEN CORP COM 03073E105 2318 20247 SH OTR 1 0 20247 0 AMETEK INC COM 031100100 626 4688 SH SOLE 4688 0 0 AMETEK INC COM 031100100 4220 31613 SH OTR 1 0 31613 0 AMGEN INC COM 031162100 19173 78657 SH OTR 1 0 78657 0 AMGEN INC COM 031162100 2967 12173 SH SOLE 12173 0 0 AMPHENOL CORP NEW CL A 032095101 847 12382 SH SOLE 12382 0 0 AMPHENOL CORP NEW CL A 032095101 5597 81814 SH OTR 1 0 81814 0 ANALOG DEVICES INC COM 032654105 8693 50492 SH OTR 1 0 50492 0 ANALOG DEVICES INC COM 032654105 1297 7531 SH SOLE 7531 0 0 ANNALY CAPITAL MANAGEMENT IN COM 035710409 1318 148472 SH SOLE 148472 0 0 ANSYS INC COM 03662Q105 605 1743 SH SOLE 1743 0 0 ANSYS INC COM 03662Q105 4141 11931 SH OTR 1 0 11931 0 ANTHEM INC COM 036752103 12798 33519 SH OTR 1 0 33519 0 ANTHEM INC COM 036752103 1968 5155 SH SOLE 5155 0 0 APA CORPORATION COM 03743Q108 145 6681 SH SOLE 6681 0 0 APA CORPORATION COM 03743Q108 1117 51645 SH OTR 1 0 51645 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 22335 12065000 PRN OTR 1 0 12065000 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 195 106000 PRN OTR 4 19000 87000 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 11284 6120000 PRN DFND 1 6120000 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 2888 1560000 PRN SOLE 1560000 0 0 APPLE INC COM 037833100 44582 325510 SH SOLE 325510 0 0 APPLE INC COM 037833100 294119 2147479 SH OTR 1 0 2147479 0 APPLIED MATLS INC COM 038222105 17889 125628 SH OTR 1 0 125628 0 APPLIED MATLS INC COM 038222105 2741 19249 SH SOLE 19249 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 4635 76487 SH OTR 1 0 76487 0 ARCHER DANIELS MIDLAND CO COM 039483102 709 11693 SH SOLE 11693 0 0 ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 6416 6125000 PRN OTR 1 0 6125000 0 ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 537 513000 PRN SOLE 513000 0 0 ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 29760 27225000 PRN OTR 1 0 27225000 0 ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 191 175000 PRN OTR 5 0 175000 0 ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 15226 13929000 PRN SOLE 13929000 0 0 ARES DYNAMIC CR ALLOCATION F COM 04014F102 437 27018 SH SOLE 27018 0 0 ARISTA NETWORKS INC COM 040413106 425 1173 SH SOLE 1173 0 0 ARISTA NETWORKS INC COM 040413106 2721 7511 SH OTR 1 0 7511 0 ASSURANT INC COM 04621X108 1295 8291 SH OTR 1 0 8291 0 ASSURANT INC COM 04621X108 167 1072 SH SOLE 1072 0 0 AT&T INC COM 00206R102 28132 977472 SH OTR 1 0 977472 0 AT&T INC COM 00206R102 4165 144723 SH SOLE 144723 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 33313 30456000 PRN OTR 1 0 30456000 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 5214 4811000 PRN DFND 1 4811000 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 1575 1440000 PRN SOLE 1440000 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 91 84000 PRN OTR 4 15000 69000 0 ATMOS ENERGY CORP COM 049560105 1719 17889 SH OTR 1 0 17889 0 ATMOS ENERGY CORP COM 049560105 261 2714 SH SOLE 2714 0 0 AUTODESK INC COM 052769106 8792 30120 SH OTR 1 0 30120 0 AUTODESK INC COM 052769106 1371 4696 SH SOLE 4696 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 11570 58254 SH OTR 1 0 58254 0 AUTOMATIC DATA PROCESSING IN COM 053015103 1725 8685 SH SOLE 8685 0 0 AUTOZONE INC COM 053332102 646 433 SH SOLE 433 0 0 AUTOZONE INC COM 053332102 4417 2960 SH OTR 1 0 2960 0 AVALONBAY CMNTYS INC COM 053484101 599 2872 SH SOLE 2872 0 0 AVALONBAY CMNTYS INC COM 053484101 3988 19112 SH OTR 1 0 19112 0 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 100 85000 PRN SOLE 85000 0 0 AVERY DENNISON CORP COM 053611109 2386 11347 SH OTR 1 0 11347 0 AVERY DENNISON CORP COM 053611109 391 1861 SH SOLE 1861 0 0 BAIDU INC SPON ADR REP A 056752108 224 1100 SH SOLE 1100 0 0 BAKER HUGHES COMPANY CL A 05722G100 2279 99631 SH OTR 1 0 99631 0 BAKER HUGHES COMPANY CL A 05722G100 331 14490 SH SOLE 14490 0 0 BALL CORP COM 058498106 3641 44938 SH OTR 1 0 44938 0 BALL CORP COM 058498106 536 6612 SH SOLE 6612 0 0 BANK NEW YORK MELLON CORP COM 064058100 5658 110451 SH OTR 1 0 110451 0 BANK NEW YORK MELLON CORP COM 064058100 926 18085 SH SOLE 18085 0 0 BAXTER INTL INC COM 071813109 821 10204 SH SOLE 10204 0 0 BAXTER INTL INC COM 071813109 5542 68841 SH OTR 1 0 68841 0 BECTON DICKINSON & CO COM 075887109 9682 39814 SH OTR 1 0 39814 0 BECTON DICKINSON & CO COM 075887109 1422 5849 SH SOLE 5849 0 0 BERKLEY W R CORP COM 084423102 1425 19149 SH OTR 1 0 19149 0 BERKLEY W R CORP COM 084423102 214 2877 SH SOLE 2877 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 10345 37224 SH SOLE 37224 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 72114 259476 SH OTR 1 0 259476 0 BEST BUY INC COM 086516101 556 4834 SH SOLE 4834 0 0 BEST BUY INC COM 086516101 3509 30518 SH OTR 1 0 30518 0 BIO RAD LABS INC CL A 090572207 311 483 SH SOLE 483 0 0 BIO RAD LABS INC CL A 090572207 1899 2948 SH OTR 1 0 2948 0 BIOGEN INC COM 09062X103 7137 20611 SH OTR 1 0 20611 0 BIOGEN INC COM 09062X103 1183 3416 SH SOLE 3416 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 47265 45500000 PRN OTR 1 0 45500000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 11832 11418000 PRN DFND 1 11418000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 3385 3259000 PRN SOLE 3259000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 210 203000 PRN OTR 4 34000 169000 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 23208 23048000 PRN OTR 1 0 23048000 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 1462 1452000 PRN SOLE 1452000 0 0 BK OF AMERICA CORP COM 060505104 6480 157174 SH SOLE 157174 0 0 BK OF AMERICA CORP COM 060505104 70036 1698669 SH OTR 1 0 1698669 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 145 90000 PRN SOLE 90000 0 0 BLACKROCK CORPOR HI YLD FD I COM 09255P107 780 63317 SH SOLE 63317 0 0 BLACKROCK INC COM 09247X101 2548 2912 SH SOLE 2912 0 0 BLACKROCK INC COM 09247X101 16992 19420 SH OTR 1 0 19420 0 BLACKROCK MUN INCOME QUALITY COM 092479104 21 1347 SH SOLE 1347 0 0 BLACKROCK MUN INCOME QUALITY COM 092479104 344 21958 SH OTR 1 0 21958 0 BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 11603 442357 SH OTR 1 0 442357 0 BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 32119 1224529 SH SOLE 1224529 0 0 BLACKROCK MUNI INTER DR FD I COM 09253X102 27889 1783213 SH SOLE 1783213 0 0 BLACKROCK MUNI INTER DR FD I COM 09253X102 3759 240316 SH OTR 1 0 240316 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 17121 1073404 SH SOLE 1073404 0 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 6292 394470 SH OTR 1 0 394470 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 13563 919527 SH SOLE 919527 0 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 8227 557777 SH OTR 1 0 557777 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 16409 1030057 SH SOLE 1030057 0 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 10388 652094 SH OTR 1 0 652094 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 1182 80024 SH SOLE 80024 0 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 1041 70458 SH OTR 1 0 70458 0 BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 2458 146484 SH OTR 1 0 146484 0 BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 10305 614107 SH SOLE 614107 0 0 BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 8419 598791 SH OTR 1 0 598791 0 BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 8337 592936 SH SOLE 592936 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254G108 9004 621423 SH OTR 1 0 621423 0 BLACKROCK MUNIYIELD QUALITY COM 09254G108 9767 674051 SH SOLE 674051 0 0 BLACKROCK MUNIYILD QULT FD I COM 09254F100 4811 287227 SH OTR 1 0 287227 0 BLACKROCK MUNIYILD QULT FD I COM 09254F100 4273 255127 SH SOLE 255127 0 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 14251 924785 SH SOLE 924785 0 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 4427 287270 SH OTR 1 0 287270 0 BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 2667 176649 SH SOLE 176649 0 0 BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 1076 71249 SH OTR 1 0 71249 0 BLOOMIN BRANDS INC NOTE 5.000% 5/0 094235AB4 124 51000 PRN SOLE 51000 0 0 BNY MELLON MUN BD INFRASTRUC COM SHS 09662W109 486 33067 SH SOLE 33067 0 0 BNY MELLON MUN BD INFRASTRUC COM SHS 09662W109 257 17508 SH OTR 1 0 17508 0 BOEING CO COM 097023105 18029 75258 SH OTR 1 0 75258 0 BOEING CO COM 097023105 2672 11154 SH SOLE 11154 0 0 BOOKING HOLDINGS INC COM 09857L108 12297 5620 SH OTR 1 0 5620 0 BOOKING HOLDINGS INC COM 09857L108 1807 826 SH SOLE 826 0 0 BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 284 200000 PRN SOLE 200000 0 0 BORGWARNER INC COM 099724106 206 4247 SH SOLE 4247 0 0 BORGWARNER INC COM 099724106 1594 32836 SH OTR 1 0 32836 0 BOSTON PROPERTIES INC COM 101121101 345 3015 SH SOLE 3015 0 0 BOSTON PROPERTIES INC COM 101121101 2228 19444 SH OTR 1 0 19444 0 BOSTON SCIENTIFIC CORP COM 101137107 8318 194524 SH OTR 1 0 194524 0 BOSTON SCIENTIFIC CORP COM 101137107 1234 28860 SH SOLE 28860 0 0 BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 1219 741000 PRN SOLE 741000 0 0 BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 22816 13870000 PRN OTR 1 0 13870000 0 BRISTOL-MYERS SQUIBB CO COM 110122108 3024 45254 SH SOLE 45254 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 20435 305827 SH OTR 1 0 305827 0 BROADCOM INC COM 11135F101 4020 8430 SH SOLE 8430 0 0 BROADCOM INC COM 11135F101 26654 55897 SH OTR 1 0 55897 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2568 15898 SH OTR 1 0 15898 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 397 2457 SH SOLE 2457 0 0 BROWN FORMAN CORP CL B 115637209 317 4230 SH SOLE 4230 0 0 BROWN FORMAN CORP CL B 115637209 1871 24965 SH OTR 1 0 24965 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 54484 34186000 PRN OTR 1 0 34186000 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 9342 5880000 PRN DFND 1 5880000 0 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 4697 2947000 PRN SOLE 2947000 0 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 154 97000 PRN OTR 4 11000 86000 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 267 2854 SH SOLE 2854 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1705 18206 SH OTR 1 0 18206 0 CABOT OIL & GAS CORP COM 127097103 123 7062 SH SOLE 7062 0 0 CABOT OIL & GAS CORP COM 127097103 953 54598 SH OTR 1 0 54598 0 CADENCE DESIGN SYSTEM INC COM 127387108 784 5727 SH SOLE 5727 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 5212 38094 SH OTR 1 0 38094 0 CAESARS ENTERTAINMENT INC NE COM 12769G100 489 4712 SH SOLE 4712 0 0 CAESARS ENTERTAINMENT INC NE COM 12769G100 2964 28571 SH OTR 1 0 28571 0 CALIFORNIA RES CORP COM STOCK 13057Q305 1073 35601 SH SOLE 35601 0 0 CALIFORNIA RES CORP COM STOCK 13057Q305 8375 277869 SH OTR 1 0 277869 0 CAMPBELL SOUP CO COM 134429109 1265 27742 SH OTR 1 0 27742 0 CAMPBELL SOUP CO COM 134429109 182 3988 SH SOLE 3988 0 0 CANTEL MED CORP NOTE 3.250% 5/1 138098AB4 901 415000 PRN SOLE 415000 0 0 CANTEL MED CORP NOTE 3.250% 5/1 138098AB4 15457 7121000 PRN OTR 1 0 7121000 0 CAPITAL ONE FINL CORP COM 14040H105 9561 61809 SH OTR 1 0 61809 0 CAPITAL ONE FINL CORP COM 14040H105 1422 9194 SH SOLE 9194 0 0 CARDINAL HEALTH INC COM 14149Y108 2268 39721 SH OTR 1 0 39721 0 CARDINAL HEALTH INC COM 14149Y108 356 6238 SH SOLE 6238 0 0 CARMAX INC COM 143130102 2885 22335 SH OTR 1 0 22335 0 CARMAX INC COM 143130102 438 3388 SH SOLE 3388 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 407 15435 SH SOLE 15435 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 2881 109288 SH OTR 1 0 109288 0 CARRIER GLOBAL CORPORATION COM 14448C104 805 16564 SH SOLE 16564 0 0 CARRIER GLOBAL CORPORATION COM 14448C104 5435 111828 SH OTR 1 0 111828 0 CATALENT INC COM 148806102 2521 23320 SH OTR 1 0 23320 0 CATALENT INC COM 148806102 380 3516 SH SOLE 3516 0 0 CATERPILLAR INC COM 149123101 2437 11199 SH SOLE 11199 0 0 CATERPILLAR INC COM 149123101 16321 74993 SH OTR 1 0 74993 0 CBOE GLOBAL MKTS INC COM 12503M108 1739 14605 SH OTR 1 0 14605 0 CBOE GLOBAL MKTS INC COM 12503M108 260 2186 SH SOLE 2186 0 0 CBRE GROUP INC CL A 12504L109 3939 45952 SH OTR 1 0 45952 0 CBRE GROUP INC CL A 12504L109 591 6893 SH SOLE 6893 0 0 CDW CORP COM 12514G108 521 2983 SH SOLE 2983 0 0 CDW CORP COM 12514G108 3352 19194 SH OTR 1 0 19194 0 CELANESE CORP DEL COM 150870103 378 2494 SH SOLE 2494 0 0 CELANESE CORP DEL COM 150870103 2338 15420 SH OTR 1 0 15420 0 CENTENE CORP DEL COM 15135B101 5818 79777 SH OTR 1 0 79777 0 CENTENE CORP DEL COM 15135B101 840 11519 SH SOLE 11519 0 0 CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 38202 28928000 PRN OTR 1 0 28928000 0 CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 2854 2161000 PRN SOLE 2161000 0 0 CENTERPOINT ENERGY INC COM 15189T107 291 11878 SH SOLE 11878 0 0 CENTERPOINT ENERGY INC COM 15189T107 1949 79471 SH OTR 1 0 79471 0 CERNER CORP COM 156782104 3224 41251 SH OTR 1 0 41251 0 CERNER CORP COM 156782104 487 6234 SH SOLE 6234 0 0 CF INDS HLDGS INC COM 125269100 1511 29367 SH OTR 1 0 29367 0 CF INDS HLDGS INC COM 125269100 195 3798 SH SOLE 3798 0 0 CHARLES RIV LABS INTL INC COM 159864107 2545 6879 SH OTR 1 0 6879 0 CHARLES RIV LABS INTL INC COM 159864107 468 1266 SH SOLE 1266 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 2120 2938 SH SOLE 2938 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 13603 18855 SH OTR 1 0 18855 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 18497 18696000 PRN OTR 1 0 18696000 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 1290 1304000 PRN SOLE 1304000 0 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 1849 1765000 PRN SOLE 1765000 0 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 24334 23231000 PRN OTR 1 0 23231000 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 222 260000 PRN SOLE 260000 0 0 CHEVRON CORP NEW COM 166764100 27714 264597 SH OTR 1 0 264597 0 CHEVRON CORP NEW COM 166764100 4313 41175 SH SOLE 41175 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 5973 3853 SH OTR 1 0 3853 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 929 599 SH SOLE 599 0 0 CHURCH & DWIGHT INC COM 171340102 438 5143 SH SOLE 5143 0 0 CHURCH & DWIGHT INC COM 171340102 2861 33575 SH OTR 1 0 33575 0 CIGNA CORP NEW COM 125523100 11137 46977 SH OTR 1 0 46977 0 CIGNA CORP NEW COM 125523100 1677 7075 SH SOLE 7075 0 0 CINCINNATI FINL CORP COM 172062101 2390 20497 SH OTR 1 0 20497 0 CINCINNATI FINL CORP COM 172062101 356 3052 SH SOLE 3052 0 0 CINTAS CORP COM 172908105 4615 12081 SH OTR 1 0 12081 0 CINTAS CORP COM 172908105 673 1762 SH SOLE 1762 0 0 CISCO SYS INC COM 17275R102 30577 576929 SH OTR 1 0 576929 0 CISCO SYS INC COM 17275R102 4604 86868 SH SOLE 86868 0 0 CITIGROUP INC COM NEW 172967424 20021 282980 SH OTR 1 0 282980 0 CITIGROUP INC COM NEW 172967424 3017 42649 SH SOLE 42649 0 0 CITIZENS FINL GROUP INC COM 174610105 2675 58310 SH OTR 1 0 58310 0 CITIZENS FINL GROUP INC COM 174610105 419 9142 SH SOLE 9142 0 0 CITRIX SYS INC COM 177376100 1993 16998 SH OTR 1 0 16998 0 CITRIX SYS INC COM 177376100 305 2599 SH SOLE 2599 0 0 CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 14 5000 PRN OTR 4 5000 0 0 CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 213 76000 PRN SOLE 76000 0 0 CLOROX CO DEL COM 189054109 3063 17027 SH OTR 1 0 17027 0 CLOROX CO DEL COM 189054109 468 2602 SH SOLE 2602 0 0 CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 104 140000 PRN SOLE 140000 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 110 110000 PRN SOLE 110000 0 0 CME GROUP INC COM 12572Q105 1523 7159 SH SOLE 7159 0 0 CME GROUP INC COM 12572Q105 10456 49161 SH OTR 1 0 49161 0 CMS ENERGY CORP COM 125896100 350 5925 SH SOLE 5925 0 0 CMS ENERGY CORP COM 125896100 2341 39627 SH OTR 1 0 39627 0 CNX RES CORP NOTE 2.250% 5/0 12653CAG3 355 273000 PRN SOLE 273000 0 0 COCA COLA CO COM 191216100 28746 531246 SH OTR 1 0 531246 0 COCA COLA CO COM 191216100 4318 79809 SH SOLE 79809 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 751 10839 SH SOLE 10839 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5001 72203 SH OTR 1 0 72203 0 COLGATE PALMOLIVE CO COM 194162103 9421 115814 SH OTR 1 0 115814 0 COLGATE PALMOLIVE CO COM 194162103 1422 17480 SH SOLE 17480 0 0 COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 165 101000 PRN SOLE 101000 0 0 COMCAST CORP NEW CL A 20030N101 35790 627669 SH OTR 1 0 627669 0 COMCAST CORP NEW CL A 20030N101 5285 92680 SH SOLE 92680 0 0 COMERICA INC COM 200340107 1364 19114 SH OTR 1 0 19114 0 COMERICA INC COM 200340107 176 2472 SH SOLE 2472 0 0 CONAGRA BRANDS INC COM 205887102 364 9998 SH SOLE 9998 0 0 CONAGRA BRANDS INC COM 205887102 2390 65706 SH OTR 1 0 65706 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 192 119000 PRN OTR 4 19000 100000 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 10795 6700000 PRN DFND 1 6700000 0 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 2964 1834000 PRN SOLE 1834000 0 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 47894 29633000 PRN OTR 1 0 29633000 0 CONOCOPHILLIPS COM 20825C104 1697 27869 SH SOLE 27869 0 0 CONOCOPHILLIPS COM 20825C104 11250 184736 SH OTR 1 0 184736 0 CONSOLIDATED EDISON INC COM 209115104 3366 46931 SH OTR 1 0 46931 0 CONSOLIDATED EDISON INC COM 209115104 486 6770 SH SOLE 6770 0 0 CONSTELLATION BRANDS INC CL A 21036P108 817 3492 SH SOLE 3492 0 0 CONSTELLATION BRANDS INC CL A 21036P108 5411 23136 SH OTR 1 0 23136 0 CONTEXTLOGIC INC COM CL A 21077C107 6253 474778 SH OTR 3 0 474778 0 COOPER COS INC COM NEW 216648402 425 1072 SH SOLE 1072 0 0 COOPER COS INC COM NEW 216648402 2672 6742 SH OTR 1 0 6742 0 COPART INC COM 217204106 552 4186 SH SOLE 4186 0 0 COPART INC COM 217204106 3757 28501 SH OTR 1 0 28501 0 CORNING INC COM 219350105 4338 106061 SH OTR 1 0 106061 0 CORNING INC COM 219350105 651 15917 SH SOLE 15917 0 0 CORTEVA INC COM 22052L104 668 15051 SH SOLE 15051 0 0 CORTEVA INC COM 22052L104 4475 100910 SH OTR 1 0 100910 0 COSTCO WHSL CORP NEW COM 22160K105 3532 8926 SH SOLE 8926 0 0 COSTCO WHSL CORP NEW COM 22160K105 23938 60500 SH OTR 1 0 60500 0 COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 16707 14420000 PRN OTR 1 0 14420000 0 COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 1320 1139000 PRN SOLE 1139000 0 0 CREE INC NOTE 0.875% 9/0 225447AB7 175 105000 PRN SOLE 105000 0 0 CREE INC NOTE 1.750% 5/0 225447AD3 8300 3815000 PRN OTR 1 0 3815000 0 CREE INC NOTE 1.750% 5/0 225447AD3 657 302000 PRN SOLE 302000 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 11543 59167 SH OTR 1 0 59167 0 CROWN CASTLE INTL CORP NEW COM 22822V101 1698 8703 SH SOLE 8703 0 0 CSX CORP COM 126408103 1368 42633 SH SOLE 42633 0 0 CSX CORP COM 126408103 9979 311064 SH OTR 1 0 311064 0 CUMMINS INC COM 231021106 741 3038 SH SOLE 3038 0 0 CUMMINS INC COM 231021106 4880 20016 SH OTR 1 0 20016 0 CVS HEALTH CORP COM 126650100 2225 26662 SH SOLE 26662 0 0 CVS HEALTH CORP COM 126650100 15039 180240 SH OTR 1 0 180240 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 174 160000 PRN SOLE 160000 0 0 D R HORTON INC COM 23331A109 633 7009 SH SOLE 7009 0 0 D R HORTON INC COM 23331A109 4058 44909 SH OTR 1 0 44909 0 DANAHER CORPORATION COM 235851102 23322 86907 SH OTR 1 0 86907 0 DANAHER CORPORATION COM 235851102 3365 12540 SH SOLE 12540 0 0 DARDEN RESTAURANTS INC COM 237194105 2615 17913 SH OTR 1 0 17913 0 DARDEN RESTAURANTS INC COM 237194105 411 2817 SH SOLE 2817 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 20879 15618000 PRN OTR 1 0 15618000 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 1449 1084000 PRN SOLE 1084000 0 0 DAVITA INC COM 23918K108 149 1241 SH SOLE 1241 0 0 DAVITA INC COM 23918K108 1156 9596 SH OTR 1 0 9596 0 DBX ETF TR XTRACK HRVST CSI 233051879 1148 28320 SH SOLE 28320 0 0 DEERE & CO COM 244199105 15062 42705 SH OTR 1 0 42705 0 DEERE & CO COM 244199105 2336 6624 SH SOLE 6624 0 0 DELAWARE INVTS MINN MUN INCO COM 24610V103 7978 564399 SH SOLE 564399 0 0 DELAWARE INVTS NATL MUN INCO SH BEN INT 24610T108 3621 256199 SH SOLE 256199 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 3788 87568 SH OTR 1 0 87568 0 DELTA AIR LINES INC DEL COM NEW 247361702 623 14394 SH SOLE 14394 0 0 DENTSPLY SIRONA INC COM 24906P109 283 4472 SH SOLE 4472 0 0 DENTSPLY SIRONA INC COM 24906P109 1894 29939 SH OTR 1 0 29939 0 DEVON ENERGY CORP NEW COM 25179M103 409 13996 SH SOLE 13996 0 0 DEVON ENERGY CORP NEW COM 25179M103 2380 81548 SH OTR 1 0 81548 0 DEXCOM INC COM 252131107 860 2013 SH SOLE 2013 0 0 DEXCOM INC COM 252131107 5653 13239 SH OTR 1 0 13239 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 4245 4045000 PRN SOLE 4045000 0 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 54018 51476000 PRN OTR 1 0 51476000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 47 18000 PRN SOLE 18000 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 161 62000 PRN OTR 4 10000 52000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 9088 3497000 PRN DFND 1 3497000 0 0 DIAMONDBACK ENERGY INC COM 25278X109 301 3205 SH SOLE 3205 0 0 DIAMONDBACK ENERGY INC COM 25278X109 2327 24779 SH OTR 1 0 24779 0 DIGITAL RLTY TR INC COM 253868103 5800 38550 SH OTR 1 0 38550 0 DIGITAL RLTY TR INC COM 253868103 840 5585 SH SOLE 5585 0 0 DISCOVER FINL SVCS COM 254709108 4937 41740 SH OTR 1 0 41740 0 DISCOVER FINL SVCS COM 254709108 721 6099 SH SOLE 6099 0 0 DISCOVERY INC COM SER A 25470F104 92 2986 SH SOLE 2986 0 0 DISCOVERY INC COM SER A 25470F104 708 23089 SH OTR 1 0 23089 0 DISCOVERY INC COM SER C 25470F302 1192 41130 SH OTR 1 0 41130 0 DISCOVERY INC COM SER C 25470F302 206 7119 SH SOLE 7119 0 0 DISH NETWORK CORPORATION CL A 25470M109 184 4400 SH SOLE 4400 0 0 DISH NETWORK CORPORATION CL A 25470M109 1422 34015 SH OTR 1 0 34015 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 146 150000 PRN OTR 5 0 150000 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 56226 57779000 PRN OTR 1 0 57779000 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 9503 9765000 PRN SOLE 9765000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 115 113000 PRN OTR 4 20000 93000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 6374 6246000 PRN DFND 1 6246000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 77 75000 PRN OTR 5 0 75000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 28664 28020000 PRN OTR 1 0 28020000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 10904 10659000 PRN SOLE 10659000 0 0 DISNEY WALT CO COM 254687106 43721 248739 SH OTR 1 0 248739 0 DISNEY WALT CO COM 254687106 6480 36868 SH SOLE 36868 0 0 DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 234 60000 PRN SOLE 60000 0 0 DOLLAR GEN CORP NEW COM 256677105 1121 5182 SH SOLE 5182 0 0 DOLLAR GEN CORP NEW COM 256677105 6997 32336 SH OTR 1 0 32336 0 DOLLAR TREE INC COM 256746108 478 4807 SH SOLE 4807 0 0 DOLLAR TREE INC COM 256746108 3160 31754 SH OTR 1 0 31754 0 DOMINION ENERGY INC COM 25746U109 1205 16381 SH SOLE 16381 0 0 DOMINION ENERGY INC COM 25746U109 8123 110414 SH OTR 1 0 110414 0 DOMINOS PIZZA INC COM 25754A201 2479 5315 SH OTR 1 0 5315 0 DOMINOS PIZZA INC COM 25754A201 368 788 SH SOLE 788 0 0 DOVER CORP COM 260003108 429 2848 SH SOLE 2848 0 0 DOVER CORP COM 260003108 2967 19704 SH OTR 1 0 19704 0 DOW INC COM 260557103 6471 102264 SH OTR 1 0 102264 0 DOW INC COM 260557103 989 15627 SH SOLE 15627 0 0 DTE ENERGY CO COM 233331107 496 3827 SH SOLE 3827 0 0 DTE ENERGY CO COM 233331107 3432 26485 SH OTR 1 0 26485 0 DUKE ENERGY CORP NEW COM NEW 26441C204 10396 105306 SH OTR 1 0 105306 0 DUKE ENERGY CORP NEW COM NEW 26441C204 1522 15420 SH SOLE 15420 0 0 DUKE REALTY CORP COM NEW 264411505 362 7639 SH SOLE 7639 0 0 DUKE REALTY CORP COM NEW 264411505 2431 51336 SH OTR 1 0 51336 0 DUPONT DE NEMOURS INC COM 26614N102 928 11988 SH SOLE 11988 0 0 DUPONT DE NEMOURS INC COM 26614N102 5639 72851 SH OTR 1 0 72851 0 DWS MUN INCOME TR COM 233368109 1602 131002 SH OTR 1 0 131002 0 DWS MUN INCOME TR COM 233368109 1162 95010 SH SOLE 95010 0 0 DXC TECHNOLOGY CO COM 23355L106 1355 34797 SH OTR 1 0 34797 0 DXC TECHNOLOGY CO COM 23355L106 175 4501 SH SOLE 4501 0 0 EASTMAN CHEM CO COM 277432100 2182 18689 SH OTR 1 0 18689 0 EASTMAN CHEM CO COM 277432100 352 3017 SH SOLE 3017 0 0 EATON VANCE MUN BD FD COM 27827X101 1342 98097 SH SOLE 98097 0 0 EATON VANCE MUN BD FD COM 27827X101 2115 154604 SH OTR 1 0 154604 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 6187 481489 SH SOLE 481489 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 170 13241 SH OTR 1 0 13241 0 EBAY INC. COM 278642103 1057 15060 SH SOLE 15060 0 0 EBAY INC. COM 278642103 6221 88602 SH OTR 1 0 88602 0 ECOLAB INC COM 278865100 7015 34056 SH OTR 1 0 34056 0 ECOLAB INC COM 278865100 1031 5005 SH SOLE 5005 0 0 EDISON INTL COM 281020107 446 7718 SH SOLE 7718 0 0 EDISON INTL COM 281020107 3003 51945 SH OTR 1 0 51945 0 EDWARDS LIFESCIENCES CORP COM 28176E108 8814 85102 SH OTR 1 0 85102 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1295 12507 SH SOLE 12507 0 0 ELECTRONIC ARTS INC COM 285512109 844 5868 SH SOLE 5868 0 0 ELECTRONIC ARTS INC COM 285512109 5635 39179 SH OTR 1 0 39179 0 EMERSON ELEC CO COM 291011104 1195 12419 SH SOLE 12419 0 0 EMERSON ELEC CO COM 291011104 7901 82100 SH OTR 1 0 82100 0 ENPHASE ENERGY INC COM 29355A107 3411 18577 SH OTR 1 0 18577 0 ENPHASE ENERGY INC COM 29355A107 496 2703 SH SOLE 2703 0 0 ENTERGY CORP NEW COM 29364G103 2739 27470 SH OTR 1 0 27470 0 ENTERGY CORP NEW COM 29364G103 414 4153 SH SOLE 4153 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 3561 2897000 PRN SOLE 2897000 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 34071 27714000 PRN OTR 1 0 27714000 0 EOG RES INC COM 26875P101 996 11933 SH SOLE 11933 0 0 EOG RES INC COM 26875P101 6667 79897 SH OTR 1 0 79897 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 175 105000 PRN OTR 4 19000 86000 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 5189 3106000 PRN SOLE 3106000 0 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 74504 44597000 PRN OTR 1 0 44597000 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 9760 5860000 PRN DFND 1 5860000 0 0 EQUIFAX INC COM 294429105 611 2553 SH SOLE 2553 0 0 EQUIFAX INC COM 294429105 3987 16647 SH OTR 1 0 16647 0 EQUINIX INC COM 29444U700 1474 1836 SH SOLE 1836 0 0 EQUINIX INC COM 29444U700 9843 12264 SH OTR 1 0 12264 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 538 6993 SH SOLE 6993 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 3627 47106 SH OTR 1 0 47106 0 ESSEX PPTY TR INC COM 297178105 402 1339 SH SOLE 1339 0 0 ESSEX PPTY TR INC COM 297178105 2665 8883 SH OTR 1 0 8883 0 ETSY INC COM 29786A106 3582 17401 SH OTR 1 0 17401 0 ETSY INC COM 29786A106 546 2651 SH SOLE 2651 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 49458 20599000 PRN OTR 1 0 20599000 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 4360 1816000 PRN SOLE 1816000 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 11609 4845000 PRN DFND 1 4845000 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 216 90000 PRN OTR 4 15000 75000 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 1899 1660000 PRN SOLE 1660000 0 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 26975 23585000 PRN OTR 1 0 23585000 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 21747 15881000 PRN OTR 1 0 15881000 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 1743 1273000 PRN SOLE 1273000 0 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 75 55000 PRN OTR 4 10000 45000 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 4204 3081000 PRN DFND 1 3081000 0 0 EVERGY INC COM 30034W106 288 4759 SH SOLE 4759 0 0 EVERGY INC COM 30034W106 1897 31387 SH OTR 1 0 31387 0 EVERSOURCE ENERGY COM 30040W108 552 6882 SH SOLE 6882 0 0 EVERSOURCE ENERGY COM 30040W108 3773 47020 SH OTR 1 0 47020 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 145 150000 PRN SOLE 150000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 147 119000 PRN OTR 4 19000 100000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 8282 6699000 PRN DFND 1 6699000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 4223 3402000 PRN SOLE 3402000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 55323 44570000 PRN OTR 1 0 44570000 0 EXELON CORP COM 30161N101 5928 133775 SH OTR 1 0 133775 0 EXELON CORP COM 30161N101 880 19852 SH SOLE 19852 0 0 EXPEDIA GROUP INC COM NEW 30212P303 492 3004 SH SOLE 3004 0 0 EXPEDIA GROUP INC COM NEW 30212P303 3170 19364 SH OTR 1 0 19364 0 EXPEDITORS INTL WASH INC COM 302130109 2931 23149 SH OTR 1 0 23149 0 EXPEDITORS INTL WASH INC COM 302130109 513 4056 SH SOLE 4056 0 0 EXTRA SPACE STORAGE INC COM 30225T102 2999 18307 SH OTR 1 0 18307 0 EXTRA SPACE STORAGE INC COM 30225T102 470 2868 SH SOLE 2868 0 0 EXXON MOBIL CORP COM 30231G102 5399 85587 SH SOLE 85587 0 0 EXXON MOBIL CORP COM 30231G102 36560 579575 SH OTR 1 0 579575 0 F5 NETWORKS INC COM 315616102 253 1356 SH SOLE 1356 0 0 F5 NETWORKS INC COM 315616102 1523 8161 SH OTR 1 0 8161 0 FACEBOOK INC CL A 30303M102 17169 49376 SH SOLE 49376 0 0 FACEBOOK INC CL A 30303M102 114056 328021 SH OTR 1 0 328021 0 FASTENAL CO COM 311900104 612 11770 SH SOLE 11770 0 0 FASTENAL CO COM 311900104 4089 78628 SH OTR 1 0 78628 0 FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 147 1253 SH SOLE 1253 0 0 FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 1135 9686 SH OTR 1 0 9686 0 FEDEX CORP COM 31428X106 9970 33420 SH OTR 1 0 33420 0 FEDEX CORP COM 31428X106 1588 5323 SH SOLE 5323 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 1737 12261 SH SOLE 12261 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 12027 84895 SH OTR 1 0 84895 0 FIFTH THIRD BANCORP COM 316773100 542 14165 SH SOLE 14165 0 0 FIFTH THIRD BANCORP COM 316773100 3684 96374 SH OTR 1 0 96374 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 227 200000 PRN SOLE 200000 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 677 3616 SH SOLE 3616 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 4509 24093 SH OTR 1 0 24093 0 FIRSTENERGY CORP COM 337932107 414 11130 SH SOLE 11130 0 0 FIRSTENERGY CORP COM 337932107 2771 74460 SH OTR 1 0 74460 0 FISERV INC COM 337738108 8715 81537 SH OTR 1 0 81537 0 FISERV INC COM 337738108 1256 11746 SH SOLE 11746 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 2920 11402 SH OTR 1 0 11402 0 FLEETCOR TECHNOLOGIES INC COM 339041105 455 1775 SH SOLE 1775 0 0 FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 41 45000 PRN SOLE 45000 0 0 FMC CORP COM NEW 302491303 291 2688 SH SOLE 2688 0 0 FMC CORP COM NEW 302491303 1913 17679 SH OTR 1 0 17679 0 FORD MTR CO DEL COM 345370860 7976 536760 SH OTR 1 0 536760 0 FORD MTR CO DEL COM 345370860 1287 86623 SH SOLE 86623 0 0 FORTINET INC COM 34959E109 715 3001 SH SOLE 3001 0 0 FORTINET INC COM 34959E109 4420 18558 SH OTR 1 0 18558 0 FORTIVE CORP COM 34959J108 3232 46344 SH OTR 1 0 46344 0 FORTIVE CORP COM 34959J108 474 6795 SH SOLE 6795 0 0 FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 574 570000 PRN SOLE 570000 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 284 2852 SH SOLE 2852 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 1888 18954 SH OTR 1 0 18954 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 23754 23670931 PRN SOLE 23670931 0 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 126 125914 PRN OTR 5 0 125914 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 44290 44134853 PRN OTR 1 0 44134853 0 FOX CORP CL A COM 35137L105 215 5789 SH SOLE 5789 0 0 FOX CORP CL A COM 35137L105 1662 44758 SH OTR 1 0 44758 0 FOX CORP CL B COM 35137L204 732 20804 SH OTR 1 0 20804 0 FOX CORP CL B COM 35137L204 168 4771 SH SOLE 4771 0 0 FRANKLIN RESOURCES INC COM 354613101 154 4825 SH SOLE 4825 0 0 FRANKLIN RESOURCES INC COM 354613101 1193 37302 SH OTR 1 0 37302 0 FREEPORT-MCMORAN INC CL B 35671D857 7445 200631 SH OTR 1 0 200631 0 FREEPORT-MCMORAN INC CL B 35671D857 1130 30449 SH SOLE 30449 0 0 FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 122 85000 PRN SOLE 85000 0 0 GALLAGHER ARTHUR J & CO COM 363576109 578 4128 SH SOLE 4128 0 0 GALLAGHER ARTHUR J & CO COM 363576109 3929 28049 SH OTR 1 0 28049 0 GAP INC COM 364760108 124 3678 SH SOLE 3678 0 0 GAP INC COM 364760108 957 28433 SH OTR 1 0 28433 0 GARTNER INC COM 366651107 2854 11784 SH OTR 1 0 11784 0 GARTNER INC COM 366651107 418 1724 SH SOLE 1724 0 0 GENERAC HLDGS INC COM 368736104 3578 8618 SH OTR 1 0 8618 0 GENERAC HLDGS INC COM 368736104 546 1314 SH SOLE 1314 0 0 GENERAL DYNAMICS CORP COM 369550108 5900 31337 SH OTR 1 0 31337 0 GENERAL DYNAMICS CORP COM 369550108 876 4653 SH SOLE 4653 0 0 GENERAL ELECTRIC CO COM 369604103 2398 178139 SH SOLE 178139 0 0 GENERAL ELECTRIC CO COM 369604103 16176 1201806 SH OTR 1 0 1201806 0 GENERAL MLS INC COM 370334104 5092 83569 SH OTR 1 0 83569 0 GENERAL MLS INC COM 370334104 762 12510 SH SOLE 12510 0 0 GENERAL MTRS CO COM 37045V100 10341 174766 SH OTR 1 0 174766 0 GENERAL MTRS CO COM 37045V100 1533 25904 SH SOLE 25904 0 0 GENUINE PARTS CO COM 372460105 2501 19779 SH OTR 1 0 19779 0 GENUINE PARTS CO COM 372460105 323 2557 SH SOLE 2557 0 0 GILEAD SCIENCES INC COM 375558103 1845 26791 SH SOLE 26791 0 0 GILEAD SCIENCES INC COM 375558103 11823 171698 SH OTR 1 0 171698 0 GLOBAL PMTS INC COM 37940X102 1112 5928 SH SOLE 5928 0 0 GLOBAL PMTS INC COM 37940X102 7579 40415 SH OTR 1 0 40415 0 GLOBAL X FDS NASDAQ 100 COVER 37954Y483 458 20422 SH SOLE 20422 0 0 GLOBE LIFE INC COM 37959E102 1237 12988 SH OTR 1 0 12988 0 GLOBE LIFE INC COM 37959E102 160 1679 SH SOLE 1679 0 0 GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 496 498000 PRN SOLE 498000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 17677 46576 SH OTR 1 0 46576 0 GOLDMAN SACHS GROUP INC COM 38141G104 2590 6824 SH SOLE 6824 0 0 GRAINGER W W INC COM 384802104 2625 5993 SH OTR 1 0 5993 0 GRAINGER W W INC COM 384802104 427 975 SH SOLE 975 0 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 681 690000 PRN SOLE 690000 0 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 141 120000 PRN SOLE 120000 0 0 GULFPORT ENERGY CORP COMMON SHARES 402635502 45081 696763 SH SOLE 696763 0 0 GULFPORT ENERGY CORP COMMON SHARES 402635502 286 4417 SH OTR 5 0 4417 0 GULFPORT ENERGY CORP COMMON SHARES 402635502 99372 1535884 SH OTR 1 0 1535884 0 HALLIBURTON CO COM 406216101 2816 121804 SH OTR 1 0 121804 0 HALLIBURTON CO COM 406216101 438 18953 SH SOLE 18953 0 0 HANESBRANDS INC COM 410345102 115 6167 SH SOLE 6167 0 0 HANESBRANDS INC COM 410345102 890 47673 SH OTR 1 0 47673 0 HARTFORD FINL SVCS GROUP INC COM 416515104 3028 48864 SH OTR 1 0 48864 0 HARTFORD FINL SVCS GROUP INC COM 416515104 466 7521 SH SOLE 7521 0 0 HASBRO INC COM 418056107 252 2665 SH SOLE 2665 0 0 HASBRO INC COM 418056107 1656 17515 SH OTR 1 0 17515 0 HCA HEALTHCARE INC COM 40412C101 7438 35979 SH OTR 1 0 35979 0 HCA HEALTHCARE INC COM 40412C101 1189 5753 SH SOLE 5753 0 0 HEALTHPEAK PROPERTIES INC COM 42250P103 2456 73781 SH OTR 1 0 73781 0 HEALTHPEAK PROPERTIES INC COM 42250P103 378 11343 SH SOLE 11343 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 175 144000 PRN OTR 4 24000 120000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 3402 2769000 PRN SOLE 2769000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 44124 35914000 PRN OTR 1 0 35914000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 9729 7984000 PRN DFND 1 7984000 0 0 HENRY JACK & ASSOC INC COM 426281101 248 1516 SH SOLE 1516 0 0 HENRY JACK & ASSOC INC COM 426281101 1663 10170 SH OTR 1 0 10170 0 HENRY SCHEIN INC COM 806407102 185 2492 SH SOLE 2492 0 0 HENRY SCHEIN INC COM 806407102 1429 19262 SH OTR 1 0 19262 0 HERSHEY CO COM 427866108 538 3091 SH SOLE 3091 0 0 HERSHEY CO COM 427866108 3489 20031 SH OTR 1 0 20031 0 HESS CORP COM 42809H107 3281 37579 SH OTR 1 0 37579 0 HESS CORP COM 42809H107 503 5760 SH SOLE 5760 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 413 28324 SH SOLE 28324 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 2607 178782 SH OTR 1 0 178782 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 4599 38132 SH OTR 1 0 38132 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 692 5733 SH SOLE 5733 0 0 HOLOGIC INC COM 436440101 2340 35079 SH OTR 1 0 35079 0 HOLOGIC INC COM 436440101 366 5487 SH SOLE 5487 0 0 HOME DEPOT INC COM 437076102 46418 145561 SH OTR 1 0 145561 0 HOME DEPOT INC COM 437076102 7024 22027 SH SOLE 22027 0 0 HONEYWELL INTL INC COM 438516106 20851 95058 SH OTR 1 0 95058 0 HONEYWELL INTL INC COM 438516106 3081 14048 SH SOLE 14048 0 0 HORMEL FOODS CORP COM 440452100 1843 38589 SH OTR 1 0 38589 0 HORMEL FOODS CORP COM 440452100 291 6091 SH SOLE 6091 0 0 HOST HOTELS & RESORTS INC COM 44107P104 259 15171 SH SOLE 15171 0 0 HOST HOTELS & RESORTS INC COM 44107P104 1648 96408 SH OTR 1 0 96408 0 HOWMET AEROSPACE INC COM 443201108 301 8721 SH SOLE 8721 0 0 HOWMET AEROSPACE INC COM 443201108 1845 53513 SH OTR 1 0 53513 0 HP INC COM 40434L105 4965 164453 SH OTR 1 0 164453 0 HP INC COM 40434L105 847 28071 SH SOLE 28071 0 0 HUBSPOT INC NOTE 0.375% 6/0 443573AD2 424 200000 PRN SOLE 200000 0 0 HUMANA INC COM 444859102 7819 17662 SH OTR 1 0 17662 0 HUMANA INC COM 444859102 1233 2784 SH SOLE 2784 0 0 HUNT J B TRANS SVCS INC COM 445658107 1860 11414 SH OTR 1 0 11414 0 HUNT J B TRANS SVCS INC COM 445658107 273 1676 SH SOLE 1676 0 0 HUNTINGTON BANCSHARES INC COM 446150104 423 29625 SH SOLE 29625 0 0 HUNTINGTON BANCSHARES INC COM 446150104 2882 201996 SH OTR 1 0 201996 0 HUNTINGTON INGALLS INDS INC COM 446413106 149 705 SH SOLE 705 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 1160 5502 SH OTR 1 0 5502 0 IDEX CORP COM 45167R104 361 1642 SH SOLE 1642 0 0 IDEX CORP COM 45167R104 2282 10372 SH OTR 1 0 10372 0 IDEXX LABS INC COM 45168D104 7374 11676 SH OTR 1 0 11676 0 IDEXX LABS INC COM 45168D104 1081 1711 SH SOLE 1711 0 0 II-VI INC NOTE 0.250% 9/0 902104AB4 166 105000 PRN SOLE 105000 0 0 ILLINOIS TOOL WKS INC COM 452308109 8798 39353 SH OTR 1 0 39353 0 ILLINOIS TOOL WKS INC COM 452308109 1339 5989 SH SOLE 5989 0 0 ILLUMINA INC COM 452327109 9459 19988 SH OTR 1 0 19988 0 ILLUMINA INC COM 452327109 1413 2985 SH SOLE 2985 0 0 ILLUMINA INC NOTE 8/1 452327AK5 2761 2185000 PRN SOLE 2185000 0 0 ILLUMINA INC NOTE 8/1 452327AK5 35466 28064000 PRN OTR 1 0 28064000 0 INCYTE CORP COM 45337C102 2149 25539 SH OTR 1 0 25539 0 INCYTE CORP COM 45337C102 320 3804 SH SOLE 3804 0 0 INDEXIQ ACTIVE ETF TR IQ MACKAY ESG CR 45409F785 20039 800000 SH OTR 3 0 800000 0 INDEXIQ ETF TR HEALTHY HEARTS 45409B321 5483 199044 SH OTR 3 0 199044 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 159 130000 PRN SOLE 130000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 796 523000 PRN SOLE 523000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 17573 11540000 PRN OTR 1 0 11540000 0 INGERSOLL RAND INC COM 45687V106 348 7127 SH SOLE 7127 0 0 INGERSOLL RAND INC COM 45687V106 2495 51107 SH OTR 1 0 51107 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 130 85000 PRN SOLE 85000 0 0 INSMED INC NOTE 1.750% 1/1 457669AA7 100 95000 PRN SOLE 95000 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 517 379000 PRN SOLE 379000 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 1646 1484000 PRN SOLE 1484000 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 19407 17501000 PRN OTR 1 0 17501000 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 160 145000 PRN OTR 4 24000 121000 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 8940 8099000 PRN DFND 1 8099000 0 0 INTEL CORP COM 458140100 4738 84398 SH SOLE 84398 0 0 INTEL CORP COM 458140100 31035 552806 SH OTR 1 0 552806 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 9145 77044 SH OTR 1 0 77044 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 1337 11265 SH SOLE 11265 0 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 495 445000 PRN SOLE 445000 0 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 8193 7360000 PRN OTR 1 0 7360000 0 INTERNATIONAL BUSINESS MACHS COM 459200101 17931 122324 SH OTR 1 0 122324 0 INTERNATIONAL BUSINESS MACHS COM 459200101 2664 18171 SH SOLE 18171 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 703 4707 SH SOLE 4707 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 5091 34078 SH OTR 1 0 34078 0 INTERNATIONAL PAPER CO COM 460146103 3288 53629 SH OTR 1 0 53629 0 INTERNATIONAL PAPER CO COM 460146103 517 8436 SH SOLE 8436 0 0 INTERPUBLIC GROUP COS INC COM 460690100 326 10026 SH SOLE 10026 0 0 INTERPUBLIC GROUP COS INC COM 460690100 1750 53853 SH OTR 1 0 53853 0 INTUIT COM 461202103 2715 5538 SH SOLE 5538 0 0 INTUIT COM 461202103 18337 37410 SH OTR 1 0 37410 0 INTUITIVE SURGICAL INC COM NEW 46120E602 2204 2397 SH SOLE 2397 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 14908 16211 SH OTR 1 0 16211 0 INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 1372 112398 SH SOLE 112398 0 0 INVESCO MUN TR COM 46131J103 530 38647 SH SOLE 38647 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 917 68544 SH OTR 1 0 68544 0 INVESCO PA VALUE MUN INC TR COM 46132K109 3177 237436 SH SOLE 237436 0 0 INVESCO QUALITY MUN INCOME T COM 46133G107 4570 338536 SH SOLE 338536 0 0 INVESCO TR INVT GRADE MUNS COM 46131M106 1094 77998 SH SOLE 77998 0 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 162 120000 PRN SOLE 120000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 185 198000 PRN SOLE 198000 0 0 IPG PHOTONICS CORP COM 44980X109 1033 4902 SH OTR 1 0 4902 0 IPG PHOTONICS CORP COM 44980X109 134 634 SH SOLE 634 0 0 IQVIA HLDGS INC COM 46266C105 6358 26238 SH OTR 1 0 26238 0 IQVIA HLDGS INC COM 46266C105 1016 4193 SH SOLE 4193 0 0 IRON MTN INC NEW COM 46284V101 1668 39421 SH OTR 1 0 39421 0 IRON MTN INC NEW COM 46284V101 216 5101 SH SOLE 5101 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 120 110000 PRN SOLE 110000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 142 120000 PRN SOLE 120000 0 0 ISHARES GOLD TR ISHARES NEW 464285204 31333 929500 SH OTR 1 0 929500 0 ISHARES TR IBOXX HI YD ETF 464288513 278 3153 SH SOLE 3153 0 0 ISHARES TR IBOXX HI YD ETF 464288513 5723 65000 SH OTR 1 0 65000 0 ISHARES TR IBOXX INV CP ETF 464287242 535 3982 SH SOLE 3982 0 0 ISHARES TR MSCI ACWI ETF 464288257 1518 15000 SH SOLE 15000 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 42 42000 PRN SOLE 42000 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 57 57000 PRN OTR 4 11000 46000 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 3108 3094000 PRN DFND 1 3094000 0 0 J JILL INC COM 46620W201 246 12465 SH SOLE 12465 0 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 213 105000 PRN SOLE 105000 0 0 JACOBS ENGR GROUP INC COM 469814107 374 2806 SH SOLE 2806 0 0 JACOBS ENGR GROUP INC COM 469814107 2378 17827 SH OTR 1 0 17827 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 216 215000 PRN SOLE 215000 0 0 JD.COM INC SPON ADR CL A 47215P106 255 3200 SH SOLE 3200 0 0 JOHNSON & JOHNSON COM 478160104 8953 54349 SH SOLE 54349 0 0 JOHNSON & JOHNSON COM 478160104 59391 360515 SH OTR 1 0 360515 0 JPMORGAN CHASE & CO COM 46625H100 9546 61373 SH SOLE 61373 0 0 JPMORGAN CHASE & CO COM 46625H100 64458 414417 SH OTR 1 0 414417 0 JUNIPER NETWORKS INC COM 48203R104 1227 44852 SH OTR 1 0 44852 0 JUNIPER NETWORKS INC COM 48203R104 159 5802 SH SOLE 5802 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 570 2010 SH SOLE 2010 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 3528 12449 SH OTR 1 0 12449 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 93 93000 PRN SOLE 93000 0 0 KELLOGG CO COM 487836108 2219 34495 SH OTR 1 0 34495 0 KELLOGG CO COM 487836108 345 5361 SH SOLE 5361 0 0 KEYCORP COM 493267108 421 20385 SH SOLE 20385 0 0 KEYCORP COM 493267108 2744 132866 SH OTR 1 0 132866 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 3894 25220 SH OTR 1 0 25220 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 596 3861 SH SOLE 3861 0 0 KIMBERLY-CLARK CORP COM 494368103 933 6977 SH SOLE 6977 0 0 KIMBERLY-CLARK CORP COM 494368103 6180 46197 SH OTR 1 0 46197 0 KIMCO RLTY CORP COM 49446R109 1237 59341 SH OTR 1 0 59341 0 KIMCO RLTY CORP COM 49446R109 160 7676 SH SOLE 7676 0 0 KINDER MORGAN INC DEL COM 49456B101 4861 266621 SH OTR 1 0 266621 0 KINDER MORGAN INC DEL COM 49456B101 723 39683 SH SOLE 39683 0 0 KLA CORP COM NEW 482480100 1042 3214 SH SOLE 3214 0 0 KLA CORP COM NEW 482480100 6803 20984 SH OTR 1 0 20984 0 KRAFT HEINZ CO COM 500754106 3619 88748 SH OTR 1 0 88748 0 KRAFT HEINZ CO COM 500754106 550 13478 SH SOLE 13478 0 0 KROGER CO COM 501044101 3971 103648 SH OTR 1 0 103648 0 KROGER CO COM 501044101 628 16402 SH SOLE 16402 0 0 L BRANDS INC COM 501797104 377 5237 SH SOLE 5237 0 0 L BRANDS INC COM 501797104 2311 32073 SH OTR 1 0 32073 0 L3HARRIS TECHNOLOGIES INC COM 502431109 6066 28063 SH OTR 1 0 28063 0 L3HARRIS TECHNOLOGIES INC COM 502431109 914 4229 SH SOLE 4229 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3687 13367 SH OTR 1 0 13367 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 560 2029 SH SOLE 2029 0 0 LAM RESEARCH CORP COM 512807108 5124 7875 SH SOLE 7875 0 0 LAM RESEARCH CORP COM 512807108 48034 73819 SH OTR 1 0 73819 0 LAMB WESTON HLDGS INC COM 513272104 1613 20003 SH OTR 1 0 20003 0 LAMB WESTON HLDGS INC COM 513272104 257 3188 SH SOLE 3188 0 0 LAS VEGAS SANDS CORP COM 517834107 2365 44892 SH OTR 1 0 44892 0 LAS VEGAS SANDS CORP COM 517834107 369 7008 SH SOLE 7008 0 0 LAUDER ESTEE COS INC CL A 518439104 1481 4656 SH SOLE 4656 0 0 LAUDER ESTEE COS INC CL A 518439104 10098 31747 SH OTR 1 0 31747 0 LEGGETT & PLATT INC COM 524660107 122 2351 SH SOLE 2351 0 0 LEGGETT & PLATT INC COM 524660107 942 18176 SH OTR 1 0 18176 0 LEIDOS HOLDINGS INC COM 525327102 1843 18230 SH OTR 1 0 18230 0 LEIDOS HOLDINGS INC COM 525327102 289 2858 SH SOLE 2858 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 1105 932000 PRN SOLE 932000 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 13450 11344000 PRN OTR 1 0 11344000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 2282 1933000 PRN DFND 1 1933000 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 41 35000 PRN OTR 4 6000 29000 0 LENNAR CORP CL A 526057104 584 5883 SH SOLE 5883 0 0 LENNAR CORP CL A 526057104 3751 37752 SH OTR 1 0 37752 0 LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 30 30000 PRN SOLE 30000 0 0 LIBERTY MEDIA CORP DEL DEB 2.250% 9/3 531229AE2 53 115000 PRN SOLE 115000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 21965 16105000 PRN OTR 1 0 16105000 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 1369 1004000 PRN SOLE 1004000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 112 84000 PRN OTR 4 14000 70000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1854 1390000 PRN SOLE 1390000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 22483 16857000 PRN OTR 1 0 16857000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 6385 4805000 PRN DFND 1 4805000 0 0 LILLY ELI & CO COM 532457108 25011 108971 SH OTR 1 0 108971 0 LILLY ELI & CO COM 532457108 3763 16394 SH SOLE 16394 0 0 LINCOLN NATL CORP IND COM 534187109 1539 24498 SH OTR 1 0 24498 0 LINCOLN NATL CORP IND COM 534187109 249 3969 SH SOLE 3969 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 1732 19779 SH OTR 1 0 19779 0 LIVE NATION ENTERTAINMENT IN COM 538034109 277 3157 SH SOLE 3157 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 23173 16537000 PRN OTR 1 0 16537000 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 1927 1375000 PRN SOLE 1375000 0 0 LKQ CORP COM 501889208 1877 38139 SH OTR 1 0 38139 0 LKQ CORP COM 501889208 243 4934 SH SOLE 4934 0 0 LOCKHEED MARTIN CORP COM 539830109 1884 4980 SH SOLE 4980 0 0 LOCKHEED MARTIN CORP COM 539830109 12668 33483 SH OTR 1 0 33483 0 LOEWS CORP COM 540424108 1674 30625 SH OTR 1 0 30625 0 LOEWS CORP COM 540424108 255 4661 SH SOLE 4661 0 0 LOWES COS INC COM 548661107 18771 96774 SH OTR 1 0 96774 0 LOWES COS INC COM 548661107 2932 15116 SH SOLE 15116 0 0 LUMEN TECHNOLOGIES INC COM 550241103 284 20913 SH SOLE 20913 0 0 LUMEN TECHNOLOGIES INC COM 550241103 1851 136185 SH OTR 1 0 136185 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 11544 7924000 PRN DFND 1 7924000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 73662 50475000 PRN OTR 1 0 50475000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 4695 3217000 PRN SOLE 3217000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 208 143000 PRN OTR 4 24000 119000 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 224 131000 PRN SOLE 131000 0 0 M & T BK CORP COM 55261F104 389 2678 SH SOLE 2678 0 0 M & T BK CORP COM 55261F104 2559 17613 SH OTR 1 0 17613 0 MARATHON OIL CORP COM 565849106 1469 107890 SH OTR 1 0 107890 0 MARATHON OIL CORP COM 565849106 190 13955 SH SOLE 13955 0 0 MARATHON PETE CORP COM 56585A102 4107 67975 SH OTR 1 0 67975 0 MARATHON PETE CORP COM 56585A102 644 10661 SH SOLE 10661 0 0 MARKETAXESS HLDGS INC COM 57060D108 357 771 SH SOLE 771 0 0 MARKETAXESS HLDGS INC COM 57060D108 2408 5194 SH OTR 1 0 5194 0 MARRIOTT INTL INC NEW CL A 571903202 755 5528 SH SOLE 5528 0 0 MARRIOTT INTL INC NEW CL A 571903202 4991 36556 SH OTR 1 0 36556 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 3812 3198000 PRN DFND 1 3198000 0 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 72 60000 PRN OTR 4 11000 49000 0 MARSH & MCLENNAN COS INC COM 571748102 9794 69619 SH OTR 1 0 69619 0 MARSH & MCLENNAN COS INC COM 571748102 1436 10205 SH SOLE 10205 0 0 MARTIN MARIETTA MATLS INC COM 573284106 3004 8538 SH OTR 1 0 8538 0 MARTIN MARIETTA MATLS INC COM 573284106 459 1305 SH SOLE 1305 0 0 MASCO CORP COM 574599106 2047 34744 SH OTR 1 0 34744 0 MASCO CORP COM 574599106 330 5594 SH SOLE 5594 0 0 MASTERCARD INCORPORATED CL A 57636Q104 43723 119759 SH OTR 1 0 119759 0 MASTERCARD INCORPORATED CL A 57636Q104 6477 17742 SH SOLE 17742 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 3871 36739 SH OTR 1 0 36739 0 MAXIM INTEGRATED PRODS INC COM 57772K101 585 5552 SH SOLE 5552 0 0 MCCORMICK & CO INC COM NON VTG 579780206 3011 34089 SH OTR 1 0 34089 0 MCCORMICK & CO INC COM NON VTG 579780206 460 5209 SH SOLE 5209 0 0 MCDONALDS CORP COM 580135101 3491 15112 SH SOLE 15112 0 0 MCDONALDS CORP COM 580135101 23596 102152 SH OTR 1 0 102152 0 MCKESSON CORP COM 58155Q103 4141 21656 SH OTR 1 0 21656 0 MCKESSON CORP COM 58155Q103 631 3300 SH SOLE 3300 0 0 MERCADOLIBRE INC COM 58733R102 312 200 SH SOLE 200 0 0 MERCK & CO INC COM 58933Y105 26958 346641 SH OTR 1 0 346641 0 MERCK & CO INC COM 58933Y105 4101 52733 SH SOLE 52733 0 0 METLIFE INC COM 59156R108 6097 101869 SH OTR 1 0 101869 0 METLIFE INC COM 59156R108 926 15475 SH SOLE 15475 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 709 512 SH SOLE 512 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 4412 3185 SH OTR 1 0 3185 0 MFS MUN INCOME TR SH BEN INT 552738106 2379 333155 SH SOLE 333155 0 0 MGM RESORTS INTERNATIONAL COM 552953101 2377 55738 SH OTR 1 0 55738 0 MGM RESORTS INTERNATIONAL COM 552953101 384 9009 SH SOLE 9009 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 830 5544 SH SOLE 5544 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 5607 37446 SH OTR 1 0 37446 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 36457 16344000 PRN OTR 1 0 16344000 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 3589 1609000 PRN SOLE 1609000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 19870 6027000 PRN DFND 1 6027000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 49136 14881000 PRN OTR 1 0 14881000 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 2916 883000 PRN SOLE 883000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 353 107000 PRN OTR 4 19000 88000 0 MICRON TECHNOLOGY INC COM 595112103 1951 22956 SH SOLE 22956 0 0 MICRON TECHNOLOGY INC COM 595112103 13046 153522 SH OTR 1 0 153522 0 MICROSOFT CORP COM 594918104 41386 152773 SH SOLE 152773 0 0 MICROSOFT CORP COM 594918104 279319 1031079 SH OTR 1 0 1031079 0 MID-AMER APT CMNTYS INC COM 59522J103 2640 15673 SH OTR 1 0 15673 0 MID-AMER APT CMNTYS INC COM 59522J103 426 2528 SH SOLE 2528 0 0 MOHAWK INDS INC COM 608190104 1541 8017 SH OTR 1 0 8017 0 MOHAWK INDS INC COM 608190104 257 1337 SH SOLE 1337 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 252 4686 SH SOLE 4686 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 1381 25728 SH OTR 1 0 25728 0 MONDELEZ INTL INC CL A 609207105 1722 27572 SH SOLE 27572 0 0 MONDELEZ INTL INC CL A 609207105 12008 192306 SH OTR 1 0 192306 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 23392 12928000 PRN OTR 1 0 12928000 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 1967 1087000 PRN SOLE 1087000 0 0 MONGODB INC NOTE 0.750% 6/1 60937PAB2 186 35000 PRN SOLE 35000 0 0 MONOLITHIC PWR SYS INC COM 609839105 359 962 SH SOLE 962 0 0 MONOLITHIC PWR SYS INC COM 609839105 2199 5888 SH OTR 1 0 5888 0 MONSTER BEVERAGE CORP NEW COM 61174X109 708 7752 SH SOLE 7752 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 4627 50652 SH OTR 1 0 50652 0 MOODYS CORP COM 615369105 1214 3351 SH SOLE 3351 0 0 MOODYS CORP COM 615369105 7987 22040 SH OTR 1 0 22040 0 MORGAN STANLEY COM NEW 617446448 2719 29655 SH SOLE 29655 0 0 MORGAN STANLEY COM NEW 617446448 18684 203773 SH OTR 1 0 203773 0 MOSAIC CO NEW COM 61945C103 246 7720 SH SOLE 7720 0 0 MOSAIC CO NEW COM 61945C103 1510 47314 SH OTR 1 0 47314 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 5037 23227 SH OTR 1 0 23227 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 749 3454 SH SOLE 3454 0 0 MSCI INC COM 55354G100 6017 11287 SH OTR 1 0 11287 0 MSCI INC COM 55354G100 885 1660 SH SOLE 1660 0 0 NANOSTRING TECHNOLOGIES INC NOTE 2.625% 3/0 63009RAD1 158 100000 PRN SOLE 100000 0 0 NASDAQ INC COM 631103108 410 2334 SH SOLE 2334 0 0 NASDAQ INC COM 631103108 2764 15725 SH OTR 1 0 15725 0 NATERA INC NOTE 2.250% 5/0 632307AB0 142 47000 PRN SOLE 47000 0 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 509 219000 PRN SOLE 219000 0 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 10711 4605000 PRN OTR 1 0 4605000 0 NETAPP INC COM 64110D104 396 4836 SH SOLE 4836 0 0 NETAPP INC COM 64110D104 2489 30425 SH OTR 1 0 30425 0 NETFLIX INC COM 64110L106 32063 60702 SH OTR 1 0 60702 0 NETFLIX INC COM 64110L106 4754 9001 SH SOLE 9001 0 0 NEUBERGER BERMAN N Y MUN FD COM 64124K102 343 25745 SH SOLE 25745 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 115 86000 PRN OTR 4 14000 72000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 28704 21311000 PRN OTR 1 0 21311000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 2329 1729000 PRN SOLE 1729000 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 6257 4680000 PRN DFND 1 4680000 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 119 120000 PRN SOLE 120000 0 0 NEWELL BRANDS INC COM 651229106 1419 51650 SH OTR 1 0 51650 0 NEWELL BRANDS INC COM 651229106 184 6681 SH SOLE 6681 0 0 NEWMONT CORP COM 651639106 1045 16486 SH SOLE 16486 0 0 NEWMONT CORP COM 651639106 6951 109679 SH OTR 1 0 109679 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 597 600000 PRN SOLE 600000 0 0 NEWS CORP NEW CL A 65249B109 276 10692 SH SOLE 10692 0 0 NEWS CORP NEW CL A 65249B109 1378 53455 SH OTR 1 0 53455 0 NEWS CORP NEW CL B 65249B208 405 16643 SH OTR 1 0 16643 0 NEWS CORP NEW CL B 65249B208 52 2153 SH SOLE 2153 0 0 NEXTERA ENERGY INC COM 65339F101 2853 38930 SH SOLE 38930 0 0 NEXTERA ENERGY INC COM 65339F101 19677 268524 SH OTR 1 0 268524 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 12035 245823 SH DFND 1 245823 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 201 4098 SH OTR 4 428 3670 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 1042 21300 SH SOLE 21300 0 0 NICE LTD SPONSORED ADR 653656108 10334 41762 SH OTR 1 0 41762 0 NICE LTD SPONSORED ADR 653656108 8923 36058 SH SOLE 36058 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 915 308000 PRN SOLE 308000 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 14333 4835000 PRN DFND 1 4835000 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 264 89000 PRN OTR 4 14000 75000 0 NIKE INC CL B 654106103 26965 174543 SH OTR 1 0 174543 0 NIKE INC CL B 654106103 3997 25875 SH SOLE 25875 0 0 NISOURCE INC COM 65473P105 170 6929 SH SOLE 6929 0 0 NISOURCE INC COM 65473P105 1312 53559 SH OTR 1 0 53559 0 NORFOLK SOUTHN CORP COM 655844108 9092 34258 SH OTR 1 0 34258 0 NORFOLK SOUTHN CORP COM 655844108 1348 5080 SH SOLE 5080 0 0 NORTHERN TR CORP COM 665859104 3292 28472 SH OTR 1 0 28472 0 NORTHERN TR CORP COM 665859104 495 4283 SH SOLE 4283 0 0 NORTHROP GRUMMAN CORP COM 666807102 1109 3051 SH SOLE 3051 0 0 NORTHROP GRUMMAN CORP COM 666807102 7448 20494 SH OTR 1 0 20494 0 NORTONLIFELOCK INC COM 668771108 332 12188 SH SOLE 12188 0 0 NORTONLIFELOCK INC COM 668771108 2165 79533 SH OTR 1 0 79533 0 NOV INC COM 62955J103 819 53480 SH OTR 1 0 53480 0 NOV INC COM 62955J103 106 6917 SH SOLE 6917 0 0 NRG ENERGY INC COM NEW 629377508 174 4327 SH SOLE 4327 0 0 NRG ENERGY INC COM NEW 629377508 1348 33452 SH OTR 1 0 33452 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 5780 4974000 PRN DFND 1 4974000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 105 90000 PRN OTR 4 15000 75000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3326 2850000 PRN SOLE 2850000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 53842 46137000 PRN OTR 1 0 46137000 0 NUCOR CORP COM 670346105 3930 40967 SH OTR 1 0 40967 0 NUCOR CORP COM 670346105 614 6398 SH SOLE 6398 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 20846 21043000 PRN OTR 1 0 21043000 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 1526 1540000 PRN SOLE 1540000 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 149 151000 PRN OTR 4 24000 127000 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 8416 8539000 PRN DFND 1 8539000 0 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 32945 2098405 SH SOLE 2098405 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1419 100000 SH OTR 1 0 100000 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 7784 548590 SH SOLE 548590 0 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7808 517097 SH SOLE 517097 0 0 NUVEEN QUALITY MUNCP INCOME COM 67066V101 3016 188362 SH SOLE 188362 0 0 NVIDIA CORPORATION COM 67066G104 10026 12531 SH SOLE 12531 0 0 NVIDIA CORPORATION COM 67066G104 68240 85289 SH OTR 1 0 85289 0 NVR INC COM 62944T105 348 70 SH SOLE 70 0 0 NVR INC COM 62944T105 2328 468 SH OTR 1 0 468 0 OCCIDENTAL PETE CORP COM 674599105 3596 115007 SH OTR 1 0 115007 0 OCCIDENTAL PETE CORP COM 674599105 539 17221 SH SOLE 17221 0 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 701 745000 PRN SOLE 745000 0 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 1991 2117000 PRN OTR 1 0 2117000 0 OKTA INC NOTE 0.125% 9/0 679295AD7 18497 12805000 PRN OTR 1 0 12805000 0 OKTA INC NOTE 0.125% 9/0 679295AD7 2388 1653000 PRN SOLE 1653000 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 504 1984 SH SOLE 1984 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 3304 13019 SH OTR 1 0 13019 0 OMNICOM GROUP INC COM 681919106 360 4501 SH SOLE 4501 0 0 OMNICOM GROUP INC COM 681919106 2351 29388 SH OTR 1 0 29388 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 21511 11288000 PRN OTR 1 0 11288000 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 1746 916000 PRN SOLE 916000 0 0 ONEOK INC NEW COM 682680103 3394 60994 SH OTR 1 0 60994 0 ONEOK INC NEW COM 682680103 506 9088 SH SOLE 9088 0 0 ORACLE CORP COM 68389X105 2947 37866 SH SOLE 37866 0 0 ORACLE CORP COM 68389X105 19359 248698 SH OTR 1 0 248698 0 OREILLY AUTOMOTIVE INC COM 67103H107 5408 9551 SH OTR 1 0 9551 0 OREILLY AUTOMOTIVE INC COM 67103H107 813 1435 SH SOLE 1435 0 0 ORGANON & CO COMMON STOCK 68622V106 1046 34583 SH OTR 1 0 34583 0 ORGANON & CO COMMON STOCK 68622V106 159 5262 SH SOLE 5262 0 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 93 87000 PRN SOLE 87000 0 0 OTIS WORLDWIDE CORP COM 68902V107 4516 55225 SH OTR 1 0 55225 0 OTIS WORLDWIDE CORP COM 68902V107 670 8193 SH SOLE 8193 0 0 PACCAR INC COM 693718108 4242 47526 SH OTR 1 0 47526 0 PACCAR INC COM 693718108 638 7147 SH SOLE 7147 0 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 234 214000 PRN SOLE 214000 0 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 3549 3250000 PRN DFND 1 3250000 0 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 3008 2749000 PRN OTR 1 0 2749000 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 64 59000 PRN OTR 4 10000 49000 0 PACKAGING CORP AMER COM 695156109 268 1982 SH SOLE 1982 0 0 PACKAGING CORP AMER COM 695156109 1761 13005 SH OTR 1 0 13005 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 24328 17823000 PRN OTR 1 0 17823000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 1955 1432000 PRN SOLE 1432000 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 3310 2267000 PRN SOLE 2267000 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 39144 26811000 PRN OTR 1 0 26811000 0 PARKER-HANNIFIN CORP COM 701094104 794 2584 SH SOLE 2584 0 0 PARKER-HANNIFIN CORP COM 701094104 5426 17668 SH OTR 1 0 17668 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 6912 6407000 PRN DFND 1 6407000 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 3019 2773000 PRN SOLE 2773000 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 37145 34117000 PRN OTR 1 0 34117000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 123 114000 PRN OTR 4 20000 94000 0 PAYCHEX INC COM 704326107 705 6575 SH SOLE 6575 0 0 PAYCHEX INC COM 704326107 4707 43869 SH OTR 1 0 43869 0 PAYCOM SOFTWARE INC COM 70432V102 352 968 SH SOLE 968 0 0 PAYCOM SOFTWARE INC COM 70432V102 2439 6711 SH OTR 1 0 6711 0 PAYPAL HLDGS INC COM 70450Y103 7039 24150 SH SOLE 24150 0 0 PAYPAL HLDGS INC COM 70450Y103 46876 160821 SH OTR 1 0 160821 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 167 147000 PRN OTR 4 24000 123000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 9320 8219000 PRN DFND 1 8219000 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 6678 5863000 PRN OTR 1 0 5863000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 675 593000 PRN SOLE 593000 0 0 PENN NATL GAMING INC COM 707569109 1554 20318 SH OTR 1 0 20318 0 PENN NATL GAMING INC COM 707569109 201 2628 SH SOLE 2628 0 0 PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 264 79000 PRN SOLE 79000 0 0 PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 103 100000 PRN SOLE 100000 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 130 7572 SH SOLE 7572 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 1003 58543 SH OTR 1 0 58543 0 PEPSICO INC COM 713448108 28026 189146 SH OTR 1 0 189146 0 PEPSICO INC COM 713448108 4170 28146 SH SOLE 28146 0 0 PERKINELMER INC COM 714046109 337 2181 SH SOLE 2181 0 0 PERKINELMER INC COM 714046109 2365 15317 SH OTR 1 0 15317 0 PFIZER INC COM 717081103 4484 114515 SH SOLE 114515 0 0 PFIZER INC COM 717081103 30009 766329 SH OTR 1 0 766329 0 PG&E CORP UNIT 99/99/9999 69331C140 31941 315000 SH OTR 1 0 315000 0 PG&E CORP UNIT 99/99/9999 69331C140 7835 77294 SH DFND 1 77294 0 0 PG&E CORP UNIT 99/99/9999 69331C140 2685 26482 SH SOLE 26482 0 0 PG&E CORP UNIT 99/99/9999 69331C140 131 1291 SH OTR 4 135 1156 0 PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 2641 165657 SH SOLE 165657 0 0 PGIM HIGH YIELD BOND FUND IN COM 69346H100 2441 150000 SH SOLE 150000 0 0 PHILIP MORRIS INTL INC COM 718172109 21147 213366 SH OTR 1 0 213366 0 PHILIP MORRIS INTL INC COM 718172109 1694 17092 SH SOLE 17092 0 0 PHILLIPS 66 COM 718546104 777 9053 SH SOLE 9053 0 0 PHILLIPS 66 COM 718546104 5144 59944 SH OTR 1 0 59944 0 PINNACLE WEST CAP CORP COM 723484101 260 3173 SH SOLE 3173 0 0 PINNACLE WEST CAP CORP COM 723484101 1263 15402 SH OTR 1 0 15402 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 3904 316387 SH OTR 1 0 316387 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 11216 908911 SH SOLE 908911 0 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 4318 332691 SH OTR 1 0 332691 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 6162 474736 SH SOLE 474736 0 0 PIONEER NAT RES CO COM 723787107 748 4604 SH SOLE 4604 0 0 PIONEER NAT RES CO COM 723787107 5156 31728 SH OTR 1 0 31728 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 168 105000 PRN OTR 4 19000 86000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 83130 51940000 PRN OTR 1 0 51940000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 9361 5867000 PRN DFND 1 5867000 0 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 6732 4206000 PRN SOLE 4206000 0 0 PNC FINL SVCS GROUP INC COM 693475105 1645 8623 SH SOLE 8623 0 0 PNC FINL SVCS GROUP INC COM 693475105 11095 58163 SH OTR 1 0 58163 0 POOL CORP COM 73278L105 2523 5501 SH OTR 1 0 5501 0 POOL CORP COM 73278L105 372 810 SH SOLE 810 0 0 PPG INDS INC COM 693506107 832 4898 SH SOLE 4898 0 0 PPG INDS INC COM 693506107 5510 32458 SH OTR 1 0 32458 0 PPL CORP COM 69351T106 448 16023 SH SOLE 16023 0 0 PPL CORP COM 69351T106 2946 105336 SH OTR 1 0 105336 0 PRICE T ROWE GROUP INC COM 74144T108 6148 31057 SH OTR 1 0 31057 0 PRICE T ROWE GROUP INC COM 74144T108 914 4617 SH SOLE 4617 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 35742 32836000 PRN OTR 1 0 32836000 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 2813 2584000 PRN SOLE 2584000 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 2190 34652 SH OTR 1 0 34652 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 444 7029 SH SOLE 7029 0 0 PROCTER AND GAMBLE CO COM 742718109 6835 50657 SH SOLE 50657 0 0 PROCTER AND GAMBLE CO COM 742718109 45224 335166 SH OTR 1 0 335166 0 PROGRESSIVE CORP COM 743315103 7863 80059 SH OTR 1 0 80059 0 PROGRESSIVE CORP COM 743315103 1169 11907 SH SOLE 11907 0 0 PROLOGIS INC. COM 74340W103 1841 15399 SH SOLE 15399 0 0 PROLOGIS INC. COM 74340W103 12106 101276 SH OTR 1 0 101276 0 PROOFPOINT INC NOTE 0.250% 8/1 743424AF0 220 175000 PRN SOLE 175000 0 0 PRUDENTIAL FINL INC COM 744320102 5527 53939 SH OTR 1 0 53939 0 PRUDENTIAL FINL INC COM 744320102 828 8076 SH SOLE 8076 0 0 PTC INC COM 69370C100 319 2258 SH SOLE 2258 0 0 PTC INC COM 69370C100 2034 14401 SH OTR 1 0 14401 0 PUBLIC STORAGE COM 74460D109 946 3145 SH SOLE 3145 0 0 PUBLIC STORAGE COM 74460D109 6266 20840 SH OTR 1 0 20840 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4131 69148 SH OTR 1 0 69148 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 606 10143 SH SOLE 10143 0 0 PULTE GROUP INC COM 745867101 321 5882 SH SOLE 5882 0 0 PULTE GROUP INC COM 745867101 1976 36207 SH OTR 1 0 36207 0 PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 1895 134024 SH SOLE 134024 0 0 PVH CORPORATION COM 693656100 1046 9718 SH OTR 1 0 9718 0 PVH CORPORATION COM 693656100 135 1257 SH SOLE 1257 0 0 Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 129 70000 PRN SOLE 70000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 9440 7195000 PRN OTR 1 0 7195000 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 1000 762000 PRN SOLE 762000 0 0 QORVO INC COM 74736K101 3016 15413 SH OTR 1 0 15413 0 QORVO INC COM 74736K101 449 2294 SH SOLE 2294 0 0 QUALCOMM INC COM 747525103 22072 154424 SH OTR 1 0 154424 0 QUALCOMM INC COM 747525103 3326 23273 SH SOLE 23273 0 0 QUANTA SVCS INC COM 74762E102 1728 19076 SH OTR 1 0 19076 0 QUANTA SVCS INC COM 74762E102 223 2467 SH SOLE 2467 0 0 QUEST DIAGNOSTICS INC COM 74834L100 2360 17885 SH OTR 1 0 17885 0 QUEST DIAGNOSTICS INC COM 74834L100 371 2813 SH SOLE 2813 0 0 RALPH LAUREN CORP CL A 751212101 101 854 SH SOLE 854 0 0 RALPH LAUREN CORP CL A 751212101 777 6592 SH OTR 1 0 6592 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 21865 16548000 PRN OTR 1 0 16548000 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 856 648000 PRN SOLE 648000 0 0 RAPID7 INC NOTE 1.250% 8/0 753422AB0 125 55000 PRN SOLE 55000 0 0 RAYMOND JAMES FINL INC COM 754730109 2176 16750 SH OTR 1 0 16750 0 RAYMOND JAMES FINL INC COM 754730109 415 3192 SH SOLE 3192 0 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 17695 207418 SH OTR 1 0 207418 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 2633 30861 SH SOLE 30861 0 0 REALTY INCOME CORP COM 756109104 508 7614 SH SOLE 7614 0 0 REALTY INCOME CORP COM 756109104 3413 51142 SH OTR 1 0 51142 0 REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 80 80000 PRN SOLE 80000 0 0 REGENCY CTRS CORP COM 758849103 1383 21586 SH OTR 1 0 21586 0 REGENCY CTRS CORP COM 758849103 279 4349 SH SOLE 4349 0 0 REGENERON PHARMACEUTICALS COM 75886F107 8005 14332 SH OTR 1 0 14332 0 REGENERON PHARMACEUTICALS COM 75886F107 1203 2153 SH SOLE 2153 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 2656 131600 SH OTR 1 0 131600 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 418 20721 SH SOLE 20721 0 0 REPUBLIC SVCS INC COM 760759100 3171 28826 SH OTR 1 0 28826 0 REPUBLIC SVCS INC COM 760759100 443 4028 SH SOLE 4028 0 0 RESMED INC COM 761152107 734 2976 SH SOLE 2976 0 0 RESMED INC COM 761152107 4911 19922 SH OTR 1 0 19922 0 RH NOTE 9/1 74967XAD5 385 120000 PRN SOLE 120000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 152 138000 PRN OTR 4 24000 114000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 55256 49808000 PRN OTR 1 0 49808000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 4438 4000000 PRN SOLE 4000000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 8342 7554000 PRN DFND 1 7554000 0 0 ROBERT HALF INTL INC COM 770323103 1376 15461 SH OTR 1 0 15461 0 ROBERT HALF INTL INC COM 770323103 177 1995 SH SOLE 1995 0 0 ROCKWELL AUTOMATION INC COM 773903109 4541 15875 SH OTR 1 0 15875 0 ROCKWELL AUTOMATION INC COM 773903109 702 2455 SH SOLE 2455 0 0 ROLLINS INC COM 775711104 134 3916 SH SOLE 3916 0 0 ROLLINS INC COM 775711104 1035 30269 SH OTR 1 0 30269 0 ROPER TECHNOLOGIES INC COM 776696106 6774 14407 SH OTR 1 0 14407 0 ROPER TECHNOLOGIES INC COM 776696106 1018 2164 SH SOLE 2164 0 0 ROSS STORES INC COM 778296103 919 7414 SH SOLE 7414 0 0 ROSS STORES INC COM 778296103 6054 48820 SH OTR 1 0 48820 0 S&P GLOBAL INC COM 78409V104 1956 4766 SH SOLE 4766 0 0 S&P GLOBAL INC COM 78409V104 13536 32979 SH OTR 1 0 32979 0 SABA CAPITAL INCOME & OPRNT SHARES 78518H103 265 56194 SH SOLE 56194 0 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 392 215000 PRN SOLE 215000 0 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 5512 3020000 PRN OTR 1 0 3020000 0 SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 328 175000 PRN SOLE 175000 0 0 SALESFORCE COM INC COM 79466L302 30966 126770 SH OTR 1 0 126770 0 SALESFORCE COM INC COM 79466L302 4567 18696 SH SOLE 18696 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 178 135000 PRN SOLE 135000 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 4771 14970 SH OTR 1 0 14970 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 776 2436 SH SOLE 2436 0 0 SCHLUMBERGER LTD COM STK 806857108 930 29059 SH SOLE 29059 0 0 SCHLUMBERGER LTD COM STK 806857108 6128 191433 SH OTR 1 0 191433 0 SCHWAB CHARLES CORP COM 808513105 2174 29857 SH SOLE 29857 0 0 SCHWAB CHARLES CORP COM 808513105 14950 205331 SH OTR 1 0 205331 0 SEALED AIR CORP NEW COM 81211K100 159 2691 SH SOLE 2691 0 0 SEALED AIR CORP NEW COM 81211K100 1233 20808 SH OTR 1 0 20808 0 SEMPRA ENERGY COM 816851109 819 6179 SH SOLE 6179 0 0 SEMPRA ENERGY COM 816851109 5714 43134 SH OTR 1 0 43134 0 SERVICENOW INC COM 81762P102 14855 27031 SH OTR 1 0 27031 0 SERVICENOW INC COM 81762P102 2196 3996 SH SOLE 3996 0 0 SHERWIN WILLIAMS CO COM 824348106 1318 4838 SH SOLE 4838 0 0 SHERWIN WILLIAMS CO COM 824348106 8928 32768 SH OTR 1 0 32768 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 2496 1910000 PRN SOLE 1910000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 40402 30912000 PRN OTR 1 0 30912000 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 2414 1735000 PRN SOLE 1735000 0 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 32875 23629000 PRN OTR 1 0 23629000 0 SIMON PPTY GROUP INC NEW COM 828806109 5868 44976 SH OTR 1 0 44976 0 SIMON PPTY GROUP INC NEW COM 828806109 863 6617 SH SOLE 6617 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 4334 22601 SH OTR 1 0 22601 0 SKYWORKS SOLUTIONS INC COM 83088M102 657 3424 SH SOLE 3424 0 0 SLACK TECHNOLOGIES INC NOTE 0.500% 4/1 83088VAB8 26275 17293000 PRN OTR 1 0 17293000 0 SLACK TECHNOLOGIES INC NOTE 0.500% 4/1 83088VAB8 1323 871000 PRN SOLE 871000 0 0 SMITH A O CORP COM 831865209 172 2382 SH SOLE 2382 0 0 SMITH A O CORP COM 831865209 1327 18409 SH OTR 1 0 18409 0 SMUCKER J M CO COM NEW 832696405 1941 14978 SH OTR 1 0 14978 0 SMUCKER J M CO COM NEW 832696405 303 2339 SH SOLE 2339 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 1954 648000 PRN SOLE 648000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 3 1000 PRN OTR 1 0 1000 0 SNAP ON INC COM 833034101 1655 7408 SH OTR 1 0 7408 0 SNAP ON INC COM 833034101 214 958 SH SOLE 958 0 0 SOUTHERN CO COM 842587107 1286 21245 SH SOLE 21245 0 0 SOUTHERN CO COM 842587107 8770 144928 SH OTR 1 0 144928 0 SOUTHWEST AIRLS CO COM 844741108 4298 80960 SH OTR 1 0 80960 0 SOUTHWEST AIRLS CO COM 844741108 556 10472 SH SOLE 10472 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 9319 6154000 PRN DFND 1 6154000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 164 108000 PRN OTR 4 19000 89000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 80510 52989000 PRN OTR 1 0 52989000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 6152 4049000 PRN SOLE 4049000 0 0 SPDR GOLD TR GOLD SHS 78463V107 24900 150336 SH OTR 1 0 150336 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 771945 1803358 SH OTR 3 0 1803358 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 6132 14326 SH SOLE 14326 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 431 450000 PRN SOLE 450000 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 6276 6550000 PRN OTR 1 0 6550000 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 30638 26214000 PRN OTR 1 0 26214000 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 2444 2091000 PRN SOLE 2091000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 111 91000 PRN OTR 4 15000 76000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 6112 5010000 PRN DFND 1 5010000 0 0 SQUARE INC CL A 852234103 244 1000 SH SOLE 1000 0 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 10167 3249000 PRN DFND 1 3249000 0 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 191 61000 PRN OTR 4 10000 51000 0 STANLEY BLACK & DECKER INC COM 854502101 4532 22109 SH OTR 1 0 22109 0 STANLEY BLACK & DECKER INC COM 854502101 689 3360 SH SOLE 3360 0 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 41765 346400 SH OTR 1 0 346400 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 3026 25100 SH SOLE 25100 0 0 STARBUCKS CORP COM 855244109 18036 161310 SH OTR 1 0 161310 0 STARBUCKS CORP COM 855244109 2674 23914 SH SOLE 23914 0 0 STATE STR CORP COM 857477103 630 7658 SH SOLE 7658 0 0 STATE STR CORP COM 857477103 3917 47610 SH OTR 1 0 47610 0 STRYKER CORPORATION COM 863667101 11655 44872 SH OTR 1 0 44872 0 STRYKER CORPORATION COM 863667101 1715 6604 SH SOLE 6604 0 0 SUMMIT HOTEL PPTYS INC NOTE 1.500% 2/1 866082AA8 1151 1112000 PRN SOLE 1112000 0 0 SUMMIT HOTEL PPTYS INC NOTE 1.500% 2/1 866082AA8 14476 13980000 PRN OTR 1 0 13980000 0 SVB FINANCIAL GROUP COM 78486Q101 4138 7436 SH OTR 1 0 7436 0 SVB FINANCIAL GROUP COM 78486Q101 647 1162 SH SOLE 1162 0 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 242 115000 PRN SOLE 115000 0 0 SYNCHRONY FINANCIAL COM 87165B103 604 12440 SH SOLE 12440 0 0 SYNCHRONY FINANCIAL COM 87165B103 3593 74048 SH OTR 1 0 74048 0 SYNOPSYS INC COM 871607107 828 3001 SH SOLE 3001 0 0 SYNOPSYS INC COM 871607107 5760 20885 SH OTR 1 0 20885 0 SYSCO CORP COM 871829107 5445 70036 SH OTR 1 0 70036 0 SYSCO CORP COM 871829107 868 11158 SH SOLE 11158 0 0 TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 77 75000 PRN SOLE 75000 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 30764 256028 SH OTR 1 0 256028 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 17968 149537 SH SOLE 149537 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2803 15833 SH OTR 1 0 15833 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 433 2448 SH SOLE 2448 0 0 TALOS ENERGY INC COM 87484T108 9049 578577 SH SOLE 578577 0 0 TALOS ENERGY INC COM 87484T108 43848 2803590 SH OTR 1 0 2803590 0 TALOS ENERGY INC COM 87484T108 97 6187 SH OTR 5 0 6187 0 TAPESTRY INC COM 876030107 215 4938 SH SOLE 4938 0 0 TAPESTRY INC COM 876030107 1660 38176 SH OTR 1 0 38176 0 TARGET CORP COM 87612E106 2529 10460 SH SOLE 10460 0 0 TARGET CORP COM 87612E106 16373 67729 SH OTR 1 0 67729 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 65024 57830000 PRN OTR 1 0 57830000 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 9311 8318000 PRN DFND 1 8318000 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 4964 4415000 PRN SOLE 4415000 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 156 139000 PRN OTR 4 13000 126000 0 TELEDYNE TECHNOLOGIES INC COM 879360105 386 922 SH SOLE 922 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 2663 6358 SH OTR 1 0 6358 0 TELEFLEX INCORPORATED COM 879369106 413 1028 SH SOLE 1028 0 0 TELEFLEX INCORPORATED COM 879369106 8229 20480 SH OTR 1 0 20480 0 TERADYNE INC COM 880770102 408 3047 SH SOLE 3047 0 0 TERADYNE INC COM 880770102 3052 22782 SH OTR 1 0 22782 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 615 145000 PRN SOLE 145000 0 0 TESLA INC COM 88160R101 10669 15696 SH SOLE 15696 0 0 TESLA INC COM 88160R101 71712 105505 SH OTR 1 0 105505 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 897 82000 PRN SOLE 82000 0 0 TEXAS INSTRS INC COM 882508104 24313 126432 SH OTR 1 0 126432 0 TEXAS INSTRS INC COM 882508104 3606 18753 SH SOLE 18753 0 0 TEXTRON INC COM 883203101 395 5737 SH SOLE 5737 0 0 TEXTRON INC COM 883203101 2125 30899 SH OTR 1 0 30899 0 THERMO FISHER SCIENTIFIC INC COM 883556102 4066 8059 SH SOLE 8059 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 27143 53805 SH OTR 1 0 53805 0 TJX COS INC NEW COM 872540109 1662 24654 SH SOLE 24654 0 0 TJX COS INC NEW COM 872540109 11131 165102 SH OTR 1 0 165102 0 T-MOBILE US INC COM 872590104 1677 11577 SH SOLE 11577 0 0 T-MOBILE US INC COM 872590104 11619 80227 SH OTR 1 0 80227 0 TRACTOR SUPPLY CO COM 892356106 473 2540 SH SOLE 2540 0 0 TRACTOR SUPPLY CO COM 892356106 2936 15779 SH OTR 1 0 15779 0 TRANSDIGM GROUP INC COM 893641100 4864 7515 SH OTR 1 0 7515 0 TRANSDIGM GROUP INC COM 893641100 694 1072 SH SOLE 1072 0 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 122 135000 PRN SOLE 135000 0 0 TRAVELERS COMPANIES INC COM 89417E109 5155 34431 SH OTR 1 0 34431 0 TRAVELERS COMPANIES INC COM 89417E109 742 4953 SH SOLE 4953 0 0 TRIMBLE INC COM 896239100 437 5337 SH SOLE 5337 0 0 TRIMBLE INC COM 896239100 2807 34303 SH OTR 1 0 34303 0 TRUIST FINL CORP COM 89832Q109 10219 184130 SH OTR 1 0 184130 0 TRUIST FINL CORP COM 89832Q109 1538 27719 SH SOLE 27719 0 0 TURNING PT BRANDS INC COM 90041L105 311 6802 SH OTR 1 0 6802 0 TWITTER INC COM 90184L102 7519 109265 SH OTR 1 0 109265 0 TWITTER INC COM 90184L102 1120 16282 SH SOLE 16282 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 378 275000 PRN SOLE 275000 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 260 255000 PRN SOLE 255000 0 0 TYLER TECHNOLOGIES INC COM 902252105 372 822 SH SOLE 822 0 0 TYLER TECHNOLOGIES INC COM 902252105 2523 5577 SH OTR 1 0 5577 0 TYSON FOODS INC CL A 902494103 465 6307 SH SOLE 6307 0 0 TYSON FOODS INC CL A 902494103 2972 40291 SH OTR 1 0 40291 0 UDR INC COM 902653104 1987 40568 SH OTR 1 0 40568 0 UDR INC COM 902653104 379 7734 SH SOLE 7734 0 0 ULTA BEAUTY INC COM 90384S303 405 1170 SH SOLE 1170 0 0 ULTA BEAUTY INC COM 90384S303 2592 7496 SH OTR 1 0 7496 0 UNDER ARMOUR INC CL A 904311107 71 3335 SH SOLE 3335 0 0 UNDER ARMOUR INC CL A 904311107 545 25780 SH OTR 1 0 25780 0 UNDER ARMOUR INC CL C 904311206 495 26635 SH OTR 1 0 26635 0 UNDER ARMOUR INC CL C 904311206 64 3445 SH SOLE 3445 0 0 UNION PAC CORP COM 907818108 20001 90944 SH OTR 1 0 90944 0 UNION PAC CORP COM 907818108 2983 13562 SH SOLE 13562 0 0 UNITED AIRLS HLDGS INC COM 910047109 2316 44298 SH OTR 1 0 44298 0 UNITED AIRLS HLDGS INC COM 910047109 300 5730 SH SOLE 5730 0 0 UNITED PARCEL SERVICE INC CL B 911312106 20594 99023 SH OTR 1 0 99023 0 UNITED PARCEL SERVICE INC CL B 911312106 3163 15207 SH SOLE 15207 0 0 UNITED RENTALS INC COM 911363109 3161 9908 SH OTR 1 0 9908 0 UNITED RENTALS INC COM 911363109 473 1482 SH SOLE 1482 0 0 UNITED STATES STL CORP NEW NOTE 5.000%11/0 912909AT5 109 54000 PRN SOLE 54000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 51734 129193 SH OTR 1 0 129193 0 UNITEDHEALTH GROUP INC COM 91324P102 7732 19309 SH SOLE 19309 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 201 1376 SH SOLE 1376 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 1559 10647 SH OTR 1 0 10647 0 UNUM GROUP COM 91529Y106 102 3602 SH SOLE 3602 0 0 UNUM GROUP COM 91529Y106 791 27845 SH OTR 1 0 27845 0 US BANCORP DEL COM NEW 902973304 1550 27203 SH SOLE 27203 0 0 US BANCORP DEL COM NEW 902973304 10573 185584 SH OTR 1 0 185584 0 V F CORP COM 918204108 541 6595 SH SOLE 6595 0 0 V F CORP COM 918204108 3612 44022 SH OTR 1 0 44022 0 VALERO ENERGY CORP COM 91913Y100 741 9488 SH SOLE 9488 0 0 VALERO ENERGY CORP COM 91913Y100 4369 55960 SH OTR 1 0 55960 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 393485 999910 SH OTR 3 0 999910 0 VANGUARD INDEX FDS VALUE ETF 922908744 5053 36762 SH OTR 1 0 36762 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 96 95000 PRN SOLE 95000 0 0 VENTAS INC COM 92276F100 442 7742 SH SOLE 7742 0 0 VENTAS INC COM 92276F100 2932 51357 SH OTR 1 0 51357 0 VERISIGN INC COM 92343E102 490 2154 SH SOLE 2154 0 0 VERISIGN INC COM 92343E102 3089 13567 SH OTR 1 0 13567 0 VERISK ANALYTICS INC COM 92345Y106 3877 22190 SH OTR 1 0 22190 0 VERISK ANALYTICS INC COM 92345Y106 554 3170 SH SOLE 3170 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 31757 566779 SH OTR 1 0 566779 0 VERIZON COMMUNICATIONS INC COM 92343V104 4698 83855 SH SOLE 83855 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 7146 35439 SH OTR 1 0 35439 0 VERTEX PHARMACEUTICALS INC COM 92532F100 1065 5284 SH SOLE 5284 0 0 VIACOMCBS INC CL B 92556H206 571 12627 SH SOLE 12627 0 0 VIACOMCBS INC CL B 92556H206 3747 82906 SH OTR 1 0 82906 0 VIATRIS INC COM 92556V106 2365 165467 SH OTR 1 0 165467 0 VIATRIS INC COM 92556V106 357 24963 SH SOLE 24963 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 2375 1681000 PRN SOLE 1681000 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 4451 3158000 PRN DFND 1 3158000 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 79 56000 PRN OTR 4 11000 45000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 40715 28812000 PRN OTR 1 0 28812000 0 VISA INC COM CL A 92826C839 54155 231610 SH OTR 1 0 231610 0 VISA INC COM CL A 92826C839 7928 33907 SH SOLE 33907 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 142 135000 PRN SOLE 135000 0 0 VISTRA CORP COM 92840M102 320 13918 SH OTR 2 0 13918 0 VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 41 30000 PRN SOLE 30000 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 14823 13239000 PRN OTR 1 0 13239000 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 956 854000 PRN SOLE 854000 0 0 VORNADO RLTY TR SH BEN INT 929042109 1001 21448 SH OTR 1 0 21448 0 VORNADO RLTY TR SH BEN INT 929042109 129 2774 SH SOLE 2774 0 0 VULCAN MATLS CO COM 929160109 479 2749 SH SOLE 2749 0 0 VULCAN MATLS CO COM 929160109 3161 18162 SH OTR 1 0 18162 0 WABTEC COM 929740108 1997 24268 SH OTR 1 0 24268 0 WABTEC COM 929740108 299 3632 SH SOLE 3632 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 5167 98219 SH OTR 1 0 98219 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 779 14804 SH SOLE 14804 0 0 WALMART INC COM 931142103 3959 28075 SH SOLE 28075 0 0 WALMART INC COM 931142103 26508 187972 SH OTR 1 0 187972 0 WASTE MGMT INC DEL COM 94106L109 7449 53166 SH OTR 1 0 53166 0 WASTE MGMT INC DEL COM 94106L109 1076 7677 SH SOLE 7677 0 0 WATERS CORP COM 941848103 447 1293 SH SOLE 1293 0 0 WATERS CORP COM 941848103 2919 8446 SH OTR 1 0 8446 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 562 255000 PRN SOLE 255000 0 0 WEC ENERGY GROUP INC COM 92939U106 541 6085 SH SOLE 6085 0 0 WEC ENERGY GROUP INC COM 92939U106 3841 43184 SH OTR 1 0 43184 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 109983 20357000 PRN OTR 1 0 20357000 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 7796 1443000 PRN SOLE 1443000 0 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 308 57000 PRN OTR 4 10000 47000 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 16479 3053000 PRN DFND 1 3053000 0 0 WELLS FARGO CO NEW COM 949746101 3801 83922 SH SOLE 83922 0 0 WELLS FARGO CO NEW COM 949746101 25629 565890 SH OTR 1 0 565890 0 WELLTOWER INC COM 95040Q104 4750 57160 SH OTR 1 0 57160 0 WELLTOWER INC COM 95040Q104 714 8593 SH SOLE 8593 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 3629 10106 SH OTR 1 0 10106 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 542 1508 SH SOLE 1508 0 0 WESTERN ASSET EMERGING MKTS COM 95766A101 186 13258 SH SOLE 13258 0 0 WESTERN ASSET HIGH INCOME OP COM 95766K109 1275 241565 SH SOLE 241565 0 0 WESTERN AST INFL LKD OPP & I COM 95766R104 189 14400 SH SOLE 14400 0 0 WESTERN DIGITAL CORP. COM 958102105 450 6326 SH SOLE 6326 0 0 WESTERN DIGITAL CORP. COM 958102105 2986 41953 SH OTR 1 0 41953 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4973 4634000 PRN OTR 1 0 4634000 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 1060 988000 PRN SOLE 988000 0 0 WESTERN UN CO COM 959802109 1290 56164 SH OTR 1 0 56164 0 WESTERN UN CO COM 959802109 259 11276 SH SOLE 11276 0 0 WESTROCK CO COM 96145D105 1939 36432 SH OTR 1 0 36432 0 WESTROCK CO COM 96145D105 304 5712 SH SOLE 5712 0 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 543 15767 SH SOLE 15767 0 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 3530 102569 SH OTR 1 0 102569 0 WHIRLPOOL CORP COM 963320106 1871 8580 SH OTR 1 0 8580 0 WHIRLPOOL CORP COM 963320106 285 1309 SH SOLE 1309 0 0 WHITING PETE CORP NEW COM NEW 966387508 21095 386709 SH OTR 1 0 386709 0 WHITING PETE CORP NEW COM NEW 966387508 3809 69831 SH SOLE 69831 0 0 WILLIAMS COS INC COM 969457100 661 24909 SH SOLE 24909 0 0 WILLIAMS COS INC COM 969457100 4415 166303 SH OTR 1 0 166303 0 WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 97 75000 PRN SOLE 75000 0 0 WIX COM LTD NOTE 7/0 92940WAB5 39093 18982000 PRN OTR 1 0 18982000 0 WIX COM LTD NOTE 7/0 92940WAB5 1678 815000 PRN SOLE 815000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 8269 5002000 PRN DFND 1 5002000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 149 90000 PRN OTR 4 14000 76000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 2573 1552000 PRN SOLE 1552000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 30735 18536000 PRN OTR 1 0 18536000 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 122 80000 PRN SOLE 80000 0 0 WYNN RESORTS LTD COM 983134107 1759 14379 SH OTR 1 0 14379 0 WYNN RESORTS LTD COM 983134107 277 2261 SH SOLE 2261 0 0 XCEL ENERGY INC COM 98389B100 4854 73681 SH OTR 1 0 73681 0 XCEL ENERGY INC COM 98389B100 720 10929 SH SOLE 10929 0 0 XILINX INC COM 983919101 716 4953 SH SOLE 4953 0 0 XILINX INC COM 983919101 4868 33655 SH OTR 1 0 33655 0 XYLEM INC COM 98419M100 443 3689 SH SOLE 3689 0 0 XYLEM INC COM 98419M100 2957 24651 SH OTR 1 0 24651 0 YUM BRANDS INC COM 988498101 699 6075 SH SOLE 6075 0 0 YUM BRANDS INC COM 988498101 4691 40783 SH OTR 1 0 40783 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 607 1147 SH SOLE 1147 0 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 3879 7326 SH OTR 1 0 7326 0 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 20692 14160000 PRN OTR 1 0 14160000 0 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 1515 1037000 PRN SOLE 1037000 0 0 ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 809 519000 PRN SOLE 519000 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 690 4292 SH SOLE 4292 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 4590 28541 SH OTR 1 0 28541 0 ZIONS BANCORPORATION N A COM 989701107 154 2904 SH SOLE 2904 0 0 ZIONS BANCORPORATION N A COM 989701107 1186 22445 SH OTR 1 0 22445 0 ZOETIS INC CL A 98978V103 1827 9806 SH SOLE 9806 0 0 ZOETIS INC CL A 98978V103 12113 64996 SH OTR 1 0 64996 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 84 61000 PRN OTR 4 10000 51000 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 4681 3401000 PRN DFND 1 3401000 0 0