0001085146-21-003114.txt : 20211112 0001085146-21-003114.hdr.sgml : 20211112 20211112095458 ACCESSION NUMBER: 0001085146-21-003114 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211112 DATE AS OF CHANGE: 20211112 EFFECTIVENESS DATE: 20211112 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: 211400766 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 09-30-2021 09-30-2021 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 11-02-2021 7 1395 9421484 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 1976 11266 SH SOLE 11266 0 0 3M CO COM 88579Y101 13558 77290 SH OTR 1 0 77290 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 56 50000 PRN SOLE 50000 0 0 ABBOTT LABS COM 002824100 4121 34888 SH SOLE 34888 0 0 ABBOTT LABS COM 002824100 27893 236124 SH OTR 1 0 236124 0 ABBVIE INC COM 00287Y109 25403 235498 SH OTR 1 0 235498 0 ABBVIE INC COM 00287Y109 3764 34890 SH SOLE 34890 0 0 ABIOMED INC COM 003654100 280 860 SH SOLE 860 0 0 ABIOMED INC COM 003654100 1963 6029 SH OTR 1 0 6029 0 ACTIVISION BLIZZARD INC COM 00507V109 8018 103604 SH OTR 1 0 103604 0 ACTIVISION BLIZZARD INC COM 00507V109 1176 15191 SH SOLE 15191 0 0 ADOBE SYSTEMS INCORPORATED COM 00724F101 5348 9290 SH SOLE 9290 0 0 ADOBE SYSTEMS INCORPORATED COM 00724F101 36531 63453 SH OTR 1 0 63453 0 ADVANCE AUTO PARTS INC COM 00751Y106 282 1352 SH SOLE 1352 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 1822 8722 SH OTR 1 0 8722 0 ADVANCED MICRO DEVICES INC COM 007903107 16670 162004 SH OTR 1 0 162004 0 ADVANCED MICRO DEVICES INC COM 007903107 2435 23667 SH SOLE 23667 0 0 AERIE PHARMACEUTICALS INC NOTE 1.500%10/0 00771VAB4 69 76000 PRN SOLE 76000 0 0 AES CORP COM 00130H105 323 14140 SH SOLE 14140 0 0 AES CORP COM 00130H105 2030 88936 SH OTR 1 0 88936 0 AES CORP UNIT 99/99/9999 00130H204 1474 15200 SH SOLE 15200 0 0 AES CORP UNIT 99/99/9999 00130H204 8219 85261 SH DFND 1 0 85261 0 AES CORP UNIT 99/99/9999 00130H204 136 1406 SH OTR 4 0 1406 0 AES CORP UNIT 99/99/9999 00130H204 28874 297700 SH OTR 1 0 297700 0 AFLAC INC COM 001055102 614 11782 SH SOLE 11782 0 0 AFLAC INC COM 001055102 4285 82190 SH OTR 1 0 82190 0 AGILENT TECHNOLOGIES INC COM 00846U101 947 6013 SH SOLE 6013 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 6374 40459 SH OTR 1 0 40459 0 AIR PRODS & CHEMS INC COM 009158106 1083 4229 SH SOLE 4229 0 0 AIR PRODS & CHEMS INC COM 009158106 7557 29508 SH OTR 1 0 29508 0 AIR TRANS SVCS GROUP INC NOTE 1.125%10/1 00922RAB1 70 65000 PRN SOLE 65000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 2273 21728 SH OTR 1 0 21728 0 AKAMAI TECHNOLOGIES INC COM 00971T101 329 3146 SH SOLE 3146 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 676 555000 PRN SOLE 555000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 6244 5144000 PRN DFND 1 0 5144000 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 102 84000 PRN OTR 4 0 84000 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 38197 34826000 PRN OTR 1 0 34826000 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 2585 2357000 PRN SOLE 2357000 0 0 ALASKA AIR GROUP INC COM 011659109 969 16535 SH OTR 1 0 16535 0 ALASKA AIR GROUP INC COM 011659109 122 2089 SH SOLE 2089 0 0 ALBEMARLE CORP COM 012653101 496 2267 SH SOLE 2267 0 0 ALBEMARLE CORP COM 012653101 3408 15563 SH OTR 1 0 15563 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3495 18291 SH OTR 1 0 18291 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 537 2812 SH SOLE 2812 0 0 ALIGN TECHNOLOGY INC COM 016255101 955 1435 SH SOLE 1435 0 0 ALIGN TECHNOLOGY INC COM 016255101 6513 9787 SH OTR 1 0 9787 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 94 70000 PRN SOLE 70000 0 0 ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 828 67463 SH SOLE 67463 0 0 ALLIANT ENERGY CORP COM 018802108 286 5113 SH SOLE 5113 0 0 ALLIANT ENERGY CORP COM 018802108 1867 33353 SH OTR 1 0 33353 0 ALLSTATE CORP COM 020002101 760 5973 SH SOLE 5973 0 0 ALLSTATE CORP COM 020002101 5014 39382 SH OTR 1 0 39382 0 ALPHABET INC CAP STK CL A 02079K305 15982 5978 SH SOLE 5978 0 0 ALPHABET INC CAP STK CL A 02079K305 107208 40100 SH OTR 1 0 40100 0 ALPHABET INC CAP STK CL C 02079K107 100021 37527 SH OTR 1 0 37527 0 ALPHABET INC CAP STK CL C 02079K107 14526 5450 SH SOLE 5450 0 0 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 138 145000 PRN SOLE 145000 0 0 ALTRIA GROUP INC COM 02209S103 11180 245615 SH OTR 1 0 245615 0 ALTRIA GROUP INC COM 02209S103 854 18750 SH SOLE 18750 0 0 AMAZON COM INC COM 023135106 28192 8582 SH SOLE 8582 0 0 AMAZON COM INC COM 023135106 190565 58010 SH OTR 1 0 58010 0 AMEREN CORP COM 023608102 2760 34075 SH OTR 1 0 34075 0 AMEREN CORP COM 023608102 389 4807 SH SOLE 4807 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 21365 13935000 PRN OTR 1 0 13935000 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 860 561000 PRN SOLE 561000 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 222 10806 SH SOLE 10806 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 1755 85521 SH OTR 1 0 85521 0 AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 1247 406000 PRN SOLE 406000 0 0 AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 16751 5453000 PRN OTR 1 0 5453000 0 AMERICAN ELEC PWR CO INC COM 025537101 789 9720 SH SOLE 9720 0 0 AMERICAN ELEC PWR CO INC COM 025537101 5409 66635 SH OTR 1 0 66635 0 AMERICAN EXPRESS CO COM 025816109 14358 85707 SH OTR 1 0 85707 0 AMERICAN EXPRESS CO COM 025816109 2111 12598 SH SOLE 12598 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 920 16757 SH SOLE 16757 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 6281 114420 SH OTR 1 0 114420 0 AMERICAN TOWER CORP NEW COM 03027X100 16091 60627 SH OTR 1 0 60627 0 AMERICAN TOWER CORP NEW COM 03027X100 2339 8811 SH SOLE 8811 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 4090 24196 SH OTR 1 0 24196 0 AMERICAN WTR WKS CO INC NEW COM 030420103 601 3557 SH SOLE 3557 0 0 AMERIPRISE FINL INC COM 03076C106 611 2314 SH SOLE 2314 0 0 AMERIPRISE FINL INC COM 03076C106 4001 15150 SH OTR 1 0 15150 0 AMERISOURCEBERGEN CORP COM 03073E105 357 2991 SH SOLE 2991 0 0 AMERISOURCEBERGEN CORP COM 03073E105 2356 19720 SH OTR 1 0 19720 0 AMETEK INC COM 031100100 557 4490 SH SOLE 4490 0 0 AMETEK INC COM 031100100 3818 30789 SH OTR 1 0 30789 0 AMGEN INC COM 031162100 2460 11570 SH SOLE 11570 0 0 AMGEN INC COM 031162100 16083 75633 SH OTR 1 0 75633 0 AMPHENOL CORP NEW CL A 032095101 869 11869 SH SOLE 11869 0 0 AMPHENOL CORP NEW CL A 032095101 5835 79682 SH OTR 1 0 79682 0 ANALOG DEVICES INC COM 032654105 12011 71718 SH OTR 1 0 71718 0 ANALOG DEVICES INC COM 032654105 1769 10565 SH SOLE 10565 0 0 ANNALY CAPITAL MANAGEMENT IN COM 035710409 1208 143472 SH SOLE 143472 0 0 ANSYS INC COM 03662Q105 3956 11620 SH OTR 1 0 11620 0 ANSYS INC COM 03662Q105 568 1668 SH SOLE 1668 0 0 ANTHEM INC COM 036752103 1782 4779 SH SOLE 4779 0 0 ANTHEM INC COM 036752103 12106 32474 SH OTR 1 0 32474 0 ANTHEM INC NOTE 2.750%10/1 94973VBG1 5679 1075000 PRN SOLE 1075000 0 0 ANTHEM INC NOTE 2.750%10/1 94973VBG1 80007 15144000 PRN OTR 1 0 15144000 0 APA CORPORATION COM 03743Q108 1078 50299 SH OTR 1 0 50299 0 APA CORPORATION COM 03743Q108 136 6357 SH SOLE 6357 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 14976 12065000 PRN OTR 1 0 12065000 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 50 41000 PRN OTR 4 0 41000 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 1449 1167000 PRN SOLE 1167000 0 0 APELLIS PHARMACEUTICALS INC NOTE 3.500% 9/1 03753UAB2 3166 2582000 PRN DFND 1 0 2582000 0 APPLE INC COM 037833100 43942 310544 SH SOLE 310544 0 0 APPLE INC COM 037833100 295953 2091541 SH OTR 1 0 2091541 0 APPLIED MATLS INC COM 038222105 15671 121734 SH OTR 1 0 121734 0 APPLIED MATLS INC COM 038222105 2303 17887 SH SOLE 17887 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 4470 74494 SH OTR 1 0 74494 0 ARCHER DANIELS MIDLAND CO COM 039483102 673 11213 SH SOLE 11213 0 0 ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 1015 946000 PRN OTR 1 0 946000 0 ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 397 370000 PRN SOLE 370000 0 0 ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 29582 26650000 PRN OTR 1 0 26650000 0 ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 14989 13504000 PRN SOLE 13504000 0 0 ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 194 175000 PRN OTR 5 0 175000 0 ARES DYNAMIC CR ALLOCATION F COM 04014F102 437 27018 SH SOLE 27018 0 0 ARISTA NETWORKS INC COM 040413106 2564 7460 SH OTR 1 0 7460 0 ARISTA NETWORKS INC COM 040413106 389 1132 SH SOLE 1132 0 0 ASSURANT INC COM 04621X108 1274 8075 SH OTR 1 0 8075 0 ASSURANT INC COM 04621X108 161 1020 SH SOLE 1020 0 0 AT&T INC COM 00206R102 25714 952010 SH OTR 1 0 952010 0 AT&T INC COM 00206R102 3843 142266 SH SOLE 142266 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 42546 29229000 PRN OTR 1 0 29229000 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 2891 1986000 PRN SOLE 1986000 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 5808 4917000 PRN DFND 1 0 4917000 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 92 78000 PRN OTR 4 0 78000 0 ATMOS ENERGY CORP COM 049560105 229 2602 SH SOLE 2602 0 0 ATMOS ENERGY CORP COM 049560105 1537 17423 SH OTR 1 0 17423 0 AUTODESK INC COM 052769106 8366 29336 SH OTR 1 0 29336 0 AUTODESK INC COM 052769106 1250 4384 SH SOLE 4384 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 1653 8268 SH SOLE 8268 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 11265 56350 SH OTR 1 0 56350 0 AUTOZONE INC COM 053332102 4895 2883 SH OTR 1 0 2883 0 AUTOZONE INC COM 053332102 703 414 SH SOLE 414 0 0 AVALONBAY CMNTYS INC COM 053484101 4126 18614 SH OTR 1 0 18614 0 AVALONBAY CMNTYS INC COM 053484101 610 2752 SH SOLE 2752 0 0 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 89 85000 PRN SOLE 85000 0 0 AVERY DENNISON CORP COM 053611109 2290 11052 SH OTR 1 0 11052 0 AVERY DENNISON CORP COM 053611109 323 1559 SH SOLE 1559 0 0 BAIDU INC SPON ADR REP A 056752108 222 1447 SH SOLE 1447 0 0 BAKER HUGHES COMPANY CL A 05722G100 2729 110347 SH OTR 1 0 110347 0 BAKER HUGHES COMPANY CL A 05722G100 384 15539 SH SOLE 15539 0 0 BALL CORP COM 058498106 570 6330 SH SOLE 6330 0 0 BALL CORP COM 058498106 3938 43767 SH OTR 1 0 43767 0 BANK NEW YORK MELLON CORP COM 064058100 830 16004 SH SOLE 16004 0 0 BANK NEW YORK MELLON CORP COM 064058100 5483 105770 SH OTR 1 0 105770 0 BATH & BODY WORKS INC COM 070830104 2223 35273 SH OTR 1 0 35273 0 BATH & BODY WORKS INC COM 070830104 350 5545 SH SOLE 5545 0 0 BAXTER INTL INC COM 071813109 786 9772 SH SOLE 9772 0 0 BAXTER INTL INC COM 071813109 5393 67048 SH OTR 1 0 67048 0 BECTON DICKINSON & CO COM 075887109 9403 38251 SH OTR 1 0 38251 0 BECTON DICKINSON & CO COM 075887109 1360 5532 SH SOLE 5532 0 0 BERKLEY W R CORP COM 084423102 202 2757 SH SOLE 2757 0 0 BERKLEY W R CORP COM 084423102 1365 18650 SH OTR 1 0 18650 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 9513 34852 SH SOLE 34852 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 67387 246893 SH OTR 1 0 246893 0 BEST BUY INC COM 086516101 3142 29722 SH OTR 1 0 29722 0 BEST BUY INC COM 086516101 491 4642 SH SOLE 4642 0 0 BIO RAD LABS INC CL A 090572207 345 463 SH SOLE 463 0 0 BIO RAD LABS INC CL A 090572207 2142 2872 SH OTR 1 0 2872 0 BIOGEN INC COM 09062X103 874 3088 SH SOLE 3088 0 0 BIOGEN INC COM 09062X103 5617 19850 SH OTR 1 0 19850 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 193 189000 PRN OTR 4 0 189000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 36904 35980000 PRN OTR 1 0 35980000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 11857 11588000 PRN DFND 1 0 11588000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 2644 2578000 PRN SOLE 2578000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 34539 34339000 PRN OTR 1 0 34339000 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 2174 2161000 PRN SOLE 2161000 0 0 BIO-TECHNE CORP COM 09073M104 407 840 SH SOLE 840 0 0 BIO-TECHNE CORP COM 09073M104 2512 5183 SH OTR 1 0 5183 0 BK OF AMERICA CORP COM 060505104 70153 1652596 SH OTR 1 0 1652596 0 BK OF AMERICA CORP COM 060505104 6210 146293 SH SOLE 146293 0 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 151 90000 PRN SOLE 90000 0 0 BLACKROCK CALIF MUN INCOME T SH BEN INT 09248E102 895 60663 SH SOLE 60663 0 0 BLACKROCK CORPOR HI YLD FD I COM 09255P107 772 63317 SH SOLE 63317 0 0 BLACKROCK INC COM 09247X101 15981 19055 SH OTR 1 0 19055 0 BLACKROCK INC COM 09247X101 2354 2807 SH SOLE 2807 0 0 BLACKROCK MUN INCOME QUALITY COM 092479104 0 0 SH SOLE 0 0 0 BLACKROCK MUN INCOME QUALITY COM 092479104 335 21958 SH OTR 1 0 21958 0 BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 10906 427334 SH OTR 1 0 427334 0 BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 29141 1141899 SH SOLE 1141899 0 0 BLACKROCK MUNICIPAL INCOME COM 09253X102 25044 1646525 SH SOLE 1646525 0 0 BLACKROCK MUNICIPAL INCOME COM 09253X102 3310 217613 SH OTR 1 0 217613 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 5798 370721 SH OTR 1 0 370721 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 15846 1013162 SH SOLE 1013162 0 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 7635 525108 SH OTR 1 0 525108 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 12411 853580 SH SOLE 853580 0 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 15436 985087 SH SOLE 985087 0 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 9728 620785 SH OTR 1 0 620785 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 717 49380 SH OTR 1 0 49380 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 814 56083 SH SOLE 56083 0 0 BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 2398 146484 SH OTR 1 0 146484 0 BLACKROCK MUNIHOLDINGS FD IN COM 09253N104 10053 614107 SH SOLE 614107 0 0 BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 7496 543595 SH OTR 1 0 543595 0 BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 6493 470854 SH SOLE 470854 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254G108 8463 588091 SH OTR 1 0 588091 0 BLACKROCK MUNIYIELD QUALITY COM 09254G108 9179 637895 SH SOLE 637895 0 0 BLACKROCK MUNIYILD QULT FD I COM 09254F100 4653 287227 SH OTR 1 0 287227 0 BLACKROCK MUNIYILD QULT FD I COM 09254F100 3191 196959 SH SOLE 196959 0 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 4299 277877 SH OTR 1 0 277877 0 BLACKROCK MUNIYLD MICH QLTY COM 09254V105 13852 895414 SH SOLE 895414 0 0 BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 1240 80806 SH SOLE 80806 0 0 BLACKROCK N Y MUN INCOME TRU SH BEN INT 09248L106 604 39397 SH OTR 1 0 39397 0 BLACKSTONE INC COM 09260D107 221 1900 SH SOLE 1900 0 0 BLOOMIN BRANDS INC NOTE 5.000% 5/0 094235AB4 115 51000 PRN SOLE 51000 0 0 BOEING CO COM 097023105 16121 73297 SH OTR 1 0 73297 0 BOEING CO COM 097023105 2349 10682 SH SOLE 10682 0 0 BOOKING HOLDINGS INC COM 09857L108 12995 5474 SH OTR 1 0 5474 0 BOOKING HOLDINGS INC COM 09857L108 1878 791 SH SOLE 791 0 0 BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 30944 21000000 PRN OTR 1 0 21000000 0 BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 2892 1963000 PRN SOLE 1963000 0 0 BORGWARNER INC COM 099724106 175 4041 SH SOLE 4041 0 0 BORGWARNER INC COM 099724106 1382 31981 SH OTR 1 0 31981 0 BOSTON PROPERTIES INC COM 101121101 313 2893 SH SOLE 2893 0 0 BOSTON PROPERTIES INC COM 101121101 2052 18938 SH OTR 1 0 18938 0 BOSTON SCIENTIFIC CORP COM 101137107 1199 27639 SH SOLE 27639 0 0 BOSTON SCIENTIFIC CORP COM 101137107 8220 189456 SH OTR 1 0 189456 0 BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 19171 13870000 PRN OTR 1 0 13870000 0 BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 1024 741000 PRN SOLE 741000 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 2549 43087 SH SOLE 43087 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 17512 295967 SH OTR 1 0 295967 0 BROADCOM INC COM 11135F101 26498 54643 SH OTR 1 0 54643 0 BROADCOM INC COM 11135F101 3929 8102 SH SOLE 8102 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 393 2357 SH SOLE 2357 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2580 15484 SH OTR 1 0 15484 0 BROWN & BROWN INC COM 115236101 262 4732 SH SOLE 4732 0 0 BROWN & BROWN INC COM 115236101 1726 31131 SH OTR 1 0 31131 0 BROWN FORMAN CORP CL B 115637209 1629 24314 SH OTR 1 0 24314 0 BROWN FORMAN CORP CL B 115637209 273 4073 SH SOLE 4073 0 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 142 98000 PRN OTR 4 0 98000 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 49826 34186000 PRN OTR 1 0 34186000 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 8792 6053000 PRN DFND 1 0 6053000 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 4085 2803000 PRN SOLE 2803000 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1543 17732 SH OTR 1 0 17732 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 238 2740 SH SOLE 2740 0 0 CABOT OIL & GAS CORP COM 127097103 146 6720 SH SOLE 6720 0 0 CABOT OIL & GAS CORP COM 127097103 1157 53175 SH OTR 1 0 53175 0 CADENCE DESIGN SYSTEM INC COM 127387108 831 5488 SH SOLE 5488 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 5619 37102 SH OTR 1 0 37102 0 CAESARS ENTERTAINMENT INC NE COM 12769G100 505 4495 SH SOLE 4495 0 0 CAESARS ENTERTAINMENT INC NE COM 12769G100 3192 28427 SH OTR 1 0 28427 0 CALIFORNIA RES CORP COM STOCK 13057Q305 934 22787 SH SOLE 22787 0 0 CALIFORNIA RES CORP COM STOCK 13057Q305 4617 112611 SH OTR 1 0 112611 0 CAMPBELL SOUP CO COM 134429109 1130 27020 SH OTR 1 0 27020 0 CAMPBELL SOUP CO COM 134429109 159 3814 SH SOLE 3814 0 0 CAPITAL ONE FINL CORP COM 14040H105 9624 59419 SH OTR 1 0 59419 0 CAPITAL ONE FINL CORP COM 14040H105 1410 8706 SH SOLE 8706 0 0 CARDINAL HEALTH INC COM 14149Y108 296 5988 SH SOLE 5988 0 0 CARDINAL HEALTH INC COM 14149Y108 1913 38686 SH OTR 1 0 38686 0 CARMAX INC COM 143130102 2784 21753 SH OTR 1 0 21753 0 CARMAX INC COM 143130102 415 3247 SH SOLE 3247 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 2662 106442 SH OTR 1 0 106442 0 CARNIVAL CORP UNIT 99/99/9999 143658300 369 14749 SH SOLE 14749 0 0 CARRIER GLOBAL CORPORATION COM 14448C104 5982 115571 SH OTR 1 0 115571 0 CARRIER GLOBAL CORPORATION COM 14448C104 864 16699 SH SOLE 16699 0 0 CATALENT INC COM 148806102 448 3370 SH SOLE 3370 0 0 CATALENT INC COM 148806102 3022 22712 SH OTR 1 0 22712 0 CATERPILLAR INC COM 149123101 2059 10728 SH SOLE 10728 0 0 CATERPILLAR INC COM 149123101 14021 73040 SH OTR 1 0 73040 0 CBOE GLOBAL MKTS INC COM 12503M108 259 2094 SH SOLE 2094 0 0 CBOE GLOBAL MKTS INC COM 12503M108 1762 14225 SH OTR 1 0 14225 0 CBRE GROUP INC CL A 12504L109 4357 44755 SH OTR 1 0 44755 0 CBRE GROUP INC CL A 12504L109 643 6604 SH SOLE 6604 0 0 CDW CORP COM 12514G108 3333 18313 SH OTR 1 0 18313 0 CDW CORP COM 12514G108 512 2813 SH SOLE 2813 0 0 CELANESE CORP DEL COM 150870103 2262 15018 SH OTR 1 0 15018 0 CELANESE CORP DEL COM 150870103 361 2397 SH SOLE 2397 0 0 CENTENE CORP DEL COM 15135B101 687 11019 SH SOLE 11019 0 0 CENTENE CORP DEL COM 15135B101 4841 77699 SH OTR 1 0 77699 0 CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 38208 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 280 11379 SH SOLE 11379 0 0 CENTERPOINT ENERGY INC COM 15189T107 1904 77401 SH OTR 1 0 77401 0 CERIDIAN HCM HLDG INC COM 15677J108 300 2668 SH SOLE 2668 0 0 CERIDIAN HCM HLDG INC COM 15677J108 2023 17964 SH OTR 1 0 17964 0 CERNER CORP COM 156782104 414 5873 SH SOLE 5873 0 0 CERNER CORP COM 156782104 2776 39369 SH OTR 1 0 39369 0 CF INDS HLDGS INC COM 125269100 1597 28601 SH OTR 1 0 28601 0 CF INDS HLDGS INC COM 125269100 202 3614 SH SOLE 3614 0 0 CHARLES RIV LABS INTL INC COM 159864107 409 991 SH SOLE 991 0 0 CHARLES RIV LABS INTL INC COM 159864107 2764 6699 SH OTR 1 0 6699 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 1859 2555 SH SOLE 2555 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 12291 16894 SH OTR 1 0 16894 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 162 170000 PRN OTR 4 0 170000 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 17901 18696000 PRN OTR 1 0 18696000 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 1249 1304000 PRN SOLE 1304000 0 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 9852 10343000 PRN DFND 1 0 10343000 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 24875 23231000 PRN OTR 1 0 23231000 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 1890 1765000 PRN SOLE 1765000 0 0 CHEGG INC NOTE 9/0 163092AF6 1537 1552000 PRN SOLE 1552000 0 0 CHEGG INC NOTE 9/0 163092AF6 18638 18817000 PRN OTR 1 0 18817000 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 226 260000 PRN SOLE 260000 0 0 CHEVRON CORP NEW COM 166764100 3976 39187 SH SOLE 39187 0 0 CHEVRON CORP NEW COM 166764100 26144 257705 SH OTR 1 0 257705 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 6819 3752 SH OTR 1 0 3752 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 1065 586 SH SOLE 586 0 0 CHURCH & DWIGHT INC COM 171340102 2700 32701 SH OTR 1 0 32701 0 CHURCH & DWIGHT INC COM 171340102 407 4933 SH SOLE 4933 0 0 CIGNA CORP NEW COM 125523100 9067 45299 SH OTR 1 0 45299 0 CIGNA CORP NEW COM 125523100 1346 6723 SH SOLE 6723 0 0 CINCINNATI FINL CORP COM 172062101 2280 19963 SH OTR 1 0 19963 0 CINCINNATI FINL CORP COM 172062101 334 2923 SH SOLE 2923 0 0 CINTAS CORP COM 172908105 642 1686 SH SOLE 1686 0 0 CINTAS CORP COM 172908105 4479 11766 SH OTR 1 0 11766 0 CISCO SYS INC COM 17275R102 4531 83247 SH SOLE 83247 0 0 CISCO SYS INC COM 17275R102 30584 561902 SH OTR 1 0 561902 0 CITIGROUP INC COM NEW 172967424 18945 269951 SH OTR 1 0 269951 0 CITIGROUP INC COM NEW 172967424 2818 40150 SH SOLE 40150 0 0 CITIZENS FINL GROUP INC COM 174610105 2668 56792 SH OTR 1 0 56792 0 CITIZENS FINL GROUP INC COM 174610105 412 8776 SH SOLE 8776 0 0 CITRIX SYS INC COM 177376100 1778 16555 SH OTR 1 0 16555 0 CITRIX SYS INC COM 177376100 268 2492 SH SOLE 2492 0 0 CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 195 76000 PRN SOLE 76000 0 0 CLOROX CO DEL COM 189054109 413 2495 SH SOLE 2495 0 0 CLOROX CO DEL COM 189054109 2746 16583 SH OTR 1 0 16583 0 CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 102 140000 PRN SOLE 140000 0 0 CME GROUP INC COM 12572Q105 1351 6984 SH SOLE 6984 0 0 CME GROUP INC COM 12572Q105 9259 47880 SH OTR 1 0 47880 0 CMS ENERGY CORP COM 125896100 2305 38596 SH OTR 1 0 38596 0 CMS ENERGY CORP COM 125896100 339 5676 SH SOLE 5676 0 0 CNX RES CORP NOTE 2.250% 5/0 12653CAG3 341 273000 PRN SOLE 273000 0 0 COCA COLA CO COM 191216100 4013 76475 SH SOLE 76475 0 0 COCA COLA CO COM 191216100 27148 517408 SH OTR 1 0 517408 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 771 10386 SH SOLE 10386 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5219 70323 SH OTR 1 0 70323 0 COLGATE PALMOLIVE CO COM 194162103 8525 112797 SH OTR 1 0 112797 0 COLGATE PALMOLIVE CO COM 194162103 1266 16753 SH SOLE 16753 0 0 COMCAST CORP NEW CL A 20030N101 34120 610056 SH OTR 1 0 610056 0 COMCAST CORP NEW CL A 20030N101 5071 90675 SH SOLE 90675 0 0 COMERICA INC COM 200340107 1436 17837 SH OTR 1 0 17837 0 COMERICA INC COM 200340107 181 2254 SH SOLE 2254 0 0 CONAGRA BRANDS INC COM 205887102 2167 63994 SH OTR 1 0 63994 0 CONAGRA BRANDS INC COM 205887102 325 9586 SH SOLE 9586 0 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 45950 29633000 PRN OTR 1 0 29633000 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 10512 6801000 PRN DFND 1 0 6801000 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 172 111000 PRN OTR 4 0 111000 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 2766 1784000 PRN SOLE 1784000 0 0 CONOCOPHILLIPS COM 20825C104 12087 178354 SH OTR 1 0 178354 0 CONOCOPHILLIPS COM 20825C104 1796 26506 SH SOLE 26506 0 0 CONSOLIDATED EDISON INC COM 209115104 482 6646 SH SOLE 6646 0 0 CONSOLIDATED EDISON INC COM 209115104 3417 47067 SH OTR 1 0 47067 0 CONSTELLATION BRANDS INC CL A 21036P108 705 3347 SH SOLE 3347 0 0 CONSTELLATION BRANDS INC CL A 21036P108 4748 22534 SH OTR 1 0 22534 0 CONTEXTLOGIC INC COM CL A 21077C107 475 6252826 SH OTR 3 0 6252826 0 COOPER COS INC COM NEW 216648402 2714 6566 SH OTR 1 0 6566 0 COOPER COS INC COM NEW 216648402 426 1030 SH SOLE 1030 0 0 COPART INC COM 217204106 3934 28360 SH OTR 1 0 28360 0 COPART INC COM 217204106 566 4082 SH SOLE 4082 0 0 CORNING INC COM 219350105 3769 103299 SH OTR 1 0 103299 0 CORNING INC COM 219350105 557 15251 SH SOLE 15251 0 0 CORTEVA INC COM 22052L104 4136 98281 SH OTR 1 0 98281 0 CORTEVA INC COM 22052L104 607 14418 SH SOLE 14418 0 0 COSTCO WHSL CORP NEW COM 22160K105 3874 8622 SH SOLE 8622 0 0 COSTCO WHSL CORP NEW COM 22160K105 26477 58923 SH OTR 1 0 58923 0 COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 1235 1139000 PRN SOLE 1139000 0 0 COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 15637 14420000 PRN OTR 1 0 14420000 0 CREE INC NOTE 0.875% 9/0 225447AB7 148 105000 PRN SOLE 105000 0 0 CREE INC NOTE 1.750% 5/0 225447AD3 559 302000 PRN SOLE 302000 0 0 CREE INC NOTE 1.750% 5/0 225447AD3 7058 3815000 PRN OTR 1 0 3815000 0 CROWN CASTLE INTL CORP NEW COM 22822V101 9988 57626 SH OTR 1 0 57626 0 CROWN CASTLE INTL CORP NEW COM 22822V101 1444 8331 SH SOLE 8331 0 0 CSX CORP COM 126408103 8930 300279 SH OTR 1 0 300279 0 CSX CORP COM 126408103 1320 44373 SH SOLE 44373 0 0 CUMMINS INC COM 231021106 644 2866 SH SOLE 2866 0 0 CUMMINS INC COM 231021106 4295 19128 SH OTR 1 0 19128 0 CVS HEALTH CORP COM 126650100 14897 175545 SH OTR 1 0 175545 0 CVS HEALTH CORP COM 126650100 2167 25531 SH SOLE 25531 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 190 160000 PRN SOLE 160000 0 0 D R HORTON INC COM 23331A109 3673 43738 SH OTR 1 0 43738 0 D R HORTON INC COM 23331A109 565 6727 SH SOLE 6727 0 0 DANAHER CORPORATION COM 235851102 25769 84643 SH OTR 1 0 84643 0 DANAHER CORPORATION COM 235851102 3795 12467 SH SOLE 12467 0 0 DARDEN RESTAURANTS INC COM 237194105 410 2705 SH SOLE 2705 0 0 DARDEN RESTAURANTS INC COM 237194105 2643 17446 SH OTR 1 0 17446 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 2052 1239000 PRN SOLE 1239000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 32793 19804000 PRN OTR 1 0 19804000 0 DAVITA INC COM 23918K108 1087 9346 SH OTR 1 0 9346 0 DAVITA INC COM 23918K108 134 1149 SH SOLE 1149 0 0 DBX ETF TR XTRACK HRVST CSI 233051879 1093 28680 SH SOLE 28680 0 0 DEERE & CO COM 244199105 12669 37809 SH OTR 1 0 37809 0 DEERE & CO COM 244199105 1877 5601 SH SOLE 5601 0 0 DELAWARE INVTS MINN MUN INCO COM 24610V103 8003 564399 SH SOLE 564399 0 0 DELAWARE INVTS NATL MUN INCO SH BEN INT 24610T108 3611 256199 SH SOLE 256199 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 459 10777 SH SOLE 10777 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 3634 85288 SH OTR 1 0 85288 0 DENTSPLY SIRONA INC COM 24906P109 249 4285 SH SOLE 4285 0 0 DENTSPLY SIRONA INC COM 24906P109 1693 29159 SH OTR 1 0 29159 0 DEVON ENERGY CORP NEW COM 25179M103 478 13459 SH SOLE 13459 0 0 DEVON ENERGY CORP NEW COM 25179M103 2978 83859 SH OTR 1 0 83859 0 DEXCOM INC COM 252131107 1055 1930 SH SOLE 1930 0 0 DEXCOM INC COM 252131107 7051 12894 SH OTR 1 0 12894 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 61256 51476000 PRN OTR 1 0 51476000 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 9804 8273000 PRN DFND 1 0 8273000 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 4486 3770000 PRN SOLE 3770000 0 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 162 137000 PRN OTR 4 0 137000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 60 18000 PRN SOLE 18000 0 0 DIAMONDBACK ENERGY INC COM 25278X109 271 2863 SH SOLE 2863 0 0 DIAMONDBACK ENERGY INC COM 25278X109 2146 22668 SH OTR 1 0 22668 0 DICKS SPORTING GOODS INC NOTE 3.250% 4/1 253393AD4 393 107000 PRN SOLE 107000 0 0 DIGITAL RLTY TR INC COM 253868103 5424 37547 SH OTR 1 0 37547 0 DIGITAL RLTY TR INC COM 253868103 772 5343 SH SOLE 5343 0 0 DISCOVER FINL SVCS COM 254709108 4900 39887 SH OTR 1 0 39887 0 DISCOVER FINL SVCS COM 254709108 705 5739 SH SOLE 5739 0 0 DISCOVERY INC COM SER A 25470F104 571 22487 SH OTR 1 0 22487 0 DISCOVERY INC COM SER A 25470F104 72 2841 SH SOLE 2841 0 0 DISCOVERY INC COM SER C 25470F302 972 40059 SH OTR 1 0 40059 0 DISCOVERY INC COM SER C 25470F302 167 6861 SH SOLE 6861 0 0 DISH NETWORK CORPORATION CL A 25470M109 1440 33130 SH OTR 1 0 33130 0 DISH NETWORK CORPORATION CL A 25470M109 182 4186 SH SOLE 4186 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 171 175000 PRN OTR 5 0 175000 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 20144 20595000 PRN SOLE 20595000 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 63015 64424000 PRN OTR 1 0 64424000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 33130 31795000 PRN OTR 1 0 31795000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 13894 13334000 PRN SOLE 13334000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 130 125000 PRN OTR 5 0 125000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 232 223000 PRN OTR 4 0 223000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 13683 13163000 PRN DFND 1 0 13163000 0 DISNEY WALT CO COM 254687106 6056 35798 SH SOLE 35798 0 0 DISNEY WALT CO COM 254687106 40983 242260 SH OTR 1 0 242260 0 DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 215 60000 PRN SOLE 60000 0 0 DOLLAR GEN CORP NEW COM 256677105 6681 31493 SH OTR 1 0 31493 0 DOLLAR GEN CORP NEW COM 256677105 997 4698 SH SOLE 4698 0 0 DOLLAR TREE INC COM 256746108 2960 30927 SH OTR 1 0 30927 0 DOLLAR TREE INC COM 256746108 441 4608 SH SOLE 4608 0 0 DOMINION ENERGY INC COM 25746U109 7852 107537 SH OTR 1 0 107537 0 DOMINION ENERGY INC COM 25746U109 1146 15688 SH SOLE 15688 0 0 DOMINOS PIZZA INC COM 25754A201 344 721 SH SOLE 721 0 0 DOMINOS PIZZA INC COM 25754A201 2341 4909 SH OTR 1 0 4909 0 DOVER CORP COM 260003108 424 2725 SH SOLE 2725 0 0 DOVER CORP COM 260003108 2984 19191 SH OTR 1 0 19191 0 DOW INC COM 260557103 5733 99600 SH OTR 1 0 99600 0 DOW INC COM 260557103 863 14985 SH SOLE 14985 0 0 DTE ENERGY CO COM 233331107 2882 25795 SH OTR 1 0 25795 0 DTE ENERGY CO COM 233331107 409 3660 SH SOLE 3660 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 1440 14760 SH SOLE 14760 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 10009 102563 SH OTR 1 0 102563 0 DUKE REALTY CORP COM NEW 264411505 2394 50000 SH OTR 1 0 50000 0 DUKE REALTY CORP COM NEW 264411505 350 7316 SH SOLE 7316 0 0 DUPONT DE NEMOURS INC COM 26614N102 742 10918 SH SOLE 10918 0 0 DUPONT DE NEMOURS INC COM 26614N102 4737 69667 SH OTR 1 0 69667 0 DWS MUN INCOME TR COM 233368109 1131 95010 SH SOLE 95010 0 0 DWS MUN INCOME TR COM 233368109 1559 131002 SH OTR 1 0 131002 0 DXC TECHNOLOGY CO COM 23355L106 1139 33889 SH OTR 1 0 33889 0 DXC TECHNOLOGY CO COM 23355L106 144 4283 SH SOLE 4283 0 0 EASTMAN CHEM CO COM 277432100 1834 18202 SH OTR 1 0 18202 0 EASTMAN CHEM CO COM 277432100 292 2899 SH SOLE 2899 0 0 EATON VANCE MUN BD FD COM 27827X101 806 60261 SH SOLE 60261 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 162 13241 SH OTR 1 0 13241 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 5906 481489 SH SOLE 481489 0 0 EBAY INC. COM 278642103 6012 86294 SH OTR 1 0 86294 0 EBAY INC. COM 278642103 925 13270 SH SOLE 13270 0 0 ECOLAB INC COM 278865100 6920 33169 SH OTR 1 0 33169 0 ECOLAB INC COM 278865100 999 4791 SH SOLE 4791 0 0 EDISON INTL COM 281020107 2806 50592 SH OTR 1 0 50592 0 EDISON INTL COM 281020107 410 7392 SH SOLE 7392 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1355 11973 SH SOLE 11973 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 9384 82886 SH OTR 1 0 82886 0 ELECTRONIC ARTS INC COM 285512109 800 5622 SH SOLE 5622 0 0 ELECTRONIC ARTS INC COM 285512109 5428 38159 SH OTR 1 0 38159 0 EMERSON ELEC CO COM 291011104 1121 11904 SH SOLE 11904 0 0 EMERSON ELEC CO COM 291011104 7532 79962 SH OTR 1 0 79962 0 ENPHASE ENERGY INC COM 29355A107 388 2586 SH SOLE 2586 0 0 ENPHASE ENERGY INC COM 29355A107 2713 18092 SH OTR 1 0 18092 0 ENTERGY CORP NEW COM 29364G103 2657 26755 SH OTR 1 0 26755 0 ENTERGY CORP NEW COM 29364G103 395 3981 SH SOLE 3981 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 9596 7608000 PRN DFND 1 0 7608000 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 3466 2737000 PRN SOLE 2737000 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 39277 31018000 PRN OTR 1 0 31018000 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 156 124000 PRN OTR 4 0 124000 0 ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 275 132000 PRN SOLE 132000 0 0 EOG RES INC COM 26875P101 918 11432 SH SOLE 11432 0 0 EOG RES INC COM 26875P101 6246 77816 SH OTR 1 0 77816 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 72172 45635000 PRN OTR 1 0 45635000 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 9503 6028000 PRN DFND 1 0 6028000 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 5211 3295000 PRN SOLE 3295000 0 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 154 98000 PRN OTR 4 0 98000 0 EQUIFAX INC COM 294429105 620 2448 SH SOLE 2448 0 0 EQUIFAX INC COM 294429105 4109 16214 SH OTR 1 0 16214 0 EQUINIX INC COM 29444U700 9437 11944 SH OTR 1 0 11944 0 EQUINIX INC COM 29444U700 1389 1758 SH SOLE 1758 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 204 2606 SH SOLE 2606 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 3713 45879 SH OTR 1 0 45879 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 542 6698 SH SOLE 6698 0 0 ESSEX PPTY TR INC COM 297178105 2766 8652 SH OTR 1 0 8652 0 ESSEX PPTY TR INC COM 297178105 410 1283 SH SOLE 1283 0 0 ETSY INC COM 29786A106 3525 16948 SH OTR 1 0 16948 0 ETSY INC COM 29786A106 529 2542 SH SOLE 2542 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 12013 4957000 PRN DFND 1 0 4957000 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 70 29000 PRN SOLE 29000 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 204 84000 PRN OTR 4 0 84000 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 2125 1916000 PRN SOLE 1916000 0 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 26160 23585000 PRN OTR 1 0 23585000 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 75 51000 PRN OTR 4 0 51000 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 28138 19116000 PRN OTR 1 0 19116000 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 4665 3180000 PRN DFND 1 0 3180000 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 1946 1322000 PRN SOLE 1322000 0 0 EVERGY INC COM 30034W106 1901 30569 SH OTR 1 0 30569 0 EVERGY INC COM 30034W106 284 4562 SH SOLE 4562 0 0 EVERSOURCE ENERGY COM 30040W108 539 6587 SH SOLE 6587 0 0 EVERSOURCE ENERGY COM 30040W108 3744 45795 SH OTR 1 0 45795 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 174 150000 PRN SOLE 150000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 118 110000 PRN OTR 4 0 110000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 48071 44570000 PRN OTR 1 0 44570000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 3669 3402000 PRN SOLE 3402000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 7228 6733000 PRN DFND 1 0 6733000 0 EXELON CORP COM 30161N101 919 19013 SH SOLE 19013 0 0 EXELON CORP COM 30161N101 6298 130290 SH OTR 1 0 130290 0 EXPEDIA GROUP INC COM NEW 30212P303 483 2944 SH SOLE 2944 0 0 EXPEDIA GROUP INC COM NEW 30212P303 3172 19352 SH OTR 1 0 19352 0 EXPEDITORS INTL WASH INC COM 302130109 2686 22547 SH OTR 1 0 22547 0 EXPEDITORS INTL WASH INC COM 302130109 426 3572 SH SOLE 3572 0 0 EXTRA SPACE STORAGE INC COM 30225T102 2995 17830 SH OTR 1 0 17830 0 EXTRA SPACE STORAGE INC COM 30225T102 463 2754 SH SOLE 2754 0 0 EXXON MOBIL CORP COM 30231G102 5007 85132 SH SOLE 85132 0 0 EXXON MOBIL CORP COM 30231G102 33203 564478 SH OTR 1 0 564478 0 F5 NETWORKS INC COM 315616102 1580 7948 SH OTR 1 0 7948 0 F5 NETWORKS INC COM 315616102 259 1305 SH SOLE 1305 0 0 FACEBOOK INC CL A 30303M102 15895 46834 SH SOLE 46834 0 0 FACEBOOK INC CL A 30303M102 107757 317503 SH OTR 1 0 317503 0 FASTENAL CO COM 311900104 3952 76580 SH OTR 1 0 76580 0 FASTENAL CO COM 311900104 582 11276 SH SOLE 11276 0 0 FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 141 1192 SH SOLE 1192 0 0 FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 1113 9434 SH OTR 1 0 9434 0 FEDEX CORP COM 31428X106 7184 32759 SH OTR 1 0 32759 0 FEDEX CORP COM 31428X106 1098 5009 SH SOLE 5009 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 1492 12264 SH SOLE 12264 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 10011 82271 SH OTR 1 0 82271 0 FIFTH THIRD BANCORP COM 316773100 3904 91998 SH OTR 1 0 91998 0 FIFTH THIRD BANCORP COM 316773100 565 13321 SH SOLE 13321 0 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 214 200000 PRN SOLE 200000 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 4526 23466 SH OTR 1 0 23466 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 668 3465 SH SOLE 3465 0 0 FIRSTENERGY CORP COM 337932107 2583 72521 SH OTR 1 0 72521 0 FIRSTENERGY CORP COM 337932107 380 10663 SH SOLE 10663 0 0 FISERV INC COM 337738108 8616 79414 SH OTR 1 0 79414 0 FISERV INC COM 337738108 1275 11753 SH SOLE 11753 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 13005 9608000 PRN OTR 1 0 9608000 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 869 642000 PRN SOLE 642000 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 445 1703 SH SOLE 1703 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 2901 11105 SH OTR 1 0 11105 0 FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 40 45000 PRN SOLE 45000 0 0 FMC CORP COM NEW 302491303 1577 17219 SH OTR 1 0 17219 0 FMC CORP COM NEW 302491303 236 2577 SH SOLE 2577 0 0 FORD MTR CO DEL COM 345370860 1140 80513 SH SOLE 80513 0 0 FORD MTR CO DEL COM 345370860 7403 522778 SH OTR 1 0 522778 0 FORTINET INC COM 34959E109 5278 18074 SH OTR 1 0 18074 0 FORTINET INC COM 34959E109 769 2633 SH SOLE 2633 0 0 FORTIVE CORP COM 34959J108 3369 47735 SH OTR 1 0 47735 0 FORTIVE CORP COM 34959J108 482 6829 SH SOLE 6829 0 0 FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 574 570000 PRN SOLE 570000 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 1651 18461 SH OTR 1 0 18461 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 244 2733 SH SOLE 2733 0 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 24294 24670931 PRN SOLE 24670931 0 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 124 125914 PRN OTR 5 0 125914 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 43461 44134853 PRN OTR 1 0 44134853 0 FOX CORP CL A COM 35137L105 1748 43592 SH OTR 1 0 43592 0 FOX CORP CL A COM 35137L105 221 5508 SH SOLE 5508 0 0 FOX CORP CL B COM 35137L204 752 20263 SH OTR 1 0 20263 0 FOX CORP CL B COM 35137L204 172 4640 SH SOLE 4640 0 0 FRANKLIN RESOURCES INC COM 354613101 1080 36330 SH OTR 1 0 36330 0 FRANKLIN RESOURCES INC COM 354613101 136 4591 SH SOLE 4591 0 0 FREEPORT-MCMORAN INC CL B 35671D857 6357 195406 SH OTR 1 0 195406 0 FREEPORT-MCMORAN INC CL B 35671D857 950 29190 SH SOLE 29190 0 0 FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 119 85000 PRN SOLE 85000 0 0 GALLAGHER ARTHUR J & CO COM 363576109 4061 27318 SH OTR 1 0 27318 0 GALLAGHER ARTHUR J & CO COM 363576109 587 3952 SH SOLE 3952 0 0 GAP INC COM 364760108 629 27693 SH OTR 1 0 27693 0 GAP INC COM 364760108 79 3499 SH SOLE 3499 0 0 GARTNER INC COM 366651107 3386 11141 SH OTR 1 0 11141 0 GARTNER INC COM 366651107 488 1607 SH SOLE 1607 0 0 GENERAC HLDGS INC COM 368736104 515 1260 SH SOLE 1260 0 0 GENERAC HLDGS INC COM 368736104 3430 8394 SH OTR 1 0 8394 0 GENERAL DYNAMICS CORP COM 369550108 883 4503 SH SOLE 4503 0 0 GENERAL DYNAMICS CORP COM 369550108 6058 30903 SH OTR 1 0 30903 0 GENERAL ELECTRIC CO COM NEW 369604301 2525 24505 SH SOLE 24505 0 0 GENERAL ELECTRIC CO COM NEW 369604301 15074 146311 SH OTR 1 0 146311 0 GENERAL MLS INC COM 370334104 717 11986 SH SOLE 11986 0 0 GENERAL MLS INC COM 370334104 4869 81392 SH OTR 1 0 81392 0 GENERAL MTRS CO COM 37045V100 10192 193358 SH OTR 1 0 193358 0 GENERAL MTRS CO COM 37045V100 1461 27725 SH SOLE 27725 0 0 GENUINE PARTS CO COM 372460105 386 3187 SH SOLE 3187 0 0 GENUINE PARTS CO COM 372460105 2335 19264 SH OTR 1 0 19264 0 GILEAD SCIENCES INC COM 375558103 11681 167226 SH OTR 1 0 167226 0 GILEAD SCIENCES INC COM 375558103 1806 25862 SH SOLE 25862 0 0 GLOBAL PMTS INC COM 37940X102 894 5674 SH SOLE 5674 0 0 GLOBAL PMTS INC COM 37940X102 6203 39362 SH OTR 1 0 39362 0 GLOBAL X FDS NASDAQ 100 COVER 37954Y483 451 20422 SH SOLE 20422 0 0 GLOBE LIFE INC COM 37959E102 142 1597 SH SOLE 1597 0 0 GLOBE LIFE INC COM 37959E102 1126 12649 SH OTR 1 0 12649 0 GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 497 498000 PRN SOLE 498000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 16973 44899 SH OTR 1 0 44899 0 GOLDMAN SACHS GROUP INC COM 38141G104 2458 6503 SH SOLE 6503 0 0 GRAINGER W W INC COM 384802104 369 938 SH SOLE 938 0 0 GRAINGER W W INC COM 384802104 2294 5836 SH OTR 1 0 5836 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 697 690000 PRN SOLE 690000 0 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 145 120000 PRN SOLE 120000 0 0 GULFPORT ENERGY CORP COMMON SHARES 402635502 126265 1535884 SH OTR 1 0 1535884 0 GULFPORT ENERGY CORP COMMON SHARES 402635502 55234 671868 SH SOLE 671868 0 0 GULFPORT ENERGY CORP COMMON SHARES 402635502 363 4417 SH OTR 5 0 4417 0 HALLIBURTON CO COM 406216101 2565 118631 SH OTR 1 0 118631 0 HALLIBURTON CO COM 406216101 393 18189 SH SOLE 18189 0 0 HANESBRANDS INC COM 410345102 797 46432 SH OTR 1 0 46432 0 HANESBRANDS INC COM 410345102 101 5867 SH SOLE 5867 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 3249 46242 SH OTR 1 0 46242 0 HARTFORD FINL SVCS GROUP INC COM 416515104 495 7041 SH SOLE 7041 0 0 HASBRO INC COM 418056107 228 2555 SH SOLE 2555 0 0 HASBRO INC COM 418056107 1522 17058 SH OTR 1 0 17058 0 HCA HEALTHCARE INC COM 40412C101 7969 32833 SH OTR 1 0 32833 0 HCA HEALTHCARE INC COM 40412C101 1191 4907 SH SOLE 4907 0 0 HEALTHPEAK PROPERTIES INC COM 42250P103 364 10880 SH SOLE 10880 0 0 HEALTHPEAK PROPERTIES INC COM 42250P103 2406 71859 SH OTR 1 0 71859 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 37537 35914000 PRN OTR 1 0 35914000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 8360 8076000 PRN DFND 1 0 8076000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 2894 2769000 PRN SOLE 2769000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 139 134000 PRN OTR 4 0 134000 0 HENRY JACK & ASSOC INC COM 426281101 1625 9905 SH OTR 1 0 9905 0 HENRY JACK & ASSOC INC COM 426281101 238 1452 SH SOLE 1452 0 0 HENRY SCHEIN INC COM 806407102 1429 18760 SH OTR 1 0 18760 0 HENRY SCHEIN INC COM 806407102 181 2371 SH SOLE 2371 0 0 HERSHEY CO COM 427866108 502 2966 SH SOLE 2966 0 0 HERSHEY CO COM 427866108 3302 19510 SH OTR 1 0 19510 0 HESS CORP COM 42809H107 432 5525 SH SOLE 5525 0 0 HESS CORP COM 42809H107 2859 36601 SH OTR 1 0 36601 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 388 27202 SH SOLE 27202 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 2481 174125 SH OTR 1 0 174125 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 4906 37139 SH OTR 1 0 37139 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 726 5493 SH SOLE 5493 0 0 HOLOGIC INC COM 436440101 2522 34165 SH OTR 1 0 34165 0 HOLOGIC INC COM 436440101 389 5267 SH SOLE 5267 0 0 HOME DEPOT INC COM 437076102 6816 20765 SH SOLE 20765 0 0 HOME DEPOT INC COM 437076102 46487 141617 SH OTR 1 0 141617 0 HONEYWELL INTL INC COM 438516106 19520 91955 SH OTR 1 0 91955 0 HONEYWELL INTL INC COM 438516106 2898 13650 SH SOLE 13650 0 0 HORMEL FOODS CORP COM 440452100 240 5849 SH SOLE 5849 0 0 HORMEL FOODS CORP COM 440452100 1541 37583 SH OTR 1 0 37583 0 HOST HOTELS & RESORTS INC COM 44107P104 1533 93896 SH OTR 1 0 93896 0 HOST HOTELS & RESORTS INC COM 44107P104 238 14566 SH SOLE 14566 0 0 HOWMET AEROSPACE INC COM 443201108 1626 52118 SH OTR 1 0 52118 0 HOWMET AEROSPACE INC COM 443201108 262 8385 SH SOLE 8385 0 0 HP INC COM 40434L105 4382 160169 SH OTR 1 0 160169 0 HP INC COM 40434L105 702 25664 SH SOLE 25664 0 0 HUBSPOT INC NOTE 0.375% 6/0 443573AD2 485 200000 PRN SOLE 200000 0 0 HUMANA INC COM 444859102 6694 17202 SH OTR 1 0 17202 0 HUMANA INC COM 444859102 1012 2601 SH SOLE 2601 0 0 HUNT J B TRANS SVCS INC COM 445658107 1859 11117 SH OTR 1 0 11117 0 HUNT J B TRANS SVCS INC COM 445658107 268 1604 SH SOLE 1604 0 0 HUNTINGTON BANCSHARES INC COM 446150104 438 28357 SH SOLE 28357 0 0 HUNTINGTON BANCSHARES INC COM 446150104 3042 196734 SH OTR 1 0 196734 0 HUNTINGTON INGALLS INDS INC COM 446413106 130 671 SH SOLE 671 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 1035 5360 SH OTR 1 0 5360 0 IDEX CORP COM 45167R104 2091 10102 SH OTR 1 0 10102 0 IDEX CORP COM 45167R104 326 1577 SH SOLE 1577 0 0 IDEXX LABS INC COM 45168D104 7072 11371 SH OTR 1 0 11371 0 IDEXX LABS INC COM 45168D104 1018 1637 SH SOLE 1637 0 0 II-VI INC NOTE 0.250% 9/0 902104AB4 140 105000 PRN SOLE 105000 0 0 ILLINOIS TOOL WKS INC COM 452308109 7920 38328 SH OTR 1 0 38328 0 ILLINOIS TOOL WKS INC COM 452308109 1186 5742 SH SOLE 5742 0 0 ILLUMINA INC COM 452327109 7896 19467 SH OTR 1 0 19467 0 ILLUMINA INC COM 452327109 1160 2860 SH SOLE 2860 0 0 ILLUMINA INC NOTE 8/1 452327AK5 32744 28064000 PRN OTR 1 0 28064000 0 ILLUMINA INC NOTE 8/1 452327AK5 2549 2185000 PRN SOLE 2185000 0 0 INCYTE CORP COM 45337C102 1711 24873 SH OTR 1 0 24873 0 INCYTE CORP COM 45337C102 251 3644 SH SOLE 3644 0 0 INDEXIQ ACTIVE ETF TR IQ MACKAY ESG CR 45409F785 800 20038880 SH OTR 3 0 20038880 0 INDEXIQ ACTIVE ETF TR IQ MACKAY ESG CR 45409F785 4923 197689 SH SOLE 197689 0 0 INDEXIQ ETF TR HEALTHY HEARTS 45409B321 199 5483005 SH OTR 3 0 5483005 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 144 130000 PRN SOLE 130000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 694 523000 PRN SOLE 523000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 15319 11540000 PRN OTR 1 0 11540000 0 INGERSOLL RAND INC COM 45687V106 370 7334 SH SOLE 7334 0 0 INGERSOLL RAND INC COM 45687V106 2720 53965 SH OTR 1 0 53965 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 119 85000 PRN SOLE 85000 0 0 INSMED INC NOTE 1.750% 1/1 457669AA7 99 95000 PRN SOLE 95000 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 529 379000 PRN SOLE 379000 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 1638 1484000 PRN SOLE 1484000 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 19312 17501000 PRN OTR 1 0 17501000 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 148 135000 PRN OTR 4 0 135000 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 9034 8224000 PRN DFND 1 0 8224000 0 INTEL CORP COM 458140100 28790 540358 SH OTR 1 0 540358 0 INTEL CORP COM 458140100 4251 79778 SH SOLE 79778 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 1238 10781 SH SOLE 10781 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 8616 75038 SH OTR 1 0 75038 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 483 445000 PRN SOLE 445000 0 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 7981 7360000 PRN OTR 1 0 7360000 0 INTERNATIONAL BUSINESS MACHS COM 459200101 2418 17404 SH SOLE 17404 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 16552 119138 SH OTR 1 0 119138 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 670 5012 SH SOLE 5012 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 4438 33190 SH OTR 1 0 33190 0 INTERNATIONAL PAPER CO COM 460146103 453 8099 SH SOLE 8099 0 0 INTERNATIONAL PAPER CO COM 460146103 2921 52232 SH OTR 1 0 52232 0 INTERPUBLIC GROUP COS INC COM 460690100 1923 52450 SH OTR 1 0 52450 0 INTERPUBLIC GROUP COS INC COM 460690100 346 9446 SH SOLE 9446 0 0 INTUIT COM 461202103 2862 5304 SH SOLE 5304 0 0 INTUIT COM 461202103 19657 36435 SH OTR 1 0 36435 0 INTUITIVE SURGICAL INC COM NEW 46120E602 2283 2296 SH SOLE 2296 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 15696 15788 SH OTR 1 0 15788 0 INVESCO PA VALUE MUN INC TR COM 46132K109 4115 310316 SH SOLE 310316 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 909 68544 SH OTR 1 0 68544 0 INVESCO QUALITY MUN INCOME T COM 46133G107 2673 202838 SH SOLE 202838 0 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 148 120000 PRN SOLE 120000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 182 198000 PRN SOLE 198000 0 0 IPG PHOTONICS CORP COM 44980X109 756 4774 SH OTR 1 0 4774 0 IPG PHOTONICS CORP COM 44980X109 96 603 SH SOLE 603 0 0 IQVIA HLDGS INC COM 46266C105 885 3693 SH SOLE 3693 0 0 IQVIA HLDGS INC COM 46266C105 6121 25555 SH OTR 1 0 25555 0 IRON MTN INC NEW COM 46284V101 1668 38394 SH OTR 1 0 38394 0 IRON MTN INC NEW COM 46284V101 333 7664 SH SOLE 7664 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 0 0 SH SOLE 0 0 0 ISHARES GOLD TR ISHARES NEW 464285204 31055 929500 SH OTR 1 0 929500 0 ISHARES TR IBOXX HI YD ETF 464288513 5687 65000 SH OTR 1 0 65000 0 ISHARES TR IBOXX HI YD ETF 464288513 276 3153 SH SOLE 3153 0 0 ISHARES TR IBOXX INV CP ETF 464287242 439 3300 SH SOLE 3300 0 0 ISHARES TR MBS ETF 464288588 296 2737 SH SOLE 2737 0 0 ISHARES TR MSCI ACWI ETF 464288257 315 3154 SH SOLE 3154 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 42 42000 PRN SOLE 42000 0 0 J JILL INC COM 46620W201 217 12465 SH SOLE 12465 0 0 JACOBS ENGR GROUP INC COM 469814107 357 2694 SH SOLE 2694 0 0 JACOBS ENGR GROUP INC COM 469814107 2301 17363 SH OTR 1 0 17363 0 JD.COM INC SPON ADR CL A 47215P106 267 3699 SH SOLE 3699 0 0 JOHNSON & JOHNSON COM 478160104 8284 51292 SH SOLE 51292 0 0 JOHNSON & JOHNSON COM 478160104 56626 350624 SH OTR 1 0 350624 0 JPMORGAN CHASE & CO COM 46625H100 65148 397996 SH OTR 1 0 397996 0 JPMORGAN CHASE & CO COM 46625H100 9573 58482 SH SOLE 58482 0 0 JUNIPER NETWORKS INC COM 48203R104 1202 43684 SH OTR 1 0 43684 0 JUNIPER NETWORKS INC COM 48203R104 152 5521 SH SOLE 5521 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 523 1932 SH SOLE 1932 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 3282 12125 SH OTR 1 0 12125 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 70 93000 PRN SOLE 93000 0 0 KELLOGG CO COM 487836108 329 5144 SH SOLE 5144 0 0 KELLOGG CO COM 487836108 2148 33597 SH OTR 1 0 33597 0 KEYCORP COM 493267108 2798 129405 SH OTR 1 0 129405 0 KEYCORP COM 493267108 423 19551 SH SOLE 19551 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 4036 24564 SH OTR 1 0 24564 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 608 3703 SH SOLE 3703 0 0 KIMBERLY-CLARK CORP COM 494368103 886 6687 SH SOLE 6687 0 0 KIMBERLY-CLARK CORP COM 494368103 5959 44993 SH OTR 1 0 44993 0 KIMCO RLTY CORP COM 49446R109 1662 80090 SH OTR 1 0 80090 0 KIMCO RLTY CORP COM 49446R109 210 10119 SH SOLE 10119 0 0 KINDER MORGAN INC DEL COM 49456B101 4344 259676 SH OTR 1 0 259676 0 KINDER MORGAN INC DEL COM 49456B101 636 38010 SH SOLE 38010 0 0 KLA CORP COM NEW 482480100 1031 3082 SH SOLE 3082 0 0 KLA CORP COM NEW 482480100 6837 20438 SH OTR 1 0 20438 0 KRAFT HEINZ CO COM 500754106 490 13321 SH SOLE 13321 0 0 KRAFT HEINZ CO COM 500754106 3300 89620 SH OTR 1 0 89620 0 KROGER CO COM 501044101 3662 90569 SH OTR 1 0 90569 0 KROGER CO COM 501044101 595 14707 SH SOLE 14707 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 5895 26764 SH OTR 1 0 26764 0 L3HARRIS TECHNOLOGIES INC COM 502431109 877 3981 SH SOLE 3981 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3664 13019 SH OTR 1 0 13019 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 547 1945 SH SOLE 1945 0 0 LAM RESEARCH CORP COM 512807108 10823 19016 SH OTR 1 0 19016 0 LAM RESEARCH CORP COM 512807108 1624 2853 SH SOLE 2853 0 0 LAMB WESTON HLDGS INC COM 513272104 188 3063 SH SOLE 3063 0 0 LAMB WESTON HLDGS INC COM 513272104 1196 19482 SH OTR 1 0 19482 0 LAS VEGAS SANDS CORP COM 517834107 256 6985 SH SOLE 6985 0 0 LAS VEGAS SANDS CORP COM 517834107 1676 45790 SH OTR 1 0 45790 0 LAUDER ESTEE COS INC CL A 518439104 1337 4457 SH SOLE 4457 0 0 LAUDER ESTEE COS INC CL A 518439104 9274 30920 SH OTR 1 0 30920 0 LEGGETT & PLATT INC COM 524660107 100 2237 SH SOLE 2237 0 0 LEGGETT & PLATT INC COM 524660107 794 17703 SH OTR 1 0 17703 0 LEIDOS HOLDINGS INC COM 525327102 1813 18855 SH OTR 1 0 18855 0 LEIDOS HOLDINGS INC COM 525327102 277 2881 SH SOLE 2881 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 32 32000 PRN OTR 4 0 32000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 873 872000 PRN SOLE 872000 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 1968 1975000 PRN DFND 1 0 1975000 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 11358 11344000 PRN OTR 1 0 11344000 0 LENNAR CORP CL A 526057104 3444 36768 SH OTR 1 0 36768 0 LENNAR CORP CL A 526057104 529 5646 SH SOLE 5646 0 0 LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 29 30000 PRN SOLE 30000 0 0 LIBERTY MEDIA CORP DEL DEB 2.250% 9/3 531229AE2 52 115000 PRN SOLE 115000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 27603 19395000 PRN OTR 1 0 19395000 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 1429 1004000 PRN SOLE 1004000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 31839 23300000 PRN OTR 1 0 23300000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 105 77000 PRN OTR 4 0 77000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 6678 4905000 PRN DFND 1 0 4905000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1899 1390000 PRN SOLE 1390000 0 0 LILLY ELI & CO COM 532457108 24433 105749 SH OTR 1 0 105749 0 LILLY ELI & CO COM 532457108 3618 15659 SH SOLE 15659 0 0 LINCOLN NATL CORP IND COM 534187109 262 3815 SH SOLE 3815 0 0 LINCOLN NATL CORP IND COM 534187109 1640 23859 SH OTR 1 0 23859 0 LIVE NATION ENTERTAINMENT IN COM 538034109 257 2817 SH SOLE 2817 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 1599 17549 SH OTR 1 0 17549 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 1991 1375000 PRN SOLE 1375000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 23940 16537000 PRN OTR 1 0 16537000 0 LKQ CORP COM 501889208 229 4549 SH SOLE 4549 0 0 LKQ CORP COM 501889208 1812 36010 SH OTR 1 0 36010 0 LOCKHEED MARTIN CORP COM 539830109 1655 4797 SH SOLE 4797 0 0 LOCKHEED MARTIN CORP COM 539830109 11328 32826 SH OTR 1 0 32826 0 LOEWS CORP COM 540424108 184 3420 SH SOLE 3420 0 0 LOEWS CORP COM 540424108 1460 27070 SH OTR 1 0 27070 0 LOWES COS INC COM 548661107 2843 14016 SH SOLE 14016 0 0 LOWES COS INC COM 548661107 19120 94253 SH OTR 1 0 94253 0 LUMEN TECHNOLOGIES INC COM 550241103 249 20059 SH SOLE 20059 0 0 LUMEN TECHNOLOGIES INC COM 550241103 1643 132639 SH OTR 1 0 132639 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 11928 8128000 PRN DFND 1 0 8128000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 78123 53145000 PRN OTR 1 0 53145000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 4729 3217000 PRN SOLE 3217000 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 197 134000 PRN OTR 4 0 134000 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 204 131000 PRN SOLE 131000 0 0 M & T BK CORP COM 55261F104 384 2568 SH SOLE 2568 0 0 M & T BK CORP COM 55261F104 2562 17154 SH OTR 1 0 17154 0 MARATHON OIL CORP COM 565849106 182 13278 SH SOLE 13278 0 0 MARATHON OIL CORP COM 565849106 1436 105079 SH OTR 1 0 105079 0 MARATHON PETE CORP COM 56585A102 781 12637 SH SOLE 12637 0 0 MARATHON PETE CORP COM 56585A102 5254 85003 SH OTR 1 0 85003 0 MARKETAXESS HLDGS INC COM 57060D108 310 738 SH SOLE 738 0 0 MARKETAXESS HLDGS INC COM 57060D108 2128 5059 SH OTR 1 0 5059 0 MARRIOTT INTL INC NEW CL A 571903202 800 5402 SH SOLE 5402 0 0 MARRIOTT INTL INC NEW CL A 571903202 5396 36435 SH OTR 1 0 36435 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 3877 3280000 PRN DFND 1 0 3280000 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 66 56000 PRN OTR 4 0 56000 0 MARSH & MCLENNAN COS INC COM 571748102 1472 9723 SH SOLE 9723 0 0 MARSH & MCLENNAN COS INC COM 571748102 10218 67479 SH OTR 1 0 67479 0 MARTIN MARIETTA MATLS INC COM 573284106 428 1252 SH SOLE 1252 0 0 MARTIN MARIETTA MATLS INC COM 573284106 2841 8316 SH OTR 1 0 8316 0 MASCO CORP COM 574599106 1829 32920 SH OTR 1 0 32920 0 MASCO CORP COM 574599106 292 5259 SH SOLE 5259 0 0 MASTERCARD INCORPORATED CL A 57636Q104 40341 116030 SH OTR 1 0 116030 0 MASTERCARD INCORPORATED CL A 57636Q104 5942 17089 SH SOLE 17089 0 0 MATCH GROUP INC NEW COM 57667L107 816 5196 SH SOLE 5196 0 0 MATCH GROUP INC NEW COM 57667L107 5788 36869 SH OTR 1 0 36869 0 MCCORMICK & CO INC COM NON VTG 579780206 2690 33200 SH OTR 1 0 33200 0 MCCORMICK & CO INC COM NON VTG 579780206 405 4995 SH SOLE 4995 0 0 MCDONALDS CORP COM 580135101 3656 15162 SH SOLE 15162 0 0 MCDONALDS CORP COM 580135101 23988 99491 SH OTR 1 0 99491 0 MCKESSON CORP COM 58155Q103 618 3102 SH SOLE 3102 0 0 MCKESSON CORP COM 58155Q103 4107 20601 SH OTR 1 0 20601 0 MERCADOLIBRE INC COM 58733R102 274 163 SH SOLE 163 0 0 MERCK & CO INC COM 58933Y105 3796 50535 SH SOLE 50535 0 0 MERCK & CO INC COM 58933Y105 25358 337611 SH OTR 1 0 337611 0 METLIFE INC COM 59156R108 5989 97012 SH OTR 1 0 97012 0 METLIFE INC COM 59156R108 898 14555 SH SOLE 14555 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 4273 3102 SH OTR 1 0 3102 0 METTLER TOLEDO INTERNATIONAL COM 592688105 636 462 SH SOLE 462 0 0 MFS MUN INCOME TR SH BEN INT 552738106 2329 333155 SH SOLE 333155 0 0 MGM RESORTS INTERNATIONAL COM 552953101 2342 54287 SH OTR 1 0 54287 0 MGM RESORTS INTERNATIONAL COM 552953101 374 8659 SH SOLE 8659 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 815 5309 SH SOLE 5309 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 5598 36471 SH OTR 1 0 36471 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 3867 3406000 PRN SOLE 3406000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 59518 52418000 PRN OTR 1 0 52418000 0 MICRON TECHNOLOGY INC COM 595112103 10613 149524 SH OTR 1 0 149524 0 MICRON TECHNOLOGY INC COM 595112103 1561 21993 SH SOLE 21993 0 0 MICROSOFT CORP COM 594918104 282179 1000919 SH OTR 1 0 1000919 0 MICROSOFT CORP COM 594918104 41099 145782 SH SOLE 145782 0 0 MID-AMER APT CMNTYS INC COM 59522J103 2851 15264 SH OTR 1 0 15264 0 MID-AMER APT CMNTYS INC COM 59522J103 454 2430 SH SOLE 2430 0 0 MODERNA INC COM 60770K107 18001 46774 SH OTR 1 0 46774 0 MODERNA INC COM 60770K107 2651 6889 SH SOLE 6889 0 0 MOHAWK INDS INC COM 608190104 1321 7447 SH OTR 1 0 7447 0 MOHAWK INDS INC COM 608190104 220 1241 SH SOLE 1241 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 147 3168 SH SOLE 3168 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 1162 25059 SH OTR 1 0 25059 0 MONDELEZ INTL INC CL A 609207105 1627 27962 SH SOLE 27962 0 0 MONDELEZ INTL INC CL A 609207105 10832 186177 SH OTR 1 0 186177 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 2276 997000 PRN SOLE 997000 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 33357 14615000 PRN OTR 1 0 14615000 0 MONGODB INC NOTE 0.750% 6/1 60937PAB2 242 35000 PRN SOLE 35000 0 0 MONOLITHIC PWR SYS INC COM 609839105 2779 5734 SH OTR 1 0 5734 0 MONOLITHIC PWR SYS INC COM 609839105 448 925 SH SOLE 925 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 668 7517 SH SOLE 7517 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 4443 50015 SH OTR 1 0 50015 0 MOODYS CORP COM 615369105 7623 21466 SH OTR 1 0 21466 0 MOODYS CORP COM 615369105 1141 3213 SH SOLE 3213 0 0 MORGAN STANLEY COM NEW 617446448 18918 194412 SH OTR 1 0 194412 0 MORGAN STANLEY COM NEW 617446448 2725 28004 SH SOLE 28004 0 0 MOSAIC CO NEW COM 61945C103 1646 46082 SH OTR 1 0 46082 0 MOSAIC CO NEW COM 61945C103 265 7423 SH SOLE 7423 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 5256 22622 SH OTR 1 0 22622 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 769 3308 SH SOLE 3308 0 0 MSCI INC COM 55354G100 967 1589 SH SOLE 1589 0 0 MSCI INC COM 55354G100 6687 10993 SH OTR 1 0 10993 0 NANOSTRING TECHNOLOGIES INC NOTE 2.625% 3/0 63009RAD1 128 100000 PRN SOLE 100000 0 0 NASDAQ INC COM 631103108 438 2267 SH SOLE 2267 0 0 NASDAQ INC COM 631103108 3009 15589 SH OTR 1 0 15589 0 NATERA INC NOTE 2.250% 5/0 632307AB0 141 47000 PRN SOLE 47000 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 1370 800000 PRN SOLE 800000 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 12891 7530000 PRN OTR 1 0 7530000 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 9885 4605000 PRN OTR 1 0 4605000 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 470 219000 PRN SOLE 219000 0 0 NETAPP INC COM 64110D104 417 4645 SH SOLE 4645 0 0 NETAPP INC COM 64110D104 2660 29632 SH OTR 1 0 29632 0 NETFLIX INC COM 64110L106 35980 58950 SH OTR 1 0 58950 0 NETFLIX INC COM 64110L106 5347 8760 SH SOLE 8760 0 0 NEUBERGER BERMAN N Y MUN FD COM 64124K102 338 25745 SH SOLE 25745 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 2708 2027000 PRN SOLE 2027000 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 6337 4780000 PRN DFND 1 0 4780000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 106 80000 PRN OTR 4 0 80000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 39614 29655000 PRN OTR 1 0 29655000 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 122 120000 PRN SOLE 120000 0 0 NEWELL BRANDS INC COM 651229106 1114 50304 SH OTR 1 0 50304 0 NEWELL BRANDS INC COM 651229106 141 6357 SH SOLE 6357 0 0 NEWMONT CORP COM 651639106 858 15798 SH SOLE 15798 0 0 NEWMONT CORP COM 651639106 5800 106822 SH OTR 1 0 106822 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 597 600000 PRN SOLE 600000 0 0 NEWS CORP NEW CL A 65249B109 263 11177 SH SOLE 11177 0 0 NEWS CORP NEW CL A 65249B109 1225 52062 SH OTR 1 0 52062 0 NEWS CORP NEW CL B 65249B208 377 16210 SH OTR 1 0 16210 0 NEWS CORP NEW CL B 65249B208 48 2048 SH SOLE 2048 0 0 NEXTERA ENERGY INC COM 65339F101 20535 261529 SH OTR 1 0 261529 0 NEXTERA ENERGY INC COM 65339F101 3068 39068 SH SOLE 39068 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 210 4129 SH OTR 4 0 4129 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 12842 252007 SH DFND 1 0 252007 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 1091 21300 SH SOLE 21300 0 0 NICE LTD NOTE 9/1 653656AB4 14412 12298000 PRN DFND 1 0 12298000 0 NICE LTD NOTE 9/1 653656AB4 100427 85334000 PRN OTR 1 0 85334000 0 NICE LTD NOTE 9/1 653656AB4 7071 6008000 PRN SOLE 6008000 0 0 NICE LTD NOTE 9/1 653656AB4 237 202000 PRN OTR 4 0 202000 0 NICE LTD SPONSORED ADR 653656108 9220 32460 SH OTR 1 0 32460 0 NICE LTD SPONSORED ADR 653656108 6934 24412 SH SOLE 24412 0 0 NIKE INC CL B 654106103 24689 169996 SH OTR 1 0 169996 0 NIKE INC CL B 654106103 3624 24953 SH SOLE 24953 0 0 NISOURCE INC COM 65473P105 1264 52164 SH OTR 1 0 52164 0 NISOURCE INC COM 65473P105 160 6593 SH SOLE 6593 0 0 NORFOLK SOUTHN CORP COM 655844108 7870 32895 SH OTR 1 0 32895 0 NORFOLK SOUTHN CORP COM 655844108 1150 4806 SH SOLE 4806 0 0 NORTHERN TR CORP COM 665859104 2990 27730 SH OTR 1 0 27730 0 NORTHERN TR CORP COM 665859104 442 4104 SH SOLE 4104 0 0 NORTHROP GRUMMAN CORP COM 666807102 7189 19960 SH OTR 1 0 19960 0 NORTHROP GRUMMAN CORP COM 666807102 1053 2923 SH SOLE 2923 0 0 NORTONLIFELOCK INC COM 668771108 296 11689 SH SOLE 11689 0 0 NORTONLIFELOCK INC COM 668771108 1960 77462 SH OTR 1 0 77462 0 NRG ENERGY INC COM NEW 629377508 1330 32581 SH OTR 1 0 32581 0 NRG ENERGY INC COM NEW 629377508 168 4117 SH SOLE 4117 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 150 128000 PRN OTR 4 0 128000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 62677 53206000 PRN OTR 1 0 53206000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3578 3037000 PRN SOLE 3037000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 9192 7836000 PRN DFND 1 0 7836000 0 NUCOR CORP COM 670346105 595 6041 SH SOLE 6041 0 0 NUCOR CORP COM 670346105 3853 39118 SH OTR 1 0 39118 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 20372 21043000 PRN OTR 1 0 21043000 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 136 141000 PRN OTR 4 0 141000 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 1491 1540000 PRN SOLE 1540000 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 8270 8587000 PRN DFND 1 0 8587000 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 25938 1707583 SH SOLE 1707583 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 8098 585522 SH SOLE 585522 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 2847 205883 SH OTR 1 0 205883 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7648 517097 SH SOLE 517097 0 0 NUVEEN QUALITY MUNCP INCOME COM 67066V101 2942 188362 SH SOLE 188362 0 0 NVIDIA CORPORATION COM 67066G104 68759 331913 SH OTR 1 0 331913 0 NVIDIA CORPORATION COM 67066G104 10133 48915 SH SOLE 48915 0 0 NVR INC COM 62944T105 2186 456 SH OTR 1 0 456 0 NVR INC COM 62944T105 316 66 SH SOLE 66 0 0 OCCIDENTAL PETE CORP COM 674599105 511 17270 SH SOLE 17270 0 0 OCCIDENTAL PETE CORP COM 674599105 3495 118147 SH OTR 1 0 118147 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 1987 2117000 PRN OTR 1 0 2117000 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 699 745000 PRN SOLE 745000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 18138 12805000 PRN OTR 1 0 12805000 0 OKTA INC NOTE 0.125% 9/0 679295AD7 2341 1653000 PRN SOLE 1653000 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 537 1878 SH SOLE 1878 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 3573 12494 SH OTR 1 0 12494 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 7191 4495000 PRN OTR 1 0 4495000 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 462 289000 PRN SOLE 289000 0 0 OMNICOM GROUP INC COM 681919106 2074 28622 SH OTR 1 0 28622 0 OMNICOM GROUP INC COM 681919106 313 4317 SH SOLE 4317 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2148 952000 PRN SOLE 952000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 18704 8289000 PRN OTR 1 0 8289000 0 ONEOK INC NEW COM 682680103 3445 59405 SH OTR 1 0 59405 0 ONEOK INC NEW COM 682680103 505 8705 SH SOLE 8705 0 0 ORACLE CORP COM 68389X105 2863 32864 SH SOLE 32864 0 0 ORACLE CORP COM 68389X105 19117 219403 SH OTR 1 0 219403 0 OREILLY AUTOMOTIVE INC COM 67103H107 831 1360 SH SOLE 1360 0 0 OREILLY AUTOMOTIVE INC COM 67103H107 5612 9184 SH OTR 1 0 9184 0 ORGANON & CO COMMON STOCK 68622V106 140 4255 SH SOLE 4255 0 0 ORGANON & CO COMMON STOCK 68622V106 1104 33681 SH OTR 1 0 33681 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 90 87000 PRN SOLE 87000 0 0 OTIS WORLDWIDE CORP COM 68902V107 677 8230 SH SOLE 8230 0 0 OTIS WORLDWIDE CORP COM 68902V107 4677 56843 SH OTR 1 0 56843 0 PACCAR INC COM 693718108 540 6848 SH SOLE 6848 0 0 PACCAR INC COM 693718108 3653 46288 SH OTR 1 0 46288 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 19147 17708000 PRN OTR 1 0 17708000 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 1206 1115000 PRN SOLE 1115000 0 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 154 148000 PRN SOLE 148000 0 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 57 55000 PRN OTR 4 0 55000 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 3457 3338000 PRN DFND 1 0 3338000 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 2854 2749000 PRN OTR 1 0 2749000 0 PACKAGING CORP AMER COM 695156109 261 1900 SH SOLE 1900 0 0 PACKAGING CORP AMER COM 695156109 1741 12666 SH OTR 1 0 12666 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 2090 1262000 PRN SOLE 1262000 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 35034 21155000 PRN OTR 1 0 21155000 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 48793 26811000 PRN OTR 1 0 26811000 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 4126 2267000 PRN SOLE 2267000 0 0 PARKER-HANNIFIN CORP COM 701094104 4812 17208 SH OTR 1 0 17208 0 PARKER-HANNIFIN CORP COM 701094104 692 2473 SH SOLE 2473 0 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 633 628000 PRN SOLE 628000 0 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 7577 7519000 PRN OTR 1 0 7519000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 119 105000 PRN OTR 4 0 105000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 38936 34117000 PRN OTR 1 0 34117000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 7429 6567000 PRN DFND 1 0 6567000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 2966 2599000 PRN SOLE 2599000 0 0 PAYCHEX INC COM 704326107 708 6299 SH SOLE 6299 0 0 PAYCHEX INC COM 704326107 4805 42726 SH OTR 1 0 42726 0 PAYCOM SOFTWARE INC COM 70432V102 451 910 SH SOLE 910 0 0 PAYCOM SOFTWARE INC COM 70432V102 3174 6403 SH OTR 1 0 6403 0 PAYPAL HLDGS INC COM 70450Y103 5967 22930 SH SOLE 22930 0 0 PAYPAL HLDGS INC COM 70450Y103 40757 156632 SH OTR 1 0 156632 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 153 137000 PRN OTR 4 0 137000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 9346 8371000 PRN DFND 1 0 8371000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 6575 5863000 PRN OTR 1 0 5863000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 665 593000 PRN SOLE 593000 0 0 PENN NATL GAMING INC COM 707569109 191 2638 SH SOLE 2638 0 0 PENN NATL GAMING INC COM 707569109 1513 20883 SH OTR 1 0 20883 0 PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 253 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 996 57019 SH OTR 1 0 57019 0 PEOPLES UNITED FINANCIAL INC COM 712704105 126 7205 SH SOLE 7205 0 0 PEPSICO INC COM 713448108 4055 26959 SH SOLE 26959 0 0 PEPSICO INC COM 713448108 27708 184219 SH OTR 1 0 184219 0 PERKINELMER INC COM 714046109 2585 14919 SH OTR 1 0 14919 0 PERKINELMER INC COM 714046109 361 2085 SH SOLE 2085 0 0 PFIZER INC COM 717081103 32101 746368 SH OTR 1 0 746368 0 PFIZER INC COM 717081103 4718 109706 SH SOLE 109706 0 0 PG&E CORP UNIT 99/99/9999 69331C140 2390 24882 SH SOLE 24882 0 0 PG&E CORP UNIT 99/99/9999 69331C140 7578 79270 SH DFND 1 0 79270 0 PG&E CORP UNIT 99/99/9999 69331C140 124 1300 SH OTR 4 0 1300 0 PG&E CORP UNIT 99/99/9999 69331C140 30256 315000 SH OTR 1 0 315000 0 PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 2551 165657 SH SOLE 165657 0 0 PGIM HIGH YIELD BOND FUND IN COM 69346H100 2436 150000 SH SOLE 150000 0 0 PHILIP MORRIS INTL INC COM 718172109 1504 15864 SH SOLE 15864 0 0 PHILIP MORRIS INTL INC COM 718172109 19698 207808 SH OTR 1 0 207808 0 PHILLIPS 66 COM 718546104 4089 58383 SH OTR 1 0 58383 0 PHILLIPS 66 COM 718546104 608 8677 SH SOLE 8677 0 0 PINNACLE WEST CAP CORP COM 723484101 137 1897 SH SOLE 1897 0 0 PINNACLE WEST CAP CORP COM 723484101 1085 15001 SH OTR 1 0 15001 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 3111 268191 SH OTR 1 0 268191 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 8802 758783 SH SOLE 758783 0 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 3951 325717 SH OTR 1 0 325717 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 5639 464851 SH SOLE 464851 0 0 PIONEER NAT RES CO COM 723787107 5032 30219 SH OTR 1 0 30219 0 PIONEER NAT RES CO COM 723787107 719 4318 SH SOLE 4318 0 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 15727 9744000 PRN DFND 1 0 9744000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 255 158000 PRN OTR 4 0 158000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 86720 53564000 PRN OTR 1 0 53564000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 6725 4154000 PRN SOLE 4154000 0 0 PNC FINL SVCS GROUP INC COM 693475105 1616 8258 SH SOLE 8258 0 0 PNC FINL SVCS GROUP INC COM 693475105 11082 56647 SH OTR 1 0 56647 0 POOL CORP COM 73278L105 2328 5359 SH OTR 1 0 5359 0 POOL CORP COM 73278L105 337 775 SH SOLE 775 0 0 PPG INDS INC COM 693506107 671 4694 SH SOLE 4694 0 0 PPG INDS INC COM 693506107 4521 31613 SH OTR 1 0 31613 0 PPL CORP COM 69351T106 428 15363 SH SOLE 15363 0 0 PPL CORP COM 69351T106 2860 102593 SH OTR 1 0 102593 0 PRICE T ROWE GROUP INC COM 74144T108 5950 30248 SH OTR 1 0 30248 0 PRICE T ROWE GROUP INC COM 74144T108 870 4422 SH SOLE 4422 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 381 5909 SH SOLE 5909 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 2174 33750 SH OTR 1 0 33750 0 PROCTER AND GAMBLE CO COM 742718109 6731 48150 SH SOLE 48150 0 0 PROCTER AND GAMBLE CO COM 742718109 45199 323312 SH OTR 1 0 323312 0 PROGRESSIVE CORP COM 743315103 1031 11405 SH SOLE 11405 0 0 PROGRESSIVE CORP COM 743315103 7048 77974 SH OTR 1 0 77974 0 PROLOGIS INC. COM 74340W103 1852 14764 SH SOLE 14764 0 0 PROLOGIS INC. COM 74340W103 12372 98638 SH OTR 1 0 98638 0 PRUDENTIAL FINL INC COM 744320102 800 7607 SH SOLE 7607 0 0 PRUDENTIAL FINL INC COM 744320102 5420 51519 SH OTR 1 0 51519 0 PTC INC COM 69370C100 260 2168 SH SOLE 2168 0 0 PTC INC COM 69370C100 1680 14025 SH OTR 1 0 14025 0 PUBLIC STORAGE COM 74460D109 895 3014 SH SOLE 3014 0 0 PUBLIC STORAGE COM 74460D109 6030 20296 SH OTR 1 0 20296 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 591 9709 SH SOLE 9709 0 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4101 67347 SH OTR 1 0 67347 0 PULTE GROUP INC COM 745867101 260 5655 SH SOLE 5655 0 0 PULTE GROUP INC COM 745867101 1619 35263 SH OTR 1 0 35263 0 PVH CORPORATION COM 693656100 123 1196 SH SOLE 1196 0 0 PVH CORPORATION COM 693656100 973 9465 SH OTR 1 0 9465 0 Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 104 70000 PRN SOLE 70000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 858 762000 PRN SOLE 762000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 8101 7195000 PRN OTR 1 0 7195000 0 QORVO INC COM 74736K101 2510 15011 SH OTR 1 0 15011 0 QORVO INC COM 74736K101 367 2197 SH SOLE 2197 0 0 QUALCOMM INC COM 747525103 2877 22304 SH SOLE 22304 0 0 QUALCOMM INC COM 747525103 19399 150402 SH OTR 1 0 150402 0 QUANTA SVCS INC COM 74762E102 2115 18579 SH OTR 1 0 18579 0 QUANTA SVCS INC COM 74762E102 267 2347 SH SOLE 2347 0 0 QUEST DIAGNOSTICS INC COM 74834L100 371 2555 SH SOLE 2555 0 0 QUEST DIAGNOSTICS INC COM 74834L100 2365 16274 SH OTR 1 0 16274 0 RALPH LAUREN CORP CL A 751212101 90 813 SH SOLE 813 0 0 RALPH LAUREN CORP CL A 751212101 713 6421 SH OTR 1 0 6421 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 20941 16548000 PRN OTR 1 0 16548000 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 820 648000 PRN SOLE 648000 0 0 RAPID7 INC NOTE 1.250% 8/0 753422AB0 150 55000 PRN SOLE 55000 0 0 RAYMOND JAMES FINL INC COM 754730109 2258 24471 SH OTR 1 0 24471 0 RAYMOND JAMES FINL INC COM 754730109 346 3745 SH SOLE 3745 0 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 2528 29404 SH SOLE 29404 0 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 17264 200837 SH OTR 1 0 200837 0 RBC BEARINGS INC 5% CNV PFD SR A 75524B203 235 2123 SH SOLE 2123 0 0 RBC BEARINGS INC 5% CNV PFD SR A 75524B203 3633 32877 SH OTR 1 0 32877 0 REALTY INCOME CORP COM 756109104 490 7551 SH SOLE 7551 0 0 REALTY INCOME CORP COM 756109104 3364 51863 SH OTR 1 0 51863 0 REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 82 80000 PRN SOLE 80000 0 0 REGENCY CTRS CORP COM 758849103 1416 21024 SH OTR 1 0 21024 0 REGENCY CTRS CORP COM 758849103 334 4955 SH SOLE 4955 0 0 REGENERON PHARMACEUTICALS COM 75886F107 8448 13959 SH OTR 1 0 13959 0 REGENERON PHARMACEUTICALS COM 75886F107 1248 2063 SH SOLE 2063 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 2731 128171 SH OTR 1 0 128171 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 424 19895 SH SOLE 19895 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 185 73000 PRN SOLE 73000 0 0 REPUBLIC SVCS INC COM 760759100 3371 28076 SH OTR 1 0 28076 0 REPUBLIC SVCS INC COM 760759100 462 3847 SH SOLE 3847 0 0 RESMED INC COM 761152107 751 2851 SH SOLE 2851 0 0 RESMED INC COM 761152107 5114 19403 SH OTR 1 0 19403 0 RH NOTE 9/1 74967XAD5 378 120000 PRN SOLE 120000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 7569 7679000 PRN DFND 1 0 7679000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 3963 4000000 PRN SOLE 4000000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 127 129000 PRN OTR 4 0 129000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 49341 49808000 PRN OTR 1 0 49808000 0 ROBERT HALF INTL INC COM 770323103 190 1898 SH SOLE 1898 0 0 ROBERT HALF INTL INC COM 770323103 1511 15058 SH OTR 1 0 15058 0 ROCKWELL AUTOMATION INC COM 773903109 693 2356 SH SOLE 2356 0 0 ROCKWELL AUTOMATION INC COM 773903109 4546 15461 SH OTR 1 0 15461 0 ROLLINS INC COM 775711104 132 3726 SH SOLE 3726 0 0 ROLLINS INC COM 775711104 1042 29481 SH OTR 1 0 29481 0 ROPER TECHNOLOGIES INC COM 776696106 925 2074 SH SOLE 2074 0 0 ROPER TECHNOLOGIES INC COM 776696106 6260 14031 SH OTR 1 0 14031 0 ROSS STORES INC COM 778296103 5176 47548 SH OTR 1 0 47548 0 ROSS STORES INC COM 778296103 774 7108 SH SOLE 7108 0 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 163 116000 PRN OTR 4 0 116000 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 11456 8125000 PRN OTR 1 0 8125000 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 1369 971000 PRN SOLE 971000 0 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 10043 7148000 PRN DFND 1 0 7148000 0 S&P GLOBAL INC COM 78409V104 13647 32120 SH OTR 1 0 32120 0 S&P GLOBAL INC COM 78409V104 1973 4643 SH SOLE 4643 0 0 SABA CAPITAL INCOME & OPRNT SHARES 78518H103 132 28978 SH SOLE 28978 0 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 5221 3020000 PRN OTR 1 0 3020000 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 372 215000 PRN SOLE 215000 0 0 SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 282 175000 PRN SOLE 175000 0 0 SALESFORCE COM INC COM 79466L302 35096 129399 SH OTR 1 0 129399 0 SALESFORCE COM INC COM 79466L302 5182 19106 SH SOLE 19106 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 200 135000 PRN SOLE 135000 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 4820 14580 SH OTR 1 0 14580 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 803 2429 SH SOLE 2429 0 0 SCHLUMBERGER LTD COM STK 806857108 826 27858 SH SOLE 27858 0 0 SCHLUMBERGER LTD COM STK 806857108 5526 186446 SH OTR 1 0 186446 0 SCHWAB CHARLES CORP COM 808513105 2133 29290 SH SOLE 29290 0 0 SCHWAB CHARLES CORP COM 808513105 14567 199982 SH OTR 1 0 199982 0 SEALED AIR CORP NEW COM 81211K100 140 2560 SH SOLE 2560 0 0 SEALED AIR CORP NEW COM 81211K100 1110 20267 SH OTR 1 0 20267 0 SEMPRA COM 816851109 5380 42532 SH OTR 1 0 42532 0 SEMPRA COM 816851109 756 5974 SH SOLE 5974 0 0 SERVICENOW INC COM 81762P102 2381 3826 SH SOLE 3826 0 0 SERVICENOW INC COM 81762P102 16383 26328 SH OTR 1 0 26328 0 SHERWIN WILLIAMS CO COM 824348106 9025 32264 SH OTR 1 0 32264 0 SHERWIN WILLIAMS CO COM 824348106 1308 4675 SH SOLE 4675 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 2245 1827000 PRN SOLE 1827000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 41473 33745000 PRN OTR 1 0 33745000 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 2236 1735000 PRN SOLE 1735000 0 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 30457 23629000 PRN OTR 1 0 23629000 0 SIMON PPTY GROUP INC NEW COM 828806109 823 6335 SH SOLE 6335 0 0 SIMON PPTY GROUP INC NEW COM 828806109 5693 43804 SH OTR 1 0 43804 0 SKYWORKS SOLUTIONS INC COM 83088M102 541 3282 SH SOLE 3282 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 3627 22013 SH OTR 1 0 22013 0 SMITH A O CORP COM 831865209 138 2266 SH SOLE 2266 0 0 SMITH A O CORP COM 831865209 1095 17930 SH OTR 1 0 17930 0 SMUCKER J M CO COM NEW 832696405 1751 14588 SH OTR 1 0 14588 0 SMUCKER J M CO COM NEW 832696405 269 2245 SH SOLE 2245 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 3 1000 PRN OTR 1 0 1000 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 9851 3020000 PRN DFND 1 0 3020000 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 160 49000 PRN OTR 4 0 49000 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 2116 648000 PRN SOLE 648000 0 0 SNAP ON INC COM 833034101 1507 7214 SH OTR 1 0 7214 0 SNAP ON INC COM 833034101 190 911 SH SOLE 911 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 2025 1629000 PRN SOLE 1629000 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 38608 31060000 PRN OTR 1 0 31060000 0 SOUTHERN CO COM 842587107 8747 141153 SH OTR 1 0 141153 0 SOUTHERN CO COM 842587107 1260 20336 SH SOLE 20336 0 0 SOUTHWEST AIRLS CO COM 844741108 512 9964 SH SOLE 9964 0 0 SOUTHWEST AIRLS CO COM 844741108 4055 78851 SH OTR 1 0 78851 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 6023 4022000 PRN SOLE 4022000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 151 101000 PRN OTR 4 0 101000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 9430 6313000 PRN DFND 1 0 6313000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 84715 56571000 PRN OTR 1 0 56571000 0 SPDR GOLD TR GOLD SHS 78463V107 0 0 SH SOLE 0 0 0 SPDR GOLD TR GOLD SHS 78463V107 23046 140336 SH OTR 1 0 140336 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 1803 771945425 SH OTR 3 0 771945425 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 8366 14957 SH SOLE 14957 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 4658 4972000 PRN DFND 1 0 4972000 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 78 83000 PRN OTR 4 0 83000 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 542 575000 PRN SOLE 575000 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 6170 6550000 PRN OTR 1 0 6550000 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 39030 33252000 PRN OTR 1 0 33252000 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 2761 2352000 PRN SOLE 2352000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 103 84000 PRN OTR 4 0 84000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 6234 5107000 PRN DFND 1 0 5107000 0 SQUARE INC CL A 852234103 240 1000 SH SOLE 1000 0 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 10223 3324000 PRN DFND 1 0 3324000 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 175 57000 PRN OTR 4 0 57000 0 STANLEY BLACK & DECKER INC COM 854502101 565 3222 SH SOLE 3222 0 0 STANLEY BLACK & DECKER INC COM 854502101 3775 21533 SH OTR 1 0 21533 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 36556 346400 SH OTR 1 0 346400 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 2448 23200 SH SOLE 23200 0 0 STARBUCKS CORP COM 855244109 17331 157109 SH OTR 1 0 157109 0 STARBUCKS CORP COM 855244109 2526 22902 SH SOLE 22902 0 0 STARWOOD WAYPOINT HOMES NOTE 3.500% 1/1 19625XAB8 170 101000 PRN SOLE 101000 0 0 STATE STR CORP COM 857477103 3876 45751 SH OTR 1 0 45751 0 STATE STR CORP COM 857477103 617 7285 SH SOLE 7285 0 0 STRYKER CORPORATION COM 863667101 1700 6447 SH SOLE 6447 0 0 STRYKER CORPORATION COM 863667101 11789 44701 SH OTR 1 0 44701 0 SUMMIT HOTEL PPTYS INC NOTE 1.500% 2/1 866082AA8 14753 13980000 PRN OTR 1 0 13980000 0 SUMMIT HOTEL PPTYS INC NOTE 1.500% 2/1 866082AA8 1173 1112000 PRN SOLE 1112000 0 0 SVB FINANCIAL GROUP COM 78486Q101 766 1184 SH SOLE 1184 0 0 SVB FINANCIAL GROUP COM 78486Q101 5037 7787 SH OTR 1 0 7787 0 SYNCHRONY FINANCIAL COM 87165B103 574 11739 SH SOLE 11739 0 0 SYNCHRONY FINANCIAL COM 87165B103 3709 75879 SH OTR 1 0 75879 0 SYNOPSYS INC COM 871607107 922 3079 SH SOLE 3079 0 0 SYNOPSYS INC COM 871607107 6090 20341 SH OTR 1 0 20341 0 SYSCO CORP COM 871829107 5355 68212 SH OTR 1 0 68212 0 SYSCO CORP COM 871829107 808 10288 SH SOLE 10288 0 0 TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 63 75000 PRN SOLE 75000 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 35007 313546 SH OTR 1 0 313546 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 20406 182771 SH SOLE 182771 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2376 15421 SH OTR 1 0 15421 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 362 2349 SH SOLE 2349 0 0 TALOS ENERGY INC COM 87484T108 85 6187 SH OTR 5 0 6187 0 TALOS ENERGY INC COM 87484T108 38605 2803590 SH OTR 1 0 2803590 0 TALOS ENERGY INC COM 87484T108 7696 558868 SH SOLE 558868 0 0 TAPESTRY INC COM 876030107 174 4698 SH SOLE 4698 0 0 TAPESTRY INC COM 876030107 1376 37181 SH OTR 1 0 37181 0 TARGET CORP COM 87612E106 2189 9570 SH SOLE 9570 0 0 TARGET CORP COM 87612E106 15091 65964 SH OTR 1 0 65964 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 4234 4194000 PRN SOLE 4194000 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 8446 8409000 PRN DFND 1 0 8409000 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 141 140000 PRN OTR 4 0 140000 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 58376 57830000 PRN OTR 1 0 57830000 0 TELEDYNE TECHNOLOGIES INC COM 879360105 379 882 SH SOLE 882 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 2660 6192 SH OTR 1 0 6192 0 TELEFLEX INCORPORATED COM 879369106 372 988 SH SOLE 988 0 0 TELEFLEX INCORPORATED COM 879369106 7649 20314 SH OTR 1 0 20314 0 TERADYNE INC COM 880770102 403 3689 SH SOLE 3689 0 0 TERADYNE INC COM 880770102 2422 22189 SH OTR 1 0 22189 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 501 145000 PRN SOLE 145000 0 0 TESLA INC COM 88160R101 83810 108075 SH OTR 1 0 108075 0 TESLA INC COM 88160R101 12360 15939 SH SOLE 15939 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 574 46000 PRN SOLE 46000 0 0 TEXAS INSTRS INC COM 882508104 23668 123138 SH OTR 1 0 123138 0 TEXAS INSTRS INC COM 882508104 3452 17958 SH SOLE 17958 0 0 TEXTRON INC COM 883203101 2101 30095 SH OTR 1 0 30095 0 TEXTRON INC COM 883203101 376 5389 SH SOLE 5389 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 4411 7721 SH SOLE 7721 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 29940 52404 SH OTR 1 0 52404 0 TJX COS INC NEW COM 872540109 10610 160802 SH OTR 1 0 160802 0 TJX COS INC NEW COM 872540109 1558 23618 SH SOLE 23618 0 0 T-MOBILE US INC COM 872590104 1497 11720 SH SOLE 11720 0 0 T-MOBILE US INC COM 872590104 9983 78137 SH OTR 1 0 78137 0 TRACTOR SUPPLY CO COM 892356106 3114 15368 SH OTR 1 0 15368 0 TRACTOR SUPPLY CO COM 892356106 495 2441 SH SOLE 2441 0 0 TRANSDIGM GROUP INC COM 893641100 4356 6974 SH OTR 1 0 6974 0 TRANSDIGM GROUP INC COM 893641100 612 980 SH SOLE 980 0 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 117 135000 PRN SOLE 135000 0 0 TRAVELERS COMPANIES INC COM 89417E109 720 4735 SH SOLE 4735 0 0 TRAVELERS COMPANIES INC COM 89417E109 5098 33534 SH OTR 1 0 33534 0 TRIMBLE INC COM 896239100 421 5121 SH SOLE 5121 0 0 TRIMBLE INC COM 896239100 2748 33409 SH OTR 1 0 33409 0 TRUIST FINL CORP COM 89832Q109 10427 177788 SH OTR 1 0 177788 0 TRUIST FINL CORP COM 89832Q109 1546 26359 SH SOLE 26359 0 0 TURNING PT BRANDS INC COM 90041L105 325 6802 SH OTR 1 0 6802 0 TURNING PT BRANDS INC COM 90041L105 0 0 SH SOLE 0 0 0 TWITTER INC COM 90184L102 6427 106419 SH OTR 1 0 106419 0 TWITTER INC COM 90184L102 942 15596 SH SOLE 15596 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 347 275000 PRN SOLE 275000 0 0 TYLER TECHNOLOGIES INC COM 902252105 361 787 SH SOLE 787 0 0 TYLER TECHNOLOGIES INC COM 902252105 2491 5431 SH OTR 1 0 5431 0 TYSON FOODS INC CL A 902494103 478 6054 SH SOLE 6054 0 0 TYSON FOODS INC CL A 902494103 3098 39241 SH OTR 1 0 39241 0 UDR INC COM 902653104 408 7705 SH SOLE 7705 0 0 UDR INC COM 902653104 1969 37165 SH OTR 1 0 37165 0 ULTA BEAUTY INC COM 90384S303 2635 7301 SH OTR 1 0 7301 0 ULTA BEAUTY INC COM 90384S303 405 1123 SH SOLE 1123 0 0 UNDER ARMOUR INC CL A 904311107 64 3174 SH SOLE 3174 0 0 UNDER ARMOUR INC CL A 904311107 507 25107 SH OTR 1 0 25107 0 UNDER ARMOUR INC CL C 904311206 57 3278 SH SOLE 3278 0 0 UNDER ARMOUR INC CL C 904311206 454 25941 SH OTR 1 0 25941 0 UNION PAC CORP COM 907818108 17025 86857 SH OTR 1 0 86857 0 UNION PAC CORP COM 907818108 2503 12771 SH SOLE 12771 0 0 UNITED AIRLS HLDGS INC COM 910047109 259 5452 SH SOLE 5452 0 0 UNITED AIRLS HLDGS INC COM 910047109 2052 43144 SH OTR 1 0 43144 0 UNITED PARCEL SERVICE INC CL B 911312106 2623 14402 SH SOLE 14402 0 0 UNITED PARCEL SERVICE INC CL B 911312106 17664 97002 SH OTR 1 0 97002 0 UNITED RENTALS INC COM 911363109 498 1420 SH SOLE 1420 0 0 UNITED RENTALS INC COM 911363109 3386 9650 SH OTR 1 0 9650 0 UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 102 54000 PRN SOLE 54000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 49073 125589 SH OTR 1 0 125589 0 UNITEDHEALTH GROUP INC COM 91324P102 7215 18465 SH SOLE 18465 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 181 1310 SH SOLE 1310 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 1435 10370 SH OTR 1 0 10370 0 US BANCORP DEL COM NEW 902973304 1649 27749 SH SOLE 27749 0 0 US BANCORP DEL COM NEW 902973304 10681 179700 SH OTR 1 0 179700 0 V F CORP COM 918204108 423 6319 SH SOLE 6319 0 0 V F CORP COM 918204108 2872 42875 SH OTR 1 0 42875 0 VALERO ENERGY CORP COM 91913Y100 3846 54503 SH OTR 1 0 54503 0 VALERO ENERGY CORP COM 91913Y100 646 9151 SH SOLE 9151 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 880 0 SH SOLE 0 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 1000 393484583 SH OTR 3 0 393484583 0 VANGUARD INDEX FDS VALUE ETF 922908744 4976 36762 SH OTR 1 0 36762 0 VANGUARD INDEX FDS VALUE ETF 922908744 0 0 SH SOLE 0 0 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 94 95000 PRN SOLE 95000 0 0 VENTAS INC COM 92276F100 410 7419 SH SOLE 7419 0 0 VENTAS INC COM 92276F100 2762 50019 SH OTR 1 0 50019 0 VERISIGN INC COM 92343E102 418 2037 SH SOLE 2037 0 0 VERISIGN INC COM 92343E102 2658 12963 SH OTR 1 0 12963 0 VERISK ANALYTICS INC COM 92345Y106 607 3031 SH SOLE 3031 0 0 VERISK ANALYTICS INC COM 92345Y106 4328 21612 SH OTR 1 0 21612 0 VERIZON COMMUNICATIONS INC COM 92343V104 4340 80362 SH SOLE 80362 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 29814 552015 SH OTR 1 0 552015 0 VERTEX PHARMACEUTICALS INC COM 92532F100 6261 34515 SH OTR 1 0 34515 0 VERTEX PHARMACEUTICALS INC COM 92532F100 918 5062 SH SOLE 5062 0 0 VIACOMCBS INC CL B 92556H206 3190 80747 SH OTR 1 0 80747 0 VIACOMCBS INC CL B 92556H206 478 12107 SH SOLE 12107 0 0 VIATRIS INC COM 92556V106 324 23924 SH SOLE 23924 0 0 VIATRIS INC COM 92556V106 2184 161156 SH OTR 1 0 161156 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 37564 28812000 PRN OTR 1 0 28812000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 4199 3230000 PRN DFND 1 0 3230000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 2053 1575000 PRN SOLE 1575000 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 68 52000 PRN OTR 4 0 52000 0 VISA INC COM CL A 92826C839 50070 224779 SH OTR 1 0 224779 0 VISA INC COM CL A 92826C839 7319 32857 SH SOLE 32857 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 139 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 45 30000 PRN SOLE 30000 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 15474 13239000 PRN OTR 1 0 13239000 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 998 854000 PRN SOLE 854000 0 0 VORNADO RLTY TR SH BEN INT 929042109 878 20890 SH OTR 1 0 20890 0 VORNADO RLTY TR SH BEN INT 929042109 111 2640 SH SOLE 2640 0 0 VULCAN MATLS CO COM 929160109 446 2635 SH SOLE 2635 0 0 VULCAN MATLS CO COM 929160109 2992 17689 SH OTR 1 0 17689 0 WABTEC COM 929740108 317 3680 SH SOLE 3680 0 0 WABTEC COM 929740108 2171 25178 SH OTR 1 0 25178 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 4501 95660 SH OTR 1 0 95660 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 667 14187 SH SOLE 14187 0 0 WALMART INC COM 931142103 3908 28041 SH SOLE 28041 0 0 WALMART INC COM 931142103 26530 190343 SH OTR 1 0 190343 0 WASTE MGMT INC DEL COM 94106L109 1127 7544 SH SOLE 7544 0 0 WASTE MGMT INC DEL COM 94106L109 7734 51782 SH OTR 1 0 51782 0 WATERS CORP COM 941848103 443 1240 SH SOLE 1240 0 0 WATERS CORP COM 941848103 2939 8225 SH OTR 1 0 8225 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 281 280000 PRN SOLE 280000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 474 255000 PRN SOLE 255000 0 0 WEC ENERGY GROUP INC COM 92939U106 3710 42059 SH OTR 1 0 42059 0 WEC ENERGY GROUP INC COM 92939U106 513 5814 SH SOLE 5814 0 0 WELLS FARGO CO NEW COM 949746101 25383 546938 SH OTR 1 0 546938 0 WELLS FARGO CO NEW COM 949746101 3705 79823 SH SOLE 79823 0 0 WELLTOWER INC COM 95040Q104 685 8309 SH SOLE 8309 0 0 WELLTOWER INC COM 95040Q104 4638 56282 SH OTR 1 0 56282 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 613 1445 SH SOLE 1445 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 4179 9843 SH OTR 1 0 9843 0 WESTERN ASSET HIGH INCOME OP COM 95766K109 1254 241565 SH SOLE 241565 0 0 WESTERN DIGITAL CORP. COM 958102105 2306 40861 SH OTR 1 0 40861 0 WESTERN DIGITAL CORP. COM 958102105 342 6062 SH SOLE 6062 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 1001 988000 PRN SOLE 988000 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4694 4634000 PRN OTR 1 0 4634000 0 WESTERN UN CO COM 959802109 1106 54701 SH OTR 1 0 54701 0 WESTERN UN CO COM 959802109 140 6914 SH SOLE 6914 0 0 WESTROCK CO COM 96145D105 1768 35483 SH OTR 1 0 35483 0 WESTROCK CO COM 96145D105 273 5483 SH SOLE 5483 0 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 3553 99897 SH OTR 1 0 99897 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 538 15123 SH SOLE 15123 0 0 WHIRLPOOL CORP COM 963320106 1704 8357 SH OTR 1 0 8357 0 WHIRLPOOL CORP COM 963320106 256 1256 SH SOLE 1256 0 0 WHITING PETE CORP NEW COM NEW 966387508 3153 53985 SH SOLE 53985 0 0 WHITING PETE CORP NEW COM NEW 966387508 18960 324596 SH OTR 1 0 324596 0 WILLIAMS COS INC COM 969457100 619 23866 SH SOLE 23866 0 0 WILLIAMS COS INC COM 969457100 4202 161971 SH OTR 1 0 161971 0 WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 100 75000 PRN SOLE 75000 0 0 WIX COM LTD NOTE 7/0 92940WAB5 14139 9505000 PRN OTR 1 0 9505000 0 WIX COM LTD NOTE 7/0 92940WAB5 599 403000 PRN SOLE 403000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 146 85000 PRN OTR 4 0 85000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 2661 1552000 PRN SOLE 1552000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 8729 5099000 PRN DFND 1 0 5099000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 31778 18536000 PRN OTR 1 0 18536000 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 149 80000 PRN SOLE 80000 0 0 WYNN RESORTS LTD COM 983134107 150 1771 SH SOLE 1771 0 0 WYNN RESORTS LTD COM 983134107 1187 14004 SH OTR 1 0 14004 0 XCEL ENERGY INC COM 98389B100 654 10467 SH SOLE 10467 0 0 XCEL ENERGY INC COM 98389B100 4485 71762 SH OTR 1 0 71762 0 XILINX INC COM 983919101 4949 32778 SH OTR 1 0 32778 0 XILINX INC COM 983919101 716 4742 SH SOLE 4742 0 0 XYLEM INC COM 98419M100 2969 24009 SH OTR 1 0 24009 0 XYLEM INC COM 98419M100 437 3534 SH SOLE 3534 0 0 YUM BRANDS INC COM 988498101 4858 39721 SH OTR 1 0 39721 0 YUM BRANDS INC COM 988498101 712 5819 SH SOLE 5819 0 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 567 1101 SH SOLE 1101 0 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 3678 7135 SH OTR 1 0 7135 0 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 23040 18049000 PRN OTR 1 0 18049000 0 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 1324 1037000 PRN SOLE 1037000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 609 390000 PRN SOLE 390000 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 602 4113 SH SOLE 4113 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 4069 27798 SH OTR 1 0 27798 0 ZIONS BANCORPORATION N A COM 989701107 1353 21860 SH OTR 1 0 21860 0 ZIONS BANCORPORATION N A COM 989701107 171 2763 SH SOLE 2763 0 0 ZOETIS INC CL A 98978V103 1825 9398 SH SOLE 9398 0 0 ZOETIS INC CL A 98978V103 12290 63303 SH OTR 1 0 63303 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 1920 1050000 PRN SOLE 1050000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 32370 17701000 PRN OTR 1 0 17701000 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 65 57000 PRN OTR 4 0 57000 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 3921 3459000 PRN DFND 1 0 3459000 0