0001085146-22-002016.txt : 20220513 0001085146-22-002016.hdr.sgml : 20220513 20220512211415 ACCESSION NUMBER: 0001085146-22-002016 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220331 FILED AS OF DATE: 20220513 DATE AS OF CHANGE: 20220512 EFFECTIVENESS DATE: 20220513 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: 22919890 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 03-31-2022 03-31-2022 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 05-10-2022 7 1438 11378459 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 10710 71937 SH OTR 1 0 71937 0 3M CO COM 88579Y101 1498 10059 SH SOLE 10059 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 46 50000 PRN SOLE 50000 0 0 ABBOTT LABS COM 002824100 26363 222738 SH OTR 1 0 222738 0 ABBOTT LABS COM 002824100 3739 31589 SH SOLE 31589 0 0 ABBVIE INC COM 00287Y109 5132 31655 SH SOLE 31655 0 0 ABBVIE INC COM 00287Y109 36100 222687 SH OTR 1 0 222687 0 ABIOMED INC COM 003654100 1899 5734 SH OTR 1 0 5734 0 ABIOMED INC 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2.250% 4/1 122017AB2 45997 40106000 PRN OTR 1 0 40106000 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 110 96000 PRN OTR 4 0 96000 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 2871 2503000 PRN SOLE 2503000 0 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 7074 6195000 PRN DFND 1 0 6195000 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1759 16332 SH OTR 1 0 16332 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 263 2444 SH SOLE 2444 0 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 1701 1892000 PRN SOLE 1892000 0 0 CABLE ONE INC NOTE 1.125% 3/1 12685JAG0 32902 36598000 PRN OTR 1 0 36598000 0 CADENCE DESIGN SYSTEM INC COM 127387108 5741 34909 SH OTR 1 0 34909 0 CADENCE DESIGN SYSTEM INC COM 127387108 815 4958 SH SOLE 4958 0 0 CAESARS ENTERTAINMENT INC NE COM 12769G100 2083 26927 SH OTR 1 0 26927 0 CAESARS ENTERTAINMENT INC NE COM 12769G100 317 4100 SH SOLE 4100 0 0 CALIFORNIA RES CORP COM STOCK 13057Q305 681 15222 SH SOLE 15222 0 0 CALIFORNIA RES CORP COM STOCK 13057Q305 3767 84226 SH OTR 1 0 84226 0 CAMPBELL SOUP CO COM 134429109 153 3422 SH SOLE 3422 0 0 CAMPBELL SOUP CO COM 134429109 1133 25431 SH OTR 1 0 25431 0 CAPITAL ONE FINL CORP COM 14040H105 973 7410 SH SOLE 7410 0 0 CAPITAL ONE FINL CORP COM 14040H105 6845 52136 SH OTR 1 0 52136 0 CARDINAL HEALTH INC COM 14149Y108 298 5263 SH SOLE 5263 0 0 CARDINAL HEALTH INC COM 14149Y108 1979 34899 SH OTR 1 0 34899 0 CARMAX INC COM 143130102 282 2920 SH SOLE 2920 0 0 CARMAX INC COM 143130102 1965 20368 SH OTR 1 0 20368 0 CARNIVAL CORP COMMON STOCK 143658300 2060 101881 SH OTR 1 0 101881 0 CARNIVAL CORP COMMON STOCK 143658300 271 13379 SH SOLE 13379 0 0 CARNIVAL CORP NOTE 5.750% 4/0 143658BE1 185 88000 PRN SOLE 88000 0 0 CARRIER GLOBAL CORPORATION COM 14448C104 4943 107763 SH OTR 1 0 107763 0 CARRIER GLOBAL CORPORATION COM 14448C104 685 14933 SH SOLE 14933 0 0 CATALENT INC COM 148806102 354 3188 SH SOLE 3188 0 0 CATALENT INC COM 148806102 2502 22561 SH OTR 1 0 22561 0 CATERPILLAR INC COM 149123101 15183 68139 SH OTR 1 0 68139 0 CATERPILLAR INC COM 149123101 2142 9615 SH SOLE 9615 0 0 CBOE GLOBAL MKTS INC COM 12503M108 216 1891 SH SOLE 1891 0 0 CBOE GLOBAL MKTS INC COM 12503M108 1533 13399 SH OTR 1 0 13399 0 CBRE GROUP INC CL A 12504L109 546 5970 SH SOLE 5970 0 0 CBRE GROUP INC CL A 12504L109 3858 42155 SH OTR 1 0 42155 0 CDW CORP COM 12514G108 453 2530 SH SOLE 2530 0 0 CDW CORP COM 12514G108 3058 17096 SH OTR 1 0 17096 0 CELANESE CORP DEL COM 150870103 303 2119 SH SOLE 2119 0 0 CELANESE CORP DEL COM 150870103 1944 13608 SH OTR 1 0 13608 0 CENTENE CORP DEL COM 15135B101 6188 73500 SH OTR 1 0 73500 0 CENTENE CORP DEL COM 15135B101 838 9953 SH SOLE 9953 0 0 CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 44092 28928000 PRN OTR 1 0 28928000 0 CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 2916 1913000 PRN SOLE 1913000 0 0 CENTERPOINT ENERGY INC COM 15189T107 337 11005 SH SOLE 11005 0 0 CENTERPOINT ENERGY INC COM 15189T107 2427 79213 SH OTR 1 0 79213 0 CERIDIAN HCM HLDG INC COM 15677J108 167 2443 SH SOLE 2443 0 0 CERIDIAN HCM HLDG INC COM 15677J108 1178 17231 SH OTR 1 0 17231 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 219 250000 PRN SOLE 250000 0 0 CERNER CORP COM 156782104 3467 37061 SH OTR 1 0 37061 0 CERNER CORP COM 156782104 497 5313 SH SOLE 5313 0 0 CF INDS HLDGS INC COM 125269100 2784 27016 SH OTR 1 0 27016 0 CF INDS HLDGS INC COM 125269100 437 4245 SH SOLE 4245 0 0 CHARLES RIV LABS INTL INC COM 159864107 255 899 SH SOLE 899 0 0 CHARLES RIV LABS INTL INC COM 159864107 1804 6352 SH OTR 1 0 6352 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 8190 15013 SH OTR 1 0 15013 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 1205 2209 SH SOLE 2209 0 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 9193 10271000 PRN DFND 1 0 10271000 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 148 165000 PRN OTR 4 0 165000 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 1144 1271000 PRN SOLE 1271000 0 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 16826 18696000 PRN OTR 1 0 18696000 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 24567 23231000 PRN OTR 1 0 23231000 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 1762 1666000 PRN SOLE 1666000 0 0 CHEGG INC NOTE 9/0 163092AF6 1091 1327000 PRN SOLE 1327000 0 0 CHEGG INC NOTE 9/0 163092AF6 15468 18817000 PRN OTR 1 0 18817000 0 CHEVRON CORP NEW COM 166764100 39538 242816 SH OTR 1 0 242816 0 CHEVRON CORP NEW COM 166764100 5788 35544 SH SOLE 35544 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 842 532 SH SOLE 532 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 5607 3544 SH OTR 1 0 3544 0 CHURCH & DWIGHT CO INC COM 171340102 440 4428 SH SOLE 4428 0 0 CHURCH & DWIGHT CO INC COM 171340102 3029 30483 SH OTR 1 0 30483 0 CIGNA CORP NEW COM 125523100 9747 40679 SH OTR 1 0 40679 0 CIGNA CORP NEW COM 125523100 1401 5845 SH SOLE 5845 0 0 CINCINNATI FINL CORP COM 172062101 2567 18877 SH OTR 1 0 18877 0 CINCINNATI FINL CORP COM 172062101 359 2641 SH SOLE 2641 0 0 CINTAS CORP COM 172908105 648 1523 SH SOLE 1523 0 0 CINTAS CORP COM 172908105 4725 11107 SH OTR 1 0 11107 0 CISCO SYS INC COM 17275R102 4211 75522 SH SOLE 75522 0 0 CISCO SYS INC COM 17275R102 29623 531260 SH OTR 1 0 531260 0 CITIGROUP INC COM NEW 172967424 13348 249960 SH OTR 1 0 249960 0 CITIGROUP INC COM NEW 172967424 1913 35817 SH SOLE 35817 0 0 CITIZENS FINL GROUP INC COM 174610105 361 7974 SH SOLE 7974 0 0 CITIZENS FINL GROUP INC COM 174610105 2434 53685 SH OTR 1 0 53685 0 CITRIX SYS INC COM 177376100 228 2262 SH SOLE 2262 0 0 CITRIX SYS INC COM 177376100 1581 15670 SH OTR 1 0 15670 0 CLOROX CO DEL COM 189054109 311 2240 SH SOLE 2240 0 0 CLOROX CO DEL COM 189054109 2155 15501 SH OTR 1 0 15501 0 CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 106 140000 PRN SOLE 140000 0 0 CME GROUP INC COM 12572Q105 1504 6324 SH SOLE 6324 0 0 CME GROUP INC COM 12572Q105 10768 45271 SH OTR 1 0 45271 0 CMS ENERGY CORP COM 125896100 359 5134 SH SOLE 5134 0 0 CMS ENERGY CORP COM 125896100 2553 36499 SH OTR 1 0 36499 0 CNX RES CORP NOTE 2.250% 5/0 12653CAG3 474 273000 PRN SOLE 273000 0 0 COCA COLA CO COM 191216100 30360 489676 SH OTR 1 0 489676 0 COCA COLA CO COM 191216100 4304 69420 SH SOLE 69420 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5933 66162 SH OTR 1 0 66162 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 841 9379 SH SOLE 9379 0 0 COLGATE PALMOLIVE CO COM 194162103 8051 106167 SH OTR 1 0 106167 0 COLGATE PALMOLIVE CO COM 194162103 1148 15143 SH SOLE 15143 0 0 COMCAST CORP NEW CL A 20030N101 26679 569827 SH OTR 1 0 569827 0 COMCAST CORP NEW CL A 20030N101 3815 81478 SH SOLE 81478 0 0 COMERICA INC COM 200340107 1490 16478 SH OTR 1 0 16478 0 COMERICA INC COM 200340107 177 1957 SH SOLE 1957 0 0 CONAGRA BRANDS INC COM 205887102 2028 60424 SH OTR 1 0 60424 0 CONAGRA BRANDS INC COM 205887102 291 8674 SH SOLE 8674 0 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 11617 6760000 PRN DFND 1 0 6760000 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 51072 29633000 PRN OTR 1 0 29633000 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 186 108000 PRN OTR 4 0 108000 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 2597 1507000 PRN SOLE 1507000 0 0 CONOCOPHILLIPS COM 20825C104 16403 164034 SH OTR 1 0 164034 0 CONOCOPHILLIPS COM 20825C104 2351 23510 SH SOLE 23510 0 0 CONSOLIDATED EDISON INC COM 209115104 4219 44559 SH OTR 1 0 44559 0 CONSOLIDATED EDISON INC COM 209115104 569 6007 SH SOLE 6007 0 0 CONSTELLATION BRANDS INC CL A 21036P108 683 2965 SH SOLE 2965 0 0 CONSTELLATION BRANDS INC CL A 21036P108 4768 20701 SH OTR 1 0 20701 0 CONSTELLATION ENERGY CORP COM 21037T109 2313 41127 SH OTR 1 0 41127 0 CONSTELLATION ENERGY CORP COM 21037T109 322 5731 SH SOLE 5731 0 0 CONTEXTLOGIC INC COM CL A 21077C107 2380 1057983 SH OTR 3 0 1057983 0 COOPER COS INC COM NEW 216648402 392 938 SH SOLE 938 0 0 COOPER COS INC COM NEW 216648402 2593 6210 SH OTR 1 0 6210 0 COPART INC COM 217204106 464 3702 SH SOLE 3702 0 0 COPART INC COM 217204106 3374 26889 SH OTR 1 0 26889 0 CORNING INC COM 219350105 3473 94094 SH OTR 1 0 94094 0 CORNING INC COM 219350105 495 13407 SH SOLE 13407 0 0 CORTEVA INC COM 22052L104 742 12906 SH SOLE 12906 0 0 CORTEVA INC COM 22052L104 5264 91578 SH OTR 1 0 91578 0 COSTCO WHSL CORP NEW COM 22160K105 4507 7827 SH SOLE 7827 0 0 COSTCO WHSL CORP NEW COM 22160K105 32165 55856 SH OTR 1 0 55856 0 COTERRA ENERGY INC COM 127097103 420 15583 SH SOLE 15583 0 0 COTERRA ENERGY INC COM 127097103 2764 102481 SH OTR 1 0 102481 0 COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 18508 21929000 PRN OTR 1 0 21929000 0 COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 1388 1644000 PRN SOLE 1644000 0 0 CREDIT SUISSE AG NASSAU BRH X LINK GOLD SHS 22542D480 119 13965 SH SOLE 13965 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 1391 7534 SH SOLE 7534 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 10050 54441 SH OTR 1 0 54441 0 CSX CORP COM 126408103 1487 39711 SH SOLE 39711 0 0 CSX CORP COM 126408103 10463 279383 SH OTR 1 0 279383 0 CUMMINS INC COM 231021106 3680 17941 SH OTR 1 0 17941 0 CUMMINS INC COM 231021106 530 2583 SH SOLE 2583 0 0 CVS HEALTH CORP COM 126650100 16733 165327 SH OTR 1 0 165327 0 CVS HEALTH CORP COM 126650100 2332 23040 SH SOLE 23040 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 199 160000 PRN SOLE 160000 0 0 D R HORTON INC COM 23331A109 3027 40619 SH OTR 1 0 40619 0 D R HORTON INC COM 23331A109 450 6037 SH SOLE 6037 0 0 DANAHER CORPORATION 5% CONV PFD B 235851409 7031 4470 SH SOLE 4470 0 0 DANAHER CORPORATION 5% CONV PFD B 235851409 226 143 SH OTR 4 0 143 0 DANAHER CORPORATION 5% CONV PFD B 235851409 14003 8867 SH DFND 1 0 8867 0 DANAHER CORPORATION 5% CONV PFD B 235851409 114497 72789 SH OTR 1 0 72789 0 DANAHER CORPORATION COM 235851102 23512 80156 SH OTR 1 0 80156 0 DANAHER CORPORATION COM 235851102 3320 11318 SH SOLE 11318 0 0 DARDEN RESTAURANTS INC COM 237194105 2139 16089 SH OTR 1 0 16089 0 DARDEN RESTAURANTS INC COM 237194105 321 2418 SH SOLE 2418 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 35152 19804000 PRN OTR 1 0 19804000 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 1926 1085000 PRN SOLE 1085000 0 0 DAVITA INC COM 23918K108 106 934 SH SOLE 934 0 0 DAVITA INC COM 23918K108 878 7763 SH OTR 1 0 7763 0 DBX ETF TR XTRACK HRVST CSI 233051879 1035 31274 SH SOLE 31274 0 0 DEERE & CO COM 244199105 14677 35328 SH OTR 1 0 35328 0 DEERE & CO COM 244199105 2091 5033 SH SOLE 5033 0 0 DELAWARE INVTS NATL MUN INCO SH BEN INT 24610T108 10336 817042 SH SOLE 817042 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 379 9572 SH SOLE 9572 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 3190 80618 SH OTR 1 0 80618 0 DENTSPLY SIRONA INC COM 24906P109 190 3864 SH SOLE 3864 0 0 DENTSPLY SIRONA INC COM 24906P109 1352 27465 SH OTR 1 0 27465 0 DEVON ENERGY CORP NEW COM 25179M103 728 12310 SH SOLE 12310 0 0 DEVON ENERGY CORP NEW COM 25179M103 4689 79307 SH OTR 1 0 79307 0 DEXCOM INC COM 252131107 6246 12209 SH OTR 1 0 12209 0 DEXCOM INC COM 252131107 897 1754 SH SOLE 1754 0 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 153 134000 PRN OTR 4 0 134000 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 9457 8282000 PRN DFND 1 0 8282000 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 38210 33317000 PRN OTR 1 0 33317000 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 2615 2280000 PRN SOLE 2280000 0 0 DIAMONDBACK ENERGY INC COM 25278X109 2941 21451 SH OTR 1 0 21451 0 DIAMONDBACK ENERGY INC COM 25278X109 439 3204 SH SOLE 3204 0 0 DICKS SPORTING GOODS INC NOTE 3.250% 4/1 253393AD4 334 107000 PRN SOLE 107000 0 0 DIGITAL RLTY TR INC COM 253868103 5069 35747 SH OTR 1 0 35747 0 DIGITAL RLTY TR INC COM 253868103 689 4856 SH SOLE 4856 0 0 DISCOVER FINL SVCS COM 254709108 554 5025 SH SOLE 5025 0 0 DISCOVER FINL SVCS COM 254709108 3997 36278 SH OTR 1 0 36278 0 DISCOVERY INC COM SER A 25470F104 63 2527 SH SOLE 2527 0 0 DISCOVERY INC COM SER A 25470F104 530 21259 SH OTR 1 0 21259 0 DISCOVERY INC COM SER C 25470F302 953 38161 SH OTR 1 0 38161 0 DISCOVERY INC COM SER C 25470F302 158 6334 SH SOLE 6334 0 0 DISH NETWORK CORPORATION CL A 25470M109 118 3728 SH SOLE 3728 0 0 DISH NETWORK CORPORATION CL A 25470M109 993 31372 SH OTR 1 0 31372 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 2810 2882000 PRN SOLE 2882000 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 38337 39316000 PRN OTR 1 0 39316000 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 164 175000 PRN OTR 5 0 175000 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 62356 66424000 PRN OTR 1 0 66424000 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 23323 24845000 PRN SOLE 24845000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 31385 34795000 PRN OTR 1 0 34795000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 194 216000 PRN OTR 4 0 216000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 135 150000 PRN OTR 5 0 150000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 11734 13045000 PRN DFND 1 0 13045000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 14814 16424000 PRN SOLE 16424000 0 0 DISNEY WALT CO COM 254687106 31455 229331 SH OTR 1 0 229331 0 DISNEY WALT CO COM 254687106 4458 32500 SH SOLE 32500 0 0 DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 89 60000 PRN SOLE 60000 0 0 DOLLAR GEN CORP NEW COM 256677105 6498 29186 SH OTR 1 0 29186 0 DOLLAR GEN CORP NEW COM 256677105 933 4191 SH SOLE 4191 0 0 DOLLAR TREE INC COM 256746108 653 4075 SH SOLE 4075 0 0 DOLLAR TREE INC COM 256746108 4538 28336 SH OTR 1 0 28336 0 DOMINION ENERGY INC COM 25746U109 1211 14250 SH SOLE 14250 0 0 DOMINION ENERGY INC COM 25746U109 8669 102029 SH OTR 1 0 102029 0 DOMINOS PIZZA INC COM 25754A201 1862 4575 SH OTR 1 0 4575 0 DOMINOS PIZZA INC COM 25754A201 262 644 SH SOLE 644 0 0 DOVER CORP COM 260003108 385 2453 SH SOLE 2453 0 0 DOVER CORP COM 260003108 2846 18136 SH OTR 1 0 18136 0 DOW INC COM 260557103 855 13420 SH SOLE 13420 0 0 DOW INC COM 260557103 5905 92676 SH OTR 1 0 92676 0 DRAFTKINGS INC NOTE 3/1 26142RAB0 145 200000 PRN SOLE 200000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 21879 23099000 PRN OTR 1 0 23099000 0 DROPBOX INC NOTE 3/0 26210CAD6 1774 1873000 PRN SOLE 1873000 0 0 DTE ENERGY CO COM 233331107 436 3297 SH SOLE 3297 0 0 DTE ENERGY CO COM 233331107 3227 24405 SH OTR 1 0 24405 0 DUKE ENERGY CORP NEW COM NEW 26441C204 10819 96893 SH OTR 1 0 96893 0 DUKE ENERGY CORP NEW COM NEW 26441C204 1489 13339 SH SOLE 13339 0 0 DUKE REALTY CORP COM NEW 264411505 2785 47973 SH OTR 1 0 47973 0 DUKE REALTY CORP COM NEW 264411505 389 6696 SH SOLE 6696 0 0 DUPONT DE NEMOURS INC COM 26614N102 722 9810 SH SOLE 9810 0 0 DUPONT DE NEMOURS INC COM 26614N102 4754 64607 SH OTR 1 0 64607 0 DWS MUN INCOME TR COM 233368109 1364 131002 SH OTR 1 0 131002 0 DWS MUN INCOME TR COM 233368109 962 92389 SH SOLE 92389 0 0 DXC TECHNOLOGY CO COM 23355L106 1005 30795 SH OTR 1 0 30795 0 DXC TECHNOLOGY CO COM 23355L106 120 3688 SH SOLE 3688 0 0 EASTMAN CHEM CO COM 277432100 284 2535 SH SOLE 2535 0 0 EASTMAN CHEM CO COM 277432100 1821 16249 SH OTR 1 0 16249 0 EATON VANCE MUN BD FD COM 27827X101 693 60261 SH SOLE 60261 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 5046 481489 SH SOLE 481489 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 139 13241 SH OTR 1 0 13241 0 EBAY INC. COM 278642103 4515 78853 SH OTR 1 0 78853 0 EBAY INC. COM 278642103 673 11756 SH SOLE 11756 0 0 ECOLAB INC COM 278865100 5545 31404 SH OTR 1 0 31404 0 ECOLAB INC COM 278865100 766 4340 SH SOLE 4340 0 0 EDISON INTL COM 281020107 3355 47854 SH OTR 1 0 47854 0 EDISON INTL COM 281020107 468 6682 SH SOLE 6682 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1279 10865 SH SOLE 10865 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 9258 78643 SH OTR 1 0 78643 0 ELECTRONIC ARTS INC COM 285512109 634 5012 SH SOLE 5012 0 0 ELECTRONIC ARTS INC COM 285512109 4481 35423 SH OTR 1 0 35423 0 EMERSON ELEC CO COM 291011104 1050 10713 SH SOLE 10713 0 0 EMERSON ELEC CO COM 291011104 7336 74822 SH OTR 1 0 74822 0 ENPHASE ENERGY INC COM 29355A107 3404 16871 SH OTR 1 0 16871 0 ENPHASE ENERGY INC COM 29355A107 466 2307 SH SOLE 2307 0 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 1075 1053000 PRN SOLE 1053000 0 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 19185 18800000 PRN OTR 1 0 18800000 0 ENTERGY CORP NEW COM 29364G103 421 3606 SH SOLE 3606 0 0 ENTERGY CORP NEW COM 29364G103 2956 25316 SH OTR 1 0 25316 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 51268 42768000 PRN OTR 1 0 42768000 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 3220 2686000 PRN SOLE 2686000 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 9275 7770000 PRN DFND 1 0 7770000 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 144 121000 PRN OTR 4 0 121000 0 ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 313 132000 PRN SOLE 132000 0 0 EOG RES INC COM 26875P101 8787 73699 SH OTR 1 0 73699 0 EOG RES INC COM 26875P101 1237 10377 SH SOLE 10377 0 0 EPAM SYS INC COM 29414B104 296 997 SH SOLE 997 0 0 EPAM SYS INC COM 29414B104 2119 7145 SH OTR 1 0 7145 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 228 96000 PRN OTR 4 0 96000 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 110573 46557000 PRN OTR 1 0 46557000 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 14621 6169000 PRN DFND 1 0 6169000 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 7123 2999000 PRN SOLE 2999000 0 0 EQUIFAX INC COM 294429105 3644 15368 SH OTR 1 0 15368 0 EQUIFAX INC COM 294429105 528 2225 SH SOLE 2225 0 0 EQUINIX INC COM 29444U700 1187 1601 SH SOLE 1601 0 0 EQUINIX INC COM 29444U700 8411 11342 SH OTR 1 0 11342 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 3871 43045 SH OTR 1 0 43045 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 542 6025 SH SOLE 6025 0 0 ESSEX PPTY TR INC COM 297178105 2840 8219 SH OTR 1 0 8219 0 ESSEX PPTY TR INC COM 297178105 406 1176 SH SOLE 1176 0 0 ETSY INC COM 29786A106 1985 15970 SH OTR 1 0 15970 0 ETSY INC COM 29786A106 285 2296 SH SOLE 2296 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 7951 4957000 PRN DFND 1 0 4957000 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 130 81000 PRN OTR 4 0 81000 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 47 29000 PRN SOLE 29000 0 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 26474 23585000 PRN OTR 1 0 23585000 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 1651 1471000 PRN SOLE 1471000 0 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 23401 25959000 PRN OTR 1 0 25959000 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 1329 1474000 PRN SOLE 1474000 0 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 2889 3223000 PRN DFND 1 0 3223000 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 44 49000 PRN OTR 4 0 49000 0 EVERGY INC COM 30034W106 234 3423 SH SOLE 3423 0 0 EVERGY INC COM 30034W106 1974 28883 SH OTR 1 0 28883 0 EVERSOURCE ENERGY COM 30040W108 3819 43307 SH OTR 1 0 43307 0 EVERSOURCE ENERGY COM 30040W108 525 5957 SH SOLE 5957 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 177 150000 PRN SOLE 150000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 2755 3116000 PRN SOLE 3116000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 93 106000 PRN OTR 4 0 106000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 5906 6719000 PRN DFND 1 0 6719000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 39400 44570000 PRN OTR 1 0 44570000 0 EXELON CORP COM 30161N101 5877 123381 SH OTR 1 0 123381 0 EXELON CORP COM 30161N101 821 17242 SH SOLE 17242 0 0 EXPEDIA GROUP INC COM NEW 30212P303 3703 18924 SH OTR 1 0 18924 0 EXPEDIA GROUP INC COM NEW 30212P303 539 2754 SH SOLE 2754 0 0 EXPEDIA GROUP INC NOTE 2/1 30212PBE4 388 318000 PRN SOLE 318000 0 0 EXPEDIA GROUP INC NOTE 2/1 30212PBE4 6815 5580000 PRN OTR 1 0 5580000 0 EXPEDITORS INTL WASH INC COM 302130109 336 3257 SH SOLE 3257 0 0 EXPEDITORS INTL WASH INC COM 302130109 2201 21338 SH OTR 1 0 21338 0 EXTRA SPACE STORAGE INC COM 30225T102 516 2508 SH SOLE 2508 0 0 EXTRA SPACE STORAGE INC COM 30225T102 3467 16865 SH OTR 1 0 16865 0 EXXON MOBIL CORP COM 30231G102 6386 77322 SH SOLE 77322 0 0 EXXON MOBIL CORP COM 30231G102 44043 533271 SH OTR 1 0 533271 0 F5 INC COM 315616102 1599 7651 SH OTR 1 0 7651 0 F5 INC COM 315616102 245 1172 SH SOLE 1172 0 0 FACTSET RESH SYS INC COM 303075105 290 667 SH SOLE 667 0 0 FACTSET RESH SYS INC COM 303075105 2067 4761 SH OTR 1 0 4761 0 FASTENAL CO COM 311900104 608 10233 SH SOLE 10233 0 0 FASTENAL CO COM 311900104 4306 72498 SH OTR 1 0 72498 0 FEDERAL RLTY INVT TR NEW SH BEN INT NEW 313745101 129 1055 SH SOLE 1055 0 0 FEDERAL RLTY INVT TR NEW SH BEN INT NEW 313745101 1088 8912 SH OTR 1 0 8912 0 FEDEX CORP COM 31428X106 1048 4528 SH SOLE 4528 0 0 FEDEX CORP COM 31428X106 7105 30705 SH OTR 1 0 30705 0 FIDELITY NATL INFORMATION SV COM 31620M106 7703 76703 SH OTR 1 0 76703 0 FIDELITY NATL INFORMATION SV COM 31620M106 1105 11004 SH SOLE 11004 0 0 FIFTH THIRD BANCORP COM 316773100 3707 86127 SH OTR 1 0 86127 0 FIFTH THIRD BANCORP COM 316773100 515 11957 SH SOLE 11957 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 517 3188 SH SOLE 3188 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 3660 22580 SH OTR 1 0 22580 0 FIRSTENERGY CORP COM 337932107 461 10054 SH SOLE 10054 0 0 FIRSTENERGY CORP COM 337932107 3294 71822 SH OTR 1 0 71822 0 FISERV INC COM 337738108 1078 10631 SH SOLE 10631 0 0 FISERV INC COM 337738108 7590 74848 SH OTR 1 0 74848 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 565 520000 PRN SOLE 520000 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 10434 9608000 PRN OTR 1 0 9608000 0 FLEETCOR TECHNOLOGIES INC COM 339041105 377 1514 SH SOLE 1514 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 2547 10228 SH OTR 1 0 10228 0 FMC CORP COM NEW 302491303 302 2296 SH SOLE 2296 0 0 FMC CORP COM NEW 302491303 2101 15966 SH OTR 1 0 15966 0 FORD MTR CO DEL COM 345370860 1242 73454 SH SOLE 73454 0 0 FORD MTR CO DEL COM 345370860 8378 495460 SH OTR 1 0 495460 0 FORD MTR CO DEL NOTE 3/1 345370CZ1 4739 3992000 PRN SOLE 3992000 0 0 FORD MTR CO DEL NOTE 3/1 345370CZ1 72028 60681000 PRN OTR 1 0 60681000 0 FORTINET INC COM 34959E109 5841 17093 SH OTR 1 0 17093 0 FORTINET INC COM 34959E109 815 2385 SH SOLE 2385 0 0 FORTIVE CORP COM 34959J108 2752 45167 SH OTR 1 0 45167 0 FORTIVE CORP COM 34959J108 375 6162 SH SOLE 6162 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 1267 17054 SH OTR 1 0 17054 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 180 2427 SH SOLE 2427 0 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 44073 44134853 PRN OTR 1 0 44134853 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 23575 23608754 PRN SOLE 23608754 0 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 126 125914 PRN OTR 5 0 125914 0 FOX CORP CL A COM 35137L105 1569 39780 SH OTR 1 0 39780 0 FOX CORP CL A COM 35137L105 274 6933 SH SOLE 6933 0 0 FOX CORP CL B COM 35137L204 670 18475 SH OTR 1 0 18475 0 FOX CORP CL B COM 35137L204 80 2194 SH SOLE 2194 0 0 FRANKLIN RESOURCES INC COM 354613101 117 4195 SH SOLE 4195 0 0 FRANKLIN RESOURCES INC COM 354613101 986 35306 SH OTR 1 0 35306 0 FREEPORT-MCMORAN INC CL B 35671D857 1319 26522 SH SOLE 26522 0 0 FREEPORT-MCMORAN INC CL B 35671D857 9198 184921 SH OTR 1 0 184921 0 FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 135 85000 PRN SOLE 85000 0 0 GALLAGHER ARTHUR J & CO COM 363576109 633 3626 SH SOLE 3626 0 0 GALLAGHER ARTHUR J & CO COM 363576109 4584 26257 SH OTR 1 0 26257 0 GARTNER INC COM 366651107 3081 10359 SH OTR 1 0 10359 0 GARTNER INC COM 366651107 425 1430 SH SOLE 1430 0 0 GENERAC HLDGS INC COM 368736104 340 1143 SH SOLE 1143 0 0 GENERAC HLDGS INC COM 368736104 2362 7947 SH OTR 1 0 7947 0 GENERAL DYNAMICS CORP COM 369550108 979 4059 SH SOLE 4059 0 0 GENERAL DYNAMICS CORP COM 369550108 7002 29033 SH OTR 1 0 29033 0 GENERAL ELECTRIC CO COM NEW 369604301 12670 138473 SH OTR 1 0 138473 0 GENERAL ELECTRIC CO COM NEW 369604301 1819 19875 SH SOLE 19875 0 0 GENERAL MLS INC COM 370334104 5145 75981 SH OTR 1 0 75981 0 GENERAL MLS INC COM 370334104 727 10731 SH SOLE 10731 0 0 GENERAL MTRS CO COM 37045V100 8006 183026 SH OTR 1 0 183026 0 GENERAL MTRS CO COM 37045V100 1098 25095 SH SOLE 25095 0 0 GENUINE PARTS CO COM 372460105 2261 17940 SH OTR 1 0 17940 0 GENUINE PARTS CO COM 372460105 268 2130 SH SOLE 2130 0 0 GILEAD SCIENCES INC COM 375558103 1400 23549 SH SOLE 23549 0 0 GILEAD SCIENCES INC COM 375558103 9393 158006 SH OTR 1 0 158006 0 GLOBAL PMTS INC COM 37940X102 681 4978 SH SOLE 4978 0 0 GLOBAL PMTS INC COM 37940X102 4908 35868 SH OTR 1 0 35868 0 GLOBAL X FDS NASDAQ 100 COVER 37954Y483 428 20422 SH SOLE 20422 0 0 GLOBE LIFE INC COM 37959E102 1174 11672 SH OTR 1 0 11672 0 GLOBE LIFE INC COM 37959E102 139 1386 SH SOLE 1386 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 1956 5925 SH SOLE 5925 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 14115 42759 SH OTR 1 0 42759 0 GRAINGER W W INC COM 384802104 2812 5451 SH OTR 1 0 5451 0 GRAINGER W W INC COM 384802104 437 847 SH SOLE 847 0 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 690 690000 PRN SOLE 690000 0 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 676 838000 PRN SOLE 838000 0 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 11719 14520000 PRN OTR 1 0 14520000 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 126 120000 PRN SOLE 120000 0 0 GULFPORT ENERGY CORP COMMON SHARES 402635502 56792 632284 SH SOLE 632284 0 0 GULFPORT ENERGY CORP COMMON SHARES 402635502 415 4615 SH OTR 5 0 4615 0 GULFPORT ENERGY CORP COMMON SHARES 402635502 144162 1605014 SH OTR 1 0 1605014 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 7797 9252000 PRN OTR 1 0 9252000 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 562 667000 PRN SOLE 667000 0 0 HALLIBURTON CO COM 406216101 642 16962 SH SOLE 16962 0 0 HALLIBURTON CO COM 406216101 4286 113187 SH OTR 1 0 113187 0 HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 6177 7049000 PRN OTR 1 0 7049000 0 HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 584 667000 PRN SOLE 667000 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 3029 42185 SH OTR 1 0 42185 0 HARTFORD FINL SVCS GROUP INC COM 416515104 447 6231 SH SOLE 6231 0 0 HASBRO INC COM 418056107 1335 16291 SH OTR 1 0 16291 0 HASBRO INC COM 418056107 191 2335 SH SOLE 2335 0 0 HCA HEALTHCARE INC COM 40412C101 7560 30166 SH OTR 1 0 30166 0 HCA HEALTHCARE INC COM 40412C101 1091 4352 SH SOLE 4352 0 0 HEALTHPEAK PROPERTIES INC COM 42250P103 2332 67932 SH OTR 1 0 67932 0 HEALTHPEAK PROPERTIES INC COM 42250P103 339 9865 SH SOLE 9865 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 46926 40780000 PRN OTR 1 0 40780000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 149 131000 PRN OTR 4 0 131000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 9236 8097000 PRN DFND 1 0 8097000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 2986 2595000 PRN SOLE 2595000 0 0 HENRY JACK & ASSOC INC COM 426281101 1808 9173 SH OTR 1 0 9173 0 HENRY JACK & ASSOC INC COM 426281101 255 1294 SH SOLE 1294 0 0 HENRY SCHEIN INC COM 806407102 1519 17422 SH OTR 1 0 17422 0 HENRY SCHEIN INC COM 806407102 180 2070 SH SOLE 2070 0 0 HERSHEY CO COM 427866108 581 2680 SH SOLE 2680 0 0 HERSHEY CO COM 427866108 3967 18314 SH OTR 1 0 18314 0 HESS CORP COM 42809H107 538 5022 SH SOLE 5022 0 0 HESS CORP COM 42809H107 3717 34723 SH OTR 1 0 34723 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 2722 162925 SH OTR 1 0 162925 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 411 24604 SH SOLE 24604 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 5327 35108 SH OTR 1 0 35108 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 756 4981 SH SOLE 4981 0 0 HOLOGIC INC COM 436440101 361 4703 SH SOLE 4703 0 0 HOLOGIC INC COM 436440101 2419 31488 SH OTR 1 0 31488 0 HOME DEPOT INC COM 437076102 39372 131535 SH OTR 1 0 131535 0 HOME DEPOT INC COM 437076102 5550 18540 SH SOLE 18540 0 0 HONEYWELL INTL INC COM 438516106 16809 86388 SH OTR 1 0 86388 0 HONEYWELL INTL INC COM 438516106 2398 12323 SH SOLE 12323 0 0 HORMEL FOODS CORP COM 440452100 274 5319 SH SOLE 5319 0 0 HORMEL FOODS CORP COM 440452100 1827 35446 SH OTR 1 0 35446 0 HOST HOTELS & RESORTS INC COM 44107P104 1743 89710 SH OTR 1 0 89710 0 HOST HOTELS & RESORTS INC COM 44107P104 260 13358 SH SOLE 13358 0 0 HOWMET AEROSPACE INC COM 443201108 1718 47805 SH OTR 1 0 47805 0 HOWMET AEROSPACE INC COM 443201108 291 8107 SH SOLE 8107 0 0 HP INC COM 40434L105 4951 136382 SH OTR 1 0 136382 0 HP INC COM 40434L105 787 21668 SH SOLE 21668 0 0 HUBSPOT INC NOTE 0.375% 6/0 443573AD2 280 157000 PRN SOLE 157000 0 0 HUMANA INC COM 444859102 7045 16190 SH OTR 1 0 16190 0 HUMANA INC COM 444859102 1025 2356 SH SOLE 2356 0 0 HUNT J B TRANS SVCS INC COM 445658107 293 1457 SH SOLE 1457 0 0 HUNT J B TRANS SVCS INC COM 445658107 2125 10582 SH OTR 1 0 10582 0 HUNTINGTON BANCSHARES INC COM 446150104 2648 181102 SH OTR 1 0 181102 0 HUNTINGTON BANCSHARES INC COM 446150104 366 25037 SH SOLE 25037 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 119 598 SH SOLE 598 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 1004 5033 SH OTR 1 0 5033 0 IDEX CORP COM 45167R104 1835 9571 SH OTR 1 0 9571 0 IDEX CORP COM 45167R104 276 1437 SH SOLE 1437 0 0 IDEXX LABS INC COM 45168D104 5843 10681 SH OTR 1 0 10681 0 IDEXX LABS INC COM 45168D104 805 1472 SH SOLE 1472 0 0 II-VI INC NOTE 0.250% 9/0 902104AB4 162 105000 PRN SOLE 105000 0 0 ILLINOIS TOOL WKS INC COM 452308109 7534 35979 SH OTR 1 0 35979 0 ILLINOIS TOOL WKS INC COM 452308109 1086 5184 SH SOLE 5184 0 0 ILLUMINA INC COM 452327109 959 2745 SH SOLE 2745 0 0 ILLUMINA INC COM 452327109 6879 19688 SH OTR 1 0 19688 0 ILLUMINA INC NOTE 8/1 452327AK5 41089 37422000 PRN OTR 1 0 37422000 0 ILLUMINA INC NOTE 8/1 452327AK5 2534 2308000 PRN SOLE 2308000 0 0 INCYTE CORP COM 45337C102 1882 23697 SH OTR 1 0 23697 0 INCYTE CORP COM 45337C102 263 3312 SH SOLE 3312 0 0 INDEXIQ ACTIVE ETF TR IQ MACKAY CA MUN 45409F777 45451 1980000 SH OTR 3 0 1980000 0 INDEXIQ ETF TR HEALTHY HEARTS 45409B321 5665 199044 SH OTR 3 0 199044 0 INDEXIQ ETF TR IQ CLEAN OCEANS 45409B289 4291 190000 SH OTR 3 0 190000 0 INDEXIQ ETF TR IQ CLEANER TRANS 45409B297 4378 190000 SH OTR 3 0 190000 0 INDEXIQ ETF TR IQ ENGENDER EQUA 45409B313 4714 200000 SH OTR 3 0 200000 0 INDEXIQ ETF TR IQ GLOBAL EQUITY 45409B255 4594 190000 SH OTR 3 0 190000 0 INDEXIQ ETF TR IQ US LARGE CAP 45409B263 4782 190000 SH OTR 3 0 190000 0 INDEXIQ ETF TR IQ US MID CAP R& 45409B271 4810 190000 SH OTR 3 0 190000 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 147 130000 PRN SOLE 130000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 721 523000 PRN SOLE 523000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 15914 11540000 PRN OTR 1 0 11540000 0 INGERSOLL RAND INC COM 45687V106 2585 51340 SH OTR 1 0 51340 0 INGERSOLL RAND INC COM 45687V106 333 6613 SH SOLE 6613 0 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 137 85000 PRN SOLE 85000 0 0 INSMED INC NOTE 1.750% 1/1 457669AA7 95 95000 PRN SOLE 95000 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 504 379000 PRN SOLE 379000 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 1311 1244000 PRN SOLE 1244000 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 138 132000 PRN OTR 4 0 132000 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 8677 8270000 PRN DFND 1 0 8270000 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 18450 17501000 PRN OTR 1 0 17501000 0 INTEL CORP COM 458140100 3598 72608 SH SOLE 72608 0 0 INTEL CORP COM 458140100 25420 512919 SH OTR 1 0 512919 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 9352 70785 SH OTR 1 0 70785 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 1286 9730 SH SOLE 9730 0 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 7581 7360000 PRN OTR 1 0 7360000 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 458 445000 PRN SOLE 445000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 2055 15802 SH SOLE 15802 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 14687 112963 SH OTR 1 0 112963 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 609 4637 SH SOLE 4637 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 4211 32063 SH OTR 1 0 32063 0 INTERNATIONAL PAPER CO COM 460146103 2251 48781 SH OTR 1 0 48781 0 INTERNATIONAL PAPER CO COM 460146103 337 7292 SH SOLE 7292 0 0 INTERPUBLIC GROUP COS INC COM 460690100 1754 49470 SH OTR 1 0 49470 0 INTERPUBLIC GROUP COS INC COM 460690100 295 8333 SH SOLE 8333 0 0 INTUIT COM 461202103 2379 4948 SH SOLE 4948 0 0 INTUIT COM 461202103 17151 35669 SH OTR 1 0 35669 0 INTUITIVE SURGICAL INC COM NEW 46120E602 1891 6267 SH SOLE 6267 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 13594 45062 SH OTR 1 0 45062 0 INVESCO EXCH TRADED FD TR II TAXABLE MUN BD 46138G805 314 10580 SH SOLE 10580 0 0 INVESCO PA VALUE MUN INC TR COM 46132K109 801 68544 SH OTR 1 0 68544 0 INVESCO PA VALUE MUN INC TR COM 46132K109 3567 305376 SH SOLE 305376 0 0 INVESCO QUALITY MUN INCOME T COM 46133G107 2184 192750 SH SOLE 192750 0 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 100 120000 PRN SOLE 120000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 178 198000 PRN SOLE 198000 0 0 IPG PHOTONICS CORP COM 44980X109 493 4488 SH OTR 1 0 4488 0 IPG PHOTONICS CORP COM 44980X109 59 533 SH SOLE 533 0 0 IQVIA HLDGS INC COM 46266C105 770 3331 SH SOLE 3331 0 0 IQVIA HLDGS INC COM 46266C105 5564 24064 SH OTR 1 0 24064 0 IRON MTN INC NEW COM 46284V101 2016 36379 SH OTR 1 0 36379 0 IRON MTN INC NEW COM 46284V101 318 5736 SH SOLE 5736 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 112 110000 PRN SOLE 110000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 138 120000 PRN SOLE 120000 0 0 ISHARES GOLD TR ISHARES NEW 464285204 34233 929500 SH OTR 1 0 929500 0 ISHARES TR IBOXX HI YD ETF 464288513 711 8643 SH SOLE 8643 0 0 ISHARES TR IBOXX INV CP ETF 464287242 639 5280 SH SOLE 5280 0 0 ISHARES TR MBS ETF 464288588 502 4927 SH SOLE 4927 0 0 ISHARES TR MSCI ACWI ETF 464288257 369 3700 SH SOLE 3700 0 0 ITRON INC NOTE 3/1 465741AN6 170 200000 PRN SOLE 200000 0 0 JACOBS ENGR GROUP INC COM 469814107 388 2816 SH SOLE 2816 0 0 JACOBS ENGR GROUP INC COM 469814107 2243 16276 SH OTR 1 0 16276 0 JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 362 297000 PRN SOLE 297000 0 0 JOHNSON & JOHNSON COM 478160104 58771 331609 SH OTR 1 0 331609 0 JOHNSON & JOHNSON COM 478160104 8240 46495 SH SOLE 46495 0 0 JPMORGAN CHASE & CO COM 46625H100 7163 52543 SH SOLE 52543 0 0 JPMORGAN CHASE & CO COM 46625H100 50746 372253 SH OTR 1 0 372253 0 JUNIPER NETWORKS INC COM 48203R104 1518 40855 SH OTR 1 0 40855 0 JUNIPER NETWORKS INC COM 48203R104 180 4854 SH SOLE 4854 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 187 221000 PRN SOLE 221000 0 0 KELLOGG CO COM 487836108 2078 32227 SH OTR 1 0 32227 0 KELLOGG CO COM 487836108 305 4726 SH SOLE 4726 0 0 KEYCORP COM 493267108 383 17098 SH SOLE 17098 0 0 KEYCORP COM 493267108 2618 116976 SH OTR 1 0 116976 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 3642 23056 SH OTR 1 0 23056 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 528 3343 SH SOLE 3343 0 0 KIMBERLY-CLARK CORP COM 494368103 5225 42424 SH OTR 1 0 42424 0 KIMBERLY-CLARK CORP COM 494368103 745 6052 SH SOLE 6052 0 0 KIMCO RLTY CORP COM 49446R109 1919 77676 SH OTR 1 0 77676 0 KIMCO RLTY CORP COM 49446R109 324 13129 SH SOLE 13129 0 0 KINDER MORGAN INC DEL COM 49456B101 651 34451 SH SOLE 34451 0 0 KINDER MORGAN INC DEL COM 49456B101 4645 245632 SH OTR 1 0 245632 0 KKR & CO INC 6% MCONV PFD C 48251W401 2020 27350 SH SOLE 27350 0 0 KKR & CO INC 6% MCONV PFD C 48251W401 11385 153210 SH DFND 1 0 153210 0 KKR & CO INC 6% MCONV PFD C 48251W401 182 2446 SH OTR 4 0 2446 0 KKR & CO INC 6% MCONV PFD C 48251W401 33171 449050 SH OTR 1 0 449050 0 KLA CORP COM NEW 482480100 1010 2758 SH SOLE 2758 0 0 KLA CORP COM NEW 482480100 6950 18985 SH OTR 1 0 18985 0 KOSMOS ENERGY LTD COM 500688106 8334 1159141 SH OTR 1 0 1159141 0 KRAFT HEINZ CO COM 500754106 3522 89426 SH OTR 1 0 89426 0 KRAFT HEINZ CO COM 500754106 497 12618 SH SOLE 12618 0 0 KROGER CO COM 501044101 4835 84279 SH OTR 1 0 84279 0 KROGER CO COM 501044101 763 13304 SH SOLE 13304 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 6141 24717 SH OTR 1 0 24717 0 L3HARRIS TECHNOLOGIES INC COM 502431109 881 3544 SH SOLE 3544 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 447 1696 SH SOLE 1696 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3092 11727 SH OTR 1 0 11727 0 LAM RESEARCH CORP COM 512807108 9447 17572 SH OTR 1 0 17572 0 LAM RESEARCH CORP COM 512807108 1366 2541 SH SOLE 2541 0 0 LAMB WESTON HLDGS INC COM 513272104 131 2181 SH SOLE 2181 0 0 LAMB WESTON HLDGS INC COM 513272104 1099 18352 SH OTR 1 0 18352 0 LAS VEGAS SANDS CORP COM 517834107 246 6332 SH SOLE 6332 0 0 LAS VEGAS SANDS CORP COM 517834107 1679 43193 SH OTR 1 0 43193 0 LAUDER ESTEE COS INC CL A 518439104 7973 29277 SH OTR 1 0 29277 0 LAUDER ESTEE COS INC CL A 518439104 1099 4036 SH SOLE 4036 0 0 LCI INDS NOTE 1.125% 5/1 501812AB7 184 200000 PRN SOLE 200000 0 0 LEIDOS HOLDINGS INC COM 525327102 1906 17644 SH OTR 1 0 17644 0 LEIDOS HOLDINGS INC COM 525327102 281 2599 SH SOLE 2599 0 0 LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 11323 11344000 PRN OTR 1 0 11344000 0 LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 437 438000 PRN SOLE 438000 0 0 LENNAR CORP CL A 526057104 399 4920 SH SOLE 4920 0 0 LENNAR CORP CL A 526057104 2672 32923 SH OTR 1 0 32923 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 36809 19395000 PRN OTR 1 0 19395000 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 1611 849000 PRN SOLE 849000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 6918 4908000 PRN DFND 1 0 4908000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1648 1165000 PRN SOLE 1165000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 107 76000 PRN OTR 4 0 76000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 32958 23300000 PRN OTR 1 0 23300000 0 LILLY ELI & CO COM 532457108 4070 14211 SH SOLE 14211 0 0 LILLY ELI & CO COM 532457108 28640 100011 SH OTR 1 0 100011 0 LINCOLN NATL CORP IND COM 534187109 1371 20982 SH OTR 1 0 20982 0 LINCOLN NATL CORP IND COM 534187109 164 2505 SH SOLE 2505 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 308 2620 SH SOLE 2620 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 2002 17016 SH OTR 1 0 17016 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 2196 1241000 PRN SOLE 1241000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 29261 16537000 PRN OTR 1 0 16537000 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 162 52000 PRN SOLE 52000 0 0 LIVEPERSON INC NOTE 12/1 538146AD3 160 200000 PRN SOLE 200000 0 0 LKQ CORP COM 501889208 1530 33693 SH OTR 1 0 33693 0 LKQ CORP COM 501889208 182 4003 SH SOLE 4003 0 0 LOCKHEED MARTIN CORP COM 539830109 1891 4285 SH SOLE 4285 0 0 LOCKHEED MARTIN CORP COM 539830109 13476 30530 SH OTR 1 0 30530 0 LOEWS CORP COM 540424108 191 2950 SH SOLE 2950 0 0 LOEWS CORP COM 540424108 1601 24698 SH OTR 1 0 24698 0 LOWES COS INC COM 548661107 2470 12215 SH SOLE 12215 0 0 LOWES COS INC COM 548661107 17159 84866 SH OTR 1 0 84866 0 LUMEN TECHNOLOGIES INC COM 550241103 192 17056 SH SOLE 17056 0 0 LUMEN TECHNOLOGIES INC COM 550241103 1305 115776 SH OTR 1 0 115776 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 13504 8172000 PRN DFND 1 0 8172000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 215 130000 PRN OTR 4 0 130000 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 60551 52025000 PRN OTR 1 0 52025000 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 4316 3708000 PRN SOLE 3708000 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 163 131000 PRN SOLE 131000 0 0 M & T BK CORP COM 55261F104 2748 16212 SH OTR 1 0 16212 0 M & T BK CORP COM 55261F104 394 2325 SH SOLE 2325 0 0 MANDIANT INC NOTE 0.875% 6/0 31816QAF8 221 200000 PRN SOLE 200000 0 0 MARATHON OIL CORP COM 565849106 292 11643 SH SOLE 11643 0 0 MARATHON OIL CORP COM 565849106 2462 98067 SH OTR 1 0 98067 0 MARATHON PETE CORP COM 56585A102 905 10586 SH SOLE 10586 0 0 MARATHON PETE CORP COM 56585A102 6236 72932 SH OTR 1 0 72932 0 MARKETAXESS HLDGS INC COM 57060D108 1625 4777 SH OTR 1 0 4777 0 MARKETAXESS HLDGS INC COM 57060D108 227 667 SH SOLE 667 0 0 MARRIOTT INTL INC NEW CL A 571903202 6056 34460 SH OTR 1 0 34460 0 MARRIOTT INTL INC NEW CL A 571903202 862 4904 SH SOLE 4904 0 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 61 54000 PRN OTR 4 0 54000 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 3721 3295000 PRN DFND 1 0 3295000 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 717 658000 PRN SOLE 658000 0 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 6725 6170000 PRN OTR 1 0 6170000 0 MARSH & MCLENNAN COS INC COM 571748102 1495 8774 SH SOLE 8774 0 0 MARSH & MCLENNAN COS INC COM 571748102 10838 63598 SH OTR 1 0 63598 0 MARTIN MARIETTA MATLS INC COM 573284106 3024 7858 SH OTR 1 0 7858 0 MARTIN MARIETTA MATLS INC COM 573284106 436 1133 SH SOLE 1133 0 0 MASCO CORP COM 574599106 279 5480 SH SOLE 5480 0 0 MASCO CORP COM 574599106 1541 30222 SH OTR 1 0 30222 0 MASTERCARD INCORPORATED CL A 57636Q104 38852 108713 SH OTR 1 0 108713 0 MASTERCARD INCORPORATED CL A 57636Q104 5497 15380 SH SOLE 15380 0 0 MATCH GROUP INC NEW COM 57667L107 519 4773 SH SOLE 4773 0 0 MATCH GROUP INC NEW COM 57667L107 3877 35658 SH OTR 1 0 35658 0 MCCORMICK & CO INC COM NON VTG 579780206 3140 31458 SH OTR 1 0 31458 0 MCCORMICK & CO INC COM NON VTG 579780206 452 4533 SH SOLE 4533 0 0 MCDONALDS CORP COM 580135101 23275 94125 SH OTR 1 0 94125 0 MCDONALDS CORP COM 580135101 3412 13800 SH SOLE 13800 0 0 MCKESSON CORP COM 58155Q103 5776 18869 SH OTR 1 0 18869 0 MCKESSON CORP COM 58155Q103 842 2750 SH SOLE 2750 0 0 MERCK & CO INC COM 58933Y105 3756 45771 SH SOLE 45771 0 0 MERCK & CO INC COM 58933Y105 26106 318175 SH OTR 1 0 318175 0 META PLATFORMS INC CL A 30303M102 64675 290857 SH OTR 1 0 290857 0 META PLATFORMS INC CL A 30303M102 9198 41367 SH SOLE 41367 0 0 METLIFE INC COM 59156R108 902 12841 SH SOLE 12841 0 0 METLIFE INC COM 59156R108 6212 88385 SH OTR 1 0 88385 0 METTLER TOLEDO INTERNATIONAL COM 592688105 571 416 SH SOLE 416 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 3975 2895 SH OTR 1 0 2895 0 MFS MUN INCOME TR SH BEN INT 552738106 2039 333155 SH SOLE 333155 0 0 MGM RESORTS INTERNATIONAL COM 552953101 308 7336 SH SOLE 7336 0 0 MGM RESORTS INTERNATIONAL COM 552953101 1990 47445 SH OTR 1 0 47445 0 MICROCHIP TECHNOLOGY INC. COM 595017104 5262 70034 SH OTR 1 0 70034 0 MICROCHIP TECHNOLOGY INC. COM 595017104 732 9739 SH SOLE 9739 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 77926 68383000 PRN OTR 1 0 68383000 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 4069 3571000 PRN SOLE 3571000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 161 142000 PRN OTR 4 0 142000 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 9860 8691000 PRN DFND 1 0 8691000 0 MICRON TECHNOLOGY INC COM 595112103 1550 19896 SH SOLE 19896 0 0 MICRON TECHNOLOGY INC COM 595112103 10986 141050 SH OTR 1 0 141050 0 MICROSOFT CORP COM 594918104 291144 944323 SH OTR 1 0 944323 0 MICROSOFT CORP COM 594918104 40640 131814 SH SOLE 131814 0 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 360 500000 PRN SOLE 500000 0 0 MID-AMER APT CMNTYS INC COM 59522J103 3043 14529 SH OTR 1 0 14529 0 MID-AMER APT CMNTYS INC COM 59522J103 466 2224 SH SOLE 2224 0 0 MODERNA INC COM 60770K107 7654 44433 SH OTR 1 0 44433 0 MODERNA INC COM 60770K107 1080 6272 SH SOLE 6272 0 0 MOHAWK INDS INC COM 608190104 856 6893 SH OTR 1 0 6893 0 MOHAWK INDS INC COM 608190104 102 819 SH SOLE 819 0 0 MOLINA HEALTHCARE INC COM 60855R100 2454 7356 SH OTR 1 0 7356 0 MOLINA HEALTHCARE INC COM 60855R100 360 1078 SH SOLE 1078 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 150 2813 SH SOLE 2813 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 1264 23671 SH OTR 1 0 23671 0 MONDELEZ INTL INC CL A 609207105 10979 174877 SH OTR 1 0 174877 0 MONDELEZ INTL INC CL A 609207105 1587 25275 SH SOLE 25275 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 31704 14615000 PRN OTR 1 0 14615000 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 1892 872000 PRN SOLE 872000 0 0 MONOLITHIC PWR SYS INC COM 609839105 2651 5458 SH OTR 1 0 5458 0 MONOLITHIC PWR SYS INC COM 609839105 412 848 SH SOLE 848 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 3781 47322 SH OTR 1 0 47322 0 MONSTER BEVERAGE CORP NEW COM 61174X109 546 6835 SH SOLE 6835 0 0 MOODYS CORP COM 615369105 987 2926 SH SOLE 2926 0 0 MOODYS CORP COM 615369105 6874 20372 SH OTR 1 0 20372 0 MORGAN STANLEY COM NEW 617446448 2160 24710 SH SOLE 24710 0 0 MORGAN STANLEY COM NEW 617446448 15606 178564 SH OTR 1 0 178564 0 MOSAIC CO NEW COM 61945C103 3103 46657 SH OTR 1 0 46657 0 MOSAIC CO NEW COM 61945C103 475 7140 SH SOLE 7140 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 5153 21275 SH OTR 1 0 21275 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 722 2983 SH SOLE 2983 0 0 MSCI INC COM 55354G100 714 1420 SH SOLE 1420 0 0 MSCI INC COM 55354G100 5147 10236 SH OTR 1 0 10236 0 NANOSTRING TECHNOLOGIES INC NOTE 2.625% 3/0 63009RAD1 111 100000 PRN SOLE 100000 0 0 NASDAQ INC COM 631103108 2627 14744 SH OTR 1 0 14744 0 NASDAQ INC COM 631103108 365 2051 SH SOLE 2051 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 1019 703000 PRN SOLE 703000 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 10919 7530000 PRN OTR 1 0 7530000 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 383 219000 PRN SOLE 219000 0 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 8061 4605000 PRN OTR 1 0 4605000 0 NETAPP INC COM 64110D104 351 4229 SH SOLE 4229 0 0 NETAPP INC COM 64110D104 2324 27999 SH OTR 1 0 27999 0 NETFLIX INC COM 64110L106 20948 55923 SH OTR 1 0 55923 0 NETFLIX INC COM 64110L106 2987 7974 SH SOLE 7974 0 0 NEUBERGER BERMAN N Y MUN FD COM 64124K102 299 25745 SH SOLE 25745 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 6254 4774000 PRN DFND 1 0 4774000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 2388 1809000 PRN SOLE 1809000 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 102 78000 PRN OTR 4 0 78000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 39145 29655000 PRN OTR 1 0 29655000 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 121 120000 PRN SOLE 120000 0 0 NEWELL BRANDS INC COM 651229106 121 5651 SH SOLE 5651 0 0 NEWELL BRANDS INC COM 651229106 1018 47568 SH OTR 1 0 47568 0 NEWMONT CORP COM 651639106 1133 14262 SH SOLE 14262 0 0 NEWMONT CORP COM 651639106 7981 100447 SH OTR 1 0 100447 0 NEWS CORP NEW CL A 65249B109 220 9928 SH SOLE 9928 0 0 NEWS CORP NEW CL A 65249B109 1094 49380 SH OTR 1 0 49380 0 NEWS CORP NEW CL B 65249B208 41 1818 SH SOLE 1818 0 0 NEWS CORP NEW CL B 65249B208 345 15300 SH OTR 1 0 15300 0 NEXTERA ENERGY INC COM 65339F101 20937 247156 SH OTR 1 0 247156 0 NEXTERA ENERGY INC COM 65339F101 3003 35456 SH SOLE 35456 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 13205 253211 SH DFND 1 0 253211 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 1120 21300 SH SOLE 21300 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 211 4042 SH OTR 4 0 4042 0 NICE LTD NOTE 9/1 653656AB4 13138 12520000 PRN DFND 1 0 12520000 0 NICE LTD NOTE 9/1 653656AB4 5429 5149000 PRN SOLE 5149000 0 0 NICE LTD NOTE 9/1 653656AB4 99373 94248000 PRN OTR 1 0 94248000 0 NICE LTD NOTE 9/1 653656AB4 208 198000 PRN OTR 4 0 198000 0 NICE LTD SPONSORED ADR 653656108 10904 49792 SH SOLE 49792 0 0 NICE LTD SPONSORED ADR 653656108 15738 71863 SH OTR 1 0 71863 0 NICE LTD SPONSORED ADR 653656108 1 5 SH DFND 1 0 5 0 NIKE INC CL B 654106103 21632 160764 SH OTR 1 0 160764 0 NIKE INC CL B 654106103 3043 22618 SH SOLE 22618 0 0 NISOURCE INC COM 65473P105 186 5863 SH SOLE 5863 0 0 NISOURCE INC COM 65473P105 1569 49339 SH OTR 1 0 49339 0 NORDSON CORP COM 655663102 184 811 SH SOLE 811 0 0 NORDSON CORP COM 655663102 1548 6816 SH OTR 1 0 6816 0 NORFOLK SOUTHN CORP COM 655844108 8615 30203 SH OTR 1 0 30203 0 NORFOLK SOUTHN CORP COM 655844108 1212 4249 SH SOLE 4249 0 0 NORTHERN TR CORP COM 665859104 432 3707 SH SOLE 3707 0 0 NORTHERN TR CORP COM 665859104 3047 26170 SH OTR 1 0 26170 0 NORTHROP GRUMMAN CORP COM 666807102 1164 2602 SH SOLE 2602 0 0 NORTHROP GRUMMAN CORP COM 666807102 8266 18483 SH OTR 1 0 18483 0 NORTONLIFELOCK INC COM 668771108 281 10602 SH SOLE 10602 0 0 NORTONLIFELOCK INC COM 668771108 1944 73292 SH OTR 1 0 73292 0 NOVOCURE LTD NOTE 11/0 67011XAB9 137 150000 PRN SOLE 150000 0 0 NRG ENERGY INC COM NEW 629377508 140 3655 SH SOLE 3655 0 0 NRG ENERGY INC COM NEW 629377508 1180 30761 SH OTR 1 0 30761 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 8689 7928000 PRN DFND 1 0 7928000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 137 125000 PRN OTR 4 0 125000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 2954 2683000 PRN SOLE 2683000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 58579 53206000 PRN OTR 1 0 53206000 0 NUCOR CORP COM 670346105 770 5181 SH SOLE 5181 0 0 NUCOR CORP COM 670346105 5093 34262 SH OTR 1 0 34262 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 20346 21043000 PRN OTR 1 0 21043000 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 1309 1354000 PRN SOLE 1354000 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 132 137000 PRN OTR 4 0 137000 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 8251 8578000 PRN DFND 1 0 8578000 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 22438 1707583 SH SOLE 1707583 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 2499 205883 SH OTR 1 0 205883 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 7108 585522 SH SOLE 585522 0 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 6981 517097 SH SOLE 517097 0 0 NUVEEN QUALITY MUNCP INCOME COM 67066V101 2517 188362 SH SOLE 188362 0 0 NVIDIA CORPORATION COM 67066G104 12140 44493 SH SOLE 44493 0 0 NVIDIA CORPORATION COM 67066G104 85925 314906 SH OTR 1 0 314906 0 NVR INC COM 62944T105 1841 412 SH OTR 1 0 412 0 NVR INC COM 62944T105 264 59 SH SOLE 59 0 0 OCCIDENTAL PETE CORP COM 674599105 888 15655 SH SOLE 15655 0 0 OCCIDENTAL PETE CORP COM 674599105 6342 111765 SH OTR 1 0 111765 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 679 710000 PRN SOLE 710000 0 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 2025 2117000 PRN OTR 1 0 2117000 0 OKTA INC NOTE 0.125% 9/0 679295AD7 1658 1539000 PRN SOLE 1539000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 13791 12805000 PRN OTR 1 0 12805000 0 OLD DOMINION FREIGHT LINE IN COM 679580100 3505 11735 SH OTR 1 0 11735 0 OLD DOMINION FREIGHT LINE IN COM 679580100 507 1698 SH SOLE 1698 0 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 6358 4495000 PRN OTR 1 0 4495000 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 409 289000 PRN SOLE 289000 0 0 OMNICOM GROUP INC COM 681919106 2234 26325 SH OTR 1 0 26325 0 OMNICOM GROUP INC COM 681919106 326 3839 SH SOLE 3839 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 1949 644000 PRN SOLE 644000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 25091 8289000 PRN OTR 1 0 8289000 0 ONEOK INC NEW COM 682680103 557 7889 SH SOLE 7889 0 0 ONEOK INC NEW COM 682680103 3967 56172 SH OTR 1 0 56172 0 ORACLE CORP COM 68389X105 2381 28786 SH SOLE 28786 0 0 ORACLE CORP COM 68389X105 16419 198462 SH OTR 1 0 198462 0 OREILLY AUTOMOTIVE INC COM 67103H107 5813 8487 SH OTR 1 0 8487 0 OREILLY AUTOMOTIVE INC COM 67103H107 829 1211 SH SOLE 1211 0 0 ORGANON & CO COMMON STOCK 68622V106 132 3785 SH SOLE 3785 0 0 ORGANON & CO COMMON STOCK 68622V106 1113 31855 SH OTR 1 0 31855 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 88 87000 PRN SOLE 87000 0 0 OTIS WORLDWIDE CORP COM 68902V107 571 7425 SH SOLE 7425 0 0 OTIS WORLDWIDE CORP COM 68902V107 4119 53529 SH OTR 1 0 53529 0 PACCAR INC COM 693718108 3853 43746 SH OTR 1 0 43746 0 PACCAR INC COM 693718108 547 6209 SH SOLE 6209 0 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 28294 22749000 PRN OTR 1 0 22749000 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 1551 1247000 PRN SOLE 1247000 0 0 PACKAGING CORP AMER COM 695156109 1868 11966 SH OTR 1 0 11966 0 PACKAGING CORP AMER COM 695156109 269 1720 SH SOLE 1720 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 44658 21155000 PRN OTR 1 0 21155000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 185 88000 PRN OTR 4 0 88000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 11278 5355000 PRN DFND 1 0 5355000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 2445 1158000 PRN SOLE 1158000 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 62818 26811000 PRN OTR 1 0 26811000 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 4627 1975000 PRN SOLE 1975000 0 0 PARAMOUNT GLOBAL CLASS B COM 92556H206 2890 76422 SH OTR 1 0 76422 0 PARAMOUNT GLOBAL CLASS B COM 92556H206 415 10978 SH SOLE 10978 0 0 PARKER-HANNIFIN CORP COM 701094104 631 2224 SH SOLE 2224 0 0 PARKER-HANNIFIN CORP COM 701094104 4592 16183 SH OTR 1 0 16183 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 7956 7519000 PRN OTR 1 0 7519000 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 664 628000 PRN SOLE 628000 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 101 102000 PRN OTR 4 0 102000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 6544 6587000 PRN DFND 1 0 6587000 0 PAYCHEX INC COM 704326107 5519 40443 SH OTR 1 0 40443 0 PAYCHEX INC COM 704326107 780 5716 SH SOLE 5716 0 0 PAYCOM SOFTWARE INC COM 70432V102 2101 6065 SH OTR 1 0 6065 0 PAYCOM SOFTWARE INC COM 70432V102 284 819 SH SOLE 819 0 0 PAYPAL HLDGS INC COM 70450Y103 2384 20616 SH SOLE 20616 0 0 PAYPAL HLDGS INC COM 70450Y103 16971 146747 SH OTR 1 0 146747 0 PDC ENERGY INC COM 69327R101 11169 153669 SH OTR 1 0 153669 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 683 593000 PRN SOLE 593000 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 6751 5863000 PRN OTR 1 0 5863000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 9577 8353000 PRN DFND 1 0 8353000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 152 133000 PRN OTR 4 0 133000 0 PELOTON INTERACTIVE INC NOTE 2/1 70614WAB6 226 272000 PRN SOLE 272000 0 0 PENN NATL GAMING INC COM 707569109 885 20871 SH OTR 1 0 20871 0 PENN NATL GAMING INC COM 707569109 105 2479 SH SOLE 2479 0 0 PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 159 79000 PRN SOLE 79000 0 0 PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 99 100000 PRN SOLE 100000 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 128 6390 SH SOLE 6390 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 1075 53775 SH OTR 1 0 53775 0 PEPSICO INC COM 713448108 29168 174263 SH OTR 1 0 174263 0 PEPSICO INC COM 713448108 4090 24436 SH SOLE 24436 0 0 PERKINELMER INC COM 714046109 364 2088 SH SOLE 2088 0 0 PERKINELMER INC COM 714046109 2773 15896 SH OTR 1 0 15896 0 PFIZER INC COM 717081103 36602 707010 SH OTR 1 0 707010 0 PFIZER INC COM 717081103 5156 99604 SH SOLE 99604 0 0 PG&E CORP UNIT 99/99/9999 69331C140 35516 315000 SH OTR 1 0 315000 0 PG&E CORP UNIT 99/99/9999 69331C140 8948 79578 SH DFND 1 0 79578 0 PG&E CORP UNIT 99/99/9999 69331C140 143 1273 SH OTR 4 0 1273 0 PG&E CORP UNIT 99/99/9999 69331C140 2282 20242 SH SOLE 20242 0 0 PHILIP MORRIS INTL INC COM 718172109 18339 195220 SH OTR 1 0 195220 0 PHILIP MORRIS INTL INC COM 718172109 1590 16931 SH SOLE 16931 0 0 PHILLIPS 66 COM 718546104 719 8318 SH SOLE 8318 0 0 PHILLIPS 66 COM 718546104 5091 58932 SH OTR 1 0 58932 0 PINNACLE WEST CAP CORP COM 723484101 1107 14174 SH OTR 1 0 14174 0 PINNACLE WEST CAP CORP COM 723484101 132 1684 SH SOLE 1684 0 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 2636 268191 SH OTR 1 0 268191 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 7228 735260 SH SOLE 735260 0 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 3420 325717 SH OTR 1 0 325717 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 4847 461642 SH SOLE 461642 0 0 PIONEER NAT RES CO COM 723787107 7151 28599 SH OTR 1 0 28599 0 PIONEER NAT RES CO COM 723787107 976 3905 SH SOLE 3905 0 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 23242 9788000 PRN DFND 1 0 9788000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 127456 53564000 PRN OTR 1 0 53564000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 368 155000 PRN OTR 4 0 155000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 8585 3608000 PRN SOLE 3608000 0 0 PNC FINL SVCS GROUP INC COM 693475105 9758 52904 SH OTR 1 0 52904 0 PNC FINL SVCS GROUP INC COM 693475105 1365 7401 SH SOLE 7401 0 0 POOL CORP COM 73278L105 297 702 SH SOLE 702 0 0 POOL CORP COM 73278L105 2135 5050 SH OTR 1 0 5050 0 PPG INDS INC COM 693506107 559 4262 SH SOLE 4262 0 0 PPG INDS INC COM 693506107 3920 29904 SH OTR 1 0 29904 0 PPL CORP COM 69351T106 389 13627 SH SOLE 13627 0 0 PPL CORP COM 69351T106 2701 94562 SH OTR 1 0 94562 0 PRICE T ROWE GROUP INC COM 74144T108 4365 28871 SH OTR 1 0 28871 0 PRICE T ROWE GROUP INC COM 74144T108 611 4038 SH SOLE 4038 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 372 5070 SH SOLE 5070 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 2246 30601 SH OTR 1 0 30601 0 PROCTER AND GAMBLE CO COM 742718109 6612 43269 SH SOLE 43269 0 0 PROCTER AND GAMBLE CO COM 742718109 46136 301940 SH OTR 1 0 301940 0 PROGRESSIVE CORP COM 743315103 8391 73613 SH OTR 1 0 73613 0 PROGRESSIVE CORP COM 743315103 1176 10316 SH SOLE 10316 0 0 PROLOGIS INC. COM 74340W103 15052 93212 SH OTR 1 0 93212 0 PROLOGIS INC. COM 74340W103 2164 13401 SH SOLE 13401 0 0 PRUDENTIAL FINL INC COM 744320102 800 6770 SH SOLE 6770 0 0 PRUDENTIAL FINL INC COM 744320102 5627 47614 SH OTR 1 0 47614 0 PTC INC COM 69370C100 213 1977 SH SOLE 1977 0 0 PTC INC COM 69370C100 1430 13273 SH OTR 1 0 13273 0 PUBLIC STORAGE COM 74460D109 7500 19217 SH OTR 1 0 19217 0 PUBLIC STORAGE COM 74460D109 1069 2739 SH SOLE 2739 0 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 615 8785 SH SOLE 8785 0 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4459 63695 SH OTR 1 0 63695 0 PULTE GROUP INC COM 745867101 1312 31321 SH OTR 1 0 31321 0 PULTE GROUP INC COM 745867101 229 5474 SH SOLE 5474 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 194 139000 PRN SOLE 139000 0 0 PVH CORPORATION COM 693656100 675 8814 SH OTR 1 0 8814 0 PVH CORPORATION COM 693656100 80 1050 SH SOLE 1050 0 0 Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 85 70000 PRN SOLE 70000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 7181 7195000 PRN OTR 1 0 7195000 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 644 645000 PRN SOLE 645000 0 0 QORVO INC COM 74736K101 1695 13658 SH OTR 1 0 13658 0 QORVO INC COM 74736K101 239 1929 SH SOLE 1929 0 0 QUALCOMM INC COM 747525103 21694 141959 SH OTR 1 0 141959 0 QUALCOMM INC COM 747525103 3088 20207 SH SOLE 20207 0 0 QUANTA SVCS INC COM 74762E102 280 2131 SH SOLE 2131 0 0 QUANTA SVCS INC COM 74762E102 2362 17949 SH OTR 1 0 17949 0 QUEST DIAGNOSTICS INC COM 74834L100 314 2292 SH SOLE 2292 0 0 QUEST DIAGNOSTICS INC COM 74834L100 2052 14990 SH OTR 1 0 14990 0 RALPH LAUREN CORP CL A 751212101 661 5831 SH OTR 1 0 5831 0 RALPH LAUREN CORP CL A 751212101 80 703 SH SOLE 703 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 338 199000 PRN SOLE 199000 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 14805 8728000 PRN OTR 1 0 8728000 0 RAPID7 INC NOTE 0.250% 3/1 753422AF1 300 240000 PRN SOLE 240000 0 0 RAYMOND JAMES FINL INC COM 754730109 2587 23535 SH OTR 1 0 23535 0 RAYMOND JAMES FINL INC COM 754730109 380 3454 SH SOLE 3454 0 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 2618 26422 SH SOLE 26422 0 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 18623 187978 SH OTR 1 0 187978 0 RBC BEARINGS INC 5% CNV PFD SR A 75524B203 3280 32877 SH OTR 1 0 32877 0 RBC BEARINGS INC 5% CNV PFD SR A 75524B203 157 1577 SH SOLE 1577 0 0 REALTY INCOME CORP COM 756109104 4939 71264 SH OTR 1 0 71264 0 REALTY INCOME CORP COM 756109104 657 9487 SH SOLE 9487 0 0 REDWOOD TRUST INC NOTE 4.750% 8/1 758075AC9 79 80000 PRN SOLE 80000 0 0 REGENCY CTRS CORP COM 758849103 1381 19360 SH OTR 1 0 19360 0 REGENCY CTRS CORP COM 758849103 164 2300 SH SOLE 2300 0 0 REGENERON PHARMACEUTICALS COM 75886F107 9388 13442 SH OTR 1 0 13442 0 REGENERON PHARMACEUTICALS COM 75886F107 1328 1901 SH SOLE 1901 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 2641 118657 SH OTR 1 0 118657 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 397 17834 SH SOLE 17834 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 126 73000 PRN SOLE 73000 0 0 REPUBLIC SVCS INC COM 760759100 454 3423 SH SOLE 3423 0 0 REPUBLIC SVCS INC COM 760759100 3484 26294 SH OTR 1 0 26294 0 RESMED INC COM 761152107 629 2593 SH SOLE 2593 0 0 RESMED INC COM 761152107 4467 18420 SH OTR 1 0 18420 0 RH NOTE 9/1 74967XAD5 135 83000 PRN SOLE 83000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 43557 49808000 PRN OTR 1 0 49808000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 6850 7878000 PRN DFND 1 0 7878000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 110 126000 PRN OTR 4 0 126000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 2824 3229000 PRN SOLE 3229000 0 0 ROBERT HALF INTL INC COM 770323103 188 1645 SH SOLE 1645 0 0 ROBERT HALF INTL INC COM 770323103 1575 13792 SH OTR 1 0 13792 0 ROCKWELL AUTOMATION INC COM 773903109 600 2143 SH SOLE 2143 0 0 ROCKWELL AUTOMATION INC COM 773903109 4099 14637 SH OTR 1 0 14637 0 ROLLINS INC COM 775711104 118 3378 SH SOLE 3378 0 0 ROLLINS INC COM 775711104 997 28437 SH OTR 1 0 28437 0 ROPER TECHNOLOGIES INC COM 776696106 6275 13287 SH OTR 1 0 13287 0 ROPER TECHNOLOGIES INC COM 776696106 889 1882 SH SOLE 1882 0 0 ROSS STORES INC COM 778296103 4026 44506 SH OTR 1 0 44506 0 ROSS STORES INC COM 778296103 578 6393 SH SOLE 6393 0 0 ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 125 103000 PRN SOLE 103000 0 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 9125 6985000 PRN DFND 1 0 6985000 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 148 113000 PRN OTR 4 0 113000 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 22196 16927000 PRN OTR 1 0 16927000 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 1408 1074000 PRN SOLE 1074000 0 0 S&P GLOBAL INC COM 78409V104 18300 44614 SH OTR 1 0 44614 0 S&P GLOBAL INC COM 78409V104 2523 6152 SH SOLE 6152 0 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 5000 3020000 PRN OTR 1 0 3020000 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 356 215000 PRN SOLE 215000 0 0 SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 324 175000 PRN SOLE 175000 0 0 SALESFORCE COM INC COM 79466L302 26343 124073 SH OTR 1 0 124073 0 SALESFORCE COM INC COM 79466L302 3723 17537 SH SOLE 17537 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 177 135000 PRN SOLE 135000 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 4715 13702 SH OTR 1 0 13702 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 687 1996 SH SOLE 1996 0 0 SCHLUMBERGER LTD COM STK 806857108 1047 25351 SH SOLE 25351 0 0 SCHLUMBERGER LTD COM STK 806857108 7303 176774 SH OTR 1 0 176774 0 SCHWAB CHARLES CORP COM 808513105 15966 189370 SH OTR 1 0 189370 0 SCHWAB CHARLES CORP COM 808513105 2240 26573 SH SOLE 26573 0 0 SEALED AIR CORP NEW COM 81211K100 148 2211 SH SOLE 2211 0 0 SEALED AIR CORP NEW COM 81211K100 1246 18614 SH OTR 1 0 18614 0 SEMPRA COM 816851109 6763 40225 SH OTR 1 0 40225 0 SEMPRA COM 816851109 906 5391 SH SOLE 5391 0 0 SERVICENOW INC COM 81762P102 1949 3500 SH SOLE 3500 0 0 SERVICENOW INC COM 81762P102 14029 25192 SH OTR 1 0 25192 0 SHERWIN WILLIAMS CO COM 824348106 7584 30384 SH OTR 1 0 30384 0 SHERWIN WILLIAMS CO COM 824348106 1053 4218 SH SOLE 4218 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 463 440000 PRN SOLE 440000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 6333 6020000 PRN OTR 1 0 6020000 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 1438 1515000 PRN SOLE 1515000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 32041 33745000 PRN OTR 1 0 33745000 0 SIGNATURE BK NEW YORK N Y COM 82669G104 2319 7902 SH OTR 1 0 7902 0 SIGNATURE BK NEW YORK N Y COM 82669G104 343 1170 SH SOLE 1170 0 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 50999 37007000 PRN OTR 1 0 37007000 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 9752 7102000 PRN DFND 1 0 7102000 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 2960 2148000 PRN SOLE 2148000 0 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 158 115000 PRN OTR 4 0 115000 0 SIMON PPTY GROUP INC NEW COM 828806109 5446 41393 SH OTR 1 0 41393 0 SIMON PPTY GROUP INC NEW COM 828806109 754 5729 SH SOLE 5729 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 394 2958 SH SOLE 2958 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 2753 20658 SH OTR 1 0 20658 0 SMITH A O CORP COM 831865209 1058 16553 SH OTR 1 0 16553 0 SMITH A O CORP COM 831865209 126 1973 SH SOLE 1973 0 0 SMUCKER J M CO COM NEW 832696405 1845 13624 SH OTR 1 0 13624 0 SMUCKER J M CO COM NEW 832696405 273 2018 SH SOLE 2018 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 5385 3092000 PRN DFND 1 0 3092000 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 84 48000 PRN OTR 4 0 48000 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 421 241000 PRN SOLE 241000 0 0 SNAP ON INC COM 833034101 1387 6750 SH OTR 1 0 6750 0 SNAP ON INC COM 833034101 165 802 SH SOLE 802 0 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 286 886 SH SOLE 886 0 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 2132 6615 SH OTR 1 0 6615 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 22191 16239000 PRN OTR 1 0 16239000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 1078 789000 PRN SOLE 789000 0 0 SOUTHERN CO COM 842587107 1334 18397 SH SOLE 18397 0 0 SOUTHERN CO COM 842587107 9680 133496 SH OTR 1 0 133496 0 SOUTHWEST AIRLS CO COM 844741108 406 8857 SH SOLE 8857 0 0 SOUTHWEST AIRLS CO COM 844741108 3417 74613 SH OTR 1 0 74613 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 76979 56571000 PRN OTR 1 0 56571000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 4975 3656000 PRN SOLE 3656000 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 134 99000 PRN OTR 4 0 99000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 8656 6379000 PRN DFND 1 0 6379000 0 SPDR GOLD TR GOLD SHS 78463V107 21739 120336 SH OTR 1 0 120336 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 718251 1590318 SH OTR 3 0 1590318 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 4707 10423 SH SOLE 10423 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 113 125000 PRN SOLE 125000 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 4450 4961000 PRN DFND 1 0 4961000 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 72 80000 PRN OTR 4 0 80000 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 37971 33252000 PRN OTR 1 0 33252000 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 2722 2384000 PRN SOLE 2384000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 98 82000 PRN OTR 4 0 82000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 6071 5070000 PRN DFND 1 0 5070000 0 STANLEY BLACK & DECKER INC COM 854502101 411 2938 SH SOLE 2938 0 0 STANLEY BLACK & DECKER INC COM 854502101 2871 20536 SH OTR 1 0 20536 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 1839 21000 SH SOLE 21000 0 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 30327 346400 SH OTR 1 0 346400 0 STARBUCKS CORP COM 855244109 1847 20307 SH SOLE 20307 0 0 STARBUCKS CORP COM 855244109 13181 144895 SH OTR 1 0 144895 0 STATE STR CORP COM 857477103 609 6994 SH SOLE 6994 0 0 STATE STR CORP COM 857477103 4016 46100 SH OTR 1 0 46100 0 STRYKER CORPORATION COM 863667101 1560 5836 SH SOLE 5836 0 0 STRYKER CORPORATION COM 863667101 11307 42291 SH OTR 1 0 42291 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 27120 25804000 PRN OTR 1 0 25804000 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 1570 1494000 PRN SOLE 1494000 0 0 SVB FINANCIAL GROUP COM 78486Q101 605 1082 SH SOLE 1082 0 0 SVB FINANCIAL GROUP COM 78486Q101 4140 7400 SH OTR 1 0 7400 0 SYNCHRONY FINANCIAL COM 87165B103 347 9974 SH SOLE 9974 0 0 SYNCHRONY FINANCIAL COM 87165B103 2286 65660 SH OTR 1 0 65660 0 SYNOPSYS INC COM 871607107 937 2811 SH SOLE 2811 0 0 SYNOPSYS INC COM 871607107 6441 19328 SH OTR 1 0 19328 0 SYSCO CORP COM 871829107 758 9279 SH SOLE 9279 0 0 SYSCO CORP COM 871829107 5219 63920 SH OTR 1 0 63920 0 TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 56 75000 PRN SOLE 75000 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 3 25 SH DFND 1 0 25 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 19665 188617 SH SOLE 188617 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 30972 297062 SH OTR 1 0 297062 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 327 2125 SH SOLE 2125 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2235 14538 SH OTR 1 0 14538 0 TALOS ENERGY INC COM 87484T108 8661 548507 SH SOLE 548507 0 0 TALOS ENERGY INC COM 87484T108 44269 2803590 SH OTR 1 0 2803590 0 TALOS ENERGY INC COM 87484T108 98 6187 SH OTR 5 0 6187 0 TAPESTRY INC COM 876030107 148 3986 SH SOLE 3986 0 0 TAPESTRY INC COM 876030107 1235 33253 SH OTR 1 0 33253 0 TARGET CORP COM 87612E106 12808 60352 SH OTR 1 0 60352 0 TARGET CORP COM 87612E106 1788 8423 SH SOLE 8423 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 115 136000 PRN OTR 4 0 136000 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 49069 57830000 PRN OTR 1 0 57830000 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 3134 3694000 PRN SOLE 3694000 0 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 7076 8389000 PRN DFND 1 0 8389000 0 TELEDYNE TECHNOLOGIES INC COM 879360105 2778 5877 SH OTR 1 0 5877 0 TELEDYNE TECHNOLOGIES INC COM 879360105 377 798 SH SOLE 798 0 0 TELEFLEX INCORPORATED COM 879369106 2093 5900 SH OTR 1 0 5900 0 TELEFLEX INCORPORATED COM 879369106 320 901 SH SOLE 901 0 0 TERADYNE INC COM 880770102 2428 20533 SH OTR 1 0 20533 0 TERADYNE INC COM 880770102 347 2938 SH SOLE 2938 0 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 223 60000 PRN SOLE 60000 0 0 TESLA INC COM 88160R101 113631 105448 SH OTR 1 0 105448 0 TESLA INC COM 88160R101 15998 14846 SH SOLE 14846 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 382 22000 PRN SOLE 22000 0 0 TEXAS INSTRS INC COM 882508104 2983 16256 SH SOLE 16256 0 0 TEXAS INSTRS INC COM 882508104 21345 116333 SH OTR 1 0 116333 0 TEXTRON INC COM 883203101 330 4434 SH SOLE 4434 0 0 TEXTRON INC COM 883203101 2065 27765 SH OTR 1 0 27765 0 THERMO FISHER SCIENTIFIC INC COM 883556102 29317 49635 SH OTR 1 0 49635 0 THERMO FISHER SCIENTIFIC INC COM 883556102 4142 7012 SH SOLE 7012 0 0 TJX COS INC NEW COM 872540109 9103 150258 SH OTR 1 0 150258 0 TJX COS INC NEW COM 872540109 1284 21196 SH SOLE 21196 0 0 T-MOBILE US INC COM 872590104 1367 10653 SH SOLE 10653 0 0 T-MOBILE US INC COM 872590104 9492 73957 SH OTR 1 0 73957 0 TRACTOR SUPPLY CO COM 892356106 515 2206 SH SOLE 2206 0 0 TRACTOR SUPPLY CO COM 892356106 3346 14336 SH OTR 1 0 14336 0 TRANSDIGM GROUP INC COM 893641100 580 890 SH SOLE 890 0 0 TRANSDIGM GROUP INC COM 893641100 4324 6637 SH OTR 1 0 6637 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 128 135000 PRN SOLE 135000 0 0 TRAVELERS COMPANIES INC COM 89417E109 754 4124 SH SOLE 4124 0 0 TRAVELERS COMPANIES INC COM 89417E109 5552 30382 SH OTR 1 0 30382 0 TRIMBLE INC COM 896239100 2281 31618 SH OTR 1 0 31618 0 TRIMBLE INC COM 896239100 336 4654 SH SOLE 4654 0 0 TRUIST FINL CORP COM 89832Q109 1356 23924 SH SOLE 23924 0 0 TRUIST FINL CORP COM 89832Q109 9534 168146 SH OTR 1 0 168146 0 TURNING PT BRANDS INC COM 90041L105 231 6802 SH OTR 1 0 6802 0 TWITTER INC COM 90184L102 547 14145 SH SOLE 14145 0 0 TWITTER INC COM 90184L102 3897 100720 SH OTR 1 0 100720 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 281 275000 PRN SOLE 275000 0 0 TWITTER INC NOTE 3/1 90184LAN2 220 260000 PRN SOLE 260000 0 0 TYLER TECHNOLOGIES INC COM 902252105 2297 5162 SH OTR 1 0 5162 0 TYLER TECHNOLOGIES INC COM 902252105 317 712 SH SOLE 712 0 0 TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1 221 200000 PRN SOLE 200000 0 0 TYSON FOODS INC CL A 902494103 3302 36839 SH OTR 1 0 36839 0 TYSON FOODS INC CL A 902494103 491 5479 SH SOLE 5479 0 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 25056 27840000 PRN OTR 1 0 27840000 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 1534 1704000 PRN SOLE 1704000 0 0 UDR INC COM 902653104 257 4487 SH SOLE 4487 0 0 UDR INC COM 902653104 2161 37670 SH OTR 1 0 37670 0 ULTA BEAUTY INC COM 90384S303 403 1011 SH SOLE 1011 0 0 ULTA BEAUTY INC COM 90384S303 2715 6817 SH OTR 1 0 6817 0 UNDER ARMOUR INC CL A 904311107 48 2816 SH SOLE 2816 0 0 UNDER ARMOUR INC CL A 904311107 403 23701 SH OTR 1 0 23701 0 UNDER ARMOUR INC CL C 904311206 50 3210 SH SOLE 3210 0 0 UNDER ARMOUR INC CL C 904311206 420 27020 SH OTR 1 0 27020 0 UNION PAC CORP COM 907818108 3102 11355 SH SOLE 11355 0 0 UNION PAC CORP COM 907818108 21919 80226 SH OTR 1 0 80226 0 UNITED AIRLS HLDGS INC COM 910047109 1886 40682 SH OTR 1 0 40682 0 UNITED AIRLS HLDGS INC COM 910047109 224 4833 SH SOLE 4833 0 0 UNITED PARCEL SERVICE INC CL B 911312106 19697 91846 SH OTR 1 0 91846 0 UNITED PARCEL SERVICE INC CL B 911312106 2806 13086 SH SOLE 13086 0 0 UNITED RENTALS INC COM 911363109 456 1283 SH SOLE 1283 0 0 UNITED RENTALS INC COM 911363109 3241 9123 SH OTR 1 0 9123 0 UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 158 54000 PRN SOLE 54000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 60502 118638 SH OTR 1 0 118638 0 UNITEDHEALTH GROUP INC COM 91324P102 8531 16729 SH SOLE 16729 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 158 1091 SH SOLE 1091 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 1332 9187 SH OTR 1 0 9187 0 US BANCORP DEL COM NEW 902973304 1345 25306 SH SOLE 25306 0 0 US BANCORP DEL COM NEW 902973304 9041 170105 SH OTR 1 0 170105 0 V F CORP COM 918204108 2312 40659 SH OTR 1 0 40659 0 V F CORP COM 918204108 326 5741 SH SOLE 5741 0 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 139 144000 PRN OTR 4 0 144000 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 57061 58615000 PRN OTR 1 0 58615000 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 3219 3307000 PRN SOLE 3307000 0 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 8806 9093000 PRN DFND 1 0 9093000 0 VALERO ENERGY CORP COM 91913Y100 811 7984 SH SOLE 7984 0 0 VALERO ENERGY CORP COM 91913Y100 5229 51498 SH OTR 1 0 51498 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 431283 1038810 SH OTR 3 0 1038810 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 97 95000 PRN SOLE 95000 0 0 VENTAS INC COM 92276F100 437 7070 SH SOLE 7070 0 0 VENTAS INC COM 92276F100 3105 50281 SH OTR 1 0 50281 0 VERISIGN INC COM 92343E102 411 1846 SH SOLE 1846 0 0 VERISIGN INC COM 92343E102 2708 12173 SH OTR 1 0 12173 0 VERISK ANALYTICS INC COM 92345Y106 583 2718 SH SOLE 2718 0 0 VERISK ANALYTICS INC COM 92345Y106 4357 20301 SH OTR 1 0 20301 0 VERIZON COMMUNICATIONS INC COM 92343V104 26937 528790 SH OTR 1 0 528790 0 VERIZON COMMUNICATIONS INC COM 92343V104 3749 73591 SH SOLE 73591 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 8369 32067 SH OTR 1 0 32067 0 VERTEX PHARMACEUTICALS INC COM 92532F100 1179 4518 SH SOLE 4518 0 0 VIATRIS INC COM 92556V106 1653 151946 SH OTR 1 0 151946 0 VIATRIS INC COM 92556V106 235 21615 SH SOLE 21615 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 37474 28812000 PRN OTR 1 0 28812000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 4212 3248000 PRN DFND 1 0 3248000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 65 50000 PRN OTR 4 0 50000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 1690 1299000 PRN SOLE 1299000 0 0 VISA INC COM CL A 92826C839 6507 29343 SH SOLE 29343 0 0 VISA INC COM CL A 92826C839 46328 208899 SH OTR 1 0 208899 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 135 135000 PRN SOLE 135000 0 0 VISTRA CORP COM 92840M102 324 13918 SH OTR 2 0 13918 0 VORNADO RLTY TR SH BEN INT 929042109 905 19976 SH OTR 1 0 19976 0 VORNADO RLTY TR SH BEN INT 929042109 108 2373 SH SOLE 2373 0 0 VULCAN MATLS CO COM 929160109 438 2385 SH SOLE 2385 0 0 VULCAN MATLS CO COM 929160109 3071 16715 SH OTR 1 0 16715 0 WABTEC COM 929740108 2263 23533 SH OTR 1 0 23533 0 WABTEC COM 929740108 317 3294 SH SOLE 3294 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 4041 90265 SH OTR 1 0 90265 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 574 12825 SH SOLE 12825 0 0 WALMART INC COM 931142103 3756 25220 SH SOLE 25220 0 0 WALMART INC COM 931142103 26537 178196 SH OTR 1 0 178196 0 WASTE MGMT INC DEL COM 94106L109 7684 48477 SH OTR 1 0 48477 0 WASTE MGMT INC DEL COM 94106L109 1074 6773 SH SOLE 6773 0 0 WATERS CORP COM 941848103 2386 7688 SH OTR 1 0 7688 0 WATERS CORP COM 941848103 345 1113 SH SOLE 1113 0 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 231 280000 PRN SOLE 280000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 273 255000 PRN SOLE 255000 0 0 WEC ENERGY GROUP INC COM 92939U106 3966 39733 SH OTR 1 0 39733 0 WEC ENERGY GROUP INC COM 92939U106 522 5231 SH SOLE 5231 0 0 WELLS FARGO CO NEW COM 949746101 3345 69026 SH SOLE 69026 0 0 WELLS FARGO CO NEW COM 949746101 23719 489465 SH OTR 1 0 489465 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 4286 3235 SH DFND 1 0 3235 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 73 55 SH OTR 4 0 55 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 31080 23816 SH OTR 1 0 23816 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 4128 3163 SH SOLE 3163 0 0 WELLTOWER INC COM 95040Q104 5271 54829 SH OTR 1 0 54829 0 WELLTOWER INC COM 95040Q104 743 7729 SH SOLE 7729 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 537 1308 SH SOLE 1308 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 3832 9331 SH OTR 1 0 9331 0 WESTERN DIGITAL CORP. COM 958102105 277 5576 SH SOLE 5576 0 0 WESTERN DIGITAL CORP. COM 958102105 1957 39416 SH OTR 1 0 39416 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 958 988000 PRN SOLE 988000 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4495 4634000 PRN OTR 1 0 4634000 0 WESTROCK CO COM 96145D105 233 4952 SH SOLE 4952 0 0 WESTROCK CO COM 96145D105 1559 33155 SH OTR 1 0 33155 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 519 13681 SH SOLE 13681 0 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 3567 94109 SH OTR 1 0 94109 0 WHIRLPOOL CORP COM 963320106 1284 7432 SH OTR 1 0 7432 0 WHIRLPOOL CORP COM 963320106 188 1090 SH SOLE 1090 0 0 WHITING PETE CORP NEW COM NEW 966387508 2848 34937 SH SOLE 34937 0 0 WHITING PETE CORP NEW COM NEW 966387508 20313 249212 SH OTR 1 0 249212 0 WILLIAMS COS INC COM 969457100 5113 153048 SH OTR 1 0 153048 0 WILLIAMS COS INC COM 969457100 723 21626 SH SOLE 21626 0 0 WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 82 75000 PRN SOLE 75000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 2337 1421000 PRN SOLE 1421000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 37465 22780000 PRN OTR 1 0 22780000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 8322 5068000 PRN DFND 1 0 5068000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 136 83000 PRN OTR 4 0 83000 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 129 80000 PRN SOLE 80000 0 0 WYNN RESORTS LTD COM 983134107 192 2410 SH SOLE 2410 0 0 WYNN RESORTS LTD COM 983134107 1054 13223 SH OTR 1 0 13223 0 XCEL ENERGY INC COM 98389B100 684 9480 SH SOLE 9480 0 0 XCEL ENERGY INC COM 98389B100 4897 67853 SH OTR 1 0 67853 0 XYLEM INC COM 98419M100 273 3197 SH SOLE 3197 0 0 XYLEM INC COM 98419M100 1937 22714 SH OTR 1 0 22714 0 YUM BRANDS INC COM 988498101 4315 36403 SH OTR 1 0 36403 0 YUM BRANDS INC COM 988498101 609 5137 SH SOLE 5137 0 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 2766 6686 SH OTR 1 0 6686 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 412 996 SH SOLE 996 0 0 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 1098 868000 PRN SOLE 868000 0 0 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 22841 18049000 PRN OTR 1 0 18049000 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 2612 2304000 PRN SOLE 2304000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 38344 33828000 PRN OTR 1 0 33828000 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 476 3724 SH SOLE 3724 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 3366 26314 SH OTR 1 0 26314 0 ZIONS BANCORPORATION N A COM 989701107 1252 19100 SH OTR 1 0 19100 0 ZIONS BANCORPORATION N A COM 989701107 150 2287 SH SOLE 2287 0 0 ZOETIS INC CL A 98978V103 1602 8497 SH SOLE 8497 0 0 ZOETIS INC CL A 98978V103 11239 59596 SH OTR 1 0 59596 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 1713 1004000 PRN SOLE 1004000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 30207 17701000 PRN OTR 1 0 17701000 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 68 56000 PRN OTR 4 0 56000 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 4167 3428000 PRN DFND 1 0 3428000 0 ZYNGA INC NOTE 12/1 98986TAD0 17524 17130000 PRN OTR 1 0 17130000 0 ZYNGA INC NOTE 12/1 98986TAD0 1374 1343000 PRN SOLE 1343000 0 0