0001085146-22-000511.txt : 20220204 0001085146-22-000511.hdr.sgml : 20220204 20220203214356 ACCESSION NUMBER: 0001085146-22-000511 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20211231 FILED AS OF DATE: 20220204 DATE AS OF CHANGE: 20220203 EFFECTIVENESS DATE: 20220204 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: 22590711 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 12-31-2021 12-31-2021 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 02-02-2022 7 1442 12041352 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 1986 11182 SH SOLE 11182 0 0 3M CO COM 88579Y101 13288 74806 SH OTR 1 0 74806 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 50 50000 PRN SOLE 50000 0 0 ABBOTT LABS COM 002824100 4894 34771 SH SOLE 34771 0 0 ABBOTT LABS COM 002824100 32306 229547 SH OTR 1 0 229547 0 ABBVIE INC COM 00287Y109 4717 34836 SH SOLE 34836 0 0 ABBVIE INC COM 00287Y109 31073 229494 SH OTR 1 0 229494 0 ABIOMED INC COM 003654100 308 858 SH SOLE 858 0 0 ABIOMED INC COM 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4054 SH SOLE 4054 0 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 3731 2503000 PRN SOLE 2503000 0 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 59783 40106000 PRN OTR 1 0 40106000 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 8786 5914000 PRN DFND 1 0 5914000 0 BURLINGTON STORES INC NOTE 2.250% 4/1 122017AB2 146 98000 PRN OTR 4 0 98000 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1816 16874 SH OTR 1 0 16874 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 290 2691 SH SOLE 2691 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 1017 5457 SH SOLE 5457 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 6704 35977 SH OTR 1 0 35977 0 CAESARS ENTERTAINMENT INC NE COM 12769G100 418 4474 SH SOLE 4474 0 0 CAESARS ENTERTAINMENT INC NE COM 12769G100 2596 27751 SH OTR 1 0 27751 0 CALIFORNIA RES CORP COM STOCK 13057Q305 712 16672 SH SOLE 16672 0 0 CALIFORNIA RES CORP COM STOCK 13057Q305 3597 84226 SH OTR 1 0 84226 0 CAMPBELL SOUP CO COM 134429109 1142 26276 SH OTR 1 0 26276 0 CAMPBELL SOUP CO COM 134429109 165 3786 SH SOLE 3786 0 0 CAPITAL ONE FINL CORP COM 14040H105 1212 8351 SH SOLE 8351 0 0 CAPITAL ONE FINL CORP COM 14040H105 8016 55251 SH OTR 1 0 55251 0 CARDINAL HEALTH INC COM 14149Y108 302 5860 SH SOLE 5860 0 0 CARDINAL HEALTH INC COM 14149Y108 1884 36580 SH OTR 1 0 36580 0 CARMAX INC COM 143130102 2741 21045 SH OTR 1 0 21045 0 CARMAX INC COM 143130102 419 3217 SH SOLE 3217 0 0 CARNIVAL CORP COMMON STOCK 143658300 2101 104429 SH OTR 1 0 104429 0 CARNIVAL CORP COMMON STOCK 143658300 296 14716 SH SOLE 14716 0 0 CARNIVAL CORP NOTE 5.750% 4/0 143658BE1 186 88000 PRN SOLE 88000 0 0 CARRIER GLOBAL CORPORATION COM 14448C104 904 16660 SH SOLE 16660 0 0 CARRIER GLOBAL CORPORATION COM 14448C104 6102 112495 SH OTR 1 0 112495 0 CATALENT INC COM 148806102 432 3377 SH SOLE 3377 0 0 CATALENT INC COM 148806102 2845 22223 SH OTR 1 0 22223 0 CATERPILLAR INC COM 149123101 2189 10586 SH SOLE 10586 0 0 CATERPILLAR INC COM 149123101 14518 70222 SH OTR 1 0 70222 0 CBOE GLOBAL MKTS INC COM 12503M108 1805 13844 SH OTR 1 0 13844 0 CBOE GLOBAL MKTS INC COM 12503M108 271 2080 SH SOLE 2080 0 0 CBRE GROUP INC CL A 12504L109 711 6552 SH SOLE 6552 0 0 CBRE GROUP INC CL A 12504L109 4714 43444 SH OTR 1 0 43444 0 CDW CORP COM 12514G108 3608 17618 SH OTR 1 0 17618 0 CDW CORP COM 12514G108 569 2777 SH SOLE 2777 0 0 CELANESE CORP DEL COM 150870103 2375 14133 SH OTR 1 0 14133 0 CELANESE CORP DEL COM 150870103 394 2342 SH SOLE 2342 0 0 CENTENE CORP DEL COM 15135B101 907 11004 SH SOLE 11004 0 0 CENTENE CORP DEL COM 15135B101 6242 75747 SH OTR 1 0 75747 0 CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 36142 28928000 PRN OTR 1 0 28928000 0 CENTENNIAL RESOURCE DEV INC NOTE 3.250% 4/0 15136AAA0 2390 1913000 PRN SOLE 1913000 0 0 CENTERPOINT ENERGY INC COM 15189T107 339 12131 SH SOLE 12131 0 0 CENTERPOINT ENERGY INC COM 15189T107 2278 81635 SH OTR 1 0 81635 0 CERIDIAN HCM HLDG INC COM 15677J108 1847 17680 SH OTR 1 0 17680 0 CERIDIAN HCM HLDG INC COM 15677J108 279 2668 SH SOLE 2668 0 0 CERNER CORP COM 156782104 541 5825 SH SOLE 5825 0 0 CERNER CORP COM 156782104 3547 38194 SH OTR 1 0 38194 0 CF INDS HLDGS INC COM 125269100 1971 27842 SH OTR 1 0 27842 0 CF INDS HLDGS INC COM 125269100 336 4752 SH SOLE 4752 0 0 CHARLES RIV LABS INTL INC COM 159864107 372 988 SH SOLE 988 0 0 CHARLES RIV LABS INTL INC COM 159864107 2468 6550 SH OTR 1 0 6550 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 1629 2499 SH SOLE 2499 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 10470 16059 SH OTR 1 0 16059 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 16838 18696000 PRN OTR 1 0 18696000 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 150 168000 PRN OTR 4 0 168000 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 1052 1168000 PRN SOLE 1168000 0 0 CHEESECAKE FACTORY INC NOTE 0.375% 6/1 163072AA9 9023 10075000 PRN DFND 1 0 10075000 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 1782 1666000 PRN SOLE 1666000 0 0 CHEFS WHSE INC NOTE 1.875%12/0 163086AB7 24843 23231000 PRN OTR 1 0 23231000 0 CHEGG INC NOTE 9/0 163092AF6 1105 1327000 PRN SOLE 1327000 0 0 CHEGG INC NOTE 9/0 163092AF6 15665 18817000 PRN OTR 1 0 18817000 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 220 260000 PRN SOLE 260000 0 0 CHEVRON CORP NEW COM 166764100 29366 250239 SH OTR 1 0 250239 0 CHEVRON CORP NEW COM 166764100 4578 39012 SH SOLE 39012 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 6385 3652 SH OTR 1 0 3652 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 1019 583 SH SOLE 583 0 0 CHURCH & DWIGHT CO INC COM 171340102 3249 31693 SH OTR 1 0 31693 0 CHURCH & DWIGHT CO INC COM 171340102 501 4889 SH SOLE 4889 0 0 CIGNA CORP NEW COM 125523100 1508 6568 SH SOLE 6568 0 0 CIGNA CORP NEW COM 125523100 9880 43024 SH OTR 1 0 43024 0 CINCINNATI FINL CORP COM 172062101 2216 19454 SH OTR 1 0 19454 0 CINCINNATI FINL CORP COM 172062101 331 2905 SH SOLE 2905 0 0 CINTAS CORP COM 172908105 5057 11411 SH OTR 1 0 11411 0 CINTAS CORP COM 172908105 743 1677 SH SOLE 1677 0 0 CISCO SYS INC COM 17275R102 5267 83112 SH SOLE 83112 0 0 CISCO SYS INC COM 17275R102 34695 547503 SH OTR 1 0 547503 0 CITIGROUP INC COM NEW 172967424 2379 39389 SH SOLE 39389 0 0 CITIGROUP INC COM NEW 172967424 15555 257584 SH OTR 1 0 257584 0 CITIZENS FINL GROUP INC COM 174610105 412 8726 SH SOLE 8726 0 0 CITIZENS FINL GROUP INC COM 174610105 2614 55327 SH OTR 1 0 55327 0 CITRIX SYS INC COM 177376100 235 2482 SH SOLE 2482 0 0 CITRIX SYS INC COM 177376100 1531 16190 SH OTR 1 0 16190 0 CLOROX CO DEL COM 189054109 2781 15949 SH OTR 1 0 15949 0 CLOROX CO DEL COM 189054109 429 2463 SH SOLE 2463 0 0 CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 99 140000 PRN SOLE 140000 0 0 CME GROUP INC COM 12572Q105 1593 6972 SH SOLE 6972 0 0 CME GROUP INC COM 12572Q105 10659 46654 SH OTR 1 0 46654 0 CMS ENERGY CORP COM 125896100 367 5643 SH SOLE 5643 0 0 CMS ENERGY CORP COM 125896100 2446 37607 SH OTR 1 0 37607 0 CNX RES CORP NOTE 2.250% 5/0 12653CAG3 358 273000 PRN SOLE 273000 0 0 COCA COLA CO COM 191216100 4525 76416 SH SOLE 76416 0 0 COCA COLA CO COM 191216100 29880 504647 SH OTR 1 0 504647 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6049 68185 SH OTR 1 0 68185 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 916 10325 SH SOLE 10325 0 0 COLGATE PALMOLIVE CO COM 194162103 9337 109412 SH OTR 1 0 109412 0 COLGATE PALMOLIVE CO COM 194162103 1422 16661 SH SOLE 16661 0 0 COMCAST CORP NEW CL A 20030N101 4541 90219 SH SOLE 90219 0 0 COMCAST CORP NEW CL A 20030N101 29789 591880 SH OTR 1 0 591880 0 COMERICA INC COM 200340107 1481 17025 SH OTR 1 0 17025 0 COMERICA INC COM 200340107 192 2207 SH SOLE 2207 0 0 CONAGRA BRANDS INC COM 205887102 2127 62271 SH OTR 1 0 62271 0 CONAGRA BRANDS INC COM 205887102 325 9522 SH SOLE 9522 0 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 183 110000 PRN OTR 4 0 110000 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 11054 6649000 PRN DFND 1 0 6649000 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 49413 29633000 PRN OTR 1 0 29633000 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 2513 1507000 PRN SOLE 1507000 0 0 CONOCOPHILLIPS COM 20825C104 12358 171217 SH OTR 1 0 171217 0 CONOCOPHILLIPS COM 20825C104 1886 26134 SH SOLE 26134 0 0 CONSOLIDATED EDISON INC COM 209115104 567 6644 SH SOLE 6644 0 0 CONSOLIDATED EDISON INC COM 209115104 3918 45921 SH OTR 1 0 45921 0 CONSTELLATION BRANDS INC CL A 21036P108 818 3260 SH SOLE 3260 0 0 CONSTELLATION BRANDS INC CL A 21036P108 5352 21324 SH OTR 1 0 21324 0 CONTEXTLOGIC INC COM CL A 21077C107 3290 1057983 SH OTR 3 0 1057983 0 CONTEXTLOGIC INC COM CL A 21077C107 0 0 SH SOLE 0 0 0 COOPER COS INC COM NEW 216648402 429 1024 SH SOLE 1024 0 0 COOPER COS INC COM NEW 216648402 2681 6400 SH OTR 1 0 6400 0 COPART INC COM 217204106 4200 27701 SH OTR 1 0 27701 0 COPART INC COM 217204106 619 4085 SH SOLE 4085 0 0 CORNING INC COM 219350105 3712 99705 SH OTR 1 0 99705 0 CORNING INC COM 219350105 562 15082 SH SOLE 15082 0 0 CORTEVA INC COM 22052L104 673 14235 SH SOLE 14235 0 0 CORTEVA INC COM 22052L104 4474 94622 SH OTR 1 0 94622 0 COSTCO WHSL CORP NEW COM 22160K105 4881 8598 SH SOLE 8598 0 0 COSTCO WHSL CORP NEW COM 22160K105 32560 57355 SH OTR 1 0 57355 0 COTERRA ENERGY INC COM 127097103 2007 105613 SH OTR 1 0 105613 0 COTERRA ENERGY INC COM 127097103 323 17007 SH SOLE 17007 0 0 COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 20833 21929000 PRN OTR 1 0 21929000 0 COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 1562 1644000 PRN SOLE 1644000 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 11712 56106 SH OTR 1 0 56106 0 CROWN CASTLE INTL CORP NEW COM 22822V101 1735 8312 SH SOLE 8312 0 0 CSX CORP COM 126408103 10826 287924 SH OTR 1 0 287924 0 CSX CORP COM 126408103 1644 43717 SH SOLE 43717 0 0 CUMMINS INC COM 231021106 4050 18568 SH OTR 1 0 18568 0 CUMMINS INC COM 231021106 620 2844 SH SOLE 2844 0 0 CVS HEALTH CORP COM 126650100 2634 25529 SH SOLE 25529 0 0 CVS HEALTH CORP COM 126650100 17678 171361 SH OTR 1 0 171361 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 202 160000 PRN SOLE 160000 0 0 D R HORTON INC COM 23331A109 723 6663 SH SOLE 6663 0 0 D R HORTON INC COM 23331A109 4589 42313 SH OTR 1 0 42313 0 DANAHER CORPORATION 4.75 MND CV PFD 235851300 7376 3360 SH SOLE 3360 0 0 DANAHER CORPORATION 4.75 MND CV PFD 235851300 127656 58150 SH OTR 1 0 58150 0 DANAHER CORPORATION 4.75 MND CV PFD 235851300 366 167 SH OTR 4 0 167 0 DANAHER CORPORATION 4.75 MND CV PFD 235851300 21971 10014 SH DFND 1 0 10014 0 DANAHER CORPORATION 5% CONV PFD B 235851409 928 530 SH SOLE 530 0 0 DANAHER CORPORATION 5% CONV PFD B 235851409 8346 4769 SH OTR 1 0 4769 0 DANAHER CORPORATION COM 235851102 4098 12457 SH SOLE 12457 0 0 DANAHER CORPORATION COM 235851102 27162 82557 SH OTR 1 0 82557 0 DARDEN RESTAURANTS INC COM 237194105 2538 16848 SH OTR 1 0 16848 0 DARDEN RESTAURANTS INC COM 237194105 403 2676 SH SOLE 2676 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 39786 19804000 PRN OTR 1 0 19804000 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 2180 1085000 PRN SOLE 1085000 0 0 DAVITA INC COM 23918K108 963 8466 SH OTR 1 0 8466 0 DAVITA INC COM 23918K108 125 1095 SH SOLE 1095 0 0 DBX ETF TR XTRACK HRVST CSI 233051879 1186 30335 SH SOLE 30335 0 0 DEERE & CO COM 244199105 1908 5565 SH SOLE 5565 0 0 DEERE & CO COM 244199105 12559 36628 SH OTR 1 0 36628 0 DELAWARE INVTS MINN MUN INCO COM 24610V103 7964 564399 SH SOLE 564399 0 0 DELAWARE INVTS NATL MUN INCO SH BEN INT 24610T108 3618 256199 SH SOLE 256199 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 3247 83082 SH OTR 1 0 83082 0 DELTA AIR LINES INC DEL COM NEW 247361702 418 10700 SH SOLE 10700 0 0 DENTSPLY SIRONA INC COM 24906P109 237 4257 SH SOLE 4257 0 0 DENTSPLY SIRONA INC COM 24906P109 1583 28378 SH OTR 1 0 28378 0 DEVON ENERGY CORP NEW COM 25179M103 3600 81732 SH OTR 1 0 81732 0 DEVON ENERGY CORP NEW COM 25179M103 592 13445 SH SOLE 13445 0 0 DEXCOM INC COM 252131107 6756 12582 SH OTR 1 0 12582 0 DEXCOM INC COM 252131107 1035 1928 SH SOLE 1928 0 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 39710 33317000 PRN OTR 1 0 33317000 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 9653 8133000 PRN DFND 1 0 8133000 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 2667 2238000 PRN SOLE 2238000 0 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 161 136000 PRN OTR 4 0 136000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 59 18000 PRN SOLE 18000 0 0 DIAMONDBACK ENERGY INC COM 25278X109 378 3502 SH SOLE 3502 0 0 DIAMONDBACK ENERGY INC COM 25278X109 2384 22107 SH OTR 1 0 22107 0 DICKS SPORTING GOODS INC NOTE 3.250% 4/1 253393AD4 379 107000 PRN SOLE 107000 0 0 DIGITAL RLTY TR INC COM 253868103 949 5368 SH SOLE 5368 0 0 DIGITAL RLTY TR INC COM 253868103 6516 36839 SH OTR 1 0 36839 0 DISCOVER FINL SVCS COM 254709108 4396 38045 SH OTR 1 0 38045 0 DISCOVER FINL SVCS COM 254709108 651 5635 SH SOLE 5635 0 0 DISCOVERY INC COM SER A 25470F104 517 21966 SH OTR 1 0 21966 0 DISCOVERY INC COM SER A 25470F104 67 2826 SH SOLE 2826 0 0 DISCOVERY INC COM SER C 25470F302 903 39429 SH OTR 1 0 39429 0 DISCOVERY INC COM SER C 25470F302 157 6859 SH SOLE 6859 0 0 DISH NETWORK CORPORATION CL A 25470M109 135 4169 SH SOLE 4169 0 0 DISH NETWORK CORPORATION CL A 25470M109 1052 32416 SH OTR 1 0 32416 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 2911 2882000 PRN SOLE 2882000 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 39709 39316000 PRN OTR 1 0 39316000 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 63850 66424000 PRN OTR 1 0 66424000 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 168 175000 PRN OTR 5 0 175000 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 24363 25345000 PRN SOLE 25345000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 11905 12577000 PRN DFND 1 0 12577000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 15787 16634000 PRN SOLE 16634000 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 192 203000 PRN OTR 4 0 203000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 142 150000 PRN OTR 5 0 150000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 32263 33995000 PRN OTR 1 0 33995000 0 DISNEY WALT CO COM 254687106 36537 235887 SH OTR 1 0 235887 0 DISNEY WALT CO COM 254687106 5532 35718 SH SOLE 35718 0 0 DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 128 60000 PRN SOLE 60000 0 0 DOLLAR GEN CORP NEW COM 256677105 1094 4637 SH SOLE 4637 0 0 DOLLAR GEN CORP NEW COM 256677105 7143 30287 SH OTR 1 0 30287 0 DOLLAR TREE INC COM 256746108 629 4479 SH SOLE 4479 0 0 DOLLAR TREE INC COM 256746108 4103 29197 SH OTR 1 0 29197 0 DOMINION ENERGY INC COM 25746U109 1234 15708 SH SOLE 15708 0 0 DOMINION ENERGY INC COM 25746U109 8260 105137 SH OTR 1 0 105137 0 DOMINOS PIZZA INC COM 25754A201 2665 4723 SH OTR 1 0 4723 0 DOMINOS PIZZA INC COM 25754A201 401 711 SH SOLE 711 0 0 DOVER CORP COM 260003108 492 2707 SH SOLE 2707 0 0 DOVER CORP COM 260003108 3394 18692 SH OTR 1 0 18692 0 DOW INC COM 260557103 840 14811 SH SOLE 14811 0 0 DOW INC COM 260557103 5446 96012 SH OTR 1 0 96012 0 DTE ENERGY CO COM 233331107 435 3638 SH SOLE 3638 0 0 DTE ENERGY CO COM 233331107 3006 25148 SH OTR 1 0 25148 0 DUKE ENERGY CORP NEW COM NEW 26441C204 1545 14725 SH SOLE 14725 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 10475 99855 SH OTR 1 0 99855 0 DUKE REALTY CORP COM NEW 264411505 3245 49440 SH OTR 1 0 49440 0 DUKE REALTY CORP COM NEW 264411505 486 7399 SH SOLE 7399 0 0 DUPONT DE NEMOURS INC COM 26614N102 5433 67256 SH OTR 1 0 67256 0 DUPONT DE NEMOURS INC COM 26614N102 873 10805 SH SOLE 10805 0 0 DWS MUN INCOME TR COM 233368109 1092 92389 SH SOLE 92389 0 0 DWS MUN INCOME TR COM 233368109 1548 131002 SH OTR 1 0 131002 0 DXC TECHNOLOGY CO COM 23355L106 1054 32744 SH OTR 1 0 32744 0 DXC TECHNOLOGY CO COM 23355L106 136 4229 SH SOLE 4229 0 0 EASTMAN CHEM CO COM 277432100 346 2860 SH SOLE 2860 0 0 EASTMAN CHEM CO COM 277432100 2110 17452 SH OTR 1 0 17452 0 EATON VANCE MUN BD FD COM 27827X101 818 60261 SH SOLE 60261 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 5850 481489 SH SOLE 481489 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 161 13241 SH OTR 1 0 13241 0 EBAY INC. COM 278642103 857 12884 SH SOLE 12884 0 0 EBAY INC. COM 278642103 5404 81264 SH OTR 1 0 81264 0 ECOLAB INC COM 278865100 1124 4790 SH SOLE 4790 0 0 ECOLAB INC COM 278865100 7592 32364 SH OTR 1 0 32364 0 EDISON INTL COM 281020107 502 7350 SH SOLE 7350 0 0 EDISON INTL COM 281020107 3366 49317 SH OTR 1 0 49317 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1553 11990 SH SOLE 11990 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 10500 81047 SH OTR 1 0 81047 0 ELECTRONIC ARTS INC COM 285512109 732 5549 SH SOLE 5549 0 0 ELECTRONIC ARTS INC COM 285512109 4842 36712 SH OTR 1 0 36712 0 EMERSON ELEC CO COM 291011104 1101 11845 SH SOLE 11845 0 0 EMERSON ELEC CO COM 291011104 7215 77602 SH OTR 1 0 77602 0 ENPHASE ENERGY INC COM 29355A107 469 2561 SH SOLE 2561 0 0 ENPHASE ENERGY INC COM 29355A107 3204 17514 SH OTR 1 0 17514 0 ENTERGY CORP NEW COM 29364G103 2939 26090 SH OTR 1 0 26090 0 ENTERGY CORP NEW COM 29364G103 446 3958 SH SOLE 3958 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 9491 7555000 PRN DFND 1 0 7555000 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 3388 2686000 PRN SOLE 2686000 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 156 124000 PRN OTR 4 0 124000 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 53941 42768000 PRN OTR 1 0 42768000 0 ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 294 132000 PRN SOLE 132000 0 0 EOG RES INC COM 26875P101 1015 11430 SH SOLE 11430 0 0 EOG RES INC COM 26875P101 6747 75952 SH OTR 1 0 75952 0 EPAM SYS INC COM 29414B104 4918 7358 SH OTR 1 0 7358 0 EPAM SYS INC COM 29414B104 735 1100 SH SOLE 1100 0 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 4892 2927000 PRN SOLE 2927000 0 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 163 98000 PRN OTR 4 0 98000 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 10019 6012000 PRN DFND 1 0 6012000 0 EQT CORP NOTE 1.750% 5/0 26884LAK5 76279 45635000 PRN OTR 1 0 45635000 0 EQUIFAX INC COM 294429105 717 2450 SH SOLE 2450 0 0 EQUIFAX INC COM 294429105 4637 15838 SH OTR 1 0 15838 0 EQUINIX INC COM 29444U700 9887 11689 SH OTR 1 0 11689 0 EQUINIX INC COM 29444U700 1491 1763 SH SOLE 1763 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 599 6623 SH SOLE 6623 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 4009 44301 SH OTR 1 0 44301 0 ESSEX PPTY TR INC COM 297178105 2976 8449 SH OTR 1 0 8449 0 ESSEX PPTY TR INC COM 297178105 456 1294 SH SOLE 1294 0 0 ETSY INC COM 29786A106 3603 16458 SH OTR 1 0 16458 0 ETSY INC COM 29786A106 552 2522 SH SOLE 2522 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 12416 4873000 PRN DFND 1 0 4873000 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 74 29000 PRN SOLE 29000 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 214 84000 PRN OTR 4 0 84000 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 1849 1696000 PRN SOLE 1696000 0 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 25708 23585000 PRN OTR 1 0 23585000 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 45 46000 PRN OTR 4 0 46000 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 1438 1474000 PRN SOLE 1474000 0 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 25326 25959000 PRN OTR 1 0 25959000 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 2948 3037000 PRN DFND 1 0 3037000 0 EVERGY INC COM 30034W106 2042 29767 SH OTR 1 0 29767 0 EVERGY INC COM 30034W106 311 4534 SH SOLE 4534 0 0 EVERSOURCE ENERGY COM 30040W108 598 6577 SH SOLE 6577 0 0 EVERSOURCE ENERGY COM 30040W108 4060 44630 SH OTR 1 0 44630 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 165 150000 PRN SOLE 150000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 6165 6385000 PRN DFND 1 0 6385000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 3024 3116000 PRN SOLE 3116000 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 43260 44570000 PRN OTR 1 0 44570000 0 EXACT SCIENCES CORP NOTE 0.375% 3/0 30063PAC9 97 100000 PRN OTR 4 0 100000 0 EXELON CORP COM 30161N101 7335 126999 SH OTR 1 0 126999 0 EXELON CORP COM 30161N101 1097 18988 SH SOLE 18988 0 0 EXPEDIA GROUP INC COM NEW 30212P303 3425 18953 SH OTR 1 0 18953 0 EXPEDIA GROUP INC COM NEW 30212P303 534 2954 SH SOLE 2954 0 0 EXPEDITORS INTL WASH INC COM 302130109 477 3554 SH SOLE 3554 0 0 EXPEDITORS INTL WASH INC COM 302130109 2953 21990 SH OTR 1 0 21990 0 EXTRA SPACE STORAGE INC COM 30225T102 623 2749 SH SOLE 2749 0 0 EXTRA SPACE STORAGE INC COM 30225T102 3941 17381 SH OTR 1 0 17381 0 EXXON MOBIL CORP COM 30231G102 5198 84941 SH SOLE 84941 0 0 EXXON MOBIL CORP COM 30231G102 33628 549573 SH OTR 1 0 549573 0 F5 INC COM 315616102 1916 7829 SH OTR 1 0 7829 0 F5 INC COM 315616102 311 1269 SH SOLE 1269 0 0 FACTSET RESH SYS INC COM 303075105 2375 4887 SH OTR 1 0 4887 0 FACTSET RESH SYS INC COM 303075105 356 733 SH SOLE 733 0 0 FASTENAL CO COM 311900104 722 11264 SH SOLE 11264 0 0 FASTENAL CO COM 311900104 4783 74664 SH OTR 1 0 74664 0 FEDEX CORP COM 31428X106 1287 4977 SH SOLE 4977 0 0 FEDEX CORP COM 31428X106 8206 31726 SH OTR 1 0 31726 0 FIDELITY NATL INFORMATION SV COM 31620M106 1320 12098 SH SOLE 12098 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 8628 79048 SH OTR 1 0 79048 0 FIFTH THIRD BANCORP COM 316773100 3866 88761 SH OTR 1 0 88761 0 FIFTH THIRD BANCORP COM 316773100 573 13167 SH SOLE 13167 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 725 3511 SH SOLE 3511 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 4805 23270 SH OTR 1 0 23270 0 FIRSTENERGY CORP COM 337932107 2939 70673 SH OTR 1 0 70673 0 FIRSTENERGY CORP COM 337932107 441 10600 SH SOLE 10600 0 0 FISERV INC COM 337738108 8006 77137 SH OTR 1 0 77137 0 FISERV INC COM 337738108 1215 11702 SH SOLE 11702 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 640 520000 PRN SOLE 520000 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 11824 9608000 PRN OTR 1 0 9608000 0 FLEETCOR TECHNOLOGIES INC COM 339041105 374 1670 SH SOLE 1670 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 2359 10541 SH OTR 1 0 10541 0 FMC CORP COM NEW 302491303 1808 16454 SH OTR 1 0 16454 0 FMC CORP COM NEW 302491303 278 2533 SH SOLE 2533 0 0 FORD MTR CO DEL COM 345370860 10584 509568 SH OTR 1 0 509568 0 FORD MTR CO DEL COM 345370860 1670 80411 SH SOLE 80411 0 0 FORTINET INC COM 34959E109 6331 17616 SH OTR 1 0 17616 0 FORTINET INC COM 34959E109 945 2629 SH SOLE 2629 0 0 FORTIVE CORP COM 34959J108 521 6824 SH SOLE 6824 0 0 FORTIVE CORP COM 34959J108 3551 46548 SH OTR 1 0 46548 0 FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 573 570000 PRN SOLE 570000 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 1884 17620 SH OTR 1 0 17620 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 287 2686 SH SOLE 2686 0 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 39998 44134853 PRN OTR 1 0 44134853 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 21831 24088754 PRN SOLE 24088754 0 0 FORUM ENERGY TECHNOLOGIES IN NOTE 9.000% 8/0 34984VAC4 114 125914 PRN OTR 5 0 125914 0 FOX CORP CL A COM 35137L105 1534 41585 SH OTR 1 0 41585 0 FOX CORP CL A COM 35137L105 280 7587 SH SOLE 7587 0 0 FOX CORP CL B COM 35137L204 654 19089 SH OTR 1 0 19089 0 FOX CORP CL B COM 35137L204 85 2487 SH SOLE 2487 0 0 FRANKLIN RESOURCES INC COM 354613101 1222 36478 SH OTR 1 0 36478 0 FRANKLIN RESOURCES INC COM 354613101 158 4721 SH SOLE 4721 0 0 FREEPORT-MCMORAN INC CL B 35671D857 7955 190628 SH OTR 1 0 190628 0 FREEPORT-MCMORAN INC CL B 35671D857 1217 29173 SH SOLE 29173 0 0 FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 132 85000 PRN SOLE 85000 0 0 GALLAGHER ARTHUR J & CO COM 363576109 4565 26907 SH OTR 1 0 26907 0 GALLAGHER ARTHUR J & CO COM 363576109 676 3983 SH SOLE 3983 0 0 GAP INC COM 364760108 63 3546 SH SOLE 3546 0 0 GAP INC COM 364760108 491 27829 SH OTR 1 0 27829 0 GARTNER INC COM 366651107 529 1582 SH SOLE 1582 0 0 GARTNER INC COM 366651107 3569 10676 SH OTR 1 0 10676 0 GENERAC HLDGS INC COM 368736104 441 1254 SH SOLE 1254 0 0 GENERAC HLDGS INC COM 368736104 2882 8189 SH OTR 1 0 8189 0 GENERAL DYNAMICS CORP COM 369550108 6272 30085 SH OTR 1 0 30085 0 GENERAL DYNAMICS CORP COM 369550108 937 4495 SH SOLE 4495 0 0 GENERAL ELECTRIC CO COM NEW 369604301 2063 21833 SH SOLE 21833 0 0 GENERAL ELECTRIC CO COM NEW 369604301 13467 142553 SH OTR 1 0 142553 0 GENERAL MLS INC COM 370334104 799 11856 SH SOLE 11856 0 0 GENERAL MLS INC COM 370334104 5298 78627 SH OTR 1 0 78627 0 GENERAL MTRS CO COM 37045V100 1624 27694 SH SOLE 27694 0 0 GENERAL MTRS CO COM 37045V100 11050 188470 SH OTR 1 0 188470 0 GENUINE PARTS CO COM 372460105 2592 18488 SH OTR 1 0 18488 0 GENUINE PARTS CO COM 372460105 335 2393 SH SOLE 2393 0 0 GILEAD SCIENCES INC COM 375558103 1874 25809 SH SOLE 25809 0 0 GILEAD SCIENCES INC COM 375558103 11824 162836 SH OTR 1 0 162836 0 GLOBAL PMTS INC COM 37940X102 5092 37666 SH OTR 1 0 37666 0 GLOBAL PMTS INC COM 37940X102 754 5581 SH SOLE 5581 0 0 GLOBAL X FDS NASDAQ 100 COVER 37954Y483 453 20422 SH SOLE 20422 0 0 GLOBE LIFE INC COM 37959E102 147 1565 SH SOLE 1565 0 0 GLOBE LIFE INC COM 37959E102 1130 12060 SH OTR 1 0 12060 0 GOLAR LNG LTD NOTE 2.750% 2/1 38046YAB7 500 498000 PRN SOLE 498000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 16857 44066 SH OTR 1 0 44066 0 GOLDMAN SACHS GROUP INC COM 38141G104 2500 6536 SH SOLE 6536 0 0 GRAINGER W W INC COM 384802104 2911 5617 SH OTR 1 0 5617 0 GRAINGER W W INC COM 384802104 480 927 SH SOLE 927 0 0 GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 707 690000 PRN SOLE 690000 0 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 852 838000 PRN SOLE 838000 0 0 GUARDANT HEALTH INC NOTE 11/1 40131MAB5 14761 14520000 PRN OTR 1 0 14520000 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 140 120000 PRN SOLE 120000 0 0 GULFPORT ENERGY CORP COMMON SHARES 402635502 45664 633958 SH SOLE 633958 0 0 GULFPORT ENERGY CORP COMMON SHARES 402635502 318 4417 SH OTR 5 0 4417 0 GULFPORT ENERGY CORP COMMON SHARES 402635502 110630 1535884 SH OTR 1 0 1535884 0 HALLIBURTON CO COM 406216101 455 19881 SH SOLE 19881 0 0 HALLIBURTON CO COM 406216101 2657 116198 SH OTR 1 0 116198 0 HARTFORD FINL SVCS GROUP INC COM 416515104 3050 44183 SH OTR 1 0 44183 0 HARTFORD FINL SVCS GROUP INC COM 416515104 478 6927 SH SOLE 6927 0 0 HASBRO INC COM 418056107 1713 16833 SH OTR 1 0 16833 0 HASBRO INC COM 418056107 260 2558 SH SOLE 2558 0 0 HCA HEALTHCARE INC COM 40412C101 7987 31089 SH OTR 1 0 31089 0 HCA HEALTHCARE INC COM 40412C101 1229 4784 SH SOLE 4784 0 0 HEALTHPEAK PROPERTIES INC COM 42250P103 2526 69978 SH OTR 1 0 69978 0 HEALTHPEAK PROPERTIES INC COM 42250P103 390 10814 SH SOLE 10814 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 7625 7722000 PRN DFND 1 0 7722000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 2455 2461000 PRN SOLE 2461000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 131 133000 PRN OTR 4 0 133000 0 HELIX ENERGY SOLUTIONS GRP I NOTE 6.750% 2/1 42330PAK3 35824 35914000 PRN OTR 1 0 35914000 0 HENRY JACK & ASSOC INC COM 426281101 1605 9612 SH OTR 1 0 9612 0 HENRY JACK & ASSOC INC COM 426281101 240 1440 SH SOLE 1440 0 0 HENRY SCHEIN INC COM 806407102 1396 18002 SH OTR 1 0 18002 0 HENRY SCHEIN INC COM 806407102 181 2331 SH SOLE 2331 0 0 HERSHEY CO COM 427866108 568 2936 SH SOLE 2936 0 0 HERSHEY CO COM 427866108 3651 18873 SH OTR 1 0 18873 0 HESS CORP COM 42809H107 407 5503 SH SOLE 5503 0 0 HESS CORP COM 42809H107 2649 35784 SH OTR 1 0 35784 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 427 27061 SH SOLE 27061 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 2678 169802 SH OTR 1 0 169802 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 855 5483 SH SOLE 5483 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 5644 36182 SH OTR 1 0 36182 0 HOLOGIC INC COM 436440101 398 5205 SH SOLE 5205 0 0 HOLOGIC INC COM 436440101 2519 32906 SH OTR 1 0 32906 0 HOME DEPOT INC COM 437076102 56856 136999 SH OTR 1 0 136999 0 HOME DEPOT INC COM 437076102 8552 20606 SH SOLE 20606 0 0 HONEYWELL INTL INC COM 438516106 18634 89366 SH OTR 1 0 89366 0 HONEYWELL INTL INC COM 438516106 2836 13600 SH SOLE 13600 0 0 HORMEL FOODS CORP COM 440452100 284 5816 SH SOLE 5816 0 0 HORMEL FOODS CORP COM 440452100 1788 36624 SH OTR 1 0 36624 0 HOST HOTELS & RESORTS INC COM 44107P104 1612 92691 SH OTR 1 0 92691 0 HOST HOTELS & RESORTS INC COM 44107P104 254 14584 SH SOLE 14584 0 0 HOWMET AEROSPACE INC COM 443201108 1589 49913 SH OTR 1 0 49913 0 HOWMET AEROSPACE INC COM 443201108 263 8266 SH SOLE 8266 0 0 HP INC COM 40434L105 934 24790 SH SOLE 24790 0 0 HP INC COM 40434L105 5636 149613 SH OTR 1 0 149613 0 HUBSPOT INC NOTE 0.375% 6/0 443573AD2 374 157000 PRN SOLE 157000 0 0 HUMANA INC COM 444859102 7740 16685 SH OTR 1 0 16685 0 HUMANA INC COM 444859102 1200 2588 SH SOLE 2588 0 0 HUNT J B TRANS SVCS INC COM 445658107 327 1601 SH SOLE 1601 0 0 HUNT J B TRANS SVCS INC COM 445658107 2229 10906 SH OTR 1 0 10906 0 HUNTINGTON BANCSHARES INC COM 446150104 430 27854 SH SOLE 27854 0 0 HUNTINGTON BANCSHARES INC COM 446150104 2895 187770 SH OTR 1 0 187770 0 HUNTINGTON INGALLS INDS INC COM 446413106 971 5200 SH OTR 1 0 5200 0 HUNTINGTON INGALLS INDS INC COM 446413106 215 1149 SH SOLE 1149 0 0 IDEX CORP COM 45167R104 371 1569 SH SOLE 1569 0 0 IDEX CORP COM 45167R104 2332 9870 SH OTR 1 0 9870 0 IDEXX LABS INC COM 45168D104 1069 1624 SH SOLE 1624 0 0 IDEXX LABS INC COM 45168D104 7248 11008 SH OTR 1 0 11008 0 II-VI INC NOTE 0.250% 9/0 902104AB4 156 105000 PRN SOLE 105000 0 0 ILLINOIS TOOL WKS INC COM 452308109 1407 5700 SH SOLE 5700 0 0 ILLINOIS TOOL WKS INC COM 452308109 9151 37079 SH OTR 1 0 37079 0 ILLUMINA INC COM 452327109 7719 20290 SH OTR 1 0 20290 0 ILLUMINA INC COM 452327109 1151 3026 SH SOLE 3026 0 0 ILLUMINA INC NOTE 8/1 452327AK5 42872 37422000 PRN OTR 1 0 37422000 0 ILLUMINA INC NOTE 8/1 452327AK5 2644 2308000 PRN SOLE 2308000 0 0 INCYTE CORP COM 45337C102 267 3633 SH SOLE 3633 0 0 INCYTE CORP COM 45337C102 1789 24374 SH OTR 1 0 24374 0 INDEXIQ ACTIVE ETF TR IQ MACKAY CA MUN 45409F777 25005 1000000 SH OTR 3 0 1000000 0 INDEXIQ ACTIVE ETF TR IQ MACKAY CA MUN 45409F777 24505 980000 SH SOLE 980000 0 0 INDEXIQ ACTIVE ETF TR IQ MACKAY ESG CR 45409F785 0 0 SH SOLE 0 0 0 INDEXIQ ACTIVE ETF TR IQ MACKAY ESG CR 45409F785 24817 997689 SH OTR 3 0 997689 0 INDEXIQ ETF TR HEALTHY HEARTS 45409B321 5825 199044 SH OTR 3 0 199044 0 INDEXIQ ETF TR HEALTHY HEARTS 45409B321 0 0 SH SOLE 0 0 0 INDEXIQ ETF TR IQ CLEAN OCEANS 45409B289 0 0 SH SOLE 0 0 0 INDEXIQ ETF TR IQ CLEAN OCEANS 45409B289 4940 190000 SH OTR 3 0 190000 0 INDEXIQ ETF TR IQ CLEANER TRANS 45409B297 4887 190000 SH OTR 3 0 190000 0 INDEXIQ ETF TR IQ CLEANER TRANS 45409B297 0 0 SH SOLE 0 0 0 INDEXIQ ETF TR IQ ENGENDER EQUA 45409B313 0 0 SH SOLE 0 0 0 INDEXIQ ETF TR IQ ENGENDER EQUA 45409B313 5015 200000 SH OTR 3 0 200000 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 155 130000 PRN SOLE 130000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 769 523000 PRN SOLE 523000 0 0 INFINERA CORP NOTE 2.500% 3/0 45667GAE3 16964 11540000 PRN OTR 1 0 11540000 0 INGERSOLL RAND INC COM 45687V106 456 7366 SH SOLE 7366 0 0 INGERSOLL RAND INC COM 45687V106 3274 52910 SH OTR 1 0 52910 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 136 85000 PRN SOLE 85000 0 0 INSMED INC NOTE 1.750% 1/1 457669AA7 98 95000 PRN SOLE 95000 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 503 379000 PRN SOLE 379000 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 8537 7882000 PRN DFND 1 0 7882000 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 1354 1244000 PRN SOLE 1244000 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 145 134000 PRN OTR 4 0 134000 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 19043 17501000 PRN OTR 1 0 17501000 0 INTEL CORP COM 458140100 4112 79851 SH SOLE 79851 0 0 INTEL CORP COM 458140100 27189 527950 SH OTR 1 0 527950 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 10003 73138 SH OTR 1 0 73138 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 1472 10766 SH SOLE 10766 0 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 8114 7360000 PRN OTR 1 0 7360000 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 491 445000 PRN SOLE 445000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 2328 17418 SH SOLE 17418 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 15560 116417 SH OTR 1 0 116417 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 4978 33041 SH OTR 1 0 33041 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 768 5095 SH SOLE 5095 0 0 INTERNATIONAL PAPER CO COM 460146103 376 8002 SH SOLE 8002 0 0 INTERNATIONAL PAPER CO COM 460146103 2362 50272 SH OTR 1 0 50272 0 INTERPUBLIC GROUP COS INC COM 460690100 1914 51115 SH OTR 1 0 51115 0 INTERPUBLIC GROUP COS INC COM 460690100 367 9795 SH SOLE 9795 0 0 INTUIT COM 461202103 3511 5458 SH SOLE 5458 0 0 INTUIT COM 461202103 23644 36759 SH OTR 1 0 36759 0 INTUITIVE SURGICAL INC COM NEW 46120E602 2478 6898 SH SOLE 6898 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 16650 46339 SH OTR 1 0 46339 0 INVESCO PA VALUE MUN INC TR COM 46132K109 958 68544 SH OTR 1 0 68544 0 INVESCO PA VALUE MUN INC TR COM 46132K109 4266 305376 SH SOLE 305376 0 0 INVESCO QUALITY MUN INCOME T COM 46133G107 2619 192750 SH SOLE 192750 0 0 INVITAE CORP NOTE 2.000% 9/0 46185LAB9 114 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 103 598 SH SOLE 598 0 0 IPG PHOTONICS CORP COM 44980X109 798 4636 SH OTR 1 0 4636 0 IQVIA HLDGS INC COM 46266C105 1037 3675 SH SOLE 3675 0 0 IQVIA HLDGS INC COM 46266C105 6997 24799 SH OTR 1 0 24799 0 IRON MTN INC NEW COM 46284V101 1967 37587 SH OTR 1 0 37587 0 IRON MTN INC NEW COM 46284V101 326 6239 SH SOLE 6239 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 114 110000 PRN SOLE 110000 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 134 120000 PRN SOLE 120000 0 0 ISHARES GOLD TR ISHARES NEW 464285204 32356 929500 SH OTR 1 0 929500 0 ISHARES GOLD TR ISHARES NEW 464285204 0 0 SH SOLE 0 0 0 ISHARES TR IBOXX HI YD ETF 464288513 5308 61003 SH OTR 1 0 61003 0 ISHARES TR IBOXX HI YD ETF 464288513 370 4253 SH SOLE 4253 0 0 ISHARES TR IBOXX INV CP ETF 464287242 437 3300 SH SOLE 3300 0 0 ISHARES TR MBS ETF 464288588 294 2737 SH SOLE 2737 0 0 ISHARES TR MSCI ACWI ETF 464288257 499 4713 SH SOLE 4713 0 0 JACOBS ENGR GROUP INC COM 469814107 2355 16917 SH OTR 1 0 16917 0 JACOBS ENGR GROUP INC COM 469814107 373 2679 SH SOLE 2679 0 0 JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 337 297000 PRN SOLE 297000 0 0 JD.COM INC SPON ADR CL A 47215P106 259 3699 SH SOLE 3699 0 0 JOHNSON & JOHNSON COM 478160104 8765 51234 SH SOLE 51234 0 0 JOHNSON & JOHNSON COM 478160104 58462 341746 SH OTR 1 0 341746 0 JPMORGAN CHASE & CO COM 46625H100 60748 383633 SH OTR 1 0 383633 0 JPMORGAN CHASE & CO COM 46625H100 9162 57861 SH SOLE 57861 0 0 JUNIPER NETWORKS INC COM 48203R104 1507 42213 SH OTR 1 0 42213 0 JUNIPER NETWORKS INC COM 48203R104 195 5452 SH SOLE 5452 0 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 76 93000 PRN SOLE 93000 0 0 KELLOGG CO COM 487836108 335 5198 SH SOLE 5198 0 0 KELLOGG CO COM 487836108 2139 33211 SH OTR 1 0 33211 0 KEYCORP COM 493267108 436 18842 SH SOLE 18842 0 0 KEYCORP COM 493267108 2796 120864 SH OTR 1 0 120864 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 4938 23911 SH OTR 1 0 23911 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 763 3695 SH SOLE 3695 0 0 KIMBERLY-CLARK CORP COM 494368103 951 6657 SH SOLE 6657 0 0 KIMBERLY-CLARK CORP COM 494368103 6247 43711 SH OTR 1 0 43711 0 KIMCO RLTY CORP COM 49446R109 255 10357 SH SOLE 10357 0 0 KIMCO RLTY CORP COM 49446R109 1973 80021 SH OTR 1 0 80021 0 KINDER MORGAN INC DEL COM 49456B101 602 37963 SH SOLE 37963 0 0 KINDER MORGAN INC DEL COM 49456B101 4015 253134 SH OTR 1 0 253134 0 KKR & CO INC 6% MCONV PFD C 48251W401 41883 449050 SH OTR 1 0 449050 0 KKR & CO INC 6% MCONV PFD C 48251W401 14004 150338 SH DFND 1 0 150338 0 KKR & CO INC 6% MCONV PFD C 48251W401 232 2494 SH OTR 4 0 2494 0 KKR & CO INC 6% MCONV PFD C 48251W401 2621 28100 SH SOLE 28100 0 0 KLA CORP COM NEW 482480100 1309 3044 SH SOLE 3044 0 0 KLA CORP COM NEW 482480100 8466 19683 SH OTR 1 0 19683 0 KRAFT HEINZ CO COM 500754106 3309 92160 SH OTR 1 0 92160 0 KRAFT HEINZ CO COM 500754106 498 13867 SH SOLE 13867 0 0 KROGER CO COM 501044101 660 14593 SH SOLE 14593 0 0 KROGER CO COM 501044101 3976 87846 SH OTR 1 0 87846 0 L3HARRIS TECHNOLOGIES INC COM 502431109 5432 25472 SH OTR 1 0 25472 0 L3HARRIS TECHNOLOGIES INC COM 502431109 833 3906 SH SOLE 3906 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3903 12423 SH OTR 1 0 12423 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 601 1912 SH SOLE 1912 0 0 LAM RESEARCH CORP COM 512807108 13145 18278 SH OTR 1 0 18278 0 LAM RESEARCH CORP COM 512807108 2024 2815 SH SOLE 2815 0 0 LAMB WESTON HLDGS INC COM 513272104 1202 18962 SH OTR 1 0 18962 0 LAMB WESTON HLDGS INC COM 513272104 155 2443 SH SOLE 2443 0 0 LAS VEGAS SANDS CORP COM 517834107 1680 44629 SH OTR 1 0 44629 0 LAS VEGAS SANDS CORP COM 517834107 261 6946 SH SOLE 6946 0 0 LAUDER ESTEE COS INC CL A 518439104 1645 4443 SH SOLE 4443 0 0 LAUDER ESTEE COS INC CL A 518439104 11135 30078 SH OTR 1 0 30078 0 LCI INDS NOTE 1.125% 5/1 501812AB7 221 200000 PRN SOLE 200000 0 0 LEIDOS HOLDINGS INC COM 525327102 254 2852 SH SOLE 2852 0 0 LEIDOS HOLDINGS INC COM 525327102 1620 18218 SH OTR 1 0 18218 0 LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 1872 1894000 PRN DFND 1 0 1894000 0 LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 658 663000 PRN SOLE 663000 0 0 LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 11266 11344000 PRN OTR 1 0 11344000 0 LENDINGTREE INC NOTE 0.625% 6/0 52603BAA5 32 32000 PRN OTR 4 0 32000 0 LENNAR CORP CL A 526057104 4099 35290 SH OTR 1 0 35290 0 LENNAR CORP CL A 526057104 647 5569 SH SOLE 5569 0 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 1467 849000 PRN SOLE 849000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 33520 19395000 PRN OTR 1 0 19395000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 1759 1165000 PRN SOLE 1165000 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 35178 23300000 PRN OTR 1 0 23300000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 116 77000 PRN OTR 4 0 77000 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 7247 4816000 PRN DFND 1 0 4816000 0 LILLY ELI & CO COM 532457108 4320 15640 SH SOLE 15640 0 0 LILLY ELI & CO COM 532457108 28469 103068 SH OTR 1 0 103068 0 LINCOLN NATL CORP IND COM 534187109 195 2854 SH SOLE 2854 0 0 LINCOLN NATL CORP IND COM 534187109 1505 22051 SH OTR 1 0 22051 0 LIVE NATION ENTERTAINMENT IN COM 538034109 2099 17536 SH OTR 1 0 17536 0 LIVE NATION ENTERTAINMENT IN COM 538034109 344 2870 SH SOLE 2870 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 2246 1241000 PRN SOLE 1241000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 29932 16537000 PRN OTR 1 0 16537000 0 LIVEPERSON INC NOTE 12/1 538146AD3 170 200000 PRN SOLE 200000 0 0 LKQ CORP COM 501889208 2090 34812 SH OTR 1 0 34812 0 LKQ CORP COM 501889208 270 4495 SH SOLE 4495 0 0 LOCKHEED MARTIN CORP COM 539830109 11324 31863 SH OTR 1 0 31863 0 LOCKHEED MARTIN CORP COM 539830109 1697 4774 SH SOLE 4774 0 0 LOEWS CORP COM 540424108 1503 26016 SH OTR 1 0 26016 0 LOEWS CORP COM 540424108 194 3365 SH SOLE 3365 0 0 LOWES COS INC COM 548661107 23234 89887 SH OTR 1 0 89887 0 LOWES COS INC COM 548661107 3552 13741 SH SOLE 13741 0 0 LUMEN TECHNOLOGIES INC COM 550241103 236 18783 SH SOLE 18783 0 0 LUMEN TECHNOLOGIES INC COM 550241103 1501 119623 SH OTR 1 0 119623 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 14242 8018000 PRN DFND 1 0 8018000 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 238 134000 PRN OTR 4 0 134000 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 64966 52025000 PRN OTR 1 0 52025000 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 4489 3595000 PRN SOLE 3595000 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 175 131000 PRN SOLE 131000 0 0 M & T BK CORP COM 55261F104 2566 16705 SH OTR 1 0 16705 0 M & T BK CORP COM 55261F104 392 2552 SH SOLE 2552 0 0 MANDIANT INC NOTE 0.875% 6/0 31816QAF8 209 200000 PRN SOLE 200000 0 0 MARATHON OIL CORP COM 565849106 215 13073 SH SOLE 13073 0 0 MARATHON OIL CORP COM 565849106 1659 101065 SH OTR 1 0 101065 0 MARATHON PETE CORP COM 56585A102 5114 79911 SH OTR 1 0 79911 0 MARATHON PETE CORP COM 56585A102 783 12243 SH SOLE 12243 0 0 MARKETAXESS HLDGS INC COM 57060D108 302 735 SH SOLE 735 0 0 MARKETAXESS HLDGS INC COM 57060D108 2030 4936 SH OTR 1 0 4936 0 MARRIOTT INTL INC NEW CL A 571903202 892 5396 SH SOLE 5396 0 0 MARRIOTT INTL INC NEW CL A 571903202 5868 35513 SH OTR 1 0 35513 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 67 55000 PRN OTR 4 0 55000 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1.500% 9/1 57164YAB3 3913 3219000 PRN DFND 1 0 3219000 0 MARSH & MCLENNAN COS INC COM 571748102 11393 65542 SH OTR 1 0 65542 0 MARSH & MCLENNAN COS INC COM 571748102 1683 9683 SH SOLE 9683 0 0 MARTIN MARIETTA MATLS INC COM 573284106 548 1243 SH SOLE 1243 0 0 MARTIN MARIETTA MATLS INC COM 573284106 3567 8098 SH OTR 1 0 8098 0 MASCO CORP COM 574599106 2225 31685 SH OTR 1 0 31685 0 MASCO CORP COM 574599106 288 4097 SH SOLE 4097 0 0 MASTERCARD INCORPORATED CL A 57636Q104 40464 112612 SH OTR 1 0 112612 0 MASTERCARD INCORPORATED CL A 57636Q104 6111 17008 SH SOLE 17008 0 0 MATCH GROUP INC NEW COM 57667L107 4860 36748 SH OTR 1 0 36748 0 MATCH GROUP INC NEW COM 57667L107 700 5296 SH SOLE 5296 0 0 MCCORMICK & CO INC COM NON VTG 579780206 480 4968 SH SOLE 4968 0 0 MCCORMICK & CO INC COM NON VTG 579780206 3127 32369 SH OTR 1 0 32369 0 MCDONALDS CORP COM 580135101 4060 15146 SH SOLE 15146 0 0 MCDONALDS CORP COM 580135101 26003 97002 SH OTR 1 0 97002 0 MCKESSON CORP COM 58155Q103 4927 19820 SH OTR 1 0 19820 0 MCKESSON CORP COM 58155Q103 761 3062 SH SOLE 3062 0 0 MERCADOLIBRE INC COM 58733R102 220 163 SH SOLE 163 0 0 MERCK & CO INC COM 58933Y105 25130 327901 SH OTR 1 0 327901 0 MERCK & CO INC COM 58933Y105 3856 50317 SH SOLE 50317 0 0 META PLATFORMS INC CL A 30303M102 15630 46469 SH SOLE 46469 0 0 META PLATFORMS INC CL A 30303M102 103250 306972 SH OTR 1 0 306972 0 METLIFE INC COM 59156R108 895 14326 SH SOLE 14326 0 0 METLIFE INC COM 59156R108 5800 92815 SH OTR 1 0 92815 0 METTLER TOLEDO INTERNATIONAL COM 592688105 5064 2984 SH OTR 1 0 2984 0 METTLER TOLEDO INTERNATIONAL COM 592688105 776 457 SH SOLE 457 0 0 MFS MUN INCOME TR SH BEN INT 552738106 2332 333155 SH SOLE 333155 0 0 MGM RESORTS INTERNATIONAL COM 552953101 397 8848 SH SOLE 8848 0 0 MGM RESORTS INTERNATIONAL COM 552953101 2268 50528 SH OTR 1 0 50528 0 MICROCHIP TECHNOLOGY INC. COM 595017104 6271 72030 SH OTR 1 0 72030 0 MICROCHIP TECHNOLOGY INC. COM 595017104 934 10723 SH SOLE 10723 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 10612 8575000 PRN DFND 1 0 8575000 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 4273 3439000 PRN SOLE 3439000 0 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 178 144000 PRN OTR 4 0 144000 0 MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 595017AU8 84966 68383000 PRN OTR 1 0 68383000 0 MICRON TECHNOLOGY INC COM 595112103 2040 21895 SH SOLE 21895 0 0 MICRON TECHNOLOGY INC COM 595112103 13526 145212 SH OTR 1 0 145212 0 MICROSOFT CORP COM 594918104 48893 145377 SH SOLE 145377 0 0 MICROSOFT CORP COM 594918104 327573 973993 SH OTR 1 0 973993 0 MID-AMER APT CMNTYS INC COM 59522J103 3429 14946 SH OTR 1 0 14946 0 MID-AMER APT CMNTYS INC COM 59522J103 558 2434 SH SOLE 2434 0 0 MODERNA INC COM 60770K107 1754 6907 SH SOLE 6907 0 0 MODERNA INC COM 60770K107 11630 45790 SH OTR 1 0 45790 0 MOHAWK INDS INC COM 608190104 168 923 SH SOLE 923 0 0 MOHAWK INDS INC COM 608190104 1297 7122 SH OTR 1 0 7122 0 MOLSON COORS BEVERAGE CO CL B 60871R209 1134 24458 SH OTR 1 0 24458 0 MOLSON COORS BEVERAGE CO CL B 60871R209 146 3148 SH SOLE 3148 0 0 MONDELEZ INTL INC CL A 609207105 12008 181086 SH OTR 1 0 181086 0 MONDELEZ INTL INC CL A 609207105 1849 27883 SH SOLE 27883 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 2231 872000 PRN SOLE 872000 0 0 MONGODB INC NOTE 0.250% 1/1 60937PAD8 37387 14615000 PRN OTR 1 0 14615000 0 MONOLITHIC PWR SYS INC COM 609839105 2774 5624 SH OTR 1 0 5624 0 MONOLITHIC PWR SYS INC COM 609839105 458 928 SH SOLE 928 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 4684 48770 SH OTR 1 0 48770 0 MONSTER BEVERAGE CORP NEW COM 61174X109 722 7513 SH SOLE 7513 0 0 MOODYS CORP COM 615369105 1256 3217 SH SOLE 3217 0 0 MOODYS CORP COM 615369105 8200 20995 SH OTR 1 0 20995 0 MORGAN STANLEY COM NEW 617446448 2707 27574 SH SOLE 27574 0 0 MORGAN STANLEY COM NEW 617446448 18292 186351 SH OTR 1 0 186351 0 MOSAIC CO NEW COM 61945C103 306 7791 SH SOLE 7791 0 0 MOSAIC CO NEW COM 61945C103 1889 48084 SH OTR 1 0 48084 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 5957 21926 SH OTR 1 0 21926 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 893 3287 SH SOLE 3287 0 0 MSCI INC COM 55354G100 971 1585 SH SOLE 1585 0 0 MSCI INC COM 55354G100 6557 10702 SH OTR 1 0 10702 0 NANOSTRING TECHNOLOGIES INC NOTE 2.625% 3/0 63009RAD1 119 100000 PRN SOLE 100000 0 0 NASDAQ INC COM 631103108 474 2256 SH SOLE 2256 0 0 NASDAQ INC COM 631103108 3191 15195 SH OTR 1 0 15195 0 NATERA INC NOTE 2.250% 5/0 632307AB0 121 47000 PRN SOLE 47000 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 10730 7530000 PRN OTR 1 0 7530000 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 1002 703000 PRN SOLE 703000 0 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 379 219000 PRN SOLE 219000 0 0 NCL CORP LTD NOTE 6.000% 5/1 62886HAT8 7976 4605000 PRN OTR 1 0 4605000 0 NETAPP INC COM 64110D104 2670 29030 SH OTR 1 0 29030 0 NETAPP INC COM 64110D104 426 4631 SH SOLE 4631 0 0 NETFLIX INC COM 64110L106 34641 57501 SH OTR 1 0 57501 0 NETFLIX INC COM 64110L106 5274 8755 SH SOLE 8755 0 0 NEUBERGER BERMAN N Y MUN FD COM 64124K102 335 25745 SH SOLE 25745 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 100 80000 PRN OTR 4 0 80000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 5701 4572000 PRN DFND 1 0 4572000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 2274 1809000 PRN SOLE 1809000 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 37273 29655000 PRN OTR 1 0 29655000 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 143 120000 PRN SOLE 120000 0 0 NEWELL BRANDS INC COM 651229106 1073 49148 SH OTR 1 0 49148 0 NEWELL BRANDS INC COM 651229106 138 6324 SH SOLE 6324 0 0 NEWMONT CORP COM 651639106 6420 103517 SH OTR 1 0 103517 0 NEWMONT CORP COM 651639106 974 15698 SH SOLE 15698 0 0 NEWS CORP NEW CL A 65249B109 146 6558 SH SOLE 6558 0 0 NEWS CORP NEW CL A 65249B109 1138 51021 SH OTR 1 0 51021 0 NEWS CORP NEW CL B 65249B208 46 2035 SH SOLE 2035 0 0 NEWS CORP NEW CL B 65249B208 356 15808 SH OTR 1 0 15808 0 NEXTERA ENERGY INC COM 65339F101 23780 254711 SH OTR 1 0 254711 0 NEXTERA ENERGY INC COM 65339F101 3640 38990 SH SOLE 38990 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 1227 21300 SH SOLE 21300 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 14291 248374 SH DFND 1 0 248374 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 237 4120 SH OTR 4 0 4120 0 NICE LTD NOTE 9/1 653656AB4 114924 94248000 PRN OTR 1 0 94248000 0 NICE LTD NOTE 9/1 653656AB4 14862 12238000 PRN DFND 1 0 12238000 0 NICE LTD NOTE 9/1 653656AB4 6279 5149000 PRN SOLE 5149000 0 0 NICE LTD NOTE 9/1 653656AB4 245 202000 PRN OTR 4 0 202000 0 NICE LTD SPONSORED ADR 653656108 6543 21551 SH SOLE 21551 0 0 NICE LTD SPONSORED ADR 653656108 9855 32460 SH OTR 1 0 32460 0 NICE LTD SPONSORED ADR 653656108 1 4 SH DFND 1 0 4 0 NIKE INC CL B 654106103 4157 24942 SH SOLE 24942 0 0 NIKE INC CL B 654106103 27647 165876 SH OTR 1 0 165876 0 NISOURCE INC COM 65473P105 1408 50978 SH OTR 1 0 50978 0 NISOURCE INC COM 65473P105 181 6559 SH SOLE 6559 0 0 NORFOLK SOUTHN CORP COM 655844108 9404 31589 SH OTR 1 0 31589 0 NORFOLK SOUTHN CORP COM 655844108 1411 4738 SH SOLE 4738 0 0 NORTHERN TR CORP COM 665859104 3224 26957 SH OTR 1 0 26957 0 NORTHERN TR CORP COM 665859104 487 4075 SH SOLE 4075 0 0 NORTHROP GRUMMAN CORP COM 666807102 1124 2905 SH SOLE 2905 0 0 NORTHROP GRUMMAN CORP COM 666807102 7488 19345 SH OTR 1 0 19345 0 NORTONLIFELOCK INC COM 668771108 1962 75520 SH OTR 1 0 75520 0 NORTONLIFELOCK INC COM 668771108 302 11624 SH SOLE 11624 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 138 150000 PRN SOLE 150000 0 0 NRG ENERGY INC COM NEW 629377508 176 4092 SH SOLE 4092 0 0 NRG ENERGY INC COM NEW 629377508 1369 31783 SH OTR 1 0 31783 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3196 2683000 PRN SOLE 2683000 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 151 127000 PRN OTR 4 0 127000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 63384 53206000 PRN OTR 1 0 53206000 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 9136 7701000 PRN DFND 1 0 7701000 0 NUCOR CORP COM 670346105 4235 37100 SH OTR 1 0 37100 0 NUCOR CORP COM 670346105 676 5921 SH SOLE 5921 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 133 139000 PRN OTR 4 0 139000 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 7873 8212000 PRN DFND 1 0 8212000 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 1305 1354000 PRN SOLE 1354000 0 0 NUVASIVE INC NOTE 0.375% 3/1 670704AJ4 20280 21043000 PRN OTR 1 0 21043000 0 NUVEEN AMT FREE QLTY MUN INC COM 670657105 26638 1707583 SH SOLE 1707583 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 2839 205883 SH OTR 1 0 205883 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 8074 585522 SH SOLE 585522 0 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7705 517097 SH SOLE 517097 0 0 NUVEEN QUALITY MUNCP INCOME COM 67066V101 3035 188362 SH SOLE 188362 0 0 NVIDIA CORPORATION COM 67066G104 95386 324320 SH OTR 1 0 324320 0 NVIDIA CORPORATION COM 67066G104 14404 48976 SH SOLE 48976 0 0 NVR INC COM 62944T105 384 65 SH SOLE 65 0 0 NVR INC COM 62944T105 2511 425 SH OTR 1 0 425 0 OCCIDENTAL PETE CORP COM 674599105 3339 115181 SH OTR 1 0 115181 0 OCCIDENTAL PETE CORP COM 674599105 500 17254 SH SOLE 17254 0 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 666 710000 PRN SOLE 710000 0 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 1985 2117000 PRN OTR 1 0 2117000 0 OKTA INC NOTE 0.125% 9/0 679295AD7 2095 1539000 PRN SOLE 1539000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 17428 12805000 PRN OTR 1 0 12805000 0 OLD DOMINION FREIGHT LINE IN COM 679580100 4334 12093 SH OTR 1 0 12093 0 OLD DOMINION FREIGHT LINE IN COM 679580100 667 1860 SH SOLE 1860 0 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 8501 4495000 PRN OTR 1 0 4495000 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 547 289000 PRN SOLE 289000 0 0 OMNICOM GROUP INC COM 681919106 2022 27593 SH OTR 1 0 27593 0 OMNICOM GROUP INC COM 681919106 313 4267 SH SOLE 4267 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 27260 8289000 PRN OTR 1 0 8289000 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 2447 744000 PRN SOLE 744000 0 0 ONEOK INC NEW COM 682680103 509 8654 SH SOLE 8654 0 0 ONEOK INC NEW COM 682680103 3402 57889 SH OTR 1 0 57889 0 ORACLE CORP COM 68389X105 2812 32248 SH SOLE 32248 0 0 ORACLE CORP COM 68389X105 18259 209372 SH OTR 1 0 209372 0 OREILLY AUTOMOTIVE INC COM 67103H107 6177 8747 SH OTR 1 0 8747 0 OREILLY AUTOMOTIVE INC COM 67103H107 943 1335 SH SOLE 1335 0 0 ORGANON & CO COMMON STOCK 68622V106 1002 32914 SH OTR 1 0 32914 0 ORGANON & CO COMMON STOCK 68622V106 129 4235 SH SOLE 4235 0 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 89 87000 PRN SOLE 87000 0 0 OTIS WORLDWIDE CORP COM 68902V107 4801 55141 SH OTR 1 0 55141 0 OTIS WORLDWIDE CORP COM 68902V107 713 8187 SH SOLE 8187 0 0 PACCAR INC COM 693718108 603 6833 SH SOLE 6833 0 0 PACCAR INC COM 693718108 3978 45068 SH OTR 1 0 45068 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 25266 22749000 PRN OTR 1 0 22749000 0 PACIRA BIOSCIENCES INC NOTE 0.750% 8/0 695127AF7 1385 1247000 PRN SOLE 1247000 0 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 2830 2749000 PRN OTR 1 0 2749000 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 56 55000 PRN OTR 4 0 55000 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 3359 3271000 PRN DFND 1 0 3271000 0 PACIRA BIOSCIENCES INC NOTE 2.375% 4/0 695127AD2 152 148000 PRN SOLE 148000 0 0 PACKAGING CORP AMER COM 695156109 257 1888 SH SOLE 1888 0 0 PACKAGING CORP AMER COM 695156109 1679 12331 SH OTR 1 0 12331 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 2200 1158000 PRN SOLE 1158000 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 40182 21155000 PRN OTR 1 0 21155000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 10055 5308000 PRN DFND 1 0 5308000 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 172 91000 PRN OTR 4 0 91000 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 56271 26811000 PRN OTR 1 0 26811000 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 4145 1975000 PRN SOLE 1975000 0 0 PARKER-HANNIFIN CORP COM 701094104 785 2469 SH SOLE 2469 0 0 PARKER-HANNIFIN CORP COM 701094104 5331 16759 SH OTR 1 0 16759 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 7494 7519000 PRN OTR 1 0 7519000 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 626 628000 PRN SOLE 628000 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 115 104000 PRN OTR 4 0 104000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 7145 6444000 PRN DFND 1 0 6444000 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 2526 2268000 PRN SOLE 2268000 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 37998 34117000 PRN OTR 1 0 34117000 0 PAYCHEX INC COM 704326107 5687 41661 SH OTR 1 0 41661 0 PAYCHEX INC COM 704326107 859 6292 SH SOLE 6292 0 0 PAYCOM SOFTWARE INC COM 70432V102 375 904 SH SOLE 904 0 0 PAYCOM SOFTWARE INC COM 70432V102 2595 6249 SH OTR 1 0 6249 0 PAYPAL HLDGS INC COM 70450Y103 4315 22879 SH SOLE 22879 0 0 PAYPAL HLDGS INC COM 70450Y103 28763 152522 SH OTR 1 0 152522 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 149 135000 PRN OTR 4 0 135000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 656 593000 PRN SOLE 593000 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 8853 8040000 PRN DFND 1 0 8040000 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 6485 5863000 PRN OTR 1 0 5863000 0 PENN NATL GAMING INC COM 707569109 144 2777 SH SOLE 2777 0 0 PENN NATL GAMING INC COM 707569109 1118 21565 SH OTR 1 0 21565 0 PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 188 79000 PRN SOLE 79000 0 0 PENNYMAC CORP NOTE 5.500%11/0 70932AAD5 100 100000 PRN SOLE 100000 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 128 7155 SH SOLE 7155 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 990 55562 SH OTR 1 0 55562 0 PEPSICO INC COM 713448108 31179 179487 SH OTR 1 0 179487 0 PEPSICO INC COM 713448108 4675 26912 SH SOLE 26912 0 0 PERKINELMER INC COM 714046109 3294 16383 SH OTR 1 0 16383 0 PERKINELMER INC COM 714046109 467 2321 SH SOLE 2321 0 0 PFIZER INC COM 717081103 43025 728625 SH OTR 1 0 728625 0 PFIZER INC COM 717081103 6478 109706 SH SOLE 109706 0 0 PG&E CORP UNIT 99/99/9999 69331C140 9036 78110 SH DFND 1 0 78110 0 PG&E CORP UNIT 99/99/9999 69331C140 2458 21242 SH SOLE 21242 0 0 PG&E CORP UNIT 99/99/9999 69331C140 36446 315000 SH OTR 1 0 315000 0 PG&E CORP UNIT 99/99/9999 69331C140 150 1298 SH OTR 4 0 1298 0 PHILIP MORRIS INTL INC COM 718172109 19199 202097 SH OTR 1 0 202097 0 PHILIP MORRIS INTL INC COM 718172109 1516 15958 SH SOLE 15958 0 0 PHILLIPS 66 COM 718546104 628 8662 SH SOLE 8662 0 0 PHILLIPS 66 COM 718546104 4122 56880 SH OTR 1 0 56880 0 PINNACLE WEST CAP CORP COM 723484101 133 1885 SH SOLE 1885 0 0 PINNACLE WEST CAP CORP COM 723484101 1034 14646 SH OTR 1 0 14646 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 3098 268191 SH OTR 1 0 268191 0 PIONEER MUNICIPAL HIGH INCOM COM 723762100 8492 735260 SH SOLE 735260 0 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 5646 461642 SH SOLE 461642 0 0 PIONEER MUNICIPAL HIGH INCOM COM SHS 723763108 3984 325717 SH OTR 1 0 325717 0 PIONEER NAT RES CO COM 723787107 5361 29474 SH OTR 1 0 29474 0 PIONEER NAT RES CO COM 723787107 785 4314 SH SOLE 4314 0 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 95712 53564000 PRN OTR 1 0 53564000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 282 158000 PRN OTR 4 0 158000 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 6611 3700000 PRN SOLE 3700000 0 0 PIONEER NAT RES CO NOTE 0.250% 5/1 723787AP2 17110 9602000 PRN DFND 1 0 9602000 0 PNC FINL SVCS GROUP INC COM 693475105 11001 54864 SH OTR 1 0 54864 0 PNC FINL SVCS GROUP INC COM 693475105 1644 8201 SH SOLE 8201 0 0 POOL CORP COM 73278L105 436 771 SH SOLE 771 0 0 POOL CORP COM 73278L105 2945 5204 SH OTR 1 0 5204 0 PPG INDS INC COM 693506107 809 4689 SH SOLE 4689 0 0 PPG INDS INC COM 693506107 5314 30818 SH OTR 1 0 30818 0 PPL CORP COM 69351T106 2929 97453 SH OTR 1 0 97453 0 PPL CORP COM 69351T106 453 15061 SH SOLE 15061 0 0 PRICE T ROWE GROUP INC COM 74144T108 860 4371 SH SOLE 4371 0 0 PRICE T ROWE GROUP INC COM 74144T108 5737 29175 SH OTR 1 0 29175 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 2315 32000 SH OTR 1 0 32000 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 433 5984 SH SOLE 5984 0 0 PROCTER AND GAMBLE CO COM 742718109 7847 47968 SH SOLE 47968 0 0 PROCTER AND GAMBLE CO COM 742718109 51387 314141 SH OTR 1 0 314141 0 PROGRESSIVE CORP COM 743315103 1168 11380 SH SOLE 11380 0 0 PROGRESSIVE CORP COM 743315103 7796 75949 SH OTR 1 0 75949 0 PROLOGIS INC. COM 74340W103 2478 14721 SH SOLE 14721 0 0 PROLOGIS INC. COM 74340W103 16158 95975 SH OTR 1 0 95975 0 PRUDENTIAL FINL INC COM 744320102 808 7467 SH SOLE 7467 0 0 PRUDENTIAL FINL INC COM 744320102 5311 49070 SH OTR 1 0 49070 0 PTC INC COM 69370C100 262 2160 SH SOLE 2160 0 0 PTC INC COM 69370C100 1661 13714 SH OTR 1 0 13714 0 PUBLIC STORAGE COM 74460D109 1129 3013 SH SOLE 3013 0 0 PUBLIC STORAGE COM 74460D109 7418 19804 SH OTR 1 0 19804 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 647 9696 SH SOLE 9696 0 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4380 65642 SH OTR 1 0 65642 0 PULTE GROUP INC COM 745867101 1879 32867 SH OTR 1 0 32867 0 PULTE GROUP INC COM 745867101 312 5453 SH SOLE 5453 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 186 139000 PRN SOLE 139000 0 0 PVH CORPORATION COM 693656100 984 9224 SH OTR 1 0 9224 0 PVH CORPORATION COM 693656100 127 1188 SH SOLE 1188 0 0 Q2 HLDGS INC NOTE 0.750% 2/1 74736LAB5 101 70000 PRN SOLE 70000 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 8101 7195000 PRN OTR 1 0 7195000 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 726 645000 PRN SOLE 645000 0 0 QORVO INC COM 74736K101 337 2157 SH SOLE 2157 0 0 QORVO INC COM 74736K101 2238 14309 SH OTR 1 0 14309 0 QUALCOMM INC COM 747525103 26588 145391 SH OTR 1 0 145391 0 QUALCOMM INC COM 747525103 4045 22118 SH SOLE 22118 0 0 QUANTA SVCS INC COM 74762E102 274 2394 SH SOLE 2394 0 0 QUANTA SVCS INC COM 74762E102 2121 18498 SH OTR 1 0 18498 0 QUEST DIAGNOSTICS INC COM 74834L100 443 2561 SH SOLE 2561 0 0 QUEST DIAGNOSTICS INC COM 74834L100 2755 15925 SH OTR 1 0 15925 0 RALPH LAUREN CORP CL A 751212101 97 813 SH SOLE 813 0 0 RALPH LAUREN CORP CL A 751212101 752 6326 SH OTR 1 0 6326 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 26043 16548000 PRN OTR 1 0 16548000 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 596 379000 PRN SOLE 379000 0 0 RAYMOND JAMES FINL INC COM 754730109 378 3764 SH SOLE 3764 0 0 RAYMOND JAMES FINL INC COM 754730109 2414 24042 SH OTR 1 0 24042 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 16722 194302 SH OTR 1 0 194302 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 2511 29182 SH SOLE 29182 0 0 RBC BEARINGS INC 5% CNV PFD SR A 75524B203 3441 32877 SH OTR 1 0 32877 0 RBC BEARINGS INC 5% CNV PFD SR A 75524B203 197 1880 SH SOLE 1880 0 0 REALTY INCOME CORP COM 756109104 5258 73443 SH OTR 1 0 73443 0 REALTY INCOME CORP COM 756109104 752 10506 SH SOLE 10506 0 0 REDWOOD TRUST INC NOTE 4.750% 8/1 758075AC9 82 80000 PRN SOLE 80000 0 0 REGENCY CTRS CORP COM 758849103 1507 20003 SH OTR 1 0 20003 0 REGENCY CTRS CORP COM 758849103 281 3729 SH SOLE 3729 0 0 REGENERON PHARMACEUTICALS COM 75886F107 1312 2077 SH SOLE 2077 0 0 REGENERON PHARMACEUTICALS COM 75886F107 8667 13724 SH OTR 1 0 13724 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 2698 123749 SH OTR 1 0 123749 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 429 19687 SH SOLE 19687 0 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 171 73000 PRN SOLE 73000 0 0 REPUBLIC SVCS INC COM 760759100 3788 27167 SH OTR 1 0 27167 0 REPUBLIC SVCS INC COM 760759100 531 3807 SH SOLE 3807 0 0 RESMED INC COM 761152107 742 2848 SH SOLE 2848 0 0 RESMED INC COM 761152107 4927 18916 SH OTR 1 0 18916 0 RH NOTE 9/1 74967XAD5 210 83000 PRN SOLE 83000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 3302 3496000 PRN SOLE 3496000 0 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 6978 7428000 PRN DFND 1 0 7428000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 47042 49808000 PRN OTR 1 0 49808000 0 RINGCENTRAL INC NOTE 3/0 76680RAF4 111 118000 PRN OTR 4 0 118000 0 ROBERT HALF INTL INC COM 770323103 268 2399 SH SOLE 2399 0 0 ROBERT HALF INTL INC COM 770323103 1612 14452 SH OTR 1 0 14452 0 ROCKWELL AUTOMATION INC COM 773903109 5252 15056 SH OTR 1 0 15056 0 ROCKWELL AUTOMATION INC COM 773903109 819 2349 SH SOLE 2349 0 0 ROLLINS INC COM 775711104 128 3755 SH SOLE 3755 0 0 ROLLINS INC COM 775711104 1005 29383 SH OTR 1 0 29383 0 ROPER TECHNOLOGIES INC COM 776696106 1019 2072 SH SOLE 2072 0 0 ROPER TECHNOLOGIES INC COM 776696106 6736 13694 SH OTR 1 0 13694 0 ROSS STORES INC COM 778296103 5272 46131 SH OTR 1 0 46131 0 ROSS STORES INC COM 778296103 808 7071 SH SOLE 7071 0 0 ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 122 103000 PRN SOLE 103000 0 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 1372 1074000 PRN SOLE 1074000 0 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 146 115000 PRN OTR 4 0 115000 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 8642 6791000 PRN DFND 1 0 6791000 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 21624 16927000 PRN OTR 1 0 16927000 0 S&P GLOBAL INC COM 78409V104 2186 4633 SH SOLE 4633 0 0 S&P GLOBAL INC COM 78409V104 14764 31285 SH OTR 1 0 31285 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 294 215000 PRN SOLE 215000 0 0 SABRE GLBL INC NOTE 4.000% 4/1 78573NAE2 4135 3020000 PRN OTR 1 0 3020000 0 SAILPOINT TECHNOLOGIES HLDGS NOTE 0.125% 9/1 78781PAB1 312 175000 PRN SOLE 175000 0 0 SALESFORCE COM INC COM 79466L302 32297 127087 SH OTR 1 0 127087 0 SALESFORCE COM INC COM 79466L302 4882 19209 SH SOLE 19209 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 198 135000 PRN SOLE 135000 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 851 2187 SH SOLE 2187 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 5494 14122 SH OTR 1 0 14122 0 SCHLUMBERGER LTD COM STK 806857108 835 27866 SH SOLE 27866 0 0 SCHLUMBERGER LTD COM STK 806857108 5453 182081 SH OTR 1 0 182081 0 SCHWAB CHARLES CORP COM 808513105 2463 29281 SH SOLE 29281 0 0 SCHWAB CHARLES CORP COM 808513105 16413 195159 SH OTR 1 0 195159 0 SEALED AIR CORP NEW COM 81211K100 169 2500 SH SOLE 2500 0 0 SEALED AIR CORP NEW COM 81211K100 1298 19233 SH OTR 1 0 19233 0 SEMPRA COM 816851109 789 5965 SH SOLE 5965 0 0 SEMPRA COM 816851109 5484 41454 SH OTR 1 0 41454 0 SERVICENOW INC COM 81762P102 2495 3844 SH SOLE 3844 0 0 SERVICENOW INC COM 81762P102 16768 25833 SH OTR 1 0 25833 0 SHERWIN WILLIAMS CO COM 824348106 1639 4653 SH SOLE 4653 0 0 SHERWIN WILLIAMS CO COM 824348106 11028 31314 SH OTR 1 0 31314 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 1898 1515000 PRN SOLE 1515000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 42266 33745000 PRN OTR 1 0 33745000 0 SIGNATURE BK NEW YORK N Y COM 82669G104 404 1248 SH SOLE 1248 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 2546 7871 SH OTR 1 0 7871 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 12337 7037000 PRN DFND 1 0 7037000 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 3776 2148000 PRN SOLE 2148000 0 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 65062 37007000 PRN OTR 1 0 37007000 0 SILICON LABORATORIES INC NOTE 0.625% 6/1 826919AD4 205 117000 PRN OTR 4 0 117000 0 SIMON PPTY GROUP INC NEW COM 828806109 6815 42658 SH OTR 1 0 42658 0 SIMON PPTY GROUP INC NEW COM 828806109 1010 6321 SH SOLE 6321 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 506 3262 SH SOLE 3262 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 3326 21438 SH OTR 1 0 21438 0 SMITH A O CORP COM 831865209 1484 17290 SH OTR 1 0 17290 0 SMITH A O CORP COM 831865209 192 2235 SH SOLE 2235 0 0 SMUCKER J M CO COM NEW 832696405 1911 14067 SH OTR 1 0 14067 0 SMUCKER J M CO COM NEW 832696405 301 2219 SH SOLE 2219 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 97 45000 PRN OTR 4 0 45000 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 523 241000 PRN SOLE 241000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 6297 2909000 PRN DFND 1 0 2909000 0 SNAP ON INC COM 833034101 278 1293 SH SOLE 1293 0 0 SNAP ON INC COM 833034101 1502 6974 SH OTR 1 0 6974 0 SNOWFLAKE INC CL A 833445109 210 621 SH SOLE 621 0 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 1913 6817 SH OTR 1 0 6817 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 276 982 SH SOLE 982 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 39524 31060000 PRN OTR 1 0 31060000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 1717 1349000 PRN SOLE 1349000 0 0 SOUTHERN CO COM 842587107 1393 20306 SH SOLE 20306 0 0 SOUTHERN CO COM 842587107 9435 137577 SH OTR 1 0 137577 0 SOUTHWEST AIRLS CO COM 844741108 3292 76839 SH OTR 1 0 76839 0 SOUTHWEST AIRLS CO COM 844741108 424 9895 SH SOLE 9895 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 8318 6240000 PRN DFND 1 0 6240000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 75621 56571000 PRN OTR 1 0 56571000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 135 101000 PRN OTR 4 0 101000 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 4887 3656000 PRN SOLE 3656000 0 0 SPDR GOLD TR GOLD SHS 78463V107 0 0 SH SOLE 0 0 0 SPDR GOLD TR GOLD SHS 78463V107 22282 130336 SH OTR 1 0 130336 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 856523 1803358 SH OTR 3 0 1803358 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 4029 8482 SH SOLE 8482 0 0 SPDR SER TR BLOOMBERG CONV 78464A359 18 220 SH SOLE 220 0 0 SPDR SER TR BLOOMBERG CONV 78464A359 3807 45891 SH DFND 1 0 45891 0 SPDR SER TR BLOOMBERG CONV 78464A359 70 846 SH OTR 4 0 846 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 5679 6550000 PRN OTR 1 0 6550000 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 4148 4812000 PRN DFND 1 0 4812000 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 451 520000 PRN SOLE 520000 0 0 SPIRIT AIRLS INC NOTE 1.000% 5/1 848577AB8 71 82000 PRN OTR 4 0 82000 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 2398 2237000 PRN SOLE 2237000 0 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 35641 33252000 PRN OTR 1 0 33252000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 5347 4855000 PRN DFND 1 0 4855000 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 93 84000 PRN OTR 4 0 84000 0 STANLEY BLACK & DECKER INC COM 854502101 611 3239 SH SOLE 3239 0 0 STANLEY BLACK & DECKER INC COM 854502101 3992 21163 SH OTR 1 0 21163 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 37766 346400 SH OTR 1 0 346400 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 2289 21000 SH SOLE 21000 0 0 STARBUCKS CORP COM 855244109 17917 153180 SH OTR 1 0 153180 0 STARBUCKS CORP COM 855244109 2676 22876 SH SOLE 22876 0 0 STARWOOD WAYPOINT HOMES NOTE 3.500% 1/1 19625XAB8 201 101000 PRN SOLE 101000 0 0 STATE STR CORP COM 857477103 4414 47464 SH OTR 1 0 47464 0 STATE STR CORP COM 857477103 711 7649 SH SOLE 7649 0 0 STRYKER CORPORATION COM 863667101 11655 43584 SH OTR 1 0 43584 0 STRYKER CORPORATION COM 863667101 1722 6440 SH SOLE 6440 0 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 27043 25804000 PRN OTR 1 0 25804000 0 SUMMIT HOTEL PPTYS NOTE 1.500% 2/1 866082AA8 1566 1494000 PRN SOLE 1494000 0 0 SVB FINANCIAL GROUP COM 78486Q101 5167 7618 SH OTR 1 0 7618 0 SVB FINANCIAL GROUP COM 78486Q101 804 1186 SH SOLE 1186 0 0 SYNCHRONY FINANCIAL COM 87165B103 526 11348 SH SOLE 11348 0 0 SYNCHRONY FINANCIAL COM 87165B103 3296 71042 SH OTR 1 0 71042 0 SYNOPSYS INC COM 871607107 1132 3071 SH SOLE 3071 0 0 SYNOPSYS INC COM 871607107 7295 19797 SH OTR 1 0 19797 0 SYSCO CORP COM 871829107 808 10283 SH SOLE 10283 0 0 SYSCO CORP COM 871829107 5227 66549 SH OTR 1 0 66549 0 TABULA RASA HEALTHCARE INC NOTE 1.750% 2/1 873379AA9 62 75000 PRN SOLE 75000 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 30886 256723 SH OTR 1 0 256723 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 3 24 SH DFND 1 0 24 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 17981 149457 SH SOLE 149457 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2660 14968 SH OTR 1 0 14968 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 414 2330 SH SOLE 2330 0 0 TALOS ENERGY INC COM 87484T108 61 6187 SH OTR 5 0 6187 0 TALOS ENERGY INC COM 87484T108 5375 548507 SH SOLE 548507 0 0 TALOS ENERGY INC COM 87484T108 27475 2803590 SH OTR 1 0 2803590 0 TAPESTRY INC COM 876030107 188 4623 SH SOLE 4623 0 0 TAPESTRY INC COM 876030107 1450 35717 SH OTR 1 0 35717 0 TARGET CORP COM 87612E106 2183 9434 SH SOLE 9434 0 0 TARGET CORP COM 87612E106 14663 63354 SH OTR 1 0 63354 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 52951 57830000 PRN OTR 1 0 57830000 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 7270 7983000 PRN DFND 1 0 7983000 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 117 128000 PRN OTR 4 0 128000 0 TELADOC HEALTH INC NOTE 1.250% 6/0 87918AAF2 3382 3694000 PRN SOLE 3694000 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 2646 6056 SH OTR 1 0 6056 0 TELEDYNE TECHNOLOGIES INC COM 879360105 384 879 SH SOLE 879 0 0 TELEFLEX INCORPORATED COM 879369106 1997 6081 SH OTR 1 0 6081 0 TELEFLEX INCORPORATED COM 879369106 323 982 SH SOLE 982 0 0 TERADYNE INC COM 880770102 531 3246 SH SOLE 3246 0 0 TERADYNE INC COM 880770102 3460 21160 SH OTR 1 0 21160 0 TERADYNE INC NOTE 1.250%12/1 880770AG7 750 145000 PRN SOLE 145000 0 0 TESLA INC COM 88160R101 111520 105528 SH OTR 1 0 105528 0 TESLA INC COM 88160R101 16855 15949 SH SOLE 15949 0 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 374 22000 PRN SOLE 22000 0 0 TEXAS INSTRS INC COM 882508104 22595 119886 SH OTR 1 0 119886 0 TEXAS INSTRS INC COM 882508104 3377 17916 SH SOLE 17916 0 0 TEXTRON INC COM 883203101 2209 28614 SH OTR 1 0 28614 0 TEXTRON INC COM 883203101 384 4973 SH SOLE 4973 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 34131 51153 SH OTR 1 0 51153 0 THERMO FISHER SCIENTIFIC INC COM 883556102 5151 7720 SH SOLE 7720 0 0 TJX COS INC NEW COM 872540109 11851 156105 SH OTR 1 0 156105 0 TJX COS INC NEW COM 872540109 1784 23504 SH SOLE 23504 0 0 T-MOBILE US INC COM 872590104 1358 11710 SH SOLE 11710 0 0 T-MOBILE US INC COM 872590104 8839 76208 SH OTR 1 0 76208 0 TRACTOR SUPPLY CO COM 892356106 3525 14775 SH OTR 1 0 14775 0 TRACTOR SUPPLY CO COM 892356106 575 2411 SH SOLE 2411 0 0 TRANSDIGM GROUP INC COM 893641100 4325 6797 SH OTR 1 0 6797 0 TRANSDIGM GROUP INC COM 893641100 624 980 SH SOLE 980 0 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 122 135000 PRN SOLE 135000 0 0 TRAVELERS COMPANIES INC COM 89417E109 4996 31935 SH OTR 1 0 31935 0 TRAVELERS COMPANIES INC COM 89417E109 727 4645 SH SOLE 4645 0 0 TRIMBLE INC COM 896239100 444 5095 SH SOLE 5095 0 0 TRIMBLE INC COM 896239100 2841 32584 SH OTR 1 0 32584 0 TRUIST FINL CORP COM 89832Q109 1542 26329 SH SOLE 26329 0 0 TRUIST FINL CORP COM 89832Q109 10146 173286 SH OTR 1 0 173286 0 TURNING PT BRANDS INC COM 90041L105 257 6802 SH OTR 1 0 6802 0 TURNING PT BRANDS INC COM 90041L105 0 0 SH SOLE 0 0 0 TWITTER INC COM 90184L102 4486 103800 SH OTR 1 0 103800 0 TWITTER INC COM 90184L102 674 15585 SH SOLE 15585 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 300 275000 PRN SOLE 275000 0 0 TYLER TECHNOLOGIES INC COM 902252105 422 784 SH SOLE 784 0 0 TYLER TECHNOLOGIES INC COM 902252105 2861 5319 SH OTR 1 0 5319 0 TYSON FOODS INC CL A 902494103 525 6023 SH SOLE 6023 0 0 TYSON FOODS INC CL A 902494103 3336 38271 SH OTR 1 0 38271 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 810 821000 PRN SOLE 821000 0 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 17020 17253000 PRN OTR 1 0 17253000 0 UDR INC COM 902653104 2263 37728 SH OTR 1 0 37728 0 UDR INC COM 902653104 380 6333 SH SOLE 6333 0 0 ULTA BEAUTY INC COM 90384S303 2910 7057 SH OTR 1 0 7057 0 ULTA BEAUTY INC COM 90384S303 458 1111 SH SOLE 1111 0 0 UNDER ARMOUR INC CL A 904311107 519 24489 SH OTR 1 0 24489 0 UNDER ARMOUR INC CL A 904311107 67 3153 SH SOLE 3153 0 0 UNDER ARMOUR INC CL C 904311206 504 27919 SH OTR 1 0 27919 0 UNDER ARMOUR INC CL C 904311206 65 3613 SH SOLE 3613 0 0 UNION PAC CORP COM 907818108 3174 12597 SH SOLE 12597 0 0 UNION PAC CORP COM 907818108 21024 83453 SH OTR 1 0 83453 0 UNITED AIRLS HLDGS INC COM 910047109 1840 42035 SH OTR 1 0 42035 0 UNITED AIRLS HLDGS INC COM 910047109 237 5413 SH SOLE 5413 0 0 UNITED PARCEL SERVICE INC CL B 911312106 20288 94655 SH OTR 1 0 94655 0 UNITED PARCEL SERVICE INC CL B 911312106 3086 14399 SH SOLE 14399 0 0 UNITED RENTALS INC COM 911363109 469 1411 SH SOLE 1411 0 0 UNITED RENTALS INC COM 911363109 3123 9398 SH OTR 1 0 9398 0 UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 109 54000 PRN SOLE 54000 0 0 UNITEDHEALTH GROUP INC COM 91324P102 61394 122265 SH OTR 1 0 122265 0 UNITEDHEALTH GROUP INC COM 91324P102 9252 18425 SH SOLE 18425 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 1231 9492 SH OTR 1 0 9492 0 UNIVERSAL HLTH SVCS INC CL B 913903100 159 1228 SH SOLE 1228 0 0 US BANCORP DEL COM NEW 902973304 1557 27721 SH SOLE 27721 0 0 US BANCORP DEL COM NEW 902973304 9839 175163 SH OTR 1 0 175163 0 V F CORP COM 918204108 3099 42320 SH OTR 1 0 42320 0 V F CORP COM 918204108 467 6378 SH SOLE 6378 0 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 3468 3239000 PRN SOLE 3239000 0 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 62764 58615000 PRN OTR 1 0 58615000 0 VALERO ENERGY CORP COM 91913Y100 3986 53073 SH OTR 1 0 53073 0 VALERO ENERGY CORP COM 91913Y100 653 8688 SH SOLE 8688 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 0 0 SH SOLE 0 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 440132 1008160 SH OTR 3 0 1008160 0 VANGUARD INDEX FDS VALUE ETF 922908744 5408 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 97 95000 PRN SOLE 95000 0 0 VENTAS INC COM 92276F100 399 7807 SH SOLE 7807 0 0 VENTAS INC COM 92276F100 2649 51818 SH OTR 1 0 51818 0 VERISIGN INC COM 92343E102 512 2019 SH SOLE 2019 0 0 VERISIGN INC COM 92343E102 3184 12545 SH OTR 1 0 12545 0 VERISK ANALYTICS INC COM 92345Y106 686 3000 SH SOLE 3000 0 0 VERISK ANALYTICS INC COM 92345Y106 4785 20921 SH OTR 1 0 20921 0 VERIZON COMMUNICATIONS INC COM 92343V104 4166 80174 SH SOLE 80174 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 27926 537448 SH OTR 1 0 537448 0 VERTEX PHARMACEUTICALS INC COM 92532F100 7248 33005 SH OTR 1 0 33005 0 VERTEX PHARMACEUTICALS INC COM 92532F100 1093 4978 SH SOLE 4978 0 0 VIACOMCBS INC CL B 92556H206 363 12043 SH SOLE 12043 0 0 VIACOMCBS INC CL B 92556H206 2377 78758 SH OTR 1 0 78758 0 VIATRIS INC COM 92556V106 2124 156996 SH OTR 1 0 156996 0 VIATRIS INC COM 92556V106 322 23780 SH SOLE 23780 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 4504 3180000 PRN DFND 1 0 3180000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 72 51000 PRN OTR 4 0 51000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 40913 28812000 PRN OTR 1 0 28812000 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 1845 1299000 PRN SOLE 1299000 0 0 VISA INC COM CL A 92826C839 7073 32640 SH SOLE 32640 0 0 VISA INC COM CL A 92826C839 47177 217696 SH OTR 1 0 217696 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 140 135000 PRN SOLE 135000 0 0 VISTRA CORP COM 92840M102 317 13918 SH OTR 2 0 13918 0 VISTRA CORP COM 92840M102 0 0 SH SOLE 0 0 0 VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 60 30000 PRN SOLE 30000 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 1145 854000 PRN SOLE 854000 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 17747 13239000 PRN OTR 1 0 13239000 0 VORNADO RLTY TR SH BEN INT 929042109 111 2646 SH SOLE 2646 0 0 VORNADO RLTY TR SH BEN INT 929042109 864 20640 SH OTR 1 0 20640 0 VULCAN MATLS CO COM 929160109 543 2618 SH SOLE 2618 0 0 VULCAN MATLS CO COM 929160109 3576 17226 SH OTR 1 0 17226 0 WABTEC COM 929740108 2234 24251 SH OTR 1 0 24251 0 WABTEC COM 929740108 335 3635 SH SOLE 3635 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 739 14171 SH SOLE 14171 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 4865 93265 SH OTR 1 0 93265 0 WALMART INC COM 931142103 4036 27891 SH SOLE 27891 0 0 WALMART INC COM 931142103 26712 184612 SH OTR 1 0 184612 0 WASTE MGMT INC DEL COM 94106L109 8338 49959 SH OTR 1 0 49959 0 WASTE MGMT INC DEL COM 94106L109 1245 7457 SH SOLE 7457 0 0 WATERS CORP COM 941848103 456 1225 SH SOLE 1225 0 0 WATERS CORP COM 941848103 2952 7924 SH OTR 1 0 7924 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 256 280000 PRN SOLE 280000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 384 255000 PRN SOLE 255000 0 0 WEC ENERGY GROUP INC COM 92939U106 3975 40948 SH OTR 1 0 40948 0 WEC ENERGY GROUP INC COM 92939U106 563 5799 SH SOLE 5799 0 0 WELLS FARGO CO NEW COM 949746101 24834 517596 SH OTR 1 0 517596 0 WELLS FARGO CO NEW COM 949746101 3729 77725 SH SOLE 77725 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 83 56 SH OTR 4 0 56 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 4931 3303 SH SOLE 3303 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 35558 23816 SH OTR 1 0 23816 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 4761 3194 SH DFND 1 0 3194 0 WELLTOWER INC COM 95040Q104 4846 56505 SH OTR 1 0 56505 0 WELLTOWER INC COM 95040Q104 730 8514 SH SOLE 8514 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 677 1444 SH SOLE 1444 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 4510 9616 SH OTR 1 0 9616 0 WESTERN DIGITAL CORP. COM 958102105 400 6136 SH SOLE 6136 0 0 WESTERN DIGITAL CORP. COM 958102105 2638 40452 SH OTR 1 0 40452 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 4701 4634000 PRN OTR 1 0 4634000 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 1002 988000 PRN SOLE 988000 0 0 WESTROCK CO COM 96145D105 1538 34660 SH OTR 1 0 34660 0 WESTROCK CO COM 96145D105 242 5460 SH SOLE 5460 0 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 621 15085 SH SOLE 15085 0 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 4004 97236 SH OTR 1 0 97236 0 WHIRLPOOL CORP COM 963320106 288 1227 SH SOLE 1227 0 0 WHIRLPOOL CORP COM 963320106 1850 7885 SH OTR 1 0 7885 0 WHITING PETE CORP NEW COM NEW 966387508 2852 44099 SH SOLE 44099 0 0 WHITING PETE CORP NEW COM NEW 966387508 18365 283943 SH OTR 1 0 283943 0 WILLIAMS COS INC COM 969457100 620 23814 SH SOLE 23814 0 0 WILLIAMS COS INC COM 969457100 4107 157727 SH OTR 1 0 157727 0 WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 100 75000 PRN SOLE 75000 0 0 WOLFSPEED INC NOTE 1.750% 5/0 225447AD3 540 220000 PRN SOLE 220000 0 0 WOLFSPEED INC NOTE 1.750% 5/0 225447AD3 9361 3815000 PRN OTR 1 0 3815000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 158 85000 PRN OTR 4 0 85000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 42428 22780000 PRN OTR 1 0 22780000 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 2647 1421000 PRN SOLE 1421000 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 9281 4990000 PRN DFND 1 0 4990000 0 WORKIVA INC NOTE 1.125% 8/1 98139AAB1 142 80000 PRN SOLE 80000 0 0 WYNN RESORTS LTD COM 983134107 1162 13662 SH OTR 1 0 13662 0 WYNN RESORTS LTD COM 983134107 150 1760 SH SOLE 1760 0 0 XCEL ENERGY INC COM 98389B100 708 10451 SH SOLE 10451 0 0 XCEL ENERGY INC COM 98389B100 4734 69927 SH OTR 1 0 69927 0 XILINX INC COM 983919101 1010 4765 SH SOLE 4765 0 0 XILINX INC COM 983919101 6823 32178 SH OTR 1 0 32178 0 XYLEM INC COM 98419M100 2807 23409 SH OTR 1 0 23409 0 XYLEM INC COM 98419M100 421 3514 SH SOLE 3514 0 0 YUM BRANDS INC COM 988498101 796 5730 SH SOLE 5730 0 0 YUM BRANDS INC COM 988498101 5284 38052 SH OTR 1 0 38052 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 4129 6937 SH OTR 1 0 6937 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 654 1098 SH SOLE 1098 0 0 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 21625 18049000 PRN OTR 1 0 18049000 0 ZENDESK INC NOTE 0.625% 6/1 98936JAD3 1040 868000 PRN SOLE 868000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 43709 33828000 PRN OTR 1 0 33828000 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 2977 2304000 PRN SOLE 2304000 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 3445 27119 SH OTR 1 0 27119 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 520 4091 SH SOLE 4091 0 0 ZIONS BANCORPORATION N A COM 989701107 1283 20311 SH OTR 1 0 20311 0 ZIONS BANCORPORATION N A COM 989701107 168 2660 SH SOLE 2660 0 0 ZOETIS INC CL A 98978V103 2282 9350 SH SOLE 9350 0 0 ZOETIS INC CL A 98978V103 14988 61418 SH OTR 1 0 61418 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 2199 1004000 PRN SOLE 1004000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 38774 17701000 PRN OTR 1 0 17701000 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 3571 3308000 PRN DFND 1 0 3308000 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 62 57000 PRN OTR 4 0 57000 0 ZYNGA INC NOTE 12/1 98986TAD0 1232 1343000 PRN SOLE 1343000 0 0 ZYNGA INC NOTE 12/1 98986TAD0 15718 17130000 PRN OTR 1 0 17130000 0