Mackay Shields 13F-HR Quarterly holdings report by institutional manager

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL

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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
BOTTOMLINE TECH DEL INC	COM	101388106	437	8,600	SH		OTR	1	0	8,600	0
CBRE GROUP INC	CL A	12504L109	403	8,906	SH		SOLE		8,906	0	0
PFSWEB INC	COM NEW	717098206	37	5,600	SH		SOLE		5,600	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	630	4,493	SH		SOLE		4,493	0	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	2,101	33,372	SH		OTR	1	0	33,372	0
DECIPHERA PHARMACEUTICALS IN	COM	24344T101	245	4,100	SH		SOLE		4,100	0	0
LUTHER BURBANK CORP	COM	550550107	59	5,900	SH		SOLE		5,900	0	0
TJX COS INC NEW	COM	872540109	9,018	178,354	SH		OTR	1	0	178,354	0
WINGSTOP INC	COM	974155103	153	1,100	SH		SOLE		1,100	0	0
ESQUIRE FINL HLDGS INC	COM	29667J101	41	2,400	SH		SOLE		2,400	0	0
MERCURY SYS INC	COM	589378108	244	3,100	SH		OTR	1	0	3,100	0
SCANSOURCE INC	COM	806037107	277	11,500	SH		SOLE		11,500	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	253	27,953	SH		SOLE		27,953	0	0
PFIZER INC	COM	717081103	32,355	989,446	SH		OTR	1	0	989,446	0
INTEL CORP	COM	458140100	8,504	142,133	SH		SOLE		142,133	0	0
ENCORE CAP GROUP INC	NOTE 3.000% 7/0	292554AF9	80	80,000	PRN		SOLE		80,000	0	0
STAG INDL INC	COM	85254J102	633	21,600	SH		OTR	1	0	21,600	0
COGENT COMMUNICATIONS HLDGS	COM NEW	19239V302	990	12,800	SH		OTR	1	0	12,800	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	56	135,000	PRN		SOLE		135,000	0	0
AGCO CORP	COM	001084102	4,121	74,303	SH		OTR	1	0	74,303	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	787	27,000	SH		OTR	1	0	27,000	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	119	10,309	SH		SOLE		10,309	0	0
SCHWAB CHARLES CORP	COM	808513105	6,066	179,799	SH		OTR	1	0	179,799	0
ZEBRA TECHNOLOGIES CORPORATI	CL A	989207105	1,832	7,156	SH		OTR	1	0	7,156	0
SYNCHRONY FINANCIAL	COM	87165B103	12,943	584,087	SH		OTR	1	0	584,087	0
POWELL INDS INC	COM	739128106	1,657	60,500	SH		OTR	1	0	60,500	0
WHIRLPOOL CORP	COM	963320106	219	1,688	SH		SOLE		1,688	0	0
INDEXIQ ETF TR	HDG EVE DRIV	45409B404	0	0	SH		SOLE		0	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	6,624	4,453,000	PRN		DFND	1	0	4,453,000	0
LAKELAND BANCORP INC	COM	511637100	1,424	124,600	SH		OTR	1	0	124,600	0
TEGNA INC	COM	87901J105	964	86,500	SH		OTR	1	0	86,500	0
VOYA FINANCIAL INC	COM	929089100	6,237	133,690	SH		OTR	1	0	133,690	0
NETFLIX INC	COM	64110L106	576	1,265	SH		OTR	5	0	1,265	0
COCA COLA CONSOLIDATED INC	COM	191098102	530	2,314	SH		SOLE		2,314	0	0
GEO GROUP INC NEW	COM	36162J106	322	27,207	SH		SOLE		27,207	0	0
PHILIP MORRIS INTL INC	COM	718172109	496	7,082	SH		OTR	5	0	7,082	0
ISHARES TR	RUSSELL 2000 ETF	464287655	1,680	11,732	SH		SOLE		11,732	0	0
RIVERVIEW BANCORP INC	COM	769397100	54	9,600	SH		SOLE		9,600	0	0
AVERY DENNISON CORP	COM	053611109	1,272	11,149	SH		OTR	1	0	11,149	0
GAP INC	COM	364760108	394	31,185	SH		OTR	1	0	31,185	0
GMS INC	COM	36251C103	231	9,400	SH		SOLE		9,400	0	0
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	231	23,829	SH		OTR	1	0	23,829	0
ALTERYX INC	COM CL A	02156B103	1,707	10,392	SH		OTR	1	0	10,392	0
TIFFANY & CO NEW	COM	886547108	1,761	14,440	SH		OTR	1	0	14,440	0
REGENERON PHARMACEUTICALS	COM	75886F107	600	962	SH		OTR	5	0	962	0
BIG LOTS INC	COM	089302103	3,154	75,100	SH		OTR	1	0	75,100	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INTRME	45409F827	41,771	1,596,150	SH		OTR	3	0	1,596,150	0
AGREE REALTY CORP	COM	008492100	276	4,200	SH		SOLE		4,200	0	0
ATLANTIC CAP BANCSHARES INC	COM	048269203	207	17,000	SH		OTR	1	0	17,000	0
SYNOVUS FINL CORP	COM NEW	87161C501	6,097	296,995	SH		OTR	1	0	296,995	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	81	5,270	SH		SOLE		5,270	0	0
SANDERSON FARMS INC	COM	800013104	46	400	SH		SOLE		400	0	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	596	25,100	SH		OTR	1	0	25,100	0
TRIPADVISOR INC	COM	896945201	11	590	SH		OTR	5	0	590	0
COMCAST CORP NEW	CL A	20030N101	27,690	710,352	SH		OTR	1	0	710,352	0
OASIS PETROLEUM INC	NOTE 2.625% 9/1	674215AJ7	938	6,146,000	PRN		DFND	1	0	6,146,000	0
SUN CMNTYS INC	COM	866674104	1,782	13,136	SH		OTR	1	0	13,136	0
SANGAMO THERAPEUTICS INC	COM	800677106	239	26,649	SH		SOLE		26,649	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	5,377	4,936,000	PRN		SOLE		4,936,000	0	0
INVITATION HOMES INC	COM	46187W107	80	2,900	SH		SOLE		2,900	0	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	1,732	14,143	SH		OTR	1	0	14,143	0
INTERDIGITAL INC	COM	45867G101	493	8,700	SH		OTR	1	0	8,700	0
BOISE CASCADE CO DEL	COM	09739D100	955	25,400	SH		OTR	1	0	25,400	0
VALERO ENERGY CORP	COM	91913Y100	8,632	146,749	SH		OTR	1	0	146,749	0
EAGLE BANCORP INC MD	COM	268948106	1,012	30,900	SH		OTR	1	0	30,900	0
SERVICENOW INC	COM	81762P102	390	964	SH		OTR	5	0	964	0
GENUINE PARTS CO	COM	372460105	333	3,827	SH		SOLE		3,827	0	0
APPLIED MATLS INC	COM	038222105	942	15,585	SH		OTR	5	0	15,585	0
DOVER CORP	COM	260003108	1,913	19,814	SH		OTR	1	0	19,814	0
UNITED RENTALS INC	COM	911363109	1,819	12,206	SH		OTR	1	0	12,206	0
MTS SYS CORP	COM	553777103	1,033	58,700	SH		OTR	1	0	58,700	0
SCIENCE APPLICATIONS INTL CO	COM	808625107	256	3,300	SH		SOLE		3,300	0	0
DOMINOS PIZZA INC	COM	25754A201	1,088	2,944	SH		SOLE		2,944	0	0
ISHARES TR	CORE MSCI EAFE	46432F842	0	0	SH		SOLE		0	0	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	14,435	9,689,000	PRN		OTR	1	0	9,689,000	0
MICROCHIP TECHNOLOGY INC.	COM	595017104	3,442	32,688	SH		OTR	1	0	32,688	0
ORACLE CORP	COM	68389X105	3,211	58,090	SH		SOLE		58,090	0	0
ALTRA INDL MOTION CORP	COM	02208R106	61	1,900	SH		SOLE		1,900	0	0
BMC STK HLDGS INC	COM	05591B109	2,732	108,666	SH		OTR	1	0	108,666	0
PNC FINL SVCS GROUP INC	COM	693475105	6,903	65,610	SH		OTR	1	0	65,610	0
FIDELITY NATL INFORMATION SV	COM	31620M106	12,687	94,618	SH		OTR	1	0	94,618	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	577	2,292	SH		SOLE		2,292	0	0
TRECORA RES	COM	894648104	80	12,700	SH		OTR	1	0	12,700	0
NUVEEN AMT FREE QLTY MUN INC	COM	670657105	24,952	1,795,140	SH		SOLE		1,795,140	0	0
THOR INDS INC	COM	885160101	284	2,664	SH		OTR	1	0	2,664	0
COSTCO WHSL CORP NEW	COM	22160K105	4,184	13,798	SH		SOLE		13,798	0	0
BLACKROCK MUNI INCOME INV QL	COM	09250G102	246	18,120	SH		OTR	1	0	18,120	0
AXON ENTERPRISE INC	COM	05464C101	1,639	16,700	SH		OTR	1	0	16,700	0
ECOLAB INC	COM	278865100	7,675	38,579	SH		OTR	1	0	38,579	0
SL GREEN RLTY CORP	COM	78440X101	1,856	37,660	SH		OTR	1	0	37,660	0
HESS CORP	COM	42809H107	1,776	34,285	SH		OTR	1	0	34,285	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	146	644	SH		OTR	5	0	644	0
VERINT SYS INC	COM	92343X100	45	1,000	SH		SOLE		1,000	0	0
DTE ENERGY CO	COM	233331107	3,006	27,966	SH		OTR	1	0	27,966	0
SCANSOURCE INC	COM	806037107	1,284	53,300	SH		OTR	1	0	53,300	0
LADDER CAP CORP	CL A	505743104	357	44,100	SH		SOLE		44,100	0	0
AMERICAN SOFTWARE INC	CL A	029683109	225	14,300	SH		SOLE		14,300	0	0
WATTS WATER TECHNOLOGIES INC	CL A	942749102	535	6,600	SH		SOLE		6,600	0	0
EAST WEST BANCORP INC	COM	27579R104	187	5,169	SH		SOLE		5,169	0	0
ALTRIA GROUP INC	COM	02209S103	10,810	275,402	SH		OTR	1	0	275,402	0
SYNOVUS FINL CORP	COM NEW	87161C501	600	29,203	SH		OTR	5	0	29,203	0
DISCOVERY INC	COM SER C	25470F302	153	7,940	SH		SOLE		7,940	0	0
NATUS MED INC DEL	COM	639050103	1,375	63,000	SH		OTR	1	0	63,000	0
MATERION CORP	COM	576690101	978	15,900	SH		OTR	1	0	15,900	0
CURTISS WRIGHT CORP	COM	231561101	2,675	29,963	SH		OTR	1	0	29,963	0
MERIDIAN BIOSCIENCE INC	COM	589584101	1,560	67,000	SH		OTR	1	0	67,000	0
BLACKROCK MUNIYLD MICH QLTY	COM	09254V105	6,128	451,928	SH		SOLE		451,928	0	0
A10 NETWORKS INC	COM	002121101	267	39,200	SH		SOLE		39,200	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	29,100	28,898,000	PRN		OTR	1	0	28,898,000	0
ABBOTT LABS	COM	002824100	4,404	48,166	SH		SOLE		48,166	0	0
FRANKLIN ELEC INC	COM	353514102	452	8,600	SH		SOLE		8,600	0	0
NIKE INC	CL B	654106103	582	5,940	SH		OTR	5	0	5,940	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	15,527	4,446,000	PRN		DFND	1	0	4,446,000	0
WARRIOR MET COAL INC	COM	93627C101	449	29,200	SH		SOLE		29,200	0	0
DUPONT DE NEMOURS INC	COM	26614N102	1,149	21,619	SH		SOLE		21,619	0	0
MID-AMER APT CMNTYS INC	COM	59522J103	402	3,507	SH		SOLE		3,507	0	0
GRAINGER W W INC	COM	384802104	1,839	5,853	SH		OTR	1	0	5,853	0
CSX CORP	COM	126408103	1,339	19,197	SH		SOLE		19,197	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	24,733	39,659	SH		OTR	1	0	39,659	0
BEAZER HOMES USA INC	COM NEW	07556Q881	463	46,000	SH		SOLE		46,000	0	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	9,300	10,350,000	PRN		SOLE		10,350,000	0	0
DELAWARE INVTS NATL MUN INCO	SH BEN INT	24610T108	3,136	256,199	SH		SOLE		256,199	0	0
VALLEY NATL BANCORP	COM	919794107	547	69,900	SH		OTR	1	0	69,900	0
3M CO	COM	88579Y101	12,917	82,806	SH		OTR	1	0	82,806	0
FOX CORP	CL A COM	35137L105	1,234	46,001	SH		OTR	1	0	46,001	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	17,631	13,126	SH		SOLE		13,126	0	0
APACHE CORP	COM	037411105	120	8,914	SH		SOLE		8,914	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	15,707	298,559	SH		OTR	1	0	298,559	0
GREEN DOT CORP	CL A	39304D102	780	15,900	SH		SOLE		15,900	0	0
SANDERSON FARMS INC	COM	800013104	197	1,700	SH		OTR	1	0	1,700	0
DTE ENERGY CO	COM	233331107	533	4,955	SH		SOLE		4,955	0	0
RYERSON HLDG CORP	COM	783754104	299	53,100	SH		OTR	1	0	53,100	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	3	25	SH		OTR	5	0	25	0
MSCI INC	COM	55354G100	8,551	25,617	SH		OTR	1	0	25,617	0
NEW ORIENTAL ED & TECHNOLOGY	SPON ADR	647581107	65	500	SH		SOLE		500	0	0
ARES MANAGEMENT CORPORATION	CL A COM STK	03990B101	99	2,500	SH		SOLE		2,500	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	6	103	SH		DFND	1	0	103	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	1,562	1,706,000	PRN		SOLE		1,706,000	0	0
EDGEWELL PERS CARE CO	COM	28035Q102	143	4,600	SH		SOLE		4,600	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	5,271	4,999,000	PRN		SOLE		4,999,000	0	0
LOWES COS INC	COM	548661107	15,796	116,902	SH		OTR	1	0	116,902	0
NU SKIN ENTERPRISES INC	CL A	67018T105	5,355	140,067	SH		OTR	1	0	140,067	0
JACOBS ENGR GROUP INC	COM	469814107	306	3,607	SH		SOLE		3,607	0	0
CABOT MICROELECTRONICS CORP	COM	12709P103	279	2,000	SH		OTR	1	0	2,000	0
SIMPSON MANUFACTURING CO INC	COM	829073105	1,122	13,300	SH		OTR	1	0	13,300	0
ROCKWELL AUTOMATION INC	COM	773903109	674	3,162	SH		SOLE		3,162	0	0
UNIVERSAL TECHNICAL INST INC	COM	913915104	182	26,200	SH		SOLE		26,200	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	18,743	13,587,000	PRN		OTR	1	0	13,587,000	0
BANCORP INC DEL	COM	05969A105	1,668	170,255	SH		OTR	1	0	170,255	0
FLUSHING FINL CORP	COM	343873105	258	22,355	SH		SOLE		22,355	0	0
STARBUCKS CORP	COM	855244109	12,560	170,674	SH		OTR	1	0	170,674	0
OCEANFIRST FINL CORP	COM	675234108	993	56,300	SH		OTR	1	0	56,300	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	79	55,119	SH		SOLE		55,119	0	0
CBOE GLOBAL MARKETS INC	COM	12503M108	272	2,918	SH		SOLE		2,918	0	0
ABBOTT LABS	COM	002824100	25,555	279,500	SH		OTR	1	0	279,500	0
TRAVELERS COMPANIES INC	COM	89417E109	4,791	42,006	SH		OTR	1	0	42,006	0
IDT CORP	CL B NEW	448947507	275	42,100	SH		SOLE		42,100	0	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	172	1,848	SH		SOLE		1,848	0	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	829	18,704	SH		OTR	1	0	18,704	0
MEDICAL PPTYS TRUST INC	COM	58463J304	193	10,275	SH		OTR	1	0	10,275	0
GENERAL ELECTRIC CO	COM	369604103	1,571	230,059	SH		SOLE		230,059	0	0
UNITED BANKSHARES INC WEST V	COM	909907107	656	23,700	SH		OTR	1	0	23,700	0
UMB FINL CORP	COM	902788108	222	4,300	SH		OTR	1	0	4,300	0
MURPHY USA INC	COM	626755102	3,304	29,346	SH		OTR	1	0	29,346	0
NVIDIA CORPORATION	COM	67066G104	7,753	20,408	SH		SOLE		20,408	0	0
MERCK & CO. INC	COM	58933Y105	1,810	23,405	SH		OTR	5	0	23,405	0
MYR GROUP INC DEL	COM	55405W104	933	29,235	SH		OTR	1	0	29,235	0
WILLIAMS COS INC	COM	969457100	4,359	229,167	SH		OTR	1	0	229,167	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	25,150	6,866,000	PRN		SOLE		6,866,000	0	0
EOG RES INC	COM	26875P101	5,075	100,171	SH		OTR	1	0	100,171	0
PILGRIMS PRIDE CORP	COM	72147K108	3,873	229,296	SH		OTR	1	0	229,296	0
WELLTOWER INC	COM	95040Q104	585	11,297	SH		SOLE		11,297	0	0
XEROX HOLDINGS CORP	COM NEW	98421M106	780	51,001	SH		OTR	5	0	51,001	0
MILLER INDS INC TENN	COM NEW	600551204	380	12,749	SH		OTR	1	0	12,749	0
REGENCY CTRS CORP	COM	758849103	213	4,643	SH		SOLE		4,643	0	0
SALESFORCE COM INC	COM	79466L302	1,351	7,212	SH		OTR	5	0	7,212	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	556,083	1,803,358	SH		OTR	3	0	1,803,358	0
Q2 HLDGS INC	NOTE 0.750% 2/1	74736LAB5	110	70,000	PRN		SOLE		70,000	0	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	652	6,094	SH		SOLE		6,094	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	3,013	5,907	SH		SOLE		5,907	0	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	1,813	22,929	SH		OTR	1	0	22,929	0
SOUTHERN NATL BANCORP OF VA	COM	843395104	75	7,700	SH		SOLE		7,700	0	0
BROADCOM INC	COM	11135F101	1,771	5,610	SH		OTR	5	0	5,610	0
ATKORE INTL GROUP INC	COM	047649108	546	19,954	SH		SOLE		19,954	0	0
CIGNA CORP NEW	COM	125523100	2,072	11,042	SH		SOLE		11,042	0	0
HEALTHEQUITY INC	COM	42226A107	1,555	26,500	SH		OTR	1	0	26,500	0
AXON ENTERPRISE INC	COM	05464C101	353	3,600	SH		SOLE		3,600	0	0
PUBLIC STORAGE	COM	74460D109	845	4,403	SH		SOLE		4,403	0	0
VALERO ENERGY CORP	COM	91913Y100	879	14,943	SH		SOLE		14,943	0	0
LINCOLN NATL CORP IND	COM	534187109	190	5,152	SH		SOLE		5,152	0	0
CLOROX CO DEL	COM	189054109	3,664	16,701	SH		OTR	1	0	16,701	0
EVERBRIDGE INC	COM	29978A104	512	3,700	SH		OTR	1	0	3,700	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	67	72,000	PRN		OTR	4	0	72,000	0
MITEK SYS INC	COM NEW	606710200	156	16,200	SH		SOLE		16,200	0	0
AUTODESK INC	COM	052769106	26,233	109,676	SH		OTR	1	0	109,676	0
BOEING CO	COM	097023105	17,383	94,831	SH		OTR	1	0	94,831	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	249	17,092	SH		SOLE		17,092	0	0
CDK GLOBAL INC	COM	12508E101	366	8,831	SH		OTR	5	0	8,831	0
ATN INTL INC	COM	00215F107	309	5,100	SH		OTR	1	0	5,100	0
ENTEGRIS INC	COM	29362U104	544	9,217	SH		OTR	1	0	9,217	0
NRG ENERGY INC	COM NEW	629377508	10,439	320,604	SH		OTR	1	0	320,604	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	69,750	19,042,000	PRN		OTR	1	0	19,042,000	0
FEDERATED HERMES INC	CL B	314211103	633	26,700	SH		SOLE		26,700	0	0
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	456237106	1,572	76,500	SH		OTR	1	0	76,500	0
WINNEBAGO INDS INC	COM	974637100	646	9,700	SH		SOLE		9,700	0	0
LYDALL INC DEL	COM	550819106	892	65,800	SH		OTR	1	0	65,800	0
EAST WEST BANCORP INC	COM	27579R104	1,812	50,008	SH		OTR	1	0	50,008	0
HUNT J B TRANS SVCS INC	COM	445658107	1,793	14,898	SH		OTR	1	0	14,898	0
CURO GROUP HOLDINGS CORP	COM	23131L107	651	79,700	SH		OTR	1	0	79,700	0
CABOT OIL & GAS CORP	COM	127097103	2,914	169,625	SH		OTR	1	0	169,625	0
BANKUNITED INC	COM	06652K103	162	8,000	SH		SOLE		8,000	0	0
ACM RESEARCH INC	COM CL A	00108J109	81	1,300	SH		SOLE		1,300	0	0
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	456237106	345	16,800	SH		SOLE		16,800	0	0
VORNADO RLTY TR	SH BEN INT	929042109	848	22,191	SH		OTR	1	0	22,191	0
CABLE ONE INC	COM	12685J105	564	318	SH		OTR	1	0	318	0
AT&T INC	COM	00206R102	885	29,270	SH		OTR	5	0	29,270	0
PCTEL INC	COM	69325Q105	45	6,800	SH		SOLE		6,800	0	0
KNOLL INC	COM NEW	498904200	61	5,000	SH		SOLE		5,000	0	0
CRANE CO	COM	224399105	71	1,188	SH		SOLE		1,188	0	0
TEXTRON INC	COM	883203101	768	23,340	SH		SOLE		23,340	0	0
BOSTON BEER INC	CL A	100557107	2,683	5,000	SH		OTR	1	0	5,000	0
XYLEM INC	COM	98419M100	307	4,729	SH		SOLE		4,729	0	0
ZYNEX INC	COM	98986M103	1,607	64,600	SH		OTR	1	0	64,600	0
CME GROUP INC	COM	12572Q105	8,825	54,297	SH		OTR	1	0	54,297	0
FACEBOOK INC	CL A	30303M102	14,932	65,759	SH		SOLE		65,759	0	0
MDU RES GROUP INC	COM	552690109	286	12,900	SH		SOLE		12,900	0	0
RAYONIER INC	COM	754907103	16	636	SH		SOLE		636	0	0
BCB BANCORP INC	COM	055298103	49	5,305	SH		SOLE		5,305	0	0
BROOKFIELD REAL ASSETS INCOM	SHS BEN INT	112830104	388	23,284	SH		SOLE		23,284	0	0
COMMUNITY HEALTHCARE TR INC	COM	20369C106	200	4,900	SH		SOLE		4,900	0	0
WASTE MGMT INC DEL	COM	94106L109	6,956	65,676	SH		OTR	1	0	65,676	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	431	15,649	SH		SOLE		15,649	0	0
TOPBUILD CORP	COM	89055F103	125	1,100	SH		SOLE		1,100	0	0
TERADYNE INC	NOTE 1.250%12/1	880770AG7	389	145,000	PRN		SOLE		145,000	0	0
GENERAL MTRS CO	COM	37045V100	5,176	204,581	SH		OTR	1	0	204,581	0
GLOBALSCAPE INC	COM	37940G109	289	29,600	SH		OTR	1	0	29,600	0
IAC INTERACTIVECORP	COM	44919P508	81	250	SH		SOLE		250	0	0
METLIFE INC	COM	59156R108	1,372	37,569	SH		SOLE		37,569	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	2,311	13,811	SH		SOLE		13,811	0	0
TWIN RIV WORLDWIDE HLDGS INC	COM	90171V204	158	7,100	SH		SOLE		7,100	0	0
WATTS WATER TECHNOLOGIES INC	CL A	942749102	2,471	30,500	SH		OTR	1	0	30,500	0
HONEYWELL INTL INC	COM	438516106	2,736	18,925	SH		SOLE		18,925	0	0
HEALTHSTREAM INC	COM	42222N103	281	12,700	SH		SOLE		12,700	0	0
BMC STK HLDGS INC	COM	05591B109	588	23,400	SH		SOLE		23,400	0	0
DBX ETF TR	XTRACK HRVST CSI	233051879	3,114	104,799	SH		OTR	1	0	104,799	0
UNUM GROUP	COM	91529Y106	426	25,675	SH		OTR	5	0	25,675	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	440	5,606	SH		OTR	5	0	5,606	0
HOOKER FURNITURE CORP	COM	439038100	43	2,200	SH		SOLE		2,200	0	0
TEXAS ROADHOUSE INC	COM	882681109	1,462	27,815	SH		OTR	1	0	27,815	0
VERINT SYS INC	COM	92343X100	212	4,700	SH		OTR	1	0	4,700	0
PG&E CORP	COM	69331C108	0	0	SH		SOLE		0	0	0
AZZ INC	COM	002474104	2,473	72,059	SH		OTR	1	0	72,059	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	9,417	67,468	SH		OTR	1	0	67,468	0
DISCOVERY INC	COM SER A	25470F104	66	3,150	SH		SOLE		3,150	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	5,440	95,737	SH		OTR	1	0	95,737	0
FEDERATED HERMES INC	CL B	314211103	2,929	123,600	SH		OTR	1	0	123,600	0
DUKE REALTY CORP	COM NEW	264411505	5,815	164,325	SH		OTR	1	0	164,325	0
VISA INC	COM CL A	92826C839	8,787	45,486	SH		SOLE		45,486	0	0
CNX RESOURCES CORPORATION	COM	12653C108	2,294	265,200	SH		OTR	1	0	265,200	0
AMERICAN AIRLS GROUP INC	NOTE 6.500% 7/0	02376RAF9	3,469	3,670,000	PRN		SOLE		3,670,000	0	0
AVERY DENNISON CORP	COM	053611109	226	1,984	SH		SOLE		1,984	0	0
HOME BANCSHARES INC	COM	436893200	45	2,900	SH		SOLE		2,900	0	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	4,200	3,994,000	PRN		SOLE		3,994,000	0	0
ARAMARK	COM	03852U106	1,271	56,322	SH		OTR	1	0	56,322	0
VERISK ANALYTICS INC	COM	92345Y106	9,720	57,111	SH		OTR	1	0	57,111	0
TRANSUNION	COM	89400J107	52	600	SH		SOLE		600	0	0
HOMESTREET INC	COM	43785V102	231	9,400	SH		SOLE		9,400	0	0
HIGHLAND INCOME FD	HIGHLAND INCOME	43010E404	376	46,685	SH		SOLE		46,685	0	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	4,690	4,288,000	PRN		SOLE		4,288,000	0	0
PERSPECTA INC	COM	715347100	3,324	143,100	SH		OTR	1	0	143,100	0
PROGRESSIVE CORP OHIO	COM	743315103	7,221	90,134	SH		OTR	1	0	90,134	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	142	1,661	SH		SOLE		1,661	0	0
PATRICK INDS INC	COM	703343103	224	3,651	SH		SOLE		3,651	0	0
AMICUS THERAPEUTICS INC	COM	03152W109	2,527	167,541	SH		OTR	1	0	167,541	0
BJS WHSL CLUB HLDGS INC	COM	05550J101	398	10,666	SH		SOLE		10,666	0	0
WORLD FUEL SVCS CORP	COM	981475106	569	22,100	SH		SOLE		22,100	0	0
PLYMOUTH INDL REIT INC	COM	729640102	129	10,100	SH		SOLE		10,100	0	0
F5 NETWORKS INC	COM	315616102	240	1,722	SH		SOLE		1,722	0	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	791	51,800	SH		OTR	1	0	51,800	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	7,306	43,981	SH		OTR	1	0	43,981	0
YUM CHINA HLDGS INC	COM	98850P109	5,677	118,105	SH		OTR	1	0	118,105	0
DOW INC	COM	260557103	5,013	122,979	SH		OTR	1	0	122,979	0
DOMINION ENERGY INC	COM	25746U109	11,166	137,545	SH		OTR	1	0	137,545	0
HUNTINGTON INGALLS INDS INC	COM	446413106	2,034	11,656	SH		OTR	1	0	11,656	0
CINCINNATI BELL INC NEW	COM NEW	171871502	2,409	162,200	SH		OTR	1	0	162,200	0
ALTICE USA INC	CL A	02156K103	11,212	497,428	SH		OTR	1	0	497,428	0
TWILIO INC	CL A	90138F102	5,394	24,584	SH		OTR	1	0	24,584	0
TWILIO INC	NOTE 0.250% 6/0	90138FAB8	17,192	5,532,000	PRN		OTR	1	0	5,532,000	0
LIFEVANTAGE CORP	COM NEW	53222K205	277	20,500	SH		SOLE		20,500	0	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	9,895	6,581,000	PRN		OTR	1	0	6,581,000	0
DHI GROUP INC	COM	23331S100	373	177,600	SH		OTR	1	0	177,600	0
CARRIER GLOBAL CORPORATION	COM	14448C104	2,704	121,680	SH		OTR	1	0	121,680	0
TRINET GROUP INC	COM	896288107	372	6,100	SH		SOLE		6,100	0	0
MIRATI THERAPEUTICS INC	COM	60468T105	2,375	20,800	SH		OTR	1	0	20,800	0
LA Z BOY INC	COM	505336107	879	32,500	SH		OTR	1	0	32,500	0
PULTE GROUP INC	COM	745867101	12,080	354,971	SH		OTR	1	0	354,971	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	1,218	42,900	SH		OTR	1	0	42,900	0
NORTHERN TR CORP	COM	665859104	440	5,547	SH		SOLE		5,547	0	0
SHYFT GROUP INC	COM	825698103	510	30,300	SH		OTR	1	0	30,300	0
KRATON CORPORATION	COM	50077C106	242	14,000	SH		SOLE		14,000	0	0
AUTOZONE INC	COM	053332102	681	604	SH		SOLE		604	0	0
ADVERUM BIOTECHNOLOGIES INC	COM	00773U108	654	31,300	SH		OTR	1	0	31,300	0
COSTCO WHSL CORP NEW	COM	22160K105	29,448	97,121	SH		OTR	1	0	97,121	0
NEW ORIENTAL ED & TECHNOLOGY	SPON ADR	647581107	443	3,400	SH		OTR	1	0	3,400	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	7,903	101,589	SH		OTR	1	0	101,589	0
BOOZ ALLEN HAMILTON HLDG COR	CL A	099502106	202	2,600	SH		SOLE		2,600	0	0
DXC TECHNOLOGY CO	COM	23355L106	10,212	618,909	SH		OTR	1	0	618,909	0
XYLEM INC	COM	98419M100	1,547	23,820	SH		OTR	1	0	23,820	0
CORESITE RLTY CORP	COM	21870Q105	2,200	18,174	SH		OTR	1	0	18,174	0
TENNANT CO	COM	880345103	848	13,048	SH		OTR	1	0	13,048	0
HASBRO INC	COM	418056107	1,269	16,934	SH		OTR	1	0	16,934	0
CENTERPOINT ENERGY INC	DEP RP PFD CV B	15189T503	1,797	50,200	SH		SOLE		50,200	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	1,339	14,616	SH		OTR	5	0	14,616	0
VISA INC	COM CL A	92826C839	2,722	14,090	SH		OTR	5	0	14,090	0
WEST BANCORPORATION INC	CAP STK	95123P106	394	22,500	SH		OTR	1	0	22,500	0
AES CORP	COM	00130H105	7,111	490,748	SH		OTR	1	0	490,748	0
HOST HOTELS & RESORTS INC	COM	44107P104	1,129	104,662	SH		OTR	1	0	104,662	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	594	28,700	SH		SOLE		28,700	0	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	862	34,800	SH		OTR	1	0	34,800	0
INPHI CORP	COM	45772F107	4,767	40,571	SH		OTR	1	0	40,571	0
DURECT CORP	COM	266605104	110	47,200	SH		SOLE		47,200	0	0
CINTAS CORP	COM	172908105	583	2,190	SH		SOLE		2,190	0	0
ALLSTATE CORP	COM	020002101	802	8,268	SH		SOLE		8,268	0	0
RADIUS HEALTH INC	COM NEW	750469207	814	59,739	SH		OTR	1	0	59,739	0
NEXTERA ENERGY INC	COM	65339F101	22,660	94,350	SH		OTR	1	0	94,350	0
CVB FINL CORP	COM	126600105	56	3,000	SH		SOLE		3,000	0	0
CHANNELADVISOR CORP	COM	159179100	116	7,300	SH		SOLE		7,300	0	0
SMUCKER J M CO	COM NEW	832696405	326	3,080	SH		SOLE		3,080	0	0
PACIRA BIOSCIENCES	COM	695127100	692	13,197	SH		SOLE		13,197	0	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	19,078	19,630,000	PRN		OTR	1	0	19,630,000	0
CHEGG INC	NOTE 0.250% 5/1	163092AB5	214	85,000	PRN		SOLE		85,000	0	0
INDEXIQ ETF TR	IQ CNDRM ESG INT	45409B453	9,098	397,300	SH		OTR	3	0	397,300	0
MCKESSON CORP	COM	58155Q103	1,437	9,365	SH		SOLE		9,365	0	0
PPG INDS INC	COM	693506107	3,316	31,263	SH		OTR	1	0	31,263	0
MATRIX SVC CO	COM	576853105	110	11,333	SH		SOLE		11,333	0	0
MONMOUTH REAL ESTATE INVT CO	CL A	609720107	1,579	109,000	SH		OTR	1	0	109,000	0
SPDR GOLD TR	GOLD SHS	78463V107	0	0	SH		SOLE		0	0	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	496	21,750	SH		OTR	1	0	21,750	0
MCKESSON CORP	COM	58155Q103	1,120	7,299	SH		OTR	5	0	7,299	0
SHARPS COMPLIANCE CORP	COM	820017101	44	6,300	SH		SOLE		6,300	0	0
DOMINION ENERGY INC	COM	25746U109	251	3,091	SH		OTR	5	0	3,091	0
EATON VANCE MUN BD FD	COM	27827X101	467	36,718	SH		SOLE		36,718	0	0
KAR AUCTION SVCS INC	COM	48238T109	460	33,400	SH		OTR	1	0	33,400	0
BORGWARNER INC	COM	099724106	172	4,865	SH		SOLE		4,865	0	0
ROKU INC	COM CL A	77543R102	2,324	19,947	SH		OTR	1	0	19,947	0
WORKIVA INC	COM CL A	98139A105	503	9,400	SH		OTR	1	0	9,400	0
INGLES MKTS INC	CL A	457030104	211	4,900	SH		OTR	1	0	4,900	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	2,531	85,998	SH		OTR	1	0	85,998	0
TWILIO INC	NOTE 0.250% 6/0	90138FAB8	6,063	1,951,000	PRN		SOLE		1,951,000	0	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	398	11,582	SH		SOLE		11,582	0	0
SALESFORCE COM INC	COM	79466L302	44,467	237,370	SH		OTR	1	0	237,370	0
AGILENT TECHNOLOGIES INC	COM	00846U101	4,211	47,650	SH		OTR	1	0	47,650	0
MYRIAD GENETICS INC	COM	62855J104	143	12,621	SH		SOLE		12,621	0	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	207	3,667	SH		SOLE		3,667	0	0
GENMARK DIAGNOSTICS INC	COM	372309104	588	40,000	SH		OTR	1	0	40,000	0
PHYSICIANS RLTY TR	COM	71943U104	1,007	57,500	SH		OTR	1	0	57,500	0
ILLINOIS TOOL WKS INC	COM	452308109	1,348	7,712	SH		SOLE		7,712	0	0
LEGGETT & PLATT INC	COM	524660107	109	3,088	SH		SOLE		3,088	0	0
PRUDENTIAL FINL INC	COM	744320102	4,014	65,914	SH		OTR	1	0	65,914	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	18,782	60,909	SH		OTR	1	0	60,909	0
STEELCASE INC	CL A	858155203	1,142	94,728	SH		OTR	1	0	94,728	0
AMERICAN TOWER CORP NEW	COM	03027X100	3,685	14,252	SH		SOLE		14,252	0	0
IMMUNOMEDICS INC	COM	452907108	1,152	32,500	SH		OTR	1	0	32,500	0
AMERICAN INTL GROUP INC	COM NEW	026874784	182	5,839	SH		OTR	5	0	5,839	0
WEST BANCORPORATION INC	CAP STK	95123P106	86	4,900	SH		SOLE		4,900	0	0
FRANKLIN RESOURCES INC	COM	354613101	1,885	89,904	SH		OTR	1	0	89,904	0
CALIX INC	COM	13100M509	69	4,600	SH		SOLE		4,600	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	386	13,770	SH		SOLE		13,770	0	0
YELP INC	CL A	985817105	1,656	71,600	SH		OTR	1	0	71,600	0
PGIM GLOBAL HIGH YIELD FD FO	COM	69346J106	390	30,653	SH		SOLE		30,653	0	0
CDW CORP	COM	12514G108	459	3,954	SH		SOLE		3,954	0	0
ENPRO INDS INC	COM	29355X107	113	2,300	SH		SOLE		2,300	0	0
CF INDS HLDGS INC	COM	125269100	719	25,567	SH		SOLE		25,567	0	0
TRIPLE-S MGMT CORP	CL B	896749108	169	8,900	SH		OTR	1	0	8,900	0
TRUIST FINL CORP	COM	89832Q109	11,617	309,363	SH		OTR	1	0	309,363	0
NAUTILUS INC	COM	63910B102	2,130	229,800	SH		OTR	1	0	229,800	0
CHEVRON CORP NEW	COM	166764100	4,772	53,485	SH		SOLE		53,485	0	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	225	21,767	SH		SOLE		21,767	0	0
QURATE RETAIL INC	COM SER A	74915M100	15,057	1,584,993	SH		OTR	1	0	1,584,993	0
REGAL BELOIT CORP	COM	758750103	369	4,228	SH		SOLE		4,228	0	0
BORGWARNER INC	COM	099724106	966	27,358	SH		OTR	1	0	27,358	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	2,204	2,167,000	PRN		SOLE		2,167,000	0	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	79	68,000	PRN		OTR	4	0	68,000	0
DIME CMNTY BANCSHARES INC	COM	253922108	669	48,712	SH		OTR	1	0	48,712	0
MICROSOFT CORP	COM	594918104	48,352	237,592	SH		SOLE		237,592	0	0
TEXAS ROADHOUSE INC	COM	882681109	321	6,100	SH		SOLE		6,100	0	0
TREDEGAR CORP	COM	894650100	180	11,675	SH		SOLE		11,675	0	0
SPX CORP	COM	784635104	2,255	54,800	SH		OTR	1	0	54,800	0
CANNAE HLDGS INC	COM	13765N107	843	20,500	SH		OTR	1	0	20,500	0
MANPOWERGROUP INC	COM	56418H100	845	12,292	SH		OTR	5	0	12,292	0
STATE STR CORP	COM	857477103	1,068	16,803	SH		OTR	5	0	16,803	0
FRANKLIN RESOURCES INC	COM	354613101	31	1,484	SH		OTR	5	0	1,484	0
ROSS STORES INC	COM	778296103	811	9,518	SH		SOLE		9,518	0	0
FIRSTENERGY CORP	COM	337932107	554	14,290	SH		SOLE		14,290	0	0
LEXICON PHARMACEUTICALS INC	NOTE 5.250%12/0	528872AB0	12	30,000	PRN		SOLE		30,000	0	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	139	1,800	SH		SOLE		1,800	0	0
OWENS CORNING NEW	COM	690742101	632	11,336	SH		SOLE		11,336	0	0
LILLY ELI & CO	COM	532457108	60	365	SH		OTR	5	0	365	0
DTE ENERGY CO	COM	233331107	19	181	SH		OTR	5	0	181	0
J2 GLOBAL INC	COM	48123V102	405	6,400	SH		OTR	1	0	6,400	0
MARRIOTT INTL INC NEW	CL A	571903202	619	7,218	SH		SOLE		7,218	0	0
VALVOLINE INC	COM	92047W101	0	0	SH		SOLE		0	0	0
GLOBALSCAPE INC	COM	37940G109	62	6,400	SH		SOLE		6,400	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	2,164	16,136	SH		SOLE		16,136	0	0
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	142	4,800	SH		SOLE		4,800	0	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	0	0	SH		SOLE		0	0	0
FACEBOOK INC	CL A	30303M102	5,464	24,061	SH		OTR	5	0	24,061	0
CONMED CORP	NOTE 2.625% 2/0	207410AF8	25,248	24,010,000	PRN		OTR	1	0	24,010,000	0
BLACKLINE INC	COM	09239B109	1,310	15,800	SH		OTR	1	0	15,800	0
GENERAL MTRS CO	COM	37045V100	836	33,053	SH		SOLE		33,053	0	0
COPART INC	COM	217204106	451	5,418	SH		SOLE		5,418	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	9,866	55,270	SH		SOLE		55,270	0	0
DISCOVER FINL SVCS	COM	254709108	2,490	49,720	SH		OTR	1	0	49,720	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	618	3,811	SH		SOLE		3,811	0	0
ADT INC DEL	COM	00090Q103	271	33,955	SH		OTR	1	0	33,955	0
XEROX HOLDINGS CORP	COM NEW	98421M106	6,059	396,276	SH		OTR	1	0	396,276	0
PHYSICIANS RLTY TR	COM	71943U104	219	12,500	SH		SOLE		12,500	0	0
VIAVI SOLUTIONS INC	COM	925550105	911	71,500	SH		OTR	1	0	71,500	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	25,709	19,816	SH		OTR	1	0	19,816	0
PIONEER MUN HIGH INCOME TR	COM SHS	723763108	959	84,969	SH		OTR	1	0	84,969	0
NEWELL BRANDS INC	COM	651229106	802	50,479	SH		OTR	1	0	50,479	0
ANNALY CAPITAL MANAGEMENT IN	COM	035710409	1,132	172,580	SH		SOLE		172,580	0	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	68	862	SH		SOLE		862	0	0
AMEDISYS INC	COM	023436108	3,058	15,400	SH		OTR	1	0	15,400	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	2,825	23,390	SH		SOLE		23,390	0	0
LUNA INNOVATIONS	COM	550351100	227	38,800	SH		OTR	1	0	38,800	0
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	10,716	6,357,000	PRN		OTR	1	0	6,357,000	0
BLACKROCK INC	COM	09247X101	2,154	3,959	SH		SOLE		3,959	0	0
CIRRUS LOGIC INC	COM	172755100	5,304	85,857	SH		OTR	1	0	85,857	0
DROPBOX INC	CL A	26210C104	13,396	615,334	SH		OTR	1	0	615,334	0
CHURCH & DWIGHT INC	COM	171340102	2,525	32,661	SH		OTR	1	0	32,661	0
BRUKER CORP	COM	116794108	479	11,781	SH		SOLE		11,781	0	0
STAMPS COM INC	COM NEW	852857200	735	4,000	SH		SOLE		4,000	0	0
AUTODESK INC	COM	052769106	1,442	6,027	SH		OTR	5	0	6,027	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	3,991	3,928,000	PRN		SOLE		3,928,000	0	0
SERVICENOW INC	COM	81762P102	27,255	67,287	SH		OTR	1	0	67,287	0
MARATHON OIL CORP	COM	565849106	654	106,917	SH		OTR	1	0	106,917	0
TAPESTRY INC	COM	876030107	86	6,491	SH		SOLE		6,491	0	0
TRAVELERS COMPANIES INC	COM	89417E109	740	6,487	SH		SOLE		6,487	0	0
PARKER HANNIFIN CORP	COM	701094104	648	3,535	SH		SOLE		3,535	0	0
IQVIA HLDGS INC	COM	46266C105	1,071	7,550	SH		OTR	5	0	7,550	0
BOEING CO	COM	097023105	3,034	16,553	SH		SOLE		16,553	0	0
BLUE BIRD CORP	COM	095306106	1,226	81,774	SH		OTR	1	0	81,774	0
SOUTHERN CO	COM	842587107	8,583	165,539	SH		OTR	1	0	165,539	0
NORTHERN TR CORP	COM	665859104	2,253	28,400	SH		OTR	1	0	28,400	0
WATERS CORP	COM	941848103	304	1,686	SH		SOLE		1,686	0	0
STAG INDL INC	COM	85254J102	135	4,600	SH		SOLE		4,600	0	0
ARTISAN PARTNERS ASSET MGMT	CL A	04316A108	618	19,000	SH		SOLE		19,000	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	747	710	SH		SOLE		710	0	0
FIRST FINL BANKSHARES	COM	32020R109	176	6,100	SH		SOLE		6,100	0	0
TELADOC HEALTH INC	NOTE 3.000%12/1	87918AAB1	160	37,000	PRN		OTR	4	0	37,000	0
PALO ALTO NETWORKS INC	COM	697435105	16,428	71,530	SH		OTR	1	0	71,530	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	1,209	10,810	SH		OTR	1	0	10,810	0
PAYPAL HLDGS INC	COM	70450Y103	55,064	316,042	SH		OTR	1	0	316,042	0
HUNT J B TRANS SVCS INC	COM	445658107	245	2,035	SH		SOLE		2,035	0	0
GLOBAL WTR RES INC	COM	379463102	32	3,000	SH		SOLE		3,000	0	0
FRANKLIN RESOURCES INC	COM	354613101	160	7,613	SH		SOLE		7,613	0	0
JOHNSON & JOHNSON	COM	478160104	66,293	471,402	SH		OTR	1	0	471,402	0
ENPRO INDS INC	COM	29355X107	508	10,300	SH		OTR	1	0	10,300	0
PPL CORP	COM	69351T106	1,010	39,106	SH		SOLE		39,106	0	0
YELP INC	CL A	985817105	356	15,400	SH		SOLE		15,400	0	0
SPS COMMERCE INC	COM	78463M107	3,298	43,908	SH		OTR	1	0	43,908	0
CAMDEN PPTY TR	SH BEN INT	133131102	638	6,994	SH		OTR	1	0	6,994	0
QCR HOLDINGS INC	COM	74727A104	452	14,500	SH		OTR	1	0	14,500	0
PVH CORPORATION	COM	693656100	83	1,732	SH		SOLE		1,732	0	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	24,898	24,506,000	PRN		OTR	1	0	24,506,000	0
MCKESSON CORP	COM	58155Q103	27,323	178,093	SH		OTR	1	0	178,093	0
HOLOGIC INC	COM	436440101	7,148	125,396	SH		OTR	1	0	125,396	0
TALOS ENERGY INC	COM	87484T108	25,831	2,807,671	SH		OTR	1	0	2,807,671	0
FIRST BANCORP P R	COM NEW	318672706	79	14,100	SH		OTR	1	0	14,100	0
BENCHMARK ELECTRS INC	COM	08160H101	540	25,000	SH		OTR	1	0	25,000	0
PRIMO WATER CORPORATION	COM	74167P108	217	15,800	SH		SOLE		15,800	0	0
TRANSUNION	COM	89400J107	5,844	67,137	SH		OTR	1	0	67,137	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	37	1,000	SH		SOLE		1,000	0	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	558	33,899	SH		OTR	1	0	33,899	0
TJX COS INC NEW	COM	872540109	3	58	SH		OTR	5	0	58	0
INTERFACE INC	COM	458665304	261	32,100	SH		SOLE		32,100	0	0
APACHE CORP	COM	037411105	1,442	106,840	SH		OTR	1	0	106,840	0
TESLA INC	NOTE 2.375% 3/1	88160RAD3	169	51,000	PRN		OTR	4	0	51,000	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	209	30,800	SH		OTR	1	0	30,800	0
POLYONE CORP	COM	73179P106	2,933	111,800	SH		OTR	1	0	111,800	0
BLOOMIN BRANDS INC	COM	094235108	155	14,500	SH		OTR	1	0	14,500	0
RENEWABLE ENERGY GROUP INC	COM NEW	75972A301	186	7,500	SH		SOLE		7,500	0	0
QUOTIENT TECHNOLOGY INC	NOTE 1.750%12/0	749119AB9	13,179	14,543,000	PRN		OTR	1	0	14,543,000	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	16,778	13,701,000	PRN		SOLE		13,701,000	0	0
PACWEST BANCORP DEL	COM	695263103	343	17,400	SH		SOLE		17,400	0	0
PROVIDENT FINL SVCS INC	COM	74386T105	504	34,900	SH		SOLE		34,900	0	0
AFLAC INC	COM	001055102	16	448	SH		OTR	5	0	448	0
HEALTHCARE RLTY TR	COM	421946104	146	5,000	SH		SOLE		5,000	0	0
CSX CORP	COM	126408103	13,175	188,914	SH		OTR	1	0	188,914	0
KORN FERRY	COM NEW	500643200	65	2,100	SH		SOLE		2,100	0	0
KIMCO RLTY CORP	COM	49446R109	131	10,230	SH		SOLE		10,230	0	0
LUMENTUM HLDGS INC	COM	55024U109	708	8,700	SH		OTR	1	0	8,700	0
MASTECH DIGITAL INC	COM	57633B100	449	17,300	SH		OTR	1	0	17,300	0
WINNEBAGO INDS INC	COM	974637100	2,985	44,800	SH		OTR	1	0	44,800	0
OP BANCORP	COM	67109R109	375	54,400	SH		OTR	1	0	54,400	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	3,782	10,438	SH		SOLE		10,438	0	0
HANESBRANDS INC	COM	410345102	95	8,432	SH		SOLE		8,432	0	0
HIBBETT SPORTS INC	COM	428567101	50	2,400	SH		SOLE		2,400	0	0
EMERALD HOLDING INC	COM	29103W104	104	33,900	SH		OTR	1	0	33,900	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	13,360	79,834	SH		OTR	1	0	79,834	0
MEDPACE HLDGS INC	COM	58506Q109	223	2,400	SH		SOLE		2,400	0	0
LEIDOS HOLDINGS INC	COM	525327102	962	10,275	SH		OTR	5	0	10,275	0
XILINX INC	COM	983919101	628	6,383	SH		SOLE		6,383	0	0
BLACKROCK MUNIHLDNGS CALI QL	COM	09254L107	3,538	250,373	SH		OTR	1	0	250,373	0
ETSY INC	COM	29786A106	11	100	SH		SOLE		100	0	0
DISCOVERY INC	COM SER A	25470F104	441	20,906	SH		OTR	1	0	20,906	0
NASDAQ INC	COM	631103108	363	3,037	SH		SOLE		3,037	0	0
ENTERGY CORP NEW	COM	29364G103	549	5,848	SH		SOLE		5,848	0	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	5,633	481,489	SH		SOLE		481,489	0	0
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	118	4,300	SH		SOLE		4,300	0	0
WESTROCK CO	COM	96145D105	199	7,056	SH		SOLE		7,056	0	0
ZENDESK INC	NOTE 0.250% 3/1	98936JAB7	1,875	1,255,000	PRN		SOLE		1,255,000	0	0
HALLIBURTON CO	COM	406216101	1,504	115,848	SH		OTR	1	0	115,848	0
DISCOVERY INC	COM SER C	25470F302	786	40,824	SH		OTR	1	0	40,824	0
MARRIOTT VACTINS WORLDWID CO	COM	57164Y107	288	3,500	SH		OTR	1	0	3,500	0
KIMBALL ELECTRONICS INC	COM	49428J109	1,726	127,500	SH		OTR	1	0	127,500	0
BLACKROCK INVT QUALITY MUN T	COM	09247D105	1,324	85,722	SH		SOLE		85,722	0	0
ADVANCED ENERGY INDS	COM	007973100	556	8,200	SH		SOLE		8,200	0	0
KFORCE INC	COM	493732101	1,729	59,100	SH		OTR	1	0	59,100	0
STEEL DYNAMICS INC	COM	858119100	6,043	231,633	SH		OTR	1	0	231,633	0
ILLUMINA INC	NOTE 8/1	452327AK5	1,870	1,706,000	PRN		SOLE		1,706,000	0	0
FIRST FNDTN INC	COM	32026V104	373	22,810	SH		SOLE		22,810	0	0
FIRST LONG IS CORP	COM	320734106	165	10,114	SH		SOLE		10,114	0	0
CNX RESOURCES CORPORATION	COM	12653C108	496	57,300	SH		SOLE		57,300	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	551	8,064	SH		SOLE		8,064	0	0
SUPERNUS PHARMACEUTICALS INC	COM	868459108	131	5,500	SH		SOLE		5,500	0	0
TENABLE HLDGS INC	COM	88025T102	259	8,700	SH		OTR	1	0	8,700	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	101	74,000	PRN		OTR	4	0	74,000	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	2,847	44,540	SH		OTR	1	0	44,540	0
CENTENE CORP DEL	COM	15135B101	5,879	92,517	SH		OTR	1	0	92,517	0
CROWN HLDGS INC	COM	228368106	1,559	23,942	SH		OTR	1	0	23,942	0
IRON MTN INC NEW	COM	46284V101	194	7,452	SH		SOLE		7,452	0	0
TWITTER INC	COM	90184L102	3,114	104,545	SH		OTR	1	0	104,545	0
GRAHAM HLDGS CO	COM CL B	384637104	0	0	SH		SOLE		0	0	0
DELAWARE INVTS MINN MUN INCO	COM	24610V103	7,140	564,399	SH		SOLE		564,399	0	0
CUTERA INC	COM	232109108	174	14,300	SH		OTR	1	0	14,300	0
AMERICAN NATL INS CO	COM	028591105	0	0	SH		SOLE		0	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	18,064	8,098,000	PRN		DFND	1	0	8,098,000	0
SOUTHWEST AIRLS CO	COM	844741108	2,443	71,462	SH		OTR	1	0	71,462	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	29,052	18,118,000	PRN		OTR	1	0	18,118,000	0
DIGITAL RLTY TR INC	COM	253868103	13,188	92,801	SH		OTR	1	0	92,801	0
POLARIS INC	COM	731068102	0	0	SH		SOLE		0	0	0
ALTICE USA INC	CL A	02156K103	550	24,408	SH		SOLE		24,408	0	0
F5 NETWORKS INC	COM	315616102	1,108	7,941	SH		OTR	1	0	7,941	0
WINMARK CORP	COM	974250102	68	400	SH		SOLE		400	0	0
CME GROUP INC	COM	12572Q105	1,509	9,286	SH		SOLE		9,286	0	0
ETSY INC	NOTE 3/0	29786AAC0	9,083	3,115,000	PRN		DFND	1	0	3,115,000	0
CONSOLIDATED COMM HLDGS INC	COM	209034107	45	6,600	SH		SOLE		6,600	0	0
AGCO CORP	COM	001084102	313	5,647	SH		SOLE		5,647	0	0
ARTISAN PARTNERS ASSET MGMT	CL A	04316A108	2,886	88,800	SH		OTR	1	0	88,800	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	727	11,806	SH		OTR	5	0	11,806	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	64	49	SH		OTR	4	0	49	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	1,534	19,207	SH		SOLE		19,207	0	0
SLEEP NUMBER CORP	COM	83125X103	595	14,300	SH		SOLE		14,300	0	0
EVERCORE INC	CLASS A	29977A105	538	9,135	SH		SOLE		9,135	0	0
CHERRY HILL MTG INVT CORP	COM	164651101	159	17,600	SH		SOLE		17,600	0	0
CITIZENS FINANCIAL GROUP INC	COM	174610105	299	11,845	SH		SOLE		11,845	0	0
BANCORPSOUTH BK TUPELO MISS	COM	05971J102	175	7,700	SH		OTR	1	0	7,700	0
NEOPHOTONICS CORP	COM	64051T100	1,308	147,300	SH		OTR	1	0	147,300	0
ENCORE WIRE CORP	COM	292562105	2,384	48,835	SH		OTR	1	0	48,835	0
DELEK US HLDGS INC NEW	COM	24665A103	146	8,400	SH		OTR	1	0	8,400	0
CSX CORP	COM	126408103	1,256	18,009	SH		OTR	5	0	18,009	0
VIPSHOP HOLDINGS LIMITED	SPONSORED ADS A	92763W103	882	44,300	SH		OTR	1	0	44,300	0
PRESTIGE CONSMR HEALTHCARE I	COM	74112D101	548	14,600	SH		SOLE		14,600	0	0
AMERICAS CAR MART INC	COM	03062T105	931	10,600	SH		OTR	1	0	10,600	0
ARISTA NETWORKS INC	COM	040413106	1,514	7,208	SH		OTR	1	0	7,208	0
PEPSICO INC	COM	713448108	698	5,279	SH		OTR	5	0	5,279	0
NUVEEN PENNSYLVANIA QLT MUN	COM	670972108	7,640	563,000	SH		SOLE		563,000	0	0
AMETEK INC	COM	031100100	2,732	30,569	SH		OTR	1	0	30,569	0
AMERICAN EXPRESS CO	COM	025816109	1,914	20,105	SH		SOLE		20,105	0	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	432	99,100	SH		SOLE		99,100	0	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	2,814	45,659	SH		SOLE		45,659	0	0
PEPSICO INC	COM	713448108	5,028	38,015	SH		SOLE		38,015	0	0
HOWMET AEROSPACE INC	COM	443201108	147	9,277	SH		SOLE		9,277	0	0
DANAHER CORPORATION	4.75 MND CV PFD	235851300	1,880	1,500	SH		SOLE		1,500	0	0
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	1,638	98,600	SH		OTR	1	0	98,600	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	5,552	6,044,000	PRN		DFND	1	0	6,044,000	0
DIGITAL TURBINE INC	COM NEW	25400W102	773	61,500	SH		OTR	1	0	61,500	0
BOYD GAMING CORP	COM	103304101	111	5,300	SH		SOLE		5,300	0	0
BLACKROCK MUN BD TR	COM	09249H104	1,463	96,276	SH		SOLE		96,276	0	0
ANTHEM INC	COM	036752103	2,656	10,101	SH		SOLE		10,101	0	0
INDEPENDENT BK CORP MICH	COM NEW	453838609	34	2,300	SH		SOLE		2,300	0	0
FIRST AMERN FINL CORP	COM	31847R102	313	6,514	SH		OTR	1	0	6,514	0
FIBROGEN INC	COM	31572Q808	504	12,439	SH		SOLE		12,439	0	0
HALOZYME THERAPEUTICS INC	COM	40637H109	535	19,955	SH		SOLE		19,955	0	0
PREFORMED LINE PRODS CO	COM	740444104	44	870	SH		SOLE		870	0	0
EXPEDITORS INTL WASH INC	COM	302130109	1,710	22,486	SH		OTR	1	0	22,486	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	6,426	6,430,000	PRN		SOLE		6,430,000	0	0
SOUTHWESTERN ENERGY CO	COM	845467109	9	3,700	SH		SOLE		3,700	0	0
PLEXUS CORP	COM	729132100	487	6,900	SH		SOLE		6,900	0	0
ADVANCED EMISSIONS SOLUTS IN	COM	00770C101	248	51,100	SH		OTR	1	0	51,100	0
FRANKLIN ELEC INC	COM	353514102	2,085	39,700	SH		OTR	1	0	39,700	0
REGENCY CTRS CORP	COM	758849103	1,077	23,465	SH		OTR	1	0	23,465	0
ADOBE INC	COM	00724F101	58,964	135,453	SH		OTR	1	0	135,453	0
WALMART INC	COM	931142103	5,878	49,073	SH		SOLE		49,073	0	0
NEWPARK RES INC	NOTE 4.000%12/0	651718AE8	1,694	1,889,000	PRN		SOLE		1,889,000	0	0
CUSTOMERS BANCORP INC	COM	23204G100	1,461	121,578	SH		OTR	1	0	121,578	0
VIRTUS INVT PARTNERS INC	COM	92828Q109	116	1,000	SH		SOLE		1,000	0	0
PRUDENTIAL FINL INC	COM	744320102	740	12,158	SH		SOLE		12,158	0	0
CSG SYS INTL INC	COM	126349109	666	16,100	SH		OTR	1	0	16,100	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	3,222	10,361	SH		OTR	1	0	10,361	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	326	330,000	PRN		OTR	5	0	330,000	0
GLACIER BANCORP INC NEW	COM	37637Q105	671	19,000	SH		OTR	1	0	19,000	0
PACCAR INC	COM	693718108	5,629	75,202	SH		OTR	1	0	75,202	0
VERIZON COMMUNICATIONS INC	COM	92343V104	6,442	116,860	SH		SOLE		116,860	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	3,383	2,943,000	PRN		DFND	1	0	2,943,000	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	411	1,810	SH		SOLE		1,810	0	0
ACADIA RLTY TR	COM SH BEN INT	004239109	110	8,500	SH		OTR	1	0	8,500	0
CADENCE DESIGN SYSTEM INC	COM	127387108	4,010	41,791	SH		OTR	1	0	41,791	0
TAL EDUCATION GROUP	SPONSORED ADS	874080104	629	9,200	SH		OTR	1	0	9,200	0
AIR PRODS & CHEMS INC	COM	009158106	8,252	34,176	SH		OTR	1	0	34,176	0
MCDONALDS CORP	COM	580135101	526	2,851	SH		OTR	5	0	2,851	0
STEELCASE INC	CL A	858155203	247	20,500	SH		SOLE		20,500	0	0
CORCEPT THERAPEUTICS INC	COM	218352102	2,923	173,800	SH		OTR	1	0	173,800	0
MICRON TECHNOLOGY INC	NOTE 3.125% 5/0	595112AX1	8,005	1,565,000	PRN		SOLE		1,565,000	0	0
ESCO TECHNOLOGIES INC	COM	296315104	930	11,000	SH		OTR	1	0	11,000	0
KIMBERLY CLARK CORP	COM	494368103	1,323	9,357	SH		SOLE		9,357	0	0
CLOVIS ONCOLOGY INC	NOTE 2.500% 9/1	189464AB6	101	110,000	PRN		SOLE		110,000	0	0
SUN CMNTYS INC	COM	866674104	41	300	SH		SOLE		300	0	0
VENTAS INC	COM	92276F100	2,535	69,220	SH		OTR	1	0	69,220	0
MARINEMAX INC	COM	567908108	1,308	58,400	SH		OTR	1	0	58,400	0
AMEDISYS INC	COM	023436108	655	3,300	SH		SOLE		3,300	0	0
XCEL ENERGY INC	COM	98389B100	863	13,807	SH		SOLE		13,807	0	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	3,949	3,045	SH		DFND	1	0	3,045	0
CARETRUST REIT INC	COM	14174T107	112	6,500	SH		SOLE		6,500	0	0
COMFORT SYS USA INC	COM	199908104	2,730	67,000	SH		OTR	1	0	67,000	0
AVAYA HLDGS CORP	COM	05351X101	2,323	187,929	SH		OTR	1	0	187,929	0
ORACLE CORP	COM	68389X105	20,722	374,918	SH		OTR	1	0	374,918	0
ARCH RESOURCES INC	CL A	03940R107	94	3,300	SH		SOLE		3,300	0	0
HESS CORP	COM	42809H107	365	7,044	SH		SOLE		7,044	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	24,233	19,620,000	PRN		OTR	1	0	19,620,000	0
NUVEEN CR STRATEGIES INCOME	COM SHS	67073D102	362	61,937	SH		SOLE		61,937	0	0
DANAHER CORPORATION	COM	235851102	15,967	90,298	SH		OTR	1	0	90,298	0
ENVISTA HOLDINGS CORPORATION	COM	29415F104	65	3,100	SH		SOLE		3,100	0	0
FLWS/1-800 FLOWERS	CL A	68243Q106	2,083	104,050	SH		OTR	1	0	104,050	0
AMERICAN AIRLS GROUP INC	COM	02376R102	746	57,064	SH		OTR	1	0	57,064	0
VECTRUS INC	COM	92242T101	358	7,279	SH		SOLE		7,279	0	0
ITRON INC	COM	465741106	46	700	SH		SOLE		700	0	0
IQVIA HLDGS INC	COM	46266C105	1,370	9,653	SH		SOLE		9,653	0	0
PURPLE INNOVATION INC	COM	74640Y106	164	9,100	SH		SOLE		9,100	0	0
HARSCO CORP	COM	415864107	24	1,800	SH		SOLE		1,800	0	0
HCA HEALTHCARE INC	COM	40412C101	4,740	48,840	SH		OTR	1	0	48,840	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	140	120,000	PRN		SOLE		120,000	0	0
SNAP ON INC	COM	833034101	180	1,298	SH		SOLE		1,298	0	0
MERIDIAN BANCORP INC MD	COM	58958U103	1,329	114,600	SH		OTR	1	0	114,600	0
IAC INTERACTIVECORP	COM	44919P508	8,085	25,000	SH		OTR	1	0	25,000	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	22,571	17,399,000	PRN		OTR	1	0	17,399,000	0
RAYMOND JAMES FINL INC	COM	754730109	395	5,745	SH		SOLE		5,745	0	0
REXFORD INDL RLTY INC	COM	76169C100	1,479	35,700	SH		OTR	1	0	35,700	0
FOUR CORNERS PPTY TR INC	COM	35086T109	368	15,100	SH		SOLE		15,100	0	0
EHEALTH INC	COM	28238P109	226	2,300	SH		OTR	1	0	2,300	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	10,603	11,220,000	PRN		SOLE		11,220,000	0	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	3,642	61,932	SH		SOLE		61,932	0	0
UMB FINL CORP	COM	902788108	46	900	SH		SOLE		900	0	0
FASTLY INC	CL A	31188V100	1,447	17,000	SH		OTR	1	0	17,000	0
AMERICAN TOWER CORP NEW	COM	03027X100	1,272	4,919	SH		OTR	5	0	4,919	0
TRAVELZOO	COM NEW	89421Q205	168	29,840	SH		OTR	1	0	29,840	0
VAPOTHERM INC	COM	922107107	1,058	25,800	SH		OTR	1	0	25,800	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	362	9,397	SH		SOLE		9,397	0	0
CENTERPOINT ENERGY INC	COM	15189T107	344	18,430	SH		SOLE		18,430	0	0
XPO LOGISTICS INC	COM	983793100	239	3,100	SH		SOLE		3,100	0	0
NUVEEN MARYLAND QLT MUN INC	COM	67061Q107	2,576	200,000	SH		SOLE		200,000	0	0
PORTOLA PHARMACEUTICALS INC	COM	737010108	335	18,596	SH		SOLE		18,596	0	0
ALLIANCEBERNSTEIN GLOBAL HIG	COM	01879R106	390	38,597	SH		SOLE		38,597	0	0
COLLECTORS UNIVERSE INC	COM NEW	19421R200	264	7,700	SH		SOLE		7,700	0	0
OASIS PETROLEUM INC	NOTE 2.625% 9/1	674215AJ7	15	99,000	PRN		OTR	4	0	99,000	0
APOLLO COML REAL EST FIN INC	COM	03762U105	117	11,900	SH		OTR	1	0	11,900	0
PULTE GROUP INC	COM	745867101	891	26,190	SH		OTR	5	0	26,190	0
NUVASIVE INC	COM	670704105	646	11,600	SH		SOLE		11,600	0	0
ENOVA INTL INC	COM	29357K103	595	40,000	SH		OTR	1	0	40,000	0
METROPOLITAN BK HLDG CORP	COM	591774104	1,344	41,903	SH		OTR	1	0	41,903	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	53	49,000	PRN		OTR	4	0	49,000	0
ICU MED INC	COM	44930G107	3,910	21,214	SH		OTR	1	0	21,214	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	55,823	312,716	SH		OTR	1	0	312,716	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	54,597	45,270,000	PRN		OTR	1	0	45,270,000	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	407	36,385	SH		OTR	1	0	36,385	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	22,101	14,838	SH		OTR	1	0	14,838	0
KOPPERS HOLDINGS INC	COM	50060P106	475	25,200	SH		OTR	1	0	25,200	0
UNITED RENTALS INC	COM	911363109	300	2,010	SH		SOLE		2,010	0	0
TTEC HLDGS INC	COM	89854H102	447	9,600	SH		SOLE		9,600	0	0
TRANSDIGM GROUP INC	COM	893641100	2,962	6,700	SH		OTR	1	0	6,700	0
ZENDESK INC	COM	98936J101	0	0	SH		SOLE		0	0	0
CINTAS CORP	COM	172908105	7,677	28,822	SH		OTR	1	0	28,822	0
PENN NATL GAMING INC	COM	707569109	241	7,900	SH		SOLE		7,900	0	0
RED ROCK RESORTS INC	CL A	75700L108	1,246	114,200	SH		OTR	1	0	114,200	0
MATERION CORP	COM	576690101	209	3,400	SH		SOLE		3,400	0	0
TRISTATE CAP HLDGS INC	COM	89678F100	66	4,200	SH		SOLE		4,200	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	2,713	36,943	SH		OTR	1	0	36,943	0
EQUITABLE HLDGS INC	COM	29452E101	532	27,600	SH		SOLE		27,600	0	0
STARBUCKS CORP	COM	855244109	2,262	30,738	SH		SOLE		30,738	0	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	43	47,000	PRN		OTR	4	0	47,000	0
FONAR CORP	COM NEW	344437405	41	1,900	SH		SOLE		1,900	0	0
CONNECTONE BANCORP INC NEW	COM	20786W107	300	18,600	SH		SOLE		18,600	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	3,032	10,281	SH		OTR	5	0	10,281	0
HERON THERAPEUTICS INC	COM	427746102	1,313	89,251	SH		OTR	1	0	89,251	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	167	73,000	PRN		OTR	4	0	73,000	0
RAPID7 INC	NOTE 1.250% 8/0	753422AB0	74	55,000	PRN		SOLE		55,000	0	0
CREE INC	NOTE 0.875% 9/0	225447AB7	124	105,000	PRN		SOLE		105,000	0	0
PETMED EXPRESS INC	COM	716382106	517	14,500	SH		SOLE		14,500	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	299	6,633	SH		OTR	5	0	6,633	0
KOHLS CORP	COM	500255104	439	21,160	SH		OTR	1	0	21,160	0
BECTON DICKINSON & CO	COM	075887109	1,840	7,689	SH		SOLE		7,689	0	0
FIRST HAWAIIAN INC	COM	32051X108	538	31,200	SH		SOLE		31,200	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	4,308	4,634,000	PRN		DFND	1	0	4,634,000	0
BEST BUY INC	COM	086516101	1,190	13,631	SH		OTR	5	0	13,631	0
CHERRY HILL MTG INVT CORP	COM	164651101	737	81,700	SH		OTR	1	0	81,700	0
ASBURY AUTOMOTIVE GROUP INC	COM	043436104	650	8,400	SH		OTR	1	0	8,400	0
CITRIX SYS INC	COM	177376100	87	589	SH		OTR	5	0	589	0
AMERICAN EAGLE OUTFITTERS IN	COM	02553E106	32	2,900	SH		SOLE		2,900	0	0
ZIX CORP	COM	98974P100	2,298	333,000	SH		OTR	1	0	333,000	0
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	120	130,000	PRN		SOLE		130,000	0	0
VIRTUS INVT PARTNERS INC	COM	92828Q109	535	4,600	SH		OTR	1	0	4,600	0
NEWS CORP NEW	CL A	65249B109	613	51,705	SH		OTR	1	0	51,705	0
AMERISOURCEBERGEN CORP	COM	03073E105	1,091	10,826	SH		OTR	5	0	10,826	0
DICKS SPORTING GOODS INC	COM	253393102	0	0	SH		SOLE		0	0	0
NISOURCE INC	COM	65473P105	205	8,998	SH		SOLE		8,998	0	0
NUCOR CORP	COM	670346105	341	8,234	SH		SOLE		8,234	0	0
INDEXIQ ETF TR	IQ CANDRM ESG US	45409B461	5,207	198,400	SH		OTR	3	0	198,400	0
HECLA MNG CO	COM	422704106	151	46,200	SH		OTR	1	0	46,200	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	8,672	51,109	SH		OTR	1	0	51,109	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	11,462	11,272,000	PRN		OTR	1	0	11,272,000	0
MARATHON PETE CORP	COM	56585A102	5,210	139,368	SH		OTR	1	0	139,368	0
EXXON MOBIL CORP	COM	30231G102	710	15,877	SH		OTR	5	0	15,877	0
YORK WTR CO	COM	987184108	168	3,500	SH		SOLE		3,500	0	0
NORFOLK SOUTHERN CORP	COM	655844108	9,047	51,527	SH		OTR	1	0	51,527	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	4,495	4,552,000	PRN		DFND	1	0	4,552,000	0
ZOETIS INC	CL A	98978V103	9,795	71,479	SH		OTR	1	0	71,479	0
ORTHOFIX MED INC	COM	68752M108	1,565	48,900	SH		OTR	1	0	48,900	0
MARTIN MARIETTA MATLS INC	COM	573284106	2,016	9,758	SH		OTR	1	0	9,758	0
BRIDGE BANCORP INC	COM	108035106	289	12,651	SH		SOLE		12,651	0	0
COLLEGIUM PHARMACEUTICAL INC	COM	19459J104	1,734	99,100	SH		OTR	1	0	99,100	0
PROVIDENCE SVC CORP	COM	743815102	71	900	SH		SOLE		900	0	0
TARGET CORP	COM	87612E106	13,322	111,080	SH		OTR	1	0	111,080	0
NEVRO CORP	COM	64157F103	382	3,200	SH		OTR	1	0	3,200	0
CHURCH & DWIGHT INC	COM	171340102	512	6,627	SH		SOLE		6,627	0	0
ACUITY BRANDS INC	COM	00508Y102	336	3,507	SH		SOLE		3,507	0	0
WORKDAY INC	CL A	98138H101	3,672	19,596	SH		OTR	1	0	19,596	0
PPL CORP	COM	69351T106	9,599	371,476	SH		OTR	1	0	371,476	0
INSULET CORP	COM	45784P101	1,278	6,578	SH		OTR	1	0	6,578	0
SERVICENOW INC	NOTE 6/0	81762PAC6	12,937	4,318,000	PRN		DFND	1	0	4,318,000	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	487	4,596	SH		SOLE		4,596	0	0
FIRST HAWAIIAN INC	COM	32051X108	5,099	295,791	SH		OTR	1	0	295,791	0
DXC TECHNOLOGY CO	COM	23355L106	450	27,286	SH		OTR	5	0	27,286	0
FIREEYE INC	NOTE 0.875% 6/0	31816QAF8	2,901	3,190,000	PRN		SOLE		3,190,000	0	0
CALIFORNIA WTR SVC GROUP	COM	130788102	425	8,900	SH		SOLE		8,900	0	0
ENVESTNET INC	NOTE 1.750% 6/0	29404KAB2	5,887	4,766,000	PRN		SOLE		4,766,000	0	0
INFUSYSTEM HLDGS INC	COM	45685K102	83	7,200	SH		SOLE		7,200	0	0
CARDINAL HEALTH INC	COM	14149Y108	22,808	437,014	SH		OTR	1	0	437,014	0
TEXTRON INC	COM	883203101	12,517	380,336	SH		OTR	1	0	380,336	0
SIMPSON MANUFACTURING CO INC	COM	829073105	245	2,900	SH		SOLE		2,900	0	0
BRINKS CO	COM	109696104	910	20,000	SH		OTR	1	0	20,000	0
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	115	105,000	PRN		SOLE		105,000	0	0
INGLES MKTS INC	CL A	457030104	43	1,000	SH		SOLE		1,000	0	0
LANTHEUS HLDGS INC	COM	516544103	1,617	113,100	SH		OTR	1	0	113,100	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	12,980	8,697,000	PRN		SOLE		8,697,000	0	0
FREEPORT-MCMORAN INC	CL B	35671D857	447	38,641	SH		SOLE		38,641	0	0
HENRY JACK & ASSOC INC	COM	426281101	372	2,022	SH		SOLE		2,022	0	0
PAPA JOHNS INTL INC	COM	698813102	1,493	18,800	SH		OTR	1	0	18,800	0
AVALONBAY CMNTYS INC	COM	053484101	7,689	49,719	SH		OTR	1	0	49,719	0
SMARTFINANCIAL INC	COM NEW	83190L208	70	4,301	SH		SOLE		4,301	0	0
CUMMINS INC	COM	231021106	11,813	68,181	SH		OTR	1	0	68,181	0
HNI CORP	COM	404251100	578	18,900	SH		SOLE		18,900	0	0
TRI POINTE GROUP INC	COM	87265H109	2,866	195,100	SH		OTR	1	0	195,100	0
LA Z BOY INC	COM	505336107	187	6,900	SH		SOLE		6,900	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	76	72,000	PRN		OTR	4	0	72,000	0
GOLD RESOURCE CORP	COM	38068T105	120	29,283	SH		SOLE		29,283	0	0
DISH NETWORK CORPORATION	CL A	25470M109	1,174	34,027	SH		OTR	1	0	34,027	0
CHEMOCENTRYX INC	COM	16383L106	1,692	29,400	SH		OTR	1	0	29,400	0
MERCK & CO. INC	COM	58933Y105	6,149	79,516	SH		SOLE		79,516	0	0
DOLLAR TREE INC	COM	256746108	3,575	38,576	SH		OTR	1	0	38,576	0
CARGURUS INC	COM CL A	141788109	720	28,400	SH		OTR	1	0	28,400	0
FIFTH THIRD BANCORP	COM	316773100	874	45,330	SH		OTR	5	0	45,330	0
MGIC INVT CORP WIS	COM	552848103	418	51,000	SH		SOLE		51,000	0	0
OMNICELL INC	COM	68213N109	1,548	21,921	SH		OTR	1	0	21,921	0
ISHARES TR	MSCI EAFE ETF	464287465	803	13,197	SH		OTR	1	0	13,197	0
KARYOPHARM THERAPEUTICS INC	NOTE 3.000%10/1	48576UAA4	130	93,000	PRN		SOLE		93,000	0	0
FEDNAT HLDG CO	COM	31431B109	455	41,100	SH		OTR	1	0	41,100	0
ACTIVISION BLIZZARD INC	COM	00507V109	15,780	207,911	SH		OTR	1	0	207,911	0
PATRICK INDS INC	COM	703343103	1,025	16,739	SH		OTR	1	0	16,739	0
CENTENE CORP DEL	COM	15135B101	949	14,934	SH		SOLE		14,934	0	0
INNOVIVA INC	COM	45781M101	534	38,200	SH		SOLE		38,200	0	0
FIRST INDL RLTY TR INC	COM	32054K103	354	9,200	SH		SOLE		9,200	0	0
FINANCIAL INSTNS INC	COM	317585404	968	52,031	SH		OTR	1	0	52,031	0
INTERSECT ENT INC	COM	46071F103	567	41,900	SH		OTR	1	0	41,900	0
OMNICELL INC	COM	68213N109	339	4,800	SH		SOLE		4,800	0	0
SPIRIT RLTY CAP INC NEW	NOTE 3.750% 5/1	84860WAB8	208	210,000	PRN		SOLE		210,000	0	0
BERKLEY W R CORP	COM	084423102	1,098	19,165	SH		OTR	1	0	19,165	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	29,941	4,436,000	PRN		SOLE		4,436,000	0	0
FIRST BUS FINL SVCS INC WIS	COM	319390100	123	7,467	SH		SOLE		7,467	0	0
TARGET CORP	COM	87612E106	2,467	20,569	SH		SOLE		20,569	0	0
LTC PPTYS INC	COM	502175102	158	4,200	SH		SOLE		4,200	0	0
REPRO MED SYS INC	COM	759910102	883	98,300	SH		OTR	1	0	98,300	0
JD.COM INC	SPON ADR CL A	47215P106	150	2,500	SH		SOLE		2,500	0	0
INVESCO MUN TR	COM	46131J103	665	56,581	SH		SOLE		56,581	0	0
ITRON INC	COM	465741106	199	3,000	SH		OTR	1	0	3,000	0
CDK GLOBAL INC	COM	12508E101	13,696	330,655	SH		OTR	1	0	330,655	0
SABRE CORP	COM	78573M104	4,544	563,787	SH		OTR	1	0	563,787	0
INTL PAPER CO	COM	460146103	2,662	75,601	SH		OTR	1	0	75,601	0
MOHAWK INDS INC	COM	608190104	813	7,986	SH		OTR	1	0	7,986	0
DEXCOM INC	COM	252131107	1,173	2,894	SH		SOLE		2,894	0	0
PACKAGING CORP AMER	COM	695156109	253	2,538	SH		SOLE		2,538	0	0
EXTERRAN CORP	COM	30227H106	67	12,400	SH		SOLE		12,400	0	0
GROUP 1 AUTOMOTIVE INC	COM	398905109	1,775	26,900	SH		OTR	1	0	26,900	0
ANTHEM INC	COM	036752103	1,394	5,302	SH		OTR	5	0	5,302	0
CATHAY GEN BANCORP	COM	149150104	234	8,900	SH		SOLE		8,900	0	0
FRONTDOOR INC	COM	35905A109	0	0	SH		SOLE		0	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	21,033	58,047	SH		OTR	1	0	58,047	0
COOPER COS INC	COM NEW	216648402	1,860	6,558	SH		OTR	1	0	6,558	0
VORNADO RLTY TR	SH BEN INT	929042109	153	4,016	SH		SOLE		4,016	0	0
BROADCOM INC	COM	11135F101	4,566	14,466	SH		SOLE		14,466	0	0
EASTGROUP PPTY INC	COM	277276101	1,398	11,783	SH		OTR	1	0	11,783	0
UNITED NAT FOODS INC	COM	911163103	408	22,400	SH		OTR	1	0	22,400	0
MALIBU BOATS INC	COM CL A	56117J100	2,083	40,100	SH		OTR	1	0	40,100	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	63	524	SH		SOLE		524	0	0
CROWN HLDGS INC	COM	228368106	0	0	SH		SOLE		0	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	226	1,682	SH		OTR	5	0	1,682	0
SCHLUMBERGER LTD	COM	806857108	698	37,947	SH		SOLE		37,947	0	0
JPMORGAN CHASE & CO	COM	46625H100	1,568	16,667	SH		OTR	5	0	16,667	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	3,173	2,878,000	PRN		DFND	1	0	2,878,000	0
WELLTOWER INC	COM	95040Q104	4,888	94,462	SH		OTR	1	0	94,462	0
BOEING CO	COM	097023105	725	3,955	SH		OTR	5	0	3,955	0
PULTE GROUP INC	COM	745867101	637	18,709	SH		SOLE		18,709	0	0
AMER STATES WTR CO	COM	029899101	2,956	37,589	SH		OTR	1	0	37,589	0
ACADIA RLTY TR	COM SH BEN INT	004239109	23	1,800	SH		SOLE		1,800	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	813	14,313	SH		SOLE		14,313	0	0
CAMDEN PPTY TR	SH BEN INT	133131102	9	100	SH		SOLE		100	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AF1	18,214	12,327,000	PRN		OTR	1	0	12,327,000	0
EOG RES INC	COM	26875P101	779	15,369	SH		SOLE		15,369	0	0
PG&E CORP	COM	69331C108	648	73,029	SH		OTR	1	0	73,029	0
BOINGO WIRELESS INC	NOTE 1.000%10/0	09739CAB8	2,343	2,625,000	PRN		SOLE		2,625,000	0	0
PEOPLES UNITED FINANCIAL INC	COM	712704105	669	57,861	SH		OTR	1	0	57,861	0
PINNACLE WEST CAP CORP	COM	723484101	230	3,132	SH		SOLE		3,132	0	0
NIKE INC	CL B	654106103	4,147	42,296	SH		SOLE		42,296	0	0
SOUTHWESTERN ENERGY CO	COM	845467109	44	17,100	SH		OTR	1	0	17,100	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	610	4,743	SH		SOLE		4,743	0	0
DIGITAL RLTY TR INC	COM	253868103	621	4,369	SH		OTR	5	0	4,369	0
MODERNA INC	COM	60770K107	3,441	53,589	SH		OTR	1	0	53,589	0
ABIOMED INC	COM	003654100	1,447	5,991	SH		OTR	1	0	5,991	0
EPIZYME INC	COM	29428V104	1,108	69,000	SH		OTR	1	0	69,000	0
GLADSTONE LD CORP	COM	376549101	355	22,400	SH		OTR	1	0	22,400	0
KELLOGG CO	COM	487836108	2,183	33,048	SH		OTR	1	0	33,048	0
LENNAR CORP	CL A	526057104	464	7,532	SH		SOLE		7,532	0	0
INVESCO QUALITY MUN INCOME T	COM	46133G107	4,957	415,881	SH		SOLE		415,881	0	0
INDEXIQ ACTIVE ETF TR	IQ ULTR SHT DU	45409F819	24,745	499,900	SH		OTR	3	0	499,900	0
PENN NATL GAMING INC	COM	707569109	1,099	36,000	SH		OTR	1	0	36,000	0
ISHARES TR	RUS 1000 GRW ETF	464287614	13,310	69,340	SH		OTR	1	0	69,340	0
BROWN FORMAN CORP	CL B	115637209	339	5,321	SH		SOLE		5,321	0	0
INVITAE CORP	COM	46185L103	569	18,800	SH		SOLE		18,800	0	0
TRECORA RES	COM	894648104	17	2,700	SH		SOLE		2,700	0	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	25,221	22,826,000	PRN		OTR	1	0	22,826,000	0
CINEMARK HLDGS INC	COM	17243V102	87	7,500	SH		SOLE		7,500	0	0
HONEYWELL INTL INC	COM	438516106	14,712	101,753	SH		OTR	1	0	101,753	0
MAXAR TECHNOLOGIES INC	COM	57778K105	171	9,500	SH		OTR	1	0	9,500	0
HOME BANCSHARES INC	COM	436893200	214	13,900	SH		OTR	1	0	13,900	0
BAXTER INTL INC	COM	071813109	1,650	19,164	SH		SOLE		19,164	0	0
ORRSTOWN FINL SVCS INC	COM	687380105	325	22,001	SH		OTR	1	0	22,001	0
KEURIG DR PEPPER INC	COM	49271V100	1,107	38,989	SH		OTR	1	0	38,989	0
IES HLDGS INC	COM	44951W106	116	5,000	SH		SOLE		5,000	0	0
LADDER CAP CORP	CL A	505743104	1,658	204,700	SH		OTR	1	0	204,700	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	55,655	38,120,000	PRN		OTR	1	0	38,120,000	0
XCEL ENERGY INC	COM	98389B100	4,895	78,313	SH		OTR	1	0	78,313	0
US FOODS HLDG CORP	COM	912008109	0	0	SH		SOLE		0	0	0
INPHI CORP	COM	45772F107	282	2,400	SH		SOLE		2,400	0	0
CORCEPT THERAPEUTICS INC	COM	218352102	631	37,500	SH		SOLE		37,500	0	0
CHARLES RIV LABS INTL INC	COM	159864107	12,020	68,943	SH		OTR	1	0	68,943	0
KIMBALL INTL INC	CL B	494274103	193	16,700	SH		SOLE		16,700	0	0
IDT CORP	CL B NEW	448947507	1,284	196,700	SH		OTR	1	0	196,700	0
ARCHER DANIELS MIDLAND CO	COM	039483102	595	14,912	SH		SOLE		14,912	0	0
GLADSTONE LD CORP	COM	376549101	81	5,100	SH		SOLE		5,100	0	0
OREILLY AUTOMOTIVE INC	COM	67103H107	1,249	2,961	SH		OTR	5	0	2,961	0
ADVANCE AUTO PARTS INC	COM	00751Y106	1,312	9,207	SH		OTR	1	0	9,207	0
SCIENCE APPLICATIONS INTL CO	COM	808625107	1,431	18,426	SH		OTR	1	0	18,426	0
VERISIGN INC	COM	92343E102	582	2,812	SH		SOLE		2,812	0	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	17,608	14,600,000	PRN		SOLE		14,600,000	0	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	2,464	80,369	SH		OTR	1	0	80,369	0
21VIANET GROUP INC	SPONSORED ADS A	90138A103	0	0	SH		SOLE		0	0	0
BURLINGTON STORES INC	COM	122017106	5,044	25,611	SH		OTR	1	0	25,611	0
GODADDY INC	CL A	380237107	649	8,851	SH		SOLE		8,851	0	0
SENECA FOODS CORP NEW	CL A	817070501	233	6,900	SH		SOLE		6,900	0	0
PACCAR INC	COM	693718108	724	9,666	SH		SOLE		9,666	0	0
INVESTORS BANCORP INC NEW	COM	46146L101	2,088	245,600	SH		OTR	1	0	245,600	0
MUELLER INDS INC	COM	624756102	2,674	100,584	SH		OTR	1	0	100,584	0
NEW RELIC INC	NOTE 0.500% 5/0	64829BAB6	116	120,000	PRN		SOLE		120,000	0	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	978	5,763	SH		SOLE		5,763	0	0
NEWMARKET CORP	COM	651587107	160	400	SH		SOLE		400	0	0
ORION ENERGY SYSTEMS INC	COM	686275108	60	17,200	SH		SOLE		17,200	0	0
PRICE T ROWE GROUP INC	COM	74144T108	7,946	64,343	SH		OTR	1	0	64,343	0
HNI CORP	COM	404251100	2,666	87,200	SH		OTR	1	0	87,200	0
SJW GROUP	COM	784305104	1,677	27,003	SH		OTR	1	0	27,003	0
CURO GROUP HOLDINGS CORP	COM	23131L107	140	17,100	SH		SOLE		17,100	0	0
EXELIXIS INC	COM	30161Q104	111	4,687	SH		SOLE		4,687	0	0
ETSY INC	NOTE 3/0	29786AAC0	143	49,000	PRN		OTR	4	0	49,000	0
OWENS CORNING NEW	COM	690742101	10,941	196,207	SH		OTR	1	0	196,207	0
HARROW HEALTH INC	COM	415858109	41	7,800	SH		SOLE		7,800	0	0
DECKERS OUTDOOR CORP	COM	243537107	3,614	18,400	SH		OTR	1	0	18,400	0
US BANCORP DEL	COM NEW	902973304	1,312	35,639	SH		SOLE		35,639	0	0
NEUROCRINE BIOSCIENCES INC	COM	64125C109	3,999	32,781	SH		OTR	1	0	32,781	0
DISNEY WALT CO	COM DISNEY	254687106	31,337	281,021	SH		OTR	1	0	281,021	0
CAMPBELL SOUP CO	COM	134429109	217	4,382	SH		SOLE		4,382	0	0
MASONITE INTL CORP NEW	COM	575385109	2,333	30,000	SH		OTR	1	0	30,000	0
APPFOLIO INC	COM CL A	03783C100	830	5,100	SH		OTR	1	0	5,100	0
CARLISLE COS INC	COM	142339100	1,263	10,555	SH		OTR	1	0	10,555	0
ENOVA INTL INC	COM	29357K103	128	8,600	SH		SOLE		8,600	0	0
CARMAX INC	COM	143130102	393	4,392	SH		SOLE		4,392	0	0
ONESPAN INC	COM	68287N100	207	7,400	SH		SOLE		7,400	0	0
INTL PAPER CO	COM	460146103	246	6,998	SH		OTR	5	0	6,998	0
TYSON FOODS INC	CL A	902494103	1,186	19,861	SH		SOLE		19,861	0	0
YUM BRANDS INC	COM	988498101	753	8,664	SH		SOLE		8,664	0	0
BIOGEN INC	COM	09062X103	21,513	80,406	SH		OTR	1	0	80,406	0
NRG ENERGY INC	COM NEW	629377508	798	24,516	SH		SOLE		24,516	0	0
FS BANCORP INC	COM	30263Y104	878	22,753	SH		OTR	1	0	22,753	0
SKYWORKS SOLUTIONS INC	COM	83088M102	9,360	73,205	SH		OTR	1	0	73,205	0
XEROX HOLDINGS CORP	COM NEW	98421M106	364	23,833	SH		SOLE		23,833	0	0
SYNOPSYS INC	COM	871607107	14,945	76,642	SH		OTR	1	0	76,642	0
VARIAN MED SYS INC	COM	92220P105	1,639	13,380	SH		OTR	1	0	13,380	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	106	87,000	PRN		OTR	4	0	87,000	0
HELMERICH & PAYNE INC	COM	423452101	0	0	SH		SOLE		0	0	0
CINCINNATI FINL CORP	COM	172062101	254	3,973	SH		SOLE		3,973	0	0
INVITAE CORP	COM	46185L103	2,644	87,300	SH		OTR	1	0	87,300	0
FLIR SYS INC	COM	302445101	728	17,935	SH		OTR	1	0	17,935	0
TARGET CORP	COM	87612E106	732	6,104	SH		OTR	5	0	6,104	0
DOLLAR GEN CORP NEW	COM	256677105	1,407	7,388	SH		OTR	5	0	7,388	0
AVALONBAY CMNTYS INC	COM	053484101	626	4,045	SH		SOLE		4,045	0	0
AMETEK INC	COM	031100100	540	6,046	SH		SOLE		6,046	0	0
NORTONLIFELOCK INC	COM	668771108	1,432	72,204	SH		OTR	1	0	72,204	0
TARGA RES CORP	COM	87612G101	0	0	SH		SOLE		0	0	0
KODIAK SCIENCES INC	COM	50015M109	233	4,300	SH		SOLE		4,300	0	0
UBER TECHNOLOGIES INC	COM	90353T100	78	2,500	SH		SOLE		2,500	0	0
VISHAY INTERTECHNOLOGY INC	NOTE 2.250% 6/1	928298AP3	126	135,000	PRN		SOLE		135,000	0	0
CABLE ONE INC	COM	12685J105	0	0	SH		SOLE		0	0	0
ISHARES TR	NATIONAL MUN ETF	464288414	666	5,767	SH		SOLE		5,767	0	0
T-MOBILE US INC	COM	872590104	7,420	71,243	SH		OTR	1	0	71,243	0
M & T BK CORP	COM	55261F104	1,777	17,091	SH		OTR	1	0	17,091	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	32,799	64,307	SH		OTR	1	0	64,307	0
INGERSOLL RAND INC	COM	45687V106	244	8,674	SH		SOLE		8,674	0	0
SYSCO CORP	COM	871829107	4,986	91,217	SH		OTR	1	0	91,217	0
MERITAGE HOMES CORP	COM	59001A102	700	9,200	SH		SOLE		9,200	0	0
PDC ENERGY INC	COM	69327R101	45	3,600	SH		SOLE		3,600	0	0
FINANCIAL INSTNS INC	COM	317585404	209	11,223	SH		SOLE		11,223	0	0
COCA COLA CONSOLIDATED INC	COM	191098102	2,411	10,518	SH		OTR	1	0	10,518	0
AMGEN INC	COM	031162100	43,563	184,698	SH		OTR	1	0	184,698	0
ENANTA PHARMACEUTICALS INC	COM	29251M106	165	3,292	SH		SOLE		3,292	0	0
RAMBUS INC DEL	COM	750917106	327	21,500	SH		SOLE		21,500	0	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	846	6,268,000	PRN		SOLE		6,268,000	0	0
BLACKROCK INVT QUALITY MUN T	COM	09247D105	366	23,715	SH		OTR	1	0	23,715	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	4,407	89,647	SH		OTR	1	0	89,647	0
WEYERHAEUSER CO MTN BE	COM NEW	962166104	717	31,908	SH		SOLE		31,908	0	0
LUMINEX CORP DEL	COM	55027E102	410	12,600	SH		SOLE		12,600	0	0
ACCO BRANDS CORP	COM	00081T108	97	13,700	SH		OTR	1	0	13,700	0
WINGSTOP INC	COM	974155103	764	5,500	SH		OTR	1	0	5,500	0
LAM RESEARCH CORP	COM	512807108	2,050	6,338	SH		SOLE		6,338	0	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	90	100,000	PRN		OTR	5	0	100,000	0
COTY INC	COM CL A	222070203	175	39,169	SH		OTR	1	0	39,169	0
NEW YORK MTG TR INC	COM PAR $.02	649604501	25	9,400	SH		SOLE		9,400	0	0
STEWART INFORMATION SVCS COR	COM	860372101	2,356	72,462	SH		OTR	1	0	72,462	0
INCYTE CORP	COM	45337C102	21,611	207,861	SH		OTR	1	0	207,861	0
EATON VANCE MUN BD FD	COM	27827X101	2,333	183,399	SH		OTR	1	0	183,399	0
INCYTE CORP	COM	45337C102	652	6,273	SH		SOLE		6,273	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	3,872	4,581,000	PRN		DFND	1	0	4,581,000	0
ANTHEM INC	COM	036752103	26,099	99,243	SH		OTR	1	0	99,243	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	199	548	SH		OTR	5	0	548	0
SMUCKER J M CO	COM NEW	832696405	1,596	15,080	SH		OTR	1	0	15,080	0
BLACKROCK INC	COM	09247X101	12,301	22,608	SH		OTR	1	0	22,608	0
NEOGEN CORP	COM	640491106	2,157	27,800	SH		OTR	1	0	27,800	0
SANMINA CORPORATION	COM	801056102	2,433	97,147	SH		OTR	1	0	97,147	0
COLGATE PALMOLIVE CO	COM	194162103	10,275	140,256	SH		OTR	1	0	140,256	0
CONAGRA BRANDS INC	COM	205887102	457	12,988	SH		SOLE		12,988	0	0
MASCO CORP	COM	574599106	691	13,766	SH		SOLE		13,766	0	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	716	36,016	SH		OTR	1	0	36,016	0
PRIMO WATER CORPORATION	COM	74167P108	1,013	73,700	SH		OTR	1	0	73,700	0
BOTTOMLINE TECH DEL INC	COM	101388106	96	1,900	SH		SOLE		1,900	0	0
CONSOLIDATED EDISON INC	COM	209115104	1,102	15,321	SH		OTR	5	0	15,321	0
INFUSYSTEM HLDGS INC	COM	45685K102	384	33,300	SH		OTR	1	0	33,300	0
OGE ENERGY CORP	COM	670837103	443	14,603	SH		OTR	5	0	14,603	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	118	71,000	PRN		OTR	4	0	71,000	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	1,427	128,362	SH		OTR	1	0	128,362	0
LIFE STORAGE INC	COM	53223X107	19	200	SH		SOLE		200	0	0
INDEPENDENT BANK CORP MASS	COM	453836108	40	600	SH		SOLE		600	0	0
AMALGAMATED BK NEW YORK N Y	CLASS A	022663108	177	14,000	SH		SOLE		14,000	0	0
IMMUNOMEDICS INC	COM	452907108	252	7,100	SH		SOLE		7,100	0	0
AES CORP	COM	00130H105	92	6,366	SH		OTR	5	0	6,366	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	1,925	15,254	SH		OTR	1	0	15,254	0
ALPHABET INC	CAP STK CL C	02079K107	11,173	7,904	SH		SOLE		7,904	0	0
RADIAN GROUP INC	COM	750236101	2,600	167,607	SH		OTR	1	0	167,607	0
CMS ENERGY CORP	COM	125896100	441	7,545	SH		SOLE		7,545	0	0
WIX COM LTD	NOTE 7/0	92940WAB5	7,811	4,198,000	PRN		SOLE		4,198,000	0	0
RETAIL PPTYS AMER INC	CL A	76131V202	995	135,900	SH		OTR	1	0	135,900	0
SELECT INTERIOR CONCEPTS INC	CL A	816120307	14	4,100	SH		SOLE		4,100	0	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	2,523	55,927	SH		OTR	1	0	55,927	0
FORMFACTOR INC	COM	346375108	695	23,700	SH		SOLE		23,700	0	0
KRAFT HEINZ CO	COM	500754106	3,725	116,800	SH		OTR	1	0	116,800	0
CVB FINL CORP	COM	126600105	266	14,200	SH		OTR	1	0	14,200	0
BLACKROCK MUNIYIELD N Y QUAL	COM	09255E102	952	75,941	SH		SOLE		75,941	0	0
SUPER MICRO COMPUTER INC	COM	86800U104	1,647	58,000	SH		OTR	1	0	58,000	0
FORTIVE CORP	COM	34959J108	2,809	41,511	SH		OTR	1	0	41,511	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	6,732	4,619,000	PRN		DFND	1	0	4,619,000	0
EDISON INTL	COM	281020107	2,735	50,357	SH		OTR	1	0	50,357	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	79	72,000	PRN		OTR	4	0	72,000	0
MGM RESORTS INTERNATIONAL	COM	552953101	1,260	74,976	SH		OTR	1	0	74,976	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	1,884	98,900	SH		OTR	1	0	98,900	0
GROUP 1 AUTOMOTIVE INC	COM	398905109	383	5,800	SH		SOLE		5,800	0	0
ARENA PHARMACEUTICALS INC	COM NEW	040047607	454	7,208	SH		SOLE		7,208	0	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INTRME	45409F827	0	0	SH		SOLE		0	0	0
JELD-WEN HLDG INC	COM	47580P103	627	38,900	SH		OTR	1	0	38,900	0
CUBESMART	COM	229663109	632	23,418	SH		OTR	1	0	23,418	0
URBAN EDGE PPTYS	COM	91704F104	838	70,600	SH		OTR	1	0	70,600	0
PVH CORPORATION	COM	693656100	473	9,841	SH		OTR	1	0	9,841	0
ONEOK INC NEW	COM	682680103	371	11,172	SH		SOLE		11,172	0	0
JD.COM INC	SPON ADR CL A	47215P106	1,881	31,252	SH		OTR	1	0	31,252	0
DEVON ENERGY CORP NEW	COM	25179M103	742	65,413	SH		OTR	5	0	65,413	0
TRIP COM GROUP LTD	ADS	89677Q107	290	11,200	SH		OTR	1	0	11,200	0
KOPPERS HOLDINGS INC	COM	50060P106	102	5,400	SH		SOLE		5,400	0	0
REPRO MED SYS INC	COM	759910102	191	21,300	SH		SOLE		21,300	0	0
ADVANCED EMISSIONS SOLUTS IN	COM	00770C101	53	11,000	SH		SOLE		11,000	0	0
SLEEP NUMBER CORP	COM	83125X103	2,727	65,500	SH		OTR	1	0	65,500	0
AMGEN INC	COM	031162100	4,399	18,650	SH		SOLE		18,650	0	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	140	13,700	SH		SOLE		13,700	0	0
GENUINE PARTS CO	COM	372460105	1,681	19,329	SH		OTR	1	0	19,329	0
JABIL INC	COM	466313103	547	17,048	SH		SOLE		17,048	0	0
BLOCK H & R INC	COM	093671105	67	4,716	SH		SOLE		4,716	0	0
NUCOR CORP	COM	670346105	1,664	40,179	SH		OTR	1	0	40,179	0
PROLOGIS INC.	COM	74340W103	12,297	131,753	SH		OTR	1	0	131,753	0
ALTRA INDL MOTION CORP	COM	02208R106	287	9,000	SH		OTR	1	0	9,000	0
ELECTRONIC ARTS INC	COM	285512109	19,465	147,409	SH		OTR	1	0	147,409	0
MANPOWERGROUP INC	COM	56418H100	601	8,739	SH		SOLE		8,739	0	0
ECHOSTAR CORP	CL A	278768106	0	0	SH		SOLE		0	0	0
BANKUNITED INC	COM	06652K103	747	36,900	SH		OTR	1	0	36,900	0
HEALTHSTREAM INC	COM	42222N103	1,297	58,626	SH		OTR	1	0	58,626	0
GREEN DOT CORP	CL A	39304D102	3,627	73,900	SH		OTR	1	0	73,900	0
APELLIS PHARMACEUTICALS INC	COM	03753U106	320	9,800	SH		SOLE		9,800	0	0
AUTODESK INC	COM	052769106	2,332	9,751	SH		SOLE		9,751	0	0
S&P GLOBAL INC	COM	78409V104	1,387	4,210	SH		OTR	5	0	4,210	0
BROADRIDGE FINL SOLUTIONS IN	COM	11133T103	394	3,123	SH		SOLE		3,123	0	0
INGEVITY CORP	COM	45688C107	37	700	SH		SOLE		700	0	0
TRUIST FINL CORP	COM	89832Q109	1,447	38,522	SH		SOLE		38,522	0	0
BLOOMIN BRANDS INC	COM	094235108	33	3,100	SH		SOLE		3,100	0	0
LAUDER ESTEE COS INC	CL A	518439104	1,108	5,875	SH		SOLE		5,875	0	0
ZYNEX INC	COM	98986M103	346	13,900	SH		SOLE		13,900	0	0
WESTERN DIGITAL CORP.	COM	958102105	1,740	39,414	SH		OTR	1	0	39,414	0
ARTESIAN RESOURCES CORP	CL A	043113208	109	3,000	SH		SOLE		3,000	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	15,524	12,766,000	PRN		OTR	1	0	12,766,000	0
OFFICE DEPOT INC	COM	676220106	244	103,678	SH		SOLE		103,678	0	0
NEW YORK CMNTY BANCORP INC	COM	649445103	589	57,726	SH		OTR	1	0	57,726	0
HILTON GRAND VACATIONS INC	COM	43283X105	92	4,700	SH		SOLE		4,700	0	0
ENVISTA HOLDINGS CORPORATION	COM	29415F104	904	42,854	SH		OTR	1	0	42,854	0
CHENIERE ENERGY INC	NOTE 4.250% 3/1	16411RAG4	168	260,000	PRN		SOLE		260,000	0	0
GREAT SOUTHN BANCORP INC	COM	390905107	813	20,134	SH		OTR	1	0	20,134	0
JUNIPER NETWORKS INC	COM	48203R104	1,018	44,539	SH		OTR	1	0	44,539	0
GLAUKOS CORP	COM	377322102	50	1,300	SH		SOLE		1,300	0	0
COMTECH TELECOMMUNICATIONS C	COM NEW	205826209	382	22,600	SH		OTR	1	0	22,600	0
COUPA SOFTWARE INC	COM	22266L106	55	200	SH		SOLE		200	0	0
PEBBLEBROOK HOTEL TR	COM	70509V100	165	12,100	SH		OTR	1	0	12,100	0
CADENCE DESIGN SYSTEM INC	COM	127387108	717	7,472	SH		SOLE		7,472	0	0
PBF ENERGY INC	CL A	69318G106	2,169	211,843	SH		OTR	1	0	211,843	0
VIPSHOP HOLDINGS LIMITED	SPONSORED ADS A	92763W103	10	500	SH		SOLE		500	0	0
CIVISTA BANCSHARES INC	COM NO PAR	178867107	373	24,229	SH		OTR	1	0	24,229	0
BLACKROCK MUNIHOLDINGS QUALI	COM	09254A101	4,357	358,880	SH		SOLE		358,880	0	0
PFIZER INC	COM	717081103	1,717	52,506	SH		OTR	5	0	52,506	0
MANPOWERGROUP INC	COM	56418H100	17,994	261,736	SH		OTR	1	0	261,736	0
MEDICAL PPTYS TRUST INC	COM	58463J304	49	2,600	SH		SOLE		2,600	0	0
CADENCE BANCORPORATION	CL A	12739A100	394	44,500	SH		SOLE		44,500	0	0
SOUTHERN COPPER CORP	COM	84265V105	0	0	SH		SOLE		0	0	0
BLACKROCK MUNI INCOME INV QL	COM	09250G102	0	0	SH		SOLE		0	0	0
TABULA RASA HEALTHCARE INC	COM	873379101	49	900	SH		SOLE		900	0	0
CITIGROUP INC	COM NEW	172967424	2,837	55,522	SH		SOLE		55,522	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	1,100	5,100	SH		SOLE		5,100	0	0
ALPINE INCOME PPTY TR INC	COM	02083X103	47	2,900	SH		SOLE		2,900	0	0
ISHARES TR	MSCI SAUDI ARBIA	46434V423	0	0	SH		SOLE		0	0	0
DBX ETF TR	XTRACK HRVST CSI	233051879	0	0	SH		SOLE		0	0	0
ARES DYNAMIC CR ALLOCATION F	COM	04014F102	371	31,086	SH		SOLE		31,086	0	0
AECOM	COM	00766T100	0	0	SH		SOLE		0	0	0
GLOBE LIFE INC	COM	37959E102	176	2,371	SH		SOLE		2,371	0	0
BLACKROCK MUNIYILD QULT FD I	COM	09254F100	541	35,924	SH		SOLE		35,924	0	0
CORNING INC	COM	219350105	527	20,347	SH		SOLE		20,347	0	0
HOME DEPOT INC	COM	437076102	52,973	211,459	SH		OTR	1	0	211,459	0
AMERICAN AXLE & MFG HLDGS IN	COM	024061103	323	42,500	SH		SOLE		42,500	0	0
DEERE & CO	COM	244199105	1,291	8,217	SH		SOLE		8,217	0	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	6,372	3,974,000	PRN		SOLE		3,974,000	0	0
MONGODB INC	NOTE 0.750% 6/1	60937PAB2	114	35,000	PRN		SOLE		35,000	0	0
ETSY INC	NOTE 3/0	29786AAC0	73	25,000	PRN		SOLE		25,000	0	0
RCI HOSPITALITY HLDGS INC	COM	74934Q108	399	28,800	SH		SOLE		28,800	0	0
MARSH & MCLENNAN COS INC	COM	571748102	1,429	13,306	SH		SOLE		13,306	0	0
COCA COLA CO	COM	191216100	516	11,555	SH		OTR	5	0	11,555	0
TENNANT CO	COM	880345103	185	2,842	SH		SOLE		2,842	0	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	644	13,094	SH		SOLE		13,094	0	0
AT&T INC	COM	00206R102	33,329	1,102,504	SH		OTR	1	0	1,102,504	0
NAUTILUS INC	COM	63910B102	460	49,600	SH		SOLE		49,600	0	0
INSTALLED BLDG PRODS INC	COM	45780R101	929	13,500	SH		OTR	1	0	13,500	0
DIGITAL TURBINE INC	COM NEW	25400W102	166	13,200	SH		SOLE		13,200	0	0
RIBBON COMMUNICATIONS INC	COM	762544104	1,603	408,000	SH		OTR	1	0	408,000	0
HOLOGIC INC	COM	436440101	122	2,139	SH		OTR	5	0	2,139	0
CERNER CORP	COM	156782104	10,427	152,115	SH		OTR	1	0	152,115	0
L BRANDS INC	COM	501797104	81	5,421	SH		SOLE		5,421	0	0
REPUBLIC BANCORP INC KY	CL A	760281204	557	17,031	SH		OTR	1	0	17,031	0
MAGELLAN HEALTH INC	COM NEW	559079207	299	4,100	SH		SOLE		4,100	0	0
COLLECTORS UNIVERSE INC	COM NEW	19421R200	1,200	35,000	SH		OTR	1	0	35,000	0
OWENS & MINOR INC NEW	COM	690732102	1,756	230,400	SH		OTR	1	0	230,400	0
CITIZENS FINANCIAL GROUP INC	COM	174610105	1,460	57,850	SH		OTR	1	0	57,850	0
UMPQUA HLDGS CORP	COM	904214103	0	0	SH		SOLE		0	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	933	16,916	SH		OTR	5	0	16,916	0
CENTRAL PAC FINL CORP	COM NEW	154760409	138	8,600	SH		SOLE		8,600	0	0
AMERICAN WOODMARK CORPORATIO	COM	030506109	212	2,800	SH		OTR	1	0	2,800	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	2,203	7,144	SH		OTR	5	0	7,144	0
CSG SYS INTL INC	COM	126349109	145	3,500	SH		SOLE		3,500	0	0
HOWMET AEROSPACE INC	COM	443201108	1,646	103,860	SH		OTR	1	0	103,860	0
RUTHS HOSPITALITY GROUP INC	COM	783332109	29	3,600	SH		SOLE		3,600	0	0
TETRA TECH INC NEW	COM	88162G103	10	124	SH		SOLE		124	0	0
KOHLS CORP	COM	500255104	78	3,745	SH		SOLE		3,745	0	0
WESBANCO INC	COM	950810101	1,427	70,237	SH		OTR	1	0	70,237	0
UNIVERSAL HEALTH RLTY INCM T	SH BEN INT	91359E105	87	1,100	SH		SOLE		1,100	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	1,244	137,654	SH		OTR	1	0	137,654	0
MAXIMUS INC	COM	577933104	437	6,204	SH		OTR	5	0	6,204	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	69	2,000	SH		SOLE		2,000	0	0
SYNAPTICS INC	COM	87157D109	1,859	30,929	SH		OTR	1	0	30,929	0
MUELLER WTR PRODS INC	COM SER A	624758108	356	37,800	SH		OTR	1	0	37,800	0
EPIZYME INC	COM	29428V104	239	14,900	SH		SOLE		14,900	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	206	12,539	SH		SOLE		12,539	0	0
CONCHO RES INC	COM	20605P101	1,370	26,593	SH		OTR	1	0	26,593	0
XENCOR INC	COM	98401F105	1,292	39,874	SH		OTR	1	0	39,874	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INSRED	45409F843	24,110	891,650	SH		OTR	3	0	891,650	0
PUTNAM MUN OPPORTUNITIES TR	SH BEN INT	746922103	3,267	255,603	SH		SOLE		255,603	0	0
ADVANSIX INC	COM	00773T101	130	11,100	SH		SOLE		11,100	0	0
OWENS & MINOR INC NEW	COM	690732102	378	49,600	SH		SOLE		49,600	0	0
Q2 HLDGS INC	COM	74736L109	1,424	16,600	SH		OTR	1	0	16,600	0
METLIFE INC	COM	59156R108	517	14,161	SH		OTR	5	0	14,161	0
TRACTOR SUPPLY CO	COM	892356106	458	3,479	SH		SOLE		3,479	0	0
WESTROCK CO	COM	96145D105	962	34,047	SH		OTR	1	0	34,047	0
SYNNEX CORP	COM	87162W100	699	5,837	SH		SOLE		5,837	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	1,645	31,259	SH		SOLE		31,259	0	0
HD SUPPLY HLDGS INC	COM	40416M105	263	7,600	SH		SOLE		7,600	0	0
APPIAN CORP	CL A	03782L101	456	8,900	SH		OTR	1	0	8,900	0
COOPER COS INC	COM NEW	216648402	387	1,366	SH		SOLE		1,366	0	0
PAYPAL HLDGS INC	COM	70450Y103	1,686	9,675	SH		OTR	5	0	9,675	0
SMITH A O CORP	COM	831865209	863	18,324	SH		OTR	1	0	18,324	0
TELEDYNE TECHNOLOGIES INC	COM	879360105	236	758	SH		SOLE		758	0	0
PIONEER MUN HIGH INCOME ADVA	COM	723762100	5,308	505,056	SH		SOLE		505,056	0	0
INTERNATIONAL BANCSHARES COR	COM	459044103	759	23,700	SH		OTR	1	0	23,700	0
ALLSTATE CORP	COM	020002101	5,390	55,575	SH		OTR	1	0	55,575	0
RENT A CTR INC NEW	COM	76009N100	403	14,500	SH		SOLE		14,500	0	0
LOCKHEED MARTIN CORP	COM	539830109	1,617	4,432	SH		OTR	5	0	4,432	0
SYNOPSYS INC	COM	871607107	831	4,260	SH		SOLE		4,260	0	0
SOUTH PLAINS FINANCIAL INC	COM	83946P107	330	23,200	SH		OTR	1	0	23,200	0
CARLISLE COS INC	COM	142339100	0	0	SH		SOLE		0	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	7,209	4,907,000	PRN		DFND	1	0	4,907,000	0
VIEMED HEALTHCARE INC	COM	92663R105	1,676	174,600	SH		OTR	1	0	174,600	0
AVENUE THERAPEUTICS INC	COM NEW	05360L205	48	4,500	SH		SOLE		4,500	0	0
FORD MTR CO DEL	COM	345370860	3,703	609,016	SH		OTR	1	0	609,016	0
MARTIN MARIETTA MATLS INC	COM	573284106	344	1,667	SH		SOLE		1,667	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	126	120	SH		OTR	5	0	120	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	6,384	4,677,000	PRN		DFND	1	0	4,677,000	0
FLEXION THERAPEUTICS INC	NOTE 3.375% 5/0	33938JAB2	38	45,000	PRN		SOLE		45,000	0	0
NABORS INDS INC NEW	NOTE 0.750% 1/1	62957HAB1	33	90,000	PRN		SOLE		90,000	0	0
FIRST MIDWEST BANCORP DEL	COM	320867104	246	18,400	SH		OTR	1	0	18,400	0
PROGRESS SOFTWARE CORP	COM	743312100	2,697	69,606	SH		OTR	1	0	69,606	0
PBF ENERGY INC	CL A	69318G106	345	33,695	SH		SOLE		33,695	0	0
MASTERCARD INCORPORATED	CL A	57636Q104	75,688	255,963	SH		OTR	1	0	255,963	0
BRIGHTSPHERE INVT GROUP INC	COM	10948W103	652	52,300	SH		SOLE		52,300	0	0
AMERICAN PUBLIC EDUCATION IN	COM	02913V103	660	22,300	SH		OTR	1	0	22,300	0
ADVANSIX INC	COM	00773T101	609	51,900	SH		OTR	1	0	51,900	0
MYRIAD GENETICS INC	COM	62855J104	664	58,523	SH		OTR	1	0	58,523	0
L3HARRIS TECHNOLOGIES INC	COM	502431109	85	502	SH		OTR	5	0	502	0
GLU MOBILE INC	COM	379890106	544	58,700	SH		SOLE		58,700	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	783	4,474	SH		SOLE		4,474	0	0
VICI PPTYS INC	COM	925652109	50	2,500	SH		SOLE		2,500	0	0
M & T BK CORP	COM	55261F104	357	3,434	SH		SOLE		3,434	0	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	241	69,000	PRN		OTR	4	0	69,000	0
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	152	2,400	SH		SOLE		2,400	0	0
SYNAPTICS INC	NOTE 0.500% 6/1	87157DAD1	123	115,000	PRN		SOLE		115,000	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	6,341	3,791,000	PRN		SOLE		3,791,000	0	0
CIRRUS LOGIC INC	COM	172755100	360	5,828	SH		OTR	5	0	5,828	0
JABIL INC	COM	466313103	901	28,089	SH		OTR	5	0	28,089	0
TRIPADVISOR INC	COM	896945201	679	35,713	SH		OTR	1	0	35,713	0
EMERSON ELEC CO	COM	291011104	989	15,939	SH		SOLE		15,939	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	3,362	26,133	SH		OTR	1	0	26,133	0
ALASKA AIR GROUP INC	COM	011659109	592	16,322	SH		OTR	1	0	16,322	0
SPX CORP	COM	784635104	490	11,900	SH		SOLE		11,900	0	0
VEEVA SYS INC	CL A COM	922475108	4,653	19,850	SH		OTR	1	0	19,850	0
VONAGE HLDGS CORP	NOTE 1.750% 6/0	92886TAJ1	3,780	4,031,000	PRN		SOLE		4,031,000	0	0
SABRE CORP	COM	78573M104	389	48,300	SH		SOLE		48,300	0	0
CENTRAL PAC FINL CORP	COM NEW	154760409	635	39,600	SH		OTR	1	0	39,600	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	2,319	1,925,000	PRN		DFND	1	0	1,925,000	0
KOSMOS ENERGY LTD	COM	500688106	690	415,735	SH		OTR	1	0	415,735	0
ENSCO JERSEY FIN LTD	NOTE 3.000% 1/3	29359WAB1	4,206	31,180,000	PRN		OTR	1	0	31,180,000	0
WIX COM LTD	NOTE 7/0	92940WAB5	39,060	20,993,000	PRN		OTR	1	0	20,993,000	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	277	2,500	SH		OTR	1	0	2,500	0
FRONTDOOR INC	COM	35905A109	2,111	47,615	SH		OTR	1	0	47,615	0
DECKERS OUTDOOR CORP	COM	243537107	766	3,900	SH		SOLE		3,900	0	0
WELBILT INC	COM	949090104	18	2,900	SH		SOLE		2,900	0	0
STEEL DYNAMICS INC	COM	858119100	861	33,003	SH		OTR	5	0	33,003	0
MERIDIAN BANCORP INC MD	COM	58958U103	287	24,700	SH		SOLE		24,700	0	0
DURECT CORP	COM	266605104	507	218,600	SH		OTR	1	0	218,600	0
KIMBALL INTL INC	CL B	494274103	884	76,500	SH		OTR	1	0	76,500	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	350	35,941	SH		SOLE		35,941	0	0
EQUITABLE HLDGS INC	COM	29452E101	7,594	393,667	SH		OTR	1	0	393,667	0
CABOT CORP	COM	127055101	459	12,390	SH		OTR	1	0	12,390	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AF1	8,192	5,544,000	PRN		SOLE		5,544,000	0	0
PROOFPOINT INC	COM	743424103	544	4,900	SH		SOLE		4,900	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	9,790	69,861	SH		OTR	1	0	69,861	0
BLACKROCK FLA MUN 2020 TERM	COM SHS	09250M109	2,767	187,485	SH		SOLE		187,485	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	418	3,671	SH		SOLE		3,671	0	0
KIMBERLY CLARK CORP	COM	494368103	9,666	68,383	SH		OTR	1	0	68,383	0
VIAVI SOLUTIONS INC	COM	925550105	199	15,600	SH		SOLE		15,600	0	0
INOVIO PHARMACEUTICALS INC	COM NEW	45773H201	1,630	60,500	SH		OTR	1	0	60,500	0
BROADMARK RLTY CAP INC	COM	11135B100	20	2,100	SH		SOLE		2,100	0	0
3M CO	COM	88579Y101	2,362	15,139	SH		SOLE		15,139	0	0
PHREESIA INC	COM	71944F106	161	5,700	SH		SOLE		5,700	0	0
CVS HEALTH CORP	COM	126650100	2,231	34,333	SH		SOLE		34,333	0	0
DANAHER CORPORATION	DBCV 1/2	235851AF9	87,054	12,898,000	PRN		OTR	1	0	12,898,000	0
MARATHON PETE CORP	COM	56585A102	646	17,277	SH		SOLE		17,277	0	0
SKYWEST INC	COM	830879102	894	27,400	SH		OTR	1	0	27,400	0
INOVIO PHARMACEUTICALS INC	COM NEW	45773H201	350	13,000	SH		SOLE		13,000	0	0
CNO FINL GROUP INC	COM	12621E103	486	31,200	SH		SOLE		31,200	0	0
MERCHANTS BANCORP IND	COM	58844R108	1,363	73,700	SH		OTR	1	0	73,700	0
NETSCOUT SYS INC	COM	64115T104	173	6,780	SH		SOLE		6,780	0	0
ORACLE CORP	COM	68389X105	784	14,177	SH		OTR	5	0	14,177	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	7,094	5,805,000	PRN		DFND	1	0	5,805,000	0
GAIN CAP HLDGS INC	COM	36268W100	70	11,600	SH		SOLE		11,600	0	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	22,335	393,434	SH		OTR	1	0	393,434	0
LEAR CORP	COM NEW	521865204	2,084	19,113	SH		OTR	1	0	19,113	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	602	7,691	SH		SOLE		7,691	0	0
HUNTSMAN CORP	COM	447011107	558	31,036	SH		SOLE		31,036	0	0
IDEX CORP	COM	45167R104	1,585	10,030	SH		OTR	1	0	10,030	0
EATON VANCE NEW YORK MUN BD	COM	27827Y109	155	13,241	SH		OTR	1	0	13,241	0
ADVANCE AUTO PARTS INC	COM	00751Y106	271	1,902	SH		SOLE		1,902	0	0
MITEK SYS INC	COM NEW	606710200	724	75,300	SH		OTR	1	0	75,300	0
NISOURCE INC	COM	65473P105	1,158	50,939	SH		OTR	1	0	50,939	0
ROBERT HALF INTL INC	COM	770323103	811	15,355	SH		OTR	1	0	15,355	0
CISCO SYS INC	COM	17275R102	31,250	670,026	SH		OTR	1	0	670,026	0
REGENXBIO INC	COM	75901B107	300	8,157	SH		SOLE		8,157	0	0
LIBERTY MEDIA CORP DEL	NOTE 1.000% 1/3	531229AF9	17,544	16,105,000	PRN		OTR	1	0	16,105,000	0
MOODYS CORP	COM	615369105	13,254	48,245	SH		OTR	1	0	48,245	0
UNIVERSAL CORP VA	COM	913456109	500	11,767	SH		SOLE		11,767	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	2,065	18,577	SH		SOLE		18,577	0	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	405	16,930	SH		SOLE		16,930	0	0
HOLOGIC INC	COM	436440101	462	8,109	SH		SOLE		8,109	0	0
CONSOLIDATED EDISON INC	COM	209115104	700	9,731	SH		SOLE		9,731	0	0
ISHARES TR	RUS MID CAP ETF	464287499	9,190	171,458	SH		OTR	1	0	171,458	0
ATMOS ENERGY CORP	COM	049560105	1,622	16,292	SH		OTR	1	0	16,292	0
LKQ CORP	COM	501889208	11,470	437,798	SH		OTR	1	0	437,798	0
ALLEGHENY TECHNOLOGIES INC	COM	01741R102	21	2,100	SH		SOLE		2,100	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	1,319	37,578	SH		SOLE		37,578	0	0
DELL TECHNOLOGIES INC	CL C	24703L202	1,146	20,852	SH		OTR	1	0	20,852	0
DOLLAR GEN CORP NEW	COM	256677105	2,195	11,520	SH		SOLE		11,520	0	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	507	5,028	SH		SOLE		5,028	0	0
PRINCIPAL FINANCIAL GROUP IN	COM	74251V102	1,425	34,303	SH		OTR	1	0	34,303	0
BOX INC	CL A	10316T104	2,315	111,500	SH		OTR	1	0	111,500	0
RADIUS HEALTH INC	COM NEW	750469207	176	12,949	SH		SOLE		12,949	0	0
BAKER HUGHES COMPANY	CL A	05722G100	261	16,934	SH		SOLE		16,934	0	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	4,087	320,015	SH		OTR	1	0	320,015	0
CAESARS ENTMT CORP	NOTE 5.000%10/0	127686AA1	3,860	2,290,000	PRN		SOLE		2,290,000	0	0
STIFEL FINL CORP	COM	860630102	375	7,900	SH		SOLE		7,900	0	0
PURECYCLE CORP	COM NEW	746228303	45	4,900	SH		SOLE		4,900	0	0
HUB GROUP INC	CL A	443320106	2,321	48,500	SH		OTR	1	0	48,500	0
GENERAL DYNAMICS CORP	COM	369550108	5,589	37,395	SH		OTR	1	0	37,395	0
MICROSOFT CORP	COM	594918104	13,769	67,658	SH		OTR	5	0	67,658	0
CHEVRON CORP NEW	COM	166764100	1,435	16,081	SH		OTR	5	0	16,081	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	2,286	52,926	SH		OTR	1	0	52,926	0
JABIL INC	COM	466313103	18,541	577,956	SH		OTR	1	0	577,956	0
WASTE MGMT INC DEL	COM	94106L109	123	1,159	SH		OTR	5	0	1,159	0
BLACKBAUD INC	COM	09227Q100	878	15,387	SH		OTR	1	0	15,387	0
LEIDOS HOLDINGS INC	COM	525327102	938	10,009	SH		SOLE		10,009	0	0
EURONET WORLDWIDE INC	COM	298736109	4,691	48,956	SH		OTR	1	0	48,956	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	163	1,722	SH		SOLE		1,722	0	0
FIRST INTERNET BK IND	COM	320557101	857	51,556	SH		OTR	1	0	51,556	0
HUMANA INC	COM	444859102	1,368	3,528	SH		OTR	5	0	3,528	0
VAREX IMAGING CORP	COM	92214X106	770	50,800	SH		OTR	1	0	50,800	0
SANGAMO THERAPEUTICS INC	COM	800677106	1,093	121,933	SH		OTR	1	0	121,933	0
F M C CORP	COM NEW	302491303	347	3,487	SH		SOLE		3,487	0	0
DUKE REALTY CORP	COM NEW	264411505	407	11,493	SH		SOLE		11,493	0	0
HAVERTY FURNITURE INC	COM	419596101	834	52,100	SH		OTR	1	0	52,100	0
URSTADT BIDDLE PPTYS INC	CL A	917286205	311	26,200	SH		OTR	1	0	26,200	0
PRIMORIS SVCS CORP	COM	74164F103	233	13,100	SH		OTR	1	0	13,100	0
AZZ INC	COM	002474104	532	15,500	SH		SOLE		15,500	0	0
PROOFPOINT INC	COM	743424103	14,073	126,646	SH		OTR	1	0	126,646	0
FTI CONSULTING INC	NOTE 2.000% 8/1	302941AP4	108	85,000	PRN		SOLE		85,000	0	0
DOMINION ENERGY INC	COM	25746U109	1,803	22,212	SH		SOLE		22,212	0	0
BLACKROCK MUNIHLDGS NY QLTY	COM	09255C106	911	68,572	SH		SOLE		68,572	0	0
FASTENAL CO	COM	311900104	3,249	75,844	SH		OTR	1	0	75,844	0
BRIGHTSPHERE INVT GROUP INC	COM	10948W103	3,010	241,600	SH		OTR	1	0	241,600	0
BAXTER INTL INC	COM	071813109	9,953	115,597	SH		OTR	1	0	115,597	0
BROOKDALE SR LIVING INC	COM	112463104	121	41,000	SH		OTR	1	0	41,000	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	16,662	33,038,000	PRN		OTR	1	0	33,038,000	0
GENERAL MLS INC	COM	370334104	6,090	98,790	SH		OTR	1	0	98,790	0
WIDEOPENWEST INC	COM	96758W101	824	156,300	SH		OTR	1	0	156,300	0
CASEYS GEN STORES INC	COM	147528103	0	0	SH		SOLE		0	0	0
BOX INC	CL A	10316T104	498	24,000	SH		SOLE		24,000	0	0
GENERAC HLDGS INC	COM	368736104	500	4,100	SH		SOLE		4,100	0	0
EDISON INTL	COM	281020107	541	9,954	SH		SOLE		9,954	0	0
BALL CORP	COM	058498106	3,025	43,531	SH		OTR	1	0	43,531	0
PROLOGIS INC.	COM	74340W103	411	4,405	SH		OTR	5	0	4,405	0
UNION PAC CORP	COM	907818108	1,900	11,240	SH		OTR	5	0	11,240	0
COEUR MNG INC	COM NEW	192108504	150	29,500	SH		OTR	1	0	29,500	0
HD SUPPLY HLDGS INC	COM	40416M105	6,398	184,638	SH		OTR	1	0	184,638	0
RESMED INC	COM	761152107	738	3,842	SH		SOLE		3,842	0	0
CRAWFORD & CO	CL A	224633206	269	34,100	SH		OTR	1	0	34,100	0
EBAY INC.	COM	278642103	24,008	457,722	SH		OTR	1	0	457,722	0
CDW CORP	COM	12514G108	57	490	SH		OTR	5	0	490	0
GREEN BRICK PARTNERS INC	COM	392709101	1,144	96,500	SH		OTR	1	0	96,500	0
HUB GROUP INC	CL A	443320106	503	10,500	SH		SOLE		10,500	0	0
INSTEEL INDUSTRIES INC	COM	45774W108	421	22,100	SH		OTR	1	0	22,100	0
ENPHASE ENERGY INC	COM	29355A107	71	1,500	SH		SOLE		1,500	0	0
TESLA INC	COM	88160R101	1,510	1,398	SH		SOLE		1,398	0	0
ALEXANDRIA REAL ESTATE EQ IN	COM	015271109	7,038	43,380	SH		OTR	1	0	43,380	0
DENTSPLY SIRONA INC	COM	24906P109	27	608	SH		OTR	5	0	608	0
KINDER MORGAN INC DEL	COM	49456B101	7,209	475,212	SH		OTR	1	0	475,212	0
SYNEOS HEALTH INC	CL A	87166B102	449	7,700	SH		SOLE		7,700	0	0
HOMESTREET INC	COM	43785V102	1,078	43,800	SH		OTR	1	0	43,800	0
CORELOGIC INC	COM	21871D103	600	8,930	SH		SOLE		8,930	0	0
HERON THERAPEUTICS INC	COM	427746102	282	19,175	SH		SOLE		19,175	0	0
DELTA AIR LINES INC DEL	COM NEW	247361702	2,150	76,650	SH		OTR	1	0	76,650	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	458	13,762	SH		SOLE		13,762	0	0
PAYCOM SOFTWARE INC	COM	70432V102	2,017	6,511	SH		OTR	1	0	6,511	0
UNIVERSAL HLTH SVCS INC	CL B	913903100	6,034	64,957	SH		OTR	1	0	64,957	0
KLA CORP	COM NEW	482480100	24,754	127,283	SH		OTR	1	0	127,283	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	9,875	232,629	SH		DFND	1	0	232,629	0
RMR GROUP INC	CL A	74967R106	217	7,370	SH		SOLE		7,370	0	0
ATMOS ENERGY CORP	COM	049560105	328	3,295	SH		SOLE		3,295	0	0
NETFLIX INC	COM	64110L106	5,984	13,151	SH		SOLE		13,151	0	0
TRINET GROUP INC	COM	896288107	1,700	27,900	SH		OTR	1	0	27,900	0
MERIDIAN BIOSCIENCE INC	COM	589584101	340	14,600	SH		SOLE		14,600	0	0
SPLUNK INC	NOTE 1.125% 9/1	848637AD6	113	77,000	PRN		OTR	4	0	77,000	0
BAIDU INC	SPON ADR REP A	056752108	96	800	SH		SOLE		800	0	0
TEXAS INSTRS INC	COM	882508104	16,918	133,246	SH		OTR	1	0	133,246	0
BIODELIVERY SCIENCES INTL IN	COM	09060J106	1,997	458,000	SH		OTR	1	0	458,000	0
CARGURUS INC	COM CL A	141788109	155	6,100	SH		SOLE		6,100	0	0
KROGER CO	COM	501044101	21,329	630,107	SH		OTR	1	0	630,107	0
SELECT MED HLDGS CORP	COM	81619Q105	499	33,900	SH		SOLE		33,900	0	0
TABULA RASA HEALTHCARE INC	COM	873379101	235	4,300	SH		OTR	1	0	4,300	0
BOOKING HOLDINGS INC	COM	09857L108	1,718	1,079	SH		SOLE		1,079	0	0
SVB FINANCIAL GROUP	COM	78486Q101	6,992	32,441	SH		OTR	1	0	32,441	0
II-VI INC	COM	902104108	312	6,600	SH		SOLE		6,600	0	0
MTS SYS CORP	COM	553777103	223	12,700	SH		SOLE		12,700	0	0
TELADOC HEALTH INC	NOTE 3.000%12/1	87918AAB1	10,697	2,468,000	PRN		DFND	1	0	2,468,000	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	200	3,395	SH		OTR	5	0	3,395	0
SVMK INC	COM	78489X103	355	15,100	SH		SOLE		15,100	0	0
MODERNA INC	COM	60770K107	83	1,300	SH		SOLE		1,300	0	0
MODINE MFG CO	COM	607828100	262	47,500	SH		OTR	1	0	47,500	0
TTEC HLDGS INC	COM	89854H102	2,091	44,900	SH		OTR	1	0	44,900	0
BURLINGTON STORES INC	COM	122017106	59	300	SH		SOLE		300	0	0
ARES COML REAL ESTATE CORP	COM	04013V108	183	20,100	SH		SOLE		20,100	0	0
MARRIOTT VACTINS WORLDWID CO	NOTE 1.500% 9/1	57164YAB3	2,767	3,005,000	PRN		DFND	1	0	3,005,000	0
ZYNGA INC	NOTE 0.250% 6/0	98986TAB4	4,422	3,409,000	PRN		SOLE		3,409,000	0	0
ORMAT TECHNOLOGIES INC	COM	686688102	1,136	17,900	SH		OTR	1	0	17,900	0
ALLIANT ENERGY CORP	COM	018802108	324	6,783	SH		SOLE		6,783	0	0
PARKER HANNIFIN CORP	COM	701094104	4,035	22,016	SH		OTR	1	0	22,016	0
NATIONAL HEALTHCARE CORP	COM	635906100	374	5,900	SH		SOLE		5,900	0	0
BLACKROCK MUNIHOLDINGS FD II	COM	09253P109	787	54,900	SH		SOLE		54,900	0	0
RADIAN GROUP INC	COM	750236101	563	36,300	SH		SOLE		36,300	0	0
LEXINGTON REALTY TRUST	COM	529043101	459	43,500	SH		SOLE		43,500	0	0
KODIAK SCIENCES INC	COM	50015M109	1,072	19,800	SH		OTR	1	0	19,800	0
UNION PAC CORP	COM	907818108	28,222	166,923	SH		OTR	1	0	166,923	0
PNC FINL SVCS GROUP INC	COM	693475105	1,172	11,140	SH		SOLE		11,140	0	0
EDGEWELL PERS CARE CO	COM	28035Q102	661	21,200	SH		OTR	1	0	21,200	0
HMS HLDGS CORP	COM	40425J101	2,028	62,600	SH		OTR	1	0	62,600	0
STEWART INFORMATION SVCS COR	COM	860372101	511	15,718	SH		SOLE		15,718	0	0
HEALTHPEAK PROPERTIES INC	COM	42250P103	2,828	102,628	SH		OTR	1	0	102,628	0
COEUR MNG INC	COM NEW	192108504	33	6,500	SH		SOLE		6,500	0	0
EVERGY INC	COM	30034W106	11,807	199,141	SH		OTR	1	0	199,141	0
GOLDMAN SACHS GROUP INC	COM	38141G104	1,608	8,135	SH		SOLE		8,135	0	0
HARROW HEALTH INC	COM	415858109	188	36,100	SH		OTR	1	0	36,100	0
ASGN INC	COM	00191U102	3,367	50,500	SH		OTR	1	0	50,500	0
DOCUSIGN INC	NOTE 0.500% 9/1	256163AB2	329	135,000	PRN		SOLE		135,000	0	0
PORTOLA PHARMACEUTICALS INC	COM	737010108	1,543	85,794	SH		OTR	1	0	85,794	0
PROGRESS SOFTWARE CORP	COM	743312100	582	15,026	SH		SOLE		15,026	0	0
TYLER TECHNOLOGIES INC	COM	902252105	248	714	SH		SOLE		714	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	97	97,000	PRN		OTR	4	0	97,000	0
INVITATION HOMES INC	COM	46187W107	2,415	87,726	SH		OTR	1	0	87,726	0
CINCINNATI FINL CORP	COM	172062101	1,287	20,096	SH		OTR	1	0	20,096	0
LUTHER BURBANK CORP	COM	550550107	276	27,636	SH		OTR	1	0	27,636	0
SL GREEN RLTY CORP	COM	78440X101	91	1,837	SH		SOLE		1,837	0	0
CLEARWAY ENERGY INC	CL A	18539C105	340	16,200	SH		SOLE		16,200	0	0
UNUM GROUP	COM	91529Y106	7,552	455,190	SH		OTR	1	0	455,190	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	2,924	266,828	SH		OTR	1	0	266,828	0
AMPHENOL CORP NEW	CL A	032095101	763	7,960	SH		SOLE		7,960	0	0
SOUTHERN CO	COM	842587107	78	1,499	SH		OTR	5	0	1,499	0
OTIS WORLDWIDE CORP	COM	68902V107	7,016	123,382	SH		OTR	1	0	123,382	0
SOUTHERN CO	COM	842587107	1,431	27,597	SH		SOLE		27,597	0	0
SYKES ENTERPRISES INC	COM	871237103	755	27,300	SH		OTR	1	0	27,300	0
ECHOSTAR CORP	CL A	278768106	877	31,381	SH		OTR	1	0	31,381	0
LSI INDS INC	COM	50216C108	107	16,500	SH		SOLE		16,500	0	0
HERSHEY CO	COM	427866108	310	2,393	SH		OTR	5	0	2,393	0
VERIZON COMMUNICATIONS INC	COM	92343V104	35,187	638,264	SH		OTR	1	0	638,264	0
HOPE BANCORP INC	COM	43940T109	1,058	114,800	SH		OTR	1	0	114,800	0
MSC INDL DIRECT INC	CL A	553530106	3,852	52,908	SH		OTR	1	0	52,908	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	4,852	4,624,000	PRN		DFND	1	0	4,624,000	0
LEAR CORP	COM NEW	521865204	0	0	SH		SOLE		0	0	0
CARMAX INC	COM	143130102	1,964	21,933	SH		OTR	1	0	21,933	0
AXCELIS TECHNOLOGIES INC	COM NEW	054540208	2,534	91,000	SH		OTR	1	0	91,000	0
SKYWORKS SOLUTIONS INC	COM	83088M102	573	4,482	SH		SOLE		4,482	0	0
NEWS CORP NEW	CL B	65249B208	540	45,147	SH		OTR	1	0	45,147	0
INTERPUBLIC GROUP COS INC	COM	460690100	1,010	58,862	SH		OTR	1	0	58,862	0
FOUR CORNERS PPTY TR INC	COM	35086T109	1,691	69,300	SH		OTR	1	0	69,300	0
VIEMED HEALTHCARE INC	COM	92663R105	362	37,700	SH		SOLE		37,700	0	0
UNIVERSAL CORP VA	COM	913456109	2,307	54,260	SH		OTR	1	0	54,260	0
MATRIX SVC CO	COM	576853105	500	51,485	SH		OTR	1	0	51,485	0
RETROPHIN INC	COM	761299106	1,373	67,273	SH		OTR	1	0	67,273	0
RESMED INC	COM	761152107	4,350	22,656	SH		OTR	1	0	22,656	0
CHEMBIO DIAGNOSTICS INC	COM NEW	163572209	38	11,600	SH		SOLE		11,600	0	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	17,311	16,548,000	PRN		OTR	1	0	16,548,000	0
UNDER ARMOUR INC	CL A	904311107	242	24,893	SH		OTR	1	0	24,893	0
BRISTOL-MYERS SQUIBB CO	COM	110122108	19,704	335,097	SH		OTR	1	0	335,097	0
FORTINET INC	COM	34959E109	1,270	9,255	SH		SOLE		9,255	0	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	102	85,000	PRN		OTR	4	0	85,000	0
ULTRAGENYX PHARMACEUTICAL IN	COM	90400D108	2,775	35,480	SH		OTR	1	0	35,480	0
NOBLE ENERGY INC	COM	655044105	567	63,291	SH		OTR	1	0	63,291	0
ZOETIS INC	CL A	98978V103	1,733	12,649	SH		SOLE		12,649	0	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	22	29,000	PRN		OTR	4	0	29,000	0
STAAR SURGICAL CO	COM PAR $0.01	852312305	246	4,000	SH		OTR	1	0	4,000	0
SOLAREDGE TECHNOLOGIES INC	COM	83417M104	0	0	SH		SOLE		0	0	0
SVB FINANCIAL GROUP	COM	78486Q101	396	1,838	SH		SOLE		1,838	0	0
VECTOR GROUP LTD	COM	92240M108	2,276	226,268	SH		OTR	1	0	226,268	0
ASSURANT INC	COM	04621X108	150	1,448	SH		SOLE		1,448	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	691	4,128	SH		OTR	5	0	4,128	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	6,207	4,984,000	PRN		DFND	1	0	4,984,000	0
CORESITE RLTY CORP	COM	21870Q105	97	800	SH		SOLE		800	0	0
LAUREATE EDUCATION INC	CL A	518613203	26	2,600	SH		SOLE		2,600	0	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	1,163	24,265	SH		OTR	1	0	24,265	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	30,477	22,247,000	PRN		OTR	1	0	22,247,000	0
COMMVAULT SYSTEMS INC	COM	204166102	1,358	35,101	SH		OTR	1	0	35,101	0
MERCK & CO. INC	COM	58933Y105	44,047	569,600	SH		OTR	1	0	569,600	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	0	0	SH		SOLE		0	0	0
PTC THERAPEUTICS INC	COM	69366J200	423	8,327	SH		SOLE		8,327	0	0
STEPAN CO	COM	858586100	631	6,500	SH		SOLE		6,500	0	0
EAGLE BANCORP INC MD	COM	268948106	213	6,500	SH		SOLE		6,500	0	0
TYLER TECHNOLOGIES INC	COM	902252105	1,838	5,298	SH		OTR	1	0	5,298	0
AMERICAN INTL GROUP INC	COM NEW	026874784	5,824	186,774	SH		OTR	1	0	186,774	0
PERDOCEO ED CORP	COM	71363P106	2,453	154,000	SH		OTR	1	0	154,000	0
BRINKER INTL INC	COM	109641100	1,073	44,700	SH		OTR	1	0	44,700	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	292	3,696	SH		SOLE		3,696	0	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	13,986	15,184,000	PRN		SOLE		15,184,000	0	0
DANAHER CORPORATION	4.75 MND CV PFD	235851300	257	206	SH		OTR	4	0	206	0
NATUS MED INC DEL	COM	639050103	297	13,600	SH		SOLE		13,600	0	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	145	50,000	PRN		OTR	4	0	50,000	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	563	161,000	PRN		SOLE		161,000	0	0
ACCO BRANDS CORP	COM	00081T108	21	3,000	SH		SOLE		3,000	0	0
BAIDU INC	SPON ADR REP A	056752108	791	6,600	SH		OTR	1	0	6,600	0
REPUBLIC BANCORP INC KY	CL A	760281204	121	3,711	SH		SOLE		3,711	0	0
ATKORE INTL GROUP INC	COM	047649108	2,520	92,124	SH		OTR	1	0	92,124	0
WILLIAMS SONOMA INC	COM	969904101	111	1,356	SH		SOLE		1,356	0	0
SCHNEIDER NATIONAL INC	CL B	80689H102	10,687	433,203	SH		OTR	1	0	433,203	0
PIONEER NAT RES CO	COM	723787107	2,267	23,204	SH		OTR	1	0	23,204	0
EVERGY INC	COM	30034W106	431	7,270	SH		SOLE		7,270	0	0
SCIENCE APPLICATIONS INTL CO	COM	808625107	79	1,022	SH		OTR	5	0	1,022	0
ZIX CORP	COM	98974P100	497	72,000	SH		SOLE		72,000	0	0
CABOT OIL & GAS CORP	COM	127097103	189	10,982	SH		SOLE		10,982	0	0
FIRST FINL BANKSHARES	COM	32020R109	777	26,900	SH		OTR	1	0	26,900	0
BERRY CORP	COM	08579X101	1,776	367,700	SH		OTR	1	0	367,700	0
CONOCOPHILLIPS	COM	20825C104	7,228	172,004	SH		OTR	1	0	172,004	0
BARRETT BUSINESS SVCS INC	COM	068463108	60	1,134	SH		SOLE		1,134	0	0
COGENT COMMUNICATIONS HLDGS	COM NEW	19239V302	217	2,800	SH		SOLE		2,800	0	0
BONANZA CREEK ENERGY INC	COM NEW	097793400	1,553	104,800	SH		OTR	1	0	104,800	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	99	800	SH		OTR	1	0	800	0
GENASYS INC	COM	36872P103	53	11,000	SH		SOLE		11,000	0	0
STERLING CONSTRUCTION CO INC	COM	859241101	120	11,426	SH		OTR	1	0	11,426	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	10,223	60,280	SH		OTR	1	0	60,280	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	3,371	3,089,000	PRN		DFND	1	0	3,089,000	0
DISH NETWORK CORPORATION	CL A	25470M109	209	6,064	SH		SOLE		6,064	0	0
PIONEER MUN HIGH INCOME TR	COM SHS	723763108	0	0	SH		SOLE		0	0	0
MONDELEZ INTL INC	CL A	609207105	1,910	37,365	SH		SOLE		37,365	0	0
LUNA INNOVATIONS	COM	550351100	49	8,400	SH		SOLE		8,400	0	0
LIVE NATION ENTERTAINMENT IN	COM	538034109	175	3,937	SH		SOLE		3,937	0	0
CNO FINL GROUP INC	COM	12621E103	2,250	144,500	SH		OTR	1	0	144,500	0
HALOZYME THERAPEUTICS INC	COM	40637H109	2,518	93,923	SH		OTR	1	0	93,923	0
PCTEL INC	COM	69325Q105	208	31,200	SH		OTR	1	0	31,200	0
BCB BANCORP INC	COM	055298103	215	23,217	SH		OTR	1	0	23,217	0
DHI GROUP INC	COM	23331S100	81	38,400	SH		SOLE		38,400	0	0
LAM RESEARCH CORP	COM	512807108	20,043	61,965	SH		OTR	1	0	61,965	0
SYKES ENTERPRISES INC	COM	871237103	160	5,800	SH		SOLE		5,800	0	0
ZUORA INC	COM CL A	98983V106	54	4,200	SH		SOLE		4,200	0	0
OLD NATL BANCORP IND	COM	680033107	48	3,500	SH		SOLE		3,500	0	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	34,970	32,836,000	PRN		OTR	1	0	32,836,000	0
SNAP ON INC	COM	833034101	1,013	7,312	SH		OTR	1	0	7,312	0
MIDDLESEX WATER CO	COM	596680108	40	600	SH		SOLE		600	0	0
SPROUTS FMRS MKT INC	COM	85208M102	573	22,400	SH		SOLE		22,400	0	0
RH	COM	74967X103	1,643	6,600	SH		OTR	1	0	6,600	0
PS BUSINESS PKS INC CALIF	COM	69360J107	1,367	10,321	SH		OTR	1	0	10,321	0
ORMAT TECHNOLOGIES INC	COM	686688102	241	3,800	SH		SOLE		3,800	0	0
BARRETT BUSINESS SVCS INC	COM	068463108	277	5,207	SH		OTR	1	0	5,207	0
DIGITAL RLTY TR INC	COM	253868103	1,403	9,873	SH		SOLE		9,873	0	0
PROCTER AND GAMBLE CO	COM	742718109	59,005	493,473	SH		OTR	1	0	493,473	0
DECIPHERA PHARMACEUTICALS IN	COM	24344T101	1,141	19,100	SH		OTR	1	0	19,100	0
ACCELERON PHARMA INC	COM	00434H108	162	1,700	SH		SOLE		1,700	0	0
AMICUS THERAPEUTICS INC	COM	03152W109	547	36,265	SH		SOLE		36,265	0	0
DEXCOM INC	COM	252131107	8,275	20,412	SH		OTR	1	0	20,412	0
INSMED INC	NOTE 1.750% 1/1	457669AA7	93	95,000	PRN		SOLE		95,000	0	0
EXTREME NETWORKS INC	COM	30226D106	112	25,900	SH		SOLE		25,900	0	0
FOX CORP	CL B COM	35137L204	106	3,933	SH		SOLE		3,933	0	0
TRACTOR SUPPLY CO	COM	892356106	18,043	136,910	SH		OTR	1	0	136,910	0
AMERISOURCEBERGEN CORP	COM	03073E105	22,046	218,778	SH		OTR	1	0	218,778	0
MORNINGSTAR INC	COM	617700109	1,770	12,558	SH		OTR	1	0	12,558	0
MYR GROUP INC DEL	COM	55405W104	201	6,300	SH		SOLE		6,300	0	0
AMGEN INC	COM	031162100	1,467	6,218	SH		OTR	5	0	6,218	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	127	51,000	PRN		OTR	4	0	51,000	0
CINEMARK HLDGS INC	COM	17243V102	943	81,676	SH		OTR	1	0	81,676	0
DELUXE CORP	COM	248019101	207	8,800	SH		OTR	1	0	8,800	0
THOR INDS INC	COM	885160101	0	0	SH		SOLE		0	0	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	7,066	548,590	SH		SOLE		548,590	0	0
DUPONT DE NEMOURS INC	COM	26614N102	7,618	143,384	SH		OTR	1	0	143,384	0
VALERO ENERGY CORP	COM	91913Y100	962	16,353	SH		OTR	5	0	16,353	0
HALLIBURTON CO	COM	406216101	316	24,381	SH		SOLE		24,381	0	0
RYERSON HLDG CORP	COM	783754104	64	11,400	SH		SOLE		11,400	0	0
SHYFT GROUP INC	COM	825698103	109	6,500	SH		SOLE		6,500	0	0
OWENS CORNING NEW	COM	690742101	922	16,534	SH		OTR	5	0	16,534	0
MASTERCARD INCORPORATED	CL A	57636Q104	2,679	9,061	SH		OTR	5	0	9,061	0
KANSAS CITY SOUTHERN	COM NEW	485170302	1,915	12,827	SH		OTR	1	0	12,827	0
PFIZER INC	COM	717081103	5,173	158,195	SH		SOLE		158,195	0	0
TYSON FOODS INC	CL A	902494103	15,541	260,269	SH		OTR	1	0	260,269	0
SPIRIT AEROSYSTEMS HLDGS INC	COM CL A	848574109	3,695	154,362	SH		OTR	1	0	154,362	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	1,993	21,756	SH		SOLE		21,756	0	0
TESLA INC	NOTE 1.250% 3/0	88160RAC5	46,964	15,661,000	PRN		OTR	1	0	15,661,000	0
ISHARES TR	IBOXX HI YD ETF	464288513	4,081	50,000	SH		OTR	1	0	50,000	0
MIRATI THERAPEUTICS INC	COM	60468T105	514	4,500	SH		SOLE		4,500	0	0
BIOGEN INC	COM	09062X103	1,279	4,779	SH		OTR	5	0	4,779	0
ARES MANAGEMENT CORPORATION	CL A COM STK	03990B101	457	11,500	SH		OTR	1	0	11,500	0
CONNECTONE BANCORP INC NEW	COM	20786W107	1,383	85,800	SH		OTR	1	0	85,800	0
RUSH ENTERPRISES INC	CL A	781846209	435	10,500	SH		SOLE		10,500	0	0
OP BANCORP	COM	67109R109	80	11,600	SH		SOLE		11,600	0	0
ABBVIE INC	COM	00287Y109	55,521	565,500	SH		OTR	1	0	565,500	0
APPFOLIO INC	COM CL A	03783C100	179	1,100	SH		SOLE		1,100	0	0
UNITED CMNTY BKS BLAIRSVLE G	COM	90984P303	149	7,400	SH		SOLE		7,400	0	0
SQUARE INC	NOTE 0.375% 3/0	852234AB9	116	25,000	PRN		SOLE		25,000	0	0
QUALCOMM INC	COM	747525103	3,931	43,100	SH		SOLE		43,100	0	0
ROPER TECHNOLOGIES INC	COM	776696106	6,527	16,810	SH		OTR	1	0	16,810	0
PORTLAND GEN ELEC CO	COM NEW	736508847	2,680	64,100	SH		OTR	1	0	64,100	0
ROSS STORES INC	COM	778296103	15	174	SH		OTR	5	0	174	0
DXC TECHNOLOGY CO	COM	23355L106	324	19,610	SH		SOLE		19,610	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	2,286	7,873	SH		SOLE		7,873	0	0
KINDER MORGAN INC DEL	COM	49456B101	544	35,891	SH		OTR	5	0	35,891	0
EMPLOYERS HOLDINGS INC	COM	292218104	1,185	39,304	SH		OTR	1	0	39,304	0
OTIS WORLDWIDE CORP	COM	68902V107	606	10,660	SH		SOLE		10,660	0	0
CITRIX SYS INC	COM	177376100	683	4,620	SH		SOLE		4,620	0	0
PROPETRO HLDG CORP	COM	74347M108	260	50,500	SH		SOLE		50,500	0	0
COPART INC	COM	217204106	2,292	27,528	SH		OTR	1	0	27,528	0
MERCANTILE BANK CORP	COM	587376104	93	4,100	SH		SOLE		4,100	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.125% 9/1	42330PAJ6	13,119	15,785,000	PRN		OTR	1	0	15,785,000	0
NATERA INC	COM	632307104	409	8,200	SH		SOLE		8,200	0	0
MARATHON OIL CORP	COM	565849106	116	18,918	SH		SOLE		18,918	0	0
FATE THERAPEUTICS INC	COM	31189P102	1,554	45,300	SH		OTR	1	0	45,300	0
NICE LTD	SPONSORED ADR	653656108	6,304	33,313	SH		SOLE		33,313	0	0
HOOKER FURNITURE CORP	COM	439038100	200	10,300	SH		OTR	1	0	10,300	0
VANDA PHARMACEUTICALS INC	COM	921659108	750	65,522	SH		OTR	1	0	65,522	0
ULTA BEAUTY INC	COM	90384S303	312	1,535	SH		SOLE		1,535	0	0
DUPONT DE NEMOURS INC	COM	26614N102	326	6,141	SH		OTR	5	0	6,141	0
NEWMARKET CORP	COM	651587107	360	900	SH		OTR	1	0	900	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	6,149	88,977	SH		OTR	1	0	88,977	0
APOLLO COML REAL EST FIN INC	COM	03762U105	26	2,600	SH		SOLE		2,600	0	0
WORKDAY INC	NOTE 1.500% 7/1	98138HAD3	133	60,000	PRN		SOLE		60,000	0	0
GARTNER INC	COM	366651107	281	2,317	SH		SOLE		2,317	0	0
KIMBALL ELECTRONICS INC	COM	49428J109	374	27,600	SH		SOLE		27,600	0	0
HARTFORD FINL SVCS GROUP INC	COM	416515104	1,844	47,843	SH		OTR	1	0	47,843	0
PROGRESSIVE CORP OHIO	COM	743315103	1,235	15,414	SH		SOLE		15,414	0	0
IPG PHOTONICS CORP	COM	44980X109	156	970	SH		SOLE		970	0	0
MICROSTRATEGY INC	CL A NEW	594972408	509	4,300	SH		SOLE		4,300	0	0
LPL FINL HLDGS INC	COM	50212V100	590	7,523	SH		SOLE		7,523	0	0
NAVISTAR INTL CORP NEW	COM	63934E108	570	20,200	SH		SOLE		20,200	0	0
ULTA BEAUTY INC	COM	90384S303	2,866	14,088	SH		OTR	1	0	14,088	0
NATIONAL OILWELL VARCO INC	COM	637071101	626	51,067	SH		OTR	1	0	51,067	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	553	24,600	SH		OTR	1	0	24,600	0
PACIRA BIOSCIENCES	COM	695127100	3,190	60,788	SH		OTR	1	0	60,788	0
1ST SOURCE CORP	COM	336901103	178	5,000	SH		OTR	1	0	5,000	0
OIL STS INTL INC	NOTE 1.500% 2/1	678026AH8	4,547	9,016,000	PRN		SOLE		9,016,000	0	0
ESCO TECHNOLOGIES INC	COM	296315104	203	2,400	SH		SOLE		2,400	0	0
M/I HOMES INC	COM	55305B101	248	7,200	SH		SOLE		7,200	0	0
CBRE GROUP INC	CL A	12504L109	2,015	44,552	SH		OTR	1	0	44,552	0
HERSHEY CO	COM	427866108	540	4,163	SH		SOLE		4,163	0	0
AGREE REALTY CORP	COM	008492100	1,229	18,700	SH		OTR	1	0	18,700	0
ATRICURE INC	COM	04963C209	809	18,000	SH		OTR	1	0	18,000	0
CADENCE BANCORPORATION	CL A	12739A100	1,823	205,800	SH		OTR	1	0	205,800	0
ULTRA CLEAN HLDGS INC	COM	90385V107	545	24,100	SH		SOLE		24,100	0	0
NEOPHOTONICS CORP	COM	64051T100	282	31,800	SH		SOLE		31,800	0	0
ALLISON TRANSMISSION HLDGS I	COM	01973R101	2,099	57,062	SH		OTR	1	0	57,062	0
RMR GROUP INC	CL A	74967R106	999	33,909	SH		OTR	1	0	33,909	0
CISCO SYS INC	COM	17275R102	769	16,496	SH		OTR	5	0	16,496	0
HALLMARK FINL SVCS INC EC	COM NEW	40624Q203	58	16,600	SH		SOLE		16,600	0	0
DIME CMNTY BANCSHARES INC	COM	253922108	146	10,613	SH		SOLE		10,613	0	0
YUM BRANDS INC	COM	988498101	810	9,318	SH		OTR	5	0	9,318	0
INTERNATIONAL BANCSHARES COR	COM	459044103	167	5,200	SH		SOLE		5,200	0	0
ALPHABET INC	CAP STK CL A	02079K305	99,975	70,502	SH		OTR	1	0	70,502	0
CLEARWAY ENERGY INC	CL C	18539C204	351	15,200	SH		OTR	1	0	15,200	0
CORNING INC	COM	219350105	2,651	102,345	SH		OTR	1	0	102,345	0
BLACKROCK NY MUN INCOME TR I	COM	09249R102	386	28,046	SH		OTR	1	0	28,046	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	3,453	49,812	SH		OTR	1	0	49,812	0
BLUE BIRD CORP	COM	095306106	265	17,700	SH		SOLE		17,700	0	0
WEST PHARMACEUTICAL SVSC INC	COM	955306105	12,871	56,658	SH		OTR	1	0	56,658	0
ESQUIRE FINL HLDGS INC	COM	29667J101	184	10,900	SH		OTR	1	0	10,900	0
RYMAN HOSPITALITY PPTYS INC	COM	78377T107	318	9,200	SH		OTR	1	0	9,200	0
VOCERA COMMUNICATIONS INC	NOTE 1.500% 5/1	92857FAB3	29	30,000	PRN		SOLE		30,000	0	0
FIRST MERCHANTS CORP	COM	320817109	265	9,600	SH		SOLE		9,600	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	997	9,312	SH		SOLE		9,312	0	0
ACCELERON PHARMA INC	COM	00434H108	753	7,900	SH		OTR	1	0	7,900	0
CDK GLOBAL INC	COM	12508E101	532	12,844	SH		SOLE		12,844	0	0
SEATTLE GENETICS INC	COM	812578102	151	887	SH		SOLE		887	0	0
BLACKROCK MUNIENHANCED FD IN	COM	09253Y100	1,643	149,937	SH		SOLE		149,937	0	0
REPUBLIC SVCS INC	COM	760759100	452	5,503	SH		SOLE		5,503	0	0
PPL CORP	COM	69351T106	465	17,997	SH		OTR	5	0	17,997	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	797	8,394	SH		OTR	5	0	8,394	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	216	59,000	PRN		OTR	4	0	59,000	0
MEDIFAST INC	COM	58470H101	1,943	14,000	SH		OTR	1	0	14,000	0
ALASKA COMMUNICATIONS SYS GR	COM	01167P101	50	17,900	SH		OTR	1	0	17,900	0
HEXCEL CORP NEW	COM	428291108	329	7,278	SH		OTR	1	0	7,278	0
BK OF AMERICA CORP	COM	060505104	6,362	267,889	SH		SOLE		267,889	0	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	6,391	71,600	SH		SOLE		71,600	0	0
NU SKIN ENTERPRISES INC	CL A	67018T105	173	4,526	SH		SOLE		4,526	0	0
UNITED NAT FOODS INC	COM	911163103	87	4,800	SH		SOLE		4,800	0	0
TRACTOR SUPPLY CO	COM	892356106	389	2,948	SH		OTR	5	0	2,948	0
DOLLAR TREE INC	COM	256746108	582	6,285	SH		SOLE		6,285	0	0
REPUBLIC SVCS INC	COM	760759100	219	2,674	SH		OTR	5	0	2,674	0
AT&T INC	COM	00206R102	6,071	200,842	SH		SOLE		200,842	0	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	5,058	4,637,000	PRN		DFND	1	0	4,637,000	0
EXPEDITORS INTL WASH INC	COM	302130109	362	4,765	SH		SOLE		4,765	0	0
KORN FERRY	COM NEW	500643200	298	9,700	SH		OTR	1	0	9,700	0
PHILIP MORRIS INTL INC	COM	718172109	2,271	32,411	SH		SOLE		32,411	0	0
ALPINE INCOME PPTY TR INC	COM	02083X103	220	13,500	SH		OTR	1	0	13,500	0
II-VI INC	NOTE 0.250% 9/0	902104AB4	125	105,000	PRN		SOLE		105,000	0	0
BJS WHSL CLUB HLDGS INC	COM	05550J101	3,759	100,867	SH		OTR	1	0	100,867	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	2,681	1,801,000	PRN		DFND	1	0	1,801,000	0
CARDINAL HEALTH INC	COM	14149Y108	997	19,098	SH		OTR	5	0	19,098	0
1ST SOURCE CORP	COM	336901103	39	1,100	SH		SOLE		1,100	0	0
BANK NEW YORK MELLON CORP	COM	064058100	365	9,432	SH		OTR	5	0	9,432	0
VECTOR GROUP LTD	COM	92240M108	492	48,875	SH		SOLE		48,875	0	0
PILGRIMS PRIDE CORP	COM	72147K108	0	0	SH		SOLE		0	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	7,384	125,532	SH		OTR	1	0	125,532	0
DISCOVER FINL SVCS	COM	254709108	400	7,976	SH		SOLE		7,976	0	0
URBAN EDGE PPTYS	COM	91704F104	180	15,200	SH		SOLE		15,200	0	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	6,179	6,182,000	PRN		DFND	1	0	6,182,000	0
ARROW ELECTRS INC	COM	042735100	10,915	158,899	SH		OTR	1	0	158,899	0
ASPEN TECHNOLOGY INC	COM	045327103	317	3,058	SH		OTR	1	0	3,058	0
UNITED BANKSHARES INC WEST V	COM	909907107	147	5,300	SH		SOLE		5,300	0	0
ACADIA PHARMACEUTICALS INC	COM	004225108	872	18,000	SH		OTR	1	0	18,000	0
DARDEN RESTAURANTS INC	COM	237194105	12,302	162,355	SH		OTR	1	0	162,355	0
EXELON CORP	COM	30161N101	930	25,620	SH		SOLE		25,620	0	0
QTS RLTY TR INC	COM CL A	74736A103	1,480	23,100	SH		OTR	1	0	23,100	0
OCCIDENTAL PETE CORP	COM	674599105	429	23,434	SH		SOLE		23,434	0	0
HAEMONETICS CORP	COM	405024100	1,872	20,900	SH		OTR	1	0	20,900	0
MICRON TECHNOLOGY INC	COM	595112103	1,518	29,463	SH		SOLE		29,463	0	0
MCDONALDS CORP	COM	580135101	21,750	117,906	SH		OTR	1	0	117,906	0
FIVE9 INC	COM	338307101	863	7,800	SH		OTR	1	0	7,800	0
EASTMAN CHEM CO	COM	277432100	268	3,847	SH		SOLE		3,847	0	0
OLD DOMINION FREIGHT LINE IN	COM	679580100	436	2,573	SH		SOLE		2,573	0	0
AUTONATION INC	COM	05329W102	283	7,541	SH		SOLE		7,541	0	0
ARCONIC CORPORATION	COM	03966V107	0	0	SH		SOLE		0	0	0
OCEANFIRST FINL CORP	COM	675234108	215	12,200	SH		SOLE		12,200	0	0
NASDAQ INC	COM	631103108	9,010	75,420	SH		OTR	1	0	75,420	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	130	97	SH		OTR	4	0	97	0
FOOT LOCKER INC	COM	344849104	0	0	SH		SOLE		0	0	0
MSCI INC	COM	55354G100	773	2,315	SH		SOLE		2,315	0	0
MAXAR TECHNOLOGIES INC	COM	57778K105	36	2,000	SH		SOLE		2,000	0	0
INGEVITY CORP	COM	45688C107	168	3,200	SH		OTR	1	0	3,200	0
SERVICENOW INC	COM	81762P102	2,494	6,156	SH		SOLE		6,156	0	0
S&P GLOBAL INC	COM	78409V104	19,066	57,866	SH		OTR	1	0	57,866	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	7,609	1,114,100	SH		OTR	1	0	1,114,100	0
GODADDY INC	CL A	380237107	14,542	198,313	SH		OTR	1	0	198,313	0
MARINEMAX INC	COM	567908108	284	12,700	SH		SOLE		12,700	0	0
LENNAR CORP	CL B	526057302	1,766	38,314	SH		OTR	1	0	38,314	0
NEWS CORP NEW	CL A	65249B109	5	447	SH		OTR	5	0	447	0
DELL TECHNOLOGIES INC	CL C	24703L202	33	600	SH		SOLE		600	0	0
SHERWIN WILLIAMS CO	COM	824348106	1,854	3,209	SH		SOLE		3,209	0	0
INDEXIQ ETF TR	IQ CANDRM ESG US	45409B461	0	0	SH		SOLE		0	0	0
KANSAS CITY SOUTHERN	COM NEW	485170302	400	2,682	SH		SOLE		2,682	0	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	165	2,121	SH		SOLE		2,121	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	15,436	127,813	SH		OTR	1	0	127,813	0
AARONS INC	COM PAR $0.50	002535300	2,197	48,400	SH		OTR	1	0	48,400	0
CURTISS WRIGHT CORP	COM	231561101	34	380	SH		SOLE		380	0	0
JELD-WEN HLDG INC	COM	47580P103	135	8,400	SH		SOLE		8,400	0	0
POTLATCHDELTIC CORPORATION	COM	737630103	2,031	53,400	SH		OTR	1	0	53,400	0
PHILLIPS 66	COM	718546104	838	11,657	SH		SOLE		11,657	0	0
HAMILTON BEACH BRANDS HLDG C	COM CL A	40701T104	118	9,900	SH		OTR	1	0	9,900	0
TPI COMPOSITES INC	COM	87266J104	250	10,700	SH		SOLE		10,700	0	0
HECLA MNG CO	COM	422704106	33	10,100	SH		SOLE		10,100	0	0
INDEXIQ ETF TR	IQ SHORT DURAT	45409B339	2,921	120,000	SH		OTR	3	0	120,000	0
INSTALLED BLDG PRODS INC	COM	45780R101	206	3,000	SH		SOLE		3,000	0	0
HILL ROM HLDGS INC	COM	431475102	1,022	9,311	SH		OTR	5	0	9,311	0
LEGGETT & PLATT INC	COM	524660107	611	17,388	SH		OTR	1	0	17,388	0
FONAR CORP	COM NEW	344437405	192	9,000	SH		OTR	1	0	9,000	0
VALLEY NATL BANCORP	COM	919794107	117	14,900	SH		SOLE		14,900	0	0
WELLS FARGO CO NEW	COM	949746101	498	19,462	SH		OTR	5	0	19,462	0
ANALOG DEVICES INC	COM	032654105	7,306	59,572	SH		OTR	1	0	59,572	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	9,115	75,331	SH		OTR	1	0	75,331	0
SIMON PPTY GROUP INC NEW	COM	828806109	3,402	49,752	SH		OTR	1	0	49,752	0
ZIONS BANCORPORATION N A	COM	989701107	748	22,006	SH		OTR	1	0	22,006	0
STATE STR CORP	COM	857477103	12,749	200,609	SH		OTR	1	0	200,609	0
HOLLYFRONTIER CORP	COM	436106108	13,201	452,074	SH		OTR	1	0	452,074	0
DANA INCORPORATED	COM	235825205	347	28,500	SH		SOLE		28,500	0	0
ROSS STORES INC	COM	778296103	4,956	58,137	SH		OTR	1	0	58,137	0
OREILLY AUTOMOTIVE INC	COM	67103H107	1,558	3,694	SH		SOLE		3,694	0	0
INVESCO DYNAMIC CR OPPORTUNI	COM	46132R104	378	42,478	SH		SOLE		42,478	0	0
NEXTGEN HEALTHCARE INC	COM	65343C102	52	4,700	SH		SOLE		4,700	0	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	351	10,228	SH		OTR	5	0	10,228	0
VIACOMCBS INC	CL B	92556H206	340	14,576	SH		SOLE		14,576	0	0
RTI SURGICAL HOLDINGS INC	COM	74975N105	135	42,300	SH		OTR	1	0	42,300	0
XENCOR INC	COM	98401F105	282	8,706	SH		SOLE		8,706	0	0
IDEXX LABS INC	COM	45168D104	3,760	11,388	SH		OTR	1	0	11,388	0
BLOCK H & R INC	COM	093671105	380	26,643	SH		OTR	1	0	26,643	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	27,968	24,248,000	PRN		OTR	1	0	24,248,000	0
ZENDESK INC	NOTE 0.250% 3/1	98936JAB7	5,261	3,521,000	PRN		OTR	1	0	3,521,000	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	33,680	9,432,000	PRN		OTR	1	0	9,432,000	0
INTERDIGITAL INC	COM	45867G101	102	1,800	SH		SOLE		1,800	0	0
MERITOR INC	COM	59001K100	522	26,360	SH		SOLE		26,360	0	0
ALBEMARLE CORP	COM	012653101	217	2,806	SH		SOLE		2,806	0	0
NORTHROP GRUMMAN CORP	COM	666807102	15,607	50,765	SH		OTR	1	0	50,765	0
KROGER CO	COM	501044101	1,218	35,970	SH		OTR	5	0	35,970	0
INTEL CORP	COM	458140100	3,092	51,680	SH		OTR	5	0	51,680	0
INTERSECT ENT INC	COM	46071F103	122	9,000	SH		SOLE		9,000	0	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	438	16,662	SH		SOLE		16,662	0	0
AVNET INC	COM	053807103	531	19,037	SH		SOLE		19,037	0	0
CHEGG INC	COM	163092109	175	2,600	SH		SOLE		2,600	0	0
PROLOGIS INC.	COM	74340W103	2,198	23,556	SH		SOLE		23,556	0	0
NATIONAL HEALTHCARE CORP	COM	635906100	1,726	27,200	SH		OTR	1	0	27,200	0
CELANESE CORP DEL	COM	150870103	1,389	16,086	SH		OTR	1	0	16,086	0
SERVICENOW INC	NOTE 6/0	81762PAC6	11,517	3,841,000	PRN		SOLE		3,841,000	0	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	9,389	3,235,000	PRN		DFND	1	0	3,235,000	0
ANALOG DEVICES INC	COM	032654105	1,189	9,699	SH		SOLE		9,699	0	0
VONAGE HLDGS CORP	NOTE 1.750% 6/0	92886TAJ1	12,415	13,239,000	PRN		OTR	1	0	13,239,000	0
EXPEDIA GROUP INC	COM NEW	30212P303	308	3,744	SH		SOLE		3,744	0	0
AVENUE THERAPEUTICS INC	COM NEW	05360L205	224	20,800	SH		OTR	1	0	20,800	0
INSTEEL INDUSTRIES INC	COM	45774W108	92	4,800	SH		SOLE		4,800	0	0
HILTON GRAND VACATIONS INC	COM	43283X105	428	21,900	SH		OTR	1	0	21,900	0
ATN INTL INC	COM	00215F107	61	1,000	SH		SOLE		1,000	0	0
INTEGER HLDGS CORP	COM	45826H109	593	8,119	SH		SOLE		8,119	0	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	23,234	216,954	SH		OTR	1	0	216,954	0
FOSTER L B CO	COM	350060109	668	52,336	SH		OTR	1	0	52,336	0
NEW YORK CMNTY BANCORP INC	COM	649445103	0	0	SH		SOLE		0	0	0
INSMED INC	COM PAR $.01	457669307	2,113	76,726	SH		OTR	1	0	76,726	0
CUBESMART	COM	229663109	11	400	SH		SOLE		400	0	0
DARLING INGREDIENTS INC	COM	237266101	66	2,700	SH		SOLE		2,700	0	0
SALLY BEAUTY HLDGS INC	COM	79546E104	163	13,000	SH		OTR	1	0	13,000	0
LAKELAND BANCORP INC	COM	511637100	307	26,900	SH		SOLE		26,900	0	0
AMERICAN SOFTWARE INC	CL A	029683109	1,042	66,100	SH		OTR	1	0	66,100	0
AMERIPRISE FINL INC	COM	03076C106	1,243	8,283	SH		SOLE		8,283	0	0
CROWN CASTLE INTL CORP NEW	6.875% CON PFD A	22822V309	5,359	3,598	SH		SOLE		3,598	0	0
VULCAN MATLS CO	COM	929160109	406	3,506	SH		SOLE		3,506	0	0
NATIONAL HEALTH INVS INC	COM	63633D104	1,888	31,100	SH		OTR	1	0	31,100	0
GENASYS INC	COM	36872P103	249	51,200	SH		OTR	1	0	51,200	0
CITRIX SYS INC	COM	177376100	8,336	56,357	SH		OTR	1	0	56,357	0
INDEXIQ ETF TR	HDG EVE DRIV	45409B404	5,055	231,687	SH		OTR	3	0	231,687	0
MOSAIC CO NEW	COM	61945C103	103	8,269	SH		SOLE		8,269	0	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	24,264	22,645,000	PRN		OTR	1	0	22,645,000	0
HOME DEPOT INC	COM	437076102	8,004	31,949	SH		SOLE		31,949	0	0
WELLPOINT INC	NOTE 2.750%10/1	94973VBG1	14,394	3,935,000	PRN		DFND	1	0	3,935,000	0
PROCTER AND GAMBLE CO	COM	742718109	3,421	28,610	SH		OTR	5	0	28,610	0
MACOM TECH SOLUTIONS HLDGS I	COM	55405Y100	72	2,100	SH		SOLE		2,100	0	0
EBAY INC.	COM	278642103	1,899	36,200	SH		SOLE		36,200	0	0
KB HOME	COM	48666K109	2,246	73,200	SH		OTR	1	0	73,200	0
CHEGG INC	NOTE 0.125% 3/1	163092AD1	24,644	17,365,000	PRN		OTR	1	0	17,365,000	0
PORTLAND GEN ELEC CO	COM NEW	736508847	577	13,800	SH		SOLE		13,800	0	0
MASONITE INTL CORP NEW	COM	575385109	506	6,500	SH		SOLE		6,500	0	0
FIRST NORTHWEST BANCORP	COM	335834107	72	5,800	SH		SOLE		5,800	0	0
WEC ENERGY GROUP INC	COM	92939U106	696	7,943	SH		SOLE		7,943	0	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	33	28,000	PRN		SOLE		28,000	0	0
HEXCEL CORP NEW	COM	428291108	0	0	SH		SOLE		0	0	0
EXTRA SPACE STORAGE INC	COM	30225T102	2,219	24,026	SH		OTR	1	0	24,026	0
LOEWS CORP	COM	540424108	224	6,520	SH		SOLE		6,520	0	0
RALPH LAUREN CORP	CL A	751212101	480	6,616	SH		OTR	1	0	6,616	0
ADVANCED MICRO DEVICES INC	COM	007903107	18	349	SH		OTR	5	0	349	0
INTEL CORP	COM	458140100	49,141	821,350	SH		OTR	1	0	821,350	0
ACTIVISION BLIZZARD INC	COM	00507V109	674	8,884	SH		OTR	5	0	8,884	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	2,809	11,166	SH		OTR	1	0	11,166	0
IRONWOOD PHARMACEUTICALS INC	COM CL A	46333X108	1,059	102,624	SH		OTR	1	0	102,624	0
CORELOGIC INC	COM	21871D103	1,286	19,138	SH		OTR	5	0	19,138	0
BANK NEW YORK MELLON CORP	COM	064058100	6,838	176,926	SH		OTR	1	0	176,926	0
PUBLIC STORAGE	COM	74460D109	4,852	25,284	SH		OTR	1	0	25,284	0
BANNER CORP	COM NEW	06652V208	551	14,500	SH		OTR	1	0	14,500	0
SYNEOS HEALTH INC	CL A	87166B102	2,068	35,500	SH		OTR	1	0	35,500	0
TIMKEN CO	COM	887389104	1,224	26,902	SH		OTR	1	0	26,902	0
SABRA HEALTH CARE REIT INC	COM	78573L106	1,294	89,700	SH		OTR	1	0	89,700	0
SYNNEX CORP	COM	87162W100	1,014	8,468	SH		OTR	5	0	8,468	0
IRON MTN INC NEW	COM	46284V101	1,046	40,064	SH		OTR	1	0	40,064	0
CMS ENERGY CORP	COM	125896100	2,205	37,741	SH		OTR	1	0	37,741	0
GLAUKOS CORP	COM	377322102	223	5,800	SH		OTR	1	0	5,800	0
PERFORMANCE FOOD GROUP CO	COM	71377A103	172	5,900	SH		SOLE		5,900	0	0
FIREEYE INC	NOTE 0.875% 6/0	31816QAF8	8,248	9,068,000	PRN		OTR	1	0	9,068,000	0
MARRIOTT INTL INC NEW	CL A	571903202	4,046	47,190	SH		OTR	1	0	47,190	0
EVOQUA WATER TECHNOLOGIES CO	COM	30057T105	93	5,000	SH		SOLE		5,000	0	0
ALTRIA GROUP INC	COM	02209S103	1,244	31,692	SH		SOLE		31,692	0	0
VOXX INTL CORP	CL A	91829F104	26	4,500	SH		SOLE		4,500	0	0
EXTENDED STAY AMER INC	UNIT 99/99/9999B	30224P200	0	0	SH		SOLE		0	0	0
ALLEGHENY TECHNOLOGIES INC	COM	01741R102	101	9,900	SH		OTR	1	0	9,900	0
TG THERAPEUTICS INC	COM	88322Q108	943	48,400	SH		OTR	1	0	48,400	0
INSPERITY INC	COM	45778Q107	427	6,600	SH		SOLE		6,600	0	0
HOLLYFRONTIER CORP	COM	436106108	723	24,771	SH		SOLE		24,771	0	0
KELLOGG CO	COM	487836108	447	6,771	SH		SOLE		6,771	0	0
NIKE INC	CL B	654106103	23,210	236,721	SH		OTR	1	0	236,721	0
BIO RAD LABS INC	CL A	090572207	1,619	3,585	SH		OTR	1	0	3,585	0
HORMEL FOODS CORP	COM	440452100	371	7,687	SH		SOLE		7,687	0	0
DENNYS CORP	COM	24869P104	441	43,700	SH		OTR	1	0	43,700	0
NEW YORK MTG TR INC	COM PAR $.02	649604501	114	43,500	SH		OTR	1	0	43,500	0
PLYMOUTH INDL REIT INC	COM	729640102	599	46,800	SH		OTR	1	0	46,800	0
AFLAC INC	COM	001055102	662	18,383	SH		SOLE		18,383	0	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	27,304	16,323,000	PRN		OTR	1	0	16,323,000	0
UNDER ARMOUR INC	CL A	904311107	52	5,361	SH		SOLE		5,361	0	0
TAL EDUCATION GROUP	SPONSORED ADS	874080104	89	1,300	SH		SOLE		1,300	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	1,306	4,385	SH		SOLE		4,385	0	0
RIBBON COMMUNICATIONS INC	COM	762544104	346	88,100	SH		SOLE		88,100	0	0
PROVIDENCE SVC CORP	COM	743815102	308	3,900	SH		OTR	1	0	3,900	0
ZOOM VIDEO COMMUNICATIONS IN	CL A	98980L101	76	300	SH		SOLE		300	0	0
ARCONIC CORPORATION	COM	03966V107	1,807	129,752	SH		OTR	1	0	129,752	0
ALLIANCE DATA SYSTEMS CORP	COM	018581108	180	4,000	SH		SOLE		4,000	0	0
HUMANA INC	COM	444859102	24,498	63,180	SH		OTR	1	0	63,180	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	10	85	SH		OTR	5	0	85	0
PIEDMONT OFFICE REALTY TR IN	COM CL A	720190206	355	21,400	SH		SOLE		21,400	0	0
ZEBRA TECHNOLOGIES CORPORATI	CL A	989207105	378	1,476	SH		SOLE		1,476	0	0
UMPQUA HLDGS CORP	COM	904214103	694	65,257	SH		OTR	1	0	65,257	0
LIMELIGHT NETWORKS INC	COM	53261M104	695	94,400	SH		SOLE		94,400	0	0
KEYCORP	COM	493267108	322	26,426	SH		SOLE		26,426	0	0
NVR INC	COM	62944T105	303	93	SH		SOLE		93	0	0
INTERNATIONAL FLAVORS&FRAGRA	COM	459506101	346	2,823	SH		SOLE		2,823	0	0
CHARLES RIV LABS INTL INC	COM	159864107	211	1,212	SH		SOLE		1,212	0	0
REDWOOD TR INC	NOTE 4.750% 8/1	758075AC9	72	80,000	PRN		SOLE		80,000	0	0
360 FINANCE INC	ADS	88557W101	1	68	SH		DFND	1	0	68	0
ARAMARK	COM	03852U106	20	900	SH		SOLE		900	0	0
BIO RAD LABS INC	CL A	090572207	218	483	SH		SOLE		483	0	0
GRAHAM HLDGS CO	COM CL B	384637104	3,760	10,973	SH		OTR	1	0	10,973	0
APPLE INC	COM	037833100	40,832	111,931	SH		SOLE		111,931	0	0
DWS MUN INCOME TR	COM	233368109	1,032	95,537	SH		SOLE		95,537	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	96	77,000	PRN		OTR	4	0	77,000	0
INVESCO ADVANTAGE MUN INCOME	SH BEN INT	46132E103	2,574	246,115	SH		SOLE		246,115	0	0
INTEGER HLDGS CORP	COM	45826H109	2,737	37,474	SH		OTR	1	0	37,474	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	830	19,575	SH		SOLE		19,575	0	0
EXXON MOBIL CORP	COM	30231G102	5,242	117,209	SH		SOLE		117,209	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	1,036	63,123	SH		OTR	1	0	63,123	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	5,982	588,000	PRN		SOLE		588,000	0	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	12,744	951,762	SH		SOLE		951,762	0	0
SANFILIPPO JOHN B & SON INC	COM	800422107	1,032	12,100	SH		OTR	1	0	12,100	0
MCCORMICK & CO INC	COM NON VTG	579780206	597	3,327	SH		SOLE		3,327	0	0
NEWS CORP NEW	CL A	65249B109	85	7,153	SH		SOLE		7,153	0	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	941	115,500	SH		OTR	1	0	115,500	0
QCR HOLDINGS INC	COM	74727A104	94	3,000	SH		SOLE		3,000	0	0
TWITTER INC	NOTE 1.000% 9/1	90184LAD4	250	255,000	PRN		SOLE		255,000	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	1,028	32,974	SH		SOLE		32,974	0	0
CRANE CO	COM	224399105	3,616	60,810	SH		OTR	1	0	60,810	0
FS BANCORP INC	COM	30263Y104	193	4,992	SH		SOLE		4,992	0	0
EMERALD HOLDING INC	COM	29103W104	22	7,300	SH		SOLE		7,300	0	0
D R HORTON INC	COM	23331A109	504	9,085	SH		SOLE		9,085	0	0
CLEAN HARBORS INC	COM	184496107	471	7,853	SH		SOLE		7,853	0	0
NETAPP INC	COM	64110D104	1,309	29,510	SH		OTR	1	0	29,510	0
PERSPECTA INC	COM	715347100	720	31,000	SH		SOLE		31,000	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	792	7,052	SH		SOLE		7,052	0	0
MERCURY SYS INC	COM	589378108	55	700	SH		SOLE		700	0	0
SEATTLE GENETICS INC	COM	812578102	95	560	SH		OTR	1	0	560	0
MORNINGSTAR INC	COM	617700109	0	0	SH		SOLE		0	0	0
AMEREN CORP	COM	023608102	2,288	32,520	SH		OTR	1	0	32,520	0
ANSYS INC	COM	03662Q105	3,332	11,421	SH		OTR	1	0	11,421	0
HP INC	COM	40434L105	12,098	694,102	SH		OTR	1	0	694,102	0
CLOROX CO DEL	COM	189054109	763	3,479	SH		SOLE		3,479	0	0
WILLIAMS SONOMA INC	COM	969904101	175	2,134	SH		OTR	5	0	2,134	0
YUM CHINA HLDGS INC	COM	98850P109	62	1,300	SH		SOLE		1,300	0	0
FLWS/1-800 FLOWERS	CL A	68243Q106	450	22,496	SH		SOLE		22,496	0	0
CAVCO INDS INC DEL	COM	149568107	1,813	9,400	SH		OTR	1	0	9,400	0
KLA CORP	COM NEW	482480100	405	2,081	SH		OTR	5	0	2,081	0
HANESBRANDS INC	COM	410345102	540	47,843	SH		OTR	1	0	47,843	0
FAIR ISAAC CORP	COM	303250104	0	0	SH		SOLE		0	0	0
FORTIVE CORP	COM	34959J108	524	7,738	SH		SOLE		7,738	0	0
ARISTA NETWORKS INC	COM	040413106	311	1,479	SH		SOLE		1,479	0	0
TARGA RES CORP	COM	87612G101	1,193	59,447	SH		OTR	1	0	59,447	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	8,855	15,539	SH		OTR	1	0	15,539	0
QUANTA SVCS INC	COM	74762E102	738	18,813	SH		OTR	1	0	18,813	0
AES CORP	COM	00130H105	653	45,042	SH		SOLE		45,042	0	0
OCCIDENTAL PETE CORP	COM	674599105	2,167	118,399	SH		OTR	1	0	118,399	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	52	45,000	PRN		OTR	4	0	45,000	0
F M C CORP	COM NEW	302491303	1,724	17,303	SH		OTR	1	0	17,303	0
AMN HEALTHCARE SVCS INC	COM	001744101	45	1,000	SH		SOLE		1,000	0	0
APPLIED MATLS INC	COM	038222105	23,542	389,454	SH		OTR	1	0	389,454	0
FIRST REP BK SAN FRANCISCO C	COM	33616C100	3,765	35,524	SH		OTR	1	0	35,524	0
ABBVIE INC	COM	00287Y109	5,415	55,149	SH		SOLE		55,149	0	0
TUTOR PERINI CORP	COM	901109108	94	7,700	SH		SOLE		7,700	0	0
VARIAN MED SYS INC	COM	92220P105	263	2,147	SH		SOLE		2,147	0	0
URSTADT BIDDLE PPTYS INC	CL A	917286205	68	5,700	SH		SOLE		5,700	0	0
ZUORA INC	COM CL A	98983V106	233	18,300	SH		OTR	1	0	18,300	0
YUM BRANDS INC	COM	988498101	7,734	88,993	SH		OTR	1	0	88,993	0
UNITEDHEALTH GROUP INC	COM	91324P102	7,716	26,161	SH		SOLE		26,161	0	0
EMCOR GROUP INC	COM	29084Q100	708	10,700	SH		SOLE		10,700	0	0
RTI SURGICAL HOLDINGS INC	COM	74975N105	29	9,000	SH		SOLE		9,000	0	0
II-VI INC	COM	902104108	1,450	30,700	SH		OTR	1	0	30,700	0
ILLINOIS TOOL WKS INC	COM	452308109	7,669	43,859	SH		OTR	1	0	43,859	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	1,554	3,046	SH		OTR	5	0	3,046	0
TURNING POINT THERAPEUTICS I	COM	90041T108	1,318	20,400	SH		OTR	1	0	20,400	0
BROADCOM INC	COM	11135F101	45,042	142,713	SH		OTR	1	0	142,713	0
EMERGENT BIOSOLUTIONS INC	COM	29089Q105	399	5,048	SH		SOLE		5,048	0	0
BLUEGREEN VACATIONS CORP	COM	09629F108	82	15,200	SH		OTR	1	0	15,200	0
BIOMARIN PHARMACEUTICAL INC	NOTE 1.500%10/1	09061GAF8	428	325,000	PRN		SOLE		325,000	0	0
BOISE CASCADE CO DEL	COM	09739D100	203	5,400	SH		SOLE		5,400	0	0
RUSH ENTERPRISES INC	CL A	781846209	2,032	49,000	SH		OTR	1	0	49,000	0
PALO ALTO NETWORKS INC	COM	697435105	69	300	SH		SOLE		300	0	0
IDEXX LABS INC	COM	45168D104	765	2,318	SH		SOLE		2,318	0	0
TIFFANY & CO NEW	COM	886547108	337	2,764	SH		SOLE		2,764	0	0
IQVIA HLDGS INC	COM	46266C105	26,196	184,636	SH		OTR	1	0	184,636	0
COMERICA INC	COM	200340107	240	6,308	SH		SOLE		6,308	0	0
SPROUTS FMRS MKT INC	COM	85208M102	13,912	543,657	SH		OTR	1	0	543,657	0
DEL TACO RESTAURANTS INC NEW	COM	245496104	141	23,800	SH		SOLE		23,800	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	7,318	3,277,000	PRN		SOLE		3,277,000	0	0
CENTURYLINK INC	COM	156700106	1,309	130,470	SH		OTR	1	0	130,470	0
EXELIXIS INC	COM	30161Q104	17,197	724,389	SH		OTR	1	0	724,389	0
LILLY ELI & CO	COM	532457108	4,546	27,691	SH		SOLE		27,691	0	0
APARTMENT INVT & MGMT CO	CL A	03748R754	1,412	37,509	SH		OTR	1	0	37,509	0
ECOLAB INC	COM	278865100	1,283	6,451	SH		SOLE		6,451	0	0
PHOTRONICS INC	COM	719405102	470	42,200	SH		SOLE		42,200	0	0
NOVAVAX INC	COM NEW	670002401	1,817	21,800	SH		OTR	1	0	21,800	0
AECOM	COM	00766T100	1,618	43,067	SH		OTR	1	0	43,067	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	17,964	12,304,000	PRN		SOLE		12,304,000	0	0
MONDELEZ INTL INC	CL A	609207105	10,843	212,070	SH		OTR	1	0	212,070	0
OOMA INC	COM	683416101	282	17,100	SH		OTR	1	0	17,100	0
ISHARES TR	RUS MID CAP ETF	464287499	0	0	SH		SOLE		0	0	0
ORRSTOWN FINL SVCS INC	COM	687380105	71	4,792	SH		SOLE		4,792	0	0
A10 NETWORKS INC	COM	002121101	1,238	181,800	SH		OTR	1	0	181,800	0
QUOTIENT TECHNOLOGY INC	NOTE 1.750%12/0	749119AB9	3,160	3,487,000	PRN		SOLE		3,487,000	0	0
PHILLIPS 66	COM	718546104	5,494	76,409	SH		OTR	1	0	76,409	0
NEWMONT CORP	COM	651639106	2,246	36,374	SH		SOLE		36,374	0	0
INTERCEPT PHARMACEUTICALS IN	NOTE 3.250% 7/0	45845PAA6	1,370	1,820,000	PRN		DFND	1	0	1,820,000	0
KRAFT HEINZ CO	COM	500754106	531	16,639	SH		SOLE		16,639	0	0
ADOBE INC	COM	00724F101	6,734	15,470	SH		SOLE		15,470	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	5,216	4,522,000	PRN		SOLE		4,522,000	0	0
TELEFLEX INCORPORATED	COM	879369106	475	1,306	SH		SOLE		1,306	0	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	36	40,000	PRN		OTR	4	0	40,000	0
ENVESTNET INC	COM	29404K106	765	10,400	SH		OTR	1	0	10,400	0
HUNTSMAN CORP	COM	447011107	4,082	227,138	SH		OTR	1	0	227,138	0
PHOTRONICS INC	COM	719405102	2,173	195,237	SH		OTR	1	0	195,237	0
WESTERN DIGITAL CORP.	COM	958102105	352	7,976	SH		SOLE		7,976	0	0
DOW INC	COM	260557103	743	18,238	SH		SOLE		18,238	0	0
TRIPLE-S MGMT CORP	CL B	896749108	36	1,900	SH		SOLE		1,900	0	0
SPARTANNASH CO	COM	847215100	2,491	117,200	SH		OTR	1	0	117,200	0
EVERCORE INC	CLASS A	29977A105	4,937	83,797	SH		OTR	1	0	83,797	0
COMMVAULT SYSTEMS INC	COM	204166102	294	7,600	SH		SOLE		7,600	0	0
QORVO INC	COM	74736K101	547	4,949	SH		OTR	5	0	4,949	0
KFORCE INC	COM	493732101	371	12,700	SH		SOLE		12,700	0	0
COMTECH TELECOMMUNICATIONS C	COM NEW	205826209	81	4,800	SH		SOLE		4,800	0	0
MEDPACE HLDGS INC	COM	58506Q109	1,014	10,900	SH		OTR	1	0	10,900	0
CANNAE HLDGS INC	COM	13765N107	185	4,500	SH		SOLE		4,500	0	0
ACUITY BRANDS INC	COM	00508Y102	279	2,916	SH		OTR	5	0	2,916	0
VAPOTHERM INC	COM	922107107	230	5,600	SH		SOLE		5,600	0	0
RH	COM	74967X103	373	1,500	SH		SOLE		1,500	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	177	1,015	SH		SOLE		1,015	0	0
SOUTH PLAINS FINANCIAL INC	COM	83946P107	71	5,000	SH		SOLE		5,000	0	0
TWIN RIV WORLDWIDE HLDGS INC	COM	90171V204	738	33,100	SH		OTR	1	0	33,100	0
WP CAREY INC	COM	92936U109	41	600	SH		SOLE		600	0	0
SERVICE PPTYS TR	COM SH BEN INT	81761L102	421	59,400	SH		OTR	1	0	59,400	0
RITE AID CORP	COM	767754872	46	2,700	SH		SOLE		2,700	0	0
MARSH & MCLENNAN COS INC	COM	571748102	8,443	78,635	SH		OTR	1	0	78,635	0
ETSY INC	COM	29786A106	12,689	119,450	SH		OTR	1	0	119,450	0
HUBSPOT INC	NOTE 0.250% 6/0	443573AB6	226	95,000	PRN		SOLE		95,000	0	0
ONESPAN INC	COM	68287N100	972	34,800	SH		OTR	1	0	34,800	0
HUMANA INC	COM	444859102	2,254	5,812	SH		SOLE		5,812	0	0
ALIGN TECHNOLOGY INC	COM	016255101	2,633	9,593	SH		OTR	1	0	9,593	0
ACM RESEARCH INC	COM CL A	00108J109	355	5,700	SH		OTR	1	0	5,700	0
BRIGHTCOVE INC	COM	10921T101	116	14,700	SH		OTR	1	0	14,700	0
PAYCHEX INC	COM	704326107	639	8,435	SH		SOLE		8,435	0	0
LIFEVANTAGE CORP	COM NEW	53222K205	1,274	94,200	SH		OTR	1	0	94,200	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	488	6,253	SH		SOLE		6,253	0	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	751	109,100	SH		OTR	1	0	109,100	0
BALL CORP	COM	058498106	594	8,543	SH		SOLE		8,543	0	0
FIRST FINANCIAL NORTHWEST IN	COM	32022K102	49	5,044	SH		SOLE		5,044	0	0
STRYKER CORPORATION	COM	863667101	8,680	48,171	SH		OTR	1	0	48,171	0
BRIGHTHOUSE FINL INC	COM	10922N103	136	4,900	SH		SOLE		4,900	0	0
VERSO CORP	CL A	92531L207	474	39,600	SH		OTR	1	0	39,600	0
TYSON FOODS INC	CL A	902494103	1,003	16,797	SH		OTR	5	0	16,797	0
BANNER CORP	COM NEW	06652V208	122	3,200	SH		SOLE		3,200	0	0
OKTA INC	CL A	679295105	688	3,434	SH		OTR	1	0	3,434	0
PHILIP MORRIS INTL INC	COM	718172109	18,047	257,600	SH		OTR	1	0	257,600	0
PDC ENERGY INC	COM	69327R101	205	16,500	SH		OTR	1	0	16,500	0
POLARIS INC	COM	731068102	337	3,638	SH		OTR	1	0	3,638	0
MURPHY USA INC	COM	626755102	709	6,300	SH		SOLE		6,300	0	0
DUKE REALTY CORP	COM NEW	264411505	114	3,235	SH		OTR	5	0	3,235	0
FOX CORP	CL B COM	35137L204	29	1,072	SH		OTR	5	0	1,072	0
SOUTHWEST AIRLS CO	NOTE 1.250% 5/0	844741BG2	6,845	5,699,000	PRN		DFND	1	0	5,699,000	0
VIACOMCBS INC	CL B	92556H206	1,662	71,276	SH		OTR	1	0	71,276	0
QUIDEL CORP	COM	74838J101	3,804	17,000	SH		OTR	1	0	17,000	0
HENRY SCHEIN INC	COM	806407102	1,117	19,129	SH		OTR	1	0	19,129	0
NOVAVAX INC	COM NEW	670002401	392	4,700	SH		SOLE		4,700	0	0
REALPAGE INC	NOTE 1.500%11/1	75606NAB5	121	75,000	PRN		SOLE		75,000	0	0
DOMTAR CORP	COM NEW	257559203	1,307	61,904	SH		OTR	1	0	61,904	0
AMERICAS CAR MART INC	COM	03062T105	202	2,300	SH		SOLE		2,300	0	0
BRUKER CORP	COM	116794108	5,651	138,910	SH		OTR	1	0	138,910	0
FORTINET INC	COM	34959E109	23,848	173,730	SH		OTR	1	0	173,730	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	632	16,400	SH		SOLE		16,400	0	0
NETSCOUT SYS INC	COM	64115T104	795	31,114	SH		OTR	1	0	31,114	0
TETRA TECH INC NEW	COM	88162G103	131	1,659	SH		OTR	5	0	1,659	0
NETAPP INC	COM	64110D104	272	6,134	SH		SOLE		6,134	0	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	1,285	99,381	SH		SOLE		99,381	0	0
FARMERS NATIONAL BANC CORP	COM	309627107	469	39,563	SH		OTR	1	0	39,563	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	8,321	8,435,000	PRN		OTR	1	0	8,435,000	0
AMN HEALTHCARE SVCS INC	COM	001744101	213	4,700	SH		OTR	1	0	4,700	0
VISHAY PRECISION GROUP INC	COM	92835K103	401	16,300	SH		OTR	1	0	16,300	0
ASGN INC	COM	00191U102	727	10,900	SH		SOLE		10,900	0	0
AVNET INC	COM	053807103	6,534	234,321	SH		OTR	1	0	234,321	0
INDEXIQ ETF TR	IQ CNDRM ESG INT	45409B453	0	0	SH		SOLE		0	0	0
ACADIA PHARMACEUTICALS INC	COM	004225108	189	3,900	SH		SOLE		3,900	0	0
INDEXIQ ACTIVE ETF TR	IQ MACKAY INSRED	45409F843	0	0	SH		SOLE		0	0	0
MID-AMER APT CMNTYS INC	COM	59522J103	5,326	46,444	SH		OTR	1	0	46,444	0
CONSOLIDATED EDISON INC	COM	209115104	11,194	155,628	SH		OTR	1	0	155,628	0
MAXIMUS INC	COM	577933104	2,180	30,937	SH		OTR	1	0	30,937	0
RUTHS HOSPITALITY GROUP INC	COM	783332109	140	17,100	SH		OTR	1	0	17,100	0
CONOCOPHILLIPS	COM	20825C104	1,282	30,504	SH		SOLE		30,504	0	0
FIRST FNDTN INC	COM	32026V104	1,718	105,160	SH		OTR	1	0	105,160	0
VERISIGN INC	COM	92343E102	5,999	29,003	SH		OTR	1	0	29,003	0
CYBEROPTICS CORP	COM	232517102	135	4,200	SH		SOLE		4,200	0	0
ENANTA PHARMACEUTICALS INC	COM	29251M106	782	15,583	SH		OTR	1	0	15,583	0
BRINKS CO	COM	109696104	196	4,300	SH		SOLE		4,300	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	3,695	3,039,000	PRN		SOLE		3,039,000	0	0
E TRADE FINANCIAL CORP	COM NEW	269246401	315	6,327	SH		SOLE		6,327	0	0
PINDUODUO INC	SPONSORED ADS	722304102	60	700	SH		SOLE		700	0	0
GLOBE LIFE INC	COM	37959E102	988	13,306	SH		OTR	1	0	13,306	0
MACATAWA BK CORP	COM	554225102	14	1,800	SH		SOLE		1,800	0	0
MAGELLAN HEALTH INC	COM NEW	559079207	1,357	18,600	SH		OTR	1	0	18,600	0
LAUDER ESTEE COS INC	CL A	518439104	6,763	35,844	SH		OTR	1	0	35,844	0
NEXTERA ENERGY INC	COM	65339F101	1,595	6,643	SH		OTR	5	0	6,643	0
HAMILTON BEACH BRANDS HLDG C	COM CL A	40701T104	25	2,100	SH		SOLE		2,100	0	0
EMPLOYERS HOLDINGS INC	COM	292218104	256	8,500	SH		SOLE		8,500	0	0
HAEMONETICS CORP	COM	405024100	403	4,500	SH		SOLE		4,500	0	0
NVIDIA CORPORATION	COM	67066G104	67,561	177,835	SH		OTR	1	0	177,835	0
BLACKBAUD INC	COM	09227Q100	183	3,200	SH		SOLE		3,200	0	0
CHURCHILL DOWNS INC	COM	171484108	426	3,200	SH		OTR	1	0	3,200	0
LUMENTUM HLDGS INC	NOTE 0.250% 3/1	55024UAB5	102	70,000	PRN		OTR	4	0	70,000	0
RETAIL PPTYS AMER INC	CL A	76131V202	214	29,200	SH		SOLE		29,200	0	0
EQUINIX INC	COM	29444U700	2,045	2,912	SH		SOLE		2,912	0	0
DEVON ENERGY CORP NEW	COM	25179M103	675	59,492	SH		SOLE		59,492	0	0
WESTERN DIGITAL CORP.	NOTE 1.500% 2/0	958102AP0	10,632	11,250,000	PRN		OTR	1	0	11,250,000	0
ADOBE INC	COM	00724F101	1,432	3,290	SH		OTR	5	0	3,290	0
SLM CORP	COM	78442P106	17	2,417	SH		OTR	5	0	2,417	0
WORTHINGTON INDS INC	COM	981811102	1,429	38,300	SH		OTR	1	0	38,300	0
UNITED THERAPEUTICS CORP DEL	COM	91307C102	483	3,993	SH		OTR	5	0	3,993	0
HERSHA HOSPITALITY TR	PR SHS BEN INT	427825500	15	2,600	SH		SOLE		2,600	0	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	71	72,000	PRN		OTR	4	0	72,000	0
MILLER HERMAN INC	COM	600544100	456	19,300	SH		SOLE		19,300	0	0
NEUROCRINE BIOSCIENCES INC	COM	64125C109	33	268	SH		SOLE		268	0	0
FARMERS NATIONAL BANC CORP	COM	309627107	100	8,459	SH		SOLE		8,459	0	0
M/I HOMES INC	COM	55305B101	1,147	33,300	SH		OTR	1	0	33,300	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	896	8,376	SH		OTR	5	0	8,376	0
TRIP COM GROUP LTD	ADS	89677Q107	39	1,500	SH		SOLE		1,500	0	0
TRI POINTE GROUP INC	COM	87265H109	618	42,100	SH		SOLE		42,100	0	0
AMERISOURCEBERGEN CORP	COM	03073E105	1,033	10,253	SH		SOLE		10,253	0	0
BAXTER INTL INC	COM	071813109	683	7,932	SH		OTR	5	0	7,932	0
XILINX INC	COM	983919101	3,197	32,495	SH		OTR	1	0	32,495	0
CF INDS HLDGS INC	COM	125269100	4,219	149,934	SH		OTR	1	0	149,934	0
MACOM TECH SOLUTIONS HLDGS I	COM	55405Y100	398	11,600	SH		OTR	1	0	11,600	0
ALPHABET INC	CAP STK CL A	02079K305	13,162	9,282	SH		SOLE		9,282	0	0
NUANCE COMMUNICATIONS INC	COM	67020Y100	3,556	140,545	SH		OTR	1	0	140,545	0
VOYA FINANCIAL INC	COM	929089100	141	3,022	SH		SOLE		3,022	0	0
RAYMOND JAMES FINL INC	COM	754730109	10,273	149,245	SH		OTR	1	0	149,245	0
MIDDLESEX WATER CO	COM	596680108	175	2,600	SH		OTR	1	0	2,600	0
EASTMAN CHEM CO	COM	277432100	1,267	18,188	SH		OTR	1	0	18,188	0
HOPE BANCORP INC	COM	43940T109	230	24,900	SH		SOLE		24,900	0	0
NEWS CORP NEW	CL B	65249B208	18	1,506	SH		OTR	5	0	1,506	0
EXTRA SPACE STORAGE INC	COM	30225T102	357	3,867	SH		SOLE		3,867	0	0
NETEASE INC	SPONSORED ADS	64110W102	2	5	SH		DFND	1	0	5	0
HENRY SCHEIN INC	COM	806407102	198	3,383	SH		SOLE		3,383	0	0
TREDEGAR CORP	COM	894650100	827	53,703	SH		OTR	1	0	53,703	0
AFLAC INC	COM	001055102	4,751	131,871	SH		OTR	1	0	131,871	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	97	4,874	SH		SOLE		4,874	0	0
CENTURY BANCORP INC MASS	CL A NON VTG	156432106	774	9,965	SH		OTR	1	0	9,965	0
ICU MED INC	COM	44930G107	361	1,960	SH		OTR	5	0	1,960	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	79	78,000	PRN		OTR	4	0	78,000	0
NORTHROP GRUMMAN CORP	COM	666807102	1,256	4,085	SH		OTR	5	0	4,085	0
JD.COM INC	SPON ADR CL A	47215P106	2	37	SH		DFND	1	0	37	0
SQUARE INC	CL A	852234103	1,758	16,754	SH		OTR	1	0	16,754	0
LSI INDS INC	COM	50216C108	494	76,300	SH		OTR	1	0	76,300	0
BANCORPSOUTH BK TUPELO MISS	COM	05971J102	39	1,700	SH		SOLE		1,700	0	0
BERKLEY W R CORP	COM	084423102	195	3,402	SH		SOLE		3,402	0	0
GREEN BRICK PARTNERS INC	COM	392709101	245	20,700	SH		SOLE		20,700	0	0
EXACT SCIENCES CORP	NOTE 1.000% 1/1	30063PAA3	8,684	6,339,000	PRN		SOLE		6,339,000	0	0
ROLLINS INC	COM	775711104	142	3,356	SH		SOLE		3,356	0	0
ROKU INC	COM CL A	77543R102	23	200	SH		SOLE		200	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	6,690	4,867,000	PRN		DFND	1	0	4,867,000	0
ISHARES TR	IBOXX HI YD ETF	464288513	155	1,894	SH		SOLE		1,894	0	0
LOEWS CORP	COM	540424108	1,132	33,023	SH		OTR	1	0	33,023	0
JPMORGAN CHASE & CO	COM	46625H100	44,951	477,898	SH		OTR	1	0	477,898	0
ARTESIAN RESOURCES CORP	CL A	043113208	489	13,484	SH		OTR	1	0	13,484	0
CARRIAGE SVCS INC	COM	143905107	522	28,800	SH		OTR	1	0	28,800	0
ABBVIE INC	COM	00287Y109	1,708	17,399	SH		OTR	5	0	17,399	0
RALPH LAUREN CORP	CL A	751212101	85	1,174	SH		SOLE		1,174	0	0
FISERV INC	COM	337738108	9,428	96,576	SH		OTR	1	0	96,576	0
TESLA INC	NOTE 2.375% 3/1	88160RAD3	11,212	3,384,000	PRN		DFND	1	0	3,384,000	0
BIG LOTS INC	COM	089302103	685	16,300	SH		SOLE		16,300	0	0
DANA INCORPORATED	COM	235825205	1,601	131,300	SH		OTR	1	0	131,300	0
VISA INC	COM CL A	92826C839	85,141	440,757	SH		OTR	1	0	440,757	0
STAMPS COM INC	COM NEW	852857200	3,325	18,100	SH		OTR	1	0	18,100	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	541	671	SH		SOLE		671	0	0
ANAPLAN INC	COM	03272L108	0	0	SH		SOLE		0	0	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	40	27,000	PRN		OTR	4	0	27,000	0
NATIONAL STORAGE AFFILIATES	COM SHS BEN IN	637870106	264	9,200	SH		OTR	1	0	9,200	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	22,576	9,860,000	PRN		SOLE		9,860,000	0	0
SOUTHWEST AIRLS CO	COM	844741108	435	12,739	SH		SOLE		12,739	0	0
RIMINI STR INC DEL	COM	76674Q107	204	39,700	SH		OTR	1	0	39,700	0
WELLS FARGO CO NEW	COM	949746101	16,043	626,690	SH		OTR	1	0	626,690	0
HP INC	COM	40434L105	1,159	66,475	SH		OTR	5	0	66,475	0
CUMMINS INC	COM	231021106	904	5,220	SH		SOLE		5,220	0	0
HOME DEPOT INC	COM	437076102	2,386	9,523	SH		OTR	5	0	9,523	0
ENPHASE ENERGY INC	COM	29355A107	338	7,100	SH		OTR	1	0	7,100	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	27,438	19,609,000	PRN		OTR	1	0	19,609,000	0
KEYCORP	COM	493267108	1,596	131,068	SH		OTR	1	0	131,068	0
E TRADE FINANCIAL CORP	COM NEW	269246401	7,304	146,864	SH		OTR	1	0	146,864	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	274	123,000	PRN		OTR	4	0	123,000	0
UFP INDUSTRIES INC	COM	90278Q108	3,327	67,200	SH		OTR	1	0	67,200	0
V F CORP	COM	918204108	2,598	42,634	SH		OTR	1	0	42,634	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	8	37	SH		DFND	1	0	37	0
MSC INDL DIRECT INC	CL A	553530106	591	8,117	SH		OTR	5	0	8,117	0
UNIVERSAL TECHNICAL INST INC	COM	913915104	840	120,900	SH		OTR	1	0	120,900	0
FASTLY INC	CL A	31188V100	315	3,700	SH		SOLE		3,700	0	0
KENNAMETAL INC	COM	489170100	184	6,400	SH		OTR	1	0	6,400	0
GILEAD SCIENCES INC	COM	375558103	1,774	23,051	SH		OTR	5	0	23,051	0
INVESTORS BANCORP INC NEW	COM	46146L101	451	53,100	SH		SOLE		53,100	0	0
GRAINGER W W INC	COM	384802104	389	1,239	SH		SOLE		1,239	0	0
NAVISTAR INTL CORP NEW	COM	63934E108	2,640	93,600	SH		OTR	1	0	93,600	0
CLOUDERA INC	COM	18914U100	828	65,100	SH		OTR	1	0	65,100	0
CINCINNATI BELL INC NEW	COM NEW	171871502	521	35,100	SH		SOLE		35,100	0	0
BJS WHSL CLUB HLDGS INC	COM	05550J101	542	14,538	SH		OTR	5	0	14,538	0
JOHNSON & JOHNSON	COM	478160104	10,147	72,151	SH		SOLE		72,151	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	31,018	119,974	SH		OTR	1	0	119,974	0
ENTERGY CORP NEW	COM	29364G103	10,594	112,933	SH		OTR	1	0	112,933	0
CARRIAGE SVCS INC	COM	143905107	112	6,200	SH		SOLE		6,200	0	0
OVERSEAS SHIPHOLDING GROUP I	CL A NEW	69036R863	4	2,000	SH		SOLE		2,000	0	0
FEDEX CORP	COM	31428X106	5,441	38,803	SH		OTR	1	0	38,803	0
REALTY INCOME CORP	COM	756109104	4,423	74,334	SH		OTR	1	0	74,334	0
LEIDOS HOLDINGS INC	COM	525327102	21,188	226,194	SH		OTR	1	0	226,194	0
PEPSICO INC	COM	713448108	33,475	253,101	SH		OTR	1	0	253,101	0
VEEVA SYS INC	CL A COM	922475108	211	900	SH		SOLE		900	0	0
BEAZER HOMES USA INC	COM NEW	07556Q881	2,139	212,400	SH		OTR	1	0	212,400	0
ISHARES TR	RUS 1000 GRW ETF	464287614	0	0	SH		SOLE		0	0	0
DISNEY WALT CO	COM DISNEY	254687106	767	6,876	SH		OTR	5	0	6,876	0
WEYERHAEUSER CO MTN BE	COM NEW	962166104	6,962	309,965	SH		OTR	1	0	309,965	0
STATE STR CORP	COM	857477103	1,057	16,626	SH		SOLE		16,626	0	0
TETRA TECH INC NEW	COM	88162G103	420	5,305	SH		OTR	1	0	5,305	0
DOMTAR CORP	COM NEW	257559203	281	13,300	SH		SOLE		13,300	0	0
COMERICA INC	COM	200340107	2,921	76,668	SH		OTR	1	0	76,668	0
MASTECH DIGITAL INC	COM	57633B100	99	3,800	SH		SOLE		3,800	0	0
TAPESTRY INC	COM	876030107	488	36,717	SH		OTR	1	0	36,717	0
PROCTER AND GAMBLE CO	COM	742718109	8,146	68,131	SH		SOLE		68,131	0	0
SCHNITZER STL INDS	CL A	806882106	235	13,300	SH		OTR	1	0	13,300	0
TWITTER INC	COM	90184L102	617	20,711	SH		SOLE		20,711	0	0
QUALCOMM INC	COM	747525103	1,824	20,001	SH		OTR	5	0	20,001	0
MERCANTILE BANK CORP	COM	587376104	420	18,600	SH		OTR	1	0	18,600	0
VALVOLINE INC	COM	92047W101	451	23,337	SH		OTR	1	0	23,337	0
ALPHABET INC	CAP STK CL C	02079K107	3,031	2,144	SH		OTR	5	0	2,144	0
MFS MUN INCOME TR	SH BEN INT	552738106	2,079	333,155	SH		SOLE		333,155	0	0
ESSEX PPTY TR INC	COM	297178105	438	1,910	SH		SOLE		1,910	0	0
EMERSON ELEC CO	COM	291011104	5,915	95,354	SH		OTR	1	0	95,354	0
REPLIGEN CORP	COM	759916109	136	1,100	SH		SOLE		1,100	0	0
NMI HLDGS INC	CL A	629209305	505	31,400	SH		OTR	1	0	31,400	0
HORMEL FOODS CORP	COM	440452100	1,776	36,784	SH		OTR	1	0	36,784	0
GLOBAL BLOOD THERAPEUTICS IN	COM	37890U108	682	10,800	SH		OTR	1	0	10,800	0
DANAHER CORPORATION	4.75 MND CV PFD	235851300	16,644	13,349	SH		DFND	1	0	13,349	0
EBAY INC.	COM	278642103	1,406	26,806	SH		OTR	5	0	26,806	0
GEO GROUP INC NEW	COM	36162J106	1,487	125,665	SH		OTR	1	0	125,665	0
STAAR SURGICAL CO	COM PAR $0.01	852312305	55	900	SH		SOLE		900	0	0
MOLSON COORS BEVERAGE CO	CL B	60871R209	3,572	103,959	SH		OTR	1	0	103,959	0
SMITH A O CORP	COM	831865209	153	3,255	SH		SOLE		3,255	0	0
RIMINI STR INC DEL	COM	76674Q107	44	8,600	SH		SOLE		8,600	0	0
PINNACLE WEST CAP CORP	COM	723484101	1,932	26,356	SH		OTR	1	0	26,356	0
KEYSIGHT TECHNOLOGIES INC	COM	49338L103	2,504	24,845	SH		OTR	1	0	24,845	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	21,508	21,975,000	PRN		OTR	1	0	21,975,000	0
BLACKROCK MUNIHLDS INVSTM QL	COM	09254P108	911	70,458	SH		OTR	1	0	70,458	0
COMCAST CORP NEW	CL A	20030N101	551	14,139	SH		OTR	5	0	14,139	0
CHEGG INC	COM	163092109	794	11,800	SH		OTR	1	0	11,800	0
ALTERYX INC	COM CL A	02156B103	0	0	SH		SOLE		0	0	0
NOVELLUS SYS INC	NOTE 2.625% 5/1	670008AD3	18,313	1,800,000	PRN		OTR	1	0	1,800,000	0
BONANZA CREEK ENERGY INC	COM NEW	097793400	335	22,600	SH		SOLE		22,600	0	0
ARROWHEAD PHARMACEUTICALS IN	COM	04280A100	497	11,500	SH		SOLE		11,500	0	0
ALBEMARLE CORP	COM	012653101	1,083	14,021	SH		OTR	1	0	14,021	0
SYNOVUS FINL CORP	COM NEW	87161C501	574	27,976	SH		SOLE		27,976	0	0
INDEPENDENT BK CORP MICH	COM NEW	453838609	157	10,600	SH		OTR	1	0	10,600	0
TRAVELZOO	COM NEW	89421Q205	37	6,492	SH		SOLE		6,492	0	0
INFINERA CORP	NOTE 2.125% 9/0	45667GAC7	111	130,000	PRN		SOLE		130,000	0	0
ALLEGHENY TECHNOLOGIES INC	NOTE 4.750% 7/0	01741RAG7	75	70,000	PRN		SOLE		70,000	0	0
VANDA PHARMACEUTICALS INC	COM	921659108	161	14,100	SH		SOLE		14,100	0	0
WESTERN UN CO	COM	959802109	1,205	55,733	SH		OTR	1	0	55,733	0
TREX CO INC	COM	89531P105	143	1,100	SH		SOLE		1,100	0	0
ABIOMED INC	COM	003654100	304	1,260	SH		SOLE		1,260	0	0
WALMART INC	COM	931142103	35,077	292,844	SH		OTR	1	0	292,844	0
DAVITA INC	COM	23918K108	805	10,173	SH		SOLE		10,173	0	0
ADVERUM BIOTECHNOLOGIES INC	COM	00773U108	140	6,700	SH		SOLE		6,700	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	10,757	37,055	SH		OTR	1	0	37,055	0
KROGER CO	COM	501044101	1,535	45,349	SH		SOLE		45,349	0	0
REPUBLIC SVCS INC	COM	760759100	4,567	55,665	SH		OTR	1	0	55,665	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	16,672	15,655,000	PRN		SOLE		15,655,000	0	0
ICU MED INC	COM	44930G107	27	146	SH		SOLE		146	0	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	49	2,000	SH		SOLE		2,000	0	0
WP CAREY INC	COM	92936U109	354	5,235	SH		OTR	1	0	5,235	0
CALIX INC	COM	13100M509	317	21,300	SH		OTR	1	0	21,300	0
SOLAREDGE TECHNOLOGIES INC	COM	83417M104	1,161	8,367	SH		OTR	1	0	8,367	0
ALASKA COMMUNICATIONS SYS GR	COM	01167P101	11	3,800	SH		SOLE		3,800	0	0
CAPITAL ONE FINL CORP	COM	14040H105	754	12,047	SH		SOLE		12,047	0	0
DELUXE CORP	COM	248019101	45	1,900	SH		SOLE		1,900	0	0
SPIRIT AIRLS INC	COM	848577102	205	11,500	SH		OTR	1	0	11,500	0
CUTERA INC	COM	232109108	35	2,900	SH		SOLE		2,900	0	0
CBOE GLOBAL MARKETS INC	COM	12503M108	1,774	19,013	SH		OTR	1	0	19,013	0
GENERAL DYNAMICS CORP	COM	369550108	922	6,166	SH		SOLE		6,166	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	1,985	11,120	SH		OTR	5	0	11,120	0
TUTOR PERINI CORP	COM	901109108	434	35,600	SH		OTR	1	0	35,600	0
ZUMIEZ INC	COM	989817101	159	5,800	SH		SOLE		5,800	0	0
STEEL DYNAMICS INC	COM	858119100	616	23,595	SH		SOLE		23,595	0	0
REXFORD INDL RLTY INC	COM	76169C100	323	7,800	SH		SOLE		7,800	0	0
CLOVIS ONCOLOGY INC	NOTE 1.250% 5/0	189464AC4	87	140,000	PRN		SOLE		140,000	0	0
EXXON MOBIL CORP	COM	30231G102	28,953	647,428	SH		OTR	1	0	647,428	0
DENTSPLY SIRONA INC	COM	24906P109	6,619	150,234	SH		OTR	1	0	150,234	0
INTUIT	COM	461202103	862	2,910	SH		OTR	5	0	2,910	0
AKAMAI TECHNOLOGIES INC	COM	00971T101	959	8,959	SH		OTR	5	0	8,959	0
BOSTON BEER INC	CL A	100557107	590	1,100	SH		SOLE		1,100	0	0
HARSCO CORP	COM	415864107	112	8,300	SH		OTR	1	0	8,300	0
OSI SYSTEMS INC	NOTE 1.250% 9/0	671044AD7	84	87,000	PRN		SOLE		87,000	0	0
EQUIFAX INC	COM	294429105	2,760	16,058	SH		OTR	1	0	16,058	0
CONSTELLATION BRANDS INC	CL A	21036P108	5,043	28,827	SH		OTR	1	0	28,827	0
UFP INDUSTRIES INC	COM	90278Q108	723	14,600	SH		SOLE		14,600	0	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	21,679	22,711,000	PRN		OTR	1	0	22,711,000	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	5,467	5,973,000	PRN		OTR	1	0	5,973,000	0
NEXTERA ENERGY INC	COM	65339F101	3,164	13,176	SH		SOLE		13,176	0	0
FLOWSERVE CORP	COM	34354P105	87	3,051	SH		SOLE		3,051	0	0
UBER TECHNOLOGIES INC	COM	90353T100	1,122	36,108	SH		OTR	1	0	36,108	0
GENERAC HLDGS INC	COM	368736104	2,292	18,800	SH		OTR	1	0	18,800	0
SOUTHERN NATL BANCORP OF VA	COM	843395104	346	35,700	SH		OTR	1	0	35,700	0
BLACKROCK MUN TARGET TERM TR	COM SHS BEN IN	09257P105	11,429	480,999	SH		SOLE		480,999	0	0
NORTHFIELD BANCORP INC DEL	COM	66611T108	135	11,700	SH		OTR	1	0	11,700	0
BLACKROCK MUNIHLDGS NJ QLTY	COM	09254X101	2,008	149,958	SH		OTR	1	0	149,958	0
RAMBUS INC DEL	NOTE 1.375% 2/0	750917AG1	1,851	1,769,000	PRN		SOLE		1,769,000	0	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	39	10,400	SH		OTR	1	0	10,400	0
DARLING INGREDIENTS INC	COM	237266101	298	12,100	SH		OTR	1	0	12,100	0
PERKINELMER INC	COM	714046109	284	2,892	SH		SOLE		2,892	0	0
GLOBAL PMTS INC	COM	37940X102	8,530	50,287	SH		OTR	1	0	50,287	0
WORKIVA INC	COM CL A	98139A105	112	2,100	SH		SOLE		2,100	0	0
BRIDGE BANCORP INC	COM	108035106	1,335	58,464	SH		OTR	1	0	58,464	0
MOMENTA PHARMACEUTICALS INC	COM	60877T100	2,139	64,286	SH		OTR	1	0	64,286	0
REGAL BELOIT CORP	COM	758750103	7,007	80,240	SH		OTR	1	0	80,240	0
BEST BUY INC	COM	086516101	1,346	15,420	SH		SOLE		15,420	0	0
INVESCO SR INCOME TR	COM	46131H107	352	101,634	SH		SOLE		101,634	0	0
AMAZON COM INC	COM	023135106	10,384	3,764	SH		OTR	5	0	3,764	0
SQUARE INC	CL A	852234103	115	1,100	SH		SOLE		1,100	0	0
CELANESE CORP DEL	COM	150870103	288	3,341	SH		SOLE		3,341	0	0
ENTRAVISION COMMUNICATIONS C	CL A	29382R107	365	255,328	SH		OTR	1	0	255,328	0
BENCHMARK ELECTRS INC	COM	08160H101	117	5,400	SH		SOLE		5,400	0	0
CHEMOCENTRYX INC	COM	16383L106	368	6,400	SH		SOLE		6,400	0	0
SERVICE PPTYS TR	COM SH BEN INT	81761L102	91	12,800	SH		SOLE		12,800	0	0
DICKS SPORTING GOODS INC	COM	253393102	2,615	63,369	SH		OTR	1	0	63,369	0
NATERA INC	COM	632307104	1,885	37,800	SH		OTR	1	0	37,800	0
MOODYS CORP	COM	615369105	1,079	3,929	SH		OTR	5	0	3,929	0
VULCAN MATLS CO	COM	929160109	3,475	29,994	SH		OTR	1	0	29,994	0
GALLAGHER ARTHUR J & CO	COM	363576109	2,446	25,093	SH		OTR	1	0	25,093	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	299	345,000	PRN		SOLE		345,000	0	0
GALLAGHER ARTHUR J & CO	COM	363576109	487	4,995	SH		SOLE		4,995	0	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	746	1,808,000	PRN		DFND	1	0	1,808,000	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	5,302	125,075	SH		OTR	1	0	125,075	0
VIPSHOP HOLDINGS LIMITED	SPONSORED ADS A	92763W103	2	76	SH		DFND	1	0	76	0
ARROW ELECTRS INC	COM	042735100	574	8,351	SH		SOLE		8,351	0	0
AMERIPRISE FINL INC	COM	03076C106	16,648	110,957	SH		OTR	1	0	110,957	0
BOOKING HOLDINGS INC	COM	09857L108	22,353	14,038	SH		OTR	1	0	14,038	0
SYSCO CORP	COM	871829107	731	13,376	SH		SOLE		13,376	0	0
OLD NATL BANCORP IND	COM	680033107	219	15,900	SH		OTR	1	0	15,900	0
AMALGAMATED BK NEW YORK N Y	CLASS A	022663108	809	64,000	SH		OTR	1	0	64,000	0
CABOT CORP	COM	127055101	37	1,000	SH		SOLE		1,000	0	0
TELADOC HEALTH INC	COM	87918A105	1,660	8,700	SH		OTR	1	0	8,700	0
PACWEST BANCORP DEL	COM	695263103	3,474	176,257	SH		OTR	1	0	176,257	0
PRESTIGE CONSMR HEALTHCARE I	COM	74112D101	2,528	67,300	SH		OTR	1	0	67,300	0
BLACKLINE INC	COM	09239B109	282	3,400	SH		SOLE		3,400	0	0
SPORTSMANS WHSE HLDGS INC	COM	84920Y106	2,769	194,300	SH		OTR	1	0	194,300	0
MOHAWK INDS INC	COM	608190104	165	1,619	SH		SOLE		1,619	0	0
HILL ROM HLDGS INC	COM	431475102	703	6,407	SH		SOLE		6,407	0	0
RAYONIER INC	COM	754907103	271	10,912	SH		OTR	1	0	10,912	0
DENNYS CORP	COM	24869P104	99	9,800	SH		SOLE		9,800	0	0
WATERS CORP	COM	941848103	1,496	8,295	SH		OTR	1	0	8,295	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	2,732	2,395,000	PRN		SOLE		2,395,000	0	0
STERLING CONSTRUCTION CO INC	COM	859241101	25	2,400	SH		SOLE		2,400	0	0
VOYA PRIME RATE TR	SH BEN INT	92913A100	348	85,512	SH		SOLE		85,512	0	0
OOMA INC	COM	683416101	61	3,700	SH		SOLE		3,700	0	0
AMAZON COM INC	COM	023135106	36,714	13,308	SH		SOLE		13,308	0	0
EXTERRAN CORP	COM	30227H106	312	57,900	SH		OTR	1	0	57,900	0
RBB BANCORP	COM	74930B105	85	6,249	SH		SOLE		6,249	0	0
XPO LOGISTICS INC	COM	983793100	6,822	88,306	SH		OTR	1	0	88,306	0
DEVON ENERGY CORP NEW	COM	25179M103	9,459	834,114	SH		OTR	1	0	834,114	0
SPDR GOLD TR	GOLD SHS	78463V107	29,756	177,786	SH		OTR	1	0	177,786	0
HERSHA HOSPITALITY TR	PR SHS BEN INT	427825500	70	12,200	SH		OTR	1	0	12,200	0
SIMON PPTY GROUP INC NEW	COM	828806109	6	85	SH		OTR	5	0	85	0
OKTA INC	CL A	679295105	80	400	SH		SOLE		400	0	0
TENABLE HLDGS INC	COM	88025T102	57	1,900	SH		SOLE		1,900	0	0
INFINERA CORP	COM	45667G103	117	19,700	SH		OTR	1	0	19,700	0
NATIONAL STORAGE AFFILIATES	COM SHS BEN IN	637870106	57	2,000	SH		SOLE		2,000	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	395	325,000	PRN		OTR	5	0	325,000	0
POLYONE CORP	COM	73179P106	635	24,200	SH		SOLE		24,200	0	0
FIFTH THIRD BANCORP	COM	316773100	7,504	389,228	SH		OTR	1	0	389,228	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	698	10,067	SH		SOLE		10,067	0	0
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	283	6,600	SH		SOLE		6,600	0	0
SS&C TECHNOLOGIES HLDGS INC	COM	78467J100	8,754	154,988	SH		OTR	1	0	154,988	0
POTLATCHDELTIC CORPORATION	COM	737630103	441	11,600	SH		SOLE		11,600	0	0
SYNCHRONY FINANCIAL	COM	87165B103	963	43,468	SH		SOLE		43,468	0	0
JOHNSON OUTDOORS INC	CL A	479167108	710	7,800	SH		OTR	1	0	7,800	0
WILLIAMS COS INC	COM	969457100	608	31,948	SH		SOLE		31,948	0	0
CHEGG INC	NOTE 0.125% 3/1	163092AD1	7,632	5,378,000	PRN		SOLE		5,378,000	0	0
NETEASE INC	SPONSORED ADS	64110W102	129	300	SH		SOLE		300	0	0
ELECTRONIC ARTS INC	COM	285512109	1,326	10,038	SH		OTR	5	0	10,038	0
BLACKROCK MUNIYIELD QUALITY	COM	09254G108	2,234	174,928	SH		SOLE		174,928	0	0
COLLEGIUM PHARMACEUTICAL INC	COM	19459J104	373	21,300	SH		SOLE		21,300	0	0
WESTERN ASSET HIGH INCM OPP	COM	95766K109	398	86,150	SH		SOLE		86,150	0	0
TELEPHONE & DATA SYS INC	COM NEW	879433829	375	18,845	SH		SOLE		18,845	0	0
TALOS ENERGY INC	COM	87484T108	57	6,187	SH		OTR	5	0	6,187	0
RAMBUS INC DEL	COM	750917106	1,509	99,300	SH		OTR	1	0	99,300	0
PURECYCLE CORP	COM NEW	746228303	207	22,500	SH		OTR	1	0	22,500	0
BRIDGEBIO PHARMA INC	COM	10806X102	1,412	43,300	SH		OTR	1	0	43,300	0
EVOLENT HEALTH INC	NOTE 1.500%10/1	30050BAD3	95	150,000	PRN		SOLE		150,000	0	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.125% 9/1	42330PAJ6	3,906	4,700,000	PRN		SOLE		4,700,000	0	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	5,327	4,583,000	PRN		DFND	1	0	4,583,000	0
MACATAWA BK CORP	COM	554225102	67	8,600	SH		OTR	1	0	8,600	0
PRA HEALTH SCIENCES INC	COM	69354M108	290	2,981	SH		SOLE		2,981	0	0
ALIBABA GROUP HLDG LTD	SPONSORED ADS	01609W102	9,301	43,119	SH		OTR	1	0	43,119	0
VICI PPTYS INC	COM	925652109	220	10,918	SH		OTR	1	0	10,918	0
UNUM GROUP	COM	91529Y106	689	41,531	SH		SOLE		41,531	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	733	8,293	SH		SOLE		8,293	0	0
ENDURANCE INTL GROUP HLDGS I	COM	29272B105	1,865	462,800	SH		OTR	1	0	462,800	0
UDR INC	COM	902653104	1,833	49,034	SH		OTR	1	0	49,034	0
T-MOBILE US INC	COM	872590104	1,251	12,016	SH		SOLE		12,016	0	0
AMERICAN AIRLS GROUP INC	COM	02376R102	129	9,867	SH		SOLE		9,867	0	0
TELADOC HEALTH INC	NOTE 1.375% 5/1	87918AAC9	10,423	2,919,000	PRN		SOLE		2,919,000	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	434	7,166	SH		SOLE		7,166	0	0
BRIGHTCOVE INC	COM	10921T101	25	3,200	SH		SOLE		3,200	0	0
BROOKDALE SR LIVING INC	COM	112463104	26	8,900	SH		SOLE		8,900	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	584	9,921	SH		SOLE		9,921	0	0
GARTNER INC	COM	366651107	1,447	11,925	SH		OTR	1	0	11,925	0
JUNIPER NETWORKS INC	COM	48203R104	220	9,616	SH		SOLE		9,616	0	0
NOBLE ENERGY INC	COM	655044105	101	11,273	SH		SOLE		11,273	0	0
MOODYS CORP	COM	615369105	1,988	7,236	SH		SOLE		7,236	0	0
ALASKA AIR GROUP INC	COM	011659109	106	2,916	SH		SOLE		2,916	0	0
APPLIED MATLS INC	COM	038222105	2,393	39,594	SH		SOLE		39,594	0	0
APPLE INC	COM	037833100	375,703	1,029,888	SH		OTR	1	0	1,029,888	0
COLONY STARWOOD HOMES	NOTE 3.500% 1/1	19625XAB8	130	101,000	PRN		SOLE		101,000	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	1,684	173,091	SH		OTR	1	0	173,091	0
PALO ALTO NETWORKS INC	NOTE 0.750% 7/0	697435AD7	8,045	7,508,000	PRN		SOLE		7,508,000	0	0
GAMING & LEISURE PPTYS INC	COM	36467J108	2,437	70,423	SH		OTR	1	0	70,423	0
CIRRUS LOGIC INC	COM	172755100	527	8,533	SH		SOLE		8,533	0	0
GREAT SOUTHN BANCORP INC	COM	390905107	178	4,400	SH		SOLE		4,400	0	0
QUANTA SVCS INC	COM	74762E102	131	3,351	SH		SOLE		3,351	0	0
BLUEPRINT MEDICINES CORP	COM	09627Y109	2,244	28,769	SH		OTR	1	0	28,769	0
METROPOLITAN BK HLDG CORP	COM	591774104	291	9,079	SH		SOLE		9,079	0	0
WESCO INTL INC	COM	95082P105	4,562	129,942	SH		OTR	1	0	129,942	0
PATRICK INDS INC	DBCV 1.000% 2/0	703343AB9	7,713	7,659,000	PRN		SOLE		7,659,000	0	0
IRONWOOD PHARMACEUTICALS INC	DBCV 2.250% 6/1	46333XAD0	116	110,000	PRN		SOLE		110,000	0	0
GILEAD SCIENCES INC	COM	375558103	28,110	365,354	SH		OTR	1	0	365,354	0
CAMPBELL SOUP CO	COM	134429109	1,109	22,338	SH		OTR	1	0	22,338	0
DELEK US HLDGS INC NEW	COM	24665A103	31	1,800	SH		SOLE		1,800	0	0
CACI INTL INC	CL A	127190304	3	14	SH		SOLE		14	0	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	245	2,161	SH		SOLE		2,161	0	0
WESTERN ASSET HIGH INCM FD I	COM	95766J102	388	62,608	SH		SOLE		62,608	0	0
PEBBLEBROOK HOTEL TR	COM	70509V100	36	2,600	SH		SOLE		2,600	0	0
NETFLIX INC	COM	64110L106	40,379	88,738	SH		OTR	1	0	88,738	0
USANA HEALTH SCIENCES INC	COM	90328M107	2,210	30,100	SH		OTR	1	0	30,100	0
NEOGEN CORP	COM	640491106	466	6,000	SH		SOLE		6,000	0	0
RAYTHEON TECHNOLOGIES CORP	COM	75513E101	19,591	317,939	SH		OTR	1	0	317,939	0
INNOSPEC INC	COM	45768S105	46	600	SH		SOLE		600	0	0
ATRICURE INC	COM	04963C209	175	3,900	SH		SOLE		3,900	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	7,657	218,099	SH		OTR	1	0	218,099	0
MALIBU BOATS INC	COM CL A	56117J100	447	8,600	SH		SOLE		8,600	0	0
SITEONE LANDSCAPE SUPPLY INC	COM	82982L103	114	1,000	SH		SOLE		1,000	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	57,375	46,854,000	PRN		OTR	1	0	46,854,000	0
CORVEL CORP	COM	221006109	1,326	18,700	SH		OTR	1	0	18,700	0
NEUBERGER BRMAN NY MUNI FD I	COM	64124K102	298	25,745	SH		SOLE		25,745	0	0
CABOT MICROELECTRONICS CORP	COM	12709P103	56	400	SH		SOLE		400	0	0
WATERSTONE FINL INC MD	COM	94188P101	101	6,800	SH		SOLE		6,800	0	0
KOSMOS ENERGY LTD	COM	500688106	141	85,022	SH		SOLE		85,022	0	0
PAYPAL HLDGS INC	COM	70450Y103	6,319	36,268	SH		SOLE		36,268	0	0
ENCORE WIRE CORP	COM	292562105	516	10,579	SH		SOLE		10,579	0	0
WADDELL & REED FINL INC	CL A	930059100	1,683	108,500	SH		OTR	1	0	108,500	0
STANLEY BLACK & DECKER INC	COM	854502101	579	4,156	SH		SOLE		4,156	0	0
TENET HEALTHCARE CORP	COM NEW	88033G407	299	16,500	SH		SOLE		16,500	0	0
FLAGSTAR BANCORP INC	COM PAR .001	337930705	548	18,624	SH		SOLE		18,624	0	0
TELADOC HEALTH INC	COM	87918A105	401	2,100	SH		SOLE		2,100	0	0
WILLIAMS SONOMA INC	COM	969904101	2,803	34,179	SH		OTR	1	0	34,179	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	10,129	10,135,000	PRN		OTR	1	0	10,135,000	0
KNOLL INC	COM NEW	498904200	279	22,900	SH		OTR	1	0	22,900	0
ZOOM VIDEO COMMUNICATIONS IN	CL A	98980L101	7,346	28,974	SH		OTR	1	0	28,974	0
ALPHABET INC	CAP STK CL C	02079K107	102,026	72,174	SH		OTR	1	0	72,174	0
BANK NEW YORK MELLON CORP	COM	064058100	951	24,599	SH		SOLE		24,599	0	0
WYNN RESORTS LTD	COM	983134107	955	12,815	SH		OTR	1	0	12,815	0
ELLINGTON RESIDENTIAL MTG RE	COM SHS BEN INT	288578107	32	3,100	SH		SOLE		3,100	0	0
AMERICAN HOMES 4 RENT	CL A	02665T306	718	26,673	SH		OTR	1	0	26,673	0
JACOBS ENGR GROUP INC	COM	469814107	1,480	17,450	SH		OTR	1	0	17,450	0
UNITED AIRLS HLDGS INC	COM	910047109	1,165	33,667	SH		OTR	1	0	33,667	0
MEDIFAST INC	COM	58470H101	416	3,000	SH		SOLE		3,000	0	0
NUANCE COMMUNICATIONS INC	NOTE 1.250% 4/0	67020YAN0	2,866	2,048,000	PRN		SOLE		2,048,000	0	0
CARPENTER TECHNOLOGY CORP	COM	144285103	44	1,800	SH		SOLE		1,800	0	0
LAUREATE EDUCATION INC	CL A	518613203	121	12,100	SH		OTR	1	0	12,100	0
MICRON TECHNOLOGY INC	NOTE 3.125% 5/0	595112AX1	26,476	5,176,000	PRN		OTR	1	0	5,176,000	0
STANLEY BLACK & DECKER INC	UNIT 11/15/2022	854502846	26,527	297,200	SH		OTR	1	0	297,200	0
COUPA SOFTWARE INC	NOTE 0.125% 6/1	22266LAC0	16,436	9,017,000	PRN		OTR	1	0	9,017,000	0
CVS HEALTH CORP	COM	126650100	12,627	194,347	SH		OTR	1	0	194,347	0
FOSTER L B CO	COM	350060109	144	11,301	SH		SOLE		11,301	0	0
ISHARES TR	MSCI SAUDI ARBIA	46434V423	1,571	59,696	SH		OTR	1	0	59,696	0
D R HORTON INC	COM	23331A109	2,626	47,360	SH		OTR	1	0	47,360	0
GOLDMAN SACHS GROUP INC	COM	38141G104	9,254	46,829	SH		OTR	1	0	46,829	0
AMPHASTAR PHARMACEUTICALS IN	COM	03209R103	119	5,300	SH		SOLE		5,300	0	0
INTUIT	COM	461202103	23,349	78,831	SH		OTR	1	0	78,831	0
PERKINELMER INC	COM	714046109	1,441	14,693	SH		OTR	1	0	14,693	0
AMERICAN ELEC PWR CO INC	COM	025537101	6,185	77,664	SH		OTR	1	0	77,664	0
COCA COLA CO	COM	191216100	4,736	106,000	SH		SOLE		106,000	0	0
BOOKING HOLDINGS INC	COM	09857L108	252	158	SH		OTR	5	0	158	0
SELECT MED HLDGS CORP	COM	81619Q105	2,301	156,200	SH		OTR	1	0	156,200	0
EQUINIX INC	COM	29444U700	832	1,185	SH		OTR	5	0	1,185	0
NATIONAL OILWELL VARCO INC	COM	637071101	112	9,130	SH		SOLE		9,130	0	0
HORIZON BANCORP INC	COM	440407104	126	11,800	SH		OTR	1	0	11,800	0
AUTONATION INC	COM	05329W102	5,587	148,664	SH		OTR	1	0	148,664	0
ASPEN TECHNOLOGY INC	COM	045327103	0	0	SH		SOLE		0	0	0
OGE ENERGY CORP	COM	670837103	314	10,348	SH		SOLE		10,348	0	0
ARES COML REAL ESTATE CORP	COM	04013V108	851	93,300	SH		OTR	1	0	93,300	0
MARKETAXESS HLDGS INC	COM	57060D108	2,513	5,016	SH		OTR	1	0	5,016	0
OVERSEAS SHIPHOLDING GROUP I	CL A NEW	69036R863	17	9,200	SH		OTR	1	0	9,200	0
NORTHFIELD BANCORP INC DEL	COM	66611T108	29	2,500	SH		SOLE		2,500	0	0
LAS VEGAS SANDS CORP	COM	517834107	3,334	73,212	SH		OTR	1	0	73,212	0
WESBANCO INC	COM	950810101	307	15,125	SH		SOLE		15,125	0	0
WESTERN UN CO	COM	959802109	212	9,809	SH		SOLE		9,809	0	0
NEXTIER OILFIELD SOLUTIONS	COM	65290C105	752	306,900	SH		OTR	1	0	306,900	0
PRA HEALTH SCIENCES INC	COM	69354M108	14,467	148,702	SH		OTR	1	0	148,702	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	8,754	109,579	SH		OTR	1	0	109,579	0
DWS MUN INCOME TR	COM	233368109	1,345	124,496	SH		OTR	1	0	124,496	0
RBB BANCORP	COM	74930B105	397	29,086	SH		OTR	1	0	29,086	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	40,938	28,356,000	PRN		OTR	1	0	28,356,000	0
SANMINA CORPORATION	COM	801056102	527	21,028	SH		SOLE		21,028	0	0
SPORTSMANS WHSE HLDGS INC	COM	84920Y106	599	42,000	SH		SOLE		42,000	0	0
LABORATORY CORP AMER HLDGS	COM NEW	50540R409	434	2,611	SH		SOLE		2,611	0	0
NEWMARK GROUP INC	CL A	65158N102	1,337	275,200	SH		OTR	1	0	275,200	0
RIVERVIEW BANCORP INC	COM	769397100	242	42,900	SH		OTR	1	0	42,900	0
FREEPORT-MCMORAN INC	CL B	35671D857	2,221	191,988	SH		OTR	1	0	191,988	0
LIBERTY MEDIA CORP DEL	NOTE 1.375%10/1	531229AB8	17,774	16,857,000	PRN		OTR	1	0	16,857,000	0
HOST HOTELS & RESORTS INC	COM	44107P104	210	19,453	SH		SOLE		19,453	0	0
SVB FINANCIAL GROUP	COM	78486Q101	216	1,003	SH		OTR	5	0	1,003	0
STRYKER CORPORATION	COM	863667101	1,518	8,427	SH		SOLE		8,427	0	0
ISHARES GOLD TRUST	ISHARES	464285105	0	0	SH		SOLE		0	0	0
TRISTATE CAP HLDGS INC	COM	89678F100	298	19,000	SH		OTR	1	0	19,000	0
BLACKROCK MUNI INTER DR FD I	COM	09253X102	18,451	1,337,027	SH		SOLE		1,337,027	0	0
FIDELITY NATIONAL FINANCIAL	FNF GROUP COM	31620R303	80	2,610	SH		SOLE		2,610	0	0
FLUENT INC	COM	34380C102	20	11,100	SH		SOLE		11,100	0	0
PRA HEALTH SCIENCES INC	COM	69354M108	370	3,804	SH		OTR	5	0	3,804	0
PS BUSINESS PKS INC CALIF	COM	69360J107	305	2,300	SH		SOLE		2,300	0	0
WABTEC	COM	929740108	275	4,781	SH		SOLE		4,781	0	0
OSI SYSTEMS INC	COM	671044105	60	800	SH		SOLE		800	0	0
OMNICOM GROUP INC	COM	681919106	318	5,827	SH		SOLE		5,827	0	0
PIONEER NAT RES CO	COM	723787107	434	4,442	SH		SOLE		4,442	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	19,168	64,341	SH		OTR	1	0	64,341	0
SQUARE INC	NOTE 0.500% 5/1	852234AD5	5,864	3,936,000	PRN		SOLE		3,936,000	0	0
RINGCENTRAL INC	CL A	76680R206	4,583	16,079	SH		OTR	1	0	16,079	0
CARRIER GLOBAL CORPORATION	COM	14448C104	474	21,346	SH		SOLE		21,346	0	0
INGREDION INC	COM	457187102	133	1,600	SH		SOLE		1,600	0	0
TEXTRON INC	COM	883203101	860	26,125	SH		OTR	5	0	26,125	0
C H ROBINSON WORLDWIDE INC	COM NEW	12541W209	1,420	17,956	SH		OTR	1	0	17,956	0
UNION PAC CORP	COM	907818108	3,678	21,754	SH		SOLE		21,754	0	0
CYRUSONE INC	COM	23283R100	3,003	41,278	SH		OTR	1	0	41,278	0
CONMED CORP	COM	207410101	598	8,300	SH		SOLE		8,300	0	0
ROLLINS INC	COM	775711104	791	18,657	SH		OTR	1	0	18,657	0
DOLLAR GEN CORP NEW	COM	256677105	31,221	163,881	SH		OTR	1	0	163,881	0
INTERFACE INC	COM	458665304	1,216	149,400	SH		OTR	1	0	149,400	0
NEWMONT CORP	COM	651639106	1,506	24,393	SH		OTR	5	0	24,393	0
KEURIG DR PEPPER INC	COM	49271V100	0	0	SH		SOLE		0	0	0
OGE ENERGY CORP	COM	670837103	7,696	253,494	SH		OTR	1	0	253,494	0
AMKOR TECHNOLOGY INC	COM	031652100	2,708	220,024	SH		OTR	1	0	220,024	0
DOVER CORP	COM	260003108	360	3,727	SH		SOLE		3,727	0	0
TG THERAPEUTICS INC	COM	88322Q108	203	10,400	SH		SOLE		10,400	0	0
DARDEN RESTAURANTS INC	COM	237194105	954	12,596	SH		OTR	5	0	12,596	0
FLIR SYS INC	COM	302445101	128	3,158	SH		SOLE		3,158	0	0
NUVEEN MICH QUALITY MUN INCO	COM	670979103	4,104	300,000	SH		SOLE		300,000	0	0
LYDALL INC DEL	COM	550819106	198	14,600	SH		SOLE		14,600	0	0
SEALED AIR CORP NEW	COM	81211K100	121	3,676	SH		SOLE		3,676	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	2,566	3,185	SH		OTR	1	0	3,185	0
INSPERITY INC	COM	45778Q107	1,974	30,500	SH		OTR	1	0	30,500	0
CHARLES RIV LABS INTL INC	COM	159864107	2	13	SH		OTR	5	0	13	0
NUVEEN NEW YORK AMT QLT MUNI	COM	670656107	1,288	100,000	SH		OTR	1	0	100,000	0
COMCAST CORP NEW	CL A	20030N101	5,513	141,434	SH		SOLE		141,434	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	9,695	65,115	SH		OTR	1	0	65,115	0
LAMB WESTON HLDGS INC	COM	513272104	1,234	19,299	SH		OTR	1	0	19,299	0
PRIMORIS SVCS CORP	COM	74164F103	50	2,800	SH		SOLE		2,800	0	0
BOINGO WIRELESS INC	NOTE 1.000%10/0	09739CAB8	11,224	12,576,000	PRN		OTR	1	0	12,576,000	0
LUMENTUM HLDGS INC	COM	55024U109	155	1,900	SH		SOLE		1,900	0	0
HAVERTY FURNITURE INC	COM	419596101	179	11,200	SH		SOLE		11,200	0	0
HMS HLDGS CORP	COM	40425J101	444	13,700	SH		SOLE		13,700	0	0
KENNAMETAL INC	COM	489170100	40	1,400	SH		SOLE		1,400	0	0
SLM CORP	COM	78442P106	93	13,201	SH		SOLE		13,201	0	0
MERITOR INC	COM	59001K100	2,416	122,030	SH		OTR	1	0	122,030	0
CONAGRA BRANDS INC	COM	205887102	2,264	64,367	SH		OTR	1	0	64,367	0
WALMART INC	COM	931142103	2,241	18,708	SH		OTR	5	0	18,708	0
VISTRA ENERGY CORP	COM	92840M102	320	13,918	SH		OTR	2	0	13,918	0
APPIAN CORP	CL A	03782L101	97	1,900	SH		SOLE		1,900	0	0
SVMK INC	COM	78489X103	1,634	69,400	SH		OTR	1	0	69,400	0
BK OF AMERICA CORP	COM	060505104	49,782	2,096,064	SH		OTR	1	0	2,096,064	0
HERSHEY CO	COM	427866108	7,417	57,222	SH		OTR	1	0	57,222	0
PACCAR INC	COM	693718108	485	6,479	SH		OTR	5	0	6,479	0
BOSTON PPTYS LTD PARTNERSHIP	COM	101121101	389	4,300	SH		SOLE		4,300	0	0
BLACKROCK LTD DURATION INC T	COM SHS	09249W101	339	24,358	SH		SOLE		24,358	0	0
BERRY CORP	COM	08579X101	384	79,500	SH		SOLE		79,500	0	0
CORNERSTONE ONDEMAND INC	COM	21925Y103	2,924	75,819	SH		OTR	1	0	75,819	0
VOXX INTL CORP	CL A	91829F104	122	21,100	SH		OTR	1	0	21,100	0
RETROPHIN INC	COM	761299106	286	14,027	SH		SOLE		14,027	0	0
COCA COLA CO	COM	191216100	28,600	640,109	SH		OTR	1	0	640,109	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	87	95,000	PRN		OTR	4	0	95,000	0
FORTINET INC	COM	34959E109	1,139	8,294	SH		OTR	5	0	8,294	0
ACUITY BRANDS INC	COM	00508Y102	5,243	54,760	SH		OTR	1	0	54,760	0
OREILLY AUTOMOTIVE INC	COM	67103H107	28,206	66,892	SH		OTR	1	0	66,892	0
APELLIS PHARMACEUTICALS INC	COM	03753U106	1,470	45,000	SH		OTR	1	0	45,000	0
TESLA INC	NOTE 2.000% 5/1	88160RAG6	1,615	460,000	PRN		SOLE		460,000	0	0
DENTSPLY SIRONA INC	COM	24906P109	260	5,909	SH		SOLE		5,909	0	0
EURONET WORLDWIDE INC	NOTE 0.750% 3/1	298736AL3	8,810	9,065,000	PRN		SOLE		9,065,000	0	0
SLM CORP	COM	78442P106	2,334	331,955	SH		OTR	1	0	331,955	0
CACI INTL INC	CL A	127190304	50	230	SH		OTR	5	0	230	0
SYNNEX CORP	COM	87162W100	12,449	103,937	SH		OTR	1	0	103,937	0
STANLEY BLACK & DECKER INC	COM	854502101	2,862	20,531	SH		OTR	1	0	20,531	0
INNOVIVA INC	COM	45781M101	2,452	175,400	SH		OTR	1	0	175,400	0
QURATE RETAIL INC	COM SER A	74915M100	190	20,000	SH		SOLE		20,000	0	0
BOSTON PPTYS LTD PARTNERSHIP	COM	101121101	2,575	28,491	SH		OTR	1	0	28,491	0
LEXINGTON REALTY TRUST	COM	529043101	2,121	201,051	SH		OTR	1	0	201,051	0
AMERICAN HOMES 4 RENT	CL A	02665T306	0	0	SH		SOLE		0	0	0
WINMARK CORP	COM	974250102	325	1,900	SH		OTR	1	0	1,900	0
DAVITA INC	COM	23918K108	662	8,366	SH		OTR	5	0	8,366	0
MGIC INVT CORP WIS	COM	552848103	4,659	568,862	SH		OTR	1	0	568,862	0
SABRA HEALTH CARE REIT INC	COM	78573L106	284	19,700	SH		SOLE		19,700	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	1,842	24,272	SH		SOLE		24,272	0	0
FORD MTR CO DEL	COM	345370860	621	102,103	SH		SOLE		102,103	0	0
COMPUTER PROGRAMS & SYS INC	COM	205306103	109	4,800	SH		SOLE		4,800	0	0
CRAWFORD & CO	CL A	224633206	58	7,400	SH		SOLE		7,400	0	0
COMERICA INC	COM	200340107	118	3,088	SH		OTR	5	0	3,088	0
NVR INC	COM	62944T105	3	1	SH		OTR	5	0	1	0
MICROSOFT CORP	COM	594918104	409,669	2,013,016	SH		OTR	1	0	2,013,016	0
TESLA INC	NOTE 1.250% 3/0	88160RAC5	17,168	5,725,000	PRN		SOLE		5,725,000	0	0
CATALENT INC	COM	148806102	1,035	14,124	SH		OTR	1	0	14,124	0
WHIRLPOOL CORP	COM	963320106	1,088	8,401	SH		OTR	1	0	8,401	0
EXTREME NETWORKS INC	COM	30226D106	515	118,600	SH		OTR	1	0	118,600	0
IPG PHOTONICS CORP	COM	44980X109	788	4,914	SH		OTR	1	0	4,914	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	27,815	20,708	SH		OTR	1	0	20,708	0
ILLUMINA INC	NOTE 8/1	452327AK5	22,422	20,459,000	PRN		OTR	1	0	20,459,000	0
GAMING & LEISURE PPTYS INC	COM	36467J108	14	410	SH		SOLE		410	0	0
CYRUSONE INC	COM	23283R100	131	1,800	SH		SOLE		1,800	0	0
BRIDGEWATER BANCSHARES INC	COM ACCD INV	108621103	652	63,634	SH		OTR	1	0	63,634	0
NORTONLIFELOCK INC	COM	668771108	295	14,864	SH		SOLE		14,864	0	0
SERVICENOW INC	NOTE 6/0	81762PAC6	29,904	9,973,000	PRN		OTR	1	0	9,973,000	0
COMFORT SYS USA INC	COM	199908104	591	14,500	SH		SOLE		14,500	0	0
EDITAS MEDICINE INC	COM	28106W103	1,791	60,534	SH		OTR	1	0	60,534	0
GENMARK DIAGNOSTICS INC	COM	372309104	127	8,600	SH		SOLE		8,600	0	0
SPS COMMERCE INC	COM	78463M107	703	9,364	SH		SOLE		9,364	0	0
RCI HOSPITALITY HLDGS INC	COM	74934Q108	1,843	133,000	SH		OTR	1	0	133,000	0
INGREDION INC	COM	457187102	1,445	17,408	SH		OTR	1	0	17,408	0
FIRST AMERN FINL CORP	COM	31847R102	12	242	SH		OTR	5	0	242	0
SOUTHERN COPPER CORP	COM	84265V105	1,175	29,543	SH		OTR	1	0	29,543	0
AMERIPRISE FINL INC	COM	03076C106	1,058	7,052	SH		OTR	5	0	7,052	0
REALTY INCOME CORP	COM	756109104	544	9,141	SH		SOLE		9,141	0	0
ALPHABET INC	CAP STK CL A	02079K305	2,903	2,047	SH		OTR	5	0	2,047	0
LIFE STORAGE INC	COM	53223X107	2,237	23,556	SH		OTR	1	0	23,556	0
FIRST NORTHWEST BANCORP	COM	335834107	329	26,500	SH		OTR	1	0	26,500	0
INDEPENDENT BANK CORP MASS	COM	453836108	188	2,800	SH		OTR	1	0	2,800	0
FIBROGEN INC	COM	31572Q808	2,317	57,166	SH		OTR	1	0	57,166	0
CENTRAL GARDEN & PET CO	CL A NON-VTG	153527205	578	17,100	SH		SOLE		17,100	0	0
REINSURANCE GRP OF AMERICA I	COM NEW	759351604	3,157	40,249	SH		OTR	1	0	40,249	0
NATIONAL HEALTH INVS INC	COM	63633D104	407	6,700	SH		SOLE		6,700	0	0
WYNN RESORTS LTD	COM	983134107	200	2,685	SH		SOLE		2,685	0	0
ELLINGTON RESIDENTIAL MTG RE	COM SHS BEN INT	288578107	148	14,400	SH		OTR	1	0	14,400	0
PROPETRO HLDG CORP	COM	74347M108	1,208	235,000	SH		OTR	1	0	235,000	0
SPLUNK INC	NOTE 0.500% 9/1	848637AC8	12,412	8,597,000	PRN		SOLE		8,597,000	0	0
STEPAN CO	COM	858586100	2,894	29,800	SH		OTR	1	0	29,800	0
TRUSTCO BK CORP N Y	COM	898349105	99	15,700	SH		SOLE		15,700	0	0
MORGAN STANLEY	COM NEW	617446448	8,680	179,713	SH		OTR	1	0	179,713	0
HILL ROM HLDGS INC	COM	431475102	12,097	110,192	SH		OTR	1	0	110,192	0
SPDR S&P 500 ETF TR	TR UNIT	78462F103	15,474	50,182	SH		SOLE		50,182	0	0
TELEFLEX INCORPORATED	COM	879369106	17,505	48,092	SH		OTR	1	0	48,092	0
ATLAS AIR WORLDWIDE HLDGS IN	NOTE 2.250% 6/0	049164BH8	6,178	6,472,000	PRN		SOLE		6,472,000	0	0
PACIRA BIOSCIENCES	NOTE 2.375% 4/0	695127AD2	15,885	14,524,000	PRN		OTR	1	0	14,524,000	0
ZIONS BANCORPORATION N A	COM	989701107	134	3,936	SH		SOLE		3,936	0	0
HOLLYFRONTIER CORP	COM	436106108	814	27,872	SH		OTR	5	0	27,872	0
PACKAGING CORP AMER	COM	695156109	1,249	12,519	SH		OTR	1	0	12,519	0
SEALED AIR CORP NEW	COM	81211K100	673	20,495	SH		OTR	1	0	20,495	0
DARDEN RESTAURANTS INC	COM	237194105	880	11,620	SH		SOLE		11,620	0	0
CAPITAL ONE FINL CORP	COM	14040H105	4,877	77,924	SH		OTR	1	0	77,924	0
PFSWEB INC	COM NEW	717098206	174	26,000	SH		OTR	1	0	26,000	0
ABBOTT LABS	COM	002824100	784	8,577	SH		OTR	5	0	8,577	0
NICE LTD	SPONSORED ADR	653656108	7,697	40,674	SH		OTR	1	0	40,674	0
COSTCO WHSL CORP NEW	COM	22160K105	1,636	5,397	SH		OTR	5	0	5,397	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	10,569	4,626,000	PRN		DFND	1	0	4,626,000	0
AMERICAN EXPRESS CO	COM	025816109	12,190	128,046	SH		OTR	1	0	128,046	0
SALLY BEAUTY HLDGS INC	COM	79546E104	35	2,800	SH		SOLE		2,800	0	0
CRACKER BARREL OLD CTRY STOR	COM	22410J106	55	500	SH		SOLE		500	0	0
DISNEY WALT CO	COM DISNEY	254687106	5,965	53,493	SH		SOLE		53,493	0	0
ROCKWELL AUTOMATION INC	COM	773903109	3,296	15,474	SH		OTR	1	0	15,474	0
CAVCO INDS INC DEL	COM	149568107	386	2,000	SH		SOLE		2,000	0	0
VEECO INSTRS INC DEL	NOTE 2.700% 1/1	922417AD2	87	95,000	PRN		SOLE		95,000	0	0
AXCELIS TECHNOLOGIES INC	COM NEW	054540208	549	19,700	SH		SOLE		19,700	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	903	21,591	SH		OTR	1	0	21,591	0
MODINE MFG CO	COM	607828100	56	10,200	SH		SOLE		10,200	0	0
APOGEE ENTERPRISES INC	COM	037598109	113	4,900	SH		SOLE		4,900	0	0
MGM RESORTS INTERNATIONAL	COM	552953101	230	13,686	SH		SOLE		13,686	0	0
ANSYS INC	COM	03662Q105	658	2,255	SH		SOLE		2,255	0	0
ENSIGN GROUP INC	COM	29358P101	126	3,000	SH		SOLE		3,000	0	0
ORASURE TECHNOLOGIES INC	COM	68554V108	378	32,500	SH		SOLE		32,500	0	0
GILEAD SCIENCES INC	COM	375558103	3,143	40,853	SH		SOLE		40,853	0	0
MASTERCRAFT BOAT HLDGS INC	COM	57637H103	406	21,300	SH		SOLE		21,300	0	0
INSULET CORP	COM	45784P101	19	100	SH		SOLE		100	0	0
VAREX IMAGING CORP	COM	92214X106	165	10,900	SH		SOLE		10,900	0	0
ZUMIEZ INC	COM	989817101	742	27,100	SH		OTR	1	0	27,100	0
QUALCOMM INC	COM	747525103	40,023	438,801	SH		OTR	1	0	438,801	0
BLACKROCK MUNIHLDNGS CALI QL	COM	09254L107	10,790	763,594	SH		SOLE		763,594	0	0
RINGCENTRAL INC	CL A	76680R206	114	400	SH		SOLE		400	0	0
COMMUNITY BK SYS INC	COM	203607106	462	8,100	SH		OTR	1	0	8,100	0
FIRST LONG IS CORP	COM	320734106	764	46,785	SH		OTR	1	0	46,785	0
MERITAGE HOMES CORP	COM	59001A102	3,281	43,100	SH		OTR	1	0	43,100	0
360 FINANCE INC	ADS	88557W101	442	41,300	SH		OTR	1	0	41,300	0
VISHAY PRECISION GROUP INC	COM	92835K103	86	3,500	SH		SOLE		3,500	0	0
FEDEX CORP	COM	31428X106	895	6,385	SH		SOLE		6,385	0	0
REPLIGEN CORP	COM	759916109	630	5,100	SH		OTR	1	0	5,100	0
WORKDAY INC	CL A	98138H101	94	500	SH		SOLE		500	0	0
CARDINAL HEALTH INC	COM	14149Y108	1,085	20,792	SH		SOLE		20,792	0	0
ADVANCED ENERGY INDS	COM	007973100	2,629	38,775	SH		OTR	1	0	38,775	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	374	10,600	SH		OTR	1	0	10,600	0
AMERICAN AXLE & MFG HLDGS IN	COM	024061103	1,504	197,900	SH		OTR	1	0	197,900	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	103	75,000	PRN		OTR	4	0	75,000	0
BIOGEN INC	COM	09062X103	1,522	5,687	SH		SOLE		5,687	0	0
NICE SYS INC	NOTE 1.250% 1/1	65366HAB9	73,497	32,099,000	PRN		OTR	1	0	32,099,000	0
FATE THERAPEUTICS INC	COM	31189P102	336	9,800	SH		SOLE		9,800	0	0
EMCOR GROUP INC	COM	29084Q100	3,320	50,200	SH		OTR	1	0	50,200	0
FAIR ISAAC CORP	COM	303250104	12,808	30,638	SH		OTR	1	0	30,638	0
WESCO INTL INC	COM	95082P105	575	16,369	SH		SOLE		16,369	0	0
METLIFE INC	COM	59156R108	7,816	214,018	SH		OTR	1	0	214,018	0
GMS INC	COM	36251C103	1,082	44,000	SH		OTR	1	0	44,000	0
AMERICAN EQTY INVT LIFE HLD	COM	025676206	230	9,300	SH		OTR	1	0	9,300	0
SEMPRA ENERGY	COM	816851109	5,923	50,523	SH		OTR	1	0	50,523	0
AUTOZONE INC	COM	053332102	17,789	15,769	SH		OTR	1	0	15,769	0
EXPEDIA GROUP INC	COM NEW	30212P303	1,489	18,114	SH		OTR	1	0	18,114	0
FISERV INC	COM	337738108	1,373	14,060	SH		SOLE		14,060	0	0
APOGEE ENTERPRISES INC	COM	037598109	516	22,400	SH		OTR	1	0	22,400	0
SALESFORCE COM INC	COM	79466L302	5,099	27,220	SH		SOLE		27,220	0	0
FLUENT INC	COM	34380C102	92	51,700	SH		OTR	1	0	51,700	0
BOSTON PRIVATE FINL HLDGS IN	COM	101119105	166	24,100	SH		SOLE		24,100	0	0
VENTAS INC	COM	92276F100	362	9,893	SH		SOLE		9,893	0	0
ASSURANT INC	COM	04621X108	837	8,100	SH		OTR	1	0	8,100	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	8,658	3,490,000	PRN		DFND	1	0	3,490,000	0
REGENERON PHARMACEUTICALS	COM	75886F107	2,010	3,223	SH		SOLE		3,223	0	0
NEWMARK GROUP INC	CL A	65158N102	289	59,500	SH		SOLE		59,500	0	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	174	9,276	SH		SOLE		9,276	0	0
FACEBOOK INC	CL A	30303M102	153,579	676,350	SH		OTR	1	0	676,350	0
SANFILIPPO JOHN B & SON INC	COM	800422107	213	2,500	SH		SOLE		2,500	0	0
NEXTERA ENERGY INC	UNIT 09/01/2022S	65339F796	6,093	124,800	SH		SOLE		124,800	0	0
ALLAKOS INC	COM	01671P100	230	3,200	SH		SOLE		3,200	0	0
UNIVERSAL HEALTH RLTY INCM T	SH BEN INT	91359E105	413	5,200	SH		OTR	1	0	5,200	0
INGERSOLL RAND INC	COM	45687V106	1,291	45,897	SH		OTR	1	0	45,897	0
FIRST AMERN FINL CORP	COM	31847R102	3	57	SH		SOLE		57	0	0
PLURALSIGHT INC	NOTE 0.375% 3/0	72941BAB2	133	150,000	PRN		SOLE		150,000	0	0
GAP INC	COM	364760108	63	4,974	SH		SOLE		4,974	0	0
GENERAL MLS INC	COM	370334104	988	16,021	SH		SOLE		16,021	0	0
8X8 INC NEW	NOTE 0.500% 2/0	282914AB6	45	50,000	PRN		SOLE		50,000	0	0
QUEST DIAGNOSTICS INC	COM	74834L100	2,030	17,809	SH		OTR	1	0	17,809	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	1,690	11,353	SH		SOLE		11,353	0	0
ATLANTIC CAP BANCSHARES INC	COM	048269203	45	3,700	SH		SOLE		3,700	0	0
CIGNA CORP NEW	COM	125523100	10,845	57,796	SH		OTR	1	0	57,796	0
ILLUMINA INC	COM	452327109	7,254	19,587	SH		OTR	1	0	19,587	0
SILICON LABORATORIES INC	NOTE 1.375% 3/0	826919AB8	35	29,000	PRN		OTR	4	0	29,000	0
S&P GLOBAL INC	COM	78409V104	3,006	9,122	SH		SOLE		9,122	0	0
HEALTHEQUITY INC	COM	42226A107	346	5,900	SH		SOLE		5,900	0	0
KRATON CORPORATION	COM	50077C106	1,116	64,600	SH		OTR	1	0	64,600	0
INDEXIQ ETF TR	LNG SHT TRACK	45409B305	5,140	225,725	SH		OTR	3	0	225,725	0
BOYD GAMING CORP	COM	103304101	512	24,500	SH		OTR	1	0	24,500	0
ELDORADO RESORTS INC	COM	28470R102	56	1,400	SH		SOLE		1,400	0	0
BROWN FORMAN CORP	CL B	115637209	1,535	24,111	SH		OTR	1	0	24,111	0
MOSAIC CO NEW	COM	61945C103	587	46,961	SH		OTR	1	0	46,961	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	3,712	31,100	SH		OTR	1	0	31,100	0
FOX CORP	CL A COM	35137L105	258	9,626	SH		SOLE		9,626	0	0
MICROCHIP TECHNOLOGY INC.	COM	595017104	686	6,510	SH		SOLE		6,510	0	0
MILLER INDS INC TENN	COM NEW	600551204	86	2,896	SH		SOLE		2,896	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	543	7,397	SH		SOLE		7,397	0	0
ROPER TECHNOLOGIES INC	COM	776696106	1,080	2,781	SH		SOLE		2,781	0	0
UDR INC	COM	902653104	334	8,935	SH		SOLE		8,935	0	0
CLOUDERA INC	COM	18914U100	179	14,100	SH		SOLE		14,100	0	0
ORION ENERGY SYSTEMS INC	COM	686275108	275	79,500	SH		OTR	1	0	79,500	0
SCHLUMBERGER LTD	COM	806857108	4,399	239,190	SH		OTR	1	0	239,190	0
SUPER MICRO COMPUTER INC	COM	86800U104	355	12,500	SH		SOLE		12,500	0	0
FIRST BANCORP P R	COM NEW	318672706	17	3,000	SH		SOLE		3,000	0	0
JPMORGAN CHASE & CO	COM	46625H100	7,694	81,798	SH		SOLE		81,798	0	0
LTC PPTYS INC	COM	502175102	738	19,600	SH		OTR	1	0	19,600	0
KINDER MORGAN INC DEL	COM	49456B101	813	53,612	SH		SOLE		53,612	0	0
HELMERICH & PAYNE INC	COM	423452101	408	20,916	SH		OTR	1	0	20,916	0
ALLIED MOTION TECHNOLOGIES I	COM	019330109	81	2,300	SH		SOLE		2,300	0	0
PROVIDENT FINL SVCS INC	COM	74386T105	2,338	161,800	SH		OTR	1	0	161,800	0
DEXCOM INC	NOTE 0.750%12/0	252131AH0	45	18,000	PRN		SOLE		18,000	0	0
NORFOLK SOUTHERN CORP	COM	655844108	507	2,888	SH		OTR	5	0	2,888	0
PTC THERAPEUTICS INC	COM	69366J200	1,942	38,283	SH		OTR	1	0	38,283	0
BLACKROCK N Y MUN INCOME TR	SH BEN INT	09248L106	1,449	107,251	SH		SOLE		107,251	0	0
AVAYA HLDGS CORP	COM	05351X101	502	40,640	SH		SOLE		40,640	0	0
AIR TRANSPORT SERVICES GRP I	NOTE 1.125%10/1	00922RAB1	62	65,000	PRN		SOLE		65,000	0	0
SHERWIN WILLIAMS CO	COM	824348106	6,990	12,097	SH		OTR	1	0	12,097	0
GENERAL ELECTRIC CO	COM	369604103	8,942	1,309,273	SH		OTR	1	0	1,309,273	0
CLEAN HARBORS INC	COM	184496107	6,801	113,380	SH		OTR	1	0	113,380	0
ARCBEST CORP	COM	03937C105	570	21,500	SH		SOLE		21,500	0	0
CUMMINS INC	COM	231021106	1,139	6,572	SH		OTR	5	0	6,572	0
MICRON TECHNOLOGY INC	COM	595112103	8,813	171,063	SH		OTR	1	0	171,063	0
TERRENO RLTY CORP	COM	88146M101	411	7,800	SH		SOLE		7,800	0	0
EVERSOURCE ENERGY	COM	30040W108	732	8,796	SH		SOLE		8,796	0	0
SERVICENOW INC	NOTE 6/0	81762PAC6	201	67,000	PRN		OTR	4	0	67,000	0
INTL PAPER CO	COM	460146103	400	11,348	SH		SOLE		11,348	0	0
21VIANET GROUP INC	SPONSORED ADS A	90138A103	530	22,200	SH		OTR	1	0	22,200	0
TWILIO INC	CL A	90138F102	88	400	SH		SOLE		400	0	0
SHARPS COMPLIANCE CORP	COM	820017101	205	29,100	SH		OTR	1	0	29,100	0
FIRST MIDWEST BANCORP DEL	COM	320867104	53	4,000	SH		SOLE		4,000	0	0
CORELOGIC INC	COM	21871D103	16,168	240,528	SH		OTR	1	0	240,528	0
FRONT YD RESIDENTIAL CORP	COM	35904G107	177	20,400	SH		SOLE		20,400	0	0
HALLMARK FINL SVCS INC EC	COM NEW	40624Q203	275	78,668	SH		OTR	1	0	78,668	0
INTERPUBLIC GROUP COS INC	COM	460690100	156	9,085	SH		SOLE		9,085	0	0
TPI COMPOSITES INC	COM	87266J104	1,161	49,700	SH		OTR	1	0	49,700	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	7,773	4,857,000	PRN		DFND	1	0	4,857,000	0
HIBBETT SPORTS INC	COM	428567101	232	11,100	SH		OTR	1	0	11,100	0
EQUINIX INC	COM	29444U700	22,910	32,622	SH		OTR	1	0	32,622	0
PREFORMED LINE PRODS CO	COM	740444104	218	4,367	SH		OTR	1	0	4,367	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	48,729	52,902,000	PRN		OTR	1	0	52,902,000	0
FIRST INDL RLTY TR INC	COM	32054K103	1,630	42,400	SH		OTR	1	0	42,400	0
CHEMBIO DIAGNOSTICS INC	COM NEW	163572209	176	54,200	SH		OTR	1	0	54,200	0
PPG INDS INC	COM	693506107	664	6,264	SH		SOLE		6,264	0	0
TERRENO RLTY CORP	COM	88146M101	1,911	36,300	SH		OTR	1	0	36,300	0
ARCHER DANIELS MIDLAND CO	COM	039483102	2,946	73,825	SH		OTR	1	0	73,825	0
EQUIFAX INC	COM	294429105	560	3,258	SH		SOLE		3,258	0	0
CHANNELADVISOR CORP	COM	159179100	540	34,100	SH		OTR	1	0	34,100	0
BLUEGREEN VACATIONS CORP	COM	09629F108	18	3,300	SH		SOLE		3,300	0	0
EVOQUA WATER TECHNOLOGIES CO	COM	30057T105	430	23,100	SH		OTR	1	0	23,100	0
NMI HLDGS INC	CL A	629209305	111	6,900	SH		SOLE		6,900	0	0
GLOBAL WTR RES INC	COM	379463102	147	13,900	SH		OTR	1	0	13,900	0
ALLIANT ENERGY CORP	COM	018802108	1,562	32,655	SH		OTR	1	0	32,655	0
DROPBOX INC	CL A	26210C104	573	26,329	SH		SOLE		26,329	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	13,780	150,434	SH		OTR	1	0	150,434	0
INVESCO PA VALUE MUN INC TR	COM	46132K109	1,609	135,572	SH		SOLE		135,572	0	0
VISTRA ENERGY CORP	COM	92840M102	7,186	385,921	SH		OTR	1	0	385,921	0
NORTHROP GRUMMAN CORP	COM	666807102	1,497	4,870	SH		SOLE		4,870	0	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	4,560	107,300	SH		SOLE		107,300	0	0
CDW CORP	COM	12514G108	8,368	72,030	SH		OTR	1	0	72,030	0
ALLAKOS INC	COM	01671P100	1,064	14,800	SH		OTR	1	0	14,800	0
ZENDESK INC	COM	98936J101	2,050	23,153	SH		OTR	1	0	23,153	0
TREX CO INC	COM	89531P105	637	4,900	SH		OTR	1	0	4,900	0
SPARTANNASH CO	COM	847215100	540	25,400	SH		SOLE		25,400	0	0
ATARA BIOTHERAPEUTICS INC	COM	046513107	1,157	79,439	SH		OTR	1	0	79,439	0
DISH NETWORK CORPORATION	NOTE 3.375% 8/1	25470MAB5	92	100,000	PRN		OTR	5	0	100,000	0
PAPA JOHNS INTL INC	COM	698813102	318	4,000	SH		SOLE		4,000	0	0
GLACIER BANCORP INC NEW	COM	37637Q105	145	4,100	SH		SOLE		4,100	0	0
FOOT LOCKER INC	COM	344849104	273	9,354	SH		OTR	1	0	9,354	0
WORLD FUEL SVCS CORP	COM	981475106	2,633	102,200	SH		OTR	1	0	102,200	0
COTY INC	COM CL A	222070203	31	7,024	SH		SOLE		7,024	0	0
COMMUNITY HEALTHCARE TR INC	COM	20369C106	928	22,700	SH		OTR	1	0	22,700	0
AMERICAN EXPRESS CO	COM	025816109	477	5,011	SH		OTR	5	0	5,011	0
PAYCHEX INC	COM	704326107	3,206	42,323	SH		OTR	1	0	42,323	0
VERINT SYS INC	NOTE 1.500% 6/0	92343XAA8	29	29,000	PRN		SOLE		29,000	0	0
CERNER CORP	COM	156782104	790	11,529	SH		SOLE		11,529	0	0
SUNSTONE HOTEL INVS INC NEW	COM	867892101	204	25,000	SH		SOLE		25,000	0	0
INFINERA CORP	COM	45667G103	27	4,500	SH		SOLE		4,500	0	0
ARCBEST CORP	COM	03937C105	2,630	99,200	SH		OTR	1	0	99,200	0
PENN VA CORP	COM	70788V102	99	10,400	SH		SOLE		10,400	0	0
CLEVELAND CLIFFS INC	DBCV 1.500% 1/1	185899AA9	2,402	2,638,000	PRN		DFND	1	0	2,638,000	0
SCHNEIDER NATIONAL INC	CL B	80689H102	618	25,066	SH		SOLE		25,066	0	0
AEROJET ROCKETDYNE HLDGS INC	NOTE 2.250%12/1	007800AB1	120	75,000	PRN		OTR	4	0	75,000	0
INTUIT	COM	461202103	2,306	7,787	SH		SOLE		7,787	0	0
PRINCIPAL FINANCIAL GROUP IN	COM	74251V102	250	6,026	SH		SOLE		6,026	0	0
NEXTGEN HEALTHCARE INC	COM	65343C102	237	21,600	SH		OTR	1	0	21,600	0
ENSIGN GROUP INC	COM	29358P101	586	14,000	SH		OTR	1	0	14,000	0
HENRY JACK & ASSOC INC	COM	426281101	1,877	10,198	SH		OTR	1	0	10,198	0
CF INDS HLDGS INC	COM	125269100	142	5,051	SH		OTR	5	0	5,051	0
AMERICAN WOODMARK CORPORATIO	COM	030506109	45	600	SH		SOLE		600	0	0
ARES CAPITAL CORP	NOTE 3.750% 2/0	04010LAT0	2,040	2,068,000	PRN		SOLE		2,068,000	0	0
CATALENT INC	COM	148806102	37	500	SH		SOLE		500	0	0
QORVO INC	COM	74736K101	1,001	9,059	SH		SOLE		9,059	0	0
MAXIM INTEGRATED PRODS INC	COM	57772K101	2,178	35,941	SH		OTR	1	0	35,941	0
BRIGHTHOUSE FINL INC	COM	10922N103	3,057	109,880	SH		OTR	1	0	109,880	0
BK OF AMERICA CORP	COM	060505104	1,546	65,092	SH		OTR	5	0	65,092	0
EXELIXIS INC	COM	30161Q104	932	39,240	SH		OTR	5	0	39,240	0
FIFTH THIRD BANCORP	COM	316773100	532	27,613	SH		SOLE		27,613	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	2,950	16,443	SH		OTR	1	0	16,443	0
CENTERPOINT ENERGY INC	COM	15189T107	4,473	239,570	SH		OTR	1	0	239,570	0
SEMPRA ENERGY	COM	816851109	886	7,557	SH		SOLE		7,557	0	0
SMARTFINANCIAL INC	COM NEW	83190L208	317	19,564	SH		OTR	1	0	19,564	0
CYBEROPTICS CORP	COM	232517102	651	20,200	SH		OTR	1	0	20,200	0
EVERBRIDGE INC	COM	29978A104	111	800	SH		SOLE		800	0	0
LANNET INC	COM	516012101	67	9,200	SH		SOLE		9,200	0	0
AMAZON COM INC	COM	023135106	309,893	112,328	SH		OTR	1	0	112,328	0
ROBERT HALF INTL INC	COM	770323103	144	2,720	SH		SOLE		2,720	0	0
SYNAPTICS INC	COM	87157D109	399	6,636	SH		SOLE		6,636	0	0
KIMBERLY CLARK CORP	COM	494368103	524	3,707	SH		OTR	5	0	3,707	0
COUPA SOFTWARE INC	NOTE 0.125% 6/1	22266LAC0	5,328	2,923,000	PRN		SOLE		2,923,000	0	0
MIDWESTONE FINL GROUP INC NE	COM	598511103	466	23,303	SH		OTR	1	0	23,303	0
MERCHANTS BANCORP IND	COM	58844R108	294	15,900	SH		SOLE		15,900	0	0
TRUSTCO BK CORP N Y	COM	898349105	454	71,700	SH		OTR	1	0	71,700	0
EDITAS MEDICINE INC	COM	28106W103	390	13,192	SH		SOLE		13,192	0	0
LENDINGTREE INC NEW	NOTE 0.625% 6/0	52603BAA5	2,905	1,932,000	PRN		SOLE		1,932,000	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	11,384	102,392	SH		OTR	1	0	102,392	0
TEGNA INC	COM	87901J105	211	18,900	SH		SOLE		18,900	0	0
LKQ CORP	COM	501889208	247	9,433	SH		SOLE		9,433	0	0
ORASURE TECHNOLOGIES INC	COM	68554V108	1,758	151,200	SH		OTR	1	0	151,200	0
UNITEDHEALTH GROUP INC	COM	91324P102	80,431	272,694	SH		OTR	1	0	272,694	0
TAIWAN SEMICONDUCTOR MFG LTD	SPONSORED ADS	874039100	15,498	272,994	SH		SOLE		272,994	0	0
RITE AID CORP	COM	767754872	206	12,100	SH		OTR	1	0	12,100	0
INDEXIQ ETF TR	LNG SHT TRACK	45409B305	0	0	SH		SOLE		0	0	0
TALOS ENERGY INC	COM	87484T108	6,025	654,873	SH		SOLE		654,873	0	0
BRIDGEBIO PHARMA INC	COM	10806X102	307	9,400	SH		SOLE		9,400	0	0
NEWPARK RES INC	NOTE 4.000%12/0	651718AE8	11,534	12,861,000	PRN		OTR	1	0	12,861,000	0
NEUROCRINE BIOSCIENCES INC	NOTE 2.250% 5/1	64125CAD1	7,386	4,442,000	PRN		DFND	1	0	4,442,000	0
CATHAY GEN BANCORP	COM	149150104	1,078	41,000	SH		OTR	1	0	41,000	0
PRICE T ROWE GROUP INC	COM	74144T108	874	7,076	SH		SOLE		7,076	0	0
EASTGROUP PPTY INC	COM	277276101	297	2,500	SH		SOLE		2,500	0	0
TWITTER INC	NOTE 0.250% 6/1	90184LAF9	260	275,000	PRN		SOLE		275,000	0	0
CALIFORNIA WTR SVC GROUP	COM	130788102	1,965	41,200	SH		OTR	1	0	41,200	0
LKQ CORP	COM	501889208	832	31,742	SH		OTR	5	0	31,742	0
JOHNSON & JOHNSON	COM	478160104	3,962	28,176	SH		OTR	5	0	28,176	0
SENECA FOODS CORP NEW	CL A	817070501	1,094	32,367	SH		OTR	1	0	32,367	0
FORTUNE BRANDS HOME & SEC IN	COM	34964C106	212	3,311	SH		SOLE		3,311	0	0
BAKER HUGHES COMPANY	CL A	05722G100	1,322	85,917	SH		OTR	1	0	85,917	0
ZYNGA INC	CL A	98986T108	0	0	SH		SOLE		0	0	0
BRINKER INTL INC	COM	109641100	230	9,600	SH		SOLE		9,600	0	0
USANA HEALTH SCIENCES INC	COM	90328M107	470	6,400	SH		SOLE		6,400	0	0
PEAPACK-GLADSTONE FINL CORP	COM	704699107	785	41,908	SH		OTR	1	0	41,908	0
ADT INC DEL	COM	00090Q103	0	0	SH		SOLE		0	0	0
NEWS CORP NEW	CL B	65249B208	62	5,184	SH		SOLE		5,184	0	0
MSC INDL DIRECT INC	CL A	553530106	299	4,102	SH		SOLE		4,102	0	0
LAS VEGAS SANDS CORP	COM	517834107	418	9,177	SH		SOLE		9,177	0	0
BUILDERS FIRSTSOURCE INC	COM	12008R107	2,751	132,900	SH		OTR	1	0	132,900	0
MILLER HERMAN INC	COM	600544100	2,103	89,057	SH		OTR	1	0	89,057	0
PURPLE INNOVATION INC	COM	74640Y106	765	42,500	SH		OTR	1	0	42,500	0
INDEXIQ ACTIVE ETF TR	IQ ULTR SHT DU	45409F819	0	0	SH		SOLE		0	0	0
LIMELIGHT NETWORKS INC	COM	53261M104	3,210	436,200	SH		OTR	1	0	436,200	0
ENDURANCE INTL GROUP HLDGS I	COM	29272B105	403	100,100	SH		SOLE		100,100	0	0
MARKETAXESS HLDGS INC	COM	57060D108	498	994	SH		SOLE		994	0	0
CACI INTL INC	CL A	127190304	5,648	26,040	SH		OTR	1	0	26,040	0
SITEONE LANDSCAPE SUPPLY INC	COM	82982L103	513	4,500	SH		OTR	1	0	4,500	0
PETMED EXPRESS INC	COM	716382106	2,395	67,200	SH		OTR	1	0	67,200	0
MYOKARDIA INC	COM	62857M105	792	8,200	SH		OTR	1	0	8,200	0
WW INTL INC	COM	98262P101	152	6,000	SH		SOLE		6,000	0	0
AMERICAN AIRLS GROUP INC	NOTE 6.500% 7/0	02376RAF9	10,709	11,330,000	PRN		OTR	1	0	11,330,000	0
TAKE-TWO INTERACTIVE SOFTWAR	COM	874054109	434	3,110	SH		SOLE		3,110	0	0
CLEARWAY ENERGY INC	CL C	18539C204	74	3,200	SH		SOLE		3,200	0	0
ISHARES GOLD TRUST	ISHARES	464285105	31,584	1,859,000	SH		OTR	1	0	1,859,000	0
EVERGY INC	COM	30034W106	998	16,834	SH		OTR	5	0	16,834	0
LANNET INC	COM	516012101	298	41,100	SH		OTR	1	0	41,100	0
RED ROCK RESORTS INC	CL A	75700L108	272	24,900	SH		SOLE		24,900	0	0
ADVANCED MICRO DEVICES INC	NOTE 2.125% 9/0	007903BD8	587	90,000	PRN		SOLE		90,000	0	0
LINCOLN NATL CORP IND	COM	534187109	947	25,745	SH		OTR	1	0	25,745	0
AVALONBAY CMNTYS INC	COM	053484101	18	117	SH		OTR	5	0	117	0
MASCO CORP	COM	574599106	1,142	22,743	SH		OTR	5	0	22,743	0
SCHNITZER STL INDS	CL A	806882106	51	2,900	SH		SOLE		2,900	0	0
V F CORP	COM	918204108	517	8,477	SH		SOLE		8,477	0	0
Q2 HLDGS INC	NOTE 0.750% 6/0	74736LAD1	8,206	7,195,000	PRN		OTR	1	0	7,195,000	0
LUMINEX CORP DEL	COM	55027E102	1,910	58,700	SH		OTR	1	0	58,700	0
KAR AUCTION SVCS INC	COM	48238T109	99	7,200	SH		SOLE		7,200	0	0
HUNTINGTON INGALLS INDS INC	COM	446413106	7	39	SH		OTR	5	0	39	0
EHEALTH INC	COM	28238P109	49	500	SH		SOLE		500	0	0
VERISK ANALYTICS INC	COM	92345Y106	707	4,152	SH		SOLE		4,152	0	0
IDEX CORP	COM	45167R104	330	2,086	SH		SOLE		2,086	0	0
RAYMOND JAMES FINL INC	COM	754730109	631	9,168	SH		OTR	5	0	9,168	0
SELECT INTERIOR CONCEPTS INC	CL A	816120307	66	18,900	SH		OTR	1	0	18,900	0
MANTECH INTL CORP	CL A	564563104	404	5,900	SH		SOLE		5,900	0	0
WARRIOR MET COAL INC	COM	93627C101	2,087	135,600	SH		OTR	1	0	135,600	0
SCHWAB CHARLES CORP	COM	808513105	1,027	30,445	SH		SOLE		30,445	0	0
DAVITA INC	COM	23918K108	14,100	178,165	SH		OTR	1	0	178,165	0
CORVEL CORP	COM	221006109	284	4,000	SH		SOLE		4,000	0	0
QTS RLTY TR INC	COM CL A	74736A103	320	5,000	SH		SOLE		5,000	0	0
TEXAS INSTRS INC	COM	882508104	21	164	SH		OTR	5	0	164	0
MCGRATH RENTCORP	COM	580589109	491	9,100	SH		SOLE		9,100	0	0
WELLS FARGO CO NEW	COM	949746101	2,807	109,631	SH		SOLE		109,631	0	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	275	222,000	PRN		SOLE		222,000	0	0
MUELLER INDS INC	COM	624756102	579	21,800	SH		SOLE		21,800	0	0
HP INC	COM	40434L105	1,480	84,922	SH		SOLE		84,922	0	0
LILLY ELI & CO	COM	532457108	25,336	154,320	SH		OTR	1	0	154,320	0
LOCKHEED MARTIN CORP	COM	539830109	3,171	8,690	SH		SOLE		8,690	0	0
ISHARES TR	RUSSELL 2000 ETF	464287655	12,445	86,917	SH		OTR	1	0	86,917	0
LAMB WESTON HLDGS INC	COM	513272104	256	4,012	SH		SOLE		4,012	0	0
VECTRUS INC	COM	92242T101	1,661	33,803	SH		OTR	1	0	33,803	0
BEST BUY INC	COM	086516101	25,996	297,885	SH		OTR	1	0	297,885	0
LIONS GATE ENTMNT CORP	CL B NON VTG	535919500	352	51,552	SH		SOLE		51,552	0	0
NEWELL BRANDS INC	COM	651229106	143	9,020	SH		SOLE		9,020	0	0
HASBRO INC	COM	418056107	256	3,409	SH		SOLE		3,409	0	0
QUIDEL CORP	COM	74838J101	805	3,600	SH		SOLE		3,600	0	0
US FOODS HLDG CORP	COM	912008109	1,298	65,804	SH		OTR	1	0	65,804	0
OSI SYSTEMS INC	COM	671044105	261	3,500	SH		OTR	1	0	3,500	0
UNDER ARMOUR INC	CL C	904311206	30	3,436	SH		SOLE		3,436	0	0
ELDORADO RESORTS INC	COM	28470R102	264	6,600	SH		OTR	1	0	6,600	0
REGIONS FINANCIAL CORP NEW	COM	7591EP100	296	26,574	SH		SOLE		26,574	0	0
MDU RES GROUP INC	COM	552690109	3,335	150,356	SH		OTR	1	0	150,356	0
NVR INC	COM	62944T105	4,843	1,486	SH		OTR	1	0	1,486	0
J2 GLOBAL INC	COM	48123V102	88	1,400	SH		SOLE		1,400	0	0
QORVO INC	COM	74736K101	12,676	114,688	SH		OTR	1	0	114,688	0
GLOBAL PMTS INC	COM	37940X102	1,285	7,575	SH		SOLE		7,575	0	0
NETEASE INC	SPONSORED ADS	64110W102	1,503	3,500	SH		OTR	1	0	3,500	0
AMERICAN ELEC PWR CO INC	COM	025537101	1,037	13,023	SH		SOLE		13,023	0	0
TRUIST FINL CORP	COM	89832Q109	992	26,418	SH		OTR	5	0	26,418	0
TRIPADVISOR INC	COM	896945201	1	45	SH		SOLE		45	0	0
ONEOK INC NEW	COM	682680103	1,873	56,369	SH		OTR	1	0	56,369	0
CORTEVA INC	COM	22052L104	3,749	139,925	SH		OTR	1	0	139,925	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	11,604	11,856,000	PRN		SOLE		11,856,000	0	0
ARCH RESOURCES INC	CL A	03940R107	412	14,500	SH		OTR	1	0	14,500	0
LPL FINL HLDGS INC	COM	50212V100	14,364	183,219	SH		OTR	1	0	183,219	0
US BANCORP DEL	COM NEW	902973304	7,830	212,669	SH		OTR	1	0	212,669	0
WEC ENERGY GROUP INC	COM	92939U106	5,299	60,453	SH		OTR	1	0	60,453	0
GOLD RESOURCE CORP	COM	38068T105	556	135,346	SH		OTR	1	0	135,346	0
HELIX ENERGY SOLUTIONS GRP I	NOTE 4.250% 5/0	42330PAH0	59	70,000	PRN		OTR	4	0	70,000	0
ELECTRONIC ARTS INC	COM	285512109	1,645	12,454	SH		SOLE		12,454	0	0
BECTON DICKINSON & CO	COM	075887109	10,365	43,320	SH		OTR	1	0	43,320	0
CLEARWAY ENERGY INC	CL A	18539C105	1,554	74,100	SH		OTR	1	0	74,100	0
APPLE INC	COM	037833100	13,556	37,161	SH		OTR	5	0	37,161	0
FEDERAL REALTY INVT TR	SH BEN INT NEW	313747206	811	9,514	SH		OTR	1	0	9,514	0
ARES CAPITAL CORP	NOTE 4.625% 3/0	04010LAW3	73	75,000	PRN		OTR	5	0	75,000	0
RELIANCE STEEL & ALUMINUM CO	COM	759509102	4,870	51,299	SH		OTR	1	0	51,299	0
BLACKROCK NY MUN INCOME TR I	COM	09249R102	880	64,035	SH		SOLE		64,035	0	0
WABTEC	COM	929740108	1,387	24,094	SH		OTR	1	0	24,094	0
PAYCOM SOFTWARE INC	COM	70432V102	421	1,359	SH		SOLE		1,359	0	0
LIBERTY MEDIA CORP DEL	DEB 2.250% 9/3	531229AE2	55	115,000	PRN		SOLE		115,000	0	0
FASTENAL CO	COM	311900104	648	15,126	SH		SOLE		15,126	0	0
MORGAN STANLEY	COM NEW	617446448	1,532	31,714	SH		SOLE		31,714	0	0
CHIPOTLE MEXICAN GRILL INC	COM	169656105	11,481	10,910	SH		OTR	1	0	10,910	0
CITIGROUP INC	COM NEW	172967424	58	1,143	SH		OTR	5	0	1,143	0
EAST WEST BANCORP INC	COM	27579R104	480	13,240	SH		OTR	5	0	13,240	0
MANTECH INTL CORP	CL A	564563104	1,912	27,910	SH		OTR	1	0	27,910	0
MASTERCARD INCORPORATED	CL A	57636Q104	8,529	28,844	SH		SOLE		28,844	0	0
SAREPTA THERAPEUTICS INC	DBCV 1.500%11/1	803607AB6	310	135,000	PRN		SOLE		135,000	0	0
VANGUARD INDEX FDS	S&P 500 ETF SHS	922908363	283,404	999,910	SH		OTR	3	0	999,910	0
INCYTE CORP	COM	45337C102	819	7,880	SH		OTR	5	0	7,880	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	7,915	7,163,000	PRN		SOLE		7,163,000	0	0
AMPHENOL CORP NEW	CL A	032095101	3,807	39,740	SH		OTR	1	0	39,740	0
NORFOLK SOUTHERN CORP	COM	655844108	1,217	6,934	SH		SOLE		6,934	0	0
MCGRATH RENTCORP	COM	580589109	2,306	42,700	SH		OTR	1	0	42,700	0
PHIBRO ANIMAL HEALTH CORP	CL A COM	71742Q106	2,025	77,092	SH		OTR	1	0	77,092	0
APARTMENT INVT & MGMT CO	CL A	03748R754	143	3,810	SH		SOLE		3,810	0	0
VERSO CORP	CL A	92531L207	102	8,500	SH		SOLE		8,500	0	0
DANAHER CORPORATION	COM	235851102	2,903	16,418	SH		SOLE		16,418	0	0
TENET HEALTHCARE CORP	COM NEW	88033G407	1,367	75,500	SH		OTR	1	0	75,500	0
BANCORP INC DEL	COM	05969A105	361	36,851	SH		SOLE		36,851	0	0
WELBILT INC	COM	949090104	82	13,400	SH		OTR	1	0	13,400	0
CUSTOMERS BANCORP INC	COM	23204G100	320	26,583	SH		SOLE		26,583	0	0
CONCHO RES INC	COM	20605P101	274	5,312	SH		SOLE		5,312	0	0
ISHARES TR	MSCI EAFE ETF	464287465	0	0	SH		SOLE		0	0	0
BIOMARIN PHARMACEUTICAL INC	COM	09061G101	135	1,097	SH		SOLE		1,097	0	0
MICROSTRATEGY INC	CL A NEW	594972408	2,340	19,778	SH		OTR	1	0	19,778	0
FORTIVE CORP	NOTE 0.875% 2/1	34959JAK4	14,079	14,262,000	PRN		SOLE		14,262,000	0	0
EVERSOURCE ENERGY	COM	30040W108	4,023	48,310	SH		OTR	1	0	48,310	0
LENNAR CORP	CL B	526057302	55	1,200	SH		SOLE		1,200	0	0
COUPA SOFTWARE INC	COM	22266L106	3,734	13,477	SH		OTR	1	0	13,477	0
COLGATE PALMOLIVE CO	COM	194162103	1,686	23,015	SH		SOLE		23,015	0	0
DIAMONDBACK ENERGY INC	COM	25278X109	180	4,315	SH		SOLE		4,315	0	0
ARROW ELECTRS INC	COM	042735100	887	12,917	SH		OTR	5	0	12,917	0
VISHAY INTERTECHNOLOGY INC	COM	928298108	171	11,200	SH		SOLE		11,200	0	0
TESLA INC	COM	88160R101	22,902	21,209	SH		OTR	1	0	21,209	0
NUVASIVE INC	COM	670704105	2,970	53,354	SH		OTR	1	0	53,354	0
MARRIOTT VACTINS WORLDWID CO	COM	57164Y107	66	800	SH		SOLE		800	0	0
CONMED CORP	COM	207410101	2,757	38,300	SH		OTR	1	0	38,300	0
FIRST INTERNET BK IND	COM	320557101	186	11,221	SH		SOLE		11,221	0	0
NVIDIA CORPORATION	COM	67066G104	1,425	3,750	SH		OTR	5	0	3,750	0
NEWMONT CORP	COM	651639106	22,360	362,167	SH		OTR	1	0	362,167	0
KLA CORP	COM NEW	482480100	1,449	7,449	SH		SOLE		7,449	0	0
CISCO SYS INC	COM	17275R102	5,990	128,421	SH		SOLE		128,421	0	0
HCA HEALTHCARE INC	COM	40412C101	675	6,956	SH		SOLE		6,956	0	0
HEALTHCARE RLTY TR	COM	421946104	688	23,500	SH		OTR	1	0	23,500	0
IES HLDGS INC	COM	44951W106	526	22,700	SH		OTR	1	0	22,700	0
TRANSOCEAN INC	DEB 0.500% 1/3	893830BJ7	12	29,000	PRN		OTR	4	0	29,000	0
FIVE9 INC	COM	338307101	188	1,700	SH		SOLE		1,700	0	0
UNITED CMNTY BKS BLAIRSVLE G	COM	90984P303	686	34,100	SH		OTR	1	0	34,100	0
SYNCHRONY FINANCIAL	COM	87165B103	897	40,485	SH		OTR	5	0	40,485	0
GLU MOBILE INC	COM	379890106	2,517	271,500	SH		OTR	1	0	271,500	0
FEDNAT HLDG CO	COM	31431B109	100	9,000	SH		SOLE		9,000	0	0
WASTE MGMT INC DEL	COM	94106L109	1,065	10,054	SH		SOLE		10,054	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	604	2,027	SH		OTR	5	0	2,027	0
DOMINOS PIZZA INC	COM	25754A201	21,908	59,300	SH		OTR	1	0	59,300	0
ALEXION PHARMACEUTICALS INC	COM	015351109	11,500	102,455	SH		OTR	1	0	102,455	0
LANTHEUS HLDGS INC	COM	516544103	352	24,600	SH		SOLE		24,600	0	0
WATERSTONE FINL INC MD	COM	94188P101	467	31,500	SH		OTR	1	0	31,500	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	1,488	23,816	SH		OTR	1	0	23,816	0
PINDUODUO INC	SPONSORED ADS	722304102	429	5,000	SH		OTR	1	0	5,000	0
SPIRIT AIRLS INC	COM	848577102	45	2,500	SH		SOLE		2,500	0	0
AMERICAN EAGLE OUTFITTERS IN	COM	02553E106	143	13,100	SH		OTR	1	0	13,100	0
FORMFACTOR INC	COM	346375108	3,218	109,700	SH		OTR	1	0	109,700	0
YORK WTR CO	COM	987184108	763	15,900	SH		OTR	1	0	15,900	0
OFFICE DEPOT INC	COM	676220106	1,125	478,565	SH		OTR	1	0	478,565	0
CHURCHILL DOWNS INC	COM	171484108	93	700	SH		SOLE		700	0	0
CARPENTER TECHNOLOGY CORP	COM	144285103	199	8,200	SH		OTR	1	0	8,200	0
ILLUMINA INC	COM	452327109	1,441	3,890	SH		SOLE		3,890	0	0
MONMOUTH REAL ESTATE INVT CO	CL A	609720107	339	23,400	SH		SOLE		23,400	0	0
BROADMARK RLTY CAP INC	COM	11135B100	90	9,500	SH		OTR	1	0	9,500	0
LATTICE SEMICONDUCTOR CORP	COM	518415104	264	9,300	SH		SOLE		9,300	0	0
ORTHOFIX MED INC	COM	68752M108	339	10,600	SH		SOLE		10,600	0	0
UNDER ARMOUR INC	CL C	904311206	227	25,716	SH		OTR	1	0	25,716	0
EXELON CORP	COM	30161N101	5,646	155,577	SH		OTR	1	0	155,577	0
OMNICOM GROUP INC	COM	681919106	1,577	28,887	SH		OTR	1	0	28,887	0
SJW GROUP	COM	784305104	360	5,799	SH		SOLE		5,799	0	0
AIR PRODS & CHEMS INC	COM	009158106	1,385	5,738	SH		SOLE		5,738	0	0
ZIMMER BIOMET HOLDINGS INC	COM	98956P102	658	5,509	SH		SOLE		5,509	0	0
DEERE & CO	COM	244199105	7,541	47,985	SH		OTR	1	0	47,985	0
WORTHINGTON INDS INC	COM	981811102	310	8,300	SH		SOLE		8,300	0	0
INDEXIQ ETF TR	IQ SHORT DURAT	45409B339	0	0	SH		SOLE		0	0	0
WELLS FARGO CO NEW	PERP PFD CNV A	949746804	16,551	12,757	SH		SOLE		12,757	0	0
COLONY CAP INC	NOTE 3.875% 1/1	19624RAB2	129	135,000	PRN		SOLE		135,000	0	0
AMKOR TECHNOLOGY INC	COM	031652100	587	47,701	SH		SOLE		47,701	0	0
FLUSHING FINL CORP	COM	343873105	1,199	104,053	SH		OTR	1	0	104,053	0
PLEXUS CORP	COM	729132100	2,216	31,400	SH		OTR	1	0	31,400	0
DISH NETWORK CORPORATION	NOTE 2.375% 3/1	25470MAD1	54,625	60,789,000	PRN		OTR	1	0	60,789,000	0
ALZA CORP	SDCV 7/2	02261WAB5	21,496	11,091,000	PRN		SOLE		11,091,000	0	0
PENN VA CORP	COM	70788V102	456	47,800	SH		OTR	1	0	47,800	0
LOCKHEED MARTIN CORP	COM	539830109	35,161	96,352	SH		OTR	1	0	96,352	0
INSMED INC	COM PAR $.01	457669307	459	16,654	SH		SOLE		16,654	0	0
ENTERGY CORP NEW	COM	29364G103	659	7,026	SH		OTR	5	0	7,026	0
AMERICAN NATL INS CO	COM	028591105	584	8,097	SH		OTR	1	0	8,097	0
WADDELL & REED FINL INC	CL A	930059100	363	23,400	SH		SOLE		23,400	0	0
TEXAS INSTRS INC	COM	882508104	3,064	24,131	SH		SOLE		24,131	0	0
CASEYS GEN STORES INC	COM	147528103	2,573	17,211	SH		OTR	1	0	17,211	0
WIDEOPENWEST INC	COM	96758W101	178	33,700	SH		SOLE		33,700	0	0
TIMKEN CO	COM	887389104	534	11,736	SH		SOLE		11,736	0	0
KB HOME	COM	48666K109	485	15,800	SH		SOLE		15,800	0	0
CENTURYLINK INC	COM	156700106	270	26,904	SH		SOLE		26,904	0	0
HORIZON BANCORP INC	COM	440407104	30	2,800	SH		SOLE		2,800	0	0
AKAMAI TECHNOLOGIES INC	NOTE 0.125% 5/0	00971TAJ0	413	330,000	PRN		SOLE		330,000	0	0
LIGAND PHARMACEUTICALS INC	COM NEW	53220K504	268	2,394	SH		SOLE		2,394	0	0
CATERPILLAR INC DEL	COM	149123101	10,095	79,805	SH		OTR	1	0	79,805	0
FIRSTENERGY CORP	COM	337932107	4,342	111,960	SH		OTR	1	0	111,960	0
EURONET WORLDWIDE INC	COM	298736109	0	0	SH		SOLE		0	0	0
WW INTL INC	COM	98262P101	703	27,700	SH		OTR	1	0	27,700	0
ROCKY BRANDS INC	COM	774515100	320	15,579	SH		SOLE		15,579	0	0
ALIGN TECHNOLOGY INC	COM	016255101	551	2,008	SH		SOLE		2,008	0	0
INVESCO TR INVT GRADE MUNS	COM	46131M106	2,121	176,151	SH		SOLE		176,151	0	0
FRONT YD RESIDENTIAL CORP	COM	35904G107	826	94,900	SH		OTR	1	0	94,900	0
KIMCO RLTY CORP	COM	49446R109	748	58,270	SH		OTR	1	0	58,270	0
MYOKARDIA INC	COM	62857M105	164	1,700	SH		SOLE		1,700	0	0
AARONS INC	COM PAR $0.50	002535300	472	10,400	SH		SOLE		10,400	0	0
MADRIGAL PHARMACEUTICALS INC	COM	558868105	1,129	9,967	SH		OTR	1	0	9,967	0
CATERPILLAR INC DEL	COM	149123101	1,810	14,307	SH		SOLE		14,307	0	0
REGENXBIO INC	COM	75901B107	1,393	37,812	SH		OTR	1	0	37,812	0
ULTRA CLEAN HLDGS INC	COM	90385V107	2,514	111,100	SH		OTR	1	0	111,100	0
INPHI CORP	NOTE 1.125%12/0	45772FAB3	131	45,000	PRN		SOLE		45,000	0	0
COMMUNITY BK SYS INC	COM	203607106	103	1,800	SH		SOLE		1,800	0	0
ZYNGA INC	CL A	98986T108	6,455	676,653	SH		OTR	1	0	676,653	0
MAXIMUS INC	COM	577933104	180	2,560	SH		SOLE		2,560	0	0
BK OF AMERICA CORP	7.25%CNV PFD L	060505682	8,405	6,262	SH		DFND	1	0	6,262	0
FLOWSERVE CORP	COM	34354P105	495	17,354	SH		OTR	1	0	17,354	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	1,747	3,065	SH		SOLE		3,065	0	0
JAZZ INVESTMENTS I LTD	NOTE 1.875% 8/1	472145AB7	210	215,000	PRN		SOLE		215,000	0	0
FIRST MERCHANTS CORP	COM	320817109	1,219	44,200	SH		OTR	1	0	44,200	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	100	67,000	PRN		OTR	4	0	67,000	0
ANAPLAN INC	COM	03272L108	1,101	24,294	SH		OTR	1	0	24,294	0
INTERCEPT PHARMACEUTICALS IN	COM	45845P108	252	5,261	SH		SOLE		5,261	0	0
SIGNATURE BK NEW YORK N Y	COM	82669G104	11,146	104,250	SH		OTR	1	0	104,250	0
UNITED AIRLS HLDGS INC	COM	910047109	207	5,976	SH		SOLE		5,976	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	37	331	SH		OTR	5	0	331	0
ISIS PHARMACEUTICALS INC DEL	NOTE 1.000%11/1	464337AJ3	49	44,000	PRN		OTR	4	0	44,000	0
CARETRUST REIT INC	COM	14174T107	523	30,500	SH		OTR	1	0	30,500	0
PHREESIA INC	COM	71944F106	749	26,500	SH		OTR	1	0	26,500	0
NEXTIER OILFIELD SOLUTIONS	COM	65290C105	161	65,800	SH		SOLE		65,800	0	0
AVAYA HLDGS CORP	NOTE 2.250% 6/1	05351XAB7	70	85,000	PRN		SOLE		85,000	0	0
PERDOCEO ED CORP	COM	71363P106	529	33,200	SH		SOLE		33,200	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	6,140	4,451,000	PRN		SOLE		4,451,000	0	0
ENVESTNET INC	COM	29404K106	169	2,300	SH		SOLE		2,300	0	0
CITIGROUP INC	COM NEW	172967424	15,314	299,695	SH		OTR	1	0	299,695	0
BLACKSTONE GSO STRATEGIC CR	COM SHS BEN IN	09257R101	365	31,952	SH		SOLE		31,952	0	0
SKYWEST INC	COM	830879102	196	6,000	SH		SOLE		6,000	0	0
AMEREN CORP	COM	023608102	443	6,296	SH		SOLE		6,296	0	0
DEL TACO RESTAURANTS INC NEW	COM	245496104	657	110,800	SH		OTR	1	0	110,800	0
INVESCO MORTGAGE CAPITAL INC	COM	46131B100	8	2,200	SH		SOLE		2,200	0	0
IOVANCE BIOTHERAPEUTICS INC	COM	462260100	541	19,700	SH		OTR	1	0	19,700	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	1,374	19,883	SH		SOLE		19,883	0	0
AMER STATES WTR CO	COM	029899101	628	7,984	SH		SOLE		7,984	0	0
NEXTERA ENERGY INC	UNIT 99/99/9999	65339F770	152	3,580	SH		OTR	4	0	3,580	0
CENTRAL GARDEN & PET CO	CL A NON-VTG	153527205	2,676	79,200	SH		OTR	1	0	79,200	0
DOMINOS PIZZA INC	COM	25754A201	1,086	2,939	SH		OTR	5	0	2,939	0
FOX CORP	CL B COM	35137L204	3,941	146,820	SH		OTR	1	0	146,820	0
ROCKY BRANDS INC	COM	774515100	1,494	72,645	SH		OTR	1	0	72,645	0
LOWES COS INC	COM	548661107	2,890	21,391	SH		SOLE		21,391	0	0
NRG ENERGY INC	DBCV 2.750% 6/0	629377CG5	5,031	4,976,000	PRN		DFND	1	0	4,976,000	0
EQUITY LIFESTYLE PPTYS INC	COM	29472R108	25	400	SH		SOLE		400	0	0
MICROCHIP TECHNOLOGY INC.	NOTE 1.625% 2/1	595017AD6	33,232	14,881,000	PRN		OTR	1	0	14,881,000	0
MUELLER WTR PRODS INC	COM SER A	624758108	77	8,200	SH		SOLE		8,200	0	0
STIFEL FINL CORP	COM	860630102	1,726	36,400	SH		OTR	1	0	36,400	0
POWELL INDS INC	COM	739128106	356	13,000	SH		SOLE		13,000	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	19	277	SH		OTR	5	0	277	0
TOPBUILD CORP	COM	89055F103	557	4,900	SH		OTR	1	0	4,900	0
JOHNSON OUTDOORS INC	CL A	479167108	155	1,700	SH		SOLE		1,700	0	0
L BRANDS INC	COM	501797104	458	30,617	SH		OTR	1	0	30,617	0
CORTEVA INC	COM	22052L104	527	19,686	SH		SOLE		19,686	0	0
INNOSPEC INC	COM	45768S105	216	2,800	SH		OTR	1	0	2,800	0
Q2 HLDGS INC	COM	74736L109	309	3,600	SH		SOLE		3,600	0	0
MASCO CORP	COM	574599106	14,899	296,733	SH		OTR	1	0	296,733	0
360 FINANCE INC	ADS	88557W101	0	0	SH		SOLE		0	0	0
TJX COS INC NEW	COM	872540109	1,605	31,745	SH		SOLE		31,745	0	0
ESSEX PPTY TR INC	COM	297178105	5,881	25,661	SH		OTR	1	0	25,661	0
VISTRA ENERGY CORP	COM	92840M102	529	31,700	SH		SOLE		31,700	0	0
NEVRO CORP	COM	64157F103	72	600	SH		SOLE		600	0	0
CHEVRON CORP NEW	COM	166764100	28,826	323,054	SH		OTR	1	0	323,054	0
MCDONALDS CORP	COM	580135101	4,081	22,122	SH		SOLE		22,122	0	0
GAIN CAP HLDGS INC	COM	36268W100	322	53,500	SH		OTR	1	0	53,500	0
COUPA SOFTWARE INC	NOTE 0.375% 1/1	22266LAB2	441	71,000	PRN		SOLE		71,000	0	0
ENTEGRIS INC	COM	29362U104	0	0	SH		SOLE		0	0	0
TRANSDIGM GROUP INC	COM	893641100	572	1,294	SH		SOLE		1,294	0	0
NRG ENERGY INC	COM NEW	629377508	721	22,138	SH		OTR	5	0	22,138	0
ISHARES TR	CORE MSCI EAFE	46432F842	807	14,125	SH		OTR	1	0	14,125	0
PREFERRED BK LOS ANGELES CA	COM NEW	740367404	1,311	30,600	SH		OTR	1	0	30,600	0
TURNING POINT THERAPEUTICS I	COM	90041T108	278	4,300	SH		SOLE		4,300	0	0
RENT A CTR INC NEW	COM	76009N100	1,881	67,600	SH		OTR	1	0	67,600	0
LENNAR CORP	CL A	526057104	3,303	53,605	SH		OTR	1	0	53,605	0
PGIM HIGH YIELD BOND FUND IN	COM	69346H100	371	28,062	SH		SOLE		28,062	0	0
COLGATE PALMOLIVE CO	COM	194162103	253	3,448	SH		OTR	5	0	3,448	0