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
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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