0001085146-20-001927.txt : 20200731 0001085146-20-001927.hdr.sgml : 20200731 20200730213731 ACCESSION NUMBER: 0001085146-20-001927 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200731 DATE AS OF CHANGE: 20200730 EFFECTIVENESS DATE: 20200731 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MACKAY SHIELDS LLC CENTRAL INDEX KEY: 0000061227 IRS NUMBER: 134080466 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00046 FILM NUMBER: 201063453 BUSINESS ADDRESS: STREET 1: 1345 AVENUE OF THE AMERICAS STREET 2: 42ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10105 BUSINESS PHONE: 212-230-3811 MAIL ADDRESS: STREET 1: 1345 AVENUE OF THE AMERICAS STREET 2: 42ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10105 FORMER COMPANY: FORMER CONFORMED NAME: MACKAY SHIELDS FINANCIAL CORP DATE OF NAME CHANGE: 19920929 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0000061227 XXXXXXXX 06-30-2020 06-30-2020 false MACKAY SHIELDS LLC

1345 Avenue of the Americas 43rd Floor New York NY 10105

13F HOLDINGS REPORT 028-00046 N Rene A. Bustamante 212-230-3811 /s/ Rene A. Bustamante New York NY 07-28-2020 7 3079 12539488 1 0001133639 028-06325 NEW YORK LIFE INVESTMENT MANAGEMENT LLC 2 0001125816 028-06487 FIRST TRUST ADVISORS LP 3 0000071633 028-00065 NEW YORK LIFE INSURANCE CO 4 0001269119 028-10748 OPPENHEIMER ASSET MANAGEMENT INC. 5 0001162695 028-10044 MCMORGAN & CO LLC 6 0001447578 028-13256 RIVERNORTH CAPITAL MANAGEMENT, LLC 7 0001415996 028-13712 IndexIQ Advisors LLC INFORMATION TABLE 2 infotable.xml INFORMATION TABLE BOTTOMLINE TECH DEL INC COM 101388106 437 8600 SH OTR 1 0 8600 0 CBRE GROUP INC CL A 12504L109 403 8906 SH SOLE 8906 0 0 PFSWEB INC COM NEW 717098206 37 5600 SH SOLE 5600 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 630 4493 SH SOLE 4493 0 0 ARENA PHARMACEUTICALS INC COM NEW 040047607 2101 33372 SH OTR 1 0 33372 0 DECIPHERA PHARMACEUTICALS IN COM 24344T101 245 4100 SH SOLE 4100 0 0 LUTHER BURBANK CORP COM 550550107 59 5900 SH SOLE 5900 0 0 TJX COS INC NEW COM 872540109 9018 178354 SH OTR 1 0 178354 0 WINGSTOP INC COM 974155103 153 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SH SOLE 10100 0 0 F5 NETWORKS INC COM 315616102 240 1722 SH SOLE 1722 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 791 51800 SH OTR 1 0 51800 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 7306 43981 SH OTR 1 0 43981 0 YUM CHINA HLDGS INC COM 98850P109 5677 118105 SH OTR 1 0 118105 0 DOW INC COM 260557103 5013 122979 SH OTR 1 0 122979 0 DOMINION ENERGY INC COM 25746U109 11166 137545 SH OTR 1 0 137545 0 HUNTINGTON INGALLS INDS INC COM 446413106 2034 11656 SH OTR 1 0 11656 0 CINCINNATI BELL INC NEW COM NEW 171871502 2409 162200 SH OTR 1 0 162200 0 ALTICE USA INC CL A 02156K103 11212 497428 SH OTR 1 0 497428 0 TWILIO INC CL A 90138F102 5394 24584 SH OTR 1 0 24584 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 17192 5532000 PRN OTR 1 0 5532000 0 LIFEVANTAGE CORP COM NEW 53222K205 277 20500 SH SOLE 20500 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 9895 6581000 PRN OTR 1 0 6581000 0 DHI GROUP INC COM 23331S100 373 177600 SH OTR 1 0 177600 0 CARRIER GLOBAL CORPORATION COM 14448C104 2704 121680 SH OTR 1 0 121680 0 TRINET GROUP INC COM 896288107 372 6100 SH SOLE 6100 0 0 MIRATI THERAPEUTICS INC COM 60468T105 2375 20800 SH OTR 1 0 20800 0 LA Z BOY INC COM 505336107 879 32500 SH OTR 1 0 32500 0 PULTE GROUP INC COM 745867101 12080 354971 SH OTR 1 0 354971 0 LATTICE SEMICONDUCTOR CORP COM 518415104 1218 42900 SH OTR 1 0 42900 0 NORTHERN TR CORP COM 665859104 440 5547 SH SOLE 5547 0 0 SHYFT GROUP INC COM 825698103 510 30300 SH OTR 1 0 30300 0 KRATON CORPORATION COM 50077C106 242 14000 SH SOLE 14000 0 0 AUTOZONE INC COM 053332102 681 604 SH SOLE 604 0 0 ADVERUM BIOTECHNOLOGIES INC COM 00773U108 654 31300 SH OTR 1 0 31300 0 COSTCO WHSL CORP NEW COM 22160K105 29448 97121 SH OTR 1 0 97121 0 NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 443 3400 SH OTR 1 0 3400 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 7903 101589 SH OTR 1 0 101589 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 202 2600 SH SOLE 2600 0 0 DXC TECHNOLOGY CO COM 23355L106 10212 618909 SH OTR 1 0 618909 0 XYLEM INC COM 98419M100 1547 23820 SH OTR 1 0 23820 0 CORESITE RLTY CORP COM 21870Q105 2200 18174 SH OTR 1 0 18174 0 TENNANT CO COM 880345103 848 13048 SH OTR 1 0 13048 0 HASBRO INC COM 418056107 1269 16934 SH OTR 1 0 16934 0 CENTERPOINT ENERGY INC DEP RP PFD CV B 15189T503 1797 50200 SH SOLE 50200 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 1339 14616 SH OTR 5 0 14616 0 VISA INC COM CL A 92826C839 2722 14090 SH OTR 5 0 14090 0 WEST BANCORPORATION INC CAP STK 95123P106 394 22500 SH OTR 1 0 22500 0 AES CORP COM 00130H105 7111 490748 SH OTR 1 0 490748 0 HOST HOTELS & RESORTS INC COM 44107P104 1129 104662 SH OTR 1 0 104662 0 BUILDERS FIRSTSOURCE INC COM 12008R107 594 28700 SH SOLE 28700 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 862 34800 SH OTR 1 0 34800 0 INPHI CORP COM 45772F107 4767 40571 SH OTR 1 0 40571 0 DURECT CORP COM 266605104 110 47200 SH SOLE 47200 0 0 CINTAS CORP COM 172908105 583 2190 SH SOLE 2190 0 0 ALLSTATE CORP COM 020002101 802 8268 SH SOLE 8268 0 0 RADIUS HEALTH INC COM NEW 750469207 814 59739 SH OTR 1 0 59739 0 NEXTERA ENERGY INC COM 65339F101 22660 94350 SH OTR 1 0 94350 0 CVB FINL CORP COM 126600105 56 3000 SH SOLE 3000 0 0 CHANNELADVISOR CORP COM 159179100 116 7300 SH SOLE 7300 0 0 SMUCKER J M CO COM NEW 832696405 326 3080 SH SOLE 3080 0 0 PACIRA BIOSCIENCES COM 695127100 692 13197 SH SOLE 13197 0 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 19078 19630000 PRN OTR 1 0 19630000 0 CHEGG INC NOTE 0.250% 5/1 163092AB5 214 85000 PRN SOLE 85000 0 0 INDEXIQ ETF TR IQ CNDRM ESG INT 45409B453 9098 397300 SH OTR 3 0 397300 0 MCKESSON CORP COM 58155Q103 1437 9365 SH SOLE 9365 0 0 PPG INDS INC COM 693506107 3316 31263 SH OTR 1 0 31263 0 MATRIX SVC CO COM 576853105 110 11333 SH SOLE 11333 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 1579 109000 SH OTR 1 0 109000 0 SPDR GOLD TR GOLD SHS 78463V107 0 0 SH SOLE 0 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 496 21750 SH OTR 1 0 21750 0 MCKESSON CORP COM 58155Q103 1120 7299 SH OTR 5 0 7299 0 SHARPS COMPLIANCE CORP COM 820017101 44 6300 SH SOLE 6300 0 0 DOMINION ENERGY INC COM 25746U109 251 3091 SH OTR 5 0 3091 0 EATON VANCE MUN BD FD COM 27827X101 467 36718 SH SOLE 36718 0 0 KAR AUCTION SVCS INC COM 48238T109 460 33400 SH OTR 1 0 33400 0 BORGWARNER INC COM 099724106 172 4865 SH SOLE 4865 0 0 ROKU INC COM CL A 77543R102 2324 19947 SH OTR 1 0 19947 0 WORKIVA INC COM CL A 98139A105 503 9400 SH OTR 1 0 9400 0 INGLES MKTS INC CL A 457030104 211 4900 SH OTR 1 0 4900 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 2531 85998 SH OTR 1 0 85998 0 TWILIO INC NOTE 0.250% 6/0 90138FAB8 6063 1951000 PRN SOLE 1951000 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 398 11582 SH SOLE 11582 0 0 SALESFORCE COM INC COM 79466L302 44467 237370 SH OTR 1 0 237370 0 AGILENT TECHNOLOGIES INC COM 00846U101 4211 47650 SH OTR 1 0 47650 0 MYRIAD GENETICS INC COM 62855J104 143 12621 SH SOLE 12621 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 207 3667 SH SOLE 3667 0 0 GENMARK DIAGNOSTICS INC COM 372309104 588 40000 SH OTR 1 0 40000 0 PHYSICIANS RLTY TR COM 71943U104 1007 57500 SH OTR 1 0 57500 0 ILLINOIS TOOL WKS INC COM 452308109 1348 7712 SH SOLE 7712 0 0 LEGGETT & PLATT INC COM 524660107 109 3088 SH SOLE 3088 0 0 PRUDENTIAL FINL INC COM 744320102 4014 65914 SH OTR 1 0 65914 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 18782 60909 SH OTR 1 0 60909 0 STEELCASE INC CL A 858155203 1142 94728 SH OTR 1 0 94728 0 AMERICAN TOWER CORP NEW COM 03027X100 3685 14252 SH SOLE 14252 0 0 IMMUNOMEDICS INC COM 452907108 1152 32500 SH OTR 1 0 32500 0 AMERICAN INTL GROUP INC COM NEW 026874784 182 5839 SH OTR 5 0 5839 0 WEST BANCORPORATION INC CAP STK 95123P106 86 4900 SH SOLE 4900 0 0 FRANKLIN RESOURCES INC COM 354613101 1885 89904 SH OTR 1 0 89904 0 CALIX INC COM 13100M509 69 4600 SH SOLE 4600 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 386 13770 SH SOLE 13770 0 0 YELP INC CL A 985817105 1656 71600 SH OTR 1 0 71600 0 PGIM GLOBAL HIGH YIELD FD FO COM 69346J106 390 30653 SH SOLE 30653 0 0 CDW CORP COM 12514G108 459 3954 SH SOLE 3954 0 0 ENPRO INDS INC COM 29355X107 113 2300 SH SOLE 2300 0 0 CF INDS HLDGS INC COM 125269100 719 25567 SH SOLE 25567 0 0 TRIPLE-S MGMT CORP CL B 896749108 169 8900 SH OTR 1 0 8900 0 TRUIST FINL CORP COM 89832Q109 11617 309363 SH OTR 1 0 309363 0 NAUTILUS INC COM 63910B102 2130 229800 SH OTR 1 0 229800 0 CHEVRON CORP NEW COM 166764100 4772 53485 SH SOLE 53485 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 225 21767 SH SOLE 21767 0 0 QURATE RETAIL INC COM SER A 74915M100 15057 1584993 SH OTR 1 0 1584993 0 REGAL BELOIT CORP COM 758750103 369 4228 SH SOLE 4228 0 0 BORGWARNER INC COM 099724106 966 27358 SH OTR 1 0 27358 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 2204 2167000 PRN SOLE 2167000 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 79 68000 PRN OTR 4 0 68000 0 DIME CMNTY BANCSHARES INC COM 253922108 669 48712 SH OTR 1 0 48712 0 MICROSOFT CORP COM 594918104 48352 237592 SH SOLE 237592 0 0 TEXAS ROADHOUSE INC COM 882681109 321 6100 SH SOLE 6100 0 0 TREDEGAR CORP COM 894650100 180 11675 SH SOLE 11675 0 0 SPX CORP COM 784635104 2255 54800 SH OTR 1 0 54800 0 CANNAE HLDGS INC COM 13765N107 843 20500 SH OTR 1 0 20500 0 MANPOWERGROUP INC COM 56418H100 845 12292 SH OTR 5 0 12292 0 STATE STR CORP COM 857477103 1068 16803 SH OTR 5 0 16803 0 FRANKLIN RESOURCES INC COM 354613101 31 1484 SH OTR 5 0 1484 0 ROSS STORES INC COM 778296103 811 9518 SH SOLE 9518 0 0 FIRSTENERGY CORP COM 337932107 554 14290 SH SOLE 14290 0 0 LEXICON PHARMACEUTICALS INC NOTE 5.250%12/0 528872AB0 12 30000 PRN SOLE 30000 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 139 1800 SH SOLE 1800 0 0 OWENS CORNING NEW COM 690742101 632 11336 SH SOLE 11336 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 6400 SH OTR 1 0 6400 0 MARRIOTT INTL INC NEW CL A 571903202 619 7218 SH SOLE 7218 0 0 VALVOLINE INC COM 92047W101 0 0 SH SOLE 0 0 0 GLOBALSCAPE INC COM 37940G109 62 6400 SH SOLE 6400 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 2164 16136 SH SOLE 16136 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 142 4800 SH SOLE 4800 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 0 0 SH SOLE 0 0 0 FACEBOOK INC CL A 30303M102 5464 24061 SH OTR 5 0 24061 0 CONMED CORP NOTE 2.625% 2/0 207410AF8 25248 24010000 PRN OTR 1 0 24010000 0 BLACKLINE INC COM 09239B109 1310 15800 SH OTR 1 0 15800 0 GENERAL MTRS CO COM 37045V100 836 33053 SH SOLE 33053 0 0 COPART INC COM 217204106 451 5418 SH SOLE 5418 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 9866 55270 SH SOLE 55270 0 0 DISCOVER FINL SVCS COM 254709108 2490 49720 SH OTR 1 0 49720 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 618 3811 SH SOLE 3811 0 0 ADT INC DEL COM 00090Q103 271 33955 SH OTR 1 0 33955 0 XEROX HOLDINGS CORP COM NEW 98421M106 6059 396276 SH OTR 1 0 396276 0 PHYSICIANS RLTY TR COM 71943U104 219 12500 SH SOLE 12500 0 0 VIAVI SOLUTIONS INC COM 925550105 911 71500 SH OTR 1 0 71500 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 25709 19816 SH OTR 1 0 19816 0 PIONEER MUN HIGH INCOME TR COM SHS 723763108 959 84969 SH OTR 1 0 84969 0 NEWELL BRANDS INC COM 651229106 802 50479 SH OTR 1 0 50479 0 ANNALY CAPITAL MANAGEMENT IN COM 035710409 1132 172580 SH SOLE 172580 0 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 68 862 SH SOLE 862 0 0 AMEDISYS INC COM 023436108 3058 15400 SH OTR 1 0 15400 0 INTERNATIONAL BUSINESS MACHS COM 459200101 2825 23390 SH SOLE 23390 0 0 LUNA INNOVATIONS COM 550351100 227 38800 SH OTR 1 0 38800 0 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 10716 6357000 PRN OTR 1 0 6357000 0 BLACKROCK INC COM 09247X101 2154 3959 SH SOLE 3959 0 0 CIRRUS LOGIC INC COM 172755100 5304 85857 SH OTR 1 0 85857 0 DROPBOX INC CL A 26210C104 13396 615334 SH OTR 1 0 615334 0 CHURCH & DWIGHT INC COM 171340102 2525 32661 SH OTR 1 0 32661 0 BRUKER CORP COM 116794108 479 11781 SH SOLE 11781 0 0 STAMPS COM INC COM NEW 852857200 735 4000 SH SOLE 4000 0 0 AUTODESK INC COM 052769106 1442 6027 SH OTR 5 0 6027 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3991 3928000 PRN SOLE 3928000 0 0 SERVICENOW INC COM 81762P102 27255 67287 SH OTR 1 0 67287 0 MARATHON OIL CORP COM 565849106 654 106917 SH OTR 1 0 106917 0 TAPESTRY INC COM 876030107 86 6491 SH SOLE 6491 0 0 TRAVELERS COMPANIES INC COM 89417E109 740 6487 SH SOLE 6487 0 0 PARKER HANNIFIN CORP COM 701094104 648 3535 SH SOLE 3535 0 0 IQVIA HLDGS INC COM 46266C105 1071 7550 SH OTR 5 0 7550 0 BOEING CO COM 097023105 3034 16553 SH SOLE 16553 0 0 BLUE BIRD CORP COM 095306106 1226 81774 SH OTR 1 0 81774 0 SOUTHERN CO COM 842587107 8583 165539 SH OTR 1 0 165539 0 NORTHERN TR CORP COM 665859104 2253 28400 SH OTR 1 0 28400 0 WATERS CORP COM 941848103 304 1686 SH SOLE 1686 0 0 STAG INDL INC COM 85254J102 135 4600 SH SOLE 4600 0 0 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 618 19000 SH SOLE 19000 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 747 710 SH SOLE 710 0 0 FIRST FINL BANKSHARES COM 32020R109 176 6100 SH SOLE 6100 0 0 TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 160 37000 PRN OTR 4 0 37000 0 PALO ALTO NETWORKS INC COM 697435105 16428 71530 SH OTR 1 0 71530 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 1209 10810 SH OTR 1 0 10810 0 PAYPAL HLDGS INC COM 70450Y103 55064 316042 SH OTR 1 0 316042 0 HUNT J B TRANS SVCS INC COM 445658107 245 2035 SH SOLE 2035 0 0 GLOBAL WTR RES INC COM 379463102 32 3000 SH SOLE 3000 0 0 FRANKLIN RESOURCES INC COM 354613101 160 7613 SH SOLE 7613 0 0 JOHNSON & JOHNSON COM 478160104 66293 471402 SH OTR 1 0 471402 0 ENPRO INDS INC COM 29355X107 508 10300 SH OTR 1 0 10300 0 PPL CORP COM 69351T106 1010 39106 SH SOLE 39106 0 0 YELP INC CL A 985817105 356 15400 SH SOLE 15400 0 0 SPS COMMERCE INC COM 78463M107 3298 43908 SH OTR 1 0 43908 0 CAMDEN PPTY TR SH BEN INT 133131102 638 6994 SH OTR 1 0 6994 0 QCR HOLDINGS INC COM 74727A104 452 14500 SH OTR 1 0 14500 0 PVH CORPORATION COM 693656100 83 1732 SH SOLE 1732 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 24898 24506000 PRN OTR 1 0 24506000 0 MCKESSON CORP COM 58155Q103 27323 178093 SH OTR 1 0 178093 0 HOLOGIC INC COM 436440101 7148 125396 SH OTR 1 0 125396 0 TALOS ENERGY INC COM 87484T108 25831 2807671 SH OTR 1 0 2807671 0 FIRST BANCORP P R COM NEW 318672706 79 14100 SH OTR 1 0 14100 0 BENCHMARK ELECTRS INC COM 08160H101 540 25000 SH OTR 1 0 25000 0 PRIMO WATER CORPORATION COM 74167P108 217 15800 SH SOLE 15800 0 0 TRANSUNION COM 89400J107 5844 67137 SH OTR 1 0 67137 0 ALLISON TRANSMISSION HLDGS I COM 01973R101 37 1000 SH SOLE 1000 0 0 FIRST BUS FINL SVCS INC WIS COM 319390100 558 33899 SH OTR 1 0 33899 0 TJX COS INC NEW COM 872540109 3 58 SH OTR 5 0 58 0 INTERFACE INC COM 458665304 261 32100 SH SOLE 32100 0 0 APACHE CORP COM 037411105 1442 106840 SH OTR 1 0 106840 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 169 51000 PRN OTR 4 0 51000 0 CONSOLIDATED COMM HLDGS INC COM 209034107 209 30800 SH OTR 1 0 30800 0 POLYONE CORP COM 73179P106 2933 111800 SH OTR 1 0 111800 0 BLOOMIN BRANDS INC COM 094235108 155 14500 SH OTR 1 0 14500 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 186 7500 SH SOLE 7500 0 0 QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 13179 14543000 PRN OTR 1 0 14543000 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 16778 13701000 PRN SOLE 13701000 0 0 PACWEST BANCORP DEL COM 695263103 343 17400 SH SOLE 17400 0 0 PROVIDENT FINL SVCS INC COM 74386T105 504 34900 SH SOLE 34900 0 0 AFLAC INC COM 001055102 16 448 SH OTR 5 0 448 0 HEALTHCARE RLTY TR COM 421946104 146 5000 SH SOLE 5000 0 0 CSX CORP COM 126408103 13175 188914 SH OTR 1 0 188914 0 KORN FERRY COM NEW 500643200 65 2100 SH SOLE 2100 0 0 KIMCO RLTY CORP COM 49446R109 131 10230 SH SOLE 10230 0 0 LUMENTUM HLDGS INC COM 55024U109 708 8700 SH OTR 1 0 8700 0 MASTECH DIGITAL INC COM 57633B100 449 17300 SH OTR 1 0 17300 0 WINNEBAGO INDS INC COM 974637100 2985 44800 SH OTR 1 0 44800 0 OP BANCORP COM 67109R109 375 54400 SH OTR 1 0 54400 0 THERMO FISHER SCIENTIFIC INC COM 883556102 3782 10438 SH SOLE 10438 0 0 HANESBRANDS INC COM 410345102 95 8432 SH SOLE 8432 0 0 HIBBETT SPORTS INC COM 428567101 50 2400 SH SOLE 2400 0 0 EMERALD HOLDING INC COM 29103W104 104 33900 SH OTR 1 0 33900 0 CROWN CASTLE INTL CORP NEW COM 22822V101 13360 79834 SH OTR 1 0 79834 0 MEDPACE HLDGS INC COM 58506Q109 223 2400 SH SOLE 2400 0 0 LEIDOS HOLDINGS INC COM 525327102 962 10275 SH OTR 5 0 10275 0 XILINX INC COM 983919101 628 6383 SH SOLE 6383 0 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 3538 250373 SH OTR 1 0 250373 0 ETSY INC COM 29786A106 11 100 SH SOLE 100 0 0 DISCOVERY INC COM SER A 25470F104 441 20906 SH OTR 1 0 20906 0 NASDAQ INC COM 631103108 363 3037 SH SOLE 3037 0 0 ENTERGY CORP NEW COM 29364G103 549 5848 SH SOLE 5848 0 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 5633 481489 SH SOLE 481489 0 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 118 4300 SH SOLE 4300 0 0 WESTROCK CO COM 96145D105 199 7056 SH SOLE 7056 0 0 ZENDESK INC NOTE 0.250% 3/1 98936JAB7 1875 1255000 PRN SOLE 1255000 0 0 HALLIBURTON CO COM 406216101 1504 115848 SH OTR 1 0 115848 0 DISCOVERY INC COM SER C 25470F302 786 40824 SH OTR 1 0 40824 0 MARRIOTT VACTINS WORLDWID CO COM 57164Y107 288 3500 SH OTR 1 0 3500 0 KIMBALL ELECTRONICS INC COM 49428J109 1726 127500 SH OTR 1 0 127500 0 BLACKROCK INVT QUALITY MUN T COM 09247D105 1324 85722 SH SOLE 85722 0 0 ADVANCED ENERGY INDS COM 007973100 556 8200 SH SOLE 8200 0 0 KFORCE INC COM 493732101 1729 59100 SH OTR 1 0 59100 0 STEEL DYNAMICS INC COM 858119100 6043 231633 SH OTR 1 0 231633 0 ILLUMINA INC NOTE 8/1 452327AK5 1870 1706000 PRN SOLE 1706000 0 0 FIRST FNDTN INC COM 32026V104 373 22810 SH SOLE 22810 0 0 FIRST LONG IS CORP COM 320734106 165 10114 SH SOLE 10114 0 0 CNX RESOURCES CORPORATION COM 12653C108 496 57300 SH SOLE 57300 0 0 SIMON PPTY GROUP INC NEW COM 828806109 551 8064 SH SOLE 8064 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 131 5500 SH SOLE 5500 0 0 TENABLE HLDGS INC COM 88025T102 259 8700 SH OTR 1 0 8700 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 101 74000 PRN OTR 4 0 74000 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 2847 44540 SH OTR 1 0 44540 0 CENTENE CORP DEL COM 15135B101 5879 92517 SH OTR 1 0 92517 0 CROWN HLDGS INC COM 228368106 1559 23942 SH OTR 1 0 23942 0 IRON MTN INC NEW COM 46284V101 194 7452 SH SOLE 7452 0 0 TWITTER INC COM 90184L102 3114 104545 SH OTR 1 0 104545 0 GRAHAM HLDGS CO COM CL B 384637104 0 0 SH SOLE 0 0 0 DELAWARE INVTS MINN MUN INCO COM 24610V103 7140 564399 SH SOLE 564399 0 0 CUTERA INC COM 232109108 174 14300 SH OTR 1 0 14300 0 AMERICAN NATL INS CO COM 028591105 0 0 SH SOLE 0 0 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 18064 8098000 PRN DFND 1 0 8098000 0 SOUTHWEST AIRLS CO COM 844741108 2443 71462 SH OTR 1 0 71462 0 AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 29052 18118000 PRN OTR 1 0 18118000 0 DIGITAL RLTY TR INC COM 253868103 13188 92801 SH OTR 1 0 92801 0 POLARIS INC COM 731068102 0 0 SH SOLE 0 0 0 ALTICE USA INC CL A 02156K103 550 24408 SH SOLE 24408 0 0 F5 NETWORKS INC COM 315616102 1108 7941 SH OTR 1 0 7941 0 WINMARK CORP COM 974250102 68 400 SH SOLE 400 0 0 CME GROUP INC COM 12572Q105 1509 9286 SH SOLE 9286 0 0 ETSY INC NOTE 3/0 29786AAC0 9083 3115000 PRN DFND 1 0 3115000 0 CONSOLIDATED COMM HLDGS INC COM 209034107 45 6600 SH SOLE 6600 0 0 AGCO CORP COM 001084102 313 5647 SH SOLE 5647 0 0 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 2886 88800 SH OTR 1 0 88800 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 727 11806 SH OTR 5 0 11806 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 1534 19207 SH SOLE 19207 0 0 SLEEP NUMBER CORP COM 83125X103 595 14300 SH SOLE 14300 0 0 EVERCORE INC CLASS A 29977A105 538 9135 SH SOLE 9135 0 0 CHERRY HILL MTG INVT CORP COM 164651101 159 17600 SH SOLE 17600 0 0 CITIZENS FINANCIAL GROUP INC COM 174610105 299 11845 SH SOLE 11845 0 0 BANCORPSOUTH BK TUPELO MISS COM 05971J102 175 7700 SH OTR 1 0 7700 0 NEOPHOTONICS CORP COM 64051T100 1308 147300 SH OTR 1 0 147300 0 ENCORE WIRE CORP COM 292562105 2384 48835 SH OTR 1 0 48835 0 DELEK US HLDGS INC NEW COM 24665A103 146 8400 SH OTR 1 0 8400 0 CSX CORP COM 126408103 1256 18009 SH OTR 5 0 18009 0 VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 882 44300 SH OTR 1 0 44300 0 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 548 14600 SH SOLE 14600 0 0 AMERICAS CAR MART INC COM 03062T105 931 10600 SH OTR 1 0 10600 0 ARISTA NETWORKS INC COM 040413106 1514 7208 SH OTR 1 0 7208 0 PEPSICO INC COM 713448108 698 5279 SH OTR 5 0 5279 0 NUVEEN PENNSYLVANIA QLT MUN COM 670972108 7640 563000 SH SOLE 563000 0 0 AMETEK INC COM 031100100 2732 30569 SH OTR 1 0 30569 0 AMERICAN EXPRESS CO COM 025816109 1914 20105 SH SOLE 20105 0 0 BIODELIVERY SCIENCES INTL IN COM 09060J106 432 99100 SH SOLE 99100 0 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 2814 45659 SH SOLE 45659 0 0 PEPSICO INC COM 713448108 5028 38015 SH SOLE 38015 0 0 HOWMET AEROSPACE INC COM 443201108 147 9277 SH SOLE 9277 0 0 DANAHER CORPORATION 4.75 MND CV PFD 235851300 1880 1500 SH SOLE 1500 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1638 98600 SH OTR 1 0 98600 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 5552 6044000 PRN DFND 1 0 6044000 0 DIGITAL TURBINE INC COM NEW 25400W102 773 61500 SH OTR 1 0 61500 0 BOYD GAMING CORP COM 103304101 111 5300 SH SOLE 5300 0 0 BLACKROCK MUN BD TR COM 09249H104 1463 96276 SH SOLE 96276 0 0 ANTHEM INC COM 036752103 2656 10101 SH SOLE 10101 0 0 INDEPENDENT BK CORP MICH COM NEW 453838609 34 2300 SH SOLE 2300 0 0 FIRST AMERN FINL CORP COM 31847R102 313 6514 SH OTR 1 0 6514 0 FIBROGEN INC COM 31572Q808 504 12439 SH SOLE 12439 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 535 19955 SH SOLE 19955 0 0 PREFORMED LINE PRODS CO COM 740444104 44 870 SH SOLE 870 0 0 EXPEDITORS INTL WASH INC COM 302130109 1710 22486 SH OTR 1 0 22486 0 AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 6426 6430000 PRN SOLE 6430000 0 0 SOUTHWESTERN ENERGY CO COM 845467109 9 3700 SH SOLE 3700 0 0 PLEXUS CORP COM 729132100 487 6900 SH SOLE 6900 0 0 ADVANCED EMISSIONS SOLUTS IN COM 00770C101 248 51100 SH OTR 1 0 51100 0 FRANKLIN ELEC INC COM 353514102 2085 39700 SH OTR 1 0 39700 0 REGENCY CTRS CORP COM 758849103 1077 23465 SH OTR 1 0 23465 0 ADOBE INC COM 00724F101 58964 135453 SH OTR 1 0 135453 0 WALMART INC COM 931142103 5878 49073 SH SOLE 49073 0 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 1694 1889000 PRN SOLE 1889000 0 0 CUSTOMERS BANCORP INC COM 23204G100 1461 121578 SH OTR 1 0 121578 0 VIRTUS INVT PARTNERS INC COM 92828Q109 116 1000 SH SOLE 1000 0 0 PRUDENTIAL FINL INC COM 744320102 740 12158 SH SOLE 12158 0 0 CSG SYS INTL INC COM 126349109 666 16100 SH OTR 1 0 16100 0 TELEDYNE TECHNOLOGIES INC COM 879360105 3222 10361 SH OTR 1 0 10361 0 ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 326 330000 PRN OTR 5 0 330000 0 GLACIER BANCORP INC NEW COM 37637Q105 671 19000 SH OTR 1 0 19000 0 PACCAR INC COM 693718108 5629 75202 SH OTR 1 0 75202 0 VERIZON COMMUNICATIONS INC COM 92343V104 6442 116860 SH SOLE 116860 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 3383 2943000 PRN DFND 1 0 2943000 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 411 1810 SH SOLE 1810 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 110 8500 SH OTR 1 0 8500 0 CADENCE DESIGN SYSTEM INC COM 127387108 4010 41791 SH OTR 1 0 41791 0 TAL EDUCATION GROUP SPONSORED ADS 874080104 629 9200 SH OTR 1 0 9200 0 AIR PRODS & CHEMS INC COM 009158106 8252 34176 SH OTR 1 0 34176 0 MCDONALDS CORP COM 580135101 526 2851 SH OTR 5 0 2851 0 STEELCASE INC CL A 858155203 247 20500 SH SOLE 20500 0 0 CORCEPT THERAPEUTICS INC COM 218352102 2923 173800 SH OTR 1 0 173800 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 8005 1565000 PRN SOLE 1565000 0 0 ESCO TECHNOLOGIES INC COM 296315104 930 11000 SH OTR 1 0 11000 0 KIMBERLY CLARK CORP COM 494368103 1323 9357 SH SOLE 9357 0 0 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 189464AB6 101 110000 PRN SOLE 110000 0 0 SUN CMNTYS INC COM 866674104 41 300 SH SOLE 300 0 0 VENTAS INC COM 92276F100 2535 69220 SH OTR 1 0 69220 0 MARINEMAX INC COM 567908108 1308 58400 SH OTR 1 0 58400 0 AMEDISYS INC COM 023436108 655 3300 SH SOLE 3300 0 0 XCEL ENERGY INC COM 98389B100 863 13807 SH SOLE 13807 0 0 WELLS FARGO CO NEW PERP PFD CNV A 949746804 3949 3045 SH DFND 1 0 3045 0 CARETRUST REIT INC COM 14174T107 112 6500 SH SOLE 6500 0 0 COMFORT SYS USA INC COM 199908104 2730 67000 SH OTR 1 0 67000 0 AVAYA HLDGS CORP COM 05351X101 2323 187929 SH OTR 1 0 187929 0 ORACLE CORP COM 68389X105 20722 374918 SH OTR 1 0 374918 0 ARCH RESOURCES INC CL A 03940R107 94 3300 SH SOLE 3300 0 0 HESS CORP COM 42809H107 365 7044 SH SOLE 7044 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 24233 19620000 PRN OTR 1 0 19620000 0 NUVEEN CR STRATEGIES INCOME COM SHS 67073D102 362 61937 SH SOLE 61937 0 0 DANAHER CORPORATION COM 235851102 15967 90298 SH OTR 1 0 90298 0 ENVISTA HOLDINGS CORPORATION COM 29415F104 65 3100 SH SOLE 3100 0 0 FLWS/1-800 FLOWERS CL A 68243Q106 2083 104050 SH OTR 1 0 104050 0 AMERICAN AIRLS GROUP INC COM 02376R102 746 57064 SH OTR 1 0 57064 0 VECTRUS INC COM 92242T101 358 7279 SH SOLE 7279 0 0 ITRON INC COM 465741106 46 700 SH SOLE 700 0 0 IQVIA HLDGS INC COM 46266C105 1370 9653 SH SOLE 9653 0 0 PURPLE INNOVATION INC COM 74640Y106 164 9100 SH SOLE 9100 0 0 HARSCO CORP COM 415864107 24 1800 SH SOLE 1800 0 0 HCA HEALTHCARE INC COM 40412C101 4740 48840 SH OTR 1 0 48840 0 GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 140 120000 PRN SOLE 120000 0 0 SNAP ON INC COM 833034101 180 1298 SH SOLE 1298 0 0 MERIDIAN BANCORP INC MD COM 58958U103 1329 114600 SH OTR 1 0 114600 0 IAC INTERACTIVECORP COM 44919P508 8085 25000 SH OTR 1 0 25000 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 22571 17399000 PRN OTR 1 0 17399000 0 RAYMOND JAMES FINL INC COM 754730109 395 5745 SH SOLE 5745 0 0 REXFORD INDL RLTY INC COM 76169C100 1479 35700 SH OTR 1 0 35700 0 FOUR CORNERS PPTY TR INC COM 35086T109 368 15100 SH SOLE 15100 0 0 EHEALTH INC COM 28238P109 226 2300 SH OTR 1 0 2300 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 10603 11220000 PRN SOLE 11220000 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 3642 61932 SH SOLE 61932 0 0 UMB FINL CORP COM 902788108 46 900 SH SOLE 900 0 0 FASTLY INC CL A 31188V100 1447 17000 SH OTR 1 0 17000 0 AMERICAN TOWER CORP NEW COM 03027X100 1272 4919 SH OTR 5 0 4919 0 TRAVELZOO COM NEW 89421Q205 168 29840 SH OTR 1 0 29840 0 VAPOTHERM INC COM 922107107 1058 25800 SH OTR 1 0 25800 0 HARTFORD FINL SVCS GROUP INC COM 416515104 362 9397 SH SOLE 9397 0 0 CENTERPOINT ENERGY INC COM 15189T107 344 18430 SH SOLE 18430 0 0 XPO LOGISTICS INC COM 983793100 239 3100 SH SOLE 3100 0 0 NUVEEN MARYLAND QLT MUN INC COM 67061Q107 2576 200000 SH SOLE 200000 0 0 PORTOLA PHARMACEUTICALS INC COM 737010108 335 18596 SH SOLE 18596 0 0 ALLIANCEBERNSTEIN GLOBAL HIG COM 01879R106 390 38597 SH SOLE 38597 0 0 COLLECTORS UNIVERSE INC COM NEW 19421R200 264 7700 SH SOLE 7700 0 0 OASIS PETROLEUM INC NOTE 2.625% 9/1 674215AJ7 15 99000 PRN OTR 4 0 99000 0 APOLLO COML REAL EST FIN INC COM 03762U105 117 11900 SH OTR 1 0 11900 0 PULTE GROUP INC COM 745867101 891 26190 SH OTR 5 0 26190 0 NUVASIVE INC COM 670704105 646 11600 SH SOLE 11600 0 0 ENOVA INTL INC COM 29357K103 595 40000 SH OTR 1 0 40000 0 METROPOLITAN BK HLDG CORP COM 591774104 1344 41903 SH OTR 1 0 41903 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 53 49000 PRN OTR 4 0 49000 0 ICU MED INC COM 44930G107 3910 21214 SH OTR 1 0 21214 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 55823 312716 SH OTR 1 0 312716 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 54597 45270000 PRN OTR 1 0 45270000 0 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 407 36385 SH OTR 1 0 36385 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 22101 14838 SH OTR 1 0 14838 0 KOPPERS HOLDINGS INC COM 50060P106 475 25200 SH OTR 1 0 25200 0 UNITED RENTALS INC COM 911363109 300 2010 SH SOLE 2010 0 0 TTEC HLDGS INC COM 89854H102 447 9600 SH SOLE 9600 0 0 TRANSDIGM GROUP INC COM 893641100 2962 6700 SH OTR 1 0 6700 0 ZENDESK INC COM 98936J101 0 0 SH SOLE 0 0 0 CINTAS CORP COM 172908105 7677 28822 SH OTR 1 0 28822 0 PENN NATL GAMING INC COM 707569109 241 7900 SH SOLE 7900 0 0 RED ROCK RESORTS INC CL A 75700L108 1246 114200 SH OTR 1 0 114200 0 MATERION CORP COM 576690101 209 3400 SH SOLE 3400 0 0 TRISTATE CAP HLDGS INC COM 89678F100 66 4200 SH SOLE 4200 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 2713 36943 SH OTR 1 0 36943 0 EQUITABLE HLDGS INC COM 29452E101 532 27600 SH SOLE 27600 0 0 STARBUCKS CORP COM 855244109 2262 30738 SH SOLE 30738 0 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 43 47000 PRN OTR 4 0 47000 0 FONAR CORP COM NEW 344437405 41 1900 SH SOLE 1900 0 0 CONNECTONE BANCORP INC NEW COM 20786W107 300 18600 SH SOLE 18600 0 0 UNITEDHEALTH GROUP INC COM 91324P102 3032 10281 SH OTR 5 0 10281 0 HERON THERAPEUTICS INC COM 427746102 1313 89251 SH OTR 1 0 89251 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 167 73000 PRN OTR 4 0 73000 0 RAPID7 INC NOTE 1.250% 8/0 753422AB0 74 55000 PRN SOLE 55000 0 0 CREE INC NOTE 0.875% 9/0 225447AB7 124 105000 PRN SOLE 105000 0 0 PETMED EXPRESS INC COM 716382106 517 14500 SH SOLE 14500 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 299 6633 SH OTR 5 0 6633 0 KOHLS CORP COM 500255104 439 21160 SH OTR 1 0 21160 0 BECTON DICKINSON & CO COM 075887109 1840 7689 SH SOLE 7689 0 0 FIRST HAWAIIAN INC COM 32051X108 538 31200 SH SOLE 31200 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 4308 4634000 PRN DFND 1 0 4634000 0 BEST BUY INC COM 086516101 1190 13631 SH OTR 5 0 13631 0 CHERRY HILL MTG INVT CORP COM 164651101 737 81700 SH OTR 1 0 81700 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 650 8400 SH OTR 1 0 8400 0 CITRIX SYS INC COM 177376100 87 589 SH OTR 5 0 589 0 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 32 2900 SH SOLE 2900 0 0 ZIX CORP COM 98974P100 2298 333000 SH OTR 1 0 333000 0 SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 120 130000 PRN SOLE 130000 0 0 VIRTUS INVT PARTNERS INC COM 92828Q109 535 4600 SH OTR 1 0 4600 0 NEWS CORP NEW CL A 65249B109 613 51705 SH OTR 1 0 51705 0 AMERISOURCEBERGEN CORP COM 03073E105 1091 10826 SH OTR 5 0 10826 0 DICKS SPORTING GOODS INC COM 253393102 0 0 SH SOLE 0 0 0 NISOURCE INC COM 65473P105 205 8998 SH SOLE 8998 0 0 NUCOR CORP COM 670346105 341 8234 SH SOLE 8234 0 0 INDEXIQ ETF TR IQ CANDRM ESG US 45409B461 5207 198400 SH OTR 3 0 198400 0 HECLA MNG CO COM 422704106 151 46200 SH OTR 1 0 46200 0 L3HARRIS TECHNOLOGIES INC COM 502431109 8672 51109 SH OTR 1 0 51109 0 LIVE NATION ENTERTAINMENT IN NOTE 2.500% 3/1 538034AQ2 11462 11272000 PRN OTR 1 0 11272000 0 MARATHON PETE CORP COM 56585A102 5210 139368 SH OTR 1 0 139368 0 EXXON MOBIL CORP COM 30231G102 710 15877 SH OTR 5 0 15877 0 YORK WTR CO COM 987184108 168 3500 SH SOLE 3500 0 0 NORFOLK SOUTHERN CORP COM 655844108 9047 51527 SH OTR 1 0 51527 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 4495 4552000 PRN DFND 1 0 4552000 0 ZOETIS INC CL A 98978V103 9795 71479 SH OTR 1 0 71479 0 ORTHOFIX MED INC COM 68752M108 1565 48900 SH OTR 1 0 48900 0 MARTIN MARIETTA MATLS INC COM 573284106 2016 9758 SH OTR 1 0 9758 0 BRIDGE BANCORP INC COM 108035106 289 12651 SH SOLE 12651 0 0 COLLEGIUM PHARMACEUTICAL INC COM 19459J104 1734 99100 SH OTR 1 0 99100 0 PROVIDENCE SVC CORP COM 743815102 71 900 SH SOLE 900 0 0 TARGET CORP COM 87612E106 13322 111080 SH OTR 1 0 111080 0 NEVRO CORP COM 64157F103 382 3200 SH OTR 1 0 3200 0 CHURCH & DWIGHT INC COM 171340102 512 6627 SH SOLE 6627 0 0 ACUITY BRANDS INC COM 00508Y102 336 3507 SH SOLE 3507 0 0 WORKDAY INC CL A 98138H101 3672 19596 SH OTR 1 0 19596 0 PPL CORP COM 69351T106 9599 371476 SH OTR 1 0 371476 0 INSULET CORP COM 45784P101 1278 6578 SH OTR 1 0 6578 0 SERVICENOW INC NOTE 6/0 81762PAC6 12937 4318000 PRN DFND 1 0 4318000 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 487 4596 SH SOLE 4596 0 0 FIRST HAWAIIAN INC COM 32051X108 5099 295791 SH OTR 1 0 295791 0 DXC TECHNOLOGY CO COM 23355L106 450 27286 SH OTR 5 0 27286 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 2901 3190000 PRN SOLE 3190000 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 425 8900 SH SOLE 8900 0 0 ENVESTNET INC NOTE 1.750% 6/0 29404KAB2 5887 4766000 PRN SOLE 4766000 0 0 INFUSYSTEM HLDGS INC COM 45685K102 83 7200 SH SOLE 7200 0 0 CARDINAL HEALTH INC COM 14149Y108 22808 437014 SH OTR 1 0 437014 0 TEXTRON INC COM 883203101 12517 380336 SH OTR 1 0 380336 0 SIMPSON MANUFACTURING CO INC COM 829073105 245 2900 SH SOLE 2900 0 0 BRINKS CO COM 109696104 910 20000 SH OTR 1 0 20000 0 J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 115 105000 PRN SOLE 105000 0 0 INGLES MKTS INC CL A 457030104 43 1000 SH SOLE 1000 0 0 LANTHEUS HLDGS INC COM 516544103 1617 113100 SH OTR 1 0 113100 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 12980 8697000 PRN SOLE 8697000 0 0 FREEPORT-MCMORAN INC CL B 35671D857 447 38641 SH SOLE 38641 0 0 HENRY JACK & ASSOC INC COM 426281101 372 2022 SH SOLE 2022 0 0 PAPA JOHNS INTL INC COM 698813102 1493 18800 SH OTR 1 0 18800 0 AVALONBAY CMNTYS INC COM 053484101 7689 49719 SH OTR 1 0 49719 0 SMARTFINANCIAL INC COM NEW 83190L208 70 4301 SH SOLE 4301 0 0 CUMMINS INC COM 231021106 11813 68181 SH OTR 1 0 68181 0 HNI CORP COM 404251100 578 18900 SH SOLE 18900 0 0 TRI POINTE GROUP INC COM 87265H109 2866 195100 SH OTR 1 0 195100 0 LA Z BOY INC COM 505336107 187 6900 SH SOLE 6900 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 76 72000 PRN OTR 4 0 72000 0 GOLD RESOURCE CORP COM 38068T105 120 29283 SH SOLE 29283 0 0 DISH NETWORK CORPORATION CL A 25470M109 1174 34027 SH OTR 1 0 34027 0 CHEMOCENTRYX INC COM 16383L106 1692 29400 SH OTR 1 0 29400 0 MERCK & CO. INC COM 58933Y105 6149 79516 SH SOLE 79516 0 0 DOLLAR TREE INC COM 256746108 3575 38576 SH OTR 1 0 38576 0 CARGURUS INC COM CL A 141788109 720 28400 SH OTR 1 0 28400 0 FIFTH THIRD BANCORP COM 316773100 874 45330 SH OTR 5 0 45330 0 MGIC INVT CORP WIS COM 552848103 418 51000 SH SOLE 51000 0 0 OMNICELL INC COM 68213N109 1548 21921 SH OTR 1 0 21921 0 ISHARES TR MSCI EAFE ETF 464287465 803 13197 SH OTR 1 0 13197 0 KARYOPHARM THERAPEUTICS INC NOTE 3.000%10/1 48576UAA4 130 93000 PRN SOLE 93000 0 0 FEDNAT HLDG CO COM 31431B109 455 41100 SH OTR 1 0 41100 0 ACTIVISION BLIZZARD INC COM 00507V109 15780 207911 SH OTR 1 0 207911 0 PATRICK INDS INC COM 703343103 1025 16739 SH OTR 1 0 16739 0 CENTENE CORP DEL COM 15135B101 949 14934 SH SOLE 14934 0 0 INNOVIVA INC COM 45781M101 534 38200 SH SOLE 38200 0 0 FIRST INDL RLTY TR INC COM 32054K103 354 9200 SH SOLE 9200 0 0 FINANCIAL INSTNS INC COM 317585404 968 52031 SH OTR 1 0 52031 0 INTERSECT ENT INC COM 46071F103 567 41900 SH OTR 1 0 41900 0 OMNICELL INC COM 68213N109 339 4800 SH SOLE 4800 0 0 SPIRIT RLTY CAP INC NEW NOTE 3.750% 5/1 84860WAB8 208 210000 PRN SOLE 210000 0 0 BERKLEY W R CORP COM 084423102 1098 19165 SH OTR 1 0 19165 0 DANAHER CORPORATION DBCV 1/2 235851AF9 29941 4436000 PRN SOLE 4436000 0 0 FIRST BUS FINL SVCS INC WIS COM 319390100 123 7467 SH SOLE 7467 0 0 TARGET CORP COM 87612E106 2467 20569 SH SOLE 20569 0 0 LTC PPTYS INC COM 502175102 158 4200 SH SOLE 4200 0 0 REPRO MED SYS INC COM 759910102 883 98300 SH OTR 1 0 98300 0 JD.COM INC SPON ADR CL A 47215P106 150 2500 SH SOLE 2500 0 0 INVESCO MUN TR COM 46131J103 665 56581 SH SOLE 56581 0 0 ITRON INC COM 465741106 199 3000 SH OTR 1 0 3000 0 CDK GLOBAL INC COM 12508E101 13696 330655 SH OTR 1 0 330655 0 SABRE CORP COM 78573M104 4544 563787 SH OTR 1 0 563787 0 INTL PAPER CO COM 460146103 2662 75601 SH OTR 1 0 75601 0 MOHAWK INDS INC COM 608190104 813 7986 SH OTR 1 0 7986 0 DEXCOM INC COM 252131107 1173 2894 SH SOLE 2894 0 0 PACKAGING CORP AMER COM 695156109 253 2538 SH SOLE 2538 0 0 EXTERRAN CORP COM 30227H106 67 12400 SH SOLE 12400 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 1775 26900 SH OTR 1 0 26900 0 ANTHEM INC COM 036752103 1394 5302 SH OTR 5 0 5302 0 CATHAY GEN BANCORP COM 149150104 234 8900 SH SOLE 8900 0 0 FRONTDOOR INC COM 35905A109 0 0 SH SOLE 0 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 21033 58047 SH OTR 1 0 58047 0 COOPER COS INC COM NEW 216648402 1860 6558 SH OTR 1 0 6558 0 VORNADO RLTY TR SH BEN INT 929042109 153 4016 SH SOLE 4016 0 0 BROADCOM INC COM 11135F101 4566 14466 SH SOLE 14466 0 0 EASTGROUP PPTY INC COM 277276101 1398 11783 SH OTR 1 0 11783 0 UNITED NAT FOODS INC COM 911163103 408 22400 SH OTR 1 0 22400 0 MALIBU BOATS INC COM CL A 56117J100 2083 40100 SH OTR 1 0 40100 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 1682 SH OTR 5 0 1682 0 SCHLUMBERGER LTD COM 806857108 698 37947 SH SOLE 37947 0 0 JPMORGAN CHASE & CO COM 46625H100 1568 16667 SH OTR 5 0 16667 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 3173 2878000 PRN DFND 1 0 2878000 0 WELLTOWER INC COM 95040Q104 4888 94462 SH OTR 1 0 94462 0 BOEING CO COM 097023105 725 3955 SH OTR 5 0 3955 0 PULTE GROUP INC COM 745867101 637 18709 SH SOLE 18709 0 0 AMER STATES WTR CO COM 029899101 2956 37589 SH OTR 1 0 37589 0 ACADIA RLTY TR COM SH BEN INT 004239109 23 1800 SH SOLE 1800 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 813 14313 SH SOLE 14313 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 18214 12327000 PRN OTR 1 0 12327000 0 EOG RES INC COM 26875P101 779 15369 SH SOLE 15369 0 0 PG&E CORP COM 69331C108 648 73029 SH OTR 1 0 73029 0 BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 2343 2625000 PRN SOLE 2625000 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 669 57861 SH OTR 1 0 57861 0 PINNACLE WEST CAP CORP COM 723484101 230 3132 SH SOLE 3132 0 0 NIKE INC CL B 654106103 4147 42296 SH SOLE 42296 0 0 SOUTHWESTERN ENERGY CO COM 845467109 44 17100 SH OTR 1 0 17100 0 AMERICAN WTR WKS CO INC NEW COM 030420103 610 4743 SH SOLE 4743 0 0 DIGITAL RLTY TR INC COM 253868103 621 4369 SH OTR 5 0 4369 0 MODERNA INC COM 60770K107 3441 53589 SH OTR 1 0 53589 0 ABIOMED INC COM 003654100 1447 5991 SH OTR 1 0 5991 0 EPIZYME INC COM 29428V104 1108 69000 SH OTR 1 0 69000 0 GLADSTONE LD CORP COM 376549101 355 22400 SH OTR 1 0 22400 0 KELLOGG CO COM 487836108 2183 33048 SH OTR 1 0 33048 0 LENNAR CORP CL A 526057104 464 7532 SH SOLE 7532 0 0 INVESCO QUALITY MUN INCOME T COM 46133G107 4957 415881 SH SOLE 415881 0 0 INDEXIQ ACTIVE ETF TR IQ ULTR SHT DU 45409F819 24745 499900 SH OTR 3 0 499900 0 PENN NATL GAMING INC COM 707569109 1099 36000 SH OTR 1 0 36000 0 ISHARES TR RUS 1000 GRW ETF 464287614 13310 69340 SH OTR 1 0 69340 0 BROWN FORMAN CORP CL B 115637209 339 5321 SH SOLE 5321 0 0 INVITAE CORP COM 46185L103 569 18800 SH SOLE 18800 0 0 TRECORA RES COM 894648104 17 2700 SH SOLE 2700 0 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 25221 22826000 PRN OTR 1 0 22826000 0 CINEMARK HLDGS INC COM 17243V102 87 7500 SH SOLE 7500 0 0 HONEYWELL INTL INC COM 438516106 14712 101753 SH OTR 1 0 101753 0 MAXAR TECHNOLOGIES INC COM 57778K105 171 9500 SH OTR 1 0 9500 0 HOME BANCSHARES INC COM 436893200 214 13900 SH OTR 1 0 13900 0 BAXTER INTL INC COM 071813109 1650 19164 SH SOLE 19164 0 0 ORRSTOWN FINL SVCS INC COM 687380105 325 22001 SH OTR 1 0 22001 0 KEURIG DR PEPPER INC COM 49271V100 1107 38989 SH OTR 1 0 38989 0 IES HLDGS INC COM 44951W106 116 5000 SH SOLE 5000 0 0 LADDER CAP CORP CL A 505743104 1658 204700 SH OTR 1 0 204700 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 55655 38120000 PRN OTR 1 0 38120000 0 XCEL ENERGY INC COM 98389B100 4895 78313 SH OTR 1 0 78313 0 US FOODS HLDG CORP COM 912008109 0 0 SH SOLE 0 0 0 INPHI CORP COM 45772F107 282 2400 SH SOLE 2400 0 0 CORCEPT THERAPEUTICS INC COM 218352102 631 37500 SH SOLE 37500 0 0 CHARLES RIV LABS INTL INC COM 159864107 12020 68943 SH OTR 1 0 68943 0 KIMBALL INTL INC CL B 494274103 193 16700 SH SOLE 16700 0 0 IDT CORP CL B NEW 448947507 1284 196700 SH OTR 1 0 196700 0 ARCHER DANIELS MIDLAND CO COM 039483102 595 14912 SH SOLE 14912 0 0 GLADSTONE LD CORP COM 376549101 81 5100 SH SOLE 5100 0 0 OREILLY AUTOMOTIVE INC COM 67103H107 1249 2961 SH OTR 5 0 2961 0 ADVANCE AUTO PARTS INC COM 00751Y106 1312 9207 SH OTR 1 0 9207 0 SCIENCE APPLICATIONS INTL CO COM 808625107 1431 18426 SH OTR 1 0 18426 0 VERISIGN INC COM 92343E102 582 2812 SH SOLE 2812 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 17608 14600000 PRN SOLE 14600000 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 2464 80369 SH OTR 1 0 80369 0 21VIANET GROUP INC SPONSORED ADS A 90138A103 0 0 SH SOLE 0 0 0 BURLINGTON STORES INC COM 122017106 5044 25611 SH OTR 1 0 25611 0 GODADDY INC CL A 380237107 649 8851 SH SOLE 8851 0 0 SENECA FOODS CORP NEW CL A 817070501 233 6900 SH SOLE 6900 0 0 PACCAR INC COM 693718108 724 9666 SH SOLE 9666 0 0 INVESTORS BANCORP INC NEW COM 46146L101 2088 245600 SH OTR 1 0 245600 0 MUELLER INDS INC COM 624756102 2674 100584 SH OTR 1 0 100584 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 116 120000 PRN SOLE 120000 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 978 5763 SH SOLE 5763 0 0 NEWMARKET CORP COM 651587107 160 400 SH SOLE 400 0 0 ORION ENERGY SYSTEMS INC COM 686275108 60 17200 SH SOLE 17200 0 0 PRICE T ROWE GROUP INC COM 74144T108 7946 64343 SH OTR 1 0 64343 0 HNI CORP COM 404251100 2666 87200 SH OTR 1 0 87200 0 SJW GROUP COM 784305104 1677 27003 SH OTR 1 0 27003 0 CURO GROUP HOLDINGS CORP COM 23131L107 140 17100 SH SOLE 17100 0 0 EXELIXIS INC COM 30161Q104 111 4687 SH SOLE 4687 0 0 ETSY INC NOTE 3/0 29786AAC0 143 49000 PRN OTR 4 0 49000 0 OWENS CORNING NEW COM 690742101 10941 196207 SH OTR 1 0 196207 0 HARROW HEALTH INC COM 415858109 41 7800 SH SOLE 7800 0 0 DECKERS OUTDOOR CORP COM 243537107 3614 18400 SH OTR 1 0 18400 0 US BANCORP DEL COM NEW 902973304 1312 35639 SH SOLE 35639 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 3999 32781 SH OTR 1 0 32781 0 DISNEY WALT CO COM DISNEY 254687106 31337 281021 SH OTR 1 0 281021 0 CAMPBELL SOUP CO COM 134429109 217 4382 SH SOLE 4382 0 0 MASONITE INTL CORP NEW COM 575385109 2333 30000 SH OTR 1 0 30000 0 APPFOLIO INC COM CL A 03783C100 830 5100 SH OTR 1 0 5100 0 CARLISLE COS INC COM 142339100 1263 10555 SH OTR 1 0 10555 0 ENOVA INTL INC COM 29357K103 128 8600 SH SOLE 8600 0 0 CARMAX INC COM 143130102 393 4392 SH SOLE 4392 0 0 ONESPAN INC COM 68287N100 207 7400 SH SOLE 7400 0 0 INTL PAPER CO COM 460146103 246 6998 SH OTR 5 0 6998 0 TYSON FOODS INC CL A 902494103 1186 19861 SH SOLE 19861 0 0 YUM BRANDS INC COM 988498101 753 8664 SH SOLE 8664 0 0 BIOGEN INC COM 09062X103 21513 80406 SH OTR 1 0 80406 0 NRG ENERGY INC COM NEW 629377508 798 24516 SH SOLE 24516 0 0 FS BANCORP INC COM 30263Y104 878 22753 SH OTR 1 0 22753 0 SKYWORKS SOLUTIONS INC COM 83088M102 9360 73205 SH OTR 1 0 73205 0 XEROX HOLDINGS CORP COM NEW 98421M106 364 23833 SH SOLE 23833 0 0 SYNOPSYS INC COM 871607107 14945 76642 SH OTR 1 0 76642 0 VARIAN MED SYS INC COM 92220P105 1639 13380 SH OTR 1 0 13380 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 106 87000 PRN OTR 4 0 87000 0 HELMERICH & PAYNE INC COM 423452101 0 0 SH SOLE 0 0 0 CINCINNATI FINL CORP COM 172062101 254 3973 SH SOLE 3973 0 0 INVITAE CORP COM 46185L103 2644 87300 SH OTR 1 0 87300 0 FLIR SYS INC COM 302445101 728 17935 SH OTR 1 0 17935 0 TARGET CORP COM 87612E106 732 6104 SH OTR 5 0 6104 0 DOLLAR GEN CORP NEW COM 256677105 1407 7388 SH OTR 5 0 7388 0 AVALONBAY CMNTYS INC COM 053484101 626 4045 SH SOLE 4045 0 0 AMETEK INC COM 031100100 540 6046 SH SOLE 6046 0 0 NORTONLIFELOCK INC COM 668771108 1432 72204 SH OTR 1 0 72204 0 TARGA RES CORP COM 87612G101 0 0 SH SOLE 0 0 0 KODIAK SCIENCES INC COM 50015M109 233 4300 SH SOLE 4300 0 0 UBER TECHNOLOGIES INC COM 90353T100 78 2500 SH SOLE 2500 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 126 135000 PRN SOLE 135000 0 0 CABLE ONE INC COM 12685J105 0 0 SH SOLE 0 0 0 ISHARES TR NATIONAL MUN ETF 464288414 666 5767 SH SOLE 5767 0 0 T-MOBILE US INC COM 872590104 7420 71243 SH OTR 1 0 71243 0 M & T BK CORP COM 55261F104 1777 17091 SH OTR 1 0 17091 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 32799 64307 SH OTR 1 0 64307 0 INGERSOLL RAND INC COM 45687V106 244 8674 SH SOLE 8674 0 0 SYSCO CORP COM 871829107 4986 91217 SH OTR 1 0 91217 0 MERITAGE HOMES CORP COM 59001A102 700 9200 SH SOLE 9200 0 0 PDC ENERGY INC COM 69327R101 45 3600 SH SOLE 3600 0 0 FINANCIAL INSTNS INC COM 317585404 209 11223 SH SOLE 11223 0 0 COCA COLA CONSOLIDATED INC COM 191098102 2411 10518 SH OTR 1 0 10518 0 AMGEN INC COM 031162100 43563 184698 SH OTR 1 0 184698 0 ENANTA PHARMACEUTICALS INC COM 29251M106 165 3292 SH SOLE 3292 0 0 RAMBUS INC DEL COM 750917106 327 21500 SH SOLE 21500 0 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 846 6268000 PRN SOLE 6268000 0 0 BLACKROCK INVT QUALITY MUN T COM 09247D105 366 23715 SH OTR 1 0 23715 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4407 89647 SH OTR 1 0 89647 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 717 31908 SH SOLE 31908 0 0 LUMINEX CORP DEL COM 55027E102 410 12600 SH SOLE 12600 0 0 ACCO BRANDS CORP COM 00081T108 97 13700 SH OTR 1 0 13700 0 WINGSTOP INC COM 974155103 764 5500 SH OTR 1 0 5500 0 LAM RESEARCH CORP COM 512807108 2050 6338 SH SOLE 6338 0 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 90 100000 PRN OTR 5 0 100000 0 COTY INC COM CL A 222070203 175 39169 SH OTR 1 0 39169 0 NEW YORK MTG TR INC COM PAR $.02 649604501 25 9400 SH SOLE 9400 0 0 STEWART INFORMATION SVCS COR COM 860372101 2356 72462 SH OTR 1 0 72462 0 INCYTE CORP COM 45337C102 21611 207861 SH OTR 1 0 207861 0 EATON VANCE MUN BD FD COM 27827X101 2333 183399 SH OTR 1 0 183399 0 INCYTE CORP COM 45337C102 652 6273 SH SOLE 6273 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 3872 4581000 PRN DFND 1 0 4581000 0 ANTHEM INC COM 036752103 26099 99243 SH OTR 1 0 99243 0 THERMO FISHER SCIENTIFIC INC COM 883556102 199 548 SH OTR 5 0 548 0 SMUCKER J M CO COM NEW 832696405 1596 15080 SH OTR 1 0 15080 0 BLACKROCK INC COM 09247X101 12301 22608 SH OTR 1 0 22608 0 NEOGEN CORP COM 640491106 2157 27800 SH OTR 1 0 27800 0 SANMINA CORPORATION COM 801056102 2433 97147 SH OTR 1 0 97147 0 COLGATE PALMOLIVE CO COM 194162103 10275 140256 SH OTR 1 0 140256 0 CONAGRA BRANDS INC COM 205887102 457 12988 SH SOLE 12988 0 0 MASCO CORP COM 574599106 691 13766 SH SOLE 13766 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 716 36016 SH OTR 1 0 36016 0 PRIMO WATER CORPORATION COM 74167P108 1013 73700 SH OTR 1 0 73700 0 BOTTOMLINE TECH DEL INC COM 101388106 96 1900 SH SOLE 1900 0 0 CONSOLIDATED EDISON INC COM 209115104 1102 15321 SH OTR 5 0 15321 0 INFUSYSTEM HLDGS INC COM 45685K102 384 33300 SH OTR 1 0 33300 0 OGE ENERGY CORP COM 670837103 443 14603 SH OTR 5 0 14603 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 118 71000 PRN OTR 4 0 71000 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 1427 128362 SH OTR 1 0 128362 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 14000 SH SOLE 14000 0 0 IMMUNOMEDICS INC COM 452907108 252 7100 SH SOLE 7100 0 0 AES CORP COM 00130H105 92 6366 SH OTR 5 0 6366 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1925 15254 SH OTR 1 0 15254 0 ALPHABET INC CAP STK CL C 02079K107 11173 7904 SH SOLE 7904 0 0 RADIAN GROUP INC COM 750236101 2600 167607 SH OTR 1 0 167607 0 CMS ENERGY CORP COM 125896100 441 7545 SH SOLE 7545 0 0 WIX COM LTD NOTE 7/0 92940WAB5 7811 4198000 PRN SOLE 4198000 0 0 RETAIL PPTYS AMER INC CL A 76131V202 995 135900 SH OTR 1 0 135900 0 SELECT INTERIOR CONCEPTS INC CL A 816120307 14 4100 SH SOLE 4100 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 2523 55927 SH OTR 1 0 55927 0 FORMFACTOR INC COM 346375108 695 23700 SH SOLE 23700 0 0 KRAFT HEINZ CO COM 500754106 3725 116800 SH OTR 1 0 116800 0 CVB FINL CORP COM 126600105 266 14200 SH OTR 1 0 14200 0 BLACKROCK MUNIYIELD N Y QUAL COM 09255E102 952 75941 SH SOLE 75941 0 0 SUPER MICRO COMPUTER INC COM 86800U104 1647 58000 SH OTR 1 0 58000 0 FORTIVE CORP COM 34959J108 2809 41511 SH OTR 1 0 41511 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 6732 4619000 PRN DFND 1 0 4619000 0 EDISON INTL COM 281020107 2735 50357 SH OTR 1 0 50357 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 79 72000 PRN OTR 4 0 72000 0 MGM RESORTS INTERNATIONAL COM 552953101 1260 74976 SH OTR 1 0 74976 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 1884 98900 SH OTR 1 0 98900 0 GROUP 1 AUTOMOTIVE INC COM 398905109 383 5800 SH SOLE 5800 0 0 ARENA PHARMACEUTICALS INC COM NEW 040047607 454 7208 SH SOLE 7208 0 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INTRME 45409F827 0 0 SH SOLE 0 0 0 JELD-WEN HLDG INC COM 47580P103 627 38900 SH OTR 1 0 38900 0 CUBESMART COM 229663109 632 23418 SH OTR 1 0 23418 0 URBAN EDGE PPTYS COM 91704F104 838 70600 SH OTR 1 0 70600 0 PVH CORPORATION COM 693656100 473 9841 SH OTR 1 0 9841 0 ONEOK INC NEW COM 682680103 371 11172 SH SOLE 11172 0 0 JD.COM INC SPON ADR CL A 47215P106 1881 31252 SH OTR 1 0 31252 0 DEVON ENERGY CORP NEW COM 25179M103 742 65413 SH OTR 5 0 65413 0 TRIP COM GROUP LTD ADS 89677Q107 290 11200 SH OTR 1 0 11200 0 KOPPERS HOLDINGS INC COM 50060P106 102 5400 SH SOLE 5400 0 0 REPRO MED SYS INC COM 759910102 191 21300 SH SOLE 21300 0 0 ADVANCED EMISSIONS SOLUTS IN COM 00770C101 53 11000 SH SOLE 11000 0 0 SLEEP NUMBER CORP COM 83125X103 2727 65500 SH OTR 1 0 65500 0 AMGEN INC COM 031162100 4399 18650 SH SOLE 18650 0 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 140 13700 SH SOLE 13700 0 0 GENUINE PARTS CO COM 372460105 1681 19329 SH OTR 1 0 19329 0 JABIL INC COM 466313103 547 17048 SH SOLE 17048 0 0 BLOCK H & R INC COM 093671105 67 4716 SH SOLE 4716 0 0 NUCOR CORP COM 670346105 1664 40179 SH OTR 1 0 40179 0 PROLOGIS INC. COM 74340W103 12297 131753 SH OTR 1 0 131753 0 ALTRA INDL MOTION CORP COM 02208R106 287 9000 SH OTR 1 0 9000 0 ELECTRONIC ARTS INC COM 285512109 19465 147409 SH OTR 1 0 147409 0 MANPOWERGROUP INC COM 56418H100 601 8739 SH SOLE 8739 0 0 ECHOSTAR CORP CL A 278768106 0 0 SH SOLE 0 0 0 BANKUNITED INC COM 06652K103 747 36900 SH OTR 1 0 36900 0 HEALTHSTREAM INC COM 42222N103 1297 58626 SH OTR 1 0 58626 0 GREEN DOT CORP CL A 39304D102 3627 73900 SH OTR 1 0 73900 0 APELLIS PHARMACEUTICALS INC COM 03753U106 320 9800 SH SOLE 9800 0 0 AUTODESK INC COM 052769106 2332 9751 SH SOLE 9751 0 0 S&P GLOBAL INC COM 78409V104 1387 4210 SH OTR 5 0 4210 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 394 3123 SH SOLE 3123 0 0 INGEVITY CORP COM 45688C107 37 700 SH SOLE 700 0 0 TRUIST FINL CORP COM 89832Q109 1447 38522 SH SOLE 38522 0 0 BLOOMIN BRANDS INC COM 094235108 33 3100 SH SOLE 3100 0 0 LAUDER ESTEE COS INC CL A 518439104 1108 5875 SH SOLE 5875 0 0 ZYNEX INC COM 98986M103 346 13900 SH SOLE 13900 0 0 WESTERN DIGITAL CORP. COM 958102105 1740 39414 SH OTR 1 0 39414 0 ARTESIAN RESOURCES CORP CL A 043113208 109 3000 SH SOLE 3000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 15524 12766000 PRN OTR 1 0 12766000 0 OFFICE DEPOT INC COM 676220106 244 103678 SH SOLE 103678 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 589 57726 SH OTR 1 0 57726 0 HILTON GRAND VACATIONS INC COM 43283X105 92 4700 SH SOLE 4700 0 0 ENVISTA HOLDINGS CORPORATION COM 29415F104 904 42854 SH OTR 1 0 42854 0 CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 168 260000 PRN SOLE 260000 0 0 GREAT SOUTHN BANCORP INC COM 390905107 813 20134 SH OTR 1 0 20134 0 JUNIPER NETWORKS INC COM 48203R104 1018 44539 SH OTR 1 0 44539 0 GLAUKOS CORP COM 377322102 50 1300 SH SOLE 1300 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 382 22600 SH OTR 1 0 22600 0 COUPA SOFTWARE INC COM 22266L106 55 200 SH SOLE 200 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 165 12100 SH OTR 1 0 12100 0 CADENCE DESIGN SYSTEM INC COM 127387108 717 7472 SH SOLE 7472 0 0 PBF ENERGY INC CL A 69318G106 2169 211843 SH OTR 1 0 211843 0 VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 10 500 SH SOLE 500 0 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 373 24229 SH OTR 1 0 24229 0 BLACKROCK MUNIHOLDINGS QUALI COM 09254A101 4357 358880 SH SOLE 358880 0 0 PFIZER INC COM 717081103 1717 52506 SH OTR 5 0 52506 0 MANPOWERGROUP INC COM 56418H100 17994 261736 SH OTR 1 0 261736 0 MEDICAL PPTYS TRUST INC COM 58463J304 49 2600 SH SOLE 2600 0 0 CADENCE BANCORPORATION CL A 12739A100 394 44500 SH SOLE 44500 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 2837 55522 SH SOLE 55522 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1100 5100 SH SOLE 5100 0 0 ALPINE INCOME PPTY TR INC COM 02083X103 47 2900 SH SOLE 2900 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 31086 SH SOLE 31086 0 0 AECOM COM 00766T100 0 0 SH SOLE 0 0 0 GLOBE LIFE INC COM 37959E102 176 2371 SH SOLE 2371 0 0 BLACKROCK MUNIYILD QULT FD I COM 09254F100 541 35924 SH SOLE 35924 0 0 CORNING INC COM 219350105 527 20347 SH SOLE 20347 0 0 HOME DEPOT INC COM 437076102 52973 211459 SH OTR 1 0 211459 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 323 42500 SH SOLE 42500 0 0 DEERE & CO COM 244199105 1291 8217 SH SOLE 8217 0 0 AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 6372 3974000 PRN SOLE 3974000 0 0 MONGODB INC NOTE 0.750% 6/1 60937PAB2 114 35000 PRN SOLE 35000 0 0 ETSY INC NOTE 3/0 29786AAC0 73 25000 PRN SOLE 25000 0 0 RCI HOSPITALITY HLDGS INC COM 74934Q108 399 28800 SH SOLE 28800 0 0 MARSH & MCLENNAN COS INC COM 571748102 1429 13306 SH SOLE 13306 0 0 COCA COLA CO COM 191216100 516 11555 SH OTR 5 0 11555 0 TENNANT CO COM 880345103 185 2842 SH SOLE 2842 0 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 644 13094 SH SOLE 13094 0 0 AT&T INC COM 00206R102 33329 1102504 SH OTR 1 0 1102504 0 NAUTILUS INC COM 63910B102 460 49600 SH SOLE 49600 0 0 INSTALLED BLDG PRODS INC COM 45780R101 929 13500 SH OTR 1 0 13500 0 DIGITAL TURBINE INC COM NEW 25400W102 166 13200 SH SOLE 13200 0 0 RIBBON COMMUNICATIONS INC COM 762544104 1603 408000 SH OTR 1 0 408000 0 HOLOGIC INC COM 436440101 122 2139 SH OTR 5 0 2139 0 CERNER CORP COM 156782104 10427 152115 SH OTR 1 0 152115 0 L BRANDS INC COM 501797104 81 5421 SH SOLE 5421 0 0 REPUBLIC BANCORP INC KY CL A 760281204 557 17031 SH OTR 1 0 17031 0 MAGELLAN HEALTH INC COM NEW 559079207 299 4100 SH SOLE 4100 0 0 COLLECTORS UNIVERSE INC COM NEW 19421R200 1200 35000 SH OTR 1 0 35000 0 OWENS & MINOR INC NEW COM 690732102 1756 230400 SH OTR 1 0 230400 0 CITIZENS FINANCIAL GROUP INC COM 174610105 1460 57850 SH OTR 1 0 57850 0 UMPQUA HLDGS CORP COM 904214103 0 0 SH SOLE 0 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 933 16916 SH OTR 5 0 16916 0 CENTRAL PAC FINL CORP COM NEW 154760409 138 8600 SH SOLE 8600 0 0 AMERICAN WOODMARK CORPORATIO COM 030506109 212 2800 SH OTR 1 0 2800 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 2203 7144 SH OTR 5 0 7144 0 CSG SYS INTL INC COM 126349109 145 3500 SH SOLE 3500 0 0 HOWMET AEROSPACE INC COM 443201108 1646 103860 SH OTR 1 0 103860 0 RUTHS HOSPITALITY GROUP INC COM 783332109 29 3600 SH SOLE 3600 0 0 TETRA TECH INC NEW COM 88162G103 10 124 SH SOLE 124 0 0 KOHLS CORP COM 500255104 78 3745 SH SOLE 3745 0 0 WESBANCO INC COM 950810101 1427 70237 SH OTR 1 0 70237 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 87 1100 SH SOLE 1100 0 0 HUNTINGTON BANCSHARES INC COM 446150104 1244 137654 SH OTR 1 0 137654 0 MAXIMUS INC COM 577933104 437 6204 SH OTR 5 0 6204 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 69 2000 SH SOLE 2000 0 0 SYNAPTICS INC COM 87157D109 1859 30929 SH OTR 1 0 30929 0 MUELLER WTR PRODS INC COM SER A 624758108 356 37800 SH OTR 1 0 37800 0 EPIZYME INC COM 29428V104 239 14900 SH SOLE 14900 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 206 12539 SH SOLE 12539 0 0 CONCHO RES INC COM 20605P101 1370 26593 SH OTR 1 0 26593 0 XENCOR INC COM 98401F105 1292 39874 SH OTR 1 0 39874 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INSRED 45409F843 24110 891650 SH OTR 3 0 891650 0 PUTNAM MUN OPPORTUNITIES TR SH BEN INT 746922103 3267 255603 SH SOLE 255603 0 0 ADVANSIX INC COM 00773T101 130 11100 SH SOLE 11100 0 0 OWENS & MINOR INC NEW COM 690732102 378 49600 SH SOLE 49600 0 0 Q2 HLDGS INC COM 74736L109 1424 16600 SH OTR 1 0 16600 0 METLIFE INC COM 59156R108 517 14161 SH OTR 5 0 14161 0 TRACTOR SUPPLY CO COM 892356106 458 3479 SH SOLE 3479 0 0 WESTROCK CO COM 96145D105 962 34047 SH OTR 1 0 34047 0 SYNNEX CORP COM 87162W100 699 5837 SH SOLE 5837 0 0 ADVANCED MICRO DEVICES INC COM 007903107 1645 31259 SH SOLE 31259 0 0 HD SUPPLY HLDGS INC COM 40416M105 263 7600 SH SOLE 7600 0 0 APPIAN CORP CL A 03782L101 456 8900 SH OTR 1 0 8900 0 COOPER COS INC COM NEW 216648402 387 1366 SH SOLE 1366 0 0 PAYPAL HLDGS INC COM 70450Y103 1686 9675 SH OTR 5 0 9675 0 SMITH A O CORP COM 831865209 863 18324 SH OTR 1 0 18324 0 TELEDYNE TECHNOLOGIES INC COM 879360105 236 758 SH SOLE 758 0 0 PIONEER MUN HIGH INCOME ADVA COM 723762100 5308 505056 SH SOLE 505056 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 759 23700 SH OTR 1 0 23700 0 ALLSTATE CORP COM 020002101 5390 55575 SH OTR 1 0 55575 0 RENT A CTR INC NEW COM 76009N100 403 14500 SH SOLE 14500 0 0 LOCKHEED MARTIN CORP COM 539830109 1617 4432 SH OTR 5 0 4432 0 SYNOPSYS INC COM 871607107 831 4260 SH SOLE 4260 0 0 SOUTH PLAINS FINANCIAL INC COM 83946P107 330 23200 SH OTR 1 0 23200 0 CARLISLE COS INC COM 142339100 0 0 SH SOLE 0 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 7209 4907000 PRN DFND 1 0 4907000 0 VIEMED HEALTHCARE INC COM 92663R105 1676 174600 SH OTR 1 0 174600 0 AVENUE THERAPEUTICS INC COM NEW 05360L205 48 4500 SH SOLE 4500 0 0 FORD MTR CO DEL COM 345370860 3703 609016 SH OTR 1 0 609016 0 MARTIN MARIETTA MATLS INC COM 573284106 344 1667 SH SOLE 1667 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 6384 4677000 PRN DFND 1 0 4677000 0 FLEXION THERAPEUTICS INC NOTE 3.375% 5/0 33938JAB2 38 45000 PRN SOLE 45000 0 0 NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 33 90000 PRN SOLE 90000 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 246 18400 SH OTR 1 0 18400 0 PROGRESS SOFTWARE CORP COM 743312100 2697 69606 SH OTR 1 0 69606 0 PBF ENERGY INC CL A 69318G106 345 33695 SH SOLE 33695 0 0 MASTERCARD INCORPORATED CL A 57636Q104 75688 255963 SH OTR 1 0 255963 0 BRIGHTSPHERE INVT GROUP INC COM 10948W103 652 52300 SH SOLE 52300 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 660 22300 SH OTR 1 0 22300 0 ADVANSIX INC COM 00773T101 609 51900 SH OTR 1 0 51900 0 MYRIAD GENETICS INC COM 62855J104 664 58523 SH OTR 1 0 58523 0 L3HARRIS TECHNOLOGIES INC COM 502431109 85 502 SH OTR 5 0 502 0 GLU MOBILE INC COM 379890106 544 58700 SH SOLE 58700 0 0 CONSTELLATION BRANDS INC CL A 21036P108 783 4474 SH SOLE 4474 0 0 VICI PPTYS INC COM 925652109 50 2500 SH SOLE 2500 0 0 M & T BK CORP COM 55261F104 357 3434 SH SOLE 3434 0 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 241 69000 PRN OTR 4 0 69000 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 152 2400 SH SOLE 2400 0 0 SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 123 115000 PRN SOLE 115000 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 6341 3791000 PRN SOLE 3791000 0 0 CIRRUS LOGIC INC COM 172755100 360 5828 SH OTR 5 0 5828 0 JABIL INC COM 466313103 901 28089 SH OTR 5 0 28089 0 TRIPADVISOR INC COM 896945201 679 35713 SH OTR 1 0 35713 0 EMERSON ELEC CO COM 291011104 989 15939 SH SOLE 15939 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 3362 26133 SH OTR 1 0 26133 0 ALASKA AIR GROUP INC COM 011659109 592 16322 SH OTR 1 0 16322 0 SPX CORP COM 784635104 490 11900 SH SOLE 11900 0 0 VEEVA SYS INC CL A COM 922475108 4653 19850 SH OTR 1 0 19850 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 3780 4031000 PRN SOLE 4031000 0 0 SABRE CORP COM 78573M104 389 48300 SH SOLE 48300 0 0 CENTRAL PAC FINL CORP COM NEW 154760409 635 39600 SH OTR 1 0 39600 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 2319 1925000 PRN DFND 1 0 1925000 0 KOSMOS ENERGY LTD COM 500688106 690 415735 SH OTR 1 0 415735 0 ENSCO JERSEY FIN LTD NOTE 3.000% 1/3 29359WAB1 4206 31180000 PRN OTR 1 0 31180000 0 WIX COM LTD NOTE 7/0 92940WAB5 39060 20993000 PRN OTR 1 0 20993000 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 277 2500 SH OTR 1 0 2500 0 FRONTDOOR INC COM 35905A109 2111 47615 SH OTR 1 0 47615 0 DECKERS OUTDOOR CORP COM 243537107 766 3900 SH SOLE 3900 0 0 WELBILT INC COM 949090104 18 2900 SH SOLE 2900 0 0 STEEL DYNAMICS INC COM 858119100 861 33003 SH OTR 5 0 33003 0 MERIDIAN BANCORP INC MD COM 58958U103 287 24700 SH SOLE 24700 0 0 DURECT CORP COM 266605104 507 218600 SH OTR 1 0 218600 0 KIMBALL INTL INC CL B 494274103 884 76500 SH OTR 1 0 76500 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 350 35941 SH SOLE 35941 0 0 EQUITABLE HLDGS INC COM 29452E101 7594 393667 SH OTR 1 0 393667 0 CABOT CORP COM 127055101 459 12390 SH OTR 1 0 12390 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AF1 8192 5544000 PRN SOLE 5544000 0 0 PROOFPOINT INC COM 743424103 544 4900 SH SOLE 4900 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 9790 69861 SH OTR 1 0 69861 0 BLACKROCK FLA MUN 2020 TERM COM SHS 09250M109 2767 187485 SH SOLE 187485 0 0 QUEST DIAGNOSTICS INC COM 74834L100 418 3671 SH SOLE 3671 0 0 KIMBERLY CLARK CORP COM 494368103 9666 68383 SH OTR 1 0 68383 0 VIAVI SOLUTIONS INC COM 925550105 199 15600 SH SOLE 15600 0 0 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 1630 60500 SH OTR 1 0 60500 0 BROADMARK RLTY CAP INC COM 11135B100 20 2100 SH SOLE 2100 0 0 3M CO COM 88579Y101 2362 15139 SH SOLE 15139 0 0 PHREESIA INC COM 71944F106 161 5700 SH SOLE 5700 0 0 CVS HEALTH CORP COM 126650100 2231 34333 SH SOLE 34333 0 0 DANAHER CORPORATION DBCV 1/2 235851AF9 87054 12898000 PRN OTR 1 0 12898000 0 MARATHON PETE CORP COM 56585A102 646 17277 SH SOLE 17277 0 0 SKYWEST INC COM 830879102 894 27400 SH OTR 1 0 27400 0 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 350 13000 SH SOLE 13000 0 0 CNO FINL GROUP INC COM 12621E103 486 31200 SH SOLE 31200 0 0 MERCHANTS BANCORP IND COM 58844R108 1363 73700 SH OTR 1 0 73700 0 NETSCOUT SYS INC COM 64115T104 173 6780 SH SOLE 6780 0 0 ORACLE CORP COM 68389X105 784 14177 SH OTR 5 0 14177 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 7094 5805000 PRN DFND 1 0 5805000 0 GAIN CAP HLDGS INC COM 36268W100 70 11600 SH SOLE 11600 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 22335 393434 SH OTR 1 0 393434 0 LEAR CORP COM NEW 521865204 2084 19113 SH OTR 1 0 19113 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 602 7691 SH SOLE 7691 0 0 HUNTSMAN CORP COM 447011107 558 31036 SH SOLE 31036 0 0 IDEX CORP COM 45167R104 1585 10030 SH OTR 1 0 10030 0 EATON VANCE NEW YORK MUN BD COM 27827Y109 155 13241 SH OTR 1 0 13241 0 ADVANCE AUTO PARTS INC COM 00751Y106 271 1902 SH SOLE 1902 0 0 MITEK SYS INC COM NEW 606710200 724 75300 SH OTR 1 0 75300 0 NISOURCE INC COM 65473P105 1158 50939 SH OTR 1 0 50939 0 ROBERT HALF INTL INC COM 770323103 811 15355 SH OTR 1 0 15355 0 CISCO SYS INC COM 17275R102 31250 670026 SH OTR 1 0 670026 0 REGENXBIO INC COM 75901B107 300 8157 SH SOLE 8157 0 0 LIBERTY MEDIA CORP DEL NOTE 1.000% 1/3 531229AF9 17544 16105000 PRN OTR 1 0 16105000 0 MOODYS CORP COM 615369105 13254 48245 SH OTR 1 0 48245 0 UNIVERSAL CORP VA COM 913456109 500 11767 SH SOLE 11767 0 0 UNITED PARCEL SERVICE INC CL B 911312106 2065 18577 SH SOLE 18577 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 405 16930 SH SOLE 16930 0 0 HOLOGIC INC COM 436440101 462 8109 SH SOLE 8109 0 0 CONSOLIDATED EDISON INC COM 209115104 700 9731 SH SOLE 9731 0 0 ISHARES TR RUS MID CAP ETF 464287499 9190 171458 SH OTR 1 0 171458 0 ATMOS ENERGY CORP COM 049560105 1622 16292 SH OTR 1 0 16292 0 LKQ CORP COM 501889208 11470 437798 SH OTR 1 0 437798 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 21 2100 SH SOLE 2100 0 0 BOSTON SCIENTIFIC CORP COM 101137107 1319 37578 SH SOLE 37578 0 0 DELL TECHNOLOGIES INC CL C 24703L202 1146 20852 SH OTR 1 0 20852 0 DOLLAR GEN CORP NEW COM 256677105 2195 11520 SH SOLE 11520 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 507 5028 SH SOLE 5028 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1425 34303 SH OTR 1 0 34303 0 BOX INC CL A 10316T104 2315 111500 SH OTR 1 0 111500 0 RADIUS HEALTH INC COM NEW 750469207 176 12949 SH SOLE 12949 0 0 BAKER HUGHES COMPANY CL A 05722G100 261 16934 SH SOLE 16934 0 0 BLACKROCK MUNIYIELD QUALITY COM 09254G108 4087 320015 SH OTR 1 0 320015 0 CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 3860 2290000 PRN SOLE 2290000 0 0 STIFEL FINL CORP COM 860630102 375 7900 SH SOLE 7900 0 0 PURECYCLE CORP COM NEW 746228303 45 4900 SH SOLE 4900 0 0 HUB GROUP INC CL A 443320106 2321 48500 SH OTR 1 0 48500 0 GENERAL DYNAMICS CORP COM 369550108 5589 37395 SH OTR 1 0 37395 0 MICROSOFT CORP COM 594918104 13769 67658 SH OTR 5 0 67658 0 CHEVRON CORP NEW COM 166764100 1435 16081 SH OTR 5 0 16081 0 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 2286 52926 SH OTR 1 0 52926 0 JABIL INC COM 466313103 18541 577956 SH OTR 1 0 577956 0 WASTE MGMT INC DEL COM 94106L109 123 1159 SH OTR 5 0 1159 0 BLACKBAUD INC COM 09227Q100 878 15387 SH OTR 1 0 15387 0 LEIDOS HOLDINGS INC COM 525327102 938 10009 SH SOLE 10009 0 0 EURONET WORLDWIDE INC COM 298736109 4691 48956 SH OTR 1 0 48956 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 163 1722 SH SOLE 1722 0 0 FIRST INTERNET BK IND COM 320557101 857 51556 SH OTR 1 0 51556 0 HUMANA INC COM 444859102 1368 3528 SH OTR 5 0 3528 0 VAREX IMAGING CORP COM 92214X106 770 50800 SH OTR 1 0 50800 0 SANGAMO THERAPEUTICS INC COM 800677106 1093 121933 SH OTR 1 0 121933 0 F M C CORP COM NEW 302491303 347 3487 SH SOLE 3487 0 0 DUKE REALTY CORP COM NEW 264411505 407 11493 SH SOLE 11493 0 0 HAVERTY FURNITURE INC COM 419596101 834 52100 SH OTR 1 0 52100 0 URSTADT BIDDLE PPTYS INC CL A 917286205 311 26200 SH OTR 1 0 26200 0 PRIMORIS SVCS CORP COM 74164F103 233 13100 SH OTR 1 0 13100 0 AZZ INC COM 002474104 532 15500 SH SOLE 15500 0 0 PROOFPOINT INC COM 743424103 14073 126646 SH OTR 1 0 126646 0 FTI CONSULTING INC NOTE 2.000% 8/1 302941AP4 108 85000 PRN SOLE 85000 0 0 DOMINION ENERGY INC COM 25746U109 1803 22212 SH SOLE 22212 0 0 BLACKROCK MUNIHLDGS NY QLTY COM 09255C106 911 68572 SH SOLE 68572 0 0 FASTENAL CO COM 311900104 3249 75844 SH OTR 1 0 75844 0 BRIGHTSPHERE INVT GROUP INC COM 10948W103 3010 241600 SH OTR 1 0 241600 0 BAXTER INTL INC COM 071813109 9953 115597 SH OTR 1 0 115597 0 BROOKDALE SR LIVING INC COM 112463104 121 41000 SH OTR 1 0 41000 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 16662 33038000 PRN OTR 1 0 33038000 0 GENERAL MLS INC COM 370334104 6090 98790 SH OTR 1 0 98790 0 WIDEOPENWEST INC COM 96758W101 824 156300 SH OTR 1 0 156300 0 CASEYS GEN STORES INC COM 147528103 0 0 SH SOLE 0 0 0 BOX INC CL A 10316T104 498 24000 SH SOLE 24000 0 0 GENERAC HLDGS INC COM 368736104 500 4100 SH SOLE 4100 0 0 EDISON INTL COM 281020107 541 9954 SH SOLE 9954 0 0 BALL CORP COM 058498106 3025 43531 SH OTR 1 0 43531 0 PROLOGIS INC. COM 74340W103 411 4405 SH OTR 5 0 4405 0 UNION PAC CORP COM 907818108 1900 11240 SH OTR 5 0 11240 0 COEUR MNG INC COM NEW 192108504 150 29500 SH OTR 1 0 29500 0 HD SUPPLY HLDGS INC COM 40416M105 6398 184638 SH OTR 1 0 184638 0 RESMED INC COM 761152107 738 3842 SH SOLE 3842 0 0 CRAWFORD & CO CL A 224633206 269 34100 SH OTR 1 0 34100 0 EBAY INC. COM 278642103 24008 457722 SH OTR 1 0 457722 0 CDW CORP COM 12514G108 57 490 SH OTR 5 0 490 0 GREEN BRICK PARTNERS INC COM 392709101 1144 96500 SH OTR 1 0 96500 0 HUB GROUP INC CL A 443320106 503 10500 SH SOLE 10500 0 0 INSTEEL INDUSTRIES INC COM 45774W108 421 22100 SH OTR 1 0 22100 0 ENPHASE ENERGY INC COM 29355A107 71 1500 SH SOLE 1500 0 0 TESLA INC COM 88160R101 1510 1398 SH SOLE 1398 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 7038 43380 SH OTR 1 0 43380 0 DENTSPLY SIRONA INC COM 24906P109 27 608 SH OTR 5 0 608 0 KINDER MORGAN INC DEL COM 49456B101 7209 475212 SH OTR 1 0 475212 0 SYNEOS HEALTH INC CL A 87166B102 449 7700 SH SOLE 7700 0 0 HOMESTREET INC COM 43785V102 1078 43800 SH OTR 1 0 43800 0 CORELOGIC INC COM 21871D103 600 8930 SH SOLE 8930 0 0 HERON THERAPEUTICS INC COM 427746102 282 19175 SH SOLE 19175 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 2150 76650 SH OTR 1 0 76650 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 458 13762 SH SOLE 13762 0 0 PAYCOM SOFTWARE INC COM 70432V102 2017 6511 SH OTR 1 0 6511 0 UNIVERSAL HLTH SVCS INC CL B 913903100 6034 64957 SH OTR 1 0 64957 0 KLA CORP COM NEW 482480100 24754 127283 SH OTR 1 0 127283 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 9875 232629 SH DFND 1 0 232629 0 RMR GROUP INC CL A 74967R106 217 7370 SH SOLE 7370 0 0 ATMOS ENERGY CORP COM 049560105 328 3295 SH SOLE 3295 0 0 NETFLIX INC COM 64110L106 5984 13151 SH SOLE 13151 0 0 TRINET GROUP INC COM 896288107 1700 27900 SH OTR 1 0 27900 0 MERIDIAN BIOSCIENCE INC COM 589584101 340 14600 SH SOLE 14600 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 113 77000 PRN OTR 4 0 77000 0 BAIDU INC SPON ADR REP A 056752108 96 800 SH SOLE 800 0 0 TEXAS INSTRS INC COM 882508104 16918 133246 SH OTR 1 0 133246 0 BIODELIVERY SCIENCES INTL IN COM 09060J106 1997 458000 SH OTR 1 0 458000 0 CARGURUS INC COM CL A 141788109 155 6100 SH SOLE 6100 0 0 KROGER CO COM 501044101 21329 630107 SH OTR 1 0 630107 0 SELECT MED HLDGS CORP COM 81619Q105 499 33900 SH SOLE 33900 0 0 TABULA RASA HEALTHCARE INC COM 873379101 235 4300 SH OTR 1 0 4300 0 BOOKING HOLDINGS INC COM 09857L108 1718 1079 SH SOLE 1079 0 0 SVB FINANCIAL GROUP COM 78486Q101 6992 32441 SH OTR 1 0 32441 0 II-VI INC COM 902104108 312 6600 SH SOLE 6600 0 0 MTS SYS CORP COM 553777103 223 12700 SH SOLE 12700 0 0 TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 10697 2468000 PRN DFND 1 0 2468000 0 BRISTOL-MYERS SQUIBB CO COM 110122108 200 3395 SH OTR 5 0 3395 0 SVMK INC COM 78489X103 355 15100 SH SOLE 15100 0 0 MODERNA INC COM 60770K107 83 1300 SH SOLE 1300 0 0 MODINE MFG CO COM 607828100 262 47500 SH OTR 1 0 47500 0 TTEC HLDGS INC COM 89854H102 2091 44900 SH OTR 1 0 44900 0 BURLINGTON STORES INC COM 122017106 59 300 SH SOLE 300 0 0 ARES COML REAL ESTATE CORP COM 04013V108 183 20100 SH SOLE 20100 0 0 MARRIOTT VACTINS WORLDWID CO NOTE 1.500% 9/1 57164YAB3 2767 3005000 PRN DFND 1 0 3005000 0 ZYNGA INC NOTE 0.250% 6/0 98986TAB4 4422 3409000 PRN SOLE 3409000 0 0 ORMAT TECHNOLOGIES INC COM 686688102 1136 17900 SH OTR 1 0 17900 0 ALLIANT ENERGY CORP COM 018802108 324 6783 SH SOLE 6783 0 0 PARKER HANNIFIN CORP COM 701094104 4035 22016 SH OTR 1 0 22016 0 NATIONAL HEALTHCARE CORP COM 635906100 374 5900 SH SOLE 5900 0 0 BLACKROCK MUNIHOLDINGS FD II COM 09253P109 787 54900 SH SOLE 54900 0 0 RADIAN GROUP INC COM 750236101 563 36300 SH SOLE 36300 0 0 LEXINGTON REALTY TRUST COM 529043101 459 43500 SH SOLE 43500 0 0 KODIAK SCIENCES INC COM 50015M109 1072 19800 SH OTR 1 0 19800 0 UNION PAC CORP COM 907818108 28222 166923 SH OTR 1 0 166923 0 PNC FINL SVCS GROUP INC COM 693475105 1172 11140 SH SOLE 11140 0 0 EDGEWELL PERS CARE CO COM 28035Q102 661 21200 SH OTR 1 0 21200 0 HMS HLDGS CORP COM 40425J101 2028 62600 SH OTR 1 0 62600 0 STEWART INFORMATION SVCS COR COM 860372101 511 15718 SH SOLE 15718 0 0 HEALTHPEAK PROPERTIES INC COM 42250P103 2828 102628 SH OTR 1 0 102628 0 COEUR MNG INC COM NEW 192108504 33 6500 SH SOLE 6500 0 0 EVERGY INC COM 30034W106 11807 199141 SH OTR 1 0 199141 0 GOLDMAN SACHS GROUP INC COM 38141G104 1608 8135 SH SOLE 8135 0 0 HARROW HEALTH INC COM 415858109 188 36100 SH OTR 1 0 36100 0 ASGN INC COM 00191U102 3367 50500 SH OTR 1 0 50500 0 DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 329 135000 PRN SOLE 135000 0 0 PORTOLA PHARMACEUTICALS INC COM 737010108 1543 85794 SH OTR 1 0 85794 0 PROGRESS SOFTWARE CORP COM 743312100 582 15026 SH SOLE 15026 0 0 TYLER TECHNOLOGIES INC COM 902252105 248 714 SH SOLE 714 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 97 97000 PRN OTR 4 0 97000 0 INVITATION HOMES INC COM 46187W107 2415 87726 SH OTR 1 0 87726 0 CINCINNATI FINL CORP COM 172062101 1287 20096 SH OTR 1 0 20096 0 LUTHER BURBANK CORP COM 550550107 276 27636 SH OTR 1 0 27636 0 SL GREEN RLTY CORP COM 78440X101 91 1837 SH SOLE 1837 0 0 CLEARWAY ENERGY INC CL A 18539C105 340 16200 SH SOLE 16200 0 0 UNUM GROUP COM 91529Y106 7552 455190 SH OTR 1 0 455190 0 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 2924 266828 SH OTR 1 0 266828 0 AMPHENOL CORP NEW CL A 032095101 763 7960 SH SOLE 7960 0 0 SOUTHERN CO COM 842587107 78 1499 SH OTR 5 0 1499 0 OTIS WORLDWIDE CORP COM 68902V107 7016 123382 SH OTR 1 0 123382 0 SOUTHERN CO COM 842587107 1431 27597 SH SOLE 27597 0 0 SYKES ENTERPRISES INC COM 871237103 755 27300 SH OTR 1 0 27300 0 ECHOSTAR CORP CL A 278768106 877 31381 SH OTR 1 0 31381 0 LSI INDS INC COM 50216C108 107 16500 SH SOLE 16500 0 0 HERSHEY CO COM 427866108 310 2393 SH OTR 5 0 2393 0 VERIZON COMMUNICATIONS INC COM 92343V104 35187 638264 SH OTR 1 0 638264 0 HOPE BANCORP INC COM 43940T109 1058 114800 SH OTR 1 0 114800 0 MSC INDL DIRECT INC CL A 553530106 3852 52908 SH OTR 1 0 52908 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 4852 4624000 PRN DFND 1 0 4624000 0 LEAR CORP COM NEW 521865204 0 0 SH SOLE 0 0 0 CARMAX INC COM 143130102 1964 21933 SH OTR 1 0 21933 0 AXCELIS TECHNOLOGIES INC COM NEW 054540208 2534 91000 SH OTR 1 0 91000 0 SKYWORKS SOLUTIONS INC COM 83088M102 573 4482 SH SOLE 4482 0 0 NEWS CORP NEW CL B 65249B208 540 45147 SH OTR 1 0 45147 0 INTERPUBLIC GROUP COS INC COM 460690100 1010 58862 SH OTR 1 0 58862 0 FOUR CORNERS PPTY TR INC COM 35086T109 1691 69300 SH OTR 1 0 69300 0 VIEMED HEALTHCARE INC COM 92663R105 362 37700 SH SOLE 37700 0 0 UNIVERSAL CORP VA COM 913456109 2307 54260 SH OTR 1 0 54260 0 MATRIX SVC CO COM 576853105 500 51485 SH OTR 1 0 51485 0 RETROPHIN INC COM 761299106 1373 67273 SH OTR 1 0 67273 0 RESMED INC COM 761152107 4350 22656 SH OTR 1 0 22656 0 CHEMBIO DIAGNOSTICS INC COM NEW 163572209 38 11600 SH SOLE 11600 0 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 17311 16548000 PRN OTR 1 0 16548000 0 UNDER ARMOUR INC CL A 904311107 242 24893 SH OTR 1 0 24893 0 BRISTOL-MYERS SQUIBB CO COM 110122108 19704 335097 SH OTR 1 0 335097 0 FORTINET INC COM 34959E109 1270 9255 SH SOLE 9255 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 102 85000 PRN OTR 4 0 85000 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 2775 35480 SH OTR 1 0 35480 0 NOBLE ENERGY INC COM 655044105 567 63291 SH OTR 1 0 63291 0 ZOETIS INC CL A 98978V103 1733 12649 SH SOLE 12649 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 22 29000 PRN OTR 4 0 29000 0 STAAR SURGICAL CO COM PAR $0.01 852312305 246 4000 SH OTR 1 0 4000 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 0 0 SH SOLE 0 0 0 SVB FINANCIAL GROUP COM 78486Q101 396 1838 SH SOLE 1838 0 0 VECTOR GROUP LTD COM 92240M108 2276 226268 SH OTR 1 0 226268 0 ASSURANT INC COM 04621X108 150 1448 SH SOLE 1448 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 691 4128 SH OTR 5 0 4128 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 6207 4984000 PRN DFND 1 0 4984000 0 CORESITE RLTY CORP COM 21870Q105 97 800 SH SOLE 800 0 0 LAUREATE EDUCATION INC CL A 518613203 26 2600 SH SOLE 2600 0 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 1163 24265 SH OTR 1 0 24265 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 30477 22247000 PRN OTR 1 0 22247000 0 COMMVAULT SYSTEMS INC COM 204166102 1358 35101 SH OTR 1 0 35101 0 MERCK & CO. INC COM 58933Y105 44047 569600 SH OTR 1 0 569600 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 0 0 SH SOLE 0 0 0 PTC THERAPEUTICS INC COM 69366J200 423 8327 SH SOLE 8327 0 0 STEPAN CO COM 858586100 631 6500 SH SOLE 6500 0 0 EAGLE BANCORP INC MD COM 268948106 213 6500 SH SOLE 6500 0 0 TYLER TECHNOLOGIES INC COM 902252105 1838 5298 SH OTR 1 0 5298 0 AMERICAN INTL GROUP INC COM NEW 026874784 5824 186774 SH OTR 1 0 186774 0 PERDOCEO ED CORP COM 71363P106 2453 154000 SH OTR 1 0 154000 0 BRINKER INTL INC COM 109641100 1073 44700 SH OTR 1 0 44700 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 292 3696 SH SOLE 3696 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 13986 15184000 PRN SOLE 15184000 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 13600 SH SOLE 13600 0 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 145 50000 PRN OTR 4 0 50000 0 RINGCENTRAL INC NOTE 3/1 76680RAD9 563 161000 PRN SOLE 161000 0 0 ACCO BRANDS CORP COM 00081T108 21 3000 SH SOLE 3000 0 0 BAIDU INC SPON ADR REP A 056752108 791 6600 SH OTR 1 0 6600 0 REPUBLIC BANCORP INC KY CL A 760281204 121 3711 SH SOLE 3711 0 0 ATKORE INTL GROUP INC COM 047649108 2520 92124 SH OTR 1 0 92124 0 WILLIAMS SONOMA INC COM 969904101 111 1356 SH SOLE 1356 0 0 SCHNEIDER NATIONAL INC CL B 80689H102 10687 433203 SH OTR 1 0 433203 0 PIONEER NAT RES CO COM 723787107 2267 23204 SH OTR 1 0 23204 0 EVERGY INC COM 30034W106 431 7270 SH SOLE 7270 0 0 SCIENCE APPLICATIONS INTL CO COM 808625107 79 1022 SH OTR 5 0 1022 0 ZIX CORP COM 98974P100 497 72000 SH SOLE 72000 0 0 CABOT OIL & GAS CORP COM 127097103 189 10982 SH SOLE 10982 0 0 FIRST FINL BANKSHARES COM 32020R109 777 26900 SH OTR 1 0 26900 0 BERRY CORP COM 08579X101 1776 367700 SH OTR 1 0 367700 0 CONOCOPHILLIPS COM 20825C104 7228 172004 SH OTR 1 0 172004 0 BARRETT BUSINESS SVCS INC COM 068463108 60 1134 SH SOLE 1134 0 0 COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 217 2800 SH SOLE 2800 0 0 BONANZA CREEK ENERGY INC COM NEW 097793400 1553 104800 SH OTR 1 0 104800 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 99 800 SH OTR 1 0 800 0 GENASYS INC COM 36872P103 53 11000 SH SOLE 11000 0 0 STERLING CONSTRUCTION CO INC COM 859241101 120 11426 SH OTR 1 0 11426 0 OLD DOMINION FREIGHT LINE IN COM 679580100 10223 60280 SH OTR 1 0 60280 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 3371 3089000 PRN DFND 1 0 3089000 0 DISH NETWORK CORPORATION CL A 25470M109 209 6064 SH SOLE 6064 0 0 PIONEER MUN HIGH INCOME TR COM SHS 723763108 0 0 SH SOLE 0 0 0 MONDELEZ INTL INC CL A 609207105 1910 37365 SH SOLE 37365 0 0 LUNA INNOVATIONS COM 550351100 49 8400 SH SOLE 8400 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 175 3937 SH SOLE 3937 0 0 CNO FINL GROUP INC COM 12621E103 2250 144500 SH OTR 1 0 144500 0 HALOZYME THERAPEUTICS INC COM 40637H109 2518 93923 SH OTR 1 0 93923 0 PCTEL INC COM 69325Q105 208 31200 SH OTR 1 0 31200 0 BCB BANCORP INC COM 055298103 215 23217 SH OTR 1 0 23217 0 DHI GROUP INC COM 23331S100 81 38400 SH SOLE 38400 0 0 LAM RESEARCH CORP COM 512807108 20043 61965 SH OTR 1 0 61965 0 SYKES ENTERPRISES INC COM 871237103 160 5800 SH SOLE 5800 0 0 ZUORA INC COM CL A 98983V106 54 4200 SH SOLE 4200 0 0 OLD NATL BANCORP IND COM 680033107 48 3500 SH SOLE 3500 0 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 34970 32836000 PRN OTR 1 0 32836000 0 SNAP ON INC COM 833034101 1013 7312 SH OTR 1 0 7312 0 MIDDLESEX WATER CO COM 596680108 40 600 SH SOLE 600 0 0 SPROUTS FMRS MKT INC COM 85208M102 573 22400 SH SOLE 22400 0 0 RH COM 74967X103 1643 6600 SH OTR 1 0 6600 0 PS BUSINESS PKS INC CALIF COM 69360J107 1367 10321 SH OTR 1 0 10321 0 ORMAT TECHNOLOGIES INC COM 686688102 241 3800 SH SOLE 3800 0 0 BARRETT BUSINESS SVCS INC COM 068463108 277 5207 SH OTR 1 0 5207 0 DIGITAL RLTY TR INC COM 253868103 1403 9873 SH SOLE 9873 0 0 PROCTER AND GAMBLE CO COM 742718109 59005 493473 SH OTR 1 0 493473 0 DECIPHERA PHARMACEUTICALS IN COM 24344T101 1141 19100 SH OTR 1 0 19100 0 ACCELERON PHARMA INC COM 00434H108 162 1700 SH SOLE 1700 0 0 AMICUS THERAPEUTICS INC COM 03152W109 547 36265 SH SOLE 36265 0 0 DEXCOM INC COM 252131107 8275 20412 SH OTR 1 0 20412 0 INSMED INC NOTE 1.750% 1/1 457669AA7 93 95000 PRN SOLE 95000 0 0 EXTREME NETWORKS INC COM 30226D106 112 25900 SH SOLE 25900 0 0 FOX CORP CL B COM 35137L204 106 3933 SH SOLE 3933 0 0 TRACTOR SUPPLY CO COM 892356106 18043 136910 SH OTR 1 0 136910 0 AMERISOURCEBERGEN CORP COM 03073E105 22046 218778 SH OTR 1 0 218778 0 MORNINGSTAR INC COM 617700109 1770 12558 SH OTR 1 0 12558 0 MYR GROUP INC DEL COM 55405W104 201 6300 SH SOLE 6300 0 0 AMGEN INC COM 031162100 1467 6218 SH OTR 5 0 6218 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 127 51000 PRN OTR 4 0 51000 0 CINEMARK HLDGS INC COM 17243V102 943 81676 SH OTR 1 0 81676 0 DELUXE CORP COM 248019101 207 8800 SH OTR 1 0 8800 0 THOR INDS INC COM 885160101 0 0 SH SOLE 0 0 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 7066 548590 SH SOLE 548590 0 0 DUPONT DE NEMOURS INC COM 26614N102 7618 143384 SH OTR 1 0 143384 0 VALERO ENERGY CORP COM 91913Y100 962 16353 SH OTR 5 0 16353 0 HALLIBURTON CO COM 406216101 316 24381 SH SOLE 24381 0 0 RYERSON HLDG CORP COM 783754104 64 11400 SH SOLE 11400 0 0 SHYFT GROUP INC COM 825698103 109 6500 SH SOLE 6500 0 0 OWENS CORNING NEW COM 690742101 922 16534 SH OTR 5 0 16534 0 MASTERCARD INCORPORATED CL A 57636Q104 2679 9061 SH OTR 5 0 9061 0 KANSAS CITY SOUTHERN COM NEW 485170302 1915 12827 SH OTR 1 0 12827 0 PFIZER INC COM 717081103 5173 158195 SH SOLE 158195 0 0 TYSON FOODS INC CL A 902494103 15541 260269 SH OTR 1 0 260269 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 3695 154362 SH OTR 1 0 154362 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 1993 21756 SH SOLE 21756 0 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 46964 15661000 PRN OTR 1 0 15661000 0 ISHARES TR IBOXX HI YD ETF 464288513 4081 50000 SH OTR 1 0 50000 0 MIRATI THERAPEUTICS INC COM 60468T105 514 4500 SH SOLE 4500 0 0 BIOGEN INC COM 09062X103 1279 4779 SH OTR 5 0 4779 0 ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 457 11500 SH OTR 1 0 11500 0 CONNECTONE BANCORP INC NEW COM 20786W107 1383 85800 SH OTR 1 0 85800 0 RUSH ENTERPRISES INC CL A 781846209 435 10500 SH SOLE 10500 0 0 OP BANCORP COM 67109R109 80 11600 SH SOLE 11600 0 0 ABBVIE INC COM 00287Y109 55521 565500 SH OTR 1 0 565500 0 APPFOLIO INC COM CL A 03783C100 179 1100 SH SOLE 1100 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 149 7400 SH SOLE 7400 0 0 SQUARE INC NOTE 0.375% 3/0 852234AB9 116 25000 PRN SOLE 25000 0 0 QUALCOMM INC COM 747525103 3931 43100 SH SOLE 43100 0 0 ROPER TECHNOLOGIES INC COM 776696106 6527 16810 SH OTR 1 0 16810 0 PORTLAND GEN ELEC CO COM NEW 736508847 2680 64100 SH OTR 1 0 64100 0 ROSS STORES INC COM 778296103 15 174 SH OTR 5 0 174 0 DXC TECHNOLOGY CO COM 23355L106 324 19610 SH SOLE 19610 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 2286 7873 SH SOLE 7873 0 0 KINDER MORGAN INC DEL COM 49456B101 544 35891 SH OTR 5 0 35891 0 EMPLOYERS HOLDINGS INC COM 292218104 1185 39304 SH OTR 1 0 39304 0 OTIS WORLDWIDE CORP COM 68902V107 606 10660 SH SOLE 10660 0 0 CITRIX SYS INC COM 177376100 683 4620 SH SOLE 4620 0 0 PROPETRO HLDG CORP COM 74347M108 260 50500 SH SOLE 50500 0 0 COPART INC COM 217204106 2292 27528 SH OTR 1 0 27528 0 MERCANTILE BANK CORP COM 587376104 93 4100 SH SOLE 4100 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 13119 15785000 PRN OTR 1 0 15785000 0 NATERA INC COM 632307104 409 8200 SH SOLE 8200 0 0 MARATHON OIL CORP COM 565849106 116 18918 SH SOLE 18918 0 0 FATE THERAPEUTICS INC COM 31189P102 1554 45300 SH OTR 1 0 45300 0 NICE LTD SPONSORED ADR 653656108 6304 33313 SH SOLE 33313 0 0 HOOKER FURNITURE CORP COM 439038100 200 10300 SH OTR 1 0 10300 0 VANDA PHARMACEUTICALS INC COM 921659108 750 65522 SH OTR 1 0 65522 0 ULTA BEAUTY INC COM 90384S303 312 1535 SH SOLE 1535 0 0 DUPONT DE NEMOURS INC COM 26614N102 326 6141 SH OTR 5 0 6141 0 NEWMARKET CORP COM 651587107 360 900 SH OTR 1 0 900 0 EDWARDS LIFESCIENCES CORP COM 28176E108 6149 88977 SH OTR 1 0 88977 0 APOLLO COML REAL EST FIN INC COM 03762U105 26 2600 SH SOLE 2600 0 0 WORKDAY INC NOTE 1.500% 7/1 98138HAD3 133 60000 PRN SOLE 60000 0 0 GARTNER INC COM 366651107 281 2317 SH SOLE 2317 0 0 KIMBALL ELECTRONICS INC COM 49428J109 374 27600 SH SOLE 27600 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 1844 47843 SH OTR 1 0 47843 0 PROGRESSIVE CORP OHIO COM 743315103 1235 15414 SH SOLE 15414 0 0 IPG PHOTONICS CORP COM 44980X109 156 970 SH SOLE 970 0 0 MICROSTRATEGY INC CL A NEW 594972408 509 4300 SH SOLE 4300 0 0 LPL FINL HLDGS INC COM 50212V100 590 7523 SH SOLE 7523 0 0 NAVISTAR INTL CORP NEW COM 63934E108 570 20200 SH SOLE 20200 0 0 ULTA BEAUTY INC COM 90384S303 2866 14088 SH OTR 1 0 14088 0 NATIONAL OILWELL VARCO INC COM 637071101 626 51067 SH OTR 1 0 51067 0 AMPHASTAR PHARMACEUTICALS IN COM 03209R103 553 24600 SH OTR 1 0 24600 0 PACIRA BIOSCIENCES COM 695127100 3190 60788 SH OTR 1 0 60788 0 1ST SOURCE CORP COM 336901103 178 5000 SH OTR 1 0 5000 0 OIL STS INTL INC NOTE 1.500% 2/1 678026AH8 4547 9016000 PRN SOLE 9016000 0 0 ESCO TECHNOLOGIES INC COM 296315104 203 2400 SH SOLE 2400 0 0 M/I HOMES INC COM 55305B101 248 7200 SH SOLE 7200 0 0 CBRE GROUP INC CL A 12504L109 2015 44552 SH OTR 1 0 44552 0 HERSHEY CO COM 427866108 540 4163 SH SOLE 4163 0 0 AGREE REALTY CORP COM 008492100 1229 18700 SH OTR 1 0 18700 0 ATRICURE INC COM 04963C209 809 18000 SH OTR 1 0 18000 0 CADENCE BANCORPORATION CL A 12739A100 1823 205800 SH OTR 1 0 205800 0 ULTRA CLEAN HLDGS INC COM 90385V107 545 24100 SH SOLE 24100 0 0 NEOPHOTONICS CORP COM 64051T100 282 31800 SH SOLE 31800 0 0 ALLISON TRANSMISSION HLDGS I COM 01973R101 2099 57062 SH OTR 1 0 57062 0 RMR GROUP INC CL A 74967R106 999 33909 SH OTR 1 0 33909 0 CISCO SYS INC COM 17275R102 769 16496 SH OTR 5 0 16496 0 HALLMARK FINL SVCS INC EC COM NEW 40624Q203 58 16600 SH SOLE 16600 0 0 DIME CMNTY BANCSHARES INC COM 253922108 146 10613 SH SOLE 10613 0 0 YUM BRANDS INC COM 988498101 810 9318 SH OTR 5 0 9318 0 INTERNATIONAL BANCSHARES COR COM 459044103 167 5200 SH SOLE 5200 0 0 ALPHABET INC CAP STK CL A 02079K305 99975 70502 SH OTR 1 0 70502 0 CLEARWAY ENERGY INC CL C 18539C204 351 15200 SH OTR 1 0 15200 0 CORNING INC COM 219350105 2651 102345 SH OTR 1 0 102345 0 BLACKROCK NY MUN INCOME TR I COM 09249R102 386 28046 SH OTR 1 0 28046 0 MONSTER BEVERAGE CORP NEW COM 61174X109 3453 49812 SH OTR 1 0 49812 0 BLUE BIRD CORP COM 095306106 265 17700 SH SOLE 17700 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 12871 56658 SH OTR 1 0 56658 0 ESQUIRE FINL HLDGS INC COM 29667J101 184 10900 SH OTR 1 0 10900 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 318 9200 SH OTR 1 0 9200 0 VOCERA COMMUNICATIONS INC NOTE 1.500% 5/1 92857FAB3 29 30000 PRN SOLE 30000 0 0 FIRST MERCHANTS CORP COM 320817109 265 9600 SH SOLE 9600 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 997 9312 SH SOLE 9312 0 0 ACCELERON PHARMA INC COM 00434H108 753 7900 SH OTR 1 0 7900 0 CDK GLOBAL INC COM 12508E101 532 12844 SH SOLE 12844 0 0 SEATTLE GENETICS INC COM 812578102 151 887 SH SOLE 887 0 0 BLACKROCK MUNIENHANCED FD IN COM 09253Y100 1643 149937 SH SOLE 149937 0 0 REPUBLIC SVCS INC COM 760759100 452 5503 SH SOLE 5503 0 0 PPL CORP COM 69351T106 465 17997 SH OTR 5 0 17997 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 797 8394 SH OTR 5 0 8394 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 216 59000 PRN OTR 4 0 59000 0 MEDIFAST INC COM 58470H101 1943 14000 SH OTR 1 0 14000 0 ALASKA COMMUNICATIONS SYS GR COM 01167P101 50 17900 SH OTR 1 0 17900 0 HEXCEL CORP NEW COM 428291108 329 7278 SH OTR 1 0 7278 0 BK OF AMERICA CORP COM 060505104 6362 267889 SH SOLE 267889 0 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 6391 71600 SH SOLE 71600 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 173 4526 SH SOLE 4526 0 0 UNITED NAT FOODS INC COM 911163103 87 4800 SH SOLE 4800 0 0 TRACTOR SUPPLY CO COM 892356106 389 2948 SH OTR 5 0 2948 0 DOLLAR TREE INC COM 256746108 582 6285 SH SOLE 6285 0 0 REPUBLIC SVCS INC COM 760759100 219 2674 SH OTR 5 0 2674 0 AT&T INC COM 00206R102 6071 200842 SH SOLE 200842 0 0 NUVASIVE INC NOTE 2.250% 3/1 670704AG0 5058 4637000 PRN DFND 1 0 4637000 0 EXPEDITORS INTL WASH INC COM 302130109 362 4765 SH SOLE 4765 0 0 KORN FERRY COM NEW 500643200 298 9700 SH OTR 1 0 9700 0 PHILIP MORRIS INTL INC COM 718172109 2271 32411 SH SOLE 32411 0 0 ALPINE INCOME PPTY TR INC COM 02083X103 220 13500 SH OTR 1 0 13500 0 II-VI INC NOTE 0.250% 9/0 902104AB4 125 105000 PRN SOLE 105000 0 0 BJS WHSL CLUB HLDGS INC COM 05550J101 3759 100867 SH OTR 1 0 100867 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 2681 1801000 PRN DFND 1 0 1801000 0 CARDINAL HEALTH INC COM 14149Y108 997 19098 SH OTR 5 0 19098 0 1ST SOURCE CORP COM 336901103 39 1100 SH SOLE 1100 0 0 BANK NEW YORK MELLON CORP COM 064058100 365 9432 SH OTR 5 0 9432 0 VECTOR GROUP LTD COM 92240M108 492 48875 SH SOLE 48875 0 0 PILGRIMS PRIDE CORP COM 72147K108 0 0 SH SOLE 0 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 7384 125532 SH OTR 1 0 125532 0 DISCOVER FINL SVCS COM 254709108 400 7976 SH SOLE 7976 0 0 URBAN EDGE PPTYS COM 91704F104 180 15200 SH SOLE 15200 0 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 6179 6182000 PRN DFND 1 0 6182000 0 ARROW ELECTRS INC COM 042735100 10915 158899 SH OTR 1 0 158899 0 ASPEN TECHNOLOGY INC COM 045327103 317 3058 SH OTR 1 0 3058 0 UNITED BANKSHARES INC WEST V COM 909907107 147 5300 SH SOLE 5300 0 0 ACADIA PHARMACEUTICALS INC COM 004225108 872 18000 SH OTR 1 0 18000 0 DARDEN RESTAURANTS INC COM 237194105 12302 162355 SH OTR 1 0 162355 0 EXELON CORP COM 30161N101 930 25620 SH SOLE 25620 0 0 QTS RLTY TR INC COM CL A 74736A103 1480 23100 SH OTR 1 0 23100 0 OCCIDENTAL PETE CORP COM 674599105 429 23434 SH SOLE 23434 0 0 HAEMONETICS CORP COM 405024100 1872 20900 SH OTR 1 0 20900 0 MICRON TECHNOLOGY INC COM 595112103 1518 29463 SH SOLE 29463 0 0 MCDONALDS CORP COM 580135101 21750 117906 SH OTR 1 0 117906 0 FIVE9 INC COM 338307101 863 7800 SH OTR 1 0 7800 0 EASTMAN CHEM CO COM 277432100 268 3847 SH SOLE 3847 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 436 2573 SH SOLE 2573 0 0 AUTONATION INC COM 05329W102 283 7541 SH SOLE 7541 0 0 ARCONIC CORPORATION COM 03966V107 0 0 SH SOLE 0 0 0 OCEANFIRST FINL CORP COM 675234108 215 12200 SH SOLE 12200 0 0 NASDAQ INC COM 631103108 9010 75420 SH OTR 1 0 75420 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 2315 SH SOLE 2315 0 0 MAXAR TECHNOLOGIES INC COM 57778K105 36 2000 SH SOLE 2000 0 0 INGEVITY CORP COM 45688C107 168 3200 SH OTR 1 0 3200 0 SERVICENOW INC COM 81762P102 2494 6156 SH SOLE 6156 0 0 S&P GLOBAL INC COM 78409V104 19066 57866 SH OTR 1 0 57866 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 7609 1114100 SH OTR 1 0 1114100 0 GODADDY INC CL A 380237107 14542 198313 SH OTR 1 0 198313 0 MARINEMAX INC COM 567908108 284 12700 SH SOLE 12700 0 0 LENNAR CORP CL B 526057302 1766 38314 SH OTR 1 0 38314 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 1854 3209 SH SOLE 3209 0 0 INDEXIQ ETF TR IQ CANDRM ESG US 45409B461 0 0 SH SOLE 0 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 400 2682 SH SOLE 2682 0 0 CENTURY BANCORP INC MASS CL A NON VTG 156432106 165 2121 SH SOLE 2121 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 15436 127813 SH OTR 1 0 127813 0 AARONS INC COM PAR $0.50 002535300 2197 48400 SH OTR 1 0 48400 0 CURTISS WRIGHT CORP COM 231561101 34 380 SH SOLE 380 0 0 JELD-WEN HLDG INC COM 47580P103 135 8400 SH SOLE 8400 0 0 POTLATCHDELTIC CORPORATION COM 737630103 2031 53400 SH OTR 1 0 53400 0 PHILLIPS 66 COM 718546104 838 11657 SH SOLE 11657 0 0 HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 118 9900 SH OTR 1 0 9900 0 TPI COMPOSITES INC COM 87266J104 250 10700 SH SOLE 10700 0 0 HECLA MNG CO COM 422704106 33 10100 SH SOLE 10100 0 0 INDEXIQ ETF TR IQ SHORT DURAT 45409B339 2921 120000 SH OTR 3 0 120000 0 INSTALLED BLDG PRODS INC COM 45780R101 206 3000 SH SOLE 3000 0 0 HILL ROM HLDGS INC COM 431475102 1022 9311 SH OTR 5 0 9311 0 LEGGETT & PLATT INC COM 524660107 611 17388 SH OTR 1 0 17388 0 FONAR CORP COM NEW 344437405 192 9000 SH OTR 1 0 9000 0 VALLEY NATL BANCORP COM 919794107 117 14900 SH SOLE 14900 0 0 WELLS FARGO CO NEW COM 949746101 498 19462 SH OTR 5 0 19462 0 ANALOG DEVICES INC COM 032654105 7306 59572 SH OTR 1 0 59572 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 9115 75331 SH OTR 1 0 75331 0 SIMON PPTY GROUP INC NEW COM 828806109 3402 49752 SH OTR 1 0 49752 0 ZIONS BANCORPORATION N A COM 989701107 748 22006 SH OTR 1 0 22006 0 STATE STR CORP COM 857477103 12749 200609 SH OTR 1 0 200609 0 HOLLYFRONTIER CORP COM 436106108 13201 452074 SH OTR 1 0 452074 0 DANA INCORPORATED COM 235825205 347 28500 SH SOLE 28500 0 0 ROSS STORES INC COM 778296103 4956 58137 SH OTR 1 0 58137 0 OREILLY AUTOMOTIVE INC COM 67103H107 1558 3694 SH SOLE 3694 0 0 INVESCO DYNAMIC CR OPPORTUNI COM 46132R104 378 42478 SH SOLE 42478 0 0 NEXTGEN HEALTHCARE INC COM 65343C102 52 4700 SH SOLE 4700 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 351 10228 SH OTR 5 0 10228 0 VIACOMCBS INC CL B 92556H206 340 14576 SH SOLE 14576 0 0 RTI SURGICAL HOLDINGS INC COM 74975N105 135 42300 SH OTR 1 0 42300 0 XENCOR INC COM 98401F105 282 8706 SH SOLE 8706 0 0 IDEXX LABS INC COM 45168D104 3760 11388 SH OTR 1 0 11388 0 BLOCK H & R INC COM 093671105 380 26643 SH OTR 1 0 26643 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 27968 24248000 PRN OTR 1 0 24248000 0 ZENDESK INC NOTE 0.250% 3/1 98936JAB7 5261 3521000 PRN OTR 1 0 3521000 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 33680 9432000 PRN OTR 1 0 9432000 0 INTERDIGITAL INC COM 45867G101 102 1800 SH SOLE 1800 0 0 MERITOR INC COM 59001K100 522 26360 SH SOLE 26360 0 0 ALBEMARLE CORP COM 012653101 217 2806 SH SOLE 2806 0 0 NORTHROP GRUMMAN CORP COM 666807102 15607 50765 SH OTR 1 0 50765 0 KROGER CO COM 501044101 1218 35970 SH OTR 5 0 35970 0 INTEL CORP COM 458140100 3092 51680 SH OTR 5 0 51680 0 INTERSECT ENT INC COM 46071F103 122 9000 SH SOLE 9000 0 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 438 16662 SH SOLE 16662 0 0 AVNET INC COM 053807103 531 19037 SH SOLE 19037 0 0 CHEGG INC COM 163092109 175 2600 SH SOLE 2600 0 0 PROLOGIS INC. COM 74340W103 2198 23556 SH SOLE 23556 0 0 NATIONAL HEALTHCARE CORP COM 635906100 1726 27200 SH OTR 1 0 27200 0 CELANESE CORP DEL COM 150870103 1389 16086 SH OTR 1 0 16086 0 SERVICENOW INC NOTE 6/0 81762PAC6 11517 3841000 PRN SOLE 3841000 0 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 9389 3235000 PRN DFND 1 0 3235000 0 ANALOG DEVICES INC COM 032654105 1189 9699 SH SOLE 9699 0 0 VONAGE HLDGS CORP NOTE 1.750% 6/0 92886TAJ1 12415 13239000 PRN OTR 1 0 13239000 0 EXPEDIA GROUP INC COM NEW 30212P303 308 3744 SH SOLE 3744 0 0 AVENUE THERAPEUTICS INC COM NEW 05360L205 224 20800 SH OTR 1 0 20800 0 INSTEEL INDUSTRIES INC COM 45774W108 92 4800 SH SOLE 4800 0 0 HILTON GRAND VACATIONS INC COM 43283X105 428 21900 SH OTR 1 0 21900 0 ATN INTL INC COM 00215F107 61 1000 SH SOLE 1000 0 0 INTEGER HLDGS CORP COM 45826H109 593 8119 SH SOLE 8119 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 23234 216954 SH OTR 1 0 216954 0 FOSTER L B CO COM 350060109 668 52336 SH OTR 1 0 52336 0 NEW YORK CMNTY BANCORP INC COM 649445103 0 0 SH SOLE 0 0 0 INSMED INC COM PAR $.01 457669307 2113 76726 SH OTR 1 0 76726 0 CUBESMART COM 229663109 11 400 SH SOLE 400 0 0 DARLING INGREDIENTS INC COM 237266101 66 2700 SH SOLE 2700 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 163 13000 SH OTR 1 0 13000 0 LAKELAND BANCORP INC COM 511637100 307 26900 SH SOLE 26900 0 0 AMERICAN SOFTWARE INC CL A 029683109 1042 66100 SH OTR 1 0 66100 0 AMERIPRISE FINL INC COM 03076C106 1243 8283 SH SOLE 8283 0 0 CROWN CASTLE INTL CORP NEW 6.875% CON PFD A 22822V309 5359 3598 SH SOLE 3598 0 0 VULCAN MATLS CO COM 929160109 406 3506 SH SOLE 3506 0 0 NATIONAL HEALTH INVS INC COM 63633D104 1888 31100 SH OTR 1 0 31100 0 GENASYS INC COM 36872P103 249 51200 SH OTR 1 0 51200 0 CITRIX SYS INC COM 177376100 8336 56357 SH OTR 1 0 56357 0 INDEXIQ ETF TR HDG EVE DRIV 45409B404 5055 231687 SH OTR 3 0 231687 0 MOSAIC CO NEW COM 61945C103 103 8269 SH SOLE 8269 0 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 24264 22645000 PRN OTR 1 0 22645000 0 HOME DEPOT INC COM 437076102 8004 31949 SH SOLE 31949 0 0 WELLPOINT INC NOTE 2.750%10/1 94973VBG1 14394 3935000 PRN DFND 1 0 3935000 0 PROCTER AND GAMBLE CO COM 742718109 3421 28610 SH OTR 5 0 28610 0 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 72 2100 SH SOLE 2100 0 0 EBAY INC. COM 278642103 1899 36200 SH SOLE 36200 0 0 KB HOME COM 48666K109 2246 73200 SH OTR 1 0 73200 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 24644 17365000 PRN OTR 1 0 17365000 0 PORTLAND GEN ELEC CO COM NEW 736508847 577 13800 SH SOLE 13800 0 0 MASONITE INTL CORP NEW COM 575385109 506 6500 SH SOLE 6500 0 0 FIRST NORTHWEST BANCORP COM 335834107 72 5800 SH SOLE 5800 0 0 WEC ENERGY GROUP INC COM 92939U106 696 7943 SH SOLE 7943 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 33 28000 PRN SOLE 28000 0 0 HEXCEL CORP NEW COM 428291108 0 0 SH SOLE 0 0 0 EXTRA SPACE STORAGE INC COM 30225T102 2219 24026 SH OTR 1 0 24026 0 LOEWS CORP COM 540424108 224 6520 SH SOLE 6520 0 0 RALPH LAUREN CORP CL A 751212101 480 6616 SH OTR 1 0 6616 0 ADVANCED MICRO DEVICES INC COM 007903107 18 349 SH OTR 5 0 349 0 INTEL CORP COM 458140100 49141 821350 SH OTR 1 0 821350 0 ACTIVISION BLIZZARD INC COM 00507V109 674 8884 SH OTR 5 0 8884 0 FLEETCOR TECHNOLOGIES INC COM 339041105 2809 11166 SH OTR 1 0 11166 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1059 102624 SH OTR 1 0 102624 0 CORELOGIC INC COM 21871D103 1286 19138 SH OTR 5 0 19138 0 BANK NEW YORK MELLON CORP COM 064058100 6838 176926 SH OTR 1 0 176926 0 PUBLIC STORAGE COM 74460D109 4852 25284 SH OTR 1 0 25284 0 BANNER CORP COM NEW 06652V208 551 14500 SH OTR 1 0 14500 0 SYNEOS HEALTH INC CL A 87166B102 2068 35500 SH OTR 1 0 35500 0 TIMKEN CO COM 887389104 1224 26902 SH OTR 1 0 26902 0 SABRA HEALTH CARE REIT INC COM 78573L106 1294 89700 SH OTR 1 0 89700 0 SYNNEX CORP COM 87162W100 1014 8468 SH OTR 5 0 8468 0 IRON MTN INC NEW COM 46284V101 1046 40064 SH OTR 1 0 40064 0 CMS ENERGY CORP COM 125896100 2205 37741 SH OTR 1 0 37741 0 GLAUKOS CORP COM 377322102 223 5800 SH OTR 1 0 5800 0 PERFORMANCE FOOD GROUP CO COM 71377A103 172 5900 SH SOLE 5900 0 0 FIREEYE INC NOTE 0.875% 6/0 31816QAF8 8248 9068000 PRN OTR 1 0 9068000 0 MARRIOTT INTL INC NEW CL A 571903202 4046 47190 SH OTR 1 0 47190 0 EVOQUA WATER TECHNOLOGIES CO COM 30057T105 93 5000 SH SOLE 5000 0 0 ALTRIA GROUP INC COM 02209S103 1244 31692 SH SOLE 31692 0 0 VOXX INTL CORP CL A 91829F104 26 4500 SH SOLE 4500 0 0 EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 0 0 SH SOLE 0 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 101 9900 SH OTR 1 0 9900 0 TG THERAPEUTICS INC COM 88322Q108 943 48400 SH OTR 1 0 48400 0 INSPERITY INC COM 45778Q107 427 6600 SH SOLE 6600 0 0 HOLLYFRONTIER CORP COM 436106108 723 24771 SH SOLE 24771 0 0 KELLOGG CO COM 487836108 447 6771 SH SOLE 6771 0 0 NIKE INC CL B 654106103 23210 236721 SH OTR 1 0 236721 0 BIO RAD LABS INC CL A 090572207 1619 3585 SH OTR 1 0 3585 0 HORMEL FOODS CORP COM 440452100 371 7687 SH SOLE 7687 0 0 DENNYS CORP COM 24869P104 441 43700 SH OTR 1 0 43700 0 NEW YORK MTG TR INC COM PAR $.02 649604501 114 43500 SH OTR 1 0 43500 0 PLYMOUTH INDL REIT INC COM 729640102 599 46800 SH OTR 1 0 46800 0 AFLAC INC COM 001055102 662 18383 SH SOLE 18383 0 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 27304 16323000 PRN OTR 1 0 16323000 0 UNDER ARMOUR INC CL A 904311107 52 5361 SH SOLE 5361 0 0 TAL EDUCATION GROUP SPONSORED ADS 874080104 89 1300 SH SOLE 1300 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 1306 4385 SH SOLE 4385 0 0 RIBBON COMMUNICATIONS INC COM 762544104 346 88100 SH SOLE 88100 0 0 PROVIDENCE SVC CORP COM 743815102 308 3900 SH OTR 1 0 3900 0 ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 76 300 SH SOLE 300 0 0 ARCONIC CORPORATION COM 03966V107 1807 129752 SH OTR 1 0 129752 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 180 4000 SH SOLE 4000 0 0 HUMANA INC COM 444859102 24498 63180 SH OTR 1 0 63180 0 INTERNATIONAL BUSINESS MACHS COM 459200101 10 85 SH OTR 5 0 85 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 355 21400 SH SOLE 21400 0 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 378 1476 SH SOLE 1476 0 0 UMPQUA HLDGS CORP COM 904214103 694 65257 SH OTR 1 0 65257 0 LIMELIGHT NETWORKS INC COM 53261M104 695 94400 SH SOLE 94400 0 0 KEYCORP COM 493267108 322 26426 SH SOLE 26426 0 0 NVR INC COM 62944T105 303 93 SH SOLE 93 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 346 2823 SH SOLE 2823 0 0 CHARLES RIV LABS INTL INC COM 159864107 211 1212 SH SOLE 1212 0 0 REDWOOD TR INC NOTE 4.750% 8/1 758075AC9 72 80000 PRN SOLE 80000 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 3760 10973 SH OTR 1 0 10973 0 APPLE INC COM 037833100 40832 111931 SH SOLE 111931 0 0 DWS MUN INCOME TR COM 233368109 1032 95537 SH SOLE 95537 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 96 77000 PRN OTR 4 0 77000 0 INVESCO ADVANTAGE MUN INCOME SH BEN INT 46132E103 2574 246115 SH SOLE 246115 0 0 INTEGER HLDGS CORP COM 45826H109 2737 37474 SH OTR 1 0 37474 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 830 19575 SH SOLE 19575 0 0 EXXON MOBIL CORP COM 30231G102 5242 117209 SH SOLE 117209 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 1036 63123 SH OTR 1 0 63123 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 5982 588000 PRN SOLE 588000 0 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 12744 951762 SH SOLE 951762 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 1032 12100 SH OTR 1 0 12100 0 MCCORMICK & CO INC COM NON VTG 579780206 597 3327 SH SOLE 3327 0 0 NEWS CORP NEW CL A 65249B109 85 7153 SH SOLE 7153 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 941 115500 SH OTR 1 0 115500 0 QCR HOLDINGS INC COM 74727A104 94 3000 SH SOLE 3000 0 0 TWITTER INC NOTE 1.000% 9/1 90184LAD4 250 255000 PRN SOLE 255000 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 1028 32974 SH SOLE 32974 0 0 CRANE CO COM 224399105 3616 60810 SH OTR 1 0 60810 0 FS BANCORP INC COM 30263Y104 193 4992 SH SOLE 4992 0 0 EMERALD HOLDING INC COM 29103W104 22 7300 SH SOLE 7300 0 0 D R HORTON INC COM 23331A109 504 9085 SH SOLE 9085 0 0 CLEAN HARBORS INC COM 184496107 471 7853 SH SOLE 7853 0 0 NETAPP INC COM 64110D104 1309 29510 SH OTR 1 0 29510 0 PERSPECTA INC COM 715347100 720 31000 SH SOLE 31000 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 792 7052 SH SOLE 7052 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 2288 32520 SH OTR 1 0 32520 0 ANSYS INC COM 03662Q105 3332 11421 SH OTR 1 0 11421 0 HP INC COM 40434L105 12098 694102 SH OTR 1 0 694102 0 CLOROX CO DEL COM 189054109 763 3479 SH SOLE 3479 0 0 WILLIAMS SONOMA INC COM 969904101 175 2134 SH OTR 5 0 2134 0 YUM CHINA HLDGS INC COM 98850P109 62 1300 SH SOLE 1300 0 0 FLWS/1-800 FLOWERS CL A 68243Q106 450 22496 SH SOLE 22496 0 0 CAVCO INDS INC DEL COM 149568107 1813 9400 SH OTR 1 0 9400 0 KLA CORP COM NEW 482480100 405 2081 SH OTR 5 0 2081 0 HANESBRANDS INC COM 410345102 540 47843 SH OTR 1 0 47843 0 FAIR ISAAC CORP COM 303250104 0 0 SH SOLE 0 0 0 FORTIVE CORP COM 34959J108 524 7738 SH SOLE 7738 0 0 ARISTA NETWORKS INC COM 040413106 311 1479 SH SOLE 1479 0 0 TARGA RES CORP COM 87612G101 1193 59447 SH OTR 1 0 59447 0 INTUITIVE SURGICAL INC COM NEW 46120E602 8855 15539 SH OTR 1 0 15539 0 QUANTA SVCS INC COM 74762E102 738 18813 SH OTR 1 0 18813 0 AES CORP COM 00130H105 653 45042 SH SOLE 45042 0 0 OCCIDENTAL PETE CORP COM 674599105 2167 118399 SH OTR 1 0 118399 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 52 45000 PRN OTR 4 0 45000 0 F M C CORP COM NEW 302491303 1724 17303 SH OTR 1 0 17303 0 AMN HEALTHCARE SVCS INC COM 001744101 45 1000 SH SOLE 1000 0 0 APPLIED MATLS INC COM 038222105 23542 389454 SH OTR 1 0 389454 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 3765 35524 SH OTR 1 0 35524 0 ABBVIE INC COM 00287Y109 5415 55149 SH SOLE 55149 0 0 TUTOR PERINI CORP COM 901109108 94 7700 SH SOLE 7700 0 0 VARIAN MED SYS INC COM 92220P105 263 2147 SH SOLE 2147 0 0 URSTADT BIDDLE PPTYS INC CL A 917286205 68 5700 SH SOLE 5700 0 0 ZUORA INC COM CL A 98983V106 233 18300 SH OTR 1 0 18300 0 YUM BRANDS INC COM 988498101 7734 88993 SH OTR 1 0 88993 0 UNITEDHEALTH GROUP INC COM 91324P102 7716 26161 SH SOLE 26161 0 0 EMCOR GROUP INC COM 29084Q100 708 10700 SH SOLE 10700 0 0 RTI SURGICAL HOLDINGS INC COM 74975N105 29 9000 SH SOLE 9000 0 0 II-VI INC COM 902104108 1450 30700 SH OTR 1 0 30700 0 ILLINOIS TOOL WKS INC COM 452308109 7669 43859 SH OTR 1 0 43859 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 1554 3046 SH OTR 5 0 3046 0 TURNING POINT THERAPEUTICS I COM 90041T108 1318 20400 SH OTR 1 0 20400 0 BROADCOM INC COM 11135F101 45042 142713 SH OTR 1 0 142713 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 399 5048 SH SOLE 5048 0 0 BLUEGREEN VACATIONS CORP COM 09629F108 82 15200 SH OTR 1 0 15200 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 428 325000 PRN SOLE 325000 0 0 BOISE CASCADE CO DEL COM 09739D100 203 5400 SH SOLE 5400 0 0 RUSH ENTERPRISES INC CL A 781846209 2032 49000 SH OTR 1 0 49000 0 PALO ALTO NETWORKS INC COM 697435105 69 300 SH SOLE 300 0 0 IDEXX LABS INC COM 45168D104 765 2318 SH SOLE 2318 0 0 TIFFANY & CO NEW COM 886547108 337 2764 SH SOLE 2764 0 0 IQVIA HLDGS INC COM 46266C105 26196 184636 SH OTR 1 0 184636 0 COMERICA INC COM 200340107 240 6308 SH SOLE 6308 0 0 SPROUTS FMRS MKT INC COM 85208M102 13912 543657 SH OTR 1 0 543657 0 DEL TACO RESTAURANTS INC NEW COM 245496104 141 23800 SH SOLE 23800 0 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 7318 3277000 PRN SOLE 3277000 0 0 CENTURYLINK INC COM 156700106 1309 130470 SH OTR 1 0 130470 0 EXELIXIS INC COM 30161Q104 17197 724389 SH OTR 1 0 724389 0 LILLY ELI & CO COM 532457108 4546 27691 SH SOLE 27691 0 0 APARTMENT INVT & MGMT CO CL A 03748R754 1412 37509 SH OTR 1 0 37509 0 ECOLAB INC COM 278865100 1283 6451 SH SOLE 6451 0 0 PHOTRONICS INC COM 719405102 470 42200 SH SOLE 42200 0 0 NOVAVAX INC COM NEW 670002401 1817 21800 SH OTR 1 0 21800 0 AECOM COM 00766T100 1618 43067 SH OTR 1 0 43067 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 17964 12304000 PRN SOLE 12304000 0 0 MONDELEZ INTL INC CL A 609207105 10843 212070 SH OTR 1 0 212070 0 OOMA INC COM 683416101 282 17100 SH OTR 1 0 17100 0 ISHARES TR RUS MID CAP ETF 464287499 0 0 SH SOLE 0 0 0 ORRSTOWN FINL SVCS INC COM 687380105 71 4792 SH SOLE 4792 0 0 A10 NETWORKS INC COM 002121101 1238 181800 SH OTR 1 0 181800 0 QUOTIENT TECHNOLOGY INC NOTE 1.750%12/0 749119AB9 3160 3487000 PRN SOLE 3487000 0 0 PHILLIPS 66 COM 718546104 5494 76409 SH OTR 1 0 76409 0 NEWMONT CORP COM 651639106 2246 36374 SH SOLE 36374 0 0 INTERCEPT PHARMACEUTICALS IN NOTE 3.250% 7/0 45845PAA6 1370 1820000 PRN DFND 1 0 1820000 0 KRAFT HEINZ CO COM 500754106 531 16639 SH SOLE 16639 0 0 ADOBE INC COM 00724F101 6734 15470 SH SOLE 15470 0 0 VIAVI SOLUTIONS INC NOTE 1.000% 3/0 925550AB1 5216 4522000 PRN SOLE 4522000 0 0 TELEFLEX INCORPORATED COM 879369106 475 1306 SH SOLE 1306 0 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 36 40000 PRN OTR 4 0 40000 0 ENVESTNET INC COM 29404K106 765 10400 SH OTR 1 0 10400 0 HUNTSMAN CORP COM 447011107 4082 227138 SH OTR 1 0 227138 0 PHOTRONICS INC COM 719405102 2173 195237 SH OTR 1 0 195237 0 WESTERN DIGITAL CORP. COM 958102105 352 7976 SH SOLE 7976 0 0 DOW INC COM 260557103 743 18238 SH SOLE 18238 0 0 TRIPLE-S MGMT CORP CL B 896749108 36 1900 SH SOLE 1900 0 0 SPARTANNASH CO COM 847215100 2491 117200 SH OTR 1 0 117200 0 EVERCORE INC CLASS A 29977A105 4937 83797 SH OTR 1 0 83797 0 COMMVAULT SYSTEMS INC COM 204166102 294 7600 SH SOLE 7600 0 0 QORVO INC COM 74736K101 547 4949 SH OTR 5 0 4949 0 KFORCE INC COM 493732101 371 12700 SH SOLE 12700 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 81 4800 SH SOLE 4800 0 0 MEDPACE HLDGS INC COM 58506Q109 1014 10900 SH OTR 1 0 10900 0 CANNAE HLDGS INC COM 13765N107 185 4500 SH SOLE 4500 0 0 ACUITY BRANDS INC COM 00508Y102 279 2916 SH OTR 5 0 2916 0 VAPOTHERM INC COM 922107107 230 5600 SH SOLE 5600 0 0 RH COM 74967X103 373 1500 SH SOLE 1500 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 177 1015 SH SOLE 1015 0 0 SOUTH PLAINS FINANCIAL INC COM 83946P107 71 5000 SH SOLE 5000 0 0 TWIN RIV WORLDWIDE HLDGS INC COM 90171V204 738 33100 SH OTR 1 0 33100 0 WP CAREY INC COM 92936U109 41 600 SH SOLE 600 0 0 SERVICE PPTYS TR COM SH BEN INT 81761L102 421 59400 SH OTR 1 0 59400 0 RITE AID CORP COM 767754872 46 2700 SH SOLE 2700 0 0 MARSH & MCLENNAN COS INC COM 571748102 8443 78635 SH OTR 1 0 78635 0 ETSY INC COM 29786A106 12689 119450 SH OTR 1 0 119450 0 HUBSPOT INC NOTE 0.250% 6/0 443573AB6 226 95000 PRN SOLE 95000 0 0 ONESPAN INC COM 68287N100 972 34800 SH OTR 1 0 34800 0 HUMANA INC COM 444859102 2254 5812 SH SOLE 5812 0 0 ALIGN TECHNOLOGY INC COM 016255101 2633 9593 SH OTR 1 0 9593 0 ACM RESEARCH INC COM CL A 00108J109 355 5700 SH OTR 1 0 5700 0 BRIGHTCOVE INC COM 10921T101 116 14700 SH OTR 1 0 14700 0 PAYCHEX INC COM 704326107 639 8435 SH SOLE 8435 0 0 LIFEVANTAGE CORP COM NEW 53222K205 1274 94200 SH OTR 1 0 94200 0 BLUEPRINT MEDICINES CORP COM 09627Y109 488 6253 SH SOLE 6253 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 751 109100 SH OTR 1 0 109100 0 BALL CORP COM 058498106 594 8543 SH SOLE 8543 0 0 FIRST FINANCIAL NORTHWEST IN COM 32022K102 49 5044 SH SOLE 5044 0 0 STRYKER CORPORATION COM 863667101 8680 48171 SH OTR 1 0 48171 0 BRIGHTHOUSE FINL INC COM 10922N103 136 4900 SH SOLE 4900 0 0 VERSO CORP CL A 92531L207 474 39600 SH OTR 1 0 39600 0 TYSON FOODS INC CL A 902494103 1003 16797 SH OTR 5 0 16797 0 BANNER CORP COM NEW 06652V208 122 3200 SH SOLE 3200 0 0 OKTA INC CL A 679295105 688 3434 SH OTR 1 0 3434 0 PHILIP MORRIS INTL INC COM 718172109 18047 257600 SH OTR 1 0 257600 0 PDC ENERGY INC COM 69327R101 205 16500 SH OTR 1 0 16500 0 POLARIS INC COM 731068102 337 3638 SH OTR 1 0 3638 0 MURPHY USA INC COM 626755102 709 6300 SH SOLE 6300 0 0 DUKE REALTY CORP COM NEW 264411505 114 3235 SH OTR 5 0 3235 0 FOX CORP CL B COM 35137L204 29 1072 SH OTR 5 0 1072 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 6845 5699000 PRN DFND 1 0 5699000 0 VIACOMCBS INC CL B 92556H206 1662 71276 SH OTR 1 0 71276 0 QUIDEL CORP COM 74838J101 3804 17000 SH OTR 1 0 17000 0 HENRY SCHEIN INC COM 806407102 1117 19129 SH OTR 1 0 19129 0 NOVAVAX INC COM NEW 670002401 392 4700 SH SOLE 4700 0 0 REALPAGE INC NOTE 1.500%11/1 75606NAB5 121 75000 PRN SOLE 75000 0 0 DOMTAR CORP COM NEW 257559203 1307 61904 SH OTR 1 0 61904 0 AMERICAS CAR MART INC COM 03062T105 202 2300 SH SOLE 2300 0 0 BRUKER CORP COM 116794108 5651 138910 SH OTR 1 0 138910 0 FORTINET INC COM 34959E109 23848 173730 SH OTR 1 0 173730 0 CORNERSTONE ONDEMAND INC COM 21925Y103 632 16400 SH SOLE 16400 0 0 NETSCOUT SYS INC COM 64115T104 795 31114 SH OTR 1 0 31114 0 TETRA TECH INC NEW COM 88162G103 131 1659 SH OTR 5 0 1659 0 NETAPP INC COM 64110D104 272 6134 SH SOLE 6134 0 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 1285 99381 SH SOLE 99381 0 0 FARMERS NATIONAL BANC CORP COM 309627107 469 39563 SH OTR 1 0 39563 0 ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 8321 8435000 PRN OTR 1 0 8435000 0 AMN HEALTHCARE SVCS INC COM 001744101 213 4700 SH OTR 1 0 4700 0 VISHAY PRECISION GROUP INC COM 92835K103 401 16300 SH OTR 1 0 16300 0 ASGN INC COM 00191U102 727 10900 SH SOLE 10900 0 0 AVNET INC COM 053807103 6534 234321 SH OTR 1 0 234321 0 INDEXIQ ETF TR IQ CNDRM ESG INT 45409B453 0 0 SH SOLE 0 0 0 ACADIA PHARMACEUTICALS INC COM 004225108 189 3900 SH SOLE 3900 0 0 INDEXIQ ACTIVE ETF TR IQ MACKAY INSRED 45409F843 0 0 SH SOLE 0 0 0 MID-AMER APT CMNTYS INC COM 59522J103 5326 46444 SH OTR 1 0 46444 0 CONSOLIDATED EDISON INC COM 209115104 11194 155628 SH OTR 1 0 155628 0 MAXIMUS INC COM 577933104 2180 30937 SH OTR 1 0 30937 0 RUTHS HOSPITALITY GROUP INC COM 783332109 140 17100 SH OTR 1 0 17100 0 CONOCOPHILLIPS COM 20825C104 1282 30504 SH SOLE 30504 0 0 FIRST FNDTN INC COM 32026V104 1718 105160 SH OTR 1 0 105160 0 VERISIGN INC COM 92343E102 5999 29003 SH OTR 1 0 29003 0 CYBEROPTICS CORP COM 232517102 135 4200 SH SOLE 4200 0 0 ENANTA PHARMACEUTICALS INC COM 29251M106 782 15583 SH OTR 1 0 15583 0 BRINKS CO COM 109696104 196 4300 SH SOLE 4300 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 3695 3039000 PRN SOLE 3039000 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 315 6327 SH SOLE 6327 0 0 PINDUODUO INC SPONSORED ADS 722304102 60 700 SH SOLE 700 0 0 GLOBE LIFE INC COM 37959E102 988 13306 SH OTR 1 0 13306 0 MACATAWA BK CORP COM 554225102 14 1800 SH SOLE 1800 0 0 MAGELLAN HEALTH INC COM NEW 559079207 1357 18600 SH OTR 1 0 18600 0 LAUDER ESTEE COS INC CL A 518439104 6763 35844 SH OTR 1 0 35844 0 NEXTERA ENERGY INC COM 65339F101 1595 6643 SH OTR 5 0 6643 0 HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 25 2100 SH SOLE 2100 0 0 EMPLOYERS HOLDINGS INC COM 292218104 256 8500 SH SOLE 8500 0 0 HAEMONETICS CORP COM 405024100 403 4500 SH SOLE 4500 0 0 NVIDIA CORPORATION COM 67066G104 67561 177835 SH OTR 1 0 177835 0 BLACKBAUD INC COM 09227Q100 183 3200 SH SOLE 3200 0 0 CHURCHILL DOWNS INC COM 171484108 426 3200 SH OTR 1 0 3200 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 102 70000 PRN OTR 4 0 70000 0 RETAIL PPTYS AMER INC CL A 76131V202 214 29200 SH SOLE 29200 0 0 EQUINIX INC COM 29444U700 2045 2912 SH SOLE 2912 0 0 DEVON ENERGY CORP NEW COM 25179M103 675 59492 SH SOLE 59492 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 10632 11250000 PRN OTR 1 0 11250000 0 ADOBE INC COM 00724F101 1432 3290 SH OTR 5 0 3290 0 SLM CORP COM 78442P106 17 2417 SH OTR 5 0 2417 0 WORTHINGTON INDS INC COM 981811102 1429 38300 SH OTR 1 0 38300 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 483 3993 SH OTR 5 0 3993 0 HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 15 2600 SH SOLE 2600 0 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 71 72000 PRN OTR 4 0 72000 0 MILLER HERMAN INC COM 600544100 456 19300 SH SOLE 19300 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 33 268 SH SOLE 268 0 0 FARMERS NATIONAL BANC CORP COM 309627107 100 8459 SH SOLE 8459 0 0 M/I HOMES INC COM 55305B101 1147 33300 SH OTR 1 0 33300 0 SIGNATURE BK NEW YORK N Y COM 82669G104 896 8376 SH OTR 5 0 8376 0 TRIP COM GROUP LTD ADS 89677Q107 39 1500 SH SOLE 1500 0 0 TRI POINTE GROUP INC COM 87265H109 618 42100 SH SOLE 42100 0 0 AMERISOURCEBERGEN CORP COM 03073E105 1033 10253 SH SOLE 10253 0 0 BAXTER INTL INC COM 071813109 683 7932 SH OTR 5 0 7932 0 XILINX INC COM 983919101 3197 32495 SH OTR 1 0 32495 0 CF INDS HLDGS INC COM 125269100 4219 149934 SH OTR 1 0 149934 0 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 398 11600 SH OTR 1 0 11600 0 ALPHABET INC CAP STK CL A 02079K305 13162 9282 SH SOLE 9282 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 3556 140545 SH OTR 1 0 140545 0 VOYA FINANCIAL INC COM 929089100 141 3022 SH SOLE 3022 0 0 RAYMOND JAMES FINL INC COM 754730109 10273 149245 SH OTR 1 0 149245 0 MIDDLESEX WATER CO COM 596680108 175 2600 SH OTR 1 0 2600 0 EASTMAN CHEM CO COM 277432100 1267 18188 SH OTR 1 0 18188 0 HOPE BANCORP INC COM 43940T109 230 24900 SH SOLE 24900 0 0 NEWS CORP NEW CL B 65249B208 18 1506 SH OTR 5 0 1506 0 EXTRA SPACE STORAGE INC COM 30225T102 357 3867 SH SOLE 3867 0 0 NETEASE INC SPONSORED ADS 64110W102 2 5 SH DFND 1 0 5 0 HENRY SCHEIN INC COM 806407102 198 3383 SH SOLE 3383 0 0 TREDEGAR CORP COM 894650100 827 53703 SH OTR 1 0 53703 0 AFLAC INC COM 001055102 4751 131871 SH OTR 1 0 131871 0 MIDWESTONE FINL GROUP INC NE COM 598511103 97 4874 SH SOLE 4874 0 0 CENTURY BANCORP INC MASS CL A NON VTG 156432106 774 9965 SH OTR 1 0 9965 0 ICU MED INC COM 44930G107 361 1960 SH OTR 5 0 1960 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 79 78000 PRN OTR 4 0 78000 0 NORTHROP GRUMMAN CORP COM 666807102 1256 4085 SH OTR 5 0 4085 0 JD.COM INC SPON ADR CL A 47215P106 2 37 SH DFND 1 0 37 0 SQUARE INC CL A 852234103 1758 16754 SH OTR 1 0 16754 0 LSI INDS INC COM 50216C108 494 76300 SH OTR 1 0 76300 0 BANCORPSOUTH BK TUPELO MISS COM 05971J102 39 1700 SH SOLE 1700 0 0 BERKLEY W R CORP COM 084423102 195 3402 SH SOLE 3402 0 0 GREEN BRICK PARTNERS INC COM 392709101 245 20700 SH SOLE 20700 0 0 EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 8684 6339000 PRN SOLE 6339000 0 0 ROLLINS INC COM 775711104 142 3356 SH SOLE 3356 0 0 ROKU INC COM CL A 77543R102 23 200 SH SOLE 200 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 6690 4867000 PRN DFND 1 0 4867000 0 ISHARES TR IBOXX HI YD ETF 464288513 155 1894 SH SOLE 1894 0 0 LOEWS CORP COM 540424108 1132 33023 SH OTR 1 0 33023 0 JPMORGAN CHASE & CO COM 46625H100 44951 477898 SH OTR 1 0 477898 0 ARTESIAN RESOURCES CORP CL A 043113208 489 13484 SH OTR 1 0 13484 0 CARRIAGE SVCS INC COM 143905107 522 28800 SH OTR 1 0 28800 0 ABBVIE INC COM 00287Y109 1708 17399 SH OTR 5 0 17399 0 RALPH LAUREN CORP CL A 751212101 85 1174 SH SOLE 1174 0 0 FISERV INC COM 337738108 9428 96576 SH OTR 1 0 96576 0 TESLA INC NOTE 2.375% 3/1 88160RAD3 11212 3384000 PRN DFND 1 0 3384000 0 BIG LOTS INC COM 089302103 685 16300 SH SOLE 16300 0 0 DANA INCORPORATED COM 235825205 1601 131300 SH OTR 1 0 131300 0 VISA INC COM CL A 92826C839 85141 440757 SH OTR 1 0 440757 0 STAMPS COM INC COM NEW 852857200 3325 18100 SH OTR 1 0 18100 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 27000 PRN OTR 4 0 27000 0 NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 264 9200 SH OTR 1 0 9200 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 22576 9860000 PRN SOLE 9860000 0 0 SOUTHWEST AIRLS CO COM 844741108 435 12739 SH SOLE 12739 0 0 RIMINI STR INC DEL COM 76674Q107 204 39700 SH OTR 1 0 39700 0 WELLS FARGO CO NEW COM 949746101 16043 626690 SH OTR 1 0 626690 0 HP INC COM 40434L105 1159 66475 SH OTR 5 0 66475 0 CUMMINS INC COM 231021106 904 5220 SH SOLE 5220 0 0 HOME DEPOT INC COM 437076102 2386 9523 SH OTR 5 0 9523 0 ENPHASE ENERGY INC COM 29355A107 338 7100 SH OTR 1 0 7100 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 27438 19609000 PRN OTR 1 0 19609000 0 KEYCORP COM 493267108 1596 131068 SH OTR 1 0 131068 0 E TRADE FINANCIAL CORP COM NEW 269246401 7304 146864 SH OTR 1 0 146864 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 274 123000 PRN OTR 4 0 123000 0 UFP INDUSTRIES INC COM 90278Q108 3327 67200 SH OTR 1 0 67200 0 V F CORP COM 918204108 2598 42634 SH OTR 1 0 42634 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 8 37 SH DFND 1 0 37 0 MSC INDL DIRECT INC CL A 553530106 591 8117 SH OTR 5 0 8117 0 UNIVERSAL TECHNICAL INST INC COM 913915104 840 120900 SH OTR 1 0 120900 0 FASTLY INC CL A 31188V100 315 3700 SH SOLE 3700 0 0 KENNAMETAL INC COM 489170100 184 6400 SH OTR 1 0 6400 0 GILEAD SCIENCES INC COM 375558103 1774 23051 SH OTR 5 0 23051 0 INVESTORS BANCORP INC NEW COM 46146L101 451 53100 SH SOLE 53100 0 0 GRAINGER W W INC COM 384802104 389 1239 SH SOLE 1239 0 0 NAVISTAR INTL CORP NEW COM 63934E108 2640 93600 SH OTR 1 0 93600 0 CLOUDERA INC COM 18914U100 828 65100 SH OTR 1 0 65100 0 CINCINNATI BELL INC NEW COM NEW 171871502 521 35100 SH SOLE 35100 0 0 BJS WHSL CLUB HLDGS INC COM 05550J101 542 14538 SH OTR 5 0 14538 0 JOHNSON & JOHNSON COM 478160104 10147 72151 SH SOLE 72151 0 0 AMERICAN TOWER CORP NEW COM 03027X100 31018 119974 SH OTR 1 0 119974 0 ENTERGY CORP NEW COM 29364G103 10594 112933 SH OTR 1 0 112933 0 CARRIAGE SVCS INC COM 143905107 112 6200 SH SOLE 6200 0 0 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 4 2000 SH SOLE 2000 0 0 FEDEX CORP COM 31428X106 5441 38803 SH OTR 1 0 38803 0 REALTY INCOME CORP COM 756109104 4423 74334 SH OTR 1 0 74334 0 LEIDOS HOLDINGS INC COM 525327102 21188 226194 SH OTR 1 0 226194 0 PEPSICO INC COM 713448108 33475 253101 SH OTR 1 0 253101 0 VEEVA SYS INC CL A COM 922475108 211 900 SH SOLE 900 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 2139 212400 SH OTR 1 0 212400 0 ISHARES TR RUS 1000 GRW ETF 464287614 0 0 SH SOLE 0 0 0 DISNEY WALT CO COM DISNEY 254687106 767 6876 SH OTR 5 0 6876 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 6962 309965 SH OTR 1 0 309965 0 STATE STR CORP COM 857477103 1057 16626 SH SOLE 16626 0 0 TETRA TECH INC NEW COM 88162G103 420 5305 SH OTR 1 0 5305 0 DOMTAR CORP COM NEW 257559203 281 13300 SH SOLE 13300 0 0 COMERICA INC COM 200340107 2921 76668 SH OTR 1 0 76668 0 MASTECH DIGITAL INC COM 57633B100 99 3800 SH SOLE 3800 0 0 TAPESTRY INC COM 876030107 488 36717 SH OTR 1 0 36717 0 PROCTER AND GAMBLE CO COM 742718109 8146 68131 SH SOLE 68131 0 0 SCHNITZER STL INDS CL A 806882106 235 13300 SH OTR 1 0 13300 0 TWITTER INC COM 90184L102 617 20711 SH SOLE 20711 0 0 QUALCOMM INC COM 747525103 1824 20001 SH OTR 5 0 20001 0 MERCANTILE BANK CORP COM 587376104 420 18600 SH OTR 1 0 18600 0 VALVOLINE INC COM 92047W101 451 23337 SH OTR 1 0 23337 0 ALPHABET INC CAP STK CL C 02079K107 3031 2144 SH OTR 5 0 2144 0 MFS MUN INCOME TR SH BEN INT 552738106 2079 333155 SH SOLE 333155 0 0 ESSEX PPTY TR INC COM 297178105 438 1910 SH SOLE 1910 0 0 EMERSON ELEC CO COM 291011104 5915 95354 SH OTR 1 0 95354 0 REPLIGEN CORP COM 759916109 136 1100 SH SOLE 1100 0 0 NMI HLDGS INC CL A 629209305 505 31400 SH OTR 1 0 31400 0 HORMEL FOODS CORP COM 440452100 1776 36784 SH OTR 1 0 36784 0 GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 682 10800 SH OTR 1 0 10800 0 DANAHER CORPORATION 4.75 MND CV PFD 235851300 16644 13349 SH DFND 1 0 13349 0 EBAY INC. COM 278642103 1406 26806 SH OTR 5 0 26806 0 GEO GROUP INC NEW COM 36162J106 1487 125665 SH OTR 1 0 125665 0 STAAR SURGICAL CO COM PAR $0.01 852312305 55 900 SH SOLE 900 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 3572 103959 SH OTR 1 0 103959 0 SMITH A O CORP COM 831865209 153 3255 SH SOLE 3255 0 0 RIMINI STR INC DEL COM 76674Q107 44 8600 SH SOLE 8600 0 0 PINNACLE WEST CAP CORP COM 723484101 1932 26356 SH OTR 1 0 26356 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 2504 24845 SH OTR 1 0 24845 0 ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 21508 21975000 PRN OTR 1 0 21975000 0 BLACKROCK MUNIHLDS INVSTM QL COM 09254P108 911 70458 SH OTR 1 0 70458 0 COMCAST CORP NEW CL A 20030N101 551 14139 SH OTR 5 0 14139 0 CHEGG INC COM 163092109 794 11800 SH OTR 1 0 11800 0 ALTERYX INC COM CL A 02156B103 0 0 SH SOLE 0 0 0 NOVELLUS SYS INC NOTE 2.625% 5/1 670008AD3 18313 1800000 PRN OTR 1 0 1800000 0 BONANZA CREEK ENERGY INC COM NEW 097793400 335 22600 SH SOLE 22600 0 0 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 497 11500 SH SOLE 11500 0 0 ALBEMARLE CORP COM 012653101 1083 14021 SH OTR 1 0 14021 0 SYNOVUS FINL CORP COM NEW 87161C501 574 27976 SH SOLE 27976 0 0 INDEPENDENT BK CORP MICH COM NEW 453838609 157 10600 SH OTR 1 0 10600 0 TRAVELZOO COM NEW 89421Q205 37 6492 SH SOLE 6492 0 0 INFINERA CORP NOTE 2.125% 9/0 45667GAC7 111 130000 PRN SOLE 130000 0 0 ALLEGHENY TECHNOLOGIES INC NOTE 4.750% 7/0 01741RAG7 75 70000 PRN SOLE 70000 0 0 VANDA PHARMACEUTICALS INC COM 921659108 161 14100 SH SOLE 14100 0 0 WESTERN UN CO COM 959802109 1205 55733 SH OTR 1 0 55733 0 TREX CO INC COM 89531P105 143 1100 SH SOLE 1100 0 0 ABIOMED INC COM 003654100 304 1260 SH SOLE 1260 0 0 WALMART INC COM 931142103 35077 292844 SH OTR 1 0 292844 0 DAVITA INC COM 23918K108 805 10173 SH SOLE 10173 0 0 ADVERUM BIOTECHNOLOGIES INC COM 00773U108 140 6700 SH SOLE 6700 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 10757 37055 SH OTR 1 0 37055 0 KROGER CO COM 501044101 1535 45349 SH SOLE 45349 0 0 REPUBLIC SVCS INC COM 760759100 4567 55665 SH OTR 1 0 55665 0 PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 16672 15655000 PRN SOLE 15655000 0 0 ICU MED INC COM 44930G107 27 146 SH SOLE 146 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 49 2000 SH SOLE 2000 0 0 WP CAREY INC COM 92936U109 354 5235 SH OTR 1 0 5235 0 CALIX INC COM 13100M509 317 21300 SH OTR 1 0 21300 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 1161 8367 SH OTR 1 0 8367 0 ALASKA COMMUNICATIONS SYS GR COM 01167P101 11 3800 SH SOLE 3800 0 0 CAPITAL ONE FINL CORP COM 14040H105 754 12047 SH SOLE 12047 0 0 DELUXE CORP COM 248019101 45 1900 SH SOLE 1900 0 0 SPIRIT AIRLS INC COM 848577102 205 11500 SH OTR 1 0 11500 0 CUTERA INC COM 232109108 35 2900 SH SOLE 2900 0 0 CBOE GLOBAL MARKETS INC COM 12503M108 1774 19013 SH OTR 1 0 19013 0 GENERAL DYNAMICS CORP COM 369550108 922 6166 SH SOLE 6166 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1985 11120 SH OTR 5 0 11120 0 TUTOR PERINI CORP COM 901109108 434 35600 SH OTR 1 0 35600 0 ZUMIEZ INC COM 989817101 159 5800 SH SOLE 5800 0 0 STEEL DYNAMICS INC COM 858119100 616 23595 SH SOLE 23595 0 0 REXFORD INDL RLTY INC COM 76169C100 323 7800 SH SOLE 7800 0 0 CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 87 140000 PRN SOLE 140000 0 0 EXXON MOBIL CORP COM 30231G102 28953 647428 SH OTR 1 0 647428 0 DENTSPLY SIRONA INC COM 24906P109 6619 150234 SH OTR 1 0 150234 0 INTUIT COM 461202103 862 2910 SH OTR 5 0 2910 0 AKAMAI TECHNOLOGIES INC COM 00971T101 959 8959 SH OTR 5 0 8959 0 BOSTON BEER INC CL A 100557107 590 1100 SH SOLE 1100 0 0 HARSCO CORP COM 415864107 112 8300 SH OTR 1 0 8300 0 OSI SYSTEMS INC NOTE 1.250% 9/0 671044AD7 84 87000 PRN SOLE 87000 0 0 EQUIFAX INC COM 294429105 2760 16058 SH OTR 1 0 16058 0 CONSTELLATION BRANDS INC CL A 21036P108 5043 28827 SH OTR 1 0 28827 0 UFP INDUSTRIES INC COM 90278Q108 723 14600 SH SOLE 14600 0 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 21679 22711000 PRN OTR 1 0 22711000 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 5467 5973000 PRN OTR 1 0 5973000 0 NEXTERA ENERGY INC COM 65339F101 3164 13176 SH SOLE 13176 0 0 FLOWSERVE CORP COM 34354P105 87 3051 SH SOLE 3051 0 0 UBER TECHNOLOGIES INC COM 90353T100 1122 36108 SH OTR 1 0 36108 0 GENERAC HLDGS INC COM 368736104 2292 18800 SH OTR 1 0 18800 0 SOUTHERN NATL BANCORP OF VA COM 843395104 346 35700 SH OTR 1 0 35700 0 BLACKROCK MUN TARGET TERM TR COM SHS BEN IN 09257P105 11429 480999 SH SOLE 480999 0 0 NORTHFIELD BANCORP INC DEL COM 66611T108 135 11700 SH OTR 1 0 11700 0 BLACKROCK MUNIHLDGS NJ QLTY COM 09254X101 2008 149958 SH OTR 1 0 149958 0 RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 1851 1769000 PRN SOLE 1769000 0 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 39 10400 SH OTR 1 0 10400 0 DARLING INGREDIENTS INC COM 237266101 298 12100 SH OTR 1 0 12100 0 PERKINELMER INC COM 714046109 284 2892 SH SOLE 2892 0 0 GLOBAL PMTS INC COM 37940X102 8530 50287 SH OTR 1 0 50287 0 WORKIVA INC COM CL A 98139A105 112 2100 SH SOLE 2100 0 0 BRIDGE BANCORP INC COM 108035106 1335 58464 SH OTR 1 0 58464 0 MOMENTA PHARMACEUTICALS INC COM 60877T100 2139 64286 SH OTR 1 0 64286 0 REGAL BELOIT CORP COM 758750103 7007 80240 SH OTR 1 0 80240 0 BEST BUY INC COM 086516101 1346 15420 SH SOLE 15420 0 0 INVESCO SR INCOME TR COM 46131H107 352 101634 SH SOLE 101634 0 0 AMAZON COM INC COM 023135106 10384 3764 SH OTR 5 0 3764 0 SQUARE INC CL A 852234103 115 1100 SH SOLE 1100 0 0 CELANESE CORP DEL COM 150870103 288 3341 SH SOLE 3341 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 365 255328 SH OTR 1 0 255328 0 BENCHMARK ELECTRS INC COM 08160H101 117 5400 SH SOLE 5400 0 0 CHEMOCENTRYX INC COM 16383L106 368 6400 SH SOLE 6400 0 0 SERVICE PPTYS TR COM SH BEN INT 81761L102 91 12800 SH SOLE 12800 0 0 DICKS SPORTING GOODS INC COM 253393102 2615 63369 SH OTR 1 0 63369 0 NATERA INC COM 632307104 1885 37800 SH OTR 1 0 37800 0 MOODYS CORP COM 615369105 1079 3929 SH OTR 5 0 3929 0 VULCAN MATLS CO COM 929160109 3475 29994 SH OTR 1 0 29994 0 GALLAGHER ARTHUR J & CO COM 363576109 2446 25093 SH OTR 1 0 25093 0 MACQUARIE INFRASTRUCTURE COR NOTE 2.000%10/0 55608BAB1 299 345000 PRN SOLE 345000 0 0 GALLAGHER ARTHUR J & CO COM 363576109 487 4995 SH SOLE 4995 0 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 746 1808000 PRN DFND 1 0 1808000 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 5302 125075 SH OTR 1 0 125075 0 VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 2 76 SH DFND 1 0 76 0 ARROW ELECTRS INC COM 042735100 574 8351 SH SOLE 8351 0 0 AMERIPRISE FINL INC COM 03076C106 16648 110957 SH OTR 1 0 110957 0 BOOKING HOLDINGS INC COM 09857L108 22353 14038 SH OTR 1 0 14038 0 SYSCO CORP COM 871829107 731 13376 SH SOLE 13376 0 0 OLD NATL BANCORP IND COM 680033107 219 15900 SH OTR 1 0 15900 0 AMALGAMATED BK NEW YORK N Y CLASS A 022663108 809 64000 SH OTR 1 0 64000 0 CABOT CORP COM 127055101 37 1000 SH SOLE 1000 0 0 TELADOC HEALTH INC COM 87918A105 1660 8700 SH OTR 1 0 8700 0 PACWEST BANCORP DEL COM 695263103 3474 176257 SH OTR 1 0 176257 0 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 2528 67300 SH OTR 1 0 67300 0 BLACKLINE INC COM 09239B109 282 3400 SH SOLE 3400 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 2769 194300 SH OTR 1 0 194300 0 MOHAWK INDS INC COM 608190104 165 1619 SH SOLE 1619 0 0 HILL ROM HLDGS INC COM 431475102 703 6407 SH SOLE 6407 0 0 RAYONIER INC COM 754907103 271 10912 SH OTR 1 0 10912 0 DENNYS CORP COM 24869P104 99 9800 SH SOLE 9800 0 0 WATERS CORP COM 941848103 1496 8295 SH OTR 1 0 8295 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 2732 2395000 PRN SOLE 2395000 0 0 STERLING CONSTRUCTION CO INC COM 859241101 25 2400 SH SOLE 2400 0 0 VOYA PRIME RATE TR SH BEN INT 92913A100 348 85512 SH SOLE 85512 0 0 OOMA INC COM 683416101 61 3700 SH SOLE 3700 0 0 AMAZON COM INC COM 023135106 36714 13308 SH SOLE 13308 0 0 EXTERRAN CORP COM 30227H106 312 57900 SH OTR 1 0 57900 0 RBB BANCORP COM 74930B105 85 6249 SH SOLE 6249 0 0 XPO LOGISTICS INC COM 983793100 6822 88306 SH OTR 1 0 88306 0 DEVON ENERGY CORP NEW COM 25179M103 9459 834114 SH OTR 1 0 834114 0 SPDR GOLD TR GOLD SHS 78463V107 29756 177786 SH OTR 1 0 177786 0 HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 70 12200 SH OTR 1 0 12200 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 1900 SH SOLE 1900 0 0 INFINERA CORP COM 45667G103 117 19700 SH OTR 1 0 19700 0 NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 57 2000 SH SOLE 2000 0 0 ON SEMICONDUCTOR CORP NOTE 1.625%10/1 682189AP0 395 325000 PRN OTR 5 0 325000 0 POLYONE CORP COM 73179P106 635 24200 SH SOLE 24200 0 0 FIFTH THIRD BANCORP COM 316773100 7504 389228 SH OTR 1 0 389228 0 MONSTER BEVERAGE CORP NEW COM 61174X109 698 10067 SH SOLE 10067 0 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 283 6600 SH SOLE 6600 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 8754 154988 SH OTR 1 0 154988 0 POTLATCHDELTIC CORPORATION COM 737630103 441 11600 SH SOLE 11600 0 0 SYNCHRONY FINANCIAL COM 87165B103 963 43468 SH SOLE 43468 0 0 JOHNSON OUTDOORS INC CL A 479167108 710 7800 SH OTR 1 0 7800 0 WILLIAMS COS INC COM 969457100 608 31948 SH SOLE 31948 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 7632 5378000 PRN SOLE 5378000 0 0 NETEASE INC SPONSORED ADS 64110W102 129 300 SH SOLE 300 0 0 ELECTRONIC ARTS INC COM 285512109 1326 10038 SH OTR 5 0 10038 0 BLACKROCK MUNIYIELD QUALITY COM 09254G108 2234 174928 SH SOLE 174928 0 0 COLLEGIUM PHARMACEUTICAL INC COM 19459J104 373 21300 SH SOLE 21300 0 0 WESTERN ASSET HIGH INCM OPP COM 95766K109 398 86150 SH SOLE 86150 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 375 18845 SH SOLE 18845 0 0 TALOS ENERGY INC COM 87484T108 57 6187 SH OTR 5 0 6187 0 RAMBUS INC DEL COM 750917106 1509 99300 SH OTR 1 0 99300 0 PURECYCLE CORP COM NEW 746228303 207 22500 SH OTR 1 0 22500 0 BRIDGEBIO PHARMA INC COM 10806X102 1412 43300 SH OTR 1 0 43300 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 95 150000 PRN SOLE 150000 0 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.125% 9/1 42330PAJ6 3906 4700000 PRN SOLE 4700000 0 0 ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 5327 4583000 PRN DFND 1 0 4583000 0 MACATAWA BK CORP COM 554225102 67 8600 SH OTR 1 0 8600 0 PRA HEALTH SCIENCES INC COM 69354M108 290 2981 SH SOLE 2981 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 9301 43119 SH OTR 1 0 43119 0 VICI PPTYS INC COM 925652109 220 10918 SH OTR 1 0 10918 0 UNUM GROUP COM 91529Y106 689 41531 SH SOLE 41531 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 733 8293 SH SOLE 8293 0 0 ENDURANCE INTL GROUP HLDGS I COM 29272B105 1865 462800 SH OTR 1 0 462800 0 UDR INC COM 902653104 1833 49034 SH OTR 1 0 49034 0 T-MOBILE US INC COM 872590104 1251 12016 SH SOLE 12016 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 129 9867 SH SOLE 9867 0 0 TELADOC HEALTH INC NOTE 1.375% 5/1 87918AAC9 10423 2919000 PRN SOLE 2919000 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 434 7166 SH SOLE 7166 0 0 BRIGHTCOVE INC COM 10921T101 25 3200 SH SOLE 3200 0 0 BROOKDALE SR LIVING INC COM 112463104 26 8900 SH SOLE 8900 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 584 9921 SH SOLE 9921 0 0 GARTNER INC COM 366651107 1447 11925 SH OTR 1 0 11925 0 JUNIPER NETWORKS INC COM 48203R104 220 9616 SH SOLE 9616 0 0 NOBLE ENERGY INC COM 655044105 101 11273 SH SOLE 11273 0 0 MOODYS CORP COM 615369105 1988 7236 SH SOLE 7236 0 0 ALASKA AIR GROUP INC COM 011659109 106 2916 SH SOLE 2916 0 0 APPLIED MATLS INC COM 038222105 2393 39594 SH SOLE 39594 0 0 APPLE INC COM 037833100 375703 1029888 SH OTR 1 0 1029888 0 COLONY STARWOOD HOMES NOTE 3.500% 1/1 19625XAB8 130 101000 PRN SOLE 101000 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 1684 173091 SH OTR 1 0 173091 0 PALO ALTO NETWORKS INC NOTE 0.750% 7/0 697435AD7 8045 7508000 PRN SOLE 7508000 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 2437 70423 SH OTR 1 0 70423 0 CIRRUS LOGIC INC COM 172755100 527 8533 SH SOLE 8533 0 0 GREAT SOUTHN BANCORP INC COM 390905107 178 4400 SH SOLE 4400 0 0 QUANTA SVCS INC COM 74762E102 131 3351 SH SOLE 3351 0 0 BLUEPRINT MEDICINES CORP COM 09627Y109 2244 28769 SH OTR 1 0 28769 0 METROPOLITAN BK HLDG CORP COM 591774104 291 9079 SH SOLE 9079 0 0 WESCO INTL INC COM 95082P105 4562 129942 SH OTR 1 0 129942 0 PATRICK INDS INC DBCV 1.000% 2/0 703343AB9 7713 7659000 PRN SOLE 7659000 0 0 IRONWOOD PHARMACEUTICALS INC DBCV 2.250% 6/1 46333XAD0 116 110000 PRN SOLE 110000 0 0 GILEAD SCIENCES INC COM 375558103 28110 365354 SH OTR 1 0 365354 0 CAMPBELL SOUP CO COM 134429109 1109 22338 SH OTR 1 0 22338 0 DELEK US HLDGS INC NEW COM 24665A103 31 1800 SH SOLE 1800 0 0 CACI INTL INC CL A 127190304 3 14 SH SOLE 14 0 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 245 2161 SH SOLE 2161 0 0 WESTERN ASSET HIGH INCM FD I COM 95766J102 388 62608 SH SOLE 62608 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 36 2600 SH SOLE 2600 0 0 NETFLIX INC COM 64110L106 40379 88738 SH OTR 1 0 88738 0 USANA HEALTH SCIENCES INC COM 90328M107 2210 30100 SH OTR 1 0 30100 0 NEOGEN CORP COM 640491106 466 6000 SH SOLE 6000 0 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 19591 317939 SH OTR 1 0 317939 0 INNOSPEC INC COM 45768S105 46 600 SH SOLE 600 0 0 ATRICURE INC COM 04963C209 175 3900 SH SOLE 3900 0 0 BOSTON SCIENTIFIC CORP COM 101137107 7657 218099 SH OTR 1 0 218099 0 MALIBU BOATS INC COM CL A 56117J100 447 8600 SH SOLE 8600 0 0 SITEONE LANDSCAPE SUPPLY INC COM 82982L103 114 1000 SH SOLE 1000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 57375 46854000 PRN OTR 1 0 46854000 0 CORVEL CORP COM 221006109 1326 18700 SH OTR 1 0 18700 0 NEUBERGER BRMAN NY MUNI FD I COM 64124K102 298 25745 SH SOLE 25745 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 56 400 SH SOLE 400 0 0 WATERSTONE FINL INC MD COM 94188P101 101 6800 SH SOLE 6800 0 0 KOSMOS ENERGY LTD COM 500688106 141 85022 SH SOLE 85022 0 0 PAYPAL HLDGS INC COM 70450Y103 6319 36268 SH SOLE 36268 0 0 ENCORE WIRE CORP COM 292562105 516 10579 SH SOLE 10579 0 0 WADDELL & REED FINL INC CL A 930059100 1683 108500 SH OTR 1 0 108500 0 STANLEY BLACK & DECKER INC COM 854502101 579 4156 SH SOLE 4156 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 299 16500 SH SOLE 16500 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 548 18624 SH SOLE 18624 0 0 TELADOC HEALTH INC COM 87918A105 401 2100 SH SOLE 2100 0 0 WILLIAMS SONOMA INC COM 969904101 2803 34179 SH OTR 1 0 34179 0 AMERICAN RLTY CAP PPTYS INC NOTE 3.750%12/1 02917TAB0 10129 10135000 PRN OTR 1 0 10135000 0 KNOLL INC COM NEW 498904200 279 22900 SH OTR 1 0 22900 0 ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 7346 28974 SH OTR 1 0 28974 0 ALPHABET INC CAP STK CL C 02079K107 102026 72174 SH OTR 1 0 72174 0 BANK NEW YORK MELLON CORP COM 064058100 951 24599 SH SOLE 24599 0 0 WYNN RESORTS LTD COM 983134107 955 12815 SH OTR 1 0 12815 0 ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 32 3100 SH SOLE 3100 0 0 AMERICAN HOMES 4 RENT CL A 02665T306 718 26673 SH OTR 1 0 26673 0 JACOBS ENGR GROUP INC COM 469814107 1480 17450 SH OTR 1 0 17450 0 UNITED AIRLS HLDGS INC COM 910047109 1165 33667 SH OTR 1 0 33667 0 MEDIFAST INC COM 58470H101 416 3000 SH SOLE 3000 0 0 NUANCE COMMUNICATIONS INC NOTE 1.250% 4/0 67020YAN0 2866 2048000 PRN SOLE 2048000 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 44 1800 SH SOLE 1800 0 0 LAUREATE EDUCATION INC CL A 518613203 121 12100 SH OTR 1 0 12100 0 MICRON TECHNOLOGY INC NOTE 3.125% 5/0 595112AX1 26476 5176000 PRN OTR 1 0 5176000 0 STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 26527 297200 SH OTR 1 0 297200 0 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 16436 9017000 PRN OTR 1 0 9017000 0 CVS HEALTH CORP COM 126650100 12627 194347 SH OTR 1 0 194347 0 FOSTER L B CO COM 350060109 144 11301 SH SOLE 11301 0 0 ISHARES TR MSCI SAUDI ARBIA 46434V423 1571 59696 SH OTR 1 0 59696 0 D R HORTON INC COM 23331A109 2626 47360 SH OTR 1 0 47360 0 GOLDMAN SACHS GROUP INC COM 38141G104 9254 46829 SH OTR 1 0 46829 0 AMPHASTAR PHARMACEUTICALS IN COM 03209R103 119 5300 SH SOLE 5300 0 0 INTUIT COM 461202103 23349 78831 SH OTR 1 0 78831 0 PERKINELMER INC COM 714046109 1441 14693 SH OTR 1 0 14693 0 AMERICAN ELEC PWR CO INC COM 025537101 6185 77664 SH OTR 1 0 77664 0 COCA COLA CO COM 191216100 4736 106000 SH SOLE 106000 0 0 BOOKING HOLDINGS INC COM 09857L108 252 158 SH OTR 5 0 158 0 SELECT MED HLDGS CORP COM 81619Q105 2301 156200 SH OTR 1 0 156200 0 EQUINIX INC COM 29444U700 832 1185 SH OTR 5 0 1185 0 NATIONAL OILWELL VARCO INC COM 637071101 112 9130 SH SOLE 9130 0 0 HORIZON BANCORP INC COM 440407104 126 11800 SH OTR 1 0 11800 0 AUTONATION INC COM 05329W102 5587 148664 SH OTR 1 0 148664 0 ASPEN TECHNOLOGY INC COM 045327103 0 0 SH SOLE 0 0 0 OGE ENERGY CORP COM 670837103 314 10348 SH SOLE 10348 0 0 ARES COML REAL ESTATE CORP COM 04013V108 851 93300 SH OTR 1 0 93300 0 MARKETAXESS HLDGS INC COM 57060D108 2513 5016 SH OTR 1 0 5016 0 OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 17 9200 SH OTR 1 0 9200 0 NORTHFIELD BANCORP INC DEL COM 66611T108 29 2500 SH SOLE 2500 0 0 LAS VEGAS SANDS CORP COM 517834107 3334 73212 SH OTR 1 0 73212 0 WESBANCO INC COM 950810101 307 15125 SH SOLE 15125 0 0 WESTERN UN CO COM 959802109 212 9809 SH SOLE 9809 0 0 NEXTIER OILFIELD SOLUTIONS COM 65290C105 752 306900 SH OTR 1 0 306900 0 PRA HEALTH SCIENCES INC COM 69354M108 14467 148702 SH OTR 1 0 148702 0 DUKE ENERGY CORP NEW COM NEW 26441C204 8754 109579 SH OTR 1 0 109579 0 DWS MUN INCOME TR COM 233368109 1345 124496 SH OTR 1 0 124496 0 RBB BANCORP COM 74930B105 397 29086 SH OTR 1 0 29086 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 40938 28356000 PRN OTR 1 0 28356000 0 SANMINA CORPORATION COM 801056102 527 21028 SH SOLE 21028 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 599 42000 SH SOLE 42000 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 434 2611 SH SOLE 2611 0 0 NEWMARK GROUP INC CL A 65158N102 1337 275200 SH OTR 1 0 275200 0 RIVERVIEW BANCORP INC COM 769397100 242 42900 SH OTR 1 0 42900 0 FREEPORT-MCMORAN INC CL B 35671D857 2221 191988 SH OTR 1 0 191988 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 17774 16857000 PRN OTR 1 0 16857000 0 HOST HOTELS & RESORTS INC COM 44107P104 210 19453 SH SOLE 19453 0 0 SVB FINANCIAL GROUP COM 78486Q101 216 1003 SH OTR 5 0 1003 0 STRYKER CORPORATION COM 863667101 1518 8427 SH SOLE 8427 0 0 ISHARES GOLD TRUST ISHARES 464285105 0 0 SH SOLE 0 0 0 TRISTATE CAP HLDGS INC COM 89678F100 298 19000 SH OTR 1 0 19000 0 BLACKROCK MUNI INTER DR FD I COM 09253X102 18451 1337027 SH SOLE 1337027 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 80 2610 SH SOLE 2610 0 0 FLUENT INC COM 34380C102 20 11100 SH SOLE 11100 0 0 PRA HEALTH SCIENCES INC COM 69354M108 370 3804 SH OTR 5 0 3804 0 PS BUSINESS PKS INC CALIF COM 69360J107 305 2300 SH SOLE 2300 0 0 WABTEC COM 929740108 275 4781 SH SOLE 4781 0 0 OSI SYSTEMS INC COM 671044105 60 800 SH SOLE 800 0 0 OMNICOM GROUP INC COM 681919106 318 5827 SH SOLE 5827 0 0 PIONEER NAT RES CO COM 723787107 434 4442 SH SOLE 4442 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 19168 64341 SH OTR 1 0 64341 0 SQUARE INC NOTE 0.500% 5/1 852234AD5 5864 3936000 PRN SOLE 3936000 0 0 RINGCENTRAL INC CL A 76680R206 4583 16079 SH OTR 1 0 16079 0 CARRIER GLOBAL CORPORATION COM 14448C104 474 21346 SH SOLE 21346 0 0 INGREDION INC COM 457187102 133 1600 SH SOLE 1600 0 0 TEXTRON INC COM 883203101 860 26125 SH OTR 5 0 26125 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1420 17956 SH OTR 1 0 17956 0 UNION PAC CORP COM 907818108 3678 21754 SH SOLE 21754 0 0 CYRUSONE INC COM 23283R100 3003 41278 SH OTR 1 0 41278 0 CONMED CORP COM 207410101 598 8300 SH SOLE 8300 0 0 ROLLINS INC COM 775711104 791 18657 SH OTR 1 0 18657 0 DOLLAR GEN CORP NEW COM 256677105 31221 163881 SH OTR 1 0 163881 0 INTERFACE INC COM 458665304 1216 149400 SH OTR 1 0 149400 0 NEWMONT CORP COM 651639106 1506 24393 SH OTR 5 0 24393 0 KEURIG DR PEPPER INC COM 49271V100 0 0 SH SOLE 0 0 0 OGE ENERGY CORP COM 670837103 7696 253494 SH OTR 1 0 253494 0 AMKOR TECHNOLOGY INC COM 031652100 2708 220024 SH OTR 1 0 220024 0 DOVER CORP COM 260003108 360 3727 SH SOLE 3727 0 0 TG THERAPEUTICS INC COM 88322Q108 203 10400 SH SOLE 10400 0 0 DARDEN RESTAURANTS INC COM 237194105 954 12596 SH OTR 5 0 12596 0 FLIR SYS INC COM 302445101 128 3158 SH SOLE 3158 0 0 NUVEEN MICH QUALITY MUN INCO COM 670979103 4104 300000 SH SOLE 300000 0 0 LYDALL INC DEL COM 550819106 198 14600 SH SOLE 14600 0 0 SEALED AIR CORP NEW COM 81211K100 121 3676 SH SOLE 3676 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 2566 3185 SH OTR 1 0 3185 0 INSPERITY INC COM 45778Q107 1974 30500 SH OTR 1 0 30500 0 CHARLES RIV LABS INTL INC COM 159864107 2 13 SH OTR 5 0 13 0 NUVEEN NEW YORK AMT QLT MUNI COM 670656107 1288 100000 SH OTR 1 0 100000 0 COMCAST CORP NEW CL A 20030N101 5513 141434 SH SOLE 141434 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 9695 65115 SH OTR 1 0 65115 0 LAMB WESTON HLDGS INC COM 513272104 1234 19299 SH OTR 1 0 19299 0 PRIMORIS SVCS CORP COM 74164F103 50 2800 SH SOLE 2800 0 0 BOINGO WIRELESS INC NOTE 1.000%10/0 09739CAB8 11224 12576000 PRN OTR 1 0 12576000 0 LUMENTUM HLDGS INC COM 55024U109 155 1900 SH SOLE 1900 0 0 HAVERTY FURNITURE INC COM 419596101 179 11200 SH SOLE 11200 0 0 HMS HLDGS CORP COM 40425J101 444 13700 SH SOLE 13700 0 0 KENNAMETAL INC COM 489170100 40 1400 SH SOLE 1400 0 0 SLM CORP COM 78442P106 93 13201 SH SOLE 13201 0 0 MERITOR INC COM 59001K100 2416 122030 SH OTR 1 0 122030 0 CONAGRA BRANDS INC COM 205887102 2264 64367 SH OTR 1 0 64367 0 WALMART INC COM 931142103 2241 18708 SH OTR 5 0 18708 0 VISTRA ENERGY CORP COM 92840M102 320 13918 SH OTR 2 0 13918 0 APPIAN CORP CL A 03782L101 97 1900 SH SOLE 1900 0 0 SVMK INC COM 78489X103 1634 69400 SH OTR 1 0 69400 0 BK OF AMERICA CORP COM 060505104 49782 2096064 SH OTR 1 0 2096064 0 HERSHEY CO COM 427866108 7417 57222 SH OTR 1 0 57222 0 PACCAR INC COM 693718108 485 6479 SH OTR 5 0 6479 0 BOSTON PPTYS LTD PARTNERSHIP COM 101121101 389 4300 SH SOLE 4300 0 0 BLACKROCK LTD DURATION INC T COM SHS 09249W101 339 24358 SH SOLE 24358 0 0 BERRY CORP COM 08579X101 384 79500 SH SOLE 79500 0 0 CORNERSTONE ONDEMAND INC COM 21925Y103 2924 75819 SH OTR 1 0 75819 0 VOXX INTL CORP CL A 91829F104 122 21100 SH OTR 1 0 21100 0 RETROPHIN INC COM 761299106 286 14027 SH SOLE 14027 0 0 COCA COLA CO COM 191216100 28600 640109 SH OTR 1 0 640109 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 87 95000 PRN OTR 4 0 95000 0 FORTINET INC COM 34959E109 1139 8294 SH OTR 5 0 8294 0 ACUITY BRANDS INC COM 00508Y102 5243 54760 SH OTR 1 0 54760 0 OREILLY AUTOMOTIVE INC COM 67103H107 28206 66892 SH OTR 1 0 66892 0 APELLIS PHARMACEUTICALS INC COM 03753U106 1470 45000 SH OTR 1 0 45000 0 TESLA INC NOTE 2.000% 5/1 88160RAG6 1615 460000 PRN SOLE 460000 0 0 DENTSPLY SIRONA INC COM 24906P109 260 5909 SH SOLE 5909 0 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 8810 9065000 PRN SOLE 9065000 0 0 SLM CORP COM 78442P106 2334 331955 SH OTR 1 0 331955 0 CACI INTL INC CL A 127190304 50 230 SH OTR 5 0 230 0 SYNNEX CORP COM 87162W100 12449 103937 SH OTR 1 0 103937 0 STANLEY BLACK & DECKER INC COM 854502101 2862 20531 SH OTR 1 0 20531 0 INNOVIVA INC COM 45781M101 2452 175400 SH OTR 1 0 175400 0 QURATE RETAIL INC COM SER A 74915M100 190 20000 SH SOLE 20000 0 0 BOSTON PPTYS LTD PARTNERSHIP COM 101121101 2575 28491 SH OTR 1 0 28491 0 LEXINGTON REALTY TRUST COM 529043101 2121 201051 SH OTR 1 0 201051 0 AMERICAN HOMES 4 RENT CL A 02665T306 0 0 SH SOLE 0 0 0 WINMARK CORP COM 974250102 325 1900 SH OTR 1 0 1900 0 DAVITA INC COM 23918K108 662 8366 SH OTR 5 0 8366 0 MGIC INVT CORP WIS COM 552848103 4659 568862 SH OTR 1 0 568862 0 SABRA HEALTH CARE REIT INC COM 78573L106 284 19700 SH SOLE 19700 0 0 ACTIVISION BLIZZARD INC COM 00507V109 1842 24272 SH SOLE 24272 0 0 FORD MTR CO DEL COM 345370860 621 102103 SH SOLE 102103 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 109 4800 SH SOLE 4800 0 0 CRAWFORD & CO CL A 224633206 58 7400 SH SOLE 7400 0 0 COMERICA INC COM 200340107 118 3088 SH OTR 5 0 3088 0 NVR INC COM 62944T105 3 1 SH OTR 5 0 1 0 MICROSOFT CORP COM 594918104 409669 2013016 SH OTR 1 0 2013016 0 TESLA INC NOTE 1.250% 3/0 88160RAC5 17168 5725000 PRN SOLE 5725000 0 0 CATALENT INC COM 148806102 1035 14124 SH OTR 1 0 14124 0 WHIRLPOOL CORP COM 963320106 1088 8401 SH OTR 1 0 8401 0 EXTREME NETWORKS INC COM 30226D106 515 118600 SH OTR 1 0 118600 0 IPG PHOTONICS CORP COM 44980X109 788 4914 SH OTR 1 0 4914 0 BK OF AMERICA CORP 7.25%CNV PFD L 060505682 27815 20708 SH OTR 1 0 20708 0 ILLUMINA INC NOTE 8/1 452327AK5 22422 20459000 PRN OTR 1 0 20459000 0 GAMING & LEISURE PPTYS INC COM 36467J108 14 410 SH SOLE 410 0 0 CYRUSONE INC COM 23283R100 131 1800 SH SOLE 1800 0 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 652 63634 SH OTR 1 0 63634 0 NORTONLIFELOCK INC COM 668771108 295 14864 SH SOLE 14864 0 0 SERVICENOW INC NOTE 6/0 81762PAC6 29904 9973000 PRN OTR 1 0 9973000 0 COMFORT SYS USA INC COM 199908104 591 14500 SH SOLE 14500 0 0 EDITAS MEDICINE INC COM 28106W103 1791 60534 SH OTR 1 0 60534 0 GENMARK DIAGNOSTICS INC COM 372309104 127 8600 SH SOLE 8600 0 0 SPS COMMERCE INC COM 78463M107 703 9364 SH SOLE 9364 0 0 RCI HOSPITALITY HLDGS INC COM 74934Q108 1843 133000 SH OTR 1 0 133000 0 INGREDION INC COM 457187102 1445 17408 SH OTR 1 0 17408 0 FIRST AMERN FINL CORP COM 31847R102 12 242 SH OTR 5 0 242 0 SOUTHERN COPPER CORP COM 84265V105 1175 29543 SH OTR 1 0 29543 0 AMERIPRISE FINL INC COM 03076C106 1058 7052 SH OTR 5 0 7052 0 REALTY INCOME CORP COM 756109104 544 9141 SH SOLE 9141 0 0 ALPHABET INC CAP STK CL A 02079K305 2903 2047 SH OTR 5 0 2047 0 LIFE STORAGE INC COM 53223X107 2237 23556 SH OTR 1 0 23556 0 FIRST NORTHWEST BANCORP COM 335834107 329 26500 SH OTR 1 0 26500 0 INDEPENDENT BANK CORP MASS COM 453836108 188 2800 SH OTR 1 0 2800 0 FIBROGEN INC COM 31572Q808 2317 57166 SH OTR 1 0 57166 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 578 17100 SH SOLE 17100 0 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 3157 40249 SH OTR 1 0 40249 0 NATIONAL HEALTH INVS INC COM 63633D104 407 6700 SH SOLE 6700 0 0 WYNN RESORTS LTD COM 983134107 200 2685 SH SOLE 2685 0 0 ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 148 14400 SH OTR 1 0 14400 0 PROPETRO HLDG CORP COM 74347M108 1208 235000 SH OTR 1 0 235000 0 SPLUNK INC NOTE 0.500% 9/1 848637AC8 12412 8597000 PRN SOLE 8597000 0 0 STEPAN CO COM 858586100 2894 29800 SH OTR 1 0 29800 0 TRUSTCO BK CORP N Y COM 898349105 99 15700 SH SOLE 15700 0 0 MORGAN STANLEY COM NEW 617446448 8680 179713 SH OTR 1 0 179713 0 HILL ROM HLDGS INC COM 431475102 12097 110192 SH OTR 1 0 110192 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 15474 50182 SH SOLE 50182 0 0 TELEFLEX INCORPORATED COM 879369106 17505 48092 SH OTR 1 0 48092 0 ATLAS AIR WORLDWIDE HLDGS IN NOTE 2.250% 6/0 049164BH8 6178 6472000 PRN SOLE 6472000 0 0 PACIRA BIOSCIENCES NOTE 2.375% 4/0 695127AD2 15885 14524000 PRN OTR 1 0 14524000 0 ZIONS BANCORPORATION N A COM 989701107 134 3936 SH SOLE 3936 0 0 HOLLYFRONTIER CORP COM 436106108 814 27872 SH OTR 5 0 27872 0 PACKAGING CORP AMER COM 695156109 1249 12519 SH OTR 1 0 12519 0 SEALED AIR CORP NEW COM 81211K100 673 20495 SH OTR 1 0 20495 0 DARDEN RESTAURANTS INC COM 237194105 880 11620 SH SOLE 11620 0 0 CAPITAL ONE FINL CORP COM 14040H105 4877 77924 SH OTR 1 0 77924 0 PFSWEB INC COM NEW 717098206 174 26000 SH OTR 1 0 26000 0 ABBOTT LABS COM 002824100 784 8577 SH OTR 5 0 8577 0 NICE LTD SPONSORED ADR 653656108 7697 40674 SH OTR 1 0 40674 0 COSTCO WHSL CORP NEW COM 22160K105 1636 5397 SH OTR 5 0 5397 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 10569 4626000 PRN DFND 1 0 4626000 0 AMERICAN EXPRESS CO COM 025816109 12190 128046 SH OTR 1 0 128046 0 SALLY BEAUTY HLDGS INC COM 79546E104 35 2800 SH SOLE 2800 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 55 500 SH SOLE 500 0 0 DISNEY WALT CO COM DISNEY 254687106 5965 53493 SH SOLE 53493 0 0 ROCKWELL AUTOMATION INC COM 773903109 3296 15474 SH OTR 1 0 15474 0 CAVCO INDS INC DEL COM 149568107 386 2000 SH SOLE 2000 0 0 VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 87 95000 PRN SOLE 95000 0 0 AXCELIS TECHNOLOGIES INC COM NEW 054540208 549 19700 SH SOLE 19700 0 0 DIAMONDBACK ENERGY INC COM 25278X109 903 21591 SH OTR 1 0 21591 0 MODINE MFG CO COM 607828100 56 10200 SH SOLE 10200 0 0 APOGEE ENTERPRISES INC COM 037598109 113 4900 SH SOLE 4900 0 0 MGM RESORTS INTERNATIONAL COM 552953101 230 13686 SH SOLE 13686 0 0 ANSYS INC COM 03662Q105 658 2255 SH SOLE 2255 0 0 ENSIGN GROUP INC COM 29358P101 126 3000 SH SOLE 3000 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 378 32500 SH SOLE 32500 0 0 GILEAD SCIENCES INC COM 375558103 3143 40853 SH SOLE 40853 0 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 406 21300 SH SOLE 21300 0 0 INSULET CORP COM 45784P101 19 100 SH SOLE 100 0 0 VAREX IMAGING CORP COM 92214X106 165 10900 SH SOLE 10900 0 0 ZUMIEZ INC COM 989817101 742 27100 SH OTR 1 0 27100 0 QUALCOMM INC COM 747525103 40023 438801 SH OTR 1 0 438801 0 BLACKROCK MUNIHLDNGS CALI QL COM 09254L107 10790 763594 SH SOLE 763594 0 0 RINGCENTRAL INC CL A 76680R206 114 400 SH SOLE 400 0 0 COMMUNITY BK SYS INC COM 203607106 462 8100 SH OTR 1 0 8100 0 FIRST LONG IS CORP COM 320734106 764 46785 SH OTR 1 0 46785 0 MERITAGE HOMES CORP COM 59001A102 3281 43100 SH OTR 1 0 43100 0 360 FINANCE INC ADS 88557W101 442 41300 SH OTR 1 0 41300 0 VISHAY PRECISION GROUP INC COM 92835K103 86 3500 SH SOLE 3500 0 0 FEDEX CORP COM 31428X106 895 6385 SH SOLE 6385 0 0 REPLIGEN CORP COM 759916109 630 5100 SH OTR 1 0 5100 0 WORKDAY INC CL A 98138H101 94 500 SH SOLE 500 0 0 CARDINAL HEALTH INC COM 14149Y108 1085 20792 SH SOLE 20792 0 0 ADVANCED ENERGY INDS COM 007973100 2629 38775 SH OTR 1 0 38775 0 ALLIED MOTION TECHNOLOGIES I COM 019330109 374 10600 SH OTR 1 0 10600 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 1504 197900 SH OTR 1 0 197900 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 103 75000 PRN OTR 4 0 75000 0 BIOGEN INC COM 09062X103 1522 5687 SH SOLE 5687 0 0 NICE SYS INC NOTE 1.250% 1/1 65366HAB9 73497 32099000 PRN OTR 1 0 32099000 0 FATE THERAPEUTICS INC COM 31189P102 336 9800 SH SOLE 9800 0 0 EMCOR GROUP INC COM 29084Q100 3320 50200 SH OTR 1 0 50200 0 FAIR ISAAC CORP COM 303250104 12808 30638 SH OTR 1 0 30638 0 WESCO INTL INC COM 95082P105 575 16369 SH SOLE 16369 0 0 METLIFE INC COM 59156R108 7816 214018 SH OTR 1 0 214018 0 GMS INC COM 36251C103 1082 44000 SH OTR 1 0 44000 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 230 9300 SH OTR 1 0 9300 0 SEMPRA ENERGY COM 816851109 5923 50523 SH OTR 1 0 50523 0 AUTOZONE INC COM 053332102 17789 15769 SH OTR 1 0 15769 0 EXPEDIA GROUP INC COM NEW 30212P303 1489 18114 SH OTR 1 0 18114 0 FISERV INC COM 337738108 1373 14060 SH SOLE 14060 0 0 APOGEE ENTERPRISES INC COM 037598109 516 22400 SH OTR 1 0 22400 0 SALESFORCE COM INC COM 79466L302 5099 27220 SH SOLE 27220 0 0 FLUENT INC COM 34380C102 92 51700 SH OTR 1 0 51700 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 166 24100 SH SOLE 24100 0 0 VENTAS INC COM 92276F100 362 9893 SH SOLE 9893 0 0 ASSURANT INC COM 04621X108 837 8100 SH OTR 1 0 8100 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 8658 3490000 PRN DFND 1 0 3490000 0 REGENERON PHARMACEUTICALS COM 75886F107 2010 3223 SH SOLE 3223 0 0 NEWMARK GROUP INC CL A 65158N102 289 59500 SH SOLE 59500 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 174 9276 SH SOLE 9276 0 0 FACEBOOK INC CL A 30303M102 153579 676350 SH OTR 1 0 676350 0 SANFILIPPO JOHN B & SON INC COM 800422107 213 2500 SH SOLE 2500 0 0 NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 6093 124800 SH SOLE 124800 0 0 ALLAKOS INC COM 01671P100 230 3200 SH SOLE 3200 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 413 5200 SH OTR 1 0 5200 0 INGERSOLL RAND INC COM 45687V106 1291 45897 SH OTR 1 0 45897 0 FIRST AMERN FINL CORP COM 31847R102 3 57 SH SOLE 57 0 0 PLURALSIGHT INC NOTE 0.375% 3/0 72941BAB2 133 150000 PRN SOLE 150000 0 0 GAP INC COM 364760108 63 4974 SH SOLE 4974 0 0 GENERAL MLS INC COM 370334104 988 16021 SH SOLE 16021 0 0 8X8 INC NEW NOTE 0.500% 2/0 282914AB6 45 50000 PRN SOLE 50000 0 0 QUEST DIAGNOSTICS INC COM 74834L100 2030 17809 SH OTR 1 0 17809 0 AUTOMATIC DATA PROCESSING IN COM 053015103 1690 11353 SH SOLE 11353 0 0 ATLANTIC CAP BANCSHARES INC COM 048269203 45 3700 SH SOLE 3700 0 0 CIGNA CORP NEW COM 125523100 10845 57796 SH OTR 1 0 57796 0 ILLUMINA INC COM 452327109 7254 19587 SH OTR 1 0 19587 0 SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 35 29000 PRN OTR 4 0 29000 0 S&P GLOBAL INC COM 78409V104 3006 9122 SH SOLE 9122 0 0 HEALTHEQUITY INC COM 42226A107 346 5900 SH SOLE 5900 0 0 KRATON CORPORATION COM 50077C106 1116 64600 SH OTR 1 0 64600 0 INDEXIQ ETF TR LNG SHT TRACK 45409B305 5140 225725 SH OTR 3 0 225725 0 BOYD GAMING CORP COM 103304101 512 24500 SH OTR 1 0 24500 0 ELDORADO RESORTS INC COM 28470R102 56 1400 SH SOLE 1400 0 0 BROWN FORMAN CORP CL B 115637209 1535 24111 SH OTR 1 0 24111 0 MOSAIC CO NEW COM 61945C103 587 46961 SH OTR 1 0 46961 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 3712 31100 SH OTR 1 0 31100 0 FOX CORP CL A COM 35137L105 258 9626 SH SOLE 9626 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 686 6510 SH SOLE 6510 0 0 MILLER INDS INC TENN COM NEW 600551204 86 2896 SH SOLE 2896 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 543 7397 SH SOLE 7397 0 0 ROPER TECHNOLOGIES INC COM 776696106 1080 2781 SH SOLE 2781 0 0 UDR INC COM 902653104 334 8935 SH SOLE 8935 0 0 CLOUDERA INC COM 18914U100 179 14100 SH SOLE 14100 0 0 ORION ENERGY SYSTEMS INC COM 686275108 275 79500 SH OTR 1 0 79500 0 SCHLUMBERGER LTD COM 806857108 4399 239190 SH OTR 1 0 239190 0 SUPER MICRO COMPUTER INC COM 86800U104 355 12500 SH SOLE 12500 0 0 FIRST BANCORP P R COM NEW 318672706 17 3000 SH SOLE 3000 0 0 JPMORGAN CHASE & CO COM 46625H100 7694 81798 SH SOLE 81798 0 0 LTC PPTYS INC COM 502175102 738 19600 SH OTR 1 0 19600 0 KINDER MORGAN INC DEL COM 49456B101 813 53612 SH SOLE 53612 0 0 HELMERICH & PAYNE INC COM 423452101 408 20916 SH OTR 1 0 20916 0 ALLIED MOTION TECHNOLOGIES I COM 019330109 81 2300 SH SOLE 2300 0 0 PROVIDENT FINL SVCS INC COM 74386T105 2338 161800 SH OTR 1 0 161800 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 45 18000 PRN SOLE 18000 0 0 NORFOLK SOUTHERN CORP COM 655844108 507 2888 SH OTR 5 0 2888 0 PTC THERAPEUTICS INC COM 69366J200 1942 38283 SH OTR 1 0 38283 0 BLACKROCK N Y MUN INCOME TR SH BEN INT 09248L106 1449 107251 SH SOLE 107251 0 0 AVAYA HLDGS CORP COM 05351X101 502 40640 SH SOLE 40640 0 0 AIR TRANSPORT SERVICES GRP I NOTE 1.125%10/1 00922RAB1 62 65000 PRN SOLE 65000 0 0 SHERWIN WILLIAMS CO COM 824348106 6990 12097 SH OTR 1 0 12097 0 GENERAL ELECTRIC CO COM 369604103 8942 1309273 SH OTR 1 0 1309273 0 CLEAN HARBORS INC COM 184496107 6801 113380 SH OTR 1 0 113380 0 ARCBEST CORP COM 03937C105 570 21500 SH SOLE 21500 0 0 CUMMINS INC COM 231021106 1139 6572 SH OTR 5 0 6572 0 MICRON TECHNOLOGY INC COM 595112103 8813 171063 SH OTR 1 0 171063 0 TERRENO RLTY CORP COM 88146M101 411 7800 SH SOLE 7800 0 0 EVERSOURCE ENERGY COM 30040W108 732 8796 SH SOLE 8796 0 0 SERVICENOW INC NOTE 6/0 81762PAC6 201 67000 PRN OTR 4 0 67000 0 INTL PAPER CO COM 460146103 400 11348 SH SOLE 11348 0 0 21VIANET GROUP INC SPONSORED ADS A 90138A103 530 22200 SH OTR 1 0 22200 0 TWILIO INC CL A 90138F102 88 400 SH SOLE 400 0 0 SHARPS COMPLIANCE CORP COM 820017101 205 29100 SH OTR 1 0 29100 0 FIRST MIDWEST BANCORP DEL COM 320867104 53 4000 SH SOLE 4000 0 0 CORELOGIC INC COM 21871D103 16168 240528 SH OTR 1 0 240528 0 FRONT YD RESIDENTIAL CORP COM 35904G107 177 20400 SH SOLE 20400 0 0 HALLMARK FINL SVCS INC EC COM NEW 40624Q203 275 78668 SH OTR 1 0 78668 0 INTERPUBLIC GROUP COS INC COM 460690100 156 9085 SH SOLE 9085 0 0 TPI COMPOSITES INC COM 87266J104 1161 49700 SH OTR 1 0 49700 0 AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 7773 4857000 PRN DFND 1 0 4857000 0 HIBBETT SPORTS INC COM 428567101 232 11100 SH OTR 1 0 11100 0 EQUINIX INC COM 29444U700 22910 32622 SH OTR 1 0 32622 0 PREFORMED LINE PRODS CO COM 740444104 218 4367 SH OTR 1 0 4367 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 48729 52902000 PRN OTR 1 0 52902000 0 FIRST INDL RLTY TR INC COM 32054K103 1630 42400 SH OTR 1 0 42400 0 CHEMBIO DIAGNOSTICS INC COM NEW 163572209 176 54200 SH OTR 1 0 54200 0 PPG INDS INC COM 693506107 664 6264 SH SOLE 6264 0 0 TERRENO RLTY CORP COM 88146M101 1911 36300 SH OTR 1 0 36300 0 ARCHER DANIELS MIDLAND CO COM 039483102 2946 73825 SH OTR 1 0 73825 0 EQUIFAX INC COM 294429105 560 3258 SH SOLE 3258 0 0 CHANNELADVISOR CORP COM 159179100 540 34100 SH OTR 1 0 34100 0 BLUEGREEN VACATIONS CORP COM 09629F108 18 3300 SH SOLE 3300 0 0 EVOQUA WATER TECHNOLOGIES CO COM 30057T105 430 23100 SH OTR 1 0 23100 0 NMI HLDGS INC CL A 629209305 111 6900 SH SOLE 6900 0 0 GLOBAL WTR RES INC COM 379463102 147 13900 SH OTR 1 0 13900 0 ALLIANT ENERGY CORP COM 018802108 1562 32655 SH OTR 1 0 32655 0 DROPBOX INC CL A 26210C104 573 26329 SH SOLE 26329 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 13780 150434 SH OTR 1 0 150434 0 INVESCO PA VALUE MUN INC TR COM 46132K109 1609 135572 SH SOLE 135572 0 0 VISTRA ENERGY CORP COM 92840M102 7186 385921 SH OTR 1 0 385921 0 NORTHROP GRUMMAN CORP COM 666807102 1497 4870 SH SOLE 4870 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 4560 107300 SH SOLE 107300 0 0 CDW CORP COM 12514G108 8368 72030 SH OTR 1 0 72030 0 ALLAKOS INC COM 01671P100 1064 14800 SH OTR 1 0 14800 0 ZENDESK INC COM 98936J101 2050 23153 SH OTR 1 0 23153 0 TREX CO INC COM 89531P105 637 4900 SH OTR 1 0 4900 0 SPARTANNASH CO COM 847215100 540 25400 SH SOLE 25400 0 0 ATARA BIOTHERAPEUTICS INC COM 046513107 1157 79439 SH OTR 1 0 79439 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 92 100000 PRN OTR 5 0 100000 0 PAPA JOHNS INTL INC COM 698813102 318 4000 SH SOLE 4000 0 0 GLACIER BANCORP INC NEW COM 37637Q105 145 4100 SH SOLE 4100 0 0 FOOT LOCKER INC COM 344849104 273 9354 SH OTR 1 0 9354 0 WORLD FUEL SVCS CORP COM 981475106 2633 102200 SH OTR 1 0 102200 0 COTY INC COM CL A 222070203 31 7024 SH SOLE 7024 0 0 COMMUNITY HEALTHCARE TR INC COM 20369C106 928 22700 SH OTR 1 0 22700 0 AMERICAN EXPRESS CO COM 025816109 477 5011 SH OTR 5 0 5011 0 PAYCHEX INC COM 704326107 3206 42323 SH OTR 1 0 42323 0 VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 29 29000 PRN SOLE 29000 0 0 CERNER CORP COM 156782104 790 11529 SH SOLE 11529 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 204 25000 SH SOLE 25000 0 0 INFINERA CORP COM 45667G103 27 4500 SH SOLE 4500 0 0 ARCBEST CORP COM 03937C105 2630 99200 SH OTR 1 0 99200 0 PENN VA CORP COM 70788V102 99 10400 SH SOLE 10400 0 0 CLEVELAND CLIFFS INC DBCV 1.500% 1/1 185899AA9 2402 2638000 PRN DFND 1 0 2638000 0 SCHNEIDER NATIONAL INC CL B 80689H102 618 25066 SH SOLE 25066 0 0 AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 120 75000 PRN OTR 4 0 75000 0 INTUIT COM 461202103 2306 7787 SH SOLE 7787 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 250 6026 SH SOLE 6026 0 0 NEXTGEN HEALTHCARE INC COM 65343C102 237 21600 SH OTR 1 0 21600 0 ENSIGN GROUP INC COM 29358P101 586 14000 SH OTR 1 0 14000 0 HENRY JACK & ASSOC INC COM 426281101 1877 10198 SH OTR 1 0 10198 0 CF INDS HLDGS INC COM 125269100 142 5051 SH OTR 5 0 5051 0 AMERICAN WOODMARK CORPORATIO COM 030506109 45 600 SH SOLE 600 0 0 ARES CAPITAL CORP NOTE 3.750% 2/0 04010LAT0 2040 2068000 PRN SOLE 2068000 0 0 CATALENT INC COM 148806102 37 500 SH SOLE 500 0 0 QORVO INC COM 74736K101 1001 9059 SH SOLE 9059 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 2178 35941 SH OTR 1 0 35941 0 BRIGHTHOUSE FINL INC COM 10922N103 3057 109880 SH OTR 1 0 109880 0 BK OF AMERICA CORP COM 060505104 1546 65092 SH OTR 5 0 65092 0 EXELIXIS INC COM 30161Q104 932 39240 SH OTR 5 0 39240 0 FIFTH THIRD BANCORP COM 316773100 532 27613 SH SOLE 27613 0 0 MCCORMICK & CO INC COM NON VTG 579780206 2950 16443 SH OTR 1 0 16443 0 CENTERPOINT ENERGY INC COM 15189T107 4473 239570 SH OTR 1 0 239570 0 SEMPRA ENERGY COM 816851109 886 7557 SH SOLE 7557 0 0 SMARTFINANCIAL INC COM NEW 83190L208 317 19564 SH OTR 1 0 19564 0 CYBEROPTICS CORP COM 232517102 651 20200 SH OTR 1 0 20200 0 EVERBRIDGE INC COM 29978A104 111 800 SH SOLE 800 0 0 LANNET INC COM 516012101 67 9200 SH SOLE 9200 0 0 AMAZON COM INC COM 023135106 309893 112328 SH OTR 1 0 112328 0 ROBERT HALF INTL INC COM 770323103 144 2720 SH SOLE 2720 0 0 SYNAPTICS INC COM 87157D109 399 6636 SH SOLE 6636 0 0 KIMBERLY CLARK CORP COM 494368103 524 3707 SH OTR 5 0 3707 0 COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 5328 2923000 PRN SOLE 2923000 0 0 MIDWESTONE FINL GROUP INC NE COM 598511103 466 23303 SH OTR 1 0 23303 0 MERCHANTS BANCORP IND COM 58844R108 294 15900 SH SOLE 15900 0 0 TRUSTCO BK CORP N Y COM 898349105 454 71700 SH OTR 1 0 71700 0 EDITAS MEDICINE INC COM 28106W103 390 13192 SH SOLE 13192 0 0 LENDINGTREE INC NEW NOTE 0.625% 6/0 52603BAA5 2905 1932000 PRN SOLE 1932000 0 0 UNITED PARCEL SERVICE INC CL B 911312106 11384 102392 SH OTR 1 0 102392 0 TEGNA INC COM 87901J105 211 18900 SH SOLE 18900 0 0 LKQ CORP COM 501889208 247 9433 SH SOLE 9433 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 1758 151200 SH OTR 1 0 151200 0 UNITEDHEALTH GROUP INC COM 91324P102 80431 272694 SH OTR 1 0 272694 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 15498 272994 SH SOLE 272994 0 0 RITE AID CORP COM 767754872 206 12100 SH OTR 1 0 12100 0 INDEXIQ ETF TR LNG SHT TRACK 45409B305 0 0 SH SOLE 0 0 0 TALOS ENERGY INC COM 87484T108 6025 654873 SH SOLE 654873 0 0 BRIDGEBIO PHARMA INC COM 10806X102 307 9400 SH SOLE 9400 0 0 NEWPARK RES INC NOTE 4.000%12/0 651718AE8 11534 12861000 PRN OTR 1 0 12861000 0 NEUROCRINE BIOSCIENCES INC NOTE 2.250% 5/1 64125CAD1 7386 4442000 PRN DFND 1 0 4442000 0 CATHAY GEN BANCORP COM 149150104 1078 41000 SH OTR 1 0 41000 0 PRICE T ROWE GROUP INC COM 74144T108 874 7076 SH SOLE 7076 0 0 EASTGROUP PPTY INC COM 277276101 297 2500 SH SOLE 2500 0 0 TWITTER INC NOTE 0.250% 6/1 90184LAF9 260 275000 PRN SOLE 275000 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 1965 41200 SH OTR 1 0 41200 0 LKQ CORP COM 501889208 832 31742 SH OTR 5 0 31742 0 JOHNSON & JOHNSON COM 478160104 3962 28176 SH OTR 5 0 28176 0 SENECA FOODS CORP NEW CL A 817070501 1094 32367 SH OTR 1 0 32367 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 212 3311 SH SOLE 3311 0 0 BAKER HUGHES COMPANY CL A 05722G100 1322 85917 SH OTR 1 0 85917 0 ZYNGA INC CL A 98986T108 0 0 SH SOLE 0 0 0 BRINKER INTL INC COM 109641100 230 9600 SH SOLE 9600 0 0 USANA HEALTH SCIENCES INC COM 90328M107 470 6400 SH SOLE 6400 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 785 41908 SH OTR 1 0 41908 0 ADT INC DEL COM 00090Q103 0 0 SH SOLE 0 0 0 NEWS CORP NEW CL B 65249B208 62 5184 SH SOLE 5184 0 0 MSC INDL DIRECT INC CL A 553530106 299 4102 SH SOLE 4102 0 0 LAS VEGAS SANDS CORP COM 517834107 418 9177 SH SOLE 9177 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 2751 132900 SH OTR 1 0 132900 0 MILLER HERMAN INC COM 600544100 2103 89057 SH OTR 1 0 89057 0 PURPLE INNOVATION INC COM 74640Y106 765 42500 SH OTR 1 0 42500 0 INDEXIQ ACTIVE ETF TR IQ ULTR SHT DU 45409F819 0 0 SH SOLE 0 0 0 LIMELIGHT NETWORKS INC COM 53261M104 3210 436200 SH OTR 1 0 436200 0 ENDURANCE INTL GROUP HLDGS I COM 29272B105 403 100100 SH SOLE 100100 0 0 MARKETAXESS HLDGS INC COM 57060D108 498 994 SH SOLE 994 0 0 CACI INTL INC CL A 127190304 5648 26040 SH OTR 1 0 26040 0 SITEONE LANDSCAPE SUPPLY INC COM 82982L103 513 4500 SH OTR 1 0 4500 0 PETMED EXPRESS INC COM 716382106 2395 67200 SH OTR 1 0 67200 0 MYOKARDIA INC COM 62857M105 792 8200 SH OTR 1 0 8200 0 WW INTL INC COM 98262P101 152 6000 SH SOLE 6000 0 0 AMERICAN AIRLS GROUP INC NOTE 6.500% 7/0 02376RAF9 10709 11330000 PRN OTR 1 0 11330000 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 434 3110 SH SOLE 3110 0 0 CLEARWAY ENERGY INC CL C 18539C204 74 3200 SH SOLE 3200 0 0 ISHARES GOLD TRUST ISHARES 464285105 31584 1859000 SH OTR 1 0 1859000 0 EVERGY INC COM 30034W106 998 16834 SH OTR 5 0 16834 0 LANNET INC COM 516012101 298 41100 SH OTR 1 0 41100 0 RED ROCK RESORTS INC CL A 75700L108 272 24900 SH SOLE 24900 0 0 ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 587 90000 PRN SOLE 90000 0 0 LINCOLN NATL CORP IND COM 534187109 947 25745 SH OTR 1 0 25745 0 AVALONBAY CMNTYS INC COM 053484101 18 117 SH OTR 5 0 117 0 MASCO CORP COM 574599106 1142 22743 SH OTR 5 0 22743 0 SCHNITZER STL INDS CL A 806882106 51 2900 SH SOLE 2900 0 0 V F CORP COM 918204108 517 8477 SH SOLE 8477 0 0 Q2 HLDGS INC NOTE 0.750% 6/0 74736LAD1 8206 7195000 PRN OTR 1 0 7195000 0 LUMINEX CORP DEL COM 55027E102 1910 58700 SH OTR 1 0 58700 0 KAR AUCTION SVCS INC COM 48238T109 99 7200 SH SOLE 7200 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 4152 SH SOLE 4152 0 0 IDEX CORP COM 45167R104 330 2086 SH SOLE 2086 0 0 RAYMOND JAMES FINL INC COM 754730109 631 9168 SH OTR 5 0 9168 0 SELECT INTERIOR CONCEPTS INC CL A 816120307 66 18900 SH OTR 1 0 18900 0 MANTECH INTL CORP CL A 564563104 404 5900 SH SOLE 5900 0 0 WARRIOR MET COAL INC COM 93627C101 2087 135600 SH OTR 1 0 135600 0 SCHWAB CHARLES CORP COM 808513105 1027 30445 SH SOLE 30445 0 0 DAVITA INC COM 23918K108 14100 178165 SH OTR 1 0 178165 0 CORVEL CORP COM 221006109 284 4000 SH SOLE 4000 0 0 QTS RLTY TR INC COM CL A 74736A103 320 5000 SH SOLE 5000 0 0 TEXAS INSTRS INC COM 882508104 21 164 SH OTR 5 0 164 0 MCGRATH RENTCORP COM 580589109 491 9100 SH SOLE 9100 0 0 WELLS FARGO CO NEW COM 949746101 2807 109631 SH SOLE 109631 0 0 ZILLOW GROUP INC NOTE 2.000%12/0 98954MAB7 275 222000 PRN SOLE 222000 0 0 MUELLER INDS INC COM 624756102 579 21800 SH SOLE 21800 0 0 HP INC COM 40434L105 1480 84922 SH SOLE 84922 0 0 LILLY ELI & CO COM 532457108 25336 154320 SH OTR 1 0 154320 0 LOCKHEED MARTIN CORP COM 539830109 3171 8690 SH SOLE 8690 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 12445 86917 SH OTR 1 0 86917 0 LAMB WESTON HLDGS INC COM 513272104 256 4012 SH SOLE 4012 0 0 VECTRUS INC COM 92242T101 1661 33803 SH OTR 1 0 33803 0 BEST BUY INC COM 086516101 25996 297885 SH OTR 1 0 297885 0 LIONS GATE ENTMNT CORP CL B NON VTG 535919500 352 51552 SH SOLE 51552 0 0 NEWELL BRANDS INC COM 651229106 143 9020 SH SOLE 9020 0 0 HASBRO INC COM 418056107 256 3409 SH SOLE 3409 0 0 QUIDEL CORP COM 74838J101 805 3600 SH SOLE 3600 0 0 US FOODS HLDG CORP COM 912008109 1298 65804 SH OTR 1 0 65804 0 OSI SYSTEMS INC COM 671044105 261 3500 SH OTR 1 0 3500 0 UNDER ARMOUR INC CL C 904311206 30 3436 SH SOLE 3436 0 0 ELDORADO RESORTS INC COM 28470R102 264 6600 SH OTR 1 0 6600 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 296 26574 SH SOLE 26574 0 0 MDU RES GROUP INC COM 552690109 3335 150356 SH OTR 1 0 150356 0 NVR INC COM 62944T105 4843 1486 SH OTR 1 0 1486 0 J2 GLOBAL INC COM 48123V102 88 1400 SH SOLE 1400 0 0 QORVO INC COM 74736K101 12676 114688 SH OTR 1 0 114688 0 GLOBAL PMTS INC COM 37940X102 1285 7575 SH SOLE 7575 0 0 NETEASE INC SPONSORED ADS 64110W102 1503 3500 SH OTR 1 0 3500 0 AMERICAN ELEC PWR CO INC COM 025537101 1037 13023 SH SOLE 13023 0 0 TRUIST FINL CORP COM 89832Q109 992 26418 SH OTR 5 0 26418 0 TRIPADVISOR INC COM 896945201 1 45 SH SOLE 45 0 0 ONEOK INC NEW COM 682680103 1873 56369 SH OTR 1 0 56369 0 CORTEVA INC COM 22052L104 3749 139925 SH OTR 1 0 139925 0 ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 11604 11856000 PRN SOLE 11856000 0 0 ARCH RESOURCES INC CL A 03940R107 412 14500 SH OTR 1 0 14500 0 LPL FINL HLDGS INC COM 50212V100 14364 183219 SH OTR 1 0 183219 0 US BANCORP DEL COM NEW 902973304 7830 212669 SH OTR 1 0 212669 0 WEC ENERGY GROUP INC COM 92939U106 5299 60453 SH OTR 1 0 60453 0 GOLD RESOURCE CORP COM 38068T105 556 135346 SH OTR 1 0 135346 0 HELIX ENERGY SOLUTIONS GRP I NOTE 4.250% 5/0 42330PAH0 59 70000 PRN OTR 4 0 70000 0 ELECTRONIC ARTS INC COM 285512109 1645 12454 SH SOLE 12454 0 0 BECTON DICKINSON & CO COM 075887109 10365 43320 SH OTR 1 0 43320 0 CLEARWAY ENERGY INC CL A 18539C105 1554 74100 SH OTR 1 0 74100 0 APPLE INC COM 037833100 13556 37161 SH OTR 5 0 37161 0 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 811 9514 SH OTR 1 0 9514 0 ARES CAPITAL CORP NOTE 4.625% 3/0 04010LAW3 73 75000 PRN OTR 5 0 75000 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 4870 51299 SH OTR 1 0 51299 0 BLACKROCK NY MUN INCOME TR I COM 09249R102 880 64035 SH SOLE 64035 0 0 WABTEC COM 929740108 1387 24094 SH OTR 1 0 24094 0 PAYCOM SOFTWARE INC COM 70432V102 421 1359 SH SOLE 1359 0 0 LIBERTY MEDIA CORP DEL DEB 2.250% 9/3 531229AE2 55 115000 PRN SOLE 115000 0 0 FASTENAL CO COM 311900104 648 15126 SH SOLE 15126 0 0 MORGAN STANLEY COM NEW 617446448 1532 31714 SH SOLE 31714 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 11481 10910 SH OTR 1 0 10910 0 CITIGROUP INC COM NEW 172967424 58 1143 SH OTR 5 0 1143 0 EAST WEST BANCORP INC COM 27579R104 480 13240 SH OTR 5 0 13240 0 MANTECH INTL CORP CL A 564563104 1912 27910 SH OTR 1 0 27910 0 MASTERCARD INCORPORATED CL A 57636Q104 8529 28844 SH SOLE 28844 0 0 SAREPTA THERAPEUTICS INC DBCV 1.500%11/1 803607AB6 310 135000 PRN SOLE 135000 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 283404 999910 SH OTR 3 0 999910 0 INCYTE CORP COM 45337C102 819 7880 SH OTR 5 0 7880 0 ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 7915 7163000 PRN SOLE 7163000 0 0 AMPHENOL CORP NEW CL A 032095101 3807 39740 SH OTR 1 0 39740 0 NORFOLK SOUTHERN CORP COM 655844108 1217 6934 SH SOLE 6934 0 0 MCGRATH RENTCORP COM 580589109 2306 42700 SH OTR 1 0 42700 0 PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 2025 77092 SH OTR 1 0 77092 0 APARTMENT INVT & MGMT CO CL A 03748R754 143 3810 SH SOLE 3810 0 0 VERSO CORP CL A 92531L207 102 8500 SH SOLE 8500 0 0 DANAHER CORPORATION COM 235851102 2903 16418 SH SOLE 16418 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 1367 75500 SH OTR 1 0 75500 0 BANCORP INC DEL COM 05969A105 361 36851 SH SOLE 36851 0 0 WELBILT INC COM 949090104 82 13400 SH OTR 1 0 13400 0 CUSTOMERS BANCORP INC COM 23204G100 320 26583 SH SOLE 26583 0 0 CONCHO RES INC COM 20605P101 274 5312 SH SOLE 5312 0 0 ISHARES TR MSCI EAFE ETF 464287465 0 0 SH SOLE 0 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 135 1097 SH SOLE 1097 0 0 MICROSTRATEGY INC CL A NEW 594972408 2340 19778 SH OTR 1 0 19778 0 FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 14079 14262000 PRN SOLE 14262000 0 0 EVERSOURCE ENERGY COM 30040W108 4023 48310 SH OTR 1 0 48310 0 LENNAR CORP CL B 526057302 55 1200 SH SOLE 1200 0 0 COUPA SOFTWARE INC COM 22266L106 3734 13477 SH OTR 1 0 13477 0 COLGATE PALMOLIVE CO COM 194162103 1686 23015 SH SOLE 23015 0 0 DIAMONDBACK ENERGY INC COM 25278X109 180 4315 SH SOLE 4315 0 0 ARROW ELECTRS INC COM 042735100 887 12917 SH OTR 5 0 12917 0 VISHAY INTERTECHNOLOGY INC COM 928298108 171 11200 SH SOLE 11200 0 0 TESLA INC COM 88160R101 22902 21209 SH OTR 1 0 21209 0 NUVASIVE INC COM 670704105 2970 53354 SH OTR 1 0 53354 0 MARRIOTT VACTINS WORLDWID CO COM 57164Y107 66 800 SH SOLE 800 0 0 CONMED CORP COM 207410101 2757 38300 SH OTR 1 0 38300 0 FIRST INTERNET BK IND COM 320557101 186 11221 SH SOLE 11221 0 0 NVIDIA CORPORATION COM 67066G104 1425 3750 SH OTR 5 0 3750 0 NEWMONT CORP COM 651639106 22360 362167 SH OTR 1 0 362167 0 KLA CORP COM NEW 482480100 1449 7449 SH SOLE 7449 0 0 CISCO SYS INC COM 17275R102 5990 128421 SH SOLE 128421 0 0 HCA HEALTHCARE INC COM 40412C101 675 6956 SH SOLE 6956 0 0 HEALTHCARE RLTY TR COM 421946104 688 23500 SH OTR 1 0 23500 0 IES HLDGS INC COM 44951W106 526 22700 SH OTR 1 0 22700 0 TRANSOCEAN INC DEB 0.500% 1/3 893830BJ7 12 29000 PRN OTR 4 0 29000 0 FIVE9 INC COM 338307101 188 1700 SH SOLE 1700 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 686 34100 SH OTR 1 0 34100 0 SYNCHRONY FINANCIAL COM 87165B103 897 40485 SH OTR 5 0 40485 0 GLU MOBILE INC COM 379890106 2517 271500 SH OTR 1 0 271500 0 FEDNAT HLDG CO COM 31431B109 100 9000 SH SOLE 9000 0 0 WASTE MGMT INC DEL COM 94106L109 1065 10054 SH SOLE 10054 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 604 2027 SH OTR 5 0 2027 0 DOMINOS PIZZA INC COM 25754A201 21908 59300 SH OTR 1 0 59300 0 ALEXION PHARMACEUTICALS INC COM 015351109 11500 102455 SH OTR 1 0 102455 0 LANTHEUS HLDGS INC COM 516544103 352 24600 SH SOLE 24600 0 0 WATERSTONE FINL INC MD COM 94188P101 467 31500 SH OTR 1 0 31500 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 1488 23816 SH OTR 1 0 23816 0 PINDUODUO INC SPONSORED ADS 722304102 429 5000 SH OTR 1 0 5000 0 SPIRIT AIRLS INC COM 848577102 45 2500 SH SOLE 2500 0 0 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 143 13100 SH OTR 1 0 13100 0 FORMFACTOR INC COM 346375108 3218 109700 SH OTR 1 0 109700 0 YORK WTR CO COM 987184108 763 15900 SH OTR 1 0 15900 0 OFFICE DEPOT INC COM 676220106 1125 478565 SH OTR 1 0 478565 0 CHURCHILL DOWNS INC COM 171484108 93 700 SH SOLE 700 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 199 8200 SH OTR 1 0 8200 0 ILLUMINA INC COM 452327109 1441 3890 SH SOLE 3890 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 339 23400 SH SOLE 23400 0 0 BROADMARK RLTY CAP INC COM 11135B100 90 9500 SH OTR 1 0 9500 0 LATTICE SEMICONDUCTOR CORP COM 518415104 264 9300 SH SOLE 9300 0 0 ORTHOFIX MED INC COM 68752M108 339 10600 SH SOLE 10600 0 0 UNDER ARMOUR INC CL C 904311206 227 25716 SH OTR 1 0 25716 0 EXELON CORP COM 30161N101 5646 155577 SH OTR 1 0 155577 0 OMNICOM GROUP INC COM 681919106 1577 28887 SH OTR 1 0 28887 0 SJW GROUP COM 784305104 360 5799 SH SOLE 5799 0 0 AIR PRODS & CHEMS INC COM 009158106 1385 5738 SH SOLE 5738 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 658 5509 SH SOLE 5509 0 0 DEERE & CO COM 244199105 7541 47985 SH OTR 1 0 47985 0 WORTHINGTON INDS INC COM 981811102 310 8300 SH SOLE 8300 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 16551 12757 SH SOLE 12757 0 0 COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 129 135000 PRN SOLE 135000 0 0 AMKOR TECHNOLOGY INC COM 031652100 587 47701 SH SOLE 47701 0 0 FLUSHING FINL CORP COM 343873105 1199 104053 SH OTR 1 0 104053 0 PLEXUS CORP COM 729132100 2216 31400 SH OTR 1 0 31400 0 DISH NETWORK CORPORATION NOTE 2.375% 3/1 25470MAD1 54625 60789000 PRN OTR 1 0 60789000 0 ALZA CORP SDCV 7/2 02261WAB5 21496 11091000 PRN SOLE 11091000 0 0 PENN VA CORP COM 70788V102 456 47800 SH OTR 1 0 47800 0 LOCKHEED MARTIN CORP COM 539830109 35161 96352 SH OTR 1 0 96352 0 INSMED INC COM PAR $.01 457669307 459 16654 SH SOLE 16654 0 0 ENTERGY CORP NEW COM 29364G103 659 7026 SH OTR 5 0 7026 0 AMERICAN NATL INS CO COM 028591105 584 8097 SH OTR 1 0 8097 0 WADDELL & REED FINL INC CL A 930059100 363 23400 SH SOLE 23400 0 0 TEXAS INSTRS INC COM 882508104 3064 24131 SH SOLE 24131 0 0 CASEYS GEN STORES INC COM 147528103 2573 17211 SH OTR 1 0 17211 0 WIDEOPENWEST INC COM 96758W101 178 33700 SH SOLE 33700 0 0 TIMKEN CO COM 887389104 534 11736 SH SOLE 11736 0 0 KB HOME COM 48666K109 485 15800 SH SOLE 15800 0 0 CENTURYLINK INC COM 156700106 270 26904 SH SOLE 26904 0 0 HORIZON BANCORP INC COM 440407104 30 2800 SH SOLE 2800 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 413 330000 PRN SOLE 330000 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 268 2394 SH SOLE 2394 0 0 CATERPILLAR INC DEL COM 149123101 10095 79805 SH OTR 1 0 79805 0 FIRSTENERGY CORP COM 337932107 4342 111960 SH OTR 1 0 111960 0 EURONET WORLDWIDE INC COM 298736109 0 0 SH SOLE 0 0 0 WW INTL INC COM 98262P101 703 27700 SH OTR 1 0 27700 0 ROCKY BRANDS INC COM 774515100 320 15579 SH SOLE 15579 0 0 ALIGN TECHNOLOGY INC COM 016255101 551 2008 SH SOLE 2008 0 0 INVESCO TR INVT GRADE MUNS COM 46131M106 2121 176151 SH SOLE 176151 0 0 FRONT YD RESIDENTIAL CORP COM 35904G107 826 94900 SH OTR 1 0 94900 0 KIMCO RLTY CORP COM 49446R109 748 58270 SH OTR 1 0 58270 0 MYOKARDIA INC COM 62857M105 164 1700 SH SOLE 1700 0 0 AARONS INC COM PAR $0.50 002535300 472 10400 SH SOLE 10400 0 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 1129 9967 SH OTR 1 0 9967 0 CATERPILLAR INC DEL COM 149123101 1810 14307 SH SOLE 14307 0 0 REGENXBIO INC COM 75901B107 1393 37812 SH OTR 1 0 37812 0 ULTRA CLEAN HLDGS INC COM 90385V107 2514 111100 SH OTR 1 0 111100 0 INPHI CORP NOTE 1.125%12/0 45772FAB3 131 45000 PRN SOLE 45000 0 0 COMMUNITY BK SYS INC COM 203607106 103 1800 SH SOLE 1800 0 0 ZYNGA INC CL A 98986T108 6455 676653 SH OTR 1 0 676653 0 MAXIMUS INC COM 577933104 180 2560 SH SOLE 2560 0 0 BK OF AMERICA CORP 7.25%CNV PFD L 060505682 8405 6262 SH DFND 1 0 6262 0 FLOWSERVE CORP COM 34354P105 495 17354 SH OTR 1 0 17354 0 INTUITIVE SURGICAL INC COM NEW 46120E602 1747 3065 SH SOLE 3065 0 0 JAZZ INVESTMENTS I LTD NOTE 1.875% 8/1 472145AB7 210 215000 PRN SOLE 215000 0 0 FIRST MERCHANTS CORP COM 320817109 1219 44200 SH OTR 1 0 44200 0 ILLUMINA INC NOTE 0.500% 6/1 452327AH2 100 67000 PRN OTR 4 0 67000 0 ANAPLAN INC COM 03272L108 1101 24294 SH OTR 1 0 24294 0 INTERCEPT PHARMACEUTICALS IN COM 45845P108 252 5261 SH SOLE 5261 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 11146 104250 SH OTR 1 0 104250 0 UNITED AIRLS HLDGS INC COM 910047109 207 5976 SH SOLE 5976 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 44000 PRN OTR 4 0 44000 0 CARETRUST REIT INC COM 14174T107 523 30500 SH OTR 1 0 30500 0 PHREESIA INC COM 71944F106 749 26500 SH OTR 1 0 26500 0 NEXTIER OILFIELD SOLUTIONS COM 65290C105 161 65800 SH SOLE 65800 0 0 AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 70 85000 PRN SOLE 85000 0 0 PERDOCEO ED CORP COM 71363P106 529 33200 SH SOLE 33200 0 0 WORKDAY INC NOTE 0.250%10/0 98138HAF8 6140 4451000 PRN SOLE 4451000 0 0 ENVESTNET INC COM 29404K106 169 2300 SH SOLE 2300 0 0 CITIGROUP INC COM NEW 172967424 15314 299695 SH OTR 1 0 299695 0 BLACKSTONE GSO STRATEGIC CR COM SHS BEN IN 09257R101 365 31952 SH SOLE 31952 0 0 SKYWEST INC COM 830879102 196 6000 SH SOLE 6000 0 0 AMEREN CORP COM 023608102 443 6296 SH SOLE 6296 0 0 DEL TACO RESTAURANTS INC NEW COM 245496104 657 110800 SH OTR 1 0 110800 0 INVESCO MORTGAGE CAPITAL INC COM 46131B100 8 2200 SH SOLE 2200 0 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 541 19700 SH OTR 1 0 19700 0 EDWARDS LIFESCIENCES CORP COM 28176E108 1374 19883 SH SOLE 19883 0 0 AMER STATES WTR CO COM 029899101 628 7984 SH SOLE 7984 0 0 NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 152 3580 SH OTR 4 0 3580 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 2676 79200 SH OTR 1 0 79200 0 DOMINOS PIZZA INC COM 25754A201 1086 2939 SH OTR 5 0 2939 0 FOX CORP CL B COM 35137L204 3941 146820 SH OTR 1 0 146820 0 ROCKY BRANDS INC COM 774515100 1494 72645 SH OTR 1 0 72645 0 LOWES COS INC COM 548661107 2890 21391 SH SOLE 21391 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 5031 4976000 PRN DFND 1 0 4976000 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 25 400 SH SOLE 400 0 0 MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 33232 14881000 PRN OTR 1 0 14881000 0 MUELLER WTR PRODS INC COM SER A 624758108 77 8200 SH SOLE 8200 0 0 STIFEL FINL CORP COM 860630102 1726 36400 SH OTR 1 0 36400 0 POWELL INDS INC COM 739128106 356 13000 SH SOLE 13000 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 19 277 SH OTR 5 0 277 0 TOPBUILD CORP COM 89055F103 557 4900 SH OTR 1 0 4900 0 JOHNSON OUTDOORS INC CL A 479167108 155 1700 SH SOLE 1700 0 0 L BRANDS INC COM 501797104 458 30617 SH OTR 1 0 30617 0 CORTEVA INC COM 22052L104 527 19686 SH SOLE 19686 0 0 INNOSPEC INC COM 45768S105 216 2800 SH OTR 1 0 2800 0 Q2 HLDGS INC COM 74736L109 309 3600 SH SOLE 3600 0 0 MASCO CORP COM 574599106 14899 296733 SH OTR 1 0 296733 0 360 FINANCE INC ADS 88557W101 0 0 SH SOLE 0 0 0 TJX COS INC NEW COM 872540109 1605 31745 SH SOLE 31745 0 0 ESSEX PPTY TR INC COM 297178105 5881 25661 SH OTR 1 0 25661 0 VISTRA ENERGY CORP COM 92840M102 529 31700 SH SOLE 31700 0 0 NEVRO CORP COM 64157F103 72 600 SH SOLE 600 0 0 CHEVRON CORP NEW COM 166764100 28826 323054 SH OTR 1 0 323054 0 MCDONALDS CORP COM 580135101 4081 22122 SH SOLE 22122 0 0 GAIN CAP HLDGS INC COM 36268W100 322 53500 SH OTR 1 0 53500 0 COUPA SOFTWARE INC NOTE 0.375% 1/1 22266LAB2 441 71000 PRN SOLE 71000 0 0 ENTEGRIS INC COM 29362U104 0 0 SH SOLE 0 0 0 TRANSDIGM GROUP INC COM 893641100 572 1294 SH SOLE 1294 0 0 NRG ENERGY INC COM NEW 629377508 721 22138 SH OTR 5 0 22138 0 ISHARES TR CORE MSCI EAFE 46432F842 807 14125 SH OTR 1 0 14125 0 PREFERRED BK LOS ANGELES CA COM NEW 740367404 1311 30600 SH OTR 1 0 30600 0 TURNING POINT THERAPEUTICS I COM 90041T108 278 4300 SH SOLE 4300 0 0 RENT A CTR INC NEW COM 76009N100 1881 67600 SH OTR 1 0 67600 0 LENNAR CORP CL A 526057104 3303 53605 SH OTR 1 0 53605 0 PGIM HIGH YIELD BOND FUND IN COM 69346H100 371 28062 SH SOLE 28062 0 0 COLGATE PALMOLIVE CO COM 194162103 253 3448 SH OTR 5 0 3448 0