Location: Berwyn, PA
CIK: 0001601489 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Nov 3, 2015
Total Value: $491M (99.3% shares, 0.7% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| MEI | METHODE ELECTRONICS | 280,721 | $8.955M | 1.8% | $31.90 * | $22.87 | +13.3% | COM | 591520200 |
| PEGA | PEGASYSTEMS INC | 350,577 | $8.628M | 1.8% | $24.61 * | $10.33 | +19.1% | COM | 705573103 |
| — | REDHAT INC | 117,966 | $8.479M | 1.7% | $71.88 | $56.14 | — | COM | 756577102 |
| SWKS | SKYWORKS SOLUTIONS | 99,129 | $8.348M | 1.7% | $84.21 * | $73.93 | -7.8% | COM | 83088M102 |
| AMCX | AMC NETWORKS INC CL CLASS A | 106,928 | $7.824M | 1.6% | $73.17 | $77.23 | -5.3% | CL A | 00164V103 |
| FFIV | F5 NETWORKS INC | 65,543 | $7.59M | 1.5% | $115.80 | $86.75 | +33.5% | COM | 315616102 |
| KO | COCA COLA COMPANY | 183,495 | $7.362M | 1.5% | $40.12 * | $28.83 | +0.9% | COM | 191216100 |
| — | INTEGRATED DEVICE TE | 361,310 | $7.335M | 1.5% | $20.30 | $20.30 | — | COM | 458118106 |
| — | CUBIC CORPORATION | 174,401 | $7.314M | 1.5% | $41.94 | $41.94 | — | COM | 229669106 |
| — | BAIDU INC F ADR 1 ADR REPS 0.1 ORD SHS | 53,069 | $7.292M | 1.5% | $137.41 | $137.41 | — | SPON ADR REP A | 56752108 |
| DKS | DICKS SPORTING GOODS | 145,986 | $7.242M | 1.5% | $49.61 * | $38.19 | -1.6% | COM | 253393102 |
| — | ALLIANCE DATA SYSTEM | 27,881 | $7.221M | 1.5% | $258.99 | $258.99 | — | COM | 18581108 |
| BABA | ALIBABA GROUP HLDG F ADR 1 ADR REPS 1 ORD SHS | 121,583 | $7.17M | 1.5% | $58.97 | $72.71 | -18.9% | SPONSORED ADS | 01609W102 |
| — | SYNTEL INC | 155,356 | $7.039M | 1.4% | $45.31 | $46.91 | — | COM | 87162H103 |
| — | INOVALON HOLDINGS CLASS A | 326,913 | $6.81M | 1.4% | $20.83 | $20.83 | — | COM CL A | 45781D101 |
| — | M D C PTNRS INC CL A F SUB VTG | 365,273 | $6.732M | 1.4% | $18.43 | $18.43 | — | CL A SUB VTG | 552697104 |
| MWA | MUELLER WATER PRODUC | 874,685 | $6.7M | 1.4% | $7.66 * | $7.26 | -10.5% | COM SER A | 624758108 |
| — | MEDIVATION INC | 157,486 | $6.693M | 1.4% | $42.50 | $42.50 | — | COM | 58501N101 |
| — | SOLARWINDS INC | 169,920 | $6.668M | 1.4% | $39.24 | $38.15 | — | COM | 83416B109 |
| MU | MICRON TECHNOLOGY | 435,451 | $6.523M | 1.3% | $14.98 * | $16.78 | -12.9% | COM | 595112103 |
| — | SPIRIT AIRLINES | 134,066 | $6.341M | 1.3% | $47.30 | $49.22 | — | COM | 848577102 |
| EXP | EAGLE MATERIALS INC | 92,382 | $6.321M | 1.3% | $68.42 * | $74.22 | -12.4% | COM | 26969P108 |
| — | BOTTOMLINE TECH | 251,654 | $6.294M | 1.3% | $25.01 | $25.01 | — | COM | 101388106 |
| — | LINKEDIN CORP CLASS A | 32,038 | $6.091M | 1.2% | $190.12 | $231.34 | — | COM | 53578A108 |
| MELI | MERCADOLIBRE INC | 66,191 | $6.027M | 1.2% | $91.05 | $115.07 | -21.5% | COM | 58733R102 |
| — | BALCHEM CORP | 98,532 | $5.988M | 1.2% | $60.77 | $60.77 | — | COM | 57665200 |
| — | HFF INC CLASS A | 172,613 | $5.827M | 1.2% | $33.76 | $33.76 | — | CL A | 40418F108 |
| THRM | GENTHERM INC | 128,624 | $5.778M | 1.2% | $44.92 | $47.91 | -6.2% | COM | 37253A103 |
| AAPL | APPLE INC | 44,913 | $4.954M | 1.0% | $110.30 * | $19.77 | +25.3% | COM | 037833100 |
| — | BROADSOFT INC | 161,498 | $4.838M | 1.0% | $29.96 | $28.13 | — | COM | 11133B409 |
| WPC | W.P. CAREY INC. REIT | 77,835 | $4.5M | 0.9% | $57.81 | $60.38 | — | COM | 92936U109 |
| MAT | MATTEL INCORPORATED | 200,409 | $4.221M | 0.9% | $21.06 | $26.53 | -20.6% | COM | 577081102 |
| INTC | INTEL CORP | 139,555 | $4.206M | 0.9% | $30.14 * | $24.50 | -3.4% | COM | 458140100 |
| — | ORCHIDS PAPER PRODS | 159,360 | $4.159M | 0.8% | $26.10 | $32.28 | — | COM | 68572N104 |
| TEX | TEREX CORP | 230,701 | $4.139M | 0.8% | $17.94 | $21.81 | -17.7% | COM | 880779103 |
| AZN | ASTRAZENECA PLC F ADR 1 ADR REPS 0.5 ORD SHS | 126,738 | $4.033M | 0.8% | $31.82 | $46.68 | — | SPONSORED ADR | 046353108 |
| EEFT | EURONET WORLDWIDE | 54,235 | $4.018M | 0.8% | $74.09 | $66.91 | +10.7% | COM | 298736109 |
| — | B G C PARTNERS CLASS A | 471,682 | $3.877M | 0.8% | $8.22 | $6.13 | — | COM | 05541T101 |
| — | SIX FLAGS ENTERTAINM | 80,496 | $3.685M | 0.7% | $45.78 | $36.89 | — | COM | 83001A102 |
| — | HOSPITALITY PROP TR REIT | 137,753 | $3.524M | 0.7% | $25.58 | $27.22 | — | COM SH BEN INT | 44106M102 |
| — | GLAXOSMITHKLINE PLC F ADR 1 ADR REPS 2 ORD SHS | 91,499 | $3.518M | 0.7% | $38.45 | $52.55 | — | SPONSORED ADR | 37733W105 |
| — | TATA MOTORS LTD F ADR 1 ADR REPS 5 ORD SHS | 152,653 | $3.435M | 0.7% | $22.50 | $22.50 | — | SPONSORED ADR | 876568502 |
| CSCO | CISCO SYSTEMS INC | 130,504 | $3.426M | 0.7% | $26.25 * | $16.52 | +15.2% | COM | 17275R102 |
| EMR | EMERSON ELECTRIC CO | 73,773 | $3.259M | 0.7% | $44.18 * | $43.40 | -22.4% | COM | 291011104 |
| ERIC | ERICSSON LM TEL-SP F ADR 1 ADR REPS 1 ORD SHS | 332,296 | $3.25M | 0.7% | $9.78 | $12.43 | -21.3% | SPONSORED ADR | 294821608 |
| — | POTASH CORP SASK INC F | 152,905 | $3.142M | 0.6% | $20.55 | $32.25 | — | COM | 73755L107 |
| MRK | MERCK & CO INC | 62,450 | $3.084M | 0.6% | $49.38 * | $36.01 | -4.7% | COM | 58933Y105 |
| — | TARO PHARMA INDS A | 21,080 | $3.012M | 0.6% | $142.88 | $143.70 | — | COM | M8737E108 |
| CAJPY | CANON INC F ADR 1 ADR REPS 1 ORD SHS | 100,373 | $2.908M | 0.6% | $28.97 | $31.99 | -9.5% | SPONSORED ADR | 138006309 |
| PPL | PPL CORPORATION | 88,266 | $2.903M | 0.6% | $32.89 * | $17.51 | +19.2% | COM | 69351T106 |
| ABEV | AMBEV SA F ADR 1 ADR REPS 1 ORD SHS | 576,726 | $2.826M | 0.6% | $4.90 | $7.22 | -32.2% | SPONSORED ADR | 02319V103 |
| VZ | VERIZON COMMUNICATN | 64,943 | $2.826M | 0.6% | $43.52 * | $26.12 | -2.4% | COM | 92343V104 |
| XOM | EXXON MOBIL CORP | 36,982 | $2.75M | 0.6% | $74.36 * | $57.96 | -17.9% | COM | 30231G102 |
| PFE | PFIZER INCORPORATED | 86,084 | $2.704M | 0.6% | $31.41 * | $18.35 | +4.6% | COM | 717081103 |
| — | GENERAL ELECTRIC CO | 107,009 | $2.699M | 0.5% | $25.22 | $26.05 | — | COM | 369604103 |
| MSFT | MICROSOFT CORP | 60,847 | $2.693M | 0.5% | $44.26 * | $34.13 | +12.8% | COM | 594918104 |
| IBM | IBM CORP | 18,454 | $2.675M | 0.5% | $144.96 * | $105.85 | -15.2% | COM | 459200101 |
| CMI | CUMMINS INC | 24,092 | $2.616M | 0.5% | $108.58 * | $103.55 | -20.8% | COM | 231021106 |
| — | NEW YORK CMNTY BANCO | 142,708 | $2.577M | 0.5% | $18.06 | $16.71 | — | COM | 649445103 |
| — | VIACOM INC CLASS B | 57,440 | $2.479M | 0.5% | $43.16 | $43.16 | — | CL B | 92553P201 |
| — | NATIONAL CINEMEDIA | 183,773 | $2.466M | 0.5% | $13.42 | $18.68 | — | COM | 635309107 |
| T | A T & T INC | 75,562 | $2.462M | 0.5% | $32.58 * | $11.10 | +6.8% | COM | 00206R102 |
| — | HUANENG POWER INTL F ADR 1 ADR REPS 40 ORD SHS | 57,484 | $2.432M | 0.5% | $42.31 | $48.07 | — | SPON ADR H SHS | 443304100 |
| GLW | CORNING INC | 142,014 | $2.431M | 0.5% | $17.12 * | $14.42 | -9.6% | COM | 219350105 |
| WLK | WESTLAKE CHEMICAL CO | 46,728 | $2.425M | 0.5% | $51.90 * | $49.96 | -10.9% | COM | 960413102 |
| — | CIGNA CORP | 16,645 | $2.247M | 0.5% | $135.00 | $83.73 | — | COM | 125509109 |
| — | DU PONT EI DE NEMOUR | 44,981 | $2.168M | 0.4% | $48.20 | $65.63 | — | COM | 263534109 |
| — | TOTAL S A F ADR 1 ADR REPS 1 ORD SHS | 48,172 | $2.154M | 0.4% | $44.71 | $54.46 | — | SPONSORED ADR | 89151E109 |
| — | WESTPAC BANKING LTD F ADR 1 ADR REPS 1 ORD SHS | 102,186 | $2.152M | 0.4% | $21.06 | $29.27 | — | SPONSORED ADR | 961214301 |
| SNY | SANOFI SPOND F ADR 1 ADR REPS 0.5 ORD SHS | 45,006 | $2.136M | 0.4% | $47.46 | $51.12 | -7.1% | SPONSORED ADR | 80105N105 |
| — | PHILIPPINE LONG DST F ADR 1 ADR REPS 1 ORD SHS | 44,994 | $2.077M | 0.4% | $46.16 | $60.46 | — | SPONSORED ADR | 718252604 |
| JNJ | JOHNSON & JOHNSON | 21,469 | $2.004M | 0.4% | $93.34 * | $68.73 | +2.2% | COM | 478160104 |
| PFS | PROVIDENT FINANCIAL | 102,114 | $1.991M | 0.4% | $19.50 * | $11.40 | +6.6% | COM | 74386T105 |
| ETN | EATON CORP PLC F | 37,727 | $1.935M | 0.4% | $51.29 * | $52.43 | -22.7% | COM | G29183103 |
| WFC | WELLS FARGO & CO | 36,606 | $1.88M | 0.4% | $51.36 * | $34.34 | +12.0% | COM | 949746101 |
| UNH | UNITEDHEALTH GRP INC | 16,177 | $1.877M | 0.4% | $116.03 * | $77.91 | +26.3% | COM | 91324P102 |
| — | AMERIGAS PARTNERS, L LP | 43,753 | $1.817M | 0.4% | $41.53 | $44.61 | — | COMMON UNIT LTD PTR | 030975106 |
| KWR | QUAKER CHEMICAL CORP | 23,200 | $1.788M | 0.4% | $77.07 | $74.37 | +3.6% | COM | 747316107 |
| — | TRIANGLE CAPITAL CO | 108,257 | $1.784M | 0.4% | $16.48 | $26.97 | — | COM | 895848109 |
| EGRX | EAGLE PHARMACEUTICAL | 24,000 | $1.777M | 0.4% | $74.04 | $12.40 | +497.1% | COM | 269796108 |
| CMCSA | COMCAST CORPORATION CLASS A | 31,029 | $1.765M | 0.4% | $56.88 * | $20.09 | +11.2% | COM | 20030N101 |
| SPY | SPDR S&P 500 ETF | 9,002 | $1.725M | 0.4% | $191.62 | $201.65 | -5.0% | TR UNIT | 78462F103 |
| — | QUALITY SYSTEMS INC | 138,074 | $1.723M | 0.4% | $12.48 | $15.98 | — | COM | 747582104 |
| CVX | CHEVRON CORPORATION | 21,691 | $1.711M | 0.3% | $78.88 * | $65.62 | -22.6% | COM | 166764100 |
| OXY | OCCIDENTAL PETROL CO | 25,020 | $1.655M | 0.3% | $66.15 * | $61.83 | -20.9% | COM | 674599105 |
| — | TERRA NITROGEN CO LP LP | 15,129 | $1.632M | 0.3% | $107.87 | $143.01 | — | COMMON UNIT LTD PTR | 881005201 |
| — | SEASPAN CORP F | 104,810 | $1.606M | 0.3% | $15.32 | $22.58 | — | COM | Y75638109 |
| — | FLY LEASING LTD F ADR 1 ADR REPS 1 ORD SHS | 118,529 | $1.565M | 0.3% | $13.20 | $15.79 | — | SPONSORED ADR | 34407D109 |
| — | GOOGLE INC CLASS C | 2,568 | $1.562M | 0.3% | $608.26 | $879.94 | — | COM | 38259P706 |
| — | HOLLYFRONTIER CORP | 31,161 | $1.522M | 0.3% | $48.84 | $42.35 | — | COM | 436106108 |
| JAZZ | JAZZ PHARMACEUTICAL PLCF | 11,415 | $1.516M | 0.3% | $132.81 | $172.18 | -22.9% | SHS USD | G50871105 |
| — | TUPPERWARE BRANDS CO | 28,692 | $1.42M | 0.3% | $49.49 | $69.03 | — | COM | 899896104 |
| PEP | PEPSICO INCORPORATED | 14,662 | $1.383M | 0.3% | $94.33 * | $58.90 | +17.6% | COM | 713448108 |
| — | DISCOVER FINANCIAL S | 26,095 | $1.357M | 0.3% | $52.00 | $57.89 | — | COM | 254709108 |
| SHW | SHERWIN WILLIAMS CO | 6,000 | $1.337M | 0.3% | $222.83 * | $57.67 | +17.0% | COM | 824348106 |
| AMGN | AMGEN INCORPORATED | 9,355 | $1.294M | 0.3% | $138.32 * | $104.27 | -1.9% | COM | 031162100 |
| PG | PROCTER & GAMBLE | 17,708 | $1.274M | 0.3% | $71.94 * | $57.13 | -5.2% | COM | 742718109 |
| — | TAL INTERNATIONAL GR | 92,715 | $1.267M | 0.3% | $13.67 | $55.83 | — | COM | 874083108 |
| CL | COLGATE-PALMOLIVE CO | 19,747 | $1.253M | 0.3% | $63.45 * | $49.20 | +1.4% | COM | 194162103 |
| — | MERIDIAN BIOSCIENCE | 72,191 | $1.234M | 0.3% | $17.09 | $21.20 | — | COM | 589584101 |
| — | GOOGLE INC CLASS A | 1,918 | $1.224M | 0.2% | $638.16 | $577.13 | — | COM | 38259P508 |
| — | CALUMET SPECIALTY PR LP | 50,053 | $1.215M | 0.2% | $24.27 | $25.55 | — | COMMON UNIT LTD PTR | 131476103 |
| MPC | MARATHON PETE CORP | 26,148 | $1.211M | 0.2% | $46.31 * | $35.02 | -4.0% | COM | 56585A102 |
| — | BB&T CORPORATION | 33,755 | $1.202M | 0.2% | $35.61 | $35.61 | — | COM | 54937107 |
| — | NAVIOS MARITIME PTNRS F | 164,648 | $1.2M | 0.2% | $7.29 | $17.92 | — | COMMON UNIT LTD PTR | Y62196103 |
| BA | BOEING CO | 9,092 | $1.191M | 0.2% | $130.99 * | $118.30 | -1.3% | COM | 097023105 |
| — | COMCAST CORPORATION CLASS A | 20,311 | $1.163M | 0.2% | $57.26 | $49.39 | — | COM | 20030N200 |
| — | DOW CHEMICAL COMPANY | 27,107 | $1.149M | 0.2% | $42.39 | $47.10 | — | COM | 260543103 |
| — | VEREIT INC REIT | 147,328 | $1.137M | 0.2% | $7.72 | $7.72 | — | COM | 92339V100 |
| COST | COSTCO WHOLESALE CO | 7,847 | $1.134M | 0.2% | $144.51 * | $99.17 | +22.3% | COM | 22160K105 |
| COP | CONOCOPHILLIPS | 23,641 | $1.134M | 0.2% | $47.97 * | $45.70 | -23.8% | COM | 20825C104 |
| — | ENDURANCE SPECALTY HLDGF | 18,424 | $1.124M | 0.2% | $61.01 | $61.01 | — | SHS | G30397106 |
| PSX | PHILLIPS 66 | 14,525 | $1.116M | 0.2% | $76.83 * | $50.17 | +4.5% | COM | 718546104 |
| — | CELGENE CORP | 10,217 | $1.105M | 0.2% | $108.15 | $95.76 | — | COM | 151020104 |
| — | SEAGATE TECHNOLOGY PLC F | 24,190 | $1.084M | 0.2% | $44.81 | $54.87 | — | COM | G7945M107 |
| HON | HONEYWELL INTL INC | 11,410 | $1.08M | 0.2% | $94.65 * | $64.71 | +6.2% | COM | 438516106 |
| — | AIRGAS INC | 12,000 | $1.072M | 0.2% | $89.33 | $106.53 | — | COM | 009363102 |
| — | STERICYCLE INC | 7,398 | $1.031M | 0.2% | $139.36 | $122.87 | — | COM | 858912108 |
| — | MARKET VECTORS RUSSIA ETF | 65,586 | $1.03M | 0.2% | $15.70 | $14.63 | — | RUSSIA ETF | 57060U506 |
| — | BHP BILLITON F ADR 1 ADR REPS 2 ORD SHS | 33,485 | $1.027M | 0.2% | $30.67 | $59.27 | — | SPONSORED ADR | 05545E209 |
| JPM | JPMORGAN CHASE & CO | 16,851 | $1.027M | 0.2% | $60.95 * | $41.13 | +12.3% | COM | 46625H100 |
| DUK | DUKE ENERGY CORP | 14,196 | $1.021M | 0.2% | $71.92 * | $43.72 | +7.7% | COM | 26441C204 |
| BK | BANK OF NY MELLON CO | 26,000 | $1.018M | 0.2% | $39.15 * | $24.75 | +21.9% | COM | 064058100 |
| — | TELEFONICA BRASIL S. F ADR 1 ADR REPS 1 ORD SHS | 110,501 | $1.009M | 0.2% | $9.13 | $18.87 | — | SPONSORED ADR | 87936R106 |
| — | TEXTAINER GROUP HLDGS F | 60,762 | $1.002M | 0.2% | $16.49 | $39.56 | — | COM | G8766E109 |
| — | NUANCE COMMUN INC | 59,620 | $976K | 0.2% | $16.37 | $16.80 | — | COM | 67020Y100 |
| WAB | WABTEC | 10,507 | $925K | 0.2% | $88.04 * | $73.18 | +13.4% | COM | 929740108 |
| — | MARKET VECTORS BRAZIL SMALL CAP ETF | 86,069 | $925K | 0.2% | $10.75 | $16.31 | — | BRAZL SMCP ETF | 57060U613 |
| MMM | 3M COMPANY | 6,518 | $924K | 0.2% | $141.76 * | $79.68 | +6.3% | COM | 88579Y101 |
| USB | U S BANCORP | 22,364 | $917K | 0.2% | $41.00 * | $28.32 | +0.2% | COM | 902973304 |
| RHI | ROBERT HALF INTL | 17,873 | $914K | 0.2% | $51.14 | $46.88 | +9.1% | COM | 770323103 |
| DVA | DAVITA HEALTHCARE PT | 12,518 | $905K | 0.2% | $72.30 | $68.56 | +5.5% | COM | 23918K108 |
| — | CHECKPOINT SYSTEMS | 121,545 | $881K | 0.2% | $7.25 | $15.77 | — | COM | 162825103 |
| — | TICC CAPITAL CORP | 130,896 | $878K | 0.2% | $6.71 | $10.28 | — | COM | 87244T109 |
| — | ENERGY TRANSFER PART LP | 21,216 | $871K | 0.2% | $41.05 | $53.64 | — | COMMON UNIT LTD PTR | 29273R109 |
| V | VISA INC CLASS A | 12,429 | $866K | 0.2% | $69.68 * | $58.51 | +10.8% | COM | 92826C839 |
| PRU | PRUDENTIAL FINANCIAL | 11,278 | $859K | 0.2% | $76.17 * | $52.06 | -7.2% | COM | 744320102 |
| OMC | OMNICOM GROUP INC | 12,784 | $842K | 0.2% | $65.86 * | $50.83 | -8.3% | COM | 681919106 |
| QCOM | QUALCOMM INC | 15,646 | $841K | 0.2% | $53.75 * | $48.74 | -17.6% | COM | 747525103 |
| WHR | WHIRLPOOL CORP | 5,656 | $833K | 0.2% | $147.28 | $157.53 | -6.5% | COM | 963320106 |
| — | MOBILE TELESYSTEMS F ADR 1 ADR REPS 2 ORD SHS | 113,518 | $820K | 0.2% | $7.22 | $20.52 | — | SPONSORED ADR | 607409109 |
| — | ROYAL DUTCH SHELL F ADR 1 ADR REPS 2 ORD SHS | 17,237 | $817K | 0.2% | $47.40 | $47.40 | — | SPON ADR B | 780259107 |
| BMY | BRISTOL-MYERS SQUIBB | 13,650 | $808K | 0.2% | $59.19 * | $35.96 | +16.3% | COM | 110122108 |
| — | DEL FRISCOS RESTAURT | 58,003 | $806K | 0.2% | $13.90 | $13.90 | — | COM | 245077102 |
| ECL | ECOLAB INC | 7,339 | $805K | 0.2% | $109.69 * | $94.67 | +3.6% | COM | 278865100 |
| — | D T S INC | 29,755 | $794K | 0.2% | $26.68 | $26.68 | — | COM | 23335C101 |
| TEVA | TEVA PHARM INDS LTD F ADR 1 ADR REPS 1 ORD SHS | 14,000 | $790K | 0.2% | $56.43 | $46.22 | +22.2% | SPONSORED ADR | 881624209 |
| — | EXPRESS SCRIPTS HLDG | 9,752 | $790K | 0.2% | $81.01 | $75.81 | — | COM | 30219G108 |
| RDWR | RADWARE LTD F | 47,303 | $769K | 0.2% | $16.26 | $19.05 | -14.6% | ORD | M81873107 |
| — | SVB FINANCIAL GROUP | 6,617 | $765K | 0.2% | $115.61 | $118.80 | — | COM | 78486Q101 |
| LYB | LYONDELLBASELL INDS F CLASS A | 9,174 | $765K | 0.2% | $83.39 * | $47.87 | -1.9% | COM | N53745100 |
| IDXX | IDEXX LABS INC | 10,200 | $757K | 0.2% | $74.22 | $69.38 | +7.0% | COM | 45168D104 |
| MRCY | MERCURY SYSTEMS INC | 47,406 | $754K | 0.2% | $15.91 | $15.14 | +5.1% | COM | 589378108 |
| HWKN | HAWKINS INC | 19,562 | $753K | 0.2% | $38.49 * | $18.30 | +5.2% | COM | 420261109 |
| — | ONEOK PARTNERS LP LP | 25,582 | $749K | 0.2% | $29.28 | $40.84 | — | UNIT LTD PARTN | 68268N103 |
| SPH | SUBURBAN PROPANE PRT LP | 22,723 | $747K | 0.2% | $32.87 | $46.52 | — | COMMON UNIT LTD PTR | 864482104 |
| BP | BP PLC F ADR 1 ADR REPS 6 ORD SHS | 24,375 | $745K | 0.2% | $30.56 | $47.80 | -36.1% | SPONSORED ADR | 055622104 |
| TROW | T ROWE PRICE GROUP | 10,539 | $732K | 0.1% | $69.46 * | $50.99 | -5.6% | COM | 74144T108 |
| WEC | W E C ENERGY GROUP I | 13,982 | $730K | 0.1% | $52.21 * | $34.80 | +7.6% | COM | 92939U106 |
| — | TWITTER INC | 26,500 | $714K | 0.1% | $26.94 | $26.94 | — | COM | 90184L102 |
| WMT | WAL-MART STORES INC | 10,673 | $692K | 0.1% | $64.84 * | $18.91 | -5.5% | COM | 931142103 |
| MMLP | MARTIN MIDSTREAM PTN LP | 28,118 | $686K | 0.1% | $24.40 | $42.14 | — | COMMON UNIT LTD PTR | 573331105 |
| — | AGREE REALTY CORP REIT | 22,488 | $671K | 0.1% | $29.84 | $29.84 | — | COM | 8492100 |
| — | AETNA INC | 6,130 | $671K | 0.1% | $109.46 | $76.11 | — | COM | 00817Y108 |
| ARLP | ALLIANCE RES PARTNER LP | 30,013 | $668K | 0.1% | $22.26 | $33.42 | — | UT LTD PART | 01877R108 |
| HD | HOME DEPOT INC | 5,775 | $667K | 0.1% | $115.50 * | $65.87 | +37.6% | COM | 437076102 |
| DECK | DECKERS OUTDOOR CORP | 11,441 | $664K | 0.1% | $58.04 * | $13.05 | -25.9% | COM | 243537107 |
| UVSP | UNIVEST CORP PA | 34,452 | $662K | 0.1% | $19.22 | $19.50 | -1.4% | COM | 915271100 |
| VLY | VALLEY NATIONAL BANC | 65,800 | $647K | 0.1% | $9.83 | $9.94 | -1.0% | COM | 919794107 |
| SBNY | SIGNATURE BANK | 4,587 | $631K | 0.1% | $137.56 | $137.56 | — | COM | 82669G104 |
| CVS | CVS HEALTH CORP | 6,483 | $625K | 0.1% | $96.41 * | $53.52 | +33.3% | COM | 126650100 |
| — | NXP SEMICONDUCTORS NV F | 7,178 | $625K | 0.1% | $87.07 | $99.07 | — | COM | N6596XAA7 |
| IIIN | INSTEEL INDUSTRIES | 38,442 | $618K | 0.1% | $16.08 * | $10.70 | -6.3% | COM | 45774W108 |
| — | ELLIE MAE INC | 9,237 | $615K | 0.1% | $66.58 | $66.58 | — | COM | 28849P100 |
| TRV | TRAVELERS COMPANIES | 6,001 | $597K | 0.1% | $99.48 * | $64.62 | +23.1% | COM | 89417E109 |
| ORCL | ORACLE CORPORATION | 16,451 | $594K | 0.1% | $36.11 * | $32.90 | -6.0% | COM | 68389X105 |
| — | INVENSENSE INC 1.75%18 DUE 11/01/18 | 645,000 | $587K | 0.1% | $0.91 | $1.00 | — | NOTE | 46123DAB2 |
| LEA | LEAR CORPORATION | 5,396 | $587K | 0.1% | $108.78 * | $87.06 | +3.7% | COM | 521865204 |
| — | NUANCE COMMUN IN 2.75%31 CONV BONDS DUE 11/01/31 | 576,000 | $582K | 0.1% | $1.01 | $0.99 | — | NOTE | 67020YAF7 |
| — | HILLENBRAND INC | 22,083 | $574K | 0.1% | $25.99 | $25.99 | — | COM | 431571108 |
| ABBV | ABBVIE INC | 10,539 | $573K | 0.1% | $54.37 * | $34.34 | +3.6% | COM | 00287Y109 |
| CBRL | CRACKER BARREL OLD | 3,877 | $571K | 0.1% | $147.28 * | $95.42 | -1.2% | COM | 22410J106 |
| F | FORD MOTOR COMPANY | 41,606 | $565K | 0.1% | $13.58 * | $8.71 | -10.9% | COM | 345370860 |
| MOS | MOSAIC CO | 18,029 | $561K | 0.1% | $31.12 * | $33.56 | -24.2% | COM | 61945C103 |
| TGNA | TEGNA INC | 24,896 | $557K | 0.1% | $22.37 * | $16.94 | 0.0% | COM | 87901J105 |
| HRL | HORMEL FOODS CORP | 8,804 | $557K | 0.1% | $63.27 * | $23.38 | +5.7% | COM | 440452100 |
| NEE | NEXTERA ENERGY INC | 5,704 | $556K | 0.1% | $97.48 * | $19.44 | -3.6% | COM | 65339F101 |
| — | ARES CAPITAL COR 5.75%16 DUE 02/01/16 | 550,000 | $554K | 0.1% | $1.01 | $1.04 | — | NOTE | 04010LAB9 |
| RY | ROYAL BK CDA MONTREAL F | 10,000 | $553K | 0.1% | $55.30 | $65.74 | -16.0% | COM | 780087102 |
| RPM | RPM INTERNATIONAL | 13,000 | $545K | 0.1% | $41.92 | $41.22 | +1.6% | COM | 749685103 |
| — | TRECORA RESOURCES | 42,899 | $533K | 0.1% | $12.42 | $12.42 | — | COM | 894648104 |
| DLTR | DOLLAR TREE INC | 8,000 | $533K | 0.1% | $66.63 | $53.21 | +25.3% | COM | 256746108 |
| SPG | SIMON PPTY GROUP REIT | 2,860 | $525K | 0.1% | $183.57 * | $93.21 | +17.4% | COM | 828806109 |
| AOS | SMITH A O | 7,962 | $519K | 0.1% | $65.18 * | $28.87 | -4.6% | COM | 831865209 |
| — | ZIX CORPORATION | 123,309 | $519K | 0.1% | $4.21 | $4.52 | — | COM | 98974P100 |
| CRTO | CRITEO S A F ADR 1 ADR REPS 1 ORD SHS | 13,822 | $519K | 0.1% | $37.55 | $46.32 | — | COM | 226718104 |
| — | ALBANY MOLECULR RESE | 29,563 | $515K | 0.1% | $17.42 | $20.17 | — | COM | 012423109 |
| MDT | MEDTRONIC PLC F | 7,651 | $512K | 0.1% | $66.92 * | $57.68 | -9.8% | COM | G5960L103 |
| MG | MISTRAS GROUP INC | 39,511 | $508K | 0.1% | $12.86 | $20.94 | -38.6% | COM | 60649T107 |
| ROK | ROCKWELL AUTOMATION | 5,000 | $507K | 0.1% | $101.40 * | $93.82 | -11.5% | COM | 773903109 |
| PNC | PNC FINANCIAL SRVCS | 5,479 | $489K | 0.1% | $89.25 * | $58.16 | +10.4% | COM | 693475105 |
| — | RITE AID CORPORATION | 79,540 | $483K | 0.1% | $6.07 | $5.97 | — | COM | 767754104 |
| CPIX | CUMBERLAND PHARMA | 83,484 | $482K | 0.1% | $5.77 | $6.23 | -7.4% | COM | 230770109 |
| — | SP PLUS CORPORATION | 20,462 | $474K | 0.1% | $23.16 | $23.16 | — | COM | 78469C103 |
| VLO | VALERO ENERGY CORP | 7,806 | $469K | 0.1% | $60.08 * | $42.17 | -5.2% | COM | 91913Y100 |
| CMT | CORE MOLDING TECHS | 25,321 | $467K | 0.1% | $18.44 | $13.27 | +37.5% | COM | 218683100 |
| — | YANDEX N V 1.125%18F DUE 12/15/18 YANDEX N V | 550,000 | $467K | 0.1% | $0.85 | $0.82 | — | NOTE | 98474TAB3 |
| CIG | COMPANHIA ENERGETIC F ADR 1 ADR REPS 1 ORD SHS | 261,183 | $465K | 0.1% | $1.78 | $6.29 | -71.7% | SPONSORED ADR | 204409601 |
| KMI | KINDER MORGAN INC | 16,698 | $462K | 0.1% | $27.67 * | $23.09 | -28.9% | COM | 49456B101 |
| ALL | ALLSTATE CORPORATION | 7,900 | $460K | 0.1% | $58.23 * | $42.26 | +10.1% | COM | 020002101 |
| NVMI | NOVA MEASURING INSTRMNTF | 45,800 | $441K | 0.1% | $9.63 | $11.48 | -16.2% | COM | M7516K103 |
| — | ECHO GLOBAL LOGISTIC | 21,992 | $431K | 0.1% | $19.60 | $19.60 | — | COM | 27875T101 |
| WT | WISDOMTREE INVESTMNT | 26,436 | $426K | 0.1% | $16.11 | $21.09 | -23.5% | COM | 97717P104 |
| — | INVENSENSE INC | 45,722 | $425K | 0.1% | $9.30 | $14.98 | — | COM | 46123D205 |
| C | CITIGROUP INC | 8,534 | $423K | 0.1% | $49.57 * | $38.30 | -3.3% | COM | 172967424 |
| — | NAUTILUS INC | 28,000 | $420K | 0.1% | $15.00 | $15.00 | — | COM | 63910B102 |
| LFCR | LANDEC CORP | 35,801 | $418K | 0.1% | $11.68 | $13.25 | -11.9% | COM | 514766104 |
| — | INNOPHOS HOLDINGS | 10,540 | $418K | 0.1% | $39.66 | $39.66 | — | COM | 45774N108 |
| WHG | WESTWOOD HOLDINGS GP | 7,552 | $410K | 0.1% | $54.29 | $57.10 | -4.8% | COM | 961765104 |
| FONR | FONAR CORP | 30,104 | $404K | 0.1% | $13.42 * | $10.41 | 0.0% | COM NEW | 344437405 |
| BAX | BAXTER INTERNATIONAL | 12,151 | $399K | 0.1% | $32.84 * | $30.80 | -9.5% | COM | 071813109 |
| UPS | UNITED PARCEL SRVC CLASS B | 3,992 | $394K | 0.1% | $98.70 * | $68.77 | -1.1% | CL B | 911312106 |
| CECO | CECO ENVIRONMENTAL | 46,991 | $385K | 0.1% | $8.19 * | $10.56 | -27.2% | COM | 125141101 |
| CAH | CARDINAL HEALTH INC | 5,000 | $384K | 0.1% | $76.80 * | $50.49 | +14.0% | COM | 14149Y108 |
| MD | MEDNAX INC | 4,937 | $379K | 0.1% | $76.77 | $60.63 | +26.7% | COM | 58502B106 |
| KMB | KIMBERLY-CLARK CORP | 3,455 | $377K | 0.1% | $109.12 * | $69.89 | +10.2% | COM | 494368103 |
| OFLX | OMEGA FLEX INC | 11,287 | $377K | 0.1% | $33.40 | $31.52 | +6.0% | COM | 682095104 |
| RRC | RANGE RESOURCES CORP | 11,675 | $375K | 0.1% | $32.12 | $83.48 | -61.5% | COM | 75281A109 |
| XEL | XCEL ENERGY INC | 10,495 | $372K | 0.1% | $35.45 * | $24.55 | +5.0% | COM | 98389B100 |
| WMB | WILLIAMS COMPANIES | 10,000 | $369K | 0.1% | $36.90 * | $20.92 | -1.8% | COM | 969457100 |
| HSTM | HEALTHSTREAM INC | 16,897 | $369K | 0.1% | $21.84 | $26.57 | -17.9% | COM | 42222N103 |
| — | HARRIS CORPORATION | 5,000 | $366K | 0.1% | $73.20 | $73.20 | — | COM | 413875105 |
| — | BERKSHIRE HATHAWAY CLASS B | 2,776 | $362K | 0.1% | $130.40 | $130.90 | — | CL B NEW | 84670702 |
| — | XEROX CORP | 35,483 | $345K | 0.1% | $9.72 | $11.42 | — | COM | 984121103 |
| NTRS | NORTHERN TRUST CORP | 5,000 | $341K | 0.1% | $68.20 * | $45.46 | +13.8% | COM | 665859104 |
| LNG | CHENIERE ENERGY INC | 7,040 | $340K | 0.1% | $48.30 | $66.59 | -27.5% | COM | 16411R208 |
| — | HEWLETT-PACKARD CO | 13,284 | $340K | 0.1% | $25.59 | $33.54 | — | COM | 428236103 |
| — | CRANE COMPANY | 7,290 | $340K | 0.1% | $46.64 | $57.00 | — | COM | 224399105 |
| MO | ALTRIA GROUP INC | 6,122 | $333K | 0.1% | $54.39 * | $18.69 | +47.8% | COM | 02209S103 |
| HUN | HUNTSMAN CORPORATION | 34,340 | $333K | 0.1% | $9.70 | $21.90 | -55.8% | COM | 447011107 |
| — | CHEMBIO DIAGNOSTICS | 82,259 | $332K | 0.1% | $4.04 | $3.43 | — | COM | 163572209 |
| — | REYNOLDS AMERICAN | 7,434 | $329K | 0.1% | $44.26 | $44.26 | — | COM | 761713106 |
| — | UNITED TECHNOLOGIES | 3,686 | $328K | 0.1% | $88.99 | $109.79 | — | COM | 913017109 |
| SLP | SIMULATIONS PLUS INC | 34,767 | $328K | 0.1% | $9.43 * | $6.44 | +33.9% | COM | 829214105 |
| — | BLACKSTONE GROUP LP LP | 10,280 | $326K | 0.1% | $31.71 | $36.11 | — | COM UNIT LTD | 09253U108 |
| PAA | PLAINS ALL AMERICAN LP | 10,485 | $319K | 0.1% | $30.42 | $48.78 | — | UNIT LTD PARTN | 726503105 |
| — | ICONIX BRAND GROU 1.5%18 DUE 03/15/18 | 400,000 | $319K | 0.1% | $0.80 | $0.80 | — | NOTE 1.500% 3/1 | 451055AF4 |
| — | BUCKEYE PARTNERS LP LP | 5,150 | $305K | 0.1% | $59.22 | $78.53 | — | COMMON UNIT LTD PTR | 118230101 |
| CAT | CATERPILLAR INC | 4,574 | $299K | 0.1% | $65.37 * | $66.89 | -24.4% | COM | 149123101 |
| GS | GOLDMAN SACHS GROUP | 1,701 | $296K | 0.1% | $174.02 * | $144.67 | -2.5% | COM | 38141G104 |
| — | AMERICA MOVIL SAB F ADR 1 ADR REPS 20 ORD SHS | 17,800 | $295K | 0.1% | $16.57 | $19.88 | — | SPONSORED ADR | 02364W105 |
| LUV | SOUTHWEST AIRLINES | 7,600 | $289K | 0.1% | $38.03 * | $22.63 | +49.2% | COM | 844741108 |
| O | REALTY INCM CORP REIT | 6,026 | $286K | 0.1% | $47.46 * | $26.33 | +8.1% | COM | 756109104 |
| AMZN | AMAZON COM INC | 558 | $286K | 0.1% | $512.54 * | $20.90 | +22.5% | COM | 023135106 |
| EW | EDWARDS LIFESCIENCES | 2,000 | $284K | 0.1% | $142.00 * | $15.78 | +50.1% | COM | 28176E108 |
| D | DOMINION RES INC VA | 4,000 | $282K | 0.1% | $70.50 * | $41.45 | +9.2% | COM | 25746U109 |
| EEM | ISHARES MSCI EMERGING MARKETS ETF | 8,513 | $279K | 0.1% | $32.77 | $40.65 | -19.4% | MSCI EMG MKT ETF | 464287234 |
| AGX | ARGAN INC | 7,900 | $274K | 0.1% | $34.68 * | $27.48 | -3.2% | COM | 04010E109 |
| — | CANADIAN SOLAR 4.25%19F DUE 02/15/19 CANADIAN SOLAR INC | 320,000 | $269K | 0.1% | $0.84 | $0.84 | — | NOTE 4.250% 2/1 | 136635AE9 |
| ABBNY | ABB LTD F ADR 1 ADR REPS 1 ORD SHS | 15,100 | $267K | 0.1% | $17.68 * | $23.38 | -27.5% | SPONSORED ADR | 000375204 |
| — | ETABLISSEMENTS DEL F ADR 1 ADR REP 0.25 ORD SHS | 12,013 | $266K | 0.1% | $22.14 | $18.47 | — | SPONSORED ADR | 29759W101 |
| LGND | LIGAND PHARMA | 3,000 | $257K | 0.1% | $85.67 * | $38.31 | +39.5% | COM | 53220K504 |
| AGCO | A G C O CORP | 5,480 | $256K | 0.1% | $46.72 * | $41.00 | -9.1% | COM | 001084102 |
| — | BAXALTA INCORPORATED | 8,000 | $252K | 0.1% | $31.50 | $31.50 | — | COM | 07177M103 |
| — | SHAW COMMUN INC CL B F CLASS B NON VOTING SHS | 12,957 | $251K | 0.1% | $19.37 | $22.29 | — | CL B CONV | 82028K200 |
| TMO | THERMO FISHER SCNTFC | 2,047 | $250K | 0.1% | $122.13 * | $118.13 | +0.5% | COM | 883556102 |
| NATH | NATHANS FAMOUS INC | 6,584 | $250K | 0.1% | $37.97 | $34.43 | +10.4% | COM | 632347100 |
| IRIX | IRIDEX CORP | 32,695 | $249K | 0.1% | $7.62 | $7.20 | +5.7% | COM | 462684101 |
| GILD | GILEAD SCIENCES INC | 2,533 | $249K | 0.1% | $98.30 * | $71.92 | -4.4% | COM | 375558103 |
| CCL | CARNIVAL CORP | 5,000 | $249K | 0.1% | $49.80 * | $32.01 | +34.7% | COM | 143658300 |
| PATK | PATRICK INDUSTRIES | 6,256 | $247K | 0.1% | $39.48 * | $15.51 | +0.4% | COM | 703343103 |
| — | MARATHON OIL CORP | 15,950 | $246K | 0.1% | $15.42 | $35.55 | — | COM | 565849106 |
| IEHC | I E H CORP | 33,005 | $245K | 0.0% | $7.42 * | $4.70 | +48.2% | COM | 44949K107 |
| — | QIWI PLC F ADR 1 ADR REPS 1 ORD SHS | 15,001 | $242K | 0.0% | $16.13 | $24.07 | — | SPON ADR REP B | 74735M108 |
| TBHC | KIRKLANDS INC | 11,000 | $237K | 0.0% | $21.55 * | $25.10 | 0.0% | COM | 497498105 |
| MDY | SPDR S&P MIDCAP 400 ETF | 949 | $236K | 0.0% | $248.68 | $269.54 | -7.7% | UTSER1 S&PDCRP | 78467Y107 |
| PFBC | PREFERRED BANK LA | 7,460 | $236K | 0.0% | $31.64 | $30.75 | +2.8% | COM NEW | 740367404 |
| — | NCI INC CLASS A | 17,703 | $235K | 0.0% | $13.27 | $13.27 | — | CL A | 62886K104 |
| — | WELLTOWER INC | 3,366 | $228K | 0.0% | $67.74 | $75.75 | — | COM | 42217K106 |
| STWD | STARWOOD PPTY TRUST REIT | 11,057 | $227K | 0.0% | $20.53 | $24.11 | — | COM | 85571B105 |
| SILC | SILICOM LIMITED F | 8,381 | $226K | 0.0% | $26.97 * | $26.10 | -1.7% | ORD | M84116108 |
| NRTSF | NOBILIS HEALTH CORP F | 43,126 | $225K | 0.0% | $5.22 * | $5.74 | 0.0% | COM | 65500B103 |
| RMCF | ROCKY MTN CHOC FCTRY | 19,942 | $224K | 0.0% | $11.23 | $13.22 | -14.9% | COM | 77467X101 |
| — | SPARTON CORP | 10,295 | $220K | 0.0% | $21.37 | $21.37 | — | COM | 847235108 |
| — | NV5 HLDGS INC | 11,754 | $218K | 0.0% | $18.55 | $18.55 | — | COM | 62945V109 |
| — | CEDAR FAIR, L.P. LP | 4,147 | $218K | 0.0% | $52.57 | $52.57 | — | DEPOSITRY UNIT | 150185106 |
| — | MARINE HARVEST F ADR 1 ADR REPS 1 ORD SHS | 17,174 | $217K | 0.0% | $12.64 | $12.64 | — | SPONSORED ADR | 56824R205 |
| MFC | MANULIFE FINANCIAL CORPF | 14,028 | $217K | 0.0% | $15.47 | $18.29 | -15.4% | COM | 56501R106 |
| — | PERFICIENT INC | 14,000 | $216K | 0.0% | $15.43 | $15.43 | — | COM | 71375U101 |
| NVEC | N V E CORPORATION | 4,393 | $213K | 0.0% | $48.49 | $59.21 | -18.0% | COM NEW | 629445206 |
| IBN | ICICI BANK LTD F ADR 1 ADR REPS 2 ORD SHS | 25,052 | $210K | 0.0% | $8.38 | $7.34 | +14.1% | SPONSORED ADR | 45104G104 |
| — | CASCADE MICROTECH | 14,803 | $209K | 0.0% | $14.12 | $14.12 | — | COM | 147322101 |
| MSI | MOTOROLA SOLUTIONS | 3,035 | $208K | 0.0% | $68.53 * | $53.42 | +8.9% | COM NEW | 620076307 |
| — | NATIONAL GRID PLC F ADR 1 ADR REPS 5 ORD SHS | 2,988 | $208K | 0.0% | $69.61 | $69.61 | — | SPON ADR NEW | 636274300 |
| SXT | SENSIENT TECHNOLOGIE | 3,358 | $206K | 0.0% | $61.35 | $57.26 | +7.1% | COM | 81725T100 |
| PLOW | DOUGLAS DYNAMICS INC | 10,301 | $205K | 0.0% | $19.90 | $21.25 | -6.5% | COM | 25960R105 |
| HCKT | HACKETT GROUP INC | 14,778 | $203K | 0.0% | $13.74 | $6.40 | +114.9% | COM | 404609109 |
| KAI | KADANT INC | 5,105 | $199K | 0.0% | $38.98 * | $40.29 | -11.3% | COM | 48282T104 |
| — | BANK OF AMERICA CORP | 12,694 | $198K | 0.0% | $15.60 | $15.60 | — | COM | 60505104 |
| — | USA TECHNOLOGIES INC | 79,334 | $198K | 0.0% | $2.50 | $2.50 | — | COM NO PAR | 90328S500 |
| MBUU | MALIBU BOATS INC CLASS A | 13,995 | $196K | 0.0% | $14.01 | $18.00 | -22.3% | COM CL A | 56117J100 |
| BPOP | POPULAR INC NEW F | 6,500 | $196K | 0.0% | $30.15 * | $22.55 | +1.6% | COM NEW | 733174700 |
| MS | MORGAN STANLEY | 6,136 | $193K | 0.0% | $31.45 * | $26.46 | -10.7% | COM | 617446448 |
| HAL | HALLIBURTON CO HLDG | 5,366 | $190K | 0.0% | $35.41 * | $46.07 | -37.1% | COM | 406216101 |
| ZBH | ZIMMER BIOMET HLDGS | 2,000 | $188K | 0.0% | $94.00 * | $88.67 | -5.4% | COM | 98956P102 |
| — | TE CONNECTIVITY LTD F | 3,077 | $184K | 0.0% | $59.80 | $59.80 | — | REG SHS | H84989104 |
| — | CYS INVESTMENTS REIT | 25,000 | $182K | 0.0% | $7.28 | $8.28 | — | COM | 12673A108 |
| — | CTRIP COM INTL LTD F ADR 1 ADR REP 0.25 ORD SHS | 2,860 | $181K | 0.0% | $63.29 | $50.86 | — | SPONSORED ADR | 22943F100 |
| — | HCP INC REIT REIT | 4,867 | $181K | 0.0% | $37.19 | $37.19 | — | COM | 40414L109 |
| — | HORNBECK OFFSHORE 1.5%19 DUE 09/01/19 | 240,000 | $180K | 0.0% | $0.75 | $0.82 | — | NOTE | 440543AN6 |
| — | CPFL ENERGIA SA F ADR 1 ADR REPS 2 ORD SHS | 23,580 | $177K | 0.0% | $7.51 | $15.61 | — | SPONSORED ADR | 126153105 |
| CX | CEMEX SAB DE C V F ADR 1 ADR REPS 10 ORD SHS | 24,746 | $173K | 0.0% | $6.99 | $11.66 | -40.0% | SPONSORED ADR | 151290889 |
| ABUS | ARBUTUS BIOPHARMA CORP F | 25,722 | $157K | 0.0% | $6.10 | $8.87 | -31.3% | COM | 03879J100 |
| — | B G C PARTNERS 4.5%16 DUE 07/15/16 | 118,000 | $122K | 0.0% | $1.03 | $1.04 | — | NOTE | 05541TAD3 |
| PBR | PETROLEO BRASILEIRO F ADR 1 ADR REPS 2 ORD SHS | 20,276 | $88,000 | 0.0% | $4.34 | $10.78 | -59.6% | SPONSORED ADR | 71654V408 |
| — | PROSPECT CAPITAL 5.5%16 DUE 08/15/16 | 70,000 | $71,000 | 0.0% | $1.01 | $1.00 | — | NOTE | 74348TAD4 |
| — | CALIFORNIA RESOURCES | 22,011 | $57,000 | 0.0% | $2.59 | $7.63 | — | COM | 13057Q107 |
| — | PEABODY ENERGY CORP | 24,000 | $33,000 | 0.0% | $1.38 | $1.38 | — | COM | 704549104 |
| — | HCI GROUP INC 2%15 DUE 12/15/15 | 30,000 | $30,000 | 0.0% | $1.00 | $0.97 | — | NOTE | 43713WAB3 |
| — | PEABODY ENERGY C 4.75%66 DUE 12/15/66 | 200,000 | $23,000 | 0.0% | $0.12 | $0.79 | — | NOTE | 704549AG9 |