Location: Berwyn, PA
CIK: 0001601489 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 9, 2016
Total Value: $532M (99.8% shares, 0.2% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | SPDR BARCLAYS HIGH YIELD BOND ETF | 1,843,291 | $63.13M | 11.9% | $34.25 | $34.25 | — | BRC HGH YLD | 78464A417 |
| HYG | ISHARES IBOXX HIGH YIELD BOND ETF | 769,442 | $62.86M | 11.8% | $81.69 | $79.39 | +2.9% | IBOXX HI YD ETF | 464288513 |
| SHY | ISHARES 1-3 YEAR TREASRY BOND ETF | 86,241 | $7.333M | 1.4% | $85.03 | $84.82 | +0.2% | 1-3 YR TR BD ETF | 464287457 |
| — | ENERGY TRANSFER PART LP | 217,268 | $7.026M | 1.3% | $32.34 | $34.19 | — | COMMON UNIT LTD PTR | 29273R109 |
| HUN | HUNTSMAN CORPORATION | 526,215 | $6.999M | 1.3% | $13.30 | $11.09 | +20.0% | COM | 447011107 |
| — | VIACOM INC CLASS B | 166,570 | $6.876M | 1.3% | $41.28 | $41.90 | — | CL B | 92553P201 |
| — | PACWEST BANCORP | 177,431 | $6.592M | 1.2% | $37.15 | $39.27 | — | COM | 695263103 |
| — | GOVERNMENT PROPERTIE REIT | 363,402 | $6.487M | 1.2% | $17.85 | $17.85 | — | COM SHS BEN INT | 38376A103 |
| OLN | OLIN CORP | 370,747 | $6.44M | 1.2% | $17.37 * | $11.65 | +12.9% | COM PAR $1 | 680665205 |
| IEI | ISHARES 3-7 YEAR TRERY BOND ETF | 50,984 | $6.421M | 1.2% | $125.94 | $124.94 | +0.8% | 3-7 YR TR BD ETF | 464288661 |
| — | DOMTAR CORPORATION F | 156,249 | $6.328M | 1.2% | $40.50 | $40.50 | — | COM NEW | 257559203 |
| STAG | STAG INDUSTRIAL INC REIT | 306,112 | $6.232M | 1.2% | $20.36 | $20.36 | — | COM | 85254J102 |
| — | LEXINGTON REALTY TR REIT | 716,848 | $6.165M | 1.2% | $8.60 | $8.60 | — | COM | 529043101 |
| SHV | ISHARES SHORT TREASURY BOND ETF | 55,562 | $6.132M | 1.2% | $110.36 | $110.30 | +0.1% | SHRT TRS BD ETF | 464288679 |
| — | TIME INC | 375,958 | $5.805M | 1.1% | $15.44 | $15.44 | — | COM | 887228104 |
| VOO | VANGUARD S&P 500 ETF | 30,677 | $5.784M | 1.1% | $188.55 | $178.95 | +5.4% | S&P 500 ETF SHS | 922908363 |
| — | PATTERN ENERGY CLASS A | 301,371 | $5.747M | 1.1% | $19.07 | $19.07 | — | CL A | 70338P100 |
| GEO | G E O GROUP INC NEW REIT | 164,630 | $5.708M | 1.1% | $34.67 * | $12.03 | +19.6% | COM | 36162J106 |
| — | CYPRESS SEMICONDUCTR | 653,597 | $5.66M | 1.1% | $8.66 | $8.66 | — | COM | 232806109 |
| — | CORRECTION CORP AMER | 175,067 | $5.611M | 1.1% | $32.05 | $32.05 | — | COM NEW | 22025Y407 |
| IEF | ISHARES 7-10 YEAR TRSURY BOND ETF | 50,136 | $5.532M | 1.0% | $110.34 | $109.07 | +1.2% | 7-10 Y TR BD ETF | 464287440 |
| — | TIFFANY & CO | 75,000 | $5.504M | 1.0% | $73.39 | $76.29 | — | COM | 886547108 |
| CNA | C N A FINANCIAL CORP | 169,895 | $5.467M | 1.0% | $32.18 * | $15.42 | +6.1% | COM | 126117100 |
| RHI | ROBERT HALF INTL | 116,180 | $5.412M | 1.0% | $46.58 | $42.75 | +9.0% | COM | 770323103 |
| MDU | M D U RESOURCES GRP | 263,003 | $5.118M | 1.0% | $19.46 * | $5.02 | +10.6% | COM | 552690109 |
| MS | MORGAN STANLEY | 202,625 | $5.068M | 1.0% | $25.01 * | $19.31 | -1.8% | COM NEW | 617446448 |
| MCK | MCKESSON CORPORATION | 32,031 | $5.037M | 0.9% | $157.25 * | $149.58 | -2.6% | COM | 58155Q103 |
| PRGO | PERRIGO CO PLC F | 38,755 | $4.958M | 0.9% | $127.93 | $138.69 | -7.8% | SHS | G97822103 |
| LNC | LINCOLN NATIONAL CO | 123,845 | $4.855M | 0.9% | $39.20 * | $26.78 | +0.4% | COM | 534187109 |
| WPC | W.P. CAREY INC. REIT | 77,115 | $4.8M | 0.9% | $62.24 | $60.44 | — | COM | 92936U109 |
| — | DELEK US HOLDINGS | 313,868 | $4.783M | 0.9% | $15.24 | $15.24 | — | COM | 246647101 |
| SBRA | SABRA HLTH CARE REIT | 237,426 | $4.77M | 0.9% | $20.09 | $20.09 | — | COM | 78573L106 |
| AAPL | APPLE INC | 42,439 | $4.625M | 0.9% | $108.98 * | $20.61 | +19.9% | COM | 037833100 |
| CF | CF INDUSTRIES HLDG | 140,300 | $4.397M | 0.8% | $31.34 * | $24.71 | -3.6% | COM | 125269100 |
| T | A T & T INC | 107,539 | $4.212M | 0.8% | $39.17 * | $11.91 | +24.2% | COM | 00206R102 |
| PPL | PPL CORPORATION | 90,009 | $3.427M | 0.6% | $38.07 * | $17.61 | +40.3% | COM | 69351T106 |
| VCIT | VANGUARD INTERMEDIATE TERM COR ETF | 38,398 | $3.338M | 0.6% | $86.93 | $84.86 | +2.4% | INT-TERM CORP | 92206C870 |
| — | GENERAL ELECTRIC CO | 102,754 | $3.267M | 0.6% | $31.79 | $26.05 | — | COM | 369604103 |
| MRK | MERCK & CO INC | 61,273 | $3.242M | 0.6% | $52.91 * | $36.01 | +3.8% | COM | 58933Y105 |
| VZ | VERIZON COMMUNICATN | 58,434 | $3.16M | 0.6% | $54.08 * | $26.24 | +23.8% | COM | 92343V104 |
| — | MYLAN NV F | 67,964 | $3.15M | 0.6% | $46.35 | $54.07 | — | SHS EURO | N59465109 |
| CMCSA | COMCAST CORPORATION CLASS A | 50,540 | $3.087M | 0.6% | $61.08 * | $21.52 | +12.5% | COM | 20030N101 |
| XOM | EXXON MOBIL CORP | 36,505 | $3.051M | 0.6% | $83.58 * | $57.96 | -6.1% | COM | 30231G102 |
| — | SCHULMAN A INC | 107,982 | $2.939M | 0.6% | $27.22 | $27.22 | — | COM | 808194104 |
| — | DU PONT EI DE NEMOUR | 44,395 | $2.811M | 0.5% | $63.32 | $65.63 | — | COM | 263534109 |
| BABA | ALIBABA GROUP HLDG F ADR 1 ADR REPS 1 ORD SHS | 34,823 | $2.752M | 0.5% | $79.03 | $72.71 | +8.7% | SPONSORED ADS | 01609W102 |
| — | VEREIT INC REIT | 307,486 | $2.727M | 0.5% | $8.87 | $7.82 | — | COM | 92339V100 |
| MSFT | MICROSOFT CORP | 44,932 | $2.482M | 0.5% | $55.24 * | $35.55 | +37.0% | COM | 594918104 |
| IBM | IBM CORP | 16,288 | $2.467M | 0.5% | $151.46 * | $103.43 | -7.5% | COM | 459200101 |
| KO | COCA COLA COMPANY | 52,563 | $2.438M | 0.5% | $46.38 * | $28.83 | +18.4% | COM | 191216100 |
| PFE | PFIZER INCORPORATED | 74,227 | $2.2M | 0.4% | $29.64 * | $18.35 | +0.5% | COM | 717081103 |
| JNJ | JOHNSON & JOHNSON | 19,904 | $2.154M | 0.4% | $108.22 * | $68.80 | +20.1% | COM | 478160104 |
| — | BAIDU INC F ADR 1 ADR REPS 0.1 ORD SHS | 11,247 | $2.147M | 0.4% | $190.90 | $137.41 | — | SPON ADR REP A | 56752108 |
| ETN | EATON CORP PLC F | 34,221 | $2.141M | 0.4% | $62.56 * | $52.43 | -3.8% | COM | G29183103 |
| — | CIGNA CORP | 15,120 | $2.075M | 0.4% | $137.24 | $83.73 | — | COM | 125509109 |
| GLW | CORNING INC | 98,630 | $2.06M | 0.4% | $20.89 * | $14.38 | +12.1% | COM | 219350105 |
| INTC | INTEL CORP | 61,234 | $1.981M | 0.4% | $32.35 * | $24.50 | +5.3% | COM | 458140100 |
| KWR | QUAKER CHEMICAL CORP | 23,200 | $1.969M | 0.4% | $84.87 | $74.37 | +14.1% | COM | 747316107 |
| ABBV | ABBVIE INC | 33,590 | $1.919M | 0.4% | $57.13 * | $37.54 | +1.4% | COM | 00287Y109 |
| MWA | MUELLER WATER PRODUC | 193,601 | $1.913M | 0.4% | $9.88 * | $7.26 | +16.0% | COM SER A | 624758108 |
| CSCO | CISCO SYSTEMS INC | 66,087 | $1.881M | 0.4% | $28.46 * | $17.08 | +22.7% | COM | 17275R102 |
| — | ALPHABET INC. CLASS C | 2,468 | $1.839M | 0.3% | $745.14 | $876.15 | — | COM | 38259P706 |
| — | SYNTEL INC | 36,761 | $1.835M | 0.3% | $49.92 | $46.91 | — | COM | 87162H103 |
| — | M D C PTNRS INC F CLASS A | 75,704 | $1.787M | 0.3% | $23.61 | $18.43 | — | CL A SUB VTG | 552697104 |
| — | REDHAT INC | 23,864 | $1.778M | 0.3% | $74.51 | $57.85 | — | COM | 756577102 |
| — | BOTTOMLINE TECH | 58,270 | $1.777M | 0.3% | $30.50 | $25.01 | — | COM | 101388106 |
| — | B G C PARTNERS CLASS A | 193,441 | $1.751M | 0.3% | $9.05 | $7.02 | — | COM | 05541T101 |
| WFC | WELLS FARGO & CO | 36,146 | $1.748M | 0.3% | $48.36 * | $34.34 | +7.0% | COM | 949746101 |
| CVX | CHEVRON CORPORATION | 18,244 | $1.74M | 0.3% | $95.37 * | $64.27 | -2.0% | COM | 166764100 |
| MYE | MYERS INDUSTRIES INC | 134,986 | $1.736M | 0.3% | $12.86 * | $8.59 | +10.0% | COM | 628464109 |
| PEGA | PEGASYSTEMS INC | 68,299 | $1.733M | 0.3% | $25.37 * | $10.33 | +22.9% | COM | 705573103 |
| MEI | METHODE ELECTRONICS | 58,667 | $1.715M | 0.3% | $29.23 * | $22.87 | +4.4% | COM | 591520200 |
| SHW | SHERWIN WILLIAMS CO | 6,000 | $1.708M | 0.3% | $284.67 * | $57.67 | +50.4% | COM | 824348106 |
| — | AIRGAS INC | 12,000 | $1.7M | 0.3% | $141.67 | $106.53 | — | COM | 009363102 |
| — | BALCHEM CORP | 27,318 | $1.694M | 0.3% | $62.01 | $60.77 | — | COM | 57665200 |
| OXY | OCCIDENTAL PETROL CO | 24,520 | $1.678M | 0.3% | $68.43 * | $61.83 | -16.2% | COM | 674599105 |
| SPY | SPDR S&P 500 ETF IV | 8,076 | $1.66M | 0.3% | $205.55 | $204.69 | +0.4% | TR UNIT | 78462F103 |
| MELI | MERCADOLIBRE INC | 13,734 | $1.619M | 0.3% | $117.88 | $115.07 | +1.9% | COM | 58733R102 |
| SWKS | SKYWORKS SOLUTIONS | 20,113 | $1.567M | 0.3% | $77.91 * | $73.93 | -14.1% | COM | 83088M102 |
| — | INTEGRATED DEVICE TE | 76,391 | $1.561M | 0.3% | $20.43 | $20.30 | — | COM | 458118106 |
| — | MEDIVATION INC | 33,933 | $1.56M | 0.3% | $45.97 | $42.50 | — | COM | 58501N101 |
| FFIV | F5 NETWORKS INC | 14,542 | $1.539M | 0.3% | $105.83 | $86.75 | +22.0% | COM | 315616102 |
| — | BROADSOFT INC | 38,078 | $1.536M | 0.3% | $40.34 | $28.13 | — | COM | 11133B409 |
| TEX | TEREX CORP | 60,741 | $1.511M | 0.3% | $24.88 | $21.81 | +14.1% | COM | 880779103 |
| PEP | PEPSICO INCORPORATED | 14,662 | $1.503M | 0.3% | $102.51 * | $59.16 | +29.1% | COM | 713448108 |
| — | CUBIC CORP | 37,539 | $1.5M | 0.3% | $39.96 | $41.94 | — | COM | 229669106 |
| SO | SOUTHERN COMPANY | 28,791 | $1.489M | 0.3% | $51.72 * | $29.62 | +16.0% | COM | 842587107 |
| — | GLAXOSMITHKLINE PLC F ADR 1 ADR REPS 2 ORD SHS | 36,552 | $1.482M | 0.3% | $40.54 | $52.55 | — | SPONSORED ADR | 37733W105 |
| DKS | DICKS SPORTING GOODS | 30,735 | $1.437M | 0.3% | $46.75 * | $38.19 | -6.6% | COM | 253393102 |
| AMCX | AMC NETWORKS INC CL CLASS A | 21,912 | $1.423M | 0.3% | $64.94 | $77.23 | -15.9% | CL A | 00164V103 |
| — | ORCHIDS PAPER PRODS | 50,486 | $1.389M | 0.3% | $27.51 | $32.28 | — | COM | 68572N104 |
| SNY | SANOFI SPOND F ADR 1 ADR REPS 0.5 ORD SHS | 34,513 | $1.386M | 0.3% | $40.16 | $48.45 | -17.1% | SPONSORED ADR | 80105N105 |
| EXP | EAGLE MATERIALS INC | 19,758 | $1.385M | 0.3% | $70.10 * | $74.22 | -9.9% | COM | 26969P108 |
| — | DOW CHEMICAL COMPANY | 26,829 | $1.365M | 0.3% | $50.88 | $47.10 | — | COM | 260543103 |
| THRM | GENTHERM INC | 32,645 | $1.358M | 0.3% | $41.60 | $47.91 | -13.2% | COM | 37253A103 |
| — | SEAGATE TECHNOLOGY F | 38,300 | $1.319M | 0.2% | $34.44 | $48.18 | — | COM | G7945M107 |
| — | ALPHABET INC. CLASS A | 1,727 | $1.318M | 0.2% | $763.17 | $583.22 | — | COM | 38259P508 |
| — | MAXIM INTEGRATED PRO | 35,659 | $1.312M | 0.2% | $36.79 | $38.00 | — | COM | 57772K101 |
| — | FLY LEASING LTD F ADR 1 ADR REPS 1 ORD SHS | 101,388 | $1.289M | 0.2% | $12.71 | $14.41 | — | SPONSORED ADR | 34407D109 |
| — | INOVALON HOLDINGS CLASS A | 69,288 | $1.283M | 0.2% | $18.52 | $20.83 | — | COM CL A | 45781D101 |
| — | ALLIANCE DATA SYSTEM | 5,807 | $1.278M | 0.2% | $220.08 | $258.99 | — | COM | 18581108 |
| HON | HONEYWELL INTL INC | 11,186 | $1.253M | 0.2% | $112.02 * | $64.71 | +27.1% | COM | 438516106 |
| — | SPIRIT AIRLINES | 25,915 | $1.243M | 0.2% | $47.96 | $49.22 | — | COM | 848577102 |
| — | ENDURANCE SPECALTY F | 18,424 | $1.204M | 0.2% | $65.35 | $61.01 | — | SHS | G30397106 |
| MAT | MATTEL INCORPORATED | 35,058 | $1.179M | 0.2% | $33.63 | $26.53 | +26.7% | COM | 577081102 |
| DUK | DUKE ENERGY CORP | 14,275 | $1.152M | 0.2% | $80.70 * | $43.82 | +23.3% | COM | 26441C204 |
| — | BB&T CORPORATION | 34,023 | $1.132M | 0.2% | $33.27 | $36.49 | — | COM | 54937107 |
| PSX | PHILLIPS 66 | 13,045 | $1.13M | 0.2% | $86.62 * | $50.17 | +19.4% | COM | 718546104 |
| — | HFF INC CLASS A | 40,238 | $1.108M | 0.2% | $27.54 | $33.76 | — | CL A | 40418F108 |
| PM | PHILIP MORRIS INTL | 11,232 | $1.102M | 0.2% | $98.11 * | $52.28 | +15.4% | COM | 718172109 |
| MMM | 3M COMPANY | 6,518 | $1.086M | 0.2% | $166.62 * | $79.68 | +26.6% | COM | 88579Y101 |
| — | TATA MOTORS LTD F ADR 1 ADR REPS 5 ORD SHS | 37,342 | $1.085M | 0.2% | $29.06 | $22.50 | — | SPONSORED ADR | 876568502 |
| — | COVANTA HOLDING CORP | 62,406 | $1.052M | 0.2% | $16.86 | $16.86 | — | COM | 22282E102 |
| MU | MICRON TECHNOLOGY | 98,712 | $1.034M | 0.2% | $10.47 * | $16.78 | -39.1% | COM | 595112103 |
| EMR | EMERSON ELECTRIC CO | 18,394 | $1M | 0.2% | $54.37 * | $43.40 | -2.5% | COM | 291011104 |
| — | MERIDIAN BIOSCIENCE | 47,942 | $988K | 0.2% | $20.61 | $20.85 | — | COM | 589584101 |
| EGRX | EAGLE PHARMACEUTICAL | 24,000 | $972K | 0.2% | $40.50 | $12.40 | +226.6% | COM | 269796108 |
| JPM | JPMORGAN CHASE & CO | 16,348 | $968K | 0.2% | $59.21 * | $41.13 | +10.6% | COM | 46625H100 |
| — | MARKET VECTORS RUSSIA ETF | 58,958 | $965K | 0.2% | $16.37 | $14.63 | — | RUSSIA ETF | 57060U506 |
| BK | BANK OF NY MELLON CO | 26,000 | $958K | 0.2% | $36.85 * | $24.75 | +15.7% | COM | 064058100 |
| — | HOSPITALITY PROP TR REIT | 35,754 | $950K | 0.2% | $26.57 | $27.22 | — | COM SH BEN INT | 44106M102 |
| COP | CONOCOPHILLIPS | 23,202 | $934K | 0.2% | $40.26 * | $45.70 | -34.7% | COM | 20825C104 |
| LTC | LTC PROPERTIES, INC. REIT | 20,388 | $922K | 0.2% | $45.22 | $43.13 | — | COM | 502175102 |
| — | NATIONAL CINEMEDIA | 60,077 | $914K | 0.2% | $15.21 | $18.50 | — | COM | 635309107 |
| ORI | OLD REPUBLIC INTL CO | 49,796 | $910K | 0.2% | $18.27 * | $8.58 | +3.3% | COM | 680223104 |
| PG | PROCTER & GAMBLE | 10,765 | $886K | 0.2% | $82.30 * | $57.34 | +10.0% | COM | 742718109 |
| — | POTASH CORP SASK INC F | 51,236 | $872K | 0.2% | $17.02 | $31.93 | — | COM | 73755L107 |
| STWD | STARWOOD PPTY TRUST REIT | 46,050 | $872K | 0.2% | $18.94 | $20.89 | — | COM | 85571B105 |
| EEFT | EURONET WORLDWIDE | 11,737 | $870K | 0.2% | $74.12 | $66.91 | +10.8% | COM | 298736109 |
| BA | BOEING CO | 6,748 | $857K | 0.2% | $127.00 * | $121.40 | -5.4% | COM | 097023105 |
| BMY | BRISTOL-MYERS SQUIBB | 13,300 | $850K | 0.2% | $63.91 * | $35.96 | +26.9% | COM | 110122108 |
| — | LINKEDIN CORP CLASS A | 7,392 | $845K | 0.2% | $114.31 | $231.34 | — | COM | 53578A108 |
| — | TUPPERWARE BRANDS CO | 14,459 | $838K | 0.2% | $57.96 | $64.06 | — | COM | 899896104 |
| PRU | PRUDENTIAL FINANCIAL | 11,378 | $822K | 0.2% | $72.24 * | $52.06 | -10.4% | COM | 744320102 |
| MPC | MARATHON PETE CORP | 22,042 | $820K | 0.2% | $37.20 * | $36.14 | -24.2% | COM | 56585A102 |
| AMGN | AMGEN INCORPORATED | 5,429 | $814K | 0.2% | $149.94 * | $107.43 | +4.4% | COM | 031162100 |
| — | MARKET VECTORS BRAZIL SMALL CAP ETF | 65,923 | $813K | 0.2% | $12.33 | $16.31 | — | BRAZL SMCP ETF | 57060U613 |
| — | QUALITY SYSTEMS INC | 53,124 | $810K | 0.2% | $15.25 | $16.01 | — | COM | 747582104 |
| AZN | ASTRAZENECA PLC F ADR 1 ADR REPS 0.5 ORD SHS | 28,518 | $803K | 0.2% | $28.16 | $46.68 | — | SPONSORED ADR | 046353108 |
| — | WESTPAC BANKING LTD F ADR 1 ADR REPS 1 ORD SHS | 33,953 | $790K | 0.1% | $23.27 | $29.08 | — | SPONSORED ADR | 961214301 |
| UNH | UNITEDHEALTH GRP INC | 6,113 | $788K | 0.1% | $128.91 * | $85.88 | +28.4% | COM | 91324P102 |
| — | INTELIQUENT INC | 47,561 | $763K | 0.1% | $16.04 | $17.77 | — | COM | 45825N107 |
| SRG | SERITAGE GROWTH PROP CLASS A | 15,110 | $755K | 0.1% | $49.97 * | $36.17 | +28.7% | CL A | 81752R100 |
| HD | HOME DEPOT INC | 5,658 | $755K | 0.1% | $133.44 * | $66.67 | +58.6% | COM | 437076102 |
| TEVA | TEVA PHARM INDS LTD F ADR 1 ADR REPS 1 ORD SHS | 14,000 | $749K | 0.1% | $53.50 | $46.22 | +15.8% | SPONSORED ADR | 881624209 |
| — | HOLLY ENERGY PARTNER LP | 22,114 | $748K | 0.1% | $33.82 | $31.14 | — | COM UT LTD PTN | 435763107 |
| BP | BP PLC F ADR 1 ADR REPS 6 ORD SHS | 24,305 | $734K | 0.1% | $30.20 | $47.30 | -36.2% | SPONSORED ADR | 055622104 |
| UVSP | UNIVEST CORP PA | 37,361 | $729K | 0.1% | $19.51 | $19.49 | +0.1% | COM | 915271100 |
| — | SIX FLAGS ENTERTAINM | 12,940 | $718K | 0.1% | $55.49 | $36.89 | — | COM | 83001A102 |
| — | TRIANGLE CAPITAL CO | 34,566 | $711K | 0.1% | $20.57 | $26.77 | — | COM | 895848109 |
| TRV | TRAVELERS COMPANIES | 6,001 | $700K | 0.1% | $116.65 * | $64.62 | +45.9% | COM | 89417E109 |
| GM | GENERAL MOTORS CO | 21,956 | $690K | 0.1% | $31.43 * | $27.71 | -7.6% | COM | 37045V100 |
| — | AETNA INC | 6,130 | $689K | 0.1% | $112.40 | $76.11 | — | COM | 00817Y108 |
| DLTR | DOLLAR TREE INC | 8,000 | $660K | 0.1% | $82.50 | $53.21 | +55.0% | COM | 256746108 |
| — | RITE AID CORPORATION | 80,540 | $656K | 0.1% | $8.15 | $6.00 | — | COM | 767754104 |
| — | EXPRESS SCRIPTS HLDG | 9,531 | $655K | 0.1% | $68.72 | $76.39 | — | COM | 30219G108 |
| — | AMERIGAS PARTNERS, L LP | 15,076 | $655K | 0.1% | $43.45 | $42.95 | — | COMMON UNIT LTD PTR | 030975106 |
| CVS | CVS HEALTH CORP | 6,258 | $649K | 0.1% | $103.71 * | $64.34 | +20.1% | COM | 126650100 |
| VLY | VALLEY NATIONAL BANC | 66,300 | $633K | 0.1% | $9.55 | $9.94 | -4.0% | COM | 919794107 |
| RPM | RPM INTERNATIONAL | 13,000 | $615K | 0.1% | $47.31 | $41.22 | +14.8% | COM | 749685103 |
| — | CHECKPOINT SYSTEMS | 59,394 | $601K | 0.1% | $10.12 | $15.77 | — | COM | 162825103 |
| CL | COLGATE-PALMOLIVE CO | 8,230 | $581K | 0.1% | $70.60 * | $49.48 | +13.6% | COM | 194162103 |
| — | TERRA NITROGEN CO LP LP | 5,186 | $577K | 0.1% | $111.26 | $137.26 | — | COMMON UNIT LTD PTR | 881005201 |
| RY | ROYAL BANK OF CANADA F | 10,000 | $576K | 0.1% | $57.60 | $65.74 | -12.4% | COM | 780087102 |
| SPG | SIMON PPTY GROUP REIT | 2,770 | $575K | 0.1% | $207.58 * | $93.21 | +35.0% | COM | 828806109 |
| ROK | ROCKWELL AUTOMATION | 5,000 | $569K | 0.1% | $113.80 * | $93.62 | +0.9% | COM | 773903109 |
| WMT | WAL-MART STORES INC | 8,110 | $555K | 0.1% | $68.43 * | $17.76 | +7.9% | COM | 931142103 |
| ALL | ALLSTATE CORPORATION | 7,910 | $533K | 0.1% | $67.38 * | $42.26 | +28.6% | COM | 020002101 |
| — | BLACKSTONE GROUP LP LP | 18,990 | $533K | 0.1% | $28.07 | $32.68 | — | COM UNIT LTD | 09253U108 |
| — | HOLLYFRONTIER CORP | 14,993 | $530K | 0.1% | $35.35 | $42.35 | — | COM | 436106108 |
| — | TARO PHARMA INDS F | 3,625 | $519K | 0.1% | $143.17 | $143.89 | — | COM | M8737E108 |
| — | NUVEEN NEW YORK AMT FREE | 38,000 | $511K | 0.1% | $13.45 | $13.13 | — | COM | 670656107 |
| JAZZ | JAZZ PHARMACEUTICAL F | 3,730 | $487K | 0.1% | $130.56 | $170.20 | -23.3% | SHS USD | G50871105 |
| WEC | W E C ENERGY GROUP I | 7,791 | $468K | 0.1% | $60.07 * | $35.70 | +22.8% | COM | 92939U106 |
| OMC | OMNICOM GROUP INC | 5,609 | $467K | 0.1% | $83.26 * | $51.26 | +16.4% | COM | 681919106 |
| KMB | KIMBERLY-CLARK CORP | 3,455 | $465K | 0.1% | $134.59 * | $70.62 | +36.5% | COM | 494368103 |
| PNC | PNC FINANCIAL SRVCS | 5,479 | $463K | 0.1% | $84.50 * | $60.79 | +1.3% | COM | 693475105 |
| — | NEW YORK CMNTY BANCO | 28,971 | $461K | 0.1% | $15.91 | $16.71 | — | COM | 649445103 |
| NTRS | NORTHERN TRUST CORP | 7,000 | $456K | 0.1% | $65.14 * | $46.16 | +8.3% | COM | 665859104 |
| F | FORD MOTOR COMPANY | 33,328 | $450K | 0.1% | $13.50 * | $8.70 | -7.3% | COM | 345370860 |
| NEE | NEXTERA ENERGY INC | 3,782 | $448K | 0.1% | $118.46 * | $19.47 | +18.5% | COM | 65339F101 |
| QCOM | QUALCOMM INC | 8,770 | $448K | 0.1% | $51.08 * | $46.44 | -16.1% | COM | 747525103 |
| — | CEDAR FAIR, L.P. LP | 7,516 | $447K | 0.1% | $59.47 | $55.29 | — | DEPOSITRY UNIT | 150185106 |
| — | TWITTER INC | 26,500 | $439K | 0.1% | $16.57 | $26.94 | — | COM | 90184L102 |
| — | CRANE COMPANY | 8,040 | $433K | 0.1% | $53.86 | $55.95 | — | COM | 224399105 |
| CAH | CARDINAL HEALTH INC | 5,000 | $410K | 0.1% | $82.00 * | $59.00 | +5.0% | COM | 14149Y108 |
| MDT | MEDTRONIC PLC F | 5,458 | $409K | 0.1% | $74.94 * | $58.19 | +1.2% | COM | G5960L103 |
| ORCL | ORACLE CORPORATION | 9,855 | $403K | 0.1% | $40.89 * | $32.90 | +7.3% | COM | 68389X105 |
| — | XEROX CORP | 35,983 | $402K | 0.1% | $11.17 | $11.41 | — | COM | 984121103 |
| UPS | UNITED PARCEL SRVC CLASS B | 3,792 | $400K | 0.1% | $105.49 * | $68.77 | +7.2% | CL B | 911312106 |
| WLK | WESTLAKE CHEMICAL CO | 8,504 | $394K | 0.1% | $46.33 * | $49.96 | -19.9% | COM | 960413102 |
| CMI | CUMMINS INC | 3,404 | $374K | 0.1% | $109.87 * | $101.89 | -16.8% | COM | 231021106 |
| — | ROYAL DUTCH SHELL F ADR 1 ADR REPS 2 ORD SHS | 7,668 | $372K | 0.1% | $48.51 | $45.82 | — | SPONS ADR A | 780259206 |
| RRC | RANGE RESOURCES CORP | 11,500 | $372K | 0.1% | $32.35 | $83.48 | -61.2% | COM | 75281A109 |
| EW | EDWARDS LIFESCIENCES | 4,000 | $353K | 0.1% | $88.25 * | $20.88 | +40.8% | COM | 28176E108 |
| — | INVENSENSE INC 1.75%18 DUE 11/01/18 | 365,000 | $335K | 0.1% | $0.92 | $1.00 | — | NOTE | 46123DAB2 |
| MRCY | MERCURY SYSTEMS INC | 16,442 | $334K | 0.1% | $20.31 | $15.14 | +34.0% | COM | 589378108 |
| IIIN | INSTEEL INDUSTRIES | 10,933 | $334K | 0.1% | $30.55 * | $10.70 | +86.8% | COM | 45774W108 |
| — | DEL FRISCOS RESTAURT | 20,157 | $334K | 0.1% | $16.57 | $13.90 | — | COM | 245077102 |
| MG | MISTRAS GROUP INC | 13,441 | $333K | 0.1% | $24.77 | $20.94 | +18.3% | COM | 60649T107 |
| — | BUCKEYE PARTNERS LP LP | 4,850 | $330K | 0.1% | $68.04 | $78.53 | — | COMMON UNIT LTD PTR | 118230101 |
| BAX | BAXTER INTERNATIONAL | 8,000 | $329K | 0.1% | $41.13 * | $30.80 | +13.9% | COM | 071813109 |
| CAT | CATERPILLAR INC | 4,286 | $328K | 0.1% | $76.53 * | $66.89 | -9.3% | COM | 149123101 |
| — | AGREE REALTY CORP REIT | 8,518 | $328K | 0.1% | $38.51 | $29.84 | — | COM | 8492100 |
| LYB | LYONDELLBASELL INDS F CLASS A | 3,829 | $328K | 0.1% | $85.66 * | $49.66 | -1.1% | COM | N53745100 |
| LUV | SOUTHWEST AIRLINES | 7,250 | $325K | 0.1% | $44.83 * | $22.63 | +76.3% | COM | 844741108 |
| — | BAXALTA INCORPORATED | 8,000 | $323K | 0.1% | $40.38 | $31.50 | — | COM | 07177M103 |
| LGND | LIGAND PHARMA | 3,000 | $321K | 0.1% | $107.00 * | $38.31 | +74.4% | COM | 53220K504 |
| — | HARRIS CORPORATION | 4,001 | $312K | 0.1% | $77.98 | $81.60 | — | COM | 413875105 |
| D | DOMINION RES INC VA | 4,000 | $300K | 0.1% | $75.00 * | $41.78 | +17.9% | COM | 25746U109 |
| — | CALUMET SPECIALTY PR LP | 25,415 | $299K | 0.1% | $11.76 | $22.93 | — | COMMON UNIT LTD PTR | 131476103 |
| ABBNY | ABB LTD F ADR 1 ADR REPS 1 ORD SHS | 15,100 | $293K | 0.1% | $19.40 * | $23.38 | -20.3% | SPONSORED ADR | 000375204 |
| VLO | VALERO ENERGY CORP | 4,558 | $292K | 0.1% | $64.06 * | $43.87 | -1.0% | COM | 91913Y100 |
| TROW | T ROWE PRICE GROUP | 3,964 | $291K | 0.1% | $73.41 * | $50.96 | +1.3% | COM | 74144T108 |
| HSTM | HEALTHSTREAM INC | 13,113 | $290K | 0.1% | $22.12 | $20.58 | +7.3% | COM | 42222N103 |
| XEL | XCEL ENERGY INC | 6,872 | $287K | 0.1% | $41.76 * | $25.41 | +21.9% | COM | 98389B100 |
| — | AMERICA MOVIL SAB F ADR 1 ADR REPS 20 ORD SHS | 17,800 | $276K | 0.1% | $15.51 | $19.88 | — | SPONSORED ADR | 02364W105 |
| FSLR | FIRST SOLAR INC | 4,000 | $274K | 0.1% | $68.50 | $56.06 | +22.1% | COM | 336433107 |
| — | YANDEX N V 1.125%18F DUE 12/15/18 YANDEX N V | 305,000 | $270K | 0.1% | $0.89 | $0.82 | — | NOTE | 98474TAB3 |
| — | DISCOVER FINANCIAL S | 5,269 | $268K | 0.1% | $50.86 | $56.55 | — | COM | 254709108 |
| — | GLOBALSCAPE INC | 70,573 | $268K | 0.1% | $3.80 | $3.80 | — | COM | 37940G109 |
| C | CITIGROUP INC | 6,423 | $268K | 0.1% | $41.73 * | $38.30 | -18.5% | COM | 172967424 |
| — | UNITED TECHNOLOGIES | 2,665 | $267K | 0.1% | $100.19 | $109.79 | — | COM | 913017109 |
| — | TOTAL S A F ADR 1 ADR REPS 1 ORD SHS | 5,854 | $266K | 0.1% | $45.44 | $54.46 | — | SPONSORED ADR | 89151E109 |
| CCL | CARNIVAL CORP F | 5,000 | $264K | 0.0% | $52.80 * | $32.01 | +44.9% | COM | 143658300 |
| — | NUANCE COMMUN INC | 13,889 | $260K | 0.0% | $18.72 | $17.07 | — | COM | 67020Y100 |
| AMZN | AMAZON COM INC | 437 | $259K | 0.0% | $592.68 * | $20.90 | +42.0% | COM | 023135106 |
| TMO | THERMO FISHER SCNTFC | 1,820 | $258K | 0.0% | $141.76 * | $126.53 | +8.9% | COM | 883556102 |
| — | USA TECHNOLOGIES INC | 58,180 | $254K | 0.0% | $4.37 | $2.50 | — | COM NO PAR | 90328S500 |
| AGCO | A G C O CORP | 5,000 | $249K | 0.0% | $49.80 * | $41.00 | -2.6% | COM | 001084102 |
| — | D T S INC | 11,174 | $243K | 0.0% | $21.75 | $26.68 | — | COM | 23335C101 |
| — | NV5 GLOBAL INC | 9,051 | $243K | 0.0% | $26.85 | $18.55 | — | COM | 62945V109 |
| — | HILLENBRAND INC | 8,049 | $241K | 0.0% | $29.94 | $27.15 | — | COM | 431571108 |
| LNG | CHENIERE ENERGY INC | 7,040 | $238K | 0.0% | $33.81 | $66.59 | -49.2% | COM | 16411R208 |
| IJH | ISHARES CORE S&P MID CAP ETF | 1,646 | $237K | 0.0% | $143.99 * | $26.71 | +8.0% | CORE S&P MCP ETF | 464287507 |
| ZBH | ZIMMER BIOMET HLDGS | 2,200 | $235K | 0.0% | $106.82 * | $88.72 | +7.8% | COM | 98956P102 |
| WHG | WESTWOOD HOLDINGS GP | 3,958 | $232K | 0.0% | $58.62 | $57.10 | +2.7% | COM | 961765104 |
| — | PERFICIENT INC | 10,699 | $232K | 0.0% | $21.68 | $15.43 | — | COM | 71375U101 |
| HPE | HEWLETT PACKARD ENTE | 12,886 | $228K | 0.0% | $17.69 * | $6.50 | +20.8% | COM | 42824C109 |
| GS | GOLDMAN SACHS GROUP | 1,454 | $228K | 0.0% | $156.81 * | $144.67 | -11.2% | COM | 38141G104 |
| MSI | MOTOROLA SOLUTIONS | 3,000 | $227K | 0.0% | $75.67 * | $53.42 | +21.9% | COM NEW | 620076307 |
| IRIX | IRIDEX CORP | 21,987 | $225K | 0.0% | $10.23 | $7.20 | +42.0% | COM | 462684101 |
| — | PROSPECT CAPITAL 5.5%16 DUE 08/15/16 | 220,000 | $221K | 0.0% | $1.00 | $1.00 | — | NOTE | 74348TAD4 |
| AYI | ACUITY BRANDS INC | 1,000 | $218K | 0.0% | $218.00 * | $210.07 | +0.6% | COM | 00508Y102 |
| PATK | PATRICK INDUSTRIES | 4,775 | $217K | 0.0% | $45.45 * | $15.51 | +15.4% | COM | 703343103 |
| FONR | FONAR CORP | 14,036 | $216K | 0.0% | $15.39 | $10.41 | +49.1% | COM NEW | 344437405 |
| CECO | CECO ENVIRONMENTAL | 34,526 | $214K | 0.0% | $6.20 * | $8.99 | -33.8% | COM | 125141101 |
| SXT | SENSIENT TECHNOLOGIE | 3,358 | $213K | 0.0% | $63.43 | $57.26 | +10.8% | COM | 81725T100 |
| OFLX | OMEGA FLEX INC | 6,082 | $212K | 0.0% | $34.86 | $31.52 | +10.4% | COM | 682095104 |
| NOC | NORTHROP GRUMMAN CO | 1,059 | $210K | 0.0% | $198.30 * | $155.62 | +8.7% | COM | 666807102 |
| SILC | SILICOM LIMITED F | 6,103 | $208K | 0.0% | $34.08 | $26.10 | +28.1% | ORD | M84116108 |
| ITW | ILLINOIS TOOL WORKS | 2,035 | $208K | 0.0% | $102.21 * | $71.40 | +14.1% | COM | 452308109 |
| NVMI | NOVA MEASURING INSTR F | 19,703 | $205K | 0.0% | $10.40 | $11.48 | -9.3% | COM | M7516K103 |
| — | CYS INVESTMENTS REIT | 25,000 | $204K | 0.0% | $8.16 | $8.28 | — | COM | 12673A108 |
| KAI | KADANT INC | 4,492 | $203K | 0.0% | $45.19 * | $40.29 | +3.6% | COM | 48282T104 |
| TGNA | TEGNA INC | 8,582 | $201K | 0.0% | $23.42 * | $16.93 | -10.3% | COM | 87901J105 |
| MFC | MANULIFE FINANCIAL F | 14,028 | $198K | 0.0% | $14.11 | $18.29 | -22.7% | COM | 56501R106 |
| LFCR | LANDEC CORP | 18,559 | $195K | 0.0% | $10.51 | $13.25 | -20.7% | COM | 514766104 |
| CMT | CORE MOLDING TECHS | 15,625 | $195K | 0.0% | $12.48 | $13.27 | -7.0% | COM | 218683100 |
| SLP | SIMULATIONS PLUS INC | 21,933 | $194K | 0.0% | $8.85 * | $6.44 | +26.5% | COM | 829214105 |
| — | NCI INC CLASS A | 13,515 | $189K | 0.0% | $13.98 | $13.27 | — | CL A | 62886K104 |
| — | ZIX CORPORATION | 46,138 | $181K | 0.0% | $3.92 | $4.52 | — | COM | 98974P100 |
| RDWR | RADWARE LTD F | 15,209 | $180K | 0.0% | $11.84 | $19.05 | -37.9% | ORD | M81873107 |
| CX | CEMEX SAB DE C V F ADR 1 ADR REPS 10 ORD SHS | 24,746 | $180K | 0.0% | $7.27 | $11.66 | -37.5% | SPONSORED ADR | 151290889 |
| IBN | ICICI BANK LTD F ADR 1 ADR REPS 2 ORD SHS | 25,000 | $179K | 0.0% | $7.16 | $7.34 | -2.5% | SPONSORED ADR | 45104G104 |
| — | CANADIAN SOLAR 4.25%19F DUE 02/15/19 CANADIAN SOLAR INC | 210,000 | $177K | 0.0% | $0.84 | $0.84 | — | NOTE 4.250% 2/1 | 136635AE9 |
| MBUU | CLASS A | 10,435 | $171K | 0.0% | $16.39 | $18.00 | -8.9% | COM CL A | 56117J100 |
| — | MARATHON OIL CORP | 15,200 | $169K | 0.0% | $11.12 | $35.55 | — | COM | 565849106 |
| — | TRECORA RESOURCES | 16,517 | $159K | 0.0% | $9.63 | $12.42 | — | COM | 894648104 |
| — | HP INC. | 12,886 | $159K | 0.0% | $12.34 | $33.54 | — | COM | 428236103 |
| CPIX | CUMBERLAND PHARMA | 35,078 | $158K | 0.0% | $4.50 | $6.23 | -27.9% | COM | 230770109 |
| — | CPFL ENERGIA SA F ADR 1 ADR REPS 2 ORD SHS | 13,464 | $147K | 0.0% | $10.92 | $15.61 | — | SPONSORED ADR | 126153105 |
| — | BANK OF AMERICA CORP | 10,773 | $146K | 0.0% | $13.55 | $15.60 | — | COM | 60505104 |
| KLIC | KULICKE & SOFFA INDS | 12,000 | $136K | 0.0% | $11.33 * | $9.50 | +4.0% | COM | 501242101 |
| RF | REGIONS FINANCIAL CO | 16,000 | $126K | 0.0% | $7.88 * | $6.68 | -17.2% | COM | 7591EP100 |
| — | B G C PARTNERS 4.5%16 DUE 07/15/16 | 118,000 | $121K | 0.0% | $1.03 | $1.04 | — | NOTE | 05541TAD3 |
| — | TALEN ENERGY CORPORA | 12,415 | $112K | 0.0% | $9.02 | $6.20 | — | COM | 87422J105 |
| — | AEGON NV F ADR 1 ADR REPS 1 ORD SHS | 20,000 | $110K | 0.0% | $5.50 | $5.65 | — | NY REGISTRY S | 007924103 |
| ABUS | ARBUTUS BIOPHARMA CO F | 25,722 | $106K | 0.0% | $4.12 | $8.87 | -53.4% | COM | 03879J100 |
| PBR | PETROLEO BRASILEIRO F ADR 1 ADR REPS 2 ORD SHS | 18,000 | $105K | 0.0% | $5.83 | $10.78 | -45.8% | SPONSORED ADR | 71654V408 |
| — | DREYFUS MUNICIPAL INCOME | 10,372 | $101K | 0.0% | $9.74 | $9.45 | — | COM | 26201R102 |
| CC | CHEMOURS COMPANY | 13,976 | $98,000 | 0.0% | $7.01 * | $4.35 | +16.9% | COM | 163851108 |
| — | MISONIX INC | 15,976 | $97,000 | 0.0% | $6.07 | $9.12 | — | COM | 604871103 |
| — | RELM WIRELESS CORP | 20,000 | $90,000 | 0.0% | $4.50 | $3.95 | — | com | 759525108 |
| PSEC | PROSPECT CAPITAL CO | 12,000 | $87,000 | 0.0% | $7.25 * | $2.11 | +6.2% | COM | 74348T102 |
| — | ADV SEMICNDCTOR ENG F ADR 1 ADR REPS 5 ORD SHS | 13,325 | $78,000 | 0.0% | $5.85 | $5.70 | — | SPONSORED ADR | 00756M404 |
| — | CHEMBIO DIAGNOSTICS | 11,269 | $68,000 | 0.0% | $6.03 | $3.43 | — | COM | 163572209 |
| NRTSF | NOBILIS HEALTH CORP F | 17,721 | $55,000 | 0.0% | $3.10 * | $5.74 | -54.9% | COM | 65500B103 |
| — | RAIT FINANCIAL TRUST REIT | 12,000 | $38,000 | 0.0% | $3.17 | $3.17 | — | COM NEW | 749227609 |
| — | NUANCE COMMUN IN 2.75%31 CONV BONDS DUE 11/01/31 | 25,000 | $25,000 | 0.0% | $1.00 | $0.99 | — | NOTE | 67020YAF7 |
| — | CALIFORNIA RESOURCES | 24,300 | $25,000 | 0.0% | $1.03 | $7.01 | — | COM | 13057Q107 |
| — | QUANTUM CP DLT & STO | 12,000 | $7,000 | 0.0% | $0.58 | $0.92 | — | COM DSSG | 747906204 |
| — | PEABODY ENERGY C 4.75%66 DUE 12/15/66 | 40,000 | $0 | 0.0% | $0.00 | $0.79 | — | NOTE | 704549AG9 |