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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AES CORP COM 00130H105 198 18,000 SH   SOLE   18,000 0 0
AT&T INC COM 00206R102 8,277 211,300 SH   SOLE   211,300 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 230 57,000 SH   SOLE   57,000 0 0
ABBVIE INC COM 00287Y109 373 4,200 SH   SOLE   4,200 0 0
ABIOMED INC COM 003654100 868 5,150 SH   SOLE   5,150 0 0
ACUITY BRANDS INC COM 00508Y102 308 1,800 SH   SOLE   1,800 0 0
ADOBE SYS INC COM 00724F101 298 2,000 SH   SOLE   2,000 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 575 5,800 SH   SOLE   5,800 0 0
AECOM COM 00766T100 957 26,000 SH   SOLE   26,000 0 0
AEGON N V NY REGISTRY SH 007924103 266 46,000 SH   SOLE   46,000 0 0
AGRIUM INC COM 008916108 268 2,500 SH   SOLE   2,500 0 0
AIR PRODS & CHEMS INC COM 009158106 302 2,000 SH   SOLE   2,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 302 6,200 SH   SOLE   6,200 0 0
ALEXANDER'S, INC. COM 014752109 212 500 SH   SOLE   500 0 0
ALLETE INC COM NEW 018522300 224 2,900 SH   SOLE   2,900 0 0
ALLY FINANCIAL, INC. COM 02005N100 2,149 88,600 SH   SOLE   88,600 0 0
ALPHABET INC CAP STK CL C 02079K107 240 250 SH   SOLE   250 0 0
ALPHABET INC CAP STK CL A 02079K305 243 250 SH   SOLE   250 0 0
AMAZON.COM INC COM 023135106 356 370 SH   SOLE   370 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 339 15,600 SH   SOLE   15,600 0 0
AMERICAN WOODMARK CORP COM 030506109 308 3,200 SH   SOLE   3,200 0 0
AMERISOURCEBERGEN CORP COM 03073E105 836 10,100 SH   SOLE   10,100 0 0
AMERIPRISE FINL INC COM 03076C106 995 6,700 SH   SOLE   6,700 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 286 2,400 SH   SOLE   2,400 0 0
ANNALY CAP MGMT INC COM 035710409 226 18,500 SH   SOLE   18,500 0 0
ANTERO RESOURCES CORP COM 03674X106 601 30,200 SH   SOLE   30,200 0 0
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 334 11,100 SH   SOLE   11,100 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 9,961 550,000 SH   SOLE   550,000 0 0
APPLE INC COM 037833100 1,634 10,600 SH   SOLE   10,600 0 0
ARBOR REALTY TRUST INC. COM 038923108 410 50,000 SH   SOLE   50,000 0 0
ARES CAP CORP COM 04010L103 38,189 2,330,000 SH   SOLE   2,330,000 0 0
ARES COML REAL ESTATE CORP COM 04013V108 3,061 230,000 SH   SOLE   230,000 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 315 22,800 SH   SOLE   22,800 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 339 10,000 SH   SOLE   10,000 0 0
AUTOLIV INC COM 052800109 309 2,500 SH   SOLE   2,500 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 383 3,500 SH   SOLE   3,500 0 0
AUTOZONE INC COM 053332102 250 420 SH   SOLE   420 0 0
AVANGRID INC COM 05351W103 327 6,900 SH   SOLE   6,900 0 0
BB&T CORP COM 054937107 221 4,700 SH   SOLE   4,700 0 0
B&G FOODS INC COM 05508R106 223 7,000 SH   SOLE   7,000 0 0
BCE INC COM NEW 05534B760 218 4,650 SH   SOLE   4,650 0 0
BGC PARTNERS INC CL A 05541T101 10,853 750,000 SH   SOLE   750,000 0 0
BP PLC-ADR SPONSORED ADR 055622104 1,374 35,750 SH   SOLE   35,750 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 266 24,000 SH   SOLE   24,000 0 0
BANCO MACRO S A SPON ADR B 05961W105 399 3,400 SH   SOLE   3,400 0 0
BANK AMER CORP COM 060505104 1,799 71,000 SH   SOLE   71,000 0 0
BANK N S HALIFAX COM 064149107 212 3,300 SH   SOLE   3,300 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 275 1 SH   SOLE   1 0 0
BLACKSTONE MORT TR INC COM CL A 09257W100 3,102 100,000 SH   SOLE   100,000 0 0
BOEING CO COM 097023105 1,525 6,000 SH   SOLE   6,000 0 0
BRASKEM S A SP ADR PFD A 105532105 412 15,400 SH   SOLE   15,400 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 225 3,600 SH   SOLE   3,600 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 372 9,000 SH   SOLE   9,000 0 0
CDK GLOBAL INC COM 12508E101 347 5,500 SH   SOLE   5,500 0 0
CDW CORP/DE COM 12514G108 343 5,200 SH   SOLE   5,200 0 0
CNO FINL GROUP INC COM 12621E103 233 10,000 SH   SOLE   10,000 0 0
CSRA INC COM 12650T104 703 21,800 SH   SOLE   21,800 0 0
CA INC COM 12673P105 244 7,300 SH   SOLE   7,300 0 0
CADENCE DESIGN SYS INC COM 127387108 391 9,900 SH   SOLE   9,900 0 0
CAMDEN PROP TR SH BEN INT 133131102 229 2,500 SH   SOLE   2,500 0 0
CANTEL MEDICAL CORP. COM 138098108 471 5,000 SH   SOLE   5,000 0 0
CAPITALA FINANCE CORP. 5.75% NT CV 22 14054R403 998 40,000 SH   SOLE   40,000 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,259 19,500 SH   SOLE   19,500 0 0
CELGENE CORP COM 151020104 306 2,100 SH   SOLE   2,100 0 0
CENTENE CORP COM 15135B101 339 3,500 SH   SOLE   3,500 0 0
CEVA INC COM 157210105 364 8,500 SH   SOLE   8,500 0 0
CHARTER FINANCIAL CORP COM 16122W108 345 18,600 SH   SOLE   18,600 0 0
CHEMED CORP COM 16359R103 343 1,700 SH   SOLE   1,700 0 0
CHESAPEAKE UTILITIES CORP COM 165303108 489 6,250 SH   SOLE   6,250 0 0
CHEVRON CORP COM 166764100 1,475 12,550 SH   SOLE   12,550 0 0
CHILDRENS PL INC COM 168905107 484 4,100 SH   SOLE   4,100 0 0
CHIMERA INVESTMENT CORP COM NEW 16934Q208 237 12,500 SH   SOLE   12,500 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 290 8,500 SH   SOLE   8,500 0 0
CIRRUS LOGIC INC COM 172755100 417 7,825 SH   SOLE   7,825 0 0
CISCO SYS INC COM 17275R102 1,866 55,500 SH   SOLE   55,500 0 0
CINTAS CORP COM 172908105 332 2,300 SH   SOLE   2,300 0 0
CITIGROUP INC COM NEW 172967424 1,819 25,000 SH   SOLE   25,000 0 0
COACH INC COM 189754104 1,088 27,000 SH   SOLE   27,000 0 0
COMMERCEHUB INC COM SER A 20084V108 349 15,463 SH   SOLE   15,463 0 0
COMMERCEHUB INC COM SER C 20084V306 383 17,927 SH   SOLE   17,927 0 0
COMMSCOPE HOLDING CO INC COM 20337X109 598 18,000 SH   SOLE   18,000 0 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 350 13,000 SH   SOLE   13,000 0 0
COMPASS DIVERSIFIED HLDGS SH BEN INT 20451Q104 976 55,000 SH   SOLE   55,000 0 0
CONN'S INC COM 208242107 241 8,550 SH   SOLE   8,550 0 0
CONOCOPHILLIPS COM 20825C104 1,101 22,000 SH   SOLE   22,000 0 0
CONSTELLATION BRANDS INC CL A 21036P108 339 1,700 SH   SOLE   1,700 0 0
CONVERGYS CORP COM 212485106 311 12,000 SH   SOLE   12,000 0 0
COPART INC COM 217204106 323 9,400 SH   SOLE   9,400 0 0
CORENERGY INFRASTRUCTURE TR DEP SHS REPSTG 21870U304 1,560 60,000 SH   SOLE   60,000 0 0
CORELOGIC INC COM 21871D103 324 7,000 SH   SOLE   7,000 0 0
COSTCO WHOLESALE COM 22160K105 214 1,300 SH   SOLE   1,300 0 0
COVANTA HOLDING CORP. COM 22282E102 1,040 70,000 SH   SOLE   70,000 0 0
CRACKER BARREL COM 22410J106 591 3,900 SH   SOLE   3,900 0 0
CREDIT SUISSE GROUP SPONSORED ADR 225401108 316 20,000 SH   SOLE   20,000 0 0
CRESUD S A C I F Y A SPONSORED ADR 226406106 320 17,131 SH   SOLE   17,131 0 0
CRITEO S A SPONS ADS 226718104 291 7,000 SH   SOLE   7,000 0 0
CUMMINS INC COM 231021106 286 1,700 SH   SOLE   1,700 0 0
DTE ENERGY CO COM 233331107 236 2,200 SH   SOLE   2,200 0 0
DANAHER CORP COM 235851102 266 3,100 SH   SOLE   3,100 0 0
DARDEN RESTAURANTS INC COM 237194105 284 3,600 SH   SOLE   3,600 0 0
DENTSPLY SIRONA INC COM 24906P109 304 5,079 SH   SOLE   5,079 0 0
WALT DISNEY CO COM DISNEY 254687106 1,055 10,700 SH   SOLE   10,700 0 0
DOMINO'S PIZZA COM 25754A201 342 1,725 SH   SOLE   1,725 0 0
DOUGLAS DYNAMICS INC COM 25960R105 343 8,700 SH   SOLE   8,700 0 0
EQT CORP COM 26884L109 750 11,500 SH   SOLE   11,500 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 480 11,000 SH   SOLE   11,000 0 0
EASTMAN CHEMICAL COM 277432100 1,222 13,500 SH   SOLE   13,500 0 0
ELECTRONIC ARTS COM 285512109 295 2,500 SH   SOLE   2,500 0 0
ELLIE MAE INC COM 28849P100 287 3,500 SH   SOLE   3,500 0 0
ELLINGTON FINANCIAL LLC COM 288522303 2,132 135,000 SH   SOLE   135,000 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 348 8,600 SH   SOLE   8,600 0 0
ENBRIDGE INC COM 29250N105 247 5,904 SH   SOLE   5,904 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 215 21,000 SH   SOLE   21,000 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 281 3,500 SH   SOLE   3,500 0 0
EXTRA SPACE STOR COM 30225T102 312 3,900 SH   SOLE   3,900 0 0
EXXON MOBIL CORP COM 30231G102 1,066 13,000 SH   SOLE   13,000 0 0
FMC CORP COM NEW 302491303 313 3,500 SH   SOLE   3,500 0 0
FACEBOOK INC CL A 30303M102 308 1,800 SH   SOLE   1,800 0 0
FACTSET RESH SYS INC COM 303075105 360 2,000 SH   SOLE   2,000 0 0
FASTENAL CO COM 311900104 1,140 25,000 SH   SOLE   25,000 0 0
FEDEX CORP COM 31428X106 1,286 5,700 SH   SOLE   5,700 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 374 4,000 SH   SOLE   4,000 0 0
FIDUS INVESTMENT CORP COM 316500107 4,422 275,000 SH   SOLE   275,000 0 0
FIRST AMERICAN FINANCIAL COM 31847R102 842 16,850 SH   SOLE   16,850 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 258 2,700 SH   SOLE   2,700 0 0
FREEPORT-MCMORAN INC CL B 35671D857 470 33,500 SH   SOLE   33,500 0 0
FRESENIUS ME-ADR SPONSORED ADR 358029106 332 6,800 SH   SOLE   6,800 0 0
ARTHUR J GALLAGHER CO COM 363576109 252 4,100 SH   SOLE   4,100 0 0
GARTNER INC COM 366651107 373 3,000 SH   SOLE   3,000 0 0
GENCOR INDUSTRIES INC COM 368678108 296 16,750 SH   SOLE   16,750 0 0
GENERAL ELECTRIC COM 369604103 484 20,000 SH   SOLE   20,000 0 0
GENTEX CORP COM 371901109 356 18,000 SH   SOLE   18,000 0 0
GETTY REALTY CORP COM 374297109 323 11,300 SH   SOLE   11,300 0 0
GLACIER BANCORP INC COM 37637Q105 264 7,000 SH   SOLE   7,000 0 0
GRACO INC COM 384109104 371 3,000 SH   SOLE   3,000 0 0
GRANITE CONSTR INC COM 387328107 509 8,775 SH   SOLE   8,775 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 307 22,000 SH   SOLE   22,000 0 0
GREIF INC CL A 397624107 246 4,200 SH   SOLE   4,200 0 0
GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 397 7,700 SH   SOLE   7,700 0 0
GRUBHUB, INC. COM 400110102 711 13,500 SH   SOLE   13,500 0 0
HACKETT GROUP INC COM 404609109 542 35,650 SH   SOLE   35,650 0 0
HANOVER INS GROUP INC COM 410867105 291 3,000 SH   SOLE   3,000 0 0
HARRIS CORP COM 413875105 316 2,400 SH   SOLE   2,400 0 0
HECLA MINING CO COM 422704106 348 69,250 SH   SOLE   69,250 0 0
HEWLETT-PACKARD ENTERPRIS COM 42824C109 706 48,000 SH   SOLE   48,000 0 0
HEXCEL CORP COM 428291108 339 5,900 SH   SOLE   5,900 0 0
HILL-ROM HOLDING COM 431475102 266 3,600 SH   SOLE   3,600 0 0
HOME DEPOT INC COM 437076102 818 5,000 SH   SOLE   5,000 0 0
HONEYWELL INTL COM 438516106 1,134 8,000 SH   SOLE   8,000 0 0
HOOKER FURNITURE CORP COM 439038100 203 4,250 SH   SOLE   4,250 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 228 5,800 SH   SOLE   5,800 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 938 1,000,000 PRN   SOLE   1,000,000 0 0
IDT CORP CL B NEW 448947507 282 20,000 SH   SOLE   20,000 0 0
ITAU CORPBANCA SPONSORED ADR 45033E105 278 20,000 SH   SOLE   20,000 0 0
IDEX CORP COM 45167R104 401 3,300 SH   SOLE   3,300 0 0
INDEPENDENT BANK GROUP COM 45384B106 323 5,350 SH   SOLE   5,350 0 0
ING GROEP N V SPONSORED ADR 456837103 424 23,000 SH   SOLE   23,000 0 0
INOGEN INC COM 45780L104 385 4,050 SH   SOLE   4,050 0 0
INTEGRATED DEVICE TECH COM 458118106 306 11,500 SH   SOLE   11,500 0 0
INTEL CORP COM 458140100 564 14,800 SH   SOLE   14,800 0 0
INTERDIGITAL INC COM 45867G101 251 3,400 SH   SOLE   3,400 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 218 1,500 SH   SOLE   1,500 0 0
INTL PAPER CO COM 460146103 330 5,800 SH   SOLE   5,800 0 0
INTUIT INC COM 461202103 327 2,300 SH   SOLE   2,300 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 6,518 55,000 SH   SOLE   55,000 0 0
JOHNSON & JOHNSON COM 478160104 1,352 10,400 SH   SOLE   10,400 0 0
JUNIPER NETWORKS INC COM 48203R104 278 10,000 SH   SOLE   10,000 0 0
KAR AUCTION SERVICES INC COM 48238T109 291 6,100 SH   SOLE   6,100 0 0
KKR & CO L P DEL COM UNITS 48248M102 244 12,000 SH   SOLE   12,000 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 489 4,500 SH   SOLE   4,500 0 0
KB HOME COM 48666K109 203 8,400 SH   SOLE   8,400 0 0
KEYSIGHT TECHNOLOGIES COM 49338L103 412 9,900 SH   SOLE   9,900 0 0
KONINKLIKE PHILLIPS NV NY REG SH NEW 500472303 334 8,100 SH   SOLE   8,100 0 0
KRAFT HEINZ CO/ THE COM 500754106 155 2,000 SH   SOLE   2,000 0 0
LKQ CORP COM 501889208 274 7,600 SH   SOLE   7,600 0 0
LCI INDUSTRIES COM 50189K103 310 2,680 SH   SOLE   2,680 0 0
LPL FINANCIAL HOLDINGS COM 50212V100 335 6,500 SH   SOLE   6,500 0 0
LADDER CAPITAL CORP CL A 505743104 3,445 250,000 SH   SOLE   250,000 0 0
LAM RESEARCH CORP COM 512807108 1,943 10,500 SH   SOLE   10,500 0 0
LAS VEGAS SANDS CORP COM 517834107 282 4,400 SH   SOLE   4,400 0 0
LEAR CORP COM NEW 521865204 346 2,000 SH   SOLE   2,000 0 0
LEGGETT & PLATT INC COM 524660107 2,387 50,000 SH   SOLE   50,000 0 0
LEGG MASON INC COM 524901105 236 6,000 SH   SOLE   6,000 0 0
LEMAITRE VASCULAR INC COM 525558201 255 6,825 SH   SOLE   6,825 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 348 3,700 SH   SOLE   3,700 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 343 3,600 SH   SOLE   3,600 0 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 266 5,000 SH   SOLE   5,000 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 322 5,600 SH   SOLE   5,600 0 0
LIBERTY MEDIA CORPORATION COM A SIRIUSXM 531229409 302 7,200 SH   SOLE   7,200 0 0
ELI LILLY & CO COM 532457108 231 2,700 SH   SOLE   2,700 0 0
LINCOLN NATL CRP COM 534187109 2,351 32,000 SH   SOLE   32,000 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 318 10,000 SH   SOLE   10,000 0 0
LITTELFUSE INC COM 537008104 333 1,700 SH   SOLE   1,700 0 0
LOCKHEED MARTIN CORP COM 539830109 248 800 SH   SOLE   800 0 0
LOWE'S COS INC COM 548661107 288 3,600 SH   SOLE   3,600 0 0
MDC HOLDINGS INC COM 552676108 286 8,610 SH   SOLE   8,610 0 0
MFA FINL INC COM 55272X102 4,117 470,000 SH   SOLE   470,000 0 0
MSC INDL DIRECT INC CL A 553530106 861 11,400 SH   SOLE   11,400 0 0
MAGNA INTL INC COM 559222401 1,335 25,000 SH   SOLE   25,000 0 0
MAIN STREET CAPITAL CORP COM 56035L104 350 8,800 SH   SOLE   8,800 0 0
MARKEL CORP COM 570535104 320 300 SH   SOLE   300 0 0
MASCO CORP COM 574599106 359 9,200 SH   SOLE   9,200 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 277 5,800 SH   SOLE   5,800 0 0
MAXIMUS INC COM 577933104 706 10,950 SH   SOLE   10,950 0 0
MCDONALDS CORP COM 580135101 1,097 7,000 SH   SOLE   7,000 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 359 4,600 SH   SOLE   4,600 0 0
MERCK & CO COM 58933Y105 288 4,500 SH   SOLE   4,500 0 0
MESA LABORATORIES INC COM 59064R109 463 3,100 SH   SOLE   3,100 0 0
METLIFE INC COM 59156R108 1,392 26,800 SH   SOLE   26,800 0 0
MICROSOFT CORP COM 594918104 1,266 17,000 SH   SOLE   17,000 0 0
MIMEDX GROUP INC COM 602496101 315 26,500 SH   SOLE   26,500 0 0
MONSANTO CO COM 61166W101 1,198 10,000 SH   SOLE   10,000 0 0
MOODY'S CORP COM 615369105 348 2,500 SH   SOLE   2,500 0 0
MOSAIC CO NEW COM 61945C103 302 14,000 SH   SOLE   14,000 0 0
MOTOROLA INC COM NEW 620076307 382 4,500 SH   SOLE   4,500 0 0
NN INC COM 629337106 919 31,700 SH   SOLE   31,700 0 0
NTT DOCOMO INC SPONS ADR 62942M201 251 11,000 SH   SOLE   11,000 0 0
NRG YIELD INC - CLASS C CL C 62942X405 320 16,600 SH   SOLE   16,600 0 0
NVR INC COM 62944T105 314 110 SH   SOLE   110 0 0
NV5 HOLDINGS INC COM 62945V109 547 10,000 SH   SOLE   10,000 0 0
NATIONAL GRID PLC SPONSORED ADR NE 636274409 259 4,125 SH   SOLE   4,125 0 0
NATIONAL HEALTH INVS INC COM 63633D104 209 2,700 SH   SOLE   2,700 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 322 13,300 SH   SOLE   13,300 0 0
NEW JERSEY RES COM 646025106 392 9,300 SH   SOLE   9,300 0 0
NEW MOUNTAIN FINANCE CORP COM 647551100 5,558 390,000 SH   SOLE   390,000 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 20,913 1,250,000 SH   SOLE   1,250,000 0 0
NEWMARKET CORP COM 651587107 255 600 SH   SOLE   600 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 367 5,886 SH   SOLE   5,886 0 0
NIKE INC CL B 654106103 254 4,900 SH   SOLE   4,900 0 0
NOAH HLDGS LTD SPON ADS CL A 65487X102 305 9,500 SH   SOLE   9,500 0 0
NOVARTIS A G SPONSORED ADR 66987V109 326 3,800 SH   SOLE   3,800 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 302 6,500 SH   SOLE   6,500 0 0
OMNICOM GROUP INC COM 681919106 230 3,100 SH   SOLE   3,100 0 0
ONEOK INC COM 682680103 554 10,000 SH   SOLE   10,000 0 0
OPEN TEXT CORP COM 683715106 249 7,700 SH   SOLE   7,700 0 0
ORACLE CORP COM 68389X105 300 6,200 SH   SOLE   6,200 0 0
ORANGE SPONSORED ADR 684060106 213 13,000 SH   SOLE   13,000 0 0
ORMAT TECHNOLOGIES INC COM 686688102 385 6,300 SH   SOLE   6,300 0 0
PPG INDS INC COM 693506107 283 2,600 SH   SOLE   2,600 0 0
PARAMETRIC TECH COM 69370C100 366 6,500 SH   SOLE   6,500 0 0
PACCAR INC COM 693718108 304 4,200 SH   SOLE   4,200 0 0
PALO ALTO NETWORKS INC COM 697435105 231 1,600 SH   SOLE   1,600 0 0
PAPA JOHN'S INTL COM 698813102 296 4,050 SH   SOLE   4,050 0 0
PARTY CITY HOLDCO COM 702149105 607 44,800 SH   SOLE   44,800 0 0
PAYCHEX INC COM 704326107 210 3,500 SH   SOLE   3,500 0 0
PAYCOM SOFTWARE INC COM 70432V102 705 9,400 SH   SOLE   9,400 0 0
PEPSICO INC COM 713448108 245 2,200 SH   SOLE   2,200 0 0
PFIZER INC COM 717081103 1,299 36,400 SH   SOLE   36,400 0 0
PHILLIPS 66 COM 718546104 559 6,100 SH   SOLE   6,100 0 0
PLAINS GP HOLDINGS LP LTD PARTNR INT A 72651A207 339 15,500 SH   SOLE   15,500 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000% 8/0 73640QAB1 5,565 6,020,000 PRN   SOLE   6,020,000 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 290 4,500 SH   SOLE   4,500 0 0
PROCTER AND GAMBLE CO COM 742718109 246 2,700 SH   SOLE   2,700 0 0
PROLOGIS INC COM 74340W103 324 5,100 SH   SOLE   5,100 0 0
PROVIDENT FINL SVCS INC COM 74386T105 267 10,000 SH   SOLE   10,000 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 321 14,000 SH   SOLE   14,000 0 0
RALPH LAUREN CORP CL A 751212101 645 7,300 SH   SOLE   7,300 0 0
REGENERON PHARMACEUTICALS COM 75886F107 313 700 SH   SOLE   700 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 845 11,100 SH   SOLE   11,100 0 0
RELX NV SPONSORED ADR 75955B102 361 16,918 SH   SOLE   16,918 0 0
RIO TINTO PLC SPONSORED ADR 767204100 241 5,100 SH   SOLE   5,100 0 0
ROBERT HALF INTL INC COM 770323103 312 6,200 SH   SOLE   6,200 0 0
ROCKWELL COLLINS INC COM 774341101 314 2,400 SH   SOLE   2,400 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 376 7,300 SH   SOLE   7,300 0 0
ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 2,223 2,000,000 PRN   SOLE   2,000,000 0 0
ROYAL BK OF SCOTLAND PLC DEBT 7.500%12/3 780099CJ4 2,834 2,700,000 PRN   SOLE   2,700,000 0 0
ROYAL BK OF SCOTLAND PLC NOTE 8.000%12/3 780099CK1 555 500,000 PRN   SOLE   500,000 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 3,029 50,000 SH   SOLE   50,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,512 10,000 SH   SOLE   10,000 0 0
SPDR SER TR SP500 HIGH DIV 78468R788 540 15,000 SH   SOLE   15,000 0 0
SAFETY INS GROUP INC COM 78648T100 237 3,100 SH   SOLE   3,100 0 0
SANOFI SPONSORED ADR 80105N105 274 5,500 SH   SOLE   5,500 0 0
SAP SE SPON ADR 803054204 373 3,400 SH   SOLE   3,400 0 0
SCHLUMBERGER LTD COM 806857108 907 13,000 SH   SOLE   13,000 0 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 1,523 25,000 SH   SOLE   25,000 0 0
SCHWAB STRATEGIC TR US LCAP VA ETF 808524409 4,664 90,000 SH   SOLE   90,000 0 0
SCHWAB STRATEGIC TR US DIVIDEND EQ 808524797 5,148 110,000 SH   SOLE   110,000 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 352 8,500 SH   SOLE   8,500 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 423 37,800 SH   SOLE   37,800 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 301 3,500 SH   SOLE   3,500 0 0
SEMGROUP CORP CL A 81663A105 3,163 110,000 SH   SOLE   110,000 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 351 7,300 SH   SOLE   7,300 0 0
SILVER STD RES INC NOTE 2.875% 2/0 82823LAC0 505 500,000 PRN   SOLE   500,000 0 0
SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 239 4,000 SH   SOLE   4,000 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,427 14,000 SH   SOLE   14,000 0 0
SMITH (A.O.)CORP COM 831865209 315 5,300 SH   SOLE   5,300 0 0
SOLAR CAP LTD COM 83413U100 26,834 1,240,000 SH   SOLE   1,240,000 0 0
SOTHEBYS COM 835898107 233 5,050 SH   SOLE   5,050 0 0
SOUTHWEST AIRLINES CO COM 844741108 952 17,000 SH   SOLE   17,000 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 2,511 2,500,000 PRN   SOLE   2,500,000 0 0
STARWOOD PPTY TR INC COM 85571B105 3,910 180,000 SH   SOLE   180,000 0 0
STEEL DYNAMICS INC COM 858119100 259 7,500 SH   SOLE   7,500 0 0
STURM RUGER & CO COM 864159108 209 4,050 SH   SOLE   4,050 0 0
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 254 33,000 SH   SOLE   33,000 0 0
SYSCO CORP COM 871829107 216 4,000 SH   SOLE   4,000 0 0
TCP CAPITAL CORP COM 87238Q103 7,421 450,000 SH   SOLE   450,000 0 0
T MOBILE US INC COM 872590104 259 4,200 SH   SOLE   4,200 0 0
TTM TECHNOLOGIES INC COM 87305R109 402 26,150 SH   SOLE   26,150 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 695 18,500 SH   SOLE   18,500 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,411 13,800 SH   SOLE   13,800 0 0
TARGET CORP COM 87612E106 1,180 20,000 SH   SOLE   20,000 0 0
TECH DATA CORP COM 878237106 631 7,100 SH   SOLE   7,100 0 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 296 9,600 SH   SOLE   9,600 0 0
TELEDYNE TECH COM 879360105 318 2,000 SH   SOLE   2,000 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 906 1,000,000 PRN   SOLE   1,000,000 0 0
THOR INDS INC COM 885160101 378 3,000 SH   SOLE   3,000 0 0
TILE SHOP HOLDINGS INC COM 88677Q109 145 11,450 SH   SOLE   11,450 0 0
TOLL BROTHERS INC COM 889478103 332 8,000 SH   SOLE   8,000 0 0
TORO CO. COM 891092108 298 4,800 SH   SOLE   4,800 0 0
TOTAL SYS SVCS INC COM 891906109 295 4,500 SH   SOLE   4,500 0 0
TRACTOR SUPPLY COMPANY COM 892356106 310 4,900 SH   SOLE   4,900 0 0
TRANSCANADA CORP COM 89353D107 321 6,500 SH   SOLE   6,500 0 0
TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 335 16,500 SH   SOLE   16,500 0 0
TRUSTMARK CORP COM 898402102 245 7,400 SH   SOLE   7,400 0 0
TWO HARBORS INVESTMENT CO COM 90187B101 15,120 1,500,000 SH   SOLE   1,500,000 0 0
US BANCORP COM NEW 902973304 268 5,000 SH   SOLE   5,000 0 0
ULTA BEAUTY INC COM 90384S303 226 1,000 SH   SOLE   1,000 0 0
ULTIMATE SOFTWARE GROUP COM 90385D107 284 1,500 SH   SOLE   1,500 0 0
UNILEVER PLC SPON ADR NEW 904767704 423 7,300 SH   SOLE   7,300 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,372 11,425 SH   SOLE   11,425 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 281 2,400 SH   SOLE   2,400 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 361 2,800 SH   SOLE   2,800 0 0
UNIVERSAL FST PRODS INC COM 913543104 353 3,600 SH   SOLE   3,600 0 0
US ECOLOGY INC COM 91732J102 350 6,500 SH   SOLE   6,500 0 0
VAIL RESORTS INC COM 91879Q109 274 1,200 SH   SOLE   1,200 0 0
VALERO ENERGY CORP NEW COM 91913Y100 285 3,700 SH   SOLE   3,700 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 2,900 41,000 SH   SOLE   41,000 0 0
VANTIV INC CL A 92210H105 345 4,900 SH   SOLE   4,900 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 6,800 137,400 SH   SOLE   137,400 0 0
VIAD CORP COM NEW 92552R406 341 5,600 SH   SOLE   5,600 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 1,138 40,000 SH   SOLE   40,000 0 0
VOYA FINANCIAL INC COM 929089100 638 16,000 SH   SOLE   16,000 0 0
WEC ENERGY GROUP COM 92939U106 245 3,900 SH   SOLE   3,900 0 0
WABASH NATIONAL CORP COM 929566107 333 14,600 SH   SOLE   14,600 0 0
WAL-MART STORES INC COM 931142103 234 3,000 SH   SOLE   3,000 0 0
WASHINGTON FED INC COM 938824109 262 7,800 SH   SOLE   7,800 0 0
WASTE CONNECTIONS INC. COM 94106B101 420 6,000 SH   SOLE   6,000 0 0
WATERS CORP COM 941848103 341 1,900 SH   SOLE   1,900 0 0
WEIS MARKETS INC COM 948849104 272 6,250 SH   SOLE   6,250 0 0
WELLS FARGO & CO COM 949746101 2,041 37,000 SH   SOLE   37,000 0 0
WESTROCK CO COM 96145D105 255 4,500 SH   SOLE   4,500 0 0
WHEELER REAL ESTATE INVT TR PFD CNV SER D 963025606 391 17,372 SH   SOLE   17,372 0 0
WINMARK CORP COM 974250102 296 2,250 SH   SOLE   2,250 0 0
WINNEBAGO INDUSTRIES INC COM 974637100 322 7,200 SH   SOLE   7,200 0 0
WOODWARD INC COM 980745103 287 3,700 SH   SOLE   3,700 0 0
ZIMMER BIOMET HOLDINGS COM 98956P102 831 7,100 SH   SOLE   7,100 0 0
AIRCASTLE LTD COM G0129K104 312 14,000 SH   SOLE   14,000 0 0
ALLEGION PLC ORD SHS G0176J109 320 3,700 SH   SOLE   3,700 0 0
ALLERGAN PLC SHS G0177J108 225 1,100 SH   SOLE   1,100 0 0
AMDOCS LTD SHS G02602103 322 5,000 SH   SOLE   5,000 0 0
AON PLC SHS CL A G0408V102 336 2,300 SH   SOLE   2,300 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 287 5,000 SH   SOLE   5,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 338 2,500 SH   SOLE   2,500 0 0
BLUE CAPITAL REISURANCE COM G1190F107 196 11,891 SH   SOLE   11,891 0 0
ESSENT GROUP LTD COM G3198U102 316 7,800 SH   SOLE   7,800 0 0
FABRINET SHS G3323L100 521 14,050 SH   SOLE   14,050 0 0
GENPACT LTD SHS G3922B107 345 12,000 SH   SOLE   12,000 0 0
ICON PLC SHS G4705A100 353 3,100 SH   SOLE   3,100 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 946 206,500 SH   SOLE   206,500 0 0
INVESCO LTD SHS G491BT108 273 7,800 SH   SOLE   7,800 0 0
JOHNSON CONTROLS INT'L SHS G51502105 1,209 30,000 SH   SOLE   30,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 663 20,000 SH   SOLE   20,000 0 0
SIGNET JEWELERS LTD SHS G81276100 952 14,300 SH   SOLE   14,300 0 0
STERIS PLC SHS USD G84720104 398 4,500 SH   SOLE   4,500 0 0
PERRIGO CO SHS G97822103 965 11,400 SH   SOLE   11,400 0 0
CHUBB LTD. COM H1467J104 356 2,500 SH   SOLE   2,500 0 0
GARMIN LTD SHS H2906T109 302 5,600 SH   SOLE   5,600 0 0
TE CONNECTIVITY LTD REG SHS H84989104 249 3,000 SH   SOLE   3,000 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 312 6,500 SH   SOLE   6,500 0 0