| Banco Bilbao Vizcaya Argenta Sponsored ADR(BBVA) | ADR | 05946K101 | $77 | 12,912 | 0.0% |
| Lloyds Banking Group PLC Sponsored ADR(LYG) | ADR | 539439109 | $88 | 30,555 | 0.0% |
| Grupo Financiero Santander M Spon ADR SHS B | ADR | 40053C105 | $144 | 16,353 | 0.0% |
| Sumitomo Mitsui Finl Group I Sponsored ADR(SMFG) | ADR | 86562M209 | $149 | 22,157 | 0.0% |
| Icici BK LTD ADR(IBN) | ADR | 45104G104 | $154 | 20,648 | 0.0% |
| Alza Corp Sdcv 7/2 | CV | 02261WAB5 | $260 | $160,000 | 0.0% |
| Twenty First Centy FOX Inc CL A | COM | 90130A101 | $1.2K | 49,400 | 0.0% |
| Honeywell Intl Inc COM(HON) | COM | 438516106 | $1.2K | 10,304 | 0.0% |
| Jones Energy Inc COM CL A | COM | 48019R108 | $1.2K | 347,000 | 0.0% |
| RPC Inc COM(RES) | COM | 749660106 | $1.3K | 77,000 | 0.0% |
| Keycorp New COM(KEY) | COM | 493267108 | $1.3K | 108,000 | 0.0% |
| Chesapeake Energy Corp COM(CHKEUR) | COM | 165167107 | $1.4K | 220,000 | 0.0% |
| Allegheny Technologies Inc Note 4.750% 7/0 | CV | 01741RAG7 | $1.4K | $1,000,000 | 0.0% |
| RBC Bearings Inc COM(RBC) | COM | 75524B104 | $1.5K | 19,507 | 0.0% |
| Whiting Pete Corp New COM | COM | 966387102 | $1.5K | 172,100 | 0.0% |
| TPI Composites Inc COM(TPICQ) | COM | 87266J104 | $1.5K | 70,994 | 0.0% |
| Donaldson Inc COM(DCI) | COM | 257651109 | $1.5K | 41,000 | 0.0% |
| NXP Semiconductors N V Dbcv 1.000%12/0 | CV | 62952QAB6 | $1.6K | $1,300,000 | 0.0% |
| Chesapeake Energy Corp Note 2.500% 5/1 | CV | 165167CA3 | $1.6K | $1,575,000 | 0.0% |
| Hemisphere Media Group Inc CL A | COM | 42365Q103 | $1.6K | 124,379 | 0.0% |
| PBF Energy Inc CL A(PBF) | COM | 69318G106 | $1.6K | 71,900 | 0.0% |
| M/I Homes Inc COM(MHO) | COM | 55305B101 | $1.7K | 70,000 | 0.0% |
| Franklin Elec Inc COM(FELE) | COM | 353514102 | $1.7K | 41,000 | 0.0% |
| Rush Enterprises Inc CL A(RUSHA) | COM | 781846209 | $1.8K | 72,600 | 0.0% |
| Allison Transmission Hldgs I COM(ALSN) | COM | 01973R101 | $1.8K | 64,300 | 0.0% |
| Flotek Inds Inc del COM | COM | 343389102 | $1.9K | 128,000 | 0.0% |
| Eagle Materials Inc COM(EXP) | COM | 26969P108 | $2.0K | 25,700 | 0.0% |
| Schwab Charles Corp New COM(SCHW) | COM | 808513105 | $2.1K | 65,400 | 0.0% |
| Lawson Prods Inc COM(DSGR) | COM | 520776105 | $2.1K | 119,200 | 0.0% |
| Signature BK New York N Y COM(SBNY) | COM | 82669G104 | $2.1K | 18,044 | 0.0% |
| Teva Pharmaceutical Inds LTD ADR(TEVA) | ADR | 881624209 | $2.2K | 48,757 | 0.0% |
| National Storage Affiliates COM SHS BEN in(NSA) | COM | 637870106 | $2.3K | 107,528 | 0.0% |
| Lydall Inc del COM | COM | 550819106 | $2.3K | 44,507 | 0.0% |
| Fluidigm Corp del COM(LAB) | COM | 34385P108 | $2.3K | 287,967 | 0.0% |
| Vishay Precision Group Inc COM(VPG) | COM | 92835K103 | $2.3K | 146,512 | 0.0% |
| AZZ Inc COM(AZZ) | COM | 002474104 | $2.4K | 36,000 | 0.0% |
| Farmer Bros Co COM(FARM) | COM | 307675108 | $2.4K | 66,746 | 0.0% |
| Workday Inc Note 0.750% 7/1 | CV | 98138HAC5 | $2.5K | $2,000,000 | 0.0% |
| Timken Co COM(TKR) | COM | 887389104 | $2.5K | 71,700 | 0.0% |
| FB Finl Corp COM(FBK) | COM | 30257X104 | $2.5K | 125,000 | 0.0% |
| Green Plains Inc Note 3.250%10/0 | CV | 393222AD6 | $2.5K | $1,827,000 | 0.0% |
| Anadarko Pete Corp COM(APC3EUR) | COM | 032511107 | $2.6K | 41,500 | 0.0% |
| Petmed Express Inc COM(PETS) | COM | 716382106 | $2.7K | 131,634 | 0.0% |
| Quaker Chem Corp COM(KWR) | COM | 747316107 | $2.7K | 25,800 | 0.0% |
| Netapp Inc COM(NTAP) | COM | 64110D104 | $2.7K | 76,400 | 0.0% |
| American Express Co COM(AXP) | COM | 025816109 | $2.8K | 43,700 | 0.0% |
| Validus Holdings LTD COM SHS | COM | G9319H102 | $2.9K | 58,500 | 0.0% |
| Evolent Health Inc CL A(EVH) | COM | 30050B101 | $2.9K | 119,250 | 0.0% |
| Nxstage Medical Inc COM | COM | 67072V103 | $2.9K | 117,824 | 0.0% |
| Nuvasive Inc COM(NUVAGBP) | COM | 670704105 | $2.9K | 44,246 | 0.0% |