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
AGNC Investment Corp. COM 00123Q104 3,011 179,000 SH   SOLE   179,000 0 0
AMN Healthcare Services, Inc. COM 001744101 336 6,200 SH   SOLE   6,200 0 0
AT&T, Inc. COM 00206R102 2,329 69,500 SH   SOLE   69,500 0 0
AbbVie, Inc. COM 00287Y109 1,236 17,000 SH   SOLE   17,000 0 0
Adobe Systems, Inc. COM 00724F101 413 1,400 SH   SOLE   1,400 0 0
Advance Auto Parts, Inc. COM 00751Y106 786 5,100 SH   SOLE   5,100 0 0
Ally Financial, Inc. COM 02005N100 914 29,500 SH   SOLE   29,500 0 0
Altria Group, Inc. COM 02209S103 417 8,800 SH   SOLE   8,800 0 0
AMERCO COM 023586100 341 900 SH   SOLE   900 0 0
American Tower Corp. COM 03027X100 613 3,000 SH   SOLE   3,000 0 0
American Water Works Co., Inc. COM 030420103 220 1,900 SH   SOLE   1,900 0 0
America's Car-Mart, Inc. COM 03062T105 624 7,250 SH   SOLE   7,250 0 0
AmerisourceBergen Corp. COM 03073E105 818 9,600 SH   SOLE   9,600 0 0
Anheuser-Busch InBev SA/NV SPONSORED ADR 03524A108 301 3,400 SH   SOLE   3,400 0 0
Annaly Capital Management, Inc. COM 035710409 4,035 442,000 SH   SOLE   442,000 0 0
Antero Resources Corp. COM 03674X106 232 42,000 SH   SOLE   42,000 0 0
Apogee Enterprises, Inc. COM 037598109 276 6,360 SH   SOLE   6,360 0 0
Apple, Inc. COM 037833100 277 1,400 SH   SOLE   1,400 0 0
Aqua America, Inc. COM 03836W103 207 5,000 SH   SOLE   5,000 0 0
Ares Management Corp. CL A COM STK 03990B101 3,795 145,000 SH   SOLE   145,000 0 0
Ares Commercial Real Estate Corp. COM 04013V108 3,938 265,000 SH   SOLE   265,000 0 0
AutoZone, Inc. COM 053332102 330 300 SH   SOLE   300 0 0
Avery Dennison Corp. COM 053611109 208 1,800 SH   SOLE   1,800 0 0
AXA Equitable Holdings, Inc. COM 054561105 815 39,000 SH   SOLE   39,000 0 0
BGC Partners, Inc. CL A 05541T101 2,478 473,800 SH   SOLE   473,800 0 0
BP PLC SPONSORED ADR 055622104 6,255 150,000 SH   SOLE   150,000 0 0
Berkshire Hathaway, Inc. CL A 084670108 318 1 SH   SOLE   1 0 0
BlackRock, Inc. COM 09247X101 1,126 2,400 SH   SOLE   2,400 0 0
Bluegreen Vacations Corp. COM 09629F108 456 39,000 SH   SOLE   39,000 0 0
British American Tobacco PLC SPONSORED ADR 110448107 638 18,300 SH   SOLE   18,300 0 0
Broadcom, Inc. COM 11135F101 1,698 5,900 SH   SOLE   5,900 0 0
CDW Corp. COM 12514G108 322 2,900 SH   SOLE   2,900 0 0
CH Robinson Worldwide, Inc. COM NEW 12541W209 287 3,400 SH   SOLE   3,400 0 0
CVR Energy, Inc. COM 12662P108 605 12,100 SH   SOLE   12,100 0 0
CVS Health Corp. COM 126650100 2,049 37,600 SH   SOLE   37,600 0 0
Cabot Microelectronics Corp. COM 12709P103 220 2,000 SH   SOLE   2,000 0 0
Carnival Corp. UNIT 99/99/9999 143658300 1,648 35,400 SH   SOLE   35,400 0 0
Carnival PLC ADR 14365C103 457 10,100 SH   SOLE   10,100 0 0
Carter's, Inc. COM 146229109 341 3,500 SH   SOLE   3,500 0 0
Caterpillar, Inc. COM 149123101 1,090 8,000 SH   SOLE   8,000 0 0
CenturyLink, Inc. COM 156700106 181 15,400 SH   SOLE   15,400 0 0
Chemed Corp. COM 16359R103 433 1,200 SH   SOLE   1,200 0 0
Chesapeake Utilities Corp. COM 165303108 824 8,670 SH   SOLE   8,670 0 0
Chevron Corp. COM 166764100 1,244 10,000 SH   SOLE   10,000 0 0
Chimera Investment Corp. COM NEW 16934Q208 2,010 106,500 SH   SOLE   106,500 0 0
China Petroleum & Chemical Corp. ADR SPON ADR H SHS 16941R108 525 7,700 SH   SOLE   7,700 0 0
Choice Hotels International, Inc. COM 169905106 948 10,890 SH   SOLE   10,890 0 0
Cintas Corp. COM 172908105 380 1,600 SH   SOLE   1,600 0 0
Clean Harbors, Inc. COM 184496107 601 8,450 SH   SOLE   8,450 0 0
Colony NorthStar, Inc. NOTE 5.000% 4/1 19624RAA4 964 1,000,000 PRN   SOLE   1,000,000 0 0
CommScope Holding Co., Inc. COM 20337X109 404 25,700 SH   SOLE   25,700 0 0
Compass Diversified Holdings LLC SH BEN INT 20451Q104 287 15,000 SH   SOLE   15,000 0 0
ConAgra Foods, Inc. COM 205887102 387 14,600 SH   SOLE   14,600 0 0
Constellation Brands, Inc. CL A 21036P108 335 1,700 SH   SOLE   1,700 0 0
Control4 Corp. COM 21240D107 256 10,760 SH   SOLE   10,760 0 0
Copart, Inc. COM 217204106 448 6,000 SH   SOLE   6,000 0 0
Core-Mark Holding Co., Inc. COM 218681104 645 16,250 SH   SOLE   16,250 0 0
Corteva, Inc. COM 22052L104 246 8,333 SH   SOLE   8,333 0 0
Costco Wholesale Corp. COM 22160K105 370 1,400 SH   SOLE   1,400 0 0
Covanta Holding Corp. COM 22282E102 716 40,000 SH   SOLE   40,000 0 0
Cracker Barrel Old Country Store, Inc. COM 22410J106 1,113 6,520 SH   SOLE   6,520 0 0
Cresud S.A. SPONSORED ADR 226406106 225 21,517 SH   SOLE   21,517 0 0
Crown Castle International Corp. COM 22822V101 209 1,600 SH   SOLE   1,600 0 0
Cummins, Inc. COM 231021106 1,285 7,500 SH   SOLE   7,500 0 0
DXC Technology Co. COM 23355L106 662 12,000 SH   SOLE   12,000 0 0
DaVita, Inc. COM 23918K108 861 15,300 SH   SOLE   15,300 0 0
Delek US Holdings, Inc. COM 24665A103 648 16,000 SH   SOLE   16,000 0 0
Designer Brands, Inc. CL A 250565108 197 10,300 SH   SOLE   10,300 0 0
Devon Energy Corp. COM 25179M103 719 25,200 SH   SOLE   25,200 0 0
Dollar General Corp. COM 256677105 419 3,100 SH   SOLE   3,100 0 0
Dominion Resources, Inc. COM 25746U109 1,376 17,800 SH   SOLE   17,800 0 0
Douglas Dynamics, Inc. COM 25960R105 741 18,630 SH   SOLE   18,630 0 0
Dover Corp. COM 260003108 220 2,200 SH   SOLE   2,200 0 0
Dow, Inc. COM 260557103 411 8,333 SH   SOLE   8,333 0 0
DuPont de Nemours, Inc. COM 26614N102 626 8,333 SH   SOLE   8,333 0 0
Dynex Capital, Inc. COM 26817Q886 988 59,000 SH   SOLE   59,000 0 0
E TRADE Financial Corp. COM NEW 269246401 781 17,500 SH   SOLE   17,500 0 0
EastGroup Properties, Inc. COM 277276101 209 1,800 SH   SOLE   1,800 0 0
Eaton Vance Corp. COM NON VTG 278265103 945 21,900 SH   SOLE   21,900 0 0
El Paso Electric Co. COM NEW 283677854 229 3,500 SH   SOLE   3,500 0 0
Eldorado Resorts, Inc. COM 28470R102 445 9,670 SH   SOLE   9,670 0 0
Electronic Arts, Inc. COM 285512109 253 2,500 SH   SOLE   2,500 0 0
Ellington Financial, Inc. COM 28852N109 1,456 81,000 SH   SOLE   81,000 0 0
Emergent BioSolutions, Inc. COM 29089Q105 213 4,400 SH   SOLE   4,400 0 0
Empire State Realty Trust, Inc. CL A 292104106 169 11,400 SH   SOLE   11,400 0 0
Enanta Pharmaceuticals, Inc. COM 29251M106 509 6,034 SH   SOLE   6,034 0 0
Equity LifeStyle Properties, Inc. COM 29472R108 340 2,800 SH   SOLE   2,800 0 0
EVERTEC, Inc. COM 30040P103 690 21,100 SH   SOLE   21,100 0 0
Exxon Mobil Corp. COM 30231G102 3,832 50,000 SH   SOLE   50,000 0 0
FTI Consulting, Inc. COM 302941109 350 4,172 SH   SOLE   4,172 0 0
FactSet Research Systems, Inc. COM 303075105 401 1,400 SH   SOLE   1,400 0 0
Fastenal Co. COM 311900104 202 6,200 SH   SOLE   6,200 0 0
Federal Realty Investment Trust SH BEN INT NEW 313747206 322 2,500 SH   SOLE   2,500 0 0
Federated Investors, Inc. CL B 314211103 1,222 37,600 SH   SOLE   37,600 0 0
Fidelity National Information Services, Inc. COM 31620M106 356 2,900 SH   SOLE   2,900 0 0
First American Financial Corp. COM 31847R102 640 11,921 SH   SOLE   11,921 0 0
First Hawaiian, Inc. COM 32051X108 1,811 70,000 SH   SOLE   70,000 0 0
Five Below, Inc. COM 33829M101 348 2,900 SH   SOLE   2,900 0 0
Fomento Economico Mexicano SAB de CV SPON ADR UNITS 344419106 310 3,200 SH   SOLE   3,200 0 0
Fox Factory Holding Corp. COM 35138V102 268 3,250 SH   SOLE   3,250 0 0
G-III Apparel Group Ltd. COM 36237H101 203 6,900 SH   SOLE   6,900 0 0
Arthur J Gallagher & Co. COM 363576109 561 6,400 SH   SOLE   6,400 0 0
Gaming and Leisure Properties, Inc. COM 36467J108 585 15,000 SH   SOLE   15,000 0 0
Generac Holdings, Inc. COM 368736104 278 4,000 SH   SOLE   4,000 0 0
Getty Realty Corp. COM 374297109 488 15,850 SH   SOLE   15,850 0 0
Graco, Inc. COM 384109104 331 6,600 SH   SOLE   6,600 0 0
Grand Canyon Education, Inc. COM 38526M106 351 3,000 SH   SOLE   3,000 0 0
Granite Point Mortgage Trust, Inc. COM 38741L107 5,373 280,000 SH   SOLE   280,000 0 0
Gray Television, Inc. COM 389375106 297 18,100 SH   SOLE   18,100 0 0
Greif, Inc. CL A 397624107 534 16,400 SH   SOLE   16,400 0 0
H&E Equipment Services, Inc. COM 404030108 1,007 34,600 SH   SOLE   34,600 0 0
HFF, Inc. CL A 40418F108 257 5,640 SH   SOLE   5,640 0 0
Hackett Group, Inc. COM 404609109 828 49,290 SH   SOLE   49,290 0 0
L3 Harris Technologies, Inc. COM 413875105 322 1,700 SH   SOLE   1,700 0 0
Hasbro, Inc. COM 418056107 201 1,900 SH   SOLE   1,900 0 0
HEICO Corp. COM 422806109 388 2,900 SH   SOLE   2,900 0 0
Jack Henry & Associates, Inc. COM 426281101 348 2,600 SH   SOLE   2,600 0 0
Hewlett Packard Enterprise Co. COM 42824C109 611 40,900 SH   SOLE   40,900 0 0
Hexcel Corp. COM 428291108 348 4,300 SH   SOLE   4,300 0 0
Hill-Rom Holdings, Inc. COM 431475102 324 3,100 SH   SOLE   3,100 0 0
Nuazhu Group Ltd. SPONSORED ADS 44332N106 290 8,000 SH   SOLE   8,000 0 0
Huron Consulting Group, Inc. NOTE 1.250%10/0 447462AB8 1,991 2,000,000 PRN   SOLE   2,000,000 0 0
IDEX Corp. COM 45167R104 405 2,350 SH   SOLE   2,350 0 0
Interactive Brokers Group, Inc. COM CL A 45841N107 211 3,900 SH   SOLE   3,900 0 0
International Paper Co. COM 460146103 1,456 33,600 SH   SOLE   33,600 0 0
Interpublic Group of Cos., Inc. COM 460690100 1,398 61,900 SH   SOLE   61,900 0 0
Intuit, Inc. COM 461202103 418 1,600 SH   SOLE   1,600 0 0
Invesco Mortgage Capital, Inc. COM 46131B100 3,079 191,000 SH   SOLE   191,000 0 0
Iridium Communications, Inc. COM 46269C102 386 16,600 SH   SOLE   16,600 0 0
Iron Mountain, Inc. COM 46284V101 598 19,100 SH   SOLE   19,100 0 0
j2 Global, Inc. COM 48123V102 213 2,400 SH   SOLE   2,400 0 0
KKR Real Estate Finance Trust, Inc. COM 48251K100 1,992 100,000 SH   SOLE   100,000 0 0
KeyCorp COM 493267108 2,320 130,700 SH   SOLE   130,700 0 0
Knoll, Inc. COM NEW 498904200 1,080 47,000 SH   SOLE   47,000 0 0
Knight-Swift Transportation Holdings, Inc. CL A 499049104 335 10,200 SH   SOLE   10,200 0 0
Kraft Heinz Co./The COM 500754106 565 18,200 SH   SOLE   18,200 0 0
Kroger Co./The COM 501044101 630 29,000 SH   SOLE   29,000 0 0
LHC Group, Inc. COM 50187A107 383 3,200 SH   SOLE   3,200 0 0
LCI Industries COM 50189K103 1,141 12,680 SH   SOLE   12,680 0 0
LPL Financial Holdings, Inc. COM 50212V100 1,297 15,900 SH   SOLE   15,900 0 0
LTC Properties, Inc. COM 502175102 913 20,000 SH   SOLE   20,000 0 0
Ladder Capital Corp. CL A 505743104 2,284 137,520 SH   SOLE   137,520 0 0
Lam Research Corp. COM 512807108 1,972 10,500 SH   SOLE   10,500 0 0
Lamar Advertising Co. CL A 512816109 743 9,200 SH   SOLE   9,200 0 0
Landmark Infrastructure Partners LP, Series C 7% CNV PFD UNT C 51508J405 249 10,000 SH   SOLE   10,000 0 0
Lear Corp. COM NEW 521865204 279 2,000 SH   SOLE   2,000 0 0
Legg Mason, Inc. COM 524901105 226 5,900 SH   SOLE   5,900 0 0
Liberty SiriusXM Group COM A SIRIUSXM 531229409 272 7,200 SH   SOLE   7,200 0 0
Life Storage, Inc. COM 53223X107 979 10,300 SH   SOLE   10,300 0 0
Lincoln National Corp. COM 534187109 857 13,300 SH   SOLE   13,300 0 0
MFA Financial, Inc. COM 55272X102 1,005 140,000 SH   SOLE   140,000 0 0
MSC Industrial Direct Co., Inc. CL A 553530106 861 11,600 SH   SOLE   11,600 0 0
Magellan Midstream Partners LP COM UNIT RP LP 559080106 787 12,300 SH   SOLE   12,300 0 0
Main Street Capital Corp. COM 56035L104 699 17,000 SH   SOLE   17,000 0 0
ManpowerGroup, Inc. COM 56418H100 232 2,400 SH   SOLE   2,400 0 0
Markel Corp. COM 570535104 327 300 SH   SOLE   300 0 0
Marsh & McLennan Cos., Inc. COM 571748102 209 2,100 SH   SOLE   2,100 0 0
Masimo Corp. COM 574795100 402 2,700 SH   SOLE   2,700 0 0
MAXIMUS, Inc. COM 577933104 334 4,600 SH   SOLE   4,600 0 0
Medifast, Inc. COM 58470H101 629 4,900 SH   SOLE   4,900 0 0
Medidata Solutions, Inc. COM 58471A105 299 3,300 SH   SOLE   3,300 0 0
Meredith Corp. COM 589433101 980 17,800 SH   SOLE   17,800 0 0
Mesa Laboratories, Inc. COM 59064R109 1,222 5,000 SH   SOLE   5,000 0 0
Michaels Cos, Inc./The COM 59408Q106 255 29,300 SH   SOLE   29,300 0 0
Monster Beverage Corp. COM 61174X109 313 4,900 SH   SOLE   4,900 0 0
Morningstar, Inc. COM 617700109 902 6,233 SH   SOLE   6,233 0 0
Motorola Solutions, Inc. COM NEW 620076307 250 1,500 SH   SOLE   1,500 0 0
Mueller Industries, Inc. COM 624756102 740 25,266 SH   SOLE   25,266 0 0
NV5 Global, Inc. COM 62945V109 1,131 13,900 SH   SOLE   13,900 0 0
Navient Corp. COM 63938C108 137 10,000 SH   SOLE   10,000 0 0
Neogen Corp. COM 640491106 366 5,900 SH   SOLE   5,900 0 0
NeoGenomics, Inc. COM NEW 64049M209 402 18,300 SH   SOLE   18,300 0 0
NetScout Systems, Inc. COM 64115T104 307 12,100 SH   SOLE   12,100 0 0
New Jersey Resources Corp. COM 646025106 797 16,011 SH   SOLE   16,011 0 0
New Residential Investment Corp. COM NEW 64828T201 4,278 278,000 SH   SOLE   278,000 0 0
New York Mortgage Trust, Inc. COM PAR $.02 649604501 2,015 325,000 SH   SOLE   325,000 0 0
Newell Brands, Inc. COM 651229106 182 11,800 SH   SOLE   11,800 0 0
Newmark Group, Inc. CL A 65158N102 2,509 279,358 SH   SOLE   279,358 0 0
Nexstar Media Group, Inc. CL A 65336K103 273 2,700 SH   SOLE   2,700 0 0
NextEra Energy, Inc. COM 65339F101 205 1,000 SH   SOLE   1,000 0 0
Noah Holdings Ltd. SPON ADS CL A 65487X102 272 6,400 SH   SOLE   6,400 0 0
Noble Energy, Inc. COM 655044105 594 26,500 SH   SOLE   26,500 0 0
Norbord, Inc. COM NEW 65548P403 248 10,000 SH   SOLE   10,000 0 0
NorthWestern Corp. COM NEW 668074305 202 2,800 SH   SOLE   2,800 0 0
Novanta, Inc. COM 67000B104 1,196 12,688 SH   SOLE   12,688 0 0
Occidental Petroleum Corp. COM 674599105 402 8,000 SH   SOLE   8,000 0 0
Old Republic International Corp. COM 680223104 291 13,000 SH   SOLE   13,000 0 0
Ollie's Bargain Outlet Holdings, Inc. COM 681116109 1,063 12,199 SH   SOLE   12,199 0 0
ONEOK, Inc. COM 682680103 688 10,000 SH   SOLE   10,000 0 0
Ormat Technologies, Inc. COM 686688102 361 5,700 SH   SOLE   5,700 0 0
PBF Energy, Inc. CL A 69318G106 908 29,000 SH   SOLE   29,000 0 0
PPL Corp. COM 69351T106 3,594 115,900 SH   SOLE   115,900 0 0
Packaging Corp. of America COM 695156109 772 8,100 SH   SOLE   8,100 0 0
Palo Alto Networks, Inc. COM 697435105 326 1,600 SH   SOLE   1,600 0 0
Paycom Software, Inc. COM 70432V102 1,543 6,805 SH   SOLE   6,805 0 0
PayPal Holdings, Inc. COM 70450Y103 320 2,800 SH   SOLE   2,800 0 0
PennyMac Mortgage Investment Trust COM 70931T103 1,026 47,000 SH   SOLE   47,000 0 0
PennyMac Corp. NOTE 5.375% 5/0 70932AAB9 9,210 9,081,000 PRN   SOLE   9,081,000 0 0
Penske Automotive Group, Inc. COM 70959W103 795 16,800 SH   SOLE   16,800 0 0
People's United Financial, Inc. COM 712704105 990 59,000 SH   SOLE   59,000 0 0
PetMed Express, Inc. COM 716382106 647 41,300 SH   SOLE   41,300 0 0
Philip Morris International, Inc. COM 718172109 942 12,000 SH   SOLE   12,000 0 0
PRA Group, Inc. NOTE 3.000% 8/0 73640QAB1 9,729 9,775,000 PRN   SOLE   9,775,000 0 0
Prudential Financial, Inc. COM 744320102 1,818 18,000 SH   SOLE   18,000 0 0
Quest Diagnostics, Inc. COM 74834L100 509 5,000 SH   SOLE   5,000 0 0
RPC, Inc. COM 749660106 123 17,000 SH   SOLE   17,000 0 0
RPM International, Inc. COM 749685103 385 6,300 SH   SOLE   6,300 0 0
RWT Holdings, Inc. NOTE 5.625%11/1 749772AB5 10,727 10,636,000 PRN   SOLE   10,636,000 0 0
RBC Bearings, Inc. COM 75524B104 239 1,435 SH   SOLE   1,435 0 0
Ready Capital Corp., 7.00 7% CN SR NT 2023 75574U200 669 25,000 SH   SOLE   25,000 0 0
Redwood Trust, Inc. COM 758075402 1,025 62,000 SH   SOLE   62,000 0 0
Reliance Steel & Aluminum Co. COM 759509102 927 9,800 SH   SOLE   9,800 0 0
RELX PLC SPONSORED ADR 759530108 503 20,618 SH   SOLE   20,618 0 0
Repligen Corp. COM 759916109 652 7,580 SH   SOLE   7,580 0 0
Rio Tinto PLC SPONSORED ADR 767204100 810 13,000 SH   SOLE   13,000 0 0
Rogers Corp. COM 775133101 335 1,940 SH   SOLE   1,940 0 0
Rollins, Inc. COM 775711104 285 7,950 SH   SOLE   7,950 0 0
Roper Technologies, Inc. COM 776696106 403 1,100 SH   SOLE   1,100 0 0
Ross Stores, Inc. COM 778296103 307 3,100 SH   SOLE   3,100 0 0
Royal Dutch Shell PLC ADR SPONS ADR A 780259206 6,507 100,000 SH   SOLE   100,000 0 0
SLM Corp. COM 78442P106 775 79,700 SH   SOLE   79,700 0 0
Santander Consumer USA Holdings, Inc. COM 80283M101 220 9,200 SH   SOLE   9,200 0 0
Schweitzer-Mauduit International, Inc. COM 808541106 1,031 31,083 SH   SOLE   31,083 0 0
SemGroup Corp. CL A 81663A105 1,440 120,000 SH   SOLE   120,000 0 0
Shake Shack, Inc. CL A 819047101 570 7,900 SH   SOLE   7,900 0 0
Shell Midstream Partners LP UNIT LTD INT 822634101 663 32,000 SH   SOLE   32,000 0 0
Sherwin-Williams Co./The COM 824348106 367 800 SH   SOLE   800 0 0
Silvercrest Asset Management Group, Inc. CL A 828359109 159 11,300 SH   SOLE   11,300 0 0
Sinopec Shanghai Petrochemical Co. Ltd. SPON ADR H 82935M109 495 12,400 SH   SOLE   12,400 0 0
Southern Co./The COM 842587107 813 14,700 SH   SOLE   14,700 0 0
Southern Copper Corp. COM 84265V105 490 12,600 SH   SOLE   12,600 0 0
Starwood Property Trust, Inc. COM 85571B105 4,090 180,000 SH   SOLE   180,000 0 0
Steel Dynamics, Inc. COM 858119100 453 15,000 SH   SOLE   15,000 0 0
TD Ameritrade Holding Corp. COM 87236Y108 424 8,500 SH   SOLE   8,500 0 0
T-Mobile US, Inc. COM 872590104 311 4,200 SH   SOLE   4,200 0 0
TRI Pointe Group, Inc. COM 87265H109 169 14,100 SH   SOLE   14,100 0 0
TPG RE Finance Trust, Inc. COM 87266M107 3,077 159,500 SH   SOLE   159,500 0 0
TTM Technologies, Inc. COM 87305R109 376 36,890 SH   SOLE   36,890 0 0
Take-Two Interactive Software, Inc. COM 874054109 272 2,400 SH   SOLE   2,400 0 0
Tapestry, Inc. COM 876030107 1,916 60,400 SH   SOLE   60,400 0 0
TechTarget, Inc. COM 87874R100 739 34,772 SH   SOLE   34,772 0 0
Tenneco, Inc. CL A VTG COM STK 880349105 143 12,900 SH   SOLE   12,900 0 0
Ternium SA SPONSORED ADS 880890108 498 22,200 SH   SOLE   22,200 0 0
Thermo Fisher Scientific, Inc. COM 883556102 382 1,300 SH   SOLE   1,300 0 0
Toro Co./The COM 891092108 321 4,800 SH   SOLE   4,800 0 0
Total SA SPONSORED ADS 89151E109 502 9,000 SH   SOLE   9,000 0 0
Tractor Supply Co. COM 892356106 359 3,300 SH   SOLE   3,300 0 0
Transportadora de Gas del Sur S.A. SPONSORED ADS B 893870204 334 23,100 SH   SOLE   23,100 0 0
TriNet Group, Inc. COM 896288107 400 5,904 SH   SOLE   5,904 0 0
Twitter, Inc. NOTE 0.250% 9/1 90184LAB8 2,043 2,050,000 PRN   SOLE   2,050,000 0 0
Two Harbors Investment Corp. COM NEW 90187B408 3,028 239,000 SH   SOLE   239,000 0 0
II-VI, Inc. COM 902104108 245 6,700 SH   SOLE   6,700 0 0
UniFirst Corp. COM 904708104 226 1,200 SH   SOLE   1,200 0 0
United Parcel Service, Inc. CL B 911312106 2,582 25,000 SH   SOLE   25,000 0 0
Universal Forest Products, Inc. COM 913543104 308 8,100 SH   SOLE   8,100 0 0
Universal Insurance Holdings, Inc. COM 91359V107 366 13,120 SH   SOLE   13,120 0 0
Universal Health Services, Inc. CL B 913903100 339 2,600 SH   SOLE   2,600 0 0
US Ecology, Inc. COM 91732J102 262 4,400 SH   SOLE   4,400 0 0
Valero Energy Corp. COM 91913Y100 693 8,100 SH   SOLE   8,100 0 0
Veeva Systems, Inc. CL A COM 922475108 357 2,200 SH   SOLE   2,200 0 0
Verizon Communications, Inc. COM 92343V104 1,143 20,000 SH   SOLE   20,000 0 0
Viad Corp. COM NEW 92552R406 371 5,600 SH   SOLE   5,600 0 0
Viavi Solutions, Inc. COM 925550105 466 35,100 SH   SOLE   35,100 0 0
Virtu Financial, Inc. CL A 928254101 453 20,800 SH   SOLE   20,800 0 0
Waste Connections, Inc. COM 94106B101 315 3,300 SH   SOLE   3,300 0 0
Watsco, Inc. COM 942622200 556 3,400 SH   SOLE   3,400 0 0
Weis Markets, Inc. COM 948849104 528 14,500 SH   SOLE   14,500 0 0
Western Digital Corp. COM 958102105 461 9,700 SH   SOLE   9,700 0 0
WestRock Co. COM 96145D105 547 15,000 SH   SOLE   15,000 0 0
Weyerhaeuser Co. COM 962166104 587 22,300 SH   SOLE   22,300 0 0
Williams Cos, Inc./The COM 969457100 1,122 40,000 SH   SOLE   40,000 0 0
Wingstop, Inc. COM 974155103 1,203 12,700 SH   SOLE   12,700 0 0
World Fuel Services Corp. COM 981475106 507 14,100 SH   SOLE   14,100 0 0
World Wrestling Entertainment, Inc. CL A 98156Q108 643 8,900 SH   SOLE   8,900 0 0
Xcel Energy, Inc. COM 98389B100 202 3,400 SH   SOLE   3,400 0 0
Zimmer Biomet Holdings, Inc. COM 98956P102 412 3,500 SH   SOLE   3,500 0 0
Aircastle Ltd. COM G0129K104 638 30,000 SH   SOLE   30,000 0 0
Argo Group International Holdings Ltd. COM G0464B107 620 8,375 SH   SOLE   8,375 0 0
Accenture PLC SHS CLASS A G1151C101 573 3,100 SH   SOLE   3,100 0 0
Bunge Ltd. COM G16962105 279 5,000 SH   SOLE   5,000 0 0
Fabrinet SHS G3323L100 993 20,000 SH   SOLE   20,000 0 0
Janus Henderson Group PLC ORD SHS G4474Y214 430 20,100 SH   SOLE   20,100 0 0
Ingersoll-Rand PLC SHS G47791101 228 1,800 SH   SOLE   1,800 0 0
Invesco Ltd. SHS G491BT108 737 36,000 SH   SOLE   36,000 0 0
Johnson Controls International PLC SHS G51502105 219 5,300 SH   SOLE   5,300 0 0
Lazard Ltd. SHS A G54050102 688 20,000 SH   SOLE   20,000 0 0
Pagseguro Digital Ltd. COM CL A G68707101 382 9,800 SH   SOLE   9,800 0 0
Sensata Technologies Holding NV SHS G8060N102 319 6,500 SH   SOLE   6,500 0 0
Garmin Ltd. SHS H2906T109 207 2,600 SH   SOLE   2,600 0 0
Logitech International S.A. SHS H50430232 298 7,500 SH   SOLE   7,500 0 0
AudioCodes Ltd. ORD M15342104 635 41,000 SH   SOLE   41,000 0 0
ASML Holding NV - NY Reg Shares N Y REGISTRY SHS N07059210 312 1,500 SH   SOLE   1,500 0 0
Lyondellbasell Industries NV SHS - A - N53745100 861 10,000 SH   SOLE   10,000 0 0
Mylan NV SHS EURO N59465109 314 16,500 SH   SOLE   16,500 0 0
NXP Semiconductors NV COM N6596X109 303 3,100 SH   SOLE   3,100 0 0
Sinovac Biotech Ltd. SHS P8696W104 485 74,893 SH   SOLE   74,893 0 0