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 562 57,400 SH   SOLE   57,400 0 0
AMAG Pharmaceuticals, Inc. COM 00163U106 378 9,512 SH   SOLE   9,512 0 0
AON Corp. COM G0408V102 1,010 11,400 SH   SOLE   11,400 0 0
ARES CAP CORP COM COM 04010L103 711 49,100 SH   SOLE   49,100 0 0
AbbVie Inc COM 00287Y109 13,499 248,100 SH   SOLE   248,100 0 0
Accenture Plc. COM G1151C101 6,975 70,986 SH   SOLE   70,986 0 0
Activision Inc. COM 00507V109 473 15,300 SH   SOLE   15,300 0 0
Advance Auto Parts Inc. COM 00751Y106 11,846 62,500 SH   SOLE   62,500 0 0
Advanced Energy Industries, In COM 007973100 515 19,600 SH   SOLE   19,600 0 0
Affiliated Managers Group Inc. COM 008252108 633 3,700 SH   SOLE   3,700 0 0
Agrium Inc. COM 008916108 1,235 13,800 SH   SOLE   13,800 0 0
Airgas Inc. COM 009363102 759 8,500 SH   SOLE   8,500 0 0
Alaska Air Group Inc. COM 011659109 763 9,600 SH   SOLE   9,600 0 0
Alcoa Inc. COM 013817101 2,415 250,000 SH   SOLE   250,000 0 0
Alexion Pharmaceuticals COM 015351109 1,845 11,800 SH   SOLE   11,800 0 0
Allergan Plc COM G0177J108 16,181 59,531 SH   SOLE   59,531 0 0
Allete Inc. COM 018522300 6,549 129,700 SH   SOLE   129,700 0 0
Alliance Data Systems Corp. COM 018581108 5,231 20,200 SH   SOLE   20,200 0 0
Alliance Resource Partners L.P COM 01877R108 6,326 284,200 SH   SOLE   284,200 0 0
Ally Financial Inc COM 02005N100 5,262 258,200 SH   SOLE   258,200 0 0
Altria Group Inc. COM 02209S103 1,289 23,700 SH   SOLE   23,700 0 0
Ameren Corp. COM 023608102 12,829 303,500 SH   SOLE   303,500 0 0
American Airlines Group, Inc. COM 02376R102 575 14,800 SH   SOLE   14,800 0 0
American Electric Power Co. In COM 025537101 785 13,800 SH   SOLE   13,800 0 0
American Express Co. COM 025816109 1,572 21,200 SH   SOLE   21,200 0 0
American Financial Group Inc. COM 025932104 1,206 17,500 SH   SOLE   17,500 0 0
American International Group I COM 026874784 9,696 170,640 SH   SOLE   170,640 0 0
AmerisourceBergen Corp. (Holdi COM 03073E105 6,602 69,500 SH   SOLE   69,500 0 0
Amgen Inc. COM 031162100 4,150 30,000 SH   SOLE   30,000 0 0
Andersons Inc. COM 034164103 399 11,700 SH   SOLE   11,700 0 0
Annaly Capital Management Inc. COM 035710409 1,515 153,500 SH   SOLE   153,500 0 0
Anthem, Inc. COM 036752103 2,870 20,500 SH   SOLE   20,500 0 0
Apple Inc. COM 037833100 12,553 113,810 SH   SOLE   113,810 0 0
Applied Materials Inc. COM 038222105 10,371 706,000 SH   SOLE   706,000 0 0
Aqua America Inc. COM 03836W103 492 18,600 SH   SOLE   18,600 0 0
Arlington Asset Investment Cor COM 041356205 458 32,600 SH   SOLE   32,600 0 0
Arthur J. Gallagher & Co. COM 363576109 6,216 150,570 SH   SOLE   150,570 0 0
Ashland Inc. COM 044209104 21,021 208,910 SH   SOLE   208,910 0 0
Atmos Energy Corp. COM 049560105 7,375 126,766 SH   SOLE   126,766 0 0
Avago Technologies Limited COM Y0486S104 4,475 35,800 SH   SOLE   35,800 0 0
Avery Dennison Corp. COM 053611109 407 7,200 SH   SOLE   7,200 0 0
B&G Foods, Inc. COM 05508R106 882 24,200 SH   SOLE   24,200 0 0
BCE Inc. COM 05534B760 1,790 43,700 SH   SOLE   43,700 0 0
BancorpSouth, Inc. COM 059692103 580 24,400 SH   SOLE   24,400 0 0
Bank of America Corp. COM 060505104 19,416 1,246,210 SH   SOLE   1,246,210 0 0
Becton Dickinson & Co. COM 075887109 4,829 36,400 SH   SOLE   36,400 0 0
BioTelemetry, Inc. COM 090672106 4,069 332,423 SH   SOLE   332,423 0 0
Biogen Inc. COM 09062X103 17,147 58,760 SH   SOLE   58,760 0 0
Black Hills Corp. COM 092113109 8,214 198,700 SH   SOLE   198,700 0 0
Boeing Co. COM 097023105 655 5,000 SH   SOLE   5,000 0 0
BorgWarner Inc. COM 099724106 6,651 159,916 SH   SOLE   159,916 0 0
Boston Beer Co. COM 100557107 358 1,700 SH   SOLE   1,700 0 0
Boston Private Financial Holdi COM 101119105 997 85,200 SH   SOLE   85,200 0 0
Bristol-Myers Squibb Co. COM 110122108 4,026 68,000 SH   SOLE   68,000 0 0
Bristow Group Inc. COM 110394103 8,217 314,100 SH   SOLE   314,100 0 0
Bunge Ltd. COM G16962105 418 5,700 SH   SOLE   5,700 0 0
CBRE Group Inc COM 12504L109 16,719 522,460 SH   SOLE   522,460 0 0
CBS Corp (Cl B) COM 124857202 7,274 182,304 SH   SOLE   182,304 0 0
CIGNA Corp. COM 125509109 1,796 13,300 SH   SOLE   13,300 0 0
CMS Energy Corp. COM 125896100 19,584 554,476 SH   SOLE   554,476 0 0
CNO Financial Group, Inc. COM 12621E103 5,918 314,610 SH   SOLE   314,610 0 0
CSX Corp. COM 126408103 2,673 99,367 SH   SOLE   99,367 0 0
CVS Health Corporation COM 126650100 9,841 102,000 SH   SOLE   102,000 0 0
Cabot Corp. COM 127055101 1,294 41,000 SH   SOLE   41,000 0 0
Cabot Oil & Gas Corp. COM 127097103 5,006 229,000 SH   SOLE   229,000 0 0
Calgon Carbon Corp. COM 129603106 1,413 90,702 SH   SOLE   90,702 0 0
Camden Property Trust COM 133131102 539 7,300 SH   SOLE   7,300 0 0
Cardinal Health Inc. COM 14149Y108 8,596 111,900 SH   SOLE   111,900 0 0
Caterpillar Inc. COM 149123101 320 4,900 SH   SOLE   4,900 0 0
Celanese Corp. (Series A) COM 150870103 1,006 17,000 SH   SOLE   17,000 0 0
Celgene Corp. COM 151020104 15,882 146,820 SH   SOLE   146,820 0 0
CenterPoint Energy Inc. COM 15189T107 9,725 539,100 SH   SOLE   539,100 0 0
Cerner Corp. COM 156782104 935 15,600 SH   SOLE   15,600 0 0
Charles Schwab COM 808513105 1,168 40,900 SH   SOLE   40,900 0 0
Chevron Corp. COM 166764100 29,162 369,700 SH   SOLE   369,700 0 0
Church & Dwight Co. COM 171340102 453 5,400 SH   SOLE   5,400 0 0
Cinemark Holdings, Inc. COM 17243V102 1,407 43,300 SH   SOLE   43,300 0 0
Citigroup Inc. COM 172967424 2,302 46,400 SH   SOLE   46,400 0 0
Clearwater Paper Corporation COM 18538R103 1,181 25,000 SH   SOLE   25,000 0 0
Coca-Cola Co. COM 191216100 526 13,100 SH   SOLE   13,100 0 0
Colgate-Palmolive Co. COM 194162103 406 6,400 SH   SOLE   6,400 0 0
Comcast Corp. COM 20030N101 3,717 65,344 SH   SOLE   65,344 0 0
Community Health Systems Inc. COM 203668108 4,256 99,500 SH   SOLE   99,500 0 0
Consol Energy Inc. COM 20854P109 4,625 471,900 SH   SOLE   471,900 0 0
Continental Resources, Inc. COM 212015101 3,514 121,300 SH   SOLE   121,300 0 0
Costco Wholesale Corp. COM 22160K105 622 4,300 SH   SOLE   4,300 0 0
Crane Co. COM 224399105 266 5,700 SH   SOLE   5,700 0 0
Credicorp Ltd COM G2519Y108 1,074 10,100 SH   SOLE   10,100 0 0
Cummins Inc. COM 231021106 1,064 9,800 SH   SOLE   9,800 0 0
Curtiss-Wright Corp. COM 231561101 6,463 103,536 SH   SOLE   103,536 0 0
DST Systems Inc. COM 233326107 4,311 41,000 SH   SOLE   41,000 0 0
DTE Energy Co. COM 233331107 2,074 25,800 SH   SOLE   25,800 0 0
Daimler AG COM D1668R123 459 6,300 SH   SOLE   6,300 0 0
Daktronics Inc. COM 234264109 735 84,800 SH   SOLE   84,800 0 0
Danaher Corp. COM 235851102 614 7,200 SH   SOLE   7,200 0 0
Deckers Outdoor Corp. COM 243537107 679 11,700 SH   SOLE   11,700 0 0
Delphi Automotive PLC COM G27823106 6,572 86,424 SH   SOLE   86,424 0 0
Delta Air Lines Inc. COM 247361702 19,321 430,600 SH   SOLE   430,600 0 0
Deutsche Bank AG COM D18190898 1,310 48,600 SH   SOLE   48,600 0 0
Dime Community Bancshares COM 253922108 754 44,600 SH   SOLE   44,600 0 0
Discover Financial Services COM 254709108 13,927 267,880 SH   SOLE   267,880 0 0
Dow Chemical Co. COM 260543103 6,118 144,300 SH   SOLE   144,300 0 0
Dr Pepper Snapple Group Inc. COM 26138E109 1,304 16,500 SH   SOLE   16,500 0 0
Dril-Quip Inc. COM 262037104 10,549 181,200 SH   SOLE   181,200 0 0
Duke Energy Corp. COM 26441C204 1,129 15,700 SH   SOLE   15,700 0 0
E*TRADE Financial Corp. COM 269246401 3,110 118,110 SH   SOLE   118,110 0 0
E.I. DuPont de Nemours & Co. COM 263534109 1,292 26,800 SH   SOLE   26,800 0 0
EOG Resources Inc. COM 26875P101 14,538 199,700 SH   SOLE   199,700 0 0
Eagle Materials Inc. COM 26969P108 13,855 202,500 SH   SOLE   202,500 0 0
Eastman Chemical Co. COM 277432100 971 15,000 SH   SOLE   15,000 0 0
Edison International COM 281020107 933 14,800 SH   SOLE   14,800 0 0
Electronic Arts Inc. COM 285512109 1,308 19,300 SH   SOLE   19,300 0 0
Eli Lilly & Co. COM 532457108 2,678 32,000 SH   SOLE   32,000 0 0
EnCana Corp. COM 292505104 7,984 1,239,800 SH   SOLE   1,239,800 0 0
Encore Capital Group Inc. COM 292554102 14,393 388,990 SH   SOLE   388,990 0 0
Energy Transfer Partners L.P. COM 29273R109 5,939 144,600 SH   SOLE   144,600 0 0
Equitable Resources Inc. COM 26884L109 15,377 237,410 SH   SOLE   237,410 0 0
Everi Holdings, Inc. COM 30034T103 697 135,800 SH   SOLE   135,800 0 0
Eversource Energy COM 30040W108 835 16,500 SH   SOLE   16,500 0 0
Express Scripts Inc. COM 30219G108 891 11,000 SH   SOLE   11,000 0 0
Exxon Mobil Corp. COM 30231G102 42,283 568,700 SH   SOLE   568,700 0 0
FEI Co. COM 30241L109 1,337 18,300 SH   SOLE   18,300 0 0
FMC Corp. COM 302491303 1,356 40,000 SH   SOLE   40,000 0 0
Facebook, Inc. Class A COM 30303M102 17,072 189,900 SH   SOLE   189,900 0 0
Fastenal Co. COM 311900104 428 11,700 SH   SOLE   11,700 0 0
FedEx Corp. COM 31428X106 4,507 31,300 SH   SOLE   31,300 0 0
Fifth Third Bancorp COM 316773100 9,118 482,190 SH   SOLE   482,190 0 0
First Commonwealth Financial C COM 319829107 6,041 664,580 SH   SOLE   664,580 0 0
Flowers Foods, Inc. COM 343498101 374 15,100 SH   SOLE   15,100 0 0
Fluor Corp. COM 343412102 419 9,900 SH   SOLE   9,900 0 0
Ford Motor Co. COM 345370860 765 56,400 SH   SOLE   56,400 0 0
Freeport-McMoRan Inc. COM 35671D857 1,163 120,000 SH   SOLE   120,000 0 0
GAMCO Investors, Inc. Class A COM 361438104 862 15,700 SH   SOLE   15,700 0 0
GameStop Corp. COM 36467W109 1,285 31,192 SH   SOLE   31,192 0 0
General Dynamics Corp. COM 369550108 7,987 57,900 SH   SOLE   57,900 0 0
General Motors Corp. COM 37045V100 642 21,400 SH   SOLE   21,400 0 0
Genesee & Wyoming Inc. COM 371559105 585 9,900 SH   SOLE   9,900 0 0
Gentherm Incorporated COM 37253A103 2,358 52,500 SH   SOLE   52,500 0 0
Genworth Financial Inc. (Cl A) COM 37247D106 763 165,100 SH   SOLE   165,100 0 0
Gilead Sciences Inc. COM 375558103 8,396 85,512 SH   SOLE   85,512 0 0
Glatfelter COM 377316104 603 35,000 SH   SOLE   35,000 0 0
GoPro Inc Class A COM 38268T103 1,477 47,300 SH   SOLE   47,300 0 0
Goodyear Tire & Rubber Co. COM 382550101 2,892 98,610 SH   SOLE   98,610 0 0
Google Inc Cl A COM 02079K305 6,655 10,425 SH   SOLE   10,425 0 0
Google Inc Cl C COM 02079K107 7,432 12,216 SH   SOLE   12,216 0 0
Graphic Packaging Holding Comp COM 388689101 2,110 165,000 SH   SOLE   165,000 0 0
Great Plains Energy Inc. COM 391164100 508 18,800 SH   SOLE   18,800 0 0
H.B. Fuller Co. COM 359694106 679 20,000 SH   SOLE   20,000 0 0
HCA Holdings Inc COM 40412C101 7,597 98,200 SH   SOLE   98,200 0 0
Hanesbrands Inc. COM 410345102 839 29,000 SH   SOLE   29,000 0 0
Headwaters Inc. COM 42210P102 1,974 105,000 SH   SOLE   105,000 0 0
Health Care Property Investors COM 40414L109 775 20,800 SH   SOLE   20,800 0 0
HealthSouth Corporation COM 421924309 652 17,000 SH   SOLE   17,000 0 0
Hershey Co. COM 427866108 487 5,300 SH   SOLE   5,300 0 0
Home Depot Inc. COM 437076102 14,914 129,140 SH   SOLE   129,140 0 0
Honeywell International Inc. COM 438516106 4,564 48,200 SH   SOLE   48,200 0 0
Horace Mann Educators Corp. COM 440327104 2,173 65,424 SH   SOLE   65,424 0 0
Hospitality Properties Trust COM 44106M102 632 24,700 SH   SOLE   24,700 0 0
Huntsman Corporation COM 447011107 2,902 299,500 SH   SOLE   299,500 0 0
INVESCO Ltd. COM G491BT108 7,957 254,800 SH   SOLE   254,800 0 0
IPG Photonics Corporation COM 44980X109 7,103 93,500 SH   SOLE   93,500 0 0
ITC Holdings Corp. COM 465685105 4,773 143,164 SH   SOLE   143,164 0 0
Ingredion Inc. COM 457187102 358 4,100 SH   SOLE   4,100 0 0
International Paper Co. COM 460146103 4,316 114,200 SH   SOLE   114,200 0 0
J.B. Hunt Transport Services I COM 445658107 257 3,600 SH   SOLE   3,600 0 0
J.M. Smucker Co. COM 832696405 491 4,300 SH   SOLE   4,300 0 0
JPMorgan Chase & Co. COM 46625H100 8,115 133,100 SH   SOLE   133,100 0 0
Janus Capital Group Inc. COM 47102X105 7,822 575,180 SH   SOLE   575,180 0 0
Jarden Corp. COM 471109108 3,187 65,197 SH   SOLE   65,197 0 0
Jazz Pharmaceuticals Plc COM G50871105 16,037 120,750 SH   SOLE   120,750 0 0
JetBlue Airways Corp. COM 477143101 771 29,900 SH   SOLE   29,900 0 0
Johnson & Johnson COM 478160104 10,941 117,200 SH   SOLE   117,200 0 0
Johnson Controls Inc. COM 478366107 480 11,600 SH   SOLE   11,600 0 0
Jones Lang LaSalle Inc. COM 48020Q107 12,656 88,029 SH   SOLE   88,029 0 0
Kate Spade & Co COM 485865109 1,206 63,100 SH   SOLE   63,100 0 0
Kemper Corporation COM 488401100 7,513 212,410 SH   SOLE   212,410 0 0
Kroger Co. COM 501044101 433 12,000 SH   SOLE   12,000 0 0
Laboratory Corp. of America Ho COM 50540R409 1,540 14,200 SH   SOLE   14,200 0 0
Landec Corporation COM 514766104 2,443 209,300 SH   SOLE   209,300 0 0
Landstar System Inc. COM 515098101 463 7,300 SH   SOLE   7,300 0 0
Lear Corp. COM 521865204 1,240 11,400 SH   SOLE   11,400 0 0
Lexmark International Inc. COM 529771107 658 22,700 SH   SOLE   22,700 0 0
Ligand Pharmaceuticals Incorpo COM 53220K504 1,191 13,900 SH   SOLE   13,900 0 0
Lincoln National Corp. COM 534187109 4,594 96,800 SH   SOLE   96,800 0 0
Lowe's Cos. COM 548661107 9,669 140,300 SH   SOLE   140,300 0 0
MDU Resources Group Inc COM 552690109 820 47,700 SH   SOLE   47,700 0 0
Magellan Midstream Partners, L COM 559080106 10,098 168,000 SH   SOLE   168,000 0 0
Magna International Inc. COM 559222401 1,935 40,300 SH   SOLE   40,300 0 0
Main Street Capital Corporatio COM 56035L104 1,445 54,200 SH   SOLE   54,200 0 0
Mallinckrodt Plc COM G5785G107 2,813 44,001 SH   SOLE   44,001 0 0
Marathon Petroleum Corp COM 56585A102 16,985 366,600 SH   SOLE   366,600 0 0
MarketAxess Holdings Inc. COM 57060D108 1,180 12,700 SH   SOLE   12,700 0 0
Martin Marietta Materials Inc. COM 573284106 8,710 57,320 SH   SOLE   57,320 0 0
Mastercard Inc. COM 57636Q104 11,995 133,100 SH   SOLE   133,100 0 0
Maximus Inc. COM 577933104 959 16,100 SH   SOLE   16,100 0 0
McKesson Corp. COM 58155Q103 18,695 101,040 SH   SOLE   101,040 0 0
Mentor Graphics Corp. COM 587200106 1,116 45,300 SH   SOLE   45,300 0 0
Merck & Co. Inc. COM 58933Y105 2,420 49,000 SH   SOLE   49,000 0 0
Meritor, Inc. COM 59001K100 134 12,600 SH   SOLE   12,600 0 0
Methanex Corp. COM 59151K108 3,732 112,550 SH   SOLE   112,550 0 0
Methode Electronics Inc. COM 591520200 555 17,400 SH   SOLE   17,400 0 0
Microsemi Corp. COM 595137100 752 22,900 SH   SOLE   22,900 0 0
Microsoft Corp. COM 594918104 1,306 29,500 SH   SOLE   29,500 0 0
Middleby Corp. COM 596278101 316 3,000 SH   SOLE   3,000 0 0
Mohawk Industries Inc. COM 608190104 4,612 25,370 SH   SOLE   25,370 0 0
Monsanto Co. COM 61166W101 5,573 65,300 SH   SOLE   65,300 0 0
Monster Beverage Corporation COM 61174X109 257 1,900 SH   SOLE   1,900 0 0
Mylan Inc. COM 628530107 1,409 35,000 SH   SOLE   35,000 0 0
National Fuel Gas Co. COM 636180101 1,359 27,200 SH   SOLE   27,200 0 0
National Oilwell Varco Inc. COM 637071101 6,487 172,300 SH   SOLE   172,300 0 0
Norwegian Cruise Line Holdings COM G66721104 1,375 24,000 SH   SOLE   24,000 0 0
NuCor Corp. COM 670346105 751 20,000 SH   SOLE   20,000 0 0
OGE Energy Corp. COM 670837103 7,731 282,560 SH   SOLE   282,560 0 0
Oceaneering International Inc. COM 675232102 10,657 271,300 SH   SOLE   271,300 0 0
Old Dominion Freight Line Inc. COM 679580100 2,623 43,000 SH   SOLE   43,000 0 0
Oracle Corp. COM 68389X105 1,564 43,300 SH   SOLE   43,300 0 0
Otter Tail Corp COM 689648103 693 26,600 SH   SOLE   26,600 0 0
PBF Energy, Inc. Class A COM 69318G106 7,808 276,600 SH   SOLE   276,600 0 0
PRA Group Inc. COM 69354N106 767 14,500 SH   SOLE   14,500 0 0
Packaging Corp. of America COM 695156109 1,504 25,000 SH   SOLE   25,000 0 0
Party City Holdco, Inc. COM 702149105 668 41,819 SH   SOLE   41,819 0 0
PepsiCo Inc. COM 713448108 556 5,900 SH   SOLE   5,900 0 0
Phillips 66 COM 718546104 19,583 254,850 SH   SOLE   254,850 0 0
Pinnacle West Capital Corp. COM 723484101 417 6,500 SH   SOLE   6,500 0 0
Plains All American Pipeline, COM 726503105 10,922 359,500 SH   SOLE   359,500 0 0
Polaris Industries Inc. COM 731068102 4,215 35,160 SH   SOLE   35,160 0 0
PolyOne Corporation COM 73179P106 1,760 60,000 SH   SOLE   60,000 0 0
Praxair Inc. COM 74005P104 815 8,000 SH   SOLE   8,000 0 0
Procter & Gamble Co. COM 742718109 1,259 17,500 SH   SOLE   17,500 0 0
Public Service Enterprise Grou COM 744573106 1,560 37,000 SH   SOLE   37,000 0 0
Raytheon Co. COM 755111507 284 2,600 SH   SOLE   2,600 0 0
Reliance Steel & Aluminum Co. COM 759509102 1,350 25,000 SH   SOLE   25,000 0 0
Reynolds American Inc. COM 761713106 1,665 37,600 SH   SOLE   37,600 0 0
Rogers Corp. COM 775133101 4,382 82,390 SH   SOLE   82,390 0 0
Royal Caribbean Cruises Ltd. COM V7780T103 5,942 66,700 SH   SOLE   66,700 0 0
Ryder System Inc. COM 783549108 4,257 57,500 SH   SOLE   57,500 0 0
SVB Financial Group COM 78486Q101 11,951 103,440 SH   SOLE   103,440 0 0
Salesforce.com Inc. COM 79466L302 923 13,300 SH   SOLE   13,300 0 0
ScanSource Inc. COM 806037107 1,251 35,277 SH   SOLE   35,277 0 0
Schlumberger Ltd. COM 806857108 16,960 245,900 SH   SOLE   245,900 0 0
Scotts Miracle-Gro Co. COM 810186106 1,338 22,000 SH   SOLE   22,000 0 0
Scripps Networks Interactive I COM 811065101 202 4,100 SH   SOLE   4,100 0 0
Sempra Energy COM 816851109 2,225 23,000 SH   SOLE   23,000 0 0
Signature Bank COM 82669G104 16,885 122,750 SH   SOLE   122,750 0 0
Signet Jewelers Limited COM G81276100 3,648 26,800 SH   SOLE   26,800 0 0
Skyworks Solutions Inc. COM 83088M102 8,429 100,100 SH   SOLE   100,100 0 0
Snap-On Inc. COM 833034101 709 4,700 SH   SOLE   4,700 0 0
South Jersey Industries Inc. COM 838518108 813 32,200 SH   SOLE   32,200 0 0
Southwest Airlines Co. COM 844741108 3,222 84,700 SH   SOLE   84,700 0 0
Southwest Gas Corp. COM 844895102 7,646 131,100 SH   SOLE   131,100 0 0
Southwestern Energy Co. COM 845467109 3,303 260,300 SH   SOLE   260,300 0 0
Spartan Stores Inc. COM 846822104 233 9,000 SH   SOLE   9,000 0 0
Spectra Energy Corp. COM 847560109 12,089 460,200 SH   SOLE   460,200 0 0
Starbucks Corp. COM 855244109 1,728 30,400 SH   SOLE   30,400 0 0
Starz Inc Class A COM 85571Q102 526 14,100 SH   SOLE   14,100 0 0
Stillwater Mining Co. COM 86074Q102 1,395 135,000 SH   SOLE   135,000 0 0
Stone Energy Corp. COM 861642106 2,911 586,947 SH   SOLE   586,947 0 0
Sun Life Financial Inc. COM 866796105 6,136 190,200 SH   SOLE   190,200 0 0
Synaptics Inc. COM 87157D109 4,585 55,600 SH   SOLE   55,600 0 0
TE Connectivity Ltd. COM H84989104 4,456 74,400 SH   SOLE   74,400 0 0
TJX Cos. COM 872540109 1,514 21,200 SH   SOLE   21,200 0 0
Teradyne Inc. COM 880770102 1,034 57,400 SH   SOLE   57,400 0 0
Tesoro Corp. COM 881609101 9,743 100,200 SH   SOLE   100,200 0 0
Texas Instruments Inc. COM 882508104 891 18,000 SH   SOLE   18,000 0 0
Thor Industries Inc. COM 885160101 4,541 87,670 SH   SOLE   87,670 0 0
Time Warner Inc. COM 887317303 2,152 31,300 SH   SOLE   31,300 0 0
Tractor Supply Co. COM 892356106 236 2,800 SH   SOLE   2,800 0 0
TransCanada Corp. COM 89353D107 9,060 286,900 SH   SOLE   286,900 0 0
Triangle Capital Corporation COM 895848109 473 28,700 SH   SOLE   28,700 0 0
Tupperware Brands Corp. COM 899896104 653 13,200 SH   SOLE   13,200 0 0
Tutor Perini Corp COM 901109108 377 22,900 SH   SOLE   22,900 0 0
Twenty-First Century Fox, Inc. COM 90130A101 2,215 82,100 SH   SOLE   82,100 0 0
Tyson Foods Inc. COM 902494103 9,991 231,800 SH   SOLE   231,800 0 0
U.S. Bancorp COM 902973304 1,591 38,800 SH   SOLE   38,800 0 0
UIL Holdings Corp. COM 902748102 1,473 29,300 SH   SOLE   29,300 0 0
Ulta Salon, Cosmetics & Fragra COM 90384S303 229 1,400 SH   SOLE   1,400 0 0
Ultra Petroleum Corp. COM 903914109 7,196 1,126,100 SH   SOLE   1,126,100 0 0
Union Pacific Corp. COM 907818108 14,381 162,660 SH   SOLE   162,660 0 0
United Continental Holdings COM 910047109 2,228 42,000 SH   SOLE   42,000 0 0
United Technologies Corp. COM 913017109 837 9,400 SH   SOLE   9,400 0 0
UnitedHealth Group Inc. COM 91324P102 6,520 56,200 SH   SOLE   56,200 0 0
UnumProvident Corp. COM 91529Y106 687 21,400 SH   SOLE   21,400 0 0
Urban Outfitters Inc. COM 917047102 452 15,400 SH   SOLE   15,400 0 0
Valeant Pharmaceuticals Intern COM 91911K102 2,194 12,300 SH   SOLE   12,300 0 0
Valero Energy Corp. COM 91913Y100 12,693 211,200 SH   SOLE   211,200 0 0
Valspar Corp. COM 920355104 1,438 20,000 SH   SOLE   20,000 0 0
Verizon Communications Inc. COM 92343V104 1,727 39,700 SH   SOLE   39,700 0 0
Viacom Inc. COM 92553P201 1,398 32,400 SH   SOLE   32,400 0 0
Visa Inc. COM 92826C839 12,753 183,080 SH   SOLE   183,080 0 0
Wabtec COM 929740108 308 3,500 SH   SOLE   3,500 0 0
Waddell & Reed Financial Inc. COM 930059100 4,099 117,900 SH   SOLE   117,900 0 0
Walgreens Boots Alliance Inc COM 931427108 1,006 12,100 SH   SOLE   12,100 0 0
Walt Disney Co. COM 254687106 5,660 55,380 SH   SOLE   55,380 0 0
Wells Fargo & Co. COM 949746101 5,782 112,600 SH   SOLE   112,600 0 0
Westar Energy Inc. COM 95709T100 1,445 37,600 SH   SOLE   37,600 0 0
Western Digital Corp. COM 958102105 715 9,000 SH   SOLE   9,000 0 0
Whirlpool Corp. COM 963320106 6,621 44,960 SH   SOLE   44,960 0 0
Whiting Petroleum Corp. COM 966387102 3,071 201,134 SH   SOLE   201,134 0 0
Wyndham Worldwide Corp. COM 98310W108 7,085 98,540 SH   SOLE   98,540 0 0
XL Capital Ltd. COM G98255105 9,087 250,200 SH   SOLE   250,200 0 0
Zimmer Biomet Holdings, Inc. COM 98956P102 1,409 15,000 SH   SOLE   15,000 0 0
j2 Global Communications Inc. COM 46626E205 1,785 25,200 SH   SOLE   25,200 0 0
EQUITY COMWLTH CUM PFD E 7.25% PFD 294628409 6,288 246,777 SH   SOLE   246,777 0 0
WFC 7 1/2 12/31/49 Pfd PFD 949746804 818 700 SH   SOLE   700 0 0
Alibaba Group Holding Ltd. Spo ADR 01609W102 1,215 20,600 SH   SOLE   20,600 0 0
Royal Dutch Shell ADR ADR 780259206 7,189 151,700 SH   SOLE   151,700 0 0
Tata Motors Ltd. (ADS) ADR 876568502 337 15,000 SH   SOLE   15,000 0 0
ISHARES TR EUROPE ETF ETF 464287861 12,382 311,100 SH   SOLE   311,100 0 0
SPDR TRUST SERIES 1 ETF 78462F103 4,391 22,912 SH   SOLE   22,912 0 0
WISDOMTREE TR EUROPE HEDGED EQ ETF 97717X701 10,192 186,500 SH   SOLE   186,500 0 0
ADVENT CLAYMORE ENH GRW & INC COM 00765E104 1,249 152,376 SH   SOLE   152,376 0 0
ALLIANCEBERNSTEIN INCOME FUND COM 01881E101 8,106 1,031,238 SH   SOLE   1,031,238 0 0
BlackRock Enhanced Government COM 09255K108 3,593 260,748 SH   SOLE   260,748 0 0
DELAWARE INVTS DIV & INCOME FD COM 245915103 1,255 149,958 SH   SOLE   149,958 0 0
DEUTSCHE GLOBAL HIGH INCOME FD COM 25158V108 1,796 237,607 SH   SOLE   237,607 0 0
DIVERSIFIED REAL ASSET INC FD COM 25533B108 1,537 95,562 SH   SOLE   95,562 0 0
FIRST TRUST MORTGAGE INCM FD C COM 33734E103 1,932 135,291 SH   SOLE   135,291 0 0
FIRSTHAND TECH VALUE FD INC CO COM 33766Y100 740 86,948 SH   SOLE   86,948 0 0
FORT DEARBORN INCOME SECS INC COM 347200107 3,343 237,068 SH   SOLE   237,068 0 0
LMP REAL ESTATE INCOME FD INC COM 50208C108 3,006 244,748 SH   SOLE   244,748 0 0
MONTGOMERY ST INCOME SEC INC COM 614115103 3,314 190,447 SH   SOLE   190,447 0 0
NUVEEN MORTGAGE OPPORTUNITY COM 670735109 3,490 155,794 SH   SOLE   155,794 0 0
TRANSAMERICA INCOME SHS INC CO COM 893506105 6,535 301,703 SH   SOLE   301,703 0 0
WESTERN ASSET CLYM INFL OPP IN COM 95766R104 959 92,202 SH   SOLE   92,202 0 0
WESTERN ASSET CLYM INFL SEC IN COM 95766Q106 3,544 335,931 SH   SOLE   335,931 0 0