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
AbbVie Inc COM 00287Y109 14,697 248,100 SH   SOLE   248,100 0 0
Acadia Healthcare Company, Inc COM 00404A109 450 7,200 SH   SOLE   7,200 0 0
Accenture Plc. COM G1151C101 2,350 22,486 SH   SOLE   22,486 0 0
Advance Auto Parts Inc. COM 00751Y106 3,161 21,000 SH   SOLE   21,000 0 0
Advanced Energy Industries, In COM 007973100 1,773 62,797 SH   SOLE   62,797 0 0
ADVENT CLAYMORE ENH GRW & INC COM 00765E104 1,738 210,125 SH   SOLE   210,125 0 0
AES Corp. COM 00130H105 4,475 467,600 SH   SOLE   467,600 0 0
Aetna Inc. COM 00817Y108 2,379 22,000 SH   SOLE   22,000 0 0
Affiliated Managers Group Inc. COM 008252108 719 4,500 SH   SOLE   4,500 0 0
Agrium Inc. COM 008916108 1,233 13,800 SH   SOLE   13,800 0 0
Airgas Inc. COM 009363102 1,176 8,500 SH   SOLE   8,500 0 0
Alaska Air Group Inc. COM 011659109 531 6,600 SH   SOLE   6,600 0 0
Alcoa Inc. COM 013817101 740 75,000 SH   SOLE   75,000 0 0
Alexion Pharmaceuticals COM 015351109 1,221 6,400 SH   SOLE   6,400 0 0
Allergan Plc COM G0177J108 9,625 30,800 SH   SOLE   30,800 0 0
Allete Inc. COM 018522300 6,616 130,157 SH   SOLE   130,157 0 0
ALLIANCEBERNSTEIN INCOME FUND COM 01881E101 15,679 2,044,188 SH   SOLE   2,044,188 0 0
Alliant Energy Corp. COM 018802108 456 7,300 SH   SOLE   7,300 0 0
Ally Financial Inc COM 02005N100 7,378 395,800 SH   SOLE   395,800 0 0
Altria Group Inc. COM 02209S103 1,013 17,400 SH   SOLE   17,400 0 0
Ameren Corp. COM 023608102 8,841 204,500 SH   SOLE   204,500 0 0
American Electric Power Co. In COM 025537101 1,509 25,900 SH   SOLE   25,900 0 0
American Express Co. COM 025816109 1,474 21,200 SH   SOLE   21,200 0 0
American International Group I COM 026874784 11,015 177,740 SH   SOLE   177,740 0 0
AmerisourceBergen Corp. (Holdi COM 03073E105 5,721 55,160 SH   SOLE   55,160 0 0
Amgen Inc. COM 031162100 4,870 30,000 SH   SOLE   30,000 0 0
Anadarko Petroleum Corp. COM 032511107 6,228 128,200 SH   SOLE   128,200 0 0
Annaly Capital Management Inc. COM 035710409 1,837 195,800 SH   SOLE   195,800 0 0
Anthem, Inc. COM 036752103 2,859 20,500 SH   SOLE   20,500 0 0
AON Corp. COM G0408V102 1,051 11,400 SH   SOLE   11,400 0 0
Apogee Enterprises Inc. COM 037598109 566 13,000 SH   SOLE   13,000 0 0
Apple Inc. COM 037833100 13,695 130,110 SH   SOLE   130,110 0 0
Applied Materials Inc. COM 038222105 2,483 133,000 SH   SOLE   133,000 0 0
ARES CAP CORP COM COM 04010L103 700 49,100 SH   SOLE   49,100 0 0
Arlington Asset Investment Cor COM 041356205 431 32,600 SH   SOLE   32,600 0 0
Arthur J. Gallagher & Co. COM 363576109 6,304 153,970 SH   SOLE   153,970 0 0
Ashland Inc. COM 044209104 20,829 202,810 SH   SOLE   202,810 0 0
AT&T Corp. COM 00206R102 5,802 168,600 SH   SOLE   168,600 0 0
Atmos Energy Corp. COM 049560105 3,642 57,766 SH   SOLE   57,766 0 0
Australia & New Zealand Bankin ADR 052528304 801 39,400 SH   SOLE   39,400 0 0
AutoZone Inc. COM 053332102 964 1,300 SH   SOLE   1,300 0 0
Avery Dennison Corp. COM 053611109 865 13,800 SH   SOLE   13,800 0 0
BancorpSouth, Inc. COM 059692103 492 20,500 SH   SOLE   20,500 0 0
Bank of America Corp. COM 060505104 20,827 1,237,510 SH   SOLE   1,237,510 0 0
BCE Inc. COM 05534B760 4,719 122,200 SH   SOLE   122,200 0 0
Becton Dickinson & Co. COM 075887109 4,561 29,600 SH   SOLE   29,600 0 0
Biogen Inc. COM 09062X103 13,112 42,800 SH   SOLE   42,800 0 0
BioTelemetry, Inc. COM 090672106 4,602 394,034 SH   SOLE   394,034 0 0
Black Hills Corp. COM 092113109 1,862 40,100 SH   SOLE   40,100 0 0
Boeing Co. COM 097023105 723 5,000 SH   SOLE   5,000 0 0
BorgWarner Inc. COM 099724106 6,913 159,916 SH   SOLE   159,916 0 0
Boston Private Financial Holdi COM 101119105 966 85,200 SH   SOLE   85,200 0 0
Bristol-Myers Squibb Co. COM 110122108 4,678 68,000 SH   SOLE   68,000 0 0
Bristow Group Inc. COM 110394103 6,496 250,800 SH   SOLE   250,800 0 0
BROADCOM LTD SHS COM Y09827109 5,196 35,800 SH   SOLE   35,800 0 0
Brown & Brown Inc. COM 115236101 247 7,700 SH   SOLE   7,700 0 0
Brunswick Corp. COM 117043109 349 6,900 SH   SOLE   6,900 0 0
Bunge Ltd. COM G16962105 389 5,700 SH   SOLE   5,700 0 0
Cabot Corp. COM 127055101 858 21,000 SH   SOLE   21,000 0 0
Cabot Oil & Gas Corp. COM 127097103 5,746 324,800 SH   SOLE   324,800 0 0
Calgon Carbon Corp. COM 129603106 1,565 90,702 SH   SOLE   90,702 0 0
Cal-Maine Foods, Inc. COM 128030202 426 9,200 SH   SOLE   9,200 0 0
Cambrex Corp. COM 132011107 476 10,100 SH   SOLE   10,100 0 0
Camden Property Trust COM 133131102 430 5,600 SH   SOLE   5,600 0 0
Cardinal Health Inc. COM 14149Y108 8,606 96,400 SH   SOLE   96,400 0 0
CBRE Group Inc COM 12504L109 18,860 545,390 SH   SOLE   545,390 0 0
CBS Corp (Cl B) COM 124857202 8,592 182,304 SH   SOLE   182,304 0 0
Celanese Corp. (Series A) COM 150870103 1,145 17,000 SH   SOLE   17,000 0 0
Celgene Corp. COM 151020104 16,996 141,920 SH   SOLE   141,920 0 0
CenterPoint Energy Inc. COM 15189T107 8,704 474,100 SH   SOLE   474,100 0 0
Cerner Corp. COM 156782104 939 15,600 SH   SOLE   15,600 0 0
Charles Schwab COM 808513105 537 16,300 SH   SOLE   16,300 0 0
Chevron Corp. COM 166764100 25,081 278,800 SH   SOLE   278,800 0 0
CIGNA Corp. COM 125509109 5,165 35,300 SH   SOLE   35,300 0 0
Cinemark Holdings, Inc. COM 17243V102 1,448 43,300 SH   SOLE   43,300 0 0
Cisco Systems Inc. COM 17275R102 549 20,200 SH   SOLE   20,200 0 0
Citigroup Inc. COM 172967424 1,485 28,700 SH   SOLE   28,700 0 0
Clearwater Paper Corporation COM 18538R103 683 15,000 SH   SOLE   15,000 0 0
CMS Energy Corp. COM 125896100 15,243 422,476 SH   SOLE   422,476 0 0
CNO Financial Group, Inc. COM 12621E103 5,777 302,610 SH   SOLE   302,610 0 0
Coca-Cola Co. COM 191216100 563 13,100 SH   SOLE   13,100 0 0
Cognex Corp. COM 192422103 780 23,100 SH   SOLE   23,100 0 0
Coherent Inc. COM 192479103 1,015 15,585 SH   SOLE   15,585 0 0
Columbia Sportswear Co. COM 198516106 244 5,000 SH   SOLE   5,000 0 0
Comcast Corp. COM 20030N101 3,687 65,344 SH   SOLE   65,344 0 0
Continental Resources, Inc. COM 212015101 5,249 228,400 SH   SOLE   228,400 0 0
Costco Wholesale Corp. COM 22160K105 275 1,700 SH   SOLE   1,700 0 0
Crane Co. COM 224399105 273 5,700 SH   SOLE   5,700 0 0
Credicorp Ltd COM G2519Y108 983 10,100 SH   SOLE   10,100 0 0
CSX Corp. COM 126408103 2,579 99,367 SH   SOLE   99,367 0 0
Cummins Inc. COM 231021106 862 9,800 SH   SOLE   9,800 0 0
Curtiss-Wright Corp. COM 231561101 7,465 108,985 SH   SOLE   108,985 0 0
CVS Health Corporation COM 126650100 10,051 102,800 SH   SOLE   102,800 0 0
Daktronics Inc. COM 234264109 787 90,300 SH   SOLE   90,300 0 0
Danaher Corp. COM 235851102 669 7,200 SH   SOLE   7,200 0 0
DELAWARE INVTS DIV & INCOME FD COM 245915103 1,722 195,242 SH   SOLE   195,242 0 0
Delphi Automotive PLC COM G27823106 6,226 72,624 SH   SOLE   72,624 0 0
Delta Air Lines Inc. COM 247361702 10,473 206,600 SH   SOLE   206,600 0 0
Denbury Resources Inc. COM 247916208 2,630 1,302,200 SH   SOLE   1,302,200 0 0
Deutsche Bank AG COM D18190898 1,174 48,600 SH   SOLE   48,600 0 0
DEUTSCHE GLOBAL HIGH INCOME FD COM 25158V108 1,871 247,813 SH   SOLE   247,813 0 0
DEUTSCHE HIGH INCOME OPPORT FD COM 25158Y102 2,211 169,322 SH   SOLE   169,322 0 0
DIAMOND RESORTS INTL INC COM COM 25272t104 230 9,000 SH   SOLE   9,000 0 0
Dime Community Bancshares COM 253922108 780 44,600 SH   SOLE   44,600 0 0
Discover Financial Services COM 254709108 14,648 273,180 SH   SOLE   273,180 0 0
DIVERSIFIED REAL ASSET INC FD COM 25533B108 2,592 167,098 SH   SOLE   167,098 0 0
Dominion Resources Inc. (Virgi COM 25746U109 541 8,000 SH   SOLE   8,000 0 0
Dow Chemical Co. COM 260543103 3,539 68,745 SH   SOLE   68,745 0 0
Dr Pepper Snapple Group Inc. COM 26138E109 466 5,000 SH   SOLE   5,000 0 0
Dril-Quip Inc. COM 262037104 9,086 153,400 SH   SOLE   153,400 0 0
DST Systems Inc. COM 233326107 4,095 35,900 SH   SOLE   35,900 0 0
DTE Energy Co. COM 233331107 2,069 25,800 SH   SOLE   25,800 0 0
Duke Energy Corp. COM 26441C204 2,499 35,000 SH   SOLE   35,000 0 0
E*TRADE Financial Corp. COM 269246401 3,501 118,110 SH   SOLE   118,110 0 0
Eagle Materials Inc. COM 26969P108 12,237 202,500 SH   SOLE   202,500 0 0
Eastman Chemical Co. COM 277432100 1,013 15,000 SH   SOLE   15,000 0 0
Edison International COM 281020107 1,729 29,200 SH   SOLE   29,200 0 0
Electronic Arts Inc. COM 285512109 1,642 23,900 SH   SOLE   23,900 0 0
Eli Lilly & Co. COM 532457108 2,696 32,000 SH   SOLE   32,000 0 0
EnCana Corp. COM 292505104 2,543 499,700 SH   SOLE   499,700 0 0
Encore Capital Group Inc. COM 292554102 11,491 395,163 SH   SOLE   395,163 0 0
Energy Transfer Partners L.P. COM 29273R109 3,343 99,100 SH   SOLE   99,100 0 0
EOG Resources Inc. COM 26875P101 9,500 134,200 SH   SOLE   134,200 0 0
Equitable Resources Inc. COM 26884L109 6,506 124,800 SH   SOLE   124,800 0 0
EQUITY COMWLTH CUM PFD E 7.25% PFD 294628409 9,709 379,255 SH   SOLE   379,255 0 0
Euronet Worldwide Inc. COM 298736109 536 7,400 SH   SOLE   7,400 0 0
Everi Holdings, Inc. COM 30034T103 1,218 277,400 SH   SOLE   277,400 0 0
Eversource Energy COM 30040W108 1,450 28,400 SH   SOLE   28,400 0 0
Express Scripts Inc. COM 30219G108 962 11,000 SH   SOLE   11,000 0 0
Exxon Mobil Corp. COM 30231G102 53,708 689,000 SH   SOLE   689,000 0 0
Facebook, Inc. Class A COM 30303M102 12,863 122,900 SH   SOLE   122,900 0 0
Fastenal Co. COM 311900104 478 11,700 SH   SOLE   11,700 0 0
FedEx Corp. COM 31428X106 4,663 31,300 SH   SOLE   31,300 0 0
FEI Co. COM 30241L109 1,370 17,165 SH   SOLE   17,165 0 0
Fifth Third Bancorp COM 316773100 9,957 495,390 SH   SOLE   495,390 0 0
First Commonwealth Financial C COM 319829107 6,678 736,280 SH   SOLE   736,280 0 0
FIRST TR DIVIDEND INCOME FD CO COM 33731L100 1,233 145,707 SH   SOLE   145,707 0 0
FIRST TRUST MORTGAGE INCM FD C COM 33734E103 2,942 202,361 SH   SOLE   202,361 0 0
FIRSTHAND TECH VALUE FD INC CO COM 33766Y100 710 86,948 SH   SOLE   86,948 0 0
Flowers Foods, Inc. COM 343498101 324 15,100 SH   SOLE   15,100 0 0
Fluor Corp. COM 343412102 467 9,900 SH   SOLE   9,900 0 0
FMC Corp. COM 302491303 1,565 40,000 SH   SOLE   40,000 0 0
Foot Locker Inc. COM 344849104 1,653 25,400 SH   SOLE   25,400 0 0
Ford Motor Co. COM 345370860 795 56,400 SH   SOLE   56,400 0 0
FORT DEARBORN INCOME SECS INC COM 347200107 4,147 285,773 SH   SOLE   285,773 0 0
Freeport-McMoRan Inc. COM 35671D857 812 120,000 SH   SOLE   120,000 0 0
GAMCO Investors, Inc. Class A COM 361438104 630 15,700 SH   SOLE   15,700 0 0
GameStop Corp. COM 36467W109 289 10,292 SH   SOLE   10,292 0 0
General Dynamics Corp. COM 369550108 7,953 57,900 SH   SOLE   57,900 0 0
General Motors Corp. COM 37045V100 837 24,600 SH   SOLE   24,600 0 0
Genesee & Wyoming Inc. COM 371559105 370 6,900 SH   SOLE   6,900 0 0
Gentherm Incorporated COM 37253A103 2,488 52,500 SH   SOLE   52,500 0 0
Genworth Financial Inc. (Cl A) COM 37247D106 739 198,100 SH   SOLE   198,100 0 0
G-III Apparel Group, Ltd. COM 36237H101 1,244 28,100 SH   SOLE   28,100 0 0
Gilead Sciences Inc. COM 375558103 8,653 85,512 SH   SOLE   85,512 0 0
Glatfelter COM 377316104 645 35,000 SH   SOLE   35,000 0 0
GLOBAL HIGH INCOME FUND INC CO COM 37933G108 5,714 672,252 SH   SOLE   672,252 0 0
Goodyear Tire & Rubber Co. COM 382550101 3,222 98,610 SH   SOLE   98,610 0 0
Google Inc Cl A COM 02079K305 2,956 3,800 SH   SOLE   3,800 0 0
Google Inc Cl C COM 02079K107 12,458 16,416 SH   SOLE   16,416 0 0
Graphic Packaging Holding Comp COM 388689101 2,117 165,000 SH   SOLE   165,000 0 0
H.B. Fuller Co. COM 359694106 729 20,000 SH   SOLE   20,000 0 0
Hanesbrands Inc. COM 410345102 853 29,000 SH   SOLE   29,000 0 0
HCA Holdings Inc COM 40412C101 10,868 160,700 SH   SOLE   160,700 0 0
Headwaters Inc. COM 42210P102 1,771 105,000 SH   SOLE   105,000 0 0
Hollyfrontier Corp COM 436106108 5,848 146,600 SH   SOLE   146,600 0 0
Home Depot Inc. COM 437076102 15,399 116,440 SH   SOLE   116,440 0 0
Honeywell International Inc. COM 438516106 7,530 72,700 SH   SOLE   72,700 0 0
Horace Mann Educators Corp. COM 440327104 2,542 76,624 SH   SOLE   76,624 0 0
Hospitality Properties Trust COM 44106M102 646 24,700 SH   SOLE   24,700 0 0
Huntsman Corporation COM 447011107 3,603 316,855 SH   SOLE   316,855 0 0
Ingredion Inc. COM 457187102 393 4,100 SH   SOLE   4,100 0 0
International Paper Co. COM 460146103 4,305 114,200 SH   SOLE   114,200 0 0
INVESCO Ltd. COM G491BT108 10,208 304,900 SH   SOLE   304,900 0 0
IPG Photonics Corporation COM 44980X109 8,764 98,300 SH   SOLE   98,300 0 0
IShares IBOXX Investment Grade COM 464287242 935 8,200 SH   SOLE   8,200 0 0
ISHARES TR CORE US AGGBD ET COM 464287226 940 8,700 SH   SOLE   8,700 0 0
ISHARES TR CUR HD EURZN ETF COM 46434V639 12,781 495,000 SH   SOLE   495,000 0 0
ISHARES TR EUROPE ETF COM 464287861 12,599 314,100 SH   SOLE   314,100 0 0
ISHARES TR NA NAT RES COM 464287374 3,152 112,000 SH   SOLE   112,000 0 0
ITC Holdings Corp. COM 465685105 6,051 154,164 SH   SOLE   154,164 0 0
J.B. Hunt Transport Services I COM 445658107 264 3,600 SH   SOLE   3,600 0 0
J.M. Smucker Co. COM 832696405 530 4,300 SH   SOLE   4,300 0 0
j2 Global Communications Inc. COM 46626E205 2,051 24,914 SH   SOLE   24,914 0 0
Janus Capital Group Inc. COM 47102X105 8,613 611,280 SH   SOLE   611,280 0 0
Jarden Corp. COM 471109108 5,266 92,197 SH   SOLE   92,197 0 0
Jazz Pharmaceuticals Plc COM G50871105 17,362 123,520 SH   SOLE   123,520 0 0
JetBlue Airways Corp. COM 477143101 677 29,900 SH   SOLE   29,900 0 0
Johnson & Johnson COM 478160104 11,032 107,400 SH   SOLE   107,400 0 0
Johnson Controls Inc. COM 478366107 1,046 26,500 SH   SOLE   26,500 0 0
Jones Lang LaSalle Inc. COM 48020Q107 5,424 33,929 SH   SOLE   33,929 0 0
JPMorgan Chase & Co. COM 46625H100 8,703 131,800 SH   SOLE   131,800 0 0
Kate Spade & Co COM 485865109 1,121 63,100 SH   SOLE   63,100 0 0
Kemper Corporation COM 488401100 7,894 211,910 SH   SOLE   211,910 0 0
Keysight Technologies Inc COM 49338L103 572 20,200 SH   SOLE   20,200 0 0
Kroger Co. COM 501044101 732 17,500 SH   SOLE   17,500 0 0
Laboratory Corp. of America Ho COM 50540R409 1,756 14,200 SH   SOLE   14,200 0 0
Landec Corporation COM 514766104 238 20,100 SH   SOLE   20,100 0 0
Landstar System Inc. COM 515098101 428 7,300 SH   SOLE   7,300 0 0
Lear Corp. COM 521865204 1,019 8,300 SH   SOLE   8,300 0 0
Ligand Pharmaceuticals Incorpo COM 53220K504 323 2,975 SH   SOLE   2,975 0 0
Lincoln National Corp. COM 534187109 4,865 96,800 SH   SOLE   96,800 0 0
LMP REAL ESTATE INCOME FD INC COM 50208C108 3,048 233,763 SH   SOLE   233,763 0 0
Lowe's Cos. COM 548661107 10,030 131,900 SH   SOLE   131,900 0 0
lululemon athletica inc. COM 550021109 1,317 25,100 SH   SOLE   25,100 0 0
M/A-COM Technology Solutions H COM 55405Y100 1,427 34,900 SH   SOLE   34,900 0 0
Magellan Midstream Partners, L COM 559080106 11,940 175,800 SH   SOLE   175,800 0 0
Magna International Inc. COM 559222401 1,635 40,300 SH   SOLE   40,300 0 0
Main Street Capital Corporatio COM 56035L104 2,015 69,300 SH   SOLE   69,300 0 0
MANAGED HIGH YIELD PLUS FD INC COM 561911108 3,933 2,234,640 SH   SOLE   2,234,640 0 0
Marathon Petroleum Corp COM 56585A102 16,775 323,600 SH   SOLE   323,600 0 0
MarketAxess Holdings Inc. COM 57060D108 1,216 10,900 SH   SOLE   10,900 0 0
Marriott International Inc. COM 571903202 496 7,400 SH   SOLE   7,400 0 0
Martin Marietta Materials Inc. COM 573284106 9,126 66,820 SH   SOLE   66,820 0 0
Masco Corp. COM 574599106 5,151 182,000 SH   SOLE   182,000 0 0
Mastercard Inc. COM 57636Q104 12,248 125,800 SH   SOLE   125,800 0 0
Maximus Inc. COM 577933104 906 16,100 SH   SOLE   16,100 0 0
McKesson Corp. COM 58155Q103 19,928 101,040 SH   SOLE   101,040 0 0
Mentor Graphics Corp. COM 587200106 834 45,300 SH   SOLE   45,300 0 0
Merck & Co. Inc. COM 58933Y105 3,481 65,900 SH   SOLE   65,900 0 0
Methanex Corp. COM 59151K108 3,715 112,550 SH   SOLE   112,550 0 0
Methode Electronics Inc. COM 591520200 608 19,100 SH   SOLE   19,100 0 0
MFA Financial Inc. COM 55272X102 758 114,900 SH   SOLE   114,900 0 0
Microsemi Corp. COM 595137100 1,359 41,700 SH   SOLE   41,700 0 0
Microsoft Corp. COM 594918104 1,637 29,500 SH   SOLE   29,500 0 0
Middleby Corp. COM 596278101 324 3,000 SH   SOLE   3,000 0 0
Mohawk Industries Inc. COM 608190104 8,934 47,170 SH   SOLE   47,170 0 0
Monsanto Co. COM 61166W101 6,433 65,300 SH   SOLE   65,300 0 0
Morgan Stanley COM 617446448 849 26,700 SH   SOLE   26,700 0 0
Mylan Inc. COM 628530107 1,892 35,000 SH   SOLE   35,000 0 0
National Fuel Gas Co. COM 636180101 4,737 110,800 SH   SOLE   110,800 0 0
National Oilwell Varco Inc. COM 637071101 5,770 172,300 SH   SOLE   172,300 0 0
NEUBERGER BERMAN RE ES SEC FD COM 64190A103 1,625 324,364 SH   SOLE   324,364 0 0
Nextera Energy COM 65339F101 1,257 12,100 SH   SOLE   12,100 0 0
Norwegian Cruise Line Holdings COM G66721104 1,699 29,000 SH   SOLE   29,000 0 0
NuCor Corp. COM 670346105 806 20,000 SH   SOLE   20,000 0 0
NutriSystem Inc. COM 67069D108 353 16,300 SH   SOLE   16,300 0 0
NUVEEN MORTGAGE OPPORTUNITY COM 670735109 2,064 90,876 SH   SOLE   90,876 0 0
Oceaneering International Inc. COM 675232102 10,179 271,300 SH   SOLE   271,300 0 0
OGE Energy Corp. COM 670837103 8,010 304,660 SH   SOLE   304,660 0 0
Old Dominion Freight Line Inc. COM 679580100 2,540 43,000 SH   SOLE   43,000 0 0
Olin Corp. COM 680665205 1,575 91,236 SH   SOLE   91,236 0 0
ONEOK Partners, L.P. COM 68268N103 6,213 206,200 SH   SOLE   206,200 0 0
Oracle Corp. COM 68389X105 1,472 40,300 SH   SOLE   40,300 0 0
Otter Tail Corp COM 689648103 237 8,900 SH   SOLE   8,900 0 0
Packaging Corp. of America COM 695156109 1,576 25,000 SH   SOLE   25,000 0 0
Party City Holdco, Inc. COM 702149105 540 41,819 SH   SOLE   41,819 0 0
PBF Energy, Inc. Class A COM 69318G106 4,638 126,000 SH   SOLE   126,000 0 0
PepsiCo Inc. COM 713448108 520 5,200 SH   SOLE   5,200 0 0
PGT, Inc. COM 69336V101 456 40,000 SH   SOLE   40,000 0 0
Phillips 66 COM 718546104 14,115 172,550 SH   SOLE   172,550 0 0
Pinnacle West Capital Corp. COM 723484101 916 14,200 SH   SOLE   14,200 0 0
Plains All American Pipeline, COM 726503105 7,884 341,300 SH   SOLE   341,300 0 0
PolyOne Corporation COM 73179P106 1,906 60,000 SH   SOLE   60,000 0 0
PRA Group Inc. COM 69354N106 692 19,953 SH   SOLE   19,953 0 0
Praxair Inc. COM 74005P104 819 8,000 SH   SOLE   8,000 0 0
Procter & Gamble Co. COM 742718109 699 8,800 SH   SOLE   8,800 0 0
Public Service Enterprise Grou COM 744573106 925 23,900 SH   SOLE   23,900 0 0
Quanex Corp. COM 747619104 261 12,500 SH   SOLE   12,500 0 0
RBS CAP FDG TR V PFD TR 5.90% PFD 74928K208 5,938 241,987 SH   SOLE   241,987 0 0
Realty Income Corp. COM 756109104 1,239 24,000 SH   SOLE   24,000 0 0
Reliance Steel & Aluminum Co. COM 759509102 1,448 25,000 SH   SOLE   25,000 0 0
Reynolds American Inc. COM 761713106 1,246 27,000 SH   SOLE   27,000 0 0
Rogers Corp. COM 775133101 5,644 109,450 SH   SOLE   109,450 0 0
Royal Caribbean Cruises Ltd. COM V7780T103 9,518 94,040 SH   SOLE   94,040 0 0
Royal Dutch Shell ADR ADR 780259206 10,449 228,200 SH   SOLE   228,200 0 0
Ryder System Inc. COM 783549108 3,268 57,500 SH   SOLE   57,500 0 0
Schlumberger Ltd. COM 806857108 23,917 342,900 SH   SOLE   342,900 0 0
Scotts Miracle-Gro Co. COM 810186106 774 12,000 SH   SOLE   12,000 0 0
Scripps Networks Interactive I COM 811065101 226 4,100 SH   SOLE   4,100 0 0
SELECT SECTOR SPDR TR SBI INT- COM 81369Y506 3,016 50,000 SH   SOLE   50,000 0 0
Sempra Energy COM 816851109 6,816 72,500 SH   SOLE   72,500 0 0
Signature Bank COM 82669G104 18,366 119,750 SH   SOLE   119,750 0 0
Signet Jewelers Limited COM G81276100 6,469 52,300 SH   SOLE   52,300 0 0
SK TELECOM LTD -ADR ADR 78440P108 989 49,100 SH   SOLE   49,100 0 0
Skechers USA Inc. (Cl A) COM 830566105 2,260 74,800 SH   SOLE   74,800 0 0
Skyworks Solutions Inc. COM 83088M102 7,837 102,000 SH   SOLE   102,000 0 0
Snap-On Inc. COM 833034101 549 3,200 SH   SOLE   3,200 0 0
South Jersey Industries Inc. COM 838518108 901 38,300 SH   SOLE   38,300 0 0
Southwest Airlines Co. COM 844741108 2,584 60,000 SH   SOLE   60,000 0 0
Southwest Gas Corp. COM 844895102 3,541 64,200 SH   SOLE   64,200 0 0
Southwestern Energy Co. COM 845467109 3,609 507,600 SH   SOLE   507,600 0 0
SPDR Barclays Capital High Yie COM 78464A417 644 19,000 SH   SOLE   19,000 0 0
SPDR SERIES TRUST S&P OILGAS E COM 78464a730 7,123 235,700 SH   SOLE   235,700 0 0
Spectra Energy Corp. COM 847560109 14,405 601,700 SH   SOLE   601,700 0 0
Starbucks Corp. COM 855244109 978 16,300 SH   SOLE   16,300 0 0
Starz Inc Class A COM 85571Q102 472 14,100 SH   SOLE   14,100 0 0
Stillwater Mining Co. COM 86074Q102 1,157 135,000 SH   SOLE   135,000 0 0
Stone Energy Corp. COM 861642106 3,095 721,447 SH   SOLE   721,447 0 0
STRATEGIC GLOBAL INCOME FD COM COM 862719101 5,656 645,713 SH   SOLE   645,713 0 0
Sucampo Pharmaceuticals, Inc. COM 864909106 1,042 60,292 SH   SOLE   60,292 0 0
Sun Life Financial Inc. COM 866796105 5,866 188,000 SH   SOLE   188,000 0 0
Suncor Energy Inc. COM 867229106 10,950 424,400 SH   SOLE   424,400 0 0
SVB Financial Group COM 78486Q101 11,191 94,120 SH   SOLE   94,120 0 0
Synaptics Inc. COM 87157D109 3,728 46,400 SH   SOLE   46,400 0 0
Synchronoss Technologies, Inc. COM 87157b103 4,439 126,000 SH   SOLE   126,000 0 0
Target Corp. COM 87612E106 951 13,100 SH   SOLE   13,100 0 0
TE Connectivity Ltd. COM H84989104 7,630 118,100 SH   SOLE   118,100 0 0
Tenaris SA - ADR ADR 88031M109 4,125 173,300 SH   SOLE   173,300 0 0
Teradyne Inc. COM 880770102 750 36,300 SH   SOLE   36,300 0 0
Thor Industries Inc. COM 885160101 5,232 93,171 SH   SOLE   93,171 0 0
Time Warner Inc. COM 887317303 2,024 31,300 SH   SOLE   31,300 0 0
TJX Cos. COM 872540109 1,234 17,400 SH   SOLE   17,400 0 0
T-Mobile US, Inc. COM 872590104 7,042 180,000 SH   SOLE   180,000 0 0
Tractor Supply Co. COM 892356106 239 2,800 SH   SOLE   2,800 0 0
TransCanada Corp. COM 89353D107 9,979 306,200 SH   SOLE   306,200 0 0
Triangle Capital Corporation COM 895848109 1,928 100,889 SH   SOLE   100,889 0 0
Tupperware Brands Corp. COM 899896104 735 13,200 SH   SOLE   13,200 0 0
Tutor Perini Corp COM 901109108 383 22,900 SH   SOLE   22,900 0 0
Twenty-First Century Fox, Inc. COM 90130A101 2,230 82,100 SH   SOLE   82,100 0 0
Tyson Foods Inc. COM 902494103 5,376 100,800 SH   SOLE   100,800 0 0
U.S. Bancorp COM 902973304 4,002 93,800 SH   SOLE   93,800 0 0
UBS AG COM H89231338 759 39,200 SH   SOLE   39,200 0 0
Ulta Salon, Cosmetics & Fragra COM 90384S303 1,147 6,200 SH   SOLE   6,200 0 0
Ultra Petroleum Corp. COM 903914109 2,722 1,089,000 SH   SOLE   1,089,000 0 0
Union Pacific Corp. COM 907818108 12,212 156,160 SH   SOLE   156,160 0 0
United Continental Holdings COM 910047109 2,407 42,000 SH   SOLE   42,000 0 0
United Technologies Corp. COM 913017109 903 9,400 SH   SOLE   9,400 0 0
UnitedHealth Group Inc. COM 91324P102 6,611 56,200 SH   SOLE   56,200 0 0
UnumProvident Corp. COM 91529Y106 712 21,400 SH   SOLE   21,400 0 0
Urban Outfitters Inc. COM 917047102 350 15,400 SH   SOLE   15,400 0 0
Valeant Pharmaceuticals Intern COM 91911K102 1,250 12,300 SH   SOLE   12,300 0 0
Valspar Corp. COM 920355104 1,659 20,000 SH   SOLE   20,000 0 0
Verizon Communications Inc. COM 92343V104 1,414 30,600 SH   SOLE   30,600 0 0
Viacom Inc. COM 92553P201 868 21,100 SH   SOLE   21,100 0 0
Visa Inc. COM 92826C839 12,352 159,280 SH   SOLE   159,280 0 0
Wabtec COM 929740108 249 3,500 SH   SOLE   3,500 0 0
Waddell & Reed Financial Inc. COM 930059100 771 26,900 SH   SOLE   26,900 0 0
Walgreens Boots Alliance Inc COM 931427108 1,192 14,000 SH   SOLE   14,000 0 0
Walt Disney Co. COM 254687106 704 6,700 SH   SOLE   6,700 0 0
Webster Financial Corp. COM 947890109 361 9,700 SH   SOLE   9,700 0 0
Wells Fargo & Co. COM 949746101 6,121 112,600 SH   SOLE   112,600 0 0
Westar Energy Inc. COM 95709T100 454 10,700 SH   SOLE   10,700 0 0
WESTERN ASSET CLYM INFL OPP IN COM 95766R104 1,118 108,660 SH   SOLE   108,660 0 0
WESTERN ASSET CLYM INFL SEC IN COM 95766Q106 2,660 251,693 SH   SOLE   251,693 0 0
Western Digital Corp. COM 958102105 835 13,900 SH   SOLE   13,900 0 0
WFC 7 1/2 12/31/49 Pfd PFD 949746804 813 700 SH   SOLE   700 0 0
Whirlpool Corp. COM 963320106 4,767 32,460 SH   SOLE   32,460 0 0
Whiting Petroleum Corp. COM 966387102 2,508 265,634 SH   SOLE   265,634 0 0
Wilson Greatbatch Technologies COM 39153L106 231 4,400 SH   SOLE   4,400 0 0
Wisdomtree Investments, Inc. COM 97717P104 804 51,300 SH   SOLE   51,300 0 0
Wyndham Worldwide Corp. COM 98310W108 10,741 147,840 SH   SOLE   147,840 0 0
XL Capital Ltd. COM G98255105 10,265 262,000 SH   SOLE   262,000 0 0
Zimmer Biomet Holdings, Inc. COM 98956P102 1,539 15,000 SH   SOLE   15,000 0 0
ZWEIG FD COM NEW COM 989834205 868 66,067 SH   SOLE   66,067 0 0
ZWEIG TOTAL RETURN FD INC COM COM 989837208 2,997 246,028 SH   SOLE   246,028 0 0