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
ACCO BRANDS CORP. COM 00081T108 799 77,380 SH   SOLE   77,380 0 0
AEP INDUSTRIES INC. COM 001031103 237 2,945 SH   SOLE   2,945 0 0
ANI PHARMACEUTICALS INC COM 00182C103 350 6,274 SH   SOLE   6,274 0 0
ATN INTERNATIONAL INC COM 00215F107 553 7,102 SH   SOLE   7,102 0 0
AVX CORP. COM 002444107 448 32,999 SH   SOLE   32,999 0 0
AARONS INC. COM 002535300 2,336 106,705 SH   SOLE   106,705 0 0
ACTUANT CORP. CL A COM 00508X203 945 41,783 SH   SOLE   41,783 0 0
ACUITY BRANDS INC. COM 00508Y102 6,101 24,605 SH   SOLE   24,605 0 0
ADVAXIS INC COM 007624208 180 22,248 SH   SOLE   22,248 0 0
AEROJET ROCKETDYNE HOLDINGS INC COM 007800105 806 44,111 SH   SOLE   44,111 0 0
ADVANCED ENERGY INDUSTRIES INC. COM 007973100 1,089 28,676 SH   SOLE   28,676 0 0
AFFILIATED MANAGERS GROUP INC. COM 008252108 4,226 30,024 SH   SOLE   30,024 0 0
AGREE REALTY CORP. COM 008492100 867 17,967 SH   SOLE   17,967 0 0
ALARM.COM HOLDINGS INC COM 011642105 201 7,859 SH   SOLE   7,859 0 0
ALASKA AIR GROUP INC COM 011659109 3,965 68,016 SH   SOLE   68,016 0 0
ALCOA INC COM 013817101 6,357 685,761 SH   SOLE   685,761 0 0
ALEXANDRIA REAL ESTATE EQUITIES IN COM 015271109 7,620 73,611 SH   SOLE   73,611 0 0
ALLEGHANY CORP. COM 017175100 7,962 14,487 SH   SOLE   14,487 0 0
ALLEGHENY TECHNOLOGIES INC. COM 01741R102 2,261 177,326 SH   SOLE   177,326 0 0
ALLISON TRANSMISSION HOLDINGS INC COM 01973R101 118 4,185 SH   SOLE   4,185 0 0
ALNYLAM PHARMACEUTICALS INC. COM 02043Q107 287 5,177 SH   SOLE   5,177 0 0
ALTRIA GROUP INC COM 02209S103 75,833 1,099,663 SH   SOLE   1,099,663 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 8,533 301,425 SH   SOLE   301,425 0 0
AMERICAN EXPRESS ORD COM 025816109 25,597 421,278 SH   SOLE   421,278 0 0
AMERICAN NATIONAL BANKSHARES INC. COM 027745108 162 6,430 SH   SOLE   6,430 0 0
AMERICAN NATIONAL INSURANCE CO. COM 028591105 25 217 SH   SOLE   217 0 0
AMERICAN VANGUARD CORP. COM 030371108 332 22,004 SH   SOLE   22,004 0 0
AMERISAFE INC. COM 03071H100 849 13,867 SH   SOLE   13,867 0 0
AMERISOURCEBERGEN CORP. COM 03073E105 8,144 102,679 SH   SOLE   102,679 0 0
AMETEK INC. COM 031100100 5,655 122,333 SH   SOLE   122,333 0 0
AMKOR TECHNOLOGY INC. COM 031652100 457 79,455 SH   SOLE   79,455 0 0
AMTRUST FINANCIAL SERVICES INC. COM 032359309 71 2,896 SH   SOLE   2,896 0 0
ANALOGIC CORP. COM 032657207 734 9,236 SH   SOLE   9,236 0 0
APOLLO RESIDENTIAL MORTGAGE INC. COM 03763V102 333 24,848 SH   SOLE   24,848 0 0
APPLIED INDUSTRIAL TECHNOLOGIES IN COM 03820C105 1,215 26,918 SH   SOLE   26,918 0 0
APPLIED MICRO CIRCUITS CORP. COM 03822W406 359 55,973 SH   SOLE   55,973 0 0
ARDELYX INC COM 039697107 167 19,131 SH   SOLE   19,131 0 0
ARES COMMERCIAL REAL ESTATE REIT C COM 04013V108 218 17,765 SH   SOLE   17,765 0 0
ARROW ELECTRONICS INC COM 042735100 5,327 86,057 SH   SOLE   86,057 0 0
ASTEC INDUSTRIES INC. COM 046224101 766 13,646 SH   SOLE   13,646 0 0
ATLANTIC CAPITAL BANCSHARES INC COM 048269203 281 19,463 SH   SOLE   19,463 0 0
ATLAS AIR WORLDWIDE HOLDINGS COM 049164205 768 18,544 SH   SOLE   18,544 0 0
ATMOS ENERGY CORP. COM 049560105 7,807 96,002 SH   SOLE   96,002 0 0
AVIS BUDGET GROUP INC. COM 053774105 203 6,287 SH   SOLE   6,287 0 0
AVON PRODUCTS INC. COM 054303102 2,706 715,950 SH   SOLE   715,950 0 0
BOK FINANCIAL CORP. COM 05561Q201 48 758 SH   SOLE   758 0 0
BMC STOCK HOLDINGS INC COM 05591B109 712 39,930 SH   SOLE   39,930 0 0
BABCOCK AND WILCOX ENTERPRISES INC COM 05614L100 492 33,508 SH   SOLE   33,508 0 0
BANC OF CALIFORNIA INC COM 05990K106 640 35,363 SH   SOLE   35,363 0 0
BAR HARBOR BANKSHARES ORD COM 066849100 151 4,311 SH   SOLE   4,311 0 0
B/E AEROSPACE INC. COM 073302101 4,648 100,662 SH   SOLE   100,662 0 0
BJS RESTAURANTS INC. COM 09180C106 749 17,090 SH   SOLE   17,090 0 0
BLUCORA INC COM 095229100 318 30,671 SH   SOLE   30,671 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 315 15,566 SH   SOLE   15,566 0 0
BOB EVANS FARMS INC. COM 096761101 518 13,660 SH   SOLE   13,660 0 0
BOINGO WIRELESS INC COM 09739C102 228 25,514 SH   SOLE   25,514 0 0
CBS CORP (CL B) COM 124857202 12,711 233,488 SH   SOLE   233,488 0 0
CSG SYSTEMS INTERNATIONAL INC. COM 126349109 908 22,528 SH   SOLE   22,528 0 0
CU BANCORP COM 126534106 275 12,119 SH   SOLE   12,119 0 0
CABELAS INC COM 126804301 2,296 45,863 SH   SOLE   45,863 0 0
CAESARS ENTERTAINMENT CORP COM 127686103 301 39,108 SH   SOLE   39,108 0 0
CALATLANTIC GROUP INC COM 128195104 2,587 70,469 SH   SOLE   70,469 0 0
CALLAWAY GOLF CO. COM 131193104 706 69,164 SH   SOLE   69,164 0 0
AAC HLDG INC COM 000307108 189 8,298 SH   SOLE   8,298 0 0
AGCO CORP. COM 001084102 3,138 66,586 SH   SOLE   66,586 0 0
ABIOMED INC. COM 003654100 4,236 38,755 SH   SOLE   38,755 0 0
ACADIA REALTY TRUST REIT COM 004239109 1,937 54,526 SH   SOLE   54,526 0 0
ACETO CORP. COM 004446100 501 22,892 SH   SOLE   22,892 0 0
ACTIVISION BLIZZARD INC. COM 00507V109 11,495 290,057 SH   SOLE   290,057 0 0
ADOBE SYSTEMS INC. COM 00724F101 26,840 280,196 SH   SOLE   280,196 0 0
ADVANCE AUTO PARTS INC. COM 00751Y106 6,647 41,124 SH   SOLE   41,124 0 0
AGENUS INC COM 00847G705 225 55,509 SH   SOLE   55,509 0 0
AIR METHODS CORP. COM 009128307 975 27,199 SH   SOLE   27,199 0 0
AIR LEASE CORP. COM 00912X302 135 5,025 SH   SOLE   5,025 0 0
AKAMAI TECHNOLOGIES INC. COM 00971T101 5,455 97,541 SH   SOLE   97,541 0 0
ALEXANDER & BALDWIN INC. COM 014491104 2,739 75,791 SH   SOLE   75,791 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 215 8,625 SH   SOLE   8,625 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS IN COM 01988P108 2,232 175,710 SH   SOLE   175,710 0 0
AMAZON.COM INC. COM 023135106 155,740 217,629 SH   SOLE   217,629 0 0
AMERICAN ASSETS TRUST REIT INC COM 024013104 1,294 30,500 SH   SOLE   30,500 0 0
AMERICAN ELECTRIC POWER INC COM 025537101 17,959 256,221 SH   SOLE   256,221 0 0
AMERICAN FINANCIAL GROUP INC. COM 025932104 4,932 66,707 SH   SOLE   66,707 0 0
AMERIPRISE FINANCIAL INC. COM 03076C106 7,903 87,962 SH   SOLE   87,962 0 0
AMERIS BANCORP COM 03076K108 733 24,664 SH   SOLE   24,664 0 0
AMPHASTAR PHARMACEUTICALS INC COM 03209R103 424 26,305 SH   SOLE   26,305 0 0
APACHE CORP. COM 037411105 11,609 208,529 SH   SOLE   208,529 0 0
ARATANA THERAPEUTICS INC COM 03874P101 162 25,709 SH   SOLE   25,709 0 0
ARCHER DANIELS MIDLAND ORD COM 039483102 13,125 306,009 SH   SOLE   306,009 0 0
ARENA PHARMACEUTICALS INC. COM 040047102 298 174,091 SH   SOLE   174,091 0 0
ARIAD PHARMACEUTICALS INC. COM 04033A100 958 129,642 SH   SOLE   129,642 0 0
ARISTA NETWORKS INC COM 040413106 189 2,933 SH   SOLE   2,933 0 0
ARLINGTON ASSET INVESTMENT CLASS A COM 041356205 219 16,834 SH   SOLE   16,834 0 0
AVANGRID INC COM 05351W103 77 1,663 SH   SOLE   1,663 0 0
AVERY DENNISON CORP. COM 053611109 3,727 49,865 SH   SOLE   49,865 0 0
AVID TECHNOLOGY INC COM 05367P100 148 25,456 SH   SOLE   25,456 0 0
BGC PARTNERS INC. CL A COM 05541T101 1,373 157,640 SH   SOLE   157,640 0 0
BSB BANCORP INC COM 05573H108 135 5,964 SH   SOLE   5,964 0 0
BWX TECHNOLOGIES INC COM 05605H100 251 7,014 SH   SOLE   7,014 0 0
BALCHEM CORP. COM 057665200 1,351 22,644 SH   SOLE   22,644 0 0
BALL CORP COM 058498106 6,146 85,019 SH   SOLE   85,019 0 0
BARRACUDA NETWORKS INC COM 068323104 250 16,494 SH   SOLE   16,494 0 0
BERRY PLASTICS GROUP INC. COM 08579W103 353 9,091 SH   SOLE   9,091 0 0
BLUEROCK RESIDENTIAL GROWTH REIT C COM 09627J102 193 14,882 SH   SOLE   14,882 0 0
BOSTON BEER INC CLASS A COM 100557107 2,549 14,906 SH   SOLE   14,906 0 0
BRANDYWINE REALTY TRUST REIT COM 105368203 241 14,338 SH   SOLE   14,338 0 0
BRISTOW GROUP INC. COM 110394103 285 24,943 SH   SOLE   24,943 0 0
BROADSOFT INC. COM 11133B409 891 21,710 SH   SOLE   21,710 0 0
BROOKDALE SENIOR LIVING INC. COM 112463104 84 5,446 SH   SOLE   5,446 0 0
BRYN MAWR BANK CORP. COM 117665109 362 12,392 SH   SOLE   12,392 0 0
CBL & ASSOCIATES PROPERTIES INC. COM 124830100 1,216 130,605 SH   SOLE   130,605 0 0
CIT GROUP INC. COM 125581801 188 5,891 SH   SOLE   5,891 0 0
CVS CAREMARK CORP. COM 126650100 57,804 603,763 SH   SOLE   603,763 0 0
CYS INVESTMENTS INC COM 12673A108 929 110,960 SH   SOLE   110,960 0 0
CAESARS ACQUISITION ORD CLASS A COM 12768T103 389 34,679 SH   SOLE   34,679 0 0
CALAMP CORP. COM 128126109 418 28,197 SH   SOLE   28,197 0 0
CALIFORNIA WATER SERVICE GROUP COM 130788102 1,171 33,530 SH   SOLE   33,530 0 0
CARDINAL FINANCIAL CORP. COM 14149F109 499 22,736 SH   SOLE   22,736 0 0
CARLISLE COS. COM 142339100 6,458 61,106 SH   SOLE   61,106 0 0
CASS INFORMATION SYSTEMS INC. COM 14808P109 434 8,387 SH   SOLE   8,387 0 0
CEDAR REALTY TRUST INC COM 150602209 459 61,755 SH   SOLE   61,755 0 0
CELATOR PHARMACEUTICALS INC COM 15089R102 729 24,149 SH   SOLE   24,149 0 0
CENTERSTATE BANKS INC. COM 15201P109 505 32,058 SH   SOLE   32,058 0 0
CENTRAL GARDEN & PET CO. CL A COM 153527205 532 24,518 SH   SOLE   24,518 0 0
CHASE CORP COM 16150R104 313 5,307 SH   SOLE   5,307 0 0
AGL RESOURCES INC. COM 001204106 4,127 62,566 SH   SOLE   62,566 0 0
AMC NETWORKS INC. CL A COM 00164V103 3,634 60,151 SH   SOLE   60,151 0 0
AMC ENTERTAINMENT HOLDINGS INC CLA COM 00165C104 405 14,670 SH   SOLE   14,670 0 0
AMN HEALTHCARE SERVICES INC. COM 001744101 1,400 35,019 SH   SOLE   35,019 0 0
ACTUA CORP COM 005094107 268 29,626 SH   SOLE   29,626 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101 7,722 174,083 SH   SOLE   174,083 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 254 33,982 SH   SOLE   33,982 0 0
ALEXION PHARMACEUTICALS INC. COM 015351109 14,639 125,380 SH   SOLE   125,380 0 0
AMEREN CORP. COM 023608102 6,778 126,507 SH   SOLE   126,507 0 0
AMERICAN AXLE & MANUFACTURING HOLD COM 024061103 795 54,919 SH   SOLE   54,919 0 0
AMERICAN CAMPUS COMMUNITIES INC. COM 024835100 6,843 129,431 SH   SOLE   129,431 0 0
AMERICAN EAGLE OUTFITTERS INC. COM 02553E106 4,312 270,688 SH   SOLE   270,688 0 0
AMERICAN SCIENCE & ENGINEERING INC COM 029429107 202 5,406 SH   SOLE   5,406 0 0
AMERIGAS PARTNERS L.P. COM 030975106 934 20,000 SH   SOLE   20,000 0 0
AMGEN INC. COM 031162100 64,428 423,450 SH   SOLE   423,450 0 0
AMTRUST FINL SVCS INC NOTE 032359AG6 78,536 950,573 SH   SOLE   950,573 0 0
ANADARKO PETE CORP UNIT 032511404 6 149 SH   SOLE   149 0 0
ANALOG DEVICES INC. COM 032654105 8,986 158,653 SH   SOLE   158,653 0 0
ANDERSONS INC. COM 034164103 702 19,762 SH   SOLE   19,762 0 0
ANGIE'S LIST INC COM 034754101 209 32,151 SH   SOLE   32,151 0 0
ANGIODYNAMICS INC. COM 03475V101 295 20,495 SH   SOLE   20,495 0 0
ANTHEM INC COM 036752103 18,441 140,403 SH   SOLE   140,403 0 0
ANTHEM INC UNIT 036752202 19 441 SH   SOLE   441 0 0
APOLLO COML REAL EST FIN INC NOTE 03762UAA3 440 4,302 SH   SOLE   4,302 0 0
ARMSTRONG FLOORING INC COM 04238R106 293 17,298 SH   SOLE   17,298 0 0
ARRAY BIOPHARMA INC. COM 04269X105 350 98,187 SH   SOLE   98,187 0 0
ASHFORD HOSPITALITY PRIME REIT INC COM 044102101 315 22,274 SH   SOLE   22,274 0 0
ASPEN TECHNOLOGY INC. COM 045327103 2,446 60,793 SH   SOLE   60,793 0 0
ATHENAHEALTH INC. COM 04685W103 404 2,929 SH   SOLE   2,929 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 049164BH8 352 3,849 SH   SOLE   3,849 0 0
BB&T CORP. COM 054937107 15,234 427,800 SH   SOLE   427,800 0 0
BNC BANCORP COM 05566T101 633 27,889 SH   SOLE   27,889 0 0
BANCORPSOUTH INC. COM 059692103 3,279 144,524 SH   SOLE   144,524 0 0
BANK MUTUAL CORP. COM 063750103 258 33,541 SH   SOLE   33,541 0 0
BANK OF NEW YORK MELLON CORP. COM 064058100 21,785 560,746 SH   SOLE   560,746 0 0
BANK OF NOVA SCOTIA NOTE 064159HB5 59,999 564,267 SH   SOLE   564,267 0 0
BANKRATE INC. COM 06647F102 348 46,588 SH   SOLE   46,588 0 0
BANKUNITED INC. COM 06652K103 90 2,935 SH   SOLE   2,935 0 0
BARRETT BUSINESS SERVICES INC. COM 068463108 228 5,519 SH   SOLE   5,519 0 0
BEAZER HOMES USA INC. COM 07556Q881 160 20,633 SH   SOLE   20,633 0 0
BECTON DICKINSON ORD COM 075887109 20,186 119,030 SH   SOLE   119,030 0 0
BIGLARI HOLDINGS INC. COM 08986R101 316 783 SH   SOLE   783 0 0
BIO-RAD LABORATORIES INC. CL A COM 090572207 2,804 19,604 SH   SOLE   19,604 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 09061GAE1 1,865 15,364 SH   SOLE   15,364 0 0
BLACKHAWK NETWORK HOLDINGS INC COM 09238E104 1,338 39,947 SH   SOLE   39,947 0 0
BLACKSTONE MTG TR INC NOTE 09257WAA8 835 7,727 SH   SOLE   7,727 0 0
BLUE BUFFALO PET PRODUCTS INC COM 09531U102 105 4,485 SH   SOLE   4,485 0 0
BLUE NILE INC. COM 09578R103 261 9,522 SH   SOLE   9,522 0 0
BOSTON PROPERTIES REIT INC COM 101121101 11,723 88,881 SH   SOLE   88,881 0 0
BRIDGE BANCORP INC. COM 108035106 355 12,491 SH   SOLE   12,491 0 0
BROCADE COMMUNICATIONS SYSTEMS INC COM 111621306 4,025 438,439 SH   SOLE   438,439 0 0
CEB INC COM 125134106 3,256 52,781 SH   SOLE   52,781 0 0
CMS ENERGY CORP. COM 125896100 6,674 145,525 SH   SOLE   145,525 0 0
CSX CORP COM 126408103 12,998 498,382 SH   SOLE   498,382 0 0
CTS CORP. COM 126501105 430 24,023 SH   SOLE   24,023 0 0
CVB FINANCIAL CORP. COM 126600105 1,208 73,710 SH   SOLE   73,710 0 0
CABLE ONE INC COM 12685J105 2,211 4,323 SH   SOLE   4,323 0 0
CAL-MAINE FOODS INC. COM 128030202 974 21,966 SH   SOLE   21,966 0 0
CALGON CARBON CORP. COM 129603106 495 37,630 SH   SOLE   37,630 0 0
CANTEL MEDICAL CORP. COM 138098108 1,744 25,372 SH   SOLE   25,372 0 0
CARRIZO OIL AND GAS INC COM 144577103 1,462 40,768 SH   SOLE   40,768 0 0
CASEYS GENERAL STORES INC. COM 147528103 5,057 38,451 SH   SOLE   38,451 0 0
CELADON GROUP INC. COM 150838100 161 19,750 SH   SOLE   19,750 0 0
CELLDEX THERAPEUTICS INC COM 15117B103 311 70,903 SH   SOLE   70,903 0 0
CENTRAL GARDEN AND PET CO COM 153527106 271 11,855 SH   SOLE   11,855 0 0
CENTRAL PACIFIC FINANCIAL CORP. COM 154760409 529 22,422 SH   SOLE   22,422 0 0
CHANNELADVISOR CORP COM 159179100 228 15,726 SH   SOLE   15,726 0 0
CHART INDUSTRIES INC. COM 16115Q308 549 22,737 SH   SOLE   22,737 0 0
CHARTER COMMUNICATIONS INC CLASS A COM 16119P108 3,454 15,108 SH   SOLE   15,108 0 0
CHURCH AND DWIGHT INC COM 171340102 7,419 72,105 SH   SOLE   72,105 0 0
CIENA CORP COM 171779309 4,056 216,306 SH   SOLE   216,306 0 0
ABM INDUSTRIES INC. COM 000957100 1,500 41,109 SH   SOLE   41,109 0 0
AFLAC INC. COM 001055102 15,551 215,511 SH   SOLE   215,511 0 0
AMAG PHARMACEUTICALS INC. COM 00163U106 577 24,140 SH   SOLE   24,140 0 0
ACACIA RESEARCH CORP.-ACACIA TECHN COM 003881307 176 39,942 SH   SOLE   39,942 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 255 6,381 SH   SOLE   6,381 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 221 6,799 SH   SOLE   6,799 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 249 17,271 SH   SOLE   17,271 0 0
ACHILLION PHARMACEUTICALS INC. COM 00448Q201 649 83,260 SH   SOLE   83,260 0 0
ACORDA THERAPEUTICS INC. COM 00484M106 789 30,952 SH   SOLE   30,952 0 0
AECOM ORD COM 00766T100 4,576 144,034 SH   SOLE   144,034 0 0
AIR TRANSPORT SERVICES GROUP INC. COM 00922R105 491 37,863 SH   SOLE   37,863 0 0
ALBANY INTERNATIONAL CORP. CL A COM 012348108 830 20,782 SH   SOLE   20,782 0 0
ALEXANDERS REIT INC COM 014752109 711 1,738 SH   SOLE   1,738 0 0
ALIGN TECHNOLOGY INC. COM 016255101 5,785 71,814 SH   SOLE   71,814 0 0
ALLIANCE DATA SYSTEMS CORP. COM 018581108 6,471 33,028 SH   SOLE   33,028 0 0
ALLIANT ENERGY CORP. COM 018802108 8,470 213,357 SH   SOLE   213,357 0 0
ALLY FINANCIAL INC COM 02005N100 224 13,139 SH   SOLE   13,139 0 0
ALMOST FAMILY INC. COM 020409108 291 6,818 SH   SOLE   6,818 0 0
ALON USA ENERGY INC. COM 020520102 175 27,066 SH   SOLE   27,066 0 0
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 539 19,994 SH   SOLE   19,994 0 0
AMBAC FINANCIAL GROUP INC COM 023139884 538 32,709 SH   SOLE   32,709 0 0
AMERICAN PUBLIC EDUCATION INC COM 02913V103 364 12,964 SH   SOLE   12,964 0 0
AMPLIFY SNACK BRANDS INC COM 03211L102 321 21,750 SH   SOLE   21,750 0 0
ANADARKO PETROLEUM CORP. COM 032511107 14,111 264,998 SH   SOLE   264,998 0 0
APOLLO EDUCATION GROUP INC CLASS A COM 037604105 600 65,835 SH   SOLE   65,835 0 0
APPLE INC COM 037833100 292,346 3,058,013 SH   SOLE   3,058,013 0 0
APTARGROUP INC. COM 038336103 4,749 60,009 SH   SOLE   60,009 0 0
ARCBEST CORP COM 03937C105 312 19,186 SH   SOLE   19,186 0 0
ARMSTRONG WORLD INDUSTRIES INC. COM 04247X102 54 1,373 SH   SOLE   1,373 0 0
ARROW FINANCIAL CORP. COM 042744102 254 8,373 SH   SOLE   8,373 0 0
ARTESIAN RESOURCES CORP. CL A COM 043113208 191 5,627 SH   SOLE   5,627 0 0
ASSOCIATED BANCORP ORD COM 045487105 2,418 141,000 SH   SOLE   141,000 0 0
ASSURANT INC. COM 04621X108 2,774 32,143 SH   SOLE   32,143 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 399 17,716 SH   SOLE   17,716 0 0
ATRICURE INC. COM 04963C209 335 23,721 SH   SOLE   23,721 0 0
AUTODESK INC. COM 052769106 6,709 123,914 SH   SOLE   123,914 0 0
BOFI HOLDING INC. COM 05566U108 741 41,848 SH   SOLE   41,848 0 0
BAKER HUGHES INC COM 057224107 10,305 228,340 SH   SOLE   228,340 0 0
BARNES AND NOBLE EDUCATION INC COM 06777U101 309 30,488 SH   SOLE   30,488 0 0
BARNES GROUP INC. COM 067806109 1,265 38,205 SH   SOLE   38,205 0 0
BEMIS CO. INC. COM 081437105 4,611 89,556 SH   SOLE   89,556 0 0
W.R. BERKLEY CORP. COM 084423102 5,517 92,067 SH   SOLE   92,067 0 0
BERKSHIRE HILLS BANCORP INC. COM 084680107 601 22,311 SH   SOLE   22,311 0 0
BIG LOTS INC. COM 089302103 3,822 76,274 SH   SOLE   76,274 0 0
BLOOMIN BRANDS INC COM 094235108 1,502 84,050 SH   SOLE   84,050 0 0
BLUE HILLS BANCORP INC COM 095573101 289 19,547 SH   SOLE   19,547 0 0
BOOZ ALLEN HAMILTON HOLDING CORP C COM 099502106 244 8,236 SH   SOLE   8,236 0 0
BOSTON SCIENTIFIC CORP. COM 101137107 17,805 761,868 SH   SOLE   761,868 0 0
BOTTOMLINE TECHNOLOGIES INC. COM 101388106 621 28,866 SH   SOLE   28,866 0 0
BOX INC CLASS A COM 10316T104 372 35,935 SH   SOLE   35,935 0 0
BRIGHT HORIZONS FAMILY SOLUTIONS I COM 109194100 2,099 31,656 SH   SOLE   31,656 0 0
BRIXMOR PROPERTY GROUP INC COM 11120U105 438 16,572 SH   SOLE   16,572 0 0
BROOKLINE BANCORP INC. COM 11373M107 540 48,955 SH   SOLE   48,955 0 0
BROWN FORMAN CORP CLASS B COM 115637209 5,600 56,136 SH   SOLE   56,136 0 0
BUCKEYE PARTNERS L.P. COM 118230101 6,352 90,322 SH   SOLE   90,322 0 0
BUFFALO WILD WINGS INC. COM 119848109 4,235 30,481 SH   SOLE   30,481 0 0
BUILDERS FIRSTSOURCE INC. COM 12008R107 684 60,775 SH   SOLE   60,775 0 0
BURLINGTON STORES INC COM 122017106 261 3,914 SH   SOLE   3,914 0 0
CBIZ INC COM 124805102 378 36,354 SH   SOLE   36,354 0 0
CBOE HOLDINGS INC. COM 12503M108 5,339 80,143 SH   SOLE   80,143 0 0
CIGNA CORP COM 125509109 17,437 136,240 SH   SOLE   136,240 0 0
CRA INTERNATIONAL INC. COM 12618T105 182 7,214 SH   SOLE   7,214 0 0
AAR CORP. COM 000361105 581 24,905 SH   SOLE   24,905 0 0
AG MORTGAGE INVESTMENT TRUST INC. COM 001228105 303 21,004 SH   SOLE   21,004 0 0
AT&T INC COM 00206R102 138,717 3,210,309 SH   SOLE   3,210,309 0 0
ABBOTT LABORATORIES COM 002824100 29,989 762,879 SH   SOLE   762,879 0 0
ABERCROMBIE & FITCH CO. CL A COM 002896207 1,951 109,533 SH   SOLE   109,533 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 89 2,134 SH   SOLE   2,134 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 225 20,796 SH   SOLE   20,796 0 0
AIR PRODUCTS AND CHEMICALS INC COM 009158106 15,448 108,755 SH   SOLE   108,755 0 0
ALBANY MOLECULAR RESEARCH INC. COM 012423109 254 18,917 SH   SOLE   18,917 0 0
ALLEGIANT TRAVEL CO. COM 01748X102 1,471 9,711 SH   SOLE   9,711 0 0
ALLETE INC. COM 018522300 2,262 34,992 SH   SOLE   34,992 0 0
ALLSTATE CORP. COM 020002101 13,654 195,195 SH   SOLE   195,195 0 0
AMERCO COM 023586100 133 356 SH   SOLE   356 0 0
AMERICAN CAPITAL MORTGAGE INVESTME COM 02504A104 542 34,330 SH   SOLE   34,330 0 0
AMERICAN EQUITY INVESTMENT LIFE HO COM 025676206 799 56,056 SH   SOLE   56,056 0 0
AMERICAN INTERNATIONAL GROUP INC. COM 026874784 30,847 583,232 SH   SOLE   583,232 0 0
AMERICAN SOFTWARE INC. CL A COM 029683109 210 20,019 SH   SOLE   20,019 0 0
AMERICAN TOWER REIT CORP COM 03027X100 27,083 238,383 SH   SOLE   238,383 0 0
AMERICAN WOODMARK CORP. COM 030506109 659 9,933 SH   SOLE   9,933 0 0
AMERICAS CAR-MART INC. COM 03062T105 163 5,787 SH   SOLE   5,787 0 0
ANNALY CAPITAL MANAGEMENT REIT INC COM 035710409 303 27,387 SH   SOLE   27,387 0 0
APPLIED MATERIALS INC. COM 038222105 14,331 597,893 SH   SOLE   597,893 0 0
ARAMARK ORD COM 03852U106 399 11,932 SH   SOLE   11,932 0 0
ARGAN INC COM 04010E109 397 9,515 SH   SOLE   9,515 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315507 500 24,987 SH   SOLE   24,987 0 0
ARROWHEAD PHARMACEUTICALS INC COM 04280A100 214 40,302 SH   SOLE   40,302 0 0
ATLANTIC POWER CORP COM 04878Q863 213 87,055 SH   SOLE   87,055 0 0
AUTONATION INC. COM 05329W102 1,789 38,087 SH   SOLE   38,087 0 0
AVALONBAY COMMUNITIES REIT INC COM 053484101 14,081 78,061 SH   SOLE   78,061 0 0
AXIALL CORP COM 05463D100 1,640 50,282 SH   SOLE   50,282 0 0
B AND G FOODS INC COM 05508R106 2,135 44,290 SH   SOLE   44,290 0 0
BALDWIN & LYONS INC. CL B COM 057755209 149 6,047 SH   SOLE   6,047 0 0
BANCFIRST CORP. COM 05945F103 324 5,369 SH   SOLE   5,369 0 0
BANK OF HAWAII CORP. COM 062540109 2,780 40,411 SH   SOLE   40,411 0 0
BANNER CORP. COM 06652V208 931 21,896 SH   SOLE   21,896 0 0
C.R. BARD INC. COM 067383109 9,691 41,211 SH   SOLE   41,211 0 0
BILL BARRETT CORP. COM 06846N104 297 46,416 SH   SOLE   46,416 0 0
BAXTER INTERNATIONAL INC COM 071813109 13,064 288,906 SH   SOLE   288,906 0 0
BEACON ROOFING SUPPLY INC. COM 073685109 1,952 42,934 SH   SOLE   42,934 0 0
BENCHMARK ELECTRONICS INC. COM 08160H101 762 36,044 SH   SOLE   36,044 0 0
BENEFITFOCUS INC COM 08180D106 362 9,506 SH   SOLE   9,506 0 0
BIO TECHNE CORP COM 09073M104 4,130 36,619 SH   SOLE   36,619 0 0
BLACKROCK INC. COM 09247X101 22,325 65,176 SH   SOLE   65,176 0 0
BORGWARNER INC. COM 099724106 3,384 114,645 SH   SOLE   114,645 0 0
BOYD GAMING CORP. COM 103304101 1,093 59,401 SH   SOLE   59,401 0 0
BRIGHTCOVE INC COM 10921T101 222 25,223 SH   SOLE   25,223 0 0
BRISTOL-MYERS SQUIBB CO. COM 110122108 69,267 941,771 SH   SOLE   941,771 0 0
BROOKS AUTOMATION INC. COM 114340102 540 48,115 SH   SOLE   48,115 0 0
BROWN FORMAN CORP CLASS A COM 115637100 213 1,973 SH   SOLE   1,973 0 0
BUCKLE INC. COM 118440106 531 20,417 SH   SOLE   20,417 0 0
CBRE GROUP INC COM 12504L109 4,358 164,581 SH   SOLE   164,581 0 0
CME GROUP INC CLASS A COM 12572Q105 17,110 175,665 SH   SOLE   175,665 0 0
CNA FINANCIAL CORP. COM 126117100 25 800 SH   SOLE   800 0 0
CSW INDUSTRIALS INC COM 126402106 434 13,324 SH   SOLE   13,324 0 0
CSRA INC COM 12650T104 1,861 79,449 SH   SOLE   79,449 0 0
CALIFORNIA RESOURCES CORP COM 13057Q206 303 24,841 SH   SOLE   24,841 0 0
CALIX INC. COM 13100M509 208 30,094 SH   SOLE   30,094 0 0
CAPITAL BANK FINANCIAL CORP. COM 139794101 479 16,644 SH   SOLE   16,644 0 0
CARE CAPITAL PROPERTIES INC COM 141624106 2,193 83,660 SH   SOLE   83,660 0 0
CAREER EDUCATION CORP. COM 141665109 311 52,218 SH   SOLE   52,218 0 0
CARRIAGE SERVICES INC. COM 143905107 318 13,426 SH   SOLE   13,426 0 0
AES CORP. COM 00130H105 4,288 343,615 SH   SOLE   343,615 0 0
A10 NETWORKS INC COM 002121101 165 25,453 SH   SOLE   25,453 0 0
ABAXIS INC. COM 002567105 773 16,367 SH   SOLE   16,367 0 0
ABBVIE INC. COM 00287Y109 56,517 912,896 SH   SOLE   912,896 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 183 3,299 SH   SOLE   3,299 0 0
ACCELERON PHARMA INC COM 00434H108 687 20,217 SH   SOLE   20,217 0 0
ACCURAY INC. COM 004397105 289 55,663 SH   SOLE   55,663 0 0
ACXIOM CORP. COM 005125109 2,772 126,052 SH   SOLE   126,052 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 158 10,428 SH   SOLE   10,428 0 0
ADTRAN INC. COM 00738A106 658 35,300 SH   SOLE   35,300 0 0
ADURO BIOTECH INC COM 00739L101 312 27,607 SH   SOLE   27,607 0 0
ADVISORY BOARD CO. COM 00762W107 1,060 29,948 SH   SOLE   29,948 0 0
AEGION CORP COM 00770F104 506 25,950 SH   SOLE   25,950 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 315 17,893 SH   SOLE   17,893 0 0
AEROVIRONMENT INC. COM 008073108 380 13,681 SH   SOLE   13,681 0 0
AKORN INC. COM 009728106 2,346 82,364 SH   SOLE   82,364 0 0
ALAMO GROUP INC. COM 011311107 469 7,108 SH   SOLE   7,108 0 0
AMERICAN CAPITAL AGENCY CORP. COM 02503X105 195 9,815 SH   SOLE   9,815 0 0
AMERICAN STATES WATER CO. COM 029899101 1,204 27,480 SH   SOLE   27,480 0 0
AMES NATIONAL CORP. COM 031001100 188 7,023 SH   SOLE   7,023 0 0
AMPHENOL CORP. CL A COM 032095101 9,886 172,432 SH   SOLE   172,432 0 0
ANIKA THERAPEUTICS INC. COM 035255108 559 10,417 SH   SOLE   10,417 0 0
ANTERO RESOURCES CORP COM 03674X106 126 4,853 SH   SOLE   4,853 0 0
APOGEE ENTERPRISES INC. COM 037598109 945 20,398 SH   SOLE   20,398 0 0
APOLLO COMMERCIAL REAL ESTATE FINA COM 03762U105 690 42,945 SH   SOLE   42,945 0 0
ARCHROCK INC COM 03957W106 496 52,659 SH   SOLE   52,659 0 0
ARMADA HOFFLER PROPERTIES REIT INC COM 04208T108 415 30,182 SH   SOLE   30,182 0 0
ARTISAN PARTNERS ASSET MANAGEMENT COM 04316A108 77 2,797 SH   SOLE   2,797 0 0
ASBURY AUTOMOTIVE GROUP INC. COM 043436104 829 15,728 SH   SOLE   15,728 0 0
ASHFORD HOSPITALITY TRUST REIT INC COM 044103109 338 62,861 SH   SOLE   62,861 0 0
ASHLAND INC. COM 044209104 6,691 58,299 SH   SOLE   58,299 0 0
ASTORIA FINANCIAL CORP. COM 046265104 1,016 66,251 SH   SOLE   66,251 0 0
ASTRONICS CORP. COM 046433108 515 15,487 SH   SOLE   15,487 0 0
ATWOOD OCEANICS INC. COM 050095108 559 44,654 SH   SOLE   44,654 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 23,612 257,011 SH   SOLE   257,011 0 0
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AVISTA CORP. COM 05379B107 2,035 45,416 SH   SOLE   45,416 0 0
BADGER METER INC. COM 056525108 756 10,355 SH   SOLE   10,355 0 0
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BANK OF AMERICA CORP. COM 060505104 71,083 5,356,663 SH   SOLE   5,356,663 0 0
BANKFINANCIAL CORP. COM 06643P104 159 13,238 SH   SOLE   13,238 0 0
BASSETT FURNITURE INDUSTRIES INC. COM 070203104 198 8,252 SH   SOLE   8,252 0 0
BELDEN INC. COM 077454106 4,095 67,824 SH   SOLE   67,824 0 0
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BEST BUY CO. INC. COM 086516101 4,494 146,862 SH   SOLE   146,862 0 0
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BIOMARIN PHARMACEUTICAL INC. COM 09061G101 950 12,214 SH   SOLE   12,214 0 0
BIOTELEMETRY INC COM 090672106 347 21,276 SH   SOLE   21,276 0 0
BLACK HILLS CORP. COM 092113109 5,290 83,921 SH   SOLE   83,921 0 0
BLUEBIRD BIO INC COM 09609G100 1,171 27,042 SH   SOLE   27,042 0 0
BOISE CASCADE COMPANY COM 09739D100 641 27,934 SH   SOLE   27,934 0 0
BRADY CORP. CL A COM 104674106 1,020 33,389 SH   SOLE   33,389 0 0
THE BRINKS COMPANY COM 109696104 1,013 35,540 SH   SOLE   35,540 0 0
BROADRIDGE FINANCIAL SOLUTIONS INC COM 11133T103 7,590 116,409 SH   SOLE   116,409 0 0
BROWN & BROWN INC. COM 115236101 4,103 109,493 SH   SOLE   109,493 0 0
CDK GLOBAL INC COM 12508E101 8,491 153,017 SH   SOLE   153,017 0 0
CECO ENVIRONMENTAL CORP COM 125141101 166 19,034 SH   SOLE   19,034 0 0
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C.H. ROBINSON WORLDWIDE INC. COM 12541W209 5,982 80,570 SH   SOLE   80,570 0 0
CSS INDUSTRIES INC. COM 125906107 181 6,766 SH   SOLE   6,766 0 0
CVR ENERGY INC. COM 12662P108 203 13,125 SH   SOLE   13,125 0 0
CALERES INC COM 129500104 724 29,923 SH   SOLE   29,923 0 0
CAMDEN NATIONAL CORP. COM 133034108 322 7,658 SH   SOLE   7,658 0 0
AAON INC. COM 000360206 783 28,477 SH   SOLE   28,477 0 0
AK STEEL HOLDING CORP. COM 001547108 788 169,185 SH   SOLE   169,185 0 0
AZZ INC. COM 002474104 1,104 18,407 SH   SOLE   18,407 0 0
ACI WORLDWIDE INC. COM 004498101 3,724 190,875 SH   SOLE   190,875 0 0
ADEPTUS HEALTH INC CLASS A COM 006855100 482 9,329 SH   SOLE   9,329 0 0
ADVANCED MICRO DEVICES INC COM 007903107 5,424 1,055,319 SH   SOLE   1,055,319 0 0
AETNA INC. COM 00817Y108 22,707 185,928 SH   SOLE   185,928 0 0
ALBEMARLE CORP. COM 012653101 8,366 105,480 SH   SOLE   105,480 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 859 34,413 SH   SOLE   34,413 0 0
ALERE INC COM 01449J105 137 3,286 SH   SOLE   3,286 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 01988PAD0 1,465 14,162 SH   SOLE   14,162 0 0
ALPHABET INC CLASS A COM 02079K305 116,130 165,067 SH   SOLE   165,067 0 0
ALTISOURCE RESIDENTIAL REIT CORP COM 02153W100 371 40,415 SH   SOLE   40,415 0 0
AMEDISYS INC. COM 023436108 1,049 20,777 SH   SOLE   20,777 0 0
AMERICAN HOMES RENT REIT CLASS A COM 02665T306 292 14,242 SH   SOLE   14,242 0 0
AMERICAN RAILCAR INDUSTRIES INC. COM 02916P103 263 6,666 SH   SOLE   6,666 0 0
AMERICAN TOWER CORP NEW DEP PFD CONV SE 03027X407 32 285 SH   SOLE   285 0 0
AMERICAN WATER WORKS CO. COM 030420103 7,789 92,167 SH   SOLE   92,167 0 0
AMICUS THERAPEUTICS INC COM 03152W109 508 92,989 SH   SOLE   92,989 0 0
AMSURG CORP. COM 03232P405 4,044 52,159 SH   SOLE   52,159 0 0
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ANSYS INC. COM 03662Q105 7,599 83,739 SH   SOLE   83,739 0 0
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APARTMENT INVESTMENT & MANAGEMENT COM 03748R101 3,951 89,467 SH   SOLE   89,467 0 0
APIGEE CORP COM 03765N108 146 11,956 SH   SOLE   11,956 0 0
APPLE HOSPITALITY REIT INC COM 03784Y200 246 13,076 SH   SOLE   13,076 0 0
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ARCTIC CAT INC. COM 039670104 172 10,144 SH   SOLE   10,144 0 0
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ATRION CORP. COM 049904105 518 1,210 SH   SOLE   1,210 0 0
AVNET INC COM 053807103 4,890 120,710 SH   SOLE   120,710 0 0
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BARNES & NOBLE INC. COM 067774109 532 46,849 SH   SOLE   46,849 0 0
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BBCN BANCORP INC. COM 073295107 808 54,168 SH   SOLE   54,168 0 0
BED BATH & BEYOND INC. COM 075896100 3,502 81,024 SH   SOLE   81,024 0 0
BERKSHIRE HATHAWAY INC CLASS B COM 084670702 141,556 977,665 SH   SOLE   977,665 0 0
BIOGEN INC INC COM 09062X103 29,769 123,103 SH   SOLE   123,103 0 0
BIOSCRIP INC. COM 09069N108 152 59,696 SH   SOLE   59,696 0 0
BIOSPECIFICS TECHNOLOGIES CORP. COM 090931106 180 4,500 SH   SOLE   4,500 0 0
BLACK BOX CORP. COM 091826107 157 12,035 SH   SOLE   12,035 0 0
BLACK KNIGHT FINANCIAL SERVICES IN COM 09214X100 65 1,740 SH   SOLE   1,740 0 0
BLACKBAUD INC. COM 09227Q100 2,246 33,082 SH   SOLE   33,082 0 0
H&R BLOCK INC COM 093671105 2,673 116,236 SH   SOLE   116,236 0 0
BOEING CO. COM 097023105 43,687 336,393 SH   SOLE   336,393 0 0
BOSTON PRIVATE FINANCIAL HOLDINGS COM 101119105 697 59,195 SH   SOLE   59,195 0 0
BRIGGS & STRATTON CORP. COM 109043109 667 31,476 SH   SOLE   31,476 0 0
BRINKER INTERNATIONAL INC. COM 109641100 2,497 54,850 SH   SOLE   54,850 0 0
BRUKER CORP. COM 116794108 179 7,864 SH   SOLE   7,864 0 0
BRUNSWICK CORP. COM 117043109 4,010 88,488 SH   SOLE   88,488 0 0
BUILD-A-BEAR WORKSHOP INC. COM 120076104 141 10,515 SH   SOLE   10,515 0 0
CDW CORP COM 12514G108 490 12,237 SH   SOLE   12,237 0 0
CNB FINANCIAL CORP COM 126128107 182 10,215 SH   SOLE   10,215 0 0
CST BRANDS INC. COM 12646R105 3,061 71,062 SH   SOLE   71,062 0 0
CABOT CORP. COM 127055101 2,675 58,575 SH   SOLE   58,575 0 0
CADENCE DESIGN SYSTEMS INC COM 127387108 7,198 296,217 SH   SOLE   296,217 0 0
CALAVO GROWERS INC. COM 128246105 723 10,788 SH   SOLE   10,788 0 0
CAMBREX CORP. COM 132011107 1,183 22,871 SH   SOLE   22,871 0 0
CAMDEN PROPERTY TRUST REIT COM 133131102 7,629 86,277 SH   SOLE   86,277 0 0
CANADIAN SOLAR INC NOTE 136635AE9 660 7,768 SH   SOLE   7,768 0 0
CAPITAL SENIOR LIVING CORP. COM 140475104 379 21,461 SH   SOLE   21,461 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 412 22,441 SH   SOLE   22,441 0 0
CARDTRONICS INC NOTE 14161HAG3 2,829 25,916 SH   SOLE   25,916 0 0
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CARMAX INC. COM 143130102 5,358 109,285 SH   SOLE   109,285 0 0
CALLIDUS SOFTWARE INC. COM 13123E500 833 41,703 SH   SOLE   41,703 0 0
CALPINE CORP. COM 131347304 156 10,576 SH   SOLE   10,576 0 0
CAPITOL FEDERAL FINANCIAL INC COM 14057J101 1,368 98,050 SH   SOLE   98,050 0 0
CAPSTEAD MORTGAGE CORP. COM 14067E506 649 66,909 SH   SOLE   66,909 0 0
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CARDTRONICS INC. COM 14161H108 1,301 32,673 SH   SOLE   32,673 0 0
CARTERS INC. COM 146229109 5,319 49,957 SH   SOLE   49,957 0 0
CASTLIGHT HEALTH INC CLASS B COM 14862Q100 136 34,226 SH   SOLE   34,226 0 0
CATERPILLAR INC COM 149123101 23,022 303,683 SH   SOLE   303,683 0 0
CATHAY GENERAL BANCORP COM 149150104 3,441 122,014 SH   SOLE   122,014 0 0
CENTERPOINT ENERGY INC COM 15189T107 5,389 224,548 SH   SOLE   224,548 0 0
CENTURYLINK INC. COM 156700106 8,252 284,464 SH   SOLE   284,464 0 0
CHEGG INC COM 163092109 274 54,758 SH   SOLE   54,758 0 0
CHEMICAL FINANCIAL CORP. COM 163731102 1,038 27,824 SH   SOLE   27,824 0 0
CHESAPEAKE UTILITIES CORP. COM 165303108 695 10,495 SH   SOLE   10,495 0 0
CHEVRON CORP COM 166764100 103,014 982,672 SH   SOLE   982,672 0 0
CHIMERA INVESTMENT CORP COM 16934Q208 87 5,544 SH   SOLE   5,544 0 0
CHIPOTLE MEXICAN GRILL INC. COM 169656105 6,580 16,338 SH   SOLE   16,338 0 0
CHURCHILL DOWNS INC. COM 171484108 2,620 20,732 SH   SOLE   20,732 0 0
CHUY'S HOLDINGS INC COM 171604101 420 12,127 SH   SOLE   12,127 0 0
CINCINNATI FINANCIAL CORP. COM 172062101 5,750 76,778 SH   SOLE   76,778 0 0
CITIZENS FINANCIAL GROUP INC COM 174610105 5,699 285,222 SH   SOLE   285,222 0 0
CLEAN HARBORS INC. COM 184496107 2,573 49,382 SH   SOLE   49,382 0 0
CLIFTON BANCORP INC COM 186873105 295 19,586 SH   SOLE   19,586 0 0
COLUMBIA PROPERTY REIT INC TRUST COM 198287203 218 10,184 SH   SOLE   10,184 0 0
COMMERCIAL METALS CO. COM 201723103 3,110 184,026 SH   SOLE   184,026 0 0
CONNECTICUT WATER SERVICE INC. COM 207797101 424 7,546 SH   SOLE   7,546 0 0
COOPER COS. COM 216648402 8,093 47,169 SH   SOLE   47,169 0 0
COSTAR GROUP INC. COM 22160N109 525 2,403 SH   SOLE   2,403 0 0
COVANTA HOLDING CORP. COM 22282E102 144 8,763 SH   SOLE   8,763 0 0
CREE INC. COM 225447101 2,345 95,959 SH   SOLE   95,959 0 0
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DAILY JOURNAL CORP. COM 233912104 214 902 SH   SOLE   902 0 0
DANAHER CORP. COM 235851102 32,106 317,885 SH   SOLE   317,885 0 0
DELTA AIR LINES INC. COM 247361702 15,657 429,791 SH   SOLE   429,791 0 0
DEVRY EDUCATION GROUP INC COM 251893103 1,712 95,980 SH   SOLE   95,980 0 0
DIAMOND HILL INVESTMENT GROUP INC. COM 25264R207 441 2,341 SH   SOLE   2,341 0 0
DISCOVERY COMMUNICATIONS-C COM 25470F302 3,175 133,137 SH   SOLE   133,137 0 0
DISH NETWORK CORP. CL A COM 25470M109 746 14,240 SH   SOLE   14,240 0 0
DOMINION RESOURCES INC. (VIRGINIA) COM 25746U109 25,073 321,737 SH   SOLE   321,737 0 0
DOUGLAS EMMETT INC. COM 25960P109 4,948 139,302 SH   SOLE   139,302 0 0
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DYNEX CAPITAL INC. COM 26817Q506 270 38,931 SH   SOLE   38,931 0 0
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EAGLE PHARMACEUTICALS INC COM 269796108 242 6,236 SH   SOLE   6,236 0 0
EAST WEST BANCORP INC. COM 27579R104 4,626 135,341 SH   SOLE   135,341 0 0
ECHO GLOBAL LOGISTICS INC NOTE 27875TAA9 1,509 15,012 SH   SOLE   15,012 0 0
EDUCATION REALTY TRUST REIT INC COM 28140H203 5,146 111,524 SH   SOLE   111,524 0 0
EDWARDS LIFESCIENCES CORP. COM 28176E108 11,862 118,945 SH   SOLE   118,945 0 0
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8X8 INC. COM 282914100 906 61,979 SH   SOLE   61,979 0 0
ELECTRONICS FOR IMAGING INC NOTE 286082AC6 2,460 23,390 SH   SOLE   23,390 0 0
ELIZABETH ARDEN INC. COM 28660G106 285 20,688 SH   SOLE   20,688 0 0
EMERGENT BIOSOLUTIONS INC. COM 29089Q105 655 23,280 SH   SOLE   23,280 0 0
EMERSON ELECTRIC CO. COM 291011104 17,741 340,136 SH   SOLE   340,136 0 0
EMPIRE STATE REALTY REIT CLASS A I COM 292104106 255 13,442 SH   SOLE   13,442 0 0
ENBRIDGE ENERGY PARTNERS L.P. CL A COM 29250R106 6,537 281,766 SH   SOLE   281,766 0 0
ENCORE CAP GROUP INC NOTE 292554AF9 1,404 18,265 SH   SOLE   18,265 0 0
ENGILITY HOLDINGS INC COM 29286C107 274 12,963 SH   SOLE   12,963 0 0
ENTERPRISE BANCORP INC. COM 293668109 144 6,022 SH   SOLE   6,022 0 0
EVERYDAY HEALTH INC COM 300415106 172 21,768 SH   SOLE   21,768 0 0
EXACT SCIENCES CORP. COM 30063P105 837 68,335 SH   SOLE   68,335 0 0
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CIRRUS LOGIC INC. COM 172755100 1,749 45,087 SH   SOLE   45,087 0 0
CITIZENS INC. CL A COM 174740100 257 33,778 SH   SOLE   33,778 0 0
CITY HOLDING CO. COM 177835105 532 11,695 SH   SOLE   11,695 0 0
CLEARFIELD INC. COM 18482P103 160 8,923 SH   SOLE   8,923 0 0
CLEARWATER PAPER CORP. COM 18538R103 892 13,646 SH   SOLE   13,646 0 0
CLOVIS ONCOLOGY INC. COM 189464100 330 24,046 SH   SOLE   24,046 0 0
COACH INC. COM 189754104 6,005 147,389 SH   SOLE   147,389 0 0
COBALT INTERNATIONAL ENERGY INC. COM 19075F106 413 307,965 SH   SOLE   307,965 0 0
COGENT COMMUNICATIONS HOLDINGS INC COM 19239V302 1,286 32,100 SH   SOLE   32,100 0 0
COGNIZANT TECHNOLOGY SOLUTIONS COR COM 192446102 19,482 340,354 SH   SOLE   340,354 0 0
COHEN & STEERS INC. COM 19247A100 588 14,543 SH   SOLE   14,543 0 0
COLFAX CORP COM 194014106 77 2,906 SH   SOLE   2,906 0 0
COLUMBIA BANKING SYSTEM INC. COM 197236102 1,182 42,131 SH   SOLE   42,131 0 0
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CROCS INC. COM 227046109 613 54,388 SH   SOLE   54,388 0 0
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GOPRO INC CLASS A COM 38268T103 798 73,859 SH   SOLE   73,859 0 0
GRAPHIC PACKAGING HOLDING CO. COM 388689101 247 19,662 SH   SOLE   19,662 0 0
GRAY TELEVISION INC. COM 389375106 492 45,370 SH   SOLE   45,370 0 0
GREAT PLAINS ENERGY INC. COM 391164100 4,411 145,101 SH   SOLE   145,101 0 0
GREENBRIER INC COM 393657101 600 20,589 SH   SOLE   20,589 0 0
GROUP 1 AUTOMOTIVE INC. COM 398905109 778 15,767 SH   SOLE   15,767 0 0
HARLEY-DAVIDSON INC. COM 412822108 4,651 102,682 SH   SOLE   102,682 0 0
HARMAN INTERNATIONAL INDUSTRIES IN COM 413086109 2,733 38,060 SH   SOLE   38,060 0 0
HARSCO CORP. COM 415864107 383 57,684 SH   SOLE   57,684 0 0
HAVERTY FURNITURE COS. INC. COM 419596101 282 15,623 SH   SOLE   15,623 0 0
HEARTLAND EXPRESS INC. COM 422347104 590 33,952 SH   SOLE   33,952 0 0
HECLA MINING CO. COM 422704106 1,384 271,447 SH   SOLE   271,447 0 0
HELMERICH & PAYNE INC COM 423452101 3,760 56,005 SH   SOLE   56,005 0 0
HERITAGE OAKS BANCORP COM 42724R107 135 16,996 SH   SOLE   16,996 0 0
HERON THERAPEUTICS INC COM 427746102 470 26,014 SH   SOLE   26,014 0 0
HILL-ROM HOLDINGS INC. COM 431475102 2,850 56,482 SH   SOLE   56,482 0 0
HILTON WORLDWIDE HOLDINGS INC COM 43300A104 824 36,568 SH   SOLE   36,568 0 0
HOLLYFRONTIER CORP COM 436106108 3,916 164,734 SH   SOLE   164,734 0 0
HOLOGIC INC. COM 436440101 4,811 139,045 SH   SOLE   139,045 0 0
HOME BANCSHARES INC. COM 436893200 1,728 87,340 SH   SOLE   87,340 0 0
HUNTINGTON INGALLS INDUSTRIES INC. COM 446413106 7,718 45,934 SH   SOLE   45,934 0 0
HURON CONSULTING GROUP INC. COM 447462102 922 15,256 SH   SOLE   15,256 0 0
IPG PHOTONICS CORP. COM 44980X109 2,858 35,721 SH   SOLE   35,721 0 0
IXIA COM 45071R109 429 43,673 SH   SOLE   43,673 0 0
ILLINOIS TOOL INC COM 452308109 18,783 180,330 SH   SOLE   180,330 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 405 9,449 SH   SOLE   9,449 0 0
INGEVITY CORP COM 45688C107 1,046 30,721 SH   SOLE   30,721 0 0
INPHI CORP COM 45772F107 918 28,676 SH   SOLE   28,676 0 0
INSTRUCTURE INC COM 45781U103 162 8,519 SH   SOLE   8,519 0 0
GLADSTONE COMMERCIAL REIT CORP COM 376536108 280 16,559 SH   SOLE   16,559 0 0
GORMAN-RUPP ORD COM 383082104 422 15,409 SH   SOLE   15,409 0 0
W.R. GRACE & CO. COM 38388F108 283 3,866 SH   SOLE   3,866 0 0
GRACO INC. COM 384109104 4,325 54,751 SH   SOLE   54,751 0 0
GRAHAM HOLDINGS COMPANY CO CLASS B COM 384637104 1,970 4,025 SH   SOLE   4,025 0 0
GRIFFON CORP. COM 398433102 379 22,474 SH   SOLE   22,474 0 0
GROUPON INC. COM 399473107 90 27,540 SH   SOLE   27,540 0 0
GUARANTY BANCORP COM 40075T607 194 11,601 SH   SOLE   11,601 0 0
H&E EQUIPMENT SERVICES INC. COM 404030108 438 23,039 SH   SOLE   23,039 0 0
HCI GROUP INC COM 40416E103 218 7,994 SH   SOLE   7,994 0 0
HNI CORP. COM 404251100 3,415 73,462 SH   SOLE   73,462 0 0
HRG GROUP INC COM 40434J100 1,183 86,131 SH   SOLE   86,131 0 0
HABIT RESTAURANTS INC CLASS A COM 40449J103 142 8,674 SH   SOLE   8,674 0 0
HALOZYME THERAPEUTICS INC. COM 40637H109 661 76,589 SH   SOLE   76,589 0 0
THE HANOVER INSURANCE GROUP INC. COM 410867105 3,413 40,329 SH   SOLE   40,329 0 0
HAWKINS INC. COM 420261109 338 7,796 SH   SOLE   7,796 0 0
HEALTHCARE REALTY TRUST REIT INC COM 421946104 6,414 183,301 SH   SOLE   183,301 0 0
HEALTHSTREAM INC. COM 42222N103 484 18,235 SH   SOLE   18,235 0 0
HEARTLAND FINANCIAL USA INC. COM 42234Q102 573 16,236 SH   SOLE   16,236 0 0
JACK HENRY & ASSOCIATES INC. COM 426281101 6,780 77,691 SH   SOLE   77,691 0 0
HERITAGE FINANCIAL CORP. COM 42722X106 445 25,294 SH   SOLE   25,294 0 0
HESKA CORP. COM 42805E306 180 4,853 SH   SOLE   4,853 0 0
HILLTOP HOLDINGS INC. COM 432748101 1,174 55,921 SH   SOLE   55,921 0 0
HONEYWELL INTERNATIONAL INC. COM 438516106 50,069 430,441 SH   SOLE   430,441 0 0
HORMEL FOODS CORP. COM 440452100 5,502 150,316 SH   SOLE   150,316 0 0
HURCO COS. COM 447324104 145 5,203 SH   SOLE   5,203 0 0
IAC INTERACTIVE COM 44919P508 259 4,598 SH   SOLE   4,598 0 0
ICU MEDICAL INC. COM 44930G107 1,206 10,692 SH   SOLE   10,692 0 0
IBERIABANK CORP. COM 450828108 1,766 29,563 SH   SOLE   29,563 0 0
IHS INC. CL A COM 451734107 546 4,726 SH   SOLE   4,726 0 0
IMMERSION CORP. COM 452521107 163 22,218 SH   SOLE   22,218 0 0
IMPAX LABORATORIES INC. COM 45256B101 1,531 53,112 SH   SOLE   53,112 0 0
INCONTACT INC. COM 45336E109 570 41,154 SH   SOLE   41,154 0 0
INGRAM MICRO INC. SHS -A- COM 457153104 4,844 139,266 SH   SOLE   139,266 0 0
INSTALLED BUILDING PRODUCTS INC COM 45780R101 528 14,540 SH   SOLE   14,540 0 0
INSULET CORP. COM 45784P101 1,250 41,323 SH   SOLE   41,323 0 0
INTERSIL CORP. CL A COM 46069S109 2,966 219,045 SH   SOLE   219,045 0 0
INTL FCSTONE INC. COM 46116V105 310 11,351 SH   SOLE   11,351 0 0
INTUITIVE SURGICAL INC. COM 46120E602 14,180 21,439 SH   SOLE   21,439 0 0
INTREXON CORP COM 46122T102 102 4,161 SH   SOLE   4,161 0 0
IRONWOOD PHARMACEUTICALS INC. CL A COM 46333X108 1,249 95,517 SH   SOLE   95,517 0 0
ISHARES RUSSELL 1000 VALUE ETF TRU COM 464287598 8,261 80,000 SH   SOLE   80,000 0 0
JOHN BEAN TECHNOLOGIES CORP. COM 477839104 1,243 20,300 SH   SOLE   20,300 0 0
JUNO THERAPEUTICS INC COM 48205A109 171 4,441 SH   SOLE   4,441 0 0
KAR AUCTION SERVICES INC. COM 48238T109 432 10,359 SH   SOLE   10,359 0 0
KCG HOLDINGS INC CLASS A COM 48244B100 517 38,878 SH   SOLE   38,878 0 0
K12 INC. COM 48273U102 316 25,296 SH   SOLE   25,296 0 0
KAISER ALUMINUM CORP. COM 483007704 1,141 12,615 SH   SOLE   12,615 0 0
KELLOGG CO. COM 487836108 11,517 141,053 SH   SOLE   141,053 0 0
KEYW HOLDING CORP. COM 493723100 259 26,037 SH   SOLE   26,037 0 0
KIRBY CORP. COM 497266106 3,155 50,565 SH   SOLE   50,565 0 0
KIRKLANDS INC. COM 497498105 206 14,056 SH   SOLE   14,056 0 0
KORN/FERRY INTERNATIONAL COM 500643200 863 41,702 SH   SOLE   41,702 0 0
KRATON PERFORMANCE POLYMERS INC. COM 50077C106 662 23,698 SH   SOLE   23,698 0 0
KRISPY KREME DOUGHNUTS INC. COM 501014104 921 43,942 SH   SOLE   43,942 0 0
LHC GROUP COM 50187A107 469 10,834 SH   SOLE   10,834 0 0
LSI INDUSTRIES INC. COM 50216C108 178 16,091 SH   SOLE   16,091 0 0
LAKELAND BANCORP INC. COM 511637100 302 26,508 SH   SOLE   26,508 0 0
LAMAR ADVERTISING COMPANY ORD CLAS COM 512816109 5,381 81,165 SH   SOLE   81,165 0 0
LENNOX INTERNATIONAL INC. COM 526107107 5,442 38,162 SH   SOLE   38,162 0 0
LIBERTY INTERACTIVE QVC GROUP CORP COM 53071M104 623 24,554 SH   SOLE   24,554 0 0
LIBERTY INTERACTIVE CORP. VENTURES COM 53071M880 188 5,067 SH   SOLE   5,067 0 0
LIBERTY MEDIA CORP CLASS C COM 531229854 645 34,016 SH   SOLE   34,016 0 0
CASELLA WASTE SYSTEMS INC. CL A COM 147448104 235 29,977 SH   SOLE   29,977 0 0
CENTENE CORP. COM 15135B101 6,674 93,516 SH   SOLE   93,516 0 0
CEPHEID COM 15670R107 1,635 53,185 SH   SOLE   53,185 0 0
CEVA INC. COM 157210105 384 14,148 SH   SOLE   14,148 0 0
CIRCOR INTERNATIONAL INC. COM 17273K109 729 12,797 SH   SOLE   12,797 0 0
CITIZENS & NORTHERN CORP. COM 172922106 209 10,339 SH   SOLE   10,339 0 0
CLARCOR INC. COM 179895107 4,774 78,478 SH   SOLE   78,478 0 0
CLIFFS NATURAL RESOURCES INC. COM 18683K101 733 129,331 SH   SOLE   129,331 0 0
CLOROX ORD COM 189054109 9,939 71,818 SH   SOLE   71,818 0 0
CLUBCORP HOLDINGS INC COM 18948M108 617 47,424 SH   SOLE   47,424 0 0
COLUMBIA PIPELINE PARTNERS UNITS COM 198281107 2,078 138,525 SH   SOLE   138,525 0 0
COMMSCOPE HOLDING INC COM 20337X109 299 9,629 SH   SOLE   9,629 0 0
CONCHO RESOURCES INC. COM 20605P101 8,055 67,535 SH   SOLE   67,535 0 0
CONSTELLATION BRANDS INC. CL A COM 21036P108 16,263 98,327 SH   SOLE   98,327 0 0
CONTANGO OIL AND GAS ORD COM 21075N204 223 18,192 SH   SOLE   18,192 0 0
CRANE ORD COM 224399105 2,639 46,526 SH   SOLE   46,526 0 0
CROWN CASTLE INTERNATIONAL REIT CO COM 22822V101 19,019 187,513 SH   SOLE   187,513 0 0
CUBESMART COM 229663109 622 20,137 SH   SOLE   20,137 0 0
CURIS INC. COM 231269101 146 93,379 SH   SOLE   93,379 0 0
DCT INDUSTRIAL TRUST REIT INC COM 233153204 4,223 87,899 SH   SOLE   87,899 0 0
DELEK US HOLDINGS INC. COM 246647101 556 42,115 SH   SOLE   42,115 0 0
DEMANDWARE INC COM 24802Y105 2,116 28,255 SH   SOLE   28,255 0 0
DEVON ENERGY CORP. COM 25179M103 9,931 273,948 SH   SOLE   273,948 0 0
DIAMONDROCK HOSPITALITY CO. COM 252784301 1,445 160,026 SH   SOLE   160,026 0 0
DIGITALGLOBE INC. COM 25389M877 959 44,839 SH   SOLE   44,839 0 0
DILLARDS INC CLASS A COM 254067101 34 562 SH   SOLE   562 0 0
DINEEQUITY INC. COM 254423106 1,082 12,757 SH   SOLE   12,757 0 0
WALT DISNEY CO. COM 254687106 83,030 848,804 SH   SOLE   848,804 0 0
DR PEPPER SNAPPLE GROUP INC. COM 26138E109 10,086 104,375 SH   SOLE   104,375 0 0
DUCOMMUN INC. COM 264147109 175 8,824 SH   SOLE   8,824 0 0
DUKE REALTY REIT CORP COM 264411505 9,151 343,258 SH   SOLE   343,258 0 0
DUN & BRADSTREET CORP. COM 26483E100 2,372 19,472 SH   SOLE   19,472 0 0
DYNAVAX TECHNOLOGIES CORP COM 268158201 408 28,014 SH   SOLE   28,014 0 0
EMC INSURANCE GROUP INC. COM 268664109 158 5,687 SH   SOLE   5,687 0 0
EARTHLINK HOLDINGS CORP COM 27033X101 462 72,256 SH   SOLE   72,256 0 0
EASTGROUP PROPERTIES INC. COM 277276101 1,665 24,165 SH   SOLE   24,165 0 0
EBIX INC. COM 278715206 904 18,873 SH   SOLE   18,873 0 0
ELDORADO RESORTS INC COM 28470R102 322 21,186 SH   SOLE   21,186 0 0
ELECTRO RENT CORP. COM 285218103 208 13,507 SH   SOLE   13,507 0 0
ENDOLOGIX INC. COM 29266S106 786 63,043 SH   SOLE   63,043 0 0
ENPRO INDUSTRIES INC. COM 29355X107 734 16,538 SH   SOLE   16,538 0 0
ENTRAVISION COMMUNICATIONS CORP. COM 29382R107 294 43,752 SH   SOLE   43,752 0 0
ENVESTNET INC. COM 29404K106 990 29,730 SH   SOLE   29,730 0 0
EPLUS INC. COM 294268107 340 4,163 SH   SOLE   4,163 0 0
EPIZYME INC COM 29428V104 318 31,085 SH   SOLE   31,085 0 0
EQUITY ONE INC. COM 294752100 2,904 90,244 SH   SOLE   90,244 0 0
ETHAN ALLEN INTERIORS INC. COM 297602104 584 17,688 SH   SOLE   17,688 0 0
EVERBANK FINANCIAL CORP COM 29977G102 1,112 74,804 SH   SOLE   74,804 0 0
EXPRESS INC COM 30219E103 803 55,349 SH   SOLE   55,349 0 0
FBL FINANCIAL GROUP INC. CL A COM 30239F106 430 7,087 SH   SOLE   7,087 0 0
FMC TECHNOLOGIES INC. COM 30249U101 3,147 117,989 SH   SOLE   117,989 0 0
FTI CONSULTING INC. COM 302941109 2,708 66,579 SH   SOLE   66,579 0 0
FACTSET RESEARCH SYSTEMS INC. COM 303075105 6,489 40,201 SH   SOLE   40,201 0 0
FARO TECHNOLOGIES INC. COM 311642102 433 12,793 SH   SOLE   12,793 0 0
FEDERAL MOGUL HOLDINGS CORP COM 313549404 193 23,201 SH   SOLE   23,201 0 0
FEDERAL SIGNAL CORP. COM 313855108 567 44,040 SH   SOLE   44,040 0 0
FERRO CORP. COM 315405100 805 60,157 SH   SOLE   60,157 0 0
FIRST BUSEY CORP COM 319383204 492 22,996 SH   SOLE   22,996 0 0
FIRST COMMONWEALTH FINANCIAL CORP. COM 319829107 572 62,214 SH   SOLE   62,214 0 0
FIRST DATA CORP CLASS A COM 32008D106 261 23,536 SH   SOLE   23,536 0 0
FIRST NBC BANK HOLDING ORD COM 32115D106 187 11,147 SH   SOLE   11,147 0 0
FIRST POTOMAC REALTY TRUST REIT COM 33610F109 410 44,538 SH   SOLE   44,538 0 0
EXAMWORKS GROUP INC. COM 30066A105 1,012 29,026 SH   SOLE   29,026 0 0
EXPEDITORS INTERNATIONAL OF WASHIN COM 302130109 4,912 100,153 SH   SOLE   100,153 0 0
EXTERRAN CORP COM 30227H106 299 23,276 SH   SOLE   23,276 0 0
FAIRPOINT COMMUNICATIONS INC. COM 305560302 257 17,521 SH   SOLE   17,521 0 0
FEDERAL AGRICULTURAL MORTGAGE CORP COM 313148306 266 7,626 SH   SOLE   7,626 0 0
FIBROGEN INC COM 31572Q808 601 36,651 SH   SOLE   36,651 0 0
FIRST CITIZENS BANCSHARES INC. CL COM 31946M103 1,379 5,328 SH   SOLE   5,328 0 0
FITBIT INC CLASS A COM 33812L102 103 8,420 SH   SOLE   8,420 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 822 19,875 SH   SOLE   19,875 0 0
FORUM ENERGY TECHNOLOGIES INC COM 34984V100 771 44,535 SH   SOLE   44,535 0 0
FRANKLIN RESOURCES INC. COM 354613101 6,404 191,908 SH   SOLE   191,908 0 0
FRONTIER COMMUNICATIONS CORP. COM 35906A108 3,021 611,466 SH   SOLE   611,466 0 0
H.B. FULLER CO. COM 359694106 1,561 35,488 SH   SOLE   35,488 0 0
GENERAL MILLS INC COM 370334104 23,909 335,239 SH   SOLE   335,239 0 0
GERMAN AMERICAN BANCORP INC. COM 373865104 327 10,217 SH   SOLE   10,217 0 0
GILEAD SCIENCES INC. COM 375558103 62,404 748,068 SH   SOLE   748,068 0 0
GLU MOBILE INC. COM 379890106 188 85,369 SH   SOLE   85,369 0 0
GODADDY INC CLASS A COM 380237107 109 3,501 SH   SOLE   3,501 0 0
GREAT LAKES DREDGE & DOCK CORP. COM 390607109 196 45,003 SH   SOLE   45,003 0 0
GREEN DOT CORP. CL A COM 39304D102 745 32,404 SH   SOLE   32,404 0 0
GREENHILL & CO. COM 395259104 333 20,713 SH   SOLE   20,713 0 0
HAEMONETICS CORP. COM 405024100 1,119 38,586 SH   SOLE   38,586 0 0
HANCOCK HOLDING CO. COM 410120109 3,296 126,232 SH   SOLE   126,232 0 0
HARRIS CORP. COM 413875105 5,396 64,673 SH   SOLE   64,673 0 0
HEALTHCARE TRUST OF AMERICA REIT C COM 42225P501 510 15,755 SH   SOLE   15,755 0 0
HEICO CORP CLASS A COM 422806208 154 2,874 SH   SOLE   2,874 0 0
HEXCEL CORP. COM 428291108 290 6,970 SH   SOLE   6,970 0 0
HOULIHAN LOKEY INC CLASS A COM 441593100 189 8,447 SH   SOLE   8,447 0 0
HOVNANIAN ENTERPRISES INC. CL A COM 442487203 153 91,337 SH   SOLE   91,337 0 0
HUNTINGTON BANCSHARES INC. COM 446150104 3,704 414,327 SH   SOLE   414,327 0 0
ISTAR REIT INC COM 45031U101 570 59,479 SH   SOLE   59,479 0 0
ITT INC COM 45073V108 2,707 84,640 SH   SOLE   84,640 0 0
IMMUNOMEDICS INC. COM 452907108 173 74,458 SH   SOLE   74,458 0 0
INDEPENDENCE REALTY TRUST REIT INC COM 45378A106 294 35,948 SH   SOLE   35,948 0 0
INFINITY PROPERTY & CASUALTY CORP. COM 45665Q103 662 8,206 SH   SOLE   8,206 0 0
INGREDION INC COM 457187102 9,050 69,929 SH   SOLE   69,929 0 0
INSMED INC COM 457669307 435 44,127 SH   SOLE   44,127 0 0
INTEL CORPORATION CORP COM 458140100 81,081 2,471,972 SH   SOLE   2,471,972 0 0
INTER PARFUMS INC. COM 458334109 353 12,346 SH   SOLE   12,346 0 0
INTRALINKS HOLDINGS INC COM 46118H104 196 30,158 SH   SOLE   30,158 0 0
INVESTMENT TECHNOLOGY GROUP INC. COM 46145F105 431 25,804 SH   SOLE   25,804 0 0
ISHARES S&P 500 VALUE ETF COM 464287408 1,830 19,700 SH   SOLE   19,700 0 0
IXYS CORP. COM 46600W106 206 20,065 SH   SOLE   20,065 0 0
JACOBS ENGINEERING GROUP INC. COM 469814107 3,163 63,503 SH   SOLE   63,503 0 0
KBR INC COM 48242W106 1,771 133,791 SH   SOLE   133,791 0 0
KAMAN CORP. COM 483548103 810 19,050 SH   SOLE   19,050 0 0
KEARNY FINANCIAL TEST CORP COM 48716P108 821 65,246 SH   SOLE   65,246 0 0
KIMCO REALTY CORP. COM 49446R109 7,479 238,342 SH   SOLE   238,342 0 0
KINDRED HEALTHCARE INC. COM 494580103 680 60,237 SH   SOLE   60,237 0 0
KITE REALTY GROUP TRUST REIT COM 49803T300 1,847 65,906 SH   SOLE   65,906 0 0
LA-Z-BOY INC COM 505336107 1,012 36,374 SH   SOLE   36,374 0 0
LANDSTAR SYSTEM INC. COM 515098101 2,862 41,678 SH   SOLE   41,678 0 0
LAS VEGAS SANDS CORP. COM 517834107 1,190 27,371 SH   SOLE   27,371 0 0
LEUCADIA NATIONAL CORP COM 527288104 3,064 176,812 SH   SOLE   176,812 0 0
LIFEPOINT HEALTH INC COM 53219L109 2,660 40,690 SH   SOLE   40,690 0 0
LIONS GATE ENTERTAINMENT CORP COM 535919203 112 5,529 SH   SOLE   5,529 0 0
LIVEPERSON INC. COM 538146101 281 44,281 SH   SOLE   44,281 0 0
M.D.C. HOLDINGS INC. COM 552676108 708 29,096 SH   SOLE   29,096 0 0
M/I HOMES INC. COM 55305B101 358 19,029 SH   SOLE   19,029 0 0
MSCI INC COM 55354G100 6,622 85,865 SH   SOLE   85,865 0 0
MALIBU BOATS CLASS A INC COM 56117J100 163 13,463 SH   SOLE   13,463 0 0
MANPOWERGROUP COM 56418H100 4,321 67,152 SH   SOLE   67,152 0 0
FIRSTENERGY CORP. COM 337932107 7,731 221,468 SH   SOLE   221,468 0 0
FLUOR CORP. COM 343412102 3,577 72,595 SH   SOLE   72,595 0 0
FLUSHING FINANCIAL CORP. COM 343873105 447 22,493 SH   SOLE   22,493 0 0
FORMFACTOR INC. COM 346375108 428 47,569 SH   SOLE   47,569 0 0
FRANCESCA'S HOLDINGS CORP COM 351793104 361 32,673 SH   SOLE   32,673 0 0
FRANKLIN STREET PROPERTIES REIT CO COM 35471R106 933 76,055 SH   SOLE   76,055 0 0
FREEPORT MCMORAN INC COM 35671D857 7,411 665,304 SH   SOLE   665,304 0 0
FULTON FINANCIAL CORP. COM 360271100 3,790 280,743 SH   SOLE   280,743 0 0
GEO GROUP REIT INC COM 36162J106 1,929 56,431 SH   SOLE   56,431 0 0
ARTHUR J. GALLAGHER & CO. COM 363576109 4,632 97,311 SH   SOLE   97,311 0 0
GENERAC HOLDINGS INC. COM 368736104 1,693 48,415 SH   SOLE   48,415 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 202 12,337 SH   SOLE   12,337 0 0
GLATFELTER COM 377316104 621 31,762 SH   SOLE   31,762 0 0
GLOBAL EAGLE ENTERTAINMENT INC. COM 37951D102 257 38,705 SH   SOLE   38,705 0 0
GRAMERCY PROPERTY REIT TRUST COM 385002100 3,007 326,188 SH   SOLE   326,188 0 0
GUESS? INC. COM 401617105 1,544 102,600 SH   SOLE   102,600 0 0
HD SUPPLY HOLDINGS INC COM 40416M105 527 15,129 SH   SOLE   15,129 0 0
HMS HOLDINGS CORP. COM 40425J101 1,153 65,458 SH   SOLE   65,458 0 0
HALLIBURTON ORD COM 406216101 20,290 447,994 SH   SOLE   447,994 0 0
HANNON ARMSTRONG SUSTAINABLE INFRA COM 41068X100 634 29,360 SH   SOLE   29,360 0 0
HATTERAS FINANCIAL CORP. COM 41902R103 1,101 67,159 SH   SOLE   67,159 0 0
HEADWATERS INC. COM 42210P102 905 50,443 SH   SOLE   50,443 0 0
HEALTHWAYS INC. COM 422245100 286 24,763 SH   SOLE   24,763 0 0
HELIX ENERGY SOLUTIONS GROUP INC. COM 42330P107 486 71,863 SH   SOLE   71,863 0 0
HEWLETT PACKARD ENTERPRISE COM 42824C109 15,778 863,608 SH   SOLE   863,608 0 0
HORIZON BNCP IND ORD COM 440407104 221 8,808 SH   SOLE   8,808 0 0
HORIZON GLOBAL CORP COM 44052W104 162 14,245 SH   SOLE   14,245 0 0
HORTONWORKS INC COM 440894103 319 29,880 SH   SOLE   29,880 0 0
HUBBELL INC COM 443510607 5,331 50,545 SH   SOLE   50,545 0 0
HUDSON PACIFIC PROPERTIES INC. COM 444097109 1,848 63,328 SH   SOLE   63,328 0 0
HYATT HOTELS CORP. COM 448579102 38 767 SH   SOLE   767 0 0
IMS HEALTH HOLDINGS INC COM 44970B109 289 11,377 SH   SOLE   11,377 0 0
ICONIX BRAND GROUP INC. COM 451055107 235 34,829 SH   SOLE   34,829 0 0
ILLUMINA INC. COM 452327109 11,602 82,644 SH   SOLE   82,644 0 0
IMMUNOGEN INC. COM 45253H101 212 68,950 SH   SOLE   68,950 0 0
INTERCEPT PHARMACEUTICALS INC COM 45845P108 176 1,234 SH   SOLE   1,234 0 0
INTERNATIONAL PAPER CO. COM 460146103 9,085 214,359 SH   SOLE   214,359 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 1,272 79,988 SH   SOLE   79,988 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF MFND 464286665 679 17,334 SH   SOLE   17,334 0 0
ISHARES MSCI JAPAN INDEX FUND MFND 464286848 780 68,081 SH   SOLE   68,081 0 0
ISHARES CORE TOTAL U.S. BOND MARKE COM 464287226 148,330 1,317,665 SH   SOLE   1,317,665 0 0
ISHARES MSCI EMERGING MARKETS ETF COM 464287234 6,908 201,051 SH   SOLE   201,051 0 0
ISHARES LATIN AMERICA 40 ETF MFND 464287390 3,667 139,464 SH   SOLE   139,464 0 0
ISHARES MSCI EAFE ETF COM 464287465 52,768 945,494 SH   SOLE   945,494 0 0
ISHARES RUSSELL 2000 GROWTH ETF COM 464287648 7,662 55,857 SH   SOLE   55,857 0 0
ISHARES CORE US CREDIT BOND ETF COM 464288620 14,350 126,600 SH   SOLE   126,600 0 0
JETBLUE AIRWAYS CORP. COM 477143101 5,030 303,719 SH   SOLE   303,719 0 0
JOHNSON & JOHNSON ORD COM 478160104 175,812 1,449,396 SH   SOLE   1,449,396 0 0
JONES LANG LASALLE INC. COM 48020Q107 4,130 42,378 SH   SOLE   42,378 0 0
KLA TENCOR CORP COM 482480100 6,439 87,901 SH   SOLE   87,901 0 0
KMG CHEMICALS INC. COM 482564101 195 7,486 SH   SOLE   7,486 0 0
K2M GROUP HOLDINGS INC COM 48273J107 310 19,972 SH   SOLE   19,972 0 0
KADANT INC. COM 48282T104 442 8,577 SH   SOLE   8,577 0 0
KATE SPADE ORD COM 485865109 2,598 126,053 SH   SOLE   126,053 0 0
KB HOME COM 48666K109 2,069 135,997 SH   SOLE   135,997 0 0
KEYCORP ORD COM 493267108 4,852 439,122 SH   SOLE   439,122 0 0
KIMBALL INTERNATIONAL INC CLASS B COM 494274103 279 24,545 SH   SOLE   24,545 0 0
KIMBERLY CLARK CORP COM 494368103 27,598 200,744 SH   SOLE   200,744 0 0
KOHLS CORP. COM 500255104 3,633 95,810 SH   SOLE   95,810 0 0
LANDEC CORP. COM 514766104 225 20,940 SH   SOLE   20,940 0 0
LEAR CORP. COM 521865204 506 4,977 SH   SOLE   4,977 0 0
LENDINGCLUB CORP COM 52603A109 1,027 238,837 SH   SOLE   238,837 0 0
CAMPBELL SOUP ORD COM 134429109 6,738 101,285 SH   SOLE   101,285 0 0
CAPELLA EDUCATION CO. COM 139594105 446 8,470 SH   SOLE   8,470 0 0
CARDINAL HEALTH INC. COM 14149Y108 14,331 183,709 SH   SOLE   183,709 0 0
CARNIVAL CORP COM 143658300 10,065 227,713 SH   SOLE   227,713 0 0
CARPENTER TECHNOLOGY CORP. COM 144285103 2,522 76,596 SH   SOLE   76,596 0 0
CARROLS RESTAURANT GROUP INC. COM 14574X104 314 26,422 SH   SOLE   26,422 0 0
CATALENT INC COM 148806102 3,902 169,723 SH   SOLE   169,723 0 0
CATO CORP. CL A COM 149205106 745 19,761 SH   SOLE   19,761 0 0
CAVIUM INC COM 14964U108 1,563 40,492 SH   SOLE   40,492 0 0
CENTURY COMMUNITIES INC COM 156504300 201 11,610 SH   SOLE   11,610 0 0
CHARLES RIVER LABORATORIES INTERNA COM 159864107 3,828 46,433 SH   SOLE   46,433 0 0
CHEMTURA CORP. COM 163893209 1,231 46,667 SH   SOLE   46,667 0 0
CHENIERE ENERGY INC NOTE 16411RAG4 1,085 17,852 SH   SOLE   17,852 0 0
CHESAPEAKE LODGING TRUST REIT COM 165240102 1,050 45,142 SH   SOLE   45,142 0 0
CHILDREN'S PLACE INC COM 168905107 1,072 13,376 SH   SOLE   13,376 0 0
CIMAREX ENERGY CO. COM 171798101 5,937 49,755 SH   SOLE   49,755 0 0
CISCO SYSTEMS INC. COM 17275R102 74,947 2,612,298 SH   SOLE   2,612,298 0 0
CITIGROUP INC. COM 172967424 64,878 1,530,510 SH   SOLE   1,530,510 0 0
CITRIX SYS INC NOTE 177376AD2 4,985 43,286 SH   SOLE   43,286 0 0
COCA-COLA ORD COM 191216100 97,613 2,153,395 SH   SOLE   2,153,395 0 0
COLONY CAP INC NOTE 19624RAA4 1,316 13,212 SH   SOLE   13,212 0 0
COMERICA INC. COM 200340107 3,755 91,292 SH   SOLE   91,292 0 0
COMMUNITY TRUST BANCORP INC. COM 204149108 419 12,091 SH   SOLE   12,091 0 0
CONSOLIDATED TOMOKA LAND ORD COM 210226106 156 3,281 SH   SOLE   3,281 0 0
CORESITE REALTY CORP. COM 21870Q105 2,287 25,787 SH   SOLE   25,787 0 0
CORPORATE OFFICE PROPERTIES TRUST COM 22002T108 2,777 93,905 SH   SOLE   93,905 0 0
COSTCO WHOLESALE CORP COM 22160K105 38,837 247,305 SH   SOLE   247,305 0 0
CRYOLIFE INC. COM 228903100 288 24,366 SH   SOLE   24,366 0 0
CULP INC. COM 230215105 203 7,337 SH   SOLE   7,337 0 0
CUMMINS INC. COM 231021106 9,287 82,593 SH   SOLE   82,593 0 0
CURTISS-WRIGHT CORP. COM 231561101 6,069 72,034 SH   SOLE   72,034 0 0
CVENT INC COM 23247G109 781 21,871 SH   SOLE   21,871 0 0
CYPRESS SEMICONDUCTOR CORP. COM 232806109 3,090 292,847 SH   SOLE   292,847 0 0
CYRUSONE REIT INC COM 23283R100 480 8,625 SH   SOLE   8,625 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 175 17,176 SH   SOLE   17,176 0 0
DCP MIDSTREAM PARTNERS UNITS COM 23311P100 7,405 214,696 SH   SOLE   214,696 0 0
DSW INC. CL A COM 23334L102 1,037 48,968 SH   SOLE   48,968 0 0
DAKTRONICS INC. COM 234264109 165 26,463 SH   SOLE   26,463 0 0
DARDEN RESTAURANTS INC. COM 237194105 4,108 64,857 SH   SOLE   64,857 0 0
DARLING INGREDIENTS INC COM 237266101 1,732 116,221 SH   SOLE   116,221 0 0
DENTSPLY SIRONA INC COM 24906P109 7,528 121,344 SH   SOLE   121,344 0 0
DEPOMED INC. COM 249908104 903 46,017 SH   SOLE   46,017 0 0
DEPOMED INC. NOTE 249908AA2 1,622 12,541 SH   SOLE   12,541 0 0
DIAMOND RESORTS INTERNATIONAL INC COM 25272T104 879 29,351 SH   SOLE   29,351 0 0
DIEBOLD INC. COM 253651103 2,590 104,324 SH   SOLE   104,324 0 0
DIGI INTERNATIONAL INC. COM 253798102 198 18,417 SH   SOLE   18,417 0 0
DIME COMMUNITY BANCSHARES COM 253922108 396 23,257 SH   SOLE   23,257 0 0
DIPLOMAT PHARMACY INC COM 25456K101 1,156 33,034 SH   SOLE   33,034 0 0
DOMINION MIDSTREAM PARTNERS COMMON COM 257454108 4,666 165,874 SH   SOLE   165,874 0 0
DORMAN PRODUCTS INC. COM 258278100 1,074 18,777 SH   SOLE   18,777 0 0
DOUGLAS DYNAMICS INC. COM 25960R105 375 14,566 SH   SOLE   14,566 0 0
DULUTH HOLDINGS INC CLASS B COM 26443V101 150 6,124 SH   SOLE   6,124 0 0
DYCOM INDUSTRIES INC. COM 267475101 1,986 22,122 SH   SOLE   22,122 0 0
DYNEGY INC. COM 26817R108 1,479 85,792 SH   SOLE   85,792 0 0
E*TRADE FINANCIAL CORP. COM 269246401 3,380 143,897 SH   SOLE   143,897 0 0
EASTMAN CHEMICAL CO. COM 277432100 5,261 77,480 SH   SOLE   77,480 0 0
ECOLAB INC. COM 278865100 17,565 148,099 SH   SOLE   148,099 0 0
ENCORE CAPITAL GROUP INC. COM 292554102 448 19,060 SH   SOLE   19,060 0 0
ENERGY TRANSFER EQUITY UNITS COM 29273V100 7,019 488,460 SH   SOLE   488,460 0 0
ENSIGN GROUP INC. COM 29358P101 763 36,326 SH   SOLE   36,326 0 0
ENVESTNET INC NOTE 29404KAA4 469 4,861 SH   SOLE   4,861 0 0
ERIE INDEMNITY CO. CL A COM 29530P102 153 1,538 SH   SOLE   1,538 0 0
ESPERION THERAPEUTICS INC COM 29664W105 91 9,258 SH   SOLE   9,258 0 0
ESSENDANT INC COM 296689102 821 26,868 SH   SOLE   26,868 0 0
EURONET WORLDWIDE INC NOTE 298736AH2 1,635 13,244 SH   SOLE   13,244 0 0
EZCORP INC. CL A COM 302301106 286 37,837 SH   SOLE   37,837 0 0
INSYS THERAPEUTICS INC. COM 45824V209 218 16,871 SH   SOLE   16,871 0 0
INTERACTIVE BROKERS GROUP INC. COM 45841N107 78 2,197 SH   SOLE   2,197 0 0
INTERFACE INC. COM 458665304 703 46,076 SH   SOLE   46,076 0 0
INTERDIGITAL INC. COM 45867G101 3,168 56,891 SH   SOLE   56,891 0 0
INTERPUBLIC GROUP OF COS. COM 460690100 5,239 226,778 SH   SOLE   226,778 0 0
INTUIT INC. COM 461202103 15,946 142,876 SH   SOLE   142,876 0 0
INVESTORS BANCORP INC COM 46146L101 2,373 214,156 SH   SOLE   214,156 0 0
INVESTORS REAL ESTATE TRUST REIT COM 461730103 597 92,288 SH   SOLE   92,288 0 0
INVIVO THERAPEUTICS HOLDINGS CORP COM 46186M209 159 27,435 SH   SOLE   27,435 0 0
IONIS PHARMACEUTICALS INC COM 462222100 211 9,055 SH   SOLE   9,055 0 0
IROBOT CORP. COM 462726100 757 21,580 SH   SOLE   21,580 0 0
ISLE OF CAPRI CASINOS INC. COM 464592104 329 17,957 SH   SOLE   17,957 0 0
KENNEDY-WILSON HOLDINGS INC. COM 489398107 1,198 63,173 SH   SOLE   63,173 0 0
KERYX BIOPHARMACEUTICALS INC. COM 492515101 497 75,108 SH   SOLE   75,108 0 0
KILROY REALTY CORP. COM 49427F108 6,060 91,412 SH   SOLE   91,412 0 0
KIMBALL ELECTRONICS INC COM 49428J109 250 20,050 SH   SOLE   20,050 0 0
KINDER MORGAN INC. COM 49456B101 22,423 1,197,807 SH   SOLE   1,197,807 0 0
KNIGHT TRANSPORTATION INC. COM 499064103 1,273 47,882 SH   SOLE   47,882 0 0
KOPPERS HOLDINGS INC. COM 50060P106 484 15,760 SH   SOLE   15,760 0 0
LGI HOMES INC COM 50187T106 378 11,839 SH   SOLE   11,839 0 0
L-3 COMMUNICATIONS HOLDINGS INC. COM 502424104 5,885 40,116 SH   SOLE   40,116 0 0
LAKELAND FINANCIAL CORP. COM 511656100 573 12,186 SH   SOLE   12,186 0 0
LATTICE SEMICONDUCTOR CORP. COM 518415104 446 83,404 SH   SOLE   83,404 0 0
LEGG MASON INC. COM 524901105 1,620 54,942 SH   SOLE   54,942 0 0
LEMAITRE VASCULAR INC. COM 525558201 162 11,330 SH   SOLE   11,330 0 0
LENNAR CORP CLASS B COM 526057302 19 521 SH   SOLE   521 0 0
LEXICON PHARMACEUTICALS INC COM 528872302 490 34,124 SH   SOLE   34,124 0 0
LIBERTY PROPERTY REIT TRUST COM 531172104 5,778 145,468 SH   SOLE   145,468 0 0
LIBERTY TRIPADVISOR HOLDINGS INC S COM 531465102 1,155 52,786 SH   SOLE   52,786 0 0
LINDSAY CORP. COM 535555106 570 8,405 SH   SOLE   8,405 0 0
LINEAR TECHNOLOGY CORP. COM 535678106 6,003 129,007 SH   SOLE   129,007 0 0
LIVE OAK BANCSHARES INC COM 53803X105 217 15,383 SH   SOLE   15,383 0 0
LOEWS CORP. COM 540424108 5,753 140,003 SH   SOLE   140,003 0 0
LOGMEIN INC COM 54142L109 1,153 18,170 SH   SOLE   18,170 0 0
MPLX COMMON UNITS COM 55336V100 13,734 408,377 SH   SOLE   408,377 0 0
MAGELLAN MIDSTREAM PARTNERS L.P. COM 559080106 27,968 368,000 SH   SOLE   368,000 0 0
MARCUS CORP. COM 566330106 289 13,716 SH   SOLE   13,716 0 0
MARRIOTT INTERNATIONAL INC CLASS A COM 571903202 7,052 106,108 SH   SOLE   106,108 0 0
MASTEC INC. COM 576323109 1,056 47,334 SH   SOLE   47,334 0 0
MATSON INC. COM 57686G105 972 30,108 SH   SOLE   30,108 0 0
MAXLINEAR INC. COM 57776J100 699 38,866 SH   SOLE   38,866 0 0
MAXIMUS INC. COM 577933104 5,833 105,348 SH   SOLE   105,348 0 0
MCCORMICK & CO. INC. COM 579780206 6,932 64,988 SH   SOLE   64,988 0 0
MEDICINES CO. COM 584688105 1,609 47,847 SH   SOLE   47,847 0 0
MEDIDATA SOLUTIONS INC NOTE 58471AAB1 1,860 15,844 SH   SOLE   15,844 0 0
MERCURY GENERAL CORP. COM 589400100 1,806 33,982 SH   SOLE   33,982 0 0
MEREDITH CORP. COM 589433101 3,190 61,462 SH   SOLE   61,462 0 0
MERITOR INC. COM 59001K100 476 66,053 SH   SOLE   66,053 0 0
MERITOR INC. NOTE 59001KAC4 1,000 7,548 SH   SOLE   7,548 0 0
MERRIMACK PHARMACEUTICALS INC COM 590328100 503 93,344 SH   SOLE   93,344 0 0
METTLER TOLEDO INC COM 592688105 9,606 26,323 SH   SOLE   26,323 0 0
MICROCHIP TECHNOLOGY INC NOTE 595017AD6 3,235 25,289 SH   SOLE   25,289 0 0
MICRON TECHNOLOGY INC NOTE 595112AY9 2,982 35,942 SH   SOLE   35,942 0 0
MILLER INDUSTRIES INC. COM 600551204 174 8,461 SH   SOLE   8,461 0 0
MOBILE MINI INC. COM 60740F105 1,168 33,727 SH   SOLE   33,727 0 0
MODEL N INC COM 607525102 210 15,729 SH   SOLE   15,729 0 0
MONARCH CASINO & RESORT INC. COM 609027107 173 7,871 SH   SOLE   7,871 0 0
MONOTYPE IMAGING HOLDINGS INC. COM 61022P100 697 28,284 SH   SOLE   28,284 0 0
MOOG INC. CL A COM 615394202 1,269 23,533 SH   SOLE   23,533 0 0
MORNINGSTAR INC. COM 617700109 110 1,346 SH   SOLE   1,346 0 0
MYERS INDUSTRIES INC. COM 628464109 273 18,965 SH   SOLE   18,965 0 0
NCI BUILDING SYSTEMS INC. COM 628852204 307 19,215 SH   SOLE   19,215 0 0
NN INC. COM 629337106 268 19,126 SH   SOLE   19,126 0 0
NATIONAL PRESTO INDUSTRIES INC. COM 637215104 346 3,668 SH   SOLE   3,668 0 0
EQUIFAX INC COM 294429105 8,582 66,835 SH   SOLE   66,835 0 0
EQUITY RESIDENTIAL REIT COM 29476L107 14,309 207,741 SH   SOLE   207,741 0 0
ESSEX PROPERTY TRUST REIT INC COM 297178105 8,775 38,471 SH   SOLE   38,471 0 0
EXELON CORP COM 30161N101 17,439 479,633 SH   SOLE   479,633 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 26,949 355,523 SH   SOLE   355,523 0 0
EXTENDED STAY AMERICA UNITS INC COM 30224P200 39 2,641 SH   SOLE   2,641 0 0
EXTRA SPACE STORAGE INC. COM 30225T102 7,090 76,618 SH   SOLE   76,618 0 0
EZCORP INC NOTE 302301AB2 1,252 13,653 SH   SOLE   13,653 0 0
FASTENAL CO. COM 311900104 7,228 162,839 SH   SOLE   162,839 0 0
F5 NETWORKS INC. COM 315616102 4,298 37,759 SH   SOLE   37,759 0 0
FIDELITY NATIONAL INFORMATION SERV COM 31620M106 11,326 153,718 SH   SOLE   153,718 0 0
FINISAR CORP. COM 31787A507 1,322 75,528 SH   SOLE   75,528 0 0
FIREEYE INC COM 31816Q101 100 6,086 SH   SOLE   6,086 0 0
FIRST BANCORP INC. COM 31866P102 171 7,919 SH   SOLE   7,919 0 0
FIRST CONNECTICUT BANCORP INC COM 319850103 182 11,013 SH   SOLE   11,013 0 0
FIRST FINANCIAL BANKSHARES INC. COM 32020R109 1,478 45,068 SH   SOLE   45,068 0 0
FIRST REPUBLIC BANK COM 33616C100 676 9,661 SH   SOLE   9,661 0 0
FISERV INC COM 337738108 13,581 124,905 SH   SOLE   124,905 0 0
FLAGSTAR BANCORP INC. COM 337930705 345 14,127 SH   SOLE   14,127 0 0
FIVE9 INCINARY COM 338307101 293 24,628 SH   SOLE   24,628 0 0
FLEETCOR TECHNOLOGIES INC. COM 339041105 987 6,894 SH   SOLE   6,894 0 0
FOREST CITY REALTY REIT CLASS A IN COM 345605109 410 18,359 SH   SOLE   18,359 0 0
FORESTAR GROUP INC. COM 346233109 316 26,542 SH   SOLE   26,542 0 0
FREDS INC. COM 356108100 414 25,686 SH   SOLE   25,686 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 1,329 51,052 SH   SOLE   51,052 0 0
GNC HOLDINGS INC. CL A COM 36191G107 1,203 49,523 SH   SOLE   49,523 0 0
GP STRATEGIES CORP COM 36225V104 200 9,228 SH   SOLE   9,228 0 0
GAMESTOP CORP. CL A COM 36467W109 2,594 97,594 SH   SOLE   97,594 0 0
GAP INC. COM 364760108 2,521 118,784 SH   SOLE   118,784 0 0
GARTNER INC. COM 366651107 7,897 81,071 SH   SOLE   81,071 0 0
GENESCO INC. COM 371532102 981 15,260 SH   SOLE   15,260 0 0
GENESIS ENERGY L.P. COM 371927104 6,594 171,846 SH   SOLE   171,846 0 0
GENMARK DIAGNOSTICS INC COM 372309104 256 29,465 SH   SOLE   29,465 0 0
GENUINE PARTS ORD COM 372460105 8,526 84,203 SH   SOLE   84,203 0 0
GERON CORP. COM 374163103 305 113,715 SH   SOLE   113,715 0 0
GLAUKOS CORP COM 377322102 373 12,804 SH   SOLE   12,804 0 0
GLOBAL BRASS AND COPPER HOLDINGS I COM 37953G103 436 15,989 SH   SOLE   15,989 0 0
GRAND CANYON EDUCATION INC. COM 38526M106 1,336 33,463 SH   SOLE   33,463 0 0
GRANITE CONSTRUCTION INC. COM 387328107 2,925 64,216 SH   SOLE   64,216 0 0
GREAT SOUTHERN BANCORP INC. COM 390905107 304 8,223 SH   SOLE   8,223 0 0
HCA HOLDINGS INC. COM 40412C101 12,786 166,025 SH   SOLE   166,025 0 0
HSN INC. COM 404303109 2,604 53,209 SH   SOLE   53,209 0 0
HANMI FINANCIAL CORP. COM 410495204 551 23,462 SH   SOLE   23,462 0 0
HEALTHWAYS INC NOTE 422245AB6 1,050 8,518 SH   SOLE   8,518 0 0
HEICO CORP. COM 422806109 98 1,461 SH   SOLE   1,461 0 0
HEIDRICK & STRUGGLES INTERNATIONAL COM 422819102 234 13,845 SH   SOLE   13,845 0 0
HERBALIFE LTD NOTE 42703MAB9 4,364 42,818 SH   SOLE   42,818 0 0
HERSHA HOSPITALITY TRUST CLASS A COM 427825500 590 34,388 SH   SOLE   34,388 0 0
HERSHEY FOODS ORD COM 427866108 8,997 79,273 SH   SOLE   79,273 0 0
HIGHWOODS PROPERTIES INC. COM 431284108 5,101 96,602 SH   SOLE   96,602 0 0
HOME DEPOT INC. COM 437076102 89,290 699,268 SH   SOLE   699,268 0 0
HOMESTREET INC. COM 43785V102 320 16,041 SH   SOLE   16,041 0 0
HOMETRUST BANCSHARES INC COM 437872104 270 14,596 SH   SOLE   14,596 0 0
HORIZON PHARMA INVT LTD NOTE 44052TAB7 2,462 22,544 SH   SOLE   22,544 0 0
HOUGHTON MIFFLIN HARCOURT ORD COM 44157R109 1,369 87,576 SH   SOLE   87,576 0 0
HUB GROUP INC. CL A COM 443320106 976 25,436 SH   SOLE   25,436 0 0
HURON CONSULTING GROUP INC NOTE 447462AB8 2,190 21,364 SH   SOLE   21,364 0 0
HYSTER-YALE MATERIALS HANDLING INC COM 449172105 427 7,179 SH   SOLE   7,179 0 0
IDEXX LABORATORIES INC. COM 45168D104 8,184 88,132 SH   SOLE   88,132 0 0
IMPERVA INC COM 45321L100 882 20,500 SH   SOLE   20,500 0 0
INFOBLOX INC COM 45672H104 774 41,250 SH   SOLE   41,250 0 0
INFRAREIT INC COM 45685L100 519 29,596 SH   SOLE   29,596 0 0
INGLES MARKETS INC. COM 457030104 360 9,656 SH   SOLE   9,656 0 0
INNOSPEC INC. COM 45768S105 763 16,594 SH   SOLE   16,594 0 0
INSPERITY INC. COM 45778Q107 867 11,228 SH   SOLE   11,228 0 0
INOVALON HOLDINGS INC CLASS A COM 45781D101 80 4,436 SH   SOLE   4,436 0 0
INSULET CORP NOTE 45784PAD3 1,615 14,411 SH   SOLE   14,411 0 0
INTELIQUENT INC COM 45825N107 484 24,346 SH   SOLE   24,346 0 0
INTERDIGITAL INC NOTE 458660AD9 2,624 23,214 SH   SOLE   23,214 0 0
IRONWOOD PHARMACEUTICALS INC DBCV 46333XAD0 2,129 19,967 SH   SOLE   19,967 0 0
JAZZ INVESTMENTS I LTD NOTE 472145AB7 1,650 15,571 SH   SOLE   15,571 0 0
J2 GLOBAL INC NOTE 48123VAC6 2,945 24,751 SH   SOLE   24,751 0 0
KINDER MORGAN INC DEL PFD SER A 49456B200 14 279 SH   SOLE   279 0 0
LEXMARK INTERNATIONAL INC. COM 529771107 2,220 58,819 SH   SOLE   58,819 0 0
LIBERTY BROADBAND CORP SERIES A COM 530307107 45 752 SH   SOLE   752 0 0
LIBERTY BROADBAND CORP SERIES C COM 530307305 183 3,055 SH   SOLE   3,055 0 0
LIBERTY MEDIA LIBERTY BRAVES CORP COM 531229888 348 23,708 SH   SOLE   23,708 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 531229AB8 3,473 33,665 SH   SOLE   33,665 0 0
LIGAND PHARMACEUTICALS INC. COM 53220K504 1,648 13,818 SH   SOLE   13,818 0 0
LINCOLN ELECTRIC HOLDINGS INC. COM 533900106 3,576 60,531 SH   SOLE   60,531 0 0
LINCOLN NATIONAL CORP. COM 534187109 4,927 127,083 SH   SOLE   127,083 0 0
LINKEDIN CORP. CL A COM 53578A108 1,675 8,849 SH   SOLE   8,849 0 0
LITTELFUSE INC. COM 537008104 1,867 15,796 SH   SOLE   15,796 0 0
LIVE NATION ENTERTAINMENT IN DBCV 538034AJ8 208 1,955 SH   SOLE   1,955 0 0
LORAL SPACE AND COMMUNICATIONS INC COM 543881106 349 9,882 SH   SOLE   9,882 0 0
LOUISIANA PACIFIC CORP COM 546347105 4,066 234,371 SH   SOLE   234,371 0 0
LYDALL INC. COM 550819106 481 12,462 SH   SOLE   12,462 0 0
MACROGENICS INC COM 556099109 600 22,224 SH   SOLE   22,224 0 0
MADISON SQUARE GARDEN CLASS A COM 55825T103 115 664 SH   SOLE   664 0 0
MANITOWOC CO. COM 563571108 512 93,880 SH   SOLE   93,880 0 0
MANNKIND CORP. COM 56400P201 292 251,680 SH   SOLE   251,680 0 0
MANTECH INTERNATIONAL CORP CLASS A COM 564563104 694 18,357 SH   SOLE   18,357 0 0
MARCUS & MILLICHAP INC COM 566324109 245 9,657 SH   SOLE   9,657 0 0
MASCO CORP COM 574599106 5,618 181,576 SH   SOLE   181,576 0 0
MATERION CORP. COM 576690101 359 14,498 SH   SOLE   14,498 0 0
MCDERMOTT INTERNATIONAL INC COM 580037109 872 176,475 SH   SOLE   176,475 0 0
MEDIFAST INC. COM 58470H101 257 7,722 SH   SOLE   7,722 0 0
MEDIDATA SOLUTIONS INC. COM 58471A105 1,818 38,780 SH   SOLE   38,780 0 0
MERCURY SYSTEMS INC. COM 589378108 714 28,721 SH   SOLE   28,721 0 0
MERIDIAN BANCORP INC COM 58958U103 579 39,192 SH   SOLE   39,192 0 0
METALDYNE PERFORMANCE GROUP COM 59116R107 126 9,198 SH   SOLE   9,198 0 0
MICROSOFT CORP. COM 594918104 224,980 4,396,718 SH   SOLE   4,396,718 0 0
MIMEDX GROUP INC COM 602496101 670 83,994 SH   SOLE   83,994 0 0
MONMOUTH REAL ESTATE INVESTMENT RE COM 609720107 693 52,258 SH   SOLE   52,258 0 0
NATERA INC COM 632307104 247 20,455 SH   SOLE   20,455 0 0
NATIONAL CINEMEDIA INC. COM 635309107 700 45,245 SH   SOLE   45,245 0 0
NATIONAL GENERAL HOLDINGS CORP COM 636220303 760 35,485 SH   SOLE   35,485 0 0
NATIONAL INSTRUMENTS CORP. COM 636518102 2,699 98,520 SH   SOLE   98,520 0 0
NATIONAL INTERSTATE CORP. COM 63654U100 161 5,310 SH   SOLE   5,310 0 0
NATIONAL WESTERN LIFE GROUP INC CL COM 638517102 312 1,596 SH   SOLE   1,596 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 420 35,903 SH   SOLE   35,903 0 0
NELNET INC CLASS A COM 64031N108 581 16,720 SH   SOLE   16,720 0 0
NEOPHOTONICS CORP. COM 64051T100 205 21,562 SH   SOLE   21,562 0 0
NEWPARK RESOURCES INC. COM 651718504 387 66,825 SH   SOLE   66,825 0 0
NIKE INC. CL B COM 654106103 41,282 747,859 SH   SOLE   747,859 0 0
NORTHERN OIL AND GAS INC COM 665531109 216 46,823 SH   SOLE   46,823 0 0
NORTHERN TRUST CORP. COM 665859104 7,350 110,920 SH   SOLE   110,920 0 0
NORTHWEST BANCSHARES INC. COM 667340103 1,056 71,179 SH   SOLE   71,179 0 0
NORTHWEST NATURAL GAS CO. COM 667655104 1,260 19,432 SH   SOLE   19,432 0 0
OCLARO INC COM 67555N206 359 73,528 SH   SOLE   73,528 0 0
OFFICE DEPOT INC COM 676220106 2,817 851,171 SH   SOLE   851,171 0 0
OLD DOMINION FREIGHT LINE INC. COM 679580100 3,990 66,157 SH   SOLE   66,157 0 0
OMNICOM GROUP INC COM 681919106 10,929 134,114 SH   SOLE   134,114 0 0
ON DECK CAPITAL INC COM 682163100 195 37,875 SH   SOLE   37,875 0 0
ORBCOMM INC COM 68555P100 452 45,461 SH   SOLE   45,461 0 0
ORMAT TECHNOLOGIES INC. COM 686688102 1,216 27,788 SH   SOLE   27,788 0 0
OSHKOSH CORP. COM 688239201 3,287 68,899 SH   SOLE   68,899 0 0
PBF ENERGY INC CLASS A COM 69318G106 69 2,891 SH   SOLE   2,891 0 0
PETROLEUM HELICOPTERS NON VOTING I COM 69336T205 172 9,631 SH   SOLE   9,631 0 0
PPG INDUSTRIES INC COM 693506107 15,623 150,000 SH   SOLE   150,000 0 0
PS BUSINESS PARKS REIT INC COM 69360J107 1,623 15,298 SH   SOLE   15,298 0 0
PACIFIC BIOSCIENCES OF CALIFORNIA COM 69404D108 378 53,674 SH   SOLE   53,674 0 0
PACFIC PREMIER BANCORP INC COM 69478X105 449 18,714 SH   SOLE   18,714 0 0
PACIRA PHARMACEUTICALS INC. COM 695127100 872 25,861 SH   SOLE   25,861 0 0
PANERA BREAD CO. CL A COM 69840W108 4,752 22,423 SH   SOLE   22,423 0 0
PAR PACIFIC HOLDINGS INC COM 69888T207 337 21,940 SH   SOLE   21,940 0 0
1ST SOURCE CORP. COM 336901103 366 11,305 SH   SOLE   11,305 0 0
FLEXSTEEL INDUSTRIES INC. COM 339382103 178 4,493 SH   SOLE   4,493 0 0
FLEXION THERAPEUTICS INC COM 33938J106 176 11,789 SH   SOLE   11,789 0 0
FLOTEK INDUSTRIES INC. COM 343389102 552 41,806 SH   SOLE   41,806 0 0
FLOWERS FOODS INC. COM 343498101 3,336 177,929 SH   SOLE   177,929 0 0
FLOWSERVE CORP. COM 34354P105 3,232 71,562 SH   SOLE   71,562 0 0
FOX CHASE BANCORP INC. COM 35137T108 175 8,600 SH   SOLE   8,600 0 0
FRANKLIN FINANCIAL NETWORK INC COM 35352P104 229 7,288 SH   SOLE   7,288 0 0
G & K SERVICES INC. SHS -A- COM 361268105 1,091 14,252 SH   SOLE   14,252 0 0
G III APPAREL GROUP LTD COM 36237H101 1,423 31,133 SH   SOLE   31,133 0 0
GENERAL GROWTH PROPERTIES REIT INC COM 370023103 9,921 332,696 SH   SOLE   332,696 0 0
GENERAL MOTORS CO. COM 37045V100 20,678 730,689 SH   SOLE   730,689 0 0
GENOMIC HEALTH INC. COM 37244C101 343 13,242 SH   SOLE   13,242 0 0
GENTHERM INC COM 37253A103 890 25,996 SH   SOLE   25,996 0 0
GETTY REALTY CORP. COM 374297109 442 20,603 SH   SOLE   20,603 0 0
GLOBALSTAR VOTING INC COM 378973408 401 331,033 SH   SOLE   331,033 0 0
GOVERNMENT PROPERTIES INCOME TRUST COM 38376A103 1,243 53,915 SH   SOLE   53,915 0 0
GREIF INC CLASS B COM 397624206 324 5,926 SH   SOLE   5,926 0 0
GRUBHUB INC COM 400110102 1,805 58,084 SH   SOLE   58,084 0 0
GULFPORT ENERGY CORP. COM 402635304 3,681 117,743 SH   SOLE   117,743 0 0
HFF INC. CL A COM 40418F108 765 26,485 SH   SOLE   26,485 0 0
HACKETT GROUP INC COM 404609109 257 18,511 SH   SOLE   18,511 0 0
HANESBRANDS INC. COM 410345102 5,330 212,080 SH   SOLE   212,080 0 0
HASBRO INC. COM 418056107 5,297 63,070 SH   SOLE   63,070 0 0
HAYNES INTERNATIONAL INC. COM 420877201 310 9,678 SH   SOLE   9,678 0 0
HEALTHCARE SERVICES GROUP INC. COM 421906108 2,071 50,057 SH   SOLE   50,057 0 0
HEALTHSOUTH CORP. COM 421924309 2,542 65,491 SH   SOLE   65,491 0 0
HEALTHEQUITY INC COM 42226A107 962 31,666 SH   SOLE   31,666 0 0
HEARTWARE INTERNATIONAL INC COM 422368100 715 12,382 SH   SOLE   12,382 0 0
HERTZ GLOBAL HOLDINGS INC. COM 42805T105 154 13,930 SH   SOLE   13,930 0 0
HIBBETT SPORTS INC. COM 428567101 544 15,635 SH   SOLE   15,635 0 0
HILLENBRAND INC. COM 431571108 1,323 44,053 SH   SOLE   44,053 0 0
HOSPITALITY PROPERTIES TRUST REIT COM 44106M102 4,329 150,310 SH   SOLE   150,310 0 0
HOST HOTELS & RESORTS REIT INC COM 44107P104 6,921 426,963 SH   SOLE   426,963 0 0
HUBSPOT INC COM 443573100 906 20,863 SH   SOLE   20,863 0 0
J.B. HUNT TRANSPORT SERVICES INC. COM 445658107 4,060 50,165 SH   SOLE   50,165 0 0
HUNTSMAN CORP. COM 447011107 79 5,860 SH   SOLE   5,860 0 0
IDT CORP. CL B COM 448947507 172 12,113 SH   SOLE   12,113 0 0
ICF INTERNATIONAL INC. COM 44925C103 581 14,195 SH   SOLE   14,195 0 0
INCYTE CORP. COM 45337C102 980 12,248 SH   SOLE   12,248 0 0
INDEPENDENT BANK CORP. COM 453836108 854 18,696 SH   SOLE   18,696 0 0
INDEPENDENT BANK CORP COM 453838609 241 16,613 SH   SOLE   16,613 0 0
INOVIO PHARMACEUTICALS INC COM 45773H201 489 52,957 SH   SOLE   52,957 0 0
INNOPHOS HOLDINGS INC COM 45774N108 608 14,407 SH   SOLE   14,407 0 0
INSTEEL INDUSTRIES INC. COM 45774W108 398 13,905 SH   SOLE   13,905 0 0
INOGEN INC COM 45780L104 571 11,388 SH   SOLE   11,388 0 0
INNOVIVA INC COM 45781M101 649 61,645 SH   SOLE   61,645 0 0
INTELLIA THERAPEUTICS INC COM 45826J105 190 8,886 SH   SOLE   8,886 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 16,381 63,999 SH   SOLE   63,999 0 0
INTERNATIONAL BANCSHARES CORP. COM 459044103 2,318 88,855 SH   SOLE   88,855 0 0
INTERNATIONAL BUSINESS MACHINES CO COM 459200101 73,810 486,299 SH   SOLE   486,299 0 0
INTERNATIONAL FLAVORS & FRAGRANCES COM 459506101 5,647 44,793 SH   SOLE   44,793 0 0
INTERNATIONAL SPEEDWAY CORP. CL A COM 460335201 1,456 43,516 SH   SOLE   43,516 0 0
INVENSENSE INC COM 46123D205 324 52,786 SH   SOLE   52,786 0 0
INVESCO MORTGAGE CAPITAL INC. COM 46131B100 1,133 82,731 SH   SOLE   82,731 0 0
INVITAE CORP COM 46185L103 142 19,278 SH   SOLE   19,278 0 0
IRIDIUM COMMUNICATIONS INC. COM 46269C102 507 57,065 SH   SOLE   57,065 0 0
ISHARES RUSSELL 1000 GROWTH ETF TR COM 464287614 16,208 161,500 SH   SOLE   161,500 0 0
ISHARES RUSSELL 2000 ETF COM 464287655 19,617 170,631 SH   SOLE   170,631 0 0
ISHARES EUROPE ETF TRUST MFND 464287861 739 19,553 SH   SOLE   19,553 0 0
JPMORGAN CHASE ORD COM 46625H100 118,461 1,906,350 SH   SOLE   1,906,350 0 0
NATIONAL RETAIL PROPERTIES INC. COM 637417106 7,389 142,871 SH   SOLE   142,871 0 0
NATUS MEDICAL INC. COM 639050103 938 24,818 SH   SOLE   24,818 0 0
NEENAH PAPER INC. COM 640079109 839 11,588 SH   SOLE   11,588 0 0
NETFLIX INC. COM 64110L106 21,879 239,168 SH   SOLE   239,168 0 0
NETSCOUT SYSTEMS INC. COM 64115T104 3,429 154,113 SH   SOLE   154,113 0 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 6,852 457,117 SH   SOLE   457,117 0 0
NEWFIELD EXPLORATION CO. COM 651290108 4,608 104,302 SH   SOLE   104,302 0 0
NEXTERA ENERGY INC COM 65339F101 31,374 240,601 SH   SOLE   240,601 0 0
NOBLE ENERGY INC. COM 655044105 8,012 223,352 SH   SOLE   223,352 0 0
NORTHSTAR REALTY FINANCE REIT CORP COM 66704R803 170 14,850 SH   SOLE   14,850 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 441 47,649 SH   SOLE   47,649 0 0
NOVANTA INC COM 67000B104 408 26,956 SH   SOLE   26,956 0 0
NU SKIN ENTERPRISES INC. CL A COM 67018T105 109 2,349 SH   SOLE   2,349 0 0
NUTRISYSTEM INC. COM 67069D108 545 21,488 SH   SOLE   21,488 0 0
NXSTAGE MEDICAL INC. COM 67072V103 991 45,702 SH   SOLE   45,702 0 0
OASIS PETROLEUM INC. COM 674215108 1,185 126,851 SH   SOLE   126,851 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 29,967 396,604 SH   SOLE   396,604 0 0
OCEANEERING INTERNATIONAL INC. COM 675232102 2,750 92,107 SH   SOLE   92,107 0 0
ON ASSIGNMENT INC. COM 682159108 1,336 36,161 SH   SOLE   36,161 0 0
ONE GAS INC COM 68235P108 5,598 84,068 SH   SOLE   84,068 0 0
1-800-FLOWERS.COM INC. CL A COM 68243Q106 178 19,753 SH   SOLE   19,753 0 0
ONEOK PARTNERS UNITS COM 68268N103 2,482 61,961 SH   SOLE   61,961 0 0
OPHTHOTECH CORP COM 683745103 1,134 22,221 SH   SOLE   22,221 0 0
ORACLE CORP COM 68389X105 66,456 1,623,650 SH   SOLE   1,623,650 0 0
ORGANOVO HOLDINGS INC COM 68620A104 258 69,280 SH   SOLE   69,280 0 0
OXFORD INDUSTRIES INC. COM 691497309 633 11,176 SH   SOLE   11,176 0 0
PC CONNECTION INC. COM 69318J100 196 8,215 SH   SOLE   8,215 0 0
PBF LOGISTICS UNITS COM 69318Q104 4,751 206,390 SH   SOLE   206,390 0 0
PNM RESOURCES INC. COM 69349H107 4,590 129,501 SH   SOLE   129,501 0 0
PACIFIC CONTINENTAL CORP. COM 69412V108 245 15,584 SH   SOLE   15,584 0 0
PARK STERLING CORP COM 70086Y105 241 34,024 SH   SOLE   34,024 0 0
PARKWAY PROPERTIES INC. COM 70159Q104 1,038 62,068 SH   SOLE   62,068 0 0
PERFICIENT INC. COM 71375U101 526 25,912 SH   SOLE   25,912 0 0
PHILIP MORRIS INTERNATIONAL INC. COM 718172109 82,604 812,071 SH   SOLE   812,071 0 0
PITNEY BOWES INC. COM 724479100 1,904 106,953 SH   SOLE   106,953 0 0
PLANET FITNESS INC CLASS A COM 72703H101 192 10,147 SH   SOLE   10,147 0 0
POLYCOM INC. COM 73172K104 2,479 220,395 SH   SOLE   220,395 0 0
PORTFOLIO RECOVERY ASSOCS IN NOTE 73640QAB1 1,250 14,988 SH   SOLE   14,988 0 0
POST PROPERTIES INC. COM 737464107 3,238 53,046 SH   SOLE   53,046 0 0
PREFERRED BANK LOS ANGELES COM 740367404 251 8,704 SH   SOLE   8,704 0 0
PRESTIGE BRANDS HOLDINGS INC. COM 74112D101 4,774 86,172 SH   SOLE   86,172 0 0
PRICELINE GRP INC NOTE 741503AS5 3,203 25,715 SH   SOLE   25,715 0 0
PRICELINE GRP INC NOTE 741503AX4 1,090 10,374 SH   SOLE   10,374 0 0
PROCTER & GAMBLE ORD COM 742718109 117,535 1,388,152 SH   SOLE   1,388,152 0 0
PROOFPOINT INC NOTE 743424AD5 1,460 12,539 SH   SOLE   12,539 0 0
PUBLIC STORAGE REIT COM 74460D109 23,164 90,630 SH   SOLE   90,630 0 0
QUORVO INC COM 74736K101 3,687 66,729 SH   SOLE   66,729 0 0
QUALITY SYSTEMS INC. COM 747582104 442 37,082 SH   SOLE   37,082 0 0
QUALYS INC COM 74758T303 581 19,494 SH   SOLE   19,494 0 0
QUANEX BUILDING PRODUCTS CORP. COM 747619104 464 24,964 SH   SOLE   24,964 0 0
QUESTAR CORP. COM 748356102 4,180 164,758 SH   SOLE   164,758 0 0
RTI INTL METALS INC NOTE 74973WAB3 1,915 17,475 SH   SOLE   17,475 0 0
RANGE RESOURCES CORP. COM 75281A109 3,814 88,401 SH   SOLE   88,401 0 0
RAPID7 INC COM 753422104 190 15,115 SH   SOLE   15,115 0 0
RBC BEARINGS INC. COM 75524B104 1,163 16,046 SH   SOLE   16,046 0 0
REDWOOD TRUST REIT INC COM 758075402 815 59,004 SH   SOLE   59,004 0 0
REGULUS THERAPEUTICS INC COM 75915K101 93 32,051 SH   SOLE   32,051 0 0
REINSURANCE GROUP OF AMERICA INC. COM 759351604 5,837 60,177 SH   SOLE   60,177 0 0
RESTORATION HARDWARE HOLDINGS INC COM 761283100 1,798 62,681 SH   SOLE   62,681 0 0
RICE ENERGY INC COM 762760106 78 3,521 SH   SOLE   3,521 0 0
ROVI CORP. COM 779376102 942 60,256 SH   SOLE   60,256 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 398 25,620 SH   SOLE   25,620 0 0
S&T BANCORP INC. COM 783859101 581 23,762 SH   SOLE   23,762 0 0
SBA COMMUNICATIONS CORP. COM 78388J106 789 7,306 SH   SOLE   7,306 0 0
S&P GLOBAL INC COM 78409V104 15,942 148,631 SH   SOLE   148,631 0 0
SS&C TECHNOLOGIES HOLDINGS INC. COM 78467J100 338 12,038 SH   SOLE   12,038 0 0
SAFEGUARD SCIENTIFICS INC. COM 786449207 184 14,730 SH   SOLE   14,730 0 0
INTERACTIVE INTELLIGENCE GROUP INC COM 45841V109 494 12,051 SH   SOLE   12,051 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 977 25,164 SH   SOLE   25,164 0 0
INVACARE CORP. COM 461203101 290 23,897 SH   SOLE   23,897 0 0
ISHARES IBOXX USD HIGH YIELD CORPO COM 464288513 2,585 30,518 SH   SOLE   30,518 0 0
KAPSTONE PAPER & PACKAGING CORP. COM 48562P103 766 58,898 SH   SOLE   58,898 0 0
KITE PHARMA INC COM 49803L109 1,422 28,447 SH   SOLE   28,447 0 0
KNOLL INC. COM 498904200 864 35,582 SH   SOLE   35,582 0 0
KRAFT HEINZ ORD COM 500754106 27,800 314,193 SH   SOLE   314,193 0 0
KRATOS DEFENSE & SECURITY SOLUTION COM 50077B207 143 34,851 SH   SOLE   34,851 0 0
L BRANDS INC COM 501797104 8,881 132,298 SH   SOLE   132,298 0 0
LKQ CORP COM 501889208 5,459 172,204 SH   SOLE   172,204 0 0
LPL FINANCIAL HOLDINGS INC. COM 50212V100 70 3,105 SH   SOLE   3,105 0 0
LA JOLLA PHARMACEUTICAL ORD COM 503459604 213 13,341 SH   SOLE   13,341 0 0
LA QUINTA HOLDINGS INC COM 50420D108 722 63,293 SH   SOLE   63,293 0 0
LABORATORY CORP. OF AMERICA HOLDIN COM 50540R409 7,159 54,954 SH   SOLE   54,954 0 0
LADENBURG THALMANN FINANCIAL SERVI COM 50575Q102 180 76,384 SH   SOLE   76,384 0 0
LANDAUER INC. COM 51476K103 309 7,519 SH   SOLE   7,519 0 0
LAREDO PETROLEUM INC COM 516806106 42 3,967 SH   SOLE   3,967 0 0
LASALLE HOTEL PROPERTIES COM 517942108 4,433 187,982 SH   SOLE   187,982 0 0
ESTEE LAUDER COS. CL A COM 518439104 11,344 124,634 SH   SOLE   124,634 0 0
LENDINGTREE INC COM 52603B107 384 4,344 SH   SOLE   4,344 0 0
LEVEL 3 COMMUNICATIONS INC. COM 52729N308 7,755 150,621 SH   SOLE   150,621 0 0
LIBBEY INC COM 529898108 248 15,607 SH   SOLE   15,607 0 0
LIFEVANTAGE CORP COM 53222K205 233 17,136 SH   SOLE   17,136 0 0
LIFELOCK INC. COM 53224V100 1,014 64,130 SH   SOLE   64,130 0 0
LIVE NATION ENTERTAINMENT INC. COM 538034109 3,295 140,221 SH   SOLE   140,221 0 0
LUMENTUM HOLDINGS INC COM 55024U109 885 36,569 SH   SOLE   36,569 0 0
LUMINEX CORP COM 55027E102 699 34,575 SH   SOLE   34,575 0 0
M&T BANK CORP. COM 55261F104 9,769 82,624 SH   SOLE   82,624 0 0
MB FINANCIAL INC. COM 55264U108 1,873 51,636 SH   SOLE   51,636 0 0
MFA FINANCIAL INC. COM 55272X102 80 10,942 SH   SOLE   10,942 0 0
MGE ENERGY INC. COM 55277P104 1,406 24,872 SH   SOLE   24,872 0 0
MGM RESORTS INTERNATIONAL COM 552953101 362 15,983 SH   SOLE   15,983 0 0
MRC GLOBAL INC COM 55345K103 1,014 71,334 SH   SOLE   71,334 0 0
MANHATTAN ASSOCIATES INC. COM 562750109 4,555 71,020 SH   SOLE   71,020 0 0
MANITOWOC FOODSERVICE INC COM 563568104 110 6,266 SH   SOLE   6,266 0 0
MARKETAXESS HOLDINGS INC. COM 57060D108 5,370 36,932 SH   SOLE   36,932 0 0
MARRIOTT VACATIONS WORLDWIDE CORP. COM 57164Y107 1,106 16,145 SH   SOLE   16,145 0 0
MARTIN MARIETTA MATERIALS INC. COM 573284106 6,801 35,421 SH   SOLE   35,421 0 0
MATCH GROUP INC COM 57665R106 33 2,177 SH   SOLE   2,177 0 0
MATRIX SERVICE CO. COM 576853105 339 20,541 SH   SOLE   20,541 0 0
MCKESSON CORP. COM 58155Q103 23,819 127,612 SH   SOLE   127,612 0 0
METHODE ELECTRONICS INC. COM 591520200 900 26,304 SH   SOLE   26,304 0 0
MIDDLEBY CORP. COM 596278101 491 4,259 SH   SOLE   4,259 0 0
MIDDLESEX WATER CO. COM 596680108 488 11,260 SH   SOLE   11,260 0 0
MILACRON HOLDINGS CORP COM 59870L106 142 9,759 SH   SOLE   9,759 0 0
MISTRAS GROUP INC COM 60649T107 302 12,638 SH   SOLE   12,638 0 0
MONOGRAM RESIDENTIAL REIT INC TRUS COM 60979P105 1,332 130,498 SH   SOLE   130,498 0 0
MONOLITHIC POWER SYSTEMS INC. COM 609839105 1,912 27,980 SH   SOLE   27,980 0 0
MOODYS CORP. COM 615369105 8,828 94,202 SH   SOLE   94,202 0 0
THE MOSAIC CO. COM 61945C103 4,775 182,394 SH   SOLE   182,394 0 0
MOTORCAR PARTS OF AMERICA INC COM 620071100 322 11,860 SH   SOLE   11,860 0 0
MOTOROLA SOLUTIONS INC. COM 620076307 5,523 83,717 SH   SOLE   83,717 0 0
MUELLER INDUSTRIES INC. COM 624756102 1,323 41,504 SH   SOLE   41,504 0 0
MULTI-COLOR CORP. COM 625383104 594 9,365 SH   SOLE   9,365 0 0
NGL ENERGY PARTNERS UNITS COM 62913M107 3,671 190,000 SH   SOLE   190,000 0 0
NV5 GLOBAL INC COM 62945V109 167 5,877 SH   SOLE   5,877 0 0
NACCO INDUSTRIES INC. CL A COM 629579103 180 3,217 SH   SOLE   3,217 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 148 11,712 SH   SOLE   11,712 0 0
NATIONAL HEALTHCARE CORP COM 635906100 505 7,803 SH   SOLE   7,803 0 0
NATURAL HEALTH TRENDS CORP COM 63888P406 170 6,020 SH   SOLE   6,020 0 0
LIBERTY MEDIA CORP SERIES A COM 531229870 333 17,382 SH   SOLE   17,382 0 0
ELI LILLY & CO. COM 532457108 43,169 548,174 SH   SOLE   548,174 0 0
LIQUIDITY SERVICES INC. COM 53635B107 158 20,156 SH   SOLE   20,156 0 0
LITHIA MOTORS INC. CL A COM 536797103 1,221 17,186 SH   SOLE   17,186 0 0
LOCKHEED MARTIN CORP. COM 539830109 36,669 147,758 SH   SOLE   147,758 0 0
LUMOS NETWORKS CORP COM 550283105 170 14,080 SH   SOLE   14,080 0 0
MGP INGREDIENTS INC. COM 55303J106 309 8,074 SH   SOLE   8,074 0 0
MKS INSTRUMENTS INC. COM 55306N104 1,646 38,225 SH   SOLE   38,225 0 0
MSA SAFETY INC COM 553498106 2,704 51,473 SH   SOLE   51,473 0 0
MSC INDUSTRIAL DIRECT CO. CL A COM 553530106 3,249 46,044 SH   SOLE   46,044 0 0
MACERICH CO. COM 554382101 6,207 72,686 SH   SOLE   72,686 0 0
MAGELLAN HEALTH INC COM 559079207 1,221 18,567 SH   SOLE   18,567 0 0
MASTERCARD INC. CL A COM 57636Q104 48,004 545,131 SH   SOLE   545,131 0 0
MATTRESS FIRM HOLDING CORP. COM 57722W106 485 14,461 SH   SOLE   14,461 0 0
MEDICAL PROPERTIES TRUST REIT INC COM 58463J304 6,073 399,247 SH   SOLE   399,247 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 6,109 120,360 SH   SOLE   120,360 0 0
MICROSEMI CORP. COM 595137100 6,032 184,592 SH   SOLE   184,592 0 0
MINDBODY INC CLASS A COM 60255W105 179 11,117 SH   SOLE   11,117 0 0
MODINE MANUFACTURING ORD COM 607828100 303 34,463 SH   SOLE   34,463 0 0
MOLSON COORS BREWING CO. CL B COM 60871R209 9,619 95,118 SH   SOLE   95,118 0 0
MONDELEZ INTERNATIONAL INC. CL A COM 609207105 36,390 799,601 SH   SOLE   799,601 0 0
MUELLER WATER PRODUCTS INC (A) COM 624758108 1,294 113,286 SH   SOLE   113,286 0 0
MYRIAD GENETICS INC. COM 62855J104 1,513 49,431 SH   SOLE   49,431 0 0
NIC INC. COM 62914B100 1,055 48,080 SH   SOLE   48,080 0 0
NRG YIELD INC CLASS C COM 62942X405 681 43,698 SH   SOLE   43,698 0 0
NVE CORP. COM 629445206 240 4,085 SH   SOLE   4,085 0 0
NVR INC. COM 62944T105 6,406 3,598 SH   SOLE   3,598 0 0
NXP SEMICONDUCTORS N V NOTE 62952QAB6 2,450 21,692 SH   SOLE   21,692 0 0
NANOMETRICS INC. COM 630077105 383 18,427 SH   SOLE   18,427 0 0
NATIONAL BANK HOLDINGS CORPORATION COM 633707104 409 20,095 SH   SOLE   20,095 0 0
NATIONAL STORAGE AFFILIATES TRUST COM 637870106 373 17,937 SH   SOLE   17,937 0 0
NATIONSTAR MORTGAGE HOLDINGS INC COM 63861C109 312 27,734 SH   SOLE   27,734 0 0
NAVIGATORS GROUP INC. COM 638904102 756 8,215 SH   SOLE   8,215 0 0
NETSUITE INC. COM 64118Q107 218 2,992 SH   SOLE   2,992 0 0
NEUROCRINE BIOSCIENCES INC. COM 64125C109 294 6,464 SH   SOLE   6,464 0 0
NEVRO CORP NOTE 64157FAA1 1,380 11,059 SH   SOLE   11,059 0 0
NEWS CORP CLASS B COM 65249B208 661 56,603 SH   SOLE   56,603 0 0
NEWTEK BUSINESS SERVICES INC COM 652526104 43 15,000 SH   SOLE   15,000 0 0
NIMBLE STORAGE INC COM 65440R101 370 46,425 SH   SOLE   46,425 0 0
NORTEK INC. COM 656559309 399 6,722 SH   SOLE   6,722 0 0
NORTHFIELD BANCORP INC. COM 66611T108 550 37,063 SH   SOLE   37,063 0 0
NORTHSTAR ASSET MANAGEMENT INC COM 66705Y104 142 13,873 SH   SOLE   13,873 0 0
NUANCE COMMUNICATIONS INC. COM 67020Y100 224 14,322 SH   SOLE   14,322 0 0
NUANCE COMMUNICATIONS INC NOTE 67020YAG5 1,165 12,234 SH   SOLE   12,234 0 0
OIL STATES INTERNATIONAL INC. COM 678026105 2,750 83,632 SH   SOLE   83,632 0 0
OLLIES BARGAIN OUTLET HOLDINGS IN COM 681116109 379 15,229 SH   SOLE   15,229 0 0
OMEGA HEALTHCARE INVESTORS REIT IN COM 681936100 5,702 167,964 SH   SOLE   167,964 0 0
ORBITAL ATK INC COM 68557N103 4,683 55,000 SH   SOLE   55,000 0 0
OTONOMY INC COM 68906L105 298 18,785 SH   SOLE   18,785 0 0
OUTERWALL INC COM 690070107 514 12,241 SH   SOLE   12,241 0 0
OVERSEAS SHIPHOLDING GROUP INC CLA COM 69036R863 380 34,597 SH   SOLE   34,597 0 0
OWENS & MINOR INC. COM 690732102 3,846 102,884 SH   SOLE   102,884 0 0
PG&E CORP COM 69331C108 16,534 258,671 SH   SOLE   258,671 0 0
PACCAR INC. COM 693718108 9,537 183,872 SH   SOLE   183,872 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 148 10,613 SH   SOLE   10,613 0 0
PARK ELECTROCHEMICAL CORP. COM 700416209 235 16,140 SH   SOLE   16,140 0 0
PARKER-HANNIFIN CORP COM 701094104 7,584 70,190 SH   SOLE   70,190 0 0
PATTERSON-UTI ENERGY INC. COM 703481101 2,949 138,341 SH   SOLE   138,341 0 0
PAYCHEX INC. COM 704326107 10,725 180,251 SH   SOLE   180,251 0 0
J.C. PENNEY CO. INC. COM 708160106 2,565 288,800 SH   SOLE   288,800 0 0
PENSKE AUTOMOTIVE GROUP INC. COM 70959W103 36 1,135 SH   SOLE   1,135 0 0
PEOPLES FINANCIAL SERVICES CORP COM 711040105 217 5,553 SH   SOLE   5,553 0 0
FCB FINANCIAL HOLDINGS INC CLASS A COM 30255G103 738 21,703 SH   SOLE   21,703 0 0
FACEBOOK INC. COM 30303M102 147,919 1,294,358 SH   SOLE   1,294,358 0 0
FARMER BROTHERS CO COM 307675108 190 5,938 SH   SOLE   5,938 0 0
FEDEX CORP COM 31428X106 21,490 141,585 SH   SOLE   141,585 0 0
FINANCIAL ENGINES INC COM 317485100 1,051 40,638 SH   SOLE   40,638 0 0
FINISH LINE INC. CL A COM 317923100 618 30,607 SH   SOLE   30,607 0 0
FIRST BANCORP (NORTH CAROLINA) COM 318910106 225 12,799 SH   SOLE   12,799 0 0
FIRST CASH FINANCIAL SERVICES INC. COM 31942D107 1,011 19,692 SH   SOLE   19,692 0 0
FIRST COMMUNITY BANCSHARES INC COM 31983A103 288 12,833 SH   SOLE   12,833 0 0
FIRST INTERSTATE BANCSYSTEM INC. C COM 32055Y201 399 14,208 SH   SOLE   14,208 0 0
FIRST MIDWEST BANCORP COM 320867104 1,026 58,455 SH   SOLE   58,455 0 0
FIRST SOLAR INC. COM 336433107 1,937 39,949 SH   SOLE   39,949 0 0
FIRSTMERIT CORP. COM 337915102 5,485 270,615 SH   SOLE   270,615 0 0
FIVE BELOW INC COM 33829M101 1,776 38,258 SH   SOLE   38,258 0 0
FORD MOTOR CO. COM 345370860 25,569 2,034,126 SH   SOLE   2,034,126 0 0
FORTINET INC. COM 34959E109 4,538 143,648 SH   SOLE   143,648 0 0
FOUR CORNERS PROPERTY INC TRUST COM 35086T109 968 47,003 SH   SOLE   47,003 0 0
GENERAL COMMUNICATION INC. CL A COM 369385109 391 24,743 SH   SOLE   24,743 0 0
GENERAL DYNAMICS CORP. COM 369550108 21,235 152,509 SH   SOLE   152,509 0 0
GENESEE & WYOMING INC. CL A COM 371559105 3,164 53,673 SH   SOLE   53,673 0 0
GLOBAL BLOOD THERAPEUTICS INC COM 37890U108 191 11,535 SH   SOLE   11,535 0 0
GLOBAL NET LEASE INC COM 379378102 1,138 143,197 SH   SOLE   143,197 0 0
GLOBAL PAYMENTS INC. COM 37940X102 6,173 86,485 SH   SOLE   86,485 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 29,929 201,432 SH   SOLE   201,432 0 0
WW GRAINGER INC COM 384802104 7,225 31,794 SH   SOLE   31,794 0 0
GREATBATCH INC. COM 39153L106 707 22,852 SH   SOLE   22,852 0 0
GREEN PLAINS INC COM 393222104 566 28,681 SH   SOLE   28,681 0 0
GREIF INC. CL A COM 397624107 1,644 44,123 SH   SOLE   44,123 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 336 5,441 SH   SOLE   5,441 0 0
HCP REIT INC COM 40414L109 9,491 268,245 SH   SOLE   268,245 0 0
HP INC COM 40434L105 11,201 892,540 SH   SOLE   892,540 0 0
HAIN CELESTIAL GROUP INC. COM 405217100 5,004 100,590 SH   SOLE   100,590 0 0
HALYARD HEALTH INC COM 40650V100 2,487 76,466 SH   SOLE   76,466 0 0
HARMONIC INC. COM 413160102 181 63,609 SH   SOLE   63,609 0 0
HARTFORD FINANCIAL SERVICES GROUP COM 416515104 9,100 205,055 SH   SOLE   205,055 0 0
HAWAIIAN ELECTRIC INDUSTRIES INC. COM 419870100 3,323 101,331 SH   SOLE   101,331 0 0
HAWAIIAN HOLDINGS INC. COM 419879101 1,448 38,141 SH   SOLE   38,141 0 0
HERITAGE COMMERCE CORP. COM 426927109 168 15,968 SH   SOLE   15,968 0 0
HERITAGE INSURANCE HOLDINGS INC COM 42727J102 217 18,152 SH   SOLE   18,152 0 0
HESS CORP. COM 42809H107 8,293 137,985 SH   SOLE   137,985 0 0
HOOKER FURNITURE CORP. COM 439038100 180 8,359 SH   SOLE   8,359 0 0
HORACE MANN EDUCATORS CORP. COM 440327104 961 28,431 SH   SOLE   28,431 0 0
HORNBECK OFFSHORE SERVICES INC. COM 440543106 225 26,939 SH   SOLE   26,939 0 0
HOWARD HUGHES CORP. COM 44267D107 122 1,069 SH   SOLE   1,069 0 0
HUMANA INC COM 444859102 15,068 83,767 SH   SOLE   83,767 0 0
IDACORP INC. COM 451107106 6,666 81,937 SH   SOLE   81,937 0 0
IDEX CORP. COM 45167R104 6,119 74,530 SH   SOLE   74,530 0 0
IMPRIVATA INC COM 45323J103 185 13,187 SH   SOLE   13,187 0 0
INFINERA CORP COM 45667G103 1,123 99,555 SH   SOLE   99,555 0 0
INSIGHT ENTERPRISES INC. COM 45765U103 735 28,266 SH   SOLE   28,266 0 0
INNERWORKINGS INC. COM 45773Y105 230 27,773 SH   SOLE   27,773 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP COM 457985208 1,721 21,577 SH   SOLE   21,577 0 0
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 4,374 217,283 SH   SOLE   217,283 0 0
INTERSECT ENT INC COM 46071F103 232 17,947 SH   SOLE   17,947 0 0
IRON MOUNTAIN INC COM 46284V101 5,946 149,282 SH   SOLE   149,282 0 0
ISHARES PLUS YEAR TREASURY BOND E COM 464287432 123,984 892,610 SH   SOLE   892,610 0 0
ITC HOLDINGS CORP. COM 465685105 367 7,848 SH   SOLE   7,848 0 0
ITRON INC. COM 465741106 1,159 26,886 SH   SOLE   26,886 0 0
J&J SNACK FOODS CORP. COM 466032109 1,249 10,475 SH   SOLE   10,475 0 0
JANUS CAPITAL GROUP INC. COM 47102X105 3,343 240,191 SH   SOLE   240,191 0 0
PARK NATIONAL CORP COM 700658107 897 9,773 SH   SOLE   9,773 0 0
PARKER DRILLING CO. COM 701081101 203 88,452 SH   SOLE   88,452 0 0
PEOPLES BANCORP INC. (OHIO) COM 709789101 320 14,697 SH   SOLE   14,697 0 0
PETMED EXPRESS INC. COM 716382106 306 16,287 SH   SOLE   16,287 0 0
PHILLIPS 66 COM 718546104 19,312 243,410 SH   SOLE   243,410 0 0
PIER 1 IMPORTS INC. COM 720279108 348 67,722 SH   SOLE   67,722 0 0
PINNACLE FINANCIAL PARTNERS INC. COM 72346Q104 1,418 29,031 SH   SOLE   29,031 0 0
PINNACLE FOODS INC. COM 72348P104 158 3,417 SH   SOLE   3,417 0 0
POTLATCH CORP. COM 737630103 2,255 66,142 SH   SOLE   66,142 0 0
PRAXAIR INC. COM 74005P104 17,926 159,501 SH   SOLE   159,501 0 0
PROS HOLDINGS INC. COM 74346Y103 289 16,577 SH   SOLE   16,577 0 0
PUBLIC SERVICE ENTERPRISE GROUP IN COM 744573106 12,296 263,796 SH   SOLE   263,796 0 0
QLOGIC CORP. COM 747277101 899 60,999 SH   SOLE   60,999 0 0
QCR HOLDINGS INC. COM 74727A104 243 8,923 SH   SOLE   8,923 0 0
QUAD GRAPHICS INC CLASS A COM 747301109 1,113 47,790 SH   SOLE   47,790 0 0
QUANTA SERVICES INC. COM 74762E102 1,857 80,324 SH   SOLE   80,324 0 0
QUEST DIAGNOSTICS INC. COM 74834L100 6,005 73,757 SH   SOLE   73,757 0 0
RADIUS HEALTH INC COM 750469207 849 23,097 SH   SOLE   23,097 0 0
RALPH LAUREN CORPORATION COM 751212101 2,681 29,910 SH   SOLE   29,910 0 0
RAVEN INDUSTRIES INC. COM 754212108 525 27,697 SH   SOLE   27,697 0 0
RE MAX HOLDINGS INC CLASS A COM 75524W108 529 13,145 SH   SOLE   13,145 0 0
RED HAT INC. COM 756577102 7,399 101,921 SH   SOLE   101,921 0 0
REGENXBIO INC COM 75901B107 136 16,982 SH   SOLE   16,982 0 0
RESOURCE CAPITAL REIT CORP COM 76120W708 307 23,869 SH   SOLE   23,869 0 0
REVLON INC. CL A COM 761525609 288 8,957 SH   SOLE   8,957 0 0
REYNOLDS AMERICAN INC COM 761713106 24,302 450,623 SH   SOLE   450,623 0 0
RITE AID CORP. COM 767754104 580 77,392 SH   SOLE   77,392 0 0
ROCKWELL AUTOMATION INC. COM 773903109 8,300 72,285 SH   SOLE   72,285 0 0
ROLLINS INC. COM 775711104 2,715 92,764 SH   SOLE   92,764 0 0
ROPER TECHNOLOGIES INC COM 776696106 9,302 54,536 SH   SOLE   54,536 0 0
ROUSE PROPERTIES INC. COM 779287101 548 30,000 SH   SOLE   30,000 0 0
SEI INVESTMENTS CO. COM 784117103 6,418 133,403 SH   SOLE   133,403 0 0
NAVIENT COM 78442P106 2,484 401,918 SH   SOLE   401,918 0 0
SPS COMMERCE INC. COM 78463M107 687 11,344 SH   SOLE   11,344 0 0
SP PLUS CORP COM 78469C103 304 13,471 SH   SOLE   13,471 0 0
SVB FINANCIAL GROUP COM 78486Q101 4,797 50,411 SH   SOLE   50,411 0 0
SAIA INC. COM 78709Y105 450 17,888 SH   SOLE   17,888 0 0
SANCHEZ ENERGY CORP. COM 79970Y105 316 44,779 SH   SOLE   44,779 0 0
HENRY SCHEIN INC. COM 806407102 8,174 46,232 SH   SOLE   46,232 0 0
SCOTTS MIRACLE-GRO CO. COM 810186106 3,108 44,452 SH   SOLE   44,452 0 0
SEACOAST BANKING OF FLORIDA ORD COM 811707801 363 22,361 SH   SOLE   22,361 0 0
SEACOR HOLDINGS INC. COM 811904101 726 12,526 SH   SOLE   12,526 0 0
SENIOR HOUSING PROPERTIES TRUST RE COM 81721M109 4,933 236,817 SH   SOLE   236,817 0 0
SERVICE ORD COM 817565104 5,147 190,360 SH   SOLE   190,360 0 0
SERVICEMASTER GLOBAL HOLDINGS INC COM 81761R109 406 10,197 SH   SOLE   10,197 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 872 17,659 SH   SOLE   17,659 0 0
SHENANDOAH TELECOMMUNICATIONS CO. COM 82312B106 1,324 33,888 SH   SOLE   33,888 0 0
SHERWIN-WILLIAMS CO. COM 824348106 13,017 44,324 SH   SOLE   44,324 0 0
SHUTTERFLY INC NOTE 82568PAB2 1,280 12,384 SH   SOLE   12,384 0 0
SIGMA DESIGNS INC. COM 826565103 163 25,401 SH   SOLE   25,401 0 0
SILICON LABORATORIES INC. COM 826919102 3,168 64,996 SH   SOLE   64,996 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 325 26,780 SH   SOLE   26,780 0 0
SOUTHWESTERN ENERGY CO NOTE 845467208 58 1,848 SH   SOLE   1,848 0 0
SPARK THERAPEUTICS INC COM 84652J103 653 12,778 SH   SOLE   12,778 0 0
SPARTAN MOTORS INC. COM 846819100 166 26,557 SH   SOLE   26,557 0 0
SPECTRANETICS CORP. COM 84760C107 594 31,760 SH   SOLE   31,760 0 0
SPECTRANETICS CORP. NOTE 84760CAA5 1,506 13,875 SH   SOLE   13,875 0 0
SPECTRUM PHARMACEUTICALS INC. COM 84763A108 331 50,358 SH   SOLE   50,358 0 0
SPIRE INC COM 84857L101 2,259 31,890 SH   SOLE   31,890 0 0
SPIRIT RLTY CAP INC NEW NOTE 84860WAA0 1,020 9,270 SH   SOLE   9,270 0 0
SPIRIT RLTY CAP INC NEW NOTE 84860WAB8 495 4,354 SH   SOLE   4,354 0 0
STARWOOD PPTY TR INC NOTE 85571BAA3 858 7,871 SH   SOLE   7,871 0 0
STARZ COM 85571Q102 190 6,338 SH   SOLE   6,338 0 0
STARWOOD WAYPOINT RESIDENTL NOTE 85571WAB5 425 3,686 SH   SOLE   3,686 0 0
STEIN MART INC. COM 858375108 165 21,417 SH   SOLE   21,417 0 0
STEWART INFORMATION SERVICES CORP. COM 860372101 687 16,589 SH   SOLE   16,589 0 0
STILLWATER MINING ORD COM 86074Q102 1,001 84,401 SH   SOLE   84,401 0 0
STILLWATER MNG CO NOTE 86074QAL6 1,871 14,564 SH   SOLE   14,564 0 0
SUCAMPO PHARMACEUTICALS INC CLASS COM 864909106 200 18,274 SH   SOLE   18,274 0 0
JABIL CIRCUIT INC. COM 466313103 3,315 179,467 SH   SOLE   179,467 0 0
JACK IN THE BOX INC. COM 466367109 4,593 53,459 SH   SOLE   53,459 0 0
JIVE SOFTWARE INC. COM 47760A108 167 44,354 SH   SOLE   44,354 0 0
JOY GLOBAL INC. COM 481165108 3,392 160,471 SH   SOLE   160,471 0 0
JUNIPER NETWORKS INC. COM 48203R104 4,114 182,942 SH   SOLE   182,942 0 0
KLX INC COM 482539103 2,679 86,429 SH   SOLE   86,429 0 0
KANSAS CITY SOUTHERN COM 485170302 5,072 56,295 SH   SOLE   56,295 0 0
KEMPER CORP COM 488401100 2,285 73,744 SH   SOLE   73,744 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 4,653 159,944 SH   SOLE   159,944 0 0
KFORCE INC. COM 493732101 326 19,273 SH   SOLE   19,273 0 0
LAM RESEARCH CORP. COM 512807108 7,415 88,210 SH   SOLE   88,210 0 0
LANCASTER COLONY CORP. COM 513847103 3,973 31,132 SH   SOLE   31,132 0 0
LANNETT COMPANY INC COM 516012101 465 19,554 SH   SOLE   19,554 0 0
LEGACYTEXAS FINANCIAL GROUP INC COM 52471Y106 898 33,353 SH   SOLE   33,353 0 0
LEXINGTON REALTY TRUST REIT COM 529043101 1,793 177,397 SH   SOLE   177,397 0 0
LIMONEIRA CO. COM 532746104 160 9,067 SH   SOLE   9,067 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 292 36,097 SH   SOLE   36,097 0 0
LIONBRIDGE TECHNOLOGIES INC. COM 536252109 186 46,967 SH   SOLE   46,967 0 0
LOWES COS. COM 548661107 39,479 498,662 SH   SOLE   498,662 0 0
LUMBER LIQUIDATORS HOLDINGS INC. COM 55003T107 312 20,221 SH   SOLE   20,221 0 0
WILLIAM LYON HOMES ORD CLASS A COM 552074700 291 18,074 SH   SOLE   18,074 0 0
MBIA INC. COM 55262C100 661 96,752 SH   SOLE   96,752 0 0
MDC PARTNERS INC CLASS A COM 552697104 687 37,583 SH   SOLE   37,583 0 0
MGIC INVESTMENT CORP COM 552848103 1,467 246,562 SH   SOLE   246,562 0 0
MTS SYSTEMS CORP. COM 553777103 478 10,908 SH   SOLE   10,908 0 0
MYR GROUP INC. COM 55405W104 339 14,070 SH   SOLE   14,070 0 0
MACQUARIE INFRASTRUCTURE CORP COM 55608B105 164 2,209 SH   SOLE   2,209 0 0
MACYS INC. COM 55616P104 5,405 160,817 SH   SOLE   160,817 0 0
STEVEN MADDEN LTD. COM 556269108 1,522 44,539 SH   SOLE   44,539 0 0
MAINSOURCE FINANCIAL GROUP INC. COM 56062Y102 347 15,755 SH   SOLE   15,755 0 0
MARATHON OIL CORP COM 565849106 6,634 441,963 SH   SOLE   441,963 0 0
MARATHON PETROLEUM CORP. COM 56585A102 10,483 276,146 SH   SOLE   276,146 0 0
MARINEMAX INC COM 567908108 331 19,527 SH   SOLE   19,527 0 0
MARSH & MCLENNAN INC COM 571748102 20,144 294,240 SH   SOLE   294,240 0 0
MATTEL INC. COM 577081102 6,042 193,099 SH   SOLE   193,099 0 0
MCGRATH RENTCORP COM 580589109 571 18,660 SH   SOLE   18,660 0 0
MERCANTILE BANK CORP. COM 587376104 289 12,116 SH   SOLE   12,116 0 0
MERIT MEDICAL SYSTEMS INC. COM 589889104 640 32,256 SH   SOLE   32,256 0 0
MESA LABORATORIES INC COM 59064R109 277 2,256 SH   SOLE   2,256 0 0
MICHAELS COMPANIES INC COM 59408Q106 171 6,008 SH   SOLE   6,008 0 0
MICRON TECHNOLOGY INC. COM 595112103 7,404 538,112 SH   SOLE   538,112 0 0
MITEK SYSTEMS INC. COM 606710200 162 22,722 SH   SOLE   22,722 0 0
MONEYGRAM INTERNATIONAL INC COM 60935Y208 149 21,756 SH   SOLE   21,756 0 0
MONSTER WORLDWIDE INC. COM 611742107 156 65,069 SH   SOLE   65,069 0 0
MONSTER BEVERAGE CORP COM 61174X109 12,810 79,709 SH   SOLE   79,709 0 0
MULTI-FINELINE ELECTRONIX INC. COM 62541B101 165 7,104 SH   SOLE   7,104 0 0
NMI HOLDINGS INC CLASS A COM 629209305 186 34,029 SH   SOLE   34,029 0 0
NRG YIELD INC CLASS A COM 62942X306 366 24,048 SH   SOLE   24,048 0 0
NATIONAL FUEL GAS ORD COM 636180101 4,519 79,450 SH   SOLE   79,450 0 0
NAUTILUS INC. COM 63910B102 431 24,174 SH   SOLE   24,174 0 0
NEVRO CORP COM 64157F103 1,290 17,489 SH   SOLE   17,489 0 0
NEW JERSEY RESOURCES CORP. COM 646025106 5,362 139,105 SH   SOLE   139,105 0 0
NICOLET BANKSHARES INC COM 65406E102 186 4,885 SH   SOLE   4,885 0 0
NORFOLK SOUTHERN CORP COM 655844108 13,127 154,195 SH   SOLE   154,195 0 0
NORTHROP GRUMMAN CORP. COM 666807102 22,308 100,360 SH   SOLE   100,360 0 0
NVIDIA CORP. COM 67066G104 13,408 285,213 SH   SOLE   285,213 0 0
OFG BANCORP. COM 67103X102 253 30,469 SH   SOLE   30,469 0 0
OSI SYSTEMS INC. COM 671044105 789 13,580 SH   SOLE   13,580 0 0
OCEANFIRST FINANCIAL CORP. COM 675234108 263 14,452 SH   SOLE   14,452 0 0
OLD SECOND BANCORP INC. COM 680277100 146 21,355 SH   SOLE   21,355 0 0
OLIN CORP. COM 680665205 6,681 268,971 SH   SOLE   268,971 0 0
OLYMPIC STEEL INC. COM 68162K106 187 6,859 SH   SOLE   6,859 0 0
ONEOK INC COM 682680103 6,599 139,066 SH   SOLE   139,066 0 0
PHYSICIANS REALTY TRUST REIT COM 71943U104 2,167 103,145 SH   SOLE   103,145 0 0
PINNACLE ENTERTAINMENT INC COM 72348Y105 470 42,397 SH   SOLE   42,397 0 0
PLANTRONICS INC. COM 727493108 2,373 53,931 SH   SOLE   53,931 0 0
PROASSURANCE CORP. COM 74267C106 83 1,554 SH   SOLE   1,554 0 0
PRIVATEBANCORP INC. COM 742962103 5,678 128,966 SH   SOLE   128,966 0 0
PROGENICS PHARMACEUTICALS INC. COM 743187106 212 50,187 SH   SOLE   50,187 0 0
PROGRESS SOFTWARE CORP. COM 743312100 963 35,061 SH   SOLE   35,061 0 0
THE PROVIDENCE SERVICE CORP. COM 743815102 453 10,095 SH   SOLE   10,095 0 0
PRUDENTIAL FINANCIAL INC. COM 744320102 16,442 230,476 SH   SOLE   230,476 0 0
QEP RESOURCES INC. COM 74733V100 3,910 221,774 SH   SOLE   221,774 0 0
Q2 HOLDINGS INC COM 74736L109 518 18,471 SH   SOLE   18,471 0 0
QUALCOMM INC. COM 747525103 41,779 779,902 SH   SOLE   779,902 0 0
QUIDEL CORP. COM 74838J101 374 20,948 SH   SOLE   20,948 0 0
QUINTILES TRANSNATIONAL HOLDINGS I COM 74876Y101 321 4,907 SH   SOLE   4,907 0 0
RLJ LODGING TRUST REIT COM 74965L101 22,117 1,031,093 SH   SOLE   1,031,093 0 0
RELYPSA INC COM 759531106 496 26,794 SH   SOLE   26,794 0 0
RENASANT CORP. COM 75970E107 961 29,711 SH   SOLE   29,711 0 0
RETAIL PROPERTIES OF AMERICA REIT COM 76131V202 331 19,569 SH   SOLE   19,569 0 0
RINGCENTRAL INC CLASS A COM 76680R206 825 41,827 SH   SOLE   41,827 0 0
ROCKWELL MEDICAL INC COM 774374102 327 43,247 SH   SOLE   43,247 0 0
ROSS STORES INC. COM 778296103 12,766 225,185 SH   SOLE   225,185 0 0
SL GREEN REALTY REIT CORP COM 78440X101 6,097 57,265 SH   SOLE   57,265 0 0
SPX CORP COM 784635104 457 30,773 SH   SOLE   30,773 0 0
SPDR S&P MIDCAP 400 ETF COM 78467Y107 30,926 113,600 SH   SOLE   113,600 0 0
SAGE THERAPEUTICS INC COM 78667J108 594 19,722 SH   SOLE   19,722 0 0
SAGENT PHARMACEUTICALS INC COM 786692103 255 17,025 SH   SOLE   17,025 0 0
SANTANDER CONSUMER USA HOLDINGS IN COM 80283M101 32 3,119 SH   SOLE   3,119 0 0
SCHLUMBERGER NV COM 806857108 57,306 724,653 SH   SOLE   724,653 0 0
SELECT COMFORT CORP. COM 81616X103 773 36,165 SH   SOLE   36,165 0 0
SHUTTERFLY INC. COM 82568P304 1,165 24,993 SH   SOLE   24,993 0 0
SILGAN HOLDINGS INC. COM 827048109 2,055 39,925 SH   SOLE   39,925 0 0
SIMON PROPERTY GROUP REIT INC COM 828806109 41,085 189,419 SH   SOLE   189,419 0 0
SKYWEST INC. COM 830879102 961 36,336 SH   SOLE   36,336 0 0
SMITH & WESSON HOLDING CORP. COM 831756101 1,042 38,344 SH   SOLE   38,344 0 0
SPARTON CORP. COM 847235108 167 7,693 SH   SOLE   7,693 0 0
SPIRIT REALTY CAPITAL REIT INC COM 84860W102 505 39,539 SH   SOLE   39,539 0 0
STATE AUTO FINANCIAL CORP. COM 855707105 252 11,516 SH   SOLE   11,516 0 0
STOCK YARDS BANCORP INC COM 861025104 448 15,862 SH   SOLE   15,862 0 0
SUMMIT MIDSTREAM PARTNERS UNITS COM 866142102 1,836 80,355 SH   SOLE   80,355 0 0
SUNCOKE ENERGY INC. COM 86722A103 301 51,660 SH   SOLE   51,660 0 0
SUNOCO LOGISTICS PARTNERS L.P. COM 86764L108 7,188 250,000 SH   SOLE   250,000 0 0
SUNRUN INC COM 86771W105 300 50,591 SH   SOLE   50,591 0 0
SYNCHRONOSS TECHNOLOGIES INC. COM 87157B103 932 29,247 SH   SOLE   29,247 0 0
SYNCHRONOSS TECHNOLOGIES INC NOTE 87157BAA1 1,561 14,641 SH   SOLE   14,641 0 0
SYSCO CORP COM 871829107 15,084 297,273 SH   SOLE   297,273 0 0
TRI POINTE GROUP INC COM 87265H109 2,908 246,035 SH   SOLE   246,035 0 0
TTM TECHNOLOGIES INC NOTE 87305RAD1 1,572 13,166 SH   SOLE   13,166 0 0
TAKE-TWO INTERACTIVE SOFTWARE INC. COM 874054109 2,243 59,161 SH   SOLE   59,161 0 0
TASER INTERNATIONAL INC. COM 87651B104 940 37,777 SH   SOLE   37,777 0 0
TESCO CORP COM 88157K101 201 30,000 SH   SOLE   30,000 0 0
TEXAS INSTRUMENTS INCORPORATED COM 882508104 35,485 566,405 SH   SOLE   566,405 0 0
THOR INDUSTRIES INC. COM 885160101 2,924 45,160 SH   SOLE   45,160 0 0
TIFFANY & CO. COM 886547108 3,466 57,156 SH   SOLE   57,156 0 0
TILE SHOP HOLDINGS INC COM 88677Q109 447 22,494 SH   SOLE   22,494 0 0
TIMKENSTEEL CORP COM 887399103 272 28,226 SH   SOLE   28,226 0 0
TRIBUNE MEDIA COMPANY ORD CLASS A COM 896047503 101 2,571 SH   SOLE   2,571 0 0
TRIMAS CORP. COM 896215209 593 32,928 SH   SOLE   32,928 0 0
TRONC INC COM 89703P107 289 20,916 SH   SOLE   20,916 0 0
TRUEBLUE INC. COM 89785X101 561 29,662 SH   SOLE   29,662 0 0
UGI CORP. COM 902681105 7,339 162,192 SH   SOLE   162,192 0 0
USG CORP. COM 903293405 69 2,577 SH   SOLE   2,577 0 0
UNISYS CORP. COM 909214306 281 38,612 SH   SOLE   38,612 0 0
UNITED BANKSHARES INC. COM 909907107 1,822 48,571 SH   SOLE   48,571 0 0
SAFETY INSURANCE GROUP INC. COM 78648T100 625 10,156 SH   SOLE   10,156 0 0
SANDERSON FARMS INC. COM 800013104 1,344 15,516 SH   SOLE   15,516 0 0
SCIENCE APPLICATIONS INTERNATIONAL COM 808625107 4,029 69,041 SH   SOLE   69,041 0 0
SCIENTIFIC GAMES CORP. COM 80874P109 323 35,147 SH   SOLE   35,147 0 0
SEMGROUP CORP. CL A COM 81663A105 2,672 82,053 SH   SOLE   82,053 0 0
SIGNATURE BANK COM 82669G104 6,474 51,825 SH   SOLE   51,825 0 0
SNAP-ON INC. COM 833034101 5,041 31,942 SH   SOLE   31,942 0 0
SOTHEBYS COM 835898107 2,368 86,421 SH   SOLE   86,421 0 0
SONUS NETWORKS INC COM 835916503 311 35,788 SH   SOLE   35,788 0 0
SOUTH STATE CORP COM 840441109 1,195 17,567 SH   SOLE   17,567 0 0
SOUTHERN ORD COM 842587107 26,249 489,445 SH   SOLE   489,445 0 0
SOUTHWEST AIRLINES CO. COM 844741108 14,075 358,974 SH   SOLE   358,974 0 0
SOUTHWEST BANCORP INC. COM 844767103 227 13,419 SH   SOLE   13,419 0 0
SPEEDWAY MOTORSPORTS INC. COM 847788106 173 9,753 SH   SOLE   9,753 0 0
SPIRIT AIRLINES INC. COM 848577102 95 2,110 SH   SOLE   2,110 0 0
SPLUNK INC COM 848637104 534 9,853 SH   SOLE   9,853 0 0
SPORTSMANS WAREHOUSE HOLDINGS INC COM 84920Y106 168 20,824 SH   SOLE   20,824 0 0
STAAR SURGICAL CO. COM 852312305 163 29,550 SH   SOLE   29,550 0 0
STANDARD MOTOR PRODUCTS INC. COM 853666105 589 14,802 SH   SOLE   14,802 0 0
STRYKER CORP. COM 863667101 21,432 178,857 SH   SOLE   178,857 0 0
SUFFOLK COM 864739107 287 9,163 SH   SOLE   9,163 0 0
SUN BANCORP INC COM 86663B201 144 6,951 SH   SOLE   6,951 0 0
SUNSTONE HOTEL INVESTORS INC. COM 867892101 2,031 168,294 SH   SOLE   168,294 0 0
SUNTRUST BANKS INC COM 867914103 10,735 261,309 SH   SOLE   261,309 0 0
SUPERIOR INDUSTRIES INTERNATIONAL COM 868168105 498 18,609 SH   SOLE   18,609 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 709 34,803 SH   SOLE   34,803 0 0
SURMODICS INC. COM 868873100 291 12,386 SH   SOLE   12,386 0 0
SYMANTEC CORP. COM 871503108 6,640 323,262 SH   SOLE   323,262 0 0
SYNOVUS FINANCIAL CORP COM 87161C501 3,417 117,856 SH   SOLE   117,856 0 0
SYNNEX CORP. COM 87162W100 4,497 47,426 SH   SOLE   47,426 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 498 17,474 SH   SOLE   17,474 0 0
TALLGRASS ENERGY GP ORD CLASS A COM 874696107 3,386 150,000 SH   SOLE   150,000 0 0
TALMER BANCORP INC CLASS A COM 87482X101 820 42,753 SH   SOLE   42,753 0 0
TEAM HEALTH HOLDINGS INC. COM 87817A107 2,091 51,409 SH   SOLE   51,409 0 0
TEJON RANCH CO. COM 879080109 257 10,892 SH   SOLE   10,892 0 0
TELADOC INC COM 87918A105 268 16,744 SH   SOLE   16,744 0 0
TELIGENT INC COM 87960W104 273 38,216 SH   SOLE   38,216 0 0
TENNANT CO. COM 880345103 708 13,143 SH   SOLE   13,143 0 0
TENNECO INC. COM 880349105 1,898 40,715 SH   SOLE   40,715 0 0
TEREX CORP. COM 880779103 2,081 102,474 SH   SOLE   102,474 0 0
TEXTRON INC COM 883203101 5,265 144,015 SH   SOLE   144,015 0 0
THERMO FISHER SCIENTIFIC INC. COM 883556102 31,324 211,992 SH   SOLE   211,992 0 0
THOMSON REUTERS CORP COM 884903105 358 8,886 SH   SOLE   8,886 0 0
TIME WARNER INC. COM 887317303 31,896 433,718 SH   SOLE   433,718 0 0
TOLL BROTHERS INC. COM 889478103 3,948 146,697 SH   SOLE   146,697 0 0
TOMPKINS FINANCIAL CORP COM 890110109 705 10,853 SH   SOLE   10,853 0 0
TOPBUILD CORP COM 89055F103 1,013 27,994 SH   SOLE   27,994 0 0
TRANSUNION ORD COM 89400J107 133 3,985 SH   SOLE   3,985 0 0
TRAVELERS COS. INC. COM 89417E109 18,148 152,451 SH   SOLE   152,451 0 0
TRIUMPH GROUP INC. COM 896818101 2,865 80,714 SH   SOLE   80,714 0 0
TWENTY FIRST CENTURY FOX INC CLASS COM 90130A101 16,408 606,571 SH   SOLE   606,571 0 0
TWITTER INC COM 90184L102 750 44,323 SH   SOLE   44,323 0 0
UDR INC. COM 902653104 5,610 151,962 SH   SOLE   151,962 0 0
US BANCORP ORD COM 902973304 34,130 846,259 SH   SOLE   846,259 0 0
U.S. PHYSICAL THERAPY INC. COM 90337L108 544 9,038 SH   SOLE   9,038 0 0
UBIQUITI NETWORKS INC. COM 90347A100 735 19,005 SH   SOLE   19,005 0 0
ULTA SALON COSMETICS & FRAGRANCE I COM 90384S303 8,479 34,800 SH   SOLE   34,800 0 0
ULTRATECH INC. COM 904034105 431 18,771 SH   SOLE   18,771 0 0
UNITED NATURAL FOODS INC. COM 911163103 3,810 81,412 SH   SOLE   81,412 0 0
US FOODS HOLDING CORP COM 912008109 81 3,358 SH   SOLE   3,358 0 0
UNITIL CORP. COM 913259107 462 10,837 SH   SOLE   10,837 0 0
UNIVERSAL AMERICAN CORP. COM 91338E101 345 45,487 SH   SOLE   45,487 0 0
UNIVERSAL ELECTRONICS INC. COM 913483103 784 10,849 SH   SOLE   10,849 0 0
NEKTAR THERAPEUTICS COM 640268108 1,323 92,980 SH   SOLE   92,980 0 0
NEOGEN CORP. COM 640491106 1,486 26,411 SH   SOLE   26,411 0 0
NEOGENOMICS INC COM 64049M209 318 39,514 SH   SOLE   39,514 0 0
NETAPP INC. COM 64110D104 3,707 150,749 SH   SOLE   150,749 0 0
NETGEAR INC. COM 64111Q104 1,142 24,021 SH   SOLE   24,021 0 0
NEW MEDIA INVESTMENT GROUP INC COM 64704V106 591 32,716 SH   SOLE   32,716 0 0
NEW RELIC INC COM 64829B100 472 16,076 SH   SOLE   16,076 0 0
NEXSTAR BROADCASTING GROUP INC CLA COM 65336K103 1,035 21,762 SH   SOLE   21,762 0 0
NORDSTROM INC COM 655664100 2,754 72,386 SH   SOLE   72,386 0 0
NOW INC COM 67011P100 3,189 175,818 SH   SOLE   175,818 0 0
NUVASIVE INC. COM 670704105 2,140 35,840 SH   SOLE   35,840 0 0
OGE ENERGY CORP. COM 670837103 6,143 187,573 SH   SOLE   187,573 0 0
OMEGA PROTEIN CORP. COM 68210P107 334 16,727 SH   SOLE   16,727 0 0
ON SEMICONDUCTOR CORP COM 682189105 124 14,075 SH   SOLE   14,075 0 0
ONE LIBERTY PROPERTIES INC. COM 682406103 245 10,261 SH   SOLE   10,261 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 173 16,774 SH   SOLE   16,774 0 0
ORCHIDS PAPER PRODUCTS ORD COM 68572N104 254 7,153 SH   SOLE   7,153 0 0
OUTFRONT MEDIA INC COM 69007J106 123 5,097 SH   SOLE   5,097 0 0
OVERSTOCK.COM INC. COM 690370101 154 9,535 SH   SOLE   9,535 0 0
OWENS-ILLINOIS INC. COM 690768403 1,652 91,751 SH   SOLE   91,751 0 0
PDVWIRELESS INC COM 69290R104 221 10,342 SH   SOLE   10,342 0 0
PJT PARTNERS INC CLASS A COM 69343T107 384 16,701 SH   SOLE   16,701 0 0
PPL CORP. COM 69351T106 13,326 353,015 SH   SOLE   353,015 0 0
PVH CORP. COM 693656100 3,981 42,243 SH   SOLE   42,243 0 0
PANDORA MEDIA INC. COM 698354107 189 15,144 SH   SOLE   15,144 0 0
PANHANDLE OIL & GAS INC. COM 698477106 257 15,442 SH   SOLE   15,442 0 0
PENNSYLVANIA REAL ESTATE INVESTMEN COM 709102107 1,118 52,140 SH   SOLE   52,140 0 0
PENUMBRA INC COM 70975L107 1,106 18,592 SH   SOLE   18,592 0 0
PFIZER INC COM 717081103 111,403 3,163,949 SH   SOLE   3,163,949 0 0
PHARMERICA CORP. COM 71714F104 589 23,883 SH   SOLE   23,883 0 0
PHIBRO ANIMAL HEALTH CORP CLASS A COM 71742Q106 261 13,997 SH   SOLE   13,997 0 0
PHILLIPS PARTNERS COMMON UNITS COM 718549207 9,115 163,150 SH   SOLE   163,150 0 0
PILGRIMS PRIDE CORP. COM 72147K108 55 2,139 SH   SOLE   2,139 0 0
PIPER JAFFRAY COS. COM 724078100 405 10,737 SH   SOLE   10,737 0 0
PLAINS ALL AMERICAN PIPELINE UNITS COM 726503105 20,032 728,684 SH   SOLE   728,684 0 0
PLUG POWER INC COM 72919P202 235 126,594 SH   SOLE   126,594 0 0
PRICESMART INC. COM 741511109 1,344 14,364 SH   SOLE   14,364 0 0
PROLOGIS REIT INC COM 74340W103 14,658 298,894 SH   SOLE   298,894 0 0
PROTO LABS INC COM 743713109 1,031 17,909 SH   SOLE   17,909 0 0
PROVIDENT FINANCIAL SERVICES INC. COM 74386T105 954 48,594 SH   SOLE   48,594 0 0
PULTEGROUP INC. COM 745867101 3,308 169,722 SH   SOLE   169,722 0 0
QUORUM HEALTH CORP COM 74909E106 250 23,332 SH   SOLE   23,332 0 0
RACKSPACE HOSTING INC COM 750086100 2,197 105,305 SH   SOLE   105,305 0 0
RAMCO-GERSHENSON PROPERTIES TRUST COM 751452202 1,180 60,181 SH   SOLE   60,181 0 0
RAYONIER ADVANCED MATERIALS INC COM 75508B104 395 29,089 SH   SOLE   29,089 0 0
RAYTHEON CO. COM 755111507 21,642 159,192 SH   SOLE   159,192 0 0
REALOGY HOLDINGS CORP. COM 75605Y106 124 4,276 SH   SOLE   4,276 0 0
REALPAGE INC. COM 75606N109 889 39,824 SH   SOLE   39,824 0 0
RED HAT INC NOTE 756577AD4 575 4,722 SH   SOLE   4,722 0 0
REGAL ENTERTAINMENT GROUP COM 758766109 76 3,430 SH   SOLE   3,430 0 0
REGENCY CENTERS CORP. COM 758849103 8,170 97,578 SH   SOLE   97,578 0 0
REGIONS FINANCIAL CORP. COM 7591EP100 5,621 660,512 SH   SOLE   660,512 0 0
RESMED INC. COM 761152107 8,740 138,218 SH   SOLE   138,218 0 0
RETROPHIN INC COM 761299106 439 24,629 SH   SOLE   24,629 0 0
RETAIL OPPORTUNITY INVESTMENTS COR COM 76131N101 1,621 74,788 SH   SOLE   74,788 0 0
REX AMERICAN RESOURCES CORP. COM 761624105 276 4,613 SH   SOLE   4,613 0 0
ROADRUNNER TRANSPORTATION SYSTEMS COM 76973Q105 155 20,723 SH   SOLE   20,723 0 0
ROFIN-SINAR TECHNOLOGIES INC. COM 775043102 630 19,709 SH   SOLE   19,709 0 0
ROVI CORP NOTE 779376AD4 2,526 24,571 SH   SOLE   24,571 0 0
ROYAL BANK OF CANADA NOTE 780082AD5 99,997 912,467 SH   SOLE   912,467 0 0
ROYAL BK OF SCOTLAND PLC NOTE 780099CK1 1,500 15,424 SH   SOLE   15,424 0 0
RUSH ENTERPRISES INC. CL A COM 781846209 517 23,990 SH   SOLE   23,990 0 0
ST. JOE CO. COM 790148100 675 38,104 SH   SOLE   38,104 0 0
SCIQUEST INC. COM 80908T101 401 22,698 SH   SOLE   22,698 0 0
E.W. SCRIPPS CO. CL A COM 811054402 687 43,361 SH   SOLE   43,361 0 0
SEACOR HOLDINGS INC NOTE 81170YAB5 1,785 23,076 SH   SOLE   23,076 0 0
SELECT MEDICAL HOLDINGS CORPORATIO COM 81619Q105 846 77,871 SH   SOLE   77,871 0 0
MARKEL CORP. COM 570535104 386 405 SH   SOLE   405 0 0
MARTEN TRANSPORT LTD. COM 573075108 350 17,657 SH   SOLE   17,657 0 0
MAXIM INTEGRATED PRODUCTS INC. COM 57772K101 759 21,280 SH   SOLE   21,280 0 0
MEAD JOHNSON NUTRITION CO. COM 582839106 9,068 99,924 SH   SOLE   99,924 0 0
MEDIA GENERAL INC COM 58441K100 1,358 78,999 SH   SOLE   78,999 0 0
MEDNAX INC. COM 58502B106 6,539 90,279 SH   SOLE   90,279 0 0
MEETME INC COM 585141104 171 32,042 SH   SOLE   32,042 0 0
META FINANCIAL GROUP INC COM 59100U108 319 6,264 SH   SOLE   6,264 0 0
MICROSTRATEGY INC. COM 594972408 1,192 6,813 SH   SOLE   6,813 0 0
MINERALS TECHNOLOGIES INC. COM 603158106 3,181 55,996 SH   SOLE   55,996 0 0
MOELIS ORD CLASS A COM 60786M105 291 12,947 SH   SOLE   12,947 0 0
MOHAWK INDUSTRIES INC. COM 608190104 6,653 35,061 SH   SOLE   35,061 0 0
MOLINA HEALTHCARE INC. COM 60855R100 3,441 68,964 SH   SOLE   68,964 0 0
MONSANTO CO. COM 61166W101 24,777 239,600 SH   SOLE   239,600 0 0
MORGAN STANLEY COM 617446448 20,308 781,697 SH   SOLE   781,697 0 0
MURPHY OIL CORP. COM 626717102 2,681 84,427 SH   SOLE   84,427 0 0
MURPHY USA INC COM 626755102 2,656 35,813 SH   SOLE   35,813 0 0
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NRG ENERGY INC. COM 629377508 3,387 225,976 SH   SOLE   225,976 0 0
NATIONAL BEVERAGE CORP. COM 635017106 544 8,659 SH   SOLE   8,659 0 0
NATIONAL COMMERCE CORP COM 63546L102 160 6,854 SH   SOLE   6,854 0 0
NATIONAL HEALTH INVESTORS INC. COM 63633D104 2,113 28,135 SH   SOLE   28,135 0 0
NATIONAL OILWELL VARCO INC. COM 637071101 6,616 196,618 SH   SOLE   196,618 0 0
NAVIGANT CONSULTING INC. COM 63935N107 530 32,833 SH   SOLE   32,833 0 0
NEUSTAR INC. CL A COM 64126X201 2,090 88,904 SH   SOLE   88,904 0 0
NEW SENIOR INVESTMENT GROUP INC COM 648691103 690 64,564 SH   SOLE   64,564 0 0
NEW YORK MORTGAGE TRUST REIT INC COM 649604501 468 76,802 SH   SOLE   76,802 0 0
NEWELL BRANDS INC COM 651229106 12,402 255,339 SH   SOLE   255,339 0 0
NEWLINK GENETICS CORP. COM 651511107 183 16,225 SH   SOLE   16,225 0 0
NEWMARKET CORPORATION COM 651587107 3,972 9,586 SH   SOLE   9,586 0 0
NEWSTAR FINANCIAL INC. COM 65251F105 152 18,021 SH   SOLE   18,021 0 0
NEXPOINT RESIDENTIAL TRUST INC TRU COM 65341D102 262 14,416 SH   SOLE   14,416 0 0
NORDSON CORP. COM 655663102 4,438 53,079 SH   SOLE   53,079 0 0
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NUCOR CORP. COM 670346105 8,191 165,772 SH   SOLE   165,772 0 0
OMNOVA SOLUTIONS INC. COM 682129101 247 34,078 SH   SOLE   34,078 0 0
OMNICELL INC. COM 68213N109 961 28,087 SH   SOLE   28,087 0 0
ORITANI FINANCIAL CORP. COM 68633D103 521 32,563 SH   SOLE   32,563 0 0
OTTER TAIL CORP. COM 689648103 928 27,706 SH   SOLE   27,706 0 0
PDC ENERGY INC COM 69327R101 1,931 33,520 SH   SOLE   33,520 0 0
PICO HOLDINGS INC. COM 693366205 165 17,390 SH   SOLE   17,390 0 0
PACWEST BANCORP COM 695263103 4,282 107,643 SH   SOLE   107,643 0 0
PARAMOUNT GROUP REIT INC COM 69924R108 85 5,329 SH   SOLE   5,329 0 0
PARTY CITY HOLDCO INC COM 702149105 281 20,229 SH   SOLE   20,229 0 0
PATTERSON COS. INC. COM 703395103 2,251 47,010 SH   SOLE   47,010 0 0
PAYLOCITY HOLDING CORP COM 70438V106 683 15,808 SH   SOLE   15,808 0 0
PEBBLEBROOK HOTEL TRUST REIT COM 70509V100 1,421 54,120 SH   SOLE   54,120 0 0
PEGASYSTEMS INC. COM 705573103 669 24,819 SH   SOLE   24,819 0 0
PENN NATIONAL GAMING INC. COM 707569109 813 58,282 SH   SOLE   58,282 0 0
PENNYMAC FINANCIAL SERVICES INC CL COM 70932B101 139 11,148 SH   SOLE   11,148 0 0
PIEDMONT OFFICE REALTY TRUST REIT COM 720190206 257 11,952 SH   SOLE   11,952 0 0
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PLATFORM SPECIALTY PRODUCTS CORP COM 72766Q105 43 4,861 SH   SOLE   4,861 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 833 35,298 SH   SOLE   35,298 0 0
PREFERRED APARTMENT COMMUNITIES RE COM 74039L103 261 17,716 SH   SOLE   17,716 0 0
PREMIER INC CLASS A COM 74051N102 65 1,987 SH   SOLE   1,987 0 0
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PRIMERICA INC. COM 74164M108 4,435 77,477 SH   SOLE   77,477 0 0
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SYNAPTICS INC. COM 87157D109 3,185 59,254 SH   SOLE   59,254 0 0
SYNTEL INC. COM 87162H103 1,009 22,284 SH   SOLE   22,284 0 0
SYNERGY RESOURCES CORP COM 87164P103 906 136,008 SH   SOLE   136,008 0 0
TCF FINANCIAL CORP COM 872275102 2,027 160,259 SH   SOLE   160,259 0 0
TJX COS. COM 872540109 28,694 371,543 SH   SOLE   371,543 0 0
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TTM TECHNOLOGIES INC. COM 87305R109 401 53,307 SH   SOLE   53,307 0 0
TAHOE RESOURCES INC COM 873868103 132 8,892 SH   SOLE   8,892 0 0
TARGA RESOURCES CORP. COM 87612G101 10,308 244,621 SH   SOLE   244,621 0 0
TEAM INC COM 878155100 526 21,200 SH   SOLE   21,200 0 0
TECH DATA CORP COM 878237106 4,123 57,390 SH   SOLE   57,390 0 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 3,288 59,428 SH   SOLE   59,428 0 0
TENET HEALTHCARE CORP. COM 88033G407 2,664 96,372 SH   SOLE   96,372 0 0
TERADYNE INC. COM 880770102 3,758 190,850 SH   SOLE   190,850 0 0
TERRENO REALTY CORP. COM 88146M101 861 33,281 SH   SOLE   33,281 0 0
TESARO INC COM 881569107 1,597 19,006 SH   SOLE   19,006 0 0
TG THERAPEUTICS INC COM 88322Q108 154 25,432 SH   SOLE   25,432 0 0
TOOTSIE ROLL INDUSTRIES INC. COM 890516107 1,167 30,284 SH   SOLE   30,284 0 0
TOWER INTERNATIONAL INC. COM 891826109 320 15,544 SH   SOLE   15,544 0 0
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TRICO BANCSHARES COM 896095106 455 16,484 SH   SOLE   16,484 0 0
TRIMBLE NAVIGATION LTD. COM 896239100 5,967 244,954 SH   SOLE   244,954 0 0
TRIUMPH BANCORP INC COM 89679E300 180 11,229 SH   SOLE   11,229 0 0
TRUSTCO BANK CORP. COM 898349105 426 66,510 SH   SOLE   66,510 0 0
TRUSTMARK CORP. COM 898402102 2,767 111,363 SH   SOLE   111,363 0 0
TUESDAY MORNING CORP. COM 899035505 226 32,204 SH   SOLE   32,204 0 0
TUTOR PERINI CORP. COM 901109108 657 27,880 SH   SOLE   27,880 0 0
USANA HEALTH SCIENCES INC. COM 90328M107 450 4,035 SH   SOLE   4,035 0 0
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UNIFIRST CORP. COM 904708104 1,243 10,742 SH   SOLE   10,742 0 0
UNION FIRST MARKET BANKSHARES CORP COM 90539J109 759 30,722 SH   SOLE   30,722 0 0
UNIT CORP. COM 909218109 563 36,160 SH   SOLE   36,160 0 0
UNITED FIRE GROUP INC COM 910340108 721 16,984 SH   SOLE   16,984 0 0
UNITED PARCEL SERVICE INC. CL B COM 911312106 41,989 389,801 SH   SOLE   389,801 0 0
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VERITIV CORP COM 923454102 227 6,046 SH   SOLE   6,046 0 0
VERISK ANALYTICS INC COM 92345Y106 7,040 86,826 SH   SOLE   86,826 0 0
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VISA INC. COM 92826C839 79,415 1,070,720 SH   SOLE   1,070,720 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 228 17,766 SH   SOLE   17,766 0 0
WD-40 CO. COM 929236107 1,167 9,934 SH   SOLE   9,934 0 0
WCI COMMUNITIES INC COM 92923C807 270 15,960 SH   SOLE   15,960 0 0
WMIH CORP COM 92936P100 418 188,330 SH   SOLE   188,330 0 0
W. P. CAREY REIT INC COM 92936U109 571 8,219 SH   SOLE   8,219 0 0
WALGREEN BOOTS ALLIANCE INC COM 931427108 37,978 456,079 SH   SOLE   456,079 0 0
WASHINGTON REAL ESTATE INVESTMENT COM 939653101 1,749 55,605 SH   SOLE   55,605 0 0
WATTS WATER TECHNOLOGIES INC. CL A COM 942749102 1,145 19,645 SH   SOLE   19,645 0 0
WAYFAIR INC CLASS A COM 94419L101 896 22,972 SH   SOLE   22,972 0 0
WEATHERFORD INTL LTD NOTE 947075AH0 1,525 13,942 SH   SOLE   13,942 0 0
WELLS FARGO & CO. COM 949746101 113,958 2,407,743 SH   SOLE   2,407,743 0 0
WESCO INTERNATIONAL INC. COM 95082P105 64 1,245 SH   SOLE   1,245 0 0
WEST CORP. COM 952355204 684 34,773 SH   SOLE   34,773 0 0
WEST PHARMACEUTICAL SERVICES INC. COM 955306105 5,454 71,883 SH   SOLE   71,883 0 0
WESTERN GAS PARTNERS UNITS COM 958254104 9,518 188,851 SH   SOLE   188,851 0 0
WESTERN UNION CO. COM 959802109 5,318 277,257 SH   SOLE   277,257 0 0
WESTLAKE CHEMICAL PARTNERS UNITS COM 960417103 2,977 149,000 SH   SOLE   149,000 0 0
WINTRUST FINANCIAL CORP. COM 97650W108 1,782 34,947 SH   SOLE   34,947 0 0
WORLD ACCEPTANCE CORP. COM 981419104 246 5,388 SH   SOLE   5,388 0 0
WORLD WRESTLING ENTERTAINMENT INC. COM 98156Q108 494 26,822 SH   SOLE   26,822 0 0
JOHNSON CONTROLS INC COM 478366107 15,360 347,033 SH   SOLE   347,033 0 0
J2 GLOBAL INC COM 48123V102 4,772 75,545 SH   SOLE   75,545 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 136 20,210 SH   SOLE   20,210 0 0
KELLY SERVICES INC. CL A COM 488152208 412 21,698 SH   SOLE   21,698 0 0
KENNAMETAL INC. COM 489170100 2,866 129,636 SH   SOLE   129,636 0 0
KNOWLES CORP COM 49926D109 1,975 144,405 SH   SOLE   144,405 0 0
KROGER CO. COM 501044101 19,810 538,472 SH   SOLE   538,472 0 0
LDR HOLDING CORP COM 50185U105 746 20,202 SH   SOLE   20,202 0 0
LSB INDUSTRIES INC. COM 502160104 178 14,697 SH   SOLE   14,697 0 0
LTC PROPERTIES INC. COM 502175102 1,475 28,512 SH   SOLE   28,512 0 0
LANDS' END INC COM 51509F105 208 12,643 SH   SOLE   12,643 0 0
LEGGETT & PLATT INC. COM 524660107 3,864 75,598 SH   SOLE   75,598 0 0
LEIDOS HOLDINGS INC COM 525327102 2,909 60,779 SH   SOLE   60,779 0 0
LENNAR CORP. CL A COM 526057104 4,560 98,906 SH   SOLE   98,906 0 0
LIBERTY MEDIA LIBERTY SIRIUSXM COR COM 531229409 84 2,688 SH   SOLE   2,688 0 0
LIBERTY MEDIA LIBERTY SIRIUSXM COR COM 531229607 167 5,423 SH   SOLE   5,423 0 0
LIFETIME BRANDS INC. COM 53222Q103 132 9,043 SH   SOLE   9,043 0 0
LOXO ONCOLOGY INC COM 548862101 245 10,559 SH   SOLE   10,559 0 0
MDU RESOURCES GROUP INC. COM 552690109 4,402 183,421 SH   SOLE   183,421 0 0
MSG NETWORKS INC CLASS A COM 553573106 670 43,652 SH   SOLE   43,652 0 0
MACOM TECHNOLOGY SOLUTIONS INC COM 55405Y100 544 16,510 SH   SOLE   16,510 0 0
MACK-CALI REALTY REIT CORP COM 554489104 4,071 150,761 SH   SOLE   150,761 0 0
MARKETO INC COM 57063L107 1,045 30,020 SH   SOLE   30,020 0 0
MASIMO CORP. COM 574795100 1,660 31,607 SH   SOLE   31,607 0 0
MATADOR RESOURCES ORD COM 576485205 1,194 60,311 SH   SOLE   60,311 0 0
MATTHEWS INTERNATIONAL CORP. CL A COM 577128101 1,278 22,968 SH   SOLE   22,968 0 0
MCDONALDS CORP COM 580135101 59,573 495,042 SH   SOLE   495,042 0 0
MEDICINOVA INC. COM 58468P206 187 24,717 SH   SOLE   24,717 0 0
MEDIVATION INC. COM 58501N101 723 11,987 SH   SOLE   11,987 0 0
MEMORIAL RESOURCE DEVELOPMENT CORP COM 58605Q109 62 3,920 SH   SOLE   3,920 0 0
MENTOR GRAPHICS CORP. COM 587200106 3,584 168,578 SH   SOLE   168,578 0 0
MERCK & CO INC COM 58933Y105 83,160 1,443,507 SH   SOLE   1,443,507 0 0
MERIDIAN BIOSCIENCE INC. COM 589584101 640 32,820 SH   SOLE   32,820 0 0
MERITAGE HOMES CORP. COM 59001A102 1,101 29,319 SH   SOLE   29,319 0 0
MID-AMERICA APARTMENT COMMUNITIES COM 59522J103 7,971 74,917 SH   SOLE   74,917 0 0
MIDWESTONE FINANCIAL GROUP INC COM 598511103 168 5,883 SH   SOLE   5,883 0 0
HERMAN MILLER INC. COM 600544100 2,894 96,813 SH   SOLE   96,813 0 0
MOMENTA PHARMACEUTICALS INC. COM 60877T100 519 48,023 SH   SOLE   48,023 0 0
MONRO MUFFLER BRAKE INC. COM 610236101 1,417 22,300 SH   SOLE   22,300 0 0
MOVADO GROUP INC. COM 624580106 256 11,791 SH   SOLE   11,791 0 0
NCR CORP. COM 62886E108 3,388 122,011 SH   SOLE   122,011 0 0
NASDAQ INC COM 631103108 3,853 59,581 SH   SOLE   59,581 0 0
NATIONAL BANKSHARES INC. COM 634865109 183 5,235 SH   SOLE   5,235 0 0
NATURAL GAS SERVICES GROUP INC. COM 63886Q109 227 9,892 SH   SOLE   9,892 0 0
NAVIENT CORP COM 63938C108 2,059 172,273 SH   SOLE   172,273 0 0
NEW RESIDENTIAL INVESTMENT REIT CO COM 64828T201 2,285 165,078 SH   SOLE   165,078 0 0
NEW YORK REIT INC COM 64976L109 1,192 128,862 SH   SOLE   128,862 0 0
NEW YORK TIMES CO. CL A COM 650111107 2,519 208,142 SH   SOLE   208,142 0 0
NEWMONT MINING CORP COM 651639106 10,823 276,654 SH   SOLE   276,654 0 0
NEWS CORP CLASS A COM 65249B109 2,252 198,397 SH   SOLE   198,397 0 0
NISOURCE INC COM 65473P105 4,446 167,654 SH   SOLE   167,654 0 0
NORTHWESTERN CORP. COM 668074305 4,204 66,660 SH   SOLE   66,660 0 0
NUTRACEUTICAL INTERNATIONAL CORP. COM 67060Y101 151 6,527 SH   SOLE   6,527 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 14,656 54,060 SH   SOLE   54,060 0 0
OLD NATIONAL BANCORP ORD COM 680033107 1,202 95,933 SH   SOLE   95,933 0 0
OLD REPUBLIC INTERNATIONAL CORP. COM 680223104 4,417 228,974 SH   SOLE   228,974 0 0
OMEROS CORP COM 682143102 295 28,078 SH   SOLE   28,078 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 174 14,161 SH   SOLE   14,161 0 0
OPKO HEALTH INC COM 68375N103 214 22,945 SH   SOLE   22,945 0 0
ORASURE TECHNOLOGIES INC. COM 68554V108 256 43,333 SH   SOLE   43,333 0 0
PDF SOLUTIONS INC. COM 693282105 281 20,079 SH   SOLE   20,079 0 0
WYNDHAM WORLDWIDE CORP. COM 98310W108 4,471 62,765 SH   SOLE   62,765 0 0
XILINX INC. COM 983919101 6,236 135,189 SH   SOLE   135,189 0 0
YELP INC CLASS A COM 985817105 134 4,413 SH   SOLE   4,413 0 0
YOUR COMMUNITY BANKSHARES INC COM 98779U106 150 4,032 SH   SOLE   4,032 0 0
ZOETIS INC. COM 98978V103 12,211 257,293 SH   SOLE   257,293 0 0
ZOES KITCHEN INC COM 98979J109 498 13,738 SH   SOLE   13,738 0 0
TE Connectivity Ltd. COM H84989104 10,000 175,096 SH   SOLE   175,096 0 0
PLANET PAYMENT INC. COM U72603118 156 34,652 SH   SOLE   34,652 0 0
URBAN OUTFITTERS INC. COM 917047102 1,332 48,431 SH   SOLE   48,431 0 0
URSTADT BIDDLE PROPERTIES REIT CLA COM 917286205 509 20,522 SH   SOLE   20,522 0 0
VCA INC COM 918194101 5,367 79,377 SH   SOLE   79,377 0 0
VECTOR GROUP LTD. COM 92240M108 1,413 63,033 SH   SOLE   63,033 0 0
VIAD CORP. COM 92552R406 500 16,137 SH   SOLE   16,137 0 0
VIRNETX HOLDING CORP COM 92823T108 142 35,612 SH   SOLE   35,612 0 0
VORNADO REALTY TRUST REIT COM 929042109 10,140 101,280 SH   SOLE   101,280 0 0
WP GLIMCHER INC COM 92939N102 3,501 312,883 SH   SOLE   312,883 0 0
WATERSTONE FINANCIAL INC COM 94188P101 348 22,721 SH   SOLE   22,721 0 0
WESTERN DIGITAL CORP. COM 958102105 6,936 146,766 SH   SOLE   146,766 0 0
WINDSTREAM HOLDINGS INC COM 97382A200 646 69,641 SH   SOLE   69,641 0 0
WINMARK CORP. COM 974250102 175 1,751 SH   SOLE   1,751 0 0
XENCOR INC COM 98401F105 462 24,320 SH   SOLE   24,320 0 0
YAHOO! INC. COM 984332106 17,108 455,492 SH   SOLE   455,492 0 0
ZEBRA TECHNOLOGIES CORP. CL A COM 989207105 2,555 50,992 SH   SOLE   50,992 0 0
ZEDGE INC CLASS B COM 98923T104 0 1 SH   SOLE   1 0 0
ZENDESK INC COM 98936J101 1,541 58,419 SH   SOLE   58,419 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 12,938 107,478 SH   SOLE   107,478 0 0
ZUMIEZ INC. COM 989817101 224 15,652 SH   SOLE   15,652 0 0
ZYNGA INC COM 98986T108 53 21,453 SH   SOLE   21,453 0 0
AMDOCS LTD COM G02602103 253 4,383 SH   SOLE   4,383 0 0
WHITE MOUNTAINS INSURANCE GROUP LT COM G9618E107 117 139 SH   SOLE   139 0 0
CHUBB LTD COM H0023R105 31,650 242,138 SH   SOLE   242,138 0 0
ONEMAIN HOLDINGS INC COM 68268W103 36 1,565 SH   SOLE   1,565 0 0
OWENS CORNING COM 690742101 175 3,393 SH   SOLE   3,393 0 0
PDL BIOPHARMA INC. COM 69329Y104 363 115,462 SH   SOLE   115,462 0 0
PRA HEALTH SCIENCES INC COM 69354M108 745 17,844 SH   SOLE   17,844 0 0
PTC THERAPEUTICS INC COM 69366J200 166 23,703 SH   SOLE   23,703 0 0
PACKAGING CORP. OF AMERICA COM 695156109 6,201 92,648 SH   SOLE   92,648 0 0
PALO ALTO NETWORKS INC. COM 697435105 802 6,543 SH   SOLE   6,543 0 0
PAPA JOHNS INTERNATIONAL INC. COM 698813102 1,363 20,042 SH   SOLE   20,042 0 0
PARK-OHIO HOLDINGS CORP. COM 700666100 195 6,899 SH   SOLE   6,899 0 0
PATTERN ENERGY GROUP INC CLASS A COM 70338P100 910 39,632 SH   SOLE   39,632 0 0
PAYPAL HOLDINGS INC COM 70450Y103 22,711 622,057 SH   SOLE   622,057 0 0
PENNS WOODS BANCORP INC. COM 708430103 150 3,570 SH   SOLE   3,570 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST COM 70931T103 842 51,859 SH   SOLE   51,859 0 0
PEOPLES UNITED FINANCIAL INC. COM 712704105 2,375 162,020 SH   SOLE   162,020 0 0
PEOPLES UTAH COM 712706209 172 10,382 SH   SOLE   10,382 0 0
PEPSICO INC COM 713448108 85,455 806,637 SH   SOLE   806,637 0 0
PERKINELMER INC. COM 714046109 3,004 57,306 SH   SOLE   57,306 0 0
PHOTRONICS INC. COM 719405102 407 45,692 SH   SOLE   45,692 0 0
PIEDMONT NATURAL GAS CO. COM 720186105 160 2,655 SH   SOLE   2,655 0 0
PINNACLE WEST CAPITAL CORP. COM 723484101 4,696 57,934 SH   SOLE   57,934 0 0
PIONEER ENERGY SERVICES CORP COM 723664108 287 62,290 SH   SOLE   62,290 0 0
POWELL INDUSTRIES INC. COM 739128106 261 6,640 SH   SOLE   6,640 0 0
POWER INTEGRATIONS INC. COM 739276103 1,017 20,308 SH   SOLE   20,308 0 0
PRESS GANEY HOLDINGS INC COM 74113L102 647 16,453 SH   SOLE   16,453 0 0
PRICELINE GROUP INC/THE COM 741503403 34,821 27,892 SH   SOLE   27,892 0 0
PRIMO WATER CORP. COM 74165N105 192 16,285 SH   SOLE   16,285 0 0
PRINCIPAL FINANCIAL GROUP INC. COM 74251V102 5,776 140,489 SH   SOLE   140,489 0 0
PROGRESSIVE CORP. COM 743315103 10,221 305,106 SH   SOLE   305,106 0 0
PROOFPOINT INC COM 743424103 1,848 29,295 SH   SOLE   29,295 0 0
PURE STORAGE INC CLASS A COM 74624M102 488 44,725 SH   SOLE   44,725 0 0
QUAKER CHEMICAL CORP. COM 747316107 858 9,623 SH   SOLE   9,623 0 0
QTS REALTY REIT CLASS A INC TRUST COM 74736A103 2,030 36,268 SH   SOLE   36,268 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 588 43,874 SH   SOLE   43,874 0 0
RPM INTERNATIONAL INC. COM 749685103 6,527 130,666 SH   SOLE   130,666 0 0
RPX CORP. COM 74972G103 356 38,793 SH   SOLE   38,793 0 0
RTI SURGICAL INC COM 74975N105 153 42,735 SH   SOLE   42,735 0 0
RAYONIER INC. REIT COM 754907103 3,020 115,104 SH   SOLE   115,104 0 0
REIS INC COM 75936P105 162 6,512 SH   SOLE   6,512 0 0
RENEWABLE ENERGY INC COM 75972A301 302 34,254 SH   SOLE   34,254 0 0
REPUBLIC BANCORP INC CLASS A COM 760281204 220 7,971 SH   SOLE   7,971 0 0
REPUBLIC SERVICES INC. COM 760759100 6,316 123,100 SH   SOLE   123,100 0 0
RETAILMENOT INC SERIES COM 76132B106 211 27,331 SH   SOLE   27,331 0 0
REVANCE THERAPEUTICS INC COM 761330109 181 13,299 SH   SOLE   13,299 0 0
REXFORD INDUSTRIAL REALTY REIT INC COM 76169C100 1,050 49,773 SH   SOLE   49,773 0 0
ROBERT HALF ORD COM 770323103 2,816 73,785 SH   SOLE   73,785 0 0
ROGERS CORP. COM 775133101 819 13,404 SH   SOLE   13,404 0 0
RUTHS HOSPITALITY GROUP INC. COM 783332109 425 26,662 SH   SOLE   26,662 0 0
RYMAN HOSPITALITY PROPERTIES REIT COM 78377T107 1,682 33,210 SH   SOLE   33,210 0 0
SM ENERGY CO. COM 78454L100 1,726 63,925 SH   SOLE   63,925 0 0
SPX FLOW INC COM 78469X107 672 25,794 SH   SOLE   25,794 0 0
JOHN B. SANFILIPPO & SON INC. COM 800422107 287 6,728 SH   SOLE   6,728 0 0
SAREPTA THERAPEUTICS INC COM 803607100 606 31,776 SH   SOLE   31,776 0 0
SCANA CORP. COM 80589M102 5,610 74,142 SH   SOLE   74,142 0 0
SCHNITZER STEEL INDUSTRIES INC. COM 806882106 346 19,648 SH   SOLE   19,648 0 0
SCHOLASTIC CORP. COM 807066105 811 20,467 SH   SOLE   20,467 0 0
A. SCHULMAN INC. COM 808194104 561 22,955 SH   SOLE   22,955 0 0
CHARLES SCHWAB CORP COM 808513105 16,761 662,213 SH   SOLE   662,213 0 0
SCHWEITZER-MAUDUIT INTERNATIONAL I COM 808541106 771 21,841 SH   SOLE   21,841 0 0
SCICLONE PHARMACEUTICALS INC. COM 80862K104 521 39,870 SH   SOLE   39,870 0 0
SCRIPPS NETWORKS INTERACTIVE INC C COM 811065101 3,280 52,669 SH   SOLE   52,669 0 0
SEABOARD CORP COM 811543107 505 176 SH   SOLE   176 0 0
SEATTLE GENETICS INC. COM 812578102 292 7,235 SH   SOLE   7,235 0 0
PROSPERITY BANCSHARES INC COM 743606105 5,501 107,875 SH   SOLE   107,875 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 547 18,371 SH   SOLE   18,371 0 0
QAD INC. CL A COM 74727D306 148 7,691 SH   SOLE   7,691 0 0
QLIK TECHNOLOGIES INC. COM 74733T105 1,995 67,455 SH   SOLE   67,455 0 0
RLI CORP. COM 749607107 1,889 27,461 SH   SOLE   27,461 0 0
RPC INC. COM 749660106 27 1,724 SH   SOLE   1,724 0 0
RMR GROUP INC CLASS A COM 74967R106 160 5,155 SH   SOLE   5,155 0 0
RAMBUS INC. COM 750917106 1,013 83,855 SH   SOLE   83,855 0 0
READING INTERNATIONAL INC. CL A COM 755408101 159 12,701 SH   SOLE   12,701 0 0
REAL INDUSTRY INC COM 75601W104 164 21,074 SH   SOLE   21,074 0 0
RED ROBIN GOURMET BURGERS INC. COM 75689M101 509 10,731 SH   SOLE   10,731 0 0
REGENERON PHARMACEUTICALS INC. COM 75886F107 15,299 43,807 SH   SOLE   43,807 0 0
REGIS CORP. COM 758932107 341 27,401 SH   SOLE   27,401 0 0
RELIANCE STEEL & ALUMINUM ORD COM 759509102 5,219 67,862 SH   SOLE   67,862 0 0
RENT-A-CENTER INC. COM 76009N100 507 41,296 SH   SOLE   41,296 0 0
ROCKWELL COLLINS INC. COM 774341101 6,228 73,155 SH   SOLE   73,155 0 0
ROSE ROCK MIDSTREAM COMMON UNITS COM 777149105 2,666 101,024 SH   SOLE   101,024 0 0
ROYAL GOLD INC. COM 780287108 4,431 61,521 SH   SOLE   61,521 0 0
RYDER SYSTEM INC COM 783549108 1,711 27,992 SH   SOLE   27,992 0 0
SPDR S&P 500 ETF TRUST COM 78462F103 271,833 1,297,346 SH   SOLE   1,297,346 0 0
SABRA HEALTHCARE REIT INC. COM 78573L106 1,060 51,353 SH   SOLE   51,353 0 0
SANDY SPRING BANCORP INC. COM 800363103 568 19,558 SH   SOLE   19,558 0 0
SANGAMO BIOSCIENCES INC. COM 800677106 277 47,865 SH   SOLE   47,865 0 0
SAUL CENTERS INC. COM 804395101 439 7,114 SH   SOLE   7,114 0 0
SELECT INCOME REIT COM 81618T100 1,285 49,424 SH   SOLE   49,424 0 0
SELECTIVE INSURANCE GROUP INC. COM 816300107 1,534 40,138 SH   SOLE   40,138 0 0
SHOE CARNIVAL INC. COM 824889109 285 11,362 SH   SOLE   11,362 0 0
SIERRA BANCORP COM 82620P102 145 8,712 SH   SOLE   8,712 0 0
SIMPSON MANUFACTURING CO. COM 829073105 1,163 29,094 SH   SOLE   29,094 0 0
SINCLAIR BROADCAST GROUP INC. CL A COM 829226109 1,390 46,563 SH   SOLE   46,563 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 529 133,985 SH   SOLE   133,985 0 0
SKECHERS USA INC. CL A COM 830566105 3,885 130,712 SH   SOLE   130,712 0 0
SOLARCITY CORP COM 83416T100 46 1,934 SH   SOLE   1,934 0 0
SONIC CORP. COM 835451105 955 35,298 SH   SOLE   35,298 0 0
SOUTH JERSEY INDUSTRIES INC. COM 838518108 1,761 55,688 SH   SOLE   55,688 0 0
SOVRAN SELF STORAGE INC. COM 84610H108 4,966 47,331 SH   SOLE   47,331 0 0
SPIRIT AEROSYSTEMS HOLDINGS INC. C COM 848574109 303 7,036 SH   SOLE   7,036 0 0
SPOK HOLDINGS INC COM 84863T106 329 17,180 SH   SOLE   17,180 0 0
SUMMIT HOTEL PROPERTIES INC. COM 866082100 867 65,501 SH   SOLE   65,501 0 0
SUMMIT MATERIALS INC CLASS A COM 86614U100 934 45,657 SH   SOLE   45,657 0 0
SUPER MICRO COMPUTER INC. COM 86800U104 670 26,943 SH   SOLE   26,943 0 0
SURGERY PARTNERS INC COM 86881A100 322 18,008 SH   SOLE   18,008 0 0
TFS FINANCIAL CORP. COM 87240R107 29 1,688 SH   SOLE   1,688 0 0
TABLEAU SOFTWARE INC CLASS A COM 87336U105 202 4,131 SH   SOLE   4,131 0 0
TANGOE INC. COM 87582Y108 219 28,397 SH   SOLE   28,397 0 0
TEGNA INC COM 87901J105 2,615 112,872 SH   SOLE   112,872 0 0
TELEFLEX INC. COM 879369106 7,327 41,322 SH   SOLE   41,322 0 0
TERADATA CORP. COM 88076W103 1,840 73,408 SH   SOLE   73,408 0 0
TESLA MOTORS INC. COM 88160R101 1,873 8,823 SH   SOLE   8,823 0 0
TETRA TECHNOLOGIES INC. COM 88162F105 383 60,072 SH   SOLE   60,072 0 0
TEXAS CAPITAL BANCSHARES INC. COM 88224Q107 1,552 33,193 SH   SOLE   33,193 0 0
THERAPEUTICSMD INC COM 88338N107 884 104,033 SH   SOLE   104,033 0 0
3M CO. COM 88579Y101 59,691 340,855 SH   SOLE   340,855 0 0
TIER REAL ESTATE INVESTMENT TRUST COM 88650V208 625 40,786 SH   SOLE   40,786 0 0
TITAN MACHINERY INC. COM 88830R101 158 14,206 SH   SOLE   14,206 0 0
TIVO INC. COM 888706108 678 68,505 SH   SOLE   68,505 0 0
TOWNE BANK COM 89214P109 1,050 48,498 SH   SOLE   48,498 0 0
TREDEGAR CORP. COM 894650100 310 19,245 SH   SOLE   19,245 0 0
TRINET GROUP INCINARY COM 896288107 603 29,016 SH   SOLE   29,016 0 0
TUMI HOLDINGS INC COM 89969Q104 1,065 39,818 SH   SOLE   39,818 0 0
TWENTY-FIRST CENTURY FOX INC CLASS COM 90130A200 6,613 242,669 SH   SOLE   242,669 0 0
2U INC COM 90214J101 789 26,843 SH   SOLE   26,843 0 0
VERISIGN INC. COM 92343E102 4,634 53,593 SH   SOLE   53,593 0 0
VIACOM INC. CL B COM 92553P201 8,068 194,553 SH   SOLE   194,553 0 0
VIRTU FINANCIAL INC CLASS A COM 928254101 344 19,110 SH   SOLE   19,110 0 0
VIRTUS INVESTMENT PARTNERS INC. COM 92828Q109 355 4,991 SH   SOLE   4,991 0 0
VISTA OUTDOOR INC COM 928377100 2,746 57,530 SH   SOLE   57,530 0 0
VITAE PHARMACEUTICALS INC COM 92847N103 228 21,143 SH   SOLE   21,143 0 0
WABCO HOLDINGS INC. COM 92927K102 364 3,974 SH   SOLE   3,974 0 0
WSFS FINANCIAL CORP. COM 929328102 673 20,921 SH   SOLE   20,921 0 0
WABASH NATIONAL CORP. COM 929566107 607 47,797 SH   SOLE   47,797 0 0
WAL-MART STORES INC. COM 931142103 58,119 795,933 SH   SOLE   795,933 0 0
WATERS CORP. COM 941848103 6,353 45,168 SH   SOLE   45,168 0 0
WESBANCO INC. COM 950810101 838 26,991 SH   SOLE   26,991 0 0
WESTERN ALLIANCE COM 957638109 169 5,165 SH   SOLE   5,165 0 0
WHIRLPOOL CORP COM 963320106 6,648 39,893 SH   SOLE   39,893 0 0
WILSHIRE BANCORP INC. COM 97186T108 513 49,271 SH   SOLE   49,271 0 0
WINGSTOP INC COM 974155103 325 11,941 SH   SOLE   11,941 0 0
WORKIVA INC CLASS A COM 98139A105 227 16,594 SH   SOLE   16,594 0 0
WORLD FUEL SERVICES CORP. COM 981475106 3,157 66,480 SH   SOLE   66,480 0 0
WORTHINGTON INDUSTRIES INC COM 981811102 3,109 73,492 SH   SOLE   73,492 0 0
XCERRA CORP COM 98400J108 227 39,452 SH   SOLE   39,452 0 0
XEROX CORP COM 984121103 4,727 498,085 SH   SOLE   498,085 0 0
XURA INC COM 98420V107 421 17,219 SH   SOLE   17,219 0 0
YORK WATER CO. COM 987184108 336 10,473 SH   SOLE   10,473 0 0
YUM! BRANDS INC. COM 988498101 18,938 228,384 SH   SOLE   228,384 0 0
HERBALIFE LTD. COM G4412G101 325 5,547 SH   SOLE   5,547 0 0
SEMPRA ENERGY COM 816851109 14,135 123,970 SH   SOLE   123,970 0 0
SERES THERAPEUTICS INC COM 81750R102 394 13,550 SH   SOLE   13,550 0 0
SERVICENOW INC COM 81762P102 788 11,865 SH   SOLE   11,865 0 0
SIX FLAGS ENTERTAINMENT CORP. COM 83001A102 312 5,381 SH   SOLE   5,381 0 0
SNYDERS-LANCE INC. COM 833551104 4,415 130,269 SH   SOLE   130,269 0 0
SONIC AUTOMOTIVE INC. CL A COM 83545G102 384 22,455 SH   SOLE   22,455 0 0
SPARTANNASH ORD COM 847215100 772 25,246 SH   SOLE   25,246 0 0
SPECTRA ENERGY CORP. COM 847560109 13,265 362,142 SH   SOLE   362,142 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 220 1,848 SH   SOLE   1,848 0 0
SQUARE INC CLASS A COM 852234103 35 3,888 SH   SOLE   3,888 0 0
STAMPS.COM INC. COM 852857200 1,029 11,771 SH   SOLE   11,771 0 0
STANDEX INTERNATIONAL CORP. COM 854231107 759 9,191 SH   SOLE   9,191 0 0
STARBUCKS CORP COM 855244109 46,866 820,480 SH   SOLE   820,480 0 0
STEEL DYNAMICS INC. COM 858119100 5,638 230,131 SH   SOLE   230,131 0 0
STEPAN CO. COM 858586100 817 13,732 SH   SOLE   13,732 0 0
STERLING BAN ORD COM 85917A100 1,440 91,710 SH   SOLE   91,710 0 0
STRAYER EDUCATION INC. COM 863236105 401 8,162 SH   SOLE   8,162 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 939 19,700 SH   SOLE   19,700 0 0
SYNOPSYS INC. COM 871607107 7,747 143,256 SH   SOLE   143,256 0 0
SYNCHRONY FINANCIAL ORD COM 87165B103 10,948 433,078 SH   SOLE   433,078 0 0
TECO ENERGY INC. COM 872375100 3,375 122,111 SH   SOLE   122,111 0 0
TAUBMAN CENTERS REIT INC COM 876664103 4,537 61,147 SH   SOLE   61,147 0 0
TELEDYNE TECHNOLOGIES INC. COM 879360105 5,574 56,271 SH   SOLE   56,271 0 0
TELEPHONE & DATA SYSTEMS INC. COM 879433829 2,639 88,970 SH   SOLE   88,970 0 0
TESORO CORP. COM 881609101 4,665 62,265 SH   SOLE   62,265 0 0
TEXAS ROADHOUSE INC COM 882681109 4,844 106,238 SH   SOLE   106,238 0 0
THERMON GROUP HOLDINGS INC. COM 88362T103 456 23,715 SH   SOLE   23,715 0 0
3D SYSTEMS CORP. COM 88554D205 2,387 174,344 SH   SOLE   174,344 0 0
TIDEWATER INC. COM 886423102 146 33,156 SH   SOLE   33,156 0 0
TIME INC COM 887228104 2,760 167,664 SH   SOLE   167,664 0 0
TORCHMARK CORP. COM 891027104 3,610 58,389 SH   SOLE   58,389 0 0
TOTAL SYSTEM SERVICES INC. COM 891906109 5,029 94,699 SH   SOLE   94,699 0 0
TRANSDIGM GROUP INC. COM 893641100 7,793 29,553 SH   SOLE   29,553 0 0
TREX INC CO COM 89531P105 962 21,423 SH   SOLE   21,423 0 0
TRUPANION INC COM 898202106 160 12,059 SH   SOLE   12,059 0 0
TWO HARBORS INVESTMENT REIT CORP COM 90187B101 88 10,229 SH   SOLE   10,229 0 0
II-VI INC. COM 902104108 809 43,123 SH   SOLE   43,123 0 0
UMB FINANCIAL CORP. COM 902788108 1,725 32,411 SH   SOLE   32,411 0 0
UMH PROPERTIES INC. COM 903002103 204 18,176 SH   SOLE   18,176 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 1,357 27,747 SH   SOLE   27,747 0 0
UNIVEST CORP. OF PENNSYLVANIA COM 915271100 311 14,803 SH   SOLE   14,803 0 0
UNUM GROUP COM 91529Y106 3,941 123,970 SH   SOLE   123,970 0 0
URBAN EDGE PROPERTIES ORD COM 91704F104 4,592 153,776 SH   SOLE   153,776 0 0
VAIL RESORTS INC. COM 91879Q109 374 2,708 SH   SOLE   2,708 0 0
VALERO ENERGY PARTNERS COMMON UNIT COM 91914J102 7,993 170,036 SH   SOLE   170,036 0 0
VALSPAR CORP. COM 920355104 7,805 72,248 SH   SOLE   72,248 0 0
VANGUARD FTSE EMERGING MARKETS ETF COM 922042858 24,788 703,800 SH   SOLE   703,800 0 0
VASCULAR SOLUTIONS INC. COM 92231M109 596 14,298 SH   SOLE   14,298 0 0
VECTOR GROUP LTD NOTE 92240MBC1 1,795 16,255 SH   SOLE   16,255 0 0
VERIFONE SYSTEMS INC. COM 92342Y109 2,011 108,485 SH   SOLE   108,485 0 0
VERTEX PHARMACEUTICALS INC. COM 92532F100 12,004 139,553 SH   SOLE   139,553 0 0
VIASAT INC. COM 92552V100 5,166 72,354 SH   SOLE   72,354 0 0
VISHAY INTERTECHNOLOGY INC. COM 928298108 2,741 221,226 SH   SOLE   221,226 0 0
WELLTOWER INC COM 95040Q104 15,532 203,912 SH   SOLE   203,912 0 0
WEST BANCORP COM 95123P106 211 11,333 SH   SOLE   11,333 0 0
WESTERN ASSET MORTGAGE CAPITAL COR COM 95790D105 286 30,453 SH   SOLE   30,453 0 0
WESTERN REFINING INC. COM 959319104 2,535 122,878 SH   SOLE   122,878 0 0
WESTLAKE CHEMICAL CORP. COM 960413102 48 1,121 SH   SOLE   1,121 0 0
WEX INC. COM 96208T104 3,379 38,107 SH   SOLE   38,107 0 0
WHOLE FOODS MARKET INC. COM 966837106 5,435 169,751 SH   SOLE   169,751 0 0
JOHN WILEY & SONS INC. CL A COM 968223206 2,359 45,206 SH   SOLE   45,206 0 0
WINTHROP REALTY TRUST REIT INC COM 976391300 17 1,925 SH   SOLE   1,925 0 0
XENOPORT INC. COM 98411C100 305 43,296 SH   SOLE   43,296 0 0
PHH CORP. COM 693320202 500 37,567 SH   SOLE   37,567 0 0
PGT INC. COM 69336V101 351 34,068 SH   SOLE   34,068 0 0
PNC FINANCIAL SERVICES GROUP INC COM 693475105 21,192 260,373 SH   SOLE   260,373 0 0
PRA GROUP INC COM 69354N106 799 33,117 SH   SOLE   33,117 0 0
PTC INC COM 69370C100 4,132 109,961 SH   SOLE   109,961 0 0
PAREXEL INTERNATIONAL CORP. COM 699462107 5,490 87,303 SH   SOLE   87,303 0 0
PARSLEY ENERGY INC CLASS A COM 701877102 137 5,067 SH   SOLE   5,067 0 0
PATRICK INDUSTRIES INC COM 703343103 636 10,544 SH   SOLE   10,544 0 0
PAYCOM SOFTWARE INC COM 70432V102 3,934 91,050 SH   SOLE   91,050 0 0
PEAPACK-GLADSTONE FINANCIAL CORP. COM 704699107 208 11,231 SH   SOLE   11,231 0 0
PERFORMANCE FOOD GROUP COM 71377A103 733 27,237 SH   SOLE   27,237 0 0
PIONEER NATURAL RESOURCE ORD COM 723787107 12,764 84,412 SH   SOLE   84,412 0 0
PLEXUS CORP. COM 729132100 986 22,833 SH   SOLE   22,833 0 0
PLY GEM HOLDINGS INC COM 72941W100 241 16,553 SH   SOLE   16,553 0 0
POLARIS INDUSTRIES INC. COM 731068102 4,841 59,208 SH   SOLE   59,208 0 0
POLYONE CORP. COM 73179P106 4,865 138,053 SH   SOLE   138,053 0 0
POOL CORP. COM 73278L105 3,884 41,311 SH   SOLE   41,311 0 0
POPEYES LOUISIANA KITCHEN INC COM 732872106 897 16,418 SH   SOLE   16,418 0 0
PORTLAND GENERAL ELECTRIC CO. COM 736508847 2,829 64,110 SH   SOLE   64,110 0 0
POST HOLDINGS INC. COM 737446104 5,135 62,096 SH   SOLE   62,096 0 0
POTBELLY CORP COM 73754Y100 224 17,855 SH   SOLE   17,855 0 0
PRIMORIS SERVICES CORP. COM 74164F103 515 27,229 SH   SOLE   27,229 0 0
RAIT FINANCIAL TRUST REIT COM 749227609 191 61,048 SH   SOLE   61,048 0 0
RADIAN GROUP INC. COM 750236101 1,622 155,621 SH   SOLE   155,621 0 0
RADNET INC. COM 750491102 166 31,163 SH   SOLE   31,163 0 0
RAPTOR PHARMACEUTICAL CORP. COM 75382F106 318 59,306 SH   SOLE   59,306 0 0
RAYMOND JAMES FINANCIAL INC. COM 754730109 5,834 118,338 SH   SOLE   118,338 0 0
REALTY INCOME CORP. COM 756109104 10,196 146,995 SH   SOLE   146,995 0 0
REGAL-BELOIT CORP. COM 758750103 2,313 42,010 SH   SOLE   42,010 0 0
REPLIGEN CORP. COM 759916109 666 24,349 SH   SOLE   24,349 0 0
RESOURCES CONNECTION INC. COM 76122Q105 394 26,685 SH   SOLE   26,685 0 0
REXNORD CORP COM 76169B102 1,172 59,703 SH   SOLE   59,703 0 0
RIGEL PHARMACEUTICALS INC. COM 766559603 152 67,993 SH   SOLE   67,993 0 0
RING ENERGY INC COM 76680V108 259 29,400 SH   SOLE   29,400 0 0
RUBY TUESDAY INC. COM 781182100 163 45,262 SH   SOLE   45,262 0 0
SJW CORP. COM 784305104 429 10,902 SH   SOLE   10,902 0 0
ST. JUDE MEDICAL INC. COM 790849103 12,177 156,119 SH   SOLE   156,119 0 0
SALESFORCE.COM INC. COM 79466L302 28,442 358,161 SH   SOLE   358,161 0 0
SALLY BEAUTY HOLDINGS INC. COM 79546E104 323 10,997 SH   SOLE   10,997 0 0
SANMINA CORP. COM 801056102 1,423 53,077 SH   SOLE   53,077 0 0
SCANSOURCE INC. COM 806037107 742 20,002 SH   SOLE   20,002 0 0
SEALED AIR CORP. COM 81211K100 5,110 111,151 SH   SOLE   111,151 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 691 48,204 SH   SOLE   48,204 0 0
SEMTECH CORP. COM 816850101 1,155 48,388 SH   SOLE   48,388 0 0
SERVICESOURCE INTERNATIONAL INC COM 81763U100 184 45,666 SH   SOLE   45,666 0 0
SHUTTERSTOCK INC COM 825690100 635 13,863 SH   SOLE   13,863 0 0
SILVER BAY REALTY REIT CORP TRUST COM 82735Q102 470 27,614 SH   SOLE   27,614 0 0
SIMMONS FIRST NATIONAL CORP CLASS COM 828730200 967 20,933 SH   SOLE   20,933 0 0
SKYWORKS SOLUTIONS INC. COM 83088M102 6,717 106,151 SH   SOLE   106,151 0 0
SMART AND FINAL STORES INC COM 83190B101 270 18,144 SH   SOLE   18,144 0 0
SOUTHERN COPPER CORP. COM 84265V105 112 4,169 SH   SOLE   4,169 0 0
SOUTHWESTERN ENERGY CO. COM 845467109 3,299 262,212 SH   SOLE   262,212 0 0
SPRINT CORP COM 85207U105 102 22,411 SH   SOLE   22,411 0 0
STANLEY BLACK & DECKER INC. COM 854502101 8,710 78,309 SH   SOLE   78,309 0 0
STARWOOD HOTELS & RESORTS WORLDWID COM 85590A401 6,806 92,038 SH   SOLE   92,038 0 0
STATE NATIONAL COMPANIES INC COM 85711T305 234 22,240 SH   SOLE   22,240 0 0
STEELCASE INC. COM 858155203 851 62,698 SH   SOLE   62,698 0 0
STERICYCLE INC. COM 858912108 4,927 47,317 SH   SOLE   47,317 0 0
STIFEL FINANCIAL CORP. COM 860630102 3,386 107,665 SH   SOLE   107,665 0 0
STONEGATE BANK ORD COM 861811107 254 7,867 SH   SOLE   7,867 0 0
STURM RUGER INC CO COM 864159108 815 12,725 SH   SOLE   12,725 0 0
TYSON FOODS INC. CL A COM 902494103 10,864 162,660 SH   SOLE   162,660 0 0
UNITED FINANCIAL BANCORP INC COM 910304104 506 39,009 SH   SOLE   39,009 0 0
U.S. CELLULAR CORP. COM 911684108 16 400 SH   SOLE   400 0 0
UNIVAR INC COM 91336L107 591 31,254 SH   SOLE   31,254 0 0
UNIVERSAL CORP. COM 913456109 917 15,885 SH   SOLE   15,885 0 0
UNIVERSAL INSURANCE HOLDINGS INC COM 91359V107 468 25,177 SH   SOLE   25,177 0 0
VF CORP. COM 918204108 11,611 188,828 SH   SOLE   188,828 0 0
VALERO ENERGY CORP. COM 91913Y100 12,493 244,967 SH   SOLE   244,967 0 0
VANDA PHARMACEUTICALS INC. COM 921659108 331 29,606 SH   SOLE   29,606 0 0
VARIAN MEDICAL SYSTEMS INC. COM 92220P105 4,418 53,728 SH   SOLE   53,728 0 0
VARONIS SYSTEMS INC COM 922280102 178 7,428 SH   SOLE   7,428 0 0
VECTRUS INC COM 92242T101 229 8,032 SH   SOLE   8,032 0 0
VENTAS REIT INC COM 92276F100 14,434 198,219 SH   SOLE   198,219 0 0
VIRGIN AMERICA INC COM 92765X208 871 15,487 SH   SOLE   15,487 0 0
VIRTUSA CORP COM 92827P102 642 22,239 SH   SOLE   22,239 0 0
VONAGE HOLDINGS CORP. COM 92886T201 787 128,994 SH   SOLE   128,994 0 0
VOYA FINANCIAL INC COM 929089100 150 6,050 SH   SOLE   6,050 0 0
WGL HOLDINGS INC. COM 92924F106 5,802 81,963 SH   SOLE   81,963 0 0
WALKER & DUNLOP INC. COM 93148P102 438 19,219 SH   SOLE   19,219 0 0
WASHINGTON TRUST BANCORP INC. COM 940610108 431 11,366 SH   SOLE   11,366 0 0
WASTE MANAGEMENT INC. COM 94106L109 15,372 231,958 SH   SOLE   231,958 0 0
WEBSTER FINANCIAL CORP. COM 947890109 5,051 148,781 SH   SOLE   148,781 0 0
WEIGHT WATCHERS INTERNATIONAL INC. COM 948626106 235 20,173 SH   SOLE   20,173 0 0
WEIS MARKETS INC. COM 948849104 359 7,110 SH   SOLE   7,110 0 0
WELLCARE HEALTH PLANS INC. COM 94946T106 4,659 43,430 SH   SOLE   43,430 0 0
WESCO AIRCRAFT HOLDINGS INC. COM 950814103 579 43,176 SH   SOLE   43,176 0 0
WESTERN GAS EQUITY PARTNERS COMMON COM 95825R103 1,932 50,507 SH   SOLE   50,507 0 0
WESTROCK ORD COM 96145D105 5,117 131,640 SH   SOLE   131,640 0 0
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WOLVERINE WORLD WIDE INC. COM 978097103 1,492 73,429 SH   SOLE   73,429 0 0
WOODWARD INC. COM 980745103 5,081 88,143 SH   SOLE   88,143 0 0
WORKDAY INC. COM 98138H101 655 8,768 SH   SOLE   8,768 0 0
WYNN RESORTS LTD. COM 983134107 4,134 45,607 SH   SOLE   45,607 0 0
XO GROUP INC. COM 983772104 325 18,645 SH   SOLE   18,645 0 0
XACTLY CORP COM 98386L101 221 17,291 SH   SOLE   17,291 0 0
XCEL ENERGY INC. COM 98389B100 11,861 264,867 SH   SOLE   264,867 0 0
XYLEM INC COM 98419M100 4,338 97,149 SH   SOLE   97,149 0 0
YADKIN FINANCIAL CORP COM 984305102 913 36,401 SH   SOLE   36,401 0 0
ZILLOW GROUP INC CLASS A COM 98954M101 115 3,130 SH   SOLE   3,130 0 0
ZIX CORP. COM 98974P100 160 42,754 SH   SOLE   42,754 0 0
SENECA FOODS CORP. CL A COM 817070501 248 6,836 SH   SOLE   6,836 0 0
SENSIENT TECHNOLOGIES CORP. COM 81725T100 5,229 73,613 SH   SOLE   73,613 0 0
SEQUENTIAL BRANDS GROUP INC COM 81734P107 206 25,860 SH   SOLE   25,860 0 0
SHORETEL INC. COM 825211105 295 44,124 SH   SOLE   44,124 0 0
SILICON GRAPHICS INTERNATIONAL COR COM 82706L108 142 28,244 SH   SOLE   28,244 0 0
A.O. SMITH CORP. COM 831865209 6,449 73,196 SH   SOLE   73,196 0 0
J.M. SMUCKER CO. COM 832696405 9,439 61,931 SH   SOLE   61,931 0 0
SONOCO PRODUCTS CO. COM 835495102 4,698 94,603 SH   SOLE   94,603 0 0
SOUTHSIDE BANCSHARES INC. COM 84470P109 592 19,153 SH   SOLE   19,153 0 0
SOUTHWEST GAS CORP. COM 844895102 2,670 33,920 SH   SOLE   33,920 0 0
SPROUTS FARMERS MARKET INC COM 85208M102 3,193 139,411 SH   SOLE   139,411 0 0
STAG INDUSTRIAL INC. COM 85254J102 1,265 53,147 SH   SOLE   53,147 0 0
STAPLES INC. COM 855030102 2,904 336,914 SH   SOLE   336,914 0 0
STARWOOD PROPERTY TRUST REIT INC COM 85571B105 142 6,857 SH   SOLE   6,857 0 0
STATE BANK FINANCIAL CORP. COM 856190103 509 25,009 SH   SOLE   25,009 0 0
STATE STREET CORP COM 857477103 11,129 206,407 SH   SOLE   206,407 0 0
STONERIDGE INC. COM 86183P102 307 20,520 SH   SOLE   20,520 0 0
STORE CAPITAL CORP COM 862121100 367 12,477 SH   SOLE   12,477 0 0
STRAIGHT PATH COMMUNICATIONS INC C COM 862578101 189 6,817 SH   SOLE   6,817 0 0
SUBURBAN PROPANE PARTNERS L.P. COM 864482104 3,446 103,162 SH   SOLE   103,162 0 0
SUN COMMUNITIES INC. COM 866674104 404 5,275 SH   SOLE   5,275 0 0
SUPERIOR ENERGY SERVICES INC. COM 868157108 2,618 142,194 SH   SOLE   142,194 0 0
SUPERVALU INC. COM 868536103 2,011 426,146 SH   SOLE   426,146 0 0
SWIFT TRANSPORTATION ORD CLASS A COM 87074U101 917 59,531 SH   SOLE   59,531 0 0
SYKES ENTERPRISES INC. COM 871237103 798 27,569 SH   SOLE   27,569 0 0
SYNERGY PHARMACEUTICALS INC COM 871639308 517 136,108 SH   SOLE   136,108 0 0
TARGET CORP COM 87612E106 21,660 310,221 SH   SOLE   310,221 0 0
TAYLOR MORRISON HOME CORP. CL A COM 87724P106 344 23,191 SH   SOLE   23,191 0 0
TELETECH HOLDINGS INC. COM 879939106 302 11,119 SH   SOLE   11,119 0 0
TERRITORIAL BANCORP INC. COM 88145X108 170 6,429 SH   SOLE   6,429 0 0
TETRA TECH INC. COM 88162G103 1,272 41,383 SH   SOLE   41,383 0 0
TESSERA TECHNOLOGIES INC. COM 88164L100 1,112 36,284 SH   SOLE   36,284 0 0
TIMKEN CO. COM 887389104 1,986 64,784 SH   SOLE   64,784 0 0
TRIPADVISOR INC. COM 896945201 4,127 64,191 SH   SOLE   64,191 0 0
TYLER TECHNOLOGIES INC. COM 902252105 5,345 32,060 SH   SOLE   32,060 0 0
UNIFI INC. COM 904677200 311 11,421 SH   SOLE   11,421 0 0
UNITED COMMUNITY BANKS INC. COM 90984P303 935 51,120 SH   SOLE   51,120 0 0
UNITED CONTINENTAL HOLDINGS INC. COM 910047109 7,183 175,029 SH   SOLE   175,029 0 0
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UNITED RENTALS INC. COM 911363109 3,314 49,390 SH   SOLE   49,390 0 0
UNITED TECHNOLOGIES CORP COM 913017109 41,613 405,785 SH   SOLE   405,785 0 0
UNIVERSAL FOREST PRODUCTS INC. COM 913543104 1,311 14,140 SH   SOLE   14,140 0 0
UNIVERSAL HEALTH SERVICES INC. CL COM 913903100 6,350 47,356 SH   SOLE   47,356 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 192 3,053 SH   SOLE   3,053 0 0
VALLEY NATIONAL BANCORP COM 919794107 3,490 382,669 SH   SOLE   382,669 0 0
VALMONT INDS INC COM 920253101 2,990 22,105 SH   SOLE   22,105 0 0
VEECO INSTRUMENTS INC. COM 922417100 500 30,184 SH   SOLE   30,184 0 0
VEREIT INC COM 92339V100 757 74,690 SH   SOLE   74,690 0 0
VERIZON COMMUNICATIONS INC. COM 92343V104 123,450 2,210,788 SH   SOLE   2,210,788 0 0
VIACOM INC CLASS A COM 92553P102 33 701 SH   SOLE   701 0 0
VITAMIN SHOPPE INC. COM 92849E101 558 18,269 SH   SOLE   18,269 0 0
VMWARE INC. COM 928563402 204 3,567 SH   SOLE   3,567 0 0
VULCAN MATERIALS CO. COM 929160109 8,951 74,368 SH   SOLE   74,368 0 0
WEC ENERGY GROUP INC COM 92939U106 10,748 164,595 SH   SOLE   164,595 0 0
WABTEC CORP COM 929740108 6,212 88,449 SH   SOLE   88,449 0 0
WADDELL & REED FINANCIAL INC. CL A COM 930059100 2,271 131,878 SH   SOLE   131,878 0 0
WASHINGTON FEDERAL INC. COM 938824109 3,592 148,047 SH   SOLE   148,047 0 0
WEB.COM GROUP INC COM 94733A104 560 30,813 SH   SOLE   30,813 0 0
WERNER ENTERPRISES INC. COM 950755108 1,664 72,440 SH   SOLE   72,440 0 0
WESTWOOD HOLDINGS GROUP INC. COM 961765104 351 6,784 SH   SOLE   6,784 0 0
WEYERHAEUSER REIT COM 962166104 11,534 387,438 SH   SOLE   387,438 0 0
WHITING PETROLEUM CORP. COM 966387102 55 5,960 SH   SOLE   5,960 0 0
WILLIAMS INC COM 969457100 8,788 406,291 SH   SOLE   406,291 0 0
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WILLIAMS-SONOMA INC. COM 969904101 4,245 81,432 SH   SOLE   81,432 0 0
WINNEBAGO INDUSTRIES INC. COM 974637100 439 19,151 SH   SOLE   19,151 0 0
WORKDAY INC NOTE 98138HAC5 1,095 9,306 SH   SOLE   9,306 0 0
WORKDAY INC NOTE 98138HAD3 555 4,494 SH   SOLE   4,494 0 0
WPX ENERGY INC NOTE 98212B202 15 289 SH   SOLE   289 0 0
WRIGHT MED GROUP INC NOTE 98235TAE7 1,330 12,520 SH   SOLE   12,520 0 0
XPO LOGISTICS INC COM 983793100 1,853 70,561 SH   SOLE   70,561 0 0
XENIA HOTELS RESORTS REIT INC COM 984017103 1,413 84,193 SH   SOLE   84,193 0 0
YRC WORLDWIDE INC. COM 984249607 200 22,729 SH   SOLE   22,729 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 714 26,136 SH   SOLE   26,136 0 0
ZIONS BANCORPORATION ORD COM 989701107 2,678 106,584 SH   SOLE   106,584 0 0
ZOGENIX INC COM 98978L204 160 19,892 SH   SOLE   19,892 0 0
FRESH DEL MONTE PRODUCE INC COM G36738105 1,257 23,089 SH   SOLE   23,089 0 0
SUNPOWER CORP. COM 867652406 26 1,702 SH   SOLE   1,702 0 0
TAILORED BRANDS INC COM 87403A107 428 33,795 SH   SOLE   33,795 0 0
TAL INTERNATIONAL GROUP INC. COM 874083108 338 25,190 SH   SOLE   25,190 0 0
TALEN ENERGY CORP COM 87422J105 1,579 116,529 SH   SOLE   116,529 0 0
TANGER FACTORY OUTLET CENTERS INC. COM 875465106 3,941 98,091 SH   SOLE   98,091 0 0
TERRAFORM POWER INC CLASS A COM 88104R100 719 65,954 SH   SOLE   65,954 0 0
TESORO LOGISTICS UNITS COM 88160T107 12,251 247,339 SH   SOLE   247,339 0 0
TITAN INTERNATIONAL INC COM 88830M102 209 33,646 SH   SOLE   33,646 0 0
TORO CO. COM 891092108 4,770 54,087 SH   SOLE   54,087 0 0
TRACTOR SUPPLY CO. COM 892356106 6,836 74,972 SH   SOLE   74,972 0 0
TREEHOUSE FOODS INC. COM 89469A104 5,517 53,750 SH   SOLE   53,750 0 0
TREVENA INC COM 89532E109 227 35,964 SH   SOLE   35,964 0 0
TRINITY INDUSTRIES INC. COM 896522109 2,630 141,614 SH   SOLE   141,614 0 0
TRISTATE CAPITAL HOLDINGS INC COM 89678F100 231 16,792 SH   SOLE   16,792 0 0
TUBEMOGUL INC COM 898570106 146 12,236 SH   SOLE   12,236 0 0
TUPPERWARE BRANDS CORP. COM 899896104 2,798 49,722 SH   SOLE   49,722 0 0
USA TRUCK INC. COM 902925106 127 7,249 SH   SOLE   7,249 0 0
U.S. CONCRETE INC. COM 90333L201 665 10,914 SH   SOLE   10,914 0 0
ULTIMATE SOFTWARE GROUP INC. COM 90385D107 5,960 28,341 SH   SOLE   28,341 0 0
ULTRA CLEAN HOLDINGS INC. COM 90385V107 142 24,875 SH   SOLE   24,875 0 0
UMPQUA HOLDINGS CORP. COM 904214103 5,606 362,378 SH   SOLE   362,378 0 0
UNDER ARMOUR INC. CL A COM 904311107 4,129 102,892 SH   SOLE   102,892 0 0
UNDER ARMOUR INC CLASS C COM 904311206 3,768 103,507 SH   SOLE   103,507 0 0
UNION PACIFIC CORP. COM 907818108 38,649 442,963 SH   SOLE   442,963 0 0
UNITED COMMUNITY FINANCIAL CORP. COM 909839102 219 36,078 SH   SOLE   36,078 0 0
UNITED INSURANCE HOLDINGS CORP COM 910710102 213 13,019 SH   SOLE   13,019 0 0
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UNITEDHEALTH GROUP INC. COM 91324P102 75,618 535,538 SH   SOLE   535,538 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 2,020 29,800 SH   SOLE   29,800 0 0
UNIVERSAL HEALTH REALTY INCOME TRU COM 91359E105 547 9,571 SH   SOLE   9,571 0 0
VSE CORP. COM 918284100 209 3,132 SH   SOLE   3,132 0 0
VANTIV INC CLASS A COM 92210H105 660 11,656 SH   SOLE   11,656 0 0
VASCO DATA SECURITY INTERNATIONAL COM 92230Y104 364 22,221 SH   SOLE   22,221 0 0
VECTREN CORP. COM 92240G101 4,097 77,790 SH   SOLE   77,790 0 0
VEEVA SYSTEMS INC CLASS A COM 922475108 246 7,221 SH   SOLE   7,221 0 0
VERA BRADLEY INC. COM 92335C106 220 15,519 SH   SOLE   15,519 0 0
VERSARTIS INC COM 92529L102 210 18,987 SH   SOLE   18,987 0 0
VILLAGE SUPER MARKET INC. CL A COM 927107409 157 5,440 SH   SOLE   5,440 0 0
VISTEON CORP. COM 92839U206 169 2,568 SH   SOLE   2,568 0 0
WAGEWORKS INC COM 930427109 1,530 25,576 SH   SOLE   25,576 0 0
WATSCO INC. COM 942622200 3,576 25,418 SH   SOLE   25,418 0 0
WEBMD HEALTH CORP. COM 94770V102 3,588 61,747 SH   SOLE   61,747 0 0
WEINGARTEN REALTY INVESTORS REIT COM 948741103 4,677 114,573 SH   SOLE   114,573 0 0
THE WENDYS CO. COM 95058W100 1,978 205,649 SH   SOLE   205,649 0 0
WESTAMERICA BANCORP COM 957090103 893 18,127 SH   SOLE   18,127 0 0
WESTAR ENERGY INC. COM 95709T100 7,465 133,089 SH   SOLE   133,089 0 0
WHITEWAVE FOODS ORD COM 966244105 8,169 174,031 SH   SOLE   174,031 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 1,798 183,673 SH   SOLE   183,673 0 0
WPX ENERGY INC. COM 98212B103 2,424 260,372 SH   SOLE   260,372 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 343 12,280 SH   SOLE   12,280 0 0
ZILLOW GROUP INC CLASS C COM 98954M200 227 6,268 SH   SOLE   6,268 0 0
ZIOPHARM ONCOLOGY INC. COM 98973P101 492 89,527 SH   SOLE   89,527 0 0
BUNGE LTD. COM G16962105 243 4,114 SH   SOLE   4,114 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5,840 86,969 SH   SOLE   86,969 0 0