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
AMC NETWORKS INC. CL A COM 00164V103 3,008 57,478 SH   SOLE   57,478 0 0
AMC ENTERTAINMENT HOLDINGS INC CLA COM 00165C104 700 20,797 SH   SOLE   20,797 0 0
AMN HEALTHCARE INC COM 001744101 1,316 34,231 SH   SOLE   34,231 0 0
ACTUA CORP COM 005094107 398 28,413 SH   SOLE   28,413 0 0
ACUSHNET HOLDINGS CORP COM 005098108 420 21,316 SH   SOLE   21,316 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101 7,573 166,218 SH   SOLE   166,218 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 331 31,800 SH   SOLE   31,800 0 0
ALEXION PHARMACEUTICALS INC. COM 015351109 14,755 120,599 SH   SOLE   120,599 0 0
AES CORP. COM 00130H105 3,872 333,249 SH   SOLE   333,249 0 0
A10 NETWORKS INC COM 002121101 257 30,870 SH   SOLE   30,870 0 0
ABAXIS INC. COM 002567105 834 15,799 SH   SOLE   15,799 0 0
ABBVIE INC. COM 00287Y109 54,927 877,145 SH   SOLE   877,145 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 102 3,088 SH   SOLE   3,088 0 0
ACCELERON PHARMA INC COM 00434H108 516 20,217 SH   SOLE   20,217 0 0
ACCURAY INC. COM 004397105 231 50,268 SH   SOLE   50,268 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 219 8,061 SH   SOLE   8,061 0 0
ACXIOM CORP. COM 005125109 3,324 124,018 SH   SOLE   124,018 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 176 10,428 SH   SOLE   10,428 0 0
ADDUS HOMECARE CORP COM 006739106 215 6,120 SH   SOLE   6,120 0 0
ADTRAN INC. COM 00738A106 789 35,300 SH   SOLE   35,300 0 0
ADURO BIOTECH INC COM 00739L101 315 27,607 SH   SOLE   27,607 0 0
ADVISORY BOARD CO. COM 00762W107 961 28,895 SH   SOLE   28,895 0 0
AEGION CORP COM 00770F104 601 25,368 SH   SOLE   25,368 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 784 20,721 SH   SOLE   20,721 0 0
AEROVIRONMENT INC. COM 008073108 368 13,729 SH   SOLE   13,729 0 0
AKORN INC. COM 009728106 1,859 85,165 SH   SOLE   85,165 0 0
ALAMO GROUP INC. COM 011311107 510 6,704 SH   SOLE   6,704 0 0
AAON INC. COM 000360206 911 27,560 SH   SOLE   27,560 0 0
AK STEEL HOLDING CORP. COM 001547108 2,177 213,260 SH   SOLE   213,260 0 0
AZZ INC. COM 002474104 1,149 17,978 SH   SOLE   17,978 0 0
ACCESS NATIONAL CORP. COM 004337101 179 6,445 SH   SOLE   6,445 0 0
ACI WORLDWIDE INC. COM 004498101 3,354 184,766 SH   SOLE   184,766 0 0
ADVANCED MICRO DEVICES INC COM 007903107 13,687 1,207,004 SH   SOLE   1,207,004 0 0
AETNA INC. COM 00817Y108 22,282 179,678 SH   SOLE   179,678 0 0
ALBEMARLE CORP. COM 012653101 4,838 56,201 SH   SOLE   56,201 0 0
ALCOA CORP COM 013872106 118 4,195 SH   SOLE   4,195 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 716 34,413 SH   SOLE   34,413 0 0
ALERE INC COM 01449J105 121 3,115 SH   SOLE   3,115 0 0
ALPHABET INC CLASS A COM 02079K305 126,580 159,733 SH   SOLE   159,733 0 0
ALTISOURCE RESIDENTIAL REIT CORP COM 02153W100 397 35,933 SH   SOLE   35,933 0 0
AGCO CORP. COM 001084102 3,649 63,062 SH   SOLE   63,062 0 0
AGNC INVESTMENT REIT CORP COM 00123Q104 172 9,501 SH   SOLE   9,501 0 0
ABIOMED INC. COM 003654100 4,425 39,267 SH   SOLE   39,267 0 0
ACADIA REALTY TRUST REIT COM 004239109 1,953 59,775 SH   SOLE   59,775 0 0
ACETO CORP. COM 004446100 503 22,892 SH   SOLE   22,892 0 0
ACTIVISION BLIZZARD INC. COM 00507V109 13,024 360,667 SH   SOLE   360,667 0 0
ADOBE SYSTEMS INC. COM 00724F101 27,575 267,851 SH   SOLE   267,851 0 0
ADVANCE AUTO PARTS INC. COM 00751Y106 6,692 39,568 SH   SOLE   39,568 0 0
AGENUS INC COM 00847G705 205 49,819 SH   SOLE   49,819 0 0
AIR METHODS CORP. COM 009128307 837 26,272 SH   SOLE   26,272 0 0
AIR LEASE CORP. COM 00912X302 160 4,667 SH   SOLE   4,667 0 0
AKAMAI TECHNOLOGIES INC. COM 00971T101 6,183 92,725 SH   SOLE   92,725 0 0
ABM INDUSTRIES INC. COM 000957100 1,538 37,661 SH   SOLE   37,661 0 0
AFLAC INC. COM 001055102 14,348 206,151 SH   SOLE   206,151 0 0
AMAG PHARMACEUTICALS INC. COM 00163U106 840 24,140 SH   SOLE   24,140 0 0
ABRAXAS PETROLEUM CORP. COM 003830106 233 90,727 SH   SOLE   90,727 0 0
ACACIA RESEARCH CORP.-ACACIA TECHN COM 003881307 225 34,560 SH   SOLE   34,560 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 242 3,914 SH   SOLE   3,914 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 189 6,568 SH   SOLE   6,568 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 358 17,271 SH   SOLE   17,271 0 0
ACHILLION PHARMACEUTICALS INC. COM 00448Q201 319 77,194 SH   SOLE   77,194 0 0
ACORDA THERAPEUTICS INC. COM 00484M106 582 30,952 SH   SOLE   30,952 0 0
AECOM ORD COM 00766T100 5,228 143,797 SH   SOLE   143,797 0 0
ADVANCED DISPOSAL SERVICES INC COM 00790X101 477 21,489 SH   SOLE   21,489 0 0
AIR TRANSPORT SERVICES GROUP INC. COM 00922R105 569 35,676 SH   SOLE   35,676 0 0
ALBANY INTERNATIONAL CORP. CL A COM 012348108 932 20,123 SH   SOLE   20,123 0 0
ALEXANDERS REIT INC COM 014752109 711 1,666 SH   SOLE   1,666 0 0
ALIGN TECHNOLOGY INC. COM 016255101 6,999 72,805 SH   SOLE   72,805 0 0
ALLIANCE DATA SYSTEMS CORP. COM 018581108 7,155 31,313 SH   SOLE   31,313 0 0
ALLIANT ENERGY CORP. COM 018802108 4,334 114,385 SH   SOLE   114,385 0 0
ACCO BRANDS CORP. COM 00081T108 958 73,439 SH   SOLE   73,439 0 0
AEP INDUSTRIES INC. COM 001031103 342 2,945 SH   SOLE   2,945 0 0
ANI PHARMACEUTICALS INC COM 00182C103 351 5,784 SH   SOLE   5,784 0 0
ATN INTERNATIONAL INC COM 00215F107 569 7,102 SH   SOLE   7,102 0 0
AVX CORP. COM 002444107 506 32,403 SH   SOLE   32,403 0 0
AARONS INC. COM 002535300 3,335 104,250 SH   SOLE   104,250 0 0
ACTUANT CORP. CL A COM 00508X203 1,057 40,749 SH   SOLE   40,749 0 0
ACUITY BRANDS INC. COM 00508Y102 5,486 23,762 SH   SOLE   23,762 0 0
ADVAXIS INC COM 007624208 190 26,570 SH   SOLE   26,570 0 0
ADVANSIX INC COM 00773T101 46 2,096 SH   SOLE   2,096 0 0
AEROJET ROCKETDYNE HOLDINGS INC COM 007800105 763 42,501 SH   SOLE   42,501 0 0
ADVANCED ENERGY INDUSTRIES INC. COM 007973100 1,538 28,088 SH   SOLE   28,088 0 0
AFFILIATED MANAGERS GROUP INC. COM 008252108 4,295 29,561 SH   SOLE   29,561 0 0
AGREE REALTY CORP. COM 008492100 837 18,184 SH   SOLE   18,184 0 0
ALARM.COM HOLDINGS INC COM 011642105 219 7,859 SH   SOLE   7,859 0 0
ALASKA AIR GROUP INC COM 011659109 5,830 65,708 SH   SOLE   65,708 0 0
ALEXANDRIA REAL ESTATE EQUITIES IN COM 015271109 8,757 78,802 SH   SOLE   78,802 0 0
ALLEGHANY CORP. COM 017175100 8,753 14,393 SH   SOLE   14,393 0 0
ALLEGHENY TECHNOLOGIES INC. COM 01741R102 2,767 173,688 SH   SOLE   173,688 0 0
ALLISON TRANSMISSION HOLDINGS INC COM 01973R101 136 4,051 SH   SOLE   4,051 0 0
AAR CORP. COM 000361105 793 23,983 SH   SOLE   23,983 0 0
AG MORTGAGE INVESTMENT TRUST INC. COM 001228105 359 21,004 SH   SOLE   21,004 0 0
AT&T INC COM 00206R102 132,078 3,105,515 SH   SOLE   3,105,515 0 0
ABBOTT LABORATORIES COM 002824100 28,587 744,269 SH   SOLE   744,269 0 0
ABERCROMBIE & FITCH CO. CL A COM 002896207 550 45,815 SH   SOLE   45,815 0 0
ADVANCEPIERRE FOODS HOLDINGS INC COM 00782L107 466 15,634 SH   SOLE   15,634 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 89 2,127 SH   SOLE   2,127 0 0
AIMMUNE THERAPEUTICS INC COM 00900T107 425 20,796 SH   SOLE   20,796 0 0
AIR PRODUCTS AND CHEMICALS INC COM 009158106 16,598 115,406 SH   SOLE   115,406 0 0
AKAMAI TECHNOLOGIES INC ZCSTRP 00971TAG6 1,186 1,140,000 SH   SOLE   1,140,000 0 0
ALBANY MOLECULAR RESEARCH INC. COM 012423109 355 18,917 SH   SOLE   18,917 0 0
ALLEGIANT TRAVEL CO. COM 01748X102 1,481 8,903 SH   SOLE   8,903 0 0
ALLETE INC. COM 018522300 2,182 33,992 SH   SOLE   33,992 0 0
ALLSTATE CORP. COM 020002101 13,812 186,341 SH   SOLE   186,341 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS IN CB 01988PAD0 354 375,000 SH   SOLE   375,000 0 0
AMERICAN STATES WATER CO. COM 029899101 1,119 24,562 SH   SOLE   24,562 0 0
AMERICAN TOWER DS REPRESENTING TH PFD 03027X407 1,553 14,900 SH   SOLE   14,900 0 0
AMES NATIONAL CORP. COM 031001100 232 7,023 SH   SOLE   7,023 0 0
AMPHENOL CORP. CL A COM 032095101 11,153 165,963 SH   SOLE   165,963 0 0
ANIKA THERAPEUTICS INC. COM 035255108 510 10,417 SH   SOLE   10,417 0 0
ANTERO RESOURCES CORP COM 03674X106 122 5,151 SH   SOLE   5,151 0 0
APOGEE ENTERPRISES INC. COM 037598109 1,047 19,540 SH   SOLE   19,540 0 0
APOLLO COMMERCIAL REAL ESTATE FINA COM 03762U105 857 51,589 SH   SOLE   51,589 0 0
APOLLO COMMERCIAL REAL ESTATE FINA CB 03762UAA3 1,623 1,553,000 SH   SOLE   1,553,000 0 0
ARCHROCK INC COM 03957W106 652 49,409 SH   SOLE   49,409 0 0
AMEDISYS INC. COM 023436108 861 20,191 SH   SOLE   20,191 0 0
AMERICAN HOMES RENT REIT CLASS A COM 02665T306 349 16,631 SH   SOLE   16,631 0 0
AMERICAN RAILCAR INDUSTRIES INC. COM 02916P103 302 6,666 SH   SOLE   6,666 0 0
AMERICAN WATER WORKS CO. COM 030420103 6,438 88,970 SH   SOLE   88,970 0 0
AMICUS THERAPEUTICS INC COM 03152W109 484 97,421 SH   SOLE   97,421 0 0
ANIXTER INTERNATIONAL INC. COM 035290105 1,622 20,009 SH   SOLE   20,009 0 0
ANSYS INC. COM 03662Q105 7,566 81,806 SH   SOLE   81,806 0 0
ANWORTH MORTGAGE ASSET CORP. COM 037347101 343 66,385 SH   SOLE   66,385 0 0
APARTMENT INVESTMENT & MANAGEMENT COM 03748R101 3,953 86,982 SH   SOLE   86,982 0 0
APPLE HOSPITALITY REIT INC COM 03784Y200 265 13,277 SH   SOLE   13,277 0 0
AQUA AMERICA INC. COM 03836W103 4,978 165,724 SH   SOLE   165,724 0 0
ARCTIC CAT INC. COM 039670104 155 10,316 SH   SOLE   10,316 0 0
AMEREN CORP. COM 023608102 6,435 122,661 SH   SOLE   122,661 0 0
AMERICAN AXLE & MANUFACTURING HOLD COM 024061103 1,059 54,845 SH   SOLE   54,845 0 0
AMERICAN CAMPUS COMMUNITIES INC. COM 024835100 6,502 130,633 SH   SOLE   130,633 0 0
AMERICAN EAGLE OUTFITTERS INC. COM 02553E106 4,108 270,821 SH   SOLE   270,821 0 0
AMERIGAS PARTNERS L.P. COM 030975106 958 20,000 SH   SOLE   20,000 0 0
AMGEN INC. COM 031162100 59,094 404,174 SH   SOLE   404,174 0 0
ANALOG DEVICES INC. COM 032654105 11,183 153,995 SH   SOLE   153,995 0 0
ANDERSONS INC. COM 034164103 848 18,969 SH   SOLE   18,969 0 0
ANGIE'S LIST INC COM 034754101 225 27,327 SH   SOLE   27,327 0 0
ANGIODYNAMICS INC. COM 03475V101 346 20,495 SH   SOLE   20,495 0 0
ANTHEM INC COM 036752103 19,562 136,062 SH   SOLE   136,062 0 0
ARMSTRONG FLOORING INC COM 04238R106 344 17,298 SH   SOLE   17,298 0 0
ARRAY BIOPHARMA INC. COM 04269X105 1,035 117,751 SH   SOLE   117,751 0 0
ASHFORD HOSPITALITY PRIME REIT INC COM 044102101 274 20,052 SH   SOLE   20,052 0 0
ASPEN TECHNOLOGY INC. COM 045327103 2,924 53,482 SH   SOLE   53,482 0 0
ATHENAHEALTH INC. COM 04685W103 281 2,674 SH   SOLE   2,674 0 0
AMERCO COM 023586100 122 329 SH   SOLE   329 0 0
AMERICAN EQUITY INVESTMENT LIFE HO COM 025676206 1,364 60,517 SH   SOLE   60,517 0 0
AMERICAN INTERNATIONAL GROUP INC. COM 026874784 32,300 494,563 SH   SOLE   494,563 0 0
AMERICAN SOFTWARE INC. CL A COM 029683109 179 17,338 SH   SOLE   17,338 0 0
AMERICAN TOWER REIT CORP COM 03027X100 24,262 229,583 SH   SOLE   229,583 0 0
AMERICAN WOODMARK CORP. COM 030506109 718 9,548 SH   SOLE   9,548 0 0
AMERICAS CAR-MART INC. COM 03062T105 253 5,787 SH   SOLE   5,787 0 0
AMTRUST FINANCIAL SERVICES INC CB 032359AG6 1,721 2,010,000 SH   SOLE   2,010,000 0 0
ANNALY CAPITAL MANAGEMENT REIT INC COM 035710409 291 29,161 SH   SOLE   29,161 0 0
APPLIED MATERIALS INC. COM 038222105 18,451 571,757 SH   SOLE   571,757 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 298 12,728 SH   SOLE   12,728 0 0
ARAMARK ORD COM 03852U106 397 11,119 SH   SOLE   11,119 0 0
ARGAN INC COM 04010E109 626 8,868 SH   SOLE   8,868 0 0
ALNYLAM PHARMACEUTICALS INC. COM 02043Q107 178 4,742 SH   SOLE   4,742 0 0
ALTRIA GROUP INC COM 02209S103 71,248 1,053,655 SH   SOLE   1,053,655 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 12,244 262,242 SH   SOLE   262,242 0 0
AMERICAN EXPRESS ORD COM 025816109 28,705 387,487 SH   SOLE   387,487 0 0
AMERICAN NATIONAL BANKSHARES INC. COM 027745108 224 6,430 SH   SOLE   6,430 0 0
AMERICAN NATIONAL INSURANCE CO. COM 028591105 26 210 SH   SOLE   210 0 0
AMERICAN VANGUARD CORP. COM 030371108 406 21,202 SH   SOLE   21,202 0 0
AMERISAFE INC. COM 03071H100 835 13,385 SH   SOLE   13,385 0 0
AMERISOURCEBERGEN CORP. COM 03073E105 7,122 91,085 SH   SOLE   91,085 0 0
AMETEK INC. COM 031100100 5,767 118,661 SH   SOLE   118,661 0 0
AMKOR TECHNOLOGY INC. COM 031652100 696 65,967 SH   SOLE   65,967 0 0
AMTRUST FINANCIAL SERVICES INC. COM 032359309 76 2,777 SH   SOLE   2,777 0 0
ANALOGIC CORP. COM 032657207 766 9,236 SH   SOLE   9,236 0 0
ARMADA HOFFLER PROPERTIES REIT INC COM 04208T108 416 28,556 SH   SOLE   28,556 0 0
ARTISAN PARTNERS ASSET MANAGEMENT COM 04316A108 76 2,554 SH   SOLE   2,554 0 0
ASBURY AUTOMOTIVE GROUP INC. COM 043436104 821 13,307 SH   SOLE   13,307 0 0
ASHFORD HOSPITALITY TRUST REIT INC COM 044103109 448 57,707 SH   SOLE   57,707 0 0
ASTORIA FINANCIAL CORP. COM 046265104 1,201 64,374 SH   SOLE   64,374 0 0
ASTRONICS CORP. COM 046433108 443 13,102 SH   SOLE   13,102 0 0
ATWOOD OCEANICS INC. COM 050095108 586 44,654 SH   SOLE   44,654 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 25,074 243,954 SH   SOLE   243,954 0 0
AUTOZONE INC. COM 053332102 12,340 15,625 SH   SOLE   15,625 0 0
AVISTA CORP. COM 05379B107 1,760 44,014 SH   SOLE   44,014 0 0
BADGER METER INC. COM 056525108 734 19,874 SH   SOLE   19,874 0 0
THE BANCORP INC. COM 05969A105 266 33,798 SH   SOLE   33,798 0 0
BANK OF AMERICA CORP. COM 060505104 113,023 5,114,163 SH   SOLE   5,114,163 0 0
ALLY FINANCIAL INC COM 02005N100 242 12,719 SH   SOLE   12,719 0 0
ALMOST FAMILY INC. COM 020409108 301 6,818 SH   SOLE   6,818 0 0
ALON USA ENERGY INC. COM 020520102 303 26,595 SH   SOLE   26,595 0 0
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 700 18,972 SH   SOLE   18,972 0 0
AMBAC FINANCIAL GROUP INC COM 023139884 736 32,709 SH   SOLE   32,709 0 0
AMERICAN PUBLIC EDUCATION INC COM 02913V103 318 12,964 SH   SOLE   12,964 0 0
AMPLIFY SNACK BRANDS INC COM 03211L102 164 18,655 SH   SOLE   18,655 0 0
ANADARKO PETROLEUM CORP. COM 032511107 19,592 280,972 SH   SOLE   280,972 0 0
APOLLO EDUCATION GROUP INC CLASS A COM 037604105 598 60,414 SH   SOLE   60,414 0 0
APPLE INC COM 037833100 332,578 2,871,506 SH   SOLE   2,871,506 0 0
APTARGROUP INC. COM 038336103 4,347 59,187 SH   SOLE   59,187 0 0
ALEXANDER & BALDWIN INC. COM 014491104 3,362 74,935 SH   SOLE   74,935 0 0
ALLEGIANCE BANCSHARES INC COM 01748H107 312 8,625 SH   SOLE   8,625 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS IN COM 01988P108 1,766 172,984 SH   SOLE   172,984 0 0
AMAZON.COM INC. COM 023135106 159,436 212,618 SH   SOLE   212,618 0 0
AMERICAN ASSETS TRUST REIT INC COM 024013104 1,291 29,978 SH   SOLE   29,978 0 0
AMERICAN ELECTRIC POWER INC COM 025537101 15,653 248,616 SH   SOLE   248,616 0 0
AMERICAN FINANCIAL GROUP INC. COM 025932104 5,995 68,033 SH   SOLE   68,033 0 0
AMERIPRISE FINANCIAL INC. COM 03076C106 9,025 81,347 SH   SOLE   81,347 0 0
AMERIS BANCORP COM 03076K108 1,075 24,664 SH   SOLE   24,664 0 0
AMPHASTAR PHARMACEUTICALS INC COM 03209R103 485 26,305 SH   SOLE   26,305 0 0
APACHE CORP. COM 037411105 12,752 200,917 SH   SOLE   200,917 0 0
ARRAY BIOPHARMA INC CB 04269XAA3 902 650,000 SH   SOLE   650,000 0 0
ASCENA RETAIL GROUP INC. COM 04351G101 708 114,333 SH   SOLE   114,333 0 0
ATRION CORP. COM 049904105 566 1,116 SH   SOLE   1,116 0 0
AVNET INC COM 053807103 5,678 119,269 SH   SOLE   119,269 0 0
BANK OF MARIN BANCORP COM 063425102 320 4,586 SH   SOLE   4,586 0 0
BANK OF THE OZARKS INC. COM 063904106 7,495 142,527 SH   SOLE   142,527 0 0
BARNES & NOBLE INC. COM 067774109 489 43,831 SH   SOLE   43,831 0 0
BAZAARVOICE INC COM 073271108 292 60,168 SH   SOLE   60,168 0 0
BED BATH & BEYOND INC. COM 075896100 3,146 77,406 SH   SOLE   77,406 0 0
BERKSHIRE HATHAWAY INC CLASS B COM 084670702 156,438 959,862 SH   SOLE   959,862 0 0
BIOMARIN PHARMACEUTICAL INC CB 09061GAE1 1,896 1,680,000 SH   SOLE   1,680,000 0 0
ARATANA THERAPEUTICS INC COM 03874P101 156 21,736 SH   SOLE   21,736 0 0
ARCHER DANIELS MIDLAND ORD COM 039483102 13,279 290,893 SH   SOLE   290,893 0 0
ARENA PHARMACEUTICALS INC. COM 040047102 220 154,600 SH   SOLE   154,600 0 0
ARIAD PHARMACEUTICALS INC. COM 04033A100 1,549 124,544 SH   SOLE   124,544 0 0
ARISTA NETWORKS INC COM 040413106 259 2,677 SH   SOLE   2,677 0 0
ARLINGTON ASSET INVESTMENT CLASS A COM 041356205 220 14,870 SH   SOLE   14,870 0 0
AVANGRID INC COM 05351W103 61 1,609 SH   SOLE   1,609 0 0
AVERY DENNISON CORP. COM 053611109 3,376 48,079 SH   SOLE   48,079 0 0
BGC PARTNERS INC. CL A COM 05541T101 1,546 151,076 SH   SOLE   151,076 0 0
BSB BANCORP INC COM 05573H108 182 6,273 SH   SOLE   6,273 0 0
BANK OF NOVA SCOTIA CB 064159HB5 61,638 60,000,000 SH   SOLE   60,000,000 0 0
BANKFINANCIAL CORP. COM 06643P104 178 11,987 SH   SOLE   11,987 0 0
BASSETT FURNITURE INDUSTRIES INC. COM 070203104 251 8,252 SH   SOLE   8,252 0 0
BEL FUSE INC. CL B COM 077347300 214 6,918 SH   SOLE   6,918 0 0
BELDEN INC. COM 077454106 5,002 66,904 SH   SOLE   66,904 0 0
BENEFICIAL BANCORP INC. COM 08171T102 863 46,887 SH   SOLE   46,887 0 0
BEST BUY CO. INC. COM 086516101 5,868 137,518 SH   SOLE   137,518 0 0
BIOCRYST PHARMACEUTICALS INC COM 09058V103 359 56,787 SH   SOLE   56,787 0 0
BIOMARIN PHARMACEUTICAL INC. COM 09061G101 972 11,733 SH   SOLE   11,733 0 0
BIOTELEMETRY INC COM 090672106 476 21,276 SH   SOLE   21,276 0 0
BLACK HILLS CORP. COM 092113109 5,161 84,130 SH   SOLE   84,130 0 0
BLUEBIRD BIO INC COM 09609G100 1,759 28,505 SH   SOLE   28,505 0 0
BOISE CASCADE COMPANY COM 09739D100 604 26,851 SH   SOLE   26,851 0 0
BB&T CORP. COM 054937107 19,292 410,288 SH   SOLE   410,288 0 0
BNC BANCORP COM 05566T101 890 27,889 SH   SOLE   27,889 0 0
BANCORPSOUTH INC. COM 059692103 4,270 137,510 SH   SOLE   137,510 0 0
BANK MUTUAL CORP. COM 063750103 275 29,123 SH   SOLE   29,123 0 0
BANK OF NEW YORK MELLON CORP. COM 064058100 25,314 534,277 SH   SOLE   534,277 0 0
ARCBEST CORP COM 03937C105 512 18,517 SH   SOLE   18,517 0 0
ARMSTRONG WORLD INDUSTRIES INC. COM 04247X102 56 1,329 SH   SOLE   1,329 0 0
ARROW FINANCIAL CORP. COM 042744102 334 8,249 SH   SOLE   8,249 0 0
ARTESIAN RESOURCES CORP. CL A COM 043113208 180 5,627 SH   SOLE   5,627 0 0
ASSOCIATED BANCORP ORD COM 045487105 3,418 138,385 SH   SOLE   138,385 0 0
ASSURANT INC. COM 04621X108 2,676 28,815 SH   SOLE   28,815 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 252 17,716 SH   SOLE   17,716 0 0
ATKORE INTERNATIONAL GROUP INC COM 047649108 224 9,386 SH   SOLE   9,386 0 0
ATRICURE INC. COM 04963C209 464 23,721 SH   SOLE   23,721 0 0
AUTODESK INC. COM 052769106 7,821 105,670 SH   SOLE   105,670 0 0
BOFI HOLDING INC. COM 05566U108 1,165 40,820 SH   SOLE   40,820 0 0
APPLIED INDUSTRIAL TECHNOLOGIES IN COM 03820C105 1,515 25,508 SH   SOLE   25,508 0 0
APPLIED MICRO CIRCUITS CORP. COM 03822W406 422 51,161 SH   SOLE   51,161 0 0
ARCONIC INC INC COM 03965L100 4,110 221,683 SH   SOLE   221,683 0 0
ARDELYX INC COM 039697107 324 22,824 SH   SOLE   22,824 0 0
ARES COMMERCIAL REAL ESTATE REIT C COM 04013V108 244 17,765 SH   SOLE   17,765 0 0
ARROW ELECTRONICS INC COM 042735100 5,971 83,745 SH   SOLE   83,745 0 0
ASHLAND GLOBAL INC COM 044186104 6,349 58,093 SH   SOLE   58,093 0 0
ASTEC INDUSTRIES INC. COM 046224101 888 13,161 SH   SOLE   13,161 0 0
ATLANTIC CAPITAL BANCSHARES INC COM 048269203 199 10,462 SH   SOLE   10,462 0 0
ATLAS AIR WORLDWIDE HOLDINGS COM 049164205 931 17,857 SH   SOLE   17,857 0 0
ATMOS ENERGY CORP. COM 049560105 7,197 97,062 SH   SOLE   97,062 0 0
AVIS BUDGET GROUP INC. COM 053774105 3,116 84,940 SH   SOLE   84,940 0 0
AVON PRODUCTS INC. COM 054303102 3,543 702,907 SH   SOLE   702,907 0 0
AXOGEN INC COM 05463X106 179 19,903 SH   SOLE   19,903 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315507 542 24,987 SH   SOLE   24,987 0 0
ATLANTIC POWER CORP COM 04878Q863 185 73,909 SH   SOLE   73,909 0 0
AUTONATION INC. COM 05329W102 1,665 34,214 SH   SOLE   34,214 0 0
AVALONBAY COMMUNITIES REIT INC COM 053484101 13,493 76,166 SH   SOLE   76,166 0 0
AXCELIS TECHNOLOGIES INC COM 054540208 300 20,593 SH   SOLE   20,593 0 0
B AND G FOODS INC COM 05508R106 1,991 45,446 SH   SOLE   45,446 0 0
BALDWIN & LYONS INC. CL B COM 057755209 152 6,047 SH   SOLE   6,047 0 0
BANCFIRST CORP. COM 05945F103 500 5,369 SH   SOLE   5,369 0 0
BIOGEN INC INC COM 09062X103 33,344 117,582 SH   SOLE   117,582 0 0
BIOSPECIFICS TECHNOLOGIES CORP. COM 090931106 251 4,500 SH   SOLE   4,500 0 0
BLACK BOX CORP. COM 091826107 173 11,313 SH   SOLE   11,313 0 0
BLACK KNIGHT FINANCIAL SERVICES IN COM 09214X100 60 1,589 SH   SOLE   1,589 0 0
BLACKBAUD INC. COM 09227Q100 2,062 32,221 SH   SOLE   32,221 0 0
H&R BLOCK INC COM 093671105 2,407 104,705 SH   SOLE   104,705 0 0
BOEING CO. COM 097023105 48,666 312,601 SH   SOLE   312,601 0 0
BOSTON PRIVATE FINANCIAL HOLDINGS COM 101119105 940 56,799 SH   SOLE   56,799 0 0
BRIGGS & STRATTON CORP. COM 109043109 701 31,476 SH   SOLE   31,476 0 0
BRINKER INTERNATIONAL INC. COM 109641100 2,396 48,365 SH   SOLE   48,365 0 0
BRUKER CORP. COM 116794108 152 7,180 SH   SOLE   7,180 0 0
BRUNSWICK CORP. COM 117043109 4,733 86,772 SH   SOLE   86,772 0 0
CDW CORP COM 12514G108 582 11,173 SH   SOLE   11,173 0 0
BRADY CORP. CL A COM 104674106 1,223 32,581 SH   SOLE   32,581 0 0
THE BRINKS COMPANY COM 109696104 1,305 31,648 SH   SOLE   31,648 0 0
BROADRIDGE FINANCIAL SOLUTIONS INC COM 11133T103 7,687 115,942 SH   SOLE   115,942 0 0
BROWN & BROWN INC. COM 115236101 4,833 107,745 SH   SOLE   107,745 0 0
CDK GLOBAL INC COM 12508E101 8,720 146,090 SH   SOLE   146,090 0 0
CECO ENVIRONMENTAL CORP COM 125141101 300 21,505 SH   SOLE   21,505 0 0
CF INDUSTRIES HOLDINGS INC. COM 125269100 3,710 117,850 SH   SOLE   117,850 0 0
C.H. ROBINSON WORLDWIDE INC. COM 12541W209 5,634 76,905 SH   SOLE   76,905 0 0
CSS INDUSTRIES INC. COM 125906107 154 5,707 SH   SOLE   5,707 0 0
BOK FINANCIAL CORP. COM 05561Q201 61 734 SH   SOLE   734 0 0
BMC STOCK HOLDINGS INC COM 05591B109 779 39,930 SH   SOLE   39,930 0 0
BABCOCK AND WILCOX ENTERPRISES INC COM 05614L100 548 33,028 SH   SOLE   33,028 0 0
BANC OF CALIFORNIA INC COM 05990K106 614 35,363 SH   SOLE   35,363 0 0
BAR HARBOR BANKSHARES ORD COM 066849100 204 4,311 SH   SOLE   4,311 0 0
B/E AEROSPACE INC. COM 073302101 5,961 99,038 SH   SOLE   99,038 0 0
BIOTIME INC COM 09066L105 182 50,283 SH   SOLE   50,283 0 0
BANKRATE INC. COM 06647F102 341 30,821 SH   SOLE   30,821 0 0
BANKUNITED INC. COM 06652K103 107 2,841 SH   SOLE   2,841 0 0
BARRETT BUSINESS SERVICES INC. COM 068463108 338 5,275 SH   SOLE   5,275 0 0
BEAZER HOMES USA INC. COM 07556Q881 274 20,633 SH   SOLE   20,633 0 0
BECTON DICKINSON ORD COM 075887109 18,944 114,432 SH   SOLE   114,432 0 0
BIGLARI HOLDINGS INC. COM 08986R101 371 783 SH   SOLE   783 0 0
BIO-RAD LABORATORIES INC. CL A COM 090572207 3,535 19,395 SH   SOLE   19,395 0 0
BLACKHAWK NETWORK HOLDINGS INC COM 09238E104 1,474 39,128 SH   SOLE   39,128 0 0
BLUE BUFFALO PET PRODUCTS INC COM 09531U102 98 4,095 SH   SOLE   4,095 0 0
BLUE NILE INC. COM 09578R103 372 9,144 SH   SOLE   9,144 0 0
BOSTON PROPERTIES REIT INC COM 101121101 10,896 86,625 SH   SOLE   86,625 0 0
BRIDGE BANCORP INC. COM 108035106 483 12,742 SH   SOLE   12,742 0 0
BROCADE COMMUNICATIONS SYSTEMS INC COM 111621306 4,695 375,863 SH   SOLE   375,863 0 0
BANK OF HAWAII CORP. COM 062540109 3,537 39,883 SH   SOLE   39,883 0 0
BANNER CORP. COM 06652V208 1,187 21,261 SH   SOLE   21,261 0 0
C.R. BARD INC. COM 067383109 8,917 39,693 SH   SOLE   39,693 0 0
BILL BARRETT CORP. COM 06846N104 175 25,056 SH   SOLE   25,056 0 0
BAXTER INTERNATIONAL INC COM 071813109 11,084 249,971 SH   SOLE   249,971 0 0
BEACON ROOFING SUPPLY INC. COM 073685109 1,919 41,658 SH   SOLE   41,658 0 0
BENCHMARK ELECTRONICS INC. COM 08160H101 1,069 35,040 SH   SOLE   35,040 0 0
BENEFITFOCUS INC COM 08180D106 282 9,506 SH   SOLE   9,506 0 0
BIG 5 SPORTING GOODS CORP. COM 08915P101 242 13,956 SH   SOLE   13,956 0 0
BWX TECHNOLOGIES INC COM 05605H100 254 6,404 SH   SOLE   6,404 0 0
BALCHEM CORP. COM 057665200 1,831 21,814 SH   SOLE   21,814 0 0
BALL CORP COM 058498106 7,140 95,106 SH   SOLE   95,106 0 0
BARRACUDA NETWORKS INC COM 068323104 353 16,494 SH   SOLE   16,494 0 0
BERRY PLASTICS GROUP INC. COM 08579W103 405 8,301 SH   SOLE   8,301 0 0
BLACKLINE INC COM 09239B109 323 11,699 SH   SOLE   11,699 0 0
BLUEROCK RESIDENTIAL GROWTH REIT C COM 09627J102 206 14,986 SH   SOLE   14,986 0 0
BOSTON BEER INC CLASS A COM 100557107 2,453 14,445 SH   SOLE   14,445 0 0
CNB FINANCIAL CORP COM 126128107 258 9,646 SH   SOLE   9,646 0 0
CST BRANDS INC. COM 12646R105 3,404 70,688 SH   SOLE   70,688 0 0
CABOT CORP. COM 127055101 2,942 58,207 SH   SOLE   58,207 0 0
CADENCE DESIGN SYSTEMS INC COM 127387108 7,067 280,232 SH   SOLE   280,232 0 0
CALAVO GROWERS INC. COM 128246105 677 11,022 SH   SOLE   11,022 0 0
BJS RESTAURANTS INC. COM 09180C106 672 17,090 SH   SOLE   17,090 0 0
BLACKSTONE MORTGAGE TRUST INC CB 09257WAA8 1,426 1,280,000 SH   SOLE   1,280,000 0 0
BLUCORA INC COM 095229100 431 29,207 SH   SOLE   29,207 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 437 15,566 SH   SOLE   15,566 0 0
BOB EVANS FARMS INC. COM 096761101 718 13,487 SH   SOLE   13,487 0 0
BOINGO WIRELESS INC COM 09739C102 311 25,544 SH   SOLE   25,544 0 0
CBS CORP (CL B) COM 124857202 13,417 210,897 SH   SOLE   210,897 0 0
CEB INC COM 125134106 3,118 51,455 SH   SOLE   51,455 0 0
CMS ENERGY CORP. COM 125896100 5,871 141,074 SH   SOLE   141,074 0 0
CSX CORP COM 126408103 16,912 470,688 SH   SOLE   470,688 0 0
CTS CORP. COM 126501105 505 22,531 SH   SOLE   22,531 0 0
CAMBREX CORP. COM 132011107 1,190 22,060 SH   SOLE   22,060 0 0
CAMDEN PROPERTY TRUST REIT COM 133131102 7,270 86,478 SH   SOLE   86,478 0 0
CAPITAL SENIOR LIVING CORP. COM 140475104 344 21,461 SH   SOLE   21,461 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 543 22,441 SH   SOLE   22,441 0 0
CARETRUST REIT INC COM 14174T107 688 44,921 SH   SOLE   44,921 0 0
CARMAX INC. COM 143130102 6,668 103,554 SH   SOLE   103,554 0 0
CASELLA WASTE SYSTEMS INC. CL A COM 147448104 362 29,188 SH   SOLE   29,188 0 0
CENTENE CORP. COM 15135B101 5,154 91,205 SH   SOLE   91,205 0 0
CEVA INC. COM 157210105 445 13,258 SH   SOLE   13,258 0 0
CHARTER FINANCIAL CORP. COM 16122W108 175 10,491 SH   SOLE   10,491 0 0
BRANDYWINE REALTY TRUST REIT COM 105368203 240 14,527 SH   SOLE   14,527 0 0
BRISTOW GROUP INC. COM 110394103 506 24,704 SH   SOLE   24,704 0 0
BROADSOFT INC. COM 11133B409 868 21,047 SH   SOLE   21,047 0 0
BROOKDALE SENIOR LIVING INC. COM 112463104 65 5,272 SH   SOLE   5,272 0 0
BRYN MAWR BANK CORP. COM 117665109 505 11,985 SH   SOLE   11,985 0 0
CBL & ASSOCIATES PROPERTIES INC. COM 124830100 1,457 126,708 SH   SOLE   126,708 0 0
CIT GROUP INC. COM 125581801 243 5,703 SH   SOLE   5,703 0 0
CVR ENERGY INC. COM 12662P108 333 13,125 SH   SOLE   13,125 0 0
CALERES INC COM 129500104 982 29,923 SH   SOLE   29,923 0 0
CAMDEN NATIONAL CORP. COM 133034108 511 11,486 SH   SOLE   11,486 0 0
CAMPBELL SOUP ORD COM 134429109 6,321 104,530 SH   SOLE   104,530 0 0
CAPELLA EDUCATION CO. COM 139594105 696 7,926 SH   SOLE   7,926 0 0
CARBONITE INC COM 141337105 226 13,754 SH   SOLE   13,754 0 0
CARDINAL HEALTH INC. COM 14149Y108 12,530 174,102 SH   SOLE   174,102 0 0
CVB FINANCIAL CORP. COM 126600105 1,654 72,131 SH   SOLE   72,131 0 0
CABLE ONE INC COM 12685J105 2,839 4,566 SH   SOLE   4,566 0 0
CAL-MAINE FOODS INC. COM 128030202 970 21,966 SH   SOLE   21,966 0 0
CALGON CARBON CORP. COM 129603106 640 37,630 SH   SOLE   37,630 0 0
CANADIAN SOLAR INC CB 136635AE9 51 55,000 SH   SOLE   55,000 0 0
CARRIZO OIL AND GAS INC COM 144577103 1,611 43,145 SH   SOLE   43,145 0 0
CASEYS GENERAL STORES INC. COM 147528103 4,536 38,156 SH   SOLE   38,156 0 0
BAKER HUGHES INC COM 057224107 13,848 213,146 SH   SOLE   213,146 0 0
BARNES AND NOBLE EDUCATION INC COM 06777U101 343 29,912 SH   SOLE   29,912 0 0
BARNES GROUP INC. COM 067806109 1,641 34,598 SH   SOLE   34,598 0 0
BEMIS CO. INC. COM 081437105 4,214 88,124 SH   SOLE   88,124 0 0
W.R. BERKLEY CORP. COM 084423102 6,032 90,689 SH   SOLE   90,689 0 0
BERKSHIRE HILLS BANCORP INC. COM 084680107 816 22,135 SH   SOLE   22,135 0 0
CSG SYSTEMS INTERNATIONAL INC. COM 126349109 1,062 21,938 SH   SOLE   21,938 0 0
CU BANCORP COM 126534106 418 11,670 SH   SOLE   11,670 0 0
CABELAS INC COM 126804301 2,822 48,203 SH   SOLE   48,203 0 0
CAESARS ENTERTAINMENT CORP COM 127686103 298 35,008 SH   SOLE   35,008 0 0
CALATLANTIC GROUP INC COM 128195104 2,337 68,716 SH   SOLE   68,716 0 0
CALLAWAY GOLF CO. COM 131193104 716 65,371 SH   SOLE   65,371 0 0
CALLIDUS SOFTWARE INC. COM 13123E500 710 42,240 SH   SOLE   42,240 0 0
CALPINE CORP. COM 131347304 117 10,238 SH   SOLE   10,238 0 0
CAMPING WORLD HOLDINGS INC CLASS A COM 13462K109 393 12,044 SH   SOLE   12,044 0 0
CVS CAREMARK CORP. COM 126650100 45,767 579,987 SH   SOLE   579,987 0 0
CYS INVESTMENTS INC COM 12673A108 801 103,615 SH   SOLE   103,615 0 0
CAESARS ACQUISITION ORD CLASS A COM 12768T103 430 31,866 SH   SOLE   31,866 0 0
CALAMP CORP. COM 128126109 396 27,306 SH   SOLE   27,306 0 0
CALIFORNIA WATER SERVICE GROUP COM 130788102 1,109 32,706 SH   SOLE   32,706 0 0
CELADON GROUP INC. COM 150838100 119 16,708 SH   SOLE   16,708 0 0
CELLDEX THERAPEUTICS INC COM 15117B103 226 63,955 SH   SOLE   63,955 0 0
CENTRAL GARDEN AND PET CO COM 153527106 218 6,589 SH   SOLE   6,589 0 0
CENTRAL PACIFIC FINANCIAL CORP. COM 154760409 704 22,422 SH   SOLE   22,422 0 0
CHANNELADVISOR CORP COM 159179100 226 15,726 SH   SOLE   15,726 0 0
CHART INDUSTRIES INC. COM 16115Q308 788 21,875 SH   SOLE   21,875 0 0
CHARTER COMMUNICATIONS INC CLASS A COM 16119P108 33,345 115,815 SH   SOLE   115,815 0 0
CHURCH AND DWIGHT INC COM 171340102 6,186 139,991 SH   SOLE   139,991 0 0
CIENA CORP COM 171779309 5,426 222,303 SH   SOLE   222,303 0 0
CIRRUS LOGIC INC. COM 172755100 5,657 100,055 SH   SOLE   100,055 0 0
CITIZENS INC. CL A COM 174740100 297 30,268 SH   SOLE   30,268 0 0
CIRCOR INTERNATIONAL INC. COM 17273K109 700 10,783 SH   SOLE   10,783 0 0
CITIZENS & NORTHERN CORP. COM 172922106 255 9,741 SH   SOLE   9,741 0 0
CLARCOR INC. COM 179895107 6,371 77,248 SH   SOLE   77,248 0 0
CLIFFS NATURAL RESOURCES INC. COM 18683K101 1,278 152,019 SH   SOLE   152,019 0 0
CLOROX ORD COM 189054109 8,297 69,127 SH   SOLE   69,127 0 0
CLUBCORP HOLDINGS INC COM 18948M108 681 47,424 SH   SOLE   47,424 0 0
CODORUS VALLEY BANCORP INC. COM 192025104 178 6,220 SH   SOLE   6,220 0 0
COLUMBIA PIPELINE PARTNERS UNITS COM 198281107 2,376 138,525 SH   SOLE   138,525 0 0
COMMSCOPE HOLDING INC COM 20337X109 327 8,791 SH   SOLE   8,791 0 0
CONCHO RESOURCES INC. COM 20605P101 9,711 73,238 SH   SOLE   73,238 0 0
BIG LOTS INC. COM 089302103 3,606 71,822 SH   SOLE   71,822 0 0
BLOOMIN BRANDS INC COM 094235108 1,254 69,578 SH   SOLE   69,578 0 0
BLUE HILLS BANCORP INC COM 095573101 348 18,560 SH   SOLE   18,560 0 0
BOOZ ALLEN HAMILTON HOLDING CORP C COM 099502106 272 7,529 SH   SOLE   7,529 0 0
BOSTON SCIENTIFIC CORP. COM 101137107 15,883 734,307 SH   SOLE   734,307 0 0
BOTTOMLINE TECHNOLOGIES INC. COM 101388106 693 27,703 SH   SOLE   27,703 0 0
BOX INC CLASS A COM 10316T104 489 35,294 SH   SOLE   35,294 0 0
BRIGHT HORIZONS FAMILY SOLUTIONS I COM 109194100 2,153 30,742 SH   SOLE   30,742 0 0
BRIXMOR PROPERTY GROUP INC COM 11120U105 484 19,828 SH   SOLE   19,828 0 0
BROOKLINE BANCORP INC. COM 11373M107 764 46,582 SH   SOLE   46,582 0 0
BROWN FORMAN CORP CLASS B COM 115637209 4,433 98,692 SH   SOLE   98,692 0 0
BUCKEYE PARTNERS L.P. COM 118230101 7,630 115,322 SH   SOLE   115,322 0 0
BUFFALO WILD WINGS INC. COM 119848109 4,554 29,494 SH   SOLE   29,494 0 0
BUILDERS FIRSTSOURCE INC. COM 12008R107 643 58,637 SH   SOLE   58,637 0 0
BURLINGTON STORES INC COM 122017106 307 3,623 SH   SOLE   3,623 0 0
CBIZ INC COM 124805102 488 35,615 SH   SOLE   35,615 0 0
CARDINAL FINANCIAL CORP. COM 14149F109 711 21,679 SH   SOLE   21,679 0 0
CARLISLE COS. COM 142339100 6,724 60,964 SH   SOLE   60,964 0 0
CAROLINA FINANCIAL CORP COM 143873107 253 8,216 SH   SOLE   8,216 0 0
CASS INFORMATION SYSTEMS INC. COM 14808P109 617 8,387 SH   SOLE   8,387 0 0
CEDAR REALTY TRUST INC COM 150602209 368 56,409 SH   SOLE   56,409 0 0
CENTERSTATE BANKS INC. COM 15201P109 807 32,058 SH   SOLE   32,058 0 0
CENTRAL GARDEN & PET CO. CL A COM 153527205 727 23,534 SH   SOLE   23,534 0 0
CHASE CORP COM 16150R104 427 5,115 SH   SOLE   5,115 0 0
CHATHAM LODGING TRUST REIT COM 16208T102 590 28,716 SH   SOLE   28,716 0 0
CHEESECAKE FACTORY INC. COM 163072101 4,229 70,624 SH   SOLE   70,624 0 0
CHEFS' WAREHOUSE INC COM 163086101 210 13,281 SH   SOLE   13,281 0 0
CHEMED CORP. COM 16359R103 1,839 11,464 SH   SOLE   11,464 0 0
CHENIERE ENERGY INC COM 16411R208 237 5,715 SH   SOLE   5,715 0 0
CHENIERE ENERGY INC CB 16411RAG4 1,018 1,670,000 SH   SOLE   1,670,000 0 0
CARNIVAL CORP COM 143658300 11,019 211,663 SH   SOLE   211,663 0 0
CARPENTER TECHNOLOGY CORP. COM 144285103 2,643 73,065 SH   SOLE   73,065 0 0
CARROLS RESTAURANT GROUP INC. COM 14574X104 379 24,871 SH   SOLE   24,871 0 0
CASCADE BANCORP COM 147154207 168 20,749 SH   SOLE   20,749 0 0
CATALENT INC COM 148806102 4,961 184,025 SH   SOLE   184,025 0 0
CATO CORP. CL A COM 149205106 594 19,761 SH   SOLE   19,761 0 0
CAVIUM INC COM 14964U108 2,734 43,793 SH   SOLE   43,793 0 0
CENTURY COMMUNITIES INC COM 156504300 244 11,610 SH   SOLE   11,610 0 0
CHARLES RIVER LABORATORIES INTERNA COM 159864107 3,510 46,072 SH   SOLE   46,072 0 0
CHEMTURA CORP. COM 163893209 1,502 45,234 SH   SOLE   45,234 0 0
CHESAPEAKE LODGING TRUST REIT COM 165240102 1,156 44,713 SH   SOLE   44,713 0 0
CHILDREN'S PLACE INC COM 168905107 1,303 12,906 SH   SOLE   12,906 0 0
CIMAREX ENERGY CO. COM 171798101 6,558 48,255 SH   SOLE   48,255 0 0
CISCO SYSTEMS INC. COM 17275R102 76,711 2,538,417 SH   SOLE   2,538,417 0 0
CITIGROUP INC. COM 172967424 85,777 1,443,332 SH   SOLE   1,443,332 0 0
CITY HOLDING CO. COM 177835105 638 9,438 SH   SOLE   9,438 0 0
CLEARFIELD INC. COM 18482P103 185 8,923 SH   SOLE   8,923 0 0
CLEARWATER PAPER CORP. COM 18538R103 763 11,634 SH   SOLE   11,634 0 0
CLOVIS ONCOLOGY INC. COM 189464100 1,047 23,566 SH   SOLE   23,566 0 0
COACH INC. COM 189754104 5,008 142,994 SH   SOLE   142,994 0 0
COBALT INTERNATIONAL ENERGY INC. COM 19075F106 367 300,415 SH   SOLE   300,415 0 0
COGENT COMMUNICATIONS HOLDINGS INC COM 19239V302 1,191 28,799 SH   SOLE   28,799 0 0
COGNIZANT TECHNOLOGY SOLUTIONS COR COM 192446102 18,403 328,454 SH   SOLE   328,454 0 0
COHEN & STEERS INC. COM 19247A100 489 14,543 SH   SOLE   14,543 0 0
COLFAX CORP COM 194014106 101 2,814 SH   SOLE   2,814 0 0
COLUMBIA BANKING SYSTEM INC. COM 197236102 1,839 41,153 SH   SOLE   41,153 0 0
COMMERCEHUB SERIES A INC COM 20084V108 7 480 SH   SOLE   480 0 0
CONOCOPHILLIPS COM 20825C104 31,411 626,465 SH   SOLE   626,465 0 0
CONTROL4 CORP COM 21240D107 158 15,450 SH   SOLE   15,450 0 0
CORNERSTONE ONDEMAND INC. COM 21925Y103 1,467 34,666 SH   SOLE   34,666 0 0
CORVEL CORP. COM 221006109 288 7,878 SH   SOLE   7,878 0 0
CBOE HOLDINGS INC. COM 12503M108 5,851 79,184 SH   SOLE   79,184 0 0
CIGNA CORP COM 125509109 17,758 133,131 SH   SOLE   133,131 0 0
CRA INTERNATIONAL INC. COM 12618T105 264 7,214 SH   SOLE   7,214 0 0
CNO FINANCIAL GROUP INC. COM 12621E103 5,391 281,501 SH   SOLE   281,501 0 0
CONSTELLATION BRANDS INC. CL A COM 21036P108 14,584 95,129 SH   SOLE   95,129 0 0
CONTANGO OIL AND GAS ORD COM 21075N204 177 18,971 SH   SOLE   18,971 0 0
CORECIVIC INC COM 21871N101 2,844 116,262 SH   SOLE   116,262 0 0
COWEN GROUP INC. COM 223622606 296 19,075 SH   SOLE   19,075 0 0
CRANE ORD COM 224399105 3,357 46,553 SH   SOLE   46,553 0 0
CROWN CASTLE INTERNATIONAL REIT CO COM 22822V101 16,806 193,681 SH   SOLE   193,681 0 0
CUBESMART COM 229663109 530 19,784 SH   SOLE   19,784 0 0
CURIS INC. COM 231269101 254 82,518 SH   SOLE   82,518 0 0
DCT INDUSTRIAL TRUST REIT INC COM 233153204 4,310 90,015 SH   SOLE   90,015 0 0
DANA INCORPORATED INC COM 235825205 4,399 231,770 SH   SOLE   231,770 0 0
DAVITA INC COM 23918K108 5,312 82,749 SH   SOLE   82,749 0 0
COGNEX CORP. COM 192422103 5,291 83,168 SH   SOLE   83,168 0 0
COHU INC. COM 192576106 243 17,501 SH   SOLE   17,501 0 0
COLGATE-PALMOLIVE ORD COM 194162103 29,591 452,181 SH   SOLE   452,181 0 0
COLONY FINANCIAL INC CB 19624RAA4 1,412 1,386,000 SH   SOLE   1,386,000 0 0
COMCAST CORP. CL A COM 20030N101 88,502 1,281,714 SH   SOLE   1,281,714 0 0
COMMUNITY BANK SYSTEM INC. COM 203607106 1,820 29,458 SH   SOLE   29,458 0 0
COMMUNITY HEALTHCARE TRUST INC TRU COM 20369C106 246 10,678 SH   SOLE   10,678 0 0
COMMVAULT SYSTEMS INC. COM 204166102 3,368 65,523 SH   SOLE   65,523 0 0
COMTECH TELECOMMUNICATIONS CORP. COM 205826209 197 16,640 SH   SOLE   16,640 0 0
CRAFT BREW ALLIANCE INC COM 224122101 33 1,963 SH   SOLE   1,963 0 0
CRAY INC. COM 225223304 592 28,600 SH   SOLE   28,600 0 0
CROCS INC. COM 227046109 336 49,009 SH   SOLE   49,009 0 0
DTE ENERGY ORD COM 233331107 8,935 90,705 SH   SOLE   90,705 0 0
DXP ENTERPRISES INC. COM 233377407 359 10,334 SH   SOLE   10,334 0 0
DEL FRISCOS RESTAURANT GROUP INC COM 245077102 294 17,322 SH   SOLE   17,322 0 0
DELTIC TIMBER CORP. COM 247850100 586 7,598 SH   SOLE   7,598 0 0
DIGITAL REALTY TRUST REIT INC TRUS COM 253868103 9,102 92,628 SH   SOLE   92,628 0 0
COCA-COLA ORD COM 191216100 85,769 2,068,721 SH   SOLE   2,068,721 0 0
COMERICA INC. COM 200340107 5,899 86,605 SH   SOLE   86,605 0 0
COMMERCEHUB SERIES C INC COM 20084V306 15 1,011 SH   SOLE   1,011 0 0
COMMUNITY TRUST BANCORP INC. COM 204149108 583 11,750 SH   SOLE   11,750 0 0
CONNS INC. COM 208242107 204 16,138 SH   SOLE   16,138 0 0
CONSOLIDATED TOMOKA LAND ORD COM 210226106 175 3,281 SH   SOLE   3,281 0 0
CORESITE REALTY CORP. COM 21870Q105 2,006 25,272 SH   SOLE   25,272 0 0
CORPORATE OFFICE PROPERTIES TRUST COM 22002T108 2,926 93,728 SH   SOLE   93,728 0 0
COSTCO WHOLESALE CORP COM 22160K105 38,180 238,460 SH   SOLE   238,460 0 0
COUPA SOFTWARE INC COM 22266L106 260 10,388 SH   SOLE   10,388 0 0
CONMED CORP. COM 207410101 913 20,659 SH   SOLE   20,659 0 0
CONSOLIDATED COMMUNICATIONS HOLDIN COM 209034107 930 34,625 SH   SOLE   34,625 0 0
CONTINENTAL RESOURCES INC. OKLAHOM COM 212015101 207 4,025 SH   SOLE   4,025 0 0
COOPER TIRE AND RUBBER ORD COM 216831107 1,529 39,361 SH   SOLE   39,361 0 0
CORENERGY INFRASTRUCTURE TRUST REI COM 21870U502 309 8,857 SH   SOLE   8,857 0 0
COTIVITI HOLDINGS INC COM 22164K101 330 9,595 SH   SOLE   9,595 0 0
COTY INC CLASS A COM 222070203 4,342 237,163 SH   SOLE   237,163 0 0
CRACKER BARREL OLD COUNTRY STORE I COM 22410J106 5,834 34,936 SH   SOLE   34,936 0 0
DHI GROUP INC COM 23331S100 181 28,888 SH   SOLE   28,888 0 0
DST SYSTEMS INC. COM 233326107 3,346 31,226 SH   SOLE   31,226 0 0
DATALINK CORP COM 237934104 169 15,050 SH   SOLE   15,050 0 0
DEAN FOODS CO COM 242370203 3,182 146,078 SH   SOLE   146,078 0 0
DEERE ORD COM 244199105 15,382 149,285 SH   SOLE   149,285 0 0
DEL TACO RESTAURANTS INC COM 245496104 214 15,180 SH   SOLE   15,180 0 0
DENBURY RESOURCES INC. COM 247916208 2,249 611,264 SH   SOLE   611,264 0 0
BIO TECHNE CORP COM 09073M104 3,734 36,316 SH   SOLE   36,316 0 0
BLACKROCK INC. COM 09247X101 23,295 61,215 SH   SOLE   61,215 0 0
BORGWARNER INC. COM 099724106 4,052 102,746 SH   SOLE   102,746 0 0
BOYD GAMING CORP. COM 103304101 1,198 59,401 SH   SOLE   59,401 0 0
BRIGHTCOVE INC COM 10921T101 164 20,354 SH   SOLE   20,354 0 0
BRISTOL-MYERS SQUIBB CO. COM 110122108 52,990 906,747 SH   SOLE   906,747 0 0
BROOKS AUTOMATION INC. COM 114340102 811 47,483 SH   SOLE   47,483 0 0
BROWN FORMAN CORP CLASS A COM 115637100 167 3,606 SH   SOLE   3,606 0 0
BUCKLE INC. COM 118440106 466 20,417 SH   SOLE   20,417 0 0
CBRE GROUP INC COM 12504L109 5,133 162,997 SH   SOLE   162,997 0 0
CME GROUP INC CLASS A COM 12572Q105 19,644 170,301 SH   SOLE   170,301 0 0
CAPITOL FEDERAL FINANCIAL INC COM 14057J101 1,417 86,112 SH   SOLE   86,112 0 0
CAPSTEAD MORTGAGE CORP. COM 14067E506 645 63,329 SH   SOLE   63,329 0 0
CARBO CERAMICS INC. COM 140781105 37 3,546 SH   SOLE   3,546 0 0
CARTERS INC. COM 146229109 4,160 48,156 SH   SOLE   48,156 0 0
CATERPILLAR INC COM 149123101 27,199 293,281 SH   SOLE   293,281 0 0
CATHAY GENERAL BANCORP COM 149150104 4,471 117,554 SH   SOLE   117,554 0 0
CENTERPOINT ENERGY INC COM 15189T107 5,330 216,319 SH   SOLE   216,319 0 0
CENTURYLINK INC. COM 156700106 6,566 276,114 SH   SOLE   276,114 0 0
CA INC. COM 12673P105 5,013 157,795 SH   SOLE   157,795 0 0
CABOT OIL & GAS CORP. COM 127097103 5,764 246,732 SH   SOLE   246,732 0 0
CABOT MICROELECTRONICS CORP. COM 12709P103 1,064 16,844 SH   SOLE   16,844 0 0
CACI INTERNATIONAL INC. CL A COM 127190304 2,053 16,520 SH   SOLE   16,520 0 0
CALLON PETROLEUM CO. COM 13123X102 1,587 103,239 SH   SOLE   103,239 0 0
CAPITAL CITY BANK GROUP INC. COM 139674105 172 8,418 SH   SOLE   8,418 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105 21,269 243,797 SH   SOLE   243,797 0 0
CARDTRONICS INC CB 14161HAG3 2,888 2,449,000 SH   SOLE   2,449,000 0 0
CATCHMARK TIMBER TRUST INC TRUST C COM 14912Y202 315 28,006 SH   SOLE   28,006 0 0
CELANESE CORP. SER -A- COM 150870103 375 4,765 SH   SOLE   4,765 0 0
DELEK US HOLDINGS INC. COM 246647101 1,073 44,558 SH   SOLE   44,558 0 0
DELL TECHNOLOGIES CLASS V INC COM 24703L103 393 7,143 SH   SOLE   7,143 0 0
DEVON ENERGY CORP. COM 25179M103 12,098 264,893 SH   SOLE   264,893 0 0
DIAMONDROCK HOSPITALITY CO. COM 252784301 1,671 144,884 SH   SOLE   144,884 0 0
DIGITALGLOBE INC. COM 25389M877 1,239 43,234 SH   SOLE   43,234 0 0
DILLARDS INC CLASS A COM 254067101 32 512 SH   SOLE   512 0 0
DINEEQUITY INC. COM 254423106 951 12,349 SH   SOLE   12,349 0 0
WALT DISNEY CO. COM 254687106 83,904 805,067 SH   SOLE   805,067 0 0
DOMTAR CORP COM 257559203 2,282 58,469 SH   SOLE   58,469 0 0
DR PEPPER SNAPPLE GROUP INC. COM 26138E109 9,041 99,718 SH   SOLE   99,718 0 0
DUCOMMUN INC. COM 264147109 226 8,824 SH   SOLE   8,824 0 0
DUKE REALTY REIT CORP COM 264411505 9,313 350,622 SH   SOLE   350,622 0 0
DUN & BRADSTREET CORP. COM 26483E100 2,300 18,962 SH   SOLE   18,962 0 0
EMC INSURANCE GROUP INC. COM 268664109 171 5,687 SH   SOLE   5,687 0 0
EARTHLINK HOLDINGS CORP COM 27033X101 379 67,132 SH   SOLE   67,132 0 0
EASTGROUP PROPERTIES INC. COM 277276101 1,762 23,866 SH   SOLE   23,866 0 0
EBIX INC. COM 278715206 1,003 17,585 SH   SOLE   17,585 0 0
CNA FINANCIAL CORP. COM 126117100 32 774 SH   SOLE   774 0 0
CSW INDUSTRIALS INC COM 126402106 340 9,234 SH   SOLE   9,234 0 0
CSRA INC COM 12650T104 2,553 80,186 SH   SOLE   80,186 0 0
CALIFORNIA RESOURCES CORP COM 13057Q206 529 24,841 SH   SOLE   24,841 0 0
CALIX INC. COM 13100M509 195 25,321 SH   SOLE   25,321 0 0
CRYOLIFE INC. COM 228903100 467 24,366 SH   SOLE   24,366 0 0
CULP INC. COM 230215105 273 7,337 SH   SOLE   7,337 0 0
CUMMINS INC. COM 231021106 10,546 77,166 SH   SOLE   77,166 0 0
CURTISS-WRIGHT CORP. COM 231561101 6,943 70,583 SH   SOLE   70,583 0 0
CYPRESS SEMICONDUCTOR CORP. COM 232806109 3,430 299,829 SH   SOLE   299,829 0 0
CYRUSONE REIT INC COM 23283R100 384 8,583 SH   SOLE   8,583 0 0
CYTOMX THERAPEUTICS INC COM 23284F105 189 17,176 SH   SOLE   17,176 0 0
DCP MIDSTREAM PARTNERS UNITS COM 23311P100 8,240 214,696 SH   SOLE   214,696 0 0
DSW INC. CL A COM 23334L102 1,080 47,678 SH   SOLE   47,678 0 0
DAKTRONICS INC. COM 234264109 288 26,877 SH   SOLE   26,877 0 0
DARDEN RESTAURANTS INC. COM 237194105 4,799 65,994 SH   SOLE   65,994 0 0
DARLING INGREDIENTS INC COM 237266101 1,447 112,072 SH   SOLE   112,072 0 0
DENTSPLY SIRONA INC COM 24906P109 6,736 116,689 SH   SOLE   116,689 0 0
DEPOMED INC. COM 249908104 808 44,842 SH   SOLE   44,842 0 0
DIGI INTERNATIONAL INC. COM 253798102 249 18,076 SH   SOLE   18,076 0 0
DIME COMMUNITY BANCSHARES COM 253922108 437 21,736 SH   SOLE   21,736 0 0
DIPLOMAT PHARMACY INC COM 25456K101 403 32,010 SH   SOLE   32,010 0 0
DOMINION MIDSTREAM PARTNERS COMMON COM 257454108 4,902 165,874 SH   SOLE   165,874 0 0
CHEGG INC COM 163092109 379 51,312 SH   SOLE   51,312 0 0
CHEMICAL FINANCIAL CORP. COM 163731102 5,881 108,570 SH   SOLE   108,570 0 0
CHESAPEAKE UTILITIES CORP. COM 165303108 699 10,443 SH   SOLE   10,443 0 0
CHEVRON CORP COM 166764100 112,315 954,247 SH   SOLE   954,247 0 0
CHIMERA INVESTMENT CORP COM 16934Q208 91 5,367 SH   SOLE   5,367 0 0
CHIPOTLE MEXICAN GRILL INC. COM 169656105 5,908 15,659 SH   SOLE   15,659 0 0
CHURCHILL DOWNS INC. COM 171484108 3,139 20,866 SH   SOLE   20,866 0 0
CHUY'S HOLDINGS INC COM 171604101 394 12,127 SH   SOLE   12,127 0 0
CINCINNATI FINANCIAL CORP. COM 172062101 5,705 75,308 SH   SOLE   75,308 0 0
CITIZENS FINANCIAL GROUP INC COM 174610105 9,510 266,917 SH   SOLE   266,917 0 0
CITRIX SYSTEMS INC CB 177376AD2 2,439 2,105,000 SH   SOLE   2,105,000 0 0
DUKE ENERGY CORP. COM 26441C204 27,038 348,343 SH   SOLE   348,343 0 0
EL POLLO LOCO INC COM 268603107 194 15,797 SH   SOLE   15,797 0 0
EP ENERGY CORP CLASS A COM 268785102 168 25,707 SH   SOLE   25,707 0 0
ERA GROUP INC. COM 26885G109 256 15,064 SH   SOLE   15,064 0 0
EASTMAN KODAK CO COM 277461406 218 14,052 SH   SOLE   14,052 0 0
EBAY INC. COM 278642103 16,833 566,961 SH   SOLE   566,961 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 521 20,811 SH   SOLE   20,811 0 0
EMCOR GROUP INC. COM 29084Q100 6,796 96,037 SH   SOLE   96,037 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 391 11,660 SH   SOLE   11,660 0 0
ENDURANCE INTERNATIONAL GROUP HOLD COM 29272B105 353 37,971 SH   SOLE   37,971 0 0
ENERGOUS CORP COM 29272C103 192 11,424 SH   SOLE   11,424 0 0
ENERGY TRANSFER PARTNERS UNITS COM 29273R109 9,742 272,048 SH   SOLE   272,048 0 0
ENERSYS INC. COM 29275Y102 5,443 69,697 SH   SOLE   69,697 0 0
CANTEL MEDICAL CORP COM 138098108 1,934 24,557 SH   SOLE   24,557 0 0
CAPITAL BANK FINANCIAL CORP. COM 139794101 679 17,304 SH   SOLE   17,304 0 0
CARE CAPITAL PROPERTIES INC COM 141624106 2,084 83,378 SH   SOLE   83,378 0 0
CAREER EDUCATION CORP. COM 141665109 481 47,648 SH   SOLE   47,648 0 0
CARRIAGE SERVICES INC. COM 143905107 298 10,399 SH   SOLE   10,399 0 0
CAVCO INDUSTRIES INC. COM 149568107 637 6,378 SH   SOLE   6,378 0 0
CELGENE CORP. COM 151020104 48,402 418,161 SH   SOLE   418,161 0 0
CEMPRA INC COM 15130J109 73 26,096 SH   SOLE   26,096 0 0
CENTURY ALUMINUM CO. COM 156431108 283 33,065 SH   SOLE   33,065 0 0
CERUS CORP. COM 157085101 327 75,212 SH   SOLE   75,212 0 0
CHICAGO BRIDGE & IRON COMPANY NV COM 167250109 95 2,985 SH   SOLE   2,985 0 0
DOLBY LABORATORIES INC. CL A COM 25659T107 66 1,452 SH   SOLE   1,452 0 0
DOLLAR GENERAL CORP. COM 256677105 10,319 139,316 SH   SOLE   139,316 0 0
DOLLAR TREE INC. COM 256746108 9,787 126,807 SH   SOLE   126,807 0 0
RR DONNELLEY AND SONS COM 257867200 63 3,872 SH   SOLE   3,872 0 0
E I DU PONT DE NEMOURS ORD COM 263534109 34,666 472,293 SH   SOLE   472,293 0 0
DUNKIN BRANDS GROUP INC. COM 265504100 4,687 89,379 SH   SOLE   89,379 0 0
EAGLE BANCORP INC. (MARYLAND) COM 268948106 1,310 21,496 SH   SOLE   21,496 0 0
EDISON INTERNATIONAL COM 281020107 11,839 164,447 SH   SOLE   164,447 0 0
ELECTRONICS FOR IMAGING INC. COM 286082102 1,413 32,211 SH   SOLE   32,211 0 0
ELLIE MAE INC COM 28849P100 1,896 22,653 SH   SOLE   22,653 0 0
EMPIRE DISTRICT ELECTRIC CO. COM 291641108 994 29,158 SH   SOLE   29,158 0 0
ENBRIDGE INC CB 29250NAN5 201 200,000 SH   SOLE   200,000 0 0
DORMAN PRODUCTS INC. COM 258278100 1,342 18,369 SH   SOLE   18,369 0 0
DOUGLAS DYNAMICS INC. COM 25960R105 490 14,566 SH   SOLE   14,566 0 0
DULUTH HOLDINGS INC CLASS B COM 26443V101 156 6,124 SH   SOLE   6,124 0 0
DYCOM INDUSTRIES INC. COM 267475101 4,006 49,890 SH   SOLE   49,890 0 0
DYNEGY INC. COM 26817R108 691 81,707 SH   SOLE   81,707 0 0
ELF BEAUTY INC COM 26856L103 313 10,831 SH   SOLE   10,831 0 0
ETRADE FINANCIAL CORP. COM 269246401 4,746 136,974 SH   SOLE   136,974 0 0
EASTMAN CHEMICAL CO. COM 277432100 5,582 74,215 SH   SOLE   74,215 0 0
ECOLAB INC. COM 278865100 16,673 142,239 SH   SOLE   142,239 0 0
ENCORE CAPITAL GROUP INC. COM 292554102 514 17,948 SH   SOLE   17,948 0 0
ENERGY TRANSFER EQUITY UNITS COM 29273V100 8,532 441,836 SH   SOLE   441,836 0 0
ENSIGN GROUP INC. COM 29358P101 790 35,591 SH   SOLE   35,591 0 0
CERNER CORP. COM 156782104 7,701 162,572 SH   SOLE   162,572 0 0
CHEMOURS ORD COM 163851108 2,741 124,103 SH   SOLE   124,103 0 0
CHESAPEAKE ENERGY CORP. COM 165167107 2,618 372,934 SH   SOLE   372,934 0 0
CHOICE HOTELS INTERNATIONAL INC. COM 169905106 104 1,848 SH   SOLE   1,848 0 0
CLEAN ENERGY FUELS CORP. COM 184499101 211 73,674 SH   SOLE   73,674 0 0
CLEAR CHANNEL OUTDOOR HOLDINGS INC COM 18451C109 9 1,724 SH   SOLE   1,724 0 0
CLOVIS ONCOLOGY INC CB 189464AB6 837 815,000 SH   SOLE   815,000 0 0
COLONY CAPITAL INC CLASS A COM 19624R106 1,561 77,108 SH   SOLE   77,108 0 0
COLONY STARWOOD HOMES REIT COM 19625X102 1,408 48,889 SH   SOLE   48,889 0 0
COLUMBIA SPORTSWEAR CO. COM 198516106 1,129 19,361 SH   SOLE   19,361 0 0
COMFORT SYSTEMS USA INC. COM 199908104 852 25,591 SH   SOLE   25,591 0 0
ELDORADO RESORTS INC COM 28470R102 359 21,186 SH   SOLE   21,186 0 0
ENCORE CAPITAL GROUP INC CB 292554AF9 1,354 1,434,000 SH   SOLE   1,434,000 0 0
ENDOLOGIX INC. COM 29266S106 332 58,085 SH   SOLE   58,085 0 0
ENPRO INDUSTRIES INC. COM 29355X107 971 14,419 SH   SOLE   14,419 0 0
ENTRAVISION COMMUNICATIONS CORP. COM 29382R107 283 40,450 SH   SOLE   40,450 0 0
ENVESTNET INC. COM 29404K106 1,020 28,922 SH   SOLE   28,922 0 0
ENVISION HEALTHCARE CORP COM 29414D100 3,942 62,281 SH   SOLE   62,281 0 0
EPLUS INC. COM 294268107 480 4,163 SH   SOLE   4,163 0 0
EPIZYME INC COM 29428V104 371 30,680 SH   SOLE   30,680 0 0
EQUITY ONE INC. COM 294752100 2,819 91,846 SH   SOLE   91,846 0 0
ETHAN ALLEN INTERIORS INC. COM 297602104 652 17,688 SH   SOLE   17,688 0 0
EVERBANK FINANCIAL CORP COM 29977G102 1,426 73,333 SH   SOLE   73,333 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 177 17,657 SH   SOLE   17,657 0 0
EXPRESS INC COM 30219E103 588 54,623 SH   SOLE   54,623 0 0
EXTRACTION OIL GAS INC COM 30227M105 25 1,255 SH   SOLE   1,255 0 0
FBL FINANCIAL GROUP INC. CL A COM 30239F106 524 6,711 SH   SOLE   6,711 0 0
FMC TECHNOLOGIES INC. COM 30249U101 4,054 114,088 SH   SOLE   114,088 0 0
FTI CONSULTING INC. COM 302941109 3,003 66,620 SH   SOLE   66,620 0 0
FACTSET RESEARCH SYSTEMS INC. COM 303075105 6,360 38,918 SH   SOLE   38,918 0 0
FARO TECHNOLOGIES INC. COM 311642102 433 12,017 SH   SOLE   12,017 0 0
ENERGY RECOVERY INC. COM 29270J100 269 26,012 SH   SOLE   26,012 0 0
ENOVA INTERNATIONAL INC COM 29357K103 244 19,420 SH   SOLE   19,420 0 0
ENTERCOM COMMUNICATIONS CORP. CL A COM 293639100 311 20,318 SH   SOLE   20,318 0 0
ENTERPRISE FINANCIAL SERVICES CORP COM 293712105 596 13,870 SH   SOLE   13,870 0 0
ENZO BIOCHEM INC. COM 294100102 223 32,184 SH   SOLE   32,184 0 0
EURONET WORLDWIDE INC. COM 298736109 248 3,424 SH   SOLE   3,424 0 0
EVOLENT HEALTH INC CLASS A COM 30050B101 153 10,368 SH   SOLE   10,368 0 0
EXAR CORP COM 300645108 311 28,868 SH   SOLE   28,868 0 0
EXELIXIS INC. COM 30161Q104 2,407 161,424 SH   SOLE   161,424 0 0
EXLSERVICE HOLDINGS INC. COM 302081104 1,146 22,726 SH   SOLE   22,726 0 0
EXPEDIA INC. COM 30212P303 7,375 65,103 SH   SOLE   65,103 0 0
FRP HOLDINGS INC COM 30292L107 191 5,057 SH   SOLE   5,057 0 0
FAIRMOUNT SANTROL HOLDINGS INC COM 30555Q108 752 63,816 SH   SOLE   63,816 0 0
FARMLAND PARTNERS INC COM 31154R109 11 951 SH   SOLE   951 0 0
ERIE INDEMNITY CO. CL A COM 29530P102 159 1,415 SH   SOLE   1,415 0 0
ESSENDANT INC COM 296689102 562 26,868 SH   SOLE   26,868 0 0
EURONET WORLDWIDE INC CB 298736AH2 1,624 1,400,000 SH   SOLE   1,400,000 0 0
EZCORP INC. CL A COM 302301106 367 34,468 SH   SOLE   34,468 0 0
FCB FINANCIAL HOLDINGS INC CLASS A COM 30255G103 1,035 21,703 SH   SOLE   21,703 0 0
FACEBOOK INC. COM 30303M102 144,676 1,257,506 SH   SOLE   1,257,506 0 0
FARMER BROTHERS CO COM 307675108 218 5,938 SH   SOLE   5,938 0 0
CITY OFFICE REIT INC COM 178587101 212 16,112 SH   SOLE   16,112 0 0
CLEAN HARBORS INC. COM 184496107 2,725 48,966 SH   SOLE   48,966 0 0
CLIFTON BANCORP INC COM 186873105 331 19,586 SH   SOLE   19,586 0 0
COLUMBIA PROPERTY REIT INC TRUST COM 198287203 223 10,312 SH   SOLE   10,312 0 0
COMMERCIAL METALS CO. COM 201723103 3,962 181,909 SH   SOLE   181,909 0 0
CONAGRA BRANDS INC COM 205887102 8,887 224,695 SH   SOLE   224,695 0 0
CONNECTICUT WATER SERVICE INC. COM 207797101 406 7,273 SH   SOLE   7,273 0 0
COOPER COS. COM 216648402 4,528 25,885 SH   SOLE   25,885 0 0
COSTAR GROUP INC. COM 22160N109 414 2,194 SH   SOLE   2,194 0 0
COVANTA HOLDING CORP. COM 22282E102 125 8,001 SH   SOLE   8,001 0 0
EQUINIX INC COM 29444U700 13,722 38,392 SH   SOLE   38,392 0 0
EQUITY COMMONWEALTH REIT COM 294628102 314 10,378 SH   SOLE   10,378 0 0
EVERTEC INC COM 30040P103 793 44,688 SH   SOLE   44,688 0 0
EVERSOURCE ENERGY ORD COM 30040W108 8,857 160,371 SH   SOLE   160,371 0 0
EXA CORP COM 300614500 33 2,117 SH   SOLE   2,117 0 0
EXTREME NETWORKS INC. COM 30226D106 342 68,021 SH   SOLE   68,021 0 0
EZCORP INC. CB 302301AB2 1,405 1,452,000 SH   SOLE   1,452,000 0 0
EXXON MOBIL CORP COM 30231G102 189,300 2,097,276 SH   SOLE   2,097,276 0 0
FLIR SYSTEMS INC COM 302445101 2,472 68,294 SH   SOLE   68,294 0 0
F.N.B. CORP. COM 302520101 5,390 336,246 SH   SOLE   336,246 0 0
FAIR ISAAC CORP. COM 303250104 5,847 49,043 SH   SOLE   49,043 0 0
CHICOS FAS INC. COM 168615102 2,950 204,976 SH   SOLE   204,976 0 0
CINCINNATI BELL INC COM 171871502 644 28,813 SH   SOLE   28,813 0 0
CINEMARK HOLDINGS INC. COM 17243V102 3,953 103,049 SH   SOLE   103,049 0 0
CINTAS CORP. COM 172908105 5,390 46,641 SH   SOLE   46,641 0 0
CITI TRENDS INC. COM 17306X102 223 11,840 SH   SOLE   11,840 0 0
CITRIX SYSTEMS INC. COM 177376100 7,515 84,149 SH   SOLE   84,149 0 0
CIVITAS SOLUTIONS INC COM 17887R102 205 10,292 SH   SOLE   10,292 0 0
COBIZ FINANCIAL INC. COM 190897108 449 26,608 SH   SOLE   26,608 0 0
COCA-COLA BOTTLING CO. CONSOLIDATE COM 191098102 620 3,466 SH   SOLE   3,466 0 0
COEUR MINING INC COM 192108504 1,111 122,192 SH   SOLE   122,192 0 0
COHERENT INC. COM 192479103 2,338 17,016 SH   SOLE   17,016 0 0
COLUMBUS MCKINNON CORP. COM 199333105 390 14,412 SH   SOLE   14,412 0 0
COMMUNICATIONS SALES AND LEASING I COM 20341J104 3,316 130,491 SH   SOLE   130,491 0 0
COMSCORE INC COM 20564W105 2,345 74,264 SH   SOLE   74,264 0 0
CONFORMIS INC COM 20717E101 204 25,216 SH   SOLE   25,216 0 0
CONNECTONE BANCORP INC COM 20786W107 508 19,592 SH   SOLE   19,592 0 0
COMMERCE BANCSHARES INC. COM 200525103 4,711 81,497 SH   SOLE   81,497 0 0
COMMUNITY HEALTH SYSTEMS INC. COM 203668108 420 75,110 SH   SOLE   75,110 0 0
COMPASS MINERALS INTERNATIONAL INC COM 20451N101 2,473 31,566 SH   SOLE   31,566 0 0
COMPUTER PROGRAMS & SYSTEMS INC. COM 205306103 209 8,848 SH   SOLE   8,848 0 0
COMPUTER SCIENCES CORP. COM 205363104 7,814 131,510 SH   SOLE   131,510 0 0
CONSOL ENERGY INC. COM 20854P109 3,036 166,514 SH   SOLE   166,514 0 0
CONTINENTAL BUILDING PRODUCTS INC COM 211171103 581 25,144 SH   SOLE   25,144 0 0
CONVERGYS CORP. COM 212485106 3,660 149,029 SH   SOLE   149,029 0 0
COPART INC. COM 217204106 5,490 99,083 SH   SOLE   99,083 0 0
CORELOGIC INC. COM 21871D103 3,051 82,839 SH   SOLE   82,839 0 0
CREDIT ACCEPTANCE CORP. COM 225310101 124 568 SH   SOLE   568 0 0
CROSS COUNTRY HEALTHCARE INC. COM 227483104 370 23,697 SH   SOLE   23,697 0 0
CROWN HOLDINGS INC. COM 228368106 486 9,243 SH   SOLE   9,243 0 0
CUBIC CORP. COM 229669106 854 17,804 SH   SOLE   17,804 0 0
CYNOSURE INC. CL A COM 232577205 781 17,125 SH   SOLE   17,125 0 0
DELUXE CORP COM 248019101 5,577 77,887 SH   SOLE   77,887 0 0
FEDERAL MOGUL HOLDINGS CORP COM 313549404 237 22,973 SH   SOLE   22,973 0 0
FEDERAL SIGNAL CORP. COM 313855108 646 41,356 SH   SOLE   41,356 0 0
DIAMOND OFFSHORE DRILLING INC. COM 25271C102 1,066 60,233 SH   SOLE   60,233 0 0
DIGIMARC CORP COM 25381B101 176 5,852 SH   SOLE   5,852 0 0
DIODES INC. COM 254543101 672 26,169 SH   SOLE   26,169 0 0
DOVER CORP. COM 260003108 5,880 78,475 SH   SOLE   78,475 0 0
DOW CHEMICAL CO. COM 260543103 32,443 566,983 SH   SOLE   566,983 0 0
DREW INDUSTRIES INC. COM 26168L205 1,787 16,589 SH   SOLE   16,589 0 0
DYCOM INDUSTRIES INC CB 267475AB7 1,240 1,130,000 SH   SOLE   1,130,000 0 0
EQT CORP. COM 26884L109 5,672 86,724 SH   SOLE   86,724 0 0
EPR PROPERTIES COM 26884U109 4,516 62,926 SH   SOLE   62,926 0 0
EAGLE MATERIALS INC COM 26969P108 4,620 46,885 SH   SOLE   46,885 0 0
EATON VANCE COM NON VOTING CORP COM 278265103 4,618 110,265 SH   SOLE   110,265 0 0
EL PASO ELECTRIC CO. COM 283677854 1,276 27,451 SH   SOLE   27,451 0 0
EMPLOYERS HOLDINGS INC. COM 292218104 852 21,526 SH   SOLE   21,526 0 0
FERRO CORP. COM 315405100 820 57,251 SH   SOLE   57,251 0 0
FIRST BUSEY CORP COM 319383204 708 22,996 SH   SOLE   22,996 0 0
FIRST COMMONWEALTH FINANCIAL CORP. COM 319829107 842 59,387 SH   SOLE   59,387 0 0
FIRST DATA CORP CLASS A COM 32008D106 305 21,489 SH   SOLE   21,489 0 0
CREE INC. COM 225447101 2,497 94,601 SH   SOLE   94,601 0 0
D R HORTON INC COM 23331A109 4,890 178,918 SH   SOLE   178,918 0 0
DAILY JOURNAL CORP. COM 233912104 218 902 SH   SOLE   902 0 0
DANAHER CORP. COM 235851102 24,303 312,219 SH   SOLE   312,219 0 0
DELTA AIR LINES INC. COM 247361702 19,548 397,398 SH   SOLE   397,398 0 0
DEPOMED INC CB 249908AA2 1,012 897,000 SH   SOLE   897,000 0 0
DEVRY EDUCATION GROUP INC COM 251893103 2,964 95,015 SH   SOLE   95,015 0 0
DIAMOND HILL INVESTMENT GROUP INC. COM 25264R207 456 2,166 SH   SOLE   2,166 0 0
DISCOVERY COMMUNICATIONS-C COM 25470F302 3,175 118,560 SH   SOLE   118,560 0 0
DISH NETWORK CORP. CL A COM 25470M109 758 13,084 SH   SOLE   13,084 0 0
DOMINION RESOURCES INC. (VIRGINIA) COM 25746U109 24,232 316,392 SH   SOLE   316,392 0 0
DONNELLEY FINANCIAL SOLUTIONS INC COM 25787G100 33 1,452 SH   SOLE   1,452 0 0
DOUGLAS EMMETT INC. COM 25960P109 5,202 142,276 SH   SOLE   142,276 0 0
DRIL QUIP INC COM 262037104 2,109 35,121 SH   SOLE   35,121 0 0
FIRST POTOMAC REALTY TRUST REIT COM 33610F109 455 41,471 SH   SOLE   41,471 0 0
1ST SOURCE CORP. COM 336901103 505 11,305 SH   SOLE   11,305 0 0
FLEXSTEEL INDUSTRIES INC. COM 339382103 277 4,493 SH   SOLE   4,493 0 0
FLEXION THERAPEUTICS INC COM 33938J106 347 18,264 SH   SOLE   18,264 0 0
FLOTEK INDUSTRIES INC. COM 343389102 366 38,999 SH   SOLE   38,999 0 0
FLOWERS FOODS INC. COM 343498101 3,530 176,780 SH   SOLE   176,780 0 0
FLOWSERVE CORP. COM 34354P105 3,320 69,091 SH   SOLE   69,091 0 0
FORTIVE CORP COM 34959J108 8,238 153,613 SH   SOLE   153,613 0 0
FRANKLIN FINANCIAL NETWORK INC COM 35352P104 305 7,288 SH   SOLE   7,288 0 0
G & K SERVICES INC. SHS -A- COM 361268105 1,345 13,948 SH   SOLE   13,948 0 0
ENERGIZER HOLDINGS INC COM 29272W109 2,607 58,443 SH   SOLE   58,443 0 0
ENLINK MIDSTREAM PARTNERS COMMON U COM 29336U107 4,835 262,481 SH   SOLE   262,481 0 0
ENNIS INC. COM 293389102 348 20,064 SH   SOLE   20,064 0 0
ENTEGRIS INC. COM 29362U104 1,710 95,524 SH   SOLE   95,524 0 0
ENTERGY CORP. COM 29364G103 6,653 90,553 SH   SOLE   90,553 0 0
EPAM SYSTEMS INC COM 29414B104 2,088 32,461 SH   SOLE   32,461 0 0
EQUIFAX INC COM 294429105 7,634 64,570 SH   SOLE   64,570 0 0
EQUITY RESIDENTIAL REIT COM 29476L107 13,081 203,245 SH   SOLE   203,245 0 0
ESSEX PROPERTY TRUST REIT INC COM 297178105 8,742 37,598 SH   SOLE   37,598 0 0
EXELON CORP COM 30161N101 16,529 465,748 SH   SOLE   465,748 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 23,020 334,637 SH   SOLE   334,637 0 0
EXTENDED STAY AMERICA UNITS INC COM 30224P200 41 2,514 SH   SOLE   2,514 0 0
EXTRA SPACE STORAGE INC. COM 30225T102 5,751 74,454 SH   SOLE   74,454 0 0
FASTENAL CO. COM 311900104 7,327 155,959 SH   SOLE   155,959 0 0
DYNEX CAPITAL INC. COM 26817Q506 224 32,823 SH   SOLE   32,823 0 0
EQT MIDSTREAM PARTNERS LP COM 26885B100 17,003 221,738 SH   SOLE   221,738 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 495 6,236 SH   SOLE   6,236 0 0
EAST WEST BANCORP INC. COM 27579R104 6,846 134,679 SH   SOLE   134,679 0 0
EDUCATION REALTY TRUST REIT INC COM 28140H203 5,121 121,067 SH   SOLE   121,067 0 0
EDWARDS LIFESCIENCES CORP. COM 28176E108 10,799 115,253 SH   SOLE   115,253 0 0
8X8 INC. COM 282914100 862 60,277 SH   SOLE   60,277 0 0
ELECTRONICS FOR IMAGING INC. CB 286082AC6 2,341 2,210,000 SH   SOLE   2,210,000 0 0
EMCORE CORP. COM 290846203 172 19,785 SH   SOLE   19,785 0 0
EMERGENT BIOSOLUTIONS INC. COM 29089Q105 765 23,280 SH   SOLE   23,280 0 0
EMERSON ELECTRIC CO. COM 291011104 18,252 327,388 SH   SOLE   327,388 0 0
EMPIRE STATE REALTY REIT CLASS A I COM 292104106 267 13,204 SH   SOLE   13,204 0 0
ENBRIDGE ENERGY PARTNERS L.P. CL A COM 29250R106 7,179 281,766 SH   SOLE   281,766 0 0
ENGILITY HOLDINGS INC COM 29286C107 437 12,963 SH   SOLE   12,963 0 0
ENTERPRISE BANCORP INC. COM 293668109 226 6,022 SH   SOLE   6,022 0 0
ENVESTNET INC CB 29404KAA4 1,032 1,084,000 SH   SOLE   1,084,000 0 0
CONSOLIDATED EDISON INC. COM 209115104 11,352 154,066 SH   SOLE   154,066 0 0
COOPER STANDARD HOLDINGS INC COM 21676P103 1,045 10,108 SH   SOLE   10,108 0 0
CORCEPT THERAPEUTICS INC. COM 218352102 387 53,311 SH   SOLE   53,311 0 0
CORE-MARK HOLDING CO. INC. COM 218681104 1,401 32,536 SH   SOLE   32,536 0 0
CORNING INC COM 219350105 11,540 475,477 SH   SOLE   475,477 0 0
COUSINS PROPERTIES REIT INC COM 222795106 4,771 560,624 SH   SOLE   560,624 0 0
COVENANT TRANSPORTATION GROUP INC COM 22284P105 172 8,870 SH   SOLE   8,870 0 0
CULLEN/FROST BANKERS INC. COM 229899109 4,612 52,273 SH   SOLE   52,273 0 0
CUSTOMERS BANCORP INC COM 23204G100 608 16,979 SH   SOLE   16,979 0 0
CYTOKINETICS INC COM 23282W605 334 27,453 SH   SOLE   27,453 0 0
DDR CORP COM 23317H102 392 25,681 SH   SOLE   25,681 0 0
DSP GROUP INC. COM 23332B106 214 16,381 SH   SOLE   16,381 0 0
DAVE AND BUSTERS ENTERTAINMENT INC COM 238337109 1,513 26,872 SH   SOLE   26,872 0 0
DECKERS OUTDOOR CORP COM 243537107 2,826 51,014 SH   SOLE   51,014 0 0
DENNYS CORP. COM 24869P104 718 55,951 SH   SOLE   55,951 0 0
DERMIRA INC COM 24983L104 557 18,358 SH   SOLE   18,358 0 0
DEXCOM INC. COM 252131107 337 5,644 SH   SOLE   5,644 0 0
G III APPAREL GROUP LTD COM 36237H101 892 30,170 SH   SOLE   30,170 0 0
GENERAL GROWTH PROPERTIES REIT INC COM 370023103 8,085 323,647 SH   SOLE   323,647 0 0
GENERAL MOTORS CO. COM 37045V100 24,449 701,746 SH   SOLE   701,746 0 0
EXACT SCIENCES CORP. COM 30063P105 990 74,117 SH   SOLE   74,117 0 0
EXACTECH INC. COM 30064E109 233 8,546 SH   SOLE   8,546 0 0
EXPONENT INC. COM 30214U102 1,078 17,880 SH   SOLE   17,880 0 0
FMC CORP COM 302491303 4,042 71,456 SH   SOLE   71,456 0 0
FTD INC COM 30281V108 334 13,997 SH   SOLE   13,997 0 0
FARMERS CAPITAL BANK CORP. COM 309562106 233 5,536 SH   SOLE   5,536 0 0
FARMERS NATIONAL BANC CORP COM 309627107 277 19,473 SH   SOLE   19,473 0 0
FEDEX CORP COM 31428X106 24,649 132,378 SH   SOLE   132,378 0 0
FINANCIAL ENGINES INC COM 317485100 1,357 36,933 SH   SOLE   36,933 0 0
FINISAR CORP CB 31787AAM3 1,854 1,550,000 SH   SOLE   1,550,000 0 0
FINISH LINE INC. CL A COM 317923100 553 29,411 SH   SOLE   29,411 0 0
FIRST BANCORP (NORTH CAROLINA) COM 318910106 347 12,799 SH   SOLE   12,799 0 0
FIRST COMMUNITY BANCSHARES INC COM 31983A103 369 12,258 SH   SOLE   12,258 0 0
FIRST INTERSTATE BANCSYSTEM INC. C COM 32055Y201 559 13,127 SH   SOLE   13,127 0 0
FIRST MID ILLINOIS BANCSHARES INC COM 320866106 210 6,185 SH   SOLE   6,185 0 0
FIRST MIDWEST BANCORP COM 320867104 1,440 57,073 SH   SOLE   57,073 0 0
FIRST SOLAR INC. COM 336433107 1,262 39,328 SH   SOLE   39,328 0 0
FIVE BELOW INC COM 33829M101 1,505 37,651 SH   SOLE   37,651 0 0
FORD MOTOR CO. COM 345370860 23,929 1,972,678 SH   SOLE   1,972,678 0 0
FORTINET INC. COM 34959E109 4,312 143,166 SH   SOLE   143,166 0 0
FOUR CORNERS PROPERTY INC TRUST COM 35086T109 941 45,871 SH   SOLE   45,871 0 0
FEDERATED NATIONAL HOLDING COMPANY COM 31422T101 186 9,939 SH   SOLE   9,939 0 0
FIDELITY NATIONAL FINANCIAL INC COM 31620R402 587 42,864 SH   SOLE   42,864 0 0
FINANCIAL INSTITUTIONS INC. COM 317585404 331 9,668 SH   SOLE   9,668 0 0
FIRST DEFIANCE FINANCIAL CORP. COM 32006W106 359 7,068 SH   SOLE   7,068 0 0
FIRST FINANCIAL BANCORP (OHIO) COM 320209109 1,174 41,266 SH   SOLE   41,266 0 0
FIRST MERCHANTS CORP. COM 320817109 1,099 29,184 SH   SOLE   29,184 0 0
FORTERRA INC COM 34960W106 410 18,910 SH   SOLE   18,910 0 0
FOSSIL GROUP INC COM 34988V106 1,746 67,519 SH   SOLE   67,519 0 0
FOUNDATION MEDICINE INC COM 350465100 193 10,898 SH   SOLE   10,898 0 0
FOX FACTORY HOLDING CORP COM 35138V102 468 16,852 SH   SOLE   16,852 0 0
GENOMIC HEALTH INC. COM 37244C101 389 13,242 SH   SOLE   13,242 0 0
GENTHERM INC COM 37253A103 850 25,118 SH   SOLE   25,118 0 0
GETTY REALTY CORP. COM 374297109 527 20,680 SH   SOLE   20,680 0 0
GLOBALSTAR VOTING INC COM 378973408 480 303,770 SH   SOLE   303,770 0 0
GOVERNMENT PROPERTIES INCOME TRUST COM 38376A103 1,007 52,839 SH   SOLE   52,839 0 0
GREIF INC CLASS B COM 397624206 230 3,400 SH   SOLE   3,400 0 0
GRUBHUB INC COM 400110102 2,124 56,459 SH   SOLE   56,459 0 0
GULFPORT ENERGY CORP. COM 402635304 3,105 143,486 SH   SOLE   143,486 0 0
FEDERAL REALTY INVESTMENT TRUST RE COM 313747206 6,077 42,766 SH   SOLE   42,766 0 0
FRANKLIN COVEY CO. COM 353469109 163 8,075 SH   SOLE   8,075 0 0
FRANKLIN ELECTRIC CO. INC. COM 353514102 1,202 30,900 SH   SOLE   30,900 0 0
GAIN CAPITAL HOLDINGS INC. COM 36268W100 164 24,899 SH   SOLE   24,899 0 0
GENWORTH FINANCIAL INC. CL A COM 37247D106 3,055 801,780 SH   SOLE   801,780 0 0
GIGAMON INC COM 37518B102 1,043 22,904 SH   SOLE   22,904 0 0
GLADSTONE COMMERCIAL REIT CORP COM 376536108 335 16,666 SH   SOLE   16,666 0 0
GORMAN-RUPP ORD COM 383082104 339 10,943 SH   SOLE   10,943 0 0
W.R. GRACE & CO. COM 38388F108 242 3,581 SH   SOLE   3,581 0 0
F5 NETWORKS INC. COM 315616102 5,121 35,384 SH   SOLE   35,384 0 0
FIDELITY NATIONAL INFORMATION SERV COM 31620M106 12,962 171,364 SH   SOLE   171,364 0 0
FINISAR CORP. COM 31787A507 2,204 72,818 SH   SOLE   72,818 0 0
FIREEYE INC COM 31816Q101 68 5,745 SH   SOLE   5,745 0 0
FIRST BANCORP INC. COM 31866P102 262 7,919 SH   SOLE   7,919 0 0
FIRST CONNECTICUT BANCORP INC COM 319850103 249 11,013 SH   SOLE   11,013 0 0
HFF INC. CL A COM 40418F108 769 25,434 SH   SOLE   25,434 0 0
HACKETT GROUP INC COM 404609109 327 18,511 SH   SOLE   18,511 0 0
HANESBRANDS INC. COM 410345102 4,422 205,011 SH   SOLE   205,011 0 0
HASBRO INC. COM 418056107 4,717 60,636 SH   SOLE   60,636 0 0
HAYNES INTERNATIONAL INC. COM 420877201 416 9,678 SH   SOLE   9,678 0 0
HEALTHCARE SERVICES GROUP INC. COM 421906108 1,905 48,626 SH   SOLE   48,626 0 0
HEALTHSOUTH CORP. COM 421924309 5,896 142,965 SH   SOLE   142,965 0 0
HEALTHEQUITY INC COM 42226A107 1,253 30,926 SH   SOLE   30,926 0 0
HIBBETT SPORTS INC. COM 428567101 570 15,274 SH   SOLE   15,274 0 0
HILLENBRAND INC. COM 431571108 1,526 39,801 SH   SOLE   39,801 0 0
HOPE BANCORP INC COM 43940T109 1,915 87,466 SH   SOLE   87,466 0 0
HOSPITALITY PROPERTIES TRUST REIT COM 44106M102 5,154 162,388 SH   SOLE   162,388 0 0
HOST HOTELS & RESORTS REIT INC COM 44107P104 7,729 410,258 SH   SOLE   410,258 0 0
HUBSPOT INC COM 443573100 957 20,360 SH   SOLE   20,360 0 0
J.B. HUNT TRANSPORT SERVICES INC. COM 445658107 4,593 47,317 SH   SOLE   47,317 0 0
HUNTSMAN CORP. COM 447011107 108 5,673 SH   SOLE   5,673 0 0
IDT CORP. CL B COM 448947507 225 12,113 SH   SOLE   12,113 0 0
ICF INTERNATIONAL INC. COM 44925C103 721 13,061 SH   SOLE   13,061 0 0
GENERAL COMMUNICATION INC. CL A COM 369385109 335 17,213 SH   SOLE   17,213 0 0
GENERAL DYNAMICS CORP. COM 369550108 25,200 145,949 SH   SOLE   145,949 0 0
GENESEE & WYOMING INC. CL A COM 371559105 3,966 57,142 SH   SOLE   57,142 0 0
GLOBAL BLOOD THERAPEUTICS INC COM 37890U108 167 11,535 SH   SOLE   11,535 0 0
GLOBAL NET LEASE INC COM 379378102 970 123,862 SH   SOLE   123,862 0 0
GLOBAL PAYMENTS INC. COM 37940X102 5,758 82,957 SH   SOLE   82,957 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 44,881 187,435 SH   SOLE   187,435 0 0
WW GRAINGER INC COM 384802104 6,880 29,625 SH   SOLE   29,625 0 0
GREEN PLAINS INC COM 393222104 725 26,050 SH   SOLE   26,050 0 0
GREIF INC. CL A COM 397624107 2,096 40,852 SH   SOLE   40,852 0 0
FEDERATED INVESTORS INC. COM 314211103 2,564 90,656 SH   SOLE   90,656 0 0
FIDELITY & GUARANTY LIFE ORD COM 315785105 190 7,998 SH   SOLE   7,998 0 0
FIDELITY NATIONAL FINANCIAL INC COM 31620R303 255 7,522 SH   SOLE   7,522 0 0
FIESTA RESTAURANT GROUP INC. COM 31660B101 578 19,380 SH   SOLE   19,380 0 0
FIFTH THIRD BANCORP COM 316773100 10,309 382,245 SH   SOLE   382,245 0 0
FIRST INDUSTRIAL REALTY TRUST INC COM 32054K103 5,418 193,160 SH   SOLE   193,160 0 0
FIRST OF LONG ISLAND CORP. COM 320734106 422 14,789 SH   SOLE   14,789 0 0
FLUIDIGM CORP COM 34385P108 151 20,789 SH   SOLE   20,789 0 0
FOOT LOCKER INC COM 344849104 5,159 72,781 SH   SOLE   72,781 0 0
FORRESTER RESEARCH INC. COM 346563109 356 8,278 SH   SOLE   8,278 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 4,461 83,451 SH   SOLE   83,451 0 0
FORWARD AIR CORP. COM 349853101 997 21,034 SH   SOLE   21,034 0 0
FUTUREFUEL CORP. COM 36116M106 224 16,130 SH   SOLE   16,130 0 0
FELCOR LODGING TRUST REIT INC COM 31430F101 807 100,702 SH   SOLE   100,702 0 0
FIDELITY SOUTHERN CORP. COM 316394105 380 16,033 SH   SOLE   16,033 0 0
FIRST AMERICAN FINANCIAL CORP. COM 31847R102 3,755 102,520 SH   SOLE   102,520 0 0
FIRST BANCORP (PUERTO RICO) COM 318672706 538 81,445 SH   SOLE   81,445 0 0
FIRST FINANCIAL CORP. (INDIANA) COM 320218100 321 6,089 SH   SOLE   6,089 0 0
FIRST HORIZON NATIONAL CORP. COM 320517105 4,359 217,846 SH   SOLE   217,846 0 0
FIRST HAWAIIAN INC COM 32051X108 28 803 SH   SOLE   803 0 0
FIRSTCASH INC COM 33767D105 1,526 32,471 SH   SOLE   32,471 0 0
FIRSTENERGY CORP. COM 337932107 6,665 215,223 SH   SOLE   215,223 0 0
FLUOR CORP. COM 343412102 3,697 70,396 SH   SOLE   70,396 0 0
FLUSHING FINANCIAL CORP. COM 343873105 623 21,195 SH   SOLE   21,195 0 0
FORMFACTOR INC. COM 346375108 517 46,192 SH   SOLE   46,192 0 0
FIRST FINANCIAL BANKSHARES INC. COM 32020R109 1,984 43,895 SH   SOLE   43,895 0 0
FIRST REPUBLIC BANK COM 33616C100 817 8,868 SH   SOLE   8,868 0 0
FISERV INC COM 337738108 12,491 117,528 SH   SOLE   117,528 0 0
FLAGSTAR BANCORP INC. COM 337930705 381 14,127 SH   SOLE   14,127 0 0
FIVE9 INCINARY COM 338307101 343 24,172 SH   SOLE   24,172 0 0
FLEETCOR TECHNOLOGIES INC. COM 339041105 891 6,295 SH   SOLE   6,295 0 0
FOREST CITY REALTY REIT CLASS A IN COM 345605109 385 18,462 SH   SOLE   18,462 0 0
FORESTAR GROUP INC. COM 346233109 338 25,444 SH   SOLE   25,444 0 0
FREDS INC. COM 356108100 469 25,258 SH   SOLE   25,258 0 0
GATX CORP COM 361448103 4,008 65,090 SH   SOLE   65,090 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 1,340 50,105 SH   SOLE   50,105 0 0
GNC HOLDINGS INC. CL A COM 36191G107 522 47,260 SH   SOLE   47,260 0 0
GP STRATEGIES CORP COM 36225V104 248 8,681 SH   SOLE   8,681 0 0
GMS INC COM 36251C103 31 1,067 SH   SOLE   1,067 0 0
GTT COMMUNICATIONS INC COM 362393100 512 17,808 SH   SOLE   17,808 0 0
GRACO INC. COM 384109104 4,506 54,229 SH   SOLE   54,229 0 0
GRAHAM HOLDINGS COMPANY CO CLASS B COM 384637104 2,220 4,337 SH   SOLE   4,337 0 0
GREEN BRICK PARTNERS INC COM 392709101 183 18,257 SH   SOLE   18,257 0 0
GRIFFON CORP. COM 398433102 545 20,795 SH   SOLE   20,795 0 0
GROUPON INC COM 399473107 83 25,145 SH   SOLE   25,145 0 0
GUARANTY BANCORP COM 40075T607 307 12,693 SH   SOLE   12,693 0 0
H&E EQUIPMENT SERVICES INC. COM 404030108 522 22,455 SH   SOLE   22,455 0 0
HCI GROUP INC COM 40416E103 213 5,400 SH   SOLE   5,400 0 0
HNI CORP. COM 404251100 3,964 70,880 SH   SOLE   70,880 0 0
HRG GROUP INC COM 40434J100 1,281 82,307 SH   SOLE   82,307 0 0
HABIT RESTAURANTS INC CLASS A COM 40449J103 183 10,618 SH   SOLE   10,618 0 0
HALOZYME THERAPEUTICS INC. COM 40637H109 747 75,639 SH   SOLE   75,639 0 0
THE HANOVER INSURANCE GROUP INC. COM 410867105 3,617 39,744 SH   SOLE   39,744 0 0
HAWKINS INC. COM 420261109 367 6,807 SH   SOLE   6,807 0 0
HEALTHCARE REALTY TRUST REIT INC COM 421946104 5,791 190,991 SH   SOLE   190,991 0 0
HEALTHSTREAM INC. COM 42222N103 457 18,235 SH   SOLE   18,235 0 0
HEARTLAND FINANCIAL USA INC. COM 42234Q102 779 16,236 SH   SOLE   16,236 0 0
JACK HENRY & ASSOCIATES INC. COM 426281101 6,761 76,149 SH   SOLE   76,149 0 0
HERITAGE FINANCIAL CORP. COM 42722X106 482 18,725 SH   SOLE   18,725 0 0
HESKA CORP. COM 42805E306 347 4,853 SH   SOLE   4,853 0 0
HILLTOP HOLDINGS INC. COM 432748101 1,508 50,603 SH   SOLE   50,603 0 0
HONEYWELL INTERNATIONAL INC. COM 438516106 47,911 413,563 SH   SOLE   413,563 0 0
HORMEL FOODS CORP. COM 440452100 5,080 145,939 SH   SOLE   145,939 0 0
INCYTE CORP. COM 45337C102 1,121 11,184 SH   SOLE   11,184 0 0
INDEPENDENT BANK CORP. COM 453836108 1,283 18,214 SH   SOLE   18,214 0 0
INDEPENDENT BANK CORP COM 453838609 361 16,613 SH   SOLE   16,613 0 0
INOVIO PHARMACEUTICALS INC COM 45773H201 330 47,553 SH   SOLE   47,553 0 0
INNOPHOS HOLDINGS INC COM 45774N108 725 13,876 SH   SOLE   13,876 0 0
INSTEEL INDUSTRIES INC. COM 45774W108 398 11,169 SH   SOLE   11,169 0 0
INOGEN INC COM 45780L104 765 11,388 SH   SOLE   11,388 0 0
INNOVIVA INC COM 45781M101 620 57,943 SH   SOLE   57,943 0 0
INTERDIGITAL INC CB 458660AD9 2,820 2,089,000 SH   SOLE   2,089,000 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 17,425 308,843 SH   SOLE   308,843 0 0
INTERNATIONAL BANCSHARES CORP. COM 459044103 3,676 90,086 SH   SOLE   90,086 0 0
INTERNATIONAL BUSINESS MACHINES CO COM 459200101 76,245 459,333 SH   SOLE   459,333 0 0
INTERNATIONAL FLAVORS & FRAGRANCES COM 459506101 5,078 43,093 SH   SOLE   43,093 0 0
INTERNATIONAL SPEEDWAY CORP. CL A COM 460335201 1,546 42,004 SH   SOLE   42,004 0 0
INVENSENSE INC COM 46123D205 732 57,255 SH   SOLE   57,255 0 0
INVESCO MORTGAGE CAPITAL INC. COM 46131B100 1,137 77,884 SH   SOLE   77,884 0 0
IRIDIUM COMMUNICATIONS INC. COM 46269C102 517 53,894 SH   SOLE   53,894 0 0
ISHARES MSCI PACIFIC EX JAPAN ETF COM 464286665 661 16,640 SH   SOLE   16,640 0 0
ISHARES RUSSELL GROWTH ETF TRUST COM 464287614 18,672 178,000 SH   SOLE   178,000 0 0
ISHARES IBOXX $ HIGH YIELD CORPORA COM 464288513 2,641 30,518 SH   SOLE   30,518 0 0
FRANCESCA'S HOLDINGS CORP COM 351793104 493 27,346 SH   SOLE   27,346 0 0
FRANKLIN STREET PROPERTIES REIT CO COM 35471R106 974 75,167 SH   SOLE   75,167 0 0
FREEPORT MCMORAN INC COM 35671D857 8,477 642,685 SH   SOLE   642,685 0 0
FULTON FINANCIAL CORP. COM 360271100 5,175 275,270 SH   SOLE   275,270 0 0
GEO GROUP REIT INC COM 36162J106 1,992 55,446 SH   SOLE   55,446 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 245 4,968 SH   SOLE   4,968 0 0
HCP REIT INC COM 40414L109 7,787 262,025 SH   SOLE   262,025 0 0
HP INC COM 40434L105 12,844 865,521 SH   SOLE   865,521 0 0
HAIN CELESTIAL GROUP INC. COM 405217100 3,889 99,650 SH   SOLE   99,650 0 0
HALYARD HEALTH INC COM 40650V100 2,790 75,457 SH   SOLE   75,457 0 0
HARMONIC INC. COM 413160102 273 54,612 SH   SOLE   54,612 0 0
HARTFORD FINANCIAL SERVICES GROUP COM 416515104 9,118 191,354 SH   SOLE   191,354 0 0
HAWAIIAN ELECTRIC INDUSTRIES INC. COM 419870100 3,352 101,367 SH   SOLE   101,367 0 0
HAWAIIAN HOLDINGS INC. COM 419879101 2,106 36,949 SH   SOLE   36,949 0 0
HERITAGE COMMERCE CORP. COM 426927109 230 15,968 SH   SOLE   15,968 0 0
HERITAGE INSURANCE HOLDINGS INC COM 42727J102 281 17,945 SH   SOLE   17,945 0 0
HESS CORP. COM 42809H107 8,424 135,243 SH   SOLE   135,243 0 0
HOOKER FURNITURE CORP. COM 439038100 317 8,359 SH   SOLE   8,359 0 0
HORACE MANN EDUCATORS CORP. COM 440327104 1,184 27,675 SH   SOLE   27,675 0 0
HORNBECK OFFSHORE SERVICES INC. COM 440543106 157 21,721 SH   SOLE   21,721 0 0
HUMANA INC COM 444859102 16,354 80,155 SH   SOLE   80,155 0 0
DIAMONDBACK ENERGY INC COM 25278X109 303 3,001 SH   SOLE   3,001 0 0
DICKS SPORTING GOODS INC. COM 253393102 4,507 84,885 SH   SOLE   84,885 0 0
DIEBOLD NIXDORF INC COM 253651103 2,937 116,770 SH   SOLE   116,770 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 14,637 203,032 SH   SOLE   203,032 0 0
DISCOVERY COMMUNICATIONS INC. SERI COM 25470F104 2,232 81,446 SH   SOLE   81,446 0 0
DOMINOS PIZZA INC. COM 25754A201 7,480 46,976 SH   SOLE   46,976 0 0
DONALDSON INC COM 257651109 5,383 127,931 SH   SOLE   127,931 0 0
DUPONT FABROS TECHNOLOGY INC. COM 26613Q106 2,479 56,428 SH   SOLE   56,428 0 0
EOG RESOURCES INC. COM 26875P101 29,465 291,441 SH   SOLE   291,441 0 0
EASTERLY GOVERNMENT PROPERTIES INC COM 27616P103 508 25,363 SH   SOLE   25,363 0 0
ECHOSTAR CORP. COM 278768106 67 1,301 SH   SOLE   1,301 0 0
EDGEWELL PERSONAL CARE ORD COM 28035Q102 3,952 54,142 SH   SOLE   54,142 0 0
ELECTRONIC ARTS INC. COM 285512109 12,773 162,178 SH   SOLE   162,178 0 0
PERRY ELLIS INTERNATIONAL INC. COM 288853104 263 10,563 SH   SOLE   10,563 0 0
ARTHUR J. GALLAGHER & CO. COM 363576109 4,868 93,682 SH   SOLE   93,682 0 0
GENERAC HOLDINGS INC. COM 368736104 1,851 45,439 SH   SOLE   45,439 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 161 7,897 SH   SOLE   7,897 0 0
GLATFELTER COM 377316104 728 30,479 SH   SOLE   30,479 0 0
GLOBAL EAGLE ENTERTAINMENT INC. COM 37951D102 249 38,489 SH   SOLE   38,489 0 0
GAMING AND LEISURE PROPERTIES REIT COM 36467J108 721 23,532 SH   SOLE   23,532 0 0
GANNETT INC COM 36473H104 785 80,861 SH   SOLE   80,861 0 0
GENERAL CABLE CORP. COM 369300108 682 35,809 SH   SOLE   35,809 0 0
GENERAL ELECTRIC CO. COM 369604103 143,179 4,530,980 SH   SOLE   4,530,980 0 0
GENTEX CORP. COM 371901109 5,413 274,926 SH   SOLE   274,926 0 0
GIBRALTAR INDUSTRIES INC. COM 374689107 894 21,454 SH   SOLE   21,454 0 0
GLACIER BANCORP INC. COM 37637Q105 1,930 53,262 SH   SOLE   53,262 0 0
GLOBAL PARTNERS UNITS COM 37946R109 2,042 105,000 SH   SOLE   105,000 0 0
GLOBUS MEDICAL INC. COM 379577208 2,854 115,023 SH   SOLE   115,023 0 0
GOGO INC COM 38046C109 368 39,932 SH   SOLE   39,932 0 0
GOODYEAR TIRE & RUBBER ORD COM 382550101 4,078 132,115 SH   SOLE   132,115 0 0
GOPRO INC CLASS A COM 38268T103 599 68,812 SH   SOLE   68,812 0 0
HURON CONSULTING GROUP INC CB 447462AB8 1,545 1,579,000 SH   SOLE   1,579,000 0 0
IAC INTERACTIVE COM 44919P508 274 4,223 SH   SOLE   4,223 0 0
ICU MEDICAL INC. COM 44930G107 1,542 10,462 SH   SOLE   10,462 0 0
IBERIABANK CORP. COM 450828108 2,553 30,481 SH   SOLE   30,481 0 0
IMAX CORP COM 45245E109 1,295 41,238 SH   SOLE   41,238 0 0
IMMERSION CORP. COM 452521107 231 21,733 SH   SOLE   21,733 0 0
IMPAX LABORATORIES INC. COM 45256B101 704 53,112 SH   SOLE   53,112 0 0
IMPINJ INC COM 453204109 33 927 SH   SOLE   927 0 0
INSTALLED BUILDING PRODUCTS INC COM 45780R101 556 13,459 SH   SOLE   13,459 0 0
INSULET CORP. COM 45784P101 1,528 40,561 SH   SOLE   40,561 0 0
INTERSIL CORP. CL A COM 46069S109 4,875 218,610 SH   SOLE   218,610 0 0
INTL FCSTONE INC. COM 46116V105 421 10,624 SH   SOLE   10,624 0 0
INTUITIVE SURGICAL INC. COM 46120E602 13,226 20,855 SH   SOLE   20,855 0 0
INTREXON CORP COM 46122T102 92 3,799 SH   SOLE   3,799 0 0
IRONWOOD PHARMACEUTICALS INC. CL A COM 46333X108 1,427 93,310 SH   SOLE   93,310 0 0
ISHARES EUROPE ETF TRUST COM 464287861 18 20,029 SH   SOLE   20,029 0 0
ISHARES US CREDIT BOND ETF COM 464288620 14,266 130,620 SH   SOLE   130,620 0 0
ISHARES MSCI JAPAN ETF COM 46434G822 80 65,513 SH   SOLE   65,513 0 0
GAMESTOP CORP. CL A COM 36467W109 2,405 95,198 SH   SOLE   95,198 0 0
GAP INC. COM 364760108 2,503 111,558 SH   SOLE   111,558 0 0
GARTNER INC. COM 366651107 8,117 80,314 SH   SOLE   80,314 0 0
GENERAL CABLE CORPORATION CB 369300AL2 1,410 1,795,000 SH   SOLE   1,795,000 0 0
GENESCO INC. COM 371532102 921 14,824 SH   SOLE   14,824 0 0
GENESIS ENERGY L.P. COM 371927104 8,171 226,846 SH   SOLE   226,846 0 0
GENMARK DIAGNOSTICS INC COM 372309104 355 29,013 SH   SOLE   29,013 0 0
GENUINE PARTS ORD COM 372460105 7,704 80,639 SH   SOLE   80,639 0 0
GERON CORP. COM 374163103 233 112,793 SH   SOLE   112,793 0 0
GLAUKOS CORP COM 377322102 439 12,804 SH   SOLE   12,804 0 0
GLOBAL BRASS AND COPPER HOLDINGS I COM 37953G103 548 15,989 SH   SOLE   15,989 0 0
GRAHAM CORP COM 384556106 166 7,487 SH   SOLE   7,487 0 0
GRAND CANYON EDUCATION INC. COM 38526M106 1,796 30,723 SH   SOLE   30,723 0 0
GRANITE CONSTRUCTION INC. COM 387328107 3,489 63,442 SH   SOLE   63,442 0 0
GREAT SOUTHERN BANCORP INC. COM 390905107 390 7,142 SH   SOLE   7,142 0 0
GRAMERCY PROPERTY REIT TRUST COM 385002100 2,914 317,464 SH   SOLE   317,464 0 0
GUESS INC. COM 401617105 508 42,010 SH   SOLE   42,010 0 0
HD SUPPLY HOLDINGS INC COM 40416M105 587 13,815 SH   SOLE   13,815 0 0
HMS HOLDINGS CORP. COM 40425J101 1,089 59,951 SH   SOLE   59,951 0 0
HALLIBURTON ORD COM 406216101 23,474 433,974 SH   SOLE   433,974 0 0
HANNON ARMSTRONG SUSTAINABLE INFRA COM 41068X100 585 30,826 SH   SOLE   30,826 0 0
HEADWATERS INC. COM 42210P102 1,186 50,443 SH   SOLE   50,443 0 0
HEALTHWAYS INC. COM 422245100 527 23,155 SH   SOLE   23,155 0 0
HELIX ENERGY SOLUTIONS GROUP INC. COM 42330P107 687 77,893 SH   SOLE   77,893 0 0
HERBALIFE LTD CB 42703MAB9 1,969 2,149,000 SH   SOLE   2,149,000 0 0
HERC HOLDINGS INC COM 42704L104 35 878 SH   SOLE   878 0 0
HEWLETT PACKARD ENTERPRISE COM 42824C109 19,531 844,037 SH   SOLE   844,037 0 0
HOME BANCORP INC. COM 43689E107 171 4,429 SH   SOLE   4,429 0 0
HORIZON BNCP IND ORD COM 440407104 375 13,410 SH   SOLE   13,410 0 0
IDACORP INC. COM 451107106 6,411 79,592 SH   SOLE   79,592 0 0
IDEX CORP. COM 45167R104 6,670 74,065 SH   SOLE   74,065 0 0
INFINERA CORP COM 45667G103 801 94,386 SH   SOLE   94,386 0 0
INSIGHT ENTERPRISES INC. COM 45765U103 1,035 25,593 SH   SOLE   25,593 0 0
INNERWORKINGS INC. COM 45773Y105 244 24,778 SH   SOLE   24,778 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP COM 457985208 1,793 20,896 SH   SOLE   20,896 0 0
INTEGRATED DEVICE TECHNOLOGY INC COM 458118106 5,053 214,454 SH   SOLE   214,454 0 0
INTEGRATED DEVICE TECHNOLOGY INC. CB 458118AC0 2,045 1,978,000 SH   SOLE   1,978,000 0 0
INTEGER HOLDINGS CORP COM 45826H109 673 22,852 SH   SOLE   22,852 0 0
INTERSECT ENT INC COM 46071F103 217 17,947 SH   SOLE   17,947 0 0
IRON MOUNTAIN INC COM 46284V101 4,786 147,353 SH   SOLE   147,353 0 0
ISHARES LATIN AMERICA ETF COM 464287390 129 133,601 SH   SOLE   133,601 0 0
ISHARES PLUS YEAR TREASURY BOND E COM 464287432 112,185 941,703 SH   SOLE   941,703 0 0
ISHARES RUSSELL ETF COM 464287655 42,954 318,531 SH   SOLE   318,531 0 0
ITRON INC. COM 465741106 1,465 23,311 SH   SOLE   23,311 0 0
J&J SNACK FOODS CORP. COM 466032109 1,352 10,136 SH   SOLE   10,136 0 0
GRAPHIC PACKAGING HOLDING CO. COM 388689101 226 18,106 SH   SOLE   18,106 0 0
GRAY TELEVISION INC. COM 389375106 459 42,288 SH   SOLE   42,288 0 0
GREAT PLAINS ENERGY INC. COM 391164100 5,502 201,165 SH   SOLE   201,165 0 0
GREENBRIER INC COM 393657101 757 18,229 SH   SOLE   18,229 0 0
GROUP 1 AUTOMOTIVE INC. COM 398905109 1,079 13,841 SH   SOLE   13,841 0 0
HARLEY-DAVIDSON INC. COM 412822108 5,585 95,728 SH   SOLE   95,728 0 0
HARMAN INTERNATIONAL INDUSTRIES IN COM 413086109 4,021 36,169 SH   SOLE   36,169 0 0
HARSCO CORP. COM 415864107 730 53,648 SH   SOLE   53,648 0 0
HAVERTY FURNITURE COS. INC. COM 419596101 355 14,977 SH   SOLE   14,977 0 0
HEARTLAND EXPRESS INC. COM 422347104 661 32,479 SH   SOLE   32,479 0 0
HECLA MINING CO. COM 422704106 1,382 263,649 SH   SOLE   263,649 0 0
HELIX ENERGY SOLUTIONS GROUP INC CB 42330PAH0 1,129 1,090,000 SH   SOLE   1,090,000 0 0
HELMERICH & PAYNE INC COM 423452101 4,208 54,368 SH   SOLE   54,368 0 0
HERITAGE OAKS BANCORP COM 42724R107 210 17,038 SH   SOLE   17,038 0 0
HERON THERAPEUTICS INC COM 427746102 341 26,014 SH   SOLE   26,014 0 0
JPMORGAN CHASE ORD COM 46625H100 156,270 1,810,986 SH   SOLE   1,810,986 0 0
JABIL CIRCUIT INC. COM 466313103 4,105 173,439 SH   SOLE   173,439 0 0
JACK IN THE BOX INC. COM 466367109 5,769 51,674 SH   SOLE   51,674 0 0
JIVE SOFTWARE INC. COM 47760A108 161 37,114 SH   SOLE   37,114 0 0
JONES ENERGY INC CLASS A COM 48019R108 237 47,309 SH   SOLE   47,309 0 0
JOY GLOBAL INC. COM 481165108 4,425 158,028 SH   SOLE   158,028 0 0
JUNIPER NETWORKS INC. COM 48203R104 5,393 190,845 SH   SOLE   190,845 0 0
KLX INC COM 482539103 3,839 85,110 SH   SOLE   85,110 0 0
KANSAS CITY SOUTHERN COM 485170302 4,615 54,389 SH   SOLE   54,389 0 0
KEMPER CORP COM 488401100 3,138 70,831 SH   SOLE   70,831 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 5,808 158,832 SH   SOLE   158,832 0 0
KEYW HOLDING CORP CB 493723AA8 936 935,000 SH   SOLE   935,000 0 0
KFORCE INC. COM 493732101 432 18,684 SH   SOLE   18,684 0 0
KINSALE CAPITAL GROUP INC COM 49714P108 35 1,029 SH   SOLE   1,029 0 0
ENCORE WIRE CORP. COM 292562105 644 14,860 SH   SOLE   14,860 0 0
ENERGEN CORP. COM 29265N108 5,231 90,699 SH   SOLE   90,699 0 0
ENTERPRISE PRODUCTS PARTNERS L.P. COM 293792107 38,742 1,432,762 SH   SOLE   1,432,762 0 0
EQUITY LIFESTYLE PROPERTIES INC. COM 29472R108 695 9,643 SH   SOLE   9,643 0 0
ESCO TECHNOLOGIES INC. COM 296315104 1,017 17,950 SH   SOLE   17,950 0 0
ESTERLINE TECHNOLOGIES CORP. COM 297425100 4,230 47,418 SH   SOLE   47,418 0 0
ETSY INC COM 29786A106 881 74,795 SH   SOLE   74,795 0 0
EVERCORE PARTNERS INC. CL A COM 29977A105 1,898 27,623 SH   SOLE   27,623 0 0
EXPEDITORS INTERNATIONAL OF WASHIN COM 302130109 5,068 95,688 SH   SOLE   95,688 0 0
EXTERRAN CORP COM 30227H106 511 21,368 SH   SOLE   21,368 0 0
FAIRPOINT COMMUNICATIONS INC. COM 305560302 328 17,521 SH   SOLE   17,521 0 0
JOHN BEAN TECHNOLOGIES CORP. COM 477839104 1,709 19,878 SH   SOLE   19,878 0 0
JUNO THERAPEUTICS INC COM 48205A109 77 4,065 SH   SOLE   4,065 0 0
KAR AUCTION SERVICES INC. COM 48238T109 403 9,458 SH   SOLE   9,458 0 0
KCG HOLDINGS INC CLASS A COM 48244B100 487 36,779 SH   SOLE   36,779 0 0
K12 INC. COM 48273U102 427 24,896 SH   SOLE   24,896 0 0
KAISER ALUMINUM CORP. COM 483007704 980 12,615 SH   SOLE   12,615 0 0
KELLOGG CO. COM 487836108 10,026 136,016 SH   SOLE   136,016 0 0
KEYW HOLDING CORP. COM 493723100 304 25,777 SH   SOLE   25,777 0 0
KIRBY CORP. COM 497266106 3,344 50,289 SH   SOLE   50,289 0 0
KIRKLANDS INC. COM 497498105 181 11,674 SH   SOLE   11,674 0 0
KORN/FERRY INTERNATIONAL COM 500643200 1,197 40,684 SH   SOLE   40,684 0 0
HILL-ROM HOLDINGS INC. COM 431475102 3,284 58,491 SH   SOLE   58,491 0 0
HILTON WORLDWIDE HOLDINGS INC COM 43300A104 911 33,490 SH   SOLE   33,490 0 0
HINGHAM INSTITUTION FOR SAVINGS COM 433323102 206 1,045 SH   SOLE   1,045 0 0
HOLLYFRONTIER CORP COM 436106108 5,369 163,874 SH   SOLE   163,874 0 0
HOLOGIC INC. COM 436440101 6,054 150,891 SH   SOLE   150,891 0 0
HOME BANCSHARES INC. COM 436893200 2,353 84,742 SH   SOLE   84,742 0 0
HUNTINGTON INGALLS INDUSTRIES INC. COM 446413106 8,268 44,888 SH   SOLE   44,888 0 0
HURON CONSULTING GROUP INC. COM 447462102 773 15,256 SH   SOLE   15,256 0 0
ILG INC COM 44967H101 1,424 78,345 SH   SOLE   78,345 0 0
IPG PHOTONICS CORP. COM 44980X109 3,541 35,873 SH   SOLE   35,873 0 0
IXIA COM 45071R109 694 43,116 SH   SOLE   43,116 0 0
ILLINOIS TOOL INC COM 452308109 20,709 169,112 SH   SOLE   169,112 0 0
INDEPENDENT BANK GROUP INC COM 45384B106 509 8,159 SH   SOLE   8,159 0 0
INGEVITY CORP COM 45688C107 1,646 30,001 SH   SOLE   30,001 0 0
INPHI CORP COM 45772F107 1,249 28,000 SH   SOLE   28,000 0 0
HCA HOLDINGS INC. COM 40412C101 11,522 155,655 SH   SOLE   155,655 0 0
HSN INC. COM 404303109 1,712 49,906 SH   SOLE   49,906 0 0
HANMI FINANCIAL CORP. COM 410495204 782 22,394 SH   SOLE   22,394 0 0
HARBORONE BANCORP INC COM 41165F101 215 11,128 SH   SOLE   11,128 0 0
HEALTHSOUTH CORP CB 421924BL4 2,078 1,748,000 SH   SOLE   1,748,000 0 0
HEICO CORP. COM 422806109 103 1,334 SH   SOLE   1,334 0 0
HEIDRICK & STRUGGLES INTERNATIONAL COM 422819102 334 13,845 SH   SOLE   13,845 0 0
HERSHA HOSPITALITY TRUST CLASS A COM 427825500 690 32,110 SH   SOLE   32,110 0 0
HERSHEY FOODS ORD COM 427866108 7,794 75,357 SH   SOLE   75,357 0 0
HERTZ GLOBAL HOLDINGS INC COM 42806J106 57 2,637 SH   SOLE   2,637 0 0
HIGHWOODS PROPERTIES INC. COM 431284108 5,050 99,005 SH   SOLE   99,005 0 0
HOME DEPOT INC. COM 437076102 88,449 659,677 SH   SOLE   659,677 0 0
HOMESTREET INC. COM 43785V102 492 15,572 SH   SOLE   15,572 0 0
HOMETRUST BANCSHARES INC COM 437872104 279 10,770 SH   SOLE   10,770 0 0
HORIZON PHARMA INVESTMENT LTD CB 44052TAB7 2,111 2,247,000 SH   SOLE   2,247,000 0 0
HOUGHTON MIFFLIN HARCOURT ORD COM 44157R109 922 84,988 SH   SOLE   84,988 0 0
HOWARD HUGHES CORP COM 44267D107 118 1,035 SH   SOLE   1,035 0 0
HUB GROUP INC. CL A COM 443320106 985 22,508 SH   SOLE   22,508 0 0
FEDERAL AGRICULTURAL MORTGAGE CORP COM 313148306 367 6,409 SH   SOLE   6,409 0 0
JANUS CAPITAL GROUP INC. COM 47102X105 3,004 226,387 SH   SOLE   226,387 0 0
J2 GLOBAL INC COM 48123V102 6,225 76,106 SH   SOLE   76,106 0 0
J2 CLOUD SERVICES INC CB 48123VAC6 2,756 2,085,000 SH   SOLE   2,085,000 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 206 21,911 SH   SOLE   21,911 0 0
KELLY SERVICES INC. CL A COM 488152208 497 21,698 SH   SOLE   21,698 0 0
KENNAMETAL INC. COM 489170100 4,014 128,395 SH   SOLE   128,395 0 0
KNOWLES CORP COM 49926D109 2,382 142,536 SH   SOLE   142,536 0 0
KRAFT HEINZ COM 500754106 26,600 304,622 SH   SOLE   304,622 0 0
KRATON CORP COM 50077C106 582 20,424 SH   SOLE   20,424 0 0
KROGER CO. COM 501044101 17,797 515,696 SH   SOLE   515,696 0 0
LTC PROPERTIES INC. COM 502175102 1,321 28,121 SH   SOLE   28,121 0 0
LAM RESEARCH CORP. COM 512807108 9,135 86,399 SH   SOLE   86,399 0 0
LANCASTER COLONY CORP. COM 513847103 4,322 30,570 SH   SOLE   30,570 0 0
LANNETT COMPANY INC COM 516012101 422 19,120 SH   SOLE   19,120 0 0
LEGACYTEXAS FINANCIAL GROUP INC COM 52471Y106 1,364 31,676 SH   SOLE   31,676 0 0
LEXINGTON REALTY TRUST REIT COM 529043101 1,859 172,140 SH   SOLE   172,140 0 0
LIBERTY INTERACTIVE LLC CB 530610AD6 2,841 2,655,000 SH   SOLE   2,655,000 0 0
LIBERTY MEDIA CORP CB 531229AB8 2,318 2,173,000 SH   SOLE   2,173,000 0 0
LIMONEIRA CO. COM 532746104 195 9,067 SH   SOLE   9,067 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 260 37,345 SH   SOLE   37,345 0 0
LIONBRIDGE TECHNOLOGIES INC. COM 536252109 230 39,608 SH   SOLE   39,608 0 0
LOWES COS. COM 548661107 33,655 473,216 SH   SOLE   473,216 0 0
LUMBER LIQUIDATORS HOLDINGS INC. COM 55003T107 318 20,221 SH   SOLE   20,221 0 0
WILLIAM LYON HOMES ORD CLASS A COM 552074700 344 18,074 SH   SOLE   18,074 0 0
MBIA INC. COM 55262C100 983 91,897 SH   SOLE   91,897 0 0
MDC PARTNERS INC CLASS A COM 552697104 214 32,673 SH   SOLE   32,673 0 0
MGIC INVESTMENT CORP COM 552848103 2,340 229,671 SH   SOLE   229,671 0 0
HORIZON GLOBAL CORP COM 44052W104 342 14,245 SH   SOLE   14,245 0 0
HORTONWORKS INC COM 440894103 245 29,514 SH   SOLE   29,514 0 0
HUBBELL INC COM 443510607 5,790 49,613 SH   SOLE   49,613 0 0
HUDSON PACIFIC PROPERTIES INC. COM 444097109 2,794 80,341 SH   SOLE   80,341 0 0
HYATT HOTELS CORP. COM 448579102 56 1,007 SH   SOLE   1,007 0 0
ICONIX BRAND GROUP INC. COM 451055107 285 30,486 SH   SOLE   30,486 0 0
ILLUMINA INC. COM 452327109 10,183 79,529 SH   SOLE   79,529 0 0
INTERCEPT PHARMACEUTICALS INC COM 45845P108 122 1,126 SH   SOLE   1,126 0 0
INTERNATIONAL PAPER CO. COM 460146103 11,029 207,859 SH   SOLE   207,859 0 0
IRONWOOD PHARMACEUTICALS INC CB 46333XAD0 1,900 1,669,000 SH   SOLE   1,669,000 0 0
ISHARES CORE TOTAL U.S. BOND MARKE COM 464287226 129,161 1,195,274 SH   SOLE   1,195,274 0 0
ISHARES MSCI EMERGING MARKETS ETF COM 464287234 7,039 201,051 SH   SOLE   201,051 0 0
ISHARES MSCI EAFE ETF COM 464287465 23,986 415,494 SH   SOLE   415,494 0 0
ISHARES RUSSELL VALUE ETF TRUST COM 464287598 10,161 90,700 SH   SOLE   90,700 0 0
ISHARES NATIONAL MUNI BOND ETF COM 464288414 3,276 30,281 SH   SOLE   30,281 0 0
INSYS THERAPEUTICS INC. COM 45824V209 155 16,871 SH   SOLE   16,871 0 0
INTERACTIVE BROKERS GROUP INC. COM 45841N107 77 2,097 SH   SOLE   2,097 0 0
INTERFACE INC. COM 458665304 825 44,501 SH   SOLE   44,501 0 0
INTERDIGITAL INC. COM 45867G101 4,981 54,532 SH   SOLE   54,532 0 0
INTERPUBLIC GROUP OF COS. COM 460690100 5,049 215,657 SH   SOLE   215,657 0 0
INTUIT INC. COM 461202103 15,088 131,650 SH   SOLE   131,650 0 0
INVESTORS BANCORP INC COM 46146L101 2,804 201,019 SH   SOLE   201,019 0 0
INVESTORS REAL ESTATE TRUST REIT COM 461730103 634 88,900 SH   SOLE   88,900 0 0
IONIS PHARMACEUTICALS INC COM 462222100 395 8,267 SH   SOLE   8,267 0 0
IROBOT CORP. COM 462726100 1,074 18,383 SH   SOLE   18,383 0 0
ISHARES IBOXX $ INV GRADE CORPORAT COM 464287242 38,341 327,200 SH   SOLE   327,200 0 0
ISLE OF CAPRI CASINOS INC. COM 464592104 443 17,957 SH   SOLE   17,957 0 0
KRONOS WORLDWIDE INC. COM 50105F105 194 16,280 SH   SOLE   16,280 0 0
LHC GROUP COM 50187A107 464 10,150 SH   SOLE   10,150 0 0
LSI INDUSTRIES INC. COM 50216C108 130 13,302 SH   SOLE   13,302 0 0
LAKELAND BANCORP INC. COM 511637100 502 25,738 SH   SOLE   25,738 0 0
LAMAR ADVERTISING COMPANY CLASS A COM 512816109 5,416 80,547 SH   SOLE   80,547 0 0
LENNOX INTERNATIONAL INC. COM 526107107 5,775 37,701 SH   SOLE   37,701 0 0
LIBERTY INTERACTIVE QVC GROUP CORP COM 53071M104 454 22,735 SH   SOLE   22,735 0 0
LIBERTY INTERACTIVE VENTURE CORP S COM 53071M856 106 2,879 SH   SOLE   2,879 0 0
LIBERTY MEDIA CORP CLASS C COM 531229854 1,035 33,033 SH   SOLE   33,033 0 0
LIBERTY MEDIA CORP SERIES A COM 531229870 545 17,382 SH   SOLE   17,382 0 0
LIFE STORAGE INC COM 53223X107 4,014 47,078 SH   SOLE   47,078 0 0
ELI LILLY & CO. COM 532457108 38,834 528,000 SH   SOLE   528,000 0 0
LIQUIDITY SERVICES INC. COM 53635B107 191 19,587 SH   SOLE   19,587 0 0
LITHIA MOTORS INC. CL A COM 536797103 1,631 16,842 SH   SOLE   16,842 0 0
LUMOS NETWORKS CORP COM 550283105 200 12,818 SH   SOLE   12,818 0 0
MGP INGREDIENTS INC. COM 55303J106 419 8,381 SH   SOLE   8,381 0 0
MKS INSTRUMENTS INC. COM 55306N104 2,218 37,344 SH   SOLE   37,344 0 0
HYSTER-YALE MATERIALS HANDLING INC COM 449172105 458 7,179 SH   SOLE   7,179 0 0
IDEXX LABORATORIES INC. COM 45168D104 10,238 87,306 SH   SOLE   87,306 0 0
IMPERVA INC COM 45321L100 787 20,500 SH   SOLE   20,500 0 0
INFRAREIT INC COM 45685L100 530 29,596 SH   SOLE   29,596 0 0
INGLES MARKETS INC. COM 457030104 464 9,656 SH   SOLE   9,656 0 0
INNOSPEC INC. COM 45768S105 1,108 16,179 SH   SOLE   16,179 0 0
INSPERITY INC. COM 45778Q107 770 10,847 SH   SOLE   10,847 0 0
INOVALON HOLDINGS INC CLASS A COM 45781D101 42 4,051 SH   SOLE   4,051 0 0
INTELIQUENT INC COM 45825N107 543 23,680 SH   SOLE   23,680 0 0
INTRA CELLULAR THERAPIES INC COM 46116X101 380 25,164 SH   SOLE   25,164 0 0
INVACARE CORP. COM 461203101 312 23,897 SH   SOLE   23,897 0 0
INVESTORS TITLE CO COM 461804106 173 1,092 SH   SOLE   1,092 0 0
ISHARES RUSSELL GROWTH ETF COM 464287648 8,599 55,857 SH   SOLE   55,857 0 0
IONIS PHARMACEUTICALS INC CB 464337AJ3 703 690,000 SH   SOLE   690,000 0 0
KAPSTONE PAPER & PACKAGING CORP. COM 48562P103 1,299 58,898 SH   SOLE   58,898 0 0
KITE PHARMA INC COM 49803L109 1,254 27,967 SH   SOLE   27,967 0 0
LANDS' END INC COM 51509F105 178 11,731 SH   SOLE   11,731 0 0
LEGGETT & PLATT INC. COM 524660107 3,538 72,391 SH   SOLE   72,391 0 0
LEIDOS HOLDINGS INC COM 525327102 6,946 135,823 SH   SOLE   135,823 0 0
LENNAR CORP. CL A COM 526057104 4,407 102,661 SH   SOLE   102,661 0 0
LIBERTY EXPEDIA HOLDINGS INC SERIE COM 53046P109 76 1,920 SH   SOLE   1,920 0 0
LIBERTY MEDIA LIBERTY SIRIUSXM COR COM 531229409 90 2,602 SH   SOLE   2,602 0 0
LIBERTY MEDIA LIBERTY SIRIUSXM COR COM 531229607 178 5,250 SH   SOLE   5,250 0 0
LOXO ONCOLOGY INC COM 548862101 339 10,559 SH   SOLE   10,559 0 0
MDU RESOURCES GROUP INC. COM 552690109 5,249 182,448 SH   SOLE   182,448 0 0
MSG NETWORKS INC CLASS A COM 553573106 909 42,293 SH   SOLE   42,293 0 0
MACOM TECHNOLOGY SOLUTIONS INC COM 55405Y100 733 15,837 SH   SOLE   15,837 0 0
MACK-CALI REALTY REIT CORP COM 554489104 4,342 149,608 SH   SOLE   149,608 0 0
MSA SAFETY INC COM 553498106 3,487 50,291 SH   SOLE   50,291 0 0
MSC INDUSTRIAL DIRECT CO. CL A COM 553530106 3,921 42,436 SH   SOLE   42,436 0 0
MACERICH CO. COM 554382101 4,839 68,302 SH   SOLE   68,302 0 0
MAGELLAN HEALTH INC COM 559079207 1,323 17,581 SH   SOLE   17,581 0 0
MASTERCARD INC. CL A COM 57636Q104 53,159 514,858 SH   SOLE   514,858 0 0
MEDICAL PROPERTIES TRUST REIT INC COM 58463J304 6,280 510,544 SH   SOLE   510,544 0 0
MERCHANTS BANCSHARES INC. (VERMONT COM 588448100 237 4,381 SH   SOLE   4,381 0 0
KENNEDY-WILSON HOLDINGS INC. COM 489398107 1,182 57,639 SH   SOLE   57,639 0 0
KERYX BIOPHARMACEUTICALS INC. COM 492515101 375 64,077 SH   SOLE   64,077 0 0
KILROY REALTY CORP. COM 49427F108 6,675 91,165 SH   SOLE   91,165 0 0
KIMBALL ELECTRONICS INC COM 49428J109 365 20,050 SH   SOLE   20,050 0 0
KINDER MORGAN INC. COM 49456B101 25,092 1,211,595 SH   SOLE   1,211,595 0 0
KNIGHT TRANSPORTATION INC. COM 499064103 1,555 47,040 SH   SOLE   47,040 0 0
KOPPERS HOLDINGS INC. COM 50060P106 585 14,513 SH   SOLE   14,513 0 0
LGI HOMES INC COM 50187T106 340 11,839 SH   SOLE   11,839 0 0
L-3 COMMUNICATIONS HOLDINGS INC. COM 502424104 5,912 38,865 SH   SOLE   38,865 0 0
LAKELAND FINANCIAL CORP. COM 511656100 825 17,423 SH   SOLE   17,423 0 0
LATTICE SEMICONDUCTOR CORP. COM 518415104 578 78,487 SH   SOLE   78,487 0 0
LEGG MASON INC. COM 524901105 2,525 84,432 SH   SOLE   84,432 0 0
LEMAITRE VASCULAR INC. COM 525558201 287 11,330 SH   SOLE   11,330 0 0
LENNAR CORP CLASS B COM 526057302 17 483 SH   SOLE   483 0 0
LEXICON PHARMACEUTICALS INC COM 528872302 472 34,124 SH   SOLE   34,124 0 0
LIBERTY PROPERTY REIT TRUST COM 531172104 5,743 145,382 SH   SOLE   145,382 0 0
LIBERTY TRIPADVISOR HOLDINGS INC S COM 531465102 765 50,803 SH   SOLE   50,803 0 0
LINDSAY CORP. COM 535555106 528 7,073 SH   SOLE   7,073 0 0
LINEAR TECHNOLOGY CORP. COM 535678106 7,765 124,546 SH   SOLE   124,546 0 0
LIONS GATE ENTERTAINMENT NON VOTIN COM 535919500 159 6,476 SH   SOLE   6,476 0 0
LIVE NATION ENTERTAINMENT INC CB 538034AJ8 1,720 1,624,000 SH   SOLE   1,624,000 0 0
LIVE OAK BANCSHARES INC COM 53803X105 285 15,383 SH   SOLE   15,383 0 0
JETBLUE AIRWAYS CORP. COM 477143101 6,802 303,407 SH   SOLE   303,407 0 0
JOHNSON & JOHNSON ORD COM 478160104 159,690 1,386,077 SH   SOLE   1,386,077 0 0
JONES LANG LASALLE INC. COM 48020Q107 4,268 42,236 SH   SOLE   42,236 0 0
KLA TENCOR CORP COM 482480100 6,638 84,373 SH   SOLE   84,373 0 0
KMG CHEMICALS INC. COM 482564101 291 7,486 SH   SOLE   7,486 0 0
K2M GROUP HOLDINGS INC COM 48273J107 400 19,972 SH   SOLE   19,972 0 0
KADANT INC. COM 48282T104 492 8,038 SH   SOLE   8,038 0 0
KATE SPADE ORD COM 485865109 2,331 124,838 SH   SOLE   124,838 0 0
KB HOME COM 48666K109 2,111 133,550 SH   SOLE   133,550 0 0
MASIMO CORP. COM 574795100 1,930 28,634 SH   SOLE   28,634 0 0
MATADOR RESOURCES ORD COM 576485205 1,426 55,339 SH   SOLE   55,339 0 0
MATTHEWS INTERNATIONAL CORP. CL A COM 577128101 1,711 22,270 SH   SOLE   22,270 0 0
MCDONALDS CORP COM 580135101 54,817 450,350 SH   SOLE   450,350 0 0
MEDEQUITIES REALTY INC TRUST COM 58409L306 297 26,718 SH   SOLE   26,718 0 0
MENTOR GRAPHICS CORP. COM 587200106 6,413 173,837 SH   SOLE   173,837 0 0
MERCK & CO INC COM 58933Y105 81,513 1,384,629 SH   SOLE   1,384,629 0 0
MERIDIAN BIOSCIENCE INC. COM 589584101 581 32,820 SH   SOLE   32,820 0 0
MERITAGE HOMES CORP. COM 59001A102 908 26,100 SH   SOLE   26,100 0 0
MERITOR INC CB 59001KAC4 1,437 1,000,000 SH   SOLE   1,000,000 0 0
KNOLL INC. COM 498904200 961 34,423 SH   SOLE   34,423 0 0
KRATOS DEFENSE & SECURITY SOLUTION COM 50077B207 256 34,603 SH   SOLE   34,603 0 0
L BRANDS INC COM 501797104 8,072 122,607 SH   SOLE   122,607 0 0
LCNB CORP. COM 50181P100 32 1,355 SH   SOLE   1,355 0 0
LKQ CORP COM 501889208 5,083 165,853 SH   SOLE   165,853 0 0
LPL FINANCIAL HOLDINGS INC. COM 50212V100 104 2,956 SH   SOLE   2,956 0 0
LSC COMMUNICATIONS INC COM 50218P107 43 1,452 SH   SOLE   1,452 0 0
LA JOLLA PHARMACEUTICAL ORD COM 503459604 167 9,512 SH   SOLE   9,512 0 0
LA QUINTA HOLDINGS INC COM 50420D108 862 60,627 SH   SOLE   60,627 0 0
LABORATORY CORP. OF AMERICA HOLDIN COM 50540R409 6,877 53,570 SH   SOLE   53,570 0 0
LADENBURG THALMANN FINANCIAL SERVI COM 50575Q102 159 65,070 SH   SOLE   65,070 0 0
LANDAUER INC. COM 51476K103 350 7,270 SH   SOLE   7,270 0 0
LAREDO PETROLEUM INC COM 516806106 58 4,112 SH   SOLE   4,112 0 0
LASALLE HOTEL PROPERTIES COM 517942108 5,499 180,486 SH   SOLE   180,486 0 0
ESTEE LAUDER COS. CL A COM 518439104 9,191 120,164 SH   SOLE   120,164 0 0
LENDINGTREE INC COM 52603B107 426 4,206 SH   SOLE   4,206 0 0
LEVEL 3 COMMUNICATIONS INC. COM 52729N308 8,255 146,473 SH   SOLE   146,473 0 0
LIBBEY INC COM 529898108 298 15,297 SH   SOLE   15,297 0 0
LIFELOCK INC. COM 53224V100 1,358 56,760 SH   SOLE   56,760 0 0
LIVE NATION ENTERTAINMENT INC. COM 538034109 3,366 126,523 SH   SOLE   126,523 0 0
MTS SYSTEMS CORP. COM 553777103 620 10,932 SH   SOLE   10,932 0 0
MYR GROUP INC. COM 55405W104 394 10,453 SH   SOLE   10,453 0 0
MACQUARIE INFRASTRUCTURE CORP COM 55608B105 175 2,138 SH   SOLE   2,138 0 0
MACYS INC. COM 55616P104 5,537 154,629 SH   SOLE   154,629 0 0
STEVEN MADDEN LTD. COM 556269108 1,560 43,642 SH   SOLE   43,642 0 0
MAINSOURCE FINANCIAL GROUP INC. COM 56062Y102 526 15,294 SH   SOLE   15,294 0 0
MARATHON OIL CORP COM 565849106 7,414 428,312 SH   SOLE   428,312 0 0
MARATHON PETROLEUM CORP. COM 56585A102 13,433 266,786 SH   SOLE   266,786 0 0
MARINEMAX INC COM 567908108 364 18,833 SH   SOLE   18,833 0 0
MARSH & MCLENNAN INC COM 571748102 18,845 278,808 SH   SOLE   278,808 0 0
MATTEL INC. COM 577081102 5,109 185,437 SH   SOLE   185,437 0 0
MCGRATH RENTCORP COM 580589109 619 15,800 SH   SOLE   15,800 0 0
MEDPACE HOLDINGS INC COM 58506Q109 240 6,665 SH   SOLE   6,665 0 0
MERCANTILE BANK CORP. COM 587376104 457 12,116 SH   SOLE   12,116 0 0
MERIT MEDICAL SYSTEMS INC. COM 589889104 823 31,057 SH   SOLE   31,057 0 0
MESA LABORATORIES INC COM 59064R109 277 2,256 SH   SOLE   2,256 0 0
LOCKHEED MARTIN CORP COM 539830109 34,048 136,224 SH   SOLE   136,224 0 0
LOEWS CORP. COM 540424108 6,546 139,790 SH   SOLE   139,790 0 0
LOGMEIN INC COM 54142L109 1,716 17,768 SH   SOLE   17,768 0 0
LULULEMON ATHLETICA INC COM 550021109 434 6,671 SH   SOLE   6,671 0 0
MPLX COMMON UNITS COM 55336V100 14,138 408,377 SH   SOLE   408,377 0 0
MAGELLAN MIDSTREAM PARTNERS L.P. COM 559080106 27,832 368,000 SH   SOLE   368,000 0 0
MARCUS CORP. COM 566330106 432 13,716 SH   SOLE   13,716 0 0
MARRIOTT INTERNATIONAL INC CLASS A COM 571903202 14,043 169,847 SH   SOLE   169,847 0 0
MASONITE INTERNATIONAL CORP COM 575385109 1,389 21,105 SH   SOLE   21,105 0 0
MID-AMERICA APARTMENT COMMUNITIES COM 59522J103 6,188 63,196 SH   SOLE   63,196 0 0
MIDWESTONE FINANCIAL GROUP INC COM 598511103 191 5,093 SH   SOLE   5,093 0 0
HERMAN MILLER INC. COM 600544100 3,280 95,907 SH   SOLE   95,907 0 0
MOMENTA PHARMACEUTICALS INC. COM 60877T100 723 48,023 SH   SOLE   48,023 0 0
MONRO MUFFLER BRAKE INC. COM 610236101 1,249 21,842 SH   SOLE   21,842 0 0
MOVADO GROUP INC. COM 624580106 339 11,791 SH   SOLE   11,791 0 0
NCR CORP. COM 62886E108 4,903 120,883 SH   SOLE   120,883 0 0
NASDAQ INC COM 631103108 3,844 57,269 SH   SOLE   57,269 0 0
NATIONAL BANKSHARES INC. COM 634865109 227 5,235 SH   SOLE   5,235 0 0
NATURAL GAS SERVICES GROUP INC. COM 63886Q109 299 9,307 SH   SOLE   9,307 0 0
NAVIENT CORP COM 63938C108 2,517 153,177 SH   SOLE   153,177 0 0
FIBROGEN INC COM 31572Q808 784 36,651 SH   SOLE   36,651 0 0
FIRST CITIZENS BANCSHARES INC. CL COM 31946M103 1,856 5,229 SH   SOLE   5,229 0 0
FITBIT INC CLASS A COM 33812L102 57 7,727 SH   SOLE   7,727 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 969 19,333 SH   SOLE   19,333 0 0
KEYCORP ORD COM 493267108 9,925 543,245 SH   SOLE   543,245 0 0
KIMBALL INTERNATIONAL INC CLASS B COM 494274103 431 24,545 SH   SOLE   24,545 0 0
KIMBERLY CLARK CORP COM 494368103 21,949 192,332 SH   SOLE   192,332 0 0
KOHLS CORP. COM 500255104 4,417 89,445 SH   SOLE   89,445 0 0
LAMB WESTON HOLDINGS INC COM 513272104 5,088 134,416 SH   SOLE   134,416 0 0
LANDEC CORP. COM 514766104 279 20,195 SH   SOLE   20,195 0 0
LEAR CORP. COM 521865204 604 4,564 SH   SOLE   4,564 0 0
LENDINGCLUB CORP COM 52603A109 1,198 228,108 SH   SOLE   228,108 0 0
LIBERTY BROADBAND CORP SERIES A COM 530307107 53 728 SH   SOLE   728 0 0
LIBERTY BROADBAND CORP SERIES C COM 530307305 219 2,958 SH   SOLE   2,958 0 0
LIBERTY MEDIA LIBERTY BRAVES CORP COM 531229888 488 23,708 SH   SOLE   23,708 0 0
LIGAND PHARMACEUTICALS INC. COM 53220K504 1,377 13,548 SH   SOLE   13,548 0 0
LINCOLN ELECTRIC HOLDINGS INC. COM 533900106 4,563 59,510 SH   SOLE   59,510 0 0
LINCOLN NATIONAL CORP. COM 534187109 7,821 118,010 SH   SOLE   118,010 0 0
LITTELFUSE INC. COM 537008104 5,427 35,759 SH   SOLE   35,759 0 0
LUMENTUM HOLDINGS INC COM 55024U109 1,388 35,900 SH   SOLE   35,900 0 0
LUMINEX CORP COM 55027E102 571 28,233 SH   SOLE   28,233 0 0
M&T BANK CORP. COM 55261F104 12,237 78,228 SH   SOLE   78,228 0 0
MB FINANCIAL INC. COM 55264U108 5,522 116,913 SH   SOLE   116,913 0 0
MFA FINANCIAL INC. COM 55272X102 81 10,592 SH   SOLE   10,592 0 0
MGE ENERGY INC. COM 55277P104 1,607 24,615 SH   SOLE   24,615 0 0
MGM RESORTS INTERNATIONAL COM 552953101 441 15,296 SH   SOLE   15,296 0 0
MRC GLOBAL INC COM 55345K103 1,319 65,128 SH   SOLE   65,128 0 0
MTGE INVESTMENT REIT CORP COM 55378A105 539 34,330 SH   SOLE   34,330 0 0
MACATAWA BANK CORP. COM 554225102 187 17,996 SH   SOLE   17,996 0 0
MANHATTAN ASSOCIATES INC. COM 562750109 3,680 69,400 SH   SOLE   69,400 0 0
MANITOWOC FOODSERVICE INC COM 563568104 113 5,836 SH   SOLE   5,836 0 0
MARKETAXESS HOLDINGS INC. COM 57060D108 5,371 36,554 SH   SOLE   36,554 0 0
MARRIOTT VACATIONS WORLDWIDE CORP. COM 57164Y107 1,331 15,687 SH   SOLE   15,687 0 0
MARTIN MARIETTA MATERIALS INC. COM 573284106 7,538 34,028 SH   SOLE   34,028 0 0
MATCH GROUP INC COM 57665R106 34 1,988 SH   SOLE   1,988 0 0
MATRIX SERVICE CO. COM 576853105 466 20,533 SH   SOLE   20,533 0 0
NEW RESIDENTIAL INVESTMENT REIT CO COM 64828T201 2,646 168,334 SH   SOLE   168,334 0 0
NEW YORK REIT INC COM 64976L109 1,246 123,138 SH   SOLE   123,138 0 0
NEW YORK TIMES CO. CL A COM 650111107 2,581 194,031 SH   SOLE   194,031 0 0
NEWMONT MINING CORP COM 651639106 9,039 265,310 SH   SOLE   265,310 0 0
NEWS CORP CLASS A COM 65249B109 2,212 193,010 SH   SOLE   193,010 0 0
NISOURCE INC COM 65473P105 3,612 163,125 SH   SOLE   163,125 0 0
NORTHWESTERN CORP. COM 668074305 6,224 109,443 SH   SOLE   109,443 0 0
MASTEC INC. COM 576323109 1,775 46,408 SH   SOLE   46,408 0 0
MATSON INC. COM 57686G105 1,066 30,112 SH   SOLE   30,112 0 0
MAXLINEAR INC. COM 57776J100 847 38,866 SH   SOLE   38,866 0 0
MAXIMUS INC. COM 577933104 5,788 103,738 SH   SOLE   103,738 0 0
MCCORMICK & CO. INC. COM 579780206 5,801 62,161 SH   SOLE   62,161 0 0
MEDICINES CO. COM 584688105 1,600 47,145 SH   SOLE   47,145 0 0
MELCO CROWN ENTERTAINMENT ADR REPT COM 585464100 383 24,100 SH   SOLE   24,100 0 0
MERCURY GENERAL CORP. COM 589400100 2,036 33,819 SH   SOLE   33,819 0 0
MEREDITH CORP. COM 589433101 3,531 59,697 SH   SOLE   59,697 0 0
MERITOR INC. COM 59001K100 741 59,654 SH   SOLE   59,654 0 0
MERRIMACK PHARMACEUTICALS INC COM 590328100 357 87,386 SH   SOLE   87,386 0 0
METALDYNE PERFORMANCE GROUP INC COM 59116R107 211 9,198 SH   SOLE   9,198 0 0
METLIFE INC COM 59156R108 30,287 562,040 SH   SOLE   562,040 0 0
METTLER TOLEDO INC COM 592688105 5,931 14,169 SH   SOLE   14,169 0 0
MICHAELS COMPANIES INC COM 59408Q106 113 5,521 SH   SOLE   5,521 0 0
MICROCHIP TECHNOLOGY INCORPORATED CB 595017AD6 2,161 1,660,000 SH   SOLE   1,660,000 0 0
MICRON TECHNOLOGY INC. COM 595112103 11,538 526,382 SH   SOLE   526,382 0 0
MIDSTATES PETROLEUM COMPANY INC COM 59804T407 10 477 SH   SOLE   477 0 0
MONEYGRAM INTERNATIONAL INC COM 60935Y208 258 21,807 SH   SOLE   21,807 0 0
MONSTER BEVERAGE CORP COM 61174X109 9,785 220,690 SH   SOLE   220,690 0 0
NMI HOLDINGS INC CLASS A COM 629209305 312 29,293 SH   SOLE   29,293 0 0
NRG YIELD INC CLASS A COM 62942X306 369 24,048 SH   SOLE   24,048 0 0
NATIONAL FUEL GAS ORD COM 636180101 4,488 79,244 SH   SOLE   79,244 0 0
NAUTILUS INC. COM 63910B102 425 22,960 SH   SOLE   22,960 0 0
NEVRO CORP COM 64157F103 1,250 17,198 SH   SOLE   17,198 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 7,456 116,227 SH   SOLE   116,227 0 0
MICROSEMI CORP. COM 595137100 9,790 181,402 SH   SOLE   181,402 0 0
MINDBODY INC CLASS A COM 60255W105 237 11,117 SH   SOLE   11,117 0 0
MODINE MANUFACTURING ORD COM 607828100 506 33,974 SH   SOLE   33,974 0 0
MOLSON COORS BREWING CO. CL B COM 60871R209 9,031 92,810 SH   SOLE   92,810 0 0
MONDELEZ INTERNATIONAL INC. CL A COM 609207105 34,551 779,402 SH   SOLE   779,402 0 0
NEW JERSEY RESOURCES CORP. COM 646025106 4,870 137,193 SH   SOLE   137,193 0 0
NICOLET BANKSHARES INC COM 65406E102 233 4,885 SH   SOLE   4,885 0 0
NORFOLK SOUTHERN CORP COM 655844108 15,962 147,697 SH   SOLE   147,697 0 0
NORTHROP GRUMMAN CORP. COM 666807102 21,980 94,505 SH   SOLE   94,505 0 0
MILLER INDUSTRIES INC. COM 600551204 224 8,461 SH   SOLE   8,461 0 0
MOBILE MINI INC. COM 60740F105 896 29,606 SH   SOLE   29,606 0 0
MONARCH CASINO & RESORT INC. COM 609027107 203 7,871 SH   SOLE   7,871 0 0
MONOTYPE IMAGING HOLDINGS INC. COM 61022P100 561 28,284 SH   SOLE   28,284 0 0
MOOG INC. CL A COM 615394202 1,477 22,482 SH   SOLE   22,482 0 0
MORNINGSTAR INC. COM 617700109 90 1,228 SH   SOLE   1,228 0 0
MYERS INDUSTRIES INC. COM 628464109 264 18,429 SH   SOLE   18,429 0 0
NCI BUILDING SYSTEMS INC. COM 628852204 303 19,347 SH   SOLE   19,347 0 0
NN INC. COM 629337106 356 18,698 SH   SOLE   18,698 0 0
NATIONAL PRESTO INDUSTRIES INC. COM 637215104 390 3,668 SH   SOLE   3,668 0 0
NATIONAL RETAIL PROPERTIES INC. COM 637417106 6,427 145,413 SH   SOLE   145,413 0 0
NATUS MEDICAL INC. COM 639050103 826 23,737 SH   SOLE   23,737 0 0
NEENAH PAPER INC. COM 640079109 957 11,235 SH   SOLE   11,235 0 0
NETFLIX INC. COM 64110L106 28,507 230,269 SH   SOLE   230,269 0 0
NETSCOUT SYSTEMS INC. COM 64115T104 4,591 145,757 SH   SOLE   145,757 0 0
FORUM ENERGY TECHNOLOGIES INC COM 34984V100 942 42,831 SH   SOLE   42,831 0 0
FRANKLIN RESOURCES INC. COM 354613101 6,958 175,801 SH   SOLE   175,801 0 0
FRONTIER COMMUNICATIONS CORP. COM 35906A108 2,004 592,846 SH   SOLE   592,846 0 0
H.B. FULLER CO. COM 359694106 1,669 34,558 SH   SOLE   34,558 0 0
NUTANIX INC COM 67059N108 24 898 SH   SOLE   898 0 0
NUTRACEUTICAL INTERNATIONAL CORP. COM 67060Y101 228 6,527 SH   SOLE   6,527 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 14,201 51,007 SH   SOLE   51,007 0 0
OCWEN FINANCIAL CORP COM 675746309 374 69,397 SH   SOLE   69,397 0 0
OLD NATIONAL BANCORP ORD COM 680033107 1,675 92,265 SH   SOLE   92,265 0 0
OLD REPUBLIC INTERNATIONAL CORP. COM 680223104 4,334 228,117 SH   SOLE   228,117 0 0
OMEROS CORP COM 682143102 279 28,078 SH   SOLE   28,078 0 0
OPKO HEALTH INC COM 68375N103 195 20,994 SH   SOLE   20,994 0 0
ORASURE TECHNOLOGIES INC. COM 68554V108 373 42,512 SH   SOLE   42,512 0 0
PDF SOLUTIONS INC. COM 693282105 453 20,079 SH   SOLE   20,079 0 0
PHH CORP. COM 693320202 560 36,956 SH   SOLE   36,956 0 0
PNC FINANCIAL SERVICES GROUP INC COM 693475105 28,812 246,340 SH   SOLE   246,340 0 0
MUELLER WATER PRODUCTS INC (A) COM 624758108 1,443 108,436 SH   SOLE   108,436 0 0
MYRIAD GENETICS INC. COM 62855J104 824 49,431 SH   SOLE   49,431 0 0
NIC INC. COM 62914B100 1,026 42,910 SH   SOLE   42,910 0 0
NRG YIELD INC CLASS C COM 62942X405 661 41,860 SH   SOLE   41,860 0 0
NVE CORP. COM 629445206 243 3,398 SH   SOLE   3,398 0 0
NVR INC. COM 62944T105 5,731 3,434 SH   SOLE   3,434 0 0
NANOMETRICS INC. COM 630077105 445 17,760 SH   SOLE   17,760 0 0
NATIONAL BANK HOLDINGS CORPORATION COM 633707104 581 18,211 SH   SOLE   18,211 0 0
NATIONAL STORAGE AFFILIATES TRUST COM 637870106 619 28,064 SH   SOLE   28,064 0 0
NATIONSTAR MORTGAGE HOLDINGS INC COM 63861C109 371 20,521 SH   SOLE   20,521 0 0
NAVIGATORS GROUP INC. COM 638904102 950 8,069 SH   SOLE   8,069 0 0
NEUROCRINE BIOSCIENCES INC. COM 64125C109 228 5,901 SH   SOLE   5,901 0 0
NEVRO CORP CB 64157FAA1 922 860,000 SH   SOLE   860,000 0 0
LORAL SPACE AND COMMUNICATIONS INC COM 543881106 406 9,882 SH   SOLE   9,882 0 0
LOUISIANA PACIFIC CORP COM 546347105 4,339 229,232 SH   SOLE   229,232 0 0
LYDALL INC. COM 550819106 735 11,882 SH   SOLE   11,882 0 0
MACQUARIE INFRASTRUCTURE CORPORATI CB 55608BAB1 2,039 2,035,000 SH   SOLE   2,035,000 0 0
MACROGENICS INC COM 556099109 454 22,224 SH   SOLE   22,224 0 0
MADISON SQUARE GARDEN CLASS A COM 55825T103 109 634 SH   SOLE   634 0 0
MANITOWOC CO. COM 563571108 546 91,354 SH   SOLE   91,354 0 0
MANNKIND CORP. COM 56400P201 35 54,414 SH   SOLE   54,414 0 0
MANTECH INTERNATIONAL CORP CLASS A COM 564563104 746 17,658 SH   SOLE   17,658 0 0
MARCUS & MILLICHAP INC COM 566324109 258 9,657 SH   SOLE   9,657 0 0
MASCO CORP COM 574599106 5,487 173,531 SH   SOLE   173,531 0 0
MATERION CORP. COM 576690101 538 13,596 SH   SOLE   13,596 0 0
MCDERMOTT INTERNATIONAL INC COM 580037109 1,255 169,867 SH   SOLE   169,867 0 0
MCKESSON CORP. COM 58155Q103 17,316 123,291 SH   SOLE   123,291 0 0
METHODE ELECTRONICS INC. COM 591520200 1,059 25,620 SH   SOLE   25,620 0 0
MIDDLEBY CORP. COM 596278101 501 3,889 SH   SOLE   3,889 0 0
MIDDLESEX WATER CO. COM 596680108 484 11,260 SH   SOLE   11,260 0 0
MILACRON HOLDINGS CORP COM 59870L106 182 9,759 SH   SOLE   9,759 0 0
MINERVA NEUROSCIENCES INC COM 603380106 189 16,116 SH   SOLE   16,116 0 0
MISTRAS GROUP INC COM 60649T107 325 12,638 SH   SOLE   12,638 0 0
MONOGRAM RESIDENTIAL REIT INC TRUS COM 60979P105 1,359 125,614 SH   SOLE   125,614 0 0
MONOLITHIC POWER SYSTEMS INC. COM 609839105 5,009 61,141 SH   SOLE   61,141 0 0
MOODYS CORP. COM 615369105 8,419 89,306 SH   SOLE   89,306 0 0
NEWS CORP CLASS B COM 65249B208 715 60,594 SH   SOLE   60,594 0 0
NIMBLE STORAGE INC COM 65440R101 332 41,898 SH   SOLE   41,898 0 0
NORTHFIELD BANCORP INC. COM 66611T108 580 29,019 SH   SOLE   29,019 0 0
NORTHSTAR ASSET MANAGEMENT INC COM 66705Y104 189 12,666 SH   SOLE   12,666 0 0
NUANCE COMMUNICATIONS INC. COM 67020Y100 196 13,166 SH   SOLE   13,166 0 0
NUANCE COMMUNICATIONS INC CB 67020YAG5 465 480,000 SH   SOLE   480,000 0 0
MEDIFAST INC. COM 58470H101 321 7,722 SH   SOLE   7,722 0 0
MEDIDATA SOLUTIONS INC. COM 58471A105 1,900 38,259 SH   SOLE   38,259 0 0
MERCURY SYSTEMS INC. COM 589378108 839 27,757 SH   SOLE   27,757 0 0
MERIDIAN BANCORP INC COM 58958U103 590 31,199 SH   SOLE   31,199 0 0
MICROSOFT CORP. COM 594918104 260,074 4,185,284 SH   SOLE   4,185,284 0 0
MIMEDX GROUP INC COM 602496101 606 68,373 SH   SOLE   68,373 0 0
MONMOUTH REAL ESTATE INVESTMENT RE COM 609720107 762 49,996 SH   SOLE   49,996 0 0
NVIDIA CORP. COM 67066G104 30,844 288,966 SH   SOLE   288,966 0 0
OFG BANCORP. COM 67103X102 364 27,761 SH   SOLE   27,761 0 0
OSI SYSTEMS INC. COM 671044105 933 12,261 SH   SOLE   12,261 0 0
OCEANFIRST FINANCIAL CORP. COM 675234108 551 18,350 SH   SOLE   18,350 0 0
OLD SECOND BANCORP INC. COM 680277100 205 18,516 SH   SOLE   18,516 0 0
OLIN CORP. COM 680665205 6,704 261,761 SH   SOLE   261,761 0 0
OLYMPIC STEEL INC. COM 68162K106 169 6,986 SH   SOLE   6,986 0 0
ONEOK INC COM 682680103 7,688 133,920 SH   SOLE   133,920 0 0
ONEMAIN HOLDINGS INC COM 68268W103 34 1,515 SH   SOLE   1,515 0 0
OWENS CORNING COM 690742101 169 3,284 SH   SOLE   3,284 0 0
PDL BIOPHARMA INC. COM 69329Y104 250 118,076 SH   SOLE   118,076 0 0
PRA HEALTH SCIENCES INC COM 69354M108 955 17,332 SH   SOLE   17,332 0 0
PTC THERAPEUTICS INC COM 69366J200 257 23,530 SH   SOLE   23,530 0 0
PACKAGING CORP. OF AMERICA COM 695156109 7,719 91,000 SH   SOLE   91,000 0 0
PALO ALTO NETWORKS INC. COM 697435105 747 5,975 SH   SOLE   5,975 0 0
THE MOSAIC CO. COM 61945C103 5,193 177,048 SH   SOLE   177,048 0 0
MOTORCAR PARTS OF AMERICA INC COM 620071100 319 11,860 SH   SOLE   11,860 0 0
MOTOROLA SOLUTIONS INC. COM 620076307 6,962 83,989 SH   SOLE   83,989 0 0
MUELLER INDUSTRIES INC. COM 624756102 1,523 38,114 SH   SOLE   38,114 0 0
MULTI-COLOR CORP. COM 625383104 697 8,986 SH   SOLE   8,986 0 0
NGL ENERGY PARTNERS UNITS COM 62913M107 3,990 190,000 SH   SOLE   190,000 0 0
NV5 GLOBAL INC COM 62945V109 196 5,877 SH   SOLE   5,877 0 0
NACCO INDUSTRIES INC. CL A COM 629579103 291 3,217 SH   SOLE   3,217 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 261 11,712 SH   SOLE   11,712 0 0
NATIONAL HEALTHCARE CORP COM 635906100 591 7,803 SH   SOLE   7,803 0 0
NEKTAR THERAPEUTICS COM 640268108 1,241 101,124 SH   SOLE   101,124 0 0
NEOGEN CORP. COM 640491106 1,694 25,666 SH   SOLE   25,666 0 0
NEOGENOMICS INC COM 64049M209 340 39,694 SH   SOLE   39,694 0 0
NETAPP INC. COM 64110D104 4,890 138,652 SH   SOLE   138,652 0 0
NETGEAR INC. COM 64111Q104 1,185 21,802 SH   SOLE   21,802 0 0
NEW MEDIA INVESTMENT GROUP INC COM 64704V106 518 32,406 SH   SOLE   32,406 0 0
NEW RELIC INC COM 64829B100 454 16,076 SH   SOLE   16,076 0 0
GENERAL MILLS INC COM 370334104 19,833 321,077 SH   SOLE   321,077 0 0
GERMAN AMERICAN BANCORP INC. COM 373865104 538 10,217 SH   SOLE   10,217 0 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 7,235 454,741 SH   SOLE   454,741 0 0
NEWFIELD EXPLORATION CO. COM 651290108 4,091 101,018 SH   SOLE   101,018 0 0
NEXTERA ENERGY INC COM 65339F101 28,043 234,750 SH   SOLE   234,750 0 0
NOBLE ENERGY INC. COM 655044105 8,205 215,581 SH   SOLE   215,581 0 0
PRA GROUP INC COM 69354N106 1,262 32,288 SH   SOLE   32,288 0 0
PTC INC COM 69370C100 5,090 109,997 SH   SOLE   109,997 0 0
PAREXEL INTERNATIONAL CORP. COM 699462107 5,572 84,788 SH   SOLE   84,788 0 0
PARSLEY ENERGY INC CLASS A COM 701877102 184 5,214 SH   SOLE   5,214 0 0
PATRICK INDUSTRIES INC COM 703343103 773 10,135 SH   SOLE   10,135 0 0
PAYCOM SOFTWARE INC COM 70432V102 1,418 31,162 SH   SOLE   31,162 0 0
PEAPACK-GLADSTONE FINANCIAL CORP. COM 704699107 301 9,753 SH   SOLE   9,753 0 0
PERFORMANCE FOOD GROUP COM 71377A103 654 27,237 SH   SOLE   27,237 0 0
PIONEER NATURAL RESOURCE ORD COM 723787107 15,240 84,632 SH   SOLE   84,632 0 0
PLEXUS CORP. COM 729132100 1,234 22,833 SH   SOLE   22,833 0 0
PLY GEM HOLDINGS INC COM 72941W100 269 16,553 SH   SOLE   16,553 0 0
POLARIS INDUSTRIES INC. COM 731068102 4,787 58,100 SH   SOLE   58,100 0 0
POLYONE CORP. COM 73179P106 4,266 133,134 SH   SOLE   133,134 0 0
POOL CORP. COM 73278L105 4,196 40,215 SH   SOLE   40,215 0 0
GILEAD SCIENCES INC. COM 375558103 50,986 711,997 SH   SOLE   711,997 0 0
GLU MOBILE INC. COM 379890106 133 68,306 SH   SOLE   68,306 0 0
GODADDY INC CLASS A COM 380237107 112 3,196 SH   SOLE   3,196 0 0
GREAT LAKES DREDGE & DOCK CORP. COM 390607109 185 44,004 SH   SOLE   44,004 0 0
GREEN BANCORP INC COM 39260X100 249 16,410 SH   SOLE   16,410 0 0
GREEN DOT CORP. CL A COM 39304D102 734 31,186 SH   SOLE   31,186 0 0
GREENHILL & CO. COM 395259104 543 19,605 SH   SOLE   19,605 0 0
NEXSTAR BROADCASTING GROUP INC CLA COM 65336K103 1,346 21,263 SH   SOLE   21,263 0 0
NOBLE MIDSTREAM PARTNERS UNITS COM 65506L105 2,700 75,000 SH   SOLE   75,000 0 0
NORDSTROM INC COM 655664100 3,060 63,847 SH   SOLE   63,847 0 0
NOW INC COM 67011P100 3,459 168,980 SH   SOLE   168,980 0 0
NUVASIVE INC. COM 670704105 5,419 80,447 SH   SOLE   80,447 0 0
OGE ENERGY CORP. COM 670837103 6,241 186,580 SH   SOLE   186,580 0 0
NATERA INC COM 632307104 240 20,455 SH   SOLE   20,455 0 0
NATIONAL CINEMEDIA INC. COM 635309107 666 45,245 SH   SOLE   45,245 0 0
NATIONAL GENERAL HOLDINGS CORP COM 636220303 856 34,265 SH   SOLE   34,265 0 0
NATIONAL INSTRUMENTS CORP. COM 636518102 3,143 101,970 SH   SOLE   101,970 0 0
NATIONAL WESTERN LIFE GROUP INC CL COM 638517102 466 1,498 SH   SOLE   1,498 0 0
NAVISTAR INTERNATIONAL CORP COM 63934E108 1,102 35,119 SH   SOLE   35,119 0 0
NELNET INC CLASS A COM 64031N108 677 13,346 SH   SOLE   13,346 0 0
NEOPHOTONICS CORP. COM 64051T100 233 21,562 SH   SOLE   21,562 0 0
NEWPARK RESOURCES INC. COM 651718504 473 63,100 SH   SOLE   63,100 0 0
NIKE INC. CL B COM 654106103 36,805 724,075 SH   SOLE   724,075 0 0
NORTHSTAR REALTY FINANCE REIT CORP COM 66704R803 228 15,050 SH   SOLE   15,050 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 558 44,417 SH   SOLE   44,417 0 0
NOVANTA INC COM 67000B104 435 20,697 SH   SOLE   20,697 0 0
NU SKIN ENTERPRISES INC. CL A COM 67018T105 105 2,208 SH   SOLE   2,208 0 0
NUANCE COMMUNICATIONS INC CB 67020YAK6 998 1,105,000 SH   SOLE   1,105,000 0 0
NUTRISYSTEM INC. COM 67069D108 711 20,524 SH   SOLE   20,524 0 0
NXSTAGE MEDICAL INC. COM 67072V103 1,170 44,627 SH   SOLE   44,627 0 0
OASIS PETROLEUM INC. COM 674215108 2,445 161,503 SH   SOLE   161,503 0 0
OASIS PETROLEUM INC CB 674215AJ7 181 130,000 SH   SOLE   130,000 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 27,384 384,439 SH   SOLE   384,439 0 0
OCEANEERING INTERNATIONAL INC. COM 675232102 2,585 91,623 SH   SOLE   91,623 0 0
ON ASSIGNMENT INC. COM 682159108 1,547 35,033 SH   SOLE   35,033 0 0
ONE GAS INC COM 68235P108 5,308 82,990 SH   SOLE   82,990 0 0
1-800-FLOWERS.COM INC. CL A COM 68243Q106 211 19,762 SH   SOLE   19,762 0 0
ONEOK PARTNERS UNITS COM 68268N103 2,665 61,961 SH   SOLE   61,961 0 0
POPEYES LOUISIANA KITCHEN INC COM 732872106 850 14,053 SH   SOLE   14,053 0 0
PORTLAND GENERAL ELECTRIC CO. COM 736508847 2,717 62,695 SH   SOLE   62,695 0 0
POST HOLDINGS INC. COM 737446104 4,991 62,085 SH   SOLE   62,085 0 0
POTBELLY CORP COM 73754Y100 230 17,855 SH   SOLE   17,855 0 0
PRICELINE GROUP INC CB 741503AS5 704 553,000 SH   SOLE   553,000 0 0
PRICELINE GROUP INC CB 741503AX4 3,112 2,950,000 SH   SOLE   2,950,000 0 0
PRIMORIS SERVICES CORP. COM 74164F103 594 26,074 SH   SOLE   26,074 0 0
RAIT FINANCIAL TRUST REIT COM 749227609 177 52,613 SH   SOLE   52,613 0 0
RADIAN GROUP INC. COM 750236101 2,609 145,120 SH   SOLE   145,120 0 0
RADNET INC. COM 750491102 198 30,757 SH   SOLE   30,757 0 0
RAYMOND JAMES FINANCIAL INC. COM 754730109 8,178 118,064 SH   SOLE   118,064 0 0
REALTY INCOME CORP. COM 756109104 8,275 143,971 SH   SOLE   143,971 0 0
REGAL-BELOIT CORP. COM 758750103 2,896 41,817 SH   SOLE   41,817 0 0
HAEMONETICS CORP. COM 405024100 1,405 34,950 SH   SOLE   34,950 0 0
HANCOCK HOLDING CO. COM 410120109 5,602 129,976 SH   SOLE   129,976 0 0
HARRIS CORP. COM 413875105 6,366 62,130 SH   SOLE   62,130 0 0
HEALTHCARE TRUST OF AMERICA REIT C COM 42225P501 455 15,620 SH   SOLE   15,620 0 0
HEICO CORP CLASS A COM 422806208 178 2,624 SH   SOLE   2,624 0 0
HEXCEL CORP. COM 428291108 327 6,364 SH   SOLE   6,364 0 0
HOULIHAN LOKEY INC CLASS A COM 441593100 263 8,447 SH   SOLE   8,447 0 0
HOVNANIAN ENTERPRISES INC. CL A COM 442487203 218 79,855 SH   SOLE   79,855 0 0
HUNTINGTON BANCSHARES INC. COM 446150104 7,246 548,127 SH   SOLE   548,127 0 0
ISTAR REIT INC COM 45031U101 597 48,231 SH   SOLE   48,231 0 0
PAPA JOHNS INTERNATIONAL INC. COM 698813102 3,708 43,326 SH   SOLE   43,326 0 0
PARK-OHIO HOLDINGS CORP. COM 700666100 294 6,899 SH   SOLE   6,899 0 0
PATTERN ENERGY GROUP INC CLASS A COM 70338P100 851 44,826 SH   SOLE   44,826 0 0
PAYPAL HOLDINGS INC COM 70450Y103 23,944 606,636 SH   SOLE   606,636 0 0
PENNS WOODS BANCORP INC. COM 708430103 180 3,570 SH   SOLE   3,570 0 0
PENNYMAC MORTGAGE INVESTMENT TRUST COM 70931T103 750 45,792 SH   SOLE   45,792 0 0
PEOPLES UNITED FINANCIAL INC. COM 712704105 3,046 157,345 SH   SOLE   157,345 0 0
PEOPLES UTAH COM 712706209 279 10,382 SH   SOLE   10,382 0 0
PEPSICO INC COM 713448108 80,701 771,299 SH   SOLE   771,299 0 0
PERKINELMER INC. COM 714046109 2,934 56,257 SH   SOLE   56,257 0 0
PHOTRONICS INC. COM 719405102 481 42,602 SH   SOLE   42,602 0 0
PINNACLE WEST CAPITAL CORP. COM 723484101 4,389 56,254 SH   SOLE   56,254 0 0
PIONEER ENERGY SERVICES CORP COM 723664108 370 53,954 SH   SOLE   53,954 0 0
POWELL INDUSTRIES INC. COM 739128106 246 6,297 SH   SOLE   6,297 0 0
OIL STATES INTERNATIONAL INC. COM 678026105 3,211 82,331 SH   SOLE   82,331 0 0
OMEGA HEALTHCARE INVESTORS REIT IN COM 681936100 6,110 195,455 SH   SOLE   195,455 0 0
ORBITAL ATK INC COM 68557N103 4,800 54,708 SH   SOLE   54,708 0 0
ORION GROUP INC COM 68628V308 179 17,977 SH   SOLE   17,977 0 0
OTONOMY INC COM 68906L105 299 18,785 SH   SOLE   18,785 0 0
OWENS & MINOR INC. COM 690732102 3,552 100,661 SH   SOLE   100,661 0 0
PG&E CORP COM 69331C108 15,520 255,394 SH   SOLE   255,394 0 0
PGT INNOVATIONS INC COM 69336V101 351 30,619 SH   SOLE   30,619 0 0
PACCAR INC. COM 693718108 11,320 177,145 SH   SOLE   177,145 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 165 10,705 SH   SOLE   10,705 0 0
PARK ELECTROCHEMICAL CORP. COM 700416209 274 14,718 SH   SOLE   14,718 0 0
PARKER-HANNIFIN CORP COM 701094104 9,370 66,925 SH   SOLE   66,925 0 0
PARKWAY INC COM 70156Q107 710 31,911 SH   SOLE   31,911 0 0
PATTERSON-UTI ENERGY INC. COM 703481101 3,723 138,281 SH   SOLE   138,281 0 0
PAYCHEX INC. COM 704326107 10,582 173,822 SH   SOLE   173,822 0 0
REPLIGEN CORP. COM 759916109 737 23,900 SH   SOLE   23,900 0 0
REPUBLIC FIRST BANCORP INC. COM 760416107 278 33,245 SH   SOLE   33,245 0 0
RESOURCES CONNECTION INC. COM 76122Q105 503 26,131 SH   SOLE   26,131 0 0
REXNORD CORP COM 76169B102 1,144 58,392 SH   SOLE   58,392 0 0
RIGEL PHARMACEUTICALS INC. COM 766559603 140 58,726 SH   SOLE   58,726 0 0
RIGNET INC. COM 766582100 246 10,617 SH   SOLE   10,617 0 0
RING ENERGY INC COM 76680V108 382 29,400 SH   SOLE   29,400 0 0
ST. JUDE MEDICAL INC. COM 790849103 12,055 150,333 SH   SOLE   150,333 0 0
J.C. PENNEY CO. INC. COM 708160106 2,394 288,046 SH   SOLE   288,046 0 0
PENSKE AUTOMOTIVE GROUP INC. COM 70959W103 57 1,099 SH   SOLE   1,099 0 0
PEOPLES FINANCIAL SERVICES CORP COM 711040105 255 5,234 SH   SOLE   5,234 0 0
PHYSICIANS REALTY TRUST REIT COM 71943U104 1,912 100,843 SH   SOLE   100,843 0 0
PINNACLE ENTERTAINMENT INC COM 72348Y105 601 41,482 SH   SOLE   41,482 0 0
PLANTRONICS INC. COM 727493108 2,913 53,201 SH   SOLE   53,201 0 0
PROASSURANCE CORP. COM 74267C106 85 1,504 SH   SOLE   1,504 0 0
PRIVATEBANCORP INC. COM 742962103 6,794 125,369 SH   SOLE   125,369 0 0
PROGENICS PHARMACEUTICALS INC. COM 743187106 397 45,972 SH   SOLE   45,972 0 0
PROGRESS SOFTWARE CORP. COM 743312100 1,090 34,151 SH   SOLE   34,151 0 0
THE PROVIDENCE SERVICE CORP. COM 743815102 384 10,095 SH   SOLE   10,095 0 0
PRUDENTIAL FINANCIAL INC. COM 744320102 22,659 217,746 SH   SOLE   217,746 0 0
OLLIES BARGAIN OUTLET HOLDINGS INC COM 681116109 433 15,229 SH   SOLE   15,229 0 0
OMEGA PROTEIN CORP. COM 68210P107 419 16,727 SH   SOLE   16,727 0 0
ON SEMICONDUCTOR CORP COM 682189105 172 13,455 SH   SOLE   13,455 0 0
ONE LIBERTY PROPERTIES INC. COM 682406103 259 10,316 SH   SOLE   10,316 0 0
ORCHID ISLAND CAPITAL INC COM 68571X103 177 16,384 SH   SOLE   16,384 0 0
ORCHIDS PAPER PRODUCTS ORD COM 68572N104 187 7,153 SH   SOLE   7,153 0 0
OUTFRONT MEDIA INC COM 69007J106 120 4,841 SH   SOLE   4,841 0 0
OVERSTOCK.COM INC. COM 690370101 167 9,535 SH   SOLE   9,535 0 0
OWENS-ILLINOIS INC. COM 690768403 2,750 157,977 SH   SOLE   157,977 0 0
PDVWIRELESS INC COM 69290R104 122 5,425 SH   SOLE   5,425 0 0
PDC ENERGY INC (DELAWARE) CB 69327RAD3 1,586 1,421,000 SH   SOLE   1,421,000 0 0
PJT PARTNERS INC CLASS A COM 69343T107 357 11,558 SH   SOLE   11,558 0 0
PPL CORP. COM 69351T106 11,698 343,555 SH   SOLE   343,555 0 0
PVH CORP. COM 693656100 3,620 40,111 SH   SOLE   40,111 0 0
PANDORA MEDIA INC. COM 698354107 181 13,878 SH   SOLE   13,878 0 0
PANHANDLE OIL & GAS INC. COM 698477106 260 11,058 SH   SOLE   11,058 0 0
SALESFORCE.COM INC. COM 79466L302 23,606 344,816 SH   SOLE   344,816 0 0
SALLY BEAUTY HOLDINGS INC. COM 79546E104 3,714 140,564 SH   SOLE   140,564 0 0
SANMINA CORP. COM 801056102 1,870 51,011 SH   SOLE   51,011 0 0
SCANSOURCE INC. COM 806037107 720 17,855 SH   SOLE   17,855 0 0
SEALED AIR CORP. COM 81211K100 4,765 105,094 SH   SOLE   105,094 0 0
SEAWORLD ENTERTAINMENT INC COM 81282V100 894 47,240 SH   SOLE   47,240 0 0
SEMTECH CORP. COM 816850101 1,383 43,827 SH   SOLE   43,827 0 0
SERVICESOURCE INTERNATIONAL INC COM 81763U100 221 38,912 SH   SOLE   38,912 0 0
SHUTTERSTOCK INC COM 825690100 636 13,391 SH   SOLE   13,391 0 0
SILVER BAY REALTY REIT CORP TRUST COM 82735Q102 446 26,027 SH   SOLE   26,027 0 0
SIMMONS FIRST NATIONAL CORP CLASS COM 828730200 1,264 20,339 SH   SOLE   20,339 0 0
SKYWORKS SOLUTIONS INC. COM 83088M102 7,464 99,968 SH   SOLE   99,968 0 0
SMART AND FINAL STORES INC COM 83190B101 248 17,620 SH   SOLE   17,620 0 0
POWER INTEGRATIONS INC. COM 739276103 1,344 19,811 SH   SOLE   19,811 0 0
PRICELINE GROUP INC/THE COM 741503403 39,084 26,659 SH   SOLE   26,659 0 0
PRIMO WATER CORP. COM 74165N105 198 16,105 SH   SOLE   16,105 0 0
PRINCIPAL FINANCIAL GROUP INC. COM 74251V102 7,826 135,254 SH   SOLE   135,254 0 0
PROGRESSIVE CORP. COM 743315103 10,495 295,645 SH   SOLE   295,645 0 0
PROOFPOINT INC COM 743424103 2,010 28,447 SH   SOLE   28,447 0 0
PURE STORAGE INC CLASS A COM 74624M102 504 44,547 SH   SOLE   44,547 0 0
QUAKER CHEMICAL CORP. COM 747316107 1,099 8,591 SH   SOLE   8,591 0 0
QTS REALTY REIT CLASS A INC TRUST COM 74736A103 1,748 35,214 SH   SOLE   35,214 0 0
QUALITY CARE PROPERTIES INC COM 747545101 1,435 92,583 SH   SOLE   92,583 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 443 41,255 SH   SOLE   41,255 0 0
RPM INTERNATIONAL INC. COM 749685103 6,985 129,759 SH   SOLE   129,759 0 0
RPX CORP. COM 74972G103 379 35,065 SH   SOLE   35,065 0 0
RAYONIER INC. REIT COM 754907103 3,045 114,491 SH   SOLE   114,491 0 0
NORTHERN TRUST CORP. COM 665859104 9,498 106,656 SH   SOLE   106,656 0 0
NORTHWEST BANCSHARES INC. COM 667340103 1,244 68,993 SH   SOLE   68,993 0 0
NORTHWEST NATURAL GAS CO. COM 667655104 1,135 18,975 SH   SOLE   18,975 0 0
OCLARO INC COM 67555N206 636 71,062 SH   SOLE   71,062 0 0
OFFICE DEPOT INC COM 676220106 3,884 859,361 SH   SOLE   859,361 0 0
OLD DOMINION FREIGHT LINE INC. COM 679580100 5,691 66,334 SH   SOLE   66,334 0 0
OMNICOM GROUP INC COM 681919106 10,874 127,760 SH   SOLE   127,760 0 0
ON SEMICONDUCTOR CORPORATION CB 682189AK1 2,719 2,675,000 SH   SOLE   2,675,000 0 0
ORACLE CORP COM 68389X105 58,286 1,515,889 SH   SOLE   1,515,889 0 0
ORGANOVO HOLDINGS INC COM 68620A104 202 59,529 SH   SOLE   59,529 0 0
OXFORD INDUSTRIES INC. COM 691497309 647 10,763 SH   SOLE   10,763 0 0
PC CONNECTION INC COM 69318J100 231 8,215 SH   SOLE   8,215 0 0
PBF LOGISTICS UNITS COM 69318Q104 3,665 201,390 SH   SOLE   201,390 0 0
PNM RESOURCES INC. COM 69349H107 4,396 128,158 SH   SOLE   128,158 0 0
PACIFIC CONTINENTAL CORP. COM 69412V108 341 15,584 SH   SOLE   15,584 0 0
PARK STERLING CORP COM 70086Y105 368 34,098 SH   SOLE   34,098 0 0
PERFICIENT INC. COM 71375U101 453 25,912 SH   SOLE   25,912 0 0
PHILIP MORRIS INTERNATIONAL INC. COM 718172109 71,920 786,098 SH   SOLE   786,098 0 0
PITNEY BOWES INC. COM 724479100 1,542 101,539 SH   SOLE   101,539 0 0
PLAINS GP HOLDINGS CLASS A COM 72651A207 2,930 84,491 SH   SOLE   84,491 0 0
PLANET FITNESS INC CLASS A COM 72703H101 383 19,063 SH   SOLE   19,063 0 0
QEP RESOURCES INC. COM 74733V100 4,120 223,817 SH   SOLE   223,817 0 0
Q2 HOLDINGS INC COM 74736L109 534 18,508 SH   SOLE   18,508 0 0
QUALCOMM INC. COM 747525103 48,916 750,250 SH   SOLE   750,250 0 0
QUIDEL CORP. COM 74838J101 449 20,948 SH   SOLE   20,948 0 0
RLJ LODGING TRUST REIT COM 74965L101 2,227 90,934 SH   SOLE   90,934 0 0
RENASANT CORP. COM 75970E107 1,221 28,925 SH   SOLE   28,925 0 0
RETAIL PROPERTIES OF AMERICA REIT COM 76131V202 304 19,817 SH   SOLE   19,817 0 0
RINGCENTRAL INC CLASS A COM 76680R206 862 41,827 SH   SOLE   41,827 0 0
ROCKWELL MEDICAL INC COM 774374102 248 37,933 SH   SOLE   37,933 0 0
ROSS STORES INC. COM 778296103 14,034 213,928 SH   SOLE   213,928 0 0
SL GREEN REALTY REIT CORP COM 78440X101 6,095 56,670 SH   SOLE   56,670 0 0
SPX CORP COM 784635104 717 30,247 SH   SOLE   30,247 0 0
RENEWABLE ENERGY INC COM 75972A301 284 29,285 SH   SOLE   29,285 0 0
REPUBLIC BANCORP INC CLASS A COM 760281204 284 7,195 SH   SOLE   7,195 0 0
REPUBLIC SERVICES INC. COM 760759100 6,599 115,674 SH   SOLE   115,674 0 0
RETAILMENOT INC SERIES COM 76132B106 250 26,906 SH   SOLE   26,906 0 0
REVANCE THERAPEUTICS INC COM 761330109 275 13,299 SH   SOLE   13,299 0 0
REXFORD INDUSTRIAL REALTY REIT INC COM 76169C100 1,128 48,649 SH   SOLE   48,649 0 0
ROBERT HALF ORD COM 770323103 3,425 70,212 SH   SOLE   70,212 0 0
ROGERS CORP. COM 775133101 996 12,971 SH   SOLE   12,971 0 0
RUTHS HOSPITALITY GROUP INC. COM 783332109 453 24,779 SH   SOLE   24,779 0 0
RYMAN HOSPITALITY PROPERTIES REIT COM 78377T107 2,061 32,703 SH   SOLE   32,703 0 0
SJW GROUP COM 784305104 610 10,902 SH   SOLE   10,902 0 0
SOUTHERN COPPER CORP. COM 84265V105 124 3,882 SH   SOLE   3,882 0 0
SOUTHWESTERN ENERGY CO. COM 845467109 2,880 266,129 SH   SOLE   266,129 0 0
SPRINT CORP COM 85207U105 183 21,695 SH   SOLE   21,695 0 0
STANLEY BLACK & DECKER INC. COM 854502101 8,769 76,461 SH   SOLE   76,461 0 0
STATE NATIONAL COMPANIES INC COM 85711T305 309 22,299 SH   SOLE   22,299 0 0
STEELCASE INC. COM 858155203 1,106 61,814 SH   SOLE   61,814 0 0
STERICYCLE INC. COM 858912108 3,548 46,054 SH   SOLE   46,054 0 0
STIFEL FINANCIAL CORP. COM 860630102 5,174 103,574 SH   SOLE   103,574 0 0
STONEGATE BANK ORD COM 861811107 328 7,867 SH   SOLE   7,867 0 0
STURM RUGER INC CO COM 864159108 671 12,725 SH   SOLE   12,725 0 0
SUNPOWER CORP. COM 867652406 11 1,647 SH   SOLE   1,647 0 0
SAGE THERAPEUTICS INC COM 78667J108 1,090 21,340 SH   SOLE   21,340 0 0
SANTANDER CONSUMER USA HOLDINGS IN COM 80283M101 41 3,020 SH   SOLE   3,020 0 0
SCHLUMBERGER NV COM 806857108 58,755 699,885 SH   SOLE   699,885 0 0
SELECT COMFORT CORP. COM 81616X103 775 34,282 SH   SOLE   34,282 0 0
SHUTTERFLY INC. COM 82568P304 1,225 24,418 SH   SOLE   24,418 0 0
SILGAN HOLDINGS INC. COM 827048109 1,865 36,442 SH   SOLE   36,442 0 0
SIMON PROPERTY GROUP REIT INC COM 828806109 33,034 185,928 SH   SOLE   185,928 0 0
SKYWEST INC. COM 830879102 1,287 35,299 SH   SOLE   35,299 0 0
SMITH & WESSON HOLDING CORP. COM 831756101 787 37,318 SH   SOLE   37,318 0 0
ORBCOMM INC COM 68555P100 377 45,531 SH   SOLE   45,531 0 0
ORMAT TECHNOLOGIES INC. COM 686688102 1,460 27,228 SH   SOLE   27,228 0 0
OSHKOSH CORP. COM 688239201 4,492 69,530 SH   SOLE   69,530 0 0
PBF ENERGY INC CLASS A COM 69318G106 78 2,799 SH   SOLE   2,799 0 0
PPG INDUSTRIES INC COM 693506107 13,583 143,344 SH   SOLE   143,344 0 0
PS BUSINESS PARKS REIT INC COM 69360J107 1,754 15,054 SH   SOLE   15,054 0 0
PACIFIC BIOSCIENCES OF CALIFORNIA COM 69404D108 225 59,287 SH   SOLE   59,287 0 0
PACIFIC ETHANOL INC COM 69423U305 240 25,291 SH   SOLE   25,291 0 0
PACFIC PREMIER BANCORP INC COM 69478X105 662 18,714 SH   SOLE   18,714 0 0
PACIRA PHARMACEUTICALS INC. COM 695127100 835 25,861 SH   SOLE   25,861 0 0
PANERA BREAD CO. CL A COM 69840W108 4,371 21,311 SH   SOLE   21,311 0 0
PAR PACIFIC HOLDINGS INC COM 69888T207 351 24,110 SH   SOLE   24,110 0 0
PARK NATIONAL CORP COM 700658107 1,139 9,521 SH   SOLE   9,521 0 0
PARKER DRILLING CO. COM 701081101 201 77,163 SH   SOLE   77,163 0 0
PEOPLES BANCORP INC. (OHIO) COM 709789101 316 9,750 SH   SOLE   9,750 0 0
PREFERRED BANK LOS ANGELES COM 740367404 439 8,377 SH   SOLE   8,377 0 0
PRESTIGE BRANDS HOLDINGS INC. COM 74112D101 4,456 85,535 SH   SOLE   85,535 0 0
PROCTER & GAMBLE ORD COM 742718109 112,848 1,342,153 SH   SOLE   1,342,153 0 0
PROOFPOINT INC CB 743424AD5 1,787 1,575,000 SH   SOLE   1,575,000 0 0
PUBLIC STORAGE REIT COM 74460D109 19,872 88,912 SH   SOLE   88,912 0 0
QUORVO INC COM 74736K101 3,431 65,072 SH   SOLE   65,072 0 0
QUALITY SYSTEMS INC. COM 747582104 488 37,082 SH   SOLE   37,082 0 0
QUALYS INC COM 74758T303 617 19,494 SH   SOLE   19,494 0 0
QUANEX BUILDING PRODUCTS CORP. COM 747619104 507 24,964 SH   SOLE   24,964 0 0
RANGE RESOURCES CORP. COM 75281A109 3,265 95,017 SH   SOLE   95,017 0 0
RAPID7 INC COM 753422104 184 15,115 SH   SOLE   15,115 0 0
RBC BEARINGS INC. COM 75524B104 1,459 15,721 SH   SOLE   15,721 0 0
PATTERN ENERGY GROUP INC CB 70338PAB6 1,409 1,455,000 SH   SOLE   1,455,000 0 0
PENNSYLVANIA REAL ESTATE INVESTMEN COM 709102107 968 51,069 SH   SOLE   51,069 0 0
PENUMBRA INC COM 70975L107 1,161 18,196 SH   SOLE   18,196 0 0
PFIZER INC COM 717081103 99,517 3,063,951 SH   SOLE   3,063,951 0 0
PHARMERICA CORP. COM 71714F104 601 23,883 SH   SOLE   23,883 0 0
PHIBRO ANIMAL HEALTH CORP CLASS A COM 71742Q106 410 13,997 SH   SOLE   13,997 0 0
PHILLIPS PARTNERS COMMON UNITS COM 718549207 7,449 153,150 SH   SOLE   153,150 0 0
PILGRIMS PRIDE CORP. COM 72147K108 39 2,035 SH   SOLE   2,035 0 0
PIPER JAFFRAY COS. COM 724078100 743 10,253 SH   SOLE   10,253 0 0
PLAINS ALL AMERICAN PIPELINE UNITS COM 726503105 23,529 728,684 SH   SOLE   728,684 0 0
PLUG POWER INC COM 72919P202 128 106,687 SH   SOLE   106,687 0 0
PRICESMART INC. COM 741511109 1,172 14,031 SH   SOLE   14,031 0 0
SOUTHWESTERN ENERGY DS REPRESENTIN PFD 845467208 1,306 51,900 SH   SOLE   51,900 0 0
SPARTON CORP. COM 847235108 183 7,693 SH   SOLE   7,693 0 0
SPIRIT REALTY CAPITAL REIT INC COM 84860W102 437 40,248 SH   SOLE   40,248 0 0
STATE AUTO FINANCIAL CORP. COM 855707105 309 11,516 SH   SOLE   11,516 0 0
STOCK YARDS BANCORP INC COM 861025104 722 15,388 SH   SOLE   15,388 0 0
STRATUS PROPERTIES INC COM 863167201 157 4,805 SH   SOLE   4,805 0 0
SUMMIT MIDSTREAM PARTNERS UNITS COM 866142102 2,021 80,355 SH   SOLE   80,355 0 0
SUNCOKE ENERGY INC. COM 86722A103 476 41,970 SH   SOLE   41,970 0 0
SUNOCO LOGISTICS PARTNERS L.P. COM 86764L108 7,287 303,376 SH   SOLE   303,376 0 0
SUNRUN INC COM 86771W105 237 44,708 SH   SOLE   44,708 0 0
SYNCHRONOSS TECHNOLOGIES INC. COM 87157B103 1,093 28,529 SH   SOLE   28,529 0 0
SYSCO CORP COM 871829107 15,201 274,532 SH   SOLE   274,532 0 0
TRI POINTE GROUP INC COM 87265H109 2,672 232,728 SH   SOLE   232,728 0 0
TAKE-TWO INTERACTIVE SOFTWARE INC. COM 874054109 2,853 57,878 SH   SOLE   57,878 0 0
TASER INTERNATIONAL INC. COM 87651B104 916 37,777 SH   SOLE   37,777 0 0
TELENAV INC. COM 879455103 146 20,771 SH   SOLE   20,771 0 0
ITT INC COM 45073V108 3,181 82,471 SH   SOLE   82,471 0 0
IMMUNOMEDICS INC. COM 452907108 242 66,049 SH   SOLE   66,049 0 0
INDEPENDENCE REALTY TRUST REIT INC COM 45378A106 389 43,649 SH   SOLE   43,649 0 0
INFINITY PROPERTY & CASUALTY CORP. COM 45665Q103 693 7,880 SH   SOLE   7,880 0 0
INGREDION INC COM 457187102 8,705 69,664 SH   SOLE   69,664 0 0
INSMED INC COM 457669307 597 45,122 SH   SOLE   45,122 0 0
INTEL CORPORATION CORP COM 458140100 87,040 2,399,772 SH   SOLE   2,399,772 0 0
INTER PARFUMS INC. COM 458334109 404 12,344 SH   SOLE   12,344 0 0
INTRALINKS HOLDINGS INC COM 46118H104 389 28,781 SH   SOLE   28,781 0 0
INVESTMENT TECHNOLOGY GROUP INC. COM 46145F105 509 25,804 SH   SOLE   25,804 0 0
ISHARES S&P VALUE ETF COM 464287408 2,119 20,900 SH   SOLE   20,900 0 0
IXYS CORP. COM 46600W106 233 19,582 SH   SOLE   19,582 0 0
REDWOOD TRUST REIT INC COM 758075402 862 56,702 SH   SOLE   56,702 0 0
REINSURANCE GROUP OF AMERICA INC. COM 759351604 7,548 59,988 SH   SOLE   59,988 0 0
RESTORATION HARDWARE HOLDINGS INC COM 761283100 1,908 62,150 SH   SOLE   62,150 0 0
RICE ENERGY INC COM 762760106 94 4,413 SH   SOLE   4,413 0 0
RUDOLPH TECHNOLOGIES INC COM 781270103 477 20,417 SH   SOLE   20,417 0 0
S&T BANCORP INC. COM 783859101 894 22,902 SH   SOLE   22,902 0 0
SBA COMMUNICATIONS CORP. COM 78388J106 696 6,743 SH   SOLE   6,743 0 0
S&P GLOBAL INC COM 78409V104 15,079 140,218 SH   SOLE   140,218 0 0
SS&C TECHNOLOGIES HOLDINGS INC. COM 78467J100 315 11,014 SH   SOLE   11,014 0 0
SAFEGUARD SCIENTIFICS INC. COM 786449207 198 14,730 SH   SOLE   14,730 0 0
SAFETY INSURANCE GROUP INC. COM 78648T100 748 10,156 SH   SOLE   10,156 0 0
SANDERSON FARMS INC. COM 800013104 1,296 13,754 SH   SOLE   13,754 0 0
TAILORED BRANDS INC COM 87403A107 858 33,578 SH   SOLE   33,578 0 0
TANGER FACTORY OUTLET CENTERS INC. COM 875465106 3,518 98,323 SH   SOLE   98,323 0 0
TERRAFORM POWER INC CLASS A COM 88104R100 817 63,765 SH   SOLE   63,765 0 0
TESORO LOGISTICS UNITS COM 88160T107 10,941 215,339 SH   SOLE   215,339 0 0
TITAN INTERNATIONAL INC COM 88830M102 340 30,332 SH   SOLE   30,332 0 0
TORO CO. COM 891092108 5,950 106,347 SH   SOLE   106,347 0 0
TRACTOR SUPPLY CO. COM 892356106 5,408 71,332 SH   SOLE   71,332 0 0
TREEHOUSE FOODS INC. COM 89469A104 3,872 53,643 SH   SOLE   53,643 0 0
TREVENA INC COM 89532E109 182 30,882 SH   SOLE   30,882 0 0
TESCO CORP COM 88157K101 251 30,449 SH   SOLE   30,449 0 0
TEVA PHARMACEUTICAL INDUSTRIES LTD COM 881624209 7,637 109,125 SH   SOLE   109,125 0 0
TEXAS INSTRUMENTS INCORPORATED COM 882508104 39,413 540,123 SH   SOLE   540,123 0 0
THOR INDUSTRIES INC. COM 885160101 4,667 46,648 SH   SOLE   46,648 0 0
TIFFANY & CO. COM 886547108 4,171 53,863 SH   SOLE   53,863 0 0
TILE SHOP HOLDINGS INC COM 88677Q109 440 22,494 SH   SOLE   22,494 0 0
TIMKENSTEEL CORP COM 887399103 428 27,659 SH   SOLE   27,659 0 0
TRIBUNE MEDIA COMPANY ORD CLASS A COM 896047503 86 2,463 SH   SOLE   2,463 0 0
TRIMAS CORP. COM 896215209 765 32,544 SH   SOLE   32,544 0 0
TRONC INC COM 89703P107 290 20,916 SH   SOLE   20,916 0 0
TRUEBLUE INC. COM 89785X101 700 28,387 SH   SOLE   28,387 0 0
PETMED EXPRESS INC. COM 716382106 362 15,698 SH   SOLE   15,698 0 0
PHILLIPS 66 COM 718546104 19,361 224,064 SH   SOLE   224,064 0 0
PIER 1 IMPORTS INC. COM 720279108 435 50,907 SH   SOLE   50,907 0 0
PINNACLE FINANCIAL PARTNERS INC. COM 72346Q104 2,109 30,436 SH   SOLE   30,436 0 0
PINNACLE FOODS INC. COM 72348P104 177 3,308 SH   SOLE   3,308 0 0
POPULAR INC. COM 733174700 128 2,932 SH   SOLE   2,932 0 0
POTLATCH CORP. COM 737630103 2,711 65,083 SH   SOLE   65,083 0 0
PRAXAIR INC. COM 74005P104 17,981 153,438 SH   SOLE   153,438 0 0
PROS HOLDINGS INC. COM 74346Y103 357 16,609 SH   SOLE   16,609 0 0
SM ENERGY CO. COM 78454L100 3,105 90,051 SH   SOLE   90,051 0 0
SPX FLOW INC COM 78469X107 798 24,896 SH   SOLE   24,896 0 0
JOHN B. SANFILIPPO & SON INC. COM 800422107 443 6,289 SH   SOLE   6,289 0 0
SAREPTA THERAPEUTICS INC COM 803607100 974 35,493 SH   SOLE   35,493 0 0
SCANA CORP. COM 80589M102 5,268 71,888 SH   SOLE   71,888 0 0
SCHNITZER STEEL INDUSTRIES INC. COM 806882106 495 19,268 SH   SOLE   19,268 0 0
SCHOLASTIC CORP. COM 807066105 857 18,053 SH   SOLE   18,053 0 0
A. SCHULMAN INC. COM 808194104 629 18,800 SH   SOLE   18,800 0 0
CHARLES SCHWAB CORP COM 808513105 25,222 639,008 SH   SOLE   639,008 0 0
SCHWEITZER-MAUDUIT INTERNATIONAL I COM 808541106 963 21,149 SH   SOLE   21,149 0 0
SCICLONE PHARMACEUTICALS INC. COM 80862K104 427 39,519 SH   SOLE   39,519 0 0
SCRIPPS NETWORKS INTERACTIVE INC C COM 811065101 3,607 50,539 SH   SOLE   50,539 0 0
SEABOARD CORP COM 811543107 759 192 SH   SOLE   192 0 0
SEATTLE GENETICS INC. COM 812578102 349 6,607 SH   SOLE   6,607 0 0
SENECA FOODS CORP. CL A COM 817070501 205 5,122 SH   SOLE   5,122 0 0
SENSIENT TECHNOLOGIES CORP. COM 81725T100 5,540 70,497 SH   SOLE   70,497 0 0
PROLOGIS REIT INC COM 74340W103 15,468 293,019 SH   SOLE   293,019 0 0
PROTO LABS INC COM 743713109 895 17,435 SH   SOLE   17,435 0 0
PROVIDENT FINANCIAL SERVICES INC. COM 74386T105 1,209 42,717 SH   SOLE   42,717 0 0
PULTEGROUP INC. COM 745867101 2,866 155,915 SH   SOLE   155,915 0 0
QUORUM HEALTH CORP COM 74909E106 183 25,111 SH   SOLE   25,111 0 0
RAMCO-GERSHENSON PROPERTIES TRUST COM 751452202 971 58,569 SH   SOLE   58,569 0 0
RAYONIER ADVANCED MATERIALS INC COM 75508B104 450 29,083 SH   SOLE   29,083 0 0
RAYTHEON CO. COM 755111507 21,582 151,989 SH   SOLE   151,989 0 0
REALOGY HOLDINGS CORP. COM 75605Y106 107 4,140 SH   SOLE   4,140 0 0
REALPAGE INC. COM 75606N109 1,166 38,858 SH   SOLE   38,858 0 0
REGAL ENTERTAINMENT GROUP COM 758766109 66 3,226 SH   SOLE   3,226 0 0
REGENCY CENTERS CORP. COM 758849103 7,174 104,044 SH   SOLE   104,044 0 0
REGIONAL MANAGEMENT CORP COM 75902K106 224 8,519 SH   SOLE   8,519 0 0
REGIONS FINANCIAL CORP. COM 7591EP100 8,952 623,379 SH   SOLE   623,379 0 0
RESMED INC. COM 761152107 8,516 137,244 SH   SOLE   137,244 0 0
RETROPHIN INC COM 761299106 477 25,221 SH   SOLE   25,221 0 0
RETAIL OPPORTUNITY INVESTMENTS COR COM 76131N101 1,733 82,014 SH   SOLE   82,014 0 0
REX AMERICAN RESOURCES CORP. COM 761624105 417 4,221 SH   SOLE   4,221 0 0
ROADRUNNER TRANSPORTATION SYSTEMS COM 76973Q105 189 18,143 SH   SOLE   18,143 0 0
ROYAL BANK OF CANADA CB 780082AD5 106,983 100,500,000 SH   SOLE   100,500,000 0 0
RUSH ENTERPRISES INC. CL A COM 781846209 627 19,644 SH   SOLE   19,644 0 0
SM ENERGY CO CB 78454LAM2 1,426 1,220,000 SH   SOLE   1,220,000 0 0
SPDR S&P MIDCAP ETF COM 78467Y107 47,010 155,800 SH   SOLE   155,800 0 0
ST. JOE CO. COM 790148100 696 36,614 SH   SOLE   36,614 0 0
TRINITY INDUSTRIES INC. COM 896522109 3,947 142,179 SH   SOLE   142,179 0 0
TRISTATE CAPITAL HOLDINGS INC COM 89678F100 371 16,792 SH   SOLE   16,792 0 0
TUPPERWARE BRANDS CORP. COM 899896104 2,591 49,243 SH   SOLE   49,243 0 0
U.S. CONCRETE INC. COM 90333L201 670 10,228 SH   SOLE   10,228 0 0
ULTIMATE SOFTWARE GROUP INC. COM 90385D107 5,134 28,154 SH   SOLE   28,154 0 0
ULTRA CLEAN HOLDINGS INC. COM 90385V107 235 24,189 SH   SOLE   24,189 0 0
UMPQUA HOLDINGS CORP. COM 904214103 6,611 351,999 SH   SOLE   351,999 0 0
UNDER ARMOUR INC CLASS C COM 904311206 2,511 99,773 SH   SOLE   99,773 0 0
UNION PACIFIC CORP. COM 907818108 43,472 419,290 SH   SOLE   419,290 0 0
UNITED COMMUNITY FINANCIAL CORP. COM 909839102 286 31,978 SH   SOLE   31,978 0 0
UNITED INSURANCE HOLDINGS CORP COM 910710102 197 13,019 SH   SOLE   13,019 0 0
SCIENCE APPLICATIONS INTERNATIONAL COM 808625107 5,908 69,667 SH   SOLE   69,667 0 0
SCIENTIFIC GAMES CORP. COM 80874P109 492 35,137 SH   SOLE   35,137 0 0
SEMGROUP CORP. CL A COM 81663A105 7,442 178,245 SH   SOLE   178,245 0 0
SIGNATURE BANK COM 82669G104 7,718 51,383 SH   SOLE   51,383 0 0
SNAP-ON INC. COM 833034101 5,284 30,849 SH   SOLE   30,849 0 0
SOTHEBYS COM 835898107 3,046 76,410 SH   SOLE   76,410 0 0
SONUS NETWORKS INC COM 835916503 193 30,680 SH   SOLE   30,680 0 0
SOUTH STATE CORP COM 840441109 1,398 16,000 SH   SOLE   16,000 0 0
SOUTHERN ORD COM 842587107 24,316 494,322 SH   SOLE   494,322 0 0
SOUTHWEST AIRLINES CO. COM 844741108 16,648 334,023 SH   SOLE   334,023 0 0
SOUTHWEST BANCORP INC. COM 844767103 389 13,419 SH   SOLE   13,419 0 0
SPEEDWAY MOTORSPORTS INC. COM 847788106 211 9,753 SH   SOLE   9,753 0 0
SPIRIT AIRLINES INC. COM 848577102 118 2,043 SH   SOLE   2,043 0 0
SPLUNK INC COM 848637104 460 8,997 SH   SOLE   8,997 0 0
SPORTSMANS WAREHOUSE HOLDINGS INC COM 84920Y106 163 17,372 SH   SOLE   17,372 0 0
JACOBS ENGINEERING GROUP INC. COM 469814107 3,478 61,010 SH   SOLE   61,010 0 0
KBR INC COM 48242W106 2,225 133,303 SH   SOLE   133,303 0 0
KAMAN CORP. COM 483548103 932 19,050 SH   SOLE   19,050 0 0
KEARNY FINANCIAL TEST CORP COM 48716P108 1,001 64,386 SH   SOLE   64,386 0 0
KIMCO REALTY CORP. COM 49446R109 5,916 235,124 SH   SOLE   235,124 0 0
KINDRED HEALTHCARE INC. COM 494580103 436 55,492 SH   SOLE   55,492 0 0
KITE REALTY GROUP TRUST REIT COM 49803T300 1,443 61,468 SH   SOLE   61,468 0 0
SHORETEL INC. COM 825211105 287 40,144 SH   SOLE   40,144 0 0
A.O. SMITH CORP. COM 831865209 6,808 143,788 SH   SOLE   143,788 0 0
J.M. SMUCKER CO. COM 832696405 7,536 58,848 SH   SOLE   58,848 0 0
SONOCO PRODUCTS CO. COM 835495102 4,916 93,281 SH   SOLE   93,281 0 0
SOUTHSIDE BANCSHARES INC. COM 84470P109 688 18,255 SH   SOLE   18,255 0 0
SOUTHWEST GAS CORP. COM 844895102 5,830 76,089 SH   SOLE   76,089 0 0
SPROUTS FARMERS MARKET INC COM 85208M102 2,464 130,227 SH   SOLE   130,227 0 0
STAG INDUSTRIAL INC. COM 85254J102 1,357 56,837 SH   SOLE   56,837 0 0
STAPLES INC. COM 855030102 2,975 328,697 SH   SOLE   328,697 0 0
STARWOOD PROPERTY TRUST REIT INC COM 85571B105 157 7,162 SH   SOLE   7,162 0 0
STATE BANK FINANCIAL CORP. COM 856190103 638 23,758 SH   SOLE   23,758 0 0
STATE STREET CORP COM 857477103 14,318 184,228 SH   SOLE   184,228 0 0
STONERIDGE INC. COM 86183P102 363 20,520 SH   SOLE   20,520 0 0
STORE CAPITAL CORP COM 862121100 318 12,867 SH   SOLE   12,867 0 0
STRAIGHT PATH COMMUNICATIONS INC C COM 862578101 245 7,228 SH   SOLE   7,228 0 0
SUBURBAN PROPANE PARTNERS L.P. COM 864482104 3,101 103,162 SH   SOLE   103,162 0 0
SUMMIT FINANCIAL GROUP INC. COM 86606G101 175 6,368 SH   SOLE   6,368 0 0
SUN COMMUNITIES INC. COM 866674104 426 5,561 SH   SOLE   5,561 0 0
E.W. SCRIPPS CO. CL A COM 811054402 838 43,361 SH   SOLE   43,361 0 0
SELECT MEDICAL HOLDINGS CORPORATIO COM 81619Q105 1,018 76,826 SH   SOLE   76,826 0 0
SEMPRA ENERGY COM 816851109 12,722 126,413 SH   SOLE   126,413 0 0
SERVICENOW INC COM 81762P102 805 10,834 SH   SOLE   10,834 0 0
SIX FLAGS ENTERTAINMENT CORP. COM 83001A102 295 4,914 SH   SOLE   4,914 0 0
SNYDERS-LANCE INC. COM 833551104 5,129 133,769 SH   SOLE   133,769 0 0
SONIC AUTOMOTIVE INC. CL A COM 83545G102 480 20,952 SH   SOLE   20,952 0 0
SPARTANNASH ORD COM 847215100 998 25,246 SH   SOLE   25,246 0 0
SPECTRA ENERGY CORP. COM 847560109 14,583 354,914 SH   SOLE   354,914 0 0
SPECTRUM BRANDS HOLDINGS INC COM 84763R101 206 1,688 SH   SOLE   1,688 0 0
SQUARE INC CLASS A COM 852234103 48 3,550 SH   SOLE   3,550 0 0
STAMPS.COM INC. COM 852857200 1,316 11,478 SH   SOLE   11,478 0 0
UGI CORP. COM 902681105 7,447 161,606 SH   SOLE   161,606 0 0
USG CORP. COM 903293405 72 2,494 SH   SOLE   2,494 0 0
UNDER ARMOUR INC CLASS A COM 904311107 2,880 99,142 SH   SOLE   99,142 0 0
UNISYS CORP. COM 909214306 560 37,437 SH   SOLE   37,437 0 0
UNITED BANKSHARES INC. COM 909907107 2,067 44,691 SH   SOLE   44,691 0 0
UNITED THERAPEUTICS CORP. COM 91307C102 5,762 40,170 SH   SOLE   40,170 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 1,649 29,290 SH   SOLE   29,290 0 0
UNIVERSAL HEALTH REALTY INCOME TRU COM 91359E105 630 9,609 SH   SOLE   9,609 0 0
VSE CORP. COM 918284100 243 6,264 SH   SOLE   6,264 0 0
VANTIV INC CLASS A COM 92210H105 635 10,643 SH   SOLE   10,643 0 0
VASCO DATA SECURITY INTERNATIONAL COM 92230Y104 303 22,221 SH   SOLE   22,221 0 0
VECTREN CORP. COM 92240G101 4,038 77,433 SH   SOLE   77,433 0 0
VEEVA SYSTEMS INC CLASS A COM 922475108 268 6,594 SH   SOLE   6,594 0 0
VERA BRADLEY INC. COM 92335C106 155 13,204 SH   SOLE   13,204 0 0
PUBLIC SERVICE ENTERPRISE GROUP IN COM 744573106 11,223 255,758 SH   SOLE   255,758 0 0
QCR HOLDINGS INC. COM 74727A104 371 8,565 SH   SOLE   8,565 0 0
QUAD GRAPHICS INC CLASS A COM 747301109 570 21,215 SH   SOLE   21,215 0 0
QUANTA SERVICES INC. COM 74762E102 2,681 76,932 SH   SOLE   76,932 0 0
QUEST DIAGNOSTICS INC. COM 74834L100 6,404 69,680 SH   SOLE   69,680 0 0
RADIUS HEALTH INC COM 750469207 849 22,322 SH   SOLE   22,322 0 0
RALPH LAUREN CORPORATION COM 751212101 2,587 28,647 SH   SOLE   28,647 0 0
RAVEN INDUSTRIES INC. COM 754212108 670 26,575 SH   SOLE   26,575 0 0
RE MAX HOLDINGS INC CLASS A COM 75524W108 705 12,589 SH   SOLE   12,589 0 0
RED HAT INC. COM 756577102 6,765 97,061 SH   SOLE   97,061 0 0
REGENXBIO INC COM 75901B107 308 16,595 SH   SOLE   16,595 0 0
RESOURCE CAPITAL REIT CORP COM 76120W708 163 19,622 SH   SOLE   19,622 0 0
REVLON INC. CL A COM 761525609 261 8,957 SH   SOLE   8,957 0 0
REYNOLDS AMERICAN INC COM 761713106 24,307 433,752 SH   SOLE   433,752 0 0
RITE AID CORP. COM 767754104 582 70,663 SH   SOLE   70,663 0 0
ROCKWELL AUTOMATION INC. COM 773903109 9,175 68,265 SH   SOLE   68,265 0 0
ROLLINS INC. COM 775711104 3,155 93,395 SH   SOLE   93,395 0 0
SUPERIOR ENERGY SERVICES INC. COM 868157108 2,393 141,738 SH   SOLE   141,738 0 0
SUPERVALU INC. COM 868536103 821 175,851 SH   SOLE   175,851 0 0
SWIFT TRANSPORTATION ORD CLASS A COM 87074U101 1,286 52,771 SH   SOLE   52,771 0 0
SYKES ENTERPRISES INC. COM 871237103 768 26,594 SH   SOLE   26,594 0 0
SYNERGY PHARMACEUTICALS INC COM 871639308 777 127,660 SH   SOLE   127,660 0 0
TARGET CORP COM 87612E106 20,756 287,366 SH   SOLE   287,366 0 0
TAYLOR MORRISON HOME CORP. CL A COM 87724P106 447 23,191 SH   SOLE   23,191 0 0
TELETECH HOLDINGS INC. COM 879939106 339 11,119 SH   SOLE   11,119 0 0
TERRITORIAL BANCORP INC. COM 88145X108 211 6,429 SH   SOLE   6,429 0 0
TETRA TECH INC. COM 88162G103 1,751 40,590 SH   SOLE   40,590 0 0
TESSERA HOLDING CORP COM 88166T101 1,537 34,770 SH   SOLE   34,770 0 0
URBAN OUTFITTERS INC. COM 917047102 1,337 46,960 SH   SOLE   46,960 0 0
URSTADT BIDDLE PROPERTIES REIT CLA COM 917286205 507 21,025 SH   SOLE   21,025 0 0
VCA INC COM 918194101 5,412 78,828 SH   SOLE   78,828 0 0
VECTOR GROUP LTD. COM 92240M108 1,474 64,825 SH   SOLE   64,825 0 0
VERITEX HOLDINGS INC COM 923451108 170 6,366 SH   SOLE   6,366 0 0
VERSARTIS INC COM 92529L102 347 23,257 SH   SOLE   23,257 0 0
VERSUM MATERIALS INC COM 92532W103 2,938 104,656 SH   SOLE   104,656 0 0
VILLAGE SUPER MARKET INC. CL A COM 927107409 168 5,440 SH   SOLE   5,440 0 0
VISHAY PRECISION GROUP INC. COM 92835K103 180 9,507 SH   SOLE   9,507 0 0
VISTEON CORP. COM 92839U206 188 2,345 SH   SOLE   2,345 0 0
WESTINGHOUSE AIR BRAKE TECHNOLOGIE COM 929740108 7,189 86,588 SH   SOLE   86,588 0 0
WAGEWORKS INC COM 930427109 1,820 25,103 SH   SOLE   25,103 0 0
WATSCO INC. COM 942622200 3,725 25,148 SH   SOLE   25,148 0 0
WEBMD HEALTH CORP. COM 94770V102 2,951 59,524 SH   SOLE   59,524 0 0
WEINGARTEN REALTY INVESTORS REIT COM 948741103 4,170 116,507 SH   SOLE   116,507 0 0
THE WENDYS CO. COM 95058W100 2,601 192,378 SH   SOLE   192,378 0 0
WESTAMERICA BANCORP COM 957090103 1,112 17,669 SH   SOLE   17,669 0 0
WESTAR ENERGY INC. COM 95709T100 7,465 132,473 SH   SOLE   132,473 0 0
STAAR SURGICAL CO. COM 852312305 306 28,244 SH   SOLE   28,244 0 0
STANDARD MOTOR PRODUCTS INC. COM 853666105 758 14,248 SH   SOLE   14,248 0 0
STARWOOD PROPERTY TRUST INC CB 85571BAA3 953 873,000 SH   SOLE   873,000 0 0
STRYKER CORP. COM 863667101 20,319 169,595 SH   SOLE   169,595 0 0
SUFFOLK COM 864739107 377 8,814 SH   SOLE   8,814 0 0
SUN BANCORP INC COM 86663B201 181 6,951 SH   SOLE   6,951 0 0
SUNSTONE HOTEL INVESTORS INC. COM 867892101 2,494 163,521 SH   SOLE   163,521 0 0
SUNTRUST BANKS INC COM 867914103 13,627 248,436 SH   SOLE   248,436 0 0
SUPERIOR INDUSTRIES INTERNATIONAL COM 868168105 490 18,609 SH   SOLE   18,609 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 879 34,803 SH   SOLE   34,803 0 0
SURMODICS INC. COM 868873100 236 9,301 SH   SOLE   9,301 0 0
SYMANTEC CORP. COM 871503108 7,564 316,622 SH   SOLE   316,622 0 0
SYNOVUS FINANCIAL CORP COM 87161C501 4,697 114,332 SH   SOLE   114,332 0 0
SYNNEX CORP. COM 87162W100 5,663 46,795 SH   SOLE   46,795 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 698 15,998 SH   SOLE   15,998 0 0
TALLGRASS ENERGY GP ORD CLASS A COM 874696107 3,484 130,000 SH   SOLE   130,000 0 0
TEAM HEALTH HOLDINGS INC. COM 87817A107 2,034 46,812 SH   SOLE   46,812 0 0
TELADOC INC COM 87918A105 276 16,744 SH   SOLE   16,744 0 0
TELIGENT INC COM 87960W104 253 38,332 SH   SOLE   38,332 0 0
TENNANT CO. COM 880345103 905 12,709 SH   SOLE   12,709 0 0
TENNECO INC. COM 880349105 2,475 39,619 SH   SOLE   39,619 0 0
LA-Z-BOY INC COM 505336107 1,094 35,240 SH   SOLE   35,240 0 0
LANDSTAR SYSTEM INC. COM 515098101 3,475 40,738 SH   SOLE   40,738 0 0
LAS VEGAS SANDS CORP. COM 517834107 1,335 24,992 SH   SOLE   24,992 0 0
LEUCADIA NATIONAL CORP COM 527288104 3,885 167,085 SH   SOLE   167,085 0 0
LIFEPOINT HEALTH INC COM 53219L109 2,126 37,436 SH   SOLE   37,436 0 0
LIONS GATE ENTERTAINMENT VOTING CO COM 535919401 69 2,551 SH   SOLE   2,551 0 0
LIVEPERSON INC. COM 538146101 287 37,978 SH   SOLE   37,978 0 0
M.D.C. HOLDINGS INC. COM 552676108 756 29,449 SH   SOLE   29,449 0 0
M/I HOMES INC. COM 55305B101 449 17,829 SH   SOLE   17,829 0 0
MSCI INC COM 55354G100 7,209 91,506 SH   SOLE   91,506 0 0
MALIBU BOATS CLASS A INC COM 56117J100 251 13,158 SH   SOLE   13,158 0 0
MANPOWERGROUP COM 56418H100 5,568 62,654 SH   SOLE   62,654 0 0
MARKEL CORP. COM 570535104 355 392 SH   SOLE   392 0 0
MARTEN TRANSPORT LTD. COM 573075108 396 17,012 SH   SOLE   17,012 0 0
STANDEX INTERNATIONAL CORP. COM 854231107 779 8,867 SH   SOLE   8,867 0 0
STARBUCKS CORP COM 855244109 43,527 783,979 SH   SOLE   783,979 0 0
STEEL DYNAMICS INC. COM 858119100 8,146 228,957 SH   SOLE   228,957 0 0
STEPAN CO. COM 858586100 1,089 13,364 SH   SOLE   13,364 0 0
STERLING BAN ORD COM 85917A100 2,073 88,606 SH   SOLE   88,606 0 0
STRAYER EDUCATION INC. COM 863236105 620 7,694 SH   SOLE   7,694 0 0
SUCAMPO PHARMACEUTICALS INC CB 864909AA4 979 920,000 SH   SOLE   920,000 0 0
SURGICAL CARE AFFILIATES INC COM 86881L106 912 19,700 SH   SOLE   19,700 0 0
SYNOPSYS INC. COM 871607107 8,357 141,979 SH   SOLE   141,979 0 0
SYNCHRONY FINANCIAL ORD COM 87165B103 14,433 397,945 SH   SOLE   397,945 0 0
TAUBMAN CENTERS REIT INC COM 876664103 4,501 60,887 SH   SOLE   60,887 0 0
TEJON RANCH COM 879080109 277 10,892 SH   SOLE   10,892 0 0
TELEDYNE TECHNOLOGIES INC. COM 879360105 6,741 54,805 SH   SOLE   54,805 0 0
TELEPHONE & DATA SYSTEMS INC. COM 879433829 2,523 87,392 SH   SOLE   87,392 0 0
WESTMORELAND COAL CO. COM 960878106 246 13,934 SH   SOLE   13,934 0 0
WHITEWAVE FOODS ORD COM 966244105 9,589 172,462 SH   SOLE   172,462 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 2,012 180,633 SH   SOLE   180,633 0 0
WPX ENERGY INC. COM 98212B103 4,685 321,521 SH   SOLE   321,521 0 0
TIMKEN CO. COM 887389104 2,598 65,444 SH   SOLE   65,444 0 0
TIVO CORP COM 88870P106 1,661 79,460 SH   SOLE   79,460 0 0
TORONTO-DOMINION BANK/THE CB 891160MJ9 86,153 88,350,000 SH   SOLE   88,350,000 0 0
TRIANGLE CAPITAL CORP. COM 895848109 109 25,074 SH   SOLE   25,074 0 0
TRIMBLE INC COM 896239100 7,301 242,144 SH   SOLE   242,144 0 0
TRIPADVISOR INC. COM 896945201 2,872 61,947 SH   SOLE   61,947 0 0
TYLER TECHNOLOGIES INC. COM 902252105 4,634 32,460 SH   SOLE   32,460 0 0
UNIFI INC. COM 904677200 374 11,469 SH   SOLE   11,469 0 0
VIAD CORP. COM 92552R406 600 13,601 SH   SOLE   13,601 0 0
VORNADO REALTY TRUST REIT COM 929042109 10,006 95,873 SH   SOLE   95,873 0 0
WATERSTONE FINANCIAL INC COM 94188P101 318 17,280 SH   SOLE   17,280 0 0
WESTERN DIGITAL CORP. COM 958102105 9,800 144,228 SH   SOLE   144,228 0 0
TESORO CORP. COM 881609101 5,173 59,156 SH   SOLE   59,156 0 0
TEXAS ROADHOUSE INC COM 882681109 4,974 103,110 SH   SOLE   103,110 0 0
THERMON GROUP HOLDINGS INC. COM 88362T103 453 23,715 SH   SOLE   23,715 0 0
3D SYSTEMS CORP. COM 88554D205 2,291 172,416 SH   SOLE   172,416 0 0
TIME INC COM 887228104 2,910 162,998 SH   SOLE   162,998 0 0
TORCHMARK CORP. COM 891027104 4,133 56,027 SH   SOLE   56,027 0 0
TOTAL SYSTEM SERVICES INC. COM 891906109 4,381 89,356 SH   SOLE   89,356 0 0
TRANSDIGM GROUP INC. COM 893641100 6,740 27,071 SH   SOLE   27,071 0 0
TREX INC CO COM 89531P105 1,345 20,881 SH   SOLE   20,881 0 0
TRUPANION INC COM 898202106 187 12,059 SH   SOLE   12,059 0 0
TWILIO INC CLASS A COM 90138F102 34 1,174 SH   SOLE   1,174 0 0
TWO HARBORS INVESTMENT REIT CORP COM 90187B101 86 9,902 SH   SOLE   9,902 0 0
II-VI INC. COM 902104108 1,250 42,153 SH   SOLE   42,153 0 0
UMB FINANCIAL CORP. COM 902788108 5,471 70,947 SH   SOLE   70,947 0 0
UMH PROPERTIES INC. COM 903002103 275 18,297 SH   SOLE   18,297 0 0
ROPER TECHNOLOGIES INC COM 776696106 9,696 52,960 SH   SOLE   52,960 0 0
ROVI CORP CB 779376AD4 2,730 2,716,000 SH   SOLE   2,716,000 0 0
SEI INVESTMENTS CO. COM 784117103 6,441 130,500 SH   SOLE   130,500 0 0
NAVIENT COM 78442P106 4,409 400,095 SH   SOLE   400,095 0 0
SPDR S&P ETF TRUST COM 78462F103 205,121 931,102 SH   SOLE   931,102 0 0
SPS COMMERCE INC. COM 78463M107 764 10,933 SH   SOLE   10,933 0 0
SP PLUS CORP COM 78469C103 349 12,401 SH   SOLE   12,401 0 0
SVB FINANCIAL GROUP COM 78486Q101 8,616 50,195 SH   SOLE   50,195 0 0
SAIA INC. COM 78709Y105 757 17,145 SH   SOLE   17,145 0 0
SANCHEZ ENERGY CORP. COM 79970Y105 393 43,562 SH   SOLE   43,562 0 0
HENRY SCHEIN INC. COM 806407102 6,677 44,013 SH   SOLE   44,013 0 0
SCOTTS MIRACLE-GRO CO. COM 810186106 4,131 43,230 SH   SOLE   43,230 0 0
SEACOAST BANKING OF FLORIDA ORD COM 811707801 493 22,361 SH   SOLE   22,361 0 0
SEACOR HOLDINGS INC. COM 811904101 808 11,336 SH   SOLE   11,336 0 0
TEREX CORP. COM 880779103 3,120 98,945 SH   SOLE   98,945 0 0
TEXTRON INC COM 883203101 6,795 139,938 SH   SOLE   139,938 0 0
THERMO FISHER SCIENTIFIC INC. COM 883556102 28,987 205,433 SH   SOLE   205,433 0 0
THOMSON REUTERS CORP COM 884903105 377 8,603 SH   SOLE   8,603 0 0
TIME WARNER INC. COM 887317303 39,255 406,657 SH   SOLE   406,657 0 0
TOLL BROTHERS INC. COM 889478103 4,418 142,502 SH   SOLE   142,502 0 0
TOMPKINS FINANCIAL CORP COM 890110109 1,007 10,656 SH   SOLE   10,656 0 0
TOPBUILD CORP COM 89055F103 967 27,166 SH   SOLE   27,166 0 0
TRANSUNION ORD COM 89400J107 113 3,638 SH   SOLE   3,638 0 0
TRAVELERS COS. INC. COM 89417E109 17,609 143,838 SH   SOLE   143,838 0 0
TRIUMPH GROUP INC. COM 896818101 2,106 79,477 SH   SOLE   79,477 0 0
TWENTY FIRST CENTURY FOX INC CLASS COM 90130A101 15,898 566,968 SH   SOLE   566,968 0 0
TWITTER INC COM 90184L102 662 40,589 SH   SOLE   40,589 0 0
UDR INC. COM 902653104 5,405 148,163 SH   SOLE   148,163 0 0
WINDSTREAM HOLDINGS INC COM 97382A200 474 64,666 SH   SOLE   64,666 0 0
WINMARK CORP. COM 974250102 221 1,751 SH   SOLE   1,751 0 0
XENCOR INC COM 98401F105 656 24,914 SH   SOLE   24,914 0 0
YAHOO! INC. COM 984332106 17,149 443,483 SH   SOLE   443,483 0 0
ZEBRA TECHNOLOGIES CORP. CL A COM 989207105 4,373 50,994 SH   SOLE   50,994 0 0
ZENDESK INC COM 98936J101 1,219 57,506 SH   SOLE   57,506 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 10,733 104,006 SH   SOLE   104,006 0 0
ZUMIEZ INC. COM 989817101 315 14,431 SH   SOLE   14,431 0 0
ZYNGA INC COM 98986T108 53 20,768 SH   SOLE   20,768 0 0
SENIOR HOUSING PROPERTIES TRUST RE COM 81721M109 4,468 236,023 SH   SOLE   236,023 0 0
SERVICE ORD COM 817565104 5,266 185,416 SH   SOLE   185,416 0 0
SERVICEMASTER GLOBAL HOLDINGS INC COM 81761R109 351 9,309 SH   SOLE   9,309 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 1,152 30,780 SH   SOLE   30,780 0 0
SHENANDOAH TELECOMMUNICATIONS CO. COM 82312B106 898 32,886 SH   SOLE   32,886 0 0
SHERWIN-WILLIAMS CO. COM 824348106 11,761 43,764 SH   SOLE   43,764 0 0
SILICON LABORATORIES INC. COM 826919102 4,318 66,426 SH   SOLE   66,426 0 0
SILVER SPRING NETWORKS INC COM 82817Q103 342 25,685 SH   SOLE   25,685 0 0
SPARK THERAPEUTICS INC COM 84652J103 691 13,848 SH   SOLE   13,848 0 0
SPARTAN MOTORS INC. COM 846819100 211 22,787 SH   SOLE   22,787 0 0
SPECTRANETICS CORP. COM 84760C107 779 31,798 SH   SOLE   31,798 0 0
SPECTRANETICS CORP CB 84760CAA5 1,583 1,531,000 SH   SOLE   1,531,000 0 0
SPECTRUM PHARMACEUTICALS INC. COM 84763A108 238 53,720 SH   SOLE   53,720 0 0
SPIRE INC COM 84857L101 2,002 31,012 SH   SOLE   31,012 0 0
SPIRIT REALTY CAPITAL INC CB 84860WAA0 1,061 1,020,000 SH   SOLE   1,020,000 0 0
STEWART INFORMATION SERVICES CORP. COM 860372101 737 15,995 SH   SOLE   15,995 0 0
STILLWATER MINING ORD COM 86074Q102 1,317 81,770 SH   SOLE   81,770 0 0
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 1,770 25,174 SH   SOLE   25,174 0 0
UNITED COMMUNITY BANKS INC. COM 90984P303 1,478 49,882 SH   SOLE   49,882 0 0
UNITED CONTINENTAL HOLDINGS INC. COM 910047109 10,577 145,129 SH   SOLE   145,129 0 0
UNITED RENTALS INC. COM 911363109 4,775 45,229 SH   SOLE   45,229 0 0
US BANCORP ORD COM 902973304 41,272 803,418 SH   SOLE   803,418 0 0
U.S. PHYSICAL THERAPY INC. COM 90337L108 602 8,574 SH   SOLE   8,574 0 0
UBIQUITI NETWORKS INC. COM 90347A100 1,047 18,118 SH   SOLE   18,118 0 0
ULTA SALON COSMETICS & FRAGRANCE I COM 90384S303 8,068 31,647 SH   SOLE   31,647 0 0
ULTRATECH INC. COM 904034105 362 15,110 SH   SOLE   15,110 0 0
UNITED NATURAL FOODS INC. COM 911163103 3,811 79,871 SH   SOLE   79,871 0 0
US FOODS HOLDING CORP COM 912008109 84 3,065 SH   SOLE   3,065 0 0
UNIVEST CORP. OF PENNSYLVANIA COM 915271100 539 17,449 SH   SOLE   17,449 0 0
UNUM GROUP COM 91529Y106 5,162 117,508 SH   SOLE   117,508 0 0
URBAN EDGE PROPERTIES COM 91704F104 4,148 150,799 SH   SOLE   150,799 0 0
VAIL RESORTS INC. COM 91879Q109 430 2,666 SH   SOLE   2,666 0 0
VALERO ENERGY PARTNERS COMMON UNIT COM 91914J102 6,199 140,036 SH   SOLE   140,036 0 0
VALSPAR CORP. COM 920355104 7,409 71,512 SH   SOLE   71,512 0 0
VASCULAR SOLUTIONS INC. COM 92231M109 692 12,332 SH   SOLE   12,332 0 0
VECTOR GROUP LTD CB 92240MBC1 2,057 1,790,000 SH   SOLE   1,790,000 0 0
VERIFONE SYSTEMS INC. COM 92342Y109 1,915 108,023 SH   SOLE   108,023 0 0
VERTEX PHARMACEUTICALS INC. COM 92532F100 9,902 134,407 SH   SOLE   134,407 0 0
VIASAT INC. COM 92552V100 5,435 82,082 SH   SOLE   82,082 0 0
SUCAMPO PHARMACEUTICALS INC CLASS COM 864909106 239 17,635 SH   SOLE   17,635 0 0
SUN HYDRAULICS CORP. COM 866942105 613 15,324 SH   SOLE   15,324 0 0
SYNAPTICS INC. COM 87157D109 3,039 56,721 SH   SOLE   56,721 0 0
SYNTEL INC. COM 87162H103 441 22,284 SH   SOLE   22,284 0 0
SYNERGY RESOURCES CORP COM 87164P103 1,182 132,703 SH   SOLE   132,703 0 0
TCF FINANCIAL CORP COM 872275102 3,122 159,375 SH   SOLE   159,375 0 0
TJX COS. COM 872540109 26,495 352,656 SH   SOLE   352,656 0 0
T MOBILE US INC COM 872590104 876 15,240 SH   SOLE   15,240 0 0
TTM TECHNOLOGIES INC. COM 87305R109 711 52,176 SH   SOLE   52,176 0 0
TAHOE RESOURCES INC COM 873868103 81 8,608 SH   SOLE   8,608 0 0
TARGA RESOURCES CORP. COM 87612G101 13,277 236,800 SH   SOLE   236,800 0 0
TEAM INC COM 878155100 799 20,349 SH   SOLE   20,349 0 0
TECH DATA CORP COM 878237106 4,774 56,375 SH   SOLE   56,375 0 0
TEMPUR SEALY INTERNATIONAL INC COM 88023U101 3,365 49,280 SH   SOLE   49,280 0 0
TENET HEALTHCARE CORP. COM 88033G407 1,153 77,699 SH   SOLE   77,699 0 0
TERADYNE INC. COM 880770102 4,777 188,066 SH   SOLE   188,066 0 0
TERRENO REALTY CORP. COM 88146M101 963 33,808 SH   SOLE   33,808 0 0
TESARO INC COM 881569107 2,656 19,749 SH   SOLE   19,749 0 0
UNITIL CORP. COM 913259107 491 10,837 SH   SOLE   10,837 0 0
UNIVERSAL AMERICAN CORP. COM 91338E101 295 29,633 SH   SOLE   29,633 0 0
UNIVERSAL ELECTRONICS INC. COM 913483103 688 10,654 SH   SOLE   10,654 0 0
VERISIGN INC. COM 92343E102 3,757 49,385 SH   SOLE   49,385 0 0
VIACOM INC. CL B COM 92553P201 6,589 187,723 SH   SOLE   187,723 0 0
VIRTU FINANCIAL INC CLASS A COM 928254101 305 19,110 SH   SOLE   19,110 0 0
VIRTUS INVESTMENT PARTNERS INC. COM 92828Q109 346 2,935 SH   SOLE   2,935 0 0
UNITED TECHNOLOGIES CORP COM 913017109 42,475 387,475 SH   SOLE   387,475 0 0
UNIVERSAL FOREST PRODUCTS INC. COM 913543104 1,417 13,871 SH   SOLE   13,871 0 0
UNIVERSAL HEALTH SERVICES INC. CL COM 913903100 4,875 45,830 SH   SOLE   45,830 0 0
UTAH MEDICAL PRODUCTS INC COM 917488108 222 3,053 SH   SOLE   3,053 0 0
VALLEY NATIONAL BANCORP COM 919794107 4,697 403,531 SH   SOLE   403,531 0 0
VALMONT INDS INC COM 920253101 3,063 21,736 SH   SOLE   21,736 0 0
VALVOLINE INC COM 92047W101 25 1,165 SH   SOLE   1,165 0 0
VANGUARD FTSE EMERGING MARKETS FUN COM 922042858 21,797 609,200 SH   SOLE   609,200 0 0
VEECO INSTRUMENTS INC. COM 922417100 845 28,982 SH   SOLE   28,982 0 0
VEREIT INC COM 92339V100 687 81,160 SH   SOLE   81,160 0 0
VERIZON COMMUNICATIONS INC. COM 92343V104 113,747 2,130,894 SH   SOLE   2,130,894 0 0
VIACOM INC CLASS A COM 92553P102 25 642 SH   SOLE   642 0 0
VITAMIN SHOPPE INC. COM 92849E101 434 18,269 SH   SOLE   18,269 0 0
VMWARE INC. COM 928563402 264 3,348 SH   SOLE   3,348 0 0
MAXIM INTEGRATED PRODUCTS INC. COM 57772K101 749 19,430 SH   SOLE   19,430 0 0
MEAD JOHNSON NUTRITION CO. COM 582839106 6,763 95,570 SH   SOLE   95,570 0 0
MEDIA GENERAL INC COM 58441K100 1,459 77,474 SH   SOLE   77,474 0 0
MEDIDATA SOLUTIONS INC CB 58471AAB1 1,357 1,240,000 SH   SOLE   1,240,000 0 0
MEDNAX INC. COM 58502B106 5,939 89,097 SH   SOLE   89,097 0 0
MEETME INC COM 585141104 127 25,847 SH   SOLE   25,847 0 0
META FINANCIAL GROUP INC COM 59100U108 614 5,969 SH   SOLE   5,969 0 0
MICROSTRATEGY INC. COM 594972408 1,312 6,644 SH   SOLE   6,644 0 0
MICRON TECHNOLOGY INC CB 595112AY9 6,265 6,337,000 SH   SOLE   6,337,000 0 0
TOOTSIE ROLL INDUSTRIES INC. COM 890516107 1,146 28,821 SH   SOLE   28,821 0 0
TOWER INTERNATIONAL INC. COM 891826109 441 15,544 SH   SOLE   15,544 0 0
TRECORA RESOURCES ORD COM 894648104 228 16,457 SH   SOLE   16,457 0 0
TRICO BANCSHARES COM 896095106 528 15,442 SH   SOLE   15,442 0 0
TRIUMPH BANCORP INC COM 89679E300 294 11,229 SH   SOLE   11,229 0 0
TRUSTCO BANK CORP. COM 898349105 546 62,399 SH   SOLE   62,399 0 0
TRUSTMARK CORP. COM 898402102 3,827 107,337 SH   SOLE   107,337 0 0
TUESDAY MORNING CORP. COM 899035505 176 32,580 SH   SOLE   32,580 0 0
TUTOR PERINI CORP. COM 901109108 781 27,880 SH   SOLE   27,880 0 0
USANA HEALTH SCIENCES INC. COM 90328M107 494 8,070 SH   SOLE   8,070 0 0
US SILICA HOLDINGS INC COM 90346E103 2,890 50,980 SH   SOLE   50,980 0 0
UNIFIRST CORP. COM 904708104 1,509 10,503 SH   SOLE   10,503 0 0
UNION FIRST MARKET BANKSHARES CORP COM 90539J109 1,069 29,911 SH   SOLE   29,911 0 0
VISTA OUTDOOR INC COM 928377100 2,045 55,425 SH   SOLE   55,425 0 0
WABCO HOLDINGS INC. COM 92927K102 385 3,629 SH   SOLE   3,629 0 0
WSFS FINANCIAL CORP. COM 929328102 940 20,287 SH   SOLE   20,287 0 0
WABASH NATIONAL CORP. COM 929566107 739 46,731 SH   SOLE   46,731 0 0
WAL-MART STORES INC. COM 931142103 52,640 761,570 SH   SOLE   761,570 0 0
WASHINGTON PRIME GROUP INC COM 93964W108 3,200 307,443 SH   SOLE   307,443 0 0
WASHINGTONFIRST BANKSHARES INC. COM 940730104 199 6,869 SH   SOLE   6,869 0 0
WATERS CORP. COM 941848103 5,832 43,399 SH   SOLE   43,399 0 0
VISHAY INTERTECHNOLOGY INC. COM 928298108 3,532 218,028 SH   SOLE   218,028 0 0
WELLTOWER INC COM 95040Q104 13,448 200,932 SH   SOLE   200,932 0 0
WEST BANCORP COM 95123P106 280 11,333 SH   SOLE   11,333 0 0
WESTERN ASSET MORTGAGE CAPITAL COR COM 95790D105 276 27,369 SH   SOLE   27,369 0 0
WESTERN REFINING INC. COM 959319104 4,768 125,981 SH   SOLE   125,981 0 0
WESTLAKE CHEMICAL CORP. COM 960413102 61 1,085 SH   SOLE   1,085 0 0
WEX INC. COM 96208T104 4,183 37,485 SH   SOLE   37,485 0 0
WHEELER REIT INC TRUST COM 963025101 6 3,726 SH   SOLE   3,726 0 0
WHOLE FOODS MARKET INC. COM 966837106 5,017 163,116 SH   SOLE   163,116 0 0
JOHN WILEY & SONS INC. CL A COM 968223206 2,287 41,968 SH   SOLE   41,968 0 0
MINERALS TECHNOLOGIES INC. COM 603158106 4,291 55,553 SH   SOLE   55,553 0 0
MOELIS ORD CLASS A COM 60786M105 439 12,947 SH   SOLE   12,947 0 0
MOHAWK INDUSTRIES INC. COM 608190104 6,713 33,617 SH   SOLE   33,617 0 0
MOLINA HEALTHCARE INC. COM 60855R100 3,769 69,465 SH   SOLE   69,465 0 0
MONSANTO CO. COM 61166W101 24,312 231,076 SH   SOLE   231,076 0 0
MORGAN STANLEY COM 617446448 30,786 728,667 SH   SOLE   728,667 0 0
MURPHY OIL CORP. COM 626717102 2,520 80,936 SH   SOLE   80,936 0 0
MURPHY USA INC COM 626755102 2,141 34,823 SH   SOLE   34,823 0 0
NBT BANCORP INC. COM 628778102 1,215 29,017 SH   SOLE   29,017 0 0
NRG ENERGY INC. COM 629377508 2,712 221,236 SH   SOLE   221,236 0 0
NATIONAL BEVERAGE CORP. COM 635017106 414 8,096 SH   SOLE   8,096 0 0
NATIONAL COMMERCE CORP COM 63546L102 255 6,854 SH   SOLE   6,854 0 0
NATIONAL HEALTH INVESTORS INC. COM 63633D104 2,053 27,678 SH   SOLE   27,678 0 0
NATIONAL OILWELL VARCO INC. COM 637071101 7,149 190,934 SH   SOLE   190,934 0 0
NAVIGANT CONSULTING INC. COM 63935N107 846 32,321 SH   SOLE   32,321 0 0
NEUSTAR INC. CL A COM 64126X201 2,919 87,404 SH   SOLE   87,404 0 0
UNIT CORP. COM 909218109 945 35,161 SH   SOLE   35,161 0 0
UNITED FIRE GROUP INC COM 910340108 699 14,222 SH   SOLE   14,222 0 0
UNITED PARCEL SERVICE INC. CL B COM 911312106 42,695 372,427 SH   SOLE   372,427 0 0
WESBANCO INC. COM 950810101 1,264 29,351 SH   SOLE   29,351 0 0
WESTERN ALLIANCE COM 957638109 233 4,782 SH   SOLE   4,782 0 0
WESTPAC BANKING CORP CB 961214DF7 30,069 30,000,000 SH   SOLE   30,000,000 0 0
WHIRLPOOL CORP COM 963320106 6,951 38,240 SH   SOLE   38,240 0 0
WINGSTOP INC COM 974155103 353 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 3,021 65,799 SH   SOLE   65,799 0 0
WORTHINGTON INDUSTRIES INC COM 981811102 3,398 71,637 SH   SOLE   71,637 0 0
WPX ENERGY INC PFD 98212B202 245 3,736 SH   SOLE   3,736 0 0
XCERRA CORP COM 98400J108 267 34,894 SH   SOLE   34,894 0 0
XEROX CORP COM 984121103 3,797 434,939 SH   SOLE   434,939 0 0
YORK WATER CO. COM 987184108 349 9,128 SH   SOLE   9,128 0 0
YUM! BRANDS INC. COM 988498101 11,919 188,206 SH   SOLE   188,206 0 0
VULCAN MATERIALS CO. COM 929160109 8,895 71,078 SH   SOLE   71,078 0 0
WEC ENERGY GROUP INC COM 92939U106 9,304 158,635 SH   SOLE   158,635 0 0
WADDELL & REED FINANCIAL INC. CL A COM 930059100 2,561 131,266 SH   SOLE   131,266 0 0
WASHINGTON FEDERAL INC. COM 938824109 4,943 143,899 SH   SOLE   143,899 0 0
WEATHERFORD INTERNATIONAL LTD BERM CB 947075AH0 2,307 2,145,000 SH   SOLE   2,145,000 0 0
WEB.COM GROUP INC COM 94733A104 652 30,813 SH   SOLE   30,813 0 0
WERNER ENTERPRISES INC. COM 950755108 1,948 72,270 SH   SOLE   72,270 0 0
WESTWOOD HOLDINGS GROUP INC. COM 961765104 305 5,078 SH   SOLE   5,078 0 0
WEYERHAEUSER REIT COM 962166104 11,374 377,995 SH   SOLE   377,995 0 0
ZAYO GROUP HOLDINGS INC COM 98919V105 368 11,212 SH   SOLE   11,212 0 0
ZILLOW GROUP INC CLASS C COM 98954M200 211 5,776 SH   SOLE   5,776 0 0
ZIOPHARM ONCOLOGY INC. COM 98973P101 454 84,831 SH   SOLE   84,831 0 0
US STEEL CORP CORP COM 912909108 5,302 160,607 SH   SOLE   160,607 0 0
US ECOLOGY INC. COM 91732J102 740 15,050 SH   SOLE   15,050 0 0
VANGUARD ETF REIT COM 922908553 17,529 212,400 SH   SOLE   212,400 0 0
VERINT SYSTEMS INC. COM 92343X100 1,490 42,265 SH   SOLE   42,265 0 0
VERITIV CORP COM 923454102 325 6,046 SH   SOLE   6,046 0 0
VERISK ANALYTICS INC COM 92345Y106 6,811 83,907 SH   SOLE   83,907 0 0
VIAVI SOLUTIONS INC COM 925550105 1,323 161,748 SH   SOLE   161,748 0 0
VICOR CORP. COM 925815102 194 12,843 SH   SOLE   12,843 0 0
WHITING PETROLEUM CORP. COM 966387102 69 5,770 SH   SOLE   5,770 0 0
WILLIAMS INC COM 969457100 12,284 394,476 SH   SOLE   394,476 0 0
WILLIAMS PARTNERS UNITS COM 96949L105 15,251 401,019 SH   SOLE   401,019 0 0
WILLIAMS-SONOMA INC. COM 969904101 3,863 79,838 SH   SOLE   79,838 0 0
WINNEBAGO INDUSTRIES INC. COM 974637100 569 17,971 SH   SOLE   17,971 0 0
XPO LOGISTICS INC COM 983793100 2,858 66,209 SH   SOLE   66,209 0 0
XENIA HOTELS RESORTS REIT INC COM 984017103 1,483 76,344 SH   SOLE   76,344 0 0
YRC WORLDWIDE INC. COM 984249607 296 22,312 SH   SOLE   22,312 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 1,107 25,444 SH   SOLE   25,444 0 0
ZIONS BANCORPORATION ORD COM 989701107 4,429 102,910 SH   SOLE   102,910 0 0
ZOGENIX INC COM 98978L204 205 16,870 SH   SOLE   16,870 0 0
NEW SENIOR INVESTMENT GROUP INC COM 648691103 578 59,083 SH   SOLE   59,083 0 0
NEW YORK MORTGAGE TRUST REIT INC COM 649604501 476 72,088 SH   SOLE   72,088 0 0
NEWELL BRANDS INC COM 651229106 11,640 260,705 SH   SOLE   260,705 0 0
NEWLINK GENETICS CORP. COM 651511107 167 16,225 SH   SOLE   16,225 0 0
NEWMARKET CORPORATION COM 651587107 3,754 8,858 SH   SOLE   8,858 0 0
NEWSTAR FINANCIAL INC. COM 65251F105 139 15,025 SH   SOLE   15,025 0 0
NEXPOINT RESIDENTIAL TRUST INC TRU COM 65341D102 318 14,249 SH   SOLE   14,249 0 0
NORDSON CORP. COM 655663102 5,837 52,092 SH   SOLE   52,092 0 0
NORTHRIM BANCORP INC. COM 666762109 33 1,035 SH   SOLE   1,035 0 0
NOVAVAX INC. COM 670002104 257 203,996 SH   SOLE   203,996 0 0
NUCOR CORP. COM 670346105 9,519 159,922 SH   SOLE   159,922 0 0
VISA INC. COM 92826C839 78,895 1,011,210 SH   SOLE   1,011,210 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 312 16,897 SH   SOLE   16,897 0 0
WD-40 CO. COM 929236107 1,131 9,679 SH   SOLE   9,679 0 0
WCI COMMUNITIES INC COM 92923C807 374 15,960 SH   SOLE   15,960 0 0
WMIH CORP COM 92936P100 210 135,233 SH   SOLE   135,233 0 0
W. P. CAREY REIT INC COM 92936U109 520 8,794 SH   SOLE   8,794 0 0
WALGREEN BOOTS ALLIANCE INC COM 931427108 36,408 439,918 SH   SOLE   439,918 0 0
WASHINGTON REAL ESTATE INVESTMENT COM 939653101 1,797 54,956 SH   SOLE   54,956 0 0
WATTS WATER TECHNOLOGIES INC. CL A COM 942749102 1,237 18,980 SH   SOLE   18,980 0 0
WAYFAIR INC CLASS A COM 94419L101 778 22,188 SH   SOLE   22,188 0 0
WELLS FARGO & CO. COM 949746101 126,026 2,286,805 SH   SOLE   2,286,805 0 0
WESCO INTERNATIONAL INC. COM 95082P105 92 1,387 SH   SOLE   1,387 0 0
WEST CORP. COM 952355204 720 29,096 SH   SOLE   29,096 0 0
WEST PHARMACEUTICAL SERVICES INC. COM 955306105 6,041 71,215 SH   SOLE   71,215 0 0
OMNOVA SOLUTIONS INC. COM 682129101 295 29,522 SH   SOLE   29,522 0 0
OMNICELL INC. COM 68213N109 843 24,866 SH   SOLE   24,866 0 0
ORITANI FINANCIAL CORP. COM 68633D103 474 25,258 SH   SOLE   25,258 0 0
OTTER TAIL CORP. COM 689648103 1,097 26,879 SH   SOLE   26,879 0 0
PDC ENERGY INC COM 69327R101 2,735 37,679 SH   SOLE   37,679 0 0
PICO HOLDINGS INC. COM 693366205 263 17,377 SH   SOLE   17,377 0 0
WESTERN GAS PARTNERS UNITS COM 958254104 10,325 175,722 SH   SOLE   175,722 0 0
WESTERN UNION CO. COM 959802109 5,717 263,231 SH   SOLE   263,231 0 0
WESTLAKE CHEMICAL PARTNERS UNITS COM 960417103 2,168 99,897 SH   SOLE   99,897 0 0
CLAYTON WILLIAMS ENERGY INC COM 969490101 520 4,360 SH   SOLE   4,360 0 0
WINTRUST FINANCIAL CORP. COM 97650W108 2,608 35,938 SH   SOLE   35,938 0 0
WORLD ACCEPTANCE CORP. COM 981419104 324 5,045 SH   SOLE   5,045 0 0
WORLD WRESTLING ENTERTAINMENT INC. COM 98156Q108 494 26,822 SH   SOLE   26,822 0 0
WYNDHAM WORLDWIDE CORP. COM 98310W108 4,471 58,548 SH   SOLE   58,548 0 0
XILINX INC. COM 983919101 7,847 129,983 SH   SOLE   129,983 0 0
XENITH BANKSHARES INC COM 984102202 162 5,743 SH   SOLE   5,743 0 0
YUM CHINA HOLDINGS INC COM 98850P109 625 23,934 SH   SOLE   23,934 0 0
ZOETIS INC. COM 98978V103 14,132 264,007 SH   SOLE   264,007 0 0
ZOES KITCHEN INC COM 98979J109 330 13,738 SH   SOLE   13,738 0 0
PACWEST BANCORP COM 695263103 6,116 112,339 SH   SOLE   112,339 0 0
PARAMOUNT GROUP REIT INC COM 69924R108 82 5,158 SH   SOLE   5,158 0 0
PARTY CITY HOLDCO INC COM 702149105 287 20,229 SH   SOLE   20,229 0 0
PATTERSON COS. INC. COM 703395103 1,866 45,489 SH   SOLE   45,489 0 0
PAYLOCITY HOLDING CORP COM 70438V106 474 15,808 SH   SOLE   15,808 0 0
PEBBLEBROOK HOTEL TRUST REIT COM 70509V100 1,586 53,327 SH   SOLE   53,327 0 0
PEGASYSTEMS INC. COM 705573103 864 24,005 SH   SOLE   24,005 0 0
PENN NATIONAL GAMING INC. COM 707569109 678 49,133 SH   SOLE   49,133 0 0
PENNYMAC FINANCIAL SERVICES INC CL COM 70932B101 178 10,699 SH   SOLE   10,699 0 0
PIEDMONT OFFICE REALTY TRUST REIT COM 720190206 253 12,109 SH   SOLE   12,109 0 0
PLATFORM SPECIALTY PRODUCTS CORP COM 72766Q105 55 5,577 SH   SOLE   5,577 0 0
PRA GROUP INC CB 73640QAB1 1,390 1,465,000 SH   SOLE   1,465,000 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 792 35,298 SH   SOLE   35,298 0 0
PREFERRED APARTMENT COMMUNITIES RE COM 74039L103 266 17,845 SH   SOLE   17,845 0 0
PREMIER INC CLASS A COM 74051N102 57 1,865 SH   SOLE   1,865 0 0
T. ROWE PRICE GROUP INC. COM 74144T108 9,752 129,575 SH   SOLE   129,575 0 0
PRIMERICA INC. COM 74164M108 5,088 73,581 SH   SOLE   73,581 0 0
PROSPERITY BANCSHARES INC COM 743606105 7,773 108,290 SH   SOLE   108,290 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 618 20,142 SH   SOLE   20,142 0 0
QAD INC. CL A COM 74727D306 213 6,998 SH   SOLE   6,998 0 0
QUINTILES IMS INC COM 74876Y101 648 8,522 SH   SOLE   8,522 0 0
RLI CORP. COM 749607107 1,675 26,539 SH   SOLE   26,539 0 0
RPC INC. COM 749660106 33 1,669 SH   SOLE   1,669 0 0
RMR GROUP INC CLASS A COM 74967R106 204 5,155 SH   SOLE   5,155 0 0
RAMBUS INC. COM 750917106 1,021 74,120 SH   SOLE   74,120 0 0
READING INTERNATIONAL INC. CL A COM 755408101 211 12,701 SH   SOLE   12,701 0 0
RED ROBIN GOURMET BURGERS INC. COM 75689M101 506 8,975 SH   SOLE   8,975 0 0
REGENERON PHARMACEUTICALS INC. COM 75886F107 15,036 40,961 SH   SOLE   40,961 0 0
REGIS CORP. COM 758932107 390 26,835 SH   SOLE   26,835 0 0
RELIANCE STEEL & ALUMINUM ORD COM 759509102 5,386 67,714 SH   SOLE   67,714 0 0
RENT-A-CENTER INC. COM 76009N100 372 33,058 SH   SOLE   33,058 0 0
ROCKWELL COLLINS INC. COM 774341101 6,548 70,595 SH   SOLE   70,595 0 0
ROYAL BANK OF SCOTLAND GROUP PLC CB 780099CK1 1,436 1,500,000 SH   SOLE   1,500,000 0 0
ROYAL GOLD INC. COM 780287108 3,876 61,190 SH   SOLE   61,190 0 0
RYDER SYSTEM INC COM 783549108 2,012 27,029 SH   SOLE   27,029 0 0
SABRA HEALTHCARE REIT INC. COM 78573L106 1,140 46,674 SH   SOLE   46,674 0 0
SANDY SPRING BANCORP INC. COM 800363103 627 15,673 SH   SOLE   15,673 0 0
SANGAMO BIOSCIENCES INC. COM 800677106 152 49,713 SH   SOLE   49,713 0 0
SAUL CENTERS INC. COM 804395101 477 7,158 SH   SOLE   7,158 0 0
SEACOR HOLDINGS INC CB 81170YAB5 1,336 1,515,000 SH   SOLE   1,515,000 0 0
SELECT INCOME REIT COM 81618T100 1,224 48,568 SH   SOLE   48,568 0 0
SELECTIVE INSURANCE GROUP INC. COM 816300107 1,697 39,427 SH   SOLE   39,427 0 0
SHOE CARNIVAL INC. COM 824889109 307 11,362 SH   SOLE   11,362 0 0
SIERRA BANCORP COM 82620P102 232 8,712 SH   SOLE   8,712 0 0
SILVER STANDARD RESOURCES INC. CB 82823LAC0 992 1,080,000 SH   SOLE   1,080,000 0 0
SIMPSON MANUFACTURING CO. COM 829073105 1,245 28,454 SH   SOLE   28,454 0 0
SINCLAIR BROADCAST GROUP INC. CL A COM 829226109 1,513 45,375 SH   SOLE   45,375 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 544 122,334 SH   SOLE   122,334 0 0
SKECHERS USA INC. CL A COM 830566105 3,188 129,711 SH   SOLE   129,711 0 0
SONIC CORP. COM 835451105 806 30,390 SH   SOLE   30,390 0 0
SOUTH JERSEY INDUSTRIES INC. COM 838518108 1,845 54,773 SH   SOLE   54,773 0 0
SPIRIT AEROSYSTEMS HOLDINGS INC. C COM 848574109 350 6,000 SH   SOLE   6,000 0 0
SPOK HOLDINGS INC COM 84863T106 341 16,436 SH   SOLE   16,436 0 0
SUMMIT HOTEL PROPERTIES INC. COM 866082100 1,012 63,127 SH   SOLE   63,127 0 0
SUMMIT MATERIALS INC CLASS A COM 86614U100 1,286 54,047 SH   SOLE   54,047 0 0
SUPER MICRO COMPUTER INC. COM 86800U104 756 26,943 SH   SOLE   26,943 0 0
SURGERY PARTNERS INC COM 86881A100 276 17,416 SH   SOLE   17,416 0 0
SYNCHRONOSS TECHNOLOGIES INC CB 87157BAA1 1,719 1,636,000 SH   SOLE   1,636,000 0 0
TFS FINANCIAL CORP. COM 87240R107 31 1,634 SH   SOLE   1,634 0 0
TABLEAU SOFTWARE INC CLASS A COM 87336U105 159 3,772 SH   SOLE   3,772 0 0
TANGOE INC. COM 87582Y108 122 15,461 SH   SOLE   15,461 0 0
TEGNA INC COM 87901J105 2,320 108,483 SH   SOLE   108,483 0 0
TELEFLEX INC. COM 879369106 6,684 41,474 SH   SOLE   41,474 0 0
TERADATA CORP. COM 88076W103 1,925 70,842 SH   SOLE   70,842 0 0
TESLA MOTORS INC. COM 88160R101 2,414 11,296 SH   SOLE   11,296 0 0
TETRA TECHNOLOGIES INC. COM 88162F105 310 61,849 SH   SOLE   61,849 0 0
TEXAS CAPITAL BANCSHARES INC. COM 88224Q107 2,676 34,131 SH   SOLE   34,131 0 0
THERAPEUTICSMD INC COM 88338N107 575 99,576 SH   SOLE   99,576 0 0
3M CO. COM 88579Y101 58,038 325,016 SH   SOLE   325,016 0 0
TIER REAL ESTATE INVESTMENT TRUST COM 88650V208 621 35,726 SH   SOLE   35,726 0 0
TITAN MACHINERY INC. COM 88830R101 198 13,566 SH   SOLE   13,566 0 0
TOWNE BANK COM 89214P109 1,318 39,637 SH   SOLE   39,637 0 0
TREDEGAR CORP. COM 894650100 464 19,351 SH   SOLE   19,351 0 0
TRINET GROUP INCINARY COM 896288107 714 27,859 SH   SOLE   27,859 0 0
TRIPLE-S MANAGEMENT CORP. CL B COM 896749108 377 18,223 SH   SOLE   18,223 0 0
TWENTY-FIRST CENTURY FOX INC CLASS COM 90130A200 7,089 260,152 SH   SOLE   260,152 0 0
2U INC COM 90214J101 788 26,121 SH   SOLE   26,121 0 0
TYSON FOODS INC. CL A COM 902494103 9,399 152,378 SH   SOLE   152,378 0 0
UNITED FINANCIAL BANCORP INC COM 910304104 601 33,111 SH   SOLE   33,111 0 0
U.S. CELLULAR CORP. COM 911684108 17 387 SH   SOLE   387 0 0
UNITEDHEALTH GROUP INC COM 91324P102 82,107 513,042 SH   SOLE   513,042 0 0
UNIVAR INC COM 91336L107 856 30,182 SH   SOLE   30,182 0 0
UNIVERSAL CORP. COM 913456109 968 15,185 SH   SOLE   15,185 0 0
UNIVERSAL INSURANCE HOLDINGS INC COM 91359V107 715 25,177 SH   SOLE   25,177 0 0
VF CORP. COM 918204108 9,669 181,240 SH   SOLE   181,240 0 0
VALERO ENERGY CORP. COM 91913Y100 15,669 229,344 SH   SOLE   229,344 0 0
VANDA PHARMACEUTICALS INC. COM 921659108 472 29,606 SH   SOLE   29,606 0 0
VARIAN MEDICAL SYSTEMS INC. COM 92220P105 4,539 50,559 SH   SOLE   50,559 0 0
VARONIS SYSTEMS INC COM 922280102 199 7,428 SH   SOLE   7,428 0 0
VECTRUS INC COM 92242T101 196 8,217 SH   SOLE   8,217 0 0
VENTAS REIT INC COM 92276F100 12,571 201,073 SH   SOLE   201,073 0 0
VIRTUSA CORP COM 92827P102 439 17,491 SH   SOLE   17,491 0 0
VONAGE HOLDINGS CORP. COM 92886T201 852 124,452 SH   SOLE   124,452 0 0
VOYA FINANCIAL INC COM 929089100 230 5,857 SH   SOLE   5,857 0 0
WGL HOLDINGS INC. COM 92924F106 6,229 81,658 SH   SOLE   81,658 0 0
WALKER & DUNLOP INC. COM 93148P102 585 18,746 SH   SOLE   18,746 0 0
WASHINGTON TRUST BANCORP INC. COM 940610108 620 11,067 SH   SOLE   11,067 0 0
WASTE MANAGEMENT INC. COM 94106L109 15,530 219,016 SH   SOLE   219,016 0 0
WEBSTER FINANCIAL CORP. COM 947890109 7,943 146,330 SH   SOLE   146,330 0 0
WEIGHT WATCHERS INTERNATIONAL INC. COM 948626106 230 20,115 SH   SOLE   20,115 0 0
WEIS MARKETS INC. COM 948849104 438 6,552 SH   SOLE   6,552 0 0
WELLCARE HEALTH PLANS INC. COM 94946T106 5,897 43,016 SH   SOLE   43,016 0 0
WESCO AIRCRAFT HOLDINGS INC. COM 950814103 621 41,530 SH   SOLE   41,530 0 0
WESTERN GAS EQUITY PARTNERS COMMON COM 95825R103 2,139 50,507 SH   SOLE   50,507 0 0
WESTERN NEW ENGLAND BANCORP INC COM 958892101 153 16,346 SH   SOLE   16,346 0 0
WESTROCK ORD COM 96145D105 6,444 126,917 SH   SOLE   126,917 0 0
WHITESTONE REIT COM 966084204 316 21,968 SH   SOLE   21,968 0 0
WOLVERINE WORLD WIDE INC. COM 978097103 1,459 66,478 SH   SOLE   66,478 0 0
WOODWARD INC. COM 980745103 6,032 87,358 SH   SOLE   87,358 0 0
WORKDAY INC. COM 98138H101 529 8,005 SH   SOLE   8,005 0 0
WRIGHT MEDICAL GROUP NV CB 98235TAE7 2,642 2,535,000 SH   SOLE   2,535,000 0 0
WYNN RESORTS LTD. COM 983134107 3,686 42,603 SH   SOLE   42,603 0 0
XO GROUP INC. COM 983772104 320 16,471 SH   SOLE   16,471 0 0
XACTLY CORP COM 98386L101 190 17,291 SH   SOLE   17,291 0 0
XCEL ENERGY INC. COM 98389B100 10,452 256,810 SH   SOLE   256,810 0 0
XYLEM INC COM 98419M100 4,624 93,380 SH   SOLE   93,380 0 0
YADKIN FINANCIAL CORP COM 984305102 1,214 35,448 SH   SOLE   35,448 0 0
YELP INC COM 985817105 155 4,054 SH   SOLE   4,054 0 0
ZILLOW GROUP INC CLASS A COM 98954M101 105 2,883 SH   SOLE   2,883 0 0
ZIX CORP. COM 98974P100 175 35,369 SH   SOLE   35,369 0 0
GOLAR LNG LTD COM G9456A100 1,491 64,975 SH   SOLE   64,975 0 0
TE Connectivity Ltd. COM H84989104 11,669 168,436 SH   SOLE   168,436 0 0
COPA HOLDINGS A SA COM P31076105 81 892 SH   SOLE   892 0 0
ALKERMES INC COM G01767105 574 10,329 SH   SOLE   10,329 0 0
ASPEN INSURANCE HOLDINGS LTD. COM G05384105 3,094 56,261 SH   SOLE   56,261 0 0
ACCENTURE PLC COM G1151C101 39,264 335,220 SH   SOLE   335,220 0 0
CENTRAL EUROPEAN MEDIA ENTERPRISES COM G20045202 122 47,756 SH   SOLE   47,756 0 0
FRESH DEL MONTE PRODUCE INC COM G36738105 1,372 22,623 SH   SOLE   22,623 0 0
NABORS INDUSTRIES LTD. COM G6359F103 4,339 264,597 SH   SOLE   264,597 0 0
AMDOCS LTD COM G02602103 247 4,242 SH   SOLE   4,242 0 0
VALIDUS HOLDINGS LTD. COM G9319H102 118 2,152 SH   SOLE   2,152 0 0
WHITE MOUNTAINS INSURANCE GROUP LT COM G9618E107 102 122 SH   SOLE   122 0 0
PATHEON NV COM N6865W105 49 1,696 SH   SOLE   1,696 0 0
QIAGEN N.V. COM N72482107 183 6,535 SH   SOLE   6,535 0 0
ASSURED GUARANTY LTD. COM G0585R106 144 3,809 SH   SOLE   3,809 0 0
AXIS CAPITAL HOLDINGS LTD. COM G0692U109 171 2,618 SH   SOLE   2,618 0 0
ENDURANCE SPECIALTY HOLDINGS LTD. COM G30397106 5,544 59,999 SH   SOLE   59,999 0 0
GENPACT LTD. COM G3922B107 251 10,327 SH   SOLE   10,327 0 0
SEADRILL LTD. COM G7945E105 930 272,698 SH   SOLE   272,698 0 0
SHIP FINANCE INTERNATIONAL LTD. COM G81075106 619 41,710 SH   SOLE   41,710 0 0
SIGNET JEWELERS LTD. COM G81276100 3,556 37,724 SH   SOLE   37,724 0 0
ORTHOFIX INTERNATIONAL NV COM N6748L102 490 13,547 SH   SOLE   13,547 0 0
ARCH CAPITAL GROUP LTD. COM G0450A105 283 3,285 SH   SOLE   3,285 0 0
HELEN OF TROY CORP. COM G4388N106 3,773 44,676 SH   SOLE   44,676 0 0
HERBALIFE LTD. COM G4412G101 244 5,064 SH   SOLE   5,064 0 0
RENAISSANCERE HOLDINGS LTD. COM G7496G103 5,243 38,488 SH   SOLE   38,488 0 0
BUNGE LTD. COM G16962105 288 3,983 SH   SOLE   3,983 0 0
EVEREST RE GROUP LTD. COM G3223R108 8,271 38,222 SH   SOLE   38,222 0 0
LAZARD LTD CLASS A COM G54050102 179 4,347 SH   SOLE   4,347 0 0
MAIDEN HOLDINGS LTD. COM G5753U112 844 48,353 SH   SOLE   48,353 0 0
MARVELL TECHNOLOGY GROUP LTD. COM G5876H105 160 11,529 SH   SOLE   11,529 0 0
NORDIC AMERICAN TANKERS LTD. COM G65773106 564 67,117 SH   SOLE   67,117 0 0
CHUBB LTD COM H1467J104 31,073 235,185 SH   SOLE   235,185 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 6,904 84,155 SH   SOLE   84,155 0 0
TEEKAY CORP COM Y8564W103 266 33,070 SH   SOLE   33,070 0 0
TEEKAY TANKERS LTD CLASS A COM Y8565N102 183 80,901 SH   SOLE   80,901 0 0