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 FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ISHARES MSCI EAFE ETF OPT 464287465   209,182 3,803,300 SH Put SOLE   3,803,300 0 0
ISHARES MSCI EMERGING MARKETS OPT 464287234   351,042 10,318,700 SH Put SOLE   10,318,700 0 0
ISHARES RUSSELL 2000 ETF OPT 464287655   79,016 700,000 SH Put SOLE   700,000 0 0
SPDR S&P 500 ETF TRUST OPT 78462F103   1,080,005 5,226,000 SH Put SOLE   5,226,000 0 0
3M CO. COM 88579Y101   5,234 29,887 SH   SOLE   29,887 0 0
A.O. SMITH CORPORATION COM 831865209   2,220 25,200 SH   SOLE   25,200 0 0
ABBOTT LABORATORIES COM 002824100   2,686 68,326 SH   SOLE   68,326 0 0
ABBVIE INC. COM 00287Y109   6,297 101,709 SH   SOLE   101,709 0 0
ACCENTURE PLC COM G1151C101   3,199 28,240 SH   SOLE   28,240 0 0
ACCO BRANDS CORP. COM 00081T108   340 32,900 SH   SOLE   32,900 0 0
ACE LIMITED COM H1467J104   4,041 30,919 SH   SOLE   30,919 0 0
ACTIVISION BLIZZARD, INC. COM 00507V109   1,906 48,100 SH   SOLE   48,100 0 0
ADELPHIA RECOVERY TRUST COM 00685R409   0 1,783,299 SH   SOLE   1,783,299 0 0
ADOBE SYSTEMS INC. COM 00724F101   3,323 34,695 SH   SOLE   34,695 0 0
ADVANCE AUTO PARTS, INC. COM 00751Y106   743 4,600 SH   SOLE   4,600 0 0
AECOM COM 00766T100   1,112 35,011 SH   SOLE   35,011 0 0
AETNA INC. COM 00817Y108   2,973 24,340 SH   SOLE   24,340 0 0
AFFILIATED MANAGERS GROUP, INC. COM 008252108   653 4,640 SH   SOLE   4,640 0 0
AFLAC INC. COM 001055102   3,537 49,017 SH   SOLE   49,017 0 0
AGCO CORP. COM 001084102   3,708 78,670 SH   SOLE   78,670 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101   3,488 78,636 SH   SOLE   78,636 0 0
AGL RESOURCES INC. COM 001204106   477 7,238 SH   SOLE   7,238 0 0
AGRIUM INC. COM 008916108   1,400 15,485 SH   SOLE   15,485 0 0
AIR LEASE CORP. COM 00912X302   2,011 75,100 SH   SOLE   75,100 0 0
AIR PRODUCTS AND CHEMICALS INC. COM 009158106   830 5,845 SH   SOLE   5,845 0 0
ALASKA AIR GROUP INC. COM 011659109   5,596 96,000 SH   SOLE   96,000 0 0
ALBEMARLE CORP. COM 012653101   333 4,200 SH   SOLE   4,200 0 0
ALCOA INC. COM 013817101   350 37,717 SH   SOLE   37,717 0 0
ALERE INC. COM 01449J105   1,315 31,550 SH   SOLE   31,550 0 0
ALIGN TECHNOLOGY, INC. COM 016255101   290 3,600 SH   SOLE   3,600 0 0
ALLEGHANY CORP. COM 017175100   453 825 SH   SOLE   825 0 0
ALLEGION PLC COM G0176J109   3,995 57,533 SH   SOLE   57,533 0 0
ALLERGAN PLC COM G0177J108   1,885 8,159 SH   SOLE   8,159 0 0
ALLERGAN PLC CONV G0177J116   12,071 14,500 SH   SOLE   14,500 0 0
ALLIANCE RESOURCE PARTNERS, L.P. COM 01877R108   1,416 89,864 SH   SOLE   89,864 0 0
ALLIED WORLD ASSURANCE COMPANY HOLDINGS, AG COM H01531104   280 7,960 SH   SOLE   7,960 0 0
ALLISON TRANSMISSION HOLDINGS, INC COM 01973R101   2,740 97,050 SH   SOLE   97,050 0 0
ALLSTATE CORP. COM 020002101   1,708 24,421 SH   SOLE   24,421 0 0
ALLY FINANCIAL INC. COM 02005N100   442 25,900 SH   SOLE   25,900 0 0
ALPHABET, INC. COM 02079K107   12,033 17,386 SH   SOLE   17,386 0 0
ALPHABET, INC. COM 02079K305   15,283 21,723 SH   SOLE   21,723 0 0
ALTRIA GROUP INC. COM 02209S103   11,694 169,570 SH   SOLE   169,570 0 0
AMAZON.COM INC. COM 023135106   15,835 22,127 SH   SOLE   22,127 0 0
AMC NETWORKS INC. COM 00164V103   1,190 19,700 SH   SOLE   19,700 0 0
AMDOCS LTD. COM G02602103   3,388 58,700 SH   SOLE   58,700 0 0
AMERICAN AIRLINES GROUP INC. COM 02376R102   1,118 39,500 SH   SOLE   39,500 0 0
AMERICAN CAPITAL AGENCY CORP REIT 02503X105   708 35,700 SH   SOLE   35,700 0 0
AMERICAN ELECTRIC POWER CO. INC. COM 025537101   1,494 21,311 SH   SOLE   21,311 0 0
AMERICAN EXPRESS COMPANY COM 025816109   3,210 52,837 SH   SOLE   52,837 0 0
AMERICAN FINANCIAL GROUP, INC. COM 025932104   591 8,000 SH   SOLE   8,000 0 0
AMERICAN INTERNATIONAL GROUP INC. COM 026874784   1,034 19,559 SH   SOLE   19,559 0 0
AMERICAN NATIONAL INSURANCE CO. COM 028591105   570 5,040 SH   SOLE   5,040 0 0
AMERICAN TOWER CORP. REIT 03027X100   942 8,292 SH   SOLE   8,292 0 0
AMERICAN VANGUARD CORP. COM 030371108   190 12,600 SH   SOLE   12,600 0 0
AMERICAN WATER WORKS CO. INC. COM 030420103   2,159 25,550 SH   SOLE   25,550 0 0
AMERIGAS PARTNERS, L.P. COM 030975106   418 8,949 SH   SOLE   8,949 0 0
AMERIPRISE FINANCIAL INC. COM 03076C106   362 4,031 SH   SOLE   4,031 0 0
AMERISOURCEBERGEN CORP. COM 03073E105   1,055 13,297 SH   SOLE   13,297 0 0
AMETEK, INC. COM 031100100   396 8,575 SH   SOLE   8,575 0 0
AMGEN INC. COM 031162100   15,283 100,446 SH   SOLE   100,446 0 0
AMKOR TECHNOLOGY INC. COM 031652100   73 12,700 SH   SOLE   12,700 0 0
AMSURG CORP. COM 03232P405   209 2,700 SH   SOLE   2,700 0 0
AMTECH SYSTEMS INC COM 032332504   542 90,808 SH   SOLE   90,808 0 0
AMTRUST FINANCIAL SERVICES, INC. COM 032359309   975 39,800 SH   SOLE   39,800 0 0
ANADARKO PETROLEUM CORP. CONV 032511404   13,198 360,000 SH   SOLE   360,000 0 0
ANALOG DEVICES INC. COM 032654105   267 4,713 SH   SOLE   4,713 0 0
ANNALY CAPITAL MANAGEMENT, INC. REIT 035710409   731 66,060 SH   SOLE   66,060 0 0
ANSYS, INC. COM 03662Q105   345 3,800 SH   SOLE   3,800 0 0
ANTERO MIDSTREAM PARTNERS LP COM 03673L103   368 13,200 SH   SOLE   13,200 0 0
ANTERO RESOURCES CORPORATION COM 03674X106   3,710 142,810 SH   SOLE   142,810 0 0
ANTHEM, INC. COM 036752103   7,563 57,584 SH   SOLE   57,584 0 0
ANTHRACITE CAPITAL, INC. REIT 037023108   0 10,000 SH   SOLE   10,000 0 0
ANWORTH MORTGAGE ASSET CORPORATION REIT 037347101   85 18,100 SH   SOLE   18,100 0 0
AON PLC COM G0408V102   1,639 15,001 SH   SOLE   15,001 0 0
APACHE CORP. COM 037411105   3,092 55,547 SH   SOLE   55,547 0 0
APOLLO RESIDENTIAL MORTGAGE INC. REIT 03763V102   141 10,500 SH   SOLE   10,500 0 0
APPLE HOSPITALITY REIT INC. REIT 03784Y200   476 25,300 SH   SOLE   25,300 0 0
APPLE INC. COM 037833100   29,498 308,556 SH   SOLE   308,556 0 0
APPLIED MATERIALS INC. COM 038222105   3,123 130,306 SH   SOLE   130,306 0 0
APTARGROUP, INC. COM 038336103   427 5,400 SH   SOLE   5,400 0 0
ARCELORMITTAL ADR 03938L104   376 80,600 SH   SOLE   80,600 0 0
ARCH CAPITAL GROUP LTD. COM G0450A105   295 4,100 SH   SOLE   4,100 0 0
ARCHER DANIELS MIDLAND CO. COM 039483102   5,041 117,538 SH   SOLE   117,538 0 0
ARCHROCK PARTNERS LP COM 03957U100   2,447 180,700 SH   SOLE   180,700 0 0
ARES CAPITAL CORPORATION COM 04010L103   409 28,800 SH   SOLE   28,800 0 0
ARGAN INC COM 04010E109   317 7,600 SH   SOLE   7,600 0 0
ARISTA NETWORKS INC COM 040413106   991 15,400 SH   SOLE   15,400 0 0
ARMSTRONG FLOORING INC COM 04238R106   1,501 88,540 SH   SOLE   88,540 0 0
ARROW ELECTRONICS INC. COM 042735100   235 3,800 SH   SOLE   3,800 0 0
ASPEN INSURANCE HOLDINGS LTD. COM G05384105   617 13,300 SH   SOLE   13,300 0 0
ASSURANT INC. COM 04621X108   4,039 46,796 SH   SOLE   46,796 0 0
ASSURED GUARANTY, LTD. COM G0585R106   797 31,400 SH   SOLE   31,400 0 0
AT&T INC. COM 00206R102   13,875 321,097 SH   SOLE   321,097 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC. COM 049164205   327 7,900 SH   SOLE   7,900 0 0
ATMOS ENERGY CORP. COM 049560105   354 4,350 SH   SOLE   4,350 0 0
AUTOMATIC DATA PROCESSING INC. COM 053015103   1,498 16,310 SH   SOLE   16,310 0 0
AUTOZONE INC. COM 053332102   1,364 1,718 SH   SOLE   1,718 0 0
AVALONBAY COMMUNITIES, INC. REIT 053484101   1,226 6,799 SH   SOLE   6,799 0 0
AVANGRID INC COM 05351W103   562 12,200 SH   SOLE   12,200 0 0
AVERY DENNISON CORP. COM 053611109   2,332 31,197 SH   SOLE   31,197 0 0
AVNET INC. COM 053807103   794 19,600 SH   SOLE   19,600 0 0
B/E AEROSPACE, INC COM 073302101   351 7,600 SH   SOLE   7,600 0 0
BABCOCK & WILCOX COMPANY (THE) COM 05605H100   1,821 50,900 SH   SOLE   50,900 0 0
BALL CORPORATION COM 058498106   247 3,422 SH   SOLE   3,422 0 0
BANK OF AMERICA CORPORATION COM 060505104   5,660 426,513 SH   SOLE   426,513 0 0
BANK OF HAWAII CORPORATION COM 062540109   517 7,520 SH   SOLE   7,520 0 0
BANK OF MONTREAL COM 063671101   273 4,300 SH   SOLE   4,300 0 0
BANK OF NEW YORK MELLON CORP. COM 064058100   2,920 75,152 SH   SOLE   75,152 0 0
BARNES GROUP INC. COM 067806109   232 7,000 SH   SOLE   7,000 0 0
BAXTER INTERNATIONAL INC. COM 071813109   3,880 85,803 SH   SOLE   85,803 0 0
BB&T CORPORATION COM 054937107   1,332 37,397 SH   SOLE   37,397 0 0
BECTON DICKINSON & CO. COM 075887109   3,182 18,761 SH   SOLE   18,761 0 0
BEMIS CO. INC. COM 081437105   394 7,660 SH   SOLE   7,660 0 0
BENEFICIAL BANCORP, INC. COM 08171T102   2,127 167,200 SH   SOLE   167,200 0 0
BERKSHIRE HATHAWAY INC. COM 084670702   6,927 47,839 SH   SOLE   47,839 0 0
BERRY PLASTICS GROUP, INC COM 08579W103   2,020 52,000 SH   SOLE   52,000 0 0
BEST BUY CO. INC. COM 086516101   3,137 102,500 SH   SOLE   102,500 0 0
BHP BILLITON LTD. ADR 088606108   3,379 118,315 SH   SOLE   118,315 0 0
BIMINI CAPITAL MGMT, INC. REIT 090319401   292 211,628 SH   SOLE   211,628 0 0
BIOGEN INC. COM 09062X103   3,326 13,756 SH   SOLE   13,756 0 0
BLACK KNIGHT FINANCIAL SERVICES INC COM 09214X100   654 17,400 SH   SOLE   17,400 0 0
BLACKROCK, INC. COM 09247X101   346 1,010 SH   SOLE   1,010 0 0
BLUE BUFFALO PET PRODUCTS INC COM 09531U102   602 25,800 SH   SOLE   25,800 0 0
BOARDWALK PIPELINE PARTNERS LP COM 096627104   2,281 130,700 SH   SOLE   130,700 0 0
BOEING CO. COM 097023105   7,437 57,268 SH   SOLE   57,268 0 0
BOSTON PROPERTIES INC. REIT 101121101   617 4,680 SH   SOLE   4,680 0 0
BOSTON SCIENTIFIC CORP. COM 101137107   2,340 100,121 SH   SOLE   100,121 0 0
BOYD GAMING CORPORATION COM 103304101   261 14,200 SH   SOLE   14,200 0 0
BRANDYWINE REALTY TRUST INC. REIT 105368203   524 31,200 SH   SOLE   31,200 0 0
BRISTOL-MYERS SQUIBB CO. COM 110122108   2,411 32,779 SH   SOLE   32,779 0 0
BROADCOM LTD. COM Y09827109   1,520 9,780 SH   SOLE   9,780 0 0
BROADRIDGE FINANCIAL SOLUTIONS INC. COM 11133T103   519 7,960 SH   SOLE   7,960 0 0
BROOKFIELD ASSET MANAGEMENT INC. COM 112585104   372 11,250 SH   SOLE   11,250 0 0
BRUKER CORP. COM 116794108   1,096 48,200 SH   SOLE   48,200 0 0
BUCKEYE PARTNERS L.P. COM 118230101   1,378 19,600 SH   SOLE   19,600 0 0
BUNGE LTD. COM G16962105   1,697 28,685 SH   SOLE   28,685 0 0
BURLINGTON STORES INC. COM 122017106   1,714 25,700 SH   SOLE   25,700 0 0
C.H. ROBINSON WORLDWIDE, INC. COM 12541W209   1,550 20,874 SH   SOLE   20,874 0 0
C.R. BARD, INC. COM 067383109   3,197 13,596 SH   SOLE   13,596 0 0
CA, INC. COM 12673P105   3,436 104,648 SH   SOLE   104,648 0 0
CABLE ONE, INC. COM 12685J105   522 1,020 SH   SOLE   1,020 0 0
CABOT CORP. COM 127055101   201 4,400 SH   SOLE   4,400 0 0
CABOT OIL & GAS CORPORATION COM 127097103   858 33,340 SH   SOLE   33,340 0 0
CACI INTERNATIONAL INC. COM 127190304   407 4,500 SH   SOLE   4,500 0 0
CADENCE DESIGN SYSTEMS, INC. COM 127387108   2,719 111,900 SH   SOLE   111,900 0 0
CALGON CARBON CORPORATION COM 129603106   641 48,750 SH   SOLE   48,750 0 0
CAMPBELL SOUP COMPANY COM 134429109   2,128 31,989 SH   SOLE   31,989 0 0
CANADIAN NATURAL RESOURCES LTD. COM 136385101   1,667 54,060 SH   SOLE   54,060 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105   2,532 39,867 SH   SOLE   39,867 0 0
CAPITAL PRODUCT PARTNERS LP COM Y11082107   67 22,600 SH   SOLE   22,600 0 0
CAPITOL FEDERAL FINANCIAL INC COM 14057J101   159 11,400 SH   SOLE   11,400 0 0
CARDINAL HEALTH INC. COM 14149Y108   2,351 30,133 SH   SOLE   30,133 0 0
CARDTRONICS INC. CONV 14161HAG3   8,221 8,200,000 SH   SOLE   8,200,000 0 0
CARE CAPITAL PROPERTIES INC REIT 141624106   1,573 60,000 SH   SOLE   60,000 0 0
CARLISLE COS. INC. COM 142339100   1,994 18,870 SH   SOLE   18,870 0 0
CARMAX, INC COM 143130102   613 12,500 SH   SOLE   12,500 0 0
CARNIVAL CORP. COM 143658300   422 9,537 SH   SOLE   9,537 0 0
CARTER'S INC. COM 146229109   543 5,100 SH   SOLE   5,100 0 0
CASEY'S GENERAL STORES, INC. COM 147528103   1,963 14,930 SH   SOLE   14,930 0 0
CASH AMERICA INTERNATIONAL, INC. COM 14754D100   439 10,300 SH   SOLE   10,300 0 0
CATERPILLAR INC. COM 149123101   1,336 17,625 SH   SOLE   17,625 0 0
CBRE GROUP INC. COM 12504L109   889 33,585 SH   SOLE   33,585 0 0
CBS CORP. COM 124857202   1,874 34,427 SH   SOLE   34,427 0 0
CDK GLOBAL, INC. COM 12508E101   4,176 75,250 SH   SOLE   75,250 0 0
CDW CORP/DE COM 12514G108   834 20,800 SH   SOLE   20,800 0 0
CECO ENVIRONMENTAL CORP COM 125141101   137 15,656 SH   SOLE   15,656 0 0
CELANESE CORPORATION COM 150870103   2,789 42,610 SH   SOLE   42,610 0 0
CENGAGE LEARNING HOLDINGS II L.P. COM 15136X102   7,844 341,054 SH   SOLE   341,054 0 0
CENTENE CORPORATION COM 15135B101   1,251 17,526 SH   SOLE   17,526 0 0
CENTERPOINT ENERGY INC. COM 15189T107   436 18,166 SH   SOLE   18,166 0 0
CENTURYLINK, INC. COM 156700106   2,706 93,289 SH   SOLE   93,289 0 0
CHARLES RIVER LABORATORIES INTERNATIONAL INC. COM 159864107   734 8,900 SH   SOLE   8,900 0 0
CHARLES SCHWAB CORP. COM 808513105   2,041 80,634 SH   SOLE   80,634 0 0
CHARTER COMMUNICATIONS INC. COM 16119P108   1,951 8,533 SH   SOLE   8,533 0 0
CHASE PACKAGING CORP. COM 161635107   0 19,082 SH   SOLE   19,082 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LTD COM M22465104   367 4,600 SH   SOLE   4,600 0 0
CHEMICAL FINANCIAL CORP. COM 163731102   250 6,700 SH   SOLE   6,700 0 0
CHESAPEAKE ENERGY CORP. CONV 165167CA3   9,225 10,000,000 SH   SOLE   10,000,000 0 0
CHEVRON CORPORATION COM 166764100   13,135 125,295 SH   SOLE   125,295 0 0
CHICAGO BRIDGE & IRON COMPANY N.V. COM 167250109   201 5,800 SH   SOLE   5,800 0 0
CHIMERA INVESTMENT CORP REIT 16934Q208   1,201 76,500 SH   SOLE   76,500 0 0
CHURCH & DWIGHT COMPANY, INC. COM 171340102   1,251 12,160 SH   SOLE   12,160 0 0
CHURCHILL DOWNS INC. COM 171484108   340 2,690 SH   SOLE   2,690 0 0
CIGNA CORP. COM 125509109   1,034 8,081 SH   SOLE   8,081 0 0
CINCINNATI FINANCIAL CORP. COM 172062101   3,285 43,863 SH   SOLE   43,863 0 0
CINEMARK HOLDINGS INC. COM 17243V102   1,050 28,800 SH   SOLE   28,800 0 0
CINTAS CORP. COM 172908105   483 4,927 SH   SOLE   4,927 0 0
CIRRUS LOGIC, INC. COM 172755100   431 11,100 SH   SOLE   11,100 0 0
CISCO SYSTEMS INC. COM 17275R102   13,125 457,466 SH   SOLE   457,466 0 0
CITIGROUP INC. COM 172967424   10,471 247,021 SH   SOLE   247,021 0 0
CITIZENS FINANCIAL GROUP, INC. COM 174610105   1,247 62,400 SH   SOLE   62,400 0 0
CITRIX SYSTEMS INC. COM 177376100   2,981 37,222 SH   SOLE   37,222 0 0
CITRIX SYSTEMS INC. CONV 177376AD2   6,998 6,290,000 SH   SOLE   6,290,000 0 0
CLEAN ENERGY FUELS CORP. COM 184499101   694 200,000 SH   SOLE   200,000 0 0
CLOROX CO. COM 189054109   1,597 11,540 SH   SOLE   11,540 0 0
CME GROUP INC. COM 12572Q105   1,091 11,205 SH   SOLE   11,205 0 0
CMS ENERGY CORP. COM 125896100   895 19,513 SH   SOLE   19,513 0 0
COACH, INC. COM 189754104   269 6,613 SH   SOLE   6,613 0 0
COCA-COLA CO., THE COM 191216100   9,579 211,314 SH   SOLE   211,314 0 0
COCA-COLA EUROPEAN PARTNERS PLC COM G25839104   991 27,763 SH   SOLE   27,763 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION COM 192446102   1,120 19,574 SH   SOLE   19,574 0 0
COLGATE-PALMOLIVE CO. COM 194162103   2,840 38,792 SH   SOLE   38,792 0 0
COLUMBIA PIPELINE PARTNERS LP COM 198281107   1,503 100,200 SH   SOLE   100,200 0 0
COLUMBUS MCKINNON CORP. COM 199333105   497 35,100 SH   SOLE   35,100 0 0
COMCAST CORP. COM 20030N101   10,978 168,393 SH   SOLE   168,393 0 0
COMPANIA DE MINAS BUENAVENTURA S.A. ADR 204448104   599 50,100 SH   SOLE   50,100 0 0
CONAGRA FOODS INC. COM 205887102   3,851 80,558 SH   SOLE   80,558 0 0
CONCHO RESOURCES INC. COM 20605P101   858 7,190 SH   SOLE   7,190 0 0
CONCORDIA INTERNATIONAL CORP COM 20653P102   258 12,000 SH   SOLE   12,000 0 0
CONOCOPHILLIPS COM 20825C104   6,729 154,342 SH   SOLE   154,342 0 0
CONSOLIDATED EDISON INC. COM 209115104   1,846 22,951 SH   SOLE   22,951 0 0
CONSTELLATION BRANDS INC. COM 21036P108   1,390 8,404 SH   SOLE   8,404 0 0
CONTINENTAL BUILDING PRODUCTS INC COM 211171103   771 34,700 SH   SOLE   34,700 0 0
COPART INCORPORATED COM 217204106   245 5,000 SH   SOLE   5,000 0 0
CORE LABORATORIES NV COM N22717107   1,012 8,167 SH   SOLE   8,167 0 0
CORELOGIC INC. COM 21871D103   1,832 47,600 SH   SOLE   47,600 0 0
CORNING INC. COM 219350105   2,006 97,941 SH   SOLE   97,941 0 0
COSTCO WHOLESALE CORP. COM 22160K105   843 5,368 SH   SOLE   5,368 0 0
COTY INC. COM 222070203   2,611 100,450 SH   SOLE   100,450 0 0
CREE, INC. COM 225447101   672 27,500 SH   SOLE   27,500 0 0
CRESCENT POINT ENERGY CORP. COM 22576C101   388 24,600 SH   SOLE   24,600 0 0
CROWN CASTLE INTERNATIONAL CORP. REIT 22822V101   345 3,400 SH   SOLE   3,400 0 0
CROWN HOLDINGS INC. COM 228368106   654 12,900 SH   SOLE   12,900 0 0
CSW INDUSTRIALS INC. COM 126402106   3,251 99,700 SH   SOLE   99,700 0 0
CUBESMART REIT 229663109   695 22,500 SH   SOLE   22,500 0 0
CUMMINS INC. COM 231021106   2,621 23,308 SH   SOLE   23,308 0 0
CVR PARTNERS LP COM 126633106   1,522 186,319 SH   SOLE   186,319 0 0
CVS HEALTH COM 126650100   7,413 77,427 SH   SOLE   77,427 0 0
CYRUSONE INC. REIT 23283R100   701 12,600 SH   SOLE   12,600 0 0
CYS INVESTMENTS INC REIT 12673A108   125 14,900 SH   SOLE   14,900 0 0
D.R. HORTON INC. COM 23331A109   2,859 90,806 SH   SOLE   90,806 0 0
DANAHER CORP. COM 235851102   5,530 54,748 SH   SOLE   54,748 0 0
DARDEN RESTAURANTS INC. COM 237194105   2,193 34,627 SH   SOLE   34,627 0 0
DARLING INTERNATIONAL INC. COM 237266101   188 12,600 SH   SOLE   12,600 0 0
DAVITA HEALTHCARE PARTNERS INC. COM 23918K108   204 2,636 SH   SOLE   2,636 0 0
DCP MIDSTREAM PARTNERS LP COM 23311P100   2,199 63,770 SH   SOLE   63,770 0 0
DCT INDUSTRIAL TRUST INC. REIT 233153204   605 12,600 SH   SOLE   12,600 0 0
DEERE & COMPANY COM 244199105   473 5,831 SH   SOLE   5,831 0 0
DELPHI AUTOMOTIVE PLC COM G27823106   2,009 32,100 SH   SOLE   32,100 0 0
DELTA AIR LINES INC. COM 247361702   4,291 117,797 SH   SOLE   117,797 0 0
DENTSPLY SIRONA INC COM 24906P109   1,807 29,129 SH   SOLE   29,129 0 0
DEVON ENERGY CORP. COM 25179M103   421 11,614 SH   SOLE   11,614 0 0
DIAMOND OFFSHORE DRILLING INC. COM 25271C102   1,858 76,363 SH   SOLE   76,363 0 0
DISCOVER FINANCIAL SERVICES INC. COM 254709108   4,683 87,378 SH   SOLE   87,378 0 0
DISCOVERY COMMUNICATIONS INC. COM 25470F104   3,298 130,700 SH   SOLE   130,700 0 0
DISCOVERY COMMUNICATIONS INC. COM 25470F302   2,588 108,500 SH   SOLE   108,500 0 0
DISH NETWORK CORP. COM 25470M109   948 18,100 SH   SOLE   18,100 0 0
DOLBY LABORATORIES, INC. COM 25659T107   545 11,400 SH   SOLE   11,400 0 0
DOLLAR GENERAL CORP. COM 256677105   2,115 22,500 SH   SOLE   22,500 0 0
DOMINION RESOURCES INC. COM 25746U109   1,144 14,678 SH   SOLE   14,678 0 0
DOMINO'S PIZZA, INC. COM 25754A201   380 2,890 SH   SOLE   2,890 0 0
DONALDSON CO INC COM 257651109   374 10,875 SH   SOLE   10,875 0 0
DORMAN PRODUCTS, INC. COM 258278100   309 5,400 SH   SOLE   5,400 0 0
DOUGLAS DYNAMICS INC. COM 25960R105   322 12,500 SH   SOLE   12,500 0 0
DOVER CORP. COM 260003108   726 10,476 SH   SOLE   10,476 0 0
DOW CHEMICAL CO., THE COM 260543103   5,049 101,576 SH   SOLE   101,576 0 0
DR PEPPER SNAPPLE GROUP INC. COM 26138E109   5,297 54,814 SH   SOLE   54,814 0 0
DREW INDUSTRIES, INC. COM 26168L205   2,079 24,500 SH   SOLE   24,500 0 0
DST SYSTEMS, INC. COM 233326107   313 2,690 SH   SOLE   2,690 0 0
DTE ENERGY COMPANY COM 233331107   573 5,782 SH   SOLE   5,782 0 0
DUKE ENERGY CORP. COM 26441C204   2,418 28,190 SH   SOLE   28,190 0 0
DUKE REALTY CORPORATION REIT 264411505   256 9,600 SH   SOLE   9,600 0 0
DUN & BRADSTREET CORP., THE COM 26483E100   3,250 26,675 SH   SOLE   26,675 0 0
E*TRADE FINANCIAL CORP. COM 269246401   1,700 72,354 SH   SOLE   72,354 0 0
E.I. DU PONT DE NEMOURS AND COMPANY COM 263534109   2,996 46,231 SH   SOLE   46,231 0 0
EAST WEST BANCORP, INC. COM 27579R104   383 11,200 SH   SOLE   11,200 0 0
EASTMAN CHEMICAL CO. COM 277432100   5,312 78,236 SH   SOLE   78,236 0 0
EATON CORPORATION COM G29183103   1,662 27,820 SH   SOLE   27,820 0 0
EBAY INC. COM 278642103   3,192 136,372 SH   SOLE   136,372 0 0
EBIX INC COM 278715206   369 7,700 SH   SOLE   7,700 0 0
ECC CAPITAL CORPORATION REIT 26826M108   41 1,200,000 SH   SOLE   1,200,000 0 0
ECHOSTAR CORPORATION COM 278768106   337 8,500 SH   SOLE   8,500 0 0
ECOLAB INC. COM 278865100   914 7,704 SH   SOLE   7,704 0 0
EDGEWELL PERSONAL CARE CO. COM 28035Q102   530 6,280 SH   SOLE   6,280 0 0
EDISON INTERNATIONAL COM 281020107   1,898 24,440 SH   SOLE   24,440 0 0
EDWARDS LIFESCIENCES CORP. COM 28176E108   1,703 17,080 SH   SOLE   17,080 0 0
ELECTRONIC ARTS INC. COM 285512109   4,222 55,723 SH   SOLE   55,723 0 0
ELI LILLY & CO. COM 532457108   1,073 13,621 SH   SOLE   13,621 0 0
EMC CORP. COM 268648102   2,922 107,557 SH   SOLE   107,557 0 0
EMERSON ELECTRIC CO. COM 291011104   2,041 39,122 SH   SOLE   39,122 0 0
ENBRIDGE ENERGY PARTNERS L.P. COM 29250R106   3,410 146,975 SH   SOLE   146,975 0 0
ENDO INTERNATIONAL PLC COM G30401106   823 52,800 SH   SOLE   52,800 0 0
ENDURANCE SPECIALTY HOLDINGS LTD. COM G30397106   255 3,800 SH   SOLE   3,800 0 0
ENERGIZER HOLDINGS INC. COM 29272W109   9,066 176,070 SH   SOLE   176,070 0 0
ENERGY TRANSFER PARTNERS LP COM 29273R109   11,304 296,937 SH   SOLE   296,937 0 0
ENERSYS COM 29275Y102   250 4,200 SH   SOLE   4,200 0 0
ENI SPA ADR 26874R108   1,317 40,700 SH   SOLE   40,700 0 0
ENSCO PLC COM G3157S106   447 46,000 SH   SOLE   46,000 0 0
ENTERGY CORP COM 29364G103   1,018 12,509 SH   SOLE   12,509 0 0
ENTERPRISE PRODUCTS PARTNERS L.P. COM 293792107   8,917 304,759 SH   SOLE   304,759 0 0
EPR PROPERTIES REIT 26884U109   452 5,600 SH   SOLE   5,600 0 0
EQT CORPORATION COM 26884L109   1,380 17,826 SH   SOLE   17,826 0 0
EQT MIDSTREAM PARTNERS LP COM 26885B100   2,176 27,100 SH   SOLE   27,100 0 0
EQUIFAX INC. COM 294429105   5,820 45,328 SH   SOLE   45,328 0 0
EQUITY COMMONWEALTH REIT 294628102   392 13,467 SH   SOLE   13,467 0 0
EQUITY LIFESTYLE PROPERTIES INC REIT 29472R108   224 2,800 SH   SOLE   2,800 0 0
EQUITY RESIDENTIAL REIT 29476L107   2,683 38,957 SH   SOLE   38,957 0 0
ERIE INDEMNITY COMPANY COM 29530P102   764 7,690 SH   SOLE   7,690 0 0
ESSEX PROPERTY TRUST INC. REIT 297178105   904 3,963 SH   SOLE   3,963 0 0
ESSEX RENTAL CORPORATION COM 297187106   44 189,350 SH   SOLE   189,350 0 0
ESTEE LAUDER COMPANIES INC., THE COM 518439104   1,890 20,766 SH   SOLE   20,766 0 0
EURONET WORLDWIDE INC. COM 298736109   1,370 19,800 SH   SOLE   19,800 0 0
EVEREST RE GROUP LTD. COM G3223R108   285 1,560 SH   SOLE   1,560 0 0
EVERSOURCE ENERGY COM 30040W108   510 8,515 SH   SOLE   8,515 0 0
EXELON CORP. COM 30161N101   2,288 62,938 SH   SOLE   62,938 0 0
EXPEDIA INC. COM 30212P303   1,329 12,502 SH   SOLE   12,502 0 0
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC. COM 302130109   2,016 41,110 SH   SOLE   41,110 0 0
EXPRESS SCRIPTS HOLDING COMPANY COM 30219G108   6,627 87,426 SH   SOLE   87,426 0 0
EXTRA SPACE STORAGE, INC. REIT 30225T102   925 10,000 SH   SOLE   10,000 0 0
EXXONMOBIL CORP. COM 30231G102   27,450 292,836 SH   SOLE   292,836 0 0
F5 NETWORKS, INC. COM 315616102   5,351 47,006 SH   SOLE   47,006 0 0
FACEBOOK INC COM 30303M102   18,665 163,330 SH   SOLE   163,330 0 0
FACTSET RESEARCH SYSTEMS, INC. COM 303075105   686 4,250 SH   SOLE   4,250 0 0
FAIR ISAAC CORP. COM 303250104   305 2,700 SH   SOLE   2,700 0 0
FEDERAL REALTY INVESTMENT TRUST REIT 313747206   1,139 6,880 SH   SOLE   6,880 0 0
FEDEX CORP. COM 31428X106   2,489 16,396 SH   SOLE   16,396 0 0
FIBRIA CELULOSE S.A. ADR 31573A109   279 41,300 SH   SOLE   41,300 0 0
FIDELITY & GUARANTY LIFE INSURANCE COMPANY COM 315785105   1,004 43,300 SH   SOLE   43,300 0 0
FIDELITY NATIONAL INFORMATION SERVICES INC. COM 31620M106   2,502 33,960 SH   SOLE   33,960 0 0
FIESTA RESTAURANT GROUP INC. COM 31660B101   1,758 80,618 SH   SOLE   80,618 0 0
FIFTH THIRD BANCORP COM 316773100   2,996 170,302 SH   SOLE   170,302 0 0
FIREEYE, INC. COM 31816Q101   1,141 69,300 SH   SOLE   69,300 0 0
FIRST AMERICAN FINANCIAL CORP. COM 31847R102   483 12,000 SH   SOLE   12,000 0 0
FIRST CITIZENS BANCSHARES, INC. COM 31946M103   355 1,370 SH   SOLE   1,370 0 0
FIRST DATA CORPORATION COM 32008D106   301 27,200 SH   SOLE   27,200 0 0
FIRST REPUBLIC BANK COM 33616C100   686 9,800 SH   SOLE   9,800 0 0
FIRST SOLAR INC. COM 336433107   2,487 51,300 SH   SOLE   51,300 0 0
FIRSTENERGY CORP. COM 337932107   2,254 64,573 SH   SOLE   64,573 0 0
FISERV INC. COM 337738108   4,770 43,870 SH   SOLE   43,870 0 0
FLUOR CORP. COM 343412102   939 19,056 SH   SOLE   19,056 0 0
FMC CORP. COM 302491303   1,292 27,900 SH   SOLE   27,900 0 0
FMC TECHNOLOGIES INC. COM 30249U101   398 14,912 SH   SOLE   14,912 0 0
FNB CORPORATION COM 302520101   158 12,600 SH   SOLE   12,600 0 0
FOOT LOCKER INC. COM 344849104   1,278 23,300 SH   SOLE   23,300 0 0
FORD MOTOR CO. COM 345370860   3,938 313,275 SH   SOLE   313,275 0 0
FORTINET INC COM 34959E109   686 21,700 SH   SOLE   21,700 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106   881 15,200 SH   SOLE   15,200 0 0
FOUR CORNERS PROPERTY TRUST INC REIT 35086T109   1,744 84,690 SH   SOLE   84,690 0 0
FRANKLIN RESOURCES INC. COM 354613101   699 20,935 SH   SOLE   20,935 0 0
FREEPORT-MCMORAN INC. COM 35671D857   1,001 89,868 SH   SOLE   89,868 0 0
FRONTIER COMMUNICATIONS CORP. COM 35906A108   83 16,815 SH   SOLE   16,815 0 0
G-III APPAREL GROUP LTD COM 36237H101   293 6,400 SH   SOLE   6,400 0 0
GAMESTOP CORP. COM 36467W109   662 24,900 SH   SOLE   24,900 0 0
GAMING & LEISURE PROPERTIES INC. REIT 36467J108   5,948 172,500 SH   SOLE   172,500 0 0
GARTNER, INC. COM 366651107   380 3,900 SH   SOLE   3,900 0 0
GCP APPLIED TECHNOLOGIES INC. COM 36164Y101   2,206 84,700 SH   SOLE   84,700 0 0
GENERAC HOLDINGS INC COM 368736104   336 9,600 SH   SOLE   9,600 0 0
GENERAL DYNAMICS CORP. COM 369550108   1,072 7,700 SH   SOLE   7,700 0 0
GENERAL ELECTRIC CO. COM 369604103   23,329 741,062 SH   SOLE   741,062 0 0
GENERAL GROWTH PROPERTIES, INC. REIT 370023103   599 20,100 SH   SOLE   20,100 0 0
GENERAL MILLS INC. COM 370334104   2,904 40,716 SH   SOLE   40,716 0 0
GENERAL MOTORS COMPANY COM 37045V100   3,223 113,900 SH   SOLE   113,900 0 0
GENESIS ENERGY, L.P. COM 371927104   2,433 63,400 SH   SOLE   63,400 0 0
GENPACT LIMITED COM G3922B107   446 16,600 SH   SOLE   16,600 0 0
GENUINE PARTS CO COM 372460105   625 6,170 SH   SOLE   6,170 0 0
GEO SPECIALTY CHEMICALS, INC. COM 37246R106   0 80,750 SH   SOLE   80,750 0 0
GEOMET, INC. COM 37250U201   1 85,857 SH   SOLE   85,857 0 0
GIBRALTAR INDUSTRIES INC. COM 374689107   208 6,600 SH   SOLE   6,600 0 0
GILEAD SCIENCES, INC. COM 375558103   9,603 115,122 SH   SOLE   115,122 0 0
GLOBAL PARTNERS LP/MA COM 37946R109   450 32,810 SH   SOLE   32,810 0 0
GLOBAL PAYMENTS, INC. COM 37940X102   5,376 75,310 SH   SOLE   75,310 0 0
GODADDY INC COM 380237107   452 14,500 SH   SOLE   14,500 0 0
GOGO INC CONV 38046CAB5   4,164 6,250,000 SH   SOLE   6,250,000 0 0
GOLAR LNG PARTNERS LP COM Y2745C102   1,070 58,368 SH   SOLE   58,368 0 0
GOLD FIELDS LTD. ADR 38059T106   144 29,340 SH   SOLE   29,340 0 0
GOLDMAN SACHS GROUP INC., THE COM 38141G104   2,803 18,868 SH   SOLE   18,868 0 0
GOODYEAR TIRE & RUBBER COMPANY (THE) COM 382550101   2,153 83,912 SH   SOLE   83,912 0 0
GRAINGER (W.W.) INC. COM 384802104   1,619 7,126 SH   SOLE   7,126 0 0
GRAPHIC PACKAGING HOLDING CO. COM 388689101   2,442 194,700 SH   SOLE   194,700 0 0
GREEN PLAINS INC. CONV 393222AD6   3,905 3,500,000 SH   SOLE   3,500,000 0 0
GROUPON INC COM 399473107   148 45,400 SH   SOLE   45,400 0 0
GSE SYSTEMS INC COM 36227K106   276 123,717 SH   SOLE   123,717 0 0
HAEMONETICS CORPORATION COM 405024100   394 13,605 SH   SOLE   13,605 0 0
HALLADOR ENERGY CO COM 40609P105   260 56,201 SH   SOLE   56,201 0 0
HANOVER INSURANCE GROUP INC., THE COM 410867105   872 10,300 SH   SOLE   10,300 0 0
HARLEY-DAVIDSON INC. COM 412822108   449 9,910 SH   SOLE   9,910 0 0
HARMAN INTERNATIONAL INDUSTRIES INC. COM 413086109   494 6,883 SH   SOLE   6,883 0 0
HARRIS CORP. COM 413875105   5,178 62,057 SH   SOLE   62,057 0 0
HARTFORD FINANCIAL SERVICES GROUP INC., THE COM 416515104   1,089 24,532 SH   SOLE   24,532 0 0
HASBRO INC. COM 418056107   754 8,978 SH   SOLE   8,978 0 0
HAWAIIAN HOLDINGS INC. COM 419879101   364 9,600 SH   SOLE   9,600 0 0
HCA HOLDINGS, INC. COM 40412C101   3,827 49,700 SH   SOLE   49,700 0 0
HCP INC. REIT 40414L109   227 6,411 SH   SOLE   6,411 0 0
HD SUPPLY HOLDINGS INC COM 40416M105   1,574 45,200 SH   SOLE   45,200 0 0
HEALTHCARE REALTY TRUST REIT 421946104   346 9,900 SH   SOLE   9,900 0 0
HEALTHCARE TRUST OF AMERICA, INC. REIT 42225P501   1,167 36,100 SH   SOLE   36,100 0 0
HEALTHSOUTH CORP. COM 421924309   210 5,420 SH   SOLE   5,420 0 0
HELMERICH & PAYNE, INC. COM 423452101   456 6,800 SH   SOLE   6,800 0 0
HENRY SCHEIN, INC. COM 806407102   458 2,590 SH   SOLE   2,590 0 0
HERBALIFE LTD. COM G4412G101   2,053 35,080 SH   SOLE   35,080 0 0
HERCULES INC. CONV 427056BC9   7,342 8,846 SH   SOLE   8,846 0 0
HERSHEY COMPANY, THE COM 427866108   337 2,966 SH   SOLE   2,966 0 0
HESS CORP COM 42809H107   4,813 80,079 SH   SOLE   80,079 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109   773 42,337 SH   SOLE   42,337 0 0
HIGHWOODS PROPERTIES INC. REIT 431284108   935 17,700 SH   SOLE   17,700 0 0
HOLOGIC INC. COM 436440101   3,010 87,000 SH   SOLE   87,000 0 0
HOME DEPOT INC. COM 437076102   23,718 185,747 SH   SOLE   185,747 0 0
HONDA MOTOR CO. LTD. ADR 438128308   1,201 47,400 SH   SOLE   47,400 0 0
HONEYWELL INTERNATIONAL INC. COM 438516106   8,597 73,907 SH   SOLE   73,907 0 0
HORMEL FOODS CORP. COM 440452100   3,478 95,020 SH   SOLE   95,020 0 0
HORNBECK OFFSHORE SERVICES INC. CONV 440543AN6   13,859 24,155,000 SH   SOLE   24,155,000 0 0
HOST HOTELS & RESORTS, INC. REIT 44107P104   1,758 108,470 SH   SOLE   108,470 0 0
HP INC. COM 40434L105   2,809 223,837 SH   SOLE   223,837 0 0
HUMANA INC. COM 444859102   1,254 6,969 SH   SOLE   6,969 0 0
HUNTINGTON BANCSHARES INC. COM 446150104   762 85,181 SH   SOLE   85,181 0 0
HUNTINGTON INGALLS INDUSTRIES INC. COM 446413106   3,719 22,130 SH   SOLE   22,130 0 0
HUNTSMAN CORP. COM 447011107   1,072 79,700 SH   SOLE   79,700 0 0
HYSTER-YALE MATERIALS HANDLING, INC. COM 449172105   2,701 45,400 SH   SOLE   45,400 0 0
IDEX CORP. COM 45167R104   357 4,350 SH   SOLE   4,350 0 0
IDEXX LABORATORIES, INC. COM 45168D104   520 5,600 SH   SOLE   5,600 0 0
IHS INC COM 451734107   940 8,130 SH   SOLE   8,130 0 0
ILLINOIS TOOL WORKS INC. COM 452308109   3,158 30,315 SH   SOLE   30,315 0 0
INGERSOLL-RAND PLC COM G47791101   1,802 28,300 SH   SOLE   28,300 0 0
INGEVITY CORP COM 45688C107   643 18,900 SH   SOLE   18,900 0 0
INGRAM MICRO INC. COM 457153104   445 12,800 SH   SOLE   12,800 0 0
INGREDION INCORPORATED COM 457187102   6,589 50,915 SH   SOLE   50,915 0 0
INNOPHOS HOLDINGS INC. COM 45774N108   306 7,240 SH   SOLE   7,240 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP COM 457985208   439 5,500 SH   SOLE   5,500 0 0
INTEL CORP. COM 458140100   16,644 507,434 SH   SOLE   507,434 0 0
INTEL CORP. CONV 458140AF7   8,128 5,000,000 SH   SOLE   5,000,000 0 0
INTERCONTINENTAL EXCHANGE, INC. COM 45866F104   838 3,272 SH   SOLE   3,272 0 0
INTERNATIONAL BUSINESS MACHINES CORPORATION COM 459200101   12,050 79,390 SH   SOLE   79,390 0 0
INTERNATIONAL FLAVORS & FRAGRANCES, INC. COM 459506101   575 4,563 SH   SOLE   4,563 0 0
INTERNATIONAL GAME TECHNOLOGY PLC COM G4863A108   815 43,500 SH   SOLE   43,500 0 0
INTERNATIONAL PAPER COMPANY COM 460146103   1,846 43,569 SH   SOLE   43,569 0 0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE) COM 460690100   1,169 50,586 SH   SOLE   50,586 0 0
INTUIT INC. COM 461202103   2,172 19,459 SH   SOLE   19,459 0 0
INTUITIVE SURGICAL, INC. COM 46120E602   1,433 2,166 SH   SOLE   2,166 0 0
INVESCO LTD. COM G491BT108   486 19,035 SH   SOLE   19,035 0 0
INVESTORS BANCORP, INC. COM 46146L101   1,434 129,407 SH   SOLE   129,407 0 0
IROBOT CORP COM 462726100   368 10,500 SH   SOLE   10,500 0 0
ISHARES MSCI ETF 464286772   302 5,800 SH   SOLE   5,800 0 0
ISHARES MSCI ETF 464286848   474 41,200 SH   SOLE   41,200 0 0
ISHARES MSCI BRAZIL CAPPED ETF ETF 464286400   241 8,000 SH   SOLE   8,000 0 0
ISHARES MSCI TAIWAN ETF ETF 464286731   169 12,000 SH   SOLE   12,000 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46434V548   323 21,000 SH   SOLE   21,000 0 0
ISHARES TRUST ETF 464287465   3,261 58,430 SH   SOLE   58,430 0 0
ISHARES TRUST ETF 464287689   59,900 482,989 SH   SOLE   482,989 0 0
J.M. SMUCKER CO. (THE) COM 832696405   1,469 9,639 SH   SOLE   9,639 0 0
JABIL CIRCUIT INC. COM 466313103   519 28,100 SH   SOLE   28,100 0 0
JACK HENRY & ASSOCIATES INC COM 426281101   314 3,600 SH   SOLE   3,600 0 0
JACOBS ENGINEERING GROUP, INC. COM 469814107   2,986 59,944 SH   SOLE   59,944 0 0
JAKKS PACIFIC, INC. COM 47012E106   179 22,600 SH   SOLE   22,600 0 0
JETBLUE AIRWAYS CORPORATION COM 477143101   1,320 79,700 SH   SOLE   79,700 0 0
JOHNSON & JOHNSON COM 478160104   29,686 244,731 SH   SOLE   244,731 0 0
JOHNSON CONTROLS INC. COM 478366107   2,376 53,677 SH   SOLE   53,677 0 0
JPMORGAN CHASE & CO. COM 46625H100   13,740 221,114 SH   SOLE   221,114 0 0
JUNIPER NETWORKS INC. COM 48203R104   345 15,337 SH   SOLE   15,337 0 0
KAR AUCTION SERVICES INC. COM 48238T109   1,265 30,300 SH   SOLE   30,300 0 0
KBR, INC. COM 48242W106   498 37,600 SH   SOLE   37,600 0 0
KELLOGG CO. COM 487836108   1,413 17,303 SH   SOLE   17,303 0 0
KEYCORP COM 493267108   910 82,336 SH   SOLE   82,336 0 0
KILROY REALTY CORP. REIT 49427F108   205 3,100 SH   SOLE   3,100 0 0
KIMBALL ELECTRONICS, INC. COM 49428J109   2,443 196,229 SH   SOLE   196,229 0 0
KIMBERLY-CLARK CORP. COM 494368103   1,136 8,265 SH   SOLE   8,265 0 0
KIMCO REALTY CORP. REIT 49446R109   2,946 93,877 SH   SOLE   93,877 0 0
KLA-TENCOR CORP. COM 482480100   3,771 51,487 SH   SOLE   51,487 0 0
KLX INC. COM 482539103   2,006 64,700 SH   SOLE   64,700 0 0
KNOWLES CORP COM 49926D109   1,862 136,100 SH   SOLE   136,100 0 0
KRAFT HEINZ CO/THE COM 500754106   2,353 26,597 SH   SOLE   26,597 0 0
KROGER CO. COM 501044101   3,990 108,446 SH   SOLE   108,446 0 0
L BRANDS, INC. COM 501797104   926 13,800 SH   SOLE   13,800 0 0
L-3 COMMUNICATIONS HOLDINGS INC. COM 502424104   3,087 21,044 SH   SOLE   21,044 0 0
LABORATORY CORPORATION OF AMERICA HOLDINGS COM 50540R409   219 1,680 SH   SOLE   1,680 0 0
LAKELAND FINANCIAL CORP. COM 511656100   400 8,500 SH   SOLE   8,500 0 0
LAM RESEARCH CORP. COM 512807108   2,433 28,938 SH   SOLE   28,938 0 0
LAMAR ADVERTISING CO. COM 512816109   1,306 19,700 SH   SOLE   19,700 0 0
LANDSTAR SYSTEM, INC. COM 515098101   732 10,660 SH   SOLE   10,660 0 0
LAYNE CHRISTENSEN COMPANY CONV 521050AD6   12,718 12,600,000 SH   SOLE   12,600,000 0 0
LEAR CORP. COM 521865204   2,927 28,760 SH   SOLE   28,760 0 0
LEGG MASON INC. COM 524901105   2,411 81,773 SH   SOLE   81,773 0 0
LEGGETT & PLATT, INCORPORATED COM 524660107   597 11,681 SH   SOLE   11,681 0 0
LEIDOS HOLDINGS, INC. COM 525327102   1,146 23,950 SH   SOLE   23,950 0 0
LEIDOS, INC COM 808625107   3,960 67,860 SH   SOLE   67,860 0 0
LENNAR CORPORATION COM 526057302   373 10,000 SH   SOLE   10,000 0 0
LENNOX INTERNATIONAL INC. COM 526107107   682 4,780 SH   SOLE   4,780 0 0
LEVEL 3 COMMUNICATIONS INC. COM 52729N308   407 7,900 SH   SOLE   7,900 0 0
LEXMARK INTERNATIONAL INC. COM 529771107   306 8,100 SH   SOLE   8,100 0 0
LIBERTY BROADBAND CORP COM 530307107   1,236 20,800 SH   SOLE   20,800 0 0
LIBERTY INTERACTIVE CORPORATION COM 53071M104   561 22,100 SH   SOLE   22,100 0 0
LIBERTY PROPERTY TRUST REIT 531172104   583 14,670 SH   SOLE   14,670 0 0
LINCOLN ELECTRIC HOLDINGS, INC. COM 533900106   620 10,500 SH   SOLE   10,500 0 0
LINCOLN NATIONAL CORP. COM 534187109   663 17,107 SH   SOLE   17,107 0 0
LINEAR TECHNOLOGY CORPORATION COM 535678106   1,410 30,306 SH   SOLE   30,306 0 0
LINKEDIN CORP CONV 53578AAB4   9,869 10,000,000 SH   SOLE   10,000,000 0 0
LIQUIDITY SERVICES INC COM 53635B107   78 10,000 SH   SOLE   10,000 0 0
LIVE NATION ENTERTAINMENT INC. COM 538034109   827 35,200 SH   SOLE   35,200 0 0
LOCKHEED MARTIN CORP. COM 539830109   3,939 15,871 SH   SOLE   15,871 0 0
LOEWS CORP. COM 540424108   207 5,037 SH   SOLE   5,037 0 0
LOWE'S COMPANIES, INC. COM 548661107   11,830 149,424 SH   SOLE   149,424 0 0
LPL FINANCIAL HOLDINGS, INC. COM 50212V100   1,068 47,400 SH   SOLE   47,400 0 0
LUKOIL, PJSC ADR 69343P105   451 10,800 SH   SOLE   10,800 0 0
LYONDELLBASELL INDUSTRIES N.V. COM N53745100   12,033 161,696 SH   SOLE   161,696 0 0
M&T BANK CORPORATION COM 55261F104   868 7,341 SH   SOLE   7,341 0 0
MACERICH COMPANY, THE REIT 554382101   2,902 33,982 SH   SOLE   33,982 0 0
MACK-CALI REALTY CORP. REIT 554489104   1,478 54,750 SH   SOLE   54,750 0 0
MACY'S INC. COM 55616P104   919 27,335 SH   SOLE   27,335 0 0
MADISON SQUARE GARDEN CO./THE COM 55825T103   3,421 19,833 SH   SOLE   19,833 0 0
MAGELLAN MIDSTREAM PARTNERS LP COM 559080106   2,242 29,500 SH   SOLE   29,500 0 0
MAGNUM HUNTER RESOURCES CORPORATION COM 55973B607   5,148 377,799 SH   SOLE   377,799 0 0
MALLINCKRODT PLC COM G5785G107   4,720 77,650 SH   SOLE   77,650 0 0
MANHATTAN ASSOCIATES, INC. COM 562750109   526 8,200 SH   SOLE   8,200 0 0
MANITOWOC CRANES COM 563571108   726 133,300 SH   SOLE   133,300 0 0
MANPOWERGROUP INC. COM 56418H100   431 6,700 SH   SOLE   6,700 0 0
MARATHON OIL CORPORATION COM 565849106   1,501 100,012 SH   SOLE   100,012 0 0
MARATHON PETROLEUM CORPORATION COM 56585A102   1,044 27,510 SH   SOLE   27,510 0 0
MARKEL CORP. COM 570535104   664 697 SH   SOLE   697 0 0
MARKET VECTORS RUSSIA ETF 92189F403   192 11,000 SH   SOLE   11,000 0 0
MARRIOTT INTERNATIONAL INC. COM 571903202   1,532 23,049 SH   SOLE   23,049 0 0
MARSH & MCLENNAN COMPANIES, INC. COM 571748102   2,776 40,543 SH   SOLE   40,543 0 0
MARTIN MARIETTA MATERIALS INC. COM 573284106   2,001 10,420 SH   SOLE   10,420 0 0
MARTIN MIDSTREAM PARTNERS LP COM 573331105   2,490 107,800 SH   SOLE   107,800 0 0
MASCO CORP. COM 574599106   4,394 142,019 SH   SOLE   142,019 0 0
MASIMO CORPORATION COM 574795100   284 5,400 SH   SOLE   5,400 0 0
MASTERCARD INCORPORATED COM 57636Q104   5,762 65,430 SH   SOLE   65,430 0 0
MAXIM INTEGRATED PRODUCTS, INC. COM 57772K101   518 14,500 SH   SOLE   14,500 0 0
MCCORMICK & COMPANY, INCORPORATED COM 579780206   281 2,634 SH   SOLE   2,634 0 0
MCDONALD'S CORPORATION COM 580135101   13,873 115,285 SH   SOLE   115,285 0 0
MCKESSON CORP. COM 58155Q103   1,672 8,956 SH   SOLE   8,956 0 0
MEAD JOHNSON NUTRITION COMPANY COM 582839106   1,419 15,636 SH   SOLE   15,636 0 0
MEDIFAST INC COM 58470H101   263 7,900 SH   SOLE   7,900 0 0
MEDNAX, INC. COM 58502B106   637 8,800 SH   SOLE   8,800 0 0
MEDTRONIC PLC COM G5960L103   3,443 39,685 SH   SOLE   39,685 0 0
MERCK & CO., INC. COM 58933Y105   9,427 163,640 SH   SOLE   163,640 0 0
MERITOR, INC. CONV 043353AH4   19,654 20,500,000 SH   SOLE   20,500,000 0 0
MERITOR, INC. CONV 59001KAC4   14,407 12,835,000 SH   SOLE   12,835,000 0 0
METLIFE INC. COM 59156R108   2,396 60,159 SH   SOLE   60,159 0 0
METTLER-TOLEDO INTERNATIONAL INC. COM 592688105   642 1,760 SH   SOLE   1,760 0 0
MFA FINANCIAL, INC. REIT 55272X102   686 94,400 SH   SOLE   94,400 0 0
MICHAEL KORS HOLDINGS LTD COM G60754101   3,206 64,800 SH   SOLE   64,800 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104   596 11,745 SH   SOLE   11,745 0 0
MICROCHIP TECHNOLOGY INC. CONV 595017AD6   16,789 15,168,000 SH   SOLE   15,168,000 0 0
MICRON TECHNOLOGY INC. COM 595112103   2,566 186,450 SH   SOLE   186,450 0 0
MICRON TECHNOLOGY INC. CONV 595112AY9   17,769 23,265,000 SH   SOLE   23,265,000 0 0
MICROSOFT CORP. COM 594918104   25,237 493,196 SH   SOLE   493,196 0 0
MID-AMERICA APARTMENT COMMUNITIES, INC. REIT 59522J103   277 2,600 SH   SOLE   2,600 0 0
MID-CON ENERGY PARTNERS LP COM 59560V109   63 32,769 SH   SOLE   32,769 0 0
MKS INSTRUMENTS, INC. COM 55306N104   314 7,300 SH   SOLE   7,300 0 0
MOHAWK INDUSTRIES INC. COM 608190104   702 3,700 SH   SOLE   3,700 0 0
MONDELEZ INTERNATIONAL, INC. COM 609207105   5,468 120,146 SH   SOLE   120,146 0 0
MONMOUTH REAL ESTATE INVESTMENT CORP REIT 609720107   138 10,400 SH   SOLE   10,400 0 0
MONRO MUFFLER BRAKE, INC. COM 610236101   547 8,600 SH   SOLE   8,600 0 0
MONSANTO CO. COM 61166W101   1,161 11,223 SH   SOLE   11,223 0 0
MONSTER BEVERAGE CORP COM 61174X109   289 1,800 SH   SOLE   1,800 0 0
MOODY'S CORPORATION COM 615369105   343 3,655 SH   SOLE   3,655 0 0
MORGAN STANLEY COM 617446448   2,572 98,993 SH   SOLE   98,993 0 0
MOSAIC CO., THE COM 61945C103   1,283 49,000 SH   SOLE   49,000 0 0
MOTOROLA SOLUTIONS INC. COM 620076307   4,068 61,671 SH   SOLE   61,671 0 0
MPLX LP COM 55336V100   1,526 45,375 SH   SOLE   45,375 0 0
MSCI INC. COM 55354G100   216 2,800 SH   SOLE   2,800 0 0
MURPHY OIL CORP. COM 626717102   928 29,233 SH   SOLE   29,233 0 0
MURPHY USA INC. COM 626755102   3,212 43,313 SH   SOLE   43,313 0 0
MYLAN NV COM N59465109   2,327 53,806 SH   SOLE   53,806 0 0
NABORS INDUSTRIES LTD COM G6359F103   235 23,400 SH   SOLE   23,400 0 0
NASDAQ, INC. COM 631103108   412 6,367 SH   SOLE   6,367 0 0
NATIONAL BEVERAGE CORPORATION COM 635017106   295 4,700 SH   SOLE   4,700 0 0
NATIONAL OILWELL VARCO INC. COM 637071101   1,727 51,313 SH   SOLE   51,313 0 0
NATIONAL RETAIL PROPERTIES INC. REIT 637417106   388 7,500 SH   SOLE   7,500 0 0
NAVIENT CORPORATION COM 63938C108   2,600 217,609 SH   SOLE   217,609 0 0
NCI BUILDING SYSTEMS INC. COM 628852204   349 21,800 SH   SOLE   21,800 0 0
NCR CORP. COM 62886E108   5,137 185,000 SH   SOLE   185,000 0 0
NEENAH ENTERPRISES, INC. COM 64007R109   2,233 154,333 SH   SOLE   154,333 0 0
NETAPP INC. COM 64110D104   1,107 45,007 SH   SOLE   45,007 0 0
NETFLIX INC COM 64110L106   1,614 17,642 SH   SOLE   17,642 0 0
NEUSTAR, INC. COM 64126X201   364 15,500 SH   SOLE   15,500 0 0
NEW YORK COMMUNITY BANCORP, INC COM 649445103   319 21,290 SH   SOLE   21,290 0 0
NEW YORK MORTGAGE TRUST INC. REIT 649604501   82 13,500 SH   SOLE   13,500 0 0
NEW YORK REIT INC REIT 64976L109   114 12,300 SH   SOLE   12,300 0 0
NEWELL RUBBERMAID INC. COM 651229106   736 15,147 SH   SOLE   15,147 0 0
NEWFIELD EXPLORATION CO. COM 651290108   923 20,900 SH   SOLE   20,900 0 0
NEWMARKET CORPORATION COM 651587107   249 600 SH   SOLE   600 0 0
NEWMONT MINING CORPORATION COM 651639106   1,242 31,754 SH   SOLE   31,754 0 0
NEWS CORPORATION COM 65249B109   490 43,196 SH   SOLE   43,196 0 0
NEXTERA ENERGY INC. COM 65339F101   3,977 30,496 SH   SOLE   30,496 0 0
NGL ENERGY PARTNERS LP COM 62913M107   1,153 59,700 SH   SOLE   59,700 0 0
NIELSEN HOLDINGS PLC COM G6518L108   1,175 22,600 SH   SOLE   22,600 0 0
NIKE INC. COM 654106103   3,745 67,848 SH   SOLE   67,848 0 0
NISOURCE INC. COM 65473P105   538 20,275 SH   SOLE   20,275 0 0
NORDSON CORP. COM 655663102   209 2,500 SH   SOLE   2,500 0 0
NORDSTROM INC. COM 655664100   1,572 41,319 SH   SOLE   41,319 0 0
NORFOLK SOUTHERN CORP. COM 655844108   1,226 14,396 SH   SOLE   14,396 0 0
NORTHERN TRUST CORP. COM 665859104   869 13,120 SH   SOLE   13,120 0 0
NORTHROP GRUMMAN CORP. COM 666807102   8,222 36,991 SH   SOLE   36,991 0 0
NORTHSTAR ASSET MANAGEMENT GROUP INC/NEW YORK COM 66705Y104   554 54,300 SH   SOLE   54,300 0 0
NOVATEL WIRELESS INC CONV 66987MAE9   4,721 7,000,000 SH   SOLE   7,000,000 0 0
NOVO NORDISK A/S ADR 670100205   215 4,000 SH   SOLE   4,000 0 0
NOW INC. COM 67011P100   406 22,400 SH   SOLE   22,400 0 0
NRG ENERGY INC. COM 629377508   969 64,620 SH   SOLE   64,620 0 0
NU SKIN ENTERPRISES INC COM 67018T105   1,535 33,230 SH   SOLE   33,230 0 0
NUANCE COMMUNICATIONS INC. COM 67020Y100   2,057 131,600 SH   SOLE   131,600 0 0
NUCOR CORP. COM 670346105   2,150 43,517 SH   SOLE   43,517 0 0
NUSTAR ENERGY LP COM 67058H102   2,151 43,200 SH   SOLE   43,200 0 0
NVIDIA CORP. COM 67066G104   3,681 78,311 SH   SOLE   78,311 0 0
NVR INC. COM 62944T105   2,368 1,330 SH   SOLE   1,330 0 0
NXP SEMICONDUCTORS N.V. COM N6596X109   382 4,881 SH   SOLE   4,881 0 0
O'REILLY AUTOMOTIVE, INC. COM 67103H107   7,457 27,507 SH   SOLE   27,507 0 0
OCCIDENTAL PETROLEUM CORP. COM 674599105   1,252 16,575 SH   SOLE   16,575 0 0
OCEANEERING INTERNATIONAL, INC. COM 675232102   361 12,100 SH   SOLE   12,100 0 0
OLD NATIONAL BANCORP COM 680033107   240 19,115 SH   SOLE   19,115 0 0
OLD REPUBLIC INTERNATIONAL CORP. COM 680223104   841 43,600 SH   SOLE   43,600 0 0
OMEGA HEALTHCARE INVESTORS, INC. COM 681936100   390 11,500 SH   SOLE   11,500 0 0
OMNICOM GROUP INC. COM 681919106   1,609 19,745 SH   SOLE   19,745 0 0
ON SEMICONDUCTOR CORP. CONV 682189AK1   7,820 8,750,000 SH   SOLE   8,750,000 0 0
ONE GAS, INC. COM 68235P108   1,998 30,000 SH   SOLE   30,000 0 0
ONEOK PARTNERS LP COM 68268N103   10,336 258,025 SH   SOLE   258,025 0 0
OPKO HEALTH INC COM 68375N103   139 14,850 SH   SOLE   14,850 0 0
ORACLE CORP. COM 68389X105   6,718 164,145 SH   SOLE   164,145 0 0
ORBITAL ATK, INC. COM 68557N103   255 3,000 SH   SOLE   3,000 0 0
ORITANI FINANCIAL CORP. COM 68633D103   507 31,700 SH   SOLE   31,700 0 0
OSHKOSH CORP. COM 688239201   2,781 58,300 SH   SOLE   58,300 0 0
OWENS CORNING COM 690742101   706 13,700 SH   SOLE   13,700 0 0
PACCAR INC. COM 693718108   952 18,356 SH   SOLE   18,356 0 0
PACKAGING CORP. OF AMERICA COM 695156109   1,278 19,100 SH   SOLE   19,100 0 0
PACWEST BANCORP COM 695263103   557 14,000 SH   SOLE   14,000 0 0
PANERA BREAD COMPANY COM 69840W108   977 4,610 SH   SOLE   4,610 0 0
PAPA JOHN'S INTERNATIONAL, INC. COM 698813102   510 7,500 SH   SOLE   7,500 0 0
PARKER-HANNIFIN CORP. COM 701094104   3,300 30,538 SH   SOLE   30,538 0 0
PAYCHEX INC COM 704326107   980 16,477 SH   SOLE   16,477 0 0
PDL BIOPHARMA, INC. COM 69329Y104   202 64,400 SH   SOLE   64,400 0 0
PENSKE AUTOMOTIVE GROUP INC. COM 70959W103   824 26,200 SH   SOLE   26,200 0 0
PENTAIR PLC COM G7S00T104   2,627 45,061 SH   SOLE   45,061 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105   487 33,210 SH   SOLE   33,210 0 0
PEPSICO INC. COM 713448108   12,400 117,045 SH   SOLE   117,045 0 0
PERKINELMER INC. COM 714046109   2,079 39,654 SH   SOLE   39,654 0 0
PERNIX THERAPEUTICS HOLDINGS INC CONV 71426VAK4   1,725 7,500,000 SH   SOLE   7,500,000 0 0
PETROBRAS ARGENTINA S.A. ADR 71646J109   110 17,500 SH   SOLE   17,500 0 0
PFIZER INC. COM 717081103   19,434 551,940 SH   SOLE   551,940 0 0
PG&E CORP. COM 69331C108   893 13,969 SH   SOLE   13,969 0 0
PHILIP MORRIS INTERNATIONAL INC. COM 718172109   7,131 70,102 SH   SOLE   70,102 0 0
PILGRIM'S PRIDE CORP. COM 72147K108   2,614 102,600 SH   SOLE   102,600 0 0
PINNACLE FOODS INC. COM 72348P104   255 5,500 SH   SOLE   5,500 0 0
PINNACLE WEST CAPITAL CORP. COM 723484101   211 2,606 SH   SOLE   2,606 0 0
PITNEY BOWES INC. COM 724479100   1,442 80,988 SH   SOLE   80,988 0 0
PLAINS ALL AMERICAN PIPELINE L.P. COM 726503105   6,073 220,930 SH   SOLE   220,930 0 0
PLATFORM SPECIALTY PRODUCTS CORPORATION COM 72766Q105   746 84,050 SH   SOLE   84,050 0 0
PLEXUS CORP. COM 729132100   302 7,000 SH   SOLE   7,000 0 0
PNC FINANCIAL SERVICES GROUP, INC. COM 693475105   2,051 25,199 SH   SOLE   25,199 0 0
POLARIS INDUSTRIES INC. COM 731068102   511 6,250 SH   SOLE   6,250 0 0
POOL CORPORATION COM 73278L105   2,398 25,500 SH   SOLE   25,500 0 0
POPULAR INC. COM 733174700   401 13,700 SH   SOLE   13,700 0 0
POST HOLDINGS INC. COM 737446104   835 10,100 SH   SOLE   10,100 0 0
PPG INDUSTRIES INC. COM 693506107   2,653 25,476 SH   SOLE   25,476 0 0
PPL CORP. COM 69351T106   2,212 58,602 SH   SOLE   58,602 0 0
PRESTIGE BRANDS HOLDINGS, INC. COM 74112D101   269 4,849 SH   SOLE   4,849 0 0
PRICELINE GROUP INC. (THE) COM 741503403   861 690 SH   SOLE   690 0 0
PRIMERICA INC. COM 74164M108   280 4,900 SH   SOLE   4,900 0 0
PRINCIPAL FINANCIAL GROUP, INC. COM 74251V102   726 17,664 SH   SOLE   17,664 0 0
PROCTER & GAMBLE CO. COM 742718109   5,704 67,372 SH   SOLE   67,372 0 0
PROGRESSIVE CORP., THE COM 743315103   1,285 38,348 SH   SOLE   38,348 0 0
PROLOGIS INC. COM 74340W103   1,355 27,639 SH   SOLE   27,639 0 0
PROSPERITY BANCSHARES, INC. COM 743606105   260 5,100 SH   SOLE   5,100 0 0
PRUDENTIAL FINANCIAL, INC. COM 744320102   1,895 26,562 SH   SOLE   26,562 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC. COM 744573106   1,530 32,833 SH   SOLE   32,833 0 0
PUBLIC STORAGE REIT 74460D109   2,157 8,440 SH   SOLE   8,440 0 0
PULTEGROUP, INC. COM 745867101   233 11,947 SH   SOLE   11,947 0 0
PVH CORP. COM 693656100   1,428 15,150 SH   SOLE   15,150 0 0
QORVO, INC. COM 74736K101   635 11,500 SH   SOLE   11,500 0 0
QUALCOMM, INC. COM 747525103   4,579 85,478 SH   SOLE   85,478 0 0
QUANTA SERVICES, INC. COM 74762E102   3,346 144,737 SH   SOLE   144,737 0 0
QUEST DIAGNOSTICS INC. COM 74834L100   378 4,644 SH   SOLE   4,644 0 0
QUINTILES TRANSNATIONAL HOLDINGS INC. COM 74876Y101   1,219 18,662 SH   SOLE   18,662 0 0
R.R. DONNELLEY & SONS COMPANY COM 257867101   2,480 146,600 SH   SOLE   146,600 0 0
RALPH LAUREN CORPORATION COM 751212101   941 10,500 SH   SOLE   10,500 0 0
RANDGOLD RESOURCES LTD ADR 752344309   834 7,447 SH   SOLE   7,447 0 0
RANGE RESOURCES CORP. COM 75281A109   362 8,398 SH   SOLE   8,398 0 0
RAYMOND JAMES FINANCIAL, INC. COM 754730109   409 8,300 SH   SOLE   8,300 0 0
RAYTHEON CO. COM 755111507   1,786 13,135 SH   SOLE   13,135 0 0
RE/MAX HOLDINGS INC COM 75524W108   338 8,400 SH   SOLE   8,400 0 0
RED HAT INC. COM 756577102   468 6,445 SH   SOLE   6,445 0 0
REGAL ENTERTAINMENT GROUP COM 758766109   2,067 93,800 SH   SOLE   93,800 0 0
REGENCY CENTERS CORP. REIT 758849103   636 7,600 SH   SOLE   7,600 0 0
REGIONS FINANCIAL CORP. COM 7591EP100   3,284 385,918 SH   SOLE   385,918 0 0
REINSURANCE GROUP OF AMERICA, INC. COM 759351604   296 3,050 SH   SOLE   3,050 0 0
RELIANCE STEEL & ALUMINUM CO. COM 759509102   2,218 28,845 SH   SOLE   28,845 0 0
RENASANT CORPORATION COM 75970E107   297 9,200 SH   SOLE   9,200 0 0
RESMED INC. COM 761152107   373 5,900 SH   SOLE   5,900 0 0
RESOLUTE FOREST PRODUCTS, INC. COM 76117W109   198 37,466 SH   SOLE   37,466 0 0
RETAIL PROPERTIES OF AMERICA, INC. REIT 76131V202   282 16,700 SH   SOLE   16,700 0 0
REYNOLDS AMERICAN INC. COM 761713106   4,451 82,538 SH   SOLE   82,538 0 0
RITE AID CORP. COM 767754104   895 119,500 SH   SOLE   119,500 0 0
ROCKWELL AUTOMATION INC. COM 773903109   1,509 13,139 SH   SOLE   13,139 0 0
ROPER INDUSTRIES INC. COM 776696106   2,256 13,227 SH   SOLE   13,227 0 0
ROSS STORES INC. COM 778296103   1,451 25,596 SH   SOLE   25,596 0 0
ROWAN COS. INC. COM G7665A101   1,037 58,700 SH   SOLE   58,700 0 0
ROYAL CARIBBEAN CRUISES LTD. COM V7780T103   1,115 16,600 SH   SOLE   16,600 0 0
RPM INTERNATIONAL INC. COM 749685103   1,072 21,470 SH   SOLE   21,470 0 0
RPX CORP COM 74972G103   359 39,200 SH   SOLE   39,200 0 0
RYDER SYSTEM INC. COM 783549108   306 5,002 SH   SOLE   5,002 0 0
S&P GLOBAL INC COM 78409V104   1,182 11,017 SH   SOLE   11,017 0 0
SABRE CORP COM 78573M104   1,259 47,000 SH   SOLE   47,000 0 0
SALESFORCE.COM INC. COM 79466L302   1,458 18,364 SH   SOLE   18,364 0 0
SANTANDER CONSUMER USA HOLDINGS INC COM 80283M101   142 13,700 SH   SOLE   13,700 0 0
SASOL LTD. ADR 803866300   306 11,300 SH   SOLE   11,300 0 0
SCANA CORP. COM 80589M102   850 11,239 SH   SOLE   11,239 0 0
SCHLUMBERGER LTD. COM 806857108   3,150 39,828 SH   SOLE   39,828 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104   231 17,700 SH   SOLE   17,700 0 0
SCRIPPS NETWORKS INTERACTIVE INC. COM 811065101   3,643 58,496 SH   SOLE   58,496 0 0
SEACOR HOLDINGS INC. CONV 81170YAB5   11,767 14,709,000 SH   SOLE   14,709,000 0 0
SEADRILL PARTNERS LLC COM Y7545W109   3,415 635,944 SH   SOLE   635,944 0 0
SEAGATE TECHNOLOGY PLC COM G7945M107   653 26,800 SH   SOLE   26,800 0 0
SEALED AIR CORP. COM 81211K100   1,329 28,900 SH   SOLE   28,900 0 0
SEAWORLD ENTERTAINMENT, INC. COM 81282V100   573 40,000 SH   SOLE   40,000 0 0
SEI INVESTMENTS COMPANY COM 784117103   1,082 22,500 SH   SOLE   22,500 0 0
SELECT SECTOR SPDR - ENERGY ETF 81369Y506   3,460 50,700 SH   SOLE   50,700 0 0
SELECT SECTOR SPDR - FINANCIAL ETF 81369Y605   3,299 144,500 SH   SOLE   144,500 0 0
SELECT SECTOR SPDR - INDUSTRIAL ETF 81369Y704   1,013 18,100 SH   SOLE   18,100 0 0
SEMPRA ENERGY COM 816851109   762 6,683 SH   SOLE   6,683 0 0
SENSIENT TECHNOLOGIES CORPORATION COM 81725T100   213 3,000 SH   SOLE   3,000 0 0
SERVICEMASTER GLOBAL HOLDINGS INC COM 81761R109   271 6,800 SH   SOLE   6,800 0 0
SIGNATURE BANK CORPORATION COM 82669G104   748 5,990 SH   SOLE   5,990 0 0
SILVER WHEATON CORP COM 828336107   837 35,570 SH   SOLE   35,570 0 0
SIMON PROPERTY GROUP, INC REIT 828806109   3,865 17,818 SH   SOLE   17,818 0 0
SINCLAIR BROADCAST GROUP INC. COM 829226109   257 8,600 SH   SOLE   8,600 0 0
SIRIUS XM RADIO INC. COM 82968B103   641 162,300 SH   SOLE   162,300 0 0
SIX FLAGS ENTERTAINMENT CORPORATION COM 83001A102   1,408 24,300 SH   SOLE   24,300 0 0
SKYWEST, INC. COM 830879102   434 16,400 SH   SOLE   16,400 0 0
SL GREEN REALTY CORP. REIT 78440X101   257 2,410 SH   SOLE   2,410 0 0
SLM CORPORATION COM 78442P106   540 87,300 SH   SOLE   87,300 0 0
SNAP-ON INC. COM 833034101   2,734 17,326 SH   SOLE   17,326 0 0
SNYDERS-LANCE INC COM 833551104   359 10,600 SH   SOLE   10,600 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA ADR 833635105   1,410 57,020 SH   SOLE   57,020 0 0
SOTHEBY'S COM 835898107   1,352 49,350 SH   SOLE   49,350 0 0
SOUTH32 LTD ADR 84473L105   102 17,406 SH   SOLE   17,406 0 0
SOUTHERN CO. COM 842587107   3,079 57,406 SH   SOLE   57,406 0 0
SOUTHWEST AIRLINES CO. COM 844741108   2,900 73,949 SH   SOLE   73,949 0 0
SOUTHWESTERN ENERGY CO. COM 845467109   285 22,686 SH   SOLE   22,686 0 0
SOUTHWESTERN ENERGY CO. CONV 845467208   5,417 180,000 SH   SOLE   180,000 0 0
SPARK ENERGY INC. COM 846511103   284 8,600 SH   SOLE   8,600 0 0
SPARTAN STORES, INC. COM 847215100   342 11,200 SH   SOLE   11,200 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109   3,496 74,100 SH   SOLE   74,100 0 0
SPECTRASCIENCE, INC. COM 84760E301   1 157,715 SH   SOLE   157,715 0 0
SPIRIT AEROSYSTEMS HOLDINGS INC COM 848574109   2,404 55,900 SH   SOLE   55,900 0 0
SPIRIT REALTY CAPITAL INC. REIT 84860W102   206 16,100 SH   SOLE   16,100 0 0
SPX CORP. COM 78469X107   3,332 127,800 SH   SOLE   127,800 0 0
SQUARE INC COM 852234103   996 110,100 SH   SOLE   110,100 0 0
SS&C TECHNOLOGIES HOLDINGS, INC. COM 78467J100   814 29,000 SH   SOLE   29,000 0 0
ST. JUDE MEDICAL INC. COM 790849103   665 8,529 SH   SOLE   8,529 0 0
STANLEY BLACK & DECKER, INC. COM 854502101   2,917 26,226 SH   SOLE   26,226 0 0
STAPLES INC. COM 855030102   1,909 221,448 SH   SOLE   221,448 0 0
STARBUCKS CORP. COM 855244109   1,242 21,744 SH   SOLE   21,744 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE INC. COM 85590A401   2,305 31,175 SH   SOLE   31,175 0 0
STARWOOD PROPERTY TRUST INC. REIT 85571B105   553 26,700 SH   SOLE   26,700 0 0
STARWOOD WAYPOINT RESIDENTIAL TRUST REIT 19625X102   1,807 59,400 SH   SOLE   59,400 0 0
STARZ COM 85571Q102   3,225 107,800 SH   SOLE   107,800 0 0
STATE STREET CORPORATION COM 857477103   1,157 21,461 SH   SOLE   21,461 0 0
STATOIL ASA ADR 85771P102   1,916 110,700 SH   SOLE   110,700 0 0
STEEL DYNAMICS INC. COM 858119100   1,842 75,200 SH   SOLE   75,200 0 0
STERICYCLE, INC. COM 858912108   354 3,404 SH   SOLE   3,404 0 0
STRYKER CORP. COM 863667101   2,641 22,039 SH   SOLE   22,039 0 0
SUBSEA 7 SA ADR 864323100   231 23,600 SH   SOLE   23,600 0 0
SUBURBAN PROPANE PARTNERS, L.P. COM 864482104   347 10,400 SH   SOLE   10,400 0 0
SUNCOR ENERGY INC. COM 867224107   489 17,619 SH   SOLE   17,619 0 0
SUNOCO LP COM 86765K109   1,255 41,900 SH   SOLE   41,900 0 0
SUNTRUST BANKS INC. COM 867914103   2,818 68,600 SH   SOLE   68,600 0 0
SUPERIOR ENERGY SERVICES INC. COM 868157108   503 27,300 SH   SOLE   27,300 0 0
SUPREME INDUSTRIES, INC. COM 868607102   4,353 317,706 SH   SOLE   317,706 0 0
SYMANTEC CORP. COM 871503108   561 27,334 SH   SOLE   27,334 0 0
SYNCHRONOSS TECHNOLOGIES, INC. COM 87157B103   325 10,200 SH   SOLE   10,200 0 0
SYNCHRONY FINANCIAL COM 87165B103   892 35,300 SH   SOLE   35,300 0 0
SYNGENTA AG ADR 87160A100   668 8,700 SH   SOLE   8,700 0 0
SYNNEX CORPORATION COM 87162W100   626 6,600 SH   SOLE   6,600 0 0
SYNOPSYS, INC. COM 871607107   389 7,200 SH   SOLE   7,200 0 0
SYSCO CORP. COM 871829107   1,994 39,300 SH   SOLE   39,300 0 0
T ROWE PRICE GROUP, INC. COM 74144T108   1,043 14,292 SH   SOLE   14,292 0 0
T-MOBILE US INC. COM 872590104   1,759 40,650 SH   SOLE   40,650 0 0
TALLGRASS ENERGY PARTNERS LP COM 874697105   994 21,600 SH   SOLE   21,600 0 0
TANGER FACTORY OUTLET CENTERS INC. REIT 875465106   209 5,200 SH   SOLE   5,200 0 0
TARGA RESOURCES CORP COM 87612G101   4,045 95,987 SH   SOLE   95,987 0 0
TARGET CORP. COM 87612E106   2,580 36,953 SH   SOLE   36,953 0 0
TCF FINANCIAL CORP. COM 872275102   811 64,100 SH   SOLE   64,100 0 0
TD AMERITRADE HOLDING CORP. COM 87236Y108   231 8,100 SH   SOLE   8,100 0 0
TE CONNECTIVITY LTD. COM H84989104   988 17,300 SH   SOLE   17,300 0 0
TECH DATA CORP. COM 878237106   819 11,400 SH   SOLE   11,400 0 0
TECO ENERGY INC. COM 872375100   951 34,423 SH   SOLE   34,423 0 0
TEEKAY LNG PARTNERS L.P. COM Y8564M105   384 34,105 SH   SOLE   34,105 0 0
TEEKAY OFFSHORE PARTNERS L.P. COM Y8565J101   524 87,987 SH   SOLE   87,987 0 0
TEEKAY TANKERS LTD COM Y8565N102   59 19,800 SH   SOLE   19,800 0 0
TEGNA INC. COM 36473H104   211 15,300 SH   SOLE   15,300 0 0
TEGNA INC. COM 87901J105   692 29,874 SH   SOLE   29,874 0 0
TELEDYNE TECHNOLOGIES INCORPORATED COM 879360105   287 2,900 SH   SOLE   2,900 0 0
TELEFLEX INCORPORATED COM 879369106   1,385 7,810 SH   SOLE   7,810 0 0
TEMPUR SEALY INTERNATIONAL INC. COM 88023U101   310 5,600 SH   SOLE   5,600 0 0
TENARIS SA ADR 88031M109   917 31,800 SH   SOLE   31,800 0 0
TENET HEALTHCARE CORP. COM 88033G407   895 32,377 SH   SOLE   32,377 0 0
TERADATA CORPORATION COM 88076W103   1,454 57,984 SH   SOLE   57,984 0 0
TERRA NITROGEN COMPANY LP COM 881005201   350 3,350 SH   SOLE   3,350 0 0
TESORO CORPORATION COM 881609101   6,022 80,373 SH   SOLE   80,373 0 0
TESORO LOGISTICS, L.P. COM 88160T107   1,501 30,300 SH   SOLE   30,300 0 0
TESSERA TECHNOLOGIES INC COM 88164L100   254 8,300 SH   SOLE   8,300 0 0
TETRA TECH, INC. COM 88162G103   206 6,700 SH   SOLE   6,700 0 0
TEXAS INSTRUMENTS INC. COM 882508104   6,382 101,869 SH   SOLE   101,869 0 0
TEXAS ROADHOUSE, INC. COM 882681109   2,519 55,250 SH   SOLE   55,250 0 0
TEXTRON INC. COM 883203101   715 19,557 SH   SOLE   19,557 0 0
THERMO FISHER SCIENTIFIC INC. COM 883556102   4,682 31,689 SH   SOLE   31,689 0 0
THOR INDUSTRIES, INC. COM 885160101   842 13,000 SH   SOLE   13,000 0 0
TIME WARNER INC. COM 887317303   2,698 36,693 SH   SOLE   36,693 0 0
TIMKEN COMPANY, THE COM 887389104   675 22,000 SH   SOLE   22,000 0 0
TJX COMPANIES INC. COM 872540109   6,068 78,566 SH   SOLE   78,566 0 0
TORCHMARK CORP. COM 891027104   1,638 26,492 SH   SOLE   26,492 0 0
TORO CO., THE COM 891092108   280 3,180 SH   SOLE   3,180 0 0
TOTAL SA ADR 89151E109   2,380 49,490 SH   SOLE   49,490 0 0
TOTAL SYSTEM SERVICES INC. COM 891906109   4,606 86,728 SH   SOLE   86,728 0 0
TRACTOR SUPPLY COMPANY COM 892356106   556 6,100 SH   SOLE   6,100 0 0
TRANSDIGM GROUP INCORPORATED COM 893641100   886 3,360 SH   SOLE   3,360 0 0
TRANSOCEAN LTD COM H8817H100   2,229 187,500 SH   SOLE   187,500 0 0
TRAVELERS COMPANIES, INC., THE COM 89417E109   1,759 14,779 SH   SOLE   14,779 0 0
TRIBUNE MEDIA COMPANY COM 896047503   3,103 79,200 SH   SOLE   79,200 0 0
TRIUMPH GROUP INC. COM 896818101   888 25,000 SH   SOLE   25,000 0 0
TUPPERWARE BRANDS CORPORATION COM 899896104   833 14,800 SH   SOLE   14,800 0 0
TWENTY-FIRST CENTURY FOX, INC. COM 90130A101   1,298 47,988 SH   SOLE   47,988 0 0
TWO HARBORS INVESTMENT CORP REIT 90187B101   568 66,300 SH   SOLE   66,300 0 0
TYSON FOODS INC. COM 902494103   6,861 102,721 SH   SOLE   102,721 0 0
U.S. BANCORP COM 902973304   2,646 65,621 SH   SOLE   65,621 0 0
ULTRAPAR PARTICIPACOES S.A. ADR 90400P101   1,357 61,675 SH   SOLE   61,675 0 0
UNION PACIFIC CORP. COM 907818108   6,783 77,742 SH   SOLE   77,742 0 0
UNITED COMMUNITY FINANCIAL CORP/OH COM 909839102   84 13,800 SH   SOLE   13,800 0 0
UNITED CONTINENTAL HOLDINGS INC. COM 910047109   2,347 57,200 SH   SOLE   57,200 0 0
UNITED PARCEL SERVICE INC. COM 911312106   2,017 18,725 SH   SOLE   18,725 0 0
UNITED RENTALS INC. COM 911363109   2,526 37,650 SH   SOLE   37,650 0 0
UNITED TECHNOLOGIES CORP. COM 913017109   2,734 26,662 SH   SOLE   26,662 0 0
UNITED THERAPEUTICS CORP COM 91307C102   1,808 17,070 SH   SOLE   17,070 0 0
UNITEDHEALTH GROUP INCORPORATED COM 91324P102   16,336 115,695 SH   SOLE   115,695 0 0
UNIVERSAL ELECTRONICS INC COM 913483103   318 4,400 SH   SOLE   4,400 0 0
UNUM GROUP COM 91529Y106   2,396 75,366 SH   SOLE   75,366 0 0
UPM-KYMMENE CORP. ADR 915436109   184 10,000 SH   SOLE   10,000 0 0
URBAN OUTFITTERS, INC. COM 917047102   1,709 62,160 SH   SOLE   62,160 0 0
USANA HEALTH SCIENCES, INC. COM 90328M107   312 2,800 SH   SOLE   2,800 0 0
USG CORP. COM 903293405   488 18,100 SH   SOLE   18,100 0 0
VALERO ENERGY CORP. COM 91913Y100   3,727 73,074 SH   SOLE   73,074 0 0
VALIDUS HOLDINGS LTD. COM G9319H102   884 18,200 SH   SOLE   18,200 0 0
VALLEY NATIONAL BANCORP COM 919794107   228 25,000 SH   SOLE   25,000 0 0
VALMONT INDUSTRIES INC. COM 920253101   1,980 14,640 SH   SOLE   14,640 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF ETF 921943858   2,646 74,840 SH   SOLE   74,840 0 0
VANGUARD FTSE EMERGING MARKETS ETF 922042858   1,965 55,800 SH   SOLE   55,800 0 0
VANGUARD TOTAL STOCK MARKET ETF ETF 922908769   300 2,800 SH   SOLE   2,800 0 0
VANTIV INC COM 92210H105   1,817 32,100 SH   SOLE   32,100 0 0
VARIAN MEDICAL SYSTEMS, INC. COM 92220P105   1,297 15,771 SH   SOLE   15,771 0 0
VCA ANTECH INC. COM 918194101   906 13,400 SH   SOLE   13,400 0 0
VECTOR GROUP LTD. COM 92240M108   220 9,800 SH   SOLE   9,800 0 0
VECTREN CORPORATION COM 92240G101   219 4,150 SH   SOLE   4,150 0 0
VEEVA SYSTEMS INC COM 922475108   628 18,400 SH   SOLE   18,400 0 0
VENTAS INC. REIT 92276F100   827 11,361 SH   SOLE   11,361 0 0
VERISIGN INC. COM 92343E102   2,708 31,320 SH   SOLE   31,320 0 0
VERISK ANALYTICS, INC. COM 92345Y106   632 7,800 SH   SOLE   7,800 0 0
VERIZON COMMUNICATIONS INC. COM 92343V104   13,373 239,487 SH   SOLE   239,487 0 0
VF CORP. COM 918204108   430 7,000 SH   SOLE   7,000 0 0
VIACOM INC. COM 92553P201   2,774 66,900 SH   SOLE   66,900 0 0
VIOLIN MEMORY INC CONV 92763AAB7   4,654 11,000,000 SH   SOLE   11,000,000 0 0
VISA INC. COM 92826C839   4,657 62,792 SH   SOLE   62,792 0 0
VISTA OUTDOOR INC COM 928377100   4,280 89,680 SH   SOLE   89,680 0 0
VISTEON CORPORATION COM 92839U206   1,023 15,550 SH   SOLE   15,550 0 0
VMWARE, INC. COM 928563402   1,366 23,880 SH   SOLE   23,880 0 0
VODAFONE GROUP PLC ADR 92857W308   411 13,300 SH   SOLE   13,300 0 0
VOYA FINANCIAL, INC. COM 929089100   250 10,100 SH   SOLE   10,100 0 0
VSE CORPORATION COM 918284100   341 5,100 SH   SOLE   5,100 0 0
VULCAN MATERIALS COMPANY COM 929160109   321 2,663 SH   SOLE   2,663 0 0
VWR CORP COM 91843L103   1,517 52,500 SH   SOLE   52,500 0 0
WABTEC CORPORATION COM 929740108   1,140 16,230 SH   SOLE   16,230 0 0
WAL-MART STORES, INC. COM 931142103   10,411 142,575 SH   SOLE   142,575 0 0
WALGREENS BOOTS ALLIANCE, INC. COM 931427108   1,587 19,063 SH   SOLE   19,063 0 0
WALT DISNEY COMPANY (THE) COM 254687106   5,429 55,504 SH   SOLE   55,504 0 0
WASTE MANAGEMENT, INC. COM 94106L109   1,601 24,158 SH   SOLE   24,158 0 0
WATERS CORPORATION COM 941848103   2,006 14,260 SH   SOLE   14,260 0 0
WATSCO, INC. COM 942622200   295 2,100 SH   SOLE   2,100 0 0
WEBSTER FINANCIAL CORPORATION COM 947890109   353 10,400 SH   SOLE   10,400 0 0
WEC ENERGY GROUP, INC. COM 92939U106   994 15,226 SH   SOLE   15,226 0 0
WELLCARE HEALTH PLANS INC. COM 94946T106   1,641 15,300 SH   SOLE   15,300 0 0
WELLS FARGO & COMPANY COM 949746101   8,798 185,890 SH   SOLE   185,890 0 0
WENDY'S CO. (THE) COM 95058W100   1,329 138,100 SH   SOLE   138,100 0 0
WESCO INTERNATIONAL, INC. COM 95082P105   1,328 25,800 SH   SOLE   25,800 0 0
WEST PHARMACEUTICAL SERVICES, INC. COM 955306105   1,601 21,100 SH   SOLE   21,100 0 0
WESTERN ALLIANCE BANCORPORATION COM 957638109   712 21,800 SH   SOLE   21,800 0 0
WESTERN DIGITAL CORPORATION COM 958102105   364 7,703 SH   SOLE   7,703 0 0
WESTERN GAS PARTNERS, LP COM 958254104   1,724 34,200 SH   SOLE   34,200 0 0
WESTERN REFINING, INC. COM 959319104   679 32,912 SH   SOLE   32,912 0 0
WESTERN UNION COMPANY, THE COM 959802109   5,194 270,815 SH   SOLE   270,815 0 0
WESTLAKE CHEMICAL CORPORATION COM 960413102   376 8,760 SH   SOLE   8,760 0 0
WESTROCK COMPANY COM 96145D105   276 7,112 SH   SOLE   7,112 0 0
WEX INC. COM 96208T104   290 3,270 SH   SOLE   3,270 0 0
WHIRLPOOL CORPORATION COM 963320106   2,661 15,967 SH   SOLE   15,967 0 0
WHITE MOUNTAINS INSURANCE GROUP, LTD. COM G9618E107   457 543 SH   SOLE   543 0 0
WHITING PETROLEUM CORP. CONV 966387AL6   11,869 15,000,000 SH   SOLE   15,000,000 0 0
WILLIAMS PARTNERS LP COM 96949L105   5,592 161,424 SH   SOLE   161,424 0 0
WILLIAMS-SONOMA, INC. COM 969904101   490 9,400 SH   SOLE   9,400 0 0
WINDSTREAM SERVICES, LLC COM 97382A200   1,440 155,300 SH   SOLE   155,300 0 0
WORLD FUEL SERVICES CORP. COM 981475106   290 6,100 SH   SOLE   6,100 0 0
WORTHINGTON INDUSTRIES, INC. COM 981811102   3,979 94,070 SH   SOLE   94,070 0 0
WRIGHT MEDICAL GROUP, INC. CONV 98235TAE7   8,681 9,500,000 SH   SOLE   9,500,000 0 0
WYNDHAM WORLDWIDE CORPORATION COM 98310W108   3,842 53,931 SH   SOLE   53,931 0 0
XCEL ENERGY INC. COM 98389B100   732 16,337 SH   SOLE   16,337 0 0
XEROX CORPORATION COM 984121103   1,764 185,874 SH   SOLE   185,874 0 0
XILINX, INC. COM 983919101   1,348 29,227 SH   SOLE   29,227 0 0
XL GROUP PLC COM G98290102   394 11,835 SH   SOLE   11,835 0 0
XYLEM INC. COM 98419M100   762 17,056 SH   SOLE   17,056 0 0
YUM! BRANDS INC. COM 988498101   2,878 34,711 SH   SOLE   34,711 0 0
ZIMMER BIOMET HOLDINGS, INC. COM 98956P102   354 2,939 SH   SOLE   2,939 0 0
ZIONS BANCORPORATION COM 989701107   360 14,340 SH   SOLE   14,340 0 0
ZOETIS INC. COM 98978V103   5,497 115,827 SH   SOLE   115,827 0 0
BABSON CAP PARTN INVS TRUST COM 05616B100   3,035 209,624 SH   SOLE   209,624 0 0
BABSON CAP CORPORATE INVS COM 05617K109   2,997 165,646 SH   SOLE   165,646 0 0
TCP CAPITAL CORP COM 87238Q103   24,275 1,603,372 SH   SOLE   1,603,372 0 0