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
3M CO. COM 88579Y101 3,528 20,017 SH   SOLE   20,017 0 0
A.O. SMITH CORPORATION COM 831865209 2,588 26,200 SH   SOLE   26,200 0 0
ABBOTT LABORATORIES COM 002824100 2,221 52,526 SH   SOLE   52,526 0 0
ABBVIE INC. COM 00287Y109 11,738 186,109 SH   SOLE   186,109 0 0
ACCENTURE PLC COM G1151C101 834 6,830 SH   SOLE   6,830 0 0
ACCO BRANDS CORP. COM 00081T108 317 32,900 SH   SOLE   32,900 0 0
ACE LIMITED COM H1467J104 2,567 20,429 SH   SOLE   20,429 0 0
ACTIVISION BLIZZARD, INC. COM 00507V109 1,617 36,500 SH   SOLE   36,500 0 0
ADELPHIA RECOVERY TRUST COM 00685R409 0 1,783,299 SH   SOLE   1,783,299 0 0
ADOBE SYSTEMS INC. COM 00724F101 2,265 20,865 SH   SOLE   20,865 0 0
ADVANCE AUTO PARTS, INC. COM 00751Y106 686 4,600 SH   SOLE   4,600 0 0
AECOM COM 00766T100 794 26,711 SH   SOLE   26,711 0 0
AES CORP., THE COM 00130H105 2,039 158,664 SH   SOLE   158,664 0 0
AETNA INC. COM 00817Y108 2,294 19,870 SH   SOLE   19,870 0 0
AFFILIATED MANAGERS GROUP, INC. COM 008252108 203 1,400 SH   SOLE   1,400 0 0
AFLAC INC. COM 001055102 4,127 57,417 SH   SOLE   57,417 0 0
AGCO CORP. COM 001084102 2,366 47,970 SH   SOLE   47,970 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101 925 19,636 SH   SOLE   19,636 0 0
AGRIUM INC. COM 008916108 1,495 16,485 SH   SOLE   16,485 0 0
AIR LEASE CORP. COM 00912X302 1,035 36,200 SH   SOLE   36,200 0 0
AIR PRODUCTS AND CHEMICALS INC. COM 009158106 1,029 6,845 SH   SOLE   6,845 0 0
ALASKA AIR GROUP INC. COM 011659109 3,622 55,000 SH   SOLE   55,000 0 0
ALBEMARLE CORP. COM 012653101 274 3,200 SH   SOLE   3,200 0 0
ALCOA INC. COM 013817101 393 38,717 SH   SOLE   38,717 0 0
ALIGN TECHNOLOGY, INC. COM 016255101 338 3,600 SH   SOLE   3,600 0 0
ALLEGION PLC COM G0176J109 4,605 66,833 SH   SOLE   66,833 0 0
ALLERGAN PLC COM G0177J108 209 909 SH   SOLE   909 0 0
ALLERGAN PLC CONV G0177J116 11,872 14,500 SH   SOLE   14,500 0 0
ALLIANCE DATA SYSTEMS CORPORATION COM 018581108 215 1,000 SH   SOLE   1,000 0 0
ALLIANCE RESOURCE PARTNERS, L.P. COM 01877R108 1,993 89,864 SH   SOLE   89,864 0 0
ALLIED WORLD ASSURANCE COMPANY HOLDINGS, AG COM H01531104 483 11,960 SH   SOLE   11,960 0 0
ALLISON TRANSMISSION HOLDINGS, INC COM 01973R101 2,479 86,450 SH   SOLE   86,450 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS, INC. COM 01988P108 281 21,300 SH   SOLE   21,300 0 0
ALLSTATE CORP. COM 020002101 1,302 18,821 SH   SOLE   18,821 0 0
ALLY FINANCIAL INC. COM 02005N100 278 14,300 SH   SOLE   14,300 0 0
ALPHABET INC. COM 02079K107 12,449 16,016 SH   SOLE   16,016 0 0
ALPHABET INC. COM 02079K305 15,674 19,493 SH   SOLE   19,493 0 0
ALTRIA GROUP INC. COM 02209S103 3,008 47,570 SH   SOLE   47,570 0 0
AMAZON.COM INC. COM 023135106 16,861 20,137 SH   SOLE   20,137 0 0
AMC NETWORKS INC. COM 00164V103 503 9,700 SH   SOLE   9,700 0 0
AMDOCS LTD. COM G02602103 2,678 46,300 SH   SOLE   46,300 0 0
AMERICAN AIRLINES GROUP INC. COM 02376R102 2,581 70,500 SH   SOLE   70,500 0 0
AMERICAN ELECTRIC POWER CO. INC. COM 025537101 1,150 17,911 SH   SOLE   17,911 0 0
AMERICAN EXPRESS COMPANY COM 025816109 2,833 44,237 SH   SOLE   44,237 0 0
AMERICAN INTERNATIONAL GROUP INC. COM 026874784 3,036 51,159 SH   SOLE   51,159 0 0
AMERICAN VANGUARD CORP. COM 030371108 202 12,600 SH   SOLE   12,600 0 0
AMERICAN WATER WORKS CO. INC. COM 030420103 1,912 25,550 SH   SOLE   25,550 0 0
AMERIGAS PARTNERS, L.P. COM 030975106 409 8,949 SH   SOLE   8,949 0 0
AMERIPRISE FINANCIAL INC. COM 03076C106 392 3,931 SH   SOLE   3,931 0 0
AMERISOURCEBERGEN CORP. COM 03073E105 2,213 27,397 SH   SOLE   27,397 0 0
AMGEN INC. COM 031162100 10,732 64,336 SH   SOLE   64,336 0 0
AMKOR TECHNOLOGY INC. COM 031652100 123 12,700 SH   SOLE   12,700 0 0
AMSURG CORP. COM 03232P405 744 11,100 SH   SOLE   11,100 0 0
AMTECH SYSTEMS INC COM 032332504 450 90,808 SH   SOLE   90,808 0 0
AMTRUST FINANCIAL SERVICES, INC. COM 032359309 1,551 57,800 SH   SOLE   57,800 0 0
ANADARKO PETROLEUM CORP. CONV 032511404 15,001 360,000 SH   SOLE   360,000 0 0
ANALOG DEVICES INC. COM 032654105 304 4,713 SH   SOLE   4,713 0 0
ANSYS, INC. COM 03662Q105 445 4,800 SH   SOLE   4,800 0 0
ANTERO MIDSTREAM PARTNERS LP COM 03673L103 352 13,200 SH   SOLE   13,200 0 0
ANTERO RESOURCES CORPORATION COM 03674X106 4,566 169,428 SH   SOLE   169,428 0 0
ANTHEM, INC. COM 036752103 2,745 21,904 SH   SOLE   21,904 0 0
AON PLC COM G0408V102 1,200 10,671 SH   SOLE   10,671 0 0
APACHE CORP. COM 037411105 1,606 25,147 SH   SOLE   25,147 0 0
APPLE INC. COM 037833100 36,906 326,456 SH   SOLE   326,456 0 0
APPLIED MATERIALS INC. COM 038222105 3,103 102,906 SH   SOLE   102,906 0 0
ARCELORMITTAL ADR 03938L104 487 80,600 SH   SOLE   80,600 0 0
ARCH CAPITAL GROUP LTD. COM G0450A105 404 5,100 SH   SOLE   5,100 0 0
ARCHER DANIELS MIDLAND CO. COM 039483102 4,400 104,338 SH   SOLE   104,338 0 0
ARCHROCK PARTNERS, L.P. COM 03957U100 2,660 180,700 SH   SOLE   180,700 0 0
ARGAN INC COM 04010E109 450 7,600 SH   SOLE   7,600 0 0
ARMSTRONG FLOORING INC COM 04238R106 1,672 88,540 SH   SOLE   88,540 0 0
ARRIS INTERNATIONAL PLC COM G0551A103 1,009 35,600 SH   SOLE   35,600 0 0
ARROW ELECTRONICS INC. COM 042735100 793 12,400 SH   SOLE   12,400 0 0
ASSURANT INC. COM 04621X108 1,346 14,596 SH   SOLE   14,596 0 0
ASSURED GUARANTY, LTD. COM G0585R106 899 32,400 SH   SOLE   32,400 0 0
AT&T INC. COM 00206R102 10,083 248,297 SH   SOLE   248,297 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC. COM 049164205 338 7,900 SH   SOLE   7,900 0 0
AUTOMATIC DATA PROCESSING INC. COM 053015103 574 6,510 SH   SOLE   6,510 0 0
AUTOZONE INC. COM 053332102 1,320 1,718 SH   SOLE   1,718 0 0
AVERY DENNISON CORP. COM 053611109 3,314 42,597 SH   SOLE   42,597 0 0
BABCOCK & WILCOX COMPANY (THE) COM 05605H100 1,182 30,800 SH   SOLE   30,800 0 0
BAKER HUGHES INC. COM 057224107 238 4,708 SH   SOLE   4,708 0 0
BALL CORPORATION COM 058498106 2,739 33,422 SH   SOLE   33,422 0 0
BANK OF AMERICA CORPORATION COM 060505104 8,863 566,313 SH   SOLE   566,313 0 0
BANK OF MONTREAL COM 063671101 282 4,300 SH   SOLE   4,300 0 0
BANK OF NEW YORK MELLON CORP. COM 064058100 696 17,452 SH   SOLE   17,452 0 0
BAXTER INTERNATIONAL INC. COM 071813109 4,832 101,503 SH   SOLE   101,503 0 0
BB&T CORPORATION COM 054937107 1,411 37,397 SH   SOLE   37,397 0 0
BECTON DICKINSON & CO. COM 075887109 1,079 6,001 SH   SOLE   6,001 0 0
BELDEN INC. COM 077454106 221 3,200 SH   SOLE   3,200 0 0
BEMIS CO. INC. COM 081437105 391 7,660 SH   SOLE   7,660 0 0
BENEFICIAL BANCORP, INC. COM 08171T102 2,460 167,200 SH   SOLE   167,200 0 0
BERKSHIRE HATHAWAY INC. COM 084670702 5,092 35,249 SH   SOLE   35,249 0 0
BERRY PLASTICS GROUP, INC COM 08579W103 434 9,900 SH   SOLE   9,900 0 0
BEST BUY CO. INC. COM 086516101 3,287 86,100 SH   SOLE   86,100 0 0
BHP BILLITON LTD. ADR 088606108 4,858 140,215 SH   SOLE   140,215 0 0
BIOGEN INC. COM 09062X103 3,367 10,756 SH   SOLE   10,756 0 0
BLACKROCK, INC. COM 09247X101 729 2,010 SH   SOLE   2,010 0 0
BOARDWALK PIPELINE PARTNERS LP COM 096627104 2,243 130,700 SH   SOLE   130,700 0 0
BOEING CO. COM 097023105 8,660 65,738 SH   SOLE   65,738 0 0
BOSTON SCIENTIFIC CORP. COM 101137107 1,652 69,421 SH   SOLE   69,421 0 0
BOYD GAMING CORPORATION COM 103304101 281 14,200 SH   SOLE   14,200 0 0
BRISTOL-MYERS SQUIBB CO. COM 110122108 4,172 77,379 SH   SOLE   77,379 0 0
BROADCOM LTD. COM Y09827109 1,687 9,780 SH   SOLE   9,780 0 0
BROCADE COMMUNICATIONS SYSTEMS INC. COM 111621306 570 61,800 SH   SOLE   61,800 0 0
BROOKFIELD ASSET MANAGEMENT INC. COM 112585104 396 11,250 SH   SOLE   11,250 0 0
BROWN & BROWN, INC. COM 115236101 577 15,300 SH   SOLE   15,300 0 0
BRUNSWICK CORP/DE COM 117043109 1,068 21,900 SH   SOLE   21,900 0 0
BUCKEYE PARTNERS L.P. COM 118230101 1,403 19,600 SH   SOLE   19,600 0 0
BUNGE LTD. COM G16962105 1,302 21,985 SH   SOLE   21,985 0 0
BURLINGTON STORES INC. COM 122017106 227 2,800 SH   SOLE   2,800 0 0
C.H. ROBINSON WORLDWIDE, INC. COM 12541W209 731 10,374 SH   SOLE   10,374 0 0
C.R. BARD, INC. COM 067383109 833 3,716 SH   SOLE   3,716 0 0
CA, INC. COM 12673P105 2,896 87,548 SH   SOLE   87,548 0 0
CABLE ONE, INC. COM 12685J105 2,481 4,248 SH   SOLE   4,248 0 0
CABOT CORP. COM 127055101 550 10,500 SH   SOLE   10,500 0 0
CABOT OIL & GAS CORPORATION COM 127097103 886 34,340 SH   SOLE   34,340 0 0
CACI INTERNATIONAL INC. COM 127190304 454 4,500 SH   SOLE   4,500 0 0
CADENCE DESIGN SYSTEMS, INC. COM 127387108 1,940 76,000 SH   SOLE   76,000 0 0
CAL-MAINE FOODS, INC. COM 128030202 200 5,200 SH   SOLE   5,200 0 0
CAMPBELL SOUP COMPANY COM 134429109 366 6,689 SH   SOLE   6,689 0 0
CANADIAN NATURAL RESOURCES LTD. COM 136385101 1,402 43,760 SH   SOLE   43,760 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105 1,477 20,567 SH   SOLE   20,567 0 0
CAPITAL PRODUCT PARTNERS L.P. COM Y11082107 74 22,600 SH   SOLE   22,600 0 0
CARDINAL HEALTH INC. COM 14149Y108 1,704 21,933 SH   SOLE   21,933 0 0
CARDTRONICS INC. CONV 14161HAG3 8,631 8,200,000 SH   SOLE   8,200,000 0 0
CARLISLE COMPANIES INCORPORATED COM 142339100 1,541 15,020 SH   SOLE   15,020 0 0
CASEY'S GENERAL STORES, INC. COM 147528103 1,110 9,240 SH   SOLE   9,240 0 0
CATERPILLAR INC. COM 149123101 3,216 36,225 SH   SOLE   36,225 0 0
CBRE GROUP INC. COM 12504L109 436 15,585 SH   SOLE   15,585 0 0
CBS CORP. COM 124857202 1,469 26,827 SH   SOLE   26,827 0 0
CDK GLOBAL, INC. COM 12508E101 4,316 75,250 SH   SOLE   75,250 0 0
CECO ENVIRONMENTAL CORP COM 125141101 177 15,656 SH   SOLE   15,656 0 0
CELANESE CORPORATION COM 150870103 2,836 42,610 SH   SOLE   42,610 0 0
CELGENE CORP. COM 151020104 2,535 24,254 SH   SOLE   24,254 0 0
CENGAGE LEARNING HOLDINGS II L.P. COM 15136X102 7,418 341,054 SH   SOLE   341,054 0 0
CENTENE CORPORATION COM 15135B101 1,956 29,211 SH   SOLE   29,211 0 0
CENTERPOINT ENERGY INC. COM 15189T107 222 9,566 SH   SOLE   9,566 0 0
CENTRAL PACIFIC FINANCIAL CORP COM 154760409 202 8,000 SH   SOLE   8,000 0 0
CENTURYLINK, INC. COM 156700106 2,304 83,989 SH   SOLE   83,989 0 0
CHARLES RIVER LABORATORIES INTERNATIONAL INC. COM 159864107 742 8,900 SH   SOLE   8,900 0 0
CHARLES SCHWAB CORP. COM 808513105 730 23,134 SH   SOLE   23,134 0 0
CHARTER COMMUNICATIONS INC. COM 16119P108 1,036 3,837 SH   SOLE   3,837 0 0
CHASE PACKAGING CORP. COM 161635107 0 19,082 SH   SOLE   19,082 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LTD COM M22465104 435 5,600 SH   SOLE   5,600 0 0
CHEMICAL FINANCIAL CORP. COM 163731102 296 6,700 SH   SOLE   6,700 0 0
CHESAPEAKE ENERGY CORP. CONV 165167CA3 1,185 1,192,000 SH   SOLE   1,192,000 0 0
CHEVRON CORPORATION COM 166764100 9,314 90,495 SH   SOLE   90,495 0 0
CHOICE HOTELS INTERNATIONAL INC. COM 169905106 1,339 29,700 SH   SOLE   29,700 0 0
CHURCH & DWIGHT COMPANY, INC. COM 171340102 816 17,020 SH   SOLE   17,020 0 0
CHURCHILL DOWNS INC. COM 171484108 394 2,690 SH   SOLE   2,690 0 0
CINCINNATI FINANCIAL CORP. COM 172062101 1,015 13,463 SH   SOLE   13,463 0 0
CINEMARK HOLDINGS INC. COM 17243V102 371 9,700 SH   SOLE   9,700 0 0
CINTAS CORP. COM 172908105 667 5,927 SH   SOLE   5,927 0 0
CIRRUS LOGIC, INC. COM 172755100 590 11,100 SH   SOLE   11,100 0 0
CISCO SYSTEMS INC. COM 17275R102 7,025 221,466 SH   SOLE   221,466 0 0
CITIGROUP INC. COM 172967424 13,457 284,921 SH   SOLE   284,921 0 0
CITIZENS FINANCIAL GROUP, INC. COM 174610105 2,518 101,900 SH   SOLE   101,900 0 0
CITRIX SYSTEMS INC. COM 177376100 3,479 40,822 SH   SOLE   40,822 0 0
CITRIX SYSTEMS INC. CONV 177376AD2 7,112 6,290,000 SH   SOLE   6,290,000 0 0
CLEAN ENERGY FUELS CORP. COM 184499101 894 200,000 SH   SOLE   200,000 0 0
CLEAR CHANNEL OUTDOOR HOLDINGS, INC. COM 18451C109 508 87,000 SH   SOLE   87,000 0 0
CLOROX CO. COM 189054109 1,570 12,540 SH   SOLE   12,540 0 0
CME GROUP INC. COM 12572Q105 1,171 11,205 SH   SOLE   11,205 0 0
CMS ENERGY CORP. COM 125896100 820 19,513 SH   SOLE   19,513 0 0
COACH, INC. COM 189754104 1,584 43,313 SH   SOLE   43,313 0 0
COCA-COLA CO., THE COM 191216100 3,873 91,514 SH   SOLE   91,514 0 0
COCA-COLA EUROPEAN PARTNERS PLC COM G25839104 697 17,463 SH   SOLE   17,463 0 0
COGNEX CORPORATION COM 192422103 930 17,600 SH   SOLE   17,600 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION COM 192446102 1,630 34,174 SH   SOLE   34,174 0 0
COLGATE-PALMOLIVE CO. COM 194162103 2,090 28,192 SH   SOLE   28,192 0 0
COLUMBIA PIPELINE PARTNERS LP COM 198281107 1,617 100,200 SH   SOLE   100,200 0 0
COLUMBUS MCKINNON CORP. COM 199333105 626 35,100 SH   SOLE   35,100 0 0
COMCAST CORP. COM 20030N101 9,042 136,293 SH   SOLE   136,293 0 0
COMERICA INC. COM 200340107 215 4,545 SH   SOLE   4,545 0 0
COMMERCE BANCSHARES INC. COM 200525103 203 4,111 SH   SOLE   4,111 0 0
COMPANIA DE MINAS BUENAVENTURA S.A. ADR 204448104 693 50,100 SH   SOLE   50,100 0 0
CONAGRA FOODS INC. COM 205887102 3,564 75,658 SH   SOLE   75,658 0 0
CONCHO RESOURCES INC. COM 20605P101 729 5,310 SH   SOLE   5,310 0 0
CONOCOPHILLIPS COM 20825C104 5,979 137,542 SH   SOLE   137,542 0 0
CONSOLIDATED EDISON INC. COM 209115104 1,367 18,151 SH   SOLE   18,151 0 0
CONSTELLATION BRANDS INC. COM 21036P108 518 3,114 SH   SOLE   3,114 0 0
COPA HOLDINGS SA COM P31076105 791 9,000 SH   SOLE   9,000 0 0
CORE LABORATORIES NV COM N22717107 917 8,167 SH   SOLE   8,167 0 0
CORELOGIC INC. COM 21871D103 1,161 29,600 SH   SOLE   29,600 0 0
CORNING INC. COM 219350105 2,915 123,241 SH   SOLE   123,241 0 0
COSTCO WHOLESALE CORP. COM 22160K105 2,896 18,988 SH   SOLE   18,988 0 0
CREDIT ACCEPTANCE CORP. COM 225310101 623 3,100 SH   SOLE   3,100 0 0
CREE, INC. COM 225447101 213 8,300 SH   SOLE   8,300 0 0
CROWN HOLDINGS INC. COM 228368106 851 14,900 SH   SOLE   14,900 0 0
CUMMINS INC. COM 231021106 3,115 24,308 SH   SOLE   24,308 0 0
CVR PARTNERS, LP COM 126633106 987 186,319 SH   SOLE   186,319 0 0
CVS HEALTH CORPORATION COM 126650100 6,543 73,527 SH   SOLE   73,527 0 0
D.R. HORTON INC. COM 23331A109 656 21,706 SH   SOLE   21,706 0 0
DANAHER CORP. COM 235851102 5,311 67,748 SH   SOLE   67,748 0 0
DARDEN RESTAURANTS INC. COM 237194105 1,308 21,327 SH   SOLE   21,327 0 0
DARLING INTERNATIONAL INC. COM 237266101 170 12,600 SH   SOLE   12,600 0 0
DAVITA INC COM 23918K108 941 14,236 SH   SOLE   14,236 0 0
DCP MIDSTREAM PARTNERS LP COM 23311P100 2,253 63,770 SH   SOLE   63,770 0 0
DEERE & COMPANY COM 244199105 3,306 38,731 SH   SOLE   38,731 0 0
DELL TECHNOLOGIES INC COM 24703L103 273 5,714 SH   SOLE   5,714 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 364 5,100 SH   SOLE   5,100 0 0
DELTA AIR LINES INC. COM 247361702 2,932 74,497 SH   SOLE   74,497 0 0
DENTSPLY SIRONA INC. COM 24906P109 1,137 19,129 SH   SOLE   19,129 0 0
DEVON ENERGY CORP. COM 25179M103 499 11,314 SH   SOLE   11,314 0 0
DIAMOND OFFSHORE DRILLING INC. COM 25271C102 899 51,063 SH   SOLE   51,063 0 0
DILLARD'S INC. COM 254067101 512 8,120 SH   SOLE   8,120 0 0
DISCOVER FINANCIAL SERVICES INC. COM 254709108 3,098 54,778 SH   SOLE   54,778 0 0
DISCOVERY COMMUNICATIONS INC. COM 25470F104 3,241 120,400 SH   SOLE   120,400 0 0
DISCOVERY COMMUNICATIONS INC. COM 25470F302 2,855 108,500 SH   SOLE   108,500 0 0
DISH NETWORK CORP. COM 25470M109 1,517 27,700 SH   SOLE   27,700 0 0
DOLBY LABORATORIES, INC. COM 25659T107 608 11,200 SH   SOLE   11,200 0 0
DOLLAR GENERAL CORP. COM 256677105 875 12,500 SH   SOLE   12,500 0 0
DOMINION RESOURCES INC. COM 25746U109 541 7,278 SH   SOLE   7,278 0 0
DOMINO'S PIZZA, INC. COM 25754A201 439 2,890 SH   SOLE   2,890 0 0
DOMTAR CORP. COM 257559203 323 8,700 SH   SOLE   8,700 0 0
DONALDSON CO INC COM 257651109 406 10,875 SH   SOLE   10,875 0 0
DORMAN PRODUCTS, INC. COM 258278100 345 5,400 SH   SOLE   5,400 0 0
DOUGLAS DYNAMICS INC. COM 25960R105 399 12,500 SH   SOLE   12,500 0 0
DOVER CORP. COM 260003108 403 5,476 SH   SOLE   5,476 0 0
DOW CHEMICAL CO., THE COM 260543103 4,570 88,176 SH   SOLE   88,176 0 0
DR PEPPER SNAPPLE GROUP INC. COM 26138E109 2,823 30,914 SH   SOLE   30,914 0 0
DREW INDUSTRIES, INC. COM 26168L205 3,411 34,800 SH   SOLE   34,800 0 0
DST SYSTEMS, INC. COM 233326107 317 2,690 SH   SOLE   2,690 0 0
DTE ENERGY COMPANY COM 233331107 1,282 13,682 SH   SOLE   13,682 0 0
DUKE ENERGY CORP. COM 26441C204 2,320 28,990 SH   SOLE   28,990 0 0
DUN & BRADSTREET CORP. (THE) COM 26483E100 3,256 23,835 SH   SOLE   23,835 0 0
E*TRADE FINANCIAL CORP. COM 269246401 2,107 72,354 SH   SOLE   72,354 0 0
E.I. DU PONT DE NEMOURS AND COMPANY COM 263534109 4,235 63,231 SH   SOLE   63,231 0 0
EASTMAN CHEMICAL CO. COM 277432100 3,508 51,836 SH   SOLE   51,836 0 0
EATON CORPORATION PLC COM G29183103 1,664 25,320 SH   SOLE   25,320 0 0
EATON VANCE CORP. COM 278265103 574 14,700 SH   SOLE   14,700 0 0
EBAY INC. COM 278642103 4,085 124,172 SH   SOLE   124,172 0 0
EBIX INC COM 278715206 438 7,700 SH   SOLE   7,700 0 0
ECHOSTAR CORPORATION COM 278768106 373 8,500 SH   SOLE   8,500 0 0
ECOLAB INC. COM 278865100 1,059 8,704 SH   SOLE   8,704 0 0
EDGEWELL PERSONAL CARE CO. COM 28035Q102 499 6,280 SH   SOLE   6,280 0 0
EDISON INTERNATIONAL COM 281020107 1,340 18,540 SH   SOLE   18,540 0 0
EDWARDS LIFESCIENCES CORP. COM 28176E108 1,051 8,720 SH   SOLE   8,720 0 0
ELECTRONIC ARTS INC. COM 285512109 4,050 47,423 SH   SOLE   47,423 0 0
ELI LILLY & CO. COM 532457108 1,093 13,621 SH   SOLE   13,621 0 0
EMERSON ELECTRIC CO. COM 291011104 1,424 26,122 SH   SOLE   26,122 0 0
ENBRIDGE ENERGY PARTNERS L.P. COM 29250R106 3,738 146,975 SH   SOLE   146,975 0 0
ENCANA CORP COM 292505104 511 48,800 SH   SOLE   48,800 0 0
ENDO INTERNATIONAL PLC COM G30401106 2,692 133,600 SH   SOLE   133,600 0 0
ENDURANCE SPECIALTY HOLDINGS LTD. COM G30397106 249 3,800 SH   SOLE   3,800 0 0
ENERGIZER HOLDINGS INC. COM 29272W109 5,049 101,070 SH   SOLE   101,070 0 0
ENERGY TRANSFER PARTNERS LP COM 29273R109 10,987 296,937 SH   SOLE   296,937 0 0
ENI SPA ADR 26874R108 1,175 40,700 SH   SOLE   40,700 0 0
ENSCO PLC COM G3157S106 456 53,600 SH   SOLE   53,600 0 0
ENTERGY CORP COM 29364G103 3,024 39,409 SH   SOLE   39,409 0 0
ENTERPRISE PRODUCTS PARTNERS L.P. COM 293792107 9,625 348,359 SH   SOLE   348,359 0 0
EQT CORPORATION COM 26884L109 1,048 14,426 SH   SOLE   14,426 0 0
EQT MIDSTREAM PARTNERS LP COM 26885B100 2,065 27,100 SH   SOLE   27,100 0 0
EQUIFAX INC. COM 294429105 4,472 33,228 SH   SOLE   33,228 0 0
ERIE INDEMNITY COMPANY COM 29530P102 234 2,290 SH   SOLE   2,290 0 0
ESSEX RENTAL CORPORATION COM 297187106 51 189,350 SH   SOLE   189,350 0 0
ESTEE LAUDER COMPANIES INC. (THE) COM 518439104 1,839 20,766 SH   SOLE   20,766 0 0
EVEREST RE GROUP LTD. COM G3223R108 486 2,560 SH   SOLE   2,560 0 0
EVERSOURCE ENERGY COM 30040W108 207 3,815 SH   SOLE   3,815 0 0
EXELON CORP. COM 30161N101 2,794 83,938 SH   SOLE   83,938 0 0
EXPEDIA INC. COM 30212P303 1,076 9,222 SH   SOLE   9,222 0 0
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC. COM 302130109 1,618 31,410 SH   SOLE   31,410 0 0
EXPRESS SCRIPTS HOLDING COMPANY COM 30219G108 5,017 71,126 SH   SOLE   71,126 0 0
EXXONMOBIL CORP. COM 30231G102 19,135 219,236 SH   SOLE   219,236 0 0
F5 NETWORKS, INC. COM 315616102 5,192 41,656 SH   SOLE   41,656 0 0
FACEBOOK INC COM 30303M102 11,824 92,180 SH   SOLE   92,180 0 0
FAIR ISAAC CORP. COM 303250104 336 2,700 SH   SOLE   2,700 0 0
FEDERATED INVESTORS, INC. COM 314211103 986 33,280 SH   SOLE   33,280 0 0
FEDEX CORP. COM 31428X106 2,864 16,396 SH   SOLE   16,396 0 0
FIBRIA CELULOSE S.A. ADR 31573A109 292 41,300 SH   SOLE   41,300 0 0
FIDELITY NATIONAL INFORMATION SERVICES INC. COM 31620M106 1,861 24,160 SH   SOLE   24,160 0 0
FIESTA RESTAURANT GROUP INC. COM 31660B101 1,935 80,618 SH   SOLE   80,618 0 0
FIFTH THIRD BANCORP COM 316773100 3,137 153,302 SH   SOLE   153,302 0 0
FIRST CITIZENS BANCSHARES, INC. COM 31946M103 226 770 SH   SOLE   770 0 0
FIRST DATA CORPORATION COM 32008D106 358 27,200 SH   SOLE   27,200 0 0
FIRST REPUBLIC BANK COM 33616C100 756 9,800 SH   SOLE   9,800 0 0
FIRST SOLAR INC. COM 336433107 1,564 39,600 SH   SOLE   39,600 0 0
FIRSTCASH, INC. COM 33767D105 407 8,652 SH   SOLE   8,652 0 0
FIRSTENERGY CORP. COM 337932107 227 6,873 SH   SOLE   6,873 0 0
FISERV INC. COM 337738108 1,986 19,970 SH   SOLE   19,970 0 0
FLIR SYSTEMS, INC. COM 302445101 1,021 32,487 SH   SOLE   32,487 0 0
FLUOR CORP. COM 343412102 978 19,056 SH   SOLE   19,056 0 0
FMC CORP. COM 302491303 2,132 44,100 SH   SOLE   44,100 0 0
FMC TECHNOLOGIES INC. COM 30249U101 442 14,912 SH   SOLE   14,912 0 0
FOOT LOCKER INC. COM 344849104 1,646 24,300 SH   SOLE   24,300 0 0
FORD MOTOR CO. COM 345370860 2,947 244,175 SH   SOLE   244,175 0 0
FORTIVE CORPORATION COM 34959J108 1,144 22,474 SH   SOLE   22,474 0 0
FORTUNE BRANDS HOME & SECURITY, INC. COM 34964C106 941 16,200 SH   SOLE   16,200 0 0
FRANK'S INTERNATIONAL NV COM N33462107 278 21,400 SH   SOLE   21,400 0 0
FRANKLIN RESOURCES INC. COM 354613101 1,093 30,735 SH   SOLE   30,735 0 0
FREEPORT-MCMORAN INC. COM 35671D857 987 90,868 SH   SOLE   90,868 0 0
FRONTIER COMMUNICATIONS CORP. COM 35906A108 2,042 490,915 SH   SOLE   490,915 0 0
GAP INC., THE COM 364760108 3,167 142,395 SH   SOLE   142,395 0 0
GARMIN LTD COM H2906T109 1,645 34,200 SH   SOLE   34,200 0 0
GARTNER, INC. COM 366651107 345 3,900 SH   SOLE   3,900 0 0
GCP APPLIED TECHNOLOGIES INC. COM 36164Y101 3,588 126,700 SH   SOLE   126,700 0 0
GENERAL DYNAMICS CORP. COM 369550108 746 4,810 SH   SOLE   4,810 0 0
GENERAL ELECTRIC CO. COM 369604103 23,446 791,562 SH   SOLE   791,562 0 0
GENERAL MILLS INC. COM 370334104 2,633 41,216 SH   SOLE   41,216 0 0
GENERAL MOTORS COMPANY COM 37045V100 3,101 97,600 SH   SOLE   97,600 0 0
GENESIS ENERGY, L.P. COM 371927104 3,087 81,300 SH   SOLE   81,300 0 0
GENPACT LIMITED COM G3922B107 398 16,600 SH   SOLE   16,600 0 0
GENTEX CORPORATION COM 371901109 522 29,720 SH   SOLE   29,720 0 0
GENUINE PARTS CO COM 372460105 620 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 245 6,600 SH   SOLE   6,600 0 0
GILEAD SCIENCES, INC. COM 375558103 10,184 128,722 SH   SOLE   128,722 0 0
GLOBAL PARTNERS LP COM 37946R109 530 32,810 SH   SOLE   32,810 0 0
GLOBAL PAYMENTS, INC. COM 37940X102 3,040 39,610 SH   SOLE   39,610 0 0
GOGO INC. CONV 38046CAB5 8,522 11,250,000 SH   SOLE   11,250,000 0 0
GOLAR LNG PARTNERS LP COM Y2745C102 1,146 58,368 SH   SOLE   58,368 0 0
GOLD FIELDS LTD. ADR 38059T106 142 29,340 SH   SOLE   29,340 0 0
GOLDMAN SACHS GROUP INC., THE COM 38141G104 5,052 31,328 SH   SOLE   31,328 0 0
GOODYEAR TIRE & RUBBER COMPANY (THE) COM 382550101 2,139 66,212 SH   SOLE   66,212 0 0
GRAPHIC PACKAGING HOLDING CO. COM 388689101 140 10,000 SH   SOLE   10,000 0 0
GREAT PLAINS ENERGY INC. COM 391164100 342 12,537 SH   SOLE   12,537 0 0
GREAT WESTERN BANCORP INC. COM 391416104 200 6,000 SH   SOLE   6,000 0 0
GREEN PLAINS INC. CONV 393222AD6 4,848 3,500,000 SH   SOLE   3,500,000 0 0
GROUPON INC COM 399473107 234 45,400 SH   SOLE   45,400 0 0
HALLADOR ENERGY CO COM 40609P105 492 62,377 SH   SOLE   62,377 0 0
HALLIBURTON CO. COM 406216101 1,151 25,638 SH   SOLE   25,638 0 0
HALYARD HEALTH, INC. COM 40650V100 211 6,100 SH   SOLE   6,100 0 0
HARLEY-DAVIDSON INC. COM 412822108 290 5,510 SH   SOLE   5,510 0 0
HARMAN INTERNATIONAL INDUSTRIES INC. COM 413086109 303 3,583 SH   SOLE   3,583 0 0
HARRIS CORP. COM 413875105 4,879 53,257 SH   SOLE   53,257 0 0
HARTFORD FINANCIAL SERVICES GROUP INC., THE COM 416515104 404 9,432 SH   SOLE   9,432 0 0
HASBRO INC. COM 418056107 712 8,978 SH   SOLE   8,978 0 0
HAWAIIAN HOLDINGS INC. COM 419879101 515 10,600 SH   SOLE   10,600 0 0
HCA HOLDINGS, INC. COM 40412C101 3,524 46,600 SH   SOLE   46,600 0 0
HELMERICH & PAYNE, INC. COM 423452101 976 14,500 SH   SOLE   14,500 0 0
HERBALIFE LTD. COM G4412G101 1,418 22,880 SH   SOLE   22,880 0 0
HERCULES INC. CONV 427056BC9 7,706 8,846 SH   SOLE   8,846 0 0
HERSHEY COMPANY (THE) COM 427866108 284 2,966 SH   SOLE   2,966 0 0
HERTZ RENTAL CAR HOLDINGS CO INC COM 42806J106 394 9,800 SH   SOLE   9,800 0 0
HESS CORP COM 42809H107 1,640 30,579 SH   SOLE   30,579 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 6,614 290,737 SH   SOLE   290,737 0 0
HOLLYFRONTIER CORP. COM 436106108 573 23,400 SH   SOLE   23,400 0 0
HOLOGIC INC. COM 436440101 1,429 36,800 SH   SOLE   36,800 0 0
HOME DEPOT INC. COM 437076102 12,375 96,167 SH   SOLE   96,167 0 0
HONEYWELL INTERNATIONAL INC. COM 438516106 7,295 62,567 SH   SOLE   62,567 0 0
HORMEL FOODS CORP. COM 440452100 1,222 32,220 SH   SOLE   32,220 0 0
HORNBECK OFFSHORE SERVICES INC. CONV 440543AN6 12,201 21,405,000 SH   SOLE   21,405,000 0 0
HP INC. COM 40434L105 3,142 202,337 SH   SOLE   202,337 0 0
HUMANA INC. COM 444859102 1,128 6,379 SH   SOLE   6,379 0 0
HUNTINGTON BANCSHARES INC. COM 446150104 840 85,181 SH   SOLE   85,181 0 0
HUNTINGTON INGALLS INDUSTRIES INC. COM 446413106 4,250 27,700 SH   SOLE   27,700 0 0
HUNTSMAN CORP. COM 447011107 1,051 64,600 SH   SOLE   64,600 0 0
HYATT HOTELS CORP. COM 448579102 1,093 22,200 SH   SOLE   22,200 0 0
IDEXX LABORATORIES, INC. COM 45168D104 1,534 13,610 SH   SOLE   13,610 0 0
IHS MARKIT LTD. COM G47567105 1,086 28,914 SH   SOLE   28,914 0 0
ILLINOIS TOOL WORKS INC. COM 452308109 3,091 25,795 SH   SOLE   25,795 0 0
INGERSOLL-RAND PLC COM G47791101 2,514 37,000 SH   SOLE   37,000 0 0
INGEVITY CORP COM 45688C107 2,517 54,600 SH   SOLE   54,600 0 0
INGRAM MICRO INC. COM 457153104 456 12,800 SH   SOLE   12,800 0 0
INGREDION INCORPORATED COM 457187102 6,066 45,585 SH   SOLE   45,585 0 0
INSIGHT ENTERPRISES, INC. COM 45765U103 208 6,400 SH   SOLE   6,400 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP COM 457985208 454 5,500 SH   SOLE   5,500 0 0
INTEL CORP. COM 458140100 16,558 438,634 SH   SOLE   438,634 0 0
INTEL CORP. CONV 458140AF7 9,144 5,000,000 SH   SOLE   5,000,000 0 0
INTERCONTINENTAL EXCHANGE, INC. COM 45866F104 297 1,102 SH   SOLE   1,102 0 0
INTERDIGITAL INC. COM 45867G101 230 2,900 SH   SOLE   2,900 0 0
INTERNATIONAL BUSINESS MACHINES CORPORATION COM 459200101 11,073 69,710 SH   SOLE   69,710 0 0
INTERNATIONAL GAME TECHNOLOGY PLC COM G4863A108 417 17,100 SH   SOLE   17,100 0 0
INTERNATIONAL PAPER COMPANY COM 460146103 2,090 43,569 SH   SOLE   43,569 0 0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE) COM 460690100 431 19,286 SH   SOLE   19,286 0 0
INTUIT INC. COM 461202103 2,141 19,459 SH   SOLE   19,459 0 0
INTUITIVE SURGICAL, INC. COM 46120E602 1,150 1,586 SH   SOLE   1,586 0 0
INVESCO LTD. COM G491BT108 1,296 41,435 SH   SOLE   41,435 0 0
INVESTORS BANCORP, INC. COM 46146L101 1,314 109,407 SH   SOLE   109,407 0 0
ISHARES CORE S&P 500 ETF ETF 464287200 218 1,000 SH   SOLE   1,000 0 0
ISHARES MSCI ETF 464286509 208 8,100 SH   SOLE   8,100 0 0
ISHARES MSCI ETF 464286707 205 8,500 SH   SOLE   8,500 0 0
ISHARES MSCI ETF 464286806 215 8,200 SH   SOLE   8,200 0 0
ISHARES MSCI ETF 464286848 529 42,200 SH   SOLE   42,200 0 0
ISHARES MSCI INDIA ETF ETF 46429B598 224 7,600 SH   SOLE   7,600 0 0
ISHARES MSCI SWITZERLAND CAPPED ETF ETF 464286749 226 7,400 SH   SOLE   7,400 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46434V548 348 22,000 SH   SOLE   22,000 0 0
ISHARES NASDAQ BIOTECHNOLOGY ETF ETF 464287556 289 1,000 SH   SOLE   1,000 0 0
ISHARES TRUST ETF 464287465 62,585 1,058,430 SH   SOLE   1,058,430 0 0
ISHARES TRUST ETF 464287689 60,697 473,489 SH   SOLE   473,489 0 0
J.M. SMUCKER CO. (THE) COM 832696405 1,367 10,089 SH   SOLE   10,089 0 0
JABIL CIRCUIT INC. COM 466313103 1,191 54,600 SH   SOLE   54,600 0 0
JACK HENRY & ASSOCIATES INC COM 426281101 308 3,600 SH   SOLE   3,600 0 0
JACOBS ENGINEERING GROUP, INC. COM 469814107 2,526 48,844 SH   SOLE   48,844 0 0
JAKKS PACIFIC, INC. COM 47012E106 195 22,600 SH   SOLE   22,600 0 0
JETBLUE AIRWAYS CORPORATION COM 477143101 1,750 101,500 SH   SOLE   101,500 0 0
JOHNSON & JOHNSON COM 478160104 24,444 206,921 SH   SOLE   206,921 0 0
JOHNSON CONTROLS INC. COM G51502105 1,394 29,956 SH   SOLE   29,956 0 0
JPMORGAN CHASE & CO. COM 46625H100 13,366 200,714 SH   SOLE   200,714 0 0
KBR, INC. COM 48242W106 233 15,400 SH   SOLE   15,400 0 0
KELLOGG CO. COM 487836108 1,340 17,303 SH   SOLE   17,303 0 0
KEYCORP COM 493267108 964 79,232 SH   SOLE   79,232 0 0
KIMBALL ELECTRONICS, INC. COM 49428J109 2,720 196,229 SH   SOLE   196,229 0 0
KIMBERLY-CLARK CORP. COM 494368103 842 6,675 SH   SOLE   6,675 0 0
KLA-TENCOR CORP. COM 482480100 3,589 51,487 SH   SOLE   51,487 0 0
KLX INC. COM 482539103 2,277 64,700 SH   SOLE   64,700 0 0
KNOWLES CORP COM 49926D109 1,912 136,100 SH   SOLE   136,100 0 0
KOHL'S CORP. COM 500255104 2,056 46,991 SH   SOLE   46,991 0 0
KRAFT HEINZ CO/THE COM 500754106 2,130 23,797 SH   SOLE   23,797 0 0
KROGER CO. COM 501044101 1,809 60,946 SH   SOLE   60,946 0 0
L BRANDS, INC. COM 501797104 446 6,300 SH   SOLE   6,300 0 0
L-3 COMMUNICATIONS HOLDINGS INC. COM 502424104 1,323 8,774 SH   SOLE   8,774 0 0
LABORATORY CORPORATION OF AMERICA HOLDINGS COM 50540R409 932 6,780 SH   SOLE   6,780 0 0
LAKELAND FINANCIAL CORP. COM 511656100 452 12,750 SH   SOLE   12,750 0 0
LAM RESEARCH CORP. COM 512807108 3,726 39,338 SH   SOLE   39,338 0 0
LANDSTAR SYSTEM, INC. COM 515098101 726 10,660 SH   SOLE   10,660 0 0
LEAR CORP. COM 521865204 2,821 23,270 SH   SOLE   23,270 0 0
LEGGETT & PLATT, INCORPORATED COM 524660107 532 11,681 SH   SOLE   11,681 0 0
LEIDOS HOLDINGS, INC. COM 525327102 1,945 44,950 SH   SOLE   44,950 0 0
LEIDOS, INC COM 808625107 7,489 107,960 SH   SOLE   107,960 0 0
LENNOX INTERNATIONAL INC. COM 526107107 435 2,770 SH   SOLE   2,770 0 0
LEXMARK INTERNATIONAL INC. COM 529771107 899 22,500 SH   SOLE   22,500 0 0
LIBERTY BROADBAND CORP COM 530307107 1,459 20,800 SH   SOLE   20,800 0 0
LIBERTY INTERACTIVE CORPORATION COM 53071M104 442 22,100 SH   SOLE   22,100 0 0
LIBERTY INTERACTIVE CORPORATION COM 53071M880 904 22,670 SH   SOLE   22,670 0 0
LIBERTY SIRIUSXM GROUP COM 531229409 1,257 37,000 SH   SOLE   37,000 0 0
LIBERTY SIRIUSXM GROUP COM 531229607 1,243 37,200 SH   SOLE   37,200 0 0
LINCOLN ELECTRIC HOLDINGS, INC. COM 533900106 883 14,100 SH   SOLE   14,100 0 0
LINCOLN NATIONAL CORP. COM 534187109 3,298 70,207 SH   SOLE   70,207 0 0
LINEAR TECHNOLOGY CORPORATION COM 535678106 575 9,706 SH   SOLE   9,706 0 0
LINKEDIN CORPORATION CONV 53578AAB4 9,906 10,000,000 SH   SOLE   10,000,000 0 0
LOCKHEED MARTIN CORP. COM 539830109 2,345 9,781 SH   SOLE   9,781 0 0
LOEWS CORP. COM 540424108 207 5,037 SH   SOLE   5,037 0 0
LOWE'S COMPANIES, INC. COM 548661107 6,190 85,724 SH   SOLE   85,724 0 0
LPL FINANCIAL HOLDINGS, INC. COM 50212V100 461 15,400 SH   SOLE   15,400 0 0
LUKOIL, PJSC ADR 69343P105 574 11,800 SH   SOLE   11,800 0 0
LUMENTUM HOLDINGS INC. COM 55024U109 1,186 28,400 SH   SOLE   28,400 0 0
LYONDELLBASELL INDUSTRIES N.V. COM N53745100 2,278 28,241 SH   SOLE   28,241 0 0
M&T BANK CORPORATION COM 55261F104 852 7,341 SH   SOLE   7,341 0 0
MACY'S INC. COM 55616P104 3,125 84,335 SH   SOLE   84,335 0 0
MADISON SQUARE GARDEN CO./THE COM 55825T103 3,360 19,833 SH   SOLE   19,833 0 0
MAGELLAN MIDSTREAM PARTNERS LP COM 559080106 2,999 42,400 SH   SOLE   42,400 0 0
MAGNUM HUNTER RESOURCES CORPORATION COM 55973B607 4,550 379,193 SH   SOLE   379,193 0 0
MALLINCKRODT PLC COM G5785G107 6,472 92,750 SH   SOLE   92,750 0 0
MANITOWOC CRANES COM 563571108 517 107,900 SH   SOLE   107,900 0 0
MANPOWERGROUP INC. COM 56418H100 484 6,700 SH   SOLE   6,700 0 0
MARATHON OIL CORPORATION COM 565849106 2,726 172,412 SH   SOLE   172,412 0 0
MARATHON PETROLEUM CORPORATION COM 56585A102 1,880 46,310 SH   SOLE   46,310 0 0
MARKET VECTORS RUSSIA ETF 92189F403 206 11,000 SH   SOLE   11,000 0 0
MARRIOTT INTERNATIONAL INC. COM 571903202 1,889 28,049 SH   SOLE   28,049 0 0
MARSH & MCLENNAN COMPANIES, INC. COM 571748102 1,704 25,343 SH   SOLE   25,343 0 0
MARTIN MARIETTA MATERIALS INC. COM 573284106 287 1,600 SH   SOLE   1,600 0 0
MARTIN MIDSTREAM PARTNERS L.P. COM 573331105 2,160 107,800 SH   SOLE   107,800 0 0
MASCO CORP. COM 574599106 2,025 59,019 SH   SOLE   59,019 0 0
MASIMO CORPORATION COM 574795100 381 6,400 SH   SOLE   6,400 0 0
MASTERCARD INCORPORATED COM 57636Q104 7,819 76,830 SH   SOLE   76,830 0 0
MAXIM INTEGRATED PRODUCTS, INC. COM 57772K101 579 14,500 SH   SOLE   14,500 0 0
MCCORMICK & COMPANY, INCORPORATED COM 579780206 263 2,634 SH   SOLE   2,634 0 0
MCDONALD'S CORPORATION COM 580135101 5,045 43,735 SH   SOLE   43,735 0 0
MCKESSON CORP. COM 58155Q103 4,046 24,266 SH   SOLE   24,266 0 0
MEAD JOHNSON NUTRITION COMPANY COM 582839106 1,717 21,736 SH   SOLE   21,736 0 0
MEDIFAST INC COM 58470H101 299 7,900 SH   SOLE   7,900 0 0
MEDTRONIC PLC COM G5960L103 4,206 48,685 SH   SOLE   48,685 0 0
MERCK & CO., INC. COM 58933Y105 8,447 135,340 SH   SOLE   135,340 0 0
MERITOR, INC. CONV 59001KAC4 17,263 12,835,000 SH   SOLE   12,835,000 0 0
METLIFE INC. COM 59156R108 2,229 50,159 SH   SOLE   50,159 0 0
MICHAEL KORS HOLDINGS LTD COM G60754101 3,032 64,800 SH   SOLE   64,800 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 730 11,745 SH   SOLE   11,745 0 0
MICROCHIP TECHNOLOGY INC. CONV 595017AD6 19,339 15,168,000 SH   SOLE   15,168,000 0 0
MICRON TECHNOLOGY INC. COM 595112103 1,297 72,950 SH   SOLE   72,950 0 0
MICRON TECHNOLOGY INC. CONV 595112AY9 20,677 23,265,000 SH   SOLE   23,265,000 0 0
MICROSOFT CORP. COM 594918104 31,576 548,196 SH   SOLE   548,196 0 0
MID-CON ENERGY PARTNERS LP COM 59560V109 94 32,769 SH   SOLE   32,769 0 0
MKS INSTRUMENTS, INC. COM 55306N104 363 7,300 SH   SOLE   7,300 0 0
MOHAWK INDUSTRIES INC. COM 608190104 741 3,700 SH   SOLE   3,700 0 0
MONDELEZ INTERNATIONAL, INC. COM 609207105 1,635 37,246 SH   SOLE   37,246 0 0
MONRO MUFFLER BRAKE, INC. COM 610236101 373 6,100 SH   SOLE   6,100 0 0
MONSANTO CO. COM 61166W101 3,127 30,593 SH   SOLE   30,593 0 0
MONSTER BEVERAGE CORP COM 61174X109 264 1,800 SH   SOLE   1,800 0 0
MOODY'S CORPORATION COM 615369105 504 4,655 SH   SOLE   4,655 0 0
MORGAN STANLEY COM 617446448 3,427 106,893 SH   SOLE   106,893 0 0
MOSAIC CO., THE COM 61945C103 895 36,600 SH   SOLE   36,600 0 0
MOTOROLA SOLUTIONS INC. COM 620076307 4,193 54,971 SH   SOLE   54,971 0 0
MPLX LP COM 55336V100 1,536 45,375 SH   SOLE   45,375 0 0
MSCI INC. COM 55354G100 235 2,800 SH   SOLE   2,800 0 0
MULTI-COLOR CORPORATION COM 625383104 205 3,100 SH   SOLE   3,100 0 0
MURPHY OIL CORP. COM 626717102 889 29,233 SH   SOLE   29,233 0 0
MURPHY OIL USA, INC. COM 626755102 3,976 55,713 SH   SOLE   55,713 0 0
MYLAN N.V. COM N59465109 4,354 114,206 SH   SOLE   114,206 0 0
NABORS INDUSTRIES LTD COM G6359F103 285 23,400 SH   SOLE   23,400 0 0
NASDAQ, INC. COM 631103108 430 6,367 SH   SOLE   6,367 0 0
NATIONAL BEVERAGE CORPORATION COM 635017106 207 4,700 SH   SOLE   4,700 0 0
NATIONAL OILWELL VARCO INC. COM 637071101 1,522 41,413 SH   SOLE   41,413 0 0
NAVIENT CORPORATION COM 63938C108 3,149 217,609 SH   SOLE   217,609 0 0
NCR CORP. COM 62886E108 5,649 175,500 SH   SOLE   175,500 0 0
NEENAH ENTERPRISES, INC. COM 64007R109 1,992 154,333 SH   SOLE   154,333 0 0
NETAPP INC. COM 64110D104 3,135 87,507 SH   SOLE   87,507 0 0
NEUSTAR, INC. COM 64126X201 412 15,500 SH   SOLE   15,500 0 0
NEWFIELD EXPLORATION CO. COM 651290108 417 9,600 SH   SOLE   9,600 0 0
NEWMARKET CORPORATION COM 651587107 258 600 SH   SOLE   600 0 0
NEWMONT MINING CORPORATION COM 651639106 1,287 32,754 SH   SOLE   32,754 0 0
NEWS CORPORATION COM 65249B109 752 53,796 SH   SOLE   53,796 0 0
NEXTERA ENERGY INC. COM 65339F101 2,236 18,276 SH   SOLE   18,276 0 0
NGL ENERGY PARTNERS LP COM 62913M107 1,125 59,700 SH   SOLE   59,700 0 0
NIELSEN HOLDINGS PLC COM G6518L108 1,211 22,600 SH   SOLE   22,600 0 0
NIKE INC. COM 654106103 3,109 59,048 SH   SOLE   59,048 0 0
NISOURCE INC. COM 65473P105 489 20,275 SH   SOLE   20,275 0 0
NORDSON CORP. COM 655663102 249 2,500 SH   SOLE   2,500 0 0
NORDSTROM INC. COM 655664100 2,803 54,019 SH   SOLE   54,019 0 0
NORTHERN TRUST CORP. COM 665859104 416 6,120 SH   SOLE   6,120 0 0
NORTHROP GRUMMAN CORP. COM 666807102 6,350 29,681 SH   SOLE   29,681 0 0
NORTHSTAR ASSET MANAGEMENT GROUP INC/NEW YORK COM 66705Y104 582 45,000 SH   SOLE   45,000 0 0
NOVATEL WIRELESS INC CONV 66987MAE9 6,856 7,000,000 SH   SOLE   7,000,000 0 0
NOW INC. COM 67011P100 480 22,400 SH   SOLE   22,400 0 0
NRG ENERGY INC. COM 629377508 1,183 105,520 SH   SOLE   105,520 0 0
NU SKIN ENTERPRISES INC COM 67018T105 2,302 35,530 SH   SOLE   35,530 0 0
NUANCE COMMUNICATIONS INC. COM 67020Y100 1,196 82,500 SH   SOLE   82,500 0 0
NUCOR CORP. COM 670346105 1,692 34,217 SH   SOLE   34,217 0 0
NUSTAR ENERGY L.P. COM 67058H102 2,142 43,200 SH   SOLE   43,200 0 0
NVIDIA CORP. COM 67066G104 2,947 43,011 SH   SOLE   43,011 0 0
NVR INC. COM 62944T105 2,394 1,460 SH   SOLE   1,460 0 0
NXP SEMICONDUCTORS N.V. COM N6596X109 366 3,590 SH   SOLE   3,590 0 0
O'REILLY AUTOMOTIVE, INC. COM 67103H107 6,949 24,807 SH   SOLE   24,807 0 0
OCCIDENTAL PETROLEUM CORP. COM 674599105 1,734 23,775 SH   SOLE   23,775 0 0
OCEANEERING INTERNATIONAL, INC. COM 675232102 275 10,000 SH   SOLE   10,000 0 0
OLD NATIONAL BANCORP COM 680033107 269 19,115 SH   SOLE   19,115 0 0
OLD REPUBLIC INTERNATIONAL CORP. COM 680223104 206 11,700 SH   SOLE   11,700 0 0
OMNICOM GROUP INC. COM 681919106 1,678 19,745 SH   SOLE   19,745 0 0
ON SEMICONDUCTOR CORP. CONV 682189AK1 8,870 8,750,000 SH   SOLE   8,750,000 0 0
ONE GAS, INC. COM 68235P108 2,758 44,600 SH   SOLE   44,600 0 0
ONEOK PARTNERS LP COM 68268N103 11,183 279,925 SH   SOLE   279,925 0 0
OPKO HEALTH INC COM 68375N103 157 14,850 SH   SOLE   14,850 0 0
ORACLE CORP. COM 68389X105 7,037 179,145 SH   SOLE   179,145 0 0
ORITANI FINANCIAL CORP. COM 68633D103 498 31,700 SH   SOLE   31,700 0 0
OSHKOSH CORP. COM 688239201 3,982 71,100 SH   SOLE   71,100 0 0
OWENS CORNING COM 690742101 2,290 42,900 SH   SOLE   42,900 0 0
PACCAR INC. COM 693718108 2,296 39,056 SH   SOLE   39,056 0 0
PACKAGING CORP. OF AMERICA COM 695156109 2,917 35,900 SH   SOLE   35,900 0 0
PACWEST BANCORP COM 695263103 601 14,000 SH   SOLE   14,000 0 0
PAPA JOHN'S INTERNATIONAL, INC. COM 698813102 591 7,500 SH   SOLE   7,500 0 0
PARKER-HANNIFIN CORP. COM 701094104 5,263 41,928 SH   SOLE   41,928 0 0
PAYCHEX INC COM 704326107 1,011 17,477 SH   SOLE   17,477 0 0
PBF ENERGY, INC. COM 69318G106 607 26,800 SH   SOLE   26,800 0 0
PDL BIOPHARMA, INC. COM 69329Y104 216 64,400 SH   SOLE   64,400 0 0
PENNEY (J.C.) CORPORATION INC. COM 708160106 488 52,900 SH   SOLE   52,900 0 0
PENSKE AUTOMOTIVE GROUP INC. COM 70959W103 569 11,800 SH   SOLE   11,800 0 0
PENTAIR PLC COM G7S00T104 2,631 40,961 SH   SOLE   40,961 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105 525 33,210 SH   SOLE   33,210 0 0
PEPSICO INC. COM 713448108 10,779 99,095 SH   SOLE   99,095 0 0
PERKINELMER INC. COM 714046109 295 5,254 SH   SOLE   5,254 0 0
PERNIX THERAPEUTICS HOLDINGS INC CONV 71426VAK4 1,955 7,500,000 SH   SOLE   7,500,000 0 0
PETROBRAS ARGENTINA S.A. ADR 71646J109 115 17,500 SH   SOLE   17,500 0 0
PFIZER INC. COM 717081103 10,399 307,040 SH   SOLE   307,040 0 0
PG&E CORP. COM 69331C108 292 4,769 SH   SOLE   4,769 0 0
PHILIP MORRIS INTERNATIONAL INC. COM 718172109 3,968 40,812 SH   SOLE   40,812 0 0
PINNACLE FOODS INC. COM 72348P104 326 6,500 SH   SOLE   6,500 0 0
PITNEY BOWES INC. COM 724479100 1,471 80,988 SH   SOLE   80,988 0 0
PLAINS ALL AMERICAN PIPELINE L.P. COM 726503105 7,945 252,930 SH   SOLE   252,930 0 0
PLEXUS CORP. COM 729132100 327 7,000 SH   SOLE   7,000 0 0
PNC FINANCIAL SERVICES GROUP, INC. COM 693475105 2,360 26,199 SH   SOLE   26,199 0 0
POLARIS INDUSTRIES INC. COM 731068102 674 8,700 SH   SOLE   8,700 0 0
POOL CORPORATION COM 73278L105 3,998 42,300 SH   SOLE   42,300 0 0
POPULAR INC. COM 733174700 822 21,500 SH   SOLE   21,500 0 0
POST HOLDINGS INC. COM 737446104 2,307 29,900 SH   SOLE   29,900 0 0
PPG INDUSTRIES INC. COM 693506107 1,883 18,216 SH   SOLE   18,216 0 0
PPL CORP. COM 69351T106 1,749 50,602 SH   SOLE   50,602 0 0
PREMIER INC COM 74051N102 951 29,400 SH   SOLE   29,400 0 0
PRICELINE GROUP INC. (THE) COM 741503403 4,753 3,230 SH   SOLE   3,230 0 0
PRIMERICA INC. COM 74164M108 260 4,900 SH   SOLE   4,900 0 0
PRINCIPAL FINANCIAL GROUP, INC. COM 74251V102 1,672 32,464 SH   SOLE   32,464 0 0
PROCTER & GAMBLE CO. COM 742718109 94,334 1,051,072 SH   SOLE   1,051,072 0 0
PROGRESSIVE CORP., THE COM 743315103 937 29,748 SH   SOLE   29,748 0 0
PROSPERITY BANCSHARES, INC. COM 743606105 280 5,100 SH   SOLE   5,100 0 0
PRUDENTIAL FINANCIAL, INC. COM 744320102 2,169 26,562 SH   SOLE   26,562 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC. COM 744573106 1,107 26,433 SH   SOLE   26,433 0 0
PULTEGROUP, INC. COM 745867101 239 11,947 SH   SOLE   11,947 0 0
PVH CORP. COM 693656100 2,538 22,970 SH   SOLE   22,970 0 0
QEP RESOURCES INC. COM 74733V100 541 27,700 SH   SOLE   27,700 0 0
QORVO, INC. COM 74736K101 641 11,500 SH   SOLE   11,500 0 0
QUALCOMM INCORPORATED COM 747525103 7,979 116,478 SH   SOLE   116,478 0 0
QUANTA SERVICES, INC. COM 74762E102 1,686 60,237 SH   SOLE   60,237 0 0
QUEST DIAGNOSTICS INC. COM 74834L100 393 4,644 SH   SOLE   4,644 0 0
QUINTILES TRANSNATIONAL HOLDINGS INC. COM 74876Y101 970 11,962 SH   SOLE   11,962 0 0
RALPH LAUREN CORPORATION COM 751212101 2,585 25,560 SH   SOLE   25,560 0 0
RANDGOLD RESOURCES LTD ADR 752344309 745 7,447 SH   SOLE   7,447 0 0
RANGE RESOURCES CORP. COM 75281A109 325 8,398 SH   SOLE   8,398 0 0
RAYTHEON CO. COM 755111507 2,937 21,575 SH   SOLE   21,575 0 0
RE/MAX HOLDINGS INC COM 75524W108 368 8,400 SH   SOLE   8,400 0 0
REAL ESTATE SELECT SECTOR SPDR FUND ETF 81369Y860 659 20,106 SH   SOLE   20,106 0 0
RED HAT INC. COM 756577102 521 6,445 SH   SOLE   6,445 0 0
REGAL ENTERTAINMENT GROUP COM 758766109 494 22,700 SH   SOLE   22,700 0 0
REGIONS FINANCIAL CORP. COM 7591EP100 2,267 229,718 SH   SOLE   229,718 0 0
REINSURANCE GROUP OF AMERICA, INC. COM 759351604 495 4,590 SH   SOLE   4,590 0 0
RELIANCE STEEL & ALUMINUM CO. COM 759509102 4,937 68,545 SH   SOLE   68,545 0 0
RENASANT CORPORATION COM 75970E107 309 9,200 SH   SOLE   9,200 0 0
RESMED INC. COM 761152107 382 5,900 SH   SOLE   5,900 0 0
RESOLUTE FOREST PRODUCTS INC. COM 76117W109 177 37,466 SH   SOLE   37,466 0 0
REYNOLDS AMERICAN INC. COM 761713106 1,709 36,238 SH   SOLE   36,238 0 0
ROCKWELL AUTOMATION INC. COM 773903109 1,085 8,869 SH   SOLE   8,869 0 0
ROPER INDUSTRIES INC. COM 776696106 667 3,657 SH   SOLE   3,657 0 0
ROSS STORES INC. COM 778296103 1,646 25,596 SH   SOLE   25,596 0 0
ROWAN COS. INC. COM G7665A101 443 29,200 SH   SOLE   29,200 0 0
RPM INTERNATIONAL INC. COM 749685103 1,153 21,470 SH   SOLE   21,470 0 0
RPX CORP COM 74972G103 419 39,200 SH   SOLE   39,200 0 0
S&P GLOBAL INC COM 78409V104 975 7,707 SH   SOLE   7,707 0 0
SALESFORCE.COM INC. COM 79466L302 925 12,964 SH   SOLE   12,964 0 0
SANTANDER CONSUMER USA HOLDINGS INC COM 80283M101 438 36,000 SH   SOLE   36,000 0 0
SASOL LTD. ADR 803866300 309 11,300 SH   SOLE   11,300 0 0
SCANA CORP. COM 80589M102 488 6,739 SH   SOLE   6,739 0 0
SCHLUMBERGER LTD. COM 806857108 3,651 46,428 SH   SOLE   46,428 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 181 17,700 SH   SOLE   17,700 0 0
SCRIPPS NETWORKS INTERACTIVE INC. COM 811065101 2,990 47,096 SH   SOLE   47,096 0 0
SEACOR HOLDINGS INC. CONV 81170YAB5 11,914 14,709,000 SH   SOLE   14,709,000 0 0
SEADRILL PARTNERS LLC COM Y7545W109 2,245 635,944 SH   SOLE   635,944 0 0
SEAGATE TECHNOLOGY PLC COM G7945M107 2,170 56,300 SH   SOLE   56,300 0 0
SEALED AIR CORP. COM 81211K100 334 7,300 SH   SOLE   7,300 0 0
SELECT SECTOR SPDR - ENERGY ETF 81369Y506 3,580 50,700 SH   SOLE   50,700 0 0
SELECT SECTOR SPDR - FINANCIAL ETF 81369Y605 2,789 144,500 SH   SOLE   144,500 0 0
SEMPRA ENERGY COM 816851109 716 6,683 SH   SOLE   6,683 0 0
SENSIENT TECHNOLOGIES CORPORATION COM 81725T100 227 3,000 SH   SOLE   3,000 0 0
SERVICEMASTER GLOBAL HOLDINGS INC COM 81761R109 229 6,800 SH   SOLE   6,800 0 0
SHERWIN-WILLIAMS CO. COM 824348106 279 1,010 SH   SOLE   1,010 0 0
SIGNATURE BANK CORPORATION COM 82669G104 248 2,090 SH   SOLE   2,090 0 0
SILVER WHEATON CORP COM 828336107 988 36,570 SH   SOLE   36,570 0 0
SINCLAIR BROADCAST GROUP INC. COM 829226109 248 8,600 SH   SOLE   8,600 0 0
SIRIUS XM RADIO INC. COM 82968B103 677 162,300 SH   SOLE   162,300 0 0
SKYWEST, INC. COM 830879102 433 16,400 SH   SOLE   16,400 0 0
SNAP-ON INC. COM 833034101 2,223 14,626 SH   SOLE   14,626 0 0
SNYDERS-LANCE INC COM 833551104 356 10,600 SH   SOLE   10,600 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA ADR 833635105 1,561 58,020 SH   SOLE   58,020 0 0
SOTHEBY'S COM 835898107 1,679 44,150 SH   SOLE   44,150 0 0
SOUTH32 LTD ADR 84473L105 162 17,406 SH   SOLE   17,406 0 0
SOUTHERN CO. COM 842587107 2,288 44,606 SH   SOLE   44,606 0 0
SOUTHWEST AIRLINES CO. COM 844741108 2,063 53,049 SH   SOLE   53,049 0 0
SOUTHWESTERN ENERGY CO. COM 845467109 1,468 106,053 SH   SOLE   106,053 0 0
SOUTHWESTERN ENERGY CO. CONV 845467208 5,698 180,000 SH   SOLE   180,000 0 0
SPARK ENERGY INC. COM 846511103 251 8,600 SH   SOLE   8,600 0 0
SPARTAN STORES, INC. COM 847215100 324 11,200 SH   SOLE   11,200 0 0
SPDR S&P 500 ETF TRUST ETF 78462F103 216 1,000 SH   SOLE   1,000 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 3,237 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 2,147 48,200 SH   SOLE   48,200 0 0
SPIRIT AIRLINES INC. COM 848577102 557 13,100 SH   SOLE   13,100 0 0
SPRINT CORP. COM 85207U105 400 60,300 SH   SOLE   60,300 0 0
SQUARE INC COM 852234103 229 19,600 SH   SOLE   19,600 0 0
STANLEY BLACK & DECKER, INC. COM 854502101 2,232 18,146 SH   SOLE   18,146 0 0
STAPLES INC. COM 855030102 1,084 126,748 SH   SOLE   126,748 0 0
STARBUCKS CORP. COM 855244109 1,231 22,744 SH   SOLE   22,744 0 0
STARZ COM 85571Q102 3,362 107,800 SH   SOLE   107,800 0 0
STATE STREET CORPORATION COM 857477103 1,494 21,461 SH   SOLE   21,461 0 0
STATOIL ASA ADR 85771P102 1,860 110,700 SH   SOLE   110,700 0 0
STEEL DYNAMICS INC. COM 858119100 1,574 63,000 SH   SOLE   63,000 0 0
STRYKER CORP. COM 863667101 503 4,319 SH   SOLE   4,319 0 0
SUBSEA 7 SA ADR 864323100 255 23,600 SH   SOLE   23,600 0 0
SUBURBAN PROPANE PARTNERS, L.P. COM 864482104 346 10,400 SH   SOLE   10,400 0 0
SUNCOR ENERGY INC. COM 867224107 517 18,619 SH   SOLE   18,619 0 0
SUNOCO LP COM 86765K109 1,216 41,900 SH   SOLE   41,900 0 0
SUNTRUST BANKS INC. COM 867914103 2,422 55,300 SH   SOLE   55,300 0 0
SUPERIOR ENERGY SERVICES INC. COM 868157108 489 27,300 SH   SOLE   27,300 0 0
SYMANTEC CORP. COM 871503108 3,578 142,534 SH   SOLE   142,534 0 0
SYNCHRONY FINANCIAL COM 87165B103 2,237 79,900 SH   SOLE   79,900 0 0
SYNGENTA AG ADR 87160A100 762 8,700 SH   SOLE   8,700 0 0
SYNNEX CORPORATION COM 87162W100 753 6,600 SH   SOLE   6,600 0 0
SYNOPSYS, INC. COM 871607107 1,050 17,700 SH   SOLE   17,700 0 0
SYNOVUS FINANCIAL CORP. COM 87161C501 214 6,571 SH   SOLE   6,571 0 0
SYSCO CORP. COM 871829107 1,617 33,000 SH   SOLE   33,000 0 0
T ROWE PRICE GROUP, INC. COM 74144T108 319 4,792 SH   SOLE   4,792 0 0
T-MOBILE US INC. COM 872590104 544 11,650 SH   SOLE   11,650 0 0
TALLGRASS ENERGY PARTNERS, LP COM 874697105 1,041 21,600 SH   SOLE   21,600 0 0
TARGA RESOURCES CORP. COM 87612G101 4,714 95,987 SH   SOLE   95,987 0 0
TARGET CORP. COM 87612E106 2,126 30,953 SH   SOLE   30,953 0 0
TCF FINANCIAL CORP. COM 872275102 930 64,100 SH   SOLE   64,100 0 0
TD AMERITRADE HOLDING CORP. COM 87236Y108 285 8,100 SH   SOLE   8,100 0 0
TE CONNECTIVITY LTD. COM H84989104 1,114 17,300 SH   SOLE   17,300 0 0
TECH DATA CORP. COM 878237106 966 11,400 SH   SOLE   11,400 0 0
TEEKAY LNG PARTNERS L.P. COM Y8564M105 516 34,105 SH   SOLE   34,105 0 0
TEEKAY OFFSHORE PARTNERS L.P. COM Y8565J101 556 87,987 SH   SOLE   87,987 0 0
TEEKAY TANKERS LTD COM Y8565N102 50 19,800 SH   SOLE   19,800 0 0
TEGNA INC. COM 36473H104 178 15,300 SH   SOLE   15,300 0 0
TEGNA INC. COM 87901J105 2,330 106,574 SH   SOLE   106,574 0 0
TELEDYNE TECHNOLOGIES INCORPORATED COM 879360105 313 2,900 SH   SOLE   2,900 0 0
TELEFLEX INCORPORATED COM 879369106 1,613 9,600 SH   SOLE   9,600 0 0
TELEPHONE AND DATA SYSTEMS INC. COM 879433829 623 22,918 SH   SOLE   22,918 0 0
TEMPUR SEALY INTERNATIONAL INC. COM 88023U101 318 5,600 SH   SOLE   5,600 0 0
TENARIS SA ADR 88031M109 903 31,800 SH   SOLE   31,800 0 0
TENET HEALTHCARE CORP. COM 88033G407 501 22,100 SH   SOLE   22,100 0 0
TERADATA CORPORATION COM 88076W103 3,506 113,084 SH   SOLE   113,084 0 0
TEREX CORP. COM 880779103 351 13,800 SH   SOLE   13,800 0 0
TERRA NITROGEN COMPANY LP COM 881005201 376 3,350 SH   SOLE   3,350 0 0
TESLA MOTORS, INC. COM 88160R101 204 1,000 SH   SOLE   1,000 0 0
TESORO CORPORATION COM 881609101 4,509 56,673 SH   SOLE   56,673 0 0
TESORO LOGISTICS, L.P. COM 88160T107 1,468 30,300 SH   SOLE   30,300 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 319 8,300 SH   SOLE   8,300 0 0
TETRA TECH, INC. COM 88162G103 238 6,700 SH   SOLE   6,700 0 0
TEXAS INSTRUMENTS INC. COM 882508104 5,051 71,969 SH   SOLE   71,969 0 0
TEXAS ROADHOUSE, INC. COM 882681109 1,579 40,450 SH   SOLE   40,450 0 0
TEXTRON INC. COM 883203101 404 10,157 SH   SOLE   10,157 0 0
THERAVANCE BIOPHARMA, INC. COM G8807B106 428 11,800 SH   SOLE   11,800 0 0
THERMO FISHER SCIENTIFIC INC. COM 883556102 1,441 9,059 SH   SOLE   9,059 0 0
THOR INDUSTRIES, INC. COM 885160101 296 3,500 SH   SOLE   3,500 0 0
TIME WARNER INC. COM 887317303 2,682 33,693 SH   SOLE   33,693 0 0
TIMKEN COMPANY, THE COM 887389104 524 14,900 SH   SOLE   14,900 0 0
TJX COMPANIES INC. COM 872540109 6,668 89,166 SH   SOLE   89,166 0 0
TORCHMARK CORP. COM 891027104 811 12,692 SH   SOLE   12,692 0 0
TORO CO., THE COM 891092108 298 6,360 SH   SOLE   6,360 0 0
TOTAL S.A. ADR 89151E109 2,361 49,490 SH   SOLE   49,490 0 0
TOTAL SYSTEM SERVICES INC. COM 891906109 935 19,828 SH   SOLE   19,828 0 0
TRANSOCEAN LTD COM H8817H100 2,797 262,400 SH   SOLE   262,400 0 0
TRAVELERS COMPANIES, INC. (THE) COM 89417E109 2,245 19,599 SH   SOLE   19,599 0 0
TRIBUNE MEDIA COMPANY COM 896047503 1,315 36,000 SH   SOLE   36,000 0 0
TRINITY INDUSTRIES INC. COM 896522109 493 20,400 SH   SOLE   20,400 0 0
TRINSEO S.A. COM L9340P101 3,888 68,736 SH   SOLE   68,736 0 0
TUPPERWARE BRANDS CORPORATION COM 899896104 967 14,800 SH   SOLE   14,800 0 0
TWENTY-FIRST CENTURY FOX, INC. COM 90130A101 1,015 41,888 SH   SOLE   41,888 0 0
TYSON FOODS INC. COM 902494103 6,640 88,921 SH   SOLE   88,921 0 0
U.S. BANCORP COM 902973304 2,857 66,621 SH   SOLE   66,621 0 0
UGI CORPORATION COM 902681105 364 8,035 SH   SOLE   8,035 0 0
ULTA SALON, COSMETICS & FRAGRANCE, INC. COM 90384S303 238 1,000 SH   SOLE   1,000 0 0
ULTRAPAR PARTICIPACOES S.A. ADR 90400P101 1,350 61,675 SH   SOLE   61,675 0 0
UNION PACIFIC CORP. COM 907818108 7,680 78,742 SH   SOLE   78,742 0 0
UNITED COMMUNITY FINANCIAL CORP/OH COM 909839102 98 13,800 SH   SOLE   13,800 0 0
UNITED CONTINENTAL HOLDINGS INC. COM 910047109 2,660 50,700 SH   SOLE   50,700 0 0
UNITED PARCEL SERVICE INC. COM 911312106 2,157 19,725 SH   SOLE   19,725 0 0
UNITED RENTALS INC. COM 911363109 3,442 43,850 SH   SOLE   43,850 0 0
UNITED STATES CELLULAR CORPORATION COM 911684108 432 11,900 SH   SOLE   11,900 0 0
UNITED STATES STEEL CORP. COM 912909108 275 14,590 SH   SOLE   14,590 0 0
UNITED TECHNOLOGIES CORP. COM 913017109 4,081 40,172 SH   SOLE   40,172 0 0
UNITED THERAPEUTICS CORP COM 91307C102 1,142 9,670 SH   SOLE   9,670 0 0
UNITEDHEALTH GROUP INCORPORATED COM 91324P102 10,060 71,855 SH   SOLE   71,855 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 328 4,400 SH   SOLE   4,400 0 0
UNUM GROUP COM 91529Y106 2,661 75,366 SH   SOLE   75,366 0 0
UPM-KYMMENE CORP. ADR 915436109 212 10,000 SH   SOLE   10,000 0 0
URBAN OUTFITTERS, INC. COM 917047102 3,968 114,960 SH   SOLE   114,960 0 0
USANA HEALTH SCIENCES, INC. COM 90328M107 387 2,800 SH   SOLE   2,800 0 0
USG CORP. COM 903293405 323 12,500 SH   SOLE   12,500 0 0
VALERO ENERGY CORP. COM 91913Y100 2,177 41,074 SH   SOLE   41,074 0 0
VALIDUS HOLDINGS LTD. COM G9319H102 264 5,300 SH   SOLE   5,300 0 0
VALMONT INDUSTRIES INC. COM 920253101 537 3,990 SH   SOLE   3,990 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF ETF 921943858 2,800 74,840 SH   SOLE   74,840 0 0
VANGUARD FTSE EMERGING MARKETS ETF 922042858 2,137 56,800 SH   SOLE   56,800 0 0
VANGUARD TOTAL STOCK MARKET ETF ETF 922908769 5,288 47,500 SH   SOLE   47,500 0 0
VANTIV INC COM 92210H105 810 14,400 SH   SOLE   14,400 0 0
VARIAN MEDICAL SYSTEMS, INC. COM 92220P105 1,052 10,571 SH   SOLE   10,571 0 0
VCA ANTECH INC. COM 918194101 490 7,000 SH   SOLE   7,000 0 0
VECTOR GROUP LTD. COM 92240M108 222 10,290 SH   SOLE   10,290 0 0
VEEVA SYSTEMS INC COM 922475108 760 18,400 SH   SOLE   18,400 0 0
VERISIGN INC. COM 92343E102 432 5,520 SH   SOLE   5,520 0 0
VERIZON COMMUNICATIONS INC. COM 92343V104 10,634 204,587 SH   SOLE   204,587 0 0
VF CORP. COM 918204108 392 7,000 SH   SOLE   7,000 0 0
VIACOM INC. COM 92553P201 1,859 48,800 SH   SOLE   48,800 0 0
VIOLIN MEMORY INC CONV 92763AAB7 3,197 11,000,000 SH   SOLE   11,000,000 0 0
VISA INC. COM 92826C839 4,556 55,092 SH   SOLE   55,092 0 0
VISTA OUTDOOR INC. COM 928377100 1,263 31,680 SH   SOLE   31,680 0 0
VISTEON CORPORATION COM 92839U206 1,114 15,550 SH   SOLE   15,550 0 0
VMWARE, INC. COM 928563402 1,752 23,880 SH   SOLE   23,880 0 0
VSE CORPORATION COM 918284100 347 10,200 SH   SOLE   10,200 0 0
VWR CORPORATION COM 91843L103 227 8,000 SH   SOLE   8,000 0 0
WABTEC CORPORATION COM 929740108 1,325 16,230 SH   SOLE   16,230 0 0
WAL-MART STORES, INC. COM 931142103 6,965 96,575 SH   SOLE   96,575 0 0
WALGREENS BOOTS ALLIANCE, INC. COM 931427108 723 8,963 SH   SOLE   8,963 0 0
WALT DISNEY COMPANY (THE) COM 254687106 3,910 42,104 SH   SOLE   42,104 0 0
WASTE MANAGEMENT, INC. COM 94106L109 1,088 17,058 SH   SOLE   17,058 0 0
WATERS CORPORATION COM 941848103 2,260 14,260 SH   SOLE   14,260 0 0
WEC ENERGY GROUP, INC. COM 92939U106 517 8,626 SH   SOLE   8,626 0 0
WELLCARE HEALTH PLANS INC. COM 94946T106 779 6,650 SH   SOLE   6,650 0 0
WELLS FARGO & COMPANY COM 949746101 5,907 133,390 SH   SOLE   133,390 0 0
WESCO INTERNATIONAL, INC. COM 95082P105 1,586 25,800 SH   SOLE   25,800 0 0
WEST PHARMACEUTICAL SERVICES, INC. COM 955306105 1,646 22,100 SH   SOLE   22,100 0 0
WESTERN DIGITAL CORPORATION COM 958102105 1,515 25,903 SH   SOLE   25,903 0 0
WESTERN GAS PARTNERS, LP COM 958254104 1,883 34,200 SH   SOLE   34,200 0 0
WESTERN REFINING, INC. COM 959319104 871 32,912 SH   SOLE   32,912 0 0
WESTERN UNION COMPANY (THE) COM 959802109 6,230 299,215 SH   SOLE   299,215 0 0
WESTLAKE CHEMICAL CORPORATION COM 960413102 239 4,460 SH   SOLE   4,460 0 0
WEX INC. COM 96208T104 353 3,270 SH   SOLE   3,270 0 0
WHIRLPOOL CORPORATION COM 963320106 3,324 20,497 SH   SOLE   20,497 0 0
WHITING PETROLEUM CORP. COM 966387102 295 33,700 SH   SOLE   33,700 0 0
WHITING PETROLEUM CORP. CONV 966387AL6 12,394 15,000,000 SH   SOLE   15,000,000 0 0
WILLIAMS PARTNERS LP COM 96949L105 6,003 161,424 SH   SOLE   161,424 0 0
WILLIAMS-SONOMA, INC. COM 969904101 812 15,900 SH   SOLE   15,900 0 0
WINDSTREAM SERVICES, LLC COM 97382A200 1,561 155,300 SH   SOLE   155,300 0 0
WORLD FUEL SERVICES CORP. COM 981475106 282 6,100 SH   SOLE   6,100 0 0
WORTHINGTON INDUSTRIES, INC. COM 981811102 4,518 94,070 SH   SOLE   94,070 0 0
WRIGHT MEDICAL GROUP, INC. CONV 98235TAE7 10,147 9,500,000 SH   SOLE   9,500,000 0 0
WYNDHAM WORLDWIDE CORPORATION COM 98310W108 3,510 52,131 SH   SOLE   52,131 0 0
WYNN RESORTS, LIMITED COM 983134107 1,923 19,737 SH   SOLE   19,737 0 0
XCEL ENERGY INC. COM 98389B100 672 16,337 SH   SOLE   16,337 0 0
XEROX CORPORATION COM 984121103 2,684 264,974 SH   SOLE   264,974 0 0
XILINX, INC. COM 983919101 4,012 73,827 SH   SOLE   73,827 0 0
XL GROUP LTD COM G98294104 2,429 72,235 SH   SOLE   72,235 0 0
XYLEM INC. COM 98419M100 328 6,256 SH   SOLE   6,256 0 0
YUM! BRANDS INC. COM 988498101 1,145 12,611 SH   SOLE   12,611 0 0
ZIMMER BIOMET HOLDINGS, INC. COM 98956P102 512 3,939 SH   SOLE   3,939 0 0
ZIONS BANCORPORATION COM 989701107 1,704 54,940 SH   SOLE   54,940 0 0
ZOETIS INC. COM 98978V103 6,076 116,827 SH   SOLE   116,827 0 0
BARINGS CORPORATE INVS COM 05617K109 2,847 165,646 SH   SOLE   165,646 0 0
TCP CAPITAL CORP COM 87238Q103 26,263 1,603,372 SH   SOLE   1,603,372 0 0
BARINGS PARTN INVS TRUST COM 05616B100 3,050 209,624 SH   SOLE   209,624 0 0
ISHARES MSCI EAFE ETF OPT 464287465 246,176 4,163,300 SH Put SOLE   4,163,300 0 0
ISHARES MSCI EMERGING MARKETS OPT 464287234 310,093 8,280,200 SH Put SOLE   8,280,200 0 0
ISHARES RUSSELL 2000 ETF OPT 464287655 70,800 570,000 SH Put SOLE   570,000 0 0
SPDR S&P 500 ETF TRUST OPT 78462F103 1,173,644 5,426,000 SH Put SOLE   5,426,000 0 0