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
BOSTON SCIENTIFIC CORP. COM 101137107   447 15,321 SH   SOLE   15,321 0 0
BOYD GAMING CORPORATION COM 103304101   370 14,200 SH   SOLE   14,200 0 0
BRIDGE BANCORP INC COM 108035106   401 11,800 SH   SOLE   11,800 0 0
BRINK'S COMPANY COM 109696104   1,331 15,800 SH   SOLE   15,800 0 0
BRISTOL-MYERS SQUIBB CO. COM 110122108   2,542 39,879 SH   SOLE   39,879 0 0
BRITISH AMERICAN TOBACCO PLC ADR 110448107   756 12,098 SH   SOLE   12,098 0 0
BROOKFIELD ASSET MANAGEMENT INC. COM 112585104   465 11,250 SH   SOLE   11,250 0 0
BRUNSWICK CORPORATION COM 117043109   285 5,100 SH   SOLE   5,100 0 0
BUCKEYE PARTNERS L.P. COM 118230101   2,913 51,100 SH   SOLE   51,100 0 0
BURLINGTON STORES INC. COM 122017106   477 5,000 SH   SOLE   5,000 0 0
CBS CORP. COM 124857202   1,133 19,527 SH   SOLE   19,527 0 0
CECO ENVIRONMENTAL CORP COM 125141101   132 15,656 SH   SOLE   15,656 0 0
CF INDUSTRIES HOLDINGS INC. COM 125269100   844 24,015 SH   SOLE   24,015 0 0
CIGNA CORP. COM 125509109   5,521 29,531 SH   SOLE   29,531 0 0
CIT GROUP INC. COM 125581801   216 4,400 SH   SOLE   4,400 0 0
CMS ENERGY CORP. COM 125896100   524 11,313 SH   SOLE   11,313 0 0
CNA FINANCIAL CORP. COM 126117100   633 12,600 SH   SOLE   12,600 0 0
CSX CORP. COM 126408103   2,658 48,980 SH   SOLE   48,980 0 0
CVR PARTNERS LP COM 126633106   408 126,319 SH   SOLE   126,319 0 0
CVS HEALTH CORPORATION COM 126650100   4,227 51,977 SH   SOLE   51,977 0 0
CABOT OIL & GAS CORPORATION COM 127097103   413 15,440 SH   SOLE   15,440 0 0
CACI INTERNATIONAL INC. COM 127190304   321 2,300 SH   SOLE   2,300 0 0
CADENCE DESIGN SYSTEMS INC. COM 127387108   1,662 42,100 SH   SOLE   42,100 0 0
CALPINE CORP. COM 131347304   301 20,400 SH   SOLE   20,400 0 0
CAMPBELL SOUP COMPANY COM 134429109   290 6,189 SH   SOLE   6,189 0 0
CANADIAN NATURAL RESOURCES LTD. COM 136385101   1,466 43,760 SH   SOLE   43,760 0 0
CARLISLE COMPANIES INCORPORATED COM 142339100   687 6,850 SH   SOLE   6,850 0 0
CASEY'S GENERAL STORES INC. COM 147528103   1,007 9,200 SH   SOLE   9,200 0 0
CATERPILLAR INC. COM 149123101   6,486 52,005 SH   SOLE   52,005 0 0
CELANESE CORPORATION COM 150870103   4,036 38,710 SH   SOLE   38,710 0 0
CELGENE CORP. COM 151020104   9,817 67,324 SH   SOLE   67,324 0 0
CENTRAL GARDEN & PET CO. COM 153527205   457 12,300 SH   SOLE   12,300 0 0
CENTRAL PACIFIC FINANCIAL CORP COM 154760409   302 9,400 SH   SOLE   9,400 0 0
CENTURYLINK INC. COM 156700106   368 19,489 SH   SOLE   19,489 0 0
CHEMICAL FINANCIAL CORP. COM 163731102   418 8,000 SH   SOLE   8,000 0 0
CHEMOURS COMPANY COM 163851108   8,167 161,368 SH   SOLE   161,368 0 0
CHEVRON CORPORATION COM 166764100   9,995 85,065 SH   SOLE   85,065 0 0
CHILDRENS PLACE RETAIL STORES INC. COM 168905107   260 2,200 SH   SOLE   2,200 0 0
CINCINNATI FINANCIAL CORP. COM 172062101   587 7,663 SH   SOLE   7,663 0 0
CIRRUS LOGIC INC. COM 172755100   592 11,100 SH   SOLE   11,100 0 0
CINTAS CORP. COM 172908105   339 2,347 SH   SOLE   2,347 0 0
CITIGROUP INC. COM 172967424   29,265 402,321 SH   SOLE   402,321 0 0
CITIZENS FINANCIAL GROUP INC. COM 174610105   3,291 86,900 SH   SOLE   86,900 0 0
CITRIX SYSTEMS INC. COM 177376100   1,054 13,722 SH   SOLE   13,722 0 0
CLEAN ENERGY FUELS CORP. COM 184499101   496 200,000 SH   SOLE   200,000 0 0
CLOROX CO. COM 189054109   216 1,640 SH   SOLE   1,640 0 0
COACH INC. COM 189754104   303 7,513 SH   SOLE   7,513 0 0
COCA-COLA CO. COM 191216100   7,153 158,914 SH   SOLE   158,914 0 0
COGNEX CORPORATION COM 192422103   2,029 18,400 SH   SOLE   18,400 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION COM 192446102   462 6,374 SH   SOLE   6,374 0 0
COLFAX CORP. COM 194014106   204 4,900 SH   SOLE   4,900 0 0
COLGATE-PALMOLIVE CO. COM 194162103   823 11,292 SH   SOLE   11,292 0 0
COLUMBUS MCKINNON CORP. COM 199333105   1,329 35,100 SH   SOLE   35,100 0 0
COMERICA INC. COM 200340107   3,702 48,545 SH   SOLE   48,545 0 0
COMPANIA DE MINAS BUENAVENTURA S.A.A. ADR 204448104   641 50,100 SH   SOLE   50,100 0 0
CONAGRA BRANDS INC COM 205887102   763 22,608 SH   SOLE   22,608 0 0
CONSOLIDATED EDISON INC. COM 209115104   666 8,251 SH   SOLE   8,251 0 0
COOPER COMPANIES INC. COM 216648402   4,251 17,930 SH   SOLE   17,930 0 0
CORNING INC. COM 219350105   2,984 99,741 SH   SOLE   99,741 0 0
CRANE CO. COM 224399105   314 3,920 SH   SOLE   3,920 0 0
CREDIT ACCEPTANCE CORP. COM 225310101   1,984 7,080 SH   SOLE   7,080 0 0
CROWN HOLDINGS INC. COM 228368106   215 3,600 SH   SOLE   3,600 0 0
CULLEN/FROST BANKERS INC. COM 229899109   237 2,500 SH   SOLE   2,500 0 0
CUMMINS INC. COM 231021106   6,432 38,278 SH   SOLE   38,278 0 0
DTE ENERGY COMPANY COM 233331107   3,456 32,192 SH   SOLE   32,192 0 0
DANA INCORPORATED COM 235825205   369 13,200 SH   SOLE   13,200 0 0
DANAHER CORPORATION COM 235851102   4,326 50,428 SH   SOLE   50,428 0 0
DARDEN RESTAURANTS INC. COM 237194105   672 8,527 SH   SOLE   8,527 0 0
DARLING INGREDIENTS INC. COM 237266101   221 12,600 SH   SOLE   12,600 0 0
DEERE & COMPANY COM 244199105   6,576 52,361 SH   SOLE   52,361 0 0
DELTA AIR LINES INC. COM 247361702   2,353 48,797 SH   SOLE   48,797 0 0
DICK'S SPORTING GOODS INC. COM 253393102   613 22,700 SH   SOLE   22,700 0 0
WALT DISNEY COMPANY COM 254687106   4,155 42,154 SH   SOLE   42,154 0 0
DISCOVER FINANCIAL SERVICES COM 254709108   489 7,578 SH   SOLE   7,578 0 0
DOLLAR GENERAL CORP. COM 256677105   1,013 12,500 SH   SOLE   12,500 0 0
DOLLAR TREE INC. COM 256746108   247 2,846 SH   SOLE   2,846 0 0
DOMTAR CORP. COM 257559203   353 8,137 SH   SOLE   8,137 0 0
DONALDSON CO INC COM 257651109   968 21,075 SH   SOLE   21,075 0 0
DORMAN PRODUCTS INC. COM 258278100   387 5,400 SH   SOLE   5,400 0 0
DOVER CORP. COM 260003108   1,113 12,176 SH   SOLE   12,176 0 0
DUNKIN' BRANDS GROUP INC COM 265504100   472 8,900 SH   SOLE   8,900 0 0
EAGLE BANCORP INC COM 268948106   878 13,100 SH   SOLE   13,100 0 0
ETRADE FINANCIAL CORP. COM 269246401   2,458 56,354 SH   SOLE   56,354 0 0
EASTMAN CHEMICAL CO. COM 277432100   4,772 52,740 SH   SOLE   52,740 0 0
EATON VANCE CORP. COM 278265103   351 7,100 SH   SOLE   7,100 0 0
EBAY INC. COM 278642103   1,767 45,942 SH   SOLE   45,942 0 0
EDISON INTERNATIONAL COM 281020107   1,585 20,540 SH   SOLE   20,540 0 0
ELECTRONIC ARTS INC. COM 285512109   2,765 23,423 SH   SOLE   23,423 0 0
EMERSON ELECTRIC CO. COM 291011104   1,158 18,422 SH   SOLE   18,422 0 0
ENTERPRISE PRODUCTS PARTNERS L.P. COM 293792107   9,082 348,359 SH   SOLE   348,359 0 0
EQUIFAX INC. COM 294429105   281 2,648 SH   SOLE   2,648 0 0
EURONET WORLDWIDE INC. COM 298736109   654 6,900 SH   SOLE   6,900 0 0
FMC CORP. COM 302491303   1,116 12,500 SH   SOLE   12,500 0 0
FAIR ISAAC CORP. COM 303250104   379 2,700 SH   SOLE   2,700 0 0
FEDERATED INVESTORS INC. COM 314211103   403 13,580 SH   SOLE   13,580 0 0
F5 NETWORKS INC. COM 315616102   1,286 10,670 SH   SOLE   10,670 0 0
FIFTH THIRD BANCORP COM 316773100   1,192 42,602 SH   SOLE   42,602 0 0
FIRST HORIZON NATIONAL CORP. COM 320517105   372 19,416 SH   SOLE   19,416 0 0
FIRST INTERNET BANCORP COM 320557101   249 7,700 SH   SOLE   7,700 0 0
FIRST SOLAR INC. COM 336433107   257 5,600 SH   SOLE   5,600 0 0
FISERV INC. COM 337738108   1,046 8,110 SH   SOLE   8,110 0 0
FIRSTENERGY CORP. COM 337932107   514 16,673 SH   SOLE   16,673 0 0
FLEETCOR TECHNOLOGIES INC. COM 339041105   720 4,650 SH   SOLE   4,650 0 0
FLUOR CORP. COM 343412102   1,059 25,156 SH   SOLE   25,156 0 0
FOOT LOCKER INC. COM 344849104   623 17,700 SH   SOLE   17,700 0 0
FORD MOTOR CO. COM 345370860   2,651 221,475 SH   SOLE   221,475 0 0
FRANKLIN RESOURCES INC. COM 354613101   669 15,035 SH   SOLE   15,035 0 0
GAP INC. COM 364760108   3,724 126,095 SH   SOLE   126,095 0 0
GENERAL DYNAMICS CORP. COM 369550108   995 4,840 SH   SOLE   4,840 0 0
GENERAL ELECTRIC CO. COM 369604103   1,585 65,562 SH   SOLE   65,562 0 0
GENERAL MILLS INC. COM 370334104   223 4,316 SH   SOLE   4,316 0 0
GENTEX CORPORATION COM 371901109   1,139 57,520 SH   SOLE   57,520 0 0
GENESIS ENERGY L.P. COM 371927104   2,142 81,300 SH   SOLE   81,300 0 0
GIBRALTAR INDUSTRIES INC. COM 374689107   206 6,600 SH   SOLE   6,600 0 0
GILEAD SCIENCES INC. COM 375558103   9,518 117,482 SH   SOLE   117,482 0 0
GODADDY INC COM 380237107   596 13,700 SH   SOLE   13,700 0 0
GOODYEAR TIRE & RUBBER COMPANY COM 382550101   835 25,112 SH   SOLE   25,112 0 0
GRACO INC. COM 384109104   1,192 9,640 SH   SOLE   9,640 0 0
GRAPHIC PACKAGING HOLDING CO. COM 388689101   699 50,100 SH   SOLE   50,100 0 0
GREAT WESTERN BANCORP INC. COM 391416104   248 6,000 SH   SOLE   6,000 0 0
GULFPORT ENERGY CORP. COM 402635304   1,403 97,850 SH   SOLE   97,850 0 0
HALLIBURTON CO. COM 406216101   3,831 83,238 SH   SOLE   83,238 0 0
HANESBRANDS INC. COM 410345102   2,114 85,800 SH   SOLE   85,800 0 0
HARLEY-DAVIDSON INC. COM 412822108   757 15,710 SH   SOLE   15,710 0 0
HARTFORD FINANCIAL SERVICES GROUP INC. COM 416515104   2,413 43,532 SH   SOLE   43,532 0 0
HASBRO INC. COM 418056107   1,815 18,578 SH   SOLE   18,578 0 0
HAWAIIAN HOLDINGS INC. COM 419879101   360 9,600 SH   SOLE   9,600 0 0
HEICO CORPORATION COM 422806208   945 12,400 SH   SOLE   12,400 0 0
HERSHEY COMPANY COM 427866108   324 2,966 SH   SOLE   2,966 0 0
HOLLYFRONTIER CORP. COM 436106108   464 12,900 SH   SOLE   12,900 0 0
HOLOGIC INC. COM 436440101   660 18,000 SH   SOLE   18,000 0 0
HOME DEPOT INC. COM 437076102   8,714 53,277 SH   SOLE   53,277 0 0
HONEYWELL INTERNATIONAL INC. COM 438516106   7,271 51,297 SH   SOLE   51,297 0 0
HORMEL FOODS CORP. COM 440452100   579 18,020 SH   SOLE   18,020 0 0
HUMANA INC. COM 444859102   1,340 5,499 SH   SOLE   5,499 0 0
HUNTINGTON BANCSHARES INC. COM 446150104   793 56,781 SH   SOLE   56,781 0 0
HUNTINGTON INGALLS INDUSTRIES INC. COM 446413106   4,246 18,750 SH   SOLE   18,750 0 0
HUNTSMAN CORP. COM 447011107   6,874 250,700 SH   SOLE   250,700 0 0
HYATT HOTELS CORP. COM 448579102   433 7,000 SH   SOLE   7,000 0 0
ILLINOIS TOOL WORKS INC. COM 452308109   2,479 16,755 SH   SOLE   16,755 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP COM 457985208   555 11,000 SH   SOLE   11,000 0 0
INTEL CORP. COM 458140100   11,402 299,434 SH   SOLE   299,434 0 0
INTERNATIONAL BUSINESS MACHINES CORPORATION COM 459200101   6,504 44,830 SH   SOLE   44,830 0 0
INTERNATIONAL PAPER COMPANY COM 460146103   761 13,394 SH   SOLE   13,394 0 0
INTERPUBLIC GROUP OF COMPANIES. INC. COM 460690100   690 33,186 SH   SOLE   33,186 0 0
INTUIT INC. COM 461202103   489 3,439 SH   SOLE   3,439 0 0
ISHARES MSCI BRAZIL CAPPED ETF ETF 464286400   1,501 36,000 SH   SOLE   36,000 0 0
ISHARES MSCI FRANCE ETF ETF 464286707   263 8,500 SH   SOLE   8,500 0 0
ISHARES MSCI SWITZERLAND CAPPED ETF ETF 464286749   224 6,400 SH   SOLE   6,400 0 0
ISHARES MSCI GERMANY ETF ETF 464286806   233 7,200 SH   SOLE   7,200 0 0
ISHARES TRUST ETF 464287465   2,974 43,430 SH   SOLE   43,430 0 0
ISHARES TRUST ETF 464287689   15,568 104,289 SH   SOLE   104,289 0 0
ISHARES TRUST ETF 464288588   332 3,100 SH   SOLE   3,100 0 0
JABIL INC. COM 466313103   1,981 69,400 SH   SOLE   69,400 0 0
JACOBS ENGINEERING GROUP INC. COM 469814107   678 11,644 SH   SOLE   11,644 0 0
JETBLUE AIRWAYS CORPORATION COM 477143101   441 23,800 SH   SOLE   23,800 0 0
JOHNSON & JOHNSON COM 478160104   13,093 100,711 SH   SOLE   100,711 0 0
KLA-TENCOR CORP. COM 482480100   4,366 41,187 SH   SOLE   41,187 0 0
KLX INC. COM 482539103   3,425 64,700 SH   SOLE   64,700 0 0
KAISER ALUMINUM CORP. COM 483007704   1,336 12,958 SH   SOLE   12,958 0 0
KAMAN CORP. COM 483548103   234 4,200 SH   SOLE   4,200 0 0
KELLOGG CO. COM 487836108   711 11,403 SH   SOLE   11,403 0 0
KENNAMETAL INC. COM 489170100   371 9,200 SH   SOLE   9,200 0 0
KEYCORP COM 493267108   1,216 64,632 SH   SOLE   64,632 0 0
KIMBERLY-CLARK CORP. COM 494368103   1,336 11,355 SH   SOLE   11,355 0 0
KOHL'S CORP. COM 500255104   2,725 59,691 SH   SOLE   59,691 0 0
KRAFT HEINZ COMPANY, THE COM 500754106   429 5,531 SH   SOLE   5,531 0 0
KROGER CO. COM 501044101   286 14,246 SH   SOLE   14,246 0 0
L-3 COMMUNICATIONS CORP. COM 502413107   1,269 6,734 SH   SOLE   6,734 0 0
LAKELAND FINANCIAL CORP. COM 511656100   621 12,750 SH   SOLE   12,750 0 0
LAM RESEARCH CORP. COM 512807108   9,111 49,236 SH   SOLE   49,236 0 0
LAMB WESTON HOLDINGS INC. COM 513272104   1,597 34,065 SH   SOLE   34,065 0 0
LAS VEGAS SANDS CORP. COM 517834107   680 10,600 SH   SOLE   10,600 0 0
ESTEE LAUDER COMPANIES INC. COM 518439104   1,716 15,916 SH   SOLE   15,916 0 0
LEAR CORP. COM 521865204   2,624 15,160 SH   SOLE   15,160 0 0
LEGG MASON INC. COM 524901105   1,054 26,800 SH   SOLE   26,800 0 0
LEIDOS HOLDINGS INC. COM 525327102   264 4,450 SH   SOLE   4,450 0 0
LIBERTY BROADBAND CORP COM 530307107   1,893 20,100 SH   SOLE   20,100 0 0
LIBERTY SIRIUSXM GROUP COM 531229409   1,487 35,500 SH   SOLE   35,500 0 0
LIBERTY SIRIUSXM GROUP COM 531229607   1,599 38,200 SH   SOLE   38,200 0 0
ELI LILLY & CO. COM 532457108   3,920 45,821 SH   SOLE   45,821 0 0
LINCOLN ELECTRIC HOLDINGS INC. COM 533900106   660 7,200 SH   SOLE   7,200 0 0
LINCOLN NATIONAL CORP. COM 534187109   2,976 40,507 SH   SOLE   40,507 0 0
LIONS GATE ENTERTAINMENT CORP. COM 535919500   703 22,100 SH   SOLE   22,100 0 0
LIVE NATION ENTERTAINMENT INC. COM 538034109   1,833 42,100 SH   SOLE   42,100 0 0
LOCKHEED MARTIN CORP. COM 539830109   4,099 13,211 SH   SOLE   13,211 0 0
LOEWS CORP. COM 540424108   447 9,337 SH   SOLE   9,337 0 0
LOUISIANA-PACIFIC CORP. COM 546347105   321 11,800 SH   SOLE   11,800 0 0
MGM RESORTS INTERNATIONAL COM 552953101   3,510 107,700 SH   SOLE   107,700 0 0
MAGELLAN MIDSTREAM PARTNERS LP COM 559080106   3,013 42,400 SH   SOLE   42,400 0 0
MANITOWOC CO INC. COM 563571108   971 107,900 SH   SOLE   107,900 0 0
MARATHON OIL CORPORATION COM 565849106   899 66,312 SH   SOLE   66,312 0 0
MARSH & MCLENNAN COMPANIES INC. COM 571748102   1,177 14,043 SH   SOLE   14,043 0 0
MARRIOTT INTERNATIONAL INC. COM 571903202   2,001 18,149 SH   SOLE   18,149 0 0
MARTIN MIDSTREAM PARTNERS L.P. COM 573331105   1,676 107,800 SH   SOLE   107,800 0 0
MASCO CORP. COM 574599106   1,616 41,419 SH   SOLE   41,419 0 0
MASIMO CORPORATION COM 574795100   918 10,600 SH   SOLE   10,600 0 0
MASTEC INC. COM 576323109   780 16,800 SH   SOLE   16,800 0 0
MCDONALD'S CORPORATION COM 580135101   2,285 14,585 SH   SOLE   14,585 0 0
MERCANTILE BANK CORPORATION COM 587376104   269 7,700 SH   SOLE   7,700 0 0
METTLER-TOLEDO INTERNATIONAL INC. COM 592688105   332 530 SH   SOLE   530 0 0
MICRO FOCUS INTERNATIONAL PLC ADR 594837304   1,684 52,571 SH   SOLE   52,571 0 0
MICROSOFT CORP. COM 594918104   40,038 537,496 SH   SOLE   537,496 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104   3,909 43,545 SH   SOLE   43,545 0 0
MICRON TECHNOLOGY INC. COM 595112103   4,993 126,950 SH   SOLE   126,950 0 0
MICROSEMI CORP. COM 595137100   319 6,200 SH   SOLE   6,200 0 0
MOHAWK INDUSTRIES INC. COM 608190104   3,369 13,610 SH   SOLE   13,610 0 0
MONRO INC. COM 610236101   263 4,700 SH   SOLE   4,700 0 0
MOODY'S CORPORATION COM 615369105   968 6,955 SH   SOLE   6,955 0 0
MORGAN STANLEY - PARENT COM 617446448   9,060 188,093 SH   SOLE   188,093 0 0
MOTOROLA SOLUTIONS INC. COM 620076307   2,450 28,871 SH   SOLE   28,871 0 0
MURPHY USA INC. COM 626755102   2,292 33,213 SH   SOLE   33,213 0 0
NATIONAL BEVERAGE CORPORATION COM 635017106   583 4,700 SH   SOLE   4,700 0 0
NATIONAL OILWELL VARCO INC. COM 637071101   837 23,413 SH   SOLE   23,413 0 0
NEWELL BRANDS INC. COM 651229106   204 4,783 SH   SOLE   4,783 0 0
NEWFIELD EXPLORATION CO. COM 651290108   846 28,500 SH   SOLE   28,500 0 0
NEWMARKET CORPORATION COM 651587107   255 600 SH   SOLE   600 0 0
NEWMONT MINING CORPORATION COM 651639106   1,367 36,454 SH   SOLE   36,454 0 0
NIKE INC. COM 654106103   1,646 31,748 SH   SOLE   31,748 0 0
NORDSON CORP. COM 655663102   237 2,000 SH   SOLE   2,000 0 0
NORDSTROM INC. COM 655664100   892 18,919 SH   SOLE   18,919 0 0
NORFOLK SOUTHERN CORP. COM 655844108   4,092 30,946 SH   SOLE   30,946 0 0
NORTHERN TRUST CORP. COM 665859104   544 5,920 SH   SOLE   5,920 0 0
NORTHROP GRUMMAN CORP. COM 666807102   6,586 22,891 SH   SOLE   22,891 0 0
NUCOR CORP. COM 670346105   578 10,317 SH   SOLE   10,317 0 0
OCCIDENTAL PETROLEUM CORP. COM 674599105   615 9,575 SH   SOLE   9,575 0 0
OFFICE DEPOT INC. COM 676220106   678 149,400 SH   SOLE   149,400 0 0
OLD NATIONAL BANCORP COM 680033107   350 19,115 SH   SOLE   19,115 0 0
OLD REPUBLIC INTERNATIONAL CORP. COM 680223104   305 15,500 SH   SOLE   15,500 0 0
OMNICOM GROUP INC. COM 681919106   937 12,645 SH   SOLE   12,645 0 0
ON SEMICONDUCTOR CORP. COM 682189105   1,409 76,300 SH   SOLE   76,300 0 0
ONEOK INC. COM 682680103   16,874 304,538 SH   SOLE   304,538 0 0
OSHKOSH CORP. COM 688239201   6,265 75,900 SH   SOLE   75,900 0 0
OWENS CORNING COM 690742101   3,581 46,300 SH   SOLE   46,300 0 0
OWENS-ILLINOIS INC. COM 690768403   1,716 68,200 SH   SOLE   68,200 0 0
PNC FINANCIAL SERVICES GROUP INC. COM 693475105   11,070 82,139 SH   SOLE   82,139 0 0
PVH CORP. COM 693656100   2,100 16,660 SH   SOLE   16,660 0 0
PACCAR INC. COM 693718108   402 5,556 SH   SOLE   5,556 0 0
PACKAGING CORP. OF AMERICA COM 695156109   4,009 34,960 SH   SOLE   34,960 0 0
PACWEST BANCORP COM 695263103   338 6,700 SH   SOLE   6,700 0 0
PALO ALTO NETWORKS INC COM 697435105   529 3,670 SH   SOLE   3,670 0 0
PARKER-HANNIFIN CORP. COM 701094104   6,332 36,178 SH   SOLE   36,178 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105   602 33,210 SH   SOLE   33,210 0 0
PEPSICO INC. COM 713448108   7,761 69,651 SH   SOLE   69,651 0 0
PERKINELMER INC. COM 714046109   1,321 19,154 SH   SOLE   19,154 0 0
PFIZER INC. COM 717081103   10,258 287,342 SH   SOLE   287,342 0 0
PHILIP MORRIS INTERNATIONAL INC. COM 718172109   6,539 58,902 SH   SOLE   58,902 0 0
PHILLIPS 66 COM 718546104   1,555 16,974 SH   SOLE   16,974 0 0
PINNACLE WEST CAPITAL CORP. COM 723484101   288 3,406 SH   SOLE   3,406 0 0
PITNEY BOWES INC. COM 724479100   231 16,500 SH   SOLE   16,500 0 0
PLAINS ALL AMERICAN PIPELINE L.P. COM 726503105   5,173 244,130 SH   SOLE   244,130 0 0
PLEXUS CORP. COM 729132100   1,318 23,500 SH   SOLE   23,500 0 0
POPULAR INC. COM 733174700   683 19,000 SH   SOLE   19,000 0 0
PRICELINE GROUP INC. COM 741503403   8,312 4,540 SH   SOLE   4,540 0 0
PROCTER & GAMBLE CO. COM 742718109   12,034 132,272 SH   SOLE   132,272 0 0
PROGRESSIVE CORP. COM 743315103   1,726 35,648 SH   SOLE   35,648 0 0
PROSPERITY BANCSHARES INC. COM 743606105   394 6,000 SH   SOLE   6,000 0 0
PRUDENTIAL FINANCIAL COM 744320102   1,791 16,842 SH   SOLE   16,842 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC. COM 744573106   1,223 26,433 SH   SOLE   26,433 0 0
PULTEGROUP INC. COM 745867101   1,682 61,547 SH   SOLE   61,547 0 0
QUALCOMM INCORPORATED COM 747525103   227 4,388 SH   SOLE   4,388 0 0
RPM INTERNATIONAL INC. COM 749685103   1,102 21,470 SH   SOLE   21,470 0 0
RALPH LAUREN CORPORATION COM 751212101   1,761 19,950 SH   SOLE   19,950 0 0
RANDGOLD RESOURCES LTD ADR 752344309   727 7,447 SH   SOLE   7,447 0 0
RAYMOND JAMES FINANCIAL INC. COM 754730109   911 10,800 SH   SOLE   10,800 0 0
RAYTHEON CO. COM 755111507   2,897 15,525 SH   SOLE   15,525 0 0
RED HAT INC. COM 756577102   985 8,885 SH   SOLE   8,885 0 0
REGAL BELOIT CORPORATION COM 758750103   1,446 18,300 SH   SOLE   18,300 0 0
REINSURANCE GROUP OF AMERICA INC. COM 759351604   689 4,940 SH   SOLE   4,940 0 0
RELIANCE STEEL & ALUMINUM CO. COM 759509102   6,394 83,945 SH   SOLE   83,945 0 0
REPUBLIC SERVICES INC. COM 760759100   245 3,714 SH   SOLE   3,714 0 0
RIO TINTO PLC ADR 767204100   486 10,300 SH   SOLE   10,300 0 0
ROBERT HALF INTERNATIONAL INC. COM 770323103   411 8,161 SH   SOLE   8,161 0 0
ROCKWELL AUTOMATION INC. COM 773903109   3,049 17,109 SH   SOLE   17,109 0 0
ROLLINS INC. COM 775711104   964 20,900 SH   SOLE   20,900 0 0
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RUSH ENTERPRISES INC. COM 781846308   310 7,100 SH   SOLE   7,100 0 0
S&T BANCORP INC. COM 783859101   301 7,600 SH   SOLE   7,600 0 0
SEI INVESTMENTS COMPANY COM 784117103   1,221 20,000 SH   SOLE   20,000 0 0
SANMINA CORP. COM 801056102   862 23,200 SH   SOLE   23,200 0 0
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SOUTHERN CO. COM 842587107   452 9,206 SH   SOLE   9,206 0 0
SOUTHWEST AIRLINES CO. COM 844741108   1,587 28,349 SH   SOLE   28,349 0 0
SOUTHWESTERN ENERGY CO. COM 845467109   576 94,223 SH   SOLE   94,223 0 0
SPARK ENERGY INC. COM 846511103   258 17,200 SH   SOLE   17,200 0 0
SPARTAN STORES INC. COM 847215100   295 11,200 SH   SOLE   11,200 0 0
SPIRIT AEROSYSTEMS HOLDINGS INC COM 848574109   1,531 19,700 SH   SOLE   19,700 0 0
SQUARE INC. COM 852234103   565 19,600 SH   SOLE   19,600 0 0
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STRYKER CORP. COM 863667101   1,704 11,999 SH   SOLE   11,999 0 0
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SUNCOR ENERGY INC. COM 867224107   617 17,619 SH   SOLE   17,619 0 0
SUNTRUST BANKS INC. COM 867914103   1,476 24,700 SH   SOLE   24,700 0 0
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SYSCO CORP. COM 871829107   496 9,200 SH   SOLE   9,200 0 0
TCF FINANCIAL CORP. COM 872275102   861 50,500 SH   SOLE   50,500 0 0
TJX COMPANIES INC. COM 872540109   2,453 33,266 SH   SOLE   33,266 0 0
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TECH DATA CORP. COM 878237106   1,013 11,400 SH   SOLE   11,400 0 0
TECK RESOURCES LTD. COM 878742204   9,973 472,900 SH   SOLE   472,900 0 0
TELEDYNE TECHNOLOGIES INCORPORATED COM 879360105   462 2,900 SH   SOLE   2,900 0 0
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TEREX CORP. COM 880779103   621 13,800 SH   SOLE   13,800 0 0
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TIME WARNER INC. COM 887317303   1,239 12,093 SH   SOLE   12,093 0 0
TIMKEN COMPANY, THE COM 887389104   432 8,900 SH   SOLE   8,900 0 0
TOLL BROTHERS INC. COM 889478103   999 24,100 SH   SOLE   24,100 0 0
TORCHMARK CORP. COM 891027104   1,238 15,452 SH   SOLE   15,452 0 0
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TOTAL SYSTEM SERVICES INC. COM 891906109   2,491 38,028 SH   SOLE   38,028 0 0
TRANSDIGM GROUP INCORPORATED COM 893641100   215 840 SH   SOLE   840 0 0
TRIBUNE MEDIA COMPANY COM 896047503   490 12,000 SH   SOLE   12,000 0 0
TRIMBLE INCORPORATED COM 896239100   1,614 41,120 SH   SOLE   41,120 0 0
TRINITY INDUSTRIES INC. COM 896522109   370 11,600 SH   SOLE   11,600 0 0
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VSE CORPORATION COM 918284100   580 10,200 SH   SOLE   10,200 0 0
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VANGUARD FTSE EMERGING MARKETS ETF ETF 922042858   1,534 35,200 SH   SOLE   35,200 0 0
VEEVA SYSTEMS INC. COM 922475108   801 14,200 SH   SOLE   14,200 0 0
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WALGREENS BOOTS ALLIANCE INC. COM 931427108   2,633 34,102 SH   SOLE   34,102 0 0
WATERS CORPORATION COM 941848103   1,350 7,520 SH   SOLE   7,520 0 0
WEBSTER FINANCIAL CORPORATION COM 947890109   321 6,100 SH   SOLE   6,100 0 0
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XEROX CORPORATION COM 984121608   1,265 37,993 SH   SOLE   37,993 0 0
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AFLAC INC. COM 001055102   3,273 40,217 SH   SOLE   40,217 0 0
AGCO CORPORATION COM 001084102   3,059 41,466 SH   SOLE   41,466 0 0
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AT&T INC. COM 00206R102   16,220 414,097 SH   SOLE   414,097 0 0
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AETNA INC. COM 00817Y108   2,151 13,530 SH   SOLE   13,530 0 0
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AGRIUM INC. COM 008916108   1,660 15,485 SH   SOLE   15,485 0 0
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AIR PRODUCTS AND CHEMICALS INC. COM 009158106   1,820 12,035 SH   SOLE   12,035 0 0
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ALCOA CORPORATION COM 013872106   3,505 75,182 SH   SOLE   75,182 0 0
ALEXION PHARMACEUTICALS INC. COM 015351109   822 5,860 SH   SOLE   5,860 0 0
ALIBABA GROUP HOLDING LIMITED ADR 01609W102   3,675 21,280 SH   SOLE   21,280 0 0
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ALLISON TRANSMISSION HOLDINGS, INC COM 01973R101   4,190 111,650 SH   SOLE   111,650 0 0
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AMEREN CORP. COM 023608102   237 4,092 SH   SOLE   4,092 0 0
AMERICAN AIRLINES GROUP INC. COM 02376R102   3,073 64,700 SH   SOLE   64,700 0 0
AMERICAN ELECTRIC POWER CO. INC. COM 025537101   809 11,511 SH   SOLE   11,511 0 0
AMERICAN EXPRESS COMPANY COM 025816109   1,659 18,337 SH   SOLE   18,337 0 0
AMERICAN FINANCIAL GROUP INC. COM 025932104   466 4,500 SH   SOLE   4,500 0 0
AMERICAN INTERNATIONAL GROUP INC. COM 026874784   3,380 55,059 SH   SOLE   55,059 0 0
AMERICAN VANGUARD CORP. COM 030371108   289 12,600 SH   SOLE   12,600 0 0
AMERICAN WATER WORKS CO. INC. COM 030420103   2,067 25,550 SH   SOLE   25,550 0 0
AMERISOURCEBERGEN CORP. COM 03073E105   670 8,097 SH   SOLE   8,097 0 0
AMERIPRISE FINANCIAL INC. COM 03076C106   3,572 24,051 SH   SOLE   24,051 0 0
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AMGEN INC. COM 031162100   6,844 36,706 SH   SOLE   36,706 0 0
AMKOR TECHNOLOGY INC. COM 031652100   550 52,100 SH   SOLE   52,100 0 0
AMPHENOL CORP. COM 032095101   4,481 52,936 SH   SOLE   52,936 0 0
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ANADARKO PETROLEUM CORP. CONV 032511404   14,278 360,000 PRN   SOLE   360,000 0 0
ANALOG DEVICES INC. COM 032654105   3,408 39,554 SH   SOLE   39,554 0 0
ANDEAVOR COM 03349M105   3,804 36,880 SH   SOLE   36,880 0 0
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ANIXTER INTERNATIONAL INC. COM 035290105   1,250 14,700 SH   SOLE   14,700 0 0
ANSYS INC. COM 03662Q105   2,282 18,590 SH   SOLE   18,590 0 0
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APPLE INC. COM 037833100   47,098 305,596 SH   SOLE   305,596 0 0
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ARCONIC INC. COM 03965L100   1,286 51,671 SH   SOLE   51,671 0 0
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ARISTA NETWORKS INC COM 040413106   658 3,470 SH   SOLE   3,470 0 0
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ASSURANT INC. COM 04621X108   2,031 21,266 SH   SOLE   21,266 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC. COM 049164205   520 7,900 SH   SOLE   7,900 0 0
ATMOS ENERGY CORP. COM 049560105   558 6,650 SH   SOLE   6,650 0 0
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AVERY DENNISON CORP. COM 053611109   1,976 20,097 SH   SOLE   20,097 0 0
BB&T CORPORATION COM 054937107   1,469 31,297 SH   SOLE   31,297 0 0
BGC PARTNERS INC. COM 05541T101   438 30,300 SH   SOLE   30,300 0 0
BOK FINANCIAL CORP. COM 05561Q201   517 5,800 SH   SOLE   5,800 0 0
BABCOCK & WILCOX COMPANY COM 05605H100   594 10,600 SH   SOLE   10,600 0 0
BAKER HUGHES, A GE COMPANY COM 05722G100   564 15,408 SH   SOLE   15,408 0 0
BANK OF AMERICA CORPORATION COM 060505104   24,912 983,113 SH   SOLE   983,113 0 0
BANK OF MONTREAL COM 063671101   1,083 14,300 SH   SOLE   14,300 0 0
BANK OF NEW YORK MELLON CORP. COM 064058100   2,574 48,552 SH   SOLE   48,552 0 0
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BARNES GROUP INC. COM 067806109   1,493 21,200 SH   SOLE   21,200 0 0
BAXTER INTERNATIONAL INC. COM 071813109   5,397 86,003 SH   SOLE   86,003 0 0
BECTON DICKINSON & CO. COM 075887109   1,293 6,601 SH   SOLE   6,601 0 0
BED BATH & BEYOND INC. COM 075896100   265 11,300 SH   SOLE   11,300 0 0
BELDEN INC. COM 077454106   258 3,200 SH   SOLE   3,200 0 0
BENEFICIAL BANCORP INC. COM 08171T102   2,776 167,200 SH   SOLE   167,200 0 0
BERKSHIRE HATHAWAY INC. COM 084670702   6,493 35,419 SH   SOLE   35,419 0 0
BERRY GLOBAL GROUP INC COM 08579W103   215 3,800 SH   SOLE   3,800 0 0
BEST BUY CO. INC. COM 086516101   3,173 55,700 SH   SOLE   55,700 0 0
BHP BILLITON LTD. ADR 088606108   6,591 162,615 SH   SOLE   162,615 0 0
BIOGEN INC. COM 09062X103   3,337 10,656 SH   SOLE   10,656 0 0
BIOVERATIV INC COM 09075E100   5,256 92,090 SH   SOLE   92,090 0 0
BLACKROCK INC. COM 09247X101   452 1,010 SH   SOLE   1,010 0 0
BLACKSTONE MORTGAGE TRUST INC COM 09257W100   269 8,670 SH   SOLE   8,670 0 0
H&R BLOCK INC. COM 093671105   2,222 83,905 SH   SOLE   83,905 0 0
BOARDWALK PIPELINE PARTNERS LP COM 096627104   1,921 130,700 SH   SOLE   130,700 0 0
BOEING CO. COM 097023105   13,681 53,818 SH   SOLE   53,818 0 0
BOISE CASCADE COMPANY COM 09739D100   230 6,600 SH   SOLE   6,600 0 0
BOOZ ALLEN HAMILTON HOLDING CORP COM 099502106   374 10,000 SH   SOLE   10,000 0 0
BORGWARNER INC. COM 099724106   2,397 46,780 SH   SOLE   46,780 0 0
BRIGHTHOUSE FINANCIAL INC COM 10922N103   326 5,357 SH   SOLE   5,357 0 0
BROOKLINE BANCORP INC. COM 11373M107   1,624 104,800 SH   SOLE   104,800 0 0
BUILDERS FIRSTSOURCE INC. COM 12008R107   878 48,800 SH   SOLE   48,800 0 0
CBOE HOLDINGS INC COM 12503M108   301 2,800 SH   SOLE   2,800 0 0
CBRE GROUP INC. COM 12504L109   901 23,785 SH   SOLE   23,785 0 0
CDK GLOBAL INC. COM 12508E101   4,789 75,900 SH   SOLE   75,900 0 0
CME GROUP INC. COM 12572Q105   227 1,675 SH   SOLE   1,675 0 0
CSRA INC. COM 12650T104   1,839 57,001 SH   SOLE   57,001 0 0
CA INC. COM 12673P105   920 27,548 SH   SOLE   27,548 0 0
CABLE ONE INC. COM 12685J105   3,068 4,248 SH   SOLE   4,248 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105   2,241 26,467 SH   SOLE   26,467 0 0
CARDINAL HEALTH INC. COM 14149Y108   230 3,433 SH   SOLE   3,433 0 0
CARDTRONICS INC. CONV 14161HAG3   7,370 8,000,000 PRN   SOLE   8,000,000 0 0
CENTENE CORPORATION COM 15135B101   4,298 44,411 SH   SOLE   44,411 0 0
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CHART INDUSTRIES INC. COM 16115Q308   204 5,200 SH   SOLE   5,200 0 0
CHARTER COMMUNICATIONS INC. COM 16119P108   1,176 3,237 SH   SOLE   3,237 0 0
CISCO SYSTEMS INC. COM 17275R102   5,501 163,566 SH   SOLE   163,566 0 0
COMCAST CORP. COM 20030N101   16,504 428,886 SH   SOLE   428,886 0 0
CONCHO RESOURCES INC. COM 20605P101   273 2,073 SH   SOLE   2,073 0 0
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CONSTELLATION BRANDS INC. COM 21036P108   380 1,904 SH   SOLE   1,904 0 0
CORESITE REALTY CORP REIT 21870Q105   604 5,400 SH   SOLE   5,400 0 0
CORELOGIC INC. COM 21871D103   1,257 27,200 SH   SOLE   27,200 0 0
COSTCO WHOLESALE CORP. COM 22160K105   3,023 18,398 SH   SOLE   18,398 0 0
COSTAR GROUP INC. COM 22160N109   925 3,450 SH   SOLE   3,450 0 0
CUSTOMERS BANCORP INC COM 23204G100   385 11,800 SH   SOLE   11,800 0 0
DCP MIDSTREAM LP COM 23311P100   2,209 63,770 SH   SOLE   63,770 0 0
D.R. HORTON INC. COM 23331A109   923 23,106 SH   SOLE   23,106 0 0
EVERETT SPINCO INC. COM 23355L106   3,728 43,404 SH   SOLE   43,404 0 0
DAVITA INC COM 23918K108   355 5,976 SH   SOLE   5,976 0 0
DELL TECHNOLOGIES INC COM 24703L103   795 10,300 SH   SOLE   10,300 0 0
DEVON ENERGY CORP. COM 25179M103   3,025 82,414 SH   SOLE   82,414 0 0
DIAMONDBACK ENERGY INC. COM 25278X109   917 9,357 SH   SOLE   9,357 0 0
DISCOVERY COMMUNICATIONS INC. COM 25470F104   815 38,300 SH   SOLE   38,300 0 0
DISCOVERY COMMUNICATIONS INC. COM 25470F302   229 11,300 SH   SOLE   11,300 0 0
DISH NETWORK CORP. COM 25470M109   1,399 25,800 SH   SOLE   25,800 0 0
DOMINO'S PIZZA INC. COM 25754A201   1,392 7,010 SH   SOLE   7,010 0 0
DOUGLAS DYNAMICS INC. COM 25960R105   493 12,500 SH   SOLE   12,500 0 0
DOWDUPONT INC COM 26078J100   283 4,090 SH   SOLE   4,090 0 0
DR PEPPER SNAPPLE GROUP INC. COM 26138E109   1,178 13,314 SH   SOLE   13,314 0 0
DUKE ENERGY CORP. COM 26441C204   1,241 14,790 SH   SOLE   14,790 0 0
ENI SPA ADR 26874R108   1,346 40,700 SH   SOLE   40,700 0 0
EQT MIDSTREAM PARTNERS LP COM 26885B100   3,981 53,100 SH   SOLE   53,100 0 0
EAGLE MATERIALS INC. COM 26969P108   2,369 22,200 SH   SOLE   22,200 0 0
EAST WEST BANCORP INC. COM 27579R104   1,447 24,200 SH   SOLE   24,200 0 0
EDWARDS LIFESCIENCES CORP. COM 28176E108   907 8,300 SH   SOLE   8,300 0 0
ENBRIDGE ENERGY PARTNERS L.P. COM 29250R106   2,349 146,975 SH   SOLE   146,975 0 0
ENERGIZER HOLDINGS INC. COM 29272W109   903 19,600 SH   SOLE   19,600 0 0
ENERGY TRANSFER PARTNERS LP COM 29278N103   8,146 445,406 SH   SOLE   445,406 0 0
ENTEGRIS INC. COM 29362U104   225 7,800 SH   SOLE   7,800 0 0
ENTERGY CORP COM 29364G103   2,482 32,509 SH   SOLE   32,509 0 0
EXELON CORP. COM 30161N101   1,640 43,538 SH   SOLE   43,538 0 0
EXPEDIA INC. COM 30212P303   1,145 7,952 SH   SOLE   7,952 0 0
EXPRESS SCRIPTS HOLDING COMPANY COM 30219G108   5,264 83,126 SH   SOLE   83,126 0 0
EXXONMOBIL CORP. COM 30231G102   13,841 168,836 SH   SOLE   168,836 0 0
FACEBOOK INC COM 30303M102   25,246 147,750 SH   SOLE   147,750 0 0
FEDEX CORP. COM 31428X106   2,753 12,206 SH   SOLE   12,206 0 0
FIBRIA CELULOSE S.A. ADR 31573A109   559 41,300 SH   SOLE   41,300 0 0
FIDELITY NATIONAL INFORMATION SERVICES INC. COM 31620M106   2,751 29,460 SH   SOLE   29,460 0 0
FIESTA RESTAURANT GROUP INC. COM 31660B101   1,532 80,618 SH   SOLE   80,618 0 0
FIRST AMERICAN FINANCIAL CORP. COM 31847R102   555 11,100 SH   SOLE   11,100 0 0
FIRST CITIZENS BANCSHARES INC. COM 31946M103   512 1,370 SH   SOLE   1,370 0 0
FIRST DATA CORPORATION COM 32008D106   626 34,700 SH   SOLE   34,700 0 0
FIRST INTERSTATE BANCSYSTEM INC. COM 32055Y201   245 6,400 SH   SOLE   6,400 0 0
FIRSTCASH INC. COM 33767D105   546 8,652 SH   SOLE   8,652 0 0
FORTINET INC COM 34959E109   559 15,600 SH   SOLE   15,600 0 0
FORTIVE CORPORATION COM 34959J108   4,486 63,374 SH   SOLE   63,374 0 0
FORTUNE BRANDS HOME & SECURITY INC. COM 34964C106   296 4,400 SH   SOLE   4,400 0 0
FRANKLIN FINANCIAL NETWORK INC COM 35352P104   292 8,200 SH   SOLE   8,200 0 0
FREEPORT-MCMORAN INC. COM 35671D857   2,393 170,468 SH   SOLE   170,468 0 0
GCP APPLIED TECHNOLOGIES INC. COM 36164Y101   215 7,000 SH   SOLE   7,000 0 0
GNC HOLDINGS INC. CONV 36191GAB3   10,780 14,630,000 PRN   SOLE   14,630,000 0 0
GAMESTOP CORP. COM 36467W109   378 18,300 SH   SOLE   18,300 0 0
GANNETT CO. INC. COM 36473H104   138 15,300 SH   SOLE   15,300 0 0
GENERAL MOTORS COMPANY COM 37045V100   5,843 144,700 SH   SOLE   144,700 0 0
GLOBAL PAYMENTS INC. COM 37940X102   374 3,940 SH   SOLE   3,940 0 0
GLOBAL PARTNERS LP COM 37946R109   571 32,810 SH   SOLE   32,810 0 0
GOGO INC. CONV 38046CAB5   10,287 11,250,000 PRN   SOLE   11,250,000 0 0
GOLD FIELDS LTD. ADR 38059T106   126 29,340 SH   SOLE   29,340 0 0
GOLDMAN SACHS GROUP INC. COM 38141G104   4,333 18,268 SH   SOLE   18,268 0 0
GREEN PLAINS INC. CONV 393222AD6   4,126 3,500,000 PRN   SOLE   3,500,000 0 0
GREEN PLAINS INC. CONV 393222AF1   13,940 13,550,000 PRN   SOLE   13,550,000 0 0
HCA HEALTHCARE INC. COM 40412C101   565 7,100 SH   SOLE   7,100 0 0
HP INC. COM 40434L105   2,633 131,937 SH   SOLE   131,937 0 0
HALLADOR ENERGY CO COM 40609P105   396 69,239 SH   SOLE   69,239 0 0
HALYARD HEALTH INC. COM 40650V100   275 6,100 SH   SOLE   6,100 0 0
HEWLETT PACKARD ENTERPRISE COMPANY COM 42824C109   3,613 245,637 SH   SOLE   245,637 0 0
HILTON GRAND VACATIONS INC COM 43283X105   4,369 113,100 SH   SOLE   113,100 0 0
HILTON INC. COM 43300A203   36,120 520,090 SH   SOLE   520,090 0 0
IAC/INTERACTIVECORP COM 44919P508   1,071 9,110 SH   SOLE   9,110 0 0
IPG PHOTONICS CORP. COM 44980X109   983 5,310 SH   SOLE   5,310 0 0
IDEX CORP. COM 45167R104   364 3,000 SH   SOLE   3,000 0 0
IDEXX LABORATORIES INC. COM 45168D104   1,319 8,480 SH   SOLE   8,480 0 0
INDEPENDENCE REALTY TRUST INC COM 45378A106   9,490 933,130 SH   SOLE   933,130 0 0
INGEVITY CORP COM 45688C107   3,105 49,700 SH   SOLE   49,700 0 0
INSIGHT ENTERPRISES INC. COM 45765U103   294 6,400 SH   SOLE   6,400 0 0
INSEEGO CORP CONV 45782BAA2   5,609 7,000,000 PRN   SOLE   7,000,000 0 0
INTEL CORP. CONV 458140AF7   9,188 5,000,000 PRN   SOLE   5,000,000 0 0
INTERDIGITAL INC. COM 45867G101   214 2,900 SH   SOLE   2,900 0 0
INTUITIVE SURGICAL INC. COM 46120E602   1,084 1,036 SH   SOLE   1,036 0 0
INVESTORS BANCORP INC. COM 46146L101   1,492 109,407 SH   SOLE   109,407 0 0
INVITATION HOMES INC COM 46187W107   25,806 1,139,317 SH   SOLE   1,139,317 0 0
ISHARES MSCI INDIA ETF ETF 46429B598   644 19,600 SH   SOLE   19,600 0 0
ISHARES INC ETF 46434G822   574 10,300 SH   SOLE   10,300 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46435G334   366 10,500 SH   SOLE   10,500 0 0
JPMORGAN CHASE & CO. COM 46625H100   20,498 214,614 SH   SOLE   214,614 0 0
JAKKS PACIFIC INC. COM 47012E106   68 22,600 SH   SOLE   22,600 0 0
JUNIPER NETWORKS INC. COM 48203R104   2,670 95,937 SH   SOLE   95,937 0 0
KAR AUCTION SERVICES INC. COM 48238T109   210 4,400 SH   SOLE   4,400 0 0
KEYSIGHT TECHNOLOGIES INC. COM 49338L103   2,957 70,971 SH   SOLE   70,971 0 0
KIMBALL ELECTRONICS INC. COM 49428J109   4,248 196,229 SH   SOLE   196,229 0 0
KNOWLES CORP COM 49926D109   2,078 136,100 SH   SOLE   136,100 0 0
KOPPERS HOLDINGS INC. COM 50060P106   212 4,600 SH   SOLE   4,600 0 0
LPL FINANCIAL HOLDINGS INC. COM 50212V100   897 17,400 SH   SOLE   17,400 0 0
LIBERTY EXPEDIA HOLDINGS INC COM 53046P109   1,241 23,368 SH   SOLE   23,368 0 0
LIBERTY INTERACTIVE CORP QVC GROUP COM 53071M104   999 42,400 SH   SOLE   42,400 0 0
LIBERTY INTERACTIVE CORP QVC GROUP COM 53071M856   861 14,960 SH   SOLE   14,960 0 0
LIFEPOINT HEALTH INC. COM 53219L109   284 4,900 SH   SOLE   4,900 0 0
LOGMEIN INC COM 54142L109   829 7,530 SH   SOLE   7,530 0 0
LUMENTUM HOLDINGS INC. COM 55024U109   1,544 28,400 SH   SOLE   28,400 0 0
M&T BANK CORPORATION COM 55261F104   1,585 9,841 SH   SOLE   9,841 0 0
MKS INSTRUMENTS INC. COM 55306N104   2,040 21,600 SH   SOLE   21,600 0 0
MPLX LP COM 55336V100   2,576 73,575 SH   SOLE   73,575 0 0
MSCI INC. COM 55354G100   483 4,130 SH   SOLE   4,130 0 0
MACY'S INC. COM 55616P104   2,237 102,535 SH   SOLE   102,535 0 0
MADISON SQUARE GARDEN CO./THE COM 55825T103   4,246 19,833 SH   SOLE   19,833 0 0
MANPOWERGROUP INC. COM 56418H100   4,207 35,710 SH   SOLE   35,710 0 0
MARATHON PETROLEUM CORPORATION COM 56585A102   1,223 21,810 SH   SOLE   21,810 0 0
MARRIOTT VACATIONS WORLDWIDE CORPORATION COM 57164Y107   311 2,500 SH   SOLE   2,500 0 0
MASTERCARD INCORPORATED COM 57636Q104   10,510 74,430 SH   SOLE   74,430 0 0
MAXIM INTEGRATED PRODUCTS INC. COM 57772K101   377 7,900 SH   SOLE   7,900 0 0
MCKESSON CORP. COM 58155Q103   3,201 20,836 SH   SOLE   20,836 0 0
MEDICAL PROPERTIES TRUST INC. REIT 58463J304   16,635 1,266,976 SH   SOLE   1,266,976 0 0
MEDIFAST INC COM 58470H101   469 7,900 SH   SOLE   7,900 0 0
MEDNAX INC. COM 58502B106   858 19,900 SH   SOLE   19,900 0 0
MERCK & CO. INC. COM 58933Y105   6,847 106,940 SH   SOLE   106,940 0 0
MERITOR INC. COM 59001K100   273 10,400 SH   SOLE   10,400 0 0
METLIFE INC. COM 59156R108   3,063 58,959 SH   SOLE   58,959 0 0
MICHAELS COMPANIES INC. COM 59408Q106   1,084 50,500 SH   SOLE   50,500 0 0
MICROCHIP TECHNOLOGY INC. CONV 595017AD6   10,470 6,000,000 PRN   SOLE   6,000,000 0 0
MICRON TECHNOLOGY INC. CONV 595112AY9   26,622 19,265,000 PRN   SOLE   19,265,000 0 0
MID-CON ENERGY PARTNERS LP COM 59560V109   38 32,769 SH   SOLE   32,769 0 0
MONSANTO CO. COM 61166W101   2,124 17,723 SH   SOLE   17,723 0 0
NCR CORP. COM 62886E108   1,103 29,400 SH   SOLE   29,400 0 0
NGL ENERGY PARTNERS LP COM 62913M107   690 59,700 SH   SOLE   59,700 0 0
NVR INC. COM 62944T105   5,510 1,930 SH   SOLE   1,930 0 0
NAVIENT CORPORATION COM 63938C108   672 44,709 SH   SOLE   44,709 0 0
NETAPP INC. COM 64110D104   5,221 119,307 SH   SOLE   119,307 0 0
NETFLIX INC COM 64110L106   3,201 17,652 SH   SOLE   17,652 0 0
NEW RESIDENTIAL INVESTMENT CORP. COM 64828T201   575 34,360 SH   SOLE   34,360 0 0
NEWS CORPORATION COM 65249B109   174 13,096 SH   SOLE   13,096 0 0
NEXTERA ENERGY INC. COM 65339F101   1,338 9,128 SH   SOLE   9,128 0 0
NISOURCE INC. COM 65473P105   846 33,075 SH   SOLE   33,075 0 0
NU SKIN ENTERPRISES INC COM 67018T105   1,766 28,730 SH   SOLE   28,730 0 0
NUSTAR ENERGY L.P. COM 67058H102   1,753 43,200 SH   SOLE   43,200 0 0
NVIDIA CORP. COM 67066G104   3,477 19,451 SH   SOLE   19,451 0 0
ON SEMICONDUCTOR CORP. CONV 682189AK1   10,440 8,750,000 PRN   SOLE   8,750,000 0 0
ONE GAS INC. COM 68235P108   3,284 44,600 SH   SOLE   44,600 0 0
OPPENHEIMER INSTITUTIONAL GOVERNMENT MONEY MARKET FUND ETF 68383G108   2,229 2,229,350 SH   SOLE   2,229,350 0 0
ORACLE CORP. COM 68389X105   7,511 155,345 SH   SOLE   155,345 0 0
PDL BIOPHARMA INC. COM 69329Y104   218 64,400 SH   SOLE   64,400 0 0
PG&E CORP. COM 69331C108   2,381 34,969 SH   SOLE   34,969 0 0
PPL CORP. COM 69351T106   626 16,502 SH   SOLE   16,502 0 0
PACIFIC CONTINENTAL CORP COM 69412V108   291 10,800 SH   SOLE   10,800 0 0
PAYPAL HOLDINGS INC. COM 70450Y103   12,348 192,842 SH   SOLE   192,842 0 0
PENSKE AUTOMOTIVE GROUP INC. COM 70959W103   861 18,100 SH   SOLE   18,100 0 0
PERNIX THERAPEUTICS HOLDINGS INC CONV 71426VAK4   3,000 7,500,000 PRN   SOLE   7,500,000 0 0
PILGRIM'S PRIDE CORPORATION COM 72147K108   1,568 55,200 SH   SOLE   55,200 0 0
PINNACLE FINANCIAL PARTNERS INC. COM 72346Q104   1,381 20,625 SH   SOLE   20,625 0 0
PINNACLE FOODS INC. COM 72348P104   212 3,700 SH   SOLE   3,700 0 0
PLATFORM SPECIALTY PRODUCTS CORPORATION COM 72766Q105   1,819 163,100 SH   SOLE   163,100 0 0
POOL CORPORATION COM 73278L105   552 5,100 SH   SOLE   5,100 0 0
PRAXAIR INC. COM 74005P104   592 4,240 SH   SOLE   4,240 0 0
PREMIER INC COM 74051N102   518 15,900 SH   SOLE   15,900 0 0
T ROWE PRICE GROUP INC. COM 74144T108   3,036 33,492 SH   SOLE   33,492 0 0
PRIMERICA INC. COM 74164M108   400 4,900 SH   SOLE   4,900 0 0
PRINCIPAL FINANCIAL GROUP INC. COM 74251V102   2,172 33,764 SH   SOLE   33,764 0 0
QUANTA SERVICES INC. COM 74762E102   936 25,037 SH   SOLE   25,037 0 0
QUEST DIAGNOSTICS INC. COM 74834L100   563 6,014 SH   SOLE   6,014 0 0
QUINTILES TRANSNATIONAL HOLDINGS INC. COM 74876Y101   738 7,766 SH   SOLE   7,766 0 0
RPX CORP COM 74972G103   521 39,200 SH   SOLE   39,200 0 0
RE/MAX HOLDINGS INC. COM 75524W108   534 8,400 SH   SOLE   8,400 0 0
REALOGY HOLDINGS CORP COM 75605Y106   392 11,900 SH   SOLE   11,900 0 0
REGIONS FINANCIAL CORP. COM 7591EP100   3,235 212,418 SH   SOLE   212,418 0 0
RENT-A-CENTER INC. COM 76009N100   291 25,350 SH   SOLE   25,350 0 0
RESOLUTE FOREST PRODUCTS INC. COM 76117W109   189 37,466 SH   SOLE   37,466 0 0
S&P GLOBAL INC. COM 78409V104   7,968 50,977 SH   SOLE   50,977 0 0
SM ENERGY COMPANY CONV 78454LAM2   5,633 6,000,000 PRN   SOLE   6,000,000 0 0
SVB FINANCIAL GROUP COM 78486Q101   864 4,620 SH   SOLE   4,620 0 0
SALESFORCE.COM INC. COM 79466L302   2,444 26,164 SH   SOLE   26,164 0 0
SCANA CORP. COM 80589M102   225 4,639 SH   SOLE   4,639 0 0
SEACOR HOLDINGS INC. CONV 81170YAB5   12,847 14,384,000 PRN   SOLE   14,384,000 0 0
SELECT SECTOR SPDR - ENERGY ETF 81369Y506   3,472 50,700 SH   SOLE   50,700 0 0
SENSIENT TECHNOLOGIES CORPORATION COM 81725T100   231 3,000 SH   SOLE   3,000 0 0
SERVICENOW INC. COM 81762P102   1,176 10,010 SH   SOLE   10,010 0 0
SERVISFIRST BANCSHARES INC COM 81768T108   831 21,400 SH   SOLE   21,400 0 0
SIRIUS XM RADIO INC. COM 82968B103   824 149,200 SH   SOLE   149,200 0 0
SKYWORKS SOLUTIONS INC. COM 83088M102   1,551 15,220 SH   SOLE   15,220 0 0
SOUTHERN COPPER CORP. COM 84265V105   2,441 61,402 SH   SOLE   61,402 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109   3,289 74,100 SH   SOLE   74,100 0 0
STAR GAS PARTNERS L.P. COM 85512C105   197 17,318 SH   SOLE   17,318 0 0
STATOIL ASA ADR 85771P102   2,224 110,700 SH   SOLE   110,700 0 0
SUNOCO LP COM 86765K109   1,303 41,900 SH   SOLE   41,900 0 0
SYNOVUS FINANCIAL CORP. COM 87161C501   229 4,971 SH   SOLE   4,971 0 0
SYNNEX CORPORATION COM 87162W100   455 3,600 SH   SOLE   3,600 0 0
SYNCHRONY FINANCIAL COM 87165B103   8,725 281,000 SH   SOLE   281,000 0 0
TTM TECHNOLOGIES INC. COM 87305R109   836 54,400 SH   SOLE   54,400 0 0
TABLEAU SOFTWARE INC. COM 87336U105   637 8,500 SH   SOLE   8,500 0 0
TARGET CORP. COM 87612E106   2,800 47,453 SH   SOLE   47,453 0 0
TARGA RESOURCES CORP. COM 87612G101   4,966 104,987 SH   SOLE   104,987 0 0
TENARIS SA ADR 88031M109   900 31,800 SH   SOLE   31,800 0 0
TERADATA CORPORATION COM 88076W103   402 11,900 SH   SOLE   11,900 0 0
TETRA TECH INC. COM 88162G103   312 6,700 SH   SOLE   6,700 0 0
3M CO. COM 88579Y101   1,269 6,047 SH   SOLE   6,047 0 0
TOTAL S.A. ADR 89151E109   2,649 49,490 SH   SOLE   49,490 0 0
TOWNE BANK COM 89214P109   402 12,000 SH   SOLE   12,000 0 0
TRANSUNION COM 89400J107   964 20,400 SH   SOLE   20,400 0 0
TRAVELERS COMPANIES INC. COM 89417E109   1,051 8,579 SH   SOLE   8,579 0 0
TWENTY-FIRST CENTURY FOX INC. COM 90130A101   1,353 51,288 SH   SOLE   51,288 0 0
TWENTY-FIRST CENTURY FOX INC. COM 90130A200   1,184 45,900 SH   SOLE   45,900 0 0
USANA HEALTH SCIENCES INC. COM 90328M107   323 5,600 SH   SOLE   5,600 0 0
ULTRAPAR PARTICIPACOES S.A. ADR 90400P101   1,469 61,675 SH   SOLE   61,675 0 0
UNITED THERAPEUTICS CORP COM 91307C102   486 4,150 SH   SOLE   4,150 0 0
UNITEDHEALTH GROUP INCORPORATED COM 91324P102   13,959 71,275 SH   SOLE   71,275 0 0
UNIVERSAL DISPLAY CORP COM 91347P105   622 4,830 SH   SOLE   4,830 0 0
UNUM GROUP COM 91529Y106   2,631 51,466 SH   SOLE   51,466 0 0
VALE S.A. ADR 91912E105   1,911 189,800 SH   SOLE   189,800 0 0
VALERO ENERGY CORP. COM 91913Y100   3,868 50,274 SH   SOLE   50,274 0 0
VANTIV INC COM 92210H105   1,332 18,900 SH   SOLE   18,900 0 0
VARIAN MEDICAL SYSTEMS INC. COM 92220P105   778 7,771 SH   SOLE   7,771 0 0
VECTOR GROUP LTD. COM 92240M108   221 10,804 SH   SOLE   10,804 0 0
VERISIGN INC. COM 92343E102   2,450 23,030 SH   SOLE   23,030 0 0
VERIZON COMMUNICATIONS INC. COM 92343V104   4,770 96,387 SH   SOLE   96,387 0 0
VIACOM INC. COM 92553P201   1,025 36,800 SH   SOLE   36,800 0 0
VISA INC. COM 92826C839   14,716 139,832 SH   SOLE   139,832 0 0
WEC ENERGY GROUP INC. COM 92939U106   479 7,626 SH   SOLE   7,626 0 0
WASTE MANAGEMENT INC. COM 94106L109   3,816 48,758 SH   SOLE   48,758 0 0
WELLCARE HEALTH PLANS INC. COM 94946T106   852 4,960 SH   SOLE   4,960 0 0
WESCO INTERNATIONAL INC. COM 95082P105   1,503 25,800 SH   SOLE   25,800 0 0
WESTROCK COMPANY COM 96145D105   2,434 42,912 SH   SOLE   42,912 0 0
WHITING PETROLEUM CORP. CONV 966387AL6   13,369 15,000,000 PRN   SOLE   15,000,000 0 0
WILLIAMS PARTNERS LP COM 96949L105   6,279 161,424 SH   SOLE   161,424 0 0
WORKDAY INC. COM 98138H101   433 4,110 SH   SOLE   4,110 0 0
WRIGHT MEDICAL GROUP INC. CONV 98235TAE7   10,266 9,500,000 PRN   SOLE   9,500,000 0 0
WYNDHAM WORLDWIDE CORPORATION COM 98310W108   1,158 10,981 SH   SOLE   10,981 0 0
XCEL ENERGY INC. COM 98389B100   489 10,337 SH   SOLE   10,337 0 0
XYLEM INC. COM 98419M100   304 4,856 SH   SOLE   4,856 0 0
XPERI CORP COM 98421B100   210 8,300 SH   SOLE   8,300 0 0
YUM CHINA HOLDING INC. COM 98850P109   739 18,500 SH   SOLE   18,500 0 0
ZIMMER BIOMET HOLDINGS INC. COM 98956P102   455 3,889 SH   SOLE   3,889 0 0
ZOETIS INC. COM 98978V103   6,746 105,810 SH   SOLE   105,810 0 0
ZYNGA INC. COM 98986T108   242 63,900 SH   SOLE   63,900 0 0
ADIENT PLC COM G0084W101   1,559 18,562 SH   SOLE   18,562 0 0
ALLEGION PLC COM G0176J109   4,984 57,633 SH   SOLE   57,633 0 0
ALLERGAN PLC COM G0177J108   2,264 11,049 SH   SOLE   11,049 0 0
AMDOCS LTD. COM G02602103   2,933 45,600 SH   SOLE   45,600 0 0
AON PLC COM G0408V102   966 6,611 SH   SOLE   6,611 0 0
ARCH CAPITAL GROUP LTD. COM G0450A105   463 4,700 SH   SOLE   4,700 0 0
ARRIS INTERNATIONAL PLC COM G0551A103   387 13,600 SH   SOLE   13,600 0 0
ASSURED GUARANTY LTD. COM G0585R106   555 14,700 SH   SOLE   14,700 0 0
ATHENE HOLDING LTD. COM G0684D107   436 8,100 SH   SOLE   8,100 0 0
AXIS CAPITAL HOLDINGS LTD. COM G0692U109   281 4,900 SH   SOLE   4,900 0 0
ACCENTURE PLC COM G1151C101   4,668 34,560 SH   SOLE   34,560 0 0
DELPHI AUTOMOTIVE PLC COM G27823106   1,692 17,200 SH   SOLE   17,200 0 0
EATON CORPORATION PLC COM G29183103   324 4,220 SH   SOLE   4,220 0 0
ENDO INTERNATIONAL PLC COM G30401106   266 31,100 SH   SOLE   31,100 0 0
EVEREST RE GROUP LTD. COM G3223R108   2,179 9,540 SH   SOLE   9,540 0 0
IHS MARKIT LTD. COM G47567105   968 21,965 SH   SOLE   21,965 0 0
INGERSOLL-RAND PLC COM G47791101   4,244 47,600 SH   SOLE   47,600 0 0
INVESCO LTD. COM G491BT108   1,872 53,435 SH   SOLE   53,435 0 0
LAZARD LTD. COM G54050102   1,036 22,900 SH   SOLE   22,900 0 0
MALLINCKRODT PLC COM G5785G107   339 9,060 SH   SOLE   9,060 0 0
MARVELL TECHNOLOGY GROUP, LTD COM G5876H105   383 21,400 SH   SOLE   21,400 0 0
MEDTRONIC PLC COM G5960L103   2,869 36,885 SH   SOLE   36,885 0 0
MICHAEL KORS HOLDINGS LIMITED COM G60754101   1,455 30,400 SH   SOLE   30,400 0 0
NORWEGIAN CRUISE LINE HOLDINGS LTD. COM G66721104   449 8,300 SH   SOLE   8,300 0 0
RENAISSANCERE HOLDINGS LTD. COM G7496G103   896 6,630 SH   SOLE   6,630 0 0
SEAGATE TECHNOLOGY PLC COM G7945M107   663 20,000 SH   SOLE   20,000 0 0
PENTAIR PLC COM G7S00T104   1,264 18,592 SH   SOLE   18,592 0 0
SIGNET JEWELERS LTD. COM G81276100   1,777 26,700 SH   SOLE   26,700 0 0
STERIS PLC COM G84720104   433 4,900 SH   SOLE   4,900 0 0
TECHNIPFMC PLC COM G87110105   268 9,612 SH   SOLE   9,612 0 0
THERAVANCE BIOPHARMA INC. COM G8807B106   404 11,800 SH   SOLE   11,800 0 0
VALIDUS HOLDINGS LTD. COM G9319H102   236 4,800 SH   SOLE   4,800 0 0
VENATOR MATERIALS PLC COM G9329Z100   2,192 97,000 SH   SOLE   97,000 0 0
PERRIGO COMPANY PLC COM G97822103   2,108 24,900 SH   SOLE   24,900 0 0
XL GROUP LTD COM G98294104   2,992 75,835 SH   SOLE   75,835 0 0
CHUBB LIMITED COM H1467J104   2,348 16,473 SH   SOLE   16,473 0 0
GARMIN LTD COM H2906T109   313 5,800 SH   SOLE   5,800 0 0
TE CONNECTIVITY LTD. COM H84989104   6,279 75,600 SH   SOLE   75,600 0 0
TRANSOCEAN LTD COM H8817H100   568 52,800 SH   SOLE   52,800 0 0
ARDAGH GROUP SA COM L0223L101   899 42,000 SH   SOLE   42,000 0 0
TRINSEO S.A. COM L9340P101   4,308 64,200 SH   SOLE   64,200 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LTD COM M22465104   524 4,600 SH   SOLE   4,600 0 0
AERCAP HOLDINGS N.V. COM N00985106   4,334 84,800 SH   SOLE   84,800 0 0
CORE LABORATORIES NV COM N22717107   628 6,367 SH   SOLE   6,367 0 0
LYONDELLBASELL INDUSTRIES N.V. COM N53745100   3,600 36,341 SH   SOLE   36,341 0 0
MYLAN N.V. COM N59465109   562 17,906 SH   SOLE   17,906 0 0
NXP SEMICONDUCTORS N.V. COM N6596X109   1,247 11,030 SH   SOLE   11,030 0 0
QIAGEN N.V. COM N72482123   255 8,100 SH   SOLE   8,100 0 0
COPA HOLDINGS SA COM P31076105   1,291 10,370 SH   SOLE   10,370 0 0
ROYAL CARIBBEAN CRUISES LTD. COM V7780T103   3,287 27,730 SH   SOLE   27,730 0 0
BROADCOM LTD. COM Y09827109   6,241 25,733 SH   SOLE   25,733 0 0
CAPITAL PRODUCT PARTNERS L.P. COM Y11082107   79 22,600 SH   SOLE   22,600 0 0
GOLAR LNG PARTNERS LP COM Y2745C102   1,356 58,368 SH   SOLE   58,368 0 0
SEADRILL PARTNERS LLC COM Y7545W109   1,469 395,944 SH   SOLE   395,944 0 0
TEEKAY LNG PARTNERS L.P. COM Y8564M105   607 34,105 SH   SOLE   34,105 0 0
TEEKAY OFFSHORE PARTNERS L.P. COM Y8565J101   209 87,987 SH   SOLE   87,987 0 0
TEEKAY TANKERS LTD. COM Y8565N102   32 19,800 SH   SOLE   19,800 0 0
CAMDEN PPTY TR SH BEN INT 133131102   51,308 561,053 SH   SOLE   561,053 0 0
COUSINS PPTYS INC COM 222795106   28,852 3,089,026 SH   SOLE   3,089,026 0 0
ESSEX PPTY TR INC COM 297178105   63,549 250,165 SH   SOLE   250,165 0 0
HUDSON PAC PPTYS INC COM 444097109   19,673 586,727 SH   SOLE   586,727 0 0
SIMON PPTY GROUP INC NEW COM 828806109   85,616 531,745 SH   SOLE   531,745 0 0
FOUR CORNERS PPTY TR INC COM 35086T109   2,006 80,500 SH   SOLE   80,500 0 0
GAMING & LEISURE PPTYS INC COM 36467J108   29,601 802,420 SH   SOLE   802,420 0 0
RETAIL PPTYS AMER INC CL A 76131V202   16,933 1,289,614 SH   SOLE   1,289,614 0 0
STARWOOD PPTY TR INC COM 85571B105   604 27,790 SH   SOLE   27,790 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501   83 13,500 SH   SOLE   13,500 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101   109 18,100 SH   SOLE   18,100 0 0
CYS INVTS INC COM 12673A108   129 14,900 SH   SOLE   14,900 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107   168 10,400 SH   SOLE   10,400 0 0
NATIONAL HEALTH INVS INC COM 63633D104   14,717 190,410 SH   SOLE   190,410 0 0
BOSTON PROPERTIES INC COM 101121101   61,134 497,506 SH   SOLE   497,506 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203   15,769 901,589 SH   SOLE   901,589 0 0
CUBESMART COM 229663109   29,948 1,153,635 SH   SOLE   1,153,635 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204   631 10,900 SH   SOLE   10,900 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301   13,387 1,222,518 SH   SOLE   1,222,518 0 0
DIGITAL RLTY TR INC COM 253868103   60,971 515,261 SH   SOLE   515,261 0 0
DUKE REALTY CORP COM NEW 264411505   60,937 2,114,405 SH   SOLE   2,114,405 0 0
HEALTHCARE RLTY TR COM 421946104   17,330 535,858 SH   SOLE   535,858 0 0
MACERICH CO COM 554382101   13,241 240,876 SH   SOLE   240,876 0 0
MACK CALI RLTY CORP COM 554489104   1,298 54,750 SH   SOLE   54,750 0 0
PARK HOTELS RESORTS INC COM 700517105   10,387 376,875 SH   SOLE   376,875 0 0
REALTY INCOME CORP COM 756109104   29,995 524,483 SH   SOLE   524,483 0 0
REGENCY CTRS CORP COM 758849103   53,938 869,407 SH   SOLE   869,407 0 0
STORE CAP CORP COM 862121100   18,439 741,432 SH   SOLE   741,432 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101   17,155 1,067,528 SH   SOLE   1,067,528 0 0
WEYERHAEUSER CO COM 962166104   15,695 461,209 SH   SOLE   461,209 0 0
AGNC INVT CORP COM 00123Q104   735 33,900 SH   SOLE   33,900 0 0
ACADIA RLTY TR COM SH BEN INT 004239109   33,704 1,177,626 SH   SOLE   1,177,626 0 0
AGREE REALTY CORP COM 008492100   26,625 542,482 SH   SOLE   542,482 0 0
AMERICAN TOWER CORP NEW COM 03027X100   22,584 165,233 SH   SOLE   165,233 0 0
ANNALY CAP MGMT INC COM 035710409   548 44,960 SH   SOLE   44,960 0 0
AVALONBAY CMNTYS INC COM 053484101   776 4,349 SH   SOLE   4,349 0 0
CHIMERA INVT CORP COM NEW 16934Q208   464 24,500 SH   SOLE   24,500 0 0
COLONY NORTHSTAR INC CL A COM 19625W104   565 45,000 SH   SOLE   45,000 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101   22,970 229,748 SH   SOLE   229,748 0 0
EQUINIX INC COM PAR $0.001 29444U700   68,437 153,342 SH   SOLE   153,342 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107   281 4,257 SH   SOLE   4,257 0 0
EXTRA SPACE STORAGE INC COM 30225T102   14,622 182,959 SH   SOLE   182,959 0 0
GEO GROUP INC NEW COM 36162J106   25,070 931,973 SH   SOLE   931,973 0 0
GGP INC COM 36174X101   417 20,100 SH   SOLE   20,100 0 0
HCP INC COM 40414L109   284 10,211 SH   SOLE   10,211 0 0
HOST HOTELS & RESORTS INC COM 44107P104   909 49,170 SH   SOLE   49,170 0 0
KILROY RLTY CORP COM 49427F108   48,855 686,937 SH   SOLE   686,937 0 0
KIMCO RLTY CORP COM 49446R109   25,048 1,281,253 SH   SOLE   1,281,253 0 0
LIFE STORAGE INC COM 53223X107   22,872 279,579 SH   SOLE   279,579 0 0
MFA FINL INC COM 55272X102   262 29,900 SH   SOLE   29,900 0 0
MID AMER APT CMNTYS INC COM 59522J103   28,136 263,253 SH   SOLE   263,253 0 0
PARAMOUNT GROUP INC COM 69924R108   21,645 1,352,800 SH   SOLE   1,352,800 0 0
PHYSICIANS RLTY TR COM 71943U104   38,915 2,194,874 SH   SOLE   2,194,874 0 0
PROLOGIS INC COM 74340W103   113,971 1,795,949 SH   SOLE   1,795,949 0 0
STARWOOD WAYPOINT HOMES COM 85572F105   41,994 1,154,646 SH   SOLE   1,154,646 0 0
TWO HBRS INVT CORP COM 90187B101   739 73,300 SH   SOLE   73,300 0 0
VENTAS INC COM 92276F100   24,822 381,114 SH   SOLE   381,114 0 0
WELLTOWER INC COM 95040Q104   67,862 965,593 SH   SOLE   965,593 0 0
ISHARES MSCI EMERGING MARKETS OPT 464287234   323,757 7,225,100 SH Put SOLE   7,225,100 0 0
ISHARES MSCI EAFE ETF OPT 464287465   358,424 5,234,000 SH Put SOLE   5,234,000 0 0
ISHARES RUSSELL 2000 ETF OPT 464287655   118,544 800,000 SH Put SOLE   800,000 0 0
SPDR S&P 500 ETF TRUST OPT 78462F103   1,328,002 5,286,000 SH Put SOLE   5,286,000 0 0
BARINGS PARTN INVS TRUST COM 05616B100   3,042 210,820 SH   SOLE   210,820 0 0
BARINGS CORPORATE INVS COM 05617K109   3,468 219,664 SH   SOLE   219,664 0 0
TCP CAPITAL CORP COM 87238Q103   26,440 1,603,372 SH   SOLE   1,603,372 0 0