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 2,056 12,337 SH   SOLE   12,337 0 0
A.H. BELO CORPORATION COM 001282102 50 10,300 SH   SOLE   10,300 0 0
A.O. SMITH CORPORATION COM 831865209 2,205 28,900 SH   SOLE   28,900 0 0
ABBOTT LABORATORIES COM 002824100 1,381 33,026 SH   SOLE   33,026 0 0
ABBVIE INC. COM 00287Y109 11,242 196,809 SH   SOLE   196,809 0 0
ACCENTURE PLC COM G1151C101 1,355 11,740 SH   SOLE   11,740 0 0
ACCO BRANDS CORP. COM 00081T108 448 49,900 SH   SOLE   49,900 0 0
ACE LIMITED COM H1467J104 3,083 25,879 SH   SOLE   25,879 0 0
ACTIVISION BLIZZARD, INC. COM 00507V109 917 27,100 SH   SOLE   27,100 0 0
ACUITY BRANDS INC. COM 00508Y102 486 2,230 SH   SOLE   2,230 0 0
ADELPHIA RECOVERY TRUST COM 00685R409 0 1,783,299 SH   SOLE   1,783,299 0 0
ADOBE SYSTEMS INC. COM 00724F101 2,654 28,295 SH   SOLE   28,295 0 0
ADT CORPORATION (THE) COM 00101J106 510 12,350 SH   SOLE   12,350 0 0
ADVANCE AUTO PARTS, INC. COM 00751Y106 738 4,600 SH   SOLE   4,600 0 0
AECOM COM 00766T100 1,992 64,711 SH   SOLE   64,711 0 0
AES CORP., THE COM 00130H105 1,942 164,564 SH   SOLE   164,564 0 0
AETNA INC. COM 00817Y108 2,735 24,340 SH   SOLE   24,340 0 0
AFLAC INC. COM 001055102 3,095 49,017 SH   SOLE   49,017 0 0
AGCO CORP. COM 001084102 3,910 78,670 SH   SOLE   78,670 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101 731 18,336 SH   SOLE   18,336 0 0
AGL RESOURCES INC. COM 001204106 471 7,238 SH   SOLE   7,238 0 0
AGRIUM INC. COM 008916108 1,367 15,485 SH   SOLE   15,485 0 0
AIR LEASE CORP. COM 00912X302 1,722 53,600 SH   SOLE   53,600 0 0
AIR PRODUCTS AND CHEMICALS INC. COM 009158106 1,015 7,045 SH   SOLE   7,045 0 0
AK STEEL CORP. CONV 001546AP5 4,148 4,625,000 SH   SOLE   4,625,000 0 0
ALASKA AIR GROUP INC. COM 011659109 4,445 54,200 SH   SOLE   54,200 0 0
ALCOA INC. COM 013817101 361 37,717 SH   SOLE   37,717 0 0
ALERE INC. COM 01449J105 721 14,250 SH   SOLE   14,250 0 0
ALIGN TECHNOLOGY, INC. COM 016255101 262 3,600 SH   SOLE   3,600 0 0
ALLEGHANY CORP. COM 017175100 409 825 SH   SOLE   825 0 0
ALLEGION PLC COM G0176J109 4,863 76,333 SH   SOLE   76,333 0 0
ALLERGAN PLC COM G0177J108 420 1,568 SH   SOLE   1,568 0 0
ALLERGAN PLC CONV G0177J116 13,304 14,500 SH   SOLE   14,500 0 0
ALLIANCE RESOURCE PARTNERS, L.P. COM 01877R108 1,047 89,864 SH   SOLE   89,864 0 0
ALLIED WORLD ASSURANCE COMPANY HOLDINGS, AG COM H01531104 278 7,960 SH   SOLE   7,960 0 0
ALLISON TRANSMISSION HOLDINGS, INC COM 01973R101 2,894 107,250 SH   SOLE   107,250 0 0
ALLSTATE CORP. COM 020002101 1,382 20,521 SH   SOLE   20,521 0 0
ALLY FINANCIAL INC. COM 02005N100 1,324 70,700 SH   SOLE   70,700 0 0
ALPHABET, INC. COM 02079K107 13,354 17,926 SH   SOLE   17,926 0 0
ALPHABET, INC. COM 02079K305 16,572 21,723 SH   SOLE   21,723 0 0
ALTRIA GROUP INC. COM 02209S103 6,778 108,170 SH   SOLE   108,170 0 0
AMAZON.COM INC. COM 023135106 10,322 17,387 SH   SOLE   17,387 0 0
AMC NETWORKS INC. COM 00164V103 520 8,000 SH   SOLE   8,000 0 0
AMDOCS LTD. COM G02602103 3,547 58,700 SH   SOLE   58,700 0 0
AMERCO COM 023586100 1,358 3,800 SH   SOLE   3,800 0 0
AMERICAN AIRLINES GROUP INC. COM 02376R102 3,535 86,200 SH   SOLE   86,200 0 0
AMERICAN CAPITAL AGENCY CORP REIT 02503X105 665 35,700 SH   SOLE   35,700 0 0
AMERICAN ELECTRIC POWER CO. INC. COM 025537101 1,415 21,311 SH   SOLE   21,311 0 0
AMERICAN EXPRESS COMPANY COM 025816109 4,466 72,737 SH   SOLE   72,737 0 0
AMERICAN FINANCIAL GROUP, INC. COM 025932104 563 8,000 SH   SOLE   8,000 0 0
AMERICAN INTERNATIONAL GROUP INC. COM 026874784 3,603 66,659 SH   SOLE   66,659 0 0
AMERICAN TOWER CORP. REIT 03027X100 279 2,722 SH   SOLE   2,722 0 0
AMERICAN WATER WORKS CO. INC. COM 030420103 1,761 25,550 SH   SOLE   25,550 0 0
AMERIGAS PARTNERS, L.P. COM 030975106 389 8,949 SH   SOLE   8,949 0 0
AMERIPRISE FINANCIAL INC. COM 03076C106 1,037 11,031 SH   SOLE   11,031 0 0
AMERISOURCEBERGEN CORP. COM 03073E105 2,120 24,497 SH   SOLE   24,497 0 0
AMETEK, INC. COM 031100100 429 8,575 SH   SOLE   8,575 0 0
AMGEN INC. COM 031162100 12,339 82,296 SH   SOLE   82,296 0 0
AMKOR TECHNOLOGY INC. COM 031652100 75 12,700 SH   SOLE   12,700 0 0
AMSURG CORP. COM 03232P405 201 2,700 SH   SOLE   2,700 0 0
AMTECH SYSTEMS INC COM 032332504 589 90,808 SH   SOLE   90,808 0 0
AMTRUST FINANCIAL SERVICES, INC. COM 032359309 555 21,461 SH   SOLE   21,461 0 0
ANADARKO PETROLEUM CORP. CONV 032511404 12,427 360,000 SH   SOLE   360,000 0 0
ANALOG DEVICES INC. COM 032654105 532 8,993 SH   SOLE   8,993 0 0
ANNALY CAPITAL MANAGEMENT, INC. REIT 035710409 678 66,060 SH   SOLE   66,060 0 0
ANSYS, INC. COM 03662Q105 340 3,800 SH   SOLE   3,800 0 0
ANTERO MIDSTREAM PARTNERS LP COM 03673L103 292 13,200 SH   SOLE   13,200 0 0
ANTHEM, INC. COM 036752103 8,004 57,584 SH   SOLE   57,584 0 0
ANTHRACITE CAPITAL, INC. REIT 037023108 0 10,000 SH   SOLE   10,000 0 0
ANWORTH MORTGAGE ASSET CORPORATION REIT 037347101 141 30,300 SH   SOLE   30,300 0 0
AON PLC COM G0408V102 1,567 15,001 SH   SOLE   15,001 0 0
APACHE CORP. COM 037411105 1,545 31,647 SH   SOLE   31,647 0 0
APARTMENT INVESTMENT & MANAGEMENT CO. REIT 03748R101 220 5,249 SH   SOLE   5,249 0 0
APOLLO RESIDENTIAL MORTGAGE INC. REIT 03763V102 235 17,500 SH   SOLE   17,500 0 0
APPLE HOSPITALITY REIT INC. REIT 03784Y200 501 25,300 SH   SOLE   25,300 0 0
APPLE INC. COM 037833100 46,796 429,356 SH   SOLE   429,356 0 0
APPLIED MATERIALS INC. COM 038222105 913 43,106 SH   SOLE   43,106 0 0
APPROACH RESOURCES INC. COM 03834A103 46 39,546 SH   SOLE   39,546 0 0
APTARGROUP, INC. COM 038336103 1,153 14,700 SH   SOLE   14,700 0 0
ARCELORMITTAL ADR 03938L104 369 80,600 SH   SOLE   80,600 0 0
ARCH CAPITAL GROUP LTD. COM G0450A105 292 4,100 SH   SOLE   4,100 0 0
ARCHER DANIELS MIDLAND CO. COM 039483102 5,168 142,338 SH   SOLE   142,338 0 0
ARCHROCK PARTNERS LP COM 03957U100 2,002 180,700 SH   SOLE   180,700 0 0
ARES CAPITAL CORPORATION COM 04010L103 427 28,800 SH   SOLE   28,800 0 0
ARGAN INC COM 04010E109 447 12,700 SH   SOLE   12,700 0 0
ARISTA NETWORKS INC COM 040413106 972 15,400 SH   SOLE   15,400 0 0
ARRIS INTERNATIONAL PLC COM G0551A103 2,013 87,700 SH   SOLE   87,700 0 0
ARROW ELECTRONICS INC. COM 042735100 245 3,800 SH   SOLE   3,800 0 0
ASPEN INSURANCE HOLDINGS LTD. COM G05384105 553 11,600 SH   SOLE   11,600 0 0
ASSURANT INC. COM 04621X108 1,211 15,696 SH   SOLE   15,696 0 0
ASSURED GUARANTY, LTD. COM G0585R106 794 31,400 SH   SOLE   31,400 0 0
AT&T INC. COM 00206R102 9,459 241,497 SH   SOLE   241,497 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC. COM 049164205 448 10,600 SH   SOLE   10,600 0 0
ATMOS ENERGY CORP. COM 049560105 323 4,350 SH   SOLE   4,350 0 0
AUTOMATIC DATA PROCESSING INC. COM 053015103 1,831 20,410 SH   SOLE   20,410 0 0
AUTOZONE INC. COM 053332102 2,038 2,558 SH   SOLE   2,558 0 0
AVALONBAY COMMUNITIES, INC. REIT 053484101 1,293 6,799 SH   SOLE   6,799 0 0
AVANGRID INC COM 05351W103 489 12,200 SH   SOLE   12,200 0 0
AVERY DENNISON CORP. COM 053611109 1,262 17,497 SH   SOLE   17,497 0 0
AVNET INC. COM 053807103 868 19,600 SH   SOLE   19,600 0 0
AVON PRODUCTS INC. COM 054303102 630 131,000 SH   SOLE   131,000 0 0
B/E AEROSPACE, INC COM 073302101 351 7,600 SH   SOLE   7,600 0 0
BABCOCK & WILCOX COMPANY (THE) COM 05605H100 2,722 81,100 SH   SOLE   81,100 0 0
BABCOCK & WILCOX ENTERPRISES INC COM 05614L100 2,848 133,100 SH   SOLE   133,100 0 0
BALL CORPORATION COM 058498106 1,042 14,622 SH   SOLE   14,622 0 0
BANK OF AMERICA CORP. COM 060505104 9,132 675,413 SH   SOLE   675,413 0 0
BANK OF NEW YORK MELLON CORP. COM 064058100 2,672 72,552 SH   SOLE   72,552 0 0
BAXALTA INCORPORATED COM 07177M103 4,764 117,933 SH   SOLE   117,933 0 0
BAXTER INTERNATIONAL INC. COM 071813109 3,525 85,803 SH   SOLE   85,803 0 0
BB&T CORPORATION COM 054937107 1,244 37,397 SH   SOLE   37,397 0 0
BECTON DICKINSON & CO. COM 075887109 802 5,281 SH   SOLE   5,281 0 0
BED BATH & BEYOND INC. COM 075896100 3,690 74,337 SH   SOLE   74,337 0 0
BEMIS CO. INC. COM 081437105 2,530 48,860 SH   SOLE   48,860 0 0
BENEFICIAL BANCORP, INC. COM 08171T102 2,289 167,200 SH   SOLE   167,200 0 0
BERKSHIRE HATHAWAY INC. COM 084670702 7,388 52,069 SH   SOLE   52,069 0 0
BERRY PLASTICS GROUP, INC COM 08579W103 940 26,000 SH   SOLE   26,000 0 0
BEST BUY CO. INC. COM 086516101 3,325 102,500 SH   SOLE   102,500 0 0
BHP BILLITON LTD. ADR 088606108 3,064 118,315 SH   SOLE   118,315 0 0
BIMINI CAPITAL MGMT, INC. REIT 090319401 347 211,628 SH   SOLE   211,628 0 0
BIOGEN INC. COM 09062X103 3,404 13,076 SH   SOLE   13,076 0 0
BLACKROCK, INC. COM 09247X101 1,757 5,160 SH   SOLE   5,160 0 0
BLOUNT INTERNATIONAL, INC COM 095180105 409 41,000 SH   SOLE   41,000 0 0
BLUE BUFFALO PET PRODUCTS INC COM 09531U102 662 25,800 SH   SOLE   25,800 0 0
BOARDWALK PIPELINE PARTNERS LP COM 096627104 1,927 130,700 SH   SOLE   130,700 0 0
BOEING CO. COM 097023105 4,714 37,138 SH   SOLE   37,138 0 0
BOOZ ALLEN HAMILTON HOLDING CORP COM 099502106 269 8,900 SH   SOLE   8,900 0 0
BOSTON PROPERTIES INC. REIT 101121101 853 6,710 SH   SOLE   6,710 0 0
BOYD GAMING CORPORATION COM 103304101 293 14,200 SH   SOLE   14,200 0 0
BRINKER INTERNATIONAL COM 109641100 1,820 39,600 SH   SOLE   39,600 0 0
BRISTOL-MYERS SQUIBB CO. COM 110122108 2,017 31,579 SH   SOLE   31,579 0 0
BROADCOM LTD. COM Y09827109 1,511 9,780 SH   SOLE   9,780 0 0
BROADRIDGE FINANCIAL SOLUTIONS INC. COM 11133T103 472 7,960 SH   SOLE   7,960 0 0
BROCADE COMMUNICATIONS SYSTEMS INC. COM 111621306 639 60,400 SH   SOLE   60,400 0 0
BROOKFIELD ASSET MANAGEMENT INC. COM 112585104 391 11,250 SH   SOLE   11,250 0 0
BRUKER CORP. COM 116794108 1,350 48,200 SH   SOLE   48,200 0 0
BRUNSWICK CORP/DE COM 117043109 1,665 34,700 SH   SOLE   34,700 0 0
BUCKEYE PARTNERS L.P. COM 118230101 1,332 19,600 SH   SOLE   19,600 0 0
BUNGE LTD. COM G16962105 1,626 28,685 SH   SOLE   28,685 0 0
C.H. ROBINSON WORLDWIDE, INC. COM 12541W209 919 12,374 SH   SOLE   12,374 0 0
C.R. BARD, INC. COM 067383109 1,943 9,586 SH   SOLE   9,586 0 0
CA, INC. COM 12673P105 3,268 106,148 SH   SOLE   106,148 0 0
CABLE ONE, INC. COM 12685J105 446 1,020 SH   SOLE   1,020 0 0
CABLEVISION SYSTEMS CORPORATION COM 12686C109 2,980 90,300 SH   SOLE   90,300 0 0
CABOT CORP. COM 127055101 754 15,600 SH   SOLE   15,600 0 0
CACI INTERNATIONAL INC. COM 127190304 480 4,500 SH   SOLE   4,500 0 0
CADENCE DESIGN SYSTEMS, INC. COM 127387108 2,000 84,800 SH   SOLE   84,800 0 0
CALGON CARBON CORPORATION COM 129603106 5,660 403,729 SH   SOLE   403,729 0 0
CALPINE CORP. COM 131347304 1,271 83,800 SH   SOLE   83,800 0 0
CAMERON INTERNATIONAL CORPORATION COM 13342B105 1,009 15,043 SH   SOLE   15,043 0 0
CAMPBELL SOUP COMPANY COM 134429109 1,498 23,489 SH   SOLE   23,489 0 0
CANADIAN NATURAL RESOURCES LTD. COM 136385101 1,460 54,060 SH   SOLE   54,060 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105 4,011 57,867 SH   SOLE   57,867 0 0
CAPITAL PRODUCT PARTNERS LP COM Y11082107 71 22,600 SH   SOLE   22,600 0 0
CAPITOL FEDERAL FINANCIAL INC COM 14057J101 151 11,400 SH   SOLE   11,400 0 0
CARDINAL HEALTH INC. COM 14149Y108 2,666 32,533 SH   SOLE   32,533 0 0
CARDTRONICS INC. CONV 14161HAG3 15,450 16,000,000 SH   SOLE   16,000,000 0 0
CARE CAPITAL PROPERTIES INC REIT 141624106 373 13,900 SH   SOLE   13,900 0 0
CARLISLE COS. INC. COM 142339100 1,343 13,500 SH   SOLE   13,500 0 0
CARNIVAL CORP. COM 143658300 2,387 45,237 SH   SOLE   45,237 0 0
CARTER'S INC. COM 146229109 537 5,100 SH   SOLE   5,100 0 0
CASEY'S GENERAL STORES, INC. COM 147528103 1,043 9,200 SH   SOLE   9,200 0 0
CASH AMERICA INTERNATIONAL, INC. COM 14754D100 224 5,800 SH   SOLE   5,800 0 0
CATALENT INC COM 148806102 207 7,749 SH   SOLE   7,749 0 0
CATERPILLAR INC. COM 149123101 4,570 59,705 SH   SOLE   59,705 0 0
CATO CORP COM 149205106 216 5,600 SH   SOLE   5,600 0 0
CBL & ASSOCIATES PROPERTIES, INC. REIT 124830100 395 33,200 SH   SOLE   33,200 0 0
CBRE GROUP INC. COM 12504L109 968 33,585 SH   SOLE   33,585 0 0
CBS CORP. COM 124857202 563 10,227 SH   SOLE   10,227 0 0
CDK GLOBAL, INC. COM 12508E101 3,503 75,250 SH   SOLE   75,250 0 0
CDW CORP/DE COM 12514G108 245 5,900 SH   SOLE   5,900 0 0
CECO ENVIRONMENTAL CORP COM 125141101 97 15,656 SH   SOLE   15,656 0 0
CELANESE CORPORATION COM 150870103 1,468 22,410 SH   SOLE   22,410 0 0
CENGAGE LEARNING HOLDINGS II L.P. COM 15136X102 6,437 341,054 SH   SOLE   341,054 0 0
CENTENE CORPORATION COM 15135B101 1,639 26,620 SH   SOLE   26,620 0 0
CENTERPOINT ENERGY INC. COM 15189T107 380 18,166 SH   SOLE   18,166 0 0
CENTURYLINK, INC. COM 156700106 2,982 93,289 SH   SOLE   93,289 0 0
CF INDUSTRIES HOLDINGS, INC. COM 125269100 847 27,015 SH   SOLE   27,015 0 0
CHARLES RIVER LABORATORIES INTERNATIONAL INC. COM 159864107 676 8,900 SH   SOLE   8,900 0 0
CHARLES SCHWAB CORP. COM 808513105 281 10,034 SH   SOLE   10,034 0 0
CHASE PACKAGING CORP. COM 161635107 1 19,082 SH   SOLE   19,082 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LTD COM M22465104 402 4,600 SH   SOLE   4,600 0 0
CHEMOURS COMPANY (THE) COM 163851108 381 54,495 SH   SOLE   54,495 0 0
CHESAPEAKE ENERGY CORP. COM 165167107 737 178,988 SH   SOLE   178,988 0 0
CHESAPEAKE ENERGY CORP. CONV 165167BZ9 5,496 8,690,000 SH   SOLE   8,690,000 0 0
CHESAPEAKE ENERGY CORP. CONV 165167CA3 6,325 10,000,000 SH   SOLE   10,000,000 0 0
CHEVRON CORPORATION COM 166764100 8,845 92,715 SH   SOLE   92,715 0 0
CHICAGO BRIDGE & IRON COMPANY N.V. COM 167250109 377 10,300 SH   SOLE   10,300 0 0
CHIMERA INVESTMENT CORP REIT 16934Q208 1,040 76,500 SH   SOLE   76,500 0 0
CHURCH & DWIGHT COMPANY, INC. COM 171340102 1,121 12,160 SH   SOLE   12,160 0 0
CHURCHILL DOWNS INC. COM 171484108 398 2,690 SH   SOLE   2,690 0 0
CIGNA CORP. COM 125509109 1,470 10,711 SH   SOLE   10,711 0 0
CINCINNATI FINANCIAL CORP. COM 172062101 2,867 43,863 SH   SOLE   43,863 0 0
CINEMARK HOLDINGS INC. COM 17243V102 487 13,600 SH   SOLE   13,600 0 0
CINTAS CORP. COM 172908105 703 7,827 SH   SOLE   7,827 0 0
CIRRUS LOGIC, INC. COM 172755100 437 12,000 SH   SOLE   12,000 0 0
CISCO SYSTEMS INC. COM 17275R102 11,726 411,866 SH   SOLE   411,866 0 0
CIT GROUP, INC. COM 125581801 571 18,400 SH   SOLE   18,400 0 0
CITIGROUP INC. COM 172967424 14,701 352,121 SH   SOLE   352,121 0 0
CITIZENS FINANCIAL GROUP, INC. COM 174610105 203 9,700 SH   SOLE   9,700 0 0
CITRIX SYSTEMS INC. COM 177376100 2,925 37,222 SH   SOLE   37,222 0 0
CITRIX SYSTEMS INC. CONV 177376AD2 16,717 14,968,000 SH   SOLE   14,968,000 0 0
CLEAN ENERGY FUELS CORP. COM 184499101 586 200,000 SH   SOLE   200,000 0 0
CLOROX CO. COM 189054109 1,455 11,540 SH   SOLE   11,540 0 0
CME GROUP INC. COM 12572Q105 1,902 19,805 SH   SOLE   19,805 0 0
CMS ENERGY CORP. COM 125896100 828 19,513 SH   SOLE   19,513 0 0
COACH, INC. COM 189754104 305 7,613 SH   SOLE   7,613 0 0
COCA-COLA CO., THE COM 191216100 3,345 72,114 SH   SOLE   72,114 0 0
COCA-COLA ENTERPRISES, INC. COM 19122T109 1,409 27,763 SH   SOLE   27,763 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION COM 192446102 1,290 20,574 SH   SOLE   20,574 0 0
COLFAX CORP. COM 194014106 446 15,600 SH   SOLE   15,600 0 0
COLGATE-PALMOLIVE CO. COM 194162103 1,487 21,042 SH   SOLE   21,042 0 0
COLUMBIA PIPELINE PARTNERS LP COM 198281107 1,463 100,200 SH   SOLE   100,200 0 0
COLUMBUS MCKINNON CORP. COM 199333105 553 35,100 SH   SOLE   35,100 0 0
COMCAST CORP. COM 20030N101 6,969 114,093 SH   SOLE   114,093 0 0
COMMUNITY HEALTH SYSTEMS INC. COM 203668108 896 48,400 SH   SOLE   48,400 0 0
COMPANIA DE MINAS BUENAVENTURA S.A. ADR 204448104 369 50,100 SH   SOLE   50,100 0 0
COMPUTER SCIENCES CORP. COM 205363104 1,230 35,770 SH   SOLE   35,770 0 0
CONAGRA FOODS INC. COM 205887102 2,939 65,858 SH   SOLE   65,858 0 0
CONOCOPHILLIPS COM 20825C104 4,621 114,742 SH   SOLE   114,742 0 0
CONSOLIDATED COMMUNICATIONS HOLDINGS INC. COM 209034107 294 11,400 SH   SOLE   11,400 0 0
CONSOLIDATED EDISON INC. COM 209115104 1,483 19,351 SH   SOLE   19,351 0 0
CONSTELLATION BRANDS INC. COM 21036P108 2,006 13,274 SH   SOLE   13,274 0 0
CONTINENTAL BUILDING PRODUCTS INC COM 211171103 644 34,700 SH   SOLE   34,700 0 0
COPA HOLDINGS SA COM P31076105 522 7,700 SH   SOLE   7,700 0 0
COPART INCORPORATED COM 217204106 408 10,000 SH   SOLE   10,000 0 0
CORE LABORATORIES NV COM N22717107 817 7,267 SH   SOLE   7,267 0 0
CORELOGIC INC. COM 21871D103 788 22,700 SH   SOLE   22,700 0 0
CORNING INC. COM 219350105 2,046 97,941 SH   SOLE   97,941 0 0
COSTCO WHOLESALE CORP. COM 22160K105 1,490 9,454 SH   SOLE   9,454 0 0
COTY INC. COM 222070203 3,085 110,850 SH   SOLE   110,850 0 0
CREDIT ACCEPTANCE CORP. COM 225310101 993 5,470 SH   SOLE   5,470 0 0
CREE, INC. COM 225447101 626 21,500 SH   SOLE   21,500 0 0
CRESCENT POINT ENERGY CORP. COM 22576C101 340 24,600 SH   SOLE   24,600 0 0
CROCS, INC. COM 227046109 116 12,100 SH   SOLE   12,100 0 0
CROWN CASTLE INTERNATIONAL CORP. REIT 22822V101 476 5,500 SH   SOLE   5,500 0 0
CROWN HOLDINGS INC. COM 228368106 1,245 25,100 SH   SOLE   25,100 0 0
CSRA INC COM 12650T104 2,111 78,471 SH   SOLE   78,471 0 0
CST BRANDS INC. COM 12646R105 1,072 28,000 SH   SOLE   28,000 0 0
CSW INDUSTRIALS INC. COM 126402106 3,141 99,700 SH   SOLE   99,700 0 0
CSX CORP. COM 126408103 525 20,380 SH   SOLE   20,380 0 0
CUMMINS INC. COM 231021106 1,873 17,038 SH   SOLE   17,038 0 0
CVR ENERGY INC. COM 12662P108 1,083 41,500 SH   SOLE   41,500 0 0
CVS HEALTH COM 126650100 6,289 60,627 SH   SOLE   60,627 0 0
D.R. HORTON INC. COM 23331A109 904 29,906 SH   SOLE   29,906 0 0
DANAHER CORP. COM 235851102 1,883 19,848 SH   SOLE   19,848 0 0
DARDEN RESTAURANTS INC. COM 237194105 4,842 73,027 SH   SOLE   73,027 0 0
DARLING INTERNATIONAL INC. COM 237266101 166 12,600 SH   SOLE   12,600 0 0
DCP MIDSTREAM PARTNERS LP COM 23311P100 1,736 63,770 SH   SOLE   63,770 0 0
DEERE & COMPANY COM 244199105 3,067 39,831 SH   SOLE   39,831 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 788 10,500 SH   SOLE   10,500 0 0
DELTA AIR LINES INC. COM 247361702 5,549 113,997 SH   SOLE   113,997 0 0
DENTSPLY SIRONA INC COM 24906P109 1,795 29,129 SH   SOLE   29,129 0 0
DEVON ENERGY CORP. COM 25179M103 780 28,414 SH   SOLE   28,414 0 0
DIAMOND OFFSHORE DRILLING INC. COM 25271C102 1,951 89,763 SH   SOLE   89,763 0 0
DICK'S SPORTING GOODS, INC. COM 253393102 785 16,800 SH   SOLE   16,800 0 0
DIGITAL REALTY TRUST INC. REIT 253868103 221 2,500 SH   SOLE   2,500 0 0
DILLARD'S INC. COM 254067101 830 9,770 SH   SOLE   9,770 0 0
DISCOVER FINANCIAL SERVICES INC. COM 254709108 1,898 37,278 SH   SOLE   37,278 0 0
DISCOVERY COMMUNICATIONS INC. COM 25470F104 1,240 43,300 SH   SOLE   43,300 0 0
DISCOVERY COMMUNICATIONS INC. COM 25470F302 338 12,500 SH   SOLE   12,500 0 0
DISH NETWORK CORP. COM 25470M109 810 17,500 SH   SOLE   17,500 0 0
DOLBY LABORATORIES, INC. COM 25659T107 495 11,400 SH   SOLE   11,400 0 0
DOLLAR GENERAL CORP. COM 256677105 1,926 22,500 SH   SOLE   22,500 0 0
DOMINION RESOURCES INC. COM 25746U109 449 5,978 SH   SOLE   5,978 0 0
DOMINO'S PIZZA, INC. COM 25754A201 1,236 9,370 SH   SOLE   9,370 0 0
DOMTAR CORP. COM 257559203 956 23,600 SH   SOLE   23,600 0 0
DONALDSON CO INC COM 257651109 347 10,875 SH   SOLE   10,875 0 0
DORMAN PRODUCTS, INC. COM 258278100 294 5,400 SH   SOLE   5,400 0 0
DOUGLAS DYNAMICS INC. COM 25960R105 479 20,900 SH   SOLE   20,900 0 0
DOVER CORP. COM 260003108 674 10,476 SH   SOLE   10,476 0 0
DOW CHEMICAL CO., THE COM 260543103 6,616 130,076 SH   SOLE   130,076 0 0
DR PEPPER SNAPPLE GROUP INC. COM 26138E109 4,812 53,814 SH   SOLE   53,814 0 0
DREW INDUSTRIES, INC. COM 26168L205 1,579 24,500 SH   SOLE   24,500 0 0
DST SYSTEMS, INC. COM 233326107 1,375 12,190 SH   SOLE   12,190 0 0
DTE ENERGY COMPANY COM 233331107 524 5,782 SH   SOLE   5,782 0 0
DUKE ENERGY CORP. COM 26441C204 1,347 16,690 SH   SOLE   16,690 0 0
DUKE REALTY CORPORATION REIT 264411505 216 9,600 SH   SOLE   9,600 0 0
DUN & BRADSTREET CORP., THE COM 26483E100 2,193 21,275 SH   SOLE   21,275 0 0
E*TRADE FINANCIAL CORP. COM 269246401 685 27,954 SH   SOLE   27,954 0 0
E.I. DU PONT DE NEMOURS AND COMPANY COM 263534109 1,832 28,931 SH   SOLE   28,931 0 0
EARTHLINK HOLDINGS CORP. COM 27033X101 86 15,200 SH   SOLE   15,200 0 0
EAST WEST BANCORP, INC. COM 27579R104 364 11,200 SH   SOLE   11,200 0 0
EASTMAN CHEMICAL CO. COM 277432100 4,510 62,436 SH   SOLE   62,436 0 0
EATON CORPORATION COM G29183103 1,252 20,020 SH   SOLE   20,020 0 0
EBAY INC. COM 278642103 3,168 132,772 SH   SOLE   132,772 0 0
EBIX INC COM 278715206 314 7,700 SH   SOLE   7,700 0 0
ECC CAPITAL CORPORATION REIT 26826M108 41 1,200,000 SH   SOLE   1,200,000 0 0
ECHOSTAR CORPORATION COM 278768106 711 16,045 SH   SOLE   16,045 0 0
EDGEWELL PERSONAL CARE CO. COM 28035Q102 506 6,280 SH   SOLE   6,280 0 0
EDISON INTERNATIONAL COM 281020107 2,224 30,940 SH   SOLE   30,940 0 0
EDWARDS LIFESCIENCES CORP. COM 28176E108 1,507 17,080 SH   SOLE   17,080 0 0
ELARA HGV TIMESHARE ISSUER 2014-A LLC REIT 044103109 68 10,700 SH   SOLE   10,700 0 0
ELECTRONIC ARTS INC. COM 285512109 3,433 51,923 SH   SOLE   51,923 0 0
ELECTRONICS FOR IMAGING, INC. COM 286082102 220 5,200 SH   SOLE   5,200 0 0
ELI LILLY & CO. COM 532457108 3,084 42,821 SH   SOLE   42,821 0 0
EMC CORP. COM 268648102 2,866 107,557 SH   SOLE   107,557 0 0
EMERSON ELECTRIC CO. COM 291011104 2,296 42,222 SH   SOLE   42,222 0 0
ENBRIDGE ENERGY PARTNERS L.P. COM 29250R106 2,693 146,975 SH   SOLE   146,975 0 0
ENDO INTERNATIONAL PLC COM G30401106 2,077 73,800 SH   SOLE   73,800 0 0
ENDURANCE SPECIALTY HOLDINGS LTD. COM G30397106 980 15,000 SH   SOLE   15,000 0 0
ENERGIZER HOLDINGS INC. COM 29272W109 5,800 143,170 SH   SOLE   143,170 0 0
ENERGY TRANSFER PARTNERS LP COM 29273R109 9,603 296,937 SH   SOLE   296,937 0 0
ENERSYS COM 29275Y102 234 4,200 SH   SOLE   4,200 0 0
ENI SPA ADR 26874R108 1,230 40,700 SH   SOLE   40,700 0 0
ENSCO PLC COM G3157S106 742 71,600 SH   SOLE   71,600 0 0
ENTERGY CORP COM 29364G103 3,124 39,409 SH   SOLE   39,409 0 0
ENTERPRISE PRODUCTS PARTNERS L.P. COM 293792107 7,503 304,759 SH   SOLE   304,759 0 0
EQT MIDSTREAM PARTNERS LP COM 26885B100 2,017 27,100 SH   SOLE   27,100 0 0
EQUIFAX INC. COM 294429105 5,453 47,708 SH   SOLE   47,708 0 0
EQUITY COMMONWEALTH REIT 294628102 380 13,467 SH   SOLE   13,467 0 0
EQUITY LIFESTYLE PROPERTIES INC REIT 29472R108 204 2,800 SH   SOLE   2,800 0 0
EQUITY RESIDENTIAL REIT 29476L107 1,010 13,457 SH   SOLE   13,457 0 0
ESSEX PROPERTY TRUST INC. REIT 297178105 927 3,963 SH   SOLE   3,963 0 0
ESSEX RENTAL CORPORATION COM 297187106 47 189,350 SH   SOLE   189,350 0 0
ESTEE LAUDER COMPANIES INC., THE COM 518439104 1,958 20,766 SH   SOLE   20,766 0 0
EVEREST RE GROUP LTD. COM G3223R108 940 4,760 SH   SOLE   4,760 0 0
EVERSOURCE ENERGY COM 30040W108 497 8,515 SH   SOLE   8,515 0 0
EXELON CORP. COM 30161N101 2,257 62,938 SH   SOLE   62,938 0 0
EXPEDIA INC. COM 30212P303 1,891 17,542 SH   SOLE   17,542 0 0
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC. COM 302130109 2,304 47,210 SH   SOLE   47,210 0 0
EXPRESS SCRIPTS HOLDING COMPANY COM 30219G108 6,981 101,626 SH   SOLE   101,626 0 0
EXTRA SPACE STORAGE, INC. REIT 30225T102 280 3,000 SH   SOLE   3,000 0 0
EXXONMOBIL CORP. COM 30231G102 19,204 229,736 SH   SOLE   229,736 0 0
F5 NETWORKS, INC. COM 315616102 8,268 78,106 SH   SOLE   78,106 0 0
FACEBOOK INC COM 30303M102 15,319 134,260 SH   SOLE   134,260 0 0
FACTSET RESEARCH SYSTEMS, INC. COM 303075105 644 4,250 SH   SOLE   4,250 0 0
FAIR ISAAC CORP. COM 303250104 286 2,700 SH   SOLE   2,700 0 0
FEDEX CORP. COM 31428X106 2,541 15,616 SH   SOLE   15,616 0 0
FIBRIA CELULOSE S.A. ADR 31573A109 350 41,300 SH   SOLE   41,300 0 0
FIDELITY & GUARANTY LIFE INSURANCE COMPANY COM 315785105 1,097 41,800 SH   SOLE   41,800 0 0
FIDELITY NATIONAL INFORMATION SERVICES INC. COM 31620M106 1,118 17,660 SH   SOLE   17,660 0 0
FIESTA RESTAURANT GROUP INC. COM 31660B101 2,643 80,618 SH   SOLE   80,618 0 0
FIFTH THIRD BANCORP COM 316773100 2,597 155,602 SH   SOLE   155,602 0 0
FIREEYE, INC. COM 31816Q101 934 51,900 SH   SOLE   51,900 0 0
FIRST CITIZENS BANCSHARES, INC. COM 31946M103 344 1,370 SH   SOLE   1,370 0 0
FIRST DATA CORPORATION COM 32008D106 352 27,200 SH   SOLE   27,200 0 0
FIRST SOLAR INC. COM 336433107 726 10,600 SH   SOLE   10,600 0 0
FIRSTENERGY CORP. COM 337932107 2,524 70,173 SH   SOLE   70,173 0 0
FISERV INC. COM 337738108 4,500 43,870 SH   SOLE   43,870 0 0
FLOWERS FOODS INC. COM 343498101 652 35,300 SH   SOLE   35,300 0 0
FLUOR CORP. COM 343412102 1,780 33,156 SH   SOLE   33,156 0 0
FMC TECHNOLOGIES INC. COM 30249U101 408 14,912 SH   SOLE   14,912 0 0
FNB CORPORATION COM 302520101 164 12,600 SH   SOLE   12,600 0 0
FOOT LOCKER INC. COM 344849104 2,141 33,200 SH   SOLE   33,200 0 0
FORD MOTOR CO. COM 345370860 4,229 313,275 SH   SOLE   313,275 0 0
FORTINET INC COM 34959E109 665 21,700 SH   SOLE   21,700 0 0
FOSSIL, INC. COM 34988V106 1,702 38,310 SH   SOLE   38,310 0 0
FOUR CORNERS PROPERTY TRUST INC REIT 35086T109 398 22,182 SH   SOLE   22,182 0 0
FRANK'S INTERNATIONAL NV COM N33462107 476 28,900 SH   SOLE   28,900 0 0
FREEPORT-MCMORAN INC. COM 35671D857 929 89,868 SH   SOLE   89,868 0 0
FRONTIER COMMUNICATIONS CORP. COM 35906A108 2,052 367,115 SH   SOLE   367,115 0 0
G-III APPAREL GROUP LTD COM 36237H101 313 6,400 SH   SOLE   6,400 0 0
GAMESTOP CORP. COM 36467W109 2,126 67,012 SH   SOLE   67,012 0 0
GAMING & LEISURE PROPERTIES INC. REIT 36467J108 2,127 68,776 SH   SOLE   68,776 0 0
GAP INC., THE COM 364760108 2,211 75,195 SH   SOLE   75,195 0 0
GARTNER, INC. COM 366651107 348 3,900 SH   SOLE   3,900 0 0
GATX CORP. COM 361448103 874 18,400 SH   SOLE   18,400 0 0
GCP APPLIED TECHNOLOGIES INC. COM 36164Y101 1,414 70,900 SH   SOLE   70,900 0 0
GENERAC HOLDINGS INC COM 368736104 358 9,600 SH   SOLE   9,600 0 0
GENERAL DYNAMICS CORP. COM 369550108 1,287 9,800 SH   SOLE   9,800 0 0
GENERAL ELECTRIC CO. COM 369604103 28,422 894,062 SH   SOLE   894,062 0 0
GENERAL GROWTH PROPERTIES, INC. REIT 370023103 703 23,640 SH   SOLE   23,640 0 0
GENERAL MILLS INC. COM 370334104 2,579 40,716 SH   SOLE   40,716 0 0
GENERAL MOTORS COMPANY COM 37045V100 4,114 130,900 SH   SOLE   130,900 0 0
GENESIS ENERGY, L.P. COM 371927104 2,015 63,400 SH   SOLE   63,400 0 0
GENPACT LIMITED COM G3922B107 1,729 63,600 SH   SOLE   63,600 0 0
GENTEX CORPORATION COM 371901109 697 44,420 SH   SOLE   44,420 0 0
GENUINE PARTS CO COM 372460105 613 6,170 SH   SOLE   6,170 0 0
GENWORTH HOLDINGS INC. COM 37247D106 155 56,860 SH   SOLE   56,860 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
GILEAD SCIENCES, INC. COM 375558103 18,346 199,722 SH   SOLE   199,722 0 0
GLOBAL PARTNERS LP/MA COM 37946R109 443 32,810 SH   SOLE   32,810 0 0
GLOBAL PAYMENTS, INC. COM 37940X102 1,015 15,540 SH   SOLE   15,540 0 0
GNC HOLDINGS INC. COM 36191G107 1,889 59,500 SH   SOLE   59,500 0 0
GODADDY INC COM 380237107 469 14,500 SH   SOLE   14,500 0 0
GOGO INC CONV 38046CAB5 4,843 6,300,000 SH   SOLE   6,300,000 0 0
GOLAR LNG PARTNERS LP COM Y2745C102 857 58,368 SH   SOLE   58,368 0 0
GOLD FIELDS LTD. ADR 38059T106 116 29,340 SH   SOLE   29,340 0 0
GOLDMAN SACHS GROUP INC., THE COM 38141G104 973 6,198 SH   SOLE   6,198 0 0
GOODYEAR TIRE & RUBBER COMPANY (THE) COM 382550101 3,305 100,212 SH   SOLE   100,212 0 0
GRACO, INC. COM 384109104 1,562 18,600 SH   SOLE   18,600 0 0
GRAINGER (W.W.) INC. COM 384802104 769 3,296 SH   SOLE   3,296 0 0
GRAPHIC PACKAGING HOLDING CO. COM 388689101 1,979 154,000 SH   SOLE   154,000 0 0
GREEN PLAINS INC. CONV 393222AD6 3,472 3,500,000 SH   SOLE   3,500,000 0 0
GROUPON INC COM 399473107 181 45,400 SH   SOLE   45,400 0 0
GSE SYSTEMS INC COM 36227K106 1,279 472,100 SH   SOLE   472,100 0 0
H&R BLOCK INC. COM 093671105 275 10,405 SH   SOLE   10,405 0 0
HAEMONETICS CORPORATION COM 405024100 476 13,605 SH   SOLE   13,605 0 0
HALLADOR ENERGY CO COM 40609P105 229 50,025 SH   SOLE   50,025 0 0
HANOVER INSURANCE GROUP INC., THE COM 410867105 478 5,300 SH   SOLE   5,300 0 0
HARLEY-DAVIDSON INC. COM 412822108 1,166 22,710 SH   SOLE   22,710 0 0
HARMAN INTERNATIONAL INDUSTRIES INC. COM 413086109 613 6,883 SH   SOLE   6,883 0 0
HARRIS CORP. COM 413875105 4,832 62,057 SH   SOLE   62,057 0 0
HARTFORD FINANCIAL SERVICES GROUP INC., THE COM 416515104 2,319 50,332 SH   SOLE   50,332 0 0
HASBRO INC. COM 418056107 879 10,978 SH   SOLE   10,978 0 0
HAWAIIAN HOLDINGS INC. COM 419879101 755 16,000 SH   SOLE   16,000 0 0
HCA HOLDINGS, INC. COM 40412C101 4,394 56,300 SH   SOLE   56,300 0 0
HCP INC. REIT 40414L109 209 6,411 SH   SOLE   6,411 0 0
HD SUPPLY HOLDINGS INC COM 40416M105 1,495 45,200 SH   SOLE   45,200 0 0
HEALTHSOUTH CORP. COM 421924309 204 5,420 SH   SOLE   5,420 0 0
HELMERICH & PAYNE, INC. COM 423452101 399 6,800 SH   SOLE   6,800 0 0
HENRY SCHEIN, INC. COM 806407102 447 2,590 SH   SOLE   2,590 0 0
HERBALIFE LTD. COM G4412G101 2,714 44,080 SH   SOLE   44,080 0 0
HERCULES INC. CONV 427056BC9 7,298 8,846 SH   SOLE   8,846 0 0
HERCULES OFFSHORE INC. COM 427093307 73 30,454 SH   SOLE   30,454 0 0
HERSHEY COMPANY, THE COM 427866108 273 2,966 SH   SOLE   2,966 0 0
HERTZ GLOBAL HOLDINGS INC. COM 42805T105 736 69,900 SH   SOLE   69,900 0 0
HESS CORP COM 42809H107 1,615 30,679 SH   SOLE   30,679 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 3,463 195,337 SH   SOLE   195,337 0 0
HILL-ROM HOLDINGS INC. COM 431475102 493 9,800 SH   SOLE   9,800 0 0
HOLLYFRONTIER CORP. COM 436106108 3,089 87,464 SH   SOLE   87,464 0 0
HOLOGIC INC. COM 436440101 3,002 87,000 SH   SOLE   87,000 0 0
HOME DEPOT INC. COM 437076102 15,497 116,147 SH   SOLE   116,147 0 0
HONDA MOTOR CO. LTD. ADR 438128308 1,296 47,400 SH   SOLE   47,400 0 0
HONEYWELL INTERNATIONAL INC. COM 438516106 8,123 72,497 SH   SOLE   72,497 0 0
HORMEL FOODS CORP. COM 440452100 2,976 68,820 SH   SOLE   68,820 0 0
HORNBECK OFFSHORE SERVICES INC. CONV 440543AN6 26,409 44,525,000 SH   SOLE   44,525,000 0 0
HOST HOTELS & RESORTS, INC. REIT 44107P104 317 18,970 SH   SOLE   18,970 0 0
HOWARD HUGHES CORPORATION (THE) COM 44267D107 719 6,790 SH   SOLE   6,790 0 0
HP INC. COM 40434L105 2,758 223,837 SH   SOLE   223,837 0 0
HUMANA INC. COM 444859102 1,275 6,969 SH   SOLE   6,969 0 0
HUNTINGTON BANCSHARES INC. COM 446150104 813 85,181 SH   SOLE   85,181 0 0
HUNTINGTON INGALLS INDUSTRIES INC. COM 446413106 2,865 20,920 SH   SOLE   20,920 0 0
HUNTSMAN CORP. COM 447011107 1,870 140,600 SH   SOLE   140,600 0 0
HYSTER-YALE MATERIALS HANDLING, INC. COM 449172105 3,024 45,400 SH   SOLE   45,400 0 0
IAC/INTERACTIVECORP COM 44919P508 913 19,400 SH   SOLE   19,400 0 0
IHS INC COM 451734107 1,009 8,130 SH   SOLE   8,130 0 0
ILLINOIS TOOL WORKS INC. COM 452308109 3,105 30,315 SH   SOLE   30,315 0 0
INGRAM MICRO INC. COM 457153104 1,871 52,100 SH   SOLE   52,100 0 0
INGREDION INCORPORATED COM 457187102 4,423 41,415 SH   SOLE   41,415 0 0
INNOPHOS HOLDINGS INC. COM 45774N108 1,785 57,740 SH   SOLE   57,740 0 0
INSIGHT ENTERPRISES, INC. COM 45765U103 232 8,100 SH   SOLE   8,100 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP COM 457985208 370 5,500 SH   SOLE   5,500 0 0
INTEL CORP. COM 458140100 11,563 357,434 SH   SOLE   357,434 0 0
INTEL CORP. CONV 458140AF7 7,953 5,000,000 SH   SOLE   5,000,000 0 0
INTERCONTINENTAL EXCHANGE, INC. COM 45866F104 1,334 5,672 SH   SOLE   5,672 0 0
INTERDIGITAL INC. COM 45867G101 273 4,900 SH   SOLE   4,900 0 0
INTERNATIONAL BUSINESS MACHINES CORPORATION COM 459200101 10,520 69,460 SH   SOLE   69,460 0 0
INTERNATIONAL PAPER COMPANY COM 460146103 1,685 41,069 SH   SOLE   41,069 0 0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE) COM 460690100 1,746 76,086 SH   SOLE   76,086 0 0
INTUIT INC. COM 461202103 1,172 11,269 SH   SOLE   11,269 0 0
INTUITIVE SURGICAL, INC. COM 46120E602 2,053 3,416 SH   SOLE   3,416 0 0
INVESCO LTD. COM G491BT108 586 19,035 SH   SOLE   19,035 0 0
INVESTORS BANCORP, INC. COM 46146L101 164 14,100 SH   SOLE   14,100 0 0
IROBOT CORP COM 462726100 371 10,500 SH   SOLE   10,500 0 0
ISHARES MSCI ETF 464286772 259 4,900 SH   SOLE   4,900 0 0
ISHARES MSCI ETF 464286806 224 8,700 SH   SOLE   8,700 0 0
ISHARES MSCI ETF 464286848 461 40,400 SH   SOLE   40,400 0 0
ISHARES MSCI BRAZIL CAPPED ETF ETF 464286400 210 8,000 SH   SOLE   8,000 0 0
ISHARES MSCI EAFE ETF OPT 464287465 211,035 3,692,000 SH Put SOLE   3,692,000 0 0
ISHARES MSCI EMERGING MARKETS OPT 464287234 339,589 9,915,000 SH Put SOLE   9,915,000 0 0
ISHARES MSCI SWITZERLAND CAPPED ETF ETF 464286749 205 6,900 SH   SOLE   6,900 0 0
ISHARES MSCI TAIWAN ETF ETF 464286731 226 16,300 SH   SOLE   16,300 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46434V548 381 24,300 SH   SOLE   24,300 0 0
ISHARES RUSSELL 2000 ETF OPT 464287655 92,929 840,000 SH Put SOLE   840,000 0 0
ISHARES TRUST ETF 464287465 4,195 73,430 SH   SOLE   73,430 0 0
ISHARES TRUST ETF 464287655 4,060 36,700 SH   SOLE   36,700 0 0
ISHARES TRUST ETF 464287689 58,761 486,189 SH   SOLE   486,189 0 0
J.M. SMUCKER CO. (THE) COM 832696405 4,631 35,669 SH   SOLE   35,669 0 0
JABIL CIRCUIT INC. COM 466313103 2,499 129,700 SH   SOLE   129,700 0 0
JACK HENRY & ASSOCIATES INC COM 426281101 304 3,600 SH   SOLE   3,600 0 0
JACOBS ENGINEERING GROUP, INC. COM 469814107 411 9,444 SH   SOLE   9,444 0 0
JAKKS PACIFIC, INC. COM 47012E106 201 27,000 SH   SOLE   27,000 0 0
JARDEN CORP. COM 471109108 3,500 59,375 SH   SOLE   59,375 0 0
JETBLUE AIRWAYS CORPORATION COM 477143101 2,999 142,000 SH   SOLE   142,000 0 0
JOHNSON & JOHNSON COM 478160104 29,248 270,311 SH   SOLE   270,311 0 0
JONES LANG LASALLE INC. COM 48020Q107 584 4,980 SH   SOLE   4,980 0 0
JOY GLOBAL INC. COM 481165108 633 39,400 SH   SOLE   39,400 0 0
JPMORGAN CHASE & CO. COM 46625H100 12,852 217,014 SH   SOLE   217,014 0 0
JUNIPER NETWORKS INC. COM 48203R104 3,090 121,137 SH   SOLE   121,137 0 0
KAMAN CORP. COM 483548103 231 5,400 SH   SOLE   5,400 0 0
KAR AUCTION SERVICES INC. COM 48238T109 1,167 30,600 SH   SOLE   30,600 0 0
KBR, INC. COM 48242W106 582 37,600 SH   SOLE   37,600 0 0
KELLOGG CO. COM 487836108 727 9,503 SH   SOLE   9,503 0 0
KENNAMETAL INC. COM 489170100 684 30,400 SH   SOLE   30,400 0 0
KEYCORP COM 493267108 1,496 135,536 SH   SOLE   135,536 0 0
KIMBALL ELECTRONICS, INC. COM 49428J109 2,192 196,229 SH   SOLE   196,229 0 0
KIMBERLY-CLARK CORP. COM 494368103 1,112 8,265 SH   SOLE   8,265 0 0
KIMCO REALTY CORP. REIT 49446R109 2,129 73,977 SH   SOLE   73,977 0 0
KLA-TENCOR CORP. COM 482480100 2,984 40,987 SH   SOLE   40,987 0 0
KLX INC. COM 482539103 2,153 67,000 SH   SOLE   67,000 0 0
KNOWLES CORP COM 49926D109 1,794 136,100 SH   SOLE   136,100 0 0
KOHL'S CORP. COM 500255104 2,200 47,191 SH   SOLE   47,191 0 0
KRAFT HEINZ CO/THE COM 500754106 2,765 35,197 SH   SOLE   35,197 0 0
KROGER CO. COM 501044101 5,403 141,246 SH   SOLE   141,246 0 0
L BRANDS, INC. COM 501797104 1,212 13,800 SH   SOLE   13,800 0 0
L-3 COMMUNICATIONS HOLDINGS INC. COM 502424104 2,001 16,884 SH   SOLE   16,884 0 0
LAM RESEARCH CORP. COM 512807108 2,597 31,438 SH   SOLE   31,438 0 0
LAS VEGAS SANDS CORP. COM 517834107 698 13,500 SH   SOLE   13,500 0 0
LAYNE CHRISTENSEN COMPANY CONV 521050AD6 12,474 12,600,000 SH   SOLE   12,600,000 0 0
LAZARD LTD. COM G54050102 291 7,500 SH   SOLE   7,500 0 0
LEAR CORP. COM 521865204 3,197 28,760 SH   SOLE   28,760 0 0
LEGG MASON INC. COM 524901105 2,836 81,773 SH   SOLE   81,773 0 0
LEGGETT & PLATT, INCORPORATED COM 524660107 565 11,681 SH   SOLE   11,681 0 0
LEIDOS HOLDINGS, INC. COM 525327102 2,624 52,150 SH   SOLE   52,150 0 0
LEIDOS, INC COM 808625107 1,379 25,860 SH   SOLE   25,860 0 0
LENNAR CORPORATION COM 526057302 1,200 31,000 SH   SOLE   31,000 0 0
LEVEL 3 COMMUNICATIONS INC. COM 52729N308 420 7,940 SH   SOLE   7,940 0 0
LEXMARK INTERNATIONAL INC. COM 529771107 819 24,500 SH   SOLE   24,500 0 0
LIBERTY BROADBAND CORP COM 530307107 1,215 20,887 SH   SOLE   20,887 0 0
LIBERTY INTERACTIVE CORPORATION COM 53071M104 922 36,500 SH   SOLE   36,500 0 0
LIBERTY INTERACTIVE CORPORATION COM 53071M880 253 6,470 SH   SOLE   6,470 0 0
LIFEPOINT HOSPITALS INC. COM 53219L109 1,620 23,400 SH   SOLE   23,400 0 0
LINCOLN NATIONAL CORP. COM 534187109 1,078 27,507 SH   SOLE   27,507 0 0
LINEAR TECHNOLOGY CORPORATION COM 535678106 874 19,606 SH   SOLE   19,606 0 0
LINKEDIN CORP CONV 53578AAB4 9,056 10,000,000 SH   SOLE   10,000,000 0 0
LOCKHEED MARTIN CORP. COM 539830109 1,869 8,436 SH   SOLE   8,436 0 0
LOWE'S COMPANIES, INC. COM 548661107 7,819 103,224 SH   SOLE   103,224 0 0
LPL FINANCIAL HOLDINGS, INC. COM 50212V100 573 23,100 SH   SOLE   23,100 0 0
LUKOIL, PJSC ADR 69343P105 417 10,800 SH   SOLE   10,800 0 0
LYONDELLBASELL INDUSTRIES N.V. COM N53745100 11,784 137,696 SH   SOLE   137,696 0 0
M&T BANK CORPORATION COM 55261F104 382 3,441 SH   SOLE   3,441 0 0
MACERICH COMPANY, THE REIT 554382101 553 6,982 SH   SOLE   6,982 0 0
MACK-CALI REALTY CORP. REIT 554489104 1,287 54,750 SH   SOLE   54,750 0 0
MACQUARIE INFRASTRUCTURE CORP COM 55608B105 303 4,500 SH   SOLE   4,500 0 0
MACY'S INC. COM 55616P104 3,463 78,535 SH   SOLE   78,535 0 0
MADISON SQUARE GARDEN CO./THE COM 55825T103 3,670 22,063 SH   SOLE   22,063 0 0
MADISON SQUARE GARDEN INC COM 553573106 967 55,900 SH   SOLE   55,900 0 0
MAGELLAN MIDSTREAM PARTNERS LP COM 559080106 2,030 29,500 SH   SOLE   29,500 0 0
MALLINCKRODT PLC COM G5785G107 4,610 75,228 SH   SOLE   75,228 0 0
MANPOWERGROUP INC. COM 56418H100 546 6,700 SH   SOLE   6,700 0 0
MANTECH INTERNATIONAL CORP. COM 564563104 237 7,400 SH   SOLE   7,400 0 0
MARATHON OIL CORPORATION COM 565849106 1,729 155,212 SH   SOLE   155,212 0 0
MARATHON PETROLEUM CORPORATION COM 56585A102 2,224 59,810 SH   SOLE   59,810 0 0
MARKEL CORP. COM 570535104 1,593 1,787 SH   SOLE   1,787 0 0
MARKET VECTORS RUSSIA ETF 57060U506 180 11,000 SH   SOLE   11,000 0 0
MARRIOTT INTERNATIONAL INC. COM 571903202 2,459 34,549 SH   SOLE   34,549 0 0
MARRIOTT VACATIONS WORLDWIDE CORPORATION COM 57164Y107 277 4,100 SH   SOLE   4,100 0 0
MARSH & MCLENNAN COMPANIES, INC. COM 571748102 1,826 30,043 SH   SOLE   30,043 0 0
MARTIN MIDSTREAM PARTNERS LP COM 573331105 2,165 107,800 SH   SOLE   107,800 0 0
MASCO CORP. COM 574599106 3,451 109,719 SH   SOLE   109,719 0 0
MASIMO CORPORATION COM 574795100 226 5,400 SH   SOLE   5,400 0 0
MASTERCARD INCORPORATED COM 57636Q104 5,936 62,810 SH   SOLE   62,810 0 0
MATTEL INC. COM 577081102 926 27,551 SH   SOLE   27,551 0 0
MAXIM INTEGRATED PRODUCTS, INC. COM 57772K101 732 19,900 SH   SOLE   19,900 0 0
MCCORMICK & COMPANY, INCORPORATED COM 579780206 262 2,634 SH   SOLE   2,634 0 0
MCDONALD'S CORPORATION COM 580135101 10,961 87,215 SH   SOLE   87,215 0 0
MCGRAW-HILL COMPANIES, THE COM 580645109 326 3,297 SH   SOLE   3,297 0 0
MCKESSON CORP. COM 58155Q103 3,177 20,206 SH   SOLE   20,206 0 0
MEAD JOHNSON NUTRITION COMPANY COM 582839106 1,855 21,836 SH   SOLE   21,836 0 0
MEDIFAST INC COM 58470H101 239 7,900 SH   SOLE   7,900 0 0
MEDNAX, INC. COM 58502B106 569 8,800 SH   SOLE   8,800 0 0
MEDTRONIC PLC COM G5960L103 6,591 87,885 SH   SOLE   87,885 0 0
MERCK & CO., INC. COM 58933Y105 8,960 169,340 SH   SOLE   169,340 0 0
MERITOR, INC. CONV 043353AH4 23,328 24,950,000 SH   SOLE   24,950,000 0 0
MERITOR, INC. CONV 59001KAC4 15,659 13,506,000 SH   SOLE   13,506,000 0 0
METLIFE INC. COM 59156R108 2,841 64,659 SH   SOLE   64,659 0 0
METTLER-TOLEDO INTERNATIONAL INC. COM 592688105 607 1,760 SH   SOLE   1,760 0 0
MFA FINANCIAL, INC. REIT 55272X102 647 94,400 SH   SOLE   94,400 0 0
MICHAEL KORS HOLDINGS LTD COM G60754101 3,691 64,800 SH   SOLE   64,800 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 566 11,745 SH   SOLE   11,745 0 0
MICROCHIP TECHNOLOGY INC. CONV 595017AD6 30,788 29,928,000 SH   SOLE   29,928,000 0 0
MICRON TECHNOLOGY INC. COM 595112103 2,803 267,750 SH   SOLE   267,750 0 0
MICRON TECHNOLOGY INC. CONV 595112AY9 23,936 35,135,000 SH   SOLE   35,135,000 0 0
MICROSOFT CORP. COM 594918104 32,735 592,696 SH   SOLE   592,696 0 0
MID-AMERICA APARTMENT COMMUNITIES, INC. REIT 59522J103 266 2,600 SH   SOLE   2,600 0 0
MID-CON ENERGY PARTNERS LP COM 59560V109 58 32,769 SH   SOLE   32,769 0 0
MIDDLEBY CORP/THE COM 596278101 534 5,000 SH   SOLE   5,000 0 0
MKS INSTRUMENTS, INC. COM 55306N104 305 8,100 SH   SOLE   8,100 0 0
MOHAWK INDUSTRIES INC. COM 608190104 706 3,700 SH   SOLE   3,700 0 0
MOLSON COORS BREWING COMPANY COM 60871R209 541 5,629 SH   SOLE   5,629 0 0
MONDELEZ INTERNATIONAL, INC. COM 609207105 2,874 71,646 SH   SOLE   71,646 0 0
MONRO MUFFLER BRAKE, INC. COM 610236101 615 8,600 SH   SOLE   8,600 0 0
MONSANTO CO. COM 61166W101 1,906 21,723 SH   SOLE   21,723 0 0
MONSTER BEVERAGE CORP COM 61174X109 400 3,000 SH   SOLE   3,000 0 0
MOODY'S CORPORATION COM 615369105 1,376 14,255 SH   SOLE   14,255 0 0
MORGAN STANLEY COM 617446448 2,476 98,993 SH   SOLE   98,993 0 0
MOSAIC CO., THE COM 61945C103 1,409 52,200 SH   SOLE   52,200 0 0
MOTOROLA SOLUTIONS INC. COM 620076307 2,890 38,171 SH   SOLE   38,171 0 0
MPLX LP COM 55336V100 1,347 45,375 SH   SOLE   45,375 0 0
MSCI INC. COM 55354G100 207 2,800 SH   SOLE   2,800 0 0
MURPHY OIL CORP. COM 626717102 464 18,433 SH   SOLE   18,433 0 0
MURPHY USA INC. COM 626755102 2,662 43,313 SH   SOLE   43,313 0 0
MYLAN NV COM N59465109 3,713 80,106 SH   SOLE   80,106 0 0
NABORS INDUSTRIES LTD COM G6359F103 215 23,400 SH   SOLE   23,400 0 0
NASDAQ, INC. COM 631103108 2,328 35,067 SH   SOLE   35,067 0 0
NATIONAL OILWELL VARCO INC. COM 637071101 1,596 51,313 SH   SOLE   51,313 0 0
NATIONAL RETAIL PROPERTIES INC. REIT 637417106 347 7,500 SH   SOLE   7,500 0 0
NAVIENT CORPORATION COM 63938C108 424 35,409 SH   SOLE   35,409 0 0
NCI BUILDING SYSTEMS INC. COM 628852204 310 21,800 SH   SOLE   21,800 0 0
NCR CORP. COM 62886E108 5,244 175,200 SH   SOLE   175,200 0 0
NEENAH ENTERPRISES, INC. COM 64007R109 2,332 154,333 SH   SOLE   154,333 0 0
NETAPP INC. COM 64110D104 4,204 154,067 SH   SOLE   154,067 0 0
NETFLIX INC COM 64110L106 1,906 18,642 SH   SOLE   18,642 0 0
NEUSTAR, INC. COM 64126X201 443 18,000 SH   SOLE   18,000 0 0
NEW YORK COMMUNITY BANCORP, INC COM 649445103 339 21,290 SH   SOLE   21,290 0 0
NEW YORK MORTGAGE TRUST INC. REIT 649604501 107 22,500 SH   SOLE   22,500 0 0
NEWELL RUBBERMAID INC. COM 651229106 922 20,821 SH   SOLE   20,821 0 0
NEWMARKET CORPORATION COM 651587107 238 600 SH   SOLE   600 0 0
NEWMONT MINING CORPORATION COM 651639106 844 31,754 SH   SOLE   31,754 0 0
NEWS CORPORATION COM 65249B109 552 43,196 SH   SOLE   43,196 0 0
NEXTERA ENERGY INC. COM 65339F101 3,172 26,806 SH   SOLE   26,806 0 0
NGL ENERGY PARTNERS LP COM 62913M107 449 59,700 SH   SOLE   59,700 0 0
NIELSEN HOLDINGS PLC COM G6518L108 1,190 22,600 SH   SOLE   22,600 0 0
NIKE INC. COM 654106103 7,773 126,448 SH   SOLE   126,448 0 0
NISOURCE INC. COM 65473P105 343 14,575 SH   SOLE   14,575 0 0
NOBLE CORPORATION COM G65431101 692 66,900 SH   SOLE   66,900 0 0
NORDSON CORP. COM 655663102 928 12,200 SH   SOLE   12,200 0 0
NORDSTROM INC. COM 655664100 3,691 64,519 SH   SOLE   64,519 0 0
NORTHERN TIER ENERGY LP COM 665826103 1,714 72,715 SH   SOLE   72,715 0 0
NORTHERN TRUST CORP. COM 665859104 418 6,420 SH   SOLE   6,420 0 0
NORTHROP GRUMMAN CORP. COM 666807102 5,387 27,221 SH   SOLE   27,221 0 0
NORTHSTAR ASSET MANAGEMENT GROUP INC/NEW YORK COM 66705Y104 616 54,300 SH   SOLE   54,300 0 0
NORWEGIAN CRUISE LINE HOLDINGS LTD. COM G66721104 481 8,700 SH   SOLE   8,700 0 0
NOVATION CO INC REIT 66989V107 1,250 19,258,775 SH   SOLE   19,258,775 0 0
NOVO NORDISK A/S ADR 670100205 217 4,000 SH   SOLE   4,000 0 0
NOW INC. COM 67011P100 398 22,475 SH   SOLE   22,475 0 0
NRG ENERGY INC. COM 629377508 2,038 156,620 SH   SOLE   156,620 0 0
NU SKIN ENTERPRISES INC COM 67018T105 3,417 89,330 SH   SOLE   89,330 0 0
NUANCE COMMUNICATIONS INC. COM 67020Y100 733 39,200 SH   SOLE   39,200 0 0
NUCOR CORP. COM 670346105 2,058 43,517 SH   SOLE   43,517 0 0
NUSTAR ENERGY LP COM 67058H102 1,745 43,200 SH   SOLE   43,200 0 0
NVIDIA CORP. COM 67066G104 3,196 89,711 SH   SOLE   89,711 0 0
NVR INC. COM 62944T105 2,304 1,330 SH   SOLE   1,330 0 0
NXP SEMICONDUCTORS N.V. COM N6596X109 396 4,881 SH   SOLE   4,881 0 0
O'REILLY AUTOMOTIVE, INC. COM 67103H107 9,380 34,277 SH   SOLE   34,277 0 0
OCEANEERING INTERNATIONAL, INC. COM 675232102 588 17,700 SH   SOLE   17,700 0 0
OFFICE DEPOT INC. COM 676220106 241 34,000 SH   SOLE   34,000 0 0
OLD NATIONAL BANCORP COM 680033107 177 14,500 SH   SOLE   14,500 0 0
OLD REPUBLIC INTERNATIONAL CORP. COM 680223104 455 24,900 SH   SOLE   24,900 0 0
OMEGA HEALTHCARE INVESTORS, INC. COM 681936100 406 11,500 SH   SOLE   11,500 0 0
OMNICOM GROUP INC. COM 681919106 1,377 16,545 SH   SOLE   16,545 0 0
ONEOK PARTNERS LP COM 68268N103 8,102 258,025 SH   SOLE   258,025 0 0
OPKO HEALTH INC COM 68375N103 154 14,850 SH   SOLE   14,850 0 0
ORACLE CORP. COM 68389X105 12,189 297,945 SH   SOLE   297,945 0 0
ORBITAL ATK, INC. COM 68557N103 366 4,212 SH   SOLE   4,212 0 0
OSHKOSH CORP. COM 688239201 2,383 58,300 SH   SOLE   58,300 0 0
OWENS CORNING COM 690742101 340 7,200 SH   SOLE   7,200 0 0
OWENS-ILLINOIS INC. COM 690768403 1,121 70,238 SH   SOLE   70,238 0 0
PACCAR INC. COM 693718108 654 11,956 SH   SOLE   11,956 0 0
PACKAGING CORP. OF AMERICA COM 695156109 242 4,000 SH   SOLE   4,000 0 0
PACWEST BANCORP COM 695263103 520 14,000 SH   SOLE   14,000 0 0
PALO ALTO NETWORKS INC COM 697435105 392 2,400 SH   SOLE   2,400 0 0
PAPA JOHN'S INTERNATIONAL, INC. COM 698813102 406 7,500 SH   SOLE   7,500 0 0
PARKER-HANNIFIN CORP. COM 701094104 3,093 27,848 SH   SOLE   27,848 0 0
PAYCHEX INC COM 704326107 890 16,477 SH   SOLE   16,477 0 0
PAYPAL HOLDINGS, INC. COM 70450Y103 3,900 101,042 SH   SOLE   101,042 0 0
PBF ENERGY, INC. COM 69318G106 946 28,500 SH   SOLE   28,500 0 0
PDL BIOPHARMA, INC. COM 69329Y104 299 89,800 SH   SOLE   89,800 0 0
PENNEY (J.C.) CORPORATION INC. COM 708160106 1,155 104,400 SH   SOLE   104,400 0 0
PENSKE AUTOMOTIVE GROUP INC. COM 70959W103 1,872 49,400 SH   SOLE   49,400 0 0
PENTAIR PLC COM G7S00T104 2,206 40,661 SH   SOLE   40,661 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105 529 33,210 SH   SOLE   33,210 0 0
PEPSICO INC. COM 713448108 8,039 78,445 SH   SOLE   78,445 0 0
PERKINELMER INC. COM 714046109 824 16,654 SH   SOLE   16,654 0 0
PERRIGO COMPANY PLC COM G97822103 224 1,750 SH   SOLE   1,750 0 0
PETROBRAS ARGENTINA S.A. ADR 71646J109 115 17,500 SH   SOLE   17,500 0 0
PFIZER INC. COM 717081103 11,549 389,640 SH   SOLE   389,640 0 0
PG&E CORP. COM 69331C108 834 13,969 SH   SOLE   13,969 0 0
PHILIP MORRIS INTERNATIONAL INC. COM 718172109 9,311 94,902 SH   SOLE   94,902 0 0
PHILLIPS 66 COM 718546104 7,895 91,174 SH   SOLE   91,174 0 0
PIEDMONT OFFICE REALTY TRUST I REIT 720190206 609 30,000 SH   SOLE   30,000 0 0
PILGRIM'S PRIDE CORP. COM 72147K108 1,750 68,900 SH   SOLE   68,900 0 0
PINNACLE FOODS INC. COM 72348P104 246 5,500 SH   SOLE   5,500 0 0
PINNACLE WEST CAPITAL CORP. COM 723484101 203 2,706 SH   SOLE   2,706 0 0
PITNEY BOWES INC. COM 724479100 2,772 128,688 SH   SOLE   128,688 0 0
PLAINS ALL AMERICAN PIPELINE L.P. COM 726503105 4,448 212,130 SH   SOLE   212,130 0 0
PLATFORM SPECIALTY PRODUCTS CORPORATION COM 72766Q105 1,008 117,200 SH   SOLE   117,200 0 0
PLEXUS CORP. COM 729132100 277 7,000 SH   SOLE   7,000 0 0
PNC FINANCIAL SERVICES GROUP, INC. COM 693475105 3,822 45,199 SH   SOLE   45,199 0 0
POLARIS INDUSTRIES INC. COM 731068102 616 6,250 SH   SOLE   6,250 0 0
POOL CORPORATION COM 73278L105 2,237 25,500 SH   SOLE   25,500 0 0
POPULAR INC. COM 733174700 1,176 41,100 SH   SOLE   41,100 0 0
PPG INDUSTRIES INC. COM 693506107 2,011 18,036 SH   SOLE   18,036 0 0
PPL CORP. COM 69351T106 2,410 63,302 SH   SOLE   63,302 0 0
PREMIER INC COM 74051N102 817 24,484 SH   SOLE   24,484 0 0
PRESTIGE BRANDS HOLDINGS, INC. COM 74112D101 259 4,849 SH   SOLE   4,849 0 0
PRICELINE GROUP INC. (THE) COM 741503403 4,370 3,390 SH   SOLE   3,390 0 0
PRIMERICA INC. COM 74164M108 218 4,900 SH   SOLE   4,900 0 0
PRINCIPAL FINANCIAL GROUP, INC. COM 74251V102 697 17,664 SH   SOLE   17,664 0 0
PROCTER & GAMBLE CO. COM 742718109 4,953 60,172 SH   SOLE   60,172 0 0
PROGRESSIVE CORP., THE COM 743315103 1,348 38,348 SH   SOLE   38,348 0 0
PROGRESSIVE WASTE SOLUTIONS LTD. COM 74339G101 312 10,044 SH   SOLE   10,044 0 0
PROLOGIS INC. COM 74340W103 1,221 27,639 SH   SOLE   27,639 0 0
PROSPERITY BANCSHARES, INC. COM 743606105 237 5,100 SH   SOLE   5,100 0 0
PRUDENTIAL FINANCIAL, INC. COM 744320102 2,648 36,662 SH   SOLE   36,662 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC. COM 744573106 1,548 32,833 SH   SOLE   32,833 0 0
PUBLIC STORAGE REIT 74460D109 2,328 8,440 SH   SOLE   8,440 0 0
PULTEGROUP, INC. COM 745867101 224 11,947 SH   SOLE   11,947 0 0
PVH CORP. COM 693656100 520 5,250 SH   SOLE   5,250 0 0
QEP RESOURCES INC. COM 74733V100 643 45,600 SH   SOLE   45,600 0 0
QUALCOMM, INC. COM 747525103 4,371 85,478 SH   SOLE   85,478 0 0
QUANTA SERVICES, INC. COM 74762E102 3,265 144,737 SH   SOLE   144,737 0 0
QUEST DIAGNOSTICS INC. COM 74834L100 332 4,644 SH   SOLE   4,644 0 0
QUINTILES TRANSNATIONAL HOLDINGS INC. COM 74876Y101 1,215 18,662 SH   SOLE   18,662 0 0
R.R. DONNELLEY & SONS COMPANY COM 257867101 2,404 146,600 SH   SOLE   146,600 0 0
RACKSPACE HOSTING INC COM 750086100 760 35,200 SH   SOLE   35,200 0 0
RALPH LAUREN CORPORATION COM 751212101 2,705 28,100 SH   SOLE   28,100 0 0
RANDGOLD RESOURCES LTD ADR 752344309 676 7,447 SH   SOLE   7,447 0 0
RAYTHEON CO. COM 755111507 1,070 8,725 SH   SOLE   8,725 0 0
RE/MAX HOLDINGS INC COM 75524W108 484 14,100 SH   SOLE   14,100 0 0
RED HAT INC. COM 756577102 1,196 16,045 SH   SOLE   16,045 0 0
REGAL ENTERTAINMENT GROUP COM 758766109 1,355 64,100 SH   SOLE   64,100 0 0
REGENCY CENTERS CORP. REIT 758849103 359 4,800 SH   SOLE   4,800 0 0
REGIONS FINANCIAL CORP. COM 7591EP100 2,937 374,118 SH   SOLE   374,118 0 0
REINSURANCE GROUP OF AMERICA, INC. COM 759351604 294 3,050 SH   SOLE   3,050 0 0
RELIANCE STEEL & ALUMINUM CO. COM 759509102 1,850 26,745 SH   SOLE   26,745 0 0
RENAISSANCERE HOLDINGS LTD. COM G7496G103 563 4,700 SH   SOLE   4,700 0 0
RENEWABLE ENERGY GROUP INC COM 75972A301 120 12,700 SH   SOLE   12,700 0 0
RENTECH NITROGEN PARTNERS LP COM 760113100 2,044 179,100 SH   SOLE   179,100 0 0
RESMED INC. COM 761152107 341 5,900 SH   SOLE   5,900 0 0
RESOLUTE FOREST PRODUCTS, INC. COM 76117W109 206 37,466 SH   SOLE   37,466 0 0
REYNOLDS AMERICAN INC. COM 761713106 3,287 65,338 SH   SOLE   65,338 0 0
RITE AID CORP. COM 767754104 974 119,500 SH   SOLE   119,500 0 0
ROCKWELL AUTOMATION INC. COM 773903109 1,619 14,229 SH   SOLE   14,229 0 0
ROCKWELL COLLINS INC. COM 774341101 380 4,125 SH   SOLE   4,125 0 0
ROPER INDUSTRIES INC. COM 776696106 1,379 7,547 SH   SOLE   7,547 0 0
ROSS STORES INC. COM 778296103 1,482 25,596 SH   SOLE   25,596 0 0
ROWAN COS. INC. COM G7665A101 660 41,000 SH   SOLE   41,000 0 0
ROYAL CARIBBEAN CRUISES LTD. COM V7780T103 353 4,300 SH   SOLE   4,300 0 0
RPM INTERNATIONAL INC. COM 749685103 1,016 21,470 SH   SOLE   21,470 0 0
RPX CORP COM 74972G103 497 44,100 SH   SOLE   44,100 0 0
RYDER SYSTEM INC. COM 783549108 324 5,002 SH   SOLE   5,002 0 0
SALESFORCE.COM INC. COM 79466L302 2,183 29,564 SH   SOLE   29,564 0 0
SANDISK CORP. COM 80004C101 814 10,693 SH   SOLE   10,693 0 0
SANDISK CORP. CONV 80004CAF8 10,381 10,000,000 SH   SOLE   10,000,000 0 0
SANTANDER CONSUMER USA HOLDINGS INC COM 80283M101 1,187 113,200 SH   SOLE   113,200 0 0
SASOL LTD. ADR 803866300 334 11,300 SH   SOLE   11,300 0 0
SCANA CORP. COM 80589M102 788 11,239 SH   SOLE   11,239 0 0
SCHLUMBERGER LTD. COM 806857108 2,018 27,359 SH   SOLE   27,359 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 195 17,700 SH   SOLE   17,700 0 0
SCRIPPS NETWORKS INTERACTIVE INC. COM 811065101 3,124 47,696 SH   SOLE   47,696 0 0
SEACOR HOLDINGS INC. CONV 81170YAB5 13,495 17,526,000 SH   SOLE   17,526,000 0 0
SEADRILL LTD. COM G7945E105 719 218,000 SH   SOLE   218,000 0 0
SEADRILL PARTNERS LLC COM Y7545W109 2,213 635,944 SH   SOLE   635,944 0 0
SEAGATE TECHNOLOGY PLC COM G7945M107 2,301 66,800 SH   SOLE   66,800 0 0
SEALED AIR CORP. COM 81211K100 3,514 73,200 SH   SOLE   73,200 0 0
SEAWORLD ENTERTAINMENT, INC. COM 81282V100 737 35,000 SH   SOLE   35,000 0 0
SEI INVESTMENTS COMPANY COM 784117103 969 22,500 SH   SOLE   22,500 0 0
SELECT SECTOR SPDR - CONSUMER DISCRETIONARY ETF 81369Y407 1,217 15,400 SH   SOLE   15,400 0 0
SELECT SECTOR SPDR - CONSUMER STAPLES ETF 81369Y308 1,395 26,300 SH   SOLE   26,300 0 0
SELECT SECTOR SPDR - ENERGY ETF 81369Y506 533 8,600 SH   SOLE   8,600 0 0
SELECT SECTOR SPDR - FINANCIAL ETF 81369Y605 1,468 65,200 SH   SOLE   65,200 0 0
SELECT SECTOR SPDR - HEALTH CARE ETF 81369Y209 1,254 18,500 SH   SOLE   18,500 0 0
SELECT SECTOR SPDR - INDUSTRIAL ETF 81369Y704 1,004 18,100 SH   SOLE   18,100 0 0
SELECT SECTOR SPDR - TECHNOLOGY ETF 81369Y803 2,839 64,000 SH   SOLE   64,000 0 0
SEMPRA ENERGY COM 816851109 695 6,683 SH   SOLE   6,683 0 0
SERVICEMASTER GLOBAL HOLDINGS INC COM 81761R109 1,609 42,700 SH   SOLE   42,700 0 0
SERVICENOW INC COM 81762P102 385 6,300 SH   SOLE   6,300 0 0
SIGNATURE BANK CORPORATION COM 82669G104 815 5,990 SH   SOLE   5,990 0 0
SILVER WHEATON CORP COM 828336107 590 35,570 SH   SOLE   35,570 0 0
SIMON PROPERTY GROUP, INC REIT 828806109 940 4,528 SH   SOLE   4,528 0 0
SINCLAIR BROADCAST GROUP INC. COM 829226109 264 8,600 SH   SOLE   8,600 0 0
SIRIUS XM RADIO INC. COM 82968B103 641 162,300 SH   SOLE   162,300 0 0
SIX FLAGS ENTERTAINMENT CORPORATION COM 83001A102 1,554 28,000 SH   SOLE   28,000 0 0
SKECHERS U.S.A., INC. COM 830566105 664 21,810 SH   SOLE   21,810 0 0
SKYWEST, INC. COM 830879102 506 25,300 SH   SOLE   25,300 0 0
SL GREEN REALTY CORP. REIT 78440X101 751 7,750 SH   SOLE   7,750 0 0
SLM CORPORATION COM 78442P106 561 88,200 SH   SOLE   88,200 0 0
SM ENERGY COMPANY COM 78454L100 448 23,900 SH   SOLE   23,900 0 0
SNAP-ON INC. COM 833034101 2,720 17,326 SH   SOLE   17,326 0 0
SNYDERS-LANCE INC COM 833551104 334 10,600 SH   SOLE   10,600 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA ADR 833635105 1,172 57,020 SH   SOLE   57,020 0 0
SOTHEBY'S COM 835898107 1,319 49,350 SH   SOLE   49,350 0 0
SOUTH32 LTD ADR 84473L105 95 17,406 SH   SOLE   17,406 0 0
SOUTHERN CO. COM 842587107 2,018 39,006 SH   SOLE   39,006 0 0
SOUTHWEST AIRLINES CO. COM 844741108 3,313 73,949 SH   SOLE   73,949 0 0
SOUTHWESTERN ENERGY CO. COM 845467109 1,106 137,000 SH   SOLE   137,000 0 0
SOUTHWESTERN ENERGY CO. CONV 845467208 6,854 349,250 SH   SOLE   349,250 0 0
SPARK ENERGY INC. COM 846511103 252 14,000 SH   SOLE   14,000 0 0
SPARTAN STORES, INC. COM 847215100 370 12,200 SH   SOLE   12,200 0 0
SPDR S&P 500 ETF TRUST OPT 78462F103 899,356 4,376,000 SH Put SOLE   4,376,000 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 3,566 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 2,699 59,500 SH   SOLE   59,500 0 0
SPIRIT REALTY CAPITAL INC. REIT 84860W102 181 16,100 SH   SOLE   16,100 0 0
SPRINT CORP. COM 85207U105 679 195,100 SH   SOLE   195,100 0 0
SPX CORP. COM 78469X107 3,323 132,500 SH   SOLE   132,500 0 0
SS&C TECHNOLOGIES HOLDINGS, INC. COM 78467J100 1,161 18,300 SH   SOLE   18,300 0 0
ST. JUDE MEDICAL INC. COM 790849103 684 12,429 SH   SOLE   12,429 0 0
STANLEY BLACK & DECKER, INC. COM 854502101 557 5,296 SH   SOLE   5,296 0 0
STAPLES INC. COM 855030102 2,443 221,448 SH   SOLE   221,448 0 0
STARBUCKS CORP. COM 855244109 5,083 85,144 SH   SOLE   85,144 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE INC. COM 85590A401 282 3,375 SH   SOLE   3,375 0 0
STARWOOD PROPERTY TRUST INC. REIT 85571B105 505 26,700 SH   SOLE   26,700 0 0
STARZ COM 85571Q102 2,838 107,800 SH   SOLE   107,800 0 0
STATE STREET CORPORATION COM 857477103 1,256 21,461 SH   SOLE   21,461 0 0
STATOIL ASA ADR 85771P102 1,722 110,700 SH   SOLE   110,700 0 0
STEEL DYNAMICS INC. COM 858119100 1,123 49,900 SH   SOLE   49,900 0 0
STERICYCLE, INC. COM 858912108 430 3,404 SH   SOLE   3,404 0 0
STRYKER CORP. COM 863667101 764 7,119 SH   SOLE   7,119 0 0
SUBSEA 7 SA ADR 864323100 179 23,600 SH   SOLE   23,600 0 0
SUBURBAN PROPANE PARTNERS, L.P. COM 864482104 311 10,400 SH   SOLE   10,400 0 0
SUNCOR ENERGY INC. COM 867224107 490 17,619 SH   SOLE   17,619 0 0
SUNOCO LP COM 86765K109 1,388 41,900 SH   SOLE   41,900 0 0
SUNPOWER CORPORATION COM 867652406 306 13,700 SH   SOLE   13,700 0 0
SUNTRUST BANKS INC. COM 867914103 2,273 63,000 SH   SOLE   63,000 0 0
SUPREME INDUSTRIES, INC. COM 868607102 2,809 317,706 SH   SOLE   317,706 0 0
SVB FINANCIAL GROUP COM 78486Q101 532 5,210 SH   SOLE   5,210 0 0
SYMANTEC CORP. COM 871503108 368 20,034 SH   SOLE   20,034 0 0
SYNCHRONOSS TECHNOLOGIES, INC. COM 87157B103 330 10,200 SH   SOLE   10,200 0 0
SYNCHRONY FINANCIAL COM 87165B103 1,384 48,300 SH   SOLE   48,300 0 0
SYNGENTA AG ADR 87160A100 721 8,700 SH   SOLE   8,700 0 0
SYNNEX CORPORATION COM 87162W100 565 6,100 SH   SOLE   6,100 0 0
SYNOPSYS, INC. COM 871607107 1,453 30,000 SH   SOLE   30,000 0 0
SYSCO CORP. COM 871829107 1,561 33,400 SH   SOLE   33,400 0 0
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T-MOBILE US INC. COM 872590104 201 5,250 SH   SOLE   5,250 0 0
TALLGRASS ENERGY PARTNERS LP COM 874697105 828 21,600 SH   SOLE   21,600 0 0
TARGA RESOURCES CORP COM 87612G101 3,287 110,087 SH   SOLE   110,087 0 0
TARGET CORP. COM 87612E106 6,472 78,653 SH   SOLE   78,653 0 0
TCF FINANCIAL CORP. COM 872275102 653 53,300 SH   SOLE   53,300 0 0
TD AMERITRADE HOLDING CORP. COM 87236Y108 255 8,100 SH   SOLE   8,100 0 0
TE CONNECTIVITY LTD. COM H84989104 1,071 17,300 SH   SOLE   17,300 0 0
TECH DATA CORP. COM 878237106 937 12,200 SH   SOLE   12,200 0 0
TECO ENERGY INC. COM 872375100 226 8,223 SH   SOLE   8,223 0 0
TEEKAY CORP. COM Y8564W103 2,078 240,000 SH   SOLE   240,000 0 0
TEEKAY LNG PARTNERS L.P. COM Y8564M105 432 34,105 SH   SOLE   34,105 0 0
TEEKAY OFFSHORE PARTNERS L.P. COM Y8565J101 499 87,987 SH   SOLE   87,987 0 0
TEEKAY TANKERS LTD COM Y8565N102 121 33,100 SH   SOLE   33,100 0 0
TEGNA INC. COM 36473H104 1,364 90,077 SH   SOLE   90,077 0 0
TEGNA INC. COM 87901J105 5,564 237,174 SH   SOLE   237,174 0 0
TELEDYNE TECHNOLOGIES INCORPORATED COM 879360105 256 2,900 SH   SOLE   2,900 0 0
TELEFLEX INCORPORATED COM 879369106 692 4,410 SH   SOLE   4,410 0 0
TELEPHONE AND DATA SYSTEMS INC. COM 879433829 536 17,818 SH   SOLE   17,818 0 0
TEMPUR SEALY INTERNATIONAL INC. COM 88023U101 340 5,600 SH   SOLE   5,600 0 0
TENARIS SA ADR 88031M109 787 31,800 SH   SOLE   31,800 0 0
TENET HEALTHCARE CORP. COM 88033G407 1,240 42,855 SH   SOLE   42,855 0 0
TERADATA CORPORATION COM 88076W103 3,007 114,584 SH   SOLE   114,584 0 0
TERADYNE INC COM 880770102 926 42,900 SH   SOLE   42,900 0 0
TERRA NITROGEN COMPANY LP COM 881005201 373 3,350 SH   SOLE   3,350 0 0
TERRAFORM POWER INC. COM 88104R100 511 59,100 SH   SOLE   59,100 0 0
TESORO CORPORATION COM 881609101 7,998 92,993 SH   SOLE   92,993 0 0
TESORO LOGISTICS, L.P. COM 88160T107 1,383 30,300 SH   SOLE   30,300 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 428 13,800 SH   SOLE   13,800 0 0
TETRA TECH, INC. COM 88162G103 200 6,700 SH   SOLE   6,700 0 0
TEVA PHARMACEUTICAL INDUSTRIES LTD. ADR 881624209 219 4,100 SH   SOLE   4,100 0 0
TEXAS INSTRUMENTS INC. COM 882508104 1,882 32,769 SH   SOLE   32,769 0 0
TEXAS ROADHOUSE, INC. COM 882681109 2,408 55,250 SH   SOLE   55,250 0 0
TEXTRON INC. COM 883203101 1,311 35,957 SH   SOLE   35,957 0 0
THOMSON REUTERS CORP. COM 884903105 215 5,300 SH   SOLE   5,300 0 0
TIFFANY & CO. COM 886547108 214 2,913 SH   SOLE   2,913 0 0
TIME WARNER CABLE INC. COM 88732J207 4,013 19,614 SH   SOLE   19,614 0 0
TIME WARNER INC. COM 887317303 4,839 66,693 SH   SOLE   66,693 0 0
TJX COMPANIES INC. COM 872540109 4,753 60,666 SH   SOLE   60,666 0 0
TORCHMARK CORP. COM 891027104 704 12,992 SH   SOLE   12,992 0 0
TORO CO., THE COM 891092108 274 3,180 SH   SOLE   3,180 0 0
TOTAL SA ADR 89151E109 2,248 49,490 SH   SOLE   49,490 0 0
TOTAL SYSTEM SERVICES INC. COM 891906109 1,272 26,728 SH   SOLE   26,728 0 0
TRACTOR SUPPLY COMPANY COM 892356106 552 6,100 SH   SOLE   6,100 0 0
TRANSOCEAN LTD COM H8817H100 1,663 182,000 SH   SOLE   182,000 0 0
TRAVELERS COMPANIES, INC., THE COM 89417E109 2,845 24,379 SH   SOLE   24,379 0 0
TRIBUNE MEDIA COMPANY COM 896047503 3,037 79,200 SH   SOLE   79,200 0 0
TRINITY INDUSTRIES INC. COM 896522109 621 33,900 SH   SOLE   33,900 0 0
TRIUMPH GROUP INC. COM 896818101 787 25,000 SH   SOLE   25,000 0 0
TUPPERWARE BRANDS CORPORATION COM 899896104 1,281 22,100 SH   SOLE   22,100 0 0
TWENTY-FIRST CENTURY FOX, INC. COM 90130A101 1,338 47,988 SH   SOLE   47,988 0 0
TWENTY-FIRST CENTURY FOX, INC. COM 90130A200 305 10,800 SH   SOLE   10,800 0 0
TWO HARBORS INVESTMENT CORP REIT 90187B101 526 66,300 SH   SOLE   66,300 0 0
TYSON FOODS INC. COM 902494103 6,654 99,821 SH   SOLE   99,821 0 0
U.S. BANCORP COM 902973304 3,236 79,721 SH   SOLE   79,721 0 0
UDR INC. REIT 902653104 324 8,400 SH   SOLE   8,400 0 0
ULTRAPAR PARTICIPACOES S.A. ADR 90400P101 1,189 61,675 SH   SOLE   61,675 0 0
UNION PACIFIC CORP. COM 907818108 6,184 77,742 SH   SOLE   77,742 0 0
UNITED CONTINENTAL HOLDINGS INC. COM 910047109 3,990 66,655 SH   SOLE   66,655 0 0
UNITED PARCEL SERVICE INC. COM 911312106 3,773 35,775 SH   SOLE   35,775 0 0
UNITED RENTALS INC. COM 911363109 1,713 27,550 SH   SOLE   27,550 0 0
UNITED STATES CELLULAR CORPORATION COM 911684108 206 4,500 SH   SOLE   4,500 0 0
UNITED TECHNOLOGIES CORP. COM 913017109 3,680 36,762 SH   SOLE   36,762 0 0
UNITED THERAPEUTICS CORP COM 91307C102 1,534 13,770 SH   SOLE   13,770 0 0
UNITEDHEALTH GROUP INCORPORATED COM 91324P102 13,771 106,835 SH   SOLE   106,835 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 273 4,400 SH   SOLE   4,400 0 0
UNIVERSAL HEALTH SERVICES INC. COM 913903100 442 3,540 SH   SOLE   3,540 0 0
UNUM GROUP COM 91529Y106 2,012 65,066 SH   SOLE   65,066 0 0
UPM-KYMMENE CORP. ADR 915436109 182 10,000 SH   SOLE   10,000 0 0
URBAN OUTFITTERS, INC. COM 917047102 717 21,660 SH   SOLE   21,660 0 0
USANA HEALTH SCIENCES, INC. COM 90328M107 340 2,800 SH   SOLE   2,800 0 0
VALERO ENERGY CORP. COM 91913Y100 4,905 76,474 SH   SOLE   76,474 0 0
VALIDUS HOLDINGS LTD. COM G9319H102 344 7,300 SH   SOLE   7,300 0 0
VALLEY NATIONAL BANCORP COM 919794107 156 16,300 SH   SOLE   16,300 0 0
VALMONT INDUSTRIES INC. COM 920253101 1,133 9,150 SH   SOLE   9,150 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF ETF 921943858 2,684 74,840 SH   SOLE   74,840 0 0
VANGUARD FTSE EMERGING MARKETS ETF 922042858 1,930 55,800 SH   SOLE   55,800 0 0
VANGUARD TOTAL STOCK MARKET ETF ETF 922908769 293 2,800 SH   SOLE   2,800 0 0
VANTIV INC COM 92210H105 1,196 22,200 SH   SOLE   22,200 0 0
VARIAN MEDICAL SYSTEMS, INC. COM 92220P105 1,934 24,171 SH   SOLE   24,171 0 0
VCA ANTECH INC. COM 918194101 963 16,700 SH   SOLE   16,700 0 0
VECTOR GROUP LTD. COM 92240M108 224 9,800 SH   SOLE   9,800 0 0
VECTREN CORPORATION COM 92240G101 210 4,150 SH   SOLE   4,150 0 0
VENTAS INC. REIT 92276F100 212 3,361 SH   SOLE   3,361 0 0
VERISIGN INC. COM 92343E102 869 9,820 SH   SOLE   9,820 0 0
VERISK ANALYTICS, INC. COM 92345Y106 623 7,800 SH   SOLE   7,800 0 0
VERIZON COMMUNICATIONS INC. COM 92343V104 20,085 371,387 SH   SOLE   371,387 0 0
VF CORP. COM 918204108 602 9,300 SH   SOLE   9,300 0 0
VIACOM INC. COM 92553P201 2,440 59,100 SH   SOLE   59,100 0 0
VIAVI SOLUTIONS INC. COM 925550105 532 77,600 SH   SOLE   77,600 0 0
VIOLIN MEMORY INC CONV 92763AAB7 5,100 15,000,000 SH   SOLE   15,000,000 0 0
VISA INC. COM 92826C839 4,129 53,992 SH   SOLE   53,992 0 0
VISTA OUTDOOR INC COM 928377100 4,655 89,680 SH   SOLE   89,680 0 0
VISTEON CORPORATION COM 92839U206 2,023 25,420 SH   SOLE   25,420 0 0
VODAFONE GROUP PLC ADR 92857W308 426 13,300 SH   SOLE   13,300 0 0
VORNADO REALTY TRUST REIT 929042109 1,405 14,876 SH   SOLE   14,876 0 0
VOYA FINANCIAL, INC. COM 929089100 253 8,500 SH   SOLE   8,500 0 0
VSE CORPORATION COM 918284100 577 8,500 SH   SOLE   8,500 0 0
VULCAN MATERIALS COMPANY COM 929160109 281 2,663 SH   SOLE   2,663 0 0
VWR CORP COM 91843L103 833 30,800 SH   SOLE   30,800 0 0
WABTEC CORPORATION COM 929740108 1,287 16,230 SH   SOLE   16,230 0 0
WAL-MART STORES, INC. COM 931142103 6,847 99,975 SH   SOLE   99,975 0 0
WALGREENS BOOTS ALLIANCE, INC. COM 931427108 1,968 23,363 SH   SOLE   23,363 0 0
WALT DISNEY COMPANY (THE) COM 254687106 12,129 122,134 SH   SOLE   122,134 0 0
WASTE MANAGEMENT, INC. COM 94106L109 369 6,258 SH   SOLE   6,258 0 0
WATERS CORPORATION COM 941848103 1,306 9,900 SH   SOLE   9,900 0 0
WATSCO, INC. COM 942622200 283 2,100 SH   SOLE   2,100 0 0
WEBSTER FINANCIAL CORPORATION COM 947890109 373 10,400 SH   SOLE   10,400 0 0
WEC ENERGY GROUP, INC. COM 92939U106 560 9,326 SH   SOLE   9,326 0 0
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WELLTOWER INC. REIT 95040Q104 1,549 22,346 SH   SOLE   22,346 0 0
WESCO INTERNATIONAL, INC. COM 95082P105 1,410 25,800 SH   SOLE   25,800 0 0
WEST PHARMACEUTICAL SERVICES, INC. COM 955306105 1,463 21,100 SH   SOLE   21,100 0 0
WESTERN DIGITAL CORPORATION COM 958102105 1,413 29,903 SH   SOLE   29,903 0 0
WESTERN GAS PARTNERS, LP COM 958254104 1,485 34,200 SH   SOLE   34,200 0 0
WESTERN REFINING, INC. COM 959319104 364 12,500 SH   SOLE   12,500 0 0
WESTERN UNION COMPANY, THE COM 959802109 5,998 310,915 SH   SOLE   310,915 0 0
WESTLAKE CHEMICAL CORPORATION COM 960413102 406 8,760 SH   SOLE   8,760 0 0
WESTROCK COMPANY COM 96145D105 2,958 75,779 SH   SOLE   75,779 0 0
WEX INC. COM 96208T104 273 3,270 SH   SOLE   3,270 0 0
WHIRLPOOL CORPORATION COM 963320106 2,879 15,967 SH   SOLE   15,967 0 0
WILLIAMS PARTNERS LP COM 96949L105 3,301 161,424 SH   SOLE   161,424 0 0
WILLIAMS-SONOMA, INC. COM 969904101 296 5,400 SH   SOLE   5,400 0 0
WINDSTREAM SERVICES, LLC COM 97382A200 1,193 155,300 SH   SOLE   155,300 0 0
WORLD FUEL SERVICES CORP. COM 981475106 457 9,400 SH   SOLE   9,400 0 0
WORTHINGTON INDUSTRIES, INC. COM 981811102 3,321 93,170 SH   SOLE   93,170 0 0
WRIGHT MEDICAL GROUP, INC. CONV 98235TAE7 12,950 14,500,000 SH   SOLE   14,500,000 0 0
WYNDHAM WORLDWIDE CORPORATION COM 98310W108 4,321 56,531 SH   SOLE   56,531 0 0
XCEL ENERGY INC. COM 98389B100 683 16,337 SH   SOLE   16,337 0 0
XEROX CORPORATION COM 984121103 2,187 195,974 SH   SOLE   195,974 0 0
XILINX, INC. COM 983919101 1,386 29,227 SH   SOLE   29,227 0 0
XL GROUP PLC COM G98290102 550 14,935 SH   SOLE   14,935 0 0
XYLEM INC. COM 98419M100 235 5,756 SH   SOLE   5,756 0 0
ZIMMER BIOMET HOLDINGS, INC. COM 98956P102 881 8,259 SH   SOLE   8,259 0 0
ZIONS BANCORPORATION COM 989701107 1,657 68,440 SH   SOLE   68,440 0 0
ZOETIS INC. COM 98978V103 875 19,747 SH   SOLE   19,747 0 0
BABSON CAP PARTN INVS TRUST COM 05616B100 946 66,220 SH   SOLE   66,220 0 0