The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 | ||
BABSON CAP PARTN INVS TRUST | COM | 05616B100 | 946 | 66,220 | SH | SOLE | 66,220 | 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 | ||
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 | ||
G-III APPAREL GROUP LTD | COM | 36237H101 | 313 | 6,400 | SH | SOLE | 6,400 | 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 | ||
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 | ||
O'REILLY AUTOMOTIVE, INC. | COM | 67103H107 | 9,380 | 34,277 | SH | SOLE | 34,277 | 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 | ||
T ROWE PRICE GROUP, INC. | COM | 74144T108 | 1,050 | 14,292 | SH | SOLE | 14,292 | 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 | ||
TCP CAPITAL CORP | COM | 87238Q103 | 23,906 | 1,603,372 | SH | SOLE | 1,603,372 | 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 | ||
T-MOBILE US INC. | COM | 872590104 | 201 | 5,250 | SH | SOLE | 5,250 | 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 | ||
WALGREENS BOOTS ALLIANCE, INC. | COM | 931427108 | 1,968 | 23,363 | SH | SOLE | 23,363 | 0 | 0 | ||
WAL-MART STORES, INC. | COM | 931142103 | 6,847 | 99,975 | SH | SOLE | 99,975 | 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 | ||
WELLS FARGO & COMPANY | COM | 949746101 | 13,110 | 271,090 | SH | SOLE | 271,090 | 0 | 0 | ||
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 |