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 | 3,528 | 20,017 | SH | SOLE | 20,017 | 0 | 0 | ||
A.O. SMITH CORPORATION | COM | 831865209 | 2,588 | 26,200 | SH | SOLE | 26,200 | 0 | 0 | ||
ABBOTT LABORATORIES | COM | 002824100 | 2,221 | 52,526 | SH | SOLE | 52,526 | 0 | 0 | ||
ABBVIE INC. | COM | 00287Y109 | 11,738 | 186,109 | SH | SOLE | 186,109 | 0 | 0 | ||
ACCENTURE PLC | COM | G1151C101 | 834 | 6,830 | SH | SOLE | 6,830 | 0 | 0 | ||
ACCO BRANDS CORP. | COM | 00081T108 | 317 | 32,900 | SH | SOLE | 32,900 | 0 | 0 | ||
ACE LIMITED | COM | H1467J104 | 2,567 | 20,429 | SH | SOLE | 20,429 | 0 | 0 | ||
ACTIVISION BLIZZARD, INC. | COM | 00507V109 | 1,617 | 36,500 | SH | SOLE | 36,500 | 0 | 0 | ||
ADELPHIA RECOVERY TRUST | COM | 00685R409 | 0 | 1,783,299 | SH | SOLE | 1,783,299 | 0 | 0 | ||
ADOBE SYSTEMS INC. | COM | 00724F101 | 2,265 | 20,865 | SH | SOLE | 20,865 | 0 | 0 | ||
ADVANCE AUTO PARTS, INC. | COM | 00751Y106 | 686 | 4,600 | SH | SOLE | 4,600 | 0 | 0 | ||
AECOM | COM | 00766T100 | 794 | 26,711 | SH | SOLE | 26,711 | 0 | 0 | ||
AES CORP., THE | COM | 00130H105 | 2,039 | 158,664 | SH | SOLE | 158,664 | 0 | 0 | ||
AETNA INC. | COM | 00817Y108 | 2,294 | 19,870 | SH | SOLE | 19,870 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP, INC. | COM | 008252108 | 203 | 1,400 | SH | SOLE | 1,400 | 0 | 0 | ||
AFLAC INC. | COM | 001055102 | 4,127 | 57,417 | SH | SOLE | 57,417 | 0 | 0 | ||
AGCO CORP. | COM | 001084102 | 2,366 | 47,970 | SH | SOLE | 47,970 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC. | COM | 00846U101 | 925 | 19,636 | SH | SOLE | 19,636 | 0 | 0 | ||
AGRIUM INC. | COM | 008916108 | 1,495 | 16,485 | SH | SOLE | 16,485 | 0 | 0 | ||
AIR LEASE CORP. | COM | 00912X302 | 1,035 | 36,200 | SH | SOLE | 36,200 | 0 | 0 | ||
AIR PRODUCTS AND CHEMICALS INC. | COM | 009158106 | 1,029 | 6,845 | SH | SOLE | 6,845 | 0 | 0 | ||
ALASKA AIR GROUP INC. | COM | 011659109 | 3,622 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
ALBEMARLE CORP. | COM | 012653101 | 274 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
ALCOA INC. | COM | 013817101 | 393 | 38,717 | SH | SOLE | 38,717 | 0 | 0 | ||
ALIGN TECHNOLOGY, INC. | COM | 016255101 | 338 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
ALLEGION PLC | COM | G0176J109 | 4,605 | 66,833 | SH | SOLE | 66,833 | 0 | 0 | ||
ALLERGAN PLC | COM | G0177J108 | 209 | 909 | SH | SOLE | 909 | 0 | 0 | ||
ALLERGAN PLC | CONV | G0177J116 | 11,872 | 14,500 | SH | SOLE | 14,500 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORPORATION | COM | 018581108 | 215 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
ALLIANCE RESOURCE PARTNERS, L.P. | COM | 01877R108 | 1,993 | 89,864 | SH | SOLE | 89,864 | 0 | 0 | ||
ALLIED WORLD ASSURANCE COMPANY HOLDINGS, AG | COM | H01531104 | 483 | 11,960 | SH | SOLE | 11,960 | 0 | 0 | ||
ALLISON TRANSMISSION HOLDINGS, INC | COM | 01973R101 | 2,479 | 86,450 | SH | SOLE | 86,450 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTIONS, INC. | COM | 01988P108 | 281 | 21,300 | SH | SOLE | 21,300 | 0 | 0 | ||
ALLSTATE CORP. | COM | 020002101 | 1,302 | 18,821 | SH | SOLE | 18,821 | 0 | 0 | ||
ALLY FINANCIAL INC. | COM | 02005N100 | 278 | 14,300 | SH | SOLE | 14,300 | 0 | 0 | ||
ALPHABET INC. | COM | 02079K107 | 12,449 | 16,016 | SH | SOLE | 16,016 | 0 | 0 | ||
ALPHABET INC. | COM | 02079K305 | 15,674 | 19,493 | SH | SOLE | 19,493 | 0 | 0 | ||
ALTRIA GROUP INC. | COM | 02209S103 | 3,008 | 47,570 | SH | SOLE | 47,570 | 0 | 0 | ||
AMAZON.COM INC. | COM | 023135106 | 16,861 | 20,137 | SH | SOLE | 20,137 | 0 | 0 | ||
AMC NETWORKS INC. | COM | 00164V103 | 503 | 9,700 | SH | SOLE | 9,700 | 0 | 0 | ||
AMDOCS LTD. | COM | G02602103 | 2,678 | 46,300 | SH | SOLE | 46,300 | 0 | 0 | ||
AMERICAN AIRLINES GROUP INC. | COM | 02376R102 | 2,581 | 70,500 | SH | SOLE | 70,500 | 0 | 0 | ||
AMERICAN ELECTRIC POWER CO. INC. | COM | 025537101 | 1,150 | 17,911 | SH | SOLE | 17,911 | 0 | 0 | ||
AMERICAN EXPRESS COMPANY | COM | 025816109 | 2,833 | 44,237 | SH | SOLE | 44,237 | 0 | 0 | ||
AMERICAN INTERNATIONAL GROUP INC. | COM | 026874784 | 3,036 | 51,159 | SH | SOLE | 51,159 | 0 | 0 | ||
AMERICAN VANGUARD CORP. | COM | 030371108 | 202 | 12,600 | SH | SOLE | 12,600 | 0 | 0 | ||
AMERICAN WATER WORKS CO. INC. | COM | 030420103 | 1,912 | 25,550 | SH | SOLE | 25,550 | 0 | 0 | ||
AMERIGAS PARTNERS, L.P. | COM | 030975106 | 409 | 8,949 | SH | SOLE | 8,949 | 0 | 0 | ||
AMERIPRISE FINANCIAL INC. | COM | 03076C106 | 392 | 3,931 | SH | SOLE | 3,931 | 0 | 0 | ||
AMERISOURCEBERGEN CORP. | COM | 03073E105 | 2,213 | 27,397 | SH | SOLE | 27,397 | 0 | 0 | ||
AMGEN INC. | COM | 031162100 | 10,732 | 64,336 | SH | SOLE | 64,336 | 0 | 0 | ||
AMKOR TECHNOLOGY INC. | COM | 031652100 | 123 | 12,700 | SH | SOLE | 12,700 | 0 | 0 | ||
AMSURG CORP. | COM | 03232P405 | 744 | 11,100 | SH | SOLE | 11,100 | 0 | 0 | ||
AMTECH SYSTEMS INC | COM | 032332504 | 450 | 90,808 | SH | SOLE | 90,808 | 0 | 0 | ||
AMTRUST FINANCIAL SERVICES, INC. | COM | 032359309 | 1,551 | 57,800 | SH | SOLE | 57,800 | 0 | 0 | ||
ANADARKO PETROLEUM CORP. | CONV | 032511404 | 15,001 | 360,000 | SH | SOLE | 360,000 | 0 | 0 | ||
ANALOG DEVICES INC. | COM | 032654105 | 304 | 4,713 | SH | SOLE | 4,713 | 0 | 0 | ||
ANSYS, INC. | COM | 03662Q105 | 445 | 4,800 | SH | SOLE | 4,800 | 0 | 0 | ||
ANTERO MIDSTREAM PARTNERS LP | COM | 03673L103 | 352 | 13,200 | SH | SOLE | 13,200 | 0 | 0 | ||
ANTERO RESOURCES CORPORATION | COM | 03674X106 | 4,566 | 169,428 | SH | SOLE | 169,428 | 0 | 0 | ||
ANTHEM, INC. | COM | 036752103 | 2,745 | 21,904 | SH | SOLE | 21,904 | 0 | 0 | ||
AON PLC | COM | G0408V102 | 1,200 | 10,671 | SH | SOLE | 10,671 | 0 | 0 | ||
APACHE CORP. | COM | 037411105 | 1,606 | 25,147 | SH | SOLE | 25,147 | 0 | 0 | ||
APPLE INC. | COM | 037833100 | 36,906 | 326,456 | SH | SOLE | 326,456 | 0 | 0 | ||
APPLIED MATERIALS INC. | COM | 038222105 | 3,103 | 102,906 | SH | SOLE | 102,906 | 0 | 0 | ||
ARCELORMITTAL | ADR | 03938L104 | 487 | 80,600 | SH | SOLE | 80,600 | 0 | 0 | ||
ARCH CAPITAL GROUP LTD. | COM | G0450A105 | 404 | 5,100 | SH | SOLE | 5,100 | 0 | 0 | ||
ARCHER DANIELS MIDLAND CO. | COM | 039483102 | 4,400 | 104,338 | SH | SOLE | 104,338 | 0 | 0 | ||
ARCHROCK PARTNERS, L.P. | COM | 03957U100 | 2,660 | 180,700 | SH | SOLE | 180,700 | 0 | 0 | ||
ARGAN INC | COM | 04010E109 | 450 | 7,600 | SH | SOLE | 7,600 | 0 | 0 | ||
ARMSTRONG FLOORING INC | COM | 04238R106 | 1,672 | 88,540 | SH | SOLE | 88,540 | 0 | 0 | ||
ARRIS INTERNATIONAL PLC | COM | G0551A103 | 1,009 | 35,600 | SH | SOLE | 35,600 | 0 | 0 | ||
ARROW ELECTRONICS INC. | COM | 042735100 | 793 | 12,400 | SH | SOLE | 12,400 | 0 | 0 | ||
ASSURANT INC. | COM | 04621X108 | 1,346 | 14,596 | SH | SOLE | 14,596 | 0 | 0 | ||
ASSURED GUARANTY, LTD. | COM | G0585R106 | 899 | 32,400 | SH | SOLE | 32,400 | 0 | 0 | ||
AT&T INC. | COM | 00206R102 | 10,083 | 248,297 | SH | SOLE | 248,297 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HOLDINGS INC. | COM | 049164205 | 338 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING INC. | COM | 053015103 | 574 | 6,510 | SH | SOLE | 6,510 | 0 | 0 | ||
AUTOZONE INC. | COM | 053332102 | 1,320 | 1,718 | SH | SOLE | 1,718 | 0 | 0 | ||
AVERY DENNISON CORP. | COM | 053611109 | 3,314 | 42,597 | SH | SOLE | 42,597 | 0 | 0 | ||
BABCOCK & WILCOX COMPANY (THE) | COM | 05605H100 | 1,182 | 30,800 | SH | SOLE | 30,800 | 0 | 0 | ||
BAKER HUGHES INC. | COM | 057224107 | 238 | 4,708 | SH | SOLE | 4,708 | 0 | 0 | ||
BALL CORPORATION | COM | 058498106 | 2,739 | 33,422 | SH | SOLE | 33,422 | 0 | 0 | ||
BANK OF AMERICA CORPORATION | COM | 060505104 | 8,863 | 566,313 | SH | SOLE | 566,313 | 0 | 0 | ||
BANK OF MONTREAL | COM | 063671101 | 282 | 4,300 | SH | SOLE | 4,300 | 0 | 0 | ||
BANK OF NEW YORK MELLON CORP. | COM | 064058100 | 696 | 17,452 | SH | SOLE | 17,452 | 0 | 0 | ||
BAXTER INTERNATIONAL INC. | COM | 071813109 | 4,832 | 101,503 | SH | SOLE | 101,503 | 0 | 0 | ||
BB&T CORPORATION | COM | 054937107 | 1,411 | 37,397 | SH | SOLE | 37,397 | 0 | 0 | ||
BECTON DICKINSON & CO. | COM | 075887109 | 1,079 | 6,001 | SH | SOLE | 6,001 | 0 | 0 | ||
BELDEN INC. | COM | 077454106 | 221 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
BEMIS CO. INC. | COM | 081437105 | 391 | 7,660 | SH | SOLE | 7,660 | 0 | 0 | ||
BENEFICIAL BANCORP, INC. | COM | 08171T102 | 2,460 | 167,200 | SH | SOLE | 167,200 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC. | COM | 084670702 | 5,092 | 35,249 | SH | SOLE | 35,249 | 0 | 0 | ||
BERRY PLASTICS GROUP, INC | COM | 08579W103 | 434 | 9,900 | SH | SOLE | 9,900 | 0 | 0 | ||
BEST BUY CO. INC. | COM | 086516101 | 3,287 | 86,100 | SH | SOLE | 86,100 | 0 | 0 | ||
BHP BILLITON LTD. | ADR | 088606108 | 4,858 | 140,215 | SH | SOLE | 140,215 | 0 | 0 | ||
BIOGEN INC. | COM | 09062X103 | 3,367 | 10,756 | SH | SOLE | 10,756 | 0 | 0 | ||
BLACKROCK, INC. | COM | 09247X101 | 729 | 2,010 | SH | SOLE | 2,010 | 0 | 0 | ||
BOARDWALK PIPELINE PARTNERS LP | COM | 096627104 | 2,243 | 130,700 | SH | SOLE | 130,700 | 0 | 0 | ||
BOEING CO. | COM | 097023105 | 8,660 | 65,738 | SH | SOLE | 65,738 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP. | COM | 101137107 | 1,652 | 69,421 | SH | SOLE | 69,421 | 0 | 0 | ||
BOYD GAMING CORPORATION | COM | 103304101 | 281 | 14,200 | SH | SOLE | 14,200 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO. | COM | 110122108 | 4,172 | 77,379 | SH | SOLE | 77,379 | 0 | 0 | ||
BROADCOM LTD. | COM | Y09827109 | 1,687 | 9,780 | SH | SOLE | 9,780 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYSTEMS INC. | COM | 111621306 | 570 | 61,800 | SH | SOLE | 61,800 | 0 | 0 | ||
BROOKFIELD ASSET MANAGEMENT INC. | COM | 112585104 | 396 | 11,250 | SH | SOLE | 11,250 | 0 | 0 | ||
BROWN & BROWN, INC. | COM | 115236101 | 577 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
BRUNSWICK CORP/DE | COM | 117043109 | 1,068 | 21,900 | SH | SOLE | 21,900 | 0 | 0 | ||
BUCKEYE PARTNERS L.P. | COM | 118230101 | 1,403 | 19,600 | SH | SOLE | 19,600 | 0 | 0 | ||
BUNGE LTD. | COM | G16962105 | 1,302 | 21,985 | SH | SOLE | 21,985 | 0 | 0 | ||
BURLINGTON STORES INC. | COM | 122017106 | 227 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
C.H. ROBINSON WORLDWIDE, INC. | COM | 12541W209 | 731 | 10,374 | SH | SOLE | 10,374 | 0 | 0 | ||
C.R. BARD, INC. | COM | 067383109 | 833 | 3,716 | SH | SOLE | 3,716 | 0 | 0 | ||
CA, INC. | COM | 12673P105 | 2,896 | 87,548 | SH | SOLE | 87,548 | 0 | 0 | ||
CABLE ONE, INC. | COM | 12685J105 | 2,481 | 4,248 | SH | SOLE | 4,248 | 0 | 0 | ||
CABOT CORP. | COM | 127055101 | 550 | 10,500 | SH | SOLE | 10,500 | 0 | 0 | ||
CABOT OIL & GAS CORPORATION | COM | 127097103 | 886 | 34,340 | SH | SOLE | 34,340 | 0 | 0 | ||
CACI INTERNATIONAL INC. | COM | 127190304 | 454 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
CADENCE DESIGN SYSTEMS, INC. | COM | 127387108 | 1,940 | 76,000 | SH | SOLE | 76,000 | 0 | 0 | ||
CAL-MAINE FOODS, INC. | COM | 128030202 | 200 | 5,200 | SH | SOLE | 5,200 | 0 | 0 | ||
CAMPBELL SOUP COMPANY | COM | 134429109 | 366 | 6,689 | SH | SOLE | 6,689 | 0 | 0 | ||
CANADIAN NATURAL RESOURCES LTD. | COM | 136385101 | 1,402 | 43,760 | SH | SOLE | 43,760 | 0 | 0 | ||
CAPITAL ONE FINANCIAL CORP. | COM | 14040H105 | 1,477 | 20,567 | SH | SOLE | 20,567 | 0 | 0 | ||
CAPITAL PRODUCT PARTNERS L.P. | COM | Y11082107 | 74 | 22,600 | SH | SOLE | 22,600 | 0 | 0 | ||
CARDINAL HEALTH INC. | COM | 14149Y108 | 1,704 | 21,933 | SH | SOLE | 21,933 | 0 | 0 | ||
CARDTRONICS INC. | CONV | 14161HAG3 | 8,631 | 8,200,000 | SH | SOLE | 8,200,000 | 0 | 0 | ||
CARLISLE COMPANIES INCORPORATED | COM | 142339100 | 1,541 | 15,020 | SH | SOLE | 15,020 | 0 | 0 | ||
CASEY'S GENERAL STORES, INC. | COM | 147528103 | 1,110 | 9,240 | SH | SOLE | 9,240 | 0 | 0 | ||
CATERPILLAR INC. | COM | 149123101 | 3,216 | 36,225 | SH | SOLE | 36,225 | 0 | 0 | ||
CBRE GROUP INC. | COM | 12504L109 | 436 | 15,585 | SH | SOLE | 15,585 | 0 | 0 | ||
CBS CORP. | COM | 124857202 | 1,469 | 26,827 | SH | SOLE | 26,827 | 0 | 0 | ||
CDK GLOBAL, INC. | COM | 12508E101 | 4,316 | 75,250 | SH | SOLE | 75,250 | 0 | 0 | ||
CECO ENVIRONMENTAL CORP | COM | 125141101 | 177 | 15,656 | SH | SOLE | 15,656 | 0 | 0 | ||
CELANESE CORPORATION | COM | 150870103 | 2,836 | 42,610 | SH | SOLE | 42,610 | 0 | 0 | ||
CELGENE CORP. | COM | 151020104 | 2,535 | 24,254 | SH | SOLE | 24,254 | 0 | 0 | ||
CENGAGE LEARNING HOLDINGS II L.P. | COM | 15136X102 | 7,418 | 341,054 | SH | SOLE | 341,054 | 0 | 0 | ||
CENTENE CORPORATION | COM | 15135B101 | 1,956 | 29,211 | SH | SOLE | 29,211 | 0 | 0 | ||
CENTERPOINT ENERGY INC. | COM | 15189T107 | 222 | 9,566 | SH | SOLE | 9,566 | 0 | 0 | ||
CENTRAL PACIFIC FINANCIAL CORP | COM | 154760409 | 202 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
CENTURYLINK, INC. | COM | 156700106 | 2,304 | 83,989 | SH | SOLE | 83,989 | 0 | 0 | ||
CHARLES RIVER LABORATORIES INTERNATIONAL INC. | COM | 159864107 | 742 | 8,900 | SH | SOLE | 8,900 | 0 | 0 | ||
CHARLES SCHWAB CORP. | COM | 808513105 | 730 | 23,134 | SH | SOLE | 23,134 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC. | COM | 16119P108 | 1,036 | 3,837 | SH | SOLE | 3,837 | 0 | 0 | ||
CHASE PACKAGING CORP. | COM | 161635107 | 0 | 19,082 | SH | SOLE | 19,082 | 0 | 0 | ||
CHECK POINT SOFTWARE TECHNOLOGIES LTD | COM | M22465104 | 435 | 5,600 | SH | SOLE | 5,600 | 0 | 0 | ||
CHEMICAL FINANCIAL CORP. | COM | 163731102 | 296 | 6,700 | SH | SOLE | 6,700 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP. | CONV | 165167CA3 | 1,185 | 1,192,000 | SH | SOLE | 1,192,000 | 0 | 0 | ||
CHEVRON CORPORATION | COM | 166764100 | 9,314 | 90,495 | SH | SOLE | 90,495 | 0 | 0 | ||
CHOICE HOTELS INTERNATIONAL INC. | COM | 169905106 | 1,339 | 29,700 | SH | SOLE | 29,700 | 0 | 0 | ||
CHURCH & DWIGHT COMPANY, INC. | COM | 171340102 | 816 | 17,020 | SH | SOLE | 17,020 | 0 | 0 | ||
CHURCHILL DOWNS INC. | COM | 171484108 | 394 | 2,690 | SH | SOLE | 2,690 | 0 | 0 | ||
CINCINNATI FINANCIAL CORP. | COM | 172062101 | 1,015 | 13,463 | SH | SOLE | 13,463 | 0 | 0 | ||
CINEMARK HOLDINGS INC. | COM | 17243V102 | 371 | 9,700 | SH | SOLE | 9,700 | 0 | 0 | ||
CINTAS CORP. | COM | 172908105 | 667 | 5,927 | SH | SOLE | 5,927 | 0 | 0 | ||
CIRRUS LOGIC, INC. | COM | 172755100 | 590 | 11,100 | SH | SOLE | 11,100 | 0 | 0 | ||
CISCO SYSTEMS INC. | COM | 17275R102 | 7,025 | 221,466 | SH | SOLE | 221,466 | 0 | 0 | ||
CITIGROUP INC. | COM | 172967424 | 13,457 | 284,921 | SH | SOLE | 284,921 | 0 | 0 | ||
CITIZENS FINANCIAL GROUP, INC. | COM | 174610105 | 2,518 | 101,900 | SH | SOLE | 101,900 | 0 | 0 | ||
CITRIX SYSTEMS INC. | COM | 177376100 | 3,479 | 40,822 | SH | SOLE | 40,822 | 0 | 0 | ||
CITRIX SYSTEMS INC. | CONV | 177376AD2 | 7,112 | 6,290,000 | SH | SOLE | 6,290,000 | 0 | 0 | ||
CLEAN ENERGY FUELS CORP. | COM | 184499101 | 894 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
CLEAR CHANNEL OUTDOOR HOLDINGS, INC. | COM | 18451C109 | 508 | 87,000 | SH | SOLE | 87,000 | 0 | 0 | ||
CLOROX CO. | COM | 189054109 | 1,570 | 12,540 | SH | SOLE | 12,540 | 0 | 0 | ||
CME GROUP INC. | COM | 12572Q105 | 1,171 | 11,205 | SH | SOLE | 11,205 | 0 | 0 | ||
CMS ENERGY CORP. | COM | 125896100 | 820 | 19,513 | SH | SOLE | 19,513 | 0 | 0 | ||
COACH, INC. | COM | 189754104 | 1,584 | 43,313 | SH | SOLE | 43,313 | 0 | 0 | ||
COCA-COLA CO., THE | COM | 191216100 | 3,873 | 91,514 | SH | SOLE | 91,514 | 0 | 0 | ||
COCA-COLA EUROPEAN PARTNERS PLC | COM | G25839104 | 697 | 17,463 | SH | SOLE | 17,463 | 0 | 0 | ||
COGNEX CORPORATION | COM | 192422103 | 930 | 17,600 | SH | SOLE | 17,600 | 0 | 0 | ||
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION | COM | 192446102 | 1,630 | 34,174 | SH | SOLE | 34,174 | 0 | 0 | ||
COLGATE-PALMOLIVE CO. | COM | 194162103 | 2,090 | 28,192 | SH | SOLE | 28,192 | 0 | 0 | ||
COLUMBIA PIPELINE PARTNERS LP | COM | 198281107 | 1,617 | 100,200 | SH | SOLE | 100,200 | 0 | 0 | ||
COLUMBUS MCKINNON CORP. | COM | 199333105 | 626 | 35,100 | SH | SOLE | 35,100 | 0 | 0 | ||
COMCAST CORP. | COM | 20030N101 | 9,042 | 136,293 | SH | SOLE | 136,293 | 0 | 0 | ||
COMERICA INC. | COM | 200340107 | 215 | 4,545 | SH | SOLE | 4,545 | 0 | 0 | ||
COMMERCE BANCSHARES INC. | COM | 200525103 | 203 | 4,111 | SH | SOLE | 4,111 | 0 | 0 | ||
COMPANIA DE MINAS BUENAVENTURA S.A. | ADR | 204448104 | 693 | 50,100 | SH | SOLE | 50,100 | 0 | 0 | ||
CONAGRA FOODS INC. | COM | 205887102 | 3,564 | 75,658 | SH | SOLE | 75,658 | 0 | 0 | ||
CONCHO RESOURCES INC. | COM | 20605P101 | 729 | 5,310 | SH | SOLE | 5,310 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 5,979 | 137,542 | SH | SOLE | 137,542 | 0 | 0 | ||
CONSOLIDATED EDISON INC. | COM | 209115104 | 1,367 | 18,151 | SH | SOLE | 18,151 | 0 | 0 | ||
CONSTELLATION BRANDS INC. | COM | 21036P108 | 518 | 3,114 | SH | SOLE | 3,114 | 0 | 0 | ||
COPA HOLDINGS SA | COM | P31076105 | 791 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
CORE LABORATORIES NV | COM | N22717107 | 917 | 8,167 | SH | SOLE | 8,167 | 0 | 0 | ||
CORELOGIC INC. | COM | 21871D103 | 1,161 | 29,600 | SH | SOLE | 29,600 | 0 | 0 | ||
CORNING INC. | COM | 219350105 | 2,915 | 123,241 | SH | SOLE | 123,241 | 0 | 0 | ||
COSTCO WHOLESALE CORP. | COM | 22160K105 | 2,896 | 18,988 | SH | SOLE | 18,988 | 0 | 0 | ||
CREDIT ACCEPTANCE CORP. | COM | 225310101 | 623 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
CREE, INC. | COM | 225447101 | 213 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
CROWN HOLDINGS INC. | COM | 228368106 | 851 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
CUMMINS INC. | COM | 231021106 | 3,115 | 24,308 | SH | SOLE | 24,308 | 0 | 0 | ||
CVR PARTNERS, LP | COM | 126633106 | 987 | 186,319 | SH | SOLE | 186,319 | 0 | 0 | ||
CVS HEALTH CORPORATION | COM | 126650100 | 6,543 | 73,527 | SH | SOLE | 73,527 | 0 | 0 | ||
D.R. HORTON INC. | COM | 23331A109 | 656 | 21,706 | SH | SOLE | 21,706 | 0 | 0 | ||
DANAHER CORP. | COM | 235851102 | 5,311 | 67,748 | SH | SOLE | 67,748 | 0 | 0 | ||
DARDEN RESTAURANTS INC. | COM | 237194105 | 1,308 | 21,327 | SH | SOLE | 21,327 | 0 | 0 | ||
DARLING INTERNATIONAL INC. | COM | 237266101 | 170 | 12,600 | SH | SOLE | 12,600 | 0 | 0 | ||
DAVITA INC | COM | 23918K108 | 941 | 14,236 | SH | SOLE | 14,236 | 0 | 0 | ||
DCP MIDSTREAM PARTNERS LP | COM | 23311P100 | 2,253 | 63,770 | SH | SOLE | 63,770 | 0 | 0 | ||
DEERE & COMPANY | COM | 244199105 | 3,306 | 38,731 | SH | SOLE | 38,731 | 0 | 0 | ||
DELL TECHNOLOGIES INC | COM | 24703L103 | 273 | 5,714 | SH | SOLE | 5,714 | 0 | 0 | ||
DELPHI AUTOMOTIVE PLC | COM | G27823106 | 364 | 5,100 | SH | SOLE | 5,100 | 0 | 0 | ||
DELTA AIR LINES INC. | COM | 247361702 | 2,932 | 74,497 | SH | SOLE | 74,497 | 0 | 0 | ||
DENTSPLY SIRONA INC. | COM | 24906P109 | 1,137 | 19,129 | SH | SOLE | 19,129 | 0 | 0 | ||
DEVON ENERGY CORP. | COM | 25179M103 | 499 | 11,314 | SH | SOLE | 11,314 | 0 | 0 | ||
DIAMOND OFFSHORE DRILLING INC. | COM | 25271C102 | 899 | 51,063 | SH | SOLE | 51,063 | 0 | 0 | ||
DILLARD'S INC. | COM | 254067101 | 512 | 8,120 | SH | SOLE | 8,120 | 0 | 0 | ||
DISCOVER FINANCIAL SERVICES INC. | COM | 254709108 | 3,098 | 54,778 | SH | SOLE | 54,778 | 0 | 0 | ||
DISCOVERY COMMUNICATIONS INC. | COM | 25470F104 | 3,241 | 120,400 | SH | SOLE | 120,400 | 0 | 0 | ||
DISCOVERY COMMUNICATIONS INC. | COM | 25470F302 | 2,855 | 108,500 | SH | SOLE | 108,500 | 0 | 0 | ||
DISH NETWORK CORP. | COM | 25470M109 | 1,517 | 27,700 | SH | SOLE | 27,700 | 0 | 0 | ||
DOLBY LABORATORIES, INC. | COM | 25659T107 | 608 | 11,200 | SH | SOLE | 11,200 | 0 | 0 | ||
DOLLAR GENERAL CORP. | COM | 256677105 | 875 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
DOMINION RESOURCES INC. | COM | 25746U109 | 541 | 7,278 | SH | SOLE | 7,278 | 0 | 0 | ||
DOMINO'S PIZZA, INC. | COM | 25754A201 | 439 | 2,890 | SH | SOLE | 2,890 | 0 | 0 | ||
DOMTAR CORP. | COM | 257559203 | 323 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
DONALDSON CO INC | COM | 257651109 | 406 | 10,875 | SH | SOLE | 10,875 | 0 | 0 | ||
DORMAN PRODUCTS, INC. | COM | 258278100 | 345 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
DOUGLAS DYNAMICS INC. | COM | 25960R105 | 399 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
DOVER CORP. | COM | 260003108 | 403 | 5,476 | SH | SOLE | 5,476 | 0 | 0 | ||
DOW CHEMICAL CO., THE | COM | 260543103 | 4,570 | 88,176 | SH | SOLE | 88,176 | 0 | 0 | ||
DR PEPPER SNAPPLE GROUP INC. | COM | 26138E109 | 2,823 | 30,914 | SH | SOLE | 30,914 | 0 | 0 | ||
DREW INDUSTRIES, INC. | COM | 26168L205 | 3,411 | 34,800 | SH | SOLE | 34,800 | 0 | 0 | ||
DST SYSTEMS, INC. | COM | 233326107 | 317 | 2,690 | SH | SOLE | 2,690 | 0 | 0 | ||
DTE ENERGY COMPANY | COM | 233331107 | 1,282 | 13,682 | SH | SOLE | 13,682 | 0 | 0 | ||
DUKE ENERGY CORP. | COM | 26441C204 | 2,320 | 28,990 | SH | SOLE | 28,990 | 0 | 0 | ||
DUN & BRADSTREET CORP. (THE) | COM | 26483E100 | 3,256 | 23,835 | SH | SOLE | 23,835 | 0 | 0 | ||
E*TRADE FINANCIAL CORP. | COM | 269246401 | 2,107 | 72,354 | SH | SOLE | 72,354 | 0 | 0 | ||
E.I. DU PONT DE NEMOURS AND COMPANY | COM | 263534109 | 4,235 | 63,231 | SH | SOLE | 63,231 | 0 | 0 | ||
EASTMAN CHEMICAL CO. | COM | 277432100 | 3,508 | 51,836 | SH | SOLE | 51,836 | 0 | 0 | ||
EATON CORPORATION PLC | COM | G29183103 | 1,664 | 25,320 | SH | SOLE | 25,320 | 0 | 0 | ||
EATON VANCE CORP. | COM | 278265103 | 574 | 14,700 | SH | SOLE | 14,700 | 0 | 0 | ||
EBAY INC. | COM | 278642103 | 4,085 | 124,172 | SH | SOLE | 124,172 | 0 | 0 | ||
EBIX INC | COM | 278715206 | 438 | 7,700 | SH | SOLE | 7,700 | 0 | 0 | ||
ECHOSTAR CORPORATION | COM | 278768106 | 373 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
ECOLAB INC. | COM | 278865100 | 1,059 | 8,704 | SH | SOLE | 8,704 | 0 | 0 | ||
EDGEWELL PERSONAL CARE CO. | COM | 28035Q102 | 499 | 6,280 | SH | SOLE | 6,280 | 0 | 0 | ||
EDISON INTERNATIONAL | COM | 281020107 | 1,340 | 18,540 | SH | SOLE | 18,540 | 0 | 0 | ||
EDWARDS LIFESCIENCES CORP. | COM | 28176E108 | 1,051 | 8,720 | SH | SOLE | 8,720 | 0 | 0 | ||
ELECTRONIC ARTS INC. | COM | 285512109 | 4,050 | 47,423 | SH | SOLE | 47,423 | 0 | 0 | ||
ELI LILLY & CO. | COM | 532457108 | 1,093 | 13,621 | SH | SOLE | 13,621 | 0 | 0 | ||
EMERSON ELECTRIC CO. | COM | 291011104 | 1,424 | 26,122 | SH | SOLE | 26,122 | 0 | 0 | ||
ENBRIDGE ENERGY PARTNERS L.P. | COM | 29250R106 | 3,738 | 146,975 | SH | SOLE | 146,975 | 0 | 0 | ||
ENCANA CORP | COM | 292505104 | 511 | 48,800 | SH | SOLE | 48,800 | 0 | 0 | ||
ENDO INTERNATIONAL PLC | COM | G30401106 | 2,692 | 133,600 | SH | SOLE | 133,600 | 0 | 0 | ||
ENDURANCE SPECIALTY HOLDINGS LTD. | COM | G30397106 | 249 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | ||
ENERGIZER HOLDINGS INC. | COM | 29272W109 | 5,049 | 101,070 | SH | SOLE | 101,070 | 0 | 0 | ||
ENERGY TRANSFER PARTNERS LP | COM | 29273R109 | 10,987 | 296,937 | SH | SOLE | 296,937 | 0 | 0 | ||
ENI SPA | ADR | 26874R108 | 1,175 | 40,700 | SH | SOLE | 40,700 | 0 | 0 | ||
ENSCO PLC | COM | G3157S106 | 456 | 53,600 | SH | SOLE | 53,600 | 0 | 0 | ||
ENTERGY CORP | COM | 29364G103 | 3,024 | 39,409 | SH | SOLE | 39,409 | 0 | 0 | ||
ENTERPRISE PRODUCTS PARTNERS L.P. | COM | 293792107 | 9,625 | 348,359 | SH | SOLE | 348,359 | 0 | 0 | ||
EQT CORPORATION | COM | 26884L109 | 1,048 | 14,426 | SH | SOLE | 14,426 | 0 | 0 | ||
EQT MIDSTREAM PARTNERS LP | COM | 26885B100 | 2,065 | 27,100 | SH | SOLE | 27,100 | 0 | 0 | ||
EQUIFAX INC. | COM | 294429105 | 4,472 | 33,228 | SH | SOLE | 33,228 | 0 | 0 | ||
ERIE INDEMNITY COMPANY | COM | 29530P102 | 234 | 2,290 | SH | SOLE | 2,290 | 0 | 0 | ||
ESSEX RENTAL CORPORATION | COM | 297187106 | 51 | 189,350 | SH | SOLE | 189,350 | 0 | 0 | ||
ESTEE LAUDER COMPANIES INC. (THE) | COM | 518439104 | 1,839 | 20,766 | SH | SOLE | 20,766 | 0 | 0 | ||
EVEREST RE GROUP LTD. | COM | G3223R108 | 486 | 2,560 | SH | SOLE | 2,560 | 0 | 0 | ||
EVERSOURCE ENERGY | COM | 30040W108 | 207 | 3,815 | SH | SOLE | 3,815 | 0 | 0 | ||
EXELON CORP. | COM | 30161N101 | 2,794 | 83,938 | SH | SOLE | 83,938 | 0 | 0 | ||
EXPEDIA INC. | COM | 30212P303 | 1,076 | 9,222 | SH | SOLE | 9,222 | 0 | 0 | ||
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC. | COM | 302130109 | 1,618 | 31,410 | SH | SOLE | 31,410 | 0 | 0 | ||
EXPRESS SCRIPTS HOLDING COMPANY | COM | 30219G108 | 5,017 | 71,126 | SH | SOLE | 71,126 | 0 | 0 | ||
EXXONMOBIL CORP. | COM | 30231G102 | 19,135 | 219,236 | SH | SOLE | 219,236 | 0 | 0 | ||
F5 NETWORKS, INC. | COM | 315616102 | 5,192 | 41,656 | SH | SOLE | 41,656 | 0 | 0 | ||
FACEBOOK INC | COM | 30303M102 | 11,824 | 92,180 | SH | SOLE | 92,180 | 0 | 0 | ||
FAIR ISAAC CORP. | COM | 303250104 | 336 | 2,700 | SH | SOLE | 2,700 | 0 | 0 | ||
FEDERATED INVESTORS, INC. | COM | 314211103 | 986 | 33,280 | SH | SOLE | 33,280 | 0 | 0 | ||
FEDEX CORP. | COM | 31428X106 | 2,864 | 16,396 | SH | SOLE | 16,396 | 0 | 0 | ||
FIBRIA CELULOSE S.A. | ADR | 31573A109 | 292 | 41,300 | SH | SOLE | 41,300 | 0 | 0 | ||
FIDELITY NATIONAL INFORMATION SERVICES INC. | COM | 31620M106 | 1,861 | 24,160 | SH | SOLE | 24,160 | 0 | 0 | ||
FIESTA RESTAURANT GROUP INC. | COM | 31660B101 | 1,935 | 80,618 | SH | SOLE | 80,618 | 0 | 0 | ||
FIFTH THIRD BANCORP | COM | 316773100 | 3,137 | 153,302 | SH | SOLE | 153,302 | 0 | 0 | ||
FIRST CITIZENS BANCSHARES, INC. | COM | 31946M103 | 226 | 770 | SH | SOLE | 770 | 0 | 0 | ||
FIRST DATA CORPORATION | COM | 32008D106 | 358 | 27,200 | SH | SOLE | 27,200 | 0 | 0 | ||
FIRST REPUBLIC BANK | COM | 33616C100 | 756 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
FIRST SOLAR INC. | COM | 336433107 | 1,564 | 39,600 | SH | SOLE | 39,600 | 0 | 0 | ||
FIRSTCASH, INC. | COM | 33767D105 | 407 | 8,652 | SH | SOLE | 8,652 | 0 | 0 | ||
FIRSTENERGY CORP. | COM | 337932107 | 227 | 6,873 | SH | SOLE | 6,873 | 0 | 0 | ||
FISERV INC. | COM | 337738108 | 1,986 | 19,970 | SH | SOLE | 19,970 | 0 | 0 | ||
FLIR SYSTEMS, INC. | COM | 302445101 | 1,021 | 32,487 | SH | SOLE | 32,487 | 0 | 0 | ||
FLUOR CORP. | COM | 343412102 | 978 | 19,056 | SH | SOLE | 19,056 | 0 | 0 | ||
FMC CORP. | COM | 302491303 | 2,132 | 44,100 | SH | SOLE | 44,100 | 0 | 0 | ||
FMC TECHNOLOGIES INC. | COM | 30249U101 | 442 | 14,912 | SH | SOLE | 14,912 | 0 | 0 | ||
FOOT LOCKER INC. | COM | 344849104 | 1,646 | 24,300 | SH | SOLE | 24,300 | 0 | 0 | ||
FORD MOTOR CO. | COM | 345370860 | 2,947 | 244,175 | SH | SOLE | 244,175 | 0 | 0 | ||
FORTIVE CORPORATION | COM | 34959J108 | 1,144 | 22,474 | SH | SOLE | 22,474 | 0 | 0 | ||
FORTUNE BRANDS HOME & SECURITY, INC. | COM | 34964C106 | 941 | 16,200 | SH | SOLE | 16,200 | 0 | 0 | ||
FRANK'S INTERNATIONAL NV | COM | N33462107 | 278 | 21,400 | SH | SOLE | 21,400 | 0 | 0 | ||
FRANKLIN RESOURCES INC. | COM | 354613101 | 1,093 | 30,735 | SH | SOLE | 30,735 | 0 | 0 | ||
FREEPORT-MCMORAN INC. | COM | 35671D857 | 987 | 90,868 | SH | SOLE | 90,868 | 0 | 0 | ||
FRONTIER COMMUNICATIONS CORP. | COM | 35906A108 | 2,042 | 490,915 | SH | SOLE | 490,915 | 0 | 0 | ||
GAP INC., THE | COM | 364760108 | 3,167 | 142,395 | SH | SOLE | 142,395 | 0 | 0 | ||
GARMIN LTD | COM | H2906T109 | 1,645 | 34,200 | SH | SOLE | 34,200 | 0 | 0 | ||
GARTNER, INC. | COM | 366651107 | 345 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
GCP APPLIED TECHNOLOGIES INC. | COM | 36164Y101 | 3,588 | 126,700 | SH | SOLE | 126,700 | 0 | 0 | ||
GENERAL DYNAMICS CORP. | COM | 369550108 | 746 | 4,810 | SH | SOLE | 4,810 | 0 | 0 | ||
GENERAL ELECTRIC CO. | COM | 369604103 | 23,446 | 791,562 | SH | SOLE | 791,562 | 0 | 0 | ||
GENERAL MILLS INC. | COM | 370334104 | 2,633 | 41,216 | SH | SOLE | 41,216 | 0 | 0 | ||
GENERAL MOTORS COMPANY | COM | 37045V100 | 3,101 | 97,600 | SH | SOLE | 97,600 | 0 | 0 | ||
GENESIS ENERGY, L.P. | COM | 371927104 | 3,087 | 81,300 | SH | SOLE | 81,300 | 0 | 0 | ||
GENPACT LIMITED | COM | G3922B107 | 398 | 16,600 | SH | SOLE | 16,600 | 0 | 0 | ||
GENTEX CORPORATION | COM | 371901109 | 522 | 29,720 | SH | SOLE | 29,720 | 0 | 0 | ||
GENUINE PARTS CO | COM | 372460105 | 620 | 6,170 | SH | SOLE | 6,170 | 0 | 0 | ||
GEO SPECIALTY CHEMICALS, INC. | COM | 37246R106 | 0 | 80,750 | SH | SOLE | 80,750 | 0 | 0 | ||
GEOMET, INC. | COM | 37250U201 | 1 | 85,857 | SH | SOLE | 85,857 | 0 | 0 | ||
GIBRALTAR INDUSTRIES INC. | COM | 374689107 | 245 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
GILEAD SCIENCES, INC. | COM | 375558103 | 10,184 | 128,722 | SH | SOLE | 128,722 | 0 | 0 | ||
GLOBAL PARTNERS LP | COM | 37946R109 | 530 | 32,810 | SH | SOLE | 32,810 | 0 | 0 | ||
GLOBAL PAYMENTS, INC. | COM | 37940X102 | 3,040 | 39,610 | SH | SOLE | 39,610 | 0 | 0 | ||
GOGO INC. | CONV | 38046CAB5 | 8,522 | 11,250,000 | SH | SOLE | 11,250,000 | 0 | 0 | ||
GOLAR LNG PARTNERS LP | COM | Y2745C102 | 1,146 | 58,368 | SH | SOLE | 58,368 | 0 | 0 | ||
GOLD FIELDS LTD. | ADR | 38059T106 | 142 | 29,340 | SH | SOLE | 29,340 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC., THE | COM | 38141G104 | 5,052 | 31,328 | SH | SOLE | 31,328 | 0 | 0 | ||
GOODYEAR TIRE & RUBBER COMPANY (THE) | COM | 382550101 | 2,139 | 66,212 | SH | SOLE | 66,212 | 0 | 0 | ||
GRAPHIC PACKAGING HOLDING CO. | COM | 388689101 | 140 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
GREAT PLAINS ENERGY INC. | COM | 391164100 | 342 | 12,537 | SH | SOLE | 12,537 | 0 | 0 | ||
GREAT WESTERN BANCORP INC. | COM | 391416104 | 200 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
GREEN PLAINS INC. | CONV | 393222AD6 | 4,848 | 3,500,000 | SH | SOLE | 3,500,000 | 0 | 0 | ||
GROUPON INC | COM | 399473107 | 234 | 45,400 | SH | SOLE | 45,400 | 0 | 0 | ||
HALLADOR ENERGY CO | COM | 40609P105 | 492 | 62,377 | SH | SOLE | 62,377 | 0 | 0 | ||
HALLIBURTON CO. | COM | 406216101 | 1,151 | 25,638 | SH | SOLE | 25,638 | 0 | 0 | ||
HALYARD HEALTH, INC. | COM | 40650V100 | 211 | 6,100 | SH | SOLE | 6,100 | 0 | 0 | ||
HARLEY-DAVIDSON INC. | COM | 412822108 | 290 | 5,510 | SH | SOLE | 5,510 | 0 | 0 | ||
HARMAN INTERNATIONAL INDUSTRIES INC. | COM | 413086109 | 303 | 3,583 | SH | SOLE | 3,583 | 0 | 0 | ||
HARRIS CORP. | COM | 413875105 | 4,879 | 53,257 | SH | SOLE | 53,257 | 0 | 0 | ||
HARTFORD FINANCIAL SERVICES GROUP INC., THE | COM | 416515104 | 404 | 9,432 | SH | SOLE | 9,432 | 0 | 0 | ||
HASBRO INC. | COM | 418056107 | 712 | 8,978 | SH | SOLE | 8,978 | 0 | 0 | ||
HAWAIIAN HOLDINGS INC. | COM | 419879101 | 515 | 10,600 | SH | SOLE | 10,600 | 0 | 0 | ||
HCA HOLDINGS, INC. | COM | 40412C101 | 3,524 | 46,600 | SH | SOLE | 46,600 | 0 | 0 | ||
HELMERICH & PAYNE, INC. | COM | 423452101 | 976 | 14,500 | SH | SOLE | 14,500 | 0 | 0 | ||
HERBALIFE LTD. | COM | G4412G101 | 1,418 | 22,880 | SH | SOLE | 22,880 | 0 | 0 | ||
HERCULES INC. | CONV | 427056BC9 | 7,706 | 8,846 | SH | SOLE | 8,846 | 0 | 0 | ||
HERSHEY COMPANY (THE) | COM | 427866108 | 284 | 2,966 | SH | SOLE | 2,966 | 0 | 0 | ||
HERTZ RENTAL CAR HOLDINGS CO INC | COM | 42806J106 | 394 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
HESS CORP | COM | 42809H107 | 1,640 | 30,579 | SH | SOLE | 30,579 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRISE CO | COM | 42824C109 | 6,614 | 290,737 | SH | SOLE | 290,737 | 0 | 0 | ||
HOLLYFRONTIER CORP. | COM | 436106108 | 573 | 23,400 | SH | SOLE | 23,400 | 0 | 0 | ||
HOLOGIC INC. | COM | 436440101 | 1,429 | 36,800 | SH | SOLE | 36,800 | 0 | 0 | ||
HOME DEPOT INC. | COM | 437076102 | 12,375 | 96,167 | SH | SOLE | 96,167 | 0 | 0 | ||
HONEYWELL INTERNATIONAL INC. | COM | 438516106 | 7,295 | 62,567 | SH | SOLE | 62,567 | 0 | 0 | ||
HORMEL FOODS CORP. | COM | 440452100 | 1,222 | 32,220 | SH | SOLE | 32,220 | 0 | 0 | ||
HORNBECK OFFSHORE SERVICES INC. | CONV | 440543AN6 | 12,201 | 21,405,000 | SH | SOLE | 21,405,000 | 0 | 0 | ||
HP INC. | COM | 40434L105 | 3,142 | 202,337 | SH | SOLE | 202,337 | 0 | 0 | ||
HUMANA INC. | COM | 444859102 | 1,128 | 6,379 | SH | SOLE | 6,379 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC. | COM | 446150104 | 840 | 85,181 | SH | SOLE | 85,181 | 0 | 0 | ||
HUNTINGTON INGALLS INDUSTRIES INC. | COM | 446413106 | 4,250 | 27,700 | SH | SOLE | 27,700 | 0 | 0 | ||
HUNTSMAN CORP. | COM | 447011107 | 1,051 | 64,600 | SH | SOLE | 64,600 | 0 | 0 | ||
HYATT HOTELS CORP. | COM | 448579102 | 1,093 | 22,200 | SH | SOLE | 22,200 | 0 | 0 | ||
IDEXX LABORATORIES, INC. | COM | 45168D104 | 1,534 | 13,610 | SH | SOLE | 13,610 | 0 | 0 | ||
IHS MARKIT LTD. | COM | G47567105 | 1,086 | 28,914 | SH | SOLE | 28,914 | 0 | 0 | ||
ILLINOIS TOOL WORKS INC. | COM | 452308109 | 3,091 | 25,795 | SH | SOLE | 25,795 | 0 | 0 | ||
INGERSOLL-RAND PLC | COM | G47791101 | 2,514 | 37,000 | SH | SOLE | 37,000 | 0 | 0 | ||
INGEVITY CORP | COM | 45688C107 | 2,517 | 54,600 | SH | SOLE | 54,600 | 0 | 0 | ||
INGRAM MICRO INC. | COM | 457153104 | 456 | 12,800 | SH | SOLE | 12,800 | 0 | 0 | ||
INGREDION INCORPORATED | COM | 457187102 | 6,066 | 45,585 | SH | SOLE | 45,585 | 0 | 0 | ||
INSIGHT ENTERPRISES, INC. | COM | 45765U103 | 208 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
INTEGRA LIFESCIENCES HOLDINGS CORP | COM | 457985208 | 454 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
INTEL CORP. | COM | 458140100 | 16,558 | 438,634 | SH | SOLE | 438,634 | 0 | 0 | ||
INTEL CORP. | CONV | 458140AF7 | 9,144 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE, INC. | COM | 45866F104 | 297 | 1,102 | SH | SOLE | 1,102 | 0 | 0 | ||
INTERDIGITAL INC. | COM | 45867G101 | 230 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHINES CORPORATION | COM | 459200101 | 11,073 | 69,710 | SH | SOLE | 69,710 | 0 | 0 | ||
INTERNATIONAL GAME TECHNOLOGY PLC | COM | G4863A108 | 417 | 17,100 | SH | SOLE | 17,100 | 0 | 0 | ||
INTERNATIONAL PAPER COMPANY | COM | 460146103 | 2,090 | 43,569 | SH | SOLE | 43,569 | 0 | 0 | ||
INTERPUBLIC GROUP OF COMPANIES. INC. (THE) | COM | 460690100 | 431 | 19,286 | SH | SOLE | 19,286 | 0 | 0 | ||
INTUIT INC. | COM | 461202103 | 2,141 | 19,459 | SH | SOLE | 19,459 | 0 | 0 | ||
INTUITIVE SURGICAL, INC. | COM | 46120E602 | 1,150 | 1,586 | SH | SOLE | 1,586 | 0 | 0 | ||
INVESCO LTD. | COM | G491BT108 | 1,296 | 41,435 | SH | SOLE | 41,435 | 0 | 0 | ||
INVESTORS BANCORP, INC. | COM | 46146L101 | 1,314 | 109,407 | SH | SOLE | 109,407 | 0 | 0 | ||
ISHARES CORE S&P 500 ETF | ETF | 464287200 | 218 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
ISHARES MSCI | ETF | 464286509 | 208 | 8,100 | SH | SOLE | 8,100 | 0 | 0 | ||
ISHARES MSCI | ETF | 464286707 | 205 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
ISHARES MSCI | ETF | 464286806 | 215 | 8,200 | SH | SOLE | 8,200 | 0 | 0 | ||
ISHARES MSCI | ETF | 464286848 | 529 | 42,200 | SH | SOLE | 42,200 | 0 | 0 | ||
ISHARES MSCI INDIA ETF | ETF | 46429B598 | 224 | 7,600 | SH | SOLE | 7,600 | 0 | 0 | ||
ISHARES MSCI SWITZERLAND CAPPED ETF | ETF | 464286749 | 226 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
ISHARES MSCI UNITED KINGDOM ETF | ETF | 46434V548 | 348 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
ISHARES NASDAQ BIOTECHNOLOGY ETF | ETF | 464287556 | 289 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
ISHARES TRUST | ETF | 464287465 | 62,585 | 1,058,430 | SH | SOLE | 1,058,430 | 0 | 0 | ||
ISHARES TRUST | ETF | 464287689 | 60,697 | 473,489 | SH | SOLE | 473,489 | 0 | 0 | ||
J.M. SMUCKER CO. (THE) | COM | 832696405 | 1,367 | 10,089 | SH | SOLE | 10,089 | 0 | 0 | ||
JABIL CIRCUIT INC. | COM | 466313103 | 1,191 | 54,600 | SH | SOLE | 54,600 | 0 | 0 | ||
JACK HENRY & ASSOCIATES INC | COM | 426281101 | 308 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
JACOBS ENGINEERING GROUP, INC. | COM | 469814107 | 2,526 | 48,844 | SH | SOLE | 48,844 | 0 | 0 | ||
JAKKS PACIFIC, INC. | COM | 47012E106 | 195 | 22,600 | SH | SOLE | 22,600 | 0 | 0 | ||
JETBLUE AIRWAYS CORPORATION | COM | 477143101 | 1,750 | 101,500 | SH | SOLE | 101,500 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 24,444 | 206,921 | SH | SOLE | 206,921 | 0 | 0 | ||
JOHNSON CONTROLS INC. | COM | G51502105 | 1,394 | 29,956 | SH | SOLE | 29,956 | 0 | 0 | ||
JPMORGAN CHASE & CO. | COM | 46625H100 | 13,366 | 200,714 | SH | SOLE | 200,714 | 0 | 0 | ||
KBR, INC. | COM | 48242W106 | 233 | 15,400 | SH | SOLE | 15,400 | 0 | 0 | ||
KELLOGG CO. | COM | 487836108 | 1,340 | 17,303 | SH | SOLE | 17,303 | 0 | 0 | ||
KEYCORP | COM | 493267108 | 964 | 79,232 | SH | SOLE | 79,232 | 0 | 0 | ||
KIMBALL ELECTRONICS, INC. | COM | 49428J109 | 2,720 | 196,229 | SH | SOLE | 196,229 | 0 | 0 | ||
KIMBERLY-CLARK CORP. | COM | 494368103 | 842 | 6,675 | SH | SOLE | 6,675 | 0 | 0 | ||
KLA-TENCOR CORP. | COM | 482480100 | 3,589 | 51,487 | SH | SOLE | 51,487 | 0 | 0 | ||
KLX INC. | COM | 482539103 | 2,277 | 64,700 | SH | SOLE | 64,700 | 0 | 0 | ||
KNOWLES CORP | COM | 49926D109 | 1,912 | 136,100 | SH | SOLE | 136,100 | 0 | 0 | ||
KOHL'S CORP. | COM | 500255104 | 2,056 | 46,991 | SH | SOLE | 46,991 | 0 | 0 | ||
KRAFT HEINZ CO/THE | COM | 500754106 | 2,130 | 23,797 | SH | SOLE | 23,797 | 0 | 0 | ||
KROGER CO. | COM | 501044101 | 1,809 | 60,946 | SH | SOLE | 60,946 | 0 | 0 | ||
L BRANDS, INC. | COM | 501797104 | 446 | 6,300 | SH | SOLE | 6,300 | 0 | 0 | ||
L-3 COMMUNICATIONS HOLDINGS INC. | COM | 502424104 | 1,323 | 8,774 | SH | SOLE | 8,774 | 0 | 0 | ||
LABORATORY CORPORATION OF AMERICA HOLDINGS | COM | 50540R409 | 932 | 6,780 | SH | SOLE | 6,780 | 0 | 0 | ||
LAKELAND FINANCIAL CORP. | COM | 511656100 | 452 | 12,750 | SH | SOLE | 12,750 | 0 | 0 | ||
LAM RESEARCH CORP. | COM | 512807108 | 3,726 | 39,338 | SH | SOLE | 39,338 | 0 | 0 | ||
LANDSTAR SYSTEM, INC. | COM | 515098101 | 726 | 10,660 | SH | SOLE | 10,660 | 0 | 0 | ||
LEAR CORP. | COM | 521865204 | 2,821 | 23,270 | SH | SOLE | 23,270 | 0 | 0 | ||
LEGGETT & PLATT, INCORPORATED | COM | 524660107 | 532 | 11,681 | SH | SOLE | 11,681 | 0 | 0 | ||
LEIDOS HOLDINGS, INC. | COM | 525327102 | 1,945 | 44,950 | SH | SOLE | 44,950 | 0 | 0 | ||
LEIDOS, INC | COM | 808625107 | 7,489 | 107,960 | SH | SOLE | 107,960 | 0 | 0 | ||
LENNOX INTERNATIONAL INC. | COM | 526107107 | 435 | 2,770 | SH | SOLE | 2,770 | 0 | 0 | ||
LEXMARK INTERNATIONAL INC. | COM | 529771107 | 899 | 22,500 | SH | SOLE | 22,500 | 0 | 0 | ||
LIBERTY BROADBAND CORP | COM | 530307107 | 1,459 | 20,800 | SH | SOLE | 20,800 | 0 | 0 | ||
LIBERTY INTERACTIVE CORPORATION | COM | 53071M104 | 442 | 22,100 | SH | SOLE | 22,100 | 0 | 0 | ||
LIBERTY INTERACTIVE CORPORATION | COM | 53071M880 | 904 | 22,670 | SH | SOLE | 22,670 | 0 | 0 | ||
LIBERTY SIRIUSXM GROUP | COM | 531229409 | 1,257 | 37,000 | SH | SOLE | 37,000 | 0 | 0 | ||
LIBERTY SIRIUSXM GROUP | COM | 531229607 | 1,243 | 37,200 | SH | SOLE | 37,200 | 0 | 0 | ||
LINCOLN ELECTRIC HOLDINGS, INC. | COM | 533900106 | 883 | 14,100 | SH | SOLE | 14,100 | 0 | 0 | ||
LINCOLN NATIONAL CORP. | COM | 534187109 | 3,298 | 70,207 | SH | SOLE | 70,207 | 0 | 0 | ||
LINEAR TECHNOLOGY CORPORATION | COM | 535678106 | 575 | 9,706 | SH | SOLE | 9,706 | 0 | 0 | ||
LINKEDIN CORPORATION | CONV | 53578AAB4 | 9,906 | 10,000,000 | SH | SOLE | 10,000,000 | 0 | 0 | ||
LOCKHEED MARTIN CORP. | COM | 539830109 | 2,345 | 9,781 | SH | SOLE | 9,781 | 0 | 0 | ||
LOEWS CORP. | COM | 540424108 | 207 | 5,037 | SH | SOLE | 5,037 | 0 | 0 | ||
LOWE'S COMPANIES, INC. | COM | 548661107 | 6,190 | 85,724 | SH | SOLE | 85,724 | 0 | 0 | ||
LPL FINANCIAL HOLDINGS, INC. | COM | 50212V100 | 461 | 15,400 | SH | SOLE | 15,400 | 0 | 0 | ||
LUKOIL, PJSC | ADR | 69343P105 | 574 | 11,800 | SH | SOLE | 11,800 | 0 | 0 | ||
LUMENTUM HOLDINGS INC. | COM | 55024U109 | 1,186 | 28,400 | SH | SOLE | 28,400 | 0 | 0 | ||
LYONDELLBASELL INDUSTRIES N.V. | COM | N53745100 | 2,278 | 28,241 | SH | SOLE | 28,241 | 0 | 0 | ||
M&T BANK CORPORATION | COM | 55261F104 | 852 | 7,341 | SH | SOLE | 7,341 | 0 | 0 | ||
MACY'S INC. | COM | 55616P104 | 3,125 | 84,335 | SH | SOLE | 84,335 | 0 | 0 | ||
MADISON SQUARE GARDEN CO./THE | COM | 55825T103 | 3,360 | 19,833 | SH | SOLE | 19,833 | 0 | 0 | ||
MAGELLAN MIDSTREAM PARTNERS LP | COM | 559080106 | 2,999 | 42,400 | SH | SOLE | 42,400 | 0 | 0 | ||
MAGNUM HUNTER RESOURCES CORPORATION | COM | 55973B607 | 4,550 | 379,193 | SH | SOLE | 379,193 | 0 | 0 | ||
MALLINCKRODT PLC | COM | G5785G107 | 6,472 | 92,750 | SH | SOLE | 92,750 | 0 | 0 | ||
MANITOWOC CRANES | COM | 563571108 | 517 | 107,900 | SH | SOLE | 107,900 | 0 | 0 | ||
MANPOWERGROUP INC. | COM | 56418H100 | 484 | 6,700 | SH | SOLE | 6,700 | 0 | 0 | ||
MARATHON OIL CORPORATION | COM | 565849106 | 2,726 | 172,412 | SH | SOLE | 172,412 | 0 | 0 | ||
MARATHON PETROLEUM CORPORATION | COM | 56585A102 | 1,880 | 46,310 | SH | SOLE | 46,310 | 0 | 0 | ||
MARKET VECTORS RUSSIA | ETF | 92189F403 | 206 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
MARRIOTT INTERNATIONAL INC. | COM | 571903202 | 1,889 | 28,049 | SH | SOLE | 28,049 | 0 | 0 | ||
MARSH & MCLENNAN COMPANIES, INC. | COM | 571748102 | 1,704 | 25,343 | SH | SOLE | 25,343 | 0 | 0 | ||
MARTIN MARIETTA MATERIALS INC. | COM | 573284106 | 287 | 1,600 | SH | SOLE | 1,600 | 0 | 0 | ||
MARTIN MIDSTREAM PARTNERS L.P. | COM | 573331105 | 2,160 | 107,800 | SH | SOLE | 107,800 | 0 | 0 | ||
MASCO CORP. | COM | 574599106 | 2,025 | 59,019 | SH | SOLE | 59,019 | 0 | 0 | ||
MASIMO CORPORATION | COM | 574795100 | 381 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
MASTERCARD INCORPORATED | COM | 57636Q104 | 7,819 | 76,830 | SH | SOLE | 76,830 | 0 | 0 | ||
MAXIM INTEGRATED PRODUCTS, INC. | COM | 57772K101 | 579 | 14,500 | SH | SOLE | 14,500 | 0 | 0 | ||
MCCORMICK & COMPANY, INCORPORATED | COM | 579780206 | 263 | 2,634 | SH | SOLE | 2,634 | 0 | 0 | ||
MCDONALD'S CORPORATION | COM | 580135101 | 5,045 | 43,735 | SH | SOLE | 43,735 | 0 | 0 | ||
MCKESSON CORP. | COM | 58155Q103 | 4,046 | 24,266 | SH | SOLE | 24,266 | 0 | 0 | ||
MEAD JOHNSON NUTRITION COMPANY | COM | 582839106 | 1,717 | 21,736 | SH | SOLE | 21,736 | 0 | 0 | ||
MEDIFAST INC | COM | 58470H101 | 299 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
MEDTRONIC PLC | COM | G5960L103 | 4,206 | 48,685 | SH | SOLE | 48,685 | 0 | 0 | ||
MERCK & CO., INC. | COM | 58933Y105 | 8,447 | 135,340 | SH | SOLE | 135,340 | 0 | 0 | ||
MERITOR, INC. | CONV | 59001KAC4 | 17,263 | 12,835,000 | SH | SOLE | 12,835,000 | 0 | 0 | ||
METLIFE INC. | COM | 59156R108 | 2,229 | 50,159 | SH | SOLE | 50,159 | 0 | 0 | ||
MICHAEL KORS HOLDINGS LTD | COM | G60754101 | 3,032 | 64,800 | SH | SOLE | 64,800 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 730 | 11,745 | SH | SOLE | 11,745 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | CONV | 595017AD6 | 19,339 | 15,168,000 | SH | SOLE | 15,168,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC. | COM | 595112103 | 1,297 | 72,950 | SH | SOLE | 72,950 | 0 | 0 | ||
MICRON TECHNOLOGY INC. | CONV | 595112AY9 | 20,677 | 23,265,000 | SH | SOLE | 23,265,000 | 0 | 0 | ||
MICROSOFT CORP. | COM | 594918104 | 31,576 | 548,196 | SH | SOLE | 548,196 | 0 | 0 | ||
MID-CON ENERGY PARTNERS LP | COM | 59560V109 | 94 | 32,769 | SH | SOLE | 32,769 | 0 | 0 | ||
MKS INSTRUMENTS, INC. | COM | 55306N104 | 363 | 7,300 | SH | SOLE | 7,300 | 0 | 0 | ||
MOHAWK INDUSTRIES INC. | COM | 608190104 | 741 | 3,700 | SH | SOLE | 3,700 | 0 | 0 | ||
MONDELEZ INTERNATIONAL, INC. | COM | 609207105 | 1,635 | 37,246 | SH | SOLE | 37,246 | 0 | 0 | ||
MONRO MUFFLER BRAKE, INC. | COM | 610236101 | 373 | 6,100 | SH | SOLE | 6,100 | 0 | 0 | ||
MONSANTO CO. | COM | 61166W101 | 3,127 | 30,593 | SH | SOLE | 30,593 | 0 | 0 | ||
MONSTER BEVERAGE CORP | COM | 61174X109 | 264 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
MOODY'S CORPORATION | COM | 615369105 | 504 | 4,655 | SH | SOLE | 4,655 | 0 | 0 | ||
MORGAN STANLEY | COM | 617446448 | 3,427 | 106,893 | SH | SOLE | 106,893 | 0 | 0 | ||
MOSAIC CO., THE | COM | 61945C103 | 895 | 36,600 | SH | SOLE | 36,600 | 0 | 0 | ||
MOTOROLA SOLUTIONS INC. | COM | 620076307 | 4,193 | 54,971 | SH | SOLE | 54,971 | 0 | 0 | ||
MPLX LP | COM | 55336V100 | 1,536 | 45,375 | SH | SOLE | 45,375 | 0 | 0 | ||
MSCI INC. | COM | 55354G100 | 235 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
MULTI-COLOR CORPORATION | COM | 625383104 | 205 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
MURPHY OIL CORP. | COM | 626717102 | 889 | 29,233 | SH | SOLE | 29,233 | 0 | 0 | ||
MURPHY OIL USA, INC. | COM | 626755102 | 3,976 | 55,713 | SH | SOLE | 55,713 | 0 | 0 | ||
MYLAN N.V. | COM | N59465109 | 4,354 | 114,206 | SH | SOLE | 114,206 | 0 | 0 | ||
NABORS INDUSTRIES LTD | COM | G6359F103 | 285 | 23,400 | SH | SOLE | 23,400 | 0 | 0 | ||
NASDAQ, INC. | COM | 631103108 | 430 | 6,367 | SH | SOLE | 6,367 | 0 | 0 | ||
NATIONAL BEVERAGE CORPORATION | COM | 635017106 | 207 | 4,700 | SH | SOLE | 4,700 | 0 | 0 | ||
NATIONAL OILWELL VARCO INC. | COM | 637071101 | 1,522 | 41,413 | SH | SOLE | 41,413 | 0 | 0 | ||
NAVIENT CORPORATION | COM | 63938C108 | 3,149 | 217,609 | SH | SOLE | 217,609 | 0 | 0 | ||
NCR CORP. | COM | 62886E108 | 5,649 | 175,500 | SH | SOLE | 175,500 | 0 | 0 | ||
NEENAH ENTERPRISES, INC. | COM | 64007R109 | 1,992 | 154,333 | SH | SOLE | 154,333 | 0 | 0 | ||
NETAPP INC. | COM | 64110D104 | 3,135 | 87,507 | SH | SOLE | 87,507 | 0 | 0 | ||
NEUSTAR, INC. | COM | 64126X201 | 412 | 15,500 | SH | SOLE | 15,500 | 0 | 0 | ||
NEWFIELD EXPLORATION CO. | COM | 651290108 | 417 | 9,600 | SH | SOLE | 9,600 | 0 | 0 | ||
NEWMARKET CORPORATION | COM | 651587107 | 258 | 600 | SH | SOLE | 600 | 0 | 0 | ||
NEWMONT MINING CORPORATION | COM | 651639106 | 1,287 | 32,754 | SH | SOLE | 32,754 | 0 | 0 | ||
NEWS CORPORATION | COM | 65249B109 | 752 | 53,796 | SH | SOLE | 53,796 | 0 | 0 | ||
NEXTERA ENERGY INC. | COM | 65339F101 | 2,236 | 18,276 | SH | SOLE | 18,276 | 0 | 0 | ||
NGL ENERGY PARTNERS LP | COM | 62913M107 | 1,125 | 59,700 | SH | SOLE | 59,700 | 0 | 0 | ||
NIELSEN HOLDINGS PLC | COM | G6518L108 | 1,211 | 22,600 | SH | SOLE | 22,600 | 0 | 0 | ||
NIKE INC. | COM | 654106103 | 3,109 | 59,048 | SH | SOLE | 59,048 | 0 | 0 | ||
NISOURCE INC. | COM | 65473P105 | 489 | 20,275 | SH | SOLE | 20,275 | 0 | 0 | ||
NORDSON CORP. | COM | 655663102 | 249 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
NORDSTROM INC. | COM | 655664100 | 2,803 | 54,019 | SH | SOLE | 54,019 | 0 | 0 | ||
NORTHERN TRUST CORP. | COM | 665859104 | 416 | 6,120 | SH | SOLE | 6,120 | 0 | 0 | ||
NORTHROP GRUMMAN CORP. | COM | 666807102 | 6,350 | 29,681 | SH | SOLE | 29,681 | 0 | 0 | ||
NORTHSTAR ASSET MANAGEMENT GROUP INC/NEW YORK | COM | 66705Y104 | 582 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
NOVATEL WIRELESS INC | CONV | 66987MAE9 | 6,856 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
NOW INC. | COM | 67011P100 | 480 | 22,400 | SH | SOLE | 22,400 | 0 | 0 | ||
NRG ENERGY INC. | COM | 629377508 | 1,183 | 105,520 | SH | SOLE | 105,520 | 0 | 0 | ||
NU SKIN ENTERPRISES INC | COM | 67018T105 | 2,302 | 35,530 | SH | SOLE | 35,530 | 0 | 0 | ||
NUANCE COMMUNICATIONS INC. | COM | 67020Y100 | 1,196 | 82,500 | SH | SOLE | 82,500 | 0 | 0 | ||
NUCOR CORP. | COM | 670346105 | 1,692 | 34,217 | SH | SOLE | 34,217 | 0 | 0 | ||
NUSTAR ENERGY L.P. | COM | 67058H102 | 2,142 | 43,200 | SH | SOLE | 43,200 | 0 | 0 | ||
NVIDIA CORP. | COM | 67066G104 | 2,947 | 43,011 | SH | SOLE | 43,011 | 0 | 0 | ||
NVR INC. | COM | 62944T105 | 2,394 | 1,460 | SH | SOLE | 1,460 | 0 | 0 | ||
NXP SEMICONDUCTORS N.V. | COM | N6596X109 | 366 | 3,590 | SH | SOLE | 3,590 | 0 | 0 | ||
O'REILLY AUTOMOTIVE, INC. | COM | 67103H107 | 6,949 | 24,807 | SH | SOLE | 24,807 | 0 | 0 | ||
OCCIDENTAL PETROLEUM CORP. | COM | 674599105 | 1,734 | 23,775 | SH | SOLE | 23,775 | 0 | 0 | ||
OCEANEERING INTERNATIONAL, INC. | COM | 675232102 | 275 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
OLD NATIONAL BANCORP | COM | 680033107 | 269 | 19,115 | SH | SOLE | 19,115 | 0 | 0 | ||
OLD REPUBLIC INTERNATIONAL CORP. | COM | 680223104 | 206 | 11,700 | SH | SOLE | 11,700 | 0 | 0 | ||
OMNICOM GROUP INC. | COM | 681919106 | 1,678 | 19,745 | SH | SOLE | 19,745 | 0 | 0 | ||
ON SEMICONDUCTOR CORP. | CONV | 682189AK1 | 8,870 | 8,750,000 | SH | SOLE | 8,750,000 | 0 | 0 | ||
ONE GAS, INC. | COM | 68235P108 | 2,758 | 44,600 | SH | SOLE | 44,600 | 0 | 0 | ||
ONEOK PARTNERS LP | COM | 68268N103 | 11,183 | 279,925 | SH | SOLE | 279,925 | 0 | 0 | ||
OPKO HEALTH INC | COM | 68375N103 | 157 | 14,850 | SH | SOLE | 14,850 | 0 | 0 | ||
ORACLE CORP. | COM | 68389X105 | 7,037 | 179,145 | SH | SOLE | 179,145 | 0 | 0 | ||
ORITANI FINANCIAL CORP. | COM | 68633D103 | 498 | 31,700 | SH | SOLE | 31,700 | 0 | 0 | ||
OSHKOSH CORP. | COM | 688239201 | 3,982 | 71,100 | SH | SOLE | 71,100 | 0 | 0 | ||
OWENS CORNING | COM | 690742101 | 2,290 | 42,900 | SH | SOLE | 42,900 | 0 | 0 | ||
PACCAR INC. | COM | 693718108 | 2,296 | 39,056 | SH | SOLE | 39,056 | 0 | 0 | ||
PACKAGING CORP. OF AMERICA | COM | 695156109 | 2,917 | 35,900 | SH | SOLE | 35,900 | 0 | 0 | ||
PACWEST BANCORP | COM | 695263103 | 601 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
PAPA JOHN'S INTERNATIONAL, INC. | COM | 698813102 | 591 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
PARKER-HANNIFIN CORP. | COM | 701094104 | 5,263 | 41,928 | SH | SOLE | 41,928 | 0 | 0 | ||
PAYCHEX INC | COM | 704326107 | 1,011 | 17,477 | SH | SOLE | 17,477 | 0 | 0 | ||
PBF ENERGY, INC. | COM | 69318G106 | 607 | 26,800 | SH | SOLE | 26,800 | 0 | 0 | ||
PDL BIOPHARMA, INC. | COM | 69329Y104 | 216 | 64,400 | SH | SOLE | 64,400 | 0 | 0 | ||
PENNEY (J.C.) CORPORATION INC. | COM | 708160106 | 488 | 52,900 | SH | SOLE | 52,900 | 0 | 0 | ||
PENSKE AUTOMOTIVE GROUP INC. | COM | 70959W103 | 569 | 11,800 | SH | SOLE | 11,800 | 0 | 0 | ||
PENTAIR PLC | COM | G7S00T104 | 2,631 | 40,961 | SH | SOLE | 40,961 | 0 | 0 | ||
PEOPLE'S UNITED FINANCIAL INC | COM | 712704105 | 525 | 33,210 | SH | SOLE | 33,210 | 0 | 0 | ||
PEPSICO INC. | COM | 713448108 | 10,779 | 99,095 | SH | SOLE | 99,095 | 0 | 0 | ||
PERKINELMER INC. | COM | 714046109 | 295 | 5,254 | SH | SOLE | 5,254 | 0 | 0 | ||
PERNIX THERAPEUTICS HOLDINGS INC | CONV | 71426VAK4 | 1,955 | 7,500,000 | SH | SOLE | 7,500,000 | 0 | 0 | ||
PETROBRAS ARGENTINA S.A. | ADR | 71646J109 | 115 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
PFIZER INC. | COM | 717081103 | 10,399 | 307,040 | SH | SOLE | 307,040 | 0 | 0 | ||
PG&E CORP. | COM | 69331C108 | 292 | 4,769 | SH | SOLE | 4,769 | 0 | 0 | ||
PHILIP MORRIS INTERNATIONAL INC. | COM | 718172109 | 3,968 | 40,812 | SH | SOLE | 40,812 | 0 | 0 | ||
PINNACLE FOODS INC. | COM | 72348P104 | 326 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
PITNEY BOWES INC. | COM | 724479100 | 1,471 | 80,988 | SH | SOLE | 80,988 | 0 | 0 | ||
PLAINS ALL AMERICAN PIPELINE L.P. | COM | 726503105 | 7,945 | 252,930 | SH | SOLE | 252,930 | 0 | 0 | ||
PLEXUS CORP. | COM | 729132100 | 327 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
PNC FINANCIAL SERVICES GROUP, INC. | COM | 693475105 | 2,360 | 26,199 | SH | SOLE | 26,199 | 0 | 0 | ||
POLARIS INDUSTRIES INC. | COM | 731068102 | 674 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
POOL CORPORATION | COM | 73278L105 | 3,998 | 42,300 | SH | SOLE | 42,300 | 0 | 0 | ||
POPULAR INC. | COM | 733174700 | 822 | 21,500 | SH | SOLE | 21,500 | 0 | 0 | ||
POST HOLDINGS INC. | COM | 737446104 | 2,307 | 29,900 | SH | SOLE | 29,900 | 0 | 0 | ||
PPG INDUSTRIES INC. | COM | 693506107 | 1,883 | 18,216 | SH | SOLE | 18,216 | 0 | 0 | ||
PPL CORP. | COM | 69351T106 | 1,749 | 50,602 | SH | SOLE | 50,602 | 0 | 0 | ||
PREMIER INC | COM | 74051N102 | 951 | 29,400 | SH | SOLE | 29,400 | 0 | 0 | ||
PRICELINE GROUP INC. (THE) | COM | 741503403 | 4,753 | 3,230 | SH | SOLE | 3,230 | 0 | 0 | ||
PRIMERICA INC. | COM | 74164M108 | 260 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
PRINCIPAL FINANCIAL GROUP, INC. | COM | 74251V102 | 1,672 | 32,464 | SH | SOLE | 32,464 | 0 | 0 | ||
PROCTER & GAMBLE CO. | COM | 742718109 | 94,334 | 1,051,072 | SH | SOLE | 1,051,072 | 0 | 0 | ||
PROGRESSIVE CORP., THE | COM | 743315103 | 937 | 29,748 | SH | SOLE | 29,748 | 0 | 0 | ||
PROSPERITY BANCSHARES, INC. | COM | 743606105 | 280 | 5,100 | SH | SOLE | 5,100 | 0 | 0 | ||
PRUDENTIAL FINANCIAL, INC. | COM | 744320102 | 2,169 | 26,562 | SH | SOLE | 26,562 | 0 | 0 | ||
PUBLIC SERVICE ENTERPRISE GROUP INC. | COM | 744573106 | 1,107 | 26,433 | SH | SOLE | 26,433 | 0 | 0 | ||
PULTEGROUP, INC. | COM | 745867101 | 239 | 11,947 | SH | SOLE | 11,947 | 0 | 0 | ||
PVH CORP. | COM | 693656100 | 2,538 | 22,970 | SH | SOLE | 22,970 | 0 | 0 | ||
QEP RESOURCES INC. | COM | 74733V100 | 541 | 27,700 | SH | SOLE | 27,700 | 0 | 0 | ||
QORVO, INC. | COM | 74736K101 | 641 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
QUALCOMM INCORPORATED | COM | 747525103 | 7,979 | 116,478 | SH | SOLE | 116,478 | 0 | 0 | ||
QUANTA SERVICES, INC. | COM | 74762E102 | 1,686 | 60,237 | SH | SOLE | 60,237 | 0 | 0 | ||
QUEST DIAGNOSTICS INC. | COM | 74834L100 | 393 | 4,644 | SH | SOLE | 4,644 | 0 | 0 | ||
QUINTILES TRANSNATIONAL HOLDINGS INC. | COM | 74876Y101 | 970 | 11,962 | SH | SOLE | 11,962 | 0 | 0 | ||
RALPH LAUREN CORPORATION | COM | 751212101 | 2,585 | 25,560 | SH | SOLE | 25,560 | 0 | 0 | ||
RANDGOLD RESOURCES LTD | ADR | 752344309 | 745 | 7,447 | SH | SOLE | 7,447 | 0 | 0 | ||
RANGE RESOURCES CORP. | COM | 75281A109 | 325 | 8,398 | SH | SOLE | 8,398 | 0 | 0 | ||
RAYTHEON CO. | COM | 755111507 | 2,937 | 21,575 | SH | SOLE | 21,575 | 0 | 0 | ||
RE/MAX HOLDINGS INC | COM | 75524W108 | 368 | 8,400 | SH | SOLE | 8,400 | 0 | 0 | ||
REAL ESTATE SELECT SECTOR SPDR FUND | ETF | 81369Y860 | 659 | 20,106 | SH | SOLE | 20,106 | 0 | 0 | ||
RED HAT INC. | COM | 756577102 | 521 | 6,445 | SH | SOLE | 6,445 | 0 | 0 | ||
REGAL ENTERTAINMENT GROUP | COM | 758766109 | 494 | 22,700 | SH | SOLE | 22,700 | 0 | 0 | ||
REGIONS FINANCIAL CORP. | COM | 7591EP100 | 2,267 | 229,718 | SH | SOLE | 229,718 | 0 | 0 | ||
REINSURANCE GROUP OF AMERICA, INC. | COM | 759351604 | 495 | 4,590 | SH | SOLE | 4,590 | 0 | 0 | ||
RELIANCE STEEL & ALUMINUM CO. | COM | 759509102 | 4,937 | 68,545 | SH | SOLE | 68,545 | 0 | 0 | ||
RENASANT CORPORATION | COM | 75970E107 | 309 | 9,200 | SH | SOLE | 9,200 | 0 | 0 | ||
RESMED INC. | COM | 761152107 | 382 | 5,900 | SH | SOLE | 5,900 | 0 | 0 | ||
RESOLUTE FOREST PRODUCTS INC. | COM | 76117W109 | 177 | 37,466 | SH | SOLE | 37,466 | 0 | 0 | ||
REYNOLDS AMERICAN INC. | COM | 761713106 | 1,709 | 36,238 | SH | SOLE | 36,238 | 0 | 0 | ||
ROCKWELL AUTOMATION INC. | COM | 773903109 | 1,085 | 8,869 | SH | SOLE | 8,869 | 0 | 0 | ||
ROPER INDUSTRIES INC. | COM | 776696106 | 667 | 3,657 | SH | SOLE | 3,657 | 0 | 0 | ||
ROSS STORES INC. | COM | 778296103 | 1,646 | 25,596 | SH | SOLE | 25,596 | 0 | 0 | ||
ROWAN COS. INC. | COM | G7665A101 | 443 | 29,200 | SH | SOLE | 29,200 | 0 | 0 | ||
RPM INTERNATIONAL INC. | COM | 749685103 | 1,153 | 21,470 | SH | SOLE | 21,470 | 0 | 0 | ||
RPX CORP | COM | 74972G103 | 419 | 39,200 | SH | SOLE | 39,200 | 0 | 0 | ||
S&P GLOBAL INC | COM | 78409V104 | 975 | 7,707 | SH | SOLE | 7,707 | 0 | 0 | ||
SALESFORCE.COM INC. | COM | 79466L302 | 925 | 12,964 | SH | SOLE | 12,964 | 0 | 0 | ||
SANTANDER CONSUMER USA HOLDINGS INC | COM | 80283M101 | 438 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
SASOL LTD. | ADR | 803866300 | 309 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
SCANA CORP. | COM | 80589M102 | 488 | 6,739 | SH | SOLE | 6,739 | 0 | 0 | ||
SCHLUMBERGER LTD. | COM | 806857108 | 3,651 | 46,428 | SH | SOLE | 46,428 | 0 | 0 | ||
SCICLONE PHARMACEUTICALS INC | COM | 80862K104 | 181 | 17,700 | SH | SOLE | 17,700 | 0 | 0 | ||
SCRIPPS NETWORKS INTERACTIVE INC. | COM | 811065101 | 2,990 | 47,096 | SH | SOLE | 47,096 | 0 | 0 | ||
SEACOR HOLDINGS INC. | CONV | 81170YAB5 | 11,914 | 14,709,000 | SH | SOLE | 14,709,000 | 0 | 0 | ||
SEADRILL PARTNERS LLC | COM | Y7545W109 | 2,245 | 635,944 | SH | SOLE | 635,944 | 0 | 0 | ||
SEAGATE TECHNOLOGY PLC | COM | G7945M107 | 2,170 | 56,300 | SH | SOLE | 56,300 | 0 | 0 | ||
SEALED AIR CORP. | COM | 81211K100 | 334 | 7,300 | SH | SOLE | 7,300 | 0 | 0 | ||
SELECT SECTOR SPDR - ENERGY | ETF | 81369Y506 | 3,580 | 50,700 | SH | SOLE | 50,700 | 0 | 0 | ||
SELECT SECTOR SPDR - FINANCIAL | ETF | 81369Y605 | 2,789 | 144,500 | SH | SOLE | 144,500 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 716 | 6,683 | SH | SOLE | 6,683 | 0 | 0 | ||
SENSIENT TECHNOLOGIES CORPORATION | COM | 81725T100 | 227 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
SERVICEMASTER GLOBAL HOLDINGS INC | COM | 81761R109 | 229 | 6,800 | SH | SOLE | 6,800 | 0 | 0 | ||
SHERWIN-WILLIAMS CO. | COM | 824348106 | 279 | 1,010 | SH | SOLE | 1,010 | 0 | 0 | ||
SIGNATURE BANK CORPORATION | COM | 82669G104 | 248 | 2,090 | SH | SOLE | 2,090 | 0 | 0 | ||
SILVER WHEATON CORP | COM | 828336107 | 988 | 36,570 | SH | SOLE | 36,570 | 0 | 0 | ||
SINCLAIR BROADCAST GROUP INC. | COM | 829226109 | 248 | 8,600 | SH | SOLE | 8,600 | 0 | 0 | ||
SIRIUS XM RADIO INC. | COM | 82968B103 | 677 | 162,300 | SH | SOLE | 162,300 | 0 | 0 | ||
SKYWEST, INC. | COM | 830879102 | 433 | 16,400 | SH | SOLE | 16,400 | 0 | 0 | ||
SNAP-ON INC. | COM | 833034101 | 2,223 | 14,626 | SH | SOLE | 14,626 | 0 | 0 | ||
SNYDERS-LANCE INC | COM | 833551104 | 356 | 10,600 | SH | SOLE | 10,600 | 0 | 0 | ||
SOCIEDAD QUIMICA Y MINERA DE CHILE SA | ADR | 833635105 | 1,561 | 58,020 | SH | SOLE | 58,020 | 0 | 0 | ||
SOTHEBY'S | COM | 835898107 | 1,679 | 44,150 | SH | SOLE | 44,150 | 0 | 0 | ||
SOUTH32 LTD | ADR | 84473L105 | 162 | 17,406 | SH | SOLE | 17,406 | 0 | 0 | ||
SOUTHERN CO. | COM | 842587107 | 2,288 | 44,606 | SH | SOLE | 44,606 | 0 | 0 | ||
SOUTHWEST AIRLINES CO. | COM | 844741108 | 2,063 | 53,049 | SH | SOLE | 53,049 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO. | COM | 845467109 | 1,468 | 106,053 | SH | SOLE | 106,053 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO. | CONV | 845467208 | 5,698 | 180,000 | SH | SOLE | 180,000 | 0 | 0 | ||
SPARK ENERGY INC. | COM | 846511103 | 251 | 8,600 | SH | SOLE | 8,600 | 0 | 0 | ||
SPARTAN STORES, INC. | COM | 847215100 | 324 | 11,200 | SH | SOLE | 11,200 | 0 | 0 | ||
SPDR S&P 500 ETF TRUST | ETF | 78462F103 | 216 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
SPECTRA ENERGY PARTNERS LP | COM | 84756N109 | 3,237 | 74,100 | SH | SOLE | 74,100 | 0 | 0 | ||
SPECTRASCIENCE, INC. | COM | 84760E301 | 1 | 157,715 | SH | SOLE | 157,715 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HOLDINGS INC | COM | 848574109 | 2,147 | 48,200 | SH | SOLE | 48,200 | 0 | 0 | ||
SPIRIT AIRLINES INC. | COM | 848577102 | 557 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
SPRINT CORP. | COM | 85207U105 | 400 | 60,300 | SH | SOLE | 60,300 | 0 | 0 | ||
SQUARE INC | COM | 852234103 | 229 | 19,600 | SH | SOLE | 19,600 | 0 | 0 | ||
STANLEY BLACK & DECKER, INC. | COM | 854502101 | 2,232 | 18,146 | SH | SOLE | 18,146 | 0 | 0 | ||
STAPLES INC. | COM | 855030102 | 1,084 | 126,748 | SH | SOLE | 126,748 | 0 | 0 | ||
STARBUCKS CORP. | COM | 855244109 | 1,231 | 22,744 | SH | SOLE | 22,744 | 0 | 0 | ||
STARZ | COM | 85571Q102 | 3,362 | 107,800 | SH | SOLE | 107,800 | 0 | 0 | ||
STATE STREET CORPORATION | COM | 857477103 | 1,494 | 21,461 | SH | SOLE | 21,461 | 0 | 0 | ||
STATOIL ASA | ADR | 85771P102 | 1,860 | 110,700 | SH | SOLE | 110,700 | 0 | 0 | ||
STEEL DYNAMICS INC. | COM | 858119100 | 1,574 | 63,000 | SH | SOLE | 63,000 | 0 | 0 | ||
STRYKER CORP. | COM | 863667101 | 503 | 4,319 | SH | SOLE | 4,319 | 0 | 0 | ||
SUBSEA 7 SA | ADR | 864323100 | 255 | 23,600 | SH | SOLE | 23,600 | 0 | 0 | ||
SUBURBAN PROPANE PARTNERS, L.P. | COM | 864482104 | 346 | 10,400 | SH | SOLE | 10,400 | 0 | 0 | ||
SUNCOR ENERGY INC. | COM | 867224107 | 517 | 18,619 | SH | SOLE | 18,619 | 0 | 0 | ||
SUNOCO LP | COM | 86765K109 | 1,216 | 41,900 | SH | SOLE | 41,900 | 0 | 0 | ||
SUNTRUST BANKS INC. | COM | 867914103 | 2,422 | 55,300 | SH | SOLE | 55,300 | 0 | 0 | ||
SUPERIOR ENERGY SERVICES INC. | COM | 868157108 | 489 | 27,300 | SH | SOLE | 27,300 | 0 | 0 | ||
SYMANTEC CORP. | COM | 871503108 | 3,578 | 142,534 | SH | SOLE | 142,534 | 0 | 0 | ||
SYNCHRONY FINANCIAL | COM | 87165B103 | 2,237 | 79,900 | SH | SOLE | 79,900 | 0 | 0 | ||
SYNGENTA AG | ADR | 87160A100 | 762 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
SYNNEX CORPORATION | COM | 87162W100 | 753 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
SYNOPSYS, INC. | COM | 871607107 | 1,050 | 17,700 | SH | SOLE | 17,700 | 0 | 0 | ||
SYNOVUS FINANCIAL CORP. | COM | 87161C501 | 214 | 6,571 | SH | SOLE | 6,571 | 0 | 0 | ||
SYSCO CORP. | COM | 871829107 | 1,617 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
T ROWE PRICE GROUP, INC. | COM | 74144T108 | 319 | 4,792 | SH | SOLE | 4,792 | 0 | 0 | ||
T-MOBILE US INC. | COM | 872590104 | 544 | 11,650 | SH | SOLE | 11,650 | 0 | 0 | ||
TALLGRASS ENERGY PARTNERS, LP | COM | 874697105 | 1,041 | 21,600 | SH | SOLE | 21,600 | 0 | 0 | ||
TARGA RESOURCES CORP. | COM | 87612G101 | 4,714 | 95,987 | SH | SOLE | 95,987 | 0 | 0 | ||
TARGET CORP. | COM | 87612E106 | 2,126 | 30,953 | SH | SOLE | 30,953 | 0 | 0 | ||
TCF FINANCIAL CORP. | COM | 872275102 | 930 | 64,100 | SH | SOLE | 64,100 | 0 | 0 | ||
TD AMERITRADE HOLDING CORP. | COM | 87236Y108 | 285 | 8,100 | SH | SOLE | 8,100 | 0 | 0 | ||
TE CONNECTIVITY LTD. | COM | H84989104 | 1,114 | 17,300 | SH | SOLE | 17,300 | 0 | 0 | ||
TECH DATA CORP. | COM | 878237106 | 966 | 11,400 | SH | SOLE | 11,400 | 0 | 0 | ||
TEEKAY LNG PARTNERS L.P. | COM | Y8564M105 | 516 | 34,105 | SH | SOLE | 34,105 | 0 | 0 | ||
TEEKAY OFFSHORE PARTNERS L.P. | COM | Y8565J101 | 556 | 87,987 | SH | SOLE | 87,987 | 0 | 0 | ||
TEEKAY TANKERS LTD | COM | Y8565N102 | 50 | 19,800 | SH | SOLE | 19,800 | 0 | 0 | ||
TEGNA INC. | COM | 36473H104 | 178 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
TEGNA INC. | COM | 87901J105 | 2,330 | 106,574 | SH | SOLE | 106,574 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INCORPORATED | COM | 879360105 | 313 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
TELEFLEX INCORPORATED | COM | 879369106 | 1,613 | 9,600 | SH | SOLE | 9,600 | 0 | 0 | ||
TELEPHONE AND DATA SYSTEMS INC. | COM | 879433829 | 623 | 22,918 | SH | SOLE | 22,918 | 0 | 0 | ||
TEMPUR SEALY INTERNATIONAL INC. | COM | 88023U101 | 318 | 5,600 | SH | SOLE | 5,600 | 0 | 0 | ||
TENARIS SA | ADR | 88031M109 | 903 | 31,800 | SH | SOLE | 31,800 | 0 | 0 | ||
TENET HEALTHCARE CORP. | COM | 88033G407 | 501 | 22,100 | SH | SOLE | 22,100 | 0 | 0 | ||
TERADATA CORPORATION | COM | 88076W103 | 3,506 | 113,084 | SH | SOLE | 113,084 | 0 | 0 | ||
TEREX CORP. | COM | 880779103 | 351 | 13,800 | SH | SOLE | 13,800 | 0 | 0 | ||
TERRA NITROGEN COMPANY LP | COM | 881005201 | 376 | 3,350 | SH | SOLE | 3,350 | 0 | 0 | ||
TESLA MOTORS, INC. | COM | 88160R101 | 204 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
TESORO CORPORATION | COM | 881609101 | 4,509 | 56,673 | SH | SOLE | 56,673 | 0 | 0 | ||
TESORO LOGISTICS, L.P. | COM | 88160T107 | 1,468 | 30,300 | SH | SOLE | 30,300 | 0 | 0 | ||
TESSERA TECHNOLOGIES INC | COM | 88164L100 | 319 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
TETRA TECH, INC. | COM | 88162G103 | 238 | 6,700 | SH | SOLE | 6,700 | 0 | 0 | ||
TEXAS INSTRUMENTS INC. | COM | 882508104 | 5,051 | 71,969 | SH | SOLE | 71,969 | 0 | 0 | ||
TEXAS ROADHOUSE, INC. | COM | 882681109 | 1,579 | 40,450 | SH | SOLE | 40,450 | 0 | 0 | ||
TEXTRON INC. | COM | 883203101 | 404 | 10,157 | SH | SOLE | 10,157 | 0 | 0 | ||
THERAVANCE BIOPHARMA, INC. | COM | G8807B106 | 428 | 11,800 | SH | SOLE | 11,800 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC. | COM | 883556102 | 1,441 | 9,059 | SH | SOLE | 9,059 | 0 | 0 | ||
THOR INDUSTRIES, INC. | COM | 885160101 | 296 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
TIME WARNER INC. | COM | 887317303 | 2,682 | 33,693 | SH | SOLE | 33,693 | 0 | 0 | ||
TIMKEN COMPANY, THE | COM | 887389104 | 524 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
TJX COMPANIES INC. | COM | 872540109 | 6,668 | 89,166 | SH | SOLE | 89,166 | 0 | 0 | ||
TORCHMARK CORP. | COM | 891027104 | 811 | 12,692 | SH | SOLE | 12,692 | 0 | 0 | ||
TORO CO., THE | COM | 891092108 | 298 | 6,360 | SH | SOLE | 6,360 | 0 | 0 | ||
TOTAL S.A. | ADR | 89151E109 | 2,361 | 49,490 | SH | SOLE | 49,490 | 0 | 0 | ||
TOTAL SYSTEM SERVICES INC. | COM | 891906109 | 935 | 19,828 | SH | SOLE | 19,828 | 0 | 0 | ||
TRANSOCEAN LTD | COM | H8817H100 | 2,797 | 262,400 | SH | SOLE | 262,400 | 0 | 0 | ||
TRAVELERS COMPANIES, INC. (THE) | COM | 89417E109 | 2,245 | 19,599 | SH | SOLE | 19,599 | 0 | 0 | ||
TRIBUNE MEDIA COMPANY | COM | 896047503 | 1,315 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
TRINITY INDUSTRIES INC. | COM | 896522109 | 493 | 20,400 | SH | SOLE | 20,400 | 0 | 0 | ||
TRINSEO S.A. | COM | L9340P101 | 3,888 | 68,736 | SH | SOLE | 68,736 | 0 | 0 | ||
TUPPERWARE BRANDS CORPORATION | COM | 899896104 | 967 | 14,800 | SH | SOLE | 14,800 | 0 | 0 | ||
TWENTY-FIRST CENTURY FOX, INC. | COM | 90130A101 | 1,015 | 41,888 | SH | SOLE | 41,888 | 0 | 0 | ||
TYSON FOODS INC. | COM | 902494103 | 6,640 | 88,921 | SH | SOLE | 88,921 | 0 | 0 | ||
U.S. BANCORP | COM | 902973304 | 2,857 | 66,621 | SH | SOLE | 66,621 | 0 | 0 | ||
UGI CORPORATION | COM | 902681105 | 364 | 8,035 | SH | SOLE | 8,035 | 0 | 0 | ||
ULTA SALON, COSMETICS & FRAGRANCE, INC. | COM | 90384S303 | 238 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
ULTRAPAR PARTICIPACOES S.A. | ADR | 90400P101 | 1,350 | 61,675 | SH | SOLE | 61,675 | 0 | 0 | ||
UNION PACIFIC CORP. | COM | 907818108 | 7,680 | 78,742 | SH | SOLE | 78,742 | 0 | 0 | ||
UNITED COMMUNITY FINANCIAL CORP/OH | COM | 909839102 | 98 | 13,800 | SH | SOLE | 13,800 | 0 | 0 | ||
UNITED CONTINENTAL HOLDINGS INC. | COM | 910047109 | 2,660 | 50,700 | SH | SOLE | 50,700 | 0 | 0 | ||
UNITED PARCEL SERVICE INC. | COM | 911312106 | 2,157 | 19,725 | SH | SOLE | 19,725 | 0 | 0 | ||
UNITED RENTALS INC. | COM | 911363109 | 3,442 | 43,850 | SH | SOLE | 43,850 | 0 | 0 | ||
UNITED STATES CELLULAR CORPORATION | COM | 911684108 | 432 | 11,900 | SH | SOLE | 11,900 | 0 | 0 | ||
UNITED STATES STEEL CORP. | COM | 912909108 | 275 | 14,590 | SH | SOLE | 14,590 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP. | COM | 913017109 | 4,081 | 40,172 | SH | SOLE | 40,172 | 0 | 0 | ||
UNITED THERAPEUTICS CORP | COM | 91307C102 | 1,142 | 9,670 | SH | SOLE | 9,670 | 0 | 0 | ||
UNITEDHEALTH GROUP INCORPORATED | COM | 91324P102 | 10,060 | 71,855 | SH | SOLE | 71,855 | 0 | 0 | ||
UNIVERSAL ELECTRONICS INC | COM | 913483103 | 328 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
UNUM GROUP | COM | 91529Y106 | 2,661 | 75,366 | SH | SOLE | 75,366 | 0 | 0 | ||
UPM-KYMMENE CORP. | ADR | 915436109 | 212 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
URBAN OUTFITTERS, INC. | COM | 917047102 | 3,968 | 114,960 | SH | SOLE | 114,960 | 0 | 0 | ||
USANA HEALTH SCIENCES, INC. | COM | 90328M107 | 387 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
USG CORP. | COM | 903293405 | 323 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
VALERO ENERGY CORP. | COM | 91913Y100 | 2,177 | 41,074 | SH | SOLE | 41,074 | 0 | 0 | ||
VALIDUS HOLDINGS LTD. | COM | G9319H102 | 264 | 5,300 | SH | SOLE | 5,300 | 0 | 0 | ||
VALMONT INDUSTRIES INC. | COM | 920253101 | 537 | 3,990 | SH | SOLE | 3,990 | 0 | 0 | ||
VANGUARD FTSE DEVELOPED MARKETS ETF | ETF | 921943858 | 2,800 | 74,840 | SH | SOLE | 74,840 | 0 | 0 | ||
VANGUARD FTSE EMERGING MARKETS | ETF | 922042858 | 2,137 | 56,800 | SH | SOLE | 56,800 | 0 | 0 | ||
VANGUARD TOTAL STOCK MARKET ETF | ETF | 922908769 | 5,288 | 47,500 | SH | SOLE | 47,500 | 0 | 0 | ||
VANTIV INC | COM | 92210H105 | 810 | 14,400 | SH | SOLE | 14,400 | 0 | 0 | ||
VARIAN MEDICAL SYSTEMS, INC. | COM | 92220P105 | 1,052 | 10,571 | SH | SOLE | 10,571 | 0 | 0 | ||
VCA ANTECH INC. | COM | 918194101 | 490 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
VECTOR GROUP LTD. | COM | 92240M108 | 222 | 10,290 | SH | SOLE | 10,290 | 0 | 0 | ||
VEEVA SYSTEMS INC | COM | 922475108 | 760 | 18,400 | SH | SOLE | 18,400 | 0 | 0 | ||
VERISIGN INC. | COM | 92343E102 | 432 | 5,520 | SH | SOLE | 5,520 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC. | COM | 92343V104 | 10,634 | 204,587 | SH | SOLE | 204,587 | 0 | 0 | ||
VF CORP. | COM | 918204108 | 392 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
VIACOM INC. | COM | 92553P201 | 1,859 | 48,800 | SH | SOLE | 48,800 | 0 | 0 | ||
VIOLIN MEMORY INC | CONV | 92763AAB7 | 3,197 | 11,000,000 | SH | SOLE | 11,000,000 | 0 | 0 | ||
VISA INC. | COM | 92826C839 | 4,556 | 55,092 | SH | SOLE | 55,092 | 0 | 0 | ||
VISTA OUTDOOR INC. | COM | 928377100 | 1,263 | 31,680 | SH | SOLE | 31,680 | 0 | 0 | ||
VISTEON CORPORATION | COM | 92839U206 | 1,114 | 15,550 | SH | SOLE | 15,550 | 0 | 0 | ||
VMWARE, INC. | COM | 928563402 | 1,752 | 23,880 | SH | SOLE | 23,880 | 0 | 0 | ||
VSE CORPORATION | COM | 918284100 | 347 | 10,200 | SH | SOLE | 10,200 | 0 | 0 | ||
VWR CORPORATION | COM | 91843L103 | 227 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
WABTEC CORPORATION | COM | 929740108 | 1,325 | 16,230 | SH | SOLE | 16,230 | 0 | 0 | ||
WAL-MART STORES, INC. | COM | 931142103 | 6,965 | 96,575 | SH | SOLE | 96,575 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE, INC. | COM | 931427108 | 723 | 8,963 | SH | SOLE | 8,963 | 0 | 0 | ||
WALT DISNEY COMPANY (THE) | COM | 254687106 | 3,910 | 42,104 | SH | SOLE | 42,104 | 0 | 0 | ||
WASTE MANAGEMENT, INC. | COM | 94106L109 | 1,088 | 17,058 | SH | SOLE | 17,058 | 0 | 0 | ||
WATERS CORPORATION | COM | 941848103 | 2,260 | 14,260 | SH | SOLE | 14,260 | 0 | 0 | ||
WEC ENERGY GROUP, INC. | COM | 92939U106 | 517 | 8,626 | SH | SOLE | 8,626 | 0 | 0 | ||
WELLCARE HEALTH PLANS INC. | COM | 94946T106 | 779 | 6,650 | SH | SOLE | 6,650 | 0 | 0 | ||
WELLS FARGO & COMPANY | COM | 949746101 | 5,907 | 133,390 | SH | SOLE | 133,390 | 0 | 0 | ||
WESCO INTERNATIONAL, INC. | COM | 95082P105 | 1,586 | 25,800 | SH | SOLE | 25,800 | 0 | 0 | ||
WEST PHARMACEUTICAL SERVICES, INC. | COM | 955306105 | 1,646 | 22,100 | SH | SOLE | 22,100 | 0 | 0 | ||
WESTERN DIGITAL CORPORATION | COM | 958102105 | 1,515 | 25,903 | SH | SOLE | 25,903 | 0 | 0 | ||
WESTERN GAS PARTNERS, LP | COM | 958254104 | 1,883 | 34,200 | SH | SOLE | 34,200 | 0 | 0 | ||
WESTERN REFINING, INC. | COM | 959319104 | 871 | 32,912 | SH | SOLE | 32,912 | 0 | 0 | ||
WESTERN UNION COMPANY (THE) | COM | 959802109 | 6,230 | 299,215 | SH | SOLE | 299,215 | 0 | 0 | ||
WESTLAKE CHEMICAL CORPORATION | COM | 960413102 | 239 | 4,460 | SH | SOLE | 4,460 | 0 | 0 | ||
WEX INC. | COM | 96208T104 | 353 | 3,270 | SH | SOLE | 3,270 | 0 | 0 | ||
WHIRLPOOL CORPORATION | COM | 963320106 | 3,324 | 20,497 | SH | SOLE | 20,497 | 0 | 0 | ||
WHITING PETROLEUM CORP. | COM | 966387102 | 295 | 33,700 | SH | SOLE | 33,700 | 0 | 0 | ||
WHITING PETROLEUM CORP. | CONV | 966387AL6 | 12,394 | 15,000,000 | SH | SOLE | 15,000,000 | 0 | 0 | ||
WILLIAMS PARTNERS LP | COM | 96949L105 | 6,003 | 161,424 | SH | SOLE | 161,424 | 0 | 0 | ||
WILLIAMS-SONOMA, INC. | COM | 969904101 | 812 | 15,900 | SH | SOLE | 15,900 | 0 | 0 | ||
WINDSTREAM SERVICES, LLC | COM | 97382A200 | 1,561 | 155,300 | SH | SOLE | 155,300 | 0 | 0 | ||
WORLD FUEL SERVICES CORP. | COM | 981475106 | 282 | 6,100 | SH | SOLE | 6,100 | 0 | 0 | ||
WORTHINGTON INDUSTRIES, INC. | COM | 981811102 | 4,518 | 94,070 | SH | SOLE | 94,070 | 0 | 0 | ||
WRIGHT MEDICAL GROUP, INC. | CONV | 98235TAE7 | 10,147 | 9,500,000 | SH | SOLE | 9,500,000 | 0 | 0 | ||
WYNDHAM WORLDWIDE CORPORATION | COM | 98310W108 | 3,510 | 52,131 | SH | SOLE | 52,131 | 0 | 0 | ||
WYNN RESORTS, LIMITED | COM | 983134107 | 1,923 | 19,737 | SH | SOLE | 19,737 | 0 | 0 | ||
XCEL ENERGY INC. | COM | 98389B100 | 672 | 16,337 | SH | SOLE | 16,337 | 0 | 0 | ||
XEROX CORPORATION | COM | 984121103 | 2,684 | 264,974 | SH | SOLE | 264,974 | 0 | 0 | ||
XILINX, INC. | COM | 983919101 | 4,012 | 73,827 | SH | SOLE | 73,827 | 0 | 0 | ||
XL GROUP LTD | COM | G98294104 | 2,429 | 72,235 | SH | SOLE | 72,235 | 0 | 0 | ||
XYLEM INC. | COM | 98419M100 | 328 | 6,256 | SH | SOLE | 6,256 | 0 | 0 | ||
YUM! BRANDS INC. | COM | 988498101 | 1,145 | 12,611 | SH | SOLE | 12,611 | 0 | 0 | ||
ZIMMER BIOMET HOLDINGS, INC. | COM | 98956P102 | 512 | 3,939 | SH | SOLE | 3,939 | 0 | 0 | ||
ZIONS BANCORPORATION | COM | 989701107 | 1,704 | 54,940 | SH | SOLE | 54,940 | 0 | 0 | ||
ZOETIS INC. | COM | 98978V103 | 6,076 | 116,827 | SH | SOLE | 116,827 | 0 | 0 | ||
BARINGS CORPORATE INVS | COM | 05617K109 | 2,847 | 165,646 | SH | SOLE | 165,646 | 0 | 0 | ||
TCP CAPITAL CORP | COM | 87238Q103 | 26,263 | 1,603,372 | SH | SOLE | 1,603,372 | 0 | 0 | ||
BARINGS PARTN INVS TRUST | COM | 05616B100 | 3,050 | 209,624 | SH | SOLE | 209,624 | 0 | 0 | ||
ISHARES MSCI EAFE ETF | OPT | 464287465 | 246,176 | 4,163,300 | SH | Put | SOLE | 4,163,300 | 0 | 0 | |
ISHARES MSCI EMERGING MARKETS | OPT | 464287234 | 310,093 | 8,280,200 | SH | Put | SOLE | 8,280,200 | 0 | 0 | |
ISHARES RUSSELL 2000 ETF | OPT | 464287655 | 70,800 | 570,000 | SH | Put | SOLE | 570,000 | 0 | 0 | |
SPDR S&P 500 ETF TRUST | OPT | 78462F103 | 1,173,644 | 5,426,000 | SH | Put | SOLE | 5,426,000 | 0 | 0 |