The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO. COM 88579Y101 6,487 31,157 SH   SOLE   31,157 0 0
A. O. SMITH CORPORATION COM 831865209 2,698 47,900 SH   SOLE   47,900 0 0
ABBOTT LABORATORIES COM 002824100 2,464 50,690 SH   SOLE   50,690 0 0
ABBVIE INC. COM 00287Y109 8,521 117,509 SH   SOLE   117,509 0 0
ABIOMED INC. COM 003654100 459 3,200 SH   SOLE   3,200 0 0
ACCENTURE PLC COM G1151C101 4,274 34,560 SH   SOLE   34,560 0 0
ACCO BRANDS CORP. COM 00081T108 383 32,900 SH   SOLE   32,900 0 0
ACTIVISION BLIZZARD INC. COM 00507V109 2,389 41,500 SH   SOLE   41,500 0 0
ADELPHIA RECOVERY TRUST COM 00685R409 0 1,783,299 SH   SOLE   1,783,299 0 0
ADIENT PLC COM G0084W101 1,246 19,062 SH   SOLE   19,062 0 0
ADOBE SYSTEMS INC. COM 00724F101 6,481 45,825 SH   SOLE   45,825 0 0
ADVANCED ENERGY INDUSTRIES INC. COM 007973100 1,048 16,200 SH   SOLE   16,200 0 0
ADVANSIX INC COM 00773T101 715 22,900 SH   SOLE   22,900 0 0
AECOM COM 00766T100 805 24,911 SH   SOLE   24,911 0 0
AES CORPORATION COM 00130H105 221 19,864 SH   SOLE   19,864 0 0
AETNA INC. COM 00817Y108 2,054 13,530 SH   SOLE   13,530 0 0
AFLAC INC. COM 001055102 3,124 40,217 SH   SOLE   40,217 0 0
AGCO CORPORATION COM 001084102 2,794 41,466 SH   SOLE   41,466 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101 1,764 29,736 SH   SOLE   29,736 0 0
AGRIUM INC. COM 008916108 1,401 15,485 SH   SOLE   15,485 0 0
AIR PRODUCTS AND CHEMICALS INC. COM 009158106 643 4,495 SH   SOLE   4,495 0 0
ALASKA AIR GROUP INC. COM 011659109 4,335 48,300 SH   SOLE   48,300 0 0
ALBEMARLE CORP. COM 012653101 3,451 32,700 SH   SOLE   32,700 0 0
ALCOA CORPORATION COM 013872106 2,455 75,182 SH   SOLE   75,182 0 0
ALEXION PHARMACEUTICALS INC. COM 015351109 370 3,040 SH   SOLE   3,040 0 0
ALIBABA GROUP HOLDING LIMITED ADR 01609W102 211 1,500 SH   SOLE   1,500 0 0
ALIGN TECHNOLOGY INC. COM 016255101 790 5,260 SH   SOLE   5,260 0 0
ALLEGION PLC COM G0176J109 4,675 57,633 SH   SOLE   57,633 0 0
ALLERGAN PLC COM G0177J108 2,790 11,479 SH   SOLE   11,479 0 0
ALLERGAN PLC CONV G0177J116 12,543 14,500 SH   SOLE   14,500 0 0
ALLIANCE DATA SYSTEMS CORPORATION COM 018581108 1,345 5,240 SH   SOLE   5,240 0 0
ALLIANCE RESOURCE PARTNERS L.P. COM 01877R108 1,698 89,864 SH   SOLE   89,864 0 0
ALLISON TRANSMISSION HOLDINGS INC COM 01973R101 4,188 111,650 SH   SOLE   111,650 0 0
ALLSTATE CORP. COM 020002101 2,514 28,421 SH   SOLE   28,421 0 0
ALPHABET INC. COM 02079K107 15,899 17,496 SH   SOLE   17,496 0 0
ALPHABET INC. COM 02079K305 22,352 24,043 SH   SOLE   24,043 0 0
ALTABA INC. COM 021346101 984 18,063 SH   SOLE   18,063 0 0
ALTRIA GROUP INC. COM 02209S103 6,052 81,270 SH   SOLE   81,270 0 0
AMAZON.COM INC. COM 023135106 24,826 25,647 SH   SOLE   25,647 0 0
AMC NETWORKS INC. COM 00164V103 1,351 25,300 SH   SOLE   25,300 0 0
AMDOCS LTD. COM G02602103 2,939 45,600 SH   SOLE   45,600 0 0
AMEREN CORP. COM 023608102 224 4,092 SH   SOLE   4,092 0 0
AMERICAN AIRLINES GROUP INC. COM 02376R102 3,256 64,700 SH   SOLE   64,700 0 0
AMERICAN ELECTRIC POWER CO. INC. COM 025537101 897 12,911 SH   SOLE   12,911 0 0
AMERICAN EXPRESS COMPANY COM 025816109 3,069 36,437 SH   SOLE   36,437 0 0
AMERICAN FINANCIAL GROUP INC. COM 025932104 447 4,500 SH   SOLE   4,500 0 0
AMERICAN INTERNATIONAL GROUP INC. COM 026874784 2,611 41,759 SH   SOLE   41,759 0 0
AMERICAN VANGUARD CORP. COM 030371108 217 12,600 SH   SOLE   12,600 0 0
AMERICAN WATER WORKS CO. INC. COM 030420103 1,992 25,550 SH   SOLE   25,550 0 0
AMERIGAS PARTNERS L.P. COM 030975106 404 8,949 SH   SOLE   8,949 0 0
AMERIPRISE FINANCIAL INC. COM 03076C106 3,061 24,051 SH   SOLE   24,051 0 0
AMERIS BANCORP COM 03076K108 390 8,100 SH   SOLE   8,100 0 0
AMERISOURCEBERGEN CORP. COM 03073E105 794 8,397 SH   SOLE   8,397 0 0
AMETEK INC. COM 031100100 471 7,775 SH   SOLE   7,775 0 0
AMGEN INC. COM 031162100 8,489 49,286 SH   SOLE   49,286 0 0
AMKOR TECHNOLOGY INC. COM 031652100 509 52,100 SH   SOLE   52,100 0 0
AMPHENOL CORP. COM 032095101 3,103 42,036 SH   SOLE   42,036 0 0
AMPLIFY ENERGY CORP COM 032113102 156 15,575 SH   SOLE   15,575 0 0
AMTECH SYSTEMS INC COM 032332504 766 90,808 SH   SOLE   90,808 0 0
ANADARKO PETROLEUM CORP. COM 032511107 1,403 30,945 SH   SOLE   30,945 0 0
ANADARKO PETROLEUM CORP. CONV 032511404 14,760 360,000 SH   SOLE   360,000 0 0
ANALOG DEVICES INC. COM 032654105 4,633 59,554 SH   SOLE   59,554 0 0
ANSYS INC. COM 03662Q105 583 4,790 SH   SOLE   4,790 0 0
ANTERO MIDSTREAM PARTNERS LP COM 03673L103 438 13,200 SH   SOLE   13,200 0 0
ANTERO RESOURCES CORPORATION COM 03674X106 4,171 193,012 SH   SOLE   193,012 0 0
ANTHEM INC. COM 036752103 2,080 11,054 SH   SOLE   11,054 0 0
AON PLC COM G0408V102 1,483 11,151 SH   SOLE   11,151 0 0
APPLE INC. COM 037833100 40,145 278,746 SH   SOLE   278,746 0 0
APPLIED MATERIALS INC. COM 038222105 5,160 124,906 SH   SOLE   124,906 0 0
ARAMARK HOLDINGS CORPORATION COM 03852U106 246 6,000 SH   SOLE   6,000 0 0
ARCELORMITTAL LUXEMBOURG S.A. ADR 03938L203 2,156 94,833 SH   SOLE   94,833 0 0
ARCHER-DANIELS-MIDLAND COMPANY COM 039483102 2,911 70,338 SH   SOLE   70,338 0 0
ARCHROCK PARTNERS L.P. COM 03957U100 2,694 180,700 SH   SOLE   180,700 0 0
ARCONIC INC. COM 03965L100 1,170 51,671 SH   SOLE   51,671 0 0
ARGAN INC COM 04010E109 456 7,600 SH   SOLE   7,600 0 0
ARISTA NETWORKS INC COM 040413106 520 3,470 SH   SOLE   3,470 0 0
ARMSTRONG FLOORING INC. COM 04238R106 1,591 88,540 SH   SOLE   88,540 0 0
ARRIS INTERNATIONAL PLC COM G0551A103 381 13,600 SH   SOLE   13,600 0 0
ARROW ELECTRONICS INC. COM 042735100 972 12,400 SH   SOLE   12,400 0 0
ASSOCIATED BANC-CORP COM 045487105 581 23,050 SH   SOLE   23,050 0 0
ASSURANT INC. COM 04621X108 2,039 19,666 SH   SOLE   19,666 0 0
ASSURED GUARANTY LTD. COM G0585R106 614 14,700 SH   SOLE   14,700 0 0
AT&T INC. COM 00206R102 13,047 345,797 SH   SOLE   345,797 0 0
ATHENE HOLDING LTD. COM G0684D107 401 8,100 SH   SOLE   8,100 0 0
ATLAS AIR WORLDWIDE HOLDINGS INC. COM 049164205 412 7,900 SH   SOLE   7,900 0 0
ATMOS ENERGY CORP. COM 049560105 577 6,950 SH   SOLE   6,950 0 0
AUTODESK INC. COM 052769106 464 4,604 SH   SOLE   4,604 0 0
AUTOMATIC DATA PROCESSING INC. COM 053015103 1,860 18,150 SH   SOLE   18,150 0 0
AUTONATION INC. COM 05329W102 456 10,819 SH   SOLE   10,819 0 0
AUTOZONE INC. COM 053332102 358 628 SH   SOLE   628 0 0
AVERY DENNISON CORP. COM 053611109 1,776 20,097 SH   SOLE   20,097 0 0
BABCOCK & WILCOX COMPANY COM 05605H100 517 10,600 SH   SOLE   10,600 0 0
BAKER HUGHES INC. COM 057224107 1,134 20,808 SH   SOLE   20,808 0 0
BANK OF AMERICA CORPORATION COM 060505104 24,331 1,002,913 SH   SOLE   1,002,913 0 0
BANK OF MONTREAL COM 063671101 1,050 14,300 SH   SOLE   14,300 0 0
BANK OF NEW YORK MELLON CORP. COM 064058100 2,477 48,552 SH   SOLE   48,552 0 0
BARNES GROUP INC. COM 067806109 1,241 21,200 SH   SOLE   21,200 0 0
BAXTER INTERNATIONAL INC. COM 071813109 5,685 93,903 SH   SOLE   93,903 0 0
BB&T CORPORATION COM 054937107 1,421 31,297 SH   SOLE   31,297 0 0
BECTON DICKINSON & CO. COM 075887109 2,720 13,941 SH   SOLE   13,941 0 0
BED BATH & BEYOND INC. COM 075896100 977 32,137 SH   SOLE   32,137 0 0
BELDEN INC. COM 077454106 241 3,200 SH   SOLE   3,200 0 0
BENEFICIAL BANCORP INC. COM 08171T102 2,508 167,200 SH   SOLE   167,200 0 0
BERKSHIRE HATHAWAY INC. COM 084670702 7,400 43,689 SH   SOLE   43,689 0 0
BERRY GLOBAL GROUP INC COM 08579W103 1,077 18,900 SH   SOLE   18,900 0 0
BEST BUY CO. INC. COM 086516101 3,210 56,000 SH   SOLE   56,000 0 0
BGC PARTNERS INC. COM 05541T101 383 30,300 SH   SOLE   30,300 0 0
BHP BILLITON LTD. ADR 088606108 5,787 162,615 SH   SOLE   162,615 0 0
BIOGEN INC. COM 09062X103 2,620 9,656 SH   SOLE   9,656 0 0
BIOVERATIV INC COM 09075E100 3,855 64,075 SH   SOLE   64,075 0 0
BLACKROCK INC. COM 09247X101 1,200 2,840 SH   SOLE   2,840 0 0
BLUE RIDGE MOUNTAIN RESOURCES COM 095877106 3,413 379,193 SH   SOLE   379,193 0 0
BOARDWALK PIPELINE PARTNERS LP COM 096627104 2,354 130,700 SH   SOLE   130,700 0 0
BOEING CO. COM 097023105 11,985 60,608 SH   SOLE   60,608 0 0
BOFI HOLDING INC COM 05566U108 498 21,000 SH   SOLE   21,000 0 0
BOISE CASCADE COMPANY COM 09739D100 201 6,600 SH   SOLE   6,600 0 0
BOK FINANCIAL CORP. COM 05561Q201 488 5,800 SH   SOLE   5,800 0 0
BOOZ ALLEN HAMILTON HOLDING CORP COM 099502106 325 10,000 SH   SOLE   10,000 0 0
BORGWARNER INC. COM 099724106 1,982 46,780 SH   SOLE   46,780 0 0
BOSTON SCIENTIFIC CORP. COM 101137107 425 15,321 SH   SOLE   15,321 0 0
BOYD GAMING CORPORATION COM 103304101 352 14,200 SH   SOLE   14,200 0 0
BRIDGE BANCORP INC COM 108035106 393 11,800 SH   SOLE   11,800 0 0
BRINK'S COMPANY COM 109696104 1,059 15,800 SH   SOLE   15,800 0 0
BRISTOL-MYERS SQUIBB CO. COM 110122108 2,222 39,879 SH   SOLE   39,879 0 0
BROADCOM LTD. COM Y09827109 10,695 45,893 SH   SOLE   45,893 0 0
BROOKFIELD ASSET MANAGEMENT INC. COM 112585104 441 11,250 SH   SOLE   11,250 0 0
BROOKLINE BANCORP INC. COM 11373M107 1,530 104,800 SH   SOLE   104,800 0 0
BRUNSWICK CORPORATION COM 117043109 320 5,100 SH   SOLE   5,100 0 0
BUCKEYE PARTNERS L.P. COM 118230101 3,267 51,100 SH   SOLE   51,100 0 0
BUILDERS FIRSTSOURCE INC. COM 12008R107 748 48,800 SH   SOLE   48,800 0 0
BUNGE LTD. COM G16962105 201 2,700 SH   SOLE   2,700 0 0
BURLINGTON STORES INC. COM 122017106 1,895 20,600 SH   SOLE   20,600 0 0
C.H. ROBINSON WORLDWIDE INC. COM 12541W209 568 8,274 SH   SOLE   8,274 0 0
C.R. BARD INC. COM 067383109 1,516 4,796 SH   SOLE   4,796 0 0
CA INC. COM 12673P105 846 24,548 SH   SOLE   24,548 0 0
CABLE ONE INC. COM 12685J105 3,020 4,248 SH   SOLE   4,248 0 0
CABOT OIL & GAS CORPORATION COM 127097103 387 15,440 SH   SOLE   15,440 0 0
CACI INTERNATIONAL INC. COM 127190304 288 2,300 SH   SOLE   2,300 0 0
CADENCE DESIGN SYSTEMS INC. COM 127387108 1,410 42,100 SH   SOLE   42,100 0 0
CAMPBELL SOUP COMPANY COM 134429109 323 6,189 SH   SOLE   6,189 0 0
CANADIAN NATURAL RESOURCES LTD. COM 136385101 1,262 43,760 SH   SOLE   43,760 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105 1,476 17,867 SH   SOLE   17,867 0 0
CAPITAL PRODUCT PARTNERS L.P. COM Y11082107 77 22,600 SH   SOLE   22,600 0 0
CARDTRONICS INC. CONV 14161HAG3 7,665 8,000,000 SH   SOLE   8,000,000 0 0
CARLISLE COMPANIES INCORPORATED COM 142339100 653 6,850 SH   SOLE   6,850 0 0
CARNIVAL CORP. COM 143658300 1,193 18,200 SH   SOLE   18,200 0 0
CARS.COM INC COM 14575E105 207 7,772 SH   SOLE   7,772 0 0
CASEY'S GENERAL STORES INC. COM 147528103 985 9,200 SH   SOLE   9,200 0 0
CATERPILLAR INC. COM 149123101 4,877 45,385 SH   SOLE   45,385 0 0
CBOE HOLDINGS INC COM 12503M108 256 2,800 SH   SOLE   2,800 0 0
CBRE GROUP INC. COM 12504L109 866 23,785 SH   SOLE   23,785 0 0
CBS CORP. COM 124857202 1,245 19,527 SH   SOLE   19,527 0 0
CDK GLOBAL INC. COM 12508E101 4,710 75,900 SH   SOLE   75,900 0 0
CECO ENVIRONMENTAL CORP COM 125141101 240 26,156 SH   SOLE   26,156 0 0
CELANESE CORPORATION COM 150870103 1,928 20,310 SH   SOLE   20,310 0 0
CELGENE CORP. COM 151020104 4,672 35,974 SH   SOLE   35,974 0 0
CENGAGE LEARNING HOLDINGS II L.P. COM 15136X102 2,984 341,054 SH   SOLE   341,054 0 0
CENTENE CORPORATION COM 15135B101 3,548 44,411 SH   SOLE   44,411 0 0
CENTERPOINT ENERGY INC. COM 15189T107 456 16,666 SH   SOLE   16,666 0 0
CENTRAL GARDEN & PET CO. COM 153527205 369 12,300 SH   SOLE   12,300 0 0
CENTRAL PACIFIC FINANCIAL CORP COM 154760409 296 9,400 SH   SOLE   9,400 0 0
CENTURYLINK INC. COM 156700106 465 19,489 SH   SOLE   19,489 0 0
CF INDUSTRIES HOLDINGS INC. COM 125269100 671 24,015 SH   SOLE   24,015 0 0
CHARLES SCHWAB CORP. COM 808513105 2,781 64,734 SH   SOLE   64,734 0 0
CHARTER COMMUNICATIONS INC. COM 16119P108 1,252 3,717 SH   SOLE   3,717 0 0
CHASE PACKAGING CORP. COM 161635107 0 19,082 SH   SOLE   19,082 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LTD COM M22465104 502 4,600 SH   SOLE   4,600 0 0
CHEMICAL FINANCIAL CORP. COM 163731102 387 8,000 SH   SOLE   8,000 0 0
CHEMOURS COMPANY COM 163851108 6,904 182,068 SH   SOLE   182,068 0 0
CHENIERE ENERGY INC. COM 16411R208 234 4,800 SH   SOLE   4,800 0 0
CHESAPEAKE ENERGY CORP. COM 165167107 820 165,088 SH   SOLE   165,088 0 0
CHEVRON CORPORATION COM 166764100 12,904 123,685 SH   SOLE   123,685 0 0
CHILDRENS PLACE RETAIL STORES INC. COM 168905107 225 2,200 SH   SOLE   2,200 0 0
CHUBB LIMITED (FKA ACE LIMITED) COM H1467J104 2,395 16,473 SH   SOLE   16,473 0 0
CIGNA CORP. COM 125509109 1,393 8,321 SH   SOLE   8,321 0 0
CINCINNATI FINANCIAL CORP. COM 172062101 555 7,663 SH   SOLE   7,663 0 0
CINTAS CORP. COM 172908105 296 2,347 SH   SOLE   2,347 0 0
CIRRUS LOGIC INC. COM 172755100 696 11,100 SH   SOLE   11,100 0 0
CISCO SYSTEMS INC. COM 17275R102 6,622 211,566 SH   SOLE   211,566 0 0
CIT GROUP INC. COM 125581801 214 4,400 SH   SOLE   4,400 0 0
CITIGROUP INC. COM 172967424 28,753 429,921 SH   SOLE   429,921 0 0
CITIZENS FINANCIAL GROUP INC. COM 174610105 2,137 59,900 SH   SOLE   59,900 0 0
CITRIX SYSTEMS INC. COM 177376100 1,753 22,022 SH   SOLE   22,022 0 0
CLEAN ENERGY FUELS CORP. COM 184499101 508 200,000 SH   SOLE   200,000 0 0
CLOROX CO. COM 189054109 219 1,640 SH   SOLE   1,640 0 0
CME GROUP INC. COM 12572Q105 210 1,675 SH   SOLE   1,675 0 0
CMS ENERGY CORP. COM 125896100 523 11,313 SH   SOLE   11,313 0 0
CNA FINANCIAL CORP. COM 126117100 614 12,600 SH   SOLE   12,600 0 0
COACH INC. COM 189754104 356 7,513 SH   SOLE   7,513 0 0
COCA-COLA CO. COM 191216100 5,620 125,314 SH   SOLE   125,314 0 0
COGNEX CORPORATION COM 192422103 1,562 18,400 SH   SOLE   18,400 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION COM 192446102 423 6,374 SH   SOLE   6,374 0 0
COLGATE-PALMOLIVE CO. COM 194162103 837 11,292 SH   SOLE   11,292 0 0
COLUMBUS MCKINNON CORP. COM 199333105 892 35,100 SH   SOLE   35,100 0 0
COMCAST CORP. COM 20030N101 17,015 437,186 SH   SOLE   437,186 0 0
COMERICA INC. COM 200340107 2,288 31,245 SH   SOLE   31,245 0 0
COMPANIA DE MINAS BUENAVENTURA S.A.A. ADR 204448104 576 50,100 SH   SOLE   50,100 0 0
CONAGRA BRANDS INC COM 205887102 3,442 96,258 SH   SOLE   96,258 0 0
CONCHO RESOURCES INC. COM 20605P101 773 6,363 SH   SOLE   6,363 0 0
CONOCOPHILLIPS COM 20825C104 2,818 64,097 SH   SOLE   64,097 0 0
CONSOL ENERGY INC. COM 20854P109 397 26,600 SH   SOLE   26,600 0 0
CONSOLIDATED EDISON INC. COM 209115104 667 8,251 SH   SOLE   8,251 0 0
CONSTELLATION BRANDS INC. COM 21036P108 224 1,154 SH   SOLE   1,154 0 0
COOPER COMPANIES INC. COM 216648402 3,247 13,560 SH   SOLE   13,560 0 0
COPA HOLDINGS SA COM P31076105 1,213 10,370 SH   SOLE   10,370 0 0
CORE LABORATORIES NV COM N22717107 645 6,367 SH   SOLE   6,367 0 0
CORELOGIC INC. COM 21871D103 672 15,500 SH   SOLE   15,500 0 0
CORESITE REALTY CORP REIT 21870Q105 559 5,400 SH   SOLE   5,400 0 0
CORNING INC. COM 219350105 7,351 244,641 SH   SOLE   244,641 0 0
COSTAR GROUP INC. COM 22160N109 206 780 SH   SOLE   780 0 0
COSTCO WHOLESALE CORP. COM 22160K105 3,179 19,878 SH   SOLE   19,878 0 0
CRANE CO. COM 224399105 311 3,920 SH   SOLE   3,920 0 0
CREDIT ACCEPTANCE CORP. COM 225310101 933 3,630 SH   SOLE   3,630 0 0
CROWN HOLDINGS INC. COM 228368106 215 3,600 SH   SOLE   3,600 0 0
CSRA INC. COM 12650T104 905 28,501 SH   SOLE   28,501 0 0
CSX CORP. COM 126408103 2,672 48,980 SH   SOLE   48,980 0 0
CULLEN/FROST BANKERS INC. COM 229899109 235 2,500 SH   SOLE   2,500 0 0
CUMMINS INC. COM 231021106 7,253 44,708 SH   SOLE   44,708 0 0
CUSTOMERS BANCORP INC COM 23204G100 334 11,800 SH   SOLE   11,800 0 0
CVR PARTNERS LP COM 126633106 441 126,319 SH   SOLE   126,319 0 0
CVS HEALTH CORPORATION COM 126650100 4,311 53,577 SH   SOLE   53,577 0 0
D.R. HORTON INC. COM 23331A109 799 23,106 SH   SOLE   23,106 0 0
DANAHER CORPORATION COM 235851102 4,256 50,428 SH   SOLE   50,428 0 0
DARDEN RESTAURANTS INC. COM 237194105 889 9,827 SH   SOLE   9,827 0 0
DARLING INGREDIENTS INC. COM 237266101 198 12,600 SH   SOLE   12,600 0 0
DAVITA INC COM 23918K108 1,197 18,476 SH   SOLE   18,476 0 0
DCP MIDSTREAM LP COM 23311P100 2,157 63,770 SH   SOLE   63,770 0 0
DEERE & COMPANY COM 244199105 6,471 52,361 SH   SOLE   52,361 0 0
DELL TECHNOLOGIES INC COM 24703L103 629 10,300 SH   SOLE   10,300 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 1,455 16,600 SH   SOLE   16,600 0 0
DELTA AIR LINES INC. COM 247361702 2,252 41,897 SH   SOLE   41,897 0 0
DEVON ENERGY CORP. COM 25179M103 240 7,514 SH   SOLE   7,514 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 1,609 25,878 SH   SOLE   25,878 0 0
DISCOVERY COMMUNICATIONS INC. COM 25470F104 989 38,300 SH   SOLE   38,300 0 0
DISCOVERY COMMUNICATIONS INC. COM 25470F302 285 11,300 SH   SOLE   11,300 0 0
DISH NETWORK CORP. COM 25470M109 741 11,800 SH   SOLE   11,800 0 0
DOLLAR GENERAL CORP. COM 256677105 901 12,500 SH   SOLE   12,500 0 0
DOMINION ENERGY INC. COM 25746U109 343 4,478 SH   SOLE   4,478 0 0
DOMINO'S PIZZA INC. COM 25754A201 1,483 7,010 SH   SOLE   7,010 0 0
DOMTAR CORP. COM 257559203 313 8,137 SH   SOLE   8,137 0 0
DONALDSON CO INC COM 257651109 960 21,075 SH   SOLE   21,075 0 0
DORMAN PRODUCTS INC. COM 258278100 447 5,400 SH   SOLE   5,400 0 0
DOUGLAS DYNAMICS INC. COM 25960R105 411 12,500 SH   SOLE   12,500 0 0
DOVER CORP. COM 260003108 2,493 31,076 SH   SOLE   31,076 0 0
DOW CHEMICAL CO. COM 260543103 1,739 27,576 SH   SOLE   27,576 0 0
DR PEPPER SNAPPLE GROUP INC. COM 26138E109 1,213 13,314 SH   SOLE   13,314 0 0
DST SYSTEMS INC. COM 233326107 221 3,580 SH   SOLE   3,580 0 0
DTE ENERGY COMPANY COM 233331107 1,403 13,262 SH   SOLE   13,262 0 0
DUKE ENERGY CORP. COM 26441C204 1,905 22,790 SH   SOLE   22,790 0 0
DUNKIN' BRANDS GROUP INC COM 265504100 491 8,900 SH   SOLE   8,900 0 0
ETRADE FINANCIAL CORP. COM 269246401 2,972 78,154 SH   SOLE   78,154 0 0
E.I. DU PONT DE NEMOURS AND COMPANY COM 263534109 3,481 43,131 SH   SOLE   43,131 0 0
EAGLE BANCORP INC COM 268948106 829 13,100 SH   SOLE   13,100 0 0
EAGLE MATERIALS INC. COM 26969P108 2,052 22,200 SH   SOLE   22,200 0 0
EAST WEST BANCORP INC. COM 27579R104 1,763 30,100 SH   SOLE   30,100 0 0
EASTMAN CHEMICAL CO. COM 277432100 4,320 51,440 SH   SOLE   51,440 0 0
EATON CORPORATION PLC COM G29183103 1,753 22,520 SH   SOLE   22,520 0 0
EATON VANCE CORP. COM 278265103 336 7,100 SH   SOLE   7,100 0 0
EBAY INC. COM 278642103 2,722 77,942 SH   SOLE   77,942 0 0
ECHOSTAR CORPORATION COM 278768106 346 5,700 SH   SOLE   5,700 0 0
EDISON INTERNATIONAL COM 281020107 1,715 21,940 SH   SOLE   21,940 0 0
EDWARDS LIFESCIENCES CORP. COM 28176E108 343 2,900 SH   SOLE   2,900 0 0
ELECTRONIC ARTS INC. COM 285512109 2,515 23,793 SH   SOLE   23,793 0 0
ELI LILLY & CO. COM 532457108 1,928 23,421 SH   SOLE   23,421 0 0
EMERSON ELECTRIC CO. COM 291011104 1,796 30,122 SH   SOLE   30,122 0 0
ENBRIDGE ENERGY PARTNERS L.P. COM 29250R106 2,352 146,975 SH   SOLE   146,975 0 0
ENDO INTERNATIONAL PLC COM G30401106 347 31,100 SH   SOLE   31,100 0 0
ENERGIZER HOLDINGS INC. COM 29272W109 2,545 53,000 SH   SOLE   53,000 0 0
ENERGY TRANSFER PARTNERS LP COM 29278N103 9,082 445,406 SH   SOLE   445,406 0 0
ENI SPA ADR 26874R108 1,223 40,700 SH   SOLE   40,700 0 0
ENTERPRISE PRODUCTS PARTNERS L.P. COM 293792107 9,434 348,359 SH   SOLE   348,359 0 0
EQT CORPORATION COM 26884L109 376 6,426 SH   SOLE   6,426 0 0
EQT MIDSTREAM PARTNERS LP COM 26885B100 3,963 53,100 SH   SOLE   53,100 0 0
ESSEX RENTAL CORPORATION COM 297187106 42 189,350 SH   SOLE   189,350 0 0
ESTEE LAUDER COMPANIES INC. COM 518439104 1,552 16,166 SH   SOLE   16,166 0 0
EURONET WORLDWIDE INC. COM 298736109 603 6,900 SH   SOLE   6,900 0 0
EVEREST RE GROUP LTD. COM G3223R108 593 2,330 SH   SOLE   2,330 0 0
EVERETT SPINCO INC. COM 23355L106 3,330 43,404 SH   SOLE   43,404 0 0
EXELON CORP. COM 30161N101 1,671 46,338 SH   SOLE   46,338 0 0
EXPEDIA INC. COM 30212P303 1,184 7,952 SH   SOLE   7,952 0 0
EXPRESS SCRIPTS HOLDING COMPANY COM 30219G108 4,030 63,126 SH   SOLE   63,126 0 0
EXXONMOBIL CORP. COM 30231G102 14,712 182,236 SH   SOLE   182,236 0 0
F5 NETWORKS INC. COM 315616102 1,356 10,670 SH   SOLE   10,670 0 0
FACEBOOK INC COM 30303M102 16,418 108,740 SH   SOLE   108,740 0 0
FAIR ISAAC CORP. COM 303250104 376 2,700 SH   SOLE   2,700 0 0
FEDERATED INVESTORS INC. COM 314211103 384 13,580 SH   SOLE   13,580 0 0
FEDEX CORP. COM 31428X106 1,101 5,066 SH   SOLE   5,066 0 0
FIBRIA CELULOSE S.A. ADR 31573A109 420 41,300 SH   SOLE   41,300 0 0
FIDELITY NATIONAL INFORMATION SERVICES INC. COM 31620M106 1,184 13,860 SH   SOLE   13,860 0 0
FIESTA RESTAURANT GROUP INC. COM 31660B101 1,665 80,618 SH   SOLE   80,618 0 0
FIFTH THIRD BANCORP COM 316773100 1,638 63,102 SH   SOLE   63,102 0 0
FIRST AMERICAN FINANCIAL CORP. COM 31847R102 223 5,000 SH   SOLE   5,000 0 0
FIRST CITIZENS BANCSHARES INC. COM 31946M103 511 1,370 SH   SOLE   1,370 0 0
FIRST DATA CORPORATION COM 32008D106 632 34,700 SH   SOLE   34,700 0 0
FIRST INTERNET BANCORP COM 320557101 216 7,700 SH   SOLE   7,700 0 0
FIRST INTERSTATE BANCSYSTEM INC. COM 32055Y201 238 6,400 SH   SOLE   6,400 0 0
FIRST REPUBLIC BANK COM 33616C100 300 3,000 SH   SOLE   3,000 0 0
FIRST SOLAR INC. COM 336433107 223 5,600 SH   SOLE   5,600 0 0
FIRSTCASH INC. COM 33767D105 504 8,652 SH   SOLE   8,652 0 0
FIRSTENERGY CORP. COM 337932107 486 16,673 SH   SOLE   16,673 0 0
FISERV INC. COM 337738108 992 8,110 SH   SOLE   8,110 0 0
FLEETCOR TECHNOLOGIES INC. COM 339041105 671 4,650 SH   SOLE   4,650 0 0
FLUOR CORP. COM 343412102 442 9,656 SH   SOLE   9,656 0 0
FMC CORP. COM 302491303 424 5,800 SH   SOLE   5,800 0 0
FOOT LOCKER INC. COM 344849104 872 17,700 SH   SOLE   17,700 0 0
FORD MOTOR CO. COM 345370860 2,478 221,475 SH   SOLE   221,475 0 0
FORTINET INC COM 34959E109 584 15,600 SH   SOLE   15,600 0 0
FORTIVE CORPORATION COM 34959J108 4,015 63,374 SH   SOLE   63,374 0 0
FORTUNE BRANDS HOME & SECURITY INC. COM 34964C106 900 13,800 SH   SOLE   13,800 0 0
FRANKLIN FINANCIAL NETWORK INC COM 35352P104 338 8,200 SH   SOLE   8,200 0 0
FRANKLIN RESOURCES INC. COM 354613101 2,322 51,835 SH   SOLE   51,835 0 0
FREEPORT-MCMORAN INC. COM 35671D857 2,047 170,468 SH   SOLE   170,468 0 0
FRONTERA ENERGY CORP. COM 35905B107 1,358 52,353 SH   SOLE   52,353 0 0
GAMESTOP CORP. COM 36467W109 395 18,300 SH   SOLE   18,300 0 0
GAP INC. COM 364760108 3,349 152,295 SH   SOLE   152,295 0 0
GARMIN LTD COM H2906T109 296 5,800 SH   SOLE   5,800 0 0
GCP APPLIED TECHNOLOGIES INC. COM 36164Y101 3,864 126,700 SH   SOLE   126,700 0 0
GENERAL DYNAMICS CORP. COM 369550108 1,084 5,470 SH   SOLE   5,470 0 0
GENERAL ELECTRIC CO. COM 369604103 1,857 68,762 SH   SOLE   68,762 0 0
GENERAL MILLS INC. COM 370334104 239 4,316 SH   SOLE   4,316 0 0
GENERAL MOTORS COMPANY COM 37045V100 5,054 144,700 SH   SOLE   144,700 0 0
GENESIS ENERGY L.P. COM 371927104 2,580 81,300 SH   SOLE   81,300 0 0
GENTEX CORPORATION COM 371901109 1,091 57,520 SH   SOLE   57,520 0 0
GENUINE PARTS CO COM 372460105 433 4,670 SH   SOLE   4,670 0 0
GEO SPECIALTY CHEMICALS INC. COM 37246R106 0 80,750 SH   SOLE   80,750 0 0
GEOMET INC. COM 37250U201 0 85,857 SH   SOLE   85,857 0 0
GIBRALTAR INDUSTRIES INC. COM 374689107 235 6,600 SH   SOLE   6,600 0 0
GILEAD SCIENCES INC. COM 375558103 8,315 117,482 SH   SOLE   117,482 0 0
GLOBAL PARTNERS LP COM 37946R109 592 32,810 SH   SOLE   32,810 0 0
GLOBAL PAYMENTS INC. COM 37940X102 356 3,940 SH   SOLE   3,940 0 0
GNC HOLDINGS INC. CONV 36191GAB3 9,656 14,630,000 SH   SOLE   14,630,000 0 0
GODADDY INC COM 380237107 581 13,700 SH   SOLE   13,700 0 0
GOGO INC. CONV 38046CAB5 10,202 11,250,000 SH   SOLE   11,250,000 0 0
GOLAR LNG PARTNERS LP COM Y2745C102 1,171 58,368 SH   SOLE   58,368 0 0
GOLD FIELDS LTD. ADR 38059T106 102 29,340 SH   SOLE   29,340 0 0
GOLDMAN SACHS GROUP INC. COM 38141G104 4,054 18,268 SH   SOLE   18,268 0 0
GOODYEAR TIRE & RUBBER COMPANY (THE) COM 382550101 2,322 66,412 SH   SOLE   66,412 0 0
GRAPHIC PACKAGING HOLDING CO. COM 388689101 710 51,500 SH   SOLE   51,500 0 0
GREAT WESTERN BANCORP INC. COM 391416104 245 6,000 SH   SOLE   6,000 0 0
GREEN PLAINS INC. CONV 393222AD6 4,180 3,500,000 SH   SOLE   3,500,000 0 0
GULFPORT ENERGY CORP. COM 402635304 1,088 73,750 SH   SOLE   73,750 0 0
H&R BLOCK INC. COM 093671105 4,037 130,605 SH   SOLE   130,605 0 0
HALLADOR ENERGY CO COM 40609P105 538 69,239 SH   SOLE   69,239 0 0
HALLIBURTON CO. COM 406216101 1,317 30,838 SH   SOLE   30,838 0 0
HALYARD HEALTH INC. COM 40650V100 240 6,100 SH   SOLE   6,100 0 0
HANESBRANDS INC. COM 410345102 2,027 87,500 SH   SOLE   87,500 0 0
HARLEY-DAVIDSON INC. COM 412822108 849 15,710 SH   SOLE   15,710 0 0
HARTFORD FINANCIAL SERVICES GROUP INC. COM 416515104 785 14,932 SH   SOLE   14,932 0 0
HASBRO INC. COM 418056107 1,124 10,078 SH   SOLE   10,078 0 0
HAWAIIAN HOLDINGS INC. COM 419879101 451 9,600 SH   SOLE   9,600 0 0
HCA HEALTHCARE INC. COM 40412C101 1,727 19,800 SH   SOLE   19,800 0 0
HEICO CORPORATION COM 422806208 769 12,400 SH   SOLE   12,400 0 0
HERBALIFE LTD. COM G4412G101 1,004 14,080 SH   SOLE   14,080 0 0
HERCULES OFFSHORE INC. COM 427093307 14 54,760 SH   SOLE   54,760 0 0
HERSHEY COMPANY COM 427866108 318 2,966 SH   SOLE   2,966 0 0
HEWLETT PACKARD ENTERPRISE COMPANY COM 42824C109 6,252 376,837 SH   SOLE   376,837 0 0
HILL-ROM HOLDINGS INC. COM 431475102 1,441 18,100 SH   SOLE   18,100 0 0
HILTON INC. COM 43300A203 749 12,103 SH   SOLE   12,103 0 0
HOLOGIC INC. COM 436440101 2,696 59,400 SH   SOLE   59,400 0 0
HOME DEPOT INC. COM 437076102 6,200 40,417 SH   SOLE   40,417 0 0
HONEYWELL INTERNATIONAL INC. COM 438516106 10,735 80,537 SH   SOLE   80,537 0 0
HORMEL FOODS CORP. COM 440452100 615 18,020 SH   SOLE   18,020 0 0
HP INC. COM 40434L105 2,306 131,937 SH   SOLE   131,937 0 0
HUMANA INC. COM 444859102 1,323 5,499 SH   SOLE   5,499 0 0
HUNTINGTON BANCSHARES INC. COM 446150104 768 56,781 SH   SOLE   56,781 0 0
HUNTINGTON INGALLS INDUSTRIES INC. COM 446413106 2,811 15,100 SH   SOLE   15,100 0 0
HUNTSMAN CORP. COM 447011107 6,478 250,700 SH   SOLE   250,700 0 0
HYATT HOTELS CORP. COM 448579102 393 7,000 SH   SOLE   7,000 0 0
IDEX CORP. COM 45167R104 339 3,000 SH   SOLE   3,000 0 0
IDEXX LABORATORIES INC. COM 45168D104 1,369 8,480 SH   SOLE   8,480 0 0
IHS MARKIT LTD. COM G47567105 967 21,965 SH   SOLE   21,965 0 0
II-VI INC COM 902104108 244 7,100 SH   SOLE   7,100 0 0
ILLINOIS TOOL WORKS INC. COM 452308109 2,400 16,755 SH   SOLE   16,755 0 0
INGERSOLL-RAND PLC COM G47791101 4,350 47,600 SH   SOLE   47,600 0 0
INGEVITY CORP COM 45688C107 2,853 49,700 SH   SOLE   49,700 0 0
INGREDION INCORPORATED COM 457187102 3,764 31,575 SH   SOLE   31,575 0 0
INSEEGO CORP CONV 45782BAA2 5,031 7,000,000 SH   SOLE   7,000,000 0 0
INSIGHT ENTERPRISES INC. COM 45765U103 256 6,400 SH   SOLE   6,400 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP COM 457985208 600 11,000 SH   SOLE   11,000 0 0
INTEL CORP. COM 458140100 10,147 300,734 SH   SOLE   300,734 0 0
INTEL CORP. CONV 458140AF7 8,263 5,000,000 SH   SOLE   5,000,000 0 0
INTERDIGITAL INC. COM 45867G101 224 2,900 SH   SOLE   2,900 0 0
INTERNATIONAL BUSINESS MACHINES CORPORATION COM 459200101 6,852 44,540 SH   SOLE   44,540 0 0
INTERNATIONAL PAPER COMPANY COM 460146103 787 13,894 SH   SOLE   13,894 0 0
INTERPUBLIC GROUP OF COMPANIES. INC. COM 460690100 1,276 51,886 SH   SOLE   51,886 0 0
INTUIT INC. COM 461202103 1,394 10,499 SH   SOLE   10,499 0 0
INTUITIVE SURGICAL INC. COM 46120E602 969 1,036 SH   SOLE   1,036 0 0
INVESCO LTD. COM G491BT108 3,105 88,235 SH   SOLE   88,235 0 0
INVESTORS BANCORP INC. COM 46146L101 1,462 109,407 SH   SOLE   109,407 0 0
IPG PHOTONICS CORP. COM 44980X109 702 4,840 SH   SOLE   4,840 0 0
ISHARES INC ETF 46434G822 553 10,300 SH   SOLE   10,300 0 0
ISHARES MSCI ETF 464286707 244 8,500 SH   SOLE   8,500 0 0
ISHARES MSCI ETF 464286806 218 7,200 SH   SOLE   7,200 0 0
ISHARES MSCI BRAZIL CAPPED ETF ETF 464286400 1,229 36,000 SH   SOLE   36,000 0 0
ISHARES MSCI INDIA ETF ETF 46429B598 212 6,600 SH   SOLE   6,600 0 0
ISHARES MSCI SWITZERLAND CAPPED ETF ETF 464286749 220 6,400 SH   SOLE   6,400 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46435G334 350 10,500 SH   SOLE   10,500 0 0
ISHARES TRUST ETF 464287465 3,692 56,630 SH   SOLE   56,630 0 0
ISHARES TRUST ETF 464287689 68,192 473,489 SH   SOLE   473,489 0 0
J.M. SMUCKER CO. COM 832696405 227 1,919 SH   SOLE   1,919 0 0
JABIL INC. COM 466313103 1,588 54,400 SH   SOLE   54,400 0 0
JACOBS ENGINEERING GROUP INC. COM 469814107 2,493 45,844 SH   SOLE   45,844 0 0
JAKKS PACIFIC INC. COM 47012E106 90 22,600 SH   SOLE   22,600 0 0
JETBLUE AIRWAYS CORPORATION COM 477143101 543 23,800 SH   SOLE   23,800 0 0
JOHNSON & JOHNSON COM 478160104 14,863 112,351 SH   SOLE   112,351 0 0
JPMORGAN CHASE & CO. COM 46625H100 19,762 216,214 SH   SOLE   216,214 0 0
JUNIPER NETWORKS INC. COM 48203R104 1,585 56,837 SH   SOLE   56,837 0 0
KAMAN CORP. COM 483548103 209 4,200 SH   SOLE   4,200 0 0
KELLOGG CO. COM 487836108 792 11,403 SH   SOLE   11,403 0 0
KENNAMETAL INC. COM 489170100 344 9,200 SH   SOLE   9,200 0 0
KEYCORP COM 493267108 2,223 118,632 SH   SOLE   118,632 0 0
KEYSIGHT TECHNOLOGIES INC. COM 49338L103 2,763 70,971 SH   SOLE   70,971 0 0
KIMBALL ELECTRONICS INC. COM 49428J109 3,542 196,229 SH   SOLE   196,229 0 0
KIMBERLY-CLARK CORP. COM 494368103 2,327 18,025 SH   SOLE   18,025 0 0
KLA-TENCOR CORP. COM 482480100 3,769 41,187 SH   SOLE   41,187 0 0
KLX INC. COM 482539103 3,235 64,700 SH   SOLE   64,700 0 0
KNOWLES CORP COM 49926D109 2,303 136,100 SH   SOLE   136,100 0 0
KOHL'S CORP. COM 500255104 1,748 45,191 SH   SOLE   45,191 0 0
KRAFT HEINZ COMPANY COM 500754106 474 5,531 SH   SOLE   5,531 0 0
KROGER CO. COM 501044101 332 14,246 SH   SOLE   14,246 0 0
L-3 COMMUNICATIONS CORP. COM 502413107 1,125 6,734 SH   SOLE   6,734 0 0
LAKELAND FINANCIAL CORP. COM 511656100 585 12,750 SH   SOLE   12,750 0 0
LAM RESEARCH CORP. COM 512807108 6,963 49,236 SH   SOLE   49,236 0 0
LAMB WESTON HOLDINGS INC. COM 513272104 1,500 34,065 SH   SOLE   34,065 0 0
LAS VEGAS SANDS CORP. COM 517834107 677 10,600 SH   SOLE   10,600 0 0
LAZARD LTD. COM G54050102 1,061 22,900 SH   SOLE   22,900 0 0
LEAR CORP. COM 521865204 2,154 15,160 SH   SOLE   15,160 0 0
LEGG MASON INC. COM 524901105 1,023 26,800 SH   SOLE   26,800 0 0
LEIDOS HOLDINGS INC. COM 525327102 230 4,450 SH   SOLE   4,450 0 0
LEIDOS INC COM 808625107 7,620 109,760 SH   SOLE   109,760 0 0
LENNOX INTERNATIONAL INC. COM 526107107 342 1,860 SH   SOLE   1,860 0 0
LIBERTY BROADBAND CORP COM 530307107 1,853 21,600 SH   SOLE   21,600 0 0
LIBERTY EXPEDIA HOLDINGS INC COM 53046P109 1,262 23,368 SH   SOLE   23,368 0 0
LIBERTY INTERACTIVE CORP QVC GROUP COM 53071M104 1,040 42,400 SH   SOLE   42,400 0 0
LIBERTY INTERACTIVE CORP QVC GROUP COM 53071M856 1,122 21,460 SH   SOLE   21,460 0 0
LIBERTY SIRIUSXM GROUP COM 531229409 1,490 35,500 SH   SOLE   35,500 0 0
LIBERTY SIRIUSXM GROUP COM 531229607 1,593 38,200 SH   SOLE   38,200 0 0
LINCOLN ELECTRIC HOLDINGS INC. COM 533900106 663 7,200 SH   SOLE   7,200 0 0
LINCOLN NATIONAL CORP. COM 534187109 2,812 41,607 SH   SOLE   41,607 0 0
LIVE NATION ENTERTAINMENT INC. COM 538034109 1,467 42,100 SH   SOLE   42,100 0 0
LOCKHEED MARTIN CORP. COM 539830109 1,816 6,541 SH   SOLE   6,541 0 0
LOEWS CORP. COM 540424108 1,827 39,037 SH   SOLE   39,037 0 0
LOGMEIN INC COM 54142L109 538 5,148 SH   SOLE   5,148 0 0
LOWE'S COMPANIES INC. COM 548661107 1,335 17,224 SH   SOLE   17,224 0 0
LPL FINANCIAL HOLDINGS INC. COM 50212V100 739 17,400 SH   SOLE   17,400 0 0
LUKOIL PJSC ADR 69343P105 523 10,800 SH   SOLE   10,800 0 0
LUMENTUM HOLDINGS INC. COM 55024U109 1,620 28,400 SH   SOLE   28,400 0 0
LYONDELLBASELL INDUSTRIES N.V. COM N53745100 1,438 17,041 SH   SOLE   17,041 0 0
M&T BANK CORPORATION COM 55261F104 1,594 9,841 SH   SOLE   9,841 0 0
MACY'S INC. COM 55616P104 1,002 43,135 SH   SOLE   43,135 0 0
MADISON SQUARE GARDEN CO. COM 55825T103 3,905 19,833 SH   SOLE   19,833 0 0
MAGELLAN MIDSTREAM PARTNERS LP COM 559080106 3,022 42,400 SH   SOLE   42,400 0 0
MALLINCKRODT PLC COM G5785G107 1,824 40,710 SH   SOLE   40,710 0 0
MANITOWOC CO INC. COM 563571108 648 107,900 SH   SOLE   107,900 0 0
MANPOWERGROUP INC. COM 56418H100 3,987 35,710 SH   SOLE   35,710 0 0
MARATHON OIL CORPORATION COM 565849106 185 15,612 SH   SOLE   15,612 0 0
MARATHON PETROLEUM CORPORATION COM 56585A102 3,360 64,210 SH   SOLE   64,210 0 0
MARRIOTT INTERNATIONAL INC. COM 571903202 1,821 18,149 SH   SOLE   18,149 0 0
MARRIOTT VACATIONS WORLDWIDE CORPORATION COM 57164Y107 294 2,500 SH   SOLE   2,500 0 0
MARSH & MCLENNAN COMPANIES INC. COM 571748102 2,054 26,343 SH   SOLE   26,343 0 0
MARTIN MARIETTA MATERIALS INC. COM 573284106 467 2,100 SH   SOLE   2,100 0 0
MARTIN MIDSTREAM PARTNERS L.P. COM 573331105 1,892 107,800 SH   SOLE   107,800 0 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 256 15,500 SH   SOLE   15,500 0 0
MASCO CORP. COM 574599106 1,732 45,319 SH   SOLE   45,319 0 0
MASIMO CORPORATION COM 574795100 1,942 21,300 SH   SOLE   21,300 0 0
MASTEC INC. COM 576323109 759 16,800 SH   SOLE   16,800 0 0
MASTERCARD INCORPORATED COM 57636Q104 7,877 64,860 SH   SOLE   64,860 0 0
MAXIM INTEGRATED PRODUCTS INC. COM 57772K101 1,697 37,800 SH   SOLE   37,800 0 0
MCDONALD'S CORPORATION COM 580135101 2,234 14,585 SH   SOLE   14,585 0 0
MCKESSON CORP. COM 58155Q103 4,049 24,606 SH   SOLE   24,606 0 0
MEDIFAST INC COM 58470H101 328 7,900 SH   SOLE   7,900 0 0
MEDTRONIC PLC COM G5960L103 4,445 50,085 SH   SOLE   50,085 0 0
MERCANTILE BANK CORPORATION COM 587376104 242 7,700 SH   SOLE   7,700 0 0
MERCK & CO. INC. COM 58933Y105 6,854 106,940 SH   SOLE   106,940 0 0
MERITOR INC. CONV 59001KAC4 13,243 7,784,000 SH   SOLE   7,784,000 0 0
METLIFE INC. COM 59156R108 2,366 43,059 SH   SOLE   43,059 0 0
METTLER-TOLEDO INTERNATIONAL INC. COM 592688105 312 530 SH   SOLE   530 0 0
MGM RESORTS INTERNATIONAL COM 552953101 2,150 68,700 SH   SOLE   68,700 0 0
MICHAEL KORS HOLDINGS LIMITED COM G60754101 1,457 40,200 SH   SOLE   40,200 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 474 6,145 SH   SOLE   6,145 0 0
MICROCHIP TECHNOLOGY INC. CONV 595017AD6 9,026 6,000,000 SH   SOLE   6,000,000 0 0
MICRON TECHNOLOGY INC. COM 595112103 4,188 140,250 SH   SOLE   140,250 0 0
MICRON TECHNOLOGY INC. CONV 595112AY9 21,673 19,265,000 SH   SOLE   19,265,000 0 0
MICROSEMI CORP. COM 595137100 290 6,200 SH   SOLE   6,200 0 0
MICROSOFT CORP. COM 594918104 35,905 520,896 SH   SOLE   520,896 0 0
MID-CON ENERGY PARTNERS LP COM 59560V109 45 32,769 SH   SOLE   32,769 0 0
MKS INSTRUMENTS INC. COM 55306N104 1,454 21,600 SH   SOLE   21,600 0 0
MOHAWK INDUSTRIES INC. COM 608190104 894 3,700 SH   SOLE   3,700 0 0
MONDELEZ INTERNATIONAL INC. COM 609207105 205 4,746 SH   SOLE   4,746 0 0
MONSANTO CO. COM 61166W101 2,098 17,723 SH   SOLE   17,723 0 0
MOODY'S CORPORATION COM 615369105 846 6,955 SH   SOLE   6,955 0 0
MORGAN STANLEY - PARENT COM 617446448 6,719 150,793 SH   SOLE   150,793 0 0
MOTOROLA SOLUTIONS INC. COM 620076307 3,805 43,871 SH   SOLE   43,871 0 0
MPLX LP COM 55336V100 2,457 73,575 SH   SOLE   73,575 0 0
MSCI INC. COM 55354G100 425 4,130 SH   SOLE   4,130 0 0
MURPHY USA INC. COM 626755102 2,461 33,213 SH   SOLE   33,213 0 0
MYLAN N.V. COM N59465109 637 16,406 SH   SOLE   16,406 0 0
NATIONAL BEVERAGE CORPORATION COM 635017106 440 4,700 SH   SOLE   4,700 0 0
NATIONAL OILWELL VARCO INC. COM 637071101 771 23,413 SH   SOLE   23,413 0 0
NAVIENT CORPORATION COM 63938C108 744 44,709 SH   SOLE   44,709 0 0
NCR CORP. COM 62886E108 12,603 308,600 SH   SOLE   308,600 0 0
NEENAH ENTERPRISES INC. COM 64007R109 2,233 154,333 SH   SOLE   154,333 0 0
NETAPP INC. COM 64110D104 3,777 94,307 SH   SOLE   94,307 0 0
NETFLIX INC COM 64110L106 420 2,812 SH   SOLE   2,812 0 0
NEUSTAR INC. COM 64126X201 283 8,500 SH   SOLE   8,500 0 0
NEW RESIDENTIAL INVESTMENT CORP. COM 64828T201 397 25,500 SH   SOLE   25,500 0 0
NEWELL BRANDS INC. COM 651229106 256 4,783 SH   SOLE   4,783 0 0
NEWFIELD EXPLORATION CO. COM 651290108 811 28,500 SH   SOLE   28,500 0 0
NEWMARKET CORPORATION COM 651587107 276 600 SH   SOLE   600 0 0
NEWMONT MINING CORPORATION COM 651639106 1,181 36,454 SH   SOLE   36,454 0 0
NEWS CORPORATION COM 65249B109 179 13,096 SH   SOLE   13,096 0 0
NEXTERA ENERGY INC. COM 65339F101 3,640 25,978 SH   SOLE   25,978 0 0
NGL ENERGY PARTNERS LP COM 62913M107 836 59,700 SH   SOLE   59,700 0 0
NIKE INC. COM 654106103 5,307 89,948 SH   SOLE   89,948 0 0
NISOURCE INC. COM 65473P105 288 11,375 SH   SOLE   11,375 0 0
NORDSON CORP. COM 655663102 243 2,000 SH   SOLE   2,000 0 0
NORDSTROM INC. COM 655664100 1,799 37,619 SH   SOLE   37,619 0 0
NORFOLK SOUTHERN CORP. COM 655844108 3,766 30,946 SH   SOLE   30,946 0 0
NORTHERN TRUST CORP. COM 665859104 1,100 11,320 SH   SOLE   11,320 0 0
NORTHROP GRUMMAN CORP. COM 666807102 5,876 22,891 SH   SOLE   22,891 0 0
NORWEGIAN CRUISE LINE HOLDINGS LTD. COM G66721104 451 8,300 SH   SOLE   8,300 0 0
NU SKIN ENTERPRISES INC COM 67018T105 1,950 31,030 SH   SOLE   31,030 0 0
NUCOR CORP. COM 670346105 695 12,017 SH   SOLE   12,017 0 0
NUSTAR ENERGY L.P. COM 67058H102 2,014 43,200 SH   SOLE   43,200 0 0
NVIDIA CORP. COM 67066G104 4,208 29,111 SH   SOLE   29,111 0 0
NVR INC. COM 62944T105 3,929 1,630 SH   SOLE   1,630 0 0
NXP SEMICONDUCTORS N.V. COM N6596X109 1,207 11,030 SH   SOLE   11,030 0 0
OCCIDENTAL PETROLEUM CORP. COM 674599105 573 9,575 SH   SOLE   9,575 0 0
OLD NATIONAL BANCORP COM 680033107 330 19,115 SH   SOLE   19,115 0 0
OLD REPUBLIC INTERNATIONAL CORP. COM 680223104 303 15,500 SH   SOLE   15,500 0 0
OMNICOM GROUP INC. COM 681919106 1,048 12,645 SH   SOLE   12,645 0 0
ON SEMICONDUCTOR CORP. COM 682189105 1,098 78,200 SH   SOLE   78,200 0 0
ON SEMICONDUCTOR CORP. CONV 682189AK1 9,078 8,750,000 SH   SOLE   8,750,000 0 0
ONE GAS INC. COM 68235P108 3,114 44,600 SH   SOLE   44,600 0 0
ONEOK INC. COM 682680103 516 9,900 SH   SOLE   9,900 0 0
ONEOK PARTNERS LP COM 68268N103 15,276 299,125 SH   SOLE   299,125 0 0
ORACLE CORP. COM 68389X105 6,987 139,345 SH   SOLE   139,345 0 0
OSHKOSH CORP. COM 688239201 5,228 75,900 SH   SOLE   75,900 0 0
OWENS CORNING COM 690742101 3,172 47,400 SH   SOLE   47,400 0 0
OWENS-ILLINOIS INC. COM 690768403 1,631 68,200 SH   SOLE   68,200 0 0
PACCAR INC. COM 693718108 413 6,256 SH   SOLE   6,256 0 0
PACIFIC CONTINENTAL CORP COM 69412V108 276 10,800 SH   SOLE   10,800 0 0
PACKAGING CORP. OF AMERICA COM 695156109 2,977 26,730 SH   SOLE   26,730 0 0
PALO ALTO NETWORKS INC COM 697435105 491 3,670 SH   SOLE   3,670 0 0
PAPA JOHN'S INTERNATIONAL INC. COM 698813102 538 7,500 SH   SOLE   7,500 0 0
PARKER-HANNIFIN CORP. COM 701094104 5,782 36,178 SH   SOLE   36,178 0 0
PARSLEY ENERGY INC. COM 701877102 205 7,400 SH   SOLE   7,400 0 0
PAYCHEX INC COM 704326107 636 11,177 SH   SOLE   11,177 0 0
PAYPAL HOLDINGS INC. COM 70450Y103 2,487 46,342 SH   SOLE   46,342 0 0
PDL BIOPHARMA INC. COM 69329Y104 159 64,400 SH   SOLE   64,400 0 0
PENSKE AUTOMOTIVE GROUP INC. COM 70959W103 795 18,100 SH   SOLE   18,100 0 0
PENTAIR PLC COM G7S00T104 2,772 41,661 SH   SOLE   41,661 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105 586 33,210 SH   SOLE   33,210 0 0
PEPSICO INC. COM 713448108 8,044 69,651 SH   SOLE   69,651 0 0
PERKINELMER INC. COM 714046109 1,530 22,454 SH   SOLE   22,454 0 0
PERNIX THERAPEUTICS HOLDINGS INC CONV 71426VAK4 2,119 7,500,000 SH   SOLE   7,500,000 0 0
PFIZER INC. COM 717081103 7,986 237,742 SH   SOLE   237,742 0 0
PG&E CORP. COM 69331C108 2,732 41,169 SH   SOLE   41,169 0 0
PHILIP MORRIS INTERNATIONAL INC. COM 718172109 7,400 63,002 SH   SOLE   63,002 0 0
PHILLIPS 66 COM 718546104 1,156 13,974 SH   SOLE   13,974 0 0
PINNACLE FINANCIAL PARTNERS INC. COM 72346Q104 805 12,825 SH   SOLE   12,825 0 0
PINNACLE FOODS INC. COM 72348P104 659 11,100 SH   SOLE   11,100 0 0
PINNACLE WEST CAPITAL CORP. COM 723484101 290 3,406 SH   SOLE   3,406 0 0
PIONEER NATURAL RESOURCES CO. COM 723787107 2,129 13,344 SH   SOLE   13,344 0 0
PITNEY BOWES INC. COM 724479100 249 16,500 SH   SOLE   16,500 0 0
PLAINS ALL AMERICAN PIPELINE L.P. COM 726503105 6,413 244,130 SH   SOLE   244,130 0 0
PLATFORM SPECIALTY PRODUCTS CORPORATION COM 72766Q105 2,360 186,100 SH   SOLE   186,100 0 0
PLEXUS CORP. COM 729132100 1,235 23,500 SH   SOLE   23,500 0 0
PNC FINANCIAL SERVICES GROUP INC. COM 693475105 10,257 82,139 SH   SOLE   82,139 0 0
POOL CORPORATION COM 73278L105 823 7,000 SH   SOLE   7,000 0 0
POPULAR INC. COM 733174700 792 19,000 SH   SOLE   19,000 0 0
PPL CORP. COM 69351T106 738 19,102 SH   SOLE   19,102 0 0
PRAXAIR INC. COM 74005P104 562 4,240 SH   SOLE   4,240 0 0
PREMIER INC COM 74051N102 1,015 28,200 SH   SOLE   28,200 0 0
PRICELINE GROUP INC. COM 741503403 5,892 3,150 SH   SOLE   3,150 0 0
PRIMERICA INC. COM 74164M108 371 4,900 SH   SOLE   4,900 0 0
PRINCIPAL FINANCIAL GROUP INC. COM 74251V102 2,163 33,764 SH   SOLE   33,764 0 0
PROCTER & GAMBLE CO. COM 742718109 9,427 108,172 SH   SOLE   108,172 0 0
PROGRESSIVE CORP. COM 743315103 1,572 35,648 SH   SOLE   35,648 0 0
PROSPERITY BANCSHARES INC. COM 743606105 385 6,000 SH   SOLE   6,000 0 0
PRUDENTIAL FINANCIAL COM 744320102 3,055 28,252 SH   SOLE   28,252 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC. COM 744573106 1,137 26,433 SH   SOLE   26,433 0 0
PULTEGROUP INC. COM 745867101 2,709 110,447 SH   SOLE   110,447 0 0
PVH CORP. COM 693656100 2,729 23,830 SH   SOLE   23,830 0 0
QIAGEN N.V. COM N72482107 272 8,100 SH   SOLE   8,100 0 0
QUALCOMM INCORPORATED COM 747525103 2,468 44,688 SH   SOLE   44,688 0 0
QUANTA SERVICES INC. COM 74762E102 1,134 34,437 SH   SOLE   34,437 0 0
QUEST DIAGNOSTICS INC. COM 74834L100 669 6,014 SH   SOLE   6,014 0 0
QUINTILES TRANSNATIONAL HOLDINGS INC. COM 74876Y101 695 7,766 SH   SOLE   7,766 0 0
RALPH LAUREN CORPORATION COM 751212101 314 4,250 SH   SOLE   4,250 0 0
RANDGOLD RESOURCES LTD ADR 752344309 659 7,447 SH   SOLE   7,447 0 0
RAYMOND JAMES FINANCIAL INC. COM 754730109 3,361 41,900 SH   SOLE   41,900 0 0
RAYTHEON CO. COM 755111507 4,225 26,165 SH   SOLE   26,165 0 0
RE/MAX HOLDINGS INC. COM 75524W108 471 8,400 SH   SOLE   8,400 0 0
REAL ESTATE SELECT SECTOR SPDR FUND ETF 81369Y860 647 20,106 SH   SOLE   20,106 0 0
RED HAT INC. COM 756577102 895 9,345 SH   SOLE   9,345 0 0
REGAL BELOIT CORPORATION COM 758750103 1,492 18,300 SH   SOLE   18,300 0 0
REGIONS FINANCIAL CORP. COM 7591EP100 3,110 212,418 SH   SOLE   212,418 0 0
RELIANCE STEEL & ALUMINUM CO. COM 759509102 6,134 84,245 SH   SOLE   84,245 0 0
RENT-A-CENTER INC. COM 76009N100 297 25,350 SH   SOLE   25,350 0 0
REPUBLIC SERVICES INC. COM 760759100 237 3,714 SH   SOLE   3,714 0 0
RESOLUTE FOREST PRODUCTS INC. COM 76117W109 165 37,466 SH   SOLE   37,466 0 0
REYNOLDS AMERICAN INC. COM 761713106 2,207 33,938 SH   SOLE   33,938 0 0
RIO TINTO PLC ADR 767204100 436 10,300 SH   SOLE   10,300 0 0
ROBERT HALF INTERNATIONAL INC. COM 770323103 391 8,161 SH   SOLE   8,161 0 0
ROCKWELL AUTOMATION INC. COM 773903109 1,524 9,409 SH   SOLE   9,409 0 0
ROLLINS INC. COM 775711104 851 20,900 SH   SOLE   20,900 0 0
ROPER INDUSTRIES INC. COM 776696106 1,037 4,477 SH   SOLE   4,477 0 0
ROSS STORES INC. COM 778296103 1,737 30,096 SH   SOLE   30,096 0 0
ROYAL CARIBBEAN CRUISES LTD. COM V7780T103 854 7,820 SH   SOLE   7,820 0 0
RPM INTERNATIONAL INC. COM 749685103 1,171 21,470 SH   SOLE   21,470 0 0
RPX CORP COM 74972G103 547 39,200 SH   SOLE   39,200 0 0
S&P GLOBAL INC. COM 78409V104 9,333 63,927 SH   SOLE   63,927 0 0
SALESFORCE.COM INC. COM 79466L302 620 7,164 SH   SOLE   7,164 0 0
SANMINA CORP. COM 801056102 884 23,200 SH   SOLE   23,200 0 0
SASOL LTD. ADR 803866300 316 11,300 SH   SOLE   11,300 0 0
SCANA CORP. COM 80589M102 311 4,639 SH   SOLE   4,639 0 0
SCHLUMBERGER LTD. COM 806857108 1,781 27,058 SH   SOLE   27,058 0 0
SCRIPPS NETWORKS INTERACTIVE INC. COM 811065101 2,807 41,096 SH   SOLE   41,096 0 0
SEACOR HOLDINGS INC. CONV 81170YAB5 12,110 14,384,000 SH   SOLE   14,384,000 0 0
SEADRILL PARTNERS LLC COM Y7545W109 1,346 395,944 SH   SOLE   395,944 0 0
SEAGATE TECHNOLOGY PLC COM G7945M107 2,182 56,300 SH   SOLE   56,300 0 0
SELECT SECTOR SPDR - ENERGY ETF 81369Y506 3,291 50,700 SH   SOLE   50,700 0 0
SEMPRA ENERGY COM 816851109 592 5,253 SH   SOLE   5,253 0 0
SENSIENT TECHNOLOGIES CORPORATION COM 81725T100 242 3,000 SH   SOLE   3,000 0 0
SERVICE CORPORATION INTERNATIONAL COM 817565104 793 23,700 SH   SOLE   23,700 0 0
SERVICENOW INC. COM 81762P102 359 3,390 SH   SOLE   3,390 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 789 21,400 SH   SOLE   21,400 0 0
SIGNATURE BANK CORPORATION COM 82669G104 896 6,240 SH   SOLE   6,240 0 0
SILGAN HOLDINGS INC. COM 827048109 909 28,600 SH   SOLE   28,600 0 0
SIRIUS XM RADIO INC. COM 82968B103 174 31,800 SH   SOLE   31,800 0 0
SKYWEST INC. COM 830879102 576 16,400 SH   SOLE   16,400 0 0
SKYWORKS SOLUTIONS INC. COM 83088M102 753 7,850 SH   SOLE   7,850 0 0
SLM CORPORATION COM 78442P106 679 59,000 SH   SOLE   59,000 0 0
SM ENERGY COMPANY CONV 78454LAM2 3,595 4,000,000 SH   SOLE   4,000,000 0 0
SNAP-ON INC. COM 833034101 282 1,786 SH   SOLE   1,786 0 0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA ADR 833635105 1,883 57,020 SH   SOLE   57,020 0 0
SOTHEBY'S COM 835898107 2,370 44,150 SH   SOLE   44,150 0 0
SOUTH32 LTD ADR 84473L105 179 17,406 SH   SOLE   17,406 0 0
SOUTHERN CO. COM 842587107 1,250 26,106 SH   SOLE   26,106 0 0
SOUTHERN COPPER CORP. COM 84265V105 1,136 32,802 SH   SOLE   32,802 0 0
SOUTHWEST AIRLINES CO. COM 844741108 1,762 28,349 SH   SOLE   28,349 0 0
SOUTHWESTERN ENERGY CO. COM 845467109 895 147,254 SH   SOLE   147,254 0 0
SOUTHWESTERN ENERGY CO. CONV 845467208 2,633 180,000 SH   SOLE   180,000 0 0
SPARK ENERGY INC. COM 846511103 323 17,200 SH   SOLE   17,200 0 0
SPARTAN STORES INC. COM 847215100 291 11,200 SH   SOLE   11,200 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 3,179 74,100 SH   SOLE   74,100 0 0
SPECTRASCIENCE INC. COM 84760E301 0 157,715 SH   SOLE   157,715 0 0
SPIRIT AEROSYSTEMS HOLDINGS INC COM 848574109 1,141 19,700 SH   SOLE   19,700 0 0
SQUARE INC. COM 852234103 460 19,600 SH   SOLE   19,600 0 0
SS&C TECHNOLOGIES HOLDINGS INC. COM 78467J100 303 7,900 SH   SOLE   7,900 0 0
STANLEY BLACK & DECKER INC. COM 854502101 855 6,076 SH   SOLE   6,076 0 0
STAPLES INC. COM 855030102 1,015 100,748 SH   SOLE   100,748 0 0
STAR GAS PARTNERS L.P. COM 85512C105 188 17,318 SH   SOLE   17,318 0 0
STARBUCKS CORP. COM 855244109 644 11,044 SH   SOLE   11,044 0 0
STATE STREET CORPORATION COM 857477103 2,895 32,261 SH   SOLE   32,261 0 0
STATOIL ASA ADR 85771P102 1,830 110,700 SH   SOLE   110,700 0 0
STEEL DYNAMICS INC. COM 858119100 1,185 33,100 SH   SOLE   33,100 0 0
STERIS PLC COM G84720104 334 4,100 SH   SOLE   4,100 0 0
STRYKER CORP. COM 863667101 1,089 7,849 SH   SOLE   7,849 0 0
SUBSEA 7 SA ADR 864323100 319 23,600 SH   SOLE   23,600 0 0
SUBURBAN PROPANE PARTNERS L.P. COM 864482104 247 10,400 SH   SOLE   10,400 0 0
SUNCOR ENERGY INC. COM 867224107 514 17,619 SH   SOLE   17,619 0 0
SUNOCO LP COM 86765K109 1,283 41,900 SH   SOLE   41,900 0 0
SUNTRUST BANKS INC. COM 867914103 1,889 33,300 SH   SOLE   33,300 0 0
SVB FINANCIAL GROUP COM 78486Q101 330 1,880 SH   SOLE   1,880 0 0
SYMANTEC CORPORATION COM 871503108 1,673 59,234 SH   SOLE   59,234 0 0
SYNCHRONY FINANCIAL COM 87165B103 1,410 47,300 SH   SOLE   47,300 0 0
SYNNEX CORPORATION COM 87162W100 432 3,600 SH   SOLE   3,600 0 0
SYNOPSYS INC. COM 871607107 323 4,423 SH   SOLE   4,423 0 0
SYNOVUS FINANCIAL CORP. COM 87161C501 220 4,971 SH   SOLE   4,971 0 0
SYSCO CORP. COM 871829107 463 9,200 SH   SOLE   9,200 0 0
T ROWE PRICE GROUP INC. COM 74144T108 1,647 22,192 SH   SOLE   22,192 0 0
T-MOBILE US INC. COM 872590104 2,379 39,250 SH   SOLE   39,250 0 0
TAKE-TWO INTERACTIVE SOFTWARE INC. COM 874054109 1,115 15,200 SH   SOLE   15,200 0 0
TALLGRASS ENERGY PARTNERS LP COM 874697105 2,214 44,200 SH   SOLE   44,200 0 0
TARGA RESOURCES CORP. COM 87612G101 4,745 104,987 SH   SOLE   104,987 0 0
TARGET CORP. COM 87612E106 1,624 31,053 SH   SOLE   31,053 0 0
TCF FINANCIAL CORP. COM 872275102 469 29,400 SH   SOLE   29,400 0 0
TE CONNECTIVITY LTD. COM H84989104 5,948 75,600 SH   SOLE   75,600 0 0
TECH DATA CORP. COM 878237106 1,151 11,400 SH   SOLE   11,400 0 0
TECHNIPFMC PLC COM G87110105 261 9,612 SH   SOLE   9,612 0 0
TEEKAY LNG PARTNERS L.P. COM Y8564M105 524 34,105 SH   SOLE   34,105 0 0
TEEKAY OFFSHORE PARTNERS L.P. COM Y8565J101 253 87,987 SH   SOLE   87,987 0 0
TEEKAY TANKERS LTD. COM Y8565N102 37 19,800 SH   SOLE   19,800 0 0
TEGNA INC. COM 36473H104 133 15,300 SH   SOLE   15,300 0 0
TEGNA INC. COM 87901J105 400 27,774 SH   SOLE   27,774 0 0
TELEDYNE TECHNOLOGIES INCORPORATED COM 879360105 370 2,900 SH   SOLE   2,900 0 0
TELEFLEX INCORPORATED COM 879369106 787 3,790 SH   SOLE   3,790 0 0
TEMPUR SEALY INTERNATIONAL INC. COM 88023U101 683 12,800 SH   SOLE   12,800 0 0
TENARIS SA ADR 88031M109 990 31,800 SH   SOLE   31,800 0 0
TENNECO INC. COM 880349105 2,319 40,100 SH   SOLE   40,100 0 0
TERADATA CORPORATION COM 88076W103 2,149 72,884 SH   SOLE   72,884 0 0
TERADYNE INC. COM 880770102 1,105 36,800 SH   SOLE   36,800 0 0
TEREX CORP. COM 880779103 518 13,800 SH   SOLE   13,800 0 0
TERRA NITROGEN COMPANY LP COM 881005201 288 3,350 SH   SOLE   3,350 0 0
TESORO CORPORATION COM 881609101 2,067 22,080 SH   SOLE   22,080 0 0
TESORO LOGISTICS L.P. COM 88160T107 1,566 30,300 SH   SOLE   30,300 0 0
TETRA TECH INC. COM 88162G103 307 6,700 SH   SOLE   6,700 0 0
TEXAS INSTRUMENTS INC. COM 882508104 8,068 104,869 SH   SOLE   104,869 0 0
TEXTRON INC. COM 883203101 347 7,357 SH   SOLE   7,357 0 0
THERAVANCE BIOPHARMA INC. COM G8807B106 470 11,800 SH   SOLE   11,800 0 0
THERMO FISHER SCIENTIFIC INC. COM 883556102 1,711 9,809 SH   SOLE   9,809 0 0
THOR INDUSTRIES INC. COM 885160101 1,446 13,830 SH   SOLE   13,830 0 0
TIME WARNER INC. COM 887317303 2,791 27,793 SH   SOLE   27,793 0 0
TIMKEN COMPANY COM 887389104 412 8,900 SH   SOLE   8,900 0 0
TJX COMPANIES INC. COM 872540109 1,896 26,266 SH   SOLE   26,266 0 0
TOLL BROTHERS INC. COM 889478103 581 14,700 SH   SOLE   14,700 0 0
TORCHMARK CORP. COM 891027104 348 4,552 SH   SOLE   4,552 0 0
TORO CO. COM 891092108 1,092 15,760 SH   SOLE   15,760 0 0
TOTAL S.A. ADR 89151E109 2,454 49,490 SH   SOLE   49,490 0 0
TOTAL SYSTEM SERVICES INC. COM 891906109 1,638 28,128 SH   SOLE   28,128 0 0
TOWNE BANK COM 89214P109 370 12,000 SH   SOLE   12,000 0 0
TRANSDIGM GROUP INCORPORATED COM 893641100 226 840 SH   SOLE   840 0 0
TRANSOCEAN LTD COM H8817H100 1,941 235,900 SH   SOLE   235,900 0 0
TRANSUNION COM 89400J107 884 20,400 SH   SOLE   20,400 0 0
TRAVELERS COMPANIES INC. COM 89417E109 1,086 8,579 SH   SOLE   8,579 0 0
TRIBUNE MEDIA COMPANY COM 896047503 489 12,000 SH   SOLE   12,000 0 0
TRIMBLE INCORPORATED COM 896239100 646 18,120 SH   SOLE   18,120 0 0
TRINSEO S.A. COM L9340P101 5,146 74,900 SH   SOLE   74,900 0 0
TTM TECHNOLOGIES INC. COM 87305R109 944 54,400 SH   SOLE   54,400 0 0
TUPPERWARE BRANDS CORPORATION COM 899896104 337 4,800 SH   SOLE   4,800 0 0
TWENTY-FIRST CENTURY FOX INC. COM 90130A101 1,000 35,288 SH   SOLE   35,288 0 0
TWENTY-FIRST CENTURY FOX INC. COM 90130A200 396 14,200 SH   SOLE   14,200 0 0
TYSON FOODS INC. COM 902494103 609 9,721 SH   SOLE   9,721 0 0
U.S. BANCORP COM 902973304 3,454 66,521 SH   SOLE   66,521 0 0
ULTRAPAR PARTICIPACOES S.A. ADR 90400P101 1,451 61,675 SH   SOLE   61,675 0 0
UNION PACIFIC CORP. COM 907818108 4,637 42,572 SH   SOLE   42,572 0 0
UNITED COMMUNITY FINANCIAL CORP. COM 909839102 115 13,800 SH   SOLE   13,800 0 0
UNITED CONTINENTAL HOLDINGS INC. COM 910047109 3,153 41,900 SH   SOLE   41,900 0 0
UNITED PARCEL SERVICE INC. COM 911312106 793 7,175 SH   SOLE   7,175 0 0
UNITED RENTALS INC. COM 911363109 3,314 29,400 SH   SOLE   29,400 0 0
UNITED TECHNOLOGIES CORP. COM 913017109 2,201 18,022 SH   SOLE   18,022 0 0
UNITED THERAPEUTICS CORP COM 91307C102 538 4,150 SH   SOLE   4,150 0 0
UNITEDHEALTH GROUP INCORPORATED COM 91324P102 19,726 106,385 SH   SOLE   106,385 0 0
UNUM GROUP COM 91529Y106 3,053 65,466 SH   SOLE   65,466 0 0
UPM-KYMMENE CORP. ADR 915436109 287 10,000 SH   SOLE   10,000 0 0
USANA HEALTH SCIENCES INC. COM 90328M107 359 5,600 SH   SOLE   5,600 0 0
USG CORP. COM 903293405 424 14,600 SH   SOLE   14,600 0 0
VALE S.A. ADR 91912E105 1,661 189,800 SH   SOLE   189,800 0 0
VALERO ENERGY CORP. COM 91913Y100 3,391 50,274 SH   SOLE   50,274 0 0
VALIDUS HOLDINGS LTD. COM G9319H102 249 4,800 SH   SOLE   4,800 0 0
VALVOLINE INC. COM 92047W101 2,671 112,600 SH   SOLE   112,600 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF ETF 921943858 3,092 74,840 SH   SOLE   74,840 0 0
VANGUARD FTSE EMERGING MARKETS ETF ETF 922042858 2,278 55,800 SH   SOLE   55,800 0 0
VANGUARD TOTAL STOCK MARKET ETF ETF 922908769 8,525 68,500 SH   SOLE   68,500 0 0
VANTIV INC COM 92210H105 1,197 18,900 SH   SOLE   18,900 0 0
VAREX IMAGING CORP COM 92214X106 531 15,700 SH   SOLE   15,700 0 0
VARIAN MEDICAL SYSTEMS INC. COM 92220P105 802 7,771 SH   SOLE   7,771 0 0
VCA INC. (FKA VCA ANTECH INC.) COM 918194101 646 7,000 SH   SOLE   7,000 0 0
VECTOR GROUP LTD. COM 92240M108 219 10,290 SH   SOLE   10,290 0 0
VEEVA SYSTEMS INC. COM 922475108 871 14,200 SH   SOLE   14,200 0 0
VERISIGN INC. COM 92343E102 2,986 32,120 SH   SOLE   32,120 0 0
VERIZON COMMUNICATIONS INC. COM 92343V104 2,706 60,587 SH   SOLE   60,587 0 0
VF CORP. COM 918204108 403 7,000 SH   SOLE   7,000 0 0
VIACOM INC. COM 92553P201 1,235 36,800 SH   SOLE   36,800 0 0
VIOLIN MEMORY INC CONV 92763AAB7 715 11,000,000 SH   SOLE   11,000,000 0 0
VISA INC. COM 92826C839 8,327 88,792 SH   SOLE   88,792 0 0
VMWARE INC. COM 928563402 1,458 16,680 SH   SOLE   16,680 0 0
VOYA FINANCIAL INC. COM 929089100 1,162 31,500 SH   SOLE   31,500 0 0
VSE CORPORATION COM 918284100 459 10,200 SH   SOLE   10,200 0 0
VULCAN MATERIALS COMPANY COM 929160109 410 3,233 SH   SOLE   3,233 0 0
WABTEC CORPORATION COM 929740108 332 3,630 SH   SOLE   3,630 0 0
WAL-MART STORES INC. COM 931142103 5,334 70,475 SH   SOLE   70,475 0 0
WALGREENS BOOTS ALLIANCE INC. COM 931427108 2,671 34,102 SH   SOLE   34,102 0 0
WALT DISNEY COMPANY COM 254687106 4,941 46,504 SH   SOLE   46,504 0 0
WASTE MANAGEMENT INC. COM 94106L109 562 7,658 SH   SOLE   7,658 0 0
WATERS CORPORATION COM 941848103 2,030 11,040 SH   SOLE   11,040 0 0
WEBSTER FINANCIAL CORPORATION COM 947890109 319 6,100 SH   SOLE   6,100 0 0
WEC ENERGY GROUP INC. COM 92939U106 468 7,626 SH   SOLE   7,626 0 0
WELLCARE HEALTH PLANS INC. COM 94946T106 2,069 11,520 SH   SOLE   11,520 0 0
WELLS FARGO & COMPANY COM 949746101 10,857 195,933 SH   SOLE   195,933 0 0
WESCO INTERNATIONAL INC. COM 95082P105 1,478 25,800 SH   SOLE   25,800 0 0
WEST PHARMACEUTICAL SERVICES INC. COM 955306105 1,994 21,100 SH   SOLE   21,100 0 0
WESTERN ALLIANCE BANCORPORATION COM 957638109 266 5,400 SH   SOLE   5,400 0 0
WESTERN DIGITAL CORPORATION COM 958102105 3,376 38,103 SH   SOLE   38,103 0 0
WESTERN GAS PARTNERS LP COM 958254104 1,913 34,200 SH   SOLE   34,200 0 0
WESTERN UNION COMPANY COM 959802109 1,665 87,415 SH   SOLE   87,415 0 0
WESTROCK COMPANY COM 96145D105 1,853 32,712 SH   SOLE   32,712 0 0
WHEATON PRECIOUS METALS CORP. COM 962879102 707 35,570 SH   SOLE   35,570 0 0
WHIRLPOOL CORPORATION COM 963320106 2,552 13,317 SH   SOLE   13,317 0 0
WHITING PETROLEUM CORP. CONV 966387AL6 12,675 15,000,000 SH   SOLE   15,000,000 0 0
WILLIAMS PARTNERS LP COM 96949L105 6,475 161,424 SH   SOLE   161,424 0 0
WORKDAY INC. COM 98138H101 399 4,110 SH   SOLE   4,110 0 0
WORTHINGTON INDUSTRIES INC. COM 981811102 4,724 94,070 SH   SOLE   94,070 0 0
WRIGHT MEDICAL GROUP INC. CONV 98235TAE7 10,557 9,500,000 SH   SOLE   9,500,000 0 0
WYNDHAM WORLDWIDE CORPORATION COM 98310W108 1,856 18,481 SH   SOLE   18,481 0 0
WYNN RESORTS LIMITED COM 983134107 2,545 18,977 SH   SOLE   18,977 0 0
XCEL ENERGY INC. COM 98389B100 474 10,337 SH   SOLE   10,337 0 0
XEROX CORPORATION COM 984121608 781 27,193 SH   SOLE   27,193 0 0
XILINX INC. COM 983919101 2,626 40,827 SH   SOLE   40,827 0 0
XL GROUP LTD COM G98294104 2,905 66,335 SH   SOLE   66,335 0 0
XPERI CORP COM 98421B100 247 8,300 SH   SOLE   8,300 0 0
XYLEM INC. COM 98419M100 269 4,856 SH   SOLE   4,856 0 0
YUM CHINA HOLDING INC. COM 98850P109 729 18,500 SH   SOLE   18,500 0 0
ZIMMER BIOMET HOLDINGS INC. COM 98956P102 499 3,889 SH   SOLE   3,889 0 0
ZIONS BANCORPORATION COM 989701107 2,026 46,140 SH   SOLE   46,140 0 0
ZOETIS INC. COM 98978V103 7,686 123,210 SH   SOLE   123,210 0 0
ZYNGA INC. COM 98986T108 233 63,900 SH   SOLE   63,900 0 0
Agree Realty Corp COM 008492100 18,528 403,931 SH   SOLE   403,931 0 0
Acadia Realty Trust COM 004239109 35,670 1,283,076 SH   SOLE   1,283,076 0 0
American Homes 4 Rent COM 02665T306 36,186 1,603,260 SH   SOLE   1,603,260 0 0
AvalonBay Communities Inc COM 053484101 65,988 343,384 SH   SOLE   343,384 0 0
Brandywine Realty Trust COM 105368203 21,288 1,214,351 SH   SOLE   1,214,351 0 0
Boston Properties Inc COM 101121101 59,340 482,357 SH   SOLE   482,357 0 0
CubeSmart COM 229663109 24,002 998,406 SH   SOLE   998,406 0 0
Cousins Properties Inc COM 222795106 19,501 2,218,596 SH   SOLE   2,218,596 0 0
Digital Realty Trust Inc COM 253868103 50,065 443,247 SH   SOLE   443,247 0 0
Physicians Realty Trust COM 71943U104 45,938 2,280,916 SH   SOLE   2,280,916 0 0
Duke Realty Corp COM 264411505 41,369 1,480,107 SH   SOLE   1,480,107 0 0
DiamondRock Hospitality Co COM 252784301 14,070 1,284,898 SH   SOLE   1,284,898 0 0
Equinix Inc COM 29444U700 40,575 94,544 SH   SOLE   94,544 0 0
Equity Residential COM 29476L107 69,576 1,056,901 SH   SOLE   1,056,901 0 0
Extra Space Storage Inc COM 30225T102 70,276 900,968 SH   SOLE   900,968 0 0
GEO Group Inc COM 36162J106 36,699 1,241,094 SH   SOLE   1,241,094 0 0
Gaming and Leisure Properties Inc COM 36467J108 27,333 725,580 SH   SOLE   725,580 0 0
Welltower Inc COM 95040Q104 74,138 990,489 SH   SOLE   990,489 0 0
Highwoods Properties Inc COM 431284108 9,123 179,899 SH   SOLE   179,899 0 0
Hilton Worldwide Holdings Inc COM 43300A203 32,279 521,897 SH   SOLE   521,897 0 0
Hudson Pacific Properties Inc COM 444097109 25,568 747,808 SH   SOLE   747,808 0 0
Invitation Homes Inc COM 46187W107 17,809 823,341 SH   SOLE   823,341 0 0
Kimco Realty Corp COM 49446R109 10,445 569,208 SH   SOLE   569,208 0 0
Kilroy Realty Corp COM 49427F108 57,350 763,135 SH   SOLE   763,135 0 0
Mid America Apartment Communities Inc COM 59522J103 48,361 458,918 SH   SOLE   458,918 0 0
Macerich Co COM 554382101 31,406 540,924 SH   SOLE   540,924 0 0
Medical Properties Trust Inc COM 58463J304 16,722 1,299,326 SH   SOLE   1,299,326 0 0
National Health Investors Inc COM 63633D104 15,596 196,920 SH   SOLE   196,920 0 0
Realty Income Corp COM 756109104 30,048 544,553 SH   SOLE   544,553 0 0
Omega Healthcare Investors Inc COM 681936100 20,005 605,848 SH   SOLE   605,848 0 0
Paramount Group Inc COM 69924R108 30,633 1,914,579 SH   SOLE   1,914,579 0 0
Park Hotels & Resorts Inc COM 700517105 9,437 350,055 SH   SOLE   350,055 0 0
Prologis Inc COM 74340W103 121,610 2,073,843 SH   SOLE   2,073,843 0 0
Regency Centers Corp COM 758849103 53,091 847,555 SH   SOLE   847,555 0 0
Ramco Gershenson Properties Trust COM 751452202 5,487 425,328 SH   SOLE   425,328 0 0
Colony Starwood Homes COM 85572F105 50,972 1,485,630 SH   SOLE   1,485,630 0 0
Sunstone Hotel Investors Inc COM 867892101 17,960 1,114,138 SH   SOLE   1,114,138 0 0
Simon Property Group Inc COM 828806109 87,609 541,597 SH   SOLE   541,597 0 0
Spirit Realty Capital Inc COM 84860W102 3,667 494,921 SH   SOLE   494,921 0 0
STORE Capital Corp COM 862121100 14,717 655,529 SH   SOLE   655,529 0 0
Ventas Inc COM 92276F100 30,369 437,083 SH   SOLE   437,083 0 0
BARINGS PARTN INVS TRUST COM 05616B100 2,941 210,820 SH   SOLE   210,820 0 0
BARINGS CORPORATE INVS COM 05617K109 3,315 219,664 SH   SOLE   219,664 0 0
TCP CAPITAL CORP COM 87238Q103 27,097 1,603,372 SH   SOLE   1,603,372 0 0