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 |
| 8point3 Energy Partners LP Cla | COM | 282539105 | 5,768 | 444,364 | SH | SOLE | 444,364 | 0 | 0 | ||
| AbbVie Inc | COM | 00287Y109 | 11,297 | 180,400 | SH | SOLE | 180,400 | 0 | 0 | ||
| Acadia Healthcare Company, Inc | COM | 00404A109 | 324 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
| Activision Inc. | COM | 00507V109 | 4,832 | 133,800 | SH | SOLE | 133,800 | 0 | 0 | ||
| Acuity Brands Inc. | COM | 00508Y102 | 693 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
| Adobe Systems Inc. | COM | 00724F101 | 3,354 | 32,580 | SH | SOLE | 32,580 | 0 | 0 | ||
| Advanced Energy Industries, In | COM | 007973100 | 1,369 | 24,997 | SH | SOLE | 24,997 | 0 | 0 | ||
| Advisory Board Co. | COM | 00762W107 | 1,330 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| AES Corp. | COM | 00130H105 | 940 | 80,900 | SH | SOLE | 80,900 | 0 | 0 | ||
| Aetna Inc. | COM | 00817Y108 | 3,224 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
| Affiliated Managers Group Inc. | COM | 008252108 | 654 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
| AFLAC Inc. | COM | 001055102 | 501 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
| Agnico-Eagle Mines Ltd. | COM | 008474108 | 840 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| Agrium Inc. | COM | 008916108 | 1,750 | 17,400 | SH | SOLE | 17,400 | 0 | 0 | ||
| Air Lease Corporation Class A | COM | 00912X302 | 6,666 | 194,176 | SH | SOLE | 194,176 | 0 | 0 | ||
| Alibaba Group Holding Ltd. Spo | ADR | 01609W102 | 2,467 | 28,100 | SH | SOLE | 28,100 | 0 | 0 | ||
| Allergan Plc | COM | G0177J108 | 14,659 | 69,800 | SH | SOLE | 69,800 | 0 | 0 | ||
| Allete Inc. | COM | 018522300 | 2,664 | 41,500 | SH | SOLE | 41,500 | 0 | 0 | ||
| Alliant Energy Corp. | COM | 018802108 | 1,625 | 42,900 | SH | SOLE | 42,900 | 0 | 0 | ||
| Allison Transmission Holdings, | COM | 01973r101 | 5,037 | 149,500 | SH | SOLE | 149,500 | 0 | 0 | ||
| Ally Financial Inc | COM | 02005N100 | 8,095 | 425,600 | SH | SOLE | 425,600 | 0 | 0 | ||
| Altria Group Inc. | COM | 02209S103 | 2,198 | 32,500 | SH | SOLE | 32,500 | 0 | 0 | ||
| Amazon.com Inc. | COM | 023135106 | 1,552 | 2,070 | SH | SOLE | 2,070 | 0 | 0 | ||
| Ameren Corp. | COM | 023608102 | 3,473 | 66,200 | SH | SOLE | 66,200 | 0 | 0 | ||
| American Electric Power Co. In | COM | 025537101 | 2,229 | 35,400 | SH | SOLE | 35,400 | 0 | 0 | ||
| American Express Co. | COM | 025816109 | 1,793 | 24,200 | SH | SOLE | 24,200 | 0 | 0 | ||
| American International Group I | COM | 026874784 | 9,642 | 147,640 | SH | SOLE | 147,640 | 0 | 0 | ||
| Amgen Inc. | COM | 031162100 | 6,082 | 41,600 | SH | SOLE | 41,600 | 0 | 0 | ||
| Amphastar Pharmaceuticals Inc | COM | 03209r103 | 774 | 42,000 | SH | SOLE | 42,000 | 0 | 0 | ||
| AmTrust Financial Services Inc | COM | 032359309 | 4,663 | 170,300 | SH | SOLE | 170,300 | 0 | 0 | ||
| Annaly Capital Management Inc. | COM | 035710409 | 517 | 51,900 | SH | SOLE | 51,900 | 0 | 0 | ||
| Antero Resources Corporation | COM | 03674X106 | 4,510 | 190,700 | SH | SOLE | 190,700 | 0 | 0 | ||
| Anthem, Inc. | COM | 036752103 | 906 | 6,300 | SH | SOLE | 6,300 | 0 | 0 | ||
| AON Corp. | COM | G0408V102 | 1,271 | 11,400 | SH | SOLE | 11,400 | 0 | 0 | ||
| Apogee Enterprises Inc. | COM | 037598109 | 857 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
| Apple Inc. | COM | 037833100 | 12,591 | 108,710 | SH | SOLE | 108,710 | 0 | 0 | ||
| Applied Materials Inc. | COM | 038222105 | 2,904 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
| Armstrong World Industries, In | COM | 04247x102 | 372 | 8,900 | SH | SOLE | 8,900 | 0 | 0 | ||
| Arthur J. Gallagher & Co. | COM | 363576109 | 1,341 | 25,800 | SH | SOLE | 25,800 | 0 | 0 | ||
| ASTRAZENECA PLC -SPON ADR | ADR | 046353108 | 519 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
| AT&T Corp. | COM | 00206R102 | 3,534 | 83,100 | SH | SOLE | 83,100 | 0 | 0 | ||
| Automatic Data Processing Inc. | COM | 053015103 | 1,110 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
| AutoZone Inc. | COM | 053332102 | 4,834 | 6,120 | SH | SOLE | 6,120 | 0 | 0 | ||
| AVANGRID INC COM | COM | 05351w103 | 1,144 | 30,200 | SH | SOLE | 30,200 | 0 | 0 | ||
| Avery Dennison Corp. | COM | 053611109 | 1,475 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
| B&G Foods, Inc. | COM | 05508R106 | 1,042 | 23,800 | SH | SOLE | 23,800 | 0 | 0 | ||
| Baker Hughes Inc. | COM | 057224107 | 3,807 | 58,600 | SH | SOLE | 58,600 | 0 | 0 | ||
| BancorpSouth, Inc. | COM | 059692103 | 599 | 19,300 | SH | SOLE | 19,300 | 0 | 0 | ||
| Bank of America Corp. | COM | 060505104 | 18,365 | 831,010 | SH | SOLE | 831,010 | 0 | 0 | ||
| Bank of the Ozarks, Inc. | COM | 063904106 | 295 | 5,600 | SH | SOLE | 5,600 | 0 | 0 | ||
| BCE Inc. | COM | 05534B760 | 1,708 | 39,500 | SH | SOLE | 39,500 | 0 | 0 | ||
| BE Aerospace Inc. | COM | 073302101 | 2,979 | 49,500 | SH | SOLE | 49,500 | 0 | 0 | ||
| Becton Dickinson & Co. | COM | 075887109 | 1,242 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
| BERKSHIRE HATHAWAY INC CL B NE | COM | 084670702 | 12,289 | 75,400 | SH | SOLE | 75,400 | 0 | 0 | ||
| BGC Partners Inc | COM | 05541T101 | 1,568 | 153,300 | SH | SOLE | 153,300 | 0 | 0 | ||
| BioTelemetry, Inc. | COM | 090672106 | 3,264 | 146,062 | SH | SOLE | 146,062 | 0 | 0 | ||
| Black Hills Corp. | COM | 092113109 | 883 | 14,400 | SH | SOLE | 14,400 | 0 | 0 | ||
| BLACKROCK DEFINED OPPRTY CR TR | COM | 09255Q105 | 1,383 | 100,256 | SH | SOLE | 100,256 | 0 | 0 | ||
| BlackRock Enhanced Government | COM | 09255K108 | 3,221 | 244,195 | SH | SOLE | 244,195 | 0 | 0 | ||
| Blackrock Income Trust | COM | 09247F100 | 8,680 | 1,371,273 | SH | SOLE | 1,371,273 | 0 | 0 | ||
| Blue Buffalo Pet Products Inc | COM | 09531U102 | 803 | 33,400 | SH | SOLE | 33,400 | 0 | 0 | ||
| Boeing Co. | COM | 097023105 | 3,363 | 21,600 | SH | SOLE | 21,600 | 0 | 0 | ||
| BofI Holding, Inc | COM | 05566U108 | 1,005 | 35,200 | SH | SOLE | 35,200 | 0 | 0 | ||
| Boston Scientific Corp. | COM | 101137107 | 7,560 | 349,500 | SH | SOLE | 349,500 | 0 | 0 | ||
| Bristol-Myers Squibb Co. | COM | 110122108 | 9,976 | 170,700 | SH | SOLE | 170,700 | 0 | 0 | ||
| British American Tobacco PLC ( | ADR | 110448107 | 766 | 6,800 | SH | SOLE | 6,800 | 0 | 0 | ||
| BROADCOM LTD SHS | COM | Y09827109 | 12,927 | 73,130 | SH | SOLE | 73,130 | 0 | 0 | ||
| Broadridge Financial Solutions | COM | 11133T103 | 2,307 | 34,800 | SH | SOLE | 34,800 | 0 | 0 | ||
| Brunswick Corp. | COM | 117043109 | 6,168 | 113,100 | SH | SOLE | 113,100 | 0 | 0 | ||
| Buckle Inc. | COM | 118440106 | 1,227 | 53,800 | SH | SOLE | 53,800 | 0 | 0 | ||
| Builders FirstSource Inc. | COM | 12008R107 | 971 | 88,500 | SH | SOLE | 88,500 | 0 | 0 | ||
| Cabot Corp. | COM | 127055101 | 354 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
| Cabot Oil & Gas Corp. | COM | 127097103 | 7,606 | 325,600 | SH | SOLE | 325,600 | 0 | 0 | ||
| CAlAmp Corp. | COM | 128126109 | 461 | 31,800 | SH | SOLE | 31,800 | 0 | 0 | ||
| Cameco Corp. | COM | 13321L108 | 2,460 | 235,000 | SH | SOLE | 235,000 | 0 | 0 | ||
| Capital One Financial Corp. | COM | 14040H105 | 410 | 4,700 | SH | SOLE | 4,700 | 0 | 0 | ||
| Carlisle Cos. | COM | 142339100 | 276 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
| Carrizo Oil & Gas, Inc. | COM | 144577103 | 8,157 | 218,400 | SH | SOLE | 218,400 | 0 | 0 | ||
| CBRE Group Inc | COM | 12504L109 | 15,011 | 476,690 | SH | SOLE | 476,690 | 0 | 0 | ||
| CBS Corp (Cl B) | COM | 124857202 | 3,239 | 50,904 | SH | SOLE | 50,904 | 0 | 0 | ||
| CDK Global Inc | COM | 12508E101 | 1,319 | 22,100 | SH | SOLE | 22,100 | 0 | 0 | ||
| Celanese Corp. (Series A) | COM | 150870103 | 1,339 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
| Celgene Corp. | COM | 151020104 | 15,594 | 134,720 | SH | SOLE | 134,720 | 0 | 0 | ||
| CenterPoint Energy Inc. | COM | 15189T107 | 2,560 | 103,900 | SH | SOLE | 103,900 | 0 | 0 | ||
| CF Industries Holdings Inc. | COM | 125269100 | 2,833 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
| Charles River Laboratories Int | COM | 159864107 | 1,890 | 24,800 | SH | SOLE | 24,800 | 0 | 0 | ||
| Chesapeake Energy Corp. | COM | 165167107 | 9,146 | 1,302,850 | SH | SOLE | 1,302,850 | 0 | 0 | ||
| Chevron Corp. | COM | 166764100 | 28,119 | 238,900 | SH | SOLE | 238,900 | 0 | 0 | ||
| China Biologic Products, Inc. | COM | 16938C106 | 1,667 | 15,500 | SH | SOLE | 15,500 | 0 | 0 | ||
| Chubb Limited | COM | h1467J104 | 1,017 | 7,700 | SH | SOLE | 7,700 | 0 | 0 | ||
| CIGNA Corp. | COM | 125509109 | 5,963 | 44,700 | SH | SOLE | 44,700 | 0 | 0 | ||
| Cimarex Energy Co. | COM | 171798101 | 5,844 | 43,000 | SH | SOLE | 43,000 | 0 | 0 | ||
| Citigroup Inc. | COM | 172967424 | 2,752 | 46,300 | SH | SOLE | 46,300 | 0 | 0 | ||
| Citrix Systems Inc. | COM | 177376100 | 482 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
| CMS Energy Corp. | COM | 125896100 | 4,806 | 115,476 | SH | SOLE | 115,476 | 0 | 0 | ||
| CNO Financial Group, Inc. | COM | 12621E103 | 4,790 | 250,130 | SH | SOLE | 250,130 | 0 | 0 | ||
| Coca-Cola Co. | COM | 191216100 | 2,770 | 66,800 | SH | SOLE | 66,800 | 0 | 0 | ||
| Cognizant Technology Solutions | COM | 192446102 | 3,569 | 63,700 | SH | SOLE | 63,700 | 0 | 0 | ||
| COHEN & STEERS INC COM | COM | 19247A100 | 642 | 19,100 | SH | SOLE | 19,100 | 0 | 0 | ||
| Coherent Inc. | COM | 192479103 | 384 | 2,794 | SH | SOLE | 2,794 | 0 | 0 | ||
| Comcast Corp. | COM | 20030N101 | 5,734 | 83,044 | SH | SOLE | 83,044 | 0 | 0 | ||
| Comfort Systems USA, Inc. | COM | 199908104 | 2,179 | 65,440 | SH | SOLE | 65,440 | 0 | 0 | ||
| Constellation Brands Inc. | COM | 21036P108 | 1,502 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
| Continental Resources, Inc. | COM | 212015101 | 5,662 | 109,850 | SH | SOLE | 109,850 | 0 | 0 | ||
| Corcept Therapeutics Incorpora | COM | 218352102 | 203 | 27,919 | SH | SOLE | 27,919 | 0 | 0 | ||
| CoStar Group, Inc. | COM | 22160N109 | 1,917 | 10,170 | SH | SOLE | 10,170 | 0 | 0 | ||
| Credicorp Ltd | COM | G2519Y108 | 1,058 | 6,700 | SH | SOLE | 6,700 | 0 | 0 | ||
| Credit Acceptance Corporation | COM | 225310101 | 653 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
| CVS Health Corporation | COM | 126650100 | 9,351 | 118,500 | SH | SOLE | 118,500 | 0 | 0 | ||
| Cypress Semiconductor Corp. | COM | 232806109 | 2,632 | 230,100 | SH | SOLE | 230,100 | 0 | 0 | ||
| DELAWARE INVTS DIV & INCOME FD | COM | 245915103 | 2,815 | 282,194 | SH | SOLE | 282,194 | 0 | 0 | ||
| Delta Air Lines Inc. | COM | 247361702 | 2,892 | 58,800 | SH | SOLE | 58,800 | 0 | 0 | ||
| Deluxe Corp. | COM | 248019101 | 3,144 | 43,900 | SH | SOLE | 43,900 | 0 | 0 | ||
| Denbury Resources Inc. | COM | 247916208 | 3,755 | 1,020,450 | SH | SOLE | 1,020,450 | 0 | 0 | ||
| DEUTSCHE GLOBAL HIGH INCOME FD | COM | 25158V108 | 2,662 | 319,522 | SH | SOLE | 319,522 | 0 | 0 | ||
| DEUTSCHE MULTI-MKT INCOME TR S | COM | 25160E102 | 8,246 | 967,880 | SH | SOLE | 967,880 | 0 | 0 | ||
| DEUTSCHE STRATEGIC INCOME TR S | COM | 25160F109 | 1,824 | 153,370 | SH | SOLE | 153,370 | 0 | 0 | ||
| Diamondback Energy, Inc. | COM | 25278X109 | 11,627 | 115,050 | SH | SOLE | 115,050 | 0 | 0 | ||
| Dime Community Bancshares | COM | 253922108 | 2,367 | 117,743 | SH | SOLE | 117,743 | 0 | 0 | ||
| Discover Financial Services | COM | 254709108 | 14,207 | 197,080 | SH | SOLE | 197,080 | 0 | 0 | ||
| Dollar General Corp. | COM | 256677105 | 3,659 | 49,400 | SH | SOLE | 49,400 | 0 | 0 | ||
| Dollar Tree Stores Inc. | COM | 256746108 | 4,947 | 64,100 | SH | SOLE | 64,100 | 0 | 0 | ||
| Dominion Resources Inc. (Virgi | COM | 25746U109 | 2,796 | 36,500 | SH | SOLE | 36,500 | 0 | 0 | ||
| Dow Chemical Co. | COM | 260543103 | 3,075 | 53,745 | SH | SOLE | 53,745 | 0 | 0 | ||
| Dr Pepper Snapple Group Inc. | COM | 26138E109 | 1,940 | 21,400 | SH | SOLE | 21,400 | 0 | 0 | ||
| Dril-Quip Inc. | COM | 262037104 | 5,398 | 89,900 | SH | SOLE | 89,900 | 0 | 0 | ||
| DST Systems Inc. | COM | 233326107 | 3,375 | 31,500 | SH | SOLE | 31,500 | 0 | 0 | ||
| DTE Energy Co. | COM | 233331107 | 8,324 | 84,500 | SH | SOLE | 84,500 | 0 | 0 | ||
| Duke Energy Corp. | COM | 26441C204 | 2,065 | 26,600 | SH | SOLE | 26,600 | 0 | 0 | ||
| Dycom Industries Inc. | COM | 267475101 | 522 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
| E TRADE Financial Corp. | COM | 269246401 | 1,272 | 36,700 | SH | SOLE | 36,700 | 0 | 0 | ||
| Eagle Materials Inc. | COM | 26969P108 | 1,281 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
| Eastman Chemical Co. | COM | 277432100 | 3,008 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| EATON VANCE HIGH INCOME 2021 C | COM | 27829W101 | 2,358 | 237,664 | SH | SOLE | 237,664 | 0 | 0 | ||
| eBay Inc. | COM | 278642103 | 419 | 14,100 | SH | SOLE | 14,100 | 0 | 0 | ||
| Echo Global Logistics, Inc | COM | 27875t101 | 2,872 | 114,636 | SH | SOLE | 114,636 | 0 | 0 | ||
| Edison International | COM | 281020107 | 1,901 | 26,400 | SH | SOLE | 26,400 | 0 | 0 | ||
| Edwards Lifesciences Corp. | COM | 28176E108 | 7,730 | 82,500 | SH | SOLE | 82,500 | 0 | 0 | ||
| Electronic Arts Inc. | COM | 285512109 | 3,418 | 43,400 | SH | SOLE | 43,400 | 0 | 0 | ||
| Electronics for Imaging Inc. | COM | 286082102 | 1,096 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| Eli Lilly & Co. | COM | 532457108 | 6,767 | 92,000 | SH | SOLE | 92,000 | 0 | 0 | ||
| Endo International Plc | COM | G30401106 | 296 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
| ENI S P A -SPON ADR | ADR | 26874R108 | 3,224 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| EOG Resources Inc. | COM | 26875P101 | 11,343 | 112,200 | SH | SOLE | 112,200 | 0 | 0 | ||
| Equifax Inc. | COM | 294429105 | 1,360 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
| Equitable Resources Inc. | COM | 26884L109 | 5,860 | 89,600 | SH | SOLE | 89,600 | 0 | 0 | ||
| Estee Lauder Cos. (Cl A) | COM | 518439104 | 627 | 8,200 | SH | SOLE | 8,200 | 0 | 0 | ||
| Euronet Worldwide Inc. | COM | 298736109 | 1,268 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
| Eversource Energy | COM | 30040W108 | 3,468 | 62,800 | SH | SOLE | 62,800 | 0 | 0 | ||
| ExlService Holdings, Inc. | COM | 302081104 | 525 | 10,400 | SH | SOLE | 10,400 | 0 | 0 | ||
| Exxon Mobil Corp. | COM | 30231G102 | 45,374 | 502,700 | SH | SOLE | 502,700 | 0 | 0 | ||
| Fabrinet | COM | g3323l100 | 492 | 12,200 | SH | SOLE | 12,200 | 0 | 0 | ||
| Facebook, Inc. Class A | COM | 30303M102 | 11,108 | 96,550 | SH | SOLE | 96,550 | 0 | 0 | ||
| Fifth Third Bancorp | COM | 316773100 | 8,336 | 309,090 | SH | SOLE | 309,090 | 0 | 0 | ||
| Financial Engines, Inc. | COM | 317485100 | 647 | 17,600 | SH | SOLE | 17,600 | 0 | 0 | ||
| Finisar Corporation | COM | 31787a507 | 1,196 | 39,500 | SH | SOLE | 39,500 | 0 | 0 | ||
| First Commonwealth Financial C | COM | 319829107 | 4,530 | 319,460 | SH | SOLE | 319,460 | 0 | 0 | ||
| First Midwest Bancorp | COM | 320867104 | 974 | 38,600 | SH | SOLE | 38,600 | 0 | 0 | ||
| First Republic Bank (Californi | COM | 33616c100 | 599 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
| FIRST TR ABERDEEN GLBL OPP FD | COM | 337319107 | 2,004 | 179,578 | SH | SOLE | 179,578 | 0 | 0 | ||
| FIRST TR ENHANCED EQTY INC FD | COM | 337318109 | 1,728 | 127,897 | SH | SOLE | 127,897 | 0 | 0 | ||
| FIRST TRUST MORTGAGE INCM FD C | COM | 33734E103 | 2,192 | 155,589 | SH | SOLE | 155,589 | 0 | 0 | ||
| Five Below, Inc. | COM | 33829M101 | 843 | 21,100 | SH | SOLE | 21,100 | 0 | 0 | ||
| Ford Motor Co. | COM | 345370860 | 691 | 57,000 | SH | SOLE | 57,000 | 0 | 0 | ||
| Fortune Brands Home & Security | COM | 34964c106 | 1,657 | 31,000 | SH | SOLE | 31,000 | 0 | 0 | ||
| FRANKLIN LTD DURATION INC TR C | COM | 35472T101 | 6,173 | 512,733 | SH | SOLE | 512,733 | 0 | 0 | ||
| GAMCO Investors, Inc. Class A | COM | 361438104 | 405 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
| General Dynamics Corp. | COM | 369550108 | 328 | 1,900 | SH | SOLE | 1,900 | 0 | 0 | ||
| General Electric Co. | COM | 369604103 | 790 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| General Mills Inc. | COM | 370334104 | 1,137 | 18,400 | SH | SOLE | 18,400 | 0 | 0 | ||
| Genpact Limited | COM | G3922B107 | 531 | 21,800 | SH | SOLE | 21,800 | 0 | 0 | ||
| Gilead Sciences Inc. | COM | 375558103 | 4,855 | 67,800 | SH | SOLE | 67,800 | 0 | 0 | ||
| Golar LNG Ltd. | COM | G9456A100 | 8,846 | 385,600 | SH | SOLE | 385,600 | 0 | 0 | ||
| Google Inc Cl A | COM | 02079K305 | 2,536 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
| Google Inc Cl C | COM | 02079K107 | 12,053 | 15,616 | SH | SOLE | 15,616 | 0 | 0 | ||
| Graphic Packaging Holding Comp | COM | 388689101 | 11,107 | 890,000 | SH | SOLE | 890,000 | 0 | 0 | ||
| Great Plains Energy Inc. | COM | 391164100 | 2,948 | 107,800 | SH | SOLE | 107,800 | 0 | 0 | ||
| Gulfport Energy Corporation | COM | 402635304 | 5,791 | 267,600 | SH | SOLE | 267,600 | 0 | 0 | ||
| Hanesbrands Inc. | COM | 410345102 | 4,883 | 226,400 | SH | SOLE | 226,400 | 0 | 0 | ||
| Hartford Financial Services Gr | COM | 416515104 | 1,415 | 29,700 | SH | SOLE | 29,700 | 0 | 0 | ||
| HCA Holdings Inc | COM | 40412C101 | 5,218 | 70,500 | SH | SOLE | 70,500 | 0 | 0 | ||
| Headwaters Inc. | COM | 42210P102 | 470 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| Henry Schein Inc. | COM | 806407102 | 986 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
| Hexcel Corporation | COM | 428291108 | 579 | 11,255 | SH | SOLE | 11,255 | 0 | 0 | ||
| Hollyfrontier Corp | COM | 436106108 | 4,619 | 141,000 | SH | SOLE | 141,000 | 0 | 0 | ||
| Hologic Inc. | COM | 436440101 | 1,300 | 32,400 | SH | SOLE | 32,400 | 0 | 0 | ||
| Home Depot Inc. | COM | 437076102 | 11,684 | 87,140 | SH | SOLE | 87,140 | 0 | 0 | ||
| Honeywell International Inc. | COM | 438516106 | 9,435 | 81,440 | SH | SOLE | 81,440 | 0 | 0 | ||
| Horace Mann Educators Corp. | COM | 440327104 | 1,058 | 24,731 | SH | SOLE | 24,731 | 0 | 0 | ||
| Horizon Pharma plc | COM | G4617B105 | 252 | 15,600 | SH | SOLE | 15,600 | 0 | 0 | ||
| Huntsman Corporation | COM | 447011107 | 4,770 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
| Impax Laboratories, Inc. | COM | 45256B101 | 280 | 21,100 | SH | SOLE | 21,100 | 0 | 0 | ||
| Infosys Technologies Ltd. ADS | ADR | 456788108 | 1,538 | 103,700 | SH | SOLE | 103,700 | 0 | 0 | ||
| Ingersoll-Rand Co. Ltd. | COM | G47791101 | 375 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| InnerWorkings Inc. | COM | 45773Y105 | 246 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| Innoviva, Inc. | COM | 45781M101 | 348 | 32,500 | SH | SOLE | 32,500 | 0 | 0 | ||
| Intel Corp. | COM | 458140100 | 3,322 | 91,600 | SH | SOLE | 91,600 | 0 | 0 | ||
| International Paper Co. | COM | 460146103 | 690 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
| Intuitive Surgical Inc. | COM | 46120E602 | 761 | 1,200 | SH | SOLE | 1,200 | 0 | 0 | ||
| INVESCO Ltd. | COM | G491BT108 | 2,002 | 66,000 | SH | SOLE | 66,000 | 0 | 0 | ||
| IPG Photonics Corporation | COM | 44980X109 | 9,190 | 93,100 | SH | SOLE | 93,100 | 0 | 0 | ||
| ISHARES TR CUR HD EURZN ETF | COM | 46434V639 | 7,794 | 293,000 | SH | SOLE | 293,000 | 0 | 0 | ||
| ISHARES TR EUROPE ETF | COM | 464287861 | 6,912 | 178,100 | SH | SOLE | 178,100 | 0 | 0 | ||
| ISHARES TR NA NAT RES | COM | 464287374 | 3,128 | 87,000 | SH | SOLE | 87,000 | 0 | 0 | ||
| J.M. Smucker Co. | COM | 832696405 | 1,127 | 8,800 | SH | SOLE | 8,800 | 0 | 0 | ||
| j2 Global Communications Inc. | COM | 48123V102 | 500 | 6,114 | SH | SOLE | 6,114 | 0 | 0 | ||
| Janus Capital Group Inc. | COM | 47102X105 | 2,654 | 199,980 | SH | SOLE | 199,980 | 0 | 0 | ||
| Jazz Pharmaceuticals Plc | COM | G50871105 | 10,524 | 96,520 | SH | SOLE | 96,520 | 0 | 0 | ||
| Johnson & Johnson | COM | 478160104 | 11,959 | 103,800 | SH | SOLE | 103,800 | 0 | 0 | ||
| Johnson Controls International | COM | g51502105 | 412 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Jones Lang LaSalle Inc. | COM | 48020Q107 | 3,064 | 30,329 | SH | SOLE | 30,329 | 0 | 0 | ||
| JPMorgan Chase & Co. | COM | 46625H100 | 3,736 | 43,300 | SH | SOLE | 43,300 | 0 | 0 | ||
| JPMORGAN CHINA REGION FD INC C | COM | 48126T104 | 1,841 | 118,158 | SH | SOLE | 118,158 | 0 | 0 | ||
| KB Home | COM | 48666K109 | 553 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| Kellogg Co. | COM | 487836108 | 1,143 | 15,500 | SH | SOLE | 15,500 | 0 | 0 | ||
| KFORCE INC | COM | 493732101 | 1,894 | 82,000 | SH | SOLE | 82,000 | 0 | 0 | ||
| Kimberly-Clark Corp. | COM | 494368103 | 1,906 | 16,700 | SH | SOLE | 16,700 | 0 | 0 | ||
| KOREA EQUITY FD INC COM | COM | 50063B104 | 283 | 38,250 | SH | SOLE | 38,250 | 0 | 0 | ||
| Korn/Ferry International | COM | 500643200 | 456 | 15,500 | SH | SOLE | 15,500 | 0 | 0 | ||
| Kroger Co. | COM | 501044101 | 300 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
| La-Z-Boy Inc. | COM | 505336107 | 419 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
| Legg Mason Inc. | COM | 524901105 | 1,678 | 56,100 | SH | SOLE | 56,100 | 0 | 0 | ||
| LGI Homes, Inc. | COM | 50187T106 | 833 | 29,000 | SH | SOLE | 29,000 | 0 | 0 | ||
| Liberty Tax, Inc. Class A | COM | 53128t102 | 265 | 19,745 | SH | SOLE | 19,745 | 0 | 0 | ||
| Ligand Pharmaceuticals Incorpo | COM | 53220K504 | 770 | 7,575 | SH | SOLE | 7,575 | 0 | 0 | ||
| Lincoln National Corp. | COM | 534187109 | 5,136 | 77,500 | SH | SOLE | 77,500 | 0 | 0 | ||
| Lowe's Cos. | COM | 548661107 | 4,616 | 64,900 | SH | SOLE | 64,900 | 0 | 0 | ||
| LyondellBasell Industries N.V. | COM | N53745100 | 429 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
| M.D.C. Holdings Inc. | COM | 552676108 | 687 | 26,775 | SH | SOLE | 26,775 | 0 | 0 | ||
| M/A-COM Technology Solutions H | COM | 55405Y100 | 490 | 10,594 | SH | SOLE | 10,594 | 0 | 0 | ||
| M/I Homes Inc. | COM | 55305B101 | 514 | 20,400 | SH | SOLE | 20,400 | 0 | 0 | ||
| Macerich Co. | COM | 554382101 | 1,941 | 27,400 | SH | SOLE | 27,400 | 0 | 0 | ||
| MADISON STRTG SECTOR PREM FD C | COM | 558268108 | 2,219 | 186,623 | SH | SOLE | 186,623 | 0 | 0 | ||
| Magellan Midstream Partners, L | COM | 559080106 | 11,624 | 153,700 | SH | SOLE | 153,700 | 0 | 0 | ||
| Magna International Inc. | COM | 559222401 | 9,240 | 212,900 | SH | SOLE | 212,900 | 0 | 0 | ||
| Mallinckrodt Plc | COM | G5785G107 | 877 | 17,600 | SH | SOLE | 17,600 | 0 | 0 | ||
| Manpower Inc. | COM | 56418H100 | 2,222 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| Marathon Petroleum Corp | COM | 56585A102 | 7,469 | 148,350 | SH | SOLE | 148,350 | 0 | 0 | ||
| MarketAxess Holdings Inc. | COM | 57060D108 | 602 | 4,100 | SH | SOLE | 4,100 | 0 | 0 | ||
| Martin Marietta Materials Inc. | COM | 573284106 | 9,191 | 41,490 | SH | SOLE | 41,490 | 0 | 0 | ||
| Masco Corp. | COM | 574599106 | 10,701 | 338,430 | SH | SOLE | 338,430 | 0 | 0 | ||
| MASTERCARD INCORPORATED CL A | COM | 57636Q104 | 12,524 | 121,300 | SH | SOLE | 121,300 | 0 | 0 | ||
| Matador Resources Company | COM | 576485205 | 8,073 | 313,400 | SH | SOLE | 313,400 | 0 | 0 | ||
| Matrix Service Co. | COM | 576853105 | 3,995 | 176,000 | SH | SOLE | 176,000 | 0 | 0 | ||
| Maximus Inc. | COM | 577933104 | 1,255 | 22,500 | SH | SOLE | 22,500 | 0 | 0 | ||
| McDonald's Corp. | COM | 580135101 | 4,431 | 36,400 | SH | SOLE | 36,400 | 0 | 0 | ||
| Medtronic Inc. | COM | G5960L103 | 2,557 | 35,900 | SH | SOLE | 35,900 | 0 | 0 | ||
| Methanex Corp. | COM | 59151K108 | 435 | 9,939 | SH | SOLE | 9,939 | 0 | 0 | ||
| MFS INVT GRADE MUN TR SH BEN I | COM | 59318B108 | 1,637 | 174,759 | SH | SOLE | 174,759 | 0 | 0 | ||
| MGM RESORTS INTERNATIONAL | COM | 552953101 | 424 | 14,700 | SH | SOLE | 14,700 | 0 | 0 | ||
| Microsemi Corp. | COM | 595137100 | 529 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
| Microsoft Corp. | COM | 594918104 | 1,833 | 29,500 | SH | SOLE | 29,500 | 0 | 0 | ||
| Middleby Corp. | COM | 596278101 | 515 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
| Modine Manufacturing Company | COM | 607828100 | 863 | 57,948 | SH | SOLE | 57,948 | 0 | 0 | ||
| Molson Coors Brewing Co. | COM | 60871R209 | 749 | 7,700 | SH | SOLE | 7,700 | 0 | 0 | ||
| MONDELEZ INTERNATIONAL INC-A | COM | 609207105 | 1,445 | 32,600 | SH | SOLE | 32,600 | 0 | 0 | ||
| Monolithic Power Systems, Inc. | COM | 609839105 | 688 | 8,400 | SH | SOLE | 8,400 | 0 | 0 | ||
| Monsanto Co. | COM | 61166W101 | 663 | 6,300 | SH | SOLE | 6,300 | 0 | 0 | ||
| Monster Beverage Corporation | COM | 61174X109 | 732 | 16,500 | SH | SOLE | 16,500 | 0 | 0 | ||
| MORGAN STANLEY TRUSTS INCOME S | COM | 61745P874 | 6,725 | 374,865 | SH | SOLE | 374,865 | 0 | 0 | ||
| Motorcar Parts of America, Inc | COM | 620071100 | 312 | 11,600 | SH | SOLE | 11,600 | 0 | 0 | ||
| Motorola Solutions, Inc. | COM | 620076307 | 2,023 | 24,400 | SH | SOLE | 24,400 | 0 | 0 | ||
| MSCI Inc. Cl A | COM | 55354G100 | 622 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
| National Fuel Gas Co. | COM | 636180101 | 11,883 | 209,800 | SH | SOLE | 209,800 | 0 | 0 | ||
| National Oilwell Varco Inc. | COM | 637071101 | 3,576 | 95,500 | SH | SOLE | 95,500 | 0 | 0 | ||
| NEUBERGER BERMAN RE ES SEC FD | COM | 64190A103 | 2,614 | 486,848 | SH | SOLE | 486,848 | 0 | 0 | ||
| New York Community Bancorp, In | COM | 649445103 | 1,698 | 106,700 | SH | SOLE | 106,700 | 0 | 0 | ||
| NEWELL BRANDS INC | COM | 651229106 | 8,019 | 179,600 | SH | SOLE | 179,600 | 0 | 0 | ||
| Newfield Exploration Co. | COM | 651290108 | 6,650 | 164,200 | SH | SOLE | 164,200 | 0 | 0 | ||
| Nextera Energy | COM | 65339F101 | 5,495 | 46,000 | SH | SOLE | 46,000 | 0 | 0 | ||
| NIKE Inc. | COM | 654106103 | 8,026 | 157,900 | SH | SOLE | 157,900 | 0 | 0 | ||
| NiSource Inc. | COM | 65473P105 | 5,508 | 248,800 | SH | SOLE | 248,800 | 0 | 0 | ||
| Novo Nordisk A/S ADS | ADR | 670100205 | 412 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
| NuCor Corp. | COM | 670346105 | 476 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
| NutriSystem Inc. | COM | 67069D108 | 440 | 12,700 | SH | SOLE | 12,700 | 0 | 0 | ||
| NXP Semiconductors NV | COM | N6596X109 | 6,230 | 63,560 | SH | SOLE | 63,560 | 0 | 0 | ||
| Oceaneering International Inc. | COM | 675232102 | 4,325 | 153,300 | SH | SOLE | 153,300 | 0 | 0 | ||
| OGE Energy Corp. | COM | 670837103 | 3,442 | 102,890 | SH | SOLE | 102,890 | 0 | 0 | ||
| Olin Corp. | COM | 680665205 | 1,084 | 42,339 | SH | SOLE | 42,339 | 0 | 0 | ||
| Oracle Corp. | COM | 68389X105 | 1,169 | 30,400 | SH | SOLE | 30,400 | 0 | 0 | ||
| ORBITAL ATK INC | COM | 68557n103 | 7,238 | 82,500 | SH | SOLE | 82,500 | 0 | 0 | ||
| O'Reilly Automotive Inc. | COM | 67103H107 | 4,065 | 14,600 | SH | SOLE | 14,600 | 0 | 0 | ||
| Ormat Technologies Inc. | COM | 686688102 | 799 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
| OSI Systems Inc. | COM | 671044105 | 502 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
| PACHOLDER HIGH YIELD FD INC CO | COM | 693742108 | 4,391 | 609,830 | SH | SOLE | 609,830 | 0 | 0 | ||
| Patterson Cos. Inc. | COM | 703395103 | 648 | 15,800 | SH | SOLE | 15,800 | 0 | 0 | ||
| PBF Energy, Inc. Class A | COM | 69318G106 | 3,990 | 143,114 | SH | SOLE | 143,114 | 0 | 0 | ||
| PepsiCo Inc. | COM | 713448108 | 1,569 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Pfizer Inc. | COM | 717081103 | 12,511 | 385,200 | SH | SOLE | 385,200 | 0 | 0 | ||
| PGT, Inc. | COM | 69336V101 | 2,964 | 258,902 | SH | SOLE | 258,902 | 0 | 0 | ||
| Philip Morris International In | COM | 718172109 | 2,168 | 23,700 | SH | SOLE | 23,700 | 0 | 0 | ||
| Photronics Inc. | COM | 719405102 | 1,355 | 119,900 | SH | SOLE | 119,900 | 0 | 0 | ||
| Pinnacle West Capital Corp. | COM | 723484101 | 1,475 | 18,900 | SH | SOLE | 18,900 | 0 | 0 | ||
| PolyOne Corporation | COM | 73179P106 | 1,922 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| PPL Corp. | COM | 69351T106 | 998 | 29,300 | SH | SOLE | 29,300 | 0 | 0 | ||
| Procter & Gamble Co. | COM | 742718109 | 605 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
| Public Service Enterprise Grou | COM | 744573106 | 1,022 | 23,300 | SH | SOLE | 23,300 | 0 | 0 | ||
| Pulte Homes Inc. | COM | 745867101 | 4,106 | 223,390 | SH | SOLE | 223,390 | 0 | 0 | ||
| Qorvo, Inc. | COM | 74736k101 | 3,104 | 58,860 | SH | SOLE | 58,860 | 0 | 0 | ||
| Quanex Corp. | COM | 747619104 | 568 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
| Radian Group Inc. | COM | 750236101 | 793 | 44,100 | SH | SOLE | 44,100 | 0 | 0 | ||
| Regal Entertainment Group Clas | COM | 758766109 | 599 | 29,100 | SH | SOLE | 29,100 | 0 | 0 | ||
| Rogers Corp. | COM | 775133101 | 1,933 | 25,170 | SH | SOLE | 25,170 | 0 | 0 | ||
| Royal Caribbean Cruises Ltd. | COM | V7780T103 | 7,783 | 94,870 | SH | SOLE | 94,870 | 0 | 0 | ||
| Royal Dutch Shell ADR | ADR | 780259206 | 14,313 | 263,200 | SH | SOLE | 263,200 | 0 | 0 | ||
| Royal Gold, Inc. | COM | 780287108 | 1,584 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
| RPC Inc. | COM | 749660106 | 8,172 | 412,500 | SH | SOLE | 412,500 | 0 | 0 | ||
| SANOFI-AVENTIS-ADR | ADR | 80105N105 | 1,618 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| SCANA Corp. | COM | 80589M102 | 689 | 9,400 | SH | SOLE | 9,400 | 0 | 0 | ||
| Schlumberger Ltd. | COM | 806857108 | 27,481 | 327,350 | SH | SOLE | 327,350 | 0 | 0 | ||
| SEI Investments Co. | COM | 784117103 | 503 | 10,200 | SH | SOLE | 10,200 | 0 | 0 | ||
| SELECT SECTOR SPDR TR SBI INT- | COM | 81369Y506 | 3,766 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| Sempra Energy | COM | 816851109 | 7,236 | 71,900 | SH | SOLE | 71,900 | 0 | 0 | ||
| Sherwin-Williams Co. | COM | 824348106 | 7,256 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
| Ship Finance International Ltd | COM | G81075106 | 4,500 | 303,000 | SH | SOLE | 303,000 | 0 | 0 | ||
| SHIRE PHARMACEUTICALS GRP - AD | ADR | 82481R106 | 7,003 | 41,100 | SH | SOLE | 41,100 | 0 | 0 | ||
| Signature Bank | COM | 82669G104 | 17,802 | 118,520 | SH | SOLE | 118,520 | 0 | 0 | ||
| Signet Jewelers Limited | COM | G81276100 | 415 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
| Simon Property Group Inc. | COM | 828806109 | 853 | 4,800 | SH | SOLE | 4,800 | 0 | 0 | ||
| Skyworks Solutions Inc. | COM | 83088M102 | 8,407 | 112,600 | SH | SOLE | 112,600 | 0 | 0 | ||
| Smith & Wesson Holding Corp. | COM | 831756101 | 934 | 44,300 | SH | SOLE | 44,300 | 0 | 0 | ||
| Southwest Airlines Co. | COM | 844741108 | 2,990 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
| Southwestern Energy Co. | COM | 845467109 | 4,869 | 450,000 | SH | SOLE | 450,000 | 0 | 0 | ||
| SPDR TRUST SERIES 1 | COM | 78462F103 | 13,222 | 59,152 | SH | SOLE | 59,152 | 0 | 0 | ||
| Spire, Inc. | COM | 84857L101 | 2,905 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
| Spirit AeroSystems Holdings In | COM | 848574109 | 5,368 | 92,000 | SH | SOLE | 92,000 | 0 | 0 | ||
| Sportsman's Warehouse Holdings | COM | 84920y106 | 1,791 | 190,700 | SH | SOLE | 190,700 | 0 | 0 | ||
| Starbucks Corp. | COM | 855244109 | 1,865 | 33,600 | SH | SOLE | 33,600 | 0 | 0 | ||
| STERIS Corp. | COM | G84720104 | 1,510 | 22,400 | SH | SOLE | 22,400 | 0 | 0 | ||
| Stewart Information Services C | COM | 860372101 | 958 | 20,800 | SH | SOLE | 20,800 | 0 | 0 | ||
| Stryker Corp. | COM | 863667101 | 2,504 | 20,900 | SH | SOLE | 20,900 | 0 | 0 | ||
| Sucampo Pharmaceuticals, Inc. | COM | 864909106 | 1,121 | 82,721 | SH | SOLE | 82,721 | 0 | 0 | ||
| Summit Materials, Inc. Class A | COM | 86614u100 | 4,779 | 200,882 | SH | SOLE | 200,882 | 0 | 0 | ||
| Sun Life Financial Inc. | COM | 866796105 | 1,260 | 32,800 | SH | SOLE | 32,800 | 0 | 0 | ||
| Suncor Energy Inc. | COM | 867224107 | 10,614 | 324,700 | SH | SOLE | 324,700 | 0 | 0 | ||
| SVB Financial Group | COM | 78486Q101 | 5,421 | 31,580 | SH | SOLE | 31,580 | 0 | 0 | ||
| SWISS HELVETIA FD INC | COM | 870875101 | 2,790 | 273,297 | SH | SOLE | 273,297 | 0 | 0 | ||
| Synaptics Inc. | COM | 87157D109 | 1,506 | 28,100 | SH | SOLE | 28,100 | 0 | 0 | ||
| Synchronoss Technologies, Inc. | COM | 87157b103 | 912 | 23,821 | SH | SOLE | 23,821 | 0 | 0 | ||
| Synergy Resources Corporation | COM | 87164p103 | 16,063 | 1,802,750 | SH | SOLE | 1,802,750 | 0 | 0 | ||
| TE Connectivity Ltd. | COM | H84989104 | 7,468 | 107,800 | SH | SOLE | 107,800 | 0 | 0 | ||
| Teekay LNG Partners L.P. Un | COM | Y8564M105 | 8,400 | 581,300 | SH | SOLE | 581,300 | 0 | 0 | ||
| Teleflex Inc. | COM | 879369106 | 3,594 | 22,300 | SH | SOLE | 22,300 | 0 | 0 | ||
| Tenaris SA - ADR | ADR | 88031M109 | 5,996 | 167,900 | SH | SOLE | 167,900 | 0 | 0 | ||
| Tenet Healthcare Corp. | COM | 88033g407 | 542 | 36,500 | SH | SOLE | 36,500 | 0 | 0 | ||
| Teradyne Inc. | COM | 880770102 | 2,489 | 98,009 | SH | SOLE | 98,009 | 0 | 0 | ||
| Tesoro Corp. | COM | 881609101 | 6,734 | 77,000 | SH | SOLE | 77,000 | 0 | 0 | ||
| Tetra Technologies Inc. | COM | 88162F105 | 3,665 | 730,000 | SH | SOLE | 730,000 | 0 | 0 | ||
| TEVA PHARM INDS -ADR | ADR | 881624209 | 3,603 | 99,400 | SH | SOLE | 99,400 | 0 | 0 | ||
| Thermo Fisher Scientific Inc | COM | 883556102 | 6,378 | 45,200 | SH | SOLE | 45,200 | 0 | 0 | ||
| Thor Industries Inc. | COM | 885160101 | 6,237 | 62,341 | SH | SOLE | 62,341 | 0 | 0 | ||
| Time Warner Inc. | COM | 887317303 | 6,197 | 64,200 | SH | SOLE | 64,200 | 0 | 0 | ||
| TiVo Corp. | COM | 88870P106 | 550 | 26,300 | SH | SOLE | 26,300 | 0 | 0 | ||
| T-Mobile US, Inc. | COM | 872590104 | 2,691 | 46,800 | SH | SOLE | 46,800 | 0 | 0 | ||
| Total System Services Inc. | COM | 891906109 | 3,231 | 65,900 | SH | SOLE | 65,900 | 0 | 0 | ||
| Tower International, Inc. | COM | 891826109 | 624 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
| TransDigm Group Inc. | COM | 893641100 | 373 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
| TreeHouse Foods Inc. | COM | 89469A104 | 318 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
| Tupperware Brands Corp. | COM | 899896104 | 1,005 | 19,100 | SH | SOLE | 19,100 | 0 | 0 | ||
| Twenty-First Century Fox, Inc. | COM | 90130A101 | 8,709 | 310,590 | SH | SOLE | 310,590 | 0 | 0 | ||
| Tyson Foods Inc. | COM | 902494103 | 1,240 | 20,100 | SH | SOLE | 20,100 | 0 | 0 | ||
| U.S. Bancorp | COM | 902973304 | 2,327 | 45,300 | SH | SOLE | 45,300 | 0 | 0 | ||
| Ulta Salon, Cosmetics & Fragra | COM | 90384S303 | 765 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
| Union Pacific Corp. | COM | 907818108 | 705 | 6,800 | SH | SOLE | 6,800 | 0 | 0 | ||
| United Insurance Holdings Corp | COM | 910710102 | 516 | 34,100 | SH | SOLE | 34,100 | 0 | 0 | ||
| UnumProvident Corp. | COM | 91529Y106 | 940 | 21,400 | SH | SOLE | 21,400 | 0 | 0 | ||
| Valero Energy Corp. | COM | 91913Y100 | 4,205 | 61,550 | SH | SOLE | 61,550 | 0 | 0 | ||
| VeriFone Holdings Inc. | COM | 92342Y109 | 1,392 | 78,500 | SH | SOLE | 78,500 | 0 | 0 | ||
| Vertex Pharmaceuticals Incorpo | COM | 92532f100 | 2,034 | 27,610 | SH | SOLE | 27,610 | 0 | 0 | ||
| VIRTUS GLOBAL DIVID INCOME FD | COM | 92835w107 | 512 | 42,549 | SH | SOLE | 42,549 | 0 | 0 | ||
| VIRTUS TOTAL RETURN FD COM | COM | 92829A103 | 2,963 | 662,767 | SH | SOLE | 662,767 | 0 | 0 | ||
| Visa Inc. | COM | 92826C839 | 10,125 | 129,780 | SH | SOLE | 129,780 | 0 | 0 | ||
| Voya Financial, Inc. | COM | 929089100 | 600 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
| Vulcan Materials Co. | COM | 929160109 | 501 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
| W&T Offshore Inc. | COM | 92922P106 | 2,333 | 842,400 | SH | SOLE | 842,400 | 0 | 0 | ||
| Walgreens Boots Alliance Inc | COM | 931427108 | 6,629 | 80,100 | SH | SOLE | 80,100 | 0 | 0 | ||
| Walt Disney Co. | COM | 254687106 | 823 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
| Webster Financial Corp. | COM | 947890109 | 586 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
| Wells Fargo & Co. | COM | 949746101 | 2,149 | 39,000 | SH | SOLE | 39,000 | 0 | 0 | ||
| WELLS FARGO MULTI SECTOR INCOM | COM | 94987D101 | 4,313 | 336,173 | SH | SOLE | 336,173 | 0 | 0 | ||
| WFC 7 1/2 12/31/49 Pfd | PFD | 949746804 | 476 | 400 | SH | SOLE | 400 | 0 | 0 | ||
| Whirlpool Corp. | COM | 963320106 | 12,504 | 68,790 | SH | SOLE | 68,790 | 0 | 0 | ||
| Whiting Petroleum Corp. | COM | 966387102 | 6,241 | 519,234 | SH | SOLE | 519,234 | 0 | 0 | ||
| Williams Cos. | COM | 969457100 | 1,779 | 57,120 | SH | SOLE | 57,120 | 0 | 0 | ||
| Williams-Sonoma Inc. | COM | 969904101 | 789 | 16,300 | SH | SOLE | 16,300 | 0 | 0 | ||
| Winnebago Industries Inc. | COM | 974637100 | 313 | 9,900 | SH | SOLE | 9,900 | 0 | 0 | ||
| World Fuel Services Corp. | COM | 981475106 | 1,836 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| Wyndham Worldwide Corp. | COM | 98310W108 | 11,945 | 156,410 | SH | SOLE | 156,410 | 0 | 0 | ||
| Xcel Energy Inc. | COM | 98389B100 | 1,404 | 34,500 | SH | SOLE | 34,500 | 0 | 0 | ||
| Xerox Corp. | COM | 984121103 | 1,397 | 160,000 | SH | SOLE | 160,000 | 0 | 0 | ||
| XL Group Ltd. | COM | G98294104 | 6,170 | 165,600 | SH | SOLE | 165,600 | 0 | 0 | ||
| YY, Inc. Sponsored ADR Class A | ADR | 98426t106 | 248 | 6,300 | SH | SOLE | 6,300 | 0 | 0 | ||
| Zimmer Biomet Holdings, Inc. | COM | 98956P102 | 3,013 | 29,200 | SH | SOLE | 29,200 | 0 | 0 | ||
| Zoetis, Inc. Class A | COM | 98978v103 | 1,568 | 29,300 | SH | SOLE | 29,300 | 0 | 0 | ||
| ZWEIG FD COM NEW | COM | 989834205 | 6,478 | 535,850 | SH | SOLE | 535,850 | 0 | 0 | ||