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 FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ISHARES TRUST OPT 464287234   312,083 7,776,800 SH Put SOLE   7,776,800 0 0
ISHARES TRUST OPT 464287465   132,190 2,060,000 SH Put SOLE   2,060,000 0 0
ISHARES TRUST OPT 464287655   85,815 690,000 SH Put SOLE   690,000 0 0
SPDR S&P 500 ETF TRUST OPT 78462F103   1,278,504 6,193,400 SH Put SOLE   6,193,400 0 0
ACCO BRANDS CORPORATION COM 00081T108   537 64,600 SH   SOLE   64,600 0 0
ADT CORPORATION THE COM 00101J106   2,543 61,250 SH   SOLE   61,250 0 0
AFLAC INC. COM 001055102   1,742 27,217 SH   SOLE   27,217 0 0
AGL RESOURCES INC. COM 001204106   1,148 23,124 SH   SOLE   23,124 0 0
AH BELO CORP COM 001282102   148 18,000 SH   SOLE   18,000 0 0
AES CORP., THE COM 00130H105   1,886 146,764 SH   SOLE   146,764 0 0
AK STEEL CORP. CONV 001546AP5   6,237 5,625,000 PRN   SOLE   5,625,000 0 0
AT&T INC. COM 00206R102   10,516 322,069 SH   SOLE   322,069 0 0
AVX CORP COM 002444107   545 38,200 SH   SOLE   38,200 0 0
AARON'S, INC. COM 002535300   817 28,850 SH   SOLE   28,850 0 0
ABBOTT LABORATORIES COM 002824100   2,702 58,326 SH   SOLE   58,326 0 0
ABBVIE, INC. COM 00287Y109   10,902 186,226 SH   SOLE   186,226 0 0
ABERCROMBIE & FITCH CO. COM 002896207   3,304 149,900 SH   SOLE   149,900 0 0
ACTIVISION BLIZZARD, INC. COM 00507V109   1,463 64,400 SH   SOLE   64,400 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106   224 12,800 SH   SOLE   12,800 0 0
ADELPHIA RECOVERY TRUST COM 00685R409   0 1,783,299 SH   SOLE   1,783,299 0 0
ADOBE SYSTEMS INC. COM 00724F101   2,543 34,395 SH   SOLE   34,395 0 0
ADVANCE AUTO STORES CO., INC. COM 00751Y106   689 4,600 SH   SOLE   4,600 0 0
AECOM COM 00766T100   441 14,306 SH   SOLE   14,306 0 0
AETNA, INC. COM 00817Y108   3,150 29,565 SH   SOLE   29,565 0 0
AFFILIATED MANAGERS GROUP, INC. COM 008252108   408 1,900 SH   SOLE   1,900 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101   792 19,056 SH   SOLE   19,056 0 0
AGRIUM, INC. COM 008916108   1,615 15,485 SH   SOLE   15,485 0 0
AIR LEASE CORP. COM 00912X302   1,151 30,500 SH   SOLE   30,500 0 0
AIR PRODUCTS AND CHEMICALS INC. COM 009158106   220 1,455 SH   SOLE   1,455 0 0
AIRGAS, INC. COM 009363102   1,650 15,550 SH   SOLE   15,550 0 0
ALASKA AIR GROUP, INC. COM 011659109   3,931 59,400 SH   SOLE   59,400 0 0
ALBEMARLE CORP. COM 012653101   1,426 26,984 SH   SOLE   26,984 0 0
ALCOA, INC. COM 013817101   2,543 196,817 SH   SOLE   196,817 0 0
ALERE INC. COM 01449J105   352 7,200 SH   SOLE   7,200 0 0
ALEXION PHARMACEUTICALS, INC. COM 015351109   1,142 6,590 SH   SOLE   6,590 0 0
ALLEGHANY CORP. COM 017175100   461 947 SH   SOLE   947 0 0
ALLIANCE HOLDINGS GP LP COM 01861G100   1,849 35,770 SH   SOLE   35,770 0 0
ALLIANCE RESOURCE PARTNERS COM 01877R108   2,550 76,264 SH   SOLE   76,264 0 0
ALLIANT ENERGY CORP. COM 018802108   328 5,200 SH   SOLE   5,200 0 0
ALLISON TRANSMISSION HOLDINGS, INC COM 01973R101   393 12,300 SH   SOLE   12,300 0 0
ALLSTATE CORPORATION COM 020002101   3,534 49,660 SH   SOLE   49,660 0 0
ALLY FINANCIAL INC. COM 02005N100   1,592 75,900 SH   SOLE   75,900 0 0
ALTERA CORP. COM 021441100   1,063 24,783 SH   SOLE   24,783 0 0
ALTRIA GROUP INC. COM 02209S103   6,891 137,770 SH   SOLE   137,770 0 0
AMAZON.COM INC. COM 023135106   2,436 6,547 SH   SOLE   6,547 0 0
AMERCO COM 023586100   426 1,290 SH   SOLE   1,290 0 0
AMEREN CORP. COM 023608102   940 22,280 SH   SOLE   22,280 0 0
AMERICAN AIRLINES GROUP INC. COM 02376R102   2,845 53,900 SH   SOLE   53,900 0 0
AMERICAN CAPITAL AGENCY CORP REIT 02503X105   269 12,600 SH   SOLE   12,600 0 0
AMERICAN ELECTRIC POWER CO. INC. COM 025537101   1,415 25,158 SH   SOLE   25,158 0 0
AMERICAN ENERGY - PERMIA CONV 02563WAA2   22,750 25,000,000 PRN   SOLE   25,000,000 0 0
AMERICAN EXPRESS COMPANY COM 025816109   2,284 29,237 SH   SOLE   29,237 0 0
AMERICAN FINANCIAL GROUP, INC. COM 025932104   1,077 16,782 SH   SOLE   16,782 0 0
AMERICAN INTERNATIONAL GROUP INC. COM 026874784   6,850 125,014 SH   SOLE   125,014 0 0
AMERICAN TOWER CORP. REIT 03027X100   661 7,022 SH   SOLE   7,022 0 0
AMERICAN WATER WORKS CO., INC. COM 030420103   648 11,950 SH   SOLE   11,950 0 0
AMERISOURCEBERGEN CORP. COM 03073E105   3,009 26,467 SH   SOLE   26,467 0 0
AMERIPRISE FINANCIAL, INC. COM 03076C106   3,666 28,018 SH   SOLE   28,018 0 0
AMETEK, INC. COM 031100100   451 8,575 SH   SOLE   8,575 0 0
AMGEN INC. COM 031162100   17,572 109,926 SH   SOLE   109,926 0 0
AMGEN INC. CONV 031162AE0   23,888 30,000,000 PRN   SOLE   30,000,000 0 0
AMKOR TECHNOLOGY, INC. COM 031652100   217 24,600 SH   SOLE   24,600 0 0
AMPCO-PITTSBURGH CORPORATION COM 032037103   187 10,700 SH   SOLE   10,700 0 0
AMPHENOL CORP. COM 032095101   597 10,136 SH   SOLE   10,136 0 0
AMTECH SYSTEMS INC COM 032332504   1,015 90,808 SH   SOLE   90,808 0 0
ANADARKO PETROLEUM CORP. COM 032511107   3,119 37,665 SH   SOLE   37,665 0 0
ANALOG DEVICES INC. COM 032654105   1,140 18,093 SH   SOLE   18,093 0 0
ANNALY CAPITAL MANAGEMENT, INC. REIT 035710409   891 85,660 SH   SOLE   85,660 0 0
ANSYS, INC. COM 03662Q105   362 4,100 SH   SOLE   4,100 0 0
ANTHEM, INC. COM 036752103   9,901 64,124 SH   SOLE   64,124 0 0
ANTHRACITE CAPITAL, INC. REIT 037023108   0 10,000 SH   SOLE   10,000 0 0
APACHE CORPORATION COM 037411105   1,575 26,107 SH   SOLE   26,107 0 0
APARTMENT INVESTMENT AND MANAGEMENT CO. REIT 03748R101   2,084 52,949 SH   SOLE   52,949 0 0
APOLLO RESIDENTIAL MORTGAGE IN REIT 03763V102   467 29,300 SH   SOLE   29,300 0 0
APPLE, INC. COM 037833100   60,370 485,176 SH   SOLE   485,176 0 0
APPLIED MATERIALS INC. COM 038222105   336 14,906 SH   SOLE   14,906 0 0
APPROACH RESOURCES, INC. COM 03834A103   261 39,546 SH   SOLE   39,546 0 0
ARCH COAL, INC. COM 039380100   35 34,650 SH   SOLE   34,650 0 0
ARCHER DANIELS MIDLAND COMPANY COM 039483102   9,932 209,538 SH   SOLE   209,538 0 0
ARGAN INC COM 04010E109   879 24,300 SH   SOLE   24,300 0 0
ARES CAPITAL CORPORATION COM 04010L103   4,535 264,095 SH   SOLE   264,095 0 0
ARRIS GROUP INC. COM 04270V106   1,049 36,300 SH   SOLE   36,300 0 0
ARROW ELECTRONICS, INC. COM 042735100   1,113 18,200 SH   SOLE   18,200 0 0
ARVINMERITOR, INC. CONV 043353AH4   25,859 25,000,000 PRN   SOLE   25,000,000 0 0
ASHLAND, INC. COM 044209104   1,513 11,885 SH   SOLE   11,885 0 0
ASSURANT, INC. COM 04621X108   3,067 49,948 SH   SOLE   49,948 0 0
ATLAS ENERGY GROUP LLC COM 04929Q102   990 164,789 SH   SOLE   164,789 0 0
ATMOS ENERGY CORP. COM 049560105   301 5,448 SH   SOLE   5,448 0 0
ATWOOD OCEANICS, INC. COM 050095108   2,283 81,200 SH   SOLE   81,200 0 0
AUTODESK, INC. COM 052769106   430 7,334 SH   SOLE   7,334 0 0
AUTOMATIC DATA PROCESSING INC. COM 053015103   2,236 26,110 SH   SOLE   26,110 0 0
AUTONATION INC. COM 05329W102   2,710 42,119 SH   SOLE   42,119 0 0
AUTOZONE, INC. COM 053332102   1,390 2,038 SH   SOLE   2,038 0 0
AVALONBAY COMMUNITIES, INC. REIT 053484101   2,179 12,504 SH   SOLE   12,504 0 0
AVERY DENNISON CORP. COM 053611109   397 7,497 SH   SOLE   7,497 0 0
AVIS BUDGET GROUP INC. COM 053774105   584 9,900 SH   SOLE   9,900 0 0
AVNET, INC. COM 053807103   1,624 36,500 SH   SOLE   36,500 0 0
AVON PRODUCTS INC. COM 054303102   5,286 661,601 SH   SOLE   661,601 0 0
BB&T CORP. COM 054937107   1,457 37,361 SH   SOLE   37,361 0 0
BABSON CAP PARTN INVS TRUST COM 05616B100   740 60,983 SH   SOLE   60,983 0 0
BAKER HUGHES INC. COM 057224107   1,174 18,468 SH   SOLE   18,468 0 0
BALL CORPORATION COM 058498106   1,351 19,122 SH   SOLE   19,122 0 0
BANK OF AMERICA CORPORATION COM 060505104   9,855 640,379 SH   SOLE   640,379 0 0
BANK OF NEW YORK MELLON CORP. COM 064058100   3,901 96,952 SH   SOLE   96,952 0 0
C R BARD, INC. COM 067383109   1,188 7,096 SH   SOLE   7,096 0 0
BARNES GROUP, INC. COM 067806109   4,714 116,424 SH   SOLE   116,424 0 0
BARRETT BUSINESS SERV, INC. COM 068463108   218 5,100 SH   SOLE   5,100 0 0
BAXTER INTERNATIONAL INC. COM 071813109   1,096 16,003 SH   SOLE   16,003 0 0
BECTON DICKINSON AND COMPANY COM 075887109   2,438 16,977 SH   SOLE   16,977 0 0
BED BATH & BEYOND INC. COM 075896100   4,694 61,137 SH   SOLE   61,137 0 0
BELDEN, INC. COM 077454106   299 3,200 SH   SOLE   3,200 0 0
BEMIS COMPANY, INC. COM 081437105   270 5,824 SH   SOLE   5,824 0 0
W.R. BERKLEY CORP. COM 084423102   418 8,279 SH   SOLE   8,279 0 0
BERKSHIRE HATHAWAY INC. COM 084670702   21,633 149,899 SH   SOLE   149,899 0 0
BEST BUY CO. INC. COM 086516101   6,409 169,600 SH   SOLE   169,600 0 0
B H P BILLITON LTD ADR 088606108   2,022 43,515 SH   SOLE   43,515 0 0
BIG LOTS INC. COM 089302103   2,839 59,100 SH   SOLE   59,100 0 0
BIMINI CAPITAL MGMT, INC. REIT 090319401   370 211,628 SH   SOLE   211,628 0 0
BIO-RAD LABORATORIES INC. COM 090572207   703 5,200 SH   SOLE   5,200 0 0
BIOGEN INC COM 09062X103   3,262 7,726 SH   SOLE   7,726 0 0
BLACKROCK, INC. COM 09247X101   3,154 8,620 SH   SOLE   8,620 0 0
H&R BLOCK INC. COM 093671105   824 25,705 SH   SOLE   25,705 0 0
BOARDWALK PIPELINE PARTNERS LP COM 096627104   1,497 93,000 SH   SOLE   93,000 0 0
BOEING COMPANY COM 097023105   11,580 77,158 SH   SOLE   77,158 0 0
BOOZ ALLEN HAMILTON HOLDING CORP COM 099502106   996 34,400 SH   SOLE   34,400 0 0
BOSTON PROPERTIES INC. REIT 101121101   900 6,410 SH   SOLE   6,410 0 0
BOSTON SCIENTIFIC CORP. COM 101137107   844 47,525 SH   SOLE   47,525 0 0
BREITBURN ENERGY PARTNERS LP COM 106776107   594 108,395 SH   SOLE   108,395 0 0
BRIGGS & STRATTON CORP. COM 109043109   5,356 260,766 SH   SOLE   260,766 0 0
BRINKER INTERNATIONAL COM 109641100   1,176 19,100 SH   SOLE   19,100 0 0
BRISTOL-MYERS SQUIBB CO. COM 110122108   3,495 54,179 SH   SOLE   54,179 0 0
BROADCOM CORPORATION COM 111320107   1,545 35,688 SH   SOLE   35,688 0 0
BROADRIDGE FINANCIAL SOLUTIONS INC. COM 11133T103   960 17,460 SH   SOLE   17,460 0 0
BROCADE COMMUNICATIONS SYSTEMS INC. COM 111621306   695 58,600 SH   SOLE   58,600 0 0
BROOKFIELD ASSET MGMNT COM 112585104   402 7,500 SH   SOLE   7,500 0 0
CBIZ, INC. COM 124805102   99 10,600 SH   SOLE   10,600 0 0
CBRE GROUP INC. COM 12504L109   220 5,685 SH   SOLE   5,685 0 0
CDK GLOBAL INC. COM 12508E101   8,333 178,200 SH   SOLE   178,200 0 0
CECO ENVIRONMENTAL CORP. COM 125141101   166 15,656 SH   SOLE   15,656 0 0
CDW CORP/DE COM 12514G108   771 20,700 SH   SOLE   20,700 0 0
CF INDUSTRIES HOLDINGS, INC. COM 125269100   3,901 13,750 SH   SOLE   13,750 0 0
C.H. ROBINSON WORLDWIDE, INC. COM 12541W209   1,316 17,974 SH   SOLE   17,974 0 0
CIGNA CORP. COM 125509109   3,060 23,641 SH   SOLE   23,641 0 0
CIT GROUP, INC. COM 125581801   582 12,900 SH   SOLE   12,900 0 0
CME GROUP INC. COM 12572Q105   2,104 22,215 SH   SOLE   22,215 0 0
CMS ENERGY CORP. COM 125896100   556 15,913 SH   SOLE   15,913 0 0
C S S INDUSTRIES, INC. COM 125906107   500 16,600 SH   SOLE   16,600 0 0
CRA INTERNATIONAL INC COM 12618T105   255 8,200 SH   SOLE   8,200 0 0
CSX CORP. COM 126408103   1,609 48,580 SH   SOLE   48,580 0 0
CST BRANDS INC. COM 12646R105   3,112 71,000 SH   SOLE   71,000 0 0
CVR ENERGY INC. COM 12662P108   2,754 64,700 SH   SOLE   64,700 0 0
CVS HEALTH CORPORATION COM 126650100   8,922 86,447 SH   SOLE   86,447 0 0
CA, INC. COM 12673P105   3,272 100,348 SH   SOLE   100,348 0 0
CABLEVISION SYSTEMS CORP. COM 12686C109   6,032 329,600 SH   SOLE   329,600 0 0
CABOT CORP. COM 127055101   1,926 42,800 SH   SOLE   42,800 0 0
C A C I INTERNATIONAL, INC. COM 127190304   405 4,500 SH   SOLE   4,500 0 0
CADENCE DESIGN SYSTEMS, INC. COM 127387108   699 37,900 SH   SOLE   37,900 0 0
CALGON CARBON CORPORATION COM 129603106   5,244 248,900 SH   SOLE   248,900 0 0
CALIFORNIA RESOURCES CORP. COM 13057Q107   1,530 201,092 SH   SOLE   201,092 0 0
CALPINE CORP. COM 131347304   1,466 64,100 SH   SOLE   64,100 0 0
CAMERON INTERNATIONAL CORPORATION COM 13342B105   926 20,523 SH   SOLE   20,523 0 0
CANADIAN NATURAL RESOURCES LTD COM 136385101   1,344 43,760 SH   SOLE   43,760 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105   5,460 69,267 SH   SOLE   69,267 0 0
CARDINAL HEALTH, INC. COM 14149Y108   3,749 41,533 SH   SOLE   41,533 0 0
CARMAX, INC COM 143130102   1,422 20,600 SH   SOLE   20,600 0 0
CARNIVAL CORP. COM 143658300   1,375 28,737 SH   SOLE   28,737 0 0
CASEY'S GENERAL STORES INC COM 147528103   829 9,200 SH   SOLE   9,200 0 0
CATAMARAN CORP COM 148887102   236 3,960 SH   SOLE   3,960 0 0
CATERPILLAR INC. COM 149123101   4,790 59,855 SH   SOLE   59,855 0 0
CATO CORP/THE COM 149205106   317 8,000 SH   SOLE   8,000 0 0
CELANESE CORPORATION COM 150870103   1,391 24,910 SH   SOLE   24,910 0 0
CELGENE CORP. COM 151020104   4,726 40,994 SH   SOLE   40,994 0 0
CENTENE CORPORATION COM 15135B101   933 13,200 SH   SOLE   13,200 0 0
CENTERPOINT ENERGY INC. COM 15189T107   2,022 99,066 SH   SOLE   99,066 0 0
CENTRAL GARDEN & PET COMPANY COM 153527205   116 10,900 SH   SOLE   10,900 0 0
CENTURYLINK, INC. COM 156700106   3,951 114,358 SH   SOLE   114,358 0 0
CERNER CORPORATION COM 156782104   308 4,200 SH   SOLE   4,200 0 0
CHARLES RIVER LABORATORIES INTERNATIONAL INC. COM 159864107   285 3,600 SH   SOLE   3,600 0 0
CHART INDUSTRIES INC. CONV 16115QAC4   2,826 2,938,000 PRN   SOLE   2,938,000 0 0
CHASE PACKAGING CORP. COM 161635107   1 19,082 SH   SOLE   19,082 0 0
CHESAPEAKE ENERGY CORP. COM 165167107   1,426 100,688 SH   SOLE   100,688 0 0
CHESAPEAKE ENERGY CORPORATION CONV 165167BZ9   19,052 19,885,000 PRN   SOLE   19,885,000 0 0
CHESAPEAKE ENERGY CORPORATION CONV 165167CA3   24,749 26,000,000 PRN   SOLE   26,000,000 0 0
CHESAPEAKE ENERGY CORPORATION CONV 165167CB1   1,815 2,000,000 PRN   SOLE   2,000,000 0 0
CHEVRON CORPORATION COM 166764100   15,428 146,966 SH   SOLE   146,966 0 0
CHICAGO BRIDGE & IRON COMPANY N.V. COM 167250109   443 9,000 SH   SOLE   9,000 0 0
CHIMERA INVESTMENT CORP REIT 16934Q109   1,640 522,300 SH   SOLE   522,300 0 0
CHUBB CORPORATION COM 171232101   2,105 20,824 SH   SOLE   20,824 0 0
CHURCH & DWIGHT CO., INC. COM 171340102   1,039 12,160 SH   SOLE   12,160 0 0
CHURCHILL DOWNS, INC. COM 171484108   218 1,900 SH   SOLE   1,900 0 0
CINCINNATI FINANCIAL CORP. COM 172062101   587 11,020 SH   SOLE   11,020 0 0
CINEMARK HOLDINGS INC. COM 17243V102   343 7,600 SH   SOLE   7,600 0 0
CISCO SYSTEMS INC. COM 17275R102   13,511 490,866 SH   SOLE   490,866 0 0
CINTAS CORPORATION COM 172908105   3,578 43,827 SH   SOLE   43,827 0 0
CITIGROUP INC. COM 172967424   16,509 320,432 SH   SOLE   320,432 0 0
RBS CITIZENS FINANCIAL GROUP, INC. COM 174610105   420 17,400 SH   SOLE   17,400 0 0
CITRIX SYSTEMS INC. COM 177376100   940 14,722 SH   SOLE   14,722 0 0
CITY NATIONAL CORP. COM 178566105   211 2,368 SH   SOLE   2,368 0 0
CLEAN HARBORS INC. COM 184496107   4,622 81,400 SH   SOLE   81,400 0 0
CLEAN ENERGY FUELS CORP. COM 184499101   1,067 200,000 SH   SOLE   200,000 0 0
CLIFFS NATURAL RESOURCES, INC. COM 18683K101   656 136,415 SH   SOLE   136,415 0 0
CLOROX COMPANY COM 189054109   5,264 47,690 SH   SOLE   47,690 0 0
CLOUD PEAK ENERGY INC COM 18911Q102   194 33,255 SH   SOLE   33,255 0 0
COACH, INC. COM 189754104   1,053 25,413 SH   SOLE   25,413 0 0
COBALT INTERNATIONAL ENERGY, INC. COM 19075F106   104 11,000 SH   SOLE   11,000 0 0
COCA-COLA CO., THE COM 191216100   9,355 230,714 SH   SOLE   230,714 0 0
COCA-COLA ENTERPRISES, INC. COM 19122T109   706 15,963 SH   SOLE   15,963 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION COM 192446102   1,365 21,874 SH   SOLE   21,874 0 0
COLGATE-PALMOLIVE CO. COM 194162103   856 12,342 SH   SOLE   12,342 0 0
COLUMBUS MCKINNON CORPORATION COM 199333105   3,661 135,900 SH   SOLE   135,900 0 0
COMCAST CORP. COM 20030N101   4,975 88,093 SH   SOLE   88,093 0 0
COMERICA INC. COM 200340107   267 5,907 SH   SOLE   5,907 0 0
COMMERCE BANCSHARES INC. COM 200525103   208 4,915 SH   SOLE   4,915 0 0
COMMSCOPE HOLDING COMPANY, INC. COM 20337X109   303 10,600 SH   SOLE   10,600 0 0
COMMUNITY HEALTH SYSTEMS INC. COM 203668108   1,574 30,100 SH   SOLE   30,100 0 0
COMPANIA DE MINAS BUENAVENTURA ADR 204448104   508 50,100 SH   SOLE   50,100 0 0
COMPASS MINERALS INTERNATIONAL INC. COM 20451N101   242 2,600 SH   SOLE   2,600 0 0
COMPUTER SCIENCES CORP. COM 205363104   5,276 80,816 SH   SOLE   80,816 0 0
CONAGRA FOODS INC. COM 205887102   455 12,458 SH   SOLE   12,458 0 0
CON-WAY INC. COM 205944101   962 21,800 SH   SOLE   21,800 0 0
CONOCOPHILLIPS COM 20825C104   10,269 164,932 SH   SOLE   164,932 0 0
CONSOLIDATED COMMUNICATIONS HO COM 209034107   341 16,700 SH   SOLE   16,700 0 0
CONSOLIDATED EDISON, INC. COM 209115104   1,260 20,651 SH   SOLE   20,651 0 0
CONTINENTAL BUILDING PRODUCTS, INC. COM 211171103   2,849 126,112 SH   SOLE   126,112 0 0
CONTINENTAL RESOURCES, INC. COM 212015101   700 16,040 SH   SOLE   16,040 0 0
COOPER COMPANIES, INC. (THE) COM 216648402   259 1,380 SH   SOLE   1,380 0 0
COPART INCORPORATED COM 217204106   203 5,400 SH   SOLE   5,400 0 0
CORNING, INC. COM 219350105   7,850 346,141 SH   SOLE   346,141 0 0
COSTCO WHOLESALE CORP. COM 22160K105   2,840 18,744 SH   SOLE   18,744 0 0
COTY INC. COM 222070203   1,017 41,900 SH   SOLE   41,900 0 0
COVANTA HOLDING CORP. COM 22282E102   298 13,300 SH   SOLE   13,300 0 0
CRANE CO. COM 224399105   703 11,268 SH   SOLE   11,268 0 0
CREE, INC. COM 225447101   419 11,800 SH   SOLE   11,800 0 0
CRESTWOOD EQUITY PARTNERS LP COM 226344109   1,338 223,000 SH   SOLE   223,000 0 0
CROWN CASTLE INTERNATIONAL CORP. REIT 22822V101   1,222 14,800 SH   SOLE   14,800 0 0
CROWN HOLDINGS INC. COM 228368106   1,134 21,000 SH   SOLE   21,000 0 0
CUMMINS INC. COM 231021106   1,738 12,538 SH   SOLE   12,538 0 0
DCP MIDSTREAM PARTNERS LP COM 23311P100   1,676 45,370 SH   SOLE   45,370 0 0
DST SYSTEMS, INC. COM 233326107   2,660 24,030 SH   SOLE   24,030 0 0
DTE ENERGY CO. COM 233331107   1,157 14,337 SH   SOLE   14,337 0 0
DANAHER CORP. COM 235851102   2,364 27,848 SH   SOLE   27,848 0 0
DAVITA HEALTHCARE PARTNERS INC. COM 23918K108   499 6,136 SH   SOLE   6,136 0 0
DECKERS OUTDOOR CORP COM 243537107   2,427 33,300 SH   SOLE   33,300 0 0
DEERE & COMPANY COM 244199105   4,221 48,131 SH   SOLE   48,131 0 0
DELTA AIR LINES INC. COM 247361702   5,615 124,897 SH   SOLE   124,897 0 0
DENBURY RESOURCES INC. COM 247916208   303 41,597 SH   SOLE   41,597 0 0
DELUXE CORPORATION COM 248019101   249 3,600 SH   SOLE   3,600 0 0
DENTSPLY INTERNATIONAL INC. COM 249030107   828 16,267 SH   SOLE   16,267 0 0
DETOUR GOLD CORPORATION CONV 250669AA6   5,869 6,170,000 PRN   SOLE   6,170,000 0 0
DEVON ENERGY CORP. COM 25179M103   1,237 20,514 SH   SOLE   20,514 0 0
DEVRY, INC. COM 251893103   747 22,400 SH   SOLE   22,400 0 0
DIAMOND OFFSHORE DRILLING INC. COM 25271C102   910 33,963 SH   SOLE   33,963 0 0
DIEBOLD, INC. COM 253651103   1,376 38,800 SH   SOLE   38,800 0 0
DIGITAL REALTY TRUST INC. REIT 253868103   594 9,000 SH   SOLE   9,000 0 0
DILLARD'S, INC. COM 254067101   1,593 11,670 SH   SOLE   11,670 0 0
WALT DISNEY COMPANY, THE COM 254687106   12,661 120,711 SH   SOLE   120,711 0 0
DISCOVER FINANCIAL SERVICES INC. COM 254709108   1,368 24,278 SH   SOLE   24,278 0 0
DISH NETWORK CORP. COM 25470M109   1,345 19,200 SH   SOLE   19,200 0 0
DIRECTV COM 25490A309   4,954 58,214 SH   SOLE   58,214 0 0
DOLLAR GENERAL CORP. COM 256677105   927 12,300 SH   SOLE   12,300 0 0
DOLLAR TREE, INC. COM 256746108   1,089 13,420 SH   SOLE   13,420 0 0
DOMINION RESOURCES INC. COM 25746U109   692 9,758 SH   SOLE   9,758 0 0
DOMINOS PIZZA, INC. COM 25754A201   251 2,500 SH   SOLE   2,500 0 0
DOMTAR CORPORATION COM 257559203   926 20,040 SH   SOLE   20,040 0 0
DONALDSON CO, INC. COM 257651109   410 10,875 SH   SOLE   10,875 0 0
R.R. DONNELLEY & SONS COMPANY COM 257867101   2,349 122,388 SH   SOLE   122,388 0 0
DORMAN PRODUCTS, INC. COM 258278100   269 5,400 SH   SOLE   5,400 0 0
DOUGLAS DYNAMICS INC COM 25960R105   450 19,700 SH   SOLE   19,700 0 0
DOVER CORPORATION COM 260003108   2,722 39,376 SH   SOLE   39,376 0 0
DOW CHEMICAL CO., THE COM 260543103   3,477 72,476 SH   SOLE   72,476 0 0
DR PEPPER SNAPPLE GROUP INC. COM 26138E109   3,807 48,514 SH   SOLE   48,514 0 0
DRESSER-RAND GROUP, INC. COM 261608103   2,681 33,370 SH   SOLE   33,370 0 0
DREW INDUSTRIES, INC. COM 26168L205   1,508 24,500 SH   SOLE   24,500 0 0
E I DU PONT DE NEMOURS & CO. COM 263534109   8,110 113,476 SH   SOLE   113,476 0 0
DUKE ENERGY CORP. COM 26441C204   812 10,581 SH   SOLE   10,581 0 0
DUN & BRADSTREET CORP., THE COM 26483E100   1,487 11,585 SH   SOLE   11,585 0 0
E C C CAPITAL CORP. REIT 26826M108   50 1,200,000 SH   SOLE   1,200,000 0 0
EMC CORP. COM 268648102   4,434 173,457 SH   SOLE   173,457 0 0
EOG RESOURCES INC. COM 26875P101   235 2,560 SH   SOLE   2,560 0 0
EQT CORPORATION COM 26884L109   718 8,666 SH   SOLE   8,666 0 0
EQT MIDSTREAM PARTNERS LP COM 26885B100   1,274 16,400 SH   SOLE   16,400 0 0
E*TRADE FINANCIAL CORP. COM 269246401   858 30,054 SH   SOLE   30,054 0 0
EAGLE MATERIALS, INC. COM 26969P108   443 5,300 SH   SOLE   5,300 0 0
EARTHLINK HOLDINGS CORP COM 27033X101   67 15,200 SH   SOLE   15,200 0 0
EAST WEST BANCORP, INC. COM 27579R104   368 9,100 SH   SOLE   9,100 0 0
EASTMAN CHEMICAL COMPANY COM 277432100   3,867 55,836 SH   SOLE   55,836 0 0
EBAY, INC. COM 278642103   7,520 130,372 SH   SOLE   130,372 0 0
ECHOSTAR CORPORATION COM 278768106   2,752 53,200 SH   SOLE   53,200 0 0
EDISON INTERNATIONAL COM 281020107   2,109 33,754 SH   SOLE   33,754 0 0
EDWARDS LIFESCIENCES CORP. COM 28176E108   3,155 22,150 SH   SOLE   22,150 0 0
ELECTRONIC ARTS, INC. COM 285512109   3,513 59,723 SH   SOLE   59,723 0 0
ELECTRONICS FOR IMAGING COM 286082102   217 5,200 SH   SOLE   5,200 0 0
EMERSON ELECTRIC COMPANY COM 291011104   4,276 75,522 SH   SOLE   75,522 0 0
ENABLE MIDSTREAM PARTNERS LP COM 292480100   1,524 92,900 SH   SOLE   92,900 0 0
ENBRIDGE ENERGY PARTNERS COM 29250R106   6,575 182,575 SH   SOLE   182,575 0 0
ENERGIZER HOLDINGS INC. COM 29266R108   649 4,700 SH   SOLE   4,700 0 0
ENERGY TRANSFER PARTNERS COM 29273R109   9,064 162,574 SH   SOLE   162,574 0 0
ENERGY TRANSFER EQUITY LP COM 29273V100   5,610 88,540 SH   SOLE   88,540 0 0
ENERSYS COM 29275Y102   790 12,305 SH   SOLE   12,305 0 0
ENGILITY HOLDINGS INC COM 29286C107   499 16,600 SH   SOLE   16,600 0 0
ENLINK MIDSTREAM PARTNERS LP COM 29336U107   1,393 56,300 SH   SOLE   56,300 0 0
ENTERCOM COMMUNICATIONS CORP. COM 293639100   136 11,200 SH   SOLE   11,200 0 0
ENTERGY CORPORATION COM 29364G103   3,929 50,709 SH   SOLE   50,709 0 0
ENTERPRISE PRODUCTS PARTNERS L COM 293792107   12,848 390,159 SH   SOLE   390,159 0 0
EQUIFAX, INC. COM 294429105   2,351 25,278 SH   SOLE   25,278 0 0
EQUITY COMMONWEALTH REIT 294628102   347 13,067 SH   SOLE   13,067 0 0
EQUITY RESIDENTIAL REIT 29476L107   1,749 22,457 SH   SOLE   22,457 0 0
ESSEX PROPERTY TRUST INC. REIT 297178105   518 2,252 SH   SOLE   2,252 0 0
ESSEX RENTAL CORPORATION COM 297187106   250 189,350 SH   SOLE   189,350 0 0
NORTHEAST UTILITIES COM 30040W108   524 10,364 SH   SOLE   10,364 0 0
EXELON CORP. COM 30161N101   1,141 33,952 SH   SOLE   33,952 0 0
EXELIS INC. COM 30162A108   6,195 254,200 SH   SOLE   254,200 0 0
EXPEDIA INC. COM 30212P303   1,764 18,740 SH   SOLE   18,740 0 0
EXPRESS SCRIPTS HOLDING CO. COM 30219G108   9,122 105,126 SH   SOLE   105,126 0 0
EXTRA SPACE STORAGE, INC. REIT 30225T102   419 6,200 SH   SOLE   6,200 0 0
EXXON CORPORATION COM 30231G102   24,832 292,146 SH   SOLE   292,146 0 0
FLIR SYSTEMS, INC. COM 302445101   1,104 35,287 SH   SOLE   35,287 0 0
FMC TECHNOLOGIES INC. COM 30249U101   637 17,212 SH   SOLE   17,212 0 0
FTD COS INC COM 30281V108   1,707 57,000 SH   SOLE   57,000 0 0
FACEBOOK INC COM 30303M102   4,966 60,400 SH   SOLE   60,400 0 0
FACTSET RESEARCH SYSTEMS, INC. COM 303075105   677 4,250 SH   SOLE   4,250 0 0
FEDEX CORPORATION COM 31428X106   2,367 14,306 SH   SOLE   14,306 0 0
F5 NETWORKS, INC. COM 315616102   1,808 15,730 SH   SOLE   15,730 0 0
FIDELITY NATL INFO SVCS, INC. COM 31620M106   1,583 23,260 SH   SOLE   23,260 0 0
FIDELITY NATIONAL FINANCIAL INC. COM 31620R303   389 10,585 SH   SOLE   10,585 0 0
FIESTA RESTAURANT GROUP COM 31660B101   4,918 80,618 SH   SOLE   80,618 0 0
FIFTH THIRD BANCORP COM 316773100   1,078 57,193 SH   SOLE   57,193 0 0
FIRST CITIZENS BANCSHARES, INC COM 31946M103   200 770 SH   SOLE   770 0 0
FIRST INTERSTATE BANCSYSTEM IN COM 32055Y201   287 10,300 SH   SOLE   10,300 0 0
FIRST NIAGARA FINANCIAL GROUP, INC. COM 33582V108   115 13,000 SH   SOLE   13,000 0 0
FIRST SOLAR INC. COM 336433107   2,714 45,400 SH   SOLE   45,400 0 0
FISERV, INC. COM 337738108   3,642 45,870 SH   SOLE   45,870 0 0
FIRSTENERGY CORP. COM 337932107   875 24,950 SH   SOLE   24,950 0 0
FLUOR CORP. COM 343412102   666 11,656 SH   SOLE   11,656 0 0
FOOT LOCKER INC. COM 344849104   1,462 23,200 SH   SOLE   23,200 0 0
FORD MOTOR COMPANY COM 345370860   6,533 404,775 SH   SOLE   404,775 0 0
FOSSIL, INC. COM 34988V106   483 5,860 SH   SOLE   5,860 0 0
FRANKLIN RESOURCES, INC. COM 354613101   1,341 26,125 SH   SOLE   26,125 0 0
FREEPORT-MCMORAN INC. COM 35671D857   2,020 106,575 SH   SOLE   106,575 0 0
FRONTIER COMMUNICATIONS CORP. COM 35906A108   462 65,545 SH   SOLE   65,545 0 0
FULTON FINANCIAL CORPORATION COM 360271100   302 24,500 SH   SOLE   24,500 0 0
GATX CORP. COM 361448103   290 5,000 SH   SOLE   5,000 0 0
GEO GROUP, INC. (THE) REIT 36162J106   6,913 158,044 SH   SOLE   158,044 0 0
GSE SYSTEMS INC COM 36227K106   708 472,100 SH   SOLE   472,100 0 0
G-III APPAREL GROUP LTD COM 36237H101   360 3,200 SH   SOLE   3,200 0 0
GAMESTOP CORP. COM 36467W109   4,222 111,212 SH   SOLE   111,212 0 0
GANNETT CO., INC. COM 364730101   2,002 53,983 SH   SOLE   53,983 0 0
GAP, INC. COM 364760108   1,313 30,295 SH   SOLE   30,295 0 0
GARTNER GROUP, INC. COM 366651107   327 3,900 SH   SOLE   3,900 0 0
GENERAL DYNAMICS CORPORATION COM 369550108   4,759 35,061 SH   SOLE   35,061 0 0
GENERAL ELECTRIC COMPANY COM 369604103   23,021 927,901 SH   SOLE   927,901 0 0
GENERAL GROWTH PROPERTIES, INC. REIT 370023103   1,432 48,446 SH   SOLE   48,446 0 0
GENERAL MILLS, INC. COM 370334104   2,446 43,216 SH   SOLE   43,216 0 0
GENERAL MOTORS COMPANY COM 37045V100   8,341 222,436 SH   SOLE   222,436 0 0
GENERAL MOTORS CO WAR 37045V118   1,441 51,938 SH   SOLE   51,938 0 0
GENERAL MOTORS CO WAR 37045V126   1,021 51,938 SH   SOLE   51,938 0 0
GENTEX CORPORATION COM 371901109   209 11,420 SH   SOLE   11,420 0 0
GENESIS ENERGY LP COM 371927104   888 18,900 SH   SOLE   18,900 0 0
GENUINE PARTS COMPANY COM 372460105   1,339 14,370 SH   SOLE   14,370 0 0
GEO SPECIALTY CHEMICALS, INC. COM 37246R106   0 80,750 SH   SOLE   80,750 0 0
GENWORTH HOLDINGS INC. COM 37247D106   121 16,553 SH   SOLE   16,553 0 0
GEOMET, INC. COM 37250U201   1 85,857 SH   SOLE   85,857 0 0
GILEAD SCIENCES, INC. COM 375558103   10,688 108,912 SH   SOLE   108,912 0 0
GLOBAL PAYMENTS, INC. COM 37940X102   555 6,050 SH   SOLE   6,050 0 0
GLOBAL PARTNERS LP/MA COM 37946R109   1,302 37,410 SH   SOLE   37,410 0 0
GOLD FIELDS LTD ADR 38059T106   118 29,340 SH   SOLE   29,340 0 0
GOLDMAN SACHS GROUP, INC. COM 38141G104   7,530 40,058 SH   SOLE   40,058 0 0
GOODYEAR TIRE & RUBBER COMPANY, THE COM 382550101   3,041 112,312 SH   SOLE   112,312 0 0
GOOGLE INC. COM 38259P508   4,877 8,793 SH   SOLE   8,793 0 0
GOOGLE INC. COM 38259P706   5,570 10,164 SH   SOLE   10,164 0 0
WASHINGTON POST CO. COM 384637104   209 199 SH   SOLE   199 0 0
GRAPHIC PACKAGING HOLDING CO. COM 388689101   5,176 356,001 SH   SOLE   356,001 0 0
GREEN PLAINS INC COM 393222104   266 9,300 SH   SOLE   9,300 0 0
GREEN PLAINS INC CONV 393222AD6   7,456 5,000,000 PRN   SOLE   5,000,000 0 0
GROUP 1 AUTOMOTIVE, INC. COM 398905109   268 3,100 SH   SOLE   3,100 0 0
GROUPON INC COM 399473107   327 45,400 SH   SOLE   45,400 0 0
HCA HOLDINGS, INC. COM 40412C101   940 12,500 SH   SOLE   12,500 0 0
HCC INSURANCE HOLDINGS INC. COM 404132102   315 5,566 SH   SOLE   5,566 0 0
HCP INC. REIT 40414L109   973 22,511 SH   SOLE   22,511 0 0
HD SUPPLY HOLDINGS INC COM 40416M105   5,206 167,100 SH   SOLE   167,100 0 0
HAEMONETICS CORPORATION COM 405024100   3,338 74,303 SH   SOLE   74,303 0 0
HAIN CELESTIAL GROUP, INC. COM 405217100   256 4,000 SH   SOLE   4,000 0 0
HALLADOR ENERGY CO COM 40609P105   440 37,672 SH   SOLE   37,672 0 0
HALYARD HEALTH, INC. COM 40650V100   7,674 155,984 SH   SOLE   155,984 0 0
HANESBRANDS INC. COM 410345102   777 23,200 SH   SOLE   23,200 0 0
HARLEY-DAVIDSON INC. COM 412822108   499 8,210 SH   SOLE   8,210 0 0
HARMAN INTL INDUSTRIES, INC. COM 413086109   1,265 9,463 SH   SOLE   9,463 0 0
HARRIS CORPORATION COM 413875105   3,118 39,594 SH   SOLE   39,594 0 0
HARTFORD FINANCIAL SERVICES GROUP INC., THE COM 416515104   2,387 57,070 SH   SOLE   57,070 0 0
HAWAIIAN HOLDINGS INC COM 419879101   683 31,000 SH   SOLE   31,000 0 0
HEALTH CARE REIT, INC. REIT 42217K106   2,030 26,246 SH   SOLE   26,246 0 0
HEALTH NET INC/CA COM 42222G108   375 6,200 SH   SOLE   6,200 0 0
HELMERICH & PAYNE, INC. COM 423452101   900 13,220 SH   SOLE   13,220 0 0
JACK HENRY & ASSOCIATES INC COM 426281101   252 3,600 SH   SOLE   3,600 0 0
HERCULES, INC. CONV 427056BC9   8,121 8,906 PRN   SOLE   8,906 0 0
HERSHEY COMPANY, THE COM 427866108   652 6,466 SH   SOLE   6,466 0 0
HESS CORPORATION COM 42809H107   2,415 35,579 SH   SOLE   35,579 0 0
HEWLETT-PACKARD CO. COM 428236103   7,227 231,937 SH   SOLE   231,937 0 0
HI-CRUSH PARTNERS LP COM 428337109   736 21,000 SH   SOLE   21,000 0 0
HILTON WORLDWIDE HOLDINGS INC. COM 43300A104   456 15,400 SH   SOLE   15,400 0 0
HOLLY ENERGY PARTNERS LP COM 435763107   673 21,400 SH   SOLE   21,400 0 0
HOLLYFRONTIER CORP. COM 436106108   2,374 58,964 SH   SOLE   58,964 0 0
HOLOGIC INC. COM 436440101   532 16,100 SH   SOLE   16,100 0 0
HOME DEPOT, INC. COM 437076102   8,839 77,797 SH   SOLE   77,797 0 0
HOMEAWAY INC COM 43739Q100   990 32,800 SH   SOLE   32,800 0 0
HONEYWELL INTERNATIONAL, INC. COM 438516106   5,688 54,527 SH   SOLE   54,527 0 0
HORMEL FOODS CORP. COM 440452100   208 3,660 SH   SOLE   3,660 0 0
HORNBECK OFFSHORE SERVICES INC. COM 440543106   2,326 123,671 SH   SOLE   123,671 0 0
HORNBECK OFFSHORE SVCS, INC. CONV 440543AN6   34,280 42,650,000 PRN   SOLE   42,650,000 0 0
HOSPIRA INC. COM 441060100   1,005 11,441 SH   SOLE   11,441 0 0
HOST HOTELS & RESORTS INC. REIT 44107P104   1,657 82,088 SH   SOLE   82,088 0 0
HUDSON CITY BANCORP, INC. COM 443683107   223 21,315 SH   SOLE   21,315 0 0
HUMANA, INC. COM 444859102   2,524 14,179 SH   SOLE   14,179 0 0
HUNTINGTON BANCSHARES, INC. COM 446150104   996 90,172 SH   SOLE   90,172 0 0
HUNTINGTON INGALLS INDUSTRIES INC. COM 446413106   1,581 11,280 SH   SOLE   11,280 0 0
HUNTSMAN CORPORATION COM 447011107   3,206 144,620 SH   SOLE   144,620 0 0
IAC/INTERACTIVECORP COM 44919P508   479 7,100 SH   SOLE   7,100 0 0
ITT CORP. COM 450911201   2,446 61,300 SH   SOLE   61,300 0 0
ICONIX BRAND GROUP, INC. COM 451055107   232 6,900 SH   SOLE   6,900 0 0
IDEX CORPORATION COM 45167R104   1,619 21,350 SH   SOLE   21,350 0 0
IHS INC COM 451734107   925 8,130 SH   SOLE   8,130 0 0
ILLINOIS TOOL WORKS INC. COM 452308109   3,974 40,915 SH   SOLE   40,915 0 0
ILLUMINA, INC. COM 452327109   256 1,380 SH   SOLE   1,380 0 0
INGLES MARKETS, INC. COM 457030104   302 6,100 SH   SOLE   6,100 0 0
INGREDION INCORPORATED COM 457187102   3,904 50,171 SH   SOLE   50,171 0 0
INSIGHT ENTERPRISE, INC. COM 45765U103   445 15,600 SH   SOLE   15,600 0 0
INTEL CORPORATION COM 458140100   19,320 617,834 SH   SOLE   617,834 0 0
INTEL CORPORATION CONV 458140AF7   31,891 20,200,000 PRN   SOLE   20,200,000 0 0
INTERCONTINENTAL EXCHANGE, INC. COM 45866F104   873 3,741 SH   SOLE   3,741 0 0
IBM CORPORATION COM 459200101   13,495 84,080 SH   SOLE   84,080 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INC. COM 459506101   370 3,153 SH   SOLE   3,153 0 0
INTERNATIONAL PAPER COMPANY COM 460146103   3,777 68,069 SH   SOLE   68,069 0 0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE) COM 460690100   623 28,186 SH   SOLE   28,186 0 0
INTUIT, INC. COM 461202103   1,769 18,249 SH   SOLE   18,249 0 0
INTUITIVE SURGICAL, INC. COM 46120E602   761 1,506 SH   SOLE   1,506 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102   109 11,200 SH   SOLE   11,200 0 0
IRON MOUNTAIN INC. REIT 46284V101   3,595 98,535 SH   SOLE   98,535 0 0
ISHARES MSCI ETF 464286848   287 22,900 SH   SOLE   22,900 0 0
ISHARES TRUST ETF 464287465   4,712 73,430 SH   SOLE   73,430 0 0
ISHARES TRUST ETF 464287598   4,742 46,000 SH   SOLE   46,000 0 0
ISHARES TRUST ETF 464287614   10,990 111,100 SH   SOLE   111,100 0 0
ISHARES TRUST ETF 464287655   485 3,900 SH   SOLE   3,900 0 0
ISHARES TRUST ETF 464287689   63,843 515,489 SH   SOLE   515,489 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46434V548   252 14,000 SH   SOLE   14,000 0 0
ITRON INC. COM 465741106   1,789 49,000 SH   SOLE   49,000 0 0
JPMORGAN CHASE & CO. COM 46625H100   15,523 256,243 SH   SOLE   256,243 0 0
JABIL CIRCUIT, INC. COM 466313103   938 40,100 SH   SOLE   40,100 0 0
JARDEN CORP. COM 471109108   292 5,525 SH   SOLE   5,525 0 0
JETBLUE AIRWAYS CORPORATION COM 477143101   391 20,300 SH   SOLE   20,300 0 0
JOHNSON & JOHNSON COM 478160104   30,215 300,350 SH   SOLE   300,350 0 0
JOHNSON CONTROLS INC. COM 478366107   1,250 24,777 SH   SOLE   24,777 0 0
JONES LANG LASALLE INC. COM 48020Q107   1,801 10,570 SH   SOLE   10,570 0 0
JOY GLOBAL INC. COM 481165108   1,309 33,400 SH   SOLE   33,400 0 0
JUNIPER NETWORKS INC. COM 48203R104   1,931 85,537 SH   SOLE   85,537 0 0
KAR AUCTION SERVICES INC. COM 48238T109   535 14,100 SH   SOLE   14,100 0 0
KBR, INC. COM 48242W106   287 19,800 SH   SOLE   19,800 0 0
KLA-TENCOR CORP. COM 482480100   390 6,687 SH   SOLE   6,687 0 0
KLX INC. COM 482539103   3,272 84,900 SH   SOLE   84,900 0 0
KANSAS CITY SOUTHERN COM 485170302   1,531 14,995 SH   SOLE   14,995 0 0
KELLOGG CO. COM 487836108   1,900 28,803 SH   SOLE   28,803 0 0
KEURIG GREEN MOUNTAIN, INC. COM 49271M100   1,050 9,400 SH   SOLE   9,400 0 0
KEYCORP COM 493267108   2,995 211,536 SH   SOLE   211,536 0 0
KEYSIGHT TECHNOLOGIES INC. COM 49338L103   2,036 54,810 SH   SOLE   54,810 0 0
KILROY REALTY CORP. REIT 49427F108   297 3,900 SH   SOLE   3,900 0 0
KIMBERLY-CLARK CORPORATION COM 494368103   1,580 14,754 SH   SOLE   14,754 0 0
KIMCO REALTY CORP. REIT 49446R109   569 21,177 SH   SOLE   21,177 0 0
KINDER MORGAN INC. COM 49456B101   204 4,852 SH   SOLE   4,852 0 0
KNOWLES CORP COM 49926D109   5,182 268,900 SH   SOLE   268,900 0 0
KOHL'S CORP. COM 500255104   2,511 32,091 SH   SOLE   32,091 0 0
KRAFT FOODS GROUP INC. COM 50076Q106   2,378 27,297 SH   SOLE   27,297 0 0
KROGER COMPANY COM 501044101   4,931 64,323 SH   SOLE   64,323 0 0
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L-3 COMMUNICATIONS HOLDINGS INC. COM 502424104   782 6,218 SH   SOLE   6,218 0 0
LABORATORY CORPORATION OF AMERICA HOLDINGS COM 50540R409   821 6,510 SH   SOLE   6,510 0 0
LAM RESEARCH CORP. COM 512807108   2,193 31,222 SH   SOLE   31,222 0 0
LAMAR ADVERTISING CO. REIT 512816109   936 15,800 SH   SOLE   15,800 0 0
LANDS' END INC COM 51509F105   1,816 50,600 SH   SOLE   50,600 0 0
LAS VEGAS SANDS CORP. COM 517834107   732 13,300 SH   SOLE   13,300 0 0
ESTEE LAUDER COMPANIES, INC. COM 518439104   1,411 16,966 SH   SOLE   16,966 0 0
LEAR CORPORATION COM 521865204   1,463 13,200 SH   SOLE   13,200 0 0
LEGGETT & PLATT INC. COM 524660107   804 17,441 SH   SOLE   17,441 0 0
LEGG MASON INC. COM 524901105   771 13,973 SH   SOLE   13,973 0 0
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LEIDOS HOLDINGS, INC. COM 525327102   481 11,475 SH   SOLE   11,475 0 0
LEUCADIA NATIONAL CORPORATION COM 527288104   814 36,541 SH   SOLE   36,541 0 0
LEVEL 3 COMMUNICATIONS INC. COM 52729N308   670 12,440 SH   SOLE   12,440 0 0
LEXMARK INTERNATIONAL, INC. COM 529771107   2,285 53,974 SH   SOLE   53,974 0 0
LIBERTY BROADBAND CORP COM 530307107   280 4,949 SH   SOLE   4,949 0 0
LIBERTY INTERACTIVE CORPORATION COM 53071M880   272 6,470 SH   SOLE   6,470 0 0
LIBERTY MEDIA CORP COM 531229300   283 7,420 SH   SOLE   7,420 0 0
LIBERTY TRIPADVISOR HOLDINGS INC COM 531465102   1,459 45,900 SH   SOLE   45,900 0 0
LIFEPOINT HOSPITALS INC. COM 53219L109   793 10,800 SH   SOLE   10,800 0 0
ELI LILLY & CO. COM 532457108   4,165 57,332 SH   SOLE   57,332 0 0
LINCOLN ELECTRIC HOLDINGS, INC. COM 533900106   209 3,200 SH   SOLE   3,200 0 0
LINCOLN NATIONAL CORP. COM 534187109   3,201 55,702 SH   SOLE   55,702 0 0
LINEAR TECHNOLOGY CORPORATION COM 535678106   398 8,506 SH   SOLE   8,506 0 0
LINN ENERGY LLC COM 536020100   1,208 109,200 SH   SOLE   109,200 0 0
LOCKHEED MARTIN CORPORATION COM 539830109   3,179 15,661 SH   SOLE   15,661 0 0
LORILLARD INC. COM 544147101   3,750 57,381 SH   SOLE   57,381 0 0
LOWES COMPANIES, INC. COM 548661107   8,601 115,624 SH   SOLE   115,624 0 0
M&T BANK CORP. COM 55261F104   929 7,314 SH   SOLE   7,314 0 0
MBIA INC. COM 55262C100   321 34,500 SH   SOLE   34,500 0 0
MFA FINANCIAL, INC. REIT 55272X102   1,380 175,600 SH   SOLE   175,600 0 0
MGM RESORTS INTERNATIONAL COM 552953101   387 18,400 SH   SOLE   18,400 0 0
M K S INSTRUMENTS, INC. COM 55306N104   284 8,400 SH   SOLE   8,400 0 0
MACERICH COMPANY, THE REIT 554382101   480 5,695 SH   SOLE   5,695 0 0
MACY'S, INC. COM 55616P104   4,337 66,813 SH   SOLE   66,813 0 0
MAGELLAN MIDSTREAM PARTNERS COM 559080106   5,094 66,400 SH   SOLE   66,400 0 0
MARATHON OIL CORPORATION COM 565849106   474 18,140 SH   SOLE   18,140 0 0
MARATHON PETROLEUM CORPORATION COM 56585A102   2,798 27,325 SH   SOLE   27,325 0 0
MARKWEST ENERGY OPERATING CO COM 570759100   2,794 42,270 SH   SOLE   42,270 0 0
MARRIOTT VACATIONS WORLDWIDE COM 57164Y107   259 3,200 SH   SOLE   3,200 0 0
MARSH & MCLENNAN COMPANIES INC. COM 571748102   1,708 30,443 SH   SOLE   30,443 0 0
MARRIOTT INTERNATIONAL, INC. COM 571903202   2,590 32,249 SH   SOLE   32,249 0 0
MASCO CORP. COM 574599106   492 18,419 SH   SOLE   18,419 0 0
MASTERCARD, INC. COM 57636Q104   4,381 50,710 SH   SOLE   50,710 0 0
MAXIM INTEGRATED PRODUCTS, INC. COM 57772K101   686 19,700 SH   SOLE   19,700 0 0
MCCORMICK & CO. INC. COM 579780206   203 2,634 SH   SOLE   2,634 0 0
MCDONALD'S CORPORATION COM 580135101   1,749 17,945 SH   SOLE   17,945 0 0
MCGRAW-HILL FINANCIAL, INC. COM 580645109   1,285 12,427 SH   SOLE   12,427 0 0
MCKESSON CORPORATION COM 58155Q103   4,367 19,306 SH   SOLE   19,306 0 0
MEAD JOHNSON NUTRITION COMPANY COM 582839106   1,170 11,636 SH   SOLE   11,636 0 0
MEDIFAST INC COM 58470H101   237 7,900 SH   SOLE   7,900 0 0
MEDIDATA SOLUTIONS INC COM 58471A105   481 9,800 SH   SOLE   9,800 0 0
MEDNAX, INC. COM 58502B106   276 3,800 SH   SOLE   3,800 0 0
MELCO CROWN ENTERTAINMENT LTD ADR 585464100   262 12,200 SH   SOLE   12,200 0 0
MERCK & CO. INC. COM 58933Y105   8,914 155,083 SH   SOLE   155,083 0 0
MERITOR, INC. CONV 59001KAC4   25,101 16,797,000 PRN   SOLE   16,797,000 0 0
METLIFE, INC. COM 59156R108   5,097 100,825 SH   SOLE   100,825 0 0
METTLER-TOLEDO INTERNATIONAL INC. COM 592688105   296 900 SH   SOLE   900 0 0
MICHAELS COS INC/THE COM 59408Q106   490 18,100 SH   SOLE   18,100 0 0
MICROSOFT CORPORATION COM 594918104   27,479 675,896 SH   SOLE   675,896 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104   912 18,645 SH   SOLE   18,645 0 0
MICRON TECHNOLOGY INC. COM 595112103   3,485 128,450 SH   SOLE   128,450 0 0
MICRON TECHNOLOGY INC. CONV 595112AV5   15,151 6,100,000 PRN   SOLE   6,100,000 0 0
MICRON TECHNOLOGY INC. CONV 595112AY9   17,690 16,000,000 PRN   SOLE   16,000,000 0 0
MID-CON ENERGY PARTNERS LP COM 59560V109   182 32,769 SH   SOLE   32,769 0 0
MOLSON COORS BREWING COMPANY COM 60871R209   1,007 13,525 SH   SOLE   13,525 0 0
MONRO MUFFLER BRAKE COM 610236101   306 4,700 SH   SOLE   4,700 0 0
MONSANTO CO. COM 61166W101   2,489 22,113 SH   SOLE   22,113 0 0
MONSTER BEVERAGE CORP COM 611740101   1,841 13,300 SH   SOLE   13,300 0 0
MOODY'S CORPORATION COM 615369105   1,522 14,665 SH   SOLE   14,665 0 0
MORGAN STANLEY COM 617446448   3,879 108,693 SH   SOLE   108,693 0 0
MOSAIC CO., THE COM 61945C103   1,479 32,100 SH   SOLE   32,100 0 0
MOTORS LIQUIDATION CO GUC TRUS COM 62010U101   183 10,729 SH   SOLE   10,729 0 0
MULTI-COLOR CORP. COM 625383104   215 3,100 SH   SOLE   3,100 0 0
MURPHY OIL CORP. COM 626717102   752 16,133 SH   SOLE   16,133 0 0
MURPHY USA INC. COM 626755102   12,455 172,100 SH   SOLE   172,100 0 0
MYRIAD GENETICS, INC. COM 62855J104   304 8,600 SH   SOLE   8,600 0 0
NRG ENERGY INC. COM 629377508   2,550 101,220 SH   SOLE   101,220 0 0
NRG YIELD INC COM 62942X108   228 4,500 SH   SOLE   4,500 0 0
NABORS INDUSTRIES INC. CONV 629568AF3   5,971 8,307,373 PRN   SOLE   8,307,373 0 0
NASDAQ OMX GROUP, INC., THE COM 631103108   467 9,167 SH   SOLE   9,167 0 0
NATIONAL FUEL GAS CO. COM 636180101   311 5,148 SH   SOLE   5,148 0 0
NATIONAL OILWELL VARCO, INC. COM 637071101   3,570 71,413 SH   SOLE   71,413 0 0
NATIONAL RETAIL PROPERTIES INC. REIT 637417106   377 9,200 SH   SOLE   9,200 0 0
NATIONSTAR MORTGAGE HOLDINGS INC COM 63861C109   1,323 53,400 SH   SOLE   53,400 0 0
NAVIENT CORPORATION COM 63938C108   6,368 313,209 SH   SOLE   313,209 0 0
NEENAH ENTERPRISES, INC. COM 64007R109   2,655 154,333 SH   SOLE   154,333 0 0
NEOGEN CORP COM 640491106   678 14,500 SH   SOLE   14,500 0 0
NETAPP INC. COM 64110D104   2,407 67,867 SH   SOLE   67,867 0 0
NEW MEDIA INVESTMENT GROUP INC. COM 64704V106   818 34,200 SH   SOLE   34,200 0 0
NEW YORK COMMUNITY BANCORP, INC COM 649445103   446 26,640 SH   SOLE   26,640 0 0
NEW YORK MORTGAGE TRUST INC REIT 649604501   320 41,200 SH   SOLE   41,200 0 0
NEWELL RUBBERMAID, INC. COM 651229106   1,048 26,821 SH   SOLE   26,821 0 0
NEWFIELD EXPLORATION CO. COM 651290108   811 23,100 SH   SOLE   23,100 0 0
NEWMARKET CORP. COM 651587107   287 600 SH   SOLE   600 0 0
NEWMONT MINING CORP. COM 651639106   451 20,754 SH   SOLE   20,754 0 0
NEWS CORPORATION COM 65249B109   911 56,896 SH   SOLE   56,896 0 0
NEWS CORP COM 65249B208   3,672 231,400 SH   SOLE   231,400 0 0
NEXTERA ENERGY INC. COM 65339F101   1,339 12,868 SH   SOLE   12,868 0 0
NIKE, INC. COM 654106103   3,378 33,664 SH   SOLE   33,664 0 0
NISOURCE, INC. COM 65473P105   626 14,171 SH   SOLE   14,171 0 0
NOBLE ENERGY, INC. COM 655044105   653 13,347 SH   SOLE   13,347 0 0
NORDSTROM, INC. COM 655664100   1,479 18,419 SH   SOLE   18,419 0 0
NORFOLK SOUTHERN CORPORATION COM 655844108   819 7,956 SH   SOLE   7,956 0 0
NORTHERN OIL AND GAS INC COM 665531109   179 23,275 SH   SOLE   23,275 0 0
NORTHERN TIER ENERGY LP COM 665826103   616 24,315 SH   SOLE   24,315 0 0
NORTHERN TRUST CORP. COM 665859104   1,757 25,220 SH   SOLE   25,220 0 0
NORTHROP GRUMMAN CORPORATION COM 666807102   5,487 34,090 SH   SOLE   34,090 0 0
NOVATION CO INC REIT 66989V107   4,622 19,258,775 SH   SOLE   19,258,775 0 0
NOVO NORDISK A/S ADR 670100205   214 4,000 SH   SOLE   4,000 0 0
NOW INC/DE COM 67011P100   1,145 52,902 SH   SOLE   52,902 0 0
NU SKIN ENTERPRISES, INC. COM 67018T105   291 4,830 SH   SOLE   4,830 0 0
NUSTAR ENERGY LP COM 67058H102   1,323 21,800 SH   SOLE   21,800 0 0
NVIDIA CORP. COM 67066G104   3,336 159,411 SH   SOLE   159,411 0 0
O'REILLY AUTOMOTIVE, INC. NEW COM 67103H107   2,828 13,077 SH   SOLE   13,077 0 0
OASIS PETROLEUM INC. COM 674215108   475 33,400 SH   SOLE   33,400 0 0
OCCIDENTAL PETROLEUM CORP. COM 674599105   3,265 44,725 SH   SOLE   44,725 0 0
OCWEN FINANCIAL CORP. COM 675746309   974 118,100 SH   SOLE   118,100 0 0
OLD DOMINION FREIGHT LINE INC. COM 679580100   255 3,300 SH   SOLE   3,300 0 0
OLD REPUBLIC INTERNATIONAL CORP. COM 680223104   379 25,357 SH   SOLE   25,357 0 0
OMNICARE, INC. COM 681904108   493 6,400 SH   SOLE   6,400 0 0
OMNICOM GROUP INC. COM 681919106   1,290 16,545 SH   SOLE   16,545 0 0
OMEGA HEALTHCARE INVESTORS, INC. COM 681936100   418 10,300 SH   SOLE   10,300 0 0
OMEGA PROTEIN CORP COM 68210P107   172 12,600 SH   SOLE   12,600 0 0
OMNIVISION TECHNOLOGIES, INC. COM 682128103   240 9,100 SH   SOLE   9,100 0 0
ON SEMICONDUCTOR CORP. COM 682189105   213 17,600 SH   SOLE   17,600 0 0
ONEOK PARTNERS LP COM 68268N103   4,171 102,125 SH   SOLE   102,125 0 0
ORACLE CORP. COM 68389X105   13,715 317,845 SH   SOLE   317,845 0 0
ORBITAL ATK INC COM 68557N103   1,502 19,602 SH   SOLE   19,602 0 0
OUTFRONT MEDIA INC COM 69007J106   4,880 163,086 SH   SOLE   163,086 0 0
OWENS CORNING COM 690742101   3,210 73,974 SH   SOLE   73,974 0 0
OWENS-ILLINOIS INC. COM 690768403   1,566 67,138 SH   SOLE   67,138 0 0
PBF ENERGY, INC. COM 69318G106   699 20,600 SH   SOLE   20,600 0 0
PDL BIOPHARMA, INC. COM 69329Y104   75 10,700 SH   SOLE   10,700 0 0
PG&E CORP. COM 69331C108   1,923 36,235 SH   SOLE   36,235 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105   4,723 50,658 SH   SOLE   50,658 0 0
PPG INDUSTRIES, INC. COM 693506107   1,879 8,333 SH   SOLE   8,333 0 0
PPL CORP. COM 69351T106   2,178 64,702 SH   SOLE   64,702 0 0
PVH CORP. COM 693656100   3,005 28,200 SH   SOLE   28,200 0 0
PACCAR INC. COM 693718108   1,563 24,756 SH   SOLE   24,756 0 0
PACWEST BANCORP COM 695263103   239 5,100 SH   SOLE   5,100 0 0
PALL CORP. COM 696429307   484 4,822 SH   SOLE   4,822 0 0
PALO ALTO NETWORKS INC COM 697435105   248 1,700 SH   SOLE   1,700 0 0
PARKER-HANNIFIN CORP. COM 701094104   4,206 35,408 SH   SOLE   35,408 0 0
PATTERSON UTI ENERGY INC. COM 703481101   432 23,000 SH   SOLE   23,000 0 0
PAYCHEX INC COM 704326107   981 19,777 SH   SOLE   19,777 0 0
PEABODY ENERGY CORPORATION COM 704549104   198 40,195 SH   SOLE   40,195 0 0
PENNEY (J.C.) CORPORATION INC. COM 708160106   711 84,500 SH   SOLE   84,500 0 0
PENSKE AUTO GROUP INC COM 70959W103   608 11,800 SH   SOLE   11,800 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105   228 15,010 SH   SOLE   15,010 0 0
PEP BOYS-MANNY, MOE & JACK COM 713278109   7,446 773,998 SH   SOLE   773,998 0 0
PEPCO HOLDINGS INC. COM 713291102   1,081 40,299 SH   SOLE   40,299 0 0
PEPSICO, INC. COM 713448108   10,573 110,575 SH   SOLE   110,575 0 0
PETROBRAS ARGENTINA SA ADR 71646J109   120 17,500 SH   SOLE   17,500 0 0
PHARMACYCLICS INC COM 716933106   363 1,420 SH   SOLE   1,420 0 0
PFIZER, INC. COM 717081103   19,259 553,586 SH   SOLE   553,586 0 0
PHILIP MORRIS INTERNATIONAL INC. COM 718172109   4,196 55,702 SH   SOLE   55,702 0 0
PHILLIPS 66 COM 718546104   8,180 104,074 SH   SOLE   104,074 0 0
PILGRIM'S PRIDE CORP. COM 72147K108   3,703 163,900 SH   SOLE   163,900 0 0
PINNACLE WEST CAPITAL CORP. COM 723484101   617 9,682 SH   SOLE   9,682 0 0
PINNACLE FOODS INC COM 72348P104   343 8,400 SH   SOLE   8,400 0 0
PITNEY BOWES INC. COM 724479100   5,450 233,688 SH   SOLE   233,688 0 0
PLAINS ALL AMERICAN PIPELINE COM 726503105   6,459 132,430 SH   SOLE   132,430 0 0
PLY GEM HOLDINGS, INC. COM 72941W100   669 51,436 SH   SOLE   51,436 0 0
POLARIS INDUSTRIES, INC. COM 731068102   882 6,250 SH   SOLE   6,250 0 0
POOL CORPORATION COM 73278L105   677 9,700 SH   SOLE   9,700 0 0
POPULAR INC. COM 733174700   616 17,900 SH   SOLE   17,900 0 0
POST HOLDINGS INC. COM 737446104   2,557 54,600 SH   SOLE   54,600 0 0
POST PROPERTIES INC. REIT 737464107   569 10,000 SH   SOLE   10,000 0 0
PRAXAIR INC. COM 74005P104   449 3,720 SH   SOLE   3,720 0 0
PRECISION CASTPARTS CORP. COM 740189105   1,053 5,015 SH   SOLE   5,015 0 0
PREMIER INC COM 74051N102   1,172 31,200 SH   SOLE   31,200 0 0
T ROWE PRICE GROUP, INC. COM 74144T108   1,821 22,492 SH   SOLE   22,492 0 0
PRIMERICA INC COM 74164M108   249 4,900 SH   SOLE   4,900 0 0
PRINCIPAL FINANCIAL GROUP, INC. COM 74251V102   2,125 41,364 SH   SOLE   41,364 0 0
PROASSURANCE CORPORATION COM 74267C106   1,125 24,500 SH   SOLE   24,500 0 0
PROCTER & GAMBLE COMPANY COM 742718109   12,996 158,603 SH   SOLE   158,603 0 0
PROGRESSIVE CORP., THE COM 743315103   2,773 101,948 SH   SOLE   101,948 0 0
PROGRESSIVE WASTE SOLUTIONS LTD. COM 74339G101   351 11,960 SH   SOLE   11,960 0 0
PROLOGIS COM 74340W103   1,924 44,165 SH   SOLE   44,165 0 0
PRUDENTIAL FINANCIAL, INC. COM 744320102   2,358 29,362 SH   SOLE   29,362 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC. COM 744573106   2,278 54,333 SH   SOLE   54,333 0 0
PUBLIC STORAGE REIT 74460D109   384 1,950 SH   SOLE   1,950 0 0
PULTEGROUP, INC. COM 745867101   535 24,047 SH   SOLE   24,047 0 0
QEP RESOURCES INC. COM 74733V100   805 38,587 SH   SOLE   38,587 0 0
QUALCOM, INC. COM 747525103   6,905 99,578 SH   SOLE   99,578 0 0
QUALITY DISTRIBUTION INC. COM 74756M102   3,568 345,430 SH   SOLE   345,430 0 0
QUEST DIAGNOSTICS INC. COM 74834L100   2,155 28,044 SH   SOLE   28,044 0 0
QUINTILES TRANSNATIONAL HOLDIN COM 74876Y101   500 7,462 SH   SOLE   7,462 0 0
R P M INTERNATIONAL, INC. COM 749685103   1,174 24,470 SH   SOLE   24,470 0 0
RPX CORP COM 74972G103   219 15,200 SH   SOLE   15,200 0 0
RANDGOLD RESOURCES LTD ADR 752344309   516 7,447 SH   SOLE   7,447 0 0
RAYONIER ADVANCED MATERIALS INC. COM 75508B104   848 56,921 SH   SOLE   56,921 0 0
RAYTHEON COMPANY COM 755111507   1,407 12,883 SH   SOLE   12,883 0 0
REALTY INCOME CORP. REIT 756109104   454 8,800 SH   SOLE   8,800 0 0
RED HAT INC. COM 756577102   1,564 20,645 SH   SOLE   20,645 0 0
REGAL-BELOIT CORPORATION COM 758750103   215 2,687 SH   SOLE   2,687 0 0
REGENCY CENTERS CORP. REIT 758849103   401 5,900 SH   SOLE   5,900 0 0
REGENERON PHARMACEUTICALS, INC. COM 75886F107   1,350 2,990 SH   SOLE   2,990 0 0
REGIONS FINANCIAL CORP. COM 7591EP100   1,386 146,668 SH   SOLE   146,668 0 0
REINSURANCE GROUP OF AMERICA, INC. COM 759351604   2,837 30,443 SH   SOLE   30,443 0 0
RELIANCE STEEL & ALUMINUM CO. COM 759509102   1,029 16,845 SH   SOLE   16,845 0 0
RENEWABLE ENERGY GROUP INC COM 75972A301   146 15,800 SH   SOLE   15,800 0 0
REPUBLIC SERVICES INC. COM 760759100   255 6,289 SH   SOLE   6,289 0 0
RESMED INC. COM 761152107   424 5,900 SH   SOLE   5,900 0 0
RESOLUTE FOREST PRODUCTS, INC. COM 76117W109   646 37,466 SH   SOLE   37,466 0 0
RESOURCE CAPITAL CORPORATION COM 76120W302   159 35,000 SH   SOLE   35,000 0 0
RESTAURANT BRANDS INTERNATIONAL INC COM 76131D103   410 10,668 SH   SOLE   10,668 0 0
REX AMERICAN RESOURCES CORP COM 761624105   268 4,400 SH   SOLE   4,400 0 0
REYNOLDS AMERICAN INC. COM 761713106   816 11,842 SH   SOLE   11,842 0 0
RITE AID CORP. COM 767754104   647 74,500 SH   SOLE   74,500 0 0
RIVERBED TECHNOLOGY INC. COM 768573107   479 22,900 SH   SOLE   22,900 0 0
ROBERT HALF INTERNATIONAL, INC. COM 770323103   379 6,261 SH   SOLE   6,261 0 0
ROCK-TENN CO. COM 772739207   8,434 130,760 SH   SOLE   130,760 0 0
ROCKWELL AUTOMATION INC. COM 773903109   917 7,909 SH   SOLE   7,909 0 0
ROCKWELL COLLINS INC. COM 774341101   398 4,125 SH   SOLE   4,125 0 0
ROPER INDUSTRIES, INC. COM 776696106   1,661 9,657 SH   SOLE   9,657 0 0
ROSS STORES, INC. COM 778296103   2,386 22,648 SH   SOLE   22,648 0 0
ROVI CORPORATION COM 779376102   508 27,900 SH   SOLE   27,900 0 0
ROYAL GOLD, INC. COM 780287108   246 3,900 SH   SOLE   3,900 0 0
RYDER SYSTEM INC. COM 783549108   1,099 11,586 SH   SOLE   11,586 0 0
SBA COMMUNICATIONS CORP. COM 78388J106   438 3,740 SH   SOLE   3,740 0 0
SEI INVESTMENTS COMPANY COM 784117103   569 12,900 SH   SOLE   12,900 0 0
SL GREEN REALTY CORP. REIT 78440X101   692 5,390 SH   SOLE   5,390 0 0
SPX CORP. COM 784635104   626 7,370 SH   SOLE   7,370 0 0
STANDARD PARKING CORP. COM 78469C103   843 38,568 SH   SOLE   38,568 0 0
SAFEWAY PDC LLC COM 786CVR209   38 37,021 SH   SOLE   37,021 0 0
SAFEWAY PDC LLC COM 786CVR308   2 37,021 SH   SOLE   37,021 0 0
ST. JUDE MEDICAL INC. COM 790849103   1,140 17,429 SH   SOLE   17,429 0 0
SALESFORCE.COM INC. COM 79466L302   445 6,664 SH   SOLE   6,664 0 0
SANDISK CORP. COM 80004C101   2,193 34,463 SH   SOLE   34,463 0 0
SANMINA-SCI CORPORATION COM 801056102   227 9,400 SH   SOLE   9,400 0 0
SANTANDER CONSUMER USA HOLDINGS INC COM 80283M101   1,083 46,800 SH   SOLE   46,800 0 0
SCANA CORPORATION COM 80589M102   1,227 22,320 SH   SOLE   22,320 0 0
HENRY SCHEIN, INC. COM 806407102   362 2,590 SH   SOLE   2,590 0 0
SCHLUMBERGER LTD. COM 806857108   3,351 40,159 SH   SOLE   40,159 0 0
CHARLES SCHWAB CORP. COM 808513105   799 26,234 SH   SOLE   26,234 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104   157 17,700 SH   SOLE   17,700 0 0
SCRIPPS NETWORKS INTERACTIVE INC. COM 811065101   1,974 28,796 SH   SOLE   28,796 0 0
SEACOR HOLDINGS INC. CONV 81170YAB5   17,363 20,000,000 PRN   SOLE   20,000,000 0 0
SEALED AIR CORPORATION COM 81211K100   1,034 22,700 SH   SOLE   22,700 0 0
SEARS HOLDINGS CORP. COM 812350106   737 17,800 SH   SOLE   17,800 0 0
SELECT SECTOR SPDR MATERIALS ETF 81369Y100   210 4,300 SH   SOLE   4,300 0 0
SELECT SECTOR SPDR HEATH CARE ETF 81369Y209   1,334 18,400 SH   SOLE   18,400 0 0
SELECT SECTOR SPDR CON STAPLES ETF 81369Y308   1,306 26,800 SH   SOLE   26,800 0 0
SELECT SECTOR SPDR CON DISCRET ETF 81369Y407   654 8,700 SH   SOLE   8,700 0 0
SELECT SECTOR SPDR ENERGY ETF 81369Y506   512 6,600 SH   SOLE   6,600 0 0
SELECT SECTOR SPDR FINANCIAL ETF 81369Y605   1,584 65,700 SH   SOLE   65,700 0 0
SELECT SECTOR SPDR INDUSTRIAL ETF 81369Y704   982 17,600 SH   SOLE   17,600 0 0
SELECT SECTOR SPDR TECHNOLOGY ETF 81369Y803   2,134 51,500 SH   SOLE   51,500 0 0
SELECT SECTOR SPDR UTILITIES ETF 81369Y886   724 16,300 SH   SOLE   16,300 0 0
SEMPRA ENERGY COM 816851109   467 4,284 SH   SOLE   4,284 0 0
SENIOR HOUSING PROPERTIES TRUST REIT 81721M109   288 13,000 SH   SOLE   13,000 0 0
SENSIENT TECHNOLOGIES CORP. COM 81725T100   207 3,000 SH   SOLE   3,000 0 0
SERVICE CORP. INTERNATIONAL COM 817565104   281 10,800 SH   SOLE   10,800 0 0
SERVICENOW INC COM 81762P102   205 2,600 SH   SOLE   2,600 0 0
SEVENTY SEVEN ENERGY INC. COM 818097107   151 36,500 SH   SOLE   36,500 0 0
SHERWIN-WILLIAMS COMPANY COM 824348106   2,395 8,420 SH   SOLE   8,420 0 0
SIGMA-ALDRICH CORP. COM 826552101   1,174 8,495 SH   SOLE   8,495 0 0
SIGNATURE BANK CORPORATION COM 82669G104   271 2,090 SH   SOLE   2,090 0 0
SILVER WHEATON CORPORATION COM 828336107   677 35,570 SH   SOLE   35,570 0 0
SIMON PROPERTY GROUP, INC. REIT 828806109   2,318 11,848 SH   SOLE   11,848 0 0
SKYWEST, INC. COM 830879102   519 35,500 SH   SOLE   35,500 0 0
SKYWORKS SOLUTIONS, INC. COM 83088M102   1,435 14,600 SH   SOLE   14,600 0 0
A.O. SMITH CORPORATION COM 831865209   663 10,100 SH   SOLE   10,100 0 0
J.M. SMUCKER CO. (THE) COM 832696405   5,589 48,292 SH   SOLE   48,292 0 0
SNAP-ON INC. COM 833034101   1,670 11,355 SH   SOLE   11,355 0 0
SOCIEDAD QUIMICA Y MINERA DE C ADR 833635105   661 36,220 SH   SOLE   36,220 0 0
SOLARWINDS INC COM 83416B109   656 12,800 SH   SOLE   12,800 0 0
SONOCO PRODUCTS COMPANY COM 835495102   698 15,344 SH   SOLE   15,344 0 0
SOUTHERN COMPANY COM 842587107   2,555 57,707 SH   SOLE   57,707 0 0
SOUTHWEST AIRLINES COMPANY COM 844741108   4,038 91,149 SH   SOLE   91,149 0 0
SOUTHWESTERN ENERGY CO. COM 845467109   399 17,200 SH   SOLE   17,200 0 0
SOUTHWESTERN ENERGY COMPANY CONV 845467208   17,631 350,000 SH   SOLE   350,000 0 0
SPECTRA ENERGY CORP COM 847560109   457 12,635 SH   SOLE   12,635 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109   3,817 73,700 SH   SOLE   73,700 0 0
SPECTRASCIENCE, INC. COM 84760E301   5 157,715 SH   SOLE   157,715 0 0
SPECTRUM BRANDS HOLDINGS, INC. COM 84763R101   412 4,600 SH   SOLE   4,600 0 0
SPIRIT AEROSYSTEMS HOLDINGS INC COM 848574109   1,316 25,200 SH   SOLE   25,200 0 0
SPIRIT AIRLINES, INC. COM 848577102   472 6,100 SH   SOLE   6,100 0 0
SPIRIT REALTY CAPITAL INC. REIT 84860W102   245 20,300 SH   SOLE   20,300 0 0
SPOK HOLDINGS INC COM 84863T106   272 14,200 SH   SOLE   14,200 0 0
STANLEY BLACK & DECKER INC. COM 854502101   809 8,481 SH   SOLE   8,481 0 0
STAPLES, INC. COM 855030102   3,266 200,548 SH   SOLE   200,548 0 0
STARBUCKS CORP. COM 855244109   2,450 25,872 SH   SOLE   25,872 0 0
STARWOOD PROPERTY TRUST INC. REIT 85571B105   260 10,700 SH   SOLE   10,700 0 0
STARZ COM 85571Q102   6,916 200,995 SH   SOLE   200,995 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE INC. COM 85590A401   1,301 15,575 SH   SOLE   15,575 0 0
STATE STREET CORP. COM 857477103   1,468 19,961 SH   SOLE   19,961 0 0
STEEL DYNAMICS INC. COM 858119100   225 11,200 SH   SOLE   11,200 0 0
STEIN MART, INC. COM 858375108   177 14,200 SH   SOLE   14,200 0 0
STERICYCLE, INC. COM 858912108   478 3,404 SH   SOLE   3,404 0 0
STRYKER CORPORATION COM 863667101   2,178 23,609 SH   SOLE   23,609 0 0
SUBURBAN PROPANE PARTNERS LP COM 864482104   460 10,700 SH   SOLE   10,700 0 0
SUNCOR ENERGY, INC. COM 867224107   515 17,619 SH   SOLE   17,619 0 0
SUNCO LOGISTICS PARTNERS LP COM 86764L108   3,265 78,980 SH   SOLE   78,980 0 0
SUNTRUST BANKS, INC. COM 867914103   2,285 55,600 SH   SOLE   55,600 0 0
SUPERIOR ENERGY SERVICES INC. COM 868157108   632 28,300 SH   SOLE   28,300 0 0
SUPREME INDUSTRIES, INC. COM 868607102   2,488 317,706 SH   SOLE   317,706 0 0
SYMANTEC CORP. COM 871503108   919 39,334 SH   SOLE   39,334 0 0
SYNOPSIS, INC. COM 871607107   213 4,600 SH   SOLE   4,600 0 0
SYNNEX CORP. COM 87162W100   471 6,100 SH   SOLE   6,100 0 0
SYNCHRONY FINANCIAL COM 87165B103   1,305 43,000 SH   SOLE   43,000 0 0
SYSCO CORP. COM 871829107   321 8,500 SH   SOLE   8,500 0 0
TC PIPELINES LP COM 87233Q108   853 13,100 SH   SOLE   13,100 0 0
TD AMERITRADE HOLDING CORP. COM 87236Y108   302 8,100 SH   SOLE   8,100 0 0
TCP CAPITAL CORP COM 87238Q103   25,686 1,603,372 SH   SOLE   1,603,372 0 0
TJX COMPANIES INC. COM 872540109   5,384 76,866 SH   SOLE   76,866 0 0
T-MOBILE US INC. COM 872590104   219 6,900 SH   SOLE   6,900 0 0
TRW AUTOMOTIVE HOLDINGS CORP. COM 87264S106   450 4,290 SH   SOLE   4,290 0 0
TAKE-TWO INTERACTIVE SFTWR COM 874054109   255 10,000 SH   SOLE   10,000 0 0
TARGA RESOURCES PARTNERS LP COM 87611X105   7,981 192,967 SH   SOLE   192,967 0 0
TARGET CORPORATION COM 87612E106   7,350 89,553 SH   SOLE   89,553 0 0
TARGA RESOURCES CORP COM 87612G101   429 4,482 SH   SOLE   4,482 0 0
TAUBMAN CENTERS, INC. REIT 876664103   694 9,000 SH   SOLE   9,000 0 0
TECH DATA CORPORATION COM 878237106   913 15,800 SH   SOLE   15,800 0 0
TELEFLEX, INC. COM 879369106   566 4,681 SH   SOLE   4,681 0 0
TERADATA CORPORATION COM 88076W103   3,244 73,484 SH   SOLE   73,484 0 0
TERADYNE INC COM 880770102   841 44,600 SH   SOLE   44,600 0 0
TERRA NITROGEN COMPANY LP COM 881005201   832 5,710 SH   SOLE   5,710 0 0
TESORO PETROLEUM CORPORATION COM 881609101   10,679 116,983 SH   SOLE   116,983 0 0
TEXAS INSTRUMENTS INC. COM 882508104   3,058 53,469 SH   SOLE   53,469 0 0
TEXAS ROADHOUSE, INC. COM 882681109   497 13,650 SH   SOLE   13,650 0 0
TEXTRON, INC. COM 883203101   1,824 41,157 SH   SOLE   41,157 0 0
THERMO FISHER SCIENTIFIC INC. COM 883556102   984 7,324 SH   SOLE   7,324 0 0
CENGAGE LEARNING HOLDINGS II L.P. COM 884849XX3   2,141 95,152 SH   SOLE   95,152 0 0
THOMSON REUTERS CORP. COM 884903105   272 6,700 SH   SOLE   6,700 0 0
3M COMPANY COM 88579Y101   7,074 42,887 SH   SOLE   42,887 0 0
TIME WARNER INC. COM 887317303   5,041 59,700 SH   SOLE   59,700 0 0
TIME WARNER CABLE, INC. COM 88732J207   3,084 20,574 SH   SOLE   20,574 0 0
TIMKEN COMPANY, THE COM 887389104   3,645 86,500 SH   SOLE   86,500 0 0
TIMKENSTEEL CORP COM 887399103   6,414 242,300 SH   SOLE   242,300 0 0
TORCHMARK CORPORATION COM 891027104   1,456 26,519 SH   SOLE   26,519 0 0
TORO CO., THE COM 891092108   223 3,180 SH   SOLE   3,180 0 0
TOTAL S A COM 89151E109   2,458 49,490 SH   SOLE   49,490 0 0
TOTAL SYSTEM SERVICES INC. COM 891906109   501 13,128 SH   SOLE   13,128 0 0
TOWNSQUARE MEDIA INC COM 892231101   332 25,839 SH   SOLE   25,839 0 0
TRAVELERS COS, INC. COM 89417E109   4,369 40,405 SH   SOLE   40,405 0 0
TRINITY INDUSTRIES INC. COM 896522109   2,248 63,300 SH   SOLE   63,300 0 0
TRIUMPH GROUP, INC. COM 896818101   1,553 26,000 SH   SOLE   26,000 0 0
TRIPADVISOR INC COM 896945201   264 3,180 SH   SOLE   3,180 0 0
TUPPERWARE BRANDS CORPORATION COM 899896104   221 3,200 SH   SOLE   3,200 0 0
NEWS CORPORATION COM 90130A101   6,186 182,788 SH   SOLE   182,788 0 0
TWO HARBORS INVESTMENT CORP REIT 90187B101   409 38,500 SH   SOLE   38,500 0 0
TYSON FOODS, INC. COM 902494103   3,042 79,421 SH   SOLE   79,421 0 0
UDR INC. REIT 902653104   286 8,400 SH   SOLE   8,400 0 0
UGI CORPORATION COM 902681105   514 15,782 SH   SOLE   15,782 0 0
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USANA HEALTH SCIENCES COM 90328M107   311 2,800 SH   SOLE   2,800 0 0
USG CORP. COM 903293405   1,351 50,587 SH   SOLE   50,587 0 0
ULTRAPAR PARTICIPACOES SA ADR 90400P101   894 44,275 SH   SOLE   44,275 0 0
UNION PACIFIC CORPORATION COM 907818108   14,394 132,898 SH   SOLE   132,898 0 0
UNITED CONTINENTAL HOLDINGS INC. COM 910047109   1,281 19,055 SH   SOLE   19,055 0 0
UNITED PARCEL SERVICE INC. COM 911312106   2,146 22,135 SH   SOLE   22,135 0 0
UNITED RENTALS INC. COM 911363109   3,560 39,050 SH   SOLE   39,050 0 0
UNITED STATES STEEL CORP. COM 912909108   1,278 52,362 SH   SOLE   52,362 0 0
UNITED STATIONERS, INC. COM 913004107   336 8,200 SH   SOLE   8,200 0 0
UNITED TECHNOLOGIES CORP. COM 913017109   2,756 23,512 SH   SOLE   23,512 0 0
UNITED THERAPEUTICS CORP COM 91307C102   1,019 5,910 SH   SOLE   5,910 0 0
UNITEDHEALTH GROUP, INC. COM 91324P102   11,642 98,415 SH   SOLE   98,415 0 0
UNIVERSAL ELECTRONICS INC COM 913483103   248 4,400 SH   SOLE   4,400 0 0
UNIVERSAL HEALTH SERVICES INC. COM 913903100   593 5,040 SH   SOLE   5,040 0 0
UNUM GROUP COM 91529Y106   1,231 36,506 SH   SOLE   36,506 0 0
VCA INC. COM 918194101   570 10,400 SH   SOLE   10,400 0 0
VF CORP. COM 918204108   3,494 46,400 SH   SOLE   46,400 0 0
VSE CORP COM 918284100   1,204 14,700 SH   SOLE   14,700 0 0
VOXX INTERNATIONAL CORP COM 91829F104   119 13,000 SH   SOLE   13,000 0 0
VWR CORP COM 91843L103   3,332 128,200 SH   SOLE   128,200 0 0
VALERO ENERGY CORP. COM 91913Y100   4,226 66,421 SH   SOLE   66,421 0 0
VALMONT INDUSTRIES, INC. COM 920253101   1,194 9,715 SH   SOLE   9,715 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF ETF 921943858   2,981 74,840 SH   SOLE   74,840 0 0
VANGUARD FTSE EMERGING MARKETS ETF 922042858   2,281 55,800 SH   SOLE   55,800 0 0
VANGUARD NATURAL RESOURCES LLC COM 92205F106   555 39,700 SH   SOLE   39,700 0 0
VARIAN MEDICAL SYSTEMS, INC. COM 92220P105   825 8,771 SH   SOLE   8,771 0 0
VECTREN CORPORATION COM 92240G101   218 4,948 SH   SOLE   4,948 0 0
VECTRUS, INC. COM 92242T101   1,575 61,798 SH   SOLE   61,798 0 0
VEEVA SYSTEMS INC COM 922475108   281 11,000 SH   SOLE   11,000 0 0
VENTAS INC. REIT 92276F100   486 6,661 SH   SOLE   6,661 0 0
VERISIGN INC. COM 92343E102   517 7,720 SH   SOLE   7,720 0 0
VERIZON COMMUNICATIONS INC. COM 92343V104   15,114 310,787 SH   SOLE   310,787 0 0
VERTEX PHARMACEUTICALS INCORPORATED COM 92532F100   271 2,300 SH   SOLE   2,300 0 0
VERTRUE LLC COM 92534NBB6   0 229,752 SH   SOLE   229,752 0 0
VIACOM, INC. COM 92553P201   3,586 52,500 SH   SOLE   52,500 0 0
VISA, INC. COM 92826C839   4,068 62,192 SH   SOLE   62,192 0 0
VISHAY INTERTECHNOLOGY, INC. COM 928298108   603 43,600 SH   SOLE   43,600 0 0
VISTA OUTDOOR INC COM 928377100   1,802 42,080 SH   SOLE   42,080 0 0
VISTEON CORP. COM 92839U206   202 2,100 SH   SOLE   2,100 0 0
VMWARE, INC. COM 928563402   326 3,980 SH   SOLE   3,980 0 0
VORNADO REALTY TRUST REIT 929042109   1,004 8,965 SH   SOLE   8,965 0 0
VOYA FINANCIAL, INC. COM 929089100   237 5,500 SH   SOLE   5,500 0 0
W T OFFSHORE INC COM 92922P106   109 21,330 SH   SOLE   21,330 0 0
W. P. CAREY INC. REIT 92936U109   265 3,900 SH   SOLE   3,900 0 0
WASHINGTON PRIME GROUP INC. REIT 92939N102   311 18,700 SH   SOLE   18,700 0 0
WABTEC CORPORATION COM 929740108   3,017 31,750 SH   SOLE   31,750 0 0
WAL-MART STORES, INC. COM 931142103   6,425 78,115 SH   SOLE   78,115 0 0
WALGREEN COMPANY COM 931427108   4,883 57,663 SH   SOLE   57,663 0 0
WASTE MANAGEMENT, INC. COM 94106L109   555 10,239 SH   SOLE   10,239 0 0
WATERS CORPORATION COM 941848103   686 5,520 SH   SOLE   5,520 0 0
WEINGARTEN REALTY INVESTORS REIT 948741103   234 6,500 SH   SOLE   6,500 0 0
WELLPOINT, INC. CONV 94973VBG1   29,332 14,200,000 PRN   SOLE   14,200,000 0 0
WELLS FARGO & COMPANY COM 949746101   15,612 286,980 SH   SOLE   286,980 0 0
WESCO INTERNATIONAL INC. COM 95082P105   3,942 56,400 SH   SOLE   56,400 0 0
WEST CORPORATION COM 952355204   273 8,100 SH   SOLE   8,100 0 0
WESTAR ENERGY INC. COM 95709T100   360 9,300 SH   SOLE   9,300 0 0
WESTERN DIGITAL CORPORATION COM 958102105   2,721 29,903 SH   SOLE   29,903 0 0
WESTERN GAS PARTNERS LP COM 958254104   2,522 38,300 SH   SOLE   38,300 0 0
WESTERN REFINING, INC. COM 959319104   766 15,500 SH   SOLE   15,500 0 0
WESTERN UNION COMPANY, THE COM 959802109   7,673 368,715 SH   SOLE   368,715 0 0
WESTLAKE CHEMICAL CORPORATION COM 960413102   3,550 49,340 SH   SOLE   49,340 0 0
WEYERHAEUSER CO. REIT 962166104   942 28,403 SH   SOLE   28,403 0 0
WHIRLPOOL CORPORATION COM 963320106   2,269 11,227 SH   SOLE   11,227 0 0
WHITEHORSE FINANCE INC COM 96524V106   153 12,300 SH   SOLE   12,300 0 0
WHITEWAVE FOODS CO COM 966244105   9,583 216,115 SH   SOLE   216,115 0 0
WHITING PETROLEUM CORP. COM 966387102   232 7,500 SH   SOLE   7,500 0 0
WILLIAMS COMPANIES INC., THE COM 969457100   535 10,581 SH   SOLE   10,581 0 0
WILLIAMS PARTNERS LP COM 96949L105   4,155 84,424 SH   SOLE   84,424 0 0
WILLIAMS-SONOMA, INC. COM 969904101   430 5,400 SH   SOLE   5,400 0 0
WINDSTREAM CORP. COM 97382A101   2,397 323,951 SH   SOLE   323,951 0 0
WISCONSIN ENERGY CORP. COM 976657106   737 14,882 SH   SOLE   14,882 0 0
WORKDAY INC COM 98138H101   312 3,700 SH   SOLE   3,700 0 0
WORLD FUEL SERVICES CORP. COM 981475106   592 10,300 SH   SOLE   10,300 0 0
WORTHINGTON INDUSTRIES, INC. COM 981811102   2,564 96,370 SH   SOLE   96,370 0 0
WPX ENERGY, INC. COM 98212B103   752 68,799 SH   SOLE   68,799 0 0
WYNDHAM WORLDWIDE CORP. COM 98310W108   4,255 47,031 SH   SOLE   47,031 0 0
XCEL ENERGY INC. COM 98389B100   1,146 32,929 SH   SOLE   32,929 0 0
XILINX INC. COM 983919101   851 20,127 SH   SOLE   20,127 0 0
XEROX CORPORATION COM 984121103   3,847 299,382 SH   SOLE   299,382 0 0
XYLEM INC. COM 98419M100   475 13,556 SH   SOLE   13,556 0 0
YAHOO! INC. COM 984332106   2,762 62,163 SH   SOLE   62,163 0 0
YUM! BRANDS INC. COM 988498101   394 5,011 SH   SOLE   5,011 0 0
ZEBRA TECHNOLOGIES CORP. COM 989207105   395 4,350 SH   SOLE   4,350 0 0
ZIMMER HOLDINGS INC. COM 98956P102   1,954 16,629 SH   SOLE   16,629 0 0
ZIONS BANCORPORATION COM 989701107   365 13,526 SH   SOLE   13,526 0 0
ZOETIS INC. COM 98978V103   11,811 255,147 SH   SOLE   255,147 0 0
ACTAVIS PLC COM G0083B108   8,267 27,778 SH   SOLE   27,778 0 0
ALLEGION PLC COM G0176J109   5,813 95,033 SH   SOLE   95,033 0 0
AMDOCS LTD. COM G02602103   2,660 48,900 SH   SOLE   48,900 0 0
AON PLC COM G0408V102   2,687 27,952 SH   SOLE   27,952 0 0
ARCH CAPITAL GROUP LTD. COM G0450A105   320 5,200 SH   SOLE   5,200 0 0
ASPEN INSURANCE HOLDINGS LTD. COM G05384105   808 17,100 SH   SOLE   17,100 0 0
ASSURED GUARANTY, LTD. COM G0585R106   1,027 38,900 SH   SOLE   38,900 0 0
AXIS CAPITAL HOLDINGS LTD. COM G0692U109   222 4,300 SH   SOLE   4,300 0 0
ACCENTURE PLC COM G1151C101   4,610 49,200 SH   SOLE   49,200 0 0
BUNGE LTD. COM G16962105   2,461 29,885 SH   SOLE   29,885 0 0
DELPHI AUTOMOTIVE PLC COM G27823106   781 9,800 SH   SOLE   9,800 0 0
EATON CORPORATION PLC COM G29183103   1,931 28,429 SH   SOLE   28,429 0 0
ENDURANCE SPECIALTY HOLDINGS LTD. COM G30397106   1,302 21,300 SH   SOLE   21,300 0 0
ENDO INTERNATIONAL PLC COM G30401106   780 8,700 SH   SOLE   8,700 0 0
ENSCO PLC COM G3157S106   1,346 63,900 SH   SOLE   63,900 0 0
EVEREST RE GROUP LTD. COM G3223R108   616 3,540 SH   SOLE   3,540 0 0
HERBALIFE LTD. COM G4412G101   1,808 42,280 SH   SOLE   42,280 0 0
INGERSOLL-RAND PLC COM G47791101   1,511 22,200 SH   SOLE   22,200 0 0
INVESCO LTD. COM G491BT108   791 19,935 SH   SOLE   19,935 0 0
KOSMOS ENERGY, LTD. COM G5315B107   148 18,700 SH   SOLE   18,700 0 0
LAZARD LTD. COM G54050102   463 8,800 SH   SOLE   8,800 0 0
MALLINCKRODT PLC COM G5785G107   10,434 82,388 SH   SOLE   82,388 0 0
MARVELL TECHNOLOGY GROUP, LTD COM G5876H105   184 12,500 SH   SOLE   12,500 0 0
MEDTRONIC INC. COM G5960L103   14,242 182,617 SH   SOLE   182,617 0 0
MONTPELIER RE HOLDINGS LTD COM G62185106   446 11,600 SH   SOLE   11,600 0 0
NABORS INDUSTRIES LTD COM G6359F103   3,797 278,164 SH   SOLE   278,164 0 0
NOBLE CORPORATION COM G65431101   754 52,800 SH   SOLE   52,800 0 0
PARTNERRE LTD. COM G6852T105   859 7,510 SH   SOLE   7,510 0 0
RENAISSANCERE HOLDINGS LTD. COM G7496G103   624 6,255 SH   SOLE   6,255 0 0
ROWAN COS. INC. COM G7665A101   315 17,800 SH   SOLE   17,800 0 0
SEAGATE TECHNOLOGY, INC. COM G7945M107   2,388 45,900 SH   SOLE   45,900 0 0
VALIDUS HOLDINGS LTD. COM G9319H102   1,343 31,900 SH   SOLE   31,900 0 0
VANTAGE DRILLING COMPANY COM G93205113   553 1,687,584 SH   SOLE   1,687,584 0 0
PERRIGO COMPANY PLC COM G97822103   389 2,350 SH   SOLE   2,350 0 0
XLIT LTD. COM G98290102   2,154 58,535 SH   SOLE   58,535 0 0
ACE LTD. COM H0023R105   3,551 31,850 SH   SOLE   31,850 0 0
WEATHERFORD INTERNATIONAL PLC COM H27013103   1,076 87,500 SH   SOLE   87,500 0 0
GARMIN LTD COM H2906T109   746 15,700 SH   SOLE   15,700 0 0
PENTAIR INC. COM H6169Q108   2,154 34,252 SH   SOLE   34,252 0 0
TRANSOCEAN LTD. COM H8817H100   1,366 93,100 SH   SOLE   93,100 0 0
TYCO INTERNATIONAL LTD. COM H89128104   771 17,900 SH   SOLE   17,900 0 0
TE CONNECTIVITY LTD. COM H8912P106   415 5,800 SH   SOLE   5,800 0 0
CHECK POINT SOFTWARE TECH COM M22465104   262 3,200 SH   SOLE   3,200 0 0
CORE LABORATORIES N.V. COM N22717107   759 7,267 SH   SOLE   7,267 0 0
LYONDELLBASELL INDUSTRIES NV COM N53745100   12,427 141,536 SH   SOLE   141,536 0 0
MYLAN INC. COM N59465109   469 7,906 SH   SOLE   7,906 0 0
NIELSEN N.V. COM N63218106   762 17,100 SH   SOLE   17,100 0 0
QIAGEN N.V. COM NL0000249   214 8,500 SH   SOLE   8,500 0 0
COPA HOLDINGS SA COM P31076105   1,484 14,700 SH   SOLE   14,700 0 0
TRONOX LTD COM Q9235V101   2,033 100,000 SH   SOLE   100,000 0 0
ROYAL CARIBBEAN CRUISES LTD. COM V7780T103   434 5,300 SH   SOLE   5,300 0 0
AVAGO TECHNOLOGIES LIMITED COM Y0486S104   1,498 11,800 SH   SOLE   11,800 0 0
GOLAR LNG PARTNERS LP COM Y2745C102   833 30,968 SH   SOLE   30,968 0 0
OCEAN RIG UDW INC. COM Y64354205   2,155 327,011 SH   SOLE   327,011 0 0
SEADRILL PARTNERS LLC COM Y7545W109   489 41,600 SH   SOLE   41,600 0 0
TEEKAY CORP. COM Y8564W103   2,096 45,000 SH   SOLE   45,000 0 0
TEEKAY TANKERS LTD COM Y8565N102   187 32,500 SH   SOLE   32,500 0 0