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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACCO BRANDS CORPORATION COM 00081T108 353 49,900 SH   SOLE   49,900 0 0
ADT CORPORATION (THE) COM 00101J106 369 12,350 SH   SOLE   12,350 0 0
AFLAC INC. COM 001055102 1,384 23,817 SH   SOLE   23,817 0 0
AGCO CORPORATION COM 001084102 3,925 84,170 SH   SOLE   84,170 0 0
AGL RESOURCES INC. COM 001204106 442 7,238 SH   SOLE   7,238 0 0
AH BELO CORP COM 001282102 51 10,300 SH   SOLE   10,300 0 0
AES CORP., THE COM 00130H105 2,368 241,864 SH   SOLE   241,864 0 0
AK STEEL CORP. CONV 001546AP5 3,895 5,625,000 PRN   SOLE   5,625,000 0 0
AMC NETWORKS, INC. COM 00164V103 585 8,000 SH   SOLE   8,000 0 0
AT&T INC. COM 00206R102 11,177 343,065 SH   SOLE   343,065 0 0
AARON'S, INC. COM 002535300 2,212 61,250 SH   SOLE   61,250 0 0
ABBOTT LABORATORIES COM 002824100 4,654 115,726 SH   SOLE   115,726 0 0
ABBVIE, INC. COM 00287Y109 7,781 143,009 SH   SOLE   143,009 0 0
ACTIVISION BLIZZARD, INC. COM 00507V109 290 9,400 SH   SOLE   9,400 0 0
ACUITY BRANDS INC. COM 00508Y102 748 4,260 SH   SOLE   4,260 0 0
ADELPHIA RECOVERY TRUST COM 00685R409 0 1,783,299 SH   SOLE   1,783,299 0 0
ADOBE SYSTEMS INC. COM 00724F101 2,343 28,495 SH   SOLE   28,495 0 0
ADVANCE AUTO STORES CO., INC. COM 00751Y106 872 4,600 SH   SOLE   4,600 0 0
AECOM COM 00766T100 300 10,911 SH   SOLE   10,911 0 0
AETNA, INC. COM 00817Y108 4,257 38,910 SH   SOLE   38,910 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101 1,114 32,436 SH   SOLE   32,436 0 0
AGRIUM, INC. COM 008916108 1,386 15,485 SH   SOLE   15,485 0 0
AIR PRODUCTS AND CHEMICALS INC. COM 009158106 806 6,315 SH   SOLE   6,315 0 0
AIRGAS, INC. COM 009363102 1,389 15,550 SH   SOLE   15,550 0 0
ALASKA AIR GROUP, INC. COM 011659109 3,496 44,000 SH   SOLE   44,000 0 0
ALCOA, INC. COM 013817101 364 37,717 SH   SOLE   37,717 0 0
ALERE INC. COM 01449J105 1,539 31,968 SH   SOLE   31,968 0 0
ALLEGHANY CORP. COM 017175100 386 825 SH   SOLE   825 0 0
ALLIANCE HOLDINGS GP LP COM 01861G100 686 22,170 SH   SOLE   22,170 0 0
ALLIANCE RESOURCE PARTNERS COM 01877R108 1,170 52,541 SH   SOLE   52,541 0 0
ALLISON TRANSMISSION HOLDINGS, INC COM 01973R101 1,886 70,650 SH   SOLE   70,650 0 0
ALLSTATE CORP. COM 020002101 945 16,221 SH   SOLE   16,221 0 0
ALLY FINANCIAL INC. COM 02005N100 556 27,300 SH   SOLE   27,300 0 0
ALTRIA GROUP INC. COM 02209S103 4,345 79,870 SH   SOLE   79,870 0 0
AMAZON.COM INC. COM 023135106 19,071 37,257 SH   SOLE   37,257 0 0
AMERCO COM 023586100 834 2,120 SH   SOLE   2,120 0 0
AMERICAN AIRLINES GROUP INC. COM 02376R102 3,347 86,200 SH   SOLE   86,200 0 0
AMERICAN CAPITAL AGENCY CORP REIT 02503X105 787 42,100 SH   SOLE   42,100 0 0
AMERICAN ELECTRIC POWER CO. INC. COM 025537101 1,763 31,011 SH   SOLE   31,011 0 0
AMERICAN ENERGY - PERMIA CONV 02563WAA2 4,375 17,500,000 PRN   SOLE   17,500,000 0 0
AMERICAN EXPRESS COMPANY COM 025816109 2,516 33,937 SH   SOLE   33,937 0 0
AMERICAN FINANCIAL GROUP, INC. COM 025932104 551 8,000 SH   SOLE   8,000 0 0
AMERICAN INTERNATIONAL GROUP INC. COM 026874784 6,952 122,359 SH   SOLE   122,359 0 0
AMERICAN TOWER CORP. REIT 03027X100 239 2,722 SH   SOLE   2,722 0 0
AMERICAN WATER WORKS CO., INC. COM 030420103 658 11,950 SH   SOLE   11,950 0 0
AMERISOURCEBERGEN CORP. COM 03073E105 3,312 34,867 SH   SOLE   34,867 0 0
AMERIPRISE FINANCIAL INC. COM 03076C106 418 3,831 SH   SOLE   3,831 0 0
AMERIGAS PARTNERS LP COM 030975106 571 13,749 SH   SOLE   13,749 0 0
AMETEK, INC. COM 031100100 449 8,575 SH   SOLE   8,575 0 0
AMGEN INC. COM 031162100 14,488 104,746 SH   SOLE   104,746 0 0
AMGEN INC. CONV 031162AE0 23,888 30,000,000 PRN   SOLE   30,000,000 0 0
AMKOR TECHNOLOGY, INC. COM 031652100 57 12,700 SH   SOLE   12,700 0 0
AMSURG CORP. COM 03232P405 210 2,700 SH   SOLE   2,700 0 0
AMTECH SYSTEMS INC COM 032332504 390 90,808 SH   SOLE   90,808 0 0
AMTRUST FINANCIAL SERVICES, INC. COM 032359309 2,192 34,800 SH   SOLE   34,800 0 0
ANADARKO PETROLEUM CORP. COM 032511107 530 8,775 SH   SOLE   8,775 0 0
ANADARKO PETROLEUM CORP. CONV 032511404 26,950 720,000 SH   SOLE   720,000 0 0
ANALOG DEVICES INC. COM 032654105 1,709 30,293 SH   SOLE   30,293 0 0
ANNALY CAPITAL MANAGEMENT, INC. REIT 035710409 773 78,360 SH   SOLE   78,360 0 0
ANSYS, INC. COM 03662Q105 335 3,800 SH   SOLE   3,800 0 0
ANTERO RESOURCES CORP COM 03674X106 206 9,730 SH   SOLE   9,730 0 0
ANTHEM, INC. COM 036752103 9,488 67,774 SH   SOLE   67,774 0 0
ANTHRACITE CAPITAL, INC. REIT 037023108 0 10,000 SH   SOLE   10,000 0 0
ANWORTH MORTGAGE ASSET CORP. REIT 037347101 150 30,300 SH   SOLE   30,300 0 0
APACHE CORPORATION COM 037411105 390 9,947 SH   SOLE   9,947 0 0
APOLLO RESIDENTIAL MORTGAGE IN REIT 03763V102 222 17,500 SH   SOLE   17,500 0 0
APPLE INC. COM 037833100 54,529 494,366 SH   SOLE   494,366 0 0
APPLE HOSPITALITY REIT INC REIT 03784Y200 470 25,300 SH   SOLE   25,300 0 0
APPLIED MATERIALS INC. COM 038222105 147 10,006 SH   SOLE   10,006 0 0
APTARGROUP, INC. COM 038336103 1,003 15,200 SH   SOLE   15,200 0 0
APPROACH RESOURCES, INC. COM 03834A103 74 39,546 SH   SOLE   39,546 0 0
ARCHER DANIELS MIDLAND COMPANY COM 039483102 4,644 112,038 SH   SOLE   112,038 0 0
ARGAN INC COM 04010E109 440 12,700 SH   SOLE   12,700 0 0
ARES CAPITAL CORPORATION COM 04010L103 3,972 274,300 SH   SOLE   274,300 0 0
ARMSTRONG WORLD INDUSTRIES INC. COM 04247X102 1,480 31,000 SH   SOLE   31,000 0 0
ARROW ELECTRONICS INC. COM 042735100 210 3,800 SH   SOLE   3,800 0 0
MERITOR, INC. CONV 043353AH4 24,703 25,000,000 PRN   SOLE   25,000,000 0 0
ASHFORD HOSPITALITY TRUST REIT 044103109 65 10,700 SH   SOLE   10,700 0 0
ASHLAND, INC. COM 044209104 2,228 22,145 SH   SOLE   22,145 0 0
ASSURANT, INC. COM 04621X108 3,642 46,096 SH   SOLE   46,096 0 0
ATLAS AIR WORLDWIDE HLDG, INC. COM 049164205 366 10,600 SH   SOLE   10,600 0 0
ATLAS ENERGY GROUP LLC COM 04929Q102 567 254,250 SH   SOLE   254,250 0 0
ATMOS ENERGY CORP. COM 049560105 253 4,350 SH   SOLE   4,350 0 0
AUTOMATIC DATA PROCESSING INC. COM 053015103 1,335 16,610 SH   SOLE   16,610 0 0
AUTONATION INC. COM 05329W102 240 4,119 SH   SOLE   4,119 0 0
AUTOZONE, INC. COM 053332102 1,852 2,558 SH   SOLE   2,558 0 0
AVALONBAY COMMUNITIES, INC. REIT 053484101 1,189 6,799 SH   SOLE   6,799 0 0
AVERY DENNISON CORP. COM 053611109 2,172 38,397 SH   SOLE   38,397 0 0
AVNET, INC. COM 053807103 837 19,600 SH   SOLE   19,600 0 0
AXIALL CORPORATION COM 05463D100 333 21,200 SH   SOLE   21,200 0 0
BB&T CORPORATION COM 054937107 1,331 37,397 SH   SOLE   37,397 0 0
BABSON CAP PARTN INVS TRUST COM 05616B100 838 63,468 SH   SOLE   63,468 0 0
BANK OF AMERICA CORPORATION COM 060505104 15,463 992,513 SH   SOLE   992,513 0 0
BANK OF NEW YORK MELLON CORP. COM 064058100 4,485 114,552 SH   SOLE   114,552 0 0
C.R. BARD, INC. COM 067383109 1,885 10,116 SH   SOLE   10,116 0 0
BAXALTA INC COM 07177M103 3,577 113,533 SH   SOLE   113,533 0 0
BECTON DICKINSON AND COMPANY COM 075887109 816 6,151 SH   SOLE   6,151 0 0
BED BATH & BEYOND INC. COM 075896100 2,089 36,637 SH   SOLE   36,637 0 0
BEMIS COMPANY, INC. COM 081437105 505 12,760 SH   SOLE   12,760 0 0
BENEFICIAL BANCORP, INC. COM 08171T102 297 22,400 SH   SOLE   22,400 0 0
BERKSHIRE HATHAWAY INC. COM 084670702 5,796 44,449 SH   SOLE   44,449 0 0
BERRY PLASTICS GROUP, INC COM 08579W103 6,733 223,900 SH   SOLE   223,900 0 0
BEST BUY CO. INC. COM 086516101 2,246 60,500 SH   SOLE   60,500 0 0
B H P BILLITON LTD ADR 088606108 1,376 43,515 SH   SOLE   43,515 0 0
BIMINI CAPITAL MGMT, INC. REIT 090319401 281 211,628 SH   SOLE   211,628 0 0
BIO-RAD LABORATORIES INC. COM 090572207 784 5,840 SH   SOLE   5,840 0 0
BLACKHAWK NETWORK HOLDINGS INC COM 09238E104 286 6,750 SH   SOLE   6,750 0 0
BLACKROCK, INC. COM 09247X101 982 3,300 SH   SOLE   3,300 0 0
H&R BLOCK INC. COM 093671105 1,332 36,805 SH   SOLE   36,805 0 0
BLOUNT INTERNATIONAL, INC. COM 095180105 1,625 291,722 SH   SOLE   291,722 0 0
BOARDWALK PIPELINE PARTNERS LP COM 096627104 733 62,300 SH   SOLE   62,300 0 0
BOEING COMPANY COM 097023105 9,428 71,998 SH   SOLE   71,998 0 0
BOOZ ALLEN HAMILTON HOLDING CORP COM 099502106 233 8,900 SH   SOLE   8,900 0 0
BOSTON SCIENTIFIC CORP. COM 101137107 706 43,025 SH   SOLE   43,025 0 0
BOULDER BRANDS, INC. COM 101405108 1,830 223,500 SH   SOLE   223,500 0 0
BOYD GAMING CORPORATION COM 103304101 231 14,200 SH   SOLE   14,200 0 0
BREITBURN ENERGY PARTNERS LP COM 106776107 558 274,895 SH   SOLE   274,895 0 0
BRINKER INTERNATIONAL COM 109641100 327 6,200 SH   SOLE   6,200 0 0
BRISTOL-MYERS SQUIBB CO. COM 110122108 2,331 39,379 SH   SOLE   39,379 0 0
BROADCOM CORPORATION COM 111320107 226 4,388 SH   SOLE   4,388 0 0
BROADRIDGE FINANCIAL SOLUTIONS INC. COM 11133T103 972 17,560 SH   SOLE   17,560 0 0
BROCADE COMMUNICATIONS SYSTEMS INC. COM 111621306 810 78,000 SH   SOLE   78,000 0 0
BROOKFIELD ASSET MGMNT COM 112585104 354 11,250 SH   SOLE   11,250 0 0
BUCKEYE PARTNERS LP COM 118230101 1,251 21,100 SH   SOLE   21,100 0 0
CBL & ASSOCIATES PROPERTIES, INC. REIT 124830100 457 33,200 SH   SOLE   33,200 0 0
CBRE GROUP INC. COM 12504L109 1,075 33,585 SH   SOLE   33,585 0 0
CDK GLOBAL, INC. COM 12508E101 8,627 180,550 SH   SOLE   180,550 0 0
CECO ENVIRONMENTAL CORP. COM 125141101 128 15,656 SH   SOLE   15,656 0 0
CDW CORP/DE COM 12514G108 552 13,500 SH   SOLE   13,500 0 0
CF INDUSTRIES HOLDINGS, INC. COM 125269100 2,960 65,915 SH   SOLE   65,915 0 0
C.H. ROBINSON WORLDWIDE, INC. COM 12541W209 934 13,774 SH   SOLE   13,774 0 0
CIGNA CORP. COM 125509109 3,702 27,421 SH   SOLE   27,421 0 0
CME GROUP INC. COM 12572Q105 1,837 19,805 SH   SOLE   19,805 0 0
CMS ENERGY CORP. COM 125896100 689 19,513 SH   SOLE   19,513 0 0
CSX CORP. COM 126408103 680 25,280 SH   SOLE   25,280 0 0
CST BRANDS INC. COM 12646R105 259 7,700 SH   SOLE   7,700 0 0
CVR ENERGY INC. COM 12662P108 1,355 33,000 SH   SOLE   33,000 0 0
CVR PARTNERS LP COM 126633106 135 14,411 SH   SOLE   14,411 0 0
CVS HEALTH CORPORATION COM 126650100 10,210 105,827 SH   SOLE   105,827 0 0
CA, INC. COM 12673P105 1,631 59,748 SH   SOLE   59,748 0 0
CABLEVISION SYSTEMS CORPORATION COM 12686C109 5,328 164,100 SH   SOLE   164,100 0 0
C A C I INTERNATIONAL, INC. COM 127190304 333 4,500 SH   SOLE   4,500 0 0
CADENCE DESIGN SYSTEMS, INC. COM 127387108 1,297 62,700 SH   SOLE   62,700 0 0
CALGON CARBON CORPORATION COM 129603106 7,336 470,849 SH   SOLE   470,849 0 0
CALPINE CONSTRUCTION FINANCE COMPANY, L.P. COM 131347304 1,091 74,700 SH   SOLE   74,700 0 0
CALUMET SPECIALTY PRODUCTS PAR COM 131476103 894 36,800 SH   SOLE   36,800 0 0
CAMERON INTERNATIONAL CORPORATION COM 13342B105 585 9,543 SH   SOLE   9,543 0 0
CANADIAN NATURAL RESOURCES LTD COM 136385101 851 43,760 SH   SOLE   43,760 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105 1,375 18,967 SH   SOLE   18,967 0 0
CARDINAL HEALTH, INC. COM 14149Y108 3,628 47,233 SH   SOLE   47,233 0 0
CARDTRONICS INC. CONV 14161HAG3 7,688 8,300,000 PRN   SOLE   8,300,000 0 0
CARE CAPITAL PROPERTIES INC REIT 141624106 458 13,900 SH   SOLE   13,900 0 0
CARMAX, INC COM 143130102 1,418 23,900 SH   SOLE   23,900 0 0
CARNIVAL CORP. COM 143658300 1,274 25,637 SH   SOLE   25,637 0 0
CARTER'S INC. COM 146229109 462 5,100 SH   SOLE   5,100 0 0
CASEY'S GENERAL STORES INC COM 147528103 947 9,200 SH   SOLE   9,200 0 0
CATERPILLAR INC. COM 149123101 1,726 26,405 SH   SOLE   26,405 0 0
CELANESE CORPORATION COM 150870103 2,154 36,410 SH   SOLE   36,410 0 0
CELGENE CORPORATION COM 151020104 6,225 57,544 SH   SOLE   57,544 0 0
CENTENE CORPORATION COM 15135B101 2,278 42,000 SH   SOLE   42,000 0 0
CENGAGE LEARNING HOLDINGS II L.P. COM 15136X102 5,725 216,054 SH   SOLE   216,054 0 0
CENTERPOINT ENERGY INC. COM 15189T107 183 10,166 SH   SOLE   10,166 0 0
CENTURYLINK, INC. COM 156700106 1,108 44,089 SH   SOLE   44,089 0 0
CHARLES RIVER LABORATORIES INTERNATIONAL INC. COM 159864107 565 8,900 SH   SOLE   8,900 0 0
CHART INDUSTRIES INC. CONV 16115QAC4 2,458 2,813,000 PRN   SOLE   2,813,000 0 0
CHASE PACKAGING CORP. COM 161635107 1 19,082 SH   SOLE   19,082 0 0
CHEESECAKE FACTORY INC/THE COM 163072101 200 3,700 SH   SOLE   3,700 0 0
CHEMED CORPORATION COM 16359R103 294 2,200 SH   SOLE   2,200 0 0
CHEMOURS COMPANY (THE) COM 163851108 447 69,115 SH   SOLE   69,115 0 0
CHESAPEAKE ENERGY CORP. COM 165167107 102 13,888 SH   SOLE   13,888 0 0
CHESAPEAKE ENERGY CORPORATION CONV 165167BZ9 17,101 19,885,000 PRN   SOLE   19,885,000 0 0
CHESAPEAKE ENERGY CORPORATION CONV 165167CA3 22,750 26,000,000 PRN   SOLE   26,000,000 0 0
CHESAPEAKE ENERGY CORPORATION CONV 165167CB1 1,420 2,000,000 PRN   SOLE   2,000,000 0 0
CHEVRON CORPORATION COM 166764100 3,574 45,315 SH   SOLE   45,315 0 0
CHICAGO BRIDGE & IRON COMPANY N.V. COM 167250109 408 10,300 SH   SOLE   10,300 0 0
CHIMERA INVESTMENT CORP REIT 16934Q208 257 19,200 SH   SOLE   19,200 0 0
CHOICE HOTELS INTERNATIONAL INC. COM 169905106 524 11,000 SH   SOLE   11,000 0 0
CHUBB CORPORATION COM 171232101 2,590 21,114 SH   SOLE   21,114 0 0
CHURCH & DWIGHT COMPANY, INC. COM 171340102 1,020 12,160 SH   SOLE   12,160 0 0
CHURCHILL DOWNS, INC. COM 171484108 360 2,690 SH   SOLE   2,690 0 0
CINCINNATI FINANCIAL CORP. COM 172062101 2,215 41,163 SH   SOLE   41,163 0 0
CINEMARK HOLDINGS INC. COM 17243V102 367 11,300 SH   SOLE   11,300 0 0
CIRRUS LOGIC INC COM 172755100 378 12,000 SH   SOLE   12,000 0 0
CISCO SYSTEMS INC. COM 17275R102 10,252 390,566 SH   SOLE   390,566 0 0
CINTAS CORPORATION COM 172908105 1,589 18,527 SH   SOLE   18,527 0 0
CITIGROUP INC. COM 172967424 19,012 383,221 SH   SOLE   383,221 0 0
CITIZENS FINANCIAL GROUP, INC. COM 174610105 231 9,700 SH   SOLE   9,700 0 0
CITRIX SYSTEMS INC. COM 177376100 1,976 28,522 SH   SOLE   28,522 0 0
CITRIX SYSTEMS, INC. CONV 177376AD2 31,631 30,000,000 PRN   SOLE   30,000,000 0 0
CLEAN HARBORS INC. COM 184496107 3,660 83,234 SH   SOLE   83,234 0 0
CLEAN ENERGY FUELS CORP. COM 184499101 900 200,000 SH   SOLE   200,000 0 0
CLIFFS NATURAL RESOURCES, INC. COM 18683K101 29 12,015 SH   SOLE   12,015 0 0
CLOROX COMPANY COM 189054109 2,545 22,030 SH   SOLE   22,030 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 87 33,255 SH   SOLE   33,255 0 0
COACH, INC. COM 189754104 1,178 40,713 SH   SOLE   40,713 0 0
COCA-COLA CO., THE COM 191216100 6,632 165,314 SH   SOLE   165,314 0 0
COCA-COLA ENTERPRISES, INC. COM 19122T109 2,938 60,763 SH   SOLE   60,763 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION COM 192446102 2,127 33,974 SH   SOLE   33,974 0 0
COLGATE-PALMOLIVE CO. COM 194162103 1,158 18,242 SH   SOLE   18,242 0 0
COLUMBUS MCKINNON CORPORATION COM 199333105 2,550 140,413 SH   SOLE   140,413 0 0
COMCAST CORP. COM 20030N101 1,643 28,893 SH   SOLE   28,893 0 0
COMMSCOPE HOLDING COMPANY, INC. COM 20337X109 2,018 67,200 SH   SOLE   67,200 0 0
COMMUNICATIONS SALES & LEASING, INC REIT 20341J104 298 16,622 SH   SOLE   16,622 0 0
COMMUNITY HEALTH SYSTEMS, INC. COM 203668108 731 17,100 SH   SOLE   17,100 0 0
COMPANIA DE MINAS BUENAVENTURA ADR 204448104 299 50,100 SH   SOLE   50,100 0 0
COMPUTER SCIENCES CORP. COM 205363104 3,012 49,071 SH   SOLE   49,071 0 0
CONAGRA FOODS INC. COM 205887102 1,975 48,758 SH   SOLE   48,758 0 0
CONOCOPHILLIPS COM 20825C104 4,894 102,042 SH   SOLE   102,042 0 0
CONSOLIDATED COMMUNICATIONS HO COM 209034107 220 11,400 SH   SOLE   11,400 0 0
CONSOLIDATED EDISON, INC. COM 209115104 1,701 25,451 SH   SOLE   25,451 0 0
CONTINENTAL BUILDING PRODUCTS INC COM 211171103 2,089 101,700 SH   SOLE   101,700 0 0
CONTINENTAL RESOURCES, INC. COM 212015101 465 16,040 SH   SOLE   16,040 0 0
CORELOGIC INC. COM 21871D103 704 18,900 SH   SOLE   18,900 0 0
CORNING, INC. COM 219350105 1,656 96,741 SH   SOLE   96,741 0 0
COSTCO WHOLESALE CORP. COM 22160K105 985 6,814 SH   SOLE   6,814 0 0
COTY INC. COM 222070203 1,084 40,050 SH   SOLE   40,050 0 0
CREDIT ACCEPTANCE CORP. COM 225310101 331 1,680 SH   SOLE   1,680 0 0
CRESTWOOD EQUITY PARTNERS LP COM 226344109 355 155,600 SH   SOLE   155,600 0 0
CROCS, INC. COM 227046109 156 12,100 SH   SOLE   12,100 0 0
CROWN CASTLE INTERNATIONAL CORP. REIT 22822V101 3,186 40,400 SH   SOLE   40,400 0 0
CROWN HOLDINGS INC. COM 228368106 462 10,100 SH   SOLE   10,100 0 0
CUMMINS, INC. COM 231021106 1,263 11,628 SH   SOLE   11,628 0 0
DCP MIDSTREAM PARTNERS LP COM 23311P100 1,349 55,770 SH   SOLE   55,770 0 0
D.R. HORTON INC. COM 23331A109 590 20,106 SH   SOLE   20,106 0 0
DST SYSTEMS, INC. COM 233326107 623 5,930 SH   SOLE   5,930 0 0
DTE ENERGY COMPANY COM 233331107 441 5,482 SH   SOLE   5,482 0 0
DSW, INC. COM 23334L102 795 31,400 SH   SOLE   31,400 0 0
DANAHER CORPORATION COM 235851102 4,929 57,848 SH   SOLE   57,848 0 0
DARDEN RESTAURANTS, INC. COM 237194105 5,259 76,727 SH   SOLE   76,727 0 0
DEERE & COMPANY COM 244199105 2,341 31,631 SH   SOLE   31,631 0 0
DELTA AIR LINES, INC. COM 247361702 5,223 116,397 SH   SOLE   116,397 0 0
DENTSPLY INTERNATIONAL, INC. COM 249030107 357 7,067 SH   SOLE   7,067 0 0
DETOUR GOLD CORPORATION CONV 250669AA6 5,950 6,170,000 PRN   SOLE   6,170,000 0 0
DEVON ENERGY CORP. COM 25179M103 242 6,514 SH   SOLE   6,514 0 0
DIGITAL REALTY TRUST INC. REIT 253868103 999 15,300 SH   SOLE   15,300 0 0
DIGITALGLOBE INC. COM 25389M877 1,742 91,575 SH   SOLE   91,575 0 0
DILLARD'S, INC. COM 254067101 1,032 11,810 SH   SOLE   11,810 0 0
WALT DISNEY COMPANY, THE COM 254687106 15,447 151,144 SH   SOLE   151,144 0 0
DISCOVER FINANCIAL SERVICES INC. COM 254709108 1,439 27,678 SH   SOLE   27,678 0 0
DISCOVERY COMMUNICATIONS INC. COM 25470F104 239 9,200 SH   SOLE   9,200 0 0
DISCOVERY COMMUNICATIONS INC. COM 25470F302 367 15,100 SH   SOLE   15,100 0 0
DISH NETWORK CORP. COM 25470M109 2,660 45,600 SH   SOLE   45,600 0 0
DOLLAR GENERAL CORP. COM 256677105 1,123 15,500 SH   SOLE   15,500 0 0
DOMINION RESOURCES INC. COM 25746U109 1,054 14,978 SH   SOLE   14,978 0 0
DOMINOS PIZZA, INC. COM 25754A201 521 4,830 SH   SOLE   4,830 0 0
DOMTAR CORP. COM 257559203 472 13,200 SH   SOLE   13,200 0 0
DONALDSON CO, INC. COM 257651109 305 10,875 SH   SOLE   10,875 0 0
R.R. DONNELLEY & SONS COMPANY COM 257867101 575 39,500 SH   SOLE   39,500 0 0
DORMAN PRODUCTS, INC. COM 258278100 275 5,400 SH   SOLE   5,400 0 0
DOUGLAS DYNAMICS INC COM 25960R105 415 20,900 SH   SOLE   20,900 0 0
DOVER CORP. COM 260003108 1,731 30,276 SH   SOLE   30,276 0 0
DOW CHEMICAL CO., THE COM 260543103 3,433 80,976 SH   SOLE   80,976 0 0
DR PEPPER SNAPPLE GROUP INC. COM 26138E109 3,819 48,314 SH   SOLE   48,314 0 0
DREW INDUSTRIES, INC. COM 26168L205 1,338 24,500 SH   SOLE   24,500 0 0
E.I. DU PONT DE NEMOURS AND COMPANY COM 263534109 2,607 54,091 SH   SOLE   54,091 0 0
DUKE ENERGY CORP. COM 26441C204 747 10,390 SH   SOLE   10,390 0 0
DUN & BRADSTREET CORP., THE COM 26483E100 1,051 10,005 SH   SOLE   10,005 0 0
E C C CAPITAL CORP. REIT 26826M108 48 1,200,000 SH   SOLE   1,200,000 0 0
EMC CORP. COM 268648102 3,517 145,557 SH   SOLE   145,557 0 0
ENI SPA ADR 26874R108 1,277 40,700 SH   SOLE   40,700 0 0
EQT MIDSTREAM PARTNERS LP COM 26885B100 1,413 21,300 SH   SOLE   21,300 0 0
E*TRADE FINANCIAL CORP. COM 269246401 657 24,954 SH   SOLE   24,954 0 0
EARTHLINK HOLDINGS CORP COM 27033X101 118 15,200 SH   SOLE   15,200 0 0
EAST WEST BANCORP, INC. COM 27579R104 430 11,200 SH   SOLE   11,200 0 0
EASTMAN CHEMICAL COMPANY COM 277432100 6,080 93,936 SH   SOLE   93,936 0 0
EBAY INC. COM 278642103 2,082 85,172 SH   SOLE   85,172 0 0
ENERGIZER HOLDINGS INC. COM 28035Q102 428 5,250 SH   SOLE   5,250 0 0
EDISON INTERNATIONAL COM 281020107 1,422 22,540 SH   SOLE   22,540 0 0
EDWARDS LIFESCIENCES CORP. COM 28176E108 2,205 15,510 SH   SOLE   15,510 0 0
ELECTRONIC ARTS, INC. COM 285512109 3,518 51,923 SH   SOLE   51,923 0 0
ELECTRONICS FOR IMAGING COM 286082102 225 5,200 SH   SOLE   5,200 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 217 7,600 SH   SOLE   7,600 0 0
ENABLE MIDSTREAM PARTNERS LP COM 292480100 1,125 89,006 SH   SOLE   89,006 0 0
ENBRIDGE ENERGY PARTNERS COM 29250R106 2,595 104,975 SH   SOLE   104,975 0 0
ENERGIZER HOLDINGS INC. COM 29272W109 309 7,970 SH   SOLE   7,970 0 0
ENERGY TRANSFER PARTNERS COM 29273R109 5,987 145,786 SH   SOLE   145,786 0 0
ENERGY TRANSFER EQUITY LP COM 29273V100 5,356 257,380 SH   SOLE   257,380 0 0
ENGILITY HOLDINGS INC COM 29286C107 237 9,200 SH   SOLE   9,200 0 0
ENLINK MIDSTREAM PARTNERS LP COM 29336U107 934 59,261 SH   SOLE   59,261 0 0
ENTERGY CORP COM 29364G103 769 11,809 SH   SOLE   11,809 0 0
ENTERPRISE PRODUCTS PARTNERS L COM 293792107 6,301 253,059 SH   SOLE   253,059 0 0
EQUIFAX, INC. COM 294429105 4,628 47,628 SH   SOLE   47,628 0 0
EQUINIX INC. COM 29444U700 582 2,130 SH   SOLE   2,130 0 0
EQUITY RESIDENTIAL REIT 29476L107 1,717 22,857 SH   SOLE   22,857 0 0
ESSEX PROPERTY TRUST INC. REIT 297178105 885 3,963 SH   SOLE   3,963 0 0
ESSEX RENTAL CORPORATION COM 297187106 70 189,350 SH   SOLE   189,350 0 0
ESTERLINE TECHNOLOGIES CORPORATION COM 297425100 311 4,326 SH   SOLE   4,326 0 0
EVERSOURCE ENERGY COM 30040W108 431 8,515 SH   SOLE   8,515 0 0
EXELON CORP. COM 30161N101 3,206 107,938 SH   SOLE   107,938 0 0
EXPEDIA INC. COM 30212P303 3,177 27,000 SH   SOLE   27,000 0 0
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC. COM 302130109 1,934 41,110 SH   SOLE   41,110 0 0
EXPRESS SCRIPTS HOLDING COMPANY COM 30219G108 6,366 78,626 SH   SOLE   78,626 0 0
EXTERRAN PARTNERS LP COM 30225N105 2,116 128,800 SH   SOLE   128,800 0 0
EXTRA SPACE STORAGE, INC. REIT 30225T102 525 6,800 SH   SOLE   6,800 0 0
EXXONMOBIL CORP. COM 30231G102 18,218 245,036 SH   SOLE   245,036 0 0
FMC TECHNOLOGIES INC. COM 30249U101 276 8,912 SH   SOLE   8,912 0 0
FTD COS INC COM 30281V108 1,699 57,000 SH   SOLE   57,000 0 0
FACEBOOK INC COM 30303M102 3,542 39,400 SH   SOLE   39,400 0 0
FACTSET RESEARCH SYSTEMS, INC. COM 303075105 1,724 10,790 SH   SOLE   10,790 0 0
FAIR ISAAC CORP COM 303250104 228 2,700 SH   SOLE   2,700 0 0
FEDEX CORPORATION COM 31428X106 941 6,536 SH   SOLE   6,536 0 0
F5 NETWORKS, INC. COM 315616102 3,696 31,916 SH   SOLE   31,916 0 0
FIBRIA CELULOSE SA ADR 31573A109 560 41,300 SH   SOLE   41,300 0 0
FIDELITY NATL INFO SVCS, INC. COM 31620M106 1,198 17,860 SH   SOLE   17,860 0 0
FIDELITY NATIONAL FINANCIAL INC. COM 31620R303 594 16,757 SH   SOLE   16,757 0 0
FIESTA RESTAURANT GROUP COM 31660B101 3,658 80,618 SH   SOLE   80,618 0 0
FIFTH THIRD BANCORP COM 316773100 942 49,802 SH   SOLE   49,802 0 0
FIREEYE INC COM 31816Q101 716 22,500 SH   SOLE   22,500 0 0
FIRST SOLAR INC. COM 336433107 2,176 50,900 SH   SOLE   50,900 0 0
FISERV, INC. COM 337738108 3,739 43,170 SH   SOLE   43,170 0 0
FIRSTENERGY CORP. COM 337932107 2,044 65,273 SH   SOLE   65,273 0 0
FLUOR CORP. COM 343412102 400 9,456 SH   SOLE   9,456 0 0
FOOT LOCKER, INC. COM 344849104 2,591 36,000 SH   SOLE   36,000 0 0
FORD MOTOR COMPANY COM 345370860 4,349 320,475 SH   SOLE   320,475 0 0
FOREST CITY ENTERPRISES, INC. REIT 345550107 469 23,300 SH   SOLE   23,300 0 0
FORTINET INC COM 34959E109 1,155 27,200 SH   SOLE   27,200 0 0
FOSSIL, INC. COM 34988V106 585 10,460 SH   SOLE   10,460 0 0
FRANKLIN RESOURCES INC. COM 354613101 411 11,035 SH   SOLE   11,035 0 0
FREEPORT-MCMORAN INC. COM 35671D857 871 89,868 SH   SOLE   89,868 0 0
FRONTIER COMMUNICATIONS CORP. COM 35906A108 271 57,115 SH   SOLE   57,115 0 0
GEO GROUP, INC. (THE) REIT 36162J106 3,508 117,939 SH   SOLE   117,939 0 0
GNC HOLDINGS INC. COM 36191G107 1,467 36,300 SH   SOLE   36,300 0 0
GSE SYSTEMS INC COM 36227K106 703 472,100 SH   SOLE   472,100 0 0
G-III APPAREL GROUP LTD COM 36237H101 395 6,400 SH   SOLE   6,400 0 0
GAMESTOP CORP. COM 36467W109 3,281 79,612 SH   SOLE   79,612 0 0
TEGNA INC. COM 36473H104 186 12,627 SH   SOLE   12,627 0 0
GAP INC., THE COM 364760108 1,516 53,195 SH   SOLE   53,195 0 0
GARTNER, INC. COM 366651107 327 3,900 SH   SOLE   3,900 0 0
GENERAL DYNAMICS CORPORATION COM 369550108 5,948 43,120 SH   SOLE   43,120 0 0
GENERAL ELECTRIC COMPANY COM 369604103 24,357 965,762 SH   SOLE   965,762 0 0
GENERAL GROWTH PROPERTIES, INC. REIT 370023103 1,131 43,540 SH   SOLE   43,540 0 0
GENERAL MILLS, INC. COM 370334104 1,427 25,416 SH   SOLE   25,416 0 0
GENERAL MOTORS COMPANY COM 37045V100 2,828 94,200 SH   SOLE   94,200 0 0
GENTEX CORPORATION COM 371901109 343 22,120 SH   SOLE   22,120 0 0
GENUINE PARTS CO COM 372460105 511 6,170 SH   SOLE   6,170 0 0
GEO SPECIALTY CHEMICALS, INC. COM 37246R106 0 80,750 SH   SOLE   80,750 0 0
GENWORTH HOLDINGS INC. COM 37247D106 263 56,944 SH   SOLE   56,944 0 0
GEOMET, INC. COM 37250U201 0 85,857 SH   SOLE   85,857 0 0
GILEAD SCIENCES, INC. COM 375558103 18,038 183,702 SH   SOLE   183,702 0 0
GLOBAL PAYMENTS, INC. COM 37940X102 1,173 10,220 SH   SOLE   10,220 0 0
GLOBAL PARTNERS LP/MA COM 37946R109 675 23,810 SH   SOLE   23,810 0 0
GODADDY INC COM 380237107 366 14,500 SH   SOLE   14,500 0 0
GOLD FIELDS LTD ADR 38059T106 78 29,340 SH   SOLE   29,340 0 0
GOLDMAN SACHS GROUP, INC. COM 38141G104 2,292 13,188 SH   SOLE   13,188 0 0
GOODYEAR TIRE & RUBBER COMPANY (THE) COM 382550101 2,602 88,712 SH   SOLE   88,712 0 0
GOOGLE INC. COM 38259P508 13,440 21,053 SH   SOLE   21,053 0 0
GOOGLE INC. COM 38259P706 11,953 19,646 SH   SOLE   19,646 0 0
GRACO, INC. COM 384109104 1,582 23,600 SH   SOLE   23,600 0 0
GRAHAM HOLDINGS COMPANY COM 384637104 494 856 SH   SOLE   856 0 0
GRAPHIC PACKAGING HOLDING CO. COM 388689101 2,309 180,500 SH   SOLE   180,500 0 0
GREEN PLAINS INC CONV 393222AD6 5,616 5,000,000 PRN   SOLE   5,000,000 0 0
GRIFFON CORPORATION COM 398433102 251 15,900 SH   SOLE   15,900 0 0
GROUP 1 AUTOMOTIVE, INC. COM 398905109 264 3,100 SH   SOLE   3,100 0 0
GROUPON INC COM 399473107 148 45,400 SH   SOLE   45,400 0 0
HCA HOLDINGS, INC. COM 40412C101 2,344 30,300 SH   SOLE   30,300 0 0
HCP INC. REIT 40414L109 239 6,411 SH   SOLE   6,411 0 0
HD SUPPLY HOLDINGS INC COM 40416M105 229 8,000 SH   SOLE   8,000 0 0
HAEMONETICS CORPORATION COM 405024100 1,975 61,100 SH   SOLE   61,100 0 0
HALLADOR ENERGY CO COM 40609P105 348 50,025 SH   SOLE   50,025 0 0
HALYARD HEALTH, INC. COM 40650V100 3,557 125,075 SH   SOLE   125,075 0 0
HANOVER INSURANCE GROUP INC., THE COM 410867105 326 4,200 SH   SOLE   4,200 0 0
HARLEY-DAVIDSON INC. COM 412822108 5,627 102,502 SH   SOLE   102,502 0 0
HARMAN INTL INDUSTRIES, INC. COM 413086109 661 6,883 SH   SOLE   6,883 0 0
HARRIS CORPORATION COM 413875105 3,515 48,057 SH   SOLE   48,057 0 0
HARTFORD FINANCIAL SERVICES GROUP INC., THE COM 416515104 3,037 66,332 SH   SOLE   66,332 0 0
HASBRO INC. COM 418056107 792 10,978 SH   SOLE   10,978 0 0
HAWAIIAN HOLDINGS INC COM 419879101 395 16,000 SH   SOLE   16,000 0 0
HEALTHSOUTH CORP. COM 421924309 208 5,420 SH   SOLE   5,420 0 0
HEALTH NET INC/CA COM 42222G108 2,023 33,600 SH   SOLE   33,600 0 0
JACK HENRY & ASSOCIATES INC COM 426281101 251 3,600 SH   SOLE   3,600 0 0
HERCULES, INC. CONV 427056BC9 7,809 8,906 PRN   SOLE   8,906 0 0
HERSHEY COMPANY, THE COM 427866108 273 2,966 SH   SOLE   2,966 0 0
HESS CORPORATION COM 42809H107 1,000 19,979 SH   SOLE   19,979 0 0
HEWLETT-PACKARD CO. COM 428236103 3,184 124,337 SH   SOLE   124,337 0 0
HEXCEL CORPORATION COM 428291108 448 9,990 SH   SOLE   9,990 0 0
HI-CRUSH PARTNERS LP COM 428337109 149 19,875 SH   SOLE   19,875 0 0
HILLENBRAND, INC. COM 431571108 416 16,000 SH   SOLE   16,000 0 0
HILTON WORLDWIDE HOLDINGS INC. COM 43300A104 353 15,400 SH   SOLE   15,400 0 0
HOLLYFRONTIER CORP. COM 436106108 3,373 69,064 SH   SOLE   69,064 0 0
HOLOGIC, INC. COM 436440101 2,113 54,000 SH   SOLE   54,000 0 0
HOME DEPOT, INC. COM 437076102 14,854 128,617 SH   SOLE   128,617 0 0
HONEYWELL INTERNATIONAL, INC. COM 438516106 2,197 23,207 SH   SOLE   23,207 0 0
HORMEL FOODS CORP. COM 440452100 2,049 32,360 SH   SOLE   32,360 0 0
HORNBECK OFFSHORE SVCS, INC. CONV 440543AN6 32,012 43,150,000 PRN   SOLE   43,150,000 0 0
HOST HOTELS & RESORTS, INC. REIT 44107P104 300 18,970 SH   SOLE   18,970 0 0
HUMANA, INC. COM 444859102 2,278 12,729 SH   SOLE   12,729 0 0
HUNTINGTON BANCSHARES, INC. COM 446150104 2,653 250,281 SH   SOLE   250,281 0 0
HUNTINGTON INGALLS INDUSTRIES INC. COM 446413106 2,134 19,920 SH   SOLE   19,920 0 0
HUNTSMAN CORPORATION COM 447011107 2,852 294,320 SH   SOLE   294,320 0 0
IAC/INTERACTIVECORP COM 44919P508 1,266 19,400 SH   SOLE   19,400 0 0
IHS INC COM 451734107 943 8,130 SH   SOLE   8,130 0 0
ILLINOIS TOOL WORKS INC. COM 452308109 2,495 30,315 SH   SOLE   30,315 0 0
ILLUMINA, INC. COM 452327109 243 1,380 SH   SOLE   1,380 0 0
INGLES MARKETS, INC. COM 457030104 220 4,600 SH   SOLE   4,600 0 0
INGREDION INCORPORATED COM 457187102 4,661 53,385 SH   SOLE   53,385 0 0
INSIGHT ENTERPRISE, INC. COM 45765U103 209 8,100 SH   SOLE   8,100 0 0
INNOPHOS HOLDINGS, INC. COM 45774N108 5,605 141,400 SH   SOLE   141,400 0 0
INOVALON HOLDINGS INC COM 45781D101 331 15,900 SH   SOLE   15,900 0 0
INTEGRA LIFESCIENCES HOLDINGS COM 457985208 328 5,500 SH   SOLE   5,500 0 0
INTEL CORPORATION COM 458140100 9,010 298,934 SH   SOLE   298,934 0 0
INTEL CORPORATION CONV 458140AF7 15,238 10,100,000 PRN   SOLE   10,100,000 0 0
INTERCONTINENTAL EXCHANGE, INC. COM 45866F104 750 3,192 SH   SOLE   3,192 0 0
INTERNATIONAL BUSINESS MACHINES CORPORATION COM 459200101 6,300 43,460 SH   SOLE   43,460 0 0
INTERNATIONAL FLAVORS & FRAGRANCES, INC. COM 459506101 326 3,153 SH   SOLE   3,153 0 0
INTERNATIONAL PAPER COMPANY COM 460146103 4,296 113,669 SH   SOLE   113,669 0 0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE) COM 460690100 2,272 118,786 SH   SOLE   118,786 0 0
INTUITIVE SURGICAL, INC. COM 46120E602 798 1,736 SH   SOLE   1,736 0 0
ISHARES MSCI ETF 464286848 282 24,700 SH   SOLE   24,700 0 0
ISHARES TRUST OPT 464287234 358,915 10,949,200 SH Put SOLE   10,949,200 0 0
ISHARES TRUST ETF 464287465 4,209 73,430 SH   SOLE   73,430 0 0
ISHARES TRUST OPT 464287465 230,541 4,022,000 SH Put SOLE   4,022,000 0 0
ISHARES TRUST ETF 464287655 218 2,000 SH   SOLE   2,000 0 0
ISHARES TRUST OPT 464287655 75,362 690,000 SH Put SOLE   690,000 0 0
ISHARES TRUST ETF 464287689 57,240 502,589 SH   SOLE   502,589 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46434V548 177 10,800 SH   SOLE   10,800 0 0
JPMORGAN CHASE & CO. COM 46625H100 16,091 263,914 SH   SOLE   263,914 0 0
JABIL CIRCUIT, INC. COM 466313103 2,682 119,900 SH   SOLE   119,900 0 0
JACOBS ENGINEERING GROUP, INC. COM 469814107 1,903 50,844 SH   SOLE   50,844 0 0
JAKKS PACIFIC, INC. COM 47012E106 230 27,000 SH   SOLE   27,000 0 0
JARDEN CORPORATION COM 471109108 2,018 41,275 SH   SOLE   41,275 0 0
JARDEN CORP. CONV 471109AL2 8,102 6,038,000 PRN   SOLE   6,038,000 0 0
JETBLUE AIRWAYS CORPORATION COM 477143101 4,090 158,700 SH   SOLE   158,700 0 0
JOHNSON & JOHNSON COM 478160104 12,992 139,171 SH   SOLE   139,171 0 0
JONES LANG LASALLE INC. COM 48020Q107 1,833 12,750 SH   SOLE   12,750 0 0
JUNIPER NETWORKS INC. COM 48203R104 3,983 154,937 SH   SOLE   154,937 0 0
KAR AUCTION SERVICES INC. COM 48238T109 2,680 75,500 SH   SOLE   75,500 0 0
KBR, INC. COM 48242W106 626 37,600 SH   SOLE   37,600 0 0
KLA-TENCOR CORP. COM 482480100 1,114 22,287 SH   SOLE   22,287 0 0
KLX INC. COM 482539103 2,198 61,500 SH   SOLE   61,500 0 0
KENNAMETAL INC. COM 489170100 463 18,600 SH   SOLE   18,600 0 0
KEYCORP COM 493267108 1,052 80,836 SH   SOLE   80,836 0 0
KEYSIGHT TECHNOLOGIES, INC. COM 49338L103 3,741 121,310 SH   SOLE   121,310 0 0
KILROY REALTY CORP. REIT 49427F108 202 3,100 SH   SOLE   3,100 0 0
KIMBALL ELECTRONICS INC COM 49428J109 3,916 328,229 SH   SOLE   328,229 0 0
KIMBERLY-CLARK CORP. COM 494368103 901 8,265 SH   SOLE   8,265 0 0
KIMCO REALTY CORP. REIT 49446R109 454 18,577 SH   SOLE   18,577 0 0
KINDER MORGAN INC. COM 49456B101 459 16,598 SH   SOLE   16,598 0 0
KNOWLES CORP COM 49926D109 5,431 294,700 SH   SOLE   294,700 0 0
KOHL'S CORP. COM 500255104 977 21,091 SH   SOLE   21,091 0 0
KRAFT HEINZ CO/THE COM 500754106 6,959 98,597 SH   SOLE   98,597 0 0
KROGER COMPANY COM 501044101 4,507 124,946 SH   SOLE   124,946 0 0
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LRR ENERGY LP COM 50214A104 557 137,878 SH   SOLE   137,878 0 0
L-3 COMMUNICATIONS HOLDINGS INC. COM 502424104 539 5,154 SH   SOLE   5,154 0 0
LABORATORY CORPORATION OF AMERICA HOLDINGS COM 50540R409 619 5,710 SH   SOLE   5,710 0 0
LAM RESEARCH CORP. COM 512807108 1,904 29,138 SH   SOLE   29,138 0 0
LANDS' END INC COM 51509F105 690 25,550 SH   SOLE   25,550 0 0
LAS VEGAS SANDS CORP. COM 517834107 589 15,500 SH   SOLE   15,500 0 0
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LEAR CORPORATION COM 521865204 2,762 25,390 SH   SOLE   25,390 0 0
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LEIDOS HOLDINGS, INC. COM 525327102 1,935 46,850 SH   SOLE   46,850 0 0
LENNAR CORPORATION COM 526057302 1,228 31,000 SH   SOLE   31,000 0 0
LEUCADIA NATIONAL CORPORATION COM 527288104 700 34,541 SH   SOLE   34,541 0 0
LEVEL 3 COMMUNICATIONS INC. COM 52729N308 426 9,740 SH   SOLE   9,740 0 0
LEXMARK INTERNATIONAL, INC. COM 529771107 298 10,300 SH   SOLE   10,300 0 0
LIBERTY INTERACTIVE CORPORATION COM 53071M104 957 36,500 SH   SOLE   36,500 0 0
LIBERTY INTERACTIVE CORPORATION COM 53071M880 1,046 25,920 SH   SOLE   25,920 0 0
LIFEPOINT HOSPITALS INC. COM 53219L109 347 4,900 SH   SOLE   4,900 0 0
ELI LILLY & CO. COM 532457108 6,488 77,521 SH   SOLE   77,521 0 0
LINCOLN ELECTRIC HOLDINGS, INC. COM 533900106 1,956 37,300 SH   SOLE   37,300 0 0
LINCOLN NATIONAL CORP. COM 534187109 1,087 22,907 SH   SOLE   22,907 0 0
LINN ENERGY LLC COM 536020100 66 24,600 SH   SOLE   24,600 0 0
LOCKHEED MARTIN CORPORATION COM 539830109 1,749 8,436 SH   SOLE   8,436 0 0
LOWE'S COMPANIES, INC. COM 548661107 7,955 115,424 SH   SOLE   115,424 0 0
M&T BANK CORPORATION COM 55261F104 420 3,441 SH   SOLE   3,441 0 0
MFA FINANCIAL, INC. REIT 55272X102 1,109 162,800 SH   SOLE   162,800 0 0
M K S INSTRUMENTS, INC. COM 55306N104 272 8,100 SH   SOLE   8,100 0 0
MSCI INC. COM 55354G100 291 4,900 SH   SOLE   4,900 0 0
MACERICH COMPANY, THE REIT 554382101 536 6,982 SH   SOLE   6,982 0 0
MACK-CALI REALTY CORP. REIT 554489104 224 11,850 SH   SOLE   11,850 0 0
MACQUARIE INFRASTRUCTURE CORP COM 55608B105 336 4,500 SH   SOLE   4,500 0 0
MACY'S, INC. COM 55616P104 3,086 60,135 SH   SOLE   60,135 0 0
MADISON SQUARE GARDEN INC COM 55826P100 483 6,700 SH   SOLE   6,700 0 0
MAGELLAN MIDSTREAM PARTNERS COM 559080106 1,497 24,900 SH   SOLE   24,900 0 0
MANPOWERGROUP INC. COM 56418H100 549 6,700 SH   SOLE   6,700 0 0
MARATHON PETROLEUM CORPORATION COM 56585A102 4,360 94,110 SH   SOLE   94,110 0 0
MARKEL CORPORATION COM 570535104 623 777 SH   SOLE   777 0 0
MARKWEST ENERGY OPERATING CO COM 570759100 775 18,070 SH   SOLE   18,070 0 0
MARRIOTT VACATIONS WORLDWIDE COM 57164Y107 279 4,100 SH   SOLE   4,100 0 0
MARSH & MCLENNAN COMPANIES, INC. COM 571748102 1,569 30,043 SH   SOLE   30,043 0 0
MARRIOTT INTERNATIONAL, INC. COM 571903202 1,333 19,549 SH   SOLE   19,549 0 0
MARTIN MARIETTA MATERIALS INC. COM 573284106 228 1,500 SH   SOLE   1,500 0 0
MASCO CORP. COM 574599106 4,236 168,219 SH   SOLE   168,219 0 0
MASIMO CORP COM 574795100 208 5,400 SH   SOLE   5,400 0 0
MASTERCARD INCORPORATED COM 57636Q104 4,164 46,210 SH   SOLE   46,210 0 0
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MCDONALD'S CORPORATION COM 580135101 1,922 19,505 SH   SOLE   19,505 0 0
MCGRAW-HILL FINANCIAL, INC. COM 580645109 1,029 11,897 SH   SOLE   11,897 0 0
MCKESSON CORPORATION COM 58155Q103 5,326 28,786 SH   SOLE   28,786 0 0
MEAD JOHNSON NUTRITION COMPANY COM 582839106 516 7,336 SH   SOLE   7,336 0 0
MEDASSETS INC. COM 584045108 214 10,645 SH   SOLE   10,645 0 0
MEDIFAST INC COM 58470H101 212 7,900 SH   SOLE   7,900 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 413 9,800 SH   SOLE   9,800 0 0
MEDIVATION INC COM 58501N101 351 8,260 SH   SOLE   8,260 0 0
MEDNAX, INC. COM 58502B106 2,434 31,700 SH   SOLE   31,700 0 0
MERCK & CO., INC. COM 58933Y105 11,544 233,740 SH   SOLE   233,740 0 0
MERITOR, INC. CONV 59001KAC4 22,442 16,547,000 PRN   SOLE   16,547,000 0 0
METLIFE, INC. COM 59156R108 3,091 65,559 SH   SOLE   65,559 0 0
METTLER-TOLEDO INTERNATIONAL INC. COM 592688105 578 2,030 SH   SOLE   2,030 0 0
MICHAELS COMPANIES, INC. COM 59408Q106 751 32,500 SH   SOLE   32,500 0 0
MICROSOFT CORP. COM 594918104 13,198 298,196 SH   SOLE   298,196 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 506 11,745 SH   SOLE   11,745 0 0
MICRON TECHNOLOGY INC. COM 595112103 1,559 104,050 SH   SOLE   104,050 0 0
MICRON TECHNOLOGY INC. CONV 595112AV5 7,000 4,575,000 PRN   SOLE   4,575,000 0 0
MICRON TECHNOLOGY INC. CONV 595112AX1 3,857 2,325,000 PRN   SOLE   2,325,000 0 0
MICRON TECHNOLOGY INC. CONV 595112AY9 29,456 35,040,000 PRN   SOLE   35,040,000 0 0
MID-AMERICA APARTMENT COMMUNITIES, INC. REIT 59522J103 794 9,700 SH   SOLE   9,700 0 0
MID-CON ENERGY PARTNERS LP COM 59560V109 70 32,769 SH   SOLE   32,769 0 0
MIDDLEBY CORP/THE COM 596278101 1,041 9,900 SH   SOLE   9,900 0 0
MOHAWK INDUSTRIES, INC. COM 608190104 836 4,600 SH   SOLE   4,600 0 0
MOLSON COORS BREWING COMPANY COM 60871R209 467 5,629 SH   SOLE   5,629 0 0
MONDELEZ INTERNATIONAL, INC. COM 609207105 6,119 146,146 SH   SOLE   146,146 0 0
MONRO MUFFLER BRAKE COM 610236101 412 6,100 SH   SOLE   6,100 0 0
MONSANTO CO. COM 61166W101 574 6,723 SH   SOLE   6,723 0 0
MONSTER BEVERAGE CORP COM 61174X109 405 3,000 SH   SOLE   3,000 0 0
MOODY'S CORPORATION COM 615369105 1,513 15,405 SH   SOLE   15,405 0 0
MORGAN STANLEY COM 617446448 4,432 140,693 SH   SOLE   140,693 0 0
MOSAIC CO., THE COM 61945C103 1,207 38,800 SH   SOLE   38,800 0 0
MOTOROLA SOLUTIONS INC. COM 620076307 2,713 39,671 SH   SOLE   39,671 0 0
MULTI-COLOR CORP. COM 625383104 237 3,100 SH   SOLE   3,100 0 0
MURPHY OIL CORP. COM 626717102 342 14,133 SH   SOLE   14,133 0 0
MURPHY USA INC. COM 626755102 5,396 98,200 SH   SOLE   98,200 0 0
NCR CORP. COM 62886E108 764 33,600 SH   SOLE   33,600 0 0
NGL ENERGY PARTNERS LP COM 62913M107 439 22,000 SH   SOLE   22,000 0 0
NRG ENERGY INC. COM 629377508 193 13,020 SH   SOLE   13,020 0 0
NVR INC. COM 62944T105 2,029 1,330 SH   SOLE   1,330 0 0
NABORS INDUSTRIES INC. CONV 629568AF3 5,971 8,307,373 PRN   SOLE   8,307,373 0 0
NASDAQ, INC. COM 631103108 1,870 35,067 SH   SOLE   35,067 0 0
NATIONAL OILWELL VARCO, INC. COM 637071101 1,107 29,413 SH   SOLE   29,413 0 0
NATIONAL RETAIL PROPERTIES INC. REIT 637417106 272 7,500 SH   SOLE   7,500 0 0
NAVIENT CORPORATION COM 63938C108 1,213 107,909 SH   SOLE   107,909 0 0
NEENAH ENTERPRISES, INC. COM 64007R109 2,485 154,333 SH   SOLE   154,333 0 0
NEOGEN CORP COM 640491106 652 14,500 SH   SOLE   14,500 0 0
NETAPP INC. COM 64110D104 3,563 120,367 SH   SOLE   120,367 0 0
NETFLIX INC COM 64110L106 2,231 21,602 SH   SOLE   21,602 0 0
NEUSTAR, INC. COM 64126X201 356 13,100 SH   SOLE   13,100 0 0
NEW MEDIA INVESTMENT GROUP INC. COM 64704V106 247 16,000 SH   SOLE   16,000 0 0
NEW YORK COMMUNITY BANCORP, INC COM 649445103 384 21,290 SH   SOLE   21,290 0 0
NEW YORK MORTGAGE TRUST INC REIT 649604501 124 22,500 SH   SOLE   22,500 0 0
NEWELL RUBBERMAID, INC. COM 651229106 827 20,821 SH   SOLE   20,821 0 0
NEWMARKET CORP. COM 651587107 214 600 SH   SOLE   600 0 0
NEWMONT MINING CORPORATION COM 651639106 496 30,854 SH   SOLE   30,854 0 0
NEWS CORPORATION COM 65249B109 545 43,196 SH   SOLE   43,196 0 0
NEWS CORP COM 65249B208 1,483 115,700 SH   SOLE   115,700 0 0
NEXTERA ENERGY INC. COM 65339F101 2,782 28,516 SH   SOLE   28,516 0 0
NIKE, INC. COM 654106103 8,857 72,024 SH   SOLE   72,024 0 0
NISOURCE, INC. COM 65473P105 226 12,175 SH   SOLE   12,175 0 0
NOBLE ENERGY, INC. COM 655044105 399 13,227 SH   SOLE   13,227 0 0
NORDSTROM, INC. COM 655664100 934 13,019 SH   SOLE   13,019 0 0
NORTHERN OIL AND GAS INC COM 665531109 103 23,275 SH   SOLE   23,275 0 0
NORTHERN TIER ENERGY LP COM 665826103 1,514 66,415 SH   SOLE   66,415 0 0
NORTHERN TRUST CORP. COM 665859104 962 14,120 SH   SOLE   14,120 0 0
NORTHROP GRUMMAN CORPORATION COM 666807102 7,171 43,211 SH   SOLE   43,211 0 0
NOVATION CO INC REIT 66989V107 5,254 19,258,775 SH   SOLE   19,258,775 0 0
NOVO NORDISK A/S ADR 670100205 217 4,000 SH   SOLE   4,000 0 0
NU SKIN ENTERPRISES, INC. COM 67018T105 1,962 47,530 SH   SOLE   47,530 0 0
NUANCE COMMUNICATIONS INC. COM 67020Y100 643 39,300 SH   SOLE   39,300 0 0
NUCOR CORP. COM 670346105 1,814 48,317 SH   SOLE   48,317 0 0
NUSTAR ENERGY LP COM 67058H102 1,439 32,100 SH   SOLE   32,100 0 0
NVIDIA CORP. COM 67066G104 419 17,011 SH   SOLE   17,011 0 0
O'REILLY AUTOMOTIVE, INC. NEW COM 67103H107 6,409 25,637 SH   SOLE   25,637 0 0
OCEANEERING INTERNATIONAL, INC. COM 675232102 220 5,600 SH   SOLE   5,600 0 0
OFFICE DEPOT INC. COM 676220106 849 132,200 SH   SOLE   132,200 0 0
LUKOIL OAO ADR 677862104 368 10,800 SH   SOLE   10,800 0 0
OLD REPUBLIC INTERNATIONAL CORP. COM 680223104 757 48,400 SH   SOLE   48,400 0 0
OMNICOM GROUP INC. COM 681919106 1,090 16,545 SH   SOLE   16,545 0 0
ONEOK PARTNERS LP COM 68268N103 2,783 95,125 SH   SOLE   95,125 0 0
OPKO HEALTH INC COM 68375N103 434 51,550 SH   SOLE   51,550 0 0
ORACLE CORP. COM 68389X105 7,789 215,645 SH   SOLE   215,645 0 0
ORBITAL ATK, INC. COM 68557N103 1,085 15,102 SH   SOLE   15,102 0 0
OUTFRONT MEDIA INC COM 69007J106 1,696 81,544 SH   SOLE   81,544 0 0
OWENS CORNING COM 690742101 4,440 105,945 SH   SOLE   105,945 0 0
PBF ENERGY, INC. COM 69318G106 805 28,500 SH   SOLE   28,500 0 0
PDL BIOPHARMA, INC. COM 69329Y104 317 63,100 SH   SOLE   63,100 0 0
PG&E CORP. COM 69331C108 738 13,969 SH   SOLE   13,969 0 0
PNC FINANCIAL SERVICES GROUP, INC. COM 693475105 3,586 40,199 SH   SOLE   40,199 0 0
PPG INDUSTRIES, INC. COM 693506107 635 7,236 SH   SOLE   7,236 0 0
PPL CORP. COM 69351T106 1,516 46,102 SH   SOLE   46,102 0 0
PVH CORP. COM 693656100 2,635 25,850 SH   SOLE   25,850 0 0
PACCAR INC. COM 693718108 2,220 42,556 SH   SOLE   42,556 0 0
PACKAGING CORP. OF AMERICA COM 695156109 207 3,444 SH   SOLE   3,444 0 0
PALO ALTO NETWORKS INC COM 697435105 478 2,780 SH   SOLE   2,780 0 0
PARKER-HANNIFIN CORP. COM 701094104 431 4,428 SH   SOLE   4,428 0 0
PAYCHEX INC COM 704326107 547 11,477 SH   SOLE   11,477 0 0
PAYPAL HOLDINGS, INC. COM 70450Y103 4,148 133,642 SH   SOLE   133,642 0 0
PENSKE AUTOMOTIVE GROUP INC. COM 70959W103 2,078 42,900 SH   SOLE   42,900 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105 187 11,910 SH   SOLE   11,910 0 0
PEP BOYS-MANNY, MOE & JACK COM 713278109 11,309 927,695 SH   SOLE   927,695 0 0
PEPSICO INC. COM 713448108 12,181 129,175 SH   SOLE   129,175 0 0
PETROBRAS ARGENTINA SA ADR 71646J109 89 17,500 SH   SOLE   17,500 0 0
PFIZER, INC. COM 717081103 14,422 459,140 SH   SOLE   459,140 0 0
PHILIP MORRIS INTERNATIONAL INC. COM 718172109 3,808 48,002 SH   SOLE   48,002 0 0
PHILLIPS 66 COM 718546104 8,466 110,174 SH   SOLE   110,174 0 0
PILGRIM'S PRIDE CORP. COM 72147K108 2,124 102,200 SH   SOLE   102,200 0 0
PINNACLE FOODS INC. COM 72348P104 1,269 30,300 SH   SOLE   30,300 0 0
PITNEY BOWES INC. COM 724479100 1,084 54,588 SH   SOLE   54,588 0 0
PLAINS ALL AMERICAN PIPELINE COM 726503105 4,291 141,230 SH   SOLE   141,230 0 0
PLATFORM SPECIALTY PRODUCTS CORPORATION COM 72766Q105 1,994 157,600 SH   SOLE   157,600 0 0
PLEXUS CORP. COM 729132100 270 7,000 SH   SOLE   7,000 0 0
POLARIS INDUSTRIES, INC. COM 731068102 749 6,250 SH   SOLE   6,250 0 0
POOL CORPORATION COM 73278L105 1,229 17,000 SH   SOLE   17,000 0 0
POPULAR INC. COM 733174700 605 20,000 SH   SOLE   20,000 0 0
PRESTIGE BRANDS HOLDINGS, INC. COM 74112D101 219 4,849 SH   SOLE   4,849 0 0
T ROWE PRICE GROUP, INC. COM 74144T108 986 14,192 SH   SOLE   14,192 0 0
PRICELINE GROUP, INC. COM 741503403 4,799 3,880 SH   SOLE   3,880 0 0
PRIMERICA INC COM 74164M108 221 4,900 SH   SOLE   4,900 0 0
PRINCIPAL FINANCIAL GROUP, INC. COM 74251V102 1,717 36,264 SH   SOLE   36,264 0 0
PROCTER & GAMBLE CO. COM 742718109 5,019 69,772 SH   SOLE   69,772 0 0
PROGRESSIVE CORPORATION COM 743315103 1,175 38,348 SH   SOLE   38,348 0 0
PROGRESSIVE WASTE SOLUTIONS LTD. COM 74339G101 3,649 138,100 SH   SOLE   138,100 0 0
PROLOGIS INC. COM 74340W103 1,305 33,539 SH   SOLE   33,539 0 0
PRUDENTIAL FINANCIAL, INC. COM 744320102 2,878 37,762 SH   SOLE   37,762 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC. COM 744573106 2,029 48,133 SH   SOLE   48,133 0 0
PUBLIC STORAGE REIT 74460D109 1,115 5,270 SH   SOLE   5,270 0 0
PULTEGROUP, INC. COM 745867101 225 11,947 SH   SOLE   11,947 0 0
QUALCOMM, INC. COM 747525103 794 14,778 SH   SOLE   14,778 0 0
QUEST DIAGNOSTICS INC. COM 74834L100 679 11,044 SH   SOLE   11,044 0 0
QUINTILES TRANSNATIONAL HOLDIN COM 74876Y101 519 7,462 SH   SOLE   7,462 0 0
R P M INTERNATIONAL, INC. COM 749685103 899 21,470 SH   SOLE   21,470 0 0
RPX CORP COM 74972G103 488 35,600 SH   SOLE   35,600 0 0
RANDGOLD RESOURCES LTD ADR 752344309 440 7,447 SH   SOLE   7,447 0 0
RE/MAX HOLDINGS INC COM 75524W108 507 14,100 SH   SOLE   14,100 0 0
RED HAT INC. COM 756577102 2,001 27,845 SH   SOLE   27,845 0 0
REGENCY CENTERS CORP. REIT 758849103 298 4,800 SH   SOLE   4,800 0 0
REGENERON PHARMACEUTICALS, INC. COM 75886F107 330 710 SH   SOLE   710 0 0
REGIONS FINANCIAL CORP. COM 7591EP100 846 93,918 SH   SOLE   93,918 0 0
REINSURANCE GROUP OF AMERICA, INC. COM 759351604 276 3,050 SH   SOLE   3,050 0 0
RELIANCE STEEL & ALUMINUM CO. COM 759509102 910 16,845 SH   SOLE   16,845 0 0
RENEWABLE ENERGY GROUP INC COM 75972A301 105 12,700 SH   SOLE   12,700 0 0
RENTECH NITROGEN PARTNERS LP COM 760113100 1,709 144,840 SH   SOLE   144,840 0 0
REPUBLIC SERVICES INC. COM 760759100 895 21,714 SH   SOLE   21,714 0 0
RESMED INC. COM 761152107 301 5,900 SH   SOLE   5,900 0 0
RESOLUTE FOREST PRODUCTS, INC. COM 76117W109 311 37,466 SH   SOLE   37,466 0 0
REYNOLDS AMERICAN INC. COM 761713106 2,857 64,538 SH   SOLE   64,538 0 0
RITE AID CORPORATION COM 767754104 725 119,500 SH   SOLE   119,500 0 0
ROBERT HALF INTERNATIONAL, INC. COM 770323103 320 6,261 SH   SOLE   6,261 0 0
ROCKWELL AUTOMATION INC. COM 773903109 1,444 14,229 SH   SOLE   14,229 0 0
ROCKWELL COLLINS INC. COM 774341101 338 4,125 SH   SOLE   4,125 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,288 8,217 SH   SOLE   8,217 0 0
ROSS STORES, INC. COM 778296103 1,376 28,396 SH   SOLE   28,396 0 0
RYDER SYSTEM INC. COM 783549108 370 5,002 SH   SOLE   5,002 0 0
SEI INVESTMENTS COMPANY COM 784117103 1,317 27,300 SH   SOLE   27,300 0 0
SLM CORPORATION COM 78442P106 653 88,200 SH   SOLE   88,200 0 0
SPDR S&P 500 ETF TRUST OPT 78462F103 1,135,362 5,926,000 SH Put SOLE   5,926,000 0 0
SPX CORP. COM 784635104 358 30,070 SH   SOLE   30,070 0 0
SS&C TECHNOLOGIES HOLDINGS INC COM 78467J100 1,009 14,400 SH   SOLE   14,400 0 0
SPX FLOW INC COM 78469X107 1,035 30,070 SH   SOLE   30,070 0 0
SVB FINANCIAL GROUP COM 78486Q101 1,306 11,300 SH   SOLE   11,300 0 0
ST. JUDE MEDICAL INC. COM 790849103 1,276 20,229 SH   SOLE   20,229 0 0
SALESFORCE.COM INC. COM 79466L302 2,983 42,964 SH   SOLE   42,964 0 0
SANDISK CORP. COM 80004C101 2,173 39,993 SH   SOLE   39,993 0 0
SANDISK CORP. CONV 80004CAF8 19,139 19,769,000 PRN   SOLE   19,769,000 0 0
SANTANDER CONSUMER USA HOLDINGS INC COM 80283M101 2,548 124,800 SH   SOLE   124,800 0 0
SCANA CORP. COM 80589M102 649 11,539 SH   SOLE   11,539 0 0
HENRY SCHEIN, INC. COM 806407102 344 2,590 SH   SOLE   2,590 0 0
SCHLUMBERGER LTD. COM 806857108 3,039 44,059 SH   SOLE   44,059 0 0
CHARLES SCHWAB CORP. COM 808513105 418 14,634 SH   SOLE   14,634 0 0
SCIENCE APPLICATIONS INTERNAT COM 808625107 485 12,060 SH   SOLE   12,060 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 123 17,700 SH   SOLE   17,700 0 0
SCRIPPS NETWORKS INTERACTIVE INC. COM 811065101 3,330 67,696 SH   SOLE   67,696 0 0
SEACOR HOLDINGS INC. CONV 81170YAB5 15,900 20,000,000 PRN   SOLE   20,000,000 0 0
SEALED AIR CORPORATION COM 81211K100 3,886 82,900 SH   SOLE   82,900 0 0
SEAWORLD ENTERTAINMENT, INC. COM 81282V100 4,852 272,417 SH   SOLE   272,417 0 0
SELECT SECTOR SPDR HEATH CARE ETF 81369Y209 1,225 18,500 SH   SOLE   18,500 0 0
SELECT SECTOR SPDR CON STAPLES ETF 81369Y308 1,241 26,300 SH   SOLE   26,300 0 0
SELECT SECTOR SPDR CON DISCRET ETF 81369Y407 1,144 15,400 SH   SOLE   15,400 0 0
SELECT SECTOR SPDR ENERGY ETF 81369Y506 526 8,600 SH   SOLE   8,600 0 0
SELECT SECTOR SPDR FINANCIAL ETF 81369Y605 1,477 65,200 SH   SOLE   65,200 0 0
SELECT SECTOR SPDR INDUSTRIAL ETF 81369Y704 903 18,100 SH   SOLE   18,100 0 0
SELECT SECTOR SPDR TECHNOLOGY ETF 81369Y803 2,528 64,000 SH   SOLE   64,000 0 0
SEMPRA ENERGY COM 816851109 648 6,703 SH   SOLE   6,703 0 0
SERVICE CORPORATION INTERNATIONAL COM 817565104 1,276 47,100 SH   SOLE   47,100 0 0
SERVICEMASTER GLOBAL HOLDINGS INC COM 81761R109 1,194 35,600 SH   SOLE   35,600 0 0
SERVICENOW INC COM 81762P102 326 4,700 SH   SOLE   4,700 0 0
SHERWIN-WILLIAMS COMPANY COM 824348106 1,381 6,200 SH   SOLE   6,200 0 0
SIGMA-ALDRICH CORP. COM 826552101 316 2,275 SH   SOLE   2,275 0 0
SIGNATURE BANK/NEW YORK NY COM 82669G104 824 5,990 SH   SOLE   5,990 0 0
SILVER WHEATON CORPORATION COM 828336107 427 35,570 SH   SOLE   35,570 0 0
SIMON PROPERTY GROUP, INC. REIT 828806109 2,436 13,258 SH   SOLE   13,258 0 0
SINCLAIR BROADCAST GROUP COM 829226109 218 8,600 SH   SOLE   8,600 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 240 2,570 SH   SOLE   2,570 0 0
SKECHERS U.S.A. INC COM 830566105 975 7,270 SH   SOLE   7,270 0 0
SKYWEST, INC. COM 830879102 422 25,300 SH   SOLE   25,300 0 0
SKYWORKS SOLUTIONS, INC. COM 83088M102 1,461 17,350 SH   SOLE   17,350 0 0
AO SMITH CORP COM 831865209 1,695 26,000 SH   SOLE   26,000 0 0
J.M. SMUCKER CO. (THE) COM 832696405 15,933 139,649 SH   SOLE   139,649 0 0
SNAP-ON INC. COM 833034101 2,525 16,726 SH   SOLE   16,726 0 0
SNYDER'S-LANCE INC COM 833551104 358 10,600 SH   SOLE   10,600 0 0
SOCIEDAD QUIMICA Y MINERA DE C ADR 833635105 829 57,020 SH   SOLE   57,020 0 0
SOLARWINDS INC COM 83416B109 502 12,800 SH   SOLE   12,800 0 0
SOTHEBY'S COM 835898107 766 23,950 SH   SOLE   23,950 0 0
SOUTHERN COMPANY COM 842587107 827 18,506 SH   SOLE   18,506 0 0
SOUTH32 LTD ADR 84473L105 83 17,406 SH   SOLE   17,406 0 0
SOUTHWEST AIRLINES CO. COM 844741108 2,737 71,949 SH   SOLE   71,949 0 0
SOUTHWESTERN ENERGY COMPANY CONV 845467208 10,883 350,000 SH   SOLE   350,000 0 0
SPARTANNASH CO COM 847215100 315 12,200 SH   SOLE   12,200 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 2,606 64,800 SH   SOLE   64,800 0 0
SPECTRASCIENCE, INC. COM 84760E301 2 157,715 SH   SOLE   157,715 0 0
SPECTRUM BRANDS HOLDINGS, INC. COM 84763R101 3,537 38,650 SH   SOLE   38,650 0 0
SPIRIT AEROSYSTEMS HOLDINGS INC COM 848574109 4,592 95,000 SH   SOLE   95,000 0 0
SPIRIT REALTY CAPITAL INC. REIT 84860W102 147 16,100 SH   SOLE   16,100 0 0
SPLUNK INC COM 848637104 255 4,600 SH   SOLE   4,600 0 0
STANLEY BLACK & DECKER, INC. COM 854502101 962 9,916 SH   SOLE   9,916 0 0
STAPLES INC. COM 855030102 2,225 189,648 SH   SOLE   189,648 0 0
STARBUCKS CORP. COM 855244109 4,629 81,444 SH   SOLE   81,444 0 0
STARZ COM 85571Q102 7,072 189,400 SH   SOLE   189,400 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE INC. COM 85590A401 1,481 22,275 SH   SOLE   22,275 0 0
STATE STREET CORP. COM 857477103 1,032 15,361 SH   SOLE   15,361 0 0
STATOIL ASA ADR 85771P102 1,612 110,700 SH   SOLE   110,700 0 0
STEEL DYNAMICS INC. COM 858119100 338 19,700 SH   SOLE   19,700 0 0
STERICYCLE, INC. COM 858912108 572 4,104 SH   SOLE   4,104 0 0
STRYKER CORPORATION COM 863667101 3,145 33,419 SH   SOLE   33,419 0 0
SUBSEA 7 SA ADR 864323100 174 23,600 SH   SOLE   23,600 0 0
SUBURBAN PROPANE PARTNERS LP COM 864482104 289 8,800 SH   SOLE   8,800 0 0
SUNCOR ENERGY INC COM 867224107 471 17,619 SH   SOLE   17,619 0 0
SUNOCO LOGISTICS PARTNERS LP COM 86764L108 4,416 154,080 SH   SOLE   154,080 0 0
SUNTRUST BANKS, INC. COM 867914103 3,166 82,800 SH   SOLE   82,800 0 0
SUPREME INDUSTRIES, INC. COM 868607102 2,646 317,706 SH   SOLE   317,706 0 0
SYMANTEC CORP. COM 871503108 852 43,734 SH   SOLE   43,734 0 0
SYMETRA FINANCIAL CORP COM 87151Q106 263 8,300 SH   SOLE   8,300 0 0
SYNOPSYS, INC. COM 871607107 545 11,800 SH   SOLE   11,800 0 0
SYNGENTA AG ADR 87160A100 555 8,700 SH   SOLE   8,700 0 0
SYNOVUS FINANCIAL CORP. COM 87161C501 606 20,471 SH   SOLE   20,471 0 0
SYNNEX CORP. COM 87162W100 519 6,100 SH   SOLE   6,100 0 0
SYNCHRONY FINANCIAL COM 87165B103 288 9,200 SH   SOLE   9,200 0 0
SYSCO CORP. COM 871829107 292 7,500 SH   SOLE   7,500 0 0
TD AMERITRADE HOLDING CORP. COM 87236Y108 258 8,100 SH   SOLE   8,100 0 0
TECO ENERGY INC. COM 872375100 216 8,223 SH   SOLE   8,223 0 0
TCP CAPITAL CORP COM 87238Q103 21,742 1,603,372 SH   SOLE   1,603,372 0 0
TJX COMPANIES INC. COM 872540109 3,104 43,466 SH   SOLE   43,466 0 0
T-MOBILE US INC. COM 872590104 209 5,250 SH   SOLE   5,250 0 0
TARGA RESOURCES PARTNERS LP COM 87611X105 522 17,967 SH   SOLE   17,967 0 0
TARGET CORP. COM 87612E106 4,535 57,653 SH   SOLE   57,653 0 0
TECH DATA CORPORATION COM 878237106 836 12,200 SH   SOLE   12,200 0 0
TEGNA INC. COM 87901J105 1,067 47,674 SH   SOLE   47,674 0 0
TELEFLEX, INC. COM 879369106 524 4,220 SH   SOLE   4,220 0 0
TELEPHONE AND DATA SYSTEMS INC. COM 879433829 445 17,818 SH   SOLE   17,818 0 0
TEMPUR SEALY INTERNATIONAL INC. COM 88023U101 400 5,600 SH   SOLE   5,600 0 0
TENARIS SA ADR 88031M109 767 31,800 SH   SOLE   31,800 0 0
TERADATA CORPORATION COM 88076W103 225 7,784 SH   SOLE   7,784 0 0
TERADYNE INC COM 880770102 814 45,200 SH   SOLE   45,200 0 0
TESORO PETROLEUM CORPORATION COM 881609101 9,668 99,423 SH   SOLE   99,423 0 0
TESORO LOGISTICS LP COM 88160T107 986 21,900 SH   SOLE   21,900 0 0
TEVA PHARMACEUTICAL INDUSTRIES LTD. ADR 881624209 395 7,000 SH   SOLE   7,000 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 447 13,800 SH   SOLE   13,800 0 0
TEXAS INSTRUMENTS INC. COM 882508104 1,766 35,669 SH   SOLE   35,669 0 0
TEXAS ROADHOUSE, INC. COM 882681109 2,331 62,650 SH   SOLE   62,650 0 0
TEXTRON, INC. COM 883203101 2,607 69,257 SH   SOLE   69,257 0 0
THERMO FISHER SCIENTIFIC INC. COM 883556102 1,563 12,779 SH   SOLE   12,779 0 0
THOMSON REUTERS CORP. COM 884903105 213 5,300 SH   SOLE   5,300 0 0
3M COMPANY COM 88579Y101 3,274 23,097 SH   SOLE   23,097 0 0
TIME WARNER INC. COM 887317303 3,293 47,893 SH   SOLE   47,893 0 0
TIME WARNER CABLE INC. COM 88732J207 797 4,444 SH   SOLE   4,444 0 0
TORCHMARK CORPORATION COM 891027104 733 12,992 SH   SOLE   12,992 0 0
TORO CO., THE COM 891092108 224 3,180 SH   SOLE   3,180 0 0
TOTAL S A COM 89151E109 2,213 49,490 SH   SOLE   49,490 0 0
TOWERS WATSON & CO COM 891894107 593 5,050 SH   SOLE   5,050 0 0
TOTAL SYSTEM SERVICES INC. COM 891906109 3,081 67,828 SH   SOLE   67,828 0 0
TOWNSQUARE MEDIA INC COM 892231101 252 25,839 SH   SOLE   25,839 0 0
TRACTOR SUPPLY CO COM 892356106 514 6,100 SH   SOLE   6,100 0 0
TRANSDIGM GROUP INCORPORATED COM 893641100 263 1,240 SH   SOLE   1,240 0 0
TRAVELERS COMPANIES, INC., THE COM 89417E109 2,795 28,079 SH   SOLE   28,079 0 0
TRINITY INDUSTRIES INC. COM 896522109 215 9,500 SH   SOLE   9,500 0 0
TWENTY-FIRST CENTURY FOX, INC. COM 90130A101 2,126 78,788 SH   SOLE   78,788 0 0
TWENTY-FIRST CENTURY FOX, INC. COM 90130A200 292 10,800 SH   SOLE   10,800 0 0
TWO HARBORS INVESTMENT CORP REIT 90187B101 102 11,600 SH   SOLE   11,600 0 0
TYSON FOODS, INC. COM 902494103 1,406 32,621 SH   SOLE   32,621 0 0
UDR INC. REIT 902653104 290 8,400 SH   SOLE   8,400 0 0
US BANCORP COM 902973304 3,023 73,721 SH   SOLE   73,721 0 0
USANA HEALTH SCIENCES COM 90328M107 375 2,800 SH   SOLE   2,800 0 0
USG CORP. COM 903293405 2,188 82,197 SH   SOLE   82,197 0 0
ULTRAPAR PARTICIPACOES SA ADR 90400P101 1,031 61,675 SH   SOLE   61,675 0 0
UNION PACIFIC CORP. COM 907818108 5,070 57,342 SH   SOLE   57,342 0 0
UNITED CONTINENTAL HOLDINGS INC. COM 910047109 3,738 70,455 SH   SOLE   70,455 0 0
UNITED PARCEL SERVICE INC. COM 911312106 6,093 61,735 SH   SOLE   61,735 0 0
UNITED RENTALS INC. COM 911363109 2,077 34,581 SH   SOLE   34,581 0 0
UNITED TECHNOLOGIES CORP. COM 913017109 789 8,862 SH   SOLE   8,862 0 0
UNITED THERAPEUTICS CORP COM 91307C102 411 3,130 SH   SOLE   3,130 0 0
UNITEDHEALTH GROUP INCORPORATED COM 91324P102 11,851 102,155 SH   SOLE   102,155 0 0
UNIVERSAL HEALTH SERVICES INC. COM 913903100 3,395 27,200 SH   SOLE   27,200 0 0
UNUM GROUP COM 91529Y106 961 29,966 SH   SOLE   29,966 0 0
U P M - KYMMENE CORPORATION ADR 915436109 150 10,000 SH   SOLE   10,000 0 0
VCA ANTECH INC. COM 918194101 879 16,700 SH   SOLE   16,700 0 0
VF CORP. COM 918204108 634 9,300 SH   SOLE   9,300 0 0
VSE CORP COM 918284100 341 8,500 SH   SOLE   8,500 0 0
VWR CORP COM 91843L103 411 16,000 SH   SOLE   16,000 0 0
VALEANT PHARMACEUTICALS INTERNATIONAL INC. COM 91911K102 3,395 19,030 SH   SOLE   19,030 0 0
VALERO ENERGY CORP. COM 91913Y100 4,951 82,374 SH   SOLE   82,374 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF ETF 921943858 2,667 74,840 SH   SOLE   74,840 0 0
VANGUARD FTSE EMERGING MARKETS ETF 922042858 1,846 55,800 SH   SOLE   55,800 0 0
VANTIV INC COM 92210H105 1,599 35,600 SH   SOLE   35,600 0 0
VARIAN MEDICAL SYSTEMS, INC. COM 92220P105 1,282 17,371 SH   SOLE   17,371 0 0
VECTOR GROUP LTD COM 92240M108 222 9,800 SH   SOLE   9,800 0 0
VEEVA SYSTEMS INC COM 922475108 258 11,000 SH   SOLE   11,000 0 0
VANGUARD TOTAL STOCK MARKET ETF ETF 922908769 276 2,800 SH   SOLE   2,800 0 0
VERISIGN INC. COM 92343E102 3,064 43,420 SH   SOLE   43,420 0 0
VERIZON COMMUNICATIONS INC. COM 92343V104 15,541 357,187 SH   SOLE   357,187 0 0
VERISK ANALYTICS, INC. COM 92345Y106 576 7,800 SH   SOLE   7,800 0 0
VERTEX PHARMACEUTICALS INCORPORATED COM 92532F100 240 2,300 SH   SOLE   2,300 0 0
VIASAT, INC. COM 92552V100 405 6,300 SH   SOLE   6,300 0 0
VIACOM INC. COM 92553P201 1,963 45,500 SH   SOLE   45,500 0 0
VISA, INC. COM 92826C839 11,277 161,892 SH   SOLE   161,892 0 0
VIRTUSA CORP COM 92827P102 349 6,800 SH   SOLE   6,800 0 0
VISTA OUTDOOR INC COM 928377100 2,505 56,380 SH   SOLE   56,380 0 0
VMWARE, INC. COM 928563402 314 3,980 SH   SOLE   3,980 0 0
VOYA FINANCIAL INC. COM 929089100 818 21,100 SH   SOLE   21,100 0 0
VULCAN MATERIALS CO. COM 929160109 345 3,863 SH   SOLE   3,863 0 0
W T OFFSHORE INC COM 92922P106 64 21,330 SH   SOLE   21,330 0 0
WEC ENERGY GROUP, INC. COM 92939U106 487 9,326 SH   SOLE   9,326 0 0
WABTEC CORPORATION COM 929740108 2,904 32,980 SH   SOLE   32,980 0 0
WAL-MART STORES INC. COM 931142103 381 5,875 SH   SOLE   5,875 0 0
WALGREENS BOOTS ALLIANCE, INC. COM 931427108 3,329 40,063 SH   SOLE   40,063 0 0
WASTE MANAGEMENT INC. COM 94106L109 1,373 27,558 SH   SOLE   27,558 0 0
WATERS CORPORATION COM 941848103 1,816 15,360 SH   SOLE   15,360 0 0
WATSCO, INC. COM 942622200 249 2,100 SH   SOLE   2,100 0 0
ANTHEM, INC. CONV 94973VBG1 13,375 7,100,000 PRN   SOLE   7,100,000 0 0
WELLS FARGO & COMPANY COM 949746101 14,506 282,490 SH   SOLE   282,490 0 0
WELLTOWER INC REIT 95040Q104 1,513 22,346 SH   SOLE   22,346 0 0
WESCO INTERNATIONAL INC. COM 95082P105 678 14,600 SH   SOLE   14,600 0 0
WEST PHARMACEUTICAL SERVICES, INC. COM 955306105 612 11,300 SH   SOLE   11,300 0 0
WESTERN DIGITAL CORPORATION COM 958102105 922 11,603 SH   SOLE   11,603 0 0
WESTERN REFINING, INC. COM 959319104 552 12,500 SH   SOLE   12,500 0 0
WESTERN UNION COMPANY, THE COM 959802109 5,763 313,915 SH   SOLE   313,915 0 0
WESTLAKE CHEMICAL CORPORATION COM 960413102 3,751 72,280 SH   SOLE   72,280 0 0
WESTROCK CO COM 96145D105 10,181 197,912 SH   SOLE   197,912 0 0
WEX INC. COM 96208T104 284 3,270 SH   SOLE   3,270 0 0
WHIRLPOOL CORPORATION COM 963320106 2,351 15,967 SH   SOLE   15,967 0 0
WHITEWAVE FOODS CO COM 966244105 7,573 188,615 SH   SOLE   188,615 0 0
WILLIAMS COMPANIES INC., THE COM 969457100 231 6,281 SH   SOLE   6,281 0 0
WILLIAMS PARTNERS LP COM 96949L105 2,679 83,924 SH   SOLE   83,924 0 0
WILLIAMS-SONOMA, INC. COM 969904101 412 5,400 SH   SOLE   5,400 0 0
WORLD FUEL SERVICES CORP. COM 981475106 337 9,400 SH   SOLE   9,400 0 0
WORTHINGTON INDUSTRIES, INC. COM 981811102 2,467 93,170 SH   SOLE   93,170 0 0
WYNDHAM WORLDWIDE CORP. COM 98310W108 4,036 56,131 SH   SOLE   56,131 0 0
XCEL ENERGY INC. COM 98389B100 578 16,337 SH   SOLE   16,337 0 0
XILINX INC. COM 983919101 904 21,327 SH   SOLE   21,327 0 0
XEROX CORP. COM 984121103 730 75,074 SH   SOLE   75,074 0 0
ZIMMER BIOMET HOLDIINGS, INC. COM 98956P102 776 8,259 SH   SOLE   8,259 0 0
ZOETIS INC. COM 98978V103 11,687 283,797 SH   SOLE   283,797 0 0
ALLERGAN PLC COM G0083B108 440 1,620 SH   SOLE   1,620 0 0
ALLERGAN PLC CONV G0083B116 13,639 14,500 SH   SOLE   14,500 0 0
ALLEGION PLC COM G0176J109 6,218 107,833 SH   SOLE   107,833 0 0
ALLERGAN PLC COM G0177J108 3,965 14,588 SH   SOLE   14,588 0 0
ALLERGAN PLC CONV G0177J116 13,639 14,500 SH   SOLE   14,500 0 0
AMDOCS LTD. COM G02602103 2,753 48,400 SH   SOLE   48,400 0 0
AON PLC COM G0408V102 1,418 16,001 SH   SOLE   16,001 0 0
ARCH CAPITAL GROUP LTD. COM G0450A105 301 4,100 SH   SOLE   4,100 0 0
ASSURED GUARANTY, LTD. COM G0585R106 785 31,400 SH   SOLE   31,400 0 0
ACCENTURE PLC COM G1151C101 5,083 51,730 SH   SOLE   51,730 0 0
BUNGE LTD. COM G16962105 2,242 30,585 SH   SOLE   30,585 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 1,255 16,500 SH   SOLE   16,500 0 0
EATON CORPORATION PLC COM G29183103 427 8,320 SH   SOLE   8,320 0 0
ENDURANCE SPECIALTY HOLDINGS LTD. COM G30397106 1,092 17,900 SH   SOLE   17,900 0 0
ENDO INTERNATIONAL PLC COM G30401106 3,118 45,000 SH   SOLE   45,000 0 0
ENSCO PLC COM G3157S106 2,068 146,900 SH   SOLE   146,900 0 0
EVEREST RE GROUP LTD. COM G3223R108 218 1,260 SH   SOLE   1,260 0 0
GENPACT LTD COM G3922B107 1,282 54,300 SH   SOLE   54,300 0 0
HERBALIFE LTD. COM G4412G101 1,797 32,980 SH   SOLE   32,980 0 0
INGERSOLL-RAND PLC COM G47791101 1,193 23,500 SH   SOLE   23,500 0 0
INVESCO LTD. COM G491BT108 879 28,135 SH   SOLE   28,135 0 0
JAZZ PHARMACEUTICALS, INC COM G50871105 886 6,670 SH   SOLE   6,670 0 0
LAZARD LTD. COM G54050102 1,308 30,200 SH   SOLE   30,200 0 0
MALLINCKRODT PLC COM G5785G107 5,418 84,738 SH   SOLE   84,738 0 0
MARVELL TECHNOLOGY GROUP, LTD COM G5876H105 91 10,000 SH   SOLE   10,000 0 0
MEDTRONIC PLC COM G5960L103 5,381 80,385 SH   SOLE   80,385 0 0
MICHAEL KORS HOLDINGS LTD COM G60754101 2,551 60,400 SH   SOLE   60,400 0 0
NOBLE CORPORATION COM G65431101 711 65,200 SH   SOLE   65,200 0 0
NORWEGIAN CRUISE LINE HOLDINGS LTD. COM G66721104 481 8,400 SH   SOLE   8,400 0 0
PARTNERRE LTD. COM G6852T105 687 4,950 SH   SOLE   4,950 0 0
RENAISSANCERE HOLDINGS LTD. COM G7496G103 500 4,700 SH   SOLE   4,700 0 0
ROWAN COS. INC. COM G7665A101 662 41,000 SH   SOLE   41,000 0 0
SEADRILL LTD. COM G7945E105 423 71,700 SH   SOLE   71,700 0 0
SEAGATE TECHNOLOGY PLC COM G7945M107 1,967 43,900 SH   SOLE   43,900 0 0
VALIDUS HOLDINGS LTD. COM G9319H102 306 6,800 SH   SOLE   6,800 0 0
PERRIGO COMPANY PLC COM G97822103 1,058 6,730 SH   SOLE   6,730 0 0
XL GROUP PLC COM G98290102 542 14,935 SH   SOLE   14,935 0 0
ACE LIMITED COM H0023R105 1,760 17,020 SH   SOLE   17,020 0 0
ALLIED WORLD ASSURANCE COMPANY HOLDINGS, AG COM H01531104 304 7,960 SH   SOLE   7,960 0 0
WEATHERFORD INTERNATIONAL PLC COM H27013103 742 87,500 SH   SOLE   87,500 0 0
PENTAIR PLC COM H6169Q108 2,147 42,061 SH   SOLE   42,061 0 0
TRANSOCEAN LTD. COM H8817H100 1,532 118,600 SH   SOLE   118,600 0 0
TYCO INTERNATIONAL (US) INC. COM IE00BQRQ6 1,348 40,300 SH   SOLE   40,300 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LTD COM M22465104 365 4,600 SH   SOLE   4,600 0 0
CORE LABORATORIES N.V. COM N22717107 725 7,267 SH   SOLE   7,267 0 0
FRANK'S INTERNATIONAL NV COM N33462107 443 28,900 SH   SOLE   28,900 0 0
LYONDELLBASELL INDUSTRIES NV COM N53745100 10,033 120,356 SH   SOLE   120,356 0 0
MYLAN NV COM N59465109 2,323 57,706 SH   SOLE   57,706 0 0
ROYAL CARIBBEAN CRUISES LTD. COM V7780T103 677 7,600 SH   SOLE   7,600 0 0
FLEXTRONICS INTERNATIONAL LTD COM Y0486S104 3,745 29,960 SH   SOLE   29,960 0 0
CAPITAL PRODUCT PARTNERS LP COM Y11082107 1,030 167,400 SH   SOLE   167,400 0 0
GOLAR LNG PARTNERS LP COM Y2745C102 717 48,868 SH   SOLE   48,868 0 0
OCEAN RIG UDW INC. COM Y64354205 823 386,506 SH   SOLE   386,506 0 0
SEADRILL PARTNERS LLC COM Y7545W109 1,403 149,244 SH   SOLE   149,244 0 0
TEEKAY TANKERS LTD COM Y8564M105 414 17,305 SH   SOLE   17,305 0 0
TEEKAY CORP. COM Y8564W103 305 10,300 SH   SOLE   10,300 0 0
TEEKAY OFFSHORE PARTNERS LP COM Y8565J101 1,305 90,687 SH   SOLE   90,687 0 0
TEEKAY TANKERS LTD COM Y8565N102 228 33,100 SH   SOLE   33,100 0 0