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   373,056 11,589,200 SH Put SOLE   11,589,200 0 0
ISHARES TRUST OPT 464287465   215,620 3,672,000 SH Put SOLE   3,672,000 0 0
ISHARES TRUST OPT 464287655   75,455 670,000 SH Put SOLE   670,000 0 0
SPDR S&P 500 ETF TRUST OPT 78462F103   1,126,586 5,526,000 SH Put SOLE   5,526,000 0 0
ACCO BRANDS CORPORATION COM 00081T108   356 49,900 SH   SOLE   49,900 0 0
ADT CORPORATION (THE) COM 00101J106   407 12,350 SH   SOLE   12,350 0 0
AFLAC INC. COM 001055102   2,828 47,217 SH   SOLE   47,217 0 0
AGCO CORPORATION COM 001084102   3,571 78,670 SH   SOLE   78,670 0 0
AGL RESOURCES INC. COM 001204106   462 7,238 SH   SOLE   7,238 0 0
AH BELO CORP COM 001282102   52 10,300 SH   SOLE   10,300 0 0
AES CORP., THE COM 00130H105   559 58,364 SH   SOLE   58,364 0 0
AK STEEL CORP. CONV 001546AP5   2,365 4,625,000 PRN   SOLE   4,625,000 0 0
AMC NETWORKS, INC. COM 00164V103   597 8,000 SH   SOLE   8,000 0 0
AT&T INC. COM 00206R102   9,379 272,565 SH   SOLE   272,565 0 0
ABBOTT LABORATORIES COM 002824100   3,670 81,726 SH   SOLE   81,726 0 0
ABBVIE, INC. COM 00287Y109   6,416 108,309 SH   SOLE   108,309 0 0
ACTIVISION BLIZZARD, INC. COM 00507V109   1,049 27,100 SH   SOLE   27,100 0 0
ACUITY BRANDS INC. COM 00508Y102   996 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   2,780 29,595 SH   SOLE   29,595 0 0
ADVANCE AUTO STORES CO., INC. COM 00751Y106   692 4,600 SH   SOLE   4,600 0 0
AECOM COM 00766T100   265 8,811 SH   SOLE   8,811 0 0
AETNA, INC. COM 00817Y108   3,985 36,860 SH   SOLE   36,860 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101   654 15,636 SH   SOLE   15,636 0 0
AGRIUM, INC. COM 008916108   1,383 15,485 SH   SOLE   15,485 0 0
AIR LEASE CORP. COM 00912X302   727 21,700 SH   SOLE   21,700 0 0
AIR PRODUCTS AND CHEMICALS INC. COM 009158106   917 7,045 SH   SOLE   7,045 0 0
AIRGAS, INC. COM 009363102   2,151 15,550 SH   SOLE   15,550 0 0
ALASKA AIR GROUP, INC. COM 011659109   4,364 54,200 SH   SOLE   54,200 0 0
ALCOA, INC. COM 013817101   372 37,717 SH   SOLE   37,717 0 0
ALERE INC. COM 01449J105   844 21,600 SH   SOLE   21,600 0 0
ALIGN TECHNOLOGY, INC. COM 016255101   237 3,600 SH   SOLE   3,600 0 0
ALLEGHANY CORP. COM 017175100   394 825 SH   SOLE   825 0 0
ALLIANCE HOLDINGS GP LP COM 01861G100   447 22,170 SH   SOLE   22,170 0 0
ALLIANCE RESOURCE PARTNERS COM 01877R108   549 40,664 SH   SOLE   40,664 0 0
ALLISON TRANSMISSION HOLDINGS, INC COM 01973R101   2,777 107,250 SH   SOLE   107,250 0 0
ALLSTATE CORP. COM 020002101   2,510 40,421 SH   SOLE   40,421 0 0
ALLY FINANCIAL INC. COM 02005N100   509 27,300 SH   SOLE   27,300 0 0
ALPHABET, INC. COM 02079K107   14,879 19,606 SH   SOLE   19,606 0 0
ALPHABET, INC. COM 02079K305   16,901 21,723 SH   SOLE   21,723 0 0
ALTRIA GROUP INC. COM 02209S103   9,993 171,670 SH   SOLE   171,670 0 0
AMAZON.COM INC. COM 023135106   22,323 33,027 SH   SOLE   33,027 0 0
AMERCO, INC. COM 023586100   1,838 4,720 SH   SOLE   4,720 0 0
AMEREN CORP. COM 023608102   1,266 29,292 SH   SOLE   29,292 0 0
AMERICAN AIRLINES GROUP INC. COM 02376R102   3,651 86,200 SH   SOLE   86,200 0 0
AMERICAN ELECTRIC POWER CO. INC. COM 025537101   1,807 31,011 SH   SOLE   31,011 0 0
AMERICAN ENERGY - PERMIA CONV 02563WAA2   1,820 18,200,000 PRN   SOLE   18,200,000 0 0
AMERICAN EXPRESS COMPANY COM 025816109   1,505 21,637 SH   SOLE   21,637 0 0
AMERICAN FINANCIAL GROUP, INC. COM 025932104   577 8,000 SH   SOLE   8,000 0 0
AMERICAN INTERNATIONAL GROUP INC. COM 026874784   2,216 35,759 SH   SOLE   35,759 0 0
AMERICAN TOWER CORP. REIT 03027X100   264 2,722 SH   SOLE   2,722 0 0
AMERICAN WATER WORKS CO., INC. COM 030420103   714 11,950 SH   SOLE   11,950 0 0
AMERISOURCEBERGEN CORP. COM 03073E105   3,271 31,537 SH   SOLE   31,537 0 0
AMERIPRISE FINANCIAL INC. COM 03076C106   408 3,831 SH   SOLE   3,831 0 0
AMETEK, INC. COM 031100100   460 8,575 SH   SOLE   8,575 0 0
AMGEN INC. COM 031162100   14,828 91,346 SH   SOLE   91,346 0 0
AMGEN INC. CONV 031162AE0   23,888 30,000,000 PRN   SOLE   30,000,000 0 0
AMKOR TECHNOLOGY, INC. COM 031652100   77 12,700 SH   SOLE   12,700 0 0
AMSURG CORP. COM 03232P405   205 2,700 SH   SOLE   2,700 0 0
AMTECH SYSTEMS INC COM 032332504   568 90,808 SH   SOLE   90,808 0 0
AMTRUST FINANCIAL SERVICES, INC. COM 032359309   2,143 34,800 SH   SOLE   34,800 0 0
ANADARKO PETROLEUM CORP. COM 032511107   426 8,775 SH   SOLE   8,775 0 0
ANADARKO PETROLEUM CORP. CONV 032511404   12,222 360,000 SH   SOLE   360,000 0 0
ANALOG DEVICES INC. COM 032654105   840 15,193 SH   SOLE   15,193 0 0
ANNALY CAPITAL MANAGEMENT, INC. REIT 035710409   202 21,560 SH   SOLE   21,560 0 0
ANSYS, INC. COM 03662Q105   352 3,800 SH   SOLE   3,800 0 0
ANTERO RESOURCES CORP COM 03674X106   212 9,730 SH   SOLE   9,730 0 0
ANTHEM, INC. COM 036752103   8,188 58,724 SH   SOLE   58,724 0 0
ANTHRACITE CAPITAL, INC. REIT 037023108   0 10,000 SH   SOLE   10,000 0 0
ANWORTH MORTGAGE ASSET CORP. REIT 037347101   132 30,300 SH   SOLE   30,300 0 0
APACHE CORPORATION COM 037411105   442 9,947 SH   SOLE   9,947 0 0
APARTMENT INVESTMENT & MANAGEMENT CO. REIT 03748R101   210 5,249 SH   SOLE   5,249 0 0
APOLLO RESIDENTIAL MORTGAGE IN REIT 03763V102   209 17,500 SH   SOLE   17,500 0 0
APPLE INC. COM 037833100   51,605 490,266 SH   SOLE   490,266 0 0
APPLE HOSPITALITY REIT INC. REIT 03784Y200   505 25,300 SH   SOLE   25,300 0 0
APTARGROUP, INC. COM 038336103   1,104 15,200 SH   SOLE   15,200 0 0
APPROACH RESOURCES, INC. COM 03834A103   73 39,546 SH   SOLE   39,546 0 0
ARAMARK COM 03852U106   1,016 31,500 SH   SOLE   31,500 0 0
ARCHER DANIELS MIDLAND COMPANY COM 039483102   2,800 76,338 SH   SOLE   76,338 0 0
ARCHROCK PARTNERS LP COM 03957U100   1,705 138,500 SH   SOLE   138,500 0 0
ARGAN INC COM 04010E109   411 12,700 SH   SOLE   12,700 0 0
ARES CAPITAL CORPORATION COM 04010L103   3,508 246,200 SH   SOLE   246,200 0 0
ARMSTRONG WORLD INDUSTRIES INC. COM 04247X102   1,418 31,000 SH   SOLE   31,000 0 0
ARROW ELECTRONICS INC. COM 042735100   206 3,800 SH   SOLE   3,800 0 0
MERITOR, INC. CONV 043353AH4   23,593 24,950,000 PRN   SOLE   24,950,000 0 0
ASHFORD HOSPITALITY TRUST REIT 044103109   68 10,700 SH   SOLE   10,700 0 0
ASHLAND, INC. COM 044209104   1,378 13,415 SH   SOLE   13,415 0 0
ASSURANT, INC. COM 04621X108   3,713 46,096 SH   SOLE   46,096 0 0
ATLAS AIR WORLDWIDE HLDG, INC. COM 049164205   438 10,600 SH   SOLE   10,600 0 0
ATLAS ENERGY GROUP LLC COM 04929Q102   116 122,370 SH   SOLE   122,370 0 0
ATMOS ENERGY CORP. COM 049560105   274 4,350 SH   SOLE   4,350 0 0
AUTOMATIC DATA PROCESSING INC. COM 053015103   1,407 16,610 SH   SOLE   16,610 0 0
AUTONATION INC. COM 05329W102   246 4,119 SH   SOLE   4,119 0 0
AUTOZONE, INC. COM 053332102   1,898 2,558 SH   SOLE   2,558 0 0
AVALONBAY COMMUNITIES, INC. REIT 053484101   1,252 6,799 SH   SOLE   6,799 0 0
AVERY DENNISON CORP. COM 053611109   2,293 36,597 SH   SOLE   36,597 0 0
AVNET, INC. COM 053807103   840 19,600 SH   SOLE   19,600 0 0
AXIALL CORPORATION COM 05463D100   326 21,200 SH   SOLE   21,200 0 0
BB&T CORPORATION COM 054937107   1,414 37,397 SH   SOLE   37,397 0 0
BWX TECHNOLOGIES INC COM 05605H100   2,577 81,100 SH   SOLE   81,100 0 0
BABCOCK & WILCOX ENTERPRISES INC COM 05614L100   211 10,100 SH   SOLE   10,100 0 0
BABSON CAP PARTN INVS TRUST COM 05616B100   908 66,066 SH   SOLE   66,066 0 0
BAKER HUGHES INC. COM 057224107   1,519 32,908 SH   SOLE   32,908 0 0
BALL CORPORATION COM 058498106   1,769 24,322 SH   SOLE   24,322 0 0
BANK OF AMERICA CORPORATION COM 060505104   16,571 984,613 SH   SOLE   984,613 0 0
BANK OF THE OZARKS, INC. COM 063904106   213 4,300 SH   SOLE   4,300 0 0
BANK OF NEW YORK MELLON CORP. COM 064058100   4,722 114,552 SH   SOLE   114,552 0 0
C.R. BARD, INC. COM 067383109   1,816 9,586 SH   SOLE   9,586 0 0
BAXALTA INC COM 07177M103   6,176 158,233 SH   SOLE   158,233 0 0
B/E AEROSPACE, INC COM 073302101   1,309 30,900 SH   SOLE   30,900 0 0
BECTON DICKINSON & CO. COM 075887109   814 5,281 SH   SOLE   5,281 0 0
BED BATH & BEYOND INC. COM 075896100   1,015 21,037 SH   SOLE   21,037 0 0
BEMIS COMPANY, INC. COM 081437105   1,031 23,060 SH   SOLE   23,060 0 0
BENEFICIAL BANCORP, INC. COM 08171T102   2,227 167,200 SH   SOLE   167,200 0 0
BERKSHIRE HATHAWAY INC. COM 084670702   13,539 102,539 SH   SOLE   102,539 0 0
BERRY PLASTICS GROUP, INC COM 08579W103   7,232 199,900 SH   SOLE   199,900 0 0
BEST BUY CO. INC. COM 086516101   801 26,300 SH   SOLE   26,300 0 0
B H P BILLITON LTD ADR 088606108   1,121 43,515 SH   SOLE   43,515 0 0
BIMINI CAPITAL MGMT, INC. REIT 090319401   168 211,628 SH   SOLE   211,628 0 0
BIO-RAD LABORATORIES INC. COM 090572207   810 5,840 SH   SOLE   5,840 0 0
BIOGEN INC. COM 09062X103   5,767 18,826 SH   SOLE   18,826 0 0
BLACKROCK, INC. COM 09247X101   2,564 7,530 SH   SOLE   7,530 0 0
H&R BLOCK INC. COM 093671105   1,662 49,905 SH   SOLE   49,905 0 0
BLOUNT INTERNATIONAL, INC. COM 095180105   3,512 358,000 SH   SOLE   358,000 0 0
BOARDWALK PIPELINE PARTNERS LP COM 096627104   1,085 83,600 SH   SOLE   83,600 0 0
BOEING COMPANY COM 097023105   11,717 81,038 SH   SOLE   81,038 0 0
BOOZ ALLEN HAMILTON HOLDING CORP COM 099502106   275 8,900 SH   SOLE   8,900 0 0
BOSTON SCIENTIFIC CORP. COM 101137107   793 43,025 SH   SOLE   43,025 0 0
BOULDER BRANDS, INC. COM 101405108   2,494 227,100 SH   SOLE   227,100 0 0
BOYD GAMING CORPORATION COM 103304101   282 14,200 SH   SOLE   14,200 0 0
BREITBURN ENERGY PARTNERS LP COM 106776107   184 274,895 SH   SOLE   274,895 0 0
BRINKER INTERNATIONAL COM 109641100   297 6,200 SH   SOLE   6,200 0 0
BRISTOL-MYERS SQUIBB CO. COM 110122108   3,878 56,379 SH   SOLE   56,379 0 0
BROADCOM CORPORATION COM 111320107   1,601 27,688 SH   SOLE   27,688 0 0
BROADRIDGE FINANCIAL SOLUTIONS INC. COM 11133T103   428 7,960 SH   SOLE   7,960 0 0
BROCADE COMMUNICATIONS SYSTEMS INC. COM 111621306   214 23,300 SH   SOLE   23,300 0 0
BROOKFIELD ASSET MGMNT COM 112585104   355 11,250 SH   SOLE   11,250 0 0
BUCKEYE PARTNERS LP COM 118230101   1,609 24,400 SH   SOLE   24,400 0 0
CBL & ASSOCIATES PROPERTIES, INC. REIT 124830100   411 33,200 SH   SOLE   33,200 0 0
CBRE GROUP INC. COM 12504L109   1,161 33,585 SH   SOLE   33,585 0 0
CDK GLOBAL, INC. COM 12508E101   3,572 75,250 SH   SOLE   75,250 0 0
CECO ENVIRONMENTAL CORP. COM 125141101   120 15,656 SH   SOLE   15,656 0 0
CDW CORP/DE COM 12514G108   248 5,900 SH   SOLE   5,900 0 0
CF INDUSTRIES HOLDINGS, INC. COM 125269100   1,102 27,015 SH   SOLE   27,015 0 0
C.H. ROBINSON WORLDWIDE, INC. COM 12541W209   854 13,774 SH   SOLE   13,774 0 0
CIGNA CORP. COM 125509109   2,690 18,381 SH   SOLE   18,381 0 0
CIT GROUP, INC. COM 125581801   730 18,400 SH   SOLE   18,400 0 0
CME GROUP INC. COM 12572Q105   1,794 19,805 SH   SOLE   19,805 0 0
CMS ENERGY CORP. COM 125896100   704 19,513 SH   SOLE   19,513 0 0
CSW INDUSTRIALS INC. COM 126402106   3,756 99,700 SH   SOLE   99,700 0 0
CSX CORP. COM 126408103   394 15,180 SH   SOLE   15,180 0 0
CST BRANDS INC. COM 12646R105   301 7,700 SH   SOLE   7,700 0 0
CSRA INC COM 12650T104   1,472 49,071 SH   SOLE   49,071 0 0
CVR ENERGY INC. COM 12662P108   602 15,300 SH   SOLE   15,300 0 0
CVR PARTNERS LP COM 126633106   384 47,955 SH   SOLE   47,955 0 0
CVS HEALTH CORPORATION COM 126650100   8,202 83,887 SH   SOLE   83,887 0 0
CA, INC. COM 12673P105   1,706 59,748 SH   SOLE   59,748 0 0
CABLE ONE INC COM 12685J105   442 1,020 SH   SOLE   1,020 0 0
CABLEVISION SYSTEMS CORPORATION COM 12686C109   2,255 70,700 SH   SOLE   70,700 0 0
C A C I INTERNATIONAL, INC. COM 127190304   418 4,500 SH   SOLE   4,500 0 0
CADENCE DESIGN SYSTEMS, INC. COM 127387108   1,571 75,500 SH   SOLE   75,500 0 0
CALGON CARBON CORPORATION COM 129603106   8,495 492,472 SH   SOLE   492,472 0 0
CALPINE CONSTRUCTION FINANCE COMPANY, L.P. COM 131347304   268 18,500 SH   SOLE   18,500 0 0
CALUMET SPECIALTY PRODUCTS PAR COM 131476103   808 40,600 SH   SOLE   40,600 0 0
CAMERON INTERNATIONAL CORPORATION COM 13342B105   2,531 40,043 SH   SOLE   40,043 0 0
CANADIAN NATURAL RESOURCES LTD COM 136385101   955 43,760 SH   SOLE   43,760 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105   3,275 45,367 SH   SOLE   45,367 0 0
CAPITOL FEDERAL FINANCIAL INC COM 14057J101   143 11,400 SH   SOLE   11,400 0 0
CARDINAL HEALTH, INC. COM 14149Y108   3,583 40,133 SH   SOLE   40,133 0 0
CARDTRONICS INC. CONV 14161HAG3   7,703 8,300,000 PRN   SOLE   8,300,000 0 0
CARE CAPITAL PROPERTIES INC REIT 141624106   425 13,900 SH   SOLE   13,900 0 0
CARMAX, INC COM 143130102   524 9,700 SH   SOLE   9,700 0 0
CARNIVAL CORPORATION COM 143658300   2,633 48,337 SH   SOLE   48,337 0 0
CARTER'S INC. COM 146229109   454 5,100 SH   SOLE   5,100 0 0
CASEY'S GENERAL STORES INC COM 147528103   1,108 9,200 SH   SOLE   9,200 0 0
CATERPILLAR INC. COM 149123101   361 5,305 SH   SOLE   5,305 0 0
CATO CORP/THE COM 149205106   206 5,600 SH   SOLE   5,600 0 0
CELANESE CORPORATION COM 150870103   2,451 36,410 SH   SOLE   36,410 0 0
CELGENE CORP. COM 151020104   4,885 40,794 SH   SOLE   40,794 0 0
CENTENE CORPORATION COM 15135B101   2,501 38,000 SH   SOLE   38,000 0 0
CENGAGE LEARNING HOLDINGS II L.P. COM 15136X102   7,723 335,797 SH   SOLE   335,797 0 0
CENTERPOINT ENERGY INC. COM 15189T107   187 10,166 SH   SOLE   10,166 0 0
CENTURYLINK, INC. COM 156700106   1,109 44,089 SH   SOLE   44,089 0 0
CHARLES RIVER LABORATORIES INTERNATIONAL INC. COM 159864107   715 8,900 SH   SOLE   8,900 0 0
CHART INDUSTRIES INC. CONV 16115QAC4   1,979 2,288,000 PRN   SOLE   2,288,000 0 0
CHASE PACKAGING CORP. COM 161635107   1 19,082 SH   SOLE   19,082 0 0
CHEMED CORPORATION COM 16359R103   330 2,200 SH   SOLE   2,200 0 0
CHEMOURS COMPANY (THE) COM 163851108   610 113,800 SH   SOLE   113,800 0 0
CHESAPEAKE ENERGY CORP. COM 165167107   62 13,888 SH   SOLE   13,888 0 0
CHESAPEAKE ENERGY CORPORATION CONV 165167BZ9   4,124 8,775,000 PRN   SOLE   8,775,000 0 0
CHESAPEAKE ENERGY CORPORATION CONV 165167CA3   12,220 26,000,000 PRN   SOLE   26,000,000 0 0
CHEVRON CORPORATION COM 166764100   8,934 99,315 SH   SOLE   99,315 0 0
CHICAGO BRIDGE & IRON COMPANY N.V. COM 167250109   402 10,300 SH   SOLE   10,300 0 0
CHIMERA INVESTMENT CORP REIT 16934Q208   262 19,200 SH   SOLE   19,200 0 0
CHUBB CORPORATION COM 171232101   2,801 21,114 SH   SOLE   21,114 0 0
CHURCH & DWIGHT COMPANY, INC. COM 171340102   1,032 12,160 SH   SOLE   12,160 0 0
CHURCHILL DOWNS, INC. COM 171484108   381 2,690 SH   SOLE   2,690 0 0
CINCINNATI FINANCIAL CORP. COM 172062101   2,850 48,163 SH   SOLE   48,163 0 0
CINEMARK HOLDINGS INC. COM 17243V102   455 13,600 SH   SOLE   13,600 0 0
CIRRUS LOGIC INC COM 172755100   354 12,000 SH   SOLE   12,000 0 0
CISCO SYSTEMS INC. COM 17275R102   10,364 381,666 SH   SOLE   381,666 0 0
CINTAS CORPORATION COM 172908105   1,523 16,727 SH   SOLE   16,727 0 0
CITIGROUP INC. COM 172967424   18,010 348,021 SH   SOLE   348,021 0 0
CITIZENS FINANCIAL GROUP, INC. COM 174610105   254 9,700 SH   SOLE   9,700 0 0
CITRIX SYSTEMS INC. COM 177376100   2,158 28,522 SH   SOLE   28,522 0 0
CITRIX SYSTEMS, INC. CONV 177376AD2   16,278 14,968,000 PRN   SOLE   14,968,000 0 0
CLEAN ENERGY FUELS CORP. COM 184499101   720 200,000 SH   SOLE   200,000 0 0
CLIFFS NATURAL RESOURCES, INC. COM 18683K101   19 12,015 SH   SOLE   12,015 0 0
CLOROX COMPANY COM 189054109   1,992 15,710 SH   SOLE   15,710 0 0
CLOUD PEAK ENERGY INC COM 18911Q102   69 33,255 SH   SOLE   33,255 0 0
COACH, INC. COM 189754104   1,231 37,613 SH   SOLE   37,613 0 0
COCA-COLA CO., THE COM 191216100   3,919 91,214 SH   SOLE   91,214 0 0
COCA-COLA ENTERPRISES, INC. COM 19122T109   2,992 60,763 SH   SOLE   60,763 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION COM 192446102   2,039 33,974 SH   SOLE   33,974 0 0
COLGATE-PALMOLIVE CO. COM 194162103   1,215 18,242 SH   SOLE   18,242 0 0
COLUMBIA PIPELINE PARTNERS LP COM 198281107   2,491 142,500 SH   SOLE   142,500 0 0
COLUMBUS MCKINNON CORPORATION COM 199333105   663 35,100 SH   SOLE   35,100 0 0
COMCAST CORP. COM 20030N101   6,331 112,193 SH   SOLE   112,193 0 0
COMMSCOPE HOLDING COMPANY, INC. COM 20337X109   1,250 48,300 SH   SOLE   48,300 0 0
COMPANIA DE MINAS BUENAVENTURA ADR 204448104   214 50,100 SH   SOLE   50,100 0 0
COMPUTER SCIENCES CORP. COM 205363104   2,752 84,196 SH   SOLE   84,196 0 0
CONAGRA FOODS INC. COM 205887102   2,777 65,858 SH   SOLE   65,858 0 0
CONOCOPHILLIPS COM 20825C104   4,764 102,042 SH   SOLE   102,042 0 0
CONSOLIDATED COMMUNICATIONS HO COM 209034107   239 11,400 SH   SOLE   11,400 0 0
CONSOLIDATED EDISON, INC. COM 209115104   1,636 25,451 SH   SOLE   25,451 0 0
CONSTELLATION BRANDS INC. COM 21036P108   1,891 13,274 SH   SOLE   13,274 0 0
CONTINENTAL BUILDING PRODUCTS INC COM 211171103   1,718 98,400 SH   SOLE   98,400 0 0
CONTINENTAL RESOURCES, INC. COM 212015101   369 16,040 SH   SOLE   16,040 0 0
COPART INCORPORATED COM 217204106   304 8,000 SH   SOLE   8,000 0 0
CORELOGIC INC. COM 21871D103   1,642 48,500 SH   SOLE   48,500 0 0
CORNING, INC. COM 219350105   1,768 96,741 SH   SOLE   96,741 0 0
COSTCO WHOLESALE CORP. COM 22160K105   3,055 18,914 SH   SOLE   18,914 0 0
COTY INC. COM 222070203   4,253 165,950 SH   SOLE   165,950 0 0
CREDIT ACCEPTANCE CORP. COM 225310101   360 1,680 SH   SOLE   1,680 0 0
CRESTWOOD EQUITY PARTNERS LP COM 226344208   323 15,560 SH   SOLE   15,560 0 0
CROCS, INC. COM 227046109   124 12,100 SH   SOLE   12,100 0 0
CROWN CASTLE INTERNATIONAL CORP. REIT 22822V101   1,444 16,700 SH   SOLE   16,700 0 0
CROWN HOLDINGS INC. COM 228368106   1,856 36,600 SH   SOLE   36,600 0 0
CUMMINS, INC. COM 231021106   1,023 11,628 SH   SOLE   11,628 0 0
DCP MIDSTREAM PARTNERS LP COM 23311P100   1,435 58,170 SH   SOLE   58,170 0 0
D.R. HORTON INC. COM 23331A109   708 22,106 SH   SOLE   22,106 0 0
DST SYSTEMS, INC. COM 233326107   676 5,930 SH   SOLE   5,930 0 0
DTE ENERGY COMPANY COM 233331107   1,338 16,682 SH   SOLE   16,682 0 0
DSW, INC. COM 23334L102   749 31,400 SH   SOLE   31,400 0 0
DANAHER CORPORATION COM 235851102   3,636 39,148 SH   SOLE   39,148 0 0
DARDEN RESTAURANTS, INC. COM 237194105   4,991 78,427 SH   SOLE   78,427 0 0
DEERE & COMPANY COM 244199105   2,412 31,631 SH   SOLE   31,631 0 0
DELTA AIR LINES, INC. COM 247361702   5,900 116,397 SH   SOLE   116,397 0 0
DENTSPLY INTERNATIONAL, INC. COM 249030107   1,124 18,467 SH   SOLE   18,467 0 0
DETOUR GOLD CORPORATION CONV 250669AA6   3,421 3,540,000 PRN   SOLE   3,540,000 0 0
DEVON ENERGY CORPORATION COM 25179M103   250 7,814 SH   SOLE   7,814 0 0
DIAMOND OFFSHORE DRILLING INC. COM 25271C102   1,765 83,663 SH   SOLE   83,663 0 0
DIGITALGLOBE INC. COM 25389M877   564 36,014 SH   SOLE   36,014 0 0
DILLARD'S, INC. COM 254067101   688 10,470 SH   SOLE   10,470 0 0
WALT DISNEY COMPANY, THE COM 254687106   15,587 148,334 SH   SOLE   148,334 0 0
DISCOVER FINANCIAL SERVICES INC. COM 254709108   1,999 37,278 SH   SOLE   37,278 0 0
DISCOVERY COMMUNICATIONS INC. COM 25470F104   1,206 45,200 SH   SOLE   45,200 0 0
DISCOVERY COMMUNICATIONS INC. COM 25470F302   381 15,100 SH   SOLE   15,100 0 0
DISH NETWORK CORP. COM 25470M109   1,046 18,300 SH   SOLE   18,300 0 0
DOLLAR GENERAL CORP. COM 256677105   1,114 15,500 SH   SOLE   15,500 0 0
DOMINION RESOURCES INC. COM 25746U109   1,013 14,978 SH   SOLE   14,978 0 0
DOMINOS PIZZA, INC. COM 25754A201   537 4,830 SH   SOLE   4,830 0 0
DOMTAR CORP. COM 257559203   488 13,200 SH   SOLE   13,200 0 0
DONALDSON CO, INC. COM 257651109   312 10,875 SH   SOLE   10,875 0 0
R.R. DONNELLEY & SONS COMPANY COM 257867101   581 39,500 SH   SOLE   39,500 0 0
DORMAN PRODUCTS, INC. COM 258278100   256 5,400 SH   SOLE   5,400 0 0
DOUGLAS DYNAMICS INC COM 25960R105   440 20,900 SH   SOLE   20,900 0 0
DOVER CORP. COM 260003108   1,856 30,276 SH   SOLE   30,276 0 0
DOW CHEMICAL COMPANY COM 260543103   6,310 122,576 SH   SOLE   122,576 0 0
DR PEPPER SNAPPLE GROUP INC. COM 26138E109   4,503 48,314 SH   SOLE   48,314 0 0
DREW INDUSTRIES, INC. COM 26168L205   1,492 24,500 SH   SOLE   24,500 0 0
DUKE REALTY CORPORATION REIT 264411505   202 9,600 SH   SOLE   9,600 0 0
DUKE ENERGY CORP. COM 26441C204   742 10,390 SH   SOLE   10,390 0 0
DUN & BRADSTREET CORP., THE COM 26483E100   2,429 23,375 SH   SOLE   23,375 0 0
E C C CAPITAL CORP. REIT 26826M108   30 1,200,000 SH   SOLE   1,200,000 0 0
EMC CORP. COM 268648102   2,318 90,257 SH   SOLE   90,257 0 0
ENI SPA ADR 26874R108   1,213 40,700 SH   SOLE   40,700 0 0
EQT MIDSTREAM PARTNERS LP COM 26885B100   1,879 24,900 SH   SOLE   24,900 0 0
E*TRADE FINANCIAL CORP. COM 269246401   879 29,654 SH   SOLE   29,654 0 0
EARTHLINK HOLDINGS CORP COM 27033X101   113 15,200 SH   SOLE   15,200 0 0
EAST WEST BANCORP, INC. COM 27579R104   465 11,200 SH   SOLE   11,200 0 0
EASTMAN CHEMICAL COMPANY COM 277432100   4,215 62,436 SH   SOLE   62,436 0 0
EBAY, INC. COM 278642103   4,627 168,372 SH   SOLE   168,372 0 0
EBIX INC COM 278715206   252 7,700 SH   SOLE   7,700 0 0
EDISON INTERNATIONAL COM 281020107   1,335 22,540 SH   SOLE   22,540 0 0
EDWARDS LIFESCIENCES CORP. COM 28176E108   1,349 17,080 SH   SOLE   17,080 0 0
ELECTRONIC ARTS, INC. COM 285512109   3,568 51,923 SH   SOLE   51,923 0 0
ELECTRONICS FOR IMAGING COM 286082102   243 5,200 SH   SOLE   5,200 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105   304 7,600 SH   SOLE   7,600 0 0
EMERSON ELECTRIC CO. COM 291011104   216 4,522 SH   SOLE   4,522 0 0
ENABLE MIDSTREAM PARTNERS LP COM 292480100   807 87,700 SH   SOLE   87,700 0 0
ENBRIDGE ENERGY PARTNERS COM 29250R106   2,996 129,875 SH   SOLE   129,875 0 0
ENERGIZER HOLDINGS INC. COM 29272W109   4,035 118,470 SH   SOLE   118,470 0 0
ENERGY TRANSFER PARTNERS COM 29273R109   5,794 171,786 SH   SOLE   171,786 0 0
ENERGY TRANSFER EQUITY LP COM 29273V100   3,536 257,380 SH   SOLE   257,380 0 0
ENGILITY HOLDINGS INC COM 29286C107   299 9,200 SH   SOLE   9,200 0 0
ENTERGY CORP COM 29364G103   807 11,809 SH   SOLE   11,809 0 0
ENTERPRISE PRODUCTS PARTNERS L COM 293792107   7,591 296,759 SH   SOLE   296,759 0 0
EQUIFAX, INC. COM 294429105   5,802 52,098 SH   SOLE   52,098 0 0
EQUITY RESIDENTIAL REIT 29476L107   1,865 22,857 SH   SOLE   22,857 0 0
ESSEX PROPERTY TRUST INC. REIT 297178105   949 3,963 SH   SOLE   3,963 0 0
ESSEX RENTAL CORPORATION COM 297187106   31 189,350 SH   SOLE   189,350 0 0
EVERSOURCE ENERGY COM 30040W108   435 8,515 SH   SOLE   8,515 0 0
EXELON CORP. COM 30161N101   2,997 107,938 SH   SOLE   107,938 0 0
EXPEDIA INC. COM 30212P303   2,693 21,662 SH   SOLE   21,662 0 0
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC. COM 302130109   2,129 47,210 SH   SOLE   47,210 0 0
EXPRESS SCRIPTS HOLDING COMPANY COM 30219G108   8,367 95,726 SH   SOLE   95,726 0 0
EXXONMOBIL CORP. COM 30231G102   16,848 216,136 SH   SOLE   216,136 0 0
FMC TECHNOLOGIES INC. COM 30249U101   259 8,912 SH   SOLE   8,912 0 0
FNB CORPORATION COM 302520101   168 12,600 SH   SOLE   12,600 0 0
FACEBOOK INC COM 30303M102   9,120 87,140 SH   SOLE   87,140 0 0
FACTSET RESEARCH SYSTEMS, INC. COM 303075105   1,754 10,790 SH   SOLE   10,790 0 0
FAIR ISAAC CORP COM 303250104   254 2,700 SH   SOLE   2,700 0 0
FEDEX CORPORATION COM 31428X106   972 6,526 SH   SOLE   6,526 0 0
F5 NETWORKS, INC. COM 315616102   3,489 35,986 SH   SOLE   35,986 0 0
FIBRIA CELULOSE SA ADR 31573A109   524 41,300 SH   SOLE   41,300 0 0
FIDELITY & GUARANTY LIFE INSURANCE COMPANY COM 315785105   1,060 41,800 SH   SOLE   41,800 0 0
FIDELITY NATL INFO SVCS, INC. COM 31620M106   1,816 29,960 SH   SOLE   29,960 0 0
FIESTA RESTAURANT GROUP COM 31660B101   2,709 80,618 SH   SOLE   80,618 0 0
FIFTH THIRD BANCORP COM 316773100   3,128 155,602 SH   SOLE   155,602 0 0
FIREEYE INC COM 31816Q101   467 22,500 SH   SOLE   22,500 0 0
FIRST CITIZENS BANCSHARES, INC. COM 31946M103   354 1,370 SH   SOLE   1,370 0 0
FIRST HORIZON NATIONAL CORP. COM 320517105   668 46,016 SH   SOLE   46,016 0 0
FIRST SOLAR INC. COM 336433107   3,359 50,900 SH   SOLE   50,900 0 0
FISERV, INC. COM 337738108   4,698 51,370 SH   SOLE   51,370 0 0
FIRSTENERGY CORP. COM 337932107   2,071 65,273 SH   SOLE   65,273 0 0
FLUOR CORP. COM 343412102   447 9,456 SH   SOLE   9,456 0 0
FLOWERS FOODS INC. COM 343498101   759 35,300 SH   SOLE   35,300 0 0
FOOT LOCKER, INC. COM 344849104   2,851 43,800 SH   SOLE   43,800 0 0
FORD MOTOR COMPANY COM 345370860   3,452 244,975 SH   SOLE   244,975 0 0
FORTINET INC COM 34959E109   676 21,700 SH   SOLE   21,700 0 0
FOSSIL, INC. COM 34988V106   382 10,460 SH   SOLE   10,460 0 0
FOUR CORNERS PROPERTY TRUST INC REIT 35086T109   392 16,232 SH   SOLE   16,232 0 0
FREEPORT-MCMORAN INC. COM 35671D857   608 89,868 SH   SOLE   89,868 0 0
FRONTIER COMMUNICATIONS CORP. COM 35906A108   61 13,115 SH   SOLE   13,115 0 0
GATX CORP. COM 361448103   783 18,400 SH   SOLE   18,400 0 0
GNC HOLDINGS INC. COM 36191G107   208 6,700 SH   SOLE   6,700 0 0
GSE SYSTEMS INC COM 36227K106   1,133 472,100 SH   SOLE   472,100 0 0
G-III APPAREL GROUP LTD COM 36237H101   283 6,400 SH   SOLE   6,400 0 0
GAMESTOP CORP. COM 36467W109   1,862 66,412 SH   SOLE   66,412 0 0
TEGNA INC. COM 36473H104   1,113 68,327 SH   SOLE   68,327 0 0
GAP INC., THE COM 364760108   617 24,995 SH   SOLE   24,995 0 0
GARTNER, INC. COM 366651107   354 3,900 SH   SOLE   3,900 0 0
GENERAL DYNAMICS CORPORATION COM 369550108   2,549 18,560 SH   SOLE   18,560 0 0
GENERAL ELECTRIC COMPANY COM 369604103   26,694 856,962 SH   SOLE   856,962 0 0
GENERAL GROWTH PROPERTIES, INC. REIT 370023103   1,185 43,540 SH   SOLE   43,540 0 0
GENERAL MILLS, INC. COM 370334104   1,465 25,416 SH   SOLE   25,416 0 0
GENERAL MOTORS COMPANY COM 37045V100   4,452 130,900 SH   SOLE   130,900 0 0
GENTEX CORPORATION COM 371901109   354 22,120 SH   SOLE   22,120 0 0
GENUINE PARTS CO COM 372460105   530 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   212 56,860 SH   SOLE   56,860 0 0
GEOMET, INC. COM 37250U201   1 85,857 SH   SOLE   85,857 0 0
GILEAD SCIENCES, INC. COM 375558103   20,422 201,822 SH   SOLE   201,822 0 0
GLOBAL PAYMENTS, INC. COM 37940X102   1,712 26,540 SH   SOLE   26,540 0 0
GLOBAL PARTNERS LP/MA COM 37946R109   647 36,810 SH   SOLE   36,810 0 0
GODADDY INC COM 380237107   465 14,500 SH   SOLE   14,500 0 0
GOLD FIELDS LTD ADR 38059T106   81 29,340 SH   SOLE   29,340 0 0
GOLDMAN SACHS GROUP, INC. COM 38141G104   4,466 24,778 SH   SOLE   24,778 0 0
GOODYEAR TIRE & RUBBER COMPANY (THE) COM 382550101   3,284 100,512 SH   SOLE   100,512 0 0
GRACO, INC. COM 384109104   807 11,200 SH   SOLE   11,200 0 0
GRAHAM HOLDINGS COMPANY COM 384637104   415 856 SH   SOLE   856 0 0
GRAPHIC PACKAGING HOLDING CO. COM 388689101   2,480 193,300 SH   SOLE   193,300 0 0
GREEN PLAINS INC CONV 393222AD6   4,441 3,500,000 PRN   SOLE   3,500,000 0 0
GRIFFON CORPORATION COM 398433102   283 15,900 SH   SOLE   15,900 0 0
GROUP 1 AUTOMOTIVE, INC. COM 398905109   235 3,100 SH   SOLE   3,100 0 0
GROUPON INC COM 399473107   139 45,400 SH   SOLE   45,400 0 0
HCA HOLDINGS, INC. COM 40412C101   1,386 20,500 SH   SOLE   20,500 0 0
HCP INC. REIT 40414L109   245 6,411 SH   SOLE   6,411 0 0
HD SUPPLY HOLDINGS INC COM 40416M105   1,351 45,000 SH   SOLE   45,000 0 0
HEWLETT-PACKARD CO. COM 40434L105   1,472 124,337 SH   SOLE   124,337 0 0
HAEMONETICS CORPORATION COM 405024100   1,828 56,705 SH   SOLE   56,705 0 0
HALLADOR ENERGY CO COM 40609P105   228 50,025 SH   SOLE   50,025 0 0
HALYARD HEALTH, INC. COM 40650V100   204 6,100 SH   SOLE   6,100 0 0
HANOVER INSURANCE GROUP INC., THE COM 410867105   927 11,400 SH   SOLE   11,400 0 0
HARLEY-DAVIDSON INC. COM 412822108   3,236 71,304 SH   SOLE   71,304 0 0
HARMAN INTL INDUSTRIES, INC. COM 413086109   648 6,883 SH   SOLE   6,883 0 0
HARRIS CORPORATION COM 413875105   4,063 46,757 SH   SOLE   46,757 0 0
HARTFORD FINANCIAL SERVICES GROUP INC., THE COM 416515104   1,883 43,332 SH   SOLE   43,332 0 0
HASBRO INC. COM 418056107   739 10,978 SH   SOLE   10,978 0 0
HAWAIIAN HOLDINGS INC COM 419879101   565 16,000 SH   SOLE   16,000 0 0
HEALTH NET INC/CA COM 42222G108   1,356 19,800 SH   SOLE   19,800 0 0
JACK HENRY & ASSOCIATES INC COM 426281101   281 3,600 SH   SOLE   3,600 0 0
HERCULES, INC. CONV 427056BC9   7,784 8,846 PRN   SOLE   8,846 0 0
HERCULES OFFSHORE INC. COM 427093307   197 90,560 SH   SOLE   90,560 0 0
HERSHEY COMPANY, THE COM 427866108   265 2,966 SH   SOLE   2,966 0 0
HESS CORPORATION COM 42809H107   969 19,979 SH   SOLE   19,979 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109   1,890 124,337 SH   SOLE   124,337 0 0
HI-CRUSH PARTNERS LP COM 428337109   118 19,875 SH   SOLE   19,875 0 0
HILL-ROM HOLDINGS INC. COM 431475102   1,163 24,200 SH   SOLE   24,200 0 0
HILTON WORLDWIDE HOLDINGS INC. COM 43300A104   330 15,400 SH   SOLE   15,400 0 0
HOLLYFRONTIER CORP. COM 436106108   2,755 69,064 SH   SOLE   69,064 0 0
HOLOGIC, INC. COM 436440101   1,339 34,600 SH   SOLE   34,600 0 0
HOME DEPOT, INC. COM 437076102   14,175 107,187 SH   SOLE   107,187 0 0
HONDA MOTOR CO LTD ADR 438128308   1,513 47,400 SH   SOLE   47,400 0 0
HONEYWELL INTERNATIONAL, INC. COM 438516106   7,224 69,747 SH   SOLE   69,747 0 0
HORMEL FOODS CORP. COM 440452100   2,156 27,260 SH   SOLE   27,260 0 0
HORNBECK OFFSHORE SVCS, INC. CONV 440543AN6   24,391 43,075,000 PRN   SOLE   43,075,000 0 0
HOST HOTELS & RESORTS, INC. REIT 44107P104   291 18,970 SH   SOLE   18,970 0 0
HUMANA, INC. COM 444859102   1,333 7,469 SH   SOLE   7,469 0 0
HUNTINGTON BANCSHARES, INC. COM 446150104   450 40,681 SH   SOLE   40,681 0 0
HUNTINGTON INGALLS INDUSTRIES INC. COM 446413106   2,527 19,920 SH   SOLE   19,920 0 0
HUNTSMAN CORPORATION COM 447011107   2,818 247,820 SH   SOLE   247,820 0 0
HYSTER-YALE MATERIALS HANDLING, INC. COM 449172105   2,381 45,400 SH   SOLE   45,400 0 0
IAC/INTERACTIVECORP COM 44919P508   1,165 19,400 SH   SOLE   19,400 0 0
IMS HEALTH HOLDINGS, INC COM 44970B109   912 35,800 SH   SOLE   35,800 0 0
IHS INC COM 451734107   963 8,130 SH   SOLE   8,130 0 0
ILLINOIS TOOL WORKS INC. COM 452308109   2,810 30,315 SH   SOLE   30,315 0 0
IMPAX LABORATORIES INC COM 45256B101   227 5,300 SH   SOLE   5,300 0 0
INGLES MARKETS, INC. COM 457030104   203 4,600 SH   SOLE   4,600 0 0
INGRAM MICRO INC. COM 457153104   1,194 39,300 SH   SOLE   39,300 0 0
INGREDION INCORPORATED COM 457187102   3,890 40,585 SH   SOLE   40,585 0 0
INSIGHT ENTERPRISE, INC. COM 45765U103   203 8,100 SH   SOLE   8,100 0 0
INNOPHOS HOLDINGS, INC. COM 45774N108   1,673 57,740 SH   SOLE   57,740 0 0
INOVALON HOLDINGS INC COM 45781D101   270 15,900 SH   SOLE   15,900 0 0
INTEGRA LIFESCIENCES HOLDINGS COM 457985208   373 5,500 SH   SOLE   5,500 0 0
INTEL CORPORATION COM 458140100   15,449 448,434 SH   SOLE   448,434 0 0
INTEL CORPORATION CONV 458140AF7   8,316 5,000,000 PRN   SOLE   5,000,000 0 0
INTERCONTINENTAL EXCHANGE, INC. COM 45866F104   818 3,192 SH   SOLE   3,192 0 0
INTERDIGITAL INC/PA COM 45867G101   240 4,900 SH   SOLE   4,900 0 0
INTERNATIONAL BUSINESS MACHINES CORPORATION COM 459200101   4,752 34,530 SH   SOLE   34,530 0 0
INTERNATIONAL PAPER COMPANY COM 460146103   1,899 50,369 SH   SOLE   50,369 0 0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE) COM 460690100   1,864 80,086 SH   SOLE   80,086 0 0
INTUIT INC. COM 461202103   1,858 19,259 SH   SOLE   19,259 0 0
INTUITIVE SURGICAL, INC. COM 46120E602   948 1,736 SH   SOLE   1,736 0 0
INVESTORS BANCORP, INC. COM 46146L101   175 14,100 SH   SOLE   14,100 0 0
IROBOT CORP COM 462726100   294 8,300 SH   SOLE   8,300 0 0
ISHARES MSCI ETF 464286707   223 9,200 SH   SOLE   9,200 0 0
ISHARES MSCI SWITZERLAND CAPPED ETF ETF 464286749   223 7,200 SH   SOLE   7,200 0 0
ISHARES MSCI ETF 464286806   228 8,700 SH   SOLE   8,700 0 0
ISHARES MSCI ETF 464286848   439 36,200 SH   SOLE   36,200 0 0
ISHARES TRUST ETF 464287465   4,314 73,430 SH   SOLE   73,430 0 0
ISHARES TRUST ETF 464287614   2,974 29,900 SH   SOLE   29,900 0 0
ISHARES TRUST ETF 464287655   225 2,000 SH   SOLE   2,000 0 0
ISHARES TRUST ETF 464287689   58,493 486,189 SH   SOLE   486,189 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46434V548   384 23,800 SH   SOLE   23,800 0 0
JPMORGAN CHASE & CO. COM 46625H100   20,411 309,114 SH   SOLE   309,114 0 0
JABIL CIRCUIT, INC. COM 466313103   3,021 129,700 SH   SOLE   129,700 0 0
JACOBS ENGINEERING GROUP, INC. COM 469814107   396 9,444 SH   SOLE   9,444 0 0
JAKKS PACIFIC, INC. COM 47012E106   215 27,000 SH   SOLE   27,000 0 0
JARDEN CORPORATION COM 471109108   3,392 59,375 SH   SOLE   59,375 0 0
JETBLUE AIRWAYS CORPORATION COM 477143101   3,069 135,500 SH   SOLE   135,500 0 0
JOHNSON & JOHNSON COM 478160104   20,242 197,061 SH   SOLE   197,061 0 0
JONES LANG LASALLE INC. COM 48020Q107   2,038 12,750 SH   SOLE   12,750 0 0
JUNIPER NETWORKS, INC. COM 48203R104   4,583 166,037 SH   SOLE   166,037 0 0
KAR AUCTION SERVICES INC. COM 48238T109   2,348 63,400 SH   SOLE   63,400 0 0
KBR, INC. COM 48242W106   636 37,600 SH   SOLE   37,600 0 0
KLA-TENCOR CORP. COM 482480100   3,113 44,887 SH   SOLE   44,887 0 0
KLX INC. COM 482539103   2,063 67,000 SH   SOLE   67,000 0 0
KAMAN CORPORATION COM 483548103   220 5,400 SH   SOLE   5,400 0 0
KEYCORP COM 493267108   1,805 136,836 SH   SOLE   136,836 0 0
KEYSIGHT TECHNOLOGIES, INC. COM 49338L103   2,762 97,510 SH   SOLE   97,510 0 0
KIMBALL ELECTRONICS INC COM 49428J109   2,157 196,229 SH   SOLE   196,229 0 0
KIMBERLY-CLARK CORP. COM 494368103   1,052 8,265 SH   SOLE   8,265 0 0
KIMCO REALTY CORP. REIT 49446R109   492 18,577 SH   SOLE   18,577 0 0
KINDER MORGAN INC. COM 49456B101   248 16,598 SH   SOLE   16,598 0 0
KNOWLES CORP COM 49926D109   1,814 136,100 SH   SOLE   136,100 0 0
KOHL'S CORP. COM 500255104   1,005 21,091 SH   SOLE   21,091 0 0
KROGER COMPANY COM 501044101   6,795 162,446 SH   SOLE   162,446 0 0
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L-3 COMMUNICATIONS HOLDINGS INC. COM 502424104   1,683 14,084 SH   SOLE   14,084 0 0
LABORATORY CORPORATION OF AMERICA HOLDINGS COM 50540R409   208 1,680 SH   SOLE   1,680 0 0
LAM RESEARCH CORP. COM 512807108   2,314 29,138 SH   SOLE   29,138 0 0
LAMAR ADVERTISING CO. COM 512816109   1,002 16,700 SH   SOLE   16,700 0 0
LAS VEGAS SANDS CORP. COM 517834107   680 15,500 SH   SOLE   15,500 0 0
ESTEE LAUDER COMPANIES, INC. COM 518439104   1,829 20,766 SH   SOLE   20,766 0 0
LEAR CORPORATION COM 521865204   3,495 28,450 SH   SOLE   28,450 0 0
LEGGETT & PLATT, INCORPORATED COM 524660107   1,470 34,981 SH   SOLE   34,981 0 0
LEGG MASON, INC. COM 524901105   2,325 59,273 SH   SOLE   59,273 0 0
LEIDOS HOLDINGS, INC. COM 525327102   2,073 36,850 SH   SOLE   36,850 0 0
LENNAR CORPORATION COM 526057302   1,246 31,000 SH   SOLE   31,000 0 0
LEUCADIA NATIONAL CORPORATION COM 527288104   601 34,541 SH   SOLE   34,541 0 0
LEVEL 3 COMMUNICATIONS INC. COM 52729N308   475 8,740 SH   SOLE   8,740 0 0
LEXMARK INTERNATIONAL, INC. COM 529771107   263 8,100 SH   SOLE   8,100 0 0
LIBERTY INTERACTIVE CORPORATION COM 53071M104   997 36,500 SH   SOLE   36,500 0 0
LIBERTY INTERACTIVE CORPORATION COM 53071M880   2,121 47,020 SH   SOLE   47,020 0 0
LIBERTY PROPERTY TRUST REIT 531172104   505 16,270 SH   SOLE   16,270 0 0
LIFEPOINT HOSPITALS INC. COM 53219L109   1,160 15,800 SH   SOLE   15,800 0 0
ELI LILLY & CO. COM 532457108   6,431 76,321 SH   SOLE   76,321 0 0
LINCOLN NATIONAL CORP. COM 534187109   1,151 22,907 SH   SOLE   22,907 0 0
LINKEDIN CORP COM 53578A108   626 2,780 SH   SOLE   2,780 0 0
LOCKHEED MARTIN CORPORATION COM 539830109   1,832 8,436 SH   SOLE   8,436 0 0
LOEWS CORP. COM 540424108   2,482 64,637 SH   SOLE   64,637 0 0
LOWE'S COMPANIES, INC. COM 548661107   8,473 111,424 SH   SOLE   111,424 0 0
M&T BANK CORPORATION COM 55261F104   417 3,441 SH   SOLE   3,441 0 0
MFA FINANCIAL, INC. REIT 55272X102   623 94,400 SH   SOLE   94,400 0 0
M K S INSTRUMENTS, INC. COM 55306N104   292 8,100 SH   SOLE   8,100 0 0
MPLX LP COM 55336V100   908 23,075 SH   SOLE   23,075 0 0
MSCI INC. COM 55354G100   1,306 18,100 SH   SOLE   18,100 0 0
MADISON SQUARE GARDEN INC COM 553573106   1,163 55,900 SH   SOLE   55,900 0 0
MACERICH COMPANY, THE REIT 554382101   563 6,982 SH   SOLE   6,982 0 0
MACK-CALI REALTY CORPORATION REIT 554489104   1,278 54,750 SH   SOLE   54,750 0 0
MACQUARIE INFRASTRUCTURE CORP COM 55608B105   327 4,500 SH   SOLE   4,500 0 0
MACY'S, INC. COM 55616P104   1,523 43,535 SH   SOLE   43,535 0 0
MADISON SQUARE GARDEN CO/THE COM 55825T103   3,570 22,063 SH   SOLE   22,063 0 0
MAGELLAN MIDSTREAM PARTNERS COM 559080106   1,976 29,100 SH   SOLE   29,100 0 0
MANPOWERGROUP INC. COM 56418H100   565 6,700 SH   SOLE   6,700 0 0
MANTECH INTERNATIONAL CORP COM 564563104   224 7,400 SH   SOLE   7,400 0 0
MARATHON PETROLEUM CORPORATION COM 56585A102   2,587 49,910 SH   SOLE   49,910 0 0
MARKEL CORPORATION COM 570535104   1,596 1,807 SH   SOLE   1,807 0 0
MARRIOTT VACATIONS WORLDWIDE COM 57164Y107   233 4,100 SH   SOLE   4,100 0 0
MARSH & MCLENNAN COMPANIES, INC. COM 571748102   1,666 30,043 SH   SOLE   30,043 0 0
MARRIOTT INTERNATIONAL, INC. COM 571903202   1,311 19,549 SH   SOLE   19,549 0 0
MASCO CORP. COM 574599106   3,468 122,533 SH   SOLE   122,533 0 0
MASIMO CORP COM 574795100   224 5,400 SH   SOLE   5,400 0 0
MASTERCARD INCORPORATED COM 57636Q104   7,069 72,610 SH   SOLE   72,610 0 0
MAXIM INTEGRATED PRODUCTS, INC. COM 57772K101   756 19,900 SH   SOLE   19,900 0 0
MCCORMICK & COMPANY, INCORPORATED COM 579780206   225 2,634 SH   SOLE   2,634 0 0
MCDONALD'S CORPORATION COM 580135101   8,647 73,195 SH   SOLE   73,195 0 0
MCGRAW-HILL FINANCIAL, INC. COM 580645109   1,193 12,097 SH   SOLE   12,097 0 0
MCKESSON CORPORATION COM 58155Q103   5,677 28,786 SH   SOLE   28,786 0 0
MEAD JOHNSON NUTRITION COMPANY COM 582839106   303 3,836 SH   SOLE   3,836 0 0
MEDIFAST INC COM 58470H101   240 7,900 SH   SOLE   7,900 0 0
MEDIDATA SOLUTIONS INC COM 58471A105   483 9,800 SH   SOLE   9,800 0 0
MEDIVATION INC COM 58501N101   399 8,260 SH   SOLE   8,260 0 0
MEDNAX, INC. COM 58502B106   3,540 49,400 SH   SOLE   49,400 0 0
MERCK & CO., INC. COM 58933Y105   13,101 248,040 SH   SOLE   248,040 0 0
MERITOR, INC. CONV 59001KAC4   16,106 13,506,000 PRN   SOLE   13,506,000 0 0
METLIFE, INC. COM 59156R108   2,698 55,959 SH   SOLE   55,959 0 0
METTLER-TOLEDO INTERNATIONAL INC. COM 592688105   688 2,030 SH   SOLE   2,030 0 0
MICROSOFT CORP. COM 594918104   26,614 479,696 SH   SOLE   479,696 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104   547 11,745 SH   SOLE   11,745 0 0
MICRON TECHNOLOGY INC. COM 595112103   2,302 162,550 SH   SOLE   162,550 0 0
MICRON TECHNOLOGY INC. CONV 595112AX1   238 150,000 PRN   SOLE   150,000 0 0
MICRON TECHNOLOGY INC. CONV 595112AY9   29,127 35,040,000 PRN   SOLE   35,040,000 0 0
MID-AMERICA APARTMENT COMMUNITIES, INC. REIT 59522J103   236 2,600 SH   SOLE   2,600 0 0
MID-CON ENERGY PARTNERS LP COM 59560V109   37 32,769 SH   SOLE   32,769 0 0
MIDDLEBY CORP/THE COM 596278101   1,068 9,900 SH   SOLE   9,900 0 0
MOHAWK INDUSTRIES, INC. COM 608190104   701 3,700 SH   SOLE   3,700 0 0
MOLSON COORS BREWING COMPANY COM 60871R209   529 5,629 SH   SOLE   5,629 0 0
MONDELEZ INTERNATIONAL, INC. COM 609207105   5,957 132,846 SH   SOLE   132,846 0 0
MONRO MUFFLER BRAKE, INC. COM 610236101   569 8,600 SH   SOLE   8,600 0 0
MONSTER BEVERAGE CORP COM 61174X109   447 3,000 SH   SOLE   3,000 0 0
MOODY'S CORPORATION COM 615369105   1,430 14,255 SH   SOLE   14,255 0 0
MORGAN STANLEY COM 617446448   681 21,393 SH   SOLE   21,393 0 0
MOSAIC CO/THE COM 61945C103   1,440 52,200 SH   SOLE   52,200 0 0
MOTOROLA SOLUTIONS INC. COM 620076307   1,832 26,771 SH   SOLE   26,771 0 0
MURPHY OIL CORP. COM 626717102   317 14,133 SH   SOLE   14,133 0 0
MURPHY USA INC. COM 626755102   1,325 21,813 SH   SOLE   21,813 0 0
NCI BUILDING SYSTEMS INC. COM 628852204   271 21,800 SH   SOLE   21,800 0 0
NCR CORP. COM 62886E108   4,104 167,800 SH   SOLE   167,800 0 0
NGL ENERGY PARTNERS LP COM 62913M107   331 30,000 SH   SOLE   30,000 0 0
NRG ENERGY INC. COM 629377508   120 10,220 SH   SOLE   10,220 0 0
NVR INC. COM 62944T105   2,185 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   2,040 35,067 SH   SOLE   35,067 0 0
NATIONAL BEVERAGE CORPORATION COM 635017106   214 4,700 SH   SOLE   4,700 0 0
NATIONAL OILWELL VARCO, INC. COM 637071101   985 29,413 SH   SOLE   29,413 0 0
NATIONAL RETAIL PROPERTIES INC. REIT 637417106   300 7,500 SH   SOLE   7,500 0 0
NAVIENT CORPORATION COM 63938C108   405 35,409 SH   SOLE   35,409 0 0
NEENAH ENTERPRISES, INC. COM 64007R109   2,624 154,333 SH   SOLE   154,333 0 0
NETAPP INC. COM 64110D104   3,260 122,867 SH   SOLE   122,867 0 0
NETFLIX INC COM 64110L106   1,581 13,822 SH   SOLE   13,822 0 0
NEUSTAR, INC. COM 64126X201   314 13,100 SH   SOLE   13,100 0 0
NEW YORK COMMUNITY BANCORP, INC COM 649445103   347 21,290 SH   SOLE   21,290 0 0
NEW YORK MORTGAGE TRUST INC REIT 649604501   120 22,500 SH   SOLE   22,500 0 0
NEWELL RUBBERMAID, INC. COM 651229106   918 20,821 SH   SOLE   20,821 0 0
NEWMARKET CORP. COM 651587107   228 600 SH   SOLE   600 0 0
NEWMONT MINING CORPORATION COM 651639106   1,185 65,854 SH   SOLE   65,854 0 0
NEWS CORPORATION COM 65249B109   577 43,196 SH   SOLE   43,196 0 0
NEXTERA ENERGY INC. COM 65339F101   1,302 12,536 SH   SOLE   12,536 0 0
NIKE, INC. COM 654106103   9,791 156,648 SH   SOLE   156,648 0 0
NISOURCE, INC. COM 65473P105   739 37,875 SH   SOLE   37,875 0 0
NOBLE ENERGY, INC. COM 655044105   436 13,227 SH   SOLE   13,227 0 0
NORDSTROM, INC. COM 655664100   564 11,319 SH   SOLE   11,319 0 0
NORTHERN OIL AND GAS INC COM 665531109   90 23,275 SH   SOLE   23,275 0 0
NORTHERN TIER ENERGY LP COM 665826103   2,038 78,815 SH   SOLE   78,815 0 0
NORTHERN TRUST CORP. COM 665859104   463 6,420 SH   SOLE   6,420 0 0
NORTHROP GRUMMAN CORPORATION COM 666807102   5,895 31,221 SH   SOLE   31,221 0 0
NOVATION CO INC REIT 66989V107   2,446 19,258,775 SH   SOLE   19,258,775 0 0
NOVO NORDISK A/S ADR 670100205   232 4,000 SH   SOLE   4,000 0 0
NU SKIN ENTERPRISES, INC. COM 67018T105   1,801 47,530 SH   SOLE   47,530 0 0
NUANCE COMMUNICATIONS INC. COM 67020Y100   253 12,700 SH   SOLE   12,700 0 0
NUCOR CORP. COM 670346105   1,947 48,317 SH   SOLE   48,317 0 0
NUSTAR ENERGY LP COM 67058H102   1,688 42,100 SH   SOLE   42,100 0 0
NVIDIA CORP. COM 67066G104   2,957 89,711 SH   SOLE   89,711 0 0
O'REILLY AUTOMOTIVE, INC. NEW COM 67103H107   10,377 40,947 SH   SOLE   40,947 0 0
OCEANEERING INTERNATIONAL, INC. COM 675232102   210 5,600 SH   SOLE   5,600 0 0
OFFICE DEPOT INC. COM 676220106   1,310 232,300 SH   SOLE   232,300 0 0
OLD REPUBLIC INTERNATIONAL CORP. COM 680223104   902 48,400 SH   SOLE   48,400 0 0
OMNICOM GROUP INC. COM 681919106   1,252 16,545 SH   SOLE   16,545 0 0
ONEOK PARTNERS LP COM 68268N103   3,363 111,625 SH   SOLE   111,625 0 0
OPKO HEALTH INC COM 68375N103   518 51,550 SH   SOLE   51,550 0 0
ORACLE CORP. COM 68389X105   7,282 199,345 SH   SOLE   199,345 0 0
ORBITAL ATK, INC. COM 68557N103   1,349 15,102 SH   SOLE   15,102 0 0
OSHKOSH TRUCK CORPORATION COM 688239201   2,276 58,300 SH   SOLE   58,300 0 0
OWENS CORNING COM 690742101   3,942 83,810 SH   SOLE   83,810 0 0
PBF ENERGY, INC. COM 69318G106   1,049 28,500 SH   SOLE   28,500 0 0
PDL BIOPHARMA, INC. COM 69329Y104   223 63,100 SH   SOLE   63,100 0 0
PG&E CORP. COM 69331C108   743 13,969 SH   SOLE   13,969 0 0
LUKOIL OAO ADR 69343P105   351 10,800 SH   SOLE   10,800 0 0
PNC FINANCIAL SERVICES GROUP, INC. COM 693475105   3,831 40,199 SH   SOLE   40,199 0 0
PPG INDUSTRIES, INC. COM 693506107   715 7,236 SH   SOLE   7,236 0 0
PPL CORP. COM 69351T106   1,573 46,102 SH   SOLE   46,102 0 0
PVH CORP. COM 693656100   490 6,650 SH   SOLE   6,650 0 0
PACCAR INC. COM 693718108   1,012 21,356 SH   SOLE   21,356 0 0
PALO ALTO NETWORKS INC COM 697435105   479 2,720 SH   SOLE   2,720 0 0
PAPA JOHN'S INTERNATIONAL INC COM 698813102   419 7,500 SH   SOLE   7,500 0 0
PARKER-HANNIFIN CORPORATION COM 701094104   518 5,338 SH   SOLE   5,338 0 0
PAYCHEX INC COM 704326107   993 18,777 SH   SOLE   18,777 0 0
PAYPAL HOLDINGS, INC. COM 70450Y103   6,362 175,742 SH   SOLE   175,742 0 0
PENSKE AUTOMOTIVE GROUP INC. COM 70959W103   1,139 26,900 SH   SOLE   26,900 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105   2,011 124,510 SH   SOLE   124,510 0 0
PEP BOYS-MANNY, MOE & JACK COM 713278109   1,855 100,769 SH   SOLE   100,769 0 0
PEPSICO INC. COM 713448108   14,203 142,145 SH   SOLE   142,145 0 0
PERKINELMER INC. COM 714046109   812 15,154 SH   SOLE   15,154 0 0
PETROBRAS ARGENTINA SA ADR 71646J109   97 17,500 SH   SOLE   17,500 0 0
PFIZER, INC. COM 717081103   17,213 533,240 SH   SOLE   533,240 0 0
PHILIP MORRIS INTERNATIONAL INC. COM 718172109   5,011 57,002 SH   SOLE   57,002 0 0
PHILLIPS 66 COM 718546104   8,677 106,074 SH   SOLE   106,074 0 0
PINNACLE FOODS INC. COM 72348P104   437 10,300 SH   SOLE   10,300 0 0
PITNEY BOWES INC. COM 724479100   1,127 54,588 SH   SOLE   54,588 0 0
PLAINS ALL AMERICAN PIPELINE COM 726503105   3,757 162,630 SH   SOLE   162,630 0 0
PLATFORM SPECIALTY PRODUCTS CORPORATION COM 72766Q105   1,504 117,200 SH   SOLE   117,200 0 0
PLEXUS CORP. COM 729132100   244 7,000 SH   SOLE   7,000 0 0
POLARIS INDUSTRIES, INC. COM 731068102   537 6,250 SH   SOLE   6,250 0 0
POOL CORPORATION COM 73278L105   1,373 17,000 SH   SOLE   17,000 0 0
PREMIER INC COM 74051N102   981 27,800 SH   SOLE   27,800 0 0
PRESTIGE BRANDS HOLDINGS, INC. COM 74112D101   250 4,849 SH   SOLE   4,849 0 0
T ROWE PRICE GROUP, INC. COM 74144T108   221 3,092 SH   SOLE   3,092 0 0
PRICELINE GROUP, INC. COM 741503403   5,036 3,950 SH   SOLE   3,950 0 0
PRIMERICA INC COM 74164M108   231 4,900 SH   SOLE   4,900 0 0
PRINCIPAL FINANCIAL GROUP, INC. COM 74251V102   354 7,864 SH   SOLE   7,864 0 0
PROCTER & GAMBLE CO. COM 742718109   5,024 63,272 SH   SOLE   63,272 0 0
PROGRESSIVE CORPORATION COM 743315103   1,219 38,348 SH   SOLE   38,348 0 0
PROGRESSIVE WASTE SOLUTIONS LTD. COM 74339G101   2,913 123,712 SH   SOLE   123,712 0 0
PROLOGIS INC. COM 74340W103   1,439 33,539 SH   SOLE   33,539 0 0
PRUDENTIAL FINANCIAL, INC. COM 744320102   2,985 36,662 SH   SOLE   36,662 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC. COM 744573106   1,862 48,133 SH   SOLE   48,133 0 0
PUBLIC STORAGE REIT 74460D109   1,305 5,270 SH   SOLE   5,270 0 0
PULTEGROUP, INC. COM 745867101   213 11,947 SH   SOLE   11,947 0 0
QUALCOMM, INC. COM 747525103   1,069 21,378 SH   SOLE   21,378 0 0
QUANTA SERVICES, INC. COM 74762E102   643 31,737 SH   SOLE   31,737 0 0
QUEST DIAGNOSTICS INC. COM 74834L100   786 11,044 SH   SOLE   11,044 0 0
QUINTILES TRANSNATIONAL HOLDINGS INC. COM 74876Y101   2,655 38,662 SH   SOLE   38,662 0 0
R P M INTERNATIONAL, INC. COM 749685103   946 21,470 SH   SOLE   21,470 0 0
RPX CORP COM 74972G103   392 35,600 SH   SOLE   35,600 0 0
RANDGOLD RESOURCES LTD ADR 752344309   461 7,447 SH   SOLE   7,447 0 0
RAYTHEON COMPANY COM 755111507   1,739 13,965 SH   SOLE   13,965 0 0
RE/MAX HOLDINGS INC COM 75524W108   526 14,100 SH   SOLE   14,100 0 0
RED HAT INC. COM 756577102   2,182 26,345 SH   SOLE   26,345 0 0
REGAL ENTERTAINMENT GROUP COM 758766109   755 40,000 SH   SOLE   40,000 0 0
REGENCY CENTERS CORP. REIT 758849103   327 4,800 SH   SOLE   4,800 0 0
REGENERON PHARMACEUTICALS, INC. COM 75886F107   385 710 SH   SOLE   710 0 0
REGIONS FINANCIAL CORP. COM 7591EP100   902 93,918 SH   SOLE   93,918 0 0
REINSURANCE GROUP OF AMERICA, INC. COM 759351604   261 3,050 SH   SOLE   3,050 0 0
RELIANCE STEEL & ALUMINUM CO. COM 759509102   1,549 26,745 SH   SOLE   26,745 0 0
RENEWABLE ENERGY GROUP INC COM 75972A301   118 12,700 SH   SOLE   12,700 0 0
RENTECH NITROGEN PARTNERS LP COM 760113100   1,564 147,500 SH   SOLE   147,500 0 0
REPUBLIC SERVICES INC. COM 760759100   955 21,714 SH   SOLE   21,714 0 0
RESMED INC. COM 761152107   317 5,900 SH   SOLE   5,900 0 0
RESOLUTE FOREST PRODUCTS, INC. COM 76117W109   284 37,466 SH   SOLE   37,466 0 0
REYNOLDS AMERICAN INC. COM 761713106   2,978 64,538 SH   SOLE   64,538 0 0
RITE AID CORPORATION COM 767754104   937 119,500 SH   SOLE   119,500 0 0
ROBERT HALF INTERNATIONAL, INC. COM 770323103   295 6,261 SH   SOLE   6,261 0 0
ROCKWELL AUTOMATION INC. COM 773903109   1,460 14,229 SH   SOLE   14,229 0 0
ROCKWELL COLLINS INC. COM 774341101   381 4,125 SH   SOLE   4,125 0 0
ROPER TECHNOLOGIES INC COM 776696106   2,698 14,217 SH   SOLE   14,217 0 0
ROSS STORES, INC. COM 778296103   1,377 25,596 SH   SOLE   25,596 0 0
RYDER SYSTEM INC. COM 783549108   284 5,002 SH   SOLE   5,002 0 0
SEI INVESTMENTS COMPANY COM 784117103   1,567 29,900 SH   SOLE   29,900 0 0
SL GREEN REALTY CORP. REIT 78440X101   480 4,250 SH   SOLE   4,250 0 0
SLM CORPORATION COM 78442P106   575 88,200 SH   SOLE   88,200 0 0
SS&C TECHNOLOGIES HOLDINGS INC COM 78467J100   2,130 31,200 SH   SOLE   31,200 0 0
SPX FLOW INC COM 78469X107   4,340 155,500 SH   SOLE   155,500 0 0
SVB FINANCIAL GROUP COM 78486Q101   587 4,940 SH   SOLE   4,940 0 0
SABRE CORP COM 78573M104   898 32,100 SH   SOLE   32,100 0 0
ST. JUDE MEDICAL INC. COM 790849103   1,250 20,229 SH   SOLE   20,229 0 0
SALESFORCE.COM INC. COM 79466L302   3,368 42,964 SH   SOLE   42,964 0 0
SANDISK CORP. COM 80004C101   813 10,693 SH   SOLE   10,693 0 0
SANDISK CORP. CONV 80004CAF8   7,492 7,239,000 PRN   SOLE   7,239,000 0 0
SANTANDER CONSUMER USA HOLDINGS INC COM 80283M101   2,726 172,000 SH   SOLE   172,000 0 0
SCANA CORP. COM 80589M102   1,412 23,339 SH   SOLE   23,339 0 0
HENRY SCHEIN, INC. COM 806407102   410 2,590 SH   SOLE   2,590 0 0
SCHLUMBERGER LTD. COM 806857108   716 10,259 SH   SOLE   10,259 0 0
CHARLES SCHWAB CORP. COM 808513105   268 8,134 SH   SOLE   8,134 0 0
SCIENCE APPLICATIONS INTERNAT COM 808625107   1,184 25,860 SH   SOLE   25,860 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104   163 17,700 SH   SOLE   17,700 0 0
SCRIPPS NETWORKS INTERACTIVE INC. COM 811065101   1,584 28,696 SH   SOLE   28,696 0 0
SEACOR HOLDINGS INC. CONV 81170YAB5   15,844 19,993,000 PRN   SOLE   19,993,000 0 0
SEALED AIR CORPORATION COM 81211K100   4,380 98,200 SH   SOLE   98,200 0 0
SEAWORLD ENTERTAINMENT, INC. COM 81282V100   4,644 235,862 SH   SOLE   235,862 0 0
SELECT SECTOR SPDR HEATH CARE ETF 81369Y209   1,333 18,500 SH   SOLE   18,500 0 0
SELECT SECTOR SPDR CON STAPLES ETF 81369Y308   1,328 26,300 SH   SOLE   26,300 0 0
SELECT SECTOR SPDR CON DISCRET ETF 81369Y407   1,204 15,400 SH   SOLE   15,400 0 0
SELECT SECTOR SPDR ENERGY ETF 81369Y506   521 8,600 SH   SOLE   8,600 0 0
SELECT SECTOR SPDR FINANCIAL ETF 81369Y605   1,550 65,200 SH   SOLE   65,200 0 0
SELECT SECTOR SPDR INDUSTRIAL ETF 81369Y704   959 18,100 SH   SOLE   18,100 0 0
SELECT SECTOR SPDR TECHNOLOGY ETF 81369Y803   2,741 64,000 SH   SOLE   64,000 0 0
SEMPRA ENERGY COM 816851109   1,166 12,403 SH   SOLE   12,403 0 0
SERVICEMASTER GLOBAL HOLDINGS INC COM 81761R109   1,676 42,700 SH   SOLE   42,700 0 0
SERVICENOW INC COM 81762P102   580 6,700 SH   SOLE   6,700 0 0
SHERWIN-WILLIAMS CO. COM 824348106   859 3,310 SH   SOLE   3,310 0 0
SIGNATURE BANK/NEW YORK NY COM 82669G104   919 5,990 SH   SOLE   5,990 0 0
SILVER WHEATON CORPORATION COM 828336107   442 35,570 SH   SOLE   35,570 0 0
SIMON PROPERTY GROUP, INC. REIT 828806109   3,451 17,748 SH   SOLE   17,748 0 0
SINCLAIR BROADCAST GROUP COM 829226109   280 8,600 SH   SOLE   8,600 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103   282 2,570 SH   SOLE   2,570 0 0
SIRIUS XM RADIO INC. COM 82968B103   661 162,300 SH   SOLE   162,300 0 0
SIX FLAGS ENTERTAINMENT CORPORATION COM 83001A102   1,538 28,000 SH   SOLE   28,000 0 0
SKECHERS U.S.A., INC. COM 830566105   659 21,810 SH   SOLE   21,810 0 0
SKYWEST, INC. COM 830879102   481 25,300 SH   SOLE   25,300 0 0
SKYWORKS SOLUTIONS, INC. COM 83088M102   1,133 14,750 SH   SOLE   14,750 0 0
AO SMITH CORP COM 831865209   2,214 28,900 SH   SOLE   28,900 0 0
J.M. SMUCKER CO. (THE) COM 832696405   14,809 120,069 SH   SOLE   120,069 0 0
SNAP-ON INC. COM 833034101   2,970 17,326 SH   SOLE   17,326 0 0
SNYDER'S-LANCE INC COM 833551104   364 10,600 SH   SOLE   10,600 0 0
SOCIEDAD QUIMICA Y MINERA DE C ADR 833635105   1,084 57,020 SH   SOLE   57,020 0 0
SOLARWINDS INC COM 83416B109   754 12,800 SH   SOLE   12,800 0 0
SOTHEBY'S COM 835898107   1,271 49,350 SH   SOLE   49,350 0 0
SOUTHERN COMPANY COM 842587107   2,667 57,006 SH   SOLE   57,006 0 0
SOUTH32 LTD ADR 84473L105   66 17,406 SH   SOLE   17,406 0 0
SOUTHWEST AIRLINES CO. COM 844741108   3,197 74,249 SH   SOLE   74,249 0 0
SOUTHWESTERN ENERGY COMPANY CONV 845467208   6,486 350,000 SH   SOLE   350,000 0 0
SPARK ENERGY INC COM 846511103   290 14,000 SH   SOLE   14,000 0 0
SPARTANNASH CO COM 847215100   264 12,200 SH   SOLE   12,200 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109   3,611 75,700 SH   SOLE   75,700 0 0
SPECTRASCIENCE, INC. COM 84760E301   0 157,715 SH   SOLE   157,715 0 0
SPECTRUM BRANDS HOLDINGS, INC. COM 84763R101   2,901 28,500 SH   SOLE   28,500 0 0
SPIRIT AEROSYSTEMS HOLDINGS INC COM 848574109   2,979 59,500 SH   SOLE   59,500 0 0
SPIRIT REALTY CAPITAL INC. REIT 84860W102   161 16,100 SH   SOLE   16,100 0 0
SPLUNK INC COM 848637104   271 4,600 SH   SOLE   4,600 0 0
STANLEY BLACK & DECKER, INC. COM 854502101   1,058 9,916 SH   SOLE   9,916 0 0
STAPLES INC. COM 855030102   529 55,848 SH   SOLE   55,848 0 0
STARBUCKS CORP. COM 855244109   5,976 99,544 SH   SOLE   99,544 0 0
STARZ COM 85571Q102   3,611 107,800 SH   SOLE   107,800 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE INC. COM 85590A401   2,402 34,675 SH   SOLE   34,675 0 0
STATE STREET CORPORATION COM 857477103   1,019 15,361 SH   SOLE   15,361 0 0
STATOIL ASA ADR 85771P102   1,545 110,700 SH   SOLE   110,700 0 0
STEEL DYNAMICS INC. COM 858119100   352 19,700 SH   SOLE   19,700 0 0
STERICYCLE, INC. COM 858912108   411 3,404 SH   SOLE   3,404 0 0
STRYKER CORPORATION COM 863667101   755 8,119 SH   SOLE   8,119 0 0
SUBSEA 7 SA ADR 864323100   166 23,600 SH   SOLE   23,600 0 0
SUBURBAN PROPANE PARTNERS LP COM 864482104   253 10,400 SH   SOLE   10,400 0 0
SUNCOR ENERGY INC COM 867224107   455 17,619 SH   SOLE   17,619 0 0
SUNOCO LOGISTICS PARTNERS LP COM 86764L108   4,158 161,780 SH   SOLE   161,780 0 0
SUNPOWER CORPORATION COM 867652406   804 26,800 SH   SOLE   26,800 0 0
SUNTRUST BANKS, INC. COM 867914103   3,547 82,800 SH   SOLE   82,800 0 0
SUPREME INDUSTRIES, INC. COM 868607102   2,176 317,706 SH   SOLE   317,706 0 0
SYMANTEC CORP. COM 871503108   918 43,734 SH   SOLE   43,734 0 0
SYMETRA FINANCIAL CORP COM 87151Q106   264 8,300 SH   SOLE   8,300 0 0
SYNOPSYS, INC. COM 871607107   538 11,800 SH   SOLE   11,800 0 0
SYNGENTA AG ADR 87160A100   685 8,700 SH   SOLE   8,700 0 0
SYNOVUS FINANCIAL CORP. COM 87161C501   663 20,471 SH   SOLE   20,471 0 0
SYNNEX CORP. COM 87162W100   549 6,100 SH   SOLE   6,100 0 0
SYNCHRONY FINANCIAL COM 87165B103   1,469 48,300 SH   SOLE   48,300 0 0
SYSCO CORP. COM 871829107   308 7,500 SH   SOLE   7,500 0 0
TD AMERITRADE HOLDING CORP. COM 87236Y108   281 8,100 SH   SOLE   8,100 0 0
TECO ENERGY INC. COM 872375100   219 8,223 SH   SOLE   8,223 0 0
TCP CAPITAL CORP COM 87238Q103   22,335 1,603,372 SH   SOLE   1,603,372 0 0
TJX COMPANIES INC. COM 872540109   3,082 43,466 SH   SOLE   43,466 0 0
T-MOBILE US INC. COM 872590104   205 5,250 SH   SOLE   5,250 0 0
TANGER FACTORY OUTLET CENTERS INC. REIT 875465106   1,020 31,200 SH   SOLE   31,200 0 0
TARGA RESOURCES PARTNERS LP COM 87611X105   514 31,067 SH   SOLE   31,067 0 0
TARGET CORP. COM 87612E106   3,591 49,453 SH   SOLE   49,453 0 0
TECH DATA CORPORATION COM 878237106   810 12,200 SH   SOLE   12,200 0 0
TEGNA INC. COM 87901J105   4,072 159,574 SH   SOLE   159,574 0 0
TELEFLEX, INC. COM 879369106   580 4,410 SH   SOLE   4,410 0 0
TELEPHONE AND DATA SYSTEMS INC. COM 879433829   461 17,818 SH   SOLE   17,818 0 0
TEMPUR SEALY INTERNATIONAL INC. COM 88023U101   395 5,600 SH   SOLE   5,600 0 0
TENARIS SA ADR 88031M109   757 31,800 SH   SOLE   31,800 0 0
TENET HEALTHCARE CORP. COM 88033G407   2,419 79,845 SH   SOLE   79,845 0 0
TERADYNE INC COM 880770102   934 45,200 SH   SOLE   45,200 0 0
TERRA NITROGEN COMPANY LP COM 881005201   563 5,540 SH   SOLE   5,540 0 0
TESORO PETROLEUM CORPORATION COM 881609101   9,870 93,673 SH   SOLE   93,673 0 0
TESORO LOGISTICS LP COM 88160T107   1,298 25,800 SH   SOLE   25,800 0 0
TEVA PHARMACEUTICAL INDUSTRIES LTD. ADR 881624209   459 7,000 SH   SOLE   7,000 0 0
TESSERA TECHNOLOGIES INC COM 88164L100   414 13,800 SH   SOLE   13,800 0 0
TEXAS INSTRUMENTS INC. COM 882508104   4,021 73,369 SH   SOLE   73,369 0 0
TEXAS ROADHOUSE, INC. COM 882681109   1,976 55,250 SH   SOLE   55,250 0 0
TEXTRON, INC. COM 883203101   2,909 69,257 SH   SOLE   69,257 0 0
THERMO FISHER SCIENTIFIC INC. COM 883556102   1,813 12,779 SH   SOLE   12,779 0 0
THOMSON REUTERS CORP. COM 884903105   201 5,300 SH   SOLE   5,300 0 0
3M COMPANY COM 88579Y101   1,858 12,337 SH   SOLE   12,337 0 0
TIME WARNER INC. COM 887317303   3,097 47,893 SH   SOLE   47,893 0 0
TIME WARNER CABLE INC. COM 88732J207   3,512 18,924 SH   SOLE   18,924 0 0
TORCHMARK CORPORATION COM 891027104   743 12,992 SH   SOLE   12,992 0 0
TORO CO., THE COM 891092108   232 3,180 SH   SOLE   3,180 0 0
TOTAL S A COM 89151E109   2,225 49,490 SH   SOLE   49,490 0 0
TOWERS WATSON & CO COM 891894107   649 5,050 SH   SOLE   5,050 0 0
TOTAL SYSTEM SERVICES INC. COM 891906109   2,994 60,128 SH   SOLE   60,128 0 0
TOWNSQUARE MEDIA INC COM 892231101   309 25,839 SH   SOLE   25,839 0 0
TRACTOR SUPPLY CO COM 892356106   522 6,100 SH   SOLE   6,100 0 0
TRAVELERS COMPANIES, INC., THE COM 89417E109   3,169 28,079 SH   SOLE   28,079 0 0
TRINITY INDUSTRIES INC. COM 896522109   814 33,900 SH   SOLE   33,900 0 0
TRIUMPH GROUP, INC. COM 896818101   994 25,000 SH   SOLE   25,000 0 0
TUPPERWARE BRANDS CORPORATION COM 899896104   1,230 22,100 SH   SOLE   22,100 0 0
TWENTY-FIRST CENTURY FOX, INC. COM 90130A101   1,303 47,988 SH   SOLE   47,988 0 0
TWENTY-FIRST CENTURY FOX, INC. COM 90130A200   294 10,800 SH   SOLE   10,800 0 0
TWO HARBORS INVESTMENT CORP REIT 90187B101   87 10,800 SH   SOLE   10,800 0 0
TYSON FOODS, INC. COM 902494103   6,166 115,621 SH   SOLE   115,621 0 0
UDR INC. REIT 902653104   316 8,400 SH   SOLE   8,400 0 0
US BANCORP COM 902973304   2,966 69,521 SH   SOLE   69,521 0 0
USANA HEALTH SCIENCES COM 90328M107   358 2,800 SH   SOLE   2,800 0 0
USG CORP. COM 903293405   1,740 71,617 SH   SOLE   71,617 0 0
ULTRAPAR PARTICIPACOES SA ADR 90400P101   941 61,675 SH   SOLE   61,675 0 0
UNION PACIFIC CORP. COM 907818108   6,079 77,742 SH   SOLE   77,742 0 0
UNITED CONTINENTAL HOLDINGS INC. COM 910047109   3,934 68,655 SH   SOLE   68,655 0 0
UNITED PARCEL SERVICE INC. COM 911312106   1,759 18,275 SH   SOLE   18,275 0 0
UNITED RENTALS INC. COM 911363109   4,667 64,331 SH   SOLE   64,331 0 0
UNITED TECHNOLOGIES CORP. COM 913017109   2,033 21,162 SH   SOLE   21,162 0 0
UNITED THERAPEUTICS CORP COM 91307C102   2,157 13,770 SH   SOLE   13,770 0 0
UNITEDHEALTH GROUP INCORPORATED COM 91324P102   7,557 64,235 SH   SOLE   64,235 0 0
UNIVERSAL ELECTRONICS INC COM 913483103   226 4,400 SH   SOLE   4,400 0 0
UNIVERSAL HEALTH SERVICES INC. COM 913903100   423 3,540 SH   SOLE   3,540 0 0
UNUM GROUP COM 91529Y106   1,111 33,366 SH   SOLE   33,366 0 0
U P M - KYMMENE CORPORATION ADR 915436109   186 10,000 SH   SOLE   10,000 0 0
VCA ANTECH INC. COM 918194101   919 16,700 SH   SOLE   16,700 0 0
VF CORP. COM 918204108   579 9,300 SH   SOLE   9,300 0 0
VSE CORP COM 918284100   529 8,500 SH   SOLE   8,500 0 0
VWR CORP COM 91843L103   1,699 60,000 SH   SOLE   60,000 0 0
VALERO ENERGY CORP. COM 91913Y100   4,948 69,974 SH   SOLE   69,974 0 0
VALLEY NATIONAL BANCORP COM 919794107   161 16,300 SH   SOLE   16,300 0 0
VALMONT INDUSTRIES INC. COM 920253101   1,701 16,040 SH   SOLE   16,040 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF ETF 921943858   2,748 74,840 SH   SOLE   74,840 0 0
VANGUARD FTSE EMERGING MARKETS ETF 922042858   1,825 55,800 SH   SOLE   55,800 0 0
VANGUARD NATURAL RESOURCES LLC COM 92205F106   226 75,832 SH   SOLE   75,832 0 0
VANTIV INC COM 92210H105   1,053 22,200 SH   SOLE   22,200 0 0
VARIAN MEDICAL SYSTEMS, INC. COM 92220P105   1,404 17,371 SH   SOLE   17,371 0 0
VECTOR GROUP LTD COM 92240M108   231 9,800 SH   SOLE   9,800 0 0
VEEVA SYSTEMS INC COM 922475108   317 11,000 SH   SOLE   11,000 0 0
VANGUARD TOTAL STOCK MARKET ETF ETF 922908769   292 2,800 SH   SOLE   2,800 0 0
VERISIGN INC. COM 92343E102   4,073 46,620 SH   SOLE   46,620 0 0
VERIZON COMMUNICATIONS INC. COM 92343V104   17,706 383,087 SH   SOLE   383,087 0 0
VERISK ANALYTICS, INC. COM 92345Y106   600 7,800 SH   SOLE   7,800 0 0
VERTEX PHARMACEUTICALS INCORPORATED COM 92532F100   289 2,300 SH   SOLE   2,300 0 0
VIASAT, INC. COM 92552V100   531 8,700 SH   SOLE   8,700 0 0
VIACOM INC. COM 92553P201   1,873 45,500 SH   SOLE   45,500 0 0
VIAVI SOLUTIONS INC. COM 925550105   473 77,600 SH   SOLE   77,600 0 0
VIOLIN MEMORY INC CONV 92763AAB7   8,850 15,000,000 PRN   SOLE   15,000,000 0 0
VISA, INC. COM 92826C839   5,870 75,692 SH   SOLE   75,692 0 0
VISTA OUTDOOR INC COM 928377100   2,509 56,380 SH   SOLE   56,380 0 0
VISTEON CORPORATION COM 92839U206   1,548 13,520 SH   SOLE   13,520 0 0
VORNADO REALTY TRUST REIT 929042109   517 5,176 SH   SOLE   5,176 0 0
VOYA FINANCIAL INC. COM 929089100   314 8,500 SH   SOLE   8,500 0 0
VULCAN MATERIALS CO. COM 929160109   519 5,463 SH   SOLE   5,463 0 0
W T OFFSHORE INC COM 92922P106   49 21,330 SH   SOLE   21,330 0 0
WEC ENERGY GROUP, INC. COM 92939U106   479 9,326 SH   SOLE   9,326 0 0
WABTEC CORPORATION COM 929740108   2,225 31,280 SH   SOLE   31,280 0 0
WAL-MART STORES INC. COM 931142103   5,987 97,675 SH   SOLE   97,675 0 0
WALGREENS BOOTS ALLIANCE, INC. COM 931427108   2,492 29,263 SH   SOLE   29,263 0 0
WASTE MANAGEMENT INC. COM 94106L109   2,720 50,958 SH   SOLE   50,958 0 0
WATERS CORPORATION COM 941848103   1,969 14,630 SH   SOLE   14,630 0 0
WATSCO, INC. COM 942622200   246 2,100 SH   SOLE   2,100 0 0
WEBSTER FINL CORP. WATERBURY COM 947890109   387 10,400 SH   SOLE   10,400 0 0
WELLS FARGO & COMPANY COM 949746101   15,117 278,090 SH   SOLE   278,090 0 0
WELLTOWER INC. REIT 95040Q104   1,520 22,346 SH   SOLE   22,346 0 0
WESCO INTERNATIONAL INC. COM 95082P105   1,127 25,800 SH   SOLE   25,800 0 0
WEST PHARMACEUTICAL SERVICES, INC. COM 955306105   1,271 21,100 SH   SOLE   21,100 0 0
WESTERN DIGITAL CORPORATION COM 958102105   697 11,603 SH   SOLE   11,603 0 0
WESTERN REFINING, INC. COM 959319104   445 12,500 SH   SOLE   12,500 0 0
WESTERN UNION COMPANY, THE COM 959802109   5,622 313,915 SH   SOLE   313,915 0 0
WESTLAKE CHEMICAL CORPORATION COM 960413102   4,469 82,280 SH   SOLE   82,280 0 0
WESTROCK CO COM 96145D105   5,174 113,412 SH   SOLE   113,412 0 0
WEX INC. COM 96208T104   289 3,270 SH   SOLE   3,270 0 0
WHIRLPOOL CORPORATION COM 963320106   2,345 15,967 SH   SOLE   15,967 0 0
WHITEWAVE FOODS CO COM 966244105   2,845 73,115 SH   SOLE   73,115 0 0
WILLIAMS PARTNERS LP COM 96949L105   2,880 103,424 SH   SOLE   103,424 0 0
WILLIAMS-SONOMA, INC. COM 969904101   315 5,400 SH   SOLE   5,400 0 0
WINDSTREAM HOLDINGS INC COM 97382A200   1,000 155,300 SH   SOLE   155,300 0 0
WORLD FUEL SERVICES CORP. COM 981475106   362 9,400 SH   SOLE   9,400 0 0
WORTHINGTON INDUSTRIES, INC. COM 981811102   2,808 93,170 SH   SOLE   93,170 0 0
WYNDHAM WORLDWIDE CORP. COM 98310W108   3,983 54,831 SH   SOLE   54,831 0 0
XCEL ENERGY INC. COM 98389B100   587 16,337 SH   SOLE   16,337 0 0
XILINX INC. COM 983919101   1,002 21,327 SH   SOLE   21,327 0 0
XEROX CORP. COM 984121103   1,386 130,374 SH   SOLE   130,374 0 0
XYLEM INC. COM 98419M100   210 5,756 SH   SOLE   5,756 0 0
ZIMMER BIOMET HOLDIINGS, INC. COM 98956P102   847 8,259 SH   SOLE   8,259 0 0
ZOETIS INC. COM 98978V103   6,613 137,997 SH   SOLE   137,997 0 0
ALLERGAN PLC CONV G0083B116   14,908 14,500 SH   SOLE   14,500 0 0
ALLEGION PLC COM G0176J109   4,900 74,333 SH   SOLE   74,333 0 0
ALLERGAN PLC COM G0177J108   1,478 4,728 SH   SOLE   4,728 0 0
AMDOCS LTD. COM G02602103   2,641 48,400 SH   SOLE   48,400 0 0
AON PLC COM G0408V102   738 8,001 SH   SOLE   8,001 0 0
ARCH CAPITAL GROUP LTD. COM G0450A105   286 4,100 SH   SOLE   4,100 0 0
ASPEN INSURANCE HOLDINGS LTD. COM G05384105   560 11,600 SH   SOLE   11,600 0 0
ASSURED GUARANTY, LTD. COM G0585R106   830 31,400 SH   SOLE   31,400 0 0
ACCENTURE PLC COM G1151C101   5,406 51,730 SH   SOLE   51,730 0 0
BUNGE LTD. COM G16962105   2,088 30,585 SH   SOLE   30,585 0 0
DELPHI AUTOMOTIVE PLC COM G27823106   1,415 16,500 SH   SOLE   16,500 0 0
EATON CORPORATION COM G29183103   303 5,820 SH   SOLE   5,820 0 0
ENDURANCE SPECIALTY HOLDINGS LTD. COM G30397106   960 15,000 SH   SOLE   15,000 0 0
ENDO INTERNATIONAL PLC COM G30401106   1,390 22,700 SH   SOLE   22,700 0 0
ENSCO PLC COM G3157S106   2,261 146,900 SH   SOLE   146,900 0 0
EVEREST RE GROUP LTD. COM G3223R108   872 4,760 SH   SOLE   4,760 0 0
GENPACT LTD COM G3922B107   1,589 63,600 SH   SOLE   63,600 0 0
HERBALIFE LTD. COM G4412G101   1,747 32,580 SH   SOLE   32,580 0 0
INGERSOLL-RAND PLC COM G47791101   1,299 23,500 SH   SOLE   23,500 0 0
INVESCO LTD. COM G491BT108   637 19,035 SH   SOLE   19,035 0 0
KING DIGITAL ENTERTAINMENT PLC COM G5258J109   533 29,800 SH   SOLE   29,800 0 0
LAZARD LTD. COM G54050102   338 7,500 SH   SOLE   7,500 0 0
MALLINCKRODT PLC COM G5785G107   1,405 18,828 SH   SOLE   18,828 0 0
MARVELL TECHNOLOGY GROUP, LTD COM G5876H105   88 10,000 SH   SOLE   10,000 0 0
MEDTRONIC PLC COM G5960L103   6,745 87,685 SH   SOLE   87,685 0 0
MICHAEL KORS HOLDINGS LTD COM G60754101   753 18,800 SH   SOLE   18,800 0 0
NOBLE CORPORATION COM G65431101   688 65,200 SH   SOLE   65,200 0 0
NORWEGIAN CRUISE LINE HOLDINGS LTD. COM G66721104   492 8,400 SH   SOLE   8,400 0 0
PARTNERRE LTD. COM G6852T105   692 4,950 SH   SOLE   4,950 0 0
RENAISSANCERE HOLDINGS LTD. COM G7496G103   532 4,700 SH   SOLE   4,700 0 0
ROWAN COS. INC. COM G7665A101   695 41,000 SH   SOLE   41,000 0 0
SEADRILL LTD. COM G7945E105   243 71,700 SH   SOLE   71,700 0 0
SEAGATE TECHNOLOGY PLC COM G7945M107   1,609 43,900 SH   SOLE   43,900 0 0
PENTAIR PLC COM G7S00T104   1,674 33,800 SH   SOLE   33,800 0 0
VALIDUS HOLDINGS LTD. COM G9319H102   861 18,600 SH   SOLE   18,600 0 0
PERRIGO COMPANY PLC COM G97822103   974 6,730 SH   SOLE   6,730 0 0
XL GROUP PLC COM G98290102   585 14,935 SH   SOLE   14,935 0 0
ACE LIMITED COM H0023R105   3,189 27,290 SH   SOLE   27,290 0 0
ALLIED WORLD ASSURANCE COMPANY HOLDINGS, AG COM H01531104   296 7,960 SH   SOLE   7,960 0 0
WEATHERFORD INTERNATIONAL PLC COM H27013103   734 87,500 SH   SOLE   87,500 0 0
PENTAIR PLC COM H6169Q108   340 6,861 SH   SOLE   6,861 0 0
TRANSOCEAN LTD. COM H8817H100   1,468 118,600 SH   SOLE   118,600 0 0
TYCO INTERNATIONAL (US) INC. COM IE00BQRQ6   615 19,300 SH   SOLE   19,300 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LTD COM M22465104   374 4,600 SH   SOLE   4,600 0 0
CORE LABORATORIES N.V. COM N22717107   790 7,267 SH   SOLE   7,267 0 0
FRANK'S INTERNATIONAL NV COM N33462107   482 28,900 SH   SOLE   28,900 0 0
LYONDELLBASELL INDUSTRIES NV COM N53745100   10,520 121,056 SH   SOLE   121,056 0 0
MYLAN NV COM N59465109   2,915 53,906 SH   SOLE   53,906 0 0
NXP SEMICONDUCTORS NV COM N6596X109   411 4,881 SH   SOLE   4,881 0 0
ROYAL CARIBBEAN CRUISES LTD. COM V7780T103   2,034 20,100 SH   SOLE   20,100 0 0
FLEXTRONICS INTERNATIONAL LTD COM Y0486S104   4,420 30,450 SH   SOLE   30,450 0 0
CAPITAL PRODUCT PARTNERS LP COM Y11082107   1,007 182,400 SH   SOLE   182,400 0 0
GOLAR LNG PARTNERS LP COM Y2745C102   614 45,868 SH   SOLE   45,868 0 0
SEADRILL PARTNERS LLC COM Y7545W109   545 149,244 SH   SOLE   149,244 0 0
TEEKAY TANKERS LTD COM Y8564M105   228 17,305 SH   SOLE   17,305 0 0
TEEKAY CORP. COM Y8564W103   102 10,300 SH   SOLE   10,300 0 0
TEEKAY OFFSHORE PARTNERS LP COM Y8565J101   588 90,687 SH   SOLE   90,687 0 0
TEEKAY TANKERS LTD COM Y8565N102   228 33,100 SH   SOLE   33,100 0 0