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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M COMPANY COM 88579Y101 2,778 25,407 SH   SOLE   25,407 0 0
A.O. SMITH CORPORATION COM 831865209 715 19,700 SH   SOLE   19,700 0 0
ABBOTT LABORATORIES COM 002824100 7,511 215,326 SH   SOLE   215,326 0 0
ABBVIE, INC. COM 00287Y109 8,364 202,326 SH   SOLE   202,326 0 0
ABERCROMBIE & FITCH CO. COM 002896207 2,333 51,561 SH   SOLE   51,561 0 0
ABRAXAS PETROLEUM CORP COM 003830106 21 10,130 SH   SOLE   10,130 0 0
ACCENTURE PLC COM G1151C101 3,656 50,800 SH   SOLE   50,800 0 0
ACCO BRANDS CORP. COM 00081T108 2,855 448,873 SH   SOLE   448,873 0 0
ACCURIDE CORP. COM 00439T206 3,855 761,808 SH   SOLE   761,808 0 0
ACE LTD. COM H0023R105 2,631 29,400 SH   SOLE   29,400 0 0
ACTAVIS, INC. COM 00507K103 1,006 7,967 SH   SOLE   7,967 0 0
ACTIVISION BLIZZARD, INC. COM 00507V109 405 28,400 SH   SOLE   28,400 0 0
ADELPHIA RECOVERY TRUST COM 00685R409 0 1,783,299 SH   SOLE   1,783,299 0 0
ADOBE SYSTEMS INC. COM 00724F101 1,029 22,595 SH   SOLE   22,595 0 0
ADT CORPORATION THE COM 00101J106 929 23,300 SH   SOLE   23,300 0 0
ADVANCE AUTO STORES CO., INC. COM 00751Y106 320 3,940 SH   SOLE   3,940 0 0
ADVANCED MICRO DEVICES INC. COM 007903107 60 14,747 SH   SOLE   14,747 0 0
ADVANCED MICRO DEVICES INC. CONV 007903AL1 25,531 25,000,000 PRN   SOLE   25,000,000 0 0
AECOM TECHNOLOGY CORP. COM 00766T100 1,831 57,600 SH   SOLE   57,600 0 0
AES CORP., THE COM 00130H105 524 43,664 SH   SOLE   43,664 0 0
AETNA, INC. COM 00817Y108 3,282 51,645 SH   SOLE   51,645 0 0
AFFILIATED MANAGERS GROUP, INC. COM 008252108 305 1,860 SH   SOLE   1,860 0 0
AFLAC INC. COM 001055102 1,826 31,417 SH   SOLE   31,417 0 0
AGCO CORP. COM 001084102 682 13,598 SH   SOLE   13,598 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101 575 13,456 SH   SOLE   13,456 0 0
AGL RESOURCES INC. COM 001204106 554 12,924 SH   SOLE   12,924 0 0
AGRIUM, INC. COM 008916108 1,330 15,300 SH   SOLE   15,300 0 0
AIR PRODUCTS AND CHEMICALS INC. COM 009158106 550 6,005 SH   SOLE   6,005 0 0
AIR TRANSPORT SVCS GROUP, INC. COM 00922R105 463 70,000 SH   SOLE   70,000 0 0
AIRGAS, INC. COM 009363102 3,185 33,365 SH   SOLE   33,365 0 0
AK STEEL CORP. CONV 001546AP5 9,654 11,250,000 PRN   SOLE   11,250,000 0 0
AKAMAI TECHNOLOGIES, INC. COM 00971T101 389 9,136 SH   SOLE   9,136 0 0
ALABAMA AIRCRAFT IND, INC. COM 01023E100 36 903,448 SH   SOLE   903,448 0 0
ALASKA AIR GROUP, INC. COM 011659109 1,732 33,300 SH   SOLE   33,300 0 0
ALCOA INC. COM 013817101 1,373 175,572 SH   SOLE   175,572 0 0
ALERE INC. COM 01449J105 10,555 430,800 SH   SOLE   430,800 0 0
ALEXION PHARMACEUTICALS, INC. COM 015351109 353 3,830 SH   SOLE   3,830 0 0
ALLEGHANY CORP. COM 017175100 248 647 SH   SOLE   647 0 0
ALLERGAN INC. COM 018490102 1,558 18,496 SH   SOLE   18,496 0 0
ALLIANCE DATA SYSTEMS CORPORATION COM 018581108 301 1,660 SH   SOLE   1,660 0 0
ALLIANCE HOLDINGS GP LP COM 01861G100 323 5,070 SH   SOLE   5,070 0 0
ALLIANCE RESOURCE PARTNERS COM 01877R108 416 5,895 SH   SOLE   5,895 0 0
ALLIANT ENERGY CORP. COM 018802108 262 5,200 SH   SOLE   5,200 0 0
ALLIANT TECHSYSTEMS, INC. COM 018804104 667 8,100 SH   SOLE   8,100 0 0
ALLIED NEVADA GOLD CORP COM 019344100 83 12,800 SH   SOLE   12,800 0 0
ALLIED WORLD ASSURANCE HOLDING COM H01531104 540 5,900 SH   SOLE   5,900 0 0
ALLISON TRANSMISSION HOLDINGS, INC COM 01973R101 512 22,200 SH   SOLE   22,200 0 0
ALLSTATE CORPORATION COM 020002101 2,091 43,460 SH   SOLE   43,460 0 0
ALPHA NATURAL RESOURCES, LLC COM 02076X102 306 58,400 SH   SOLE   58,400 0 0
ALTRIA GROUP INC. COM 02209S103 4,065 116,170 SH   SOLE   116,170 0 0
AMAZON.COM INC. COM 023135106 1,821 6,557 SH   SOLE   6,557 0 0
AMC NETWORKS INC. COM 00164V103 549 8,400 SH   SOLE   8,400 0 0
AMERCO COM 023586100 1,298 8,020 SH   SOLE   8,020 0 0
AMERICAN CAPITAL AGENCY CORP REIT 02503X105 614 26,700 SH   SOLE   26,700 0 0
AMERICAN CAPITAL LTD. COM 02503Y103 661 52,200 SH   SOLE   52,200 0 0
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 250 13,700 SH   SOLE   13,700 0 0
AMERICAN ELECTRIC POWER CO. INC. COM 025537101 2,573 57,458 SH   SOLE   57,458 0 0
AMERICAN EXPRESS COMPANY COM 025816109 4,772 63,837 SH   SOLE   63,837 0 0
AMERICAN FINANCIAL GROUP, INC. COM 025932104 924 18,882 SH   SOLE   18,882 0 0
AMERICAN INTERNATIONAL GROUP INC. COM 026874784 6,630 148,314 SH   SOLE   148,314 0 0
AMERICAN RAILCAR INDUSTRIES INC. COM 02916P103 3,304 98,600 SH   SOLE   98,600 0 0
AMERICAN TOWER CORP. REIT 03027X100 293 4,002 SH   SOLE   4,002 0 0
AMERICAN WATER WORKS CO. INC. COM 030420103 313 7,600 SH   SOLE   7,600 0 0
AMERICA'S CAR-MART, INC. COM 03062T105 480 11,100 SH   SOLE   11,100 0 0
AMERIPRISE FINANCIAL, INC. COM 03076C106 2,759 34,118 SH   SOLE   34,118 0 0
AMERISOURCEBERGEN CORPORATION COM 03073E105 1,991 35,667 SH   SOLE   35,667 0 0
AMETEK INC. COM 031100100 278 6,575 SH   SOLE   6,575 0 0
AMGEN INC. COM 031162100 7,432 75,326 SH   SOLE   75,326 0 0
AMGEN INC. CONV 031162AE0 37,538 47,142,857 PRN   SOLE   47,142,857 0 0
AMPHENOL CORP. COM 032095101 465 5,968 SH   SOLE   5,968 0 0
ANADARKO PETROLEUM CORP. COM 032511107 3,103 36,105 SH   SOLE   36,105 0 0
ANALOG DEVICES INC. COM 032654105 739 16,393 SH   SOLE   16,393 0 0
ANNALY CAPITAL MANAGEMENT, INC. REIT 035710409 773 61,460 SH   SOLE   61,460 0 0
ANTHRACITE CAPITAL, INC. REIT 037023108 0 10,000 SH   SOLE   10,000 0 0
AOL INC COM 00184X105 361 9,900 SH   SOLE   9,900 0 0
AON PLC COM G0408V102 1,380 21,452 SH   SOLE   21,452 0 0
APACHE CORP. COM 037411105 894 10,667 SH   SOLE   10,667 0 0
APOLLO GROUP, INC. COM 037604105 2,681 151,314 SH   SOLE   151,314 0 0
APPLE, INC. COM 037833100 26,390 66,628 SH   SOLE   66,628 0 0
APPLIED MATERIALS INC. COM 038222105 1,241 83,206 SH   SOLE   83,206 0 0
APPROACH RESOURCES, INC. COM 03834A103 972 39,546 SH   SOLE   39,546 0 0
AQUA AMERICA, INC. COM 03836W103 357 11,400 SH   SOLE   11,400 0 0
ARCH CAPITAL GROUP LTD. COM G0450A105 735 14,300 SH   SOLE   14,300 0 0
ARCH COAL, INC. COM 039380100 318 84,100 SH   SOLE   84,100 0 0
ARCHER DANIELS MIDLAND COMPANY COM 039483102 4,511 133,018 SH   SOLE   133,018 0 0
ARCHSTONE-SMITH TRUST CONV 039584AC1 28,650 30,000,000 PRN   SOLE   30,000,000 0 0
ARES CAPITAL CORPORATION COM 04010L103 4,011 233,200 SH   SOLE   233,200 0 0
ARGAN INC COM 04010E109 176 11,300 SH   SOLE   11,300 0 0
ARROW ELECTRONICS INC. COM 042735100 223 5,600 SH   SOLE   5,600 0 0
ASHLAND INC. COM 044209104 284 3,400 SH   SOLE   3,400 0 0
ASSURANT INC. COM 04621X108 1,010 19,848 SH   SOLE   19,848 0 0
ASSURED GUARANTY, LTD. COM G0585R106 790 35,800 SH   SOLE   35,800 0 0
ASTEX PHARMACEUTICALS, INC. COM 04624B103 51 12,500 SH   SOLE   12,500 0 0
AT&T INC. COM 00206R102 14,909 421,169 SH   SOLE   421,169 0 0
ATWOOD OCEANICS, INC. COM 050095108 260 5,000 SH   SOLE   5,000 0 0
AUTODESK, INC. COM 052769106 307 9,034 SH   SOLE   9,034 0 0
AUTOMATIC DATA PROCESSING INC. COM 053015103 1,557 22,610 SH   SOLE   22,610 0 0
AUTOZONE INC. COM 053332102 787 1,858 SH   SOLE   1,858 0 0
AUXILIUM PHARMACEUTICALS, INC. COM 05334D107 386 23,198 SH   SOLE   23,198 0 0
AVERY DENNISON CORP. COM 053611109 1,304 30,497 SH   SOLE   30,497 0 0
AVIS BUDGET GROUP INC. COM 053774105 316 11,000 SH   SOLE   11,000 0 0
AVNET, INC. COM 053807103 571 17,000 SH   SOLE   17,000 0 0
AVON PRODUCTS INC. COM 054303102 1,960 93,201 SH   SOLE   93,201 0 0
AXIALL CORPORATION COM 05463D100 3,702 86,950 SH   SOLE   86,950 0 0
AXIS CAPITAL HOLDINGS LTD. COM G0692U109 1,250 27,300 SH   SOLE   27,300 0 0
B H P BILLITON LTD ADR 088606108 2,693 46,700 SH   SOLE   46,700 0 0
B T U INTERNATIONAL, INC. COM 056032105 648 269,856 SH   SOLE   269,856 0 0
BABSON CAP PARTN INVS TRUST COM 05616B100 775 52,969 SH   SOLE   52,969 0 0
BABSON CAPITAL GLOBAL INV FUND COM G0R5DZ663 98,950 1,000,000 SH   SOLE   1,000,000 0 0
BAKER HUGHES INC. COM 057224107 750 16,268 SH   SOLE   16,268 0 0
BALCHEM CORP. COM 057665200 255 5,700 SH   SOLE   5,700 0 0
BALL CORPORATION COM 058498106 400 9,622 SH   SOLE   9,622 0 0
BALLY TECHNOLOGIES INC. COM 05874B107 350 6,200 SH   SOLE   6,200 0 0
BANK OF AMERICA CORPORATION COM 060505104 16,495 1,282,679 SH   SOLE   1,282,679 0 0
BANK OF NEW YORK MELLON CORP. COM 064058100 2,610 93,052 SH   SOLE   93,052 0 0
BARRETT BUSINESS SERV, INC. COM 068463108 444 8,500 SH   SOLE   8,500 0 0
BAXTER INTERNATIONAL INC. COM 071813109 2,459 35,503 SH   SOLE   35,503 0 0
BB&T CORP. COM 054937107 788 23,261 SH   SOLE   23,261 0 0
BE AEROSPACE INC. COM 073302101 1,281 20,300 SH   SOLE   20,300 0 0
BEAZER HOMES U S A, INC. COM 07556Q881 282 16,100 SH   SOLE   16,100 0 0
BECKMAN COULTER INC. CONV 075811AD1 9,565 8,000,000 PRN   SOLE   8,000,000 0 0
BECTON DICKINSON & CO. COM 075887109 1,524 15,418 SH   SOLE   15,418 0 0
BED BATH & BEYOND, INC. COM 075896100 1,180 16,637 SH   SOLE   16,637 0 0
BEL FUSE, INC. COM 077347300 136 10,100 SH   SOLE   10,100 0 0
BEMIS COMPANY, INC. COM 081437105 967 24,697 SH   SOLE   24,697 0 0
BERKSHIRE HATHAWAY INC. COM 084670702 18,451 164,859 SH   SOLE   164,859 0 0
BEST BUY COMPANY, INC. COM 086516101 749 27,400 SH   SOLE   27,400 0 0
BILL BARRETT CORP. COM 06846N104 382 18,900 SH   SOLE   18,900 0 0
BIMINI CAPITAL MGMT, INC. REIT 090319401 61 211,628 SH   SOLE   211,628 0 0
BIOGEN IDEC INC. COM 09062X103 2,545 11,826 SH   SOLE   11,826 0 0
BLACKROCK, INC. COM 09247X101 2,843 11,070 SH   SOLE   11,070 0 0
BMC SOFTWARE INC. COM 055921100 1,032 22,864 SH   SOLE   22,864 0 0
BOEING CO. COM 097023105 4,592 44,828 SH   SOLE   44,828 0 0
BOISE INC COM 09746Y105 331 38,800 SH   SOLE   38,800 0 0
BOOZ ALLEN HAMILTON HOLDING CORP COM 099502106 1,159 66,700 SH   SOLE   66,700 0 0
BORGWARNER INC. COM 099724106 589 6,840 SH   SOLE   6,840 0 0
BOSTON PROPERTIES INC. REIT 101121101 322 3,050 SH   SOLE   3,050 0 0
BOSTON SCIENTIFIC CORP. COM 101137107 584 63,025 SH   SOLE   63,025 0 0
BRINKER INTERNATIONAL COM 109641100 256 6,500 SH   SOLE   6,500 0 0
BRISTOL-MYERS SQUIBB CO. COM 110122108 2,421 54,179 SH   SOLE   54,179 0 0
BRISTOW GROUP, INC. COM 110394103 202 3,100 SH   SOLE   3,100 0 0
BROADCOM CORPORATION COM 111320107 1,785 52,888 SH   SOLE   52,888 0 0
BROADRIDGE FINANCIAL SOLUTIONS INC. COM 11133T103 1,868 70,296 SH   SOLE   70,296 0 0
BROCADE COMMUNICATIONS SYSTEMS INC. COM 111621306 373 64,700 SH   SOLE   64,700 0 0
BUCKEYE PARTNERS LP COM 118230101 232 3,300 SH   SOLE   3,300 0 0
BUCKEYE TECHNOLOGIES, INC. COM 118255108 322 8,700 SH   SOLE   8,700 0 0
BUNGE LTD. COM G16962105 2,236 31,600 SH   SOLE   31,600 0 0
C R BARD, INC. COM 067383109 688 6,326 SH   SOLE   6,326 0 0
C S S INDUSTRIES, INC. COM 125906107 369 14,800 SH   SOLE   14,800 0 0
CA, INC. COM 12673P105 1,648 57,548 SH   SOLE   57,548 0 0
CABLEVISION SYSTEMS CORP. COM 12686C109 168 10,000 SH   SOLE   10,000 0 0
CABOT OIL & GAS CORPORATION COM 127097103 467 6,570 SH   SOLE   6,570 0 0
CADENCE DESIGN SYSTEMS, INC. COM 127387108 287 19,800 SH   SOLE   19,800 0 0
CALUMET SPECIALTY PRODUCTS PAR COM 131476103 268 7,365 SH   SOLE   7,365 0 0
CAMPBELL SOUP COMPANY COM 134429109 568 12,689 SH   SOLE   12,689 0 0
CANADIAN NATURAL RESOURCES LTD COM 136385101 927 32,800 SH   SOLE   32,800 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105 3,653 58,167 SH   SOLE   58,167 0 0
CARDINAL HEALTH, INC. COM 14149Y108 1,550 32,833 SH   SOLE   32,833 0 0
CARDTRONICS INC. COM 14161H108 2,208 80,000 SH   SOLE   80,000 0 0
CAREFUSION CORP. COM 14170T101 1,063 28,838 SH   SOLE   28,838 0 0
CARIBE MEDIA INC COM 141874WW3 167 11,105 SH   SOLE   11,105 0 0
CARLISLE COS. INC. COM 142339100 368 5,900 SH   SOLE   5,900 0 0
CASEY'S GENERAL STORES INC COM 147528103 914 15,200 SH   SOLE   15,200 0 0
CASH AMERICA INTL, INC. COM 14754D100 264 5,800 SH   SOLE   5,800 0 0
CATERPILLAR INC. COM 149123101 663 8,035 SH   SOLE   8,035 0 0
CBIZ, INC. COM 124805102 111 16,600 SH   SOLE   16,600 0 0
CBL & ASSOCIATES PROPERTIES, INC. REIT 124830100 225 10,500 SH   SOLE   10,500 0 0
CBOE HOLDINGS INC COM 12503M108 331 7,100 SH   SOLE   7,100 0 0
CBRE GROUP INC. COM 12504L109 390 16,685 SH   SOLE   16,685 0 0
CBS CORPORATION COM 124857202 3,427 70,127 SH   SOLE   70,127 0 0
CCS MEDICAL HOLDINGS INC COM 12503E106 142 14,236 SH   SOLE   14,236 0 0
CELANESE CORPORATION COM 150870103 1,487 33,190 SH   SOLE   33,190 0 0
CELGENE CORPORATION COM 151020104 4,103 35,097 SH   SOLE   35,097 0 0
CENTENE CORPORATION COM 15135B101 231 4,400 SH   SOLE   4,400 0 0
CENTERPOINT ENERGY INC. COM 15189T107 610 25,966 SH   SOLE   25,966 0 0
CENTRAL GARDEN & PET CO. COM 153527106 1,593 224,400 SH   SOLE   224,400 0 0
CENTRAL GARDEN & PET CO. COM 153527205 1,549 224,500 SH   SOLE   224,500 0 0
CENTURYLINK, INC. COM 156700106 2,158 61,058 SH   SOLE   61,058 0 0
CERNER CORPORATION COM 156782104 432 4,500 SH   SOLE   4,500 0 0
CF INDUSTRIES HOLDINGS, INC. COM 125269100 6,529 38,070 SH   SOLE   38,070 0 0
CHARLES SCHWAB CORP. COM 808513105 759 35,734 SH   SOLE   35,734 0 0
CHASE PACKAGING CORP. COM 161635107 1 19,082 SH   SOLE   19,082 0 0
CHEMED CORPORATION COM 16359R103 1,898 26,200 SH   SOLE   26,200 0 0
CHESAPEAKE ENERGY CORP. COM 165167107 485 23,788 SH   SOLE   23,788 0 0
CHESAPEAKE ENERGY CORP. CONV 165167BZ9 18,729 19,885,000 PRN   SOLE   19,885,000 0 0
CHESAPEAKE ENERGY CORP. CONV 165167CB1 1,753 2,000,000 PRN   SOLE   2,000,000 0 0
CHESAPEAKE ENERGY CORPORATION CONV 165167CA3 67,336 72,017,174 PRN   SOLE   72,017,174 0 0
CHEVRON CORPORATION COM 166764100 20,181 170,534 SH   SOLE   170,534 0 0
CHICAGO BRIDGE & IRON COMPANY N.V. COM 167250109 788 13,200 SH   SOLE   13,200 0 0
CHIMERA INVESTMENT CORP REIT 16934Q109 890 296,800 SH   SOLE   296,800 0 0
CHIQUITA BRANDS INTERNATIONAL INC. CONV 170032AT3 6,197 6,485,000 PRN   SOLE   6,485,000 0 0
CHUBB CORP., THE COM 171232101 2,542 30,024 SH   SOLE   30,024 0 0
CHURCH & DWIGHT CO., INC. COM 171340102 411 6,660 SH   SOLE   6,660 0 0
CIA DE MINAS BUENAVENTURA SA ADR 204448104 325 22,000 SH   SOLE   22,000 0 0
CIGNA CORPORATION COM 125509109 3,070 42,351 SH   SOLE   42,351 0 0
CINCINNATI FINANCIAL CORP. COM 172062101 1,199 26,120 SH   SOLE   26,120 0 0
CINEMARK HOLDINGS, INC. COM 17243V102 385 13,800 SH   SOLE   13,800 0 0
CINTAS CORPORATION COM 172908105 680 14,927 SH   SOLE   14,927 0 0
CISCO SYSTEMS INC. COM 17275R102 14,352 590,366 SH   SOLE   590,366 0 0
CIT GROUP, INC. COM 125581801 2,621 56,209 SH   SOLE   56,209 0 0
CITIGROUP, INC. COM 172967424 22,106 460,832 SH   SOLE   460,832 0 0
CLEAN ENERGY FUELS CORP. COM 184499101 2,640 200,000 SH   SOLE   200,000 0 0
CLEARWIRE CORP. COM 18538Q105 74 14,900 SH   SOLE   14,900 0 0
CLIFFS NATURAL RESOURCES, INC. COM 18683K101 1,305 80,306 SH   SOLE   80,306 0 0
CLOROX COMPANY COM 189054109 1,087 13,070 SH   SOLE   13,070 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 692 42,000 SH   SOLE   42,000 0 0
CME GROUP INC. COM 12572Q105 1,316 17,315 SH   SOLE   17,315 0 0
CMS ENERGY CORP. COM 125896100 739 27,213 SH   SOLE   27,213 0 0
CNA FINANCIAL CORP. COM 126117100 297 9,100 SH   SOLE   9,100 0 0
CNH GLOBAL NV COM N20935206 246 5,900 SH   SOLE   5,900 0 0
COACH, INC. COM 189754104 891 15,613 SH   SOLE   15,613 0 0
COCA-COLA CO., THE COM 191216100 8,889 221,614 SH   SOLE   221,614 0 0
COCA-COLA ENTERPRISES, INC. COM 19122T109 1,637 46,563 SH   SOLE   46,563 0 0
COCA-COLA FEMSA SA DE CV ADR 191241108 309 2,200 SH   SOLE   2,200 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION COM 192446102 509 8,137 SH   SOLE   8,137 0 0
COLGATE-PALMOLIVE COMPANY COM 194162103 3,446 60,142 SH   SOLE   60,142 0 0
COLUMBUS MCKINNON CORPORATION COM 199333105 10,376 486,689 SH   SOLE   486,689 0 0
COMCAST CORP. COM 20030N101 10,491 250,493 SH   SOLE   250,493 0 0
COMERICA INC. COM 200340107 837 21,007 SH   SOLE   21,007 0 0
COMMUNITY HEALTH SYSTEMS INC. COM 203668108 647 13,800 SH   SOLE   13,800 0 0
COMPASS MINERALS INTERNATIONAL COM 20451N101 2,215 26,200 SH   SOLE   26,200 0 0
COMPUTER SCIENCES CORP. COM 205363104 2,456 56,116 SH   SOLE   56,116 0 0
COMTECH TELECOMMUNICATIONS COM 205826209 250 9,300 SH   SOLE   9,300 0 0
CONAGRA FOODS INC. COM 205887102 355 10,158 SH   SOLE   10,158 0 0
CONCHO RESOURCES, INC. COM 20605P101 938 11,200 SH   SOLE   11,200 0 0
CONMED CORP. COM 207410101 5,315 170,150 SH   SOLE   170,150 0 0
CONOCOPHILLIPS COM 20825C104 7,344 121,387 SH   SOLE   121,387 0 0
CONSOLIDATED EDISON, INC. COM 209115104 1,111 19,051 SH   SOLE   19,051 0 0
CONSTELLATION BRANDS INC. COM 21036P108 801 15,364 SH   SOLE   15,364 0 0
CONTEC LLC COM 061508WW3 866 866,198 SH   SOLE   866,198 0 0
COOPER-STANDARD HOLDINGS, INC. COM 21676P103 2,793 60,055 SH   SOLE   60,055 0 0
COPA HOLDINGS SA COM P31076105 1,065 8,120 SH   SOLE   8,120 0 0
COPART, INC. COM 217204106 342 11,100 SH   SOLE   11,100 0 0
CORELOGIC INC. COM 21871D103 429 18,500 SH   SOLE   18,500 0 0
CORNING INC. COM 219350105 2,203 154,841 SH   SOLE   154,841 0 0
CORRECTIONS CORP. OF AMERICA REIT 22025Y407 550 16,240 SH   SOLE   16,240 0 0
COSTCO WHOLESALE CORP. COM 22160K105 1,441 13,034 SH   SOLE   13,034 0 0
COTT CORP. COM 22163N106 10,685 1,368,090 SH   SOLE   1,368,090 0 0
COVIDIEN PLC COM G2554F113 1,873 29,800 SH   SOLE   29,800 0 0
CRANE CO. COM 224399105 1,304 21,768 SH   SOLE   21,768 0 0
CREE, INC. COM 225447101 307 4,800 SH   SOLE   4,800 0 0
CROWN HOLDINGS INC. COM 228368106 2,349 57,100 SH   SOLE   57,100 0 0
CST BRANDS INC. COM 12646R105 884 28,700 SH   SOLE   28,700 0 0
CSX CORP. COM 126408103 2,506 108,080 SH   SOLE   108,080 0 0
CUMMINS INC. COM 231021106 930 8,578 SH   SOLE   8,578 0 0
CVR ENERGY INC. COM 12662P108 1,422 30,000 SH   SOLE   30,000 0 0
CVS CAREMARK CORP. COM 126650100 5,905 103,277 SH   SOLE   103,277 0 0
D.R. HORTON INC. COM 23331A109 462 21,706 SH   SOLE   21,706 0 0
DANA HOLDING CORP COM 235825205 220 11,400 SH   SOLE   11,400 0 0
DANAHER CORP. COM 235851102 2,200 34,748 SH   SOLE   34,748 0 0
DARLING INTERNATIONAL INC. COM 237266101 6,438 345,000 SH   SOLE   345,000 0 0
DAVITA HEALTHCARE PARTNERS INC. COM 23918K108 673 5,568 SH   SOLE   5,568 0 0
DDR CORP. REIT 23317H102 171 10,300 SH   SOLE   10,300 0 0
DEAN FOODS COMPANY COM 242370104 305 30,400 SH   SOLE   30,400 0 0
DECKERS OUTDOOR CORPORATION COM 243537107 283 5,600 SH   SOLE   5,600 0 0
DEERE & COMPANY COM 244199105 636 7,831 SH   SOLE   7,831 0 0
DELL INC. COM 24702R101 1,686 126,325 SH   SOLE   126,325 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 1,703 33,600 SH   SOLE   33,600 0 0
DELTA AIR LINES, INC. COM 247361702 2,892 154,591 SH   SOLE   154,591 0 0
DENBURY RESOURCES INC. COM 247916208 520 29,997 SH   SOLE   29,997 0 0
DETOUR GOLD CORPORATION CONV 250669AA6 5,511 6,280,000 PRN   SOLE   6,280,000 0 0
DEVON ENERGY CORP. COM 25179M103 680 13,114 SH   SOLE   13,114 0 0
DIAL GLOBAL INC. COM 25247X107 106 407,635 SH   SOLE   407,635 0 0
DIAMOND OFFSHORE DRILLING INC. COM 25271C102 644 9,363 SH   SOLE   9,363 0 0
DILLARD'S, INC. COM 254067101 2,328 28,400 SH   SOLE   28,400 0 0
DIRECTV COM 25490A309 3,254 52,814 SH   SOLE   52,814 0 0
DISCOVER FINANCIAL SERVICES INC. COM 254709108 2,524 52,978 SH   SOLE   52,978 0 0
DISCOVERY COMMUNICATIONS INC. COM 25470F104 981 12,700 SH   SOLE   12,700 0 0
DOMINION RESOURCES INC. COM 25746U109 1,424 25,058 SH   SOLE   25,058 0 0
DOMINOS PIZZA, INC. COM 25754A201 221 3,800 SH   SOLE   3,800 0 0
DOMTAR CORPORATION COM 257559203 984 14,800 SH   SOLE   14,800 0 0
DORMAN PRODUCTS, INC. COM 258278100 1,081 23,700 SH   SOLE   23,700 0 0
DOVER CORP. COM 260003108 2,002 25,776 SH   SOLE   25,776 0 0
DOW CHEMICAL CO., THE COM 260543103 2,454 76,276 SH   SOLE   76,276 0 0
DR PEPPER SNAPPLE GROUP INC. COM 26138E109 832 18,114 SH   SOLE   18,114 0 0
DREW INDUSTRIES, INC. COM 26168L205 645 16,400 SH   SOLE   16,400 0 0
DRIL-QUIP, INC. COM 262037104 470 5,200 SH   SOLE   5,200 0 0
DST SYSTEMS, INC. COM 233326107 1,014 15,520 SH   SOLE   15,520 0 0
DSW, INC. COM 23334L102 309 4,200 SH   SOLE   4,200 0 0
DTE ENERGY CO. COM 233331107 2,294 34,237 SH   SOLE   34,237 0 0
DU PONT (E.I.) DE NEMOURS & CO. COM 263534109 1,876 35,731 SH   SOLE   35,731 0 0
DUKE ENERGY CORP. COM 26441C204 2,530 37,481 SH   SOLE   37,481 0 0
DUN & BRADSTREET CORP., THE COM 26483E100 2,072 21,265 SH   SOLE   21,265 0 0
E C C CAPITAL CORP. REIT 26826M108 79 1,200,000 SH   SOLE   1,200,000 0 0
EARTHLINK, INC. COM 270321102 94 15,200 SH   SOLE   15,200 0 0
EAST WEST BANCORP, INC. COM 27579R104 215 7,800 SH   SOLE   7,800 0 0
EASTMAN CHEMICAL COMPANY COM 277432100 4,626 66,080 SH   SOLE   66,080 0 0
EATON CORPORATION PLC COM G29183103 2,147 32,629 SH   SOLE   32,629 0 0
EBAY INC. COM 278642103 1,007 19,472 SH   SOLE   19,472 0 0
ECOLAB INC. COM 278865100 505 5,924 SH   SOLE   5,924 0 0
EDISON INTERNATIONAL COM 281020107 1,231 25,554 SH   SOLE   25,554 0 0
EIGHTH NOTE, INC COM 28257ZMM2 15,000 15 SH   SOLE   15 0 0
EL PASO ELECTRIC COMPANY COM 283677854 272 7,700 SH   SOLE   7,700 0 0
EL PASO PIPELINE PARTNERS LP COM 283702108 455 10,410 SH   SOLE   10,410 0 0
ELECTRONIC ARTS, INC. COM 285512109 958 41,723 SH   SOLE   41,723 0 0
ELI LILLY & CO. COM 532457108 7,135 145,252 SH   SOLE   145,252 0 0
EMC CORP. COM 268648102 3,755 158,957 SH   SOLE   158,957 0 0
EMCOR GROUP, INC. COM 29084Q100 447 11,000 SH   SOLE   11,000 0 0
EMERSON ELECTRIC COMPANY COM 291011104 2,881 52,822 SH   SOLE   52,822 0 0
ENBRIDGE ENERGY PARTNERS COM 29250R106 222 7,275 SH   SOLE   7,275 0 0
ENDO PHARMACEUTICALS HOLDINGS INC. COM 29264F205 493 13,400 SH   SOLE   13,400 0 0
ENDURANCE SPECIALTY HOLDINGS LTD. COM G30397106 1,394 27,100 SH   SOLE   27,100 0 0
ENERGIZER HOLDINGS INC. COM 29266R108 642 6,390 SH   SOLE   6,390 0 0
ENERGY TRANSFER EQUITY LP COM 29273V100 1,030 17,220 SH   SOLE   17,220 0 0
ENERGY TRANSFER PARTNERS COM 29273R109 1,376 27,223 SH   SOLE   27,223 0 0
ENERSYS COM 29275Y102 2,648 54,000 SH   SOLE   54,000 0 0
ENSCO PLC COM G3157S106 1,470 25,300 SH   SOLE   25,300 0 0
ENTERGY CORP COM 29364G103 1,645 23,609 SH   SOLE   23,609 0 0
ENTERPRISE PRODUCTS PARTNERS L COM 293792107 2,076 33,405 SH   SOLE   33,405 0 0
EOG RESOURCES INC. COM 26875P101 1,701 12,915 SH   SOLE   12,915 0 0
EQT CORPORATION COM 26884L109 767 9,666 SH   SOLE   9,666 0 0
EQUIFAX INC. COM 294429105 564 9,578 SH   SOLE   9,578 0 0
ESSEX RENTAL CORPORATION COM 297187106 623 144,191 SH   SOLE   144,191 0 0
ESTEE LAUDER COMPANIES INC., THE COM 518439104 235 3,566 SH   SOLE   3,566 0 0
ESTERLINE TECHNOLOGIES CORPORATION COM 297425100 1,533 21,200 SH   SOLE   21,200 0 0
EVEREST RE GROUP LTD. COM G3223R108 493 3,840 SH   SOLE   3,840 0 0
EXELIS INC. COM 30162A108 867 62,900 SH   SOLE   62,900 0 0
EXELON CORP. COM 30161N101 2,435 78,852 SH   SOLE   78,852 0 0
EXPEDIA INC. COM 30212P303 911 15,140 SH   SOLE   15,140 0 0
EXPRESS SCRIPTS HOLDING COMPANY COM 30219G108 5,319 86,226 SH   SOLE   86,226 0 0
EXXON CORP. COM 30231G102 31,448 348,066 SH   SOLE   348,066 0 0
F M C CORPORATION COM 302491303 409 6,700 SH   SOLE   6,700 0 0
FEDERAL REALTY INVESTMENT TRUST REIT 313747206 200 1,930 SH   SOLE   1,930 0 0
FEDEX CORP. COM 31428X106 856 8,686 SH   SOLE   8,686 0 0
FIDELITY NATIONAL FINANCIAL INC. COM 31620R105 474 19,900 SH   SOLE   19,900 0 0
FIDELITY NATIONAL INFORMATION SERVICES INC. COM 31620M106 1,592 37,160 SH   SOLE   37,160 0 0
FIESTA RESTAURANT GROUP COM 31660B101 2,772 80,618 SH   SOLE   80,618 0 0
FIFTH THIRD BANCORP COM 316773100 2,027 112,293 SH   SOLE   112,293 0 0
FIRST CITIZENS BANCSHARES, INC. COM 31946M103 253 1,318 SH   SOLE   1,318 0 0
FIRST INTERSTATE BANCSYSTEM IN COM 32055Y201 292 14,100 SH   SOLE   14,100 0 0
FIRST NIAGARA FINANCIAL GROUP, INC. COM 33582V108 175 17,400 SH   SOLE   17,400 0 0
FIRST SOLAR INC. COM 336433107 2,411 53,900 SH   SOLE   53,900 0 0
FIRSTENERGY CORP. COM 337932107 1,369 36,650 SH   SOLE   36,650 0 0
FISERV, INC. COM 337738108 2,809 32,135 SH   SOLE   32,135 0 0
FLIR SYSTEMS, INC. COM 302445101 283 10,487 SH   SOLE   10,487 0 0
FLOWSERVE CORP. COM 34354P105 413 7,651 SH   SOLE   7,651 0 0
FLUOR CORP. COM 343412102 1,367 23,056 SH   SOLE   23,056 0 0
FOOT LOCKER INC. COM 344849104 667 19,000 SH   SOLE   19,000 0 0
FORD MOTOR COMPANY COM 345370860 5,396 348,775 SH   SOLE   348,775 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 221 5,700 SH   SOLE   5,700 0 0
FOSSIL, INC. COM 34988V106 211 2,040 SH   SOLE   2,040 0 0
FRANKLIN RESOURCES INC. COM 354613101 1,751 12,875 SH   SOLE   12,875 0 0
FREEPORT-MCMORAN COPPER & GOLD INC. COM 35671D857 4,991 180,750 SH   SOLE   180,750 0 0
FREESCALE SEMICONDUCTOR, LTD COM G3727Q101 921 68,000 SH   SOLE   68,000 0 0
FRONTIER COMMUNICATIONS CORP. COM 35906A108 1,776 438,445 SH   SOLE   438,445 0 0
GAMESTOP CORP. COM 36467W109 1,144 27,212 SH   SOLE   27,212 0 0
GANNETT COMPANY, INC. COM 364730101 1,367 55,883 SH   SOLE   55,883 0 0
GAP INC., THE COM 364760108 1,164 27,895 SH   SOLE   27,895 0 0
GARDNER DENVER INC. COM 365558105 226 3,000 SH   SOLE   3,000 0 0
GARMIN LTD COM H2906T109 304 8,400 SH   SOLE   8,400 0 0
GENERAL DYNAMICS CORP. COM 369550108 2,166 27,651 SH   SOLE   27,651 0 0
GENERAL ELECTRIC COMPANY COM 369604103 25,187 1,086,101 SH   SOLE   1,086,101 0 0
GENERAL MILLS, INC. COM 370334104 2,665 54,916 SH   SOLE   54,916 0 0
GENERAL MOTORS CO WAR 37045V118 1,170 48,744 SH   SOLE   48,744 0 0
GENERAL MOTORS CO WAR 37045V126 797 48,744 SH   SOLE   48,744 0 0
GENERAL MOTORS COMPANY COM 37045V100 4,441 133,321 SH   SOLE   133,321 0 0
GENTEX CORPORATION COM 371901109 681 29,560 SH   SOLE   29,560 0 0
GENUINE PARTS CO COM 372460105 1,005 12,870 SH   SOLE   12,870 0 0
GENWORTH FINANCIAL INC. COM 37247D106 1,269 111,253 SH   SOLE   111,253 0 0
GEO SPECIALTY CHEMICALS, INC. COM 37246R106 0 80,750 SH   SOLE   80,750 0 0
GEOMET, INC. COM 37250U201 14 85,857 SH   SOLE   85,857 0 0
GILEAD SCIENCES, INC. COM 375558103 3,535 69,022 SH   SOLE   69,022 0 0
GOLD FIELDS LTD ADR 38059T106 342 65,200 SH   SOLE   65,200 0 0
GOLD RESOURCE CORP COM 38068T105 368 42,300 SH   SOLE   42,300 0 0
GOLDMAN SACHS GROUP INC., THE COM 38141G104 8,736 57,758 SH   SOLE   57,758 0 0
GOODYEAR TIRE & RUBBER CO., THE COM 382550101 1,022 66,812 SH   SOLE   66,812 0 0
GOOGLE, INC. COM 38259P508 16,422 18,653 SH   SOLE   18,653 0 0
GRAINGER (W.W.) INC. COM 384802104 728 2,886 SH   SOLE   2,886 0 0
GRAPHIC PACKAGING HOLDING CO. COM 388689101 18,950 2,448,300 SH   SOLE   2,448,300 0 0
GREAT LAKES DREDGE&DOCK CORP. COM 390607109 7,044 900,747 SH   SOLE   900,747 0 0
GREAT PLAINS ENERGY INC. COM 391164100 244 10,806 SH   SOLE   10,806 0 0
GREEN MOUNTAIN COFFEE ROASTERS INC. COM 393122106 600 8,000 SH   SOLE   8,000 0 0
GREIF INC. COM 397624107 2,670 50,700 SH   SOLE   50,700 0 0
GSE HOLDING, INC. COM 36191X100 1,882 325,000 SH   SOLE   325,000 0 0
GSE SYSTEMS INC COM 36227K106 713 472,100 SH   SOLE   472,100 0 0
GULFPORT ENERGY CORPORATION COM 402635304 214 4,550 SH   SOLE   4,550 0 0
H&R BLOCK INC. COM 093671105 974 35,105 SH   SOLE   35,105 0 0
HALCON RESOURCES CORPORATION COM 40537Q209 1,134 200,000 SH   SOLE   200,000 0 0
HALLADOR ENERGY CO COM 40609P105 246 30,512 SH   SOLE   30,512 0 0
HALLIBURTON CO. COM 406216101 2,496 59,838 SH   SOLE   59,838 0 0
HANESBRANDS INC. COM 410345102 802 15,600 SH   SOLE   15,600 0 0
HANOVER INSURANCE GROUP, INC. COM 410867105 1,052 21,500 SH   SOLE   21,500 0 0
HARLEY-DAVIDSON INC. COM 412822108 593 10,810 SH   SOLE   10,810 0 0
HARRIS CORPORATION COM 413875105 2,275 46,194 SH   SOLE   46,194 0 0
HARTFORD FINANCIAL SERVICES GROUP INC., THE COM 416515104 1,428 46,170 SH   SOLE   46,170 0 0
HASBRO INC. COM 418056107 1,008 22,478 SH   SOLE   22,478 0 0
HATTERAS FINANCIAL CORP REIT 41902R103 387 15,700 SH   SOLE   15,700 0 0
HAWAIIAN HOLDINGS INC COM 419879101 180 29,400 SH   SOLE   29,400 0 0
HCA HOLDINGS, INC. COM 40412C101 1,067 29,600 SH   SOLE   29,600 0 0
HCC INSURANCE HOLDINGS INC. COM 404132102 240 5,566 SH   SOLE   5,566 0 0
HCP INC. REIT 40414L109 1,759 38,711 SH   SOLE   38,711 0 0
HEALTH CARE REIT INC. REIT 42217K106 378 5,646 SH   SOLE   5,646 0 0
HEALTH MANAGEMENT ASSOCIATES INC. COM 421933102 1,462 93,000 SH   SOLE   93,000 0 0
HEINEKEN NV ADR 423012301 277 8,700 SH   SOLE   8,700 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 1,016 44,100 SH   SOLE   44,100 0 0
HELMERICH & PAYNE, INC. COM 423452101 1,720 27,540 SH   SOLE   27,540 0 0
HERBALIFE LTD. COM G4412G101 956 21,180 SH   SOLE   21,180 0 0
HERSHEY COMPANY, THE COM 427866108 506 5,666 SH   SOLE   5,666 0 0
HERTZ GLOBAL HOLDINGS INC. COM 42805T105 456 18,400 SH   SOLE   18,400 0 0
HESS CORP COM 42809H107 1,628 24,479 SH   SOLE   24,479 0 0
HEWLETT-PACKARD CO. COM 428236103 6,246 251,837 SH   SOLE   251,837 0 0
HILLENBRAND, INC. COM 431571108 8,467 357,106 SH   SOLE   357,106 0 0
HILLSHIRE BRANDS CO. (THE) COM 432589109 800 24,180 SH   SOLE   24,180 0 0
HOLLYFRONTIER CORP. COM 436106108 3,573 83,520 SH   SOLE   83,520 0 0
HOME DEPOT, INC. COM 437076102 11,606 149,817 SH   SOLE   149,817 0 0
HONEYWELL INTERNATIONAL, INC. COM 438516106 4,667 58,817 SH   SOLE   58,817 0 0
HORMEL FOODS CORP. COM 440452100 350 9,060 SH   SOLE   9,060 0 0
HORNBECK OFFSHORE SERVICES INC. COM 440543106 14,263 266,600 SH   SOLE   266,600 0 0
HOSPIRA INC. COM 441060100 331 8,641 SH   SOLE   8,641 0 0
HOST HOTELS & RESORTS INC. REIT 44107P104 786 46,588 SH   SOLE   46,588 0 0
HUDSON CITY BANCORP, INC. COM 443683107 223 24,315 SH   SOLE   24,315 0 0
HUMANA, INC. COM 444859102 2,004 23,749 SH   SOLE   23,749 0 0
HUNTINGTON BANCSHARES, INC. COM 446150104 724 91,872 SH   SOLE   91,872 0 0
HUNTINGTON INGALLS INDUSTRIES INC. COM 446413106 237 4,200 SH   SOLE   4,200 0 0
HUNTSMAN CORPORATION COM 447011107 1,282 77,400 SH   SOLE   77,400 0 0
IAC/INTERACTIVECORP COM 44919P508 338 7,100 SH   SOLE   7,100 0 0
IBM CORPORATION COM 459200101 14,595 76,370 SH   SOLE   76,370 0 0
IDEX CORPORATION COM 45167R104 1,090 20,250 SH   SOLE   20,250 0 0
ILLINOIS TOOL WORKS INC. COM 452308109 2,623 37,915 SH   SOLE   37,915 0 0
ILLUMINA, INC. COM 452327109 202 2,700 SH   SOLE   2,700 0 0
INERGY LP COM 456615103 383 23,895 SH   SOLE   23,895 0 0
INGERSOLL-RAND PLC COM G47791101 1,027 18,500 SH   SOLE   18,500 0 0
INGREDION INCORPORATED COM 457187102 3,396 51,756 SH   SOLE   51,756 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP COM 457985208 7,697 210,123 SH   SOLE   210,123 0 0
INTEGRYS ENERGY GROUP INC. COM 45822P105 407 6,951 SH   SOLE   6,951 0 0
INTEL CORPORATION COM 458140100 10,825 446,934 SH   SOLE   446,934 0 0
INTEL CORPORATION CONV 458140AD2 25,008 22,983,000 PRN   SOLE   22,983,000 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INC. COM 459506101 423 5,633 SH   SOLE   5,633 0 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 6,813 407,701 SH   SOLE   407,701 0 0
INTERNATIONAL PAPER COMPANY COM 460146103 6,092 137,494 SH   SOLE   137,494 0 0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE) COM 460690100 324 22,286 SH   SOLE   22,286 0 0
INTUIT, INC. COM 461202103 568 9,299 SH   SOLE   9,299 0 0
INTUITIVE SURGICAL, INC. COM 46120E602 348 686 SH   SOLE   686 0 0
INVESCO LTD. COM G491BT108 1,187 37,335 SH   SOLE   37,335 0 0
INVESCO MORTGAGE CAPITAL INC REIT 46131B100 184 11,100 SH   SOLE   11,100 0 0
IPATH GOLDMAN SACHS CRUDE OIL COM 06738C786 299 13,400 SH   SOLE   13,400 0 0
ISHARES TRUST ETF 464287184 1,333 41,000 SH   SOLE   41,000 0 0
ISHARES TRUST ETF 464287465 4,213 73,430 SH   SOLE   73,430 0 0
ISHARES TRUST ETF 464287689 57,386 595,289 SH   SOLE   595,289 0 0
ITRON INC. COM 465741106 1,179 27,781 SH   SOLE   27,781 0 0
ITT CORP. COM 450911201 412 14,000 SH   SOLE   14,000 0 0
J.M. SMUCKER CO. (THE) COM 832696405 2,055 19,922 SH   SOLE   19,922 0 0
JABIL CIRCUIT INC. COM 466313103 806 39,549 SH   SOLE   39,549 0 0
JACK HENRY & ASSOCIATES INC COM 426281101 353 7,500 SH   SOLE   7,500 0 0
JACOBS ENGINEERING GROUP, INC. COM 469814107 923 16,744 SH   SOLE   16,744 0 0
JARDEN CORP. COM 471109108 335 7,650 SH   SOLE   7,650 0 0
JAZZ PHARMACEUTICALS, INC COM G50871105 412 6,000 SH   SOLE   6,000 0 0
JDS UNIPHASE CORPORATION COM 46612J507 937 65,127 SH   SOLE   65,127 0 0
JETBLUE AIRWAYS CORPORATION COM 477143101 3,780 600,000 SH   SOLE   600,000 0 0
JOHNSON & JOHNSON COM 478160104 22,109 257,500 SH   SOLE   257,500 0 0
JOHNSON CONTROLS INC. COM 478366107 837 23,377 SH   SOLE   23,377 0 0
JONES LANG LASALLE INC. COM 48020Q107 301 3,300 SH   SOLE   3,300 0 0
JPMORGAN CHASE & CO. COM 46625H100 17,940 339,843 SH   SOLE   339,843 0 0
JUNIPER NETWORKS INC. COM 48203R104 238 12,337 SH   SOLE   12,337 0 0
KANSAS CITY SOUTHERN COM 485170302 2,858 26,970 SH   SOLE   26,970 0 0
KAR AUCTION SERVICES INC. COM 48238T109 15,983 698,881 SH   SOLE   698,881 0 0
KBR, INC. COM 48242W106 247 7,600 SH   SOLE   7,600 0 0
KELLOGG COMPANY COM 487836108 983 15,303 SH   SOLE   15,303 0 0
KEYCORP COM 493267108 1,364 123,536 SH   SOLE   123,536 0 0
KIMBERLY-CLARK CORP. COM 494368103 3,483 35,854 SH   SOLE   35,854 0 0
KIMCO REALTY CORP. REIT 49446R109 651 30,377 SH   SOLE   30,377 0 0
KINDER MORGAN ENERGY PTR LP COM 494550106 1,969 23,055 SH   SOLE   23,055 0 0
KINDER MORGAN INC. COM 49456B101 403 10,552 SH   SOLE   10,552 0 0
KLA-TENCOR CORP. COM 482480100 1,348 24,187 SH   SOLE   24,187 0 0
KOHL'S CORP. COM 500255104 828 16,391 SH   SOLE   16,391 0 0
KRAFT FOODS GROUP INC. COM 50076Q106 3,877 69,397 SH   SOLE   69,397 0 0
KROGER COMPANY COM 501044101 3,037 87,923 SH   SOLE   87,923 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 167 15,100 SH   SOLE   15,100 0 0
L-3 COMMUNICATIONS HOLDINGS INC. COM 502424104 3,472 40,498 SH   SOLE   40,498 0 0
LABORATORY CORPORATION OF AMERICA HOLDINGS COM 50540R409 502 5,013 SH   SOLE   5,013 0 0
LAM RESEARCH CORP. COM 512807108 365 8,222 SH   SOLE   8,222 0 0
LAS VEGAS SANDS CORP. COM 517834107 842 15,900 SH   SOLE   15,900 0 0
LB FOSTER CO COM 350060109 246 5,700 SH   SOLE   5,700 0 0
LEAR CORP. COM 521865204 2,760 45,651 SH   SOLE   45,651 0 0
LEGGETT & PLATT INC. COM 524660107 418 13,441 SH   SOLE   13,441 0 0
LENDER PROCESSING SERVICES INC. COM 52602E102 592 18,300 SH   SOLE   18,300 0 0
LENNAR CORP. COM 526057104 324 9,000 SH   SOLE   9,000 0 0
LEUCADIA NATIONAL CORPORATION COM 527288104 975 37,189 SH   SOLE   37,189 0 0
LEXMARK INTERNATIONAL INC. COM 529771107 424 13,874 SH   SOLE   13,874 0 0
LIBERTY GLOBAL INC. COM GB00B8WA3 891 12,027 SH   SOLE   12,027 0 0
LIBERTY INTERACTIVE CORPORATION COM 53071M104 746 32,400 SH   SOLE   32,400 0 0
LIBERTY INTERACTIVE CORPORATION COM 53071M880 901 10,600 SH   SOLE   10,600 0 0
LIBERTY MEDIA CORP COM 531229102 646 5,100 SH   SOLE   5,100 0 0
LIFE TECHNOLOGIES CORPORATION COM 53217V109 1,376 18,587 SH   SOLE   18,587 0 0
LIMITED BRANDS INC. COM 501797104 793 16,110 SH   SOLE   16,110 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 101 19,100 SH   SOLE   19,100 0 0
LINCOLN ELECTRIC HOLDINGS, INC. COM 533900106 441 7,700 SH   SOLE   7,700 0 0
LINCOLN NATIONAL CORP. COM 534187109 1,258 34,502 SH   SOLE   34,502 0 0
LINEAR TECHNOLOGY CORPORATION COM 535678106 1,072 29,106 SH   SOLE   29,106 0 0
LINKEDIN CORP COM 53578A108 337 1,890 SH   SOLE   1,890 0 0
LKQ CORPORATION COM 501889208 1,700 66,000 SH   SOLE   66,000 0 0
LOCKHEED MARTIN CORPORATION COM 539830109 6,747 62,206 SH   SOLE   62,206 0 0
LOEWS CORP. COM 540424108 633 14,246 SH   SOLE   14,246 0 0
LORAL SPACE & COMMUNICATIONS, INC. COM 543881106 360 5,998 SH   SOLE   5,998 0 0
LORILLARD, INC. COM 544147101 1,593 36,481 SH   SOLE   36,481 0 0
LOUISIANA-PACIFIC CORPORATION COM 546347105 439 29,700 SH   SOLE   29,700 0 0
LOWES COMPANIES, INC. COM 548661107 4,553 111,324 SH   SOLE   111,324 0 0
LSI CORPORATION COM 502161102 2,136 299,154 SH   SOLE   299,154 0 0
LYONDELLBASELL INDUSTRIES NV COM N53745100 5,852 88,320 SH   SOLE   88,320 0 0
M F R I, INC. COM 552721102 2,223 195,472 SH   SOLE   195,472 0 0
M K S INSTRUMENTS, INC. COM 55306N104 377 14,200 SH   SOLE   14,200 0 0
M W I VETERINARY SUPPLY, INC. COM 55402X105 259 2,100 SH   SOLE   2,100 0 0
M&T BANK CORP. COM 55261F104 1,360 12,174 SH   SOLE   12,174 0 0
MACERICH COMPANY, THE REIT 554382101 359 5,895 SH   SOLE   5,895 0 0
MACY'S, INC. COM 55616P104 3,332 69,413 SH   SOLE   69,413 0 0
MANHATTAN ASSOCIATES INC COM 562750109 370 4,800 SH   SOLE   4,800 0 0
MANOR CARE, INC. CONV 564055AP6 28,069 20,833,333 PRN   SOLE   20,833,333 0 0
MANPOWER INC. COM 56418H100 340 6,200 SH   SOLE   6,200 0 0
MARATHON OIL CORPORATION COM 565849106 2,350 67,952 SH   SOLE   67,952 0 0
MARATHON PETROLEUM CORPORATION COM 56585A102 3,841 54,055 SH   SOLE   54,055 0 0
MARKEL CORPORATION COM 570535104 257 488 SH   SOLE   488 0 0
MARKWEST ENERGY OPERATING CO COM 570759100 299 4,470 SH   SOLE   4,470 0 0
MARRIOTT INTERNATIONAL INC. COM 571903202 434 10,749 SH   SOLE   10,749 0 0
MARSH & MCLENNAN COMPANIES INC. COM 571748102 1,431 35,843 SH   SOLE   35,843 0 0
MARVELL TECHNOLOGY GROUP, LTD COM G5876H105 345 29,500 SH   SOLE   29,500 0 0
MASCO CORP. COM 574599106 322 16,519 SH   SOLE   16,519 0 0
MASSEY ENERGY CO. CONV 576203AJ2 6,109 6,750,000 PRN   SOLE   6,750,000 0 0
MASSMUTUAL ASSIGNMENT COMPANY COM 57543MMA0 80 10,000 SH   SOLE   10,000 0 0
MASTERCARD, INC. COM 57636Q104 4,418 7,691 SH   SOLE   7,691 0 0
MATTEL INC. COM 577081102 759 16,751 SH   SOLE   16,751 0 0
MAXIM INTEGRATED PRODUCTS, INC. COM 57772K101 306 11,000 SH   SOLE   11,000 0 0
MBIA INC. COM 55262C100 526 39,500 SH   SOLE   39,500 0 0
MCDERMOTT INTERNATIONAL INC. COM 580037109 101 12,400 SH   SOLE   12,400 0 0
MCDONALD'S CORPORATION COM 580135101 3,031 30,615 SH   SOLE   30,615 0 0
MCGRAW-HILL FINANCIAL, INC. COM 580645109 1,661 31,227 SH   SOLE   31,227 0 0
MCKESSON CORPORATION COM 58155Q103 2,188 19,106 SH   SOLE   19,106 0 0
MEAD JOHNSON NUTRITION COMPANY COM 582839106 930 11,736 SH   SOLE   11,736 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 380 4,900 SH   SOLE   4,900 0 0
MEDIFAST INC COM 58470H101 204 7,900 SH   SOLE   7,900 0 0
MEDTRONIC INC. COM 585055106 7,284 141,517 SH   SOLE   141,517 0 0
MEDTRONIC INC. CONV 585055AB2 8,020 8,000,000 PRN   SOLE   8,000,000 0 0
MELCO CROWN SPV LTD CONV EG6839385 17,562 17,142,857 PRN   SOLE   17,142,857 0 0
MERCK & CO. INC. COM 58933Y105 10,121 217,883 SH   SOLE   217,883 0 0
METLIFE, INC. COM 59156R108 4,490 98,125 SH   SOLE   98,125 0 0
MET-PRO CORP. COM 590876306 865 64,349 SH   SOLE   64,349 0 0
METTLER-TOLEDO INTERNATIONAL INC. COM 592688105 223 1,110 SH   SOLE   1,110 0 0
MFA FINANCIAL, INC. REIT 55272X102 538 63,700 SH   SOLE   63,700 0 0
MGM RESORTS INTERNATIONAL COM 552953101 415 28,100 SH   SOLE   28,100 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 430 11,545 SH   SOLE   11,545 0 0
MICRON TECHNOLOGY INC. COM 595112103 1,133 79,050 SH   SOLE   79,050 0 0
MICROSOFT CORP. COM 594918104 20,804 602,496 SH   SOLE   602,496 0 0
MID-CON ENERGY PARTNERS LP COM 59560V109 263 11,643 SH   SOLE   11,643 0 0
MOHAWK INDUSTRIES INC. COM 608190104 388 3,450 SH   SOLE   3,450 0 0
MOLEX, INCORPORATED COM 608554101 279 9,503 SH   SOLE   9,503 0 0
MOLSON COORS BREWING COMPANY COM 60871R209 978 20,425 SH   SOLE   20,425 0 0
MONDELEZ INTERNATIONAL, INC. COM 609207105 3,899 136,646 SH   SOLE   136,646 0 0
MONRO MUFFLER BRAKE COM 610236101 226 4,700 SH   SOLE   4,700 0 0
MONSANTO COMPANY COM 61166W101 8,016 81,133 SH   SOLE   81,133 0 0
MONSTER BEVERAGE CORPORATION COM 611740101 547 9,000 SH   SOLE   9,000 0 0
MONTPELIER RE HOLDINGS LTD COM G62185106 233 9,300 SH   SOLE   9,300 0 0
MOODY'S CORPORATION COM 615369105 1,600 26,265 SH   SOLE   26,265 0 0
MORGAN STANLEY COM 617446448 3,298 134,993 SH   SOLE   134,993 0 0
MOSAIC CO., THE COM 61945C103 1,410 26,200 SH   SOLE   26,200 0 0
MOTOROLA SOLUTIONS INC. COM 620076307 991 17,171 SH   SOLE   17,171 0 0
MOTORS LIQUIDATION CO GUC TRUS COM 62010U101 329 10,729 SH   SOLE   10,729 0 0
MOVADO GROUP COM 624580106 203 6,000 SH   SOLE   6,000 0 0
MRC GLOBAL INC. COM 55345K103 749 27,100 SH   SOLE   27,100 0 0
MURPHY OIL CORP. COM 626717102 721 11,833 SH   SOLE   11,833 0 0
MYLAN INC. COM 628530107 1,092 35,206 SH   SOLE   35,206 0 0
MYRIAD GENETICS, INC. COM 62855J104 640 23,800 SH   SOLE   23,800 0 0
NABORS INDUSTRIES INC. CONV 629568AF3 8,307 8,307,373 PRN   SOLE   8,307,373 0 0
NABORS INDUSTRIES LTD COM G6359F103 1,550 101,264 SH   SOLE   101,264 0 0
NASDAQ OMX GROUP, INC., THE COM 631103108 379 11,567 SH   SOLE   11,567 0 0
NATIONAL OILWELL VARCO, INC. COM 637071101 1,592 23,103 SH   SOLE   23,103 0 0
NATIONAL RETAIL PROPERTIES INC. REIT 637417106 275 8,000 SH   SOLE   8,000 0 0
NATIONSTAR MORTGAGE HOLDINGS INC COM 63861C109 464 12,400 SH   SOLE   12,400 0 0
NEEBO INC. COM 63983W108 201 88,055 SH   SOLE   88,055 0 0
NEENAH ENTERPRISES, INC. COM 64007R109 1,620 154,333 SH   SOLE   154,333 0 0
NETAPP INC. COM 64110D104 1,563 41,367 SH   SOLE   41,367 0 0
NETFLIX INC COM 64110L106 751 3,556 SH   SOLE   3,556 0 0
NEW YORK COMMUNITY BANCORP, INC COM 649445103 677 48,340 SH   SOLE   48,340 0 0
NEWARK GROUP INC., THE COM 650341MM9 1,304 546,783 SH   SOLE   546,783 0 0
NEWELL RUBBERMAID INC. COM 651229106 510 19,421 SH   SOLE   19,421 0 0
NEWMONT MINING CORP. COM 651639106 1,005 33,554 SH   SOLE   33,554 0 0
NEWS CORPORATION COM 65248E104 6,415 196,788 SH   SOLE   196,788 0 0
NEXTERA ENERGY INC. COM 65339F101 3,778 46,368 SH   SOLE   46,368 0 0
NIKE, INC. COM 654106103 4,283 67,264 SH   SOLE   67,264 0 0
NOBLE CORPORATION COM H5833N103 496 13,200 SH   SOLE   13,200 0 0
NOBLE ENERGY INC. COM 655044105 1,172 19,522 SH   SOLE   19,522 0 0
NORDSTROM, INC. COM 655664100 1,302 21,719 SH   SOLE   21,719 0 0
NORFOLK SOUTHERN CORP. COM 655844108 1,750 24,086 SH   SOLE   24,086 0 0
NORTHEAST UTILITIES COM 664397106 805 19,164 SH   SOLE   19,164 0 0
NORTHERN OIL AND GAS INC COM 665531109 447 33,500 SH   SOLE   33,500 0 0
NORTHERN TIER ENERGY LP COM 665826103 454 18,915 SH   SOLE   18,915 0 0
NORTHERN TRUST CORP. COM 665859104 667 11,520 SH   SOLE   11,520 0 0
NORTHROP GRUMMAN CORPORATION COM 666807102 3,156 38,110 SH   SOLE   38,110 0 0
NOVATION CO INC REIT 66989V107 7,894 19,258,775 SH   SOLE   19,258,775 0 0
NOVO NORDISK A/S ADR 670100205 1,147 7,400 SH   SOLE   7,400 0 0
NRG ENERGY INC. COM 629377508 780 29,220 SH   SOLE   29,220 0 0
NU SKIN ENTERPRISES, INC. COM 67018T105 1,760 28,800 SH   SOLE   28,800 0 0
NUCOR CORPORATION COM 670346105 3,943 91,017 SH   SOLE   91,017 0 0
NV ENERGY INC. COM 67073Y106 737 31,400 SH   SOLE   31,400 0 0
NVIDIA CORP. COM 67066G104 992 70,711 SH   SOLE   70,711 0 0
NYSE EURONEXT COM 629491101 972 23,468 SH   SOLE   23,468 0 0
OASIS PETROLEUM INC. COM 674215108 381 9,800 SH   SOLE   9,800 0 0
OCCIDENTAL PETROLEUM CORP. COM 674599105 2,022 22,665 SH   SOLE   22,665 0 0
OCEAN RIG UDW INC. COM Y64354205 8,811 470,400 SH   SOLE   470,400 0 0
OCEANEERING INTL, INC. COM 675232102 426 5,900 SH   SOLE   5,900 0 0
OCWEN FINANCIAL CORP. COM 675746309 247 6,000 SH   SOLE   6,000 0 0
OIL STATES INTL, INC. COM 678026105 1,380 14,900 SH   SOLE   14,900 0 0
OLD REPUBLIC INTERNATIONAL CORP. COM 680223104 373 28,957 SH   SOLE   28,957 0 0
OMNICARE, INC. COM 681904108 701 14,700 SH   SOLE   14,700 0 0
OMNICOM GROUP INC. COM 681919106 852 13,545 SH   SOLE   13,545 0 0
OMNOVA SOLUTIONS INC. COM 682129101 4,982 621,932 SH   SOLE   621,932 0 0
ON SEMICONDUCTOR CORP. COM 682189105 142 17,600 SH   SOLE   17,600 0 0
ONEOK INC. COM 682680103 260 6,300 SH   SOLE   6,300 0 0
ONEOK PARTNERS LP COM 68268N103 561 11,325 SH   SOLE   11,325 0 0
ORACLE CORP. COM 68389X105 12,452 405,345 SH   SOLE   405,345 0 0
O'REILLY AUTOMOTIVE, INC. NEW COM 67103H107 1,730 15,357 SH   SOLE   15,357 0 0
OSHKOSH TRUCK CORPORATION COM 688239201 554 14,600 SH   SOLE   14,600 0 0
OWENS CORNING COM 690742101 442 11,300 SH   SOLE   11,300 0 0
OWENS-ILLINOIS INC. COM 690768403 960 34,538 SH   SOLE   34,538 0 0
PACKAGING CORP. OF AMERICA COM 695156109 612 12,500 SH   SOLE   12,500 0 0
PALL CORP. COM 696429307 433 6,522 SH   SOLE   6,522 0 0
PARKER-HANNIFIN CORPORATION COM 701094104 1,441 15,108 SH   SOLE   15,108 0 0
PARTNERRE LTD. COM G6852T105 743 8,200 SH   SOLE   8,200 0 0
PATTERSON - UTI ENERGY, INC. COM 703481101 977 50,500 SH   SOLE   50,500 0 0
PATTERSON COMPANIES, INC. COM 703395103 216 5,747 SH   SOLE   5,747 0 0
PAYCHEX INC COM 704326107 474 12,977 SH   SOLE   12,977 0 0
PBF ENERGY, INC. COM 69318G106 401 15,500 SH   SOLE   15,500 0 0
PEABODY ENERGY CORPORATION COM 704549104 1,350 92,235 SH   SOLE   92,235 0 0
PENSKE AUTO GROUP INC COM 70959W103 360 11,800 SH   SOLE   11,800 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105 425 28,510 SH   SOLE   28,510 0 0
PEPCO HOLDINGS INC. COM 713291102 298 14,799 SH   SOLE   14,799 0 0
PEPSICO INC. COM 713448108 8,954 109,475 SH   SOLE   109,475 0 0
PERRIGO COMPANY COM 714290103 537 4,440 SH   SOLE   4,440 0 0
PETROBRAS ARGENTINA SA ADR 71646J109 181 50,000 SH   SOLE   50,000 0 0
PETROQUEST ENERGY INC COM 716748108 1,434 362,000 SH   SOLE   362,000 0 0
PETSMART, INC. COM 716768106 2,197 32,800 SH   SOLE   32,800 0 0
PFIZER, INC. COM 717081103 21,074 752,386 SH   SOLE   752,386 0 0
PG&E CORP. COM 69331C108 1,268 27,735 SH   SOLE   27,735 0 0
PHILIP MORRIS INTERNATIONAL INC. COM 718172109 7,259 83,802 SH   SOLE   83,802 0 0
PHILLIPS 66 COM 718546104 6,096 103,474 SH   SOLE   103,474 0 0
PIER 1 IMPORTS COM 720279108 343 14,600 SH   SOLE   14,600 0 0
PINNACLE FOODS INC. COM 72348P104 244 10,100 SH   SOLE   10,100 0 0
PINNACLE WEST CAPITAL CORP. COM 723484101 1,036 18,682 SH   SOLE   18,682 0 0
PITNEY BOWES INC. COM 724479100 2,525 171,988 SH   SOLE   171,988 0 0
PLAINS MARKETING LP COM 726503105 1,509 27,030 SH   SOLE   27,030 0 0
PLUM CREEK TIMBER CO. INC. REIT 729251108 506 10,836 SH   SOLE   10,836 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 4,343 59,558 SH   SOLE   59,558 0 0
POLARIS INDUSTRIES, INC. COM 731068102 304 3,200 SH   SOLE   3,200 0 0
POOL CORPORATION COM 73278L105 1,017 19,400 SH   SOLE   19,400 0 0
POPULAR INC. COM 733174700 431 14,200 SH   SOLE   14,200 0 0
PORTLAND GENERAL ELECTRIC CO. COM 736508847 205 6,700 SH   SOLE   6,700 0 0
POWER-ONE, INC. COM 73930R102 75 11,900 SH   SOLE   11,900 0 0
PPG INDUSTRIES INC. COM 693506107 2,735 18,683 SH   SOLE   18,683 0 0
PPL CORP. COM 69351T106 1,785 59,002 SH   SOLE   59,002 0 0
PRAXAIR INC. COM 74005P104 380 3,300 SH   SOLE   3,300 0 0
PRICELINE.COM, INC. COM 741503403 1,820 2,200 SH   SOLE   2,200 0 0
PRINCIPAL FINANCIAL GROUP, INC. COM 74251V102 1,557 41,564 SH   SOLE   41,564 0 0
PROASSURANCE CORPORATION COM 74267C106 615 11,800 SH   SOLE   11,800 0 0
PROCTER & GAMBLE CO. COM 742718109 17,069 221,703 SH   SOLE   221,703 0 0
PROGRESSIVE CORP., THE COM 743315103 1,038 40,848 SH   SOLE   40,848 0 0
PROGRESSIVE WASTE SOLUTIONS LTD. COM 74339G101 2,151 100,000 SH   SOLE   100,000 0 0
PROLOGIS COM 74340W103 1,779 47,165 SH   SOLE   47,165 0 0
PROTECTIVE LIFE CORP. COM 743674103 252 6,566 SH   SOLE   6,566 0 0
PRUDENTIAL FINANCIAL, INC. COM 744320102 3,123 42,762 SH   SOLE   42,762 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC. COM 744573106 1,905 58,333 SH   SOLE   58,333 0 0
PULTEGROUP, INC. COM 745867101 2,010 105,937 SH   SOLE   105,937 0 0
PVH CORP. COM 693656100 231 1,850 SH   SOLE   1,850 0 0
QEP RESOURCES INC. COM 74733V100 905 32,587 SH   SOLE   32,587 0 0
QUALCOM, INC. COM 747525103 4,964 81,278 SH   SOLE   81,278 0 0
QUALITY DISTRIBUTION INC. COM 74756M102 8,840 1,000,000 SH   SOLE   1,000,000 0 0
QUANTA SERVICES, INC. COM 74762E102 276 10,437 SH   SOLE   10,437 0 0
QUEST DIAGNOSTICS INC. COM 74834L100 433 7,144 SH   SOLE   7,144 0 0
QUESTAR CORP. COM 748356102 205 8,600 SH   SOLE   8,600 0 0
R.R. DONNELLEY & SONS COMPANY COM 257867101 1,526 108,926 SH   SOLE   108,926 0 0
RALPH LAUREN CORPORATION COM 751212101 738 4,250 SH   SOLE   4,250 0 0
RANDGOLD RESOURCES LTD ADR 752344309 690 10,770 SH   SOLE   10,770 0 0
RAYMOND JAMES FINANCIAL, INC. COM 754730109 241 5,600 SH   SOLE   5,600 0 0
RAYONIER, INC. REIT 754907103 441 7,965 SH   SOLE   7,965 0 0
RAYTHEON CO. COM 755111507 2,884 43,613 SH   SOLE   43,613 0 0
REALTY INCOME CORP. COM 756109104 268 6,400 SH   SOLE   6,400 0 0
REGENT BROADCASTING LLC WAR 75686RNN9 1,430 704,626 SH   SOLE   704,626 0 0
REGENT BROADCASTING LLC WAR 75686RZZ9 507 704,626 SH   SOLE   704,626 0 0
REGIONS FINANCIAL CORP. COM 7591EP100 1,565 164,268 SH   SOLE   164,268 0 0
REINSURANCE GROUP OF AMERICA, INC. COM 759351604 252 3,643 SH   SOLE   3,643 0 0
RELIANCE STEEL & ALUMINUM CO. COM 759509102 656 10,000 SH   SOLE   10,000 0 0
RENAISSANCERE HOLDINGS LTD. COM G7496G103 234 2,700 SH   SOLE   2,700 0 0
RENT-A-CENTER, INC. COM 76009N100 270 7,200 SH   SOLE   7,200 0 0
RENTECH, INC. COM 760112102 980 466,500 SH   SOLE   466,500 0 0
REPUBLIC SERVICES INC. COM 760759100 3,801 111,989 SH   SOLE   111,989 0 0
RESMED INC. COM 761152107 266 5,900 SH   SOLE   5,900 0 0
RESOLUTE FOREST PRODUCTS, INC. COM 76117W109 1,193 90,574 SH   SOLE   90,574 0 0
RESOURCE CAPITAL CORPORATION COM 76120W302 215 35,000 SH   SOLE   35,000 0 0
REYNOLDS AMERICAN INC. COM 761713106 631 13,042 SH   SOLE   13,042 0 0
RIO TINTO PLC ADR 767204100 1,766 43,000 SH   SOLE   43,000 0 0
ROBERT HALF INTERNATIONAL, INC. COM 770323103 208 6,261 SH   SOLE   6,261 0 0
ROCK-TENN CO. COM 772739207 15,112 151,300 SH   SOLE   151,300 0 0
ROCKWELL AUTOMATION INC. COM 773903109 987 11,869 SH   SOLE   11,869 0 0
ROCKWELL COLLINS INC. COM 774341101 693 10,925 SH   SOLE   10,925 0 0
ROCKWOOD HOLDINGS, INC. COM 774415103 211 3,300 SH   SOLE   3,300 0 0
ROGERS COMMUNICATIONS, INC. COM 775109200 482 12,292 SH   SOLE   12,292 0 0
ROPER INDUSTRIES, INC. COM 776696106 1,556 12,527 SH   SOLE   12,527 0 0
ROSS STORES, INC. COM 778296103 1,152 17,768 SH   SOLE   17,768 0 0
ROVI CORPORATION COM 779376102 813 35,600 SH   SOLE   35,600 0 0
ROWAN COS. INC. COM G7665A101 406 11,908 SH   SOLE   11,908 0 0
ROYAL CARIBBEAN CRUISES LTD. COM V7780T103 307 9,200 SH   SOLE   9,200 0 0
ROYAL GOLD, INC. COM 780287108 804 19,100 SH   SOLE   19,100 0 0
RPC, INC. COM 749660106 1,919 138,950 SH   SOLE   138,950 0 0
RYDER SYSTEM, INC. COM 783549108 1,969 32,386 SH   SOLE   32,386 0 0
SAFEWAY INC. COM 786514208 2,497 105,521 SH   SOLE   105,521 0 0
SAIC INC. COM 78390X101 2,141 153,664 SH   SOLE   153,664 0 0
SANDISK CORP. COM 80004C101 1,396 22,853 SH   SOLE   22,853 0 0
SBA COMMUNICATIONS CORP. COM 78388J106 428 5,770 SH   SOLE   5,770 0 0
SCANA CORP. COM 80589M102 541 11,020 SH   SOLE   11,020 0 0
SCHLUMBERGER LTD. COM 806857108 4,383 61,159 SH   SOLE   61,159 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 88 17,700 SH   SOLE   17,700 0 0
SCRIPPS NETWORKS INTERACTIVE INC. COM 811065101 1,235 18,496 SH   SOLE   18,496 0 0
SEADRILL LTD. COM G7945E105 603 14,800 SH   SOLE   14,800 0 0
SEAGATE TECHNOLOGY, INC. COM G7945M107 2,770 61,800 SH   SOLE   61,800 0 0
SEALED AIR CORPORATION COM 81211K100 877 36,600 SH   SOLE   36,600 0 0
SELECT SPDR CONSUMER ETF 81369Y100 2,055 53,600 SH   SOLE   53,600 0 0
SELECT SPDR CONSUMER ETF 81369Y209 2,414 50,700 SH   SOLE   50,700 0 0
SELECT SPDR CONSUMER COM 81369Y308 1,158 29,200 SH   SOLE   29,200 0 0
SELECT SPDR CONSUMER ETF 81369Y407 925 16,400 SH   SOLE   16,400 0 0
SELECT SPDR ENERGY SECTOR ETF 81369Y506 603 7,700 SH   SOLE   7,700 0 0
SELECT SPDR FINANCIAL SECTOR ETF 81369Y605 3,223 165,381 SH   SOLE   165,381 0 0
SELECT SPDR INDUSTRIAL SECTOR ETF 81369Y704 1,545 36,300 SH   SOLE   36,300 0 0
SELECT SPDR TECHNOLOGY SECTOR ETF 81369Y803 297 9,700 SH   SOLE   9,700 0 0
SELECT SPDR UTILITIES SECTOR ETF 81369Y886 2,491 66,200 SH   SOLE   66,200 0 0
SEMPRA ENERGY COM 816851109 475 5,804 SH   SOLE   5,804 0 0
SENIOR HOUSING PROPERTIES TRUST REIT 81721M109 482 18,600 SH   SOLE   18,600 0 0
SERVICE CORP. INTERNATIONAL COM 817565104 521 28,900 SH   SOLE   28,900 0 0
SHERWIN-WILLIAMS CO. COM 824348106 509 2,880 SH   SOLE   2,880 0 0
SIBANYE GOLD LTD ADR 825724206 48 16,300 SH   SOLE   16,300 0 0
SIGMA-ALDRICH CORP. COM 826552101 254 3,165 SH   SOLE   3,165 0 0
SILGAN HOLDINGS INC. COM 827048109 357 7,600 SH   SOLE   7,600 0 0
SILVER WHEATON CORPORATION COM 828336107 209 10,600 SH   SOLE   10,600 0 0
SIMON PROPERTY GROUP, INC. REIT 828806109 739 4,678 SH   SOLE   4,678 0 0
SIRIUS XM RADIO INC. COM 82967N108 573 171,000 SH   SOLE   171,000 0 0
SIX FLAGS ENTERTAINMENT CORPORATION COM 83001A102 274 7,800 SH   SOLE   7,800 0 0
SL GREEN REALTY CORP. REIT 78440X101 441 5,000 SH   SOLE   5,000 0 0
SLM CORPORATION COM 78442P106 2,165 94,709 SH   SOLE   94,709 0 0
SNAP-ON INC. COM 833034101 613 6,855 SH   SOLE   6,855 0 0
SOCIEDAD QUIMICA Y MINERA DE C ADR 833635105 711 17,600 SH   SOLE   17,600 0 0
SOLECTRON CORPORATION CONV 834182AL1 5,440 8,000,000 PRN   SOLE   8,000,000 0 0
SONOCO PRODUCTS CO. COM 835495102 2,097 60,667 SH   SOLE   60,667 0 0
SOUTHERN COMPANY COM 842587107 1,593 36,107 SH   SOLE   36,107 0 0
SOUTHERN COPPER CORP. COM 84265V105 4,626 167,486 SH   SOLE   167,486 0 0
SOUTHWEST AIRLINES CO. COM 844741108 2,466 191,349 SH   SOLE   191,349 0 0
SOUTHWESTERN ENERGY CO. COM 845467109 431 11,800 SH   SOLE   11,800 0 0
SPECTRA ENERGY CORP COM 847560109 1,921 55,735 SH   SOLE   55,735 0 0
SPECTRASCIENCE, INC. COM 84760E301 8 157,715 SH   SOLE   157,715 0 0
SPIRIT AEROSYSTEMS HOLDINGS INC COM 848574109 623 29,000 SH   SOLE   29,000 0 0
SPRINT NEXTEL CORPORATION COM 852061100 2,153 306,760 SH   SOLE   306,760 0 0
ST. JUDE MEDICAL INC. COM 790849103 1,092 23,929 SH   SOLE   23,929 0 0
STANDARD PARKING CORP. COM 853790103 5,721 266,600 SH   SOLE   266,600 0 0
STANLEY BLACK & DECKER INC. COM 854502101 563 7,281 SH   SOLE   7,281 0 0
STAPLES INC. COM 855030102 1,179 74,348 SH   SOLE   74,348 0 0
STAR GAS PARTNERS LP COM 85512C105 187 38,175 SH   SOLE   38,175 0 0
STARBUCKS CORP. COM 855244109 2,055 31,372 SH   SOLE   31,372 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE INC. COM 85590A401 1,989 31,475 SH   SOLE   31,475 0 0
STARWOOD PROPERTY TRUST INC. REIT 85571B105 250 10,100 SH   SOLE   10,100 0 0
STARZ COM 85571Q102 360 16,295 SH   SOLE   16,295 0 0
STATE STREET CORP. COM 857477103 3,297 50,561 SH   SOLE   50,561 0 0
STEEL DYNAMICS INC. COM 858119100 388 26,000 SH   SOLE   26,000 0 0
STEIN MART, INC. COM 858375108 508 37,200 SH   SOLE   37,200 0 0
STERICYCLE, INC. COM 858912108 237 2,144 SH   SOLE   2,144 0 0
STRYKER CORPORATION COM 863667101 1,812 28,009 SH   SOLE   28,009 0 0
SUNCO LOGISTICS PARTNERS LP COM 86764L108 653 10,215 SH   SOLE   10,215 0 0
SUNTRUST BANKS, INC. COM 867914103 2,166 68,600 SH   SOLE   68,600 0 0
SUPERIOR ENERGY SERVICES INC. COM 868157108 3,541 136,500 SH   SOLE   136,500 0 0
SUPREME INDUSTRIES, INC. COM 868607102 1,589 317,707 SH   SOLE   317,707 0 0
SYKES ENTERPRISES, INC. COM 871237103 164 10,400 SH   SOLE   10,400 0 0
SYMANTEC CORP. COM 871503108 1,780 79,234 SH   SOLE   79,234 0 0
SYMMETRY MEDICAL, INC. COM 871546206 2,078 246,800 SH   SOLE   246,800 0 0
SYNNEX CORP. COM 87162W100 258 6,100 SH   SOLE   6,100 0 0
SYNOVUS FINANCIAL CORP. COM 87161C105 81 27,800 SH   SOLE   27,800 0 0
SYSCO CORP. COM 871829107 376 11,000 SH   SOLE   11,000 0 0
T ROWE PRICE GROUP, INC. COM 74144T108 819 11,192 SH   SOLE   11,192 0 0
TAL INTERNATIONAL GROUP INC COM 874083108 205 4,700 SH   SOLE   4,700 0 0
TARGA RESOURCES PARTNERS LP COM 87611X105 213 4,215 SH   SOLE   4,215 0 0
TARGET CORP. COM 87612E106 3,219 46,753 SH   SOLE   46,753 0 0
TCP CAPITAL CORP COM 87238Q103 26,889 1,603,372 SH   SOLE   1,603,372 0 0
TE CONNECTIVITY LTD. COM H8912P106 765 16,800 SH   SOLE   16,800 0 0
TECH DATA CORPORATION COM 878237106 410 8,700 SH   SOLE   8,700 0 0
TECO ENERGY INC. COM 872375100 198 11,523 SH   SOLE   11,523 0 0
TELECOM ARGENTINA SA ADR 879273209 369 24,800 SH   SOLE   24,800 0 0
TELENAV INC COM 879455103 65 12,500 SH   SOLE   12,500 0 0
TENET HEALTHCARE CORP. COM 88033G407 303 6,578 SH   SOLE   6,578 0 0
TERADYNE INC COM 880770102 192 10,930 SH   SOLE   10,930 0 0
TEREX CORP. COM 880779103 586 22,300 SH   SOLE   22,300 0 0
TERRA NITROGEN COMPANY LP COM 881005201 343 1,605 SH   SOLE   1,605 0 0
TESORO PETROLEUM CORPORATION COM 881609101 4,938 94,373 SH   SOLE   94,373 0 0
TEXAS INSTRUMENTS INC. COM 882508104 2,576 73,869 SH   SOLE   73,869 0 0
TEXAS ROADHOUSE, INC. COM 882681109 643 25,700 SH   SOLE   25,700 0 0
TEXTRON INC. COM 883203101 692 26,557 SH   SOLE   26,557 0 0
THERMO FISHER SCIENTIFIC INC. COM 883556102 2,019 23,854 SH   SOLE   23,854 0 0
THERMON GROUP HOLDINGS INC COM 88362T103 1,985 97,300 SH   SOLE   97,300 0 0
THOMSON REUTERS CORP. COM 884903105 303 9,300 SH   SOLE   9,300 0 0
TIFFANY AND COMPANY COM 886547108 278 3,813 SH   SOLE   3,813 0 0
TIME WARNER CABLE INC. COM 88732J207 2,522 22,424 SH   SOLE   22,424 0 0
TIME WARNER INC. COM 887317303 5,574 96,400 SH   SOLE   96,400 0 0
TIMKEN COMPANY, THE COM 887389104 304 5,400 SH   SOLE   5,400 0 0
TJX COMPANIES INC. COM 872540109 4,278 85,466 SH   SOLE   85,466 0 0
TORCHMARK CORP. COM 891027104 792 12,153 SH   SOLE   12,153 0 0
TOTAL FINA ELF SA COM 89151E109 2,640 54,200 SH   SOLE   54,200 0 0
TOTAL SYSTEM SERVICES INC. COM 891906109 277 11,328 SH   SOLE   11,328 0 0
TRAVELERS COMPANIES, INC., THE COM 89417E109 3,287 41,125 SH   SOLE   41,125 0 0
TRINITY INDUSTRIES INC. COM 896522109 442 11,500 SH   SOLE   11,500 0 0
TRIUMPH GROUP, INC. COM 896818101 1,361 17,200 SH   SOLE   17,200 0 0
TRW AUTOMOTIVE HOLDINGS CORP. COM 87264S106 870 13,090 SH   SOLE   13,090 0 0
TUPPERWARE BRANDS CORPORATION COM 899896104 295 3,800 SH   SOLE   3,800 0 0
TWO HARBORS INVESTMENT CORP REIT 90187B101 321 31,300 SH   SOLE   31,300 0 0
TYCO INTERNATIONAL LTD. COM H89128104 629 19,100 SH   SOLE   19,100 0 0
TYSON FOODS INC. COM 902494103 876 34,121 SH   SOLE   34,121 0 0
U S AIRWAYS GROUP, INC. COM 90341W108 255 15,500 SH   SOLE   15,500 0 0
U.S. BANCORP COM 902973304 3,850 106,499 SH   SOLE   106,499 0 0
UGI CORPORATION COM 902681105 539 13,788 SH   SOLE   13,788 0 0
ULTRAPAR PARTICIPACOES SA ADR 90400P101 1,520 63,500 SH   SOLE   63,500 0 0
UNION PACIFIC CORPORATION COM 907818108 13,051 84,596 SH   SOLE   84,596 0 0
UNISYS CORPORATION COM 909214306 313 14,200 SH   SOLE   14,200 0 0
UNITED CONTINENTAL HOLDINGS INC. COM 910047109 236 7,555 SH   SOLE   7,555 0 0
UNITED PARCEL SERVICE INC. COM 911312106 1,664 19,245 SH   SOLE   19,245 0 0
UNITED RENTALS INC. COM 911363109 200 4,000 SH   SOLE   4,000 0 0
UNITED TECHNOLOGIES CORP. COM 913017109 5,767 62,052 SH   SOLE   62,052 0 0
UNITED THERAPEUTICS CORP COM 91307C102 1,040 15,800 SH   SOLE   15,800 0 0
UNITEDHEALTH GROUP, INC. COM 91324P102 3,945 60,245 SH   SOLE   60,245 0 0
UNIVERSAL CORPORATION COM 913456109 249 4,300 SH   SOLE   4,300 0 0
UNIVERSAL HEALTH SERVICES INC. COM 913903100 710 10,600 SH   SOLE   10,600 0 0
UNUM GROUP COM 91529Y106 1,583 53,906 SH   SOLE   53,906 0 0
URS CORPORATION COM 903236107 940 19,900 SH   SOLE   19,900 0 0
USA MOBILITY, INC. COM 90341G103 163 12,000 SH   SOLE   12,000 0 0
USANA HEALTH SCIENCES COM 90328M107 369 5,100 SH   SOLE   5,100 0 0
VALE SA ADR 91912E105 1,445 109,900 SH   SOLE   109,900 0 0
VALERO ENERGY CORP. COM 91913Y100 2,685 77,221 SH   SOLE   77,221 0 0
VALIDUS HOLDINGS LTD. COM G9319H102 957 26,500 SH   SOLE   26,500 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF ETF 921943858 2,665 74,840 SH   SOLE   74,840 0 0
VANGUARD FTSE EMERGING MARKETS ETF 922042858 1,194 30,800 SH   SOLE   30,800 0 0
VANTAGE DRILLING COMPANY COM G93205113 11,308 5,543,000 SH   SOLE   5,543,000 0 0
VARIAN MEDICAL SYSTEMS, INC. COM 92220P105 383 5,671 SH   SOLE   5,671 0 0
VENTAS INC. REIT 92276F100 1,136 16,361 SH   SOLE   16,361 0 0
VERISIGN INC. COM 92343E102 581 13,020 SH   SOLE   13,020 0 0
VERIZON COMMUNICATIONS INC. COM 92343V104 10,792 214,387 SH   SOLE   214,387 0 0
VERTIS HOLDINGS INC. COM 92535B205 0 70,450 SH   SOLE   70,450 0 0
VF CORP. COM 918204108 1,548 8,020 SH   SOLE   8,020 0 0
VIACOM INC. COM 92553P201 2,844 41,800 SH   SOLE   41,800 0 0
VISA, INC. COM 92826C839 6,516 35,658 SH   SOLE   35,658 0 0
VISHAY INTERTECHNOLOGY INC. COM 928298108 681 49,000 SH   SOLE   49,000 0 0
VISTEON CORP. COM 92839U206 650 10,300 SH   SOLE   10,300 0 0
VOXX INTERNATIONAL CORP COM 91829F104 199 16,200 SH   SOLE   16,200 0 0
VULCAN MATERIALS CO. COM 929160109 294 6,063 SH   SOLE   6,063 0 0
W T OFFSHORE INC COM 92922P106 677 47,400 SH   SOLE   47,400 0 0
WABTEC CORPORATION COM 929740108 1,710 32,000 SH   SOLE   32,000 0 0
WADDELL & REED FINANCIAL INC. COM 930059100 596 13,700 SH   SOLE   13,700 0 0
WALGREEN COMPANY COM 931422109 2,955 66,863 SH   SOLE   66,863 0 0
WAL-MART STORES, INC. COM 931142103 5,305 71,215 SH   SOLE   71,215 0 0
WALT DISNEY COMPANY, THE COM 254687106 8,073 127,841 SH   SOLE   127,841 0 0
WALTER ENERGY INC COM 93317Q105 162 15,600 SH   SOLE   15,600 0 0
WASTE MANAGEMENT INC. COM 94106L109 1,490 36,939 SH   SOLE   36,939 0 0
WATERS CORPORATION COM 941848103 305 3,050 SH   SOLE   3,050 0 0
WEINGARTEN REALTY INVESTORS REIT 948741103 200 6,500 SH   SOLE   6,500 0 0
WELLPOINT, INC. COM 94973V107 4,461 54,514 SH   SOLE   54,514 0 0
WELLS FARGO & COMPANY COM 949746101 16,437 398,280 SH   SOLE   398,280 0 0
WESCO INTERNATIONAL INC. COM 95082P105 516 7,600 SH   SOLE   7,600 0 0
WESTAR ENERGY INC. COM 95709T100 297 9,300 SH   SOLE   9,300 0 0
WESTERN DIGITAL CORPORATION COM 958102105 2,868 46,183 SH   SOLE   46,183 0 0
WESTERN REFINING, INC. COM 959319104 539 19,200 SH   SOLE   19,200 0 0
WESTERN UNION COMPANY, THE COM 959802109 1,627 95,115 SH   SOLE   95,115 0 0
WESTLAKE CHEMICAL CORP. COM 960413102 1,012 10,500 SH   SOLE   10,500 0 0
WEYERHAEUSER CO. REIT 962166104 1,071 37,603 SH   SOLE   37,603 0 0
WHIRLPOOL CORPORATION COM 963320106 2,132 18,647 SH   SOLE   18,647 0 0
WHITE MOUNTAINS INSURANCE GROUP LTD. COM G9618E107 234 407 SH   SOLE   407 0 0
WHITEWAVE FOODS CO COM 966244105 207 12,750 SH   SOLE   12,750 0 0
WHOLE FOODS MARKET INC. COM 966837106 856 16,622 SH   SOLE   16,622 0 0
WILLIAMS PARTNERS LP COM 96950F104 656 12,705 SH   SOLE   12,705 0 0
WINDSTREAM CORP. COM 97381W104 223 28,951 SH   SOLE   28,951 0 0
WISCONSIN ENERGY CORP. COM 976657106 590 14,382 SH   SOLE   14,382 0 0
WORLD ACCEPTANCE CORP COM 981419104 217 2,500 SH   SOLE   2,500 0 0
WORTHINGTON INDUSTRIES, INC. COM 981811102 3,571 112,600 SH   SOLE   112,600 0 0
WP CAREY INC REIT 92936U109 212 3,200 SH   SOLE   3,200 0 0
WR GRACE & COMPANY COM 38388F108 303 3,600 SH   SOLE   3,600 0 0
WYNDHAM WORLDWIDE CORP. COM 98310W108 1,226 21,431 SH   SOLE   21,431 0 0
WYNN RESORTS LTD. REIT 983134107 1,597 12,477 SH   SOLE   12,477 0 0
XCEL ENERGY INC. COM 98389B100 1,406 49,629 SH   SOLE   49,629 0 0
XEROX CORPORATION COM 984121103 1,957 215,782 SH   SOLE   215,782 0 0
XILINX INC. COM 983919101 504 12,727 SH   SOLE   12,727 0 0
XLIT LTD. COM G98290102 2,766 91,235 SH   SOLE   91,235 0 0
XSTRATA CAPITAL CORPORATION A.V.V. CONV EG3053709 17,733 17,733,000 PRN   SOLE   17,733,000 0 0
XYLEM INC. COM 98419M100 249 9,256 SH   SOLE   9,256 0 0
XYRATEX LTD COM G98268108 121 12,000 SH   SOLE   12,000 0 0
YAHOO! INC. COM 984332106 2,299 91,563 SH   SOLE   91,563 0 0
YUM! BRANDS INC. COM 988498101 1,485 21,411 SH   SOLE   21,411 0 0
ZEBRA TECHNOLOGIES CORP. COM 989207105 272 6,250 SH   SOLE   6,250 0 0
ZIMMER HOLDINGS INC. COM 98956P102 1,397 18,639 SH   SOLE   18,639 0 0
ZIONS BANCORPORATION COM 989701107 991 34,326 SH   SOLE   34,326 0 0
ZOETIS INC. COM 98978V103 366 11,847 SH   SOLE   11,847 0 0