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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ACCO BRANDS CORPORATION COM 00081T108 3,070 462,373 SH   SOLE   462,373 0 0
ADT CORPORATION (THE) COM 00101J106 380 9,350 SH   SOLE   9,350 0 0
AFLAC INC. COM 001055102 1,966 31,717 SH   SOLE   31,717 0 0
AGCO CORP. COM 001084102 610 10,098 SH   SOLE   10,098 0 0
AGL RESOURCES INC. COM 001204106 701 15,224 SH   SOLE   15,224 0 0
AES CORP., THE COM 00130H105 2,614 196,664 SH   SOLE   196,664 0 0
AK STEEL CORP. CONV 001546AP5 10,596 11,250,000 PRN   SOLE   11,250,000 0 0
AMC NETWORKS INC. COM 00164V103 657 9,600 SH   SOLE   9,600 0 0
AOL INC COM 00184X105 418 12,100 SH   SOLE   12,100 0 0
AT&T INC. COM 00206R102 15,377 454,669 SH   SOLE   454,669 0 0
AVX CORP COM 002444107 763 58,100 SH   SOLE   58,100 0 0
ABBOTT LABORATORIES COM 002824100 6,138 184,926 SH   SOLE   184,926 0 0
ABBVIE, INC. COM 00287Y109 9,578 214,126 SH   SOLE   214,126 0 0
ABERCROMBIE & FITCH CO. COM 002896207 957 27,061 SH   SOLE   27,061 0 0
ABRAXAS PETROLEUM CORP COM 003830106 26 10,130 SH   SOLE   10,130 0 0
ACTIVISION BLIZZARD, INC. COM 00507V109 1,369 82,100 SH   SOLE   82,100 0 0
ADELPHIA RECOVERY TRUST COM 00685R409 0 1,783,299 SH   SOLE   1,783,299 0 0
ADOBE SYSTEMS INC. COM 00724F101 618 11,895 SH   SOLE   11,895 0 0
ADVANCE AUTO STORES CO., INC. COM 00751Y106 326 3,940 SH   SOLE   3,940 0 0
AECOM TECHNOLOGY CORP. COM 00766T100 2,605 83,300 SH   SOLE   83,300 0 0
ADVANCED MICRO DEVICES INC. COM 007903107 53 13,900 SH   SOLE   13,900 0 0
ADVANCED MICRO DEVICES INC. CONV 007903AL1 25,938 25,000,000 PRN   SOLE   25,000,000 0 0
AETNA, INC. COM 00817Y108 3,575 55,845 SH   SOLE   55,845 0 0
AFFILIATED MANAGERS GROUP, INC. COM 008252108 340 1,860 SH   SOLE   1,860 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101 1,797 35,056 SH   SOLE   35,056 0 0
AGRIUM, INC. COM 008916108 1,286 15,300 SH   SOLE   15,300 0 0
AIR PRODUCTS AND CHEMICALS INC. COM 009158106 528 4,955 SH   SOLE   4,955 0 0
AIR TRANSPORT SVCS GROUP, INC. COM 00922R105 524 70,000 SH   SOLE   70,000 0 0
AIRGAS, INC. COM 009363102 4,705 44,365 SH   SOLE   44,365 0 0
AKAMAI TECHNOLOGIES, INC. COM 00971T101 214 4,136 SH   SOLE   4,136 0 0
ALASKA AIR GROUP, INC. COM 011659109 2,461 39,300 SH   SOLE   39,300 0 0
ALCOA, INC. COM 013817101 2,827 348,172 SH   SOLE   348,172 0 0
ALERE INC. COM 01449J105 15,649 511,900 SH   SOLE   511,900 0 0
ALEXION PHARMACEUTICALS, INC. COM 015351109 309 2,660 SH   SOLE   2,660 0 0
ALLERGAN INC. COM 018490102 1,293 14,296 SH   SOLE   14,296 0 0
ALLIANCE DATA SYSTEMS CORPORATION COM 018581108 351 1,660 SH   SOLE   1,660 0 0
ALLIANCE HOLDINGS GP LP COM 01861G100 1,010 16,870 SH   SOLE   16,870 0 0
ALLIANCE RESOURCE PARTNERS COM 01877R108 1,638 22,095 SH   SOLE   22,095 0 0
ALLIANT ENERGY CORP. COM 018802108 258 5,200 SH   SOLE   5,200 0 0
ALLIANT TECHSYSTEMS, INC. COM 018804104 615 6,300 SH   SOLE   6,300 0 0
ALLIED NEVADA GOLD CORP COM 019344100 54 12,800 SH   SOLE   12,800 0 0
ALLSTATE CORPORATION COM 020002101 2,091 41,360 SH   SOLE   41,360 0 0
ALTRIA GROUP INC. COM 02209S103 4,839 140,870 SH   SOLE   140,870 0 0
AMAZON.COM INC. COM 023135106 2,719 8,697 SH   SOLE   8,697 0 0
AMERCO COM 023586100 1,996 10,840 SH   SOLE   10,840 0 0
AMEREN CORP. COM 023608102 201 5,780 SH   SOLE   5,780 0 0
AMERICAN CAPITAL AGENCY CORP REIT 02503X105 603 26,700 SH   SOLE   26,700 0 0
AMERICAN ELECTRIC POWER CO. INC. COM 025537101 1,806 41,658 SH   SOLE   41,658 0 0
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 192 13,700 SH   SOLE   13,700 0 0
AMERICAN EXPRESS COMPANY COM 025816109 4,798 63,537 SH   SOLE   63,537 0 0
AMERICAN FINANCIAL GROUP, INC. COM 025932104 696 12,882 SH   SOLE   12,882 0 0
AMERICAN INTERNATIONAL GROUP INC. COM 026874784 8,015 164,814 SH   SOLE   164,814 0 0
AMERICAN NATIONAL INSURANCE CO. COM 028591105 332 3,388 SH   SOLE   3,388 0 0
AMERICAN RAILCAR INDUSTRIES INC. COM 02916P103 5,633 143,600 SH   SOLE   143,600 0 0
AMERICAN VANGUARD CORP. COM 030371108 3,147 116,900 SH   SOLE   116,900 0 0
AMERICAN WATER WORKS CO., INC. COM 030420103 764 18,500 SH   SOLE   18,500 0 0
AMERICA'S CAR-MART, INC. COM 03062T105 501 11,100 SH   SOLE   11,100 0 0
AMERISOURCEBERGEN CORPORATION COM 03073E105 1,941 31,767 SH   SOLE   31,767 0 0
AMERIPRISE FINANCIAL, INC. COM 03076C106 2,625 28,818 SH   SOLE   28,818 0 0
AMERIGAS PARTNERS LP COM 030975106 584 13,565 SH   SOLE   13,565 0 0
AMETEK INC. COM 031100100 482 10,475 SH   SOLE   10,475 0 0
AMGEN INC. COM 031162100 6,390 57,086 SH   SOLE   57,086 0 0
AMGEN INC. CONV 031162AE0 37,538 47,142,857 PRN   SOLE   47,142,857 0 0
AMPCO-PITTSBURGH CORPORATION COM 032037103 349 19,500 SH   SOLE   19,500 0 0
AMPHENOL CORP. COM 032095101 431 5,568 SH   SOLE   5,568 0 0
ANADARKO PETROLEUM CORP. COM 032511107 7,951 85,505 SH   SOLE   85,505 0 0
ANALOG DEVICES INC. COM 032654105 941 19,993 SH   SOLE   19,993 0 0
ANNALY CAPITAL MANAGEMENT, INC. REIT 035710409 750 64,760 SH   SOLE   64,760 0 0
ANSYS, INC. COM 03662Q105 407 4,700 SH   SOLE   4,700 0 0
ANTHRACITE CAPITAL, INC. REIT 037023108 0 10,000 SH   SOLE   10,000 0 0
APACHE CORP. COM 037411105 1,453 17,067 SH   SOLE   17,067 0 0
APOLLO GROUP, INC. COM 037604105 1,257 60,400 SH   SOLE   60,400 0 0
APPLE, INC. COM 037833100 27,941 58,608 SH   SOLE   58,608 0 0
APPLIED MATERIALS INC. COM 038222105 461 26,306 SH   SOLE   26,306 0 0
APPROACH RESOURCES, INC. COM 03834A103 1,039 39,546 SH   SOLE   39,546 0 0
AQUA AMERICA, INC. COM 03836W103 281 11,375 SH   SOLE   11,375 0 0
ARCH COAL, INC. COM 039380100 346 84,100 SH   SOLE   84,100 0 0
ARCHER DANIELS MIDLAND COMPANY COM 039483102 6,171 167,518 SH   SOLE   167,518 0 0
ARCHSTONE-SMITH TRUST CONV 039584AC1 28,650 30,000,000 PRN   SOLE   30,000,000 0 0
ARES CAPITAL CORPORATION COM 04010L103 5,847 338,200 SH   SOLE   338,200 0 0
ARROW ELECTRONICS INC. COM 042735100 524 10,800 SH   SOLE   10,800 0 0
ASHLAND, INC. COM 044209104 1,341 14,500 SH   SOLE   14,500 0 0
ASSURANT INC. COM 04621X108 3,032 56,048 SH   SOLE   56,048 0 0
ASTEX PHARMACEUTICALS, INC. COM 04624B103 106 12,500 SH   SOLE   12,500 0 0
ATMOS ENERGY CORP. COM 049560105 232 5,448 SH   SOLE   5,448 0 0
AUTOMATIC DATA PROCESSING INC. COM 053015103 1,861 25,710 SH   SOLE   25,710 0 0
AUTOZONE INC. COM 053332102 1,018 2,408 SH   SOLE   2,408 0 0
AUXILIUM PHARMACEUTICALS, INC. COM 05334D107 423 23,198 SH   SOLE   23,198 0 0
AVERY DENNISON CORP. COM 053611109 2,681 61,597 SH   SOLE   61,597 0 0
AVIS BUDGET GROUP INC. COM 053774105 314 10,900 SH   SOLE   10,900 0 0
AVNET, INC. COM 053807103 534 12,800 SH   SOLE   12,800 0 0
AVON PRODUCTS INC. COM 054303102 896 43,501 SH   SOLE   43,501 0 0
AXIALL CORPORATION COM 05463D100 8,452 223,650 SH   SOLE   223,650 0 0
BB&T CORP. COM 054937107 1,841 54,561 SH   SOLE   54,561 0 0
B T U INTERNATIONAL, INC. COM 056032105 807 269,856 SH   SOLE   269,856 0 0
BABSON CAP PARTN INVS TRUST COM 05616B100 768 55,097 SH   SOLE   55,097 0 0
BAKER HUGHES INC. COM 057224107 1,034 21,068 SH   SOLE   21,068 0 0
BALCHEM CORP. COM 057665200 295 5,700 SH   SOLE   5,700 0 0
BALL CORPORATION COM 058498106 378 8,422 SH   SOLE   8,422 0 0
BALLY TECHNOLOGIES INC. COM 05874B107 1,167 16,200 SH   SOLE   16,200 0 0
BANK OF AMERICA CORPORATION COM 060505104 19,380 1,404,379 SH   SOLE   1,404,379 0 0
CONTEC LLC COM 061508WW3 832 832,245 SH   SOLE   832,245 0 0
BANK OF NEW YORK MELLON CORP. COM 064058100 2,809 93,052 SH   SOLE   93,052 0 0
C R BARD, INC. COM 067383109 728 6,316 SH   SOLE   6,316 0 0
BARRETT BUSINESS SERV, INC. COM 068463108 491 7,300 SH   SOLE   7,300 0 0
BAXTER INTERNATIONAL INC. COM 071813109 3,114 47,403 SH   SOLE   47,403 0 0
BEAZER HOMES U S A, INC. COM 07556Q881 290 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 1,512 15,118 SH   SOLE   15,118 0 0
BED BATH & BEYOND, INC. COM 075896100 823 10,637 SH   SOLE   10,637 0 0
BEMIS COMPANY, INC. COM 081437105 788 20,197 SH   SOLE   20,197 0 0
BERKSHIRE HATHAWAY INC. COM 084670702 18,982 167,229 SH   SOLE   167,229 0 0
BEST BUY COMPANY, INC. COM 086516101 5,359 142,900 SH   SOLE   142,900 0 0
B H P BILLITON LTD ADR 088606108 3,106 46,700 SH   SOLE   46,700 0 0
BIMINI CAPITAL MGMT, INC. REIT 090319401 39 211,628 SH   SOLE   211,628 0 0
BIOMARIN PHARMACEUTICAL INC. COM 09061G101 231 3,200 SH   SOLE   3,200 0 0
BIOGEN IDEC INC. COM 09062X103 1,901 7,896 SH   SOLE   7,896 0 0
BLACKROCK, INC. COM 09247X101 2,557 9,450 SH   SOLE   9,450 0 0
H&R BLOCK INC. COM 093671105 2,373 89,005 SH   SOLE   89,005 0 0
BOARDWALK PIPELINE PARTNERS LP COM 096627104 692 22,800 SH   SOLE   22,800 0 0
BOEING CO. COM 097023105 6,643 56,538 SH   SOLE   56,538 0 0
BOISE INC COM 09746Y105 509 40,400 SH   SOLE   40,400 0 0
BOOZ ALLEN HAMILTON HOLDING CORP COM 099502106 1,590 82,300 SH   SOLE   82,300 0 0
BORGWARNER INC. COM 099724106 1,018 10,040 SH   SOLE   10,040 0 0
BOSTON PROPERTIES INC. REIT 101121101 690 6,450 SH   SOLE   6,450 0 0
BOSTON SCIENTIFIC CORP. COM 101137107 1,424 121,325 SH   SOLE   121,325 0 0
BRIGGS & STRATTON CORP. COM 109043109 8,633 429,100 SH   SOLE   429,100 0 0
BRISTOL-MYERS SQUIBB CO. COM 110122108 1,313 28,379 SH   SOLE   28,379 0 0
BRISTOW GROUP, INC. COM 110394103 226 3,100 SH   SOLE   3,100 0 0
BROADCOM CORPORATION COM 111320107 642 24,688 SH   SOLE   24,688 0 0
BROADRIDGE FINANCIAL SOLUTIONS INC. COM 11133T103 1,705 53,696 SH   SOLE   53,696 0 0
BROCADE COMMUNICATIONS SYSTEMS INC. COM 111621306 848 105,400 SH   SOLE   105,400 0 0
BROWN & BROWN, INC. COM 115236101 205 6,400 SH   SOLE   6,400 0 0
BUCKEYE PARTNERS LP COM 118230101 786 12,000 SH   SOLE   12,000 0 0
BUCKLE, INC. COM 118440106 205 3,800 SH   SOLE   3,800 0 0
CBIZ, INC. COM 124805102 159 21,400 SH   SOLE   21,400 0 0
CBS CORP. COM 124857202 2,693 48,827 SH   SOLE   48,827 0 0
CCS MEDICAL HOLDINGS INC COM 12503E106 171 14,236 SH   SOLE   14,236 0 0
CBOE HOLDINGS INC COM 12503M108 516 11,400 SH   SOLE   11,400 0 0
CBRE GROUP INC. COM 12504L109 407 17,585 SH   SOLE   17,585 0 0
CECO ENVIRONMENTAL CORP. COM 125141101 220 15,656 SH   SOLE   15,656 0 0
CF INDUSTRIES HOLDINGS, INC. COM 125269100 892 4,230 SH   SOLE   4,230 0 0
CIGNA CORPORATION COM 125509109 5,184 67,451 SH   SOLE   67,451 0 0
CIT GROUP, INC. COM 125581801 2,741 56,209 SH   SOLE   56,209 0 0
CME GROUP INC. COM 12572Q105 925 12,515 SH   SOLE   12,515 0 0
CMS ENERGY CORP. COM 125896100 716 27,213 SH   SOLE   27,213 0 0
C S S INDUSTRIES, INC. COM 125906107 439 18,300 SH   SOLE   18,300 0 0
CSX CORP. COM 126408103 1,884 73,180 SH   SOLE   73,180 0 0
CST BRANDS INC. COM 12646R105 504 16,900 SH   SOLE   16,900 0 0
CVR ENERGY INC. COM 12662P108 1,021 26,500 SH   SOLE   26,500 0 0
CVS CAREMARK CORP. COM 126650100 3,574 62,977 SH   SOLE   62,977 0 0
CA, INC. COM 12673P105 2,529 85,248 SH   SOLE   85,248 0 0
CABLEVISION SYSTEMS CORP. COM 12686C109 608 36,100 SH   SOLE   36,100 0 0
CABOT OIL & GAS CORPORATION COM 127097103 371 9,940 SH   SOLE   9,940 0 0
CALUMET SPECIALTY PRODUCTS PAR COM 131476103 597 21,865 SH   SOLE   21,865 0 0
CAMDEN PROPERTY TRUST REIT 133131102 289 4,700 SH   SOLE   4,700 0 0
CAMPBELL SOUP COMPANY COM 134429109 211 5,189 SH   SOLE   5,189 0 0
CANADIAN NATURAL RESOURCES LTD COM 136385101 1,031 32,800 SH   SOLE   32,800 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105 4,459 64,867 SH   SOLE   64,867 0 0
CAPITALSOURCE INC. COM 14055X102 545 45,900 SH   SOLE   45,900 0 0
CARDINAL HEALTH, INC. COM 14149Y108 1,540 29,533 SH   SOLE   29,533 0 0
CARDTRONICS INC. COM 14161H108 2,968 80,000 SH   SOLE   80,000 0 0
CAREFUSION CORP. COM 14170T101 1,666 45,138 SH   SOLE   45,138 0 0
CARIBE MEDIA INC COM 141874WW3 111 11,105 SH   SOLE   11,105 0 0
CARMAX, INC COM 143130102 960 19,800 SH   SOLE   19,800 0 0
CARNIVAL CORP. COM 143658300 834 25,537 SH   SOLE   25,537 0 0
CASEY'S GENERAL STORES INC COM 147528103 1,117 15,200 SH   SOLE   15,200 0 0
CASH AMERICA INTL, INC. COM 14754D100 263 5,800 SH   SOLE   5,800 0 0
CATAMARAN CORP COM 148887102 274 5,960 SH   SOLE   5,960 0 0
CATERPILLAR INC. COM 149123101 1,354 16,235 SH   SOLE   16,235 0 0
CBEYOND INC COM 149847105 115 17,900 SH   SOLE   17,900 0 0
CELANESE CORPORATION COM 150870103 1,562 29,590 SH   SOLE   29,590 0 0
CELGENE CORPORATION COM 151020104 6,455 41,937 SH   SOLE   41,937 0 0
CENTENE CORPORATION COM 15135B101 281 4,400 SH   SOLE   4,400 0 0
CENTERPOINT ENERGY INC. COM 15189T107 1,001 41,766 SH   SOLE   41,766 0 0
CENTRAL GARDEN & PET CO. COM 153527106 1,791 254,400 SH   SOLE   254,400 0 0
CENTRAL GARDEN & PET CO. COM 153527205 2,179 318,100 SH   SOLE   318,100 0 0
CENTURYLINK, INC. COM 156700106 1,282 40,858 SH   SOLE   40,858 0 0
CHASE PACKAGING CORP. COM 161635107 0 19,082 SH   SOLE   19,082 0 0
CHEMED CORPORATION COM 16359R103 7,629 106,700 SH   SOLE   106,700 0 0
CHENIERE ENERGY INC. COM 16411R208 263 7,700 SH   SOLE   7,700 0 0
CHESAPEAKE ENERGY CORP. COM 165167107 880 33,988 SH   SOLE   33,988 0 0
CHESAPEAKE ENERGY CORP. CONV 165167BZ9 19,537 19,885,000 PRN   SOLE   19,885,000 0 0
CHESAPEAKE ENERGY CORPORATION CONV 165167CA3 70,397 72,017,174 PRN   SOLE   72,017,174 0 0
CHESAPEAKE ENERGY CORP. CONV 165167CB1 1,825 2,000,000 PRN   SOLE   2,000,000 0 0
CHEVRON CORPORATION COM 166764100 19,558 160,974 SH   SOLE   160,974 0 0
CHICAGO BRIDGE & IRON COMPANY N.V. COM 167250109 962 14,200 SH   SOLE   14,200 0 0
CHIMERA INVESTMENT CORP REIT 16934Q109 586 192,700 SH   SOLE   192,700 0 0
CHIPOTLE MEXICAN GRILL, INC. COM 169656105 533 1,243 SH   SOLE   1,243 0 0
CHIQUITA BRANDS INTERNATIONAL INC. CONV 170032AT3 6,351 6,485,000 PRN   SOLE   6,485,000 0 0
CHUBB CORP., THE COM 171232101 2,278 25,524 SH   SOLE   25,524 0 0
CHURCH & DWIGHT CO., INC. COM 171340102 664 11,060 SH   SOLE   11,060 0 0
CIMAREX ENERGY CO. COM 171798101 270 2,800 SH   SOLE   2,800 0 0
CINCINNATI FINANCIAL CORP. COM 172062101 770 16,320 SH   SOLE   16,320 0 0
CINEMARK HOLDINGS, INC. COM 17243V102 568 17,900 SH   SOLE   17,900 0 0
CISCO SYSTEMS INC. COM 17275R102 10,557 450,766 SH   SOLE   450,766 0 0
CINTAS CORPORATION COM 172908105 442 8,627 SH   SOLE   8,627 0 0
CITIGROUP, INC. COM 172967424 21,530 443,832 SH   SOLE   443,832 0 0
CITRIX SYSTEMS, INC. COM 177376100 468 6,622 SH   SOLE   6,622 0 0
CLEAN ENERGY FUELS CORP. COM 184499101 2,556 200,000 SH   SOLE   200,000 0 0
CLIFFS NATURAL RESOURCES, INC. COM 18683K101 2,165 105,606 SH   SOLE   105,606 0 0
CLOROX COMPANY COM 189054109 1,076 13,170 SH   SOLE   13,170 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 1,084 73,900 SH   SOLE   73,900 0 0
COACH, INC. COM 189754104 355 6,513 SH   SOLE   6,513 0 0
COCA-COLA CO., THE COM 191216100 9,296 245,414 SH   SOLE   245,414 0 0
COCA-COLA ENTERPRISES INC. COM 19122T109 614 15,263 SH   SOLE   15,263 0 0
COCA-COLA FEMSA SA DE CV ADR 191241108 277 2,200 SH   SOLE   2,200 0 0
COLFAX CORP. COM 194014106 333 5,900 SH   SOLE   5,900 0 0
COLGATE-PALMOLIVE CO. COM 194162103 3,110 52,442 SH   SOLE   52,442 0 0
COLUMBUS MCKINNON CORPORATION COM 199333105 8,261 343,790 SH   SOLE   343,790 0 0
COMCAST CORP. COM 20030N101 11,129 246,493 SH   SOLE   246,493 0 0
COMERICA INC. COM 200340107 657 16,707 SH   SOLE   16,707 0 0
COMMONWEALTH REIT REIT 203233101 854 38,967 SH   SOLE   38,967 0 0
COMMUNITY HEALTH SYSTEMS INC. COM 203668108 394 9,500 SH   SOLE   9,500 0 0
CIA DE MINAS BUENAVENTURA SA ADR 204448104 258 22,000 SH   SOLE   22,000 0 0
COMPRESSCO PARTNERS LP COM 20467A101 634 30,270 SH   SOLE   30,270 0 0
COMPUTER SCIENCES CORP. COM 205363104 3,162 61,116 SH   SOLE   61,116 0 0
COMTECH TELECOMMUNICATIONS COM 205826209 258 10,600 SH   SOLE   10,600 0 0
CONAGRA FOODS INC. COM 205887102 275 9,058 SH   SOLE   9,058 0 0
CON-WAY INC. COM 205944101 1,331 30,900 SH   SOLE   30,900 0 0
CONMED CORP. COM 207410101 6,888 202,650 SH   SOLE   202,650 0 0
CONOCOPHILLIPS COM 20825C104 8,222 118,287 SH   SOLE   118,287 0 0
CONSOLIDATED EDISON, INC. COM 209115104 1,453 26,351 SH   SOLE   26,351 0 0
CONSTELLATION BRANDS INC. COM 21036P108 474 8,264 SH   SOLE   8,264 0 0
COOPER-STANDARD HOLDINGS, INC. COM 21676P103 3,173 63,455 SH   SOLE   63,455 0 0
COPART, INC. COM 217204106 353 11,100 SH   SOLE   11,100 0 0
CORELOGIC INC. COM 21871D103 200 7,400 SH   SOLE   7,400 0 0
CORNING, INC. COM 219350105 1,725 118,241 SH   SOLE   118,241 0 0
COSTCO WHOLESALE CORP. COM 22160K105 1,941 16,864 SH   SOLE   16,864 0 0
COTT CORP. COM 22163N106 15,950 2,074,090 SH   SOLE   2,074,090 0 0
CRANE CO. COM 224399105 1,626 26,368 SH   SOLE   26,368 0 0
CREE, INC. COM 225447101 289 4,800 SH   SOLE   4,800 0 0
CROWN HOLDINGS INC. COM 228368106 2,414 57,100 SH   SOLE   57,100 0 0
CUMMINS INC. COM 231021106 1,940 14,598 SH   SOLE   14,598 0 0
CYTEC INDUSTRIES INC. COM 232820100 374 4,600 SH   SOLE   4,600 0 0
DCP MIDSTREAM PARTNERS LP COM 23311P100 450 9,070 SH   SOLE   9,070 0 0
DDR CORP. REIT 23317H102 162 10,300 SH   SOLE   10,300 0 0
D.R. HORTON INC. COM 23331A109 241 12,406 SH   SOLE   12,406 0 0
DST SYSTEMS, INC. COM 233326107 386 5,120 SH   SOLE   5,120 0 0
DTE ENERGY CO. COM 233331107 1,540 23,337 SH   SOLE   23,337 0 0
DSW, INC. COM 23334L102 776 9,100 SH   SOLE   9,100 0 0
DANA HOLDING CORP COM 235825205 240 10,500 SH   SOLE   10,500 0 0
DANAHER CORP. COM 235851102 2,423 34,948 SH   SOLE   34,948 0 0
DAVITA HEALTHCARE PARTNERS INC. COM 23918K108 520 9,136 SH   SOLE   9,136 0 0
DEAN FOODS COMPANY COM 242370203 249 12,900 SH   SOLE   12,900 0 0
DECKERS OUTDOOR CORPORATION COM 243537107 455 6,900 SH   SOLE   6,900 0 0
DEERE & COMPANY COM 244199105 1,476 18,131 SH   SOLE   18,131 0 0
DELL INC. COM 24702R101 2,849 206,925 SH   SOLE   206,925 0 0
DELTA AIR LINES, INC. COM 247361702 5,319 225,491 SH   SOLE   225,491 0 0
DENBURY RESOURCES INC. COM 247916208 300 16,297 SH   SOLE   16,297 0 0
DELUXE CORPORATION COM 248019101 292 7,000 SH   SOLE   7,000 0 0
DETOUR GOLD CORPORATION CONV 250669AA6 5,515 6,280,000 PRN   SOLE   6,280,000 0 0
DEVON ENERGY CORP. COM 25179M103 1,514 26,214 SH   SOLE   26,214 0 0
DEVRY, INC. COM 251893103 361 11,800 SH   SOLE   11,800 0 0
DIAL GLOBAL INC. COM 25247X107 73 407,635 SH   SOLE   407,635 0 0
DIAMOND OFFSHORE DRILLING INC. COM 25271C102 509 8,163 SH   SOLE   8,163 0 0
DILLARD'S, INC. COM 254067101 1,245 15,900 SH   SOLE   15,900 0 0
WALT DISNEY COMPANY, THE COM 254687106 3,949 61,241 SH   SOLE   61,241 0 0
DISCOVER FINANCIAL SERVICES INC. COM 254709108 1,859 36,778 SH   SOLE   36,778 0 0
DISH NETWORK CORP. COM 25470M109 252 5,600 SH   SOLE   5,600 0 0
DIRECTV COM 25490A309 2,702 45,214 SH   SOLE   45,214 0 0
DOLLAR GENERAL CORP. COM 256677105 514 9,100 SH   SOLE   9,100 0 0
DOMINION RESOURCES INC. COM 25746U109 547 8,758 SH   SOLE   8,758 0 0
DOMINOS PIZZA, INC. COM 25754A201 510 7,500 SH   SOLE   7,500 0 0
DOMTAR CORPORATION COM 257559203 858 10,800 SH   SOLE   10,800 0 0
DONALDSON CO, INC. COM 257651109 599 15,700 SH   SOLE   15,700 0 0
R.R. DONNELLEY & SONS COMPANY COM 257867101 2,666 168,726 SH   SOLE   168,726 0 0
DORMAN PRODUCTS, INC. COM 258278100 1,457 29,400 SH   SOLE   29,400 0 0
DOVER CORP. COM 260003108 2,648 29,476 SH   SOLE   29,476 0 0
DOW CHEMICAL CO., THE COM 260543103 4,093 106,576 SH   SOLE   106,576 0 0
DR PEPPER SNAPPLE GROUP INC. COM 26138E109 368 8,214 SH   SOLE   8,214 0 0
DREW INDUSTRIES, INC. COM 26168L205 747 16,400 SH   SOLE   16,400 0 0
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DUKE ENERGY CORP. COM 26441C204 847 12,681 SH   SOLE   12,681 0 0
DUN & BRADSTREET CORP., THE COM 26483E100 2,140 20,605 SH   SOLE   20,605 0 0
E C C CAPITAL CORP. REIT 26826M108 80 1,200,000 SH   SOLE   1,200,000 0 0
EMC CORP. COM 268648102 4,255 166,457 SH   SOLE   166,457 0 0
EOG RESOURCES INC. COM 26875P101 2,653 15,675 SH   SOLE   15,675 0 0
EQT CORPORATION COM 26884L109 290 3,266 SH   SOLE   3,266 0 0
E*TRADE FINANCIAL CORP. COM 269246401 796 48,254 SH   SOLE   48,254 0 0
EARTHLINK, INC. COM 270321102 75 15,200 SH   SOLE   15,200 0 0
EAST WEST BANCORP, INC. COM 27579R104 291 9,100 SH   SOLE   9,100 0 0
EASTMAN CHEMICAL COMPANY COM 277432100 5,693 73,080 SH   SOLE   73,080 0 0
EBAY INC. COM 278642103 523 9,372 SH   SOLE   9,372 0 0
ECHOSTAR CORPORATION COM 278768106 210 4,775 SH   SOLE   4,775 0 0
ECOLAB INC. COM 278865100 299 3,024 SH   SOLE   3,024 0 0
EDISON INTERNATIONAL COM 281020107 1,569 34,054 SH   SOLE   34,054 0 0
EL PASO ELECTRIC COMPANY COM 283677854 237 7,100 SH   SOLE   7,100 0 0
EL PASO PIPELINE PARTNERS LP COM 283702108 1,402 33,210 SH   SOLE   33,210 0 0
ELECTRONIC ARTS, INC. COM 285512109 2,162 84,623 SH   SOLE   84,623 0 0
EMERSON ELECTRIC CO. COM 291011104 2,628 40,622 SH   SOLE   40,622 0 0
ENBRIDGE ENERGY PARTNERS COM 29250R106 563 18,475 SH   SOLE   18,475 0 0
ENDO PHARMACEUTICALS HOLDINGS INC. COM 29264F205 691 15,200 SH   SOLE   15,200 0 0
ENERGIZER HOLDINGS INC. COM 29266R108 993 10,890 SH   SOLE   10,890 0 0
ENERGY TRANSFER PARTNERS COM 29273R109 4,146 79,623 SH   SOLE   79,623 0 0
ENERGY TRANSFER EQUITY LP COM 29273V100 3,198 48,620 SH   SOLE   48,620 0 0
ENERSYS COM 29275Y102 3,274 54,000 SH   SOLE   54,000 0 0
ENTERCOM COMMUNICATIONS CORP. COM 293639100 106 12,100 SH   SOLE   12,100 0 0
ENTERGY CORP COM 29364G103 512 8,109 SH   SOLE   8,109 0 0
ENTERPRISE PRODUCTS PARTNERS L COM 293792107 6,336 103,805 SH   SOLE   103,805 0 0
EQUIFAX INC. COM 294429105 262 4,378 SH   SOLE   4,378 0 0
ESSEX RENTAL CORPORATION COM 297187106 651 189,350 SH   SOLE   189,350 0 0
ESTERLINE TECHNOLOGIES CORPORATION COM 297425100 1,694 21,200 SH   SOLE   21,200 0 0
EXELON CORP. COM 30161N101 2,933 98,952 SH   SOLE   98,952 0 0
EXELIS INC. COM 30162A108 1,199 76,300 SH   SOLE   76,300 0 0
EXPEDIA INC. COM 30212P303 447 8,640 SH   SOLE   8,640 0 0
EXPRESS SCRIPTS HOLDING COMPANY COM 30219G108 3,844 62,226 SH   SOLE   62,226 0 0
EXTERRAN PARTNERS LP COM 30225N105 238 8,200 SH   SOLE   8,200 0 0
EXTRA SPACE STORAGE, INC. REIT 30225T102 201 4,400 SH   SOLE   4,400 0 0
EXXON CORP. COM 30231G102 29,457 342,366 SH   SOLE   342,366 0 0
FLIR SYSTEMS, INC. COM 302445101 1,620 51,587 SH   SOLE   51,587 0 0
F M C CORPORATION COM 302491303 1,356 18,900 SH   SOLE   18,900 0 0
FACEBOOK INC COM 30303M102 3,497 69,600 SH   SOLE   69,600 0 0
FEDEX CORP. COM 31428X106 2,740 24,016 SH   SOLE   24,016 0 0
FERRELLGAS LP COM 315293100 287 12,855 SH   SOLE   12,855 0 0
F5 NETWORKS, INC. COM 315616102 322 3,760 SH   SOLE   3,760 0 0
FIDELITY NATIONAL INFORMATION SERVICES INC. COM 31620M106 1,247 26,860 SH   SOLE   26,860 0 0
FIDELITY NATIONAL FINANCIAL INC. COM 31620R105 529 19,900 SH   SOLE   19,900 0 0
FIESTA RESTAURANT GROUP COM 31660B101 3,036 80,618 SH   SOLE   80,618 0 0
FIFTH THIRD BANCORP COM 316773100 2,258 125,193 SH   SOLE   125,193 0 0
FIRST CITIZENS BANCSHARES, INC. COM 31946M103 271 1,318 SH   SOLE   1,318 0 0
FIRST INTERSTATE BANCSYSTEM IN COM 32055Y201 336 13,900 SH   SOLE   13,900 0 0
FIRST NIAGARA FINANCIAL GROUP, INC. COM 33582V108 166 16,000 SH   SOLE   16,000 0 0
FIRST SOLAR INC. COM 336433107 949 23,600 SH   SOLE   23,600 0 0
FISERV, INC. COM 337738108 3,005 29,735 SH   SOLE   29,735 0 0
FIRSTENERGY CORP. COM 337932107 1,438 39,450 SH   SOLE   39,450 0 0
FLUOR CORP. COM 343412102 983 13,856 SH   SOLE   13,856 0 0
FLOWSERVE CORP. COM 34354P105 465 7,451 SH   SOLE   7,451 0 0
FORD MOTOR COMPANY COM 345370860 6,683 396,175 SH   SOLE   396,175 0 0
FOREST LABORATORIES, INC. COM 345838106 503 11,750 SH   SOLE   11,750 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 237 5,700 SH   SOLE   5,700 0 0
FOSSIL, INC. COM 34988V106 507 4,360 SH   SOLE   4,360 0 0
LB FOSTER CO COM 350060109 210 4,600 SH   SOLE   4,600 0 0
FRANKLIN RESOURCES INC. COM 354613101 1,275 25,225 SH   SOLE   25,225 0 0
FREEPORT-MCMORAN COPPER & GOLD INC. COM 35671D857 4,510 136,350 SH   SOLE   136,350 0 0
FRONTIER COMMUNICATIONS CORP. COM 35906A108 319 76,445 SH   SOLE   76,445 0 0
GSE HOLDING, INC. COM 36191X100 1,374 660,668 SH   SOLE   660,668 0 0
GSE SYSTEMS INC COM 36227K106 741 472,100 SH   SOLE   472,100 0 0
GAMESTOP CORP. COM 36467W109 1,485 29,912 SH   SOLE   29,912 0 0
GANNETT COMPANY, INC. COM 364730101 857 31,983 SH   SOLE   31,983 0 0
GAP INC., THE COM 364760108 991 24,595 SH   SOLE   24,595 0 0
GENERAL DYNAMICS CORP. COM 369550108 2,726 31,151 SH   SOLE   31,151 0 0
GENERAL ELECTRIC COMPANY COM 369604103 22,103 925,201 SH   SOLE   925,201 0 0
GENERAL GROWTH PROPERTIES, INC. REIT 370023103 290 15,046 SH   SOLE   15,046 0 0
GENERAL MILLS, INC. COM 370334104 2,411 50,316 SH   SOLE   50,316 0 0
GENERAL MOTORS COMPANY COM 37045V100 4,853 134,921 SH   SOLE   134,921 0 0
GENERAL MOTORS CO WAR 37045V118 1,288 48,744 SH   SOLE   48,744 0 0
GENERAL MOTORS CO WAR 37045V126 907 48,744 SH   SOLE   48,744 0 0
GENTEX CORPORATION COM 371901109 2,804 109,560 SH   SOLE   109,560 0 0
GENESIS ENERGY LP COM 371927104 276 5,510 SH   SOLE   5,510 0 0
GENUINE PARTS CO COM 372460105 378 4,670 SH   SOLE   4,670 0 0
GEO SPECIALTY CHEMICALS, INC. COM 37246R106 0 80,750 SH   SOLE   80,750 0 0
GENWORTH HOLDINGS INC. COM 37247D106 1,282 100,253 SH   SOLE   100,253 0 0
GEOMET, INC. COM 37250U201 10 85,857 SH   SOLE   85,857 0 0
GILEAD SCIENCES, INC. COM 375558103 3,137 49,922 SH   SOLE   49,922 0 0
GLOBAL PARTNERS LP/MA COM 37946R109 630 18,110 SH   SOLE   18,110 0 0
GOLD FIELDS LTD ADR 38059T106 298 65,200 SH   SOLE   65,200 0 0
GOLDMAN SACHS GROUP INC., THE COM 38141G104 8,296 52,438 SH   SOLE   52,438 0 0
GOODYEAR TIRE & RUBBER CO., THE COM 382550101 1,527 68,012 SH   SOLE   68,012 0 0
GOOGLE, INC. COM 38259P508 13,351 15,243 SH   SOLE   15,243 0 0
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GRAINGER W W, INC. COM 384802104 944 3,606 SH   SOLE   3,606 0 0
GRAPHIC PACKAGING HOLDING CO. COM 388689101 20,957 2,448,300 SH   SOLE   2,448,300 0 0
GREAT LAKES DREDGE&DOCK CORP. COM 390607109 6,405 863,189 SH   SOLE   863,189 0 0
GREAT PLAINS ENERGY INC. COM 391164100 278 12,506 SH   SOLE   12,506 0 0
GREEN MOUNTAIN COFFEE ROASTERS INC. COM 393122106 1,047 13,900 SH   SOLE   13,900 0 0
GREIF INC. COM 397624107 2,148 43,801 SH   SOLE   43,801 0 0
GROUP 1 AUTOMOTIVE, INC. COM 398905109 241 3,100 SH   SOLE   3,100 0 0
GROUPON INC COM 399473107 287 25,600 SH   SOLE   25,600 0 0
GUESS?, INC. COM 401617105 513 17,200 SH   SOLE   17,200 0 0
GULFPORT ENERGY CORPORATION COM 402635304 370 5,750 SH   SOLE   5,750 0 0
HCA HOLDINGS, INC. COM 40412C101 483 11,300 SH   SOLE   11,300 0 0
HCC INSURANCE HOLDINGS INC. COM 404132102 244 5,566 SH   SOLE   5,566 0 0
HALCON RESOURCES CORPORATION COM 40537Q209 886 200,000 SH   SOLE   200,000 0 0
HALLADOR ENERGY CO COM 40609P105 253 34,620 SH   SOLE   34,620 0 0
HALLIBURTON CO. COM 406216101 3,892 80,838 SH   SOLE   80,838 0 0
HANESBRANDS INC. COM 410345102 984 15,800 SH   SOLE   15,800 0 0
HANOVER INSURANCE GROUP, INC. COM 410867105 2,014 36,400 SH   SOLE   36,400 0 0
HARLEY-DAVIDSON INC. COM 412822108 444 6,910 SH   SOLE   6,910 0 0
HARMAN INTERNATIONAL INDUSTRIES INC. COM 413086109 208 3,143 SH   SOLE   3,143 0 0
HARRIS CORPORATION COM 413875105 1,980 33,394 SH   SOLE   33,394 0 0
HARTFORD FINANCIAL SERVICES GROUP INC., THE COM 416515104 1,848 59,370 SH   SOLE   59,370 0 0
HASBRO INC. COM 418056107 1,055 22,378 SH   SOLE   22,378 0 0
HATTERAS FINANCIAL CORP REIT 41902R103 273 14,600 SH   SOLE   14,600 0 0
HAWAIIAN HOLDINGS INC COM 419879101 358 48,100 SH   SOLE   48,100 0 0
HEALTH MANAGEMENT ASSOCIATES INC. COM 421933102 166 13,000 SH   SOLE   13,000 0 0
HEALTH CARE REIT INC. REIT 42217K106 421 6,746 SH   SOLE   6,746 0 0
HEINEKEN NV ADR 423012301 308 8,700 SH   SOLE   8,700 0 0
HELMERICH & PAYNE, INC. COM 423452101 2,340 33,940 SH   SOLE   33,940 0 0
JACK HENRY & ASSOCIATES, INC. COM 426281101 655 12,700 SH   SOLE   12,700 0 0
HERSHEY COMPANY, THE COM 427866108 940 10,166 SH   SOLE   10,166 0 0
HERTZ GLOBAL HOLDINGS INC. COM 42805T105 552 24,900 SH   SOLE   24,900 0 0
HESS CORP COM 42809H107 1,878 24,279 SH   SOLE   24,279 0 0
HEWLETT-PACKARD CO. COM 428236103 5,009 238,737 SH   SOLE   238,737 0 0
HILLENBRAND, INC. COM 431571108 9,911 362,106 SH   SOLE   362,106 0 0
HOLLYFRONTIER CORP. COM 436106108 3,399 80,720 SH   SOLE   80,720 0 0
HOME DEPOT, INC. COM 437076102 10,324 136,117 SH   SOLE   136,117 0 0
HONEYWELL INTERNATIONAL, INC. COM 438516106 5,308 63,917 SH   SOLE   63,917 0 0
HORMEL FOODS CORP. COM 440452100 546 12,960 SH   SOLE   12,960 0 0
HORNBECK OFFSHORE SERVICES INC. COM 440543106 16,462 286,600 SH   SOLE   286,600 0 0
HOSPIRA INC. COM 441060100 661 16,841 SH   SOLE   16,841 0 0
HOWARD HUGHES CORPORATION (THE) COM 44267D107 326 2,900 SH   SOLE   2,900 0 0
HUDSON CITY BANCORP, INC. COM 443683107 193 21,315 SH   SOLE   21,315 0 0
HUMANA, INC. COM 444859102 2,356 25,249 SH   SOLE   25,249 0 0
HUNTINGTON BANCSHARES, INC. COM 446150104 853 103,272 SH   SOLE   103,272 0 0
HUNTINGTON INGALLS INDUSTRIES INC. COM 446413106 802 11,900 SH   SOLE   11,900 0 0
HUNTSMAN CORPORATION COM 447011107 3,100 150,400 SH   SOLE   150,400 0 0
ITT CORP. COM 450911201 482 13,400 SH   SOLE   13,400 0 0
ICONIX BRAND GROUP, INC. COM 451055107 266 8,000 SH   SOLE   8,000 0 0
IDEX CORPORATION COM 45167R104 1,099 16,850 SH   SOLE   16,850 0 0
ILLINOIS TOOL WORKS INC. COM 452308109 2,152 28,215 SH   SOLE   28,215 0 0
ILLUMINA, INC. COM 452327109 485 6,000 SH   SOLE   6,000 0 0
INERGY LP COM 456615103 635 46,095 SH   SOLE   46,095 0 0
INGRAM MICRO INC. COM 457153104 652 28,300 SH   SOLE   28,300 0 0
INGREDION INCORPORATED COM 457187102 3,028 45,756 SH   SOLE   45,756 0 0
INSIGHT ENTERPRISE, INC. COM 45765U103 269 14,200 SH   SOLE   14,200 0 0
INTEGRA LIFESCIENCES HOLDINGS CORP COM 457985208 13,612 338,182 SH   SOLE   338,182 0 0
INTEL CORPORATION COM 458140100 10,610 462,934 SH   SOLE   462,934 0 0
INTEL CORPORATION CONV 458140AD2 24,879 22,983,000 PRN   SOLE   22,983,000 0 0
INTEGRYS ENERGY GROUP INC. COM 45822P105 226 4,051 SH   SOLE   4,051 0 0
INTERCONTINENTALEXCHANGE, INC. COM 45865V100 214 1,180 SH   SOLE   1,180 0 0
IBM CORPORATION COM 459200101 12,209 65,930 SH   SOLE   65,930 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 1,649 20,033 SH   SOLE   20,033 0 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 3,837 202,701 SH   SOLE   202,701 0 0
INTERNATIONAL PAPER COMPANY COM 460146103 5,792 129,294 SH   SOLE   129,294 0 0
INTERSIL CORPORATION COM 46069S109 236 21,000 SH   SOLE   21,000 0 0
INTUIT, INC. COM 461202103 968 14,599 SH   SOLE   14,599 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 464286699 257 13,100 SH   SOLE   13,100 0 0
ISHARES MSCI ETF 464286848 276 23,200 SH   SOLE   23,200 0 0
ISHARES TRUST ETF 464287184 1,479 39,900 SH   SOLE   39,900 0 0
ISHARES TRUST ETF 464287465 4,684 73,430 SH   SOLE   73,430 0 0
ISHARES TRUST ETF 464287689 60,208 595,289 SH   SOLE   595,289 0 0
ITC HOLDINGS CORP. COM 465685105 225 2,400 SH   SOLE   2,400 0 0
JPMORGAN CHASE & CO. COM 46625H100 16,719 323,443 SH   SOLE   323,443 0 0
JABIL CIRCUIT, INC. COM 466313103 2,308 106,449 SH   SOLE   106,449 0 0
JACOBS ENGINEERING GROUP, INC. COM 469814107 1,853 31,844 SH   SOLE   31,844 0 0
JARDEN CORP. COM 471109108 370 7,650 SH   SOLE   7,650 0 0
JETBLUE AIRWAYS CORPORATION COM 477143101 4,066 610,500 SH   SOLE   610,500 0 0
JOHNSON & JOHNSON COM 478160104 22,869 263,800 SH   SOLE   263,800 0 0
JOHNSON CONTROLS INC. COM 478366107 2,464 59,377 SH   SOLE   59,377 0 0
JOY GLOBAL INC. COM 481165108 1,087 21,300 SH   SOLE   21,300 0 0
JUNIPER NETWORKS INC. COM 48203R104 1,107 55,737 SH   SOLE   55,737 0 0
KLA-TENCOR CORP. COM 482480100 924 15,187 SH   SOLE   15,187 0 0
KANSAS CITY SOUTHERN COM 485170302 2,374 21,710 SH   SOLE   21,710 0 0
KELLOGG COMPANY COM 487836108 793 13,503 SH   SOLE   13,503 0 0
KEMPER CORP. COM 488401100 260 7,743 SH   SOLE   7,743 0 0
KEYCORP COM 493267108 1,351 118,536 SH   SOLE   118,536 0 0
KIMBERLY-CLARK CORP. COM 494368103 2,342 24,854 SH   SOLE   24,854 0 0
KIMCO REALTY CORP. REIT 49446R109 609 30,177 SH   SOLE   30,177 0 0
KINDER MORGAN ENERGY PTR LP COM 494550106 6,630 83,055 SH   SOLE   83,055 0 0
KINDER MORGAN INC. COM 49456B101 478 13,452 SH   SOLE   13,452 0 0
KOHL'S CORP. COM 500255104 848 16,391 SH   SOLE   16,391 0 0
KRAFT FOODS GROUP INC. COM 50076Q106 2,837 54,097 SH   SOLE   54,097 0 0
KROGER COMPANY COM 501044101 3,684 91,323 SH   SOLE   91,323 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 158 13,700 SH   SOLE   13,700 0 0
LIMITED BRANDS INC. COM 501797104 734 12,010 SH   SOLE   12,010 0 0
LKQ CORPORATION COM 501889208 2,103 66,000 SH   SOLE   66,000 0 0
LSI CORPORATION COM 502161102 928 118,654 SH   SOLE   118,654 0 0
L-3 COMMUNICATIONS HOLDINGS INC. COM 502424104 3,364 35,598 SH   SOLE   35,598 0 0
LABORATORY CORPORATION OF AMERICA HOLDINGS COM 50540R409 358 3,613 SH   SOLE   3,613 0 0
LAM RESEARCH CORP. COM 512807108 2,740 53,522 SH   SOLE   53,522 0 0
LAS VEGAS SANDS CORP. COM 517834107 844 12,700 SH   SOLE   12,700 0 0
ESTEE LAUDER COMPANIES INC., THE COM 518439104 249 3,566 SH   SOLE   3,566 0 0
LEAR CORP. COM 521865204 2,995 41,851 SH   SOLE   41,851 0 0
LEGGETT & PLATT INC. COM 524660107 324 10,741 SH   SOLE   10,741 0 0
LEGG MASON INC. COM 524901105 527 15,773 SH   SOLE   15,773 0 0
LEIDOS HOLDINGS, INC. COM 525327102 2,313 50,815 SH   SOLE   50,815 0 0
LENNAR CORPORATION COM 526057104 453 12,800 SH   SOLE   12,800 0 0
LEUCADIA NATIONAL CORPORATION COM 527288104 1,006 36,935 SH   SOLE   36,935 0 0
LEXMARK INTERNATIONAL INC. COM 529771107 884 26,774 SH   SOLE   26,774 0 0
LIBERTY INTERACTIVE CORPORATION COM 53071M104 613 26,100 SH   SOLE   26,100 0 0
LIBERTY INTERACTIVE CORPORATION COM 53071M880 935 10,600 SH   SOLE   10,600 0 0
LIBERTY MEDIA CORP COM 531229102 547 3,720 SH   SOLE   3,720 0 0
LIFE TECHNOLOGIES CORPORATION COM 53217V109 1,443 19,287 SH   SOLE   19,287 0 0
ELI LILLY & CO. COM 532457108 6,239 123,952 SH   SOLE   123,952 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 88 19,100 SH   SOLE   19,100 0 0
LINCOLN ELECTRIC HOLDINGS, INC. COM 533900106 400 6,000 SH   SOLE   6,000 0 0
LINCOLN NATIONAL CORP. COM 534187109 2,112 50,302 SH   SOLE   50,302 0 0
LINEAR TECHNOLOGY CORPORATION COM 535678106 1,487 37,506 SH   SOLE   37,506 0 0
LINKEDIN CORP COM 53578A108 687 2,790 SH   SOLE   2,790 0 0
LIONS GATE ENTERTAINMENT CORP. COM 535919203 659 18,800 SH   SOLE   18,800 0 0
LOCKHEED MARTIN CORPORATION COM 539830109 7,414 58,126 SH   SOLE   58,126 0 0
LOEWS CORP. COM 540424108 848 18,146 SH   SOLE   18,146 0 0
LORAL SPACE & COMMUNICATIONS, INC. COM 543881106 406 5,998 SH   SOLE   5,998 0 0
LORILLARD INC. COM 544147101 1,150 25,681 SH   SOLE   25,681 0 0
LOUISIANA-PACIFIC CORPORATION COM 546347105 522 29,700 SH   SOLE   29,700 0 0
LOWES COMPANIES, INC. COM 548661107 7,566 158,924 SH   SOLE   158,924 0 0
M&T BANK CORP. COM 55261F104 1,363 12,174 SH   SOLE   12,174 0 0
M F R I, INC. COM 552721102 2,232 195,472 SH   SOLE   195,472 0 0
MFA FINANCIAL, INC. REIT 55272X102 150 20,100 SH   SOLE   20,100 0 0
MGM RESORTS INTERNATIONAL COM 552953101 425 20,800 SH   SOLE   20,800 0 0
M K S INSTRUMENTS, INC. COM 55306N104 343 12,900 SH   SOLE   12,900 0 0
M W I VETERINARY SUPPLY, INC. COM 55402X105 314 2,100 SH   SOLE   2,100 0 0
MACERICH COMPANY, THE REIT 554382101 592 10,495 SH   SOLE   10,495 0 0
MACY'S, INC. COM 55616P104 2,558 59,113 SH   SOLE   59,113 0 0
MAGELLAN MIDSTREAM PARTNERS COM 559080106 722 12,800 SH   SOLE   12,800 0 0
MANHATTAN ASSOCIATES INC COM 562750109 458 4,800 SH   SOLE   4,800 0 0
MANITOWOC COMPANY INC. COM 563571108 885 45,200 SH   SOLE   45,200 0 0
MANOR CARE, INC. CONV 564055AP6 28,069 20,833,333 PRN   SOLE   20,833,333 0 0
MANPOWERGROUP INC. COM 56418H100 407 5,600 SH   SOLE   5,600 0 0
MARATHON OIL CORPORATION COM 565849106 2,252 64,552 SH   SOLE   64,552 0 0
MARATHON PETROLEUM CORPORATION COM 56585A102 4,274 66,455 SH   SOLE   66,455 0 0
MARKEL CORPORATION COM 570535104 253 488 SH   SOLE   488 0 0
MARKWEST ENERGY OPERATING CO COM 570759100 323 4,470 SH   SOLE   4,470 0 0
MARSH & MCLENNAN COMPANIES INC. COM 571748102 1,435 32,943 SH   SOLE   32,943 0 0
MARTIN MIDSTREAM PARTNERS LP COM 573331105 225 4,800 SH   SOLE   4,800 0 0
MASCO CORP. COM 574599106 458 21,519 SH   SOLE   21,519 0 0
MASSEY ENERGY CO. CONV 576203AJ2 6,311 6,750,000 PRN   SOLE   6,750,000 0 0
MASTERCARD, INC. COM 57636Q104 7,119 10,581 SH   SOLE   10,581 0 0
MATTEL INC. COM 577081102 412 9,851 SH   SOLE   9,851 0 0
MCDERMOTT INTERNATIONAL INC. COM 580037109 92 12,400 SH   SOLE   12,400 0 0
MCDONALD'S CORPORATION COM 580135101 2,984 31,015 SH   SOLE   31,015 0 0
MCGRAW-HILL COMPANIES, THE COM 580645109 1,373 20,927 SH   SOLE   20,927 0 0
MCKESSON CORPORATION COM 58155Q103 3,891 30,326 SH   SOLE   30,326 0 0
MEAD JOHNSON NUTRITION COMPANY COM 582839106 708 9,536 SH   SOLE   9,536 0 0
MEDIFAST INC COM 58470H101 212 7,900 SH   SOLE   7,900 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 485 4,900 SH   SOLE   4,900 0 0
MEDTRONIC INC. COM 585055106 6,023 113,117 SH   SOLE   113,117 0 0
MEDTRONIC INC. CONV 585055AB2 8,020 8,000,000 PRN   SOLE   8,000,000 0 0
MERCK & CO. INC. COM 58933Y105 10,302 216,383 SH   SOLE   216,383 0 0
METLIFE, INC. COM 59156R108 4,621 98,425 SH   SOLE   98,425 0 0
MICROSOFT CORP. COM 594918104 17,558 527,096 SH   SOLE   527,096 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 481 11,945 SH   SOLE   11,945 0 0
MICRON TECHNOLOGY INC. COM 595112103 1,164 66,650 SH   SOLE   66,650 0 0
MID-CON ENERGY PARTNERS LP COM 59560V109 447 19,136 SH   SOLE   19,136 0 0
MIDSTATES PETROLEUM COMPANY, INC. COM 59804T100 1,539 300,000 SH   SOLE   300,000 0 0
MOLSON COORS BREWING COMPANY COM 60871R209 2,327 46,425 SH   SOLE   46,425 0 0
MONDELEZ INTERNATIONAL, INC. COM 609207105 3,074 97,846 SH   SOLE   97,846 0 0
MONRO MUFFLER BRAKE COM 610236101 219 4,700 SH   SOLE   4,700 0 0
MONSANTO CO. COM 61166W101 223 2,133 SH   SOLE   2,133 0 0
MONSTER BEVERAGE CORPORATION COM 611740101 470 9,000 SH   SOLE   9,000 0 0
MOODY'S CORPORATION COM 615369105 1,186 16,865 SH   SOLE   16,865 0 0
MORGAN STANLEY COM 617446448 3,767 139,793 SH   SOLE   139,793 0 0
MOSAIC CO., THE COM 61945C103 409 9,500 SH   SOLE   9,500 0 0
MOTOROLA SOLUTIONS INC. COM 620076307 646 10,871 SH   SOLE   10,871 0 0
MOTORS LIQUIDATION CO GUC TRUS COM 62010U101 380 10,729 SH   SOLE   10,729 0 0
MOVADO GROUP COM 624580106 201 4,600 SH   SOLE   4,600 0 0
MURPHY OIL CORP. COM 626717102 1,812 30,033 SH   SOLE   30,033 0 0
MURPHY USA INC COM 626755102 1,616 40,000 SH   SOLE   40,000 0 0
MYLAN INC. COM 628530107 806 21,106 SH   SOLE   21,106 0 0
MYRIAD GENETICS, INC. COM 62855J104 470 20,000 SH   SOLE   20,000 0 0
NCR CORP. COM 62886E108 204 5,160 SH   SOLE   5,160 0 0
NGL ENERGY PARTNERS LP COM 62913M107 448 14,525 SH   SOLE   14,525 0 0
NYSE EURONEXT COM 629491101 1,703 40,568 SH   SOLE   40,568 0 0
NABORS INDUSTRIES INC. CONV 629568AF3 8,307 8,307,373 PRN   SOLE   8,307,373 0 0
NASDAQ OMX GROUP, INC., THE COM 631103108 285 8,867 SH   SOLE   8,867 0 0
NATIONAL OILWELL VARCO, INC. COM 637071101 1,930 24,703 SH   SOLE   24,703 0 0
NATIONAL RETAIL PROPERTIES INC. REIT 637417106 235 7,400 SH   SOLE   7,400 0 0
NATIONSTAR MORTGAGE HOLDINGS INC COM 63861C109 697 12,400 SH   SOLE   12,400 0 0
NATURAL RESOURCE PARTNERS LP COM 63900P103 425 22,320 SH   SOLE   22,320 0 0
NAVISTAR INTERNATIONAL CORP. COM 63934E108 569 15,600 SH   SOLE   15,600 0 0
NEEBO INC. COM 63983W108 314 88,055 SH   SOLE   88,055 0 0
NEENAH ENTERPRISES, INC. COM 64007R109 1,713 154,333 SH   SOLE   154,333 0 0
NETAPP INC. COM 64110D104 2,309 54,167 SH   SOLE   54,167 0 0
NETFLIX INC COM 64110L106 1,245 4,026 SH   SOLE   4,026 0 0
NEUSTAR, INC. COM 64126X201 861 17,400 SH   SOLE   17,400 0 0
NEW YORK COMMUNITY BANCORP, INC COM 649445103 730 48,340 SH   SOLE   48,340 0 0
NEW YORK MORTGAGE TRUST INC REIT 649604501 93 14,900 SH   SOLE   14,900 0 0
NEWARK GROUP INC., THE COM 650341MM9 1,673 546,783 SH   SOLE   546,783 0 0
NEWELL RUBBERMAID INC. COM 651229106 534 19,421 SH   SOLE   19,421 0 0
NEWMONT MINING CORP. COM 651639106 381 13,554 SH   SOLE   13,554 0 0
NEWS CORPORATION COM 65249B109 316 19,696 SH   SOLE   19,696 0 0
NEWS CORP COM 65249B208 1,150 70,000 SH   SOLE   70,000 0 0
NEXTERA ENERGY INC. COM 65339F101 4,326 53,968 SH   SOLE   53,968 0 0
NIKE, INC. COM 654106103 4,595 63,264 SH   SOLE   63,264 0 0
NISKA GAS STORAGE PARTNERS LLC COM 654678101 263 17,000 SH   SOLE   17,000 0 0
NOBLE ENERGY, INC. COM 655044105 2,273 33,922 SH   SOLE   33,922 0 0
NORDSTROM, INC. COM 655664100 1,153 20,519 SH   SOLE   20,519 0 0
NORFOLK SOUTHERN CORP. COM 655844108 339 4,386 SH   SOLE   4,386 0 0
NORTHEAST UTILITIES COM 664397106 852 20,664 SH   SOLE   20,664 0 0
NORTHERN OIL AND GAS INC COM 665531109 483 33,500 SH   SOLE   33,500 0 0
NORTHERN TIER ENERGY LP COM 665826103 951 48,215 SH   SOLE   48,215 0 0
NORTHERN TRUST CORP. COM 665859104 512 9,420 SH   SOLE   9,420 0 0
NORTHROP GRUMMAN CORPORATION COM 666807102 3,526 37,010 SH   SOLE   37,010 0 0
NOVATION CO INC REIT 66989V107 7,318 19,258,775 SH   SOLE   19,258,775 0 0
NOVO NORDISK A/S ADR 670100205 575 3,400 SH   SOLE   3,400 0 0
NU SKIN ENTERPRISES, INC. COM 67018T105 2,681 28,000 SH   SOLE   28,000 0 0
NUCOR CORP. COM 670346105 290 5,917 SH   SOLE   5,917 0 0
NUSTAR ENERGY LP COM 67058H102 225 5,600 SH   SOLE   5,600 0 0
NVIDIA CORP. COM 67066G104 873 56,111 SH   SOLE   56,111 0 0
NV ENERGY INC. COM 67073Y106 741 31,400 SH   SOLE   31,400 0 0
O'REILLY AUTOMOTIVE, INC. NEW COM 67103H107 2,682 21,017 SH   SOLE   21,017 0 0
OCCIDENTAL PETROLEUM CORP. COM 674599105 2,092 22,365 SH   SOLE   22,365 0 0
OCEANEERING INTL, INC. COM 675232102 479 5,900 SH   SOLE   5,900 0 0
OCWEN FINANCIAL CORP. COM 675746309 335 6,000 SH   SOLE   6,000 0 0
OLD REPUBLIC INTL CORPORATION COM 680223104 411 26,657 SH   SOLE   26,657 0 0
OMNICARE, INC. COM 681904108 816 14,700 SH   SOLE   14,700 0 0
OMNICOM GROUP INC. COM 681919106 688 10,845 SH   SOLE   10,845 0 0
OMNOVA SOLUTIONS INC. COM 682129101 6,817 797,342 SH   SOLE   797,342 0 0
ON SEMICONDUCTOR CORP. COM 682189105 128 17,600 SH   SOLE   17,600 0 0
ONEOK INC. COM 682680103 299 5,600 SH   SOLE   5,600 0 0
ONEOK PARTNERS LP COM 68268N103 1,374 25,925 SH   SOLE   25,925 0 0
ORACLE CORP. COM 68389X105 11,196 337,545 SH   SOLE   337,545 0 0
OSHKOSH TRUCK CORPORATION COM 688239201 1,073 21,900 SH   SOLE   21,900 0 0
OWENS CORNING COM 690742101 224 5,900 SH   SOLE   5,900 0 0
OWENS-ILLINOIS INC. COM 690768403 1,079 35,938 SH   SOLE   35,938 0 0
PBF ENERGY, INC. COM 69318G106 815 36,300 SH   SOLE   36,300 0 0
PDL BIOPHARMA, INC. COM 69329Y104 173 21,700 SH   SOLE   21,700 0 0
PG&E CORP. COM 69331C108 2,174 53,135 SH   SOLE   53,135 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 4,373 60,358 SH   SOLE   60,358 0 0
PPG INDUSTRIES INC. COM 693506107 2,415 14,453 SH   SOLE   14,453 0 0
PPL CORP. COM 69351T106 2,054 67,602 SH   SOLE   67,602 0 0
PVH CORP. COM 693656100 349 2,940 SH   SOLE   2,940 0 0
PVR PARTNERS LP COM 693665101 323 13,990 SH   SOLE   13,990 0 0
PTC, INC. COM 69370C100 321 11,300 SH   SOLE   11,300 0 0
PACCAR INC. COM 693718108 1,044 18,756 SH   SOLE   18,756 0 0
PACKAGING CORP. OF AMERICA COM 695156109 1,353 23,700 SH   SOLE   23,700 0 0
PALL CORP. COM 696429307 502 6,522 SH   SOLE   6,522 0 0
PANTRY, INC. COM 698657103 122 11,000 SH   SOLE   11,000 0 0
PARKER-HANNIFIN CORPORATION COM 701094104 993 9,138 SH   SOLE   9,138 0 0
PATTERSON COMPANIES, INC. COM 703395103 231 5,747 SH   SOLE   5,747 0 0
PATTERSON - UTI ENERGY, INC. COM 703481101 216 10,100 SH   SOLE   10,100 0 0
PAYCHEX INC COM 704326107 405 9,977 SH   SOLE   9,977 0 0
PEABODY ENERGY CORPORATION COM 704549104 2,126 123,235 SH   SOLE   123,235 0 0
PENNEY (J.C.) CORPORATION INC. COM 708160106 434 49,225 SH   SOLE   49,225 0 0
PENSKE AUTO GROUP INC COM 70959W103 504 11,800 SH   SOLE   11,800 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105 410 28,510 SH   SOLE   28,510 0 0
PEPCO HOLDINGS INC. COM 713291102 273 14,799 SH   SOLE   14,799 0 0
PEPSICO INC. COM 713448108 8,727 109,775 SH   SOLE   109,775 0 0
PERRIGO COMPANY COM 714290103 382 3,100 SH   SOLE   3,100 0 0
PETROBRAS ARGENTINA SA ADR 71646J109 282 50,000 SH   SOLE   50,000 0 0
PETROQUEST ENERGY INC COM 716748108 470 117,282 SH   SOLE   117,282 0 0
PETSMART, INC. COM 716768106 2,166 28,400 SH   SOLE   28,400 0 0
PFIZER, INC. COM 717081103 18,021 627,686 SH   SOLE   627,686 0 0
PHARMERICA CORP COM 71714F104 139 10,500 SH   SOLE   10,500 0 0
PHILIP MORRIS INTERNATIONAL INC. COM 718172109 6,893 79,602 SH   SOLE   79,602 0 0
PHILLIPS 66 COM 718546104 3,375 58,374 SH   SOLE   58,374 0 0
PIER 1 IMPORTS COM 720279108 285 14,600 SH   SOLE   14,600 0 0
PINNACLE WEST CAPITAL CORP. COM 723484101 645 11,782 SH   SOLE   11,782 0 0
PIONEER NATURAL RESOURCES CO. COM 723787107 624 3,304 SH   SOLE   3,304 0 0
PITNEY BOWES INC. COM 724479100 3,063 168,388 SH   SOLE   168,388 0 0
PLAINS MARKETING LP COM 726503105 4,230 80,330 SH   SOLE   80,330 0 0
PLUM CREEK TIMBER CO. INC. REIT 729251108 344 7,336 SH   SOLE   7,336 0 0
POLARIS INDUSTRIES, INC. COM 731068102 607 4,700 SH   SOLE   4,700 0 0
POOL CORPORATION COM 73278L105 1,089 19,400 SH   SOLE   19,400 0 0
POPULAR INC. COM 733174700 543 20,700 SH   SOLE   20,700 0 0
T ROWE PRICE GROUP, INC. COM 74144T108 697 9,692 SH   SOLE   9,692 0 0
PRICELINE.COM, INC. COM 741503403 4,195 4,150 SH   SOLE   4,150 0 0
PRINCIPAL FINANCIAL GROUP, INC. COM 74251V102 1,741 40,664 SH   SOLE   40,664 0 0
PROASSURANCE CORPORATION COM 74267C106 478 10,600 SH   SOLE   10,600 0 0
PROCTER & GAMBLE CO. COM 742718109 16,781 222,003 SH   SOLE   222,003 0 0
PROGRESSIVE CORP., THE COM 743315103 1,112 40,848 SH   SOLE   40,848 0 0
PROGRESSIVE WASTE SOLUTIONS LTD. COM 74339G101 1,415 55,000 SH   SOLE   55,000 0 0
PROLOGIS INC. COM 74340W103 239 6,365 SH   SOLE   6,365 0 0
PROTECTIVE LIFE CORP. COM 743674103 224 5,266 SH   SOLE   5,266 0 0
PRUDENTIAL FINANCIAL, INC. COM 744320102 3,724 47,762 SH   SOLE   47,762 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC. COM 744573106 1,974 59,933 SH   SOLE   59,933 0 0
PULTEGROUP, INC. COM 745867101 968 58,637 SH   SOLE   58,637 0 0
QR ENERGY LP COM 74734R108 322 19,800 SH   SOLE   19,800 0 0
QUALCOM, INC. COM 747525103 4,498 66,778 SH   SOLE   66,778 0 0
QUALITY DISTRIBUTION INC. COM 74756M102 9,240 1,000,000 SH   SOLE   1,000,000 0 0
QUEST DIAGNOSTICS INC. COM 74834L100 404 6,544 SH   SOLE   6,544 0 0
RPC, INC. COM 749660106 907 58,659 SH   SOLE   58,659 0 0
RPM INTERNATIONAL INC. COM 749685103 1,281 35,400 SH   SOLE   35,400 0 0
RALPH LAUREN CORPORATION COM 751212101 430 2,610 SH   SOLE   2,610 0 0
RANDGOLD RESOURCES LTD ADR 752344309 770 10,770 SH   SOLE   10,770 0 0
RAYMOND JAMES FINANCIAL, INC. COM 754730109 233 5,600 SH   SOLE   5,600 0 0
RAYONIER, INC. REIT 754907103 443 7,965 SH   SOLE   7,965 0 0
RAYTHEON CO. COM 755111507 2,999 38,913 SH   SOLE   38,913 0 0
REALTY INCOME CORP. REIT 756109104 394 9,900 SH   SOLE   9,900 0 0
RED HAT INC. COM 756577102 431 9,345 SH   SOLE   9,345 0 0
REGENT BROADCASTING LLC WAR 75686RNN9 1,430 704,626 SH   SOLE   704,626 0 0
REGENT BROADCASTING LLC WAR 75686RZZ9 35 704,626 SH   SOLE   704,626 0 0
REGAL-BELOIT CORPORATION COM 758750103 4,049 59,606 SH   SOLE   59,606 0 0
REGAL ENTERTAINMENT GROUP COM 758766109 1,627 85,700 SH   SOLE   85,700 0 0
REGENERON PHARMACEUTICALS, INC. COM 75886F107 297 950 SH   SOLE   950 0 0
REGIONS FINANCIAL CORP. COM 7591EP100 904 97,668 SH   SOLE   97,668 0 0
REINSURANCE GROUP OF AMERICA, INC. COM 759351604 244 3,643 SH   SOLE   3,643 0 0
RELIANCE STEEL & ALUMINUM CO. COM 759509102 2,337 31,900 SH   SOLE   31,900 0 0
RENT-A-CENTER, INC. COM 76009N100 210 5,500 SH   SOLE   5,500 0 0
RENTECH, INC. COM 760112102 2,503 1,264,150 SH   SOLE   1,264,150 0 0
REPUBLIC SERVICES INC. COM 760759100 2,805 84,089 SH   SOLE   84,089 0 0
RESMED INC. COM 761152107 312 5,900 SH   SOLE   5,900 0 0
RESOLUTE FOREST PRODUCTS, INC. COM 76117W109 1,224 92,613 SH   SOLE   92,613 0 0
RESOURCE CAPITAL CORPORATION COM 76120W302 208 35,000 SH   SOLE   35,000 0 0
REYNOLDS AMERICAN INC. COM 761713106 636 13,042 SH   SOLE   13,042 0 0
ROBERT HALF INTERNATIONAL, INC. COM 770323103 244 6,261 SH   SOLE   6,261 0 0
ROCK-TENN COMPANY COM 772739207 17,541 173,210 SH   SOLE   173,210 0 0
ROCKWELL AUTOMATION INC. COM 773903109 1,318 12,329 SH   SOLE   12,329 0 0
ROCKWELL COLLINS INC. COM 774341101 816 12,025 SH   SOLE   12,025 0 0
ROGERS COMMUNICATIONS, INC. COM 775109200 529 12,292 SH   SOLE   12,292 0 0
ROPER INDUSTRIES INC. COM 776696106 668 5,027 SH   SOLE   5,027 0 0
ROSS STORES, INC. COM 778296103 1,031 14,168 SH   SOLE   14,168 0 0
ROVI CORPORATION COM 779376102 1,480 77,200 SH   SOLE   77,200 0 0
RYDER SYSTEM, INC. COM 783549108 1,856 31,086 SH   SOLE   31,086 0 0
SBA COMMUNICATIONS CORP. COM 78388J106 376 4,670 SH   SOLE   4,670 0 0
SL GREEN REALTY CORP. REIT 78440X101 231 2,600 SH   SOLE   2,600 0 0
SLM CORPORATION COM 78442P106 2,530 101,609 SH   SOLE   101,609 0 0
SAFEWAY INC. COM 786514208 1,651 51,621 SH   SOLE   51,621 0 0
ST. JUDE MEDICAL INC. COM 790849103 1,477 27,529 SH   SOLE   27,529 0 0
SALESFORCE.COM INC. COM 79466L302 258 4,964 SH   SOLE   4,964 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 328 4,900 SH   SOLE   4,900 0 0
SANDISK CORP. COM 80004C101 2,193 36,853 SH   SOLE   36,853 0 0
SANMINA-SCI CORPORATION COM 801056102 264 15,100 SH   SOLE   15,100 0 0
SAPIENT CORPORATION COM 803062108 232 14,900 SH   SOLE   14,900 0 0
SCANA CORP. COM 80589M102 535 11,620 SH   SOLE   11,620 0 0
HENRY SCHEIN, INC. COM 806407102 269 2,590 SH   SOLE   2,590 0 0
SCHLUMBERGER LTD. COM 806857108 7,127 80,659 SH   SOLE   80,659 0 0
CHARLES SCHWAB CORP. COM 808513105 616 29,134 SH   SOLE   29,134 0 0
SCIENCE APPLICATIONS INTERNATIONAL CORP. COM 808625107 980 29,036 SH   SOLE   29,036 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 90 17,700 SH   SOLE   17,700 0 0
SCRIPPS NETWORKS INTERACTIVE INC. COM 811065101 578 7,396 SH   SOLE   7,396 0 0
SEALED AIR CORPORATION COM 81211K100 2,618 96,300 SH   SOLE   96,300 0 0
SELECT SPDR CONSUMER ETF 81369Y100 1,079 25,700 SH   SOLE   25,700 0 0
SELECT SPDR CONSUMER ETF 81369Y209 1,472 29,100 SH   SOLE   29,100 0 0
SELECT SPDR CONSUMER COM 81369Y308 1,954 49,100 SH   SOLE   49,100 0 0
SELECT SPDR CONSUMER ETF 81369Y407 1,316 21,700 SH   SOLE   21,700 0 0
SELECT SPDR ENERGY SECTOR ETF 81369Y506 1,210 14,600 SH   SOLE   14,600 0 0
SELECT SPDR FINANCIAL SECTOR ETF 81369Y605 3,294 165,381 SH   SOLE   165,381 0 0
SELECT SPDR INDUSTRIAL SECTOR ETF 81369Y704 1,674 36,100 SH   SOLE   36,100 0 0
SELECT SPDR TECHNOLOGY SECTOR ETF 81369Y803 2,691 84,000 SH   SOLE   84,000 0 0
SELECT SPDR UTILITIES SECTOR ETF 81369Y886 1,464 39,200 SH   SOLE   39,200 0 0
SEMPRA ENERGY COM 816851109 1,267 14,804 SH   SOLE   14,804 0 0
SENIOR HOUSING PROPERTIES TRUST REIT 81721M109 310 13,300 SH   SOLE   13,300 0 0
SERVICE CORP. INTERNATIONAL COM 817565104 769 41,300 SH   SOLE   41,300 0 0
SHERWIN-WILLIAMS CO. COM 824348106 257 1,410 SH   SOLE   1,410 0 0
SIBANYE GOLD LTD ADR 825724206 85 16,300 SH   SOLE   16,300 0 0
SIGMA-ALDRICH CORP. COM 826552101 270 3,165 SH   SOLE   3,165 0 0
SILVER WHEATON CORPORATION COM 828336107 263 10,600 SH   SOLE   10,600 0 0
SIMON PROPERTY GROUP, INC. REIT 828806109 828 5,588 SH   SOLE   5,588 0 0
SIRIUS XM RADIO INC. COM 82967N108 66 17,100 SH   SOLE   17,100 0 0
AO SMITH CORP COM 831865209 705 15,600 SH   SOLE   15,600 0 0
J.M. SMUCKER CO. (THE) COM 832696405 1,426 13,572 SH   SOLE   13,572 0 0
SNAP-ON INC. COM 833034101 443 4,455 SH   SOLE   4,455 0 0
SOCIEDAD QUIMICA Y MINERA DE C ADR 833635105 538 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 2,362 60,667 SH   SOLE   60,667 0 0
SOUTHERN COMPANY COM 842587107 2,154 52,307 SH   SOLE   52,307 0 0
SOUTHWEST AIRLINES CO. COM 844741108 2,885 198,149 SH   SOLE   198,149 0 0
SPECTRA ENERGY CORP COM 847560109 282 8,235 SH   SOLE   8,235 0 0
SPECTRASCIENCE, INC. COM 84760E301 6 157,715 SH   SOLE   157,715 0 0
SPRINT CORP. COM 85207U105 848 136,579 SH   SOLE   136,579 0 0
STANCORP FINANCIAL GROUP INC. COM 852891100 553 10,058 SH   SOLE   10,058 0 0
STANDARD PARKING CORP. COM 853790103 7,438 276,600 SH   SOLE   276,600 0 0
STANLEY BLACK & DECKER INC. COM 854502101 388 4,281 SH   SOLE   4,281 0 0
STAPLES INC. COM 855030102 966 65,948 SH   SOLE   65,948 0 0
STAR GAS PARTNERS LP COM 85512C105 697 141,575 SH   SOLE   141,575 0 0
STARBUCKS CORP. COM 855244109 3,392 44,072 SH   SOLE   44,072 0 0
STARWOOD PROPERTY TRUST INC. REIT 85571B105 242 10,100 SH   SOLE   10,100 0 0
STARZ COM 85571Q102 1,316 46,795 SH   SOLE   46,795 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE INC. COM 85590A401 1,753 26,375 SH   SOLE   26,375 0 0
STATE STREET CORP. COM 857477103 3,712 56,461 SH   SOLE   56,461 0 0
STEEL DYNAMICS INC. COM 858119100 667 39,900 SH   SOLE   39,900 0 0
STEIN MART, INC. COM 858375108 394 28,700 SH   SOLE   28,700 0 0
STERICYCLE, INC. COM 858912108 247 2,144 SH   SOLE   2,144 0 0
STONE ENERGY CORPORATION COM 861642106 321 9,900 SH   SOLE   9,900 0 0
STRYKER CORPORATION COM 863667101 1,853 27,409 SH   SOLE   27,409 0 0
SUBURBAN PROPANE PARTNERS LP COM 864482104 374 7,985 SH   SOLE   7,985 0 0
SUNCO LOGISTICS PARTNERS LP COM 86764L108 2,320 34,915 SH   SOLE   34,915 0 0
SUNTRUST BANKS, INC. COM 867914103 1,644 50,700 SH   SOLE   50,700 0 0
SUPERIOR ENERGY SERVICES INC. COM 868157108 298 11,900 SH   SOLE   11,900 0 0
SUPREME INDUSTRIES, INC. COM 868607102 2,027 317,706 SH   SOLE   317,706 0 0
SYMANTEC CORP. COM 871503108 2,233 90,234 SH   SOLE   90,234 0 0
SYMMETRY MEDICAL, INC. COM 871546206 3,959 485,200 SH   SOLE   485,200 0 0
SYNOPSYS, INC. COM 871607107 464 12,300 SH   SOLE   12,300 0 0
SYNOVUS FINANCIAL CORP. COM 87161C105 585 177,400 SH   SOLE   177,400 0 0
SYNNEX CORP. COM 87162W100 375 6,100 SH   SOLE   6,100 0 0
SYSCO CORP. COM 871829107 264 8,300 SH   SOLE   8,300 0 0
TD AMERITRADE HOLDING CORP. COM 87236Y108 770 29,400 SH   SOLE   29,400 0 0
TECO ENERGY INC. COM 872375100 191 11,523 SH   SOLE   11,523 0 0
TCP CAPITAL CORP COM 87238Q103 26,007 1,603,372 SH   SOLE   1,603,372 0 0
TJX COMPANIES INC. COM 872540109 4,560 80,866 SH   SOLE   80,866 0 0
TRW AUTOMOTIVE HOLDINGS CORP. COM 87264S106 1,896 26,590 SH   SOLE   26,590 0 0
TARGA RESOURCES PARTNERS LP COM 87611X105 464 9,015 SH   SOLE   9,015 0 0
TARGET CORP. COM 87612E106 752 11,753 SH   SOLE   11,753 0 0
TECH DATA CORPORATION COM 878237106 230 4,600 SH   SOLE   4,600 0 0
TELECOM ARGENTINA SA ADR 879273209 445 24,800 SH   SOLE   24,800 0 0
TELEPHONE AND DATA SYSTEMS INC. COM 879433829 409 13,853 SH   SOLE   13,853 0 0
TENET HEALTHCARE CORP. COM 88033G407 382 9,278 SH   SOLE   9,278 0 0
TERADYNE INC COM 880770102 181 10,930 SH   SOLE   10,930 0 0
TEREX CORP. COM 880779103 487 14,500 SH   SOLE   14,500 0 0
TERRA NITROGEN COMPANY LP COM 881005201 1,943 9,585 SH   SOLE   9,585 0 0
TESORO PETROLEUM CORPORATION COM 881609101 3,931 89,373 SH   SOLE   89,373 0 0
TEXAS INSTRUMENTS INC. COM 882508104 4,094 101,669 SH   SOLE   101,669 0 0
TEXAS ROADHOUSE, INC. COM 882681109 675 25,700 SH   SOLE   25,700 0 0
TEXTRON INC. COM 883203101 338 12,257 SH   SOLE   12,257 0 0
THERMO FISHER SCIENTIFIC INC. COM 883556102 3,110 33,754 SH   SOLE   33,754 0 0
THERMON GROUP HOLDINGS INC COM 88362T103 3,497 151,300 SH   SOLE   151,300 0 0
THOMSON REUTERS CORP. COM 884903105 326 9,300 SH   SOLE   9,300 0 0
THOR INDUSTRIES, INC. COM 885160101 203 3,500 SH   SOLE   3,500 0 0
3D SYSTEMS CORP. COM 88554D205 200 3,700 SH   SOLE   3,700 0 0
3M COMPANY COM 88579Y101 2,174 18,207 SH   SOLE   18,207 0 0
TIFFANY AND COMPANY COM 886547108 675 8,813 SH   SOLE   8,813 0 0
TIME WARNER INC. COM 887317303 5,870 89,200 SH   SOLE   89,200 0 0
TIME WARNER CABLE INC. COM 88732J207 3,380 30,284 SH   SOLE   30,284 0 0
TIMKEN COMPANY, THE COM 887389104 381 6,300 SH   SOLE   6,300 0 0
TORCHMARK CORP. COM 891027104 525 7,253 SH   SOLE   7,253 0 0
TOTAL FINA ELF SA COM 89151E109 3,139 54,200 SH   SOLE   54,200 0 0
TOTAL SYSTEM SERVICES INC. COM 891906109 2,475 84,128 SH   SOLE   84,128 0 0
TRAVELERS COMPANIES, INC., THE COM 89417E109 3,317 39,125 SH   SOLE   39,125 0 0
TRINITY INDUSTRIES INC. COM 896522109 299 6,600 SH   SOLE   6,600 0 0
TRIUMPH GROUP, INC. COM 896818101 204 2,900 SH   SOLE   2,900 0 0
TRIPADVISOR INC COM 896945201 708 9,340 SH   SOLE   9,340 0 0
TUPPERWARE BRANDS CORPORATION COM 899896104 216 2,500 SH   SOLE   2,500 0 0
NEWS CORPORATION COM 90130A101 2,515 75,088 SH   SOLE   75,088 0 0
TWO HARBORS INVESTMENT CORP REIT 90187B101 304 31,300 SH   SOLE   31,300 0 0
TYSON FOODS, INC. COM 902494103 4,542 160,621 SH   SOLE   160,621 0 0
UGI CORPORATION COM 902681105 352 8,988 SH   SOLE   8,988 0 0
U.S. BANCORP COM 902973304 3,296 90,099 SH   SOLE   90,099 0 0
URS CORPORATION COM 903236107 1,312 24,400 SH   SOLE   24,400 0 0
USANA HEALTH SCIENCES COM 90328M107 443 5,100 SH   SOLE   5,100 0 0
USA MOBILITY, INC. COM 90341G103 229 16,200 SH   SOLE   16,200 0 0
U S AIRWAYS GROUP, INC. COM 90341W108 245 12,900 SH   SOLE   12,900 0 0
ULTRAPAR PARTICIPACOES SA ADR 90400P101 1,561 63,500 SH   SOLE   63,500 0 0
UNION PACIFIC CORPORATION COM 907818108 11,522 74,176 SH   SOLE   74,176 0 0
UNISYS CORPORATION COM 909214306 345 13,700 SH   SOLE   13,700 0 0
UNITED CONTINENTAL HOLDINGS INC. COM 910047109 536 17,455 SH   SOLE   17,455 0 0
UNITED PARCEL SERVICE INC. COM 911312106 324 3,545 SH   SOLE   3,545 0 0
UNITED RENTALS INC. COM 911363109 414 7,100 SH   SOLE   7,100 0 0
UNITED STATES STEEL CORP. COM 912909108 625 30,371 SH   SOLE   30,371 0 0
UNITED TECHNOLOGIES CORP. COM 913017109 5,062 46,952 SH   SOLE   46,952 0 0
UNITED THERAPEUTICS CORP COM 91307C102 781 9,900 SH   SOLE   9,900 0 0
UNITEDHEALTH GROUP, INC. COM 91324P102 6,842 95,545 SH   SOLE   95,545 0 0
UNIVERSAL CORPORATION COM 913456109 229 4,500 SH   SOLE   4,500 0 0
UNIVERSAL HEALTH SERVICES INC. COM 913903100 525 7,000 SH   SOLE   7,000 0 0
UNUM GROUP COM 91529Y106 1,452 47,706 SH   SOLE   47,706 0 0
URBAN OUTFITTERS, INC. COM 917047102 370 10,060 SH   SOLE   10,060 0 0
VCA ANTECH INC. COM 918194101 327 11,900 SH   SOLE   11,900 0 0
VF CORP. COM 918204108 1,921 9,650 SH   SOLE   9,650 0 0
VSE CORP COM 918284100 258 5,500 SH   SOLE   5,500 0 0
VOXX INTERNATIONAL CORP COM 91829F104 173 12,600 SH   SOLE   12,600 0 0
VALERO ENERGY CORP. COM 91913Y100 2,173 63,621 SH   SOLE   63,621 0 0
VALMONT INDUSTRIES, INC. COM 920253101 1,417 10,200 SH   SOLE   10,200 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF ETF 921943858 2,962 74,840 SH   SOLE   74,840 0 0
VANGUARD FTSE EMERGING MARKETS ETF 922042858 2,238 55,800 SH   SOLE   55,800 0 0
VARIAN MEDICAL SYSTEMS, INC. COM 92220P105 200 2,671 SH   SOLE   2,671 0 0
VENTAS INC. REIT 92276F100 902 14,661 SH   SOLE   14,661 0 0
VERIFONE SYSTEMS INC. COM 92342Y109 251 11,000 SH   SOLE   11,000 0 0
VERISIGN INC. COM 92343E102 2,077 40,820 SH   SOLE   40,820 0 0
VERIZON COMMUNICATIONS INC. COM 92343V104 8,963 192,087 SH   SOLE   192,087 0 0
VERTIS HOLDINGS INC. COM 92535B205 0 70,450 SH   SOLE   70,450 0 0
VIACOM INC. COM 92553P201 2,039 24,400 SH   SOLE   24,400 0 0
VIROPHARMA, INC. COM 928241108 216 5,500 SH   SOLE   5,500 0 0
VISA, INC. COM 92826C839 5,391 28,208 SH   SOLE   28,208 0 0
VISHAY INTERTECHNOLOGY INC. COM 928298108 424 32,900 SH   SOLE   32,900 0 0
VISTEON CORP. COM 92839U206 779 10,300 SH   SOLE   10,300 0 0
VMWARE, INC. COM 928563402 201 2,480 SH   SOLE   2,480 0 0
VORNADO REALTY TRUST REIT 929042109 631 7,505 SH   SOLE   7,505 0 0
VULCAN MATERIALS CO. COM 929160109 252 4,863 SH   SOLE   4,863 0 0
W T OFFSHORE INC COM 92922P106 840 47,400 SH   SOLE   47,400 0 0
WP CAREY INC REIT 92936U109 207 3,200 SH   SOLE   3,200 0 0
WABTEC CORPORATION COM 929740108 1,905 30,300 SH   SOLE   30,300 0 0
WADDELL & REED FINANCIAL INC. COM 930059100 366 7,100 SH   SOLE   7,100 0 0
WAL-MART STORES, INC. COM 931142103 4,831 65,315 SH   SOLE   65,315 0 0
WALGREEN COMPANY COM 931422109 3,909 72,663 SH   SOLE   72,663 0 0
WASHINGTON POST CO. COM 939640108 1,096 1,792 SH   SOLE   1,792 0 0
WASTE MANAGEMENT INC. COM 94106L109 946 22,939 SH   SOLE   22,939 0 0
WATERS CORPORATION COM 941848103 547 5,150 SH   SOLE   5,150 0 0
WEIGHT WATCHERS INTERNATIONAL INC. COM 948626106 422 11,300 SH   SOLE   11,300 0 0
WELLPOINT, INC. COM 94973V107 5,335 63,814 SH   SOLE   63,814 0 0
WELLS FARGO & COMPANY COM 949746101 17,077 413,280 SH   SOLE   413,280 0 0
WESCO INTERNATIONAL INC. COM 95082P105 582 7,600 SH   SOLE   7,600 0 0
WESTAR ENERGY INC. COM 95709T100 285 9,300 SH   SOLE   9,300 0 0
WESTERN DIGITAL CORPORATION COM 958102105 3,125 49,283 SH   SOLE   49,283 0 0
WESTERN REFINING, INC. COM 959319104 622 20,700 SH   SOLE   20,700 0 0
WESTERN UNION COMPANY, THE COM 959802109 1,794 96,115 SH   SOLE   96,115 0 0
WESTLAKE CHEMICAL CORPORATION COM 960413102 1,992 19,030 SH   SOLE   19,030 0 0
WEYERHAEUSER CO. REIT 962166104 455 15,903 SH   SOLE   15,903 0 0
WHIRLPOOL CORPORATION COM 963320106 2,901 19,807 SH   SOLE   19,807 0 0
WHITEWAVE FOODS CO COM 966244105 2,021 101,215 SH   SOLE   101,215 0 0
WHOLE FOODS MARKET INC. COM 966837106 937 16,022 SH   SOLE   16,022 0 0
JOHN WILEY & SONS, INC. COM 968223206 305 6,400 SH   SOLE   6,400 0 0
WILLIAMS COMPANIES INC., THE COM 969457100 207 5,681 SH   SOLE   5,681 0 0
WILLIAMS PARTNERS LP COM 96950F104 2,422 45,805 SH   SOLE   45,805 0 0
WILLIAMS-SONOMA, INC. COM 969904101 225 4,000 SH   SOLE   4,000 0 0
WINDSTREAM CORP. COM 97382A101 141 17,651 SH   SOLE   17,651 0 0
WISCONSIN ENERGY CORP. COM 976657106 900 22,282 SH   SOLE   22,282 0 0
WORLD ACCEPTANCE CORP COM 981419104 225 2,500 SH   SOLE   2,500 0 0
WORLD FUEL SERVICES CORP. COM 981475106 280 7,500 SH   SOLE   7,500 0 0
WORTHINGTON INDUSTRIES, INC. COM 981811102 5,826 169,200 SH   SOLE   169,200 0 0
WYNDHAM WORLDWIDE CORP. COM 98310W108 2,398 39,331 SH   SOLE   39,331 0 0
WYNN RESORTS LTD. REIT 983134107 1,137 7,197 SH   SOLE   7,197 0 0
XCEL ENERGY INC. COM 98389B100 923 33,429 SH   SOLE   33,429 0 0
XILINX INC. COM 983919101 1,402 29,927 SH   SOLE   29,927 0 0
XEROX CORPORATION COM 984121103 2,724 264,682 SH   SOLE   264,682 0 0
YAHOO! INC. COM 984332106 1,229 37,063 SH   SOLE   37,063 0 0
YUM! BRANDS INC. COM 988498101 201 2,811 SH   SOLE   2,811 0 0
ZEBRA TECHNOLOGIES CORP. COM 989207105 285 6,250 SH   SOLE   6,250 0 0
ZIMMER HOLDINGS INC. COM 98956P102 1,120 13,639 SH   SOLE   13,639 0 0
ZIONS BANCORPORATION COM 989701107 662 24,126 SH   SOLE   24,126 0 0
ZOETIS INC. COM 98978V103 4,259 136,847 SH   SOLE   136,847 0 0
GLOBAL SOURCES LTD COM BMG393002 100 13,500 SH   SOLE   13,500 0 0
XSTRATA CAPITAL CORPORATION A.V.V. CONV EG3053709 17,733 17,733,000 PRN   SOLE   17,733,000 0 0
MELCO CROWN SPV LTD CONV EG6839385 17,562 17,142,857 PRN   SOLE   17,142,857 0 0
AON PLC COM G0408V102 1,039 13,952 SH   SOLE   13,952 0 0
ARCH CAPITAL GROUP LTD. COM G0450A105 552 10,200 SH   SOLE   10,200 0 0
ASSURED GUARANTY, LTD. COM G0585R106 476 25,400 SH   SOLE   25,400 0 0
AXIS CAPITAL HOLDINGS LTD. COM G0692U109 476 11,000 SH   SOLE   11,000 0 0
BABSON CAPITAL GLOBAL INV FUND COM G0R5DZ663 101,399 1,000,000 SH   SOLE   1,000,000 0 0
ACCENTURE PLC COM G1151C101 3,211 43,600 SH   SOLE   43,600 0 0
BUNGE LTD. COM G16962105 2,756 36,300 SH   SOLE   36,300 0 0
COVIDIEN PLC COM G2554F113 2,102 34,500 SH   SOLE   34,500 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 1,811 31,000 SH   SOLE   31,000 0 0
EATON CORPORATION PLC COM G29183103 525 7,629 SH   SOLE   7,629 0 0
ENDURANCE SPECIALTY HOLDINGS LTD. COM G30397106 698 13,000 SH   SOLE   13,000 0 0
ENSCO PLC COM G3157S106 446 8,300 SH   SOLE   8,300 0 0
EVEREST RE GROUP LTD. COM G3223R108 558 3,840 SH   SOLE   3,840 0 0
FREESCALE SEMICONDUCTOR, LTD COM G3727Q101 576 34,600 SH   SOLE   34,600 0 0
HERBALIFE LTD. COM G4412G101 780 11,180 SH   SOLE   11,180 0 0
INGERSOLL-RAND PLC COM G47791101 1,468 22,600 SH   SOLE   22,600 0 0
INVESCO LTD. COM G491BT108 716 22,435 SH   SOLE   22,435 0 0
JAZZ PHARMACEUTICALS, INC COM G50871105 1,039 11,300 SH   SOLE   11,300 0 0
MALLINCKRODT PLC COM G5785G107 3,748 85,000 SH   SOLE   85,000 0 0
MARVELL TECHNOLOGY GROUP, LTD COM G5876H105 557 48,400 SH   SOLE   48,400 0 0
MICHAEL KORS HOLDINGS LTD COM G60754101 306 4,100 SH   SOLE   4,100 0 0
MONTPELIER RE HOLDINGS LTD COM G62185106 206 7,900 SH   SOLE   7,900 0 0
NABORS INDUSTRIES LTD COM G6359F103 838 52,164 SH   SOLE   52,164 0 0
PARTNERRE LTD. COM G6852T105 595 6,500 SH   SOLE   6,500 0 0
RENAISSANCERE HOLDINGS LTD. COM G7496G103 208 2,300 SH   SOLE   2,300 0 0
ROWAN COS. INC. COM G7665A101 437 11,908 SH   SOLE   11,908 0 0
SEADRILL LTD. COM G7945E105 487 10,800 SH   SOLE   10,800 0 0
SEAGATE TECHNOLOGY, INC. COM G7945M107 1,378 31,500 SH   SOLE   31,500 0 0
VALIDUS HOLDINGS LTD. COM G9319H102 255 6,900 SH   SOLE   6,900 0 0
VANTAGE DRILLING COMPANY COM G93205113 9,589 5,543,000 SH   SOLE   5,543,000 0 0
WHITE MOUNTAINS INSURANCE GROUP LTD. COM G9618E107 231 407 SH   SOLE   407 0 0
XYRATEX LTD COM G98268108 111 10,000 SH   SOLE   10,000 0 0
XLIT LTD. COM G98290102 1,933 62,735 SH   SOLE   62,735 0 0
LIBERTY GLOBAL PLC COM GB00B8WA3 375 4,727 SH   SOLE   4,727 0 0
ACE LTD. COM H0023R105 2,900 31,000 SH   SOLE   31,000 0 0
ALLIED WORLD ASSURANCE HOLDING COM H01531104 964 9,700 SH   SOLE   9,700 0 0
GARMIN LTD COM H2906T109 343 7,600 SH   SOLE   7,600 0 0
NOBLE CORPORATION COM H5833N103 298 7,900 SH   SOLE   7,900 0 0
TYCO INTERNATIONAL LTD. COM H89128104 322 9,200 SH   SOLE   9,200 0 0
TE CONNECTIVITY LTD. COM H8912P106 870 16,800 SH   SOLE   16,800 0 0
ALKERMES PLC COM IE00B56G7 414 12,300 SH   SOLE   12,300 0 0
CORE LABORATORIES N.V. COM N22717107 1,719 10,160 SH   SOLE   10,160 0 0
LYONDELLBASELL INDUSTRIES NV COM N53745100 7,743 105,736 SH   SOLE   105,736 0 0
COPA HOLDINGS SA COM P31076105 971 7,000 SH   SOLE   7,000 0 0
ROYAL CARIBBEAN CRUISES LTD. COM V7780T103 230 6,000 SH   SOLE   6,000 0 0
GOLAR LNG PARTNERS LP COM Y2745C102 332 10,230 SH   SOLE   10,230 0 0
NAVIOS MARITIME PARTNERS LP COM Y62267102 367 25,045 SH   SOLE   25,045 0 0
OCEAN RIG UDW INC. COM Y64354205 9,220 506,585 SH   SOLE   506,585 0 0
TEEKAY OFFSHORE PARTNERS LP COM Y8565J101 507 15,190 SH   SOLE   15,190 0 0