The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 |
ISHARES MSCI | OPT | 464287465 | 255 | 3,000 | SH | Put | SOLE | 3,000 | 0 | 0 | |
SPDR S&P 500 ETF TR | OPT | 78462F103 | 3,798 | 24,550 | SH | Put | SOLE | 24,550 | 0 | 0 | |
ISHARES MSCI | OPT | 464287234 | 1,165 | 13,779 | SH | Put | SOLE | 13,779 | 0 | 0 | |
ACCO BRANDS CORPORATION | COM | 00081T108 | 91 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
ADT CORPORATION (THE) | COM | 00101J106 | 378 | 9,350 | SH | SOLE | 9,350 | 0 | 0 | ||
AFLAC INC. | COM | 001055102 | 1,965 | 29,417 | SH | SOLE | 29,417 | 0 | 0 | ||
AGCO CORP. | COM | 001084102 | 438 | 7,398 | SH | SOLE | 7,398 | 0 | 0 | ||
AGL RESOURCES INC. | COM | 001204106 | 1,470 | 31,124 | SH | SOLE | 31,124 | 0 | 0 | ||
AES CORP., THE | COM | 00130H105 | 3,628 | 250,064 | SH | SOLE | 250,064 | 0 | 0 | ||
AK STEEL CORP. | CONV | 001546AP5 | 18,162 | 11,250,000 | PRN | SOLE | 11,250,000 | 0 | 0 | ||
AMC NETWORKS INC. | COM | 00164V103 | 238 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
AT&T INC. | COM | 00206R102 | 14,393 | 409,369 | SH | SOLE | 409,369 | 0 | 0 | ||
AVX CORP | COM | 002444107 | 219 | 15,700 | SH | SOLE | 15,700 | 0 | 0 | ||
ABBOTT LABORATORIES | COM | 002824100 | 4,309 | 112,426 | SH | SOLE | 112,426 | 0 | 0 | ||
ABBVIE, INC. | COM | 00287Y109 | 9,655 | 182,826 | SH | SOLE | 182,826 | 0 | 0 | ||
ABERCROMBIE & FITCH CO. | COM | 002896207 | 374 | 11,361 | SH | SOLE | 11,361 | 0 | 0 | ||
ABRAXAS PETROLEUM CORP | COM | 003830106 | 33 | 10,130 | SH | SOLE | 10,130 | 0 | 0 | ||
ACTIVISION BLIZZARD, INC. | COM | 00507V109 | 1,268 | 71,100 | SH | SOLE | 71,100 | 0 | 0 | ||
ADELPHIA RECOVERY TRUST | COM | 00685R409 | 0 | 1,783,299 | SH | SOLE | 1,783,299 | 0 | 0 | ||
ADOBE SYSTEMS INC. | COM | 00724F101 | 736 | 12,295 | SH | SOLE | 12,295 | 0 | 0 | ||
ADVANCE AUTO STORES CO., INC. | COM | 00751Y106 | 370 | 3,340 | SH | SOLE | 3,340 | 0 | 0 | ||
AECOM TECHNOLOGY CORP. | COM | 00766T100 | 2,048 | 69,600 | SH | SOLE | 69,600 | 0 | 0 | ||
AEROFLEX HOLDING CORP | COM | 007767106 | 2,125 | 326,900 | SH | SOLE | 326,900 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC. | COM | 007903107 | 312 | 80,500 | SH | SOLE | 80,500 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC. | CONV | 007903AL1 | 26,125 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
AETNA, INC. | COM | 00817Y108 | 2,123 | 30,945 | SH | SOLE | 30,945 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP, INC. | COM | 008252108 | 403 | 1,860 | SH | SOLE | 1,860 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC. | COM | 00846U101 | 1,690 | 29,556 | SH | SOLE | 29,556 | 0 | 0 | ||
AGRIUM, INC. | COM | 008916108 | 630 | 6,885 | SH | SOLE | 6,885 | 0 | 0 | ||
AIR PRODUCTS AND CHEMICALS INC. | COM | 009158106 | 309 | 2,765 | SH | SOLE | 2,765 | 0 | 0 | ||
AIR TRANSPORT SVCS GROUP, INC. | COM | 00922R105 | 566 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
AIRGAS, INC. | COM | 009363102 | 2,243 | 20,055 | SH | SOLE | 20,055 | 0 | 0 | ||
AKAMAI TECHNOLOGIES, INC. | COM | 00971T101 | 341 | 7,236 | SH | SOLE | 7,236 | 0 | 0 | ||
ALASKA AIR GROUP, INC. | COM | 011659109 | 2,465 | 33,600 | SH | SOLE | 33,600 | 0 | 0 | ||
ALCOA, INC. | COM | 013817101 | 2,022 | 190,217 | SH | SOLE | 190,217 | 0 | 0 | ||
ALERE INC. | COM | 01449J105 | 10,691 | 295,318 | SH | SOLE | 295,318 | 0 | 0 | ||
ALEXION PHARMACEUTICALS, INC. | COM | 015351109 | 354 | 2,660 | SH | SOLE | 2,660 | 0 | 0 | ||
ALLERGAN INC. | COM | 018490102 | 1,632 | 14,696 | SH | SOLE | 14,696 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORPORATION | COM | 018581108 | 436 | 1,660 | SH | SOLE | 1,660 | 0 | 0 | ||
ALLIANCE HOLDINGS GP LP | COM | 01861G100 | 1,018 | 17,470 | SH | SOLE | 17,470 | 0 | 0 | ||
ALLIANCE RESOURCE PARTNERS | COM | 01877R108 | 1,386 | 17,995 | SH | SOLE | 17,995 | 0 | 0 | ||
ALLIANT ENERGY CORP. | COM | 018802108 | 268 | 5,200 | SH | SOLE | 5,200 | 0 | 0 | ||
ALLIANT TECHSYSTEMS, INC. | COM | 018804104 | 385 | 3,160 | SH | SOLE | 3,160 | 0 | 0 | ||
ALLSTATE CORP. | COM | 020002101 | 2,867 | 52,560 | SH | SOLE | 52,560 | 0 | 0 | ||
ALTRIA GROUP INC. | COM | 02209S103 | 6,145 | 160,070 | SH | SOLE | 160,070 | 0 | 0 | ||
AMAZON.COM INC. | COM | 023135106 | 4,621 | 11,587 | SH | SOLE | 11,587 | 0 | 0 | ||
AMERCO | COM | 023586100 | 1,120 | 4,710 | SH | SOLE | 4,710 | 0 | 0 | ||
AMEREN CORP. | COM | 023608102 | 440 | 12,180 | SH | SOLE | 12,180 | 0 | 0 | ||
AMERICAN AIRLINES GROUP INC | COM | 02376R102 | 326 | 12,900 | SH | SOLE | 12,900 | 0 | 0 | ||
AMERICAN CAPITAL AGENCY CORP | REIT | 02503X105 | 253 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
AMERICAN ELECTRIC POWER CO. INC. | COM | 025537101 | 2,087 | 44,658 | SH | SOLE | 44,658 | 0 | 0 | ||
AMERICAN EAGLE OUTFITTERS INC | COM | 02553E106 | 311 | 21,600 | SH | SOLE | 21,600 | 0 | 0 | ||
AMERICAN EXPRESS COMPANY | COM | 025816109 | 5,420 | 59,737 | SH | SOLE | 59,737 | 0 | 0 | ||
AMERICAN FINANCIAL GROUP, INC. | COM | 025932104 | 484 | 8,382 | SH | SOLE | 8,382 | 0 | 0 | ||
AMERICAN INTERNATIONAL GROUP INC. | COM | 026874784 | 7,781 | 152,414 | SH | SOLE | 152,414 | 0 | 0 | ||
AMERICAN WATER WORKS CO., INC. | COM | 030420103 | 387 | 9,150 | SH | SOLE | 9,150 | 0 | 0 | ||
AMERICA'S CAR-MART, INC. | COM | 03062T105 | 323 | 7,650 | SH | SOLE | 7,650 | 0 | 0 | ||
AMERISOURCEBERGEN CORP. | COM | 03073E105 | 1,123 | 15,967 | SH | SOLE | 15,967 | 0 | 0 | ||
AMERIPRISE FINANCIAL, INC. | COM | 03076C106 | 3,145 | 27,338 | SH | SOLE | 27,338 | 0 | 0 | ||
AMERIGAS PARTNERS LP | COM | 030975106 | 863 | 19,365 | SH | SOLE | 19,365 | 0 | 0 | ||
AMETEK INC. | COM | 031100100 | 815 | 15,475 | SH | SOLE | 15,475 | 0 | 0 | ||
AMGEN INC. | COM | 031162100 | 7,579 | 66,386 | SH | SOLE | 66,386 | 0 | 0 | ||
AMGEN INC. | CONV | 031162AE0 | 37,538 | 47,142,857 | PRN | SOLE | 47,142,857 | 0 | 0 | ||
AMPCO-PITTSBURGH CORPORATION | COM | 032037103 | 333 | 17,100 | SH | SOLE | 17,100 | 0 | 0 | ||
AMPHENOL CORP. | COM | 032095101 | 497 | 5,568 | SH | SOLE | 5,568 | 0 | 0 | ||
ANADARKO PETROLEUM CORP. | COM | 032511107 | 4,779 | 60,255 | SH | SOLE | 60,255 | 0 | 0 | ||
ANALOG DEVICES INC. | COM | 032654105 | 794 | 15,593 | SH | SOLE | 15,593 | 0 | 0 | ||
ANNALY CAPITAL MANAGEMENT, INC. | REIT | 035710409 | 643 | 64,460 | SH | SOLE | 64,460 | 0 | 0 | ||
ANSYS, INC. | COM | 03662Q105 | 288 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
ANTHRACITE CAPITAL, INC. | REIT | 037023108 | 0 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
APACHE CORP. | COM | 037411105 | 3,229 | 37,567 | SH | SOLE | 37,567 | 0 | 0 | ||
APOLLO GROUP INC. | COM | 037604105 | 929 | 34,000 | SH | SOLE | 34,000 | 0 | 0 | ||
APPLE, INC. | COM | 037833100 | 31,399 | 55,958 | SH | SOLE | 55,958 | 0 | 0 | ||
APPLIED MATERIALS INC. | COM | 038222105 | 1,210 | 68,406 | SH | SOLE | 68,406 | 0 | 0 | ||
APPROACH RESOURCES, INC. | COM | 03834A103 | 763 | 39,546 | SH | SOLE | 39,546 | 0 | 0 | ||
AQUA AMERICA, INC. | COM | 03836W103 | 268 | 11,375 | SH | SOLE | 11,375 | 0 | 0 | ||
ARCH COAL, INC. | COM | 039380100 | 162 | 36,400 | SH | SOLE | 36,400 | 0 | 0 | ||
ARCHER DANIELS MIDLAND COMPANY | COM | 039483102 | 7,709 | 177,638 | SH | SOLE | 177,638 | 0 | 0 | ||
ARCHSTONE-SMITH TRUST | CONV | 039584AC1 | 28,650 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
ARGAN INC | COM | 04010E109 | 207 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
ARES CAPITAL CORPORATION | COM | 04010L103 | 6,010 | 338,200 | SH | SOLE | 338,200 | 0 | 0 | ||
ARROW ELECTRONICS INC. | COM | 042735100 | 532 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
ASCENA RETAIL GROUP INC. | COM | 04351G101 | 372 | 17,600 | SH | SOLE | 17,600 | 0 | 0 | ||
ASHLAND, INC. | COM | 044209104 | 833 | 8,585 | SH | SOLE | 8,585 | 0 | 0 | ||
ASSURANT INC. | COM | 04621X108 | 3,003 | 45,248 | SH | SOLE | 45,248 | 0 | 0 | ||
ATMOS ENERGY CORP. | COM | 049560105 | 247 | 5,448 | SH | SOLE | 5,448 | 0 | 0 | ||
AUTODESK, INC. | COM | 052769106 | 450 | 8,934 | SH | SOLE | 8,934 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING INC. | COM | 053015103 | 2,118 | 26,210 | SH | SOLE | 26,210 | 0 | 0 | ||
AUTOZONE INC. | COM | 053332102 | 1,787 | 3,738 | SH | SOLE | 3,738 | 0 | 0 | ||
AVERY DENNISON CORP. | COM | 053611109 | 4,502 | 89,697 | SH | SOLE | 89,697 | 0 | 0 | ||
AVNET, INC. | COM | 053807103 | 578 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
AVON PRODUCTS INC. | COM | 054303102 | 506 | 29,401 | SH | SOLE | 29,401 | 0 | 0 | ||
AXIALL CORPORATION | COM | 05463D100 | 9,291 | 195,850 | SH | SOLE | 195,850 | 0 | 0 | ||
BB&T CORP. | COM | 054937107 | 954 | 25,561 | SH | SOLE | 25,561 | 0 | 0 | ||
B T U INTERNATIONAL, INC. | COM | 056032105 | 788 | 269,856 | SH | SOLE | 269,856 | 0 | 0 | ||
BABSON CAP PARTN INVS TRUST | COM | 05616B100 | 724 | 56,244 | SH | SOLE | 56,244 | 0 | 0 | ||
BAKER HUGHES INC. | COM | 057224107 | 3,607 | 65,268 | SH | SOLE | 65,268 | 0 | 0 | ||
BALL CORPORATION | COM | 058498106 | 967 | 18,722 | SH | SOLE | 18,722 | 0 | 0 | ||
BALLY TECHNOLOGIES INC. | COM | 05874B107 | 1,443 | 18,400 | SH | SOLE | 18,400 | 0 | 0 | ||
BANK OF AMERICA CORPORATION | COM | 060505104 | 13,071 | 839,479 | SH | SOLE | 839,479 | 0 | 0 | ||
BANK OF NEW YORK MELLON CORP. | COM | 064058100 | 3,216 | 92,052 | SH | SOLE | 92,052 | 0 | 0 | ||
C R BARD, INC. | COM | 067383109 | 620 | 4,626 | SH | SOLE | 4,626 | 0 | 0 | ||
BARRETT BUSINESS SERV, INC. | COM | 068463108 | 621 | 6,700 | SH | SOLE | 6,700 | 0 | 0 | ||
BAXTER INTERNATIONAL INC. | COM | 071813109 | 1,815 | 26,103 | SH | SOLE | 26,103 | 0 | 0 | ||
BE AEROSPACE INC. | COM | 073302101 | 226 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
BECKMAN COULTER INC. | CONV | 075811AD1 | 9,565 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
BECTON DICKINSON & CO. | COM | 075887109 | 1,670 | 15,118 | SH | SOLE | 15,118 | 0 | 0 | ||
BED BATH & BEYOND INC. | COM | 075896100 | 1,191 | 14,837 | SH | SOLE | 14,837 | 0 | 0 | ||
BELDEN, INC. | COM | 077454106 | 225 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
BEMIS COMPANY, INC. | COM | 081437105 | 364 | 8,897 | SH | SOLE | 8,897 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC. | COM | 084670702 | 13,870 | 116,989 | SH | SOLE | 116,989 | 0 | 0 | ||
BEST BUY COMPANY, INC. | COM | 086516101 | 2,829 | 70,950 | SH | SOLE | 70,950 | 0 | 0 | ||
B H P BILLITON LTD | ADR | 088606108 | 1,433 | 21,015 | SH | SOLE | 21,015 | 0 | 0 | ||
BIG LOTS INC. | COM | 089302103 | 268 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
BIMINI CAPITAL MGMT, INC. | REIT | 090319401 | 58 | 211,628 | SH | SOLE | 211,628 | 0 | 0 | ||
BIOGEN IDEC INC. | COM | 09062X103 | 1,045 | 3,736 | SH | SOLE | 3,736 | 0 | 0 | ||
BLACKROCK, INC. | COM | 09247X101 | 3,029 | 9,570 | SH | SOLE | 9,570 | 0 | 0 | ||
H&R BLOCK INC. | COM | 093671105 | 2,739 | 94,305 | SH | SOLE | 94,305 | 0 | 0 | ||
BOARDWALK PIPELINE PARTNERS LP | COM | 096627104 | 916 | 35,900 | SH | SOLE | 35,900 | 0 | 0 | ||
BOEING CO. | COM | 097023105 | 10,942 | 80,168 | SH | SOLE | 80,168 | 0 | 0 | ||
BOOZ ALLEN HAMILTON HOLDING CORP | COM | 099502106 | 567 | 29,600 | SH | SOLE | 29,600 | 0 | 0 | ||
BORGWARNER INC. | COM | 099724106 | 1,123 | 20,080 | SH | SOLE | 20,080 | 0 | 0 | ||
BOSTON PROPERTIES INC. | REIT | 101121101 | 1,382 | 13,770 | SH | SOLE | 13,770 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP. | COM | 101137107 | 1,506 | 125,325 | SH | SOLE | 125,325 | 0 | 0 | ||
BRIGGS & STRATTON CORP. | COM | 109043109 | 12,440 | 571,700 | SH | SOLE | 571,700 | 0 | 0 | ||
BRINKER INTERNATIONAL | COM | 109641100 | 273 | 5,900 | SH | SOLE | 5,900 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO. | COM | 110122108 | 2,502 | 47,079 | SH | SOLE | 47,079 | 0 | 0 | ||
BRISTOW GROUP, INC. | COM | 110394103 | 233 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
BROADCOM CORPORATION | COM | 111320107 | 871 | 29,388 | SH | SOLE | 29,388 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYSTEMS INC. | COM | 111621306 | 709 | 79,900 | SH | SOLE | 79,900 | 0 | 0 | ||
BUCKEYE PARTNERS LP | COM | 118230101 | 1,676 | 23,600 | SH | SOLE | 23,600 | 0 | 0 | ||
BUCKLE, INC. | COM | 118440106 | 200 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | ||
CBIZ, INC. | COM | 124805102 | 168 | 18,400 | SH | SOLE | 18,400 | 0 | 0 | ||
CBS CORP. | COM | 124857202 | 1,665 | 26,127 | SH | SOLE | 26,127 | 0 | 0 | ||
CCS MEDICAL HOLDINGS INC | COM | 12503E106 | 285 | 14,236 | SH | SOLE | 14,236 | 0 | 0 | ||
CBOE HOLDINGS INC | COM | 12503M108 | 681 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
CBRE GROUP INC. | COM | 12504L109 | 273 | 10,385 | SH | SOLE | 10,385 | 0 | 0 | ||
CECO ENVIRONMENTAL CORP. | COM | 125141101 | 253 | 15,656 | SH | SOLE | 15,656 | 0 | 0 | ||
CDW CORP/DE | COM | 12514G108 | 1,180 | 50,500 | SH | SOLE | 50,500 | 0 | 0 | ||
CF INDUSTRIES HOLDINGS, INC. | COM | 125269100 | 1,254 | 5,380 | SH | SOLE | 5,380 | 0 | 0 | ||
CIGNA CORP. | COM | 125509109 | 2,909 | 33,251 | SH | SOLE | 33,251 | 0 | 0 | ||
CIT GROUP, INC. | COM | 125581801 | 1,647 | 31,600 | SH | SOLE | 31,600 | 0 | 0 | ||
CME GROUP INC. | COM | 12572Q105 | 903 | 11,515 | SH | SOLE | 11,515 | 0 | 0 | ||
CMS ENERGY CORP. | COM | 125896100 | 632 | 23,613 | SH | SOLE | 23,613 | 0 | 0 | ||
C S S INDUSTRIES, INC. | COM | 125906107 | 450 | 15,700 | SH | SOLE | 15,700 | 0 | 0 | ||
CNA FINANCIAL CORP. | COM | 126117100 | 545 | 12,700 | SH | SOLE | 12,700 | 0 | 0 | ||
CSX CORP. | COM | 126408103 | 2,056 | 71,480 | SH | SOLE | 71,480 | 0 | 0 | ||
CST BRANDS INC. | COM | 12646R105 | 830 | 22,600 | SH | SOLE | 22,600 | 0 | 0 | ||
CVS CAREMARK CORP. | COM | 126650100 | 5,287 | 73,877 | SH | SOLE | 73,877 | 0 | 0 | ||
CA, INC. | COM | 12673P105 | 2,320 | 68,948 | SH | SOLE | 68,948 | 0 | 0 | ||
CABLEVISION SYSTEMS CORP. | COM | 12686C109 | 2,150 | 119,900 | SH | SOLE | 119,900 | 0 | 0 | ||
CALUMET SPECIALTY PRODUCTS PAR | COM | 131476103 | 272 | 10,465 | SH | SOLE | 10,465 | 0 | 0 | ||
CANADIAN NATURAL RESOURCES LTD | COM | 136385101 | 499 | 14,760 | SH | SOLE | 14,760 | 0 | 0 | ||
CAPITAL ONE FINANCIAL CORP. | COM | 14040H105 | 5,215 | 68,067 | SH | SOLE | 68,067 | 0 | 0 | ||
CAPITALSOURCE INC. | COM | 14055X102 | 660 | 45,900 | SH | SOLE | 45,900 | 0 | 0 | ||
CARDINAL HEALTH, INC. | COM | 14149Y108 | 2,989 | 44,733 | SH | SOLE | 44,733 | 0 | 0 | ||
CARDTRONICS INC. | COM | 14161H108 | 3,476 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
CAREFUSION CORP. | COM | 14170T101 | 949 | 23,838 | SH | SOLE | 23,838 | 0 | 0 | ||
CARIBE MEDIA INC | COM | 141874WW3 | 111 | 11,105 | SH | SOLE | 11,105 | 0 | 0 | ||
CARMAX, INC | COM | 143130102 | 447 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
CARNIVAL CORP. | COM | 143658300 | 303 | 7,537 | SH | SOLE | 7,537 | 0 | 0 | ||
CASEY'S GENERAL STORES INC | COM | 147528103 | 783 | 11,150 | SH | SOLE | 11,150 | 0 | 0 | ||
CASH AMERICA INTL, INC. | COM | 14754D100 | 222 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
CATERPILLAR INC. | COM | 149123101 | 4,135 | 45,535 | SH | SOLE | 45,535 | 0 | 0 | ||
CBEYOND INC | COM | 149847105 | 106 | 15,400 | SH | SOLE | 15,400 | 0 | 0 | ||
CELANESE CORPORATION | COM | 150870103 | 919 | 16,610 | SH | SOLE | 16,610 | 0 | 0 | ||
CELGENE CORP. | COM | 151020104 | 6,657 | 39,397 | SH | SOLE | 39,397 | 0 | 0 | ||
CENTENE CORPORATION | COM | 15135B101 | 259 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
CENTERPOINT ENERGY INC. | COM | 15189T107 | 894 | 38,566 | SH | SOLE | 38,566 | 0 | 0 | ||
CENTRAL GARDEN & PET CO. | COM | 153527106 | 1,748 | 254,400 | SH | SOLE | 254,400 | 0 | 0 | ||
CENTRAL GARDEN & PET CO. | COM | 153527205 | 2,147 | 318,100 | SH | SOLE | 318,100 | 0 | 0 | ||
CENTURYLINK, INC. | COM | 156700106 | 992 | 31,158 | SH | SOLE | 31,158 | 0 | 0 | ||
CERNER CORPORATION | COM | 156782104 | 234 | 4,200 | SH | SOLE | 4,200 | 0 | 0 | ||
CHARLES RIVER LABORATORIES INTERNATIONAL INC. | COM | 159864107 | 207 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
CHASE PACKAGING CORP. | COM | 161635107 | 1 | 19,082 | SH | SOLE | 19,082 | 0 | 0 | ||
CHEMED CORPORATION | COM | 16359R103 | 8,275 | 108,000 | SH | SOLE | 108,000 | 0 | 0 | ||
CHENIERE ENERGY INC. | COM | 16411R208 | 250 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP. | COM | 165167107 | 1,357 | 49,988 | SH | SOLE | 49,988 | 0 | 0 | ||
CHESAPEAKE ENERGY CORPORATION | CONV | 165167BZ9 | 20,183 | 19,885,000 | PRN | SOLE | 19,885,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORPORATION | CONV | 165167CA3 | 72,377 | 72,017,174 | PRN | SOLE | 72,017,174 | 0 | 0 | ||
CHESAPEAKE ENERGY CORPORATION | CONV | 165167CB1 | 1,865 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
CHEVRON CORPORATION | COM | 166764100 | 19,814 | 158,626 | SH | SOLE | 158,626 | 0 | 0 | ||
CHICAGO BRIDGE & IRON COMPANY N.V. | COM | 167250109 | 590 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | ||
CHIMERA INVESTMENT CORP | REIT | 16934Q109 | 642 | 207,100 | SH | SOLE | 207,100 | 0 | 0 | ||
CHIPOTLE MEXICAN GRILL, INC. | COM | 169656105 | 614 | 1,153 | SH | SOLE | 1,153 | 0 | 0 | ||
CHIQUITA BRANDS INTERNATIONAL INC. | CONV | 170032AT3 | 6,290 | 6,485,000 | PRN | SOLE | 6,485,000 | 0 | 0 | ||
CHUBB CORP., THE | COM | 171232101 | 2,196 | 22,724 | SH | SOLE | 22,724 | 0 | 0 | ||
CHURCH & DWIGHT CO., INC. | COM | 171340102 | 693 | 10,460 | SH | SOLE | 10,460 | 0 | 0 | ||
CIMAREX ENERGY CO. | COM | 171798101 | 441 | 4,200 | SH | SOLE | 4,200 | 0 | 0 | ||
CINCINNATI FINANCIAL CORP. | COM | 172062101 | 614 | 11,720 | SH | SOLE | 11,720 | 0 | 0 | ||
CINEMARK HOLDINGS, INC. | COM | 17243V102 | 313 | 9,400 | SH | SOLE | 9,400 | 0 | 0 | ||
CISCO SYSTEMS INC. | COM | 17275R102 | 10,926 | 486,666 | SH | SOLE | 486,666 | 0 | 0 | ||
CITIGROUP, INC. | COM | 172967424 | 19,272 | 369,832 | SH | SOLE | 369,832 | 0 | 0 | ||
CITRIX SYSTEMS, INC. | COM | 177376100 | 254 | 4,022 | SH | SOLE | 4,022 | 0 | 0 | ||
CLEAN ENERGY FUELS CORP. | COM | 184499101 | 2,576 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
CLEAR CHANNEL OUTDOOR HOLDINGS, INC. | COM | 18451C109 | 151 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
CLIFFS NATURAL RESOURCES, INC. | COM | 18683K101 | 763 | 29,121 | SH | SOLE | 29,121 | 0 | 0 | ||
CLOROX COMPANY | COM | 189054109 | 749 | 8,070 | SH | SOLE | 8,070 | 0 | 0 | ||
CLOUD PEAK ENERGY INC | COM | 18911Q102 | 599 | 33,255 | SH | SOLE | 33,255 | 0 | 0 | ||
COACH, INC. | COM | 189754104 | 366 | 6,513 | SH | SOLE | 6,513 | 0 | 0 | ||
COCA-COLA CO., THE | COM | 191216100 | 9,151 | 221,514 | SH | SOLE | 221,514 | 0 | 0 | ||
COCA-COLA ENTERPRISES, INC. | COM | 19122T109 | 1,450 | 32,863 | SH | SOLE | 32,863 | 0 | 0 | ||
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION | COM | 192446102 | 1,185 | 11,737 | SH | SOLE | 11,737 | 0 | 0 | ||
COLGATE-PALMOLIVE CO. | COM | 194162103 | 4,313 | 66,142 | SH | SOLE | 66,142 | 0 | 0 | ||
COLUMBUS MCKINNON CORPORATION | COM | 199333105 | 1,638 | 60,364 | SH | SOLE | 60,364 | 0 | 0 | ||
COMCAST CORP. | COM | 20030N101 | 9,863 | 189,793 | SH | SOLE | 189,793 | 0 | 0 | ||
COMERICA INC. | COM | 200340107 | 1,569 | 33,007 | SH | SOLE | 33,007 | 0 | 0 | ||
COMMERCE BANCSHARES INC. | COM | 200525103 | 210 | 4,682 | SH | SOLE | 4,682 | 0 | 0 | ||
COMMONWEALTH REIT | REIT | 203233101 | 305 | 13,067 | SH | SOLE | 13,067 | 0 | 0 | ||
COMMUNITY HEALTH SYSTEMS INC. | COM | 203668108 | 848 | 21,600 | SH | SOLE | 21,600 | 0 | 0 | ||
COMPRESSCO PARTNERS LP | COM | 20467A101 | 267 | 13,308 | SH | SOLE | 13,308 | 0 | 0 | ||
COMPUTER SCIENCES CORP. | COM | 205363104 | 3,644 | 65,216 | SH | SOLE | 65,216 | 0 | 0 | ||
COMTECH TELECOMMUNICATIONS | COM | 205826209 | 240 | 7,600 | SH | SOLE | 7,600 | 0 | 0 | ||
CONAGRA FOODS INC. | COM | 205887102 | 305 | 9,058 | SH | SOLE | 9,058 | 0 | 0 | ||
CON-WAY INC. | COM | 205944101 | 596 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
CONMED CORP. | COM | 207410101 | 6,721 | 158,150 | SH | SOLE | 158,150 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 7,096 | 100,432 | SH | SOLE | 100,432 | 0 | 0 | ||
CONSOLIDATED EDISON, INC. | COM | 209115104 | 1,584 | 28,651 | SH | SOLE | 28,651 | 0 | 0 | ||
CONSTELLATION BRANDS INC. | COM | 21036P108 | 2,848 | 40,464 | SH | SOLE | 40,464 | 0 | 0 | ||
COOPER-STANDARD HOLDINGS, INC. | COM | 21676P103 | 3,116 | 63,455 | SH | SOLE | 63,455 | 0 | 0 | ||
CORNERSTONE THERAPEUTICS INC | COM | 21924P103 | 228 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
CORNING, INC. | COM | 219350105 | 1,856 | 104,141 | SH | SOLE | 104,141 | 0 | 0 | ||
COSTCO WHOLESALE CORP. | COM | 22160K105 | 593 | 4,984 | SH | SOLE | 4,984 | 0 | 0 | ||
COTT CORP. | COM | 22163N106 | 16,717 | 2,074,090 | SH | SOLE | 2,074,090 | 0 | 0 | ||
CRANE CO. | COM | 224399105 | 717 | 10,668 | SH | SOLE | 10,668 | 0 | 0 | ||
CROWN HOLDINGS INC. | COM | 228368106 | 2,380 | 53,400 | SH | SOLE | 53,400 | 0 | 0 | ||
CUMMINS INC. | COM | 231021106 | 1,345 | 9,538 | SH | SOLE | 9,538 | 0 | 0 | ||
DCP MIDSTREAM PARTNERS LP | COM | 23311P100 | 698 | 13,870 | SH | SOLE | 13,870 | 0 | 0 | ||
DST SYSTEMS, INC. | COM | 233326107 | 1,980 | 21,820 | SH | SOLE | 21,820 | 0 | 0 | ||
DTE ENERGY CO. | COM | 233331107 | 680 | 10,237 | SH | SOLE | 10,237 | 0 | 0 | ||
DSW, INC. | COM | 23334L102 | 483 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
DANAHER CORP. | COM | 235851102 | 3,401 | 44,048 | SH | SOLE | 44,048 | 0 | 0 | ||
DAVITA HEALTHCARE PARTNERS INC. | COM | 23918K108 | 579 | 9,136 | SH | SOLE | 9,136 | 0 | 0 | ||
DEAN FOODS COMPANY | COM | 242370203 | 270 | 15,700 | SH | SOLE | 15,700 | 0 | 0 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 1,292 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
DEERE & COMPANY | COM | 244199105 | 1,373 | 15,031 | SH | SOLE | 15,031 | 0 | 0 | ||
DELTA AIR LINES INC. | COM | 247361702 | 3,450 | 125,601 | SH | SOLE | 125,601 | 0 | 0 | ||
DENBURY RESOURCES INC. | COM | 247916208 | 1,242 | 75,597 | SH | SOLE | 75,597 | 0 | 0 | ||
DELUXE CORPORATION | COM | 248019101 | 313 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
DETOUR GOLD CORPORATION | CONV | 250669AA6 | 4,789 | 6,170,000 | PRN | SOLE | 6,170,000 | 0 | 0 | ||
DEVON ENERGY CORP. | COM | 25179M103 | 1,065 | 17,214 | SH | SOLE | 17,214 | 0 | 0 | ||
DEVRY, INC. | COM | 251893103 | 224 | 6,300 | SH | SOLE | 6,300 | 0 | 0 | ||
DIAMOND OFFSHORE DRILLING INC. | COM | 25271C102 | 254 | 4,463 | SH | SOLE | 4,463 | 0 | 0 | ||
DIGITAL REALTY TRUST INC. | REIT | 253868103 | 467 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
DILLARD'S, INC. | COM | 254067101 | 612 | 6,300 | SH | SOLE | 6,300 | 0 | 0 | ||
WALT DISNEY COMPANY, THE | COM | 254687106 | 9,637 | 126,141 | SH | SOLE | 126,141 | 0 | 0 | ||
DISCOVER FINANCIAL SERVICES INC. | COM | 254709108 | 2,315 | 41,378 | SH | SOLE | 41,378 | 0 | 0 | ||
DISH NETWORK CORP. | COM | 25470M109 | 324 | 5,600 | SH | SOLE | 5,600 | 0 | 0 | ||
DIRECTV | COM | 25490A309 | 3,801 | 55,014 | SH | SOLE | 55,014 | 0 | 0 | ||
DOLLAR GENERAL CORP. | COM | 256677105 | 597 | 9,900 | SH | SOLE | 9,900 | 0 | 0 | ||
DOLLAR TREE, INC. | COM | 256746108 | 757 | 13,420 | SH | SOLE | 13,420 | 0 | 0 | ||
DOMINION RESOURCES INC. | COM | 25746U109 | 2,229 | 34,458 | SH | SOLE | 34,458 | 0 | 0 | ||
DOMINOS PIZZA, INC. | COM | 25754A201 | 202 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
DOMTAR CORPORATION | COM | 257559203 | 780 | 8,270 | SH | SOLE | 8,270 | 0 | 0 | ||
DONALDSON CO, INC. | COM | 257651109 | 312 | 7,175 | SH | SOLE | 7,175 | 0 | 0 | ||
R.R. DONNELLEY & SONS COMPANY | COM | 257867101 | 3,166 | 156,126 | SH | SOLE | 156,126 | 0 | 0 | ||
DORMAN PRODUCTS, INC. | COM | 258278100 | 976 | 17,400 | SH | SOLE | 17,400 | 0 | 0 | ||
DOVER CORP. | COM | 260003108 | 3,000 | 31,076 | SH | SOLE | 31,076 | 0 | 0 | ||
DOW CHEMICAL CO., THE | COM | 260543103 | 4,887 | 110,076 | SH | SOLE | 110,076 | 0 | 0 | ||
DR PEPPER SNAPPLE GROUP INC. | COM | 26138E109 | 975 | 20,014 | SH | SOLE | 20,014 | 0 | 0 | ||
DREW INDUSTRIES, INC. | COM | 26168L205 | 420 | 8,200 | SH | SOLE | 8,200 | 0 | 0 | ||
E I DU PONT DE NEMOURS & CO. | COM | 263534109 | 10,764 | 165,676 | SH | SOLE | 165,676 | 0 | 0 | ||
DUKE REALTY CORPORATION | REIT | 264411505 | 196 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
DUKE ENERGY CORP. | COM | 26441C204 | 2,704 | 39,181 | SH | SOLE | 39,181 | 0 | 0 | ||
DUN & BRADSTREET CORP., THE | COM | 26483E100 | 3,127 | 25,475 | SH | SOLE | 25,475 | 0 | 0 | ||
E C C CAPITAL CORP. | REIT | 26826M108 | 69 | 1,200,000 | SH | SOLE | 1,200,000 | 0 | 0 | ||
EMC CORP. | COM | 268648102 | 3,580 | 142,357 | SH | SOLE | 142,357 | 0 | 0 | ||
EOG RESOURCES INC. | COM | 26875P101 | 2,787 | 16,605 | SH | SOLE | 16,605 | 0 | 0 | ||
EQT CORPORATION | COM | 26884L109 | 293 | 3,266 | SH | SOLE | 3,266 | 0 | 0 | ||
EQT MIDSTREAM PARTNERS LP | COM | 26885B100 | 335 | 5,700 | SH | SOLE | 5,700 | 0 | 0 | ||
E*TRADE FINANCIAL CORP. | COM | 269246401 | 547 | 27,854 | SH | SOLE | 27,854 | 0 | 0 | ||
EARTHLINK, INC. | COM | 270321102 | 77 | 15,200 | SH | SOLE | 15,200 | 0 | 0 | ||
EAST WEST BANCORP, INC. | COM | 27579R104 | 318 | 9,100 | SH | SOLE | 9,100 | 0 | 0 | ||
EASTMAN CHEMICAL COMPANY | COM | 277432100 | 3,169 | 39,271 | SH | SOLE | 39,271 | 0 | 0 | ||
EBAY INC. | COM | 278642103 | 1,629 | 29,672 | SH | SOLE | 29,672 | 0 | 0 | ||
ECHOSTAR CORPORATION | COM | 278768106 | 204 | 4,100 | SH | SOLE | 4,100 | 0 | 0 | ||
ECOLAB INC. | COM | 278865100 | 478 | 4,584 | SH | SOLE | 4,584 | 0 | 0 | ||
EDISON INTERNATIONAL | COM | 281020107 | 2,595 | 56,054 | SH | SOLE | 56,054 | 0 | 0 | ||
EL PASO PIPELINE PARTNERS LP | COM | 283702108 | 1,358 | 37,710 | SH | SOLE | 37,710 | 0 | 0 | ||
ELECTRONIC ARTS, INC. | COM | 285512109 | 1,950 | 85,023 | SH | SOLE | 85,023 | 0 | 0 | ||
ELECTRONICS FOR IMAGING | COM | 286082102 | 201 | 5,200 | SH | SOLE | 5,200 | 0 | 0 | ||
EMERSON ELECTRIC CO. | COM | 291011104 | 3,707 | 52,822 | SH | SOLE | 52,822 | 0 | 0 | ||
ENBRIDGE ENERGY PARTNERS | COM | 29250R106 | 827 | 27,675 | SH | SOLE | 27,675 | 0 | 0 | ||
ENDO PHARMACEUTICALS HOLDINGS INC. | COM | 29264F205 | 796 | 11,800 | SH | SOLE | 11,800 | 0 | 0 | ||
ENERGIZER HOLDINGS INC. | COM | 29266R108 | 437 | 4,040 | SH | SOLE | 4,040 | 0 | 0 | ||
ENERGY TRANSFER PARTNERS | COM | 29273R109 | 5,266 | 91,974 | SH | SOLE | 91,974 | 0 | 0 | ||
ENERGY TRANSFER EQUITY LP | COM | 29273V100 | 3,181 | 38,920 | SH | SOLE | 38,920 | 0 | 0 | ||
ENERSYS | COM | 29275Y102 | 3,785 | 54,000 | SH | SOLE | 54,000 | 0 | 0 | ||
ENGILITY HOLDINGS INC | COM | 29285W104 | 407 | 12,200 | SH | SOLE | 12,200 | 0 | 0 | ||
ENTERCOM COMMUNICATIONS CORP. | COM | 293639100 | 109 | 10,400 | SH | SOLE | 10,400 | 0 | 0 | ||
ENTERGY CORP | COM | 29364G103 | 1,070 | 16,909 | SH | SOLE | 16,909 | 0 | 0 | ||
ENTERPRISE PRODUCTS PARTNERS L | COM | 293792107 | 6,352 | 95,805 | SH | SOLE | 95,805 | 0 | 0 | ||
EQUIFAX INC. | COM | 294429105 | 268 | 3,878 | SH | SOLE | 3,878 | 0 | 0 | ||
EQUITY RESIDENTIAL | REIT | 29476L107 | 869 | 16,757 | SH | SOLE | 16,757 | 0 | 0 | ||
ESSEX PROPERTY TRUST INC. | REIT | 297178105 | 299 | 2,080 | SH | SOLE | 2,080 | 0 | 0 | ||
ESSEX RENTAL CORPORATION | COM | 297187106 | 619 | 189,350 | SH | SOLE | 189,350 | 0 | 0 | ||
EXELON CORP. | COM | 30161N101 | 3,633 | 132,652 | SH | SOLE | 132,652 | 0 | 0 | ||
EXELIS INC. | COM | 30162A108 | 762 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
EXPEDIA INC. | COM | 30212P303 | 1,291 | 18,540 | SH | SOLE | 18,540 | 0 | 0 | ||
EXPRESS SCRIPTS HOLDING COMPANY | COM | 30219G108 | 4,947 | 70,426 | SH | SOLE | 70,426 | 0 | 0 | ||
EXTERRAN PARTNERS LP | COM | 30225N105 | 668 | 22,100 | SH | SOLE | 22,100 | 0 | 0 | ||
EXXON CORPORATION | COM | 30231G102 | 31,186 | 308,166 | SH | SOLE | 308,166 | 0 | 0 | ||
FLIR SYSTEMS, INC. | COM | 302445101 | 984 | 32,687 | SH | SOLE | 32,687 | 0 | 0 | ||
F M C CORPORATION | COM | 302491303 | 667 | 8,840 | SH | SOLE | 8,840 | 0 | 0 | ||
FTD COS INC | COM | 30281V108 | 1,629 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
FACEBOOK INC | COM | 30303M102 | 4,870 | 89,100 | SH | SOLE | 89,100 | 0 | 0 | ||
FEDEX CORP. | COM | 31428X106 | 3,351 | 23,306 | SH | SOLE | 23,306 | 0 | 0 | ||
FERRELLGAS LP | COM | 315293100 | 295 | 12,855 | SH | SOLE | 12,855 | 0 | 0 | ||
F5 NETWORKS, INC. | COM | 315616102 | 342 | 3,760 | SH | SOLE | 3,760 | 0 | 0 | ||
FIDELITY NATIONAL INFORMATION SERVICES INC. | COM | 31620M106 | 1,673 | 31,160 | SH | SOLE | 31,160 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL INC. | COM | 31620R105 | 341 | 10,500 | SH | SOLE | 10,500 | 0 | 0 | ||
FIESTA RESTAURANT GROUP | COM | 31660B101 | 4,211 | 80,618 | SH | SOLE | 80,618 | 0 | 0 | ||
FIFTH THIRD BANCORP | COM | 316773100 | 2,637 | 125,393 | SH | SOLE | 125,393 | 0 | 0 | ||
FINISH LINE (THE) | COM | 317923100 | 206 | 7,300 | SH | SOLE | 7,300 | 0 | 0 | ||
FIRST CITIZENS BANCSHARES, INC. | COM | 31946M103 | 293 | 1,318 | SH | SOLE | 1,318 | 0 | 0 | ||
FIRST INTERSTATE BANCSYSTEM IN | COM | 32055Y201 | 394 | 13,900 | SH | SOLE | 13,900 | 0 | 0 | ||
FIRST NIAGARA FINANCIAL GROUP, INC. | COM | 33582V108 | 507 | 47,700 | SH | SOLE | 47,700 | 0 | 0 | ||
FIRST SOLAR INC. | COM | 336433107 | 2,481 | 45,400 | SH | SOLE | 45,400 | 0 | 0 | ||
FISERV, INC. | COM | 337738108 | 3,240 | 54,870 | SH | SOLE | 54,870 | 0 | 0 | ||
FIRSTENERGY CORP. | COM | 337932107 | 1,238 | 37,550 | SH | SOLE | 37,550 | 0 | 0 | ||
FLUOR CORP. | COM | 343412102 | 1,112 | 13,856 | SH | SOLE | 13,856 | 0 | 0 | ||
FLOWSERVE CORP. | COM | 34354P105 | 587 | 7,451 | SH | SOLE | 7,451 | 0 | 0 | ||
FOOT LOCKER INC. | COM | 344849104 | 307 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
FORD MOTOR COMPANY | COM | 345370860 | 5,854 | 379,375 | SH | SOLE | 379,375 | 0 | 0 | ||
FOREST LABORATORIES, INC. | COM | 345838106 | 657 | 10,950 | SH | SOLE | 10,950 | 0 | 0 | ||
FRANKLIN RESOURCES INC. | COM | 354613101 | 1,254 | 21,725 | SH | SOLE | 21,725 | 0 | 0 | ||
FREEPORT-MCMORAN COPPER & GOLD INC. | COM | 35671D857 | 5,856 | 155,175 | SH | SOLE | 155,175 | 0 | 0 | ||
FRONTIER COMMUNICATIONS CORP. | COM | 35906A108 | 1,046 | 225,045 | SH | SOLE | 225,045 | 0 | 0 | ||
GATX CORP. | COM | 361448103 | 261 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
GNC HOLDINGS INC. | COM | 36191G107 | 210 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
GSE SYSTEMS INC | COM | 36227K106 | 755 | 472,100 | SH | SOLE | 472,100 | 0 | 0 | ||
G-III APPAREL GROUP LTD | COM | 36237H101 | 236 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
GAMESTOP CORP. | COM | 36467W109 | 2,769 | 56,212 | SH | SOLE | 56,212 | 0 | 0 | ||
GANNETT COMPANY, INC. | COM | 364730101 | 1,623 | 54,883 | SH | SOLE | 54,883 | 0 | 0 | ||
GAP INC., THE | COM | 364760108 | 480 | 12,295 | SH | SOLE | 12,295 | 0 | 0 | ||
GENERAL DYNAMICS CORP. | COM | 369550108 | 2,298 | 24,051 | SH | SOLE | 24,051 | 0 | 0 | ||
GENERAL ELECTRIC COMPANY | COM | 369604103 | 29,981 | 1,069,601 | SH | SOLE | 1,069,601 | 0 | 0 | ||
GENERAL MILLS, INC. | COM | 370334104 | 1,957 | 39,216 | SH | SOLE | 39,216 | 0 | 0 | ||
GENERAL MOTORS COMPANY | COM | 37045V100 | 4,794 | 117,288 | SH | SOLE | 117,288 | 0 | 0 | ||
GENERAL MOTORS CO | WAR | 37045V118 | 1,583 | 50,805 | SH | SOLE | 50,805 | 0 | 0 | ||
GENERAL MOTORS CO | WAR | 37045V126 | 1,175 | 50,805 | SH | SOLE | 50,805 | 0 | 0 | ||
GENTEX CORPORATION | COM | 371901109 | 2,324 | 70,460 | SH | SOLE | 70,460 | 0 | 0 | ||
GENESIS ENERGY LP | COM | 371927104 | 547 | 10,410 | SH | SOLE | 10,410 | 0 | 0 | ||
GENUINE PARTS CO | COM | 372460105 | 397 | 4,770 | SH | SOLE | 4,770 | 0 | 0 | ||
GEO SPECIALTY CHEMICALS, INC. | COM | 37246R106 | 0 | 80,750 | SH | SOLE | 80,750 | 0 | 0 | ||
GENWORTH HOLDINGS INC. | COM | 37247D106 | 1,517 | 97,653 | SH | SOLE | 97,653 | 0 | 0 | ||
GEOMET, INC. | COM | 37250U201 | 8 | 85,857 | SH | SOLE | 85,857 | 0 | 0 | ||
GILEAD SCIENCES, INC. | COM | 375558103 | 2,887 | 38,422 | SH | SOLE | 38,422 | 0 | 0 | ||
GLOBAL PARTNERS LP/MA | COM | 37946R109 | 331 | 9,310 | SH | SOLE | 9,310 | 0 | 0 | ||
GOLD FIELDS LTD | ADR | 38059T106 | 94 | 29,340 | SH | SOLE | 29,340 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC., THE | COM | 38141G104 | 8,361 | 47,168 | SH | SOLE | 47,168 | 0 | 0 | ||
GOODYEAR TIRE & RUBBER COMPANY, THE | COM | 382550101 | 2,163 | 90,712 | SH | SOLE | 90,712 | 0 | 0 | ||
GOOGLE, INC. | COM | 38259P508 | 16,657 | 14,863 | SH | SOLE | 14,863 | 0 | 0 | ||
WASHINGTON POST CO. | COM | 384637104 | 2,349 | 3,542 | SH | SOLE | 3,542 | 0 | 0 | ||
GRAINGER (W.W.) INC. | COM | 384802104 | 201 | 786 | SH | SOLE | 786 | 0 | 0 | ||
GRAPHIC PACKAGING HOLDING CO. | COM | 388689101 | 22,680 | 2,362,500 | SH | SOLE | 2,362,500 | 0 | 0 | ||
GREAT LAKES DREDGE&DOCK CORP. | COM | 390607109 | 8,207 | 892,060 | SH | SOLE | 892,060 | 0 | 0 | ||
GREAT PLAINS ENERGY INC. | COM | 391164100 | 267 | 11,006 | SH | SOLE | 11,006 | 0 | 0 | ||
GREEN MOUNTAIN COFFEE ROASTERS INC. | COM | 393122106 | 1,179 | 15,600 | SH | SOLE | 15,600 | 0 | 0 | ||
GREEN PLAINS RENEWABLE ENERGY | COM | 393222104 | 287 | 14,800 | SH | SOLE | 14,800 | 0 | 0 | ||
GREIF INC. | COM | 397624107 | 1,975 | 37,700 | SH | SOLE | 37,700 | 0 | 0 | ||
GROUP 1 AUTOMOTIVE, INC. | COM | 398905109 | 220 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
GUESS?, INC. | COM | 401617105 | 379 | 12,200 | SH | SOLE | 12,200 | 0 | 0 | ||
HCA HOLDINGS, INC. | COM | 40412C101 | 506 | 10,600 | SH | SOLE | 10,600 | 0 | 0 | ||
HCC INSURANCE HOLDINGS INC. | COM | 404132102 | 257 | 5,566 | SH | SOLE | 5,566 | 0 | 0 | ||
HCP INC. | REIT | 40414L109 | 618 | 17,011 | SH | SOLE | 17,011 | 0 | 0 | ||
HALCON RESOURCES CORPORATION | COM | 40537Q209 | 3,551 | 920,000 | SH | SOLE | 920,000 | 0 | 0 | ||
HALLADOR ENERGY CO | COM | 40609P105 | 279 | 34,620 | SH | SOLE | 34,620 | 0 | 0 | ||
HALLIBURTON CO. | COM | 406216101 | 3,001 | 59,138 | SH | SOLE | 59,138 | 0 | 0 | ||
HANESBRANDS INC. | COM | 410345102 | 597 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
HANOVER INSURANCE GROUP, INC. | COM | 410867105 | 2,018 | 33,800 | SH | SOLE | 33,800 | 0 | 0 | ||
HARLEY-DAVIDSON INC. | COM | 412822108 | 478 | 6,910 | SH | SOLE | 6,910 | 0 | 0 | ||
HARMAN INTERNATIONAL INDUSTRIES INC. | COM | 413086109 | 413 | 5,043 | SH | SOLE | 5,043 | 0 | 0 | ||
HARRIS CORPORATION | COM | 413875105 | 5,724 | 81,994 | SH | SOLE | 81,994 | 0 | 0 | ||
HARTFORD FINANCIAL SERVICES GROUP INC., THE | COM | 416515104 | 1,854 | 51,170 | SH | SOLE | 51,170 | 0 | 0 | ||
HASBRO INC. | COM | 418056107 | 362 | 6,578 | SH | SOLE | 6,578 | 0 | 0 | ||
HAWAIIAN HOLDINGS INC | COM | 419879101 | 459 | 47,700 | SH | SOLE | 47,700 | 0 | 0 | ||
HELMERICH & PAYNE, INC. | COM | 423452101 | 1,206 | 14,340 | SH | SOLE | 14,340 | 0 | 0 | ||
JACK HENRY & ASSOCIATES, INC. | COM | 426281101 | 521 | 8,800 | SH | SOLE | 8,800 | 0 | 0 | ||
HERCULES, INC. | CONV | 427056BC9 | 6,457 | 7,401 | PRN | SOLE | 7,401 | 0 | 0 | ||
HERSHEY COMPANY, THE | COM | 427866108 | 988 | 10,166 | SH | SOLE | 10,166 | 0 | 0 | ||
HERTZ GLOBAL HOLDINGS INC. | COM | 42805T105 | 329 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
HESS CORP | COM | 42809H107 | 1,044 | 12,579 | SH | SOLE | 12,579 | 0 | 0 | ||
HEWLETT-PACKARD CO. | COM | 428236103 | 6,915 | 247,137 | SH | SOLE | 247,137 | 0 | 0 | ||
HHGREGG INC | COM | 42833L108 | 268 | 19,200 | SH | SOLE | 19,200 | 0 | 0 | ||
HILL-ROM HOLDINGS INC. | COM | 431475102 | 393 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
HILLSHIRE BRANDS CO. (THE) | COM | 432589109 | 5,052 | 151,080 | SH | SOLE | 151,080 | 0 | 0 | ||
HOLLYFRONTIER CORP. | COM | 436106108 | 2,050 | 41,264 | SH | SOLE | 41,264 | 0 | 0 | ||
HOME DEPOT, INC. | COM | 437076102 | 10,961 | 133,117 | SH | SOLE | 133,117 | 0 | 0 | ||
HOMEAWAY INC | COM | 43739Q100 | 266 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
HONEYWELL INTERNATIONAL, INC. | COM | 438516106 | 5,502 | 60,217 | SH | SOLE | 60,217 | 0 | 0 | ||
HORMEL FOODS CORP. | COM | 440452100 | 210 | 4,660 | SH | SOLE | 4,660 | 0 | 0 | ||
HORNBECK OFFSHORE SERVICES INC. | COM | 440543106 | 16,047 | 325,950 | SH | SOLE | 325,950 | 0 | 0 | ||
HOSPIRA INC. | COM | 441060100 | 220 | 5,341 | SH | SOLE | 5,341 | 0 | 0 | ||
HOST HOTELS & RESORTS INC. | REIT | 44107P104 | 1,329 | 68,388 | SH | SOLE | 68,388 | 0 | 0 | ||
HUDSON CITY BANCORP, INC. | COM | 443683107 | 201 | 21,315 | SH | SOLE | 21,315 | 0 | 0 | ||
HUMANA, INC. | COM | 444859102 | 2,064 | 19,999 | SH | SOLE | 19,999 | 0 | 0 | ||
HUNTINGTON BANCSHARES, INC. | COM | 446150104 | 2,323 | 240,772 | SH | SOLE | 240,772 | 0 | 0 | ||
HUNTINGTON INGALLS INDUSTRIES INC. | COM | 446413106 | 891 | 9,900 | SH | SOLE | 9,900 | 0 | 0 | ||
HUNTSMAN CORPORATION | COM | 447011107 | 1,811 | 73,620 | SH | SOLE | 73,620 | 0 | 0 | ||
HYATT HOTELS CORP. | COM | 448579102 | 406 | 8,200 | SH | SOLE | 8,200 | 0 | 0 | ||
IAC/INTERACTIVECORP | COM | 44919P508 | 625 | 9,100 | SH | SOLE | 9,100 | 0 | 0 | ||
ITT CORP. | COM | 450911201 | 234 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
ICONIX BRAND GROUP, INC. | COM | 451055107 | 552 | 13,900 | SH | SOLE | 13,900 | 0 | 0 | ||
IDEX CORPORATION | COM | 45167R104 | 2,212 | 29,950 | SH | SOLE | 29,950 | 0 | 0 | ||
ILLINOIS TOOL WORKS INC. | COM | 452308109 | 766 | 9,115 | SH | SOLE | 9,115 | 0 | 0 | ||
ILLUMINA, INC. | COM | 452327109 | 642 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
INCYTE CORPORATION | COM | 45337C102 | 248 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
ING U.S., INC. | COM | 45685E106 | 404 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
INGRAM MICRO INC. | COM | 457153104 | 279 | 11,900 | SH | SOLE | 11,900 | 0 | 0 | ||
INGREDION INCORPORATED | COM | 457187102 | 1,538 | 22,471 | SH | SOLE | 22,471 | 0 | 0 | ||
INSIGHT ENTERPRISE, INC. | COM | 45765U103 | 277 | 12,200 | SH | SOLE | 12,200 | 0 | 0 | ||
INTEGRA LIFESCIENCES HOLDINGS CORP | COM | 457985208 | 6,015 | 126,068 | SH | SOLE | 126,068 | 0 | 0 | ||
INTEL CORPORATION | COM | 458140100 | 17,994 | 693,134 | SH | SOLE | 693,134 | 0 | 0 | ||
INTEL CORPORATION | CONV | 458140AD2 | 25,741 | 22,983,000 | PRN | SOLE | 22,983,000 | 0 | 0 | ||
INTER PARFUMS, INC. | COM | 458334109 | 222 | 6,200 | SH | SOLE | 6,200 | 0 | 0 | ||
INTERCONTINENTALEXCHANGE GROUP, INC. | COM | 45866F104 | 1,597 | 7,101 | SH | SOLE | 7,101 | 0 | 0 | ||
IBM CORPORATION | COM | 459200101 | 10,206 | 54,410 | SH | SOLE | 54,410 | 0 | 0 | ||
INTL FLAVORS & FRAGRANCES | COM | 459506101 | 1,041 | 12,113 | SH | SOLE | 12,113 | 0 | 0 | ||
INTERNATIONAL GAME TECHNOLOGY | COM | 459902102 | 2,878 | 158,501 | SH | SOLE | 158,501 | 0 | 0 | ||
INTERNATIONAL PAPER COMPANY | COM | 460146103 | 3,635 | 74,144 | SH | SOLE | 74,144 | 0 | 0 | ||
INTERSECTIONS, INC. | COM | 460981301 | 99 | 12,700 | SH | SOLE | 12,700 | 0 | 0 | ||
INTUIT, INC. | COM | 461202103 | 637 | 8,349 | SH | SOLE | 8,349 | 0 | 0 | ||
INTUITIVE SURGICAL, INC. | COM | 46120E602 | 567 | 1,476 | SH | SOLE | 1,476 | 0 | 0 | ||
ISHARES MSCI UNITED KINGDOM ETF | ETF | 464286699 | 213 | 10,200 | SH | SOLE | 10,200 | 0 | 0 | ||
ISHARES MSCI | ETF | 464286848 | 223 | 18,400 | SH | SOLE | 18,400 | 0 | 0 | ||
ISHARES TRUST | ETF | 464287184 | 1,561 | 40,700 | SH | SOLE | 40,700 | 0 | 0 | ||
ISHARES TRUST | ETF | 464287465 | 4,924 | 73,430 | SH | SOLE | 73,430 | 0 | 0 | ||
ISHARES TRUST | ETF | 464287614 | 2,046 | 23,800 | SH | SOLE | 23,800 | 0 | 0 | ||
ISHARES TRUST | ETF | 464287689 | 65,559 | 592,489 | SH | SOLE | 592,489 | 0 | 0 | ||
ITC HOLDINGS CORP. | COM | 465685105 | 230 | 2,400 | SH | SOLE | 2,400 | 0 | 0 | ||
JDS UNIPHASE CORPORATION | COM | 46612J507 | 418 | 32,227 | SH | SOLE | 32,227 | 0 | 0 | ||
JPMORGAN CHASE & CO. | COM | 46625H100 | 14,546 | 248,743 | SH | SOLE | 248,743 | 0 | 0 | ||
JABIL CIRCUIT INC. | COM | 466313103 | 1,461 | 83,749 | SH | SOLE | 83,749 | 0 | 0 | ||
JACOBS ENGINEERING GROUP, INC. | COM | 469814107 | 822 | 13,044 | SH | SOLE | 13,044 | 0 | 0 | ||
JARDEN CORP. | COM | 471109108 | 224 | 3,650 | SH | SOLE | 3,650 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 22,540 | 246,100 | SH | SOLE | 246,100 | 0 | 0 | ||
JOHNSON CONTROLS INC. | COM | 478366107 | 3,544 | 69,077 | SH | SOLE | 69,077 | 0 | 0 | ||
JONES LANG LASALLE INC. | COM | 48020Q107 | 399 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
JOY GLOBAL INC. | COM | 481165108 | 521 | 8,900 | SH | SOLE | 8,900 | 0 | 0 | ||
JUNIPER NETWORKS INC. | COM | 48203R104 | 468 | 20,737 | SH | SOLE | 20,737 | 0 | 0 | ||
KAR AUCTION SERVICES INC. | COM | 48238T109 | 201 | 6,800 | SH | SOLE | 6,800 | 0 | 0 | ||
KLA-TENCOR CORP. | COM | 482480100 | 979 | 15,187 | SH | SOLE | 15,187 | 0 | 0 | ||
KANSAS CITY SOUTHERN | COM | 485170302 | 1,251 | 10,105 | SH | SOLE | 10,105 | 0 | 0 | ||
KELLOGG CO. | COM | 487836108 | 709 | 11,603 | SH | SOLE | 11,603 | 0 | 0 | ||
KEYCORP | COM | 493267108 | 1,870 | 139,336 | SH | SOLE | 139,336 | 0 | 0 | ||
KIMBERLY-CLARK CORP. | COM | 494368103 | 2,596 | 24,854 | SH | SOLE | 24,854 | 0 | 0 | ||
KIMCO REALTY CORP. | REIT | 49446R109 | 596 | 30,177 | SH | SOLE | 30,177 | 0 | 0 | ||
KINDER MORGAN ENERGY PTR LP | COM | 494550106 | 6,893 | 85,455 | SH | SOLE | 85,455 | 0 | 0 | ||
KOHL'S CORP. | COM | 500255104 | 970 | 17,091 | SH | SOLE | 17,091 | 0 | 0 | ||
KRAFT FOODS GROUP INC. | COM | 50076Q106 | 2,049 | 37,997 | SH | SOLE | 37,997 | 0 | 0 | ||
KROGER COMPANY | COM | 501044101 | 4,167 | 105,423 | SH | SOLE | 105,423 | 0 | 0 | ||
LIMITED BRANDS INC. | COM | 501797104 | 940 | 15,200 | SH | SOLE | 15,200 | 0 | 0 | ||
LKQ CORPORATION | COM | 501889208 | 1,086 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
LPL FINANCIAL HOLDINGS, INC. | COM | 50212V100 | 597 | 12,700 | SH | SOLE | 12,700 | 0 | 0 | ||
LSI CORPORATION | COM | 502161102 | 463 | 42,054 | SH | SOLE | 42,054 | 0 | 0 | ||
L-3 COMMUNICATIONS HOLDINGS INC. | COM | 502424104 | 2,322 | 21,728 | SH | SOLE | 21,728 | 0 | 0 | ||
LABORATORY CORPORATION OF AMERICA HOLDINGS | COM | 50540R409 | 508 | 5,563 | SH | SOLE | 5,563 | 0 | 0 | ||
LAM RESEARCH CORP. | COM | 512807108 | 2,936 | 53,922 | SH | SOLE | 53,922 | 0 | 0 | ||
LAS VEGAS SANDS CORP. | COM | 517834107 | 1,278 | 16,200 | SH | SOLE | 16,200 | 0 | 0 | ||
ESTEE LAUDER COMPANIES INC., THE | COM | 518439104 | 269 | 3,566 | SH | SOLE | 3,566 | 0 | 0 | ||
LEAR CORP. | COM | 521865204 | 3,057 | 37,751 | SH | SOLE | 37,751 | 0 | 0 | ||
LEGGETT & PLATT INC. | COM | 524660107 | 332 | 10,741 | SH | SOLE | 10,741 | 0 | 0 | ||
LEGG MASON INC. | COM | 524901105 | 1,982 | 45,573 | SH | SOLE | 45,573 | 0 | 0 | ||
LEIDOS HOLDINGS, INC. | COM | 525327102 | 454 | 9,775 | SH | SOLE | 9,775 | 0 | 0 | ||
LEUCADIA NATIONAL CORPORATION | COM | 527288104 | 1,047 | 36,935 | SH | SOLE | 36,935 | 0 | 0 | ||
LEXMARK INTERNATIONAL INC. | COM | 529771107 | 823 | 23,174 | SH | SOLE | 23,174 | 0 | 0 | ||
LIBERTY INTERACTIVE CORPORATION | COM | 53071M104 | 449 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
LIBERTY INTERACTIVE CORPORATION | COM | 53071M880 | 1,047 | 8,540 | SH | SOLE | 8,540 | 0 | 0 | ||
LIBERTY MEDIA CORP | COM | 531229102 | 660 | 4,510 | SH | SOLE | 4,510 | 0 | 0 | ||
LIFE TECHNOLOGIES CORPORATION | COM | 53217V109 | 1,864 | 24,587 | SH | SOLE | 24,587 | 0 | 0 | ||
ELI LILLY & CO. | COM | 532457108 | 4,118 | 80,752 | SH | SOLE | 80,752 | 0 | 0 | ||
LINCOLN ELECTRIC HOLDINGS, INC. | COM | 533900106 | 428 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
LINCOLN NATIONAL CORP. | COM | 534187109 | 2,597 | 50,302 | SH | SOLE | 50,302 | 0 | 0 | ||
LINEAR TECHNOLOGY CORPORATION | COM | 535678106 | 356 | 7,806 | SH | SOLE | 7,806 | 0 | 0 | ||
LINKEDIN CORP | COM | 53578A108 | 752 | 3,470 | SH | SOLE | 3,470 | 0 | 0 | ||
LIONS GATE ENTERTAINMENT INC. | COM | 535919203 | 602 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
LOCKHEED MARTIN CORPORATION | COM | 539830109 | 4,704 | 31,646 | SH | SOLE | 31,646 | 0 | 0 | ||
LOEWS CORP. | COM | 540424108 | 716 | 14,846 | SH | SOLE | 14,846 | 0 | 0 | ||
LORAL SPACE & COMMUNICATIONS, INC. | COM | 543881106 | 486 | 5,998 | SH | SOLE | 5,998 | 0 | 0 | ||
LORILLARD INC. | COM | 544147101 | 1,758 | 34,681 | SH | SOLE | 34,681 | 0 | 0 | ||
LOWES COMPANIES, INC. | COM | 548661107 | 5,997 | 121,024 | SH | SOLE | 121,024 | 0 | 0 | ||
M&T BANK CORP. | COM | 55261F104 | 1,373 | 11,794 | SH | SOLE | 11,794 | 0 | 0 | ||
MFA FINANCIAL, INC. | REIT | 55272X102 | 184 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | COM | 552953101 | 637 | 27,100 | SH | SOLE | 27,100 | 0 | 0 | ||
M K S INSTRUMENTS, INC. | COM | 55306N104 | 299 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
MRC GLOBAL INC. | COM | 55345K103 | 723 | 22,400 | SH | SOLE | 22,400 | 0 | 0 | ||
M W I VETERINARY SUPPLY, INC. | COM | 55402X105 | 358 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
MACERICH COMPANY, THE | REIT | 554382101 | 594 | 10,095 | SH | SOLE | 10,095 | 0 | 0 | ||
MACY'S, INC. | COM | 55616P104 | 2,996 | 56,113 | SH | SOLE | 56,113 | 0 | 0 | ||
MAGELLAN MIDSTREAM PARTNERS | COM | 559080106 | 1,917 | 30,300 | SH | SOLE | 30,300 | 0 | 0 | ||
MANITOWOC COMPANY INC. | COM | 563571108 | 401 | 17,200 | SH | SOLE | 17,200 | 0 | 0 | ||
MANOR CARE, INC. | CONV | 564055AP6 | 28,069 | 20,833,333 | PRN | SOLE | 20,833,333 | 0 | 0 | ||
MANPOWERGROUP INC. | COM | 56418H100 | 713 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
MARATHON OIL CORPORATION | COM | 565849106 | 2,088 | 59,140 | SH | SOLE | 59,140 | 0 | 0 | ||
MARATHON PETROLEUM CORPORATION | COM | 56585A102 | 3,133 | 34,155 | SH | SOLE | 34,155 | 0 | 0 | ||
MARSH & MCLENNAN COMPANIES INC. | COM | 571748102 | 1,593 | 32,943 | SH | SOLE | 32,943 | 0 | 0 | ||
MASCO CORP. | COM | 574599106 | 697 | 30,619 | SH | SOLE | 30,619 | 0 | 0 | ||
MASSEY ENERGY CO. | CONV | 576203AJ2 | 6,725 | 6,750,000 | PRN | SOLE | 6,750,000 | 0 | 0 | ||
MASTERCARD, INC. | COM | 57636Q104 | 7,528 | 9,011 | SH | SOLE | 9,011 | 0 | 0 | ||
MATTEL INC. | COM | 577081102 | 583 | 12,251 | SH | SOLE | 12,251 | 0 | 0 | ||
MAXIM INTEGRATED PRODUCTS, INC. | COM | 57772K101 | 240 | 8,600 | SH | SOLE | 8,600 | 0 | 0 | ||
MCDONALD'S CORPORATION | COM | 580135101 | 2,408 | 24,815 | SH | SOLE | 24,815 | 0 | 0 | ||
MCGRAW-HILL COMPANIES, THE | COM | 580645109 | 1,457 | 18,627 | SH | SOLE | 18,627 | 0 | 0 | ||
MCKESSON CORPORATION | COM | 58155Q103 | 3,563 | 22,076 | SH | SOLE | 22,076 | 0 | 0 | ||
MEAD JOHNSON NUTRITION COMPANY | COM | 582839106 | 1,276 | 15,236 | SH | SOLE | 15,236 | 0 | 0 | ||
MEDIFAST INC | COM | 58470H101 | 206 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | COM | 58471A105 | 594 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
MEDNAX, INC. | COM | 58502B106 | 203 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | ||
MEDTRONIC INC. | COM | 585055106 | 7,404 | 129,017 | SH | SOLE | 129,017 | 0 | 0 | ||
MEDTRONIC INC. | CONV | 585055AB2 | 8,020 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
MERCK & CO. INC. | COM | 58933Y105 | 8,733 | 174,483 | SH | SOLE | 174,483 | 0 | 0 | ||
METLIFE, INC. | COM | 59156R108 | 4,283 | 79,425 | SH | SOLE | 79,425 | 0 | 0 | ||
METTLER-TOLEDO INTERNATIONAL INC. | COM | 592688105 | 218 | 900 | SH | SOLE | 900 | 0 | 0 | ||
MICROSOFT CORP. | COM | 594918104 | 21,331 | 569,896 | SH | SOLE | 569,896 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 1,045 | 23,345 | SH | SOLE | 23,345 | 0 | 0 | ||
MICRON TECHNOLOGY INC. | COM | 595112103 | 1,187 | 54,550 | SH | SOLE | 54,550 | 0 | 0 | ||
MICRON TECHNOLOGY INC. | CONV | 595112AY9 | 5,906 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
MID-CON ENERGY PARTNERS LP | COM | 59560V109 | 383 | 16,783 | SH | SOLE | 16,783 | 0 | 0 | ||
MIDSTATES PETROLEUM COMPANY, INC. | COM | 59804T100 | 3,095 | 467,467 | SH | SOLE | 467,467 | 0 | 0 | ||
MOLSON COORS BREWING COMPANY | COM | 60871R209 | 1,905 | 33,925 | SH | SOLE | 33,925 | 0 | 0 | ||
MONDELEZ INTERNATIONAL, INC. | COM | 609207105 | 3,380 | 95,746 | SH | SOLE | 95,746 | 0 | 0 | ||
MONRO MUFFLER BRAKE | COM | 610236101 | 265 | 4,700 | SH | SOLE | 4,700 | 0 | 0 | ||
MONSTER BEVERAGE CORP | COM | 611740101 | 217 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
MOODY'S CORPORATION | COM | 615369105 | 1,002 | 12,765 | SH | SOLE | 12,765 | 0 | 0 | ||
MORGAN STANLEY | COM | 617446448 | 4,889 | 155,893 | SH | SOLE | 155,893 | 0 | 0 | ||
MOSAIC CO., THE | COM | 61945C103 | 671 | 14,200 | SH | SOLE | 14,200 | 0 | 0 | ||
MOTOROLA SOLUTIONS INC. | COM | 620076307 | 1,038 | 15,371 | SH | SOLE | 15,371 | 0 | 0 | ||
MOTORS LIQUIDATION CO GUC TRUS | COM | 62010U101 | 345 | 10,729 | SH | SOLE | 10,729 | 0 | 0 | ||
MURPHY OIL CORP. | COM | 626717102 | 1,319 | 20,333 | SH | SOLE | 20,333 | 0 | 0 | ||
MURPHY USA INC. | COM | 626755102 | 3,329 | 80,100 | SH | SOLE | 80,100 | 0 | 0 | ||
MYLAN INC. | COM | 628530107 | 630 | 14,506 | SH | SOLE | 14,506 | 0 | 0 | ||
MYRIAD GENETICS, INC. | COM | 62855J104 | 602 | 28,700 | SH | SOLE | 28,700 | 0 | 0 | ||
NGL ENERGY PARTNERS LP | COM | 62913M107 | 739 | 21,425 | SH | SOLE | 21,425 | 0 | 0 | ||
NRG ENERGY INC. | COM | 629377508 | 653 | 22,720 | SH | SOLE | 22,720 | 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 | 731 | 18,367 | SH | SOLE | 18,367 | 0 | 0 | ||
NATIONAL OILWELL VARCO, INC. | COM | 637071101 | 3,254 | 40,913 | SH | SOLE | 40,913 | 0 | 0 | ||
NATIONSTAR MORTGAGE HOLDINGS INC | COM | 63861C109 | 318 | 8,600 | SH | SOLE | 8,600 | 0 | 0 | ||
NAVISTAR INTERNATIONAL CORP. | COM | 63934E108 | 218 | 5,700 | SH | SOLE | 5,700 | 0 | 0 | ||
NEEBO INC. | COM | 63983W108 | 223 | 88,055 | SH | SOLE | 88,055 | 0 | 0 | ||
NEENAH ENTERPRISES, INC. | COM | 64007R109 | 2,701 | 154,333 | SH | SOLE | 154,333 | 0 | 0 | ||
NETAPP INC. | COM | 64110D104 | 1,541 | 37,467 | SH | SOLE | 37,467 | 0 | 0 | ||
NETFLIX INC | COM | 64110L106 | 1,479 | 4,016 | SH | SOLE | 4,016 | 0 | 0 | ||
NETSUITE INC | COM | 64118Q107 | 332 | 3,220 | SH | SOLE | 3,220 | 0 | 0 | ||
NEUSTAR, INC. | COM | 64126X201 | 344 | 6,900 | SH | SOLE | 6,900 | 0 | 0 | ||
NEW YORK COMMUNITY BANCORP, INC | COM | 649445103 | 449 | 26,640 | SH | SOLE | 26,640 | 0 | 0 | ||
NEW YORK MORTGAGE TRUST INC | REIT | 649604501 | 89 | 12,800 | SH | SOLE | 12,800 | 0 | 0 | ||
NEWARK GROUP INC., THE | COM | 650341MM9 | 1,408 | 546,783 | SH | SOLE | 546,783 | 0 | 0 | ||
NEWELL RUBBERMAID INC. | COM | 651229106 | 629 | 19,421 | SH | SOLE | 19,421 | 0 | 0 | ||
NEWFIELD EXPLORATION CO. | COM | 651290108 | 926 | 37,600 | SH | SOLE | 37,600 | 0 | 0 | ||
NEWMARKET CORPORATION | COM | 651587107 | 224 | 670 | SH | SOLE | 670 | 0 | 0 | ||
NEWMONT MINING CORP. | COM | 651639106 | 372 | 16,154 | SH | SOLE | 16,154 | 0 | 0 | ||
NEWS CORPORATION | COM | 65249B109 | 229 | 12,696 | SH | SOLE | 12,696 | 0 | 0 | ||
NEWS CORP | COM | 65249B208 | 1,605 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
NEXTERA ENERGY INC. | COM | 65339F101 | 1,830 | 21,368 | SH | SOLE | 21,368 | 0 | 0 | ||
NIKE, INC. | COM | 654106103 | 4,975 | 63,264 | SH | SOLE | 63,264 | 0 | 0 | ||
NISKA GAS STORAGE PARTNERS LLC | COM | 654678101 | 677 | 45,900 | SH | SOLE | 45,900 | 0 | 0 | ||
NISOURCE INC. | COM | 65473P105 | 361 | 10,971 | SH | SOLE | 10,971 | 0 | 0 | ||
NOBLE ENERGY, INC. | COM | 655044105 | 752 | 11,047 | SH | SOLE | 11,047 | 0 | 0 | ||
NORDSTROM, INC. | COM | 655664100 | 1,268 | 20,519 | SH | SOLE | 20,519 | 0 | 0 | ||
NORFOLK SOUTHERN CORP. | COM | 655844108 | 2,533 | 27,286 | SH | SOLE | 27,286 | 0 | 0 | ||
NORTHEAST UTILITIES | COM | 664397106 | 605 | 14,264 | SH | SOLE | 14,264 | 0 | 0 | ||
NORTHERN OIL AND GAS INC | COM | 665531109 | 227 | 15,075 | SH | SOLE | 15,075 | 0 | 0 | ||
NORTHERN TIER ENERGY LP | COM | 665826103 | 303 | 12,315 | SH | SOLE | 12,315 | 0 | 0 | ||
NORTHERN TRUST CORP. | COM | 665859104 | 552 | 8,920 | SH | SOLE | 8,920 | 0 | 0 | ||
NORTHROP GRUMMAN CORP. | COM | 666807102 | 3,342 | 29,160 | SH | SOLE | 29,160 | 0 | 0 | ||
NOVATION CO INC | REIT | 66989V107 | 5,391 | 19,258,775 | SH | SOLE | 19,258,775 | 0 | 0 | ||
NU SKIN ENTERPRISES, INC. | COM | 67018T105 | 1,794 | 12,980 | SH | SOLE | 12,980 | 0 | 0 | ||
NUSTAR ENERGY LP | COM | 67058H102 | 658 | 12,900 | SH | SOLE | 12,900 | 0 | 0 | ||
NVIDIA CORP. | COM | 67066G104 | 899 | 56,111 | SH | SOLE | 56,111 | 0 | 0 | ||
OGE ENERGY CORP. | COM | 670837103 | 303 | 8,948 | SH | SOLE | 8,948 | 0 | 0 | ||
O'REILLY AUTOMOTIVE, INC. NEW | COM | 67103H107 | 1,928 | 14,977 | SH | SOLE | 14,977 | 0 | 0 | ||
OASIS PETROLEUM INC. | COM | 674215108 | 860 | 18,300 | SH | SOLE | 18,300 | 0 | 0 | ||
OCCIDENTAL PETROLEUM CORP. | COM | 674599105 | 6,739 | 70,865 | SH | SOLE | 70,865 | 0 | 0 | ||
OFFICE DEPOT, INC. | COM | 676220106 | 72 | 13,600 | SH | SOLE | 13,600 | 0 | 0 | ||
OIL STATES INTERNATIONAL INC. | COM | 678026105 | 362 | 3,560 | SH | SOLE | 3,560 | 0 | 0 | ||
OLD REPUBLIC INTERNATIONAL CORP. | COM | 680223104 | 236 | 13,657 | SH | SOLE | 13,657 | 0 | 0 | ||
OMNICARE, INC. | COM | 681904108 | 887 | 14,700 | SH | SOLE | 14,700 | 0 | 0 | ||
OMNICOM GROUP INC. | COM | 681919106 | 829 | 11,145 | SH | SOLE | 11,145 | 0 | 0 | ||
OMNOVA SOLUTIONS INC. | COM | 682129101 | 7,264 | 797,342 | SH | SOLE | 797,342 | 0 | 0 | ||
ON SEMICONDUCTOR CORP. | COM | 682189105 | 145 | 17,600 | SH | SOLE | 17,600 | 0 | 0 | ||
ONEOK INC. | COM | 682680103 | 529 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
ONEOK PARTNERS LP | COM | 68268N103 | 1,139 | 21,625 | SH | SOLE | 21,625 | 0 | 0 | ||
ORACLE CORP. | COM | 68389X105 | 11,809 | 308,645 | SH | SOLE | 308,645 | 0 | 0 | ||
OSHKOSH TRUCK CORPORATION | COM | 688239201 | 494 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
OWENS CORNING | COM | 690742101 | 5,135 | 126,100 | SH | SOLE | 126,100 | 0 | 0 | ||
OWENS-ILLINOIS INC. | COM | 690768403 | 842 | 23,538 | SH | SOLE | 23,538 | 0 | 0 | ||
PBF ENERGY, INC. | COM | 69318G106 | 566 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
PDL BIOPHARMA, INC. | COM | 69329Y104 | 157 | 18,600 | SH | SOLE | 18,600 | 0 | 0 | ||
PG&E CORP. | COM | 69331C108 | 1,669 | 41,435 | SH | SOLE | 41,435 | 0 | 0 | ||
PNC FINANCIAL SERVICES GROUP | COM | 693475105 | 4,869 | 62,758 | SH | SOLE | 62,758 | 0 | 0 | ||
PPG INDUSTRIES INC. | COM | 693506107 | 3,194 | 16,843 | SH | SOLE | 16,843 | 0 | 0 | ||
PPL CORP. | COM | 69351T106 | 1,294 | 43,002 | SH | SOLE | 43,002 | 0 | 0 | ||
PTC, INC. | COM | 69370C100 | 400 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
PACKAGING CORP. OF AMERICA | COM | 695156109 | 1,221 | 19,300 | SH | SOLE | 19,300 | 0 | 0 | ||
PALL CORP. | COM | 696429307 | 557 | 6,522 | SH | SOLE | 6,522 | 0 | 0 | ||
PARKER-HANNIFIN CORP. | COM | 701094104 | 1,793 | 13,938 | SH | SOLE | 13,938 | 0 | 0 | ||
PATTERSON COMPANIES, INC. | COM | 703395103 | 237 | 5,747 | SH | SOLE | 5,747 | 0 | 0 | ||
PATTERSON UTI ENERGY INC. | COM | 703481101 | 228 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
PAYCHEX INC | COM | 704326107 | 454 | 9,977 | SH | SOLE | 9,977 | 0 | 0 | ||
PEABODY ENERGY CORPORATION | COM | 704549104 | 1,202 | 61,530 | SH | SOLE | 61,530 | 0 | 0 | ||
PENN NATIONAL GAMING INC. | COM | 707569109 | 397 | 27,700 | SH | SOLE | 27,700 | 0 | 0 | ||
PENNEY (J.C.) CORPORATION INC. | COM | 708160106 | 206 | 22,525 | SH | SOLE | 22,525 | 0 | 0 | ||
PENSKE AUTO GROUP INC | COM | 70959W103 | 556 | 11,800 | SH | SOLE | 11,800 | 0 | 0 | ||
PEOPLE'S UNITED FINANCIAL INC | COM | 712704105 | 431 | 28,510 | SH | SOLE | 28,510 | 0 | 0 | ||
PEPCO HOLDINGS INC. | COM | 713291102 | 283 | 14,799 | SH | SOLE | 14,799 | 0 | 0 | ||
PEPSICO INC. | COM | 713448108 | 10,092 | 121,675 | SH | SOLE | 121,675 | 0 | 0 | ||
PETROBRAS ARGENTINA SA | ADR | 71646J109 | 97 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
PETSMART, INC. | COM | 716768106 | 1,331 | 18,300 | SH | SOLE | 18,300 | 0 | 0 | ||
PFIZER, INC. | COM | 717081103 | 22,951 | 749,286 | SH | SOLE | 749,286 | 0 | 0 | ||
PHILIP MORRIS INTERNATIONAL INC. | COM | 718172109 | 7,729 | 88,702 | SH | SOLE | 88,702 | 0 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 5,775 | 74,874 | SH | SOLE | 74,874 | 0 | 0 | ||
PINNACLE WEST CAPITAL CORP. | COM | 723484101 | 216 | 4,082 | SH | SOLE | 4,082 | 0 | 0 | ||
PINNACLE FOODS INC. | COM | 72348P104 | 239 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
PIONEER NATURAL RESOURCES CO. | COM | 723787107 | 954 | 5,184 | SH | SOLE | 5,184 | 0 | 0 | ||
PITNEY BOWES INC. | COM | 724479100 | 5,748 | 246,688 | SH | SOLE | 246,688 | 0 | 0 | ||
PLAINS MARKETING LP | COM | 726503105 | 4,423 | 85,430 | SH | SOLE | 85,430 | 0 | 0 | ||
PLUM CREEK TIMBER CO. INC. | REIT | 729251108 | 341 | 7,336 | SH | SOLE | 7,336 | 0 | 0 | ||
POLARIS INDUSTRIES, INC. | COM | 731068102 | 526 | 3,610 | SH | SOLE | 3,610 | 0 | 0 | ||
POOL CORPORATION | COM | 73278L105 | 564 | 9,700 | SH | SOLE | 9,700 | 0 | 0 | ||
T ROWE PRICE GROUP, INC. | COM | 74144T108 | 1,323 | 15,792 | SH | SOLE | 15,792 | 0 | 0 | ||
PRICELINE.COM, INC. | COM | 741503403 | 4,789 | 4,120 | SH | SOLE | 4,120 | 0 | 0 | ||
PRIMERICA INC | COM | 74164M108 | 210 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
PRINCIPAL FINANCIAL GROUP, INC. | COM | 74251V102 | 2,005 | 40,664 | SH | SOLE | 40,664 | 0 | 0 | ||
PROASSURANCE CORPORATION | COM | 74267C106 | 398 | 8,200 | SH | SOLE | 8,200 | 0 | 0 | ||
PROCTER & GAMBLE CO. | COM | 742718109 | 16,347 | 200,803 | SH | SOLE | 200,803 | 0 | 0 | ||
PROGRESSIVE CORP., THE | COM | 743315103 | 972 | 35,648 | SH | SOLE | 35,648 | 0 | 0 | ||
PROGRESSIVE WASTE SOLUTIONS LTD. | COM | 74339G101 | 1,361 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
PROLOGIS INC. | COM | 74340W103 | 254 | 6,865 | SH | SOLE | 6,865 | 0 | 0 | ||
PROTECTIVE LIFE CORP. | COM | 743674103 | 601 | 11,866 | SH | SOLE | 11,866 | 0 | 0 | ||
PRUDENTIAL FINANCIAL, INC. | COM | 744320102 | 4,451 | 48,262 | SH | SOLE | 48,262 | 0 | 0 | ||
PUBLIC SERVICE ENTERPRISE GROUP INC. | COM | 744573106 | 2,154 | 67,233 | SH | SOLE | 67,233 | 0 | 0 | ||
PUBLIC STORAGE | REIT | 74460D109 | 906 | 6,020 | SH | SOLE | 6,020 | 0 | 0 | ||
PULTEGROUP, INC. | COM | 745867101 | 2,058 | 101,047 | SH | SOLE | 101,047 | 0 | 0 | ||
QR ENERGY LP | COM | 74734R108 | 214 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
QUALCOM, INC. | COM | 747525103 | 3,444 | 46,378 | SH | SOLE | 46,378 | 0 | 0 | ||
QUALITY DISTRIBUTION INC. | COM | 74756M102 | 10,427 | 812,700 | SH | SOLE | 812,700 | 0 | 0 | ||
QUANTA SERVICES, INC. | COM | 74762E102 | 632 | 20,037 | SH | SOLE | 20,037 | 0 | 0 | ||
QUEST DIAGNOSTICS INC. | COM | 74834L100 | 522 | 9,744 | SH | SOLE | 9,744 | 0 | 0 | ||
RPC, INC. | COM | 749660106 | 677 | 37,950 | SH | SOLE | 37,950 | 0 | 0 | ||
RPM INTERNATIONAL INC. | COM | 749685103 | 750 | 18,070 | SH | SOLE | 18,070 | 0 | 0 | ||
RPX CORP | COM | 74972G103 | 402 | 23,800 | SH | SOLE | 23,800 | 0 | 0 | ||
RALPH LAUREN CORPORATION | COM | 751212101 | 212 | 1,200 | SH | SOLE | 1,200 | 0 | 0 | ||
RANDGOLD RESOURCES LTD | ADR | 752344309 | 304 | 4,847 | SH | SOLE | 4,847 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL, INC. | COM | 754730109 | 292 | 5,600 | SH | SOLE | 5,600 | 0 | 0 | ||
RAYTHEON CO. | COM | 755111507 | 2,568 | 28,313 | SH | SOLE | 28,313 | 0 | 0 | ||
RED HAT INC. | COM | 756577102 | 524 | 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 | 538 | 7,301 | SH | SOLE | 7,301 | 0 | 0 | ||
REGAL ENTERTAINMENT GROUP | COM | 758766109 | 1,363 | 70,100 | SH | SOLE | 70,100 | 0 | 0 | ||
REGENERON PHARMACEUTICALS, INC. | COM | 75886F107 | 261 | 950 | SH | SOLE | 950 | 0 | 0 | ||
REGIONS FINANCIAL CORP. | COM | 7591EP100 | 966 | 97,668 | SH | SOLE | 97,668 | 0 | 0 | ||
REINSURANCE GROUP OF AMERICA, INC. | COM | 759351604 | 452 | 5,843 | SH | SOLE | 5,843 | 0 | 0 | ||
RELIANCE STEEL & ALUMINUM CO. | COM | 759509102 | 1,285 | 16,945 | SH | SOLE | 16,945 | 0 | 0 | ||
RENTECH, INC. | COM | 760112102 | 2,212 | 1,264,150 | SH | SOLE | 1,264,150 | 0 | 0 | ||
REPUBLIC SERVICES INC. | COM | 760759100 | 2,994 | 90,189 | SH | SOLE | 90,189 | 0 | 0 | ||
RESMED INC. | COM | 761152107 | 278 | 5,900 | SH | SOLE | 5,900 | 0 | 0 | ||
RESOLUTE FOREST PRODUCTS, INC. | COM | 76117W109 | 1,484 | 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 | 782 | 15,642 | SH | SOLE | 15,642 | 0 | 0 | ||
ROBERT HALF INTERNATIONAL, INC. | COM | 770323103 | 263 | 6,261 | SH | SOLE | 6,261 | 0 | 0 | ||
ROCK-TENN CO. | COM | 772739207 | 19,756 | 188,130 | SH | SOLE | 188,130 | 0 | 0 | ||
ROCKWELL AUTOMATION INC. | COM | 773903109 | 1,230 | 10,409 | SH | SOLE | 10,409 | 0 | 0 | ||
ROCKWELL COLLINS INC. | COM | 774341101 | 386 | 5,225 | SH | SOLE | 5,225 | 0 | 0 | ||
ROPER INDUSTRIES INC. | COM | 776696106 | 697 | 5,027 | SH | SOLE | 5,027 | 0 | 0 | ||
ROSS STORES, INC. | COM | 778296103 | 638 | 8,518 | SH | SOLE | 8,518 | 0 | 0 | ||
ROVI CORPORATION | COM | 779376102 | 675 | 34,300 | SH | SOLE | 34,300 | 0 | 0 | ||
RYDER SYSTEM INC. | COM | 783549108 | 287 | 3,886 | SH | SOLE | 3,886 | 0 | 0 | ||
SEI INVESTMENTS COMPANY | COM | 784117103 | 646 | 18,600 | SH | SOLE | 18,600 | 0 | 0 | ||
SL GREEN REALTY CORP. | REIT | 78440X101 | 564 | 6,100 | SH | SOLE | 6,100 | 0 | 0 | ||
SLM CORPORATION | COM | 78442P106 | 2,147 | 81,709 | SH | SOLE | 81,709 | 0 | 0 | ||
SM ENERGY COMPANY | COM | 78454L100 | 407 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
SPX CORP. | COM | 784635104 | 219 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
STANDARD PARKING CORP. | COM | 78469C103 | 10,311 | 395,979 | SH | SOLE | 395,979 | 0 | 0 | ||
SVB FINANCIAL GROUP | COM | 78486Q101 | 220 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
SAFEWAY INC. | COM | 786514208 | 1,255 | 38,521 | SH | SOLE | 38,521 | 0 | 0 | ||
ST. JUDE MEDICAL INC. | COM | 790849103 | 1,538 | 24,829 | SH | SOLE | 24,829 | 0 | 0 | ||
SALESFORCE.COM INC. | COM | 79466L302 | 655 | 11,864 | SH | SOLE | 11,864 | 0 | 0 | ||
SALIX PHARMACEUTICALS, LTD. | COM | 795435106 | 324 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
SANDISK CORP. | COM | 80004C101 | 3,305 | 46,853 | SH | SOLE | 46,853 | 0 | 0 | ||
SANMINA-SCI CORPORATION | COM | 801056102 | 244 | 14,600 | SH | SOLE | 14,600 | 0 | 0 | ||
HENRY SCHEIN, INC. | COM | 806407102 | 296 | 2,590 | SH | SOLE | 2,590 | 0 | 0 | ||
SCHLUMBERGER LTD. | COM | 806857108 | 7,692 | 85,359 | SH | SOLE | 85,359 | 0 | 0 | ||
CHARLES SCHWAB CORP. | COM | 808513105 | 1,964 | 75,534 | SH | SOLE | 75,534 | 0 | 0 | ||
SCIENCE APPLICATIONS INTERNATIONAL CORP. | COM | 808625107 | 696 | 21,056 | SH | SOLE | 21,056 | 0 | 0 | ||
SCICLONE PHARMACEUTICALS INC | COM | 80862K104 | 89 | 17,700 | SH | SOLE | 17,700 | 0 | 0 | ||
SCRIPPS NETWORKS INTERACTIVE INC. | COM | 811065101 | 1,166 | 13,496 | SH | SOLE | 13,496 | 0 | 0 | ||
SEALED AIR CORPORATION | COM | 81211K100 | 3,255 | 95,600 | SH | SOLE | 95,600 | 0 | 0 | ||
SELECT SPDR CONSUMER | ETF | 81369Y100 | 481 | 10,400 | SH | SOLE | 10,400 | 0 | 0 | ||
SELECT SPDR CONSUMER | ETF | 81369Y209 | 419 | 7,550 | SH | SOLE | 7,550 | 0 | 0 | ||
SELECT SPDR CONSUMER | COM | 81369Y308 | 337 | 7,850 | SH | SOLE | 7,850 | 0 | 0 | ||
SELECT SPDR CONSUMER | ETF | 81369Y407 | 327 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
SELECT SPDR ENERGY SECTOR | ETF | 81369Y506 | 606 | 6,850 | SH | SOLE | 6,850 | 0 | 0 | ||
SELECT SPDR FINANCIAL SECTOR | ETF | 81369Y605 | 2,096 | 95,881 | SH | SOLE | 95,881 | 0 | 0 | ||
SELECT SPDR INDUSTRIAL SECTOR | ETF | 81369Y704 | 460 | 8,800 | SH | SOLE | 8,800 | 0 | 0 | ||
SELECT SPDR TECHNOLOGY SECTOR | ETF | 81369Y803 | 452 | 12,650 | SH | SOLE | 12,650 | 0 | 0 | ||
SELECT SPDR UTILITIES SECTOR | ETF | 81369Y886 | 366 | 9,650 | SH | SOLE | 9,650 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 952 | 10,604 | SH | SOLE | 10,604 | 0 | 0 | ||
SENIOR HOUSING PROPERTIES TRUST | REIT | 81721M109 | 289 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
SERVICE CORP. INTERNATIONAL | COM | 817565104 | 196 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
SHERWIN-WILLIAMS CO. | COM | 824348106 | 475 | 2,590 | SH | SOLE | 2,590 | 0 | 0 | ||
SIGMA-ALDRICH CORP. | COM | 826552101 | 880 | 9,365 | SH | SOLE | 9,365 | 0 | 0 | ||
SIGNATURE BANK CORPORATION | COM | 82669G104 | 204 | 1,900 | SH | SOLE | 1,900 | 0 | 0 | ||
SIMON PROPERTY GROUP, INC | REIT | 828806109 | 204 | 1,338 | SH | SOLE | 1,338 | 0 | 0 | ||
SIRIUS XM RADIO INC. | COM | 82968B103 | 60 | 17,100 | SH | SOLE | 17,100 | 0 | 0 | ||
SKYWEST, INC. | COM | 830879102 | 215 | 14,500 | SH | SOLE | 14,500 | 0 | 0 | ||
AO SMITH CORP | COM | 831865209 | 636 | 11,800 | SH | SOLE | 11,800 | 0 | 0 | ||
J.M. SMUCKER CO. (THE) | COM | 832696405 | 536 | 5,172 | SH | SOLE | 5,172 | 0 | 0 | ||
SNAP-ON INC. | COM | 833034101 | 488 | 4,455 | SH | SOLE | 4,455 | 0 | 0 | ||
SOCIEDAD QUIMICA Y MINERA DE C | ADR | 833635105 | 205 | 7,920 | SH | SOLE | 7,920 | 0 | 0 | ||
SOLECTRON CORPORATION | CONV | 834182AL1 | 5,440 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
SOLERA HOLDINGS INC. | COM | 83421A104 | 361 | 5,100 | SH | SOLE | 5,100 | 0 | 0 | ||
SONOCO PRODUCTS CO. | COM | 835495102 | 2,564 | 61,467 | SH | SOLE | 61,467 | 0 | 0 | ||
SOUTHERN COMPANY | COM | 842587107 | 1,192 | 29,007 | SH | SOLE | 29,007 | 0 | 0 | ||
SOUTHWEST AIRLINES CO. | COM | 844741108 | 3,889 | 206,449 | SH | SOLE | 206,449 | 0 | 0 | ||
SPECTRA ENERGY CORP | COM | 847560109 | 1,269 | 35,635 | SH | SOLE | 35,635 | 0 | 0 | ||
SPECTRASCIENCE, INC. | COM | 84760E301 | 3 | 157,715 | SH | SOLE | 157,715 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HOLDINGS INC | COM | 848574109 | 1,271 | 37,300 | SH | SOLE | 37,300 | 0 | 0 | ||
SPRINT CORP. | COM | 85207U105 | 742 | 68,979 | SH | SOLE | 68,979 | 0 | 0 | ||
STANCORP FINANCIAL GROUP INC. | COM | 852891100 | 666 | 10,058 | SH | SOLE | 10,058 | 0 | 0 | ||
STANLEY BLACK & DECKER INC. | COM | 854502101 | 297 | 3,681 | SH | SOLE | 3,681 | 0 | 0 | ||
STAPLES INC. | COM | 855030102 | 2,546 | 160,248 | SH | SOLE | 160,248 | 0 | 0 | ||
STAR GAS PARTNERS LP | COM | 85512C105 | 712 | 135,675 | SH | SOLE | 135,675 | 0 | 0 | ||
STARBUCKS CORP. | COM | 855244109 | 3,768 | 48,072 | SH | SOLE | 48,072 | 0 | 0 | ||
STARWOOD PROPERTY TRUST INC. | REIT | 85571B105 | 524 | 18,900 | SH | SOLE | 18,900 | 0 | 0 | ||
STARZ - LIBERTY CAPITAL | COM | 85571Q102 | 1,950 | 66,695 | SH | SOLE | 66,695 | 0 | 0 | ||
STARWOOD HOTELS & RESORTS WORLDWIDE INC. | COM | 85590A401 | 1,420 | 17,875 | SH | SOLE | 17,875 | 0 | 0 | ||
STATE STREET CORP. | COM | 857477103 | 2,903 | 39,561 | SH | SOLE | 39,561 | 0 | 0 | ||
STEEL DYNAMICS INC. | COM | 858119100 | 412 | 21,100 | SH | SOLE | 21,100 | 0 | 0 | ||
STEIN MART, INC. | COM | 858375108 | 332 | 24,700 | SH | SOLE | 24,700 | 0 | 0 | ||
STERICYCLE, INC. | COM | 858912108 | 249 | 2,144 | SH | SOLE | 2,144 | 0 | 0 | ||
STONE ENERGY CORPORATION | COM | 861642106 | 294 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
STRYKER CORPORATION | COM | 863667101 | 2,330 | 31,009 | SH | SOLE | 31,009 | 0 | 0 | ||
SUNCO LOGISTICS PARTNERS LP | COM | 86764L108 | 2,635 | 34,915 | SH | SOLE | 34,915 | 0 | 0 | ||
SUNTRUST BANKS, INC. | COM | 867914103 | 913 | 24,800 | SH | SOLE | 24,800 | 0 | 0 | ||
SUPERIOR ENERGY SERVICES INC. | COM | 868157108 | 764 | 28,700 | SH | SOLE | 28,700 | 0 | 0 | ||
SUPREME INDUSTRIES, INC. | COM | 868607102 | 1,852 | 317,706 | SH | SOLE | 317,706 | 0 | 0 | ||
SYMANTEC CORP. | COM | 871503108 | 1,842 | 78,134 | SH | SOLE | 78,134 | 0 | 0 | ||
SYMMETRY MEDICAL, INC. | COM | 871546206 | 5,783 | 573,710 | SH | SOLE | 573,710 | 0 | 0 | ||
SYNOVUS FINANCIAL CORP. | COM | 87161C105 | 101 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
SYNNEX CORP. | COM | 87162W100 | 411 | 6,100 | SH | SOLE | 6,100 | 0 | 0 | ||
SYSCO CORP. | COM | 871829107 | 520 | 14,400 | SH | SOLE | 14,400 | 0 | 0 | ||
TC PIPELINES LP | COM | 87233Q108 | 281 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
TD AMERITRADE HOLDING CORP. | COM | 87236Y108 | 901 | 29,400 | SH | SOLE | 29,400 | 0 | 0 | ||
TECO ENERGY INC. | COM | 872375100 | 199 | 11,523 | SH | SOLE | 11,523 | 0 | 0 | ||
TCP CAPITAL CORP | COM | 87238Q103 | 26,905 | 1,603,372 | SH | SOLE | 1,603,372 | 0 | 0 | ||
TJX COMPANIES INC. | COM | 872540109 | 4,835 | 75,866 | SH | SOLE | 75,866 | 0 | 0 | ||
T-MOBILE US INC. | COM | 872590104 | 219 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
TRW AUTOMOTIVE HOLDINGS CORP. | COM | 87264S106 | 1,100 | 14,790 | SH | SOLE | 14,790 | 0 | 0 | ||
TARGA RESOURCES PARTNERS LP | COM | 87611X105 | 921 | 17,615 | SH | SOLE | 17,615 | 0 | 0 | ||
TARGET CORP. | COM | 87612E106 | 434 | 6,853 | SH | SOLE | 6,853 | 0 | 0 | ||
TAYLOR MORRISON HOME CORP | COM | 87724P106 | 642 | 28,600 | SH | SOLE | 28,600 | 0 | 0 | ||
TECH DATA CORPORATION | COM | 878237106 | 624 | 12,100 | SH | SOLE | 12,100 | 0 | 0 | ||
TEREX CORP. | COM | 880779103 | 752 | 17,900 | SH | SOLE | 17,900 | 0 | 0 | ||
TERRA NITROGEN COMPANY LP | COM | 881005201 | 793 | 5,621 | SH | SOLE | 5,621 | 0 | 0 | ||
TESORO PETROLEUM CORPORATION | COM | 881609101 | 2,854 | 48,783 | SH | SOLE | 48,783 | 0 | 0 | ||
TEXAS INSTRUMENTS INC. | COM | 882508104 | 3,046 | 69,369 | SH | SOLE | 69,369 | 0 | 0 | ||
TEXAS ROADHOUSE, INC. | COM | 882681109 | 379 | 13,650 | SH | SOLE | 13,650 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC. | COM | 883556102 | 3,441 | 30,904 | SH | SOLE | 30,904 | 0 | 0 | ||
3M COMPANY | COM | 88579Y101 | 2,747 | 19,587 | SH | SOLE | 19,587 | 0 | 0 | ||
TIFFANY AND COMPANY | COM | 886547108 | 317 | 3,413 | SH | SOLE | 3,413 | 0 | 0 | ||
TIME WARNER INC. | COM | 887317303 | 4,288 | 61,500 | SH | SOLE | 61,500 | 0 | 0 | ||
TIME WARNER CABLE INC. | COM | 88732J207 | 1,763 | 13,014 | SH | SOLE | 13,014 | 0 | 0 | ||
TIMKEN COMPANY, THE | COM | 887389104 | 220 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
TORCHMARK CORP. | COM | 891027104 | 739 | 9,453 | SH | SOLE | 9,453 | 0 | 0 | ||
TOTAL FINA ELF SA | COM | 89151E109 | 1,494 | 24,390 | SH | SOLE | 24,390 | 0 | 0 | ||
TOTAL SYSTEM SERVICES INC. | COM | 891906109 | 1,482 | 44,528 | SH | SOLE | 44,528 | 0 | 0 | ||
TRAVELERS COMPANIES, INC., THE | COM | 89417E109 | 3,696 | 40,825 | SH | SOLE | 40,825 | 0 | 0 | ||
TRINITY INDUSTRIES INC. | COM | 896522109 | 333 | 6,100 | SH | SOLE | 6,100 | 0 | 0 | ||
TRIUMPH GROUP, INC. | COM | 896818101 | 221 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
TRIPADVISOR INC | COM | 896945201 | 393 | 4,740 | SH | SOLE | 4,740 | 0 | 0 | ||
NEWS CORPORATION | COM | 90130A101 | 2,262 | 64,288 | SH | SOLE | 64,288 | 0 | 0 | ||
TWO HARBORS INVESTMENT CORP | REIT | 90187B101 | 290 | 31,300 | SH | SOLE | 31,300 | 0 | 0 | ||
TYSON FOODS, INC. | COM | 902494103 | 4,819 | 144,021 | SH | SOLE | 144,021 | 0 | 0 | ||
UGI CORPORATION | COM | 902681105 | 505 | 12,188 | SH | SOLE | 12,188 | 0 | 0 | ||
U.S. BANCORP | COM | 902973304 | 5,805 | 143,699 | SH | SOLE | 143,699 | 0 | 0 | ||
URS CORPORATION | COM | 903236107 | 1,007 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
USANA HEALTH SCIENCES | COM | 90328M107 | 212 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
USG CORP. | COM | 903293405 | 8,193 | 288,700 | SH | SOLE | 288,700 | 0 | 0 | ||
USA MOBILITY, INC. | COM | 90341G103 | 264 | 18,500 | SH | SOLE | 18,500 | 0 | 0 | ||
ULTRAPAR PARTICIPACOES SA | ADR | 90400P101 | 676 | 28,575 | SH | SOLE | 28,575 | 0 | 0 | ||
UNION PACIFIC CORPORATION | COM | 907818108 | 7,084 | 42,164 | SH | SOLE | 42,164 | 0 | 0 | ||
UNISYS CORPORATION | COM | 909214306 | 396 | 11,800 | SH | SOLE | 11,800 | 0 | 0 | ||
UNITED CONTINENTAL HOLDINGS INC. | COM | 910047109 | 520 | 13,755 | SH | SOLE | 13,755 | 0 | 0 | ||
UNITED ONLINE, INC. | COM | 911268209 | 139 | 10,100 | SH | SOLE | 10,100 | 0 | 0 | ||
UNITED PARCEL SERVICE INC. | COM | 911312106 | 3,101 | 29,515 | SH | SOLE | 29,515 | 0 | 0 | ||
UNITED RENTALS INC. | COM | 911363109 | 218 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
UNITED STATES STEEL CORP. | COM | 912909108 | 515 | 17,471 | SH | SOLE | 17,471 | 0 | 0 | ||
UNITED STATIONERS, INC. | COM | 913004107 | 376 | 8,200 | SH | SOLE | 8,200 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP. | COM | 913017109 | 6,310 | 55,452 | SH | SOLE | 55,452 | 0 | 0 | ||
UNITED THERAPEUTICS CORP | COM | 91307C102 | 1,278 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
UNITEDHEALTH GROUP, INC. | COM | 91324P102 | 7,240 | 96,145 | SH | SOLE | 96,145 | 0 | 0 | ||
UNIVERSAL CORPORATION | COM | 913456109 | 213 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
UNIVERSAL HEALTH SERVICES INC. | COM | 913903100 | 894 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
UNUM GROUP | COM | 91529Y106 | 2,522 | 71,906 | SH | SOLE | 71,906 | 0 | 0 | ||
VCA ANTECH INC. | COM | 918194101 | 568 | 18,100 | SH | SOLE | 18,100 | 0 | 0 | ||
VF CORP. | COM | 918204108 | 1,858 | 29,800 | SH | SOLE | 29,800 | 0 | 0 | ||
VSE CORP | COM | 918284100 | 379 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
VOXX INTERNATIONAL CORP | COM | 91829F104 | 180 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
VALERO ENERGY CORP. | COM | 91913Y100 | 1,720 | 34,121 | SH | SOLE | 34,121 | 0 | 0 | ||
VALMONT INDUSTRIES, INC. | COM | 920253101 | 470 | 3,155 | SH | SOLE | 3,155 | 0 | 0 | ||
VANGUARD FTSE DEVELOPED MARKETS ETF | ETF | 921943858 | 3,119 | 74,840 | SH | SOLE | 74,840 | 0 | 0 | ||
VANGUARD FTSE EMERGING MARKETS | ETF | 922042858 | 2,296 | 55,800 | SH | SOLE | 55,800 | 0 | 0 | ||
VENTAS INC. | REIT | 92276F100 | 244 | 4,261 | SH | SOLE | 4,261 | 0 | 0 | ||
VERISIGN INC. | COM | 92343E102 | 2,871 | 48,020 | SH | SOLE | 48,020 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC. | COM | 92343V104 | 12,535 | 255,087 | SH | SOLE | 255,087 | 0 | 0 | ||
VERTIS HOLDINGS INC. | COM | 92535B205 | 0 | 70,450 | SH | SOLE | 70,450 | 0 | 0 | ||
VIACOM INC. | COM | 92553P201 | 5,031 | 57,600 | SH | SOLE | 57,600 | 0 | 0 | ||
VISA, INC. | COM | 92826C839 | 3,865 | 17,358 | SH | SOLE | 17,358 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC. | COM | 928298108 | 164 | 12,400 | SH | SOLE | 12,400 | 0 | 0 | ||
VISTEON CORP. | COM | 92839U206 | 319 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
VMWARE, INC. | COM | 928563402 | 222 | 2,480 | SH | SOLE | 2,480 | 0 | 0 | ||
VORNADO REALTY TRUST | REIT | 929042109 | 258 | 2,905 | SH | SOLE | 2,905 | 0 | 0 | ||
VULCAN MATERIALS CO. | COM | 929160109 | 289 | 4,863 | SH | SOLE | 4,863 | 0 | 0 | ||
W T OFFSHORE INC | COM | 92922P106 | 341 | 21,330 | SH | SOLE | 21,330 | 0 | 0 | ||
WABTEC CORPORATION | COM | 929740108 | 1,021 | 13,750 | SH | SOLE | 13,750 | 0 | 0 | ||
WADDELL & REED FINANCIAL INC. | COM | 930059100 | 697 | 10,700 | SH | SOLE | 10,700 | 0 | 0 | ||
WAL-MART STORES, INC. | COM | 931142103 | 4,581 | 58,215 | SH | SOLE | 58,215 | 0 | 0 | ||
WALGREEN COMPANY | COM | 931422109 | 6,736 | 117,263 | SH | SOLE | 117,263 | 0 | 0 | ||
WASHINGTON FEDERAL, INC. | COM | 938824109 | 473 | 20,295 | SH | SOLE | 20,295 | 0 | 0 | ||
WASTE MANAGEMENT INC. | COM | 94106L109 | 1,586 | 35,339 | SH | SOLE | 35,339 | 0 | 0 | ||
WATERS CORPORATION | COM | 941848103 | 552 | 5,520 | SH | SOLE | 5,520 | 0 | 0 | ||
WEIGHT WATCHERS INTERNATIONAL INC. | COM | 948626106 | 1,176 | 35,700 | SH | SOLE | 35,700 | 0 | 0 | ||
WELLPOINT, INC. | COM | 94973V107 | 6,487 | 70,214 | SH | SOLE | 70,214 | 0 | 0 | ||
WELLS FARGO & COMPANY | COM | 949746101 | 18,295 | 402,980 | SH | SOLE | 402,980 | 0 | 0 | ||
WESCO INTERNATIONAL INC. | COM | 95082P105 | 692 | 7,600 | SH | SOLE | 7,600 | 0 | 0 | ||
WESTAR ENERGY INC. | COM | 95709T100 | 299 | 9,300 | SH | SOLE | 9,300 | 0 | 0 | ||
WESTERN DIGITAL CORPORATION | COM | 958102105 | 3,178 | 37,883 | SH | SOLE | 37,883 | 0 | 0 | ||
WESTERN GAS PARTNERS LP | COM | 958254104 | 419 | 6,800 | SH | SOLE | 6,800 | 0 | 0 | ||
WESTERN REFINING, INC. | COM | 959319104 | 810 | 19,100 | SH | SOLE | 19,100 | 0 | 0 | ||
WESTERN UNION COMPANY, THE | COM | 959802109 | 2,836 | 164,415 | SH | SOLE | 164,415 | 0 | 0 | ||
WESTLAKE CHEMICAL CORPORATION | COM | 960413102 | 1,259 | 10,310 | SH | SOLE | 10,310 | 0 | 0 | ||
WEYERHAEUSER CO. | COM | 962166104 | 739 | 23,403 | SH | SOLE | 23,403 | 0 | 0 | ||
WHIRLPOOL CORPORATION | COM | 963320106 | 2,709 | 17,267 | SH | SOLE | 17,267 | 0 | 0 | ||
WHITEHORSE FINANCE INC | COM | 96524V106 | 323 | 21,400 | SH | SOLE | 21,400 | 0 | 0 | ||
WHITEWAVE FOODS CO | COM | 966244105 | 3,125 | 136,215 | SH | SOLE | 136,215 | 0 | 0 | ||
WHITING PETROLEUM CORP. | COM | 966387102 | 1,330 | 21,500 | SH | SOLE | 21,500 | 0 | 0 | ||
WHOLE FOODS MARKET INC. | COM | 966837106 | 927 | 16,022 | SH | SOLE | 16,022 | 0 | 0 | ||
JOHN WILEY & SONS, INC. | COM | 968223206 | 331 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
WILLIAMS COMPANIES INC., THE | COM | 969457100 | 219 | 5,681 | SH | SOLE | 5,681 | 0 | 0 | ||
WILLIAMS PARTNERS LP | COM | 96950F104 | 3,032 | 59,605 | SH | SOLE | 59,605 | 0 | 0 | ||
WILLIAMS-SONOMA, INC. | COM | 969904101 | 233 | 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 | 247 | 5,982 | SH | SOLE | 5,982 | 0 | 0 | ||
WORLD ACCEPTANCE CORP | COM | 981419104 | 219 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
WORLD FUEL SERVICES CORP. | COM | 981475106 | 445 | 10,300 | SH | SOLE | 10,300 | 0 | 0 | ||
WORTHINGTON INDUSTRIES, INC. | COM | 981811102 | 3,319 | 78,870 | SH | SOLE | 78,870 | 0 | 0 | ||
WYNDHAM WORLDWIDE CORP. | COM | 98310W108 | 1,926 | 26,131 | SH | SOLE | 26,131 | 0 | 0 | ||
WYNN RESORTS LTD. | REIT | 983134107 | 1,910 | 9,837 | SH | SOLE | 9,837 | 0 | 0 | ||
XCEL ENERGY INC. | COM | 98389B100 | 976 | 34,929 | SH | SOLE | 34,929 | 0 | 0 | ||
XILINX INC. | COM | 983919101 | 924 | 20,127 | SH | SOLE | 20,127 | 0 | 0 | ||
XEROX CORPORATION | COM | 984121103 | 2,245 | 184,482 | SH | SOLE | 184,482 | 0 | 0 | ||
XYLEM INC. | COM | 98419M100 | 590 | 17,056 | SH | SOLE | 17,056 | 0 | 0 | ||
ZEBRA TECHNOLOGIES CORP. | COM | 989207105 | 911 | 16,850 | SH | SOLE | 16,850 | 0 | 0 | ||
ZIMMER HOLDINGS INC. | COM | 98956P102 | 880 | 9,439 | SH | SOLE | 9,439 | 0 | 0 | ||
ZIONS BANCORPORATION | COM | 989701107 | 2,026 | 67,626 | SH | SOLE | 67,626 | 0 | 0 | ||
ZOETIS INC. | COM | 98978V103 | 5,395 | 165,047 | SH | SOLE | 165,047 | 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 | ||
ACTAVIS PLC | COM | G0083B108 | 1,636 | 9,737 | SH | SOLE | 9,737 | 0 | 0 | ||
ALLEGION PLC | COM | G0176J109 | 275 | 6,233 | SH | SOLE | 6,233 | 0 | 0 | ||
AMDOCS LTD. | COM | G02602103 | 219 | 5,300 | SH | SOLE | 5,300 | 0 | 0 | ||
AON PLC | COM | G0408V102 | 1,959 | 23,352 | SH | SOLE | 23,352 | 0 | 0 | ||
ARCH CAPITAL GROUP LTD. | COM | G0450A105 | 609 | 10,200 | SH | SOLE | 10,200 | 0 | 0 | ||
ASPEN INSURANCE HOLDINGS LTD. | COM | G05384105 | 256 | 6,200 | SH | SOLE | 6,200 | 0 | 0 | ||
ASSURED GUARANTY, LTD. | COM | G0585R106 | 734 | 31,100 | SH | SOLE | 31,100 | 0 | 0 | ||
AXIS CAPITAL HOLDINGS LTD. | COM | G0692U109 | 1,161 | 24,400 | SH | SOLE | 24,400 | 0 | 0 | ||
BABSON CAPITAL GLOBAL INV FUND | COM | G0R5DZ663 | 105,100 | 1,000,000 | SH | SOLE | 1,000,000 | 0 | 0 | ||
ACCENTURE PLC | COM | G1151C101 | 3,293 | 40,050 | SH | SOLE | 40,050 | 0 | 0 | ||
BUNGE LTD. | COM | G16962105 | 1,838 | 22,385 | SH | SOLE | 22,385 | 0 | 0 | ||
COVIDIEN PLC | COM | G2554F113 | 1,416 | 20,800 | SH | SOLE | 20,800 | 0 | 0 | ||
DELPHI AUTOMOTIVE PLC | COM | G27823106 | 1,100 | 18,300 | SH | SOLE | 18,300 | 0 | 0 | ||
EATON CORPORATION PLC | COM | G29183103 | 581 | 7,629 | SH | SOLE | 7,629 | 0 | 0 | ||
ENDURANCE SPECIALTY HOLDINGS LTD. | COM | G30397106 | 1,308 | 22,300 | SH | SOLE | 22,300 | 0 | 0 | ||
ENSCO PLC | COM | G3157S106 | 475 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
EVEREST RE GROUP LTD. | COM | G3223R108 | 330 | 2,120 | SH | SOLE | 2,120 | 0 | 0 | ||
FREESCALE SEMICONDUCTOR, LTD | COM | G3727Q101 | 624 | 38,900 | SH | SOLE | 38,900 | 0 | 0 | ||
GENPACT LIMITED | COM | G3922B107 | 415 | 22,600 | SH | SOLE | 22,600 | 0 | 0 | ||
GLOBAL SOURCES LTD | COM | G39300101 | 157 | 19,300 | SH | SOLE | 19,300 | 0 | 0 | ||
HERBALIFE LTD. | COM | G4412G101 | 880 | 11,180 | SH | SOLE | 11,180 | 0 | 0 | ||
INGERSOLL-RAND PLC | COM | G47791101 | 1,361 | 22,100 | SH | SOLE | 22,100 | 0 | 0 | ||
INVESCO LTD. | COM | G491BT108 | 1,104 | 30,335 | SH | SOLE | 30,335 | 0 | 0 | ||
JAZZ PHARMACEUTICALS, INC | COM | G50871105 | 1,009 | 7,970 | SH | SOLE | 7,970 | 0 | 0 | ||
MALLINCKRODT PLC | COM | G5785G107 | 4,442 | 85,000 | SH | SOLE | 85,000 | 0 | 0 | ||
MARVELL TECHNOLOGY GROUP, LTD | COM | G5876H105 | 702 | 48,800 | SH | SOLE | 48,800 | 0 | 0 | ||
MONTPELIER RE HOLDINGS LTD | COM | G62185106 | 329 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
NABORS INDUSTRIES LTD | COM | G6359F103 | 1,277 | 75,164 | SH | SOLE | 75,164 | 0 | 0 | ||
NOBLE CORPORATION | COM | G65431101 | 1,128 | 30,100 | SH | SOLE | 30,100 | 0 | 0 | ||
PARTNERRE LTD. | COM | G6852T105 | 633 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
RENAISSANCERE HOLDINGS LTD. | COM | G7496G103 | 574 | 5,900 | SH | SOLE | 5,900 | 0 | 0 | ||
ROWAN COS. INC. | COM | G7665A101 | 421 | 11,908 | SH | SOLE | 11,908 | 0 | 0 | ||
SEADRILL LTD. | COM | G7945E105 | 251 | 6,100 | SH | SOLE | 6,100 | 0 | 0 | ||
SEAGATE TECHNOLOGY, INC. | COM | G7945M107 | 2,123 | 37,800 | SH | SOLE | 37,800 | 0 | 0 | ||
VALIDUS HOLDINGS LTD. | COM | G9319H102 | 278 | 6,900 | SH | SOLE | 6,900 | 0 | 0 | ||
VANTAGE DRILLING COMPANY | COM | G93205113 | 9,877 | 5,368,000 | SH | SOLE | 5,368,000 | 0 | 0 | ||
WHITE MOUNTAINS INSURANCE GROUP LTD. | COM | G9618E107 | 245 | 407 | SH | SOLE | 407 | 0 | 0 | ||
XLIT LTD. | COM | G98290102 | 921 | 28,935 | SH | SOLE | 28,935 | 0 | 0 | ||
ACE LTD. | COM | H0023R105 | 3,327 | 32,140 | SH | SOLE | 32,140 | 0 | 0 | ||
ALLIED WORLD ASSURANCE COMPANY HOLDINGS, AG | COM | H01531104 | 1,018 | 9,020 | SH | SOLE | 9,020 | 0 | 0 | ||
GARMIN LTD | COM | H2906T109 | 393 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
PENTAIR LTD. | COM | H6169Q108 | 889 | 11,452 | SH | SOLE | 11,452 | 0 | 0 | ||
TRANSOCEAN LTD. | COM | H8817H100 | 939 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
TYCO INTERNATIONAL LTD. | COM | H89128104 | 373 | 9,100 | SH | SOLE | 9,100 | 0 | 0 | ||
TE CONNECTIVITY LTD. | COM | H8912P106 | 926 | 16,800 | SH | SOLE | 16,800 | 0 | 0 | ||
PERRIGO CO PLC | COM | IE00BGH14 | 284 | 1,850 | SH | SOLE | 1,850 | 0 | 0 | ||
DE MASTER BLENDERS 1753 NV | COM | N20944109 | 513 | 45,168 | SH | SOLE | 45,168 | 0 | 0 | ||
CORE LABORATORIES N.V. | COM | N22717107 | 968 | 5,067 | SH | SOLE | 5,067 | 0 | 0 | ||
LYONDELLBASELL INDUSTRIES NV | COM | N53745100 | 5,007 | 62,371 | SH | SOLE | 62,371 | 0 | 0 | ||
NIELSEN HOLDINGS N.V. | COM | N63218106 | 500 | 10,900 | SH | SOLE | 10,900 | 0 | 0 | ||
COPA HOLDINGS SA | COM | P31076105 | 1,390 | 8,680 | SH | SOLE | 8,680 | 0 | 0 | ||
ROYAL CARIBBEAN CRUISES LTD. | COM | V7780T103 | 251 | 5,300 | SH | SOLE | 5,300 | 0 | 0 | ||
AEGEAN MARINE PETROLEUM | CONV | Y0020QAA9 | 2,100 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
GOLAR LNG PARTNERS LP | COM | Y2745C102 | 237 | 7,830 | SH | SOLE | 7,830 | 0 | 0 | ||
NAVIOS MARITIME PARTNERS LP | COM | Y62267102 | 381 | 19,945 | SH | SOLE | 19,945 | 0 | 0 | ||
OCEAN RIG UDW INC. | COM | Y64354205 | 9,958 | 517,291 | SH | SOLE | 517,291 | 0 | 0 | ||
TEEKAY LNG PARTNERS LP | COM | Y8564M105 | 380 | 8,905 | SH | SOLE | 8,905 | 0 | 0 | ||
TEEKAY OFFSHORE PARTNERS LP | COM | Y8565J101 | 433 | 13,090 | SH | SOLE | 13,090 | 0 | 0 |