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
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