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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M COMPANY COM 88579Y101 10,896 80,317 SH   SOLE   80,317 0 0
ABBOTT LABORATORIES COM 002824100 5,631 146,226 SH   SOLE   146,226 0 0
ABBVIE, INC. COM 00287Y109 8,421 163,826 SH   SOLE   163,826 0 0
ABRAXAS PETROLEUM CORP COM 003830106 40 10,130 SH   SOLE   10,130 0 0
ACCENTURE PLC COM G1151C101 3,101 38,900 SH   SOLE   38,900 0 0
ACCESS MIDSTREAM PARTNERS LP COM 00434L109 1,939 33,700 SH   SOLE   33,700 0 0
ACCO BRANDS CORPORATION COM 00081T108 83 13,500 SH   SOLE   13,500 0 0
ACE LTD. COM H0023R105 3,184 32,140 SH   SOLE   32,140 0 0
ACTAVIS PLC COM G0083B108 1,918 9,317 SH   SOLE   9,317 0 0
ACTIVISION BLIZZARD, INC. COM 00507V109 1,453 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 808 12,295 SH   SOLE   12,295 0 0
ADT CORPORATION (THE) COM 00101J106 280 9,350 SH   SOLE   9,350 0 0
ADVANCE AUTO STORES CO., INC. COM 00751Y106 929 7,340 SH   SOLE   7,340 0 0
ADVANCED MICRO DEVICES INC. COM 007903107 323 80,500 SH   SOLE   80,500 0 0
ADVANCED MICRO DEVICES INC. CONV 007903AL1 26,438 25,000,000 PRN   SOLE   25,000,000 0 0
AECOM TECHNOLOGY CORP. COM 00766T100 2,535 78,800 SH   SOLE   78,800 0 0
AEGEAN MARINE PETROLEUM CONV Y0020QAA9 2,004 2,000,000 PRN   SOLE   2,000,000 0 0
AEP INDUSTRIES INC. COM 001031103 857 23,089 SH   SOLE   23,089 0 0
AEROFLEX HOLDING CORP COM 007767106 1,829 220,118 SH   SOLE   220,118 0 0
AES CORP., THE COM 00130H105 1,954 136,864 SH   SOLE   136,864 0 0
AETNA, INC. COM 00817Y108 2,320 30,945 SH   SOLE   30,945 0 0
AFFILIATED MANAGERS GROUP, INC. COM 008252108 372 1,860 SH   SOLE   1,860 0 0
AFLAC INC. COM 001055102 1,974 31,317 SH   SOLE   31,317 0 0
AGCO CORPORATION COM 001084102 579 10,498 SH   SOLE   10,498 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101 1,563 27,956 SH   SOLE   27,956 0 0
AGL RESOURCES INC. COM 001204106 907 18,524 SH   SOLE   18,524 0 0
AGRIUM, INC. COM 008916108 1,510 15,485 SH   SOLE   15,485 0 0
AIR TRANSPORT SVCS GROUP, INC. COM 00922R105 550 70,000 SH   SOLE   70,000 0 0
AIRGAS, INC. COM 009363102 3,329 31,255 SH   SOLE   31,255 0 0
AK STEEL CORP. CONV 001546AP5 8,476 5,625,000 PRN   SOLE   5,625,000 0 0
AKAMAI TECHNOLOGIES, INC. COM 00971T101 421 7,236 SH   SOLE   7,236 0 0
ALASKA AIR GROUP, INC. COM 011659109 3,900 41,800 SH   SOLE   41,800 0 0
ALCOA, INC. COM 013817101 1,985 154,217 SH   SOLE   154,217 0 0
ALERE INC. COM 01449J105 11,231 326,957 SH   SOLE   326,957 0 0
ALEXION PHARMACEUTICALS, INC. COM 015351109 870 5,720 SH   SOLE   5,720 0 0
ALLEGION PLC COM G0176J109 325 6,233 SH   SOLE   6,233 0 0
ALLERGAN INC. COM 018490102 1,202 9,686 SH   SOLE   9,686 0 0
ALLIANCE DATA SYSTEMS CORPORATION COM 018581108 452 1,660 SH   SOLE   1,660 0 0
ALLIANCE HOLDINGS GP LP COM 01861G100 514 8,270 SH   SOLE   8,270 0 0
ALLIANCE RESOURCE PARTNERS COM 01877R108 1,043 12,395 SH   SOLE   12,395 0 0
ALLIANT ENERGY CORP. COM 018802108 295 5,200 SH   SOLE   5,200 0 0
ALLIANT TECHSYSTEMS, INC. COM 018804104 887 6,240 SH   SOLE   6,240 0 0
ALLIED WORLD ASSURANCE COMPANY HOLDINGS, AG COM H01531104 593 5,750 SH   SOLE   5,750 0 0
ALLSTATE CORP. COM 020002101 2,204 38,960 SH   SOLE   38,960 0 0
ALTRIA GROUP INC. COM 02209S103 5,366 143,370 SH   SOLE   143,370 0 0
AMAZON.COM INC. COM 023135106 5,104 15,167 SH   SOLE   15,167 0 0
AMC NETWORKS INC. COM 00164V103 256 3,500 SH   SOLE   3,500 0 0
AMDOCS LTD. COM G02602103 1,849 39,800 SH   SOLE   39,800 0 0
AMERCO COM 023586100 729 3,140 SH   SOLE   3,140 0 0
AMEREN CORP. COM 023608102 502 12,180 SH   SOLE   12,180 0 0
AMERICAN AIRLINES GROUP INC. COM 02376R102 1,965 53,700 SH   SOLE   53,700 0 0
AMERICAN CAPITAL AGENCY CORP REIT 02503X105 718 33,400 SH   SOLE   33,400 0 0
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 264 21,600 SH   SOLE   21,600 0 0
AMERICAN ELECTRIC POWER CO. INC. COM 025537101 2,262 44,658 SH   SOLE   44,658 0 0
AMERICAN EXPRESS COMPANY COM 025816109 7,062 78,437 SH   SOLE   78,437 0 0
AMERICAN FINANCIAL GROUP, INC. COM 025932104 968 16,782 SH   SOLE   16,782 0 0
AMERICAN INTERNATIONAL GROUP INC. COM 026874784 7,507 150,114 SH   SOLE   150,114 0 0
AMERICAN VANGUARD CORP. COM 030371108 5,053 233,411 SH   SOLE   233,411 0 0
AMERICAN WATER WORKS CO., INC. COM 030420103 611 13,450 SH   SOLE   13,450 0 0
AMERIGAS PARTNERS LP COM 030975106 818 19,365 SH   SOLE   19,365 0 0
AMERIPRISE FINANCIAL, INC. COM 03076C106 3,481 31,628 SH   SOLE   31,628 0 0
AMERISOURCEBERGEN CORP. COM 03073E105 1,047 15,967 SH   SOLE   15,967 0 0
AMETEK INC. COM 031100100 797 15,475 SH   SOLE   15,475 0 0
AMGEN INC. COM 031162100 8,752 70,956 SH   SOLE   70,956 0 0
AMGEN INC. CONV 031162AE0 37,538 47,142,857 PRN   SOLE   47,142,857 0 0
AMPCO-PITTSBURGH CORPORATION COM 032037103 323 17,100 SH   SOLE   17,100 0 0
AMPHENOL CORP. COM 032095101 327 3,568 SH   SOLE   3,568 0 0
ANADARKO PETROLEUM CORP. COM 032511107 4,209 49,655 SH   SOLE   49,655 0 0
ANALOG DEVICES INC. COM 032654105 829 15,593 SH   SOLE   15,593 0 0
ANNALY CAPITAL MANAGEMENT, INC. REIT 035710409 707 64,460 SH   SOLE   64,460 0 0
ANTHRACITE CAPITAL, INC. REIT 037023108 0 10,000 SH   SOLE   10,000 0 0
AO SMITH CORP COM 831865209 543 11,800 SH   SOLE   11,800 0 0
AON PLC COM G0408V102 1,968 23,352 SH   SOLE   23,352 0 0
APACHE CORPORATION COM 037411105 3,249 39,167 SH   SOLE   39,167 0 0
APOLLO GROUP INC. COM 037604105 1,068 31,200 SH   SOLE   31,200 0 0
APPLE, INC. COM 037833100 34,742 64,728 SH   SOLE   64,728 0 0
APPLIED MATERIALS INC. COM 038222105 1,397 68,406 SH   SOLE   68,406 0 0
APPROACH RESOURCES, INC. COM 03834A103 827 39,546 SH   SOLE   39,546 0 0
AQUA AMERICA, INC. COM 03836W103 205 8,175 SH   SOLE   8,175 0 0
ARCH CAPITAL GROUP LTD. COM G0450A105 587 10,200 SH   SOLE   10,200 0 0
ARCH COAL, INC. COM 039380100 175 36,400 SH   SOLE   36,400 0 0
ARCHER DANIELS MIDLAND COMPANY COM 039483102 7,899 182,038 SH   SOLE   182,038 0 0
ARCHSTONE-SMITH TRUST CONV 039584AC1 28,650 30,000,000 PRN   SOLE   30,000,000 0 0
ARES CAPITAL CORPORATION COM 04010L103 7,551 428,561 SH   SOLE   428,561 0 0
ARGAN INC COM 04010E109 223 7,500 SH   SOLE   7,500 0 0
ARROW ELECTRONICS, INC. COM 042735100 1,241 20,900 SH   SOLE   20,900 0 0
ASCENA RETAIL GROUP INC. COM 04351G101 271 15,700 SH   SOLE   15,700 0 0
ASHLAND, INC. COM 044209104 1,182 11,885 SH   SOLE   11,885 0 0
ASPEN INSURANCE HOLDINGS LTD. COM G05384105 834 21,000 SH   SOLE   21,000 0 0
ASSURANT, INC. COM 04621X108 4,044 62,248 SH   SOLE   62,248 0 0
ASSURED GUARANTY, LTD. COM G0585R106 787 31,100 SH   SOLE   31,100 0 0
AT&T INC. COM 00206R102 13,655 389,369 SH   SOLE   389,369 0 0
ATLAS PIPELINE PARTNERS LP COM 049392103 426 13,260 SH   SOLE   13,260 0 0
ATMOS ENERGY CORP. COM 049560105 257 5,448 SH   SOLE   5,448 0 0
AUTODESK, INC. COM 052769106 439 8,934 SH   SOLE   8,934 0 0
AUTOMATIC DATA PROCESSING INC. COM 053015103 2,025 26,210 SH   SOLE   26,210 0 0
AUTOZONE, INC. COM 053332102 2,770 5,158 SH   SOLE   5,158 0 0
AVALONBAY COMMUNITIES, INC. REIT 053484101 732 5,574 SH   SOLE   5,574 0 0
AVERY DENNISON CORP. COM 053611109 2,863 56,497 SH   SOLE   56,497 0 0
AVNET, INC. COM 053807103 1,182 25,400 SH   SOLE   25,400 0 0
AVON PRODUCTS INC. COM 054303102 3,743 255,701 SH   SOLE   255,701 0 0
AXIALL CORPORATION COM 05463D100 12,414 276,350 SH   SOLE   276,350 0 0
AXIS CAPITAL HOLDINGS LTD. COM G0692U109 1,119 24,400 SH   SOLE   24,400 0 0
B H P BILLITON LTD ADR 088606108 2,949 43,515 SH   SOLE   43,515 0 0
B T U INTERNATIONAL, INC. COM 056032105 845 269,856 SH   SOLE   269,856 0 0
BABSON CAP PARTN INVS TRUST COM 05616B100 762 57,419 SH   SOLE   57,419 0 0
BABSON CAPITAL GLOBAL INV FUND COM G0R5DZ663 107,550 1,000,000 SH   SOLE   1,000,000 0 0
BAKER HUGHES INC. COM 057224107 2,352 36,168 SH   SOLE   36,168 0 0
BALL CORPORATION COM 058498106 949 17,322 SH   SOLE   17,322 0 0
BALLY TECHNOLOGIES INC. COM 05874B107 1,219 18,400 SH   SOLE   18,400 0 0
BANK OF AMERICA CORPORATION COM 060505104 18,228 1,059,779 SH   SOLE   1,059,779 0 0
BANK OF NEW YORK MELLON CORP. COM 064058100 2,462 69,752 SH   SOLE   69,752 0 0
BARRETT BUSINESS SERV, INC. COM 068463108 399 6,700 SH   SOLE   6,700 0 0
BAXTER INTERNATIONAL INC. COM 071813109 1,921 26,103 SH   SOLE   26,103 0 0
BB&T CORP. COM 054937107 1,762 43,861 SH   SOLE   43,861 0 0
BE AEROSPACE INC. COM 073302101 1,319 15,200 SH   SOLE   15,200 0 0
BECKMAN COULTER INC. CONV 075811AD1 9,565 8,000,000 PRN   SOLE   8,000,000 0 0
BECTON DICKINSON AND COMPANY COM 075887109 1,872 15,988 SH   SOLE   15,988 0 0
BED BATH & BEYOND INC. COM 075896100 1,021 14,837 SH   SOLE   14,837 0 0
BELDEN, INC. COM 077454106 223 3,200 SH   SOLE   3,200 0 0
BEMIS COMPANY, INC. COM 081437105 349 8,897 SH   SOLE   8,897 0 0
BERKSHIRE HATHAWAY INC. COM 084670702 19,583 156,699 SH   SOLE   156,699 0 0
BEST BUY CO. INC. COM 086516101 4,191 158,700 SH   SOLE   158,700 0 0
BIG LOTS INC. COM 089302103 314 8,300 SH   SOLE   8,300 0 0
BIMINI CAPITAL MGMT, INC. REIT 090319401 119 211,628 SH   SOLE   211,628 0 0
BIOGEN IDEC INC. COM 09062X103 2,782 9,096 SH   SOLE   9,096 0 0
BLACKROCK, INC. COM 09247X101 3,010 9,570 SH   SOLE   9,570 0 0
BOEING COMPANY COM 097023105 7,596 60,528 SH   SOLE   60,528 0 0
BOOZ ALLEN HAMILTON HOLDING CORP COM 099502106 651 29,600 SH   SOLE   29,600 0 0
BORGWARNER INC. COM 099724106 1,234 20,080 SH   SOLE   20,080 0 0
BOSTON SCIENTIFIC CORP. COM 101137107 833 61,625 SH   SOLE   61,625 0 0
BRIGGS & STRATTON CORP. COM 109043109 15,998 719,022 SH   SOLE   719,022 0 0
BRINKER INTERNATIONAL COM 109641100 309 5,900 SH   SOLE   5,900 0 0
BRISTOL-MYERS SQUIBB CO. COM 110122108 1,230 23,679 SH   SOLE   23,679 0 0
BRISTOW GROUP, INC. COM 110394103 234 3,100 SH   SOLE   3,100 0 0
BROADCOM CORPORATION COM 111320107 925 29,388 SH   SOLE   29,388 0 0
BROADRIDGE FINANCIAL SOLUTIONS INC. COM 11133T103 281 7,560 SH   SOLE   7,560 0 0
BROCADE COMMUNICATIONS SYSTEMS INC. COM 111621306 848 79,900 SH   SOLE   79,900 0 0
BUCKEYE PARTNERS LP COM 118230101 1,666 22,200 SH   SOLE   22,200 0 0
BUNGE LTD. COM G16962105 2,352 29,585 SH   SOLE   29,585 0 0
C A C I INTERNATIONAL, INC. COM 127190304 266 3,600 SH   SOLE   3,600 0 0
C R BARD, INC. COM 067383109 1,774 11,986 SH   SOLE   11,986 0 0
C S S INDUSTRIES, INC. COM 125906107 616 22,800 SH   SOLE   22,800 0 0
CA, INC. COM 12673P105 3,455 111,548 SH   SOLE   111,548 0 0
CABLEVISION SYSTEMS CORP. COM 12686C109 2,394 141,900 SH   SOLE   141,900 0 0
CAMERON INTERNATIONAL CORPORATION COM 13342B105 557 9,023 SH   SOLE   9,023 0 0
CANADIAN NATURAL RESOURCES LTD COM 136385101 1,679 43,760 SH   SOLE   43,760 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105 4,488 58,167 SH   SOLE   58,167 0 0
CAPITALSOURCE INC. COM 14055X102 670 45,900 SH   SOLE   45,900 0 0
CARDINAL HEALTH, INC. COM 14149Y108 3,158 45,133 SH   SOLE   45,133 0 0
CARDTRONICS INC. COM 14161H108 3,783 97,387 SH   SOLE   97,387 0 0
CAREFUSION CORP. COM 14170T101 1,124 27,938 SH   SOLE   27,938 0 0
CARIBE MEDIA INC COM 141874WW3 111 11,105 SH   SOLE   11,105 0 0
CARMAX, INC COM 143130102 445 9,500 SH   SOLE   9,500 0 0
CARNIVAL CORP. COM 143658300 285 7,537 SH   SOLE   7,537 0 0
CASEY'S GENERAL STORES INC COM 147528103 754 11,150 SH   SOLE   11,150 0 0
CASH AMERICA INTL, INC. COM 14754D100 225 5,800 SH   SOLE   5,800 0 0
CATERPILLAR INC. COM 149123101 6,781 68,235 SH   SOLE   68,235 0 0
CBEYOND INC COM 149847105 112 15,400 SH   SOLE   15,400 0 0
CBIZ, INC. COM 124805102 169 18,400 SH   SOLE   18,400 0 0
CBOE HOLDINGS INC COM 12503M108 741 13,100 SH   SOLE   13,100 0 0
CBS CORP. COM 124857202 1,880 30,427 SH   SOLE   30,427 0 0
CCS MEDICAL HOLDINGS INC COM 12503E106 0 14,236 SH   SOLE   14,236 0 0
CDW CORP/DE COM 12514G108 560 20,400 SH   SOLE   20,400 0 0
CECO ENVIRONMENTAL CORP. COM 125141101 260 15,656 SH   SOLE   15,656 0 0
CELANESE CORPORATION COM 150870103 1,250 22,510 SH   SOLE   22,510 0 0
CELGENE CORP. COM 151020104 3,206 22,967 SH   SOLE   22,967 0 0
CENTENE CORPORATION COM 15135B101 274 4,400 SH   SOLE   4,400 0 0
CENTERPOINT ENERGY INC. COM 15189T107 914 38,566 SH   SOLE   38,566 0 0
CENTRAL GARDEN & PET CO. COM 153527106 2,113 259,939 SH   SOLE   259,939 0 0
CENTRAL GARDEN & PET CO. COM 153527205 2,693 325,587 SH   SOLE   325,587 0 0
CENTURYLINK, INC. COM 156700106 1,480 45,058 SH   SOLE   45,058 0 0
CERNER CORPORATION COM 156782104 236 4,200 SH   SOLE   4,200 0 0
CF INDUSTRIES HOLDINGS, INC. COM 125269100 1,402 5,380 SH   SOLE   5,380 0 0
CHARLES RIVER LABORATORIES INTERNATIONAL INC. COM 159864107 235 3,900 SH   SOLE   3,900 0 0
CHARLES SCHWAB CORP. COM 808513105 2,693 98,534 SH   SOLE   98,534 0 0
CHASE PACKAGING CORP. COM 161635107 1 19,082 SH   SOLE   19,082 0 0
CHEMED CORPORATION COM 16359R103 5,876 65,685 SH   SOLE   65,685 0 0
CHENIERE ENERGY INC. COM 16411R208 321 5,800 SH   SOLE   5,800 0 0
CHESAPEAKE ENERGY CORP. COM 165167107 1,401 54,688 SH   SOLE   54,688 0 0
CHESAPEAKE ENERGY CORPORATION CONV 165167BZ9 20,233 19,885,000 PRN   SOLE   19,885,000 0 0
CHESAPEAKE ENERGY CORPORATION CONV 165167CA3 72,872 72,017,174 PRN   SOLE   72,017,174 0 0
CHESAPEAKE ENERGY CORPORATION CONV 165167CB1 1,875 2,000,000 PRN   SOLE   2,000,000 0 0
CHEVRON CORPORATION COM 166764100 18,125 152,426 SH   SOLE   152,426 0 0
CHICAGO BRIDGE & IRON COMPANY N.V. COM 167250109 619 7,100 SH   SOLE   7,100 0 0
CHIMERA INVESTMENT CORP REIT 16934Q109 734 239,900 SH   SOLE   239,900 0 0
CHIPOTLE MEXICAN GRILL, INC. COM 169656105 655 1,153 SH   SOLE   1,153 0 0
CHIQUITA BRANDS INTERNATIONAL INC. CONV 170032AT3 8,125 7,985,000 PRN   SOLE   7,985,000 0 0
CHUBB CORP., THE COM 171232101 2,029 22,724 SH   SOLE   22,724 0 0
CHURCH & DWIGHT CO., INC. COM 171340102 840 12,160 SH   SOLE   12,160 0 0
CIA DE MINAS BUENAVENTURA SA ADR 204448104 630 50,100 SH   SOLE   50,100 0 0
CIGNA CORP. COM 125509109 2,248 26,851 SH   SOLE   26,851 0 0
CIMAREX ENERGY CO. COM 171798101 500 4,200 SH   SOLE   4,200 0 0
CINCINNATI FINANCIAL CORP. COM 172062101 570 11,720 SH   SOLE   11,720 0 0
CINEMARK HOLDINGS, INC. COM 17243V102 273 9,400 SH   SOLE   9,400 0 0
CINTAS CORPORATION COM 172908105 288 4,827 SH   SOLE   4,827 0 0
CISCO SYSTEMS INC. COM 17275R102 12,130 541,266 SH   SOLE   541,266 0 0
CIT GROUP, INC. COM 125581801 1,549 31,600 SH   SOLE   31,600 0 0
CITIGROUP, INC. COM 172967424 15,771 331,332 SH   SOLE   331,332 0 0
CITRIX SYSTEMS, INC. COM 177376100 231 4,022 SH   SOLE   4,022 0 0
CLEAN ENERGY FUELS CORP. COM 184499101 1,788 200,000 SH   SOLE   200,000 0 0
CLEAR CHANNEL OUTDOOR HOLDINGS, INC. COM 18451C109 136 14,900 SH   SOLE   14,900 0 0
CLIFFS NATURAL RESOURCES, INC. COM 18683K101 723 35,321 SH   SOLE   35,321 0 0
CLOROX COMPANY COM 189054109 710 8,070 SH   SOLE   8,070 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 703 33,255 SH   SOLE   33,255 0 0
CME GROUP INC. COM 12572Q105 852 11,515 SH   SOLE   11,515 0 0
CMS ENERGY CORP. COM 125896100 691 23,613 SH   SOLE   23,613 0 0
CNA FINANCIAL CORP. COM 126117100 543 12,700 SH   SOLE   12,700 0 0
COACH, INC. COM 189754104 323 6,513 SH   SOLE   6,513 0 0
COCA-COLA CO., THE COM 191216100 11,030 285,314 SH   SOLE   285,314 0 0
COCA-COLA ENTERPRISES, INC. COM 19122T109 1,570 32,863 SH   SOLE   32,863 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION COM 192446102 1,107 21,874 SH   SOLE   21,874 0 0
COLFAX CORP. COM 194014106 207 2,900 SH   SOLE   2,900 0 0
COLGATE-PALMOLIVE CO. COM 194162103 1,501 23,142 SH   SOLE   23,142 0 0
COLUMBUS MCKINNON CORPORATION COM 199333105 2,057 76,784 SH   SOLE   76,784 0 0
COMCAST CORP. COM 20030N101 10,439 208,693 SH   SOLE   208,693 0 0
COMERICA INC. COM 200340107 1,161 22,407 SH   SOLE   22,407 0 0
COMMERCE BANCSHARES INC. COM 200525103 217 4,682 SH   SOLE   4,682 0 0
COMMONWEALTH REIT REIT 203233101 344 13,067 SH   SOLE   13,067 0 0
COMPUTER SCIENCES CORP. COM 205363104 2,604 42,816 SH   SOLE   42,816 0 0
COMTECH TELECOMMUNICATIONS COM 205826209 242 7,600 SH   SOLE   7,600 0 0
CONAGRA FOODS INC. COM 205887102 281 9,058 SH   SOLE   9,058 0 0
CONOCOPHILLIPS COM 20825C104 12,919 183,632 SH   SOLE   183,632 0 0
CONSOLIDATED EDISON, INC. COM 209115104 1,537 28,651 SH   SOLE   28,651 0 0
CONSTELLATION BRANDS INC. COM 21036P108 1,994 23,464 SH   SOLE   23,464 0 0
CON-WAY INC. COM 205944101 616 15,000 SH   SOLE   15,000 0 0
COOPER-STANDARD HOLDINGS, INC. COM 21676P103 3,794 53,699 SH   SOLE   53,699 0 0
COPA HOLDINGS SA COM P31076105 620 4,270 SH   SOLE   4,270 0 0
CORE LABORATORIES N.V. COM N22717107 1,442 7,267 SH   SOLE   7,267 0 0
CORNING, INC. COM 219350105 3,120 149,841 SH   SOLE   149,841 0 0
COSTCO WHOLESALE CORP. COM 22160K105 2,126 19,034 SH   SOLE   19,034 0 0
COTT CORP. COM 22163N106 10,948 1,292,535 SH   SOLE   1,292,535 0 0
COVANCE, INC. COM 222816100 208 2,000 SH   SOLE   2,000 0 0
COVIDIEN PLC COM G2554F113 1,333 18,100 SH   SOLE   18,100 0 0
CRANE CO. COM 224399105 759 10,668 SH   SOLE   10,668 0 0
CROWN HOLDINGS INC. COM 228368106 3,457 77,272 SH   SOLE   77,272 0 0
CST BRANDS INC. COM 12646R105 706 22,600 SH   SOLE   22,600 0 0
CSX CORP. COM 126408103 1,486 51,280 SH   SOLE   51,280 0 0
CUMMINS INC. COM 231021106 1,421 9,538 SH   SOLE   9,538 0 0
CVR ENERGY INC. COM 12662P108 316 7,486 SH   SOLE   7,486 0 0
CVS CAREMARK CORP. COM 126650100 4,677 62,477 SH   SOLE   62,477 0 0
D.E MASTER BLENDERS 1753 N.V COM N20944109 519 45,168 SH   SOLE   45,168 0 0
DANA HOLDING CORP COM 235825205 214 9,200 SH   SOLE   9,200 0 0
DANAHER CORP. COM 235851102 3,379 45,048 SH   SOLE   45,048 0 0
DAVITA HEALTHCARE PARTNERS INC. COM 23918K108 629 9,136 SH   SOLE   9,136 0 0
DCP MIDSTREAM PARTNERS LP COM 23311P100 695 13,870 SH   SOLE   13,870 0 0
DEAN FOODS COMPANY COM 242370203 243 15,700 SH   SOLE   15,700 0 0
DECKERS OUTDOOR CORP COM 243537107 949 11,900 SH   SOLE   11,900 0 0
DEERE & COMPANY COM 244199105 2,872 31,631 SH   SOLE   31,631 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 1,242 18,300 SH   SOLE   18,300 0 0
DELTA AIR LINES INC. COM 247361702 4,352 125,601 SH   SOLE   125,601 0 0
DELUXE CORPORATION COM 248019101 315 6,000 SH   SOLE   6,000 0 0
DENBURY RESOURCES INC. COM 247916208 720 43,897 SH   SOLE   43,897 0 0
DETOUR GOLD CORPORATION CONV 250669AA6 5,788 6,170,000 PRN   SOLE   6,170,000 0 0
DEVON ENERGY CORP. COM 25179M103 1,152 17,214 SH   SOLE   17,214 0 0
DIAMOND OFFSHORE DRILLING INC. COM 25271C102 1,066 21,863 SH   SOLE   21,863 0 0
DILLARD'S, INC. COM 254067101 582 6,300 SH   SOLE   6,300 0 0
DIRECTV COM 25490A309 4,701 61,514 SH   SOLE   61,514 0 0
DISCOVER FINANCIAL SERVICES INC. COM 254709108 2,524 43,378 SH   SOLE   43,378 0 0
DISH NETWORK CORP. COM 25470M109 348 5,600 SH   SOLE   5,600 0 0
DOLBY LABORATORIES, INC. COM 25659T107 611 13,730 SH   SOLE   13,730 0 0
DOLLAR GENERAL CORP. COM 256677105 549 9,900 SH   SOLE   9,900 0 0
DOLLAR TREE, INC. COM 256746108 700 13,420 SH   SOLE   13,420 0 0
DOMINION RESOURCES INC. COM 25746U109 600 8,458 SH   SOLE   8,458 0 0
DOMINOS PIZZA, INC. COM 25754A201 369 4,800 SH   SOLE   4,800 0 0
DOMTAR CORPORATION COM 257559203 1,063 9,470 SH   SOLE   9,470 0 0
DONALDSON CO, INC. COM 257651109 470 11,075 SH   SOLE   11,075 0 0
DORMAN PRODUCTS, INC. COM 258278100 2,634 44,600 SH   SOLE   44,600 0 0
DOVER CORP. COM 260003108 1,347 16,476 SH   SOLE   16,476 0 0
DOW CHEMICAL CO., THE COM 260543103 7,190 147,976 SH   SOLE   147,976 0 0
DR PEPPER SNAPPLE GROUP INC. COM 26138E109 1,090 20,014 SH   SOLE   20,014 0 0
DREW INDUSTRIES, INC. COM 26168L205 1,328 24,500 SH   SOLE   24,500 0 0
DRIL-QUIP, INC. COM 262037104 200 1,780 SH   SOLE   1,780 0 0
DST SYSTEMS, INC. COM 233326107 1,196 12,620 SH   SOLE   12,620 0 0
DSW, INC. COM 23334L102 405 11,300 SH   SOLE   11,300 0 0
DTE ENERGY CO. COM 233331107 761 10,237 SH   SOLE   10,237 0 0
DUKE ENERGY CORP. COM 26441C204 5,433 76,281 SH   SOLE   76,281 0 0
DUN & BRADSTREET CORP., THE COM 26483E100 1,378 13,875 SH   SOLE   13,875 0 0
E C C CAPITAL CORP. REIT 26826M108 90 1,200,000 SH   SOLE   1,200,000 0 0
E I DU PONT DE NEMOURS & CO. COM 263534109 12,070 179,876 SH   SOLE   179,876 0 0
E*TRADE FINANCIAL CORP. COM 269246401 501 21,754 SH   SOLE   21,754 0 0
EARTHLINK HOLDINGS CORP COM 27033X101 55 15,200 SH   SOLE   15,200 0 0
EAST WEST BANCORP, INC. COM 27579R104 332 9,100 SH   SOLE   9,100 0 0
EASTMAN CHEMICAL COMPANY COM 277432100 4,610 53,471 SH   SOLE   53,471 0 0
EATON CORPORATION PLC COM G29183103 573 7,629 SH   SOLE   7,629 0 0
EBAY INC. COM 278642103 1,087 19,672 SH   SOLE   19,672 0 0
ECOLAB INC. COM 278865100 495 4,584 SH   SOLE   4,584 0 0
EDISON INTERNATIONAL COM 281020107 1,803 31,854 SH   SOLE   31,854 0 0
EL PASO PIPELINE PARTNERS LP COM 283702108 860 28,310 SH   SOLE   28,310 0 0
ELECTRONIC ARTS, INC. COM 285512109 2,440 84,123 SH   SOLE   84,123 0 0
ELECTRONICS FOR IMAGING COM 286082102 225 5,200 SH   SOLE   5,200 0 0
ELI LILLY & CO. COM 532457108 3,335 56,652 SH   SOLE   56,652 0 0
EMC CORP. COM 268648102 4,297 156,757 SH   SOLE   156,757 0 0
EMERSON ELECTRIC COMPANY COM 291011104 2,961 44,322 SH   SOLE   44,322 0 0
ENBRIDGE ENERGY PARTNERS COM 29250R106 800 29,175 SH   SOLE   29,175 0 0
ENDO HEALTH SOLUTIONS INC. COM G30401106 810 11,800 SH   SOLE   11,800 0 0
ENDURANCE SPECIALTY HOLDINGS LTD. COM G30397106 635 11,800 SH   SOLE   11,800 0 0
ENERGIZER HOLDINGS INC. COM 29266R108 337 3,350 SH   SOLE   3,350 0 0
ENERGY TRANSFER EQUITY LP COM 29273V100 1,979 42,340 SH   SOLE   42,340 0 0
ENERGY TRANSFER PARTNERS COM 29273R109 3,893 72,374 SH   SOLE   72,374 0 0
ENERSYS COM 29275Y102 5,449 78,640 SH   SOLE   78,640 0 0
ENGILITY HOLDINGS INC COM 29285W104 550 12,200 SH   SOLE   12,200 0 0
ENSCO PLC COM G3157S106 438 8,300 SH   SOLE   8,300 0 0
ENTERCOM COMMUNICATIONS CORP. COM 293639100 105 10,400 SH   SOLE   10,400 0 0
ENTERGY CORP COM 29364G103 2,514 37,609 SH   SOLE   37,609 0 0
ENTERPRISE PRODUCTS PARTNERS L COM 293792107 6,347 91,505 SH   SOLE   91,505 0 0
EOG RESOURCES INC. COM 26875P101 2,787 14,205 SH   SOLE   14,205 0 0
EQT CORPORATION COM 26884L109 317 3,266 SH   SOLE   3,266 0 0
EQUIFAX, INC. COM 294429105 1,720 25,278 SH   SOLE   25,278 0 0
EQUITY RESIDENTIAL REIT 29476L107 873 15,057 SH   SOLE   15,057 0 0
ESSEX RENTAL CORPORATION COM 297187106 560 189,350 SH   SOLE   189,350 0 0
ESTEE LAUDER COMPANIES INC., THE COM 518439104 238 3,566 SH   SOLE   3,566 0 0
EVEREST RE GROUP LTD. COM G3223R108 324 2,120 SH   SOLE   2,120 0 0
EXELIS INC. COM 30162A108 4,865 255,900 SH   SOLE   255,900 0 0
EXELON CORP. COM 30161N101 2,640 78,652 SH   SOLE   78,652 0 0
EXPEDIA INC. COM 30212P303 1,221 16,840 SH   SOLE   16,840 0 0
EXPRESS SCRIPTS HOLDING COMPANY COM 30219G108 7,098 94,526 SH   SOLE   94,526 0 0
EXXON CORPORATION COM 30231G102 32,045 328,066 SH   SOLE   328,066 0 0
F M C CORPORATION COM 302491303 1,488 19,440 SH   SOLE   19,440 0 0
F5 NETWORKS, INC. COM 315616102 401 3,760 SH   SOLE   3,760 0 0
FACEBOOK INC COM 30303M102 5,741 95,300 SH   SOLE   95,300 0 0
FEDEX CORP. COM 31428X106 1,837 13,856 SH   SOLE   13,856 0 0
FIDELITY NATIONAL FINANCIAL INC. COM 31620R105 333 10,585 SH   SOLE   10,585 0 0
FIDELITY NATIONAL INFORMATION SERVICES INC. COM 31620M106 1,666 31,160 SH   SOLE   31,160 0 0
FIESTA RESTAURANT GROUP COM 31660B101 3,675 80,618 SH   SOLE   80,618 0 0
FIFTH THIRD BANCORP COM 316773100 2,637 114,893 SH   SOLE   114,893 0 0
FIRST CITIZENS BANCSHARES, INC. COM 31946M103 317 1,318 SH   SOLE   1,318 0 0
FIRST INTERSTATE BANCSYSTEM IN COM 32055Y201 392 13,900 SH   SOLE   13,900 0 0
FIRST NIAGARA FINANCIAL GROUP, INC. COM 33582V108 358 37,900 SH   SOLE   37,900 0 0
FIRST SOLAR, INC. COM 336433107 1,968 28,200 SH   SOLE   28,200 0 0
FIRSTENERGY CORP. COM 337932107 1,278 37,550 SH   SOLE   37,550 0 0
FISERV, INC. COM 337738108 3,218 56,770 SH   SOLE   56,770 0 0
FLIR SYSTEMS, INC. COM 302445101 1,177 32,687 SH   SOLE   32,687 0 0
FLOWSERVE CORP. COM 34354P105 584 7,451 SH   SOLE   7,451 0 0
FLUOR CORP. COM 343412102 1,536 19,756 SH   SOLE   19,756 0 0
FOOT LOCKER INC. COM 344849104 348 7,400 SH   SOLE   7,400 0 0
FORD MOTOR COMPANY COM 345370860 5,310 340,375 SH   SOLE   340,375 0 0
FOREST LABORATORIES, INC. COM 345838106 1,010 10,950 SH   SOLE   10,950 0 0
FRANKLIN RESOURCES INC. COM 354613101 1,177 21,725 SH   SOLE   21,725 0 0
FREEPORT-MCMORAN COPPER & GOLD INC. COM 35671D857 5,707 172,575 SH   SOLE   172,575 0 0
FRONTIER COMMUNICATIONS CORP. COM 35906A108 1,283 225,045 SH   SOLE   225,045 0 0
FTD COS INC COM 30281V108 1,591 50,000 SH   SOLE   50,000 0 0
GAMESTOP CORP. COM 36467W109 3,724 90,612 SH   SOLE   90,612 0 0
GANNETT COMPANY, INC. COM 364730101 1,515 54,883 SH   SOLE   54,883 0 0
GAP, INC. COM 364760108 1,374 34,295 SH   SOLE   34,295 0 0
GARMIN LTD COM H2906T109 470 8,500 SH   SOLE   8,500 0 0
GATX CORP. COM 361448103 339 5,000 SH   SOLE   5,000 0 0
GENERAL DYNAMICS CORP. COM 369550108 2,620 24,051 SH   SOLE   24,051 0 0
GENERAL ELECTRIC COMPANY COM 369604103 26,234 1,013,301 SH   SOLE   1,013,301 0 0
GENERAL MILLS, INC. COM 370334104 1,809 34,916 SH   SOLE   34,916 0 0
GENERAL MOTORS CO WAR 37045V118 1,262 50,805 SH   SOLE   50,805 0 0
GENERAL MOTORS CO WAR 37045V126 885 50,805 SH   SOLE   50,805 0 0
GENERAL MOTORS COMPANY COM 37045V100 5,459 158,588 SH   SOLE   158,588 0 0
GENPACT LIMITED COM G3922B107 394 22,600 SH   SOLE   22,600 0 0
GENTEX CORPORATION COM 371901109 1,881 59,660 SH   SOLE   59,660 0 0
GENUINE PARTS CO COM 372460105 414 4,770 SH   SOLE   4,770 0 0
GENWORTH HOLDINGS INC. COM 37247D106 1,699 95,853 SH   SOLE   95,853 0 0
GEO GROUP, INC. (THE) COM 36159R103 8,168 253,359 SH   SOLE   253,359 0 0
GEO SPECIALTY CHEMICALS, INC. COM 37246R106 0 80,750 SH   SOLE   80,750 0 0
GEOMET, INC. COM 37250U201 1 85,857 SH   SOLE   85,857 0 0
G-III APPAREL GROUP LTD COM 36237H101 229 3,200 SH   SOLE   3,200 0 0
GILEAD SCIENCES, INC. COM 375558103 5,720 80,722 SH   SOLE   80,722 0 0
GLOBAL PARTNERS LP/MA COM 37946R109 739 20,210 SH   SOLE   20,210 0 0
GLOBAL PAYMENTS, INC. COM 37940X102 658 9,250 SH   SOLE   9,250 0 0
GLOBAL SOURCES LTD COM G39300101 173 19,300 SH   SOLE   19,300 0 0
GOLD FIELDS LTD ADR 38059T106 108 29,340 SH   SOLE   29,340 0 0
GOLDMAN SACHS GROUP INC., THE COM 38141G104 7,275 44,398 SH   SOLE   44,398 0 0
GOODYEAR TIRE & RUBBER COMPANY, THE COM 382550101 2,370 90,712 SH   SOLE   90,712 0 0
GOOGLE, INC. COM 38259P508 19,686 17,663 SH   SOLE   17,663 0 0
GRAPHIC PACKAGING HOLDING CO. COM 388689101 21,305 2,096,970 SH   SOLE   2,096,970 0 0
GREAT LAKES DREDGE&DOCK CORP. COM 390607109 9,471 1,037,313 SH   SOLE   1,037,313 0 0
GREAT PLAINS ENERGY INC. COM 391164100 298 11,006 SH   SOLE   11,006 0 0
GREEN MOUNTAIN COFFEE ROASTERS INC. COM 49271M100 1,003 9,500 SH   SOLE   9,500 0 0
GREEN PLAINS RENEWABLE ENERGY COM 393222104 443 14,800 SH   SOLE   14,800 0 0
GREIF INC. COM 397624107 2,520 48,000 SH   SOLE   48,000 0 0
GROUP 1 AUTOMOTIVE, INC. COM 398905109 204 3,100 SH   SOLE   3,100 0 0
GSE SYSTEMS INC COM 36227K106 821 472,100 SH   SOLE   472,100 0 0
GUESS?, INC. COM 401617105 337 12,200 SH   SOLE   12,200 0 0
H&R BLOCK INC. COM 093671105 278 9,205 SH   SOLE   9,205 0 0
HAEMONETICS CORPORATION COM 405024100 3,749 115,033 SH   SOLE   115,033 0 0
HALCON RESOURCES CORPORATION COM 40537Q209 4,241 979,449 SH   SOLE   979,449 0 0
HALLADOR ENERGY CO COM 40609P105 296 34,620 SH   SOLE   34,620 0 0
HALLIBURTON CO. COM 406216101 1,716 29,138 SH   SOLE   29,138 0 0
HANESBRANDS INC. COM 410345102 650 8,500 SH   SOLE   8,500 0 0
HANOVER INSURANCE GROUP, INC. COM 410867105 1,518 24,700 SH   SOLE   24,700 0 0
HARLEY-DAVIDSON INC. COM 412822108 460 6,910 SH   SOLE   6,910 0 0
HARMAN INTERNATIONAL INDUSTRIES INC. COM 413086109 537 5,043 SH   SOLE   5,043 0 0
HARRIS CORPORATION COM 413875105 4,543 62,094 SH   SOLE   62,094 0 0
HARTFORD FINANCIAL SERVICES GROUP INC., THE COM 416515104 1,805 51,170 SH   SOLE   51,170 0 0
HASBRO INC. COM 418056107 366 6,578 SH   SOLE   6,578 0 0
HAWAIIAN HOLDINGS INC COM 419879101 666 47,700 SH   SOLE   47,700 0 0
HCA HOLDINGS, INC. COM 40412C101 557 10,600 SH   SOLE   10,600 0 0
HCC INSURANCE HOLDINGS INC. COM 404132102 253 5,566 SH   SOLE   5,566 0 0
HCP INC. REIT 40414L109 625 16,111 SH   SOLE   16,111 0 0
HELMERICH & PAYNE, INC. COM 423452101 1,456 13,540 SH   SOLE   13,540 0 0
HENRY SCHEIN, INC. COM 806407102 309 2,590 SH   SOLE   2,590 0 0
HERBALIFE LTD. COM G4412G101 640 11,180 SH   SOLE   11,180 0 0
HERCULES, INC. CONV 427056BC9 7,676 8,906 PRN   SOLE   8,906 0 0
HERSHEY COMPANY, THE COM 427866108 1,061 10,166 SH   SOLE   10,166 0 0
HERTZ GLOBAL HOLDINGS INC. COM 42805T105 306 11,500 SH   SOLE   11,500 0 0
HESS CORP COM 42809H107 1,043 12,579 SH   SOLE   12,579 0 0
HEWLETT-PACKARD CO. COM 428236103 7,243 223,837 SH   SOLE   223,837 0 0
HHGREGG INC COM 42833L108 185 19,200 SH   SOLE   19,200 0 0
HILL-ROM HOLDINGS INC. COM 431475102 366 9,500 SH   SOLE   9,500 0 0
HILLSHIRE BRANDS CO. (THE) COM 432589109 8,362 224,430 SH   SOLE   224,430 0 0
HOLLYFRONTIER CORP. COM 436106108 2,772 58,264 SH   SOLE   58,264 0 0
HOLOGIC INC. COM 436440101 269 12,500 SH   SOLE   12,500 0 0
HOME DEPOT, INC. COM 437076102 10,075 127,317 SH   SOLE   127,317 0 0
HOMEAWAY INC COM 43739Q100 245 6,500 SH   SOLE   6,500 0 0
HONEYWELL INTERNATIONAL, INC. COM 438516106 6,727 72,517 SH   SOLE   72,517 0 0
HORMEL FOODS CORP. COM 440452100 230 4,660 SH   SOLE   4,660 0 0
HORNBECK OFFSHORE SERVICES INC. COM 440543106 22,314 533,692 SH   SOLE   533,692 0 0
HORNBECK OFFSHORE SVCS, INC. CONV 440543AN6 19,917 17,500,000 PRN   SOLE   17,500,000 0 0
HOSPIRA INC. COM 441060100 231 5,341 SH   SOLE   5,341 0 0
HOST HOTELS & RESORTS INC. REIT 44107P104 1,384 68,388 SH   SOLE   68,388 0 0
HUDSON CITY BANCORP, INC. COM 443683107 210 21,315 SH   SOLE   21,315 0 0
HUMANA, INC. COM 444859102 2,369 21,019 SH   SOLE   21,019 0 0
HUNTINGTON BANCSHARES, INC. COM 446150104 1,740 174,572 SH   SOLE   174,572 0 0
HUNTINGTON INGALLS INDUSTRIES INC. COM 446413106 1,156 11,300 SH   SOLE   11,300 0 0
HUNTSMAN CORPORATION COM 447011107 2,626 107,520 SH   SOLE   107,520 0 0
HYATT HOTELS CORP. COM 448579102 441 8,200 SH   SOLE   8,200 0 0
IBM CORPORATION COM 459200101 11,603 60,280 SH   SOLE   60,280 0 0
ICONIX BRAND GROUP, INC. COM 451055107 546 13,900 SH   SOLE   13,900 0 0
IDEX CORPORATION COM 45167R104 2,307 31,650 SH   SOLE   31,650 0 0
ILLINOIS TOOL WORKS, INC. COM 452308109 847 10,415 SH   SOLE   10,415 0 0
INCYTE CORPORATION COM 45337C102 262 4,900 SH   SOLE   4,900 0 0
ING U.S., INC. COM 45685E106 417 11,500 SH   SOLE   11,500 0 0
INGERSOLL-RAND PLC COM G47791101 1,265 22,100 SH   SOLE   22,100 0 0
INGRAM MICRO INC. COM 457153104 352 11,900 SH   SOLE   11,900 0 0
INGREDION INCORPORATED COM 457187102 2,306 33,871 SH   SOLE   33,871 0 0
INSIGHT ENTERPRISE, INC. COM 45765U103 306 12,200 SH   SOLE   12,200 0 0
INTEL CORPORATION COM 458140100 14,207 550,434 SH   SOLE   550,434 0 0
INTEL CORPORATION CONV 458140AD2 27,048 22,983,000 PRN   SOLE   22,983,000 0 0
INTEL CORPORATION CONV 458140AF7 27,963 20,000,000 PRN   SOLE   20,000,000 0 0
INTELSAT S.A. COM L5140P101 474 25,300 SH   SOLE   25,300 0 0
INTER PARFUMS, INC. COM 458334109 225 6,200 SH   SOLE   6,200 0 0
INTERCONTINENTALEXCHANGE GROUP, INC. COM 45866F104 1,405 7,101 SH   SOLE   7,101 0 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 3,430 243,969 SH   SOLE   243,969 0 0
INTERNATIONAL PAPER COMPANY COM 460146103 4,402 95,944 SH   SOLE   95,944 0 0
INTERSECTIONS, INC. COM 460981301 75 12,700 SH   SOLE   12,700 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 1,503 15,713 SH   SOLE   15,713 0 0
INTUIT, INC. COM 461202103 1,216 15,649 SH   SOLE   15,649 0 0
INTUITIVE SURGICAL, INC. COM 46120E602 646 1,476 SH   SOLE   1,476 0 0
INVESCO LTD. COM G491BT108 1,122 30,335 SH   SOLE   30,335 0 0
Iron Mtn Inc OPT 462846106 3,901 141,500 SH Call SOLE   141,500 0 0
ISHARES MSCI ETF 464286848 366 32,300 SH   SOLE   32,300 0 0
ISHARES MSCI OPT 464287234 44,615 1,087,900 SH Put SOLE   1,087,900 0 0
ISHARES MSCI OPT 464287465 38,109 567,100 SH Put SOLE   567,100 0 0
ISHARES MSCI OPT 464287655 756 6,500 SH Put SOLE   6,500 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 464286699 301 14,600 SH   SOLE   14,600 0 0
ISHARES TRUST ETF 464287184 1,141 31,900 SH   SOLE   31,900 0 0
ISHARES TRUST ETF 464287465 4,932 73,430 SH   SOLE   73,430 0 0
ISHARES TRUST ETF 464287689 66,542 592,489 SH   SOLE   592,489 0 0
ITC HOLDINGS CORP. COM 465685105 269 7,200 SH   SOLE   7,200 0 0
ITT CORP. COM 450911201 231 5,400 SH   SOLE   5,400 0 0
J.M. SMUCKER CO. (THE) COM 832696405 417 4,292 SH   SOLE   4,292 0 0
JABIL CIRCUIT INC. COM 466313103 865 48,049 SH   SOLE   48,049 0 0
JACK HENRY & ASSOCIATES, INC. COM 426281101 491 8,800 SH   SOLE   8,800 0 0
JACOBS ENGINEERING GROUP, INC. COM 469814107 828 13,044 SH   SOLE   13,044 0 0
JARDEN CORP. COM 471109108 218 3,650 SH   SOLE   3,650 0 0
JAZZ PHARMACEUTICALS, INC COM G50871105 675 4,870 SH   SOLE   4,870 0 0
JDS UNIPHASE CORPORATION COM 46612J507 451 32,200 SH   SOLE   32,200 0 0
JOHN WILEY & SONS, INC. COM 968223206 346 6,000 SH   SOLE   6,000 0 0
JOHNSON & JOHNSON COM 478160104 22,583 229,900 SH   SOLE   229,900 0 0
JOHNSON CONTROLS INC. COM 478366107 2,464 52,077 SH   SOLE   52,077 0 0
JONES LANG LASALLE INC. COM 48020Q107 462 3,900 SH   SOLE   3,900 0 0
JOS A BANK CLOTHIERS, INC. COM 480838101 206 3,200 SH   SOLE   3,200 0 0
JOY GLOBAL INC. COM 481165108 516 8,900 SH   SOLE   8,900 0 0
JPMORGAN CHASE & CO. COM 46625H100 19,928 328,243 SH   SOLE   328,243 0 0
JUNIPER NETWORKS INC. COM 48203R104 1,029 39,937 SH   SOLE   39,937 0 0
KANSAS CITY SOUTHERN COM 485170302 1,530 14,995 SH   SOLE   14,995 0 0
KAR AUCTION SERVICES INC. COM 48238T109 206 6,800 SH   SOLE   6,800 0 0
KELLOGG CO. COM 487836108 728 11,603 SH   SOLE   11,603 0 0
KEYCORP COM 493267108 1,984 139,336 SH   SOLE   139,336 0 0
KIMBERLY-CLARK CORP. COM 494368103 4,103 37,214 SH   SOLE   37,214 0 0
KIMCO REALTY CORP. REIT 49446R109 660 30,177 SH   SOLE   30,177 0 0
KINDER MORGAN ENERGY PTR LP COM 494550106 8,346 112,855 SH   SOLE   112,855 0 0
KINDER MORGAN INC. COM 49456B101 470 14,452 SH   SOLE   14,452 0 0
KLA-TENCOR CORP. COM 482480100 1,050 15,187 SH   SOLE   15,187 0 0
KOHL'S CORP. COM 500255104 971 17,091 SH   SOLE   17,091 0 0
KRAFT FOODS GROUP INC. COM 50076Q106 2,726 48,597 SH   SOLE   48,597 0 0
KROGER COMPANY COM 501044101 3,406 78,023 SH   SOLE   78,023 0 0
L BRANDS INC. COM 501797104 1,147 20,200 SH   SOLE   20,200 0 0
L-3 COMMUNICATIONS HOLDINGS INC. COM 502424104 1,833 15,518 SH   SOLE   15,518 0 0
LABORATORY CORPORATION OF AMERICA HOLDINGS COM 50540R409 546 5,563 SH   SOLE   5,563 0 0
LAM RESEARCH CORP. COM 512807108 1,717 31,222 SH   SOLE   31,222 0 0
LANDSTAR SYSTEM, INC. COM 515098101 750 12,660 SH   SOLE   12,660 0 0
LAS VEGAS SANDS CORP. COM 517834107 1,309 16,200 SH   SOLE   16,200 0 0
LEAR CORPORATION COM 521865204 1,557 18,600 SH   SOLE   18,600 0 0
LEGG MASON INC. COM 524901105 965 19,673 SH   SOLE   19,673 0 0
LEGGETT & PLATT INC. COM 524660107 351 10,741 SH   SOLE   10,741 0 0
LEIDOS HOLDINGS, INC. COM 525327102 406 11,475 SH   SOLE   11,475 0 0
LENNOX INTERNATIONAL, INC. COM 526107107 1,519 16,710 SH   SOLE   16,710 0 0
LEUCADIA NATIONAL CORPORATION COM 527288104 1,034 36,935 SH   SOLE   36,935 0 0
LEXMARK INTERNATIONAL, INC. COM 529771107 1,600 34,574 SH   SOLE   34,574 0 0
LIBERTY GLOBAL PLC COM GB00B8WA3 621 14,927 SH   SOLE   14,927 0 0
LIBERTY INTERACTIVE CORPORATION COM 53071M104 442 15,300 SH   SOLE   15,300 0 0
LIBERTY INTERACTIVE CORPORATION COM 53071M880 528 4,050 SH   SOLE   4,050 0 0
LIBERTY MEDIA CORP COM 531229102 741 5,670 SH   SOLE   5,670 0 0
LINCOLN ELECTRIC HOLDINGS, INC. COM 533900106 432 6,000 SH   SOLE   6,000 0 0
LINCOLN NATIONAL CORP. COM 534187109 2,549 50,302 SH   SOLE   50,302 0 0
LINEAR TECHNOLOGY CORPORATION COM 535678106 2,133 43,806 SH   SOLE   43,806 0 0
LIONS GATE ENTERTAINMENT INC. COM 535919203 577 21,600 SH   SOLE   21,600 0 0
LKQ CORPORATION COM 501889208 224 8,500 SH   SOLE   8,500 0 0
LOCKHEED MARTIN CORPORATION COM 539830109 7,518 46,056 SH   SOLE   46,056 0 0
LOEWS CORP. COM 540424108 654 14,846 SH   SOLE   14,846 0 0
LORAL SPACE & COMMUNICATIONS, INC. COM 543881106 424 5,998 SH   SOLE   5,998 0 0
LORILLARD INC. COM 544147101 1,876 34,681 SH   SOLE   34,681 0 0
LOWES COMPANIES, INC. COM 548661107 5,943 121,524 SH   SOLE   121,524 0 0
LPL FINANCIAL HOLDINGS, INC. COM 50212V100 809 15,400 SH   SOLE   15,400 0 0
LRR ENERGY LP COM 50214A104 1,030 60,000 SH   SOLE   60,000 0 0
LSI CORPORATION COM 502161102 1,143 103,254 SH   SOLE   103,254 0 0
LYONDELLBASELL INDUSTRIES NV COM N53745100 6,028 67,771 SH   SOLE   67,771 0 0
M K S INSTRUMENTS, INC. COM 55306N104 299 10,000 SH   SOLE   10,000 0 0
M W I VETERINARY SUPPLY, INC. COM 55402X105 327 2,100 SH   SOLE   2,100 0 0
M&T BANK CORP. COM 55261F104 901 7,424 SH   SOLE   7,424 0 0
MACERICH COMPANY, THE REIT 554382101 629 10,095 SH   SOLE   10,095 0 0
MACY'S, INC. COM 55616P104 3,872 65,313 SH   SOLE   65,313 0 0
MAGELLAN MIDSTREAM PARTNERS COM 559080106 2,678 38,400 SH   SOLE   38,400 0 0
MALLINCKRODT PLC COM G5785G107 8,453 133,300 SH   SOLE   133,300 0 0
MANITOWOC COMPANY INC. COM 563571108 541 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 654 8,300 SH   SOLE   8,300 0 0
MARATHON OIL CORPORATION COM 565849106 2,101 59,140 SH   SOLE   59,140 0 0
MARATHON PETROLEUM CORPORATION COM 56585A102 3,791 43,555 SH   SOLE   43,555 0 0
MARKWEST ENERGY OPERATING CO COM 570759100 455 6,970 SH   SOLE   6,970 0 0
MARRIOTT INTERNATIONAL, INC. COM 571903202 602 10,749 SH   SOLE   10,749 0 0
MARSH & MCLENNAN COMPANIES INC. COM 571748102 1,624 32,943 SH   SOLE   32,943 0 0
MARVELL TECHNOLOGY GROUP, LTD COM G5876H105 655 41,600 SH   SOLE   41,600 0 0
MASCO CORP. COM 574599106 680 30,619 SH   SOLE   30,619 0 0
MASSEY ENERGY CO. CONV 576203AJ2 6,729 6,750,000 PRN   SOLE   6,750,000 0 0
MASTERCARD, INC. COM 57636Q104 4,737 63,410 SH   SOLE   63,410 0 0
MATTEL INC. COM 577081102 5,722 142,651 SH   SOLE   142,651 0 0
MCDONALD'S CORPORATION COM 580135101 4,031 41,115 SH   SOLE   41,115 0 0
MCGRAW-HILL FINANCIAL, INC. COM 580645109 1,543 20,227 SH   SOLE   20,227 0 0
MCKESSON CORPORATION COM 58155Q103 2,620 14,836 SH   SOLE   14,836 0 0
MEAD JOHNSON NUTRITION COMPANY COM 582839106 1,267 15,236 SH   SOLE   15,236 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 533 9,800 SH   SOLE   9,800 0 0
MEDIFAST INC COM 58470H101 230 7,900 SH   SOLE   7,900 0 0
MEDNAX, INC. COM 58502B106 236 3,800 SH   SOLE   3,800 0 0
MEDTRONIC INC. COM 585055106 6,549 106,417 SH   SOLE   106,417 0 0
MEDTRONIC INC. CONV 585055AB2 8,020 8,000,000 PRN   SOLE   8,000,000 0 0
MELCO CROWN SPV LTD CONV EG6839385 17,562 17,142,857 PRN   SOLE   17,142,857 0 0
MEMORIAL PRODUCTION PARTNERS L COM 586048100 755 33,500 SH   SOLE   33,500 0 0
MERCK & CO. INC. COM 58933Y105 11,381 200,483 SH   SOLE   200,483 0 0
MERCURY GENERAL CORP. COM 589400100 328 7,276 SH   SOLE   7,276 0 0
MERITOR, INC. CONV 59001KAC4 15,670 10,267,000 PRN   SOLE   10,267,000 0 0
METLIFE, INC. COM 59156R108 4,194 79,425 SH   SOLE   79,425 0 0
METTLER-TOLEDO INTERNATIONAL INC. COM 592688105 212 900 SH   SOLE   900 0 0
MFA FINANCIAL, INC. REIT 55272X102 1,050 135,500 SH   SOLE   135,500 0 0
MGM RESORTS INTERNATIONAL COM 552953101 701 27,100 SH   SOLE   27,100 0 0
MICHAEL KORS HOLDINGS LTD COM G60754101 616 6,600 SH   SOLE   6,600 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 1,115 23,345 SH   SOLE   23,345 0 0
MICRON TECHNOLOGY INC. COM 595112103 1,291 54,550 SH   SOLE   54,550 0 0
MICRON TECHNOLOGY INC. CONV 595112AV5 15,658 7,000,000 PRN   SOLE   7,000,000 0 0
MICRON TECHNOLOGY INC. CONV 595112AY9 6,574 6,000,000 PRN   SOLE   6,000,000 0 0
MICROS SYSTEMS INC COM 594901100 974 18,400 SH   SOLE   18,400 0 0
MICROSOFT CORP. COM 594918104 26,647 650,096 SH   SOLE   650,096 0 0
MID-CON ENERGY PARTNERS LP COM 59560V109 498 23,044 SH   SOLE   23,044 0 0
MIDSTATES PETROLEUM COMPANY, INC. COM 59804T100 2,798 522,065 SH   SOLE   522,065 0 0
MOLSON COORS BREWING COMPANY COM 60871R209 1,997 33,925 SH   SOLE   33,925 0 0
MONDELEZ INTERNATIONAL, INC. COM 609207105 4,078 118,046 SH   SOLE   118,046 0 0
MONRO MUFFLER BRAKE COM 610236101 267 4,700 SH   SOLE   4,700 0 0
MONSANTO CO. COM 61166W101 990 8,703 SH   SOLE   8,703 0 0
MONSTER BEVERAGE CORP COM 611740101 222 3,200 SH   SOLE   3,200 0 0
MONTPELIER RE HOLDINGS LTD COM G62185106 336 11,300 SH   SOLE   11,300 0 0
MOODY'S CORPORATION COM 615369105 1,013 12,765 SH   SOLE   12,765 0 0
MORGAN STANLEY COM 617446448 3,566 114,393 SH   SOLE   114,393 0 0
MOSAIC CO., THE COM 61945C103 1,975 39,500 SH   SOLE   39,500 0 0
MOTOROLA SOLUTIONS INC. COM 620076307 988 15,371 SH   SOLE   15,371 0 0
MOTORS LIQUIDATION CO GUC TRUS COM 62010U101 310 10,729 SH   SOLE   10,729 0 0
MRC GLOBAL INC. COM 55345K103 949 35,200 SH   SOLE   35,200 0 0
MURPHY OIL CORP. COM 626717102 1,278 20,333 SH   SOLE   20,333 0 0
MURPHY USA INC. COM 626755102 3,280 80,800 SH   SOLE   80,800 0 0
MYLAN INC. COM 628530107 2,569 52,606 SH   SOLE   52,606 0 0
MYRIAD GENETICS, INC. COM 62855J104 1,043 30,500 SH   SOLE   30,500 0 0
NABORS INDUSTRIES INC. CONV 629568AF3 8,307 8,307,373 PRN   SOLE   8,307,373 0 0
NABORS INDUSTRIES LTD COM G6359F103 1,853 75,164 SH   SOLE   75,164 0 0
NASDAQ OMX GROUP, INC., THE COM 631103108 678 18,367 SH   SOLE   18,367 0 0
NATIONAL OILWELL VARCO, INC. COM 637071101 4,704 60,413 SH   SOLE   60,413 0 0
NATIONSTAR MORTGAGE HOLDINGS INC COM 63861C109 279 8,600 SH   SOLE   8,600 0 0
NEEBO INC. COM 63983W108 223 88,055 SH   SOLE   88,055 0 0
NEENAH ENTERPRISES, INC. COM 64007R109 2,655 154,333 SH   SOLE   154,333 0 0
NETAPP INC. COM 64110D104 2,161 58,567 SH   SOLE   58,567 0 0
NETFLIX INC COM 64110L106 1,414 4,016 SH   SOLE   4,016 0 0
NEUSTAR, INC. COM 64126X201 241 7,400 SH   SOLE   7,400 0 0
NEW YORK COMMUNITY BANCORP, INC COM 649445103 428 26,640 SH   SOLE   26,640 0 0
NEW YORK MORTGAGE TRUST INC REIT 649604501 100 12,800 SH   SOLE   12,800 0 0
NEWARK GROUP INC., THE COM 650341MM9 1,667 546,783 SH   SOLE   546,783 0 0
NEWELL RUBBERMAID, INC. COM 651229106 802 26,821 SH   SOLE   26,821 0 0
NEWFIELD EXPLORATION CO. COM 651290108 442 14,100 SH   SOLE   14,100 0 0
NEWMARKET CORPORATION COM 651587107 262 670 SH   SOLE   670 0 0
NEWMONT MINING CORP. COM 651639106 379 16,154 SH   SOLE   16,154 0 0
NEWS CORPORATION COM 65249B109 219 12,696 SH   SOLE   12,696 0 0
NEWS CORPORATION COM 65249B208 1,595 95,500 SH   SOLE   95,500 0 0
NEWS CORPORATION COM 90130A101 2,046 63,988 SH   SOLE   63,988 0 0
NEXTERA ENERGY INC. COM 65339F101 1,565 16,368 SH   SOLE   16,368 0 0
NIELSEN HOLDINGS N.V. COM N63218106 486 10,900 SH   SOLE   10,900 0 0
NIKE, INC. COM 654106103 4,030 54,564 SH   SOLE   54,564 0 0
NISOURCE, INC. COM 65473P105 503 14,171 SH   SOLE   14,171 0 0
NOBLE CORPORATION COM G65431101 1,307 39,927 SH   SOLE   39,927 0 0
NOBLE ENERGY, INC. COM 655044105 1,119 15,747 SH   SOLE   15,747 0 0
NORDSTROM, INC. COM 655664100 1,281 20,519 SH   SOLE   20,519 0 0
NORFOLK SOUTHERN CORP. COM 655844108 2,651 27,286 SH   SOLE   27,286 0 0
NORTHEAST UTILITIES COM 664397106 649 14,264 SH   SOLE   14,264 0 0
NORTHERN OIL AND GAS INC COM 665531109 340 23,275 SH   SOLE   23,275 0 0
NORTHERN TIER ENERGY LP COM 665826103 317 12,315 SH   SOLE   12,315 0 0
NORTHERN TRUST CORP. COM 665859104 585 8,920 SH   SOLE   8,920 0 0
NORTHROP GRUMMAN CORPORATION COM 666807102 5,212 42,240 SH   SOLE   42,240 0 0
NOVATION CO INC REIT 66989V107 5,392 19,258,775 SH   SOLE   19,258,775 0 0
NRG ENERGY INC. COM 629377508 722 22,720 SH   SOLE   22,720 0 0
NU SKIN ENTERPRISES, INC. COM 67018T105 2,496 30,130 SH   SOLE   30,130 0 0
NUSTAR ENERGY LP COM 67058H102 808 14,700 SH   SOLE   14,700 0 0
NVIDIA CORP. COM 67066G104 1,952 109,011 SH   SOLE   109,011 0 0
OCCIDENTAL PETROLEUM CORP. COM 674599105 8,611 90,365 SH   SOLE   90,365 0 0
OCEAN RIG UDW INC. COM Y64354205 10,063 565,679 SH   SOLE   565,679 0 0
OFFICE DEPOT, INC. COM 676220106 56 13,600 SH   SOLE   13,600 0 0
OGE ENERGY CORP. COM 670837103 329 8,948 SH   SOLE   8,948 0 0
OIL STATES INTERNATIONAL INC. COM 678026105 351 3,560 SH   SOLE   3,560 0 0
OLD REPUBLIC INTERNATIONAL CORP. COM 680223104 221 13,457 SH   SOLE   13,457 0 0
OMNICARE, INC. COM 681904108 1,002 16,800 SH   SOLE   16,800 0 0
OMNICOM GROUP INC. COM 681919106 809 11,145 SH   SOLE   11,145 0 0
OMNOVA SOLUTIONS INC. COM 682129101 7,531 725,521 SH   SOLE   725,521 0 0
ON SEMICONDUCTOR CORP. COM 682189105 165 17,600 SH   SOLE   17,600 0 0
ONEOK INC. COM 682680103 504 8,500 SH   SOLE   8,500 0 0
ONEOK PARTNERS LP COM 68268N103 2,213 41,325 SH   SOLE   41,325 0 0
ORACLE CORP. COM 68389X105 11,935 291,745 SH   SOLE   291,745 0 0
O'REILLY AUTOMOTIVE, INC. NEW COM 67103H107 2,222 14,977 SH   SOLE   14,977 0 0
OSHKOSH TRUCK CORPORATION COM 688239201 577 9,800 SH   SOLE   9,800 0 0
OWENS CORNING COM 690742101 9,061 209,890 SH   SOLE   209,890 0 0
OWENS-ILLINOIS INC. COM 690768403 796 23,538 SH   SOLE   23,538 0 0
PACKAGING CORP. OF AMERICA COM 695156109 950 13,500 SH   SOLE   13,500 0 0
PALL CORP. COM 696429307 584 6,522 SH   SOLE   6,522 0 0
PARKER-HANNIFIN CORP. COM 701094104 1,669 13,938 SH   SOLE   13,938 0 0
PARTNERRE LTD. COM G6852T105 621 6,000 SH   SOLE   6,000 0 0
PATTERSON COMPANIES, INC. COM 703395103 227 5,447 SH   SOLE   5,447 0 0
PATTERSON UTI ENERGY INC. COM 703481101 285 9,000 SH   SOLE   9,000 0 0
PAYCHEX INC COM 704326107 425 9,977 SH   SOLE   9,977 0 0
PBF ENERGY, INC. COM 69318G106 464 18,000 SH   SOLE   18,000 0 0
PDL BIOPHARMA, INC. COM 69329Y104 155 18,600 SH   SOLE   18,600 0 0
PEABODY ENERGY CORPORATION COM 704549104 1,005 61,530 SH   SOLE   61,530 0 0
PENN NATIONAL GAMING INC. COM 707569109 341 27,700 SH   SOLE   27,700 0 0
PENSKE AUTO GROUP INC COM 70959W103 505 11,800 SH   SOLE   11,800 0 0
PENTAIR LTD. COM H6169Q108 909 11,452 SH   SOLE   11,452 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105 424 28,510 SH   SOLE   28,510 0 0
PEP BOYS-MANNY MOE & JACK/THE COM 713278109 6,683 525,360 SH   SOLE   525,360 0 0
PEPCO HOLDINGS INC. COM 713291102 303 14,799 SH   SOLE   14,799 0 0
PEPSICO INC. COM 713448108 6,603 79,075 SH   SOLE   79,075 0 0
PERRIGO CO PLC COM G97822103 286 1,850 SH   SOLE   1,850 0 0
PETROBRAS ARGENTINA SA ADR 71646J109 97 17,500 SH   SOLE   17,500 0 0
PETROLOGISTICS LP COM 71672U101 307 24,700 SH   SOLE   24,700 0 0
PETSMART, INC. COM 716768106 10,032 145,627 SH   SOLE   145,627 0 0
PFIZER, INC. COM 717081103 22,625 704,386 SH   SOLE   704,386 0 0
PG&E CORP. COM 69331C108 1,228 28,435 SH   SOLE   28,435 0 0
PHARMERICA CORP COM 71714F104 252 9,000 SH   SOLE   9,000 0 0
PHILIP MORRIS INTERNATIONAL INC. COM 718172109 6,943 84,802 SH   SOLE   84,802 0 0
PHILLIPS 66 COM 718546104 10,031 130,174 SH   SOLE   130,174 0 0
PINNACLE FOODS INC. COM 72348P104 260 8,700 SH   SOLE   8,700 0 0
PINNACLE WEST CAPITAL CORP. COM 723484101 223 4,082 SH   SOLE   4,082 0 0
PITNEY BOWES INC. COM 724479100 4,888 188,088 SH   SOLE   188,088 0 0
PLAINS MARKETING LP COM 726503105 3,595 65,230 SH   SOLE   65,230 0 0
PLY GEM HOLDINGS, INC. COM 72941W100 2,327 184,256 SH   SOLE   184,256 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 4,921 56,558 SH   SOLE   56,558 0 0
POLARIS INDUSTRIES, INC. COM 731068102 1,049 7,510 SH   SOLE   7,510 0 0
POLYCOM, INC. COM 73172K104 678 49,400 SH   SOLE   49,400 0 0
POOL CORPORATION COM 73278L105 595 9,700 SH   SOLE   9,700 0 0
POPULAR INC. COM 733174700 487 15,700 SH   SOLE   15,700 0 0
PPG INDUSTRIES, INC. COM 693506107 3,241 16,753 SH   SOLE   16,753 0 0
PPL CORP. COM 69351T106 1,793 54,102 SH   SOLE   54,102 0 0
PRECISION CASTPARTS CORP. COM 740189105 1,621 6,415 SH   SOLE   6,415 0 0
PRICELINE.COM, INC. COM 741503403 4,946 4,150 SH   SOLE   4,150 0 0
PRIMERICA INC COM 74164M108 231 4,900 SH   SOLE   4,900 0 0
PRINCIPAL FINANCIAL GROUP, INC. COM 74251V102 1,870 40,664 SH   SOLE   40,664 0 0
PROASSURANCE CORPORATION COM 74267C106 365 8,200 SH   SOLE   8,200 0 0
PROCTER & GAMBLE CO. COM 742718109 14,250 176,803 SH   SOLE   176,803 0 0
PROGRESSIVE CORP., THE COM 743315103 863 35,648 SH   SOLE   35,648 0 0
PROGRESSIVE WASTE SOLUTIONS LTD. COM 74339G101 1,721 67,988 SH   SOLE   67,988 0 0
PROTECTIVE LIFE CORP. COM 743674103 624 11,866 SH   SOLE   11,866 0 0
PRUDENTIAL FINANCIAL, INC. COM 744320102 4,085 48,262 SH   SOLE   48,262 0 0
PTC, INC. COM 69370C100 400 11,300 SH   SOLE   11,300 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC. COM 744573106 2,564 67,233 SH   SOLE   67,233 0 0
PUBLIC STORAGE REIT 74460D109 409 2,430 SH   SOLE   2,430 0 0
PULTEGROUP, INC. COM 745867101 1,208 62,947 SH   SOLE   62,947 0 0
QR ENERGY LP COM 74734R108 324 18,100 SH   SOLE   18,100 0 0
QUALCOM, INC. COM 747525103 9,824 124,578 SH   SOLE   124,578 0 0
QUALITY DISTRIBUTION INC. COM 74756M102 8,309 639,644 SH   SOLE   639,644 0 0
QUANTA SERVICES, INC. COM 74762E102 1,437 38,937 SH   SOLE   38,937 0 0
QUEST DIAGNOSTICS INC. COM 74834L100 564 9,744 SH   SOLE   9,744 0 0
QUINTILES TRANSNATIONAL HOLDIN COM 74876Y101 379 7,462 SH   SOLE   7,462 0 0
R.R. DONNELLEY & SONS COMPANY COM 257867101 3,198 178,637 SH   SOLE   178,637 0 0
RANDGOLD RESOURCES LTD ADR 752344309 559 7,447 SH   SOLE   7,447 0 0
RAYMOND JAMES FINANCIAL, INC. COM 754730109 313 5,600 SH   SOLE   5,600 0 0
RAYTHEON COMPANY COM 755111507 2,925 29,613 SH   SOLE   29,613 0 0
RED HAT INC. COM 756577102 495 9,345 SH   SOLE   9,345 0 0
REGAL ENTERTAINMENT GROUP COM 758766109 379 20,300 SH   SOLE   20,300 0 0
REGAL-BELOIT CORPORATION COM 758750103 638 8,776 SH   SOLE   8,776 0 0
REGENCY ENERGY PARTNERS LP COM 75885Y107 1,155 42,428 SH   SOLE   42,428 0 0
REGENERON PHARMACEUTICALS, INC. COM 75886F107 285 950 SH   SOLE   950 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
REGIONS FINANCIAL CORP. COM 7591EP100 1,085 97,668 SH   SOLE   97,668 0 0
REINSURANCE GROUP OF AMERICA, INC. COM 759351604 465 5,843 SH   SOLE   5,843 0 0
RELIANCE STEEL & ALUMINUM CO. COM 759509102 1,614 22,845 SH   SOLE   22,845 0 0
RENAISSANCERE HOLDINGS LTD. COM G7496G103 576 5,900 SH   SOLE   5,900 0 0
RENT-A-CENTER, INC. COM 76009N100 5,160 193,982 SH   SOLE   193,982 0 0
REPUBLIC SERVICES INC. COM 760759100 4,321 126,498 SH   SOLE   126,498 0 0
RESMED INC. COM 761152107 264 5,900 SH   SOLE   5,900 0 0
RESOLUTE FOREST PRODUCTS, INC. COM 76117W109 753 37,466 SH   SOLE   37,466 0 0
RESOURCE CAPITAL CORPORATION COM 76120W302 195 35,000 SH   SOLE   35,000 0 0
REYNOLDS AMERICAN INC. COM 761713106 836 15,642 SH   SOLE   15,642 0 0
RIVERBED TECHNOLOGY INC. COM 768573107 678 34,400 SH   SOLE   34,400 0 0
ROBERT HALF INTERNATIONAL, INC. COM 770323103 263 6,261 SH   SOLE   6,261 0 0
ROCK-TENN CO. COM 772739207 7,990 75,684 SH   SOLE   75,684 0 0
ROCKWELL AUTOMATION INC. COM 773903109 1,296 10,409 SH   SOLE   10,409 0 0
ROCKWELL COLLINS INC. COM 774341101 217 2,725 SH   SOLE   2,725 0 0
ROPER INDUSTRIES INC. COM 776696106 671 5,027 SH   SOLE   5,027 0 0
ROSS STORES, INC. COM 778296103 609 8,518 SH   SOLE   8,518 0 0
ROVI CORPORATION COM 779376102 781 34,300 SH   SOLE   34,300 0 0
ROWAN COS. INC. COM G7665A101 401 11,908 SH   SOLE   11,908 0 0
ROYAL CARIBBEAN CRUISES LTD. COM V7780T103 289 5,300 SH   SOLE   5,300 0 0
RPM INTERNATIONAL INC. COM 749685103 1,204 28,770 SH   SOLE   28,770 0 0
RPX CORP COM 74972G103 387 23,800 SH   SOLE   23,800 0 0
RYDER SYSTEM INC. COM 783549108 311 3,886 SH   SOLE   3,886 0 0
SAFEWAY INC. COM 786514208 1,696 45,921 SH   SOLE   45,921 0 0
SALESFORCE.COM INC. COM 79466L302 677 11,864 SH   SOLE   11,864 0 0
SALIX PHARMACEUTICALS, LTD. COM 795435106 932 9,000 SH   SOLE   9,000 0 0
SANDISK CORP. COM 80004C101 3,284 40,453 SH   SOLE   40,453 0 0
SANMINA-SCI CORPORATION COM 801056102 255 14,600 SH   SOLE   14,600 0 0
SCHLUMBERGER LTD. COM 806857108 6,421 65,859 SH   SOLE   65,859 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 81 17,700 SH   SOLE   17,700 0 0
SCIENCE APPLICATIONS INTERNATIONAL CORP. COM 808625107 331 8,856 SH   SOLE   8,856 0 0
SCOTTS MIRACLE-GRO CO., THE COM 810186106 502 8,200 SH   SOLE   8,200 0 0
SCRIPPS NETWORKS INTERACTIVE INC. COM 811065101 637 8,396 SH   SOLE   8,396 0 0
SEADRILL LTD. COM G7945E105 654 18,600 SH   SOLE   18,600 0 0
SEAGATE TECHNOLOGY, INC. COM G7945M107 1,629 29,000 SH   SOLE   29,000 0 0
SEALED AIR CORPORATION COM 81211K100 2,495 75,900 SH   SOLE   75,900 0 0
SEI INVESTMENTS COMPANY COM 784117103 625 18,600 SH   SOLE   18,600 0 0
SELECT SPDR CONSUMER ETF 81369Y100 704 14,900 SH   SOLE   14,900 0 0
SELECT SPDR CONSUMER ETF 81369Y209 1,544 26,400 SH   SOLE   26,400 0 0
SELECT SPDR CONSUMER COM 81369Y308 1,193 27,700 SH   SOLE   27,700 0 0
SELECT SPDR CONSUMER ETF 81369Y407 1,508 23,300 SH   SOLE   23,300 0 0
SELECT SPDR ENERGY SECTOR ETF 81369Y506 1,523 17,100 SH   SOLE   17,100 0 0
SELECT SPDR FINANCIAL SECTOR ETF 81369Y605 3,826 171,281 SH   SOLE   171,281 0 0
SELECT SPDR INDUSTRIAL SECTOR ETF 81369Y704 1,952 37,300 SH   SOLE   37,300 0 0
SELECT SPDR TECHNOLOGY SECTOR ETF 81369Y803 2,199 60,500 SH   SOLE   60,500 0 0
SELECT SPDR UTILITIES SECTOR ETF 81369Y886 464 11,200 SH   SOLE   11,200 0 0
SEMPRA ENERGY COM 816851109 1,026 10,604 SH   SOLE   10,604 0 0
SENIOR HOUSING PROPERTIES TRUST REIT 81721M109 292 13,000 SH   SOLE   13,000 0 0
SERVICE CORP. INTERNATIONAL COM 817565104 215 10,800 SH   SOLE   10,800 0 0
SHERWIN-WILLIAMS CO. COM 824348106 511 2,590 SH   SOLE   2,590 0 0
SIGMA-ALDRICH CORP. COM 826552101 875 9,365 SH   SOLE   9,365 0 0
SIGNATURE BANK CORPORATION COM 82669G104 239 1,900 SH   SOLE   1,900 0 0
SILVER WHEATON CORPORATION COM 828336107 807 35,570 SH   SOLE   35,570 0 0
SKYWEST, INC. COM 830879102 185 14,500 SH   SOLE   14,500 0 0
SL GREEN REALTY CORP. REIT 78440X101 614 6,100 SH   SOLE   6,100 0 0
SLM CORPORATION COM 78442P106 1,388 56,709 SH   SOLE   56,709 0 0
SM ENERGY COMPANY COM 78454L100 349 4,900 SH   SOLE   4,900 0 0
SNAP-ON INC. COM 833034101 506 4,455 SH   SOLE   4,455 0 0
SOCIEDAD QUIMICA Y MINERA DE C ADR 833635105 1,150 36,220 SH   SOLE   36,220 0 0
SOLARWINDS INC COM 83416B109 328 7,700 SH   SOLE   7,700 0 0
SOLECTRON CORPORATION CONV 834182AL1 5,440 8,000,000 PRN   SOLE   8,000,000 0 0
SOLERA HOLDINGS INC. COM 83421A104 450 7,100 SH   SOLE   7,100 0 0
SONOCO PRODUCTS CO. COM 835495102 3,595 87,644 SH   SOLE   87,644 0 0
SOUTHERN COMPANY COM 842587107 1,169 26,607 SH   SOLE   26,607 0 0
SOUTHWEST AIRLINES CO. COM 844741108 3,767 159,549 SH   SOLE   159,549 0 0
SOUTHWESTERN ENERGY CO. COM 845467109 1,058 23,000 SH   SOLE   23,000 0 0
SPDR S&P 500 ETF TR OPT 78462F103 457,239 2,445,000 SH Put SOLE   2,445,000 0 0
SPECTRA ENERGY CORP COM 847560109 1,128 30,535 SH   SOLE   30,535 0 0
SPECTRASCIENCE, INC. COM 84760E301 8 157,715 SH   SOLE   157,715 0 0
SPIRIT AEROSYSTEMS HOLDINGS INC COM 848574109 491 17,400 SH   SOLE   17,400 0 0
SPRINT CORP. COM 85207U105 610 66,379 SH   SOLE   66,379 0 0
SPX CORP. COM 784635104 216 2,200 SH   SOLE   2,200 0 0
ST. JUDE MEDICAL INC. COM 790849103 1,624 24,829 SH   SOLE   24,829 0 0
STANCORP FINANCIAL GROUP INC. COM 852891100 672 10,058 SH   SOLE   10,058 0 0
STANDARD PARKING CORP. COM 78469C103 10,490 399,308 SH   SOLE   399,308 0 0
STANLEY BLACK & DECKER INC. COM 854502101 299 3,681 SH   SOLE   3,681 0 0
STAPLES INC. COM 855030102 1,386 122,248 SH   SOLE   122,248 0 0
STAR GAS PARTNERS LP COM 85512C105 1,062 181,475 SH   SOLE   181,475 0 0
STARBUCKS CORP. COM 855244109 2,896 39,472 SH   SOLE   39,472 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE INC. COM 85590A401 1,423 17,875 SH   SOLE   17,875 0 0
STARWOOD PROPERTY TRUST INC. REIT 85571B105 446 18,900 SH   SOLE   18,900 0 0
STARZ - LIBERTY CAPITAL COM 85571Q102 3,780 117,095 SH   SOLE   117,095 0 0
STATE STREET CORP. COM 857477103 2,751 39,561 SH   SOLE   39,561 0 0
STEEL DYNAMICS INC. COM 858119100 375 21,100 SH   SOLE   21,100 0 0
STEIN MART, INC. COM 858375108 346 24,700 SH   SOLE   24,700 0 0
STERICYCLE, INC. COM 858912108 244 2,144 SH   SOLE   2,144 0 0
STONE ENERGY CORPORATION COM 861642106 357 8,500 SH   SOLE   8,500 0 0
STRYKER CORPORATION COM 863667101 2,526 31,009 SH   SOLE   31,009 0 0
SUNCO LOGISTICS PARTNERS LP COM 86764L108 2,637 29,015 SH   SOLE   29,015 0 0
SUNCOR ENERGY, INC. COM 867224107 616 17,619 SH   SOLE   17,619 0 0
SUNTRUST BANKS, INC. COM 867914103 2,336 58,700 SH   SOLE   58,700 0 0
SUPERIOR ENERGY SERVICES INC. COM 868157108 1,952 63,444 SH   SOLE   63,444 0 0
SUPREME INDUSTRIES, INC. COM 868607102 2,450 317,706 SH   SOLE   317,706 0 0
SUSSER PETROLEUM PARTNERS LP COM 869239103 359 10,200 SH   SOLE   10,200 0 0
SVB FINANCIAL GROUP COM 78486Q101 270 2,100 SH   SOLE   2,100 0 0
SYMANTEC CORP. COM 871503108 1,676 83,934 SH   SOLE   83,934 0 0
SYNNEX CORP. COM 87162W100 370 6,100 SH   SOLE   6,100 0 0
SYNOPSIS, INC. COM 871607107 461 12,000 SH   SOLE   12,000 0 0
SYNOVUS FINANCIAL CORP. COM 87161C105 95 28,000 SH   SOLE   28,000 0 0
SYSCO CORP. COM 871829107 520 14,400 SH   SOLE   14,400 0 0
T ROWE PRICE GROUP, INC. COM 74144T108 1,300 15,792 SH   SOLE   15,792 0 0
TARGA RESOURCES PARTNERS LP COM 87611X105 2,319 41,215 SH   SOLE   41,215 0 0
TARGET CORP. COM 87612E106 3,240 53,553 SH   SOLE   53,553 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 672 28,600 SH   SOLE   28,600 0 0
TC PIPELINES LP COM 87233Q108 355 7,400 SH   SOLE   7,400 0 0
TCP CAPITAL CORP COM 87238Q103 26,536 1,603,372 SH   SOLE   1,603,372 0 0
TD AMERITRADE HOLDING CORP. COM 87236Y108 998 29,400 SH   SOLE   29,400 0 0
TE CONNECTIVITY LTD. COM H8912P106 1,012 16,800 SH   SOLE   16,800 0 0
TECH DATA CORPORATION COM 878237106 1,055 17,300 SH   SOLE   17,300 0 0
TEEKAY OFFSHORE PARTNERS LP COM Y8565J101 428 13,090 SH   SOLE   13,090 0 0
TERRA NITROGEN COMPANY LP COM 881005201 982 6,451 SH   SOLE   6,451 0 0
TESORO PETROLEUM CORPORATION COM 881609101 3,262 64,483 SH   SOLE   64,483 0 0
TEXAS INSTRUMENTS INC. COM 882508104 1,437 30,469 SH   SOLE   30,469 0 0
TEXAS ROADHOUSE, INC. COM 882681109 356 13,650 SH   SOLE   13,650 0 0
TEXTRON INC. COM 883203101 375 9,557 SH   SOLE   9,557 0 0
THERMO FISHER SCIENTIFIC INC. COM 883556102 4,092 34,034 SH   SOLE   34,034 0 0
TIFFANY AND COMPANY COM 886547108 294 3,413 SH   SOLE   3,413 0 0
TIME WARNER CABLE, INC. COM 88732J207 3,069 22,374 SH   SOLE   22,374 0 0
TIME WARNER INC. COM 887317303 2,574 39,400 SH   SOLE   39,400 0 0
TIMKEN COMPANY, THE COM 887389104 235 4,000 SH   SOLE   4,000 0 0
TJX COMPANIES INC. COM 872540109 6,202 102,266 SH   SOLE   102,266 0 0
T-MOBILE US INC. COM 872590104 228 6,900 SH   SOLE   6,900 0 0
TORCHMARK CORPORATION COM 891027104 1,074 13,653 SH   SOLE   13,653 0 0
TORO CO., THE COM 891092108 555 8,780 SH   SOLE   8,780 0 0
TOTAL FINA ELF SA COM 89151E109 3,247 49,490 SH   SOLE   49,490 0 0
TOTAL SYSTEM SERVICES INC. COM 891906109 1,193 39,228 SH   SOLE   39,228 0 0
TRANSOCEAN LTD. COM H8817H100 785 19,000 SH   SOLE   19,000 0 0
TRAVELERS COMPANIES, INC., THE COM 89417E109 3,474 40,825 SH   SOLE   40,825 0 0
TRINITY INDUSTRIES INC. COM 896522109 440 6,100 SH   SOLE   6,100 0 0
TRIPADVISOR INC COM 896945201 429 4,740 SH   SOLE   4,740 0 0
TRW AUTOMOTIVE HOLDINGS CORP. COM 87264S106 7,998 97,989 SH   SOLE   97,989 0 0
TWO HARBORS INVESTMENT CORP REIT 90187B101 321 31,300 SH   SOLE   31,300 0 0
TYCO INTERNATIONAL LTD. COM H89128104 386 9,100 SH   SOLE   9,100 0 0
TYSON FOODS, INC. COM 902494103 3,328 75,621 SH   SOLE   75,621 0 0
ULTRAPAR PARTICIPACOES SA ADR 90400P101 1,067 44,275 SH   SOLE   44,275 0 0
UNION PACIFIC CORPORATION COM 907818108 12,049 64,204 SH   SOLE   64,204 0 0
UNISYS CORPORATION COM 909214306 359 11,800 SH   SOLE   11,800 0 0
UNITED CONTINENTAL HOLDINGS INC. COM 910047109 614 13,755 SH   SOLE   13,755 0 0
UNITED ONLINE, INC. COM 911268209 117 10,100 SH   SOLE   10,100 0 0
UNITED PARCEL SERVICE INC. COM 911312106 2,641 27,125 SH   SOLE   27,125 0 0
UNITED RENTALS INC. COM 911363109 266 2,800 SH   SOLE   2,800 0 0
UNITED STATES STEEL CORP. COM 912909108 880 31,871 SH   SOLE   31,871 0 0
UNITED STATIONERS, INC. COM 913004107 337 8,200 SH   SOLE   8,200 0 0
UNITED TECHNOLOGIES CORP. COM 913017109 6,505 55,672 SH   SOLE   55,672 0 0
UNITED THERAPEUTICS CORP COM 91307C102 1,127 11,990 SH   SOLE   11,990 0 0
UNITEDHEALTH GROUP, INC. COM 91324P102 8,932 108,945 SH   SOLE   108,945 0 0
UNIVERSAL CORPORATION COM 913456109 218 3,900 SH   SOLE   3,900 0 0
UNIVERSAL HEALTH SERVICES INC. COM 913903100 903 11,000 SH   SOLE   11,000 0 0
UNUM GROUP COM 91529Y106 1,801 51,006 SH   SOLE   51,006 0 0
URS CORPORATION COM 903236107 805 17,100 SH   SOLE   17,100 0 0
US BANCORP COM 902973304 5,529 128,999 SH   SOLE   128,999 0 0
USA MOBILITY, INC. COM 90341G103 336 18,500 SH   SOLE   18,500 0 0
USANA HEALTH SCIENCES COM 90328M107 211 2,800 SH   SOLE   2,800 0 0
USG CORP. COM 903293405 13,007 397,526 SH   SOLE   397,526 0 0
VALERO ENERGY CORP. COM 91913Y100 3,511 66,121 SH   SOLE   66,121 0 0
VALIDUS HOLDINGS LTD. COM G9319H102 260 6,900 SH   SOLE   6,900 0 0
VALLEY NATIONAL BANCORP COM 919794107 507 48,746 SH   SOLE   48,746 0 0
VALMONT INDUSTRIES, INC. COM 920253101 678 4,555 SH   SOLE   4,555 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF ETF 921943858 3,089 74,840 SH   SOLE   74,840 0 0
VANGUARD FTSE EMERGING MARKETS ETF 922042858 2,264 55,800 SH   SOLE   55,800 0 0
VANTAGE DRILLING COMPANY COM G93205113 9,359 5,473,249 SH   SOLE   5,473,249 0 0
VCA ANTECH INC. COM 918194101 583 18,100 SH   SOLE   18,100 0 0
VERISIGN INC. COM 92343E102 3,273 60,720 SH   SOLE   60,720 0 0
VERIZON COMMUNICATIONS INC. COM 92343V104 16,178 340,087 SH   SOLE   340,087 0 0
VERTRUE LLC COM 92534NBB6 368 229,752 SH   SOLE   229,752 0 0
VF CORP. COM 918204108 2,890 46,700 SH   SOLE   46,700 0 0
VIACOM, INC. COM 92553P201 4,266 50,200 SH   SOLE   50,200 0 0
VISA, INC. COM 92826C839 7,110 32,938 SH   SOLE   32,938 0 0
VISHAY INTERTECHNOLOGY, INC. COM 928298108 472 31,700 SH   SOLE   31,700 0 0
VISTEON CORP. COM 92839U206 345 3,900 SH   SOLE   3,900 0 0
VMWARE, INC. COM 928563402 268 2,480 SH   SOLE   2,480 0 0
VOXX INTERNATIONAL CORP COM 91829F104 148 10,800 SH   SOLE   10,800 0 0
VSE CORP COM 918284100 416 7,900 SH   SOLE   7,900 0 0
W T OFFSHORE INC COM 92922P106 369 21,330 SH   SOLE   21,330 0 0
WABTEC CORPORATION COM 929740108 2,461 31,750 SH   SOLE   31,750 0 0
WADDELL & REED FINANCIAL INC. COM 930059100 265 3,600 SH   SOLE   3,600 0 0
WALGREEN COMPANY COM 931422109 2,916 44,163 SH   SOLE   44,163 0 0
WAL-MART STORES, INC. COM 931142103 4,763 62,315 SH   SOLE   62,315 0 0
WALT DISNEY COMPANY, THE COM 254687106 15,016 187,541 SH   SOLE   187,541 0 0
WASHINGTON FEDERAL, INC. COM 938824109 473 20,295 SH   SOLE   20,295 0 0
WASHINGTON POST CO. COM 384637104 994 1,412 SH   SOLE   1,412 0 0
WASTE MANAGEMENT INC. COM 94106L109 1,487 35,339 SH   SOLE   35,339 0 0
WATERS CORPORATION COM 941848103 598 5,520 SH   SOLE   5,520 0 0
WEIGHT WATCHERS INTERNATIONAL INC. COM 948626106 474 23,100 SH   SOLE   23,100 0 0
WELLPOINT, INC. COM 94973V107 7,308 73,414 SH   SOLE   73,414 0 0
WELLS FARGO & COMPANY COM 949746101 19,477 391,580 SH   SOLE   391,580 0 0
WESCO INTERNATIONAL INC. COM 95082P105 632 7,600 SH   SOLE   7,600 0 0
WESTAR ENERGY INC. COM 95709T100 327 9,300 SH   SOLE   9,300 0 0
WESTERN DIGITAL CORPORATION COM 958102105 3,644 39,683 SH   SOLE   39,683 0 0
WESTERN GAS PARTNERS LP COM 958254104 986 14,900 SH   SOLE   14,900 0 0
WESTERN REFINING, INC. COM 959319104 737 19,100 SH   SOLE   19,100 0 0
WESTERN UNION COMPANY, THE COM 959802109 2,646 161,715 SH   SOLE   161,715 0 0
WESTLAKE CHEMICAL CORPORATION COM 960413102 1,320 19,940 SH   SOLE   19,940 0 0
WEYERHAEUSER CO. REIT 962166104 687 23,403 SH   SOLE   23,403 0 0
WHIRLPOOL CORPORATION COM 963320106 5,707 38,185 SH   SOLE   38,185 0 0
WHITE MOUNTAINS INSURANCE GROUP LTD. COM G9618E107 244 407 SH   SOLE   407 0 0
WHITEHORSE FINANCE INC COM 96524V106 301 21,400 SH   SOLE   21,400 0 0
WHITEWAVE FOODS CO COM 966244105 3,973 139,215 SH   SOLE   139,215 0 0
WHITING PETROLEUM CORP. COM 966387102 631 9,100 SH   SOLE   9,100 0 0
WHOLE FOODS MARKET INC. COM 966837106 812 16,022 SH   SOLE   16,022 0 0
WILLIAMS COMPANIES INC., THE COM 969457100 231 5,681 SH   SOLE   5,681 0 0
WILLIAMS PARTNERS LP COM 96950F104 3,036 59,605 SH   SOLE   59,605 0 0
WILLIAMS-SONOMA, INC. COM 969904101 560 8,400 SH   SOLE   8,400 0 0
WINDSTREAM CORP. COM 97382A101 1,231 149,351 SH   SOLE   149,351 0 0
WISCONSIN ENERGY CORP. COM 976657106 278 5,982 SH   SOLE   5,982 0 0
WORLD FUEL SERVICES CORP. COM 981475106 454 10,300 SH   SOLE   10,300 0 0
WORTHINGTON INDUSTRIES, INC. COM 981811102 3,782 98,870 SH   SOLE   98,870 0 0
WYNDHAM WORLDWIDE CORP. COM 98310W108 2,206 30,131 SH   SOLE   30,131 0 0
WYNN RESORTS LTD. REIT 983134107 2,103 9,467 SH   SOLE   9,467 0 0
XCEL ENERGY INC. COM 98389B100 1,060 34,929 SH   SOLE   34,929 0 0
XEROX CORPORATION COM 984121103 2,925 258,882 SH   SOLE   258,882 0 0
XILINX INC. COM 983919101 1,092 20,127 SH   SOLE   20,127 0 0
XLIT LTD. COM G98290102 904 28,935 SH   SOLE   28,935 0 0
XSTRATA CAPITAL CORPORATION A.V.V. CONV EG3053709 17,733 17,733,000 PRN   SOLE   17,733,000 0 0
XYLEM INC. COM 98419M100 621 17,056 SH   SOLE   17,056 0 0
YAHOO! INC. COM 984332106 1,018 28,363 SH   SOLE   28,363 0 0
ZEBRA TECHNOLOGIES CORP. COM 989207105 323 4,650 SH   SOLE   4,650 0 0
ZIMMER HOLDINGS INC. COM 98956P102 893 9,439 SH   SOLE   9,439 0 0
ZIONS BANCORPORATION COM 989701107 651 21,026 SH   SOLE   21,026 0 0
ZOETIS INC. COM 98978V103 7,835 270,747 SH   SOLE   270,747 0 0