The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
SPDR S&P 500 ETF TRUST | OPT | 78462F103 | 71,242 | 361,600 | SH | Call | SOLE | 361,600 | 0 | 0 | |
ACCO BRANDS CORPORATION | COM | 00081T108 | 366 | 53,000 | SH | SOLE | 53,000 | 0 | 0 | ||
ADT CORPORATION (THE) | COM | 00101J106 | 332 | 9,350 | SH | SOLE | 9,350 | 0 | 0 | ||
AFLAC INC. | COM | 001055102 | 2,203 | 37,817 | SH | SOLE | 37,817 | 0 | 0 | ||
AGCO CORPORATION | COM | 001084102 | 245 | 5,398 | SH | SOLE | 5,398 | 0 | 0 | ||
AGL RESOURCES INC. | COM | 001204106 | 2,476 | 48,224 | SH | SOLE | 48,224 | 0 | 0 | ||
AES CORP., THE | COM | 00130H105 | 801 | 56,464 | SH | SOLE | 56,464 | 0 | 0 | ||
AK STEEL CORP. | CONV | 001546AP5 | 9,524 | 5,625,000 | PRN | SOLE | 5,625,000 | 0 | 0 | ||
AT&T INC. | COM | 00206R102 | 12,865 | 365,069 | SH | SOLE | 365,069 | 0 | 0 | ||
ABBOTT LABORATORIES | COM | 002824100 | 4,547 | 109,326 | SH | SOLE | 109,326 | 0 | 0 | ||
ABBVIE INC. | COM | 00287Y109 | 5,494 | 95,126 | SH | SOLE | 95,126 | 0 | 0 | ||
ABERCROMBIE & FITCH CO. | COM | 002896207 | 1,007 | 27,700 | SH | SOLE | 27,700 | 0 | 0 | ||
ACCESS MIDSTREAM PARTNERS LP | COM | 00434L109 | 445 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
ACTIVISION BLIZZARD, INC. | COM | 00507V109 | 2,422 | 116,500 | SH | SOLE | 116,500 | 0 | 0 | ||
ADAMAS PHARMACEUTICALS INC | COM | 00548A106 | 190 | 10,200 | SH | SOLE | 10,200 | 0 | 0 | ||
ADELPHIA RECOVERY TRUST | COM | 00685R409 | 0 | 1,783,299 | SH | SOLE | 1,783,299 | 0 | 0 | ||
ADOBE SYSTEMS INC. | COM | 00724F101 | 1,785 | 25,795 | SH | SOLE | 25,795 | 0 | 0 | ||
ADVANCE AUTO STORES CO., INC. | COM | 00751Y106 | 704 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
AECOM TECHNOLOGY CORP. | COM | 00766T100 | 601 | 17,800 | SH | SOLE | 17,800 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC. | CONV | 007903AL1 | 26,250 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
AETNA, INC. | COM | 00817Y108 | 3,916 | 48,345 | SH | SOLE | 48,345 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP, INC. | COM | 008252108 | 888 | 4,430 | SH | SOLE | 4,430 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC. | COM | 00846U101 | 1,086 | 19,056 | SH | SOLE | 19,056 | 0 | 0 | ||
AGRIUM, INC. | COM | 008916108 | 1,378 | 15,485 | SH | SOLE | 15,485 | 0 | 0 | ||
AIR LEASE CORP. | COM | 00912X302 | 1,157 | 35,600 | SH | SOLE | 35,600 | 0 | 0 | ||
AIR PRODUCTS AND CHEMICALS INC. | COM | 009158106 | 1,054 | 8,095 | SH | SOLE | 8,095 | 0 | 0 | ||
AIR TRANSPORT SVCS GROUP, INC. | COM | 00922R105 | 510 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
AIRGAS, INC. | COM | 009363102 | 3,441 | 31,095 | SH | SOLE | 31,095 | 0 | 0 | ||
ALASKA AIR GROUP, INC. | COM | 011659109 | 3,640 | 83,600 | SH | SOLE | 83,600 | 0 | 0 | ||
ALBEMARLE CORP. | COM | 012653101 | 236 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
ALCOA, INC. | COM | 013817101 | 2,077 | 129,117 | SH | SOLE | 129,117 | 0 | 0 | ||
ALERE INC. | COM | 01449J105 | 15,979 | 412,047 | SH | SOLE | 412,047 | 0 | 0 | ||
ALEXION PHARMACEUTICALS, INC. | COM | 015351109 | 580 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
ALLERGAN INC. | COM | 018490102 | 4,573 | 25,664 | SH | SOLE | 25,664 | 0 | 0 | ||
ALLIANCE HOLDINGS GP LP | COM | 01861G100 | 1,083 | 15,870 | SH | SOLE | 15,870 | 0 | 0 | ||
ALLIANCE RESOURCE PARTNERS | COM | 01877R108 | 1,156 | 26,990 | SH | SOLE | 26,990 | 0 | 0 | ||
ALLIANT ENERGY CORP. | COM | 018802108 | 288 | 5,200 | SH | SOLE | 5,200 | 0 | 0 | ||
ALLIANT TECHSYSTEMS, INC. | COM | 018804104 | 536 | 4,200 | SH | SOLE | 4,200 | 0 | 0 | ||
ALLISON TRANSMISSION HOLDINGS, INC | COM | 01973R101 | 350 | 12,300 | SH | SOLE | 12,300 | 0 | 0 | ||
ALLSTATE CORPORATION | COM | 020002101 | 1,992 | 32,460 | SH | SOLE | 32,460 | 0 | 0 | ||
ALLY FINANCIAL INC. | COM | 02005N100 | 257 | 11,100 | SH | SOLE | 11,100 | 0 | 0 | ||
ALTERA CORP. | COM | 021441100 | 887 | 24,783 | SH | SOLE | 24,783 | 0 | 0 | ||
ALTRIA GROUP INC. | COM | 02209S103 | 5,052 | 109,970 | SH | SOLE | 109,970 | 0 | 0 | ||
AMAZON.COM INC. | COM | 023135106 | 2,982 | 9,247 | SH | SOLE | 9,247 | 0 | 0 | ||
AMERCO | COM | 023586100 | 1,131 | 4,320 | SH | SOLE | 4,320 | 0 | 0 | ||
AMEREN CORP. | COM | 023608102 | 854 | 22,280 | SH | SOLE | 22,280 | 0 | 0 | ||
AMERICAN AIRLINES GROUP INC. | COM | 02376R102 | 1,157 | 32,600 | SH | SOLE | 32,600 | 0 | 0 | ||
AMERICAN CAPITAL AGENCY CORP | REIT | 02503X105 | 268 | 12,600 | SH | SOLE | 12,600 | 0 | 0 | ||
AMERICAN ELECTRIC POWER CO. INC. | COM | 025537101 | 3,214 | 61,558 | SH | SOLE | 61,558 | 0 | 0 | ||
AMERICAN EXPRESS COMPANY | COM | 025816109 | 7,330 | 83,737 | SH | SOLE | 83,737 | 0 | 0 | ||
AMERICAN FINANCIAL GROUP, INC. | COM | 025932104 | 972 | 16,782 | SH | SOLE | 16,782 | 0 | 0 | ||
AMERICAN INTERNATIONAL GROUP INC. | COM | 026874784 | 7,407 | 137,114 | SH | SOLE | 137,114 | 0 | 0 | ||
AMERICAN MIDSTREAM PARTNERS LP | COM | 02752P100 | 358 | 12,331 | SH | SOLE | 12,331 | 0 | 0 | ||
AMERICAN TOWER CORP. | REIT | 03027X100 | 2,781 | 29,702 | SH | SOLE | 29,702 | 0 | 0 | ||
AMERICAN VANGUARD CORP. | COM | 030371108 | 2,601 | 232,240 | SH | SOLE | 232,240 | 0 | 0 | ||
AMERICAN WATER WORKS CO., INC. | COM | 030420103 | 649 | 13,450 | SH | SOLE | 13,450 | 0 | 0 | ||
AMERISOURCEBERGEN CORP. | COM | 03073E105 | 500 | 6,467 | SH | SOLE | 6,467 | 0 | 0 | ||
AMERIPRISE FINANCIAL, INC. | COM | 03076C106 | 3,457 | 28,018 | SH | SOLE | 28,018 | 0 | 0 | ||
AMERIGAS PARTNERS LP | COM | 030975106 | 555 | 12,165 | SH | SOLE | 12,165 | 0 | 0 | ||
AMETEK, INC. | COM | 031100100 | 777 | 15,475 | SH | SOLE | 15,475 | 0 | 0 | ||
AMGEN INC. | COM | 031162100 | 14,637 | 104,206 | SH | SOLE | 104,206 | 0 | 0 | ||
AMGEN INC. | CONV | 031162AE0 | 37,538 | 47,142,857 | PRN | SOLE | 47,142,857 | 0 | 0 | ||
AMKOR TECHNOLOGY, INC. | COM | 031652100 | 236 | 28,100 | SH | SOLE | 28,100 | 0 | 0 | ||
AMPCO-PITTSBURGH CORPORATION | COM | 032037103 | 266 | 13,300 | SH | SOLE | 13,300 | 0 | 0 | ||
AMPHENOL CORP. | COM | 032095101 | 506 | 5,068 | SH | SOLE | 5,068 | 0 | 0 | ||
ANADARKO PETROLEUM CORP. | COM | 032511107 | 4,145 | 40,865 | SH | SOLE | 40,865 | 0 | 0 | ||
ANALOG DEVICES INC. | COM | 032654105 | 895 | 18,093 | SH | SOLE | 18,093 | 0 | 0 | ||
ANNALY CAPITAL MANAGEMENT, INC. | REIT | 035710409 | 329 | 30,760 | SH | SOLE | 30,760 | 0 | 0 | ||
ANSYS, INC. | COM | 03662Q105 | 310 | 4,100 | SH | SOLE | 4,100 | 0 | 0 | ||
ANTHRACITE CAPITAL, INC. | REIT | 037023108 | 0 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
APACHE CORPORATION | COM | 037411105 | 3,023 | 32,207 | SH | SOLE | 32,207 | 0 | 0 | ||
APOLLO GROUP INC. | COM | 037604105 | 553 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
APOLLO RESIDENTIAL MORTGAGE IN | REIT | 03763V102 | 326 | 21,100 | SH | SOLE | 21,100 | 0 | 0 | ||
APPLE, INC. | COM | 037833100 | 44,016 | 436,886 | SH | SOLE | 436,886 | 0 | 0 | ||
APPLIED MATERIALS INC. | COM | 038222105 | 782 | 36,206 | SH | SOLE | 36,206 | 0 | 0 | ||
APPROACH RESOURCES, INC. | COM | 03834A103 | 573 | 39,546 | SH | SOLE | 39,546 | 0 | 0 | ||
ARCH COAL, INC. | COM | 039380100 | 73 | 34,650 | SH | SOLE | 34,650 | 0 | 0 | ||
ARCHER DANIELS MIDLAND COMPANY | COM | 039483102 | 7,963 | 155,838 | SH | SOLE | 155,838 | 0 | 0 | ||
ARCHSTONE-SMITH TRUST | CONV | 039584AC1 | 28,650 | 30,000,000 | PRN | SOLE | 30,000,000 | 0 | 0 | ||
ARGAN INC | COM | 04010E109 | 561 | 16,800 | SH | SOLE | 16,800 | 0 | 0 | ||
ARES CAPITAL CORPORATION | COM | 04010L103 | 7,698 | 476,335 | SH | SOLE | 476,335 | 0 | 0 | ||
ARRIS GROUP INC. | COM | 04270V106 | 1,029 | 36,300 | SH | SOLE | 36,300 | 0 | 0 | ||
ARROW ELECTRONICS, INC. | COM | 042735100 | 1,583 | 28,600 | SH | SOLE | 28,600 | 0 | 0 | ||
ARVINMERITOR, INC. | CONV | 043353AH4 | 25,656 | 25,000,000 | PRN | SOLE | 25,000,000 | 0 | 0 | ||
ASCENA RETAIL GROUP INC. | COM | 04351G101 | 170 | 12,800 | SH | SOLE | 12,800 | 0 | 0 | ||
ASHLAND, INC. | COM | 044209104 | 1,237 | 11,885 | SH | SOLE | 11,885 | 0 | 0 | ||
ASSURANT, INC. | COM | 04621X108 | 2,414 | 37,548 | SH | SOLE | 37,548 | 0 | 0 | ||
ATLAS PIPELINE HOLDINGS | COM | 04930A104 | 355 | 8,078 | SH | SOLE | 8,078 | 0 | 0 | ||
ATLAS PIPELINE PARTNERS LP | COM | 049392103 | 532 | 14,600 | SH | SOLE | 14,600 | 0 | 0 | ||
ATMEL CORPORATION | COM | 049513104 | 103 | 12,700 | SH | SOLE | 12,700 | 0 | 0 | ||
ATMOS ENERGY CORP. | COM | 049560105 | 260 | 5,448 | SH | SOLE | 5,448 | 0 | 0 | ||
AUTODESK, INC. | COM | 052769106 | 834 | 15,134 | SH | SOLE | 15,134 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING INC. | COM | 053015103 | 1,039 | 12,510 | SH | SOLE | 12,510 | 0 | 0 | ||
AUTOZONE, INC. | COM | 053332102 | 1,650 | 3,238 | SH | SOLE | 3,238 | 0 | 0 | ||
AVALONBAY COMMUNITIES, INC. | REIT | 053484101 | 416 | 2,954 | SH | SOLE | 2,954 | 0 | 0 | ||
AVERY DENNISON CORP. | COM | 053611109 | 996 | 22,297 | SH | SOLE | 22,297 | 0 | 0 | ||
AVIS BUDGET GROUP INC. | COM | 053774105 | 543 | 9,900 | SH | SOLE | 9,900 | 0 | 0 | ||
AVNET, INC. | COM | 053807103 | 1,515 | 36,500 | SH | SOLE | 36,500 | 0 | 0 | ||
AVON PRODUCTS INC. | COM | 054303102 | 1,712 | 135,901 | SH | SOLE | 135,901 | 0 | 0 | ||
AXIALL CORPORATION | COM | 05463D100 | 2,936 | 81,978 | SH | SOLE | 81,978 | 0 | 0 | ||
BB&T CORP. | COM | 054937107 | 1,293 | 34,761 | SH | SOLE | 34,761 | 0 | 0 | ||
B T U INTERNATIONAL, INC. | COM | 056032105 | 877 | 269,856 | SH | SOLE | 269,856 | 0 | 0 | ||
BABSON CAP PARTN INVS TRUST | COM | 05616B100 | 813 | 59,785 | SH | SOLE | 59,785 | 0 | 0 | ||
BAKER HUGHES INC. | COM | 057224107 | 2,639 | 40,568 | SH | SOLE | 40,568 | 0 | 0 | ||
BALL CORPORATION | COM | 058498106 | 2,456 | 38,822 | SH | SOLE | 38,822 | 0 | 0 | ||
BALLY TECHNOLOGIES INC | COM | 05874B107 | 460 | 5,700 | SH | SOLE | 5,700 | 0 | 0 | ||
BANK OF AMERICA CORPORATION | COM | 060505104 | 8,194 | 480,579 | SH | SOLE | 480,579 | 0 | 0 | ||
BANK OF NEW YORK MELLON CORP. | COM | 064058100 | 3,267 | 84,352 | SH | SOLE | 84,352 | 0 | 0 | ||
BANKUNITED, INC | COM | 06652K103 | 341 | 11,200 | SH | SOLE | 11,200 | 0 | 0 | ||
C R BARD, INC. | COM | 067383109 | 3,240 | 22,706 | SH | SOLE | 22,706 | 0 | 0 | ||
BARNES GROUP, INC. | COM | 067806109 | 577 | 19,013 | SH | SOLE | 19,013 | 0 | 0 | ||
BARRETT BUSINESS SERV, INC. | COM | 068463108 | 213 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
BAXTER INTERNATIONAL INC. | COM | 071813109 | 2,405 | 33,503 | SH | SOLE | 33,503 | 0 | 0 | ||
B/E AEROSPACE, INC. | COM | 073302101 | 1,058 | 12,600 | SH | SOLE | 12,600 | 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 | 1,672 | 14,688 | SH | SOLE | 14,688 | 0 | 0 | ||
BED BATH & BEYOND INC. | COM | 075896100 | 1,655 | 25,137 | SH | SOLE | 25,137 | 0 | 0 | ||
BELDEN, INC. | COM | 077454106 | 205 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
BEMIS COMPANY, INC. | COM | 081437105 | 338 | 8,897 | SH | SOLE | 8,897 | 0 | 0 | ||
W.R. BERKLEY CORP. | COM | 084423102 | 396 | 8,279 | SH | SOLE | 8,279 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC. | COM | 084670702 | 19,761 | 143,049 | SH | SOLE | 143,049 | 0 | 0 | ||
BEST BUY CO. INC. | COM | 086516101 | 1,384 | 41,200 | SH | SOLE | 41,200 | 0 | 0 | ||
B H P BILLITON LTD | ADR | 088606108 | 2,562 | 43,515 | SH | SOLE | 43,515 | 0 | 0 | ||
BIG LOTS INC. | COM | 089302103 | 796 | 18,500 | SH | SOLE | 18,500 | 0 | 0 | ||
BIMINI CAPITAL MGMT, INC. | REIT | 090319401 | 307 | 211,628 | SH | SOLE | 211,628 | 0 | 0 | ||
BIOGEN IDEC, INC. | COM | 09062X103 | 6,205 | 18,756 | SH | SOLE | 18,756 | 0 | 0 | ||
BLACKROCK, INC. | COM | 09247X101 | 3,467 | 10,560 | SH | SOLE | 10,560 | 0 | 0 | ||
H&R BLOCK INC. | COM | 093671105 | 1,938 | 62,505 | SH | SOLE | 62,505 | 0 | 0 | ||
BOARDWALK PIPELINE PARTNERS LP | COM | 096627104 | 477 | 25,500 | SH | SOLE | 25,500 | 0 | 0 | ||
BOEING COMPANY | COM | 097023105 | 7,702 | 60,468 | SH | SOLE | 60,468 | 0 | 0 | ||
BOOZ ALLEN HAMILTON HOLDING CORP | COM | 099502106 | 1,989 | 85,000 | SH | SOLE | 85,000 | 0 | 0 | ||
BORGWARNER INC. | COM | 099724106 | 778 | 14,780 | SH | SOLE | 14,780 | 0 | 0 | ||
BOSTON PROPERTIES INC. | REIT | 101121101 | 1,023 | 8,840 | SH | SOLE | 8,840 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP. | COM | 101137107 | 1,736 | 147,025 | SH | SOLE | 147,025 | 0 | 0 | ||
BRIGGS & STRATTON CORP. | COM | 109043109 | 5,813 | 322,568 | SH | SOLE | 322,568 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO. | COM | 110122108 | 3,981 | 77,779 | SH | SOLE | 77,779 | 0 | 0 | ||
BRISTOW GROUP, INC. | COM | 110394103 | 208 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
BROADCOM CORPORATION | COM | 111320107 | 1,523 | 37,688 | SH | SOLE | 37,688 | 0 | 0 | ||
BROADRIDGE FINANCIAL SOLUTIONS INC. | COM | 11133T103 | 727 | 17,460 | SH | SOLE | 17,460 | 0 | 0 | ||
BROCADE COMMUNICATIONS SYSTEMS INC. | COM | 111621306 | 869 | 79,900 | SH | SOLE | 79,900 | 0 | 0 | ||
BUCKEYE PARTNERS LP | COM | 118230101 | 1,768 | 22,200 | SH | SOLE | 22,200 | 0 | 0 | ||
BURGER KING WORLDWIDE, INC. | COM | 121220107 | 688 | 23,200 | SH | SOLE | 23,200 | 0 | 0 | ||
CBIZ, INC. | COM | 124805102 | 95 | 12,100 | SH | SOLE | 12,100 | 0 | 0 | ||
CBS CORP. | COM | 124857202 | 494 | 9,227 | SH | SOLE | 9,227 | 0 | 0 | ||
CCS MEDICAL HOLDINGS INC | COM | 12503E106 | 0 | 14,236 | SH | SOLE | 14,236 | 0 | 0 | ||
CECO ENVIRONMENTAL CORP. | COM | 125141101 | 210 | 15,656 | SH | SOLE | 15,656 | 0 | 0 | ||
CDW CORP/DE | COM | 12514G108 | 643 | 20,700 | SH | SOLE | 20,700 | 0 | 0 | ||
CF INDUSTRIES HOLDINGS, INC. | COM | 125269100 | 2,882 | 10,320 | SH | SOLE | 10,320 | 0 | 0 | ||
C.H. ROBINSON WORLDWIDE, INC. | COM | 12541W209 | 1,192 | 17,974 | SH | SOLE | 17,974 | 0 | 0 | ||
CIGNA CORP. | COM | 125509109 | 3,251 | 35,851 | SH | SOLE | 35,851 | 0 | 0 | ||
CMS ENERGY CORP. | COM | 125896100 | 757 | 25,513 | SH | SOLE | 25,513 | 0 | 0 | ||
C S S INDUSTRIES, INC. | COM | 125906107 | 434 | 17,900 | SH | SOLE | 17,900 | 0 | 0 | ||
CNA FINANCIAL CORP. | COM | 126117100 | 852 | 22,400 | SH | SOLE | 22,400 | 0 | 0 | ||
CSX CORP. | COM | 126408103 | 1,769 | 55,180 | SH | SOLE | 55,180 | 0 | 0 | ||
CVS HEALTH CORPORATION | COM | 126650100 | 8,427 | 105,877 | SH | SOLE | 105,877 | 0 | 0 | ||
CA, INC. | COM | 12673P105 | 2,072 | 74,148 | SH | SOLE | 74,148 | 0 | 0 | ||
CABLEVISION SYSTEMS CORP. | COM | 12686C109 | 2,838 | 162,100 | SH | SOLE | 162,100 | 0 | 0 | ||
CABOT CORP. | COM | 127055101 | 863 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
C A C I INTERNATIONAL, INC. | COM | 127190304 | 321 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
CALPINE CORP. | COM | 131347304 | 692 | 31,900 | SH | SOLE | 31,900 | 0 | 0 | ||
CAMERON INTERNATIONAL CORPORATION | COM | 13342B105 | 333 | 5,023 | SH | SOLE | 5,023 | 0 | 0 | ||
CANADIAN NATURAL RESOURCES LTD | COM | 136385101 | 1,700 | 43,760 | SH | SOLE | 43,760 | 0 | 0 | ||
CAPITAL ONE FINANCIAL CORP. | COM | 14040H105 | 5,613 | 68,767 | SH | SOLE | 68,767 | 0 | 0 | ||
CARDINAL HEALTH, INC. | COM | 14149Y108 | 3,786 | 50,533 | SH | SOLE | 50,533 | 0 | 0 | ||
CAREFUSION CORP. | COM | 14170T101 | 558 | 12,338 | SH | SOLE | 12,338 | 0 | 0 | ||
CARLISLE COS. INC. | COM | 142339100 | 265 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
CARMAX, INC | COM | 143130102 | 441 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
CARNIVAL CORP. | COM | 143658300 | 1,154 | 28,737 | SH | SOLE | 28,737 | 0 | 0 | ||
CASEY'S GENERAL STORES INC | COM | 147528103 | 660 | 9,200 | SH | SOLE | 9,200 | 0 | 0 | ||
CASH AMERICA INTL, INC. | COM | 14754D100 | 254 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
CATERPILLAR INC. | COM | 149123101 | 8,066 | 81,455 | SH | SOLE | 81,455 | 0 | 0 | ||
CBS OUTDOOR AMERICAS INC | COM | 14987J106 | 2,994 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CELANESE CORPORATION | COM | 150870103 | 2,090 | 35,710 | SH | SOLE | 35,710 | 0 | 0 | ||
CELGENE CORP. | COM | 151020104 | 1,643 | 17,334 | SH | SOLE | 17,334 | 0 | 0 | ||
CENTENE CORPORATION | COM | 15135B101 | 546 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
CENTERPOINT ENERGY INC. | COM | 15189T107 | 802 | 32,766 | SH | SOLE | 32,766 | 0 | 0 | ||
CENTRAL GARDEN & PET CO. | COM | 153527106 | 1,970 | 254,249 | SH | SOLE | 254,249 | 0 | 0 | ||
CENTURYLINK, INC. | COM | 156700106 | 1,994 | 48,758 | SH | SOLE | 48,758 | 0 | 0 | ||
CERNER CORPORATION | COM | 156782104 | 250 | 4,200 | SH | SOLE | 4,200 | 0 | 0 | ||
CHARLES RIVER LABORATORIES INTERNATIONAL INC. | COM | 159864107 | 215 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
CHASE PACKAGING CORP. | COM | 161635107 | 1 | 19,082 | SH | SOLE | 19,082 | 0 | 0 | ||
CHECKPOINT SYSTEMS INC. | COM | 162825103 | 3,459 | 282,865 | SH | SOLE | 282,865 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP. | COM | 165167107 | 1,637 | 71,188 | SH | SOLE | 71,188 | 0 | 0 | ||
CHESAPEAKE ENERGY CORPORATION | CONV | 165167BZ9 | 20,047 | 19,885,000 | PRN | SOLE | 19,885,000 | 0 | 0 | ||
CHESAPEAKE ENERGY CORPORATION | CONV | 165167CA3 | 72,017 | 72,017,174 | PRN | SOLE | 72,017,174 | 0 | 0 | ||
CHESAPEAKE ENERGY CORPORATION | CONV | 165167CB1 | 1,909 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
CHEVRON CORPORATION | COM | 166764100 | 19,415 | 162,716 | SH | SOLE | 162,716 | 0 | 0 | ||
CHICAGO BRIDGE & IRON COMPANY N.V. | COM | 167250109 | 521 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
CHIMERA INVESTMENT CORP | REIT | 16934Q109 | 1,015 | 333,900 | SH | SOLE | 333,900 | 0 | 0 | ||
CHIPOTLE MEXICAN GRILL, INC. | COM | 169656105 | 895 | 1,343 | SH | SOLE | 1,343 | 0 | 0 | ||
CHIQUITA BRANDS INTERNATIONAL INC. | CONV | 170032AT3 | 7,611 | 7,611,000 | PRN | SOLE | 7,611,000 | 0 | 0 | ||
CHUBB CORP., THE | COM | 171232101 | 1,314 | 14,424 | SH | SOLE | 14,424 | 0 | 0 | ||
CHURCH & DWIGHT CO., INC. | COM | 171340102 | 853 | 12,160 | SH | SOLE | 12,160 | 0 | 0 | ||
CIMAREX ENERGY CO. | COM | 171798101 | 543 | 4,290 | SH | SOLE | 4,290 | 0 | 0 | ||
CINCINNATI FINANCIAL CORP. | COM | 172062101 | 518 | 11,020 | SH | SOLE | 11,020 | 0 | 0 | ||
CINEMARK HOLDINGS INC. | COM | 17243V102 | 259 | 7,600 | SH | SOLE | 7,600 | 0 | 0 | ||
CISCO SYSTEMS INC. | COM | 17275R102 | 10,367 | 411,866 | SH | SOLE | 411,866 | 0 | 0 | ||
CINTAS CORPORATION | COM | 172908105 | 701 | 9,927 | SH | SOLE | 9,927 | 0 | 0 | ||
CITIGROUP, INC. | COM | 172967424 | 16,724 | 322,732 | SH | SOLE | 322,732 | 0 | 0 | ||
CITRIX SYSTEMS INC. | COM | 177376100 | 1,050 | 14,722 | SH | SOLE | 14,722 | 0 | 0 | ||
CIVEO CORP | COM | 178787107 | 1,161 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CLEAN ENERGY FUELS CORP. | COM | 184499101 | 1,560 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
CLEAR CHANNEL OUTDOOR HOLDINGS, INC. | COM | 18451C109 | 100 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
CLIFFS NATURAL RESOURCES, INC. | COM | 18683K101 | 190 | 18,315 | SH | SOLE | 18,315 | 0 | 0 | ||
CLOROX COMPANY | COM | 189054109 | 641 | 6,670 | SH | SOLE | 6,670 | 0 | 0 | ||
CLOUD PEAK ENERGY INC | COM | 18911Q102 | 420 | 33,255 | SH | SOLE | 33,255 | 0 | 0 | ||
COACH, INC. | COM | 189754104 | 649 | 18,213 | SH | SOLE | 18,213 | 0 | 0 | ||
COBALT INTERNATIONAL ENERGY, INC. | COM | 19075F106 | 150 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
COCA-COLA CO., THE | COM | 191216100 | 12,287 | 288,014 | SH | SOLE | 288,014 | 0 | 0 | ||
COCA-COLA ENTERPRISES, INC. | COM | 19122T109 | 708 | 15,963 | SH | SOLE | 15,963 | 0 | 0 | ||
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION | COM | 192446102 | 2,125 | 47,474 | SH | SOLE | 47,474 | 0 | 0 | ||
COLGATE-PALMOLIVE CO. | COM | 194162103 | 1,985 | 30,442 | SH | SOLE | 30,442 | 0 | 0 | ||
COLUMBUS MCKINNON CORPORATION | COM | 199333105 | 2,443 | 111,100 | SH | SOLE | 111,100 | 0 | 0 | ||
COMCAST CORP. | COM | 20030N101 | 11,444 | 212,793 | SH | SOLE | 212,793 | 0 | 0 | ||
COMERICA INC. | COM | 200340107 | 803 | 16,107 | SH | SOLE | 16,107 | 0 | 0 | ||
COMMERCE BANCSHARES INC. | COM | 200525103 | 209 | 4,682 | SH | SOLE | 4,682 | 0 | 0 | ||
COMMSCOPE HOLDING COMPANY, INC. | COM | 20337X109 | 253 | 10,600 | SH | SOLE | 10,600 | 0 | 0 | ||
COMPANIA DE MINAS BUENAVENTURA | ADR | 204448104 | 580 | 50,100 | SH | SOLE | 50,100 | 0 | 0 | ||
COMPASS MINERALS INTERNATIONAL INC. | COM | 20451N101 | 219 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
COMPUTER SCIENCES CORPORATION | COM | 205363104 | 3,089 | 50,516 | SH | SOLE | 50,516 | 0 | 0 | ||
CONAGRA FOODS INC. | COM | 205887102 | 388 | 11,758 | SH | SOLE | 11,758 | 0 | 0 | ||
CONCHO RESOURCES INC. | COM | 20605P101 | 234 | 1,870 | SH | SOLE | 1,870 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 12,559 | 164,127 | SH | SOLE | 164,127 | 0 | 0 | ||
CONSOL ENERGY INC. | COM | 20854P109 | 721 | 19,038 | SH | SOLE | 19,038 | 0 | 0 | ||
CONSOLIDATED COMMUNICATIONS HO | COM | 209034107 | 303 | 12,100 | SH | SOLE | 12,100 | 0 | 0 | ||
CONSOLIDATED EDISON, INC. | COM | 209115104 | 1,697 | 29,951 | SH | SOLE | 29,951 | 0 | 0 | ||
CONSTELLATION BRANDS INC. | COM | 21036P108 | 3,483 | 39,964 | SH | SOLE | 39,964 | 0 | 0 | ||
CONTINENTAL BUILDING PRODUCTS INC | COM | 211171103 | 6,646 | 455,233 | SH | SOLE | 455,233 | 0 | 0 | ||
COOPER COMPANIES, INC. (THE) | COM | 216648402 | 215 | 1,380 | SH | SOLE | 1,380 | 0 | 0 | ||
COOPER-STANDARD HOLDINGS, INC. | COM | 21676P103 | 2,946 | 47,208 | SH | SOLE | 47,208 | 0 | 0 | ||
CORNING, INC. | COM | 219350105 | 3,844 | 198,741 | SH | SOLE | 198,741 | 0 | 0 | ||
COSTCO WHOLESALE CORP. | COM | 22160K105 | 1,927 | 15,374 | SH | SOLE | 15,374 | 0 | 0 | ||
COTY INC. | COM | 222070203 | 693 | 41,900 | SH | SOLE | 41,900 | 0 | 0 | ||
CRESTWOOD EQUITY PARTNERS LP | COM | 226344109 | 298 | 28,200 | SH | SOLE | 28,200 | 0 | 0 | ||
CRESTWOOD MIDSTREAM PARTNERS L | COM | 226378107 | 365 | 16,100 | SH | SOLE | 16,100 | 0 | 0 | ||
CROWN CASTLE INTERNATIONAL CORP. | REIT | 228227104 | 523 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
CROWN HOLDINGS INC. | COM | 228368106 | 321 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
CUMMINS INC. | COM | 231021106 | 1,655 | 12,538 | SH | SOLE | 12,538 | 0 | 0 | ||
CYTEC INDUSTRIES, INC. | COM | 232820100 | 537 | 11,360 | SH | SOLE | 11,360 | 0 | 0 | ||
DST SYSTEMS, INC. | COM | 233326107 | 900 | 10,720 | SH | SOLE | 10,720 | 0 | 0 | ||
DTE ENERGY CO. | COM | 233331107 | 1,182 | 15,537 | SH | SOLE | 15,537 | 0 | 0 | ||
DANAHER CORP. | COM | 235851102 | 2,823 | 37,148 | SH | SOLE | 37,148 | 0 | 0 | ||
DAVITA HEALTHCARE PARTNERS INC. | COM | 23918K108 | 449 | 6,136 | SH | SOLE | 6,136 | 0 | 0 | ||
DECKERS OUTDOOR CORP | COM | 243537107 | 583 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
DEERE & COMPANY | COM | 244199105 | 2,561 | 31,231 | SH | SOLE | 31,231 | 0 | 0 | ||
DELTA AIR LINES, INC. | COM | 247361702 | 5,213 | 144,201 | SH | SOLE | 144,201 | 0 | 0 | ||
DENBURY RESOURCES INC. | COM | 247916208 | 391 | 25,997 | SH | SOLE | 25,997 | 0 | 0 | ||
DELUXE CORPORATION | COM | 248019101 | 226 | 4,100 | SH | SOLE | 4,100 | 0 | 0 | ||
DETOUR GOLD CORPORATION | CONV | 250669AA6 | 5,754 | 6,170,000 | PRN | SOLE | 6,170,000 | 0 | 0 | ||
DEVON ENERGY CORP. | COM | 25179M103 | 2,094 | 30,714 | SH | SOLE | 30,714 | 0 | 0 | ||
DEVRY, INC. | COM | 251893103 | 1,019 | 23,800 | SH | SOLE | 23,800 | 0 | 0 | ||
DIEBOLD, INC. | COM | 253651103 | 759 | 21,500 | SH | SOLE | 21,500 | 0 | 0 | ||
DILLARD'S, INC. | COM | 254067101 | 1,988 | 18,244 | SH | SOLE | 18,244 | 0 | 0 | ||
WALT DISNEY COMPANY, THE | COM | 254687106 | 15,254 | 171,341 | SH | SOLE | 171,341 | 0 | 0 | ||
DISCOVER FINANCIAL SERVICES INC. | COM | 254709108 | 2,085 | 32,378 | SH | SOLE | 32,378 | 0 | 0 | ||
DISH NETWORK CORP. | COM | 25470M109 | 265 | 4,100 | SH | SOLE | 4,100 | 0 | 0 | ||
DIRECTV | COM | 25490A309 | 5,063 | 58,514 | SH | SOLE | 58,514 | 0 | 0 | ||
DOLBY LABORATORIES, INC. | COM | 25659T107 | 702 | 16,800 | SH | SOLE | 16,800 | 0 | 0 | ||
DOLLAR GENERAL CORP. | COM | 256677105 | 752 | 12,300 | SH | SOLE | 12,300 | 0 | 0 | ||
DOLLAR TREE, INC. | COM | 256746108 | 752 | 13,420 | SH | SOLE | 13,420 | 0 | 0 | ||
DOMINION RESOURCES INC. | COM | 25746U109 | 633 | 9,158 | SH | SOLE | 9,158 | 0 | 0 | ||
DOMINOS PIZZA, INC. | COM | 25754A201 | 200 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
DOMTAR CORPORATION | COM | 257559203 | 816 | 23,240 | SH | SOLE | 23,240 | 0 | 0 | ||
DONALDSON CO, INC. | COM | 257651109 | 442 | 10,875 | SH | SOLE | 10,875 | 0 | 0 | ||
R.R. DONNELLEY & SONS COMPANY | COM | 257867101 | 3,598 | 218,588 | SH | SOLE | 218,588 | 0 | 0 | ||
DORMAN PRODUCTS, INC. | COM | 258278100 | 1,787 | 44,600 | SH | SOLE | 44,600 | 0 | 0 | ||
DOUGLAS DYNAMICS INC | COM | 25960R105 | 439 | 22,500 | SH | SOLE | 22,500 | 0 | 0 | ||
DOVER CORPORATION | COM | 260003108 | 2,207 | 27,476 | SH | SOLE | 27,476 | 0 | 0 | ||
DOW CHEMICAL CO., THE | COM | 260543103 | 4,787 | 91,276 | SH | SOLE | 91,276 | 0 | 0 | ||
DR PEPPER SNAPPLE GROUP INC. | COM | 26138E109 | 3,364 | 52,314 | SH | SOLE | 52,314 | 0 | 0 | ||
DREW INDUSTRIES, INC. | COM | 26168L205 | 1,034 | 24,500 | SH | SOLE | 24,500 | 0 | 0 | ||
E I DU PONT DE NEMOURS & CO. | COM | 263534109 | 7,461 | 103,976 | SH | SOLE | 103,976 | 0 | 0 | ||
DUKE ENERGY CORP. | COM | 26441C204 | 2,907 | 38,881 | SH | SOLE | 38,881 | 0 | 0 | ||
DUN & BRADSTREET CORP., THE | COM | 26483E100 | 1,599 | 13,615 | SH | SOLE | 13,615 | 0 | 0 | ||
E C C CAPITAL CORP. | REIT | 26826M108 | 55 | 1,200,000 | SH | SOLE | 1,200,000 | 0 | 0 | ||
EMC CORP. | COM | 268648102 | 4,045 | 138,257 | SH | SOLE | 138,257 | 0 | 0 | ||
EOG RESOURCES INC. | COM | 26875P101 | 3,896 | 39,347 | SH | SOLE | 39,347 | 0 | 0 | ||
EQT CORPORATION | COM | 26884L109 | 793 | 8,666 | SH | SOLE | 8,666 | 0 | 0 | ||
EQT MIDSTREAM PARTNERS LP | COM | 26885B100 | 618 | 6,900 | SH | SOLE | 6,900 | 0 | 0 | ||
E*TRADE FINANCIAL CORP. | COM | 269246401 | 679 | 30,054 | SH | SOLE | 30,054 | 0 | 0 | ||
EARTHLINK HOLDINGS CORP | COM | 27033X101 | 52 | 15,200 | SH | SOLE | 15,200 | 0 | 0 | ||
EAST WEST BANCORP, INC. | COM | 27579R104 | 309 | 9,100 | SH | SOLE | 9,100 | 0 | 0 | ||
EASTMAN CHEMICAL COMPANY | COM | 277432100 | 4,714 | 58,271 | SH | SOLE | 58,271 | 0 | 0 | ||
EBAY, INC. | COM | 278642103 | 6,607 | 116,672 | SH | SOLE | 116,672 | 0 | 0 | ||
ECHOSTAR CORPORATION | COM | 278768106 | 1,390 | 28,500 | SH | SOLE | 28,500 | 0 | 0 | ||
ECOLAB INC. | COM | 278865100 | 526 | 4,584 | SH | SOLE | 4,584 | 0 | 0 | ||
EDISON INTERNATIONAL | COM | 281020107 | 2,497 | 44,654 | SH | SOLE | 44,654 | 0 | 0 | ||
EDWARDS LIFESCIENCES CORP. | COM | 28176E108 | 1,981 | 19,390 | SH | SOLE | 19,390 | 0 | 0 | ||
ELECTRONIC ARTS, INC. | COM | 285512109 | 3,494 | 98,123 | SH | SOLE | 98,123 | 0 | 0 | ||
ELECTRONICS FOR IMAGING | COM | 286082102 | 230 | 5,200 | SH | SOLE | 5,200 | 0 | 0 | ||
EMERSON ELECTRIC COMPANY | COM | 291011104 | 4,263 | 68,122 | SH | SOLE | 68,122 | 0 | 0 | ||
ENBRIDGE ENERGY PARTNERS | COM | 29250R106 | 1,032 | 26,575 | SH | SOLE | 26,575 | 0 | 0 | ||
ENERGIZER HOLDINGS INC. | COM | 29266R108 | 678 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
ENERGY TRANSFER PARTNERS | COM | 29273R109 | 3,857 | 60,274 | SH | SOLE | 60,274 | 0 | 0 | ||
ENERGY TRANSFER EQUITY LP | COM | 29273V100 | 2,797 | 45,340 | SH | SOLE | 45,340 | 0 | 0 | ||
ENERSYS | COM | 29275Y102 | 3,210 | 54,740 | SH | SOLE | 54,740 | 0 | 0 | ||
ENGILITY HOLDINGS INC | COM | 29285W104 | 592 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
ENLINK MIDSTREAM PARTNERS LP | COM | 29336U107 | 798 | 26,200 | SH | SOLE | 26,200 | 0 | 0 | ||
ENTERCOM COMMUNICATIONS CORP. | COM | 293639100 | 103 | 12,800 | SH | SOLE | 12,800 | 0 | 0 | ||
ENTERGY CORP | COM | 29364G103 | 1,725 | 22,309 | SH | SOLE | 22,309 | 0 | 0 | ||
ENTERPRISE PRODUCTS PARTNERS L | COM | 293792107 | 6,843 | 169,810 | SH | SOLE | 169,810 | 0 | 0 | ||
EQUIFAX, INC. | COM | 294429105 | 1,889 | 25,278 | SH | SOLE | 25,278 | 0 | 0 | ||
EQUITY COMMONWEALTH | REIT | 294628102 | 336 | 13,067 | SH | SOLE | 13,067 | 0 | 0 | ||
EQUITY RESIDENTIAL | REIT | 29476L107 | 1,143 | 18,557 | SH | SOLE | 18,557 | 0 | 0 | ||
ESSEX RENTAL CORPORATION | COM | 297187106 | 398 | 189,350 | SH | SOLE | 189,350 | 0 | 0 | ||
EXELON CORP. | COM | 30161N101 | 2,736 | 80,252 | SH | SOLE | 80,252 | 0 | 0 | ||
EXELIS INC. | COM | 30162A108 | 4,644 | 280,800 | SH | SOLE | 280,800 | 0 | 0 | ||
EXPEDIA INC. | COM | 30212P303 | 3,114 | 35,540 | SH | SOLE | 35,540 | 0 | 0 | ||
EXPRESS SCRIPTS HOLDING CO. | COM | 30219G108 | 5,878 | 83,226 | SH | SOLE | 83,226 | 0 | 0 | ||
EXTRA SPACE STORAGE, INC. | REIT | 30225T102 | 320 | 6,200 | SH | SOLE | 6,200 | 0 | 0 | ||
EXXON CORPORATION | COM | 30231G102 | 29,141 | 309,846 | SH | SOLE | 309,846 | 0 | 0 | ||
FLIR SYSTEMS, INC. | COM | 302445101 | 294 | 9,387 | SH | SOLE | 9,387 | 0 | 0 | ||
F M C CORPORATION | COM | 302491303 | 920 | 16,090 | SH | SOLE | 16,090 | 0 | 0 | ||
FMC TECHNOLOGIES INC. | COM | 30249U101 | 294 | 5,412 | SH | SOLE | 5,412 | 0 | 0 | ||
FTD COS INC | COM | 30281V108 | 1,982 | 58,100 | SH | SOLE | 58,100 | 0 | 0 | ||
FACEBOOK INC | COM | 30303M102 | 5,849 | 74,000 | SH | SOLE | 74,000 | 0 | 0 | ||
FEDEX CORPORATION | COM | 31428X106 | 3,046 | 18,866 | SH | SOLE | 18,866 | 0 | 0 | ||
F5 NETWORKS, INC. | COM | 315616102 | 1,868 | 15,730 | SH | SOLE | 15,730 | 0 | 0 | ||
FIDELITY NATIONAL INFORMATION SERVICES INC. | COM | 31620M106 | 595 | 10,560 | SH | SOLE | 10,560 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL INC. | COM | 31620R303 | 294 | 10,585 | SH | SOLE | 10,585 | 0 | 0 | ||
FIESTA RESTAURANT GROUP | COM | 31660B101 | 4,005 | 80,618 | SH | SOLE | 80,618 | 0 | 0 | ||
FIFTH THIRD BANCORP | COM | 316773100 | 1,489 | 74,393 | SH | SOLE | 74,393 | 0 | 0 | ||
FIRST COMMUNITY BANCSHARES | COM | 31983A103 | 154 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
FIRST INTERSTATE BANCSYSTEM IN | COM | 32055Y201 | 314 | 11,800 | SH | SOLE | 11,800 | 0 | 0 | ||
FIRST NIAGARA FINANCIAL GROUP, INC. | COM | 33582V108 | 108 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
FIRST SOLAR, INC. | COM | 336433107 | 1,560 | 23,700 | SH | SOLE | 23,700 | 0 | 0 | ||
FISERV, INC. | COM | 337738108 | 4,122 | 63,770 | SH | SOLE | 63,770 | 0 | 0 | ||
FIRSTENERGY CORP. | COM | 337932107 | 378 | 11,250 | SH | SOLE | 11,250 | 0 | 0 | ||
FLEETCOR TECHNOLOGIES, INC. | COM | 339041105 | 820 | 5,770 | SH | SOLE | 5,770 | 0 | 0 | ||
FLUOR CORP. | COM | 343412102 | 912 | 13,656 | SH | SOLE | 13,656 | 0 | 0 | ||
FLOWSERVE CORP. | COM | 34354P105 | 222 | 3,151 | SH | SOLE | 3,151 | 0 | 0 | ||
FOOT LOCKER INC. | COM | 344849104 | 1,291 | 23,200 | SH | SOLE | 23,200 | 0 | 0 | ||
FORD MOTOR COMPANY | COM | 345370860 | 4,719 | 319,075 | SH | SOLE | 319,075 | 0 | 0 | ||
FRANKLIN RESOURCES INC. | COM | 354613101 | 1,290 | 23,625 | SH | SOLE | 23,625 | 0 | 0 | ||
FREEPORT-MCMORAN INC. | COM | 35671D857 | 5,733 | 175,575 | SH | SOLE | 175,575 | 0 | 0 | ||
FRONTIER COMMUNICATIONS CORP. | COM | 35906A108 | 2,609 | 400,745 | SH | SOLE | 400,745 | 0 | 0 | ||
FULTON FINANCIAL CORPORATION | COM | 360271100 | 271 | 24,500 | SH | SOLE | 24,500 | 0 | 0 | ||
GATX CORP. | COM | 361448103 | 292 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
GEO GROUP, INC. (THE) | REIT | 36162J106 | 11,112 | 290,738 | SH | SOLE | 290,738 | 0 | 0 | ||
GSE SYSTEMS INC | COM | 36227K106 | 736 | 472,100 | SH | SOLE | 472,100 | 0 | 0 | ||
G-III APPAREL GROUP LTD | COM | 36237H101 | 265 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
GAMESTOP CORP. | COM | 36467W109 | 586 | 14,212 | SH | SOLE | 14,212 | 0 | 0 | ||
GANNETT COMPANY, INC. | COM | 364730101 | 361 | 12,183 | SH | SOLE | 12,183 | 0 | 0 | ||
GAP, INC. | COM | 364760108 | 1,000 | 23,995 | SH | SOLE | 23,995 | 0 | 0 | ||
GARTNER GROUP, INC. | COM | 366651107 | 287 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
GENERAL DYNAMICS CORPORATION | COM | 369550108 | 4,319 | 33,981 | SH | SOLE | 33,981 | 0 | 0 | ||
GENERAL ELECTRIC COMPANY | COM | 369604103 | 22,328 | 871,501 | SH | SOLE | 871,501 | 0 | 0 | ||
GENERAL GROWTH PROPERTIES, INC. | REIT | 370023103 | 988 | 41,946 | SH | SOLE | 41,946 | 0 | 0 | ||
GENERAL MILLS, INC. | COM | 370334104 | 1,645 | 32,616 | SH | SOLE | 32,616 | 0 | 0 | ||
GENERAL MOTORS COMPANY | COM | 37045V100 | 3,778 | 118,288 | SH | SOLE | 118,288 | 0 | 0 | ||
GENERAL MOTORS CO | WAR | 37045V118 | 1,137 | 50,805 | SH | SOLE | 50,805 | 0 | 0 | ||
GENERAL MOTORS CO | WAR | 37045V126 | 734 | 50,805 | SH | SOLE | 50,805 | 0 | 0 | ||
GENTEX CORPORATION | COM | 371901109 | 1,308 | 48,860 | SH | SOLE | 48,860 | 0 | 0 | ||
GENUINE PARTS CO | COM | 372460105 | 418 | 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 | 996 | 76,053 | SH | SOLE | 76,053 | 0 | 0 | ||
GEOMET, INC. | COM | 37250U201 | 2 | 85,857 | SH | SOLE | 85,857 | 0 | 0 | ||
GILEAD SCIENCES, INC. | COM | 375558103 | 15,784 | 148,272 | SH | SOLE | 148,272 | 0 | 0 | ||
GLOBAL PAYMENTS, INC. | COM | 37940X102 | 423 | 6,050 | SH | SOLE | 6,050 | 0 | 0 | ||
GLOBAL PARTNERS LP/MA | COM | 37946R109 | 796 | 19,110 | SH | SOLE | 19,110 | 0 | 0 | ||
GOLD FIELDS LTD | ADR | 38059T106 | 114 | 29,340 | SH | SOLE | 29,340 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC., THE | COM | 38141G104 | 7,170 | 39,058 | SH | SOLE | 39,058 | 0 | 0 | ||
GOODYEAR TIRE & RUBBER COMPANY, THE | COM | 382550101 | 2,049 | 90,712 | SH | SOLE | 90,712 | 0 | 0 | ||
GOOGLE, INC. | COM | 38259P508 | 7,533 | 12,803 | SH | SOLE | 12,803 | 0 | 0 | ||
GOOGLE, INC. | COM | 38259P706 | 8,720 | 15,104 | SH | SOLE | 15,104 | 0 | 0 | ||
GRAPHIC PACKAGING HOLDING CO. | COM | 388689101 | 17,150 | 1,379,705 | SH | SOLE | 1,379,705 | 0 | 0 | ||
GREAT LAKES DREDGE & DOCK CORP. | COM | 390607109 | 7,575 | 1,225,659 | SH | SOLE | 1,225,659 | 0 | 0 | ||
GREEN PLAINS INC | COM | 393222104 | 396 | 10,600 | SH | SOLE | 10,600 | 0 | 0 | ||
GROUP 1 AUTOMOTIVE, INC. | COM | 398905109 | 225 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
GROUPON INC | COM | 399473107 | 303 | 45,400 | SH | SOLE | 45,400 | 0 | 0 | ||
HCA HOLDINGS, INC. | COM | 40412C101 | 2,489 | 35,300 | SH | SOLE | 35,300 | 0 | 0 | ||
HCC INSURANCE HOLDINGS INC. | COM | 404132102 | 269 | 5,566 | SH | SOLE | 5,566 | 0 | 0 | ||
HCP INC. | REIT | 40414L109 | 870 | 21,911 | SH | SOLE | 21,911 | 0 | 0 | ||
HAEMONETICS CORPORATION | COM | 405024100 | 6,789 | 194,422 | SH | SOLE | 194,422 | 0 | 0 | ||
HAIN CELESTIAL GROUP, INC. | COM | 405217100 | 205 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
HALCON RESOURCES CORPORATION | COM | 40537Q209 | 3,028 | 764,549 | SH | SOLE | 764,549 | 0 | 0 | ||
HALLADOR ENERGY CO | COM | 40609P105 | 410 | 34,620 | SH | SOLE | 34,620 | 0 | 0 | ||
HALLIBURTON CO. | COM | 406216101 | 4,499 | 69,738 | SH | SOLE | 69,738 | 0 | 0 | ||
HANESBRANDS INC. | COM | 410345102 | 623 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
HANOVER INSURANCE GROUP, INC. | COM | 410867105 | 504 | 8,200 | SH | SOLE | 8,200 | 0 | 0 | ||
HARLEY-DAVIDSON INC. | COM | 412822108 | 844 | 14,510 | SH | SOLE | 14,510 | 0 | 0 | ||
HARMAN INTERNATIONAL INDUSTRIES INC. | COM | 413086109 | 604 | 6,163 | SH | SOLE | 6,163 | 0 | 0 | ||
HARRIS CORPORATION | COM | 413875105 | 2,264 | 34,094 | SH | SOLE | 34,094 | 0 | 0 | ||
HARTFORD FINANCIAL SERVICES GROUP INC., THE | COM | 416515104 | 852 | 22,870 | SH | SOLE | 22,870 | 0 | 0 | ||
HAWAIIAN HOLDINGS INC | COM | 419879101 | 476 | 35,400 | SH | SOLE | 35,400 | 0 | 0 | ||
HELMERICH & PAYNE, INC. | COM | 423452101 | 1,294 | 13,220 | SH | SOLE | 13,220 | 0 | 0 | ||
JACK HENRY & ASSOCIATES INC | COM | 426281101 | 200 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
HERCULES, INC. | CONV | 427056BC9 | 8,138 | 8,906 | PRN | SOLE | 8,906 | 0 | 0 | ||
HERSHEY COMPANY, THE | COM | 427866108 | 617 | 6,466 | SH | SOLE | 6,466 | 0 | 0 | ||
HERTZ GLOBAL HOLDINGS INC. | COM | 42805T105 | 320 | 12,600 | SH | SOLE | 12,600 | 0 | 0 | ||
HESS CORP | COM | 42809H107 | 3,082 | 32,679 | SH | SOLE | 32,679 | 0 | 0 | ||
HEWLETT-PACKARD CO. | COM | 428236103 | 7,308 | 206,037 | SH | SOLE | 206,037 | 0 | 0 | ||
HI-CRUSH PARTNERS LP | COM | 428337109 | 980 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
HHGREGG INC | COM | 42833L108 | 107 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
HILL-ROM HOLDINGS INC. | COM | 431475102 | 307 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
HILTON WORLDWIDE HOLDINGS INC. | COM | 43300A104 | 379 | 15,400 | SH | SOLE | 15,400 | 0 | 0 | ||
HOLLYFRONTIER CORP. | COM | 436106108 | 3,235 | 74,064 | SH | SOLE | 74,064 | 0 | 0 | ||
HOLOGIC INC. | COM | 436440101 | 1,202 | 49,400 | SH | SOLE | 49,400 | 0 | 0 | ||
HOME DEPOT, INC. | COM | 437076102 | 13,331 | 145,317 | SH | SOLE | 145,317 | 0 | 0 | ||
HONEYWELL INTERNATIONAL, INC. | COM | 438516106 | 5,347 | 57,417 | SH | SOLE | 57,417 | 0 | 0 | ||
HORNBECK OFFSHORE SERVICES INC. | COM | 440543106 | 19,851 | 606,514 | SH | SOLE | 606,514 | 0 | 0 | ||
HORNBECK OFFSHORE SVCS, INC. | CONV | 440543AN6 | 17,128 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
HOSPIRA INC. | COM | 441060100 | 595 | 11,441 | SH | SOLE | 11,441 | 0 | 0 | ||
HOST HOTELS & RESORTS INC. | REIT | 44107P104 | 1,267 | 59,388 | SH | SOLE | 59,388 | 0 | 0 | ||
HUDSON CITY BANCORP, INC. | COM | 443683107 | 207 | 21,315 | SH | SOLE | 21,315 | 0 | 0 | ||
HUMANA, INC. | COM | 444859102 | 2,778 | 21,319 | SH | SOLE | 21,319 | 0 | 0 | ||
HUNTINGTON BANCSHARES, INC. | COM | 446150104 | 1,353 | 139,072 | SH | SOLE | 139,072 | 0 | 0 | ||
HUNTINGTON INGALLS INDUSTRIES INC. | COM | 446413106 | 1,854 | 17,790 | SH | SOLE | 17,790 | 0 | 0 | ||
HUNTSMAN CORPORATION | COM | 447011107 | 2,761 | 106,220 | SH | SOLE | 106,220 | 0 | 0 | ||
HYATT HOTELS CORP. | COM | 448579102 | 1,101 | 18,200 | SH | SOLE | 18,200 | 0 | 0 | ||
IAC/INTERACTIVECORP | COM | 44919P508 | 468 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | ||
ITT CORP. | COM | 450911201 | 764 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
ICONIX BRAND GROUP, INC. | COM | 451055107 | 465 | 12,600 | SH | SOLE | 12,600 | 0 | 0 | ||
IDEX CORPORATION | COM | 45167R104 | 1,668 | 23,050 | SH | SOLE | 23,050 | 0 | 0 | ||
IHS INC | COM | 451734107 | 1,018 | 8,130 | SH | SOLE | 8,130 | 0 | 0 | ||
ILLINOIS TOOL WORKS, INC. | COM | 452308109 | 3,598 | 42,615 | SH | SOLE | 42,615 | 0 | 0 | ||
ILLUMINA, INC. | COM | 452327109 | 808 | 4,930 | SH | SOLE | 4,930 | 0 | 0 | ||
INGREDION INCORPORATED | COM | 457187102 | 3,317 | 43,771 | SH | SOLE | 43,771 | 0 | 0 | ||
INSIGHT ENTERPRISE, INC. | COM | 45765U103 | 403 | 17,800 | SH | SOLE | 17,800 | 0 | 0 | ||
INTEL CORPORATION | COM | 458140100 | 18,163 | 521,634 | SH | SOLE | 521,634 | 0 | 0 | ||
INTEL CORP. | CONV | 458140AD2 | 6,341 | 4,983,000 | PRN | SOLE | 4,983,000 | 0 | 0 | ||
INTEL CORPORATION | CONV | 458140AF7 | 33,538 | 20,000,000 | PRN | SOLE | 20,000,000 | 0 | 0 | ||
IBM CORPORATION | COM | 459200101 | 16,751 | 88,240 | SH | SOLE | 88,240 | 0 | 0 | ||
INTL FLAVORS & FRAGRANCES | COM | 459506101 | 1,269 | 13,233 | SH | SOLE | 13,233 | 0 | 0 | ||
INTERNATIONAL PAPER COMPANY | COM | 460146103 | 4,179 | 87,544 | SH | SOLE | 87,544 | 0 | 0 | ||
INTERPUBLIC GROUP OF COMPANIES. INC. (THE) | COM | 460690100 | 516 | 28,186 | SH | SOLE | 28,186 | 0 | 0 | ||
INTUIT, INC. | COM | 461202103 | 1,600 | 18,249 | SH | SOLE | 18,249 | 0 | 0 | ||
INTUITIVE SURGICAL, INC. | COM | 46120E602 | 696 | 1,506 | SH | SOLE | 1,506 | 0 | 0 | ||
IRON MOUNTAIN INC. | REIT | 462846106 | 10,489 | 321,260 | SH | SOLE | 321,260 | 0 | 0 | ||
ISHARES MSCI | ETF | 464286848 | 312 | 26,500 | SH | SOLE | 26,500 | 0 | 0 | ||
ISHARES TRUST | ETF | 464287465 | 4,708 | 73,430 | SH | SOLE | 73,430 | 0 | 0 | ||
ISHARES TRUST | ETF | 464287655 | 492 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
ISHARES TRUST | ETF | 464287689 | 68,589 | 587,289 | SH | SOLE | 587,289 | 0 | 0 | ||
ISHARES MSCI UNITED KINGDOM ETF | ETF | 46434V548 | 275 | 14,200 | SH | SOLE | 14,200 | 0 | 0 | ||
JPMORGAN CHASE & CO. | COM | 46625H100 | 17,237 | 286,143 | SH | SOLE | 286,143 | 0 | 0 | ||
JABIL CIRCUIT INC. | COM | 466313103 | 1,082 | 53,649 | SH | SOLE | 53,649 | 0 | 0 | ||
JARDEN CORP. | COM | 471109108 | 514 | 8,550 | SH | SOLE | 8,550 | 0 | 0 | ||
JETBLUE AIRWAYS CORPORATION | COM | 477143101 | 216 | 20,300 | SH | SOLE | 20,300 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 25,452 | 238,780 | SH | SOLE | 238,780 | 0 | 0 | ||
JOHNSON CONTROLS INC. | COM | 478366107 | 263 | 5,977 | SH | SOLE | 5,977 | 0 | 0 | ||
JONES LANG LASALLE INC. | COM | 48020Q107 | 1,335 | 10,570 | SH | SOLE | 10,570 | 0 | 0 | ||
JOY GLOBAL INC. | COM | 481165108 | 960 | 17,600 | SH | SOLE | 17,600 | 0 | 0 | ||
JUNIPER NETWORKS INC. | COM | 48203R104 | 1,895 | 85,537 | SH | SOLE | 85,537 | 0 | 0 | ||
KBR, INC. | COM | 48242W106 | 373 | 19,800 | SH | SOLE | 19,800 | 0 | 0 | ||
KLA-TENCOR CORP. | COM | 482480100 | 527 | 6,687 | SH | SOLE | 6,687 | 0 | 0 | ||
KANSAS CITY SOUTHERN | COM | 485170302 | 1,817 | 14,995 | SH | SOLE | 14,995 | 0 | 0 | ||
KELLOGG CO. | COM | 487836108 | 1,245 | 20,203 | SH | SOLE | 20,203 | 0 | 0 | ||
KEURIG GREEN MOUNTAIN, INC. | COM | 49271M100 | 1,223 | 9,400 | SH | SOLE | 9,400 | 0 | 0 | ||
KEYCORP | COM | 493267108 | 1,824 | 136,836 | SH | SOLE | 136,836 | 0 | 0 | ||
KILROY REALTY CORP. | REIT | 49427F108 | 232 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
KIMBERLY-CLARK CORPORATION | COM | 494368103 | 3,332 | 30,974 | SH | SOLE | 30,974 | 0 | 0 | ||
KIMCO REALTY CORP. | REIT | 49446R109 | 464 | 21,177 | SH | SOLE | 21,177 | 0 | 0 | ||
KINDER MORGAN ENERGY PTR LP | COM | 494550106 | 7,337 | 78,655 | SH | SOLE | 78,655 | 0 | 0 | ||
KIRBY CORP. | COM | 497266106 | 283 | 2,400 | SH | SOLE | 2,400 | 0 | 0 | ||
KNOWLES CORP | COM | 49926D109 | 5,403 | 203,900 | SH | SOLE | 203,900 | 0 | 0 | ||
KOHL'S CORP. | COM | 500255104 | 2,843 | 46,591 | SH | SOLE | 46,591 | 0 | 0 | ||
KRAFT FOODS GROUP INC. | COM | 50076Q106 | 2,465 | 43,697 | SH | SOLE | 43,697 | 0 | 0 | ||
KROGER COMPANY | COM | 501044101 | 2,716 | 52,223 | SH | SOLE | 52,223 | 0 | 0 | ||
L BRANDS INC. | COM | 501797104 | 522 | 7,800 | SH | SOLE | 7,800 | 0 | 0 | ||
L-3 COMMUNICATIONS HOLDINGS INC. | COM | 502424104 | 739 | 6,218 | SH | SOLE | 6,218 | 0 | 0 | ||
LABORATORY CORPORATION OF AMERICA HOLDINGS | COM | 50540R409 | 608 | 5,973 | SH | SOLE | 5,973 | 0 | 0 | ||
LAM RESEARCH CORP. | COM | 512807108 | 681 | 9,122 | SH | SOLE | 9,122 | 0 | 0 | ||
LANDS' END INC | COM | 51509F105 | 1,452 | 35,300 | SH | SOLE | 35,300 | 0 | 0 | ||
LAS VEGAS SANDS CORP. | COM | 517834107 | 827 | 13,300 | SH | SOLE | 13,300 | 0 | 0 | ||
ESTEE LAUDER COMPANIES, INC. | COM | 518439104 | 1,268 | 16,966 | SH | SOLE | 16,966 | 0 | 0 | ||
LEAR CORPORATION | COM | 521865204 | 1,780 | 20,600 | SH | SOLE | 20,600 | 0 | 0 | ||
LEGGETT & PLATT INC. | COM | 524660107 | 337 | 9,641 | SH | SOLE | 9,641 | 0 | 0 | ||
LEGG MASON INC. | COM | 524901105 | 1,370 | 26,773 | SH | SOLE | 26,773 | 0 | 0 | ||
LEIDOS HOLDINGS, INC. | COM | 525327102 | 394 | 11,475 | SH | SOLE | 11,475 | 0 | 0 | ||
LENNOX INTERNATIONAL, INC. | COM | 526107107 | 808 | 10,510 | SH | SOLE | 10,510 | 0 | 0 | ||
LEUCADIA NATIONAL CORPORATION | COM | 527288104 | 881 | 36,935 | SH | SOLE | 36,935 | 0 | 0 | ||
LEXMARK INTERNATIONAL, INC. | COM | 529771107 | 1,397 | 32,874 | SH | SOLE | 32,874 | 0 | 0 | ||
LIBERTY INTERACTIVE CORPORATION | COM | 53071M880 | 235 | 6,200 | SH | SOLE | 6,200 | 0 | 0 | ||
LIBERTY MEDIA CORP | COM | 531229102 | 330 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
LIBERTY MEDIA CORP | COM | 531229300 | 349 | 7,420 | SH | SOLE | 7,420 | 0 | 0 | ||
LIBERTY TRIPADVISOR HOLDINGS INC | COM | 531465102 | 210 | 6,200 | SH | SOLE | 6,200 | 0 | 0 | ||
LIFEPOINT HOSPITALS INC. | COM | 53219L109 | 858 | 12,400 | SH | SOLE | 12,400 | 0 | 0 | ||
ELI LILLY & CO. | COM | 532457108 | 3,128 | 48,232 | SH | SOLE | 48,232 | 0 | 0 | ||
LINCOLN ELECTRIC HOLDINGS, INC. | COM | 533900106 | 221 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
LINCOLN NATIONAL CORP. | COM | 534187109 | 2,047 | 38,202 | SH | SOLE | 38,202 | 0 | 0 | ||
LINEAR TECHNOLOGY CORPORATION | COM | 535678106 | 1,332 | 30,006 | SH | SOLE | 30,006 | 0 | 0 | ||
LOCKHEED MARTIN CORPORATION | COM | 539830109 | 9,272 | 50,726 | SH | SOLE | 50,726 | 0 | 0 | ||
LORILLARD INC. | COM | 544147101 | 1,766 | 29,481 | SH | SOLE | 29,481 | 0 | 0 | ||
LOWES COMPANIES, INC. | COM | 548661107 | 6,749 | 127,524 | SH | SOLE | 127,524 | 0 | 0 | ||
M&T BANK CORP. | COM | 55261F104 | 425 | 3,444 | SH | SOLE | 3,444 | 0 | 0 | ||
MBIA INC. | COM | 55262C100 | 317 | 34,500 | SH | SOLE | 34,500 | 0 | 0 | ||
MDU RESOURCES GROUP INC. | COM | 552690109 | 317 | 11,400 | SH | SOLE | 11,400 | 0 | 0 | ||
MFA FINANCIAL, INC. | REIT | 55272X102 | 582 | 74,800 | SH | SOLE | 74,800 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | COM | 552953101 | 720 | 31,600 | SH | SOLE | 31,600 | 0 | 0 | ||
M K S INSTRUMENTS, INC. | COM | 55306N104 | 290 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
M W I VETERINARY SUPPLY, INC. | COM | 55402X105 | 312 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
MACERICH COMPANY, THE | REIT | 554382101 | 364 | 5,695 | SH | SOLE | 5,695 | 0 | 0 | ||
MACY'S, INC. | COM | 55616P104 | 3,631 | 62,413 | SH | SOLE | 62,413 | 0 | 0 | ||
MAGELLAN MIDSTREAM PARTNERS | COM | 559080106 | 2,778 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
MANOR CARE, INC. | CONV | 564055AP6 | 28,069 | 20,833,333 | PRN | SOLE | 20,833,333 | 0 | 0 | ||
MANPOWERGROUP INC. | COM | 56418H100 | 582 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
MARATHON OIL CORPORATION | COM | 565849106 | 2,456 | 65,340 | SH | SOLE | 65,340 | 0 | 0 | ||
MARATHON PETROLEUM CORPORATION | COM | 56585A102 | 2,968 | 35,055 | SH | SOLE | 35,055 | 0 | 0 | ||
MARKWEST ENERGY OPERATING CO | COM | 570759100 | 374 | 4,870 | SH | SOLE | 4,870 | 0 | 0 | ||
MARSH & MCLENNAN COMPANIES INC. | COM | 571748102 | 1,593 | 30,443 | SH | SOLE | 30,443 | 0 | 0 | ||
MARRIOTT INTERNATIONAL, INC. | COM | 571903202 | 3,512 | 50,249 | SH | SOLE | 50,249 | 0 | 0 | ||
MARTIN MARIETTA MATERIALS INC. | COM | 573284106 | 442 | 3,430 | SH | SOLE | 3,430 | 0 | 0 | ||
MASCO CORP. | COM | 574599106 | 441 | 18,419 | SH | SOLE | 18,419 | 0 | 0 | ||
MASSEY ENERGY CO. | CONV | 576203AJ2 | 6,463 | 6,750,000 | PRN | SOLE | 6,750,000 | 0 | 0 | ||
MASTERCARD, INC. | COM | 57636Q104 | 3,298 | 44,610 | SH | SOLE | 44,610 | 0 | 0 | ||
MAXIM INTEGRATED PRODUCTS, INC. | COM | 57772K101 | 596 | 19,700 | SH | SOLE | 19,700 | 0 | 0 | ||
MCDONALD'S CORPORATION | COM | 580135101 | 3,831 | 40,405 | SH | SOLE | 40,405 | 0 | 0 | ||
MCGRAW-HILL FINANCIAL, INC. | COM | 580645109 | 1,049 | 12,427 | SH | SOLE | 12,427 | 0 | 0 | ||
MCKESSON CORPORATION | COM | 58155Q103 | 4,856 | 24,946 | SH | SOLE | 24,946 | 0 | 0 | ||
MEAD JOHNSON NUTRITION COMPANY | COM | 582839106 | 1,120 | 11,636 | SH | SOLE | 11,636 | 0 | 0 | ||
MEDIFAST INC | COM | 58470H101 | 259 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | COM | 58471A105 | 434 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | ||
MEDNAX, INC. | COM | 58502B106 | 208 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | ||
MEDTRONIC INC. | COM | 585055106 | 6,797 | 109,717 | SH | SOLE | 109,717 | 0 | 0 | ||
MEDTRONIC INC. | CONV | 585055AB2 | 8,020 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
MELCO CROWN ENTERTAINMENT LTD | ADR | 585464100 | 321 | 12,200 | SH | SOLE | 12,200 | 0 | 0 | ||
MERCK & CO. INC. | COM | 58933Y105 | 15,388 | 259,583 | SH | SOLE | 259,583 | 0 | 0 | ||
MERITOR, INC. | CONV | 59001KAC4 | 29,298 | 20,267,000 | PRN | SOLE | 20,267,000 | 0 | 0 | ||
METLIFE, INC. | COM | 59156R108 | 4,245 | 79,025 | SH | SOLE | 79,025 | 0 | 0 | ||
METTLER-TOLEDO INTERNATIONAL INC. | COM | 592688105 | 231 | 900 | SH | SOLE | 900 | 0 | 0 | ||
MICROSOFT CORPORATION | COM | 594918104 | 36,351 | 784,096 | SH | SOLE | 784,096 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 881 | 18,645 | SH | SOLE | 18,645 | 0 | 0 | ||
MICRON TECHNOLOGY INC. | COM | 595112103 | 2,965 | 86,550 | SH | SOLE | 86,550 | 0 | 0 | ||
MICRON TECHNOLOGY INC. | CONV | 595112AV5 | 21,993 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC. | CONV | 595112AY9 | 7,890 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
MID-CON ENERGY PARTNERS LP | COM | 59560V109 | 719 | 32,769 | SH | SOLE | 32,769 | 0 | 0 | ||
MIDSTATES PETROLEUM COMPANY, INC. | COM | 59804T100 | 1,826 | 361,679 | SH | SOLE | 361,679 | 0 | 0 | ||
MOLSON COORS BREWING COMPANY | COM | 60871R209 | 2,295 | 30,825 | SH | SOLE | 30,825 | 0 | 0 | ||
MONDELEZ INTERNATIONAL, INC. | COM | 609207105 | 3,007 | 87,746 | SH | SOLE | 87,746 | 0 | 0 | ||
MONRO MUFFLER BRAKE | COM | 610236101 | 228 | 4,700 | SH | SOLE | 4,700 | 0 | 0 | ||
MONSANTO CO. | COM | 61166W101 | 628 | 5,583 | SH | SOLE | 5,583 | 0 | 0 | ||
MONSTER BEVERAGE CORP | COM | 611740101 | 1,219 | 13,300 | SH | SOLE | 13,300 | 0 | 0 | ||
MOODY'S CORPORATION | COM | 615369105 | 1,386 | 14,665 | SH | SOLE | 14,665 | 0 | 0 | ||
MORGAN STANLEY | COM | 617446448 | 5,199 | 150,393 | SH | SOLE | 150,393 | 0 | 0 | ||
MOSAIC CO., THE | COM | 61945C103 | 1,665 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
MOTOROLA SOLUTIONS, INC. | COM | 620076307 | 251 | 3,971 | SH | SOLE | 3,971 | 0 | 0 | ||
MOTORS LIQUIDATION CO GUC TRUS | COM | 62010U101 | 262 | 10,729 | SH | SOLE | 10,729 | 0 | 0 | ||
MURPHY OIL CORP. | COM | 626717102 | 918 | 16,133 | SH | SOLE | 16,133 | 0 | 0 | ||
MURPHY USA INC. | COM | 626755102 | 7,890 | 148,700 | SH | SOLE | 148,700 | 0 | 0 | ||
MYLAN INC. | COM | 628530107 | 1,324 | 29,106 | SH | SOLE | 29,106 | 0 | 0 | ||
MYRIAD GENETICS, INC. | COM | 62855J104 | 2,097 | 54,365 | SH | SOLE | 54,365 | 0 | 0 | ||
NRG ENERGY INC. | COM | 629377508 | 903 | 29,620 | SH | SOLE | 29,620 | 0 | 0 | ||
NRG YIELD INC | COM | 62942X108 | 240 | 5,100 | SH | SOLE | 5,100 | 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 | 389 | 9,167 | SH | SOLE | 9,167 | 0 | 0 | ||
NATIONAL FUEL GAS CO. | COM | 636180101 | 360 | 5,148 | SH | SOLE | 5,148 | 0 | 0 | ||
NATIONAL OILWELL VARCO, INC. | COM | 637071101 | 6,264 | 82,313 | SH | SOLE | 82,313 | 0 | 0 | ||
NAVIENT CORPORATION | COM | 63938C108 | 2,944 | 166,209 | SH | SOLE | 166,209 | 0 | 0 | ||
NEENAH ENTERPRISES, INC. | COM | 64007R109 | 2,701 | 154,333 | SH | SOLE | 154,333 | 0 | 0 | ||
NETAPP INC. | COM | 64110D104 | 1,708 | 39,767 | SH | SOLE | 39,767 | 0 | 0 | ||
NETFLIX INC | COM | 64110L106 | 1,573 | 3,486 | SH | SOLE | 3,486 | 0 | 0 | ||
NEW YORK COMMUNITY BANCORP, INC | COM | 649445103 | 423 | 26,640 | SH | SOLE | 26,640 | 0 | 0 | ||
NEW YORK MORTGAGE TRUST INC | REIT | 649604501 | 239 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
NEWARK GROUP INC., THE | COM | 650341MM9 | 3,678 | 546,783 | SH | SOLE | 546,783 | 0 | 0 | ||
NEWELL RUBBERMAID, INC. | COM | 651229106 | 923 | 26,821 | SH | SOLE | 26,821 | 0 | 0 | ||
NEWFIELD EXPLORATION CO. | COM | 651290108 | 856 | 23,100 | SH | SOLE | 23,100 | 0 | 0 | ||
NEWMARKET CORPORATION | COM | 651587107 | 880 | 2,310 | SH | SOLE | 2,310 | 0 | 0 | ||
NEWMONT MINING CORP. | COM | 651639106 | 372 | 16,154 | SH | SOLE | 16,154 | 0 | 0 | ||
NEWS CORPORATION | COM | 65249B109 | 587 | 35,896 | SH | SOLE | 35,896 | 0 | 0 | ||
NEWS CORPORATION | COM | 65249B208 | 2,039 | 126,400 | SH | SOLE | 126,400 | 0 | 0 | ||
NEXTERA ENERGY INC. | COM | 65339F101 | 2,078 | 22,138 | SH | SOLE | 22,138 | 0 | 0 | ||
NIKE, INC. | COM | 654106103 | 4,644 | 52,064 | SH | SOLE | 52,064 | 0 | 0 | ||
NISKA GAS STORAGE PARTNERS LLC | COM | 654678101 | 223 | 17,897 | SH | SOLE | 17,897 | 0 | 0 | ||
NISOURCE, INC. | COM | 65473P105 | 581 | 14,171 | SH | SOLE | 14,171 | 0 | 0 | ||
NOBLE ENERGY, INC. | COM | 655044105 | 912 | 13,347 | SH | SOLE | 13,347 | 0 | 0 | ||
NORDSTROM, INC. | COM | 655664100 | 1,581 | 23,119 | SH | SOLE | 23,119 | 0 | 0 | ||
NORFOLK SOUTHERN CORPORATION | COM | 655844108 | 3,157 | 28,286 | SH | SOLE | 28,286 | 0 | 0 | ||
NORTHEAST UTILITIES | COM | 664397106 | 459 | 10,364 | SH | SOLE | 10,364 | 0 | 0 | ||
NORTHERN OIL AND GAS INC | COM | 665531109 | 331 | 23,275 | SH | SOLE | 23,275 | 0 | 0 | ||
NORTHERN TIER ENERGY LP | COM | 665826103 | 288 | 12,315 | SH | SOLE | 12,315 | 0 | 0 | ||
NORTHERN TRUST CORP. | COM | 665859104 | 995 | 14,620 | SH | SOLE | 14,620 | 0 | 0 | ||
NORTHROP GRUMMAN CORPORATION | COM | 666807102 | 5,356 | 40,650 | SH | SOLE | 40,650 | 0 | 0 | ||
NOVATION CO INC | REIT | 66989V107 | 5,391 | 19,258,775 | SH | SOLE | 19,258,775 | 0 | 0 | ||
NOW INC/DE | COM | 67011P100 | 268 | 8,802 | SH | SOLE | 8,802 | 0 | 0 | ||
NU SKIN ENTERPRISES, INC. | COM | 67018T105 | 217 | 4,830 | SH | SOLE | 4,830 | 0 | 0 | ||
NUSTAR ENERGY LP | COM | 67058H102 | 620 | 9,400 | SH | SOLE | 9,400 | 0 | 0 | ||
NVIDIA CORP. | COM | 67066G104 | 3,028 | 164,111 | SH | SOLE | 164,111 | 0 | 0 | ||
O'REILLY AUTOMOTIVE, INC. NEW | COM | 67103H107 | 2,324 | 15,457 | SH | SOLE | 15,457 | 0 | 0 | ||
OCCIDENTAL PETROLEUM CORP. | COM | 674599105 | 5,195 | 54,025 | SH | SOLE | 54,025 | 0 | 0 | ||
OIL STATES INTERNATIONAL INC. | COM | 678026105 | 220 | 3,560 | SH | SOLE | 3,560 | 0 | 0 | ||
OILTANKING PARTNERS LP | COM | 678049107 | 645 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
OLD DOMINION FREIGHT LINE INC. | COM | 679580100 | 233 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
OLD REPUBLIC INTERNATIONAL CORP. | COM | 680223104 | 362 | 25,357 | SH | SOLE | 25,357 | 0 | 0 | ||
OMNICARE INC. | COM | 681904108 | 342 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
OMNICOM GROUP INC. | COM | 681919106 | 1,635 | 23,745 | SH | SOLE | 23,745 | 0 | 0 | ||
OMEGA PROTEIN CORP | COM | 68210P107 | 180 | 14,400 | SH | SOLE | 14,400 | 0 | 0 | ||
OMNOVA SOLUTIONS INC. | COM | 682129101 | 3,339 | 621,721 | SH | SOLE | 621,721 | 0 | 0 | ||
ON SEMICONDUCTOR CORP. | COM | 682189105 | 157 | 17,600 | SH | SOLE | 17,600 | 0 | 0 | ||
ONEOK PARTNERS LP | COM | 68268N103 | 2,391 | 42,725 | SH | SOLE | 42,725 | 0 | 0 | ||
ORACLE CORPORATION | COM | 68389X105 | 13,461 | 351,645 | SH | SOLE | 351,645 | 0 | 0 | ||
OWENS CORNING | COM | 690742101 | 12,076 | 380,351 | SH | SOLE | 380,351 | 0 | 0 | ||
OWENS-ILLINOIS INC. | COM | 690768403 | 439 | 16,838 | SH | SOLE | 16,838 | 0 | 0 | ||
PBF ENERGY, INC. | COM | 69318G106 | 929 | 38,700 | SH | SOLE | 38,700 | 0 | 0 | ||
PDL BIOPHARMA, INC. | COM | 69329Y104 | 91 | 12,200 | SH | SOLE | 12,200 | 0 | 0 | ||
PG&E CORP. | COM | 69331C108 | 294 | 6,535 | SH | SOLE | 6,535 | 0 | 0 | ||
PNC FINANCIAL SERVICES GROUP | COM | 693475105 | 4,250 | 49,658 | SH | SOLE | 49,658 | 0 | 0 | ||
PPG INDUSTRIES, INC. | COM | 693506107 | 3,042 | 15,463 | SH | SOLE | 15,463 | 0 | 0 | ||
PPL CORP. | COM | 69351T106 | 2,000 | 60,902 | SH | SOLE | 60,902 | 0 | 0 | ||
PTC INC | COM | 69370C100 | 893 | 24,200 | SH | SOLE | 24,200 | 0 | 0 | ||
PACCAR INC. | COM | 693718108 | 401 | 7,056 | SH | SOLE | 7,056 | 0 | 0 | ||
PACKAGING CORP. OF AMERICA | COM | 695156109 | 377 | 5,900 | SH | SOLE | 5,900 | 0 | 0 | ||
PACWEST BANCORP | COM | 695263103 | 210 | 5,100 | SH | SOLE | 5,100 | 0 | 0 | ||
PALL CORP. | COM | 696429307 | 663 | 7,922 | SH | SOLE | 7,922 | 0 | 0 | ||
PANTRY, INC. | COM | 698657103 | 269 | 13,300 | SH | SOLE | 13,300 | 0 | 0 | ||
PARKER-HANNIFIN CORP. | COM | 701094104 | 1,431 | 12,538 | SH | SOLE | 12,538 | 0 | 0 | ||
PATTERSON UTI ENERGY INC. | COM | 703481101 | 1,939 | 59,600 | SH | SOLE | 59,600 | 0 | 0 | ||
PAYCHEX INC | COM | 704326107 | 441 | 9,977 | SH | SOLE | 9,977 | 0 | 0 | ||
PEABODY ENERGY CORPORATION | COM | 704549104 | 498 | 40,195 | SH | SOLE | 40,195 | 0 | 0 | ||
PENSKE AUTO GROUP INC | COM | 70959W103 | 479 | 11,800 | SH | SOLE | 11,800 | 0 | 0 | ||
PEOPLE'S UNITED FINANCIAL INC | COM | 712704105 | 217 | 15,010 | SH | SOLE | 15,010 | 0 | 0 | ||
PEP BOYS-MANNY, MOE & JACK | COM | 713278109 | 9,108 | 1,022,252 | SH | SOLE | 1,022,252 | 0 | 0 | ||
PEPCO HOLDINGS INC. | COM | 713291102 | 1,078 | 40,299 | SH | SOLE | 40,299 | 0 | 0 | ||
PEPSICO INC. | COM | 713448108 | 10,573 | 113,575 | SH | SOLE | 113,575 | 0 | 0 | ||
PETROBRAS ARGENTINA SA | ADR | 71646J109 | 114 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
PETSMART INC. | COM | 716768106 | 11,057 | 157,757 | SH | SOLE | 157,757 | 0 | 0 | ||
PFIZER, INC. | COM | 717081103 | 18,363 | 620,986 | SH | SOLE | 620,986 | 0 | 0 | ||
PHILIP MORRIS INTERNATIONAL INC. | COM | 718172109 | 10,317 | 123,702 | SH | SOLE | 123,702 | 0 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 11,568 | 142,274 | SH | SOLE | 142,274 | 0 | 0 | ||
PILGRIM'S PRIDE CORP. | COM | 72147K108 | 2,744 | 89,800 | SH | SOLE | 89,800 | 0 | 0 | ||
PITNEY BOWES, INC. | COM | 724479100 | 3,818 | 152,788 | SH | SOLE | 152,788 | 0 | 0 | ||
PLAINS ALL AMERICAN PIPELINE | COM | 726503105 | 5,064 | 86,030 | SH | SOLE | 86,030 | 0 | 0 | ||
PLY GEM HOLDINGS, INC. | COM | 72941W100 | 4,120 | 380,030 | SH | SOLE | 380,030 | 0 | 0 | ||
POLARIS INDUSTRIES, INC. | COM | 731068102 | 936 | 6,250 | SH | SOLE | 6,250 | 0 | 0 | ||
POOL CORPORATION | COM | 73278L105 | 523 | 9,700 | SH | SOLE | 9,700 | 0 | 0 | ||
POPULAR INC. | COM | 733174700 | 527 | 17,900 | SH | SOLE | 17,900 | 0 | 0 | ||
POST HOLDINGS INC. | COM | 737446104 | 3,405 | 102,608 | SH | SOLE | 102,608 | 0 | 0 | ||
PRAXAIR INC. | COM | 74005P104 | 1,179 | 9,140 | SH | SOLE | 9,140 | 0 | 0 | ||
PRECISION CASTPARTS CORP. | COM | 740189105 | 1,396 | 5,895 | SH | SOLE | 5,895 | 0 | 0 | ||
T ROWE PRICE GROUP, INC. | COM | 74144T108 | 1,771 | 22,592 | SH | SOLE | 22,592 | 0 | 0 | ||
PRICELINE GROUP, INC. | COM | 741503403 | 4,345 | 3,750 | SH | SOLE | 3,750 | 0 | 0 | ||
PRIMERICA INC | COM | 74164M108 | 236 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
PRINCIPAL FINANCIAL GROUP, INC. | COM | 74251V102 | 2,170 | 41,364 | SH | SOLE | 41,364 | 0 | 0 | ||
PROCTER & GAMBLE CO. | COM | 742718109 | 11,833 | 141,303 | SH | SOLE | 141,303 | 0 | 0 | ||
PROGRESSIVE CORP., THE | COM | 743315103 | 980 | 38,748 | SH | SOLE | 38,748 | 0 | 0 | ||
PROGRESSIVE WASTE SOLUTIONS LTD. | COM | 74339G101 | 1,969 | 76,388 | SH | SOLE | 76,388 | 0 | 0 | ||
PROTECTIVE LIFE CORP. | COM | 743674103 | 227 | 3,266 | SH | SOLE | 3,266 | 0 | 0 | ||
PRUDENTIAL FINANCIAL, INC. | COM | 744320102 | 4,103 | 46,662 | SH | SOLE | 46,662 | 0 | 0 | ||
PUBLIC SERVICE ENTERPRISE GROUP INC. | COM | 744573106 | 2,105 | 56,533 | SH | SOLE | 56,533 | 0 | 0 | ||
PUBLIC STORAGE | REIT | 74460D109 | 323 | 1,950 | SH | SOLE | 1,950 | 0 | 0 | ||
PULTEGROUP, INC. | COM | 745867101 | 963 | 54,547 | SH | SOLE | 54,547 | 0 | 0 | ||
QUALCOM, INC. | COM | 747525103 | 14,302 | 191,278 | SH | SOLE | 191,278 | 0 | 0 | ||
QUALITY DISTRIBUTION INC. | COM | 74756M102 | 9,487 | 742,314 | SH | SOLE | 742,314 | 0 | 0 | ||
QUANTA SERVICES, INC. | COM | 74762E102 | 564 | 15,537 | SH | SOLE | 15,537 | 0 | 0 | ||
QUEST DIAGNOSTICS INC. | COM | 74834L100 | 603 | 9,944 | SH | SOLE | 9,944 | 0 | 0 | ||
QUICKSILVER RESOURCES INC. | COM | 74837R104 | 81 | 134,600 | SH | SOLE | 134,600 | 0 | 0 | ||
QUINTILES TRANSNATIONAL HOLDIN | COM | 74876Y101 | 416 | 7,462 | SH | SOLE | 7,462 | 0 | 0 | ||
R P M INTERNATIONAL, INC. | COM | 749685103 | 1,120 | 24,470 | SH | SOLE | 24,470 | 0 | 0 | ||
RPX CORP | COM | 74972G103 | 239 | 17,400 | SH | SOLE | 17,400 | 0 | 0 | ||
RANDGOLD RESOURCES LTD | ADR | 752344309 | 503 | 7,447 | SH | SOLE | 7,447 | 0 | 0 | ||
RAYONIER ADVANCED MATERIALS INC. | COM | 75508B104 | 5,561 | 168,988 | SH | SOLE | 168,988 | 0 | 0 | ||
RAYTHEON COMPANY | COM | 755111507 | 2,796 | 27,513 | SH | SOLE | 27,513 | 0 | 0 | ||
REALTY INCOME CORP. | REIT | 756109104 | 359 | 8,800 | SH | SOLE | 8,800 | 0 | 0 | ||
RED HAT INC. | COM | 756577102 | 266 | 4,745 | SH | SOLE | 4,745 | 0 | 0 | ||
REGENCY ENERGY PARTNERS LP | COM | 75885Y107 | 1,035 | 31,727 | SH | SOLE | 31,727 | 0 | 0 | ||
REGENERON PHARMACEUTICALS, INC. | COM | 75886F107 | 342 | 950 | SH | SOLE | 950 | 0 | 0 | ||
REGIONS FINANCIAL CORP. | COM | 7591EP100 | 1,473 | 146,668 | SH | SOLE | 146,668 | 0 | 0 | ||
REINSURANCE GROUP OF AMERICA, INC. | COM | 759351604 | 2,399 | 29,943 | SH | SOLE | 29,943 | 0 | 0 | ||
RELIANCE STEEL & ALUMINUM CO. | COM | 759509102 | 1,152 | 16,845 | SH | SOLE | 16,845 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | COM | 75972A301 | 183 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
REPUBLIC SERVICES INC. | COM | 760759100 | 4,218 | 108,098 | SH | SOLE | 108,098 | 0 | 0 | ||
RESMED INC. | COM | 761152107 | 291 | 5,900 | SH | SOLE | 5,900 | 0 | 0 | ||
RESOLUTE FOREST PRODUCTS, INC. | COM | 76117W109 | 586 | 37,466 | SH | SOLE | 37,466 | 0 | 0 | ||
RESOURCE CAPITAL CORPORATION | COM | 76120W302 | 170 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
REX AMERICAN RESOURCES CORP | COM | 761624105 | 248 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
REYNOLDS AMERICAN INC. | COM | 761713106 | 699 | 11,842 | SH | SOLE | 11,842 | 0 | 0 | ||
RICE ENERGY INC. | COM | 762760106 | 503 | 18,900 | SH | SOLE | 18,900 | 0 | 0 | ||
RITE AID CORP. | COM | 767754104 | 361 | 74,500 | SH | SOLE | 74,500 | 0 | 0 | ||
RIVERBED TECHNOLOGY INC. | COM | 768573107 | 425 | 22,900 | SH | SOLE | 22,900 | 0 | 0 | ||
ROBERT HALF INTERNATIONAL, INC. | COM | 770323103 | 307 | 6,261 | SH | SOLE | 6,261 | 0 | 0 | ||
ROCK-TENN CO. | COM | 772739207 | 18,158 | 381,630 | SH | SOLE | 381,630 | 0 | 0 | ||
ROCKWELL AUTOMATION INC. | COM | 773903109 | 869 | 7,909 | SH | SOLE | 7,909 | 0 | 0 | ||
ROCKWELL COLLINS INC. | COM | 774341101 | 324 | 4,125 | SH | SOLE | 4,125 | 0 | 0 | ||
ROPER INDUSTRIES INC. | COM | 776696106 | 1,489 | 10,177 | SH | SOLE | 10,177 | 0 | 0 | ||
ROSS STORES INC. | COM | 778296103 | 1,517 | 20,068 | SH | SOLE | 20,068 | 0 | 0 | ||
ROVI CORPORATION | COM | 779376102 | 640 | 32,400 | SH | SOLE | 32,400 | 0 | 0 | ||
ROYAL GOLD, INC. | COM | 780287108 | 253 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
RYDER SYSTEM INC. | COM | 783549108 | 1,042 | 11,586 | SH | SOLE | 11,586 | 0 | 0 | ||
SBA COMMUNICATIONS CORP. | COM | 78388J106 | 415 | 3,740 | SH | SOLE | 3,740 | 0 | 0 | ||
SEI INVESTMENTS COMPANY | COM | 784117103 | 466 | 12,900 | SH | SOLE | 12,900 | 0 | 0 | ||
SL GREEN REALTY CORP. | REIT | 78440X101 | 546 | 5,390 | SH | SOLE | 5,390 | 0 | 0 | ||
SM ENERGY COMPANY | COM | 78454L100 | 382 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
SPX CORP. | COM | 784635104 | 608 | 6,470 | SH | SOLE | 6,470 | 0 | 0 | ||
STANDARD PARKING CORP. | COM | 78469C103 | 7,236 | 381,647 | SH | SOLE | 381,647 | 0 | 0 | ||
SVB FINANCIAL GROUP | COM | 78486Q101 | 235 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
SABRE CORP | COM | 78573M104 | 276 | 15,400 | SH | SOLE | 15,400 | 0 | 0 | ||
SAFEWAY INC. | COM | 786514208 | 1,153 | 33,621 | SH | SOLE | 33,621 | 0 | 0 | ||
ST. JUDE MEDICAL INC. | COM | 790849103 | 1,493 | 24,829 | SH | SOLE | 24,829 | 0 | 0 | ||
SALESFORCE.COM INC. | COM | 79466L302 | 1,741 | 30,264 | SH | SOLE | 30,264 | 0 | 0 | ||
SANDISK CORP. | COM | 80004C101 | 3,376 | 34,463 | SH | SOLE | 34,463 | 0 | 0 | ||
SANDRIDGE ENERGY, INC. | COM | 80007P307 | 285 | 66,500 | SH | SOLE | 66,500 | 0 | 0 | ||
SANMINA-SCI CORPORATION | COM | 801056102 | 223 | 10,700 | SH | SOLE | 10,700 | 0 | 0 | ||
SANTANDER CONSUMER USA HOLDINGS INC | COM | 80283M101 | 410 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
SCANA CORP. | COM | 80589M102 | 666 | 13,420 | SH | SOLE | 13,420 | 0 | 0 | ||
HENRY SCHEIN, INC. | COM | 806407102 | 302 | 2,590 | SH | SOLE | 2,590 | 0 | 0 | ||
SCHLUMBERGER LTD. | COM | 806857108 | 6,829 | 67,159 | SH | SOLE | 67,159 | 0 | 0 | ||
CHARLES SCHWAB CORP. | COM | 808513105 | 1,553 | 52,834 | SH | SOLE | 52,834 | 0 | 0 | ||
SCICLONE PHARMACEUTICALS INC | COM | 80862K104 | 122 | 17,700 | SH | SOLE | 17,700 | 0 | 0 | ||
SCRIPPS NETWORKS INTERACTIVE INC. | COM | 811065101 | 663 | 8,496 | SH | SOLE | 8,496 | 0 | 0 | ||
SEALED AIR CORPORATION | COM | 81211K100 | 792 | 22,700 | SH | SOLE | 22,700 | 0 | 0 | ||
SELECT SECTOR SPDR HEATH CARE | ETF | 81369Y209 | 1,086 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
SELECT SECTOR SPDR CON STAPLES | ETF | 81369Y308 | 668 | 14,800 | SH | SOLE | 14,800 | 0 | 0 | ||
SELECT SECTOR SPDR CON DISCRET | ETF | 81369Y407 | 547 | 8,200 | SH | SOLE | 8,200 | 0 | 0 | ||
SELECT SECTOR SPDR ENERGY | ETF | 81369Y506 | 852 | 9,400 | SH | SOLE | 9,400 | 0 | 0 | ||
SELECT SECTOR SPDR FINANCIAL | ETF | 81369Y605 | 3,137 | 135,381 | SH | SOLE | 135,381 | 0 | 0 | ||
SELECT SECTOR SPDR INDUSTRIAL | ETF | 81369Y704 | 829 | 15,600 | SH | SOLE | 15,600 | 0 | 0 | ||
SELECT SECTOR SPDR TECHNOLOGY | ETF | 81369Y803 | 2,167 | 54,300 | SH | SOLE | 54,300 | 0 | 0 | ||
SELECT SECTOR SPDR UTILITIES | ETF | 81369Y886 | 244 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 436 | 4,134 | SH | SOLE | 4,134 | 0 | 0 | ||
SENIOR HOUSING PROPERTIES TRUST | REIT | 81721M109 | 272 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
SERVICE CORP. INTERNATIONAL | COM | 817565104 | 228 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
SHERWIN-WILLIAMS CO. | COM | 824348106 | 337 | 1,540 | SH | SOLE | 1,540 | 0 | 0 | ||
SIGMA-ALDRICH CORP. | COM | 826552101 | 1,155 | 8,495 | SH | SOLE | 8,495 | 0 | 0 | ||
SIGNATURE BANK CORPORATION | COM | 82669G104 | 243 | 2,170 | SH | SOLE | 2,170 | 0 | 0 | ||
SILVER WHEATON CORPORATION | COM | 828336107 | 709 | 35,570 | SH | SOLE | 35,570 | 0 | 0 | ||
SIMON PROPERTY GROUP, INC | REIT | 828806109 | 1,905 | 11,588 | SH | SOLE | 11,588 | 0 | 0 | ||
SKYWEST, INC. | COM | 830879102 | 315 | 40,500 | SH | SOLE | 40,500 | 0 | 0 | ||
SKYWORKS SOLUTIONS, INC. | COM | 83088M102 | 1,469 | 25,300 | SH | SOLE | 25,300 | 0 | 0 | ||
A.O. SMITH CORPORATION | COM | 831865209 | 478 | 10,100 | SH | SOLE | 10,100 | 0 | 0 | ||
J.M. SMUCKER CO. (THE) | COM | 832696405 | 425 | 4,292 | SH | SOLE | 4,292 | 0 | 0 | ||
SNAP-ON INC. | COM | 833034101 | 539 | 4,455 | SH | SOLE | 4,455 | 0 | 0 | ||
SOCIEDAD QUIMICA Y MINERA DE C | ADR | 833635105 | 947 | 36,220 | SH | SOLE | 36,220 | 0 | 0 | ||
SOLAR CAPITAL LTD | COM | 83413U100 | 198 | 10,600 | SH | SOLE | 10,600 | 0 | 0 | ||
SOLARWINDS INC | COM | 83416B109 | 908 | 21,600 | SH | SOLE | 21,600 | 0 | 0 | ||
SOLECTRON CORPORATION | CONV | 834182AL1 | 5,440 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
SOLERA HOLDINGS INC. | COM | 83421A104 | 564 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
SONOCO PRODUCTS CO. | COM | 835495102 | 2,956 | 75,244 | SH | SOLE | 75,244 | 0 | 0 | ||
SOUTHERN COMPANY | COM | 842587107 | 2,506 | 57,407 | SH | SOLE | 57,407 | 0 | 0 | ||
SOUTHWEST AIRLINES COMPANY | COM | 844741108 | 4,111 | 121,749 | SH | SOLE | 121,749 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO. | COM | 845467109 | 416 | 11,900 | SH | SOLE | 11,900 | 0 | 0 | ||
SPECTRA ENERGY CORP | COM | 847560109 | 885 | 22,535 | SH | SOLE | 22,535 | 0 | 0 | ||
SPECTRA ENERGY PARTNERS LP | COM | 84756N109 | 1,413 | 26,659 | SH | SOLE | 26,659 | 0 | 0 | ||
SPECTRASCIENCE, INC. | COM | 84760E301 | 3 | 157,715 | SH | SOLE | 157,715 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HOLDINGS INC | COM | 848574109 | 959 | 25,200 | SH | SOLE | 25,200 | 0 | 0 | ||
SPIRIT AIRLINES, INC. | COM | 848577102 | 422 | 6,100 | SH | SOLE | 6,100 | 0 | 0 | ||
SPIRIT REALTY CAPITAL INC. | REIT | 84860W102 | 223 | 20,300 | SH | SOLE | 20,300 | 0 | 0 | ||
SPOK HOLDINGS INC | COM | 84863T106 | 211 | 16,200 | SH | SOLE | 16,200 | 0 | 0 | ||
SPRINT CORP. | COM | 85207U105 | 256 | 40,379 | SH | SOLE | 40,379 | 0 | 0 | ||
STANLEY BLACK & DECKER INC. | COM | 854502101 | 753 | 8,481 | SH | SOLE | 8,481 | 0 | 0 | ||
STAPLES INC. | COM | 855030102 | 667 | 55,148 | SH | SOLE | 55,148 | 0 | 0 | ||
STAR GAS PARTNERS LP | COM | 85512C105 | 628 | 109,950 | SH | SOLE | 109,950 | 0 | 0 | ||
STARBUCKS CORP. | COM | 855244109 | 3,160 | 41,872 | SH | SOLE | 41,872 | 0 | 0 | ||
STARWOOD PROPERTY TRUST INC. | REIT | 85571B105 | 235 | 10,700 | SH | SOLE | 10,700 | 0 | 0 | ||
STARZ | COM | 85571Q102 | 5,924 | 179,095 | SH | SOLE | 179,095 | 0 | 0 | ||
STARWOOD HOTELS & RESORTS WORLDWIDE INC. | COM | 85590A401 | 1,296 | 15,575 | SH | SOLE | 15,575 | 0 | 0 | ||
STATE STREET CORP. | COM | 857477103 | 1,852 | 25,161 | SH | SOLE | 25,161 | 0 | 0 | ||
STEEL DYNAMICS INC. | COM | 858119100 | 253 | 11,200 | SH | SOLE | 11,200 | 0 | 0 | ||
STEIN MART, INC. | COM | 858375108 | 187 | 16,200 | SH | SOLE | 16,200 | 0 | 0 | ||
STERICYCLE, INC. | COM | 858912108 | 397 | 3,404 | SH | SOLE | 3,404 | 0 | 0 | ||
STONE ENERGY CORPORATION | COM | 861642106 | 220 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
STRYKER CORPORATION | COM | 863667101 | 1,906 | 23,609 | SH | SOLE | 23,609 | 0 | 0 | ||
SUNCOR ENERGY, INC. | COM | 867224107 | 637 | 17,619 | SH | SOLE | 17,619 | 0 | 0 | ||
SUNEDISON, INC. | COM | 86732Y109 | 657 | 34,800 | SH | SOLE | 34,800 | 0 | 0 | ||
SUNCO LOGISTICS PARTNERS LP | COM | 86764L108 | 2,395 | 49,630 | SH | SOLE | 49,630 | 0 | 0 | ||
SUNPOWER CORPORATION | COM | 867652406 | 325 | 9,600 | SH | SOLE | 9,600 | 0 | 0 | ||
SUNTRUST BANKS, INC. | COM | 867914103 | 2,004 | 52,700 | SH | SOLE | 52,700 | 0 | 0 | ||
SUPERIOR ENERGY SERVICES INC. | COM | 868157108 | 1,045 | 31,800 | SH | SOLE | 31,800 | 0 | 0 | ||
SUPREME INDUSTRIES, INC. | COM | 868607102 | 2,481 | 317,706 | SH | SOLE | 317,706 | 0 | 0 | ||
SYMANTEC CORP. | COM | 871503108 | 925 | 39,334 | SH | SOLE | 39,334 | 0 | 0 | ||
SYNNEX CORP. | COM | 87162W100 | 394 | 6,100 | SH | SOLE | 6,100 | 0 | 0 | ||
SYSCO CORP. | COM | 871829107 | 323 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
TD AMERITRADE HOLDING CORP. | COM | 87236Y108 | 951 | 28,500 | SH | SOLE | 28,500 | 0 | 0 | ||
TCP CAPITAL CORP | COM | 87238Q103 | 25,766 | 1,603,372 | SH | SOLE | 1,603,372 | 0 | 0 | ||
TJX COMPANIES INC. | COM | 872540109 | 5,986 | 101,166 | SH | SOLE | 101,166 | 0 | 0 | ||
TRW AUTOMOTIVE HOLDINGS CORP. | COM | 87264S106 | 677 | 6,690 | SH | SOLE | 6,690 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SFTWR | COM | 874054109 | 221 | 9,600 | SH | SOLE | 9,600 | 0 | 0 | ||
TAMINCO CORPORATION | COM | 87509U106 | 14,749 | 565,105 | SH | SOLE | 565,105 | 0 | 0 | ||
TARGA RESOURCES PARTNERS LP | COM | 87611X105 | 3,004 | 41,515 | SH | SOLE | 41,515 | 0 | 0 | ||
TARGET CORP. | COM | 87612E106 | 2,385 | 38,053 | SH | SOLE | 38,053 | 0 | 0 | ||
TARGA RESOURCES CORP | COM | 87612G101 | 272 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
TAUBMAN CENTERS, INC. | REIT | 876664103 | 1,059 | 14,500 | SH | SOLE | 14,500 | 0 | 0 | ||
TECH DATA CORPORATION | COM | 878237106 | 930 | 15,800 | SH | SOLE | 15,800 | 0 | 0 | ||
TELEFLEX, INC. | COM | 879369106 | 492 | 4,681 | SH | SOLE | 4,681 | 0 | 0 | ||
TERADATA CORPORATION | COM | 88076W103 | 649 | 15,484 | SH | SOLE | 15,484 | 0 | 0 | ||
TERADYNE INC | COM | 880770102 | 968 | 49,900 | SH | SOLE | 49,900 | 0 | 0 | ||
TERRA NITROGEN COMPANY LP | COM | 881005201 | 931 | 6,446 | SH | SOLE | 6,446 | 0 | 0 | ||
TESORO PETROLEUM CORPORATION | COM | 881609101 | 7,024 | 115,183 | SH | SOLE | 115,183 | 0 | 0 | ||
TEXAS INSTRUMENTS INC. | COM | 882508104 | 3,995 | 83,769 | SH | SOLE | 83,769 | 0 | 0 | ||
TEXAS ROADHOUSE, INC. | COM | 882681109 | 380 | 13,650 | SH | SOLE | 13,650 | 0 | 0 | ||
TEXTRON INC. | COM | 883203101 | 1,028 | 28,557 | SH | SOLE | 28,557 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC. | COM | 883556102 | 2,231 | 18,334 | SH | SOLE | 18,334 | 0 | 0 | ||
THOMSON REUTERS CORP. | COM | 884903105 | 244 | 6,700 | SH | SOLE | 6,700 | 0 | 0 | ||
3M COMPANY | COM | 88579Y101 | 8,424 | 59,457 | SH | SOLE | 59,457 | 0 | 0 | ||
TIFFANY AND COMPANY | COM | 886547108 | 329 | 3,413 | SH | SOLE | 3,413 | 0 | 0 | ||
TIME WARNER INC. | COM | 887317303 | 5,400 | 71,800 | SH | SOLE | 71,800 | 0 | 0 | ||
TIME WARNER CABLE, INC. | COM | 88732J207 | 3,123 | 21,764 | SH | SOLE | 21,764 | 0 | 0 | ||
TIMKENSTEEL CORP | COM | 887399103 | 11,088 | 238,500 | SH | SOLE | 238,500 | 0 | 0 | ||
TORCHMARK CORPORATION | COM | 891027104 | 1,520 | 29,019 | SH | SOLE | 29,019 | 0 | 0 | ||
TOTAL S A | COM | 89151E109 | 3,190 | 49,490 | SH | SOLE | 49,490 | 0 | 0 | ||
TOTAL SYSTEM SERVICES INC. | COM | 891906109 | 676 | 21,828 | SH | SOLE | 21,828 | 0 | 0 | ||
TRAVELERS COS, INC. | COM | 89417E109 | 3,131 | 33,325 | SH | SOLE | 33,325 | 0 | 0 | ||
TRIMBLE NAVIGATION LTD | COM | 896239100 | 635 | 20,820 | SH | SOLE | 20,820 | 0 | 0 | ||
TRINITY INDUSTRIES INC. | COM | 896522109 | 748 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
TRIPADVISOR INC | COM | 896945201 | 638 | 6,980 | SH | SOLE | 6,980 | 0 | 0 | ||
TUPPERWARE BRANDS CORPORATION | COM | 899896104 | 221 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
NEWS CORPORATION | COM | 90130A101 | 1,268 | 36,988 | SH | SOLE | 36,988 | 0 | 0 | ||
TWO HARBORS INVESTMENT CORP | REIT | 90187B101 | 372 | 38,500 | SH | SOLE | 38,500 | 0 | 0 | ||
TYSON FOODS, INC. | COM | 902494103 | 1,958 | 49,721 | SH | SOLE | 49,721 | 0 | 0 | ||
UGI CORPORATION | COM | 902681105 | 439 | 12,882 | SH | SOLE | 12,882 | 0 | 0 | ||
US BANCORP | COM | 902973304 | 5,480 | 130,999 | SH | SOLE | 130,999 | 0 | 0 | ||
URS CORPORATION | COM | 903236107 | 1,198 | 20,800 | SH | SOLE | 20,800 | 0 | 0 | ||
USANA HEALTH SCIENCES | COM | 90328M107 | 206 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
USG CORP. | COM | 903293405 | 12,631 | 459,460 | SH | SOLE | 459,460 | 0 | 0 | ||
ULTRA PETROLEUM CORP | COM | 903914109 | 328 | 14,100 | SH | SOLE | 14,100 | 0 | 0 | ||
ULTRAPAR PARTICIPACOES SA | ADR | 90400P101 | 935 | 44,275 | SH | SOLE | 44,275 | 0 | 0 | ||
UNION PACIFIC CORPORATION | COM | 907818108 | 14,623 | 134,878 | SH | SOLE | 134,878 | 0 | 0 | ||
UNISYS CORPORATION | COM | 909214306 | 218 | 9,300 | SH | SOLE | 9,300 | 0 | 0 | ||
UNIT CORP. | COM | 909218109 | 364 | 6,200 | SH | SOLE | 6,200 | 0 | 0 | ||
UNITED CONTINENTAL HOLDINGS INC. | COM | 910047109 | 892 | 19,055 | SH | SOLE | 19,055 | 0 | 0 | ||
UNITED PARCEL SERVICE, INC. | COM | 911312106 | 1,358 | 13,815 | SH | SOLE | 13,815 | 0 | 0 | ||
UNITED RENTALS INC. | COM | 911363109 | 1,550 | 13,950 | SH | SOLE | 13,950 | 0 | 0 | ||
UNITED STATES STEEL CORP. | COM | 912909108 | 1,491 | 38,062 | SH | SOLE | 38,062 | 0 | 0 | ||
UNITED STATIONERS, INC. | COM | 913004107 | 308 | 8,200 | SH | SOLE | 8,200 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP. | COM | 913017109 | 4,373 | 41,412 | SH | SOLE | 41,412 | 0 | 0 | ||
UNITED THERAPEUTICS CORP | COM | 91307C102 | 760 | 5,910 | SH | SOLE | 5,910 | 0 | 0 | ||
UNITEDHEALTH GROUP, INC. | COM | 91324P102 | 8,732 | 101,245 | SH | SOLE | 101,245 | 0 | 0 | ||
UNIVERSAL ELECTRONICS INC | COM | 913483103 | 217 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
UNIVERSAL HEALTH SERVICES INC. | COM | 913903100 | 2,209 | 21,140 | SH | SOLE | 21,140 | 0 | 0 | ||
UNUM GROUP | COM | 91529Y106 | 1,255 | 36,506 | SH | SOLE | 36,506 | 0 | 0 | ||
VCA INC. | COM | 918194101 | 409 | 10,400 | SH | SOLE | 10,400 | 0 | 0 | ||
VF CORP. | COM | 918204108 | 2,674 | 40,500 | SH | SOLE | 40,500 | 0 | 0 | ||
VSE CORP | COM | 918284100 | 750 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
VOXX INTERNATIONAL CORP | COM | 91829F104 | 138 | 14,800 | SH | SOLE | 14,800 | 0 | 0 | ||
VALERO ENERGY CORPORATION | COM | 91913Y100 | 3,268 | 70,621 | SH | SOLE | 70,621 | 0 | 0 | ||
VALMONT INDUSTRIES, INC. | COM | 920253101 | 1,311 | 9,715 | SH | SOLE | 9,715 | 0 | 0 | ||
VANGUARD FTSE DEVELOPED MARKETS ETF | ETF | 921943858 | 2,975 | 74,840 | SH | SOLE | 74,840 | 0 | 0 | ||
VANGUARD FTSE EMERGING MARKETS | ETF | 922042858 | 2,327 | 55,800 | SH | SOLE | 55,800 | 0 | 0 | ||
VARIAN MEDICAL SYSTEMS, INC. | COM | 92220P105 | 703 | 8,771 | SH | SOLE | 8,771 | 0 | 0 | ||
VECTRUS, INC. | COM | 92242T101 | 305 | 15,598 | SH | SOLE | 15,598 | 0 | 0 | ||
VEEVA SYSTEMS INC | COM | 922475108 | 310 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
VENTAS INC. | REIT | 92276F100 | 413 | 6,661 | SH | SOLE | 6,661 | 0 | 0 | ||
VERIFONE SYSTEMS INC. | COM | 92342Y109 | 890 | 25,900 | SH | SOLE | 25,900 | 0 | 0 | ||
VERISIGN INC. | COM | 92343E102 | 3,341 | 60,620 | SH | SOLE | 60,620 | 0 | 0 | ||
VERIZON COMMUNICATIONS, INC. | COM | 92343V104 | 15,751 | 315,087 | SH | SOLE | 315,087 | 0 | 0 | ||
VERTEX PHARMACEUTICALS INCORPORATED | COM | 92532F100 | 258 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
VERTRUE LLC | COM | 92534NBB6 | 0 | 229,752 | SH | SOLE | 229,752 | 0 | 0 | ||
VIACOM, INC. | COM | 92553P201 | 3,262 | 42,400 | SH | SOLE | 42,400 | 0 | 0 | ||
VISA, INC. | COM | 92826C839 | 4,335 | 20,318 | SH | SOLE | 20,318 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY, INC. | COM | 928298108 | 623 | 43,600 | SH | SOLE | 43,600 | 0 | 0 | ||
VISTEON CORP. | COM | 92839U206 | 204 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
VMWARE, INC. | COM | 928563402 | 373 | 3,980 | SH | SOLE | 3,980 | 0 | 0 | ||
VORNADO REALTY TRUST | REIT | 929042109 | 351 | 3,515 | SH | SOLE | 3,515 | 0 | 0 | ||
VULCAN MATERIALS CO. | COM | 929160109 | 769 | 12,763 | SH | SOLE | 12,763 | 0 | 0 | ||
W T OFFSHORE INC | COM | 92922P106 | 235 | 21,330 | SH | SOLE | 21,330 | 0 | 0 | ||
WABCO HOLDINGS INC | COM | 92927K102 | 210 | 2,310 | SH | SOLE | 2,310 | 0 | 0 | ||
W. P. CAREY INC. | REIT | 92936U109 | 249 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
WABTEC CORPORATION | COM | 929740108 | 2,573 | 31,750 | SH | SOLE | 31,750 | 0 | 0 | ||
WAL-MART STORES, INC. | COM | 931142103 | 4,444 | 58,115 | SH | SOLE | 58,115 | 0 | 0 | ||
WALGREEN COMPANY | COM | 931422109 | 3,050 | 51,463 | SH | SOLE | 51,463 | 0 | 0 | ||
WASHINGTON PRIME GROUP INC. | REIT | 939647103 | 407 | 23,300 | SH | SOLE | 23,300 | 0 | 0 | ||
WASTE MANAGEMENT INC. | COM | 94106L109 | 1,195 | 25,139 | SH | SOLE | 25,139 | 0 | 0 | ||
WATERS CORPORATION | COM | 941848103 | 547 | 5,520 | SH | SOLE | 5,520 | 0 | 0 | ||
WEINGARTEN REALTY INVESTORS | REIT | 948741103 | 205 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
WELLPOINT, INC. | COM | 94973V107 | 7,787 | 65,094 | SH | SOLE | 65,094 | 0 | 0 | ||
WELLPOINT, INC. | CONV | 94973VBG1 | 23,386 | 14,200,000 | PRN | SOLE | 14,200,000 | 0 | 0 | ||
WELLS FARGO & COMPANY | COM | 949746101 | 21,255 | 409,780 | SH | SOLE | 409,780 | 0 | 0 | ||
WEST CORPORATION | COM | 952355204 | 274 | 9,300 | SH | SOLE | 9,300 | 0 | 0 | ||
WESTAR ENERGY INC. | COM | 95709T100 | 317 | 9,300 | SH | SOLE | 9,300 | 0 | 0 | ||
WESTERN DIGITAL CORPORATION | COM | 958102105 | 3,570 | 36,683 | SH | SOLE | 36,683 | 0 | 0 | ||
WESTERN GAS PARTNERS LP | COM | 958254104 | 1,118 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
WESTERN REFINING, INC. | COM | 959319104 | 689 | 16,400 | SH | SOLE | 16,400 | 0 | 0 | ||
WESTERN UNION COMPANY, THE | COM | 959802109 | 3,957 | 246,715 | SH | SOLE | 246,715 | 0 | 0 | ||
WESTLAKE CHEMICAL CORPORATION | COM | 960413102 | 6,558 | 75,740 | SH | SOLE | 75,740 | 0 | 0 | ||
WEYERHAEUSER CO. | REIT | 962166104 | 500 | 15,703 | SH | SOLE | 15,703 | 0 | 0 | ||
WHIRLPOOL CORPORATION | COM | 963320106 | 9,383 | 64,422 | SH | SOLE | 64,422 | 0 | 0 | ||
WHITEHORSE FINANCE INC | COM | 96524V106 | 186 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
WHITEWAVE FOODS CO | COM | 966244105 | 5,773 | 158,915 | SH | SOLE | 158,915 | 0 | 0 | ||
WHITING PETROLEUM CORP. | COM | 966387102 | 1,117 | 14,400 | SH | SOLE | 14,400 | 0 | 0 | ||
WHOLE FOODS MARKET INC. | COM | 966837106 | 203 | 5,322 | SH | SOLE | 5,322 | 0 | 0 | ||
JOHN WILEY & SONS, INC. | COM | 968223206 | 595 | 10,600 | SH | SOLE | 10,600 | 0 | 0 | ||
WILLIAMS PARTNERS LP | COM | 96950F104 | 1,411 | 26,605 | SH | SOLE | 26,605 | 0 | 0 | ||
WILLIAMS-SONOMA, INC. | COM | 969904101 | 359 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
WINDSTREAM CORP. | COM | 97382A101 | 1,204 | 111,651 | SH | SOLE | 111,651 | 0 | 0 | ||
WISCONSIN ENERGY CORP. | COM | 976657106 | 704 | 16,382 | SH | SOLE | 16,382 | 0 | 0 | ||
WORKDAY INC | COM | 98138H101 | 305 | 3,700 | SH | SOLE | 3,700 | 0 | 0 | ||
WORLD FUEL SERVICES CORP. | COM | 981475106 | 411 | 10,300 | SH | SOLE | 10,300 | 0 | 0 | ||
WORTHINGTON INDUSTRIES, INC. | COM | 981811102 | 3,606 | 96,870 | SH | SOLE | 96,870 | 0 | 0 | ||
WYNDHAM WORLDWIDE CORP. | COM | 98310W108 | 3,797 | 46,731 | SH | SOLE | 46,731 | 0 | 0 | ||
WYNN RESORTS LTD. | REIT | 983134107 | 808 | 4,317 | SH | SOLE | 4,317 | 0 | 0 | ||
XCEL ENERGY INC. | COM | 98389B100 | 1,095 | 36,029 | SH | SOLE | 36,029 | 0 | 0 | ||
XILINX INC. | COM | 983919101 | 852 | 20,127 | SH | SOLE | 20,127 | 0 | 0 | ||
XEROX CORPORATION | COM | 984121103 | 3,995 | 301,982 | SH | SOLE | 301,982 | 0 | 0 | ||
XYLEM INC. | COM | 98419M100 | 481 | 13,556 | SH | SOLE | 13,556 | 0 | 0 | ||
YAHOO! INC. | COM | 984332106 | 773 | 18,963 | SH | SOLE | 18,963 | 0 | 0 | ||
YUM! BRANDS INC. | COM | 988498101 | 929 | 12,911 | SH | SOLE | 12,911 | 0 | 0 | ||
ZEBRA TECHNOLOGIES CORP. | COM | 989207105 | 309 | 4,350 | SH | SOLE | 4,350 | 0 | 0 | ||
ZIMMER HOLDINGS INC. | COM | 98956P102 | 1,274 | 12,669 | SH | SOLE | 12,669 | 0 | 0 | ||
ZIONS BANCORPORATION | COM | 989701107 | 393 | 13,526 | SH | SOLE | 13,526 | 0 | 0 | ||
ZOETIS INC. | COM | 98978V103 | 9,435 | 255,347 | SH | SOLE | 255,347 | 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 | 3,251 | 13,476 | SH | SOLE | 13,476 | 0 | 0 | ||
ALLEGION PLC | COM | G0176J109 | 6,281 | 131,833 | SH | SOLE | 131,833 | 0 | 0 | ||
AMDOCS LTD. | COM | G02602103 | 2,110 | 46,000 | SH | SOLE | 46,000 | 0 | 0 | ||
AON PLC | COM | G0408V102 | 2,451 | 27,952 | SH | SOLE | 27,952 | 0 | 0 | ||
ARCH CAPITAL GROUP LTD. | COM | G0450A105 | 285 | 5,200 | SH | SOLE | 5,200 | 0 | 0 | ||
ASPEN INSURANCE HOLDINGS LTD. | COM | G05384105 | 1,112 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
ASSURED GUARANTY, LTD. | COM | G0585R106 | 295 | 13,300 | SH | SOLE | 13,300 | 0 | 0 | ||
AXIS CAPITAL HOLDINGS LTD. | COM | G0692U109 | 256 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
BABSON CAP GLOBAL INV FD 2 PLC | COM | G0R5P3109 | 102,466 | 1,008,031 | SH | SOLE | 1,008,031 | 0 | 0 | ||
ACCENTURE PLC | COM | G1151C101 | 1,334 | 16,400 | SH | SOLE | 16,400 | 0 | 0 | ||
BUNGE LTD. | COM | G16962105 | 2,180 | 25,885 | SH | SOLE | 25,885 | 0 | 0 | ||
COVIDIEN PLC | COM | G2554F113 | 3,002 | 34,700 | SH | SOLE | 34,700 | 0 | 0 | ||
DELPHI AUTOMOTIVE PLC | COM | G27823106 | 1,534 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
EATON CORPORATION PLC | COM | G29183103 | 496 | 7,829 | SH | SOLE | 7,829 | 0 | 0 | ||
ENDURANCE SPECIALTY HOLDINGS LTD. | COM | G30397106 | 353 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
ENDO INTERNATIONAL PLC | COM | G30401106 | 499 | 7,300 | SH | SOLE | 7,300 | 0 | 0 | ||
ENSCO PLC | COM | G3157S106 | 343 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
EVEREST RE GROUP LTD. | COM | G3223R108 | 574 | 3,540 | SH | SOLE | 3,540 | 0 | 0 | ||
GLOBAL SOURCES LTD | COM | G39300101 | 72 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
HERBALIFE LTD. | COM | G4412G101 | 590 | 13,480 | SH | SOLE | 13,480 | 0 | 0 | ||
INGERSOLL-RAND PLC | COM | G47791101 | 2,221 | 39,400 | SH | SOLE | 39,400 | 0 | 0 | ||
INVESCO LTD. | COM | G491BT108 | 1,245 | 31,535 | SH | SOLE | 31,535 | 0 | 0 | ||
JAZZ PHARMACEUTICALS, INC | COM | G50871105 | 968 | 6,030 | SH | SOLE | 6,030 | 0 | 0 | ||
KOSMOS ENERGY, LTD. | COM | G5315B107 | 186 | 18,700 | SH | SOLE | 18,700 | 0 | 0 | ||
LAZARD LTD. | COM | G54050102 | 446 | 8,800 | SH | SOLE | 8,800 | 0 | 0 | ||
MALLINCKRODT PLC | COM | G5785G107 | 1,937 | 21,488 | SH | SOLE | 21,488 | 0 | 0 | ||
MARVELL TECHNOLOGY GROUP, LTD | COM | G5876H105 | 741 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
MICHAEL KORS HOLDINGS LTD | COM | G60754101 | 543 | 7,600 | SH | SOLE | 7,600 | 0 | 0 | ||
MONTPELIER RE HOLDINGS LTD | COM | G62185106 | 345 | 11,100 | SH | SOLE | 11,100 | 0 | 0 | ||
NABORS INDUSTRIES LTD | COM | G6359F103 | 2,553 | 112,164 | SH | SOLE | 112,164 | 0 | 0 | ||
PARTNERRE LTD. | COM | G6852T105 | 825 | 7,510 | SH | SOLE | 7,510 | 0 | 0 | ||
RENAISSANCERE HOLDINGS LTD. | COM | G7496G103 | 590 | 5,900 | SH | SOLE | 5,900 | 0 | 0 | ||
SEADRILL LTD. | COM | G7945E105 | 495 | 18,500 | SH | SOLE | 18,500 | 0 | 0 | ||
SEAGATE TECHNOLOGY, INC. | COM | G7945M107 | 1,626 | 28,400 | SH | SOLE | 28,400 | 0 | 0 | ||
VANTAGE DRILLING COMPANY | COM | G93205113 | 6,678 | 5,258,083 | SH | SOLE | 5,258,083 | 0 | 0 | ||
XLIT LTD. | COM | G98290102 | 1,510 | 45,535 | SH | SOLE | 45,535 | 0 | 0 | ||
ACE LTD. | COM | H0023R105 | 3,214 | 30,650 | SH | SOLE | 30,650 | 0 | 0 | ||
GARMIN LTD | COM | H2906T109 | 2,906 | 55,900 | SH | SOLE | 55,900 | 0 | 0 | ||
PENTAIR INC. | COM | H6169Q108 | 750 | 11,452 | SH | SOLE | 11,452 | 0 | 0 | ||
TRANSOCEAN LTD. | COM | H8817H100 | 585 | 18,300 | SH | SOLE | 18,300 | 0 | 0 | ||
TYCO INTERNATIONAL LTD. | COM | H89128104 | 798 | 17,900 | SH | SOLE | 17,900 | 0 | 0 | ||
TE CONNECTIVITY LTD. | COM | H8912P106 | 321 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
PACIFIC DRILLING S.A. | COM | L7257P106 | 1,770 | 214,000 | SH | SOLE | 214,000 | 0 | 0 | ||
CHECK POINT SOFTWARE TECH | COM | M22465104 | 222 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
SEADRILL PARTNERS LLC | COM | MHY7545W9 | 381 | 12,200 | SH | SOLE | 12,200 | 0 | 0 | ||
CNH INDUSTRIAL NV | COM | N20944109 | 134 | 16,843 | SH | SOLE | 16,843 | 0 | 0 | ||
CORE LABORATORIES N.V. | COM | N22717107 | 1,064 | 7,267 | SH | SOLE | 7,267 | 0 | 0 | ||
LYONDELLBASELL INDUSTRIES NV | COM | N53745100 | 12,992 | 119,567 | SH | SOLE | 119,567 | 0 | 0 | ||
NIELSEN N.V. | COM | N63218106 | 758 | 17,100 | SH | SOLE | 17,100 | 0 | 0 | ||
COPA HOLDINGS SA | COM | P31076105 | 1,560 | 14,540 | SH | SOLE | 14,540 | 0 | 0 | ||
TRONOX LTD | COM | Q9235V101 | 1,954 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
ROYAL CARIBBEAN CRUISES LTD. | COM | V7780T103 | 357 | 5,300 | SH | SOLE | 5,300 | 0 | 0 | ||
AEGEAN MARINE PETROLEUM | CONV | Y0020QAA9 | 1,944 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
AVAGO TECHNOLOGIES LIMITED | COM | Y0486S104 | 1,209 | 13,900 | SH | SOLE | 13,900 | 0 | 0 | ||
GOLAR LNG PARTNERS LP | COM | Y2745C102 | 866 | 24,930 | SH | SOLE | 24,930 | 0 | 0 | ||
NAVIOS MARITIME PARTNERS LP | COM | Y62267102 | 366 | 20,545 | SH | SOLE | 20,545 | 0 | 0 | ||
OCEAN RIG UDW INC. | COM | Y64354205 | 14,031 | 870,407 | SH | SOLE | 870,407 | 0 | 0 | ||
SAFE BULKERS INC | COM | Y7388L103 | 144 | 21,600 | SH | SOLE | 21,600 | 0 | 0 | ||
CIVEO CORP | OPT | 178787107 | 1,147 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
ISHARES TRUST | OPT | 464287234 | 24,520 | 590,000 | SH | Put | SOLE | 590,000 | 0 | 0 | |
ISHARES TRUST | OPT | 464287465 | 51,296 | 800,000 | SH | Put | SOLE | 800,000 | 0 | 0 | |
ISHARES TRUST | OPT | 464287655 | 4,811 | 44,000 | SH | Put | SOLE | 44,000 | 0 | 0 | |
SPDR S&P 500 ETF TRUST | OPT | 78462F103 | 1,659,578 | 8,423,400 | SH | Put | SOLE | 8,423,400 | 0 | 0 |