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
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