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
SELECT SECTOR SPDR - ENERGY OPT 81369Y506 17,265 218,100 SH Call SOLE   218,100 0 0
ISHARES TRUST OPT 464287234 206,795 5,263,300 SH Put SOLE   5,263,300 0 0
ISHARES TRUST OPT 464287465 189,821 3,120,000 SH Put SOLE   3,120,000 0 0
ISHARES TRUST OPT 464287655 82,538 690,000 SH Put SOLE   690,000 0 0
SPDR S&P 500 ETF TRUST OPT 78462F103 1,400,241 6,812,500 SH Put SOLE   6,812,500 0 0
TIDEWATER, INC. OPT 886423102 2,820 87,000 SH Call SOLE   87,000 0 0
ACCO BRANDS CORPORATION COM 00081T108 478 53,000 SH   SOLE   53,000 0 0
ADT CORPORATION THE COM 00101J106 1,958 54,050 SH   SOLE   54,050 0 0
AFLAC INC. COM 001055102 2,182 35,717 SH   SOLE   35,717 0 0
AGL RESOURCES INC. COM 001204106 1,021 18,724 SH   SOLE   18,724 0 0
AES CORP., THE COM 00130H105 778 56,464 SH   SOLE   56,464 0 0
AK STEEL CORP. CONV 001546AP5 7,580 5,625,000 PRN   SOLE   5,625,000 0 0
AT&T INC. COM 00206R102 10,684 318,069 SH   SOLE   318,069 0 0
ABBOTT LABORATORIES COM 002824100 4,724 104,926 SH   SOLE   104,926 0 0
ABBVIE, INC. COM 00287Y109 10,282 157,126 SH   SOLE   157,126 0 0
ABERCROMBIE & FITCH CO. COM 002896207 793 27,700 SH   SOLE   27,700 0 0
ACCESS MIDSTREAM PARTNERS LP COM 00434L109 1,848 34,100 SH   SOLE   34,100 0 0
ACTIVISION BLIZZARD, INC. COM 00507V109 1,298 64,400 SH   SOLE   64,400 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 254 14,600 SH   SOLE   14,600 0 0
ADELPHIA RECOVERY TRUST COM 00685R409 0 1,783,299 SH   SOLE   1,783,299 0 0
ADOBE SYSTEMS INC. COM 00724F101 1,752 24,095 SH   SOLE   24,095 0 0
ADVANCE AUTO STORES CO., INC. COM 00751Y106 733 4,600 SH   SOLE   4,600 0 0
AECOM TECHNOLOGY CORP. COM 00766T100 784 25,819 SH   SOLE   25,819 0 0
AETNA, INC. COM 00817Y108 4,143 46,645 SH   SOLE   46,645 0 0
AFFILIATED MANAGERS GROUP, INC. COM 008252108 609 2,870 SH   SOLE   2,870 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101 780 19,056 SH   SOLE   19,056 0 0
AGRIUM, INC. COM 008916108 1,467 15,485 SH   SOLE   15,485 0 0
AIR LEASE CORP. COM 00912X302 453 13,200 SH   SOLE   13,200 0 0
AIR PRODUCTS AND CHEMICALS INC. COM 009158106 1,168 8,095 SH   SOLE   8,095 0 0
AIR TRANSPORT SVCS GROUP, INC. COM 00922R105 599 70,000 SH   SOLE   70,000 0 0
AIRGAS, INC. COM 009363102 3,582 31,095 SH   SOLE   31,095 0 0
ALASKA AIR GROUP, INC. COM 011659109 3,173 53,100 SH   SOLE   53,100 0 0
ALBEMARLE CORP. COM 012653101 974 16,200 SH   SOLE   16,200 0 0
ALCOA, INC. COM 013817101 3,341 211,617 SH   SOLE   211,617 0 0
ALERE INC. COM 01449J105 12,198 320,998 SH   SOLE   320,998 0 0
ALEXION PHARMACEUTICALS, INC. COM 015351109 1,219 6,590 SH   SOLE   6,590 0 0
ALLERGAN INC. COM 018490102 5,001 23,524 SH   SOLE   23,524 0 0
ALLIANCE HOLDINGS GP LP COM 01861G100 1,450 23,770 SH   SOLE   23,770 0 0
ALLIANCE RESOURCE PARTNERS COM 01877R108 3,283 76,264 SH   SOLE   76,264 0 0
ALLIANT ENERGY CORP. COM 018802108 345 5,200 SH   SOLE   5,200 0 0
ALLIANT TECHSYSTEMS, INC. COM 018804104 488 4,200 SH   SOLE   4,200 0 0
ALLISON TRANSMISSION HOLDINGS, INC COM 01973R101 417 12,300 SH   SOLE   12,300 0 0
ALLSTATE CORPORATION COM 020002101 2,154 30,660 SH   SOLE   30,660 0 0
ALLY FINANCIAL INC. COM 02005N100 746 31,600 SH   SOLE   31,600 0 0
ALTERA CORP. COM 021441100 915 24,783 SH   SOLE   24,783 0 0
ALTRIA GROUP INC. COM 02209S103 6,975 141,570 SH   SOLE   141,570 0 0
AMAZON.COM INC. COM 023135106 2,913 9,387 SH   SOLE   9,387 0 0
AMERCO COM 023586100 367 1,290 SH   SOLE   1,290 0 0
AMEREN CORP. COM 023608102 1,028 22,280 SH   SOLE   22,280 0 0
AMERICAN AIRLINES GROUP INC. COM 02376R102 1,748 32,600 SH   SOLE   32,600 0 0
AMERICAN CAPITAL AGENCY CORP REIT 02503X105 275 12,600 SH   SOLE   12,600 0 0
AMERICAN ELECTRIC POWER CO. INC. COM 025537101 3,562 58,658 SH   SOLE   58,658 0 0
AMERICAN ENERGY - PERMIA CONV 02563WAA2 21,250 25,000,000 PRN   SOLE   25,000,000 0 0
AMERICAN EXPRESS COMPANY COM 025816109 6,702 72,037 SH   SOLE   72,037 0 0
AMERICAN FINANCIAL GROUP, INC. COM 025932104 1,019 16,782 SH   SOLE   16,782 0 0
AMERICAN INTERNATIONAL GROUP INC. COM 026874784 8,380 149,614 SH   SOLE   149,614 0 0
AMERICAN TOWER CORP. REIT 03027X100 694 7,022 SH   SOLE   7,022 0 0
AMERICAN WATER WORKS CO., INC. COM 030420103 637 11,950 SH   SOLE   11,950 0 0
AMERISOURCEBERGEN CORP. COM 03073E105 2,386 26,467 SH   SOLE   26,467 0 0
AMERIPRISE FINANCIAL, INC. COM 03076C106 3,705 28,018 SH   SOLE   28,018 0 0
AMERIGAS PARTNERS LP COM 030975106 702 14,649 SH   SOLE   14,649 0 0
AMETEK, INC. COM 031100100 451 8,575 SH   SOLE   8,575 0 0
AMGEN INC. COM 031162100 15,734 98,776 SH   SOLE   98,776 0 0
AMGEN INC. CONV 031162AE0 23,888 30,000,000 PRN   SOLE   30,000,000 0 0
AMKOR TECHNOLOGY, INC. COM 031652100 200 28,100 SH   SOLE   28,100 0 0
AMPCO-PITTSBURGH CORPORATION COM 032037103 235 12,200 SH   SOLE   12,200 0 0
AMPHENOL CORP. COM 032095101 545 10,136 SH   SOLE   10,136 0 0
ANADARKO PETROLEUM CORP. COM 032511107 3,107 37,665 SH   SOLE   37,665 0 0
ANALOG DEVICES INC. COM 032654105 1,005 18,093 SH   SOLE   18,093 0 0
ANNALY CAPITAL MANAGEMENT, INC. REIT 035710409 926 85,660 SH   SOLE   85,660 0 0
ANSYS, INC. COM 03662Q105 336 4,100 SH   SOLE   4,100 0 0
ANTHEM, INC. COM 036752103 8,319 66,194 SH   SOLE   66,194 0 0
ANTHRACITE CAPITAL, INC. REIT 037023108 0 10,000 SH   SOLE   10,000 0 0
APACHE CORPORATION COM 037411105 2,131 34,007 SH   SOLE   34,007 0 0
APARTMENT INVESTMENT AND MANAGEMENT CO. REIT 03748R101 760 20,449 SH   SOLE   20,449 0 0
APOLLO GROUP INC. COM 037604105 750 22,000 SH   SOLE   22,000 0 0
APOLLO RESIDENTIAL MORTGAGE IN REIT 03763V102 333 21,100 SH   SOLE   21,100 0 0
APPLE, INC. COM 037833100 52,652 477,006 SH   SOLE   477,006 0 0
APPLIED MATERIALS INC. COM 038222105 902 36,206 SH   SOLE   36,206 0 0
APPROACH RESOURCES, INC. COM 03834A103 253 39,546 SH   SOLE   39,546 0 0
ARCH COAL, INC. COM 039380100 62 34,650 SH   SOLE   34,650 0 0
ARCHER DANIELS MIDLAND COMPANY COM 039483102 8,873 170,638 SH   SOLE   170,638 0 0
ARGAN INC COM 04010E109 565 16,800 SH   SOLE   16,800 0 0
ARES CAPITAL CORPORATION COM 04010L103 4,541 290,975 SH   SOLE   290,975 0 0
ARRIS GROUP INC. COM 04270V106 1,096 36,300 SH   SOLE   36,300 0 0
ARROW ELECTRONICS, INC. COM 042735100 1,540 26,600 SH   SOLE   26,600 0 0
ARVINMERITOR, INC. CONV 043353AH4 26,844 25,000,000 PRN   SOLE   25,000,000 0 0
ASCENA RETAIL GROUP INC. COM 04351G101 161 12,800 SH   SOLE   12,800 0 0
ASHLAND, INC. COM 044209104 1,423 11,885 SH   SOLE   11,885 0 0
ASSURANT, INC. COM 04621X108 2,569 37,548 SH   SOLE   37,548 0 0
ATLAS PIPELINE HOLDINGS COM 04930A104 1,217 39,078 SH   SOLE   39,078 0 0
ATLAS PIPELINE PARTNERS LP COM 049392103 2,445 89,700 SH   SOLE   89,700 0 0
ATMOS ENERGY CORP. COM 049560105 304 5,448 SH   SOLE   5,448 0 0
AUTODESK, INC. COM 052769106 909 15,134 SH   SOLE   15,134 0 0
AUTOMATIC DATA PROCESSING INC. COM 053015103 1,043 12,510 SH   SOLE   12,510 0 0
AUTOZONE, INC. COM 053332102 2,005 3,238 SH   SOLE   3,238 0 0
AVALONBAY COMMUNITIES, INC. REIT 053484101 1,213 7,424 SH   SOLE   7,424 0 0
AVERY DENNISON CORP. COM 053611109 389 7,497 SH   SOLE   7,497 0 0
AVIS BUDGET GROUP INC. COM 053774105 657 9,900 SH   SOLE   9,900 0 0
AVNET, INC. COM 053807103 1,570 36,500 SH   SOLE   36,500 0 0
AVON PRODUCTS INC. COM 054303102 2,850 303,501 SH   SOLE   303,501 0 0
BB&T CORP. COM 054937107 1,352 34,761 SH   SOLE   34,761 0 0
B T U INTERNATIONAL, INC. COM 056032105 888 269,856 SH   SOLE   269,856 0 0
BABSON CAP PARTN INVS TRUST COM 05616B100 807 60,983 SH   SOLE   60,983 0 0
BAKER HUGHES, INC. COM 057224107 408 7,268 SH   SOLE   7,268 0 0
BALL CORPORATION COM 058498106 2,646 38,822 SH   SOLE   38,822 0 0
BANK OF AMERICA CORPORATION COM 060505104 12,533 700,579 SH   SOLE   700,579 0 0
BANK OF NEW YORK MELLON CORP. COM 064058100 3,422 84,352 SH   SOLE   84,352 0 0
BANKUNITED, INC COM 06652K103 324 11,200 SH   SOLE   11,200 0 0
C R BARD, INC. COM 067383109 2,030 12,186 SH   SOLE   12,186 0 0
BARNES GROUP, INC. COM 067806109 781 21,107 SH   SOLE   21,107 0 0
BAXTER INTERNATIONAL INC. COM 071813109 1,920 26,203 SH   SOLE   26,203 0 0
B/E AEROSPACE, INC. COM 073302101 731 12,600 SH   SOLE   12,600 0 0
BECTON DICKINSON AND COMPANY COM 075887109 1,877 13,488 SH   SOLE   13,488 0 0
BED BATH & BEYOND INC. COM 075896100 1,915 25,137 SH   SOLE   25,137 0 0
BELDEN, INC. COM 077454106 252 3,200 SH   SOLE   3,200 0 0
BEMIS COMPANY, INC. COM 081437105 542 11,997 SH   SOLE   11,997 0 0
W.R. BERKLEY CORP. COM 084423102 424 8,279 SH   SOLE   8,279 0 0
BERKSHIRE HATHAWAY INC. COM 084670702 22,411 149,259 SH   SOLE   149,259 0 0
BEST BUY CO. INC. COM 086516101 3,684 94,500 SH   SOLE   94,500 0 0
B H P BILLITON LTD ADR 088606108 2,059 43,515 SH   SOLE   43,515 0 0
BIG LOTS INC. COM 089302103 740 18,500 SH   SOLE   18,500 0 0
BIMINI CAPITAL MGMT, INC. REIT 090319401 402 211,628 SH   SOLE   211,628 0 0
BIOGEN IDEC, INC. COM 09062X103 6,170 18,176 SH   SOLE   18,176 0 0
BLACKROCK, INC. COM 09247X101 3,776 10,560 SH   SOLE   10,560 0 0
H&R BLOCK INC. COM 093671105 866 25,705 SH   SOLE   25,705 0 0
BOARDWALK PIPELINE PARTNERS LP COM 096627104 681 38,300 SH   SOLE   38,300 0 0
BOEING COMPANY COM 097023105 6,231 47,938 SH   SOLE   47,938 0 0
BOOZ ALLEN HAMILTON HOLDING CORP COM 099502106 1,422 53,600 SH   SOLE   53,600 0 0
BORGWARNER INC. COM 099724106 812 14,780 SH   SOLE   14,780 0 0
BOSTON PROPERTIES INC. REIT 101121101 1,135 8,820 SH   SOLE   8,820 0 0
BOSTON SCIENTIFIC CORP. COM 101137107 1,828 137,925 SH   SOLE   137,925 0 0
BREITBURN ENERGY PARTNERS LP COM 106776107 1,515 216,395 SH   SOLE   216,395 0 0
BRIGGS & STRATTON CORP. COM 109043109 6,587 322,568 SH   SOLE   322,568 0 0
BRISTOL-MYERS SQUIBB CO. COM 110122108 6,073 102,879 SH   SOLE   102,879 0 0
BRISTOW GROUP, INC. COM 110394103 204 3,100 SH   SOLE   3,100 0 0
BROADCOM CORPORATION COM 111320107 1,633 37,688 SH   SOLE   37,688 0 0
BROADRIDGE FINANCIAL SOLUTIONS INC. COM 11133T103 806 17,460 SH   SOLE   17,460 0 0
BROCADE COMMUNICATIONS SYSTEMS INC. COM 111621306 946 79,900 SH   SOLE   79,900 0 0
BROOKFIELD ASSET MGMNT COM 112585104 376 7,500 SH   SOLE   7,500 0 0
BUCKEYE PARTNERS LP COM 118230101 2,519 33,300 SH   SOLE   33,300 0 0
BUCKLE, INC. COM 118440106 200 3,800 SH   SOLE   3,800 0 0
CBIZ, INC. COM 124805102 104 12,100 SH   SOLE   12,100 0 0
CDK GLOBAL INC COM 12508E101 5,315 130,400 SH   SOLE   130,400 0 0
CECO ENVIRONMENTAL CORP. COM 125141101 243 15,656 SH   SOLE   15,656 0 0
CDW CORP/DE COM 12514G108 728 20,700 SH   SOLE   20,700 0 0
CF INDUSTRIES HOLDINGS, INC. COM 125269100 1,464 5,370 SH   SOLE   5,370 0 0
C.H. ROBINSON WORLDWIDE, INC. COM 12541W209 1,346 17,974 SH   SOLE   17,974 0 0
CIGNA CORPORATION COM 125509109 3,242 31,501 SH   SOLE   31,501 0 0
CIT GROUP, INC. COM 125581801 617 12,900 SH   SOLE   12,900 0 0
CME GROUP INC. COM 12572Q105 1,109 12,515 SH   SOLE   12,515 0 0
CMS ENERGY CORP. COM 125896100 887 25,513 SH   SOLE   25,513 0 0
C S S INDUSTRIES, INC. COM 125906107 495 17,900 SH   SOLE   17,900 0 0
CSX CORP. COM 126408103 1,999 55,180 SH   SOLE   55,180 0 0
CVR ENERGY INC. COM 12662P108 898 23,200 SH   SOLE   23,200 0 0
CVS HEALTH CORPORATION COM 126650100 8,309 86,277 SH   SOLE   86,277 0 0
CA, INC. COM 12673P105 2,386 78,348 SH   SOLE   78,348 0 0
CABLEVISION SYSTEMS CORP. COM 12686C109 3,346 162,100 SH   SOLE   162,100 0 0
CABOT CORP. COM 127055101 746 17,000 SH   SOLE   17,000 0 0
C A C I INTERNATIONAL, INC. COM 127190304 388 4,500 SH   SOLE   4,500 0 0
CALGON CARBON CORP. COM 129603106 5,115 246,160 SH   SOLE   246,160 0 0
CALIFORNIA RESOURCES CORPORATION COM 13057Q107 1,160 210,590 SH   SOLE   210,590 0 0
CALPINE CORP. COM 131347304 706 31,900 SH   SOLE   31,900 0 0
CAMERON INTERNATIONAL CORPORATION COM 13342B105 870 17,423 SH   SOLE   17,423 0 0
CANADIAN NATURAL RESOURCES LTD COM 136385101 1,351 43,760 SH   SOLE   43,760 0 0
CAPELLA EDUCATION CO. COM 139594105 208 2,700 SH   SOLE   2,700 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105 4,496 54,467 SH   SOLE   54,467 0 0
CARDINAL HEALTH, INC. COM 14149Y108 3,353 41,533 SH   SOLE   41,533 0 0
CAREFUSION CORP. COM 14170T101 2,162 36,438 SH   SOLE   36,438 0 0
CARLISLE COS. INC. COM 142339100 298 3,300 SH   SOLE   3,300 0 0
CARNIVAL CORP. COM 143658300 1,303 28,737 SH   SOLE   28,737 0 0
CASEY'S GENERAL STORES INC COM 147528103 831 9,200 SH   SOLE   9,200 0 0
CATAMARAN CORP COM 148887102 205 3,960 SH   SOLE   3,960 0 0
CATERPILLAR INC. COM 149123101 7,273 79,455 SH   SOLE   79,455 0 0
CELANESE CORPORATION COM 150870103 2,141 35,710 SH   SOLE   35,710 0 0
CELGENE CORP. COM 151020104 3,256 29,104 SH   SOLE   29,104 0 0
CENTENE CORPORATION COM 15135B101 685 6,600 SH   SOLE   6,600 0 0
CENTERPOINT ENERGY INC. COM 15189T107 768 32,766 SH   SOLE   32,766 0 0
CENTURYLINK, INC. COM 156700106 1,930 48,758 SH   SOLE   48,758 0 0
CERNER CORPORATION COM 156782104 272 4,200 SH   SOLE   4,200 0 0
CHARLES RIVER LABORATORIES INTERNATIONAL INC. COM 159864107 229 3,600 SH   SOLE   3,600 0 0
CHART INDUSTRIES INC. CONV 16115QAC4 957 1,000,000 PRN   SOLE   1,000,000 0 0
CHASE PACKAGING CORP. COM 161635107 1 19,082 SH   SOLE   19,082 0 0
CHESAPEAKE ENERGY CORP. COM 165167107 1,393 71,188 SH   SOLE   71,188 0 0
CHESAPEAKE ENERGY CORPORATION CONV 165167BZ9 19,313 19,885,000 PRN   SOLE   19,885,000 0 0
CHESAPEAKE ENERGY CORPORATION CONV 165167CA3 25,074 26,000,000 PRN   SOLE   26,000,000 0 0
CHESAPEAKE ENERGY CORPORATION CONV 165167CB1 1,796 2,000,000 PRN   SOLE   2,000,000 0 0
CHEVRON CORPORATION COM 166764100 16,989 151,446 SH   SOLE   151,446 0 0
CHICAGO BRIDGE & IRON COMPANY N.V. COM 167250109 378 9,000 SH   SOLE   9,000 0 0
CHIMERA INVESTMENT CORP REIT 16934Q109 1,068 336,000 SH   SOLE   336,000 0 0
CHIPOTLE MEXICAN GRILL, INC. COM 169656105 919 1,343 SH   SOLE   1,343 0 0
CHUBB CORP., THE COM 171232101 2,020 19,524 SH   SOLE   19,524 0 0
CHURCH & DWIGHT CO., INC. COM 171340102 958 12,160 SH   SOLE   12,160 0 0
CIMAREX ENERGY CO. COM 171798101 455 4,290 SH   SOLE   4,290 0 0
CINCINNATI FINANCIAL CORP. COM 172062101 571 11,020 SH   SOLE   11,020 0 0
CINEMARK HOLDINGS INC. COM 17243V102 270 7,600 SH   SOLE   7,600 0 0
CISCO SYSTEMS INC. COM 17275R102 10,825 389,166 SH   SOLE   389,166 0 0
CINTAS CORPORATION COM 172908105 606 7,727 SH   SOLE   7,727 0 0
CITIGROUP, INC. COM 172967424 13,897 256,832 SH   SOLE   256,832 0 0
CITRIX SYSTEMS INC. COM 177376100 939 14,722 SH   SOLE   14,722 0 0
CLEAN ENERGY FUELS CORP. COM 184499101 999 200,000 SH   SOLE   200,000 0 0
CLEAR CHANNEL OUTDOOR HOLDINGS, INC. COM 18451C109 158 14,900 SH   SOLE   14,900 0 0
CLIFFS NATURAL RESOURCES, INC. COM 18683K101 131 18,315 SH   SOLE   18,315 0 0
CLOROX COMPANY COM 189054109 2,644 25,370 SH   SOLE   25,370 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 305 33,255 SH   SOLE   33,255 0 0
COACH, INC. COM 189754104 684 18,213 SH   SOLE   18,213 0 0
COBALT INTERNATIONAL ENERGY, INC. COM 19075F106 98 11,000 SH   SOLE   11,000 0 0
COCA-COLA CO., THE COM 191216100 10,737 254,314 SH   SOLE   254,314 0 0
COCA-COLA ENTERPRISES, INC. COM 19122T109 706 15,963 SH   SOLE   15,963 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION COM 192446102 2,353 44,674 SH   SOLE   44,674 0 0
COLGATE-PALMOLIVE CO. COM 194162103 2,106 30,442 SH   SOLE   30,442 0 0
COLUMBUS MCKINNON CORPORATION COM 199333105 2,582 92,100 SH   SOLE   92,100 0 0
COMCAST CORP. COM 20030N101 10,563 182,093 SH   SOLE   182,093 0 0
COMERICA INC. COM 200340107 754 16,107 SH   SOLE   16,107 0 0
COMMERCE BANCSHARES INC. COM 200525103 214 4,915 SH   SOLE   4,915 0 0
COMMSCOPE HOLDING COMPANY, INC. COM 20337X109 242 10,600 SH   SOLE   10,600 0 0
COMMUNITY HEALTH SYSTEMS INC. COM 203668108 706 13,100 SH   SOLE   13,100 0 0
COMPANIA DE MINAS BUENAVENTURA ADR 204448104 479 50,100 SH   SOLE   50,100 0 0
COMPASS MINERALS INTERNATIONAL INC. COM 20451N101 226 2,600 SH   SOLE   2,600 0 0
COMPUTER SCIENCES CORPORATION COM 205363104 4,868 77,216 SH   SOLE   77,216 0 0
CONAGRA FOODS INC. COM 205887102 564 15,558 SH   SOLE   15,558 0 0
CONOCOPHILLIPS COM 20825C104 11,155 161,532 SH   SOLE   161,532 0 0
CONSOLIDATED COMMUNICATIONS HO COM 209034107 337 12,100 SH   SOLE   12,100 0 0
CONSOLIDATED EDISON, INC. COM 209115104 1,838 27,851 SH   SOLE   27,851 0 0
CONTINENTAL BUILDING PRODUCTS, INC. COM 211171103 5,571 314,187 SH   SOLE   314,187 0 0
CONTINENTAL RESOURCES, INC. COM 212015101 615 16,040 SH   SOLE   16,040 0 0
COOPER COMPANIES, INC. (THE) COM 216648402 224 1,380 SH   SOLE   1,380 0 0
CORNING, INC. COM 219350105 5,782 252,141 SH   SOLE   252,141 0 0
COSTCO WHOLESALE CORP. COM 22160K105 5,023 35,434 SH   SOLE   35,434 0 0
COTY INC. COM 222070203 866 41,900 SH   SOLE   41,900 0 0
COVANCE, INC. COM 222816100 208 2,000 SH   SOLE   2,000 0 0
CRESTWOOD EQUITY PARTNERS LP COM 226344109 343 42,400 SH   SOLE   42,400 0 0
CRESTWOOD MIDSTREAM PARTNERS L COM 226378107 1,082 71,300 SH   SOLE   71,300 0 0
CROWN CASTLE INTERNATIONAL CORP. REIT 22822V101 512 6,500 SH   SOLE   6,500 0 0
CROWN HOLDINGS INC. COM 228368106 366 7,200 SH   SOLE   7,200 0 0
CUBIST PHARMACEUTICALS, INC. COM 229678107 201 2,000 SH   SOLE   2,000 0 0
CUMMINS INC. COM 231021106 1,808 12,538 SH   SOLE   12,538 0 0
DCP MIDSTREAM PARTNERS LP COM 23311P100 1,929 42,470 SH   SOLE   42,470 0 0
DST SYSTEMS, INC. COM 233326107 1,009 10,720 SH   SOLE   10,720 0 0
DTE ENERGY CO. COM 233331107 668 7,737 SH   SOLE   7,737 0 0
DANAHER CORP. COM 235851102 3,158 36,848 SH   SOLE   36,848 0 0
DAVITA HEALTHCARE PARTNERS INC. COM 23918K108 465 6,136 SH   SOLE   6,136 0 0
DECKERS OUTDOOR CORP COM 243537107 546 6,000 SH   SOLE   6,000 0 0
DEERE & COMPANY COM 244199105 2,763 31,231 SH   SOLE   31,231 0 0
DELTA AIR LINES, INC. COM 247361702 5,735 116,597 SH   SOLE   116,597 0 0
DENBURY RESOURCES INC. COM 247916208 211 25,997 SH   SOLE   25,997 0 0
DELUXE CORPORATION COM 248019101 255 4,100 SH   SOLE   4,100 0 0
DETOUR GOLD CORPORATION CONV 250669AA6 5,457 6,170,000 PRN   SOLE   6,170,000 0 0
DEVON ENERGY CORP. COM 25179M103 1,770 28,914 SH   SOLE   28,914 0 0
DEVRY, INC. COM 251893103 441 9,300 SH   SOLE   9,300 0 0
DIGITAL REALTY TRUST INC. REIT 253868103 597 9,000 SH   SOLE   9,000 0 0
DILLARD'S, INC. COM 254067101 1,486 11,870 SH   SOLE   11,870 0 0
WALT DISNEY COMPANY, THE COM 254687106 12,117 128,641 SH   SOLE   128,641 0 0
DISCOVER FINANCIAL SERVICES INC. COM 254709108 2,402 36,678 SH   SOLE   36,678 0 0
DISH NETWORK CORP. COM 25470M109 299 4,100 SH   SOLE   4,100 0 0
DIRECTV COM 25490A309 5,888 67,914 SH   SOLE   67,914 0 0
DOLLAR GENERAL CORP. COM 256677105 870 12,300 SH   SOLE   12,300 0 0
DOLLAR TREE, INC. COM 256746108 944 13,420 SH   SOLE   13,420 0 0
DOMINION RESOURCES INC. COM 25746U109 620 8,058 SH   SOLE   8,058 0 0
DOMINOS PIZZA, INC. COM 25754A201 245 2,600 SH   SOLE   2,600 0 0
DOMTAR CORPORATION COM 257559203 806 20,040 SH   SOLE   20,040 0 0
DONALDSON CO, INC. COM 257651109 420 10,875 SH   SOLE   10,875 0 0
R.R. DONNELLEY & SONS COMPANY COM 257867101 1,132 67,388 SH   SOLE   67,388 0 0
DORMAN PRODUCTS, INC. COM 258278100 2,153 44,600 SH   SOLE   44,600 0 0
DOUGLAS DYNAMICS INC COM 25960R105 482 22,500 SH   SOLE   22,500 0 0
DOVER CORPORATION COM 260003108 1,375 19,176 SH   SOLE   19,176 0 0
DOW CHEMICAL COMPANY COM 260543103 4,482 98,276 SH   SOLE   98,276 0 0
DR PEPPER SNAPPLE GROUP INC. COM 26138E109 3,750 52,314 SH   SOLE   52,314 0 0
DRESSER-RAND GROUP, INC. COM 261608103 2,730 33,370 SH   SOLE   33,370 0 0
DREW INDUSTRIES, INC. COM 26168L205 1,251 24,500 SH   SOLE   24,500 0 0
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DUKE ENERGY CORP. COM 26441C204 934 11,181 SH   SOLE   11,181 0 0
DUN & BRADSTREET CORP., THE COM 26483E100 1,647 13,615 SH   SOLE   13,615 0 0
E C C CAPITAL CORP. REIT 26826M108 42 1,200,000 SH   SOLE   1,200,000 0 0
EMC CORP. COM 268648102 4,112 138,257 SH   SOLE   138,257 0 0
EOG RESOURCES INC. COM 26875P101 2,059 22,360 SH   SOLE   22,360 0 0
EQT CORPORATION COM 26884L109 656 8,666 SH   SOLE   8,666 0 0
EQT MIDSTREAM PARTNERS LP COM 26885B100 906 10,300 SH   SOLE   10,300 0 0
E*TRADE FINANCIAL CORP. COM 269246401 729 30,054 SH   SOLE   30,054 0 0
EARTHLINK HOLDINGS CORP COM 27033X101 67 15,200 SH   SOLE   15,200 0 0
EAST WEST BANCORP, INC. COM 27579R104 352 9,100 SH   SOLE   9,100 0 0
EASTMAN CHEMICAL COMPANY COM 277432100 4,542 59,871 SH   SOLE   59,871 0 0
EBAY, INC. COM 278642103 7,109 126,672 SH   SOLE   126,672 0 0
ECHOSTAR CORPORATION COM 278768106 1,496 28,500 SH   SOLE   28,500 0 0
ECOLAB INC. COM 278865100 348 3,334 SH   SOLE   3,334 0 0
EDISON INTERNATIONAL COM 281020107 2,786 42,554 SH   SOLE   42,554 0 0
EDWARDS LIFESCIENCES CORP. COM 28176E108 2,642 20,740 SH   SOLE   20,740 0 0
ELECTRONIC ARTS, INC. COM 285512109 4,613 98,123 SH   SOLE   98,123 0 0
ELECTRONICS FOR IMAGING COM 286082102 223 5,200 SH   SOLE   5,200 0 0
EMERSON ELECTRIC COMPANY COM 291011104 4,508 73,022 SH   SOLE   73,022 0 0
ENBRIDGE ENERGY PARTNERS COM 29250R106 3,722 93,275 SH   SOLE   93,275 0 0
ENERGIZER HOLDINGS INC. COM 29266R108 707 5,500 SH   SOLE   5,500 0 0
ENERGY TRANSFER PARTNERS COM 29273R109 7,129 109,674 SH   SOLE   109,674 0 0
ENERGY TRANSFER EQUITY LP COM 29273V100 6,452 112,440 SH   SOLE   112,440 0 0
ENERSYS COM 29275Y102 543 8,805 SH   SOLE   8,805 0 0
ENGILITY HOLDINGS INC COM 29285W104 813 19,000 SH   SOLE   19,000 0 0
ENLINK MIDSTREAM PARTNERS LP COM 29336U107 1,514 52,200 SH   SOLE   52,200 0 0
ENTERCOM COMMUNICATIONS CORP. COM 293639100 156 12,800 SH   SOLE   12,800 0 0
ENTERGY CORPORATION COM 29364G103 1,987 22,709 SH   SOLE   22,709 0 0
ENTERPRISE PRODUCTS PARTNERS L COM 293792107 13,677 378,659 SH   SOLE   378,659 0 0
EQUIFAX, INC. COM 294429105 2,044 25,278 SH   SOLE   25,278 0 0
EQUITY COMMONWEALTH REIT 294628102 335 13,067 SH   SOLE   13,067 0 0
EQUITY RESIDENTIAL REIT 29476L107 2,296 31,957 SH   SOLE   31,957 0 0
ESSEX RENTAL CORPORATION COM 297187106 250 189,350 SH   SOLE   189,350 0 0
EXELON CORP. COM 30161N101 3,780 101,952 SH   SOLE   101,952 0 0
EXELIS INC. COM 30162A108 4,922 280,800 SH   SOLE   280,800 0 0
EXPEDIA INC. COM 30212P303 3,034 35,540 SH   SOLE   35,540 0 0
EXPRESS SCRIPTS HOLDING CO. COM 30219G108 5,794 68,426 SH   SOLE   68,426 0 0
EXTRA SPACE STORAGE, INC. REIT 30225T102 364 6,200 SH   SOLE   6,200 0 0
EXXON CORPORATION COM 30231G102 29,662 320,846 SH   SOLE   320,846 0 0
FLIR SYSTEMS, INC. COM 302445101 1,111 34,387 SH   SOLE   34,387 0 0
FMC TECHNOLOGIES INC. COM 30249U101 253 5,412 SH   SOLE   5,412 0 0
FTD COS INC COM 30281V108 2,267 65,100 SH   SOLE   65,100 0 0
FACEBOOK INC COM 30303M102 7,896 101,200 SH   SOLE   101,200 0 0
FEDEX CORPORATION COM 31428X106 3,276 18,866 SH   SOLE   18,866 0 0
F5 NETWORKS, INC. COM 315616102 2,052 15,730 SH   SOLE   15,730 0 0
FIDELITY NATIONAL INFORMATION SERVICES INC. COM 31620M106 657 10,560 SH   SOLE   10,560 0 0
FIDELITY NATIONAL FINANCIAL INC. COM 31620R303 365 10,585 SH   SOLE   10,585 0 0
FIESTA RESTAURANT GROUP COM 31660B101 4,902 80,618 SH   SOLE   80,618 0 0
FIFTH THIRD BANCORP COM 316773100 1,516 74,393 SH   SOLE   74,393 0 0
FIRST COMMUNITY BANCSHARES COM 31983A103 178 10,800 SH   SOLE   10,800 0 0
FIRST INTERSTATE BANCSYSTEM IN COM 32055Y201 328 11,800 SH   SOLE   11,800 0 0
FIRST NIAGARA FINANCIAL GROUP, INC. COM 33582V108 110 13,000 SH   SOLE   13,000 0 0
FISERV, INC. COM 337738108 3,106 43,770 SH   SOLE   43,770 0 0
FIRSTENERGY CORP. COM 337932107 439 11,250 SH   SOLE   11,250 0 0
FLEETCOR TECHNOLOGIES, INC. COM 339041105 858 5,770 SH   SOLE   5,770 0 0
FLUOR CORP. COM 343412102 828 13,656 SH   SOLE   13,656 0 0
FOOT LOCKER INC. COM 344849104 1,303 23,200 SH   SOLE   23,200 0 0
FORD MOTOR COMPANY COM 345370860 4,946 319,075 SH   SOLE   319,075 0 0
FRANKLIN RESOURCES INC. COM 354613101 1,308 23,625 SH   SOLE   23,625 0 0
FREEPORT-MCMORAN INC. COM 35671D857 2,490 106,575 SH   SOLE   106,575 0 0
FRONTIER COMMUNICATIONS CORP. COM 35906A108 2,510 376,345 SH   SOLE   376,345 0 0
FULTON FINANCIAL CORPORATION COM 360271100 303 24,500 SH   SOLE   24,500 0 0
GATX CORP. COM 361448103 288 5,000 SH   SOLE   5,000 0 0
GEO GROUP, INC. (THE) REIT 36162J106 7,545 186,944 SH   SOLE   186,944 0 0
GSE SYSTEMS INC COM 36227K106 751 472,100 SH   SOLE   472,100 0 0
G-III APPAREL GROUP LTD COM 36237H101 323 3,200 SH   SOLE   3,200 0 0
GAMESTOP CORP. COM 36467W109 1,011 29,912 SH   SOLE   29,912 0 0
GANNETT COMPANY, INC. COM 364730101 2,979 93,283 SH   SOLE   93,283 0 0
GAP, INC. COM 364760108 1,899 45,095 SH   SOLE   45,095 0 0
GARTNER GROUP, INC. COM 366651107 328 3,900 SH   SOLE   3,900 0 0
GENERAL DYNAMICS CORPORATION COM 369550108 4,615 33,531 SH   SOLE   33,531 0 0
GENERAL ELECTRIC COMPANY COM 369604103 23,011 910,601 SH   SOLE   910,601 0 0
GENERAL GROWTH PROPERTIES, INC. REIT 370023103 1,180 41,946 SH   SOLE   41,946 0 0
GENERAL MILLS, INC. COM 370334104 1,739 32,616 SH   SOLE   32,616 0 0
GENERAL MOTORS COMPANY COM 37045V100 3,960 113,436 SH   SOLE   113,436 0 0
GENERAL MOTORS CO WAR 37045V118 1,312 51,938 SH   SOLE   51,938 0 0
GENERAL MOTORS CO WAR 37045V126 890 51,938 SH   SOLE   51,938 0 0
GENTEX CORPORATION COM 371901109 699 19,360 SH   SOLE   19,360 0 0
GENUINE PARTS CO COM 372460105 508 4,770 SH   SOLE   4,770 0 0
GEO SPECIALTY CHEMICALS, INC. COM 37246R106 0 104,500 SH   SOLE   104,500 0 0
GENWORTH HOLDINGS INC. COM 37247D106 584 68,753 SH   SOLE   68,753 0 0
GEOMET, INC. COM 37250U201 0 85,857 SH   SOLE   85,857 0 0
GILEAD SCIENCES, INC. COM 375558103 14,087 149,452 SH   SOLE   149,452 0 0
GLOBAL PAYMENTS, INC. COM 37940X102 488 6,050 SH   SOLE   6,050 0 0
GLOBAL PARTNERS LP/MA COM 37946R109 1,666 50,510 SH   SOLE   50,510 0 0
GOLD FIELDS LTD ADR 38059T106 133 29,340 SH   SOLE   29,340 0 0
GOLDMAN SACHS GROUP, INC. COM 38141G104 7,764 40,058 SH   SOLE   40,058 0 0
GOODYEAR TIRE & RUBBER COMPANY, THE COM 382550101 2,592 90,712 SH   SOLE   90,712 0 0
GOOGLE, INC. COM 38259P508 6,757 12,733 SH   SOLE   12,733 0 0
GOOGLE, INC. COM 38259P706 5,961 11,324 SH   SOLE   11,324 0 0
GRAPHIC PACKAGING HOLDING CO. COM 388689101 14,681 1,077,871 SH   SOLE   1,077,871 0 0
GREAT LAKES DREDGE & DOCK CORP. COM 390607109 7,773 908,112 SH   SOLE   908,112 0 0
GREEN PLAINS INC COM 393222104 263 10,600 SH   SOLE   10,600 0 0
GREEN PLAINS INC CONV 393222AD6 6,750 5,000,000 PRN   SOLE   5,000,000 0 0
GROUP 1 AUTOMOTIVE, INC. COM 398905109 278 3,100 SH   SOLE   3,100 0 0
GROUPON INC COM 399473107 375 45,400 SH   SOLE   45,400 0 0
HCA HOLDINGS, INC. COM 40412C101 2,459 33,500 SH   SOLE   33,500 0 0
HCC INSURANCE HOLDINGS INC. COM 404132102 298 5,566 SH   SOLE   5,566 0 0
HCP INC. REIT 40414L109 991 22,511 SH   SOLE   22,511 0 0
HAEMONETICS CORPORATION COM 405024100 4,563 121,929 SH   SOLE   121,929 0 0
HAIN CELESTIAL GROUP, INC. COM 405217100 233 4,000 SH   SOLE   4,000 0 0
HALCON RESOURCES CORPORATION COM 40537Q209 575 322,973 SH   SOLE   322,973 0 0
HALLADOR ENERGY CO COM 40609P105 381 34,620 SH   SOLE   34,620 0 0
HALLIBURTON CO. COM 406216101 2,743 69,738 SH   SOLE   69,738 0 0
HANESBRANDS INC. COM 410345102 647 5,800 SH   SOLE   5,800 0 0
HANOVER INSURANCE GROUP, INC. COM 410867105 585 8,200 SH   SOLE   8,200 0 0
HARLEY-DAVIDSON INC. COM 412822108 956 14,510 SH   SOLE   14,510 0 0
HARMAN INTL INDUSTRIES, INC. COM 413086109 1,010 9,463 SH   SOLE   9,463 0 0
HARRIS CORPORATION COM 413875105 2,125 29,594 SH   SOLE   29,594 0 0
HARTFORD FINANCIAL SERVICES GROUP INC., THE COM 416515104 1,750 41,970 SH   SOLE   41,970 0 0
HAWAIIAN HOLDINGS INC COM 419879101 922 35,400 SH   SOLE   35,400 0 0
HELMERICH & PAYNE, INC. COM 423452101 891 13,220 SH   SOLE   13,220 0 0
JACK HENRY & ASSOCIATES INC COM 426281101 224 3,600 SH   SOLE   3,600 0 0
HERCULES, INC. CONV 427056BC9 8,250 8,906 PRN   SOLE   8,906 0 0
HERSHEY COMPANY, THE COM 427866108 672 6,466 SH   SOLE   6,466 0 0
HESS CORPORATION COM 42809H107 2,973 40,279 SH   SOLE   40,279 0 0
HEWLETT-PACKARD COMPANY COM 428236103 8,389 209,037 SH   SOLE   209,037 0 0
HI-CRUSH PARTNERS LP COM 428337109 1,648 53,100 SH   SOLE   53,100 0 0
HHGREGG INC COM 42833L108 129 17,000 SH   SOLE   17,000 0 0
HILL-ROM HOLDINGS INC. COM 431475102 338 7,400 SH   SOLE   7,400 0 0
HILTON WORLDWIDE HOLDINGS INC. COM 43300A104 402 15,400 SH   SOLE   15,400 0 0
HOLLYFRONTIER CORP. COM 436106108 2,776 74,064 SH   SOLE   74,064 0 0
HOLOGIC INC. COM 436440101 431 16,100 SH   SOLE   16,100 0 0
HOME DEPOT, INC. COM 437076102 14,981 142,717 SH   SOLE   142,717 0 0
HONEYWELL INTERNATIONAL, INC. COM 438516106 5,737 57,417 SH   SOLE   57,417 0 0
HORNBECK OFFSHORE SERVICES INC. COM 440543106 10,990 440,112 SH   SOLE   440,112 0 0
HORNBECK OFFSHORE SVCS, INC. CONV 440543AN6 35,661 42,900,000 PRN   SOLE   42,900,000 0 0
HOSPIRA INC. COM 441060100 701 11,441 SH   SOLE   11,441 0 0
HOST HOTELS & RESORTS INC. REIT 44107P104 1,412 59,388 SH   SOLE   59,388 0 0
HUDSON CITY BANCORP, INC. COM 443683107 216 21,315 SH   SOLE   21,315 0 0
HUMANA, INC. COM 444859102 2,299 16,009 SH   SOLE   16,009 0 0
HUNTINGTON BANCSHARES, INC. COM 446150104 1,463 139,072 SH   SOLE   139,072 0 0
HUNTINGTON INGALLS INDUSTRIES INC. COM 446413106 2,001 17,790 SH   SOLE   17,790 0 0
HUNTSMAN CORPORATION COM 447011107 2,420 106,220 SH   SOLE   106,220 0 0
HYATT HOTELS CORP. COM 448579102 1,096 18,200 SH   SOLE   18,200 0 0
IAC/INTERACTIVECORP COM 44919P508 432 7,100 SH   SOLE   7,100 0 0
ITT CORP. COM 450911201 688 17,000 SH   SOLE   17,000 0 0
ICONIX BRAND GROUP, INC. COM 451055107 247 7,300 SH   SOLE   7,300 0 0
IDEX CORPORATION COM 45167R104 1,794 23,050 SH   SOLE   23,050 0 0
IHS INC COM 451734107 926 8,130 SH   SOLE   8,130 0 0
ILLINOIS TOOL WORKS INC. COM 452308109 3,875 40,915 SH   SOLE   40,915 0 0
ILLUMINA, INC. COM 452327109 910 4,930 SH   SOLE   4,930 0 0
INGREDION INCORPORATED COM 457187102 3,154 37,171 SH   SOLE   37,171 0 0
INSIGHT ENTERPRISE, INC. COM 45765U103 461 17,800 SH   SOLE   17,800 0 0
INTEL CORPORATION COM 458140100 21,525 593,134 SH   SOLE   593,134 0 0
INTEL CORPORATION CONV 458140AF7 35,123 20,200,000 PRN   SOLE   20,200,000 0 0
IBM CORPORATION COM 459200101 13,536 84,370 SH   SOLE   84,370 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INC. COM 459506101 320 3,153 SH   SOLE   3,153 0 0
INTERNATIONAL PAPER COMPANY COM 460146103 4,691 87,544 SH   SOLE   87,544 0 0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE) COM 460690100 585 28,186 SH   SOLE   28,186 0 0
INTUIT, INC. COM 461202103 1,682 18,249 SH   SOLE   18,249 0 0
INTUITIVE SURGICAL, INC. COM 46120E602 797 1,506 SH   SOLE   1,506 0 0
IRON MOUNTAIN INC. REIT 462846106 5,715 147,819 SH   SOLE   147,819 0 0
ISHARES MSCI ETF 464286848 282 25,100 SH   SOLE   25,100 0 0
ISHARES TRUST ETF 464287465 4,467 73,430 SH   SOLE   73,430 0 0
ISHARES TRUST ETF 464287598 992 9,500 SH   SOLE   9,500 0 0
ISHARES TRUST ETF 464287655 2,740 22,900 SH   SOLE   22,900 0 0
ISHARES TRUST ETF 464287689 63,333 517,889 SH   SOLE   517,889 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46434V548 261 14,500 SH   SOLE   14,500 0 0
JPMORGAN CHASE & CO. COM 46625H100 16,981 271,343 SH   SOLE   271,343 0 0
JABIL CIRCUIT INC. COM 466313103 382 17,500 SH   SOLE   17,500 0 0
JARDEN CORP. COM 471109108 265 5,525 SH   SOLE   5,525 0 0
JETBLUE AIRWAYS CORPORATION COM 477143101 322 20,300 SH   SOLE   20,300 0 0
JOHNSON & JOHNSON COM 478160104 28,045 268,190 SH   SOLE   268,190 0 0
JONES LANG LASALLE INC. COM 48020Q107 1,585 10,570 SH   SOLE   10,570 0 0
JOY GLOBAL INC. COM 481165108 721 15,500 SH   SOLE   15,500 0 0
JUNIPER NETWORKS INC. COM 48203R104 1,909 85,537 SH   SOLE   85,537 0 0
KAR AUCTION SERVICES INC. COM 48238T109 236 6,800 SH   SOLE   6,800 0 0
KBR, INC. COM 48242W106 336 19,800 SH   SOLE   19,800 0 0
KLA-TENCOR CORP. COM 482480100 470 6,687 SH   SOLE   6,687 0 0
KLX INC COM 482539103 2,178 52,800 SH   SOLE   52,800 0 0
KANSAS CITY SOUTHERN COM 485170302 1,830 14,995 SH   SOLE   14,995 0 0
KELLOGG COMPANY COM 487836108 1,525 23,303 SH   SOLE   23,303 0 0
KEURIG GREEN MOUNTAIN, INC. COM 49271M100 1,245 9,400 SH   SOLE   9,400 0 0
KEYCORP COM 493267108 1,902 136,836 SH   SOLE   136,836 0 0
KEYSIGHT TECHNOLOGIES INC. COM 49338L103 240 7,110 SH   SOLE   7,110 0 0
KILROY REALTY CORP. REIT 49427F108 269 3,900 SH   SOLE   3,900 0 0
KIMBERLY-CLARK CORPORATION COM 494368103 3,579 30,974 SH   SOLE   30,974 0 0
KIMCO REALTY CORP. REIT 49446R109 532 21,177 SH   SOLE   21,177 0 0
KINDER MORGAN INC/DELAWARE COM 49456B101 2,143 50,645 SH   SOLE   50,645 0 0
KNOWLES CORP COM 49926D109 5,626 238,900 SH   SOLE   238,900 0 0
KOHL'S CORPORATION COM 500255104 2,246 36,791 SH   SOLE   36,791 0 0
KRAFT FOODS GROUP, INC. COM 50076Q106 2,895 46,197 SH   SOLE   46,197 0 0
KROGER COMPANY COM 501044101 4,130 64,323 SH   SOLE   64,323 0 0
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L-3 COMMUNICATIONS HOLDINGS INC. COM 502424104 785 6,218 SH   SOLE   6,218 0 0
LABORATORY CORPORATION OF AMERICA HOLDINGS COM 50540R409 644 5,973 SH   SOLE   5,973 0 0
LAM RESEARCH CORP. COM 512807108 724 9,122 SH   SOLE   9,122 0 0
LANDS' END INC COM 51509F105 2,552 47,300 SH   SOLE   47,300 0 0
LAS VEGAS SANDS CORP. COM 517834107 774 13,300 SH   SOLE   13,300 0 0
ESTEE LAUDER COMPANIES, INC. COM 518439104 1,293 16,966 SH   SOLE   16,966 0 0
LEAR CORPORATION COM 521865204 1,295 13,200 SH   SOLE   13,200 0 0
LEGGETT & PLATT INC. COM 524660107 411 9,641 SH   SOLE   9,641 0 0
LEGACY RESERVES LP COM 524707304 663 58,000 SH   SOLE   58,000 0 0
LEGG MASON INC. COM 524901105 1,429 26,773 SH   SOLE   26,773 0 0
MMODAL, INC. COM 52490FRR7 1,769 127,909 SH   SOLE   127,909 0 0
LEIDOS HOLDINGS, INC. COM 525327102 499 11,475 SH   SOLE   11,475 0 0
LEUCADIA NATIONAL CORPORATION COM 527288104 819 36,541 SH   SOLE   36,541 0 0
LEXMARK INTERNATIONAL, INC. COM 529771107 1,357 32,874 SH   SOLE   32,874 0 0
LIBERTY INTERACTIVE CORPORATION COM 53071M880 244 6,470 SH   SOLE   6,470 0 0
LIBERTY MEDIA CORP COM 531229102 247 7,000 SH   SOLE   7,000 0 0
LIBERTY MEDIA CORP COM 531229300 260 7,420 SH   SOLE   7,420 0 0
LIFEPOINT HOSPITALS INC. COM 53219L109 777 10,800 SH   SOLE   10,800 0 0
ELI LILLY & CO. COM 532457108 4,673 67,732 SH   SOLE   67,732 0 0
LINCOLN ELECTRIC HOLDINGS, INC. COM 533900106 221 3,200 SH   SOLE   3,200 0 0
LINCOLN NATIONAL CORP. COM 534187109 2,203 38,202 SH   SOLE   38,202 0 0
LINEAR TECHNOLOGY CORPORATION COM 535678106 1,368 30,006 SH   SOLE   30,006 0 0
LOCKHEED MARTIN CORPORATION COM 539830109 9,768 50,726 SH   SOLE   50,726 0 0
LORILLARD INC. COM 544147101 2,334 37,081 SH   SOLE   37,081 0 0
LOWES COMPANIES, INC. COM 548661107 8,774 127,524 SH   SOLE   127,524 0 0
M&T BANK CORP. COM 55261F104 433 3,444 SH   SOLE   3,444 0 0
MBIA INC. COM 55262C100 329 34,500 SH   SOLE   34,500 0 0
MFA FINANCIAL, INC. REIT 55272X102 598 74,800 SH   SOLE   74,800 0 0
MGM RESORTS INTERNATIONAL COM 552953101 676 31,600 SH   SOLE   31,600 0 0
M K S INSTRUMENTS, INC. COM 55306N104 318 8,700 SH   SOLE   8,700 0 0
M W I VETERINARY SUPPLY, INC. COM 55402X105 357 2,100 SH   SOLE   2,100 0 0
MACERICH COMPANY, THE REIT 554382101 475 5,695 SH   SOLE   5,695 0 0
MACY'S, INC. COM 55616P104 4,104 62,413 SH   SOLE   62,413 0 0
MAGELLAN MIDSTREAM PARTNERS COM 559080106 5,315 64,300 SH   SOLE   64,300 0 0
MANPOWERGROUP INC. COM 56418H100 566 8,300 SH   SOLE   8,300 0 0
MARATHON OIL CORPORATION COM 565849106 1,956 69,140 SH   SOLE   69,140 0 0
MARATHON PETROLEUM CORPORATION COM 56585A102 3,624 40,155 SH   SOLE   40,155 0 0
MARKWEST ENERGY OPERATING CO COM 570759100 4,735 70,470 SH   SOLE   70,470 0 0
MARSH & MCLENNAN COMPANIES INC. COM 571748102 1,743 30,443 SH   SOLE   30,443 0 0
MARRIOTT INTERNATIONAL, INC. COM 571903202 3,749 48,049 SH   SOLE   48,049 0 0
MARTIN MARIETTA MATERIALS INC. COM 573284106 378 3,430 SH   SOLE   3,430 0 0
MASCO CORP. COM 574599106 464 18,419 SH   SOLE   18,419 0 0
MASTERCARD, INC. COM 57636Q104 8,126 94,310 SH   SOLE   94,310 0 0
MAXIM INTEGRATED PRODUCTS, INC. COM 57772K101 628 19,700 SH   SOLE   19,700 0 0
MCDONALD'S CORPORATION COM 580135101 4,348 46,405 SH   SOLE   46,405 0 0
MCGRAW-HILL FINANCIAL, INC. COM 580645109 1,106 12,427 SH   SOLE   12,427 0 0
MCKESSON CORPORATION COM 58155Q103 5,178 24,946 SH   SOLE   24,946 0 0
MEAD JOHNSON NUTRITION COMPANY COM 582839106 1,170 11,636 SH   SOLE   11,636 0 0
MEDIFAST INC COM 58470H101 265 7,900 SH   SOLE   7,900 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 468 9,800 SH   SOLE   9,800 0 0
MEDNAX, INC. COM 58502B106 251 3,800 SH   SOLE   3,800 0 0
MEDTRONIC INC. COM 585055106 7,922 109,717 SH   SOLE   109,717 0 0
MELCO CROWN ENTERTAINMENT LTD ADR 585464100 310 12,200 SH   SOLE   12,200 0 0
MERCK & CO. INC. COM 58933Y105 14,077 247,883 SH   SOLE   247,883 0 0
MERITOR, INC. CONV 59001KAC4 33,838 20,547,000 PRN   SOLE   20,547,000 0 0
METLIFE, INC. COM 59156R108 5,118 94,625 SH   SOLE   94,625 0 0
METTLER-TOLEDO INTERNATIONAL INC. COM 592688105 272 900 SH   SOLE   900 0 0
MICROSOFT CORPORATION COM 594918104 35,032 754,196 SH   SOLE   754,196 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 841 18,645 SH   SOLE   18,645 0 0
MICRON TECHNOLOGY INC. COM 595112103 3,944 112,650 SH   SOLE   112,650 0 0
MICRON TECHNOLOGY INC. CONV 595112AV5 19,577 6,100,000 PRN   SOLE   6,100,000 0 0
MICRON TECHNOLOGY INC. CONV 595112AY9 7,894 6,000,000 PRN   SOLE   6,000,000 0 0
MID-CON ENERGY PARTNERS LP COM 59560V109 1,062 168,269 SH   SOLE   168,269 0 0
MIDSTATES PETROLEUM COMPANY, INC. COM 59804T100 368 243,714 SH   SOLE   243,714 0 0
MOLSON COORS BREWING COMPANY COM 60871R209 1,008 13,525 SH   SOLE   13,525 0 0
MONDELEZ INTERNATIONAL, INC. COM 609207105 3,064 84,346 SH   SOLE   84,346 0 0
MONRO MUFFLER BRAKE COM 610236101 272 4,700 SH   SOLE   4,700 0 0
MONSANTO CO. COM 61166W101 667 5,583 SH   SOLE   5,583 0 0
MONSTER BEVERAGE CORP COM 611740101 1,441 13,300 SH   SOLE   13,300 0 0
MOODY'S CORPORATION COM 615369105 1,405 14,665 SH   SOLE   14,665 0 0
MORGAN STANLEY COM 617446448 5,086 131,093 SH   SOLE   131,093 0 0
MOSAIC CO., THE COM 61945C103 1,712 37,500 SH   SOLE   37,500 0 0
MOTORS LIQUIDATION CO GUC TRUS COM 62010U101 207 10,729 SH   SOLE   10,729 0 0
MURPHY OIL CORP. COM 626717102 815 16,133 SH   SOLE   16,133 0 0
MURPHY USA INC. COM 626755102 11,851 172,100 SH   SOLE   172,100 0 0
MYLAN INC. COM 628530107 1,641 29,106 SH   SOLE   29,106 0 0
MYRIAD GENETICS, INC. COM 62855J104 909 26,700 SH   SOLE   26,700 0 0
NRG ENERGY INC. COM 629377508 717 26,620 SH   SOLE   26,620 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 440 9,167 SH   SOLE   9,167 0 0
NATIONAL FUEL GAS CO. COM 636180101 358 5,148 SH   SOLE   5,148 0 0
NATIONAL OILWELL VARCO, INC. COM 637071101 6,829 104,213 SH   SOLE   104,213 0 0
NAVIENT CORPORATION COM 63938C108 4,132 191,209 SH   SOLE   191,209 0 0
NEENAH ENTERPRISES, INC. COM 64007R109 2,546 154,333 SH   SOLE   154,333 0 0
NETAPP INC. COM 64110D104 1,648 39,767 SH   SOLE   39,767 0 0
NETFLIX INC COM 64110L106 1,191 3,486 SH   SOLE   3,486 0 0
NEW MEDIA INVESTMENT GROUP INC. COM 64704V106 541 22,900 SH   SOLE   22,900 0 0
NEW YORK COMMUNITY BANCORP, INC COM 649445103 426 26,640 SH   SOLE   26,640 0 0
NEW YORK MORTGAGE TRUST INC REIT 649604501 254 33,000 SH   SOLE   33,000 0 0
NEWELL RUBBERMAID, INC. COM 651229106 1,022 26,821 SH   SOLE   26,821 0 0
NEWFIELD EXPLORATION CO. COM 651290108 626 23,100 SH   SOLE   23,100 0 0
NEWMARKET CORPORATION COM 651587107 343 850 SH   SOLE   850 0 0
NEWMONT MINING CORP. COM 651639106 305 16,154 SH   SOLE   16,154 0 0
NEWS CORPORATION COM 65249B109 563 35,896 SH   SOLE   35,896 0 0
NEWS CORPORATION COM 65249B208 3,737 247,800 SH   SOLE   247,800 0 0
NEXTERA ENERGY INC. COM 65339F101 841 7,908 SH   SOLE   7,908 0 0
NIKE, INC. COM 654106103 6,314 65,664 SH   SOLE   65,664 0 0
NISOURCE, INC. COM 65473P105 601 14,171 SH   SOLE   14,171 0 0
NOBLE ENERGY, INC. COM 655044105 633 13,347 SH   SOLE   13,347 0 0
NORDSTROM, INC. COM 655664100 1,835 23,119 SH   SOLE   23,119 0 0
NORFOLK SOUTHERN CORPORATION COM 655844108 3,100 28,286 SH   SOLE   28,286 0 0
NORTHEAST UTILITIES COM 664397106 555 10,364 SH   SOLE   10,364 0 0
NORTHERN OIL AND GAS INC COM 665531109 132 23,275 SH   SOLE   23,275 0 0
NORTHERN TIER ENERGY LP COM 665826103 410 18,515 SH   SOLE   18,515 0 0
NORTHERN TRUST CORP. COM 665859104 857 12,720 SH   SOLE   12,720 0 0
NORTHROP GRUMMAN CORPORATION COM 666807102 5,162 35,020 SH   SOLE   35,020 0 0
NOVATION CO INC REIT 66989V107 5,392 19,258,775 SH   SOLE   19,258,775 0 0
NOW INC/DE COM 67011P100 226 8,802 SH   SOLE   8,802 0 0
NU SKIN ENTERPRISES, INC. COM 67018T105 211 4,830 SH   SOLE   4,830 0 0
NVIDIA CORP. COM 67066G104 3,290 164,111 SH   SOLE   164,111 0 0
O'REILLY AUTOMOTIVE, INC. NEW COM 67103H107 2,977 15,457 SH   SOLE   15,457 0 0
OCCIDENTAL PETROLEUM CORP. COM 674599105 2,372 29,425 SH   SOLE   29,425 0 0
OLD DOMINION FREIGHT LINE INC. COM 679580100 256 3,300 SH   SOLE   3,300 0 0
OLD REPUBLIC INTERNATIONAL CORP. COM 680223104 371 25,357 SH   SOLE   25,357 0 0
OMNICARE INC. COM 681904108 401 5,500 SH   SOLE   5,500 0 0
OMNICOM GROUP INC. COM 681919106 1,840 23,745 SH   SOLE   23,745 0 0
OMEGA PROTEIN CORP COM 68210P107 152 14,400 SH   SOLE   14,400 0 0
OMNOVA SOLUTIONS INC. COM 682129101 3,702 454,801 SH   SOLE   454,801 0 0
ON SEMICONDUCTOR CORP. COM 682189105 178 17,600 SH   SOLE   17,600 0 0
ONEOK PARTNERS LP COM 68268N103 3,837 96,825 SH   SOLE   96,825 0 0
ORACLE CORPORATION COM 68389X105 13,763 306,045 SH   SOLE   306,045 0 0
OUTFRONT MEDIA INC COM 69007J106 4,377 163,086 SH   SOLE   163,086 0 0
OWENS CORNING COM 690742101 9,558 266,909 SH   SOLE   266,909 0 0
OWENS-ILLINOIS INC. COM 690768403 454 16,838 SH   SOLE   16,838 0 0
PBF ENERGY, INC. COM 69318G106 1,031 38,700 SH   SOLE   38,700 0 0
PDL BIOPHARMA, INC. COM 69329Y104 94 12,200 SH   SOLE   12,200 0 0
PG&E CORP. COM 69331C108 2,430 45,635 SH   SOLE   45,635 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 4,713 51,658 SH   SOLE   51,658 0 0
PPG INDUSTRIES, INC. COM 693506107 3,574 15,463 SH   SOLE   15,463 0 0
PPL CORP. COM 69351T106 2,213 60,902 SH   SOLE   60,902 0 0
PACCAR INC. COM 693718108 1,044 15,356 SH   SOLE   15,356 0 0
PACKAGING CORP. OF AMERICA COM 695156109 460 5,900 SH   SOLE   5,900 0 0
PACWEST BANCORP COM 695263103 232 5,100 SH   SOLE   5,100 0 0
PALL CORP. COM 696429307 488 4,822 SH   SOLE   4,822 0 0
PALO ALTO NETWORKS INC COM 697435105 208 1,700 SH   SOLE   1,700 0 0
PANTRY, INC. COM 698657103 493 13,300 SH   SOLE   13,300 0 0
PARKER-HANNIFIN CORP. COM 701094104 1,617 12,538 SH   SOLE   12,538 0 0
PATTERSON UTI ENERGY INC. COM 703481101 989 59,600 SH   SOLE   59,600 0 0
PAYCHEX INC COM 704326107 461 9,977 SH   SOLE   9,977 0 0
PEABODY ENERGY CORPORATION COM 704549104 311 40,195 SH   SOLE   40,195 0 0
PENSKE AUTO GROUP INC COM 70959W103 579 11,800 SH   SOLE   11,800 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105 228 15,010 SH   SOLE   15,010 0 0
PEP BOYS-MANNY, MOE & JACK COM 713278109 7,410 754,583 SH   SOLE   754,583 0 0
PEPCO HOLDINGS INC. COM 713291102 1,085 40,299 SH   SOLE   40,299 0 0
PEPSICO INC. COM 713448108 12,300 130,075 SH   SOLE   130,075 0 0
PETROBRAS ARGENTINA SA ADR 71646J109 86 17,500 SH   SOLE   17,500 0 0
PETSMART INC. COM 716768106 8,714 107,193 SH   SOLE   107,193 0 0
PFIZER, INC. COM 717081103 19,415 623,286 SH   SOLE   623,286 0 0
PHILIP MORRIS INTERNATIONAL INC. COM 718172109 9,497 116,602 SH   SOLE   116,602 0 0
PHILLIPS 66 COM 718546104 9,857 137,474 SH   SOLE   137,474 0 0
PILGRIM'S PRIDE CORP. COM 72147K108 2,217 67,600 SH   SOLE   67,600 0 0
PINNACLE WEST CAPITAL CORP. COM 723484101 231 3,382 SH   SOLE   3,382 0 0
PITNEY BOWES, INC. COM 724479100 4,798 196,888 SH   SOLE   196,888 0 0
PLAINS ALL AMERICAN PIPELINE COM 726503105 6,945 135,330 SH   SOLE   135,330 0 0
PLY GEM HOLDINGS, INC. COM 72941W100 3,188 228,022 SH   SOLE   228,022 0 0
POLARIS INDUSTRIES, INC. COM 731068102 945 6,250 SH   SOLE   6,250 0 0
POOL CORPORATION COM 73278L105 615 9,700 SH   SOLE   9,700 0 0
POPULAR INC. COM 733174700 609 17,900 SH   SOLE   17,900 0 0
POST HOLDINGS INC. COM 737446104 4,208 100,464 SH   SOLE   100,464 0 0
PRAXAIR INC. COM 74005P104 482 3,720 SH   SOLE   3,720 0 0
PRECISION CASTPARTS CORP. COM 740189105 1,208 5,015 SH   SOLE   5,015 0 0
T ROWE PRICE GROUP, INC. COM 74144T108 1,270 14,792 SH   SOLE   14,792 0 0
PRICELINE GROUP, INC. COM 741503403 3,603 3,160 SH   SOLE   3,160 0 0
PRIMERICA INC COM 74164M108 266 4,900 SH   SOLE   4,900 0 0
PRINCIPAL FINANCIAL GROUP, INC. COM 74251V102 2,148 41,364 SH   SOLE   41,364 0 0
PROCTER & GAMBLE CO. COM 742718109 14,147 155,303 SH   SOLE   155,303 0 0
PROGRESSIVE CORP., THE COM 743315103 1,046 38,748 SH   SOLE   38,748 0 0
PROGRESSIVE WASTE SOLUTIONS LTD. COM 74339G101 360 11,960 SH   SOLE   11,960 0 0
PROLOGIS COM 74340W103 795 18,465 SH   SOLE   18,465 0 0
PROTECTIVE LIFE CORP. COM 743674103 227 3,266 SH   SOLE   3,266 0 0
PRUDENTIAL FINANCIAL, INC. COM 744320102 1,254 13,862 SH   SOLE   13,862 0 0
PUBLIC SERVICE ENTERPRISE GROUP INC. COM 744573106 2,250 54,333 SH   SOLE   54,333 0 0
PUBLIC STORAGE REIT 74460D109 360 1,950 SH   SOLE   1,950 0 0
PULTEGROUP, INC. COM 745867101 1,016 47,347 SH   SOLE   47,347 0 0
QUALCOM, INC. COM 747525103 8,256 111,078 SH   SOLE   111,078 0 0
QUALITY DISTRIBUTION INC. COM 74756M102 5,435 510,846 SH   SOLE   510,846 0 0
QUANTA SERVICES, INC. COM 74762E102 441 15,537 SH   SOLE   15,537 0 0
QUEST DIAGNOSTICS INC. COM 74834L100 667 9,944 SH   SOLE   9,944 0 0
QUINTILES TRANSNATIONAL HOLDIN COM 74876Y101 439 7,462 SH   SOLE   7,462 0 0
R P M INTERNATIONAL, INC. COM 749685103 1,241 24,470 SH   SOLE   24,470 0 0
RPX CORP COM 74972G103 240 17,400 SH   SOLE   17,400 0 0
RANDGOLD RESOURCES LTD ADR 752344309 502 7,447 SH   SOLE   7,447 0 0
RAYONIER ADVANCED MATERIALS INC. COM 75508B104 1,226 54,988 SH   SOLE   54,988 0 0
RAYTHEON COMPANY COM 755111507 2,879 26,613 SH   SOLE   26,613 0 0
REALTY INCOME CORP. REIT 756109104 420 8,800 SH   SOLE   8,800 0 0
RED HAT INC. COM 756577102 328 4,745 SH   SOLE   4,745 0 0
REGAL-BELOIT CORPORATION COM 758750103 202 2,687 SH   SOLE   2,687 0 0
REGENCY ENERGY PARTNERS LP COM 75885Y107 3,080 128,327 SH   SOLE   128,327 0 0
REGENERON PHARMACEUTICALS, INC. COM 75886F107 390 950 SH   SOLE   950 0 0
REGIONS FINANCIAL CORP. COM 7591EP100 1,549 146,668 SH   SOLE   146,668 0 0
REINSURANCE GROUP OF AMERICA, INC. COM 759351604 1,756 20,043 SH   SOLE   20,043 0 0
RELIANCE STEEL & ALUMINUM CO. COM 759509102 1,032 16,845 SH   SOLE   16,845 0 0
RENEWABLE ENERGY GROUP INC COM 75972A301 175 18,000 SH   SOLE   18,000 0 0
REPUBLIC SERVICES INC. COM 760759100 253 6,289 SH   SOLE   6,289 0 0
RESMED INC. COM 761152107 331 5,900 SH   SOLE   5,900 0 0
RESOLUTE FOREST PRODUCTS, INC. COM 76117W109 660 37,466 SH   SOLE   37,466 0 0
RESOURCE CAPITAL CORPORATION COM 76120W302 176 35,000 SH   SOLE   35,000 0 0
RESTAURANT BRANDS INTERNATIONAL INC COM 76131D103 897 22,968 SH   SOLE   22,968 0 0
REX AMERICAN RESOURCES CORP COM 761624105 211 3,400 SH   SOLE   3,400 0 0
REYNOLDS AMERICAN INC. COM 761713106 761 11,842 SH   SOLE   11,842 0 0
RITE AID CORP. COM 767754104 560 74,500 SH   SOLE   74,500 0 0
RIVERBED TECHNOLOGY INC. COM 768573107 467 22,900 SH   SOLE   22,900 0 0
ROBERT HALF INTERNATIONAL, INC. COM 770323103 366 6,261 SH   SOLE   6,261 0 0
ROCK-TENN CO. COM 772739207 13,492 221,260 SH   SOLE   221,260 0 0
ROCKWELL AUTOMATION INC. COM 773903109 879 7,909 SH   SOLE   7,909 0 0
ROCKWELL COLLINS INC. COM 774341101 348 4,125 SH   SOLE   4,125 0 0
ROPER INDUSTRIES INC. COM 776696106 1,591 10,177 SH   SOLE   10,177 0 0
ROSS STORES INC. COM 778296103 1,892 20,068 SH   SOLE   20,068 0 0
ROVI CORPORATION COM 779376102 630 27,900 SH   SOLE   27,900 0 0
ROYAL GOLD, INC. COM 780287108 245 3,900 SH   SOLE   3,900 0 0
RYDER SYSTEM INC. COM 783549108 1,076 11,586 SH   SOLE   11,586 0 0
SBA COMMUNICATIONS CORP. COM 78388J106 414 3,740 SH   SOLE   3,740 0 0
SEI INVESTMENTS COMPANY COM 784117103 517 12,900 SH   SOLE   12,900 0 0
SL GREEN REALTY CORP. REIT 78440X101 642 5,390 SH   SOLE   5,390 0 0
SPX CORP. COM 784635104 556 6,470 SH   SOLE   6,470 0 0
STANDARD PARKING CORP. COM 78469C103 3,091 122,500 SH   SOLE   122,500 0 0
SVB FINANCIAL GROUP COM 78486Q101 244 2,100 SH   SOLE   2,100 0 0
SABRE CORP COM 78573M104 312 15,400 SH   SOLE   15,400 0 0
SAFEWAY, INC. COM 786514208 1,300 37,021 SH   SOLE   37,021 0 0
ST. JUDE MEDICAL INC. COM 790849103 1,615 24,829 SH   SOLE   24,829 0 0
SALESFORCE.COM INC. COM 79466L302 1,042 17,564 SH   SOLE   17,564 0 0
SANDISK CORP. COM 80004C101 3,925 40,063 SH   SOLE   40,063 0 0
SANDRIDGE ENERGY, INC. COM 80007P307 121 66,500 SH   SOLE   66,500 0 0
SANMINA-SCI CORPORATION COM 801056102 252 10,700 SH   SOLE   10,700 0 0
SANTANDER CONSUMER USA HOLDINGS INC COM 80283M101 451 23,000 SH   SOLE   23,000 0 0
SCANA CORP. COM 80589M102 811 13,420 SH   SOLE   13,420 0 0
HENRY SCHEIN, INC. COM 806407102 353 2,590 SH   SOLE   2,590 0 0
SCHLUMBERGER LTD. COM 806857108 8,119 95,059 SH   SOLE   95,059 0 0
CHARLES SCHWAB CORP. COM 808513105 883 29,234 SH   SOLE   29,234 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 155 17,700 SH   SOLE   17,700 0 0
SCRIPPS NETWORKS INTERACTIVE INC. COM 811065101 1,287 17,096 SH   SOLE   17,096 0 0
SEACOR HOLDINGS INC. CONV 81170YAB5 16,867 18,510,000 PRN   SOLE   18,510,000 0 0
SEALED AIR CORPORATION COM 81211K100 963 22,700 SH   SOLE   22,700 0 0
SELECT SECTOR SPDR MATERIALS ETF 81369Y100 316 6,500 SH   SOLE   6,500 0 0
SELECT SECTOR SPDR HEATH CARE ETF 81369Y209 773 11,300 SH   SOLE   11,300 0 0
SELECT SECTOR SPDR CON STAPLES ETF 81369Y308 519 10,700 SH   SOLE   10,700 0 0
SELECT SECTOR SPDR CON DISCRET ETF 81369Y407 620 8,600 SH   SOLE   8,600 0 0
SELECT SECTOR SPDR ENERGY ETF 81369Y506 2,137 27,000 SH   SOLE   27,000 0 0
SELECT SECTOR SPDR FINANCIAL ETF 81369Y605 1,810 73,200 SH   SOLE   73,200 0 0
SELECT SECTOR SPDR INDUSTRIAL ETF 81369Y704 933 16,500 SH   SOLE   16,500 0 0
SELECT SECTOR SPDR TECHNOLOGY ETF 81369Y803 2,030 49,100 SH   SOLE   49,100 0 0
SELECT SECTOR SPDR UTILITIES ETF 81369Y886 279 5,900 SH   SOLE   5,900 0 0
SEMPRA ENERGY COM 816851109 1,633 14,664 SH   SOLE   14,664 0 0
SENIOR HOUSING PROPERTIES TRUST REIT 81721M109 287 13,000 SH   SOLE   13,000 0 0
SERVICE CORP. INTERNATIONAL COM 817565104 245 10,800 SH   SOLE   10,800 0 0
SEVENTY SEVEN ENERGY INC. COM 818097107 197 36,500 SH   SOLE   36,500 0 0
SHERWIN-WILLIAMS COMPANY COM 824348106 1,502 5,710 SH   SOLE   5,710 0 0
SIGMA-ALDRICH CORP. COM 826552101 1,166 8,495 SH   SOLE   8,495 0 0
SIGNATURE BANK CORPORATION COM 82669G104 273 2,170 SH   SOLE   2,170 0 0
SILVER WHEATON CORPORATION COM 828336107 723 35,570 SH   SOLE   35,570 0 0
SIMON PROPERTY GROUP, INC. REIT 828806109 1,651 9,068 SH   SOLE   9,068 0 0
SKYWEST, INC. COM 830879102 538 40,500 SH   SOLE   40,500 0 0
SKYWORKS SOLUTIONS, INC. COM 83088M102 1,840 25,300 SH   SOLE   25,300 0 0
A.O. SMITH CORPORATION COM 831865209 570 10,100 SH   SOLE   10,100 0 0
J.M. SMUCKER CO. (THE) COM 832696405 433 4,292 SH   SOLE   4,292 0 0
SNAP-ON INC. COM 833034101 609 4,455 SH   SOLE   4,455 0 0
SOCIEDAD QUIMICA Y MINERA DE C ADR 833635105 865 36,220 SH   SOLE   36,220 0 0
SOLAR CAPITAL LTD COM 83413U100 191 10,600 SH   SOLE   10,600 0 0
SOLERA HOLDINGS INC. COM 83421A104 512 10,000 SH   SOLE   10,000 0 0
SONOCO PRODUCTS CO. COM 835495102 535 12,244 SH   SOLE   12,244 0 0
SOUTHERN COMPANY COM 842587107 4,990 101,607 SH   SOLE   101,607 0 0
SOUTHWEST AIRLINES COMPANY COM 844741108 5,152 121,749 SH   SOLE   121,749 0 0
SOUTHWESTERN ENERGY CO. COM 845467109 325 11,900 SH   SOLE   11,900 0 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 4,438 77,900 SH   SOLE   77,900 0 0
SPECTRASCIENCE, INC. COM 84760E301 3 157,715 SH   SOLE   157,715 0 0
SPIRIT AEROSYSTEMS HOLDINGS INC COM 848574109 1,085 25,200 SH   SOLE   25,200 0 0
SPIRIT AIRLINES, INC. COM 848577102 461 6,100 SH   SOLE   6,100 0 0
SPIRIT REALTY CAPITAL INC. REIT 84860W102 241 20,300 SH   SOLE   20,300 0 0
SPOK HOLDINGS INC COM 84863T106 281 16,200 SH   SOLE   16,200 0 0
SPRINT CORP. COM 85207U105 128 30,800 SH   SOLE   30,800 0 0
STANLEY BLACK & DECKER INC. COM 854502101 815 8,481 SH   SOLE   8,481 0 0
STAPLES INC. COM 855030102 1,166 64,348 SH   SOLE   64,348 0 0
STARBUCKS CORP. COM 855244109 1,885 22,972 SH   SOLE   22,972 0 0
STARWOOD PROPERTY TRUST INC. REIT 85571B105 249 10,700 SH   SOLE   10,700 0 0
STARZ COM 85571Q102 6,525 219,695 SH   SOLE   219,695 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE INC. COM 85590A401 1,263 15,575 SH   SOLE   15,575 0 0
STATE STREET CORP. COM 857477103 1,975 25,161 SH   SOLE   25,161 0 0
STEEL DYNAMICS INC. COM 858119100 221 11,200 SH   SOLE   11,200 0 0
STEIN MART, INC. COM 858375108 237 16,200 SH   SOLE   16,200 0 0
STERICYCLE, INC. COM 858912108 446 3,404 SH   SOLE   3,404 0 0
STRYKER CORPORATION COM 863667101 2,227 23,609 SH   SOLE   23,609 0 0
SUNCOR ENERGY, INC. COM 867224107 560 17,619 SH   SOLE   17,619 0 0
SUNCO LOGISTICS PARTNERS LP COM 86764L108 5,326 127,480 SH   SOLE   127,480 0 0
SUNTRUST BANKS, INC. COM 867914103 3,000 71,600 SH   SOLE   71,600 0 0
SUPERIOR ENERGY SERVICES INC. COM 868157108 641 31,800 SH   SOLE   31,800 0 0
SUPREME INDUSTRIES, INC. COM 868607102 2,243 317,706 SH   SOLE   317,706 0 0
SYMANTEC CORP. COM 871503108 1,009 39,334 SH   SOLE   39,334 0 0
SYNOPSIS, INC. COM 871607107 200 4,600 SH   SOLE   4,600 0 0
SYNNEX CORP. COM 87162W100 477 6,100 SH   SOLE   6,100 0 0
SYNCHRONY FINANCIAL COM 87165B103 1,006 33,800 SH   SOLE   33,800 0 0
SYSCO CORP. COM 871829107 337 8,500 SH   SOLE   8,500 0 0
TD AMERITRADE HOLDING CORP. COM 87236Y108 1,020 28,500 SH   SOLE   28,500 0 0
TECO ENERGY INC. COM 872375100 201 9,823 SH   SOLE   9,823 0 0
TCP CAPITAL CORP COM 87238Q103 26,905 1,603,372 SH   SOLE   1,603,372 0 0
TJX COMPANIES INC. COM 872540109 5,786 84,366 SH   SOLE   84,366 0 0
TRW AUTOMOTIVE HOLDINGS CORP. COM 87264S106 688 6,690 SH   SOLE   6,690 0 0
TAKE-TWO INTERACTIVE SFTWR COM 874054109 269 9,600 SH   SOLE   9,600 0 0
TARGA RESOURCES PARTNERS LP COM 87611X105 6,498 135,715 SH   SOLE   135,715 0 0
TARGET CORP. COM 87612E106 2,145 28,253 SH   SOLE   28,253 0 0
TARGA RESOURCES CORP COM 87612G101 212 2,000 SH   SOLE   2,000 0 0
TAUBMAN CENTERS, INC. REIT 876664103 1,024 13,400 SH   SOLE   13,400 0 0
TECH DATA CORPORATION COM 878237106 999 15,800 SH   SOLE   15,800 0 0
TELEFLEX, INC. COM 879369106 537 4,681 SH   SOLE   4,681 0 0
TERADATA CORPORATION COM 88076W103 1,585 36,284 SH   SOLE   36,284 0 0
TESORO PETROLEUM CORPORATION COM 881609101 7,255 97,583 SH   SOLE   97,583 0 0
TESORO LOGISTICS LP COM 88160T107 724 12,300 SH   SOLE   12,300 0 0
TEXAS INSTRUMENTS INC. COM 882508104 4,607 86,169 SH   SOLE   86,169 0 0
TEXAS ROADHOUSE, INC. COM 882681109 461 13,650 SH   SOLE   13,650 0 0
TEXTRON, INC. COM 883203101 2,192 52,057 SH   SOLE   52,057 0 0
THERMO FISHER SCIENTIFIC INC. COM 883556102 2,503 19,974 SH   SOLE   19,974 0 0
CENGAGE LEARNING HOLDINGS II L.P. COM 884849XX3 2,117 95,152 SH   SOLE   95,152 0 0
THOMSON REUTERS CORP. COM 884903105 270 6,700 SH   SOLE   6,700 0 0
THOR INDUSTRIES, INC. COM 885160101 575 10,300 SH   SOLE   10,300 0 0
3M COMPANY COM 88579Y101 9,090 55,317 SH   SOLE   55,317 0 0
TIFFANY AND COMPANY COM 886547108 365 3,413 SH   SOLE   3,413 0 0
TIME WARNER INC. COM 887317303 8,047 94,200 SH   SOLE   94,200 0 0
TIME WARNER CABLE, INC. COM 88732J207 3,309 21,764 SH   SOLE   21,764 0 0
TIMKEN COMPANY, THE COM 887389104 807 18,900 SH   SOLE   18,900 0 0
TIMKENSTEEL CORP COM 887399103 9,461 255,500 SH   SOLE   255,500 0 0
TORCHMARK CORPORATION COM 891027104 1,437 26,519 SH   SOLE   26,519 0 0
TORO CO., THE COM 891092108 203 3,180 SH   SOLE   3,180 0 0
TOTAL S A COM 89151E109 2,534 49,490 SH   SOLE   49,490 0 0
TOTAL SYSTEM SERVICES INC. COM 891906109 741 21,828 SH   SOLE   21,828 0 0
TOWNSQUARE MEDIA INC COM 892231101 341 25,839 SH   SOLE   25,839 0 0
TRAVELERS COMPANIES, INC., THE COM 89417E109 4,014 37,925 SH   SOLE   37,925 0 0
TRIMBLE NAVIGATION LTD COM 896239100 553 20,820 SH   SOLE   20,820 0 0
TRINITY INDUSTRIES INC. COM 896522109 448 16,000 SH   SOLE   16,000 0 0
TRIPADVISOR INC COM 896945201 521 6,980 SH   SOLE   6,980 0 0
TUPPERWARE BRANDS CORPORATION COM 899896104 202 3,200 SH   SOLE   3,200 0 0
NEWS CORPORATION COM 90130A101 1,459 37,988 SH   SOLE   37,988 0 0
TWO HARBORS INVESTMENT CORP REIT 90187B101 386 38,500 SH   SOLE   38,500 0 0
TYSON FOODS, INC. COM 902494103 1,993 49,721 SH   SOLE   49,721 0 0
UGI CORPORATION COM 902681105 489 12,882 SH   SOLE   12,882 0 0
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USANA HEALTH SCIENCES COM 90328M107 287 2,800 SH   SOLE   2,800 0 0
USG CORP. COM 903293405 9,177 327,856 SH   SOLE   327,856 0 0
ULTRAPAR PARTICIPACOES SA ADR 90400P101 844 44,275 SH   SOLE   44,275 0 0
UNION PACIFIC CORPORATION COM 907818108 17,513 147,008 SH   SOLE   147,008 0 0
UNISYS CORPORATION COM 909214306 274 9,300 SH   SOLE   9,300 0 0
UNIT CORP. COM 909218109 211 6,200 SH   SOLE   6,200 0 0
UNITED CONTINENTAL HOLDINGS INC. COM 910047109 1,275 19,055 SH   SOLE   19,055 0 0
UNITED PARCEL SERVICE INC. COM 911312106 3,681 33,115 SH   SOLE   33,115 0 0
UNITED RENTALS INC. COM 911363109 1,423 13,950 SH   SOLE   13,950 0 0
UNITED STATES STEEL CORP. COM 912909108 1,400 52,362 SH   SOLE   52,362 0 0
UNITED STATIONERS, INC. COM 913004107 346 8,200 SH   SOLE   8,200 0 0
UNITED TECHNOLOGIES CORP. COM 913017109 5,416 47,092 SH   SOLE   47,092 0 0
UNITED THERAPEUTICS CORP COM 91307C102 765 5,910 SH   SOLE   5,910 0 0
UNITEDHEALTH GROUP, INC. COM 91324P102 10,437 103,245 SH   SOLE   103,245 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 286 4,400 SH   SOLE   4,400 0 0
UNIVERSAL HEALTH SERVICES INC. COM 913903100 1,166 10,480 SH   SOLE   10,480 0 0
UNUM GROUP COM 91529Y106 1,273 36,506 SH   SOLE   36,506 0 0
VCA INC. COM 918194101 507 10,400 SH   SOLE   10,400 0 0
VF CORP. COM 918204108 3,033 40,500 SH   SOLE   40,500 0 0
VSE CORP COM 918284100 1,008 15,300 SH   SOLE   15,300 0 0
VOXX INTERNATIONAL CORP COM 91829F104 130 14,800 SH   SOLE   14,800 0 0
VALERO ENERGY CORPORATION COM 91913Y100 3,496 70,621 SH   SOLE   70,621 0 0
VALMONT INDUSTRIES, INC. COM 920253101 1,234 9,715 SH   SOLE   9,715 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF ETF 921943858 2,835 74,840 SH   SOLE   74,840 0 0
VANGUARD FTSE EMERGING MARKETS ETF 922042858 2,233 55,800 SH   SOLE   55,800 0 0
VANGUARD NATURAL RESOURCES LLC COM 92205F106 1,281 85,000 SH   SOLE   85,000 0 0
VARIAN MEDICAL SYSTEMS, INC. COM 92220P105 759 8,771 SH   SOLE   8,771 0 0
VECTREN CORPORATION COM 92240G101 229 4,948 SH   SOLE   4,948 0 0
VECTRUS, INC. COM 92242T101 427 15,598 SH   SOLE   15,598 0 0
VEEVA SYSTEMS INC COM 922475108 291 11,000 SH   SOLE   11,000 0 0
VENTAS INC. REIT 92276F100 478 6,661 SH   SOLE   6,661 0 0
VERIFONE SYSTEMS INC. COM 92342Y109 963 25,900 SH   SOLE   25,900 0 0
VERISIGN INC. COM 92343E102 3,455 60,620 SH   SOLE   60,620 0 0
VERIZON COMMUNICATIONS INC. COM 92343V104 14,539 310,787 SH   SOLE   310,787 0 0
VERTEX PHARMACEUTICALS INCORPORATED COM 92532F100 273 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 3,951 52,500 SH   SOLE   52,500 0 0
VISA, INC. COM 92826C839 6,497 24,778 SH   SOLE   24,778 0 0
VISHAY INTERTECHNOLOGY, INC. COM 928298108 617 43,600 SH   SOLE   43,600 0 0
VISTEON CORP. COM 92839U206 224 2,100 SH   SOLE   2,100 0 0
VMWARE, INC. COM 928563402 328 3,980 SH   SOLE   3,980 0 0
VORNADO REALTY TRUST REIT 929042109 414 3,515 SH   SOLE   3,515 0 0
VOYA FINANCIAL, INC. COM 929089100 233 5,500 SH   SOLE   5,500 0 0
VULCAN MATERIALS CO. COM 929160109 563 8,563 SH   SOLE   8,563 0 0
W T OFFSHORE INC COM 92922P106 157 21,330 SH   SOLE   21,330 0 0
WABCO HOLDINGS INC COM 92927K102 242 2,310 SH   SOLE   2,310 0 0
W. P. CAREY INC. REIT 92936U109 273 3,900 SH   SOLE   3,900 0 0
WABTEC CORPORATION COM 929740108 2,759 31,750 SH   SOLE   31,750 0 0
WAL-MART STORES, INC. COM 931142103 5,326 62,015 SH   SOLE   62,015 0 0
WALGREEN CO. COM 931427108 3,540 46,463 SH   SOLE   46,463 0 0
WASHINGTON PRIME GROUP INC. REIT 939647103 401 23,300 SH   SOLE   23,300 0 0
WASTE MANAGEMENT INC. COM 94106L109 1,290 25,139 SH   SOLE   25,139 0 0
WATERS CORPORATION COM 941848103 622 5,520 SH   SOLE   5,520 0 0
WEINGARTEN REALTY INVESTORS REIT 948741103 227 6,500 SH   SOLE   6,500 0 0
WELLPOINT, INC. CONV 94973VBG1 24,442 14,200,000 PRN   SOLE   14,200,000 0 0
WELLS FARGO & COMPANY COM 949746101 20,392 371,980 SH   SOLE   371,980 0 0
WEST CORPORATION COM 952355204 307 9,300 SH   SOLE   9,300 0 0
WESTAR ENERGY INC. COM 95709T100 384 9,300 SH   SOLE   9,300 0 0
WESTERN DIGITAL CORPORATION COM 958102105 4,061 36,683 SH   SOLE   36,683 0 0
WESTERN REFINING, INC. COM 959319104 620 16,400 SH   SOLE   16,400 0 0
WESTERN UNION COMPANY, THE COM 959802109 4,730 264,115 SH   SOLE   264,115 0 0
WESTLAKE CHEMICAL CORPORATION COM 960413102 2,299 37,640 SH   SOLE   37,640 0 0
WEYERHAEUSER CO. REIT 962166104 564 15,703 SH   SOLE   15,703 0 0
WHIRLPOOL CORPORATION COM 963320106 7,212 37,227 SH   SOLE   37,227 0 0
WHITEHORSE FINANCE INC COM 96524V106 162 14,000 SH   SOLE   14,000 0 0
WHITEWAVE FOODS CO COM 966244105 7,856 224,515 SH   SOLE   224,515 0 0
WHITING PETROLEUM CORP. COM 966387102 475 14,400 SH   SOLE   14,400 0 0
WHOLE FOODS MARKET INC. COM 966837106 268 5,322 SH   SOLE   5,322 0 0
JOHN WILEY & SONS, INC. COM 968223206 628 10,600 SH   SOLE   10,600 0 0
WILLIAMS PARTNERS LP COM 96950F104 3,048 68,105 SH   SOLE   68,105 0 0
WILLIAMS-SONOMA, INC. COM 969904101 409 5,400 SH   SOLE   5,400 0 0
WINDSTREAM CORP. COM 97382A101 290 35,251 SH   SOLE   35,251 0 0
WISCONSIN ENERGY CORP. COM 976657106 864 16,382 SH   SOLE   16,382 0 0
WORKDAY INC COM 98138H101 302 3,700 SH   SOLE   3,700 0 0
WORLD FUEL SERVICES CORP. COM 981475106 483 10,300 SH   SOLE   10,300 0 0
WORTHINGTON INDUSTRIES, INC. COM 981811102 2,915 96,870 SH   SOLE   96,870 0 0
WPX ENERGY, INC. COM 98212B103 800 68,799 SH   SOLE   68,799 0 0
WYNDHAM WORLDWIDE CORP. COM 98310W108 3,845 44,831 SH   SOLE   44,831 0 0
WYNN RESORTS LTD. REIT 983134107 642 4,317 SH   SOLE   4,317 0 0
XCEL ENERGY INC. COM 98389B100 1,294 36,029 SH   SOLE   36,029 0 0
XILINX INC. COM 983919101 871 20,127 SH   SOLE   20,127 0 0
XEROX CORPORATION COM 984121103 4,320 311,682 SH   SOLE   311,682 0 0
XYLEM INC. COM 98419M100 516 13,556 SH   SOLE   13,556 0 0
YAHOO! INC. COM 984332106 4,014 79,463 SH   SOLE   79,463 0 0
YUM! BRANDS INC. COM 988498101 941 12,911 SH   SOLE   12,911 0 0
ZEBRA TECHNOLOGIES CORP. COM 989207105 337 4,350 SH   SOLE   4,350 0 0
ZIMMER HOLDINGS INC. COM 98956P102 1,437 12,669 SH   SOLE   12,669 0 0
ZIONS BANCORPORATION COM 989701107 386 13,526 SH   SOLE   13,526 0 0
ZOETIS INC. COM 98978V103 10,979 255,147 SH   SOLE   255,147 0 0
ACTAVIS PLC COM G0083B108 4,035 15,676 SH   SOLE   15,676 0 0
ALLEGION PLC COM G0176J109 9,319 168,033 SH   SOLE   168,033 0 0
AMDOCS LTD. COM G02602103 2,146 46,000 SH   SOLE   46,000 0 0
AON PLC COM G0408V102 2,651 27,952 SH   SOLE   27,952 0 0
ARCH CAPITAL GROUP LTD. COM G0450A105 307 5,200 SH   SOLE   5,200 0 0
ASPEN INSURANCE HOLDINGS LTD. COM G05384105 372 8,500 SH   SOLE   8,500 0 0
ASSURED GUARANTY, LTD. COM G0585R106 346 13,300 SH   SOLE   13,300 0 0
AXIS CAPITAL HOLDINGS LTD. COM G0692U109 220 4,300 SH   SOLE   4,300 0 0
BABSON CAP GLOBAL INV FD 2 PLC COM G0R5P3109 69,280 703,204 SH   SOLE   703,204 0 0
ACCENTURE PLC COM G1151C101 1,465 16,400 SH   SOLE   16,400 0 0
BUNGE LTD. COM G16962105 2,353 25,885 SH   SOLE   25,885 0 0
COVIDIEN PLC COM G2554F113 2,675 26,150 SH   SOLE   26,150 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 713 9,800 SH   SOLE   9,800 0 0
EATON CORPORATION PLC COM G29183103 532 7,829 SH   SOLE   7,829 0 0
ENDURANCE SPECIALTY HOLDINGS LTD. COM G30397106 383 6,400 SH   SOLE   6,400 0 0
ENDO INTERNATIONAL PLC COM G30401106 526 7,300 SH   SOLE   7,300 0 0
ENSCO PLC COM G3157S106 249 8,300 SH   SOLE   8,300 0 0
EVEREST RE GROUP LTD. COM G3223R108 603 3,540 SH   SOLE   3,540 0 0
GLOBAL SOURCES LTD COM G39300101 69 10,800 SH   SOLE   10,800 0 0
HERBALIFE LTD. COM G4412G101 508 13,480 SH   SOLE   13,480 0 0
INGERSOLL-RAND PLC COM G47791101 1,800 28,400 SH   SOLE   28,400 0 0
INVESCO LTD. COM G491BT108 1,246 31,535 SH   SOLE   31,535 0 0
KOSMOS ENERGY, LTD. COM G5315B107 157 18,700 SH   SOLE   18,700 0 0
LAZARD LTD. COM G54050102 440 8,800 SH   SOLE   8,800 0 0
MALLINCKRODT PLC COM G5785G107 6,386 64,488 SH   SOLE   64,488 0 0
MARVELL TECHNOLOGY GROUP, LTD COM G5876H105 666 45,900 SH   SOLE   45,900 0 0
MICHAEL KORS HOLDINGS LTD COM G60754101 571 7,600 SH   SOLE   7,600 0 0
MONTPELIER RE HOLDINGS LTD COM G62185106 398 11,100 SH   SOLE   11,100 0 0
NABORS INDUSTRIES LTD COM G6359F103 1,456 112,164 SH   SOLE   112,164 0 0
PARTNERRE LTD. COM G6852T105 857 7,510 SH   SOLE   7,510 0 0
RENAISSANCERE HOLDINGS LTD. COM G7496G103 574 5,900 SH   SOLE   5,900 0 0
SEADRILL LTD. COM G7945E105 282 23,600 SH   SOLE   23,600 0 0
SEAGATE TECHNOLOGY, INC. COM G7945M107 1,889 28,400 SH   SOLE   28,400 0 0
VANTAGE DRILLING COMPANY COM G93205113 1,481 3,030,263 SH   SOLE   3,030,263 0 0
XLIT LTD. COM G98290102 1,565 45,535 SH   SOLE   45,535 0 0
ACE LTD. COM H0023R105 3,521 30,650 SH   SOLE   30,650 0 0
WEATHERFORD INTERNATIONAL PLC COM H27013103 1,002 87,500 SH   SOLE   87,500 0 0
GARMIN LTD COM H2906T109 946 17,900 SH   SOLE   17,900 0 0
PENTAIR INC. COM H6169Q108 2,395 36,052 SH   SOLE   36,052 0 0
TRANSOCEAN LTD. COM H8817H100 1,065 58,100 SH   SOLE   58,100 0 0
TYCO INTERNATIONAL LTD. COM H89128104 785 17,900 SH   SOLE   17,900 0 0
TE CONNECTIVITY LTD. COM H8912P106 367 5,800 SH   SOLE   5,800 0 0
CHECK POINT SOFTWARE TECH COM M22465104 251 3,200 SH   SOLE   3,200 0 0
CNH INDUSTRIAL NV COM N20944109 136 16,843 SH   SOLE   16,843 0 0
CORE LABORATORIES N.V. COM N22717107 875 7,267 SH   SOLE   7,267 0 0
LYONDELLBASELL INDUSTRIES NV COM N53745100 9,302 117,167 SH   SOLE   117,167 0 0
NIELSEN N.V. COM N63218106 765 17,100 SH   SOLE   17,100 0 0
COPA HOLDINGS SA COM P31076105 396 3,820 SH   SOLE   3,820 0 0
TRONOX LTD COM Q9235V101 2,823 118,200 SH   SOLE   118,200 0 0
ROYAL CARIBBEAN CRUISES LTD. COM V7780T103 437 5,300 SH   SOLE   5,300 0 0
AEGEAN MARINE PETROLEUM CONV Y0020QAA9 2,318 2,000,000 PRN   SOLE   2,000,000 0 0
AVAGO TECHNOLOGIES LIMITED COM Y0486S104 402 4,000 SH   SOLE   4,000 0 0
GOLAR LNG PARTNERS LP COM Y2745C102 965 30,968 SH   SOLE   30,968 0 0
OCEAN RIG UDW INC. COM Y64354205 6,499 700,336 SH   SOLE   700,336 0 0
SEADRILL PARTNERS LLC COM Y7545W109 297 18,300 SH   SOLE   18,300 0 0
TEEKAY OFFSHORE PARTNERS LP COM Y8565J101 664 24,790 SH   SOLE   24,790 0 0