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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 654 4,565 SH   OTR 1 0 4,565 0
3M CO COM 88579Y101 2,460 17,173 SH   SOLE   17,173 0 0
ABBOTT LABORATORIES COM 002824100 1,794 43,851 SH   OTR 1 0 43,851 0
ABBOTT LABORATORIES COM 002824100 6,747 164,963 SH   SOLE   164,963 0 0
ACCESS NATIONAL CORP COM 004337101 48 3,135 SH   OTR 1 0 3,135 0
ACCESS NATIONAL CORP COM 004337101 179 11,792 SH   SOLE   11,792 0 0
ACORN ENERGY INC COM 004848107 24 10,058 SH   OTR 1 0 10,058 0
ACORN ENERGY INC COM 004848107 89 37,835 SH   SOLE   37,835 0 0
ACTAVIS PLC COM 00507K103 2,015 9,035 SH   OTR 1 0 9,035 0
ACTAVIS PLC COM 00507K103 7,581 33,989 SH   SOLE   33,989 0 0
ADOBE SYSTEMS INC COM 00724F101 784 10,831 SH   OTR 1 0 10,831 0
ADOBE SYSTEMS INC COM 00724F101 2,948 40,745 SH   SOLE   40,745 0 0
AETNA INC COM 00817Y108 257 3,164 SH   OTR 1 0 3,164 0
AETNA INC COM 00817Y108 965 11,899 SH   SOLE   11,899 0 0
AGL RESOURCES INC COM 001204106 177 3,220 SH   OTR 1 0 3,220 0
AGL RESOURCES INC COM 001204106 667 12,114 SH   SOLE   12,114 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 125 970 SH   OTR 1 0 970 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 470 3,651 SH   SOLE   3,651 0 0
AK STEEL HOLDING CORP COM 001547108 230 28,913 SH   OTR 1 0 28,913 0
AK STEEL HOLDING CORP COM 001547108 866 108,768 SH   SOLE   108,768 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 160 2,614 SH   OTR 1 0 2,614 0
AKAMAI TECHNOLOGIES INC COM 00971T101 600 9,831 SH   SOLE   9,831 0 0
AKERS BIOSCIENCES INC COM 00973E102 574 136,342 SH   SOLE   136,342 0 0
ALCOA INC COM 013817101 1,625 109,114 SH   OTR 1 0 109,114 0
ALCOA INC COM 013817101 6,112 410,475 SH   SOLE   410,475 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 695 4,448 SH   OTR 1 0 4,448 0
ALEXION PHARMACEUTICALS INC COM 015351109 2,614 16,731 SH   SOLE   16,731 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 508 11,269 SH   OTR 1 0 11,269 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,912 42,391 SH   SOLE   42,391 0 0
ALLSTATE CORP/THE COM 020002101 836 14,241 SH   OTR 1 0 14,241 0
ALLSTATE CORP/THE COM 020002101 3,146 53,571 SH   SOLE   53,571 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 1,197 322,629 SH   OTR 1 0 322,629 0
ALPHA NATURAL RESOURCES INC COM 02076X102 4,503 1,213,698 SH   SOLE   1,213,698 0 0
ALPHATEC HOLDINGS INC COM 02081G102 46 28,180 SH   OTR 1 0 28,180 0
ALPHATEC HOLDINGS INC COM 02081G102 173 106,010 SH   SOLE   106,010 0 0
AMERICAN APPAREL INC COM 023850100 38 42,385 SH   OTR 1 0 42,385 0
AMERICAN APPAREL INC COM 023850100 144 159,448 SH   SOLE   159,448 0 0
AMERICAN CAPITAL LTD COM 02503Y103 1,494 97,692 SH   OTR 1 0 97,692 0
AMERICAN CAPITAL LTD COM 02503Y103 5,619 367,507 SH   SOLE   367,507 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 117 2,101 SH   OTR 1 0 2,101 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 441 7,903 SH   SOLE   7,903 0 0
AMERICAN EXPRESS CO COM 025816109 882 9,298 SH   OTR 1 0 9,298 0
AMERICAN EXPRESS CO COM 025816109 3,318 34,978 SH   SOLE   34,978 0 0
AMERICAN TOWER CORP COM 03027X100 582 6,472 SH   OTR 1 0 6,472 0
AMERICAN TOWER CORP COM 03027X100 2,191 24,346 SH   SOLE   24,346 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 843 7,024 SH   OTR 1 0 7,024 0
AMERIPRISE FINANCIAL INC COM 03076C106 3,171 26,421 SH   SOLE   26,421 0 0
AMERISOURCEBERGEN CORP COM 03073E105 327 4,495 SH   OTR 1 0 4,495 0
AMERISOURCEBERGEN CORP COM 03073E105 1,229 16,910 SH   SOLE   16,910 0 0
AMICUS THERAPEUTICS INC COM 03152W109 46 13,819 SH   OTR 1 0 13,819 0
AMICUS THERAPEUTICS INC COM 03152W109 174 51,986 SH   SOLE   51,986 0 0
AMPHENOL CORP COM 032095101 436 4,524 SH   OTR 1 0 4,524 0
AMPHENOL CORP COM 032095101 1,639 17,017 SH   SOLE   17,017 0 0
AMSURG CORP COM 03232P405 4 85 SH   OTR 1 0 85 0
AMSURG CORP COM 03232P405 1,154 25,319 SH   SOLE   25,319 0 0
ANADARKO PETROLEUM CORP COM 032511107 573 5,234 SH   OTR 1 0 5,234 0
ANADARKO PETROLEUM CORP COM 032511107 2,155 19,690 SH   SOLE   19,690 0 0
ANADIGICS INC COM 032515108 30 37,406 SH   OTR 1 0 37,406 0
ANADIGICS INC COM 032515108 114 140,716 SH   SOLE   140,716 0 0
ANNALY CAPITAL MANAGEMENT INC COM 35710409 3,084 269,828 SH   OTR 1 0 269,828 0
ANNALY CAPITAL MANAGEMENT INC COM 35710409 8,336 729,352 SH   SOLE   729,352 0 0
AON PLC COM 037389103 1,051 11,668 SH   OTR 1 0 11,668 0
AON PLC COM 037389103 3,955 43,895 SH   SOLE   43,895 0 0
APARTMENT INVESTMENT & MANAGEM COM 03748R101 313 9,701 SH   OTR 1 0 9,701 0
APARTMENT INVESTMENT & MANAGEM COM 03748R101 1,178 36,490 SH   SOLE   36,490 0 0
API TECHNOLOGIES CORP COM 00187E203 38 13,821 SH   OTR 1 0 13,821 0
API TECHNOLOGIES CORP COM 00187E203 142 51,993 SH   SOLE   51,993 0 0
APOLLO EDUCATION GROUP INC COM 037604105 87 2,773 SH   OTR 1 0 2,773 0
APOLLO EDUCATION GROUP INC COM 037604105 326 10,428 SH   SOLE   10,428 0 0
APOLLO INVESTMENT CORP COM 03761U106 979 113,756 SH   OTR 1 0 113,756 0
APOLLO INVESTMENT CORP COM 03761U106 3,685 427,940 SH   SOLE   427,940 0 0
APPLE INC COM 037833100 170 1,825 SH   OTR 1 0 1,825 0
APPLE INC COM 037833100 638 6,867 SH   SOLE   6,867 0 0
APPLIED MATERIALS INC COM 038222105 225 9,976 SH   OTR 1 0 9,976 0
APPLIED MATERIALS INC COM 038222105 846 37,530 SH   SOLE   37,530 0 0
ARBOR REALTY TRUST INC COM 038923108 79 11,358 SH   OTR 1 0 11,358 0
ARBOR REALTY TRUST INC COM 038923108 297 42,726 SH   SOLE   42,726 0 0
ARES CAPITAL CORP COM 04010L103 2,875 160,956 SH   OTR 1 0 160,956 0
ARES CAPITAL CORP COM 04010L103 10,814 605,500 SH   SOLE   605,500 0 0
ARQULE INC COM 04269E107 42 26,972 SH   OTR 1 0 26,972 0
ARQULE INC COM 04269E107 157 101,467 SH   SOLE   101,467 0 0
ASSURANT INC COM 04621X108 409 6,247 SH   OTR 1 0 6,247 0
ASSURANT INC COM 04621X108 1,540 23,500 SH   SOLE   23,500 0 0
AUTODESK INC COM 052769106 566 10,045 SH   OTR 1 0 10,045 0
AUTODESK INC COM 052769106 2,130 37,786 SH   SOLE   37,786 0 0
AUTOZONE INC COM 053332102 994 1,854 SH   OTR 1 0 1,854 0
AUTOZONE INC COM 053332102 3,741 6,976 SH   SOLE   6,976 0 0
AVALONBAY COMMUNITIES INC COM 053484101 316 2,221 SH   OTR 1 0 2,221 0
AVALONBAY COMMUNITIES INC COM 053484101 1,188 8,354 SH   SOLE   8,354 0 0
AVEO PHARMACEUTICALS INC COM 053588109 43 23,585 SH   OTR 1 0 23,585 0
AVEO PHARMACEUTICALS INC COM 053588109 162 88,725 SH   SOLE   88,725 0 0
AVERY DENNISON CORP COM 053611109 259 5,056 SH   OTR 1 0 5,056 0
AVERY DENNISON CORP COM 053611109 975 19,019 SH   SOLE   19,019 0 0
AVIAT NETWORKS INC COM 05366Y102 36 27,838 SH   OTR 1 0 27,838 0
AVIAT NETWORKS INC COM 05366Y102 134 104,724 SH   SOLE   104,724 0 0
BAKER HUGHES INC COM 057224107 917 12,312 SH   OTR 1 0 12,312 0
BAKER HUGHES INC COM 057224107 3,449 46,321 SH   SOLE   46,321 0 0
BALL CORP COM 058498106 554 8,845 SH   OTR 1 0 8,845 0
BALL CORP COM 058498106 2,085 33,272 SH   SOLE   33,272 0 0
BANK OF AMERICA CORP COM 060505104 397 25,840 SH   OTR 1 0 25,840 0
BANK OF AMERICA CORP COM 060505104 1,494 97,211 SH   SOLE   97,211 0 0
BANK OF NEW YORK MELLON CORP/T COM 064058100 118 3,146 SH   OTR 1 0 3,146 0
BANK OF NEW YORK MELLON CORP/T COM 064058100 444 11,834 SH   SOLE   11,834 0 0
BAR HARBOR BANKSHARES COM 066849100 67 2,407 SH   OTR 1 0 2,407 0
BAR HARBOR BANKSHARES COM 066849100 252 9,053 SH   SOLE   9,053 0 0
BASSETT FURNITURE INDUSTRIES I COM 070203104 64 4,886 SH   OTR 1 0 4,886 0
BASSETT FURNITURE INDUSTRIES I COM 070203104 242 18,383 SH   SOLE   18,383 0 0
BB&T CORP COM 054937107 189 4,792 SH   OTR 1 0 4,792 0
BB&T CORP COM 054937107 711 18,028 SH   SOLE   18,028 0 0
BERKSHIRE HATHAWAY INC COM 084670702 540 4,265 SH   OTR 1 0 4,265 0
BERKSHIRE HATHAWAY INC COM 084670702 2,030 16,043 SH   SOLE   16,043 0 0
BIG LOTS INC COM 089302103 117 2,558 SH   OTR 1 0 2,558 0
BIG LOTS INC COM 089302103 440 9,622 SH   SOLE   9,622 0 0
BIND THERAPEUTICS INC COM 05548N107 32 2,405 SH   OTR 1 0 2,405 0
BIND THERAPEUTICS INC COM 05548N107 119 9,047 SH   SOLE   9,047 0 0
BIOAMBER INC COM 09072Q106 22 2,217 SH   OTR 1 0 2,217 0
BIOAMBER INC COM 09072Q106 83 8,342 SH   SOLE   8,342 0 0
BIOCEPT INC COM 09072V105 264 43,852 SH   SOLE   43,852 0 0
BIOGEN IDEC INC COM 09062X103 675 2,141 SH   OTR 1 0 2,141 0
BIOGEN IDEC INC COM 09062X103 2,540 8,054 SH   SOLE   8,054 0 0
BIOLASE INC COM 090911108 34 15,669 SH   OTR 1 0 15,669 0
BIOLASE INC COM 090911108 130 58,947 SH   SOLE   58,947 0 0
BLACKROCK KELSO CAPITAL CORP COM 092533108 301 33,057 SH   OTR 1 0 33,057 0
BLACKROCK KELSO CAPITAL CORP COM 092533108 1,133 124,356 SH   SOLE   124,356 0 0
BLUE CAPITAL REINSURANCE HOLDI COM G1190F107 56 2,841 SH   OTR 1 0 2,841 0
BLUE CAPITAL REINSURANCE HOLDI COM G1190F107 211 10,687 SH   SOLE   10,687 0 0
BLUELINX HOLDINGS INC COM 09624H109 21 15,230 SH   OTR 1 0 15,230 0
BLUELINX HOLDINGS INC COM 09624H109 80 57,293 SH   SOLE   57,293 0 0
BODY CENTRAL CORP COM 09689U102 7 7,513 SH   OTR 1 0 7,513 0
BODY CENTRAL CORP COM 09689U102 25 28,263 SH   SOLE   28,263 0 0
BOEING CO/THE COM 097023105 396 3,112 SH   OTR 1 0 3,112 0
BOEING CO/THE COM 097023105 1,489 11,704 SH   SOLE   11,704 0 0
BOLT TECHNOLOGY CORP COM 097698104 72 3,921 SH   OTR 1 0 3,921 0
BOLT TECHNOLOGY CORP COM 097698104 271 14,750 SH   SOLE   14,750 0 0
BORGWARNER INC COM 099724106 711 10,907 SH   OTR 1 0 10,907 0
BORGWARNER INC COM 099724106 2,675 41,030 SH   SOLE   41,030 0 0
BOSTON PROPERTIES INC COM 101121101 652 5,515 SH   OTR 1 0 5,515 0
BOSTON PROPERTIES INC COM 101121101 2,452 20,747 SH   SOLE   20,747 0 0
BOSTON SCIENTIFIC CORP COM 101137107 589 46,096 SH   OTR 1 0 46,096 0
BOSTON SCIENTIFIC CORP COM 101137107 2,214 173,407 SH   SOLE   173,407 0 0
BROWN-FORMAN CORP COM 115637209 483 5,129 SH   OTR 1 0 5,129 0
BROWN-FORMAN CORP COM 115637209 1,817 19,293 SH   SOLE   19,293 0 0
C&F FINANCIAL CORP COM 12466Q104 53 1,486 SH   OTR 1 0 1,486 0
C&F FINANCIAL CORP COM 12466Q104 201 5,589 SH   SOLE   5,589 0 0
CABLEVISION SYSTEMS CORP COM 12686C109 44 2,485 SH   OTR 1 0 2,485 0
CABLEVISION SYSTEMS CORP COM 12686C109 165 9,348 SH   SOLE   9,348 0 0
CABOT OIL & GAS CORP COM 127097103 1,220 35,732 SH   OTR 1 0 35,732 0
CABOT OIL & GAS CORP COM 127097103 4,589 134,422 SH   SOLE   134,422 0 0
CAL DIVE INTERNATIONAL INC COM 12802T101 59 44,513 SH   OTR 1 0 44,513 0
CAL DIVE INTERNATIONAL INC COM 12802T101 221 167,455 SH   SOLE   167,455 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 180 2,653 SH   OTR 1 0 2,653 0
CAMERON INTERNATIONAL CORP COM 13342B105 676 9,981 SH   SOLE   9,981 0 0
CAMPBELL SOUP CO COM 134429109 91 1,986 SH   OTR 1 0 1,986 0
CAMPBELL SOUP CO COM 134429109 342 7,468 SH   SOLE   7,468 0 0
CAPITAL SOUTHWEST CORP COM 140501107 309 8,594 SH   OTR 1 0 8,594 0
CAPITAL SOUTHWEST CORP COM 140501107 1,164 32,327 SH   SOLE   32,327 0 0
CAPITOL ACQUISITION CORP II COM 14056V105 42 4,321 SH   OTR 1 0 4,321 0
CAPITOL ACQUISITION CORP II COM 14056V105 160 16,253 SH   SOLE   16,253 0 0
CARDINAL HEALTH INC COM 14149Y108 817 11,922 SH   OTR 1 0 11,922 0
CARDINAL HEALTH INC COM 14149Y108 3,075 44,851 SH   SOLE   44,851 0 0
CARNIVAL CORP COM 143658300 106 2,824 SH   OTR 1 0 2,824 0
CARNIVAL CORP COM 143658300 400 10,624 SH   SOLE   10,624 0 0
CATERPILLAR INC COM 149123101 486 4,472 SH   OTR 1 0 4,472 0
CATERPILLAR INC COM 149123101 1,828 16,824 SH   SOLE   16,824 0 0
CBRE GROUP INC COM 12504L109 383 11,957 SH   OTR 1 0 11,957 0
CBRE GROUP INC COM 12504L109 1,441 44,980 SH   SOLE   44,980 0 0
CELGENE CORP COM 151020104 158 1,839 SH   OTR 1 0 1,839 0
CELGENE CORP COM 151020104 594 6,920 SH   SOLE   6,920 0 0
CELLADON CORP COM 15117E107 46 2,875 SH   OTR 1 0 2,875 0
CELLADON CORP COM 15117E107 173 10,816 SH   SOLE   10,816 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 374 1,556 SH   OTR 1 0 1,556 0
CF INDUSTRIES HOLDINGS INC COM 125269100 1,408 5,853 SH   SOLE   5,853 0 0
CHARLES SCHWAB CORP/THE COM 808513105 930 34,519 SH   OTR 1 0 34,519 0
CHARLES SCHWAB CORP/THE COM 808513105 3,497 129,860 SH   SOLE   129,860 0 0
CHESAPEAKE ENERGY CORP COM 165167107 673 21,660 SH   OTR 1 0 21,660 0
CHESAPEAKE ENERGY CORP COM 165167107 2,532 81,481 SH   SOLE   81,481 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 510 861 SH   OTR 1 0 861 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,919 3,238 SH   SOLE   3,238 0 0
CINTAS CORP COM 172908105 318 5,002 SH   OTR 1 0 5,002 0
CINTAS CORP COM 172908105 1,196 18,815 SH   SOLE   18,815 0 0
CLOROX CO/THE COM 189054109 147 1,608 SH   OTR 1 0 1,608 0
CLOROX CO/THE COM 189054109 553 6,050 SH   SOLE   6,050 0 0
CME GROUP INC/IL COM 12572Q105 156 2,195 SH   OTR 1 0 2,195 0
CME GROUP INC/IL COM 12572Q105 586 8,258 SH   SOLE   8,258 0 0
CMS ENERGY CORP COM 125896100 107 3,449 SH   OTR 1 0 3,449 0
CMS ENERGY CORP COM 125896100 404 12,975 SH   SOLE   12,975 0 0
COCA-COLA ENTERPRISES INC COM 19122T109 210 4,402 SH   OTR 1 0 4,402 0
COCA-COLA ENTERPRISES INC COM 19122T109 791 16,560 SH   SOLE   16,560 0 0
COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 446 9,119 SH   OTR 1 0 9,119 0
COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 1,678 34,302 SH   SOLE   34,302 0 0
COLGATE-PALMOLIVE CO COM 194162103 441 6,468 SH   OTR 1 0 6,468 0
COLGATE-PALMOLIVE CO COM 194162103 1,659 24,333 SH   SOLE   24,333 0 0
COMCAST CORP COM 20030N101 99 1,846 SH   OTR 1 0 1,846 0
COMCAST CORP COM 20030N101 373 6,945 SH   SOLE   6,945 0 0
COMERICA INC COM 200340107 399 7,956 SH   OTR 1 0 7,956 0
COMERICA INC COM 200340107 1,501 29,930 SH   SOLE   29,930 0 0
COMPUTER SCIENCES CORP COM 205363104 345 5,460 SH   OTR 1 0 5,460 0
COMPUTER SCIENCES CORP COM 205363104 1,298 20,543 SH   SOLE   20,543 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 31 3,023 SH   OTR 1 0 3,023 0
CONCERT PHARMACEUTICALS INC COM 206022105 115 11,371 SH   SOLE   11,371 0 0
CONOCOPHILLIPS COM 20825C104 146 1,706 SH   OTR 1 0 1,706 0
CONOCOPHILLIPS COM 20825C104 550 6,416 SH   SOLE   6,416 0 0
CONSOL ENERGY INC COM 20854P109 814 17,668 SH   OTR 1 0 17,668 0
CONSOL ENERGY INC COM 20854P109 3,062 66,464 SH   SOLE   66,464 0 0
CONSOLIDATED WATER CO LTD COM G23773107 76 6,440 SH   OTR 1 0 6,440 0
CONSOLIDATED WATER CO LTD COM G23773107 285 24,228 SH   SOLE   24,228 0 0
CONSTELLATION BRANDS INC COM 21036P108 883 10,022 SH   OTR 1 0 10,022 0
CONSTELLATION BRANDS INC COM 21036P108 3,323 37,705 SH   SOLE   37,705 0 0
CORINTHIAN COLLEGES INC COM 218868107 11 36,029 SH   OTR 1 0 36,029 0
CORINTHIAN COLLEGES INC COM 218868107 40 135,539 SH   SOLE   135,539 0 0
CORNING INC COM 219350105 471 21,456 SH   OTR 1 0 21,456 0
CORNING INC COM 219350105 1,772 80,716 SH   SOLE   80,716 0 0
CORONADO BIOSCIENCES INC COM 21976U109 37 21,802 SH   OTR 1 0 21,802 0
CORONADO BIOSCIENCES INC COM 21976U109 141 82,018 SH   SOLE   82,018 0 0
COURIER CORP COM 222660102 78 5,204 SH   OTR 1 0 5,204 0
COURIER CORP COM 222660102 292 19,576 SH   SOLE   19,576 0 0
CSX CORP COM 126408103 62 2,026 SH   OTR 1 0 2,026 0
CSX CORP COM 126408103 235 7,620 SH   SOLE   7,620 0 0
CUMMINS INC COM 231021106 367 2,379 SH   OTR 1 0 2,379 0
CUMMINS INC COM 231021106 1,381 8,950 SH   SOLE   8,950 0 0
CURIS INC COM 231269101 94 50,531 SH   OTR 1 0 50,531 0
CURIS INC COM 231269101 354 190,094 SH   SOLE   190,094 0 0
CUTERA INC COM 232109108 63 6,102 SH   OTR 1 0 6,102 0
CUTERA INC COM 232109108 239 22,956 SH   SOLE   22,956 0 0
CVS CAREMARK CORP COM 126650100 1,108 14,701 SH   OTR 1 0 14,701 0
CVS CAREMARK CORP COM 126650100 4,168 55,302 SH   SOLE   55,302 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 361 4,989 SH   OTR 1 0 4,989 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 1,357 18,765 SH   SOLE   18,765 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 8,831 128,471 SH   OTR 1 0 128,471 0
DELPHI AUTOMOTIVE PLC COM G27823106 33,222 483,294 SH   SOLE   483,294 0 0
DELTA NATURAL GAS CO INC COM 247748106 63 2,884 SH   OTR 1 0 2,884 0
DELTA NATURAL GAS CO INC COM 247748106 238 10,848 SH   SOLE   10,848 0 0
DESTINATION XL GROUP INC COM 25065K104 18 3,238 SH   OTR 1 0 3,238 0
DESTINATION XL GROUP INC COM 25065K104 67 12,180 SH   SOLE   12,180 0 0
DEVON ENERGY CORP COM 25179M103 198 2,488 SH   OTR 1 0 2,488 0
DEVON ENERGY CORP COM 25179M103 743 9,359 SH   SOLE   9,359 0 0
DEVRY EDUCATION GROUP INC COM 251893103 358 8,464 SH   OTR 1 0 8,464 0
DEVRY EDUCATION GROUP INC COM 251893103 1,348 31,840 SH   SOLE   31,840 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 448 7,233 SH   OTR 1 0 7,233 0
DISCOVER FINANCIAL SERVICES COM 254709108 1,686 27,210 SH   SOLE   27,210 0 0
DOMINION RESOURCES INC/VA COM 25746U109 530 7,407 SH   OTR 1 0 7,407 0
DOMINION RESOURCES INC/VA COM 25746U109 1,993 27,866 SH   SOLE   27,866 0 0
DOVER CORP COM 260003108 499 5,485 SH   OTR 1 0 5,485 0
DOVER CORP COM 260003108 1,877 20,634 SH   SOLE   20,634 0 0
DOW CHEMICAL CO/THE COM 260543103 1,245 24,195 SH   OTR 1 0 24,195 0
DOW CHEMICAL CO/THE COM 260543103 4,684 91,019 SH   SOLE   91,019 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 623 10,631 SH   OTR 1 0 10,631 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 2,343 39,992 SH   SOLE   39,992 0 0
DTE ENERGY CO COM 233331107 104 1,339 SH   OTR 1 0 1,339 0
DTE ENERGY CO COM 233331107 392 5,037 SH   SOLE   5,037 0 0
E*TRADE FINANCIAL CORP COM 269246401 963 45,302 SH   OTR 1 0 45,302 0
E*TRADE FINANCIAL CORP COM 269246401 3,623 170,424 SH   SOLE   170,424 0 0
EASTMAN CHEMICAL CO COM 277432100 275 3,144 SH   OTR 1 0 3,144 0
EASTMAN CHEMICAL CO COM 277432100 1,033 11,828 SH   SOLE   11,828 0 0
ECOLAB INC COM 278865100 340 3,052 SH   OTR 1 0 3,052 0
ECOLAB INC COM 278865100 1,278 11,480 SH   SOLE   11,480 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 411 4,792 SH   OTR 1 0 4,792 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,547 18,026 SH   SOLE   18,026 0 0
EGAIN CORP COM 28225C806 40 5,942 SH   OTR 1 0 5,942 0
EGAIN CORP COM 28225C806 151 22,351 SH   SOLE   22,351 0 0
EI DU PONT DE NEMOURS & CO COM 263534109 222 3,396 SH   OTR 1 0 3,396 0
EI DU PONT DE NEMOURS & CO COM 263534109 836 12,775 SH   SOLE   12,775 0 0
ELECTRONIC ARTS INC COM 285512109 455 12,677 SH   OTR 1 0 12,677 0
ELECTRONIC ARTS INC COM 285512109 1,711 47,690 SH   SOLE   47,690 0 0
ELLINGTON RESIDENTIAL MORTGAGE COM 288578107 56 3,307 SH   OTR 1 0 3,307 0
ELLINGTON RESIDENTIAL MORTGAGE COM 288578107 212 12,439 SH   SOLE   12,439 0 0
ENZON PHARMACEUTICALS INC COM 293904108 25 23,625 SH   OTR 1 0 23,625 0
ENZON PHARMACEUTICALS INC COM 293904108 92 88,876 SH   SOLE   88,876 0 0
EOG RESOURCES INC COM 26875P101 1,869 15,991 SH   OTR 1 0 15,991 0
EOG RESOURCES INC COM 26875P101 7,030 60,158 SH   SOLE   60,158 0 0
EQT CORP COM 26884L109 2,229 20,849 SH   OTR 1 0 20,849 0
EQT CORP COM 26884L109 8,384 78,432 SH   SOLE   78,432 0 0
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ESTEE LAUDER COS INC/THE COM 518439104 526 7,077 SH   SOLE   7,077 0 0
EVOKE PHARMA INC COM 30049G104 187 23,882 SH   SOLE   23,882 0 0
EXPEDIA INC COM 30212P303 384 4,873 SH   OTR 1 0 4,873 0
EXPEDIA INC COM 30212P303 1,444 18,330 SH   SOLE   18,330 0 0
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GENERAL DYNAMICS CORP COM 369550108 1,882 16,150 SH   OTR 1 0 16,150 0
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GILEAD SCIENCES INC COM 375558103 1,063 12,820 SH   OTR 1 0 12,820 0
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GOODYEAR TIRE & RUBBER CO/THE COM 382550101 787 28,332 SH   OTR 1 0 28,332 0
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GOOGLE INC COM 38259P706 438 762 SH   OTR 1 0 762 0
GOOGLE INC COM 38259P706 1,649 2,867 SH   SOLE   2,867 0 0
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GRAHAM HOLDINGS CO COM 384637104 161 224 SH   OTR 1 0 224 0
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GSI TECHNOLOGY INC COM 36241U106 48 8,064 SH   OTR 1 0 8,064 0
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GSV CAPITAL CORP COM 36191J101 352 33,283 SH   SOLE   33,283 0 0
GTX INC COM 40052B108 16 11,922 SH   OTR 1 0 11,922 0
GTX INC COM 40052B108 62 44,850 SH   SOLE   44,850 0 0
H&R BLOCK INC COM 093671105 262 7,815 SH   OTR 1 0 7,815 0
H&R BLOCK INC COM 093671105 985 29,399 SH   SOLE   29,399 0 0
HALLIBURTON CO COM 406216101 1,946 27,403 SH   OTR 1 0 27,403 0
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HARDINGE INC COM 412324303 72 5,721 SH   OTR 1 0 5,721 0
HARDINGE INC COM 412324303 272 21,522 SH   SOLE   21,522 0 0
HARLEY-DAVIDSON INC COM 412822108 384 5,493 SH   OTR 1 0 5,493 0
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HASBRO INC COM 418056107 268 5,045 SH   OTR 1 0 5,045 0
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HCA HOLDINGS INC COM 40412C101 15,222 269,996 SH   OTR 1 0 269,996 0
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HELMERICH & PAYNE INC COM 423452101 7,172 61,766 SH   SOLE   61,766 0 0
HERCULES TECHNOLOGY GROWTH CAP COM 427096508 583 36,100 SH   OTR 1 0 36,100 0
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HERSHEY CO/THE COM 427866108 74 756 SH   OTR 1 0 756 0
HERSHEY CO/THE COM 427866108 277 2,841 SH   SOLE   2,841 0 0
HESS CORP COM 42809H107 344 3,479 SH   OTR 1 0 3,479 0
HESS CORP COM 42809H107 1,294 13,087 SH   SOLE   13,087 0 0
HEWLETT-PACKARD CO COM 428236103 558 16,559 SH   OTR 1 0 16,559 0
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HF2 FINANCIAL MANAGEMENT INC COM 40421A104 32 3,154 SH   OTR 1 0 3,154 0
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HONEYWELL INTERNATIONAL INC COM 438516106 265 2,852 SH   OTR 1 0 2,852 0
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HORIZON TECHNOLOGY FINANCE COR COM 44045A102 55 3,740 SH   OTR 1 0 3,740 0
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HORMEL FOODS CORP COM 440452100 174 3,534 SH   OTR 1 0 3,534 0
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HOST HOTELS & RESORTS INC COM 44107P104 2,969 134,872 SH   SOLE   134,872 0 0
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HUMANA INC COM 444859102 524 4,103 SH   OTR 1 0 4,103 0
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HUTCHINSON TECHNOLOGY INC COM 448407106 27 10,640 SH   OTR 1 0 10,640 0
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IBM COM 459200101 5,352 29,526 SH   OTR 1 0 29,526 0
IBM COM 459200101 20,134 111,073 SH   SOLE   111,073 0 0
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IMATION CORP COM 45245A107 53 15,418 SH   OTR 1 0 15,418 0
IMATION CORP COM 45245A107 200 58,000 SH   SOLE   58,000 0 0
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INGERSOLL-RAND PLC COM G47791101 572 9,153 SH   OTR 1 0 9,153 0
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INTERMOLECULAR INC COM 45882D109 36 15,460 SH   SOLE   15,460 0 0
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INTERNATIONAL GAME TECHNOLOGY COM 459902102 3,925 246,690 SH   OTR 1 0 246,690 0
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INTERPUBLIC GROUP OF COS INC/T COM 460690100 349 17,889 SH   OTR 1 0 17,889 0
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INTERSECTIONS INC COM 460981301 21 4,299 SH   OTR 1 0 4,299 0
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INTUIT INC COM 461202103 166 2,063 SH   OTR 1 0 2,063 0
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ISHARES MSCI EMERGING MARKETS COM 464287234 9,593 221,906 SH   OTR 1 0 221,906 0
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ITT CORP COM 450911201 307 6,390 SH   OTR 1 0 6,390 0
ITT CORP COM 450911201 1,156 24,037 SH   SOLE   24,037 0 0
JANUS CAPITAL GROUP INC COM 47102X105 186 14,924 SH   OTR 1 0 14,924 0
JANUS CAPITAL GROUP INC COM 47102X105 701 56,143 SH   SOLE   56,143 0 0
JAVELIN MORTGAGE INVESTMENT CO COM 47200B104 74 5,257 SH   OTR 1 0 5,257 0
JAVELIN MORTGAGE INVESTMENT CO COM 47200B104 279 19,780 SH   SOLE   19,780 0 0
JD.COM INC COM 47215P106 3,421 120,000 SH   SOLE   120,000 0 0
JMP GROUP INC COM 46629U107 48 6,398 SH   OTR 1 0 6,398 0
JMP GROUP INC COM 46629U107 182 24,069 SH   SOLE   24,069 0 0
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KEYCORP COM 493267108 589 41,119 SH   OTR 1 0 41,119 0
KEYCORP COM 493267108 2,217 154,690 SH   SOLE   154,690 0 0
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KIOR INC COM 497217109 7 19,948 SH   OTR 1 0 19,948 0
KIOR INC COM 497217109 27 75,041 SH   SOLE   75,041 0 0
KROGER CO/THE COM 501044101 854 17,268 SH   OTR 1 0 17,268 0
KROGER CO/THE COM 501044101 3,211 64,959 SH   SOLE   64,959 0 0
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LCNB CORP COM 50181P100 54 3,352 SH   OTR 1 0 3,352 0
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LEGG MASON INC COM 524901105 515 10,045 SH   OTR 1 0 10,045 0
LEGG MASON INC COM 524901105 1,939 37,788 SH   SOLE   37,788 0 0
LEGGETT & PLATT INC COM 524660107 218 6,369 SH   OTR 1 0 6,369 0
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LEIDOS HOLDINGS INC COM 525327102 1,258 32,805 SH   OTR 1 0 32,805 0
LEIDOS HOLDINGS INC COM 525327102 4,732 123,409 SH   SOLE   123,409 0 0
LEXMARK INTERNATIONAL INC COM 529771107 354 7,347 SH   OTR 1 0 7,347 0
LEXMARK INTERNATIONAL INC COM 529771107 1,331 27,638 SH   SOLE   27,638 0 0
LIBERTY GLOBAL PLC COM 530555309 6,812 161,001 SH   OTR 1 0 161,001 0
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LINCOLN EDUCATIONAL SERVICES C COM 533535100 49 10,910 SH   OTR 1 0 10,910 0
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LINEAR TECHNOLOGY CORP COM 535678106 216 4,594 SH   OTR 1 0 4,594 0
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LOCKHEED MARTIN CORP COM 539830109 2,163 13,457 SH   OTR 1 0 13,457 0
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LOGITECH INTERNATIONAL SA COM H50430232 603 46,271 SH   OTR 1 0 46,271 0
LOGITECH INTERNATIONAL SA COM H50430232 2,267 174,065 SH   SOLE   174,065 0 0
LORILLARD INC COM 544147101 1,102 18,081 SH   OTR 1 0 18,081 0
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LOWE'S COS INC COM 548661107 2,710 56,477 SH   OTR 1 0 56,477 0
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LYONDELLBASELL INDUSTRIES NV COM N53745100 1,555 15,929 SH   OTR 1 0 15,929 0
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M&T BANK CORP COM 55261F104 487 3,923 SH   OTR 1 0 3,923 0
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MACY'S INC COM 55616P104 816 14,060 SH   OTR 1 0 14,060 0
MACY'S INC COM 55616P104 3,069 52,894 SH   SOLE   52,894 0 0
MAIN STREET CAPITAL CORP COM 56035L104 768 23,311 SH   OTR 1 0 23,311 0
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MARRIOTT INTERNATIONAL INC/DE COM 571903202 1,486 23,190 SH   OTR 1 0 23,190 0
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MARSH & MCLENNAN COS INC COM 571748102 718 13,861 SH   OTR 1 0 13,861 0
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MASTERCARD INC COM 57636Q104 4,340 59,078 SH   OTR 1 0 59,078 0
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MCG CAPITAL CORP COM 58047P107 143 36,508 SH   OTR 1 0 36,508 0
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MCKESSON CORP COM 58155Q103 1,138 6,112 SH   OTR 1 0 6,112 0
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MEAD JOHNSON NUTRITION CO COM 582839106 142 1,527 SH   OTR 1 0 1,527 0
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MEDICAL ACTION INDUSTRIES INC COM 58449L100 102 7,458 SH   OTR 1 0 7,458 0
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MEI PHARMA INC COM 55279B202 35 5,483 SH   OTR 1 0 5,483 0
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MERCK & CO INC COM 58933Y105 898 15,516 SH   OTR 1 0 15,516 0
MERCK & CO INC COM 58933Y105 3,377 58,373 SH   SOLE   58,373 0 0
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MONSANTO CO COM 61166W101 292 2,338 SH   OTR 1 0 2,338 0
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RAYTHEON CO COM 755111507 1,133 12,287 SH   OTR 1 0 12,287 0
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UNITED ONLINE INC COM 911268209 79 7,569 SH   OTR 1 0 7,569 0
UNITED ONLINE INC COM 911268209 296 28,474 SH   SOLE   28,474 0 0
UNITED TECHNOLOGIES CORP COM 913017109 133 1,152 SH   OTR 1 0 1,152 0
UNITED TECHNOLOGIES CORP COM 913017109 500 4,335 SH   SOLE   4,335 0 0
UR-ENERGY INC COM 91688R108 66 58,074 SH   OTR 1 0 58,074 0
UR-ENERGY INC COM 91688R108 249 218,467 SH   SOLE   218,467 0 0
URANIUM ENERGY CORP COM 916896103 55 34,988 SH   OTR 1 0 34,988 0
URANIUM ENERGY CORP COM 916896103 205 131,620 SH   SOLE   131,620 0 0
US BANCORP/MN COM 902973304 320 7,398 SH   OTR 1 0 7,398 0
US BANCORP/MN COM 902973304 1,206 27,830 SH   SOLE   27,830 0 0
VALERO ENERGY CORP COM 91913Y100 906 18,075 SH   OTR 1 0 18,075 0
VALERO ENERGY CORP COM 91913Y100 3,407 67,999 SH   SOLE   67,999 0 0
VF CORP COM 918204108 489 7,758 SH   OTR 1 0 7,758 0
VF CORP COM 918204108 1,839 29,185 SH   SOLE   29,185 0 0
VICAL INC COM 925602104 42 34,529 SH   OTR 1 0 34,529 0
VICAL INC COM 925602104 158 129,894 SH   SOLE   129,894 0 0
VISA INC COM 92826C839 451 2,140 SH   OTR 1 0 2,140 0
VISA INC COM 92826C839 1,697 8,054 SH   SOLE   8,054 0 0
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VORNADO REALTY TRUST COM 929042109 3,357 31,453 SH   SOLE   31,453 0 0
VULCAN MATERIALS CO COM 929160109 525 8,231 SH   OTR 1 0 8,231 0
VULCAN MATERIALS CO COM 929160109 1,974 30,964 SH   SOLE   30,964 0 0
WALGREEN CO COM 931422109 1,546 20,853 SH   OTR 1 0 20,853 0
WALGREEN CO COM 931422109 5,815 78,449 SH   SOLE   78,449 0 0
WALT DISNEY CO/THE COM 254687106 443 5,171 SH   OTR 1 0 5,171 0
WALT DISNEY CO/THE COM 254687106 1,668 19,454 SH   SOLE   19,454 0 0
WELLPOINT INC COM 94973V107 357 3,321 SH   OTR 1 0 3,321 0
WELLPOINT INC COM 94973V107 1,345 12,496 SH   SOLE   12,496 0 0
WELLS FARGO & CO COM 949746101 1,491 28,362 SH   OTR 1 0 28,362 0
WELLS FARGO & CO COM 949746101 5,608 106,697 SH   SOLE   106,697 0 0
WESTELL TECHNOLOGIES INC COM 957541105 49 20,114 SH   OTR 1 0 20,114 0
WESTELL TECHNOLOGIES INC COM 957541105 185 75,667 SH   SOLE   75,667 0 0
WESTERN DIGITAL CORP COM 958102105 926 10,037 SH   OTR 1 0 10,037 0
WESTERN DIGITAL CORP COM 958102105 3,485 37,761 SH   SOLE   37,761 0 0
WESTFIELD FINANCIAL INC COM 96008P104 58 7,768 SH   OTR 1 0 7,768 0
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WET SEAL INC/THE COM 961840105 39 43,315 SH   OTR 1 0 43,315 0
WET SEAL INC/THE COM 961840105 148 162,948 SH   SOLE   162,948 0 0
WHIRLPOOL CORP COM 963320106 367 2,637 SH   OTR 1 0 2,637 0
WHIRLPOOL CORP COM 963320106 1,381 9,920 SH   SOLE   9,920 0 0
WHITEHORSE FINANCE INC COM 96524V106 45 3,138 SH   OTR 1 0 3,138 0
WHITEHORSE FINANCE INC COM 96524V106 169 11,806 SH   SOLE   11,806 0 0
WILLIAMS COS INC/THE COM 969457100 1,341 23,036 SH   OTR 1 0 23,036 0
WILLIAMS COS INC/THE COM 969457100 5,044 86,659 SH   SOLE   86,659 0 0
WINDSTREAM HOLDINGS INC COM 97382A101 75 7,506 SH   OTR 1 0 7,506 0
WINDSTREAM HOLDINGS INC COM 97382A101 281 28,239 SH   SOLE   28,239 0 0
WISCONSIN ENERGY CORP COM 976657106 205 4,377 SH   OTR 1 0 4,377 0
WISCONSIN ENERGY CORP COM 976657106 773 16,465 SH   SOLE   16,465 0 0
WPX ENERGY INC COM 98212B103 412 17,232 SH   OTR 1 0 17,232 0
WPX ENERGY INC COM 98212B103 1,550 64,826 SH   SOLE   64,826 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 253 3,341 SH   OTR 1 0 3,341 0
WYNDHAM WORLDWIDE CORP COM 98310W108 952 12,570 SH   SOLE   12,570 0 0
WYNN RESORTS LTD COM 983134107 1,322 6,368 SH   OTR 1 0 6,368 0
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XYLEM INC/NY COM 98419M100 232 5,940 SH   OTR 1 0 5,940 0
XYLEM INC/NY COM 98419M100 873 22,346 SH   SOLE   22,346 0 0
YAHOO! INC COM 984332106 710 20,210 SH   OTR 1 0 20,210 0
YAHOO! INC COM 984332106 2,671 76,029 SH   SOLE   76,029 0 0
YUM! BRANDS INC COM 988498101 510 6,278 SH   OTR 1 0 6,278 0
YUM! BRANDS INC COM 988498101 1,918 23,618 SH   SOLE   23,618 0 0
ZAGG INC COM 98884U108 76 13,975 SH   OTR 1 0 13,975 0
ZAGG INC COM 98884U108 285 52,572 SH   SOLE   52,572 0 0
ZAIS FINANCIAL CORP COM 98886K108 43 2,568 SH   OTR 1 0 2,568 0
ZAIS FINANCIAL CORP COM 98886K108 161 9,661 SH   SOLE   9,661 0 0
ZAZA ENERGY CORP COM 98919T100 15 16,849 SH   OTR 1 0 16,849 0
ZAZA ENERGY CORP COM 98919T100 56 63,383 SH   SOLE   63,383 0 0
ZIMMER HOLDINGS INC COM 98956P102 291 2,802 SH   OTR 1 0 2,802 0
ZIMMER HOLDINGS INC COM 98956P102 1,095 10,540 SH   SOLE   10,540 0 0