13F-HR 1 babson13fdec2011.TXT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12/31/2011 Check here if Amendment: [ ] ; Amendment Number: _______ This Amendment(Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Babson Capital Management LLC Address: 470 Atlantic Avenue Boston, MA 02210 Form 13F File Number: 28-00060 The institutional manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Ruth Howe Title: Managing Director Phone: (413) 226-1243 Signature, Place, and Date of Signing: /s/ Ruth Howe, Springfield, MA February 13, 2012 -------------------------------------------------------------------------- Dear Sir or Madam, Pursuant to Section 13(f) of the Securities Exchange Act of 1934, I am filing electronically on behalf of Babson Capital Management LLC (Babson) for this quarter. Babson Capital Management LLC (Babson Capital) is an indirect wholly-owned subsidiary of Massachusetts Mutual Life Insurance Company (MassMutual). Wherever Babson Capital has indicated that it exercises investment discretion with respect to the positions reported on this Form 13F, such positions shall be deemed reported on behalf of MassMutual to the extent that MassMutual is deemed to share investment discretion over the positions as a result of MassMutual's indirect ownership interest in Babson Capital. -------------------------------------------------------------------------- Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s)) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s)) FORM 13F COVER PAGE Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1249 Form 13F Information Table Value Total: $1,870,361 List of Other Included Managers: Form 13F File Number Name 28-00548 Massachusetts Mutual Life Insurance Company Central Index Key (CIK) Number : 0000225602 FORM 13F INFORMATION TABLE
VOTING AUTHORITY TITLE OF VALUE SHARES/ SH/ PUT/ INVEST. OTHER NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRET. MGRS SOLE SHARED NONE -------------------------------- -------- --------- ---------- ------- --- ---- -------- ----- ---- ------ ---- 3M CO. COM 88579Y101 2281 27911 SH SOLE 27911 0 0 3M COMPANY COM 88579Y101 107 1300 SH SOLE 1300 0 0 A E S CORPORATION COM 00130H105 103 8700 SH SOLE 8700 0 0 A G L RESOURCES, INC. COM 001204106 311 7353 SH SOLE 7353 0 0 A M R CORPORATION COM 001765106 7 19000 SH SOLE 19000 0 0 ABBOTT LABORATORIES COM 002824100 9586 170463 SH SOLE 170463 0 0 ABITIBIBOWATER INC. COM 003687209 1200 82470 SH SOLE 82470 0 0 ABRAXAS PETROLEUM CORP COM 003830106 33 10130 SH SOLE 10130 0 0 ACCENTURE PLC COM G1151C101 4067 76400 SH SOLE 76400 0 0 ACE LTD COM H0023R105 504 7200 SH SOLE 7200 0 0 ACE LTD. COM H0023R105 2257 32189 SH SOLE 32189 0 0 ACTIVISION BLIZZARD, INC. COM 00507V109 468 38000 SH SOLE 38000 0 0 ACTUANT CORPORATION COM 00508X203 234 10300 SH SOLE 10300 0 0 ADELPHIA RECOVERY TRUST COM 00685R409 0 1783299 SH SOLE 1783299 0 0 ADOBE SYSTEMS INC. COM 00724F101 1059 37484 SH SOLE 37484 0 0 ADVANCE AUTO PARTS INC. COM 00751Y106 316 4540 SH SOLE 4540 0 0 ADVANCE AUTO STORES CO., INC. COM 00751Y106 1031 14800 SH SOLE 14800 0 0 ADVANCED MICRO DEVICES INC. COM 007903107 204 37636 SH SOLE 37636 0 0 ADVANCED MICRO DEVICES INC. CONV 007903AL1 24406 25000000 PRN SOLE 25000000 0 0 ADVANCED MICRO DEVICES, INC. CONV 007903AL1 2441 2500000 PRN SOLE 2500000 0 0 AES CORP., THE COM 00130H105 648 54745 SH SOLE 54745 0 0 AETNA INC. COM 00817Y108 1356 32157 SH SOLE 32157 0 0 AETNA, INC. COM 00817Y108 333 7898 SH SOLE 7898 0 0 AFLAC INC. COM 001055102 1203 27807 SH SOLE 27807 0 0 AFLAC, INC. COM 001055102 112 2600 SH SOLE 2600 0 0 AGCO CORP. COM 001084102 334 7770 SH SOLE 7770 0 0 AGCO CORPORATION COM 001084102 79 1828 SH SOLE 1828 0 0 AGILENT TECHNOLOGIES INC. COM 00846U101 899 25749 SH SOLE 25749 0 0 AGL RESOURCES INC. COM 001204106 169 4020 SH SOLE 4020 0 0 AIR PRODUCTS & CHEMICALS, INC. COM 009158106 102 1200 SH SOLE 1200 0 0 AIR PRODUCTS AND CHEMICALS INC COM 009158106 235 2758 SH SOLE 2758 0 0 AIR TRANSPORT SVCS GROUP, INC. COM 00922R105 330 70000 SH SOLE 70000 0 0 AIRGAS INC. COM 009363102 130 1664 SH SOLE 1664 0 0 AIRGAS, INC. COM 009363102 2592 33200 SH SOLE 33200 0 0 ALABAMA AIRCRAFT IND, INC. COM 01023E100 9 903448 SH SOLE 903448 0 0 ALASKA AIR GROUP, INC. COM 011659109 255 3400 SH SOLE 3400 0 0 ALCOA INC. COM 013817101 1176 135900 SH SOLE 135900 0 0 ALCOA, INC. COM 013817101 138 16000 SH SOLE 16000 0 0 ALERE INC. COM 01449J105 219 9500 SH SOLE 9500 0 0 ALERE INC. CONV 01449JAA3 2843 3000000 PRN SOLE 3000000 0 0 ALEXANDRIA RE EQUITIES REIT 015271109 1527 22140 SH SOLE 22140 0 0 ALEXANDRIA REAL ESTATE EQUITIE REIT 015271109 110 1600 SH SOLE 1600 0 0 ALLERGAN INC. COM 018490102 216 2470 SH SOLE 2470 0 0 ALLIANCE DATA SYSTEMS COM 018581108 208 2000 SH SOLE 2000 0 0 ALLIANCE DATA SYSTEMS CORPORAT COM 018581108 530 5100 SH SOLE 5100 0 0 ALLIANT ENERGY CORP. COM 018802108 159 3600 SH SOLE 3600 0 0 ALLIANT ENERGY CORPORATION COM 018802108 327 7400 SH SOLE 7400 0 0 ALLIANT TECHSYSTEMS INC. COM 018804104 989 17300 SH SOLE 17300 0 0 ALLIANT TECHSYSTEMS, INC. COM 018804104 114 2000 SH SOLE 2000 0 0 ALLIED NEVADA GOLD CORP COM 019344100 388 12800 SH SOLE 12800 0 0 ALLIED WORLD ASSURANCE COMPANY COM H01531104 214 3400 SH SOLE 3400 0 0 ALLIED WORLD ASSURANCE HOLDING COM H01531104 57 900 SH SOLE 900 0 0 ALLSTATE CORP. COM 020002101 822 29995 SH SOLE 29995 0 0 ALLSTATE CORPORATION COM 020002101 133 4839 SH SOLE 4839 0 0 ALPHA NATURAL RESOURCES LLC COM 02076X102 697 34171 SH SOLE 34171 0 0 ALPHA NATURAL RESOURCES, LLC COM 02076X102 27 1310 SH SOLE 1310 0 0 ALTERA CORP. COM 021441100 234 6289 SH SOLE 6289 0 0 ALTRIA GROUP INC. COM 02209S103 5603 188986 SH SOLE 188986 0 0 ALTRIA GROUP, INC. COM 02209S103 863 29100 SH SOLE 29100 0 0 AMAZON.COM INC. COM 023135106 1094 6326 SH SOLE 6326 0 0 AMDOCS LTD COM G02602103 51 1800 SH SOLE 1800 0 0 AMDOCS LTD. COM G02602103 228 8000 SH SOLE 8000 0 0 AMEREN CORP. COM 023608102 1367 41246 SH SOLE 41246 0 0 AMEREN CORPORATION COM 023608102 479 14488 SH SOLE 14488 0 0 AMERICAN CAMPUS COMMUNITIES IN REIT 024835100 355 8450 SH SOLE 8450 0 0 AMERICAN CAPITAL AGENCY CORP REIT 02503X105 1786 63560 SH SOLE 63560 0 0 AMERICAN CAPITAL LTD COM 02503Y103 26 3900 SH SOLE 3900 0 0 AMERICAN CAPITAL LTD. COM 02503Y103 107 15900 SH SOLE 15900 0 0 AMERICAN ELECTRIC POWER CO. COM 025537101 237 5747 SH SOLE 5747 0 0 AMERICAN ELECTRIC POWER CO. IN COM 025537101 1950 47210 SH SOLE 47210 0 0 AMERICAN EXPRESS COMPANY COM 025816109 4998 105980 SH SOLE 105980 0 0 AMERICAN FINANCIAL GROUP COM 025932104 84 2282 SH SOLE 2282 0 0 AMERICAN FINANCIAL GROUP, INC. COM 025932104 350 9500 SH SOLE 9500 0 0 AMERICAN INTERNATIONAL GROUP I COM 026874784 212 9161 SH SOLE 9161 0 0 AMERICAN INTL GROUP, INC. COM 026874784 13 555 SH SOLE 555 0 0 AMERICAN MEDIA INC. COM 02744L209 0 15870 SH SOLE 15870 0 0 AMERICAN NATIONAL INSURANCE COM 028591105 51 698 SH SOLE 698 0 0 AMERICAN NATIONAL INSURANCE CO COM 028591105 210 2880 SH SOLE 2880 0 0 AMERICAN WATER WORKS CO. INC. COM 030420103 223 7000 SH SOLE 7000 0 0 AMERICAN WATER WORKS CO., INC. COM 030420103 54 1700 SH SOLE 1700 0 0 AMERIGROUP CORP. COM 03073T102 290 4900 SH SOLE 4900 0 0 AMERIGROUP CORPORATION COM 03073T102 71 1200 SH SOLE 1200 0 0 AMERIPRISE FINANCIAL INC. COM 03076C106 488 9816 SH SOLE 9816 0 0 AMERIPRISE FINANCIAL, INC. COM 03076C106 67 1357 SH SOLE 1357 0 0 AMERISOURCEBERGEN CORP. COM 03073E105 1218 32790 SH SOLE 32790 0 0 AMERISOURCEBERGEN CORPORATION COM 03073E105 1079 29000 SH SOLE 29000 0 0 AMETEK INC. COM 031100100 213 5050 SH SOLE 5050 0 0 AMGEN INC. COM 031162100 4984 77626 SH SOLE 77626 0 0 AMGEN INC. CONV 031162AE0 37363 47142857 PRN SOLE 47142857 0 0 AMGEN, INC. COM 031162100 674 10500 SH SOLE 10500 0 0 AMGEN, INC. CONV 031162AE0 634 800000 PRN SOLE 800000 0 0 AMR CORP. COM 001765106 84 239300 SH SOLE 239300 0 0 ANADARKO PETROLEUM CORP. COM 032511107 1236 16183 SH SOLE 16183 0 0 ANALOG DEVICES INC. COM 032654105 407 11358 SH SOLE 11358 0 0 ANALOG DEVICES, INC. COM 032654105 29 800 SH SOLE 800 0 0 ANNALY CAPITAL MANAGEMENT, INC REIT 035710409 714 44760 SH SOLE 44760 0 0 ANNALY CAPITAL MGMT, INC. REIT 035710409 2043 127990 SH SOLE 127990 0 0 ANSYS, INC. COM 03662Q105 223 3900 SH SOLE 3900 0 0 ANTHRACITE CAPITAL, INC. REIT 037023108 0 10000 SH SOLE 10000 0 0 AON CORP. COM 037389103 764 16329 SH SOLE 16329 0 0 AON CORPORATION COM 037389103 85 1821 SH SOLE 1821 0 0 APACHE CORP. COM 037411105 2077 22934 SH SOLE 22934 0 0 APACHE CORPORATION COM 037411105 115 1270 SH SOLE 1270 0 0 APARTMENT INVESTMENT AND MANAG REIT 03748R101 164 7162 SH SOLE 7162 0 0 APARTMENT INVT & MGMT CO. REIT 03748R101 937 40930 SH SOLE 40930 0 0 APOLLO GROUP INC. COM 037604105 1267 23531 SH SOLE 23531 0 0 APOLLO GROUP, INC. COM 037604105 205 3800 SH SOLE 3800 0 0 APPLE, INC. COM 037833100 27686 68360 SH SOLE 68360 0 0 APPLIED MATERIALS INC. COM 038222105 1821 170080 SH SOLE 170080 0 0 APPLIED MATERIALS, INC. COM 038222105 261 24400 SH SOLE 24400 0 0 APPROACH RESOURCES, INC. COM 03834A103 812 27591 SH SOLE 27591 0 0 APTARGROUP, INC. COM 038336103 318 6100 SH SOLE 6100 0 0 ARCH CAPITAL GROUP LTD COM G0450A105 78 2100 SH SOLE 2100 0 0 ARCH CAPITAL GROUP LTD. COM G0450A105 328 8800 SH SOLE 8800 0 0 ARCH COAL INC. COM 039380100 2027 139700 SH SOLE 139700 0 0 ARCH COAL, INC. COM 039380100 339 23400 SH SOLE 23400 0 0 ARCHER DANIELS MIDLAND CO. COM 039483102 77 2702 SH SOLE 2702 0 0 ARCHER DANIELS MIDLAND COMPANY COM 039483102 2283 79800 SH SOLE 79800 0 0 ARCHSTONE-SMITH TRUST CONV 039584AC1 28650 30000000 PRN SOLE 30000000 0 0 ARK RESTAURANTS CORP. COM 040712101 1216 90825 SH SOLE 90825 0 0 ASSURANT INC. COM 04621X108 435 10591 SH SOLE 10591 0 0 ASSURANT, INC. COM 04621X108 39 952 SH SOLE 952 0 0 ASTEX PHARMACEUTICALS, INC. COM 04624B103 24 12500 SH SOLE 12500 0 0 ASTRAZENECA PLC ADR 046353108 222 4800 SH SOLE 4800 0 0 AT&T INC COM 00206R102 1596 52776 SH SOLE 52776 0 0 AT&T INC. COM 00206R102 12805 423447 SH SOLE 423447 0 0 ATWOOD OCEANICS INC COM 050095108 12 300 SH SOLE 300 0 0 ATWOOD OCEANICS, INC. COM 050095108 227 5700 SH SOLE 5700 0 0 AUTODESK, INC. COM 052769106 377 12431 SH SOLE 12431 0 0 AUTOMATIC DATA PROCESSING INC. COM 053015103 1354 25060 SH SOLE 25060 0 0 AUTOZONE INC. COM 053332102 1260 3878 SH SOLE 3878 0 0 AUXILIUM PHARMACEUTICALS, INC. COM 05334D107 463 23198 SH SOLE 23198 0 0 AVAGO TECHNOLOGIES LTD COM Y0486S104 505 17500 SH SOLE 17500 0 0 AVALON BAY COMMUNITIES, INC. REIT 053484101 3916 29985 SH SOLE 29985 0 0 AVALONBAY COMMUNITIES, INC. REIT 053484101 627 4801 SH SOLE 4801 0 0 AVERY DENNISON CORP. COM 053611109 244 8494 SH SOLE 8494 0 0 AVERY DENNISON CORPORATION COM 053611109 11 400 SH SOLE 400 0 0 AVON PRODUCTS INC. COM 054303102 399 22802 SH SOLE 22802 0 0 B A S F SE ADR 055262505 300 4300 SH SOLE 4300 0 0 B B & T CORPORATION COM 054937107 193 7664 SH SOLE 7664 0 0 B H P BILLITON LTD ADR 088606108 3298 46700 SH SOLE 46700 0 0 B O K FINANCIAL CORPORATION COM 05561Q201 60 1100 SH SOLE 1100 0 0 B R E PROPERTIES, INC. REIT 05564E106 1567 31060 SH SOLE 31060 0 0 B T U INTERNATIONAL, INC. COM 056032105 702 269856 SH SOLE 269856 0 0 BABSON CAP PARTN INVS TRUST COM 05616B100 756 47673 SH SOLE 47673 0 0 BALL CORPORATION COM 058498106 322 9020 SH SOLE 9020 0 0 BANCO SANTANDER-CHILE S.A. ADR 05965X109 310 4100 SH SOLE 4100 0 0 BANK OF AMERICA CORP. COM 060505104 2659 478225 SH SOLE 478225 0 0 BANK OF AMERICA CORPORATION COM 060505104 362 65066 SH SOLE 65066 0 0 BANK OF NEW YORK MELLON CORP. COM 064058100 1580 79351 SH SOLE 79351 0 0 BARD (C.R.) INC. COM 067383109 1111 12989 SH SOLE 12989 0 0 BAXTER INTERNATIONAL INC. COM 071813109 2285 46193 SH SOLE 46193 0 0 BAXTER INTERNATIONAL, INC. COM 071813109 178 3600 SH SOLE 3600 0 0 BB&T CORP. COM 054937107 1261 50086 SH SOLE 50086 0 0 BEAM INC COM 073730103 359 6994 SH SOLE 6994 0 0 BEAM, INC. COM 073730103 66 1296 SH SOLE 1296 0 0 BECKMAN COULTER INC. CONV 075811AD1 9565 8000000 PRN SOLE 8000000 0 0 BECTON DICKINSON & CO. COM 075887109 1022 13667 SH SOLE 13667 0 0 BED BATH & BEYOND INC. COM 075896100 1318 22739 SH SOLE 22739 0 0 BEMIS CO. INC. COM 081437105 132 4390 SH SOLE 4390 0 0 BEMIS COMPANY, INC. COM 081437105 438 14564 SH SOLE 14564 0 0 BERKSHIRE HATHAWAY INC. COM 084670702 10880 142595 SH SOLE 142595 0 0 BERKSHIRE HATHAWAY, INC. COM 084670702 1412 18500 SH SOLE 18500 0 0 BEST BUY CO. INC. COM 086516101 1537 65786 SH SOLE 65786 0 0 BEST BUY COMPANY, INC. COM 086516101 568 24300 SH SOLE 24300 0 0 BILL BARRETT CORP. COM 06846N104 654 19200 SH SOLE 19200 0 0 BIMINI CAPITAL MGMT, INC. REIT 090319401 77 211628 SH SOLE 211628 0 0 BIO-RAD LABORATORIES COM 090572207 48 500 SH SOLE 500 0 0 BIO-RAD LABORATORIES INC. COM 090572207 202 2100 SH SOLE 2100 0 0 BIOGEN IDEC INC. COM 09062X103 2323 21118 SH SOLE 21118 0 0 BIOMED REALTY TRUST, INC. REIT 09063H107 335 18510 SH SOLE 18510 0 0 BLACKROCK, INC. COM 09247X101 1477 8290 SH SOLE 8290 0 0 BLOCK H & R, INC. COM 093671105 70 4300 SH SOLE 4300 0 0 BLYTH INC. COM 09643P207 222 3900 SH SOLE 3900 0 0 BMC SOFTWARE INC. COM 055921100 1181 36061 SH SOLE 36061 0 0 BOEING CO. COM 097023105 2840 38725 SH SOLE 38725 0 0 BOEING COMPANY COM 097023105 22 300 SH SOLE 300 0 0 BOISE INC COM 09746Y105 2126 298600 SH SOLE 298600 0 0 BOK FINANCIAL CORP. COM 05561Q201 258 4700 SH SOLE 4700 0 0 BORGWARNER INC. COM 099724106 200 3140 SH SOLE 3140 0 0 BOSTON PROPERTIES INC REIT 101121101 4904 49240 SH SOLE 49240 0 0 BOSTON PROPERTIES LP REIT 101121101 643 6448 SH SOLE 6448 0 0 BOSTON SCIENTIFIC CORP. COM 101137107 539 100851 SH SOLE 100851 0 0 BOSTON SCIENTIFIC CORPORATION COM 101137107 67 12600 SH SOLE 12600 0 0 BRANDYWINE REALTY TRUST REIT 105368203 230 24270 SH SOLE 24270 0 0 BRANDYWINE REALTY TRUST INC REIT 105368203 282 29700 SH SOLE 29700 0 0 BRE PROPERTIES INC REIT 05564E106 111 2200 SH SOLE 2200 0 0 BRINKER INTERNATIONAL COM 109641100 265 9900 SH SOLE 9900 0 0 BRINKER INTERNATIONAL, INC. COM 109641100 16 600 SH SOLE 600 0 0 BRISTOL-MYERS SQUIBB CO. COM 110122108 6185 175533 SH SOLE 175533 0 0 BRISTOL-MYERS SQUIBB COMPANY COM 110122108 782 22200 SH SOLE 22200 0 0 BROADCOM CORPORATION COM 111320107 728 24779 SH SOLE 24779 0 0 BROADRIDGE FINANCIAL SOLUTIONS COM 11133T103 1762 78196 SH SOLE 78196 0 0 BROCADE COMMUNICATIONS SYSTEMS COM 111621306 655 126200 SH SOLE 126200 0 0 BROOKDALE SENIOR LIVING, INC CONV 112463AA2 2603 3000000 PRN SOLE 3000000 0 0 BROOKFIELD PROPERTIES CORP. REIT 112900105 518 33120 SH SOLE 33120 0 0 BROWN-FORMAN CORP. COM 115637209 286 3567 SH SOLE 3567 0 0 BROWN-FORMAN CORPORATION COM 115637209 16 200 SH SOLE 200 0 0 BUCKEYE TECHNOLOGIES, INC. COM 118255108 823 24600 SH SOLE 24600 0 0 BUNGE LIMITED COM G16962105 1722 30100 SH SOLE 30100 0 0 BUNGE LTD. COM G16962105 172 3000 SH SOLE 3000 0 0 C A, INC. COM 12673P105 97 4800 SH SOLE 4800 0 0 C B L & ASSOCIATES PROPERTIES REIT 124830100 314 20020 SH SOLE 20020 0 0 C F INDUSTRIES HOLDINGS, INC. COM 125269100 1736 11969 SH SOLE 11969 0 0 C I T GROUP, INC. COM 125581801 2443 70087 SH SOLE 70087 0 0 C M S ENERGY CORPORATION COM 125896100 60 2700 SH SOLE 2700 0 0 C R BARD, INC. COM 067383109 504 5900 SH SOLE 5900 0 0 C S X CORPORATION COM 126408103 219 10400 SH SOLE 10400 0 0 C.H. ROBINSON WORLDWIDE, INC. COM 12541W209 250 3571 SH SOLE 3571 0 0 CA, INC. COM 12673P105 1201 59420 SH SOLE 59420 0 0 CABLEVISION SYSTEMS CORP. COM 12686C109 321 22600 SH SOLE 22600 0 0 CADENCE DESIGN SYSTEMS, INC. COM 127387108 564 54200 SH SOLE 54200 0 0 CALIFORNIA COASTAL COMM, INC. COM 129915203 0 95892 SH SOLE 95892 0 0 CALIFORNIA COASTAL COMMUNITIES COM 129915203 0 339507 SH SOLE 339507 0 0 CAMDEN PROPERTY TRUST REIT 133131102 1701 27310 SH SOLE 27310 0 0 CAMPBELL SOUP COMPANY COM 134429109 1441 43361 SH SOLE 43361 0 0 CAPITAL ONE FINANCIAL CORP. COM 14040H105 2663 62992 SH SOLE 62992 0 0 CARDINAL HEALTH INC. COM 14149Y108 1540 37914 SH SOLE 37914 0 0 CARDINAL HEALTH, INC. COM 14149Y108 309 7600 SH SOLE 7600 0 0 CAREER EDUCATION CORPORATION COM 141665109 96 12000 SH SOLE 12000 0 0 CAREFUSION CORP. COM 14170T101 288 11329 SH SOLE 11329 0 0 CAREFUSION CORPORATION COM 14170T101 28 1100 SH SOLE 1100 0 0 CARNIVAL CORP. COM 143658300 592 18144 SH SOLE 18144 0 0 CARNIVAL CORPORATION COM 143658300 55 1700 SH SOLE 1700 0 0 CASEY'S GENERAL STORES INC COM 147528103 1473 28600 SH SOLE 28600 0 0 CASH AMERICA INTL, INC. COM 14754D100 573 12300 SH SOLE 12300 0 0 CATERPILLAR INC. COM 149123101 4402 48589 SH SOLE 48589 0 0 CBIZ, INC. COM 124805102 101 16600 SH SOLE 16600 0 0 CBRE GROUP INC COM 12504L109 335 22000 SH SOLE 22000 0 0 CBRE GROUP INC. COM 12504L109 87 5779 SH SOLE 5779 0 0 CBS CORP. COM 124857202 1732 63812 SH SOLE 63812 0 0 CBS CORPORATION COM 124857202 624 23000 SH SOLE 23000 0 0 CCS MEDICAL HOLDINGS INC COM 12503E106 85 28471 SH SOLE 28471 0 0 CELANESE CORP. COM 150870103 1045 23600 SH SOLE 23600 0 0 CELANESE CORPORATION COM 150870103 239 5390 SH SOLE 5390 0 0 CELGENE CORP. COM 151020104 1187 17556 SH SOLE 17556 0 0 CENTERPOINT ENERGY INC. COM 15189T107 1013 50485 SH SOLE 50485 0 0 CENTERPOINT ENERGY, INC. COM 15189T107 125 6200 SH SOLE 6200 0 0 CENTURYLINK INC COM 156700106 211 5669 SH SOLE 5669 0 0 CENTURYLINK, INC. COM 156700106 1690 45413 SH SOLE 45413 0 0 CERNER CORPORATION COM 156782104 258 4200 SH SOLE 4200 0 0 CF INDUSTRIES HOLDINGS, INC. COM 125269100 2948 20334 SH SOLE 20334 0 0 CHARLES SCHWAB CORP. COM 808513105 242 21429 SH SOLE 21429 0 0 CHASE PACKAGING CORP. COM 161635107 0 19082 SH SOLE 19082 0 0 CHESAPEAKE ENERGY CORP. COM 165167107 599 26830 SH SOLE 26830 0 0 CHESAPEAKE ENERGY CORP. CONV 165167CA3 55661 62017174 PRN SOLE 62017174 0 0 CHESAPEAKE ENERGY CORPORATION COM 165167107 38 1700 SH SOLE 1700 0 0 CHESAPEAKE ENERGY CORPORATION CONV 165167CA3 2244 2500000 PRN SOLE 2500000 0 0 CHEVRON CORP. COM 166764100 2658 24981 SH SOLE 24981 0 0 CHEVRON CORPORATION COM 166764100 21112 198425 SH SOLE 198425 0 0 CHICAGO BRIDGE & IRON COMPANY COM 167250109 963 25500 SH SOLE 25500 0 0 CHIMERA INVESTMENT CORP REIT 16934Q109 568 226210 SH SOLE 226210 0 0 CHUBB CORP., THE COM 171232101 1693 24458 SH SOLE 24458 0 0 CHUBB CORPORATION COM 171232101 241 3480 SH SOLE 3480 0 0 CHURCH & DWIGHT CO. INC. COM 171340102 295 6460 SH SOLE 6460 0 0 CHURCH & DWIGHT CO., INC. COM 171340102 1084 23700 SH SOLE 23700 0 0 CIA DE MINAS BUENAVENTURA SA ADR 204448104 939 24500 SH SOLE 24500 0 0 CIGNA CORP. COM 125509109 935 22242 SH SOLE 22242 0 0 CIGNA CORPORATION COM 125509109 97 2300 SH SOLE 2300 0 0 CINCINNATI FINANCIAL CORP. COM 172062101 303 9936 SH SOLE 9936 0 0 CINEMARK HOLDINGS INC. COM 17243V102 5029 272000 SH SOLE 272000 0 0 CISCO SYSTEMS INC. COM 17275R102 9563 528945 SH SOLE 528945 0 0 CISCO SYSTEMS, INC. COM 17275R102 1650 91300 SH SOLE 91300 0 0 CIT GROUP, INC. COM 125581801 63 1800 SH SOLE 1800 0 0 CITIGROUP INC. COM 172967424 5828 221566 SH SOLE 221566 0 0 CITIGROUP, INC. COM 172967424 3384 128626 SH SOLE 128626 0 0 CITRIX SYSTEMS, INC. COM 177376100 578 9521 SH SOLE 9521 0 0 CLEAN ENERGY FUELS CORP. COM 184499101 2492 200000 SH SOLE 200000 0 0 CLIFFS NATURAL RESOURCES INC. COM 18683K101 1106 17746 SH SOLE 17746 0 0 CLIFFS NATURAL RESOURCES, INC. COM 18683K101 2569 41200 SH SOLE 41200 0 0 CLOROX CO. COM 189054109 981 14741 SH SOLE 14741 0 0 CLOROX COMPANY COM 189054109 486 7300 SH SOLE 7300 0 0 CLOUD PEAK ENERGY INC COM 18911Q102 793 41000 SH SOLE 41000 0 0 CME GROUP INC. COM 12572Q105 1091 4481 SH SOLE 4481 0 0 CME GROUP, INC. COM 12572Q105 135 552 SH SOLE 552 0 0 CMS ENERGY CORP. COM 125896100 398 18008 SH SOLE 18008 0 0 CNH GLOBAL N.V. COM N20935206 169 4700 SH SOLE 4700 0 0 CNH GLOBAL NV COM N20935206 183 5100 SH SOLE 5100 0 0 COACH, INC. COM 189754104 909 14892 SH SOLE 14892 0 0 COCA-COLA CO., THE COM 191216100 8481 121199 SH SOLE 121199 0 0 COCA-COLA ENTERPRISES, INC. COM 19122T109 1543 59890 SH SOLE 59890 0 0 COCA-COLA FEMSA SA DE CV ADR 191241108 209 2200 SH SOLE 2200 0 0 COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 804 12504 SH SOLE 12504 0 0 COLGATE-PALMOLIVE CO. COM 194162103 2745 29705 SH SOLE 29705 0 0 COLGATE-PALMOLIVE COMPANY COM 194162103 37 400 SH SOLE 400 0 0 COLONIAL PROPERTIES TRUST REIT 195872106 262 12560 SH SOLE 12560 0 0 COMCAST CORP. COM 20030N101 5212 219854 SH SOLE 219854 0 0 COMCAST CORPORATION COM 20030N101 1159 48900 SH SOLE 48900 0 0 COMMONWEALTH REIT REIT 203233101 425 25527 SH SOLE 25527 0 0 COMMUNITY HEALTH SYSTEMS INC. COM 203668108 459 26300 SH SOLE 26300 0 0 COMMUNITY HEALTH SYSTEMS, INC. COM 203668108 129 7400 SH SOLE 7400 0 0 COMPASS MINERALS INTERNATIONAL COM 20451N101 2176 31600 SH SOLE 31600 0 0 COMPUTER SCIENCES CORP. COM 205363104 480 20287 SH SOLE 20287 0 0 COMPUTER SCIENCES CORPORATION COM 205363104 22 945 SH SOLE 945 0 0 COMTECH TELECOMMUNICATIONS COM 205826209 206 7200 SH SOLE 7200 0 0 CONAGRA FOODS INC. COM 205887102 1364 51691 SH SOLE 51691 0 0 CONAGRA FOODS, INC. COM 205887102 140 5300 SH SOLE 5300 0 0 CONCHO RESOURCES INC. COM 20605P101 9 100 SH SOLE 100 0 0 CONCHO RESOURCES, INC. COM 20605P101 1050 11200 SH SOLE 11200 0 0 CONOCOPHILLIPS COM 20825C104 13414 184085 SH SOLE 184085 0 0 CONSOLIDATED EDISON INC. COM 209115104 1652 26636 SH SOLE 26636 0 0 CONSOLIDATED EDISON, INC. COM 209115104 762 12300 SH SOLE 12300 0 0 CONSTELLATION BRANDS INC. COM 21036P108 1766 85438 SH SOLE 85438 0 0 CONSTELLATION BRANDS, INC. COM 21036P108 316 15300 SH SOLE 15300 0 0 CONSTELLATION ENERGY GROUP COM 210371100 75 1900 SH SOLE 1900 0 0 CONSTELLATION ENERGY GROUP INC COM 210371100 809 20426 SH SOLE 20426 0 0 COOPER INDUSTRIES PLC COM G24140108 233 4300 SH SOLE 4300 0 0 COPA HOLDINGS SA COM P31076105 1285 21900 SH SOLE 21900 0 0 CORN PRODUCTS INTERNATIONAL IN COM 219023108 130 2470 SH SOLE 2470 0 0 CORN PRODUCTS INTL INC COM 219023108 1635 31086 SH SOLE 31086 0 0 CORNING INC. COM 219350105 1649 127118 SH SOLE 127118 0 0 CORNING, INC. COM 219350105 337 26000 SH SOLE 26000 0 0 CORPORATE OFFICE PROPERTIES REIT 22002T108 511 24050 SH SOLE 24050 0 0 CORPORATE OFFICE PROPERTIES TR REIT 22002T108 13 600 SH SOLE 600 0 0 CORRECTIONS CORP OF AMERICA COM 22025Y407 84 4100 SH SOLE 4100 0 0 CORRECTIONS CORP. OF AMERICA COM 22025Y407 344 16900 SH SOLE 16900 0 0 COSTCO WHOLESALE CORP. COM 22160K105 2190 26291 SH SOLE 26291 0 0 COSTCO WHOLESALE CORPORATION COM 22160K105 617 7400 SH SOLE 7400 0 0 COTT CORP. COM 22163N106 3756 600000 SH SOLE 600000 0 0 COVANTA HOLDING CORP. COM 22282E102 650 47500 SH SOLE 47500 0 0 COVENTRY HEALTH CARE INC. COM 222862104 546 17990 SH SOLE 17990 0 0 COVENTRY HEALTH CARE, INC. COM 222862104 43 1400 SH SOLE 1400 0 0 COVIDIEN PLC COM G2554F113 1543 34276 SH SOLE 34276 0 0 CROWN HOLDINGS INC. COM 228368106 7770 231400 SH SOLE 231400 0 0 CSX CORP. COM 126408103 1723 81847 SH SOLE 81847 0 0 CUMMINS INC. COM 231021106 1275 14493 SH SOLE 14493 0 0 CUMMINS, INC. COM 231021106 378 4300 SH SOLE 4300 0 0 CVR ENERGY INC COM 12662P108 573 30600 SH SOLE 30600 0 0 CVS CAREMARK CORP. COM 126650100 3682 90303 SH SOLE 90303 0 0 CVS CAREMARK CORPORATION COM 126650100 408 10000 SH SOLE 10000 0 0 CYPRESS SEMICONDUCTOR CORPORAT COM 232806109 211 12500 SH SOLE 12500 0 0 D R HORTON, INC. COM 23331A109 20 1600 SH SOLE 1600 0 0 D S W, INC. COM 23334L102 62 1400 SH SOLE 1400 0 0 D T E ENERGY COMPANY COM 233331107 428 7855 SH SOLE 7855 0 0 D.R. HORTON INC. COM 23331A109 196 15596 SH SOLE 15596 0 0 DAISY SYS CORPORATION COM 234050102 0 15203 SH SOLE 15203 0 0 DANA HOLDING CORP. COM 235825205 3342 275000 SH SOLE 275000 0 0 DANAHER CORP. COM 235851102 878 18684 SH SOLE 18684 0 0 DANAHER CORPORATION COM 235851102 99 2100 SH SOLE 2100 0 0 DAVITA INC. COM 23918K108 495 6537 SH SOLE 6537 0 0 DCT INDUSTRIAL TRUST, INC. REIT 233153105 160 31320 SH SOLE 31320 0 0 DDR CORP. REIT 23317H102 102 8400 SH SOLE 8400 0 0 DDR CORPORATION REIT 23317H102 376 30880 SH SOLE 30880 0 0 DEAN FOODS COMPANY COM 242370104 792 70742 SH SOLE 70742 0 0 DEERE & COMPANY COM 244199105 946 12225 SH SOLE 12225 0 0 DELL INC. COM 24702R101 2980 203681 SH SOLE 203681 0 0 DELL, INC. COM 24702R101 304 20800 SH SOLE 20800 0 0 DELTA AIR LINES INC. COM 247361702 795 98301 SH SOLE 98301 0 0 DELTA AIR LINES, INC. COM 247361702 803 99390 SH SOLE 99390 0 0 DENTSPLY INTERNATIONAL INC. COM 249030107 369 10566 SH SOLE 10566 0 0 DENTSPLY INTERNATIONAL, INC. COM 249030107 24 700 SH SOLE 700 0 0 DEVON ENERGY CORP. COM 25179M103 1389 22394 SH SOLE 22394 0 0 DEVON ENERGY CORPORATION COM 25179M103 130 2100 SH SOLE 2100 0 0 DEVRY, INC. COM 251893103 457 11880 SH SOLE 11880 0 0 DEX ONE CORP COM 25212W100 54 33013 SH SOLE 33013 0 0 DEX ONE CORPORATION COM 25212W100 41 24759 SH SOLE 24759 0 0 DIAL GLOBAL INC. COM 25247X107 1301 407635 SH SOLE 407635 0 0 DIAMOND OFFSHORE DRILL, INC. COM 25271C102 44 800 SH SOLE 800 0 0 DIAMOND OFFSHORE DRILLING INC. COM 25271C102 2081 37662 SH SOLE 37662 0 0 DIAMONDROCK HOSPITALITY CO. REIT 252784301 208 21530 SH SOLE 21530 0 0 DIGITAL REALTY TRUST REIT 253868103 2383 35750 SH SOLE 35750 0 0 DIGITAL REALTY TRUST INC. REIT 253868103 227 3400 SH SOLE 3400 0 0 DIGITALGLOBE INC. COM 25389M877 3422 200000 SH SOLE 200000 0 0 DIGITALGLOBE, INC. COM 25389M877 3422 200000 SH SOLE 200000 0 0 DILLARD'S INC. COM 254067101 557 12400 SH SOLE 12400 0 0 DILLARD'S, INC. COM 254067101 297 6600 SH SOLE 6600 0 0 DIRECTV COM 25490A101 2577 60270 SH SOLE 60270 0 0 DISCOVER FINANCIAL SERVICES COM 254709108 173 7200 SH SOLE 7200 0 0 DISCOVER FINANCIAL SERVICES IN COM 254709108 2271 94616 SH SOLE 94616 0 0 DISCOVERY COMMUNICATIONS INC. COM 25470F104 1025 25031 SH SOLE 25031 0 0 DISH NETWORK CORP. COM 25470M109 1034 36300 SH SOLE 36300 0 0 DOLBY LABORATORIES, INC. COM 25659T107 218 7130 SH SOLE 7130 0 0 DOLLAR TREE, INC. COM 256746108 700 8420 SH SOLE 8420 0 0 DOMINION RESOURCES INC. COM 25746U109 874 16464 SH SOLE 16464 0 0 DOMINION RESOURCES, INC. COM 25746U109 126 2380 SH SOLE 2380 0 0 DOMTAR CORP. COM 257559203 768 9600 SH SOLE 9600 0 0 DOMTAR CORPORATION COM 257559203 328 4100 SH SOLE 4100 0 0 DOUGLAS EMMETT, INC. REIT 25960P109 1127 61770 SH SOLE 61770 0 0 DOVER CORP. COM 260003108 609 10500 SH SOLE 10500 0 0 DOVER CORPORATION COM 260003108 232 4000 SH SOLE 4000 0 0 DOW CHEMICAL CO., THE COM 260543103 536 18623 SH SOLE 18623 0 0 DOW CHEMICAL COMPANY COM 260543103 66 2300 SH SOLE 2300 0 0 DR PEPPER SNAPPLE GROUP COM 26138E109 888 22500 SH SOLE 22500 0 0 DR PEPPER SNAPPLE GROUP INC. COM 26138E109 957 24209 SH SOLE 24209 0 0 DST SYSTEMS, INC. COM 233326107 606 13320 SH SOLE 13320 0 0 DSW, INC. COM 23334L102 283 6400 SH SOLE 6400 0 0 DTE ENERGY CO. COM 233331107 865 15877 SH SOLE 15877 0 0 DU PONT (E.I.) DE NEMOURS & CO COM 263534109 2296 50152 SH SOLE 50152 0 0 DUCOMMUN INC. COM 264147109 2040 160000 SH SOLE 160000 0 0 DUKE ENERGY CORP. COM 26441C105 2330 105926 SH SOLE 105926 0 0 DUKE ENERGY CORPORATION COM 26441C105 754 34267 SH SOLE 34267 0 0 DUKE REALTY CORPORATION REIT 264411505 1252 103870 SH SOLE 103870 0 0 DUN & BRADSTREET CORP., THE COM 26483E100 245 3274 SH SOLE 3274 0 0 E C C CAPITAL CORP. REIT 26826M108 96 1200000 SH SOLE 1200000 0 0 EARTHLINK, INC. COM 270321102 98 15200 SH SOLE 15200 0 0 EAST WEST BANCORP, INC. COM 27579R104 220 11100 SH SOLE 11100 0 0 EASTMAN CHEMICAL CO. COM 277432100 412 10550 SH SOLE 10550 0 0 EASTMAN CHEMICAL COMPANY COM 277432100 1969 50400 SH SOLE 50400 0 0 EATON CORP. COM 278058102 621 14265 SH SOLE 14265 0 0 EATON CORPORATION COM 278058102 65 1500 SH SOLE 1500 0 0 EBAY INC. COM 278642103 1400 46153 SH SOLE 46153 0 0 EBAY, INC. COM 278642103 106 3500 SH SOLE 3500 0 0 ECHOSTAR CORPORATION COM 278768106 377 18000 SH SOLE 18000 0 0 ECOLAB INC. COM 278865100 255 4419 SH SOLE 4419 0 0 EDISON INTERNATIONAL COM 281020107 1089 26253 SH SOLE 26253 0 0 EL PASO ELECTRIC COMPANY COM 283677854 267 7700 SH SOLE 7700 0 0 ELECTRONIC ARTS INC. COM 285512109 262 12718 SH SOLE 12718 0 0 ELI LILLY & CO. COM 532457108 5387 129642 SH SOLE 129642 0 0 ELI LILLY AND COMPANY COM 532457108 399 9591 SH SOLE 9591 0 0 EMC CORP. COM 268648102 3298 153096 SH SOLE 153096 0 0 EMERSON ELECTRIC CO. COM 291011104 2464 52880 SH SOLE 52880 0 0 EMERSON ELECTRIC COMPANY COM 291011104 214 4600 SH SOLE 4600 0 0 ENDO PHARM HLDGS, INC. COM 29264F205 970 28100 SH SOLE 28100 0 0 ENDO PHARMACEUTICALS HOLDINGS COM 29264F205 349 10100 SH SOLE 10100 0 0 ENERGEN CORP. COM 29265N108 165 3300 SH SOLE 3300 0 0 ENERGEN CORPORATION COM 29265N108 40 800 SH SOLE 800 0 0 ENERSYS CAPITAL INC. CONV 29275YAA0 2834 2806000 PRN SOLE 2806000 0 0 ENTERGY CORP COM 29364G103 1615 22106 SH SOLE 22106 0 0 ENTERGY CORPORATION COM 29364G103 175 2400 SH SOLE 2400 0 0 ENTERTAINMENT PROPERTIES REIT 29380T105 296 6780 SH SOLE 6780 0 0 EQT CORPORATION COM 26884L109 393 7166 SH SOLE 7166 0 0 EQUIFAX INC. COM 294429105 244 6275 SH SOLE 6275 0 0 EQUIFAX, INC. COM 294429105 43 1100 SH SOLE 1100 0 0 EQUITY LIFESTYLE PROPERTIES REIT 29472R108 326 4890 SH SOLE 4890 0 0 EQUITY RESIDENTIAL REIT 29476L107 6875 120540 SH SOLE 120540 0 0 ERICSSON LM TEL ADR 294821608 101 10000 SH SOLE 10000 0 0 ESSEX PROPERTY TRUST INC. REIT 297178105 84 600 SH SOLE 600 0 0 ESSEX PROPERTY TRUST, INC. REIT 297178105 1560 11100 SH SOLE 11100 0 0 ESTEE LAUDER COMPANIES INC., T COM 518439104 395 3530 SH SOLE 3530 0 0 EXELIS INC COM 30162A108 52 5700 SH SOLE 5700 0 0 EXELIS INC. COM 30162A108 250 27650 SH SOLE 27650 0 0 EXELON CORP. COM 30161N101 3144 72490 SH SOLE 72490 0 0 EXELON CORPORATION COM 30161N101 351 8098 SH SOLE 8098 0 0 EXPEDIA INC. COM 30212P303 677 23335 SH SOLE 23335 0 0 EXPEDIA, INC. COM 30212P303 252 8700 SH SOLE 8700 0 0 EXPEDITORS INTERNATIONAL OF WA COM 302130109 201 4907 SH SOLE 4907 0 0 EXPRESS SCRIPTS INC. COM 302182100 1501 33557 SH SOLE 33557 0 0 EXPRESS SCRIPTS, INC. COM 302182100 813 18200 SH SOLE 18200 0 0 EXTRA SPACE STORAGE, INC. REIT 30225T102 301 12430 SH SOLE 12430 0 0 EXXON CORP. COM 30231G102 30071 354796 SH SOLE 354796 0 0 EXXON CORPORATION COM 30231G102 780 9200 SH SOLE 9200 0 0 EZCORP INC COM 302301106 995 37700 SH SOLE 37700 0 0 F5 NETWORKS, INC. COM 315616102 269 2540 SH SOLE 2540 0 0 FAMILY DOLLAR STORES, INC. COM 307000109 382 6609 SH SOLE 6609 0 0 FASTENAL CO. COM 311900104 120 2750 SH SOLE 2750 0 0 FASTENAL COMPANY COM 311900104 192 4400 SH SOLE 4400 0 0 FEDERAL REALTY INVESTMENT TR REIT 313747206 1972 21740 SH SOLE 21740 0 0 FEDERAL REALTY INVESTMENT TRUS REIT 313747206 318 3500 SH SOLE 3500 0 0 FEDERAL-MOGUL CORP. COM 313549404 1479 100300 SH SOLE 100300 0 0 FEDERAL-MOGUL CORPORATION COM 313549404 1 100 SH SOLE 100 0 0 FEDERATED INVESTORS, INC. COM 314211103 208 13699 SH SOLE 13699 0 0 FEDEX CORP. COM 31428X106 966 11560 SH SOLE 11560 0 0 FEDEX CORPORATION COM 31428X106 100 1200 SH SOLE 1200 0 0 FIDELITY NATIONAL FINANCIAL IN COM 31620R105 398 25000 SH SOLE 25000 0 0 FIDELITY NATIONAL INFORMATION COM 31620M106 432 16235 SH SOLE 16235 0 0 FIDELITY NATL INFO SVCS, INC. COM 31620M106 53 2000 SH SOLE 2000 0 0 FIFTH THIRD BANCORP COM 316773100 1137 89375 SH SOLE 89375 0 0 FIRST HORIZON NATIONAL CORP. COM 320517105 89 11113 SH SOLE 11113 0 0 FIRST INTERSTATE BANCSYSTEM IN COM 32055Y201 145 11100 SH SOLE 11100 0 0 FIRST NIAGARA FINANCIAL GROUP COM 33582V108 213 24700 SH SOLE 24700 0 0 FIRST NIAGARA FINANCIAL GROUP, COM 33582V108 131 15200 SH SOLE 15200 0 0 FIRSTENERGY CORP. COM 337932107 1817 40997 SH SOLE 40997 0 0 FIRSTENERGY CORPORATION COM 337932107 614 13877 SH SOLE 13877 0 0 FISERV INC. COM 337738108 994 16930 SH SOLE 16930 0 0 FISERV, INC. COM 337738108 47 800 SH SOLE 800 0 0 FLUOR CORP. COM 343412102 1230 24453 SH SOLE 24453 0 0 FMC CORP. COM 302491303 207 2400 SH SOLE 2400 0 0 FOMENTO ECONOMICO MEXICANO SAB ADR 344419106 209 3000 SH SOLE 3000 0 0 FORD MOTOR CO. COM 345370860 4411 409944 SH SOLE 409944 0 0 FORD MOTOR COMPANY COM 345370860 489 45500 SH SOLE 45500 0 0 FOREST CITY ENTERPRISES, INC. REIT 345550107 219 18450 SH SOLE 18450 0 0 FOREST LABORATORIES, INC. COM 345838106 1513 49995 SH SOLE 49995 0 0 FRANKLIN RESOURCES INC. COM 354613101 1107 11533 SH SOLE 11533 0 0 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 7774 211321 SH SOLE 211321 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 28 5530 SH SOLE 5530 0 0 FRONTIER COMMUNICATIONS CORP. COM 35906A108 121 23562 SH SOLE 23562 0 0 FULTON FINANCIAL CORPORATION COM 360271100 109 11200 SH SOLE 11200 0 0 GAMESTOP CORP. COM 36467W109 2348 97309 SH SOLE 97309 0 0 GANNETT CO., INC. COM 364730101 1180 88345 SH SOLE 88345 0 0 GANNETT COMPANY, INC. COM 364730101 88 6609 SH SOLE 6609 0 0 GAP INC., THE COM 364760108 277 14981 SH SOLE 14981 0 0 GAP, INC. COM 364760108 9 500 SH SOLE 500 0 0 GARDNER DENVER INC. COM 365558105 200 2600 SH SOLE 2600 0 0 GARMIN LTD COM H2906T109 1554 39040 SH SOLE 39040 0 0 GENCORP INC. CONV 368682AN0 1532 1700000 PRN SOLE 1700000 0 0 GENERAL DYNAMICS CORP. COM 369550108 1876 28245 SH SOLE 28245 0 0 GENERAL DYNAMICS CORPORATION COM 369550108 226 3401 SH SOLE 3401 0 0 GENERAL ELECTRIC CO. COM 369604103 16879 942517 SH SOLE 942517 0 0 GENERAL ELECTRIC COMPANY COM 369604103 4690 261839 SH SOLE 261839 0 0 GENERAL GROWTH PROPERTIES REIT 370023103 3086 205476 SH SOLE 205476 0 0 GENERAL GROWTH PROPERTIES, INC REIT 370023103 277 18440 SH SOLE 18440 0 0 GENERAL MILLS INC. COM 370334104 1463 36224 SH SOLE 36224 0 0 GENERAL MILLS, INC. COM 370334104 564 13966 SH SOLE 13966 0 0 GENERAL MOTORS CO COM 37045V100 1143 56432 SH SOLE 56432 0 0 GENERAL MOTORS CO WAR 37045V118 572 48664 SH SOLE 48664 0 0 GENERAL MOTORS CO WAR 37045V126 380 48664 SH SOLE 48664 0 0 GENERAL MOTORS COMPANY COM 37045V100 237 11700 SH SOLE 11700 0 0 GENON ENERGY INC COM 37244E107 7 2805 SH SOLE 2805 0 0 GENON ENERGY INC. COM 37244E107 35 13341 SH SOLE 13341 0 0 GENTEK, INC. COM 37245X104 0 138450 SH SOLE 138450 0 0 GENUINE PARTS CO COM 372460105 684 11167 SH SOLE 11167 0 0 GENUINE PARTS COMPANY COM 372460105 55 900 SH SOLE 900 0 0 GENWORTH FINANCIAL INC. COM 37247D106 408 62331 SH SOLE 62331 0 0 GENWORTH FINANCIAL, INC. COM 37247D106 11 1609 SH SOLE 1609 0 0 GEO SPECIALTY CHEMICALS, INC. COM 37246R106 0 80750 SH SOLE 80750 0 0 GEOEYE INC. COM 37250W108 3000 135000 SH SOLE 135000 0 0 GEOMET, INC. COM 37250U201 79 85857 SH SOLE 85857 0 0 GILEAD SCIENCES, INC. COM 375558103 4216 102994 SH SOLE 102994 0 0 GLATFELTER (P.H.) CO. COM 377316104 9531 675000 SH SOLE 675000 0 0 GOLD FIELDS LTD ADR 38059T106 994 65200 SH SOLE 65200 0 0 GOLD RESOURCE CORP COM 38068T105 899 42300 SH SOLE 42300 0 0 GOLDMAN SACHS GROUP INC., THE COM 38141G104 1833 20257 SH SOLE 20257 0 0 GOLDMAN SACHS GROUP, INC. COM 38141G104 190 2100 SH SOLE 2100 0 0 GOODRICH CORP. COM 382388106 301 2435 SH SOLE 2435 0 0 GOODRICH CORPORATION COM 382388106 24 190 SH SOLE 190 0 0 GOODYEAR TIRE & RUBBER CO., TH COM 382550101 445 31409 SH SOLE 31409 0 0 GOOGLE INC. COM 38259P508 8575 13276 SH SOLE 13276 0 0 GRACE W. R. & COMPANY COM 38388F108 18 400 SH SOLE 400 0 0 GRAINGER (W.W.) INC. COM 384802104 159 850 SH SOLE 850 0 0 GRAINGER W W, INC. COM 384802104 243 1300 SH SOLE 1300 0 0 GRAPHIC PACKAGING HOLDING CO COM 388689101 125 29300 SH SOLE 29300 0 0 GRAPHIC PACKAGING HOLDING CO. COM 388689101 4260 1000000 SH SOLE 1000000 0 0 GREAT LAKES DREDGE & DOCK CORP COM 390607109 3892 700000 SH SOLE 700000 0 0 GREAT LAKES DREDGE&DOCK CORP. COM 390607109 139 25000 SH SOLE 25000 0 0 GREAT PLAINS ENERGY INC. COM 391164100 177 8137 SH SOLE 8137 0 0 GREAT PLAINS ENERGY, INC. COM 391164100 25 1169 SH SOLE 1169 0 0 GSE SYSTEMS INC COM 36227K106 920 472100 SH SOLE 472100 0 0 GT ADVANCED TECHNOLOGOES, INC. COM 36191U106 145 20000 SH SOLE 20000 0 0 H C P, INC. REIT 40414L109 5864 141540 SH SOLE 141540 0 0 H&R BLOCK INC. COM 093671105 1406 86099 SH SOLE 86099 0 0 HALLADOR ENERGY CO COM 40609P105 140 14080 SH SOLE 14080 0 0 HALLIBURTON CO. COM 406216101 1319 38234 SH SOLE 38234 0 0 HANOVER INSURANCE GROUP INC., COM 410867105 77 2200 SH SOLE 2200 0 0 HANOVER INSURANCE GROUP, INC. COM 410867105 213 6100 SH SOLE 6100 0 0 HANSEN NATURAL CORP. COM 411310105 240 2600 SH SOLE 2600 0 0 HARBINGER GROUP INC. COM 41146A106 682 170000 SH SOLE 170000 0 0 HARLEY-DAVIDSON INC. COM 412822108 736 18956 SH SOLE 18956 0 0 HARMAN INTERNATIONAL INDUSTRIE COM 413086109 233 6141 SH SOLE 6141 0 0 HARMAN INTL INDUSTRIES, INC. COM 413086109 11 300 SH SOLE 300 0 0 HARRIS CORP. COM 413875105 4336 120315 SH SOLE 120315 0 0 HARRIS CORPORATION COM 413875105 11 300 SH SOLE 300 0 0 HARSCO CORP. COM 415864107 185 9000 SH SOLE 9000 0 0 HARSCO CORPORATION COM 415864107 29 1400 SH SOLE 1400 0 0 HARTFORD FINANCIAL SERVICES GR COM 416515104 207 12722 SH SOLE 12722 0 0 HARTFORD FINANCIAL SVCS GROUP COM 416515104 10 638 SH SOLE 638 0 0 HASBRO INC. COM 418056107 505 15810 SH SOLE 15810 0 0 HATTERAS FINANCIAL CORP REIT 41902R103 307 11640 SH SOLE 11640 0 0 HAWAIIAN ELECTRONIC INDS COM 419870100 34 1300 SH SOLE 1300 0 0 HAWAIIAN ELECTRONIC INDUSTRIES COM 419870100 207 7800 SH SOLE 7800 0 0 HCP INC. REIT 40414L109 1135 27387 SH SOLE 27387 0 0 HEALTH CARE REIT INC. REIT 42217K106 843 15445 SH SOLE 15445 0 0 HEALTH CARE REIT, INC. REIT 42217K106 3428 62850 SH SOLE 62850 0 0 HEALTH MANAGEMENT ASSOCIATES I COM 421933102 325 44100 SH SOLE 44100 0 0 HEALTH NET INC. COM 42222G108 100 3300 SH SOLE 3300 0 0 HEALTH NET, INC. COM 42222G108 200 6600 SH SOLE 6600 0 0 HEALTHSPRING, INC. COM 42224N101 305 5600 SH SOLE 5600 0 0 HEINEKEN NV ADR 423012202 302 13100 SH SOLE 13100 0 0 HEINZ (H.J.) CO. COM 423074103 1268 23459 SH SOLE 23459 0 0 HEINZ (HJ) COMPANY COM 423074103 51 950 SH SOLE 950 0 0 HELIX ENERGY SOLUTIONS GROUP COM 42330P107 697 44100 SH SOLE 44100 0 0 HELMERICH & PAYNE, INC. COM 423452101 901 15440 SH SOLE 15440 0 0 HERBALIFE LTD COM G4412G101 31 600 SH SOLE 600 0 0 HERBALIFE LTD. COM G4412G101 366 7080 SH SOLE 7080 0 0 HERSHEY COMPANY COM 427866108 25 400 SH SOLE 400 0 0 HERSHEY COMPANY, THE COM 427866108 596 9664 SH SOLE 9664 0 0 HESS CORP COM 42809H107 767 13510 SH SOLE 13510 0 0 HESS CORPORATION COM 42809H107 704 12400 SH SOLE 12400 0 0 HEWLETT-PACKARD CO. COM 428236103 4837 187798 SH SOLE 187798 0 0 HEWLETT-PACKARD COMPANY COM 428236103 986 38300 SH SOLE 38300 0 0 HOLLYFRONTIER CORP. COM 436106108 497 21244 SH SOLE 21244 0 0 HOME DEPOT INC. COM 437076102 6118 145536 SH SOLE 145536 0 0 HOME DEPOT, INC. COM 437076102 446 10600 SH SOLE 10600 0 0 HOME PROPERTIES, INC. COM 437306103 267 4640 SH SOLE 4640 0 0 HONEYWELL INTERNATIONAL INC. COM 438516106 3021 55581 SH SOLE 55581 0 0 HONEYWELL INTERNATIONAL, INC. COM 438516106 538 9900 SH SOLE 9900 0 0 HORMEL FOODS CORP. COM 440452100 370 12650 SH SOLE 12650 0 0 HORMEL FOODS CORPORATION COM 440452100 25 868 SH SOLE 868 0 0 HORNBECK OFFSHORE SERVICES INC CONV 440543AE6 1838 1829000 PRN SOLE 1829000 0 0 HORNBECK OFFSHORE SVCS, INC. CONV 440543AE6 2182 2171000 PRN SOLE 2171000 0 0 HOSPITALITY PROPERTIES TRUST REIT 44106M102 541 23572 SH SOLE 23572 0 0 HOST HOTELS & RESORTS INC. REIT 44107P104 126 8482 SH SOLE 8482 0 0 HOST HOTELS & RESORTS, INC. REIT 44107P104 3447 233388 SH SOLE 233388 0 0 HOWARD HUGHES CORP COM 44267D107 457 10350 SH SOLE 10350 0 0 HOWARD HUGHES CORP/THE COM 44267D107 9 200 SH SOLE 200 0 0 HUDSON CITY BANCORP, INC. COM 443683107 132 21024 SH SOLE 21024 0 0 HUMANA INC. COM 444859102 1291 14739 SH SOLE 14739 0 0 HUMANA, INC. COM 444859102 578 6600 SH SOLE 6600 0 0 HUNTINGTON BANCSHARES INC. COM 446150104 143 25981 SH SOLE 25981 0 0 HUNTINGTON BANCSHARES, INC. COM 446150104 147 26791 SH SOLE 26791 0 0 HUNTINGTON INGALLS INDUSTRIES COM 446413106 253 8077 SH SOLE 8077 0 0 HUNTSMAN CORP. COM 447011107 155 15500 SH SOLE 15500 0 0 HUNTSMAN CORPORATION COM 447011107 21 2100 SH SOLE 2100 0 0 HYATT HOTELS CORP COM 448579102 45 1200 SH SOLE 1200 0 0 HYATT HOTELS CORP. COM 448579102 467 12400 SH SOLE 12400 0 0 I T T CORPORATION COM 450911201 137 7100 SH SOLE 7100 0 0 IAC/INTERACTIVECORP COM 44919P508 552 12950 SH SOLE 12950 0 0 IBM CORPORATION COM 459200101 18683 101603 SH SOLE 101603 0 0 IDEX CORP. COM 45167R104 247 6650 SH SOLE 6650 0 0 IDEX CORPORATION COM 45167R104 111 3000 SH SOLE 3000 0 0 ILLINOIS TOOL WORKS INC. COM 452308109 954 20424 SH SOLE 20424 0 0 INDEPENDENCE HOLDING COMPANY COM 453440307 1570 193100 SH SOLE 193100 0 0 INGERSOLL-RAND PLC COM G47791101 736 24136 SH SOLE 24136 0 0 INNOPHOS HOLDINGS INC. COM 45774N108 11169 230000 SH SOLE 230000 0 0 INTEL CORP. COM 458140100 10296 424593 SH SOLE 424593 0 0 INTEL CORP. CONV 458140AD2 5189 4983000 PRN SOLE 4983000 0 0 INTEL CORPORATION COM 458140100 4976 205200 SH SOLE 205200 0 0 INTERCONTINENTALEXCHANGE, INC. COM 45865V100 548 4549 SH SOLE 4549 0 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 366 21296 SH SOLE 21296 0 0 INTERNATIONAL PAPER CO. COM 460146103 3200 108100 SH SOLE 108100 0 0 INTERNATIONAL PAPER COMPANY COM 460146103 2143 72378 SH SOLE 72378 0 0 INTERPUBLIC GROUP OF COMPANIES COM 460690100 54 5500 SH SOLE 5500 0 0 INTERPUBLIC GROUP OF COS. INC. COM 460690100 797 81942 SH SOLE 81942 0 0 INTERSIL CORP. COM 46069S109 317 30400 SH SOLE 30400 0 0 INTERSIL CORPORATION COM 46069S109 40 3800 SH SOLE 3800 0 0 INTUIT INC. COM 461202103 699 13293 SH SOLE 13293 0 0 INTUITIVE SURGICAL, INC. COM 46120E602 226 490 SH SOLE 490 0 0 INVESCO LTD COM G491BT108 84 4200 SH SOLE 4200 0 0 INVESCO LTD. COM G491BT108 625 31069 SH SOLE 31069 0 0 IPATH GOLDMAN SACHS CRUDE OIL COM 06738C786 337 13400 SH SOLE 13400 0 0 IPATH S&P 500 VIX SHORT-TERM F ETF 06740C261 444 12500 SH SOLE 12500 0 0 IRON MOUNTAIN INC. COM 462846106 270 8753 SH SOLE 8753 0 0 ISHARES MSCI ETF 464286509 798 30000 SH SOLE 30000 0 0 ISHARES MSCI COM 464286822 887 16500 SH SOLE 16500 0 0 ISHARES MSCI ETF 464286848 4336 476000 SH SOLE 476000 0 0 ISHARES TRUST ETF 464287465 4601 92900 SH SOLE 92900 0 0 ISHARES TRUST ETF 464287655 1986 26954 SH SOLE 26954 0 0 ISHARES TRUST ETF 464287689 49312 664759 SH SOLE 664759 0 0 ITT CORP. COM 450911201 604 31276 SH SOLE 31276 0 0 ITT EDUCATIONAL SERVICES, INC. COM 45068B109 768 13500 SH SOLE 13500 0 0 J M SMUCKER COMPANY COM 832696405 570 7293 SH SOLE 7293 0 0 J.M. SMUCKER CO. (THE) COM 832696405 188 2421 SH SOLE 2421 0 0 JABIL CIRCUIT INC. COM 466313103 1621 82437 SH SOLE 82437 0 0 JABIL CIRCUIT, INC. COM 466313103 383 19500 SH SOLE 19500 0 0 JACOB'S ENGINEERING GROUP COM 469814107 24 600 SH SOLE 600 0 0 JACOBS ENGINEERING GROUP, INC. COM 469814107 285 7039 SH SOLE 7039 0 0 JAPAN SMALLER CAPITALIZATION F ETF 47109U104 738 102734 SH SOLE 102734 0 0 JARDEN CORP. COM 471109108 173 5800 SH SOLE 5800 0 0 JARDEN CORPORATION COM 471109108 42 1400 SH SOLE 1400 0 0 JDS UNIPHASE CORPORATION COM 46612J507 147 14014 SH SOLE 14014 0 0 JETBLUE AIRWAYS CORPORATION COM 477143101 4133 794749 SH SOLE 794749 0 0 JOHNSON & JOHNSON COM 478160104 16603 253165 SH SOLE 253165 0 0 JOHNSON CONTROLS INC. COM 478366107 136 4367 SH SOLE 4367 0 0 JOHNSON CONTROLS, INC. COM 478366107 406 13000 SH SOLE 13000 0 0 JONES LANG LASALLE INC. REIT 48020Q107 80 1300 SH SOLE 1300 0 0 JONES LANG LASALLE, INC. REIT 48020Q107 332 5420 SH SOLE 5420 0 0 JOY GLOBAL INC. COM 481165108 540 7201 SH SOLE 7201 0 0 JOY GLOBAL, INC. COM 481165108 90 1200 SH SOLE 1200 0 0 JP MORGAN CHASE & COMPANY COM 46625H100 1138 34229 SH SOLE 34229 0 0 JPMORGAN CHASE & CO. COM 46625H100 9485 285274 SH SOLE 285274 0 0 K L A -TENCOR CORPORATION COM 482480100 53 1100 SH SOLE 1100 0 0 KELLOGG CO. COM 487836108 667 13200 SH SOLE 13200 0 0 KELLOGG COMPANY COM 487836108 303 6000 SH SOLE 6000 0 0 KEYCORP COM 493267108 589 76625 SH SOLE 76625 0 0 KILROY REALTY CORPORATION REIT 49427F108 277 7280 SH SOLE 7280 0 0 KIMBERLY-CLARK CORP. COM 494368103 2492 33883 SH SOLE 33883 0 0 KIMBERLY-CLARK CORPORATION COM 494368103 57 769 SH SOLE 769 0 0 KIMCO REALTY CORP. REIT 49446R109 433 26668 SH SOLE 26668 0 0 KIMCO REALTY CORPORATION REIT 49446R109 2327 143250 SH SOLE 143250 0 0 KLA-TENCOR CORP. COM 482480100 1190 24656 SH SOLE 24656 0 0 KMG CHEMICALS INC COM 482564101 3454 200000 SH SOLE 200000 0 0 KOHL'S CORP. COM 500255104 1331 26984 SH SOLE 26984 0 0 KOHL'S CORPORATION COM 500255104 251 5100 SH SOLE 5100 0 0 KRAFT FOODS INC. COM 50075N104 2658 71136 SH SOLE 71136 0 0 KRAFT FOODS, INC. COM 50075N104 422 11300 SH SOLE 11300 0 0 KROGER CO. COM 501044101 2126 87809 SH SOLE 87809 0 0 KROGER COMPANY COM 501044101 253 10444 SH SOLE 10444 0 0 KRONOS WORLDWIDE INC COM 50105F105 469 26000 SH SOLE 26000 0 0 KRONOS WORLDWIDE, INC. COM 50105F105 74 4100 SH SOLE 4100 0 0 L S I CORPORATION COM 502161102 19 3200 SH SOLE 3200 0 0 L-3 COMMUNICATIONS CORP. COM 502424104 825 12374 SH SOLE 12374 0 0 L-3 COMMUNICATIONS HOLDINGS IN COM 502424104 1228 18421 SH SOLE 18421 0 0 LABORATORY CORP. OF AMERICA COM 50540R409 103 1200 SH SOLE 1200 0 0 LABORATORY CORPORATION OF AMER COM 50540R409 327 3811 SH SOLE 3811 0 0 LAM RESEARCH CORP. COM 512807108 307 8300 SH SOLE 8300 0 0 LASALLE HOTEL PROPERTIES REIT 517942108 262 10810 SH SOLE 10810 0 0 LEAR CORP. COM 521865204 1006 25290 SH SOLE 25290 0 0 LEAR CORPORATION COM 521865204 48 1200 SH SOLE 1200 0 0 LEGG MASON INC. COM 524901105 169 7068 SH SOLE 7068 0 0 LEGG MASON, INC. COM 524901105 41 1700 SH SOLE 1700 0 0 LEGGETT & PLATT INC. COM 524660107 239 10377 SH SOLE 10377 0 0 LEGGETT & PLATT, INC. COM 524660107 10 450 SH SOLE 450 0 0 LENDER PROCESSING SERVICES INC COM 52602E102 312 20700 SH SOLE 20700 0 0 LEUCADIA NATIONAL CORP. COM 527288104 385 16915 SH SOLE 16915 0 0 LEUCADIA NATIONAL CORPORATION COM 527288104 61 2668 SH SOLE 2668 0 0 LEVEL 3 COMMUNICATIONS, INC. CONV 52729NBM1 2866 2500000 PRN SOLE 2500000 0 0 LEVEL 3 COMMUNICATIONS, INC. CONV 52729NBR0 61 50000 PRN SOLE 50000 0 0 LEXINGTON REALTY TRUST COM 529043101 147 19630 SH SOLE 19630 0 0 LEXMARK INTERNATIONAL INC. COM 529771107 1171 35382 SH SOLE 35382 0 0 LEXMARK INTERNATIONAL, INC. COM 529771107 88 2674 SH SOLE 2674 0 0 LIBERTY GLOBAL INC. COM 530555101 279 6800 SH SOLE 6800 0 0 LIBERTY INTERACTIVE CORP COM 53071M104 62 3800 SH SOLE 3800 0 0 LIBERTY INTERACTIVE CORPORATIO COM 53071M104 255 15700 SH SOLE 15700 0 0 LIBERTY MEDIA CORP COM 530322106 405 5195 SH SOLE 5195 0 0 LIBERTY PROPERTY L.P. REIT 531172104 160 5170 SH SOLE 5170 0 0 LIBERTY PROPERTY LP REIT 531172104 1080 34978 SH SOLE 34978 0 0 LIFE TECHNOLOGIES CORPORATION COM 53217V109 686 17623 SH SOLE 17623 0 0 LIFEPOINT HOSPITALS INC. COM 53219L109 275 7400 SH SOLE 7400 0 0 LIFEPOINT HOSPITALS, INC. COM 53219L109 67 1800 SH SOLE 1800 0 0 LIMITED BRANDS INC. COM 532716107 881 21829 SH SOLE 21829 0 0 LIMITED BRANDS, INC. COM 532716107 32 800 SH SOLE 800 0 0 LIN TELEVISION CORP. COM 532774106 1082 255812 SH SOLE 255812 0 0 LINCOLN EDUCATIONAL SERVICES COM 533535100 151 19100 SH SOLE 19100 0 0 LINCOLN NATIONAL CORP. COM 534187109 891 45869 SH SOLE 45869 0 0 LINCOLN NATIONAL CORPORATION COM 534187109 81 4195 SH SOLE 4195 0 0 LINEAR TECHNOLOGY CORPORATION COM 535678106 348 11594 SH SOLE 11594 0 0 LOCKHEED MARTIN CORP. COM 539830109 3020 37339 SH SOLE 37339 0 0 LOCKHEED MARTIN CORPORATION COM 539830109 178 2200 SH SOLE 2200 0 0 LOEWS CORP. COM 540424108 962 25530 SH SOLE 25530 0 0 LOEWS CORPORATION COM 540424108 121 3209 SH SOLE 3209 0 0 LORAL SPACE & COMMUNICATIONS COM 543881106 443 6828 SH SOLE 6828 0 0 LORAL SPACE & COMMUNICATIONS, COM 543881106 11 170 SH SOLE 170 0 0 LORILLARD INC. COM 544147101 1398 12265 SH SOLE 12265 0 0 LORILLARD, INC. COM 544147101 448 3930 SH SOLE 3930 0 0 LOWE'S COS. INC. COM 548661107 2739 107941 SH SOLE 107941 0 0 LOWES COMPANIES, INC. COM 548661107 1079 42500 SH SOLE 42500 0 0 LSI CORPORATION COM 502161102 369 61919 SH SOLE 61919 0 0 LUKOIL OAO ADR 677862104 458 8600 SH SOLE 8600 0 0 LYONDELLBASELL INDUSTRIES N.V. COM N53745100 1138 35001 SH SOLE 35001 0 0 LYONDELLBASELL INDUSTRIES NV COM N53745100 1196 36800 SH SOLE 36800 0 0 M & T BANK CORPORATION COM 55261F104 205 2693 SH SOLE 2693 0 0 M C G CAPITAL CORPORATION COM 58047P107 56 14000 SH SOLE 14000 0 0 M F R I, INC. COM 552721102 2713 390940 SH SOLE 390940 0 0 M K S INSTRUMENTS, INC. COM 55306N104 406 14600 SH SOLE 14600 0 0 M&T BANK CORP. COM 55261F104 572 7490 SH SOLE 7490 0 0 MAC-GRAY CORP. COM 554153106 991 71884 SH SOLE 71884 0 0 MACERICH COMPANY REIT 554382101 2273 44913 SH SOLE 44913 0 0 MACERICH COMPANY, THE REIT 554382101 166 3282 SH SOLE 3282 0 0 MACK-CALI REALTY CORP. REIT 554489104 95 3560 SH SOLE 3560 0 0 MACK-CALI REALTY CORPORATION REIT 554489104 320 11994 SH SOLE 11994 0 0 MACY'S INC. COM 55616P104 1988 61755 SH SOLE 61755 0 0 MACY'S, INC. COM 55616P104 681 21178 SH SOLE 21178 0 0 MANOR CARE, INC. CONV 564055AP6 78594 58333333 PRN SOLE 58333333 0 0 MAP PHARMACEUTICALS, INC. COM 56509R108 1335 101459 SH SOLE 101459 0 0 MARATHON OIL CORPORATION COM 565849106 3760 128502 SH SOLE 128502 0 0 MARATHON PETROLEUM CORPORATION COM 56585A102 1231 36998 SH SOLE 36998 0 0 MARKET VECTORS GOLD MINERS ETF 57060U571 172 10010 SH SOLE 10010 0 0 MARKET VECTORS RUSSIA ETF 57060U506 213 8000 SH SOLE 8000 0 0 MARRIOTT INTERNATIONAL INC. COM 571903202 413 14147 SH SOLE 14147 0 0 MARSH & MCLENNAN CO, INC. COM 571748102 300 9500 SH SOLE 9500 0 0 MARSH & MCLENNAN COMPANIES INC COM 571748102 1010 31934 SH SOLE 31934 0 0 MARVELL TECHNOLOGY GROUP LTD COM G5876H105 73 5300 SH SOLE 5300 0 0 MARVELL TECHNOLOGY GROUP, LTD COM G5876H105 234 16900 SH SOLE 16900 0 0 MASSEY ENERGY CO. CONV 576203AJ2 6235 6750000 PRN SOLE 6750000 0 0 MASSEY ENERGY COMPANY CONV 576203AJ2 2309 2500000 PRN SOLE 2500000 0 0 MASTERCARD INCORPORATED COM 57636Q104 2923 7838 SH SOLE 7838 0 0 MASTERCARD, INC. COM 57636Q104 1734 4650 SH SOLE 4650 0 0 MATTEL INC. COM 577081102 741 26739 SH SOLE 26739 0 0 MATTEL, INC. COM 577081102 491 17700 SH SOLE 17700 0 0 MAXIM INTEGRATED PRODUCTS, INC COM 57772K101 260 10000 SH SOLE 10000 0 0 MCDONALD'S CORP. COM 580135101 5830 58116 SH SOLE 58116 0 0 MCDONALD'S CORPORATION COM 580135101 3050 30400 SH SOLE 30400 0 0 MCGRAW-HILL COMPANIES, INC. COM 580645109 135 3000 SH SOLE 3000 0 0 MCGRAW-HILL COMPANIES, THE COM 580645109 639 14220 SH SOLE 14220 0 0 MCKESSON CORP. COM 58155Q103 2436 31269 SH SOLE 31269 0 0 MCKESSON CORPORATION COM 58155Q103 919 11800 SH SOLE 11800 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 3196 46500 SH SOLE 46500 0 0 MEAD JOHNSON NUTRITION COMPANY COM 582839106 1404 20428 SH SOLE 20428 0 0 MEADWESTVACO CORP. COM 583334107 727 24258 SH SOLE 24258 0 0 MEADWESTVACO CORPORATION COM 583334107 57 1900 SH SOLE 1900 0 0 MEDCO HEALTH SOLUTIONS INC. COM 58405U102 1793 32078 SH SOLE 32078 0 0 MEDTRONIC INC. COM 585055106 2485 64983 SH SOLE 64983 0 0 MEDTRONIC INC. CONV 585055AB2 8020 8000000 PRN SOLE 8000000 0 0 MEDTRONIC, INC. COM 585055106 46 1200 SH SOLE 1200 0 0 MELCO CROWN SPV LTD CONV EG6839385 17562 17142857 PRN SOLE 17142857 0 0 MEMC ELECTRONIC MATERIALS COM 552715104 41 10500 SH SOLE 10500 0 0 MEMC ELECTRONIC MATERIALS INC COM 552715104 157 40034 SH SOLE 40034 0 0 MERCK & CO. INC. COM 58933Y105 10437 276841 SH SOLE 276841 0 0 MERCK & COMPANY COM 58933Y105 1299 34443 SH SOLE 34443 0 0 MET-PRO CORP. COM 590876306 583 64349 SH SOLE 64349 0 0 METLIFE INC. COM 59156R108 2259 72441 SH SOLE 72441 0 0 METLIFE, INC. COM 59156R108 217 6966 SH SOLE 6966 0 0 METROPCS COMMUNICATIONS INC. COM 591708102 374 43037 SH SOLE 43037 0 0 MFA FINANCIAL INC REIT 55272X102 299 44490 SH SOLE 44490 0 0 MGM RESORTS INTERNATIONAL COM 552953101 630 60400 SH SOLE 60400 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 347 9460 SH SOLE 9460 0 0 MICROCHIP TECHNOLOGY, INC. COM 595017104 29 800 SH SOLE 800 0 0 MICRON TECHNOLGY, INC. COM 595112103 123 19500 SH SOLE 19500 0 0 MICRON TECHNOLOGY INC. COM 595112103 105 16628 SH SOLE 16628 0 0 MICRONETICS, INC. COM 595125105 998 126600 SH SOLE 126600 0 0 MICROSOFT CORP. COM 594918104 15740 606305 SH SOLE 606305 0 0 MICROSOFT CORPORATION COM 594918104 5057 194800 SH SOLE 194800 0 0 MID-AMERICA APARTMENT REIT 59522J103 305 4870 SH SOLE 4870 0 0 MOLEX, INC. COM 608554101 45 1900 SH SOLE 1900 0 0 MOLEX, INCORPORATED COM 608554101 441 18490 SH SOLE 18490 0 0 MOLSON COORS BREWING CO. COM 60871R209 274 6296 SH SOLE 6296 0 0 MOLSON COORS BREWING COMPANY COM 60871R209 453 10424 SH SOLE 10424 0 0 MONSANTO CO. COM 61166W101 3492 49833 SH SOLE 49833 0 0 MONSANTO COMPANY COM 61166W101 2284 32600 SH SOLE 32600 0 0 MONSTER WORLDWIDE, INC. COM 611742107 84 10600 SH SOLE 10600 0 0 MOODY'S CORPORATION COM 615369105 1068 31729 SH SOLE 31729 0 0 MORGAN STANLEY COM 617446448 1999 132082 SH SOLE 132082 0 0 MOSAIC CO., THE COM 61945C103 834 16540 SH SOLE 16540 0 0 MOSAIC COMPANY COM 61945C103 171 3400 SH SOLE 3400 0 0 MOTOROLA MOBILITY HOLDINGS INC COM 620097105 831 21417 SH SOLE 21417 0 0 MOTOROLA SOLUTIONS INC. COM 620076307 1600 34534 SH SOLE 34534 0 0 MOTOROLA SOLUTIONS, INC. COM 620076307 375 8100 SH SOLE 8100 0 0 MULTI-COLOR CORP. COM 625383104 2307 89616 SH SOLE 89616 0 0 MURPHY OIL CORP. COM 626717102 799 14330 SH SOLE 14330 0 0 MURPHY OIL CORPORATION COM 626717102 56 1000 SH SOLE 1000 0 0 MYLAN INC. COM 628530107 314 14599 SH SOLE 14599 0 0 MYRIAD GENETICS, INC. COM 62855J104 270 12900 SH SOLE 12900 0 0 N C R CORPORATION COM 62886E108 20 1200 SH SOLE 1200 0 0 N I I HOLDINGS, INC. COM 62913F201 91 4300 SH SOLE 4300 0 0 N R G ENERGY, INC. COM 629377508 56 3100 SH SOLE 3100 0 0 N V ENERGY, INC. COM 67073Y106 36 2200 SH SOLE 2200 0 0 NABORS INDUSTRIES INC. CONV 629568AF3 8307 8307373 PRN SOLE 8307373 0 0 NABORS INDUSTRIES INC. COM G6359F103 697 40157 SH SOLE 40157 0 0 NABORS INDUSTRIES LTD COM G6359F103 43 2500 SH SOLE 2500 0 0 NASDAQ OMX GROUP, INC., THE COM 631103108 1039 42403 SH SOLE 42403 0 0 NATIONAL FUEL GAS CO. COM 636180101 219 3950 SH SOLE 3950 0 0 NATIONAL FUEL GAS COMPANY COM 636180101 39 698 SH SOLE 698 0 0 NATIONAL OILWELL VARCO INC. COM 637071101 3895 57276 SH SOLE 57276 0 0 NATIONAL OILWELL VARCO, INC. COM 637071101 1904 28000 SH SOLE 28000 0 0 NATIONAL RETAIL PROPERTIES REIT 637417106 235 8900 SH SOLE 8900 0 0 NAVISTAR INTERNATIONAL CORP. COM 63934E108 276 7300 SH SOLE 7300 0 0 NCR CORP. COM 62886E108 332 20160 SH SOLE 20160 0 0 NEENAH ENTERPRISES, INC. COM 64007R109 849 154333 SH SOLE 154333 0 0 NETAPP INC. COM 64110D104 437 12058 SH SOLE 12058 0 0 NETFLIX INC COM 64110L106 614 8871 SH SOLE 8871 0 0 NETWORK COMPUTING DEVICES, INC COM 64120N100 0 62636 SH SOLE 62636 0 0 NEW YORK COMMUNITY BANCORP COM 649445103 303 24550 SH SOLE 24550 0 0 NEW YORK COMMUNITY BANCORP, IN COM 649445103 157 12690 SH SOLE 12690 0 0 NEWMONT MINING COM 651639106 396 6600 SH SOLE 6600 0 0 NEWMONT MINING CORP. COM 651639106 2694 44912 SH SOLE 44912 0 0 NEWS CORPORATION COM 65248E104 4808 269529 SH SOLE 269529 0 0 NEXTERA ENERGY INC. COM 65339F101 1136 18678 SH SOLE 18678 0 0 NEXTERA ENERGY, INC. COM 65339F101 146 2392 SH SOLE 2392 0 0 NII HOLDINGS INC. COM 62913F201 412 19300 SH SOLE 19300 0 0 NIKE INC. COM 654106103 475 4925 SH SOLE 4925 0 0 NISOURCE INC. COM 65473P105 474 19859 SH SOLE 19859 0 0 NISOURCE, INC. COM 65473P105 48 1996 SH SOLE 1996 0 0 NOBLE ENERGY INC. COM 655044105 526 5569 SH SOLE 5569 0 0 NOBLE ENERGY, INC. COM 655044105 57 600 SH SOLE 600 0 0 NORDSTROM INC. COM 655664100 683 13737 SH SOLE 13737 0 0 NORDSTROM, INC. COM 655664100 104 2100 SH SOLE 2100 0 0 NORFOLK SOUTHERN CORP. COM 655844108 3146 43179 SH SOLE 43179 0 0 NORTHEAST UTILITIES COM 664397106 546 15131 SH SOLE 15131 0 0 NORTHERN OIL AND GAS INC COM 665531109 803 33500 SH SOLE 33500 0 0 NORTHERN TRUST CORP. COM 665859104 361 9119 SH SOLE 9119 0 0 NORTHERN TRUST CORPORATION COM 665859104 44 1100 SH SOLE 1100 0 0 NORTHROP GRUMMAN CORP. COM 666807102 1747 29882 SH SOLE 29882 0 0 NORTHROP GRUMMAN CORPORATION COM 666807102 440 7519 SH SOLE 7519 0 0 NOVASTAR FINANCIAL, INC. REIT 669947889 8475 19258775 SH SOLE 19258775 0 0 NOVELLUS SYSTEMS, INC. COM 670008101 214 5192 SH SOLE 5192 0 0 NOVO NORDISK A/S ADR 670100205 461 4000 SH SOLE 4000 0 0 NRG ENERGY INC. COM 629377508 576 31820 SH SOLE 31820 0 0 NSTAR ELECTRIC CO. COM 67019E107 212 4510 SH SOLE 4510 0 0 NSTAR ELECTRIC COMPANY COM 67019E107 41 876 SH SOLE 876 0 0 NU SKIN ENTERPRISES, INC. COM 67018T105 515 10600 SH SOLE 10600 0 0 NUCOR CORP. COM 670346105 500 12651 SH SOLE 12651 0 0 NUCOR CORPORATION COM 670346105 3442 87000 SH SOLE 87000 0 0 NV ENERGY INC. COM 67073Y106 149 9100 SH SOLE 9100 0 0 NVIDIA CORP. COM 67066G104 1026 73998 SH SOLE 73998 0 0 NYSE EURONEXT COM 629491101 654 25065 SH SOLE 25065 0 0 O'REILLY AUTOMOTIVE, INC. COM 67103H107 1067 13332 SH SOLE 13332 0 0 O'REILLY AUTOMOTIVE, INC. NEW COM 67103H107 440 5500 SH SOLE 5500 0 0 OCCIDENTAL PETROLEUM CORP. COM 674599105 3587 38294 SH SOLE 38294 0 0 OIL STATES INTERNATIONAL INC. COM 678026105 115 1500 SH SOLE 1500 0 0 OIL STATES INTL, INC. COM 678026105 940 12300 SH SOLE 12300 0 0 OMEGA HEALTHCARE INVESTORS COM 681936100 282 14580 SH SOLE 14580 0 0 OMNICARE INC. COM 681904108 379 11000 SH SOLE 11000 0 0 OMNICARE, INC. COM 681904108 90 2600 SH SOLE 2600 0 0 OMNICOM GROUP INC. COM 681919106 670 15039 SH SOLE 15039 0 0 ON SEMICONDUCTOR CORP. COM 682189105 80 10300 SH SOLE 10300 0 0 ONEOK INC. COM 682680103 467 5380 SH SOLE 5380 0 0 ONEOK, INC. COM 682680103 58 667 SH SOLE 667 0 0 ORACLE CORP. COM 68389X105 9492 370087 SH SOLE 370087 0 0 ORACLE CORPORATION COM 68389X105 541 21100 SH SOLE 21100 0 0 OWENS - ILLINOIS, INC. COM 690768403 50 2600 SH SOLE 2600 0 0 OWENS-ILLINOIS INC. COM 690768403 451 23301 SH SOLE 23301 0 0 P G & E CORPORATION COM 69331C108 201 4866 SH SOLE 4866 0 0 P M C - SIERRA, INC. COM 69344F106 6 1100 SH SOLE 1100 0 0 P N C FINL SERVICES GROUP COM 693475105 298 5159 SH SOLE 5159 0 0 P P L CORPORATION COM 69351T106 221 7500 SH SOLE 7500 0 0 PACCAR INC. COM 693718108 530 14149 SH SOLE 14149 0 0 PALL CORP. COM 696429307 339 5920 SH SOLE 5920 0 0 PARKER-HANNIFIN CORP. COM 701094104 1665 21828 SH SOLE 21828 0 0 PARKER-HANNIFIN CORPORATION COM 701094104 313 4100 SH SOLE 4100 0 0 PATTERSON - UTI ENERGY, INC. COM 703481101 320 16000 SH SOLE 16000 0 0 PATTERSON COMPANIES, INC. COM 703395103 307 10346 SH SOLE 10346 0 0 PAYCHEX INC COM 704326107 635 21074 SH SOLE 21074 0 0 PAYCHEX, INC. COM 704326107 6 200 SH SOLE 200 0 0 PEABODY ENERGY CORP. COM 704549104 682 20597 SH SOLE 20597 0 0 PEABODY ENERGY CORPORATION COM 704549104 1185 35800 SH SOLE 35800 0 0 PENSKE AUTO GROUP INC COM 70959W103 227 11800 SH SOLE 11800 0 0 PEOPLE'S UNITED FINANCIAL INC COM 712704105 288 22404 SH SOLE 22404 0 0 PEOPLE'S UNITED FINANCIAL, INC COM 712704105 40 3100 SH SOLE 3100 0 0 PEPCO HOLDINGS INC. COM 713291102 280 13848 SH SOLE 13848 0 0 PEPCO HOLDINGS, INC. COM 713291102 348 17148 SH SOLE 17148 0 0 PEPSICO INC. COM 713448108 5047 76062 SH SOLE 76062 0 0 PETROBRAS ARGENTINA SA ADR 71646J109 316 25000 SH SOLE 25000 0 0 PETROCHINA CO LTD ADR 71646E100 5071 40790 SH SOLE 40790 0 0 PETSMART INC. COM 716768106 390 7600 SH SOLE 7600 0 0 PETSMART, INC. COM 716768106 256 5000 SH SOLE 5000 0 0 PFIZER INC. COM 717081103 16773 775094 SH SOLE 775094 0 0 PFIZER, INC. COM 717081103 2110 97515 SH SOLE 97515 0 0 PG&E CORP. COM 69331C108 1375 33360 SH SOLE 33360 0 0 PHILIP MORRIS INTERNATIONAL IN COM 718172109 14799 188572 SH SOLE 188572 0 0 PHOTRONICS, INC. COM 719405102 107 17600 SH SOLE 17600 0 0 PIEDMONT OFFICE REALTY TRUST I REIT 720190206 688 40340 SH SOLE 40340 0 0 PINNACLE WEST CAPITAL COM 723484101 361 7476 SH SOLE 7476 0 0 PINNACLE WEST CAPITAL CORP. COM 723484101 486 10103 SH SOLE 10103 0 0 PITNEY BOWES INC. COM 724479100 1935 104317 SH SOLE 104317 0 0 PITNEY BOWES, INC. COM 724479100 150 8100 SH SOLE 8100 0 0 PLUM CREEK TIMBER CO. INC. REIT 729251108 401 10933 SH SOLE 10933 0 0 PLUM CREEK TIMBER CO., INC. REIT 729251108 391 10680 SH SOLE 10680 0 0 PMC-SIERRA, INC. COM 69344F106 51 9300 SH SOLE 9300 0 0 PNC FINANCIAL SERVICES GROUP COM 693475105 2332 40447 SH SOLE 40447 0 0 POLARIS INDUSTRIES INC. COM 731068102 336 6000 SH SOLE 6000 0 0 POST PROPERTIES, INC. REIT 737464107 306 7000 SH SOLE 7000 0 0 POTLATCH CORPORATION REIT 737630103 245 7880 SH SOLE 7880 0 0 POWER-ONE, INC. COM 73930R102 47 11900 SH SOLE 11900 0 0 PPG INDUSTRIES INC. COM 693506107 1088 13020 SH SOLE 13020 0 0 PPL CORP. COM 69351T106 1759 59795 SH SOLE 59795 0 0 PRECISION CASTPARTS CORP. COM 740189105 240 1455 SH SOLE 1455 0 0 PRICELINE.COM INC. COM 741503403 2080 4447 SH SOLE 4447 0 0 PRIME SUCCESSION ACQ CO. COM 741572101 0 228575 SH SOLE 228575 0 0 PRIME SUCCESSION ACQ CO. CONV 741572AA9 0 202643 PRN SOLE 202643 0 0 PRINCIPAL FINANCIAL GROUP COM 74251V102 81 3300 SH SOLE 3300 0 0 PRINCIPAL FINANCIAL GROUP, INC COM 74251V102 550 22357 SH SOLE 22357 0 0 PROASSURANCE CORPORATION COM 74267C106 319 4000 SH SOLE 4000 0 0 PROCTER & GAMBLE CO. COM 742718109 10146 152090 SH SOLE 152090 0 0 PROCTER & GAMBLE COMPANY COM 742718109 1356 20331 SH SOLE 20331 0 0 PROGRESS ENERGY INC. COM 743263105 553 9868 SH SOLE 9868 0 0 PROGRESS ENERGY, INC. COM 743263105 58 1033 SH SOLE 1033 0 0 PROGRESSIVE CORP., THE COM 743315103 1054 54032 SH SOLE 54032 0 0 PROGRESSIVE CORPORATION COM 743315103 121 6200 SH SOLE 6200 0 0 PROLOGIS COM 74340W103 851 29792 SH SOLE 29792 0 0 PROLOGIS INC COM 74340W103 4479 156676 SH SOLE 156676 0 0 PROTECTIVE LIFE CORP. COM 743674103 257 11380 SH SOLE 11380 0 0 PROTECTIVE LIFE CORPORATION COM 743674103 63 2786 SH SOLE 2786 0 0 PRUDENTIAL FINANCIAL, INC. COM 744320102 1912 38133 SH SOLE 38133 0 0 PUBLIC SERVICE ENTERPRISE GROU COM 744573106 1696 51345 SH SOLE 51345 0 0 PUBLIC SERVICE ENTERPRISE GRP COM 744573106 208 6300 SH SOLE 6300 0 0 PUBLIC STORAGE REIT 74460D109 7291 54228 SH SOLE 54228 0 0 PULTE GROUP, INC. COM 745867101 10 1645 SH SOLE 1645 0 0 PULTEGROUP, INC. COM 745867101 83 13269 SH SOLE 13269 0 0 Q LOGIC CORPORATION COM 747277101 8 500 SH SOLE 500 0 0 QEP RESOURCES INC COM 74733V100 853 29100 SH SOLE 29100 0 0 QEP RESOURCES INC. COM 74733V100 188 6382 SH SOLE 6382 0 0 QLOGIC CORPORATION COM 747277101 225 15000 SH SOLE 15000 0 0 QUALCOM, INC. COM 747525103 6425 117468 SH SOLE 117468 0 0 QUEST DIAGNOSTIC, INC. COM 74834L100 6 100 SH SOLE 100 0 0 QUEST DIAGNOSTICS INC. COM 74834L100 553 9520 SH SOLE 9520 0 0 QUESTAR CORP. COM 748356102 304 15300 SH SOLE 15300 0 0 QUESTAR CORPORATION COM 748356102 73 3700 SH SOLE 3700 0 0 R P C, INC. COM 749660106 1110 60800 SH SOLE 60800 0 0 R R DONNELLEY & SONS COMPANY COM 257867101 49 3400 SH SOLE 3400 0 0 R.R. DONNELLEY & SONS COMPANY COM 257867101 478 33127 SH SOLE 33127 0 0 RADIOSHACK CORP. COM 750438103 588 60570 SH SOLE 60570 0 0 RADIOSHACK CORPORATION COM 750438103 142 14600 SH SOLE 14600 0 0 RALPH LAUREN CORPORATION COM 751212101 605 4378 SH SOLE 4378 0 0 RANDGOLD RESOURCES LTD ADR 752344309 1011 9900 SH SOLE 9900 0 0 RAYONIER INC. REIT 754907103 364 8165 SH SOLE 8165 0 0 RAYONIER, INC. REIT 754907103 689 15435 SH SOLE 15435 0 0 RAYTHEON CO. COM 755111507 964 19915 SH SOLE 19915 0 0 RAYTHEON COMPANY COM 755111507 130 2688 SH SOLE 2688 0 0 REALTY INCOME CORP COM 756109104 585 16750 SH SOLE 16750 0 0 REALTY INCOME CORP. COM 756109104 133 3800 SH SOLE 3800 0 0 RED HAT INC. COM 756577102 585 14158 SH SOLE 14158 0 0 REDWOOD TRUST INC REIT 758075402 106 10450 SH SOLE 10450 0 0 REGENCY CENTERS CORP. REIT 758849103 113 3000 SH SOLE 3000 0 0 REGENCY CENTERS CORPORATION REIT 758849103 1127 29970 SH SOLE 29970 0 0 REGIONS FINANCIAL CORP. COM 7591EP100 345 80302 SH SOLE 80302 0 0 REINSURANCE GROUP OF AMERICA COM 759351604 78 1493 SH SOLE 1493 0 0 REINSURANCE GROUP OF AMERICA, COM 759351604 337 6450 SH SOLE 6450 0 0 RENT-A-CENTER, INC. COM 76009N100 274 7400 SH SOLE 7400 0 0 REPUBLIC SERVICES INC. COM 760759100 952 34564 SH SOLE 34564 0 0 REPUBLIC SERVICES, INC. COM 760759100 79 2875 SH SOLE 2875 0 0 RESOURCE CAPITAL CORPORATION COM 76120W302 197 35000 SH SOLE 35000 0 0 REYNOLDS AMERICAN INC. COM 761713106 1250 30212 SH SOLE 30212 0 0 REYNOLDS AMERICAN, INC. COM 761713106 109 2624 SH SOLE 2624 0 0 RIO TINTO PLC ADR 767204100 2378 48600 SH SOLE 48600 0 0 ROCK-TENN CO. COM 772739207 12464 216000 SH SOLE 216000 0 0 ROCK-TENN COMPANY COM 772739207 98 1700 SH SOLE 1700 0 0 ROCKWELL AUTOMATION INC. COM 773903109 656 8929 SH SOLE 8929 0 0 ROCKWELL AUTOMATION, INC. COM 773903109 103 1400 SH SOLE 1400 0 0 ROCKWELL COLLINS INC. COM 774341101 306 5524 SH SOLE 5524 0 0 ROCKWOOD HOLDINGS, INC. COM 774415103 548 13900 SH SOLE 13900 0 0 ROGERS COMMUNICATIONS, INC. COM 775109200 474 12292 SH SOLE 12292 0 0 ROPER INDUSTRIES INC. COM 776696106 619 7126 SH SOLE 7126 0 0 ROPER INDUSTRIES, INC. COM 776696106 35 400 SH SOLE 400 0 0 ROSS STORES INC. COM 778296103 187 3934 SH SOLE 3934 0 0 ROSS STORES, INC. COM 778296103 694 14600 SH SOLE 14600 0 0 ROYAL GOLD, INC. COM 780287108 958 14200 SH SOLE 14200 0 0 RPC, INC. COM 749660106 11 600 SH SOLE 600 0 0 RYDER SYSTEM INC. COM 783549108 271 5100 SH SOLE 5100 0 0 RYDER SYSTEM, INC. COM 783549108 31 584 SH SOLE 584 0 0 S B A COMMUNICATIONS CORP. COM 78388J106 198 4600 SH SOLE 4600 0 0 S L GREEN REALTY CORP. REIT 78440X101 2647 39720 SH SOLE 39720 0 0 S L M CORPORATION COM 78442P106 109 8100 SH SOLE 8100 0 0 S P X CORPORATION COM 784635104 24 400 SH SOLE 400 0 0 SAFEWAY INC. COM 786514208 849 40310 SH SOLE 40310 0 0 SAFEWAY, INC. COM 786514208 84 4000 SH SOLE 4000 0 0 SAIC INC. COM 78390X101 971 78959 SH SOLE 78959 0 0 SAIC, INC. COM 78390X101 64 5200 SH SOLE 5200 0 0 SALESFORCE.COM, INC. COM 79466L302 466 4595 SH SOLE 4595 0 0 SANDISK CORP. COM 80004C101 1217 24721 SH SOLE 24721 0 0 SARA LEE CORP. COM 803111103 433 22940 SH SOLE 22940 0 0 SARA LEE CORPORATION COM 803111103 8 400 SH SOLE 400 0 0 SBA COMMUNICATIONS CORP. COM 78388J106 63 1470 SH SOLE 1470 0 0 SCHLUMBERGER LTD. COM 806857108 4827 70684 SH SOLE 70684 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 76 17700 SH SOLE 17700 0 0 SCRIPPS NETWORKS INTERACTIVE I COM 811065101 459 10795 SH SOLE 10795 0 0 SEALED AIR CORP. COM 81211K100 2457 142822 SH SOLE 142822 0 0 SEALED AIR CORPORATION COM 81211K100 177 10300 SH SOLE 10300 0 0 SELECT SPDR UTILITIES SECTOR ETF 81369Y886 1035 28764 SH SOLE 28764 0 0 SEMPRA ENERGY COM 816851109 1496 27198 SH SOLE 27198 0 0 SENIOR HOUSING PROPERTIES TR REIT 81721M109 741 33000 SH SOLE 33000 0 0 SENIOR HOUSING PROPERTIES TRUS REIT 81721M109 63 2800 SH SOLE 2800 0 0 SERVICE CORP. INTERNATIONAL COM 817565104 262 24600 SH SOLE 24600 0 0 SERVICE CORP. INTL COM 817565104 63 5900 SH SOLE 5900 0 0 SHERWIN-WILLIAMS CO. COM 824348106 151 1689 SH SOLE 1689 0 0 SHERWIN-WILLIAMS COMPANY COM 824348106 232 2600 SH SOLE 2600 0 0 SIEMENS AG ADR 826197501 287 3000 SH SOLE 3000 0 0 SIGMA-ALDRICH CORP. COM 826552101 769 12314 SH SOLE 12314 0 0 SIMON PROPERTY GROUP, INC REIT 828806109 3013 23374 SH SOLE 23374 0 0 SIMON PROPERTY GROUP, INC. REIT 828806109 9349 72510 SH SOLE 72510 0 0 SIRIUS XM RADIO INC. COM 82967N108 167 91700 SH SOLE 91700 0 0 SL GREEN REALTY CORP. REIT 78440X101 327 4900 SH SOLE 4900 0 0 SLM CORPORATION COM 78442P106 720 53648 SH SOLE 53648 0 0 SMITHFIELD FOODS INC. COM 832248108 246 10100 SH SOLE 10100 0 0 SOCIEDAD QUIMICA Y MINERA DE C ADR 833635105 948 17600 SH SOLE 17600 0 0 SOLECTRON CORPORATION CONV 834182AL1 5440 8000000 PRN SOLE 8000000 0 0 SOLUTIA INC. COM 834376501 173 10000 SH SOLE 10000 0 0 SOUTHERN CO. COM 842587107 3249 70197 SH SOLE 70197 0 0 SOUTHERN COMPANY COM 842587107 1704 36801 SH SOLE 36801 0 0 SOUTHERN COPPER CORP. COM 84265V105 4274 141600 SH SOLE 141600 0 0 SOUTHERN UNION CO. COM 844030106 211 5000 SH SOLE 5000 0 0 SOUTHERN UNION COMPANY COM 844030106 51 1200 SH SOLE 1200 0 0 SOUTHWEST AIRLINES CO. COM 844741108 1073 125527 SH SOLE 125527 0 0 SOUTHWEST AIRLINES COMPANY COM 844741108 104 12200 SH SOLE 12200 0 0 SOUTHWESTERN ENERGY CO. COM 845467109 245 7672 SH SOLE 7672 0 0 SPDR S& P 500 ETF TRUST ETF 78462F103 904 7200 SH SOLE 7200 0 0 SPDR S&P 500 ETF TRUST ETF 78462F103 3075 24500 SH SOLE 24500 0 0 SPECTRA ENERGY CORP COM 847560109 970 31524 SH SOLE 31524 0 0 SPECTRA ENERGY CORPORATION COM 847560109 138 4500 SH SOLE 4500 0 0 SPECTRASCIENCE, INC. COM 84760E301 9 157715 SH SOLE 157715 0 0 SPRINT NEXTEL CORP. COM 852061100 681 291186 SH SOLE 291186 0 0 SPRINT NEXTEL CORPORATION COM 852061100 190 80900 SH SOLE 80900 0 0 SPX CORP. COM 784635104 253 4200 SH SOLE 4200 0 0 ST. JOE COMPANY (THE) COM 790148100 156 10660 SH SOLE 10660 0 0 ST. JUDE MEDICAL INC. COM 790849103 936 27280 SH SOLE 27280 0 0 ST. JUDE MEDICAL, INC. COM 790849103 247 7200 SH SOLE 7200 0 0 STAPLES INC. COM 855030102 638 45945 SH SOLE 45945 0 0 STAPLES, INC. COM 855030102 83 6000 SH SOLE 6000 0 0 STARBUCKS CORP. COM 855244109 435 9462 SH SOLE 9462 0 0 STARWOOD PROPERTY TRUST INC REIT 85571B105 453 24470 SH SOLE 24470 0 0 STATE STREET CORP. COM 857477103 1744 43251 SH SOLE 43251 0 0 STATE STREET CORPORATION COM 857477103 210 5200 SH SOLE 5200 0 0 STERICYCLE, INC. COM 858912108 307 3936 SH SOLE 3936 0 0 STRYKER CORP. COM 863667101 666 13399 SH SOLE 13399 0 0 STRYKER CORPORATION COM 863667101 75 1500 SH SOLE 1500 0 0 SUNSTONE HOTELS INVEST, INC. REIT 867892101 122 14930 SH SOLE 14930 0 0 SUNTRUST BANKS INC. COM 867914103 351 19800 SH SOLE 19800 0 0 SUNTRUST BANKS, INC. COM 867914103 133 7500 SH SOLE 7500 0 0 SUPERIOR ENERGY SERVICES INC. COM 868157108 287 10100 SH SOLE 10100 0 0 SUPERIOR ENERGY SERVICES, INC. COM 868157108 97 3400 SH SOLE 3400 0 0 SUPERMEDIA INC COM 868447103 9 3240 SH SOLE 3240 0 0 SUPERMEDIA INC. COM 868447103 348 131952 SH SOLE 131952 0 0 SUPERVALU INC. COM 868536103 903 111145 SH SOLE 111145 0 0 SUPERVALU, INC. COM 868536103 105 12900 SH SOLE 12900 0 0 SUPREME INDUSTRIES, INC. COM 868607102 760 302580 SH SOLE 302580 0 0 SYMANTEC CORP. COM 871503108 1311 83719 SH SOLE 83719 0 0 SYNNEX CORP. COM 87162W100 258 8500 SH SOLE 8500 0 0 SYNOPSIS, INC. COM 871607107 713 26200 SH SOLE 26200 0 0 SYNOPSYS, INC. COM 871607107 98 3600 SH SOLE 3600 0 0 SYSCO CORP. COM 871829107 349 11889 SH SOLE 11889 0 0 T J X COMPANIES, INC. COM 872540109 1201 18600 SH SOLE 18600 0 0 T ROWE PRICE GROUP, INC. COM 74144T108 335 5887 SH SOLE 5887 0 0 TANGER FACTORY OUTLET CTRS REIT 875465106 319 10880 SH SOLE 10880 0 0 TARGET CORP. COM 87612E106 3461 67572 SH SOLE 67572 0 0 TARGET CORPORATION COM 87612E106 359 7000 SH SOLE 7000 0 0 TAUBMAN CENTERS, INC. REIT 876664103 562 9060 SH SOLE 9060 0 0 TE CONNECTIVITY LTD. COM H8912P106 493 16000 SH SOLE 16000 0 0 TECH DATA CORP. COM 878237106 568 11500 SH SOLE 11500 0 0 TECH DATA CORPORATION COM 878237106 306 6200 SH SOLE 6200 0 0 TECO ENERGY INC. COM 872375100 362 18918 SH SOLE 18918 0 0 TECO ENERGY, INC. COM 872375100 50 2600 SH SOLE 2600 0 0 TELECOM ARGENTINA SA ADR 879273209 284 15900 SH SOLE 15900 0 0 TELEFLEX INCORPORATED COM 879369106 185 3020 SH SOLE 3020 0 0 TELEFLEX, INC. COM 879369106 42 681 SH SOLE 681 0 0 TELEPHONE AND DATA SYS, INC. COM 879433100 129 5000 SH SOLE 5000 0 0 TELEPHONE AND DATA SYSTEMS INC COM 879433100 541 20900 SH SOLE 20900 0 0 TELLABS, INC. COM 879664100 62 15305 SH SOLE 15305 0 0 TENET HEALTHCARE CORP. COM 88033G100 222 43322 SH SOLE 43322 0 0 TENET HEALTHCARE CORPORATION COM 88033G100 6 1200 SH SOLE 1200 0 0 TERADATA CORP COM 88076W103 136 2800 SH SOLE 2800 0 0 TERADATA CORPORATION COM 88076W103 978 20170 SH SOLE 20170 0 0 TERADYNE INC COM 880770102 1206 88488 SH SOLE 88488 0 0 TERADYNE, INC. COM 880770102 114 8400 SH SOLE 8400 0 0 TESORO CORPORATION COM 881609101 2010 86055 SH SOLE 86055 0 0 TESORO PETROLEUM CORPORATION COM 881609101 1222 52300 SH SOLE 52300 0 0 TEVA PHARMACEUTICAL IND LTD COM 881624209 412 10200 SH SOLE 10200 0 0 TEXAS INSTRUMENTS INC. COM 882508104 900 30898 SH SOLE 30898 0 0 TEXAS INSTRUMENTS, INC. COM 882508104 3 100 SH SOLE 100 0 0 TEXTRON INC. COM 883203101 1491 80650 SH SOLE 80650 0 0 TEXTRON, INC. COM 883203101 92 5000 SH SOLE 5000 0 0 THE NASDAQ OMX GROUP, INC. COM 631103108 88 3600 SH SOLE 3600 0 0 THE VALSPAR CORPORATION COM 920355104 16 400 SH SOLE 400 0 0 THERMO FISHER SCIENTIFIC INC. COM 883556102 882 19593 SH SOLE 19593 0 0 THERMO FISHER SCIENTIFIC, INC. COM 883556102 277 6155 SH SOLE 6155 0 0 THOMAS & BETTS CORP. COM 884315102 431 7900 SH SOLE 7900 0 0 THOMAS & BETTS CORPORATION COM 884315102 38 700 SH SOLE 700 0 0 TIME WARNER CABLE INC. COM 88732J207 2280 35869 SH SOLE 35869 0 0 TIME WARNER CABLE, INC. COM 88732J207 25 400 SH SOLE 400 0 0 TIME WARNER INC. COM 887317303 3992 110478 SH SOLE 110478 0 0 TIME WARNER, INC. COM 887317303 470 13007 SH SOLE 13007 0 0 TIMKEN COMPANY COM 887389104 709 18300 SH SOLE 18300 0 0 TIMKEN COMPANY, THE COM 887389104 93 2400 SH SOLE 2400 0 0 TJX COMPANIES INC. COM 872540109 389 6006 SH SOLE 6006 0 0 TORCHMARK CORP. COM 891027104 1217 28042 SH SOLE 28042 0 0 TORCHMARK CORPORATION COM 891027104 96 2218 SH SOLE 2218 0 0 TOTAL FINA ELF SA COM 89151E109 2995 58600 SH SOLE 58600 0 0 TOTAL SYSTEM SERVICES INC. COM 891906109 1263 64509 SH SOLE 64509 0 0 TOTAL SYSTEM SERVICES, INC. COM 891906109 90 4600 SH SOLE 4600 0 0 TOWERS WATSON & CO COM 891894107 318 5300 SH SOLE 5300 0 0 TOWERS WATSON & COMPANY COM 891894107 42 700 SH SOLE 700 0 0 TRANSDIGM GROUP INCORPORATED COM 893641100 249 2600 SH SOLE 2600 0 0 TRAVELERS COMPANIES, INC., THE COM 89417E109 1671 28240 SH SOLE 28240 0 0 TRAVELERS COS, INC. COM 89417E109 207 3496 SH SOLE 3496 0 0 TRIMAS CORP. COM 896215209 2821 157113 SH SOLE 157113 0 0 TRW AUTOMOTIVE HLDGS CORP. COM 87264S106 127 3900 SH SOLE 3900 0 0 TRW AUTOMOTIVE HOLDINGS CORP. COM 87264S106 88 2690 SH SOLE 2690 0 0 TULTEX CORPORATION WAR 899900112 0 556159 SH SOLE 556159 0 0 TYCO INTERNATIONAL LTD COM H89128104 700 15000 SH SOLE 15000 0 0 TYCO INTERNATIONAL LTD. COM H89128104 1813 38800 SH SOLE 38800 0 0 TYSON FOODS INC. COM 902494103 495 24003 SH SOLE 24003 0 0 TYSON FOODS, INC. COM 902494103 64 3100 SH SOLE 3100 0 0 U R S CORPORATION COM 903236107 109 3100 SH SOLE 3100 0 0 U.S. BANCORP COM 902973304 4275 157985 SH SOLE 157985 0 0 UDR INC. REIT 902653104 198 7900 SH SOLE 7900 0 0 UDR, INC. REIT 902653104 1727 68830 SH SOLE 68830 0 0 ULTRAPAR PARTICIPACOES SA ADR 90400P101 1092 63500 SH SOLE 63500 0 0 UNION PACIFIC CORP. COM 907818108 1838 17354 SH SOLE 17354 0 0 UNION PACIFIC CORPORATION COM 907818108 182 1720 SH SOLE 1720 0 0 UNITED CONTINENTAL HOLDINGS COM 910047109 142 7500 SH SOLE 7500 0 0 UNITED CONTINENTAL HOLDINGS IN COM 910047109 922 48855 SH SOLE 48855 0 0 UNITED ONLINE, INC. COM 911268100 62 11400 SH SOLE 11400 0 0 UNITED PARCEL SERVICE INC. COM 911312106 4950 67645 SH SOLE 67645 0 0 UNITED PARCEL SERVICE, INC. COM 911312106 234 3200 SH SOLE 3200 0 0 UNITED STATES CELLULAR CORP. COM 911684108 61 1400 SH SOLE 1400 0 0 UNITED STATES CELLULAR CORPORA COM 911684108 266 6100 SH SOLE 6100 0 0 UNITED TECHNOLOGIES CORP. COM 913017109 6698 91645 SH SOLE 91645 0 0 UNITED THERAPEUTICS CORP COM 91307C102 250 5300 SH SOLE 5300 0 0 UNITEDHEALTH GROUP INCORPORATE COM 91324P102 4547 89718 SH SOLE 89718 0 0 UNITEDHEALTH GROUP, INC. COM 91324P102 1668 32900 SH SOLE 32900 0 0 UNUM GROUP COM 91529Y106 940 44592 SH SOLE 44592 0 0 URS CORPORATION COM 903236107 453 12900 SH SOLE 12900 0 0 US BANCORP COM 902973304 551 20378 SH SOLE 20378 0 0 USA INTERACTIVE COM 44919P508 362 8500 SH SOLE 8500 0 0 V F CORPORATION COM 918204108 35 279 SH SOLE 279 0 0 VALE SA ADR 91912E105 2357 109900 SH SOLE 109900 0 0 VALERO ENERGY CORP. COM 91913Y100 1982 94169 SH SOLE 94169 0 0 VALERO ENERGY CORPORATION COM 91913Y100 230 10947 SH SOLE 10947 0 0 VALIDUS HOLDINGS LTD COM G9319H102 44 1400 SH SOLE 1400 0 0 VALIDUS HOLDINGS LTD. COM G9319H102 387 12300 SH SOLE 12300 0 0 VALSPAR CORP. COM 920355104 304 7800 SH SOLE 7800 0 0 VANGUARD MSCI EMERGING MARKETS ETF 922042858 1177 30800 SH SOLE 30800 0 0 VANTAGE DRILLING COMPANY COM G93205113 928 800000 SH SOLE 800000 0 0 VENTAS INC. REIT 92276F100 880 15959 SH SOLE 15959 0 0 VENTAS, INC. REIT 92276F100 5295 96042 SH SOLE 96042 0 0 VERIFONE SYSTEMS INC. COM 92342Y109 128 3600 SH SOLE 3600 0 0 VERIFONE SYSTEMS, INC. COM 92342Y109 132 3700 SH SOLE 3700 0 0 VERISIGN, INC. COM 92343E102 229 6411 SH SOLE 6411 0 0 VERIZON COMMUNICATIONS INC. COM 92343V104 10972 273475 SH SOLE 273475 0 0 VERIZON COMMUNICATIONS, INC. COM 92343V104 998 24873 SH SOLE 24873 0 0 VERTIS HOLDINGS INC. COM 92535B205 1462 74163 SH SOLE 74163 0 0 VERTIS HOLDINGS, INC. COM 92535B205 20 990 SH SOLE 990 0 0 VF CORP. COM 918204108 389 3068 SH SOLE 3068 0 0 VIACOM INC. COM 92553P201 2929 64482 SH SOLE 64482 0 0 VIRGIN MEDIA INC. COM 92769L101 336 15700 SH SOLE 15700 0 0 VISA INC. COM 92826C839 4770 46988 SH SOLE 46988 0 0 VISA, INC. COM 92826C839 679 6690 SH SOLE 6690 0 0 VISHAY INTERTECHNOLOGY INC. COM 928298108 269 29900 SH SOLE 29900 0 0 VISHAY INTERTECHNOLOGY, INC. COM 928298108 66 7300 SH SOLE 7300 0 0 VISHAY PRECISION GROUP, INC. COM 92835K103 5433 340000 SH SOLE 340000 0 0 VISTAPRINT NV COM N93540107 278 9100 SH SOLE 9100 0 0 VISTEON CORP. COM 92839U206 3985 79800 SH SOLE 79800 0 0 VISTEON CORPORATION COM 92839U206 20 400 SH SOLE 400 0 0 VORNADO REALTY LP CONV 929043AC1 97170 95263833 PRN SOLE 95263833 0 0 VORNADO REALTY TRUST REIT 929042109 5759 74929 SH SOLE 74929 0 0 VULCAN MATERIALS CO. COM 929160109 78 1962 SH SOLE 1962 0 0 VULCAN MATERIALS COMPANY COM 929160109 268 6800 SH SOLE 6800 0 0 W T OFFSHORE INC COM 92922P106 1092 51500 SH SOLE 51500 0 0 W.R. BERKLEY CORP. COM 084423102 182 5300 SH SOLE 5300 0 0 WABCO HOLDINGS INC COM 92927K102 204 4700 SH SOLE 4700 0 0 WABTEC CORPORATION COM 929740108 287 4100 SH SOLE 4100 0 0 WAL-MART STORES INC. COM 931142103 7642 127874 SH SOLE 127874 0 0 WAL-MART STORES, INC. COM 931142103 2641 44200 SH SOLE 44200 0 0 WALGREEN CO. COM 931422109 1853 56015 SH SOLE 56015 0 0 WALGREEN COMPANY COM 931422109 123 3700 SH SOLE 3700 0 0 WALT DISNEY COMPANY COM 254687106 400 10657 SH SOLE 10657 0 0 WALT DISNEY COMPANY, THE COM 254687106 2735 72963 SH SOLE 72963 0 0 WALTER ENERGY INC COM 93317Q105 1017 16800 SH SOLE 16800 0 0 WALTER ENERGY INC. COM 93317Q105 73 1200 SH SOLE 1200 0 0 WARNER CHILCOTT PLC COM G94368100 363 24000 SH SOLE 24000 0 0 WASHINGTON REAL ESTATE INV REIT 939653101 229 8390 SH SOLE 8390 0 0 WASTE CONNECTIONS INC. COM 941053100 237 7150 SH SOLE 7150 0 0 WASTE CONNECTIONS, INC. COM 941053100 497 15000 SH SOLE 15000 0 0 WASTE MANAGEMENT INC. COM 94106L109 1146 35054 SH SOLE 35054 0 0 WASTE MANAGEMENT, INC. COM 94106L109 71 2181 SH SOLE 2181 0 0 WATERS CORPORATION COM 941848103 333 4499 SH SOLE 4499 0 0 WATSON PHARMACEUTICALS INC. COM 942683103 1174 19445 SH SOLE 19445 0 0 WATSON PHARMACEUTICALS, INC. COM 942683103 95 1576 SH SOLE 1576 0 0 WEIGHT WATCHERS INTERNATIONAL COM 948626106 424 7700 SH SOLE 7700 0 0 WEINGARTEN REALTY INVESTORS REIT 948741103 1040 47650 SH SOLE 47650 0 0 WELLPOINT INC. COM 94973V107 2226 33603 SH SOLE 33603 0 0 WELLPOINT, INC. COM 94973V107 556 8400 SH SOLE 8400 0 0 WELLS FARGO & CO. COM 949746101 9871 358153 SH SOLE 358153 0 0 WELLS FARGO & COMPANY COM 949746101 1549 56190 SH SOLE 56190 0 0 WENDY'S COMPANY COM 95058W100 145 27200 SH SOLE 27200 0 0 WESTERN DIGITAL CORP. COM 958102105 304 9800 SH SOLE 9800 0 0 WESTERN DIGITAL CORPORATION COM 958102105 1325 42810 SH SOLE 42810 0 0 WESTERN UNION COMPANY, THE COM 959802109 1390 76096 SH SOLE 76096 0 0 WEYERHAEUSER CO. COM 962166104 65 3542 SH SOLE 3542 0 0 WEYERHAEUSER COMPANY COM 962166104 1277 68399 SH SOLE 68399 0 0 WHIRLPOOL CORP. COM 963320106 548 11564 SH SOLE 11564 0 0 WHIRLPOOL CORPORATION COM 963320106 138 2900 SH SOLE 2900 0 0 WHOLE FOODS MARKET INC. COM 966837106 443 6356 SH SOLE 6356 0 0 WILLIAM-SONOMA, INC. COM 969904101 31 800 SH SOLE 800 0 0 WILLIAMS COMPANIES INC., THE COM 969457100 2313 70051 SH SOLE 70051 0 0 WILLIAMS COMPANIES, INC. COM 969457100 221 6700 SH SOLE 6700 0 0 WILLIAMS-SONOMA, INC. COM 969904101 231 6000 SH SOLE 6000 0 0 WINDSTREAM CORP. COM 97381W104 277 23620 SH SOLE 23620 0 0 WINDSTREAM CORPORATION COM 97381W104 5 412 SH SOLE 412 0 0 WISCONSIN ENERGY CORP. COM 976657106 956 27378 SH SOLE 27378 0 0 WORLD ACCEPTANCE CORP COM 981419104 221 3000 SH SOLE 3000 0 0 WORLD FUEL SERVICES CORP. COM 981475106 651 15500 SH SOLE 15500 0 0 WORTHINGTON INDUSTRIES, INC. COM 981811102 1928 117700 SH SOLE 117700 0 0 WR BERKLEY CORPORATION COM 084423102 34 979 SH SOLE 979 0 0 WR GRACE & COMPANY COM 38388F108 331 7200 SH SOLE 7200 0 0 WYNDHAM WORLDWIDE CORP. COM 98310W108 1474 38951 SH SOLE 38951 0 0 WYNN LAS VEGAS LLC REIT 983134107 836 7566 SH SOLE 7566 0 0 XCEL ENERGY INC. COM 98389B100 1082 39127 SH SOLE 39127 0 0 XCEL ENERGY, INC. COM 98389B100 149 5392 SH SOLE 5392 0 0 XERIUM TECHNOLOGIES INC. COM 98416J118 891 136228 SH SOLE 136228 0 0 XEROX CORP. COM 984121103 1347 169192 SH SOLE 169192 0 0 XEROX CORPORATION COM 984121103 448 56308 SH SOLE 56308 0 0 XILINX INC. COM 983919101 665 20720 SH SOLE 20720 0 0 XL GROUP LTD COM G98290102 40 2000 SH SOLE 2000 0 0 XL GROUP LTD. COM G98290102 329 16621 SH SOLE 16621 0 0 XSTRATA CAPITAL CORPORATION A. CONV EG3053709 17733 17733000 PRN SOLE 17733000 0 0 YAHOO! INC. COM 984332106 523 32416 SH SOLE 32416 0 0 YAHOO!, INC. COM 984332106 74 4600 SH SOLE 4600 0 0 YUM! BRANDS INC. COM 988498101 1885 31935 SH SOLE 31935 0 0 ZIMMER HOLDINGS INC. COM 98956P102 412 7707 SH SOLE 7707 0 0 ZIMMER HOLDINGS, INC. COM 98956P102 43 800 SH SOLE 800 0 0 ZIONS BANCORPORATION COM 989701107 236 14424 SH SOLE 14424 0 0