0000009015-12-000029.txt : 20121114
0000009015-12-000029.hdr.sgml : 20121114
20121114121733
ACCESSION NUMBER: 0000009015-12-000029
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120930
FILED AS OF DATE: 20121114
DATE AS OF CHANGE: 20121114
EFFECTIVENESS DATE: 20121114
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BABSON CAPITAL MANAGEMENT LLC
CENTRAL INDEX KEY: 0000009015
IRS NUMBER: 041054788
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-00060
FILM NUMBER: 121202416
BUSINESS ADDRESS:
STREET 1: 470 ATLANTIC AVENUE
STREET 2: 10TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-761-6662
MAIL ADDRESS:
STREET 1: 470 ATLANTIC AVENUE
STREET 2: 10TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: BABSON DAVID L & CO INC
DATE OF NAME CHANGE: 19920929
13F-HR
1
babson13fsept2012.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: 09/30/2012
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: Melissa LaGrant
Title: Managing Director
Phone: (617) 761-3731
Signature, Place, and Date of Signing:
/s/ Melissa LaGrant, Boston, MA November 14, 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: 910
Form 13F Information Table Value Total: $1,985,701
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
-------------------------------- -------- --------- ---------- ------- --- ---- -------- ----- ---- ------ ----
ACCO BRANDS CORP. COM 00081T108 3635 560000 SH SOLE 560000 0 0
AFLAC INC. COM 001055102 1930 40317 SH SOLE 40317 0 0
AGL RESOURCES INC. COM 001204106 206 5024 SH SOLE 5024 0 0
AES CORP., THE COM 00130H105 1315 119864 SH SOLE 119864 0 0
AK STEEL HOLDING CORP. COM 001547108 152 31700 SH SOLE 31700 0 0
AMC NETWORKS INC. COM 00164V103 235 5400 SH SOLE 5400 0 0
AOL INC COM 00184X105 1402 39800 SH SOLE 39800 0 0
AT&T INC. COM 00206R102 16916 448669 SH SOLE 448669 0 0
A V X CORPORATION COM 002444107 362 37700 SH SOLE 37700 0 0
ABBOTT LABORATORIES COM 002824100 9232 134646 SH SOLE 134646 0 0
ABRAXAS PETROLEUM CORP COM 003830106 23 10130 SH SOLE 10130 0 0
ACCURIDE CORP. COM 00439T206 8248 1770000 SH SOLE 1770000 0 0
ACTIVISION BLIZZARD, INC. COM 00507V109 280 24800 SH SOLE 24800 0 0
ACTUANT CORPORATION COM 00508X203 295 10300 SH SOLE 10300 0 0
ADELPHIA RECOVERY TRUST COM 00685R409 0 1783299 SH SOLE 1783299 0 0
ADOBE SYSTEMS INC. COM 00724F101 1233 37995 SH SOLE 37995 0 0
ADVANCE AUTO PARTS INC. COM 00751Y106 380 5540 SH SOLE 5540 0 0
AECOM TECHNOLOGY CORP. COM 00766T100 1197 56600 SH SOLE 56600 0 0
ADVANCED MICRO DEVICES INC. COM 007903107 629 186547 SH SOLE 186547 0 0
ADVANCED MICRO DEVICES INC. CONV 007903AL1 27947 27500000 PRN SOLE 27500000 0 0
AETNA INC. COM 00817Y108 1885 47632 SH SOLE 47632 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101 437 11356 SH SOLE 11356 0 0
AGNICO-EAGLE MINES LIMITED COM 008474108 519 10000 SH SOLE 10000 0 0
AGRIUM, INC. COM 008916108 1583 15300 SH SOLE 15300 0 0
AIR PRODUCTS AND CHEMICALS INC COM 009158106 901 10905 SH SOLE 10905 0 0
AIR TRANSPORT SVCS GROUP, INC. COM 00922R105 309 70000 SH SOLE 70000 0 0
AIRGAS INC. COM 009363102 2746 33365 SH SOLE 33365 0 0
AKAMAI TECHNOLOGIES, INC. COM 00971T101 679 17736 SH SOLE 17736 0 0
ALABAMA AIRCRAFT IND, INC. COM 01023E100 9 903448 SH SOLE 903448 0 0
ALASKA AIR GROUP, INC. COM 011659109 238 6800 SH SOLE 6800 0 0
ALBEMARLE CORPORATION COM 012653101 269 5100 SH SOLE 5100 0 0
ALCOA INC. COM 013817101 1203 135972 SH SOLE 135972 0 0
ALERE INC. COM 01449J105 372 19100 SH SOLE 19100 0 0
ALERE INC. CONV 01449JAA3 6138 6500000 PRN SOLE 6500000 0 0
ALEXANDRIA RE EQUITIES REIT 015271109 1711 23260 SH SOLE 23260 0 0
ALEXION PHARMACEUTICALS, INC. COM 015351109 806 7050 SH SOLE 7050 0 0
ALLEGHANY CORPORATION COM 017175100 223 647 SH SOLE 647 0 0
ALLERGAN INC. COM 018490102 290 3166 SH SOLE 3166 0 0
ALLIANCE DATA SYSTEMS CORPORAT COM 018581108 520 3660 SH SOLE 3660 0 0
ALLIANT ENERGY CORPORATION COM 018802108 313 7200 SH SOLE 7200 0 0
ALLIANT TECHSYSTEMS, INC. COM 018804104 426 8500 SH SOLE 8500 0 0
ALLIED NEVADA GOLD CORP COM 019344100 500 12800 SH SOLE 12800 0 0
ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 273 21900 SH SOLE 21900 0 0
ALLSTATE CORP. COM 020002101 2340 59060 SH SOLE 59060 0 0
ALPHA NATURAL RESOURCES LLC COM 02076X102 963 146489 SH SOLE 146489 0 0
ALTERA CORP. COM 021441100 367 10783 SH SOLE 10783 0 0
ALTRIA GROUP INC. COM 02209S103 3709 111070 SH SOLE 111070 0 0
AMAZON.COM INC. COM 023135106 1696 6667 SH SOLE 6667 0 0
AMEREN CORP. COM 023608102 2196 67180 SH SOLE 67180 0 0
AMERICAN CAMPUS COMMUNITIES IN REIT 024835100 1161 26460 SH SOLE 26460 0 0
AMERICAN CAPITAL AGENCY CORP REIT 02503X105 1944 56220 SH SOLE 56220 0 0
AMERICAN CAPITAL LTD COM 02503Y103 544 48000 SH SOLE 48000 0 0
AMERICAN ELECTRIC POWER CO. IN COM 025537101 2139 48658 SH SOLE 48658 0 0
AMERICAN EAGLE OUTFITTERS COM 02553E106 1087 51600 SH SOLE 51600 0 0
AMERICAN EXPRESS COMPANY COM 025816109 4550 80037 SH SOLE 80037 0 0
AMERICAN INTERNATIONAL GROUP I COM 026874784 3266 99614 SH SOLE 99614 0 0
AMERICAN MEDIA INC. COM 02744L209 0 15870 SH SOLE 15870 0 0
AMERICAN TOWER CORP. REIT 03027X100 3893 54522 SH SOLE 54522 0 0
AMERICAN WATER WORKS CO., INC. COM 030420103 445 12000 SH SOLE 12000 0 0
AMERICA'S CAR-MART, INC. COM 03062T105 400 8800 SH SOLE 8800 0 0
AMERISOURCEBERGEN CORP. COM 03073E105 1536 39667 SH SOLE 39667 0 0
AMERIGROUP CORPORATION COM 03073T102 209 2300 SH SOLE 2300 0 0
AMERIPRISE FINANCIAL INC. COM 03076C106 1170 20618 SH SOLE 20618 0 0
AMETEK INC. COM 031100100 222 6275 SH SOLE 6275 0 0
AMGEN INC. COM 031162100 8831 104736 SH SOLE 104736 0 0
AMGEN INC. CONV 031162AE0 38175 47942857 PRN SOLE 47942857 0 0
AMPHENOL CORP. COM 032095101 863 14668 SH SOLE 14668 0 0
ANALOG DEVICES INC. COM 032654105 755 19293 SH SOLE 19293 0 0
ANGIODYNAMICS, INC. COM 03475V101 134 11000 SH SOLE 11000 0 0
ANNALY CAPITAL MGMT, INC. REIT 035710409 3000 178150 SH SOLE 178150 0 0
ANTHRACITE CAPITAL, INC. REIT 037023108 0 10000 SH SOLE 10000 0 0
APACHE CORP. COM 037411105 2220 25667 SH SOLE 25667 0 0
APARTMENT INVESTMENT AND MANAG REIT 03748R101 433 16679 SH SOLE 16679 0 0
APOLLO GROUP INC. COM 037604105 1677 57724 SH SOLE 57724 0 0
APPLE, INC. COM 037833100 45505 68198 SH SOLE 68198 0 0
APPLIED MATERIALS INC. COM 038222105 1320 118206 SH SOLE 118206 0 0
APPROACH RESOURCES, INC. COM 03834A103 1192 39546 SH SOLE 39546 0 0
ARCH COAL, INC. COM 039380100 85 13400 SH SOLE 13400 0 0
ARCHER DANIELS MIDLAND CO. COM 039483102 3486 128218 SH SOLE 128218 0 0
ARCHSTONE-SMITH TRUST CONV 039584AC1 28650 30000000 PRN SOLE 30000000 0 0
ARK RESTAURANTS CORP. COM 040712101 1512 90825 SH SOLE 90825 0 0
ARROW ELECTRONICS, INC. COM 042735100 340 10100 SH SOLE 10100 0 0
MERITOR INC. CONV 043353AF8 4025 4500000 PRN SOLE 4500000 0 0
ASHLAND, INC. COM 044209104 243 3400 SH SOLE 3400 0 0
ASSOCIATED BANC-CORPORATION COM 045487105 188 14231 SH SOLE 14231 0 0
ASSURANT INC. COM 04621X108 2124 56948 SH SOLE 56948 0 0
ASTEX PHARMACEUTICALS, INC. COM 04624B103 38 12500 SH SOLE 12500 0 0
AUTODESK, INC. COM 052769106 234 7034 SH SOLE 7034 0 0
AUTOMATIC DATA PROCESSING INC. COM 053015103 1045 17810 SH SOLE 17810 0 0
AUTOZONE INC. COM 053332102 986 2668 SH SOLE 2668 0 0
AUXILIUM PHARMACEUTICALS, INC. COM 05334D107 567 23198 SH SOLE 23198 0 0
AVALONBAY COMMUNITIES, INC. REIT 053484101 4937 36304 SH SOLE 36304 0 0
AVERY DENNISON CORP. COM 053611109 1289 40497 SH SOLE 40497 0 0
AVNET, INC. COM 053807103 346 11900 SH SOLE 11900 0 0
AVON PRODUCTS INC. COM 054303102 647 40601 SH SOLE 40601 0 0
BB&T CORP. COM 054937107 2380 71761 SH SOLE 71761 0 0
B R E PROPERTIES, INC. REIT 05564E106 1491 31800 SH SOLE 31800 0 0
BMC SOFTWARE INC. COM 055921100 1252 30164 SH SOLE 30164 0 0
B T U INTERNATIONAL, INC. COM 056032105 594 269856 SH SOLE 269856 0 0
BABCOCK & WILCOX COMPANY (THE) COM 05615F102 204 8000 SH SOLE 8000 0 0
BABSON CAP PARTN INVS TRUST COM 05616B100 780 50008 SH SOLE 50008 0 0
BAKER HUGHES INC. COM 057224107 764 16868 SH SOLE 16868 0 0
BALCHEM CORP. COM 057665200 209 5700 SH SOLE 5700 0 0
BALL CORPORATION COM 058498106 1152 27222 SH SOLE 27222 0 0
BALLY TECHNOLOGIES INC. COM 05874B107 351 7100 SH SOLE 7100 0 0
BANCO SANTANDER-CHILE S.A. ADR 05965X109 300 4100 SH SOLE 4100 0 0
BANK OF AMERICA CORP. COM 060505104 9619 1089379 SH SOLE 1089379 0 0
BANK OF NEW YORK MELLON CORP. COM 064058100 2224 98352 SH SOLE 98352 0 0
BARD (C.R.) INC. COM 067383109 1189 11366 SH SOLE 11366 0 0
IPATH GOLDMAN SACHS CRUDE OIL COM 06738C786 299 13400 SH SOLE 13400 0 0
BARRETT BUSINESS SERV, INC. COM 068463108 331 12200 SH SOLE 12200 0 0
BILL BARRETT CORP. COM 06846N104 468 18900 SH SOLE 18900 0 0
BAXTER INTERNATIONAL INC. COM 071813109 2398 39803 SH SOLE 39803 0 0
BEAM INC COM 073730103 857 14892 SH SOLE 14892 0 0
BECKMAN COULTER INC. CONV 075811AD1 9565 8000000 PRN SOLE 8000000 0 0
BECTON DICKINSON & CO. COM 075887109 1397 17778 SH SOLE 17778 0 0
BED BATH & BEYOND INC. COM 075896100 1181 18737 SH SOLE 18737 0 0
BEMIS CO. INC. COM 081437105 1268 40297 SH SOLE 40297 0 0
WR BERKLEY CORPORATION COM 084423102 258 6879 SH SOLE 6879 0 0
BERKSHIRE HATHAWAY INC. COM 084670702 12184 138129 SH SOLE 138129 0 0
BEST BUY CO. INC. COM 086516101 1906 110900 SH SOLE 110900 0 0
B H P BILLITON LTD ADR 088606108 3204 46700 SH SOLE 46700 0 0
BIG LOTS INC. COM 089302103 635 21474 SH SOLE 21474 0 0
BIMINI CAPITAL MGMT, INC. REIT 090319401 40 211628 SH SOLE 211628 0 0
BIO-RAD LABORATORIES COM 090572207 264 2480 SH SOLE 2480 0 0
BIOGEN IDEC INC. COM 09062X103 2698 18076 SH SOLE 18076 0 0
BIOMED REALTY TRUST, INC. REIT 09063H107 416 22210 SH SOLE 22210 0 0
BLACKROCK, INC. COM 09247X101 1928 10810 SH SOLE 10810 0 0
H&R BLOCK INC. COM 093671105 544 31405 SH SOLE 31405 0 0
BOEING CO. COM 097023105 5066 72768 SH SOLE 72768 0 0
BOISE INC COM 09746Y105 156 17800 SH SOLE 17800 0 0
BOOZ ALLEN HAMILTON HOLDING CO COM 099502106 486 35100 SH SOLE 35100 0 0
BORGWARNER INC. COM 099724106 355 5140 SH SOLE 5140 0 0
BOSTON PROPERTIES INC. REIT 101121101 6258 56580 SH SOLE 56580 0 0
BOSTON SCIENTIFIC CORP. COM 101137107 577 100525 SH SOLE 100525 0 0
BRANDYWINE REALTY TRUST REIT 105368203 564 46270 SH SOLE 46270 0 0
BRINKER INTERNATIONAL COM 109641100 448 12700 SH SOLE 12700 0 0
BRISTOL-MYERS SQUIBB CO. COM 110122108 3655 108279 SH SOLE 108279 0 0
BROADCOM CORPORATION COM 111320107 1348 38988 SH SOLE 38988 0 0
BROADRIDGE FINANCIAL SOLUTIONS COM 11133T103 1480 63396 SH SOLE 63396 0 0
BROCADE COMMUNICATIONS SYSTEMS COM 111621306 761 128700 SH SOLE 128700 0 0
BROOKFIELD PROPERTIES CORP. REIT 112900105 506 30570 SH SOLE 30570 0 0
BROWN-FORMAN CORP. COM 115637209 363 5554 SH SOLE 5554 0 0
BUCKEYE TECHNOLOGIES, INC. COM 118255108 734 22900 SH SOLE 22900 0 0
C&J ENERGY SERVICES INC COM 12467B304 5444 273500 SH SOLE 273500 0 0
CBIZ, INC. COM 124805102 100 16600 SH SOLE 16600 0 0
C B L & ASSOCIATES PROPERTIES REIT 124830100 606 28420 SH SOLE 28420 0 0
CBS CORP. COM 124857202 2781 76527 SH SOLE 76527 0 0
CCS MEDICAL HOLDINGS INC COM 12503E106 107 21354 SH SOLE 21354 0 0
CBOE HOLDINGS INC COM 12503M108 200 6800 SH SOLE 6800 0 0
CBRE GROUP INC. COM 12504L109 844 45795 SH SOLE 45795 0 0
CF INDUSTRIES HOLDINGS, INC. COM 125269100 8270 37214 SH SOLE 37214 0 0
CIGNA CORP. COM 125509109 1375 29151 SH SOLE 29151 0 0
CIT GROUP, INC. COM 125581801 2788 70787 SH SOLE 70787 0 0
CME GROUP INC. COM 12572Q105 792 13815 SH SOLE 13815 0 0
CMS ENERGY CORP. COM 125896100 577 24513 SH SOLE 24513 0 0
C S S INDUSTRIES, INC. COM 125906107 251 12200 SH SOLE 12200 0 0
C N A FINANCIAL CORPORATION COM 126117100 576 21500 SH SOLE 21500 0 0
CSX CORP. COM 126408103 2392 115280 SH SOLE 115280 0 0
CVS CAREMARK CORP. COM 126650100 6410 132377 SH SOLE 132377 0 0
CA, INC. COM 12673P105 2662 103348 SH SOLE 103348 0 0
CABLEVISION SYSTEMS CORP. COM 12686C109 959 60500 SH SOLE 60500 0 0
CABOT CORPORATION COM 127055101 286 7800 SH SOLE 7800 0 0
CADENCE DESIGN SYSTEMS, INC. COM 127387108 446 34700 SH SOLE 34700 0 0
CAMBREX CORP. COM 132011107 149 12700 SH SOLE 12700 0 0
CAMDEN PROPERTY TRUST REIT 133131102 1724 26750 SH SOLE 26750 0 0
CAMPBELL SOUP COMPANY COM 134429109 535 15389 SH SOLE 15389 0 0
CANADIAN NATURAL RESOURCES LTD COM 136385101 606 19680 SH SOLE 19680 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105 2563 44967 SH SOLE 44967 0 0
CAPITAL SENIOR LIVING CORP. COM 140475104 145 10000 SH SOLE 10000 0 0
CAPITALSOURCE, INC. REIT 14055X102 546 72000 SH SOLE 72000 0 0
CARDINAL HEALTH INC. COM 14149Y108 870 22333 SH SOLE 22333 0 0
CAREFUSION CORP. COM 14170T101 622 21938 SH SOLE 21938 0 0
CARLISLE COMPANIES, INC. COM 142339100 467 9000 SH SOLE 9000 0 0
CARNIVAL CORP. COM 143658300 621 17037 SH SOLE 17037 0 0
CARTER'S INC. COM 146229109 813 15100 SH SOLE 15100 0 0
CASEY'S GENERAL STORES INC COM 147528103 1926 33700 SH SOLE 33700 0 0
CASH AMERICA INTL, INC. COM 14754D100 702 18200 SH SOLE 18200 0 0
CATERPILLAR INC. COM 149123101 2584 30035 SH SOLE 30035 0 0
CELANESE CORPORATION COM 150870103 1122 29590 SH SOLE 29590 0 0
CELGENE CORP. COM 151020104 2452 32097 SH SOLE 32097 0 0
CENTERPOINT ENERGY INC. COM 15189T107 786 36866 SH SOLE 36866 0 0
CENTURYLINK, INC. COM 156700106 1364 33758 SH SOLE 33758 0 0
CERNER CORPORATION COM 156782104 473 6100 SH SOLE 6100 0 0
CHARLES RIVER LAB INTL, INC. COM 159864107 397 10000 SH SOLE 10000 0 0
CHARTER COMMUNICATIONS INC. COM 16117M305 308 4100 SH SOLE 4100 0 0
CHASE PACKAGING CORP. COM 161635107 0 19082 SH SOLE 19082 0 0
CHENIERE ENERGY, INC. COM 16411R208 186 11900 SH SOLE 11900 0 0
CHESAPEAKE ENERGY CORP. COM 165167107 726 38488 SH SOLE 38488 0 0
CHESAPEAKE ENERGY CORP. CONV 165167BZ9 17962 20000000 PRN SOLE 20000000 0 0
CHESAPEAKE ENERGY CORP. CONV 165167CA3 56252 64517174 PRN SOLE 64517174 0 0
CHESAPEAKE ENERGY CORP. CONV 165167CB1 1609 2000000 PRN SOLE 2000000 0 0
CHESAPEAKE LODGING TRUST REIT 165240102 457 23000 SH SOLE 23000 0 0
CHEVRON CORPORATION COM 166764100 20326 174384 SH SOLE 174384 0 0
CHICAGO BRIDGE & IRON COMPANY COM 167250109 2243 58900 SH SOLE 58900 0 0
CHICO'S FAS, INC. COM 168615102 630 34800 SH SOLE 34800 0 0
CHIMERA INVESTMENT CORP REIT 16934Q109 642 236930 SH SOLE 236930 0 0
CHINA MOBILE LTD ADR 16941M109 227 4100 SH SOLE 4100 0 0
CHOICE HOTELS INTL, INC. COM 169905106 250 7800 SH SOLE 7800 0 0
CHUBB CORP., THE COM 171232101 1596 20924 SH SOLE 20924 0 0
CHURCH & DWIGHT CO., INC. COM 171340102 1353 25060 SH SOLE 25060 0 0
CINCINNATI FINANCIAL CORP. COM 172062101 1077 28420 SH SOLE 28420 0 0
CINEMARK HOLDINGS INC. COM 17243V102 8016 357300 SH SOLE 357300 0 0
CISCO SYSTEMS INC. COM 17275R102 12634 661766 SH SOLE 661766 0 0
CITIGROUP INC. COM 172967424 10789 329732 SH SOLE 329732 0 0
CITRIX SYSTEMS, INC. COM 177376100 828 10822 SH SOLE 10822 0 0
CLEAN HARBORS INC. COM 184496107 230 4700 SH SOLE 4700 0 0
CLEAN ENERGY FUELS CORP. COM 184499101 2635 200000 SH SOLE 200000 0 0
CLIFFS NATURAL RESOURCES INC. COM 18683K101 2465 63006 SH SOLE 63006 0 0
CLOROX CO. COM 189054109 798 11070 SH SOLE 11070 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 798 44100 SH SOLE 44100 0 0
COACH, INC. COM 189754104 1827 32613 SH SOLE 32613 0 0
COBALT INTERNATIONAL ENERGY IN COM 19075F106 256 11500 SH SOLE 11500 0 0
COCA-COLA CO., THE COM 191216100 12294 324114 SH SOLE 324114 0 0
COCA-COLA ENTERPRISES INC. COM 19122T109 563 18014 SH SOLE 18014 0 0
COCA-COLA FEMSA SA DE CV ADR 191241108 284 2200 SH SOLE 2200 0 0
COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 338 4837 SH SOLE 4837 0 0
COLGATE-PALMOLIVE CO. COM 194162103 2797 26101 SH SOLE 26101 0 0
COLONIAL PROPERTIES TRUST REIT 195872106 264 12560 SH SOLE 12560 0 0
COLONY FINANCIAL INC REIT 19624R106 195 10000 SH SOLE 10000 0 0
COMCAST CORP. COM 20030N101 11385 318293 SH SOLE 318293 0 0
COMERICA INC. COM 200340107 1263 40707 SH SOLE 40707 0 0
COMMERCIAL METALS COMPANY COM 201723103 172 13000 SH SOLE 13000 0 0
COMMONWEALTH REIT REIT 203233101 818 56197 SH SOLE 56197 0 0
COMMUNITY HEALTH SYSTEMS, INC. COM 203668108 702 24100 SH SOLE 24100 0 0
CIA DE MINAS BUENAVENTURA SA ADR 204448104 955 24500 SH SOLE 24500 0 0
COMPASS MINERALS INTERNATIONAL COM 20451N101 1954 26200 SH SOLE 26200 0 0
COMPUTER SCIENCES CORP. COM 205363104 2770 86016 SH SOLE 86016 0 0
COMTECH TELECOMMUNICATIONS COM 205826209 243 8800 SH SOLE 8800 0 0
CONAGRA FOODS INC. COM 205887102 852 30858 SH SOLE 30858 0 0
CON-WAY, INC. COM 205944101 917 33500 SH SOLE 33500 0 0
CONCHO RESOURCES, INC. COM 20605P101 1061 11200 SH SOLE 11200 0 0
CONOCOPHILLIPS COM 20825C104 10458 182887 SH SOLE 182887 0 0
CONSOLIDATED EDISON INC. COM 209115104 1656 27651 SH SOLE 27651 0 0
CONSTELLATION BRANDS INC. COM 21036P108 1189 36764 SH SOLE 36764 0 0
CORNERSTONE THERAPEUTICS INC COM 21924P103 71 13900 SH SOLE 13900 0 0
CORNING INC. COM 219350105 986 74941 SH SOLE 74941 0 0
CORPORATE OFFICE PROPERTIES REIT 22002T108 590 24650 SH SOLE 24650 0 0
COSTCO WHOLESALE CORP. COM 22160K105 2227 22234 SH SOLE 22234 0 0
COTT CORP. COM 22163N106 14299 1810000 SH SOLE 1810000 0 0
COVANTA HOLDING CORP. COM 22282E102 1021 59500 SH SOLE 59500 0 0
COVENTRY HEALTH CARE INC. COM 222862104 490 11753 SH SOLE 11753 0 0
CROWN CASTLE INTERNATIONAL COR COM 228227104 795 12400 SH SOLE 12400 0 0
CUMMINS INC. COM 231021106 1461 15838 SH SOLE 15838 0 0
CYTEC INDUSTRIES, INC. COM 232820100 210 3200 SH SOLE 3200 0 0
DCT INDUSTRIAL TRUST, INC. REIT 233153105 203 31320 SH SOLE 31320 0 0
DDR CORPORATION REIT 23317H102 569 37050 SH SOLE 37050 0 0
D.R. HORTON INC. COM 23331A109 595 28806 SH SOLE 28806 0 0
DST SYSTEMS, INC. COM 233326107 285 5020 SH SOLE 5020 0 0
DTE ENERGY CO. COM 233331107 1495 24937 SH SOLE 24937 0 0
D S W, INC. COM 23334L102 279 4200 SH SOLE 4200 0 0
DAISY SYS CORPORATION COM 234050102 0 15203 SH SOLE 15203 0 0
DANA HOLDING CORP. COM 235825205 1554 126300 SH SOLE 126300 0 0
DANAHER CORP. COM 235851102 1586 28748 SH SOLE 28748 0 0
DARDEN RESTAURANTS INC. COM 237194105 314 5627 SH SOLE 5627 0 0
DARLING INTERNATIONAL INC. COM 237266101 5030 275000 SH SOLE 275000 0 0
DAVITA INC. COM 23918K108 584 5638 SH SOLE 5638 0 0
DEAN FOODS COMPANY COM 242370104 1385 84709 SH SOLE 84709 0 0
DEERE & COMPANY COM 244199105 357 4331 SH SOLE 4331 0 0
DELL INC. COM 24702R101 1506 152825 SH SOLE 152825 0 0
DELTA AIR LINES INC. COM 247361702 2117 230991 SH SOLE 230991 0 0
DENBURY RESOURCES INC. COM 247916208 365 22597 SH SOLE 22597 0 0
DEVON ENERGY CORP. COM 25179M103 1193 19714 SH SOLE 19714 0 0
DEVRY, INC. COM 251893103 326 14328 SH SOLE 14328 0 0
DIAL GLOBAL INC. COM 25247X107 1105 407635 SH SOLE 407635 0 0
DIAMOND OFFSHORE DRILLING INC. COM 25271C102 650 9863 SH SOLE 9863 0 0
DIAMONDROCK HOSPITALITY CO. REIT 252784301 207 21530 SH SOLE 21530 0 0
DIEBOLD, INC. COM 253651103 896 26600 SH SOLE 26600 0 0
DIGITAL REALTY TRUST INC. REIT 253868103 2805 40150 SH SOLE 40150 0 0
DIGITALGLOBE, INC. COM 25389M877 4078 200000 SH SOLE 200000 0 0
DILLARD'S, INC. COM 254067101 1185 16400 SH SOLE 16400 0 0
WALT DISNEY COMPANY, THE COM 254687106 7515 143741 SH SOLE 143741 0 0
DISCOVER FINANCIAL SERVICES IN COM 254709108 2288 57578 SH SOLE 57578 0 0
DISCOVERY COMMUNICATIONS INC. COM 25470F104 1420 23800 SH SOLE 23800 0 0
DISH NETWORK CORP. COM 25470M109 1166 38100 SH SOLE 38100 0 0
DIRECTV COM 25490A309 3327 63414 SH SOLE 63414 0 0
DOLBY LABORATORIES, INC. COM 25659T107 469 14330 SH SOLE 14330 0 0
DOLLAR GENERAL CORP. COM 256677105 222 4300 SH SOLE 4300 0 0
DOLLAR TREE, INC. COM 256746108 1304 27020 SH SOLE 27020 0 0
DOMINION RESOURCES INC. COM 25746U109 834 15758 SH SOLE 15758 0 0
DOMTAR CORPORATION COM 257559203 556 7100 SH SOLE 7100 0 0
R.R. DONNELLEY & SONS COMPANY COM 257867101 1078 101657 SH SOLE 101657 0 0
DOUGLAS EMMETT, INC. REIT 25960P109 1113 48270 SH SOLE 48270 0 0
DOVER CORP. COM 260003108 861 14476 SH SOLE 14476 0 0
DOW CHEMICAL CO., THE COM 260543103 3512 121276 SH SOLE 121276 0 0
DR PEPPER SNAPPLE GROUP INC. COM 26138E109 1004 22514 SH SOLE 22514 0 0
DRIL-QUIP, INC. COM 262037104 374 5200 SH SOLE 5200 0 0
DU PONT (E.I.) DE NEMOURS & CO COM 263534109 3827 76131 SH SOLE 76131 0 0
DUKE REALTY CORPORATION REIT 264411505 1363 92660 SH SOLE 92660 0 0
DUKE ENERGY CORP. COM 26441C204 3711 57281 SH SOLE 57281 0 0
DUN & BRADSTREET CORP., THE COM 26483E100 1136 14265 SH SOLE 14265 0 0
E C C CAPITAL CORP. REIT 26826M108 84 1200000 SH SOLE 1200000 0 0
EMC CORP. COM 268648102 5769 211557 SH SOLE 211557 0 0
EOG RESOURCES INC. COM 26875P101 1333 11895 SH SOLE 11895 0 0
EARTHCOLOR, INC COM 270044XX3 0 62650 SH SOLE 62650 0 0
EARTHLINK, INC. COM 270321102 108 15200 SH SOLE 15200 0 0
EAST WEST BANCORP, INC. COM 27579R104 416 19700 SH SOLE 19700 0 0
EASTMAN CHEMICAL CO. COM 277432100 4856 85180 SH SOLE 85180 0 0
EATON CORP. COM 278058102 1061 22446 SH SOLE 22446 0 0
EBAY INC. COM 278642103 1707 35272 SH SOLE 35272 0 0
ECHOSTAR CORPORATION COM 278768106 929 32400 SH SOLE 32400 0 0
EDISON INTERNATIONAL COM 281020107 546 11954 SH SOLE 11954 0 0
EL PASO ELECTRIC COMPANY COM 283677854 264 7700 SH SOLE 7700 0 0
ELECTRONIC ARTS INC. COM 285512109 512 40323 SH SOLE 40323 0 0
EMCOR GROUP, INC. COM 29084Q100 314 11000 SH SOLE 11000 0 0
EMERSON ELECTRIC CO. COM 291011104 2709 56122 SH SOLE 56122 0 0
ENDO HEALTH SOLUTIONS, INC. COM 29264F205 2944 92800 SH SOLE 92800 0 0
ENERGIZER HOLDINGS, INC. COM 29266R108 246 3300 SH SOLE 3300 0 0
ENGILITY HOLDINGS INC COM 29285W104 298 16125 SH SOLE 16125 0 0
ENTERGY CORP COM 29364G103 2287 33009 SH SOLE 33009 0 0
ENTERTAINMENT PROPERTIES REIT 29380T105 261 5880 SH SOLE 5880 0 0
EQUIFAX INC. COM 294429105 702 15078 SH SOLE 15078 0 0
EQUINIX INC. COM 29444U502 245 1190 SH SOLE 1190 0 0
EQUITY LIFESTYLE PROPERTIES REIT 29472R108 333 4890 SH SOLE 4890 0 0
EQUITY RESIDENTIAL REIT 29476L107 6120 106377 SH SOLE 106377 0 0
ERICSSON LM TELEPHONE COMPANY ADR 294821608 91 10000 SH SOLE 10000 0 0
ESSEX PROPERTY TRUST INC. REIT 297178105 1699 11460 SH SOLE 11460 0 0
ESSEX RENTAL CORPORATION COM 297187106 116 37870 SH SOLE 37870 0 0
EXELON CORP. COM 30161N101 1099 30852 SH SOLE 30852 0 0
EXELIS INC COM 30162A108 264 25500 SH SOLE 25500 0 0
EXPEDIA INC. COM 30212P303 2142 37040 SH SOLE 37040 0 0
EXPRESS SCRIPTS HOLDING COMPAN COM 30219G108 4283 68326 SH SOLE 68326 0 0
EXTRA SPACE STORAGE, INC. REIT 30225T102 639 19230 SH SOLE 19230 0 0
EZCORP INC COM 302301106 1142 49800 SH SOLE 49800 0 0
EXXON CORP. COM 30231G102 31656 346166 SH SOLE 346166 0 0
FACEBOOK, INC. COM 30303M102 212 9800 SH SOLE 9800 0 0
FASTENAL CO. COM 311900104 295 6852 SH SOLE 6852 0 0
FEDERAL REALTY INVESTMENT TR REIT 313747206 2473 23480 SH SOLE 23480 0 0
FEDERATED INVESTORS, INC. COM 314211103 210 10201 SH SOLE 10201 0 0
FEDEX CORP. COM 31428X106 1122 13266 SH SOLE 13266 0 0
F5 NETWORKS, INC. COM 315616102 237 2260 SH SOLE 2260 0 0
FIDELITY NATIONAL INFORMATION COM 31620M106 416 13360 SH SOLE 13360 0 0
FIDELITY NATIONAL FINANCIAL IN COM 31620R105 522 24400 SH SOLE 24400 0 0
FIFTH THIRD BANCORP COM 316773100 2260 145693 SH SOLE 145693 0 0
FINISH LINE (THE) COM 317923100 207 9100 SH SOLE 9100 0 0
FIRST INTERSTATE BANCSYSTEM IN COM 32055Y201 166 11100 SH SOLE 11100 0 0
FIRST NIAGARA FINANCIAL GROUP COM 33582V108 188 23200 SH SOLE 23200 0 0
FIRST SOLAR INC. COM 336433107 1307 59000 SH SOLE 59000 0 0
FISERV INC. COM 337738108 632 8535 SH SOLE 8535 0 0
FIRSTENERGY CORP. COM 337932107 963 21850 SH SOLE 21850 0 0
FLEETCOR TECHNOLOGIES, INC COM 339041105 336 7500 SH SOLE 7500 0 0
FLUOR CORP. COM 343412102 971 17256 SH SOLE 17256 0 0
FLOWSERVE CORP. COM 34354P105 1314 10287 SH SOLE 10287 0 0
FOMENTO ECONOMICO MEXICANO SAB ADR 344419106 276 3000 SH SOLE 3000 0 0
FOOT LOCKER, INC. COM 344849104 1200 33800 SH SOLE 33800 0 0
FORBES ENERGY SERVICES LTD. COM 345143101 700 200000 SH SOLE 200000 0 0
FORD MOTOR CO. COM 345370860 3379 342675 SH SOLE 342675 0 0
FOREST CITY ENTERPRISES, INC. REIT 345550107 262 16550 SH SOLE 16550 0 0
FOREST LABORATORIES, INC. COM 345838106 1198 33650 SH SOLE 33650 0 0
FORTUNE BRANDS HOME & SECURITY COM 34964C106 262 9700 SH SOLE 9700 0 0
FRANKLIN RESOURCES INC. COM 354613101 1029 8225 SH SOLE 8225 0 0
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 5938 150012 SH SOLE 150012 0 0
FRONTIER COMMUNICATIONS CORP. COM 35906A108 1033 210845 SH SOLE 210845 0 0
G A T X CORPORATION COM 361448103 242 5700 SH SOLE 5700 0 0
GNC HOLDINGS INC. COM 36191G107 355 9100 SH SOLE 9100 0 0
GT ADVANCED TECHNOLOGOES, INC. COM 36191U106 109 20000 SH SOLE 20000 0 0
GSE SYSTEMS INC COM 36227K106 963 472100 SH SOLE 472100 0 0
GAMESTOP CORP. COM 36467W109 2894 137812 SH SOLE 137812 0 0
GANNETT CO., INC. COM 364730101 2132 120083 SH SOLE 120083 0 0
GAP INC., THE COM 364760108 1757 49095 SH SOLE 49095 0 0
GARTNER GROUP, INC. COM 366651107 203 4400 SH SOLE 4400 0 0
GENERAL CABLE CORPORATION COM 369300108 560 19100 SH SOLE 19100 0 0
GENERAL DYNAMICS CORP. COM 369550108 1715 25951 SH SOLE 25951 0 0
GENERAL ELECTRIC CO. COM 369604103 24609 1083601 SH SOLE 1083601 0 0
GENERAL GROWTH PROPERTIES REIT 370023103 3548 182096 SH SOLE 182096 0 0
GENERAL MILLS INC. COM 370334104 3090 77522 SH SOLE 77522 0 0
GENERAL MOTORS CO COM 37045V100 2367 104021 SH SOLE 104021 0 0
GENERAL MOTORS CO WAR 37045V118 673 48744 SH SOLE 48744 0 0
GENERAL MOTORS CO WAR 37045V126 404 48744 SH SOLE 48744 0 0
GENTEK, INC. COM 37245X104 0 138450 SH SOLE 138450 0 0
GENUINE PARTS CO COM 372460105 792 12970 SH SOLE 12970 0 0
GEO SPECIALTY CHEMICALS, INC. COM 37246R106 0 80750 SH SOLE 80750 0 0
GENWORTH FINANCIAL INC. COM 37247D106 670 128253 SH SOLE 128253 0 0
GEOMET, INC. COM 37250U201 15 85857 SH SOLE 85857 0 0
GILEAD SCIENCES, INC. COM 375558103 2803 42261 SH SOLE 42261 0 0
GLATFELTER (P.H.) CO. COM 377316104 1291 72447 SH SOLE 72447 0 0
GOLD FIELDS LTD ADR 38059T106 838 65200 SH SOLE 65200 0 0
GOLD RESOURCE CORP COM 38068T105 907 42300 SH SOLE 42300 0 0
GOLDCORP INC. COM 380956409 459 10000 SH SOLE 10000 0 0
GOLDMAN SACHS GROUP INC., THE COM 38141G104 6164 54218 SH SOLE 54218 0 0
GOODYEAR TIRE & RUBBER CO., TH COM 382550101 1000 82012 SH SOLE 82012 0 0
GOOGLE INC. COM 38259P508 9788 12973 SH SOLE 12973 0 0
GRAINGER (W.W.) INC. COM 384802104 366 1756 SH SOLE 1756 0 0
GRAPHIC PACKAGING HOLDING CO. COM 388689101 12953 2229300 SH SOLE 2229300 0 0
GREAT LAKES DREDGE & DOCK CORP COM 390607109 10506 1364400 SH SOLE 1364400 0 0
GREIF, INC. COM 397624107 791 17900 SH SOLE 17900 0 0
GROUPON INC COM 399473107 208 43800 SH SOLE 43800 0 0
GUESS?, INC. COM 401617105 244 9600 SH SOLE 9600 0 0
HCA HOLDINGS, INC. COM 40412C101 1669 50200 SH SOLE 50200 0 0
H C C INSURANCE HOLDINGS COM 404132102 348 10266 SH SOLE 10266 0 0
HCP INC. REIT 40414L109 7475 168031 SH SOLE 168031 0 0
HALLADOR ENERGY CO COM 40609P105 186 22296 SH SOLE 22296 0 0
HALLIBURTON CO. COM 406216101 780 23138 SH SOLE 23138 0 0
HANESBRANDS INC. COM 410345102 274 8600 SH SOLE 8600 0 0
HANOVER INSURANCE GROUP, INC. COM 410867105 340 9100 SH SOLE 9100 0 0
HARLEY-DAVIDSON INC. COM 412822108 648 15310 SH SOLE 15310 0 0
HARMAN INTERNATIONAL INDUSTRIE COM 413086109 210 4543 SH SOLE 4543 0 0
HARRIS CORP. COM 413875105 537 10494 SH SOLE 10494 0 0
HARSCO CORPORATION COM 415864107 244 11900 SH SOLE 11900 0 0
HARTFORD FINANCIAL SERVICES GR COM 416515104 1291 66370 SH SOLE 66370 0 0
HASBRO INC. COM 418056107 438 11478 SH SOLE 11478 0 0
HATTERAS FINANCIAL CORP REIT 41902R103 695 24640 SH SOLE 24640 0 0
HAWAIIAN ELECTRONIC INDS COM 419870100 244 9300 SH SOLE 9300 0 0
HAWAIIAN HOLDINGS INC COM 419879101 63 11200 SH SOLE 11200 0 0
HEALTH MANAGEMENT ASSOCIATES COM 421933102 401 47900 SH SOLE 47900 0 0
HEALTHCARE REALTY TRUST, INC. REIT 421946104 214 9280 SH SOLE 9280 0 0
HEALTH CARE REIT INC. REIT 42217K106 4024 69696 SH SOLE 69696 0 0
HEINEKEN NV ADR 423012202 390 13100 SH SOLE 13100 0 0
HEINZ (H.J.) CO. COM 423074103 1557 27816 SH SOLE 27816 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 806 44100 SH SOLE 44100 0 0
HELMERICH & PAYNE, INC. COM 423452101 1767 37140 SH SOLE 37140 0 0
HERSHEY COMPANY, THE COM 427866108 225 3166 SH SOLE 3166 0 0
HERTZ GLOBAL HOLDINGS INC. COM 42805T105 608 44300 SH SOLE 44300 0 0
HESS CORP COM 42809H107 788 14679 SH SOLE 14679 0 0
HEWLETT-PACKARD CO. COM 428236103 3809 223337 SH SOLE 223337 0 0
HIGHWOODS PROPERTIES, INC. REIT 431284108 735 22520 SH SOLE 22520 0 0
HOLLYFRONTIER CORP COM 436106108 3398 82320 SH SOLE 82320 0 0
HOME DEPOT INC. COM 437076102 6154 101917 SH SOLE 101917 0 0
HOME PROPERTIES, INC. COM 437306103 284 4640 SH SOLE 4640 0 0
HONEYWELL INTERNATIONAL INC. COM 438516106 4852 81217 SH SOLE 81217 0 0
HORMEL FOODS CORP. COM 440452100 387 13228 SH SOLE 13228 0 0
HORNBECK OFFSHORE SERVICES INC CONV 440543AE6 4161 4000000 PRN SOLE 4000000 0 0
HOSPITALITY PROPERTIES TRUST REIT 44106M102 481 20212 SH SOLE 20212 0 0
HOST HOTELS & RESORTS INC. REIT 44107P104 3985 248308 SH SOLE 248308 0 0
HOWARD HUGHES CORP COM 44267D107 278 3910 SH SOLE 3910 0 0
HUBBELL, INC. COM 443510201 484 6000 SH SOLE 6000 0 0
HUDSON CITY BANCORP, INC. COM 443683107 368 46115 SH SOLE 46115 0 0
HUMANA INC. COM 444859102 1056 15049 SH SOLE 15049 0 0
HUNTINGTON BANCSHARES INC. COM 446150104 1316 190772 SH SOLE 190772 0 0
HUNTINGTON INGALLS INDUSTRIES COM 446413106 798 18977 SH SOLE 18977 0 0
HUNTSMAN CORPORATION COM 447011107 1689 113100 SH SOLE 113100 0 0
USA INTERACTIVE COM 44919P508 451 8650 SH SOLE 8650 0 0
I T T CORPORATION COM 450911201 888 44050 SH SOLE 44050 0 0
IDEX CORPORATION COM 45167R104 415 9950 SH SOLE 9950 0 0
ILLINOIS TOOL WORKS INC. COM 452308109 2487 41815 SH SOLE 41815 0 0
INDEPENDENCE HOLDING COMPANY COM 453440307 2139 212409 SH SOLE 212409 0 0
INGREDION INC COM 457187102 2591 46956 SH SOLE 46956 0 0
INNOPHOS HOLDINGS INC. COM 45774N108 12608 260000 SH SOLE 260000 0 0
INTEL CORP. COM 458140100 11343 500134 SH SOLE 500134 0 0
INTEL CORP. CONV 458140AD2 5419 4983000 PRN SOLE 4983000 0 0
INTEGRYS ENERGY GROUP INC. COM 45822P105 482 9251 SH SOLE 9251 0 0
INTERCONTINENTALEXCHANGE, INC. COM 45865V100 382 2860 SH SOLE 2860 0 0
IBM CORPORATION COM 459200101 13505 65100 SH SOLE 65100 0 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 2563 195701 SH SOLE 195701 0 0
INTERNATIONAL PAPER COMPANY COM 460146103 4754 130894 SH SOLE 130894 0 0
INTERPUBLIC GROUP OF COS. INC. COM 460690100 844 75855 SH SOLE 75855 0 0
INTUIT INC. COM 461202103 648 10999 SH SOLE 10999 0 0
INVESCO MORTGAGE CAPITAL INC REIT 46131B100 408 20280 SH SOLE 20280 0 0
IRON MOUNTAIN INC. COM 462846106 291 8555 SH SOLE 8555 0 0
ISHARES MSCI ETF 464286509 854 30000 SH SOLE 30000 0 0
ISHARES MSCI ETF 464286715 263 4700 SH SOLE 4700 0 0
ISHARES MSCI COM 464286822 1079 16500 SH SOLE 16500 0 0
ISHARES TRUST ETF 464287184 346 10000 SH SOLE 10000 0 0
ISHARES TRUST ETF 464287465 4924 92900 SH SOLE 92900 0 0
ISHARES TRUST ETF 464287689 54087 637439 SH SOLE 637439 0 0
ITC HOLDINGS CORP. COM 465685105 295 3900 SH SOLE 3900 0 0
ITRON, INC. COM 465741106 423 9800 SH SOLE 9800 0 0
JPMORGAN CHASE & CO. COM 46625H100 15109 373243 SH SOLE 373243 0 0
JABIL CIRCUIT INC. COM 466313103 680 36349 SH SOLE 36349 0 0
JACOBS ENGINEERING GROUP, INC. COM 469814107 888 21944 SH SOLE 21944 0 0
JAPAN SMALLER CAPITALIZATION F ETF 47109U104 739 102734 SH SOLE 102734 0 0
JARDEN CORPORATION COM 471109108 825 15600 SH SOLE 15600 0 0
JETBLUE AIRWAYS CORPORATION COM 477143101 3807 794749 SH SOLE 794749 0 0
JOHNSON & JOHNSON COM 478160104 14849 215500 SH SOLE 215500 0 0
JOHNSON CONTROLS INC. COM 478366107 377 13777 SH SOLE 13777 0 0
JONES LANG LASALLE, INC. REIT 48020Q107 544 7120 SH SOLE 7120 0 0
JUNIPER NETWORKS INC. COM 48203R104 321 18737 SH SOLE 18737 0 0
KAR AUCTION SERVICES INC. COM 48238T109 6622 335412 SH SOLE 335412 0 0
KBR, INC. COM 48242W106 405 13600 SH SOLE 13600 0 0
KLA-TENCOR CORP. COM 482480100 1048 21987 SH SOLE 21987 0 0
KANSAS CITY SOUTHERN RAILWAY COM 485170302 440 5800 SH SOLE 5800 0 0
KELLOGG CO. COM 487836108 538 10403 SH SOLE 10403 0 0
KEYCORP COM 493267108 1417 162036 SH SOLE 162036 0 0
KILROY REALTY CORPORATION REIT 49427F108 626 13980 SH SOLE 13980 0 0
KIMBERLY-CLARK CORP. COM 494368103 1475 17194 SH SOLE 17194 0 0
KIMCO REALTY CORP. REIT 49446R109 3303 162937 SH SOLE 162937 0 0
KOHL'S CORP. COM 500255104 1537 29991 SH SOLE 29991 0 0
KRAFT FOODS INC. COM 50075N104 3426 82846 SH SOLE 82846 0 0
KROGER CO. COM 501044101 1512 64223 SH SOLE 64223 0 0
KRONOS WORLDWIDE INC COM 50105F105 528 35400 SH SOLE 35400 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 157 15100 SH SOLE 15100 0 0
LKQ CORPORATION COM 501889208 709 38300 SH SOLE 38300 0 0
LPL FINANCIAL HOLDINGS, INC. COM 50212V100 377 13200 SH SOLE 13200 0 0
LSI CORPORATION COM 502161102 721 104454 SH SOLE 104454 0 0
L-3 COMMUNICATIONS HOLDINGS IN COM 502424104 1183 16498 SH SOLE 16498 0 0
LABORATORY CORPORATION OF AMER COM 50540R409 944 10213 SH SOLE 10213 0 0
LAM RESEARCH CORP. COM 512807108 217 6822 SH SOLE 6822 0 0
LASALLE HOTEL PROPERTIES REIT 517942108 334 12510 SH SOLE 12510 0 0
ESTEE LAUDER COMPANIES INC., T COM 518439104 527 8566 SH SOLE 8566 0 0
LEAR CORP. COM 521865204 1224 32390 SH SOLE 32390 0 0
LEGGETT & PLATT INC. COM 524660107 220 8841 SH SOLE 8841 0 0
LEGG MASON INC. COM 524901105 214 8673 SH SOLE 8673 0 0
LENDER PROCESSING SERVICES INC COM 52602E102 549 19700 SH SOLE 19700 0 0
LENNAR CORP. COM 526057104 233 6700 SH SOLE 6700 0 0
LEUCADIA NATIONAL CORP. COM 527288104 248 10889 SH SOLE 10889 0 0
LEXINGTON REALTY TRUST COM 529043101 189 19630 SH SOLE 19630 0 0
LEXMARK INTERNATIONAL INC. COM 529771107 1275 57247 SH SOLE 57247 0 0
LIBERTY MEDIA CORP COM 530322106 399 3825 SH SOLE 3825 0 0
LIBERTY GLOBAL INC. COM 530555101 565 9300 SH SOLE 9300 0 0
LIBERTY INTERACTIVE CORP COM 53071M104 1362 73600 SH SOLE 73600 0 0
LIBERTY PROPERTY LP REIT 531172104 1607 44338 SH SOLE 44338 0 0
LIFE TECHNOLOGIES CORPORATION COM 53217V109 777 15887 SH SOLE 15887 0 0
ELI LILLY & CO. COM 532457108 5611 118352 SH SOLE 118352 0 0
LIMITED BRANDS INC. COM 532716107 654 13310 SH SOLE 13310 0 0
LIN TELEVISION CORP. COM 532774106 233 52870 SH SOLE 52870 0 0
LINCOLN EDUCATIONAL SERVICES COM 533535100 113 26900 SH SOLE 26900 0 0
LINCOLN ELECTRIC HOLDINGS, INC COM 533900106 515 13200 SH SOLE 13200 0 0
LINCOLN NATIONAL CORP. COM 534187109 1719 71102 SH SOLE 71102 0 0
LINEAR TECHNOLOGY CORPORATION COM 535678106 415 13006 SH SOLE 13006 0 0
LOCKHEED MARTIN CORP. COM 539830109 3208 34346 SH SOLE 34346 0 0
LOEWS CORP. COM 540424108 423 10246 SH SOLE 10246 0 0
LORAL SPACE & COMMUNICATIONS, COM 543881106 426 5998 SH SOLE 5998 0 0
LORILLARD INC. COM 544147101 619 5317 SH SOLE 5317 0 0
LOWE'S COS. INC. COM 548661107 1400 46324 SH SOLE 46324 0 0
M&T BANK CORP. COM 55261F104 989 10394 SH SOLE 10394 0 0
M B I A, INC. COM 55262C100 450 44400 SH SOLE 44400 0 0
M F R I, INC. COM 552721102 2268 390940 SH SOLE 390940 0 0
MFA FINANCIAL INC REIT 55272X102 708 83190 SH SOLE 83190 0 0
MGM RESORTS INTERNATIONAL COM 552953101 460 42800 SH SOLE 42800 0 0
M K S INSTRUMENTS, INC. COM 55306N104 352 13800 SH SOLE 13800 0 0
M W I VETERINARY SUPPLY, INC. COM 55402X105 245 2300 SH SOLE 2300 0 0
MACERICH COMPANY REIT 554382101 2939 51365 SH SOLE 51365 0 0
MACK-CALI REALTY CORPORATION REIT 554489104 414 15554 SH SOLE 15554 0 0
MACY'S INC. COM 55616P104 3137 83413 SH SOLE 83413 0 0
MADISON SQUARE GARDEN COMPANY COM 55826P100 506 12567 SH SOLE 12567 0 0
MANITOWOC COMPANY, INC. COM 563571108 909 68200 SH SOLE 68200 0 0
MANOR CARE, INC. CONV 564055AP6 28069 20833333 PRN SOLE 20833333 0 0
MAP PHARMACEUTICALS, INC. COM 56509R108 1579 101459 SH SOLE 101459 0 0
MARATHON OIL CORPORATION COM 565849106 1927 65152 SH SOLE 65152 0 0
MARATHON PETROLEUM CORPORATION COM 56585A102 2236 40955 SH SOLE 40955 0 0
MARKET VECTORS RUSSIA ETF 57060U506 230 8000 SH SOLE 8000 0 0
MARKET VECTORS GOLD MINERS ETF 57060U571 207 10010 SH SOLE 10010 0 0
MARKET VECTORS VIETNAM ETF ETF 57060U761 193 12000 SH SOLE 12000 0 0
MARSH & MCLENNAN COMPANIES INC COM 571748102 1514 44643 SH SOLE 44643 0 0
MARRIOTT INTERNATIONAL INC. COM 571903202 1190 30449 SH SOLE 30449 0 0
MASCO CORP. COM 574599106 508 33719 SH SOLE 33719 0 0
MASSEY ENERGY CO. CONV 576203AJ2 8533 9250000 PRN SOLE 9250000 0 0
MATTEL INC. COM 577081102 679 19151 SH SOLE 19151 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 319 12000 SH SOLE 12000 0 0
MCCORMICK & CO. INC. COM 579780206 399 6434 SH SOLE 6434 0 0
MCDERMOTT INTERNATIONAL, INC. COM 580037109 152 12400 SH SOLE 12400 0 0
MCDONALD'S CORP. COM 580135101 3416 37215 SH SOLE 37215 0 0
MCGRAW-HILL COMPANIES, THE COM 580645109 673 12327 SH SOLE 12327 0 0
MCKESSON CORP. COM 58155Q103 4119 47876 SH SOLE 47876 0 0
MEAD JOHNSON NUTRITION COMPANY COM 582839106 325 4436 SH SOLE 4436 0 0
MEADWESTVACO CORP. COM 583334107 264 8594 SH SOLE 8594 0 0
MEDICAL ACTION INDUST, INC. COM 58449L100 47 13400 SH SOLE 13400 0 0
MEDIFAST INC COM 58470H101 207 7900 SH SOLE 7900 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 203 4900 SH SOLE 4900 0 0
MEDTRONIC INC. COM 585055106 2993 69407 SH SOLE 69407 0 0
MEDTRONIC INC. CONV 585055AB2 8020 8000000 PRN SOLE 8000000 0 0
MERCK & CO. INC. COM 58933Y105 13404 297183 SH SOLE 297183 0 0
MET-PRO CORP. COM 590876306 576 64349 SH SOLE 64349 0 0
METLIFE INC. COM 59156R108 3937 114225 SH SOLE 114225 0 0
METROPCS COMMUNICATIONS INC. COM 591708102 1221 104339 SH SOLE 104339 0 0
MICROS SYSTEMS INC COM 594901100 977 19900 SH SOLE 19900 0 0
MICROSOFT CORP. COM 594918104 27124 910796 SH SOLE 910796 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 558 17045 SH SOLE 17045 0 0
MICRON TECHNOLOGY INC. COM 595112103 108 18150 SH SOLE 18150 0 0
MID-AMERICA APARTMENT REIT 59522J103 765 11710 SH SOLE 11710 0 0
MOLEX, INCORPORATED COM 608554101 570 21703 SH SOLE 21703 0 0
MOLSON COORS BREWING COMPANY COM 60871R209 834 18525 SH SOLE 18525 0 0
MONSANTO CO. COM 61166W101 6076 66753 SH SOLE 66753 0 0
MOODY'S CORPORATION COM 615369105 524 11865 SH SOLE 11865 0 0
MORGAN STANLEY COM 617446448 917 54793 SH SOLE 54793 0 0
MOSAIC CO., THE COM 61945C103 1291 22400 SH SOLE 22400 0 0
MOTOROLA SOLUTIONS INC. COM 620076307 807 15971 SH SOLE 15971 0 0
MOTORS LIQUIDATION CO GUC TRUS COM 62010U101 180 10729 SH SOLE 10729 0 0
MULTI-COLOR CORP. COM 625383104 2075 89616 SH SOLE 89616 0 0
MURPHY OIL CORP. COM 626717102 1876 34933 SH SOLE 34933 0 0
MYLAN INC. COM 628530107 742 30406 SH SOLE 30406 0 0
N I I HOLDINGS, INC. COM 62913F201 498 63500 SH SOLE 63500 0 0
NRG ENERGY INC. COM 629377508 2071 96820 SH SOLE 96820 0 0
NYSE EURONEXT COM 629491101 793 32168 SH SOLE 32168 0 0
NABORS INDUSTRIES INC. CONV 629568AF3 8307 8307373 PRN SOLE 8307373 0 0
NASDAQ OMX GROUP, INC., THE COM 631103108 227 9767 SH SOLE 9767 0 0
NATIONAL OILWELL VARCO INC. COM 637071101 2667 33303 SH SOLE 33303 0 0
NATIONAL RETAIL PROPERTIES REIT 637417106 587 19250 SH SOLE 19250 0 0
NAVISTAR INTERNATIONAL CORP. COM 63934E108 629 29800 SH SOLE 29800 0 0
NEEBO INC COM 63983W108 366 235261 SH SOLE 235261 0 0
NEENAH ENTERPRISES, INC. COM 64007R109 1343 154333 SH SOLE 154333 0 0
NETAPP INC. COM 64110D104 847 25767 SH SOLE 25767 0 0
NETFLIX INC COM 64110L106 386 7096 SH SOLE 7096 0 0
NETWORK COMPUTING DEVICES, INC COM 64120N100 0 62636 SH SOLE 62636 0 0
NEUSTAR, INC. COM 64126X201 296 7400 SH SOLE 7400 0 0
NEW YORK COMMUNITY BANCORP COM 649445103 684 48340 SH SOLE 48340 0 0
NEWELL RUBBERMAID INC. COM 651229106 787 41221 SH SOLE 41221 0 0
NEWFIELD EXPLORATION CO. COM 651290108 354 11300 SH SOLE 11300 0 0
NEWMARKET CORP. COM 651587107 463 1880 SH SOLE 1880 0 0
NEWMONT MINING CORP. COM 651639106 1034 18454 SH SOLE 18454 0 0
NEWS CORPORATION COM 65248E104 2831 115388 SH SOLE 115388 0 0
NEXTERA ENERGY INC. COM 65339F101 1764 25068 SH SOLE 25068 0 0
NIKE INC. COM 654106103 886 9332 SH SOLE 9332 0 0
NISOURCE INC. COM 65473P105 361 14171 SH SOLE 14171 0 0
NORDSON CORPORATION COM 655663102 457 7800 SH SOLE 7800 0 0
NORDSTROM INC. COM 655664100 696 12619 SH SOLE 12619 0 0
NORFOLK SOUTHERN CORP. COM 655844108 1800 28286 SH SOLE 28286 0 0
NORTHERN OIL AND GAS INC COM 665531109 569 33500 SH SOLE 33500 0 0
NORTHERN TRUST CORP. COM 665859104 502 10820 SH SOLE 10820 0 0
NORTHROP GRUMMAN CORP. COM 666807102 3082 46410 SH SOLE 46410 0 0
NOVATION CO INC REIT 66989V107 12133 19258775 SH SOLE 19258775 0 0
NOVO NORDISK A/S ADR 670100205 1168 7400 SH SOLE 7400 0 0
NU SKIN ENTERPRISES, INC. COM 67018T105 1573 40500 SH SOLE 40500 0 0
NUANCE COMMUNICATIONS INC. COM 67020Y100 212 8500 SH SOLE 8500 0 0
NUCOR CORP. COM 670346105 4068 106317 SH SOLE 106317 0 0
NVIDIA CORP. COM 67066G104 740 55511 SH SOLE 55511 0 0
N V ENERGY, INC. COM 67073Y106 629 34900 SH SOLE 34900 0 0
O'REILLY AUTOMOTIVE, INC. COM 67103H107 1534 18347 SH SOLE 18347 0 0
OCCIDENTAL PETROLEUM CORP. COM 674599105 4688 54465 SH SOLE 54465 0 0
OCEANEERING INTERNATIONAL, INC COM 675232102 260 4700 SH SOLE 4700 0 0
LUKOIL OAO ADR 677862104 3348 54400 SH SOLE 54400 0 0
OIL STATES INTERNATIONAL INC. COM 678026105 1239 15600 SH SOLE 15600 0 0
OMNICARE, INC. COM 681904108 754 22200 SH SOLE 22200 0 0
OMNICOM GROUP INC. COM 681919106 652 12645 SH SOLE 12645 0 0
OMEGA HEALTHCARE INVESTORS COM 681936100 331 14580 SH SOLE 14580 0 0
ON SEMICONDUCTOR CORPORATION COM 682189105 226 36600 SH SOLE 36600 0 0
ORACLE CORP. COM 68389X105 11017 349845 SH SOLE 349845 0 0
OSHKOSH TRUCK CORPORATION COM 688239201 420 15300 SH SOLE 15300 0 0
OWENS-ILLINOIS INC. COM 690768403 595 31738 SH SOLE 31738 0 0
PG&E CORP. COM 69331C108 1251 29335 SH SOLE 29335 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 2331 36958 SH SOLE 36958 0 0
PPG INDUSTRIES INC. COM 693506107 1561 13603 SH SOLE 13603 0 0
PPL CORP. COM 69351T106 2354 81002 SH SOLE 81002 0 0
PVH CORP. COM 693656100 386 4120 SH SOLE 4120 0 0
PALL CORP. COM 696429307 452 7122 SH SOLE 7122 0 0
PANERA BREAD COMPANY COM 69840W108 202 1180 SH SOLE 1180 0 0
PAR TECHNOLOGY CORP. COM 698884103 151 27775 SH SOLE 27775 0 0
PAR PHARMACEUTICAL COS, INC. COM 69888P106 240 4800 SH SOLE 4800 0 0
PARKER-HANNIFIN CORP. COM 701094104 1330 15908 SH SOLE 15908 0 0
PATTERSON COMPANIES, INC. COM 703395103 723 21147 SH SOLE 21147 0 0
PATTERSON - UTI ENERGY, INC. COM 703481101 409 25800 SH SOLE 25800 0 0
PAYCHEX INC COM 704326107 578 17377 SH SOLE 17377 0 0
PEABODY ENERGY CORP. COM 704549104 1603 71935 SH SOLE 71935 0 0
PENN NATIONAL GAMING, INC. COM 707569109 224 5200 SH SOLE 5200 0 0
PENSKE AUTO GROUP INC COM 70959W103 379 12600 SH SOLE 12600 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105 290 23910 SH SOLE 23910 0 0
PEPCO HOLDINGS INC. COM 713291102 463 24499 SH SOLE 24499 0 0
PEPSICO INC. COM 713448108 9927 140275 SH SOLE 140275 0 0
PERKINELMER INC. COM 714046109 254 8640 SH SOLE 8640 0 0
PETROCHINA CO LTD ADR 71646E100 5268 40790 SH SOLE 40790 0 0
PETROBRAS ARGENTINA SA ADR 71646J109 230 25000 SH SOLE 25000 0 0
PETSMART INC. COM 716768106 2056 29800 SH SOLE 29800 0 0
PFIZER INC. COM 717081103 16950 682100 SH SOLE 682100 0 0
PHILIP MORRIS INTERNATIONAL IN COM 718172109 12781 142102 SH SOLE 142102 0 0
PHILLIPS 66 COM 718546104 4598 99174 SH SOLE 99174 0 0
PIEDMONT OFFICE REALTY TRUST I REIT 720190206 519 29920 SH SOLE 29920 0 0
PIER 1 IMPORTS COM 720279108 274 14600 SH SOLE 14600 0 0
PINNACLE WEST CAPITAL CORP. COM 723484101 775 14682 SH SOLE 14682 0 0
PITNEY BOWES INC. COM 724479100 3134 226788 SH SOLE 226788 0 0
PLUM CREEK TIMBER CO. INC. REIT 729251108 1009 23016 SH SOLE 23016 0 0
POOL CORPORATION COM 73278L105 366 8800 SH SOLE 8800 0 0
POPULAR, INC. COM 733174700 292 16700 SH SOLE 16700 0 0
POST PROPERTIES, INC. REIT 737464107 719 15000 SH SOLE 15000 0 0
POWER-ONE, INC. COM 73930R102 67 11900 SH SOLE 11900 0 0
PRAXAIR INC. COM 74005P104 820 7890 SH SOLE 7890 0 0
T ROWE PRICE GROUP, INC. COM 74144T108 658 10392 SH SOLE 10392 0 0
PRICELINE.COM INC. COM 741503403 903 1460 SH SOLE 1460 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, INC COM 74251V102 797 29564 SH SOLE 29564 0 0
PROASSURANCE CORPORATION COM 74267C106 552 6100 SH SOLE 6100 0 0
PROCTER & GAMBLE CO. COM 742718109 15471 223060 SH SOLE 223060 0 0
PROGRESSIVE CORP., THE COM 743315103 331 15948 SH SOLE 15948 0 0
PROLOGIS COM 74340W103 6547 186865 SH SOLE 186865 0 0
PROTECTIVE LIFE CORPORATION COM 743674103 730 27866 SH SOLE 27866 0 0
PRUDENTIAL FINANCIAL, INC. COM 744320102 2244 41162 SH SOLE 41162 0 0
PUBLIC SERVICE ENTERPRISE GROU COM 744573106 1188 36933 SH SOLE 36933 0 0
PUBLIC STORAGE REIT 74460D109 6874 49400 SH SOLE 49400 0 0
PULTEGROUP, INC. COM 745867101 1766 113939 SH SOLE 113939 0 0
QEP RESOURCES INC. COM 74733V100 927 29287 SH SOLE 29287 0 0
QUALCOM, INC. COM 747525103 5129 82078 SH SOLE 82078 0 0
QUANTA SERVICES, INC. COM 74762E102 399 16137 SH SOLE 16137 0 0
QUEST DIAGNOSTICS INC. COM 74834L100 662 10444 SH SOLE 10444 0 0
RPC, INC. COM 749660106 1767 148650 SH SOLE 148650 0 0
RALPH LAUREN CORPORATION COM 751212101 460 3040 SH SOLE 3040 0 0
RANDGOLD RESOURCES LTD ADR 752344309 1325 10770 SH SOLE 10770 0 0
RAYMOND JAMES FINANCIAL, INC. COM 754730109 205 5600 SH SOLE 5600 0 0
RAYONIER INC. REIT 754907103 871 17770 SH SOLE 17770 0 0
RAYTHEON CO. COM 755111507 2459 43013 SH SOLE 43013 0 0
REALTY INCOME CORP COM 756109104 901 22050 SH SOLE 22050 0 0
REDWOOD TRUST INC REIT 758075402 151 10450 SH SOLE 10450 0 0
REGAL ENTERTAINMENT GROUP COM 758766109 781 55500 SH SOLE 55500 0 0
REGENCY CENTERS CORPORATION REIT 758849103 1713 35170 SH SOLE 35170 0 0
REGIONS FINANCIAL CORP. COM 7591EP100 1337 185468 SH SOLE 185468 0 0
RELIANCE STEEL & ALUMINUM CO. COM 759509102 220 4200 SH SOLE 4200 0 0
RENT-A-CENTER, INC. COM 76009N100 400 11400 SH SOLE 11400 0 0
REPUBLIC SERVICES INC. COM 760759100 1788 64989 SH SOLE 64989 0 0
RESMED INC. COM 761152107 316 7800 SH SOLE 7800 0 0
RESOLUTE FOREST PRODUCTS, INC. COM 76117W109 1072 82470 SH SOLE 82470 0 0
RESOURCE CAPITAL CORPORATION COM 76120W302 205 35000 SH SOLE 35000 0 0
REYNOLDS AMERICAN INC. COM 761713106 1003 23142 SH SOLE 23142 0 0
RIO TINTO PLC ADR 767204100 2273 48600 SH SOLE 48600 0 0
ROCK-TENN CO. COM 772739207 15419 213600 SH SOLE 213600 0 0
ROCKWELL AUTOMATION INC. COM 773903109 791 11369 SH SOLE 11369 0 0
ROCKWELL COLLINS INC. COM 774341101 350 6525 SH SOLE 6525 0 0
ROCKWOOD HOLDINGS, INC. COM 774415103 573 12300 SH SOLE 12300 0 0
ROGERS COMMUNICATIONS, INC. COM 775109200 497 12292 SH SOLE 12292 0 0
ROPER INDUSTRIES INC. COM 776696106 1044 9507 SH SOLE 9507 0 0
ROSS STORES INC. COM 778296103 3473 53768 SH SOLE 53768 0 0
ROUSE PROPERTIES INC REIT 779287101 156 10881 SH SOLE 10881 0 0
ROVI CORPORATION COM 779376102 412 28400 SH SOLE 28400 0 0
ROYAL GOLD, INC. COM 780287108 1907 19100 SH SOLE 19100 0 0
RYDER SYSTEM INC. COM 783549108 469 11986 SH SOLE 11986 0 0
SBA COMMUNICATIONS CORP. COM 78388J106 325 5170 SH SOLE 5170 0 0
SAIC INC. COM 78390X101 2314 192264 SH SOLE 192264 0 0
S L GREEN REALTY CORP. REIT 78440X101 2756 34420 SH SOLE 34420 0 0
SLM CORPORATION COM 78442P106 724 46009 SH SOLE 46009 0 0
SPDR GOLD TRUST ETF 78463V107 258 1500 SH SOLE 1500 0 0
SAFEWAY INC. COM 786514208 2103 130721 SH SOLE 130721 0 0
ST. JOE COMPANY (THE) COM 790148100 208 10660 SH SOLE 10660 0 0
ST. JUDE MEDICAL INC. COM 790849103 1652 39229 SH SOLE 39229 0 0
SALESFORCE.COM, INC. COM 79466L302 838 5496 SH SOLE 5496 0 0
SALIX PHARMACEUTICALS LTD COM 795435106 390 9200 SH SOLE 9200 0 0
SCANA CORP. COM 80589M102 531 11020 SH SOLE 11020 0 0
SCHLUMBERGER LTD. COM 806857108 4749 65659 SH SOLE 65659 0 0
CHARLES SCHWAB CORP. COM 808513105 816 63734 SH SOLE 63734 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 98 17700 SH SOLE 17700 0 0
SCRIPPS NETWORKS INTERACTIVE I COM 811065101 581 9496 SH SOLE 9496 0 0
SELECT SPDR FINANCIAL SECTOR ETF 81369Y605 1071 68681 SH SOLE 68681 0 0
SEMPRA ENERGY COM 816851109 1489 23104 SH SOLE 23104 0 0
SENIOR HOUSING PROPERTIES TR REIT 81721M109 747 34300 SH SOLE 34300 0 0
SERVICE CORP. INTL COM 817565104 255 19000 SH SOLE 19000 0 0
SHERWIN-WILLIAMS CO. COM 824348106 1473 9890 SH SOLE 9890 0 0
SIEMENS AG ADR 826197501 300 3000 SH SOLE 3000 0 0
SILVER WHEATON CORPORATION COM 828336107 421 10600 SH SOLE 10600 0 0
SIMON PROPERTY GROUP, INC REIT 828806109 12883 84868 SH SOLE 84868 0 0
SIRIUS XM RADIO INC. COM 82967N108 436 167700 SH SOLE 167700 0 0
SMITHFIELD FOODS INC. COM 832248108 495 25200 SH SOLE 25200 0 0
J.M. SMUCKER CO. (THE) COM 832696405 1857 21512 SH SOLE 21512 0 0
SOCIEDAD QUIMICA Y MINERA DE C ADR 833635105 1085 17600 SH SOLE 17600 0 0
SOLARWINDS INC COM 83416B109 362 6500 SH SOLE 6500 0 0
SOLECTRON CORPORATION CONV 834182AL1 5440 8000000 PRN SOLE 8000000 0 0
SOUTHERN CO. COM 842587107 1762 38207 SH SOLE 38207 0 0
SOUTHERN COPPER CORP. COM 84265V105 5779 168186 SH SOLE 168186 0 0
SOUTHWEST AIRLINES CO. COM 844741108 1635 186349 SH SOLE 186349 0 0
SPECTRASCIENCE, INC. COM 84760E301 20 157715 SH SOLE 157715 0 0
SPRINT NEXTEL CORP. COM 852061100 1814 328560 SH SOLE 328560 0 0
STAPLES INC. COM 855030102 1343 116648 SH SOLE 116648 0 0
STARWOOD PROPERTY TRUST INC REIT 85571B105 570 24470 SH SOLE 24470 0 0
STARWOOD HOTELS & RESORTS WORL REIT 85590A401 809 13975 SH SOLE 13975 0 0
STATE STREET CORP. COM 857477103 1655 39461 SH SOLE 39461 0 0
STEEL DYNAMICS, INC. COM 858119100 742 66100 SH SOLE 66100 0 0
STERICYCLE, INC. COM 858912108 310 3414 SH SOLE 3414 0 0
STRATEGIC HOTELS & RESORTS INC REIT 86272T106 60 10000 SH SOLE 10000 0 0
STRYKER CORP. COM 863667101 1532 27509 SH SOLE 27509 0 0
SUNOCO INC. COM 86764P109 3169 67661 SH SOLE 67661 0 0
SUNSTONE HOTELS INVEST, INC. REIT 867892101 164 14930 SH SOLE 14930 0 0
SUNTRUST BANKS INC. COM 867914103 1939 68600 SH SOLE 68600 0 0
SUPREME INDUSTRIES, INC. COM 868607102 1105 302580 SH SOLE 302580 0 0
SYKES ENTERPRISES, INC. COM 871237103 140 10400 SH SOLE 10400 0 0
SYMANTEC CORP. COM 871503108 1911 106134 SH SOLE 106134 0 0
SYNOPSYS, INC. COM 871607107 1155 35000 SH SOLE 35000 0 0
SYNOVUS FINANCIAL GROUP COM 87161C105 282 119200 SH SOLE 119200 0 0
SYNNEX CORP. COM 87162W100 277 8500 SH SOLE 8500 0 0
SYSCO CORP. COM 871829107 275 8800 SH SOLE 8800 0 0
TECO ENERGY INC. COM 872375100 186 10523 SH SOLE 10523 0 0
TCP CAPITAL CORP COM 87238Q103 25590 1603372 SH SOLE 1603372 0 0
TJX COMPANIES INC. COM 872540109 6063 135366 SH SOLE 135366 0 0
TRW AUTOMOTIVE HLDGS CORP. COM 87264S106 642 14690 SH SOLE 14690 0 0
TANGER FACTORY OUTLET CTRS REIT 875465106 352 10880 SH SOLE 10880 0 0
TARGET CORP. COM 87612E106 3285 51753 SH SOLE 51753 0 0
TAUBMAN CENTERS, INC. REIT 876664103 696 9060 SH SOLE 9060 0 0
TECH DATA CORPORATION COM 878237106 630 13900 SH SOLE 13900 0 0
TELECOM ARGENTINA SA ADR 879273209 302 30200 SH SOLE 30200 0 0
TELEPHONE AND DATA SYS, INC. COM 879433829 665 25953 SH SOLE 25953 0 0
TEMPUR-PEDIC INTERNATIONAL, IN COM 88023U101 206 6900 SH SOLE 6900 0 0
TENET HEALTHCARE CORP. COM 88033G100 263 42114 SH SOLE 42114 0 0
TERADATA CORPORATION COM 88076W103 654 8684 SH SOLE 8684 0 0
TERADYNE INC COM 880770102 379 26630 SH SOLE 26630 0 0
TEREX CORPORATION COM 880779103 680 30100 SH SOLE 30100 0 0
TESORO CORPORATION COM 881609101 4247 101373 SH SOLE 101373 0 0
TEVA PHARMACEUTICAL IND LTD COM 881624209 422 10200 SH SOLE 10200 0 0
TEXAS INSTRUMENTS INC. COM 882508104 1206 43769 SH SOLE 43769 0 0
TEXTRON INC. COM 883203101 3074 117457 SH SOLE 117457 0 0
THERMO FISHER SCIENTIFIC INC. COM 883556102 1809 30754 SH SOLE 30754 0 0
THOMSON REUTERS CORP. COM 884903105 219 7600 SH SOLE 7600 0 0
THOR INDUSTRIES COM 885160101 1649 45400 SH SOLE 45400 0 0
3M CO. COM 88579Y101 4291 46427 SH SOLE 46427 0 0
TIME WARNER INC. COM 887317303 3313 73100 SH SOLE 73100 0 0
TIME WARNER CABLE INC. COM 88732J207 3641 38294 SH SOLE 38294 0 0
TIMKEN COMPANY COM 887389104 1356 36500 SH SOLE 36500 0 0
TORCHMARK CORP. COM 891027104 516 10053 SH SOLE 10053 0 0
TOTAL FINA ELF SA COM 89151E109 2936 58600 SH SOLE 58600 0 0
TOTAL SYSTEM SERVICES INC. COM 891906109 673 28428 SH SOLE 28428 0 0
TRANSDIGM GROUP INCORPORATED COM 893641100 349 2460 SH SOLE 2460 0 0
TRAVELERS COMPANIES, INC., THE COM 89417E109 2323 34025 SH SOLE 34025 0 0
TULTEX CORPORATION WAR 899900112 0 556159 SH SOLE 556159 0 0
TYSON FOODS INC. COM 902494103 402 25121 SH SOLE 25121 0 0
UDR, INC. REIT 902653104 1879 75690 SH SOLE 75690 0 0
U.S. BANCORP COM 902973304 5320 155099 SH SOLE 155099 0 0
U R S CORPORATION COM 903236107 583 16500 SH SOLE 16500 0 0
USA MOBILITY, INC. COM 90341G103 133 11200 SH SOLE 11200 0 0
U S AIRWAYS GROUP, INC. COM 90341W108 232 22200 SH SOLE 22200 0 0
ULTRAPAR PARTICIPACOES SA ADR 90400P101 1417 63500 SH SOLE 63500 0 0
UNION PACIFIC CORP. COM 907818108 7337 61816 SH SOLE 61816 0 0
UNITED CONTINENTAL HOLDINGS IN COM 910047109 391 20055 SH SOLE 20055 0 0
UNITED PARCEL SERVICE INC. COM 911312106 2222 31045 SH SOLE 31045 0 0
UNITED RENTALS INC. COM 911363109 530 16200 SH SOLE 16200 0 0
UNITED STATES STEEL CORP. COM 912909108 2235 117171 SH SOLE 117171 0 0
UNITED TECHNOLOGIES CORP. COM 913017109 5516 70452 SH SOLE 70452 0 0
UNITED THERAPEUTICS CORP COM 91307C102 537 9600 SH SOLE 9600 0 0
UNITEDHEALTH GROUP INCORPORATE COM 91324P102 5632 101645 SH SOLE 101645 0 0
UNIVERSAL CORPORATION COM 913456109 209 4100 SH SOLE 4100 0 0
UNIVERSAL HEALTH SERVICES COM 913903100 549 12000 SH SOLE 12000 0 0
UNUM GROUP COM 91529Y106 644 33506 SH SOLE 33506 0 0
URBAN OUTFITTERS, INC. COM 917047102 329 8760 SH SOLE 8760 0 0
VOXX INTERNATIONAL CORP COM 91829F104 92 12300 SH SOLE 12300 0 0
VALE SA ADR 91912E105 1967 109900 SH SOLE 109900 0 0
VALERO ENERGY CORP. COM 91913Y100 2005 63321 SH SOLE 63321 0 0
VALLEY NATIONAL BANCORP COM 919794107 154 15346 SH SOLE 15346 0 0
VANGUARD MSCI EMERGING MARKETS ETF 922042858 1286 30800 SH SOLE 30800 0 0
VARIAN MEDICAL SYSTEMS, INC. COM 92220P105 450 7471 SH SOLE 7471 0 0
VENTAS INC. REIT 92276F100 6868 110323 SH SOLE 110323 0 0
VERIFONE SYSTEMS, INC. COM 92342Y109 326 11700 SH SOLE 11700 0 0
VERISIGN, INC. COM 92343E102 1159 23820 SH SOLE 23820 0 0
VERIZON COMMUNICATIONS INC. COM 92343V104 10066 220887 SH SOLE 220887 0 0
VERISK ANALYTICS, INC. COM 92345Y106 219 4600 SH SOLE 4600 0 0
VERTIS HOLDINGS INC. COM 92535B205 1389 70450 SH SOLE 70450 0 0
VIACOM INC. COM 92553P201 2063 38500 SH SOLE 38500 0 0
VILLAGE SUPER MARKET COM 927107409 206 5600 SH SOLE 5600 0 0
VIRGIN MEDIA INC. COM 92769L101 339 11500 SH SOLE 11500 0 0
VISA INC. COM 92826C839 4132 30778 SH SOLE 30778 0 0
VISHAY INTERTECHNOLOGY, INC. COM 928298108 485 49400 SH SOLE 49400 0 0
VISTEON CORP. COM 92839U206 4445 100000 SH SOLE 100000 0 0
VMWARE, INC. COM 928563402 356 3680 SH SOLE 3680 0 0
VORNADO REALTY TRUST REIT 929042109 5543 68385 SH SOLE 68385 0 0
VORNADO REALTY LP CONV 929043AC1 1001 1000000 PRN SOLE 1000000 0 0
VULCAN MATERIALS CO. COM 929160109 798 16863 SH SOLE 16863 0 0
W T OFFSHORE INC COM 92922P106 967 51500 SH SOLE 51500 0 0
WABCO HOLDINGS INC COM 92927K102 271 4700 SH SOLE 4700 0 0
WAL-MART STORES INC. COM 931142103 8591 116415 SH SOLE 116415 0 0
WALGREEN CO. COM 931422109 2437 66863 SH SOLE 66863 0 0
WALTER ENERGY INC COM 93317Q105 970 29900 SH SOLE 29900 0 0
WALTER INVESTMENT MGMT CORP. REIT 93317W102 291 7853 SH SOLE 7853 0 0
WASHINGTON REAL ESTATE INV REIT 939653101 225 8390 SH SOLE 8390 0 0
WASTE CONNECTIONS, INC. COM 941053100 238 7850 SH SOLE 7850 0 0
WASTE MANAGEMENT INC. COM 94106L109 1574 49039 SH SOLE 49039 0 0
WATERS CORPORATION COM 941848103 224 2700 SH SOLE 2700 0 0
WATSON PHARMACEUTICALS INC. COM 942683103 334 3917 SH SOLE 3917 0 0
WEINGARTEN REALTY INVESTORS REIT 948741103 1340 47650 SH SOLE 47650 0 0
WELLPOINT INC. COM 94973V107 1579 27214 SH SOLE 27214 0 0
WELLS FARGO & CO. COM 949746101 14491 419680 SH SOLE 419680 0 0
WENDY'S COMPANY COM 95058W100 56 12200 SH SOLE 12200 0 0
WESTERN DIGITAL CORPORATION COM 958102105 3574 92283 SH SOLE 92283 0 0
WESTERN REFINING, INC. COM 959319104 243 9300 SH SOLE 9300 0 0
WESTERN UNION COMPANY, THE COM 959802109 1613 88515 SH SOLE 88515 0 0
WESTLAKE CHEMICAL CORPORATION COM 960413102 1111 15200 SH SOLE 15200 0 0
WEYERHAEUSER CO. COM 962166104 2000 76534 SH SOLE 76534 0 0
WHIRLPOOL CORP. COM 963320106 918 11067 SH SOLE 11067 0 0
WHOLE FOODS MARKET INC. COM 966837106 804 8261 SH SOLE 8261 0 0
JOHN WILEY & SONS, INC. COM 968223206 202 4400 SH SOLE 4400 0 0
WILLIAMS COMPANIES INC., THE COM 969457100 409 11681 SH SOLE 11681 0 0
WINDSTREAM CORP. COM 97381W104 501 49351 SH SOLE 49351 0 0
WISCONSIN ENERGY CORP. COM 976657106 964 25582 SH SOLE 25582 0 0
WORLD ACCEPTANCE CORP COM 981419104 203 3000 SH SOLE 3000 0 0
WORLD FUEL SERVICES CORP. COM 981475106 552 15500 SH SOLE 15500 0 0
WORTHINGTON INDUSTRIES, INC. COM 981811102 2441 112700 SH SOLE 112700 0 0
WYNDHAM WORLDWIDE CORP. COM 98310W108 1713 32631 SH SOLE 32631 0 0
WYNN LAS VEGAS LLC REIT 983134107 461 3997 SH SOLE 3997 0 0
XCEL ENERGY INC. COM 98389B100 1270 45829 SH SOLE 45829 0 0
XILINX INC. COM 983919101 618 18527 SH SOLE 18527 0 0
XEROX CORP. COM 984121103 2067 281582 SH SOLE 281582 0 0
XYLEM INC. COM 98419M100 233 9256 SH SOLE 9256 0 0
YAHOO! INC. COM 984332106 456 28563 SH SOLE 28563 0 0
YUM! BRANDS INC. COM 988498101 637 9611 SH SOLE 9611 0 0
ZIMMER HOLDINGS INC. COM 98956P102 1356 20039 SH SOLE 20039 0 0
ZIONS BANCORPORATION COM 989701107 515 24926 SH SOLE 24926 0 0
ZYNGA INC COM 98986T108 377 132900 SH SOLE 132900 0 0
XSTRATA CAPITAL CORPORATION A. CONV EG3053709 17733 17733000 PRN SOLE 17733000 0 0
MELCO CROWN SPV LTD CONV EG6839385 17562 17142857 PRN SOLE 17142857 0 0
AMDOCS LTD COM G02602103 323 9800 SH SOLE 9800 0 0
AON PLC COM G0408V102 981 18752 SH SOLE 18752 0 0
ARCH CAPITAL GROUP LTD COM G0450A105 871 20900 SH SOLE 20900 0 0
ASPEN INSURANCE HOLDINGS LTD COM G05384105 548 18000 SH SOLE 18000 0 0
ASSURED GUARANTY LTD COM G0585R106 575 42200 SH SOLE 42200 0 0
AXIS CAPITAL HOLDINGS LTD COM G0692U109 255 7300 SH SOLE 7300 0 0
ACCENTURE PLC COM G1151C101 3243 46300 SH SOLE 46300 0 0
BUNGE LIMITED COM G16962105 1991 29700 SH SOLE 29700 0 0
COOPER INDUSTRIES PLC COM G24140108 1405 18700 SH SOLE 18700 0 0
COVIDIEN PLC COM G2554F113 1110 18700 SH SOLE 18700 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 639 20600 SH SOLE 20600 0 0
ENSCO PLC COM G3157S106 1615 29600 SH SOLE 29600 0 0
EVEREST RE GROUP LTD COM G3223R108 304 2840 SH SOLE 2840 0 0
FREESCALE SEMICONDUCTOR HLD I COM G3727Q101 148 15600 SH SOLE 15600 0 0
GENPACT LTD COM G3922B107 255 15300 SH SOLE 15300 0 0
HERBALIFE LTD. COM G4412G101 705 14880 SH SOLE 14880 0 0
INGERSOLL-RAND PLC COM G47791101 2612 58300 SH SOLE 58300 0 0
INVESCO LTD. COM G491BT108 820 32835 SH SOLE 32835 0 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 436 47600 SH SOLE 47600 0 0
NABORS INDUSTRIES INC. COM G6359F103 574 40864 SH SOLE 40864 0 0
PARTNERRE LTD COM G6852T105 661 8900 SH SOLE 8900 0 0
ROWAN COS. INC. COM G7665A101 517 15308 SH SOLE 15308 0 0
SEAGATE TECHNOLOGY COM G7945M107 1707 55100 SH SOLE 55100 0 0
VALIDUS HOLDINGS LTD COM G9319H102 1027 30300 SH SOLE 30300 0 0
VANTAGE DRILLING COMPANY COM G93205113 12696 6900000 SH SOLE 6900000 0 0
WARNER CHILCOTT PLC COM G94368100 797 59000 SH SOLE 59000 0 0
WHITE MOUNTAINS INS GROUP INC. COM G9618E107 229 447 SH SOLE 447 0 0
XLIT LTD. COM G98290102 1250 52035 SH SOLE 52035 0 0
ACE LTD. COM H0023R105 1981 26200 SH SOLE 26200 0 0
ALLIED WORLD ASSURANCE HOLDING COM H01531104 1405 18200 SH SOLE 18200 0 0
WEATHERFORD INTERNATIONAL LTD COM H27013103 133 10500 SH SOLE 10500 0 0
GARMIN LTD COM H2906T109 1075 25740 SH SOLE 25740 0 0
TRANSOCEAN INC. COM H8817H100 965 21500 SH SOLE 21500 0 0
TYCO INTERNATIONAL LTD. COM H89128104 945 16800 SH SOLE 16800 0 0
TE CONNECTIVITY LTD. COM H8912P106 241 7100 SH SOLE 7100 0 0
CNH GLOBAL NV COM N20935206 202 5200 SH SOLE 5200 0 0
LYONDELLBASELL INDUSTRIES N.V. COM N53745100 3859 74701 SH SOLE 74701 0 0
COPA HOLDINGS SA COM P31076105 1049 12900 SH SOLE 12900 0 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 719 20600 SH SOLE 20600 0 0