0000009015-13-000036.txt : 20130806
0000009015-13-000036.hdr.sgml : 20130806
20130806151620
ACCESSION NUMBER: 0000009015-13-000036
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20130630
FILED AS OF DATE: 20130806
DATE AS OF CHANGE: 20130806
EFFECTIVENESS DATE: 20130806
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: 131013213
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
primary_doc.xml
13F-HR
LIVE
false
true
false
0000009015
XXXXXXXX
06-30-2013
06-30-2013
BABSON CAPITAL MANAGEMENT LLC
470 ATLANTIC AVENUE
10TH FLOOR
BOSTON
MA
02210
13F HOLDINGS REPORT
028-00060
Y
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.
Melissa LaGrant
Managing Director
617-761-3731
/s/ Melissa LaGrant
Boston
MA
08-05-2013
1
888
2226884
false
1
0000225602
028-00548
MASSACHUSETTS MUTUAL LIFE INSURANCE CO
INFORMATION TABLE
2
InformationTable_06302013.Xml
3M COMPANY
COM
88579Y101
2778
25407
SH
SOLE
25407
0
0
A.O. SMITH CORPORATION
COM
831865209
715
19700
SH
SOLE
19700
0
0
ABBOTT LABORATORIES
COM
002824100
7511
215326
SH
SOLE
215326
0
0
ABBVIE, INC.
COM
00287Y109
8364
202326
SH
SOLE
202326
0
0
ABERCROMBIE & FITCH CO.
COM
002896207
2333
51561
SH
SOLE
51561
0
0
ABRAXAS PETROLEUM CORP
COM
003830106
21
10130
SH
SOLE
10130
0
0
ACCENTURE PLC
COM
G1151C101
3656
50800
SH
SOLE
50800
0
0
ACCO BRANDS CORP.
COM
00081T108
2855
448873
SH
SOLE
448873
0
0
ACCURIDE CORP.
COM
00439T206
3855
761808
SH
SOLE
761808
0
0
ACE LTD.
COM
H0023R105
2631
29400
SH
SOLE
29400
0
0
ACTAVIS, INC.
COM
00507K103
1006
7967
SH
SOLE
7967
0
0
ACTIVISION BLIZZARD, INC.
COM
00507V109
405
28400
SH
SOLE
28400
0
0
ADELPHIA RECOVERY TRUST
COM
00685R409
0
1783299
SH
SOLE
1783299
0
0
ADOBE SYSTEMS INC.
COM
00724F101
1029
22595
SH
SOLE
22595
0
0
ADT CORPORATION THE
COM
00101J106
929
23300
SH
SOLE
23300
0
0
ADVANCE AUTO STORES CO., INC.
COM
00751Y106
320
3940
SH
SOLE
3940
0
0
ADVANCED MICRO DEVICES INC.
COM
007903107
60
14747
SH
SOLE
14747
0
0
ADVANCED MICRO DEVICES INC.
CONV
007903AL1
25531
25000000
PRN
SOLE
25000000
0
0
AECOM TECHNOLOGY CORP.
COM
00766T100
1831
57600
SH
SOLE
57600
0
0
AES CORP., THE
COM
00130H105
524
43664
SH
SOLE
43664
0
0
AETNA, INC.
COM
00817Y108
3282
51645
SH
SOLE
51645
0
0
AFFILIATED MANAGERS GROUP, INC.
COM
008252108
305
1860
SH
SOLE
1860
0
0
AFLAC INC.
COM
001055102
1826
31417
SH
SOLE
31417
0
0
AGCO CORP.
COM
001084102
682
13598
SH
SOLE
13598
0
0
AGILENT TECHNOLOGIES INC.
COM
00846U101
575
13456
SH
SOLE
13456
0
0
AGL RESOURCES INC.
COM
001204106
554
12924
SH
SOLE
12924
0
0
AGRIUM, INC.
COM
008916108
1330
15300
SH
SOLE
15300
0
0
AIR PRODUCTS AND CHEMICALS INC.
COM
009158106
550
6005
SH
SOLE
6005
0
0
AIR TRANSPORT SVCS GROUP, INC.
COM
00922R105
463
70000
SH
SOLE
70000
0
0
AIRGAS, INC.
COM
009363102
3185
33365
SH
SOLE
33365
0
0
AK STEEL CORP.
CONV
001546AP5
9654
11250000
PRN
SOLE
11250000
0
0
AKAMAI TECHNOLOGIES, INC.
COM
00971T101
389
9136
SH
SOLE
9136
0
0
ALABAMA AIRCRAFT IND, INC.
COM
01023E100
36
903448
SH
SOLE
903448
0
0
ALASKA AIR GROUP, INC.
COM
011659109
1732
33300
SH
SOLE
33300
0
0
ALCOA INC.
COM
013817101
1373
175572
SH
SOLE
175572
0
0
ALERE INC.
COM
01449J105
10555
430800
SH
SOLE
430800
0
0
ALEXION PHARMACEUTICALS, INC.
COM
015351109
353
3830
SH
SOLE
3830
0
0
ALLEGHANY CORP.
COM
017175100
248
647
SH
SOLE
647
0
0
ALLERGAN INC.
COM
018490102
1558
18496
SH
SOLE
18496
0
0
ALLIANCE DATA SYSTEMS CORPORATION
COM
018581108
301
1660
SH
SOLE
1660
0
0
ALLIANCE HOLDINGS GP LP
COM
01861G100
323
5070
SH
SOLE
5070
0
0
ALLIANCE RESOURCE PARTNERS
COM
01877R108
416
5895
SH
SOLE
5895
0
0
ALLIANT ENERGY CORP.
COM
018802108
262
5200
SH
SOLE
5200
0
0
ALLIANT TECHSYSTEMS, INC.
COM
018804104
667
8100
SH
SOLE
8100
0
0
ALLIED NEVADA GOLD CORP
COM
019344100
83
12800
SH
SOLE
12800
0
0
ALLIED WORLD ASSURANCE HOLDING
COM
H01531104
540
5900
SH
SOLE
5900
0
0
ALLISON TRANSMISSION HOLDINGS, INC
COM
01973R101
512
22200
SH
SOLE
22200
0
0
ALLSTATE CORPORATION
COM
020002101
2091
43460
SH
SOLE
43460
0
0
ALPHA NATURAL RESOURCES, LLC
COM
02076X102
306
58400
SH
SOLE
58400
0
0
ALTRIA GROUP INC.
COM
02209S103
4065
116170
SH
SOLE
116170
0
0
AMAZON.COM INC.
COM
023135106
1821
6557
SH
SOLE
6557
0
0
AMC NETWORKS INC.
COM
00164V103
549
8400
SH
SOLE
8400
0
0
AMERCO
COM
023586100
1298
8020
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8020
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AMERICAN CAPITAL AGENCY CORP
REIT
02503X105
614
26700
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SOLE
26700
0
0
AMERICAN CAPITAL LTD.
COM
02503Y103
661
52200
SH
SOLE
52200
0
0
AMERICAN EAGLE OUTFITTERS INC
COM
02553E106
250
13700
SH
SOLE
13700
0
0
AMERICAN ELECTRIC POWER CO. INC.
COM
025537101
2573
57458
SH
SOLE
57458
0
0
AMERICAN EXPRESS COMPANY
COM
025816109
4772
63837
SH
SOLE
63837
0
0
AMERICAN FINANCIAL GROUP, INC.
COM
025932104
924
18882
SH
SOLE
18882
0
0
AMERICAN INTERNATIONAL GROUP INC.
COM
026874784
6630
148314
SH
SOLE
148314
0
0
AMERICAN RAILCAR INDUSTRIES INC.
COM
02916P103
3304
98600
SH
SOLE
98600
0
0
AMERICAN TOWER CORP.
REIT
03027X100
293
4002
SH
SOLE
4002
0
0
AMERICAN WATER WORKS CO. INC.
COM
030420103
313
7600
SH
SOLE
7600
0
0
AMERICA'S CAR-MART, INC.
COM
03062T105
480
11100
SH
SOLE
11100
0
0
AMERIPRISE FINANCIAL, INC.
COM
03076C106
2759
34118
SH
SOLE
34118
0
0
AMERISOURCEBERGEN CORPORATION
COM
03073E105
1991
35667
SH
SOLE
35667
0
0
AMETEK INC.
COM
031100100
278
6575
SH
SOLE
6575
0
0
AMGEN INC.
COM
031162100
7432
75326
SH
SOLE
75326
0
0
AMGEN INC.
CONV
031162AE0
37538
47142857
PRN
SOLE
47142857
0
0
AMPHENOL CORP.
COM
032095101
465
5968
SH
SOLE
5968
0
0
ANADARKO PETROLEUM CORP.
COM
032511107
3103
36105
SH
SOLE
36105
0
0
ANALOG DEVICES INC.
COM
032654105
739
16393
SH
SOLE
16393
0
0
ANNALY CAPITAL MANAGEMENT, INC.
REIT
035710409
773
61460
SH
SOLE
61460
0
0
ANTHRACITE CAPITAL, INC.
REIT
037023108
0
10000
SH
SOLE
10000
0
0
AOL INC
COM
00184X105
361
9900
SH
SOLE
9900
0
0
AON PLC
COM
G0408V102
1380
21452
SH
SOLE
21452
0
0
APACHE CORP.
COM
037411105
894
10667
SH
SOLE
10667
0
0
APOLLO GROUP, INC.
COM
037604105
2681
151314
SH
SOLE
151314
0
0
APPLE, INC.
COM
037833100
26390
66628
SH
SOLE
66628
0
0
APPLIED MATERIALS INC.
COM
038222105
1241
83206
SH
SOLE
83206
0
0
APPROACH RESOURCES, INC.
COM
03834A103
972
39546
SH
SOLE
39546
0
0
AQUA AMERICA, INC.
COM
03836W103
357
11400
SH
SOLE
11400
0
0
ARCH CAPITAL GROUP LTD.
COM
G0450A105
735
14300
SH
SOLE
14300
0
0
ARCH COAL, INC.
COM
039380100
318
84100
SH
SOLE
84100
0
0
ARCHER DANIELS MIDLAND COMPANY
COM
039483102
4511
133018
SH
SOLE
133018
0
0
ARCHSTONE-SMITH TRUST
CONV
039584AC1
28650
30000000
PRN
SOLE
30000000
0
0
ARES CAPITAL CORPORATION
COM
04010L103
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233200
SH
SOLE
233200
0
0
ARGAN INC
COM
04010E109
176
11300
SH
SOLE
11300
0
0
ARROW ELECTRONICS INC.
COM
042735100
223
5600
SH
SOLE
5600
0
0
ASHLAND INC.
COM
044209104
284
3400
SH
SOLE
3400
0
0
ASSURANT INC.
COM
04621X108
1010
19848
SH
SOLE
19848
0
0
ASSURED GUARANTY, LTD.
COM
G0585R106
790
35800
SH
SOLE
35800
0
0
ASTEX PHARMACEUTICALS, INC.
COM
04624B103
51
12500
SH
SOLE
12500
0
0
AT&T INC.
COM
00206R102
14909
421169
SH
SOLE
421169
0
0
ATWOOD OCEANICS, INC.
COM
050095108
260
5000
SH
SOLE
5000
0
0
AUTODESK, INC.
COM
052769106
307
9034
SH
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9034
0
0
AUTOMATIC DATA PROCESSING INC.
COM
053015103
1557
22610
SH
SOLE
22610
0
0
AUTOZONE INC.
COM
053332102
787
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0
0
AUXILIUM PHARMACEUTICALS, INC.
COM
05334D107
386
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SH
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0
0
AVERY DENNISON CORP.
COM
053611109
1304
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0
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AVIS BUDGET GROUP INC.
COM
053774105
316
11000
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11000
0
0
AVNET, INC.
COM
053807103
571
17000
SH
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17000
0
0
AVON PRODUCTS INC.
COM
054303102
1960
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0
0
AXIALL CORPORATION
COM
05463D100
3702
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SH
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86950
0
0
AXIS CAPITAL HOLDINGS LTD.
COM
G0692U109
1250
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27300
0
0
B H P BILLITON LTD
ADR
088606108
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0
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B T U INTERNATIONAL, INC.
COM
056032105
648
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BABSON CAP PARTN INVS TRUST
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05616B100
775
52969
SH
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52969
0
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BABSON CAPITAL GLOBAL INV FUND
COM
G0R5DZ663
98950
1000000
SH
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1000000
0
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BAKER HUGHES INC.
COM
057224107
750
16268
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BALCHEM CORP.
COM
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255
5700
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BALL CORPORATION
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BALLY TECHNOLOGIES INC.
COM
05874B107
350
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BANK OF AMERICA CORPORATION
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BAXTER INTERNATIONAL INC.
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BB&T CORP.
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BE AEROSPACE INC.
COM
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BEAZER HOMES U S A, INC.
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BECKMAN COULTER INC.
CONV
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9565
8000000
PRN
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BECTON DICKINSON & CO.
COM
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BEL FUSE, INC.
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BEST BUY COMPANY, INC.
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BILL BARRETT CORP.
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BIOGEN IDEC INC.
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BMC SOFTWARE INC.
COM
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BOEING CO.
COM
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44828
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44828
0
0
BOISE INC
COM
09746Y105
331
38800
SH
SOLE
38800
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0
BOOZ ALLEN HAMILTON HOLDING CORP
COM
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BORGWARNER INC.
COM
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BOSTON PROPERTIES INC.
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101121101
322
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0
0
BOSTON SCIENTIFIC CORP.
COM
101137107
584
63025
SH
SOLE
63025
0
0
BRINKER INTERNATIONAL
COM
109641100
256
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SOLE
6500
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COM
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COM
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BROADCOM CORPORATION
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COM
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COM
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373
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SOLE
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BUCKEYE PARTNERS LP
COM
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3300
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0
BUCKEYE TECHNOLOGIES, INC.
COM
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BUNGE LTD.
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CA, INC.
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CABLEVISION SYSTEMS CORP.
COM
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168
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SOLE
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0
CABOT OIL & GAS CORPORATION
COM
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CADENCE DESIGN SYSTEMS, INC.
COM
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287
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CALUMET SPECIALTY PRODUCTS PAR
COM
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268
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7365
0
0
CAMPBELL SOUP COMPANY
COM
134429109
568
12689
SH
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12689
0
0
CANADIAN NATURAL RESOURCES LTD
COM
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0
0
CAPITAL ONE FINANCIAL CORP.
COM
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CARDINAL HEALTH, INC.
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CARDTRONICS INC.
COM
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SOLE
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CAREFUSION CORP.
COM
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CARIBE MEDIA INC
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COM
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CBOE HOLDINGS INC
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CBRE GROUP INC.
COM
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390
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CBS CORPORATION
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CCS MEDICAL HOLDINGS INC
COM
12503E106
142
14236
SH
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14236
0
0
CELANESE CORPORATION
COM
150870103
1487
33190
SH
SOLE
33190
0
0
CELGENE CORPORATION
COM
151020104
4103
35097
SH
SOLE
35097
0
0
CENTENE CORPORATION
COM
15135B101
231
4400
SH
SOLE
4400
0
0
CENTERPOINT ENERGY INC.
COM
15189T107
610
25966
SH
SOLE
25966
0
0
CENTRAL GARDEN & PET CO.
COM
153527106
1593
224400
SH
SOLE
224400
0
0
CENTRAL GARDEN & PET CO.
COM
153527205
1549
224500
SH
SOLE
224500
0
0
CENTURYLINK, INC.
COM
156700106
2158
61058
SH
SOLE
61058
0
0
CERNER CORPORATION
COM
156782104
432
4500
SH
SOLE
4500
0
0
CF INDUSTRIES HOLDINGS, INC.
COM
125269100
6529
38070
SH
SOLE
38070
0
0
CHARLES SCHWAB CORP.
COM
808513105
759
35734
SH
SOLE
35734
0
0
CHASE PACKAGING CORP.
COM
161635107
1
19082
SH
SOLE
19082
0
0
CHEMED CORPORATION
COM
16359R103
1898
26200
SH
SOLE
26200
0
0
CHESAPEAKE ENERGY CORP.
COM
165167107
485
23788
SH
SOLE
23788
0
0
CHESAPEAKE ENERGY CORP.
CONV
165167BZ9
18729
19885000
PRN
SOLE
19885000
0
0
CHESAPEAKE ENERGY CORP.
CONV
165167CB1
1753
2000000
PRN
SOLE
2000000
0
0
CHESAPEAKE ENERGY CORPORATION
CONV
165167CA3
67336
72017174
PRN
SOLE
72017174
0
0
CHEVRON CORPORATION
COM
166764100
20181
170534
SH
SOLE
170534
0
0
CHICAGO BRIDGE & IRON COMPANY N.V.
COM
167250109
788
13200
SH
SOLE
13200
0
0
CHIMERA INVESTMENT CORP
REIT
16934Q109
890
296800
SH
SOLE
296800
0
0
CHIQUITA BRANDS INTERNATIONAL INC.
CONV
170032AT3
6197
6485000
PRN
SOLE
6485000
0
0
CHUBB CORP., THE
COM
171232101
2542
30024
SH
SOLE
30024
0
0
CHURCH & DWIGHT CO., INC.
COM
171340102
411
6660
SH
SOLE
6660
0
0
CIA DE MINAS BUENAVENTURA SA
ADR
204448104
325
22000
SH
SOLE
22000
0
0
CIGNA CORPORATION
COM
125509109
3070
42351
SH
SOLE
42351
0
0
CINCINNATI FINANCIAL CORP.
COM
172062101
1199
26120
SH
SOLE
26120
0
0
CINEMARK HOLDINGS, INC.
COM
17243V102
385
13800
SH
SOLE
13800
0
0
CINTAS CORPORATION
COM
172908105
680
14927
SH
SOLE
14927
0
0
CISCO SYSTEMS INC.
COM
17275R102
14352
590366
SH
SOLE
590366
0
0
CIT GROUP, INC.
COM
125581801
2621
56209
SH
SOLE
56209
0
0
CITIGROUP, INC.
COM
172967424
22106
460832
SH
SOLE
460832
0
0
CLEAN ENERGY FUELS CORP.
COM
184499101
2640
200000
SH
SOLE
200000
0
0
CLEARWIRE CORP.
COM
18538Q105
74
14900
SH
SOLE
14900
0
0
CLIFFS NATURAL RESOURCES, INC.
COM
18683K101
1305
80306
SH
SOLE
80306
0
0
CLOROX COMPANY
COM
189054109
1087
13070
SH
SOLE
13070
0
0
CLOUD PEAK ENERGY INC
COM
18911Q102
692
42000
SH
SOLE
42000
0
0
CME GROUP INC.
COM
12572Q105
1316
17315
SH
SOLE
17315
0
0
CMS ENERGY CORP.
COM
125896100
739
27213
SH
SOLE
27213
0
0
CNA FINANCIAL CORP.
COM
126117100
297
9100
SH
SOLE
9100
0
0
CNH GLOBAL NV
COM
N20935206
246
5900
SH
SOLE
5900
0
0
COACH, INC.
COM
189754104
891
15613
SH
SOLE
15613
0
0
COCA-COLA CO., THE
COM
191216100
8889
221614
SH
SOLE
221614
0
0
COCA-COLA ENTERPRISES, INC.
COM
19122T109
1637
46563
SH
SOLE
46563
0
0
COCA-COLA FEMSA SA DE CV
ADR
191241108
309
2200
SH
SOLE
2200
0
0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
COM
192446102
509
8137
SH
SOLE
8137
0
0
COLGATE-PALMOLIVE COMPANY
COM
194162103
3446
60142
SH
SOLE
60142
0
0
COLUMBUS MCKINNON CORPORATION
COM
199333105
10376
486689
SH
SOLE
486689
0
0
COMCAST CORP.
COM
20030N101
10491
250493
SH
SOLE
250493
0
0
COMERICA INC.
COM
200340107
837
21007
SH
SOLE
21007
0
0
COMMUNITY HEALTH SYSTEMS INC.
COM
203668108
647
13800
SH
SOLE
13800
0
0
COMPASS MINERALS INTERNATIONAL
COM
20451N101
2215
26200
SH
SOLE
26200
0
0
COMPUTER SCIENCES CORP.
COM
205363104
2456
56116
SH
SOLE
56116
0
0
COMTECH TELECOMMUNICATIONS
COM
205826209
250
9300
SH
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9300
0
0
CONAGRA FOODS INC.
COM
205887102
355
10158
SH
SOLE
10158
0
0
CONCHO RESOURCES, INC.
COM
20605P101
938
11200
SH
SOLE
11200
0
0
CONMED CORP.
COM
207410101
5315
170150
SH
SOLE
170150
0
0
CONOCOPHILLIPS
COM
20825C104
7344
121387
SH
SOLE
121387
0
0
CONSOLIDATED EDISON, INC.
COM
209115104
1111
19051
SH
SOLE
19051
0
0
CONSTELLATION BRANDS INC.
COM
21036P108
801
15364
SH
SOLE
15364
0
0
CONTEC LLC
COM
061508WW3
866
866198
SH
SOLE
866198
0
0
COOPER-STANDARD HOLDINGS, INC.
COM
21676P103
2793
60055
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SOLE
60055
0
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COPA HOLDINGS SA
COM
P31076105
1065
8120
SH
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8120
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COPART, INC.
COM
217204106
342
11100
SH
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11100
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CORELOGIC INC.
COM
21871D103
429
18500
SH
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18500
0
0
CORNING INC.
COM
219350105
2203
154841
SH
SOLE
154841
0
0
CORRECTIONS CORP. OF AMERICA
REIT
22025Y407
550
16240
SH
SOLE
16240
0
0
COSTCO WHOLESALE CORP.
COM
22160K105
1441
13034
SH
SOLE
13034
0
0
COTT CORP.
COM
22163N106
10685
1368090
SH
SOLE
1368090
0
0
COVIDIEN PLC
COM
G2554F113
1873
29800
SH
SOLE
29800
0
0
CRANE CO.
COM
224399105
1304
21768
SH
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21768
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CREE, INC.
COM
225447101
307
4800
SH
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4800
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CROWN HOLDINGS INC.
COM
228368106
2349
57100
SH
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57100
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CST BRANDS INC.
COM
12646R105
884
28700
SH
SOLE
28700
0
0
CSX CORP.
COM
126408103
2506
108080
SH
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108080
0
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CUMMINS INC.
COM
231021106
930
8578
SH
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8578
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CVR ENERGY INC.
COM
12662P108
1422
30000
SH
SOLE
30000
0
0
CVS CAREMARK CORP.
COM
126650100
5905
103277
SH
SOLE
103277
0
0
D.R. HORTON INC.
COM
23331A109
462
21706
SH
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21706
0
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DANA HOLDING CORP
COM
235825205
220
11400
SH
SOLE
11400
0
0
DANAHER CORP.
COM
235851102
2200
34748
SH
SOLE
34748
0
0
DARLING INTERNATIONAL INC.
COM
237266101
6438
345000
SH
SOLE
345000
0
0
DAVITA HEALTHCARE PARTNERS INC.
COM
23918K108
673
5568
SH
SOLE
5568
0
0
DDR CORP.
REIT
23317H102
171
10300
SH
SOLE
10300
0
0
DEAN FOODS COMPANY
COM
242370104
305
30400
SH
SOLE
30400
0
0
DECKERS OUTDOOR CORPORATION
COM
243537107
283
5600
SH
SOLE
5600
0
0
DEERE & COMPANY
COM
244199105
636
7831
SH
SOLE
7831
0
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DELL INC.
COM
24702R101
1686
126325
SH
SOLE
126325
0
0
DELPHI AUTOMOTIVE PLC
COM
G27823106
1703
33600
SH
SOLE
33600
0
0
DELTA AIR LINES, INC.
COM
247361702
2892
154591
SH
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154591
0
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DENBURY RESOURCES INC.
COM
247916208
520
29997
SH
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29997
0
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DETOUR GOLD CORPORATION
CONV
250669AA6
5511
6280000
PRN
SOLE
6280000
0
0
DEVON ENERGY CORP.
COM
25179M103
680
13114
SH
SOLE
13114
0
0
DIAL GLOBAL INC.
COM
25247X107
106
407635
SH
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407635
0
0
DIAMOND OFFSHORE DRILLING INC.
COM
25271C102
644
9363
SH
SOLE
9363
0
0
DILLARD'S, INC.
COM
254067101
2328
28400
SH
SOLE
28400
0
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DIRECTV
COM
25490A309
3254
52814
SH
SOLE
52814
0
0
DISCOVER FINANCIAL SERVICES INC.
COM
254709108
2524
52978
SH
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52978
0
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DISCOVERY COMMUNICATIONS INC.
COM
25470F104
981
12700
SH
SOLE
12700
0
0
DOMINION RESOURCES INC.
COM
25746U109
1424
25058
SH
SOLE
25058
0
0
DOMINOS PIZZA, INC.
COM
25754A201
221
3800
SH
SOLE
3800
0
0
DOMTAR CORPORATION
COM
257559203
984
14800
SH
SOLE
14800
0
0
DORMAN PRODUCTS, INC.
COM
258278100
1081
23700
SH
SOLE
23700
0
0
DOVER CORP.
COM
260003108
2002
25776
SH
SOLE
25776
0
0
DOW CHEMICAL CO., THE
COM
260543103
2454
76276
SH
SOLE
76276
0
0
DR PEPPER SNAPPLE GROUP INC.
COM
26138E109
832
18114
SH
SOLE
18114
0
0
DREW INDUSTRIES, INC.
COM
26168L205
645
16400
SH
SOLE
16400
0
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DRIL-QUIP, INC.
COM
262037104
470
5200
SH
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5200
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DST SYSTEMS, INC.
COM
233326107
1014
15520
SH
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15520
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DSW, INC.
COM
23334L102
309
4200
SH
SOLE
4200
0
0
DTE ENERGY CO.
COM
233331107
2294
34237
SH
SOLE
34237
0
0
DU PONT (E.I.) DE NEMOURS & CO.
COM
263534109
1876
35731
SH
SOLE
35731
0
0
DUKE ENERGY CORP.
COM
26441C204
2530
37481
SH
SOLE
37481
0
0
DUN & BRADSTREET CORP., THE
COM
26483E100
2072
21265
SH
SOLE
21265
0
0
E C C CAPITAL CORP.
REIT
26826M108
79
1200000
SH
SOLE
1200000
0
0
EARTHLINK, INC.
COM
270321102
94
15200
SH
SOLE
15200
0
0
EAST WEST BANCORP, INC.
COM
27579R104
215
7800
SH
SOLE
7800
0
0
EASTMAN CHEMICAL COMPANY
COM
277432100
4626
66080
SH
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66080
0
0
EATON CORPORATION PLC
COM
G29183103
2147
32629
SH
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32629
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0
EBAY INC.
COM
278642103
1007
19472
SH
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19472
0
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ECOLAB INC.
COM
278865100
505
5924
SH
SOLE
5924
0
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EDISON INTERNATIONAL
COM
281020107
1231
25554
SH
SOLE
25554
0
0
EIGHTH NOTE, INC
COM
28257ZMM2
15000
15
SH
SOLE
15
0
0
EL PASO ELECTRIC COMPANY
COM
283677854
272
7700
SH
SOLE
7700
0
0
EL PASO PIPELINE PARTNERS LP
COM
283702108
455
10410
SH
SOLE
10410
0
0
ELECTRONIC ARTS, INC.
COM
285512109
958
41723
SH
SOLE
41723
0
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ELI LILLY & CO.
COM
532457108
7135
145252
SH
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145252
0
0
EMC CORP.
COM
268648102
3755
158957
SH
SOLE
158957
0
0
EMCOR GROUP, INC.
COM
29084Q100
447
11000
SH
SOLE
11000
0
0
EMERSON ELECTRIC COMPANY
COM
291011104
2881
52822
SH
SOLE
52822
0
0
ENBRIDGE ENERGY PARTNERS
COM
29250R106
222
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SH
SOLE
7275
0
0
ENDO PHARMACEUTICALS HOLDINGS INC.
COM
29264F205
493
13400
SH
SOLE
13400
0
0
ENDURANCE SPECIALTY HOLDINGS LTD.
COM
G30397106
1394
27100
SH
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27100
0
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ENERGIZER HOLDINGS INC.
COM
29266R108
642
6390
SH
SOLE
6390
0
0
ENERGY TRANSFER EQUITY LP
COM
29273V100
1030
17220
SH
SOLE
17220
0
0
ENERGY TRANSFER PARTNERS
COM
29273R109
1376
27223
SH
SOLE
27223
0
0
ENERSYS
COM
29275Y102
2648
54000
SH
SOLE
54000
0
0
ENSCO PLC
COM
G3157S106
1470
25300
SH
SOLE
25300
0
0
ENTERGY CORP
COM
29364G103
1645
23609
SH
SOLE
23609
0
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ENTERPRISE PRODUCTS PARTNERS L
COM
293792107
2076
33405
SH
SOLE
33405
0
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EOG RESOURCES INC.
COM
26875P101
1701
12915
SH
SOLE
12915
0
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EQT CORPORATION
COM
26884L109
767
9666
SH
SOLE
9666
0
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EQUIFAX INC.
COM
294429105
564
9578
SH
SOLE
9578
0
0
ESSEX RENTAL CORPORATION
COM
297187106
623
144191
SH
SOLE
144191
0
0
ESTEE LAUDER COMPANIES INC., THE
COM
518439104
235
3566
SH
SOLE
3566
0
0
ESTERLINE TECHNOLOGIES CORPORATION
COM
297425100
1533
21200
SH
SOLE
21200
0
0
EVEREST RE GROUP LTD.
COM
G3223R108
493
3840
SH
SOLE
3840
0
0
EXELIS INC.
COM
30162A108
867
62900
SH
SOLE
62900
0
0
EXELON CORP.
COM
30161N101
2435
78852
SH
SOLE
78852
0
0
EXPEDIA INC.
COM
30212P303
911
15140
SH
SOLE
15140
0
0
EXPRESS SCRIPTS HOLDING COMPANY
COM
30219G108
5319
86226
SH
SOLE
86226
0
0
EXXON CORP.
COM
30231G102
31448
348066
SH
SOLE
348066
0
0
F M C CORPORATION
COM
302491303
409
6700
SH
SOLE
6700
0
0
FEDERAL REALTY INVESTMENT TRUST
REIT
313747206
200
1930
SH
SOLE
1930
0
0
FEDEX CORP.
COM
31428X106
856
8686
SH
SOLE
8686
0
0
FIDELITY NATIONAL FINANCIAL INC.
COM
31620R105
474
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SH
SOLE
19900
0
0
FIDELITY NATIONAL INFORMATION SERVICES INC.
COM
31620M106
1592
37160
SH
SOLE
37160
0
0
FIESTA RESTAURANT GROUP
COM
31660B101
2772
80618
SH
SOLE
80618
0
0
FIFTH THIRD BANCORP
COM
316773100
2027
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SH
SOLE
112293
0
0
FIRST CITIZENS BANCSHARES, INC.
COM
31946M103
253
1318
SH
SOLE
1318
0
0
FIRST INTERSTATE BANCSYSTEM IN
COM
32055Y201
292
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SH
SOLE
14100
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FIRST NIAGARA FINANCIAL GROUP, INC.
COM
33582V108
175
17400
SH
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FIRST SOLAR INC.
COM
336433107
2411
53900
SH
SOLE
53900
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FIRSTENERGY CORP.
COM
337932107
1369
36650
SH
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36650
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FISERV, INC.
COM
337738108
2809
32135
SH
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FLIR SYSTEMS, INC.
COM
302445101
283
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SH
SOLE
10487
0
0
FLOWSERVE CORP.
COM
34354P105
413
7651
SH
SOLE
7651
0
0
FLUOR CORP.
COM
343412102
1367
23056
SH
SOLE
23056
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FOOT LOCKER INC.
COM
344849104
667
19000
SH
SOLE
19000
0
0
FORD MOTOR COMPANY
COM
345370860
5396
348775
SH
SOLE
348775
0
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FORTUNE BRANDS HOME & SECURITY INC
COM
34964C106
221
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FOSSIL, INC.
COM
34988V106
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2040
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SOLE
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FRANKLIN RESOURCES INC.
COM
354613101
1751
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FREEPORT-MCMORAN COPPER & GOLD INC.
COM
35671D857
4991
180750
SH
SOLE
180750
0
0
FREESCALE SEMICONDUCTOR, LTD
COM
G3727Q101
921
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SH
SOLE
68000
0
0
FRONTIER COMMUNICATIONS CORP.
COM
35906A108
1776
438445
SH
SOLE
438445
0
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GAMESTOP CORP.
COM
36467W109
1144
27212
SH
SOLE
27212
0
0
GANNETT COMPANY, INC.
COM
364730101
1367
55883
SH
SOLE
55883
0
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GAP INC., THE
COM
364760108
1164
27895
SH
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27895
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GARDNER DENVER INC.
COM
365558105
226
3000
SH
SOLE
3000
0
0
GARMIN LTD
COM
H2906T109
304
8400
SH
SOLE
8400
0
0
GENERAL DYNAMICS CORP.
COM
369550108
2166
27651
SH
SOLE
27651
0
0
GENERAL ELECTRIC COMPANY
COM
369604103
25187
1086101
SH
SOLE
1086101
0
0
GENERAL MILLS, INC.
COM
370334104
2665
54916
SH
SOLE
54916
0
0
GENERAL MOTORS CO
WAR
37045V118
1170
48744
SH
SOLE
48744
0
0
GENERAL MOTORS CO
WAR
37045V126
797
48744
SH
SOLE
48744
0
0
GENERAL MOTORS COMPANY
COM
37045V100
4441
133321
SH
SOLE
133321
0
0
GENTEX CORPORATION
COM
371901109
681
29560
SH
SOLE
29560
0
0
GENUINE PARTS CO
COM
372460105
1005
12870
SH
SOLE
12870
0
0
GENWORTH FINANCIAL INC.
COM
37247D106
1269
111253
SH
SOLE
111253
0
0
GEO SPECIALTY CHEMICALS, INC.
COM
37246R106
0
80750
SH
SOLE
80750
0
0
GEOMET, INC.
COM
37250U201
14
85857
SH
SOLE
85857
0
0
GILEAD SCIENCES, INC.
COM
375558103
3535
69022
SH
SOLE
69022
0
0
GOLD FIELDS LTD
ADR
38059T106
342
65200
SH
SOLE
65200
0
0
GOLD RESOURCE CORP
COM
38068T105
368
42300
SH
SOLE
42300
0
0
GOLDMAN SACHS GROUP INC., THE
COM
38141G104
8736
57758
SH
SOLE
57758
0
0
GOODYEAR TIRE & RUBBER CO., THE
COM
382550101
1022
66812
SH
SOLE
66812
0
0
GOOGLE, INC.
COM
38259P508
16422
18653
SH
SOLE
18653
0
0
GRAINGER (W.W.) INC.
COM
384802104
728
2886
SH
SOLE
2886
0
0
GRAPHIC PACKAGING HOLDING CO.
COM
388689101
18950
2448300
SH
SOLE
2448300
0
0
GREAT LAKES DREDGE&DOCK CORP.
COM
390607109
7044
900747
SH
SOLE
900747
0
0
GREAT PLAINS ENERGY INC.
COM
391164100
244
10806
SH
SOLE
10806
0
0
GREEN MOUNTAIN COFFEE ROASTERS INC.
COM
393122106
600
8000
SH
SOLE
8000
0
0
GREIF INC.
COM
397624107
2670
50700
SH
SOLE
50700
0
0
GSE HOLDING, INC.
COM
36191X100
1882
325000
SH
SOLE
325000
0
0
GSE SYSTEMS INC
COM
36227K106
713
472100
SH
SOLE
472100
0
0
GULFPORT ENERGY CORPORATION
COM
402635304
214
4550
SH
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4550
0
0
H&R BLOCK INC.
COM
093671105
974
35105
SH
SOLE
35105
0
0
HALCON RESOURCES CORPORATION
COM
40537Q209
1134
200000
SH
SOLE
200000
0
0
HALLADOR ENERGY CO
COM
40609P105
246
30512
SH
SOLE
30512
0
0
HALLIBURTON CO.
COM
406216101
2496
59838
SH
SOLE
59838
0
0
HANESBRANDS INC.
COM
410345102
802
15600
SH
SOLE
15600
0
0
HANOVER INSURANCE GROUP, INC.
COM
410867105
1052
21500
SH
SOLE
21500
0
0
HARLEY-DAVIDSON INC.
COM
412822108
593
10810
SH
SOLE
10810
0
0
HARRIS CORPORATION
COM
413875105
2275
46194
SH
SOLE
46194
0
0
HARTFORD FINANCIAL SERVICES GROUP INC., THE
COM
416515104
1428
46170
SH
SOLE
46170
0
0
HASBRO INC.
COM
418056107
1008
22478
SH
SOLE
22478
0
0
HATTERAS FINANCIAL CORP
REIT
41902R103
387
15700
SH
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15700
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
180
29400
SH
SOLE
29400
0
0
HCA HOLDINGS, INC.
COM
40412C101
1067
29600
SH
SOLE
29600
0
0
HCC INSURANCE HOLDINGS INC.
COM
404132102
240
5566
SH
SOLE
5566
0
0
HCP INC.
REIT
40414L109
1759
38711
SH
SOLE
38711
0
0
HEALTH CARE REIT INC.
REIT
42217K106
378
5646
SH
SOLE
5646
0
0
HEALTH MANAGEMENT ASSOCIATES INC.
COM
421933102
1462
93000
SH
SOLE
93000
0
0
HEINEKEN NV
ADR
423012301
277
8700
SH
SOLE
8700
0
0
HELIX ENERGY SOLUTIONS GROUP
COM
42330P107
1016
44100
SH
SOLE
44100
0
0
HELMERICH & PAYNE, INC.
COM
423452101
1720
27540
SH
SOLE
27540
0
0
HERBALIFE LTD.
COM
G4412G101
956
21180
SH
SOLE
21180
0
0
HERSHEY COMPANY, THE
COM
427866108
506
5666
SH
SOLE
5666
0
0
HERTZ GLOBAL HOLDINGS INC.
COM
42805T105
456
18400
SH
SOLE
18400
0
0
HESS CORP
COM
42809H107
1628
24479
SH
SOLE
24479
0
0
HEWLETT-PACKARD CO.
COM
428236103
6246
251837
SH
SOLE
251837
0
0
HILLENBRAND, INC.
COM
431571108
8467
357106
SH
SOLE
357106
0
0
HILLSHIRE BRANDS CO. (THE)
COM
432589109
800
24180
SH
SOLE
24180
0
0
HOLLYFRONTIER CORP.
COM
436106108
3573
83520
SH
SOLE
83520
0
0
HOME DEPOT, INC.
COM
437076102
11606
149817
SH
SOLE
149817
0
0
HONEYWELL INTERNATIONAL, INC.
COM
438516106
4667
58817
SH
SOLE
58817
0
0
HORMEL FOODS CORP.
COM
440452100
350
9060
SH
SOLE
9060
0
0
HORNBECK OFFSHORE SERVICES INC.
COM
440543106
14263
266600
SH
SOLE
266600
0
0
HOSPIRA INC.
COM
441060100
331
8641
SH
SOLE
8641
0
0
HOST HOTELS & RESORTS INC.
REIT
44107P104
786
46588
SH
SOLE
46588
0
0
HUDSON CITY BANCORP, INC.
COM
443683107
223
24315
SH
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24315
0
0
HUMANA, INC.
COM
444859102
2004
23749
SH
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23749
0
0
HUNTINGTON BANCSHARES, INC.
COM
446150104
724
91872
SH
SOLE
91872
0
0
HUNTINGTON INGALLS INDUSTRIES INC.
COM
446413106
237
4200
SH
SOLE
4200
0
0
HUNTSMAN CORPORATION
COM
447011107
1282
77400
SH
SOLE
77400
0
0
IAC/INTERACTIVECORP
COM
44919P508
338
7100
SH
SOLE
7100
0
0
IBM CORPORATION
COM
459200101
14595
76370
SH
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76370
0
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IDEX CORPORATION
COM
45167R104
1090
20250
SH
SOLE
20250
0
0
ILLINOIS TOOL WORKS INC.
COM
452308109
2623
37915
SH
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37915
0
0
ILLUMINA, INC.
COM
452327109
202
2700
SH
SOLE
2700
0
0
INERGY LP
COM
456615103
383
23895
SH
SOLE
23895
0
0
INGERSOLL-RAND PLC
COM
G47791101
1027
18500
SH
SOLE
18500
0
0
INGREDION INCORPORATED
COM
457187102
3396
51756
SH
SOLE
51756
0
0
INTEGRA LIFESCIENCES HOLDINGS CORP
COM
457985208
7697
210123
SH
SOLE
210123
0
0
INTEGRYS ENERGY GROUP INC.
COM
45822P105
407
6951
SH
SOLE
6951
0
0
INTEL CORPORATION
COM
458140100
10825
446934
SH
SOLE
446934
0
0
INTEL CORPORATION
CONV
458140AD2
25008
22983000
PRN
SOLE
22983000
0
0
INTERNATIONAL FLAVORS & FRAGRANCES INC.
COM
459506101
423
5633
SH
SOLE
5633
0
0
INTERNATIONAL GAME TECHNOLOGY
COM
459902102
6813
407701
SH
SOLE
407701
0
0
INTERNATIONAL PAPER COMPANY
COM
460146103
6092
137494
SH
SOLE
137494
0
0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE)
COM
460690100
324
22286
SH
SOLE
22286
0
0
INTUIT, INC.
COM
461202103
568
9299
SH
SOLE
9299
0
0
INTUITIVE SURGICAL, INC.
COM
46120E602
348
686
SH
SOLE
686
0
0
INVESCO LTD.
COM
G491BT108
1187
37335
SH
SOLE
37335
0
0
INVESCO MORTGAGE CAPITAL INC
REIT
46131B100
184
11100
SH
SOLE
11100
0
0
IPATH GOLDMAN SACHS CRUDE OIL
COM
06738C786
299
13400
SH
SOLE
13400
0
0
ISHARES TRUST
ETF
464287184
1333
41000
SH
SOLE
41000
0
0
ISHARES TRUST
ETF
464287465
4213
73430
SH
SOLE
73430
0
0
ISHARES TRUST
ETF
464287689
57386
595289
SH
SOLE
595289
0
0
ITRON INC.
COM
465741106
1179
27781
SH
SOLE
27781
0
0
ITT CORP.
COM
450911201
412
14000
SH
SOLE
14000
0
0
J.M. SMUCKER CO. (THE)
COM
832696405
2055
19922
SH
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19922
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0
JABIL CIRCUIT INC.
COM
466313103
806
39549
SH
SOLE
39549
0
0
JACK HENRY & ASSOCIATES INC
COM
426281101
353
7500
SH
SOLE
7500
0
0
JACOBS ENGINEERING GROUP, INC.
COM
469814107
923
16744
SH
SOLE
16744
0
0
JARDEN CORP.
COM
471109108
335
7650
SH
SOLE
7650
0
0
JAZZ PHARMACEUTICALS, INC
COM
G50871105
412
6000
SH
SOLE
6000
0
0
JDS UNIPHASE CORPORATION
COM
46612J507
937
65127
SH
SOLE
65127
0
0
JETBLUE AIRWAYS CORPORATION
COM
477143101
3780
600000
SH
SOLE
600000
0
0
JOHNSON & JOHNSON
COM
478160104
22109
257500
SH
SOLE
257500
0
0
JOHNSON CONTROLS INC.
COM
478366107
837
23377
SH
SOLE
23377
0
0
JONES LANG LASALLE INC.
COM
48020Q107
301
3300
SH
SOLE
3300
0
0
JPMORGAN CHASE & CO.
COM
46625H100
17940
339843
SH
SOLE
339843
0
0
JUNIPER NETWORKS INC.
COM
48203R104
238
12337
SH
SOLE
12337
0
0
KANSAS CITY SOUTHERN
COM
485170302
2858
26970
SH
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26970
0
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KAR AUCTION SERVICES INC.
COM
48238T109
15983
698881
SH
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698881
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KBR, INC.
COM
48242W106
247
7600
SH
SOLE
7600
0
0
KELLOGG COMPANY
COM
487836108
983
15303
SH
SOLE
15303
0
0
KEYCORP
COM
493267108
1364
123536
SH
SOLE
123536
0
0
KIMBERLY-CLARK CORP.
COM
494368103
3483
35854
SH
SOLE
35854
0
0
KIMCO REALTY CORP.
REIT
49446R109
651
30377
SH
SOLE
30377
0
0
KINDER MORGAN ENERGY PTR LP
COM
494550106
1969
23055
SH
SOLE
23055
0
0
KINDER MORGAN INC.
COM
49456B101
403
10552
SH
SOLE
10552
0
0
KLA-TENCOR CORP.
COM
482480100
1348
24187
SH
SOLE
24187
0
0
KOHL'S CORP.
COM
500255104
828
16391
SH
SOLE
16391
0
0
KRAFT FOODS GROUP INC.
COM
50076Q106
3877
69397
SH
SOLE
69397
0
0
KROGER COMPANY
COM
501044101
3037
87923
SH
SOLE
87923
0
0
KULICKE & SOFFA INDUSTRIES
COM
501242101
167
15100
SH
SOLE
15100
0
0
L-3 COMMUNICATIONS HOLDINGS INC.
COM
502424104
3472
40498
SH
SOLE
40498
0
0
LABORATORY CORPORATION OF AMERICA HOLDINGS
COM
50540R409
502
5013
SH
SOLE
5013
0
0
LAM RESEARCH CORP.
COM
512807108
365
8222
SH
SOLE
8222
0
0
LAS VEGAS SANDS CORP.
COM
517834107
842
15900
SH
SOLE
15900
0
0
LB FOSTER CO
COM
350060109
246
5700
SH
SOLE
5700
0
0
LEAR CORP.
COM
521865204
2760
45651
SH
SOLE
45651
0
0
LEGGETT & PLATT INC.
COM
524660107
418
13441
SH
SOLE
13441
0
0
LENDER PROCESSING SERVICES INC.
COM
52602E102
592
18300
SH
SOLE
18300
0
0
LENNAR CORP.
COM
526057104
324
9000
SH
SOLE
9000
0
0
LEUCADIA NATIONAL CORPORATION
COM
527288104
975
37189
SH
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37189
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LEXMARK INTERNATIONAL INC.
COM
529771107
424
13874
SH
SOLE
13874
0
0
LIBERTY GLOBAL INC.
COM
GB00B8WA3
891
12027
SH
SOLE
12027
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M104
746
32400
SH
SOLE
32400
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M880
901
10600
SH
SOLE
10600
0
0
LIBERTY MEDIA CORP
COM
531229102
646
5100
SH
SOLE
5100
0
0
LIFE TECHNOLOGIES CORPORATION
COM
53217V109
1376
18587
SH
SOLE
18587
0
0
LIMITED BRANDS INC.
COM
501797104
793
16110
SH
SOLE
16110
0
0
LINCOLN EDUCATIONAL SERVICES
COM
533535100
101
19100
SH
SOLE
19100
0
0
LINCOLN ELECTRIC HOLDINGS, INC.
COM
533900106
441
7700
SH
SOLE
7700
0
0
LINCOLN NATIONAL CORP.
COM
534187109
1258
34502
SH
SOLE
34502
0
0
LINEAR TECHNOLOGY CORPORATION
COM
535678106
1072
29106
SH
SOLE
29106
0
0
LINKEDIN CORP
COM
53578A108
337
1890
SH
SOLE
1890
0
0
LKQ CORPORATION
COM
501889208
1700
66000
SH
SOLE
66000
0
0
LOCKHEED MARTIN CORPORATION
COM
539830109
6747
62206
SH
SOLE
62206
0
0
LOEWS CORP.
COM
540424108
633
14246
SH
SOLE
14246
0
0
LORAL SPACE & COMMUNICATIONS, INC.
COM
543881106
360
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SH
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LORILLARD, INC.
COM
544147101
1593
36481
SH
SOLE
36481
0
0
LOUISIANA-PACIFIC CORPORATION
COM
546347105
439
29700
SH
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29700
0
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LOWES COMPANIES, INC.
COM
548661107
4553
111324
SH
SOLE
111324
0
0
LSI CORPORATION
COM
502161102
2136
299154
SH
SOLE
299154
0
0
LYONDELLBASELL INDUSTRIES NV
COM
N53745100
5852
88320
SH
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M F R I, INC.
COM
552721102
2223
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SH
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M K S INSTRUMENTS, INC.
COM
55306N104
377
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M W I VETERINARY SUPPLY, INC.
COM
55402X105
259
2100
SH
SOLE
2100
0
0
M&T BANK CORP.
COM
55261F104
1360
12174
SH
SOLE
12174
0
0
MACERICH COMPANY, THE
REIT
554382101
359
5895
SH
SOLE
5895
0
0
MACY'S, INC.
COM
55616P104
3332
69413
SH
SOLE
69413
0
0
MANHATTAN ASSOCIATES INC
COM
562750109
370
4800
SH
SOLE
4800
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MANOR CARE, INC.
CONV
564055AP6
28069
20833333
PRN
SOLE
20833333
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0
MANPOWER INC.
COM
56418H100
340
6200
SH
SOLE
6200
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0
MARATHON OIL CORPORATION
COM
565849106
2350
67952
SH
SOLE
67952
0
0
MARATHON PETROLEUM CORPORATION
COM
56585A102
3841
54055
SH
SOLE
54055
0
0
MARKEL CORPORATION
COM
570535104
257
488
SH
SOLE
488
0
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MARKWEST ENERGY OPERATING CO
COM
570759100
299
4470
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MARRIOTT INTERNATIONAL INC.
COM
571903202
434
10749
SH
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10749
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MARSH & MCLENNAN COMPANIES INC.
COM
571748102
1431
35843
SH
SOLE
35843
0
0
MARVELL TECHNOLOGY GROUP, LTD
COM
G5876H105
345
29500
SH
SOLE
29500
0
0
MASCO CORP.
COM
574599106
322
16519
SH
SOLE
16519
0
0
MASSEY ENERGY CO.
CONV
576203AJ2
6109
6750000
PRN
SOLE
6750000
0
0
MASSMUTUAL ASSIGNMENT COMPANY
COM
57543MMA0
80
10000
SH
SOLE
10000
0
0
MASTERCARD, INC.
COM
57636Q104
4418
7691
SH
SOLE
7691
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0
MATTEL INC.
COM
577081102
759
16751
SH
SOLE
16751
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MAXIM INTEGRATED PRODUCTS, INC.
COM
57772K101
306
11000
SH
SOLE
11000
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0
MBIA INC.
COM
55262C100
526
39500
SH
SOLE
39500
0
0
MCDERMOTT INTERNATIONAL INC.
COM
580037109
101
12400
SH
SOLE
12400
0
0
MCDONALD'S CORPORATION
COM
580135101
3031
30615
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SOLE
30615
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0
MCGRAW-HILL FINANCIAL, INC.
COM
580645109
1661
31227
SH
SOLE
31227
0
0
MCKESSON CORPORATION
COM
58155Q103
2188
19106
SH
SOLE
19106
0
0
MEAD JOHNSON NUTRITION COMPANY
COM
582839106
930
11736
SH
SOLE
11736
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
380
4900
SH
SOLE
4900
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0
MEDIFAST INC
COM
58470H101
204
7900
SH
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7900
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MEDTRONIC INC.
COM
585055106
7284
141517
SH
SOLE
141517
0
0
MEDTRONIC INC.
CONV
585055AB2
8020
8000000
PRN
SOLE
8000000
0
0
MELCO CROWN SPV LTD
CONV
EG6839385
17562
17142857
PRN
SOLE
17142857
0
0
MERCK & CO. INC.
COM
58933Y105
10121
217883
SH
SOLE
217883
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METLIFE, INC.
COM
59156R108
4490
98125
SH
SOLE
98125
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0
MET-PRO CORP.
COM
590876306
865
64349
SH
SOLE
64349
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0
METTLER-TOLEDO INTERNATIONAL INC.
COM
592688105
223
1110
SH
SOLE
1110
0
0
MFA FINANCIAL, INC.
REIT
55272X102
538
63700
SH
SOLE
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0
MGM RESORTS INTERNATIONAL
COM
552953101
415
28100
SH
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28100
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MICROCHIP TECHNOLOGY INC.
COM
595017104
430
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11545
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MICRON TECHNOLOGY INC.
COM
595112103
1133
79050
SH
SOLE
79050
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MICROSOFT CORP.
COM
594918104
20804
602496
SH
SOLE
602496
0
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MID-CON ENERGY PARTNERS LP
COM
59560V109
263
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SH
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MOHAWK INDUSTRIES INC.
COM
608190104
388
3450
SH
SOLE
3450
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MOLEX, INCORPORATED
COM
608554101
279
9503
SH
SOLE
9503
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MOLSON COORS BREWING COMPANY
COM
60871R209
978
20425
SH
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20425
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0
MONDELEZ INTERNATIONAL, INC.
COM
609207105
3899
136646
SH
SOLE
136646
0
0
MONRO MUFFLER BRAKE
COM
610236101
226
4700
SH
SOLE
4700
0
0
MONSANTO COMPANY
COM
61166W101
8016
81133
SH
SOLE
81133
0
0
MONSTER BEVERAGE CORPORATION
COM
611740101
547
9000
SH
SOLE
9000
0
0
MONTPELIER RE HOLDINGS LTD
COM
G62185106
233
9300
SH
SOLE
9300
0
0
MOODY'S CORPORATION
COM
615369105
1600
26265
SH
SOLE
26265
0
0
MORGAN STANLEY
COM
617446448
3298
134993
SH
SOLE
134993
0
0
MOSAIC CO., THE
COM
61945C103
1410
26200
SH
SOLE
26200
0
0
MOTOROLA SOLUTIONS INC.
COM
620076307
991
17171
SH
SOLE
17171
0
0
MOTORS LIQUIDATION CO GUC TRUS
COM
62010U101
329
10729
SH
SOLE
10729
0
0
MOVADO GROUP
COM
624580106
203
6000
SH
SOLE
6000
0
0
MRC GLOBAL INC.
COM
55345K103
749
27100
SH
SOLE
27100
0
0
MURPHY OIL CORP.
COM
626717102
721
11833
SH
SOLE
11833
0
0
MYLAN INC.
COM
628530107
1092
35206
SH
SOLE
35206
0
0
MYRIAD GENETICS, INC.
COM
62855J104
640
23800
SH
SOLE
23800
0
0
NABORS INDUSTRIES INC.
CONV
629568AF3
8307
8307373
PRN
SOLE
8307373
0
0
NABORS INDUSTRIES LTD
COM
G6359F103
1550
101264
SH
SOLE
101264
0
0
NASDAQ OMX GROUP, INC., THE
COM
631103108
379
11567
SH
SOLE
11567
0
0
NATIONAL OILWELL VARCO, INC.
COM
637071101
1592
23103
SH
SOLE
23103
0
0
NATIONAL RETAIL PROPERTIES INC.
REIT
637417106
275
8000
SH
SOLE
8000
0
0
NATIONSTAR MORTGAGE HOLDINGS INC
COM
63861C109
464
12400
SH
SOLE
12400
0
0
NEEBO INC.
COM
63983W108
201
88055
SH
SOLE
88055
0
0
NEENAH ENTERPRISES, INC.
COM
64007R109
1620
154333
SH
SOLE
154333
0
0
NETAPP INC.
COM
64110D104
1563
41367
SH
SOLE
41367
0
0
NETFLIX INC
COM
64110L106
751
3556
SH
SOLE
3556
0
0
NEW YORK COMMUNITY BANCORP, INC
COM
649445103
677
48340
SH
SOLE
48340
0
0
NEWARK GROUP INC., THE
COM
650341MM9
1304
546783
SH
SOLE
546783
0
0
NEWELL RUBBERMAID INC.
COM
651229106
510
19421
SH
SOLE
19421
0
0
NEWMONT MINING CORP.
COM
651639106
1005
33554
SH
SOLE
33554
0
0
NEWS CORPORATION
COM
65248E104
6415
196788
SH
SOLE
196788
0
0
NEXTERA ENERGY INC.
COM
65339F101
3778
46368
SH
SOLE
46368
0
0
NIKE, INC.
COM
654106103
4283
67264
SH
SOLE
67264
0
0
NOBLE CORPORATION
COM
H5833N103
496
13200
SH
SOLE
13200
0
0
NOBLE ENERGY INC.
COM
655044105
1172
19522
SH
SOLE
19522
0
0
NORDSTROM, INC.
COM
655664100
1302
21719
SH
SOLE
21719
0
0
NORFOLK SOUTHERN CORP.
COM
655844108
1750
24086
SH
SOLE
24086
0
0
NORTHEAST UTILITIES
COM
664397106
805
19164
SH
SOLE
19164
0
0
NORTHERN OIL AND GAS INC
COM
665531109
447
33500
SH
SOLE
33500
0
0
NORTHERN TIER ENERGY LP
COM
665826103
454
18915
SH
SOLE
18915
0
0
NORTHERN TRUST CORP.
COM
665859104
667
11520
SH
SOLE
11520
0
0
NORTHROP GRUMMAN CORPORATION
COM
666807102
3156
38110
SH
SOLE
38110
0
0
NOVATION CO INC
REIT
66989V107
7894
19258775
SH
SOLE
19258775
0
0
NOVO NORDISK A/S
ADR
670100205
1147
7400
SH
SOLE
7400
0
0
NRG ENERGY INC.
COM
629377508
780
29220
SH
SOLE
29220
0
0
NU SKIN ENTERPRISES, INC.
COM
67018T105
1760
28800
SH
SOLE
28800
0
0
NUCOR CORPORATION
COM
670346105
3943
91017
SH
SOLE
91017
0
0
NV ENERGY INC.
COM
67073Y106
737
31400
SH
SOLE
31400
0
0
NVIDIA CORP.
COM
67066G104
992
70711
SH
SOLE
70711
0
0
NYSE EURONEXT
COM
629491101
972
23468
SH
SOLE
23468
0
0
OASIS PETROLEUM INC.
COM
674215108
381
9800
SH
SOLE
9800
0
0
OCCIDENTAL PETROLEUM CORP.
COM
674599105
2022
22665
SH
SOLE
22665
0
0
OCEAN RIG UDW INC.
COM
Y64354205
8811
470400
SH
SOLE
470400
0
0
OCEANEERING INTL, INC.
COM
675232102
426
5900
SH
SOLE
5900
0
0
OCWEN FINANCIAL CORP.
COM
675746309
247
6000
SH
SOLE
6000
0
0
OIL STATES INTL, INC.
COM
678026105
1380
14900
SH
SOLE
14900
0
0
OLD REPUBLIC INTERNATIONAL CORP.
COM
680223104
373
28957
SH
SOLE
28957
0
0
OMNICARE, INC.
COM
681904108
701
14700
SH
SOLE
14700
0
0
OMNICOM GROUP INC.
COM
681919106
852
13545
SH
SOLE
13545
0
0
OMNOVA SOLUTIONS INC.
COM
682129101
4982
621932
SH
SOLE
621932
0
0
ON SEMICONDUCTOR CORP.
COM
682189105
142
17600
SH
SOLE
17600
0
0
ONEOK INC.
COM
682680103
260
6300
SH
SOLE
6300
0
0
ONEOK PARTNERS LP
COM
68268N103
561
11325
SH
SOLE
11325
0
0
ORACLE CORP.
COM
68389X105
12452
405345
SH
SOLE
405345
0
0
O'REILLY AUTOMOTIVE, INC. NEW
COM
67103H107
1730
15357
SH
SOLE
15357
0
0
OSHKOSH TRUCK CORPORATION
COM
688239201
554
14600
SH
SOLE
14600
0
0
OWENS CORNING
COM
690742101
442
11300
SH
SOLE
11300
0
0
OWENS-ILLINOIS INC.
COM
690768403
960
34538
SH
SOLE
34538
0
0
PACKAGING CORP. OF AMERICA
COM
695156109
612
12500
SH
SOLE
12500
0
0
PALL CORP.
COM
696429307
433
6522
SH
SOLE
6522
0
0
PARKER-HANNIFIN CORPORATION
COM
701094104
1441
15108
SH
SOLE
15108
0
0
PARTNERRE LTD.
COM
G6852T105
743
8200
SH
SOLE
8200
0
0
PATTERSON - UTI ENERGY, INC.
COM
703481101
977
50500
SH
SOLE
50500
0
0
PATTERSON COMPANIES, INC.
COM
703395103
216
5747
SH
SOLE
5747
0
0
PAYCHEX INC
COM
704326107
474
12977
SH
SOLE
12977
0
0
PBF ENERGY, INC.
COM
69318G106
401
15500
SH
SOLE
15500
0
0
PEABODY ENERGY CORPORATION
COM
704549104
1350
92235
SH
SOLE
92235
0
0
PENSKE AUTO GROUP INC
COM
70959W103
360
11800
SH
SOLE
11800
0
0
PEOPLE'S UNITED FINANCIAL INC
COM
712704105
425
28510
SH
SOLE
28510
0
0
PEPCO HOLDINGS INC.
COM
713291102
298
14799
SH
SOLE
14799
0
0
PEPSICO INC.
COM
713448108
8954
109475
SH
SOLE
109475
0
0
PERRIGO COMPANY
COM
714290103
537
4440
SH
SOLE
4440
0
0
PETROBRAS ARGENTINA SA
ADR
71646J109
181
50000
SH
SOLE
50000
0
0
PETROQUEST ENERGY INC
COM
716748108
1434
362000
SH
SOLE
362000
0
0
PETSMART, INC.
COM
716768106
2197
32800
SH
SOLE
32800
0
0
PFIZER, INC.
COM
717081103
21074
752386
SH
SOLE
752386
0
0
PG&E CORP.
COM
69331C108
1268
27735
SH
SOLE
27735
0
0
PHILIP MORRIS INTERNATIONAL INC.
COM
718172109
7259
83802
SH
SOLE
83802
0
0
PHILLIPS 66
COM
718546104
6096
103474
SH
SOLE
103474
0
0
PIER 1 IMPORTS
COM
720279108
343
14600
SH
SOLE
14600
0
0
PINNACLE FOODS INC.
COM
72348P104
244
10100
SH
SOLE
10100
0
0
PINNACLE WEST CAPITAL CORP.
COM
723484101
1036
18682
SH
SOLE
18682
0
0
PITNEY BOWES INC.
COM
724479100
2525
171988
SH
SOLE
171988
0
0
PLAINS MARKETING LP
COM
726503105
1509
27030
SH
SOLE
27030
0
0
PLUM CREEK TIMBER CO. INC.
REIT
729251108
506
10836
SH
SOLE
10836
0
0
PNC FINANCIAL SERVICES GROUP
COM
693475105
4343
59558
SH
SOLE
59558
0
0
POLARIS INDUSTRIES, INC.
COM
731068102
304
3200
SH
SOLE
3200
0
0
POOL CORPORATION
COM
73278L105
1017
19400
SH
SOLE
19400
0
0
POPULAR INC.
COM
733174700
431
14200
SH
SOLE
14200
0
0
PORTLAND GENERAL ELECTRIC CO.
COM
736508847
205
6700
SH
SOLE
6700
0
0
POWER-ONE, INC.
COM
73930R102
75
11900
SH
SOLE
11900
0
0
PPG INDUSTRIES INC.
COM
693506107
2735
18683
SH
SOLE
18683
0
0
PPL CORP.
COM
69351T106
1785
59002
SH
SOLE
59002
0
0
PRAXAIR INC.
COM
74005P104
380
3300
SH
SOLE
3300
0
0
PRICELINE.COM, INC.
COM
741503403
1820
2200
SH
SOLE
2200
0
0
PRINCIPAL FINANCIAL GROUP, INC.
COM
74251V102
1557
41564
SH
SOLE
41564
0
0
PROASSURANCE CORPORATION
COM
74267C106
615
11800
SH
SOLE
11800
0
0
PROCTER & GAMBLE CO.
COM
742718109
17069
221703
SH
SOLE
221703
0
0
PROGRESSIVE CORP., THE
COM
743315103
1038
40848
SH
SOLE
40848
0
0
PROGRESSIVE WASTE SOLUTIONS LTD.
COM
74339G101
2151
100000
SH
SOLE
100000
0
0
PROLOGIS
COM
74340W103
1779
47165
SH
SOLE
47165
0
0
PROTECTIVE LIFE CORP.
COM
743674103
252
6566
SH
SOLE
6566
0
0
PRUDENTIAL FINANCIAL, INC.
COM
744320102
3123
42762
SH
SOLE
42762
0
0
PUBLIC SERVICE ENTERPRISE GROUP INC.
COM
744573106
1905
58333
SH
SOLE
58333
0
0
PULTEGROUP, INC.
COM
745867101
2010
105937
SH
SOLE
105937
0
0
PVH CORP.
COM
693656100
231
1850
SH
SOLE
1850
0
0
QEP RESOURCES INC.
COM
74733V100
905
32587
SH
SOLE
32587
0
0
QUALCOM, INC.
COM
747525103
4964
81278
SH
SOLE
81278
0
0
QUALITY DISTRIBUTION INC.
COM
74756M102
8840
1000000
SH
SOLE
1000000
0
0
QUANTA SERVICES, INC.
COM
74762E102
276
10437
SH
SOLE
10437
0
0
QUEST DIAGNOSTICS INC.
COM
74834L100
433
7144
SH
SOLE
7144
0
0
QUESTAR CORP.
COM
748356102
205
8600
SH
SOLE
8600
0
0
R.R. DONNELLEY & SONS COMPANY
COM
257867101
1526
108926
SH
SOLE
108926
0
0
RALPH LAUREN CORPORATION
COM
751212101
738
4250
SH
SOLE
4250
0
0
RANDGOLD RESOURCES LTD
ADR
752344309
690
10770
SH
SOLE
10770
0
0
RAYMOND JAMES FINANCIAL, INC.
COM
754730109
241
5600
SH
SOLE
5600
0
0
RAYONIER, INC.
REIT
754907103
441
7965
SH
SOLE
7965
0
0
RAYTHEON CO.
COM
755111507
2884
43613
SH
SOLE
43613
0
0
REALTY INCOME CORP.
COM
756109104
268
6400
SH
SOLE
6400
0
0
REGENT BROADCASTING LLC
WAR
75686RNN9
1430
704626
SH
SOLE
704626
0
0
REGENT BROADCASTING LLC
WAR
75686RZZ9
507
704626
SH
SOLE
704626
0
0
REGIONS FINANCIAL CORP.
COM
7591EP100
1565
164268
SH
SOLE
164268
0
0
REINSURANCE GROUP OF AMERICA, INC.
COM
759351604
252
3643
SH
SOLE
3643
0
0
RELIANCE STEEL & ALUMINUM CO.
COM
759509102
656
10000
SH
SOLE
10000
0
0
RENAISSANCERE HOLDINGS LTD.
COM
G7496G103
234
2700
SH
SOLE
2700
0
0
RENT-A-CENTER, INC.
COM
76009N100
270
7200
SH
SOLE
7200
0
0
RENTECH, INC.
COM
760112102
980
466500
SH
SOLE
466500
0
0
REPUBLIC SERVICES INC.
COM
760759100
3801
111989
SH
SOLE
111989
0
0
RESMED INC.
COM
761152107
266
5900
SH
SOLE
5900
0
0
RESOLUTE FOREST PRODUCTS, INC.
COM
76117W109
1193
90574
SH
SOLE
90574
0
0
RESOURCE CAPITAL CORPORATION
COM
76120W302
215
35000
SH
SOLE
35000
0
0
REYNOLDS AMERICAN INC.
COM
761713106
631
13042
SH
SOLE
13042
0
0
RIO TINTO PLC
ADR
767204100
1766
43000
SH
SOLE
43000
0
0
ROBERT HALF INTERNATIONAL, INC.
COM
770323103
208
6261
SH
SOLE
6261
0
0
ROCK-TENN CO.
COM
772739207
15112
151300
SH
SOLE
151300
0
0
ROCKWELL AUTOMATION INC.
COM
773903109
987
11869
SH
SOLE
11869
0
0
ROCKWELL COLLINS INC.
COM
774341101
693
10925
SH
SOLE
10925
0
0
ROCKWOOD HOLDINGS, INC.
COM
774415103
211
3300
SH
SOLE
3300
0
0
ROGERS COMMUNICATIONS, INC.
COM
775109200
482
12292
SH
SOLE
12292
0
0
ROPER INDUSTRIES, INC.
COM
776696106
1556
12527
SH
SOLE
12527
0
0
ROSS STORES, INC.
COM
778296103
1152
17768
SH
SOLE
17768
0
0
ROVI CORPORATION
COM
779376102
813
35600
SH
SOLE
35600
0
0
ROWAN COS. INC.
COM
G7665A101
406
11908
SH
SOLE
11908
0
0
ROYAL CARIBBEAN CRUISES LTD.
COM
V7780T103
307
9200
SH
SOLE
9200
0
0
ROYAL GOLD, INC.
COM
780287108
804
19100
SH
SOLE
19100
0
0
RPC, INC.
COM
749660106
1919
138950
SH
SOLE
138950
0
0
RYDER SYSTEM, INC.
COM
783549108
1969
32386
SH
SOLE
32386
0
0
SAFEWAY INC.
COM
786514208
2497
105521
SH
SOLE
105521
0
0
SAIC INC.
COM
78390X101
2141
153664
SH
SOLE
153664
0
0
SANDISK CORP.
COM
80004C101
1396
22853
SH
SOLE
22853
0
0
SBA COMMUNICATIONS CORP.
COM
78388J106
428
5770
SH
SOLE
5770
0
0
SCANA CORP.
COM
80589M102
541
11020
SH
SOLE
11020
0
0
SCHLUMBERGER LTD.
COM
806857108
4383
61159
SH
SOLE
61159
0
0
SCICLONE PHARMACEUTICALS INC
COM
80862K104
88
17700
SH
SOLE
17700
0
0
SCRIPPS NETWORKS INTERACTIVE INC.
COM
811065101
1235
18496
SH
SOLE
18496
0
0
SEADRILL LTD.
COM
G7945E105
603
14800
SH
SOLE
14800
0
0
SEAGATE TECHNOLOGY, INC.
COM
G7945M107
2770
61800
SH
SOLE
61800
0
0
SEALED AIR CORPORATION
COM
81211K100
877
36600
SH
SOLE
36600
0
0
SELECT SPDR CONSUMER
ETF
81369Y100
2055
53600
SH
SOLE
53600
0
0
SELECT SPDR CONSUMER
ETF
81369Y209
2414
50700
SH
SOLE
50700
0
0
SELECT SPDR CONSUMER
COM
81369Y308
1158
29200
SH
SOLE
29200
0
0
SELECT SPDR CONSUMER
ETF
81369Y407
925
16400
SH
SOLE
16400
0
0
SELECT SPDR ENERGY SECTOR
ETF
81369Y506
603
7700
SH
SOLE
7700
0
0
SELECT SPDR FINANCIAL SECTOR
ETF
81369Y605
3223
165381
SH
SOLE
165381
0
0
SELECT SPDR INDUSTRIAL SECTOR
ETF
81369Y704
1545
36300
SH
SOLE
36300
0
0
SELECT SPDR TECHNOLOGY SECTOR
ETF
81369Y803
297
9700
SH
SOLE
9700
0
0
SELECT SPDR UTILITIES SECTOR
ETF
81369Y886
2491
66200
SH
SOLE
66200
0
0
SEMPRA ENERGY
COM
816851109
475
5804
SH
SOLE
5804
0
0
SENIOR HOUSING PROPERTIES TRUST
REIT
81721M109
482
18600
SH
SOLE
18600
0
0
SERVICE CORP. INTERNATIONAL
COM
817565104
521
28900
SH
SOLE
28900
0
0
SHERWIN-WILLIAMS CO.
COM
824348106
509
2880
SH
SOLE
2880
0
0
SIBANYE GOLD LTD
ADR
825724206
48
16300
SH
SOLE
16300
0
0
SIGMA-ALDRICH CORP.
COM
826552101
254
3165
SH
SOLE
3165
0
0
SILGAN HOLDINGS INC.
COM
827048109
357
7600
SH
SOLE
7600
0
0
SILVER WHEATON CORPORATION
COM
828336107
209
10600
SH
SOLE
10600
0
0
SIMON PROPERTY GROUP, INC.
REIT
828806109
739
4678
SH
SOLE
4678
0
0
SIRIUS XM RADIO INC.
COM
82967N108
573
171000
SH
SOLE
171000
0
0
SIX FLAGS ENTERTAINMENT CORPORATION
COM
83001A102
274
7800
SH
SOLE
7800
0
0
SL GREEN REALTY CORP.
REIT
78440X101
441
5000
SH
SOLE
5000
0
0
SLM CORPORATION
COM
78442P106
2165
94709
SH
SOLE
94709
0
0
SNAP-ON INC.
COM
833034101
613
6855
SH
SOLE
6855
0
0
SOCIEDAD QUIMICA Y MINERA DE C
ADR
833635105
711
17600
SH
SOLE
17600
0
0
SOLECTRON CORPORATION
CONV
834182AL1
5440
8000000
PRN
SOLE
8000000
0
0
SONOCO PRODUCTS CO.
COM
835495102
2097
60667
SH
SOLE
60667
0
0
SOUTHERN COMPANY
COM
842587107
1593
36107
SH
SOLE
36107
0
0
SOUTHERN COPPER CORP.
COM
84265V105
4626
167486
SH
SOLE
167486
0
0
SOUTHWEST AIRLINES CO.
COM
844741108
2466
191349
SH
SOLE
191349
0
0
SOUTHWESTERN ENERGY CO.
COM
845467109
431
11800
SH
SOLE
11800
0
0
SPECTRA ENERGY CORP
COM
847560109
1921
55735
SH
SOLE
55735
0
0
SPECTRASCIENCE, INC.
COM
84760E301
8
157715
SH
SOLE
157715
0
0
SPIRIT AEROSYSTEMS HOLDINGS INC
COM
848574109
623
29000
SH
SOLE
29000
0
0
SPRINT NEXTEL CORPORATION
COM
852061100
2153
306760
SH
SOLE
306760
0
0
ST. JUDE MEDICAL INC.
COM
790849103
1092
23929
SH
SOLE
23929
0
0
STANDARD PARKING CORP.
COM
853790103
5721
266600
SH
SOLE
266600
0
0
STANLEY BLACK & DECKER INC.
COM
854502101
563
7281
SH
SOLE
7281
0
0
STAPLES INC.
COM
855030102
1179
74348
SH
SOLE
74348
0
0
STAR GAS PARTNERS LP
COM
85512C105
187
38175
SH
SOLE
38175
0
0
STARBUCKS CORP.
COM
855244109
2055
31372
SH
SOLE
31372
0
0
STARWOOD HOTELS & RESORTS WORLDWIDE INC.
COM
85590A401
1989
31475
SH
SOLE
31475
0
0
STARWOOD PROPERTY TRUST INC.
REIT
85571B105
250
10100
SH
SOLE
10100
0
0
STARZ
COM
85571Q102
360
16295
SH
SOLE
16295
0
0
STATE STREET CORP.
COM
857477103
3297
50561
SH
SOLE
50561
0
0
STEEL DYNAMICS INC.
COM
858119100
388
26000
SH
SOLE
26000
0
0
STEIN MART, INC.
COM
858375108
508
37200
SH
SOLE
37200
0
0
STERICYCLE, INC.
COM
858912108
237
2144
SH
SOLE
2144
0
0
STRYKER CORPORATION
COM
863667101
1812
28009
SH
SOLE
28009
0
0
SUNCO LOGISTICS PARTNERS LP
COM
86764L108
653
10215
SH
SOLE
10215
0
0
SUNTRUST BANKS, INC.
COM
867914103
2166
68600
SH
SOLE
68600
0
0
SUPERIOR ENERGY SERVICES INC.
COM
868157108
3541
136500
SH
SOLE
136500
0
0
SUPREME INDUSTRIES, INC.
COM
868607102
1589
317707
SH
SOLE
317707
0
0
SYKES ENTERPRISES, INC.
COM
871237103
164
10400
SH
SOLE
10400
0
0
SYMANTEC CORP.
COM
871503108
1780
79234
SH
SOLE
79234
0
0
SYMMETRY MEDICAL, INC.
COM
871546206
2078
246800
SH
SOLE
246800
0
0
SYNNEX CORP.
COM
87162W100
258
6100
SH
SOLE
6100
0
0
SYNOVUS FINANCIAL CORP.
COM
87161C105
81
27800
SH
SOLE
27800
0
0
SYSCO CORP.
COM
871829107
376
11000
SH
SOLE
11000
0
0
T ROWE PRICE GROUP, INC.
COM
74144T108
819
11192
SH
SOLE
11192
0
0
TAL INTERNATIONAL GROUP INC
COM
874083108
205
4700
SH
SOLE
4700
0
0
TARGA RESOURCES PARTNERS LP
COM
87611X105
213
4215
SH
SOLE
4215
0
0
TARGET CORP.
COM
87612E106
3219
46753
SH
SOLE
46753
0
0
TCP CAPITAL CORP
COM
87238Q103
26889
1603372
SH
SOLE
1603372
0
0
TE CONNECTIVITY LTD.
COM
H8912P106
765
16800
SH
SOLE
16800
0
0
TECH DATA CORPORATION
COM
878237106
410
8700
SH
SOLE
8700
0
0
TECO ENERGY INC.
COM
872375100
198
11523
SH
SOLE
11523
0
0
TELECOM ARGENTINA SA
ADR
879273209
369
24800
SH
SOLE
24800
0
0
TELENAV INC
COM
879455103
65
12500
SH
SOLE
12500
0
0
TENET HEALTHCARE CORP.
COM
88033G407
303
6578
SH
SOLE
6578
0
0
TERADYNE INC
COM
880770102
192
10930
SH
SOLE
10930
0
0
TEREX CORP.
COM
880779103
586
22300
SH
SOLE
22300
0
0
TERRA NITROGEN COMPANY LP
COM
881005201
343
1605
SH
SOLE
1605
0
0
TESORO PETROLEUM CORPORATION
COM
881609101
4938
94373
SH
SOLE
94373
0
0
TEXAS INSTRUMENTS INC.
COM
882508104
2576
73869
SH
SOLE
73869
0
0
TEXAS ROADHOUSE, INC.
COM
882681109
643
25700
SH
SOLE
25700
0
0
TEXTRON INC.
COM
883203101
692
26557
SH
SOLE
26557
0
0
THERMO FISHER SCIENTIFIC INC.
COM
883556102
2019
23854
SH
SOLE
23854
0
0
THERMON GROUP HOLDINGS INC
COM
88362T103
1985
97300
SH
SOLE
97300
0
0
THOMSON REUTERS CORP.
COM
884903105
303
9300
SH
SOLE
9300
0
0
TIFFANY AND COMPANY
COM
886547108
278
3813
SH
SOLE
3813
0
0
TIME WARNER CABLE INC.
COM
88732J207
2522
22424
SH
SOLE
22424
0
0
TIME WARNER INC.
COM
887317303
5574
96400
SH
SOLE
96400
0
0
TIMKEN COMPANY, THE
COM
887389104
304
5400
SH
SOLE
5400
0
0
TJX COMPANIES INC.
COM
872540109
4278
85466
SH
SOLE
85466
0
0
TORCHMARK CORP.
COM
891027104
792
12153
SH
SOLE
12153
0
0
TOTAL FINA ELF SA
COM
89151E109
2640
54200
SH
SOLE
54200
0
0
TOTAL SYSTEM SERVICES INC.
COM
891906109
277
11328
SH
SOLE
11328
0
0
TRAVELERS COMPANIES, INC., THE
COM
89417E109
3287
41125
SH
SOLE
41125
0
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TRINITY INDUSTRIES INC.
COM
896522109
442
11500
SH
SOLE
11500
0
0
TRIUMPH GROUP, INC.
COM
896818101
1361
17200
SH
SOLE
17200
0
0
TRW AUTOMOTIVE HOLDINGS CORP.
COM
87264S106
870
13090
SH
SOLE
13090
0
0
TUPPERWARE BRANDS CORPORATION
COM
899896104
295
3800
SH
SOLE
3800
0
0
TWO HARBORS INVESTMENT CORP
REIT
90187B101
321
31300
SH
SOLE
31300
0
0
TYCO INTERNATIONAL LTD.
COM
H89128104
629
19100
SH
SOLE
19100
0
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TYSON FOODS INC.
COM
902494103
876
34121
SH
SOLE
34121
0
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U S AIRWAYS GROUP, INC.
COM
90341W108
255
15500
SH
SOLE
15500
0
0
U.S. BANCORP
COM
902973304
3850
106499
SH
SOLE
106499
0
0
UGI CORPORATION
COM
902681105
539
13788
SH
SOLE
13788
0
0
ULTRAPAR PARTICIPACOES SA
ADR
90400P101
1520
63500
SH
SOLE
63500
0
0
UNION PACIFIC CORPORATION
COM
907818108
13051
84596
SH
SOLE
84596
0
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UNISYS CORPORATION
COM
909214306
313
14200
SH
SOLE
14200
0
0
UNITED CONTINENTAL HOLDINGS INC.
COM
910047109
236
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SH
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0
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UNITED PARCEL SERVICE INC.
COM
911312106
1664
19245
SH
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19245
0
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UNITED RENTALS INC.
COM
911363109
200
4000
SH
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4000
0
0
UNITED TECHNOLOGIES CORP.
COM
913017109
5767
62052
SH
SOLE
62052
0
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UNITED THERAPEUTICS CORP
COM
91307C102
1040
15800
SH
SOLE
15800
0
0
UNITEDHEALTH GROUP, INC.
COM
91324P102
3945
60245
SH
SOLE
60245
0
0
UNIVERSAL CORPORATION
COM
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249
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SH
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4300
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UNIVERSAL HEALTH SERVICES INC.
COM
913903100
710
10600
SH
SOLE
10600
0
0
UNUM GROUP
COM
91529Y106
1583
53906
SH
SOLE
53906
0
0
URS CORPORATION
COM
903236107
940
19900
SH
SOLE
19900
0
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USA MOBILITY, INC.
COM
90341G103
163
12000
SH
SOLE
12000
0
0
USANA HEALTH SCIENCES
COM
90328M107
369
5100
SH
SOLE
5100
0
0
VALE SA
ADR
91912E105
1445
109900
SH
SOLE
109900
0
0
VALERO ENERGY CORP.
COM
91913Y100
2685
77221
SH
SOLE
77221
0
0
VALIDUS HOLDINGS LTD.
COM
G9319H102
957
26500
SH
SOLE
26500
0
0
VANGUARD FTSE DEVELOPED MARKETS ETF
ETF
921943858
2665
74840
SH
SOLE
74840
0
0
VANGUARD FTSE EMERGING MARKETS
ETF
922042858
1194
30800
SH
SOLE
30800
0
0
VANTAGE DRILLING COMPANY
COM
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11308
5543000
SH
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5543000
0
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VARIAN MEDICAL SYSTEMS, INC.
COM
92220P105
383
5671
SH
SOLE
5671
0
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VENTAS INC.
REIT
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1136
16361
SH
SOLE
16361
0
0
VERISIGN INC.
COM
92343E102
581
13020
SH
SOLE
13020
0
0
VERIZON COMMUNICATIONS INC.
COM
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10792
214387
SH
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214387
0
0
VERTIS HOLDINGS INC.
COM
92535B205
0
70450
SH
SOLE
70450
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0
VF CORP.
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1548
8020
SH
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8020
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VIACOM INC.
COM
92553P201
2844
41800
SH
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VISA, INC.
COM
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6516
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SH
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35658
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VISHAY INTERTECHNOLOGY INC.
COM
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681
49000
SH
SOLE
49000
0
0
VISTEON CORP.
COM
92839U206
650
10300
SH
SOLE
10300
0
0
VOXX INTERNATIONAL CORP
COM
91829F104
199
16200
SH
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16200
0
0
VULCAN MATERIALS CO.
COM
929160109
294
6063
SH
SOLE
6063
0
0
W T OFFSHORE INC
COM
92922P106
677
47400
SH
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47400
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0
WABTEC CORPORATION
COM
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1710
32000
SH
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32000
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0
WADDELL & REED FINANCIAL INC.
COM
930059100
596
13700
SH
SOLE
13700
0
0
WALGREEN COMPANY
COM
931422109
2955
66863
SH
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66863
0
0
WAL-MART STORES, INC.
COM
931142103
5305
71215
SH
SOLE
71215
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0
WALT DISNEY COMPANY, THE
COM
254687106
8073
127841
SH
SOLE
127841
0
0
WALTER ENERGY INC
COM
93317Q105
162
15600
SH
SOLE
15600
0
0
WASTE MANAGEMENT INC.
COM
94106L109
1490
36939
SH
SOLE
36939
0
0
WATERS CORPORATION
COM
941848103
305
3050
SH
SOLE
3050
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WEINGARTEN REALTY INVESTORS
REIT
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200
6500
SH
SOLE
6500
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WELLPOINT, INC.
COM
94973V107
4461
54514
SH
SOLE
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WELLS FARGO & COMPANY
COM
949746101
16437
398280
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398280
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WESCO INTERNATIONAL INC.
COM
95082P105
516
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WESTAR ENERGY INC.
COM
95709T100
297
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SH
SOLE
9300
0
0
WESTERN DIGITAL CORPORATION
COM
958102105
2868
46183
SH
SOLE
46183
0
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WESTERN REFINING, INC.
COM
959319104
539
19200
SH
SOLE
19200
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WESTERN UNION COMPANY, THE
COM
959802109
1627
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SH
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95115
0
0
WESTLAKE CHEMICAL CORP.
COM
960413102
1012
10500
SH
SOLE
10500
0
0
WEYERHAEUSER CO.
REIT
962166104
1071
37603
SH
SOLE
37603
0
0
WHIRLPOOL CORPORATION
COM
963320106
2132
18647
SH
SOLE
18647
0
0
WHITE MOUNTAINS INSURANCE GROUP LTD.
COM
G9618E107
234
407
SH
SOLE
407
0
0
WHITEWAVE FOODS CO
COM
966244105
207
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12750
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WHOLE FOODS MARKET INC.
COM
966837106
856
16622
SH
SOLE
16622
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WILLIAMS PARTNERS LP
COM
96950F104
656
12705
SH
SOLE
12705
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WINDSTREAM CORP.
COM
97381W104
223
28951
SH
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28951
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0
WISCONSIN ENERGY CORP.
COM
976657106
590
14382
SH
SOLE
14382
0
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WORLD ACCEPTANCE CORP
COM
981419104
217
2500
SH
SOLE
2500
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WORTHINGTON INDUSTRIES, INC.
COM
981811102
3571
112600
SH
SOLE
112600
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WP CAREY INC
REIT
92936U109
212
3200
SH
SOLE
3200
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WR GRACE & COMPANY
COM
38388F108
303
3600
SH
SOLE
3600
0
0
WYNDHAM WORLDWIDE CORP.
COM
98310W108
1226
21431
SH
SOLE
21431
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0
WYNN RESORTS LTD.
REIT
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1597
12477
SH
SOLE
12477
0
0
XCEL ENERGY INC.
COM
98389B100
1406
49629
SH
SOLE
49629
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XEROX CORPORATION
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984121103
1957
215782
SH
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215782
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XILINX INC.
COM
983919101
504
12727
SH
SOLE
12727
0
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XLIT LTD.
COM
G98290102
2766
91235
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SOLE
91235
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XSTRATA CAPITAL CORPORATION A.V.V.
CONV
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17733
17733000
PRN
SOLE
17733000
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XYLEM INC.
COM
98419M100
249
9256
SH
SOLE
9256
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XYRATEX LTD
COM
G98268108
121
12000
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12000
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YAHOO! INC.
COM
984332106
2299
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SH
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YUM! BRANDS INC.
COM
988498101
1485
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SH
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ZEBRA TECHNOLOGIES CORP.
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989207105
272
6250
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6250
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ZIMMER HOLDINGS INC.
COM
98956P102
1397
18639
SH
SOLE
18639
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ZIONS BANCORPORATION
COM
989701107
991
34326
SH
SOLE
34326
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ZOETIS INC.
COM
98978V103
366
11847
SH
SOLE
11847
0
0