0000009015-14-000014.txt : 20140811
0000009015-14-000014.hdr.sgml : 20140811
20140808153119
ACCESSION NUMBER: 0000009015-14-000014
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140630
FILED AS OF DATE: 20140808
DATE AS OF CHANGE: 20140808
EFFECTIVENESS DATE: 20140808
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: 141027289
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
06-30-2014
06-30-2014
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
08-08-2014
0
970
3333204
false
INFORMATION TABLE
2
informationtable_06302014.xml
IRON MOUNTAIN INC.
OPT
462846106
5016
1415
SH
Call
SOLE
1415
0
0
ISHARES TRUST
OPT
464287234
15131
3500
SH
Put
SOLE
3500
0
0
ISHARES TRUST
OPT
464287465
20511
3000
SH
Put
SOLE
3000
0
0
SPDR S&P 500 ETF TRUST
OPT
78462F103
486364
24850
SH
Put
SOLE
24850
0
0
CARIBE MEDIA INC
COM
141874WW3
111
11105
SH
SOLE
11105
0
0
ACCO BRANDS CORPORATION
COM
00081T108
228
35500
SH
SOLE
35500
0
0
ADT CORPORATION (THE)
COM
00101J106
327
9350
SH
SOLE
9350
0
0
AEP INDUSTRIES INC.
COM
001031103
805
23089
SH
SOLE
23089
0
0
AFLAC, INC.
COM
001055102
2504
40217
SH
SOLE
40217
0
0
AGCO CORPORATION
COM
001084102
303
5398
SH
SOLE
5398
0
0
AGL RESOURCES INC.
COM
001204106
2654
48224
SH
SOLE
48224
0
0
AES CORP., THE
COM
00130H105
1624
104464
SH
SOLE
104464
0
0
AK STEEL CORP.
CONV
001546AP5
9348
5625000
PRN
SOLE
5625000
0
0
AMC NETWORKS INC.
COM
00164V103
215
3500
SH
SOLE
3500
0
0
AT&T INC.
COM
00206R102
11434
323369
SH
SOLE
323369
0
0
ABBOTT LABORATORIES
COM
002824100
2864
70026
SH
SOLE
70026
0
0
ABBVIE, INC.
COM
00287Y109
4263
75526
SH
SOLE
75526
0
0
ACTIVISION BLIZZARD, INC.
COM
00507V109
2598
116500
SH
SOLE
116500
0
0
ADELPHIA RECOVERY TRUST
COM
00685R409
0
1783299
SH
SOLE
1783299
0
0
ADOBE SYSTEMS INC.
COM
00724F101
2713
37495
SH
SOLE
37495
0
0
ADVANCE AUTO STORES CO., INC.
COM
00751Y106
729
5400
SH
SOLE
5400
0
0
AECOM TECHNOLOGY CORP.
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00766T100
573
17800
SH
SOLE
17800
0
0
ADVANCED MICRO DEVICES INC.
COM
007903107
530
126400
SH
SOLE
126400
0
0
ADVANCED MICRO DEVICES INC.
CONV
007903AL1
26484
25000000
PRN
SOLE
25000000
0
0
AETNA, INC.
COM
00817Y108
3782
46645
SH
SOLE
46645
0
0
AFFILIATED MANAGERS GROUP, INC.
COM
008252108
910
4430
SH
SOLE
4430
0
0
AGILENT TECHNOLOGIES INC.
COM
00846U101
1095
19056
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0
0
AGRIUM, INC.
COM
008916108
1419
15485
SH
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0
0
AIR LEASE CORP.
COM
00912X302
1373
35600
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35600
0
0
AIR PRODUCTS AND CHEMICALS INC.
COM
009158106
1174
9125
SH
SOLE
9125
0
0
AIR TRANSPORT SVCS GROUP, INC.
COM
00922R105
586
70000
SH
SOLE
70000
0
0
AIRGAS, INC.
COM
009363102
3404
31255
SH
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31255
0
0
AKAMAI TECHNOLOGIES, INC.
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00971T101
442
7236
SH
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0
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ALASKA AIR GROUP, INC.
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011659109
3992
42000
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ALBEMARLE CORP.
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012653101
286
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ALCOA, INC.
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013817101
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129117
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ALERE INC.
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01449J105
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ALEXION PHARMACEUTICALS, INC.
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ALLERGAN INC.
COM
018490102
3695
21834
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0
0
ALLIANCE HOLDINGS GP LP
COM
01861G100
549
8470
SH
SOLE
8470
0
0
ALLIANCE RESOURCE PARTNERS
COM
01877R108
1707
36590
SH
SOLE
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0
0
ALLIANT ENERGY CORP.
COM
018802108
316
5200
SH
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5200
0
0
ALLIANT TECHSYSTEMS, INC.
COM
018804104
734
5480
SH
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0
0
ALLISON TRANSMISSION HOLDINGS, INC
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01973R101
383
12300
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0
ALLSTATE CORPORATION
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020002101
1806
30760
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0
0
ALLY FINANCIAL INC.
COM
02005N100
265
11100
SH
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0
0
ALNYLAM PHARMACEUTICALS INC
COM
02043Q107
1333
21100
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21100
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ALTERA CORP.
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021441100
861
24783
SH
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ALTRIA GROUP INC.
COM
02209S103
7602
181270
SH
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0
0
AMAZON.COM INC.
COM
023135106
3003
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0
0
AMERCO
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023586100
599
2060
SH
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0
0
AMEREN CORP.
COM
023608102
911
22280
SH
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22280
0
0
AMERICAN AIRLINES GROUP INC.
COM
02376R102
2853
66400
SH
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66400
0
0
AMERICAN CAPITAL AGENCY CORP
REIT
02503X105
295
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SOLE
12600
0
0
AMERICAN ELECTRIC POWER CO. INC.
COM
025537101
3433
61558
SH
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61558
0
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AMERICAN EXPRESS COMPANY
COM
025816109
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SH
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0
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AMERICAN FINANCIAL GROUP, INC.
COM
025932104
1000
16782
SH
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0
0
AMERICAN INTERNATIONAL GROUP INC.
COM
026874784
10737
196714
SH
SOLE
196714
0
0
AMERICAN TOWER CORP.
REIT
03027X100
549
6102
SH
SOLE
6102
0
0
AMERICAN VANGUARD CORP.
COM
030371108
5016
379400
SH
SOLE
379400
0
0
AMERICAN WATER WORKS CO., INC.
COM
030420103
665
13450
SH
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0
0
AMERISOURCEBERGEN CORP.
COM
03073E105
470
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6467
0
0
AMERIPRISE FINANCIAL, INC.
COM
03076C106
2991
24928
SH
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0
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AMERIGAS PARTNERS LP
COM
030975106
879
19365
SH
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0
0
AMETEK, INC.
COM
031100100
809
15475
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0
0
AMGEN INC.
COM
031162100
7768
65626
SH
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65626
0
0
AMGEN INC.
CONV
031162AE0
37538
47142857
PRN
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47142857
0
0
AMKOR TECHNOLOGY, INC.
COM
031652100
160
14300
SH
SOLE
14300
0
0
AMPCO-PITTSBURGH CORPORATION
COM
032037103
344
15000
SH
SOLE
15000
0
0
AMPHENOL CORP.
COM
032095101
488
5068
SH
SOLE
5068
0
0
ANADARKO PETROLEUM CORP.
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032511107
6441
58835
SH
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58835
0
0
ANALOG DEVICES INC.
COM
032654105
978
18093
SH
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0
0
ANNALY CAPITAL MANAGEMENT, INC.
REIT
035710409
352
30760
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ANSYS, INC.
COM
03662Q105
311
4100
SH
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4100
0
0
ANTHRACITE CAPITAL, INC.
REIT
037023108
0
10000
SH
SOLE
10000
0
0
ANWORTH MORTGAGE ASSET CORP.
REIT
037347101
61
11900
SH
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11900
0
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APACHE CORPORATION
COM
037411105
4243
42167
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APOLLO GROUP INC.
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688
22000
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APPLE, INC.
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APPLIED MATERIALS INC.
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APPROACH RESOURCES, INC.
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ARCH COAL, INC.
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039380100
133
36400
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0
0
ARCHER DANIELS MIDLAND COMPANY
COM
039483102
9084
205938
SH
SOLE
205938
0
0
ARCHSTONE-SMITH TRUST
CONV
039584AC1
28650
30000000
PRN
SOLE
30000000
0
0
ARGAN INC
COM
04010E109
246
6600
SH
SOLE
6600
0
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ARES CAPITAL CORPORATION
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04010L103
7477
418661
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ARRIS GROUP INC.
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04270V106
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ARROW ELECTRONICS, INC.
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ARVINMERITOR, INC.
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219
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ASHLAND, INC.
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ASSURANT, INC.
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ATMEL CORPORATION
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ATMOS ENERGY CORP.
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291
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AUTODESK, INC.
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052769106
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AUTOMATIC DATA PROCESSING INC.
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992
12510
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AUTOZONE, INC.
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AVALONBAY COMMUNITIES, INC.
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AVERY DENNISON CORP.
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BOEING COMPANY
COM
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COM
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SH
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51733
0
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CAREFUSION CORP.
COM
14170T101
547
12338
SH
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12338
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0
CARLISLE COS. INC.
COM
142339100
1230
14200
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CARMAX, INC
COM
143130102
494
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CARNIVAL CORP.
COM
143658300
1082
28737
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CASEY'S GENERAL STORES INC
COM
147528103
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CASH AMERICA INTL, INC.
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14754D100
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CATERPILLAR, INC.
COM
149123101
9026
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CBEYOND INC
COM
149847105
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150870103
3009
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CELGENE CORP.
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151020104
1291
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CENTENE CORPORATION
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15135B101
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CENTERPOINT ENERGY INC.
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15189T107
837
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CENTRAL GARDEN & PET CO.
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153527106
2365
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CENTRAL GARDEN & PET CO.
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CENTURYLINK, INC.
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156700106
2804
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CERNER CORPORATION
COM
156782104
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CHARLES RIVER LABORATORIES INTERNATIONAL INC.
COM
159864107
2248
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CHASE PACKAGING CORP.
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1
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CHECKPOINT SYSTEMS INC.
COM
162825103
5260
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CHESAPEAKE ENERGY CORP.
COM
165167107
2213
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CHESAPEAKE ENERGY CORPORATION
CONV
165167BZ9
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19885000
PRN
SOLE
19885000
0
0
CHESAPEAKE ENERGY CORPORATION
CONV
165167CA3
75258
72017174
PRN
SOLE
72017174
0
0
CHESAPEAKE ENERGY CORPORATION
CONV
165167CB1
1928
2000000
PRN
SOLE
2000000
0
0
CHEVRON CORPORATION
COM
166764100
18881
144626
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144626
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CHICAGO BRIDGE & IRON COMPANY N.V.
COM
167250109
757
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11100
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CHIMERA INVESTMENT CORP
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16934Q109
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CHIQUITA BRANDS INTERNATIONAL INC.
CONV
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10485000
PRN
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CHUBB CORP., THE
COM
171232101
1661
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CHURCH & DWIGHT CO., INC.
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171340102
851
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CIMAREX ENERGY CO.
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CINCINNATI FINANCIAL CORP.
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CINEMARK HOLDINGS INC.
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CISCO SYSTEMS INC.
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17275R102
10916
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CINTAS CORPORATION
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CITIGROUP, INC.
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172967424
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CITRIX SYSTEMS INC.
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177376100
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CLEAN ENERGY FUELS CORP.
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CLEAR CHANNEL OUTDOOR HOLDINGS, INC.
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CLIFFS NATURAL RESOURCES, INC.
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CLOROX COMPANY
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189054109
610
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CLOUD PEAK ENERGY INC
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33255
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COACH, INC.
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189754104
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COBALT INTERNATIONAL ENERGY INC.
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19075F106
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COCA-COLA CO., THE
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COCA-COLA ENTERPRISES, INC.
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19122T109
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COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
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COLFAX CORP.
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COLGATE-PALMOLIVE CO.
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COLUMBUS MCKINNON CORPORATION
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COMCAST CORP.
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20030N101
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COMERICA INC.
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COMMERCE BANCSHARES INC.
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COMMONWEALTH REIT
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COMMSCOPE HOLDING COMPANY, INC.
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20337X109
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CIA DE MINAS BUENAVENTURA SA
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COMPASS MINERALS INTERNATIONAL INC.
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20451N101
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COMPRESSCO PARTNERS LP
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20467A101
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COMPUTER SCIENCES CORP.
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205363104
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COMTECH TELECOMMUNICATIONS
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CONAGRA FOODS INC.
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CONCHO RESOURCES INC.
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20605P101
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CONOCOPHILLIPS
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CONSOL ENERGY INC.
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CONSOLIDATED EDISON, INC.
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CONSTELLATION BRANDS INC.
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CONTINENTAL BUILDING PRODUCTS INC
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COOPER-STANDARD HOLDINGS, INC.
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CORNING, INC.
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COSTCO WHOLESALE CORP.
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COTT CORP.
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COTY INC.
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CROWN CASTLE INTERNATIONAL CORP.
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CROWN HOLDINGS INC.
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CUMMINS INC.
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CYTEC INDUSTRIES INC.
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DCP MIDSTREAM PARTNERS LP
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DST SYSTEMS, INC.
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DTE ENERGY CO.
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DANAHER CORP.
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DAVITA HEALTHCARE PARTNERS INC.
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DECKERS OUTDOOR CORP
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DEERE & COMPANY
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DENBURY RESOURCES INC.
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247916208
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DELUXE CORPORATION
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DETOUR GOLD CORPORATION
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DEVON ENERGY CORP.
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DEVRY, INC.
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251893103
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DIAMOND OFFSHORE DRILLING INC.
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DIEBOLD, INC.
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DILLARD'S, INC.
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WALT DISNEY COMPANY, THE
COM
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DISCOVER FINANCIAL SERVICES INC.
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DISH NETWORK CORP.
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25470M109
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DIRECTV
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25490A309
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DOLBY LABORATORIES, INC.
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DOLLAR GENERAL CORP.
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DOLLAR TREE, INC.
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DOMINION RESOURCES INC.
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DOMINOS PIZZA, INC.
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DOMTAR CORPORATION
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DONALDSON CO, INC.
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R.R. DONNELLEY & SONS COMPANY
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DORMAN PRODUCTS, INC.
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DOVER CORPORATION
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DOW CHEMICAL CO., THE
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DR PEPPER SNAPPLE GROUP INC.
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26138E109
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DREW INDUSTRIES, INC.
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26168L205
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DUKE ENERGY CORP.
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DUN & BRADSTREET CORP., THE
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EMC CORP.
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26875P101
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EQT CORPORATION
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E*TRADE FINANCIAL CORP.
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EARTHLINK HOLDINGS CORP
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EAST WEST BANCORP, INC.
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EASTMAN CHEMICAL COMPANY
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EBAY INC.
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4734
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ECHOSTAR CORPORATION
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278865100
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EDWARDS LIFESCIENCES CORP.
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28176E108
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ELECTRONIC ARTS, INC.
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285512109
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ELECTRONICS FOR IMAGING
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EMERSON ELECTRIC COMPANY
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291011104
3572
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ENBRIDGE ENERGY PARTNERS
COM
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ENERGIZER HOLDINGS INC.
COM
29266R108
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ENERGY TRANSFER PARTNERS
COM
29273R109
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ENERGY TRANSFER EQUITY LP
COM
29273V100
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ENERSYS
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29275Y102
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ENGILITY HOLDINGS INC
COM
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COM
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ENTERPRISE PRODUCTS PARTNERS L
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EQUIFAX, INC.
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EQUITY RESIDENTIAL
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EXELIS INC.
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EXPEDIA INC.
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EXPRESS SCRIPTS HOLDING CO.
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EXTRA SPACE STORAGE, INC.
REIT
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EXXON CORPORATION
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FMC TECHNOLOGIES INC.
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FTD COS INC
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FACEBOOK INC
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FIDELITY NATIONAL INFORMATION SERVICES INC.
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FIDELITY NATIONAL FINANCIAL INC.
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FIESTA RESTAURANT GROUP
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FIFTH THIRD BANCORP
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FINISH LINE (THE)
COM
317923100
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FIRST INTERSTATE BANCSYSTEM IN
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FIRST NIAGARA FINANCIAL GROUP, INC.
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FIRST SOLAR, INC.
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FLOWSERVE CORP.
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FOOT LOCKER INC.
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344849104
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FORD MOTOR COMPANY
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FOREST LABORATORIES, INC.
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FRANKLIN RESOURCES INC.
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354613101
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FREEPORT-MCMORAN COPPER & GOLD INC.
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35671D857
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FRONTIER COMMUNICATIONS CORP.
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35906A108
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FULTON FINANCIAL CORPORATION
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GATX CORP.
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361448103
335
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GEO GROUP, INC. (THE)
REIT
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GSE SYSTEMS INC
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36227K106
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G-III APPAREL GROUP LTD
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GAMESTOP CORP.
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GAP, INC.
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GARTNER GROUP, INC.
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366651107
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GENERAL DYNAMICS CORPORATION
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369550108
3356
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28791
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GENERAL ELECTRIC COMPANY
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369604103
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GENERAL GROWTH PROPERTIES, INC.
REIT
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GENERAL MILLS, INC.
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370334104
2334
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GENERAL MOTORS COMPANY
COM
37045V100
3945
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GENERAL MOTORS CO
WAR
37045V118
1352
50805
SH
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50805
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GENERAL MOTORS CO
WAR
37045V126
943
50805
SH
SOLE
50805
0
0
GENTEX CORPORATION
COM
371901109
1421
48860
SH
SOLE
48860
0
0
GENUINE PARTS CO
COM
372460105
419
4770
SH
SOLE
4770
0
0
GEO SPECIALTY CHEMICALS, INC.
COM
37246R106
0
80750
SH
SOLE
80750
0
0
GENWORTH HOLDINGS INC.
COM
37247D106
2875
165253
SH
SOLE
165253
0
0
GEOMET, INC.
COM
37250U201
2
85857
SH
SOLE
85857
0
0
GILEAD SCIENCES, INC.
COM
375558103
7323
88322
SH
SOLE
88322
0
0
GLOBAL PAYMENTS, INC.
COM
37940X102
441
6050
SH
SOLE
6050
0
0
GLOBAL PARTNERS LP/MA
COM
37946R109
1036
25510
SH
SOLE
25510
0
0
GOLD FIELDS LTD
ADR
38059T106
109
29340
SH
SOLE
29340
0
0
GOLDMAN SACHS GROUP INC., THE
COM
38141G104
6540
39058
SH
SOLE
39058
0
0
GOODYEAR TIRE & RUBBER COMPANY, THE
COM
382550101
2520
90712
SH
SOLE
90712
0
0
GOOGLE, INC.
COM
38259P508
6568
11233
SH
SOLE
11233
0
0
GOOGLE, INC.
COM
38259P706
6307
10964
SH
SOLE
10964
0
0
WASHINGTON POST CO.
COM
384637104
849
1182
SH
SOLE
1182
0
0
GRAINGER W W, INC.
COM
384802104
647
2546
SH
SOLE
2546
0
0
GRAPHIC PACKAGING HOLDING CO.
COM
388689101
23514
2009736
SH
SOLE
2009736
0
0
GREAT LAKES DREDGE&DOCK CORP.
COM
390607109
9692
1213014
SH
SOLE
1213014
0
0
GREEN PLAINS INC
COM
393222104
467
14200
SH
SOLE
14200
0
0
GREIF INC.
COM
397624107
1566
28700
SH
SOLE
28700
0
0
GROUP 1 AUTOMOTIVE, INC.
COM
398905109
261
3100
SH
SOLE
3100
0
0
GROUPON INC
COM
399473107
301
45400
SH
SOLE
45400
0
0
GULFPORT ENERGY CORPORATION
COM
402635304
380
6050
SH
SOLE
6050
0
0
HCA HOLDINGS, INC.
COM
40412C101
947
16800
SH
SOLE
16800
0
0
HCC INSURANCE HOLDINGS INC.
COM
404132102
272
5566
SH
SOLE
5566
0
0
HCP INC.
REIT
40414L109
907
21911
SH
SOLE
21911
0
0
HAEMONETICS CORPORATION
COM
405024100
6185
175300
SH
SOLE
175300
0
0
HALCON RESOURCES CORPORATION
COM
40537Q209
7428
1018949
SH
SOLE
1018949
0
0
HALLADOR ENERGY CO
COM
40609P105
329
34620
SH
SOLE
34620
0
0
HALLIBURTON CO.
COM
406216101
4952
69738
SH
SOLE
69738
0
0
HANESBRANDS INC.
COM
410345102
571
5800
SH
SOLE
5800
0
0
HANOVER INSURANCE GROUP, INC.
COM
410867105
518
8200
SH
SOLE
8200
0
0
HARLEY-DAVIDSON INC.
COM
412822108
1014
14510
SH
SOLE
14510
0
0
HARMAN INTERNATIONAL INDUSTRIES INC.
COM
413086109
662
6163
SH
SOLE
6163
0
0
HARRIS CORPORATION
COM
413875105
2583
34094
SH
SOLE
34094
0
0
HARTFORD FINANCIAL SERVICES GROUP INC., THE
COM
416515104
1607
44870
SH
SOLE
44870
0
0
HASBRO INC.
COM
418056107
349
6578
SH
SOLE
6578
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
651
47500
SH
SOLE
47500
0
0
HELMERICH & PAYNE, INC.
COM
423452101
1535
13220
SH
SOLE
13220
0
0
JACK HENRY & ASSOCIATES, INC.
COM
426281101
523
8800
SH
SOLE
8800
0
0
HERCULES, INC.
CONV
427056BC9
7787
8906
PRN
SOLE
8906
0
0
HERSHEY COMPANY, THE
COM
427866108
776
7966
SH
SOLE
7966
0
0
HERTZ GLOBAL HOLDINGS INC.
COM
42805T105
353
12600
SH
SOLE
12600
0
0
HESS CORP
COM
42809H107
3232
32679
SH
SOLE
32679
0
0
HEWLETT-PACKARD COMPANY
COM
428236103
7111
211137
SH
SOLE
211137
0
0
HHGREGG INC
COM
42833L108
208
20500
SH
SOLE
20500
0
0
HILL-ROM HOLDINGS INC.
COM
431475102
307
7400
SH
SOLE
7400
0
0
HILTON WORLDWIDE HOLDINGS INC.
COM
43300A104
359
15400
SH
SOLE
15400
0
0
HOLLYFRONTIER CORP.
COM
436106108
3236
74064
SH
SOLE
74064
0
0
HOLOGIC INC.
COM
436440101
629
24800
SH
SOLE
24800
0
0
HOME DEPOT, INC.
COM
437076102
9806
121117
SH
SOLE
121117
0
0
HONEYWELL INTERNATIONAL, INC.
COM
438516106
4937
53117
SH
SOLE
53117
0
0
HORNBECK OFFSHORE SERVICES INC.
COM
440543106
28143
599815
SH
SOLE
599815
0
0
HORNBECK OFFSHORE SVCS, INC.
CONV
440543AN6
21164
17500000
PRN
SOLE
17500000
0
0
HOSPIRA INC.
COM
441060100
588
11441
SH
SOLE
11441
0
0
HOST HOTELS & RESORTS INC.
REIT
44107P104
1307
59388
SH
SOLE
59388
0
0
HUDSON CITY BANCORP, INC.
COM
443683107
210
21315
SH
SOLE
21315
0
0
HUMANA, INC.
COM
444859102
2723
21319
SH
SOLE
21319
0
0
HUNTINGTON BANCSHARES, INC.
COM
446150104
1327
139072
SH
SOLE
139072
0
0
HUNTINGTON INGALLS INDUSTRIES INC.
COM
446413106
1854
19600
SH
SOLE
19600
0
0
HUNTSMAN CORPORATION
COM
447011107
2993
106520
SH
SOLE
106520
0
0
HYATT HOTELS CORP.
COM
448579102
1110
18200
SH
SOLE
18200
0
0
IAC/INTERACTIVECORP
COM
44919P508
492
7100
SH
SOLE
7100
0
0
ICONIX BRAND GROUP, INC.
COM
451055107
588
13700
SH
SOLE
13700
0
0
IDEX CORPORATION
COM
45167R104
1861
23050
SH
SOLE
23050
0
0
IHS INC
COM
451734107
395
2910
SH
SOLE
2910
0
0
ILLINOIS TOOL WORKS, INC.
COM
452308109
1630
18615
SH
SOLE
18615
0
0
ILLUMINA, INC.
COM
452327109
959
5370
SH
SOLE
5370
0
0
INFORMATICA CORPORATION
COM
45666Q102
570
16000
SH
SOLE
16000
0
0
INGREDION INCORPORATED
COM
457187102
3285
43771
SH
SOLE
43771
0
0
INSIGHT ENTERPRISE, INC.
COM
45765U103
354
11500
SH
SOLE
11500
0
0
INTEL CORPORATION
COM
458140100
14827
479834
SH
SOLE
479834
0
0
INTEL CORPORATION
CONV
458140AD2
28571
22983000
PRN
SOLE
22983000
0
0
INTEL CORPORATION
CONV
458140AF7
30850
20000000
PRN
SOLE
20000000
0
0
INTERACTIVE BROKERS GROUP INC
COM
45841N107
743
31900
SH
SOLE
31900
0
0
INTERCEPT PHARMACEUTICALS INC
COM
45845P108
800
3380
SH
SOLE
3380
0
0
INTERCONTINENTALEXCHANGE GROUP, INC.
COM
45866F104
952
5041
SH
SOLE
5041
0
0
IBM CORPORATION
COM
459200101
12207
67340
SH
SOLE
67340
0
0
INTL FLAVORS & FRAGRANCES
COM
459506101
1380
13233
SH
SOLE
13233
0
0
INTERNATIONAL GAME TECHNOLOGY
COM
459902102
1933
121500
SH
SOLE
121500
0
0
INTERNATIONAL PAPER COMPANY
COM
460146103
4418
87544
SH
SOLE
87544
0
0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE)
COM
460690100
1100
56386
SH
SOLE
56386
0
0
INTERSECTIONS, INC.
COM
460981301
86
17500
SH
SOLE
17500
0
0
INTUIT, INC.
COM
461202103
1470
18249
SH
SOLE
18249
0
0
IRON MOUNTAIN INC.
COM
462846106
5066
142913
SH
SOLE
142913
0
0
ISHARES MSCI UNITED KINGDOM ETF
ETF
464286699
311
14900
SH
SOLE
14900
0
0
ISHARES MSCI
ETF
464286848
305
25300
SH
SOLE
25300
0
0
ISHARES TRUST
ETF
464287465
5020
73430
SH
SOLE
73430
0
0
ISHARES TRUST
ETF
464287689
69760
592489
SH
SOLE
592489
0
0
JPMORGAN CHASE & CO.
COM
46625H100
13520
234643
SH
SOLE
234643
0
0
JABIL CIRCUIT INC.
COM
466313103
1121
53649
SH
SOLE
53649
0
0
JARDEN CORP.
COM
471109108
507
8550
SH
SOLE
8550
0
0
JOHNSON & JOHNSON
COM
478160104
27164
259640
SH
SOLE
259640
0
0
JOHNSON CONTROLS INC.
COM
478366107
568
11377
SH
SOLE
11377
0
0
JOY GLOBAL INC.
COM
481165108
2777
45100
SH
SOLE
45100
0
0
JUNIPER NETWORKS INC.
COM
48203R104
2099
85537
SH
SOLE
85537
0
0
KAR AUCTION SERVICES INC.
COM
48238T109
217
6800
SH
SOLE
6800
0
0
KBR, INC.
COM
48242W106
472
19800
SH
SOLE
19800
0
0
KLA-TENCOR CORP.
COM
482480100
486
6687
SH
SOLE
6687
0
0
KANSAS CITY SOUTHERN
COM
485170302
1612
14995
SH
SOLE
14995
0
0
KELLOGG CO.
COM
487836108
1327
20203
SH
SOLE
20203
0
0
KEURIG GREEN MOUNTAIN, INC.
COM
49271M100
1171
9400
SH
SOLE
9400
0
0
KEYCORP
COM
493267108
1961
136836
SH
SOLE
136836
0
0
KILROY REALTY CORP.
REIT
49427F108
243
3900
SH
SOLE
3900
0
0
KIMBERLY-CLARK CORPORATION
COM
494368103
3445
30974
SH
SOLE
30974
0
0
KIMCO REALTY CORP.
REIT
49446R109
487
21177
SH
SOLE
21177
0
0
KINDER MORGAN ENERGY PTR LP
COM
494550106
8069
98155
SH
SOLE
98155
0
0
KIRBY CORP.
COM
497266106
281
2400
SH
SOLE
2400
0
0
KNOWLES CORP
COM
49926D109
6231
202700
SH
SOLE
202700
0
0
KOHL'S CORP.
COM
500255104
1606
30491
SH
SOLE
30491
0
0
KRAFT FOODS GROUP INC.
COM
50076Q106
2620
43697
SH
SOLE
43697
0
0
KROGER COMPANY
COM
501044101
4257
86123
SH
SOLE
86123
0
0
L BRANDS INC.
COM
501797104
481
8200
SH
SOLE
8200
0
0
LKQ CORPORATION
COM
501889208
227
8500
SH
SOLE
8500
0
0
L-3 COMMUNICATIONS HOLDINGS INC.
COM
502424104
867
7178
SH
SOLE
7178
0
0
LABORATORY CORPORATION OF AMERICA HOLDINGS
COM
50540R409
612
5973
SH
SOLE
5973
0
0
LAM RESEARCH CORP.
COM
512807108
1184
17522
SH
SOLE
17522
0
0
LANDSTAR SYSTEM, INC.
COM
515098101
1079
16860
SH
SOLE
16860
0
0
LANDS' END INC
COM
51509F105
1185
35300
SH
SOLE
35300
0
0
LAS VEGAS SANDS CORP.
COM
517834107
1014
13300
SH
SOLE
13300
0
0
ESTEE LAUDER COMPANIES INC., THE
COM
518439104
1119
15066
SH
SOLE
15066
0
0
LEAR CORPORATION
COM
521865204
1751
19600
SH
SOLE
19600
0
0
LEGGETT & PLATT INC.
COM
524660107
330
9641
SH
SOLE
9641
0
0
LEGG MASON INC.
COM
524901105
1374
26773
SH
SOLE
26773
0
0
LEIDOS HOLDINGS, INC.
COM
525327102
440
11475
SH
SOLE
11475
0
0
LENNOX INTERNATIONAL, INC.
COM
526107107
1568
17510
SH
SOLE
17510
0
0
LEUCADIA NATIONAL CORPORATION
COM
527288104
968
36935
SH
SOLE
36935
0
0
LEVEL 3 COMMUNICATIONS INC.
COM
52729N308
1462
33300
SH
SOLE
33300
0
0
LEXMARK INTERNATIONAL, INC.
COM
529771107
1583
32874
SH
SOLE
32874
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M880
1321
17900
SH
SOLE
17900
0
0
LIBERTY MEDIA CORP
COM
531229102
219
1600
SH
SOLE
1600
0
0
LIFEPOINT HOSPITALS INC.
COM
53219L109
621
10000
SH
SOLE
10000
0
0
ELI LILLY & CO.
COM
532457108
1046
16832
SH
SOLE
16832
0
0
LINCOLN ELECTRIC HOLDINGS, INC.
COM
533900106
224
3200
SH
SOLE
3200
0
0
LINCOLN NATIONAL CORP.
COM
534187109
1965
38202
SH
SOLE
38202
0
0
LINEAR TECHNOLOGY CORPORATION
COM
535678106
1412
30006
SH
SOLE
30006
0
0
LINN ENERGY LLC
COM
536020100
414
12800
SH
SOLE
12800
0
0
LIVE NATION ENTERTAINMENT INC.
COM
538034109
2225
90100
SH
SOLE
90100
0
0
LOCKHEED MARTIN CORPORATION
COM
539830109
8153
50726
SH
SOLE
50726
0
0
LORILLARD INC.
COM
544147101
2797
45881
SH
SOLE
45881
0
0
LOWES COMPANIES, INC.
COM
548661107
4435
92424
SH
SOLE
92424
0
0
M&T BANK CORP.
COM
55261F104
427
3444
SH
SOLE
3444
0
0
MBIA INC.
COM
55262C100
381
34500
SH
SOLE
34500
0
0
MDU RESOURCES GROUP INC.
COM
552690109
400
11400
SH
SOLE
11400
0
0
MFA FINANCIAL, INC.
REIT
55272X102
640
77900
SH
SOLE
77900
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
1434
54300
SH
SOLE
54300
0
0
M K S INSTRUMENTS, INC.
COM
55306N104
297
9500
SH
SOLE
9500
0
0
M W I VETERINARY SUPPLY, INC.
COM
55402X105
298
2100
SH
SOLE
2100
0
0
MACERICH COMPANY, THE
REIT
554382101
380
5695
SH
SOLE
5695
0
0
MACY'S, INC.
COM
55616P104
3494
60213
SH
SOLE
60213
0
0
MAGELLAN MIDSTREAM PARTNERS
COM
559080106
2857
34000
SH
SOLE
34000
0
0
MANOR CARE, INC.
CONV
564055AP6
28069
20833333
PRN
SOLE
20833333
0
0
MANPOWERGROUP INC.
COM
56418H100
704
8300
SH
SOLE
8300
0
0
MARATHON OIL CORPORATION
COM
565849106
2608
65340
SH
SOLE
65340
0
0
MARATHON PETROLEUM CORPORATION
COM
56585A102
2229
28555
SH
SOLE
28555
0
0
MARSH & MCLENNAN COMPANIES INC.
COM
571748102
1578
30443
SH
SOLE
30443
0
0
MARRIOTT INTERNATIONAL, INC.
COM
571903202
2420
37749
SH
SOLE
37749
0
0
MARTIN MARIETTA MATERIALS INC.
COM
573284106
453
3430
SH
SOLE
3430
0
0
MASCO CORP.
COM
574599106
409
18419
SH
SOLE
18419
0
0
MASSEY ENERGY CO.
CONV
576203AJ2
6847
6750000
PRN
SOLE
6750000
0
0
MASTERCARD, INC.
COM
57636Q104
6679
90910
SH
SOLE
90910
0
0
MATTEL INC.
COM
577081102
6011
154251
SH
SOLE
154251
0
0
MAXIM INTEGRATED PRODUCTS, INC.
COM
57772K101
666
19700
SH
SOLE
19700
0
0
MCDONALD'S CORPORATION
COM
580135101
3164
31405
SH
SOLE
31405
0
0
MCGRAW-HILL FINANCIAL, INC.
COM
580645109
1032
12427
SH
SOLE
12427
0
0
MCKESSON CORPORATION
COM
58155Q103
4144
22256
SH
SOLE
22256
0
0
MEAD JOHNSON NUTRITION COMPANY
COM
582839106
1084
11636
SH
SOLE
11636
0
0
MEDIFAST INC
COM
58470H101
240
7900
SH
SOLE
7900
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
420
9800
SH
SOLE
9800
0
0
MEDNAX, INC.
COM
58502B106
221
3800
SH
SOLE
3800
0
0
MEDTRONIC INC.
COM
585055106
6996
109717
SH
SOLE
109717
0
0
MEDTRONIC INC.
CONV
585055AB2
8020
8000000
PRN
SOLE
8000000
0
0
MERCK & CO. INC.
COM
58933Y105
11702
202283
SH
SOLE
202283
0
0
MERITOR, INC.
CONV
59001KAC4
32617
20267000
PRN
SOLE
20267000
0
0
METLIFE, INC.
COM
59156R108
4391
79025
SH
SOLE
79025
0
0
METTLER-TOLEDO INTERNATIONAL INC.
COM
592688105
228
900
SH
SOLE
900
0
0
MICROSOFT CORP.
COM
594918104
25708
616496
SH
SOLE
616496
0
0
MICROCHIP TECHNOLOGY INC.
COM
595017104
910
18645
SH
SOLE
18645
0
0
MICRON TECHNOLOGY INC.
COM
595112103
2852
86550
SH
SOLE
86550
0
0
MICRON TECHNOLOGY INC.
CONV
595112AV5
21249
7000000
PRN
SOLE
7000000
0
0
MICRON TECHNOLOGY INC.
CONV
595112AY9
7729
6000000
PRN
SOLE
6000000
0
0
MID-CON ENERGY PARTNERS LP
COM
59560V109
641
27621
SH
SOLE
27621
0
0
MIDSTATES PETROLEUM COMPANY, INC.
COM
59804T100
3775
522065
SH
SOLE
522065
0
0
MOLSON COORS BREWING COMPANY
COM
60871R209
1403
18925
SH
SOLE
18925
0
0
MONDELEZ INTERNATIONAL, INC.
COM
609207105
5899
156846
SH
SOLE
156846
0
0
MONRO MUFFLER BRAKE
COM
610236101
250
4700
SH
SOLE
4700
0
0
MONSTER BEVERAGE CORP
COM
611740101
945
13300
SH
SOLE
13300
0
0
MOODY'S CORPORATION
COM
615369105
1286
14665
SH
SOLE
14665
0
0
MORGAN STANLEY
COM
617446448
4219
130493
SH
SOLE
130493
0
0
MOSAIC CO., THE
COM
61945C103
1854
37500
SH
SOLE
37500
0
0
MOTOROLA SOLUTIONS INC.
COM
620076307
777
11671
SH
SOLE
11671
0
0
MOTORS LIQUIDATION CO GUC TRUS
COM
62010U101
275
10729
SH
SOLE
10729
0
0
MURPHY OIL CORP.
COM
626717102
1073
16133
SH
SOLE
16133
0
0
MURPHY USA INC.
COM
626755102
7847
160500
SH
SOLE
160500
0
0
MYLAN INC.
COM
628530107
1501
29106
SH
SOLE
29106
0
0
MYRIAD GENETICS, INC.
COM
62855J104
3297
84700
SH
SOLE
84700
0
0
NRG ENERGY INC.
COM
629377508
2024
54420
SH
SOLE
54420
0
0
NABORS INDUSTRIES INC.
CONV
629568AF3
8307
8307373
PRN
SOLE
8307373
0
0
NASDAQ OMX GROUP, INC., THE
COM
631103108
354
9167
SH
SOLE
9167
0
0
NATIONAL FUEL GAS CO.
COM
636180101
403
5148
SH
SOLE
5148
0
0
NATIONAL OILWELL VARCO, INC.
COM
637071101
4596
55813
SH
SOLE
55813
0
0
NAVIGANT CONSULTING, INC.
COM
63935N107
183
10500
SH
SOLE
10500
0
0
NAVIENT CORPORATION
COM
63938C108
3098
174909
SH
SOLE
174909
0
0
NEENAH ENTERPRISES, INC.
COM
64007R109
2469
154333
SH
SOLE
154333
0
0
NETAPP INC.
COM
64110D104
2953
80867
SH
SOLE
80867
0
0
NETFLIX INC
COM
64110L106
2532
5746
SH
SOLE
5746
0
0
NEW YORK COMMUNITY BANCORP, INC
COM
649445103
426
26640
SH
SOLE
26640
0
0
NEW YORK MORTGAGE TRUST INC
REIT
649604501
88
11300
SH
SOLE
11300
0
0
NEWARK GROUP INC., THE
COM
650341MM9
3678
546783
SH
SOLE
546783
0
0
NEWELL RUBBERMAID, INC.
COM
651229106
980
31621
SH
SOLE
31621
0
0
NEWFIELD EXPLORATION CO.
COM
651290108
1021
23100
SH
SOLE
23100
0
0
NEWMARKET CORPORATION
COM
651587107
263
670
SH
SOLE
670
0
0
NEWMONT MINING CORP.
COM
651639106
411
16154
SH
SOLE
16154
0
0
NEWS CORPORATION
COM
65249B109
1602
89296
SH
SOLE
89296
0
0
NEWS CORPORATION
COM
65249B208
2085
119500
SH
SOLE
119500
0
0
NEXTERA ENERGY INC.
COM
65339F101
639
6238
SH
SOLE
6238
0
0
NIKE, INC.
COM
654106103
3169
40864
SH
SOLE
40864
0
0
NISKA GAS STORAGE PARTNERS LLC
COM
654678101
669
43500
SH
SOLE
43500
0
0
NISOURCE, INC.
COM
65473P105
557
14171
SH
SOLE
14171
0
0
NOBLE ENERGY, INC.
COM
655044105
1034
13347
SH
SOLE
13347
0
0
NORDSTROM, INC.
COM
655664100
1570
23119
SH
SOLE
23119
0
0
NORFOLK SOUTHERN CORP.
COM
655844108
2401
23306
SH
SOLE
23306
0
0
NORTHEAST UTILITIES
COM
664397106
490
10364
SH
SOLE
10364
0
0
NORTHERN OIL AND GAS INC
COM
665531109
379
23275
SH
SOLE
23275
0
0
NORTHERN TIER ENERGY LP
COM
665826103
329
12315
SH
SOLE
12315
0
0
NORTHERN TRUST CORP.
COM
665859104
290
4520
SH
SOLE
4520
0
0
NORTHROP GRUMMAN CORPORATION
COM
666807102
4863
40650
SH
SOLE
40650
0
0
NOVATION CO INC
REIT
66989V107
5585
19258775
SH
SOLE
19258775
0
0
NOW INC/DE
COM
67011P100
319
8802
SH
SOLE
8802
0
0
NU SKIN ENTERPRISES, INC.
COM
67018T105
1511
20430
SH
SOLE
20430
0
0
NUCOR CORP.
COM
670346105
208
4217
SH
SOLE
4217
0
0
NUSTAR ENERGY LP
COM
67058H102
583
9400
SH
SOLE
9400
0
0
NVIDIA CORP.
COM
67066G104
2989
161211
SH
SOLE
161211
0
0
O'REILLY AUTOMOTIVE, INC. NEW
COM
67103H107
2328
15457
SH
SOLE
15457
0
0
OCCIDENTAL PETROLEUM CORP.
COM
674599105
7308
71205
SH
SOLE
71205
0
0
OIL STATES INTERNATIONAL INC.
COM
678026105
228
3560
SH
SOLE
3560
0
0
OLD DOMINION FREIGHT LINE INC.
COM
679580100
210
3300
SH
SOLE
3300
0
0
OLD REPUBLIC INTERNATIONAL CORP.
COM
680223104
419
25357
SH
SOLE
25357
0
0
OMNICARE, INC.
COM
681904108
506
7600
SH
SOLE
7600
0
0
OMNICOM GROUP INC.
COM
681919106
1691
23745
SH
SOLE
23745
0
0
OMNOVA SOLUTIONS INC.
COM
682129101
6130
674421
SH
SOLE
674421
0
0
ON SEMICONDUCTOR CORP.
COM
682189105
161
17600
SH
SOLE
17600
0
0
ONEOK INC.
COM
682680103
783
11500
SH
SOLE
11500
0
0
ONEOK PARTNERS LP
COM
68268N103
3828
65325
SH
SOLE
65325
0
0
ORACLE CORP.
COM
68389X105
15987
394445
SH
SOLE
394445
0
0
OWENS CORNING
COM
690742101
9461
244590
SH
SOLE
244590
0
0
OWENS-ILLINOIS INC.
COM
690768403
614
17738
SH
SOLE
17738
0
0
PBF ENERGY, INC.
COM
69318G106
600
22500
SH
SOLE
22500
0
0
PDL BIOPHARMA, INC.
COM
69329Y104
159
16400
SH
SOLE
16400
0
0
PG&E CORP.
COM
69331C108
314
6535
SH
SOLE
6535
0
0
PNC FINANCIAL SERVICES GROUP
COM
693475105
4422
49658
SH
SOLE
49658
0
0
PPG INDUSTRIES, INC.
COM
693506107
3250
15463
SH
SOLE
15463
0
0
PPL CORP.
COM
69351T106
2164
60902
SH
SOLE
60902
0
0
PTC INC
COM
69370C100
241
6200
SH
SOLE
6200
0
0
PACCAR INC.
COM
693718108
443
7056
SH
SOLE
7056
0
0
PACKAGING CORP. OF AMERICA
COM
695156109
422
5900
SH
SOLE
5900
0
0
PACWEST BANCORP
COM
695263103
902
20900
SH
SOLE
20900
0
0
PALL CORP.
COM
696429307
676
7922
SH
SOLE
7922
0
0
PANTRY, INC.
COM
698657103
249
15400
SH
SOLE
15400
0
0
PARKER-HANNIFIN CORP.
COM
701094104
1576
12538
SH
SOLE
12538
0
0
PATTERSON UTI ENERGY INC.
COM
703481101
2082
59600
SH
SOLE
59600
0
0
PAYCHEX INC
COM
704326107
415
9977
SH
SOLE
9977
0
0
PEABODY ENERGY CORPORATION
COM
704549104
1737
106230
SH
SOLE
106230
0
0
PENSKE AUTO GROUP INC
COM
70959W103
584
11800
SH
SOLE
11800
0
0
PEOPLE'S UNITED FINANCIAL INC
COM
712704105
228
15010
SH
SOLE
15010
0
0
PEP BOYS-MANNY MOE & JACK/THE
COM
713278109
8437
736198
SH
SOLE
736198
0
0
PEPCO HOLDINGS INC.
COM
713291102
1107
40299
SH
SOLE
40299
0
0
PEPSICO INC.
COM
713448108
7895
88375
SH
SOLE
88375
0
0
PETROBRAS ARGENTINA SA
ADR
71646J109
114
17500
SH
SOLE
17500
0
0
PETSMART, INC.
COM
716768106
8655
144727
SH
SOLE
144727
0
0
PFIZER, INC.
COM
717081103
21773
733586
SH
SOLE
733586
0
0
PHARMERICA CORP
COM
71714F104
226
7900
SH
SOLE
7900
0
0
PHILIP MORRIS INTERNATIONAL INC.
COM
718172109
11230
133202
SH
SOLE
133202
0
0
PHILLIPS 66
COM
718546104
11725
145774
SH
SOLE
145774
0
0
PILGRIM'S PRIDE CORP.
COM
72147K108
3467
126700
SH
SOLE
126700
0
0
PITNEY BOWES INC.
COM
724479100
5369
194388
SH
SOLE
194388
0
0
PLAINS ALL AMERICAN PIPELINE
COM
726503105
3599
59930
SH
SOLE
59930
0
0
PLY GEM HOLDINGS, INC.
COM
72941W100
5314
526170
SH
SOLE
526170
0
0
POLARIS INDUSTRIES, INC.
COM
731068102
978
7510
SH
SOLE
7510
0
0
POOL CORPORATION
COM
73278L105
549
9700
SH
SOLE
9700
0
0
POPULAR INC.
COM
733174700
612
17900
SH
SOLE
17900
0
0
PRECISION CASTPARTS CORP.
COM
740189105
1508
5975
SH
SOLE
5975
0
0
T ROWE PRICE GROUP, INC.
COM
74144T108
1493
17692
SH
SOLE
17692
0
0
PRICELINE.COM INC.
COM
741503403
4559
3790
SH
SOLE
3790
0
0
PRIMERICA INC
COM
74164M108
234
4900
SH
SOLE
4900
0
0
PRINCIPAL FINANCIAL GROUP, INC.
COM
74251V102
1851
36664
SH
SOLE
36664
0
0
PROCTER & GAMBLE CO.
COM
742718109
12645
160903
SH
SOLE
160903
0
0
PROGRESSIVE CORPORATION
COM
743315103
1127
44448
SH
SOLE
44448
0
0
PROGRESSIVE WASTE SOLUTIONS LTD.
COM
74339G101
1961
76388
SH
SOLE
76388
0
0
PROTECTIVE LIFE CORP.
COM
743674103
226
3266
SH
SOLE
3266
0
0
PRUDENTIAL FINANCIAL, INC.
COM
744320102
4142
46662
SH
SOLE
46662
0
0
PUBLIC SERVICE ENTERPRISE GROUP INC.
COM
744573106
2306
56533
SH
SOLE
56533
0
0
PUBLIC STORAGE
REIT
74460D109
334
1950
SH
SOLE
1950
0
0
PULTEGROUP, INC.
COM
745867101
955
47347
SH
SOLE
47347
0
0
QUALCOM, INC.
COM
747525103
8980
113378
SH
SOLE
113378
0
0
QUALITY DISTRIBUTION INC.
COM
74756M102
10000
672963
SH
SOLE
672963
0
0
QUANTA SERVICES, INC.
COM
74762E102
537
15537
SH
SOLE
15537
0
0
QUEST DIAGNOSTICS INC.
COM
74834L100
584
9944
SH
SOLE
9944
0
0
QUESTCOR PHARMACEUTICALS INC
COM
74835Y101
1267
13700
SH
SOLE
13700
0
0
QUICKSILVER RESOURCES INC.
COM
74837R104
359
134600
SH
SOLE
134600
0
0
QUINTILES TRANSNATIONAL HOLDIN
COM
74876Y101
398
7462
SH
SOLE
7462
0
0
R P M INTERNATIONAL, INC.
COM
749685103
1130
24470
SH
SOLE
24470
0
0
RPX CORP
COM
74972G103
371
20900
SH
SOLE
20900
0
0
RANDGOLD RESOURCES LTD
ADR
752344309
630
7447
SH
SOLE
7447
0
0
RAYONIER, INC.
REIT
754907103
3891
109465
SH
SOLE
109465
0
0
RAYTHEON COMPANY
COM
755111507
2658
28813
SH
SOLE
28813
0
0
REALTY INCOME CORP.
REIT
756109104
391
8800
SH
SOLE
8800
0
0
RED HAT INC.
COM
756577102
262
4745
SH
SOLE
4745
0
0
REGENT BROADCASTING LLC
WAR
75686RNN9
1522
704626
SH
SOLE
704626
0
0
REGENT BROADCASTING LLC
WAR
75686RZZ9
35
704626
SH
SOLE
704626
0
0
REGAL-BELOIT CORPORATION
COM
758750103
807
10276
SH
SOLE
10276
0
0
REGAL ENTERTAINMENT GROUP
COM
758766109
1059
50200
SH
SOLE
50200
0
0
REGENCY ENERGY PARTNERS LP
COM
75885Y107
1015
31527
SH
SOLE
31527
0
0
REGENERON PHARMACEUTICALS, INC.
COM
75886F107
268
950
SH
SOLE
950
0
0
REGIONS FINANCIAL CORP.
COM
7591EP100
1558
146668
SH
SOLE
146668
0
0
REINSURANCE GROUP OF AMERICA, INC.
COM
759351604
485
6143
SH
SOLE
6143
0
0
RELIANCE STEEL & ALUMINUM CO.
COM
759509102
1242
16845
SH
SOLE
16845
0
0
RENEWABLE ENERGY GROUP INC
COM
75972A301
229
20000
SH
SOLE
20000
0
0
RENT-A-CENTER, INC.
COM
76009N100
7990
278605
SH
SOLE
278605
0
0
REPUBLIC SERVICES INC.
COM
760759100
4465
117598
SH
SOLE
117598
0
0
RESMED INC.
COM
761152107
299
5900
SH
SOLE
5900
0
0
RESOLUTE FOREST PRODUCTS, INC.
COM
76117W109
629
37466
SH
SOLE
37466
0
0
RESOURCE CAPITAL CORPORATION
COM
76120W302
197
35000
SH
SOLE
35000
0
0
REYNOLDS AMERICAN INC.
COM
761713106
715
11842
SH
SOLE
11842
0
0
RICE ENERGY INC.
COM
762760106
1513
49700
SH
SOLE
49700
0
0
RITE AID CORP.
COM
767754104
806
112400
SH
SOLE
112400
0
0
RIVERBED TECHNOLOGY INC.
COM
768573107
1423
69000
SH
SOLE
69000
0
0
ROBERT HALF INTERNATIONAL, INC.
COM
770323103
299
6261
SH
SOLE
6261
0
0
ROCK-TENN CO.
COM
772739207
13565
128467
SH
SOLE
128467
0
0
ROCKWELL AUTOMATION INC.
COM
773903109
990
7909
SH
SOLE
7909
0
0
ROCKWELL COLLINS INC.
COM
774341101
322
4125
SH
SOLE
4125
0
0
ROPER INDUSTRIES INC.
COM
776696106
1486
10177
SH
SOLE
10177
0
0
ROSS STORES, INC.
COM
778296103
1840
27818
SH
SOLE
27818
0
0
ROUNDY'S INC
COM
779268101
197
35700
SH
SOLE
35700
0
0
ROVI CORPORATION
COM
779376102
776
32400
SH
SOLE
32400
0
0
ROYAL GOLD, INC.
COM
780287108
297
3900
SH
SOLE
3900
0
0
RYDER SYSTEM INC.
COM
783549108
1021
11586
SH
SOLE
11586
0
0
SBA COMMUNICATIONS CORP.
COM
78388J106
383
3740
SH
SOLE
3740
0
0
SEI INVESTMENTS COMPANY
COM
784117103
423
12900
SH
SOLE
12900
0
0
SL GREEN REALTY CORP.
REIT
78440X101
590
5390
SH
SOLE
5390
0
0
NAVIENT INC.
COM
78442P106
101
12100
SH
SOLE
12100
0
0
SM ENERGY COMPANY
COM
78454L100
412
4900
SH
SOLE
4900
0
0
SPX CORP.
COM
784635104
238
2200
SH
SOLE
2200
0
0
STANDARD PARKING CORP.
COM
78469C103
8122
379692
SH
SOLE
379692
0
0
SVB FINANCIAL GROUP
COM
78486Q101
245
2100
SH
SOLE
2100
0
0
SAFEWAY, INC.
COM
786514208
2288
66621
SH
SOLE
66621
0
0
ST. JUDE MEDICAL INC.
COM
790849103
1719
24829
SH
SOLE
24829
0
0
SALESFORCE.COM INC.
COM
79466L302
2414
41564
SH
SOLE
41564
0
0
SANDISK CORP.
COM
80004C101
3599
34463
SH
SOLE
34463
0
0
SANDRIDGE ENERGY, INC.
COM
80007P307
475
66500
SH
SOLE
66500
0
0
SANMINA-SCI CORPORATION
COM
801056102
292
12800
SH
SOLE
12800
0
0
SANTANDER CONSUMER USA HOLDINGS INC
COM
80283M101
447
23000
SH
SOLE
23000
0
0
SCANA CORP.
COM
80589M102
722
13420
SH
SOLE
13420
0
0
HENRY SCHEIN, INC.
COM
806407102
307
2590
SH
SOLE
2590
0
0
SCHLUMBERGER LTD.
COM
806857108
7569
64169
SH
SOLE
64169
0
0
CHARLES SCHWAB CORP.
COM
808513105
1431
53134
SH
SOLE
53134
0
0
SCICLONE PHARMACEUTICALS INC
COM
80862K104
93
17700
SH
SOLE
17700
0
0
SCRIPPS NETWORKS INTERACTIVE INC.
COM
811065101
551
6796
SH
SOLE
6796
0
0
SEALED AIR CORPORATION
COM
81211K100
1008
29500
SH
SOLE
29500
0
0
SELECT SPDR CONSUMER
ETF
81369Y100
263
5300
SH
SOLE
5300
0
0
SELECT SPDR CONSUMER
ETF
81369Y209
602
9900
SH
SOLE
9900
0
0
SELECT SPDR CONSUMER
COM
81369Y308
509
11400
SH
SOLE
11400
0
0
SELECT SPDR CONSUMER
ETF
81369Y407
527
7900
SH
SOLE
7900
0
0
SELECT SPDR ENERGY SECTOR
ETF
81369Y506
1411
14100
SH
SOLE
14100
0
0
SELECT SPDR FINANCIAL SECTOR
ETF
81369Y605
3222
141681
SH
SOLE
141681
0
0
SELECT SPDR INDUSTRIAL SECTOR
ETF
81369Y704
914
16900
SH
SOLE
16900
0
0
SELECT SPDR TECHNOLOGY SECTOR
ETF
81369Y803
1710
44600
SH
SOLE
44600
0
0
SELECT SPDR UTILITIES SECTOR
ETF
81369Y886
266
6000
SH
SOLE
6000
0
0
SEMPRA ENERGY
COM
816851109
315
3004
SH
SOLE
3004
0
0
SENIOR HOUSING PROPERTIES TRUST
REIT
81721M109
316
13000
SH
SOLE
13000
0
0
SERVICE CORP. INTERNATIONAL
COM
817565104
224
10800
SH
SOLE
10800
0
0
SHERWIN-WILLIAMS CO.
COM
824348106
319
1540
SH
SOLE
1540
0
0
SHIRE PLC
ADR
82481R106
495
2100
SH
SOLE
2100
0
0
SIGMA-ALDRICH CORP.
COM
826552101
862
8495
SH
SOLE
8495
0
0
SIGNATURE BANK CORPORATION
COM
82669G104
274
2170
SH
SOLE
2170
0
0
SILVER WHEATON CORPORATION
COM
828336107
934
35570
SH
SOLE
35570
0
0
SKYWEST, INC.
COM
830879102
387
31700
SH
SOLE
31700
0
0
SKYWORKS SOLUTIONS, INC.
COM
83088M102
686
14600
SH
SOLE
14600
0
0
A.O. SMITH CORPORATION
COM
831865209
501
10100
SH
SOLE
10100
0
0
J.M. SMUCKER CO. (THE)
COM
832696405
457
4292
SH
SOLE
4292
0
0
SNAP-ON INC.
COM
833034101
528
4455
SH
SOLE
4455
0
0
SOCIEDAD QUIMICA Y MINERA DE C
ADR
833635105
1062
36220
SH
SOLE
36220
0
0
SOLAR CAPITAL LTD
COM
83413U100
302
14200
SH
SOLE
14200
0
0
SOLARWINDS INC
COM
83416B109
1535
39700
SH
SOLE
39700
0
0
SOLECTRON CORPORATION
CONV
834182AL1
5440
8000000
PRN
SOLE
8000000
0
0
SOLERA HOLDINGS INC.
COM
83421A104
672
10000
SH
SOLE
10000
0
0
SONOCO PRODUCTS CO.
COM
835495102
3850
87644
SH
SOLE
87644
0
0
SOUTHERN COMPANY
COM
842587107
3640
80207
SH
SOLE
80207
0
0
SOUTHWEST AIRLINES CO.
COM
844741108
4259
158549
SH
SOLE
158549
0
0
SOUTHWESTERN ENERGY CO.
COM
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541
11900
SH
SOLE
11900
0
0
SPECTRA ENERGY CORP
COM
847560109
1076
25335
SH
SOLE
25335
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
523
9800
SH
SOLE
9800
0
0
SPECTRASCIENCE, INC.
COM
84760E301
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157715
SH
SOLE
157715
0
0
SPIRIT AEROSYSTEMS HOLDINGS INC
COM
848574109
2184
64800
SH
SOLE
64800
0
0
SPIRIT AIRLINES, INC.
COM
848577102
386
6100
SH
SOLE
6100
0
0
SPIRIT REALTY CAPITAL INC.
REIT
84860W102
231
20300
SH
SOLE
20300
0
0
SPRINT CORP.
COM
85207U105
344
40379
SH
SOLE
40379
0
0
STANLEY BLACK & DECKER INC.
COM
854502101
745
8481
SH
SOLE
8481
0
0
STAPLES INC.
COM
855030102
2182
201248
SH
SOLE
201248
0
0
STAR GAS PARTNERS LP
COM
85512C105
1125
181475
SH
SOLE
181475
0
0
STARBUCKS CORP.
COM
855244109
1561
20172
SH
SOLE
20172
0
0
STARWOOD PROPERTY TRUST INC.
REIT
85571B105
808
34000
SH
SOLE
34000
0
0
STARZ
COM
85571Q102
5070
170195
SH
SOLE
170195
0
0
STARWOOD HOTELS & RESORTS WORLDWIDE INC.
COM
85590A401
1259
15575
SH
SOLE
15575
0
0
STATE STREET CORP.
COM
857477103
1275
18961
SH
SOLE
18961
0
0
STEEL DYNAMICS INC.
COM
858119100
201
11200
SH
SOLE
11200
0
0
STEIN MART, INC.
COM
858375108
301
21700
SH
SOLE
21700
0
0
STEPAN COMPANY
COM
858586100
2606
49300
SH
SOLE
49300
0
0
STERICYCLE, INC.
COM
858912108
403
3404
SH
SOLE
3404
0
0
STONE ENERGY CORPORATION
COM
861642106
356
7600
SH
SOLE
7600
0
0
STRYKER CORPORATION
COM
863667101
2842
33709
SH
SOLE
33709
0
0
SUNCOR ENERGY, INC.
COM
867224107
751
17619
SH
SOLE
17619
0
0
SUNCO LOGISTICS PARTNERS LP
COM
86764L108
1782
37830
SH
SOLE
37830
0
0
SUNPOWER CORPORATION
COM
867652406
1508
36800
SH
SOLE
36800
0
0
SUNTRUST BANKS, INC.
COM
867914103
2708
67600
SH
SOLE
67600
0
0
SUPERIOR ENERGY SERVICES INC.
COM
868157108
2886
79844
SH
SOLE
79844
0
0
SUPREME INDUSTRIES, INC.
COM
868607102
2065
317706
SH
SOLE
317706
0
0
SYMANTEC CORP.
COM
871503108
901
39334
SH
SOLE
39334
0
0
SYNNEX CORP.
COM
87162W100
444
6100
SH
SOLE
6100
0
0
SYSCO CORP.
COM
871829107
318
8500
SH
SOLE
8500
0
0
TC PIPELINES LP
COM
87233Q108
610
11800
SH
SOLE
11800
0
0
TD AMERITRADE HOLDING CORP.
COM
87236Y108
893
28500
SH
SOLE
28500
0
0
TCP CAPITAL CORP
COM
87238Q103
29197
1603372
SH
SOLE
1603372
0
0
TJX COMPANIES INC.
COM
872540109
6440
121166
SH
SOLE
121166
0
0
T-MOBILE US INC.
COM
872590104
232
6900
SH
SOLE
6900
0
0
TRW AUTOMOTIVE HOLDINGS CORP.
COM
87264S106
12621
140989
SH
SOLE
140989
0
0
TAMINCO CORPORATION
COM
87509U106
8416
361803
SH
SOLE
361803
0
0
TARGA RESOURCES PARTNERS LP
COM
87611X105
3468
48215
SH
SOLE
48215
0
0
TARGET CORP.
COM
87612E106
2321
40053
SH
SOLE
40053
0
0
TARGA RESOURCES CORP
COM
87612G101
279
2000
SH
SOLE
2000
0
0
TAUBMAN CENTERS, INC.
REIT
876664103
1099
14500
SH
SOLE
14500
0
0
TECH DATA CORPORATION
COM
878237106
988
15800
SH
SOLE
15800
0
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TELEFLEX INCORPORATED
COM
879369106
232
2201
SH
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2201
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0
TERADATA CORPORATION
COM
88076W103
622
15484
SH
SOLE
15484
0
0
TERRA NITROGEN COMPANY LP
COM
881005201
1247
8641
SH
SOLE
8641
0
0
TESORO PETROLEUM CORPORATION
COM
881609101
3531
60183
SH
SOLE
60183
0
0
TEXAS INSTRUMENTS INC.
COM
882508104
4003
83769
SH
SOLE
83769
0
0
TEXAS ROADHOUSE, INC.
COM
882681109
355
13650
SH
SOLE
13650
0
0
TEXTRON INC.
COM
883203101
990
25857
SH
SOLE
25857
0
0
THERMO FISHER SCIENTIFIC INC.
COM
883556102
2161
18314
SH
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18314
0
0
THOMSON REUTERS CORP.
COM
884903105
244
6700
SH
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6700
0
0
3M COMPANY
COM
88579Y101
12238
85437
SH
SOLE
85437
0
0
TIFFANY AND COMPANY
COM
886547108
342
3413
SH
SOLE
3413
0
0
TIME WARNER INC.
COM
887317303
4854
69100
SH
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69100
0
0
TIME WARNER CABLE, INC.
COM
88732J207
4392
29814
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29814
0
0
TIMKEN COMPANY, THE
COM
887389104
271
4000
SH
SOLE
4000
0
0
TORCHMARK CORPORATION
COM
891027104
1536
18753
SH
SOLE
18753
0
0
TORO CO., THE
COM
891092108
915
14380
SH
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14380
0
0
TOTAL FINA ELF SA
COM
89151E109
3573
49490
SH
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49490
0
0
TOTAL SYSTEM SERVICES INC.
COM
891906109
686
21828
SH
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21828
0
0
TOWN SPORTS INTERNATIONAL
COM
89214A102
70
10600
SH
SOLE
10600
0
0
TRAVELERS COS, INC.
COM
89417E109
3878
41225
SH
SOLE
41225
0
0
TRINITY INDUSTRIES INC.
COM
896522109
1447
33100
SH
SOLE
33100
0
0
TRIUMPH GROUP, INC.
COM
896818101
202
2900
SH
SOLE
2900
0
0
TRIPADVISOR INC
COM
896945201
758
6980
SH
SOLE
6980
0
0
TUPPERWARE BRANDS CORPORATION
COM
899896104
268
3200
SH
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3200
0
0
NEWS CORPORATION
COM
90130A101
3195
90888
SH
SOLE
90888
0
0
TWO HARBORS INVESTMENT CORP
REIT
90187B101
403
38500
SH
SOLE
38500
0
0
TYSON FOODS, INC.
COM
902494103
3244
86421
SH
SOLE
86421
0
0
UGI CORPORATION
COM
902681105
434
8588
SH
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8588
0
0
US BANCORP
COM
902973304
4037
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93199
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URS CORPORATION
COM
903236107
413
9000
SH
SOLE
9000
0
0
USANA HEALTH SCIENCES
COM
90328M107
219
2800
SH
SOLE
2800
0
0
USG CORP.
COM
903293405
13046
432999
SH
SOLE
432999
0
0
USA MOBILITY, INC.
COM
90341G103
285
18500
SH
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18500
0
0
ULTRA PETROLEUM CORP
COM
903914109
419
14100
SH
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14100
0
0
ULTRAPAR PARTICIPACOES SA
ADR
90400P101
1045
44275
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SOLE
44275
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0
UNION PACIFIC CORPORATION
COM
907818108
12892
129248
SH
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129248
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0
UNISYS CORPORATION
COM
909214306
307
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12400
0
0
UNIT CORP.
COM
909218109
427
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SH
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6200
0
0
UNITED CONTINENTAL HOLDINGS INC.
COM
910047109
783
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19055
0
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UNITED PARCEL SERVICE, INC.
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911312106
967
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SH
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9415
0
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UNITED RENTALS INC.
COM
911363109
908
8670
SH
SOLE
8670
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UNITED STATES STEEL CORP.
COM
912909108
877
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SH
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0
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UNITED STATIONERS, INC.
COM
913004107
340
8200
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8200
0
0
UNITED TECHNOLOGIES CORP.
COM
913017109
7150
61932
SH
SOLE
61932
0
0
UNITED THERAPEUTICS CORP
COM
91307C102
2043
23090
SH
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23090
0
0
UNITEDHEALTH GROUP, INC.
COM
91324P102
5505
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SH
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67345
0
0
UNIVERSAL ELECTRONICS INC
COM
913483103
215
4400
SH
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4400
0
0
UNIVERSAL HEALTH SERVICES INC.
COM
913903100
824
8600
SH
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8600
0
0
UNUM GROUP
COM
91529Y106
1269
36506
SH
SOLE
36506
0
0
VCA ANTECH INC.
COM
918194101
365
10400
SH
SOLE
10400
0
0
VF CORP.
COM
918204108
2136
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33900
0
0
VSE CORP
COM
918284100
492
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SH
SOLE
7000
0
0
VOXX INTERNATIONAL CORP
COM
91829F104
186
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SH
SOLE
19800
0
0
VALERO ENERGY CORP.
COM
91913Y100
3388
67621
SH
SOLE
67621
0
0
VALMONT INDUSTRIES, INC.
COM
920253101
1476
9715
SH
SOLE
9715
0
0
VANGUARD FTSE DEVELOPED MARKETS ETF
ETF
921943858
3187
74840
SH
SOLE
74840
0
0
VANGUARD FTSE EMERGING MARKETS
ETF
922042858
2407
55800
SH
SOLE
55800
0
0
VANGUARD NATURAL RESOURCES LLC
COM
92205F106
995
30900
SH
SOLE
30900
0
0
VARIAN MEDICAL SYSTEMS, INC.
COM
92220P105
729
8771
SH
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8771
0
0
VECTREN CORPORATION
COM
92240G101
210
4948
SH
SOLE
4948
0
0
VEEVA SYSTEMS INC
COM
922475108
280
11000
SH
SOLE
11000
0
0
VENTAS INC.
REIT
92276F100
427
6661
SH
SOLE
6661
0
0
VERIFONE SYSTEMS INC.
COM
92342Y109
952
25900
SH
SOLE
25900
0
0
VERISIGN INC.
COM
92343E102
4394
90020
SH
SOLE
90020
0
0
VERIZON COMMUNICATIONS, INC.
COM
92343V104
13524
276387
SH
SOLE
276387
0
0
VERTEX PHARMACEUTICALS INCORPORATED
COM
92532F100
218
2300
SH
SOLE
2300
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VERTRUE LLC
COM
92534NBB6
368
229752
SH
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229752
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VIACOM, INC.
COM
92553P201
4631
53400
SH
SOLE
53400
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VISA, INC.
COM
92826C839
7507
35628
SH
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35628
0
0
VISHAY INTERTECHNOLOGY, INC.
COM
928298108
675
43600
SH
SOLE
43600
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0
VISTEON CORP.
COM
92839U206
204
2100
SH
SOLE
2100
0
0
VMWARE, INC.
COM
928563402
385
3980
SH
SOLE
3980
0
0
VORNADO REALTY TRUST
REIT
929042109
257
2405
SH
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2405
0
0
VULCAN MATERIALS CO.
COM
929160109
814
12763
SH
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12763
0
0
W T OFFSHORE INC
COM
92922P106
349
21330
SH
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21330
0
0
WABCO HOLDINGS INC
COM
92927K102
247
2310
SH
SOLE
2310
0
0
W. P. CAREY INC.
REIT
92936U109
251
3900
SH
SOLE
3900
0
0
WABTEC CORPORATION
COM
929740108
2622
31750
SH
SOLE
31750
0
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WADDELL & REED FINANCIAL INC.
COM
930059100
225
3600
SH
SOLE
3600
0
0
WAL-MART STORES, INC.
COM
931142103
3845
51215
SH
SOLE
51215
0
0
WALGREEN COMPANY
COM
931422109
2028
27363
SH
SOLE
27363
0
0
WASHINGTON PRIME GROUP INC.
REIT
939647103
437
23300
SH
SOLE
23300
0
0
WASTE MANAGEMENT INC.
COM
94106L109
1124
25139
SH
SOLE
25139
0
0
WATERS CORPORATION
COM
941848103
577
5520
SH
SOLE
5520
0
0
WEINGARTEN REALTY INVESTORS
REIT
948741103
213
6500
SH
SOLE
6500
0
0
WELLPOINT, INC.
COM
94973V107
9429
87624
SH
SOLE
87624
0
0
WELLS FARGO & COMPANY
COM
949746101
20009
380680
SH
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380680
0
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WESCO INTERNATIONAL INC.
COM
95082P105
656
7600
SH
SOLE
7600
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WESTAR ENERGY INC.
COM
95709T100
355
9300
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SOLE
9300
0
0
WESTERN DIGITAL CORPORATION
COM
958102105
3386
36683
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36683
0
0
WESTERN GAS PARTNERS LP
COM
958254104
1140
14900
SH
SOLE
14900
0
0
WESTERN REFINING, INC.
COM
959319104
706
18800
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SOLE
18800
0
0
WESTERN UNION COMPANY, THE
COM
959802109
2435
140415
SH
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140415
0
0
WESTLAKE CHEMICAL CORPORATION
COM
960413102
1854
22140
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22140
0
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WEYERHAEUSER CO.
REIT
962166104
520
15703
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15703
0
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COM
963320106
8886
63827
SH
SOLE
63827
0
0
WHITEHORSE FINANCE INC
COM
96524V106
269
18800
SH
SOLE
18800
0
0
WHITEWAVE FOODS CO
COM
966244105
4879
150715
SH
SOLE
150715
0
0
WHITING PETROLEUM CORP.
COM
966387102
1156
14400
SH
SOLE
14400
0
0
WHOLE FOODS MARKET INC.
COM
966837106
206
5322
SH
SOLE
5322
0
0
JOHN WILEY & SONS, INC.
COM
968223206
642
10600
SH
SOLE
10600
0
0
WILLIAMS PARTNERS LP
COM
96950F104
1596
29405
SH
SOLE
29405
0
0
WILLIAMS-SONOMA, INC.
COM
969904101
388
5400
SH
SOLE
5400
0
0
WINDSTREAM CORP.
COM
97382A101
1900
190751
SH
SOLE
190751
0
0
WISCONSIN ENERGY CORP.
COM
976657106
914
19482
SH
SOLE
19482
0
0
WORKDAY INC
COM
98138H101
332
3700
SH
SOLE
3700
0
0
WORLD FUEL SERVICES CORP.
COM
981475106
507
10300
SH
SOLE
10300
0
0
WORTHINGTON INDUSTRIES, INC.
COM
981811102
4225
98170
SH
SOLE
98170
0
0
WYNDHAM WORLDWIDE CORP.
COM
98310W108
3417
45131
SH
SOLE
45131
0
0
WYNN RESORTS LTD.
REIT
983134107
1537
7407
SH
SOLE
7407
0
0
XCEL ENERGY INC.
COM
98389B100
894
27729
SH
SOLE
27729
0
0
XILINX INC.
COM
983919101
952
20127
SH
SOLE
20127
0
0
XEROX CORPORATION
COM
984121103
3757
301982
SH
SOLE
301982
0
0
XYLEM INC.
COM
98419M100
530
13556
SH
SOLE
13556
0
0
YAHOO! INC.
COM
984332106
2451
69763
SH
SOLE
69763
0
0
YUM! BRANDS INC.
COM
988498101
1048
12911
SH
SOLE
12911
0
0
ZEBRA TECHNOLOGIES CORP.
COM
989207105
358
4350
SH
SOLE
4350
0
0
ZIMMER HOLDINGS INC.
COM
98956P102
1316
12669
SH
SOLE
12669
0
0
ZIONS BANCORPORATION
COM
989701107
399
13526
SH
SOLE
13526
0
0
ZOETIS INC.
COM
98978V103
7985
247447
SH
SOLE
247447
0
0
XSTRATA CAPITAL CORPORATION A.V.V.
CONV
EG3053709
17733
17733000
PRN
SOLE
17733000
0
0
MELCO CROWN SPV LTD
CONV
EG6839385
17562
17142857
PRN
SOLE
17142857
0
0
ACTAVIS PLC
COM
G0083B108
1721
7717
SH
SOLE
7717
0
0
ALLEGION PLC
COM
G0176J109
7234
127633
SH
SOLE
127633
0
0
AMDOCS LTD.
COM
G02602103
2131
46000
SH
SOLE
46000
0
0
AON PLC
COM
G0408V102
2518
27952
SH
SOLE
27952
0
0
ARCH CAPITAL GROUP LTD.
COM
G0450A105
299
5200
SH
SOLE
5200
0
0
ASPEN INSURANCE HOLDINGS LTD.
COM
G05384105
1858
40900
SH
SOLE
40900
0
0
ASSURED GUARANTY, LTD.
COM
G0585R106
326
13300
SH
SOLE
13300
0
0
AXIS CAPITAL HOLDINGS LTD.
COM
G0692U109
239
5400
SH
SOLE
5400
0
0
ACCENTURE PLC
COM
G1151C101
1326
16400
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