0000009015-14-000017.txt : 20141114
0000009015-14-000017.hdr.sgml : 20141114
20141114145849
ACCESSION NUMBER: 0000009015-14-000017
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140930
FILED AS OF DATE: 20141114
DATE AS OF CHANGE: 20141114
EFFECTIVENESS DATE: 20141114
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: 141223254
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
09-30-2014
09-30-2014
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
11-14-2014
0
953
4614592
false
INFORMATION TABLE
2
informationtable_09302014.xml
INFORMATION TABLE
SPDR S&P 500 ETF TRUST
OPT
78462F103
71242
361600
SH
Call
SOLE
361600
0
0
ACCO BRANDS CORPORATION
COM
00081T108
366
53000
SH
SOLE
53000
0
0
ADT CORPORATION (THE)
COM
00101J106
332
9350
SH
SOLE
9350
0
0
AFLAC INC.
COM
001055102
2203
37817
SH
SOLE
37817
0
0
AGCO CORPORATION
COM
001084102
245
5398
SH
SOLE
5398
0
0
AGL RESOURCES INC.
COM
001204106
2476
48224
SH
SOLE
48224
0
0
AES CORP., THE
COM
00130H105
801
56464
SH
SOLE
56464
0
0
AK STEEL CORP.
CONV
001546AP5
9524
5625000
PRN
SOLE
5625000
0
0
AT&T INC.
COM
00206R102
12865
365069
SH
SOLE
365069
0
0
ABBOTT LABORATORIES
COM
002824100
4547
109326
SH
SOLE
109326
0
0
ABBVIE INC.
COM
00287Y109
5494
95126
SH
SOLE
95126
0
0
ABERCROMBIE & FITCH CO.
COM
002896207
1007
27700
SH
SOLE
27700
0
0
ACCESS MIDSTREAM PARTNERS LP
COM
00434L109
445
7000
SH
SOLE
7000
0
0
ACTIVISION BLIZZARD, INC.
COM
00507V109
2422
116500
SH
SOLE
116500
0
0
ADAMAS PHARMACEUTICALS INC
COM
00548A106
190
10200
SH
SOLE
10200
0
0
ADELPHIA RECOVERY TRUST
COM
00685R409
0
1783299
SH
SOLE
1783299
0
0
ADOBE SYSTEMS INC.
COM
00724F101
1785
25795
SH
SOLE
25795
0
0
ADVANCE AUTO STORES CO., INC.
COM
00751Y106
704
5400
SH
SOLE
5400
0
0
AECOM TECHNOLOGY CORP.
COM
00766T100
601
17800
SH
SOLE
17800
0
0
ADVANCED MICRO DEVICES INC.
CONV
007903AL1
26250
25000000
PRN
SOLE
25000000
0
0
AETNA, INC.
COM
00817Y108
3916
48345
SH
SOLE
48345
0
0
AFFILIATED MANAGERS GROUP, INC.
COM
008252108
888
4430
SH
SOLE
4430
0
0
AGILENT TECHNOLOGIES INC.
COM
00846U101
1086
19056
SH
SOLE
19056
0
0
AGRIUM, INC.
COM
008916108
1378
15485
SH
SOLE
15485
0
0
AIR LEASE CORP.
COM
00912X302
1157
35600
SH
SOLE
35600
0
0
AIR PRODUCTS AND CHEMICALS INC.
COM
009158106
1054
8095
SH
SOLE
8095
0
0
AIR TRANSPORT SVCS GROUP, INC.
COM
00922R105
510
70000
SH
SOLE
70000
0
0
AIRGAS, INC.
COM
009363102
3441
31095
SH
SOLE
31095
0
0
ALASKA AIR GROUP, INC.
COM
011659109
3640
83600
SH
SOLE
83600
0
0
ALBEMARLE CORP.
COM
012653101
236
4000
SH
SOLE
4000
0
0
ALCOA, INC.
COM
013817101
2077
129117
SH
SOLE
129117
0
0
ALERE INC.
COM
01449J105
15979
412047
SH
SOLE
412047
0
0
ALEXION PHARMACEUTICALS, INC.
COM
015351109
580
3500
SH
SOLE
3500
0
0
ALLERGAN INC.
COM
018490102
4573
25664
SH
SOLE
25664
0
0
ALLIANCE HOLDINGS GP LP
COM
01861G100
1083
15870
SH
SOLE
15870
0
0
ALLIANCE RESOURCE PARTNERS
COM
01877R108
1156
26990
SH
SOLE
26990
0
0
ALLIANT ENERGY CORP.
COM
018802108
288
5200
SH
SOLE
5200
0
0
ALLIANT TECHSYSTEMS, INC.
COM
018804104
536
4200
SH
SOLE
4200
0
0
ALLISON TRANSMISSION HOLDINGS, INC
COM
01973R101
350
12300
SH
SOLE
12300
0
0
ALLSTATE CORPORATION
COM
020002101
1992
32460
SH
SOLE
32460
0
0
ALLY FINANCIAL INC.
COM
02005N100
257
11100
SH
SOLE
11100
0
0
ALTERA CORP.
COM
021441100
887
24783
SH
SOLE
24783
0
0
ALTRIA GROUP INC.
COM
02209S103
5052
109970
SH
SOLE
109970
0
0
AMAZON.COM INC.
COM
023135106
2982
9247
SH
SOLE
9247
0
0
AMERCO
COM
023586100
1131
4320
SH
SOLE
4320
0
0
AMEREN CORP.
COM
023608102
854
22280
SH
SOLE
22280
0
0
AMERICAN AIRLINES GROUP INC.
COM
02376R102
1157
32600
SH
SOLE
32600
0
0
AMERICAN CAPITAL AGENCY CORP
REIT
02503X105
268
12600
SH
SOLE
12600
0
0
AMERICAN ELECTRIC POWER CO. INC.
COM
025537101
3214
61558
SH
SOLE
61558
0
0
AMERICAN EXPRESS COMPANY
COM
025816109
7330
83737
SH
SOLE
83737
0
0
AMERICAN FINANCIAL GROUP, INC.
COM
025932104
972
16782
SH
SOLE
16782
0
0
AMERICAN INTERNATIONAL GROUP INC.
COM
026874784
7407
137114
SH
SOLE
137114
0
0
AMERICAN MIDSTREAM PARTNERS LP
COM
02752P100
358
12331
SH
SOLE
12331
0
0
AMERICAN TOWER CORP.
REIT
03027X100
2781
29702
SH
SOLE
29702
0
0
AMERICAN VANGUARD CORP.
COM
030371108
2601
232240
SH
SOLE
232240
0
0
AMERICAN WATER WORKS CO., INC.
COM
030420103
649
13450
SH
SOLE
13450
0
0
AMERISOURCEBERGEN CORP.
COM
03073E105
500
6467
SH
SOLE
6467
0
0
AMERIPRISE FINANCIAL, INC.
COM
03076C106
3457
28018
SH
SOLE
28018
0
0
AMERIGAS PARTNERS LP
COM
030975106
555
12165
SH
SOLE
12165
0
0
AMETEK, INC.
COM
031100100
777
15475
SH
SOLE
15475
0
0
AMGEN INC.
COM
031162100
14637
104206
SH
SOLE
104206
0
0
AMGEN INC.
CONV
031162AE0
37538
47142857
PRN
SOLE
47142857
0
0
AMKOR TECHNOLOGY, INC.
COM
031652100
236
28100
SH
SOLE
28100
0
0
AMPCO-PITTSBURGH CORPORATION
COM
032037103
266
13300
SH
SOLE
13300
0
0
AMPHENOL CORP.
COM
032095101
506
5068
SH
SOLE
5068
0
0
ANADARKO PETROLEUM CORP.
COM
032511107
4145
40865
SH
SOLE
40865
0
0
ANALOG DEVICES INC.
COM
032654105
895
18093
SH
SOLE
18093
0
0
ANNALY CAPITAL MANAGEMENT, INC.
REIT
035710409
329
30760
SH
SOLE
30760
0
0
ANSYS, INC.
COM
03662Q105
310
4100
SH
SOLE
4100
0
0
ANTHRACITE CAPITAL, INC.
REIT
037023108
0
10000
SH
SOLE
10000
0
0
APACHE CORPORATION
COM
037411105
3023
32207
SH
SOLE
32207
0
0
APOLLO GROUP INC.
COM
037604105
553
22000
SH
SOLE
22000
0
0
APOLLO RESIDENTIAL MORTGAGE IN
REIT
03763V102
326
21100
SH
SOLE
21100
0
0
APPLE, INC.
COM
037833100
44016
436886
SH
SOLE
436886
0
0
APPLIED MATERIALS INC.
COM
038222105
782
36206
SH
SOLE
36206
0
0
APPROACH RESOURCES, INC.
COM
03834A103
573
39546
SH
SOLE
39546
0
0
ARCH COAL, INC.
COM
039380100
73
34650
SH
SOLE
34650
0
0
ARCHER DANIELS MIDLAND COMPANY
COM
039483102
7963
155838
SH
SOLE
155838
0
0
ARCHSTONE-SMITH TRUST
CONV
039584AC1
28650
30000000
PRN
SOLE
30000000
0
0
ARGAN INC
COM
04010E109
561
16800
SH
SOLE
16800
0
0
ARES CAPITAL CORPORATION
COM
04010L103
7698
476335
SH
SOLE
476335
0
0
ARRIS GROUP INC.
COM
04270V106
1029
36300
SH
SOLE
36300
0
0
ARROW ELECTRONICS, INC.
COM
042735100
1583
28600
SH
SOLE
28600
0
0
ARVINMERITOR, INC.
CONV
043353AH4
25656
25000000
PRN
SOLE
25000000
0
0
ASCENA RETAIL GROUP INC.
COM
04351G101
170
12800
SH
SOLE
12800
0
0
ASHLAND, INC.
COM
044209104
1237
11885
SH
SOLE
11885
0
0
ASSURANT, INC.
COM
04621X108
2414
37548
SH
SOLE
37548
0
0
ATLAS PIPELINE HOLDINGS
COM
04930A104
355
8078
SH
SOLE
8078
0
0
ATLAS PIPELINE PARTNERS LP
COM
049392103
532
14600
SH
SOLE
14600
0
0
ATMEL CORPORATION
COM
049513104
103
12700
SH
SOLE
12700
0
0
ATMOS ENERGY CORP.
COM
049560105
260
5448
SH
SOLE
5448
0
0
AUTODESK, INC.
COM
052769106
834
15134
SH
SOLE
15134
0
0
AUTOMATIC DATA PROCESSING INC.
COM
053015103
1039
12510
SH
SOLE
12510
0
0
AUTOZONE, INC.
COM
053332102
1650
3238
SH
SOLE
3238
0
0
AVALONBAY COMMUNITIES, INC.
REIT
053484101
416
2954
SH
SOLE
2954
0
0
AVERY DENNISON CORP.
COM
053611109
996
22297
SH
SOLE
22297
0
0
AVIS BUDGET GROUP INC.
COM
053774105
543
9900
SH
SOLE
9900
0
0
AVNET, INC.
COM
053807103
1515
36500
SH
SOLE
36500
0
0
AVON PRODUCTS INC.
COM
054303102
1712
135901
SH
SOLE
135901
0
0
AXIALL CORPORATION
COM
05463D100
2936
81978
SH
SOLE
81978
0
0
BB&T CORP.
COM
054937107
1293
34761
SH
SOLE
34761
0
0
B T U INTERNATIONAL, INC.
COM
056032105
877
269856
SH
SOLE
269856
0
0
BABSON CAP PARTN INVS TRUST
COM
05616B100
813
59785
SH
SOLE
59785
0
0
BAKER HUGHES INC.
COM
057224107
2639
40568
SH
SOLE
40568
0
0
BALL CORPORATION
COM
058498106
2456
38822
SH
SOLE
38822
0
0
BALLY TECHNOLOGIES INC
COM
05874B107
460
5700
SH
SOLE
5700
0
0
BANK OF AMERICA CORPORATION
COM
060505104
8194
480579
SH
SOLE
480579
0
0
BANK OF NEW YORK MELLON CORP.
COM
064058100
3267
84352
SH
SOLE
84352
0
0
BANKUNITED, INC
COM
06652K103
341
11200
SH
SOLE
11200
0
0
C R BARD, INC.
COM
067383109
3240
22706
SH
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0
0
BARNES GROUP, INC.
COM
067806109
577
19013
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BARRETT BUSINESS SERV, INC.
COM
068463108
213
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BAXTER INTERNATIONAL INC.
COM
071813109
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33503
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B/E AEROSPACE, INC.
COM
073302101
1058
12600
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BECKMAN COULTER INC.
CONV
075811AD1
9565
8000000
PRN
SOLE
8000000
0
0
BECTON DICKINSON AND COMPANY
COM
075887109
1672
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14688
0
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BED BATH & BEYOND INC.
COM
075896100
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BELDEN, INC.
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BEMIS COMPANY, INC.
COM
081437105
338
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SOLE
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0
0
W.R. BERKLEY CORP.
COM
084423102
396
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SOLE
8279
0
0
BERKSHIRE HATHAWAY INC.
COM
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0
0
BEST BUY CO. INC.
COM
086516101
1384
41200
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B H P BILLITON LTD
ADR
088606108
2562
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BIG LOTS INC.
COM
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18500
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BIMINI CAPITAL MGMT, INC.
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BIOGEN IDEC, INC.
COM
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BLACKROCK, INC.
COM
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3467
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H&R BLOCK INC.
COM
093671105
1938
62505
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62505
0
0
BOARDWALK PIPELINE PARTNERS LP
COM
096627104
477
25500
SH
SOLE
25500
0
0
BOEING COMPANY
COM
097023105
7702
60468
SH
SOLE
60468
0
0
BOOZ ALLEN HAMILTON HOLDING CORP
COM
099502106
1989
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SH
SOLE
85000
0
0
BORGWARNER INC.
COM
099724106
778
14780
SH
SOLE
14780
0
0
BOSTON PROPERTIES INC.
REIT
101121101
1023
8840
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SOLE
8840
0
0
BOSTON SCIENTIFIC CORP.
COM
101137107
1736
147025
SH
SOLE
147025
0
0
BRIGGS & STRATTON CORP.
COM
109043109
5813
322568
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SOLE
322568
0
0
BRISTOL-MYERS SQUIBB CO.
COM
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3981
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SOLE
77779
0
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COM
110394103
208
3100
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SOLE
3100
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0
BROADCOM CORPORATION
COM
111320107
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37688
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37688
0
0
BROADRIDGE FINANCIAL SOLUTIONS INC.
COM
11133T103
727
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SOLE
17460
0
0
BROCADE COMMUNICATIONS SYSTEMS INC.
COM
111621306
869
79900
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SOLE
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0
0
BUCKEYE PARTNERS LP
COM
118230101
1768
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22200
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BURGER KING WORLDWIDE, INC.
COM
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95
12100
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12100
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CBS CORP.
COM
124857202
494
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SOLE
9227
0
0
CCS MEDICAL HOLDINGS INC
COM
12503E106
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14236
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SOLE
14236
0
0
CECO ENVIRONMENTAL CORP.
COM
125141101
210
15656
SH
SOLE
15656
0
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CDW CORP/DE
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12514G108
643
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CIGNA CORP.
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CNA FINANCIAL CORP.
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22400
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0
CSX CORP.
COM
126408103
1769
55180
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CVS HEALTH CORPORATION
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CA, INC.
COM
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0
0
CABLEVISION SYSTEMS CORP.
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COM
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SOLE
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CALPINE CORP.
COM
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SOLE
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0
CAMERON INTERNATIONAL CORPORATION
COM
13342B105
333
5023
SH
SOLE
5023
0
0
CANADIAN NATURAL RESOURCES LTD
COM
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SOLE
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0
CAPITAL ONE FINANCIAL CORP.
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SOLE
68767
0
0
CARDINAL HEALTH, INC.
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14149Y108
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0
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CAREFUSION CORP.
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558
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SOLE
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CARLISLE COS. INC.
COM
142339100
265
3300
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CARMAX, INC
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CARNIVAL CORP.
COM
143658300
1154
28737
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CASEY'S GENERAL STORES INC
COM
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CASH AMERICA INTL, INC.
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CATERPILLAR INC.
COM
149123101
8066
81455
SH
SOLE
81455
0
0
CBS OUTDOOR AMERICAS INC
COM
14987J106
2994
100000
SH
SOLE
100000
0
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CELANESE CORPORATION
COM
150870103
2090
35710
SH
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CELGENE CORP.
COM
151020104
1643
17334
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CENTENE CORPORATION
COM
15135B101
546
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CENTERPOINT ENERGY INC.
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15189T107
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CENTRAL GARDEN & PET CO.
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153527106
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CENTURYLINK, INC.
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156700106
1994
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CERNER CORPORATION
COM
156782104
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CHARLES RIVER LABORATORIES INTERNATIONAL INC.
COM
159864107
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CHASE PACKAGING CORP.
COM
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CHECKPOINT SYSTEMS INC.
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162825103
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CHESAPEAKE ENERGY CORP.
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165167107
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CHESAPEAKE ENERGY CORPORATION
CONV
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PRN
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CHESAPEAKE ENERGY CORPORATION
CONV
165167CA3
72017
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PRN
SOLE
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0
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CHESAPEAKE ENERGY CORPORATION
CONV
165167CB1
1909
2000000
PRN
SOLE
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0
0
CHEVRON CORPORATION
COM
166764100
19415
162716
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CHICAGO BRIDGE & IRON COMPANY N.V.
COM
167250109
521
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CHIMERA INVESTMENT CORP
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CHIPOTLE MEXICAN GRILL, INC.
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CHIQUITA BRANDS INTERNATIONAL INC.
CONV
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CHUBB CORP., THE
COM
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CHURCH & DWIGHT CO., INC.
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853
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CIMAREX ENERGY CO.
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543
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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
10367
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CINTAS CORPORATION
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CITIGROUP, INC.
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CITRIX SYSTEMS INC.
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CIVEO CORP
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178787107
1161
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CLEAN ENERGY FUELS CORP.
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184499101
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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
641
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CLOUD PEAK ENERGY INC
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COACH, INC.
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COBALT INTERNATIONAL ENERGY, INC.
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COCA-COLA CO., THE
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COCA-COLA ENTERPRISES, INC.
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COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
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COLGATE-PALMOLIVE CO.
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COLUMBUS MCKINNON CORPORATION
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COMCAST CORP.
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COMERICA INC.
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COMMERCE BANCSHARES INC.
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COMMSCOPE HOLDING COMPANY, INC.
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COMPANIA DE MINAS BUENAVENTURA
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COMPASS MINERALS INTERNATIONAL INC.
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COMPUTER SCIENCES CORPORATION
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CONSOL ENERGY INC.
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CONSOLIDATED COMMUNICATIONS HO
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CONSOLIDATED EDISON, INC.
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CONTINENTAL BUILDING PRODUCTS INC
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COOPER COMPANIES, INC. (THE)
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CORNING, INC.
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COTY 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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DELUXE CORPORATION
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DETOUR GOLD CORPORATION
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DISH NETWORK CORP.
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DOUGLAS DYNAMICS 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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DREW INDUSTRIES, INC.
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DUKE ENERGY CORP.
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DUN & BRADSTREET CORP., THE
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ELECTRONIC ARTS, INC.
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ELECTRONICS FOR IMAGING
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EMERSON ELECTRIC COMPANY
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ENERGIZER HOLDINGS INC.
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ENERGY TRANSFER PARTNERS
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ENERGY TRANSFER EQUITY LP
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ENGILITY HOLDINGS INC
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EQUITY RESIDENTIAL
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EXPEDIA INC.
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EXPRESS SCRIPTS HOLDING CO.
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EXTRA SPACE STORAGE, INC.
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FIDELITY NATIONAL FINANCIAL INC.
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FIESTA RESTAURANT GROUP
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FLUOR CORP.
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FRONTIER COMMUNICATIONS CORP.
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FULTON FINANCIAL CORPORATION
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GEO GROUP, INC. (THE)
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GENERAL DYNAMICS CORPORATION
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GENERAL ELECTRIC COMPANY
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GENERAL GROWTH PROPERTIES, INC.
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GENERAL MILLS, INC.
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GENERAL MOTORS COMPANY
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GENERAL MOTORS CO
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GENERAL MOTORS CO
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GENTEX CORPORATION
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GENWORTH HOLDINGS INC.
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0
0
GLOBAL PARTNERS LP/MA
COM
37946R109
796
19110
SH
SOLE
19110
0
0
GOLD FIELDS LTD
ADR
38059T106
114
29340
SH
SOLE
29340
0
0
GOLDMAN SACHS GROUP INC., THE
COM
38141G104
7170
39058
SH
SOLE
39058
0
0
GOODYEAR TIRE & RUBBER COMPANY, THE
COM
382550101
2049
90712
SH
SOLE
90712
0
0
GOOGLE, INC.
COM
38259P508
7533
12803
SH
SOLE
12803
0
0
GOOGLE, INC.
COM
38259P706
8720
15104
SH
SOLE
15104
0
0
GRAPHIC PACKAGING HOLDING CO.
COM
388689101
17150
1379705
SH
SOLE
1379705
0
0
GREAT LAKES DREDGE & DOCK CORP.
COM
390607109
7575
1225659
SH
SOLE
1225659
0
0
GREEN PLAINS INC
COM
393222104
396
10600
SH
SOLE
10600
0
0
GROUP 1 AUTOMOTIVE, INC.
COM
398905109
225
3100
SH
SOLE
3100
0
0
GROUPON INC
COM
399473107
303
45400
SH
SOLE
45400
0
0
HCA HOLDINGS, INC.
COM
40412C101
2489
35300
SH
SOLE
35300
0
0
HCC INSURANCE HOLDINGS INC.
COM
404132102
269
5566
SH
SOLE
5566
0
0
HCP INC.
REIT
40414L109
870
21911
SH
SOLE
21911
0
0
HAEMONETICS CORPORATION
COM
405024100
6789
194422
SH
SOLE
194422
0
0
HAIN CELESTIAL GROUP, INC.
COM
405217100
205
2000
SH
SOLE
2000
0
0
HALCON RESOURCES CORPORATION
COM
40537Q209
3028
764549
SH
SOLE
764549
0
0
HALLADOR ENERGY CO
COM
40609P105
410
34620
SH
SOLE
34620
0
0
HALLIBURTON CO.
COM
406216101
4499
69738
SH
SOLE
69738
0
0
HANESBRANDS INC.
COM
410345102
623
5800
SH
SOLE
5800
0
0
HANOVER INSURANCE GROUP, INC.
COM
410867105
504
8200
SH
SOLE
8200
0
0
HARLEY-DAVIDSON INC.
COM
412822108
844
14510
SH
SOLE
14510
0
0
HARMAN INTERNATIONAL INDUSTRIES INC.
COM
413086109
604
6163
SH
SOLE
6163
0
0
HARRIS CORPORATION
COM
413875105
2264
34094
SH
SOLE
34094
0
0
HARTFORD FINANCIAL SERVICES GROUP INC., THE
COM
416515104
852
22870
SH
SOLE
22870
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
476
35400
SH
SOLE
35400
0
0
HELMERICH & PAYNE, INC.
COM
423452101
1294
13220
SH
SOLE
13220
0
0
JACK HENRY & ASSOCIATES INC
COM
426281101
200
3600
SH
SOLE
3600
0
0
HERCULES, INC.
CONV
427056BC9
8138
8906
PRN
SOLE
8906
0
0
HERSHEY COMPANY, THE
COM
427866108
617
6466
SH
SOLE
6466
0
0
HERTZ GLOBAL HOLDINGS INC.
COM
42805T105
320
12600
SH
SOLE
12600
0
0
HESS CORP
COM
42809H107
3082
32679
SH
SOLE
32679
0
0
HEWLETT-PACKARD CO.
COM
428236103
7308
206037
SH
SOLE
206037
0
0
HI-CRUSH PARTNERS LP
COM
428337109
980
19000
SH
SOLE
19000
0
0
HHGREGG INC
COM
42833L108
107
17000
SH
SOLE
17000
0
0
HILL-ROM HOLDINGS INC.
COM
431475102
307
7400
SH
SOLE
7400
0
0
HILTON WORLDWIDE HOLDINGS INC.
COM
43300A104
379
15400
SH
SOLE
15400
0
0
HOLLYFRONTIER CORP.
COM
436106108
3235
74064
SH
SOLE
74064
0
0
HOLOGIC INC.
COM
436440101
1202
49400
SH
SOLE
49400
0
0
HOME DEPOT, INC.
COM
437076102
13331
145317
SH
SOLE
145317
0
0
HONEYWELL INTERNATIONAL, INC.
COM
438516106
5347
57417
SH
SOLE
57417
0
0
HORNBECK OFFSHORE SERVICES INC.
COM
440543106
19851
606514
SH
SOLE
606514
0
0
HORNBECK OFFSHORE SVCS, INC.
CONV
440543AN6
17128
17500000
PRN
SOLE
17500000
0
0
HOSPIRA INC.
COM
441060100
595
11441
SH
SOLE
11441
0
0
HOST HOTELS & RESORTS INC.
REIT
44107P104
1267
59388
SH
SOLE
59388
0
0
HUDSON CITY BANCORP, INC.
COM
443683107
207
21315
SH
SOLE
21315
0
0
HUMANA, INC.
COM
444859102
2778
21319
SH
SOLE
21319
0
0
HUNTINGTON BANCSHARES, INC.
COM
446150104
1353
139072
SH
SOLE
139072
0
0
HUNTINGTON INGALLS INDUSTRIES INC.
COM
446413106
1854
17790
SH
SOLE
17790
0
0
HUNTSMAN CORPORATION
COM
447011107
2761
106220
SH
SOLE
106220
0
0
HYATT HOTELS CORP.
COM
448579102
1101
18200
SH
SOLE
18200
0
0
IAC/INTERACTIVECORP
COM
44919P508
468
7100
SH
SOLE
7100
0
0
ITT CORP.
COM
450911201
764
17000
SH
SOLE
17000
0
0
ICONIX BRAND GROUP, INC.
COM
451055107
465
12600
SH
SOLE
12600
0
0
IDEX CORPORATION
COM
45167R104
1668
23050
SH
SOLE
23050
0
0
IHS INC
COM
451734107
1018
8130
SH
SOLE
8130
0
0
ILLINOIS TOOL WORKS, INC.
COM
452308109
3598
42615
SH
SOLE
42615
0
0
ILLUMINA, INC.
COM
452327109
808
4930
SH
SOLE
4930
0
0
INGREDION INCORPORATED
COM
457187102
3317
43771
SH
SOLE
43771
0
0
INSIGHT ENTERPRISE, INC.
COM
45765U103
403
17800
SH
SOLE
17800
0
0
INTEL CORPORATION
COM
458140100
18163
521634
SH
SOLE
521634
0
0
INTEL CORP.
CONV
458140AD2
6341
4983000
PRN
SOLE
4983000
0
0
INTEL CORPORATION
CONV
458140AF7
33538
20000000
PRN
SOLE
20000000
0
0
IBM CORPORATION
COM
459200101
16751
88240
SH
SOLE
88240
0
0
INTL FLAVORS & FRAGRANCES
COM
459506101
1269
13233
SH
SOLE
13233
0
0
INTERNATIONAL PAPER COMPANY
COM
460146103
4179
87544
SH
SOLE
87544
0
0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE)
COM
460690100
516
28186
SH
SOLE
28186
0
0
INTUIT, INC.
COM
461202103
1600
18249
SH
SOLE
18249
0
0
INTUITIVE SURGICAL, INC.
COM
46120E602
696
1506
SH
SOLE
1506
0
0
IRON MOUNTAIN INC.
REIT
462846106
10489
321260
SH
SOLE
321260
0
0
ISHARES MSCI
ETF
464286848
312
26500
SH
SOLE
26500
0
0
ISHARES TRUST
ETF
464287465
4708
73430
SH
SOLE
73430
0
0
ISHARES TRUST
ETF
464287655
492
4500
SH
SOLE
4500
0
0
ISHARES TRUST
ETF
464287689
68589
587289
SH
SOLE
587289
0
0
ISHARES MSCI UNITED KINGDOM ETF
ETF
46434V548
275
14200
SH
SOLE
14200
0
0
JPMORGAN CHASE & CO.
COM
46625H100
17237
286143
SH
SOLE
286143
0
0
JABIL CIRCUIT INC.
COM
466313103
1082
53649
SH
SOLE
53649
0
0
JARDEN CORP.
COM
471109108
514
8550
SH
SOLE
8550
0
0
JETBLUE AIRWAYS CORPORATION
COM
477143101
216
20300
SH
SOLE
20300
0
0
JOHNSON & JOHNSON
COM
478160104
25452
238780
SH
SOLE
238780
0
0
JOHNSON CONTROLS INC.
COM
478366107
263
5977
SH
SOLE
5977
0
0
JONES LANG LASALLE INC.
COM
48020Q107
1335
10570
SH
SOLE
10570
0
0
JOY GLOBAL INC.
COM
481165108
960
17600
SH
SOLE
17600
0
0
JUNIPER NETWORKS INC.
COM
48203R104
1895
85537
SH
SOLE
85537
0
0
KBR, INC.
COM
48242W106
373
19800
SH
SOLE
19800
0
0
KLA-TENCOR CORP.
COM
482480100
527
6687
SH
SOLE
6687
0
0
KANSAS CITY SOUTHERN
COM
485170302
1817
14995
SH
SOLE
14995
0
0
KELLOGG CO.
COM
487836108
1245
20203
SH
SOLE
20203
0
0
KEURIG GREEN MOUNTAIN, INC.
COM
49271M100
1223
9400
SH
SOLE
9400
0
0
KEYCORP
COM
493267108
1824
136836
SH
SOLE
136836
0
0
KILROY REALTY CORP.
REIT
49427F108
232
3900
SH
SOLE
3900
0
0
KIMBERLY-CLARK CORPORATION
COM
494368103
3332
30974
SH
SOLE
30974
0
0
KIMCO REALTY CORP.
REIT
49446R109
464
21177
SH
SOLE
21177
0
0
KINDER MORGAN ENERGY PTR LP
COM
494550106
7337
78655
SH
SOLE
78655
0
0
KIRBY CORP.
COM
497266106
283
2400
SH
SOLE
2400
0
0
KNOWLES CORP
COM
49926D109
5403
203900
SH
SOLE
203900
0
0
KOHL'S CORP.
COM
500255104
2843
46591
SH
SOLE
46591
0
0
KRAFT FOODS GROUP INC.
COM
50076Q106
2465
43697
SH
SOLE
43697
0
0
KROGER COMPANY
COM
501044101
2716
52223
SH
SOLE
52223
0
0
L BRANDS INC.
COM
501797104
522
7800
SH
SOLE
7800
0
0
L-3 COMMUNICATIONS HOLDINGS INC.
COM
502424104
739
6218
SH
SOLE
6218
0
0
LABORATORY CORPORATION OF AMERICA HOLDINGS
COM
50540R409
608
5973
SH
SOLE
5973
0
0
LAM RESEARCH CORP.
COM
512807108
681
9122
SH
SOLE
9122
0
0
LANDS' END INC
COM
51509F105
1452
35300
SH
SOLE
35300
0
0
LAS VEGAS SANDS CORP.
COM
517834107
827
13300
SH
SOLE
13300
0
0
ESTEE LAUDER COMPANIES, INC.
COM
518439104
1268
16966
SH
SOLE
16966
0
0
LEAR CORPORATION
COM
521865204
1780
20600
SH
SOLE
20600
0
0
LEGGETT & PLATT INC.
COM
524660107
337
9641
SH
SOLE
9641
0
0
LEGG MASON INC.
COM
524901105
1370
26773
SH
SOLE
26773
0
0
LEIDOS HOLDINGS, INC.
COM
525327102
394
11475
SH
SOLE
11475
0
0
LENNOX INTERNATIONAL, INC.
COM
526107107
808
10510
SH
SOLE
10510
0
0
LEUCADIA NATIONAL CORPORATION
COM
527288104
881
36935
SH
SOLE
36935
0
0
LEXMARK INTERNATIONAL, INC.
COM
529771107
1397
32874
SH
SOLE
32874
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M880
235
6200
SH
SOLE
6200
0
0
LIBERTY MEDIA CORP
COM
531229102
330
7000
SH
SOLE
7000
0
0
LIBERTY MEDIA CORP
COM
531229300
349
7420
SH
SOLE
7420
0
0
LIBERTY TRIPADVISOR HOLDINGS INC
COM
531465102
210
6200
SH
SOLE
6200
0
0
LIFEPOINT HOSPITALS INC.
COM
53219L109
858
12400
SH
SOLE
12400
0
0
ELI LILLY & CO.
COM
532457108
3128
48232
SH
SOLE
48232
0
0
LINCOLN ELECTRIC HOLDINGS, INC.
COM
533900106
221
3200
SH
SOLE
3200
0
0
LINCOLN NATIONAL CORP.
COM
534187109
2047
38202
SH
SOLE
38202
0
0
LINEAR TECHNOLOGY CORPORATION
COM
535678106
1332
30006
SH
SOLE
30006
0
0
LOCKHEED MARTIN CORPORATION
COM
539830109
9272
50726
SH
SOLE
50726
0
0
LORILLARD INC.
COM
544147101
1766
29481
SH
SOLE
29481
0
0
LOWES COMPANIES, INC.
COM
548661107
6749
127524
SH
SOLE
127524
0
0
M&T BANK CORP.
COM
55261F104
425
3444
SH
SOLE
3444
0
0
MBIA INC.
COM
55262C100
317
34500
SH
SOLE
34500
0
0
MDU RESOURCES GROUP INC.
COM
552690109
317
11400
SH
SOLE
11400
0
0
MFA FINANCIAL, INC.
REIT
55272X102
582
74800
SH
SOLE
74800
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
720
31600
SH
SOLE
31600
0
0
M K S INSTRUMENTS, INC.
COM
55306N104
290
8700
SH
SOLE
8700
0
0
M W I VETERINARY SUPPLY, INC.
COM
55402X105
312
2100
SH
SOLE
2100
0
0
MACERICH COMPANY, THE
REIT
554382101
364
5695
SH
SOLE
5695
0
0
MACY'S, INC.
COM
55616P104
3631
62413
SH
SOLE
62413
0
0
MAGELLAN MIDSTREAM PARTNERS
COM
559080106
2778
33000
SH
SOLE
33000
0
0
MANOR CARE, INC.
CONV
564055AP6
28069
20833333
PRN
SOLE
20833333
0
0
MANPOWERGROUP INC.
COM
56418H100
582
8300
SH
SOLE
8300
0
0
MARATHON OIL CORPORATION
COM
565849106
2456
65340
SH
SOLE
65340
0
0
MARATHON PETROLEUM CORPORATION
COM
56585A102
2968
35055
SH
SOLE
35055
0
0
MARKWEST ENERGY OPERATING CO
COM
570759100
374
4870
SH
SOLE
4870
0
0
MARSH & MCLENNAN COMPANIES INC.
COM
571748102
1593
30443
SH
SOLE
30443
0
0
MARRIOTT INTERNATIONAL, INC.
COM
571903202
3512
50249
SH
SOLE
50249
0
0
MARTIN MARIETTA MATERIALS INC.
COM
573284106
442
3430
SH
SOLE
3430
0
0
MASCO CORP.
COM
574599106
441
18419
SH
SOLE
18419
0
0
MASSEY ENERGY CO.
CONV
576203AJ2
6463
6750000
PRN
SOLE
6750000
0
0
MASTERCARD, INC.
COM
57636Q104
3298
44610
SH
SOLE
44610
0
0
MAXIM INTEGRATED PRODUCTS, INC.
COM
57772K101
596
19700
SH
SOLE
19700
0
0
MCDONALD'S CORPORATION
COM
580135101
3831
40405
SH
SOLE
40405
0
0
MCGRAW-HILL FINANCIAL, INC.
COM
580645109
1049
12427
SH
SOLE
12427
0
0
MCKESSON CORPORATION
COM
58155Q103
4856
24946
SH
SOLE
24946
0
0
MEAD JOHNSON NUTRITION COMPANY
COM
582839106
1120
11636
SH
SOLE
11636
0
0
MEDIFAST INC
COM
58470H101
259
7900
SH
SOLE
7900
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
434
9800
SH
SOLE
9800
0
0
MEDNAX, INC.
COM
58502B106
208
3800
SH
SOLE
3800
0
0
MEDTRONIC INC.
COM
585055106
6797
109717
SH
SOLE
109717
0
0
MEDTRONIC INC.
CONV
585055AB2
8020
8000000
PRN
SOLE
8000000
0
0
MELCO CROWN ENTERTAINMENT LTD
ADR
585464100
321
12200
SH
SOLE
12200
0
0
MERCK & CO. INC.
COM
58933Y105
15388
259583
SH
SOLE
259583
0
0
MERITOR, INC.
CONV
59001KAC4
29298
20267000
PRN
SOLE
20267000
0
0
METLIFE, INC.
COM
59156R108
4245
79025
SH
SOLE
79025
0
0
METTLER-TOLEDO INTERNATIONAL INC.
COM
592688105
231
900
SH
SOLE
900
0
0
MICROSOFT CORPORATION
COM
594918104
36351
784096
SH
SOLE
784096
0
0
MICROCHIP TECHNOLOGY INC.
COM
595017104
881
18645
SH
SOLE
18645
0
0
MICRON TECHNOLOGY INC.
COM
595112103
2965
86550
SH
SOLE
86550
0
0
MICRON TECHNOLOGY INC.
CONV
595112AV5
21993
7000000
PRN
SOLE
7000000
0
0
MICRON TECHNOLOGY INC.
CONV
595112AY9
7890
6000000
PRN
SOLE
6000000
0
0
MID-CON ENERGY PARTNERS LP
COM
59560V109
719
32769
SH
SOLE
32769
0
0
MIDSTATES PETROLEUM COMPANY, INC.
COM
59804T100
1826
361679
SH
SOLE
361679
0
0
MOLSON COORS BREWING COMPANY
COM
60871R209
2295
30825
SH
SOLE
30825
0
0
MONDELEZ INTERNATIONAL, INC.
COM
609207105
3007
87746
SH
SOLE
87746
0
0
MONRO MUFFLER BRAKE
COM
610236101
228
4700
SH
SOLE
4700
0
0
MONSANTO CO.
COM
61166W101
628
5583
SH
SOLE
5583
0
0
MONSTER BEVERAGE CORP
COM
611740101
1219
13300
SH
SOLE
13300
0
0
MOODY'S CORPORATION
COM
615369105
1386
14665
SH
SOLE
14665
0
0
MORGAN STANLEY
COM
617446448
5199
150393
SH
SOLE
150393
0
0
MOSAIC CO., THE
COM
61945C103
1665
37500
SH
SOLE
37500
0
0
MOTOROLA SOLUTIONS, INC.
COM
620076307
251
3971
SH
SOLE
3971
0
0
MOTORS LIQUIDATION CO GUC TRUS
COM
62010U101
262
10729
SH
SOLE
10729
0
0
MURPHY OIL CORP.
COM
626717102
918
16133
SH
SOLE
16133
0
0
MURPHY USA INC.
COM
626755102
7890
148700
SH
SOLE
148700
0
0
MYLAN INC.
COM
628530107
1324
29106
SH
SOLE
29106
0
0
MYRIAD GENETICS, INC.
COM
62855J104
2097
54365
SH
SOLE
54365
0
0
NRG ENERGY INC.
COM
629377508
903
29620
SH
SOLE
29620
0
0
NRG YIELD INC
COM
62942X108
240
5100
SH
SOLE
5100
0
0
NABORS INDUSTRIES INC.
CONV
629568AF3
8307
8307373
PRN
SOLE
8307373
0
0
NASDAQ OMX GROUP, INC., THE
COM
631103108
389
9167
SH
SOLE
9167
0
0
NATIONAL FUEL GAS CO.
COM
636180101
360
5148
SH
SOLE
5148
0
0
NATIONAL OILWELL VARCO, INC.
COM
637071101
6264
82313
SH
SOLE
82313
0
0
NAVIENT CORPORATION
COM
63938C108
2944
166209
SH
SOLE
166209
0
0
NEENAH ENTERPRISES, INC.
COM
64007R109
2701
154333
SH
SOLE
154333
0
0
NETAPP INC.
COM
64110D104
1708
39767
SH
SOLE
39767
0
0
NETFLIX INC
COM
64110L106
1573
3486
SH
SOLE
3486
0
0
NEW YORK COMMUNITY BANCORP, INC
COM
649445103
423
26640
SH
SOLE
26640
0
0
NEW YORK MORTGAGE TRUST INC
REIT
649604501
239
33000
SH
SOLE
33000
0
0
NEWARK GROUP INC., THE
COM
650341MM9
3678
546783
SH
SOLE
546783
0
0
NEWELL RUBBERMAID, INC.
COM
651229106
923
26821
SH
SOLE
26821
0
0
NEWFIELD EXPLORATION CO.
COM
651290108
856
23100
SH
SOLE
23100
0
0
NEWMARKET CORPORATION
COM
651587107
880
2310
SH
SOLE
2310
0
0
NEWMONT MINING CORP.
COM
651639106
372
16154
SH
SOLE
16154
0
0
NEWS CORPORATION
COM
65249B109
587
35896
SH
SOLE
35896
0
0
NEWS CORPORATION
COM
65249B208
2039
126400
SH
SOLE
126400
0
0
NEXTERA ENERGY INC.
COM
65339F101
2078
22138
SH
SOLE
22138
0
0
NIKE, INC.
COM
654106103
4644
52064
SH
SOLE
52064
0
0
NISKA GAS STORAGE PARTNERS LLC
COM
654678101
223
17897
SH
SOLE
17897
0
0
NISOURCE, INC.
COM
65473P105
581
14171
SH
SOLE
14171
0
0
NOBLE ENERGY, INC.
COM
655044105
912
13347
SH
SOLE
13347
0
0
NORDSTROM, INC.
COM
655664100
1581
23119
SH
SOLE
23119
0
0
NORFOLK SOUTHERN CORPORATION
COM
655844108
3157
28286
SH
SOLE
28286
0
0
NORTHEAST UTILITIES
COM
664397106
459
10364
SH
SOLE
10364
0
0
NORTHERN OIL AND GAS INC
COM
665531109
331
23275
SH
SOLE
23275
0
0
NORTHERN TIER ENERGY LP
COM
665826103
288
12315
SH
SOLE
12315
0
0
NORTHERN TRUST CORP.
COM
665859104
995
14620
SH
SOLE
14620
0
0
NORTHROP GRUMMAN CORPORATION
COM
666807102
5356
40650
SH
SOLE
40650
0
0
NOVATION CO INC
REIT
66989V107
5391
19258775
SH
SOLE
19258775
0
0
NOW INC/DE
COM
67011P100
268
8802
SH
SOLE
8802
0
0
NU SKIN ENTERPRISES, INC.
COM
67018T105
217
4830
SH
SOLE
4830
0
0
NUSTAR ENERGY LP
COM
67058H102
620
9400
SH
SOLE
9400
0
0
NVIDIA CORP.
COM
67066G104
3028
164111
SH
SOLE
164111
0
0
O'REILLY AUTOMOTIVE, INC. NEW
COM
67103H107
2324
15457
SH
SOLE
15457
0
0
OCCIDENTAL PETROLEUM CORP.
COM
674599105
5195
54025
SH
SOLE
54025
0
0
OIL STATES INTERNATIONAL INC.
COM
678026105
220
3560
SH
SOLE
3560
0
0
OILTANKING PARTNERS LP
COM
678049107
645
13000
SH
SOLE
13000
0
0
OLD DOMINION FREIGHT LINE INC.
COM
679580100
233
3300
SH
SOLE
3300
0
0
OLD REPUBLIC INTERNATIONAL CORP.
COM
680223104
362
25357
SH
SOLE
25357
0
0
OMNICARE INC.
COM
681904108
342
5500
SH
SOLE
5500
0
0
OMNICOM GROUP INC.
COM
681919106
1635
23745
SH
SOLE
23745
0
0
OMEGA PROTEIN CORP
COM
68210P107
180
14400
SH
SOLE
14400
0
0
OMNOVA SOLUTIONS INC.
COM
682129101
3339
621721
SH
SOLE
621721
0
0
ON SEMICONDUCTOR CORP.
COM
682189105
157
17600
SH
SOLE
17600
0
0
ONEOK PARTNERS LP
COM
68268N103
2391
42725
SH
SOLE
42725
0
0
ORACLE CORPORATION
COM
68389X105
13461
351645
SH
SOLE
351645
0
0
OWENS CORNING
COM
690742101
12076
380351
SH
SOLE
380351
0
0
OWENS-ILLINOIS INC.
COM
690768403
439
16838
SH
SOLE
16838
0
0
PBF ENERGY, INC.
COM
69318G106
929
38700
SH
SOLE
38700
0
0
PDL BIOPHARMA, INC.
COM
69329Y104
91
12200
SH
SOLE
12200
0
0
PG&E CORP.
COM
69331C108
294
6535
SH
SOLE
6535
0
0
PNC FINANCIAL SERVICES GROUP
COM
693475105
4250
49658
SH
SOLE
49658
0
0
PPG INDUSTRIES, INC.
COM
693506107
3042
15463
SH
SOLE
15463
0
0
PPL CORP.
COM
69351T106
2000
60902
SH
SOLE
60902
0
0
PTC INC
COM
69370C100
893
24200
SH
SOLE
24200
0
0
PACCAR INC.
COM
693718108
401
7056
SH
SOLE
7056
0
0
PACKAGING CORP. OF AMERICA
COM
695156109
377
5900
SH
SOLE
5900
0
0
PACWEST BANCORP
COM
695263103
210
5100
SH
SOLE
5100
0
0
PALL CORP.
COM
696429307
663
7922
SH
SOLE
7922
0
0
PANTRY, INC.
COM
698657103
269
13300
SH
SOLE
13300
0
0
PARKER-HANNIFIN CORP.
COM
701094104
1431
12538
SH
SOLE
12538
0
0
PATTERSON UTI ENERGY INC.
COM
703481101
1939
59600
SH
SOLE
59600
0
0
PAYCHEX INC
COM
704326107
441
9977
SH
SOLE
9977
0
0
PEABODY ENERGY CORPORATION
COM
704549104
498
40195
SH
SOLE
40195
0
0
PENSKE AUTO GROUP INC
COM
70959W103
479
11800
SH
SOLE
11800
0
0
PEOPLE'S UNITED FINANCIAL INC
COM
712704105
217
15010
SH
SOLE
15010
0
0
PEP BOYS-MANNY, MOE & JACK
COM
713278109
9108
1022252
SH
SOLE
1022252
0
0
PEPCO HOLDINGS INC.
COM
713291102
1078
40299
SH
SOLE
40299
0
0
PEPSICO INC.
COM
713448108
10573
113575
SH
SOLE
113575
0
0
PETROBRAS ARGENTINA SA
ADR
71646J109
114
17500
SH
SOLE
17500
0
0
PETSMART INC.
COM
716768106
11057
157757
SH
SOLE
157757
0
0
PFIZER, INC.
COM
717081103
18363
620986
SH
SOLE
620986
0
0
PHILIP MORRIS INTERNATIONAL INC.
COM
718172109
10317
123702
SH
SOLE
123702
0
0
PHILLIPS 66
COM
718546104
11568
142274
SH
SOLE
142274
0
0
PILGRIM'S PRIDE CORP.
COM
72147K108
2744
89800
SH
SOLE
89800
0
0
PITNEY BOWES, INC.
COM
724479100
3818
152788
SH
SOLE
152788
0
0
PLAINS ALL AMERICAN PIPELINE
COM
726503105
5064
86030
SH
SOLE
86030
0
0
PLY GEM HOLDINGS, INC.
COM
72941W100
4120
380030
SH
SOLE
380030
0
0
POLARIS INDUSTRIES, INC.
COM
731068102
936
6250
SH
SOLE
6250
0
0
POOL CORPORATION
COM
73278L105
523
9700
SH
SOLE
9700
0
0
POPULAR INC.
COM
733174700
527
17900
SH
SOLE
17900
0
0
POST HOLDINGS INC.
COM
737446104
3405
102608
SH
SOLE
102608
0
0
PRAXAIR INC.
COM
74005P104
1179
9140
SH
SOLE
9140
0
0
PRECISION CASTPARTS CORP.
COM
740189105
1396
5895
SH
SOLE
5895
0
0
T ROWE PRICE GROUP, INC.
COM
74144T108
1771
22592
SH
SOLE
22592
0
0
PRICELINE GROUP, INC.
COM
741503403
4345
3750
SH
SOLE
3750
0
0
PRIMERICA INC
COM
74164M108
236
4900
SH
SOLE
4900
0
0
PRINCIPAL FINANCIAL GROUP, INC.
COM
74251V102
2170
41364
SH
SOLE
41364
0
0
PROCTER & GAMBLE CO.
COM
742718109
11833
141303
SH
SOLE
141303
0
0
PROGRESSIVE CORP., THE
COM
743315103
980
38748
SH
SOLE
38748
0
0
PROGRESSIVE WASTE SOLUTIONS LTD.
COM
74339G101
1969
76388
SH
SOLE
76388
0
0
PROTECTIVE LIFE CORP.
COM
743674103
227
3266
SH
SOLE
3266
0
0
PRUDENTIAL FINANCIAL, INC.
COM
744320102
4103
46662
SH
SOLE
46662
0
0
PUBLIC SERVICE ENTERPRISE GROUP INC.
COM
744573106
2105
56533
SH
SOLE
56533
0
0
PUBLIC STORAGE
REIT
74460D109
323
1950
SH
SOLE
1950
0
0
PULTEGROUP, INC.
COM
745867101
963
54547
SH
SOLE
54547
0
0
QUALCOM, INC.
COM
747525103
14302
191278
SH
SOLE
191278
0
0
QUALITY DISTRIBUTION INC.
COM
74756M102
9487
742314
SH
SOLE
742314
0
0
QUANTA SERVICES, INC.
COM
74762E102
564
15537
SH
SOLE
15537
0
0
QUEST DIAGNOSTICS INC.
COM
74834L100
603
9944
SH
SOLE
9944
0
0
QUICKSILVER RESOURCES INC.
COM
74837R104
81
134600
SH
SOLE
134600
0
0
QUINTILES TRANSNATIONAL HOLDIN
COM
74876Y101
416
7462
SH
SOLE
7462
0
0
R P M INTERNATIONAL, INC.
COM
749685103
1120
24470
SH
SOLE
24470
0
0
RPX CORP
COM
74972G103
239
17400
SH
SOLE
17400
0
0
RANDGOLD RESOURCES LTD
ADR
752344309
503
7447
SH
SOLE
7447
0
0
RAYONIER ADVANCED MATERIALS INC.
COM
75508B104
5561
168988
SH
SOLE
168988
0
0
RAYTHEON COMPANY
COM
755111507
2796
27513
SH
SOLE
27513
0
0
REALTY INCOME CORP.
REIT
756109104
359
8800
SH
SOLE
8800
0
0
RED HAT INC.
COM
756577102
266
4745
SH
SOLE
4745
0
0
REGENCY ENERGY PARTNERS LP
COM
75885Y107
1035
31727
SH
SOLE
31727
0
0
REGENERON PHARMACEUTICALS, INC.
COM
75886F107
342
950
SH
SOLE
950
0
0
REGIONS FINANCIAL CORP.
COM
7591EP100
1473
146668
SH
SOLE
146668
0
0
REINSURANCE GROUP OF AMERICA, INC.
COM
759351604
2399
29943
SH
SOLE
29943
0
0
RELIANCE STEEL & ALUMINUM CO.
COM
759509102
1152
16845
SH
SOLE
16845
0
0
RENEWABLE ENERGY GROUP INC
COM
75972A301
183
18000
SH
SOLE
18000
0
0
REPUBLIC SERVICES INC.
COM
760759100
4218
108098
SH
SOLE
108098
0
0
RESMED INC.
COM
761152107
291
5900
SH
SOLE
5900
0
0
RESOLUTE FOREST PRODUCTS, INC.
COM
76117W109
586
37466
SH
SOLE
37466
0
0
RESOURCE CAPITAL CORPORATION
COM
76120W302
170
35000
SH
SOLE
35000
0
0
REX AMERICAN RESOURCES CORP
COM
761624105
248
3400
SH
SOLE
3400
0
0
REYNOLDS AMERICAN INC.
COM
761713106
699
11842
SH
SOLE
11842
0
0
RICE ENERGY INC.
COM
762760106
503
18900
SH
SOLE
18900
0
0
RITE AID CORP.
COM
767754104
361
74500
SH
SOLE
74500
0
0
RIVERBED TECHNOLOGY INC.
COM
768573107
425
22900
SH
SOLE
22900
0
0
ROBERT HALF INTERNATIONAL, INC.
COM
770323103
307
6261
SH
SOLE
6261
0
0
ROCK-TENN CO.
COM
772739207
18158
381630
SH
SOLE
381630
0
0
ROCKWELL AUTOMATION INC.
COM
773903109
869
7909
SH
SOLE
7909
0
0
ROCKWELL COLLINS INC.
COM
774341101
324
4125
SH
SOLE
4125
0
0
ROPER INDUSTRIES INC.
COM
776696106
1489
10177
SH
SOLE
10177
0
0
ROSS STORES INC.
COM
778296103
1517
20068
SH
SOLE
20068
0
0
ROVI CORPORATION
COM
779376102
640
32400
SH
SOLE
32400
0
0
ROYAL GOLD, INC.
COM
780287108
253
3900
SH
SOLE
3900
0
0
RYDER SYSTEM INC.
COM
783549108
1042
11586
SH
SOLE
11586
0
0
SBA COMMUNICATIONS CORP.
COM
78388J106
415
3740
SH
SOLE
3740
0
0
SEI INVESTMENTS COMPANY
COM
784117103
466
12900
SH
SOLE
12900
0
0
SL GREEN REALTY CORP.
REIT
78440X101
546
5390
SH
SOLE
5390
0
0
SM ENERGY COMPANY
COM
78454L100
382
4900
SH
SOLE
4900
0
0
SPX CORP.
COM
784635104
608
6470
SH
SOLE
6470
0
0
STANDARD PARKING CORP.
COM
78469C103
7236
381647
SH
SOLE
381647
0
0
SVB FINANCIAL GROUP
COM
78486Q101
235
2100
SH
SOLE
2100
0
0
SABRE CORP
COM
78573M104
276
15400
SH
SOLE
15400
0
0
SAFEWAY INC.
COM
786514208
1153
33621
SH
SOLE
33621
0
0
ST. JUDE MEDICAL INC.
COM
790849103
1493
24829
SH
SOLE
24829
0
0
SALESFORCE.COM INC.
COM
79466L302
1741
30264
SH
SOLE
30264
0
0
SANDISK CORP.
COM
80004C101
3376
34463
SH
SOLE
34463
0
0
SANDRIDGE ENERGY, INC.
COM
80007P307
285
66500
SH
SOLE
66500
0
0
SANMINA-SCI CORPORATION
COM
801056102
223
10700
SH
SOLE
10700
0
0
SANTANDER CONSUMER USA HOLDINGS INC
COM
80283M101
410
23000
SH
SOLE
23000
0
0
SCANA CORP.
COM
80589M102
666
13420
SH
SOLE
13420
0
0
HENRY SCHEIN, INC.
COM
806407102
302
2590
SH
SOLE
2590
0
0
SCHLUMBERGER LTD.
COM
806857108
6829
67159
SH
SOLE
67159
0
0
CHARLES SCHWAB CORP.
COM
808513105
1553
52834
SH
SOLE
52834
0
0
SCICLONE PHARMACEUTICALS INC
COM
80862K104
122
17700
SH
SOLE
17700
0
0
SCRIPPS NETWORKS INTERACTIVE INC.
COM
811065101
663
8496
SH
SOLE
8496
0
0
SEALED AIR CORPORATION
COM
81211K100
792
22700
SH
SOLE
22700
0
0
SELECT SECTOR SPDR HEATH CARE
ETF
81369Y209
1086
17000
SH
SOLE
17000
0
0
SELECT SECTOR SPDR CON STAPLES
ETF
81369Y308
668
14800
SH
SOLE
14800
0
0
SELECT SECTOR SPDR CON DISCRET
ETF
81369Y407
547
8200
SH
SOLE
8200
0
0
SELECT SECTOR SPDR ENERGY
ETF
81369Y506
852
9400
SH
SOLE
9400
0
0
SELECT SECTOR SPDR FINANCIAL
ETF
81369Y605
3137
135381
SH
SOLE
135381
0
0
SELECT SECTOR SPDR INDUSTRIAL
ETF
81369Y704
829
15600
SH
SOLE
15600
0
0
SELECT SECTOR SPDR TECHNOLOGY
ETF
81369Y803
2167
54300
SH
SOLE
54300
0
0
SELECT SECTOR SPDR UTILITIES
ETF
81369Y886
244
5800
SH
SOLE
5800
0
0
SEMPRA ENERGY
COM
816851109
436
4134
SH
SOLE
4134
0
0
SENIOR HOUSING PROPERTIES TRUST
REIT
81721M109
272
13000
SH
SOLE
13000
0
0
SERVICE CORP. INTERNATIONAL
COM
817565104
228
10800
SH
SOLE
10800
0
0
SHERWIN-WILLIAMS CO.
COM
824348106
337
1540
SH
SOLE
1540
0
0
SIGMA-ALDRICH CORP.
COM
826552101
1155
8495
SH
SOLE
8495
0
0
SIGNATURE BANK CORPORATION
COM
82669G104
243
2170
SH
SOLE
2170
0
0
SILVER WHEATON CORPORATION
COM
828336107
709
35570
SH
SOLE
35570
0
0
SIMON PROPERTY GROUP, INC
REIT
828806109
1905
11588
SH
SOLE
11588
0
0
SKYWEST, INC.
COM
830879102
315
40500
SH
SOLE
40500
0
0
SKYWORKS SOLUTIONS, INC.
COM
83088M102
1469
25300
SH
SOLE
25300
0
0
A.O. SMITH CORPORATION
COM
831865209
478
10100
SH
SOLE
10100
0
0
J.M. SMUCKER CO. (THE)
COM
832696405
425
4292
SH
SOLE
4292
0
0
SNAP-ON INC.
COM
833034101
539
4455
SH
SOLE
4455
0
0
SOCIEDAD QUIMICA Y MINERA DE C
ADR
833635105
947
36220
SH
SOLE
36220
0
0
SOLAR CAPITAL LTD
COM
83413U100
198
10600
SH
SOLE
10600
0
0
SOLARWINDS INC
COM
83416B109
908
21600
SH
SOLE
21600
0
0
SOLECTRON CORPORATION
CONV
834182AL1
5440
8000000
PRN
SOLE
8000000
0
0
SOLERA HOLDINGS INC.
COM
83421A104
564
10000
SH
SOLE
10000
0
0
SONOCO PRODUCTS CO.
COM
835495102
2956
75244
SH
SOLE
75244
0
0
SOUTHERN COMPANY
COM
842587107
2506
57407
SH
SOLE
57407
0
0
SOUTHWEST AIRLINES COMPANY
COM
844741108
4111
121749
SH
SOLE
121749
0
0
SOUTHWESTERN ENERGY CO.
COM
845467109
416
11900
SH
SOLE
11900
0
0
SPECTRA ENERGY CORP
COM
847560109
885
22535
SH
SOLE
22535
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
1413
26659
SH
SOLE
26659
0
0
SPECTRASCIENCE, INC.
COM
84760E301
3
157715
SH
SOLE
157715
0
0
SPIRIT AEROSYSTEMS HOLDINGS INC
COM
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959
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SH
SOLE
25200
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SPIRIT AIRLINES, INC.
COM
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422
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SOLE
6100
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SPIRIT REALTY CAPITAL INC.
REIT
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223
20300
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20300
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SPOK HOLDINGS INC
COM
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211
16200
SH
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16200
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SPRINT CORP.
COM
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STANLEY BLACK & DECKER INC.
COM
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753
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STAPLES INC.
COM
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667
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STAR GAS PARTNERS LP
COM
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STARBUCKS CORP.
COM
855244109
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SOLE
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STARWOOD PROPERTY TRUST INC.
REIT
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10700
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STARZ
COM
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5924
179095
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STARWOOD HOTELS & RESORTS WORLDWIDE INC.
COM
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STATE STREET CORP.
COM
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STEEL DYNAMICS INC.
COM
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11200
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STEIN MART, INC.
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187
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SOLE
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STERICYCLE, INC.
COM
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397
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STONE ENERGY CORPORATION
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SUNCOR ENERGY, INC.
COM
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SUNEDISON, INC.
COM
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657
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SUNCO LOGISTICS PARTNERS LP
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SUNTRUST BANKS, INC.
COM
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SUPERIOR ENERGY SERVICES INC.
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SUPREME INDUSTRIES, INC.
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TD AMERITRADE HOLDING CORP.
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TCP CAPITAL CORP
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TJX COMPANIES INC.
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TRW AUTOMOTIVE HOLDINGS CORP.
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TAKE-TWO INTERACTIVE SFTWR
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TAMINCO CORPORATION
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TARGA RESOURCES PARTNERS LP
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TARGET CORP.
COM
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TARGA RESOURCES CORP
COM
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TAUBMAN CENTERS, INC.
REIT
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TECH DATA CORPORATION
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TELEFLEX, INC.
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492
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TERADATA CORPORATION
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TERADYNE INC
COM
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TERRA NITROGEN COMPANY LP
COM
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TESORO PETROLEUM CORPORATION
COM
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TEXAS INSTRUMENTS INC.
COM
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380
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THERMO FISHER SCIENTIFIC INC.
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THOMSON REUTERS CORP.
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3M COMPANY
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TIFFANY AND COMPANY
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TIME WARNER INC.
COM
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TIME WARNER CABLE, INC.
COM
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TOTAL S A
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TRAVELERS COS, INC.
COM
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TRIMBLE NAVIGATION LTD
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635
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TRINITY INDUSTRIES INC.
COM
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TRIPADVISOR INC
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NEWS CORPORATION
COM
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TWO HARBORS INVESTMENT CORP
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TYSON FOODS, INC.
COM
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UGI CORPORATION
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USANA HEALTH SCIENCES
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USG CORP.
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ULTRA PETROLEUM CORP
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ULTRAPAR PARTICIPACOES SA
ADR
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UNION PACIFIC CORPORATION
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UNIT CORP.
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UNITED TECHNOLOGIES CORP.
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UNITEDHEALTH GROUP, INC.
COM
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UNUM GROUP
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VCA INC.
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VF CORP.
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VSE CORP
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VOXX INTERNATIONAL CORP
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VALERO ENERGY CORPORATION
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VALMONT INDUSTRIES, INC.
COM
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ETF
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VANGUARD FTSE EMERGING MARKETS
ETF
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VARIAN MEDICAL SYSTEMS, INC.
COM
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COM
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VEEVA SYSTEMS INC
COM
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VENTAS INC.
REIT
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COM
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VERISIGN INC.
COM
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VERIZON COMMUNICATIONS, INC.
COM
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VERTEX PHARMACEUTICALS INCORPORATED
COM
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VERTRUE LLC
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VIACOM, INC.
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VISA, INC.
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VISHAY INTERTECHNOLOGY, INC.
COM
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VISTEON CORP.
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VMWARE, INC.
COM
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VORNADO REALTY TRUST
REIT
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COM
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WABCO HOLDINGS INC
COM
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REIT
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WABTEC CORPORATION
COM
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COM
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WALGREEN COMPANY
COM
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REIT
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WASTE MANAGEMENT INC.
COM
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WATERS CORPORATION
COM
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547
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WEINGARTEN REALTY INVESTORS
REIT
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COM
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CONV
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PRN
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WELLS FARGO & COMPANY
COM
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21255
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COM
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1118
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COM
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689
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COM
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WESTLAKE CHEMICAL CORPORATION
COM
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REIT
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WHITING PETROLEUM CORP.
COM
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WHOLE FOODS MARKET INC.
COM
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COM
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WILLIAMS-SONOMA, INC.
COM
969904101
359
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WINDSTREAM CORP.
COM
97382A101
1204
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WISCONSIN ENERGY CORP.
COM
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WORKDAY INC
COM
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3700
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WORLD FUEL SERVICES CORP.
COM
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411
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WORTHINGTON INDUSTRIES, INC.
COM
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WYNDHAM WORLDWIDE CORP.
COM
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46731
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WYNN RESORTS LTD.
REIT
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808
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4317
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XCEL ENERGY INC.
COM
98389B100
1095
36029
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36029
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XILINX INC.
COM
983919101
852
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20127
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XEROX CORPORATION
COM
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301982
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XYLEM INC.
COM
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481
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YAHOO! INC.
COM
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773
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0
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YUM! BRANDS INC.
COM
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12911
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12911
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ZEBRA TECHNOLOGIES CORP.
COM
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309
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4350
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ZIMMER HOLDINGS INC.
COM
98956P102
1274
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ZIONS BANCORPORATION
COM
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393
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13526
0
0
ZOETIS INC.
COM
98978V103
9435
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255347
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0
XSTRATA CAPITAL CORPORATION A.V.V.
CONV
EG3053709
17733
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PRN
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17733000
0
0
MELCO CROWN SPV LTD
CONV
EG6839385
17562
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17142857
0
0
ACTAVIS PLC
COM
G0083B108
3251
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SOLE
13476
0
0
ALLEGION PLC
COM
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6281
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0
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AMDOCS LTD.
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2110
46000
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46000
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0
AON PLC
COM
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27952
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ARCH CAPITAL GROUP LTD.
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285
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5200
0
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ASPEN INSURANCE HOLDINGS LTD.
COM
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1112
26000
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SOLE
26000
0
0
ASSURED GUARANTY, LTD.
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295
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13300
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AXIS CAPITAL HOLDINGS LTD.
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256
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5400
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COM
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102466
1008031
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SOLE
1008031
0
0
ACCENTURE PLC
COM
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1334
16400
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SOLE
16400
0
0
BUNGE LTD.
COM
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2180
25885
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25885
0
0
COVIDIEN PLC
COM
G2554F113
3002
34700
SH
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34700
0
0
DELPHI AUTOMOTIVE PLC
COM
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1534
25000
SH
SOLE
25000
0
0
EATON CORPORATION PLC
COM
G29183103
496
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SOLE
7829
0
0
ENDURANCE SPECIALTY HOLDINGS LTD.
COM
G30397106
353
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SH
SOLE
6400
0
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ENDO INTERNATIONAL PLC
COM
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499
7300
SH
SOLE
7300
0
0
ENSCO PLC
COM
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343
8300
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SOLE
8300
0
0
EVEREST RE GROUP LTD.
COM
G3223R108
574
3540
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SOLE
3540
0
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GLOBAL SOURCES LTD
COM
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72
10800
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10800
0
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HERBALIFE LTD.
COM
G4412G101
590
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13480
0
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INGERSOLL-RAND PLC
COM
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2221
39400
SH
SOLE
39400
0
0
INVESCO LTD.
COM
G491BT108
1245
31535
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SOLE
31535
0
0
JAZZ PHARMACEUTICALS, INC
COM
G50871105
968
6030
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SOLE
6030
0
0
KOSMOS ENERGY, LTD.
COM
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186
18700
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SOLE
18700
0
0
LAZARD LTD.
COM
G54050102
446
8800
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SOLE
8800
0
0
MALLINCKRODT PLC
COM
G5785G107
1937
21488
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SOLE
21488
0
0
MARVELL TECHNOLOGY GROUP, LTD
COM
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741
55000
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SOLE
55000
0
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543
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7600
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345
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11100
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112164
SH
SOLE
112164
0
0
PARTNERRE LTD.
COM
G6852T105
825
7510
SH
SOLE
7510
0
0
RENAISSANCERE HOLDINGS LTD.
COM
G7496G103
590
5900
SH
SOLE
5900
0
0
SEADRILL LTD.
COM
G7945E105
495
18500
SH
SOLE
18500
0
0
SEAGATE TECHNOLOGY, INC.
COM
G7945M107
1626
28400
SH
SOLE
28400
0
0
VANTAGE DRILLING COMPANY
COM
G93205113
6678
5258083
SH
SOLE
5258083
0
0
XLIT LTD.
COM
G98290102
1510
45535
SH
SOLE
45535
0
0
ACE LTD.
COM
H0023R105
3214
30650
SH
SOLE
30650
0
0
GARMIN LTD
COM
H2906T109
2906
55900
SH
SOLE
55900
0
0
PENTAIR INC.
COM
H6169Q108
750
11452
SH
SOLE
11452
0
0
TRANSOCEAN LTD.
COM
H8817H100
585
18300
SH
SOLE
18300
0
0
TYCO INTERNATIONAL LTD.
COM
H89128104
798
17900
SH
SOLE
17900
0
0
TE CONNECTIVITY LTD.
COM
H8912P106
321
5800
SH
SOLE
5800
0
0
PACIFIC DRILLING S.A.
COM
L7257P106
1770
214000
SH
SOLE
214000
0
0
CHECK POINT SOFTWARE TECH
COM
M22465104
222
3200
SH
SOLE
3200
0
0
SEADRILL PARTNERS LLC
COM
MHY7545W9
381
12200
SH
SOLE
12200
0
0
CNH INDUSTRIAL NV
COM
N20944109
134
16843
SH
SOLE
16843
0
0
CORE LABORATORIES N.V.
COM
N22717107
1064
7267
SH
SOLE
7267
0
0
LYONDELLBASELL INDUSTRIES NV
COM
N53745100
12992
119567
SH
SOLE
119567
0
0
NIELSEN N.V.
COM
N63218106
758
17100
SH
SOLE
17100
0
0
COPA HOLDINGS SA
COM
P31076105
1560
14540
SH
SOLE
14540
0
0
TRONOX LTD
COM
Q9235V101
1954
75000
SH
SOLE
75000
0
0
ROYAL CARIBBEAN CRUISES LTD.
COM
V7780T103
357
5300
SH
SOLE
5300
0
0
AEGEAN MARINE PETROLEUM
CONV
Y0020QAA9
1944
2000000
PRN
SOLE
2000000
0
0
AVAGO TECHNOLOGIES LIMITED
COM
Y0486S104
1209
13900
SH
SOLE
13900
0
0
GOLAR LNG PARTNERS LP
COM
Y2745C102
866
24930
SH
SOLE
24930
0
0
NAVIOS MARITIME PARTNERS LP
COM
Y62267102
366
20545
SH
SOLE
20545
0
0
OCEAN RIG UDW INC.
COM
Y64354205
14031
870407
SH
SOLE
870407
0
0
SAFE BULKERS INC
COM
Y7388L103
144
21600
SH
SOLE
21600
0
0
CIVEO CORP
OPT
178787107
1147
100000
SH
Put
SOLE
100000
0
0
ISHARES TRUST
OPT
464287234
24520
590000
SH
Put
SOLE
590000
0
0
ISHARES TRUST
OPT
464287465
51296
800000
SH
Put
SOLE
800000
0
0
ISHARES TRUST
OPT
464287655
4811
44000
SH
Put
SOLE
44000
0
0
SPDR S&P 500 ETF TRUST
OPT
78462F103
1659578
8423400
SH
Put
SOLE
8423400
0
0