0000009015-14-000013.txt : 20140512
0000009015-14-000013.hdr.sgml : 20140512
20140509181820
ACCESSION NUMBER: 0000009015-14-000013
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140331
FILED AS OF DATE: 20140512
DATE AS OF CHANGE: 20140509
EFFECTIVENESS DATE: 20140512
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: 14830676
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
03-31-2014
03-31-2014
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
05-07-2014
0
921
3193691
false
INFORMATION TABLE
2
informationtable_03312014.xml
INFORMATION TABLE
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ABBOTT LABORATORIES
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SH
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146226
0
0
ABBVIE, INC.
COM
00287Y109
8421
163826
SH
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163826
0
0
ABRAXAS PETROLEUM CORP
COM
003830106
40
10130
SH
SOLE
10130
0
0
ACCENTURE PLC
COM
G1151C101
3101
38900
SH
SOLE
38900
0
0
ACCESS MIDSTREAM PARTNERS LP
COM
00434L109
1939
33700
SH
SOLE
33700
0
0
ACCO BRANDS CORPORATION
COM
00081T108
83
13500
SH
SOLE
13500
0
0
ACE LTD.
COM
H0023R105
3184
32140
SH
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32140
0
0
ACTAVIS PLC
COM
G0083B108
1918
9317
SH
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9317
0
0
ACTIVISION BLIZZARD, INC.
COM
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1453
71100
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71100
0
0
ADELPHIA RECOVERY TRUST
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00685R409
0
1783299
SH
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1783299
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0
ADOBE SYSTEMS INC.
COM
00724F101
808
12295
SH
SOLE
12295
0
0
ADT CORPORATION (THE)
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00101J106
280
9350
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9350
0
0
ADVANCE AUTO STORES CO., INC.
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00751Y106
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0
0
ADVANCED MICRO DEVICES INC.
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323
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80500
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0
ADVANCED MICRO DEVICES INC.
CONV
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26438
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AECOM TECHNOLOGY CORP.
COM
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AEGEAN MARINE PETROLEUM
CONV
Y0020QAA9
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AEP INDUSTRIES INC.
COM
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23089
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23089
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AEROFLEX HOLDING CORP
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1829
220118
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220118
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AES CORP., THE
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00130H105
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2320
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AFFILIATED MANAGERS GROUP, INC.
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372
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AFLAC INC.
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001055102
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31317
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AGCO CORPORATION
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AGILENT TECHNOLOGIES INC.
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AGL RESOURCES INC.
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AGRIUM, INC.
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AIR TRANSPORT SVCS GROUP, INC.
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AIRGAS, INC.
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AK STEEL CORP.
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001546AP5
8476
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0
AKAMAI TECHNOLOGIES, INC.
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00971T101
421
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ALASKA AIR GROUP, INC.
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ALCOA, INC.
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ALERE INC.
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ALEXION PHARMACEUTICALS, INC.
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015351109
870
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ALLEGION PLC
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ALLERGAN INC.
COM
018490102
1202
9686
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0
0
ALLIANCE DATA SYSTEMS CORPORATION
COM
018581108
452
1660
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1660
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ALLIANCE HOLDINGS GP LP
COM
01861G100
514
8270
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SOLE
8270
0
0
ALLIANCE RESOURCE PARTNERS
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01877R108
1043
12395
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0
0
ALLIANT ENERGY CORP.
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295
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5200
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0
ALLIANT TECHSYSTEMS, INC.
COM
018804104
887
6240
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0
ALLIED WORLD ASSURANCE COMPANY HOLDINGS, AG
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593
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ALLSTATE CORP.
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ALTRIA GROUP INC.
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AMDOCS LTD.
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1849
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AMERCO
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AMEREN CORP.
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AMERICAN AIRLINES GROUP INC.
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AMERICAN ELECTRIC POWER CO. INC.
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AMERICAN EXPRESS COMPANY
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AMERICAN FINANCIAL GROUP, INC.
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AMERICAN INTERNATIONAL GROUP INC.
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AMERICAN VANGUARD CORP.
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233411
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AMERICAN WATER WORKS CO., INC.
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030420103
611
13450
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AMERIGAS PARTNERS LP
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AMERIPRISE FINANCIAL, INC.
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AMERISOURCEBERGEN CORP.
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AMGEN INC.
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AMGEN INC.
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031162AE0
37538
47142857
PRN
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AMPCO-PITTSBURGH CORPORATION
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032037103
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SH
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AMPHENOL CORP.
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ANTHRACITE CAPITAL, INC.
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AO SMITH CORP
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831865209
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AON PLC
COM
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039380100
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ARCHER DANIELS MIDLAND COMPANY
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CONV
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COM
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ARGAN INC
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AT&T INC.
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AVERY DENNISON CORP.
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AXIS CAPITAL HOLDINGS LTD.
COM
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B H P BILLITON LTD
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325587
SH
SOLE
325587
0
0
CENTURYLINK, INC.
COM
156700106
1480
45058
SH
SOLE
45058
0
0
CERNER CORPORATION
COM
156782104
236
4200
SH
SOLE
4200
0
0
CF INDUSTRIES HOLDINGS, INC.
COM
125269100
1402
5380
SH
SOLE
5380
0
0
CHARLES RIVER LABORATORIES INTERNATIONAL INC.
COM
159864107
235
3900
SH
SOLE
3900
0
0
CHARLES SCHWAB CORP.
COM
808513105
2693
98534
SH
SOLE
98534
0
0
CHASE PACKAGING CORP.
COM
161635107
1
19082
SH
SOLE
19082
0
0
CHEMED CORPORATION
COM
16359R103
5876
65685
SH
SOLE
65685
0
0
CHENIERE ENERGY INC.
COM
16411R208
321
5800
SH
SOLE
5800
0
0
CHESAPEAKE ENERGY CORP.
COM
165167107
1401
54688
SH
SOLE
54688
0
0
CHESAPEAKE ENERGY CORPORATION
CONV
165167BZ9
20233
19885000
PRN
SOLE
19885000
0
0
CHESAPEAKE ENERGY CORPORATION
CONV
165167CA3
72872
72017174
PRN
SOLE
72017174
0
0
CHESAPEAKE ENERGY CORPORATION
CONV
165167CB1
1875
2000000
PRN
SOLE
2000000
0
0
CHEVRON CORPORATION
COM
166764100
18125
152426
SH
SOLE
152426
0
0
CHICAGO BRIDGE & IRON COMPANY N.V.
COM
167250109
619
7100
SH
SOLE
7100
0
0
CHIMERA INVESTMENT CORP
REIT
16934Q109
734
239900
SH
SOLE
239900
0
0
CHIPOTLE MEXICAN GRILL, INC.
COM
169656105
655
1153
SH
SOLE
1153
0
0
CHIQUITA BRANDS INTERNATIONAL INC.
CONV
170032AT3
8125
7985000
PRN
SOLE
7985000
0
0
CHUBB CORP., THE
COM
171232101
2029
22724
SH
SOLE
22724
0
0
CHURCH & DWIGHT CO., INC.
COM
171340102
840
12160
SH
SOLE
12160
0
0
CIA DE MINAS BUENAVENTURA SA
ADR
204448104
630
50100
SH
SOLE
50100
0
0
CIGNA CORP.
COM
125509109
2248
26851
SH
SOLE
26851
0
0
CIMAREX ENERGY CO.
COM
171798101
500
4200
SH
SOLE
4200
0
0
CINCINNATI FINANCIAL CORP.
COM
172062101
570
11720
SH
SOLE
11720
0
0
CINEMARK HOLDINGS, INC.
COM
17243V102
273
9400
SH
SOLE
9400
0
0
CINTAS CORPORATION
COM
172908105
288
4827
SH
SOLE
4827
0
0
CISCO SYSTEMS INC.
COM
17275R102
12130
541266
SH
SOLE
541266
0
0
CIT GROUP, INC.
COM
125581801
1549
31600
SH
SOLE
31600
0
0
CITIGROUP, INC.
COM
172967424
15771
331332
SH
SOLE
331332
0
0
CITRIX SYSTEMS, INC.
COM
177376100
231
4022
SH
SOLE
4022
0
0
CLEAN ENERGY FUELS CORP.
COM
184499101
1788
200000
SH
SOLE
200000
0
0
CLEAR CHANNEL OUTDOOR HOLDINGS, INC.
COM
18451C109
136
14900
SH
SOLE
14900
0
0
CLIFFS NATURAL RESOURCES, INC.
COM
18683K101
723
35321
SH
SOLE
35321
0
0
CLOROX COMPANY
COM
189054109
710
8070
SH
SOLE
8070
0
0
CLOUD PEAK ENERGY INC
COM
18911Q102
703
33255
SH
SOLE
33255
0
0
CME GROUP INC.
COM
12572Q105
852
11515
SH
SOLE
11515
0
0
CMS ENERGY CORP.
COM
125896100
691
23613
SH
SOLE
23613
0
0
CNA FINANCIAL CORP.
COM
126117100
543
12700
SH
SOLE
12700
0
0
COACH, INC.
COM
189754104
323
6513
SH
SOLE
6513
0
0
COCA-COLA CO., THE
COM
191216100
11030
285314
SH
SOLE
285314
0
0
COCA-COLA ENTERPRISES, INC.
COM
19122T109
1570
32863
SH
SOLE
32863
0
0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
COM
192446102
1107
21874
SH
SOLE
21874
0
0
COLFAX CORP.
COM
194014106
207
2900
SH
SOLE
2900
0
0
COLGATE-PALMOLIVE CO.
COM
194162103
1501
23142
SH
SOLE
23142
0
0
COLUMBUS MCKINNON CORPORATION
COM
199333105
2057
76784
SH
SOLE
76784
0
0
COMCAST CORP.
COM
20030N101
10439
208693
SH
SOLE
208693
0
0
COMERICA INC.
COM
200340107
1161
22407
SH
SOLE
22407
0
0
COMMERCE BANCSHARES INC.
COM
200525103
217
4682
SH
SOLE
4682
0
0
COMMONWEALTH REIT
REIT
203233101
344
13067
SH
SOLE
13067
0
0
COMPUTER SCIENCES CORP.
COM
205363104
2604
42816
SH
SOLE
42816
0
0
COMTECH TELECOMMUNICATIONS
COM
205826209
242
7600
SH
SOLE
7600
0
0
CONAGRA FOODS INC.
COM
205887102
281
9058
SH
SOLE
9058
0
0
CONOCOPHILLIPS
COM
20825C104
12919
183632
SH
SOLE
183632
0
0
CONSOLIDATED EDISON, INC.
COM
209115104
1537
28651
SH
SOLE
28651
0
0
CONSTELLATION BRANDS INC.
COM
21036P108
1994
23464
SH
SOLE
23464
0
0
CON-WAY INC.
COM
205944101
616
15000
SH
SOLE
15000
0
0
COOPER-STANDARD HOLDINGS, INC.
COM
21676P103
3794
53699
SH
SOLE
53699
0
0
COPA HOLDINGS SA
COM
P31076105
620
4270
SH
SOLE
4270
0
0
CORE LABORATORIES N.V.
COM
N22717107
1442
7267
SH
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7267
0
0
CORNING, INC.
COM
219350105
3120
149841
SH
SOLE
149841
0
0
COSTCO WHOLESALE CORP.
COM
22160K105
2126
19034
SH
SOLE
19034
0
0
COTT CORP.
COM
22163N106
10948
1292535
SH
SOLE
1292535
0
0
COVANCE, INC.
COM
222816100
208
2000
SH
SOLE
2000
0
0
COVIDIEN PLC
COM
G2554F113
1333
18100
SH
SOLE
18100
0
0
CRANE CO.
COM
224399105
759
10668
SH
SOLE
10668
0
0
CROWN HOLDINGS INC.
COM
228368106
3457
77272
SH
SOLE
77272
0
0
CST BRANDS INC.
COM
12646R105
706
22600
SH
SOLE
22600
0
0
CSX CORP.
COM
126408103
1486
51280
SH
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51280
0
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CUMMINS INC.
COM
231021106
1421
9538
SH
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9538
0
0
CVR ENERGY INC.
COM
12662P108
316
7486
SH
SOLE
7486
0
0
CVS CAREMARK CORP.
COM
126650100
4677
62477
SH
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62477
0
0
D.E MASTER BLENDERS 1753 N.V
COM
N20944109
519
45168
SH
SOLE
45168
0
0
DANA HOLDING CORP
COM
235825205
214
9200
SH
SOLE
9200
0
0
DANAHER CORP.
COM
235851102
3379
45048
SH
SOLE
45048
0
0
DAVITA HEALTHCARE PARTNERS INC.
COM
23918K108
629
9136
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SOLE
9136
0
0
DCP MIDSTREAM PARTNERS LP
COM
23311P100
695
13870
SH
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13870
0
0
DEAN FOODS COMPANY
COM
242370203
243
15700
SH
SOLE
15700
0
0
DECKERS OUTDOOR CORP
COM
243537107
949
11900
SH
SOLE
11900
0
0
DEERE & COMPANY
COM
244199105
2872
31631
SH
SOLE
31631
0
0
DELPHI AUTOMOTIVE PLC
COM
G27823106
1242
18300
SH
SOLE
18300
0
0
DELTA AIR LINES INC.
COM
247361702
4352
125601
SH
SOLE
125601
0
0
DELUXE CORPORATION
COM
248019101
315
6000
SH
SOLE
6000
0
0
DENBURY RESOURCES INC.
COM
247916208
720
43897
SH
SOLE
43897
0
0
DETOUR GOLD CORPORATION
CONV
250669AA6
5788
6170000
PRN
SOLE
6170000
0
0
DEVON ENERGY CORP.
COM
25179M103
1152
17214
SH
SOLE
17214
0
0
DIAMOND OFFSHORE DRILLING INC.
COM
25271C102
1066
21863
SH
SOLE
21863
0
0
DILLARD'S, INC.
COM
254067101
582
6300
SH
SOLE
6300
0
0
DIRECTV
COM
25490A309
4701
61514
SH
SOLE
61514
0
0
DISCOVER FINANCIAL SERVICES INC.
COM
254709108
2524
43378
SH
SOLE
43378
0
0
DISH NETWORK CORP.
COM
25470M109
348
5600
SH
SOLE
5600
0
0
DOLBY LABORATORIES, INC.
COM
25659T107
611
13730
SH
SOLE
13730
0
0
DOLLAR GENERAL CORP.
COM
256677105
549
9900
SH
SOLE
9900
0
0
DOLLAR TREE, INC.
COM
256746108
700
13420
SH
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13420
0
0
DOMINION RESOURCES INC.
COM
25746U109
600
8458
SH
SOLE
8458
0
0
DOMINOS PIZZA, INC.
COM
25754A201
369
4800
SH
SOLE
4800
0
0
DOMTAR CORPORATION
COM
257559203
1063
9470
SH
SOLE
9470
0
0
DONALDSON CO, INC.
COM
257651109
470
11075
SH
SOLE
11075
0
0
DORMAN PRODUCTS, INC.
COM
258278100
2634
44600
SH
SOLE
44600
0
0
DOVER CORP.
COM
260003108
1347
16476
SH
SOLE
16476
0
0
DOW CHEMICAL CO., THE
COM
260543103
7190
147976
SH
SOLE
147976
0
0
DR PEPPER SNAPPLE GROUP INC.
COM
26138E109
1090
20014
SH
SOLE
20014
0
0
DREW INDUSTRIES, INC.
COM
26168L205
1328
24500
SH
SOLE
24500
0
0
DRIL-QUIP, INC.
COM
262037104
200
1780
SH
SOLE
1780
0
0
DST SYSTEMS, INC.
COM
233326107
1196
12620
SH
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12620
0
0
DSW, INC.
COM
23334L102
405
11300
SH
SOLE
11300
0
0
DTE ENERGY CO.
COM
233331107
761
10237
SH
SOLE
10237
0
0
DUKE ENERGY CORP.
COM
26441C204
5433
76281
SH
SOLE
76281
0
0
DUN & BRADSTREET CORP., THE
COM
26483E100
1378
13875
SH
SOLE
13875
0
0
E C C CAPITAL CORP.
REIT
26826M108
90
1200000
SH
SOLE
1200000
0
0
E I DU PONT DE NEMOURS & CO.
COM
263534109
12070
179876
SH
SOLE
179876
0
0
E*TRADE FINANCIAL CORP.
COM
269246401
501
21754
SH
SOLE
21754
0
0
EARTHLINK HOLDINGS CORP
COM
27033X101
55
15200
SH
SOLE
15200
0
0
EAST WEST BANCORP, INC.
COM
27579R104
332
9100
SH
SOLE
9100
0
0
EASTMAN CHEMICAL COMPANY
COM
277432100
4610
53471
SH
SOLE
53471
0
0
EATON CORPORATION PLC
COM
G29183103
573
7629
SH
SOLE
7629
0
0
EBAY INC.
COM
278642103
1087
19672
SH
SOLE
19672
0
0
ECOLAB INC.
COM
278865100
495
4584
SH
SOLE
4584
0
0
EDISON INTERNATIONAL
COM
281020107
1803
31854
SH
SOLE
31854
0
0
EL PASO PIPELINE PARTNERS LP
COM
283702108
860
28310
SH
SOLE
28310
0
0
ELECTRONIC ARTS, INC.
COM
285512109
2440
84123
SH
SOLE
84123
0
0
ELECTRONICS FOR IMAGING
COM
286082102
225
5200
SH
SOLE
5200
0
0
ELI LILLY & CO.
COM
532457108
3335
56652
SH
SOLE
56652
0
0
EMC CORP.
COM
268648102
4297
156757
SH
SOLE
156757
0
0
EMERSON ELECTRIC COMPANY
COM
291011104
2961
44322
SH
SOLE
44322
0
0
ENBRIDGE ENERGY PARTNERS
COM
29250R106
800
29175
SH
SOLE
29175
0
0
ENDO HEALTH SOLUTIONS INC.
COM
G30401106
810
11800
SH
SOLE
11800
0
0
ENDURANCE SPECIALTY HOLDINGS LTD.
COM
G30397106
635
11800
SH
SOLE
11800
0
0
ENERGIZER HOLDINGS INC.
COM
29266R108
337
3350
SH
SOLE
3350
0
0
ENERGY TRANSFER EQUITY LP
COM
29273V100
1979
42340
SH
SOLE
42340
0
0
ENERGY TRANSFER PARTNERS
COM
29273R109
3893
72374
SH
SOLE
72374
0
0
ENERSYS
COM
29275Y102
5449
78640
SH
SOLE
78640
0
0
ENGILITY HOLDINGS INC
COM
29285W104
550
12200
SH
SOLE
12200
0
0
ENSCO PLC
COM
G3157S106
438
8300
SH
SOLE
8300
0
0
ENTERCOM COMMUNICATIONS CORP.
COM
293639100
105
10400
SH
SOLE
10400
0
0
ENTERGY CORP
COM
29364G103
2514
37609
SH
SOLE
37609
0
0
ENTERPRISE PRODUCTS PARTNERS L
COM
293792107
6347
91505
SH
SOLE
91505
0
0
EOG RESOURCES INC.
COM
26875P101
2787
14205
SH
SOLE
14205
0
0
EQT CORPORATION
COM
26884L109
317
3266
SH
SOLE
3266
0
0
EQUIFAX, INC.
COM
294429105
1720
25278
SH
SOLE
25278
0
0
EQUITY RESIDENTIAL
REIT
29476L107
873
15057
SH
SOLE
15057
0
0
ESSEX RENTAL CORPORATION
COM
297187106
560
189350
SH
SOLE
189350
0
0
ESTEE LAUDER COMPANIES INC., THE
COM
518439104
238
3566
SH
SOLE
3566
0
0
EVEREST RE GROUP LTD.
COM
G3223R108
324
2120
SH
SOLE
2120
0
0
EXELIS INC.
COM
30162A108
4865
255900
SH
SOLE
255900
0
0
EXELON CORP.
COM
30161N101
2640
78652
SH
SOLE
78652
0
0
EXPEDIA INC.
COM
30212P303
1221
16840
SH
SOLE
16840
0
0
EXPRESS SCRIPTS HOLDING COMPANY
COM
30219G108
7098
94526
SH
SOLE
94526
0
0
EXXON CORPORATION
COM
30231G102
32045
328066
SH
SOLE
328066
0
0
F M C CORPORATION
COM
302491303
1488
19440
SH
SOLE
19440
0
0
F5 NETWORKS, INC.
COM
315616102
401
3760
SH
SOLE
3760
0
0
FACEBOOK INC
COM
30303M102
5741
95300
SH
SOLE
95300
0
0
FEDEX CORP.
COM
31428X106
1837
13856
SH
SOLE
13856
0
0
FIDELITY NATIONAL FINANCIAL INC.
COM
31620R105
333
10585
SH
SOLE
10585
0
0
FIDELITY NATIONAL INFORMATION SERVICES INC.
COM
31620M106
1666
31160
SH
SOLE
31160
0
0
FIESTA RESTAURANT GROUP
COM
31660B101
3675
80618
SH
SOLE
80618
0
0
FIFTH THIRD BANCORP
COM
316773100
2637
114893
SH
SOLE
114893
0
0
FIRST CITIZENS BANCSHARES, INC.
COM
31946M103
317
1318
SH
SOLE
1318
0
0
FIRST INTERSTATE BANCSYSTEM IN
COM
32055Y201
392
13900
SH
SOLE
13900
0
0
FIRST NIAGARA FINANCIAL GROUP, INC.
COM
33582V108
358
37900
SH
SOLE
37900
0
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FIRST SOLAR, INC.
COM
336433107
1968
28200
SH
SOLE
28200
0
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FIRSTENERGY CORP.
COM
337932107
1278
37550
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SOLE
37550
0
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FISERV, INC.
COM
337738108
3218
56770
SH
SOLE
56770
0
0
FLIR SYSTEMS, INC.
COM
302445101
1177
32687
SH
SOLE
32687
0
0
FLOWSERVE CORP.
COM
34354P105
584
7451
SH
SOLE
7451
0
0
FLUOR CORP.
COM
343412102
1536
19756
SH
SOLE
19756
0
0
FOOT LOCKER INC.
COM
344849104
348
7400
SH
SOLE
7400
0
0
FORD MOTOR COMPANY
COM
345370860
5310
340375
SH
SOLE
340375
0
0
FOREST LABORATORIES, INC.
COM
345838106
1010
10950
SH
SOLE
10950
0
0
FRANKLIN RESOURCES INC.
COM
354613101
1177
21725
SH
SOLE
21725
0
0
FREEPORT-MCMORAN COPPER & GOLD INC.
COM
35671D857
5707
172575
SH
SOLE
172575
0
0
FRONTIER COMMUNICATIONS CORP.
COM
35906A108
1283
225045
SH
SOLE
225045
0
0
FTD COS INC
COM
30281V108
1591
50000
SH
SOLE
50000
0
0
GAMESTOP CORP.
COM
36467W109
3724
90612
SH
SOLE
90612
0
0
GANNETT COMPANY, INC.
COM
364730101
1515
54883
SH
SOLE
54883
0
0
GAP, INC.
COM
364760108
1374
34295
SH
SOLE
34295
0
0
GARMIN LTD
COM
H2906T109
470
8500
SH
SOLE
8500
0
0
GATX CORP.
COM
361448103
339
5000
SH
SOLE
5000
0
0
GENERAL DYNAMICS CORP.
COM
369550108
2620
24051
SH
SOLE
24051
0
0
GENERAL ELECTRIC COMPANY
COM
369604103
26234
1013301
SH
SOLE
1013301
0
0
GENERAL MILLS, INC.
COM
370334104
1809
34916
SH
SOLE
34916
0
0
GENERAL MOTORS CO
WAR
37045V118
1262
50805
SH
SOLE
50805
0
0
GENERAL MOTORS CO
WAR
37045V126
885
50805
SH
SOLE
50805
0
0
GENERAL MOTORS COMPANY
COM
37045V100
5459
158588
SH
SOLE
158588
0
0
GENPACT LIMITED
COM
G3922B107
394
22600
SH
SOLE
22600
0
0
GENTEX CORPORATION
COM
371901109
1881
59660
SH
SOLE
59660
0
0
GENUINE PARTS CO
COM
372460105
414
4770
SH
SOLE
4770
0
0
GENWORTH HOLDINGS INC.
COM
37247D106
1699
95853
SH
SOLE
95853
0
0
GEO GROUP, INC. (THE)
COM
36159R103
8168
253359
SH
SOLE
253359
0
0
GEO SPECIALTY CHEMICALS, INC.
COM
37246R106
0
80750
SH
SOLE
80750
0
0
GEOMET, INC.
COM
37250U201
1
85857
SH
SOLE
85857
0
0
G-III APPAREL GROUP LTD
COM
36237H101
229
3200
SH
SOLE
3200
0
0
GILEAD SCIENCES, INC.
COM
375558103
5720
80722
SH
SOLE
80722
0
0
GLOBAL PARTNERS LP/MA
COM
37946R109
739
20210
SH
SOLE
20210
0
0
GLOBAL PAYMENTS, INC.
COM
37940X102
658
9250
SH
SOLE
9250
0
0
GLOBAL SOURCES LTD
COM
G39300101
173
19300
SH
SOLE
19300
0
0
GOLD FIELDS LTD
ADR
38059T106
108
29340
SH
SOLE
29340
0
0
GOLDMAN SACHS GROUP INC., THE
COM
38141G104
7275
44398
SH
SOLE
44398
0
0
GOODYEAR TIRE & RUBBER COMPANY, THE
COM
382550101
2370
90712
SH
SOLE
90712
0
0
GOOGLE, INC.
COM
38259P508
19686
17663
SH
SOLE
17663
0
0
GRAPHIC PACKAGING HOLDING CO.
COM
388689101
21305
2096970
SH
SOLE
2096970
0
0
GREAT LAKES DREDGE&DOCK CORP.
COM
390607109
9471
1037313
SH
SOLE
1037313
0
0
GREAT PLAINS ENERGY INC.
COM
391164100
298
11006
SH
SOLE
11006
0
0
GREEN MOUNTAIN COFFEE ROASTERS INC.
COM
49271M100
1003
9500
SH
SOLE
9500
0
0
GREEN PLAINS RENEWABLE ENERGY
COM
393222104
443
14800
SH
SOLE
14800
0
0
GREIF INC.
COM
397624107
2520
48000
SH
SOLE
48000
0
0
GROUP 1 AUTOMOTIVE, INC.
COM
398905109
204
3100
SH
SOLE
3100
0
0
GSE SYSTEMS INC
COM
36227K106
821
472100
SH
SOLE
472100
0
0
GUESS?, INC.
COM
401617105
337
12200
SH
SOLE
12200
0
0
H&R BLOCK INC.
COM
093671105
278
9205
SH
SOLE
9205
0
0
HAEMONETICS CORPORATION
COM
405024100
3749
115033
SH
SOLE
115033
0
0
HALCON RESOURCES CORPORATION
COM
40537Q209
4241
979449
SH
SOLE
979449
0
0
HALLADOR ENERGY CO
COM
40609P105
296
34620
SH
SOLE
34620
0
0
HALLIBURTON CO.
COM
406216101
1716
29138
SH
SOLE
29138
0
0
HANESBRANDS INC.
COM
410345102
650
8500
SH
SOLE
8500
0
0
HANOVER INSURANCE GROUP, INC.
COM
410867105
1518
24700
SH
SOLE
24700
0
0
HARLEY-DAVIDSON INC.
COM
412822108
460
6910
SH
SOLE
6910
0
0
HARMAN INTERNATIONAL INDUSTRIES INC.
COM
413086109
537
5043
SH
SOLE
5043
0
0
HARRIS CORPORATION
COM
413875105
4543
62094
SH
SOLE
62094
0
0
HARTFORD FINANCIAL SERVICES GROUP INC., THE
COM
416515104
1805
51170
SH
SOLE
51170
0
0
HASBRO INC.
COM
418056107
366
6578
SH
SOLE
6578
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
666
47700
SH
SOLE
47700
0
0
HCA HOLDINGS, INC.
COM
40412C101
557
10600
SH
SOLE
10600
0
0
HCC INSURANCE HOLDINGS INC.
COM
404132102
253
5566
SH
SOLE
5566
0
0
HCP INC.
REIT
40414L109
625
16111
SH
SOLE
16111
0
0
HELMERICH & PAYNE, INC.
COM
423452101
1456
13540
SH
SOLE
13540
0
0
HENRY SCHEIN, INC.
COM
806407102
309
2590
SH
SOLE
2590
0
0
HERBALIFE LTD.
COM
G4412G101
640
11180
SH
SOLE
11180
0
0
HERCULES, INC.
CONV
427056BC9
7676
8906
PRN
SOLE
8906
0
0
HERSHEY COMPANY, THE
COM
427866108
1061
10166
SH
SOLE
10166
0
0
HERTZ GLOBAL HOLDINGS INC.
COM
42805T105
306
11500
SH
SOLE
11500
0
0
HESS CORP
COM
42809H107
1043
12579
SH
SOLE
12579
0
0
HEWLETT-PACKARD CO.
COM
428236103
7243
223837
SH
SOLE
223837
0
0
HHGREGG INC
COM
42833L108
185
19200
SH
SOLE
19200
0
0
HILL-ROM HOLDINGS INC.
COM
431475102
366
9500
SH
SOLE
9500
0
0
HILLSHIRE BRANDS CO. (THE)
COM
432589109
8362
224430
SH
SOLE
224430
0
0
HOLLYFRONTIER CORP.
COM
436106108
2772
58264
SH
SOLE
58264
0
0
HOLOGIC INC.
COM
436440101
269
12500
SH
SOLE
12500
0
0
HOME DEPOT, INC.
COM
437076102
10075
127317
SH
SOLE
127317
0
0
HOMEAWAY INC
COM
43739Q100
245
6500
SH
SOLE
6500
0
0
HONEYWELL INTERNATIONAL, INC.
COM
438516106
6727
72517
SH
SOLE
72517
0
0
HORMEL FOODS CORP.
COM
440452100
230
4660
SH
SOLE
4660
0
0
HORNBECK OFFSHORE SERVICES INC.
COM
440543106
22314
533692
SH
SOLE
533692
0
0
HORNBECK OFFSHORE SVCS, INC.
CONV
440543AN6
19917
17500000
PRN
SOLE
17500000
0
0
HOSPIRA INC.
COM
441060100
231
5341
SH
SOLE
5341
0
0
HOST HOTELS & RESORTS INC.
REIT
44107P104
1384
68388
SH
SOLE
68388
0
0
HUDSON CITY BANCORP, INC.
COM
443683107
210
21315
SH
SOLE
21315
0
0
HUMANA, INC.
COM
444859102
2369
21019
SH
SOLE
21019
0
0
HUNTINGTON BANCSHARES, INC.
COM
446150104
1740
174572
SH
SOLE
174572
0
0
HUNTINGTON INGALLS INDUSTRIES INC.
COM
446413106
1156
11300
SH
SOLE
11300
0
0
HUNTSMAN CORPORATION
COM
447011107
2626
107520
SH
SOLE
107520
0
0
HYATT HOTELS CORP.
COM
448579102
441
8200
SH
SOLE
8200
0
0
IBM CORPORATION
COM
459200101
11603
60280
SH
SOLE
60280
0
0
ICONIX BRAND GROUP, INC.
COM
451055107
546
13900
SH
SOLE
13900
0
0
IDEX CORPORATION
COM
45167R104
2307
31650
SH
SOLE
31650
0
0
ILLINOIS TOOL WORKS, INC.
COM
452308109
847
10415
SH
SOLE
10415
0
0
INCYTE CORPORATION
COM
45337C102
262
4900
SH
SOLE
4900
0
0
ING U.S., INC.
COM
45685E106
417
11500
SH
SOLE
11500
0
0
INGERSOLL-RAND PLC
COM
G47791101
1265
22100
SH
SOLE
22100
0
0
INGRAM MICRO INC.
COM
457153104
352
11900
SH
SOLE
11900
0
0
INGREDION INCORPORATED
COM
457187102
2306
33871
SH
SOLE
33871
0
0
INSIGHT ENTERPRISE, INC.
COM
45765U103
306
12200
SH
SOLE
12200
0
0
INTEL CORPORATION
COM
458140100
14207
550434
SH
SOLE
550434
0
0
INTEL CORPORATION
CONV
458140AD2
27048
22983000
PRN
SOLE
22983000
0
0
INTEL CORPORATION
CONV
458140AF7
27963
20000000
PRN
SOLE
20000000
0
0
INTELSAT S.A.
COM
L5140P101
474
25300
SH
SOLE
25300
0
0
INTER PARFUMS, INC.
COM
458334109
225
6200
SH
SOLE
6200
0
0
INTERCONTINENTALEXCHANGE GROUP, INC.
COM
45866F104
1405
7101
SH
SOLE
7101
0
0
INTERNATIONAL GAME TECHNOLOGY
COM
459902102
3430
243969
SH
SOLE
243969
0
0
INTERNATIONAL PAPER COMPANY
COM
460146103
4402
95944
SH
SOLE
95944
0
0
INTERSECTIONS, INC.
COM
460981301
75
12700
SH
SOLE
12700
0
0
INTL FLAVORS & FRAGRANCES
COM
459506101
1503
15713
SH
SOLE
15713
0
0
INTUIT, INC.
COM
461202103
1216
15649
SH
SOLE
15649
0
0
INTUITIVE SURGICAL, INC.
COM
46120E602
646
1476
SH
SOLE
1476
0
0
INVESCO LTD.
COM
G491BT108
1122
30335
SH
SOLE
30335
0
0
Iron Mtn Inc
OPT
462846106
3901
141500
SH
Call
SOLE
141500
0
0
ISHARES MSCI
ETF
464286848
366
32300
SH
SOLE
32300
0
0
ISHARES MSCI
OPT
464287234
44615
1087900
SH
Put
SOLE
1087900
0
0
ISHARES MSCI
OPT
464287465
38109
567100
SH
Put
SOLE
567100
0
0
ISHARES MSCI
OPT
464287655
756
6500
SH
Put
SOLE
6500
0
0
ISHARES MSCI UNITED KINGDOM ETF
ETF
464286699
301
14600
SH
SOLE
14600
0
0
ISHARES TRUST
ETF
464287184
1141
31900
SH
SOLE
31900
0
0
ISHARES TRUST
ETF
464287465
4932
73430
SH
SOLE
73430
0
0
ISHARES TRUST
ETF
464287689
66542
592489
SH
SOLE
592489
0
0
ITC HOLDINGS CORP.
COM
465685105
269
7200
SH
SOLE
7200
0
0
ITT CORP.
COM
450911201
231
5400
SH
SOLE
5400
0
0
J.M. SMUCKER CO. (THE)
COM
832696405
417
4292
SH
SOLE
4292
0
0
JABIL CIRCUIT INC.
COM
466313103
865
48049
SH
SOLE
48049
0
0
JACK HENRY & ASSOCIATES, INC.
COM
426281101
491
8800
SH
SOLE
8800
0
0
JACOBS ENGINEERING GROUP, INC.
COM
469814107
828
13044
SH
SOLE
13044
0
0
JARDEN CORP.
COM
471109108
218
3650
SH
SOLE
3650
0
0
JAZZ PHARMACEUTICALS, INC
COM
G50871105
675
4870
SH
SOLE
4870
0
0
JDS UNIPHASE CORPORATION
COM
46612J507
451
32200
SH
SOLE
32200
0
0
JOHN WILEY & SONS, INC.
COM
968223206
346
6000
SH
SOLE
6000
0
0
JOHNSON & JOHNSON
COM
478160104
22583
229900
SH
SOLE
229900
0
0
JOHNSON CONTROLS INC.
COM
478366107
2464
52077
SH
SOLE
52077
0
0
JONES LANG LASALLE INC.
COM
48020Q107
462
3900
SH
SOLE
3900
0
0
JOS A BANK CLOTHIERS, INC.
COM
480838101
206
3200
SH
SOLE
3200
0
0
JOY GLOBAL INC.
COM
481165108
516
8900
SH
SOLE
8900
0
0
JPMORGAN CHASE & CO.
COM
46625H100
19928
328243
SH
SOLE
328243
0
0
JUNIPER NETWORKS INC.
COM
48203R104
1029
39937
SH
SOLE
39937
0
0
KANSAS CITY SOUTHERN
COM
485170302
1530
14995
SH
SOLE
14995
0
0
KAR AUCTION SERVICES INC.
COM
48238T109
206
6800
SH
SOLE
6800
0
0
KELLOGG CO.
COM
487836108
728
11603
SH
SOLE
11603
0
0
KEYCORP
COM
493267108
1984
139336
SH
SOLE
139336
0
0
KIMBERLY-CLARK CORP.
COM
494368103
4103
37214
SH
SOLE
37214
0
0
KIMCO REALTY CORP.
REIT
49446R109
660
30177
SH
SOLE
30177
0
0
KINDER MORGAN ENERGY PTR LP
COM
494550106
8346
112855
SH
SOLE
112855
0
0
KINDER MORGAN INC.
COM
49456B101
470
14452
SH
SOLE
14452
0
0
KLA-TENCOR CORP.
COM
482480100
1050
15187
SH
SOLE
15187
0
0
KOHL'S CORP.
COM
500255104
971
17091
SH
SOLE
17091
0
0
KRAFT FOODS GROUP INC.
COM
50076Q106
2726
48597
SH
SOLE
48597
0
0
KROGER COMPANY
COM
501044101
3406
78023
SH
SOLE
78023
0
0
L BRANDS INC.
COM
501797104
1147
20200
SH
SOLE
20200
0
0
L-3 COMMUNICATIONS HOLDINGS INC.
COM
502424104
1833
15518
SH
SOLE
15518
0
0
LABORATORY CORPORATION OF AMERICA HOLDINGS
COM
50540R409
546
5563
SH
SOLE
5563
0
0
LAM RESEARCH CORP.
COM
512807108
1717
31222
SH
SOLE
31222
0
0
LANDSTAR SYSTEM, INC.
COM
515098101
750
12660
SH
SOLE
12660
0
0
LAS VEGAS SANDS CORP.
COM
517834107
1309
16200
SH
SOLE
16200
0
0
LEAR CORPORATION
COM
521865204
1557
18600
SH
SOLE
18600
0
0
LEGG MASON INC.
COM
524901105
965
19673
SH
SOLE
19673
0
0
LEGGETT & PLATT INC.
COM
524660107
351
10741
SH
SOLE
10741
0
0
LEIDOS HOLDINGS, INC.
COM
525327102
406
11475
SH
SOLE
11475
0
0
LENNOX INTERNATIONAL, INC.
COM
526107107
1519
16710
SH
SOLE
16710
0
0
LEUCADIA NATIONAL CORPORATION
COM
527288104
1034
36935
SH
SOLE
36935
0
0
LEXMARK INTERNATIONAL, INC.
COM
529771107
1600
34574
SH
SOLE
34574
0
0
LIBERTY GLOBAL PLC
COM
GB00B8WA3
621
14927
SH
SOLE
14927
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M104
442
15300
SH
SOLE
15300
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M880
528
4050
SH
SOLE
4050
0
0
LIBERTY MEDIA CORP
COM
531229102
741
5670
SH
SOLE
5670
0
0
LINCOLN ELECTRIC HOLDINGS, INC.
COM
533900106
432
6000
SH
SOLE
6000
0
0
LINCOLN NATIONAL CORP.
COM
534187109
2549
50302
SH
SOLE
50302
0
0
LINEAR TECHNOLOGY CORPORATION
COM
535678106
2133
43806
SH
SOLE
43806
0
0
LIONS GATE ENTERTAINMENT INC.
COM
535919203
577
21600
SH
SOLE
21600
0
0
LKQ CORPORATION
COM
501889208
224
8500
SH
SOLE
8500
0
0
LOCKHEED MARTIN CORPORATION
COM
539830109
7518
46056
SH
SOLE
46056
0
0
LOEWS CORP.
COM
540424108
654
14846
SH
SOLE
14846
0
0
LORAL SPACE & COMMUNICATIONS, INC.
COM
543881106
424
5998
SH
SOLE
5998
0
0
LORILLARD INC.
COM
544147101
1876
34681
SH
SOLE
34681
0
0
LOWES COMPANIES, INC.
COM
548661107
5943
121524
SH
SOLE
121524
0
0
LPL FINANCIAL HOLDINGS, INC.
COM
50212V100
809
15400
SH
SOLE
15400
0
0
LRR ENERGY LP
COM
50214A104
1030
60000
SH
SOLE
60000
0
0
LSI CORPORATION
COM
502161102
1143
103254
SH
SOLE
103254
0
0
LYONDELLBASELL INDUSTRIES NV
COM
N53745100
6028
67771
SH
SOLE
67771
0
0
M K S INSTRUMENTS, INC.
COM
55306N104
299
10000
SH
SOLE
10000
0
0
M W I VETERINARY SUPPLY, INC.
COM
55402X105
327
2100
SH
SOLE
2100
0
0
M&T BANK CORP.
COM
55261F104
901
7424
SH
SOLE
7424
0
0
MACERICH COMPANY, THE
REIT
554382101
629
10095
SH
SOLE
10095
0
0
MACY'S, INC.
COM
55616P104
3872
65313
SH
SOLE
65313
0
0
MAGELLAN MIDSTREAM PARTNERS
COM
559080106
2678
38400
SH
SOLE
38400
0
0
MALLINCKRODT PLC
COM
G5785G107
8453
133300
SH
SOLE
133300
0
0
MANITOWOC COMPANY INC.
COM
563571108
541
17200
SH
SOLE
17200
0
0
MANOR CARE, INC.
CONV
564055AP6
28069
20833333
PRN
SOLE
20833333
0
0
MANPOWERGROUP INC.
COM
56418H100
654
8300
SH
SOLE
8300
0
0
MARATHON OIL CORPORATION
COM
565849106
2101
59140
SH
SOLE
59140
0
0
MARATHON PETROLEUM CORPORATION
COM
56585A102
3791
43555
SH
SOLE
43555
0
0
MARKWEST ENERGY OPERATING CO
COM
570759100
455
6970
SH
SOLE
6970
0
0
MARRIOTT INTERNATIONAL, INC.
COM
571903202
602
10749
SH
SOLE
10749
0
0
MARSH & MCLENNAN COMPANIES INC.
COM
571748102
1624
32943
SH
SOLE
32943
0
0
MARVELL TECHNOLOGY GROUP, LTD
COM
G5876H105
655
41600
SH
SOLE
41600
0
0
MASCO CORP.
COM
574599106
680
30619
SH
SOLE
30619
0
0
MASSEY ENERGY CO.
CONV
576203AJ2
6729
6750000
PRN
SOLE
6750000
0
0
MASTERCARD, INC.
COM
57636Q104
4737
63410
SH
SOLE
63410
0
0
MATTEL INC.
COM
577081102
5722
142651
SH
SOLE
142651
0
0
MCDONALD'S CORPORATION
COM
580135101
4031
41115
SH
SOLE
41115
0
0
MCGRAW-HILL FINANCIAL, INC.
COM
580645109
1543
20227
SH
SOLE
20227
0
0
MCKESSON CORPORATION
COM
58155Q103
2620
14836
SH
SOLE
14836
0
0
MEAD JOHNSON NUTRITION COMPANY
COM
582839106
1267
15236
SH
SOLE
15236
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
533
9800
SH
SOLE
9800
0
0
MEDIFAST INC
COM
58470H101
230
7900
SH
SOLE
7900
0
0
MEDNAX, INC.
COM
58502B106
236
3800
SH
SOLE
3800
0
0
MEDTRONIC INC.
COM
585055106
6549
106417
SH
SOLE
106417
0
0
MEDTRONIC INC.
CONV
585055AB2
8020
8000000
PRN
SOLE
8000000
0
0
MELCO CROWN SPV LTD
CONV
EG6839385
17562
17142857
PRN
SOLE
17142857
0
0
MEMORIAL PRODUCTION PARTNERS L
COM
586048100
755
33500
SH
SOLE
33500
0
0
MERCK & CO. INC.
COM
58933Y105
11381
200483
SH
SOLE
200483
0
0
MERCURY GENERAL CORP.
COM
589400100
328
7276
SH
SOLE
7276
0
0
MERITOR, INC.
CONV
59001KAC4
15670
10267000
PRN
SOLE
10267000
0
0
METLIFE, INC.
COM
59156R108
4194
79425
SH
SOLE
79425
0
0
METTLER-TOLEDO INTERNATIONAL INC.
COM
592688105
212
900
SH
SOLE
900
0
0
MFA FINANCIAL, INC.
REIT
55272X102
1050
135500
SH
SOLE
135500
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
701
27100
SH
SOLE
27100
0
0
MICHAEL KORS HOLDINGS LTD
COM
G60754101
616
6600
SH
SOLE
6600
0
0
MICROCHIP TECHNOLOGY INC.
COM
595017104
1115
23345
SH
SOLE
23345
0
0
MICRON TECHNOLOGY INC.
COM
595112103
1291
54550
SH
SOLE
54550
0
0
MICRON TECHNOLOGY INC.
CONV
595112AV5
15658
7000000
PRN
SOLE
7000000
0
0
MICRON TECHNOLOGY INC.
CONV
595112AY9
6574
6000000
PRN
SOLE
6000000
0
0
MICROS SYSTEMS INC
COM
594901100
974
18400
SH
SOLE
18400
0
0
MICROSOFT CORP.
COM
594918104
26647
650096
SH
SOLE
650096
0
0
MID-CON ENERGY PARTNERS LP
COM
59560V109
498
23044
SH
SOLE
23044
0
0
MIDSTATES PETROLEUM COMPANY, INC.
COM
59804T100
2798
522065
SH
SOLE
522065
0
0
MOLSON COORS BREWING COMPANY
COM
60871R209
1997
33925
SH
SOLE
33925
0
0
MONDELEZ INTERNATIONAL, INC.
COM
609207105
4078
118046
SH
SOLE
118046
0
0
MONRO MUFFLER BRAKE
COM
610236101
267
4700
SH
SOLE
4700
0
0
MONSANTO CO.
COM
61166W101
990
8703
SH
SOLE
8703
0
0
MONSTER BEVERAGE CORP
COM
611740101
222
3200
SH
SOLE
3200
0
0
MONTPELIER RE HOLDINGS LTD
COM
G62185106
336
11300
SH
SOLE
11300
0
0
MOODY'S CORPORATION
COM
615369105
1013
12765
SH
SOLE
12765
0
0
MORGAN STANLEY
COM
617446448
3566
114393
SH
SOLE
114393
0
0
MOSAIC CO., THE
COM
61945C103
1975
39500
SH
SOLE
39500
0
0
MOTOROLA SOLUTIONS INC.
COM
620076307
988
15371
SH
SOLE
15371
0
0
MOTORS LIQUIDATION CO GUC TRUS
COM
62010U101
310
10729
SH
SOLE
10729
0
0
MRC GLOBAL INC.
COM
55345K103
949
35200
SH
SOLE
35200
0
0
MURPHY OIL CORP.
COM
626717102
1278
20333
SH
SOLE
20333
0
0
MURPHY USA INC.
COM
626755102
3280
80800
SH
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80800
0
0
MYLAN INC.
COM
628530107
2569
52606
SH
SOLE
52606
0
0
MYRIAD GENETICS, INC.
COM
62855J104
1043
30500
SH
SOLE
30500
0
0
NABORS INDUSTRIES INC.
CONV
629568AF3
8307
8307373
PRN
SOLE
8307373
0
0
NABORS INDUSTRIES LTD
COM
G6359F103
1853
75164
SH
SOLE
75164
0
0
NASDAQ OMX GROUP, INC., THE
COM
631103108
678
18367
SH
SOLE
18367
0
0
NATIONAL OILWELL VARCO, INC.
COM
637071101
4704
60413
SH
SOLE
60413
0
0
NATIONSTAR MORTGAGE HOLDINGS INC
COM
63861C109
279
8600
SH
SOLE
8600
0
0
NEEBO INC.
COM
63983W108
223
88055
SH
SOLE
88055
0
0
NEENAH ENTERPRISES, INC.
COM
64007R109
2655
154333
SH
SOLE
154333
0
0
NETAPP INC.
COM
64110D104
2161
58567
SH
SOLE
58567
0
0
NETFLIX INC
COM
64110L106
1414
4016
SH
SOLE
4016
0
0
NEUSTAR, INC.
COM
64126X201
241
7400
SH
SOLE
7400
0
0
NEW YORK COMMUNITY BANCORP, INC
COM
649445103
428
26640
SH
SOLE
26640
0
0
NEW YORK MORTGAGE TRUST INC
REIT
649604501
100
12800
SH
SOLE
12800
0
0
NEWARK GROUP INC., THE
COM
650341MM9
1667
546783
SH
SOLE
546783
0
0
NEWELL RUBBERMAID, INC.
COM
651229106
802
26821
SH
SOLE
26821
0
0
NEWFIELD EXPLORATION CO.
COM
651290108
442
14100
SH
SOLE
14100
0
0
NEWMARKET CORPORATION
COM
651587107
262
670
SH
SOLE
670
0
0
NEWMONT MINING CORP.
COM
651639106
379
16154
SH
SOLE
16154
0
0
NEWS CORPORATION
COM
65249B109
219
12696
SH
SOLE
12696
0
0
NEWS CORPORATION
COM
65249B208
1595
95500
SH
SOLE
95500
0
0
NEWS CORPORATION
COM
90130A101
2046
63988
SH
SOLE
63988
0
0
NEXTERA ENERGY INC.
COM
65339F101
1565
16368
SH
SOLE
16368
0
0
NIELSEN HOLDINGS N.V.
COM
N63218106
486
10900
SH
SOLE
10900
0
0
NIKE, INC.
COM
654106103
4030
54564
SH
SOLE
54564
0
0
NISOURCE, INC.
COM
65473P105
503
14171
SH
SOLE
14171
0
0
NOBLE CORPORATION
COM
G65431101
1307
39927
SH
SOLE
39927
0
0
NOBLE ENERGY, INC.
COM
655044105
1119
15747
SH
SOLE
15747
0
0
NORDSTROM, INC.
COM
655664100
1281
20519
SH
SOLE
20519
0
0
NORFOLK SOUTHERN CORP.
COM
655844108
2651
27286
SH
SOLE
27286
0
0
NORTHEAST UTILITIES
COM
664397106
649
14264
SH
SOLE
14264
0
0
NORTHERN OIL AND GAS INC
COM
665531109
340
23275
SH
SOLE
23275
0
0
NORTHERN TIER ENERGY LP
COM
665826103
317
12315
SH
SOLE
12315
0
0
NORTHERN TRUST CORP.
COM
665859104
585
8920
SH
SOLE
8920
0
0
NORTHROP GRUMMAN CORPORATION
COM
666807102
5212
42240
SH
SOLE
42240
0
0
NOVATION CO INC
REIT
66989V107
5392
19258775
SH
SOLE
19258775
0
0
NRG ENERGY INC.
COM
629377508
722
22720
SH
SOLE
22720
0
0
NU SKIN ENTERPRISES, INC.
COM
67018T105
2496
30130
SH
SOLE
30130
0
0
NUSTAR ENERGY LP
COM
67058H102
808
14700
SH
SOLE
14700
0
0
NVIDIA CORP.
COM
67066G104
1952
109011
SH
SOLE
109011
0
0
OCCIDENTAL PETROLEUM CORP.
COM
674599105
8611
90365
SH
SOLE
90365
0
0
OCEAN RIG UDW INC.
COM
Y64354205
10063
565679
SH
SOLE
565679
0
0
OFFICE DEPOT, INC.
COM
676220106
56
13600
SH
SOLE
13600
0
0
OGE ENERGY CORP.
COM
670837103
329
8948
SH
SOLE
8948
0
0
OIL STATES INTERNATIONAL INC.
COM
678026105
351
3560
SH
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3560
0
0
OLD REPUBLIC INTERNATIONAL CORP.
COM
680223104
221
13457
SH
SOLE
13457
0
0
OMNICARE, INC.
COM
681904108
1002
16800
SH
SOLE
16800
0
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OMNICOM GROUP INC.
COM
681919106
809
11145
SH
SOLE
11145
0
0
OMNOVA SOLUTIONS INC.
COM
682129101
7531
725521
SH
SOLE
725521
0
0
ON SEMICONDUCTOR CORP.
COM
682189105
165
17600
SH
SOLE
17600
0
0
ONEOK INC.
COM
682680103
504
8500
SH
SOLE
8500
0
0
ONEOK PARTNERS LP
COM
68268N103
2213
41325
SH
SOLE
41325
0
0
ORACLE CORP.
COM
68389X105
11935
291745
SH
SOLE
291745
0
0
O'REILLY AUTOMOTIVE, INC. NEW
COM
67103H107
2222
14977
SH
SOLE
14977
0
0
OSHKOSH TRUCK CORPORATION
COM
688239201
577
9800
SH
SOLE
9800
0
0
OWENS CORNING
COM
690742101
9061
209890
SH
SOLE
209890
0
0
OWENS-ILLINOIS INC.
COM
690768403
796
23538
SH
SOLE
23538
0
0
PACKAGING CORP. OF AMERICA
COM
695156109
950
13500
SH
SOLE
13500
0
0
PALL CORP.
COM
696429307
584
6522
SH
SOLE
6522
0
0
PARKER-HANNIFIN CORP.
COM
701094104
1669
13938
SH
SOLE
13938
0
0
PARTNERRE LTD.
COM
G6852T105
621
6000
SH
SOLE
6000
0
0
PATTERSON COMPANIES, INC.
COM
703395103
227
5447
SH
SOLE
5447
0
0
PATTERSON UTI ENERGY INC.
COM
703481101
285
9000
SH
SOLE
9000
0
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PAYCHEX INC
COM
704326107
425
9977
SH
SOLE
9977
0
0
PBF ENERGY, INC.
COM
69318G106
464
18000
SH
SOLE
18000
0
0
PDL BIOPHARMA, INC.
COM
69329Y104
155
18600
SH
SOLE
18600
0
0
PEABODY ENERGY CORPORATION
COM
704549104
1005
61530
SH
SOLE
61530
0
0
PENN NATIONAL GAMING INC.
COM
707569109
341
27700
SH
SOLE
27700
0
0
PENSKE AUTO GROUP INC
COM
70959W103
505
11800
SH
SOLE
11800
0
0
PENTAIR LTD.
COM
H6169Q108
909
11452
SH
SOLE
11452
0
0
PEOPLE'S UNITED FINANCIAL INC
COM
712704105
424
28510
SH
SOLE
28510
0
0
PEP BOYS-MANNY MOE & JACK/THE
COM
713278109
6683
525360
SH
SOLE
525360
0
0
PEPCO HOLDINGS INC.
COM
713291102
303
14799
SH
SOLE
14799
0
0
PEPSICO INC.
COM
713448108
6603
79075
SH
SOLE
79075
0
0
PERRIGO CO PLC
COM
G97822103
286
1850
SH
SOLE
1850
0
0
PETROBRAS ARGENTINA SA
ADR
71646J109
97
17500
SH
SOLE
17500
0
0
PETROLOGISTICS LP
COM
71672U101
307
24700
SH
SOLE
24700
0
0
PETSMART, INC.
COM
716768106
10032
145627
SH
SOLE
145627
0
0
PFIZER, INC.
COM
717081103
22625
704386
SH
SOLE
704386
0
0
PG&E CORP.
COM
69331C108
1228
28435
SH
SOLE
28435
0
0
PHARMERICA CORP
COM
71714F104
252
9000
SH
SOLE
9000
0
0
PHILIP MORRIS INTERNATIONAL INC.
COM
718172109
6943
84802
SH
SOLE
84802
0
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PHILLIPS 66
COM
718546104
10031
130174
SH
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130174
0
0
PINNACLE FOODS INC.
COM
72348P104
260
8700
SH
SOLE
8700
0
0
PINNACLE WEST CAPITAL CORP.
COM
723484101
223
4082
SH
SOLE
4082
0
0
PITNEY BOWES INC.
COM
724479100
4888
188088
SH
SOLE
188088
0
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PLAINS MARKETING LP
COM
726503105
3595
65230
SH
SOLE
65230
0
0
PLY GEM HOLDINGS, INC.
COM
72941W100
2327
184256
SH
SOLE
184256
0
0
PNC FINANCIAL SERVICES GROUP
COM
693475105
4921
56558
SH
SOLE
56558
0
0
POLARIS INDUSTRIES, INC.
COM
731068102
1049
7510
SH
SOLE
7510
0
0
POLYCOM, INC.
COM
73172K104
678
49400
SH
SOLE
49400
0
0
POOL CORPORATION
COM
73278L105
595
9700
SH
SOLE
9700
0
0
POPULAR INC.
COM
733174700
487
15700
SH
SOLE
15700
0
0
PPG INDUSTRIES, INC.
COM
693506107
3241
16753
SH
SOLE
16753
0
0
PPL CORP.
COM
69351T106
1793
54102
SH
SOLE
54102
0
0
PRECISION CASTPARTS CORP.
COM
740189105
1621
6415
SH
SOLE
6415
0
0
PRICELINE.COM, INC.
COM
741503403
4946
4150
SH
SOLE
4150
0
0
PRIMERICA INC
COM
74164M108
231
4900
SH
SOLE
4900
0
0
PRINCIPAL FINANCIAL GROUP, INC.
COM
74251V102
1870
40664
SH
SOLE
40664
0
0
PROASSURANCE CORPORATION
COM
74267C106
365
8200
SH
SOLE
8200
0
0
PROCTER & GAMBLE CO.
COM
742718109
14250
176803
SH
SOLE
176803
0
0
PROGRESSIVE CORP., THE
COM
743315103
863
35648
SH
SOLE
35648
0
0
PROGRESSIVE WASTE SOLUTIONS LTD.
COM
74339G101
1721
67988
SH
SOLE
67988
0
0
PROTECTIVE LIFE CORP.
COM
743674103
624
11866
SH
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11866
0
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PRUDENTIAL FINANCIAL, INC.
COM
744320102
4085
48262
SH
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48262
0
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PTC, INC.
COM
69370C100
400
11300
SH
SOLE
11300
0
0
PUBLIC SERVICE ENTERPRISE GROUP INC.
COM
744573106
2564
67233
SH
SOLE
67233
0
0
PUBLIC STORAGE
REIT
74460D109
409
2430
SH
SOLE
2430
0
0
PULTEGROUP, INC.
COM
745867101
1208
62947
SH
SOLE
62947
0
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QR ENERGY LP
COM
74734R108
324
18100
SH
SOLE
18100
0
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QUALCOM, INC.
COM
747525103
9824
124578
SH
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124578
0
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QUALITY DISTRIBUTION INC.
COM
74756M102
8309
639644
SH
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639644
0
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QUANTA SERVICES, INC.
COM
74762E102
1437
38937
SH
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38937
0
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QUEST DIAGNOSTICS INC.
COM
74834L100
564
9744
SH
SOLE
9744
0
0
QUINTILES TRANSNATIONAL HOLDIN
COM
74876Y101
379
7462
SH
SOLE
7462
0
0
R.R. DONNELLEY & SONS COMPANY
COM
257867101
3198
178637
SH
SOLE
178637
0
0
RANDGOLD RESOURCES LTD
ADR
752344309
559
7447
SH
SOLE
7447
0
0
RAYMOND JAMES FINANCIAL, INC.
COM
754730109
313
5600
SH
SOLE
5600
0
0
RAYTHEON COMPANY
COM
755111507
2925
29613
SH
SOLE
29613
0
0
RED HAT INC.
COM
756577102
495
9345
SH
SOLE
9345
0
0
REGAL ENTERTAINMENT GROUP
COM
758766109
379
20300
SH
SOLE
20300
0
0
REGAL-BELOIT CORPORATION
COM
758750103
638
8776
SH
SOLE
8776
0
0
REGENCY ENERGY PARTNERS LP
COM
75885Y107
1155
42428
SH
SOLE
42428
0
0
REGENERON PHARMACEUTICALS, INC.
COM
75886F107
285
950
SH
SOLE
950
0
0
REGENT BROADCASTING LLC
WAR
75686RNN9
1430
704626
SH
SOLE
704626
0
0
REGENT BROADCASTING LLC
WAR
75686RZZ9
35
704626
SH
SOLE
704626
0
0
REGIONS FINANCIAL CORP.
COM
7591EP100
1085
97668
SH
SOLE
97668
0
0
REINSURANCE GROUP OF AMERICA, INC.
COM
759351604
465
5843
SH
SOLE
5843
0
0
RELIANCE STEEL & ALUMINUM CO.
COM
759509102
1614
22845
SH
SOLE
22845
0
0
RENAISSANCERE HOLDINGS LTD.
COM
G7496G103
576
5900
SH
SOLE
5900
0
0
RENT-A-CENTER, INC.
COM
76009N100
5160
193982
SH
SOLE
193982
0
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REPUBLIC SERVICES INC.
COM
760759100
4321
126498
SH
SOLE
126498
0
0
RESMED INC.
COM
761152107
264
5900
SH
SOLE
5900
0
0
RESOLUTE FOREST PRODUCTS, INC.
COM
76117W109
753
37466
SH
SOLE
37466
0
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RESOURCE CAPITAL CORPORATION
COM
76120W302
195
35000
SH
SOLE
35000
0
0
REYNOLDS AMERICAN INC.
COM
761713106
836
15642
SH
SOLE
15642
0
0
RIVERBED TECHNOLOGY INC.
COM
768573107
678
34400
SH
SOLE
34400
0
0
ROBERT HALF INTERNATIONAL, INC.
COM
770323103
263
6261
SH
SOLE
6261
0
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ROCK-TENN CO.
COM
772739207
7990
75684
SH
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75684
0
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ROCKWELL AUTOMATION INC.
COM
773903109
1296
10409
SH
SOLE
10409
0
0
ROCKWELL COLLINS INC.
COM
774341101
217
2725
SH
SOLE
2725
0
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ROPER INDUSTRIES INC.
COM
776696106
671
5027
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SOLE
5027
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ROSS STORES, INC.
COM
778296103
609
8518
SH
SOLE
8518
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ROVI CORPORATION
COM
779376102
781
34300
SH
SOLE
34300
0
0
ROWAN COS. INC.
COM
G7665A101
401
11908
SH
SOLE
11908
0
0
ROYAL CARIBBEAN CRUISES LTD.
COM
V7780T103
289
5300
SH
SOLE
5300
0
0
RPM INTERNATIONAL INC.
COM
749685103
1204
28770
SH
SOLE
28770
0
0
RPX CORP
COM
74972G103
387
23800
SH
SOLE
23800
0
0
RYDER SYSTEM INC.
COM
783549108
311
3886
SH
SOLE
3886
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SAFEWAY INC.
COM
786514208
1696
45921
SH
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SALESFORCE.COM INC.
COM
79466L302
677
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SH
SOLE
11864
0
0
SALIX PHARMACEUTICALS, LTD.
COM
795435106
932
9000
SH
SOLE
9000
0
0
SANDISK CORP.
COM
80004C101
3284
40453
SH
SOLE
40453
0
0
SANMINA-SCI CORPORATION
COM
801056102
255
14600
SH
SOLE
14600
0
0
SCHLUMBERGER LTD.
COM
806857108
6421
65859
SH
SOLE
65859
0
0
SCICLONE PHARMACEUTICALS INC
COM
80862K104
81
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SH
SOLE
17700
0
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SCIENCE APPLICATIONS INTERNATIONAL CORP.
COM
808625107
331
8856
SH
SOLE
8856
0
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SCOTTS MIRACLE-GRO CO., THE
COM
810186106
502
8200
SH
SOLE
8200
0
0
SCRIPPS NETWORKS INTERACTIVE INC.
COM
811065101
637
8396
SH
SOLE
8396
0
0
SEADRILL LTD.
COM
G7945E105
654
18600
SH
SOLE
18600
0
0
SEAGATE TECHNOLOGY, INC.
COM
G7945M107
1629
29000
SH
SOLE
29000
0
0
SEALED AIR CORPORATION
COM
81211K100
2495
75900
SH
SOLE
75900
0
0
SEI INVESTMENTS COMPANY
COM
784117103
625
18600
SH
SOLE
18600
0
0
SELECT SPDR CONSUMER
ETF
81369Y100
704
14900
SH
SOLE
14900
0
0
SELECT SPDR CONSUMER
ETF
81369Y209
1544
26400
SH
SOLE
26400
0
0
SELECT SPDR CONSUMER
COM
81369Y308
1193
27700
SH
SOLE
27700
0
0
SELECT SPDR CONSUMER
ETF
81369Y407
1508
23300
SH
SOLE
23300
0
0
SELECT SPDR ENERGY SECTOR
ETF
81369Y506
1523
17100
SH
SOLE
17100
0
0
SELECT SPDR FINANCIAL SECTOR
ETF
81369Y605
3826
171281
SH
SOLE
171281
0
0
SELECT SPDR INDUSTRIAL SECTOR
ETF
81369Y704
1952
37300
SH
SOLE
37300
0
0
SELECT SPDR TECHNOLOGY SECTOR
ETF
81369Y803
2199
60500
SH
SOLE
60500
0
0
SELECT SPDR UTILITIES SECTOR
ETF
81369Y886
464
11200
SH
SOLE
11200
0
0
SEMPRA ENERGY
COM
816851109
1026
10604
SH
SOLE
10604
0
0
SENIOR HOUSING PROPERTIES TRUST
REIT
81721M109
292
13000
SH
SOLE
13000
0
0
SERVICE CORP. INTERNATIONAL
COM
817565104
215
10800
SH
SOLE
10800
0
0
SHERWIN-WILLIAMS CO.
COM
824348106
511
2590
SH
SOLE
2590
0
0
SIGMA-ALDRICH CORP.
COM
826552101
875
9365
SH
SOLE
9365
0
0
SIGNATURE BANK CORPORATION
COM
82669G104
239
1900
SH
SOLE
1900
0
0
SILVER WHEATON CORPORATION
COM
828336107
807
35570
SH
SOLE
35570
0
0
SKYWEST, INC.
COM
830879102
185
14500
SH
SOLE
14500
0
0
SL GREEN REALTY CORP.
REIT
78440X101
614
6100
SH
SOLE
6100
0
0
SLM CORPORATION
COM
78442P106
1388
56709
SH
SOLE
56709
0
0
SM ENERGY COMPANY
COM
78454L100
349
4900
SH
SOLE
4900
0
0
SNAP-ON INC.
COM
833034101
506
4455
SH
SOLE
4455
0
0
SOCIEDAD QUIMICA Y MINERA DE C
ADR
833635105
1150
36220
SH
SOLE
36220
0
0
SOLARWINDS INC
COM
83416B109
328
7700
SH
SOLE
7700
0
0
SOLECTRON CORPORATION
CONV
834182AL1
5440
8000000
PRN
SOLE
8000000
0
0
SOLERA HOLDINGS INC.
COM
83421A104
450
7100
SH
SOLE
7100
0
0
SONOCO PRODUCTS CO.
COM
835495102
3595
87644
SH
SOLE
87644
0
0
SOUTHERN COMPANY
COM
842587107
1169
26607
SH
SOLE
26607
0
0
SOUTHWEST AIRLINES CO.
COM
844741108
3767
159549
SH
SOLE
159549
0
0
SOUTHWESTERN ENERGY CO.
COM
845467109
1058
23000
SH
SOLE
23000
0
0
SPDR S&P 500 ETF TR
OPT
78462F103
457239
2445000
SH
Put
SOLE
2445000
0
0
SPECTRA ENERGY CORP
COM
847560109
1128
30535
SH
SOLE
30535
0
0
SPECTRASCIENCE, INC.
COM
84760E301
8
157715
SH
SOLE
157715
0
0
SPIRIT AEROSYSTEMS HOLDINGS INC
COM
848574109
491
17400
SH
SOLE
17400
0
0
SPRINT CORP.
COM
85207U105
610
66379
SH
SOLE
66379
0
0
SPX CORP.
COM
784635104
216
2200
SH
SOLE
2200
0
0
ST. JUDE MEDICAL INC.
COM
790849103
1624
24829
SH
SOLE
24829
0
0
STANCORP FINANCIAL GROUP INC.
COM
852891100
672
10058
SH
SOLE
10058
0
0
STANDARD PARKING CORP.
COM
78469C103
10490
399308
SH
SOLE
399308
0
0
STANLEY BLACK & DECKER INC.
COM
854502101
299
3681
SH
SOLE
3681
0
0
STAPLES INC.
COM
855030102
1386
122248
SH
SOLE
122248
0
0
STAR GAS PARTNERS LP
COM
85512C105
1062
181475
SH
SOLE
181475
0
0
STARBUCKS CORP.
COM
855244109
2896
39472
SH
SOLE
39472
0
0
STARWOOD HOTELS & RESORTS WORLDWIDE INC.
COM
85590A401
1423
17875
SH
SOLE
17875
0
0
STARWOOD PROPERTY TRUST INC.
REIT
85571B105
446
18900
SH
SOLE
18900
0
0
STARZ - LIBERTY CAPITAL
COM
85571Q102
3780
117095
SH
SOLE
117095
0
0
STATE STREET CORP.
COM
857477103
2751
39561
SH
SOLE
39561
0
0
STEEL DYNAMICS INC.
COM
858119100
375
21100
SH
SOLE
21100
0
0
STEIN MART, INC.
COM
858375108
346
24700
SH
SOLE
24700
0
0
STERICYCLE, INC.
COM
858912108
244
2144
SH
SOLE
2144
0
0
STONE ENERGY CORPORATION
COM
861642106
357
8500
SH
SOLE
8500
0
0
STRYKER CORPORATION
COM
863667101
2526
31009
SH
SOLE
31009
0
0
SUNCO LOGISTICS PARTNERS LP
COM
86764L108
2637
29015
SH
SOLE
29015
0
0
SUNCOR ENERGY, INC.
COM
867224107
616
17619
SH
SOLE
17619
0
0
SUNTRUST BANKS, INC.
COM
867914103
2336
58700
SH
SOLE
58700
0
0
SUPERIOR ENERGY SERVICES INC.
COM
868157108
1952
63444
SH
SOLE
63444
0
0
SUPREME INDUSTRIES, INC.
COM
868607102
2450
317706
SH
SOLE
317706
0
0
SUSSER PETROLEUM PARTNERS LP
COM
869239103
359
10200
SH
SOLE
10200
0
0
SVB FINANCIAL GROUP
COM
78486Q101
270
2100
SH
SOLE
2100
0
0
SYMANTEC CORP.
COM
871503108
1676
83934
SH
SOLE
83934
0
0
SYNNEX CORP.
COM
87162W100
370
6100
SH
SOLE
6100
0
0
SYNOPSIS, INC.
COM
871607107
461
12000
SH
SOLE
12000
0
0
SYNOVUS FINANCIAL CORP.
COM
87161C105
95
28000
SH
SOLE
28000
0
0
SYSCO CORP.
COM
871829107
520
14400
SH
SOLE
14400
0
0
T ROWE PRICE GROUP, INC.
COM
74144T108
1300
15792
SH
SOLE
15792
0
0
TARGA RESOURCES PARTNERS LP
COM
87611X105
2319
41215
SH
SOLE
41215
0
0
TARGET CORP.
COM
87612E106
3240
53553
SH
SOLE
53553
0
0
TAYLOR MORRISON HOME CORP
COM
87724P106
672
28600
SH
SOLE
28600
0
0
TC PIPELINES LP
COM
87233Q108
355
7400
SH
SOLE
7400
0
0
TCP CAPITAL CORP
COM
87238Q103
26536
1603372
SH
SOLE
1603372
0
0
TD AMERITRADE HOLDING CORP.
COM
87236Y108
998
29400
SH
SOLE
29400
0
0
TE CONNECTIVITY LTD.
COM
H8912P106
1012
16800
SH
SOLE
16800
0
0
TECH DATA CORPORATION
COM
878237106
1055
17300
SH
SOLE
17300
0
0
TEEKAY OFFSHORE PARTNERS LP
COM
Y8565J101
428
13090
SH
SOLE
13090
0
0
TERRA NITROGEN COMPANY LP
COM
881005201
982
6451
SH
SOLE
6451
0
0
TESORO PETROLEUM CORPORATION
COM
881609101
3262
64483
SH
SOLE
64483
0
0
TEXAS INSTRUMENTS INC.
COM
882508104
1437
30469
SH
SOLE
30469
0
0
TEXAS ROADHOUSE, INC.
COM
882681109
356
13650
SH
SOLE
13650
0
0
TEXTRON INC.
COM
883203101
375
9557
SH
SOLE
9557
0
0
THERMO FISHER SCIENTIFIC INC.
COM
883556102
4092
34034
SH
SOLE
34034
0
0
TIFFANY AND COMPANY
COM
886547108
294
3413
SH
SOLE
3413
0
0
TIME WARNER CABLE, INC.
COM
88732J207
3069
22374
SH
SOLE
22374
0
0
TIME WARNER INC.
COM
887317303
2574
39400
SH
SOLE
39400
0
0
TIMKEN COMPANY, THE
COM
887389104
235
4000
SH
SOLE
4000
0
0
TJX COMPANIES INC.
COM
872540109
6202
102266
SH
SOLE
102266
0
0
T-MOBILE US INC.
COM
872590104
228
6900
SH
SOLE
6900
0
0
TORCHMARK CORPORATION
COM
891027104
1074
13653
SH
SOLE
13653
0
0
TORO CO., THE
COM
891092108
555
8780
SH
SOLE
8780
0
0
TOTAL FINA ELF SA
COM
89151E109
3247
49490
SH
SOLE
49490
0
0
TOTAL SYSTEM SERVICES INC.
COM
891906109
1193
39228
SH
SOLE
39228
0
0
TRANSOCEAN LTD.
COM
H8817H100
785
19000
SH
SOLE
19000
0
0
TRAVELERS COMPANIES, INC., THE
COM
89417E109
3474
40825
SH
SOLE
40825
0
0
TRINITY INDUSTRIES INC.
COM
896522109
440
6100
SH
SOLE
6100
0
0
TRIPADVISOR INC
COM
896945201
429
4740
SH
SOLE
4740
0
0
TRW AUTOMOTIVE HOLDINGS CORP.
COM
87264S106
7998
97989
SH
SOLE
97989
0
0
TWO HARBORS INVESTMENT CORP
REIT
90187B101
321
31300
SH
SOLE
31300
0
0
TYCO INTERNATIONAL LTD.
COM
H89128104
386
9100
SH
SOLE
9100
0
0
TYSON FOODS, INC.
COM
902494103
3328
75621
SH
SOLE
75621
0
0
ULTRAPAR PARTICIPACOES SA
ADR
90400P101
1067
44275
SH
SOLE
44275
0
0
UNION PACIFIC CORPORATION
COM
907818108
12049
64204
SH
SOLE
64204
0
0
UNISYS CORPORATION
COM
909214306
359
11800
SH
SOLE
11800
0
0
UNITED CONTINENTAL HOLDINGS INC.
COM
910047109
614
13755
SH
SOLE
13755
0
0
UNITED ONLINE, INC.
COM
911268209
117
10100
SH
SOLE
10100
0
0
UNITED PARCEL SERVICE INC.
COM
911312106
2641
27125
SH
SOLE
27125
0
0
UNITED RENTALS INC.
COM
911363109
266
2800
SH
SOLE
2800
0
0
UNITED STATES STEEL CORP.
COM
912909108
880
31871
SH
SOLE
31871
0
0
UNITED STATIONERS, INC.
COM
913004107
337
8200
SH
SOLE
8200
0
0
UNITED TECHNOLOGIES CORP.
COM
913017109
6505
55672
SH
SOLE
55672
0
0
UNITED THERAPEUTICS CORP
COM
91307C102
1127
11990
SH
SOLE
11990
0
0
UNITEDHEALTH GROUP, INC.
COM
91324P102
8932
108945
SH
SOLE
108945
0
0
UNIVERSAL CORPORATION
COM
913456109
218
3900
SH
SOLE
3900
0
0
UNIVERSAL HEALTH SERVICES INC.
COM
913903100
903
11000
SH
SOLE
11000
0
0
UNUM GROUP
COM
91529Y106
1801
51006
SH
SOLE
51006
0
0
URS CORPORATION
COM
903236107
805
17100
SH
SOLE
17100
0
0
US BANCORP
COM
902973304
5529
128999
SH
SOLE
128999
0
0
USA MOBILITY, INC.
COM
90341G103
336
18500
SH
SOLE
18500
0
0
USANA HEALTH SCIENCES
COM
90328M107
211
2800
SH
SOLE
2800
0
0
USG CORP.
COM
903293405
13007
397526
SH
SOLE
397526
0
0
VALERO ENERGY CORP.
COM
91913Y100
3511
66121
SH
SOLE
66121
0
0
VALIDUS HOLDINGS LTD.
COM
G9319H102
260
6900
SH
SOLE
6900
0
0
VALLEY NATIONAL BANCORP
COM
919794107
507
48746
SH
SOLE
48746
0
0
VALMONT INDUSTRIES, INC.
COM
920253101
678
4555
SH
SOLE
4555
0
0
VANGUARD FTSE DEVELOPED MARKETS ETF
ETF
921943858
3089
74840
SH
SOLE
74840
0
0
VANGUARD FTSE EMERGING MARKETS
ETF
922042858
2264
55800
SH
SOLE
55800
0
0
VANTAGE DRILLING COMPANY
COM
G93205113
9359
5473249
SH
SOLE
5473249
0
0
VCA ANTECH INC.
COM
918194101
583
18100
SH
SOLE
18100
0
0
VERISIGN INC.
COM
92343E102
3273
60720
SH
SOLE
60720
0
0
VERIZON COMMUNICATIONS INC.
COM
92343V104
16178
340087
SH
SOLE
340087
0
0
VERTRUE LLC
COM
92534NBB6
368
229752
SH
SOLE
229752
0
0
VF CORP.
COM
918204108
2890
46700
SH
SOLE
46700
0
0
VIACOM, INC.
COM
92553P201
4266
50200
SH
SOLE
50200
0
0
VISA, INC.
COM
92826C839
7110
32938
SH
SOLE
32938
0
0
VISHAY INTERTECHNOLOGY, INC.
COM
928298108
472
31700
SH
SOLE
31700
0
0
VISTEON CORP.
COM
92839U206
345
3900
SH
SOLE
3900
0
0
VMWARE, INC.
COM
928563402
268
2480
SH
SOLE
2480
0
0
VOXX INTERNATIONAL CORP
COM
91829F104
148
10800
SH
SOLE
10800
0
0
VSE CORP
COM
918284100
416
7900
SH
SOLE
7900
0
0
W T OFFSHORE INC
COM
92922P106
369
21330
SH
SOLE
21330
0
0
WABTEC CORPORATION
COM
929740108
2461
31750
SH
SOLE
31750
0
0
WADDELL & REED FINANCIAL INC.
COM
930059100
265
3600
SH
SOLE
3600
0
0
WALGREEN COMPANY
COM
931422109
2916
44163
SH
SOLE
44163
0
0
WAL-MART STORES, INC.
COM
931142103
4763
62315
SH
SOLE
62315
0
0
WALT DISNEY COMPANY, THE
COM
254687106
15016
187541
SH
SOLE
187541
0
0
WASHINGTON FEDERAL, INC.
COM
938824109
473
20295
SH
SOLE
20295
0
0
WASHINGTON POST CO.
COM
384637104
994
1412
SH
SOLE
1412
0
0
WASTE MANAGEMENT INC.
COM
94106L109
1487
35339
SH
SOLE
35339
0
0
WATERS CORPORATION
COM
941848103
598
5520
SH
SOLE
5520
0
0
WEIGHT WATCHERS INTERNATIONAL INC.
COM
948626106
474
23100
SH
SOLE
23100
0
0
WELLPOINT, INC.
COM
94973V107
7308
73414
SH
SOLE
73414
0
0
WELLS FARGO & COMPANY
COM
949746101
19477
391580
SH
SOLE
391580
0
0
WESCO INTERNATIONAL INC.
COM
95082P105
632
7600
SH
SOLE
7600
0
0
WESTAR ENERGY INC.
COM
95709T100
327
9300
SH
SOLE
9300
0
0
WESTERN DIGITAL CORPORATION
COM
958102105
3644
39683
SH
SOLE
39683
0
0
WESTERN GAS PARTNERS LP
COM
958254104
986
14900
SH
SOLE
14900
0
0
WESTERN REFINING, INC.
COM
959319104
737
19100
SH
SOLE
19100
0
0
WESTERN UNION COMPANY, THE
COM
959802109
2646
161715
SH
SOLE
161715
0
0
WESTLAKE CHEMICAL CORPORATION
COM
960413102
1320
19940
SH
SOLE
19940
0
0
WEYERHAEUSER CO.
REIT
962166104
687
23403
SH
SOLE
23403
0
0
WHIRLPOOL CORPORATION
COM
963320106
5707
38185
SH
SOLE
38185
0
0
WHITE MOUNTAINS INSURANCE GROUP LTD.
COM
G9618E107
244
407
SH
SOLE
407
0
0
WHITEHORSE FINANCE INC
COM
96524V106
301
21400
SH
SOLE
21400
0
0
WHITEWAVE FOODS CO
COM
966244105
3973
139215
SH
SOLE
139215
0
0
WHITING PETROLEUM CORP.
COM
966387102
631
9100
SH
SOLE
9100
0
0
WHOLE FOODS MARKET INC.
COM
966837106
812
16022
SH
SOLE
16022
0
0
WILLIAMS COMPANIES INC., THE
COM
969457100
231
5681
SH
SOLE
5681
0
0
WILLIAMS PARTNERS LP
COM
96950F104
3036
59605
SH
SOLE
59605
0
0
WILLIAMS-SONOMA, INC.
COM
969904101
560
8400
SH
SOLE
8400
0
0
WINDSTREAM CORP.
COM
97382A101
1231
149351
SH
SOLE
149351
0
0
WISCONSIN ENERGY CORP.
COM
976657106
278
5982
SH
SOLE
5982
0
0
WORLD FUEL SERVICES CORP.
COM
981475106
454
10300
SH
SOLE
10300
0
0
WORTHINGTON INDUSTRIES, INC.
COM
981811102
3782
98870
SH
SOLE
98870
0
0
WYNDHAM WORLDWIDE CORP.
COM
98310W108
2206
30131
SH
SOLE
30131
0
0
WYNN RESORTS LTD.
REIT
983134107
2103
9467
SH
SOLE
9467
0
0
XCEL ENERGY INC.
COM
98389B100
1060
34929
SH
SOLE
34929
0
0
XEROX CORPORATION
COM
984121103
2925
258882
SH
SOLE
258882
0
0
XILINX INC.
COM
983919101
1092
20127
SH
SOLE
20127
0
0
XLIT LTD.
COM
G98290102
904
28935
SH
SOLE
28935
0
0
XSTRATA CAPITAL CORPORATION A.V.V.
CONV
EG3053709
17733
17733000
PRN
SOLE
17733000
0
0
XYLEM INC.
COM
98419M100
621
17056
SH
SOLE
17056
0
0
YAHOO! INC.
COM
984332106
1018
28363
SH
SOLE
28363
0
0
ZEBRA TECHNOLOGIES CORP.
COM
989207105
323
4650
SH
SOLE
4650
0
0
ZIMMER HOLDINGS INC.
COM
98956P102
893
9439
SH
SOLE
9439
0
0
ZIONS BANCORPORATION
COM
989701107
651
21026
SH
SOLE
21026
0
0
ZOETIS INC.
COM
98978V103
7835
270747
SH
SOLE
270747
0
0