Babson Capital Management as of March 31, 2013
Portfolio Holdings for Babson Capital Management
Babson Capital Management holds 0 positions in its portfolio as reported in the March 2013 quarterly 13F filing
VOTING AUTHORITY
TITLE OF VALUE SHARES/ SH/ PUT/ INVEST. OTHER
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRET. MGRS SOLE SHARED NONE
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{S} {C} {C}
ACCO BRANDS CORP. COM 00081T108 3200 478873 SH SOLE 478873 0 0
ADT CORPORATION (THE) COM 00101J106 1019 20800 SH SOLE 20800 0 0
AFLAC INC. COM 001055102 1873 36017 SH SOLE 36017 0 0
AGCO CORP. COM 001084102 219 4198 SH SOLE 4198 0 0
AGL RESOURCES INC. COM 001204106 421 10024 SH SOLE 10024 0 0
AES CORP., THE COM 00130H105 947 75364 SH SOLE 75364 0 0
AK STEEL CORP. CONV 001546AP5 11228 12000000 PRN SOLE 12000000 0 0
AMC NETWORKS INC. COM 00164V103 329 5200 SH SOLE 5200 0 0
AOL INC COM 00184X105 1105 28700 SH SOLE 28700 0 0
AT^T INC. COM 00206R102 16873 459869 SH SOLE 459869 0 0
ABBOTT LABORATORIES COM 002824100 7539 213446 SH SOLE 213446 0 0
ABBVIE INC. COM 00287Y109 9962 244326 SH SOLE 244326 0 0
ABERCROMBIE & FITCH CO. COM 002896207 590 12761 SH SOLE 12761 0 0
ABRAXAS PETROLEUM CORP COM 003830106 23 10130 SH SOLE 10130 0 0
ACCURIDE CORP. COM 00439T206 7281 1350793 SH SOLE 1350793 0 0
ACTAVIS, INC. COM 00507K103 738 8017 SH SOLE 8017 0 0
ACTIVISION BLIZZARD, INC. COM 00507V109 207 14200 SH SOLE 14200 0 0
ADELPHIA RECOVERY TRUST COM 00685R409 0 1783299 SH SOLE 1783299 0 0
ADOBE SYSTEMS INC. COM 00724F101 983 22595 SH SOLE 22595 0 0
ADVANCE AUTO PARTS INC. COM 00751Y106 325 3940 SH SOLE 3940 0 0
AECOM TECHNOLOGY CORP. COM 00766T100 997 30400 SH SOLE 30400 0 0
ADVANCED MICRO DEVICES INC. COM 007903107 456 178747 SH SOLE 178747 0 0
ADVANCED MICRO DEVICES INC. CONV 007903AL1 27363 27500000 PRN SOLE 27500000 0 0
AETNA INC. COM 00817Y108 1750 34232 SH SOLE 34232 0 0
AFFILIATED MANAGERS GROUP, INC COM 008252108 286 1860 SH SOLE 1860 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101 481 11456 SH SOLE 11456 0 0
AGRIUM, INC. COM 008916108 1492 15300 SH SOLE 15300 0 0
AIR PRODUCTS AND CHEMICALS INC COM 009158106 1194 13705 SH SOLE 13705 0 0
AIR TRANSPORT SVCS GROUP, INC. COM 00922R105 408 70000 SH SOLE 70000 0 0
AIRGAS INC. COM 009363102 3308 33365 SH SOLE 33365 0 0
AKAMAI TECHNOLOGIES, INC. COM 00971T101 390 11036 SH SOLE 11036 0 0
ALABAMA AIRCRAFT IND, INC. COM 01023E100 41 903448 SH SOLE 903448 0 0
ALASKA AIR GROUP, INC. COM 011659109 358 5600 SH SOLE 5600 0 0
ALCOA INC. COM 013817101 1313 154072 SH SOLE 154072 0 0
ALERE INC. COM 01449J105 11392 446200 SH SOLE 446200 0 0
ALEXANDRIA REAL ESTATE EQUITIE REIT 015271109 213 3000 SH SOLE 3000 0 0
ALEXION PHARMACEUTICALS, INC. COM 015351109 401 4350 SH SOLE 4350 0 0
ALLEGHANY CORP. COM 017175100 256 647 SH SOLE 647 0 0
ALLERGAN INC. COM 018490102 1740 15586 SH SOLE 15586 0 0
ALLIANCE DATA SYSTEMS CORPORAT COM 018581108 593 3660 SH SOLE 3660 0 0
ALLIANT ENERGY CORP. COM 018802108 361 7200 SH SOLE 7200 0 0
ALLIANT TECHSYSTEMS INC. COM 018804104 500 6900 SH SOLE 6900 0 0
ALLIED NEVADA GOLD CORP COM 019344100 211 12800 SH SOLE 12800 0 0
ALLSTATE CORP. COM 020002101 3026 61660 SH SOLE 61660 0 0
ALPHA NATURAL RESOURCES INC. COM 02076X102 611 74467 SH SOLE 74467 0 0
ALTRIA GROUP INC. COM 02209S103 7509 218370 SH SOLE 218370 0 0
AMAZON.COM INC. COM 023135106 5407 20287 SH SOLE 20287 0 0
AMEREN CORP. COM 023608102 546 15580 SH SOLE 15580 0 0
AMERICAN CAPITAL AGENCY CORP REIT 02503X105 1091 33300 SH SOLE 33300 0 0
AMERICAN CAPITAL LTD. COM 02503Y103 701 48000 SH SOLE 48000 0 0
AMERICAN ELECTRIC POWER CO. IN COM 025537101 2589 53258 SH SOLE 53258 0 0
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 1204 64400 SH SOLE 64400 0 0
AMERICAN EXPRESS COMPANY COM 025816109 4867 72137 SH SOLE 72137 0 0
AMERICAN FINANCIAL GROUP, INC. COM 025932104 378 7982 SH SOLE 7982 0 0
AMERICAN INTERNATIONAL GROUP I COM 026874784 3890 100214 SH SOLE 100214 0 0
AMERICAN MEDIA INC. COM 02744L209 0 15870 SH SOLE 15870 0 0
AMERICAN TOWER CORP. REIT 03027X100 323 4202 SH SOLE 4202 0 0
AMERICAN WATER WORKS CO. INC. COM 030420103 481 11600 SH SOLE 11600 0 0
AMERICA'S CAR-MART, INC. COM 03062T105 519 11100 SH SOLE 11100 0 0
AMERISOURCEBERGEN CORP. COM 03073E105 1166 22667 SH SOLE 22667 0 0
AMERIPRISE FINANCIAL INC. COM 03076C106 1475 20018 SH SOLE 20018 0 0
AMETEK INC. COM 031100100 420 9675 SH SOLE 9675 0 0
AMGEN INC. COM 031162100 7968 77736 SH SOLE 77736 0 0
AMGEN INC. CONV 031162AE0 38175 47942857 PRN SOLE 47942857 0 0
AMPHENOL CORP. COM 032095101 759 10168 SH SOLE 10168 0 0
ANADARKO PETROLEUM CORP. COM 032511107 884 10105 SH SOLE 10105 0 0
ANALOG DEVICES INC. COM 032654105 687 14793 SH SOLE 14793 0 0
ANNALY CAPITAL MANAGEMENT, INC REIT 035710409 1007 63360 SH SOLE 63360 0 0
ANTHRACITE CAPITAL, INC. REIT 037023108 0 10000 SH SOLE 10000 0 0
APACHE CORP. COM 037411105 986 12767 SH SOLE 12767 0 0
APARTMENT INVESTMENT AND MANAG REIT 03748R101 278 9049 SH SOLE 9049 0 0
APOLLO GROUP INC. COM 037604105 1131 65024 SH SOLE 65024 0 0
APPLE, INC. COM 037833100 30820 69628 SH SOLE 69628 0 0
APPLIED MATERIALS INC. COM 038222105 1919 142406 SH SOLE 142406 0 0
APPROACH RESOURCES, INC. COM 03834A103 973 39546 SH SOLE 39546 0 0
AQUA AMERICA, INC. COM 03836W103 553 17600 SH SOLE 17600 0 0
ARCH COAL, INC. COM 039380100 457 84100 SH SOLE 84100 0 0
ARCHER DANIELS MIDLAND CO. COM 039483102 4243 125818 SH SOLE 125818 0 0
ARCHSTONE-SMITH TRUST CONV 039584AC1 28650 30000000 PRN SOLE 30000000 0 0
ARK RESTAURANTS CORP. COM 040712101 1509 71994 SH SOLE 71994 0 0
ARROW ELECTRONICS INC. COM 042735100 500 12300 SH SOLE 12300 0 0
ASHLAND INC. COM 044209104 253 3400 SH SOLE 3400 0 0
ASSURANT INC. COM 04621X108 1154 25648 SH SOLE 25648 0 0
ASTEX PHARMACEUTICALS, INC. COM 04624B103 56 12500 SH SOLE 12500 0 0
ATWOOD OCEANICS, INC. COM 050095108 263 5000 SH SOLE 5000 0 0
AUTODESK, INC. COM 052769106 373 9034 SH SOLE 9034 0 0
AUTOMATIC DATA PROCESSING INC. COM 053015103 1203 18510 SH SOLE 18510 0 0
AUTOZONE INC. COM 053332102 931 2348 SH SOLE 2348 0 0
AUXILIUM PHARMACEUTICALS, INC. COM 05334D107 401 23198 SH SOLE 23198 0 0
AVALONBAY COMMUNITIES, INC. REIT 053484101 280 2204 SH SOLE 2204 0 0
AVERY DENNISON CORP. COM 053611109 2706 62797 SH SOLE 62797 0 0
AVNET INC. COM 053807103 431 11900 SH SOLE 11900 0 0
AVON PRODUCTS INC. COM 054303102 1707 82301 SH SOLE 82301 0 0
BB^T CORP. COM 054937107 1791 57061 SH SOLE 57061 0 0
BMC SOFTWARE INC. COM 055921100 1346 29064 SH SOLE 29064 0 0
B T U INTERNATIONAL, INC. COM 056032105 612 269856 SH SOLE 269856 0 0
BABSON CAP PARTN INVS TRUST COM 05616B100 745 51936 SH SOLE 51936 0 0
BAKER HUGHES INC. COM 057224107 551 11868 SH SOLE 11868 0 0
BALCHEM CORP. COM 057665200 250 5700 SH SOLE 5700 0 0
BALL CORPORATION COM 058498106 1134 23822 SH SOLE 23822 0 0
BALLY TECHNOLOGIES INC. COM 05874B107 218 4200 SH SOLE 4200 0 0
BANK OF AMERICA CORP. COM 060505104 16194 1329579 SH SOLE 1329579 0 0
CONTEC HOLDINGS LTD COM 061508WW3 865 866198 SH SOLE 866198 0 0
BANK OF HAWAII CORPORATION COM 062540109 210 4118 SH SOLE 4118 0 0
BANK OF NEW YORK MELLON CORP. COM 064058100 2770 98952 SH SOLE 98952 0 0
BARD (C.R.) INC. COM 067383109 520 5156 SH SOLE 5156 0 0
IPATH GOLDMAN SACHS CRUDE OIL COM 06738C786 305 13400 SH SOLE 13400 0 0
BARRETT BUSINESS SERV, INC. COM 068463108 427 8100 SH SOLE 8100 0 0
BILL BARRETT CORP. COM 06846N104 383 18900 SH SOLE 18900 0 0
BASIC ENERGY SERVICES INC. COM 06985P100 581 42493 SH SOLE 42493 0 0
BAXTER INTERNATIONAL INC. COM 071813109 960 13203 SH SOLE 13203 0 0
BE AEROSPACE INC. COM 073302101 1224 20300 SH SOLE 20300 0 0
BEAZER HOMES U S A, INC. COM 07556Q881 255 16100 SH SOLE 16100 0 0
BECKMAN COULTER INC. CONV 075811AD1 9565 8000000 PRN SOLE 8000000 0 0
BECTON DICKINSON & CO. COM 075887109 2714 28378 SH SOLE 28378 0 0
BED BATH & BEYOND INC. COM 075896100 775 12037 SH SOLE 12037 0 0
BEMIS CO. INC. COM 081437105 1162 28797 SH SOLE 28797 0 0
BERKSHIRE HATHAWAY INC. COM 084670702 14834 142359 SH SOLE 142359 0 0
BEST BUY CO. INC. COM 086516101 684 30900 SH SOLE 30900 0 0
B H P BILLITON LTD ADR 088606108 3196 46700 SH SOLE 46700 0 0
BIMINI CAPITAL MGMT, INC. REIT 090319401 70 211628 SH SOLE 211628 0 0
BIOGEN IDEC INC. COM 09062X103 2294 11896 SH SOLE 11896 0 0
BLACKROCK, INC. COM 09247X101 2787 10850 SH SOLE 10850 0 0
H^R BLOCK INC. COM 093671105 2616 88905 SH SOLE 88905 0 0
BLUGREEN CORPORATION COM 096231105 107 10900 SH SOLE 10900 0 0
BOEING CO. COM 097023105 6393 74468 SH SOLE 74468 0 0
BOISE INC COM 09746Y105 154 17800 SH SOLE 17800 0 0
BOOZ ALLEN HAMILTON HOLDING CO COM 099502106 910 67700 SH SOLE 67700 0 0
BORGWARNER INC. COM 099724106 513 6640 SH SOLE 6640 0 0
BOSTON PROPERTIES INC. REIT 101121101 460 4550 SH SOLE 4550 0 0
BOSTON SCIENTIFIC CORP. COM 101137107 741 94925 SH SOLE 94925 0 0
BRISTOL-MYERS SQUIBB CO. COM 110122108 3130 75979 SH SOLE 75979 0 0
BRISTOW GROUP, INC. COM 110394103 204 3100 SH SOLE 3100 0 0
BROADCOM CORPORATION COM 111320107 610 17588 SH SOLE 17588 0 0
BROADRIDGE FINANCIAL SOLUTIONS COM 11133T103 1518 61096 SH SOLE 61096 0 0
BROCADE COMMUNICATIONS SYSTEMS COM 111621306 782 135600 SH SOLE 135600 0 0
BUCKEYE TECHNOLOGIES, INC. COM 118255108 261 8700 SH SOLE 8700 0 0
BUCKLE, INC. COM 118440106 308 6600 SH SOLE 6600 0 0
CBIZ, INC. COM 124805102 106 16600 SH SOLE 16600 0 0
CBL & ASSOCIATES PROPERTIES, I REIT 124830100 248 10500 SH SOLE 10500 0 0
CBS CORP. COM 124857202 3564 76327 SH SOLE 76327 0 0
CCS MEDICAL HOLDINGS INC COM 12503E106 100 14236 SH SOLE 14236 0 0
CBOE HOLDINGS INC COM 12503M108 310 8400 SH SOLE 8400 0 0
CBRE GROUP INC. COM 12504L109 246 9785 SH SOLE 9785 0 0
CF INDUSTRIES HOLDINGS, INC. COM 125269100 7602 39934 SH SOLE 39934 0 0
C.H. ROBINSON WORLDWIDE, INC. COM 12541W209 230 3874 SH SOLE 3874 0 0
CIGNA CORP. COM 125509109 2279 36551 SH SOLE 36551 0 0
CIT GROUP, INC. COM 125581801 2443 56209 SH SOLE 56209 0 0
CME GROUP INC. COM 12572Q105 701 11415 SH SOLE 11415 0 0
CMS ENERGY CORP. COM 125896100 751 26913 SH SOLE 26913 0 0
C S S INDUSTRIES, INC. COM 125906107 299 11500 SH SOLE 11500 0 0
CSX CORP. COM 126408103 1187 48180 SH SOLE 48180 0 0
CVS CAREMARK CORP. COM 126650100 7005 127377 SH SOLE 127377 0 0
CA, INC. COM 12673P105 2181 86648 SH SOLE 86648 0 0
CABLEVISION SYSTEMS CORP. COM 12686C109 1604 107200 SH SOLE 107200 0 0
CABOT OIL & GAS CORPORATION COM 127097103 437 6470 SH SOLE 6470 0 0
CADENCE DESIGN SYSTEMS, INC. COM 127387108 276 19800 SH SOLE 19800 0 0
CAMDEN PROPERTY TRUST REIT 133131102 241 3500 SH SOLE 3500 0 0
CAMPBELL SOUP COMPANY COM 134429109 262 5789 SH SOLE 5789 0 0
CANADIAN NATURAL RESOURCES LTD COM 136385101 1054 32800 SH SOLE 32800 0 0
CAPITAL ONE FINANCIAL CORP. COM 14040H105 2685 48867 SH SOLE 48867 0 0
CAPITALSOURCE INC. COM 14055X102 497 51700 SH SOLE 51700 0 0
CARDINAL HEALTH INC. COM 14149Y108 1396 33533 SH SOLE 33533 0 0
CARDTRONICS INC. COM 14161H108 2746 100000 SH SOLE 100000 0 0
CAREFUSION CORP. COM 14170T101 1918 54838 SH SOLE 54838 0 0
CARIBE MEDIA INC COM 141874WW3 111 11105 SH SOLE 11105 0 0
CARLISLE COS. INC. COM 142339100 671 9900 SH SOLE 9900 0 0
CARNIVAL CORP. COM 143658300 392 11437 SH SOLE 11437 0 0
CARTER'S INC. COM 146229109 590 10300 SH SOLE 10300 0 0
CASEY'S GENERAL STORES INC COM 147528103 886 15200 SH SOLE 15200 0 0
CASH AMERICA INTL, INC. COM 14754D100 304 5800 SH SOLE 5800 0 0
CATAMARAN CORP COM 148887102 290 5460 SH SOLE 5460 0 0
CATERPILLAR INC. COM 149123101 1342 15435 SH SOLE 15435 0 0
CELANESE CORPORATION COM 150870103 1352 30690 SH SOLE 30690 0 0
CELGENE CORP. COM 151020104 3582 30897 SH SOLE 30897 0 0
CENTERPOINT ENERGY INC. COM 15189T107 1329 55466 SH SOLE 55466 0 0
CENTRAL GARDEN & PET CO. COM 153527106 755 87513 SH SOLE 87513 0 0
CENTURYLINK, INC. COM 156700106 2015 57358 SH SOLE 57358 0 0
CERNER CORPORATION COM 156782104 427 4500 SH SOLE 4500 0 0
CHASE PACKAGING CORP. COM 161635107 0 19082 SH SOLE 19082 0 0
CHESAPEAKE ENERGY CORP. CONV 165167BZ9 19049 19885000 PRN SOLE 19885000 0 0
CHESAPEAKE ENERGY CORP. CONV 165167CA3 70420 74517174 PRN SOLE 74517174 0 0
CHESAPEAKE ENERGY CORP. CONV 165167CB1 1777 2000000 PRN SOLE 2000000 0 0
CHEVRON CORPORATION COM 166764100 20589 173284 SH SOLE 173284 0 0
CHICAGO BRIDGE & IRON COMPANY COM 167250109 1066 17165 SH SOLE 17165 0 0
CHICO'S FAS, INC. COM 168615102 498 29700 SH SOLE 29700 0 0
CHIMERA INVESTMENT CORP REIT 16934Q109 783 245300 SH SOLE 245300 0 0
CHINA MOBILE LTD ADR 16941M109 218 4100 SH SOLE 4100 0 0
CHOICE HOTELS INTERNATIONAL IN COM 169905106 322 7600 SH SOLE 7600 0 0
CHIQUITA BRANDS INTERNATIONAL CONV 170032AT3 3445 3775000 PRN SOLE 3775000 0 0
CHUBB CORP., THE COM 171232101 1998 22824 SH SOLE 22824 0 0
CHURCH & DWIGHT CO. INC. COM 171340102 411 6360 SH SOLE 6360 0 0
CINCINNATI FINANCIAL CORP. COM 172062101 1309 27720 SH SOLE 27720 0 0
CINEMARK HOLDINGS INC. COM 17243V102 5497 186700 SH SOLE 186700 0 0
CISCO SYSTEMS INC. COM 17275R102 13196 631066 SH SOLE 631066 0 0
CINTAS CORP. COM 172908105 659 14927 SH SOLE 14927 0 0
CITIGROUP INC. COM 172967424 15313 346132 SH SOLE 346132 0 0
CITRIX SYSTEMS, INC. COM 177376100 564 7822 SH SOLE 7822 0 0
CLEAN ENERGY FUELS CORP. COM 184499101 2600 200000 SH SOLE 200000 0 0
CLEARWIRE CORP. COM 18538Q105 177 54600 SH SOLE 54600 0 0
CLIFFS NATURAL RESOURCES INC. COM 18683K101 702 36906 SH SOLE 36906 0 0
CLOROX CO. COM 189054109 1335 15070 SH SOLE 15070 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 789 42000 SH SOLE 42000 0 0
COACH, INC. COM 189754104 525 10513 SH SOLE 10513 0 0
COCA-COLA CO., THE COM 191216100 8518 210614 SH SOLE 210614 0 0
COCA-COLA ENTERPRISES INC. COM 19122T109 2467 66814 SH SOLE 66814 0 0
COCA-COLA FEMSA SA DE CV ADR 191241108 360 2200 SH SOLE 2200 0 0
COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 792 10337 SH SOLE 10337 0 0
COLGATE-PALMOLIVE CO. COM 194162103 3206 27161 SH SOLE 27161 0 0
COLUMBUS MCKINNON CORP. COM 199333105 5951 309120 SH SOLE 309120 0 0
COMCAST CORP. COM 20030N101 13085 311493 SH SOLE 311493 0 0
COMERICA INC. COM 200340107 695 19307 SH SOLE 19307 0 0
COMMERCIAL METALS CO. COM 201723103 206 13000 SH SOLE 13000 0 0
COMMUNITY HEALTH SYSTEMS INC. COM 203668108 483 10200 SH SOLE 10200 0 0
CIA DE MINAS BUENAVENTURA SA ADR 204448104 571 22000 SH SOLE 22000 0 0
COMPASS MINERALS INTERNATIONAL COM 20451N101 2067 26200 SH SOLE 26200 0 0
COMPUTER SCIENCES CORP. COM 205363104 2132 43316 SH SOLE 43316 0 0
COMPUWARE CORPORATION COM 205638109 155 12411 SH SOLE 12411 0 0
COMTECH TELECOMMUNICATIONS COM 205826209 214 8800 SH SOLE 8800 0 0
CONAGRA FOODS INC. COM 205887102 872 24358 SH SOLE 24358 0 0
CONCHO RESOURCES, INC. COM 20605P101 1091 11200 SH SOLE 11200 0 0
CONMED CORP. COM 207410101 2036 59758 SH SOLE 59758 0 0
CONOCOPHILLIPS COM 20825C104 2980 49587 SH SOLE 49587 0 0
CONSOLIDATED EDISON INC. COM 209115104 540 8851 SH SOLE 8851 0 0
CONSTELLATION BRANDS INC. COM 21036P108 1614 33864 SH SOLE 33864 0 0
COOPER COMPANIES INC. COM 216648402 204 1900 SH SOLE 1900 0 0
COOPER-STANDARD HOLDINGS, INC. COM 21676P103 3328 80000 SH SOLE 80000 0 0
COPART INCORPORATED COM 217204106 380 11100 SH SOLE 11100 0 0
CORELOGIC INC. COM 21871D103 383 14800 SH SOLE 14800 0 0
CORNING INC. COM 219350105 970 72741 SH SOLE 72741 0 0
CORRECTIONS CORP. OF AMERICA REIT 22025Y407 282 7200 SH SOLE 7200 0 0
COSTCO WHOLESALE CORP. COM 22160K105 3703 34894 SH SOLE 34894 0 0
COTT CORP. COM 22163N106 23127 2285300 SH SOLE 2285300 0 0
COVANCE, INC. COM 222816100 543 7300 SH SOLE 7300 0 0
COVANTA HOLDING CORP. COM 22282E102 241 12000 SH SOLE 12000 0 0
COVENTRY HEALTH CARE INC. COM 222862104 1216 25853 SH SOLE 25853 0 0
CRANE CO. COM 224399105 227 4068 SH SOLE 4068 0 0
CREE, INC. COM 225447101 345 6300 SH SOLE 6300 0 0
CROWN CASTLE INTERNATIONAL COR COM 228227104 370 5300 SH SOLE 5300 0 0
CROWN HOLDINGS INC. COM 228368106 3416 82100 SH SOLE 82100 0 0
CUMMINS INC. COM 231021106 445 3838 SH SOLE 3838 0 0
DDR CORP. REIT 23317H102 179 10300 SH SOLE 10300 0 0
D.R. HORTON INC. COM 23331A109 393 16206 SH SOLE 16206 0 0
DST SYSTEMS, INC. COM 233326107 1107 15520 SH SOLE 15520 0 0
DTE ENERGY CO. COM 233331107 1875 27437 SH SOLE 27437 0 0
DSW, INC. COM 23334L102 267 4200 SH SOLE 4200 0 0
DANAHER CORP. COM 235851102 2806 45148 SH SOLE 45148 0 0
DARDEN RESTAURANTS INC. COM 237194105 317 6127 SH SOLE 6127 0 0
DARLING INTERNATIONAL INC. COM 237266101 7274 405000 SH SOLE 405000 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 660 5568 SH SOLE 5568 0 0
DEAN FOODS COMPANY COM 242370104 519 28609 SH SOLE 28609 0 0
DEERE & COMPANY COM 244199105 1465 17031 SH SOLE 17031 0 0
DELL INC. COM 24702R101 1820 127025 SH SOLE 127025 0 0
DELTA AIR LINES INC. COM 247361702 3036 183891 SH SOLE 183891 0 0
DENBURY RESOURCES INC. COM 247916208 841 45097 SH SOLE 45097 0 0
DENTSPLY INTERNATIONAL INC. COM 249030107 342 8067 SH SOLE 8067 0 0
DETOUR GOLD CORP CONV 250669AA6 7037 6900000 PRN SOLE 6900000 0 0
DEVON ENERGY CORP. COM 25179M103 767 13614 SH SOLE 13614 0 0
DIAL GLOBAL INC. COM 25247X107 126 407635 SH SOLE 407635 0 0
DIAMOND OFFSHORE DRILLING INC. COM 25271C102 1256 18063 SH SOLE 18063 0 0
DIGITAL REALTY TRUST INC. REIT 253868103 368 5500 SH SOLE 5500 0 0
DILLARD'S INC. COM 254067101 1068 13600 SH SOLE 13600 0 0
WALT DISNEY COMPANY, THE COM 254687106 4279 75341 SH SOLE 75341 0 0
DISCOVER FINANCIAL SERVICES IN COM 254709108 1797 40078 SH SOLE 40078 0 0
DISCOVERY COMMUNICATIONS INC. COM 25470F104 1111 14100 SH SOLE 14100 0 0
DISH NETWORK CORP. COM 25470M109 1353 35700 SH SOLE 35700 0 0
DIRECTV COM 25490A309 3516 62114 SH SOLE 62114 0 0
DOLBY LABORATORIES, INC. COM 25659T107 212 6330 SH SOLE 6330 0 0
DOMINION RESOURCES INC. COM 25746U109 1667 28658 SH SOLE 28658 0 0
DOMTAR CORP. COM 257559203 388 5000 SH SOLE 5000 0 0
R.R. DONNELLEY & SONS COMPANY COM 257867101 4232 351300 SH SOLE 351300 0 0
DORMAN PRODUCTS, INC. COM 258278100 201 5400 SH SOLE 5400 0 0
DOVER CORP. COM 260003108 1252 17176 SH SOLE 17176 0 0
DOW CHEMICAL CO., THE COM 260543103 1063 33376 SH SOLE 33376 0 0
DR PEPPER SNAPPLE GROUP INC. COM 26138E109 488 10414 SH SOLE 10414 0 0
DREW INDUSTRIES, INC. COM 26168L205 294 8100 SH SOLE 8100 0 0
DRIL-QUIP, INC. COM 262037104 453 5200 SH SOLE 5200 0 0
DU PONT (E.I.) DE NEMOURS & CO COM 263534109 2396 48731 SH SOLE 48731 0 0
DUKE ENERGY CORP. COM 26441C204 3534 48681 SH SOLE 48681 0 0
DUN & BRADSTREET CORP., THE COM 26483E100 1103 13165 SH SOLE 13165 0 0
E C C CAPITAL CORP. REIT 26826M108 90 1200000 SH SOLE 1200000 0 0
EMC CORP. COM 268648102 4462 186757 SH SOLE 186757 0 0
EOG RESOURCES INC. COM 26875P101 280 2185 SH SOLE 2185 0 0
ERA GROUP INC. COM 26885G109 284 13500 SH SOLE 13500 0 0
E*TRADE FINANCIAL CORP. COM 269246401 190 17754 SH SOLE 17754 0 0
EARTHLINK, INC. COM 270321102 82 15200 SH SOLE 15200 0 0
EAST WEST BANCORP, INC. COM 27579R104 226 8800 SH SOLE 8800 0 0
EASTMAN CHEMICAL CO. COM 277432100 5098 72980 SH SOLE 72980 0 0
EBAY INC. COM 278642103 4467 82372 SH SOLE 82372 0 0
ECHOSTAR CORPORATION COM 278768106 1057 27100 SH SOLE 27100 0 0
ECOLAB INC. COM 278865100 427 5324 SH SOLE 5324 0 0
EDISON INTERNATIONAL COM 281020107 2151 42754 SH SOLE 42754 0 0
EIGHTH NOTE, INC COM 28257ZMM2 15000 15 SH SOLE 15 0 0
EL PASO ELECTRIC COMPANY COM 283677854 259 7700 SH SOLE 7700 0 0
ELECTRONIC ARTS INC. COM 285512109 736 41523 SH SOLE 41523 0 0
EMCOR GROUP, INC. COM 29084Q100 466 11000 SH SOLE 11000 0 0
EMERSON ELECTRIC CO. COM 291011104 4409 78922 SH SOLE 78922 0 0
ENDO PHARMACEUTICALS HOLDINGS COM 29264F205 302 9800 SH SOLE 9800 0 0
ENERGIZER HOLDINGS INC. COM 29266R108 549 5500 SH SOLE 5500 0 0
ENERSYS COM 29275Y102 3646 80000 SH SOLE 80000 0 0
ENGILITY HOLDINGS, INC COM 29285W104 256 10700 SH SOLE 10700 0 0
ENTERGY CORP COM 29364G103 1265 20009 SH SOLE 20009 0 0
EQUIFAX INC. COM 294429105 706 12278 SH SOLE 12278 0 0
EQUINIX INC. COM 29444U502 394 1820 SH SOLE 1820 0 0
EQUITY RESIDENTIAL REIT 29476L107 428 7757 SH SOLE 7757 0 0
ESSEX PROPERTY TRUST INC. REIT 297178105 206 1370 SH SOLE 1370 0 0
ESSEX RENTAL CORPORATION COM 297187106 652 144191 SH SOLE 144191 0 0
ESTERLINE TECHNOLOGIES CORPORA COM 297425100 1060 14000 SH SOLE 14000 0 0
EXELON CORP. COM 30161N101 843 24452 SH SOLE 24452 0 0
EXELIS INC. COM 30162A108 216 19800 SH SOLE 19800 0 0
EXPEDIA INC. COM 30212P303 2456 40940 SH SOLE 40940 0 0
EXPRESS SCRIPTS HOLDING COMPAN COM 30219G108 4337 75226 SH SOLE 75226 0 0
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PROASSURANCE CORP. COM 74267C106 539 11400 SH SOLE 11400 0 0
PROCTER & GAMBLE CO. COM 742718109 18515 240260 SH SOLE 240260 0 0
PROGRESSIVE CORP., THE COM 743315103 941 37248 SH SOLE 37248 0 0
PROGRESSIVE WASTE SOLUTIONS LT COM 74339G101 2644 125000 SH SOLE 125000 0 0
PROLOGIS COM 74340W103 886 22165 SH SOLE 22165 0 0
PROSHARES ULTRASHORT RUSSELL20 ETF 74348A202 5142 260500 SH SOLE 260500 0 0
PROTECTIVE LIFE CORP. COM 743674103 686 19166 SH SOLE 19166 0 0
PRUDENTIAL FINANCIAL, INC. COM 744320102 1991 33762 SH SOLE 33762 0 0
PUBLIC SERVICE ENTERPRISE GROU COM 744573106 1244 36233 SH SOLE 36233 0 0
PUBLIC STORAGE REIT 74460D109 946 6210 SH SOLE 6210 0 0
PULTEGROUP, INC. COM 745867101 2301 113639 SH SOLE 113639 0 0
QEP RESOURCES INC. COM 74733V100 933 29287 SH SOLE 29287 0 0
QUALCOM, INC. COM 747525103 6653 99378 SH SOLE 99378 0 0
QUALITY DISTRIBUTION INC. COM 74756M102 10895 1295400 SH SOLE 1295400 0 0
QUEST DIAGNOSTICS INC. COM 74834L100 1098 19444 SH SOLE 19444 0 0
QUESTAR CORP. COM 748356102 209 8600 SH SOLE 8600 0 0
RPC, INC. COM 749660106 3787 249550 SH SOLE 249550 0 0
RALPH LAUREN CORPORATION COM 751212101 463 2730 SH SOLE 2730 0 0
RANDGOLD RESOURCES LTD ADR 752344309 926 10770 SH SOLE 10770 0 0
RAYMOND JAMES FINANCIAL, INC. COM 754730109 258 5600 SH SOLE 5600 0 0
RAYONIER INC. REIT 754907103 398 6665 SH SOLE 6665 0 0
RAYTHEON CO. COM 755111507 2135 36313 SH SOLE 36313 0 0
REALOGY HOLDINGS CORP COM 75605Y106 547 11200 SH SOLE 11200 0 0
REALTY INCOME CORP. COM 756109104 281 6200 SH SOLE 6200 0 0
REGAL-BELOIT CORPORATION COM 758750103 408 5000 SH SOLE 5000 0 0
REGAL ENTERTAINMENT GROUP COM 758766109 281 16900 SH SOLE 16900 0 0
REGENCY CENTERS CORP. REIT 758849103 291 5500 SH SOLE 5500 0 0
REGIONS FINANCIAL CORP. COM 7591EP100 1383 168868 SH SOLE 168868 0 0
RELIANCE STEEL & ALUMINUM CO. COM 759509102 711 10000 SH SOLE 10000 0 0
RENT-A-CENTER, INC. COM 76009N100 247 6700 SH SOLE 6700 0 0
REPUBLIC SERVICES INC. COM 760759100 3741 113389 SH SOLE 113389 0 0
RESMED INC. COM 761152107 468 10100 SH SOLE 10100 0 0
RESOLUTE FOREST PRODUCTS, INC. COM 76117W109 1465 90574 SH SOLE 90574 0 0
RESOURCE CAPITAL CORPORATION COM 76120W302 232 35000 SH SOLE 35000 0 0
REYNOLDS AMERICAN INC. COM 761713106 1638 36842 SH SOLE 36842 0 0
RIO TINTO PLC ADR 767204100 2288 48600 SH SOLE 48600 0 0
ROBERT HALF INTERNATIONAL, INC COM 770323103 236 6261 SH SOLE 6261 0 0
ROCK-TENN CO. COM 772739207 17743 191200 SH SOLE 191200 0 0
ROCKWELL AUTOMATION INC. COM 773903109 1008 11669 SH SOLE 11669 0 0
ROCKWELL COLLINS INC. COM 774341101 765 12125 SH SOLE 12125 0 0
ROGERS COMMUNICATIONS, INC. COM 775109200 628 12292 SH SOLE 12292 0 0
ROPER INDUSTRIES INC. COM 776696106 1994 15657 SH SOLE 15657 0 0
ROSS STORES INC. COM 778296103 1841 30368 SH SOLE 30368 0 0
ROVI CORPORATION COM 779376102 223 10400 SH SOLE 10400 0 0
ROYAL GOLD, INC. COM 780287108 1356 19100 SH SOLE 19100 0 0
RYDER SYSTEM INC. COM 783549108 471 7886 SH SOLE 7886 0 0
SBA COMMUNICATIONS CORP. COM 78388J106 480 6670 SH SOLE 6670 0 0
SAIC INC. COM 78390X101 355 26164 SH SOLE 26164 0 0
SL GREEN REALTY CORP. REIT 78440X101 267 3100 SH SOLE 3100 0 0
SLM CORPORATION COM 78442P106 810 39509 SH SOLE 39509 0 0
SPDR GOLD TRUST ETF 78463V107 232 1500 SH SOLE 1500 0 0
SAFEWAY INC. COM 786514208 1250 47421 SH SOLE 47421 0 0
ST. JUDE MEDICAL INC. COM 790849103 2088 51629 SH SOLE 51629 0 0
SALESFORCE.COM, INC. COM 79466L302 688 3846 SH SOLE 3846 0 0
SALLY BEAUTY CO. COM 79546E104 206 7000 SH SOLE 7000 0 0
SCANA CORP. COM 80589M102 563 11020 SH SOLE 11020 0 0
HENRY SCHEIN, INC. COM 806407102 268 2900 SH SOLE 2900 0 0
SCHLUMBERGER LTD. COM 806857108 4648 62059 SH SOLE 62059 0 0
CHARLES SCHWAB CORP. COM 808513105 899 50834 SH SOLE 50834 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 81 17700 SH SOLE 17700 0 0
SCRIPPS NETWORKS INTERACTIVE I COM 811065101 399 6196 SH SOLE 6196 0 0
SELECT SPDR CONSUMER ETF 81369Y100 803 20500 SH SOLE 20500 0 0
SELECT SPDR CONSUMER ETF 81369Y209 1654 36000 SH SOLE 36000 0 0
SELECT SPDR CONSUMER COM 81369Y308 2469 62100 SH SOLE 62100 0 0
SELECT SPDR CONSUMER ETF 81369Y407 270 5100 SH SOLE 5100 0 0
SELECT SPDR ENERGY SECTOR ETF 81369Y506 2158 27200 SH SOLE 27200 0 0
SELECT SPDR FINANCIAL SECTOR ETF 81369Y605 1788 98281 SH SOLE 98281 0 0
SELECT SPDR INDUSTRIAL SECTOR ETF 81369Y704 1072 25700 SH SOLE 25700 0 0
SELECT SPDR TECHNOLOGY SECTOR ETF 81369Y803 1871 61800 SH SOLE 61800 0 0
SELECT SPDR UTILITIES SECTOR ETF 81369Y886 1363 34900 SH SOLE 34900 0 0
SEMPRA ENERGY COM 816851109 384 4804 SH SOLE 4804 0 0
SENIOR HOUSING PROPERTIES TRUS REIT 81721M109 397 14800 SH SOLE 14800 0 0
SERVICE CORP. INTERNATIONAL COM 817565104 318 19000 SH SOLE 19000 0 0
SHERWIN-WILLIAMS CO. COM 824348106 1068 6320 SH SOLE 6320 0 0
SIBANYE GOLD LTD ADR 825724206 92 16300 SH SOLE 16300 0 0
SIGMA-ALDRICH CORP. COM 826552101 370 4765 SH SOLE 4765 0 0
SIGNATURE BANK CORPORATION COM 82669G104 260 3300 SH SOLE 3300 0 0
SILVER WHEATON CORPORATION COM 828336107 332 10600 SH SOLE 10600 0 0
SIMON PROPERTY GROUP, INC REIT 828806109 1318 8318 SH SOLE 8318 0 0
SIRIUS XM RADIO INC. COM 82967N108 338 109800 SH SOLE 109800 0 0
SMITHFIELD FOODS INC. COM 832248108 204 7700 SH SOLE 7700 0 0
J.M. SMUCKER CO. (THE) COM 832696405 1716 17312 SH SOLE 17312 0 0
SNAP-ON INC. COM 833034101 576 6955 SH SOLE 6955 0 0
SOCIEDAD QUIMICA Y MINERA DE C ADR 833635105 976 17600 SH SOLE 17600 0 0
SOLARWINDS INC COM 83416B109 272 4600 SH SOLE 4600 0 0
SOLECTRON CORPORATION CONV 834182AL1 5440 8000000 PRN SOLE 8000000 0 0
SOLERA HOLDINGS INC. COM 83421A104 222 3800 SH SOLE 3800 0 0
SONOCO PRODUCTS CO. COM 835495102 3137 89667 SH SOLE 89667 0 0
SOUTHERN CO. COM 842587107 4228 90107 SH SOLE 90107 0 0
SOUTHERN COPPER CORP. COM 84265V105 5970 158886 SH SOLE 158886 0 0
SOUTHWEST AIRLINES CO. COM 844741108 4179 310049 SH SOLE 310049 0 0
SPECTRA ENERGY CORP COM 847560109 493 16035 SH SOLE 16035 0 0
SPECTRASCIENCE, INC. COM 84760E301 8 157715 SH SOLE 157715 0 0
SPRINT NEXTEL CORP. COM 852061100 2172 349660 SH SOLE 349660 0 0
STANDARD PARKING CORP. COM 853790103 5704 275600 SH SOLE 275600 0 0
STANLEY BLACK & DECKER INC. COM 854502101 654 8081 SH SOLE 8081 0 0
STAPLES INC. COM 855030102 939 69848 SH SOLE 69848 0 0
STARBUCKS CORP. COM 855244109 1964 34472 SH SOLE 34472 0 0
STARZ - LIBERTY CAPITAL COM 85571Q102 820 36995 SH SOLE 36995 0 0
STARWOOD HOTELS & RESORTS WORL COM 85590A401 954 14975 SH SOLE 14975 0 0
STATE STREET CORP. COM 857477103 3537 59861 SH SOLE 59861 0 0
STEEL DYNAMICS INC. COM 858119100 545 34300 SH SOLE 34300 0 0
STERICYCLE, INC. COM 858912108 362 3414 SH SOLE 3414 0 0
STRYKER CORP. COM 863667101 1599 24509 SH SOLE 24509 0 0
SUNTRUST BANKS INC. COM 867914103 2131 74000 SH SOLE 74000 0 0
SUPERIOR ENERGY SERVICES INC. COM 868157108 5537 213200 SH SOLE 213200 0 0
SUPREME INDUSTRIES, INC. COM 868607102 1405 302580 SH SOLE 302580 0 0
SYKES ENTERPRISES, INC. COM 871237103 166 10400 SH SOLE 10400 0 0
SYMANTEC CORP. COM 871503108 2428 98334 SH SOLE 98334 0 0
SYNOPSIS, INC. COM 871607107 757 21100 SH SOLE 21100 0 0
SYNOVUS FINANCIAL CORP. COM 87161C105 233 84200 SH SOLE 84200 0 0
SYNNEX CORP. COM 87162W100 270 7300 SH SOLE 7300 0 0
SYSCO CORP. COM 871829107 398 11300 SH SOLE 11300 0 0
TECO ENERGY INC. COM 872375100 198 11123 SH SOLE 11123 0 0
TCP CAPITAL CORP COM 87238Q103 25590 1603372 SH SOLE 1603372 0 0
TJX COMPANIES INC. COM 872540109 4795 102566 SH SOLE 102566 0 0
TRW AUTOMOTIVE HOLDINGS CORP. COM 87264S106 616 11190 SH SOLE 11190 0 0
TARGET CORP. COM 87612E106 2721 39753 SH SOLE 39753 0 0
TECH DATA CORP. COM 878237106 415 9100 SH SOLE 9100 0 0
TELECOM ARGENTINA SA ADR 879273209 360 24800 SH SOLE 24800 0 0
TELEPHONE AND DATA SYSTEMS INC COM 879433829 239 11353 SH SOLE 11353 0 0
TENET HEALTHCARE CORP. COM 88033G407 781 16403 SH SOLE 16403 0 0
TERADYNE INC COM 880770102 215 13230 SH SOLE 13230 0 0
TEREX CORP. COM 880779103 416 12100 SH SOLE 12100 0 0
TESORO CORPORATION COM 881609101 5157 88073 SH SOLE 88073 0 0
TEVA PHARMACEUTICAL IND LTD COM 881624209 302 7600 SH SOLE 7600 0 0
TEXAS INSTRUMENTS INC. COM 882508104 2621 73869 SH SOLE 73869 0 0
TEXTRON INC. COM 883203101 2460 82557 SH SOLE 82557 0 0
THERMO FISHER SCIENTIFIC INC. COM 883556102 2130 27854 SH SOLE 27854 0 0
THOMSON REUTERS CORP. COM 884903105 247 7600 SH SOLE 7600 0 0
THOR INDUSTRIES, INC. COM 885160101 283 7700 SH SOLE 7700 0 0
THORATEC CORPORATION COM 885175307 263 7000 SH SOLE 7000 0 0
3M CO. COM 88579Y101 5634 52987 SH SOLE 52987 0 0
TIME WARNER INC. COM 887317303 5722 99300 SH SOLE 99300 0 0
TIME WARNER CABLE INC. COM 88732J207 2526 26294 SH SOLE 26294 0 0
TIMKEN COMPANY, THE COM 887389104 899 15900 SH SOLE 15900 0 0
TORCHMARK CORP. COM 891027104 548 9153 SH SOLE 9153 0 0
TOTAL FINA ELF SA COM 89151E109 2812 58600 SH SOLE 58600 0 0
TOTAL SYSTEM SERVICES INC. COM 891906109 463 18628 SH SOLE 18628 0 0
TRANSDIGM GROUP INCORPORATED COM 893641100 248 1620 SH SOLE 1620 0 0
TRAVELERS COMPANIES, INC., THE COM 89417E109 3487 41425 SH SOLE 41425 0 0
TRIUMPH GROUP, INC. COM 896818101 1351 17200 SH SOLE 17200 0 0
TYSON FOODS INC. COM 902494103 1502 60521 SH SOLE 60521 0 0
UGI CORPORATION COM 902681105 288 7488 SH SOLE 7488 0 0
U.S. BANCORP COM 902973304 4645 136899 SH SOLE 136899 0 0
URS CORPORATION COM 903236107 294 6200 SH SOLE 6200 0 0
USANA HEALTH SCIENCES COM 90328M107 246 5100 SH SOLE 5100 0 0
USA MOBILITY, INC. COM 90341G103 149 11200 SH SOLE 11200 0 0
U S AIRWAYS GROUP, INC. COM 90341W108 246 14500 SH SOLE 14500 0 0
ULTRAPAR PARTICIPACOES SA ADR 90400P101 1612 63500 SH SOLE 63500 0 0
UNION PACIFIC CORP. COM 907818108 10752 75496 SH SOLE 75496 0 0
UNITED CONTINENTAL HOLDINGS IN COM 910047109 367 11455 SH SOLE 11455 0 0
UNITED PARCEL SERVICE INC. COM 911312106 2263 26345 SH SOLE 26345 0 0
UNITED RENTALS INC. COM 911363109 396 7200 SH SOLE 7200 0 0
UNITED STATES STEEL CORP. COM 912909108 746 38271 SH SOLE 38271 0 0
UNITED TECHNOLOGIES CORP. COM 913017109 5377 57552 SH SOLE 57552 0 0
UNITED THERAPEUTICS CORP COM 91307C102 359 5900 SH SOLE 5900 0 0
UNITEDHEALTH GROUP INCORPORATE COM 91324P102 5689 99445 SH SOLE 99445 0 0
UNIVERSAL HEALTH SERVICES INC. COM 913903100 467 7300 SH SOLE 7300 0 0
UNUM GROUP COM 91529Y106 1227 43406 SH SOLE 43406 0 0
URBAN OUTFITTERS, INC. COM 917047102 435 11260 SH SOLE 11260 0 0
VF CORP. COM 918204108 1047 6240 SH SOLE 6240 0 0
VOXX INTERNATIONAL CORP COM 91829F104 162 15100 SH SOLE 15100 0 0
VALE SA ADR 91912E105 1900 109900 SH SOLE 109900 0 0
VALERO ENERGY CORP. COM 91913Y100 3836 84321 SH SOLE 84321 0 0
VALLEY NATIONAL BANCORP COM 919794107 159 15546 SH SOLE 15546 0 0
VALSPAR CORP. COM 920355104 218 3500 SH SOLE 3500 0 0
VANGUARD MSCI EAFE ETF ETF 921943858 2726 74840 SH SOLE 74840 0 0
VANGUARD FTSE EMERGING MARKETS ETF 922042858 1321 30800 SH SOLE 30800 0 0
VANTIV INC COM 92210H105 240 10100 SH SOLE 10100 0 0
VARIAN MEDICAL SYSTEMS, INC. COM 92220P105 279 3871 SH SOLE 3871 0 0
VENTAS INC. REIT 92276F100 714 9761 SH SOLE 9761 0 0
VANGUARD VALUE ETF ETF 922908744 6488 98900 SH SOLE 98900 0 0
VERISIGN, INC. COM 92343E102 2104 44520 SH SOLE 44520 0 0
VERIZON COMMUNICATIONS INC. COM 92343V104 7775 158187 SH SOLE 158187 0 0
VERTIS HOLDINGS INC. COM 92535B205 0 70450 SH SOLE 70450 0 0
VIACOM INC. COM 92553P201 2992 48600 SH SOLE 48600 0 0
VIRGIN MEDIA INC. COM 92769L101 754 15400 SH SOLE 15400 0 0
VISA INC. COM 92826C839 7742 45578 SH SOLE 45578 0 0
VISHAY INTERTECHNOLOGY INC. COM 928298108 435 32000 SH SOLE 32000 0 0
VISTEON CORP. COM 92839U206 202 3500 SH SOLE 3500 0 0
VORNADO REALTY TRUST REIT 929042109 844 10105 SH SOLE 10105 0 0
VORNADO REALTY LP CONV 929043AC1 1001 1000000 PRN SOLE 1000000 0 0
VULCAN MATERIALS CO. COM 929160109 1255 24263 SH SOLE 24263 0 0
W T OFFSHORE INC COM 92922P106 731 51500 SH SOLE 51500 0 0
WABTEC CORPORATION COM 929740108 1327 13000 SH SOLE 13000 0 0
WADDELL & REED FINANCIAL INC. COM 930059100 385 8800 SH SOLE 8800 0 0
WAL-MART STORES INC. COM 931142103 8166 109115 SH SOLE 109115 0 0
WALGREEN CO. COM 931422109 3190 66863 SH SOLE 66863 0 0
WALTER ENERGY INC COM 93317Q105 445 15600 SH SOLE 15600 0 0
WASHINGTON POST CO. COM 939640108 949 2122 SH SOLE 2122 0 0
WASTE MANAGEMENT INC. COM 94106L109 373 9539 SH SOLE 9539 0 0
WATERS CORPORATION COM 941848103 396 4200 SH SOLE 4200 0 0
WEINGARTEN REALTY INVESTORS REIT 948741103 205 6500 SH SOLE 6500 0 0
WELLPOINT INC. COM 94973V107 1968 29714 SH SOLE 29714 0 0
WELLS FARGO & CO. COM 949746101 16252 439380 SH SOLE 439380 0 0
WESTERN DIGITAL CORPORATION COM 958102105 3404 67683 SH SOLE 67683 0 0
WESTERN REFINING, INC. COM 959319104 563 15900 SH SOLE 15900 0 0
WESTERN UNION COMPANY, THE COM 959802109 1364 90715 SH SOLE 90715 0 0
WESTLAKE CHEMICAL CORP. COM 960413102 1196 12800 SH SOLE 12800 0 0
WEYERHAEUSER CO. COM 962166104 1414 45044 SH SOLE 45044 0 0
WHIRLPOOL CORP. COM 963320106 1453 12267 SH SOLE 12267 0 0
WHOLE FOODS MARKET INC. COM 966837106 482 5561 SH SOLE 5561 0 0
JOHN WILEY & SONS, INC. COM 968223206 658 16900 SH SOLE 16900 0 0
WILLIAMS COMPANIES INC., THE COM 969457100 242 6481 SH SOLE 6481 0 0
WINDSTREAM CORP. COM 97381W104 258 32351 SH SOLE 32351 0 0
WISCONSIN ENERGY CORP. COM 976657106 591 13782 SH SOLE 13782 0 0
WORLD ACCEPTANCE CORP COM 981419104 215 2500 SH SOLE 2500 0 0
WORLD FUEL SERVICES CORP. COM 981475106 349 8800 SH SOLE 8800 0 0
WORTHINGTON INDUSTRIES, INC. COM 981811102 3473 112100 SH SOLE 112100 0 0
WYNDHAM WORLDWIDE CORP. COM 98310W108 1266 19631 SH SOLE 19631 0 0
WYNN LAS VEGAS LLC REIT 983134107 777 6217 SH SOLE 6217 0 0
XCEL ENERGY INC. COM 98389B100 1135 38229 SH SOLE 38229 0 0
XILINX INC. COM 983919101 707 18527 SH SOLE 18527 0 0
XEROX CORP. COM 984121103 2305 267882 SH SOLE 267882 0 0
XYLEM INC. COM 98419M100 255 9256 SH SOLE 9256 0 0
YAHOO! INC. COM 984332106 1858 78963 SH SOLE 78963 0 0
YUM! BRANDS INC. COM 988498101 512 7111 SH SOLE 7111 0 0
ZEBRA TECHNOLOGIES CORP. COM 989207105 921 19550 SH SOLE 19550 0 0
ZIMMER HOLDINGS INC. COM 98956P102 1567 20839 SH SOLE 20839 0 0
ZIONS BANCORPORATION COM 989701107 565 22626 SH SOLE 22626 0 0
XSTRATA CAPITAL CORPORATION A. CONV EG3053709 17733 17733000 PRN SOLE 17733000 0 0
MELCO CROWN SPV LTD CONV EG6839385 17562 17142857 PRN SOLE 17142857 0 0
AON PLC COM G0408V102 1380 22452 SH SOLE 22452 0 0
ARCH CAPITAL GROUP LTD. COM G0450A105 800 15200 SH SOLE 15200 0 0
ASPEN INSURANCE HOLDINGS LTD. COM G05384105 737 19100 SH SOLE 19100 0 0
ASSURED GUARANTY, LTD. COM G0585R106 289 14000 SH SOLE 14000 0 0
AXIS CAPITAL HOLDINGS LTD. COM G0692U109 483 11600 SH SOLE 11600 0 0
ACCENTURE PLC COM G1151C101 3822 50300 SH SOLE 50300 0 0
BUNGE LTD. COM G16962105 2208 29900 SH SOLE 29900 0 0
COVIDIEN PLC COM G2554F113 2510 37000 SH SOLE 37000 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 946 21300 SH SOLE 21300 0 0
ENDURANCE SPECIALTY HOLDINGS L COM G30397106 770 16100 SH SOLE 16100 0 0
ENSCO PLC COM G3157S106 1524 25400 SH SOLE 25400 0 0
EVEREST RE GROUP LTD. COM G3223R108 688 5300 SH SOLE 5300 0 0
FREESCALE SEMICONDUCTOR HOLDIN COM G3727Q101 492 33000 SH SOLE 33000 0 0
GENPACT LIMITED COM G3922B107 242 13300 SH SOLE 13300 0 0
HERBALIFE LTD. COM G4412G101 445 11880 SH SOLE 11880 0 0
INGERSOLL-RAND PLC COM G47791101 1674 30400 SH SOLE 30400 0 0
INVESCO LTD. COM G491BT108 675 23335 SH SOLE 23335 0 0
LAZARD LTD. COM G54050102 478 14000 SH SOLE 14000 0 0
MARVELL TECHNOLOGY GROUP, LTD COM G5876H105 287 27200 SH SOLE 27200 0 0
MONTPELIER RE HOLDINGS LTD COM G62185106 227 8700 SH SOLE 8700 0 0
NABORS INDUSTRIES LTD COM G6359F103 1120 69064 SH SOLE 69064 0 0
PARTNERRE LTD. COM G6852T105 1043 11200 SH SOLE 11200 0 0
SEAGATE TECHNOLOGY COM G7945M107 2640 72200 SH SOLE 72200 0 0
SIGNET JEWELERS LTD COM G81276100 228 3400 SH SOLE 3400 0 0
VALIDUS HOLDINGS LTD. COM G9319H102 597 15957 SH SOLE 15957 0 0
VANTAGE DRILLING COMPANY COM G93205113 11920 6811000 SH SOLE 6811000 0 0
WARNER CHILCOTT PLC COM G94368100 248 18300 SH SOLE 18300 0 0
WHITE MOUNTAINS INSURANCE GROU COM G9618E107 253 447 SH SOLE 447 0 0
XYRATEX LTD COM G98268108 119 12000 SH SOLE 12000 0 0
XLIT LTD. COM G98290102 2540 83835 SH SOLE 83835 0 0
ACE LTD. COM H0023R105 2198 24700 SH SOLE 24700 0 0
ALLIED WORLD ASSURANCE COMPANY COM H01531104 1641 17700 SH SOLE 17700 0 0
GARMIN LTD COM H2906T109 656 19840 SH SOLE 19840 0 0
NOBLE CORPORATION COM H5833N103 255 6700 SH SOLE 6700 0 0
TYCO INTERNATIONAL LTD. COM H89128104 891 27800 SH SOLE 27800 0 0
TE CONNECTIVITY LTD. COM H8912P106 494 11800 SH SOLE 11800 0 0
CNH GLOBAL N.V. COM N20935206 223 5400 SH SOLE 5400 0 0
LYONDELLBASELL INDUSTRIES N.V. COM N53745100 7691 121524 SH SOLE 121524 0 0
QIAGEN N.V. COM NL0000249 268 12700 SH SOLE 12700 0 0
COPA HOLDINGS SA COM P31076105 2230 18640 SH SOLE 18640 0 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 205 5700 SH SOLE 5700 0 0
OCEAN RIG UDW INC. COM Y64354205 6077 377277 SH SOLE 377277 0 0