0000009015-15-000010.txt : 20150508
0000009015-15-000010.hdr.sgml : 20150508
20150508170432
ACCESSION NUMBER: 0000009015-15-000010
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150331
FILED AS OF DATE: 20150508
DATE AS OF CHANGE: 20150508
EFFECTIVENESS DATE: 20150508
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: 15847743
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
03-31-2015
03-31-2015
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
05-08-2015
0
963
4371707
false
INFORMATION TABLE
2
informationtable_03312015.xml
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7776800
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Put
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7776800
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ISHARES TRUST
OPT
464287465
132190
2060000
SH
Put
SOLE
2060000
0
0
ISHARES TRUST
OPT
464287655
85815
690000
SH
Put
SOLE
690000
0
0
SPDR S&P 500 ETF TRUST
OPT
78462F103
1278504
6193400
SH
Put
SOLE
6193400
0
0
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COM
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537
64600
SH
SOLE
64600
0
0
ADT CORPORATION THE
COM
00101J106
2543
61250
SH
SOLE
61250
0
0
AFLAC INC.
COM
001055102
1742
27217
SH
SOLE
27217
0
0
AGL RESOURCES INC.
COM
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1148
23124
SH
SOLE
23124
0
0
AH BELO CORP
COM
001282102
148
18000
SH
SOLE
18000
0
0
AES CORP., THE
COM
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1886
146764
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SOLE
146764
0
0
AK STEEL CORP.
CONV
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5625000
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COM
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322069
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SOLE
322069
0
0
AVX CORP
COM
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545
38200
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38200
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SOLE
28850
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0
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COM
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58326
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COM
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186226
0
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COM
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COM
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64400
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COM
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12800
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12800
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COM
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COM
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COM
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4600
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4600
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COM
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COM
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COM
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408
1900
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COM
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COM
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15485
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COM
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30500
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COM
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220
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1455
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AIRGAS, INC.
COM
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1650
15550
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15550
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COM
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59400
0
0
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COM
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1426
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SH
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26984
0
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COM
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2543
196817
SH
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196817
0
0
ALERE INC.
COM
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352
7200
SH
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7200
0
0
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COM
015351109
1142
6590
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SOLE
6590
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ALLEGHANY CORP.
COM
017175100
461
947
SH
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COM
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35770
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35770
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COM
01877R108
2550
76264
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76264
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COM
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328
5200
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5200
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COM
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393
12300
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COM
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COM
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COM
021441100
1063
24783
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24783
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ALTRIA GROUP INC.
COM
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6891
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AMAZON.COM INC.
COM
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6547
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023586100
426
1290
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COM
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22280
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COM
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53900
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REIT
02503X105
269
12600
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COM
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6850
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REIT
03027X100
661
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COM
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648
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COM
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3009
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3666
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28018
0
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COM
031100100
451
8575
SH
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8575
0
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AMGEN INC.
COM
031162100
17572
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SOLE
109926
0
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AMGEN INC.
CONV
031162AE0
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30000000
PRN
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COM
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24600
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24600
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COM
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187
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10700
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COM
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90808
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3119
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37665
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ANALOG DEVICES INC.
COM
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1140
18093
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18093
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REIT
035710409
891
85660
SH
SOLE
85660
0
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COM
03662Q105
362
4100
SH
SOLE
4100
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ANTHEM, INC.
COM
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9901
64124
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64124
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REIT
037023108
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COM
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1575
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REIT
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52949
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REIT
03763V102
467
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29300
0
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APPLE, INC.
COM
037833100
60370
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485176
0
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COM
038222105
336
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14906
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39546
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COM
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COM
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COM
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ARES CAPITAL CORPORATION
COM
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264095
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ARRIS GROUP INC.
COM
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36300
0
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COM
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1113
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18200
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CONV
043353AH4
25859
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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CA, INC.
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COM
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COM
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CENTENE CORPORATION
COM
15135B101
933
13200
SH
SOLE
13200
0
0
CENTERPOINT ENERGY INC.
COM
15189T107
2022
99066
SH
SOLE
99066
0
0
CENTRAL GARDEN & PET COMPANY
COM
153527205
116
10900
SH
SOLE
10900
0
0
CENTURYLINK, INC.
COM
156700106
3951
114358
SH
SOLE
114358
0
0
CERNER CORPORATION
COM
156782104
308
4200
SH
SOLE
4200
0
0
CHARLES RIVER LABORATORIES INTERNATIONAL INC.
COM
159864107
285
3600
SH
SOLE
3600
0
0
CHART INDUSTRIES INC.
CONV
16115QAC4
2826
2938000
PRN
SOLE
2938000
0
0
CHASE PACKAGING CORP.
COM
161635107
1
19082
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SOLE
19082
0
0
CHESAPEAKE ENERGY CORP.
COM
165167107
1426
100688
SH
SOLE
100688
0
0
CHESAPEAKE ENERGY CORPORATION
CONV
165167BZ9
19052
19885000
PRN
SOLE
19885000
0
0
CHESAPEAKE ENERGY CORPORATION
CONV
165167CA3
24749
26000000
PRN
SOLE
26000000
0
0
CHESAPEAKE ENERGY CORPORATION
CONV
165167CB1
1815
2000000
PRN
SOLE
2000000
0
0
CHEVRON CORPORATION
COM
166764100
15428
146966
SH
SOLE
146966
0
0
CHICAGO BRIDGE & IRON COMPANY N.V.
COM
167250109
443
9000
SH
SOLE
9000
0
0
CHIMERA INVESTMENT CORP
REIT
16934Q109
1640
522300
SH
SOLE
522300
0
0
CHUBB CORPORATION
COM
171232101
2105
20824
SH
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20824
0
0
CHURCH & DWIGHT CO., INC.
COM
171340102
1039
12160
SH
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12160
0
0
CHURCHILL DOWNS, INC.
COM
171484108
218
1900
SH
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1900
0
0
CINCINNATI FINANCIAL CORP.
COM
172062101
587
11020
SH
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11020
0
0
CINEMARK HOLDINGS INC.
COM
17243V102
343
7600
SH
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7600
0
0
CISCO SYSTEMS INC.
COM
17275R102
13511
490866
SH
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490866
0
0
CINTAS CORPORATION
COM
172908105
3578
43827
SH
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43827
0
0
CITIGROUP INC.
COM
172967424
16509
320432
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320432
0
0
RBS CITIZENS FINANCIAL GROUP, INC.
COM
174610105
420
17400
SH
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17400
0
0
CITRIX SYSTEMS INC.
COM
177376100
940
14722
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14722
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0
CITY NATIONAL CORP.
COM
178566105
211
2368
SH
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2368
0
0
CLEAN HARBORS INC.
COM
184496107
4622
81400
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81400
0
0
CLEAN ENERGY FUELS CORP.
COM
184499101
1067
200000
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SOLE
200000
0
0
CLIFFS NATURAL RESOURCES, INC.
COM
18683K101
656
136415
SH
SOLE
136415
0
0
CLOROX COMPANY
COM
189054109
5264
47690
SH
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47690
0
0
CLOUD PEAK ENERGY INC
COM
18911Q102
194
33255
SH
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33255
0
0
COACH, INC.
COM
189754104
1053
25413
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25413
0
0
COBALT INTERNATIONAL ENERGY, INC.
COM
19075F106
104
11000
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SOLE
11000
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0
COCA-COLA CO., THE
COM
191216100
9355
230714
SH
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230714
0
0
COCA-COLA ENTERPRISES, INC.
COM
19122T109
706
15963
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SOLE
15963
0
0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
COM
192446102
1365
21874
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21874
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0
COLGATE-PALMOLIVE CO.
COM
194162103
856
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12342
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COLUMBUS MCKINNON CORPORATION
COM
199333105
3661
135900
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COMCAST CORP.
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20030N101
4975
88093
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88093
0
0
COMERICA INC.
COM
200340107
267
5907
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5907
0
0
COMMERCE BANCSHARES INC.
COM
200525103
208
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4915
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COMMSCOPE HOLDING COMPANY, INC.
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20337X109
303
10600
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0
0
COMMUNITY HEALTH SYSTEMS INC.
COM
203668108
1574
30100
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30100
0
0
COMPANIA DE MINAS BUENAVENTURA
ADR
204448104
508
50100
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50100
0
0
COMPASS MINERALS INTERNATIONAL INC.
COM
20451N101
242
2600
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2600
0
0
COMPUTER SCIENCES CORP.
COM
205363104
5276
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80816
0
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CONAGRA FOODS INC.
COM
205887102
455
12458
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12458
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CON-WAY INC.
COM
205944101
962
21800
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21800
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0
CONOCOPHILLIPS
COM
20825C104
10269
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164932
0
0
CONSOLIDATED COMMUNICATIONS HO
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209034107
341
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16700
0
0
CONSOLIDATED EDISON, INC.
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209115104
1260
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20651
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CONTINENTAL BUILDING PRODUCTS, INC.
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211171103
2849
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CONTINENTAL RESOURCES, INC.
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212015101
700
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COOPER COMPANIES, INC. (THE)
COM
216648402
259
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COPART INCORPORATED
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203
5400
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CORNING, INC.
COM
219350105
7850
346141
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346141
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COSTCO WHOLESALE CORP.
COM
22160K105
2840
18744
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18744
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0
COTY INC.
COM
222070203
1017
41900
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41900
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COVANTA HOLDING CORP.
COM
22282E102
298
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CRANE CO.
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224399105
703
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11268
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CREE, INC.
COM
225447101
419
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CRESTWOOD EQUITY PARTNERS LP
COM
226344109
1338
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CROWN CASTLE INTERNATIONAL CORP.
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CROWN HOLDINGS INC.
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228368106
1134
21000
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CUMMINS INC.
COM
231021106
1738
12538
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DCP MIDSTREAM PARTNERS LP
COM
23311P100
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45370
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45370
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DST SYSTEMS, INC.
COM
233326107
2660
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DTE ENERGY CO.
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233331107
1157
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14337
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DANAHER CORP.
COM
235851102
2364
27848
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27848
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0
DAVITA HEALTHCARE PARTNERS INC.
COM
23918K108
499
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SOLE
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DECKERS OUTDOOR CORP
COM
243537107
2427
33300
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33300
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DEERE & COMPANY
COM
244199105
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48131
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DELTA AIR LINES INC.
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247361702
5615
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DENBURY RESOURCES INC.
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247916208
303
41597
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DELUXE CORPORATION
COM
248019101
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DENTSPLY INTERNATIONAL INC.
COM
249030107
828
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DETOUR GOLD CORPORATION
CONV
250669AA6
5869
6170000
PRN
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6170000
0
0
DEVON ENERGY CORP.
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25179M103
1237
20514
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20514
0
0
DEVRY, INC.
COM
251893103
747
22400
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DIAMOND OFFSHORE DRILLING INC.
COM
25271C102
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33963
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33963
0
0
DIEBOLD, INC.
COM
253651103
1376
38800
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DIGITAL REALTY TRUST INC.
REIT
253868103
594
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DILLARD'S, INC.
COM
254067101
1593
11670
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WALT DISNEY COMPANY, THE
COM
254687106
12661
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DISCOVER FINANCIAL SERVICES INC.
COM
254709108
1368
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24278
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DISH NETWORK CORP.
COM
25470M109
1345
19200
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DIRECTV
COM
25490A309
4954
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DOLLAR GENERAL CORP.
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256677105
927
12300
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DOLLAR TREE, INC.
COM
256746108
1089
13420
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DOMINION RESOURCES INC.
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25746U109
692
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DOMINOS PIZZA, INC.
COM
25754A201
251
2500
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DOMTAR CORPORATION
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257559203
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20040
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DONALDSON CO, INC.
COM
257651109
410
10875
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R.R. DONNELLEY & SONS COMPANY
COM
257867101
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122388
0
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DORMAN PRODUCTS, INC.
COM
258278100
269
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DOUGLAS DYNAMICS INC
COM
25960R105
450
19700
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19700
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DOVER CORPORATION
COM
260003108
2722
39376
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39376
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DOW CHEMICAL CO., THE
COM
260543103
3477
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72476
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DR PEPPER SNAPPLE GROUP INC.
COM
26138E109
3807
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DRESSER-RAND GROUP, INC.
COM
261608103
2681
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DREW INDUSTRIES, INC.
COM
26168L205
1508
24500
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E I DU PONT DE NEMOURS & CO.
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263534109
8110
113476
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113476
0
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DUKE ENERGY CORP.
COM
26441C204
812
10581
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10581
0
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DUN & BRADSTREET CORP., THE
COM
26483E100
1487
11585
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11585
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0
E C C CAPITAL CORP.
REIT
26826M108
50
1200000
SH
SOLE
1200000
0
0
EMC CORP.
COM
268648102
4434
173457
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173457
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0
EOG RESOURCES INC.
COM
26875P101
235
2560
SH
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EQT CORPORATION
COM
26884L109
718
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SH
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EQT MIDSTREAM PARTNERS LP
COM
26885B100
1274
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0
E*TRADE FINANCIAL CORP.
COM
269246401
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30054
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EAGLE MATERIALS, INC.
COM
26969P108
443
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SH
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EARTHLINK HOLDINGS CORP
COM
27033X101
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EAST WEST BANCORP, INC.
COM
27579R104
368
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EASTMAN CHEMICAL COMPANY
COM
277432100
3867
55836
SH
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EBAY, INC.
COM
278642103
7520
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ECHOSTAR CORPORATION
COM
278768106
2752
53200
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53200
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COM
281020107
2109
33754
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33754
0
0
EDWARDS LIFESCIENCES CORP.
COM
28176E108
3155
22150
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22150
0
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ELECTRONIC ARTS, INC.
COM
285512109
3513
59723
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ELECTRONICS FOR IMAGING
COM
286082102
217
5200
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5200
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COM
291011104
4276
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75522
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ENABLE MIDSTREAM PARTNERS LP
COM
292480100
1524
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92900
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COM
29250R106
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ENERGIZER HOLDINGS INC.
COM
29266R108
649
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ENERGY TRANSFER PARTNERS
COM
29273R109
9064
162574
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ENERGY TRANSFER EQUITY LP
COM
29273V100
5610
88540
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88540
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ENERSYS
COM
29275Y102
790
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12305
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ENGILITY HOLDINGS INC
COM
29286C107
499
16600
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ENLINK MIDSTREAM PARTNERS LP
COM
29336U107
1393
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ENTERCOM COMMUNICATIONS CORP.
COM
293639100
136
11200
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11200
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ENTERGY CORPORATION
COM
29364G103
3929
50709
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50709
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ENTERPRISE PRODUCTS PARTNERS L
COM
293792107
12848
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EQUIFAX, INC.
COM
294429105
2351
25278
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EQUITY COMMONWEALTH
REIT
294628102
347
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EQUITY RESIDENTIAL
REIT
29476L107
1749
22457
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0
0
ESSEX PROPERTY TRUST INC.
REIT
297178105
518
2252
SH
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ESSEX RENTAL CORPORATION
COM
297187106
250
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NORTHEAST UTILITIES
COM
30040W108
524
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EXELON CORP.
COM
30161N101
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33952
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EXELIS INC.
COM
30162A108
6195
254200
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EXPEDIA INC.
COM
30212P303
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EXPRESS SCRIPTS HOLDING CO.
COM
30219G108
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EXTRA SPACE STORAGE, INC.
REIT
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419
6200
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EXXON CORPORATION
COM
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292146
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FLIR SYSTEMS, INC.
COM
302445101
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FMC TECHNOLOGIES INC.
COM
30249U101
637
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FTD COS INC
COM
30281V108
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57000
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FACEBOOK INC
COM
30303M102
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FACTSET RESEARCH SYSTEMS, INC.
COM
303075105
677
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COM
31428X106
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F5 NETWORKS, INC.
COM
315616102
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COM
31620M106
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COM
31620R303
389
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FIESTA RESTAURANT GROUP
COM
31660B101
4918
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80618
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FIFTH THIRD BANCORP
COM
316773100
1078
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COM
31946M103
200
770
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770
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FIRST INTERSTATE BANCSYSTEM IN
COM
32055Y201
287
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FIRST NIAGARA FINANCIAL GROUP, INC.
COM
33582V108
115
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FIRST SOLAR INC.
COM
336433107
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45400
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FISERV, INC.
COM
337738108
3642
45870
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FIRSTENERGY CORP.
COM
337932107
875
24950
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FLUOR CORP.
COM
343412102
666
11656
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FOOT LOCKER INC.
COM
344849104
1462
23200
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FORD MOTOR COMPANY
COM
345370860
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FOSSIL, INC.
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34988V106
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FRANKLIN RESOURCES, INC.
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354613101
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FREEPORT-MCMORAN INC.
COM
35671D857
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FRONTIER COMMUNICATIONS CORP.
COM
35906A108
462
65545
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65545
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FULTON FINANCIAL CORPORATION
COM
360271100
302
24500
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24500
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GATX CORP.
COM
361448103
290
5000
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5000
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GEO GROUP, INC. (THE)
REIT
36162J106
6913
158044
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GSE SYSTEMS INC
COM
36227K106
708
472100
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472100
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G-III APPAREL GROUP LTD
COM
36237H101
360
3200
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3200
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GAMESTOP CORP.
COM
36467W109
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GANNETT CO., INC.
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364730101
2002
53983
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GAP, INC.
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364760108
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GARTNER GROUP, INC.
COM
366651107
327
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GENERAL DYNAMICS CORPORATION
COM
369550108
4759
35061
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35061
0
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GENERAL ELECTRIC COMPANY
COM
369604103
23021
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927901
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GENERAL GROWTH PROPERTIES, INC.
REIT
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48446
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GENERAL MILLS, INC.
COM
370334104
2446
43216
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SOLE
43216
0
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GENERAL MOTORS COMPANY
COM
37045V100
8341
222436
SH
SOLE
222436
0
0
GENERAL MOTORS CO
WAR
37045V118
1441
51938
SH
SOLE
51938
0
0
GENERAL MOTORS CO
WAR
37045V126
1021
51938
SH
SOLE
51938
0
0
GENTEX CORPORATION
COM
371901109
209
11420
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11420
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GENESIS ENERGY LP
COM
371927104
888
18900
SH
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18900
0
0
GENUINE PARTS COMPANY
COM
372460105
1339
14370
SH
SOLE
14370
0
0
GEO SPECIALTY CHEMICALS, INC.
COM
37246R106
0
80750
SH
SOLE
80750
0
0
GENWORTH HOLDINGS INC.
COM
37247D106
121
16553
SH
SOLE
16553
0
0
GEOMET, INC.
COM
37250U201
1
85857
SH
SOLE
85857
0
0
GILEAD SCIENCES, INC.
COM
375558103
10688
108912
SH
SOLE
108912
0
0
GLOBAL PAYMENTS, INC.
COM
37940X102
555
6050
SH
SOLE
6050
0
0
GLOBAL PARTNERS LP/MA
COM
37946R109
1302
37410
SH
SOLE
37410
0
0
GOLD FIELDS LTD
ADR
38059T106
118
29340
SH
SOLE
29340
0
0
GOLDMAN SACHS GROUP, INC.
COM
38141G104
7530
40058
SH
SOLE
40058
0
0
GOODYEAR TIRE & RUBBER COMPANY, THE
COM
382550101
3041
112312
SH
SOLE
112312
0
0
GOOGLE INC.
COM
38259P508
4877
8793
SH
SOLE
8793
0
0
GOOGLE INC.
COM
38259P706
5570
10164
SH
SOLE
10164
0
0
WASHINGTON POST CO.
COM
384637104
209
199
SH
SOLE
199
0
0
GRAPHIC PACKAGING HOLDING CO.
COM
388689101
5176
356001
SH
SOLE
356001
0
0
GREEN PLAINS INC
COM
393222104
266
9300
SH
SOLE
9300
0
0
GREEN PLAINS INC
CONV
393222AD6
7456
5000000
PRN
SOLE
5000000
0
0
GROUP 1 AUTOMOTIVE, INC.
COM
398905109
268
3100
SH
SOLE
3100
0
0
GROUPON INC
COM
399473107
327
45400
SH
SOLE
45400
0
0
HCA HOLDINGS, INC.
COM
40412C101
940
12500
SH
SOLE
12500
0
0
HCC INSURANCE HOLDINGS INC.
COM
404132102
315
5566
SH
SOLE
5566
0
0
HCP INC.
REIT
40414L109
973
22511
SH
SOLE
22511
0
0
HD SUPPLY HOLDINGS INC
COM
40416M105
5206
167100
SH
SOLE
167100
0
0
HAEMONETICS CORPORATION
COM
405024100
3338
74303
SH
SOLE
74303
0
0
HAIN CELESTIAL GROUP, INC.
COM
405217100
256
4000
SH
SOLE
4000
0
0
HALLADOR ENERGY CO
COM
40609P105
440
37672
SH
SOLE
37672
0
0
HALYARD HEALTH, INC.
COM
40650V100
7674
155984
SH
SOLE
155984
0
0
HANESBRANDS INC.
COM
410345102
777
23200
SH
SOLE
23200
0
0
HARLEY-DAVIDSON INC.
COM
412822108
499
8210
SH
SOLE
8210
0
0
HARMAN INTL INDUSTRIES, INC.
COM
413086109
1265
9463
SH
SOLE
9463
0
0
HARRIS CORPORATION
COM
413875105
3118
39594
SH
SOLE
39594
0
0
HARTFORD FINANCIAL SERVICES GROUP INC., THE
COM
416515104
2387
57070
SH
SOLE
57070
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
683
31000
SH
SOLE
31000
0
0
HEALTH CARE REIT, INC.
REIT
42217K106
2030
26246
SH
SOLE
26246
0
0
HEALTH NET INC/CA
COM
42222G108
375
6200
SH
SOLE
6200
0
0
HELMERICH & PAYNE, INC.
COM
423452101
900
13220
SH
SOLE
13220
0
0
JACK HENRY & ASSOCIATES INC
COM
426281101
252
3600
SH
SOLE
3600
0
0
HERCULES, INC.
CONV
427056BC9
8121
8906
PRN
SOLE
8906
0
0
HERSHEY COMPANY, THE
COM
427866108
652
6466
SH
SOLE
6466
0
0
HESS CORPORATION
COM
42809H107
2415
35579
SH
SOLE
35579
0
0
HEWLETT-PACKARD CO.
COM
428236103
7227
231937
SH
SOLE
231937
0
0
HI-CRUSH PARTNERS LP
COM
428337109
736
21000
SH
SOLE
21000
0
0
HILTON WORLDWIDE HOLDINGS INC.
COM
43300A104
456
15400
SH
SOLE
15400
0
0
HOLLY ENERGY PARTNERS LP
COM
435763107
673
21400
SH
SOLE
21400
0
0
HOLLYFRONTIER CORP.
COM
436106108
2374
58964
SH
SOLE
58964
0
0
HOLOGIC INC.
COM
436440101
532
16100
SH
SOLE
16100
0
0
HOME DEPOT, INC.
COM
437076102
8839
77797
SH
SOLE
77797
0
0
HOMEAWAY INC
COM
43739Q100
990
32800
SH
SOLE
32800
0
0
HONEYWELL INTERNATIONAL, INC.
COM
438516106
5688
54527
SH
SOLE
54527
0
0
HORMEL FOODS CORP.
COM
440452100
208
3660
SH
SOLE
3660
0
0
HORNBECK OFFSHORE SERVICES INC.
COM
440543106
2326
123671
SH
SOLE
123671
0
0
HORNBECK OFFSHORE SVCS, INC.
CONV
440543AN6
34280
42650000
PRN
SOLE
42650000
0
0
HOSPIRA INC.
COM
441060100
1005
11441
SH
SOLE
11441
0
0
HOST HOTELS & RESORTS INC.
REIT
44107P104
1657
82088
SH
SOLE
82088
0
0
HUDSON CITY BANCORP, INC.
COM
443683107
223
21315
SH
SOLE
21315
0
0
HUMANA, INC.
COM
444859102
2524
14179
SH
SOLE
14179
0
0
HUNTINGTON BANCSHARES, INC.
COM
446150104
996
90172
SH
SOLE
90172
0
0
HUNTINGTON INGALLS INDUSTRIES INC.
COM
446413106
1581
11280
SH
SOLE
11280
0
0
HUNTSMAN CORPORATION
COM
447011107
3206
144620
SH
SOLE
144620
0
0
IAC/INTERACTIVECORP
COM
44919P508
479
7100
SH
SOLE
7100
0
0
ITT CORP.
COM
450911201
2446
61300
SH
SOLE
61300
0
0
ICONIX BRAND GROUP, INC.
COM
451055107
232
6900
SH
SOLE
6900
0
0
IDEX CORPORATION
COM
45167R104
1619
21350
SH
SOLE
21350
0
0
IHS INC
COM
451734107
925
8130
SH
SOLE
8130
0
0
ILLINOIS TOOL WORKS INC.
COM
452308109
3974
40915
SH
SOLE
40915
0
0
ILLUMINA, INC.
COM
452327109
256
1380
SH
SOLE
1380
0
0
INGLES MARKETS, INC.
COM
457030104
302
6100
SH
SOLE
6100
0
0
INGREDION INCORPORATED
COM
457187102
3904
50171
SH
SOLE
50171
0
0
INSIGHT ENTERPRISE, INC.
COM
45765U103
445
15600
SH
SOLE
15600
0
0
INTEL CORPORATION
COM
458140100
19320
617834
SH
SOLE
617834
0
0
INTEL CORPORATION
CONV
458140AF7
31891
20200000
PRN
SOLE
20200000
0
0
INTERCONTINENTAL EXCHANGE, INC.
COM
45866F104
873
3741
SH
SOLE
3741
0
0
IBM CORPORATION
COM
459200101
13495
84080
SH
SOLE
84080
0
0
INTERNATIONAL FLAVORS & FRAGRANCES INC.
COM
459506101
370
3153
SH
SOLE
3153
0
0
INTERNATIONAL PAPER COMPANY
COM
460146103
3777
68069
SH
SOLE
68069
0
0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE)
COM
460690100
623
28186
SH
SOLE
28186
0
0
INTUIT, INC.
COM
461202103
1769
18249
SH
SOLE
18249
0
0
INTUITIVE SURGICAL, INC.
COM
46120E602
761
1506
SH
SOLE
1506
0
0
IRIDIUM COMMUNICATIONS INC
COM
46269C102
109
11200
SH
SOLE
11200
0
0
IRON MOUNTAIN INC.
REIT
46284V101
3595
98535
SH
SOLE
98535
0
0
ISHARES MSCI
ETF
464286848
287
22900
SH
SOLE
22900
0
0
ISHARES TRUST
ETF
464287465
4712
73430
SH
SOLE
73430
0
0
ISHARES TRUST
ETF
464287598
4742
46000
SH
SOLE
46000
0
0
ISHARES TRUST
ETF
464287614
10990
111100
SH
SOLE
111100
0
0
ISHARES TRUST
ETF
464287655
485
3900
SH
SOLE
3900
0
0
ISHARES TRUST
ETF
464287689
63843
515489
SH
SOLE
515489
0
0
ISHARES MSCI UNITED KINGDOM ETF
ETF
46434V548
252
14000
SH
SOLE
14000
0
0
ITRON INC.
COM
465741106
1789
49000
SH
SOLE
49000
0
0
JPMORGAN CHASE & CO.
COM
46625H100
15523
256243
SH
SOLE
256243
0
0
JABIL CIRCUIT, INC.
COM
466313103
938
40100
SH
SOLE
40100
0
0
JARDEN CORP.
COM
471109108
292
5525
SH
SOLE
5525
0
0
JETBLUE AIRWAYS CORPORATION
COM
477143101
391
20300
SH
SOLE
20300
0
0
JOHNSON & JOHNSON
COM
478160104
30215
300350
SH
SOLE
300350
0
0
JOHNSON CONTROLS INC.
COM
478366107
1250
24777
SH
SOLE
24777
0
0
JONES LANG LASALLE INC.
COM
48020Q107
1801
10570
SH
SOLE
10570
0
0
JOY GLOBAL INC.
COM
481165108
1309
33400
SH
SOLE
33400
0
0
JUNIPER NETWORKS INC.
COM
48203R104
1931
85537
SH
SOLE
85537
0
0
KAR AUCTION SERVICES INC.
COM
48238T109
535
14100
SH
SOLE
14100
0
0
KBR, INC.
COM
48242W106
287
19800
SH
SOLE
19800
0
0
KLA-TENCOR CORP.
COM
482480100
390
6687
SH
SOLE
6687
0
0
KLX INC.
COM
482539103
3272
84900
SH
SOLE
84900
0
0
KANSAS CITY SOUTHERN
COM
485170302
1531
14995
SH
SOLE
14995
0
0
KELLOGG CO.
COM
487836108
1900
28803
SH
SOLE
28803
0
0
KEURIG GREEN MOUNTAIN, INC.
COM
49271M100
1050
9400
SH
SOLE
9400
0
0
KEYCORP
COM
493267108
2995
211536
SH
SOLE
211536
0
0
KEYSIGHT TECHNOLOGIES INC.
COM
49338L103
2036
54810
SH
SOLE
54810
0
0
KILROY REALTY CORP.
REIT
49427F108
297
3900
SH
SOLE
3900
0
0
KIMBERLY-CLARK CORPORATION
COM
494368103
1580
14754
SH
SOLE
14754
0
0
KIMCO REALTY CORP.
REIT
49446R109
569
21177
SH
SOLE
21177
0
0
KINDER MORGAN INC.
COM
49456B101
204
4852
SH
SOLE
4852
0
0
KNOWLES CORP
COM
49926D109
5182
268900
SH
SOLE
268900
0
0
KOHL'S CORP.
COM
500255104
2511
32091
SH
SOLE
32091
0
0
KRAFT FOODS GROUP INC.
COM
50076Q106
2378
27297
SH
SOLE
27297
0
0
KROGER COMPANY
COM
501044101
4931
64323
SH
SOLE
64323
0
0
L BRANDS INC.
COM
501797104
3677
39000
SH
SOLE
39000
0
0
L-3 COMMUNICATIONS HOLDINGS INC.
COM
502424104
782
6218
SH
SOLE
6218
0
0
LABORATORY CORPORATION OF AMERICA HOLDINGS
COM
50540R409
821
6510
SH
SOLE
6510
0
0
LAM RESEARCH CORP.
COM
512807108
2193
31222
SH
SOLE
31222
0
0
LAMAR ADVERTISING CO.
REIT
512816109
936
15800
SH
SOLE
15800
0
0
LANDS' END INC
COM
51509F105
1816
50600
SH
SOLE
50600
0
0
LAS VEGAS SANDS CORP.
COM
517834107
732
13300
SH
SOLE
13300
0
0
ESTEE LAUDER COMPANIES, INC.
COM
518439104
1411
16966
SH
SOLE
16966
0
0
LEAR CORPORATION
COM
521865204
1463
13200
SH
SOLE
13200
0
0
LEGGETT & PLATT INC.
COM
524660107
804
17441
SH
SOLE
17441
0
0
LEGG MASON INC.
COM
524901105
771
13973
SH
SOLE
13973
0
0
MMODAL, INC.
COM
52490FRR7
1772
136295
SH
SOLE
136295
0
0
LEIDOS HOLDINGS, INC.
COM
525327102
481
11475
SH
SOLE
11475
0
0
LEUCADIA NATIONAL CORPORATION
COM
527288104
814
36541
SH
SOLE
36541
0
0
LEVEL 3 COMMUNICATIONS INC.
COM
52729N308
670
12440
SH
SOLE
12440
0
0
LEXMARK INTERNATIONAL, INC.
COM
529771107
2285
53974
SH
SOLE
53974
0
0
LIBERTY BROADBAND CORP
COM
530307107
280
4949
SH
SOLE
4949
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M880
272
6470
SH
SOLE
6470
0
0
LIBERTY MEDIA CORP
COM
531229300
283
7420
SH
SOLE
7420
0
0
LIBERTY TRIPADVISOR HOLDINGS INC
COM
531465102
1459
45900
SH
SOLE
45900
0
0
LIFEPOINT HOSPITALS INC.
COM
53219L109
793
10800
SH
SOLE
10800
0
0
ELI LILLY & CO.
COM
532457108
4165
57332
SH
SOLE
57332
0
0
LINCOLN ELECTRIC HOLDINGS, INC.
COM
533900106
209
3200
SH
SOLE
3200
0
0
LINCOLN NATIONAL CORP.
COM
534187109
3201
55702
SH
SOLE
55702
0
0
LINEAR TECHNOLOGY CORPORATION
COM
535678106
398
8506
SH
SOLE
8506
0
0
LINN ENERGY LLC
COM
536020100
1208
109200
SH
SOLE
109200
0
0
LOCKHEED MARTIN CORPORATION
COM
539830109
3179
15661
SH
SOLE
15661
0
0
LORILLARD INC.
COM
544147101
3750
57381
SH
SOLE
57381
0
0
LOWES COMPANIES, INC.
COM
548661107
8601
115624
SH
SOLE
115624
0
0
M&T BANK CORP.
COM
55261F104
929
7314
SH
SOLE
7314
0
0
MBIA INC.
COM
55262C100
321
34500
SH
SOLE
34500
0
0
MFA FINANCIAL, INC.
REIT
55272X102
1380
175600
SH
SOLE
175600
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
387
18400
SH
SOLE
18400
0
0
M K S INSTRUMENTS, INC.
COM
55306N104
284
8400
SH
SOLE
8400
0
0
MACERICH COMPANY, THE
REIT
554382101
480
5695
SH
SOLE
5695
0
0
MACY'S, INC.
COM
55616P104
4337
66813
SH
SOLE
66813
0
0
MAGELLAN MIDSTREAM PARTNERS
COM
559080106
5094
66400
SH
SOLE
66400
0
0
MARATHON OIL CORPORATION
COM
565849106
474
18140
SH
SOLE
18140
0
0
MARATHON PETROLEUM CORPORATION
COM
56585A102
2798
27325
SH
SOLE
27325
0
0
MARKWEST ENERGY OPERATING CO
COM
570759100
2794
42270
SH
SOLE
42270
0
0
MARRIOTT VACATIONS WORLDWIDE
COM
57164Y107
259
3200
SH
SOLE
3200
0
0
MARSH & MCLENNAN COMPANIES INC.
COM
571748102
1708
30443
SH
SOLE
30443
0
0
MARRIOTT INTERNATIONAL, INC.
COM
571903202
2590
32249
SH
SOLE
32249
0
0
MASCO CORP.
COM
574599106
492
18419
SH
SOLE
18419
0
0
MASTERCARD, INC.
COM
57636Q104
4381
50710
SH
SOLE
50710
0
0
MAXIM INTEGRATED PRODUCTS, INC.
COM
57772K101
686
19700
SH
SOLE
19700
0
0
MCCORMICK & CO. INC.
COM
579780206
203
2634
SH
SOLE
2634
0
0
MCDONALD'S CORPORATION
COM
580135101
1749
17945
SH
SOLE
17945
0
0
MCGRAW-HILL FINANCIAL, INC.
COM
580645109
1285
12427
SH
SOLE
12427
0
0
MCKESSON CORPORATION
COM
58155Q103
4367
19306
SH
SOLE
19306
0
0
MEAD JOHNSON NUTRITION COMPANY
COM
582839106
1170
11636
SH
SOLE
11636
0
0
MEDIFAST INC
COM
58470H101
237
7900
SH
SOLE
7900
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
481
9800
SH
SOLE
9800
0
0
MEDNAX, INC.
COM
58502B106
276
3800
SH
SOLE
3800
0
0
MELCO CROWN ENTERTAINMENT LTD
ADR
585464100
262
12200
SH
SOLE
12200
0
0
MERCK & CO. INC.
COM
58933Y105
8914
155083
SH
SOLE
155083
0
0
MERITOR, INC.
CONV
59001KAC4
25101
16797000
PRN
SOLE
16797000
0
0
METLIFE, INC.
COM
59156R108
5097
100825
SH
SOLE
100825
0
0
METTLER-TOLEDO INTERNATIONAL INC.
COM
592688105
296
900
SH
SOLE
900
0
0
MICHAELS COS INC/THE
COM
59408Q106
490
18100
SH
SOLE
18100
0
0
MICROSOFT CORPORATION
COM
594918104
27479
675896
SH
SOLE
675896
0
0
MICROCHIP TECHNOLOGY INC.
COM
595017104
912
18645
SH
SOLE
18645
0
0
MICRON TECHNOLOGY INC.
COM
595112103
3485
128450
SH
SOLE
128450
0
0
MICRON TECHNOLOGY INC.
CONV
595112AV5
15151
6100000
PRN
SOLE
6100000
0
0
MICRON TECHNOLOGY INC.
CONV
595112AY9
17690
16000000
PRN
SOLE
16000000
0
0
MID-CON ENERGY PARTNERS LP
COM
59560V109
182
32769
SH
SOLE
32769
0
0
MOLSON COORS BREWING COMPANY
COM
60871R209
1007
13525
SH
SOLE
13525
0
0
MONRO MUFFLER BRAKE
COM
610236101
306
4700
SH
SOLE
4700
0
0
MONSANTO CO.
COM
61166W101
2489
22113
SH
SOLE
22113
0
0
MONSTER BEVERAGE CORP
COM
611740101
1841
13300
SH
SOLE
13300
0
0
MOODY'S CORPORATION
COM
615369105
1522
14665
SH
SOLE
14665
0
0
MORGAN STANLEY
COM
617446448
3879
108693
SH
SOLE
108693
0
0
MOSAIC CO., THE
COM
61945C103
1479
32100
SH
SOLE
32100
0
0
MOTORS LIQUIDATION CO GUC TRUS
COM
62010U101
183
10729
SH
SOLE
10729
0
0
MULTI-COLOR CORP.
COM
625383104
215
3100
SH
SOLE
3100
0
0
MURPHY OIL CORP.
COM
626717102
752
16133
SH
SOLE
16133
0
0
MURPHY USA INC.
COM
626755102
12455
172100
SH
SOLE
172100
0
0
MYRIAD GENETICS, INC.
COM
62855J104
304
8600
SH
SOLE
8600
0
0
NRG ENERGY INC.
COM
629377508
2550
101220
SH
SOLE
101220
0
0
NRG YIELD INC
COM
62942X108
228
4500
SH
SOLE
4500
0
0
NABORS INDUSTRIES INC.
CONV
629568AF3
5971
8307373
PRN
SOLE
8307373
0
0
NASDAQ OMX GROUP, INC., THE
COM
631103108
467
9167
SH
SOLE
9167
0
0
NATIONAL FUEL GAS CO.
COM
636180101
311
5148
SH
SOLE
5148
0
0
NATIONAL OILWELL VARCO, INC.
COM
637071101
3570
71413
SH
SOLE
71413
0
0
NATIONAL RETAIL PROPERTIES INC.
REIT
637417106
377
9200
SH
SOLE
9200
0
0
NATIONSTAR MORTGAGE HOLDINGS INC
COM
63861C109
1323
53400
SH
SOLE
53400
0
0
NAVIENT CORPORATION
COM
63938C108
6368
313209
SH
SOLE
313209
0
0
NEENAH ENTERPRISES, INC.
COM
64007R109
2655
154333
SH
SOLE
154333
0
0
NEOGEN CORP
COM
640491106
678
14500
SH
SOLE
14500
0
0
NETAPP INC.
COM
64110D104
2407
67867
SH
SOLE
67867
0
0
NEW MEDIA INVESTMENT GROUP INC.
COM
64704V106
818
34200
SH
SOLE
34200
0
0
NEW YORK COMMUNITY BANCORP, INC
COM
649445103
446
26640
SH
SOLE
26640
0
0
NEW YORK MORTGAGE TRUST INC
REIT
649604501
320
41200
SH
SOLE
41200
0
0
NEWELL RUBBERMAID, INC.
COM
651229106
1048
26821
SH
SOLE
26821
0
0
NEWFIELD EXPLORATION CO.
COM
651290108
811
23100
SH
SOLE
23100
0
0
NEWMARKET CORP.
COM
651587107
287
600
SH
SOLE
600
0
0
NEWMONT MINING CORP.
COM
651639106
451
20754
SH
SOLE
20754
0
0
NEWS CORPORATION
COM
65249B109
911
56896
SH
SOLE
56896
0
0
NEWS CORP
COM
65249B208
3672
231400
SH
SOLE
231400
0
0
NEXTERA ENERGY INC.
COM
65339F101
1339
12868
SH
SOLE
12868
0
0
NIKE, INC.
COM
654106103
3378
33664
SH
SOLE
33664
0
0
NISOURCE, INC.
COM
65473P105
626
14171
SH
SOLE
14171
0
0
NOBLE ENERGY, INC.
COM
655044105
653
13347
SH
SOLE
13347
0
0
NORDSTROM, INC.
COM
655664100
1479
18419
SH
SOLE
18419
0
0
NORFOLK SOUTHERN CORPORATION
COM
655844108
819
7956
SH
SOLE
7956
0
0
NORTHERN OIL AND GAS INC
COM
665531109
179
23275
SH
SOLE
23275
0
0
NORTHERN TIER ENERGY LP
COM
665826103
616
24315
SH
SOLE
24315
0
0
NORTHERN TRUST CORP.
COM
665859104
1757
25220
SH
SOLE
25220
0
0
NORTHROP GRUMMAN CORPORATION
COM
666807102
5487
34090
SH
SOLE
34090
0
0
NOVATION CO INC
REIT
66989V107
4622
19258775
SH
SOLE
19258775
0
0
NOVO NORDISK A/S
ADR
670100205
214
4000
SH
SOLE
4000
0
0
NOW INC/DE
COM
67011P100
1145
52902
SH
SOLE
52902
0
0
NU SKIN ENTERPRISES, INC.
COM
67018T105
291
4830
SH
SOLE
4830
0
0
NUSTAR ENERGY LP
COM
67058H102
1323
21800
SH
SOLE
21800
0
0
NVIDIA CORP.
COM
67066G104
3336
159411
SH
SOLE
159411
0
0
O'REILLY AUTOMOTIVE, INC. NEW
COM
67103H107
2828
13077
SH
SOLE
13077
0
0
OASIS PETROLEUM INC.
COM
674215108
475
33400
SH
SOLE
33400
0
0
OCCIDENTAL PETROLEUM CORP.
COM
674599105
3265
44725
SH
SOLE
44725
0
0
OCWEN FINANCIAL CORP.
COM
675746309
974
118100
SH
SOLE
118100
0
0
OLD DOMINION FREIGHT LINE INC.
COM
679580100
255
3300
SH
SOLE
3300
0
0
OLD REPUBLIC INTERNATIONAL CORP.
COM
680223104
379
25357
SH
SOLE
25357
0
0
OMNICARE, INC.
COM
681904108
493
6400
SH
SOLE
6400
0
0
OMNICOM GROUP INC.
COM
681919106
1290
16545
SH
SOLE
16545
0
0
OMEGA HEALTHCARE INVESTORS, INC.
COM
681936100
418
10300
SH
SOLE
10300
0
0
OMEGA PROTEIN CORP
COM
68210P107
172
12600
SH
SOLE
12600
0
0
OMNIVISION TECHNOLOGIES, INC.
COM
682128103
240
9100
SH
SOLE
9100
0
0
ON SEMICONDUCTOR CORP.
COM
682189105
213
17600
SH
SOLE
17600
0
0
ONEOK PARTNERS LP
COM
68268N103
4171
102125
SH
SOLE
102125
0
0
ORACLE CORP.
COM
68389X105
13715
317845
SH
SOLE
317845
0
0
ORBITAL ATK INC
COM
68557N103
1502
19602
SH
SOLE
19602
0
0
OUTFRONT MEDIA INC
COM
69007J106
4880
163086
SH
SOLE
163086
0
0
OWENS CORNING
COM
690742101
3210
73974
SH
SOLE
73974
0
0
OWENS-ILLINOIS INC.
COM
690768403
1566
67138
SH
SOLE
67138
0
0
PBF ENERGY, INC.
COM
69318G106
699
20600
SH
SOLE
20600
0
0
PDL BIOPHARMA, INC.
COM
69329Y104
75
10700
SH
SOLE
10700
0
0
PG&E CORP.
COM
69331C108
1923
36235
SH
SOLE
36235
0
0
PNC FINANCIAL SERVICES GROUP
COM
693475105
4723
50658
SH
SOLE
50658
0
0
PPG INDUSTRIES, INC.
COM
693506107
1879
8333
SH
SOLE
8333
0
0
PPL CORP.
COM
69351T106
2178
64702
SH
SOLE
64702
0
0
PVH CORP.
COM
693656100
3005
28200
SH
SOLE
28200
0
0
PACCAR INC.
COM
693718108
1563
24756
SH
SOLE
24756
0
0
PACWEST BANCORP
COM
695263103
239
5100
SH
SOLE
5100
0
0
PALL CORP.
COM
696429307
484
4822
SH
SOLE
4822
0
0
PALO ALTO NETWORKS INC
COM
697435105
248
1700
SH
SOLE
1700
0
0
PARKER-HANNIFIN CORP.
COM
701094104
4206
35408
SH
SOLE
35408
0
0
PATTERSON UTI ENERGY INC.
COM
703481101
432
23000
SH
SOLE
23000
0
0
PAYCHEX INC
COM
704326107
981
19777
SH
SOLE
19777
0
0
PEABODY ENERGY CORPORATION
COM
704549104
198
40195
SH
SOLE
40195
0
0
PENNEY (J.C.) CORPORATION INC.
COM
708160106
711
84500
SH
SOLE
84500
0
0
PENSKE AUTO GROUP INC
COM
70959W103
608
11800
SH
SOLE
11800
0
0
PEOPLE'S UNITED FINANCIAL INC
COM
712704105
228
15010
SH
SOLE
15010
0
0
PEP BOYS-MANNY, MOE & JACK
COM
713278109
7446
773998
SH
SOLE
773998
0
0
PEPCO HOLDINGS INC.
COM
713291102
1081
40299
SH
SOLE
40299
0
0
PEPSICO, INC.
COM
713448108
10573
110575
SH
SOLE
110575
0
0
PETROBRAS ARGENTINA SA
ADR
71646J109
120
17500
SH
SOLE
17500
0
0
PHARMACYCLICS INC
COM
716933106
363
1420
SH
SOLE
1420
0
0
PFIZER, INC.
COM
717081103
19259
553586
SH
SOLE
553586
0
0
PHILIP MORRIS INTERNATIONAL INC.
COM
718172109
4196
55702
SH
SOLE
55702
0
0
PHILLIPS 66
COM
718546104
8180
104074
SH
SOLE
104074
0
0
PILGRIM'S PRIDE CORP.
COM
72147K108
3703
163900
SH
SOLE
163900
0
0
PINNACLE WEST CAPITAL CORP.
COM
723484101
617
9682
SH
SOLE
9682
0
0
PINNACLE FOODS INC
COM
72348P104
343
8400
SH
SOLE
8400
0
0
PITNEY BOWES INC.
COM
724479100
5450
233688
SH
SOLE
233688
0
0
PLAINS ALL AMERICAN PIPELINE
COM
726503105
6459
132430
SH
SOLE
132430
0
0
PLY GEM HOLDINGS, INC.
COM
72941W100
669
51436
SH
SOLE
51436
0
0
POLARIS INDUSTRIES, INC.
COM
731068102
882
6250
SH
SOLE
6250
0
0
POOL CORPORATION
COM
73278L105
677
9700
SH
SOLE
9700
0
0
POPULAR INC.
COM
733174700
616
17900
SH
SOLE
17900
0
0
POST HOLDINGS INC.
COM
737446104
2557
54600
SH
SOLE
54600
0
0
POST PROPERTIES INC.
REIT
737464107
569
10000
SH
SOLE
10000
0
0
PRAXAIR INC.
COM
74005P104
449
3720
SH
SOLE
3720
0
0
PRECISION CASTPARTS CORP.
COM
740189105
1053
5015
SH
SOLE
5015
0
0
PREMIER INC
COM
74051N102
1172
31200
SH
SOLE
31200
0
0
T ROWE PRICE GROUP, INC.
COM
74144T108
1821
22492
SH
SOLE
22492
0
0
PRIMERICA INC
COM
74164M108
249
4900
SH
SOLE
4900
0
0
PRINCIPAL FINANCIAL GROUP, INC.
COM
74251V102
2125
41364
SH
SOLE
41364
0
0
PROASSURANCE CORPORATION
COM
74267C106
1125
24500
SH
SOLE
24500
0
0
PROCTER & GAMBLE COMPANY
COM
742718109
12996
158603
SH
SOLE
158603
0
0
PROGRESSIVE CORP., THE
COM
743315103
2773
101948
SH
SOLE
101948
0
0
PROGRESSIVE WASTE SOLUTIONS LTD.
COM
74339G101
351
11960
SH
SOLE
11960
0
0
PROLOGIS
COM
74340W103
1924
44165
SH
SOLE
44165
0
0
PRUDENTIAL FINANCIAL, INC.
COM
744320102
2358
29362
SH
SOLE
29362
0
0
PUBLIC SERVICE ENTERPRISE GROUP INC.
COM
744573106
2278
54333
SH
SOLE
54333
0
0
PUBLIC STORAGE
REIT
74460D109
384
1950
SH
SOLE
1950
0
0
PULTEGROUP, INC.
COM
745867101
535
24047
SH
SOLE
24047
0
0
QEP RESOURCES INC.
COM
74733V100
805
38587
SH
SOLE
38587
0
0
QUALCOM, INC.
COM
747525103
6905
99578
SH
SOLE
99578
0
0
QUALITY DISTRIBUTION INC.
COM
74756M102
3568
345430
SH
SOLE
345430
0
0
QUEST DIAGNOSTICS INC.
COM
74834L100
2155
28044
SH
SOLE
28044
0
0
QUINTILES TRANSNATIONAL HOLDIN
COM
74876Y101
500
7462
SH
SOLE
7462
0
0
R P M INTERNATIONAL, INC.
COM
749685103
1174
24470
SH
SOLE
24470
0
0
RPX CORP
COM
74972G103
219
15200
SH
SOLE
15200
0
0
RANDGOLD RESOURCES LTD
ADR
752344309
516
7447
SH
SOLE
7447
0
0
RAYONIER ADVANCED MATERIALS INC.
COM
75508B104
848
56921
SH
SOLE
56921
0
0
RAYTHEON COMPANY
COM
755111507
1407
12883
SH
SOLE
12883
0
0
REALTY INCOME CORP.
REIT
756109104
454
8800
SH
SOLE
8800
0
0
RED HAT INC.
COM
756577102
1564
20645
SH
SOLE
20645
0
0
REGAL-BELOIT CORPORATION
COM
758750103
215
2687
SH
SOLE
2687
0
0
REGENCY CENTERS CORP.
REIT
758849103
401
5900
SH
SOLE
5900
0
0
REGENERON PHARMACEUTICALS, INC.
COM
75886F107
1350
2990
SH
SOLE
2990
0
0
REGIONS FINANCIAL CORP.
COM
7591EP100
1386
146668
SH
SOLE
146668
0
0
REINSURANCE GROUP OF AMERICA, INC.
COM
759351604
2837
30443
SH
SOLE
30443
0
0
RELIANCE STEEL & ALUMINUM CO.
COM
759509102
1029
16845
SH
SOLE
16845
0
0
RENEWABLE ENERGY GROUP INC
COM
75972A301
146
15800
SH
SOLE
15800
0
0
REPUBLIC SERVICES INC.
COM
760759100
255
6289
SH
SOLE
6289
0
0
RESMED INC.
COM
761152107
424
5900
SH
SOLE
5900
0
0
RESOLUTE FOREST PRODUCTS, INC.
COM
76117W109
646
37466
SH
SOLE
37466
0
0
RESOURCE CAPITAL CORPORATION
COM
76120W302
159
35000
SH
SOLE
35000
0
0
RESTAURANT BRANDS INTERNATIONAL INC
COM
76131D103
410
10668
SH
SOLE
10668
0
0
REX AMERICAN RESOURCES CORP
COM
761624105
268
4400
SH
SOLE
4400
0
0
REYNOLDS AMERICAN INC.
COM
761713106
816
11842
SH
SOLE
11842
0
0
RITE AID CORP.
COM
767754104
647
74500
SH
SOLE
74500
0
0
RIVERBED TECHNOLOGY INC.
COM
768573107
479
22900
SH
SOLE
22900
0
0
ROBERT HALF INTERNATIONAL, INC.
COM
770323103
379
6261
SH
SOLE
6261
0
0
ROCK-TENN CO.
COM
772739207
8434
130760
SH
SOLE
130760
0
0
ROCKWELL AUTOMATION INC.
COM
773903109
917
7909
SH
SOLE
7909
0
0
ROCKWELL COLLINS INC.
COM
774341101
398
4125
SH
SOLE
4125
0
0
ROPER INDUSTRIES, INC.
COM
776696106
1661
9657
SH
SOLE
9657
0
0
ROSS STORES, INC.
COM
778296103
2386
22648
SH
SOLE
22648
0
0
ROVI CORPORATION
COM
779376102
508
27900
SH
SOLE
27900
0
0
ROYAL GOLD, INC.
COM
780287108
246
3900
SH
SOLE
3900
0
0
RYDER SYSTEM INC.
COM
783549108
1099
11586
SH
SOLE
11586
0
0
SBA COMMUNICATIONS CORP.
COM
78388J106
438
3740
SH
SOLE
3740
0
0
SEI INVESTMENTS COMPANY
COM
784117103
569
12900
SH
SOLE
12900
0
0
SL GREEN REALTY CORP.
REIT
78440X101
692
5390
SH
SOLE
5390
0
0
SPX CORP.
COM
784635104
626
7370
SH
SOLE
7370
0
0
STANDARD PARKING CORP.
COM
78469C103
843
38568
SH
SOLE
38568
0
0
SAFEWAY PDC LLC
COM
786CVR209
38
37021
SH
SOLE
37021
0
0
SAFEWAY PDC LLC
COM
786CVR308
2
37021
SH
SOLE
37021
0
0
ST. JUDE MEDICAL INC.
COM
790849103
1140
17429
SH
SOLE
17429
0
0
SALESFORCE.COM INC.
COM
79466L302
445
6664
SH
SOLE
6664
0
0
SANDISK CORP.
COM
80004C101
2193
34463
SH
SOLE
34463
0
0
SANMINA-SCI CORPORATION
COM
801056102
227
9400
SH
SOLE
9400
0
0
SANTANDER CONSUMER USA HOLDINGS INC
COM
80283M101
1083
46800
SH
SOLE
46800
0
0
SCANA CORPORATION
COM
80589M102
1227
22320
SH
SOLE
22320
0
0
HENRY SCHEIN, INC.
COM
806407102
362
2590
SH
SOLE
2590
0
0
SCHLUMBERGER LTD.
COM
806857108
3351
40159
SH
SOLE
40159
0
0
CHARLES SCHWAB CORP.
COM
808513105
799
26234
SH
SOLE
26234
0
0
SCICLONE PHARMACEUTICALS INC
COM
80862K104
157
17700
SH
SOLE
17700
0
0
SCRIPPS NETWORKS INTERACTIVE INC.
COM
811065101
1974
28796
SH
SOLE
28796
0
0
SEACOR HOLDINGS INC.
CONV
81170YAB5
17363
20000000
PRN
SOLE
20000000
0
0
SEALED AIR CORPORATION
COM
81211K100
1034
22700
SH
SOLE
22700
0
0
SEARS HOLDINGS CORP.
COM
812350106
737
17800
SH
SOLE
17800
0
0
SELECT SECTOR SPDR MATERIALS
ETF
81369Y100
210
4300
SH
SOLE
4300
0
0
SELECT SECTOR SPDR HEATH CARE
ETF
81369Y209
1334
18400
SH
SOLE
18400
0
0
SELECT SECTOR SPDR CON STAPLES
ETF
81369Y308
1306
26800
SH
SOLE
26800
0
0
SELECT SECTOR SPDR CON DISCRET
ETF
81369Y407
654
8700
SH
SOLE
8700
0
0
SELECT SECTOR SPDR ENERGY
ETF
81369Y506
512
6600
SH
SOLE
6600
0
0
SELECT SECTOR SPDR FINANCIAL
ETF
81369Y605
1584
65700
SH
SOLE
65700
0
0
SELECT SECTOR SPDR INDUSTRIAL
ETF
81369Y704
982
17600
SH
SOLE
17600
0
0
SELECT SECTOR SPDR TECHNOLOGY
ETF
81369Y803
2134
51500
SH
SOLE
51500
0
0
SELECT SECTOR SPDR UTILITIES
ETF
81369Y886
724
16300
SH
SOLE
16300
0
0
SEMPRA ENERGY
COM
816851109
467
4284
SH
SOLE
4284
0
0
SENIOR HOUSING PROPERTIES TRUST
REIT
81721M109
288
13000
SH
SOLE
13000
0
0
SENSIENT TECHNOLOGIES CORP.
COM
81725T100
207
3000
SH
SOLE
3000
0
0
SERVICE CORP. INTERNATIONAL
COM
817565104
281
10800
SH
SOLE
10800
0
0
SERVICENOW INC
COM
81762P102
205
2600
SH
SOLE
2600
0
0
SEVENTY SEVEN ENERGY INC.
COM
818097107
151
36500
SH
SOLE
36500
0
0
SHERWIN-WILLIAMS COMPANY
COM
824348106
2395
8420
SH
SOLE
8420
0
0
SIGMA-ALDRICH CORP.
COM
826552101
1174
8495
SH
SOLE
8495
0
0
SIGNATURE BANK CORPORATION
COM
82669G104
271
2090
SH
SOLE
2090
0
0
SILVER WHEATON CORPORATION
COM
828336107
677
35570
SH
SOLE
35570
0
0
SIMON PROPERTY GROUP, INC.
REIT
828806109
2318
11848
SH
SOLE
11848
0
0
SKYWEST, INC.
COM
830879102
519
35500
SH
SOLE
35500
0
0
SKYWORKS SOLUTIONS, INC.
COM
83088M102
1435
14600
SH
SOLE
14600
0
0
A.O. SMITH CORPORATION
COM
831865209
663
10100
SH
SOLE
10100
0
0
J.M. SMUCKER CO. (THE)
COM
832696405
5589
48292
SH
SOLE
48292
0
0
SNAP-ON INC.
COM
833034101
1670
11355
SH
SOLE
11355
0
0
SOCIEDAD QUIMICA Y MINERA DE C
ADR
833635105
661
36220
SH
SOLE
36220
0
0
SOLARWINDS INC
COM
83416B109
656
12800
SH
SOLE
12800
0
0
SONOCO PRODUCTS COMPANY
COM
835495102
698
15344
SH
SOLE
15344
0
0
SOUTHERN COMPANY
COM
842587107
2555
57707
SH
SOLE
57707
0
0
SOUTHWEST AIRLINES COMPANY
COM
844741108
4038
91149
SH
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91149
0
0
SOUTHWESTERN ENERGY CO.
COM
845467109
399
17200
SH
SOLE
17200
0
0
SOUTHWESTERN ENERGY COMPANY
CONV
845467208
17631
350000
SH
SOLE
350000
0
0
SPECTRA ENERGY CORP
COM
847560109
457
12635
SH
SOLE
12635
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
3817
73700
SH
SOLE
73700
0
0
SPECTRASCIENCE, INC.
COM
84760E301
5
157715
SH
SOLE
157715
0
0
SPECTRUM BRANDS HOLDINGS, INC.
COM
84763R101
412
4600
SH
SOLE
4600
0
0
SPIRIT AEROSYSTEMS HOLDINGS INC
COM
848574109
1316
25200
SH
SOLE
25200
0
0
SPIRIT AIRLINES, INC.
COM
848577102
472
6100
SH
SOLE
6100
0
0
SPIRIT REALTY CAPITAL INC.
REIT
84860W102
245
20300
SH
SOLE
20300
0
0
SPOK HOLDINGS INC
COM
84863T106
272
14200
SH
SOLE
14200
0
0
STANLEY BLACK & DECKER INC.
COM
854502101
809
8481
SH
SOLE
8481
0
0
STAPLES, INC.
COM
855030102
3266
200548
SH
SOLE
200548
0
0
STARBUCKS CORP.
COM
855244109
2450
25872
SH
SOLE
25872
0
0
STARWOOD PROPERTY TRUST INC.
REIT
85571B105
260
10700
SH
SOLE
10700
0
0
STARZ
COM
85571Q102
6916
200995
SH
SOLE
200995
0
0
STARWOOD HOTELS & RESORTS WORLDWIDE INC.
COM
85590A401
1301
15575
SH
SOLE
15575
0
0
STATE STREET CORP.
COM
857477103
1468
19961
SH
SOLE
19961
0
0
STEEL DYNAMICS INC.
COM
858119100
225
11200
SH
SOLE
11200
0
0
STEIN MART, INC.
COM
858375108
177
14200
SH
SOLE
14200
0
0
STERICYCLE, INC.
COM
858912108
478
3404
SH
SOLE
3404
0
0
STRYKER CORPORATION
COM
863667101
2178
23609
SH
SOLE
23609
0
0
SUBURBAN PROPANE PARTNERS LP
COM
864482104
460
10700
SH
SOLE
10700
0
0
SUNCOR ENERGY, INC.
COM
867224107
515
17619
SH
SOLE
17619
0
0
SUNCO LOGISTICS PARTNERS LP
COM
86764L108
3265
78980
SH
SOLE
78980
0
0
SUNTRUST BANKS, INC.
COM
867914103
2285
55600
SH
SOLE
55600
0
0
SUPERIOR ENERGY SERVICES INC.
COM
868157108
632
28300
SH
SOLE
28300
0
0
SUPREME INDUSTRIES, INC.
COM
868607102
2488
317706
SH
SOLE
317706
0
0
SYMANTEC CORP.
COM
871503108
919
39334
SH
SOLE
39334
0
0
SYNOPSIS, INC.
COM
871607107
213
4600
SH
SOLE
4600
0
0
SYNNEX CORP.
COM
87162W100
471
6100
SH
SOLE
6100
0
0
SYNCHRONY FINANCIAL
COM
87165B103
1305
43000
SH
SOLE
43000
0
0
SYSCO CORP.
COM
871829107
321
8500
SH
SOLE
8500
0
0
TC PIPELINES LP
COM
87233Q108
853
13100
SH
SOLE
13100
0
0
TD AMERITRADE HOLDING CORP.
COM
87236Y108
302
8100
SH
SOLE
8100
0
0
TCP CAPITAL CORP
COM
87238Q103
25686
1603372
SH
SOLE
1603372
0
0
TJX COMPANIES INC.
COM
872540109
5384
76866
SH
SOLE
76866
0
0
T-MOBILE US INC.
COM
872590104
219
6900
SH
SOLE
6900
0
0
TRW AUTOMOTIVE HOLDINGS CORP.
COM
87264S106
450
4290
SH
SOLE
4290
0
0
TAKE-TWO INTERACTIVE SFTWR
COM
874054109
255
10000
SH
SOLE
10000
0
0
TARGA RESOURCES PARTNERS LP
COM
87611X105
7981
192967
SH
SOLE
192967
0
0
TARGET CORPORATION
COM
87612E106
7350
89553
SH
SOLE
89553
0
0
TARGA RESOURCES CORP
COM
87612G101
429
4482
SH
SOLE
4482
0
0
TAUBMAN CENTERS, INC.
REIT
876664103
694
9000
SH
SOLE
9000
0
0
TECH DATA CORPORATION
COM
878237106
913
15800
SH
SOLE
15800
0
0
TELEFLEX, INC.
COM
879369106
566
4681
SH
SOLE
4681
0
0
TERADATA CORPORATION
COM
88076W103
3244
73484
SH
SOLE
73484
0
0
TERADYNE INC
COM
880770102
841
44600
SH
SOLE
44600
0
0
TERRA NITROGEN COMPANY LP
COM
881005201
832
5710
SH
SOLE
5710
0
0
TESORO PETROLEUM CORPORATION
COM
881609101
10679
116983
SH
SOLE
116983
0
0
TEXAS INSTRUMENTS INC.
COM
882508104
3058
53469
SH
SOLE
53469
0
0
TEXAS ROADHOUSE, INC.
COM
882681109
497
13650
SH
SOLE
13650
0
0
TEXTRON, INC.
COM
883203101
1824
41157
SH
SOLE
41157
0
0
THERMO FISHER SCIENTIFIC INC.
COM
883556102
984
7324
SH
SOLE
7324
0
0
CENGAGE LEARNING HOLDINGS II L.P.
COM
884849XX3
2141
95152
SH
SOLE
95152
0
0
THOMSON REUTERS CORP.
COM
884903105
272
6700
SH
SOLE
6700
0
0
3M COMPANY
COM
88579Y101
7074
42887
SH
SOLE
42887
0
0
TIME WARNER INC.
COM
887317303
5041
59700
SH
SOLE
59700
0
0
TIME WARNER CABLE, INC.
COM
88732J207
3084
20574
SH
SOLE
20574
0
0
TIMKEN COMPANY, THE
COM
887389104
3645
86500
SH
SOLE
86500
0
0
TIMKENSTEEL CORP
COM
887399103
6414
242300
SH
SOLE
242300
0
0
TORCHMARK CORPORATION
COM
891027104
1456
26519
SH
SOLE
26519
0
0
TORO CO., THE
COM
891092108
223
3180
SH
SOLE
3180
0
0
TOTAL S A
COM
89151E109
2458
49490
SH
SOLE
49490
0
0
TOTAL SYSTEM SERVICES INC.
COM
891906109
501
13128
SH
SOLE
13128
0
0
TOWNSQUARE MEDIA INC
COM
892231101
332
25839
SH
SOLE
25839
0
0
TRAVELERS COS, INC.
COM
89417E109
4369
40405
SH
SOLE
40405
0
0
TRINITY INDUSTRIES INC.
COM
896522109
2248
63300
SH
SOLE
63300
0
0
TRIUMPH GROUP, INC.
COM
896818101
1553
26000
SH
SOLE
26000
0
0
TRIPADVISOR INC
COM
896945201
264
3180
SH
SOLE
3180
0
0
TUPPERWARE BRANDS CORPORATION
COM
899896104
221
3200
SH
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3200
0
0
NEWS CORPORATION
COM
90130A101
6186
182788
SH
SOLE
182788
0
0
TWO HARBORS INVESTMENT CORP
REIT
90187B101
409
38500
SH
SOLE
38500
0
0
TYSON FOODS, INC.
COM
902494103
3042
79421
SH
SOLE
79421
0
0
UDR INC.
REIT
902653104
286
8400
SH
SOLE
8400
0
0
UGI CORPORATION
COM
902681105
514
15782
SH
SOLE
15782
0
0
US BANCORP
COM
902973304
4939
113099
SH
SOLE
113099
0
0
USANA HEALTH SCIENCES
COM
90328M107
311
2800
SH
SOLE
2800
0
0
USG CORP.
COM
903293405
1351
50587
SH
SOLE
50587
0
0
ULTRAPAR PARTICIPACOES SA
ADR
90400P101
894
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SOLE
44275
0
0
UNION PACIFIC CORPORATION
COM
907818108
14394
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SOLE
132898
0
0
UNITED CONTINENTAL HOLDINGS INC.
COM
910047109
1281
19055
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SOLE
19055
0
0
UNITED PARCEL SERVICE INC.
COM
911312106
2146
22135
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SOLE
22135
0
0
UNITED RENTALS INC.
COM
911363109
3560
39050
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SOLE
39050
0
0
UNITED STATES STEEL CORP.
COM
912909108
1278
52362
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SOLE
52362
0
0
UNITED STATIONERS, INC.
COM
913004107
336
8200
SH
SOLE
8200
0
0
UNITED TECHNOLOGIES CORP.
COM
913017109
2756
23512
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SOLE
23512
0
0
UNITED THERAPEUTICS CORP
COM
91307C102
1019
5910
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5910
0
0
UNITEDHEALTH GROUP, INC.
COM
91324P102
11642
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SOLE
98415
0
0
UNIVERSAL ELECTRONICS INC
COM
913483103
248
4400
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SOLE
4400
0
0
UNIVERSAL HEALTH SERVICES INC.
COM
913903100
593
5040
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SOLE
5040
0
0
UNUM GROUP
COM
91529Y106
1231
36506
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SOLE
36506
0
0
VCA INC.
COM
918194101
570
10400
SH
SOLE
10400
0
0
VF CORP.
COM
918204108
3494
46400
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SOLE
46400
0
0
VSE CORP
COM
918284100
1204
14700
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SOLE
14700
0
0
VOXX INTERNATIONAL CORP
COM
91829F104
119
13000
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SOLE
13000
0
0
VWR CORP
COM
91843L103
3332
128200
SH
SOLE
128200
0
0
VALERO ENERGY CORP.
COM
91913Y100
4226
66421
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SOLE
66421
0
0
VALMONT INDUSTRIES, INC.
COM
920253101
1194
9715
SH
SOLE
9715
0
0
VANGUARD FTSE DEVELOPED MARKETS ETF
ETF
921943858
2981
74840
SH
SOLE
74840
0
0
VANGUARD FTSE EMERGING MARKETS
ETF
922042858
2281
55800
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SOLE
55800
0
0
VANGUARD NATURAL RESOURCES LLC
COM
92205F106
555
39700
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SOLE
39700
0
0
VARIAN MEDICAL SYSTEMS, INC.
COM
92220P105
825
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SH
SOLE
8771
0
0
VECTREN CORPORATION
COM
92240G101
218
4948
SH
SOLE
4948
0
0
VECTRUS, INC.
COM
92242T101
1575
61798
SH
SOLE
61798
0
0
VEEVA SYSTEMS INC
COM
922475108
281
11000
SH
SOLE
11000
0
0
VENTAS INC.
REIT
92276F100
486
6661
SH
SOLE
6661
0
0
VERISIGN INC.
COM
92343E102
517
7720
SH
SOLE
7720
0
0
VERIZON COMMUNICATIONS INC.
COM
92343V104
15114
310787
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SOLE
310787
0
0
VERTEX PHARMACEUTICALS INCORPORATED
COM
92532F100
271
2300
SH
SOLE
2300
0
0
VERTRUE LLC
COM
92534NBB6
0
229752
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229752
0
0
VIACOM, INC.
COM
92553P201
3586
52500
SH
SOLE
52500
0
0
VISA, INC.
COM
92826C839
4068
62192
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62192
0
0
VISHAY INTERTECHNOLOGY, INC.
COM
928298108
603
43600
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SOLE
43600
0
0
VISTA OUTDOOR INC
COM
928377100
1802
42080
SH
SOLE
42080
0
0
VISTEON CORP.
COM
92839U206
202
2100
SH
SOLE
2100
0
0
VMWARE, INC.
COM
928563402
326
3980
SH
SOLE
3980
0
0
VORNADO REALTY TRUST
REIT
929042109
1004
8965
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SOLE
8965
0
0
VOYA FINANCIAL, INC.
COM
929089100
237
5500
SH
SOLE
5500
0
0
W T OFFSHORE INC
COM
92922P106
109
21330
SH
SOLE
21330
0
0
W. P. CAREY INC.
REIT
92936U109
265
3900
SH
SOLE
3900
0
0
WASHINGTON PRIME GROUP INC.
REIT
92939N102
311
18700
SH
SOLE
18700
0
0
WABTEC CORPORATION
COM
929740108
3017
31750
SH
SOLE
31750
0
0
WAL-MART STORES, INC.
COM
931142103
6425
78115
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SOLE
78115
0
0
WALGREEN COMPANY
COM
931427108
4883
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SH
SOLE
57663
0
0
WASTE MANAGEMENT, INC.
COM
94106L109
555
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SH
SOLE
10239
0
0
WATERS CORPORATION
COM
941848103
686
5520
SH
SOLE
5520
0
0
WEINGARTEN REALTY INVESTORS
REIT
948741103
234
6500
SH
SOLE
6500
0
0
WELLPOINT, INC.
CONV
94973VBG1
29332
14200000
PRN
SOLE
14200000
0
0
WELLS FARGO & COMPANY
COM
949746101
15612
286980
SH
SOLE
286980
0
0
WESCO INTERNATIONAL INC.
COM
95082P105
3942
56400
SH
SOLE
56400
0
0
WEST CORPORATION
COM
952355204
273
8100
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SOLE
8100
0
0
WESTAR ENERGY INC.
COM
95709T100
360
9300
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SOLE
9300
0
0
WESTERN DIGITAL CORPORATION
COM
958102105
2721
29903
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SOLE
29903
0
0
WESTERN GAS PARTNERS LP
COM
958254104
2522
38300
SH
SOLE
38300
0
0
WESTERN REFINING, INC.
COM
959319104
766
15500
SH
SOLE
15500
0
0
WESTERN UNION COMPANY, THE
COM
959802109
7673
368715
SH
SOLE
368715
0
0
WESTLAKE CHEMICAL CORPORATION
COM
960413102
3550
49340
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SOLE
49340
0
0
WEYERHAEUSER CO.
REIT
962166104
942
28403
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SOLE
28403
0
0
WHIRLPOOL CORPORATION
COM
963320106
2269
11227
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SOLE
11227
0
0
WHITEHORSE FINANCE INC
COM
96524V106
153
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SOLE
12300
0
0
WHITEWAVE FOODS CO
COM
966244105
9583
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SOLE
216115
0
0
WHITING PETROLEUM CORP.
COM
966387102
232
7500
SH
SOLE
7500
0
0
WILLIAMS COMPANIES INC., THE
COM
969457100
535
10581
SH
SOLE
10581
0
0
WILLIAMS PARTNERS LP
COM
96949L105
4155
84424
SH
SOLE
84424
0
0
WILLIAMS-SONOMA, INC.
COM
969904101
430
5400
SH
SOLE
5400
0
0
WINDSTREAM CORP.
COM
97382A101
2397
323951
SH
SOLE
323951
0
0
WISCONSIN ENERGY CORP.
COM
976657106
737
14882
SH
SOLE
14882
0
0
WORKDAY INC
COM
98138H101
312
3700
SH
SOLE
3700
0
0
WORLD FUEL SERVICES CORP.
COM
981475106
592
10300
SH
SOLE
10300
0
0
WORTHINGTON INDUSTRIES, INC.
COM
981811102
2564
96370
SH
SOLE
96370
0
0
WPX ENERGY, INC.
COM
98212B103
752
68799
SH
SOLE
68799
0
0
WYNDHAM WORLDWIDE CORP.
COM
98310W108
4255
47031
SH
SOLE
47031
0
0
XCEL ENERGY INC.
COM
98389B100
1146
32929
SH
SOLE
32929
0
0
XILINX INC.
COM
983919101
851
20127
SH
SOLE
20127
0
0
XEROX CORPORATION
COM
984121103
3847
299382
SH
SOLE
299382
0
0
XYLEM INC.
COM
98419M100
475
13556
SH
SOLE
13556
0
0
YAHOO! INC.
COM
984332106
2762
62163
SH
SOLE
62163
0
0
YUM! BRANDS INC.
COM
988498101
394
5011
SH
SOLE
5011
0
0
ZEBRA TECHNOLOGIES CORP.
COM
989207105
395
4350
SH
SOLE
4350
0
0
ZIMMER HOLDINGS INC.
COM
98956P102
1954
16629
SH
SOLE
16629
0
0
ZIONS BANCORPORATION
COM
989701107
365
13526
SH
SOLE
13526
0
0
ZOETIS INC.
COM
98978V103
11811
255147
SH
SOLE
255147
0
0
ACTAVIS PLC
COM
G0083B108
8267
27778
SH
SOLE
27778
0
0
ALLEGION PLC
COM
G0176J109
5813
95033
SH
SOLE
95033
0
0
AMDOCS LTD.
COM
G02602103
2660
48900
SH
SOLE
48900
0
0
AON PLC
COM
G0408V102
2687
27952
SH
SOLE
27952
0
0
ARCH CAPITAL GROUP LTD.
COM
G0450A105
320
5200
SH
SOLE
5200
0
0
ASPEN INSURANCE HOLDINGS LTD.
COM
G05384105
808
17100
SH
SOLE
17100
0
0
ASSURED GUARANTY, LTD.
COM
G0585R106
1027
38900
SH
SOLE
38900
0
0
AXIS CAPITAL HOLDINGS LTD.
COM
G0692U109
222
4300
SH
SOLE
4300
0
0
ACCENTURE PLC
COM
G1151C101
4610
49200
SH
SOLE
49200
0
0
BUNGE LTD.
COM
G16962105
2461
29885
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SOLE
29885
0
0
DELPHI AUTOMOTIVE PLC
COM
G27823106
781
9800
SH
SOLE
9800
0
0
EATON CORPORATION PLC
COM
G29183103
1931
28429
SH
SOLE
28429
0
0
ENDURANCE SPECIALTY HOLDINGS LTD.
COM
G30397106
1302
21300
SH
SOLE
21300
0
0
ENDO INTERNATIONAL PLC
COM
G30401106
780
8700
SH
SOLE
8700
0
0
ENSCO PLC
COM
G3157S106
1346
63900
SH
SOLE
63900
0
0
EVEREST RE GROUP LTD.
COM
G3223R108
616
3540
SH
SOLE
3540
0
0
HERBALIFE LTD.
COM
G4412G101
1808
42280
SH
SOLE
42280
0
0
INGERSOLL-RAND PLC
COM
G47791101
1511
22200
SH
SOLE
22200
0
0
INVESCO LTD.
COM
G491BT108
791
19935
SH
SOLE
19935
0
0
KOSMOS ENERGY, LTD.
COM
G5315B107
148
18700
SH
SOLE
18700
0
0
LAZARD LTD.
COM
G54050102
463
8800
SH
SOLE
8800
0
0
MALLINCKRODT PLC
COM
G5785G107
10434
82388
SH
SOLE
82388
0
0
MARVELL TECHNOLOGY GROUP, LTD
COM
G5876H105
184
12500
SH
SOLE
12500
0
0
MEDTRONIC INC.
COM
G5960L103
14242
182617
SH
SOLE
182617
0
0
MONTPELIER RE HOLDINGS LTD
COM
G62185106
446
11600
SH
SOLE
11600
0
0
NABORS INDUSTRIES LTD
COM
G6359F103
3797
278164
SH
SOLE
278164
0
0
NOBLE CORPORATION
COM
G65431101
754
52800
SH
SOLE
52800
0
0
PARTNERRE LTD.
COM
G6852T105
859
7510
SH
SOLE
7510
0
0
RENAISSANCERE HOLDINGS LTD.
COM
G7496G103
624
6255
SH
SOLE
6255
0
0
ROWAN COS. INC.
COM
G7665A101
315
17800
SH
SOLE
17800
0
0
SEAGATE TECHNOLOGY, INC.
COM
G7945M107
2388
45900
SH
SOLE
45900
0
0
VALIDUS HOLDINGS LTD.
COM
G9319H102
1343
31900
SH
SOLE
31900
0
0
VANTAGE DRILLING COMPANY
COM
G93205113
553
1687584
SH
SOLE
1687584
0
0
PERRIGO COMPANY PLC
COM
G97822103
389
2350
SH
SOLE
2350
0
0
XLIT LTD.
COM
G98290102
2154
58535
SH
SOLE
58535
0
0
ACE LTD.
COM
H0023R105
3551
31850
SH
SOLE
31850
0
0
WEATHERFORD INTERNATIONAL PLC
COM
H27013103
1076
87500
SH
SOLE
87500
0
0
GARMIN LTD
COM
H2906T109
746
15700
SH
SOLE
15700
0
0
PENTAIR INC.
COM
H6169Q108
2154
34252
SH
SOLE
34252
0
0
TRANSOCEAN LTD.
COM
H8817H100
1366
93100
SH
SOLE
93100
0
0
TYCO INTERNATIONAL LTD.
COM
H89128104
771
17900
SH
SOLE
17900
0
0
TE CONNECTIVITY LTD.
COM
H8912P106
415
5800
SH
SOLE
5800
0
0
CHECK POINT SOFTWARE TECH
COM
M22465104
262
3200
SH
SOLE
3200
0
0
CORE LABORATORIES N.V.
COM
N22717107
759
7267
SH
SOLE
7267
0
0
LYONDELLBASELL INDUSTRIES NV
COM
N53745100
12427
141536
SH
SOLE
141536
0
0
MYLAN INC.
COM
N59465109
469
7906
SH
SOLE
7906
0
0
NIELSEN N.V.
COM
N63218106
762
17100
SH
SOLE
17100
0
0
QIAGEN N.V.
COM
NL0000249
214
8500
SH
SOLE
8500
0
0
COPA HOLDINGS SA
COM
P31076105
1484
14700
SH
SOLE
14700
0
0
TRONOX LTD
COM
Q9235V101
2033
100000
SH
SOLE
100000
0
0
ROYAL CARIBBEAN CRUISES LTD.
COM
V7780T103
434
5300
SH
SOLE
5300
0
0
AVAGO TECHNOLOGIES LIMITED
COM
Y0486S104
1498
11800
SH
SOLE
11800
0
0
GOLAR LNG PARTNERS LP
COM
Y2745C102
833
30968
SH
SOLE
30968
0
0
OCEAN RIG UDW INC.
COM
Y64354205
2155
327011
SH
SOLE
327011
0
0
SEADRILL PARTNERS LLC
COM
Y7545W109
489
41600
SH
SOLE
41600
0
0
TEEKAY CORP.
COM
Y8564W103
2096
45000
SH
SOLE
45000
0
0
TEEKAY TANKERS LTD
COM
Y8565N102
187
32500
SH
SOLE
32500
0
0