0000009015-15-000011.txt : 20150814
0000009015-15-000011.hdr.sgml : 20150814
20150814114646
ACCESSION NUMBER: 0000009015-15-000011
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150630
FILED AS OF DATE: 20150814
DATE AS OF CHANGE: 20150814
EFFECTIVENESS DATE: 20150814
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: 151053775
BUSINESS ADDRESS:
STREET 1: 470 ATLANTIC AVENUE
STREET 2: 10TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-761-6662
MAIL ADDRESS:
STREET 1: 470 ATLANTIC AVENUE
STREET 2: 10TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: BABSON DAVID L & CO INC
DATE OF NAME CHANGE: 19920929
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0000009015
XXXXXXXX
06-30-2015
06-30-2015
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
08-11-2015
0
974
3307810
false
INFORMATION TABLE
2
informationtable_06302015.xml
ISHARES TRUST
OPT
464287234
310665
8369200
SH
Put
SOLE
8369200
0
0
ISHARES TRUST
OPT
464287465
144136
2225000
SH
Put
SOLE
2225000
0
0
ISHARES TRUST
OPT
464287655
46706
380000
SH
Put
SOLE
380000
0
0
SPDR S&P 500 ETF TRUST
OPT
78462F103
129202
6023400
SH
Put
SOLE
6023400
0
0
ACCO BRANDS CORPORATION
COM
00081T108
502
64600
SH
SOLE
64600
0
0
ADT CORPORATION THE
COM
00101J106
2076
61850
SH
SOLE
61850
0
0
AFLAC INC.
COM
001055102
1935
31117
SH
SOLE
31117
0
0
AGCO CORPORATION
COM
001084102
1334
23498
SH
SOLE
23498
0
0
AGL RESOURCES INC.
COM
001204106
383
8224
SH
SOLE
8224
0
0
AH BELO CORP
COM
001282102
112
20000
SH
SOLE
20000
0
0
AES CORP., THE
COM
00130H105
1908
143864
SH
SOLE
143864
0
0
AK STEEL CORP.
CONV
001546AP5
5699
5625000
PRN
SOLE
5625000
0
0
AMC NETWORKS INC.
COM
00164V103
565
6900
SH
SOLE
6900
0
0
AT&T INC.
COM
00206R102
5760
162169
SH
SOLE
162169
0
0
AARON'S, INC.
COM
002535300
1754
48450
SH
SOLE
48450
0
0
ABBOTT LABORATORIES
COM
002824100
5680
115726
SH
SOLE
115726
0
0
ABBVIE, INC.
COM
00287Y109
10529
156709
SH
SOLE
156709
0
0
ACTIVISION BLIZZARD, INC.
COM
00507V109
787
32500
SH
SOLE
32500
0
0
ACUITY BRANDS INC.
COM
00508Y102
857
4760
SH
SOLE
4760
0
0
ADAMAS PHARMACEUTICALS INC
COM
00548A106
336
12800
SH
SOLE
12800
0
0
ADELPHIA RECOVERY TRUST
COM
00685R409
0
1783299
SH
SOLE
1783299
0
0
ADOBE SYSTEMS INC.
COM
00724F101
1563
19295
SH
SOLE
19295
0
0
ADVANCE AUTO STORES CO., INC.
COM
00751Y106
733
4600
SH
SOLE
4600
0
0
AECOM
COM
00766T100
2822
85306
SH
SOLE
85306
0
0
AETNA, INC.
COM
00817Y108
4882
38305
SH
SOLE
38305
0
0
AFFILIATED MANAGERS GROUP, INC.
COM
008252108
503
2300
SH
SOLE
2300
0
0
AGILENT TECHNOLOGIES INC.
COM
00846U101
800
20736
SH
SOLE
20736
0
0
AGRIUM, INC.
COM
008916108
1641
15485
SH
SOLE
15485
0
0
AIR METHODS CORPORATION
COM
009128307
947
22900
SH
SOLE
22900
0
0
AIRGAS, INC.
COM
009363102
1645
15550
SH
SOLE
15550
0
0
ALASKA AIR GROUP, INC.
COM
011659109
3621
56200
SH
SOLE
56200
0
0
ALCOA, INC.
COM
013817101
942
84517
SH
SOLE
84517
0
0
ALERE INC.
COM
01449J105
380
7200
SH
SOLE
7200
0
0
ALEXION PHARMACEUTICALS, INC.
COM
015351109
513
2840
SH
SOLE
2840
0
0
ALLEGHANY CORP.
COM
017175100
444
947
SH
SOLE
947
0
0
ALLIANCE HOLDINGS GP LP
COM
01861G100
1400
35770
SH
SOLE
35770
0
0
ALLIANCE RESOURCE PARTNERS
COM
01877R108
2380
95364
SH
SOLE
95364
0
0
ALLISON TRANSMISSION HOLDINGS, INC
COM
01973R101
3025
103400
SH
SOLE
103400
0
0
ALLSTATE CORP.
COM
020002101
1950
30060
SH
SOLE
30060
0
0
ALLY FINANCIAL INC.
COM
02005N100
1936
86300
SH
SOLE
86300
0
0
ALTERA CORP.
COM
021441100
424
8283
SH
SOLE
8283
0
0
ALTRIA GROUP INC.
COM
02209S103
9922
202870
SH
SOLE
202870
0
0
AMAZON.COM INC.
COM
023135106
5755
13257
SH
SOLE
13257
0
0
AMEREN CORP.
COM
023608102
387
10280
SH
SOLE
10280
0
0
AMERICAN AIRLINES GROUP INC.
COM
02376R102
1937
48500
SH
SOLE
48500
0
0
AMERICAN CAPITAL AGENCY CORP
REIT
02503X105
231
12600
SH
SOLE
12600
0
0
AMERICAN ELECTRIC POWER CO. INC.
COM
025537101
1889
35658
SH
SOLE
35658
0
0
AMERICAN ENERGY - PERMIA
CONV
02563WAA2
8750
17500000
PRN
SOLE
17500000
0
0
AMERICAN EXPRESS COMPANY
COM
025816109
1550
19937
SH
SOLE
19937
0
0
AMERICAN FINANCIAL GROUP, INC.
COM
025932104
636
9782
SH
SOLE
9782
0
0
AMERICAN INTERNATIONAL GROUP INC.
COM
026874784
6745
109114
SH
SOLE
109114
0
0
AMERICAN REALTY CAPITAL PROPERTIES INC.
REIT
02917T104
227
27900
SH
SOLE
27900
0
0
AMERICAN TOWER CORP.
REIT
03027X100
254
2722
SH
SOLE
2722
0
0
AMERICAN WATER WORKS CO., INC.
COM
030420103
581
11950
SH
SOLE
11950
0
0
AMERISOURCEBERGEN CORP.
COM
03073E105
3775
35497
SH
SOLE
35497
0
0
AMERIPRISE FINANCIAL, INC.
COM
03076C106
1229
9838
SH
SOLE
9838
0
0
AMETEK, INC.
COM
031100100
470
8575
SH
SOLE
8575
0
0
AMGEN INC.
COM
031162100
17144
111676
SH
SOLE
111676
0
0
AMGEN INC.
CONV
031162AE0
23888
30000000
PRN
SOLE
30000000
0
0
AMKOR TECHNOLOGY, INC.
COM
031652100
147
24600
SH
SOLE
24600
0
0
AMPCO-PITTSBURGH CORPORATION
COM
032037103
162
10700
SH
SOLE
10700
0
0
AMSURG CORP.
COM
03232P405
287
4100
SH
SOLE
4100
0
0
AMTECH SYSTEMS INC
COM
032332504
943
90808
SH
SOLE
90808
0
0
AMTRUST FINANCIAL SERVICES, INC.
COM
032359309
2116
32300
SH
SOLE
32300
0
0
ANADARKO PETROLEUM CORP.
COM
032511107
692
8865
SH
SOLE
8865
0
0
ANADARKO PETROLEUM CORP.
CONV
032511404
18133
360000
SH
SOLE
360000
0
0
ANALOG DEVICES INC.
COM
032654105
1193
18593
SH
SOLE
18593
0
0
ANNALY CAPITAL MANAGEMENT, INC.
REIT
035710409
308
33560
SH
SOLE
33560
0
0
ANSYS, INC.
COM
03662Q105
374
4100
SH
SOLE
4100
0
0
ANTERO RESOURCES CORP
COM
03674X106
334
9730
SH
SOLE
9730
0
0
ANTHEM, INC.
COM
036752103
11811
71954
SH
SOLE
71954
0
0
ANTHRACITE CAPITAL, INC.
REIT
037023108
0
10000
SH
SOLE
10000
0
0
ANWORTH MORTGAGE ASSET CORP.
REIT
037347101
106
21400
SH
SOLE
21400
0
0
APACHE CORPORATION
COM
037411105
577
10007
SH
SOLE
10007
0
0
APARTMENT INVESTMENT & MANAGEMENT CO.
REIT
03748R101
851
23049
SH
SOLE
23049
0
0
APOLLO RESIDENTIAL MORTGAGE IN
REIT
03763V102
467
31800
SH
SOLE
31800
0
0
APPLE INC.
COM
037833100
69400
553316
SH
SOLE
553316
0
0
APPLIED MATERIALS INC.
COM
038222105
202
10506
SH
SOLE
10506
0
0
APTARGROUP, INC.
COM
038336103
1439
22571
SH
SOLE
22571
0
0
APPROACH RESOURCES, INC.
COM
03834A103
271
39546
SH
SOLE
39546
0
0
ARCH COAL, INC.
COM
039380100
12
34650
SH
SOLE
34650
0
0
ARCHER DANIELS MIDLAND COMPANY
COM
039483102
5856
121438
SH
SOLE
121438
0
0
ARGAN INC
COM
04010E109
980
24300
SH
SOLE
24300
0
0
ARES CAPITAL CORPORATION
COM
04010L103
4424
268795
SH
SOLE
268795
0
0
ARROW ELECTRONICS, INC.
COM
042735100
1016
18200
SH
SOLE
18200
0
0
MERITOR, INC.
CONV
043353AH4
25734
25000000
PRN
SOLE
25000000
0
0
ASHLAND, INC.
COM
044209104
2804
23005
SH
SOLE
23005
0
0
ASSURANT, INC.
COM
04621X108
667
9948
SH
SOLE
9948
0
0
ATLAS AIR WORLDWIDE HLDG, INC.
COM
049164205
220
4000
SH
SOLE
4000
0
0
ATLAS ENERGY GROUP LLC
COM
04929Q102
1271
254289
SH
SOLE
254289
0
0
ATMOS ENERGY CORP.
COM
049560105
279
5448
SH
SOLE
5448
0
0
AUTODESK, INC.
COM
052769106
367
7334
SH
SOLE
7334
0
0
AUTOMATIC DATA PROCESSING INC.
COM
053015103
3403
42410
SH
SOLE
42410
0
0
AUTONATION INC.
COM
05329W102
990
15719
SH
SOLE
15719
0
0
AUTOZONE, INC.
COM
053332102
1286
1928
SH
SOLE
1928
0
0
AVALONBAY COMMUNITIES, INC.
REIT
053484101
1654
10344
SH
SOLE
10344
0
0
AVERY DENNISON CORP.
COM
053611109
4333
71097
SH
SOLE
71097
0
0
AVNET, INC.
COM
053807103
863
21000
SH
SOLE
21000
0
0
AVON PRODUCTS INC.
COM
054303102
79
12600
SH
SOLE
12600
0
0
AXIALL CORPORATION
COM
05463D100
973
27000
SH
SOLE
27000
0
0
BB&T CORPORATION
COM
054937107
1236
30661
SH
SOLE
30661
0
0
BABSON CAP PARTN INVS TRUST
COM
05616B100
768
62210
SH
SOLE
62210
0
0
BAKER HUGHES INC.
COM
057224107
245
3968
SH
SOLE
3968
0
0
BALL CORPORATION
COM
058498106
1433
20422
SH
SOLE
20422
0
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BANK OF AMERICA CORPORATION
COM
060505104
8620
506479
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BANK OF NEW YORK MELLON CORP.
COM
064058100
5261
125352
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SOLE
125352
0
0
C.R. BARD, INC.
COM
067383109
882
5166
SH
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0
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BARNES GROUP INC.
COM
067806109
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0
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BAXTER INTERNATIONAL INC.
COM
071813109
259
3703
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0
0
BECTON DICKINSON AND COMPANY
COM
075887109
871
6151
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6151
0
0
BED BATH & BEYOND INC.
COM
075896100
1479
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BELDEN, INC.
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BEMIS COMPANY, INC.
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BERKSHIRE HATHAWAY INC.
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BERRY PLASTICS GROUP, INC
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BEST BUY CO. INC.
COM
086516101
3744
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0
B H P BILLITON LTD
ADR
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BIMINI CAPITAL MGMT, INC.
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BIO-RAD LABORATORIES INC.
COM
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BIO-REFERENCE LABS, INC.
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223
5400
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SOLE
5400
0
0
BIOGEN INC
COM
09062X103
3141
7776
SH
SOLE
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0
0
BLACKHAWK NETWORK HOLDINGS INC
COM
09238E104
556
13500
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BLACKROCK, INC.
COM
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H&R BLOCK INC.
COM
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2357
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0
0
BOARDWALK PIPELINE PARTNERS LP
COM
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905
62300
SH
SOLE
62300
0
0
BOEING COMPANY
COM
097023105
8388
60468
SH
SOLE
60468
0
0
BOOZ ALLEN HAMILTON HOLDING CORP
COM
099502106
803
31800
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SOLE
31800
0
0
BOSTON PROPERTIES INC.
REIT
101121101
1371
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SOLE
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0
0
BOSTON SCIENTIFIC CORP.
COM
101137107
799
45125
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BREITBURN ENERGY PARTNERS LP
COM
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3008
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BRIGGS & STRATTON CORPORATION
COM
109043109
2257
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117197
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COM
109641100
357
6200
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SOLE
6200
0
0
BRISTOL-MYERS SQUIBB CO.
COM
110122108
6267
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SOLE
94179
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0
BROADCOM CORPORATION
COM
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5388
0
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COM
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SOLE
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0
BROCADE COMMUNICATIONS SYSTEMS INC.
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1135
95500
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11250
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102
10600
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CBRE GROUP INC.
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CECO ENVIRONMENTAL CORP.
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125141101
177
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CIGNA CORP.
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CME GROUP INC.
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502
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CRA INTERNATIONAL INC
COM
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CSX CORP.
COM
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CVR ENERGY INC.
COM
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CVS HEALTH CORPORATION
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CA, INC.
COM
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0
CABLEVISION SYSTEMS CORPORATION
COM
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SOLE
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0
CALGON CARBON CORPORATION
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CALIFORNIA RESOURCES CORP.
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SOLE
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0
0
CALPINE CORP.
COM
131347304
297
16500
SH
SOLE
16500
0
0
CAMDEN PROPERTY TRUST
REIT
133131102
743
10000
SH
SOLE
10000
0
0
CAMERON INTERNATIONAL CORPORATION
COM
13342B105
2191
41843
SH
SOLE
41843
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0
CANADIAN NATURAL RESOURCES LTD
COM
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CAPITAL ONE FINANCIAL CORP.
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CARDTRONICS INC.
CONV
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8144
8300000
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CARMAX, INC
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CARNIVAL CORP.
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146229109
542
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0
CASEY'S GENERAL STORES INC
COM
147528103
881
9200
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SOLE
9200
0
0
CATAMARAN CORP
COM
148887102
553
9060
SH
SOLE
9060
0
0
CATERPILLAR INC.
COM
149123101
5323
62755
SH
SOLE
62755
0
0
CATO CORP/THE
COM
149205106
419
10800
SH
SOLE
10800
0
0
CELANESE CORPORATION
COM
150870103
2718
37810
SH
SOLE
37810
0
0
CELGENE CORP.
COM
151020104
3133
27074
SH
SOLE
27074
0
0
CENTENE CORPORATION
COM
15135B101
2251
28000
SH
SOLE
28000
0
0
CENGAGE LEARNING HOLDINGS II L.P.
COM
15136X102
2640
95152
SH
SOLE
95152
0
0
CENTERPOINT ENERGY INC.
COM
15189T107
199
10466
SH
SOLE
10466
0
0
CENTRAL GARDEN & PET COMPANY
COM
153527205
124
10900
SH
SOLE
10900
0
0
CENTURYLINK, INC.
COM
156700106
2264
77058
SH
SOLE
77058
0
0
CERNER CORPORATION
COM
156782104
394
5700
SH
SOLE
5700
0
0
CHARLES RIVER LABORATORIES INTERNATIONAL INC.
COM
159864107
1175
16700
SH
SOLE
16700
0
0
CHART INDUSTRIES INC.
CONV
16115QAC4
2839
2938000
PRN
SOLE
2938000
0
0
CHARTER COMMUNICATIONS INC.
COM
16117M305
471
2750
SH
SOLE
2750
0
0
CHASE PACKAGING CORP.
COM
161635107
1
19082
SH
SOLE
19082
0
0
CHESAPEAKE ENERGY CORP.
COM
165167107
866
77488
SH
SOLE
77488
0
0
CHESAPEAKE ENERGY CORPORATION
CONV
165167BZ9
18841
19885000
PRN
SOLE
19885000
0
0
CHESAPEAKE ENERGY CORPORATION
CONV
165167CA3
25058
26000000
PRN
SOLE
26000000
0
0
CHESAPEAKE ENERGY CORPORATION
CONV
165167CB1
1735
2000000
PRN
SOLE
2000000
0
0
CHEVRON CORPORATION
COM
166764100
12833
133026
SH
SOLE
133026
0
0
CHIMERA INVESTMENT CORP
REIT
16934Q208
908
66260
SH
SOLE
66260
0
0
CHOICE HOTELS INTERNATIONAL INC.
COM
169905106
597
11000
SH
SOLE
11000
0
0
CHUBB CORP., THE
COM
171232101
1835
19284
SH
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19284
0
0
CHURCH & DWIGHT COMPANY, INC.
COM
171340102
987
12160
SH
SOLE
12160
0
0
CHURCHILL DOWNS, INC.
COM
171484108
238
1900
SH
SOLE
1900
0
0
CINCINNATI FINANCIAL CORP.
COM
172062101
553
11020
SH
SOLE
11020
0
0
CINEMARK HOLDINGS INC.
COM
17243V102
1378
34300
SH
SOLE
34300
0
0
CIRRUS LOGIC INC
COM
172755100
306
9000
SH
SOLE
9000
0
0
CISCO SYSTEMS INC.
COM
17275R102
14492
527766
SH
SOLE
527766
0
0
CINTAS CORPORATION
COM
172908105
941
11127
SH
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11127
0
0
CITIGROUP INC.
COM
172967424
22937
415232
SH
SOLE
415232
0
0
CITIZENS FINANCIAL GROUP, INC.
COM
174610105
1005
36800
SH
SOLE
36800
0
0
CITRIX SYSTEMS INC.
COM
177376100
1033
14722
SH
SOLE
14722
0
0
CITRIX SYSTEMS, INC.
CONV
177376AD2
31688
30000000
PRN
SOLE
30000000
0
0
CITY NATIONAL CORP.
COM
178566105
214
2368
SH
SOLE
2368
0
0
CLEAN HARBORS INC.
COM
184496107
7276
135400
SH
SOLE
135400
0
0
CLEAN ENERGY FUELS CORP.
COM
184499101
1124
200000
SH
SOLE
200000
0
0
CLIFFS NATURAL RESOURCES, INC.
COM
18683K101
52
12015
SH
SOLE
12015
0
0
CLOROX COMPANY
COM
189054109
2887
27750
SH
SOLE
27750
0
0
CLOUD PEAK ENERGY INC
COM
18911Q102
155
33255
SH
SOLE
33255
0
0
COACH, INC.
COM
189754104
2856
82513
SH
SOLE
82513
0
0
COCA-COLA CO., THE
COM
191216100
10777
274714
SH
SOLE
274714
0
0
COCA-COLA ENTERPRISES, INC.
COM
19122T109
2427
55863
SH
SOLE
55863
0
0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
COM
192446102
1403
22974
SH
SOLE
22974
0
0
COLGATE-PALMOLIVE CO.
COM
194162103
1200
18342
SH
SOLE
18342
0
0
COLUMBUS MCKINNON CORPORATION
COM
199333105
4418
176700
SH
SOLE
176700
0
0
COMCAST CORP.
COM
20030N101
9369
155793
SH
SOLE
155793
0
0
COMCAST CORP.
COM
20030N200
941
15700
SH
SOLE
15700
0
0
COMERICA INC.
COM
200340107
277
5407
SH
SOLE
5407
0
0
COMMERCE BANCSHARES INC.
COM
200525103
230
4915
SH
SOLE
4915
0
0
COMMSCOPE HOLDING COMPANY, INC.
COM
20337X109
763
25000
SH
SOLE
25000
0
0
COMMUNITY HEALTH SYSTEMS, INC.
COM
203668108
548
8700
SH
SOLE
8700
0
0
COMPANIA DE MINAS BUENAVENTURA
ADR
204448104
520
50100
SH
SOLE
50100
0
0
COMPUTER SCIENCES CORP.
COM
205363104
3421
52116
SH
SOLE
52116
0
0
CONAGRA FOODS INC.
COM
205887102
628
14358
SH
SOLE
14358
0
0
CONOCOPHILLIPS
COM
20825C104
6745
109832
SH
SOLE
109832
0
0
CONSOLIDATED COMMUNICATIONS HO
COM
209034107
351
16700
SH
SOLE
16700
0
0
CONSOLIDATED EDISON, INC.
COM
209115104
1195
20651
SH
SOLE
20651
0
0
CONTINENTAL BUILDING PRODUCTS INC
COM
211171103
915
43200
SH
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43200
0
0
CONTINENTAL RESOURCES, INC.
COM
212015101
680
16040
SH
SOLE
16040
0
0
COOPER COMPANIES, INC. (THE)
COM
216648402
246
1380
SH
SOLE
1380
0
0
CORENERGY INFRASTRUCTURE TRUS
REIT
21870U205
99
15600
SH
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15600
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CORELOGIC INC.
COM
21871D103
1568
39500
SH
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39500
0
0
CORNING, INC.
COM
219350105
5196
263341
SH
SOLE
263341
0
0
COSTCO WHOLESALE CORP.
COM
22160K105
4395
32544
SH
SOLE
32544
0
0
COTY INC.
COM
222070203
1902
59500
SH
SOLE
59500
0
0
CREDIT ACCEPTANCE CORP.
COM
225310101
1765
7170
SH
SOLE
7170
0
0
CRESTWOOD EQUITY PARTNERS LP
COM
226344109
691
167300
SH
SOLE
167300
0
0
CRESTWOOD MIDSTREAM PARTNERS L
COM
226378107
475
42400
SH
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42400
0
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CROWN CASTLE INTERNATIONAL CORP.
REIT
22822V101
265
3300
SH
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3300
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CROWN HOLDINGS INC.
COM
228368106
534
10100
SH
SOLE
10100
0
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CUMMINS INC.
COM
231021106
964
7348
SH
SOLE
7348
0
0
DCP MIDSTREAM PARTNERS LP
COM
23311P100
1712
55770
SH
SOLE
55770
0
0
DST SYSTEMS, INC.
COM
233326107
1776
14100
SH
SOLE
14100
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DTE ENERGY COMPANY
COM
233331107
809
10837
SH
SOLE
10837
0
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DSW, INC.
COM
23334L102
1061
31800
SH
SOLE
31800
0
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DTS INC/CA
COM
23335C101
204
6700
SH
SOLE
6700
0
0
DANAHER CORP.
COM
235851102
1553
18148
SH
SOLE
18148
0
0
DARDEN RESTAURANTS INC.
COM
237194105
3478
48927
SH
SOLE
48927
0
0
DAVITA HEALTHCARE PARTNERS INC.
COM
23918K108
376
4736
SH
SOLE
4736
0
0
DEERE & COMPANY
COM
244199105
4846
49931
SH
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49931
0
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DELTA AIR LINES INC.
COM
247361702
3142
76497
SH
SOLE
76497
0
0
DELUXE CORPORATION
COM
248019101
223
3600
SH
SOLE
3600
0
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DENTSPLY INTERNATIONAL INC.
COM
249030107
839
16267
SH
SOLE
16267
0
0
DETOUR GOLD CORPORATION
CONV
250669AA6
6081
6170000
PRN
SOLE
6170000
0
0
DEVON ENERGY CORP.
COM
25179M103
471
7914
SH
SOLE
7914
0
0
DIGITAL REALTY TRUST INC.
REIT
253868103
1054
15800
SH
SOLE
15800
0
0
DIGITALGLOBE INC.
COM
25389M877
2868
103200
SH
SOLE
103200
0
0
DILLARD'S, INC.
COM
254067101
850
8080
SH
SOLE
8080
0
0
DINEEQUITY INC
COM
254423106
218
2200
SH
SOLE
2200
0
0
WALT DISNEY COMPANY, THE
COM
254687106
18103
158604
SH
SOLE
158604
0
0
DISCOVER FINANCIAL SERVICES INC.
COM
254709108
1364
23678
SH
SOLE
23678
0
0
DISCOVERY COMMUNICATIONS INC.
COM
25470F104
269
8100
SH
SOLE
8100
0
0
DISCOVERY COMMUNICATIONS INC.
COM
25470F302
274
8800
SH
SOLE
8800
0
0
DISH NETWORK CORP.
COM
25470M109
2769
40900
SH
SOLE
40900
0
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DIRECTV
COM
25490A309
4539
48914
SH
SOLE
48914
0
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DOLBY LABORATORIES, INC.
COM
25659T107
679
17100
SH
SOLE
17100
0
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DOLLAR GENERAL CORP.
COM
256677105
1399
18000
SH
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18000
0
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DOLLAR TREE, INC.
COM
256746108
1060
13420
SH
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13420
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DOMINION RESOURCES INC.
COM
25746U109
666
9958
SH
SOLE
9958
0
0
DOMINOS PIZZA, INC.
COM
25754A201
582
5130
SH
SOLE
5130
0
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DOMTAR CORP.
COM
257559203
662
16000
SH
SOLE
16000
0
0
DONALDSON CO, INC.
COM
257651109
389
10875
SH
SOLE
10875
0
0
R.R. DONNELLEY & SONS COMPANY
COM
257867101
2722
156188
SH
SOLE
156188
0
0
DORMAN PRODUCTS, INC.
COM
258278100
257
5400
SH
SOLE
5400
0
0
DOUGLAS DYNAMICS INC
COM
25960R105
692
32200
SH
SOLE
32200
0
0
DOVER CORPORATION
COM
260003108
1346
19176
SH
SOLE
19176
0
0
DOW CHEMICAL CO., THE
COM
260543103
4082
79776
SH
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79776
0
0
DR PEPPER SNAPPLE GROUP INC.
COM
26138E109
4550
62414
SH
SOLE
62414
0
0
DRESSER-RAND GROUP, INC.
COM
261608103
2842
33370
SH
SOLE
33370
0
0
DREW INDUSTRIES, INC.
COM
26168L205
1683
29000
SH
SOLE
29000
0
0
E.I. DU PONT DE NEMOURS AND COMPANY
COM
263534109
7734
120931
SH
SOLE
120931
0
0
DUKE REALTY CORPORATION
REIT
264411505
217
11700
SH
SOLE
11700
0
0
DUKE ENERGY CORP.
COM
26441C204
2315
32781
SH
SOLE
32781
0
0
DUN & BRADSTREET CORP., THE
COM
26483E100
1762
14445
SH
SOLE
14445
0
0
DUNKIN' BRANDS GROUP INC
COM
265504100
930
16900
SH
SOLE
16900
0
0
E C C CAPITAL CORP.
REIT
26826M108
54
1200000
SH
SOLE
1200000
0
0
EMC CORP.
COM
268648102
3807
144257
SH
SOLE
144257
0
0
ENI SPA
ADR
26874R108
1448
40700
SH
SOLE
40700
0
0
EQT MIDSTREAM PARTNERS LP
COM
26885B100
1337
16400
SH
SOLE
16400
0
0
E*TRADE FINANCIAL CORP.
COM
269246401
900
30054
SH
SOLE
30054
0
0
EARTHLINK HOLDINGS CORP
COM
27033X101
114
15200
SH
SOLE
15200
0
0
EAST WEST BANCORP, INC.
COM
27579R104
601
13400
SH
SOLE
13400
0
0
EASTMAN CHEMICAL COMPANY
COM
277432100
5649
69036
SH
SOLE
69036
0
0
EBAY, INC.
COM
278642103
7902
131172
SH
SOLE
131172
0
0
EDISON INTERNATIONAL
COM
281020107
1420
25554
SH
SOLE
25554
0
0
EDWARDS LIFESCIENCES CORP.
COM
28176E108
3155
22150
SH
SOLE
22150
0
0
ELECTRONIC ARTS, INC.
COM
285512109
3799
57123
SH
SOLE
57123
0
0
ELECTRONICS FOR IMAGING
COM
286082102
226
5200
SH
SOLE
5200
0
0
EMERGENT BIOSOLUTIONS INC
COM
29089Q105
250
7600
SH
SOLE
7600
0
0
EMERSON ELECTRIC COMPANY
COM
291011104
750
13522
SH
SOLE
13522
0
0
ENABLE MIDSTREAM PARTNERS LP
COM
292480100
1485
92900
SH
SOLE
92900
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0
ENBRIDGE ENERGY PARTNERS
COM
29250R106
6085
182575
SH
SOLE
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0
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ENERGIZER HOLDINGS INC.
COM
29266R108
759
5770
SH
SOLE
5770
0
0
ENERGY TRANSFER PARTNERS
COM
29273R109
9907
189786
SH
SOLE
189786
0
0
ENERGY TRANSFER EQUITY LP
COM
29273V100
6798
105940
SH
SOLE
105940
0
0
ENERSYS
COM
29275Y102
330
4700
SH
SOLE
4700
0
0
ENGILITY HOLDINGS INC
COM
29286C107
450
17900
SH
SOLE
17900
0
0
ENLINK MIDSTREAM PARTNERS LP
COM
29336U107
1514
68900
SH
SOLE
68900
0
0
ENTERCOM COMMUNICATIONS CORP.
COM
293639100
128
11200
SH
SOLE
11200
0
0
ENTERGY CORP
COM
29364G103
2835
40209
SH
SOLE
40209
0
0
ENTERPRISE PRODUCTS PARTNERS L
COM
293792107
8595
287559
SH
SOLE
287559
0
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EQUIFAX, INC.
COM
294429105
3828
39428
SH
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39428
0
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EQUINIX INC.
COM
29444U700
541
2130
SH
SOLE
2130
0
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EQUITY RESIDENTIAL
REIT
29476L107
2144
30557
SH
SOLE
30557
0
0
ESSENDANT INC
COM
296689102
322
8200
SH
SOLE
8200
0
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ESSEX PROPERTY TRUST INC.
REIT
297178105
561
2642
SH
SOLE
2642
0
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ESSEX RENTAL CORPORATION
COM
297187106
154
189350
SH
SOLE
189350
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EVERSOURCE ENERGY
COM
30040W108
425
9364
SH
SOLE
9364
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EXELON CORP.
COM
30161N101
1629
51852
SH
SOLE
51852
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EXPEDIA INC.
COM
30212P303
3329
30440
SH
SOLE
30440
0
0
EXPRESS SCRIPTS HOLDING COMPANY
COM
30219G108
7269
81726
SH
SOLE
81726
0
0
EXTERRAN PARTNERS LP
COM
30225N105
686
30500
SH
SOLE
30500
0
0
EXTRA SPACE STORAGE, INC.
REIT
30225T102
443
6800
SH
SOLE
6800
0
0
EXXONMOBIL CORP.
COM
30231G102
24831
298446
SH
SOLE
298446
0
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FMC TECHNOLOGIES INC.
COM
30249U101
370
8912
SH
SOLE
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FTD COS INC
COM
30281V108
1607
57000
SH
SOLE
57000
0
0
FACEBOOK INC
COM
30303M102
4666
54400
SH
SOLE
54400
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FACTSET RESEARCH SYSTEMS, INC.
COM
303075105
1056
6500
SH
SOLE
6500
0
0
FEDEX CORPORATION
COM
31428X106
2661
15616
SH
SOLE
15616
0
0
F5 NETWORKS, INC.
COM
315616102
3524
29280
SH
SOLE
29280
0
0
FIBRIA CELULOSE SA
ADR
31573A109
562
41300
SH
SOLE
41300
0
0
FIDELITY NATL INFO SVCS, INC.
COM
31620M106
1437
23260
SH
SOLE
23260
0
0
FIDELITY NATIONAL FINANCIAL INC.
COM
31620R303
758
20485
SH
SOLE
20485
0
0
FIESTA RESTAURANT GROUP
COM
31660B101
4031
80618
SH
SOLE
80618
0
0
FIFTH THIRD BANCORP
COM
316773100
3566
171293
SH
SOLE
171293
0
0
FIRST BANCORP/PUERTO RICO
COM
318672706
67
13800
SH
SOLE
13800
0
0
FIRST CITIZENS BANCSHARES, INC
COM
31946M103
203
770
SH
SOLE
770
0
0
FIRST INTERSTATE BANCSYSTEM IN
COM
32055Y201
286
10300
SH
SOLE
10300
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0
FIRST NIAGARA FINANCIAL GROUP, INC.
COM
33582V108
123
13000
SH
SOLE
13000
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FIRST REPUBLIC BANK
COM
33616C100
208
3300
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SOLE
3300
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FIRST SOLAR INC.
COM
336433107
226
4800
SH
SOLE
4800
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FISERV, INC.
COM
337738108
3799
45870
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SOLE
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FIRSTENERGY CORP.
COM
337932107
1134
34850
SH
SOLE
34850
0
0
FLUOR CORP.
COM
343412102
570
10756
SH
SOLE
10756
0
0
FOOT LOCKER, INC.
COM
344849104
2466
36800
SH
SOLE
36800
0
0
FORD MOTOR COMPANY
COM
345370860
5456
363475
SH
SOLE
363475
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0
FORTINET INC
COM
34959E109
1405
34000
SH
SOLE
34000
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FOSSIL, INC.
COM
34988V106
726
10460
SH
SOLE
10460
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FRANKLIN RESOURCES INC.
COM
354613101
1257
25635
SH
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25635
0
0
FREEPORT-MCMORAN INC.
COM
35671D857
1673
89875
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SOLE
89875
0
0
FRONTIER COMMUNICATIONS CORP.
COM
35906A108
473
95545
SH
SOLE
95545
0
0
GATX CORP.
COM
361448103
723
13600
SH
SOLE
13600
0
0
GEO GROUP, INC. (THE)
REIT
36162J106
6444
188638
SH
SOLE
188638
0
0
GSE SYSTEMS INC
COM
36227K106
732
472100
SH
SOLE
472100
0
0
G-III APPAREL GROUP LTD
COM
36237H101
450
6400
SH
SOLE
6400
0
0
GAMESTOP CORP.
COM
36467W109
3858
89812
SH
SOLE
89812
0
0
GANNETT CO., INC.
COM
36473H104
378
26990
SH
SOLE
26990
0
0
GAP INC., THE
COM
364760108
1183
30995
SH
SOLE
30995
0
0
GARTNER, INC.
COM
366651107
335
3900
SH
SOLE
3900
0
0
GENERAL DYNAMICS CORPORATION
COM
369550108
6977
49241
SH
SOLE
49241
0
0
GENERAL ELECTRIC COMPANY
COM
369604103
20323
764901
SH
SOLE
764901
0
0
GENERAL GROWTH PROPERTIES, INC.
REIT
370023103
1243
48446
SH
SOLE
48446
0
0
GENERAL MILLS, INC.
COM
370334104
2408
43216
SH
SOLE
43216
0
0
GENERAL MOTORS COMPANY
COM
37045V100
3556
106700
SH
SOLE
106700
0
0
GENTEX CORPORATION
COM
371901109
188
11420
SH
SOLE
11420
0
0
GENUINE PARTS CO
COM
372460105
561
6270
SH
SOLE
6270
0
0
GEO SPECIALTY CHEMICALS, INC.
COM
37246R106
0
80750
SH
SOLE
80750
0
0
GENWORTH HOLDINGS INC.
COM
37247D106
1253
165553
SH
SOLE
165553
0
0
GEOMET, INC.
COM
37250U201
1
85857
SH
SOLE
85857
0
0
GILEAD SCIENCES, INC.
COM
375558103
23725
202642
SH
SOLE
202642
0
0
GLOBAL PAYMENTS, INC.
COM
37940X102
319
3080
SH
SOLE
3080
0
0
GLOBAL PARTNERS LP/MA
COM
37946R109
1791
55210
SH
SOLE
55210
0
0
GODADDY INC
COM
380237107
409
14500
SH
SOLE
14500
0
0
GOLD FIELDS LTD
ADR
38059T106
95
29340
SH
SOLE
29340
0
0
GOLDMAN SACHS GROUP, INC.
COM
38141G104
8896
42608
SH
SOLE
42608
0
0
GOODYEAR TIRE & RUBBER COMPANY (THE)
COM
382550101
3030
100512
SH
SOLE
100512
0
0
GOOGLE INC.
COM
38259P508
5310
9833
SH
SOLE
9833
0
0
GOOGLE INC.
COM
38259P706
5177
9946
SH
SOLE
9946
0
0
GRAHAM HOLDINGS COMPANY
COM
384637104
214
199
SH
SOLE
199
0
0
GRAPHIC PACKAGING HOLDING CO.
COM
388689101
2069
148500
SH
SOLE
148500
0
0
GREEN PLAINS INC
COM
393222104
256
9300
SH
SOLE
9300
0
0
GREEN PLAINS INC
CONV
393222AD6
7259
5000000
PRN
SOLE
5000000
0
0
GROUP 1 AUTOMOTIVE, INC.
COM
398905109
282
3100
SH
SOLE
3100
0
0
GROUPON INC
COM
399473107
228
45400
SH
SOLE
45400
0
0
HCA HOLDINGS, INC.
COM
40412C101
5833
64300
SH
SOLE
64300
0
0
HCP INC.
REIT
40414L109
241
6611
SH
SOLE
6611
0
0
HD SUPPLY HOLDINGS INC
COM
40416M105
5618
159700
SH
SOLE
159700
0
0
HALLADOR ENERGY CO
COM
40609P105
366
43849
SH
SOLE
43849
0
0
HALYARD HEALTH, INC.
COM
40650V100
5009
123675
SH
SOLE
123675
0
0
HANESBRANDS INC.
COM
410345102
836
25100
SH
SOLE
25100
0
0
HANOVER INSURANCE GROUP INC., THE
COM
410867105
378
5100
SH
SOLE
5100
0
0
HARLEY-DAVIDSON INC.
COM
412822108
5359
95100
SH
SOLE
95100
0
0
HARMAN INTL INDUSTRIES, INC.
COM
413086109
858
7213
SH
SOLE
7213
0
0
HARRIS CORPORATION
COM
413875105
5411
70349
SH
SOLE
70349
0
0
HARTFORD FINANCIAL SERVICES GROUP INC., THE
COM
416515104
2983
71770
SH
SOLE
71770
0
0
HASBRO INC.
COM
418056107
514
6878
SH
SOLE
6878
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
736
31000
SH
SOLE
31000
0
0
HEALTH CARE REIT INC.
REIT
42217K106
1637
24946
SH
SOLE
24946
0
0
HEALTH NET INC/CA
COM
42222G108
1674
26100
SH
SOLE
26100
0
0
HEIDRICK & STRUGGLES INTL
COM
422819102
206
7900
SH
SOLE
7900
0
0
JACK HENRY & ASSOCIATES INC
COM
426281101
233
3600
SH
SOLE
3600
0
0
HERCULES, INC.
CONV
427056BC9
8054
8906
PRN
SOLE
8906
0
0
HERSHEY COMPANY, THE
COM
427866108
263
2966
SH
SOLE
2966
0
0
HESS CORPORATION
COM
42809H107
1684
25179
SH
SOLE
25179
0
0
HEWLETT-PACKARD CO.
COM
428236103
5310
176937
SH
SOLE
176937
0
0
HEXCEL CORP.
COM
428291108
497
10000
SH
SOLE
10000
0
0
HI-CRUSH PARTNERS LP
COM
428337109
644
21000
SH
SOLE
21000
0
0
HILTON WORLDWIDE HOLDINGS INC.
COM
43300A104
424
15400
SH
SOLE
15400
0
0
HOLLYFRONTIER CORP.
COM
436106108
3085
72264
SH
SOLE
72264
0
0
HOLOGIC INC.
COM
436440101
1465
38500
SH
SOLE
38500
0
0
HOME DEPOT, INC.
COM
437076102
17906
161127
SH
SOLE
161127
0
0
HONEYWELL INTERNATIONAL, INC.
COM
438516106
4686
45957
SH
SOLE
45957
0
0
HORMEL FOODS CORP.
COM
440452100
206
3660
SH
SOLE
3660
0
0
HORNBECK OFFSHORE SERVICES INC.
COM
440543106
1754
85451
SH
SOLE
85451
0
0
HORNBECK OFFSHORE SVCS, INC.
CONV
440543AN6
35629
43650000
PRN
SOLE
43650000
0
0
HOSPIRA INC.
COM
441060100
1219
13741
SH
SOLE
13741
0
0
HOST HOTELS & RESORTS, INC.
REIT
44107P104
434
21888
SH
SOLE
21888
0
0
HUMANA, INC.
COM
444859102
2821
14749
SH
SOLE
14749
0
0
HUNTINGTON BANCSHARES, INC.
COM
446150104
1355
119772
SH
SOLE
119772
0
0
HUNTINGTON INGALLS INDUSTRIES INC.
COM
446413106
846
7510
SH
SOLE
7510
0
0
HUNTSMAN CORPORATION
COM
447011107
3119
141320
SH
SOLE
141320
0
0
HYSTER-YALE MATERIALS HANDLING, INC.
COM
449172105
229
3300
SH
SOLE
3300
0
0
ITT CORP.
COM
450911201
3866
92400
SH
SOLE
92400
0
0
ICONIX BRAND GROUP, INC.
COM
451055107
297
11900
SH
SOLE
11900
0
0
IHS INC
COM
451734107
1046
8130
SH
SOLE
8130
0
0
ILLINOIS TOOL WORKS INC.
COM
452308109
3544
38615
SH
SOLE
38615
0
0
ILLUMINA, INC.
COM
452327109
301
1380
SH
SOLE
1380
0
0
INFORMATICA CORPORATION
COM
45666Q102
577
11900
SH
SOLE
11900
0
0
INGLES MARKETS, INC.
COM
457030104
315
6600
SH
SOLE
6600
0
0
INGREDION INCORPORATED
COM
457187102
3956
49571
SH
SOLE
49571
0
0
INSIGHT ENTERPRISE, INC.
COM
45765U103
467
15600
SH
SOLE
15600
0
0
INNOPHOS HOLDINGS, INC.
COM
45774N108
5717
108600
SH
SOLE
108600
0
0
INOVALON HOLDINGS INC
COM
45781D101
444
15900
SH
SOLE
15900
0
0
INTEL CORPORATION
COM
458140100
15865
521634
SH
SOLE
521634
0
0
INTEL CORPORATION
CONV
458140AF7
15365
10100000
PRN
SOLE
10100000
0
0
INTERCONTINENTAL EXCHANGE, INC.
COM
45866F104
1378
6161
SH
SOLE
6161
0
0
INTERNATIONAL BUSINESS MACHINES CORPORATION
COM
459200101
10440
64180
SH
SOLE
64180
0
0
INTERNATIONAL FLAVORS & FRAGRANCES, INC.
COM
459506101
345
3153
SH
SOLE
3153
0
0
INTERNATIONAL PAPER COMPANY
COM
460146103
6257
131469
SH
SOLE
131469
0
0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE)
COM
460690100
1019
52886
SH
SOLE
52886
0
0
INTUIT INC.
COM
461202103
2294
22769
SH
SOLE
22769
0
0
IRIDIUM COMMUNICATIONS INC
COM
46269C102
102
11200
SH
SOLE
11200
0
0
IRON MOUNTAIN INC.
REIT
46284V101
225
7264
SH
SOLE
7264
0
0
ISHARES MSCI
ETF
464286848
314
24500
SH
SOLE
24500
0
0
ISHARES TRUST
ETF
464287465
4662
73430
SH
SOLE
73430
0
0
ISHARES TRUST
ETF
464287655
487
3900
SH
SOLE
3900
0
0
ISHARES TRUST
ETF
464287689
62311
502589
SH
SOLE
502589
0
0
ISHARES MSCI INDIA ETF
ETF
46429B598
200
6600
SH
SOLE
6600
0
0
ISIS PHARMACEUTICALS INC
COM
464330109
270
4700
SH
SOLE
4700
0
0
ISHARES MSCI UNITED KINGDOM ETF
ETF
46434V548
201
11000
SH
SOLE
11000
0
0
ITRON INC.
COM
465741106
4257
123600
SH
SOLE
123600
0
0
JPMORGAN CHASE & CO.
COM
46625H100
21144
312043
SH
SOLE
312043
0
0
JABIL CIRCUIT, INC.
COM
466313103
2740
128700
SH
SOLE
128700
0
0
JACOBS ENGINEERING GROUP, INC.
COM
469814107
262
6444
SH
SOLE
6444
0
0
JAKKS PACIFIC, INC.
COM
47012E106
122
12300
SH
SOLE
12300
0
0
JARDEN CORP.
COM
471109108
661
12775
SH
SOLE
12775
0
0
JARDEN CORP.
CONV
471109AL2
22264
16032000
PRN
SOLE
16032000
0
0
JETBLUE AIRWAYS CORPORATION
COM
477143101
3666
176600
SH
SOLE
176600
0
0
JOHNSON & JOHNSON
COM
478160104
21253
218070
SH
SOLE
218070
0
0
JONES LANG LASALLE INC.
COM
48020Q107
2319
13560
SH
SOLE
13560
0
0
JUNIPER NETWORKS INC.
COM
48203R104
3258
125437
SH
SOLE
125437
0
0
KAR AUCTION SERVICES INC.
COM
48238T109
681
18200
SH
SOLE
18200
0
0
KBR, INC.
COM
48242W106
896
46000
SH
SOLE
46000
0
0
KLA-TENCOR CORP.
COM
482480100
775
13787
SH
SOLE
13787
0
0
KLX INC.
COM
482539103
5290
119880
SH
SOLE
119880
0
0
KELLOGG CO.
COM
487836108
746
11903
SH
SOLE
11903
0
0
KENNAMETAL INC.
COM
489170100
683
20030
SH
SOLE
20030
0
0
KEURIG GREEN MOUNTAIN, INC.
COM
49271M100
207
2700
SH
SOLE
2700
0
0
KEYCORP
COM
493267108
1309
87136
SH
SOLE
87136
0
0
KEYSIGHT TECHNOLOGIES, INC.
COM
49338L103
930
29810
SH
SOLE
29810
0
0
KILROY REALTY CORP.
REIT
49427F108
262
3900
SH
SOLE
3900
0
0
KIMBALL ELECTRONICS INC
COM
49428J109
2266
155329
SH
SOLE
155329
0
0
KIMBERLY-CLARK CORP.
COM
494368103
2269
21414
SH
SOLE
21414
0
0
KIMCO REALTY CORP.
REIT
49446R109
477
21177
SH
SOLE
21177
0
0
KINDER MORGAN INC.
COM
49456B101
779
20298
SH
SOLE
20298
0
0
KNOWLES CORP
COM
49926D109
5805
320700
SH
SOLE
320700
0
0
KOHL'S CORP.
COM
500255104
2610
41691
SH
SOLE
41691
0
0
KRAFT FOODS GROUP INC.
COM
50076Q106
655
7697
SH
SOLE
7697
0
0
KROGER COMPANY
COM
501044101
5164
71223
SH
SOLE
71223
0
0
L BRANDS, INC.
COM
501797104
3309
38600
SH
SOLE
38600
0
0
LRR ENERGY LP
COM
50214A104
2717
362300
SH
SOLE
362300
0
0
L-3 COMMUNICATIONS HOLDINGS INC.
COM
502424104
890
7848
SH
SOLE
7848
0
0
LABORATORY CORPORATION OF AMERICA HOLDINGS
COM
50540R409
789
6510
SH
SOLE
6510
0
0
LAM RESEARCH CORP.
COM
512807108
4134
50822
SH
SOLE
50822
0
0
LAMAR ADVERTISING CO.
COM
512816109
908
15800
SH
SOLE
15800
0
0
LANDS' END INC
COM
51509F105
1266
51000
SH
SOLE
51000
0
0
ESTEE LAUDER COMPANIES, INC.
COM
518439104
1583
18266
SH
SOLE
18266
0
0
LEAR CORPORATION
COM
521865204
1051
9360
SH
SOLE
9360
0
0
LEGGETT & PLATT, INCORPORATED
COM
524660107
1537
31581
SH
SOLE
31581
0
0
LEGG MASON INC.
COM
524901105
1648
31973
SH
SOLE
31973
0
0
MMODAL, INC.
COM
52490FRR7
2846
199700
SH
SOLE
199700
0
0
LEIDOS HOLDINGS, INC.
COM
525327102
2034
50375
SH
SOLE
50375
0
0
LENNAR CORPORATION
COM
526057302
1432
33200
SH
SOLE
33200
0
0
LEUCADIA NATIONAL CORPORATION
COM
527288104
887
36541
SH
SOLE
36541
0
0
LEVEL 3 COMMUNICATIONS INC.
COM
52729N308
613
11640
SH
SOLE
11640
0
0
LEXMARK INTERNATIONAL, INC.
COM
529771107
1804
40805
SH
SOLE
40805
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M104
1102
39700
SH
SOLE
39700
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M880
254
6470
SH
SOLE
6470
0
0
LIFEPOINT HOSPITALS INC.
COM
53219L109
461
5300
SH
SOLE
5300
0
0
ELI LILLY & CO.
COM
532457108
2056
24621
SH
SOLE
24621
0
0
LINCOLN ELECTRIC HOLDINGS, INC.
COM
533900106
2442
40100
SH
SOLE
40100
0
0
LINCOLN NATIONAL CORPORATION
COM
534187109
1889
31902
SH
SOLE
31902
0
0
LINN ENERGY LLC
COM
536020100
1460
163900
SH
SOLE
163900
0
0
LOCKHEED MARTIN CORPORATION
COM
539830109
1669
8976
SH
SOLE
8976
0
0
LOWE'S COMPANIES, INC.
COM
548661107
9491
141724
SH
SOLE
141724
0
0
M&T BANK CORPORATION
COM
55261F104
430
3444
SH
SOLE
3444
0
0
MFA FINANCIAL, INC.
REIT
55272X102
1448
196000
SH
SOLE
196000
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
1212
66400
SH
SOLE
66400
0
0
M K S INSTRUMENTS, INC.
COM
55306N104
372
9800
SH
SOLE
9800
0
0
MSCI INC.
COM
55354G100
1169
19000
SH
SOLE
19000
0
0
MACERICH COMPANY, THE
REIT
554382101
567
7595
SH
SOLE
7595
0
0
MACQUARIE INFRASTRUCTURE CORP
COM
55608B105
454
5500
SH
SOLE
5500
0
0
MACY'S, INC.
COM
55616P104
4076
60413
SH
SOLE
60413
0
0
MAGELLAN MIDSTREAM PARTNERS
COM
559080106
4872
66400
SH
SOLE
66400
0
0
MANTECH INTERNATIONAL CORP
COM
564563104
418
14400
SH
SOLE
14400
0
0
MARATHON OIL CORPORATION
COM
565849106
481
18140
SH
SOLE
18140
0
0
MARATHON PETROLEUM CORPORATION
COM
56585A102
5478
104730
SH
SOLE
104730
0
0
MARKEL CORPORATION
COM
570535104
2152
2688
SH
SOLE
2688
0
0
MARKWEST ENERGY OPERATING CO
COM
570759100
2383
42270
SH
SOLE
42270
0
0
MARRIOTT VACATIONS WORLDWIDE
COM
57164Y107
440
4800
SH
SOLE
4800
0
0
MARSH & MCLENNAN COMPANIES, INC.
COM
571748102
1726
30443
SH
SOLE
30443
0
0
MARRIOTT INTERNATIONAL, INC.
COM
571903202
2801
37649
SH
SOLE
37649
0
0
MASCO CORP.
COM
574599106
2956
110819
SH
SOLE
110819
0
0
MASTERCARD INCORPORATED
COM
57636Q104
4983
53310
SH
SOLE
53310
0
0
MAXIM INTEGRATED PRODUCTS, INC.
COM
57772K101
681
19700
SH
SOLE
19700
0
0
MAXIMUS INC
COM
577933104
204
3100
SH
SOLE
3100
0
0
MCCORMICK & COMPANY, INCORPORATED
COM
579780206
213
2634
SH
SOLE
2634
0
0
MCDONALD'S CORPORATION
COM
580135101
1202
12645
SH
SOLE
12645
0
0
MCGRAW-HILL FINANCIAL, INC.
COM
580645109
1539
15317
SH
SOLE
15317
0
0
MCKESSON CORPORATION
COM
58155Q103
5975
26576
SH
SOLE
26576
0
0
MEAD JOHNSON NUTRITION COMPANY
COM
582839106
662
7336
SH
SOLE
7336
0
0
MEDIFAST INC
COM
58470H101
255
7900
SH
SOLE
7900
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
532
9800
SH
SOLE
9800
0
0
MEDIVATION INC
COM
58501N101
576
5040
SH
SOLE
5040
0
0
MEDNAX, INC.
COM
58502B106
1712
23100
SH
SOLE
23100
0
0
MEMORIAL PRODUCTION PARTNERS L
COM
586048100
481
32400
SH
SOLE
32400
0
0
MERCK & CO., INC.
COM
58933Y105
17767
312083
SH
SOLE
312083
0
0
MERITOR, INC.
CONV
59001KAC4
26144
16547000
PRN
SOLE
16547000
0
0
METLIFE, INC.
COM
59156R108
4733
84525
SH
SOLE
84525
0
0
METTLER-TOLEDO INTERNATIONAL INC.
COM
592688105
693
2030
SH
SOLE
2030
0
0
MICHAELS COMPANIES, INC.
COM
59408Q106
953
35400
SH
SOLE
35400
0
0
MICROSOFT CORP.
COM
594918104
37642
852596
SH
SOLE
852596
0
0
MICROCHIP TECHNOLOGY INC.
COM
595017104
557
11745
SH
SOLE
11745
0
0
MICRON TECHNOLOGY INC.
COM
595112103
2940
156050
SH
SOLE
156050
0
0
MICRON TECHNOLOGY INC.
CONV
595112AV5
10942
6100000
PRN
SOLE
6100000
0
0
MICRON TECHNOLOGY INC.
CONV
595112AX1
6233
3100000
PRN
SOLE
3100000
0
0
MICRON TECHNOLOGY INC.
CONV
595112AY9
14450
16000000
PRN
SOLE
16000000
0
0
MID-CON ENERGY PARTNERS LP
COM
59560V109
164
32769
SH
SOLE
32769
0
0
MIDDLEBY CORP/THE
COM
596278101
1212
10800
SH
SOLE
10800
0
0
MOHAWK INDUSTRIES, INC.
COM
608190104
687
3600
SH
SOLE
3600
0
0
MOLSON COORS BREWING COMPANY
COM
60871R209
888
12725
SH
SOLE
12725
0
0
MONDELEZ INTERNATIONAL, INC.
COM
609207105
3663
89046
SH
SOLE
89046
0
0
MONRO MUFFLER BRAKE
COM
610236101
292
4700
SH
SOLE
4700
0
0
MONSANTO CO.
COM
61166W101
1371
12863
SH
SOLE
12863
0
0
MONSTER BEVERAGE CORP
COM
61174X109
402
3000
SH
SOLE
3000
0
0
MOODY'S CORPORATION
COM
615369105
1934
17915
SH
SOLE
17915
0
0
MORGAN STANLEY
COM
617446448
5876
151493
SH
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151493
0
0
MOSAIC CO., THE
COM
61945C103
1462
31200
SH
SOLE
31200
0
0
MOTOROLA SOLUTIONS INC.
COM
620076307
1225
21371
SH
SOLE
21371
0
0
MURPHY OIL CORP.
COM
626717102
671
16133
SH
SOLE
16133
0
0
MURPHY USA INC.
COM
626755102
9099
163000
SH
SOLE
163000
0
0
NCR CORP.
COM
62886E108
503
16700
SH
SOLE
16700
0
0
NRG ENERGY INC.
COM
629377508
364
15920
SH
SOLE
15920
0
0
NVR INC.
COM
62944T105
308
230
SH
SOLE
230
0
0
NABORS INDUSTRIES INC.
CONV
629568AF3
5971
8307373
PRN
SOLE
8307373
0
0
NASDAQ OMX GROUP, INC., THE
COM
631103108
857
17567
SH
SOLE
17567
0
0
NATIONAL OILWELL VARCO, INC.
COM
637071101
3660
75813
SH
SOLE
75813
0
0
NATIONAL RETAIL PROPERTIES INC.
REIT
637417106
322
9200
SH
SOLE
9200
0
0
NAVIENT CORPORATION
COM
63938C108
5261
288909
SH
SOLE
288909
0
0
NEENAH ENTERPRISES, INC.
COM
64007R109
2577
154333
SH
SOLE
154333
0
0
NEOGEN CORP
COM
640491106
688
14500
SH
SOLE
14500
0
0
NETAPP INC.
COM
64110D104
1722
54567
SH
SOLE
54567
0
0
NETFLIX INC
COM
64110L106
385
586
SH
SOLE
586
0
0
NEW MEDIA INVESTMENT GROUP INC.
COM
64704V106
724
40400
SH
SOLE
40400
0
0
NEW YORK COMMUNITY BANCORP, INC
COM
649445103
490
26640
SH
SOLE
26640
0
0
NEW YORK MORTGAGE TRUST INC
REIT
649604501
327
43700
SH
SOLE
43700
0
0
NEWELL RUBBERMAID, INC.
COM
651229106
864
21021
SH
SOLE
21021
0
0
NEWMARKET CORP.
COM
651587107
266
600
SH
SOLE
600
0
0
NEWMONT MINING CORPORATION
COM
651639106
3402
145654
SH
SOLE
145654
0
0
NEWPORT CORPORATION
COM
651824104
1778
93800
SH
SOLE
93800
0
0
NEWS CORPORATION
COM
65249B109
575
39396
SH
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39396
0
0
NEWS CORP
COM
65249B208
3295
231400
SH
SOLE
231400
0
0
NEXTERA ENERGY INC.
COM
65339F101
1906
19438
SH
SOLE
19438
0
0
NIKE, INC.
COM
654106103
8496
78654
SH
SOLE
78654
0
0
NISOURCE, INC.
COM
65473P105
605
13271
SH
SOLE
13271
0
0
NOBLE ENERGY, INC.
COM
655044105
568
13307
SH
SOLE
13307
0
0
NORDSTROM, INC.
COM
655664100
970
13019
SH
SOLE
13019
0
0
NORFOLK SOUTHERN CORPORATION
COM
655844108
478
5476
SH
SOLE
5476
0
0
NORTHERN OIL AND GAS INC
COM
665531109
158
23275
SH
SOLE
23275
0
0
NORTHERN TIER ENERGY LP
COM
665826103
578
24315
SH
SOLE
24315
0
0
NORTHERN TRUST CORP.
COM
665859104
1928
25220
SH
SOLE
25220
0
0
NORTHROP GRUMMAN CORPORATION
COM
666807102
6599
41600
SH
SOLE
41600
0
0
NORTHSTAR REALTY FINANCE CORP
REIT
66704R704
3120
196200
SH
SOLE
196200
0
0
NOVATION CO INC
REIT
66989V107
6028
19258775
SH
SOLE
19258775
0
0
NOVO NORDISK A/S
ADR
670100205
219
4000
SH
SOLE
4000
0
0
NOW INC/DE
COM
67011P100
283
14202
SH
SOLE
14202
0
0
NU SKIN ENTERPRISES, INC.
COM
67018T105
228
4830
SH
SOLE
4830
0
0
NUANCE COMMUNICATIONS INC.
COM
67020Y100
203
11600
SH
SOLE
11600
0
0
NUSTAR ENERGY LP
COM
67058H102
1905
32100
SH
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32100
0
0
NVIDIA CORP.
COM
67066G104
384
19111
SH
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19111
0
0
O'REILLY AUTOMOTIVE, INC. NEW
COM
67103H107
4912
21737
SH
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21737
0
0
OCCIDENTAL PETROLEUM CORP.
COM
674599105
3261
41925
SH
SOLE
41925
0
0
OFFICE DEPOT INC.
COM
676220106
2685
310100
SH
SOLE
310100
0
0
LUKOIL OAO
ADR
677862104
485
10800
SH
SOLE
10800
0
0
OLD REPUBLIC INTERNATIONAL CORP.
COM
680223104
396
25357
SH
SOLE
25357
0
0
OMNICARE, INC.
COM
681904108
1150
12200
SH
SOLE
12200
0
0
OMNICOM GROUP INC.
COM
681919106
1150
16545
SH
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16545
0
0
OMEGA PROTEIN CORP
COM
68210P107
173
12600
SH
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12600
0
0
OMNIVISION TECHNOLOGIES, INC.
COM
682128103
301
11500
SH
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11500
0
0
ON SEMICONDUCTOR CORP.
COM
682189105
1853
158500
SH
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158500
0
0
ONEOK PARTNERS LP
COM
68268N103
3472
102125
SH
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102125
0
0
OPKO HEALTH INC
COM
68375N103
590
36700
SH
SOLE
36700
0
0
ORACLE CORP.
COM
68389X105
9279
230245
SH
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230245
0
0
ORBITAL ATK INC
COM
68557N103
360
4902
SH
SOLE
4902
0
0
OUTFRONT MEDIA INC
COM
69007J106
4116
163086
SH
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163086
0
0
OWENS CORNING
COM
690742101
3167
76774
SH
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76774
0
0
OWENS-ILLINOIS INC.
COM
690768403
728
31738
SH
SOLE
31738
0
0
PDL BIOPHARMA, INC.
COM
69329Y104
69
10700
SH
SOLE
10700
0
0
PG&E CORP.
COM
69331C108
2005
40835
SH
SOLE
40835
0
0
PNC FINANCIAL SERVICES GROUP, INC.
COM
693475105
2990
31258
SH
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31258
0
0
PPG INDUSTRIES, INC.
COM
693506107
1095
9546
SH
SOLE
9546
0
0
PPL CORP.
COM
69351T106
1532
52002
SH
SOLE
52002
0
0
PVH CORP.
COM
693656100
385
3340
SH
SOLE
3340
0
0
PACCAR INC.
COM
693718108
1580
24756
SH
SOLE
24756
0
0
PACWEST BANCORP
COM
695263103
238
5100
SH
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5100
0
0
PALL CORP.
COM
696429307
1038
8342
SH
SOLE
8342
0
0
PALO ALTO NETWORKS INC
COM
697435105
486
2780
SH
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2780
0
0
PARKER-HANNIFIN CORP.
COM
701094104
1055
9068
SH
SOLE
9068
0
0
PAYCHEX INC
COM
704326107
543
11577
SH
SOLE
11577
0
0
PEABODY ENERGY CORPORATION
COM
704549104
64
29295
SH
SOLE
29295
0
0
PENSKE AUTO GROUP INC
COM
70959W103
1365
26200
SH
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26200
0
0
PEOPLE'S UNITED FINANCIAL INC
COM
712704105
243
15010
SH
SOLE
15010
0
0
PEP BOYS-MANNY, MOE & JACK
COM
713278109
9509
774998
SH
SOLE
774998
0
0
PEPCO HOLDINGS INC.
COM
713291102
673
24999
SH
SOLE
24999
0
0
PEPSICO INC.
COM
713448108
11731
125675
SH
SOLE
125675
0
0
PETROBRAS ARGENTINA SA
ADR
71646J109
117
17500
SH
SOLE
17500
0
0
PFIZER, INC.
COM
717081103
15765
470186
SH
SOLE
470186
0
0
PHILIP MORRIS INTERNATIONAL INC.
COM
718172109
5644
70402
SH
SOLE
70402
0
0
PHILLIPS 66
COM
718546104
9907
122974
SH
SOLE
122974
0
0
PILGRIM'S PRIDE CORP.
COM
72147K108
3211
139800
SH
SOLE
139800
0
0
PINNACLE FOODS INC.
COM
72348P104
556
12200
SH
SOLE
12200
0
0
PITNEY BOWES INC.
COM
724479100
3637
174788
SH
SOLE
174788
0
0
PLAINS ALL AMERICAN PIPELINE
COM
726503105
6153
141230
SH
SOLE
141230
0
0
PLEXUS CORP.
COM
729132100
382
8700
SH
SOLE
8700
0
0
POLARIS INDUSTRIES, INC.
COM
731068102
926
6250
SH
SOLE
6250
0
0
POOL CORPORATION
COM
73278L105
1060
15100
SH
SOLE
15100
0
0
POPULAR INC.
COM
733174700
704
24400
SH
SOLE
24400
0
0
T ROWE PRICE GROUP, INC.
COM
74144T108
800
10292
SH
SOLE
10292
0
0
PRICELINE GROUP, INC.
COM
741503403
530
460
SH
SOLE
460
0
0
PRIMERICA INC
COM
74164M108
224
4900
SH
SOLE
4900
0
0
PRINCIPAL FINANCIAL GROUP, INC.
COM
74251V102
2070
40364
SH
SOLE
40364
0
0
PROASSURANCE CORPORATION
COM
74267C106
213
4600
SH
SOLE
4600
0
0
PROCTER & GAMBLE CO.
COM
742718109
12456
159203
SH
SOLE
159203
0
0
PROGRESSIVE CORPORATION
COM
743315103
1187
42648
SH
SOLE
42648
0
0
PROGRESSIVE WASTE SOLUTIONS LTD.
COM
74339G101
1328
49460
SH
SOLE
49460
0
0
PROLOGIS INC.
COM
74340W103
1635
44065
SH
SOLE
44065
0
0
PRUDENTIAL FINANCIAL, INC.
COM
744320102
2727
31162
SH
SOLE
31162
0
0
PUBLIC SERVICE ENTERPRISE GROUP INC.
COM
744573106
3199
81433
SH
SOLE
81433
0
0
PUBLIC STORAGE
REIT
74460D109
879
4770
SH
SOLE
4770
0
0
PULTEGROUP, INC.
COM
745867101
241
11947
SH
SOLE
11947
0
0
QORVO INC
COM
74736K101
345
4300
SH
SOLE
4300
0
0
QUALCOMM, INC.
COM
747525103
1063
16978
SH
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16978
0
0
QUALITY DISTRIBUTION INC.
COM
74756M102
4032
260802
SH
SOLE
260802
0
0
QUEST DIAGNOSTICS INC.
COM
74834L100
1446
19944
SH
SOLE
19944
0
0
QUINTILES TRANSNATIONAL HOLDIN
COM
74876Y101
542
7462
SH
SOLE
7462
0
0
R P M INTERNATIONAL, INC.
COM
749685103
1198
24470
SH
SOLE
24470
0
0
RPX CORP
COM
74972G103
428
25300
SH
SOLE
25300
0
0
RANDGOLD RESOURCES LTD
ADR
752344309
499
7447
SH
SOLE
7447
0
0
RAYTHEON COMPANY
COM
755111507
2355
24613
SH
SOLE
24613
0
0
RE/MAX HOLDINGS INC
COM
75524W108
376
10600
SH
SOLE
10600
0
0
RED HAT INC.
COM
756577102
1021
13445
SH
SOLE
13445
0
0
REGENCY CENTERS CORP.
REIT
758849103
348
5900
SH
SOLE
5900
0
0
REGENERON PHARMACEUTICALS, INC.
COM
75886F107
678
1330
SH
SOLE
1330
0
0
REGIONS FINANCIAL CORP.
COM
7591EP100
1519
146668
SH
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146668
0
0
REINSURANCE GROUP OF AMERICA, INC.
COM
759351604
355
3743
SH
SOLE
3743
0
0
RELIANCE STEEL & ALUMINUM CO.
COM
759509102
1321
21845
SH
SOLE
21845
0
0
RENEWABLE ENERGY GROUP INC
COM
75972A301
183
15800
SH
SOLE
15800
0
0
REPUBLIC SERVICES INC.
COM
760759100
897
22889
SH
SOLE
22889
0
0
RESMED INC.
COM
761152107
333
5900
SH
SOLE
5900
0
0
RESOLUTE FOREST PRODUCTS, INC.
COM
76117W109
421
37466
SH
SOLE
37466
0
0
RESOURCE CAPITAL CORPORATION
COM
76120W302
135
35000
SH
SOLE
35000
0
0
REX AMERICAN RESOURCES CORP
COM
761624105
235
3700
SH
SOLE
3700
0
0
REYNOLDS AMERICAN INC.
COM
761713106
2409
32269
SH
SOLE
32269
0
0
RITE AID CORPORATION
COM
767754104
1033
123700
SH
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123700
0
0
ROBERT HALF INTERNATIONAL, INC.
COM
770323103
347
6261
SH
SOLE
6261
0
0
ROCK-TENN CO.
COM
772739207
7167
119060
SH
SOLE
119060
0
0
ROCKWELL AUTOMATION INC.
COM
773903109
1396
11199
SH
SOLE
11199
0
0
ROCKWELL COLLINS INC.
COM
774341101
381
4125
SH
SOLE
4125
0
0
ROPER TECHNOLOGIES INC
COM
776696106
3349
19417
SH
SOLE
19417
0
0
ROSS STORES, INC.
COM
778296103
3942
81096
SH
SOLE
81096
0
0
ROVI CORPORATION
COM
779376102
408
25600
SH
SOLE
25600
0
0
RYDER SYSTEM INC.
COM
783549108
969
11086
SH
SOLE
11086
0
0
SEI INVESTMENTS COMPANY
COM
784117103
1314
26800
SH
SOLE
26800
0
0
SLM CORPORATION
COM
78442P106
871
88200
SH
SOLE
88200
0
0
SPX CORP.
COM
784635104
3074
42470
SH
SOLE
42470
0
0
SS&C TECHNOLOGIES HOLDINGS INC
COM
78467J100
738
11800
SH
SOLE
11800
0
0
ST. JUDE MEDICAL INC.
COM
790849103
1047
14329
SH
SOLE
14329
0
0
SALESFORCE.COM INC.
COM
79466L302
2483
35664
SH
SOLE
35664
0
0
SANDISK CORP.
COM
80004C101
1503
25813
SH
SOLE
25813
0
0
SANDISK CORP.
CONV
80004CAF8
19164
19769000
PRN
SOLE
19769000
0
0
SANTANDER CONSUMER USA HOLDINGS INC
COM
80283M101
3265
127700
SH
SOLE
127700
0
0
SCANA CORPORATION
COM
80589M102
1131
22320
SH
SOLE
22320
0
0
HENRY SCHEIN, INC.
COM
806407102
368
2590
SH
SOLE
2590
0
0
SCHLUMBERGER LTD.
COM
806857108
4315
50059
SH
SOLE
50059
0
0
CHARLES SCHWAB CORP.
COM
808513105
857
26234
SH
SOLE
26234
0
0
LEIDOS, INC
COM
808625107
248
4700
SH
SOLE
4700
0
0
SCICLONE PHARMACEUTICALS INC
COM
80862K104
174
17700
SH
SOLE
17700
0
0
SCRIPPS NETWORKS INTERACTIVE INC.
COM
811065101
1457
22296
SH
SOLE
22296
0
0
SEACOR HOLDINGS INC.
CONV
81170YAB5
17800
20000000
PRN
SOLE
20000000
0
0
SEALED AIR CORPORATION
COM
81211K100
4599
89500
SH
SOLE
89500
0
0
SEAWORLD ENTERTAINMENT, INC.
COM
81282V100
1628
88300
SH
SOLE
88300
0
0
SELECT SECTOR SPDR MATERIALS
ETF
81369Y100
213
4400
SH
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4400
0
0
SELECT SECTOR SPDR HEATH CARE
ETF
81369Y209
1376
18500
SH
SOLE
18500
0
0
SELECT SECTOR SPDR CON STAPLES
ETF
81369Y308
1252
26300
SH
SOLE
26300
0
0
SELECT SECTOR SPDR CON DISCRET
ETF
81369Y407
1178
15400
SH
SOLE
15400
0
0
SELECT SECTOR SPDR ENERGY
ETF
81369Y506
646
8600
SH
SOLE
8600
0
0
SELECT SECTOR SPDR FINANCIAL
ETF
81369Y605
1590
65200
SH
SOLE
65200
0
0
SELECT SECTOR SPDR INDUSTRIAL
ETF
81369Y704
978
18100
SH
SOLE
18100
0
0
SELECT SECTOR SPDR TECHNOLOGY
ETF
81369Y803
2650
64000
SH
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64000
0
0
SEMPRA ENERGY
COM
816851109
1009
10194
SH
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10194
0
0
SENSIENT TECHNOLOGIES CORP.
COM
81725T100
205
3000
SH
SOLE
3000
0
0
SERVICE CORP INTERNATIONAL/US
COM
817565104
444
15100
SH
SOLE
15100
0
0
SERVICEMASTER GLOBAL HOLDINGS INC
COM
81761R109
1288
35600
SH
SOLE
35600
0
0
SERVICENOW INC
COM
81762P102
349
4700
SH
SOLE
4700
0
0
SHERWIN-WILLIAMS COMPANY
COM
824348106
2272
8260
SH
SOLE
8260
0
0
SIGMA-ALDRICH CORP.
COM
826552101
1184
8495
SH
SOLE
8495
0
0
SIGNATURE BANK/NEW YORK NY
COM
82669G104
979
6690
SH
SOLE
6690
0
0
SILVER WHEATON CORPORATION
COM
828336107
617
35570
SH
SOLE
35570
0
0
SIMON PROPERTY GROUP, INC.
REIT
828806109
1538
8888
SH
SOLE
8888
0
0
SIRONA DENTAL SYSTEMS INC
COM
82966C103
258
2570
SH
SOLE
2570
0
0
SKYWEST, INC.
COM
830879102
534
35500
SH
SOLE
35500
0
0
SKYWORKS SOLUTIONS, INC.
COM
83088M102
1869
17950
SH
SOLE
17950
0
0
AO SMITH CORP
COM
831865209
2152
29900
SH
SOLE
29900
0
0
J.M. SMUCKER CO. (THE)
COM
832696405
11262
103882
SH
SOLE
103882
0
0
SNAP-ON INC.
COM
833034101
2552
16026
SH
SOLE
16026
0
0
SOCIEDAD QUIMICA Y MINERA DE C
ADR
833635105
913
57020
SH
SOLE
57020
0
0
SOLARWINDS INC
COM
83416B109
590
12800
SH
SOLE
12800
0
0
SONOCO PRODUCTS COMPANY
COM
835495102
658
15344
SH
SOLE
15344
0
0
SOTHEBY'S
COM
835898107
253
5600
SH
SOLE
5600
0
0
SOUTHERN COMPANY
COM
842587107
1023
24407
SH
SOLE
24407
0
0
SOUTH32 LTD
ADR
84473L105
117
17406
SH
SOLE
17406
0
0
SOUTHWEST AIRLINES COMPANY
COM
844741108
2771
83749
SH
SOLE
83749
0
0
SOUTHWESTERN ENERGY COMPANY
CONV
845467208
17402
350000
SH
SOLE
350000
0
0
SPARTANNASH CO
COM
847215100
316
9700
SH
SOLE
9700
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
2987
64800
SH
SOLE
64800
0
0
SPECTRASCIENCE, INC.
COM
84760E301
3
157715
SH
SOLE
157715
0
0
SPECTRUM BRANDS HOLDINGS, INC.
COM
84763R101
2968
29100
SH
SOLE
29100
0
0
SPIRIT AEROSYSTEMS HOLDINGS INC
COM
848574109
3158
57300
SH
SOLE
57300
0
0
SPIRIT REALTY CAPITAL INC.
REIT
84860W102
157
16200
SH
SOLE
16200
0
0
SPLUNK INC
COM
848637104
320
4600
SH
SOLE
4600
0
0
SPOK HOLDINGS INC
COM
84863T106
239
14200
SH
SOLE
14200
0
0
STANCORP FINANCIAL GROUP INC.
COM
852891100
624
8258
SH
SOLE
8258
0
0
STANLEY BLACK & DECKER, INC.
COM
854502101
893
8481
SH
SOLE
8481
0
0
STAPLES INC.
COM
855030102
982
64148
SH
SOLE
64148
0
0
STARBUCKS CORP.
COM
855244109
4452
83044
SH
SOLE
83044
0
0
STARWOOD PROPERTY TRUST INC.
REIT
85571B105
231
10700
SH
SOLE
10700
0
0
STARZ
COM
85571Q102
10500
234800
SH
SOLE
234800
0
0
STARWOOD HOTELS & RESORTS WORLDWIDE INC.
COM
85590A401
1458
17975
SH
SOLE
17975
0
0
STATE STREET CORP.
COM
857477103
2230
28961
SH
SOLE
28961
0
0
STATOIL ASA
ADR
85771P102
1982
110700
SH
SOLE
110700
0
0
STEEL DYNAMICS INC.
COM
858119100
458
22100
SH
SOLE
22100
0
0
STEIN MART, INC.
COM
858375108
149
14200
SH
SOLE
14200
0
0
STERICYCLE, INC.
COM
858912108
550
4104
SH
SOLE
4104
0
0
STRYKER CORPORATION
COM
863667101
2983
31209
SH
SOLE
31209
0
0
SUBSEA 7 SA
ADR
864323100
231
23600
SH
SOLE
23600
0
0
SUNCOR ENERGY INC
COM
867224107
485
17619
SH
SOLE
17619
0
0
SUNOCO LOGISTICS PARTNERS LP
COM
86764L108
3004
78980
SH
SOLE
78980
0
0
SUNTRUST BANKS, INC.
COM
867914103
2319
53900
SH
SOLE
53900
0
0
SUPERIOR ENERGY SERVICES INC.
COM
868157108
250
11900
SH
SOLE
11900
0
0
SUPREME INDUSTRIES, INC.
COM
868607102
2723
317706
SH
SOLE
317706
0
0
SYMANTEC CORP.
COM
871503108
1119
48134
SH
SOLE
48134
0
0
SYMETRA FINANCIAL CORP
COM
87151Q106
201
8300
SH
SOLE
8300
0
0
SYNOPSYS, INC.
COM
871607107
1671
33000
SH
SOLE
33000
0
0
SYNGENTA AG
ADR
87160A100
710
8700
SH
SOLE
8700
0
0
SYNNEX CORP.
COM
87162W100
446
6100
SH
SOLE
6100
0
0
SYNCHRONY FINANCIAL
COM
87165B103
362
11000
SH
SOLE
11000
0
0
SYSCO CORP.
COM
871829107
307
8500
SH
SOLE
8500
0
0
TD AMERITRADE HOLDING CORP.
COM
87236Y108
298
8100
SH
SOLE
8100
0
0
TCP CAPITAL CORP
COM
87238Q103
24516
1603372
SH
SOLE
1603372
0
0
TJX COMPANIES INC.
COM
872540109
4716
71266
SH
SOLE
71266
0
0
T-MOBILE US INC.
COM
872590104
268
6900
SH
SOLE
6900
0
0
TABLEAU SOFTWARE INC
COM
87336U105
994
8620
SH
SOLE
8620
0
0
TAKE-TWO INTERACTIVE SFTWR
COM
874054109
276
10000
SH
SOLE
10000
0
0
TARGA RESOURCES PARTNERS LP
COM
87611X105
3353
86867
SH
SOLE
86867
0
0
TARGET CORP.
COM
87612E106
4559
55853
SH
SOLE
55853
0
0
TECH DATA CORPORATION
COM
878237106
581
10100
SH
SOLE
10100
0
0
TEGNA INC
COM
87901J105
1946
60683
SH
SOLE
60683
0
0
TELEFLEX, INC.
COM
879369106
634
4681
SH
SOLE
4681
0
0
TELEPHONE AND DATA SYSTEMS INC.
COM
879433829
560
19064
SH
SOLE
19064
0
0
TEMPUR SEALY INTERNATIONAL INC.
COM
88023U101
369
5600
SH
SOLE
5600
0
0
TENARIS SA
ADR
88031M109
859
31800
SH
SOLE
31800
0
0
TERADATA CORPORATION
COM
88076W103
2556
69084
SH
SOLE
69084
0
0
TERADYNE INC
COM
880770102
1057
54800
SH
SOLE
54800
0
0
TERRA NITROGEN COMPANY LP
COM
881005201
691
5710
SH
SOLE
5710
0
0
TESORO PETROLEUM CORPORATION
COM
881609101
7688
91083
SH
SOLE
91083
0
0
TEVA PHARMACEUTICAL INDUSTRIES LTD.
ADR
881624209
414
7000
SH
SOLE
7000
0
0
TESSERA TECHNOLOGIES INC
COM
88164L100
342
9000
SH
SOLE
9000
0
0
TEXAS INSTRUMENTS INC.
COM
882508104
1966
38169
SH
SOLE
38169
0
0
TEXAS ROADHOUSE, INC.
COM
882681109
1989
53150
SH
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53150
0
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TEXTRON, INC.
COM
883203101
2694
60357
SH
SOLE
60357
0
0
THERMO FISHER SCIENTIFIC INC.
COM
883556102
3478
26804
SH
SOLE
26804
0
0
THOMSON REUTERS CORP.
COM
884903105
255
6700
SH
SOLE
6700
0
0
THOR INDUSTRIES, INC.
COM
885160101
1103
19600
SH
SOLE
19600
0
0
3M COMPANY
COM
88579Y101
4521
29297
SH
SOLE
29297
0
0
TIME WARNER INC.
COM
887317303
5551
63500
SH
SOLE
63500
0
0
TIME WARNER CABLE INC.
COM
88732J207
1679
9424
SH
SOLE
9424
0
0
TIMKEN COMPANY, THE
COM
887389104
4414
120700
SH
SOLE
120700
0
0
TORCHMARK CORPORATION
COM
891027104
1264
21719
SH
SOLE
21719
0
0
TORO CO., THE
COM
891092108
216
3180
SH
SOLE
3180
0
0
TOTAL S A
COM
89151E109
2433
49490
SH
SOLE
49490
0
0
TOWERS WATSON & CO
COM
891894107
1484
11800
SH
SOLE
11800
0
0
TOTAL SYSTEM SERVICES INC.
COM
891906109
3017
72228
SH
SOLE
72228
0
0
TOWNSQUARE MEDIA INC
COM
892231101
351
25839
SH
SOLE
25839
0
0
TRACTOR SUPPLY COMPANY
COM
892356106
872
9700
SH
SOLE
9700
0
0
TRANSDIGM GROUP INCORPORATED
COM
893641100
279
1240
SH
SOLE
1240
0
0
TRAVELERS COMPANIES, INC., THE
COM
89417E109
2131
22045
SH
SOLE
22045
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TRINITY INDUSTRIES INC.
COM
896522109
307
11600
SH
SOLE
11600
0
0
TRIUMPH GROUP INC.
COM
896818101
297
4500
SH
SOLE
4500
0
0
TUPPERWARE BRANDS CORPORATION
COM
899896104
207
3200
SH
SOLE
3200
0
0
TWENTY-FIRST CENTURY FOX, INC.
COM
90130A101
2421
74388
SH
SOLE
74388
0
0
TWENTY-FIRST CENTURY FOX, INC.
COM
90130A200
348
10800
SH
SOLE
10800
0
0
TWO HARBORS INVESTMENT CORP
REIT
90187B101
1214
124600
SH
SOLE
124600
0
0
TYSON FOODS, INC.
COM
902494103
1416
33221
SH
SOLE
33221
0
0
UDR INC.
REIT
902653104
327
10200
SH
SOLE
10200
0
0
UGI CORPORATION
COM
902681105
912
26482
SH
SOLE
26482
0
0
US BANCORP
COM
902973304
3520
81099
SH
SOLE
81099
0
0
USANA HEALTH SCIENCES
COM
90328M107
383
2800
SH
SOLE
2800
0
0
USG CORP.
COM
903293405
2451
88197
SH
SOLE
88197
0
0
ULTRAPAR PARTICIPACOES SA
ADR
90400P101
1296
61675
SH
SOLE
61675
0
0
UNION PACIFIC CORP.
COM
907818108
6527
68442
SH
SOLE
68442
0
0
UNITED CONTINENTAL HOLDINGS INC.
COM
910047109
1583
29855
SH
SOLE
29855
0
0
UNITED PARCEL SERVICE INC.
COM
911312106
5605
57835
SH
SOLE
57835
0
0
UNITED RENTALS INC.
COM
911363109
8118
92650
SH
SOLE
92650
0
0
UNITED STATES STEEL CORP.
COM
912909108
321
15562
SH
SOLE
15562
0
0
UNITED TECHNOLOGIES CORP.
COM
913017109
6467
58302
SH
SOLE
58302
0
0
UNITED THERAPEUTICS CORP
COM
91307C102
1439
8270
SH
SOLE
8270
0
0
UNITEDHEALTH GROUP INCORPORATED
COM
91324P102
15199
124585
SH
SOLE
124585
0
0
UNIVERSAL ELECTRONICS INC
COM
913483103
219
4400
SH
SOLE
4400
0
0
UNIVERSAL HEALTH SERVICES INC.
COM
913903100
1259
8860
SH
SOLE
8860
0
0
UNUM GROUP
COM
91529Y106
1248
34906
SH
SOLE
34906
0
0
U P M - KYMMENE CORPORATION
ADR
915436109
177
10000
SH
SOLE
10000
0
0
VCA ANTECH INC.
COM
918194101
925
17000
SH
SOLE
17000
0
0
VF CORP.
COM
918204108
649
9300
SH
SOLE
9300
0
0
VSE CORP
COM
918284100
883
16500
SH
SOLE
16500
0
0
VOXX INTERNATIONAL CORP
COM
91829F104
108
13000
SH
SOLE
13000
0
0
VALEANT PHARMACEUTICALS INTERNATIONAL INC.
COM
91911K102
842
3790
SH
SOLE
3790
0
0
VALERO ENERGY CORP.
COM
91913Y100
7163
114421
SH
SOLE
114421
0
0
VANGUARD FTSE DEVELOPED MARKETS ETF
ETF
921943858
2967
74840
SH
SOLE
74840
0
0
VANGUARD FTSE EMERGING MARKETS
ETF
922042858
2281
55800
SH
SOLE
55800
0
0
VANGUARD NATURAL RESOURCES LLC
COM
92205F106
593
39700
SH
SOLE
39700
0
0
VANTIV INC
COM
92210H105
508
13300
SH
SOLE
13300
0
0
VARIAN MEDICAL SYSTEMS, INC.
COM
92220P105
1465
17371
SH
SOLE
17371
0
0
VECTRUS INC
COM
92242T101
345
13888
SH
SOLE
13888
0
0
VEEVA SYSTEMS INC
COM
922475108
308
11000
SH
SOLE
11000
0
0
VENTAS INC.
REIT
92276F100
221
3561
SH
SOLE
3561
0
0
VANGUARD TOTAL STOCK MARKET ETF
ETF
922908769
300
2800
SH
SOLE
2800
0
0
VERIFONE SYSTEMS INC.
COM
92342Y109
815
24000
SH
SOLE
24000
0
0
VERISIGN INC.
COM
92343E102
594
9620
SH
SOLE
9620
0
0
VERIZON COMMUNICATIONS INC.
COM
92343V104
19091
409587
SH
SOLE
409587
0
0
VERISK ANALYTICS, INC.
COM
92345Y106
568
7800
SH
SOLE
7800
0
0
VERTEX PHARMACEUTICALS INCORPORATED
COM
92532F100
284
2300
SH
SOLE
2300
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0
VIASAT, INC.
COM
92552V100
380
6300
SH
SOLE
6300
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VIACOM INC.
COM
92553P201
2973
46000
SH
SOLE
46000
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VISA, INC.
COM
92826C839
6043
89992
SH
SOLE
89992
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VISTA OUTDOOR INC
COM
928377100
2671
59480
SH
SOLE
59480
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VMWARE, INC.
COM
928563402
341
3980
SH
SOLE
3980
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VOYA FINANCIAL INC.
COM
929089100
1129
24300
SH
SOLE
24300
0
0
VULCAN MATERIALS CO.
COM
929160109
265
3163
SH
SOLE
3163
0
0
W T OFFSHORE INC
COM
92922P106
117
21330
SH
SOLE
21330
0
0
WABTEC CORPORATION
COM
929740108
4707
49950
SH
SOLE
49950
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0
WAL-MART STORES INC.
COM
931142103
3694
52075
SH
SOLE
52075
0
0
WALGREENS BOOTS ALLIANCE, INC.
COM
931427108
1390
16463
SH
SOLE
16463
0
0
WASTE MANAGEMENT INC.
COM
94106L109
2472
53339
SH
SOLE
53339
0
0
WATERS CORPORATION
COM
941848103
2962
23070
SH
SOLE
23070
0
0
WATSCO, INC.
COM
942622200
260
2100
SH
SOLE
2100
0
0
WEIGHT WATCHERS INTERNATIONAL
COM
948626106
72
14800
SH
SOLE
14800
0
0
ANTHEM, INC.
CONV
94973VBG1
31160
14200000
PRN
SOLE
14200000
0
0
WELLS FARGO & COMPANY
COM
949746101
19514
346980
SH
SOLE
346980
0
0
WEST CORPORATION
COM
952355204
262
8700
SH
SOLE
8700
0
0
WEST PHARMACEUTICAL SERVICES, INC.
COM
955306105
261
4500
SH
SOLE
4500
0
0
WESTERN DIGITAL CORPORATION
COM
958102105
1819
23193
SH
SOLE
23193
0
0
WESTERN REFINING, INC.
COM
959319104
676
15500
SH
SOLE
15500
0
0
WESTERN UNION COMPANY, THE
COM
959802109
6209
305415
SH
SOLE
305415
0
0
WESTLAKE CHEMICAL CORPORATION
COM
960413102
4962
72340
SH
SOLE
72340
0
0
WEX INC.
COM
96208T104
373
3270
SH
SOLE
3270
0
0
WHIRLPOOL CORPORATION
COM
963320106
3357
19397
SH
SOLE
19397
0
0
WHITEHORSE FINANCE INC
COM
96524V106
156
12300
SH
SOLE
12300
0
0
WHITEWAVE FOODS CO
COM
966244105
11791
241215
SH
SOLE
241215
0
0
WILLIAMS COMPANIES INC., THE
COM
969457100
360
6281
SH
SOLE
6281
0
0
WILLIAMS PARTNERS LP
COM
96949L105
4641
95824
SH
SOLE
95824
0
0
WILLIAMS-SONOMA, INC.
COM
969904101
444
5400
SH
SOLE
5400
0
0
WORKDAY INC
COM
98138H101
283
3700
SH
SOLE
3700
0
0
WORLD FUEL SERVICES CORP.
COM
981475106
456
9500
SH
SOLE
9500
0
0
WORTHINGTON INDUSTRIES, INC.
COM
981811102
2897
96370
SH
SOLE
96370
0
0
WPX ENERGY, INC.
COM
98212B103
767
62499
SH
SOLE
62499
0
0
WYNDHAM WORLDWIDE CORP.
COM
98310W108
4327
52831
SH
SOLE
52831
0
0
XCEL ENERGY INC.
COM
98389B100
596
18529
SH
SOLE
18529
0
0
XILINX INC.
COM
983919101
1030
23327
SH
SOLE
23327
0
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XEROX CORP.
COM
984121103
938
88182
SH
SOLE
88182
0
0
XYLEM INC.
COM
98419M100
221
5956
SH
SOLE
5956
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YAHOO! INC.
COM
984332106
1994
50763
SH
SOLE
50763
0
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YUM! BRANDS INC.
COM
988498101
451
5011
SH
SOLE
5011
0
0
ZEBRA TECHNOLOGIES CORP.
COM
989207105
483
4350
SH
SOLE
4350
0
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ZIMMER HOLDINGS INC.
COM
98956P102
1816
16629
SH
SOLE
16629
0
0
ZIONS BANCORPORATION
COM
989701107
223
7026
SH
SOLE
7026
0
0
ZOETIS INC.
COM
98978V103
14102
292447
SH
SOLE
292447
0
0
ZYNGA INC
COM
98986T108
382
133700
SH
SOLE
133700
0
0
MYLAN NV
COM
BC0021341
530
7806
SH
SOLE
7806
0
0
AXALTA COATING SYSTEMS LTD.
COM
BC0023397
265
8000
SH
SOLE
8000
0
0
ALLERGAN PLC
COM
EP0481507
15117
14500
SH
SOLE
14500
0
0
ALLERGAN PLC
COM
G0083B108
492
1620
SH
SOLE
1620
0
0
ALLERGAN PLC
CONV
G0083B116
15117
14500
SH
SOLE
14500
0
0
AIRCASTLE LTD
COM
G0129K104
236
10400
SH
SOLE
10400
0
0
ALLEGION PLC
COM
G0176J109
6623
110133
SH
SOLE
110133
0
0
ALLERGAN PLC
COM
G0177J108
7361
24258
SH
SOLE
24258
0
0
AMDOCS LTD.
COM
G02602103
2533
46400
SH
SOLE
46400
0
0
AON PLC
COM
G0408V102
2305
23121
SH
SOLE
23121
0
0
ARCH CAPITAL GROUP LTD.
COM
G0450A105
348
5200
SH
SOLE
5200
0
0
ASPEN INSURANCE HOLDINGS LTD.
COM
G05384105
819
17100
SH
SOLE
17100
0
0
ASSURED GUARANTY, LTD.
COM
G0585R106
933
38900
SH
SOLE
38900
0
0
AXIS CAPITAL HOLDINGS LTD.
COM
G0692U109
1003
18800
SH
SOLE
18800
0
0
ACCENTURE PLC
COM
G1151C101
5613
58000
SH
SOLE
58000
0
0
BUNGE LTD.
COM
G16962105
2870
32685
SH
SOLE
32685
0
0
DELPHI AUTOMOTIVE PLC
COM
G27823106
1727
20300
SH
SOLE
20300
0
0
EATON CORPORATION PLC
COM
G29183103
643
9529
SH
SOLE
9529
0
0
ENDURANCE SPECIALTY HOLDINGS LTD.
COM
G30397106
1156
17600
SH
SOLE
17600
0
0
ENDO INTERNATIONAL PLC
COM
G30401106
1067
13400
SH
SOLE
13400
0
0
ENSCO PLC
COM
G3157S106
2189
98300
SH
SOLE
98300
0
0
EVEREST RE GROUP LTD.
COM
G3223R108
1132
6220
SH
SOLE
6220
0
0
GENPACT LIMITED
COM
G3922B107
305
14300
SH
SOLE
14300
0
0
HERBALIFE LTD.
COM
G4412G101
1927
34980
SH
SOLE
34980
0
0
INGERSOLL-RAND PLC
COM
G47791101
1773
26300
SH
SOLE
26300
0
0
INVESCO LTD.
COM
G491BT108
1130
30135
SH
SOLE
30135
0
0
JAZZ PHARMACEUTICALS, INC
COM
G50871105
296
1680
SH
SOLE
1680
0
0
LAZARD LTD.
COM
G54050102
495
8800
SH
SOLE
8800
0
0
MALLINCKRODT PLC
COM
G5785G107
13292
112908
SH
SOLE
112908
0
0
MARVELL TECHNOLOGY GROUP, LTD
COM
G5876H105
165
12500
SH
SOLE
12500
0
0
MEDTRONIC PLC
COM
G5960L103
8967
121017
SH
SOLE
121017
0
0
MONTPELIER RE HOLDINGS LTD
COM
G62185106
458
11600
SH
SOLE
11600
0
0
NABORS INDUSTRIES LTD
COM
G6359F103
978
67800
SH
SOLE
67800
0
0
NOBLE CORPORATION
COM
G65431101
2041
132600
SH
SOLE
132600
0
0
NORWEGIAN CRUISE LINE HOLDINGS LTD.
COM
G66721104
471
8400
SH
SOLE
8400
0
0
PARTNERRE LTD.
COM
G6852T105
1321
10280
SH
SOLE
10280
0
0
RENAISSANCERE HOLDINGS LTD.
COM
G7496G103
599
5900
SH
SOLE
5900
0
0
ROWAN COS. INC.
COM
G7665A101
424
20100
SH
SOLE
20100
0
0
SEADRILL LTD.
COM
G7945E105
908
87800
SH
SOLE
87800
0
0
SEAGATE TECHNOLOGY PLC
COM
G7945M107
2081
43800
SH
SOLE
43800
0
0
VALIDUS HOLDINGS LTD.
COM
G9319H102
1166
26500
SH
SOLE
26500
0
0
VANTAGE DRILLING COMPANY
COM
G93205113
239
1265690
SH
SOLE
1265690
0
0
PERRIGO COMPANY PLC
COM
G97822103
872
4720
SH
SOLE
4720
0
0
XL GROUP PLC
COM
G98290102
1404
37735
SH
SOLE
37735
0
0
ACE LIMITED
COM
H0023R105
2661
26170
SH
SOLE
26170
0
0
ALLIED WORLD ASSURANCE COMPANY HOLDINGS, AG
COM
H01531104
858
19860
SH
SOLE
19860
0
0
WEATHERFORD INTERNATIONAL PLC
COM
H27013103
1074
87500
SH
SOLE
87500
0
0
GARMIN LTD
COM
H2906T109
233
5300
SH
SOLE
5300
0
0
PENTAIR PLC
COM
H6169Q108
450
6552
SH
SOLE
6552
0
0
TRANSOCEAN LTD.
COM
H8817H100
1501
93100
SH
SOLE
93100
0
0
TE CONNECTIVITY LTD.
COM
H8912P106
373
5800
SH
SOLE
5800
0
0
TYCO INTERNATIONAL (US) INC.
COM
IE00BQRQ6
689
17900
SH
SOLE
17900
0
0
CHECK POINT SOFTWARE TECHNOLOGIES LTD
COM
M22465104
366
4600
SH
SOLE
4600
0
0
CORE LABORATORIES N.V.
COM
N22717107
829
7267
SH
SOLE
7267
0
0
LYONDELLBASELL INDUSTRIES NV
COM
N53745100
12532
121056
SH
SOLE
121056
0
0
MYLAN INC
COM
N59465109
536
7900
SH
SOLE
7900
0
0
QIAGEN N.V.
COM
N72482107
211
8500
SH
SOLE
8500
0
0
TRONOX LTD
COM
Q9235V101
1463
100000
SH
SOLE
100000
0
0
ROYAL CARIBBEAN CRUISES LTD.
COM
V7780T103
417
5300
SH
SOLE
5300
0
0
AVAGO TECHNOLOGIES LTD
COM
Y0486S104
2802
21080
SH
SOLE
21080
0
0
GOLAR LNG PARTNERS LP
COM
Y2745C102
468
18968
SH
SOLE
18968
0
0
OCEAN RIG UDW INC.
COM
Y64354205
2139
417011
SH
SOLE
417011
0
0
SEADRILL PARTNERS LLC
COM
Y7545W109
513
41600
SH
SOLE
41600
0
0
TEEKAY CORP.
COM
Y8564W103
499
11650
SH
SOLE
11650
0
0
TEEKAY TANKERS LTD
COM
Y8565N102
342
51700
SH
SOLE
51700
0
0