0000009015-16-000013.txt : 20160216
0000009015-16-000013.hdr.sgml : 20160215
20160216143255
ACCESSION NUMBER: 0000009015-16-000013
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20151231
FILED AS OF DATE: 20160216
DATE AS OF CHANGE: 20160216
EFFECTIVENESS DATE: 20160216
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: 161426670
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
false
false
0000009015
XXXXXXXX
12-31-2015
12-31-2015
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
02-16-2016
0
927
4000945
false
INFORMATION TABLE
2
informationtable_12312015.xml
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OPT
464287234
373056
11589200
SH
Put
SOLE
11589200
0
0
ISHARES TRUST
OPT
464287465
215620
3672000
SH
Put
SOLE
3672000
0
0
ISHARES TRUST
OPT
464287655
75455
670000
SH
Put
SOLE
670000
0
0
SPDR S&P 500 ETF TRUST
OPT
78462F103
1126586
5526000
SH
Put
SOLE
5526000
0
0
ACCO BRANDS CORPORATION
COM
00081T108
356
49900
SH
SOLE
49900
0
0
ADT CORPORATION (THE)
COM
00101J106
407
12350
SH
SOLE
12350
0
0
AFLAC INC.
COM
001055102
2828
47217
SH
SOLE
47217
0
0
AGCO CORPORATION
COM
001084102
3571
78670
SH
SOLE
78670
0
0
AGL RESOURCES INC.
COM
001204106
462
7238
SH
SOLE
7238
0
0
AH BELO CORP
COM
001282102
52
10300
SH
SOLE
10300
0
0
AES CORP., THE
COM
00130H105
559
58364
SH
SOLE
58364
0
0
AK STEEL CORP.
CONV
001546AP5
2365
4625000
PRN
SOLE
4625000
0
0
AMC NETWORKS, INC.
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00164V103
597
8000
SH
SOLE
8000
0
0
AT&T INC.
COM
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9379
272565
SH
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272565
0
0
ABBOTT LABORATORIES
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3670
81726
SH
SOLE
81726
0
0
ABBVIE, INC.
COM
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6416
108309
SH
SOLE
108309
0
0
ACTIVISION BLIZZARD, INC.
COM
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1049
27100
SH
SOLE
27100
0
0
ACUITY BRANDS INC.
COM
00508Y102
996
4260
SH
SOLE
4260
0
0
ADELPHIA RECOVERY TRUST
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00685R409
0
1783299
SH
SOLE
1783299
0
0
ADOBE SYSTEMS, INC.
COM
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2780
29595
SH
SOLE
29595
0
0
ADVANCE AUTO STORES CO., INC.
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00751Y106
692
4600
SH
SOLE
4600
0
0
AECOM
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00766T100
265
8811
SH
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0
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AETNA, INC.
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00817Y108
3985
36860
SH
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0
0
AGILENT TECHNOLOGIES INC.
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00846U101
654
15636
SH
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0
0
AGRIUM, INC.
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008916108
1383
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0
0
AIR LEASE CORP.
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00912X302
727
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0
0
AIR PRODUCTS AND CHEMICALS INC.
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917
7045
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0
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AIRGAS, INC.
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009363102
2151
15550
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0
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ALASKA AIR GROUP, INC.
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011659109
4364
54200
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0
0
ALCOA, INC.
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013817101
372
37717
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0
0
ALERE INC.
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01449J105
844
21600
SH
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21600
0
0
ALIGN TECHNOLOGY, INC.
COM
016255101
237
3600
SH
SOLE
3600
0
0
ALLEGHANY CORP.
COM
017175100
394
825
SH
SOLE
825
0
0
ALLIANCE HOLDINGS GP LP
COM
01861G100
447
22170
SH
SOLE
22170
0
0
ALLIANCE RESOURCE PARTNERS
COM
01877R108
549
40664
SH
SOLE
40664
0
0
ALLISON TRANSMISSION HOLDINGS, INC
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01973R101
2777
107250
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ALLSTATE CORP.
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ALLY FINANCIAL INC.
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02005N100
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ALTRIA GROUP INC.
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AMAZON.COM INC.
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AMERCO, INC.
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1838
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AMEREN CORP.
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AMERICAN AIRLINES GROUP INC.
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02376R102
3651
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AMERICAN ELECTRIC POWER CO. INC.
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025537101
1807
31011
SH
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0
0
AMERICAN ENERGY - PERMIA
CONV
02563WAA2
1820
18200000
PRN
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0
0
AMERICAN EXPRESS COMPANY
COM
025816109
1505
21637
SH
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0
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AMERICAN FINANCIAL GROUP, INC.
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025932104
577
8000
SH
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0
0
AMERICAN INTERNATIONAL GROUP INC.
COM
026874784
2216
35759
SH
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0
0
AMERICAN TOWER CORP.
REIT
03027X100
264
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2722
0
0
AMERICAN WATER WORKS CO., INC.
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030420103
714
11950
SH
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0
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AMERISOURCEBERGEN CORP.
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AMERIPRISE FINANCIAL INC.
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AMETEK, INC.
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031100100
460
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AMGEN INC.
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031162100
14828
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0
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AMGEN INC.
CONV
031162AE0
23888
30000000
PRN
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30000000
0
0
AMKOR TECHNOLOGY, INC.
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031652100
77
12700
SH
SOLE
12700
0
0
AMSURG CORP.
COM
03232P405
205
2700
SH
SOLE
2700
0
0
AMTECH SYSTEMS INC
COM
032332504
568
90808
SH
SOLE
90808
0
0
AMTRUST FINANCIAL SERVICES, INC.
COM
032359309
2143
34800
SH
SOLE
34800
0
0
ANADARKO PETROLEUM CORP.
COM
032511107
426
8775
SH
SOLE
8775
0
0
ANADARKO PETROLEUM CORP.
CONV
032511404
12222
360000
SH
SOLE
360000
0
0
ANALOG DEVICES INC.
COM
032654105
840
15193
SH
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15193
0
0
ANNALY CAPITAL MANAGEMENT, INC.
REIT
035710409
202
21560
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21560
0
0
ANSYS, INC.
COM
03662Q105
352
3800
SH
SOLE
3800
0
0
ANTERO RESOURCES CORP
COM
03674X106
212
9730
SH
SOLE
9730
0
0
ANTHEM, INC.
COM
036752103
8188
58724
SH
SOLE
58724
0
0
ANTHRACITE CAPITAL, INC.
REIT
037023108
0
10000
SH
SOLE
10000
0
0
ANWORTH MORTGAGE ASSET CORP.
REIT
037347101
132
30300
SH
SOLE
30300
0
0
APACHE CORPORATION
COM
037411105
442
9947
SH
SOLE
9947
0
0
APARTMENT INVESTMENT & MANAGEMENT CO.
REIT
03748R101
210
5249
SH
SOLE
5249
0
0
APOLLO RESIDENTIAL MORTGAGE IN
REIT
03763V102
209
17500
SH
SOLE
17500
0
0
APPLE INC.
COM
037833100
51605
490266
SH
SOLE
490266
0
0
APPLE HOSPITALITY REIT INC.
REIT
03784Y200
505
25300
SH
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APTARGROUP, INC.
COM
038336103
1104
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APPROACH RESOURCES, INC.
COM
03834A103
73
39546
SH
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0
0
ARAMARK
COM
03852U106
1016
31500
SH
SOLE
31500
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ARCHER DANIELS MIDLAND COMPANY
COM
039483102
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76338
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SOLE
76338
0
0
ARCHROCK PARTNERS LP
COM
03957U100
1705
138500
SH
SOLE
138500
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ARGAN INC
COM
04010E109
411
12700
SH
SOLE
12700
0
0
ARES CAPITAL CORPORATION
COM
04010L103
3508
246200
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246200
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ARMSTRONG WORLD INDUSTRIES INC.
COM
04247X102
1418
31000
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31000
0
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ARROW ELECTRONICS INC.
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042735100
206
3800
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3800
0
0
MERITOR, INC.
CONV
043353AH4
23593
24950000
PRN
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24950000
0
0
ASHFORD HOSPITALITY TRUST
REIT
044103109
68
10700
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10700
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ASHLAND, INC.
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044209104
1378
13415
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ASSURANT, INC.
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04621X108
3713
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ATLAS AIR WORLDWIDE HLDG, INC.
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049164205
438
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ATLAS ENERGY GROUP LLC
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04929Q102
116
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122370
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ATMOS ENERGY CORP.
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049560105
274
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AUTOMATIC DATA PROCESSING INC.
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053015103
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AUTONATION INC.
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05329W102
246
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AUTOZONE, INC.
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053332102
1898
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AVALONBAY COMMUNITIES, INC.
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053484101
1252
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0
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AVERY DENNISON CORP.
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053611109
2293
36597
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36597
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AVNET, INC.
COM
053807103
840
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AXIALL CORPORATION
COM
05463D100
326
21200
SH
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21200
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BB&T CORPORATION
COM
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37397
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COM
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COM
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BABSON CAP PARTN INVS TRUST
COM
05616B100
908
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COM
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BANK OF AMERICA CORPORATION
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BOEING COMPANY
COM
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COM
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CALPINE CONSTRUCTION FINANCE COMPANY, L.P.
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COM
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CAMERON INTERNATIONAL CORPORATION
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CARMAX, INC
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524
9700
SH
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CARNIVAL CORPORATION
COM
143658300
2633
48337
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CARTER'S INC.
COM
146229109
454
5100
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CASEY'S GENERAL STORES INC
COM
147528103
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CATERPILLAR INC.
COM
149123101
361
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CATO CORP/THE
COM
149205106
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5600
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CELANESE CORPORATION
COM
150870103
2451
36410
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CELGENE CORP.
COM
151020104
4885
40794
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40794
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CENTENE CORPORATION
COM
15135B101
2501
38000
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CENGAGE LEARNING HOLDINGS II L.P.
COM
15136X102
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CENTERPOINT ENERGY INC.
COM
15189T107
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CENTURYLINK, INC.
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156700106
1109
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CHARLES RIVER LABORATORIES INTERNATIONAL INC.
COM
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CHART INDUSTRIES INC.
CONV
16115QAC4
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CHASE PACKAGING CORP.
COM
161635107
1
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CHEMED CORPORATION
COM
16359R103
330
2200
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2200
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0
CHEMOURS COMPANY (THE)
COM
163851108
610
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CHESAPEAKE ENERGY CORP.
COM
165167107
62
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CHESAPEAKE ENERGY CORPORATION
CONV
165167BZ9
4124
8775000
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0
CHESAPEAKE ENERGY CORPORATION
CONV
165167CA3
12220
26000000
PRN
SOLE
26000000
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0
CHEVRON CORPORATION
COM
166764100
8934
99315
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CHICAGO BRIDGE & IRON COMPANY N.V.
COM
167250109
402
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10300
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CHIMERA INVESTMENT CORP
REIT
16934Q208
262
19200
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CHUBB CORPORATION
COM
171232101
2801
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CHURCH & DWIGHT COMPANY, INC.
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171340102
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CHURCHILL DOWNS, INC.
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381
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CINCINNATI FINANCIAL CORP.
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CINEMARK HOLDINGS INC.
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17243V102
455
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CIRRUS LOGIC INC
COM
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CISCO SYSTEMS INC.
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17275R102
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CINTAS CORPORATION
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CITIGROUP INC.
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172967424
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CITIZENS FINANCIAL GROUP, INC.
COM
174610105
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CITRIX SYSTEMS INC.
COM
177376100
2158
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CITRIX SYSTEMS, INC.
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CLEAN ENERGY FUELS CORP.
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CLIFFS NATURAL RESOURCES, INC.
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18683K101
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CLOROX COMPANY
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189054109
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CLOUD PEAK ENERGY INC
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COACH, INC.
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COCA-COLA CO., THE
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191216100
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COCA-COLA ENTERPRISES, INC.
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19122T109
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COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
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COLGATE-PALMOLIVE CO.
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COLUMBIA PIPELINE PARTNERS LP
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2491
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COLUMBUS MCKINNON CORPORATION
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COMCAST CORP.
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20030N101
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COMMSCOPE HOLDING COMPANY, INC.
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20337X109
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COMPANIA DE MINAS BUENAVENTURA
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COMPUTER SCIENCES CORP.
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CONAGRA FOODS INC.
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205887102
2777
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CONOCOPHILLIPS
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20825C104
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CONSOLIDATED COMMUNICATIONS HO
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CONSOLIDATED EDISON, INC.
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CONSTELLATION BRANDS INC.
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CONTINENTAL BUILDING PRODUCTS INC
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CONTINENTAL RESOURCES, INC.
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212015101
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COPART INCORPORATED
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CORELOGIC INC.
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CORNING, INC.
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COSTCO WHOLESALE CORP.
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COTY INC.
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CREDIT ACCEPTANCE CORP.
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CRESTWOOD EQUITY PARTNERS LP
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CROWN CASTLE INTERNATIONAL CORP.
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CROWN HOLDINGS INC.
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CUMMINS, INC.
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DCP MIDSTREAM PARTNERS LP
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DST SYSTEMS, INC.
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DTE ENERGY COMPANY
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23334L102
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DANAHER CORPORATION
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DARDEN RESTAURANTS, INC.
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DEERE & COMPANY
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DELTA AIR LINES, INC.
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247361702
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DENTSPLY INTERNATIONAL, INC.
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DETOUR GOLD CORPORATION
CONV
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PRN
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DEVON ENERGY CORPORATION
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DIAMOND OFFSHORE DRILLING INC.
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25271C102
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DIGITALGLOBE INC.
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DILLARD'S, INC.
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254067101
688
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WALT DISNEY COMPANY, THE
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DISCOVER FINANCIAL SERVICES INC.
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254709108
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DISCOVERY COMMUNICATIONS INC.
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25470F104
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DISCOVERY COMMUNICATIONS INC.
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DISH NETWORK CORP.
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25470M109
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DOLLAR GENERAL CORP.
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DOMINION RESOURCES INC.
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DOMINOS PIZZA, INC.
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DOMTAR CORP.
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DONALDSON CO, INC.
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257651109
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R.R. DONNELLEY & SONS COMPANY
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DORMAN PRODUCTS, INC.
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258278100
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DOUGLAS DYNAMICS INC
COM
25960R105
440
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DOVER CORP.
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260003108
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DOW CHEMICAL COMPANY
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260543103
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DR PEPPER SNAPPLE GROUP INC.
COM
26138E109
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DREW INDUSTRIES, INC.
COM
26168L205
1492
24500
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DUKE REALTY CORPORATION
REIT
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DUKE ENERGY CORP.
COM
26441C204
742
10390
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10390
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DUN & BRADSTREET CORP., THE
COM
26483E100
2429
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E C C CAPITAL CORP.
REIT
26826M108
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1200000
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EMC CORP.
COM
268648102
2318
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ENI SPA
ADR
26874R108
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EQT MIDSTREAM PARTNERS LP
COM
26885B100
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E*TRADE FINANCIAL CORP.
COM
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879
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EARTHLINK HOLDINGS CORP
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EAST WEST BANCORP, INC.
COM
27579R104
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EASTMAN CHEMICAL COMPANY
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EBAY, INC.
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EBIX INC
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278715206
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EDISON INTERNATIONAL
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EDWARDS LIFESCIENCES CORP.
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ELECTRONIC ARTS, INC.
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285512109
3568
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ELECTRONICS FOR IMAGING
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EMERGENT BIOSOLUTIONS INC
COM
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EMERSON ELECTRIC CO.
COM
291011104
216
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ENABLE MIDSTREAM PARTNERS LP
COM
292480100
807
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ENBRIDGE ENERGY PARTNERS
COM
29250R106
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ENERGIZER HOLDINGS INC.
COM
29272W109
4035
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ENERGY TRANSFER PARTNERS
COM
29273R109
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ENERGY TRANSFER EQUITY LP
COM
29273V100
3536
257380
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ENGILITY HOLDINGS INC
COM
29286C107
299
9200
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ENTERGY CORP
COM
29364G103
807
11809
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ENTERPRISE PRODUCTS PARTNERS L
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EQUIFAX, INC.
COM
294429105
5802
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EQUITY RESIDENTIAL
REIT
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ESSEX PROPERTY TRUST INC.
REIT
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949
3963
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ESSEX RENTAL CORPORATION
COM
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31
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EVERSOURCE ENERGY
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EXELON CORP.
COM
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EXPEDIA INC.
COM
30212P303
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EXPEDITORS INTERNATIONAL OF WASHINGTON, INC.
COM
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EXPRESS SCRIPTS HOLDING COMPANY
COM
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EXXONMOBIL CORP.
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30231G102
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FMC TECHNOLOGIES INC.
COM
30249U101
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FNB CORPORATION
COM
302520101
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FACEBOOK INC
COM
30303M102
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FACTSET RESEARCH SYSTEMS, INC.
COM
303075105
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FAIR ISAAC CORP
COM
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FEDEX CORPORATION
COM
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F5 NETWORKS, INC.
COM
315616102
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FIBRIA CELULOSE SA
ADR
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524
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41300
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FIDELITY & GUARANTY LIFE INSURANCE COMPANY
COM
315785105
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41800
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FIDELITY NATL INFO SVCS, INC.
COM
31620M106
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FIESTA RESTAURANT GROUP
COM
31660B101
2709
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FIFTH THIRD BANCORP
COM
316773100
3128
155602
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FIREEYE INC
COM
31816Q101
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FIRST CITIZENS BANCSHARES, INC.
COM
31946M103
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FIRST HORIZON NATIONAL CORP.
COM
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FIRST SOLAR INC.
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FISERV, INC.
COM
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FIRSTENERGY CORP.
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FLUOR CORP.
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FLOWERS FOODS INC.
COM
343498101
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FOOT LOCKER, INC.
COM
344849104
2851
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FORD MOTOR COMPANY
COM
345370860
3452
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FORTINET INC
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676
21700
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FOSSIL, INC.
COM
34988V106
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FOUR CORNERS PROPERTY TRUST INC
REIT
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FREEPORT-MCMORAN INC.
COM
35671D857
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FRONTIER COMMUNICATIONS CORP.
COM
35906A108
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GATX CORP.
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GNC HOLDINGS INC.
COM
36191G107
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GSE SYSTEMS INC
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36227K106
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472100
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472100
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G-III APPAREL GROUP LTD
COM
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GAMESTOP CORP.
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TEGNA INC.
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36473H104
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GAP INC., THE
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GARTNER, INC.
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366651107
354
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GENERAL DYNAMICS CORPORATION
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GENERAL ELECTRIC COMPANY
COM
369604103
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GENERAL GROWTH PROPERTIES, INC.
REIT
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GENERAL MILLS, INC.
COM
370334104
1465
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GENERAL MOTORS COMPANY
COM
37045V100
4452
130900
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130900
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GENTEX CORPORATION
COM
371901109
354
22120
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22120
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GENUINE PARTS CO
COM
372460105
530
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GEO SPECIALTY CHEMICALS, INC.
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37246R106
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80750
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GENWORTH HOLDINGS INC.
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37247D106
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GEOMET, INC.
COM
37250U201
1
85857
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GILEAD SCIENCES, INC.
COM
375558103
20422
201822
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201822
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GLOBAL PAYMENTS, INC.
COM
37940X102
1712
26540
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26540
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GLOBAL PARTNERS LP/MA
COM
37946R109
647
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36810
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GODADDY INC
COM
380237107
465
14500
SH
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GOLD FIELDS LTD
ADR
38059T106
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GOLDMAN SACHS GROUP, INC.
COM
38141G104
4466
24778
SH
SOLE
24778
0
0
GOODYEAR TIRE & RUBBER COMPANY (THE)
COM
382550101
3284
100512
SH
SOLE
100512
0
0
GRACO, INC.
COM
384109104
807
11200
SH
SOLE
11200
0
0
GRAHAM HOLDINGS COMPANY
COM
384637104
415
856
SH
SOLE
856
0
0
GRAPHIC PACKAGING HOLDING CO.
COM
388689101
2480
193300
SH
SOLE
193300
0
0
GREEN PLAINS INC
CONV
393222AD6
4441
3500000
PRN
SOLE
3500000
0
0
GRIFFON CORPORATION
COM
398433102
283
15900
SH
SOLE
15900
0
0
GROUP 1 AUTOMOTIVE, INC.
COM
398905109
235
3100
SH
SOLE
3100
0
0
GROUPON INC
COM
399473107
139
45400
SH
SOLE
45400
0
0
HCA HOLDINGS, INC.
COM
40412C101
1386
20500
SH
SOLE
20500
0
0
HCP INC.
REIT
40414L109
245
6411
SH
SOLE
6411
0
0
HD SUPPLY HOLDINGS INC
COM
40416M105
1351
45000
SH
SOLE
45000
0
0
HEWLETT-PACKARD CO.
COM
40434L105
1472
124337
SH
SOLE
124337
0
0
HAEMONETICS CORPORATION
COM
405024100
1828
56705
SH
SOLE
56705
0
0
HALLADOR ENERGY CO
COM
40609P105
228
50025
SH
SOLE
50025
0
0
HALYARD HEALTH, INC.
COM
40650V100
204
6100
SH
SOLE
6100
0
0
HANOVER INSURANCE GROUP INC., THE
COM
410867105
927
11400
SH
SOLE
11400
0
0
HARLEY-DAVIDSON INC.
COM
412822108
3236
71304
SH
SOLE
71304
0
0
HARMAN INTL INDUSTRIES, INC.
COM
413086109
648
6883
SH
SOLE
6883
0
0
HARRIS CORPORATION
COM
413875105
4063
46757
SH
SOLE
46757
0
0
HARTFORD FINANCIAL SERVICES GROUP INC., THE
COM
416515104
1883
43332
SH
SOLE
43332
0
0
HASBRO INC.
COM
418056107
739
10978
SH
SOLE
10978
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
565
16000
SH
SOLE
16000
0
0
HEALTH NET INC/CA
COM
42222G108
1356
19800
SH
SOLE
19800
0
0
JACK HENRY & ASSOCIATES INC
COM
426281101
281
3600
SH
SOLE
3600
0
0
HERCULES, INC.
CONV
427056BC9
7784
8846
PRN
SOLE
8846
0
0
HERCULES OFFSHORE INC.
COM
427093307
197
90560
SH
SOLE
90560
0
0
HERSHEY COMPANY, THE
COM
427866108
265
2966
SH
SOLE
2966
0
0
HESS CORPORATION
COM
42809H107
969
19979
SH
SOLE
19979
0
0
HEWLETT PACKARD ENTERPRISE CO
COM
42824C109
1890
124337
SH
SOLE
124337
0
0
HI-CRUSH PARTNERS LP
COM
428337109
118
19875
SH
SOLE
19875
0
0
HILL-ROM HOLDINGS INC.
COM
431475102
1163
24200
SH
SOLE
24200
0
0
HILTON WORLDWIDE HOLDINGS INC.
COM
43300A104
330
15400
SH
SOLE
15400
0
0
HOLLYFRONTIER CORP.
COM
436106108
2755
69064
SH
SOLE
69064
0
0
HOLOGIC, INC.
COM
436440101
1339
34600
SH
SOLE
34600
0
0
HOME DEPOT, INC.
COM
437076102
14175
107187
SH
SOLE
107187
0
0
HONDA MOTOR CO LTD
ADR
438128308
1513
47400
SH
SOLE
47400
0
0
HONEYWELL INTERNATIONAL, INC.
COM
438516106
7224
69747
SH
SOLE
69747
0
0
HORMEL FOODS CORP.
COM
440452100
2156
27260
SH
SOLE
27260
0
0
HORNBECK OFFSHORE SVCS, INC.
CONV
440543AN6
24391
43075000
PRN
SOLE
43075000
0
0
HOST HOTELS & RESORTS, INC.
REIT
44107P104
291
18970
SH
SOLE
18970
0
0
HUMANA, INC.
COM
444859102
1333
7469
SH
SOLE
7469
0
0
HUNTINGTON BANCSHARES, INC.
COM
446150104
450
40681
SH
SOLE
40681
0
0
HUNTINGTON INGALLS INDUSTRIES INC.
COM
446413106
2527
19920
SH
SOLE
19920
0
0
HUNTSMAN CORPORATION
COM
447011107
2818
247820
SH
SOLE
247820
0
0
HYSTER-YALE MATERIALS HANDLING, INC.
COM
449172105
2381
45400
SH
SOLE
45400
0
0
IAC/INTERACTIVECORP
COM
44919P508
1165
19400
SH
SOLE
19400
0
0
IMS HEALTH HOLDINGS, INC
COM
44970B109
912
35800
SH
SOLE
35800
0
0
IHS INC
COM
451734107
963
8130
SH
SOLE
8130
0
0
ILLINOIS TOOL WORKS INC.
COM
452308109
2810
30315
SH
SOLE
30315
0
0
IMPAX LABORATORIES INC
COM
45256B101
227
5300
SH
SOLE
5300
0
0
INGLES MARKETS, INC.
COM
457030104
203
4600
SH
SOLE
4600
0
0
INGRAM MICRO INC.
COM
457153104
1194
39300
SH
SOLE
39300
0
0
INGREDION INCORPORATED
COM
457187102
3890
40585
SH
SOLE
40585
0
0
INSIGHT ENTERPRISE, INC.
COM
45765U103
203
8100
SH
SOLE
8100
0
0
INNOPHOS HOLDINGS, INC.
COM
45774N108
1673
57740
SH
SOLE
57740
0
0
INOVALON HOLDINGS INC
COM
45781D101
270
15900
SH
SOLE
15900
0
0
INTEGRA LIFESCIENCES HOLDINGS
COM
457985208
373
5500
SH
SOLE
5500
0
0
INTEL CORPORATION
COM
458140100
15449
448434
SH
SOLE
448434
0
0
INTEL CORPORATION
CONV
458140AF7
8316
5000000
PRN
SOLE
5000000
0
0
INTERCONTINENTAL EXCHANGE, INC.
COM
45866F104
818
3192
SH
SOLE
3192
0
0
INTERDIGITAL INC/PA
COM
45867G101
240
4900
SH
SOLE
4900
0
0
INTERNATIONAL BUSINESS MACHINES CORPORATION
COM
459200101
4752
34530
SH
SOLE
34530
0
0
INTERNATIONAL PAPER COMPANY
COM
460146103
1899
50369
SH
SOLE
50369
0
0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE)
COM
460690100
1864
80086
SH
SOLE
80086
0
0
INTUIT INC.
COM
461202103
1858
19259
SH
SOLE
19259
0
0
INTUITIVE SURGICAL, INC.
COM
46120E602
948
1736
SH
SOLE
1736
0
0
INVESTORS BANCORP, INC.
COM
46146L101
175
14100
SH
SOLE
14100
0
0
IROBOT CORP
COM
462726100
294
8300
SH
SOLE
8300
0
0
ISHARES MSCI
ETF
464286707
223
9200
SH
SOLE
9200
0
0
ISHARES MSCI SWITZERLAND CAPPED ETF
ETF
464286749
223
7200
SH
SOLE
7200
0
0
ISHARES MSCI
ETF
464286806
228
8700
SH
SOLE
8700
0
0
ISHARES MSCI
ETF
464286848
439
36200
SH
SOLE
36200
0
0
ISHARES TRUST
ETF
464287465
4314
73430
SH
SOLE
73430
0
0
ISHARES TRUST
ETF
464287614
2974
29900
SH
SOLE
29900
0
0
ISHARES TRUST
ETF
464287655
225
2000
SH
SOLE
2000
0
0
ISHARES TRUST
ETF
464287689
58493
486189
SH
SOLE
486189
0
0
ISHARES MSCI UNITED KINGDOM ETF
ETF
46434V548
384
23800
SH
SOLE
23800
0
0
JPMORGAN CHASE & CO.
COM
46625H100
20411
309114
SH
SOLE
309114
0
0
JABIL CIRCUIT, INC.
COM
466313103
3021
129700
SH
SOLE
129700
0
0
JACOBS ENGINEERING GROUP, INC.
COM
469814107
396
9444
SH
SOLE
9444
0
0
JAKKS PACIFIC, INC.
COM
47012E106
215
27000
SH
SOLE
27000
0
0
JARDEN CORPORATION
COM
471109108
3392
59375
SH
SOLE
59375
0
0
JETBLUE AIRWAYS CORPORATION
COM
477143101
3069
135500
SH
SOLE
135500
0
0
JOHNSON & JOHNSON
COM
478160104
20242
197061
SH
SOLE
197061
0
0
JONES LANG LASALLE INC.
COM
48020Q107
2038
12750
SH
SOLE
12750
0
0
JUNIPER NETWORKS, INC.
COM
48203R104
4583
166037
SH
SOLE
166037
0
0
KAR AUCTION SERVICES INC.
COM
48238T109
2348
63400
SH
SOLE
63400
0
0
KBR, INC.
COM
48242W106
636
37600
SH
SOLE
37600
0
0
KLA-TENCOR CORP.
COM
482480100
3113
44887
SH
SOLE
44887
0
0
KLX INC.
COM
482539103
2063
67000
SH
SOLE
67000
0
0
KAMAN CORPORATION
COM
483548103
220
5400
SH
SOLE
5400
0
0
KEYCORP
COM
493267108
1805
136836
SH
SOLE
136836
0
0
KEYSIGHT TECHNOLOGIES, INC.
COM
49338L103
2762
97510
SH
SOLE
97510
0
0
KIMBALL ELECTRONICS INC
COM
49428J109
2157
196229
SH
SOLE
196229
0
0
KIMBERLY-CLARK CORP.
COM
494368103
1052
8265
SH
SOLE
8265
0
0
KIMCO REALTY CORP.
REIT
49446R109
492
18577
SH
SOLE
18577
0
0
KINDER MORGAN INC.
COM
49456B101
248
16598
SH
SOLE
16598
0
0
KNOWLES CORP
COM
49926D109
1814
136100
SH
SOLE
136100
0
0
KOHL'S CORP.
COM
500255104
1005
21091
SH
SOLE
21091
0
0
KROGER COMPANY
COM
501044101
6795
162446
SH
SOLE
162446
0
0
L BRANDS, INC.
COM
501797104
3028
31600
SH
SOLE
31600
0
0
L-3 COMMUNICATIONS HOLDINGS INC.
COM
502424104
1683
14084
SH
SOLE
14084
0
0
LABORATORY CORPORATION OF AMERICA HOLDINGS
COM
50540R409
208
1680
SH
SOLE
1680
0
0
LAM RESEARCH CORP.
COM
512807108
2314
29138
SH
SOLE
29138
0
0
LAMAR ADVERTISING CO.
COM
512816109
1002
16700
SH
SOLE
16700
0
0
LAS VEGAS SANDS CORP.
COM
517834107
680
15500
SH
SOLE
15500
0
0
ESTEE LAUDER COMPANIES, INC.
COM
518439104
1829
20766
SH
SOLE
20766
0
0
LEAR CORPORATION
COM
521865204
3495
28450
SH
SOLE
28450
0
0
LEGGETT & PLATT, INCORPORATED
COM
524660107
1470
34981
SH
SOLE
34981
0
0
LEGG MASON, INC.
COM
524901105
2325
59273
SH
SOLE
59273
0
0
LEIDOS HOLDINGS, INC.
COM
525327102
2073
36850
SH
SOLE
36850
0
0
LENNAR CORPORATION
COM
526057302
1246
31000
SH
SOLE
31000
0
0
LEUCADIA NATIONAL CORPORATION
COM
527288104
601
34541
SH
SOLE
34541
0
0
LEVEL 3 COMMUNICATIONS INC.
COM
52729N308
475
8740
SH
SOLE
8740
0
0
LEXMARK INTERNATIONAL, INC.
COM
529771107
263
8100
SH
SOLE
8100
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M104
997
36500
SH
SOLE
36500
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M880
2121
47020
SH
SOLE
47020
0
0
LIBERTY PROPERTY TRUST
REIT
531172104
505
16270
SH
SOLE
16270
0
0
LIFEPOINT HOSPITALS INC.
COM
53219L109
1160
15800
SH
SOLE
15800
0
0
ELI LILLY & CO.
COM
532457108
6431
76321
SH
SOLE
76321
0
0
LINCOLN NATIONAL CORP.
COM
534187109
1151
22907
SH
SOLE
22907
0
0
LINKEDIN CORP
COM
53578A108
626
2780
SH
SOLE
2780
0
0
LOCKHEED MARTIN CORPORATION
COM
539830109
1832
8436
SH
SOLE
8436
0
0
LOEWS CORP.
COM
540424108
2482
64637
SH
SOLE
64637
0
0
LOWE'S COMPANIES, INC.
COM
548661107
8473
111424
SH
SOLE
111424
0
0
M&T BANK CORPORATION
COM
55261F104
417
3441
SH
SOLE
3441
0
0
MFA FINANCIAL, INC.
REIT
55272X102
623
94400
SH
SOLE
94400
0
0
M K S INSTRUMENTS, INC.
COM
55306N104
292
8100
SH
SOLE
8100
0
0
MPLX LP
COM
55336V100
908
23075
SH
SOLE
23075
0
0
MSCI INC.
COM
55354G100
1306
18100
SH
SOLE
18100
0
0
MADISON SQUARE GARDEN INC
COM
553573106
1163
55900
SH
SOLE
55900
0
0
MACERICH COMPANY, THE
REIT
554382101
563
6982
SH
SOLE
6982
0
0
MACK-CALI REALTY CORPORATION
REIT
554489104
1278
54750
SH
SOLE
54750
0
0
MACQUARIE INFRASTRUCTURE CORP
COM
55608B105
327
4500
SH
SOLE
4500
0
0
MACY'S, INC.
COM
55616P104
1523
43535
SH
SOLE
43535
0
0
MADISON SQUARE GARDEN CO/THE
COM
55825T103
3570
22063
SH
SOLE
22063
0
0
MAGELLAN MIDSTREAM PARTNERS
COM
559080106
1976
29100
SH
SOLE
29100
0
0
MANPOWERGROUP INC.
COM
56418H100
565
6700
SH
SOLE
6700
0
0
MANTECH INTERNATIONAL CORP
COM
564563104
224
7400
SH
SOLE
7400
0
0
MARATHON PETROLEUM CORPORATION
COM
56585A102
2587
49910
SH
SOLE
49910
0
0
MARKEL CORPORATION
COM
570535104
1596
1807
SH
SOLE
1807
0
0
MARRIOTT VACATIONS WORLDWIDE
COM
57164Y107
233
4100
SH
SOLE
4100
0
0
MARSH & MCLENNAN COMPANIES, INC.
COM
571748102
1666
30043
SH
SOLE
30043
0
0
MARRIOTT INTERNATIONAL, INC.
COM
571903202
1311
19549
SH
SOLE
19549
0
0
MASCO CORP.
COM
574599106
3468
122533
SH
SOLE
122533
0
0
MASIMO CORP
COM
574795100
224
5400
SH
SOLE
5400
0
0
MASTERCARD INCORPORATED
COM
57636Q104
7069
72610
SH
SOLE
72610
0
0
MAXIM INTEGRATED PRODUCTS, INC.
COM
57772K101
756
19900
SH
SOLE
19900
0
0
MCCORMICK & COMPANY, INCORPORATED
COM
579780206
225
2634
SH
SOLE
2634
0
0
MCDONALD'S CORPORATION
COM
580135101
8647
73195
SH
SOLE
73195
0
0
MCGRAW-HILL FINANCIAL, INC.
COM
580645109
1193
12097
SH
SOLE
12097
0
0
MCKESSON CORPORATION
COM
58155Q103
5677
28786
SH
SOLE
28786
0
0
MEAD JOHNSON NUTRITION COMPANY
COM
582839106
303
3836
SH
SOLE
3836
0
0
MEDIFAST INC
COM
58470H101
240
7900
SH
SOLE
7900
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
483
9800
SH
SOLE
9800
0
0
MEDIVATION INC
COM
58501N101
399
8260
SH
SOLE
8260
0
0
MEDNAX, INC.
COM
58502B106
3540
49400
SH
SOLE
49400
0
0
MERCK & CO., INC.
COM
58933Y105
13101
248040
SH
SOLE
248040
0
0
MERITOR, INC.
CONV
59001KAC4
16106
13506000
PRN
SOLE
13506000
0
0
METLIFE, INC.
COM
59156R108
2698
55959
SH
SOLE
55959
0
0
METTLER-TOLEDO INTERNATIONAL INC.
COM
592688105
688
2030
SH
SOLE
2030
0
0
MICROSOFT CORP.
COM
594918104
26614
479696
SH
SOLE
479696
0
0
MICROCHIP TECHNOLOGY INC.
COM
595017104
547
11745
SH
SOLE
11745
0
0
MICRON TECHNOLOGY INC.
COM
595112103
2302
162550
SH
SOLE
162550
0
0
MICRON TECHNOLOGY INC.
CONV
595112AX1
238
150000
PRN
SOLE
150000
0
0
MICRON TECHNOLOGY INC.
CONV
595112AY9
29127
35040000
PRN
SOLE
35040000
0
0
MID-AMERICA APARTMENT COMMUNITIES, INC.
REIT
59522J103
236
2600
SH
SOLE
2600
0
0
MID-CON ENERGY PARTNERS LP
COM
59560V109
37
32769
SH
SOLE
32769
0
0
MIDDLEBY CORP/THE
COM
596278101
1068
9900
SH
SOLE
9900
0
0
MOHAWK INDUSTRIES, INC.
COM
608190104
701
3700
SH
SOLE
3700
0
0
MOLSON COORS BREWING COMPANY
COM
60871R209
529
5629
SH
SOLE
5629
0
0
MONDELEZ INTERNATIONAL, INC.
COM
609207105
5957
132846
SH
SOLE
132846
0
0
MONRO MUFFLER BRAKE, INC.
COM
610236101
569
8600
SH
SOLE
8600
0
0
MONSTER BEVERAGE CORP
COM
61174X109
447
3000
SH
SOLE
3000
0
0
MOODY'S CORPORATION
COM
615369105
1430
14255
SH
SOLE
14255
0
0
MORGAN STANLEY
COM
617446448
681
21393
SH
SOLE
21393
0
0
MOSAIC CO/THE
COM
61945C103
1440
52200
SH
SOLE
52200
0
0
MOTOROLA SOLUTIONS INC.
COM
620076307
1832
26771
SH
SOLE
26771
0
0
MURPHY OIL CORP.
COM
626717102
317
14133
SH
SOLE
14133
0
0
MURPHY USA INC.
COM
626755102
1325
21813
SH
SOLE
21813
0
0
NCI BUILDING SYSTEMS INC.
COM
628852204
271
21800
SH
SOLE
21800
0
0
NCR CORP.
COM
62886E108
4104
167800
SH
SOLE
167800
0
0
NGL ENERGY PARTNERS LP
COM
62913M107
331
30000
SH
SOLE
30000
0
0
NRG ENERGY INC.
COM
629377508
120
10220
SH
SOLE
10220
0
0
NVR INC.
COM
62944T105
2185
1330
SH
SOLE
1330
0
0
NABORS INDUSTRIES INC.
CONV
629568AF3
5971
8307373
PRN
SOLE
8307373
0
0
NASDAQ, INC.
COM
631103108
2040
35067
SH
SOLE
35067
0
0
NATIONAL BEVERAGE CORPORATION
COM
635017106
214
4700
SH
SOLE
4700
0
0
NATIONAL OILWELL VARCO, INC.
COM
637071101
985
29413
SH
SOLE
29413
0
0
NATIONAL RETAIL PROPERTIES INC.
REIT
637417106
300
7500
SH
SOLE
7500
0
0
NAVIENT CORPORATION
COM
63938C108
405
35409
SH
SOLE
35409
0
0
NEENAH ENTERPRISES, INC.
COM
64007R109
2624
154333
SH
SOLE
154333
0
0
NETAPP INC.
COM
64110D104
3260
122867
SH
SOLE
122867
0
0
NETFLIX INC
COM
64110L106
1581
13822
SH
SOLE
13822
0
0
NEUSTAR, INC.
COM
64126X201
314
13100
SH
SOLE
13100
0
0
NEW YORK COMMUNITY BANCORP, INC
COM
649445103
347
21290
SH
SOLE
21290
0
0
NEW YORK MORTGAGE TRUST INC
REIT
649604501
120
22500
SH
SOLE
22500
0
0
NEWELL RUBBERMAID, INC.
COM
651229106
918
20821
SH
SOLE
20821
0
0
NEWMARKET CORP.
COM
651587107
228
600
SH
SOLE
600
0
0
NEWMONT MINING CORPORATION
COM
651639106
1185
65854
SH
SOLE
65854
0
0
NEWS CORPORATION
COM
65249B109
577
43196
SH
SOLE
43196
0
0
NEXTERA ENERGY INC.
COM
65339F101
1302
12536
SH
SOLE
12536
0
0
NIKE, INC.
COM
654106103
9791
156648
SH
SOLE
156648
0
0
NISOURCE, INC.
COM
65473P105
739
37875
SH
SOLE
37875
0
0
NOBLE ENERGY, INC.
COM
655044105
436
13227
SH
SOLE
13227
0
0
NORDSTROM, INC.
COM
655664100
564
11319
SH
SOLE
11319
0
0
NORTHERN OIL AND GAS INC
COM
665531109
90
23275
SH
SOLE
23275
0
0
NORTHERN TIER ENERGY LP
COM
665826103
2038
78815
SH
SOLE
78815
0
0
NORTHERN TRUST CORP.
COM
665859104
463
6420
SH
SOLE
6420
0
0
NORTHROP GRUMMAN CORPORATION
COM
666807102
5895
31221
SH
SOLE
31221
0
0
NOVATION CO INC
REIT
66989V107
2446
19258775
SH
SOLE
19258775
0
0
NOVO NORDISK A/S
ADR
670100205
232
4000
SH
SOLE
4000
0
0
NU SKIN ENTERPRISES, INC.
COM
67018T105
1801
47530
SH
SOLE
47530
0
0
NUANCE COMMUNICATIONS INC.
COM
67020Y100
253
12700
SH
SOLE
12700
0
0
NUCOR CORP.
COM
670346105
1947
48317
SH
SOLE
48317
0
0
NUSTAR ENERGY LP
COM
67058H102
1688
42100
SH
SOLE
42100
0
0
NVIDIA CORP.
COM
67066G104
2957
89711
SH
SOLE
89711
0
0
O'REILLY AUTOMOTIVE, INC. NEW
COM
67103H107
10377
40947
SH
SOLE
40947
0
0
OCEANEERING INTERNATIONAL, INC.
COM
675232102
210
5600
SH
SOLE
5600
0
0
OFFICE DEPOT INC.
COM
676220106
1310
232300
SH
SOLE
232300
0
0
OLD REPUBLIC INTERNATIONAL CORP.
COM
680223104
902
48400
SH
SOLE
48400
0
0
OMNICOM GROUP INC.
COM
681919106
1252
16545
SH
SOLE
16545
0
0
ONEOK PARTNERS LP
COM
68268N103
3363
111625
SH
SOLE
111625
0
0
OPKO HEALTH INC
COM
68375N103
518
51550
SH
SOLE
51550
0
0
ORACLE CORP.
COM
68389X105
7282
199345
SH
SOLE
199345
0
0
ORBITAL ATK, INC.
COM
68557N103
1349
15102
SH
SOLE
15102
0
0
OSHKOSH TRUCK CORPORATION
COM
688239201
2276
58300
SH
SOLE
58300
0
0
OWENS CORNING
COM
690742101
3942
83810
SH
SOLE
83810
0
0
PBF ENERGY, INC.
COM
69318G106
1049
28500
SH
SOLE
28500
0
0
PDL BIOPHARMA, INC.
COM
69329Y104
223
63100
SH
SOLE
63100
0
0
PG&E CORP.
COM
69331C108
743
13969
SH
SOLE
13969
0
0
LUKOIL OAO
ADR
69343P105
351
10800
SH
SOLE
10800
0
0
PNC FINANCIAL SERVICES GROUP, INC.
COM
693475105
3831
40199
SH
SOLE
40199
0
0
PPG INDUSTRIES, INC.
COM
693506107
715
7236
SH
SOLE
7236
0
0
PPL CORP.
COM
69351T106
1573
46102
SH
SOLE
46102
0
0
PVH CORP.
COM
693656100
490
6650
SH
SOLE
6650
0
0
PACCAR INC.
COM
693718108
1012
21356
SH
SOLE
21356
0
0
PALO ALTO NETWORKS INC
COM
697435105
479
2720
SH
SOLE
2720
0
0
PAPA JOHN'S INTERNATIONAL INC
COM
698813102
419
7500
SH
SOLE
7500
0
0
PARKER-HANNIFIN CORPORATION
COM
701094104
518
5338
SH
SOLE
5338
0
0
PAYCHEX INC
COM
704326107
993
18777
SH
SOLE
18777
0
0
PAYPAL HOLDINGS, INC.
COM
70450Y103
6362
175742
SH
SOLE
175742
0
0
PENSKE AUTOMOTIVE GROUP INC.
COM
70959W103
1139
26900
SH
SOLE
26900
0
0
PEOPLE'S UNITED FINANCIAL INC
COM
712704105
2011
124510
SH
SOLE
124510
0
0
PEP BOYS-MANNY, MOE & JACK
COM
713278109
1855
100769
SH
SOLE
100769
0
0
PEPSICO INC.
COM
713448108
14203
142145
SH
SOLE
142145
0
0
PERKINELMER INC.
COM
714046109
812
15154
SH
SOLE
15154
0
0
PETROBRAS ARGENTINA SA
ADR
71646J109
97
17500
SH
SOLE
17500
0
0
PFIZER, INC.
COM
717081103
17213
533240
SH
SOLE
533240
0
0
PHILIP MORRIS INTERNATIONAL INC.
COM
718172109
5011
57002
SH
SOLE
57002
0
0
PHILLIPS 66
COM
718546104
8677
106074
SH
SOLE
106074
0
0
PINNACLE FOODS INC.
COM
72348P104
437
10300
SH
SOLE
10300
0
0
PITNEY BOWES INC.
COM
724479100
1127
54588
SH
SOLE
54588
0
0
PLAINS ALL AMERICAN PIPELINE
COM
726503105
3757
162630
SH
SOLE
162630
0
0
PLATFORM SPECIALTY PRODUCTS CORPORATION
COM
72766Q105
1504
117200
SH
SOLE
117200
0
0
PLEXUS CORP.
COM
729132100
244
7000
SH
SOLE
7000
0
0
POLARIS INDUSTRIES, INC.
COM
731068102
537
6250
SH
SOLE
6250
0
0
POOL CORPORATION
COM
73278L105
1373
17000
SH
SOLE
17000
0
0
PREMIER INC
COM
74051N102
981
27800
SH
SOLE
27800
0
0
PRESTIGE BRANDS HOLDINGS, INC.
COM
74112D101
250
4849
SH
SOLE
4849
0
0
T ROWE PRICE GROUP, INC.
COM
74144T108
221
3092
SH
SOLE
3092
0
0
PRICELINE GROUP, INC.
COM
741503403
5036
3950
SH
SOLE
3950
0
0
PRIMERICA INC
COM
74164M108
231
4900
SH
SOLE
4900
0
0
PRINCIPAL FINANCIAL GROUP, INC.
COM
74251V102
354
7864
SH
SOLE
7864
0
0
PROCTER & GAMBLE CO.
COM
742718109
5024
63272
SH
SOLE
63272
0
0
PROGRESSIVE CORPORATION
COM
743315103
1219
38348
SH
SOLE
38348
0
0
PROGRESSIVE WASTE SOLUTIONS LTD.
COM
74339G101
2913
123712
SH
SOLE
123712
0
0
PROLOGIS INC.
COM
74340W103
1439
33539
SH
SOLE
33539
0
0
PRUDENTIAL FINANCIAL, INC.
COM
744320102
2985
36662
SH
SOLE
36662
0
0
PUBLIC SERVICE ENTERPRISE GROUP INC.
COM
744573106
1862
48133
SH
SOLE
48133
0
0
PUBLIC STORAGE
REIT
74460D109
1305
5270
SH
SOLE
5270
0
0
PULTEGROUP, INC.
COM
745867101
213
11947
SH
SOLE
11947
0
0
QUALCOMM, INC.
COM
747525103
1069
21378
SH
SOLE
21378
0
0
QUANTA SERVICES, INC.
COM
74762E102
643
31737
SH
SOLE
31737
0
0
QUEST DIAGNOSTICS INC.
COM
74834L100
786
11044
SH
SOLE
11044
0
0
QUINTILES TRANSNATIONAL HOLDINGS INC.
COM
74876Y101
2655
38662
SH
SOLE
38662
0
0
R P M INTERNATIONAL, INC.
COM
749685103
946
21470
SH
SOLE
21470
0
0
RPX CORP
COM
74972G103
392
35600
SH
SOLE
35600
0
0
RANDGOLD RESOURCES LTD
ADR
752344309
461
7447
SH
SOLE
7447
0
0
RAYTHEON COMPANY
COM
755111507
1739
13965
SH
SOLE
13965
0
0
RE/MAX HOLDINGS INC
COM
75524W108
526
14100
SH
SOLE
14100
0
0
RED HAT INC.
COM
756577102
2182
26345
SH
SOLE
26345
0
0
REGAL ENTERTAINMENT GROUP
COM
758766109
755
40000
SH
SOLE
40000
0
0
REGENCY CENTERS CORP.
REIT
758849103
327
4800
SH
SOLE
4800
0
0
REGENERON PHARMACEUTICALS, INC.
COM
75886F107
385
710
SH
SOLE
710
0
0
REGIONS FINANCIAL CORP.
COM
7591EP100
902
93918
SH
SOLE
93918
0
0
REINSURANCE GROUP OF AMERICA, INC.
COM
759351604
261
3050
SH
SOLE
3050
0
0
RELIANCE STEEL & ALUMINUM CO.
COM
759509102
1549
26745
SH
SOLE
26745
0
0
RENEWABLE ENERGY GROUP INC
COM
75972A301
118
12700
SH
SOLE
12700
0
0
RENTECH NITROGEN PARTNERS LP
COM
760113100
1564
147500
SH
SOLE
147500
0
0
REPUBLIC SERVICES INC.
COM
760759100
955
21714
SH
SOLE
21714
0
0
RESMED INC.
COM
761152107
317
5900
SH
SOLE
5900
0
0
RESOLUTE FOREST PRODUCTS, INC.
COM
76117W109
284
37466
SH
SOLE
37466
0
0
REYNOLDS AMERICAN INC.
COM
761713106
2978
64538
SH
SOLE
64538
0
0
RITE AID CORPORATION
COM
767754104
937
119500
SH
SOLE
119500
0
0
ROBERT HALF INTERNATIONAL, INC.
COM
770323103
295
6261
SH
SOLE
6261
0
0
ROCKWELL AUTOMATION INC.
COM
773903109
1460
14229
SH
SOLE
14229
0
0
ROCKWELL COLLINS INC.
COM
774341101
381
4125
SH
SOLE
4125
0
0
ROPER TECHNOLOGIES INC
COM
776696106
2698
14217
SH
SOLE
14217
0
0
ROSS STORES, INC.
COM
778296103
1377
25596
SH
SOLE
25596
0
0
RYDER SYSTEM INC.
COM
783549108
284
5002
SH
SOLE
5002
0
0
SEI INVESTMENTS COMPANY
COM
784117103
1567
29900
SH
SOLE
29900
0
0
SL GREEN REALTY CORP.
REIT
78440X101
480
4250
SH
SOLE
4250
0
0
SLM CORPORATION
COM
78442P106
575
88200
SH
SOLE
88200
0
0
SS&C TECHNOLOGIES HOLDINGS INC
COM
78467J100
2130
31200
SH
SOLE
31200
0
0
SPX FLOW INC
COM
78469X107
4340
155500
SH
SOLE
155500
0
0
SVB FINANCIAL GROUP
COM
78486Q101
587
4940
SH
SOLE
4940
0
0
SABRE CORP
COM
78573M104
898
32100
SH
SOLE
32100
0
0
ST. JUDE MEDICAL INC.
COM
790849103
1250
20229
SH
SOLE
20229
0
0
SALESFORCE.COM INC.
COM
79466L302
3368
42964
SH
SOLE
42964
0
0
SANDISK CORP.
COM
80004C101
813
10693
SH
SOLE
10693
0
0
SANDISK CORP.
CONV
80004CAF8
7492
7239000
PRN
SOLE
7239000
0
0
SANTANDER CONSUMER USA HOLDINGS INC
COM
80283M101
2726
172000
SH
SOLE
172000
0
0
SCANA CORP.
COM
80589M102
1412
23339
SH
SOLE
23339
0
0
HENRY SCHEIN, INC.
COM
806407102
410
2590
SH
SOLE
2590
0
0
SCHLUMBERGER LTD.
COM
806857108
716
10259
SH
SOLE
10259
0
0
CHARLES SCHWAB CORP.
COM
808513105
268
8134
SH
SOLE
8134
0
0
SCIENCE APPLICATIONS INTERNAT
COM
808625107
1184
25860
SH
SOLE
25860
0
0
SCICLONE PHARMACEUTICALS INC
COM
80862K104
163
17700
SH
SOLE
17700
0
0
SCRIPPS NETWORKS INTERACTIVE INC.
COM
811065101
1584
28696
SH
SOLE
28696
0
0
SEACOR HOLDINGS INC.
CONV
81170YAB5
15844
19993000
PRN
SOLE
19993000
0
0
SEALED AIR CORPORATION
COM
81211K100
4380
98200
SH
SOLE
98200
0
0
SEAWORLD ENTERTAINMENT, INC.
COM
81282V100
4644
235862
SH
SOLE
235862
0
0
SELECT SECTOR SPDR HEATH CARE
ETF
81369Y209
1333
18500
SH
SOLE
18500
0
0
SELECT SECTOR SPDR CON STAPLES
ETF
81369Y308
1328
26300
SH
SOLE
26300
0
0
SELECT SECTOR SPDR CON DISCRET
ETF
81369Y407
1204
15400
SH
SOLE
15400
0
0
SELECT SECTOR SPDR ENERGY
ETF
81369Y506
521
8600
SH
SOLE
8600
0
0
SELECT SECTOR SPDR FINANCIAL
ETF
81369Y605
1550
65200
SH
SOLE
65200
0
0
SELECT SECTOR SPDR INDUSTRIAL
ETF
81369Y704
959
18100
SH
SOLE
18100
0
0
SELECT SECTOR SPDR TECHNOLOGY
ETF
81369Y803
2741
64000
SH
SOLE
64000
0
0
SEMPRA ENERGY
COM
816851109
1166
12403
SH
SOLE
12403
0
0
SERVICEMASTER GLOBAL HOLDINGS INC
COM
81761R109
1676
42700
SH
SOLE
42700
0
0
SERVICENOW INC
COM
81762P102
580
6700
SH
SOLE
6700
0
0
SHERWIN-WILLIAMS CO.
COM
824348106
859
3310
SH
SOLE
3310
0
0
SIGNATURE BANK/NEW YORK NY
COM
82669G104
919
5990
SH
SOLE
5990
0
0
SILVER WHEATON CORPORATION
COM
828336107
442
35570
SH
SOLE
35570
0
0
SIMON PROPERTY GROUP, INC.
REIT
828806109
3451
17748
SH
SOLE
17748
0
0
SINCLAIR BROADCAST GROUP
COM
829226109
280
8600
SH
SOLE
8600
0
0
SIRONA DENTAL SYSTEMS INC
COM
82966C103
282
2570
SH
SOLE
2570
0
0
SIRIUS XM RADIO INC.
COM
82968B103
661
162300
SH
SOLE
162300
0
0
SIX FLAGS ENTERTAINMENT CORPORATION
COM
83001A102
1538
28000
SH
SOLE
28000
0
0
SKECHERS U.S.A., INC.
COM
830566105
659
21810
SH
SOLE
21810
0
0
SKYWEST, INC.
COM
830879102
481
25300
SH
SOLE
25300
0
0
SKYWORKS SOLUTIONS, INC.
COM
83088M102
1133
14750
SH
SOLE
14750
0
0
AO SMITH CORP
COM
831865209
2214
28900
SH
SOLE
28900
0
0
J.M. SMUCKER CO. (THE)
COM
832696405
14809
120069
SH
SOLE
120069
0
0
SNAP-ON INC.
COM
833034101
2970
17326
SH
SOLE
17326
0
0
SNYDER'S-LANCE INC
COM
833551104
364
10600
SH
SOLE
10600
0
0
SOCIEDAD QUIMICA Y MINERA DE C
ADR
833635105
1084
57020
SH
SOLE
57020
0
0
SOLARWINDS INC
COM
83416B109
754
12800
SH
SOLE
12800
0
0
SOTHEBY'S
COM
835898107
1271
49350
SH
SOLE
49350
0
0
SOUTHERN COMPANY
COM
842587107
2667
57006
SH
SOLE
57006
0
0
SOUTH32 LTD
ADR
84473L105
66
17406
SH
SOLE
17406
0
0
SOUTHWEST AIRLINES CO.
COM
844741108
3197
74249
SH
SOLE
74249
0
0
SOUTHWESTERN ENERGY COMPANY
CONV
845467208
6486
350000
SH
SOLE
350000
0
0
SPARK ENERGY INC
COM
846511103
290
14000
SH
SOLE
14000
0
0
SPARTANNASH CO
COM
847215100
264
12200
SH
SOLE
12200
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
3611
75700
SH
SOLE
75700
0
0
SPECTRASCIENCE, INC.
COM
84760E301
0
157715
SH
SOLE
157715
0
0
SPECTRUM BRANDS HOLDINGS, INC.
COM
84763R101
2901
28500
SH
SOLE
28500
0
0
SPIRIT AEROSYSTEMS HOLDINGS INC
COM
848574109
2979
59500
SH
SOLE
59500
0
0
SPIRIT REALTY CAPITAL INC.
REIT
84860W102
161
16100
SH
SOLE
16100
0
0
SPLUNK INC
COM
848637104
271
4600
SH
SOLE
4600
0
0
STANLEY BLACK & DECKER, INC.
COM
854502101
1058
9916
SH
SOLE
9916
0
0
STAPLES INC.
COM
855030102
529
55848
SH
SOLE
55848
0
0
STARBUCKS CORP.
COM
855244109
5976
99544
SH
SOLE
99544
0
0
STARZ
COM
85571Q102
3611
107800
SH
SOLE
107800
0
0
STARWOOD HOTELS & RESORTS WORLDWIDE INC.
COM
85590A401
2402
34675
SH
SOLE
34675
0
0
STATE STREET CORPORATION
COM
857477103
1019
15361
SH
SOLE
15361
0
0
STATOIL ASA
ADR
85771P102
1545
110700
SH
SOLE
110700
0
0
STEEL DYNAMICS INC.
COM
858119100
352
19700
SH
SOLE
19700
0
0
STERICYCLE, INC.
COM
858912108
411
3404
SH
SOLE
3404
0
0
STRYKER CORPORATION
COM
863667101
755
8119
SH
SOLE
8119
0
0
SUBSEA 7 SA
ADR
864323100
166
23600
SH
SOLE
23600
0
0
SUBURBAN PROPANE PARTNERS LP
COM
864482104
253
10400
SH
SOLE
10400
0
0
SUNCOR ENERGY INC
COM
867224107
455
17619
SH
SOLE
17619
0
0
SUNOCO LOGISTICS PARTNERS LP
COM
86764L108
4158
161780
SH
SOLE
161780
0
0
SUNPOWER CORPORATION
COM
867652406
804
26800
SH
SOLE
26800
0
0
SUNTRUST BANKS, INC.
COM
867914103
3547
82800
SH
SOLE
82800
0
0
SUPREME INDUSTRIES, INC.
COM
868607102
2176
317706
SH
SOLE
317706
0
0
SYMANTEC CORP.
COM
871503108
918
43734
SH
SOLE
43734
0
0
SYMETRA FINANCIAL CORP
COM
87151Q106
264
8300
SH
SOLE
8300
0
0
SYNOPSYS, INC.
COM
871607107
538
11800
SH
SOLE
11800
0
0
SYNGENTA AG
ADR
87160A100
685
8700
SH
SOLE
8700
0
0
SYNOVUS FINANCIAL CORP.
COM
87161C501
663
20471
SH
SOLE
20471
0
0
SYNNEX CORP.
COM
87162W100
549
6100
SH
SOLE
6100
0
0
SYNCHRONY FINANCIAL
COM
87165B103
1469
48300
SH
SOLE
48300
0
0
SYSCO CORP.
COM
871829107
308
7500
SH
SOLE
7500
0
0
TD AMERITRADE HOLDING CORP.
COM
87236Y108
281
8100
SH
SOLE
8100
0
0
TECO ENERGY INC.
COM
872375100
219
8223
SH
SOLE
8223
0
0
TCP CAPITAL CORP
COM
87238Q103
22335
1603372
SH
SOLE
1603372
0
0
TJX COMPANIES INC.
COM
872540109
3082
43466
SH
SOLE
43466
0
0
T-MOBILE US INC.
COM
872590104
205
5250
SH
SOLE
5250
0
0
TANGER FACTORY OUTLET CENTERS INC.
REIT
875465106
1020
31200
SH
SOLE
31200
0
0
TARGA RESOURCES PARTNERS LP
COM
87611X105
514
31067
SH
SOLE
31067
0
0
TARGET CORP.
COM
87612E106
3591
49453
SH
SOLE
49453
0
0
TECH DATA CORPORATION
COM
878237106
810
12200
SH
SOLE
12200
0
0
TEGNA INC.
COM
87901J105
4072
159574
SH
SOLE
159574
0
0
TELEFLEX, INC.
COM
879369106
580
4410
SH
SOLE
4410
0
0
TELEPHONE AND DATA SYSTEMS INC.
COM
879433829
461
17818
SH
SOLE
17818
0
0
TEMPUR SEALY INTERNATIONAL INC.
COM
88023U101
395
5600
SH
SOLE
5600
0
0
TENARIS SA
ADR
88031M109
757
31800
SH
SOLE
31800
0
0
TENET HEALTHCARE CORP.
COM
88033G407
2419
79845
SH
SOLE
79845
0
0
TERADYNE INC
COM
880770102
934
45200
SH
SOLE
45200
0
0
TERRA NITROGEN COMPANY LP
COM
881005201
563
5540
SH
SOLE
5540
0
0
TESORO PETROLEUM CORPORATION
COM
881609101
9870
93673
SH
SOLE
93673
0
0
TESORO LOGISTICS LP
COM
88160T107
1298
25800
SH
SOLE
25800
0
0
TEVA PHARMACEUTICAL INDUSTRIES LTD.
ADR
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459
7000
SH
SOLE
7000
0
0
TESSERA TECHNOLOGIES INC
COM
88164L100
414
13800
SH
SOLE
13800
0
0
TEXAS INSTRUMENTS INC.
COM
882508104
4021
73369
SH
SOLE
73369
0
0
TEXAS ROADHOUSE, INC.
COM
882681109
1976
55250
SH
SOLE
55250
0
0
TEXTRON, INC.
COM
883203101
2909
69257
SH
SOLE
69257
0
0
THERMO FISHER SCIENTIFIC INC.
COM
883556102
1813
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SOLE
12779
0
0
THOMSON REUTERS CORP.
COM
884903105
201
5300
SH
SOLE
5300
0
0
3M COMPANY
COM
88579Y101
1858
12337
SH
SOLE
12337
0
0
TIME WARNER INC.
COM
887317303
3097
47893
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SOLE
47893
0
0
TIME WARNER CABLE INC.
COM
88732J207
3512
18924
SH
SOLE
18924
0
0
TORCHMARK CORPORATION
COM
891027104
743
12992
SH
SOLE
12992
0
0
TORO CO., THE
COM
891092108
232
3180
SH
SOLE
3180
0
0
TOTAL S A
COM
89151E109
2225
49490
SH
SOLE
49490
0
0
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COM
891894107
649
5050
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5050
0
0
TOTAL SYSTEM SERVICES INC.
COM
891906109
2994
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60128
0
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TOWNSQUARE MEDIA INC
COM
892231101
309
25839
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25839
0
0
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COM
892356106
522
6100
SH
SOLE
6100
0
0
TRAVELERS COMPANIES, INC., THE
COM
89417E109
3169
28079
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SOLE
28079
0
0
TRINITY INDUSTRIES INC.
COM
896522109
814
33900
SH
SOLE
33900
0
0
TRIUMPH GROUP, INC.
COM
896818101
994
25000
SH
SOLE
25000
0
0
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COM
899896104
1230
22100
SH
SOLE
22100
0
0
TWENTY-FIRST CENTURY FOX, INC.
COM
90130A101
1303
47988
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SOLE
47988
0
0
TWENTY-FIRST CENTURY FOX, INC.
COM
90130A200
294
10800
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SOLE
10800
0
0
TWO HARBORS INVESTMENT CORP
REIT
90187B101
87
10800
SH
SOLE
10800
0
0
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COM
902494103
6166
115621
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SOLE
115621
0
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UDR INC.
REIT
902653104
316
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SH
SOLE
8400
0
0
US BANCORP
COM
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2966
69521
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69521
0
0
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COM
90328M107
358
2800
SH
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2800
0
0
USG CORP.
COM
903293405
1740
71617
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71617
0
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ULTRAPAR PARTICIPACOES SA
ADR
90400P101
941
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61675
0
0
UNION PACIFIC CORP.
COM
907818108
6079
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0
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UNITED CONTINENTAL HOLDINGS INC.
COM
910047109
3934
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68655
0
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UNITED PARCEL SERVICE INC.
COM
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1759
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18275
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UNITED RENTALS INC.
COM
911363109
4667
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UNITED TECHNOLOGIES CORP.
COM
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2033
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21162
0
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UNITED THERAPEUTICS CORP
COM
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2157
13770
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13770
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UNITEDHEALTH GROUP INCORPORATED
COM
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7557
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UNIVERSAL ELECTRONICS INC
COM
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226
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4400
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UNIVERSAL HEALTH SERVICES INC.
COM
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423
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3540
0
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UNUM GROUP
COM
91529Y106
1111
33366
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SOLE
33366
0
0
U P M - KYMMENE CORPORATION
ADR
915436109
186
10000
SH
SOLE
10000
0
0
VCA ANTECH INC.
COM
918194101
919
16700
SH
SOLE
16700
0
0
VF CORP.
COM
918204108
579
9300
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9300
0
0
VSE CORP
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918284100
529
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SH
SOLE
8500
0
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VWR CORP
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91843L103
1699
60000
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SOLE
60000
0
0
VALERO ENERGY CORP.
COM
91913Y100
4948
69974
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69974
0
0
VALLEY NATIONAL BANCORP
COM
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161
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16300
0
0
VALMONT INDUSTRIES INC.
COM
920253101
1701
16040
SH
SOLE
16040
0
0
VANGUARD FTSE DEVELOPED MARKETS ETF
ETF
921943858
2748
74840
SH
SOLE
74840
0
0
VANGUARD FTSE EMERGING MARKETS
ETF
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1825
55800
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55800
0
0
VANGUARD NATURAL RESOURCES LLC
COM
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226
75832
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75832
0
0
VANTIV INC
COM
92210H105
1053
22200
SH
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22200
0
0
VARIAN MEDICAL SYSTEMS, INC.
COM
92220P105
1404
17371
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17371
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VECTOR GROUP LTD
COM
92240M108
231
9800
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9800
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VEEVA SYSTEMS INC
COM
922475108
317
11000
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11000
0
0
VANGUARD TOTAL STOCK MARKET ETF
ETF
922908769
292
2800
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2800
0
0
VERISIGN INC.
COM
92343E102
4073
46620
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46620
0
0
VERIZON COMMUNICATIONS INC.
COM
92343V104
17706
383087
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383087
0
0
VERISK ANALYTICS, INC.
COM
92345Y106
600
7800
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SOLE
7800
0
0
VERTEX PHARMACEUTICALS INCORPORATED
COM
92532F100
289
2300
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2300
0
0
VIASAT, INC.
COM
92552V100
531
8700
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8700
0
0
VIACOM INC.
COM
92553P201
1873
45500
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SOLE
45500
0
0
VIAVI SOLUTIONS INC.
COM
925550105
473
77600
SH
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77600
0
0
VIOLIN MEMORY INC
CONV
92763AAB7
8850
15000000
PRN
SOLE
15000000
0
0
VISA, INC.
COM
92826C839
5870
75692
SH
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75692
0
0
VISTA OUTDOOR INC
COM
928377100
2509
56380
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56380
0
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VISTEON CORPORATION
COM
92839U206
1548
13520
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13520
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0
VORNADO REALTY TRUST
REIT
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517
5176
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5176
0
0
VOYA FINANCIAL INC.
COM
929089100
314
8500
SH
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8500
0
0
VULCAN MATERIALS CO.
COM
929160109
519
5463
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5463
0
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COM
92922P106
49
21330
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SOLE
21330
0
0
WEC ENERGY GROUP, INC.
COM
92939U106
479
9326
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SOLE
9326
0
0
WABTEC CORPORATION
COM
929740108
2225
31280
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SOLE
31280
0
0
WAL-MART STORES INC.
COM
931142103
5987
97675
SH
SOLE
97675
0
0
WALGREENS BOOTS ALLIANCE, INC.
COM
931427108
2492
29263
SH
SOLE
29263
0
0
WASTE MANAGEMENT INC.
COM
94106L109
2720
50958
SH
SOLE
50958
0
0
WATERS CORPORATION
COM
941848103
1969
14630
SH
SOLE
14630
0
0
WATSCO, INC.
COM
942622200
246
2100
SH
SOLE
2100
0
0
WEBSTER FINL CORP. WATERBURY
COM
947890109
387
10400
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SOLE
10400
0
0
WELLS FARGO & COMPANY
COM
949746101
15117
278090
SH
SOLE
278090
0
0
WELLTOWER INC.
REIT
95040Q104
1520
22346
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SOLE
22346
0
0
WESCO INTERNATIONAL INC.
COM
95082P105
1127
25800
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SOLE
25800
0
0
WEST PHARMACEUTICAL SERVICES, INC.
COM
955306105
1271
21100
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SOLE
21100
0
0
WESTERN DIGITAL CORPORATION
COM
958102105
697
11603
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SOLE
11603
0
0
WESTERN REFINING, INC.
COM
959319104
445
12500
SH
SOLE
12500
0
0
WESTERN UNION COMPANY, THE
COM
959802109
5622
313915
SH
SOLE
313915
0
0
WESTLAKE CHEMICAL CORPORATION
COM
960413102
4469
82280
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SOLE
82280
0
0
WESTROCK CO
COM
96145D105
5174
113412
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SOLE
113412
0
0
WEX INC.
COM
96208T104
289
3270
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SOLE
3270
0
0
WHIRLPOOL CORPORATION
COM
963320106
2345
15967
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15967
0
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WHITEWAVE FOODS CO
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966244105
2845
73115
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SOLE
73115
0
0
WILLIAMS PARTNERS LP
COM
96949L105
2880
103424
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SOLE
103424
0
0
WILLIAMS-SONOMA, INC.
COM
969904101
315
5400
SH
SOLE
5400
0
0
WINDSTREAM HOLDINGS INC
COM
97382A200
1000
155300
SH
SOLE
155300
0
0
WORLD FUEL SERVICES CORP.
COM
981475106
362
9400
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SOLE
9400
0
0
WORTHINGTON INDUSTRIES, INC.
COM
981811102
2808
93170
SH
SOLE
93170
0
0
WYNDHAM WORLDWIDE CORP.
COM
98310W108
3983
54831
SH
SOLE
54831
0
0
XCEL ENERGY INC.
COM
98389B100
587
16337
SH
SOLE
16337
0
0
XILINX INC.
COM
983919101
1002
21327
SH
SOLE
21327
0
0
XEROX CORP.
COM
984121103
1386
130374
SH
SOLE
130374
0
0
XYLEM INC.
COM
98419M100
210
5756
SH
SOLE
5756
0
0
ZIMMER BIOMET HOLDIINGS, INC.
COM
98956P102
847
8259
SH
SOLE
8259
0
0
ZOETIS INC.
COM
98978V103
6613
137997
SH
SOLE
137997
0
0
ALLERGAN PLC
CONV
G0083B116
14908
14500
SH
SOLE
14500
0
0
ALLEGION PLC
COM
G0176J109
4900
74333
SH
SOLE
74333
0
0
ALLERGAN PLC
COM
G0177J108
1478
4728
SH
SOLE
4728
0
0
AMDOCS LTD.
COM
G02602103
2641
48400
SH
SOLE
48400
0
0
AON PLC
COM
G0408V102
738
8001
SH
SOLE
8001
0
0
ARCH CAPITAL GROUP LTD.
COM
G0450A105
286
4100
SH
SOLE
4100
0
0
ASPEN INSURANCE HOLDINGS LTD.
COM
G05384105
560
11600
SH
SOLE
11600
0
0
ASSURED GUARANTY, LTD.
COM
G0585R106
830
31400
SH
SOLE
31400
0
0
ACCENTURE PLC
COM
G1151C101
5406
51730
SH
SOLE
51730
0
0
BUNGE LTD.
COM
G16962105
2088
30585
SH
SOLE
30585
0
0
DELPHI AUTOMOTIVE PLC
COM
G27823106
1415
16500
SH
SOLE
16500
0
0
EATON CORPORATION
COM
G29183103
303
5820
SH
SOLE
5820
0
0
ENDURANCE SPECIALTY HOLDINGS LTD.
COM
G30397106
960
15000
SH
SOLE
15000
0
0
ENDO INTERNATIONAL PLC
COM
G30401106
1390
22700
SH
SOLE
22700
0
0
ENSCO PLC
COM
G3157S106
2261
146900
SH
SOLE
146900
0
0
EVEREST RE GROUP LTD.
COM
G3223R108
872
4760
SH
SOLE
4760
0
0
GENPACT LTD
COM
G3922B107
1589
63600
SH
SOLE
63600
0
0
HERBALIFE LTD.
COM
G4412G101
1747
32580
SH
SOLE
32580
0
0
INGERSOLL-RAND PLC
COM
G47791101
1299
23500
SH
SOLE
23500
0
0
INVESCO LTD.
COM
G491BT108
637
19035
SH
SOLE
19035
0
0
KING DIGITAL ENTERTAINMENT PLC
COM
G5258J109
533
29800
SH
SOLE
29800
0
0
LAZARD LTD.
COM
G54050102
338
7500
SH
SOLE
7500
0
0
MALLINCKRODT PLC
COM
G5785G107
1405
18828
SH
SOLE
18828
0
0
MARVELL TECHNOLOGY GROUP, LTD
COM
G5876H105
88
10000
SH
SOLE
10000
0
0
MEDTRONIC PLC
COM
G5960L103
6745
87685
SH
SOLE
87685
0
0
MICHAEL KORS HOLDINGS LTD
COM
G60754101
753
18800
SH
SOLE
18800
0
0
NOBLE CORPORATION
COM
G65431101
688
65200
SH
SOLE
65200
0
0
NORWEGIAN CRUISE LINE HOLDINGS LTD.
COM
G66721104
492
8400
SH
SOLE
8400
0
0
PARTNERRE LTD.
COM
G6852T105
692
4950
SH
SOLE
4950
0
0
RENAISSANCERE HOLDINGS LTD.
COM
G7496G103
532
4700
SH
SOLE
4700
0
0
ROWAN COS. INC.
COM
G7665A101
695
41000
SH
SOLE
41000
0
0
SEADRILL LTD.
COM
G7945E105
243
71700
SH
SOLE
71700
0
0
SEAGATE TECHNOLOGY PLC
COM
G7945M107
1609
43900
SH
SOLE
43900
0
0
PENTAIR PLC
COM
G7S00T104
1674
33800
SH
SOLE
33800
0
0
VALIDUS HOLDINGS LTD.
COM
G9319H102
861
18600
SH
SOLE
18600
0
0
PERRIGO COMPANY PLC
COM
G97822103
974
6730
SH
SOLE
6730
0
0
XL GROUP PLC
COM
G98290102
585
14935
SH
SOLE
14935
0
0
ACE LIMITED
COM
H0023R105
3189
27290
SH
SOLE
27290
0
0
ALLIED WORLD ASSURANCE COMPANY HOLDINGS, AG
COM
H01531104
296
7960
SH
SOLE
7960
0
0
WEATHERFORD INTERNATIONAL PLC
COM
H27013103
734
87500
SH
SOLE
87500
0
0
PENTAIR PLC
COM
H6169Q108
340
6861
SH
SOLE
6861
0
0
TRANSOCEAN LTD.
COM
H8817H100
1468
118600
SH
SOLE
118600
0
0
TYCO INTERNATIONAL (US) INC.
COM
IE00BQRQ6
615
19300
SH
SOLE
19300
0
0
CHECK POINT SOFTWARE TECHNOLOGIES LTD
COM
M22465104
374
4600
SH
SOLE
4600
0
0
CORE LABORATORIES N.V.
COM
N22717107
790
7267
SH
SOLE
7267
0
0
FRANK'S INTERNATIONAL NV
COM
N33462107
482
28900
SH
SOLE
28900
0
0
LYONDELLBASELL INDUSTRIES NV
COM
N53745100
10520
121056
SH
SOLE
121056
0
0
MYLAN NV
COM
N59465109
2915
53906
SH
SOLE
53906
0
0
NXP SEMICONDUCTORS NV
COM
N6596X109
411
4881
SH
SOLE
4881
0
0
ROYAL CARIBBEAN CRUISES LTD.
COM
V7780T103
2034
20100
SH
SOLE
20100
0
0
FLEXTRONICS INTERNATIONAL LTD
COM
Y0486S104
4420
30450
SH
SOLE
30450
0
0
CAPITAL PRODUCT PARTNERS LP
COM
Y11082107
1007
182400
SH
SOLE
182400
0
0
GOLAR LNG PARTNERS LP
COM
Y2745C102
614
45868
SH
SOLE
45868
0
0
SEADRILL PARTNERS LLC
COM
Y7545W109
545
149244
SH
SOLE
149244
0
0
TEEKAY TANKERS LTD
COM
Y8564M105
228
17305
SH
SOLE
17305
0
0
TEEKAY CORP.
COM
Y8564W103
102
10300
SH
SOLE
10300
0
0
TEEKAY OFFSHORE PARTNERS LP
COM
Y8565J101
588
90687
SH
SOLE
90687
0
0
TEEKAY TANKERS LTD
COM
Y8565N102
228
33100
SH
SOLE
33100
0
0