0000009015-16-000019.txt : 20160629
0000009015-16-000019.hdr.sgml : 20160629
20160629122928
ACCESSION NUMBER: 0000009015-16-000019
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160331
FILED AS OF DATE: 20160629
DATE AS OF CHANGE: 20160629
EFFECTIVENESS DATE: 20160629
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/A
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-00060
FILM NUMBER: 161738057
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/A
1
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03-31-2016
03-31-2016
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1
NEW HOLDINGS
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
617-761-3800
/s/ Melissa LaGrant
Boston
MA
06-29-2016
0
935
3751035
INFORMATION TABLE
2
informationtable_03312016.xml
INFORMATION TABLE
3M CO.
COM
88579Y101
2056
12337
SH
SOLE
12337
0
0
A.H. BELO CORPORATION
COM
001282102
50
10300
SH
SOLE
10300
0
0
A.O. SMITH CORPORATION
COM
831865209
2205
28900
SH
SOLE
28900
0
0
ABBOTT LABORATORIES
COM
002824100
1381
33026
SH
SOLE
33026
0
0
ABBVIE INC.
COM
00287Y109
11242
196809
SH
SOLE
196809
0
0
ACCENTURE PLC
COM
G1151C101
1355
11740
SH
SOLE
11740
0
0
ACCO BRANDS CORP.
COM
00081T108
448
49900
SH
SOLE
49900
0
0
ACE LIMITED
COM
H1467J104
3083
25879
SH
SOLE
25879
0
0
ACTIVISION BLIZZARD, INC.
COM
00507V109
917
27100
SH
SOLE
27100
0
0
ACUITY BRANDS INC.
COM
00508Y102
486
2230
SH
SOLE
2230
0
0
ADELPHIA RECOVERY TRUST
COM
00685R409
0
1783299
SH
SOLE
1783299
0
0
ADOBE SYSTEMS INC.
COM
00724F101
2654
28295
SH
SOLE
28295
0
0
ADT CORPORATION (THE)
COM
00101J106
510
12350
SH
SOLE
12350
0
0
ADVANCE AUTO PARTS, INC.
COM
00751Y106
738
4600
SH
SOLE
4600
0
0
AECOM
COM
00766T100
1992
64711
SH
SOLE
64711
0
0
AES CORP., THE
COM
00130H105
1942
164564
SH
SOLE
164564
0
0
AETNA INC.
COM
00817Y108
2735
24340
SH
SOLE
24340
0
0
AFLAC INC.
COM
001055102
3095
49017
SH
SOLE
49017
0
0
AGCO CORP.
COM
001084102
3910
78670
SH
SOLE
78670
0
0
AGILENT TECHNOLOGIES INC.
COM
00846U101
731
18336
SH
SOLE
18336
0
0
AGL RESOURCES INC.
COM
001204106
471
7238
SH
SOLE
7238
0
0
AGRIUM INC.
COM
008916108
1367
15485
SH
SOLE
15485
0
0
AIR LEASE CORP.
COM
00912X302
1722
53600
SH
SOLE
53600
0
0
AIR PRODUCTS AND CHEMICALS INC.
COM
009158106
1015
7045
SH
SOLE
7045
0
0
AK STEEL CORP.
CONV
001546AP5
4148
4625000
SH
SOLE
4625000
0
0
ALASKA AIR GROUP INC.
COM
011659109
4445
54200
SH
SOLE
54200
0
0
ALCOA INC.
COM
013817101
361
37717
SH
SOLE
37717
0
0
ALERE INC.
COM
01449J105
721
14250
SH
SOLE
14250
0
0
ALIGN TECHNOLOGY, INC.
COM
016255101
262
3600
SH
SOLE
3600
0
0
ALLEGHANY CORP.
COM
017175100
409
825
SH
SOLE
825
0
0
ALLEGION PLC
COM
G0176J109
4863
76333
SH
SOLE
76333
0
0
ALLERGAN PLC
COM
G0177J108
420
1568
SH
SOLE
1568
0
0
ALLERGAN PLC
CONV
G0177J116
13304
14500
SH
SOLE
14500
0
0
ALLIANCE RESOURCE PARTNERS, L.P.
COM
01877R108
1047
89864
SH
SOLE
89864
0
0
ALLIED WORLD ASSURANCE COMPANY HOLDINGS, AG
COM
H01531104
278
7960
SH
SOLE
7960
0
0
ALLISON TRANSMISSION HOLDINGS, INC
COM
01973R101
2894
107250
SH
SOLE
107250
0
0
ALLSTATE CORP.
COM
020002101
1382
20521
SH
SOLE
20521
0
0
ALLY FINANCIAL INC.
COM
02005N100
1324
70700
SH
SOLE
70700
0
0
ALPHABET, INC.
COM
02079K107
13354
17926
SH
SOLE
17926
0
0
ALPHABET, INC.
COM
02079K305
16572
21723
SH
SOLE
21723
0
0
ALTRIA GROUP INC.
COM
02209S103
6778
108170
SH
SOLE
108170
0
0
AMAZON.COM INC.
COM
023135106
10322
17387
SH
SOLE
17387
0
0
AMC NETWORKS INC.
COM
00164V103
520
8000
SH
SOLE
8000
0
0
AMDOCS LTD.
COM
G02602103
3547
58700
SH
SOLE
58700
0
0
AMERCO
COM
023586100
1358
3800
SH
SOLE
3800
0
0
AMERICAN AIRLINES GROUP INC.
COM
02376R102
3535
86200
SH
SOLE
86200
0
0
AMERICAN CAPITAL AGENCY CORP
REIT
02503X105
665
35700
SH
SOLE
35700
0
0
AMERICAN ELECTRIC POWER CO. INC.
COM
025537101
1415
21311
SH
SOLE
21311
0
0
AMERICAN EXPRESS COMPANY
COM
025816109
4466
72737
SH
SOLE
72737
0
0
AMERICAN FINANCIAL GROUP, INC.
COM
025932104
563
8000
SH
SOLE
8000
0
0
AMERICAN INTERNATIONAL GROUP INC.
COM
026874784
3603
66659
SH
SOLE
66659
0
0
AMERICAN TOWER CORP.
REIT
03027X100
279
2722
SH
SOLE
2722
0
0
AMERICAN WATER WORKS CO. INC.
COM
030420103
1761
25550
SH
SOLE
25550
0
0
AMERIGAS PARTNERS, L.P.
COM
030975106
389
8949
SH
SOLE
8949
0
0
AMERIPRISE FINANCIAL INC.
COM
03076C106
1037
11031
SH
SOLE
11031
0
0
AMERISOURCEBERGEN CORP.
COM
03073E105
2120
24497
SH
SOLE
24497
0
0
AMETEK, INC.
COM
031100100
429
8575
SH
SOLE
8575
0
0
AMGEN INC.
COM
031162100
12339
82296
SH
SOLE
82296
0
0
AMKOR TECHNOLOGY INC.
COM
031652100
75
12700
SH
SOLE
12700
0
0
AMSURG CORP.
COM
03232P405
201
2700
SH
SOLE
2700
0
0
AMTECH SYSTEMS INC
COM
032332504
589
90808
SH
SOLE
90808
0
0
AMTRUST FINANCIAL SERVICES, INC.
COM
032359309
555
21461
SH
SOLE
21461
0
0
ANADARKO PETROLEUM CORP.
CONV
032511404
12427
360000
SH
SOLE
360000
0
0
ANALOG DEVICES INC.
COM
032654105
532
8993
SH
SOLE
8993
0
0
ANNALY CAPITAL MANAGEMENT, INC.
REIT
035710409
678
66060
SH
SOLE
66060
0
0
ANSYS, INC.
COM
03662Q105
340
3800
SH
SOLE
3800
0
0
ANTERO MIDSTREAM PARTNERS LP
COM
03673L103
292
13200
SH
SOLE
13200
0
0
ANTHEM, INC.
COM
036752103
8004
57584
SH
SOLE
57584
0
0
ANTHRACITE CAPITAL, INC.
REIT
037023108
0
10000
SH
SOLE
10000
0
0
ANWORTH MORTGAGE ASSET CORPORATION
REIT
037347101
141
30300
SH
SOLE
30300
0
0
AON PLC
COM
G0408V102
1567
15001
SH
SOLE
15001
0
0
APACHE CORP.
COM
037411105
1545
31647
SH
SOLE
31647
0
0
APARTMENT INVESTMENT & MANAGEMENT CO.
REIT
03748R101
220
5249
SH
SOLE
5249
0
0
APOLLO RESIDENTIAL MORTGAGE INC.
REIT
03763V102
235
17500
SH
SOLE
17500
0
0
APPLE HOSPITALITY REIT INC.
REIT
03784Y200
501
25300
SH
SOLE
25300
0
0
APPLE INC.
COM
037833100
46796
429356
SH
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429356
0
0
APPLIED MATERIALS INC.
COM
038222105
913
43106
SH
SOLE
43106
0
0
APPROACH RESOURCES INC.
COM
03834A103
46
39546
SH
SOLE
39546
0
0
APTARGROUP, INC.
COM
038336103
1153
14700
SH
SOLE
14700
0
0
ARCELORMITTAL
ADR
03938L104
369
80600
SH
SOLE
80600
0
0
ARCH CAPITAL GROUP LTD.
COM
G0450A105
292
4100
SH
SOLE
4100
0
0
ARCHER DANIELS MIDLAND CO.
COM
039483102
5168
142338
SH
SOLE
142338
0
0
ARCHROCK PARTNERS LP
COM
03957U100
2002
180700
SH
SOLE
180700
0
0
ARES CAPITAL CORPORATION
COM
04010L103
427
28800
SH
SOLE
28800
0
0
ARGAN INC
COM
04010E109
447
12700
SH
SOLE
12700
0
0
ARISTA NETWORKS INC
COM
040413106
972
15400
SH
SOLE
15400
0
0
ARRIS INTERNATIONAL PLC
COM
G0551A103
2013
87700
SH
SOLE
87700
0
0
ARROW ELECTRONICS INC.
COM
042735100
245
3800
SH
SOLE
3800
0
0
ASPEN INSURANCE HOLDINGS LTD.
COM
G05384105
553
11600
SH
SOLE
11600
0
0
ASSURANT INC.
COM
04621X108
1211
15696
SH
SOLE
15696
0
0
ASSURED GUARANTY, LTD.
COM
G0585R106
794
31400
SH
SOLE
31400
0
0
AT&T INC.
COM
00206R102
9459
241497
SH
SOLE
241497
0
0
ATLAS AIR WORLDWIDE HOLDINGS INC.
COM
049164205
448
10600
SH
SOLE
10600
0
0
ATMOS ENERGY CORP.
COM
049560105
323
4350
SH
SOLE
4350
0
0
AUTOMATIC DATA PROCESSING INC.
COM
053015103
1831
20410
SH
SOLE
20410
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AUTOZONE INC.
COM
053332102
2038
2558
SH
SOLE
2558
0
0
AVALONBAY COMMUNITIES, INC.
REIT
053484101
1293
6799
SH
SOLE
6799
0
0
AVANGRID INC
COM
05351W103
489
12200
SH
SOLE
12200
0
0
AVERY DENNISON CORP.
COM
053611109
1262
17497
SH
SOLE
17497
0
0
AVNET INC.
COM
053807103
868
19600
SH
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AVON PRODUCTS INC.
COM
054303102
630
131000
SH
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0
0
B/E AEROSPACE, INC
COM
073302101
351
7600
SH
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7600
0
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BABCOCK & WILCOX COMPANY (THE)
COM
05605H100
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SH
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BABCOCK & WILCOX ENTERPRISES INC
COM
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BABSON CAP PARTN INVS TRUST
COM
05616B100
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BALL CORPORATION
COM
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BANK OF AMERICA CORP.
COM
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BANK OF NEW YORK MELLON CORP.
COM
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BAXALTA INCORPORATED
COM
07177M103
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BAXTER INTERNATIONAL INC.
COM
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BB&T CORPORATION
COM
054937107
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SH
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BEMIS CO. INC.
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BERRY PLASTICS GROUP, INC
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BEST BUY CO. INC.
COM
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3325
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BHP BILLITON LTD.
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BIOGEN INC.
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BLOUNT INTERNATIONAL, INC
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BLUE BUFFALO PET PRODUCTS INC
COM
09531U102
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BOARDWALK PIPELINE PARTNERS LP
COM
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BOEING CO.
COM
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COM
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101121101
853
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BOYD GAMING CORPORATION
COM
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14200
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BRINKER INTERNATIONAL
COM
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COM
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BRUKER CORP.
COM
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BRUNSWICK CORP/DE
COM
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COM
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BUNGE LTD.
COM
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CABOT CORP.
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CALGON CARBON CORPORATION
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CALPINE CORP.
COM
131347304
1271
83800
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0
0
CAMERON INTERNATIONAL CORPORATION
COM
13342B105
1009
15043
SH
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15043
0
0
CAMPBELL SOUP COMPANY
COM
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23489
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23489
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0
CANADIAN NATURAL RESOURCES LTD.
COM
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CAPITAL ONE FINANCIAL CORP.
COM
14040H105
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0
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CAPITAL PRODUCT PARTNERS LP
COM
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CARDTRONICS INC.
CONV
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CARE CAPITAL PROPERTIES INC
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COM
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CATALENT INC
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COM
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CATO CORP
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CBRE GROUP INC.
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CBS CORP.
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CDW CORP/DE
COM
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CECO ENVIRONMENTAL CORP
COM
125141101
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0
GENERAC HOLDINGS INC
COM
368736104
358
9600
SH
SOLE
9600
0
0
GENERAL DYNAMICS CORP.
COM
369550108
1287
9800
SH
SOLE
9800
0
0
GENERAL ELECTRIC CO.
COM
369604103
28422
894062
SH
SOLE
894062
0
0
GENERAL GROWTH PROPERTIES, INC.
REIT
370023103
703
23640
SH
SOLE
23640
0
0
GENERAL MILLS INC.
COM
370334104
2579
40716
SH
SOLE
40716
0
0
GENERAL MOTORS COMPANY
COM
37045V100
4114
130900
SH
SOLE
130900
0
0
GENESIS ENERGY, L.P.
COM
371927104
2015
63400
SH
SOLE
63400
0
0
GENPACT LIMITED
COM
G3922B107
1729
63600
SH
SOLE
63600
0
0
GENTEX CORPORATION
COM
371901109
697
44420
SH
SOLE
44420
0
0
GENUINE PARTS CO
COM
372460105
613
6170
SH
SOLE
6170
0
0
GENWORTH HOLDINGS INC.
COM
37247D106
155
56860
SH
SOLE
56860
0
0
GEO SPECIALTY CHEMICALS, INC.
COM
37246R106
0
80750
SH
SOLE
80750
0
0
GEOMET, INC.
COM
37250U201
1
85857
SH
SOLE
85857
0
0
G-III APPAREL GROUP LTD
COM
36237H101
313
6400
SH
SOLE
6400
0
0
GILEAD SCIENCES, INC.
COM
375558103
18346
199722
SH
SOLE
199722
0
0
GLOBAL PARTNERS LP/MA
COM
37946R109
443
32810
SH
SOLE
32810
0
0
GLOBAL PAYMENTS, INC.
COM
37940X102
1015
15540
SH
SOLE
15540
0
0
GNC HOLDINGS INC.
COM
36191G107
1889
59500
SH
SOLE
59500
0
0
GODADDY INC
COM
380237107
469
14500
SH
SOLE
14500
0
0
GOGO INC
CONV
38046CAB5
4843
6300000
SH
SOLE
6300000
0
0
GOLAR LNG PARTNERS LP
COM
Y2745C102
857
58368
SH
SOLE
58368
0
0
GOLD FIELDS LTD.
ADR
38059T106
116
29340
SH
SOLE
29340
0
0
GOLDMAN SACHS GROUP INC., THE
COM
38141G104
973
6198
SH
SOLE
6198
0
0
GOODYEAR TIRE & RUBBER COMPANY (THE)
COM
382550101
3305
100212
SH
SOLE
100212
0
0
GRACO, INC.
COM
384109104
1562
18600
SH
SOLE
18600
0
0
GRAINGER (W.W.) INC.
COM
384802104
769
3296
SH
SOLE
3296
0
0
GRAPHIC PACKAGING HOLDING CO.
COM
388689101
1979
154000
SH
SOLE
154000
0
0
GREEN PLAINS INC.
CONV
393222AD6
3472
3500000
SH
SOLE
3500000
0
0
GROUPON INC
COM
399473107
181
45400
SH
SOLE
45400
0
0
GSE SYSTEMS INC
COM
36227K106
1279
472100
SH
SOLE
472100
0
0
H&R BLOCK INC.
COM
093671105
275
10405
SH
SOLE
10405
0
0
HAEMONETICS CORPORATION
COM
405024100
476
13605
SH
SOLE
13605
0
0
HALLADOR ENERGY CO
COM
40609P105
229
50025
SH
SOLE
50025
0
0
HANOVER INSURANCE GROUP INC., THE
COM
410867105
478
5300
SH
SOLE
5300
0
0
HARLEY-DAVIDSON INC.
COM
412822108
1166
22710
SH
SOLE
22710
0
0
HARMAN INTERNATIONAL INDUSTRIES INC.
COM
413086109
613
6883
SH
SOLE
6883
0
0
HARRIS CORP.
COM
413875105
4832
62057
SH
SOLE
62057
0
0
HARTFORD FINANCIAL SERVICES GROUP INC., THE
COM
416515104
2319
50332
SH
SOLE
50332
0
0
HASBRO INC.
COM
418056107
879
10978
SH
SOLE
10978
0
0
HAWAIIAN HOLDINGS INC.
COM
419879101
755
16000
SH
SOLE
16000
0
0
HCA HOLDINGS, INC.
COM
40412C101
4394
56300
SH
SOLE
56300
0
0
HCP INC.
REIT
40414L109
209
6411
SH
SOLE
6411
0
0
HD SUPPLY HOLDINGS INC
COM
40416M105
1495
45200
SH
SOLE
45200
0
0
HEALTHSOUTH CORP.
COM
421924309
204
5420
SH
SOLE
5420
0
0
HELMERICH & PAYNE, INC.
COM
423452101
399
6800
SH
SOLE
6800
0
0
HENRY SCHEIN, INC.
COM
806407102
447
2590
SH
SOLE
2590
0
0
HERBALIFE LTD.
COM
G4412G101
2714
44080
SH
SOLE
44080
0
0
HERCULES INC.
CONV
427056BC9
7298
8846
SH
SOLE
8846
0
0
HERCULES OFFSHORE INC.
COM
427093307
73
30454
SH
SOLE
30454
0
0
HERSHEY COMPANY, THE
COM
427866108
273
2966
SH
SOLE
2966
0
0
HERTZ GLOBAL HOLDINGS INC.
COM
42805T105
736
69900
SH
SOLE
69900
0
0
HESS CORP
COM
42809H107
1615
30679
SH
SOLE
30679
0
0
HEWLETT PACKARD ENTERPRISE CO
COM
42824C109
3463
195337
SH
SOLE
195337
0
0
HILL-ROM HOLDINGS INC.
COM
431475102
493
9800
SH
SOLE
9800
0
0
HOLLYFRONTIER CORP.
COM
436106108
3089
87464
SH
SOLE
87464
0
0
HOLOGIC INC.
COM
436440101
3002
87000
SH
SOLE
87000
0
0
HOME DEPOT INC.
COM
437076102
15497
116147
SH
SOLE
116147
0
0
HONDA MOTOR CO. LTD.
ADR
438128308
1296
47400
SH
SOLE
47400
0
0
HONEYWELL INTERNATIONAL INC.
COM
438516106
8123
72497
SH
SOLE
72497
0
0
HORMEL FOODS CORP.
COM
440452100
2976
68820
SH
SOLE
68820
0
0
HORNBECK OFFSHORE SERVICES INC.
CONV
440543AN6
26409
44525000
SH
SOLE
44525000
0
0
HOST HOTELS & RESORTS, INC.
REIT
44107P104
317
18970
SH
SOLE
18970
0
0
HOWARD HUGHES CORPORATION (THE)
COM
44267D107
719
6790
SH
SOLE
6790
0
0
HP INC.
COM
40434L105
2758
223837
SH
SOLE
223837
0
0
HUMANA INC.
COM
444859102
1275
6969
SH
SOLE
6969
0
0
HUNTINGTON BANCSHARES INC.
COM
446150104
813
85181
SH
SOLE
85181
0
0
HUNTINGTON INGALLS INDUSTRIES INC.
COM
446413106
2865
20920
SH
SOLE
20920
0
0
HUNTSMAN CORP.
COM
447011107
1870
140600
SH
SOLE
140600
0
0
HYSTER-YALE MATERIALS HANDLING, INC.
COM
449172105
3024
45400
SH
SOLE
45400
0
0
IAC/INTERACTIVECORP
COM
44919P508
913
19400
SH
SOLE
19400
0
0
IHS INC
COM
451734107
1009
8130
SH
SOLE
8130
0
0
ILLINOIS TOOL WORKS INC.
COM
452308109
3105
30315
SH
SOLE
30315
0
0
INGRAM MICRO INC.
COM
457153104
1871
52100
SH
SOLE
52100
0
0
INGREDION INCORPORATED
COM
457187102
4423
41415
SH
SOLE
41415
0
0
INNOPHOS HOLDINGS INC.
COM
45774N108
1785
57740
SH
SOLE
57740
0
0
INSIGHT ENTERPRISES, INC.
COM
45765U103
232
8100
SH
SOLE
8100
0
0
INTEGRA LIFESCIENCES HOLDINGS CORP
COM
457985208
370
5500
SH
SOLE
5500
0
0
INTEL CORP.
COM
458140100
11563
357434
SH
SOLE
357434
0
0
INTEL CORP.
CONV
458140AF7
7953
5000000
SH
SOLE
5000000
0
0
INTERCONTINENTAL EXCHANGE, INC.
COM
45866F104
1334
5672
SH
SOLE
5672
0
0
INTERDIGITAL INC.
COM
45867G101
273
4900
SH
SOLE
4900
0
0
INTERNATIONAL BUSINESS MACHINES CORPORATION
COM
459200101
10520
69460
SH
SOLE
69460
0
0
INTERNATIONAL PAPER COMPANY
COM
460146103
1685
41069
SH
SOLE
41069
0
0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE)
COM
460690100
1746
76086
SH
SOLE
76086
0
0
INTUIT INC.
COM
461202103
1172
11269
SH
SOLE
11269
0
0
INTUITIVE SURGICAL, INC.
COM
46120E602
2053
3416
SH
SOLE
3416
0
0
INVESCO LTD.
COM
G491BT108
586
19035
SH
SOLE
19035
0
0
INVESTORS BANCORP, INC.
COM
46146L101
164
14100
SH
SOLE
14100
0
0
IROBOT CORP
COM
462726100
371
10500
SH
SOLE
10500
0
0
ISHARES MSCI
ETF
464286772
259
4900
SH
SOLE
4900
0
0
ISHARES MSCI
ETF
464286806
224
8700
SH
SOLE
8700
0
0
ISHARES MSCI
ETF
464286848
461
40400
SH
SOLE
40400
0
0
ISHARES MSCI BRAZIL CAPPED ETF
ETF
464286400
210
8000
SH
SOLE
8000
0
0
ISHARES MSCI EAFE ETF
OPT
464287465
211035
3692000
SH
Put
SOLE
3692000
0
0
ISHARES MSCI EMERGING MARKETS
OPT
464287234
339589
9915000
SH
Put
SOLE
9915000
0
0
ISHARES MSCI SWITZERLAND CAPPED ETF
ETF
464286749
205
6900
SH
SOLE
6900
0
0
ISHARES MSCI TAIWAN ETF
ETF
464286731
226
16300
SH
SOLE
16300
0
0
ISHARES MSCI UNITED KINGDOM ETF
ETF
46434V548
381
24300
SH
SOLE
24300
0
0
ISHARES RUSSELL 2000 ETF
OPT
464287655
92929
840000
SH
Put
SOLE
840000
0
0
ISHARES TRUST
ETF
464287465
4195
73430
SH
SOLE
73430
0
0
ISHARES TRUST
ETF
464287655
4060
36700
SH
SOLE
36700
0
0
ISHARES TRUST
ETF
464287689
58761
486189
SH
SOLE
486189
0
0
J.M. SMUCKER CO. (THE)
COM
832696405
4631
35669
SH
SOLE
35669
0
0
JABIL CIRCUIT INC.
COM
466313103
2499
129700
SH
SOLE
129700
0
0
JACK HENRY & ASSOCIATES INC
COM
426281101
304
3600
SH
SOLE
3600
0
0
JACOBS ENGINEERING GROUP, INC.
COM
469814107
411
9444
SH
SOLE
9444
0
0
JAKKS PACIFIC, INC.
COM
47012E106
201
27000
SH
SOLE
27000
0
0
JARDEN CORP.
COM
471109108
3500
59375
SH
SOLE
59375
0
0
JETBLUE AIRWAYS CORPORATION
COM
477143101
2999
142000
SH
SOLE
142000
0
0
JOHNSON & JOHNSON
COM
478160104
29248
270311
SH
SOLE
270311
0
0
JONES LANG LASALLE INC.
COM
48020Q107
584
4980
SH
SOLE
4980
0
0
JOY GLOBAL INC.
COM
481165108
633
39400
SH
SOLE
39400
0
0
JPMORGAN CHASE & CO.
COM
46625H100
12852
217014
SH
SOLE
217014
0
0
JUNIPER NETWORKS INC.
COM
48203R104
3090
121137
SH
SOLE
121137
0
0
KAMAN CORP.
COM
483548103
231
5400
SH
SOLE
5400
0
0
KAR AUCTION SERVICES INC.
COM
48238T109
1167
30600
SH
SOLE
30600
0
0
KBR, INC.
COM
48242W106
582
37600
SH
SOLE
37600
0
0
KELLOGG CO.
COM
487836108
727
9503
SH
SOLE
9503
0
0
KENNAMETAL INC.
COM
489170100
684
30400
SH
SOLE
30400
0
0
KEYCORP
COM
493267108
1496
135536
SH
SOLE
135536
0
0
KIMBALL ELECTRONICS, INC.
COM
49428J109
2192
196229
SH
SOLE
196229
0
0
KIMBERLY-CLARK CORP.
COM
494368103
1112
8265
SH
SOLE
8265
0
0
KIMCO REALTY CORP.
REIT
49446R109
2129
73977
SH
SOLE
73977
0
0
KLA-TENCOR CORP.
COM
482480100
2984
40987
SH
SOLE
40987
0
0
KLX INC.
COM
482539103
2153
67000
SH
SOLE
67000
0
0
KNOWLES CORP
COM
49926D109
1794
136100
SH
SOLE
136100
0
0
KOHL'S CORP.
COM
500255104
2200
47191
SH
SOLE
47191
0
0
KRAFT HEINZ CO/THE
COM
500754106
2765
35197
SH
SOLE
35197
0
0
KROGER CO.
COM
501044101
5403
141246
SH
SOLE
141246
0
0
L BRANDS, INC.
COM
501797104
1212
13800
SH
SOLE
13800
0
0
L-3 COMMUNICATIONS HOLDINGS INC.
COM
502424104
2001
16884
SH
SOLE
16884
0
0
LAM RESEARCH CORP.
COM
512807108
2597
31438
SH
SOLE
31438
0
0
LAS VEGAS SANDS CORP.
COM
517834107
698
13500
SH
SOLE
13500
0
0
LAYNE CHRISTENSEN COMPANY
CONV
521050AD6
12474
12600000
SH
SOLE
12600000
0
0
LAZARD LTD.
COM
G54050102
291
7500
SH
SOLE
7500
0
0
LEAR CORP.
COM
521865204
3197
28760
SH
SOLE
28760
0
0
LEGG MASON INC.
COM
524901105
2836
81773
SH
SOLE
81773
0
0
LEGGETT & PLATT, INCORPORATED
COM
524660107
565
11681
SH
SOLE
11681
0
0
LEIDOS HOLDINGS, INC.
COM
525327102
2624
52150
SH
SOLE
52150
0
0
LEIDOS, INC
COM
808625107
1379
25860
SH
SOLE
25860
0
0
LENNAR CORPORATION
COM
526057302
1200
31000
SH
SOLE
31000
0
0
LEVEL 3 COMMUNICATIONS INC.
COM
52729N308
420
7940
SH
SOLE
7940
0
0
LEXMARK INTERNATIONAL INC.
COM
529771107
819
24500
SH
SOLE
24500
0
0
LIBERTY BROADBAND CORP
COM
530307107
1215
20887
SH
SOLE
20887
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M104
922
36500
SH
SOLE
36500
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M880
253
6470
SH
SOLE
6470
0
0
LIFEPOINT HOSPITALS INC.
COM
53219L109
1620
23400
SH
SOLE
23400
0
0
LINCOLN NATIONAL CORP.
COM
534187109
1078
27507
SH
SOLE
27507
0
0
LINEAR TECHNOLOGY CORPORATION
COM
535678106
874
19606
SH
SOLE
19606
0
0
LINKEDIN CORP
CONV
53578AAB4
9056
10000000
SH
SOLE
10000000
0
0
LOCKHEED MARTIN CORP.
COM
539830109
1869
8436
SH
SOLE
8436
0
0
LOWE'S COMPANIES, INC.
COM
548661107
7819
103224
SH
SOLE
103224
0
0
LPL FINANCIAL HOLDINGS, INC.
COM
50212V100
573
23100
SH
SOLE
23100
0
0
LUKOIL, PJSC
ADR
69343P105
417
10800
SH
SOLE
10800
0
0
LYONDELLBASELL INDUSTRIES N.V.
COM
N53745100
11784
137696
SH
SOLE
137696
0
0
M&T BANK CORPORATION
COM
55261F104
382
3441
SH
SOLE
3441
0
0
MACERICH COMPANY, THE
REIT
554382101
553
6982
SH
SOLE
6982
0
0
MACK-CALI REALTY CORP.
REIT
554489104
1287
54750
SH
SOLE
54750
0
0
MACQUARIE INFRASTRUCTURE CORP
COM
55608B105
303
4500
SH
SOLE
4500
0
0
MACY'S INC.
COM
55616P104
3463
78535
SH
SOLE
78535
0
0
MADISON SQUARE GARDEN CO./THE
COM
55825T103
3670
22063
SH
SOLE
22063
0
0
MADISON SQUARE GARDEN INC
COM
553573106
967
55900
SH
SOLE
55900
0
0
MAGELLAN MIDSTREAM PARTNERS LP
COM
559080106
2030
29500
SH
SOLE
29500
0
0
MALLINCKRODT PLC
COM
G5785G107
4610
75228
SH
SOLE
75228
0
0
MANPOWERGROUP INC.
COM
56418H100
546
6700
SH
SOLE
6700
0
0
MANTECH INTERNATIONAL CORP.
COM
564563104
237
7400
SH
SOLE
7400
0
0
MARATHON OIL CORPORATION
COM
565849106
1729
155212
SH
SOLE
155212
0
0
MARATHON PETROLEUM CORPORATION
COM
56585A102
2224
59810
SH
SOLE
59810
0
0
MARKEL CORP.
COM
570535104
1593
1787
SH
SOLE
1787
0
0
MARKET VECTORS RUSSIA
ETF
57060U506
180
11000
SH
SOLE
11000
0
0
MARRIOTT INTERNATIONAL INC.
COM
571903202
2459
34549
SH
SOLE
34549
0
0
MARRIOTT VACATIONS WORLDWIDE CORPORATION
COM
57164Y107
277
4100
SH
SOLE
4100
0
0
MARSH & MCLENNAN COMPANIES, INC.
COM
571748102
1826
30043
SH
SOLE
30043
0
0
MARTIN MIDSTREAM PARTNERS LP
COM
573331105
2165
107800
SH
SOLE
107800
0
0
MASCO CORP.
COM
574599106
3451
109719
SH
SOLE
109719
0
0
MASIMO CORPORATION
COM
574795100
226
5400
SH
SOLE
5400
0
0
MASTERCARD INCORPORATED
COM
57636Q104
5936
62810
SH
SOLE
62810
0
0
MATTEL INC.
COM
577081102
926
27551
SH
SOLE
27551
0
0
MAXIM INTEGRATED PRODUCTS, INC.
COM
57772K101
732
19900
SH
SOLE
19900
0
0
MCCORMICK & COMPANY, INCORPORATED
COM
579780206
262
2634
SH
SOLE
2634
0
0
MCDONALD'S CORPORATION
COM
580135101
10961
87215
SH
SOLE
87215
0
0
MCGRAW-HILL COMPANIES, THE
COM
580645109
326
3297
SH
SOLE
3297
0
0
MCKESSON CORP.
COM
58155Q103
3177
20206
SH
SOLE
20206
0
0
MEAD JOHNSON NUTRITION COMPANY
COM
582839106
1855
21836
SH
SOLE
21836
0
0
MEDIFAST INC
COM
58470H101
239
7900
SH
SOLE
7900
0
0
MEDNAX, INC.
COM
58502B106
569
8800
SH
SOLE
8800
0
0
MEDTRONIC PLC
COM
G5960L103
6591
87885
SH
SOLE
87885
0
0
MERCK & CO., INC.
COM
58933Y105
8960
169340
SH
SOLE
169340
0
0
MERITOR, INC.
CONV
043353AH4
23328
24950000
SH
SOLE
24950000
0
0
MERITOR, INC.
CONV
59001KAC4
15659
13506000
SH
SOLE
13506000
0
0
METLIFE INC.
COM
59156R108
2841
64659
SH
SOLE
64659
0
0
METTLER-TOLEDO INTERNATIONAL INC.
COM
592688105
607
1760
SH
SOLE
1760
0
0
MFA FINANCIAL, INC.
REIT
55272X102
647
94400
SH
SOLE
94400
0
0
MICHAEL KORS HOLDINGS LTD
COM
G60754101
3691
64800
SH
SOLE
64800
0
0
MICROCHIP TECHNOLOGY INC.
COM
595017104
566
11745
SH
SOLE
11745
0
0
MICROCHIP TECHNOLOGY INC.
CONV
595017AD6
30788
29928000
SH
SOLE
29928000
0
0
MICRON TECHNOLOGY INC.
COM
595112103
2803
267750
SH
SOLE
267750
0
0
MICRON TECHNOLOGY INC.
CONV
595112AY9
23936
35135000
SH
SOLE
35135000
0
0
MICROSOFT CORP.
COM
594918104
32735
592696
SH
SOLE
592696
0
0
MID-AMERICA APARTMENT COMMUNITIES, INC.
REIT
59522J103
266
2600
SH
SOLE
2600
0
0
MID-CON ENERGY PARTNERS LP
COM
59560V109
58
32769
SH
SOLE
32769
0
0
MIDDLEBY CORP/THE
COM
596278101
534
5000
SH
SOLE
5000
0
0
MKS INSTRUMENTS, INC.
COM
55306N104
305
8100
SH
SOLE
8100
0
0
MOHAWK INDUSTRIES INC.
COM
608190104
706
3700
SH
SOLE
3700
0
0
MOLSON COORS BREWING COMPANY
COM
60871R209
541
5629
SH
SOLE
5629
0
0
MONDELEZ INTERNATIONAL, INC.
COM
609207105
2874
71646
SH
SOLE
71646
0
0
MONRO MUFFLER BRAKE, INC.
COM
610236101
615
8600
SH
SOLE
8600
0
0
MONSANTO CO.
COM
61166W101
1906
21723
SH
SOLE
21723
0
0
MONSTER BEVERAGE CORP
COM
61174X109
400
3000
SH
SOLE
3000
0
0
MOODY'S CORPORATION
COM
615369105
1376
14255
SH
SOLE
14255
0
0
MORGAN STANLEY
COM
617446448
2476
98993
SH
SOLE
98993
0
0
MOSAIC CO., THE
COM
61945C103
1409
52200
SH
SOLE
52200
0
0
MOTOROLA SOLUTIONS INC.
COM
620076307
2890
38171
SH
SOLE
38171
0
0
MPLX LP
COM
55336V100
1347
45375
SH
SOLE
45375
0
0
MSCI INC.
COM
55354G100
207
2800
SH
SOLE
2800
0
0
MURPHY OIL CORP.
COM
626717102
464
18433
SH
SOLE
18433
0
0
MURPHY USA INC.
COM
626755102
2662
43313
SH
SOLE
43313
0
0
MYLAN NV
COM
N59465109
3713
80106
SH
SOLE
80106
0
0
NABORS INDUSTRIES LTD
COM
G6359F103
215
23400
SH
SOLE
23400
0
0
NASDAQ, INC.
COM
631103108
2328
35067
SH
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35067
0
0
NATIONAL OILWELL VARCO INC.
COM
637071101
1596
51313
SH
SOLE
51313
0
0
NATIONAL RETAIL PROPERTIES INC.
REIT
637417106
347
7500
SH
SOLE
7500
0
0
NAVIENT CORPORATION
COM
63938C108
424
35409
SH
SOLE
35409
0
0
NCI BUILDING SYSTEMS INC.
COM
628852204
310
21800
SH
SOLE
21800
0
0
NCR CORP.
COM
62886E108
5244
175200
SH
SOLE
175200
0
0
NEENAH ENTERPRISES, INC.
COM
64007R109
2332
154333
SH
SOLE
154333
0
0
NETAPP INC.
COM
64110D104
4204
154067
SH
SOLE
154067
0
0
NETFLIX INC
COM
64110L106
1906
18642
SH
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18642
0
0
NEUSTAR, INC.
COM
64126X201
443
18000
SH
SOLE
18000
0
0
NEW YORK COMMUNITY BANCORP, INC
COM
649445103
339
21290
SH
SOLE
21290
0
0
NEW YORK MORTGAGE TRUST INC.
REIT
649604501
107
22500
SH
SOLE
22500
0
0
NEWELL RUBBERMAID INC.
COM
651229106
922
20821
SH
SOLE
20821
0
0
NEWMARKET CORPORATION
COM
651587107
238
600
SH
SOLE
600
0
0
NEWMONT MINING CORPORATION
COM
651639106
844
31754
SH
SOLE
31754
0
0
NEWS CORPORATION
COM
65249B109
552
43196
SH
SOLE
43196
0
0
NEXTERA ENERGY INC.
COM
65339F101
3172
26806
SH
SOLE
26806
0
0
NGL ENERGY PARTNERS LP
COM
62913M107
449
59700
SH
SOLE
59700
0
0
NIELSEN HOLDINGS PLC
COM
G6518L108
1190
22600
SH
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22600
0
0
NIKE INC.
COM
654106103
7773
126448
SH
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126448
0
0
NISOURCE INC.
COM
65473P105
343
14575
SH
SOLE
14575
0
0
NOBLE CORPORATION
COM
G65431101
692
66900
SH
SOLE
66900
0
0
NORDSON CORP.
COM
655663102
928
12200
SH
SOLE
12200
0
0
NORDSTROM INC.
COM
655664100
3691
64519
SH
SOLE
64519
0
0
NORTHERN TIER ENERGY LP
COM
665826103
1714
72715
SH
SOLE
72715
0
0
NORTHERN TRUST CORP.
COM
665859104
418
6420
SH
SOLE
6420
0
0
NORTHROP GRUMMAN CORP.
COM
666807102
5387
27221
SH
SOLE
27221
0
0
NORTHSTAR ASSET MANAGEMENT GROUP INC/NEW YORK
COM
66705Y104
616
54300
SH
SOLE
54300
0
0
NORWEGIAN CRUISE LINE HOLDINGS LTD.
COM
G66721104
481
8700
SH
SOLE
8700
0
0
NOVATION CO INC
REIT
66989V107
1250
19258775
SH
SOLE
19258775
0
0
NOVO NORDISK A/S
ADR
670100205
217
4000
SH
SOLE
4000
0
0
NOW INC.
COM
67011P100
398
22475
SH
SOLE
22475
0
0
NRG ENERGY INC.
COM
629377508
2038
156620
SH
SOLE
156620
0
0
NU SKIN ENTERPRISES INC
COM
67018T105
3417
89330
SH
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89330
0
0
NUANCE COMMUNICATIONS INC.
COM
67020Y100
733
39200
SH
SOLE
39200
0
0
NUCOR CORP.
COM
670346105
2058
43517
SH
SOLE
43517
0
0
NUSTAR ENERGY LP
COM
67058H102
1745
43200
SH
SOLE
43200
0
0
NVIDIA CORP.
COM
67066G104
3196
89711
SH
SOLE
89711
0
0
NVR INC.
COM
62944T105
2304
1330
SH
SOLE
1330
0
0
NXP SEMICONDUCTORS N.V.
COM
N6596X109
396
4881
SH
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4881
0
0
OCEANEERING INTERNATIONAL, INC.
COM
675232102
588
17700
SH
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17700
0
0
OFFICE DEPOT INC.
COM
676220106
241
34000
SH
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34000
0
0
OLD NATIONAL BANCORP
COM
680033107
177
14500
SH
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14500
0
0
OLD REPUBLIC INTERNATIONAL CORP.
COM
680223104
455
24900
SH
SOLE
24900
0
0
OMEGA HEALTHCARE INVESTORS, INC.
COM
681936100
406
11500
SH
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11500
0
0
OMNICOM GROUP INC.
COM
681919106
1377
16545
SH
SOLE
16545
0
0
ONEOK PARTNERS LP
COM
68268N103
8102
258025
SH
SOLE
258025
0
0
OPKO HEALTH INC
COM
68375N103
154
14850
SH
SOLE
14850
0
0
ORACLE CORP.
COM
68389X105
12189
297945
SH
SOLE
297945
0
0
ORBITAL ATK, INC.
COM
68557N103
366
4212
SH
SOLE
4212
0
0
O'REILLY AUTOMOTIVE, INC.
COM
67103H107
9380
34277
SH
SOLE
34277
0
0
OSHKOSH CORP.
COM
688239201
2383
58300
SH
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58300
0
0
OWENS CORNING
COM
690742101
340
7200
SH
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7200
0
0
OWENS-ILLINOIS INC.
COM
690768403
1121
70238
SH
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70238
0
0
PACCAR INC.
COM
693718108
654
11956
SH
SOLE
11956
0
0
PACKAGING CORP. OF AMERICA
COM
695156109
242
4000
SH
SOLE
4000
0
0
PACWEST BANCORP
COM
695263103
520
14000
SH
SOLE
14000
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0
PALO ALTO NETWORKS INC
COM
697435105
392
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2400
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0
PAPA JOHN'S INTERNATIONAL, INC.
COM
698813102
406
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SH
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7500
0
0
PARKER-HANNIFIN CORP.
COM
701094104
3093
27848
SH
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27848
0
0
PAYCHEX INC
COM
704326107
890
16477
SH
SOLE
16477
0
0
PAYPAL HOLDINGS, INC.
COM
70450Y103
3900
101042
SH
SOLE
101042
0
0
PBF ENERGY, INC.
COM
69318G106
946
28500
SH
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28500
0
0
PDL BIOPHARMA, INC.
COM
69329Y104
299
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SH
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89800
0
0
PENNEY (J.C.) CORPORATION INC.
COM
708160106
1155
104400
SH
SOLE
104400
0
0
PENSKE AUTOMOTIVE GROUP INC.
COM
70959W103
1872
49400
SH
SOLE
49400
0
0
PENTAIR PLC
COM
G7S00T104
2206
40661
SH
SOLE
40661
0
0
PEOPLE'S UNITED FINANCIAL INC
COM
712704105
529
33210
SH
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33210
0
0
PEPSICO INC.
COM
713448108
8039
78445
SH
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78445
0
0
PERKINELMER INC.
COM
714046109
824
16654
SH
SOLE
16654
0
0
PERRIGO COMPANY PLC
COM
G97822103
224
1750
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SOLE
1750
0
0
PETROBRAS ARGENTINA S.A.
ADR
71646J109
115
17500
SH
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17500
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0
PFIZER INC.
COM
717081103
11549
389640
SH
SOLE
389640
0
0
PG&E CORP.
COM
69331C108
834
13969
SH
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13969
0
0
PHILIP MORRIS INTERNATIONAL INC.
COM
718172109
9311
94902
SH
SOLE
94902
0
0
PHILLIPS 66
COM
718546104
7895
91174
SH
SOLE
91174
0
0
PIEDMONT OFFICE REALTY TRUST I
REIT
720190206
609
30000
SH
SOLE
30000
0
0
PILGRIM'S PRIDE CORP.
COM
72147K108
1750
68900
SH
SOLE
68900
0
0
PINNACLE FOODS INC.
COM
72348P104
246
5500
SH
SOLE
5500
0
0
PINNACLE WEST CAPITAL CORP.
COM
723484101
203
2706
SH
SOLE
2706
0
0
PITNEY BOWES INC.
COM
724479100
2772
128688
SH
SOLE
128688
0
0
PLAINS ALL AMERICAN PIPELINE L.P.
COM
726503105
4448
212130
SH
SOLE
212130
0
0
PLATFORM SPECIALTY PRODUCTS CORPORATION
COM
72766Q105
1008
117200
SH
SOLE
117200
0
0
PLEXUS CORP.
COM
729132100
277
7000
SH
SOLE
7000
0
0
PNC FINANCIAL SERVICES GROUP, INC.
COM
693475105
3822
45199
SH
SOLE
45199
0
0
POLARIS INDUSTRIES INC.
COM
731068102
616
6250
SH
SOLE
6250
0
0
POOL CORPORATION
COM
73278L105
2237
25500
SH
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25500
0
0
POPULAR INC.
COM
733174700
1176
41100
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41100
0
0
PPG INDUSTRIES INC.
COM
693506107
2011
18036
SH
SOLE
18036
0
0
PPL CORP.
COM
69351T106
2410
63302
SH
SOLE
63302
0
0
PREMIER INC
COM
74051N102
817
24484
SH
SOLE
24484
0
0
PRESTIGE BRANDS HOLDINGS, INC.
COM
74112D101
259
4849
SH
SOLE
4849
0
0
PRICELINE GROUP INC. (THE)
COM
741503403
4370
3390
SH
SOLE
3390
0
0
PRIMERICA INC.
COM
74164M108
218
4900
SH
SOLE
4900
0
0
PRINCIPAL FINANCIAL GROUP, INC.
COM
74251V102
697
17664
SH
SOLE
17664
0
0
PROCTER & GAMBLE CO.
COM
742718109
4953
60172
SH
SOLE
60172
0
0
PROGRESSIVE CORP., THE
COM
743315103
1348
38348
SH
SOLE
38348
0
0
PROGRESSIVE WASTE SOLUTIONS LTD.
COM
74339G101
312
10044
SH
SOLE
10044
0
0
PROLOGIS INC.
COM
74340W103
1221
27639
SH
SOLE
27639
0
0
PROSPERITY BANCSHARES, INC.
COM
743606105
237
5100
SH
SOLE
5100
0
0
PRUDENTIAL FINANCIAL, INC.
COM
744320102
2648
36662
SH
SOLE
36662
0
0
PUBLIC SERVICE ENTERPRISE GROUP INC.
COM
744573106
1548
32833
SH
SOLE
32833
0
0
PUBLIC STORAGE
REIT
74460D109
2328
8440
SH
SOLE
8440
0
0
PULTEGROUP, INC.
COM
745867101
224
11947
SH
SOLE
11947
0
0
PVH CORP.
COM
693656100
520
5250
SH
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5250
0
0
QEP RESOURCES INC.
COM
74733V100
643
45600
SH
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45600
0
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QUALCOMM, INC.
COM
747525103
4371
85478
SH
SOLE
85478
0
0
QUANTA SERVICES, INC.
COM
74762E102
3265
144737
SH
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144737
0
0
QUEST DIAGNOSTICS INC.
COM
74834L100
332
4644
SH
SOLE
4644
0
0
QUINTILES TRANSNATIONAL HOLDINGS INC.
COM
74876Y101
1215
18662
SH
SOLE
18662
0
0
R.R. DONNELLEY & SONS COMPANY
COM
257867101
2404
146600
SH
SOLE
146600
0
0
RACKSPACE HOSTING INC
COM
750086100
760
35200
SH
SOLE
35200
0
0
RALPH LAUREN CORPORATION
COM
751212101
2705
28100
SH
SOLE
28100
0
0
RANDGOLD RESOURCES LTD
ADR
752344309
676
7447
SH
SOLE
7447
0
0
RAYTHEON CO.
COM
755111507
1070
8725
SH
SOLE
8725
0
0
RE/MAX HOLDINGS INC
COM
75524W108
484
14100
SH
SOLE
14100
0
0
RED HAT INC.
COM
756577102
1196
16045
SH
SOLE
16045
0
0
REGAL ENTERTAINMENT GROUP
COM
758766109
1355
64100
SH
SOLE
64100
0
0
REGENCY CENTERS CORP.
REIT
758849103
359
4800
SH
SOLE
4800
0
0
REGIONS FINANCIAL CORP.
COM
7591EP100
2937
374118
SH
SOLE
374118
0
0
REINSURANCE GROUP OF AMERICA, INC.
COM
759351604
294
3050
SH
SOLE
3050
0
0
RELIANCE STEEL & ALUMINUM CO.
COM
759509102
1850
26745
SH
SOLE
26745
0
0
RENAISSANCERE HOLDINGS LTD.
COM
G7496G103
563
4700
SH
SOLE
4700
0
0
RENEWABLE ENERGY GROUP INC
COM
75972A301
120
12700
SH
SOLE
12700
0
0
RENTECH NITROGEN PARTNERS LP
COM
760113100
2044
179100
SH
SOLE
179100
0
0
RESMED INC.
COM
761152107
341
5900
SH
SOLE
5900
0
0
RESOLUTE FOREST PRODUCTS, INC.
COM
76117W109
206
37466
SH
SOLE
37466
0
0
REYNOLDS AMERICAN INC.
COM
761713106
3287
65338
SH
SOLE
65338
0
0
RITE AID CORP.
COM
767754104
974
119500
SH
SOLE
119500
0
0
ROCKWELL AUTOMATION INC.
COM
773903109
1619
14229
SH
SOLE
14229
0
0
ROCKWELL COLLINS INC.
COM
774341101
380
4125
SH
SOLE
4125
0
0
ROPER INDUSTRIES INC.
COM
776696106
1379
7547
SH
SOLE
7547
0
0
ROSS STORES INC.
COM
778296103
1482
25596
SH
SOLE
25596
0
0
ROWAN COS. INC.
COM
G7665A101
660
41000
SH
SOLE
41000
0
0
ROYAL CARIBBEAN CRUISES LTD.
COM
V7780T103
353
4300
SH
SOLE
4300
0
0
RPM INTERNATIONAL INC.
COM
749685103
1016
21470
SH
SOLE
21470
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0
RPX CORP
COM
74972G103
497
44100
SH
SOLE
44100
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0
RYDER SYSTEM INC.
COM
783549108
324
5002
SH
SOLE
5002
0
0
SALESFORCE.COM INC.
COM
79466L302
2183
29564
SH
SOLE
29564
0
0
SANDISK CORP.
COM
80004C101
814
10693
SH
SOLE
10693
0
0
SANDISK CORP.
CONV
80004CAF8
10381
10000000
SH
SOLE
10000000
0
0
SANTANDER CONSUMER USA HOLDINGS INC
COM
80283M101
1187
113200
SH
SOLE
113200
0
0
SASOL LTD.
ADR
803866300
334
11300
SH
SOLE
11300
0
0
SCANA CORP.
COM
80589M102
788
11239
SH
SOLE
11239
0
0
SCHLUMBERGER LTD.
COM
806857108
2018
27359
SH
SOLE
27359
0
0
SCICLONE PHARMACEUTICALS INC
COM
80862K104
195
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SOLE
17700
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SCRIPPS NETWORKS INTERACTIVE INC.
COM
811065101
3124
47696
SH
SOLE
47696
0
0
SEACOR HOLDINGS INC.
CONV
81170YAB5
13495
17526000
SH
SOLE
17526000
0
0
SEADRILL LTD.
COM
G7945E105
719
218000
SH
SOLE
218000
0
0
SEADRILL PARTNERS LLC
COM
Y7545W109
2213
635944
SH
SOLE
635944
0
0
SEAGATE TECHNOLOGY PLC
COM
G7945M107
2301
66800
SH
SOLE
66800
0
0
SEALED AIR CORP.
COM
81211K100
3514
73200
SH
SOLE
73200
0
0
SEAWORLD ENTERTAINMENT, INC.
COM
81282V100
737
35000
SH
SOLE
35000
0
0
SEI INVESTMENTS COMPANY
COM
784117103
969
22500
SH
SOLE
22500
0
0
SELECT SECTOR SPDR - CONSUMER DISCRETIONARY
ETF
81369Y407
1217
15400
SH
SOLE
15400
0
0
SELECT SECTOR SPDR - CONSUMER STAPLES
ETF
81369Y308
1395
26300
SH
SOLE
26300
0
0
SELECT SECTOR SPDR - ENERGY
ETF
81369Y506
533
8600
SH
SOLE
8600
0
0
SELECT SECTOR SPDR - FINANCIAL
ETF
81369Y605
1468
65200
SH
SOLE
65200
0
0
SELECT SECTOR SPDR - HEALTH CARE
ETF
81369Y209
1254
18500
SH
SOLE
18500
0
0
SELECT SECTOR SPDR - INDUSTRIAL
ETF
81369Y704
1004
18100
SH
SOLE
18100
0
0
SELECT SECTOR SPDR - TECHNOLOGY
ETF
81369Y803
2839
64000
SH
SOLE
64000
0
0
SEMPRA ENERGY
COM
816851109
695
6683
SH
SOLE
6683
0
0
SERVICEMASTER GLOBAL HOLDINGS INC
COM
81761R109
1609
42700
SH
SOLE
42700
0
0
SERVICENOW INC
COM
81762P102
385
6300
SH
SOLE
6300
0
0
SIGNATURE BANK CORPORATION
COM
82669G104
815
5990
SH
SOLE
5990
0
0
SILVER WHEATON CORP
COM
828336107
590
35570
SH
SOLE
35570
0
0
SIMON PROPERTY GROUP, INC
REIT
828806109
940
4528
SH
SOLE
4528
0
0
SINCLAIR BROADCAST GROUP INC.
COM
829226109
264
8600
SH
SOLE
8600
0
0
SIRIUS XM RADIO INC.
COM
82968B103
641
162300
SH
SOLE
162300
0
0
SIX FLAGS ENTERTAINMENT CORPORATION
COM
83001A102
1554
28000
SH
SOLE
28000
0
0
SKECHERS U.S.A., INC.
COM
830566105
664
21810
SH
SOLE
21810
0
0
SKYWEST, INC.
COM
830879102
506
25300
SH
SOLE
25300
0
0
SL GREEN REALTY CORP.
REIT
78440X101
751
7750
SH
SOLE
7750
0
0
SLM CORPORATION
COM
78442P106
561
88200
SH
SOLE
88200
0
0
SM ENERGY COMPANY
COM
78454L100
448
23900
SH
SOLE
23900
0
0
SNAP-ON INC.
COM
833034101
2720
17326
SH
SOLE
17326
0
0
SNYDERS-LANCE INC
COM
833551104
334
10600
SH
SOLE
10600
0
0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA
ADR
833635105
1172
57020
SH
SOLE
57020
0
0
SOTHEBY'S
COM
835898107
1319
49350
SH
SOLE
49350
0
0
SOUTH32 LTD
ADR
84473L105
95
17406
SH
SOLE
17406
0
0
SOUTHERN CO.
COM
842587107
2018
39006
SH
SOLE
39006
0
0
SOUTHWEST AIRLINES CO.
COM
844741108
3313
73949
SH
SOLE
73949
0
0
SOUTHWESTERN ENERGY CO.
COM
845467109
1106
137000
SH
SOLE
137000
0
0
SOUTHWESTERN ENERGY CO.
CONV
845467208
6854
349250
SH
SOLE
349250
0
0
SPARK ENERGY INC.
COM
846511103
252
14000
SH
SOLE
14000
0
0
SPARTAN STORES, INC.
COM
847215100
370
12200
SH
SOLE
12200
0
0
SPDR S&P 500 ETF TRUST
OPT
78462F103
899356
4376000
SH
Put
SOLE
4376000
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
3566
74100
SH
SOLE
74100
0
0
SPECTRASCIENCE, INC.
COM
84760E301
1
157715
SH
SOLE
157715
0
0
SPIRIT AEROSYSTEMS HOLDINGS INC
COM
848574109
2699
59500
SH
SOLE
59500
0
0
SPIRIT REALTY CAPITAL INC.
REIT
84860W102
181
16100
SH
SOLE
16100
0
0
SPRINT CORP.
COM
85207U105
679
195100
SH
SOLE
195100
0
0
SPX CORP.
COM
78469X107
3323
132500
SH
SOLE
132500
0
0
SS&C TECHNOLOGIES HOLDINGS, INC.
COM
78467J100
1161
18300
SH
SOLE
18300
0
0
ST. JUDE MEDICAL INC.
COM
790849103
684
12429
SH
SOLE
12429
0
0
STANLEY BLACK & DECKER, INC.
COM
854502101
557
5296
SH
SOLE
5296
0
0
STAPLES INC.
COM
855030102
2443
221448
SH
SOLE
221448
0
0
STARBUCKS CORP.
COM
855244109
5083
85144
SH
SOLE
85144
0
0
STARWOOD HOTELS & RESORTS WORLDWIDE INC.
COM
85590A401
282
3375
SH
SOLE
3375
0
0
STARWOOD PROPERTY TRUST INC.
REIT
85571B105
505
26700
SH
SOLE
26700
0
0
STARZ
COM
85571Q102
2838
107800
SH
SOLE
107800
0
0
STATE STREET CORPORATION
COM
857477103
1256
21461
SH
SOLE
21461
0
0
STATOIL ASA
ADR
85771P102
1722
110700
SH
SOLE
110700
0
0
STEEL DYNAMICS INC.
COM
858119100
1123
49900
SH
SOLE
49900
0
0
STERICYCLE, INC.
COM
858912108
430
3404
SH
SOLE
3404
0
0
STRYKER CORP.
COM
863667101
764
7119
SH
SOLE
7119
0
0
SUBSEA 7 SA
ADR
864323100
179
23600
SH
SOLE
23600
0
0
SUBURBAN PROPANE PARTNERS, L.P.
COM
864482104
311
10400
SH
SOLE
10400
0
0
SUNCOR ENERGY INC.
COM
867224107
490
17619
SH
SOLE
17619
0
0
SUNOCO LP
COM
86765K109
1388
41900
SH
SOLE
41900
0
0
SUNPOWER CORPORATION
COM
867652406
306
13700
SH
SOLE
13700
0
0
SUNTRUST BANKS INC.
COM
867914103
2273
63000
SH
SOLE
63000
0
0
SUPREME INDUSTRIES, INC.
COM
868607102
2809
317706
SH
SOLE
317706
0
0
SVB FINANCIAL GROUP
COM
78486Q101
532
5210
SH
SOLE
5210
0
0
SYMANTEC CORP.
COM
871503108
368
20034
SH
SOLE
20034
0
0
SYNCHRONOSS TECHNOLOGIES, INC.
COM
87157B103
330
10200
SH
SOLE
10200
0
0
SYNCHRONY FINANCIAL
COM
87165B103
1384
48300
SH
SOLE
48300
0
0
SYNGENTA AG
ADR
87160A100
721
8700
SH
SOLE
8700
0
0
SYNNEX CORPORATION
COM
87162W100
565
6100
SH
SOLE
6100
0
0
SYNOPSYS, INC.
COM
871607107
1453
30000
SH
SOLE
30000
0
0
SYSCO CORP.
COM
871829107
1561
33400
SH
SOLE
33400
0
0
T ROWE PRICE GROUP, INC.
COM
74144T108
1050
14292
SH
SOLE
14292
0
0
TALLGRASS ENERGY PARTNERS LP
COM
874697105
828
21600
SH
SOLE
21600
0
0
TARGA RESOURCES CORP
COM
87612G101
3287
110087
SH
SOLE
110087
0
0
TARGET CORP.
COM
87612E106
6472
78653
SH
SOLE
78653
0
0
TCF FINANCIAL CORP.
COM
872275102
653
53300
SH
SOLE
53300
0
0
TCP CAPITAL CORP
COM
87238Q103
23906
1603372
SH
SOLE
1603372
0
0
TD AMERITRADE HOLDING CORP.
COM
87236Y108
255
8100
SH
SOLE
8100
0
0
TE CONNECTIVITY LTD.
COM
H84989104
1071
17300
SH
SOLE
17300
0
0
TECH DATA CORP.
COM
878237106
937
12200
SH
SOLE
12200
0
0
TECO ENERGY INC.
COM
872375100
226
8223
SH
SOLE
8223
0
0
TEEKAY CORP.
COM
Y8564W103
2078
240000
SH
SOLE
240000
0
0
TEEKAY LNG PARTNERS L.P.
COM
Y8564M105
432
34105
SH
SOLE
34105
0
0
TEEKAY OFFSHORE PARTNERS L.P.
COM
Y8565J101
499
87987
SH
SOLE
87987
0
0
TEEKAY TANKERS LTD
COM
Y8565N102
121
33100
SH
SOLE
33100
0
0
TEGNA INC.
COM
36473H104
1364
90077
SH
SOLE
90077
0
0
TEGNA INC.
COM
87901J105
5564
237174
SH
SOLE
237174
0
0
TELEDYNE TECHNOLOGIES INCORPORATED
COM
879360105
256
2900
SH
SOLE
2900
0
0
TELEFLEX INCORPORATED
COM
879369106
692
4410
SH
SOLE
4410
0
0
TELEPHONE AND DATA SYSTEMS INC.
COM
879433829
536
17818
SH
SOLE
17818
0
0
TEMPUR SEALY INTERNATIONAL INC.
COM
88023U101
340
5600
SH
SOLE
5600
0
0
TENARIS SA
ADR
88031M109
787
31800
SH
SOLE
31800
0
0
TENET HEALTHCARE CORP.
COM
88033G407
1240
42855
SH
SOLE
42855
0
0
TERADATA CORPORATION
COM
88076W103
3007
114584
SH
SOLE
114584
0
0
TERADYNE INC
COM
880770102
926
42900
SH
SOLE
42900
0
0
TERRA NITROGEN COMPANY LP
COM
881005201
373
3350
SH
SOLE
3350
0
0
TERRAFORM POWER INC.
COM
88104R100
511
59100
SH
SOLE
59100
0
0
TESORO CORPORATION
COM
881609101
7998
92993
SH
SOLE
92993
0
0
TESORO LOGISTICS, L.P.
COM
88160T107
1383
30300
SH
SOLE
30300
0
0
TESSERA TECHNOLOGIES INC
COM
88164L100
428
13800
SH
SOLE
13800
0
0
TETRA TECH, INC.
COM
88162G103
200
6700
SH
SOLE
6700
0
0
TEVA PHARMACEUTICAL INDUSTRIES LTD.
ADR
881624209
219
4100
SH
SOLE
4100
0
0
TEXAS INSTRUMENTS INC.
COM
882508104
1882
32769
SH
SOLE
32769
0
0
TEXAS ROADHOUSE, INC.
COM
882681109
2408
55250
SH
SOLE
55250
0
0
TEXTRON INC.
COM
883203101
1311
35957
SH
SOLE
35957
0
0
THOMSON REUTERS CORP.
COM
884903105
215
5300
SH
SOLE
5300
0
0
TIFFANY & CO.
COM
886547108
214
2913
SH
SOLE
2913
0
0
TIME WARNER CABLE INC.
COM
88732J207
4013
19614
SH
SOLE
19614
0
0
TIME WARNER INC.
COM
887317303
4839
66693
SH
SOLE
66693
0
0
TJX COMPANIES INC.
COM
872540109
4753
60666
SH
SOLE
60666
0
0
T-MOBILE US INC.
COM
872590104
201
5250
SH
SOLE
5250
0
0
TORCHMARK CORP.
COM
891027104
704
12992
SH
SOLE
12992
0
0
TORO CO., THE
COM
891092108
274
3180
SH
SOLE
3180
0
0
TOTAL SA
ADR
89151E109
2248
49490
SH
SOLE
49490
0
0
TOTAL SYSTEM SERVICES INC.
COM
891906109
1272
26728
SH
SOLE
26728
0
0
TRACTOR SUPPLY COMPANY
COM
892356106
552
6100
SH
SOLE
6100
0
0
TRANSOCEAN LTD
COM
H8817H100
1663
182000
SH
SOLE
182000
0
0
TRAVELERS COMPANIES, INC., THE
COM
89417E109
2845
24379
SH
SOLE
24379
0
0
TRIBUNE MEDIA COMPANY
COM
896047503
3037
79200
SH
SOLE
79200
0
0
TRINITY INDUSTRIES INC.
COM
896522109
621
33900
SH
SOLE
33900
0
0
TRIUMPH GROUP INC.
COM
896818101
787
25000
SH
SOLE
25000
0
0
TUPPERWARE BRANDS CORPORATION
COM
899896104
1281
22100
SH
SOLE
22100
0
0
TWENTY-FIRST CENTURY FOX, INC.
COM
90130A101
1338
47988
SH
SOLE
47988
0
0
TWENTY-FIRST CENTURY FOX, INC.
COM
90130A200
305
10800
SH
SOLE
10800
0
0
TWO HARBORS INVESTMENT CORP
REIT
90187B101
526
66300
SH
SOLE
66300
0
0
TYSON FOODS INC.
COM
902494103
6654
99821
SH
SOLE
99821
0
0
U.S. BANCORP
COM
902973304
3236
79721
SH
SOLE
79721
0
0
UDR INC.
REIT
902653104
324
8400
SH
SOLE
8400
0
0
ULTRAPAR PARTICIPACOES S.A.
ADR
90400P101
1189
61675
SH
SOLE
61675
0
0
UNION PACIFIC CORP.
COM
907818108
6184
77742
SH
SOLE
77742
0
0
UNITED CONTINENTAL HOLDINGS INC.
COM
910047109
3990
66655
SH
SOLE
66655
0
0
UNITED PARCEL SERVICE INC.
COM
911312106
3773
35775
SH
SOLE
35775
0
0
UNITED RENTALS INC.
COM
911363109
1713
27550
SH
SOLE
27550
0
0
UNITED STATES CELLULAR CORPORATION
COM
911684108
206
4500
SH
SOLE
4500
0
0
UNITED TECHNOLOGIES CORP.
COM
913017109
3680
36762
SH
SOLE
36762
0
0
UNITED THERAPEUTICS CORP
COM
91307C102
1534
13770
SH
SOLE
13770
0
0
UNITEDHEALTH GROUP INCORPORATED
COM
91324P102
13771
106835
SH
SOLE
106835
0
0
UNIVERSAL ELECTRONICS INC
COM
913483103
273
4400
SH
SOLE
4400
0
0
UNIVERSAL HEALTH SERVICES INC.
COM
913903100
442
3540
SH
SOLE
3540
0
0
UNUM GROUP
COM
91529Y106
2012
65066
SH
SOLE
65066
0
0
UPM-KYMMENE CORP.
ADR
915436109
182
10000
SH
SOLE
10000
0
0
URBAN OUTFITTERS, INC.
COM
917047102
717
21660
SH
SOLE
21660
0
0
USANA HEALTH SCIENCES, INC.
COM
90328M107
340
2800
SH
SOLE
2800
0
0
VALERO ENERGY CORP.
COM
91913Y100
4905
76474
SH
SOLE
76474
0
0
VALIDUS HOLDINGS LTD.
COM
G9319H102
344
7300
SH
SOLE
7300
0
0
VALLEY NATIONAL BANCORP
COM
919794107
156
16300
SH
SOLE
16300
0
0
VALMONT INDUSTRIES INC.
COM
920253101
1133
9150
SH
SOLE
9150
0
0
VANGUARD FTSE DEVELOPED MARKETS ETF
ETF
921943858
2684
74840
SH
SOLE
74840
0
0
VANGUARD FTSE EMERGING MARKETS
ETF
922042858
1930
55800
SH
SOLE
55800
0
0
VANGUARD TOTAL STOCK MARKET ETF
ETF
922908769
293
2800
SH
SOLE
2800
0
0
VANTIV INC
COM
92210H105
1196
22200
SH
SOLE
22200
0
0
VARIAN MEDICAL SYSTEMS, INC.
COM
92220P105
1934
24171
SH
SOLE
24171
0
0
VCA ANTECH INC.
COM
918194101
963
16700
SH
SOLE
16700
0
0
VECTOR GROUP LTD.
COM
92240M108
224
9800
SH
SOLE
9800
0
0
VECTREN CORPORATION
COM
92240G101
210
4150
SH
SOLE
4150
0
0
VENTAS INC.
REIT
92276F100
212
3361
SH
SOLE
3361
0
0
VERISIGN INC.
COM
92343E102
869
9820
SH
SOLE
9820
0
0
VERISK ANALYTICS, INC.
COM
92345Y106
623
7800
SH
SOLE
7800
0
0
VERIZON COMMUNICATIONS INC.
COM
92343V104
20085
371387
SH
SOLE
371387
0
0
VF CORP.
COM
918204108
602
9300
SH
SOLE
9300
0
0
VIACOM INC.
COM
92553P201
2440
59100
SH
SOLE
59100
0
0
VIAVI SOLUTIONS INC.
COM
925550105
532
77600
SH
SOLE
77600
0
0
VIOLIN MEMORY INC
CONV
92763AAB7
5100
15000000
SH
SOLE
15000000
0
0
VISA INC.
COM
92826C839
4129
53992
SH
SOLE
53992
0
0
VISTA OUTDOOR INC
COM
928377100
4655
89680
SH
SOLE
89680
0
0
VISTEON CORPORATION
COM
92839U206
2023
25420
SH
SOLE
25420
0
0
VODAFONE GROUP PLC
ADR
92857W308
426
13300
SH
SOLE
13300
0
0
VORNADO REALTY TRUST
REIT
929042109
1405
14876
SH
SOLE
14876
0
0
VOYA FINANCIAL, INC.
COM
929089100
253
8500
SH
SOLE
8500
0
0
VSE CORPORATION
COM
918284100
577
8500
SH
SOLE
8500
0
0
VULCAN MATERIALS COMPANY
COM
929160109
281
2663
SH
SOLE
2663
0
0
VWR CORP
COM
91843L103
833
30800
SH
SOLE
30800
0
0
WABTEC CORPORATION
COM
929740108
1287
16230
SH
SOLE
16230
0
0
WALGREENS BOOTS ALLIANCE, INC.
COM
931427108
1968
23363
SH
SOLE
23363
0
0
WAL-MART STORES, INC.
COM
931142103
6847
99975
SH
SOLE
99975
0
0
WALT DISNEY COMPANY (THE)
COM
254687106
12129
122134
SH
SOLE
122134
0
0
WASTE MANAGEMENT, INC.
COM
94106L109
369
6258
SH
SOLE
6258
0
0
WATERS CORPORATION
COM
941848103
1306
9900
SH
SOLE
9900
0
0
WATSCO, INC.
COM
942622200
283
2100
SH
SOLE
2100
0
0
WEBSTER FINANCIAL CORPORATION
COM
947890109
373
10400
SH
SOLE
10400
0
0
WEC ENERGY GROUP, INC.
COM
92939U106
560
9326
SH
SOLE
9326
0
0
WELLS FARGO & COMPANY
COM
949746101
13110
271090
SH
SOLE
271090
0
0
WELLTOWER INC.
REIT
95040Q104
1549
22346
SH
SOLE
22346
0
0
WESCO INTERNATIONAL, INC.
COM
95082P105
1410
25800
SH
SOLE
25800
0
0
WEST PHARMACEUTICAL SERVICES, INC.
COM
955306105
1463
21100
SH
SOLE
21100
0
0
WESTERN DIGITAL CORPORATION
COM
958102105
1413
29903
SH
SOLE
29903
0
0
WESTERN GAS PARTNERS, LP
COM
958254104
1485
34200
SH
SOLE
34200
0
0
WESTERN REFINING, INC.
COM
959319104
364
12500
SH
SOLE
12500
0
0
WESTERN UNION COMPANY, THE
COM
959802109
5998
310915
SH
SOLE
310915
0
0
WESTLAKE CHEMICAL CORPORATION
COM
960413102
406
8760
SH
SOLE
8760
0
0
WESTROCK COMPANY
COM
96145D105
2958
75779
SH
SOLE
75779
0
0
WEX INC.
COM
96208T104
273
3270
SH
SOLE
3270
0
0
WHIRLPOOL CORPORATION
COM
963320106
2879
15967
SH
SOLE
15967
0
0
WILLIAMS PARTNERS LP
COM
96949L105
3301
161424
SH
SOLE
161424
0
0
WILLIAMS-SONOMA, INC.
COM
969904101
296
5400
SH
SOLE
5400
0
0
WINDSTREAM SERVICES, LLC
COM
97382A200
1193
155300
SH
SOLE
155300
0
0
WORLD FUEL SERVICES CORP.
COM
981475106
457
9400
SH
SOLE
9400
0
0
WORTHINGTON INDUSTRIES, INC.
COM
981811102
3321
93170
SH
SOLE
93170
0
0
WRIGHT MEDICAL GROUP, INC.
CONV
98235TAE7
12950
14500000
SH
SOLE
14500000
0
0
WYNDHAM WORLDWIDE CORPORATION
COM
98310W108
4321
56531
SH
SOLE
56531
0
0
XCEL ENERGY INC.
COM
98389B100
683
16337
SH
SOLE
16337
0
0
XEROX CORPORATION
COM
984121103
2187
195974
SH
SOLE
195974
0
0
XILINX, INC.
COM
983919101
1386
29227
SH
SOLE
29227
0
0
XL GROUP PLC
COM
G98290102
550
14935
SH
SOLE
14935
0
0
XYLEM INC.
COM
98419M100
235
5756
SH
SOLE
5756
0
0
ZIMMER BIOMET HOLDINGS, INC.
COM
98956P102
881
8259
SH
SOLE
8259
0
0
ZIONS BANCORPORATION
COM
989701107
1657
68440
SH
SOLE
68440
0
0
ZOETIS INC.
COM
98978V103
875
19747
SH
SOLE
19747
0
0