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 primary_doc.xml 13F-HR/A LIVE false true false 0000009015 XXXXXXXX 03-31-2016 03-31-2016 true 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 SOLE 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 0 0 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 SOLE 19600 0 0 AVON PRODUCTS INC. COM 054303102 630 131000 SH SOLE 131000 0 0 B/E AEROSPACE, INC COM 073302101 351 7600 SH SOLE 7600 0 0 BABCOCK & WILCOX COMPANY (THE) COM 05605H100 2722 81100 SH SOLE 81100 0 0 BABCOCK & WILCOX ENTERPRISES INC COM 05614L100 2848 133100 SH SOLE 133100 0 0 BABSON CAP PARTN INVS TRUST COM 05616B100 946 66220 SH SOLE 66220 0 0 BALL CORPORATION COM 058498106 1042 14622 SH SOLE 14622 0 0 BANK OF AMERICA CORP. COM 060505104 9132 675413 SH SOLE 675413 0 0 BANK OF NEW YORK MELLON CORP. COM 064058100 2672 72552 SH SOLE 72552 0 0 BAXALTA INCORPORATED COM 07177M103 4764 117933 SH SOLE 117933 0 0 BAXTER INTERNATIONAL INC. COM 071813109 3525 85803 SH SOLE 85803 0 0 BB&T CORPORATION COM 054937107 1244 37397 SH SOLE 37397 0 0 BECTON DICKINSON & CO. COM 075887109 802 5281 SH SOLE 5281 0 0 BED BATH & BEYOND INC. COM 075896100 3690 74337 SH SOLE 74337 0 0 BEMIS CO. INC. COM 081437105 2530 48860 SH SOLE 48860 0 0 BENEFICIAL BANCORP, INC. COM 08171T102 2289 167200 SH SOLE 167200 0 0 BERKSHIRE HATHAWAY INC. COM 084670702 7388 52069 SH SOLE 52069 0 0 BERRY PLASTICS GROUP, INC COM 08579W103 940 26000 SH SOLE 26000 0 0 BEST BUY CO. INC. COM 086516101 3325 102500 SH SOLE 102500 0 0 BHP BILLITON LTD. ADR 088606108 3064 118315 SH SOLE 118315 0 0 BIMINI CAPITAL MGMT, INC. REIT 090319401 347 211628 SH SOLE 211628 0 0 BIOGEN INC. COM 09062X103 3404 13076 SH SOLE 13076 0 0 BLACKROCK, INC. COM 09247X101 1757 5160 SH SOLE 5160 0 0 BLOUNT INTERNATIONAL, INC COM 095180105 409 41000 SH SOLE 41000 0 0 BLUE BUFFALO PET PRODUCTS INC COM 09531U102 662 25800 SH SOLE 25800 0 0 BOARDWALK PIPELINE PARTNERS LP COM 096627104 1927 130700 SH SOLE 130700 0 0 BOEING CO. COM 097023105 4714 37138 SH SOLE 37138 0 0 BOOZ ALLEN HAMILTON HOLDING CORP COM 099502106 269 8900 SH SOLE 8900 0 0 BOSTON PROPERTIES INC. REIT 101121101 853 6710 SH SOLE 6710 0 0 BOYD GAMING CORPORATION COM 103304101 293 14200 SH SOLE 14200 0 0 BRINKER INTERNATIONAL COM 109641100 1820 39600 SH SOLE 39600 0 0 BRISTOL-MYERS SQUIBB CO. COM 110122108 2017 31579 SH SOLE 31579 0 0 BROADCOM LTD. COM Y09827109 1511 9780 SH SOLE 9780 0 0 BROADRIDGE FINANCIAL SOLUTIONS INC. COM 11133T103 472 7960 SH SOLE 7960 0 0 BROCADE COMMUNICATIONS SYSTEMS INC. COM 111621306 639 60400 SH SOLE 60400 0 0 BROOKFIELD ASSET MANAGEMENT INC. COM 112585104 391 11250 SH SOLE 11250 0 0 BRUKER CORP. COM 116794108 1350 48200 SH SOLE 48200 0 0 BRUNSWICK CORP/DE COM 117043109 1665 34700 SH SOLE 34700 0 0 BUCKEYE PARTNERS L.P. COM 118230101 1332 19600 SH SOLE 19600 0 0 BUNGE LTD. COM G16962105 1626 28685 SH SOLE 28685 0 0 C.H. ROBINSON WORLDWIDE, INC. COM 12541W209 919 12374 SH SOLE 12374 0 0 C.R. BARD, INC. COM 067383109 1943 9586 SH SOLE 9586 0 0 CA, INC. COM 12673P105 3268 106148 SH SOLE 106148 0 0 CABLE ONE, INC. COM 12685J105 446 1020 SH SOLE 1020 0 0 CABLEVISION SYSTEMS CORPORATION COM 12686C109 2980 90300 SH SOLE 90300 0 0 CABOT CORP. COM 127055101 754 15600 SH SOLE 15600 0 0 CACI INTERNATIONAL INC. COM 127190304 480 4500 SH SOLE 4500 0 0 CADENCE DESIGN SYSTEMS, INC. COM 127387108 2000 84800 SH SOLE 84800 0 0 CALGON CARBON CORPORATION COM 129603106 5660 403729 SH SOLE 403729 0 0 CALPINE CORP. COM 131347304 1271 83800 SH SOLE 83800 0 0 CAMERON INTERNATIONAL CORPORATION COM 13342B105 1009 15043 SH SOLE 15043 0 0 CAMPBELL SOUP COMPANY COM 134429109 1498 23489 SH SOLE 23489 0 0 CANADIAN NATURAL RESOURCES LTD. COM 136385101 1460 54060 SH SOLE 54060 0 0 CAPITAL ONE FINANCIAL CORP. COM 14040H105 4011 57867 SH SOLE 57867 0 0 CAPITAL PRODUCT PARTNERS LP COM Y11082107 71 22600 SH SOLE 22600 0 0 CAPITOL FEDERAL FINANCIAL INC COM 14057J101 151 11400 SH SOLE 11400 0 0 CARDINAL HEALTH INC. COM 14149Y108 2666 32533 SH SOLE 32533 0 0 CARDTRONICS INC. CONV 14161HAG3 15450 16000000 SH SOLE 16000000 0 0 CARE CAPITAL PROPERTIES INC REIT 141624106 373 13900 SH SOLE 13900 0 0 CARLISLE COS. INC. COM 142339100 1343 13500 SH SOLE 13500 0 0 CARNIVAL CORP. COM 143658300 2387 45237 SH SOLE 45237 0 0 CARTER'S INC. COM 146229109 537 5100 SH SOLE 5100 0 0 CASEY'S GENERAL STORES, INC. COM 147528103 1043 9200 SH SOLE 9200 0 0 CASH AMERICA INTERNATIONAL, INC. COM 14754D100 224 5800 SH SOLE 5800 0 0 CATALENT INC COM 148806102 207 7749 SH SOLE 7749 0 0 CATERPILLAR INC. COM 149123101 4570 59705 SH SOLE 59705 0 0 CATO CORP COM 149205106 216 5600 SH SOLE 5600 0 0 CBL & ASSOCIATES PROPERTIES, INC. REIT 124830100 395 33200 SH SOLE 33200 0 0 CBRE GROUP INC. COM 12504L109 968 33585 SH SOLE 33585 0 0 CBS CORP. COM 124857202 563 10227 SH SOLE 10227 0 0 CDK GLOBAL, INC. COM 12508E101 3503 75250 SH SOLE 75250 0 0 CDW CORP/DE COM 12514G108 245 5900 SH SOLE 5900 0 0 CECO ENVIRONMENTAL CORP COM 125141101 97 15656 SH SOLE 15656 0 0 CELANESE CORPORATION COM 150870103 1468 22410 SH SOLE 22410 0 0 CENGAGE LEARNING HOLDINGS II L.P. COM 15136X102 6437 341054 SH SOLE 341054 0 0 CENTENE CORPORATION COM 15135B101 1639 26620 SH SOLE 26620 0 0 CENTERPOINT ENERGY INC. COM 15189T107 380 18166 SH SOLE 18166 0 0 CENTURYLINK, INC. COM 156700106 2982 93289 SH SOLE 93289 0 0 CF INDUSTRIES HOLDINGS, INC. COM 125269100 847 27015 SH SOLE 27015 0 0 CHARLES RIVER LABORATORIES INTERNATIONAL INC. COM 159864107 676 8900 SH SOLE 8900 0 0 CHARLES SCHWAB CORP. COM 808513105 281 10034 SH SOLE 10034 0 0 CHASE PACKAGING CORP. COM 161635107 1 19082 SH SOLE 19082 0 0 CHECK POINT SOFTWARE TECHNOLOGIES LTD COM M22465104 402 4600 SH SOLE 4600 0 0 CHEMOURS COMPANY (THE) COM 163851108 381 54495 SH SOLE 54495 0 0 CHESAPEAKE ENERGY CORP. COM 165167107 737 178988 SH SOLE 178988 0 0 CHESAPEAKE ENERGY CORP. CONV 165167BZ9 5496 8690000 SH SOLE 8690000 0 0 CHESAPEAKE ENERGY CORP. CONV 165167CA3 6325 10000000 SH SOLE 10000000 0 0 CHEVRON CORPORATION COM 166764100 8845 92715 SH SOLE 92715 0 0 CHICAGO BRIDGE & IRON COMPANY N.V. COM 167250109 377 10300 SH SOLE 10300 0 0 CHIMERA INVESTMENT CORP REIT 16934Q208 1040 76500 SH SOLE 76500 0 0 CHURCH & DWIGHT COMPANY, INC. COM 171340102 1121 12160 SH SOLE 12160 0 0 CHURCHILL DOWNS INC. COM 171484108 398 2690 SH SOLE 2690 0 0 CIGNA CORP. COM 125509109 1470 10711 SH SOLE 10711 0 0 CINCINNATI FINANCIAL CORP. COM 172062101 2867 43863 SH SOLE 43863 0 0 CINEMARK HOLDINGS INC. COM 17243V102 487 13600 SH SOLE 13600 0 0 CINTAS CORP. COM 172908105 703 7827 SH SOLE 7827 0 0 CIRRUS LOGIC, INC. COM 172755100 437 12000 SH SOLE 12000 0 0 CISCO SYSTEMS INC. COM 17275R102 11726 411866 SH SOLE 411866 0 0 CIT GROUP, INC. COM 125581801 571 18400 SH SOLE 18400 0 0 CITIGROUP INC. COM 172967424 14701 352121 SH SOLE 352121 0 0 CITIZENS FINANCIAL GROUP, INC. COM 174610105 203 9700 SH SOLE 9700 0 0 CITRIX SYSTEMS INC. COM 177376100 2925 37222 SH SOLE 37222 0 0 CITRIX SYSTEMS INC. CONV 177376AD2 16717 14968000 SH SOLE 14968000 0 0 CLEAN ENERGY FUELS CORP. COM 184499101 586 200000 SH SOLE 200000 0 0 CLOROX CO. COM 189054109 1455 11540 SH SOLE 11540 0 0 CME GROUP INC. COM 12572Q105 1902 19805 SH SOLE 19805 0 0 CMS ENERGY CORP. COM 125896100 828 19513 SH SOLE 19513 0 0 COACH, INC. COM 189754104 305 7613 SH SOLE 7613 0 0 COCA-COLA CO., THE COM 191216100 3345 72114 SH SOLE 72114 0 0 COCA-COLA ENTERPRISES, INC. COM 19122T109 1409 27763 SH SOLE 27763 0 0 COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION COM 192446102 1290 20574 SH SOLE 20574 0 0 COLFAX CORP. COM 194014106 446 15600 SH SOLE 15600 0 0 COLGATE-PALMOLIVE CO. COM 194162103 1487 21042 SH SOLE 21042 0 0 COLUMBIA PIPELINE PARTNERS LP COM 198281107 1463 100200 SH SOLE 100200 0 0 COLUMBUS MCKINNON CORP. COM 199333105 553 35100 SH SOLE 35100 0 0 COMCAST CORP. COM 20030N101 6969 114093 SH SOLE 114093 0 0 COMMUNITY HEALTH SYSTEMS INC. COM 203668108 896 48400 SH SOLE 48400 0 0 COMPANIA DE MINAS BUENAVENTURA S.A. ADR 204448104 369 50100 SH SOLE 50100 0 0 COMPUTER SCIENCES CORP. COM 205363104 1230 35770 SH SOLE 35770 0 0 CONAGRA FOODS INC. COM 205887102 2939 65858 SH SOLE 65858 0 0 CONOCOPHILLIPS COM 20825C104 4621 114742 SH SOLE 114742 0 0 CONSOLIDATED COMMUNICATIONS HOLDINGS INC. COM 209034107 294 11400 SH SOLE 11400 0 0 CONSOLIDATED EDISON INC. COM 209115104 1483 19351 SH SOLE 19351 0 0 CONSTELLATION BRANDS INC. COM 21036P108 2006 13274 SH SOLE 13274 0 0 CONTINENTAL BUILDING PRODUCTS INC COM 211171103 644 34700 SH SOLE 34700 0 0 COPA HOLDINGS SA COM P31076105 522 7700 SH SOLE 7700 0 0 COPART INCORPORATED COM 217204106 408 10000 SH SOLE 10000 0 0 CORE LABORATORIES NV COM N22717107 817 7267 SH SOLE 7267 0 0 CORELOGIC INC. COM 21871D103 788 22700 SH SOLE 22700 0 0 CORNING INC. COM 219350105 2046 97941 SH SOLE 97941 0 0 COSTCO WHOLESALE CORP. COM 22160K105 1490 9454 SH SOLE 9454 0 0 COTY INC. COM 222070203 3085 110850 SH SOLE 110850 0 0 CREDIT ACCEPTANCE CORP. COM 225310101 993 5470 SH SOLE 5470 0 0 CREE, INC. COM 225447101 626 21500 SH SOLE 21500 0 0 CRESCENT POINT ENERGY CORP. COM 22576C101 340 24600 SH SOLE 24600 0 0 CROCS, INC. COM 227046109 116 12100 SH SOLE 12100 0 0 CROWN CASTLE INTERNATIONAL CORP. REIT 22822V101 476 5500 SH SOLE 5500 0 0 CROWN HOLDINGS INC. COM 228368106 1245 25100 SH SOLE 25100 0 0 CSRA INC COM 12650T104 2111 78471 SH SOLE 78471 0 0 CST BRANDS INC. COM 12646R105 1072 28000 SH SOLE 28000 0 0 CSW INDUSTRIALS INC. COM 126402106 3141 99700 SH SOLE 99700 0 0 CSX CORP. COM 126408103 525 20380 SH SOLE 20380 0 0 CUMMINS INC. COM 231021106 1873 17038 SH SOLE 17038 0 0 CVR ENERGY INC. COM 12662P108 1083 41500 SH SOLE 41500 0 0 CVS HEALTH COM 126650100 6289 60627 SH SOLE 60627 0 0 D.R. HORTON INC. COM 23331A109 904 29906 SH SOLE 29906 0 0 DANAHER CORP. COM 235851102 1883 19848 SH SOLE 19848 0 0 DARDEN RESTAURANTS INC. COM 237194105 4842 73027 SH SOLE 73027 0 0 DARLING INTERNATIONAL INC. COM 237266101 166 12600 SH SOLE 12600 0 0 DCP MIDSTREAM PARTNERS LP COM 23311P100 1736 63770 SH SOLE 63770 0 0 DEERE & COMPANY COM 244199105 3067 39831 SH SOLE 39831 0 0 DELPHI AUTOMOTIVE PLC COM G27823106 788 10500 SH SOLE 10500 0 0 DELTA AIR LINES INC. COM 247361702 5549 113997 SH SOLE 113997 0 0 DENTSPLY SIRONA INC COM 24906P109 1795 29129 SH SOLE 29129 0 0 DEVON ENERGY CORP. COM 25179M103 780 28414 SH SOLE 28414 0 0 DIAMOND OFFSHORE DRILLING INC. COM 25271C102 1951 89763 SH SOLE 89763 0 0 DICK'S SPORTING GOODS, INC. COM 253393102 785 16800 SH SOLE 16800 0 0 DIGITAL REALTY TRUST INC. REIT 253868103 221 2500 SH SOLE 2500 0 0 DILLARD'S INC. COM 254067101 830 9770 SH SOLE 9770 0 0 DISCOVER FINANCIAL SERVICES INC. COM 254709108 1898 37278 SH SOLE 37278 0 0 DISCOVERY COMMUNICATIONS INC. COM 25470F104 1240 43300 SH SOLE 43300 0 0 DISCOVERY COMMUNICATIONS INC. COM 25470F302 338 12500 SH SOLE 12500 0 0 DISH NETWORK CORP. COM 25470M109 810 17500 SH SOLE 17500 0 0 DOLBY LABORATORIES, INC. COM 25659T107 495 11400 SH SOLE 11400 0 0 DOLLAR GENERAL CORP. COM 256677105 1926 22500 SH SOLE 22500 0 0 DOMINION RESOURCES INC. COM 25746U109 449 5978 SH SOLE 5978 0 0 DOMINO'S PIZZA, INC. COM 25754A201 1236 9370 SH SOLE 9370 0 0 DOMTAR CORP. COM 257559203 956 23600 SH SOLE 23600 0 0 DONALDSON CO INC COM 257651109 347 10875 SH SOLE 10875 0 0 DORMAN PRODUCTS, INC. COM 258278100 294 5400 SH SOLE 5400 0 0 DOUGLAS DYNAMICS INC. COM 25960R105 479 20900 SH SOLE 20900 0 0 DOVER CORP. COM 260003108 674 10476 SH SOLE 10476 0 0 DOW CHEMICAL CO., THE COM 260543103 6616 130076 SH SOLE 130076 0 0 DR PEPPER SNAPPLE GROUP INC. COM 26138E109 4812 53814 SH SOLE 53814 0 0 DREW INDUSTRIES, INC. COM 26168L205 1579 24500 SH SOLE 24500 0 0 DST SYSTEMS, INC. COM 233326107 1375 12190 SH SOLE 12190 0 0 DTE ENERGY COMPANY COM 233331107 524 5782 SH SOLE 5782 0 0 DUKE ENERGY CORP. COM 26441C204 1347 16690 SH SOLE 16690 0 0 DUKE REALTY CORPORATION REIT 264411505 216 9600 SH SOLE 9600 0 0 DUN & BRADSTREET CORP., THE COM 26483E100 2193 21275 SH SOLE 21275 0 0 E*TRADE FINANCIAL CORP. COM 269246401 685 27954 SH SOLE 27954 0 0 E.I. DU PONT DE NEMOURS AND COMPANY COM 263534109 1832 28931 SH SOLE 28931 0 0 EARTHLINK HOLDINGS CORP. COM 27033X101 86 15200 SH SOLE 15200 0 0 EAST WEST BANCORP, INC. COM 27579R104 364 11200 SH SOLE 11200 0 0 EASTMAN CHEMICAL CO. COM 277432100 4510 62436 SH SOLE 62436 0 0 EATON CORPORATION COM G29183103 1252 20020 SH SOLE 20020 0 0 EBAY INC. COM 278642103 3168 132772 SH SOLE 132772 0 0 EBIX INC COM 278715206 314 7700 SH SOLE 7700 0 0 ECC CAPITAL CORPORATION REIT 26826M108 41 1200000 SH SOLE 1200000 0 0 ECHOSTAR CORPORATION COM 278768106 711 16045 SH SOLE 16045 0 0 EDGEWELL PERSONAL CARE CO. COM 28035Q102 506 6280 SH SOLE 6280 0 0 EDISON INTERNATIONAL COM 281020107 2224 30940 SH SOLE 30940 0 0 EDWARDS LIFESCIENCES CORP. COM 28176E108 1507 17080 SH SOLE 17080 0 0 ELARA HGV TIMESHARE ISSUER 2014-A LLC REIT 044103109 68 10700 SH SOLE 10700 0 0 ELECTRONIC ARTS INC. COM 285512109 3433 51923 SH SOLE 51923 0 0 ELECTRONICS FOR IMAGING, INC. COM 286082102 220 5200 SH SOLE 5200 0 0 ELI LILLY & CO. COM 532457108 3084 42821 SH SOLE 42821 0 0 EMC CORP. COM 268648102 2866 107557 SH SOLE 107557 0 0 EMERSON ELECTRIC CO. COM 291011104 2296 42222 SH SOLE 42222 0 0 ENBRIDGE ENERGY PARTNERS L.P. COM 29250R106 2693 146975 SH SOLE 146975 0 0 ENDO INTERNATIONAL PLC COM G30401106 2077 73800 SH SOLE 73800 0 0 ENDURANCE SPECIALTY HOLDINGS LTD. COM G30397106 980 15000 SH SOLE 15000 0 0 ENERGIZER HOLDINGS INC. COM 29272W109 5800 143170 SH SOLE 143170 0 0 ENERGY TRANSFER PARTNERS LP COM 29273R109 9603 296937 SH SOLE 296937 0 0 ENERSYS COM 29275Y102 234 4200 SH SOLE 4200 0 0 ENI SPA ADR 26874R108 1230 40700 SH SOLE 40700 0 0 ENSCO PLC COM G3157S106 742 71600 SH SOLE 71600 0 0 ENTERGY CORP COM 29364G103 3124 39409 SH SOLE 39409 0 0 ENTERPRISE PRODUCTS PARTNERS L.P. COM 293792107 7503 304759 SH SOLE 304759 0 0 EQT MIDSTREAM PARTNERS LP COM 26885B100 2017 27100 SH SOLE 27100 0 0 EQUIFAX INC. COM 294429105 5453 47708 SH SOLE 47708 0 0 EQUITY COMMONWEALTH REIT 294628102 380 13467 SH SOLE 13467 0 0 EQUITY LIFESTYLE PROPERTIES INC REIT 29472R108 204 2800 SH SOLE 2800 0 0 EQUITY RESIDENTIAL REIT 29476L107 1010 13457 SH SOLE 13457 0 0 ESSEX PROPERTY TRUST INC. REIT 297178105 927 3963 SH SOLE 3963 0 0 ESSEX RENTAL CORPORATION COM 297187106 47 189350 SH SOLE 189350 0 0 ESTEE LAUDER COMPANIES INC., THE COM 518439104 1958 20766 SH SOLE 20766 0 0 EVEREST RE GROUP LTD. COM G3223R108 940 4760 SH SOLE 4760 0 0 EVERSOURCE ENERGY COM 30040W108 497 8515 SH SOLE 8515 0 0 EXELON CORP. COM 30161N101 2257 62938 SH SOLE 62938 0 0 EXPEDIA INC. COM 30212P303 1891 17542 SH SOLE 17542 0 0 EXPEDITORS INTERNATIONAL OF WASHINGTON, INC. COM 302130109 2304 47210 SH SOLE 47210 0 0 EXPRESS SCRIPTS HOLDING COMPANY COM 30219G108 6981 101626 SH SOLE 101626 0 0 EXTRA SPACE STORAGE, INC. REIT 30225T102 280 3000 SH SOLE 3000 0 0 EXXONMOBIL CORP. COM 30231G102 19204 229736 SH SOLE 229736 0 0 F5 NETWORKS, INC. COM 315616102 8268 78106 SH SOLE 78106 0 0 FACEBOOK INC COM 30303M102 15319 134260 SH SOLE 134260 0 0 FACTSET RESEARCH SYSTEMS, INC. COM 303075105 644 4250 SH SOLE 4250 0 0 FAIR ISAAC CORP. COM 303250104 286 2700 SH SOLE 2700 0 0 FEDEX CORP. COM 31428X106 2541 15616 SH SOLE 15616 0 0 FIBRIA CELULOSE S.A. ADR 31573A109 350 41300 SH SOLE 41300 0 0 FIDELITY & GUARANTY LIFE INSURANCE COMPANY COM 315785105 1097 41800 SH SOLE 41800 0 0 FIDELITY NATIONAL INFORMATION SERVICES INC. COM 31620M106 1118 17660 SH SOLE 17660 0 0 FIESTA RESTAURANT GROUP INC. COM 31660B101 2643 80618 SH SOLE 80618 0 0 FIFTH THIRD BANCORP COM 316773100 2597 155602 SH SOLE 155602 0 0 FIREEYE, INC. COM 31816Q101 934 51900 SH SOLE 51900 0 0 FIRST CITIZENS BANCSHARES, INC. COM 31946M103 344 1370 SH SOLE 1370 0 0 FIRST DATA CORPORATION COM 32008D106 352 27200 SH SOLE 27200 0 0 FIRST SOLAR INC. COM 336433107 726 10600 SH SOLE 10600 0 0 FIRSTENERGY CORP. COM 337932107 2524 70173 SH SOLE 70173 0 0 FISERV INC. COM 337738108 4500 43870 SH SOLE 43870 0 0 FLOWERS FOODS INC. COM 343498101 652 35300 SH SOLE 35300 0 0 FLUOR CORP. COM 343412102 1780 33156 SH SOLE 33156 0 0 FMC TECHNOLOGIES INC. COM 30249U101 408 14912 SH SOLE 14912 0 0 FNB CORPORATION COM 302520101 164 12600 SH SOLE 12600 0 0 FOOT LOCKER INC. COM 344849104 2141 33200 SH SOLE 33200 0 0 FORD MOTOR CO. COM 345370860 4229 313275 SH SOLE 313275 0 0 FORTINET INC COM 34959E109 665 21700 SH SOLE 21700 0 0 FOSSIL, INC. COM 34988V106 1702 38310 SH SOLE 38310 0 0 FOUR CORNERS PROPERTY TRUST INC REIT 35086T109 398 22182 SH SOLE 22182 0 0 FRANK'S INTERNATIONAL NV COM N33462107 476 28900 SH SOLE 28900 0 0 FREEPORT-MCMORAN INC. COM 35671D857 929 89868 SH SOLE 89868 0 0 FRONTIER COMMUNICATIONS CORP. COM 35906A108 2052 367115 SH SOLE 367115 0 0 GAMESTOP CORP. COM 36467W109 2126 67012 SH SOLE 67012 0 0 GAMING & LEISURE PROPERTIES INC. REIT 36467J108 2127 68776 SH SOLE 68776 0 0 GAP INC., THE COM 364760108 2211 75195 SH SOLE 75195 0 0 GARTNER, INC. COM 366651107 348 3900 SH SOLE 3900 0 0 GATX CORP. COM 361448103 874 18400 SH SOLE 18400 0 0 GCP APPLIED TECHNOLOGIES INC. COM 36164Y101 1414 70900 SH SOLE 70900 0 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 SOLE 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 SOLE 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 SOLE 22600 0 0 NIKE INC. COM 654106103 7773 126448 SH SOLE 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 SOLE 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 SOLE 4881 0 0 OCEANEERING INTERNATIONAL, INC. COM 675232102 588 17700 SH SOLE 17700 0 0 OFFICE DEPOT INC. COM 676220106 241 34000 SH SOLE 34000 0 0 OLD NATIONAL BANCORP COM 680033107 177 14500 SH SOLE 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 SOLE 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 SOLE 58300 0 0 OWENS CORNING COM 690742101 340 7200 SH SOLE 7200 0 0 OWENS-ILLINOIS INC. COM 690768403 1121 70238 SH SOLE 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 0 0 PALO ALTO NETWORKS INC COM 697435105 392 2400 SH SOLE 2400 0 0 PAPA JOHN'S INTERNATIONAL, INC. COM 698813102 406 7500 SH SOLE 7500 0 0 PARKER-HANNIFIN CORP. COM 701094104 3093 27848 SH SOLE 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 SOLE 28500 0 0 PDL BIOPHARMA, INC. COM 69329Y104 299 89800 SH SOLE 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 SOLE 33210 0 0 PEPSICO INC. COM 713448108 8039 78445 SH SOLE 78445 0 0 PERKINELMER INC. COM 714046109 824 16654 SH SOLE 16654 0 0 PERRIGO COMPANY PLC COM G97822103 224 1750 SH SOLE 1750 0 0 PETROBRAS ARGENTINA S.A. ADR 71646J109 115 17500 SH SOLE 17500 0 0 PFIZER INC. COM 717081103 11549 389640 SH SOLE 389640 0 0 PG&E CORP. COM 69331C108 834 13969 SH SOLE 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 SOLE 25500 0 0 POPULAR INC. COM 733174700 1176 41100 SH SOLE 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 SOLE 5250 0 0 QEP RESOURCES INC. COM 74733V100 643 45600 SH SOLE 45600 0 0 QUALCOMM, INC. COM 747525103 4371 85478 SH SOLE 85478 0 0 QUANTA SERVICES, INC. COM 74762E102 3265 144737 SH SOLE 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 0 0 RPX CORP COM 74972G103 497 44100 SH SOLE 44100 0 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 17700 SH SOLE 17700 0 0 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