0000009015-15-000010.txt : 20150508 0000009015-15-000010.hdr.sgml : 20150508 20150508170432 ACCESSION NUMBER: 0000009015-15-000010 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150331 FILED AS OF DATE: 20150508 DATE AS OF CHANGE: 20150508 EFFECTIVENESS DATE: 20150508 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BABSON CAPITAL MANAGEMENT LLC CENTRAL INDEX KEY: 0000009015 IRS NUMBER: 041054788 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-00060 FILM NUMBER: 15847743 BUSINESS ADDRESS: STREET 1: 470 ATLANTIC AVENUE STREET 2: 10TH FLOOR CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-761-6662 MAIL ADDRESS: STREET 1: 470 ATLANTIC AVENUE STREET 2: 10TH FLOOR CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: BABSON DAVID L & CO INC DATE OF NAME CHANGE: 19920929 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0000009015 XXXXXXXX 03-31-2015 03-31-2015 BABSON CAPITAL MANAGEMENT LLC
470 ATLANTIC AVENUE 10TH FLOOR BOSTON MA 02210
13F HOLDINGS REPORT 028-00060 Y Babson Capital Management LLC (Babson Capital) is an indirect wholly-owned subsidiary of Massachusetts Mutual Life Insurance Company (MassMutual). Wherever Babson Capital has indicated that it exercises investment discretion with respect to the positions reported on this Form 13F, such positions shall be deemed reported on behalf of MassMutual to the extent that MassMutual is deemed to share investment discretion over the positions as a result of MassMutual's indirect ownership interest in Babson Capital.
Melissa LaGrant Managing Director 617-761-3731 /s/ Melissa LaGrant Boston MA 05-08-2015 0 963 4371707 false
INFORMATION TABLE 2 informationtable_03312015.xml ISHARES TRUST OPT 464287234 312083 7776800 SH Put SOLE 7776800 0 0 ISHARES TRUST OPT 464287465 132190 2060000 SH Put SOLE 2060000 0 0 ISHARES TRUST OPT 464287655 85815 690000 SH Put SOLE 690000 0 0 SPDR S&P 500 ETF TRUST OPT 78462F103 1278504 6193400 SH Put SOLE 6193400 0 0 ACCO BRANDS CORPORATION COM 00081T108 537 64600 SH SOLE 64600 0 0 ADT CORPORATION THE COM 00101J106 2543 61250 SH SOLE 61250 0 0 AFLAC INC. COM 001055102 1742 27217 SH SOLE 27217 0 0 AGL RESOURCES INC. COM 001204106 1148 23124 SH SOLE 23124 0 0 AH BELO CORP COM 001282102 148 18000 SH SOLE 18000 0 0 AES CORP., THE COM 00130H105 1886 146764 SH SOLE 146764 0 0 AK STEEL CORP. CONV 001546AP5 6237 5625000 PRN SOLE 5625000 0 0 AT&T INC. COM 00206R102 10516 322069 SH SOLE 322069 0 0 AVX CORP COM 002444107 545 38200 SH SOLE 38200 0 0 AARON'S, INC. COM 002535300 817 28850 SH SOLE 28850 0 0 ABBOTT LABORATORIES COM 002824100 2702 58326 SH SOLE 58326 0 0 ABBVIE, INC. COM 00287Y109 10902 186226 SH SOLE 186226 0 0 ABERCROMBIE & FITCH CO. COM 002896207 3304 149900 SH SOLE 149900 0 0 ACTIVISION BLIZZARD, INC. COM 00507V109 1463 64400 SH SOLE 64400 0 0 ADAMAS PHARMACEUTICALS INC COM 00548A106 224 12800 SH SOLE 12800 0 0 ADELPHIA RECOVERY TRUST COM 00685R409 0 1783299 SH SOLE 1783299 0 0 ADOBE SYSTEMS INC. COM 00724F101 2543 34395 SH SOLE 34395 0 0 ADVANCE AUTO STORES CO., INC. COM 00751Y106 689 4600 SH SOLE 4600 0 0 AECOM COM 00766T100 441 14306 SH SOLE 14306 0 0 AETNA, INC. COM 00817Y108 3150 29565 SH SOLE 29565 0 0 AFFILIATED MANAGERS GROUP, INC. COM 008252108 408 1900 SH SOLE 1900 0 0 AGILENT TECHNOLOGIES INC. COM 00846U101 792 19056 SH SOLE 19056 0 0 AGRIUM, INC. COM 008916108 1615 15485 SH SOLE 15485 0 0 AIR LEASE CORP. COM 00912X302 1151 30500 SH SOLE 30500 0 0 AIR PRODUCTS AND CHEMICALS INC. COM 009158106 220 1455 SH SOLE 1455 0 0 AIRGAS, INC. COM 009363102 1650 15550 SH SOLE 15550 0 0 ALASKA AIR GROUP, INC. COM 011659109 3931 59400 SH SOLE 59400 0 0 ALBEMARLE CORP. COM 012653101 1426 26984 SH SOLE 26984 0 0 ALCOA, INC. COM 013817101 2543 196817 SH SOLE 196817 0 0 ALERE INC. COM 01449J105 352 7200 SH SOLE 7200 0 0 ALEXION PHARMACEUTICALS, INC. COM 015351109 1142 6590 SH SOLE 6590 0 0 ALLEGHANY CORP. COM 017175100 461 947 SH SOLE 947 0 0 ALLIANCE HOLDINGS GP LP COM 01861G100 1849 35770 SH SOLE 35770 0 0 ALLIANCE RESOURCE PARTNERS COM 01877R108 2550 76264 SH SOLE 76264 0 0 ALLIANT ENERGY CORP. COM 018802108 328 5200 SH SOLE 5200 0 0 ALLISON TRANSMISSION HOLDINGS, INC COM 01973R101 393 12300 SH SOLE 12300 0 0 ALLSTATE CORPORATION COM 020002101 3534 49660 SH SOLE 49660 0 0 ALLY FINANCIAL INC. COM 02005N100 1592 75900 SH SOLE 75900 0 0 ALTERA CORP. COM 021441100 1063 24783 SH SOLE 24783 0 0 ALTRIA GROUP INC. COM 02209S103 6891 137770 SH SOLE 137770 0 0 AMAZON.COM INC. COM 023135106 2436 6547 SH SOLE 6547 0 0 AMERCO COM 023586100 426 1290 SH SOLE 1290 0 0 AMEREN CORP. COM 023608102 940 22280 SH SOLE 22280 0 0 AMERICAN AIRLINES GROUP INC. COM 02376R102 2845 53900 SH SOLE 53900 0 0 AMERICAN CAPITAL AGENCY CORP REIT 02503X105 269 12600 SH SOLE 12600 0 0 AMERICAN ELECTRIC POWER CO. INC. COM 025537101 1415 25158 SH SOLE 25158 0 0 AMERICAN ENERGY - PERMIA CONV 02563WAA2 22750 25000000 PRN SOLE 25000000 0 0 AMERICAN EXPRESS COMPANY COM 025816109 2284 29237 SH SOLE 29237 0 0 AMERICAN FINANCIAL GROUP, INC. COM 025932104 1077 16782 SH SOLE 16782 0 0 AMERICAN INTERNATIONAL GROUP INC. COM 026874784 6850 125014 SH SOLE 125014 0 0 AMERICAN TOWER CORP. REIT 03027X100 661 7022 SH SOLE 7022 0 0 AMERICAN WATER WORKS CO., INC. COM 030420103 648 11950 SH SOLE 11950 0 0 AMERISOURCEBERGEN CORP. COM 03073E105 3009 26467 SH SOLE 26467 0 0 AMERIPRISE FINANCIAL, INC. COM 03076C106 3666 28018 SH SOLE 28018 0 0 AMETEK, INC. COM 031100100 451 8575 SH SOLE 8575 0 0 AMGEN INC. COM 031162100 17572 109926 SH SOLE 109926 0 0 AMGEN INC. CONV 031162AE0 23888 30000000 PRN SOLE 30000000 0 0 AMKOR TECHNOLOGY, INC. COM 031652100 217 24600 SH SOLE 24600 0 0 AMPCO-PITTSBURGH CORPORATION COM 032037103 187 10700 SH SOLE 10700 0 0 AMPHENOL CORP. COM 032095101 597 10136 SH SOLE 10136 0 0 AMTECH SYSTEMS INC COM 032332504 1015 90808 SH SOLE 90808 0 0 ANADARKO PETROLEUM CORP. COM 032511107 3119 37665 SH SOLE 37665 0 0 ANALOG DEVICES INC. COM 032654105 1140 18093 SH SOLE 18093 0 0 ANNALY CAPITAL MANAGEMENT, INC. REIT 035710409 891 85660 SH SOLE 85660 0 0 ANSYS, INC. COM 03662Q105 362 4100 SH SOLE 4100 0 0 ANTHEM, INC. COM 036752103 9901 64124 SH SOLE 64124 0 0 ANTHRACITE CAPITAL, INC. REIT 037023108 0 10000 SH SOLE 10000 0 0 APACHE CORPORATION COM 037411105 1575 26107 SH SOLE 26107 0 0 APARTMENT INVESTMENT AND MANAGEMENT CO. REIT 03748R101 2084 52949 SH SOLE 52949 0 0 APOLLO RESIDENTIAL MORTGAGE IN REIT 03763V102 467 29300 SH SOLE 29300 0 0 APPLE, INC. COM 037833100 60370 485176 SH SOLE 485176 0 0 APPLIED MATERIALS INC. COM 038222105 336 14906 SH SOLE 14906 0 0 APPROACH RESOURCES, INC. COM 03834A103 261 39546 SH SOLE 39546 0 0 ARCH COAL, INC. COM 039380100 35 34650 SH SOLE 34650 0 0 ARCHER DANIELS MIDLAND COMPANY COM 039483102 9932 209538 SH SOLE 209538 0 0 ARGAN INC COM 04010E109 879 24300 SH SOLE 24300 0 0 ARES CAPITAL CORPORATION COM 04010L103 4535 264095 SH SOLE 264095 0 0 ARRIS GROUP INC. COM 04270V106 1049 36300 SH SOLE 36300 0 0 ARROW ELECTRONICS, INC. COM 042735100 1113 18200 SH SOLE 18200 0 0 ARVINMERITOR, INC. CONV 043353AH4 25859 25000000 PRN SOLE 25000000 0 0 ASHLAND, INC. COM 044209104 1513 11885 SH SOLE 11885 0 0 ASSURANT, INC. COM 04621X108 3067 49948 SH SOLE 49948 0 0 ATLAS ENERGY GROUP LLC COM 04929Q102 990 164789 SH SOLE 164789 0 0 ATMOS ENERGY CORP. COM 049560105 301 5448 SH SOLE 5448 0 0 ATWOOD OCEANICS, INC. COM 050095108 2283 81200 SH SOLE 81200 0 0 AUTODESK, INC. COM 052769106 430 7334 SH SOLE 7334 0 0 AUTOMATIC DATA PROCESSING INC. COM 053015103 2236 26110 SH SOLE 26110 0 0 AUTONATION INC. COM 05329W102 2710 42119 SH SOLE 42119 0 0 AUTOZONE, INC. COM 053332102 1390 2038 SH SOLE 2038 0 0 AVALONBAY COMMUNITIES, INC. REIT 053484101 2179 12504 SH SOLE 12504 0 0 AVERY DENNISON CORP. COM 053611109 397 7497 SH SOLE 7497 0 0 AVIS BUDGET GROUP INC. COM 053774105 584 9900 SH SOLE 9900 0 0 AVNET, INC. COM 053807103 1624 36500 SH SOLE 36500 0 0 AVON PRODUCTS INC. COM 054303102 5286 661601 SH SOLE 661601 0 0 BB&T CORP. COM 054937107 1457 37361 SH SOLE 37361 0 0 BABSON CAP PARTN INVS TRUST COM 05616B100 740 60983 SH SOLE 60983 0 0 BAKER HUGHES INC. COM 057224107 1174 18468 SH SOLE 18468 0 0 BALL CORPORATION COM 058498106 1351 19122 SH SOLE 19122 0 0 BANK OF AMERICA CORPORATION COM 060505104 9855 640379 SH SOLE 640379 0 0 BANK OF NEW YORK MELLON CORP. COM 064058100 3901 96952 SH SOLE 96952 0 0 C R BARD, INC. COM 067383109 1188 7096 SH SOLE 7096 0 0 BARNES GROUP, INC. COM 067806109 4714 116424 SH SOLE 116424 0 0 BARRETT BUSINESS SERV, INC. COM 068463108 218 5100 SH SOLE 5100 0 0 BAXTER INTERNATIONAL INC. COM 071813109 1096 16003 SH SOLE 16003 0 0 BECTON DICKINSON AND COMPANY COM 075887109 2438 16977 SH SOLE 16977 0 0 BED BATH & BEYOND INC. COM 075896100 4694 61137 SH SOLE 61137 0 0 BELDEN, INC. COM 077454106 299 3200 SH SOLE 3200 0 0 BEMIS COMPANY, INC. COM 081437105 270 5824 SH SOLE 5824 0 0 W.R. BERKLEY CORP. COM 084423102 418 8279 SH SOLE 8279 0 0 BERKSHIRE HATHAWAY INC. COM 084670702 21633 149899 SH SOLE 149899 0 0 BEST BUY CO. INC. COM 086516101 6409 169600 SH SOLE 169600 0 0 B H P BILLITON LTD ADR 088606108 2022 43515 SH SOLE 43515 0 0 BIG LOTS INC. COM 089302103 2839 59100 SH SOLE 59100 0 0 BIMINI CAPITAL MGMT, INC. REIT 090319401 370 211628 SH SOLE 211628 0 0 BIO-RAD LABORATORIES INC. COM 090572207 703 5200 SH SOLE 5200 0 0 BIOGEN INC COM 09062X103 3262 7726 SH SOLE 7726 0 0 BLACKROCK, INC. COM 09247X101 3154 8620 SH SOLE 8620 0 0 H&R BLOCK INC. COM 093671105 824 25705 SH SOLE 25705 0 0 BOARDWALK PIPELINE PARTNERS LP COM 096627104 1497 93000 SH SOLE 93000 0 0 BOEING COMPANY COM 097023105 11580 77158 SH SOLE 77158 0 0 BOOZ ALLEN HAMILTON HOLDING CORP COM 099502106 996 34400 SH SOLE 34400 0 0 BOSTON PROPERTIES INC. REIT 101121101 900 6410 SH SOLE 6410 0 0 BOSTON SCIENTIFIC CORP. COM 101137107 844 47525 SH SOLE 47525 0 0 BREITBURN ENERGY PARTNERS LP COM 106776107 594 108395 SH SOLE 108395 0 0 BRIGGS & STRATTON CORP. COM 109043109 5356 260766 SH SOLE 260766 0 0 BRINKER INTERNATIONAL COM 109641100 1176 19100 SH SOLE 19100 0 0 BRISTOL-MYERS SQUIBB CO. COM 110122108 3495 54179 SH SOLE 54179 0 0 BROADCOM CORPORATION COM 111320107 1545 35688 SH SOLE 35688 0 0 BROADRIDGE FINANCIAL SOLUTIONS INC. COM 11133T103 960 17460 SH SOLE 17460 0 0 BROCADE COMMUNICATIONS SYSTEMS INC. COM 111621306 695 58600 SH SOLE 58600 0 0 BROOKFIELD ASSET MGMNT COM 112585104 402 7500 SH SOLE 7500 0 0 CBIZ, INC. COM 124805102 99 10600 SH SOLE 10600 0 0 CBRE GROUP INC. COM 12504L109 220 5685 SH SOLE 5685 0 0 CDK GLOBAL INC. COM 12508E101 8333 178200 SH SOLE 178200 0 0 CECO ENVIRONMENTAL CORP. COM 125141101 166 15656 SH SOLE 15656 0 0 CDW CORP/DE COM 12514G108 771 20700 SH SOLE 20700 0 0 CF INDUSTRIES HOLDINGS, INC. COM 125269100 3901 13750 SH SOLE 13750 0 0 C.H. ROBINSON WORLDWIDE, INC. COM 12541W209 1316 17974 SH SOLE 17974 0 0 CIGNA CORP. COM 125509109 3060 23641 SH SOLE 23641 0 0 CIT GROUP, INC. COM 125581801 582 12900 SH SOLE 12900 0 0 CME GROUP INC. COM 12572Q105 2104 22215 SH SOLE 22215 0 0 CMS ENERGY CORP. COM 125896100 556 15913 SH SOLE 15913 0 0 C S S INDUSTRIES, INC. COM 125906107 500 16600 SH SOLE 16600 0 0 CRA INTERNATIONAL INC COM 12618T105 255 8200 SH SOLE 8200 0 0 CSX CORP. COM 126408103 1609 48580 SH SOLE 48580 0 0 CST BRANDS INC. COM 12646R105 3112 71000 SH SOLE 71000 0 0 CVR ENERGY INC. COM 12662P108 2754 64700 SH SOLE 64700 0 0 CVS HEALTH CORPORATION COM 126650100 8922 86447 SH SOLE 86447 0 0 CA, INC. COM 12673P105 3272 100348 SH SOLE 100348 0 0 CABLEVISION SYSTEMS CORP. COM 12686C109 6032 329600 SH SOLE 329600 0 0 CABOT CORP. COM 127055101 1926 42800 SH SOLE 42800 0 0 C A C I INTERNATIONAL, INC. COM 127190304 405 4500 SH SOLE 4500 0 0 CADENCE DESIGN SYSTEMS, INC. COM 127387108 699 37900 SH SOLE 37900 0 0 CALGON CARBON CORPORATION COM 129603106 5244 248900 SH SOLE 248900 0 0 CALIFORNIA RESOURCES CORP. COM 13057Q107 1530 201092 SH SOLE 201092 0 0 CALPINE CORP. COM 131347304 1466 64100 SH SOLE 64100 0 0 CAMERON INTERNATIONAL CORPORATION COM 13342B105 926 20523 SH SOLE 20523 0 0 CANADIAN NATURAL RESOURCES LTD COM 136385101 1344 43760 SH SOLE 43760 0 0 CAPITAL ONE FINANCIAL CORP. COM 14040H105 5460 69267 SH SOLE 69267 0 0 CARDINAL HEALTH, INC. COM 14149Y108 3749 41533 SH SOLE 41533 0 0 CARMAX, INC COM 143130102 1422 20600 SH SOLE 20600 0 0 CARNIVAL CORP. COM 143658300 1375 28737 SH SOLE 28737 0 0 CASEY'S GENERAL STORES INC COM 147528103 829 9200 SH SOLE 9200 0 0 CATAMARAN CORP COM 148887102 236 3960 SH SOLE 3960 0 0 CATERPILLAR INC. COM 149123101 4790 59855 SH SOLE 59855 0 0 CATO CORP/THE COM 149205106 317 8000 SH SOLE 8000 0 0 CELANESE CORPORATION COM 150870103 1391 24910 SH SOLE 24910 0 0 CELGENE CORP. COM 151020104 4726 40994 SH SOLE 40994 0 0 CENTENE CORPORATION COM 15135B101 933 13200 SH SOLE 13200 0 0 CENTERPOINT ENERGY INC. COM 15189T107 2022 99066 SH SOLE 99066 0 0 CENTRAL GARDEN & PET COMPANY COM 153527205 116 10900 SH SOLE 10900 0 0 CENTURYLINK, INC. COM 156700106 3951 114358 SH SOLE 114358 0 0 CERNER CORPORATION COM 156782104 308 4200 SH SOLE 4200 0 0 CHARLES RIVER LABORATORIES INTERNATIONAL INC. COM 159864107 285 3600 SH SOLE 3600 0 0 CHART INDUSTRIES INC. CONV 16115QAC4 2826 2938000 PRN SOLE 2938000 0 0 CHASE PACKAGING CORP. COM 161635107 1 19082 SH SOLE 19082 0 0 CHESAPEAKE ENERGY CORP. COM 165167107 1426 100688 SH SOLE 100688 0 0 CHESAPEAKE ENERGY CORPORATION CONV 165167BZ9 19052 19885000 PRN SOLE 19885000 0 0 CHESAPEAKE ENERGY CORPORATION CONV 165167CA3 24749 26000000 PRN SOLE 26000000 0 0 CHESAPEAKE ENERGY CORPORATION CONV 165167CB1 1815 2000000 PRN SOLE 2000000 0 0 CHEVRON CORPORATION COM 166764100 15428 146966 SH SOLE 146966 0 0 CHICAGO BRIDGE & IRON COMPANY N.V. COM 167250109 443 9000 SH SOLE 9000 0 0 CHIMERA INVESTMENT CORP REIT 16934Q109 1640 522300 SH SOLE 522300 0 0 CHUBB CORPORATION COM 171232101 2105 20824 SH SOLE 20824 0 0 CHURCH & DWIGHT CO., INC. COM 171340102 1039 12160 SH SOLE 12160 0 0 CHURCHILL DOWNS, INC. COM 171484108 218 1900 SH SOLE 1900 0 0 CINCINNATI FINANCIAL CORP. COM 172062101 587 11020 SH SOLE 11020 0 0 CINEMARK HOLDINGS INC. COM 17243V102 343 7600 SH SOLE 7600 0 0 CISCO SYSTEMS INC. COM 17275R102 13511 490866 SH SOLE 490866 0 0 CINTAS CORPORATION COM 172908105 3578 43827 SH SOLE 43827 0 0 CITIGROUP INC. COM 172967424 16509 320432 SH SOLE 320432 0 0 RBS CITIZENS FINANCIAL GROUP, INC. COM 174610105 420 17400 SH SOLE 17400 0 0 CITRIX SYSTEMS INC. COM 177376100 940 14722 SH SOLE 14722 0 0 CITY NATIONAL CORP. COM 178566105 211 2368 SH SOLE 2368 0 0 CLEAN HARBORS INC. COM 184496107 4622 81400 SH SOLE 81400 0 0 CLEAN ENERGY FUELS CORP. COM 184499101 1067 200000 SH SOLE 200000 0 0 CLIFFS NATURAL RESOURCES, INC. COM 18683K101 656 136415 SH SOLE 136415 0 0 CLOROX COMPANY COM 189054109 5264 47690 SH SOLE 47690 0 0 CLOUD PEAK ENERGY INC COM 18911Q102 194 33255 SH SOLE 33255 0 0 COACH, INC. COM 189754104 1053 25413 SH SOLE 25413 0 0 COBALT INTERNATIONAL ENERGY, INC. COM 19075F106 104 11000 SH SOLE 11000 0 0 COCA-COLA CO., THE COM 191216100 9355 230714 SH SOLE 230714 0 0 COCA-COLA ENTERPRISES, INC. COM 19122T109 706 15963 SH SOLE 15963 0 0 COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION COM 192446102 1365 21874 SH SOLE 21874 0 0 COLGATE-PALMOLIVE CO. COM 194162103 856 12342 SH SOLE 12342 0 0 COLUMBUS MCKINNON CORPORATION COM 199333105 3661 135900 SH SOLE 135900 0 0 COMCAST CORP. COM 20030N101 4975 88093 SH SOLE 88093 0 0 COMERICA INC. COM 200340107 267 5907 SH SOLE 5907 0 0 COMMERCE BANCSHARES INC. COM 200525103 208 4915 SH SOLE 4915 0 0 COMMSCOPE HOLDING COMPANY, INC. COM 20337X109 303 10600 SH SOLE 10600 0 0 COMMUNITY HEALTH SYSTEMS INC. COM 203668108 1574 30100 SH SOLE 30100 0 0 COMPANIA DE MINAS BUENAVENTURA ADR 204448104 508 50100 SH SOLE 50100 0 0 COMPASS MINERALS INTERNATIONAL INC. COM 20451N101 242 2600 SH SOLE 2600 0 0 COMPUTER SCIENCES CORP. COM 205363104 5276 80816 SH SOLE 80816 0 0 CONAGRA FOODS INC. COM 205887102 455 12458 SH SOLE 12458 0 0 CON-WAY INC. COM 205944101 962 21800 SH SOLE 21800 0 0 CONOCOPHILLIPS COM 20825C104 10269 164932 SH SOLE 164932 0 0 CONSOLIDATED COMMUNICATIONS HO COM 209034107 341 16700 SH SOLE 16700 0 0 CONSOLIDATED EDISON, INC. COM 209115104 1260 20651 SH SOLE 20651 0 0 CONTINENTAL BUILDING PRODUCTS, INC. COM 211171103 2849 126112 SH SOLE 126112 0 0 CONTINENTAL RESOURCES, INC. COM 212015101 700 16040 SH SOLE 16040 0 0 COOPER COMPANIES, INC. (THE) COM 216648402 259 1380 SH SOLE 1380 0 0 COPART INCORPORATED COM 217204106 203 5400 SH SOLE 5400 0 0 CORNING, INC. COM 219350105 7850 346141 SH SOLE 346141 0 0 COSTCO WHOLESALE CORP. COM 22160K105 2840 18744 SH SOLE 18744 0 0 COTY INC. COM 222070203 1017 41900 SH SOLE 41900 0 0 COVANTA HOLDING CORP. COM 22282E102 298 13300 SH SOLE 13300 0 0 CRANE CO. COM 224399105 703 11268 SH SOLE 11268 0 0 CREE, INC. COM 225447101 419 11800 SH SOLE 11800 0 0 CRESTWOOD EQUITY PARTNERS LP COM 226344109 1338 223000 SH SOLE 223000 0 0 CROWN CASTLE INTERNATIONAL CORP. REIT 22822V101 1222 14800 SH SOLE 14800 0 0 CROWN HOLDINGS INC. COM 228368106 1134 21000 SH SOLE 21000 0 0 CUMMINS INC. COM 231021106 1738 12538 SH SOLE 12538 0 0 DCP MIDSTREAM PARTNERS LP COM 23311P100 1676 45370 SH SOLE 45370 0 0 DST SYSTEMS, INC. COM 233326107 2660 24030 SH SOLE 24030 0 0 DTE ENERGY CO. COM 233331107 1157 14337 SH SOLE 14337 0 0 DANAHER CORP. COM 235851102 2364 27848 SH SOLE 27848 0 0 DAVITA HEALTHCARE PARTNERS INC. COM 23918K108 499 6136 SH SOLE 6136 0 0 DECKERS OUTDOOR CORP COM 243537107 2427 33300 SH SOLE 33300 0 0 DEERE & COMPANY COM 244199105 4221 48131 SH SOLE 48131 0 0 DELTA AIR LINES INC. COM 247361702 5615 124897 SH SOLE 124897 0 0 DENBURY RESOURCES INC. COM 247916208 303 41597 SH SOLE 41597 0 0 DELUXE CORPORATION COM 248019101 249 3600 SH SOLE 3600 0 0 DENTSPLY INTERNATIONAL INC. COM 249030107 828 16267 SH SOLE 16267 0 0 DETOUR GOLD CORPORATION CONV 250669AA6 5869 6170000 PRN SOLE 6170000 0 0 DEVON ENERGY CORP. COM 25179M103 1237 20514 SH SOLE 20514 0 0 DEVRY, INC. COM 251893103 747 22400 SH SOLE 22400 0 0 DIAMOND OFFSHORE DRILLING INC. COM 25271C102 910 33963 SH SOLE 33963 0 0 DIEBOLD, INC. COM 253651103 1376 38800 SH SOLE 38800 0 0 DIGITAL REALTY TRUST INC. REIT 253868103 594 9000 SH SOLE 9000 0 0 DILLARD'S, INC. COM 254067101 1593 11670 SH SOLE 11670 0 0 WALT DISNEY COMPANY, THE COM 254687106 12661 120711 SH SOLE 120711 0 0 DISCOVER FINANCIAL SERVICES INC. COM 254709108 1368 24278 SH SOLE 24278 0 0 DISH NETWORK CORP. COM 25470M109 1345 19200 SH SOLE 19200 0 0 DIRECTV COM 25490A309 4954 58214 SH SOLE 58214 0 0 DOLLAR GENERAL CORP. COM 256677105 927 12300 SH SOLE 12300 0 0 DOLLAR TREE, INC. COM 256746108 1089 13420 SH SOLE 13420 0 0 DOMINION RESOURCES INC. COM 25746U109 692 9758 SH SOLE 9758 0 0 DOMINOS PIZZA, INC. COM 25754A201 251 2500 SH SOLE 2500 0 0 DOMTAR CORPORATION COM 257559203 926 20040 SH SOLE 20040 0 0 DONALDSON CO, INC. COM 257651109 410 10875 SH SOLE 10875 0 0 R.R. DONNELLEY & SONS COMPANY COM 257867101 2349 122388 SH SOLE 122388 0 0 DORMAN PRODUCTS, INC. COM 258278100 269 5400 SH SOLE 5400 0 0 DOUGLAS DYNAMICS INC COM 25960R105 450 19700 SH SOLE 19700 0 0 DOVER CORPORATION COM 260003108 2722 39376 SH SOLE 39376 0 0 DOW CHEMICAL CO., THE COM 260543103 3477 72476 SH SOLE 72476 0 0 DR PEPPER SNAPPLE GROUP INC. COM 26138E109 3807 48514 SH SOLE 48514 0 0 DRESSER-RAND GROUP, INC. COM 261608103 2681 33370 SH SOLE 33370 0 0 DREW INDUSTRIES, INC. COM 26168L205 1508 24500 SH SOLE 24500 0 0 E I DU PONT DE NEMOURS & CO. COM 263534109 8110 113476 SH SOLE 113476 0 0 DUKE ENERGY CORP. COM 26441C204 812 10581 SH SOLE 10581 0 0 DUN & BRADSTREET CORP., THE COM 26483E100 1487 11585 SH SOLE 11585 0 0 E C C CAPITAL CORP. REIT 26826M108 50 1200000 SH SOLE 1200000 0 0 EMC CORP. COM 268648102 4434 173457 SH SOLE 173457 0 0 EOG RESOURCES INC. COM 26875P101 235 2560 SH SOLE 2560 0 0 EQT CORPORATION COM 26884L109 718 8666 SH SOLE 8666 0 0 EQT MIDSTREAM PARTNERS LP COM 26885B100 1274 16400 SH SOLE 16400 0 0 E*TRADE FINANCIAL CORP. COM 269246401 858 30054 SH SOLE 30054 0 0 EAGLE MATERIALS, INC. COM 26969P108 443 5300 SH SOLE 5300 0 0 EARTHLINK HOLDINGS CORP COM 27033X101 67 15200 SH SOLE 15200 0 0 EAST WEST BANCORP, INC. COM 27579R104 368 9100 SH SOLE 9100 0 0 EASTMAN CHEMICAL COMPANY COM 277432100 3867 55836 SH SOLE 55836 0 0 EBAY, INC. COM 278642103 7520 130372 SH SOLE 130372 0 0 ECHOSTAR CORPORATION COM 278768106 2752 53200 SH SOLE 53200 0 0 EDISON INTERNATIONAL COM 281020107 2109 33754 SH SOLE 33754 0 0 EDWARDS LIFESCIENCES CORP. COM 28176E108 3155 22150 SH SOLE 22150 0 0 ELECTRONIC ARTS, INC. COM 285512109 3513 59723 SH SOLE 59723 0 0 ELECTRONICS FOR IMAGING COM 286082102 217 5200 SH SOLE 5200 0 0 EMERSON ELECTRIC COMPANY COM 291011104 4276 75522 SH SOLE 75522 0 0 ENABLE MIDSTREAM PARTNERS LP COM 292480100 1524 92900 SH SOLE 92900 0 0 ENBRIDGE ENERGY PARTNERS COM 29250R106 6575 182575 SH SOLE 182575 0 0 ENERGIZER HOLDINGS INC. COM 29266R108 649 4700 SH SOLE 4700 0 0 ENERGY TRANSFER PARTNERS COM 29273R109 9064 162574 SH SOLE 162574 0 0 ENERGY TRANSFER EQUITY LP COM 29273V100 5610 88540 SH SOLE 88540 0 0 ENERSYS COM 29275Y102 790 12305 SH SOLE 12305 0 0 ENGILITY HOLDINGS INC COM 29286C107 499 16600 SH SOLE 16600 0 0 ENLINK MIDSTREAM PARTNERS LP COM 29336U107 1393 56300 SH SOLE 56300 0 0 ENTERCOM COMMUNICATIONS CORP. COM 293639100 136 11200 SH SOLE 11200 0 0 ENTERGY CORPORATION COM 29364G103 3929 50709 SH SOLE 50709 0 0 ENTERPRISE PRODUCTS PARTNERS L COM 293792107 12848 390159 SH SOLE 390159 0 0 EQUIFAX, INC. COM 294429105 2351 25278 SH SOLE 25278 0 0 EQUITY COMMONWEALTH REIT 294628102 347 13067 SH SOLE 13067 0 0 EQUITY RESIDENTIAL REIT 29476L107 1749 22457 SH SOLE 22457 0 0 ESSEX PROPERTY TRUST INC. REIT 297178105 518 2252 SH SOLE 2252 0 0 ESSEX RENTAL CORPORATION COM 297187106 250 189350 SH SOLE 189350 0 0 NORTHEAST UTILITIES COM 30040W108 524 10364 SH SOLE 10364 0 0 EXELON CORP. COM 30161N101 1141 33952 SH SOLE 33952 0 0 EXELIS INC. COM 30162A108 6195 254200 SH SOLE 254200 0 0 EXPEDIA INC. COM 30212P303 1764 18740 SH SOLE 18740 0 0 EXPRESS SCRIPTS HOLDING CO. COM 30219G108 9122 105126 SH SOLE 105126 0 0 EXTRA SPACE STORAGE, INC. REIT 30225T102 419 6200 SH SOLE 6200 0 0 EXXON CORPORATION COM 30231G102 24832 292146 SH SOLE 292146 0 0 FLIR SYSTEMS, INC. COM 302445101 1104 35287 SH SOLE 35287 0 0 FMC TECHNOLOGIES INC. COM 30249U101 637 17212 SH SOLE 17212 0 0 FTD COS INC COM 30281V108 1707 57000 SH SOLE 57000 0 0 FACEBOOK INC COM 30303M102 4966 60400 SH SOLE 60400 0 0 FACTSET RESEARCH SYSTEMS, INC. COM 303075105 677 4250 SH SOLE 4250 0 0 FEDEX CORPORATION COM 31428X106 2367 14306 SH SOLE 14306 0 0 F5 NETWORKS, INC. COM 315616102 1808 15730 SH SOLE 15730 0 0 FIDELITY NATL INFO SVCS, INC. COM 31620M106 1583 23260 SH SOLE 23260 0 0 FIDELITY NATIONAL FINANCIAL INC. COM 31620R303 389 10585 SH SOLE 10585 0 0 FIESTA RESTAURANT GROUP COM 31660B101 4918 80618 SH SOLE 80618 0 0 FIFTH THIRD BANCORP COM 316773100 1078 57193 SH SOLE 57193 0 0 FIRST CITIZENS BANCSHARES, INC COM 31946M103 200 770 SH SOLE 770 0 0 FIRST INTERSTATE BANCSYSTEM IN COM 32055Y201 287 10300 SH SOLE 10300 0 0 FIRST NIAGARA FINANCIAL GROUP, INC. COM 33582V108 115 13000 SH SOLE 13000 0 0 FIRST SOLAR INC. COM 336433107 2714 45400 SH SOLE 45400 0 0 FISERV, INC. COM 337738108 3642 45870 SH SOLE 45870 0 0 FIRSTENERGY CORP. COM 337932107 875 24950 SH SOLE 24950 0 0 FLUOR CORP. COM 343412102 666 11656 SH SOLE 11656 0 0 FOOT LOCKER INC. COM 344849104 1462 23200 SH SOLE 23200 0 0 FORD MOTOR COMPANY COM 345370860 6533 404775 SH SOLE 404775 0 0 FOSSIL, INC. COM 34988V106 483 5860 SH SOLE 5860 0 0 FRANKLIN RESOURCES, INC. COM 354613101 1341 26125 SH SOLE 26125 0 0 FREEPORT-MCMORAN INC. COM 35671D857 2020 106575 SH SOLE 106575 0 0 FRONTIER COMMUNICATIONS CORP. COM 35906A108 462 65545 SH SOLE 65545 0 0 FULTON FINANCIAL CORPORATION COM 360271100 302 24500 SH SOLE 24500 0 0 GATX CORP. COM 361448103 290 5000 SH SOLE 5000 0 0 GEO GROUP, INC. (THE) REIT 36162J106 6913 158044 SH SOLE 158044 0 0 GSE SYSTEMS INC COM 36227K106 708 472100 SH SOLE 472100 0 0 G-III APPAREL GROUP LTD COM 36237H101 360 3200 SH SOLE 3200 0 0 GAMESTOP CORP. COM 36467W109 4222 111212 SH SOLE 111212 0 0 GANNETT CO., INC. COM 364730101 2002 53983 SH SOLE 53983 0 0 GAP, INC. COM 364760108 1313 30295 SH SOLE 30295 0 0 GARTNER GROUP, INC. COM 366651107 327 3900 SH SOLE 3900 0 0 GENERAL DYNAMICS CORPORATION COM 369550108 4759 35061 SH SOLE 35061 0 0 GENERAL ELECTRIC COMPANY COM 369604103 23021 927901 SH SOLE 927901 0 0 GENERAL GROWTH PROPERTIES, INC. REIT 370023103 1432 48446 SH SOLE 48446 0 0 GENERAL MILLS, INC. COM 370334104 2446 43216 SH SOLE 43216 0 0 GENERAL MOTORS COMPANY COM 37045V100 8341 222436 SH SOLE 222436 0 0 GENERAL MOTORS CO WAR 37045V118 1441 51938 SH SOLE 51938 0 0 GENERAL MOTORS CO WAR 37045V126 1021 51938 SH SOLE 51938 0 0 GENTEX CORPORATION COM 371901109 209 11420 SH SOLE 11420 0 0 GENESIS ENERGY LP COM 371927104 888 18900 SH SOLE 18900 0 0 GENUINE PARTS COMPANY COM 372460105 1339 14370 SH SOLE 14370 0 0 GEO SPECIALTY CHEMICALS, INC. COM 37246R106 0 80750 SH SOLE 80750 0 0 GENWORTH HOLDINGS INC. COM 37247D106 121 16553 SH SOLE 16553 0 0 GEOMET, INC. COM 37250U201 1 85857 SH SOLE 85857 0 0 GILEAD SCIENCES, INC. COM 375558103 10688 108912 SH SOLE 108912 0 0 GLOBAL PAYMENTS, INC. COM 37940X102 555 6050 SH SOLE 6050 0 0 GLOBAL PARTNERS LP/MA COM 37946R109 1302 37410 SH SOLE 37410 0 0 GOLD FIELDS LTD ADR 38059T106 118 29340 SH SOLE 29340 0 0 GOLDMAN SACHS GROUP, INC. COM 38141G104 7530 40058 SH SOLE 40058 0 0 GOODYEAR TIRE & RUBBER COMPANY, THE COM 382550101 3041 112312 SH SOLE 112312 0 0 GOOGLE INC. COM 38259P508 4877 8793 SH SOLE 8793 0 0 GOOGLE INC. COM 38259P706 5570 10164 SH SOLE 10164 0 0 WASHINGTON POST CO. COM 384637104 209 199 SH SOLE 199 0 0 GRAPHIC PACKAGING HOLDING CO. COM 388689101 5176 356001 SH SOLE 356001 0 0 GREEN PLAINS INC COM 393222104 266 9300 SH SOLE 9300 0 0 GREEN PLAINS INC CONV 393222AD6 7456 5000000 PRN SOLE 5000000 0 0 GROUP 1 AUTOMOTIVE, INC. COM 398905109 268 3100 SH SOLE 3100 0 0 GROUPON INC COM 399473107 327 45400 SH SOLE 45400 0 0 HCA HOLDINGS, INC. COM 40412C101 940 12500 SH SOLE 12500 0 0 HCC INSURANCE HOLDINGS INC. COM 404132102 315 5566 SH SOLE 5566 0 0 HCP INC. REIT 40414L109 973 22511 SH SOLE 22511 0 0 HD SUPPLY HOLDINGS INC COM 40416M105 5206 167100 SH SOLE 167100 0 0 HAEMONETICS CORPORATION COM 405024100 3338 74303 SH SOLE 74303 0 0 HAIN CELESTIAL GROUP, INC. COM 405217100 256 4000 SH SOLE 4000 0 0 HALLADOR ENERGY CO COM 40609P105 440 37672 SH SOLE 37672 0 0 HALYARD HEALTH, INC. COM 40650V100 7674 155984 SH SOLE 155984 0 0 HANESBRANDS INC. COM 410345102 777 23200 SH SOLE 23200 0 0 HARLEY-DAVIDSON INC. COM 412822108 499 8210 SH SOLE 8210 0 0 HARMAN INTL INDUSTRIES, INC. COM 413086109 1265 9463 SH SOLE 9463 0 0 HARRIS CORPORATION COM 413875105 3118 39594 SH SOLE 39594 0 0 HARTFORD FINANCIAL SERVICES GROUP INC., THE COM 416515104 2387 57070 SH SOLE 57070 0 0 HAWAIIAN HOLDINGS INC COM 419879101 683 31000 SH SOLE 31000 0 0 HEALTH CARE REIT, INC. REIT 42217K106 2030 26246 SH SOLE 26246 0 0 HEALTH NET INC/CA COM 42222G108 375 6200 SH SOLE 6200 0 0 HELMERICH & PAYNE, INC. COM 423452101 900 13220 SH SOLE 13220 0 0 JACK HENRY & ASSOCIATES INC COM 426281101 252 3600 SH SOLE 3600 0 0 HERCULES, INC. CONV 427056BC9 8121 8906 PRN SOLE 8906 0 0 HERSHEY COMPANY, THE COM 427866108 652 6466 SH SOLE 6466 0 0 HESS CORPORATION COM 42809H107 2415 35579 SH SOLE 35579 0 0 HEWLETT-PACKARD CO. COM 428236103 7227 231937 SH SOLE 231937 0 0 HI-CRUSH PARTNERS LP COM 428337109 736 21000 SH SOLE 21000 0 0 HILTON WORLDWIDE HOLDINGS INC. COM 43300A104 456 15400 SH SOLE 15400 0 0 HOLLY ENERGY PARTNERS LP COM 435763107 673 21400 SH SOLE 21400 0 0 HOLLYFRONTIER CORP. COM 436106108 2374 58964 SH SOLE 58964 0 0 HOLOGIC INC. COM 436440101 532 16100 SH SOLE 16100 0 0 HOME DEPOT, INC. COM 437076102 8839 77797 SH SOLE 77797 0 0 HOMEAWAY INC COM 43739Q100 990 32800 SH SOLE 32800 0 0 HONEYWELL INTERNATIONAL, INC. COM 438516106 5688 54527 SH SOLE 54527 0 0 HORMEL FOODS CORP. COM 440452100 208 3660 SH SOLE 3660 0 0 HORNBECK OFFSHORE SERVICES INC. COM 440543106 2326 123671 SH SOLE 123671 0 0 HORNBECK OFFSHORE SVCS, INC. CONV 440543AN6 34280 42650000 PRN SOLE 42650000 0 0 HOSPIRA INC. COM 441060100 1005 11441 SH SOLE 11441 0 0 HOST HOTELS & RESORTS INC. REIT 44107P104 1657 82088 SH SOLE 82088 0 0 HUDSON CITY BANCORP, INC. COM 443683107 223 21315 SH SOLE 21315 0 0 HUMANA, INC. COM 444859102 2524 14179 SH SOLE 14179 0 0 HUNTINGTON BANCSHARES, INC. COM 446150104 996 90172 SH SOLE 90172 0 0 HUNTINGTON INGALLS INDUSTRIES INC. COM 446413106 1581 11280 SH SOLE 11280 0 0 HUNTSMAN CORPORATION COM 447011107 3206 144620 SH SOLE 144620 0 0 IAC/INTERACTIVECORP COM 44919P508 479 7100 SH SOLE 7100 0 0 ITT CORP. COM 450911201 2446 61300 SH SOLE 61300 0 0 ICONIX BRAND GROUP, INC. COM 451055107 232 6900 SH SOLE 6900 0 0 IDEX CORPORATION COM 45167R104 1619 21350 SH SOLE 21350 0 0 IHS INC COM 451734107 925 8130 SH SOLE 8130 0 0 ILLINOIS TOOL WORKS INC. COM 452308109 3974 40915 SH SOLE 40915 0 0 ILLUMINA, INC. COM 452327109 256 1380 SH SOLE 1380 0 0 INGLES MARKETS, INC. COM 457030104 302 6100 SH SOLE 6100 0 0 INGREDION INCORPORATED COM 457187102 3904 50171 SH SOLE 50171 0 0 INSIGHT ENTERPRISE, INC. COM 45765U103 445 15600 SH SOLE 15600 0 0 INTEL CORPORATION COM 458140100 19320 617834 SH SOLE 617834 0 0 INTEL CORPORATION CONV 458140AF7 31891 20200000 PRN SOLE 20200000 0 0 INTERCONTINENTAL EXCHANGE, INC. COM 45866F104 873 3741 SH SOLE 3741 0 0 IBM CORPORATION COM 459200101 13495 84080 SH SOLE 84080 0 0 INTERNATIONAL FLAVORS & FRAGRANCES INC. COM 459506101 370 3153 SH SOLE 3153 0 0 INTERNATIONAL PAPER COMPANY COM 460146103 3777 68069 SH SOLE 68069 0 0 INTERPUBLIC GROUP OF COMPANIES. INC. (THE) COM 460690100 623 28186 SH SOLE 28186 0 0 INTUIT, INC. COM 461202103 1769 18249 SH SOLE 18249 0 0 INTUITIVE SURGICAL, INC. COM 46120E602 761 1506 SH SOLE 1506 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 109 11200 SH SOLE 11200 0 0 IRON MOUNTAIN INC. REIT 46284V101 3595 98535 SH SOLE 98535 0 0 ISHARES MSCI ETF 464286848 287 22900 SH SOLE 22900 0 0 ISHARES TRUST ETF 464287465 4712 73430 SH SOLE 73430 0 0 ISHARES TRUST ETF 464287598 4742 46000 SH SOLE 46000 0 0 ISHARES TRUST ETF 464287614 10990 111100 SH SOLE 111100 0 0 ISHARES TRUST ETF 464287655 485 3900 SH SOLE 3900 0 0 ISHARES TRUST ETF 464287689 63843 515489 SH SOLE 515489 0 0 ISHARES MSCI UNITED KINGDOM ETF ETF 46434V548 252 14000 SH SOLE 14000 0 0 ITRON INC. COM 465741106 1789 49000 SH SOLE 49000 0 0 JPMORGAN CHASE & CO. COM 46625H100 15523 256243 SH SOLE 256243 0 0 JABIL CIRCUIT, INC. COM 466313103 938 40100 SH SOLE 40100 0 0 JARDEN CORP. COM 471109108 292 5525 SH SOLE 5525 0 0 JETBLUE AIRWAYS CORPORATION COM 477143101 391 20300 SH SOLE 20300 0 0 JOHNSON & JOHNSON COM 478160104 30215 300350 SH SOLE 300350 0 0 JOHNSON CONTROLS INC. COM 478366107 1250 24777 SH SOLE 24777 0 0 JONES LANG LASALLE INC. COM 48020Q107 1801 10570 SH SOLE 10570 0 0 JOY GLOBAL INC. COM 481165108 1309 33400 SH SOLE 33400 0 0 JUNIPER NETWORKS INC. COM 48203R104 1931 85537 SH SOLE 85537 0 0 KAR AUCTION SERVICES INC. COM 48238T109 535 14100 SH SOLE 14100 0 0 KBR, INC. COM 48242W106 287 19800 SH SOLE 19800 0 0 KLA-TENCOR CORP. COM 482480100 390 6687 SH SOLE 6687 0 0 KLX INC. COM 482539103 3272 84900 SH SOLE 84900 0 0 KANSAS CITY SOUTHERN COM 485170302 1531 14995 SH SOLE 14995 0 0 KELLOGG CO. COM 487836108 1900 28803 SH SOLE 28803 0 0 KEURIG GREEN MOUNTAIN, INC. COM 49271M100 1050 9400 SH SOLE 9400 0 0 KEYCORP COM 493267108 2995 211536 SH SOLE 211536 0 0 KEYSIGHT TECHNOLOGIES INC. COM 49338L103 2036 54810 SH SOLE 54810 0 0 KILROY REALTY CORP. REIT 49427F108 297 3900 SH SOLE 3900 0 0 KIMBERLY-CLARK CORPORATION COM 494368103 1580 14754 SH SOLE 14754 0 0 KIMCO REALTY CORP. REIT 49446R109 569 21177 SH SOLE 21177 0 0 KINDER MORGAN INC. COM 49456B101 204 4852 SH SOLE 4852 0 0 KNOWLES CORP COM 49926D109 5182 268900 SH SOLE 268900 0 0 KOHL'S CORP. COM 500255104 2511 32091 SH SOLE 32091 0 0 KRAFT FOODS GROUP INC. COM 50076Q106 2378 27297 SH SOLE 27297 0 0 KROGER COMPANY COM 501044101 4931 64323 SH SOLE 64323 0 0 L BRANDS INC. COM 501797104 3677 39000 SH SOLE 39000 0 0 L-3 COMMUNICATIONS HOLDINGS INC. COM 502424104 782 6218 SH SOLE 6218 0 0 LABORATORY CORPORATION OF AMERICA HOLDINGS COM 50540R409 821 6510 SH SOLE 6510 0 0 LAM RESEARCH CORP. COM 512807108 2193 31222 SH SOLE 31222 0 0 LAMAR ADVERTISING CO. REIT 512816109 936 15800 SH SOLE 15800 0 0 LANDS' END INC COM 51509F105 1816 50600 SH SOLE 50600 0 0 LAS VEGAS SANDS CORP. COM 517834107 732 13300 SH SOLE 13300 0 0 ESTEE LAUDER COMPANIES, INC. COM 518439104 1411 16966 SH SOLE 16966 0 0 LEAR CORPORATION COM 521865204 1463 13200 SH SOLE 13200 0 0 LEGGETT & PLATT INC. COM 524660107 804 17441 SH SOLE 17441 0 0 LEGG MASON INC. COM 524901105 771 13973 SH SOLE 13973 0 0 MMODAL, INC. COM 52490FRR7 1772 136295 SH SOLE 136295 0 0 LEIDOS HOLDINGS, INC. COM 525327102 481 11475 SH SOLE 11475 0 0 LEUCADIA NATIONAL CORPORATION COM 527288104 814 36541 SH SOLE 36541 0 0 LEVEL 3 COMMUNICATIONS INC. COM 52729N308 670 12440 SH SOLE 12440 0 0 LEXMARK INTERNATIONAL, INC. COM 529771107 2285 53974 SH SOLE 53974 0 0 LIBERTY BROADBAND CORP COM 530307107 280 4949 SH SOLE 4949 0 0 LIBERTY INTERACTIVE CORPORATION COM 53071M880 272 6470 SH SOLE 6470 0 0 LIBERTY MEDIA CORP COM 531229300 283 7420 SH SOLE 7420 0 0 LIBERTY TRIPADVISOR HOLDINGS INC COM 531465102 1459 45900 SH SOLE 45900 0 0 LIFEPOINT HOSPITALS INC. COM 53219L109 793 10800 SH SOLE 10800 0 0 ELI LILLY & CO. COM 532457108 4165 57332 SH SOLE 57332 0 0 LINCOLN ELECTRIC HOLDINGS, INC. COM 533900106 209 3200 SH SOLE 3200 0 0 LINCOLN NATIONAL CORP. COM 534187109 3201 55702 SH SOLE 55702 0 0 LINEAR TECHNOLOGY CORPORATION COM 535678106 398 8506 SH SOLE 8506 0 0 LINN ENERGY LLC COM 536020100 1208 109200 SH SOLE 109200 0 0 LOCKHEED MARTIN CORPORATION COM 539830109 3179 15661 SH SOLE 15661 0 0 LORILLARD INC. COM 544147101 3750 57381 SH SOLE 57381 0 0 LOWES COMPANIES, INC. COM 548661107 8601 115624 SH SOLE 115624 0 0 M&T BANK CORP. COM 55261F104 929 7314 SH SOLE 7314 0 0 MBIA INC. COM 55262C100 321 34500 SH SOLE 34500 0 0 MFA FINANCIAL, INC. REIT 55272X102 1380 175600 SH SOLE 175600 0 0 MGM RESORTS INTERNATIONAL COM 552953101 387 18400 SH SOLE 18400 0 0 M K S INSTRUMENTS, INC. COM 55306N104 284 8400 SH SOLE 8400 0 0 MACERICH COMPANY, THE REIT 554382101 480 5695 SH SOLE 5695 0 0 MACY'S, INC. COM 55616P104 4337 66813 SH SOLE 66813 0 0 MAGELLAN MIDSTREAM PARTNERS COM 559080106 5094 66400 SH SOLE 66400 0 0 MARATHON OIL CORPORATION COM 565849106 474 18140 SH SOLE 18140 0 0 MARATHON PETROLEUM CORPORATION COM 56585A102 2798 27325 SH SOLE 27325 0 0 MARKWEST ENERGY OPERATING CO COM 570759100 2794 42270 SH SOLE 42270 0 0 MARRIOTT VACATIONS WORLDWIDE COM 57164Y107 259 3200 SH SOLE 3200 0 0 MARSH & MCLENNAN COMPANIES INC. COM 571748102 1708 30443 SH SOLE 30443 0 0 MARRIOTT INTERNATIONAL, INC. COM 571903202 2590 32249 SH SOLE 32249 0 0 MASCO CORP. COM 574599106 492 18419 SH SOLE 18419 0 0 MASTERCARD, INC. COM 57636Q104 4381 50710 SH SOLE 50710 0 0 MAXIM INTEGRATED PRODUCTS, INC. COM 57772K101 686 19700 SH SOLE 19700 0 0 MCCORMICK & CO. INC. COM 579780206 203 2634 SH SOLE 2634 0 0 MCDONALD'S CORPORATION COM 580135101 1749 17945 SH SOLE 17945 0 0 MCGRAW-HILL FINANCIAL, INC. COM 580645109 1285 12427 SH SOLE 12427 0 0 MCKESSON CORPORATION COM 58155Q103 4367 19306 SH SOLE 19306 0 0 MEAD JOHNSON NUTRITION COMPANY COM 582839106 1170 11636 SH SOLE 11636 0 0 MEDIFAST INC COM 58470H101 237 7900 SH SOLE 7900 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 481 9800 SH SOLE 9800 0 0 MEDNAX, INC. COM 58502B106 276 3800 SH SOLE 3800 0 0 MELCO CROWN ENTERTAINMENT LTD ADR 585464100 262 12200 SH SOLE 12200 0 0 MERCK & CO. INC. COM 58933Y105 8914 155083 SH SOLE 155083 0 0 MERITOR, INC. CONV 59001KAC4 25101 16797000 PRN SOLE 16797000 0 0 METLIFE, INC. COM 59156R108 5097 100825 SH SOLE 100825 0 0 METTLER-TOLEDO INTERNATIONAL INC. COM 592688105 296 900 SH SOLE 900 0 0 MICHAELS COS INC/THE COM 59408Q106 490 18100 SH SOLE 18100 0 0 MICROSOFT CORPORATION COM 594918104 27479 675896 SH SOLE 675896 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 912 18645 SH SOLE 18645 0 0 MICRON TECHNOLOGY INC. COM 595112103 3485 128450 SH SOLE 128450 0 0 MICRON TECHNOLOGY INC. CONV 595112AV5 15151 6100000 PRN SOLE 6100000 0 0 MICRON TECHNOLOGY INC. CONV 595112AY9 17690 16000000 PRN SOLE 16000000 0 0 MID-CON ENERGY PARTNERS LP COM 59560V109 182 32769 SH SOLE 32769 0 0 MOLSON COORS BREWING COMPANY COM 60871R209 1007 13525 SH SOLE 13525 0 0 MONRO MUFFLER BRAKE COM 610236101 306 4700 SH SOLE 4700 0 0 MONSANTO CO. COM 61166W101 2489 22113 SH SOLE 22113 0 0 MONSTER BEVERAGE CORP COM 611740101 1841 13300 SH SOLE 13300 0 0 MOODY'S CORPORATION COM 615369105 1522 14665 SH SOLE 14665 0 0 MORGAN STANLEY COM 617446448 3879 108693 SH SOLE 108693 0 0 MOSAIC CO., THE COM 61945C103 1479 32100 SH SOLE 32100 0 0 MOTORS LIQUIDATION CO GUC TRUS COM 62010U101 183 10729 SH SOLE 10729 0 0 MULTI-COLOR CORP. COM 625383104 215 3100 SH SOLE 3100 0 0 MURPHY OIL CORP. COM 626717102 752 16133 SH SOLE 16133 0 0 MURPHY USA INC. COM 626755102 12455 172100 SH SOLE 172100 0 0 MYRIAD GENETICS, INC. COM 62855J104 304 8600 SH SOLE 8600 0 0 NRG ENERGY INC. COM 629377508 2550 101220 SH SOLE 101220 0 0 NRG YIELD INC COM 62942X108 228 4500 SH SOLE 4500 0 0 NABORS INDUSTRIES INC. CONV 629568AF3 5971 8307373 PRN SOLE 8307373 0 0 NASDAQ OMX GROUP, INC., THE COM 631103108 467 9167 SH SOLE 9167 0 0 NATIONAL FUEL GAS CO. COM 636180101 311 5148 SH SOLE 5148 0 0 NATIONAL OILWELL VARCO, INC. COM 637071101 3570 71413 SH SOLE 71413 0 0 NATIONAL RETAIL PROPERTIES INC. REIT 637417106 377 9200 SH SOLE 9200 0 0 NATIONSTAR MORTGAGE HOLDINGS INC COM 63861C109 1323 53400 SH SOLE 53400 0 0 NAVIENT CORPORATION COM 63938C108 6368 313209 SH SOLE 313209 0 0 NEENAH ENTERPRISES, INC. COM 64007R109 2655 154333 SH SOLE 154333 0 0 NEOGEN CORP COM 640491106 678 14500 SH SOLE 14500 0 0 NETAPP INC. COM 64110D104 2407 67867 SH SOLE 67867 0 0 NEW MEDIA INVESTMENT GROUP INC. COM 64704V106 818 34200 SH SOLE 34200 0 0 NEW YORK COMMUNITY BANCORP, INC COM 649445103 446 26640 SH SOLE 26640 0 0 NEW YORK MORTGAGE TRUST INC REIT 649604501 320 41200 SH SOLE 41200 0 0 NEWELL RUBBERMAID, INC. COM 651229106 1048 26821 SH SOLE 26821 0 0 NEWFIELD EXPLORATION CO. COM 651290108 811 23100 SH SOLE 23100 0 0 NEWMARKET CORP. COM 651587107 287 600 SH SOLE 600 0 0 NEWMONT MINING CORP. COM 651639106 451 20754 SH SOLE 20754 0 0 NEWS CORPORATION COM 65249B109 911 56896 SH SOLE 56896 0 0 NEWS CORP COM 65249B208 3672 231400 SH SOLE 231400 0 0 NEXTERA ENERGY INC. COM 65339F101 1339 12868 SH SOLE 12868 0 0 NIKE, INC. COM 654106103 3378 33664 SH SOLE 33664 0 0 NISOURCE, INC. COM 65473P105 626 14171 SH SOLE 14171 0 0 NOBLE ENERGY, INC. COM 655044105 653 13347 SH SOLE 13347 0 0 NORDSTROM, INC. COM 655664100 1479 18419 SH SOLE 18419 0 0 NORFOLK SOUTHERN CORPORATION COM 655844108 819 7956 SH SOLE 7956 0 0 NORTHERN OIL AND GAS INC COM 665531109 179 23275 SH SOLE 23275 0 0 NORTHERN TIER ENERGY LP COM 665826103 616 24315 SH SOLE 24315 0 0 NORTHERN TRUST CORP. COM 665859104 1757 25220 SH SOLE 25220 0 0 NORTHROP GRUMMAN CORPORATION COM 666807102 5487 34090 SH SOLE 34090 0 0 NOVATION CO INC REIT 66989V107 4622 19258775 SH SOLE 19258775 0 0 NOVO NORDISK A/S ADR 670100205 214 4000 SH SOLE 4000 0 0 NOW INC/DE COM 67011P100 1145 52902 SH SOLE 52902 0 0 NU SKIN ENTERPRISES, INC. COM 67018T105 291 4830 SH SOLE 4830 0 0 NUSTAR ENERGY LP COM 67058H102 1323 21800 SH SOLE 21800 0 0 NVIDIA CORP. COM 67066G104 3336 159411 SH SOLE 159411 0 0 O'REILLY AUTOMOTIVE, INC. NEW COM 67103H107 2828 13077 SH SOLE 13077 0 0 OASIS PETROLEUM INC. COM 674215108 475 33400 SH SOLE 33400 0 0 OCCIDENTAL PETROLEUM CORP. COM 674599105 3265 44725 SH SOLE 44725 0 0 OCWEN FINANCIAL CORP. COM 675746309 974 118100 SH SOLE 118100 0 0 OLD DOMINION FREIGHT LINE INC. COM 679580100 255 3300 SH SOLE 3300 0 0 OLD REPUBLIC INTERNATIONAL CORP. COM 680223104 379 25357 SH SOLE 25357 0 0 OMNICARE, INC. COM 681904108 493 6400 SH SOLE 6400 0 0 OMNICOM GROUP INC. COM 681919106 1290 16545 SH SOLE 16545 0 0 OMEGA HEALTHCARE INVESTORS, INC. COM 681936100 418 10300 SH SOLE 10300 0 0 OMEGA PROTEIN CORP COM 68210P107 172 12600 SH SOLE 12600 0 0 OMNIVISION TECHNOLOGIES, INC. COM 682128103 240 9100 SH SOLE 9100 0 0 ON SEMICONDUCTOR CORP. COM 682189105 213 17600 SH SOLE 17600 0 0 ONEOK PARTNERS LP COM 68268N103 4171 102125 SH SOLE 102125 0 0 ORACLE CORP. COM 68389X105 13715 317845 SH SOLE 317845 0 0 ORBITAL ATK INC COM 68557N103 1502 19602 SH SOLE 19602 0 0 OUTFRONT MEDIA INC COM 69007J106 4880 163086 SH SOLE 163086 0 0 OWENS CORNING COM 690742101 3210 73974 SH SOLE 73974 0 0 OWENS-ILLINOIS INC. COM 690768403 1566 67138 SH SOLE 67138 0 0 PBF ENERGY, INC. COM 69318G106 699 20600 SH SOLE 20600 0 0 PDL BIOPHARMA, INC. COM 69329Y104 75 10700 SH SOLE 10700 0 0 PG&E CORP. COM 69331C108 1923 36235 SH SOLE 36235 0 0 PNC FINANCIAL SERVICES GROUP COM 693475105 4723 50658 SH SOLE 50658 0 0 PPG INDUSTRIES, INC. COM 693506107 1879 8333 SH SOLE 8333 0 0 PPL CORP. COM 69351T106 2178 64702 SH SOLE 64702 0 0 PVH CORP. COM 693656100 3005 28200 SH SOLE 28200 0 0 PACCAR INC. COM 693718108 1563 24756 SH SOLE 24756 0 0 PACWEST BANCORP COM 695263103 239 5100 SH SOLE 5100 0 0 PALL CORP. COM 696429307 484 4822 SH SOLE 4822 0 0 PALO ALTO NETWORKS INC COM 697435105 248 1700 SH SOLE 1700 0 0 PARKER-HANNIFIN CORP. COM 701094104 4206 35408 SH SOLE 35408 0 0 PATTERSON UTI ENERGY INC. COM 703481101 432 23000 SH SOLE 23000 0 0 PAYCHEX INC COM 704326107 981 19777 SH SOLE 19777 0 0 PEABODY ENERGY CORPORATION COM 704549104 198 40195 SH SOLE 40195 0 0 PENNEY (J.C.) CORPORATION INC. COM 708160106 711 84500 SH SOLE 84500 0 0 PENSKE AUTO GROUP INC COM 70959W103 608 11800 SH SOLE 11800 0 0 PEOPLE'S UNITED FINANCIAL INC COM 712704105 228 15010 SH SOLE 15010 0 0 PEP BOYS-MANNY, MOE & JACK COM 713278109 7446 773998 SH SOLE 773998 0 0 PEPCO HOLDINGS INC. COM 713291102 1081 40299 SH SOLE 40299 0 0 PEPSICO, INC. COM 713448108 10573 110575 SH SOLE 110575 0 0 PETROBRAS ARGENTINA SA ADR 71646J109 120 17500 SH SOLE 17500 0 0 PHARMACYCLICS INC COM 716933106 363 1420 SH SOLE 1420 0 0 PFIZER, INC. COM 717081103 19259 553586 SH SOLE 553586 0 0 PHILIP MORRIS INTERNATIONAL INC. COM 718172109 4196 55702 SH SOLE 55702 0 0 PHILLIPS 66 COM 718546104 8180 104074 SH SOLE 104074 0 0 PILGRIM'S PRIDE CORP. COM 72147K108 3703 163900 SH SOLE 163900 0 0 PINNACLE WEST CAPITAL CORP. COM 723484101 617 9682 SH SOLE 9682 0 0 PINNACLE FOODS INC COM 72348P104 343 8400 SH SOLE 8400 0 0 PITNEY BOWES INC. COM 724479100 5450 233688 SH SOLE 233688 0 0 PLAINS ALL AMERICAN PIPELINE COM 726503105 6459 132430 SH SOLE 132430 0 0 PLY GEM HOLDINGS, INC. COM 72941W100 669 51436 SH SOLE 51436 0 0 POLARIS INDUSTRIES, INC. COM 731068102 882 6250 SH SOLE 6250 0 0 POOL CORPORATION COM 73278L105 677 9700 SH SOLE 9700 0 0 POPULAR INC. COM 733174700 616 17900 SH SOLE 17900 0 0 POST HOLDINGS INC. COM 737446104 2557 54600 SH SOLE 54600 0 0 POST PROPERTIES INC. REIT 737464107 569 10000 SH SOLE 10000 0 0 PRAXAIR INC. COM 74005P104 449 3720 SH SOLE 3720 0 0 PRECISION CASTPARTS CORP. COM 740189105 1053 5015 SH SOLE 5015 0 0 PREMIER INC COM 74051N102 1172 31200 SH SOLE 31200 0 0 T ROWE PRICE GROUP, INC. COM 74144T108 1821 22492 SH SOLE 22492 0 0 PRIMERICA INC COM 74164M108 249 4900 SH SOLE 4900 0 0 PRINCIPAL FINANCIAL GROUP, INC. COM 74251V102 2125 41364 SH SOLE 41364 0 0 PROASSURANCE CORPORATION COM 74267C106 1125 24500 SH SOLE 24500 0 0 PROCTER & GAMBLE COMPANY COM 742718109 12996 158603 SH SOLE 158603 0 0 PROGRESSIVE CORP., THE COM 743315103 2773 101948 SH SOLE 101948 0 0 PROGRESSIVE WASTE SOLUTIONS LTD. COM 74339G101 351 11960 SH SOLE 11960 0 0 PROLOGIS COM 74340W103 1924 44165 SH SOLE 44165 0 0 PRUDENTIAL FINANCIAL, INC. COM 744320102 2358 29362 SH SOLE 29362 0 0 PUBLIC SERVICE ENTERPRISE GROUP INC. COM 744573106 2278 54333 SH SOLE 54333 0 0 PUBLIC STORAGE REIT 74460D109 384 1950 SH SOLE 1950 0 0 PULTEGROUP, INC. COM 745867101 535 24047 SH SOLE 24047 0 0 QEP RESOURCES INC. COM 74733V100 805 38587 SH SOLE 38587 0 0 QUALCOM, INC. COM 747525103 6905 99578 SH SOLE 99578 0 0 QUALITY DISTRIBUTION INC. COM 74756M102 3568 345430 SH SOLE 345430 0 0 QUEST DIAGNOSTICS INC. COM 74834L100 2155 28044 SH SOLE 28044 0 0 QUINTILES TRANSNATIONAL HOLDIN COM 74876Y101 500 7462 SH SOLE 7462 0 0 R P M INTERNATIONAL, INC. COM 749685103 1174 24470 SH SOLE 24470 0 0 RPX CORP COM 74972G103 219 15200 SH SOLE 15200 0 0 RANDGOLD RESOURCES LTD ADR 752344309 516 7447 SH SOLE 7447 0 0 RAYONIER ADVANCED MATERIALS INC. COM 75508B104 848 56921 SH SOLE 56921 0 0 RAYTHEON COMPANY COM 755111507 1407 12883 SH SOLE 12883 0 0 REALTY INCOME CORP. REIT 756109104 454 8800 SH SOLE 8800 0 0 RED HAT INC. COM 756577102 1564 20645 SH SOLE 20645 0 0 REGAL-BELOIT CORPORATION COM 758750103 215 2687 SH SOLE 2687 0 0 REGENCY CENTERS CORP. REIT 758849103 401 5900 SH SOLE 5900 0 0 REGENERON PHARMACEUTICALS, INC. COM 75886F107 1350 2990 SH SOLE 2990 0 0 REGIONS FINANCIAL CORP. COM 7591EP100 1386 146668 SH SOLE 146668 0 0 REINSURANCE GROUP OF AMERICA, INC. COM 759351604 2837 30443 SH SOLE 30443 0 0 RELIANCE STEEL & ALUMINUM CO. COM 759509102 1029 16845 SH SOLE 16845 0 0 RENEWABLE ENERGY GROUP INC COM 75972A301 146 15800 SH SOLE 15800 0 0 REPUBLIC SERVICES INC. COM 760759100 255 6289 SH SOLE 6289 0 0 RESMED INC. COM 761152107 424 5900 SH SOLE 5900 0 0 RESOLUTE FOREST PRODUCTS, INC. COM 76117W109 646 37466 SH SOLE 37466 0 0 RESOURCE CAPITAL CORPORATION COM 76120W302 159 35000 SH SOLE 35000 0 0 RESTAURANT BRANDS INTERNATIONAL INC COM 76131D103 410 10668 SH SOLE 10668 0 0 REX AMERICAN RESOURCES CORP COM 761624105 268 4400 SH SOLE 4400 0 0 REYNOLDS AMERICAN INC. COM 761713106 816 11842 SH SOLE 11842 0 0 RITE AID CORP. COM 767754104 647 74500 SH SOLE 74500 0 0 RIVERBED TECHNOLOGY INC. COM 768573107 479 22900 SH SOLE 22900 0 0 ROBERT HALF INTERNATIONAL, INC. COM 770323103 379 6261 SH SOLE 6261 0 0 ROCK-TENN CO. COM 772739207 8434 130760 SH SOLE 130760 0 0 ROCKWELL AUTOMATION INC. COM 773903109 917 7909 SH SOLE 7909 0 0 ROCKWELL COLLINS INC. COM 774341101 398 4125 SH SOLE 4125 0 0 ROPER INDUSTRIES, INC. COM 776696106 1661 9657 SH SOLE 9657 0 0 ROSS STORES, INC. COM 778296103 2386 22648 SH SOLE 22648 0 0 ROVI CORPORATION COM 779376102 508 27900 SH SOLE 27900 0 0 ROYAL GOLD, INC. COM 780287108 246 3900 SH SOLE 3900 0 0 RYDER SYSTEM INC. COM 783549108 1099 11586 SH SOLE 11586 0 0 SBA COMMUNICATIONS CORP. COM 78388J106 438 3740 SH SOLE 3740 0 0 SEI INVESTMENTS COMPANY COM 784117103 569 12900 SH SOLE 12900 0 0 SL GREEN REALTY CORP. REIT 78440X101 692 5390 SH SOLE 5390 0 0 SPX CORP. COM 784635104 626 7370 SH SOLE 7370 0 0 STANDARD PARKING CORP. COM 78469C103 843 38568 SH SOLE 38568 0 0 SAFEWAY PDC LLC COM 786CVR209 38 37021 SH SOLE 37021 0 0 SAFEWAY PDC LLC COM 786CVR308 2 37021 SH SOLE 37021 0 0 ST. JUDE MEDICAL INC. COM 790849103 1140 17429 SH SOLE 17429 0 0 SALESFORCE.COM INC. COM 79466L302 445 6664 SH SOLE 6664 0 0 SANDISK CORP. COM 80004C101 2193 34463 SH SOLE 34463 0 0 SANMINA-SCI CORPORATION COM 801056102 227 9400 SH SOLE 9400 0 0 SANTANDER CONSUMER USA HOLDINGS INC COM 80283M101 1083 46800 SH SOLE 46800 0 0 SCANA CORPORATION COM 80589M102 1227 22320 SH SOLE 22320 0 0 HENRY SCHEIN, INC. COM 806407102 362 2590 SH SOLE 2590 0 0 SCHLUMBERGER LTD. COM 806857108 3351 40159 SH SOLE 40159 0 0 CHARLES SCHWAB CORP. COM 808513105 799 26234 SH SOLE 26234 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 157 17700 SH SOLE 17700 0 0 SCRIPPS NETWORKS INTERACTIVE INC. COM 811065101 1974 28796 SH SOLE 28796 0 0 SEACOR HOLDINGS INC. CONV 81170YAB5 17363 20000000 PRN SOLE 20000000 0 0 SEALED AIR CORPORATION COM 81211K100 1034 22700 SH SOLE 22700 0 0 SEARS HOLDINGS CORP. COM 812350106 737 17800 SH SOLE 17800 0 0 SELECT SECTOR SPDR MATERIALS ETF 81369Y100 210 4300 SH SOLE 4300 0 0 SELECT SECTOR SPDR HEATH CARE ETF 81369Y209 1334 18400 SH SOLE 18400 0 0 SELECT SECTOR SPDR CON STAPLES ETF 81369Y308 1306 26800 SH SOLE 26800 0 0 SELECT SECTOR SPDR CON DISCRET ETF 81369Y407 654 8700 SH SOLE 8700 0 0 SELECT SECTOR SPDR ENERGY ETF 81369Y506 512 6600 SH SOLE 6600 0 0 SELECT SECTOR SPDR FINANCIAL ETF 81369Y605 1584 65700 SH SOLE 65700 0 0 SELECT SECTOR SPDR INDUSTRIAL ETF 81369Y704 982 17600 SH SOLE 17600 0 0 SELECT SECTOR SPDR TECHNOLOGY ETF 81369Y803 2134 51500 SH SOLE 51500 0 0 SELECT SECTOR SPDR UTILITIES ETF 81369Y886 724 16300 SH SOLE 16300 0 0 SEMPRA ENERGY COM 816851109 467 4284 SH SOLE 4284 0 0 SENIOR HOUSING PROPERTIES TRUST REIT 81721M109 288 13000 SH SOLE 13000 0 0 SENSIENT TECHNOLOGIES CORP. COM 81725T100 207 3000 SH SOLE 3000 0 0 SERVICE CORP. INTERNATIONAL COM 817565104 281 10800 SH SOLE 10800 0 0 SERVICENOW INC COM 81762P102 205 2600 SH SOLE 2600 0 0 SEVENTY SEVEN ENERGY INC. COM 818097107 151 36500 SH SOLE 36500 0 0 SHERWIN-WILLIAMS COMPANY COM 824348106 2395 8420 SH SOLE 8420 0 0 SIGMA-ALDRICH CORP. COM 826552101 1174 8495 SH SOLE 8495 0 0 SIGNATURE BANK CORPORATION COM 82669G104 271 2090 SH SOLE 2090 0 0 SILVER WHEATON CORPORATION COM 828336107 677 35570 SH SOLE 35570 0 0 SIMON PROPERTY GROUP, INC. REIT 828806109 2318 11848 SH SOLE 11848 0 0 SKYWEST, INC. COM 830879102 519 35500 SH SOLE 35500 0 0 SKYWORKS SOLUTIONS, INC. COM 83088M102 1435 14600 SH SOLE 14600 0 0 A.O. SMITH CORPORATION COM 831865209 663 10100 SH SOLE 10100 0 0 J.M. SMUCKER CO. (THE) COM 832696405 5589 48292 SH SOLE 48292 0 0 SNAP-ON INC. COM 833034101 1670 11355 SH SOLE 11355 0 0 SOCIEDAD QUIMICA Y MINERA DE C ADR 833635105 661 36220 SH SOLE 36220 0 0 SOLARWINDS INC COM 83416B109 656 12800 SH SOLE 12800 0 0 SONOCO PRODUCTS COMPANY COM 835495102 698 15344 SH SOLE 15344 0 0 SOUTHERN COMPANY COM 842587107 2555 57707 SH SOLE 57707 0 0 SOUTHWEST AIRLINES COMPANY COM 844741108 4038 91149 SH SOLE 91149 0 0 SOUTHWESTERN ENERGY CO. COM 845467109 399 17200 SH SOLE 17200 0 0 SOUTHWESTERN ENERGY COMPANY CONV 845467208 17631 350000 SH SOLE 350000 0 0 SPECTRA ENERGY CORP COM 847560109 457 12635 SH SOLE 12635 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 3817 73700 SH SOLE 73700 0 0 SPECTRASCIENCE, INC. COM 84760E301 5 157715 SH SOLE 157715 0 0 SPECTRUM BRANDS HOLDINGS, INC. COM 84763R101 412 4600 SH SOLE 4600 0 0 SPIRIT AEROSYSTEMS HOLDINGS INC COM 848574109 1316 25200 SH SOLE 25200 0 0 SPIRIT AIRLINES, INC. COM 848577102 472 6100 SH SOLE 6100 0 0 SPIRIT REALTY CAPITAL INC. REIT 84860W102 245 20300 SH SOLE 20300 0 0 SPOK HOLDINGS INC COM 84863T106 272 14200 SH SOLE 14200 0 0 STANLEY BLACK & DECKER INC. COM 854502101 809 8481 SH SOLE 8481 0 0 STAPLES, INC. COM 855030102 3266 200548 SH SOLE 200548 0 0 STARBUCKS CORP. COM 855244109 2450 25872 SH SOLE 25872 0 0 STARWOOD PROPERTY TRUST INC. REIT 85571B105 260 10700 SH SOLE 10700 0 0 STARZ COM 85571Q102 6916 200995 SH SOLE 200995 0 0 STARWOOD HOTELS & RESORTS WORLDWIDE INC. COM 85590A401 1301 15575 SH SOLE 15575 0 0 STATE STREET CORP. COM 857477103 1468 19961 SH SOLE 19961 0 0 STEEL DYNAMICS INC. COM 858119100 225 11200 SH SOLE 11200 0 0 STEIN MART, INC. COM 858375108 177 14200 SH SOLE 14200 0 0 STERICYCLE, INC. COM 858912108 478 3404 SH SOLE 3404 0 0 STRYKER CORPORATION COM 863667101 2178 23609 SH SOLE 23609 0 0 SUBURBAN PROPANE PARTNERS LP COM 864482104 460 10700 SH SOLE 10700 0 0 SUNCOR ENERGY, INC. COM 867224107 515 17619 SH SOLE 17619 0 0 SUNCO LOGISTICS PARTNERS LP COM 86764L108 3265 78980 SH SOLE 78980 0 0 SUNTRUST BANKS, INC. COM 867914103 2285 55600 SH SOLE 55600 0 0 SUPERIOR ENERGY SERVICES INC. COM 868157108 632 28300 SH SOLE 28300 0 0 SUPREME INDUSTRIES, INC. COM 868607102 2488 317706 SH SOLE 317706 0 0 SYMANTEC CORP. COM 871503108 919 39334 SH SOLE 39334 0 0 SYNOPSIS, INC. COM 871607107 213 4600 SH SOLE 4600 0 0 SYNNEX CORP. COM 87162W100 471 6100 SH SOLE 6100 0 0 SYNCHRONY FINANCIAL COM 87165B103 1305 43000 SH SOLE 43000 0 0 SYSCO CORP. COM 871829107 321 8500 SH SOLE 8500 0 0 TC PIPELINES LP COM 87233Q108 853 13100 SH SOLE 13100 0 0 TD AMERITRADE HOLDING CORP. COM 87236Y108 302 8100 SH SOLE 8100 0 0 TCP CAPITAL CORP COM 87238Q103 25686 1603372 SH SOLE 1603372 0 0 TJX COMPANIES INC. COM 872540109 5384 76866 SH SOLE 76866 0 0 T-MOBILE US INC. COM 872590104 219 6900 SH SOLE 6900 0 0 TRW AUTOMOTIVE HOLDINGS CORP. COM 87264S106 450 4290 SH SOLE 4290 0 0 TAKE-TWO INTERACTIVE SFTWR COM 874054109 255 10000 SH SOLE 10000 0 0 TARGA RESOURCES PARTNERS LP COM 87611X105 7981 192967 SH SOLE 192967 0 0 TARGET CORPORATION COM 87612E106 7350 89553 SH SOLE 89553 0 0 TARGA RESOURCES CORP COM 87612G101 429 4482 SH SOLE 4482 0 0 TAUBMAN CENTERS, INC. REIT 876664103 694 9000 SH SOLE 9000 0 0 TECH DATA CORPORATION COM 878237106 913 15800 SH SOLE 15800 0 0 TELEFLEX, INC. COM 879369106 566 4681 SH SOLE 4681 0 0 TERADATA CORPORATION COM 88076W103 3244 73484 SH SOLE 73484 0 0 TERADYNE INC COM 880770102 841 44600 SH SOLE 44600 0 0 TERRA NITROGEN COMPANY LP COM 881005201 832 5710 SH SOLE 5710 0 0 TESORO PETROLEUM CORPORATION COM 881609101 10679 116983 SH SOLE 116983 0 0 TEXAS INSTRUMENTS INC. COM 882508104 3058 53469 SH SOLE 53469 0 0 TEXAS ROADHOUSE, INC. COM 882681109 497 13650 SH SOLE 13650 0 0 TEXTRON, INC. COM 883203101 1824 41157 SH SOLE 41157 0 0 THERMO FISHER SCIENTIFIC INC. COM 883556102 984 7324 SH SOLE 7324 0 0 CENGAGE LEARNING HOLDINGS II L.P. COM 884849XX3 2141 95152 SH SOLE 95152 0 0 THOMSON REUTERS CORP. COM 884903105 272 6700 SH SOLE 6700 0 0 3M COMPANY COM 88579Y101 7074 42887 SH SOLE 42887 0 0 TIME WARNER INC. COM 887317303 5041 59700 SH SOLE 59700 0 0 TIME WARNER CABLE, INC. COM 88732J207 3084 20574 SH SOLE 20574 0 0 TIMKEN COMPANY, THE COM 887389104 3645 86500 SH SOLE 86500 0 0 TIMKENSTEEL CORP COM 887399103 6414 242300 SH SOLE 242300 0 0 TORCHMARK CORPORATION COM 891027104 1456 26519 SH SOLE 26519 0 0 TORO CO., THE COM 891092108 223 3180 SH SOLE 3180 0 0 TOTAL S A COM 89151E109 2458 49490 SH SOLE 49490 0 0 TOTAL SYSTEM SERVICES INC. COM 891906109 501 13128 SH SOLE 13128 0 0 TOWNSQUARE MEDIA INC COM 892231101 332 25839 SH SOLE 25839 0 0 TRAVELERS COS, INC. COM 89417E109 4369 40405 SH SOLE 40405 0 0 TRINITY INDUSTRIES INC. COM 896522109 2248 63300 SH SOLE 63300 0 0 TRIUMPH GROUP, INC. COM 896818101 1553 26000 SH SOLE 26000 0 0 TRIPADVISOR INC COM 896945201 264 3180 SH SOLE 3180 0 0 TUPPERWARE BRANDS CORPORATION COM 899896104 221 3200 SH SOLE 3200 0 0 NEWS CORPORATION COM 90130A101 6186 182788 SH SOLE 182788 0 0 TWO HARBORS INVESTMENT CORP REIT 90187B101 409 38500 SH SOLE 38500 0 0 TYSON FOODS, INC. COM 902494103 3042 79421 SH SOLE 79421 0 0 UDR INC. REIT 902653104 286 8400 SH SOLE 8400 0 0 UGI CORPORATION COM 902681105 514 15782 SH SOLE 15782 0 0 US BANCORP COM 902973304 4939 113099 SH SOLE 113099 0 0 USANA HEALTH SCIENCES COM 90328M107 311 2800 SH SOLE 2800 0 0 USG CORP. COM 903293405 1351 50587 SH SOLE 50587 0 0 ULTRAPAR PARTICIPACOES SA ADR 90400P101 894 44275 SH SOLE 44275 0 0 UNION PACIFIC CORPORATION COM 907818108 14394 132898 SH SOLE 132898 0 0 UNITED CONTINENTAL HOLDINGS INC. COM 910047109 1281 19055 SH SOLE 19055 0 0 UNITED PARCEL SERVICE INC. COM 911312106 2146 22135 SH SOLE 22135 0 0 UNITED RENTALS INC. COM 911363109 3560 39050 SH SOLE 39050 0 0 UNITED STATES STEEL CORP. COM 912909108 1278 52362 SH SOLE 52362 0 0 UNITED STATIONERS, INC. COM 913004107 336 8200 SH SOLE 8200 0 0 UNITED TECHNOLOGIES CORP. COM 913017109 2756 23512 SH SOLE 23512 0 0 UNITED THERAPEUTICS CORP COM 91307C102 1019 5910 SH SOLE 5910 0 0 UNITEDHEALTH GROUP, INC. COM 91324P102 11642 98415 SH SOLE 98415 0 0 UNIVERSAL ELECTRONICS INC COM 913483103 248 4400 SH SOLE 4400 0 0 UNIVERSAL HEALTH SERVICES INC. COM 913903100 593 5040 SH SOLE 5040 0 0 UNUM GROUP COM 91529Y106 1231 36506 SH SOLE 36506 0 0 VCA INC. COM 918194101 570 10400 SH SOLE 10400 0 0 VF CORP. COM 918204108 3494 46400 SH SOLE 46400 0 0 VSE CORP COM 918284100 1204 14700 SH SOLE 14700 0 0 VOXX INTERNATIONAL CORP COM 91829F104 119 13000 SH SOLE 13000 0 0 VWR CORP COM 91843L103 3332 128200 SH SOLE 128200 0 0 VALERO ENERGY CORP. COM 91913Y100 4226 66421 SH SOLE 66421 0 0 VALMONT INDUSTRIES, INC. COM 920253101 1194 9715 SH SOLE 9715 0 0 VANGUARD FTSE DEVELOPED MARKETS ETF ETF 921943858 2981 74840 SH SOLE 74840 0 0 VANGUARD FTSE EMERGING MARKETS ETF 922042858 2281 55800 SH SOLE 55800 0 0 VANGUARD NATURAL RESOURCES LLC COM 92205F106 555 39700 SH SOLE 39700 0 0 VARIAN MEDICAL SYSTEMS, INC. COM 92220P105 825 8771 SH SOLE 8771 0 0 VECTREN CORPORATION COM 92240G101 218 4948 SH SOLE 4948 0 0 VECTRUS, INC. COM 92242T101 1575 61798 SH SOLE 61798 0 0 VEEVA SYSTEMS INC COM 922475108 281 11000 SH SOLE 11000 0 0 VENTAS INC. REIT 92276F100 486 6661 SH SOLE 6661 0 0 VERISIGN INC. COM 92343E102 517 7720 SH SOLE 7720 0 0 VERIZON COMMUNICATIONS INC. COM 92343V104 15114 310787 SH SOLE 310787 0 0 VERTEX PHARMACEUTICALS INCORPORATED COM 92532F100 271 2300 SH SOLE 2300 0 0 VERTRUE LLC COM 92534NBB6 0 229752 SH SOLE 229752 0 0 VIACOM, INC. COM 92553P201 3586 52500 SH SOLE 52500 0 0 VISA, INC. COM 92826C839 4068 62192 SH SOLE 62192 0 0 VISHAY INTERTECHNOLOGY, INC. COM 928298108 603 43600 SH SOLE 43600 0 0 VISTA OUTDOOR INC COM 928377100 1802 42080 SH SOLE 42080 0 0 VISTEON CORP. COM 92839U206 202 2100 SH SOLE 2100 0 0 VMWARE, INC. COM 928563402 326 3980 SH SOLE 3980 0 0 VORNADO REALTY TRUST REIT 929042109 1004 8965 SH SOLE 8965 0 0 VOYA FINANCIAL, INC. COM 929089100 237 5500 SH SOLE 5500 0 0 W T OFFSHORE INC COM 92922P106 109 21330 SH SOLE 21330 0 0 W. P. CAREY INC. REIT 92936U109 265 3900 SH SOLE 3900 0 0 WASHINGTON PRIME GROUP INC. REIT 92939N102 311 18700 SH SOLE 18700 0 0 WABTEC CORPORATION COM 929740108 3017 31750 SH SOLE 31750 0 0 WAL-MART STORES, INC. COM 931142103 6425 78115 SH SOLE 78115 0 0 WALGREEN COMPANY COM 931427108 4883 57663 SH SOLE 57663 0 0 WASTE MANAGEMENT, INC. COM 94106L109 555 10239 SH SOLE 10239 0 0 WATERS CORPORATION COM 941848103 686 5520 SH SOLE 5520 0 0 WEINGARTEN REALTY INVESTORS REIT 948741103 234 6500 SH SOLE 6500 0 0 WELLPOINT, INC. CONV 94973VBG1 29332 14200000 PRN SOLE 14200000 0 0 WELLS FARGO & COMPANY COM 949746101 15612 286980 SH SOLE 286980 0 0 WESCO INTERNATIONAL INC. COM 95082P105 3942 56400 SH SOLE 56400 0 0 WEST CORPORATION COM 952355204 273 8100 SH SOLE 8100 0 0 WESTAR ENERGY INC. COM 95709T100 360 9300 SH SOLE 9300 0 0 WESTERN DIGITAL CORPORATION COM 958102105 2721 29903 SH SOLE 29903 0 0 WESTERN GAS PARTNERS LP COM 958254104 2522 38300 SH SOLE 38300 0 0 WESTERN REFINING, INC. COM 959319104 766 15500 SH SOLE 15500 0 0 WESTERN UNION COMPANY, THE COM 959802109 7673 368715 SH SOLE 368715 0 0 WESTLAKE CHEMICAL CORPORATION COM 960413102 3550 49340 SH SOLE 49340 0 0 WEYERHAEUSER CO. REIT 962166104 942 28403 SH SOLE 28403 0 0 WHIRLPOOL CORPORATION COM 963320106 2269 11227 SH SOLE 11227 0 0 WHITEHORSE FINANCE INC COM 96524V106 153 12300 SH SOLE 12300 0 0 WHITEWAVE FOODS CO COM 966244105 9583 216115 SH SOLE 216115 0 0 WHITING PETROLEUM CORP. COM 966387102 232 7500 SH SOLE 7500 0 0 WILLIAMS COMPANIES INC., THE COM 969457100 535 10581 SH SOLE 10581 0 0 WILLIAMS PARTNERS LP COM 96949L105 4155 84424 SH SOLE 84424 0 0 WILLIAMS-SONOMA, INC. COM 969904101 430 5400 SH SOLE 5400 0 0 WINDSTREAM CORP. COM 97382A101 2397 323951 SH SOLE 323951 0 0 WISCONSIN ENERGY CORP. COM 976657106 737 14882 SH SOLE 14882 0 0 WORKDAY INC COM 98138H101 312 3700 SH SOLE 3700 0 0 WORLD FUEL SERVICES CORP. COM 981475106 592 10300 SH SOLE 10300 0 0 WORTHINGTON INDUSTRIES, INC. COM 981811102 2564 96370 SH SOLE 96370 0 0 WPX ENERGY, INC. COM 98212B103 752 68799 SH SOLE 68799 0 0 WYNDHAM WORLDWIDE CORP. COM 98310W108 4255 47031 SH SOLE 47031 0 0 XCEL ENERGY INC. COM 98389B100 1146 32929 SH SOLE 32929 0 0 XILINX INC. COM 983919101 851 20127 SH SOLE 20127 0 0 XEROX CORPORATION COM 984121103 3847 299382 SH SOLE 299382 0 0 XYLEM INC. COM 98419M100 475 13556 SH SOLE 13556 0 0 YAHOO! INC. COM 984332106 2762 62163 SH SOLE 62163 0 0 YUM! BRANDS INC. COM 988498101 394 5011 SH SOLE 5011 0 0 ZEBRA TECHNOLOGIES CORP. COM 989207105 395 4350 SH SOLE 4350 0 0 ZIMMER HOLDINGS INC. COM 98956P102 1954 16629 SH SOLE 16629 0 0 ZIONS BANCORPORATION COM 989701107 365 13526 SH SOLE 13526 0 0 ZOETIS INC. COM 98978V103 11811 255147 SH SOLE 255147 0 0 ACTAVIS PLC COM G0083B108 8267 27778 SH SOLE 27778 0 0 ALLEGION PLC COM G0176J109 5813 95033 SH SOLE 95033 0 0 AMDOCS LTD. COM G02602103 2660 48900 SH SOLE 48900 0 0 AON PLC COM G0408V102 2687 27952 SH SOLE 27952 0 0 ARCH CAPITAL GROUP LTD. COM G0450A105 320 5200 SH SOLE 5200 0 0 ASPEN INSURANCE HOLDINGS LTD. COM G05384105 808 17100 SH SOLE 17100 0 0 ASSURED GUARANTY, LTD. COM G0585R106 1027 38900 SH SOLE 38900 0 0 AXIS CAPITAL HOLDINGS LTD. COM G0692U109 222 4300 SH SOLE 4300 0 0 ACCENTURE PLC COM G1151C101 4610 49200 SH SOLE 49200 0 0 BUNGE LTD. COM G16962105 2461 29885 SH SOLE 29885 0 0 DELPHI AUTOMOTIVE PLC COM G27823106 781 9800 SH SOLE 9800 0 0 EATON CORPORATION PLC COM G29183103 1931 28429 SH SOLE 28429 0 0 ENDURANCE SPECIALTY HOLDINGS LTD. COM G30397106 1302 21300 SH SOLE 21300 0 0 ENDO INTERNATIONAL PLC COM G30401106 780 8700 SH SOLE 8700 0 0 ENSCO PLC COM G3157S106 1346 63900 SH SOLE 63900 0 0 EVEREST RE GROUP LTD. COM G3223R108 616 3540 SH SOLE 3540 0 0 HERBALIFE LTD. COM G4412G101 1808 42280 SH SOLE 42280 0 0 INGERSOLL-RAND PLC COM G47791101 1511 22200 SH SOLE 22200 0 0 INVESCO LTD. COM G491BT108 791 19935 SH SOLE 19935 0 0 KOSMOS ENERGY, LTD. COM G5315B107 148 18700 SH SOLE 18700 0 0 LAZARD LTD. COM G54050102 463 8800 SH SOLE 8800 0 0 MALLINCKRODT PLC COM G5785G107 10434 82388 SH SOLE 82388 0 0 MARVELL TECHNOLOGY GROUP, LTD COM G5876H105 184 12500 SH SOLE 12500 0 0 MEDTRONIC INC. COM G5960L103 14242 182617 SH SOLE 182617 0 0 MONTPELIER RE HOLDINGS LTD COM G62185106 446 11600 SH SOLE 11600 0 0 NABORS INDUSTRIES LTD COM G6359F103 3797 278164 SH SOLE 278164 0 0 NOBLE CORPORATION COM G65431101 754 52800 SH SOLE 52800 0 0 PARTNERRE LTD. COM G6852T105 859 7510 SH SOLE 7510 0 0 RENAISSANCERE HOLDINGS LTD. COM G7496G103 624 6255 SH SOLE 6255 0 0 ROWAN COS. INC. COM G7665A101 315 17800 SH SOLE 17800 0 0 SEAGATE TECHNOLOGY, INC. COM G7945M107 2388 45900 SH SOLE 45900 0 0 VALIDUS HOLDINGS LTD. COM G9319H102 1343 31900 SH SOLE 31900 0 0 VANTAGE DRILLING COMPANY COM G93205113 553 1687584 SH SOLE 1687584 0 0 PERRIGO COMPANY PLC COM G97822103 389 2350 SH SOLE 2350 0 0 XLIT LTD. COM G98290102 2154 58535 SH SOLE 58535 0 0 ACE LTD. COM H0023R105 3551 31850 SH SOLE 31850 0 0 WEATHERFORD INTERNATIONAL PLC COM H27013103 1076 87500 SH SOLE 87500 0 0 GARMIN LTD COM H2906T109 746 15700 SH SOLE 15700 0 0 PENTAIR INC. COM H6169Q108 2154 34252 SH SOLE 34252 0 0 TRANSOCEAN LTD. COM H8817H100 1366 93100 SH SOLE 93100 0 0 TYCO INTERNATIONAL LTD. COM H89128104 771 17900 SH SOLE 17900 0 0 TE CONNECTIVITY LTD. COM H8912P106 415 5800 SH SOLE 5800 0 0 CHECK POINT SOFTWARE TECH COM M22465104 262 3200 SH SOLE 3200 0 0 CORE LABORATORIES N.V. COM N22717107 759 7267 SH SOLE 7267 0 0 LYONDELLBASELL INDUSTRIES NV COM N53745100 12427 141536 SH SOLE 141536 0 0 MYLAN INC. COM N59465109 469 7906 SH SOLE 7906 0 0 NIELSEN N.V. COM N63218106 762 17100 SH SOLE 17100 0 0 QIAGEN N.V. COM NL0000249 214 8500 SH SOLE 8500 0 0 COPA HOLDINGS SA COM P31076105 1484 14700 SH SOLE 14700 0 0 TRONOX LTD COM Q9235V101 2033 100000 SH SOLE 100000 0 0 ROYAL CARIBBEAN CRUISES LTD. COM V7780T103 434 5300 SH SOLE 5300 0 0 AVAGO TECHNOLOGIES LIMITED COM Y0486S104 1498 11800 SH SOLE 11800 0 0 GOLAR LNG PARTNERS LP COM Y2745C102 833 30968 SH SOLE 30968 0 0 OCEAN RIG UDW INC. COM Y64354205 2155 327011 SH SOLE 327011 0 0 SEADRILL PARTNERS LLC COM Y7545W109 489 41600 SH SOLE 41600 0 0 TEEKAY CORP. COM Y8564W103 2096 45000 SH SOLE 45000 0 0 TEEKAY TANKERS LTD COM Y8565N102 187 32500 SH SOLE 32500 0 0