0000009015-15-000002.txt : 20150204
0000009015-15-000002.hdr.sgml : 20150204
20150204153607
ACCESSION NUMBER: 0000009015-15-000002
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20141231
FILED AS OF DATE: 20150204
DATE AS OF CHANGE: 20150204
EFFECTIVENESS DATE: 20150204
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: 15575214
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
12-31-2014
12-31-2014
BABSON CAPITAL MANAGEMENT LLC
470 ATLANTIC AVENUE
10TH FLOOR
BOSTON
MA
02210
13F HOLDINGS REPORT
028-00060
Y
Babson Capital Management LLC (Babson Capital) is an indirect wholly-owned subsidiary of Massachusetts Mutual Life Insurance Company (MassMutual). Wherever Babson Capital has indicated that it exercises investment discretion with respect to the positions reported on this Form 13F, such positions shall be deemed reported on behalf of MassMutual to the extent that MassMutual is deemed to share investment discretion over the positions as a result of MassMutual's indirect ownership interest in Babson Capital.
Melissa LaGrant
Managing Director
617-761-3731
/s/ Melissa LaGrant
Boston
MA
02-04-2015
0
936
4528452
false
INFORMATION TABLE
2
informationtable_12312014.xml
SELECT SECTOR SPDR - ENERGY
OPT
81369Y506
17265
218100
SH
Call
SOLE
218100
0
0
ISHARES TRUST
OPT
464287234
206795
5263300
SH
Put
SOLE
5263300
0
0
ISHARES TRUST
OPT
464287465
189821
3120000
SH
Put
SOLE
3120000
0
0
ISHARES TRUST
OPT
464287655
82538
690000
SH
Put
SOLE
690000
0
0
SPDR S&P 500 ETF TRUST
OPT
78462F103
1400241
6812500
SH
Put
SOLE
6812500
0
0
TIDEWATER, INC.
OPT
886423102
2820
87000
SH
Call
SOLE
87000
0
0
ACCO BRANDS CORPORATION
COM
00081T108
478
53000
SH
SOLE
53000
0
0
ADT CORPORATION THE
COM
00101J106
1958
54050
SH
SOLE
54050
0
0
AFLAC INC.
COM
001055102
2182
35717
SH
SOLE
35717
0
0
AGL RESOURCES INC.
COM
001204106
1021
18724
SH
SOLE
18724
0
0
AES CORP., THE
COM
00130H105
778
56464
SH
SOLE
56464
0
0
AK STEEL CORP.
CONV
001546AP5
7580
5625000
PRN
SOLE
5625000
0
0
AT&T INC.
COM
00206R102
10684
318069
SH
SOLE
318069
0
0
ABBOTT LABORATORIES
COM
002824100
4724
104926
SH
SOLE
104926
0
0
ABBVIE, INC.
COM
00287Y109
10282
157126
SH
SOLE
157126
0
0
ABERCROMBIE & FITCH CO.
COM
002896207
793
27700
SH
SOLE
27700
0
0
ACCESS MIDSTREAM PARTNERS LP
COM
00434L109
1848
34100
SH
SOLE
34100
0
0
ACTIVISION BLIZZARD, INC.
COM
00507V109
1298
64400
SH
SOLE
64400
0
0
ADAMAS PHARMACEUTICALS INC
COM
00548A106
254
14600
SH
SOLE
14600
0
0
ADELPHIA RECOVERY TRUST
COM
00685R409
0
1783299
SH
SOLE
1783299
0
0
ADOBE SYSTEMS INC.
COM
00724F101
1752
24095
SH
SOLE
24095
0
0
ADVANCE AUTO STORES CO., INC.
COM
00751Y106
733
4600
SH
SOLE
4600
0
0
AECOM TECHNOLOGY CORP.
COM
00766T100
784
25819
SH
SOLE
25819
0
0
AETNA, INC.
COM
00817Y108
4143
46645
SH
SOLE
46645
0
0
AFFILIATED MANAGERS GROUP, INC.
COM
008252108
609
2870
SH
SOLE
2870
0
0
AGILENT TECHNOLOGIES INC.
COM
00846U101
780
19056
SH
SOLE
19056
0
0
AGRIUM, INC.
COM
008916108
1467
15485
SH
SOLE
15485
0
0
AIR LEASE CORP.
COM
00912X302
453
13200
SH
SOLE
13200
0
0
AIR PRODUCTS AND CHEMICALS INC.
COM
009158106
1168
8095
SH
SOLE
8095
0
0
AIR TRANSPORT SVCS GROUP, INC.
COM
00922R105
599
70000
SH
SOLE
70000
0
0
AIRGAS, INC.
COM
009363102
3582
31095
SH
SOLE
31095
0
0
ALASKA AIR GROUP, INC.
COM
011659109
3173
53100
SH
SOLE
53100
0
0
ALBEMARLE CORP.
COM
012653101
974
16200
SH
SOLE
16200
0
0
ALCOA, INC.
COM
013817101
3341
211617
SH
SOLE
211617
0
0
ALERE INC.
COM
01449J105
12198
320998
SH
SOLE
320998
0
0
ALEXION PHARMACEUTICALS, INC.
COM
015351109
1219
6590
SH
SOLE
6590
0
0
ALLERGAN INC.
COM
018490102
5001
23524
SH
SOLE
23524
0
0
ALLIANCE HOLDINGS GP LP
COM
01861G100
1450
23770
SH
SOLE
23770
0
0
ALLIANCE RESOURCE PARTNERS
COM
01877R108
3283
76264
SH
SOLE
76264
0
0
ALLIANT ENERGY CORP.
COM
018802108
345
5200
SH
SOLE
5200
0
0
ALLIANT TECHSYSTEMS, INC.
COM
018804104
488
4200
SH
SOLE
4200
0
0
ALLISON TRANSMISSION HOLDINGS, INC
COM
01973R101
417
12300
SH
SOLE
12300
0
0
ALLSTATE CORPORATION
COM
020002101
2154
30660
SH
SOLE
30660
0
0
ALLY FINANCIAL INC.
COM
02005N100
746
31600
SH
SOLE
31600
0
0
ALTERA CORP.
COM
021441100
915
24783
SH
SOLE
24783
0
0
ALTRIA GROUP INC.
COM
02209S103
6975
141570
SH
SOLE
141570
0
0
AMAZON.COM INC.
COM
023135106
2913
9387
SH
SOLE
9387
0
0
AMERCO
COM
023586100
367
1290
SH
SOLE
1290
0
0
AMEREN CORP.
COM
023608102
1028
22280
SH
SOLE
22280
0
0
AMERICAN AIRLINES GROUP INC.
COM
02376R102
1748
32600
SH
SOLE
32600
0
0
AMERICAN CAPITAL AGENCY CORP
REIT
02503X105
275
12600
SH
SOLE
12600
0
0
AMERICAN ELECTRIC POWER CO. INC.
COM
025537101
3562
58658
SH
SOLE
58658
0
0
AMERICAN ENERGY - PERMIA
CONV
02563WAA2
21250
25000000
PRN
SOLE
25000000
0
0
AMERICAN EXPRESS COMPANY
COM
025816109
6702
72037
SH
SOLE
72037
0
0
AMERICAN FINANCIAL GROUP, INC.
COM
025932104
1019
16782
SH
SOLE
16782
0
0
AMERICAN INTERNATIONAL GROUP INC.
COM
026874784
8380
149614
SH
SOLE
149614
0
0
AMERICAN TOWER CORP.
REIT
03027X100
694
7022
SH
SOLE
7022
0
0
AMERICAN WATER WORKS CO., INC.
COM
030420103
637
11950
SH
SOLE
11950
0
0
AMERISOURCEBERGEN CORP.
COM
03073E105
2386
26467
SH
SOLE
26467
0
0
AMERIPRISE FINANCIAL, INC.
COM
03076C106
3705
28018
SH
SOLE
28018
0
0
AMERIGAS PARTNERS LP
COM
030975106
702
14649
SH
SOLE
14649
0
0
AMETEK, INC.
COM
031100100
451
8575
SH
SOLE
8575
0
0
AMGEN INC.
COM
031162100
15734
98776
SH
SOLE
98776
0
0
AMGEN INC.
CONV
031162AE0
23888
30000000
PRN
SOLE
30000000
0
0
AMKOR TECHNOLOGY, INC.
COM
031652100
200
28100
SH
SOLE
28100
0
0
AMPCO-PITTSBURGH CORPORATION
COM
032037103
235
12200
SH
SOLE
12200
0
0
AMPHENOL CORP.
COM
032095101
545
10136
SH
SOLE
10136
0
0
ANADARKO PETROLEUM CORP.
COM
032511107
3107
37665
SH
SOLE
37665
0
0
ANALOG DEVICES INC.
COM
032654105
1005
18093
SH
SOLE
18093
0
0
ANNALY CAPITAL MANAGEMENT, INC.
REIT
035710409
926
85660
SH
SOLE
85660
0
0
ANSYS, INC.
COM
03662Q105
336
4100
SH
SOLE
4100
0
0
ANTHEM, INC.
COM
036752103
8319
66194
SH
SOLE
66194
0
0
ANTHRACITE CAPITAL, INC.
REIT
037023108
0
10000
SH
SOLE
10000
0
0
APACHE CORPORATION
COM
037411105
2131
34007
SH
SOLE
34007
0
0
APARTMENT INVESTMENT AND MANAGEMENT CO.
REIT
03748R101
760
20449
SH
SOLE
20449
0
0
APOLLO GROUP INC.
COM
037604105
750
22000
SH
SOLE
22000
0
0
APOLLO RESIDENTIAL MORTGAGE IN
REIT
03763V102
333
21100
SH
SOLE
21100
0
0
APPLE, INC.
COM
037833100
52652
477006
SH
SOLE
477006
0
0
APPLIED MATERIALS INC.
COM
038222105
902
36206
SH
SOLE
36206
0
0
APPROACH RESOURCES, INC.
COM
03834A103
253
39546
SH
SOLE
39546
0
0
ARCH COAL, INC.
COM
039380100
62
34650
SH
SOLE
34650
0
0
ARCHER DANIELS MIDLAND COMPANY
COM
039483102
8873
170638
SH
SOLE
170638
0
0
ARGAN INC
COM
04010E109
565
16800
SH
SOLE
16800
0
0
ARES CAPITAL CORPORATION
COM
04010L103
4541
290975
SH
SOLE
290975
0
0
ARRIS GROUP INC.
COM
04270V106
1096
36300
SH
SOLE
36300
0
0
ARROW ELECTRONICS, INC.
COM
042735100
1540
26600
SH
SOLE
26600
0
0
ARVINMERITOR, INC.
CONV
043353AH4
26844
25000000
PRN
SOLE
25000000
0
0
ASCENA RETAIL GROUP INC.
COM
04351G101
161
12800
SH
SOLE
12800
0
0
ASHLAND, INC.
COM
044209104
1423
11885
SH
SOLE
11885
0
0
ASSURANT, INC.
COM
04621X108
2569
37548
SH
SOLE
37548
0
0
ATLAS PIPELINE HOLDINGS
COM
04930A104
1217
39078
SH
SOLE
39078
0
0
ATLAS PIPELINE PARTNERS LP
COM
049392103
2445
89700
SH
SOLE
89700
0
0
ATMOS ENERGY CORP.
COM
049560105
304
5448
SH
SOLE
5448
0
0
AUTODESK, INC.
COM
052769106
909
15134
SH
SOLE
15134
0
0
AUTOMATIC DATA PROCESSING INC.
COM
053015103
1043
12510
SH
SOLE
12510
0
0
AUTOZONE, INC.
COM
053332102
2005
3238
SH
SOLE
3238
0
0
AVALONBAY COMMUNITIES, INC.
REIT
053484101
1213
7424
SH
SOLE
7424
0
0
AVERY DENNISON CORP.
COM
053611109
389
7497
SH
SOLE
7497
0
0
AVIS BUDGET GROUP INC.
COM
053774105
657
9900
SH
SOLE
9900
0
0
AVNET, INC.
COM
053807103
1570
36500
SH
SOLE
36500
0
0
AVON PRODUCTS INC.
COM
054303102
2850
303501
SH
SOLE
303501
0
0
BB&T CORP.
COM
054937107
1352
34761
SH
SOLE
34761
0
0
B T U INTERNATIONAL, INC.
COM
056032105
888
269856
SH
SOLE
269856
0
0
BABSON CAP PARTN INVS TRUST
COM
05616B100
807
60983
SH
SOLE
60983
0
0
BAKER HUGHES, INC.
COM
057224107
408
7268
SH
SOLE
7268
0
0
BALL CORPORATION
COM
058498106
2646
38822
SH
SOLE
38822
0
0
BANK OF AMERICA CORPORATION
COM
060505104
12533
700579
SH
SOLE
700579
0
0
BANK OF NEW YORK MELLON CORP.
COM
064058100
3422
84352
SH
SOLE
84352
0
0
BANKUNITED, INC
COM
06652K103
324
11200
SH
SOLE
11200
0
0
C R BARD, INC.
COM
067383109
2030
12186
SH
SOLE
12186
0
0
BARNES GROUP, INC.
COM
067806109
781
21107
SH
SOLE
21107
0
0
BAXTER INTERNATIONAL INC.
COM
071813109
1920
26203
SH
SOLE
26203
0
0
B/E AEROSPACE, INC.
COM
073302101
731
12600
SH
SOLE
12600
0
0
BECTON DICKINSON AND COMPANY
COM
075887109
1877
13488
SH
SOLE
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0
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BED BATH & BEYOND INC.
COM
075896100
1915
25137
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BELDEN, INC.
COM
077454106
252
3200
SH
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3200
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BEMIS COMPANY, INC.
COM
081437105
542
11997
SH
SOLE
11997
0
0
W.R. BERKLEY CORP.
COM
084423102
424
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SH
SOLE
8279
0
0
BERKSHIRE HATHAWAY INC.
COM
084670702
22411
149259
SH
SOLE
149259
0
0
BEST BUY CO. INC.
COM
086516101
3684
94500
SH
SOLE
94500
0
0
B H P BILLITON LTD
ADR
088606108
2059
43515
SH
SOLE
43515
0
0
BIG LOTS INC.
COM
089302103
740
18500
SH
SOLE
18500
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0
BIMINI CAPITAL MGMT, INC.
REIT
090319401
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211628
SH
SOLE
211628
0
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BIOGEN IDEC, INC.
COM
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18176
SH
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BLACKROCK, INC.
COM
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3776
10560
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SOLE
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H&R BLOCK INC.
COM
093671105
866
25705
SH
SOLE
25705
0
0
BOARDWALK PIPELINE PARTNERS LP
COM
096627104
681
38300
SH
SOLE
38300
0
0
BOEING COMPANY
COM
097023105
6231
47938
SH
SOLE
47938
0
0
BOOZ ALLEN HAMILTON HOLDING CORP
COM
099502106
1422
53600
SH
SOLE
53600
0
0
BORGWARNER INC.
COM
099724106
812
14780
SH
SOLE
14780
0
0
BOSTON PROPERTIES INC.
REIT
101121101
1135
8820
SH
SOLE
8820
0
0
BOSTON SCIENTIFIC CORP.
COM
101137107
1828
137925
SH
SOLE
137925
0
0
BREITBURN ENERGY PARTNERS LP
COM
106776107
1515
216395
SH
SOLE
216395
0
0
BRIGGS & STRATTON CORP.
COM
109043109
6587
322568
SH
SOLE
322568
0
0
BRISTOL-MYERS SQUIBB CO.
COM
110122108
6073
102879
SH
SOLE
102879
0
0
BRISTOW GROUP, INC.
COM
110394103
204
3100
SH
SOLE
3100
0
0
BROADCOM CORPORATION
COM
111320107
1633
37688
SH
SOLE
37688
0
0
BROADRIDGE FINANCIAL SOLUTIONS INC.
COM
11133T103
806
17460
SH
SOLE
17460
0
0
BROCADE COMMUNICATIONS SYSTEMS INC.
COM
111621306
946
79900
SH
SOLE
79900
0
0
BROOKFIELD ASSET MGMNT
COM
112585104
376
7500
SH
SOLE
7500
0
0
BUCKEYE PARTNERS LP
COM
118230101
2519
33300
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33300
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BUCKLE, INC.
COM
118440106
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CBIZ, INC.
COM
124805102
104
12100
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SOLE
12100
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CDK GLOBAL INC
COM
12508E101
5315
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130400
0
0
CECO ENVIRONMENTAL CORP.
COM
125141101
243
15656
SH
SOLE
15656
0
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CDW CORP/DE
COM
12514G108
728
20700
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SOLE
20700
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CF INDUSTRIES HOLDINGS, INC.
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125269100
1464
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C.H. ROBINSON WORLDWIDE, INC.
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12541W209
1346
17974
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SOLE
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CIGNA CORPORATION
COM
125509109
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31501
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CIT GROUP, INC.
COM
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617
12900
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CME GROUP INC.
COM
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12515
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CMS ENERGY CORP.
COM
125896100
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COM
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495
17900
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CSX CORP.
COM
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CVR ENERGY INC.
COM
12662P108
898
23200
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CVS HEALTH CORPORATION
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0
CA, INC.
COM
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2386
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0
0
CABLEVISION SYSTEMS CORP.
COM
12686C109
3346
162100
SH
SOLE
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0
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CABOT CORP.
COM
127055101
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COM
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CALGON CARBON CORP.
COM
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5115
246160
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SOLE
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0
CALIFORNIA RESOURCES CORPORATION
COM
13057Q107
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SOLE
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0
0
CALPINE CORP.
COM
131347304
706
31900
SH
SOLE
31900
0
0
CAMERON INTERNATIONAL CORPORATION
COM
13342B105
870
17423
SH
SOLE
17423
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0
CANADIAN NATURAL RESOURCES LTD
COM
136385101
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CAPELLA EDUCATION CO.
COM
139594105
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2700
SH
SOLE
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0
CAPITAL ONE FINANCIAL CORP.
COM
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SH
SOLE
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CARDINAL HEALTH, INC.
COM
14149Y108
3353
41533
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CAREFUSION CORP.
COM
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2162
36438
SH
SOLE
36438
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CARLISLE COS. INC.
COM
142339100
298
3300
SH
SOLE
3300
0
0
CARNIVAL CORP.
COM
143658300
1303
28737
SH
SOLE
28737
0
0
CASEY'S GENERAL STORES INC
COM
147528103
831
9200
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CATAMARAN CORP
COM
148887102
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3960
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CATERPILLAR INC.
COM
149123101
7273
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CELANESE CORPORATION
COM
150870103
2141
35710
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CELGENE CORP.
COM
151020104
3256
29104
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29104
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CENTENE CORPORATION
COM
15135B101
685
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COM
15189T107
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COM
156700106
1930
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CERNER CORPORATION
COM
156782104
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CHARLES RIVER LABORATORIES INTERNATIONAL INC.
COM
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CHART INDUSTRIES INC.
CONV
16115QAC4
957
1000000
PRN
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0
CHASE PACKAGING CORP.
COM
161635107
1
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19082
0
0
CHESAPEAKE ENERGY CORP.
COM
165167107
1393
71188
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71188
0
0
CHESAPEAKE ENERGY CORPORATION
CONV
165167BZ9
19313
19885000
PRN
SOLE
19885000
0
0
CHESAPEAKE ENERGY CORPORATION
CONV
165167CA3
25074
26000000
PRN
SOLE
26000000
0
0
CHESAPEAKE ENERGY CORPORATION
CONV
165167CB1
1796
2000000
PRN
SOLE
2000000
0
0
CHEVRON CORPORATION
COM
166764100
16989
151446
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151446
0
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CHICAGO BRIDGE & IRON COMPANY N.V.
COM
167250109
378
9000
SH
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9000
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CHIMERA INVESTMENT CORP
REIT
16934Q109
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336000
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CHIPOTLE MEXICAN GRILL, INC.
COM
169656105
919
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CHUBB CORP., THE
COM
171232101
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CHURCH & DWIGHT CO., INC.
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171340102
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455
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17275R102
10825
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177376100
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CLEAN ENERGY FUELS CORP.
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184499101
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200000
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CLEAR CHANNEL OUTDOOR HOLDINGS, INC.
COM
18451C109
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131
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COM
189054109
2644
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CLOUD PEAK ENERGY INC
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18911Q102
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189754104
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COBALT INTERNATIONAL ENERGY, INC.
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19075F106
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COCA-COLA CO., THE
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19122T109
706
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192446102
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2582
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20030N101
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COMMERCE BANCSHARES INC.
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COMMSCOPE HOLDING COMPANY, INC.
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COMPANIA DE MINAS BUENAVENTURA
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20451N101
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205887102
564
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20825C104
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CONTINENTAL RESOURCES, INC.
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COOPER COMPANIES, INC. (THE)
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222816100
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201
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23311P100
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DTE ENERGY CO.
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668
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235851102
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23918K108
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CONV
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DEVON ENERGY CORP.
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DEVRY, INC.
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DIGITAL REALTY TRUST INC.
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DILLARD'S, INC.
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1486
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WALT DISNEY COMPANY, THE
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DISCOVER FINANCIAL SERVICES INC.
COM
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2402
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DISH NETWORK CORP.
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DIRECTV
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25490A309
5888
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DOLLAR GENERAL CORP.
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DOLLAR TREE, INC.
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DOMINION RESOURCES INC.
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DOMINOS PIZZA, INC.
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DOMTAR CORPORATION
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DONALDSON CO, INC.
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257651109
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R.R. DONNELLEY & SONS COMPANY
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COM
258278100
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DOUGLAS DYNAMICS INC
COM
25960R105
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260003108
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COM
260543103
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DR PEPPER SNAPPLE GROUP INC.
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26138E109
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DRESSER-RAND GROUP, INC.
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261608103
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DREW INDUSTRIES, INC.
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DUKE ENERGY CORP.
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DUN & BRADSTREET CORP., THE
COM
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E C C CAPITAL CORP.
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EMC CORP.
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EOG RESOURCES INC.
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26875P101
2059
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EQT CORPORATION
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26884L109
656
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EQT MIDSTREAM PARTNERS LP
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26885B100
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EARTHLINK HOLDINGS CORP
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EASTMAN CHEMICAL COMPANY
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ECHOSTAR CORPORATION
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ECOLAB INC.
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278865100
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ELECTRONIC ARTS, INC.
COM
285512109
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ELECTRONICS FOR IMAGING
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EMERSON ELECTRIC COMPANY
COM
291011104
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ENBRIDGE ENERGY PARTNERS
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COM
29266R108
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ENERGY TRANSFER PARTNERS
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29273R109
7129
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COM
29273V100
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29275Y102
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29285W104
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ENTERGY CORPORATION
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ENTERPRISE PRODUCTS PARTNERS L
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EQUITY COMMONWEALTH
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EQUITY RESIDENTIAL
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COM
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EXELON CORP.
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EXELIS INC.
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EXPEDIA INC.
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EXPRESS SCRIPTS HOLDING CO.
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EXTRA SPACE STORAGE, INC.
REIT
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EXXON CORPORATION
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FMC TECHNOLOGIES INC.
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FTD COS INC
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FACEBOOK INC
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FIDELITY NATIONAL FINANCIAL INC.
COM
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COM
31660B101
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COM
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FIRST INTERSTATE BANCSYSTEM IN
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FIRST NIAGARA FINANCIAL GROUP, INC.
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FLUOR CORP.
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FOOT LOCKER INC.
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344849104
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FORD MOTOR COMPANY
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354613101
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FREEPORT-MCMORAN INC.
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35906A108
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GATX CORP.
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GEO GROUP, INC. (THE)
REIT
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GSE SYSTEMS INC
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GAP, INC.
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GARTNER GROUP, INC.
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GENERAL DYNAMICS CORPORATION
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4615
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33531
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GENERAL ELECTRIC COMPANY
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369604103
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GENERAL GROWTH PROPERTIES, INC.
REIT
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GENERAL MILLS, INC.
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370334104
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GENERAL MOTORS COMPANY
COM
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3960
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GENERAL MOTORS CO
WAR
37045V118
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51938
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51938
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GENERAL MOTORS CO
WAR
37045V126
890
51938
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51938
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COM
371901109
699
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GENUINE PARTS CO
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GEO SPECIALTY CHEMICALS, INC.
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GENWORTH HOLDINGS INC.
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GEOMET, INC.
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GILEAD SCIENCES, INC.
COM
375558103
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GLOBAL PAYMENTS, INC.
COM
37940X102
488
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GLOBAL PARTNERS LP/MA
COM
37946R109
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50510
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GOLD FIELDS LTD
ADR
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GOLDMAN SACHS GROUP, INC.
COM
38141G104
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0
0
GOODYEAR TIRE & RUBBER COMPANY, THE
COM
382550101
2592
90712
SH
SOLE
90712
0
0
GOOGLE, INC.
COM
38259P508
6757
12733
SH
SOLE
12733
0
0
GOOGLE, INC.
COM
38259P706
5961
11324
SH
SOLE
11324
0
0
GRAPHIC PACKAGING HOLDING CO.
COM
388689101
14681
1077871
SH
SOLE
1077871
0
0
GREAT LAKES DREDGE & DOCK CORP.
COM
390607109
7773
908112
SH
SOLE
908112
0
0
GREEN PLAINS INC
COM
393222104
263
10600
SH
SOLE
10600
0
0
GREEN PLAINS INC
CONV
393222AD6
6750
5000000
PRN
SOLE
5000000
0
0
GROUP 1 AUTOMOTIVE, INC.
COM
398905109
278
3100
SH
SOLE
3100
0
0
GROUPON INC
COM
399473107
375
45400
SH
SOLE
45400
0
0
HCA HOLDINGS, INC.
COM
40412C101
2459
33500
SH
SOLE
33500
0
0
HCC INSURANCE HOLDINGS INC.
COM
404132102
298
5566
SH
SOLE
5566
0
0
HCP INC.
REIT
40414L109
991
22511
SH
SOLE
22511
0
0
HAEMONETICS CORPORATION
COM
405024100
4563
121929
SH
SOLE
121929
0
0
HAIN CELESTIAL GROUP, INC.
COM
405217100
233
4000
SH
SOLE
4000
0
0
HALCON RESOURCES CORPORATION
COM
40537Q209
575
322973
SH
SOLE
322973
0
0
HALLADOR ENERGY CO
COM
40609P105
381
34620
SH
SOLE
34620
0
0
HALLIBURTON CO.
COM
406216101
2743
69738
SH
SOLE
69738
0
0
HANESBRANDS INC.
COM
410345102
647
5800
SH
SOLE
5800
0
0
HANOVER INSURANCE GROUP, INC.
COM
410867105
585
8200
SH
SOLE
8200
0
0
HARLEY-DAVIDSON INC.
COM
412822108
956
14510
SH
SOLE
14510
0
0
HARMAN INTL INDUSTRIES, INC.
COM
413086109
1010
9463
SH
SOLE
9463
0
0
HARRIS CORPORATION
COM
413875105
2125
29594
SH
SOLE
29594
0
0
HARTFORD FINANCIAL SERVICES GROUP INC., THE
COM
416515104
1750
41970
SH
SOLE
41970
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
922
35400
SH
SOLE
35400
0
0
HELMERICH & PAYNE, INC.
COM
423452101
891
13220
SH
SOLE
13220
0
0
JACK HENRY & ASSOCIATES INC
COM
426281101
224
3600
SH
SOLE
3600
0
0
HERCULES, INC.
CONV
427056BC9
8250
8906
PRN
SOLE
8906
0
0
HERSHEY COMPANY, THE
COM
427866108
672
6466
SH
SOLE
6466
0
0
HESS CORPORATION
COM
42809H107
2973
40279
SH
SOLE
40279
0
0
HEWLETT-PACKARD COMPANY
COM
428236103
8389
209037
SH
SOLE
209037
0
0
HI-CRUSH PARTNERS LP
COM
428337109
1648
53100
SH
SOLE
53100
0
0
HHGREGG INC
COM
42833L108
129
17000
SH
SOLE
17000
0
0
HILL-ROM HOLDINGS INC.
COM
431475102
338
7400
SH
SOLE
7400
0
0
HILTON WORLDWIDE HOLDINGS INC.
COM
43300A104
402
15400
SH
SOLE
15400
0
0
HOLLYFRONTIER CORP.
COM
436106108
2776
74064
SH
SOLE
74064
0
0
HOLOGIC INC.
COM
436440101
431
16100
SH
SOLE
16100
0
0
HOME DEPOT, INC.
COM
437076102
14981
142717
SH
SOLE
142717
0
0
HONEYWELL INTERNATIONAL, INC.
COM
438516106
5737
57417
SH
SOLE
57417
0
0
HORNBECK OFFSHORE SERVICES INC.
COM
440543106
10990
440112
SH
SOLE
440112
0
0
HORNBECK OFFSHORE SVCS, INC.
CONV
440543AN6
35661
42900000
PRN
SOLE
42900000
0
0
HOSPIRA INC.
COM
441060100
701
11441
SH
SOLE
11441
0
0
HOST HOTELS & RESORTS INC.
REIT
44107P104
1412
59388
SH
SOLE
59388
0
0
HUDSON CITY BANCORP, INC.
COM
443683107
216
21315
SH
SOLE
21315
0
0
HUMANA, INC.
COM
444859102
2299
16009
SH
SOLE
16009
0
0
HUNTINGTON BANCSHARES, INC.
COM
446150104
1463
139072
SH
SOLE
139072
0
0
HUNTINGTON INGALLS INDUSTRIES INC.
COM
446413106
2001
17790
SH
SOLE
17790
0
0
HUNTSMAN CORPORATION
COM
447011107
2420
106220
SH
SOLE
106220
0
0
HYATT HOTELS CORP.
COM
448579102
1096
18200
SH
SOLE
18200
0
0
IAC/INTERACTIVECORP
COM
44919P508
432
7100
SH
SOLE
7100
0
0
ITT CORP.
COM
450911201
688
17000
SH
SOLE
17000
0
0
ICONIX BRAND GROUP, INC.
COM
451055107
247
7300
SH
SOLE
7300
0
0
IDEX CORPORATION
COM
45167R104
1794
23050
SH
SOLE
23050
0
0
IHS INC
COM
451734107
926
8130
SH
SOLE
8130
0
0
ILLINOIS TOOL WORKS INC.
COM
452308109
3875
40915
SH
SOLE
40915
0
0
ILLUMINA, INC.
COM
452327109
910
4930
SH
SOLE
4930
0
0
INGREDION INCORPORATED
COM
457187102
3154
37171
SH
SOLE
37171
0
0
INSIGHT ENTERPRISE, INC.
COM
45765U103
461
17800
SH
SOLE
17800
0
0
INTEL CORPORATION
COM
458140100
21525
593134
SH
SOLE
593134
0
0
INTEL CORPORATION
CONV
458140AF7
35123
20200000
PRN
SOLE
20200000
0
0
IBM CORPORATION
COM
459200101
13536
84370
SH
SOLE
84370
0
0
INTERNATIONAL FLAVORS & FRAGRANCES INC.
COM
459506101
320
3153
SH
SOLE
3153
0
0
INTERNATIONAL PAPER COMPANY
COM
460146103
4691
87544
SH
SOLE
87544
0
0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE)
COM
460690100
585
28186
SH
SOLE
28186
0
0
INTUIT, INC.
COM
461202103
1682
18249
SH
SOLE
18249
0
0
INTUITIVE SURGICAL, INC.
COM
46120E602
797
1506
SH
SOLE
1506
0
0
IRON MOUNTAIN INC.
REIT
462846106
5715
147819
SH
SOLE
147819
0
0
ISHARES MSCI
ETF
464286848
282
25100
SH
SOLE
25100
0
0
ISHARES TRUST
ETF
464287465
4467
73430
SH
SOLE
73430
0
0
ISHARES TRUST
ETF
464287598
992
9500
SH
SOLE
9500
0
0
ISHARES TRUST
ETF
464287655
2740
22900
SH
SOLE
22900
0
0
ISHARES TRUST
ETF
464287689
63333
517889
SH
SOLE
517889
0
0
ISHARES MSCI UNITED KINGDOM ETF
ETF
46434V548
261
14500
SH
SOLE
14500
0
0
JPMORGAN CHASE & CO.
COM
46625H100
16981
271343
SH
SOLE
271343
0
0
JABIL CIRCUIT INC.
COM
466313103
382
17500
SH
SOLE
17500
0
0
JARDEN CORP.
COM
471109108
265
5525
SH
SOLE
5525
0
0
JETBLUE AIRWAYS CORPORATION
COM
477143101
322
20300
SH
SOLE
20300
0
0
JOHNSON & JOHNSON
COM
478160104
28045
268190
SH
SOLE
268190
0
0
JONES LANG LASALLE INC.
COM
48020Q107
1585
10570
SH
SOLE
10570
0
0
JOY GLOBAL INC.
COM
481165108
721
15500
SH
SOLE
15500
0
0
JUNIPER NETWORKS INC.
COM
48203R104
1909
85537
SH
SOLE
85537
0
0
KAR AUCTION SERVICES INC.
COM
48238T109
236
6800
SH
SOLE
6800
0
0
KBR, INC.
COM
48242W106
336
19800
SH
SOLE
19800
0
0
KLA-TENCOR CORP.
COM
482480100
470
6687
SH
SOLE
6687
0
0
KLX INC
COM
482539103
2178
52800
SH
SOLE
52800
0
0
KANSAS CITY SOUTHERN
COM
485170302
1830
14995
SH
SOLE
14995
0
0
KELLOGG COMPANY
COM
487836108
1525
23303
SH
SOLE
23303
0
0
KEURIG GREEN MOUNTAIN, INC.
COM
49271M100
1245
9400
SH
SOLE
9400
0
0
KEYCORP
COM
493267108
1902
136836
SH
SOLE
136836
0
0
KEYSIGHT TECHNOLOGIES INC.
COM
49338L103
240
7110
SH
SOLE
7110
0
0
KILROY REALTY CORP.
REIT
49427F108
269
3900
SH
SOLE
3900
0
0
KIMBERLY-CLARK CORPORATION
COM
494368103
3579
30974
SH
SOLE
30974
0
0
KIMCO REALTY CORP.
REIT
49446R109
532
21177
SH
SOLE
21177
0
0
KINDER MORGAN INC/DELAWARE
COM
49456B101
2143
50645
SH
SOLE
50645
0
0
KNOWLES CORP
COM
49926D109
5626
238900
SH
SOLE
238900
0
0
KOHL'S CORPORATION
COM
500255104
2246
36791
SH
SOLE
36791
0
0
KRAFT FOODS GROUP, INC.
COM
50076Q106
2895
46197
SH
SOLE
46197
0
0
KROGER COMPANY
COM
501044101
4130
64323
SH
SOLE
64323
0
0
L BRANDS INC.
COM
501797104
675
7800
SH
SOLE
7800
0
0
L-3 COMMUNICATIONS HOLDINGS INC.
COM
502424104
785
6218
SH
SOLE
6218
0
0
LABORATORY CORPORATION OF AMERICA HOLDINGS
COM
50540R409
644
5973
SH
SOLE
5973
0
0
LAM RESEARCH CORP.
COM
512807108
724
9122
SH
SOLE
9122
0
0
LANDS' END INC
COM
51509F105
2552
47300
SH
SOLE
47300
0
0
LAS VEGAS SANDS CORP.
COM
517834107
774
13300
SH
SOLE
13300
0
0
ESTEE LAUDER COMPANIES, INC.
COM
518439104
1293
16966
SH
SOLE
16966
0
0
LEAR CORPORATION
COM
521865204
1295
13200
SH
SOLE
13200
0
0
LEGGETT & PLATT INC.
COM
524660107
411
9641
SH
SOLE
9641
0
0
LEGACY RESERVES LP
COM
524707304
663
58000
SH
SOLE
58000
0
0
LEGG MASON INC.
COM
524901105
1429
26773
SH
SOLE
26773
0
0
MMODAL, INC.
COM
52490FRR7
1769
127909
SH
SOLE
127909
0
0
LEIDOS HOLDINGS, INC.
COM
525327102
499
11475
SH
SOLE
11475
0
0
LEUCADIA NATIONAL CORPORATION
COM
527288104
819
36541
SH
SOLE
36541
0
0
LEXMARK INTERNATIONAL, INC.
COM
529771107
1357
32874
SH
SOLE
32874
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M880
244
6470
SH
SOLE
6470
0
0
LIBERTY MEDIA CORP
COM
531229102
247
7000
SH
SOLE
7000
0
0
LIBERTY MEDIA CORP
COM
531229300
260
7420
SH
SOLE
7420
0
0
LIFEPOINT HOSPITALS INC.
COM
53219L109
777
10800
SH
SOLE
10800
0
0
ELI LILLY & CO.
COM
532457108
4673
67732
SH
SOLE
67732
0
0
LINCOLN ELECTRIC HOLDINGS, INC.
COM
533900106
221
3200
SH
SOLE
3200
0
0
LINCOLN NATIONAL CORP.
COM
534187109
2203
38202
SH
SOLE
38202
0
0
LINEAR TECHNOLOGY CORPORATION
COM
535678106
1368
30006
SH
SOLE
30006
0
0
LOCKHEED MARTIN CORPORATION
COM
539830109
9768
50726
SH
SOLE
50726
0
0
LORILLARD INC.
COM
544147101
2334
37081
SH
SOLE
37081
0
0
LOWES COMPANIES, INC.
COM
548661107
8774
127524
SH
SOLE
127524
0
0
M&T BANK CORP.
COM
55261F104
433
3444
SH
SOLE
3444
0
0
MBIA INC.
COM
55262C100
329
34500
SH
SOLE
34500
0
0
MFA FINANCIAL, INC.
REIT
55272X102
598
74800
SH
SOLE
74800
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
676
31600
SH
SOLE
31600
0
0
M K S INSTRUMENTS, INC.
COM
55306N104
318
8700
SH
SOLE
8700
0
0
M W I VETERINARY SUPPLY, INC.
COM
55402X105
357
2100
SH
SOLE
2100
0
0
MACERICH COMPANY, THE
REIT
554382101
475
5695
SH
SOLE
5695
0
0
MACY'S, INC.
COM
55616P104
4104
62413
SH
SOLE
62413
0
0
MAGELLAN MIDSTREAM PARTNERS
COM
559080106
5315
64300
SH
SOLE
64300
0
0
MANPOWERGROUP INC.
COM
56418H100
566
8300
SH
SOLE
8300
0
0
MARATHON OIL CORPORATION
COM
565849106
1956
69140
SH
SOLE
69140
0
0
MARATHON PETROLEUM CORPORATION
COM
56585A102
3624
40155
SH
SOLE
40155
0
0
MARKWEST ENERGY OPERATING CO
COM
570759100
4735
70470
SH
SOLE
70470
0
0
MARSH & MCLENNAN COMPANIES INC.
COM
571748102
1743
30443
SH
SOLE
30443
0
0
MARRIOTT INTERNATIONAL, INC.
COM
571903202
3749
48049
SH
SOLE
48049
0
0
MARTIN MARIETTA MATERIALS INC.
COM
573284106
378
3430
SH
SOLE
3430
0
0
MASCO CORP.
COM
574599106
464
18419
SH
SOLE
18419
0
0
MASTERCARD, INC.
COM
57636Q104
8126
94310
SH
SOLE
94310
0
0
MAXIM INTEGRATED PRODUCTS, INC.
COM
57772K101
628
19700
SH
SOLE
19700
0
0
MCDONALD'S CORPORATION
COM
580135101
4348
46405
SH
SOLE
46405
0
0
MCGRAW-HILL FINANCIAL, INC.
COM
580645109
1106
12427
SH
SOLE
12427
0
0
MCKESSON CORPORATION
COM
58155Q103
5178
24946
SH
SOLE
24946
0
0
MEAD JOHNSON NUTRITION COMPANY
COM
582839106
1170
11636
SH
SOLE
11636
0
0
MEDIFAST INC
COM
58470H101
265
7900
SH
SOLE
7900
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
468
9800
SH
SOLE
9800
0
0
MEDNAX, INC.
COM
58502B106
251
3800
SH
SOLE
3800
0
0
MEDTRONIC INC.
COM
585055106
7922
109717
SH
SOLE
109717
0
0
MELCO CROWN ENTERTAINMENT LTD
ADR
585464100
310
12200
SH
SOLE
12200
0
0
MERCK & CO. INC.
COM
58933Y105
14077
247883
SH
SOLE
247883
0
0
MERITOR, INC.
CONV
59001KAC4
33838
20547000
PRN
SOLE
20547000
0
0
METLIFE, INC.
COM
59156R108
5118
94625
SH
SOLE
94625
0
0
METTLER-TOLEDO INTERNATIONAL INC.
COM
592688105
272
900
SH
SOLE
900
0
0
MICROSOFT CORPORATION
COM
594918104
35032
754196
SH
SOLE
754196
0
0
MICROCHIP TECHNOLOGY INC.
COM
595017104
841
18645
SH
SOLE
18645
0
0
MICRON TECHNOLOGY INC.
COM
595112103
3944
112650
SH
SOLE
112650
0
0
MICRON TECHNOLOGY INC.
CONV
595112AV5
19577
6100000
PRN
SOLE
6100000
0
0
MICRON TECHNOLOGY INC.
CONV
595112AY9
7894
6000000
PRN
SOLE
6000000
0
0
MID-CON ENERGY PARTNERS LP
COM
59560V109
1062
168269
SH
SOLE
168269
0
0
MIDSTATES PETROLEUM COMPANY, INC.
COM
59804T100
368
243714
SH
SOLE
243714
0
0
MOLSON COORS BREWING COMPANY
COM
60871R209
1008
13525
SH
SOLE
13525
0
0
MONDELEZ INTERNATIONAL, INC.
COM
609207105
3064
84346
SH
SOLE
84346
0
0
MONRO MUFFLER BRAKE
COM
610236101
272
4700
SH
SOLE
4700
0
0
MONSANTO CO.
COM
61166W101
667
5583
SH
SOLE
5583
0
0
MONSTER BEVERAGE CORP
COM
611740101
1441
13300
SH
SOLE
13300
0
0
MOODY'S CORPORATION
COM
615369105
1405
14665
SH
SOLE
14665
0
0
MORGAN STANLEY
COM
617446448
5086
131093
SH
SOLE
131093
0
0
MOSAIC CO., THE
COM
61945C103
1712
37500
SH
SOLE
37500
0
0
MOTORS LIQUIDATION CO GUC TRUS
COM
62010U101
207
10729
SH
SOLE
10729
0
0
MURPHY OIL CORP.
COM
626717102
815
16133
SH
SOLE
16133
0
0
MURPHY USA INC.
COM
626755102
11851
172100
SH
SOLE
172100
0
0
MYLAN INC.
COM
628530107
1641
29106
SH
SOLE
29106
0
0
MYRIAD GENETICS, INC.
COM
62855J104
909
26700
SH
SOLE
26700
0
0
NRG ENERGY INC.
COM
629377508
717
26620
SH
SOLE
26620
0
0
NRG YIELD INC
COM
62942X108
240
5100
SH
SOLE
5100
0
0
NABORS INDUSTRIES INC.
CONV
629568AF3
8307
8307373
PRN
SOLE
8307373
0
0
NASDAQ OMX GROUP, INC., THE
COM
631103108
440
9167
SH
SOLE
9167
0
0
NATIONAL FUEL GAS CO.
COM
636180101
358
5148
SH
SOLE
5148
0
0
NATIONAL OILWELL VARCO, INC.
COM
637071101
6829
104213
SH
SOLE
104213
0
0
NAVIENT CORPORATION
COM
63938C108
4132
191209
SH
SOLE
191209
0
0
NEENAH ENTERPRISES, INC.
COM
64007R109
2546
154333
SH
SOLE
154333
0
0
NETAPP INC.
COM
64110D104
1648
39767
SH
SOLE
39767
0
0
NETFLIX INC
COM
64110L106
1191
3486
SH
SOLE
3486
0
0
NEW MEDIA INVESTMENT GROUP INC.
COM
64704V106
541
22900
SH
SOLE
22900
0
0
NEW YORK COMMUNITY BANCORP, INC
COM
649445103
426
26640
SH
SOLE
26640
0
0
NEW YORK MORTGAGE TRUST INC
REIT
649604501
254
33000
SH
SOLE
33000
0
0
NEWELL RUBBERMAID, INC.
COM
651229106
1022
26821
SH
SOLE
26821
0
0
NEWFIELD EXPLORATION CO.
COM
651290108
626
23100
SH
SOLE
23100
0
0
NEWMARKET CORPORATION
COM
651587107
343
850
SH
SOLE
850
0
0
NEWMONT MINING CORP.
COM
651639106
305
16154
SH
SOLE
16154
0
0
NEWS CORPORATION
COM
65249B109
563
35896
SH
SOLE
35896
0
0
NEWS CORPORATION
COM
65249B208
3737
247800
SH
SOLE
247800
0
0
NEXTERA ENERGY INC.
COM
65339F101
841
7908
SH
SOLE
7908
0
0
NIKE, INC.
COM
654106103
6314
65664
SH
SOLE
65664
0
0
NISOURCE, INC.
COM
65473P105
601
14171
SH
SOLE
14171
0
0
NOBLE ENERGY, INC.
COM
655044105
633
13347
SH
SOLE
13347
0
0
NORDSTROM, INC.
COM
655664100
1835
23119
SH
SOLE
23119
0
0
NORFOLK SOUTHERN CORPORATION
COM
655844108
3100
28286
SH
SOLE
28286
0
0
NORTHEAST UTILITIES
COM
664397106
555
10364
SH
SOLE
10364
0
0
NORTHERN OIL AND GAS INC
COM
665531109
132
23275
SH
SOLE
23275
0
0
NORTHERN TIER ENERGY LP
COM
665826103
410
18515
SH
SOLE
18515
0
0
NORTHERN TRUST CORP.
COM
665859104
857
12720
SH
SOLE
12720
0
0
NORTHROP GRUMMAN CORPORATION
COM
666807102
5162
35020
SH
SOLE
35020
0
0
NOVATION CO INC
REIT
66989V107
5392
19258775
SH
SOLE
19258775
0
0
NOW INC/DE
COM
67011P100
226
8802
SH
SOLE
8802
0
0
NU SKIN ENTERPRISES, INC.
COM
67018T105
211
4830
SH
SOLE
4830
0
0
NVIDIA CORP.
COM
67066G104
3290
164111
SH
SOLE
164111
0
0
O'REILLY AUTOMOTIVE, INC. NEW
COM
67103H107
2977
15457
SH
SOLE
15457
0
0
OCCIDENTAL PETROLEUM CORP.
COM
674599105
2372
29425
SH
SOLE
29425
0
0
OLD DOMINION FREIGHT LINE INC.
COM
679580100
256
3300
SH
SOLE
3300
0
0
OLD REPUBLIC INTERNATIONAL CORP.
COM
680223104
371
25357
SH
SOLE
25357
0
0
OMNICARE INC.
COM
681904108
401
5500
SH
SOLE
5500
0
0
OMNICOM GROUP INC.
COM
681919106
1840
23745
SH
SOLE
23745
0
0
OMEGA PROTEIN CORP
COM
68210P107
152
14400
SH
SOLE
14400
0
0
OMNOVA SOLUTIONS INC.
COM
682129101
3702
454801
SH
SOLE
454801
0
0
ON SEMICONDUCTOR CORP.
COM
682189105
178
17600
SH
SOLE
17600
0
0
ONEOK PARTNERS LP
COM
68268N103
3837
96825
SH
SOLE
96825
0
0
ORACLE CORPORATION
COM
68389X105
13763
306045
SH
SOLE
306045
0
0
OUTFRONT MEDIA INC
COM
69007J106
4377
163086
SH
SOLE
163086
0
0
OWENS CORNING
COM
690742101
9558
266909
SH
SOLE
266909
0
0
OWENS-ILLINOIS INC.
COM
690768403
454
16838
SH
SOLE
16838
0
0
PBF ENERGY, INC.
COM
69318G106
1031
38700
SH
SOLE
38700
0
0
PDL BIOPHARMA, INC.
COM
69329Y104
94
12200
SH
SOLE
12200
0
0
PG&E CORP.
COM
69331C108
2430
45635
SH
SOLE
45635
0
0
PNC FINANCIAL SERVICES GROUP
COM
693475105
4713
51658
SH
SOLE
51658
0
0
PPG INDUSTRIES, INC.
COM
693506107
3574
15463
SH
SOLE
15463
0
0
PPL CORP.
COM
69351T106
2213
60902
SH
SOLE
60902
0
0
PACCAR INC.
COM
693718108
1044
15356
SH
SOLE
15356
0
0
PACKAGING CORP. OF AMERICA
COM
695156109
460
5900
SH
SOLE
5900
0
0
PACWEST BANCORP
COM
695263103
232
5100
SH
SOLE
5100
0
0
PALL CORP.
COM
696429307
488
4822
SH
SOLE
4822
0
0
PALO ALTO NETWORKS INC
COM
697435105
208
1700
SH
SOLE
1700
0
0
PANTRY, INC.
COM
698657103
493
13300
SH
SOLE
13300
0
0
PARKER-HANNIFIN CORP.
COM
701094104
1617
12538
SH
SOLE
12538
0
0
PATTERSON UTI ENERGY INC.
COM
703481101
989
59600
SH
SOLE
59600
0
0
PAYCHEX INC
COM
704326107
461
9977
SH
SOLE
9977
0
0
PEABODY ENERGY CORPORATION
COM
704549104
311
40195
SH
SOLE
40195
0
0
PENSKE AUTO GROUP INC
COM
70959W103
579
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
7410
754583
SH
SOLE
754583
0
0
PEPCO HOLDINGS INC.
COM
713291102
1085
40299
SH
SOLE
40299
0
0
PEPSICO INC.
COM
713448108
12300
130075
SH
SOLE
130075
0
0
PETROBRAS ARGENTINA SA
ADR
71646J109
86
17500
SH
SOLE
17500
0
0
PETSMART INC.
COM
716768106
8714
107193
SH
SOLE
107193
0
0
PFIZER, INC.
COM
717081103
19415
623286
SH
SOLE
623286
0
0
PHILIP MORRIS INTERNATIONAL INC.
COM
718172109
9497
116602
SH
SOLE
116602
0
0
PHILLIPS 66
COM
718546104
9857
137474
SH
SOLE
137474
0
0
PILGRIM'S PRIDE CORP.
COM
72147K108
2217
67600
SH
SOLE
67600
0
0
PINNACLE WEST CAPITAL CORP.
COM
723484101
231
3382
SH
SOLE
3382
0
0
PITNEY BOWES, INC.
COM
724479100
4798
196888
SH
SOLE
196888
0
0
PLAINS ALL AMERICAN PIPELINE
COM
726503105
6945
135330
SH
SOLE
135330
0
0
PLY GEM HOLDINGS, INC.
COM
72941W100
3188
228022
SH
SOLE
228022
0
0
POLARIS INDUSTRIES, INC.
COM
731068102
945
6250
SH
SOLE
6250
0
0
POOL CORPORATION
COM
73278L105
615
9700
SH
SOLE
9700
0
0
POPULAR INC.
COM
733174700
609
17900
SH
SOLE
17900
0
0
POST HOLDINGS INC.
COM
737446104
4208
100464
SH
SOLE
100464
0
0
PRAXAIR INC.
COM
74005P104
482
3720
SH
SOLE
3720
0
0
PRECISION CASTPARTS CORP.
COM
740189105
1208
5015
SH
SOLE
5015
0
0
T ROWE PRICE GROUP, INC.
COM
74144T108
1270
14792
SH
SOLE
14792
0
0
PRICELINE GROUP, INC.
COM
741503403
3603
3160
SH
SOLE
3160
0
0
PRIMERICA INC
COM
74164M108
266
4900
SH
SOLE
4900
0
0
PRINCIPAL FINANCIAL GROUP, INC.
COM
74251V102
2148
41364
SH
SOLE
41364
0
0
PROCTER & GAMBLE CO.
COM
742718109
14147
155303
SH
SOLE
155303
0
0
PROGRESSIVE CORP., THE
COM
743315103
1046
38748
SH
SOLE
38748
0
0
PROGRESSIVE WASTE SOLUTIONS LTD.
COM
74339G101
360
11960
SH
SOLE
11960
0
0
PROLOGIS
COM
74340W103
795
18465
SH
SOLE
18465
0
0
PROTECTIVE LIFE CORP.
COM
743674103
227
3266
SH
SOLE
3266
0
0
PRUDENTIAL FINANCIAL, INC.
COM
744320102
1254
13862
SH
SOLE
13862
0
0
PUBLIC SERVICE ENTERPRISE GROUP INC.
COM
744573106
2250
54333
SH
SOLE
54333
0
0
PUBLIC STORAGE
REIT
74460D109
360
1950
SH
SOLE
1950
0
0
PULTEGROUP, INC.
COM
745867101
1016
47347
SH
SOLE
47347
0
0
QUALCOM, INC.
COM
747525103
8256
111078
SH
SOLE
111078
0
0
QUALITY DISTRIBUTION INC.
COM
74756M102
5435
510846
SH
SOLE
510846
0
0
QUANTA SERVICES, INC.
COM
74762E102
441
15537
SH
SOLE
15537
0
0
QUEST DIAGNOSTICS INC.
COM
74834L100
667
9944
SH
SOLE
9944
0
0
QUINTILES TRANSNATIONAL HOLDIN
COM
74876Y101
439
7462
SH
SOLE
7462
0
0
R P M INTERNATIONAL, INC.
COM
749685103
1241
24470
SH
SOLE
24470
0
0
RPX CORP
COM
74972G103
240
17400
SH
SOLE
17400
0
0
RANDGOLD RESOURCES LTD
ADR
752344309
502
7447
SH
SOLE
7447
0
0
RAYONIER ADVANCED MATERIALS INC.
COM
75508B104
1226
54988
SH
SOLE
54988
0
0
RAYTHEON COMPANY
COM
755111507
2879
26613
SH
SOLE
26613
0
0
REALTY INCOME CORP.
REIT
756109104
420
8800
SH
SOLE
8800
0
0
RED HAT INC.
COM
756577102
328
4745
SH
SOLE
4745
0
0
REGAL-BELOIT CORPORATION
COM
758750103
202
2687
SH
SOLE
2687
0
0
REGENCY ENERGY PARTNERS LP
COM
75885Y107
3080
128327
SH
SOLE
128327
0
0
REGENERON PHARMACEUTICALS, INC.
COM
75886F107
390
950
SH
SOLE
950
0
0
REGIONS FINANCIAL CORP.
COM
7591EP100
1549
146668
SH
SOLE
146668
0
0
REINSURANCE GROUP OF AMERICA, INC.
COM
759351604
1756
20043
SH
SOLE
20043
0
0
RELIANCE STEEL & ALUMINUM CO.
COM
759509102
1032
16845
SH
SOLE
16845
0
0
RENEWABLE ENERGY GROUP INC
COM
75972A301
175
18000
SH
SOLE
18000
0
0
REPUBLIC SERVICES INC.
COM
760759100
253
6289
SH
SOLE
6289
0
0
RESMED INC.
COM
761152107
331
5900
SH
SOLE
5900
0
0
RESOLUTE FOREST PRODUCTS, INC.
COM
76117W109
660
37466
SH
SOLE
37466
0
0
RESOURCE CAPITAL CORPORATION
COM
76120W302
176
35000
SH
SOLE
35000
0
0
RESTAURANT BRANDS INTERNATIONAL INC
COM
76131D103
897
22968
SH
SOLE
22968
0
0
REX AMERICAN RESOURCES CORP
COM
761624105
211
3400
SH
SOLE
3400
0
0
REYNOLDS AMERICAN INC.
COM
761713106
761
11842
SH
SOLE
11842
0
0
RITE AID CORP.
COM
767754104
560
74500
SH
SOLE
74500
0
0
RIVERBED TECHNOLOGY INC.
COM
768573107
467
22900
SH
SOLE
22900
0
0
ROBERT HALF INTERNATIONAL, INC.
COM
770323103
366
6261
SH
SOLE
6261
0
0
ROCK-TENN CO.
COM
772739207
13492
221260
SH
SOLE
221260
0
0
ROCKWELL AUTOMATION INC.
COM
773903109
879
7909
SH
SOLE
7909
0
0
ROCKWELL COLLINS INC.
COM
774341101
348
4125
SH
SOLE
4125
0
0
ROPER INDUSTRIES INC.
COM
776696106
1591
10177
SH
SOLE
10177
0
0
ROSS STORES INC.
COM
778296103
1892
20068
SH
SOLE
20068
0
0
ROVI CORPORATION
COM
779376102
630
27900
SH
SOLE
27900
0
0
ROYAL GOLD, INC.
COM
780287108
245
3900
SH
SOLE
3900
0
0
RYDER SYSTEM INC.
COM
783549108
1076
11586
SH
SOLE
11586
0
0
SBA COMMUNICATIONS CORP.
COM
78388J106
414
3740
SH
SOLE
3740
0
0
SEI INVESTMENTS COMPANY
COM
784117103
517
12900
SH
SOLE
12900
0
0
SL GREEN REALTY CORP.
REIT
78440X101
642
5390
SH
SOLE
5390
0
0
SPX CORP.
COM
784635104
556
6470
SH
SOLE
6470
0
0
STANDARD PARKING CORP.
COM
78469C103
3091
122500
SH
SOLE
122500
0
0
SVB FINANCIAL GROUP
COM
78486Q101
244
2100
SH
SOLE
2100
0
0
SABRE CORP
COM
78573M104
312
15400
SH
SOLE
15400
0
0
SAFEWAY, INC.
COM
786514208
1300
37021
SH
SOLE
37021
0
0
ST. JUDE MEDICAL INC.
COM
790849103
1615
24829
SH
SOLE
24829
0
0
SALESFORCE.COM INC.
COM
79466L302
1042
17564
SH
SOLE
17564
0
0
SANDISK CORP.
COM
80004C101
3925
40063
SH
SOLE
40063
0
0
SANDRIDGE ENERGY, INC.
COM
80007P307
121
66500
SH
SOLE
66500
0
0
SANMINA-SCI CORPORATION
COM
801056102
252
10700
SH
SOLE
10700
0
0
SANTANDER CONSUMER USA HOLDINGS INC
COM
80283M101
451
23000
SH
SOLE
23000
0
0
SCANA CORP.
COM
80589M102
811
13420
SH
SOLE
13420
0
0
HENRY SCHEIN, INC.
COM
806407102
353
2590
SH
SOLE
2590
0
0
SCHLUMBERGER LTD.
COM
806857108
8119
95059
SH
SOLE
95059
0
0
CHARLES SCHWAB CORP.
COM
808513105
883
29234
SH
SOLE
29234
0
0
SCICLONE PHARMACEUTICALS INC
COM
80862K104
155
17700
SH
SOLE
17700
0
0
SCRIPPS NETWORKS INTERACTIVE INC.
COM
811065101
1287
17096
SH
SOLE
17096
0
0
SEACOR HOLDINGS INC.
CONV
81170YAB5
16867
18510000
PRN
SOLE
18510000
0
0
SEALED AIR CORPORATION
COM
81211K100
963
22700
SH
SOLE
22700
0
0
SELECT SECTOR SPDR MATERIALS
ETF
81369Y100
316
6500
SH
SOLE
6500
0
0
SELECT SECTOR SPDR HEATH CARE
ETF
81369Y209
773
11300
SH
SOLE
11300
0
0
SELECT SECTOR SPDR CON STAPLES
ETF
81369Y308
519
10700
SH
SOLE
10700
0
0
SELECT SECTOR SPDR CON DISCRET
ETF
81369Y407
620
8600
SH
SOLE
8600
0
0
SELECT SECTOR SPDR ENERGY
ETF
81369Y506
2137
27000
SH
SOLE
27000
0
0
SELECT SECTOR SPDR FINANCIAL
ETF
81369Y605
1810
73200
SH
SOLE
73200
0
0
SELECT SECTOR SPDR INDUSTRIAL
ETF
81369Y704
933
16500
SH
SOLE
16500
0
0
SELECT SECTOR SPDR TECHNOLOGY
ETF
81369Y803
2030
49100
SH
SOLE
49100
0
0
SELECT SECTOR SPDR UTILITIES
ETF
81369Y886
279
5900
SH
SOLE
5900
0
0
SEMPRA ENERGY
COM
816851109
1633
14664
SH
SOLE
14664
0
0
SENIOR HOUSING PROPERTIES TRUST
REIT
81721M109
287
13000
SH
SOLE
13000
0
0
SERVICE CORP. INTERNATIONAL
COM
817565104
245
10800
SH
SOLE
10800
0
0
SEVENTY SEVEN ENERGY INC.
COM
818097107
197
36500
SH
SOLE
36500
0
0
SHERWIN-WILLIAMS COMPANY
COM
824348106
1502
5710
SH
SOLE
5710
0
0
SIGMA-ALDRICH CORP.
COM
826552101
1166
8495
SH
SOLE
8495
0
0
SIGNATURE BANK CORPORATION
COM
82669G104
273
2170
SH
SOLE
2170
0
0
SILVER WHEATON CORPORATION
COM
828336107
723
35570
SH
SOLE
35570
0
0
SIMON PROPERTY GROUP, INC.
REIT
828806109
1651
9068
SH
SOLE
9068
0
0
SKYWEST, INC.
COM
830879102
538
40500
SH
SOLE
40500
0
0
SKYWORKS SOLUTIONS, INC.
COM
83088M102
1840
25300
SH
SOLE
25300
0
0
A.O. SMITH CORPORATION
COM
831865209
570
10100
SH
SOLE
10100
0
0
J.M. SMUCKER CO. (THE)
COM
832696405
433
4292
SH
SOLE
4292
0
0
SNAP-ON INC.
COM
833034101
609
4455
SH
SOLE
4455
0
0
SOCIEDAD QUIMICA Y MINERA DE C
ADR
833635105
865
36220
SH
SOLE
36220
0
0
SOLAR CAPITAL LTD
COM
83413U100
191
10600
SH
SOLE
10600
0
0
SOLERA HOLDINGS INC.
COM
83421A104
512
10000
SH
SOLE
10000
0
0
SONOCO PRODUCTS CO.
COM
835495102
535
12244
SH
SOLE
12244
0
0
SOUTHERN COMPANY
COM
842587107
4990
101607
SH
SOLE
101607
0
0
SOUTHWEST AIRLINES COMPANY
COM
844741108
5152
121749
SH
SOLE
121749
0
0
SOUTHWESTERN ENERGY CO.
COM
845467109
325
11900
SH
SOLE
11900
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
4438
77900
SH
SOLE
77900
0
0
SPECTRASCIENCE, INC.
COM
84760E301
3
157715
SH
SOLE
157715
0
0
SPIRIT AEROSYSTEMS HOLDINGS INC
COM
848574109
1085
25200
SH
SOLE
25200
0
0
SPIRIT AIRLINES, INC.
COM
848577102
461
6100
SH
SOLE
6100
0
0
SPIRIT REALTY CAPITAL INC.
REIT
84860W102
241
20300
SH
SOLE
20300
0
0
SPOK HOLDINGS INC
COM
84863T106
281
16200
SH
SOLE
16200
0
0
SPRINT CORP.
COM
85207U105
128
30800
SH
SOLE
30800
0
0
STANLEY BLACK & DECKER INC.
COM
854502101
815
8481
SH
SOLE
8481
0
0
STAPLES INC.
COM
855030102
1166
64348
SH
SOLE
64348
0
0
STARBUCKS CORP.
COM
855244109
1885
22972
SH
SOLE
22972
0
0
STARWOOD PROPERTY TRUST INC.
REIT
85571B105
249
10700
SH
SOLE
10700
0
0
STARZ
COM
85571Q102
6525
219695
SH
SOLE
219695
0
0
STARWOOD HOTELS & RESORTS WORLDWIDE INC.
COM
85590A401
1263
15575
SH
SOLE
15575
0
0
STATE STREET CORP.
COM
857477103
1975
25161
SH
SOLE
25161
0
0
STEEL DYNAMICS INC.
COM
858119100
221
11200
SH
SOLE
11200
0
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STEIN MART, INC.
COM
858375108
237
16200
SH
SOLE
16200
0
0
STERICYCLE, INC.
COM
858912108
446
3404
SH
SOLE
3404
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0
STRYKER CORPORATION
COM
863667101
2227
23609
SH
SOLE
23609
0
0
SUNCOR ENERGY, INC.
COM
867224107
560
17619
SH
SOLE
17619
0
0
SUNCO LOGISTICS PARTNERS LP
COM
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5326
127480
SH
SOLE
127480
0
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SUNTRUST BANKS, INC.
COM
867914103
3000
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SH
SOLE
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0
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SUPERIOR ENERGY SERVICES INC.
COM
868157108
641
31800
SH
SOLE
31800
0
0
SUPREME INDUSTRIES, INC.
COM
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2243
317706
SH
SOLE
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0
0
SYMANTEC CORP.
COM
871503108
1009
39334
SH
SOLE
39334
0
0
SYNOPSIS, INC.
COM
871607107
200
4600
SH
SOLE
4600
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SYNNEX CORP.
COM
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477
6100
SH
SOLE
6100
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SYNCHRONY FINANCIAL
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1006
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SH
SOLE
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SYSCO CORP.
COM
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337
8500
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SOLE
8500
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TD AMERITRADE HOLDING CORP.
COM
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1020
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SOLE
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TECO ENERGY INC.
COM
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201
9823
SH
SOLE
9823
0
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TCP CAPITAL CORP
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87238Q103
26905
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SH
SOLE
1603372
0
0
TJX COMPANIES INC.
COM
872540109
5786
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SOLE
84366
0
0
TRW AUTOMOTIVE HOLDINGS CORP.
COM
87264S106
688
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SOLE
6690
0
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TAKE-TWO INTERACTIVE SFTWR
COM
874054109
269
9600
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SOLE
9600
0
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TARGA RESOURCES PARTNERS LP
COM
87611X105
6498
135715
SH
SOLE
135715
0
0
TARGET CORP.
COM
87612E106
2145
28253
SH
SOLE
28253
0
0
TARGA RESOURCES CORP
COM
87612G101
212
2000
SH
SOLE
2000
0
0
TAUBMAN CENTERS, INC.
REIT
876664103
1024
13400
SH
SOLE
13400
0
0
TECH DATA CORPORATION
COM
878237106
999
15800
SH
SOLE
15800
0
0
TELEFLEX, INC.
COM
879369106
537
4681
SH
SOLE
4681
0
0
TERADATA CORPORATION
COM
88076W103
1585
36284
SH
SOLE
36284
0
0
TESORO PETROLEUM CORPORATION
COM
881609101
7255
97583
SH
SOLE
97583
0
0
TESORO LOGISTICS LP
COM
88160T107
724
12300
SH
SOLE
12300
0
0
TEXAS INSTRUMENTS INC.
COM
882508104
4607
86169
SH
SOLE
86169
0
0
TEXAS ROADHOUSE, INC.
COM
882681109
461
13650
SH
SOLE
13650
0
0
TEXTRON, INC.
COM
883203101
2192
52057
SH
SOLE
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0
0
THERMO FISHER SCIENTIFIC INC.
COM
883556102
2503
19974
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SOLE
19974
0
0
CENGAGE LEARNING HOLDINGS II L.P.
COM
884849XX3
2117
95152
SH
SOLE
95152
0
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THOMSON REUTERS CORP.
COM
884903105
270
6700
SH
SOLE
6700
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THOR INDUSTRIES, INC.
COM
885160101
575
10300
SH
SOLE
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3M COMPANY
COM
88579Y101
9090
55317
SH
SOLE
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TIFFANY AND COMPANY
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365
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SH
SOLE
3413
0
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TIME WARNER INC.
COM
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8047
94200
SH
SOLE
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0
0
TIME WARNER CABLE, INC.
COM
88732J207
3309
21764
SH
SOLE
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0
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TIMKEN COMPANY, THE
COM
887389104
807
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SH
SOLE
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0
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TIMKENSTEEL CORP
COM
887399103
9461
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SH
SOLE
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0
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TORCHMARK CORPORATION
COM
891027104
1437
26519
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SOLE
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TORO CO., THE
COM
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203
3180
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TOTAL S A
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2534
49490
SH
SOLE
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TOTAL SYSTEM SERVICES INC.
COM
891906109
741
21828
SH
SOLE
21828
0
0
TOWNSQUARE MEDIA INC
COM
892231101
341
25839
SH
SOLE
25839
0
0
TRAVELERS COMPANIES, INC., THE
COM
89417E109
4014
37925
SH
SOLE
37925
0
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TRIMBLE NAVIGATION LTD
COM
896239100
553
20820
SH
SOLE
20820
0
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TRINITY INDUSTRIES INC.
COM
896522109
448
16000
SH
SOLE
16000
0
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TRIPADVISOR INC
COM
896945201
521
6980
SH
SOLE
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0
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TUPPERWARE BRANDS CORPORATION
COM
899896104
202
3200
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3200
0
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NEWS CORPORATION
COM
90130A101
1459
37988
SH
SOLE
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0
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TWO HARBORS INVESTMENT CORP
REIT
90187B101
386
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SOLE
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0
0
TYSON FOODS, INC.
COM
902494103
1993
49721
SH
SOLE
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0
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UGI CORPORATION
COM
902681105
489
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0
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US BANCORP
COM
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5084
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USANA HEALTH SCIENCES
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90328M107
287
2800
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2800
0
0
USG CORP.
COM
903293405
9177
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SH
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0
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ULTRAPAR PARTICIPACOES SA
ADR
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844
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0
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UNION PACIFIC CORPORATION
COM
907818108
17513
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274
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UNIT CORP.
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211
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0
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UNITED CONTINENTAL HOLDINGS INC.
COM
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1275
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0
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UNITED PARCEL SERVICE INC.
COM
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3681
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UNITED RENTALS INC.
COM
911363109
1423
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UNITED STATES STEEL CORP.
COM
912909108
1400
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UNITED STATIONERS, INC.
COM
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346
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UNITED TECHNOLOGIES CORP.
COM
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5416
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0
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UNITED THERAPEUTICS CORP
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765
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UNITEDHEALTH GROUP, INC.
COM
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10437
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UNIVERSAL ELECTRONICS INC
COM
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286
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UNIVERSAL HEALTH SERVICES INC.
COM
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1166
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10480
0
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UNUM GROUP
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91529Y106
1273
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0
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VCA INC.
COM
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507
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SH
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0
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VF CORP.
COM
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3033
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VSE CORP
COM
918284100
1008
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VOXX INTERNATIONAL CORP
COM
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130
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14800
0
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VALERO ENERGY CORPORATION
COM
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3496
70621
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70621
0
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VALMONT INDUSTRIES, INC.
COM
920253101
1234
9715
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SOLE
9715
0
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VANGUARD FTSE DEVELOPED MARKETS ETF
ETF
921943858
2835
74840
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SOLE
74840
0
0
VANGUARD FTSE EMERGING MARKETS
ETF
922042858
2233
55800
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55800
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VANGUARD NATURAL RESOURCES LLC
COM
92205F106
1281
85000
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85000
0
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VARIAN MEDICAL SYSTEMS, INC.
COM
92220P105
759
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8771
0
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VECTREN CORPORATION
COM
92240G101
229
4948
SH
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4948
0
0
VECTRUS, INC.
COM
92242T101
427
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SH
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15598
0
0
VEEVA SYSTEMS INC
COM
922475108
291
11000
SH
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11000
0
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VENTAS INC.
REIT
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478
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6661
0
0
VERIFONE SYSTEMS INC.
COM
92342Y109
963
25900
SH
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25900
0
0
VERISIGN INC.
COM
92343E102
3455
60620
SH
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60620
0
0
VERIZON COMMUNICATIONS INC.
COM
92343V104
14539
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310787
0
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VERTEX PHARMACEUTICALS INCORPORATED
COM
92532F100
273
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2300
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VERTRUE LLC
COM
92534NBB6
0
229752
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229752
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VIACOM, INC.
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92553P201
3951
52500
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52500
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VISA, INC.
COM
92826C839
6497
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24778
0
0
VISHAY INTERTECHNOLOGY, INC.
COM
928298108
617
43600
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43600
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VISTEON CORP.
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92839U206
224
2100
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2100
0
0
VMWARE, INC.
COM
928563402
328
3980
SH
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3980
0
0
VORNADO REALTY TRUST
REIT
929042109
414
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3515
0
0
VOYA FINANCIAL, INC.
COM
929089100
233
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5500
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VULCAN MATERIALS CO.
COM
929160109
563
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0
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W T OFFSHORE INC
COM
92922P106
157
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SH
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21330
0
0
WABCO HOLDINGS INC
COM
92927K102
242
2310
SH
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2310
0
0
W. P. CAREY INC.
REIT
92936U109
273
3900
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3900
0
0
WABTEC CORPORATION
COM
929740108
2759
31750
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31750
0
0
WAL-MART STORES, INC.
COM
931142103
5326
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62015
0
0
WALGREEN CO.
COM
931427108
3540
46463
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46463
0
0
WASHINGTON PRIME GROUP INC.
REIT
939647103
401
23300
SH
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23300
0
0
WASTE MANAGEMENT INC.
COM
94106L109
1290
25139
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25139
0
0
WATERS CORPORATION
COM
941848103
622
5520
SH
SOLE
5520
0
0
WEINGARTEN REALTY INVESTORS
REIT
948741103
227
6500
SH
SOLE
6500
0
0
WELLPOINT, INC.
CONV
94973VBG1
24442
14200000
PRN
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14200000
0
0
WELLS FARGO & COMPANY
COM
949746101
20392
371980
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371980
0
0
WEST CORPORATION
COM
952355204
307
9300
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9300
0
0
WESTAR ENERGY INC.
COM
95709T100
384
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9300
0
0
WESTERN DIGITAL CORPORATION
COM
958102105
4061
36683
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36683
0
0
WESTERN REFINING, INC.
COM
959319104
620
16400
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16400
0
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WESTERN UNION COMPANY, THE
COM
959802109
4730
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264115
0
0
WESTLAKE CHEMICAL CORPORATION
COM
960413102
2299
37640
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37640
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WEYERHAEUSER CO.
REIT
962166104
564
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0
0
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COM
963320106
7212
37227
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37227
0
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WHITEHORSE FINANCE INC
COM
96524V106
162
14000
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14000
0
0
WHITEWAVE FOODS CO
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966244105
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224515
0
0
WHITING PETROLEUM CORP.
COM
966387102
475
14400
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SOLE
14400
0
0
WHOLE FOODS MARKET INC.
COM
966837106
268
5322
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SOLE
5322
0
0
JOHN WILEY & SONS, INC.
COM
968223206
628
10600
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10600
0
0
WILLIAMS PARTNERS LP
COM
96950F104
3048
68105
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68105
0
0
WILLIAMS-SONOMA, INC.
COM
969904101
409
5400
SH
SOLE
5400
0
0
WINDSTREAM CORP.
COM
97382A101
290
35251
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SOLE
35251
0
0
WISCONSIN ENERGY CORP.
COM
976657106
864
16382
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SOLE
16382
0
0
WORKDAY INC
COM
98138H101
302
3700
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SOLE
3700
0
0
WORLD FUEL SERVICES CORP.
COM
981475106
483
10300
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SOLE
10300
0
0
WORTHINGTON INDUSTRIES, INC.
COM
981811102
2915
96870
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SOLE
96870
0
0
WPX ENERGY, INC.
COM
98212B103
800
68799
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SOLE
68799
0
0
WYNDHAM WORLDWIDE CORP.
COM
98310W108
3845
44831
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SOLE
44831
0
0
WYNN RESORTS LTD.
REIT
983134107
642
4317
SH
SOLE
4317
0
0
XCEL ENERGY INC.
COM
98389B100
1294
36029
SH
SOLE
36029
0
0
XILINX INC.
COM
983919101
871
20127
SH
SOLE
20127
0
0
XEROX CORPORATION
COM
984121103
4320
311682
SH
SOLE
311682
0
0
XYLEM INC.
COM
98419M100
516
13556
SH
SOLE
13556
0
0
YAHOO! INC.
COM
984332106
4014
79463
SH
SOLE
79463
0
0
YUM! BRANDS INC.
COM
988498101
941
12911
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SOLE
12911
0
0
ZEBRA TECHNOLOGIES CORP.
COM
989207105
337
4350
SH
SOLE
4350
0
0
ZIMMER HOLDINGS INC.
COM
98956P102
1437
12669
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SOLE
12669
0
0
ZIONS BANCORPORATION
COM
989701107
386
13526
SH
SOLE
13526
0
0
ZOETIS INC.
COM
98978V103
10979
255147
SH
SOLE
255147
0
0
ACTAVIS PLC
COM
G0083B108
4035
15676
SH
SOLE
15676
0
0
ALLEGION PLC
COM
G0176J109
9319
168033
SH
SOLE
168033
0
0
AMDOCS LTD.
COM
G02602103
2146
46000
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SOLE
46000
0
0
AON PLC
COM
G0408V102
2651
27952
SH
SOLE
27952
0
0
ARCH CAPITAL GROUP LTD.
COM
G0450A105
307
5200
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SOLE
5200
0
0
ASPEN INSURANCE HOLDINGS LTD.
COM
G05384105
372
8500
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SOLE
8500
0
0
ASSURED GUARANTY, LTD.
COM
G0585R106
346
13300
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SOLE
13300
0
0
AXIS CAPITAL HOLDINGS LTD.
COM
G0692U109
220
4300
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SOLE
4300
0
0
BABSON CAP GLOBAL INV FD 2 PLC
COM
G0R5P3109
69280
703204
SH
SOLE
703204
0
0
ACCENTURE PLC
COM
G1151C101
1465
16400
SH
SOLE
16400
0
0
BUNGE LTD.
COM
G16962105
2353
25885
SH
SOLE
25885
0
0
COVIDIEN PLC
COM
G2554F113
2675
26150
SH
SOLE
26150
0
0
DELPHI AUTOMOTIVE PLC
COM
G27823106
713
9800
SH
SOLE
9800
0
0
EATON CORPORATION PLC
COM
G29183103
532
7829
SH
SOLE
7829
0
0
ENDURANCE SPECIALTY HOLDINGS LTD.
COM
G30397106
383
6400
SH
SOLE
6400
0
0
ENDO INTERNATIONAL PLC
COM
G30401106
526
7300
SH
SOLE
7300
0
0
ENSCO PLC
COM
G3157S106
249
8300
SH
SOLE
8300
0
0
EVEREST RE GROUP LTD.
COM
G3223R108
603
3540
SH
SOLE
3540
0
0
GLOBAL SOURCES LTD
COM
G39300101
69
10800
SH
SOLE
10800
0
0
HERBALIFE LTD.
COM
G4412G101
508
13480
SH
SOLE
13480
0
0
INGERSOLL-RAND PLC
COM
G47791101
1800
28400
SH
SOLE
28400
0
0
INVESCO LTD.
COM
G491BT108
1246
31535
SH
SOLE
31535
0
0
KOSMOS ENERGY, LTD.
COM
G5315B107
157
18700
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SOLE
18700
0
0
LAZARD LTD.
COM
G54050102
440
8800
SH
SOLE
8800
0
0
MALLINCKRODT PLC
COM
G5785G107
6386
64488
SH
SOLE
64488
0
0
MARVELL TECHNOLOGY GROUP, LTD
COM
G5876H105
666
45900
SH
SOLE
45900
0
0
MICHAEL KORS HOLDINGS LTD
COM
G60754101
571
7600
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SOLE
7600
0
0
MONTPELIER RE HOLDINGS LTD
COM
G62185106
398
11100
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SOLE
11100
0
0
NABORS INDUSTRIES LTD
COM
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1456
112164
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SOLE
112164
0
0
PARTNERRE LTD.
COM
G6852T105
857
7510
SH
SOLE
7510
0
0
RENAISSANCERE HOLDINGS LTD.
COM
G7496G103
574
5900
SH
SOLE
5900
0
0
SEADRILL LTD.
COM
G7945E105
282
23600
SH
SOLE
23600
0
0
SEAGATE TECHNOLOGY, INC.
COM
G7945M107
1889
28400
SH
SOLE
28400
0
0
VANTAGE DRILLING COMPANY
COM
G93205113
1481
3030263
SH
SOLE
3030263
0
0
XLIT LTD.
COM
G98290102
1565
45535
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SOLE
45535
0
0
ACE LTD.
COM
H0023R105
3521
30650
SH
SOLE
30650
0
0
WEATHERFORD INTERNATIONAL PLC
COM
H27013103
1002
87500
SH
SOLE
87500
0
0
GARMIN LTD
COM
H2906T109
946
17900
SH
SOLE
17900
0
0
PENTAIR INC.
COM
H6169Q108
2395
36052
SH
SOLE
36052
0
0
TRANSOCEAN LTD.
COM
H8817H100
1065
58100
SH
SOLE
58100
0
0
TYCO INTERNATIONAL LTD.
COM
H89128104
785
17900
SH
SOLE
17900
0
0
TE CONNECTIVITY LTD.
COM
H8912P106
367
5800
SH
SOLE
5800
0
0
CHECK POINT SOFTWARE TECH
COM
M22465104
251
3200
SH
SOLE
3200
0
0
CNH INDUSTRIAL NV
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N20944109
136
16843
SH
SOLE
16843
0
0
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875
7267
SH
SOLE
7267
0
0
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COM
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9302
117167
SH
SOLE
117167
0
0
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COM
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765
17100
SH
SOLE
17100
0
0
COPA HOLDINGS SA
COM
P31076105
396
3820
SH
SOLE
3820
0
0
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COM
Q9235V101
2823
118200
SH
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118200
0
0
ROYAL CARIBBEAN CRUISES LTD.
COM
V7780T103
437
5300
SH
SOLE
5300
0
0
AEGEAN MARINE PETROLEUM
CONV
Y0020QAA9
2318
2000000
PRN
SOLE
2000000
0
0
AVAGO TECHNOLOGIES LIMITED
COM
Y0486S104
402
4000
SH
SOLE
4000
0
0
GOLAR LNG PARTNERS LP
COM
Y2745C102
965
30968
SH
SOLE
30968
0
0
OCEAN RIG UDW INC.
COM
Y64354205
6499
700336
SH
SOLE
700336
0
0
SEADRILL PARTNERS LLC
COM
Y7545W109
297
18300
SH
SOLE
18300
0
0
TEEKAY OFFSHORE PARTNERS LP
COM
Y8565J101
664
24790
SH
SOLE
24790
0
0