0000009015-15-000012.txt : 20151102
0000009015-15-000012.hdr.sgml : 20151102
20151102172605
ACCESSION NUMBER: 0000009015-15-000012
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150930
FILED AS OF DATE: 20151102
DATE AS OF CHANGE: 20151102
EFFECTIVENESS DATE: 20151102
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: 151191588
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
09-30-2015
09-30-2015
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
11-02-2015
0
900
4052255
false
INFORMATION TABLE
2
bcm9302015.xml
ACCO BRANDS CORPORATION
COM
00081T108
353
49900
SH
SOLE
49900
0
0
ADT CORPORATION (THE)
COM
00101J106
369
12350
SH
SOLE
12350
0
0
AFLAC INC.
COM
001055102
1384
23817
SH
SOLE
23817
0
0
AGCO CORPORATION
COM
001084102
3925
84170
SH
SOLE
84170
0
0
AGL RESOURCES INC.
COM
001204106
442
7238
SH
SOLE
7238
0
0
AH BELO CORP
COM
001282102
51
10300
SH
SOLE
10300
0
0
AES CORP., THE
COM
00130H105
2368
241864
SH
SOLE
241864
0
0
AK STEEL CORP.
CONV
001546AP5
3895
5625000
PRN
SOLE
5625000
0
0
AMC NETWORKS, INC.
COM
00164V103
585
8000
SH
SOLE
8000
0
0
AT&T INC.
COM
00206R102
11177
343065
SH
SOLE
343065
0
0
AARON'S, INC.
COM
002535300
2212
61250
SH
SOLE
61250
0
0
ABBOTT LABORATORIES
COM
002824100
4654
115726
SH
SOLE
115726
0
0
ABBVIE, INC.
COM
00287Y109
7781
143009
SH
SOLE
143009
0
0
ACTIVISION BLIZZARD, INC.
COM
00507V109
290
9400
SH
SOLE
9400
0
0
ACUITY BRANDS INC.
COM
00508Y102
748
4260
SH
SOLE
4260
0
0
ADELPHIA RECOVERY TRUST
COM
00685R409
0
1783299
SH
SOLE
1783299
0
0
ADOBE SYSTEMS INC.
COM
00724F101
2343
28495
SH
SOLE
28495
0
0
ADVANCE AUTO STORES CO., INC.
COM
00751Y106
872
4600
SH
SOLE
4600
0
0
AECOM
COM
00766T100
300
10911
SH
SOLE
10911
0
0
AETNA, INC.
COM
00817Y108
4257
38910
SH
SOLE
38910
0
0
AGILENT TECHNOLOGIES INC.
COM
00846U101
1114
32436
SH
SOLE
32436
0
0
AGRIUM, INC.
COM
008916108
1386
15485
SH
SOLE
15485
0
0
AIR PRODUCTS AND CHEMICALS INC.
COM
009158106
806
6315
SH
SOLE
6315
0
0
AIRGAS, INC.
COM
009363102
1389
15550
SH
SOLE
15550
0
0
ALASKA AIR GROUP, INC.
COM
011659109
3496
44000
SH
SOLE
44000
0
0
ALCOA, INC.
COM
013817101
364
37717
SH
SOLE
37717
0
0
ALERE INC.
COM
01449J105
1539
31968
SH
SOLE
31968
0
0
ALLEGHANY CORP.
COM
017175100
386
825
SH
SOLE
825
0
0
ALLIANCE HOLDINGS GP LP
COM
01861G100
686
22170
SH
SOLE
22170
0
0
ALLIANCE RESOURCE PARTNERS
COM
01877R108
1170
52541
SH
SOLE
52541
0
0
ALLISON TRANSMISSION HOLDINGS, INC
COM
01973R101
1886
70650
SH
SOLE
70650
0
0
ALLSTATE CORP.
COM
020002101
945
16221
SH
SOLE
16221
0
0
ALLY FINANCIAL INC.
COM
02005N100
556
27300
SH
SOLE
27300
0
0
ALTRIA GROUP INC.
COM
02209S103
4345
79870
SH
SOLE
79870
0
0
AMAZON.COM INC.
COM
023135106
19071
37257
SH
SOLE
37257
0
0
AMERCO
COM
023586100
834
2120
SH
SOLE
2120
0
0
AMERICAN AIRLINES GROUP INC.
COM
02376R102
3347
86200
SH
SOLE
86200
0
0
AMERICAN CAPITAL AGENCY CORP
REIT
02503X105
787
42100
SH
SOLE
42100
0
0
AMERICAN ELECTRIC POWER CO. INC.
COM
025537101
1763
31011
SH
SOLE
31011
0
0
AMERICAN ENERGY - PERMIA
CONV
02563WAA2
4375
17500000
PRN
SOLE
17500000
0
0
AMERICAN EXPRESS COMPANY
COM
025816109
2516
33937
SH
SOLE
33937
0
0
AMERICAN FINANCIAL GROUP, INC.
COM
025932104
551
8000
SH
SOLE
8000
0
0
AMERICAN INTERNATIONAL GROUP INC.
COM
026874784
6952
122359
SH
SOLE
122359
0
0
AMERICAN TOWER CORP.
REIT
03027X100
239
2722
SH
SOLE
2722
0
0
AMERICAN WATER WORKS CO., INC.
COM
030420103
658
11950
SH
SOLE
11950
0
0
AMERISOURCEBERGEN CORP.
COM
03073E105
3312
34867
SH
SOLE
34867
0
0
AMERIPRISE FINANCIAL INC.
COM
03076C106
418
3831
SH
SOLE
3831
0
0
AMERIGAS PARTNERS LP
COM
030975106
571
13749
SH
SOLE
13749
0
0
AMETEK, INC.
COM
031100100
449
8575
SH
SOLE
8575
0
0
AMGEN INC.
COM
031162100
14488
104746
SH
SOLE
104746
0
0
AMGEN INC.
CONV
031162AE0
23888
30000000
PRN
SOLE
30000000
0
0
AMKOR TECHNOLOGY, INC.
COM
031652100
57
12700
SH
SOLE
12700
0
0
AMSURG CORP.
COM
03232P405
210
2700
SH
SOLE
2700
0
0
AMTECH SYSTEMS INC
COM
032332504
390
90808
SH
SOLE
90808
0
0
AMTRUST FINANCIAL SERVICES, INC.
COM
032359309
2192
34800
SH
SOLE
34800
0
0
ANADARKO PETROLEUM CORP.
COM
032511107
530
8775
SH
SOLE
8775
0
0
ANADARKO PETROLEUM CORP.
CONV
032511404
26950
720000
SH
SOLE
720000
0
0
ANALOG DEVICES INC.
COM
032654105
1709
30293
SH
SOLE
30293
0
0
ANNALY CAPITAL MANAGEMENT, INC.
REIT
035710409
773
78360
SH
SOLE
78360
0
0
ANSYS, INC.
COM
03662Q105
335
3800
SH
SOLE
3800
0
0
ANTERO RESOURCES CORP
COM
03674X106
206
9730
SH
SOLE
9730
0
0
ANTHEM, INC.
COM
036752103
9488
67774
SH
SOLE
67774
0
0
ANTHRACITE CAPITAL, INC.
REIT
037023108
0
10000
SH
SOLE
10000
0
0
ANWORTH MORTGAGE ASSET CORP.
REIT
037347101
150
30300
SH
SOLE
30300
0
0
APACHE CORPORATION
COM
037411105
390
9947
SH
SOLE
9947
0
0
APOLLO RESIDENTIAL MORTGAGE IN
REIT
03763V102
222
17500
SH
SOLE
17500
0
0
APPLE INC.
COM
037833100
54529
494366
SH
SOLE
494366
0
0
APPLE HOSPITALITY REIT INC
REIT
03784Y200
470
25300
SH
SOLE
25300
0
0
APPLIED MATERIALS INC.
COM
038222105
147
10006
SH
SOLE
10006
0
0
APTARGROUP, INC.
COM
038336103
1003
15200
SH
SOLE
15200
0
0
APPROACH RESOURCES, INC.
COM
03834A103
74
39546
SH
SOLE
39546
0
0
ARCHER DANIELS MIDLAND COMPANY
COM
039483102
4644
112038
SH
SOLE
112038
0
0
ARGAN INC
COM
04010E109
440
12700
SH
SOLE
12700
0
0
ARES CAPITAL CORPORATION
COM
04010L103
3972
274300
SH
SOLE
274300
0
0
ARMSTRONG WORLD INDUSTRIES INC.
COM
04247X102
1480
31000
SH
SOLE
31000
0
0
ARROW ELECTRONICS INC.
COM
042735100
210
3800
SH
SOLE
3800
0
0
MERITOR, INC.
CONV
043353AH4
24703
25000000
PRN
SOLE
25000000
0
0
ASHFORD HOSPITALITY TRUST
REIT
044103109
65
10700
SH
SOLE
10700
0
0
ASHLAND, INC.
COM
044209104
2228
22145
SH
SOLE
22145
0
0
ASSURANT, INC.
COM
04621X108
3642
46096
SH
SOLE
46096
0
0
ATLAS AIR WORLDWIDE HLDG, INC.
COM
049164205
366
10600
SH
SOLE
10600
0
0
ATLAS ENERGY GROUP LLC
COM
04929Q102
567
254250
SH
SOLE
254250
0
0
ATMOS ENERGY CORP.
COM
049560105
253
4350
SH
SOLE
4350
0
0
AUTOMATIC DATA PROCESSING INC.
COM
053015103
1335
16610
SH
SOLE
16610
0
0
AUTONATION INC.
COM
05329W102
240
4119
SH
SOLE
4119
0
0
AUTOZONE, INC.
COM
053332102
1852
2558
SH
SOLE
2558
0
0
AVALONBAY COMMUNITIES, INC.
REIT
053484101
1189
6799
SH
SOLE
6799
0
0
AVERY DENNISON CORP.
COM
053611109
2172
38397
SH
SOLE
38397
0
0
AVNET, INC.
COM
053807103
837
19600
SH
SOLE
19600
0
0
AXIALL CORPORATION
COM
05463D100
333
21200
SH
SOLE
21200
0
0
BB&T CORPORATION
COM
054937107
1331
37397
SH
SOLE
37397
0
0
BABSON CAP PARTN INVS TRUST
COM
05616B100
838
63468
SH
SOLE
63468
0
0
BANK OF AMERICA CORPORATION
COM
060505104
15463
992513
SH
SOLE
992513
0
0
BANK OF NEW YORK MELLON CORP.
COM
064058100
4485
114552
SH
SOLE
114552
0
0
C.R. BARD, INC.
COM
067383109
1885
10116
SH
SOLE
10116
0
0
BAXALTA INC
COM
07177M103
3577
113533
SH
SOLE
113533
0
0
BECTON DICKINSON AND COMPANY
COM
075887109
816
6151
SH
SOLE
6151
0
0
BED BATH & BEYOND INC.
COM
075896100
2089
36637
SH
SOLE
36637
0
0
BEMIS COMPANY, INC.
COM
081437105
505
12760
SH
SOLE
12760
0
0
BENEFICIAL BANCORP, INC.
COM
08171T102
297
22400
SH
SOLE
22400
0
0
BERKSHIRE HATHAWAY INC.
COM
084670702
5796
44449
SH
SOLE
44449
0
0
BERRY PLASTICS GROUP, INC
COM
08579W103
6733
223900
SH
SOLE
223900
0
0
BEST BUY CO. INC.
COM
086516101
2246
60500
SH
SOLE
60500
0
0
B H P BILLITON LTD
ADR
088606108
1376
43515
SH
SOLE
43515
0
0
BIMINI CAPITAL MGMT, INC.
REIT
090319401
281
211628
SH
SOLE
211628
0
0
BIO-RAD LABORATORIES INC.
COM
090572207
784
5840
SH
SOLE
5840
0
0
BLACKHAWK NETWORK HOLDINGS INC
COM
09238E104
286
6750
SH
SOLE
6750
0
0
BLACKROCK, INC.
COM
09247X101
982
3300
SH
SOLE
3300
0
0
H&R BLOCK INC.
COM
093671105
1332
36805
SH
SOLE
36805
0
0
BLOUNT INTERNATIONAL, INC.
COM
095180105
1625
291722
SH
SOLE
291722
0
0
BOARDWALK PIPELINE PARTNERS LP
COM
096627104
733
62300
SH
SOLE
62300
0
0
BOEING COMPANY
COM
097023105
9428
71998
SH
SOLE
71998
0
0
BOOZ ALLEN HAMILTON HOLDING CORP
COM
099502106
233
8900
SH
SOLE
8900
0
0
BOSTON SCIENTIFIC CORP.
COM
101137107
706
43025
SH
SOLE
43025
0
0
BOULDER BRANDS, INC.
COM
101405108
1830
223500
SH
SOLE
223500
0
0
BOYD GAMING CORPORATION
COM
103304101
231
14200
SH
SOLE
14200
0
0
BREITBURN ENERGY PARTNERS LP
COM
106776107
558
274895
SH
SOLE
274895
0
0
BRINKER INTERNATIONAL
COM
109641100
327
6200
SH
SOLE
6200
0
0
BRISTOL-MYERS SQUIBB CO.
COM
110122108
2331
39379
SH
SOLE
39379
0
0
BROADCOM CORPORATION
COM
111320107
226
4388
SH
SOLE
4388
0
0
BROADRIDGE FINANCIAL SOLUTIONS INC.
COM
11133T103
972
17560
SH
SOLE
17560
0
0
BROCADE COMMUNICATIONS SYSTEMS INC.
COM
111621306
810
78000
SH
SOLE
78000
0
0
BROOKFIELD ASSET MGMNT
COM
112585104
354
11250
SH
SOLE
11250
0
0
BUCKEYE PARTNERS LP
COM
118230101
1251
21100
SH
SOLE
21100
0
0
CBL & ASSOCIATES PROPERTIES, INC.
REIT
124830100
457
33200
SH
SOLE
33200
0
0
CBRE GROUP INC.
COM
12504L109
1075
33585
SH
SOLE
33585
0
0
CDK GLOBAL, INC.
COM
12508E101
8627
180550
SH
SOLE
180550
0
0
CECO ENVIRONMENTAL CORP.
COM
125141101
128
15656
SH
SOLE
15656
0
0
CDW CORP/DE
COM
12514G108
552
13500
SH
SOLE
13500
0
0
CF INDUSTRIES HOLDINGS, INC.
COM
125269100
2960
65915
SH
SOLE
65915
0
0
C.H. ROBINSON WORLDWIDE, INC.
COM
12541W209
934
13774
SH
SOLE
13774
0
0
CIGNA CORP.
COM
125509109
3702
27421
SH
SOLE
27421
0
0
CME GROUP INC.
COM
12572Q105
1837
19805
SH
SOLE
19805
0
0
CMS ENERGY CORP.
COM
125896100
689
19513
SH
SOLE
19513
0
0
CSX CORP.
COM
126408103
680
25280
SH
SOLE
25280
0
0
CST BRANDS INC.
COM
12646R105
259
7700
SH
SOLE
7700
0
0
CVR ENERGY INC.
COM
12662P108
1355
33000
SH
SOLE
33000
0
0
CVR PARTNERS LP
COM
126633106
135
14411
SH
SOLE
14411
0
0
CVS HEALTH CORPORATION
COM
126650100
10210
105827
SH
SOLE
105827
0
0
CA, INC.
COM
12673P105
1631
59748
SH
SOLE
59748
0
0
CABLEVISION SYSTEMS CORPORATION
COM
12686C109
5328
164100
SH
SOLE
164100
0
0
C A C I INTERNATIONAL, INC.
COM
127190304
333
4500
SH
SOLE
4500
0
0
CADENCE DESIGN SYSTEMS, INC.
COM
127387108
1297
62700
SH
SOLE
62700
0
0
CALGON CARBON CORPORATION
COM
129603106
7336
470849
SH
SOLE
470849
0
0
CALPINE CONSTRUCTION FINANCE COMPANY, L.P.
COM
131347304
1091
74700
SH
SOLE
74700
0
0
CALUMET SPECIALTY PRODUCTS PAR
COM
131476103
894
36800
SH
SOLE
36800
0
0
CAMERON INTERNATIONAL CORPORATION
COM
13342B105
585
9543
SH
SOLE
9543
0
0
CANADIAN NATURAL RESOURCES LTD
COM
136385101
851
43760
SH
SOLE
43760
0
0
CAPITAL ONE FINANCIAL CORP.
COM
14040H105
1375
18967
SH
SOLE
18967
0
0
CARDINAL HEALTH, INC.
COM
14149Y108
3628
47233
SH
SOLE
47233
0
0
CARDTRONICS INC.
CONV
14161HAG3
7688
8300000
PRN
SOLE
8300000
0
0
CARE CAPITAL PROPERTIES INC
REIT
141624106
458
13900
SH
SOLE
13900
0
0
CARMAX, INC
COM
143130102
1418
23900
SH
SOLE
23900
0
0
CARNIVAL CORP.
COM
143658300
1274
25637
SH
SOLE
25637
0
0
CARTER'S INC.
COM
146229109
462
5100
SH
SOLE
5100
0
0
CASEY'S GENERAL STORES INC
COM
147528103
947
9200
SH
SOLE
9200
0
0
CATERPILLAR INC.
COM
149123101
1726
26405
SH
SOLE
26405
0
0
CELANESE CORPORATION
COM
150870103
2154
36410
SH
SOLE
36410
0
0
CELGENE CORPORATION
COM
151020104
6225
57544
SH
SOLE
57544
0
0
CENTENE CORPORATION
COM
15135B101
2278
42000
SH
SOLE
42000
0
0
CENGAGE LEARNING HOLDINGS II L.P.
COM
15136X102
5725
216054
SH
SOLE
216054
0
0
CENTERPOINT ENERGY INC.
COM
15189T107
183
10166
SH
SOLE
10166
0
0
CENTURYLINK, INC.
COM
156700106
1108
44089
SH
SOLE
44089
0
0
CHARLES RIVER LABORATORIES INTERNATIONAL INC.
COM
159864107
565
8900
SH
SOLE
8900
0
0
CHART INDUSTRIES INC.
CONV
16115QAC4
2458
2813000
PRN
SOLE
2813000
0
0
CHASE PACKAGING CORP.
COM
161635107
1
19082
SH
SOLE
19082
0
0
CHEESECAKE FACTORY INC/THE
COM
163072101
200
3700
SH
SOLE
3700
0
0
CHEMED CORPORATION
COM
16359R103
294
2200
SH
SOLE
2200
0
0
CHEMOURS COMPANY (THE)
COM
163851108
447
69115
SH
SOLE
69115
0
0
CHESAPEAKE ENERGY CORP.
COM
165167107
102
13888
SH
SOLE
13888
0
0
CHESAPEAKE ENERGY CORPORATION
CONV
165167BZ9
17101
19885000
PRN
SOLE
19885000
0
0
CHESAPEAKE ENERGY CORPORATION
CONV
165167CA3
22750
26000000
PRN
SOLE
26000000
0
0
CHESAPEAKE ENERGY CORPORATION
CONV
165167CB1
1420
2000000
PRN
SOLE
2000000
0
0
CHEVRON CORPORATION
COM
166764100
3574
45315
SH
SOLE
45315
0
0
CHICAGO BRIDGE & IRON COMPANY N.V.
COM
167250109
408
10300
SH
SOLE
10300
0
0
CHIMERA INVESTMENT CORP
REIT
16934Q208
257
19200
SH
SOLE
19200
0
0
CHOICE HOTELS INTERNATIONAL INC.
COM
169905106
524
11000
SH
SOLE
11000
0
0
CHUBB CORPORATION
COM
171232101
2590
21114
SH
SOLE
21114
0
0
CHURCH & DWIGHT COMPANY, INC.
COM
171340102
1020
12160
SH
SOLE
12160
0
0
CHURCHILL DOWNS, INC.
COM
171484108
360
2690
SH
SOLE
2690
0
0
CINCINNATI FINANCIAL CORP.
COM
172062101
2215
41163
SH
SOLE
41163
0
0
CINEMARK HOLDINGS INC.
COM
17243V102
367
11300
SH
SOLE
11300
0
0
CIRRUS LOGIC INC
COM
172755100
378
12000
SH
SOLE
12000
0
0
CISCO SYSTEMS INC.
COM
17275R102
10252
390566
SH
SOLE
390566
0
0
CINTAS CORPORATION
COM
172908105
1589
18527
SH
SOLE
18527
0
0
CITIGROUP INC.
COM
172967424
19012
383221
SH
SOLE
383221
0
0
CITIZENS FINANCIAL GROUP, INC.
COM
174610105
231
9700
SH
SOLE
9700
0
0
CITRIX SYSTEMS INC.
COM
177376100
1976
28522
SH
SOLE
28522
0
0
CITRIX SYSTEMS, INC.
CONV
177376AD2
31631
30000000
PRN
SOLE
30000000
0
0
CLEAN HARBORS INC.
COM
184496107
3660
83234
SH
SOLE
83234
0
0
CLEAN ENERGY FUELS CORP.
COM
184499101
900
200000
SH
SOLE
200000
0
0
CLIFFS NATURAL RESOURCES, INC.
COM
18683K101
29
12015
SH
SOLE
12015
0
0
CLOROX COMPANY
COM
189054109
2545
22030
SH
SOLE
22030
0
0
CLOUD PEAK ENERGY INC
COM
18911Q102
87
33255
SH
SOLE
33255
0
0
COACH, INC.
COM
189754104
1178
40713
SH
SOLE
40713
0
0
COCA-COLA CO., THE
COM
191216100
6632
165314
SH
SOLE
165314
0
0
COCA-COLA ENTERPRISES, INC.
COM
19122T109
2938
60763
SH
SOLE
60763
0
0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION
COM
192446102
2127
33974
SH
SOLE
33974
0
0
COLGATE-PALMOLIVE CO.
COM
194162103
1158
18242
SH
SOLE
18242
0
0
COLUMBUS MCKINNON CORPORATION
COM
199333105
2550
140413
SH
SOLE
140413
0
0
COMCAST CORP.
COM
20030N101
1643
28893
SH
SOLE
28893
0
0
COMMSCOPE HOLDING COMPANY, INC.
COM
20337X109
2018
67200
SH
SOLE
67200
0
0
COMMUNICATIONS SALES & LEASING, INC
REIT
20341J104
298
16622
SH
SOLE
16622
0
0
COMMUNITY HEALTH SYSTEMS, INC.
COM
203668108
731
17100
SH
SOLE
17100
0
0
COMPANIA DE MINAS BUENAVENTURA
ADR
204448104
299
50100
SH
SOLE
50100
0
0
COMPUTER SCIENCES CORP.
COM
205363104
3012
49071
SH
SOLE
49071
0
0
CONAGRA FOODS INC.
COM
205887102
1975
48758
SH
SOLE
48758
0
0
CONOCOPHILLIPS
COM
20825C104
4894
102042
SH
SOLE
102042
0
0
CONSOLIDATED COMMUNICATIONS HO
COM
209034107
220
11400
SH
SOLE
11400
0
0
CONSOLIDATED EDISON, INC.
COM
209115104
1701
25451
SH
SOLE
25451
0
0
CONTINENTAL BUILDING PRODUCTS INC
COM
211171103
2089
101700
SH
SOLE
101700
0
0
CONTINENTAL RESOURCES, INC.
COM
212015101
465
16040
SH
SOLE
16040
0
0
CORELOGIC INC.
COM
21871D103
704
18900
SH
SOLE
18900
0
0
CORNING, INC.
COM
219350105
1656
96741
SH
SOLE
96741
0
0
COSTCO WHOLESALE CORP.
COM
22160K105
985
6814
SH
SOLE
6814
0
0
COTY INC.
COM
222070203
1084
40050
SH
SOLE
40050
0
0
CREDIT ACCEPTANCE CORP.
COM
225310101
331
1680
SH
SOLE
1680
0
0
CRESTWOOD EQUITY PARTNERS LP
COM
226344109
355
155600
SH
SOLE
155600
0
0
CROCS, INC.
COM
227046109
156
12100
SH
SOLE
12100
0
0
CROWN CASTLE INTERNATIONAL CORP.
REIT
22822V101
3186
40400
SH
SOLE
40400
0
0
CROWN HOLDINGS INC.
COM
228368106
462
10100
SH
SOLE
10100
0
0
CUMMINS, INC.
COM
231021106
1263
11628
SH
SOLE
11628
0
0
DCP MIDSTREAM PARTNERS LP
COM
23311P100
1349
55770
SH
SOLE
55770
0
0
D.R. HORTON INC.
COM
23331A109
590
20106
SH
SOLE
20106
0
0
DST SYSTEMS, INC.
COM
233326107
623
5930
SH
SOLE
5930
0
0
DTE ENERGY COMPANY
COM
233331107
441
5482
SH
SOLE
5482
0
0
DSW, INC.
COM
23334L102
795
31400
SH
SOLE
31400
0
0
DANAHER CORPORATION
COM
235851102
4929
57848
SH
SOLE
57848
0
0
DARDEN RESTAURANTS, INC.
COM
237194105
5259
76727
SH
SOLE
76727
0
0
DEERE & COMPANY
COM
244199105
2341
31631
SH
SOLE
31631
0
0
DELTA AIR LINES, INC.
COM
247361702
5223
116397
SH
SOLE
116397
0
0
DENTSPLY INTERNATIONAL, INC.
COM
249030107
357
7067
SH
SOLE
7067
0
0
DETOUR GOLD CORPORATION
CONV
250669AA6
5950
6170000
PRN
SOLE
6170000
0
0
DEVON ENERGY CORP.
COM
25179M103
242
6514
SH
SOLE
6514
0
0
DIGITAL REALTY TRUST INC.
REIT
253868103
999
15300
SH
SOLE
15300
0
0
DIGITALGLOBE INC.
COM
25389M877
1742
91575
SH
SOLE
91575
0
0
DILLARD'S, INC.
COM
254067101
1032
11810
SH
SOLE
11810
0
0
WALT DISNEY COMPANY, THE
COM
254687106
15447
151144
SH
SOLE
151144
0
0
DISCOVER FINANCIAL SERVICES INC.
COM
254709108
1439
27678
SH
SOLE
27678
0
0
DISCOVERY COMMUNICATIONS INC.
COM
25470F104
239
9200
SH
SOLE
9200
0
0
DISCOVERY COMMUNICATIONS INC.
COM
25470F302
367
15100
SH
SOLE
15100
0
0
DISH NETWORK CORP.
COM
25470M109
2660
45600
SH
SOLE
45600
0
0
DOLLAR GENERAL CORP.
COM
256677105
1123
15500
SH
SOLE
15500
0
0
DOMINION RESOURCES INC.
COM
25746U109
1054
14978
SH
SOLE
14978
0
0
DOMINOS PIZZA, INC.
COM
25754A201
521
4830
SH
SOLE
4830
0
0
DOMTAR CORP.
COM
257559203
472
13200
SH
SOLE
13200
0
0
DONALDSON CO, INC.
COM
257651109
305
10875
SH
SOLE
10875
0
0
R.R. DONNELLEY & SONS COMPANY
COM
257867101
575
39500
SH
SOLE
39500
0
0
DORMAN PRODUCTS, INC.
COM
258278100
275
5400
SH
SOLE
5400
0
0
DOUGLAS DYNAMICS INC
COM
25960R105
415
20900
SH
SOLE
20900
0
0
DOVER CORP.
COM
260003108
1731
30276
SH
SOLE
30276
0
0
DOW CHEMICAL CO., THE
COM
260543103
3433
80976
SH
SOLE
80976
0
0
DR PEPPER SNAPPLE GROUP INC.
COM
26138E109
3819
48314
SH
SOLE
48314
0
0
DREW INDUSTRIES, INC.
COM
26168L205
1338
24500
SH
SOLE
24500
0
0
E.I. DU PONT DE NEMOURS AND COMPANY
COM
263534109
2607
54091
SH
SOLE
54091
0
0
DUKE ENERGY CORP.
COM
26441C204
747
10390
SH
SOLE
10390
0
0
DUN & BRADSTREET CORP., THE
COM
26483E100
1051
10005
SH
SOLE
10005
0
0
E C C CAPITAL CORP.
REIT
26826M108
48
1200000
SH
SOLE
1200000
0
0
EMC CORP.
COM
268648102
3517
145557
SH
SOLE
145557
0
0
ENI SPA
ADR
26874R108
1277
40700
SH
SOLE
40700
0
0
EQT MIDSTREAM PARTNERS LP
COM
26885B100
1413
21300
SH
SOLE
21300
0
0
E*TRADE FINANCIAL CORP.
COM
269246401
657
24954
SH
SOLE
24954
0
0
EARTHLINK HOLDINGS CORP
COM
27033X101
118
15200
SH
SOLE
15200
0
0
EAST WEST BANCORP, INC.
COM
27579R104
430
11200
SH
SOLE
11200
0
0
EASTMAN CHEMICAL COMPANY
COM
277432100
6080
93936
SH
SOLE
93936
0
0
EBAY INC.
COM
278642103
2082
85172
SH
SOLE
85172
0
0
ENERGIZER HOLDINGS INC.
COM
28035Q102
428
5250
SH
SOLE
5250
0
0
EDISON INTERNATIONAL
COM
281020107
1422
22540
SH
SOLE
22540
0
0
EDWARDS LIFESCIENCES CORP.
COM
28176E108
2205
15510
SH
SOLE
15510
0
0
ELECTRONIC ARTS, INC.
COM
285512109
3518
51923
SH
SOLE
51923
0
0
ELECTRONICS FOR IMAGING
COM
286082102
225
5200
SH
SOLE
5200
0
0
EMERGENT BIOSOLUTIONS INC
COM
29089Q105
217
7600
SH
SOLE
7600
0
0
ENABLE MIDSTREAM PARTNERS LP
COM
292480100
1125
89006
SH
SOLE
89006
0
0
ENBRIDGE ENERGY PARTNERS
COM
29250R106
2595
104975
SH
SOLE
104975
0
0
ENERGIZER HOLDINGS INC.
COM
29272W109
309
7970
SH
SOLE
7970
0
0
ENERGY TRANSFER PARTNERS
COM
29273R109
5987
145786
SH
SOLE
145786
0
0
ENERGY TRANSFER EQUITY LP
COM
29273V100
5356
257380
SH
SOLE
257380
0
0
ENGILITY HOLDINGS INC
COM
29286C107
237
9200
SH
SOLE
9200
0
0
ENLINK MIDSTREAM PARTNERS LP
COM
29336U107
934
59261
SH
SOLE
59261
0
0
ENTERGY CORP
COM
29364G103
769
11809
SH
SOLE
11809
0
0
ENTERPRISE PRODUCTS PARTNERS L
COM
293792107
6301
253059
SH
SOLE
253059
0
0
EQUIFAX, INC.
COM
294429105
4628
47628
SH
SOLE
47628
0
0
EQUINIX INC.
COM
29444U700
582
2130
SH
SOLE
2130
0
0
EQUITY RESIDENTIAL
REIT
29476L107
1717
22857
SH
SOLE
22857
0
0
ESSEX PROPERTY TRUST INC.
REIT
297178105
885
3963
SH
SOLE
3963
0
0
ESSEX RENTAL CORPORATION
COM
297187106
70
189350
SH
SOLE
189350
0
0
ESTERLINE TECHNOLOGIES CORPORATION
COM
297425100
311
4326
SH
SOLE
4326
0
0
EVERSOURCE ENERGY
COM
30040W108
431
8515
SH
SOLE
8515
0
0
EXELON CORP.
COM
30161N101
3206
107938
SH
SOLE
107938
0
0
EXPEDIA INC.
COM
30212P303
3177
27000
SH
SOLE
27000
0
0
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC.
COM
302130109
1934
41110
SH
SOLE
41110
0
0
EXPRESS SCRIPTS HOLDING COMPANY
COM
30219G108
6366
78626
SH
SOLE
78626
0
0
EXTERRAN PARTNERS LP
COM
30225N105
2116
128800
SH
SOLE
128800
0
0
EXTRA SPACE STORAGE, INC.
REIT
30225T102
525
6800
SH
SOLE
6800
0
0
EXXONMOBIL CORP.
COM
30231G102
18218
245036
SH
SOLE
245036
0
0
FMC TECHNOLOGIES INC.
COM
30249U101
276
8912
SH
SOLE
8912
0
0
FTD COS INC
COM
30281V108
1699
57000
SH
SOLE
57000
0
0
FACEBOOK INC
COM
30303M102
3542
39400
SH
SOLE
39400
0
0
FACTSET RESEARCH SYSTEMS, INC.
COM
303075105
1724
10790
SH
SOLE
10790
0
0
FAIR ISAAC CORP
COM
303250104
228
2700
SH
SOLE
2700
0
0
FEDEX CORPORATION
COM
31428X106
941
6536
SH
SOLE
6536
0
0
F5 NETWORKS, INC.
COM
315616102
3696
31916
SH
SOLE
31916
0
0
FIBRIA CELULOSE SA
ADR
31573A109
560
41300
SH
SOLE
41300
0
0
FIDELITY NATL INFO SVCS, INC.
COM
31620M106
1198
17860
SH
SOLE
17860
0
0
FIDELITY NATIONAL FINANCIAL INC.
COM
31620R303
594
16757
SH
SOLE
16757
0
0
FIESTA RESTAURANT GROUP
COM
31660B101
3658
80618
SH
SOLE
80618
0
0
FIFTH THIRD BANCORP
COM
316773100
942
49802
SH
SOLE
49802
0
0
FIREEYE INC
COM
31816Q101
716
22500
SH
SOLE
22500
0
0
FIRST SOLAR INC.
COM
336433107
2176
50900
SH
SOLE
50900
0
0
FISERV, INC.
COM
337738108
3739
43170
SH
SOLE
43170
0
0
FIRSTENERGY CORP.
COM
337932107
2044
65273
SH
SOLE
65273
0
0
FLUOR CORP.
COM
343412102
400
9456
SH
SOLE
9456
0
0
FOOT LOCKER, INC.
COM
344849104
2591
36000
SH
SOLE
36000
0
0
FORD MOTOR COMPANY
COM
345370860
4349
320475
SH
SOLE
320475
0
0
FOREST CITY ENTERPRISES, INC.
REIT
345550107
469
23300
SH
SOLE
23300
0
0
FORTINET INC
COM
34959E109
1155
27200
SH
SOLE
27200
0
0
FOSSIL, INC.
COM
34988V106
585
10460
SH
SOLE
10460
0
0
FRANKLIN RESOURCES INC.
COM
354613101
411
11035
SH
SOLE
11035
0
0
FREEPORT-MCMORAN INC.
COM
35671D857
871
89868
SH
SOLE
89868
0
0
FRONTIER COMMUNICATIONS CORP.
COM
35906A108
271
57115
SH
SOLE
57115
0
0
GEO GROUP, INC. (THE)
REIT
36162J106
3508
117939
SH
SOLE
117939
0
0
GNC HOLDINGS INC.
COM
36191G107
1467
36300
SH
SOLE
36300
0
0
GSE SYSTEMS INC
COM
36227K106
703
472100
SH
SOLE
472100
0
0
G-III APPAREL GROUP LTD
COM
36237H101
395
6400
SH
SOLE
6400
0
0
GAMESTOP CORP.
COM
36467W109
3281
79612
SH
SOLE
79612
0
0
TEGNA INC.
COM
36473H104
186
12627
SH
SOLE
12627
0
0
GAP INC., THE
COM
364760108
1516
53195
SH
SOLE
53195
0
0
GARTNER, INC.
COM
366651107
327
3900
SH
SOLE
3900
0
0
GENERAL DYNAMICS CORPORATION
COM
369550108
5948
43120
SH
SOLE
43120
0
0
GENERAL ELECTRIC COMPANY
COM
369604103
24357
965762
SH
SOLE
965762
0
0
GENERAL GROWTH PROPERTIES, INC.
REIT
370023103
1131
43540
SH
SOLE
43540
0
0
GENERAL MILLS, INC.
COM
370334104
1427
25416
SH
SOLE
25416
0
0
GENERAL MOTORS COMPANY
COM
37045V100
2828
94200
SH
SOLE
94200
0
0
GENTEX CORPORATION
COM
371901109
343
22120
SH
SOLE
22120
0
0
GENUINE PARTS CO
COM
372460105
511
6170
SH
SOLE
6170
0
0
GEO SPECIALTY CHEMICALS, INC.
COM
37246R106
0
80750
SH
SOLE
80750
0
0
GENWORTH HOLDINGS INC.
COM
37247D106
263
56944
SH
SOLE
56944
0
0
GEOMET, INC.
COM
37250U201
0
85857
SH
SOLE
85857
0
0
GILEAD SCIENCES, INC.
COM
375558103
18038
183702
SH
SOLE
183702
0
0
GLOBAL PAYMENTS, INC.
COM
37940X102
1173
10220
SH
SOLE
10220
0
0
GLOBAL PARTNERS LP/MA
COM
37946R109
675
23810
SH
SOLE
23810
0
0
GODADDY INC
COM
380237107
366
14500
SH
SOLE
14500
0
0
GOLD FIELDS LTD
ADR
38059T106
78
29340
SH
SOLE
29340
0
0
GOLDMAN SACHS GROUP, INC.
COM
38141G104
2292
13188
SH
SOLE
13188
0
0
GOODYEAR TIRE & RUBBER COMPANY (THE)
COM
382550101
2602
88712
SH
SOLE
88712
0
0
GOOGLE INC.
COM
38259P508
13440
21053
SH
SOLE
21053
0
0
GOOGLE INC.
COM
38259P706
11953
19646
SH
SOLE
19646
0
0
GRACO, INC.
COM
384109104
1582
23600
SH
SOLE
23600
0
0
GRAHAM HOLDINGS COMPANY
COM
384637104
494
856
SH
SOLE
856
0
0
GRAPHIC PACKAGING HOLDING CO.
COM
388689101
2309
180500
SH
SOLE
180500
0
0
GREEN PLAINS INC
CONV
393222AD6
5616
5000000
PRN
SOLE
5000000
0
0
GRIFFON CORPORATION
COM
398433102
251
15900
SH
SOLE
15900
0
0
GROUP 1 AUTOMOTIVE, INC.
COM
398905109
264
3100
SH
SOLE
3100
0
0
GROUPON INC
COM
399473107
148
45400
SH
SOLE
45400
0
0
HCA HOLDINGS, INC.
COM
40412C101
2344
30300
SH
SOLE
30300
0
0
HCP INC.
REIT
40414L109
239
6411
SH
SOLE
6411
0
0
HD SUPPLY HOLDINGS INC
COM
40416M105
229
8000
SH
SOLE
8000
0
0
HAEMONETICS CORPORATION
COM
405024100
1975
61100
SH
SOLE
61100
0
0
HALLADOR ENERGY CO
COM
40609P105
348
50025
SH
SOLE
50025
0
0
HALYARD HEALTH, INC.
COM
40650V100
3557
125075
SH
SOLE
125075
0
0
HANOVER INSURANCE GROUP INC., THE
COM
410867105
326
4200
SH
SOLE
4200
0
0
HARLEY-DAVIDSON INC.
COM
412822108
5627
102502
SH
SOLE
102502
0
0
HARMAN INTL INDUSTRIES, INC.
COM
413086109
661
6883
SH
SOLE
6883
0
0
HARRIS CORPORATION
COM
413875105
3515
48057
SH
SOLE
48057
0
0
HARTFORD FINANCIAL SERVICES GROUP INC., THE
COM
416515104
3037
66332
SH
SOLE
66332
0
0
HASBRO INC.
COM
418056107
792
10978
SH
SOLE
10978
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
395
16000
SH
SOLE
16000
0
0
HEALTHSOUTH CORP.
COM
421924309
208
5420
SH
SOLE
5420
0
0
HEALTH NET INC/CA
COM
42222G108
2023
33600
SH
SOLE
33600
0
0
JACK HENRY & ASSOCIATES INC
COM
426281101
251
3600
SH
SOLE
3600
0
0
HERCULES, INC.
CONV
427056BC9
7809
8906
PRN
SOLE
8906
0
0
HERSHEY COMPANY, THE
COM
427866108
273
2966
SH
SOLE
2966
0
0
HESS CORPORATION
COM
42809H107
1000
19979
SH
SOLE
19979
0
0
HEWLETT-PACKARD CO.
COM
428236103
3184
124337
SH
SOLE
124337
0
0
HEXCEL CORPORATION
COM
428291108
448
9990
SH
SOLE
9990
0
0
HI-CRUSH PARTNERS LP
COM
428337109
149
19875
SH
SOLE
19875
0
0
HILLENBRAND, INC.
COM
431571108
416
16000
SH
SOLE
16000
0
0
HILTON WORLDWIDE HOLDINGS INC.
COM
43300A104
353
15400
SH
SOLE
15400
0
0
HOLLYFRONTIER CORP.
COM
436106108
3373
69064
SH
SOLE
69064
0
0
HOLOGIC, INC.
COM
436440101
2113
54000
SH
SOLE
54000
0
0
HOME DEPOT, INC.
COM
437076102
14854
128617
SH
SOLE
128617
0
0
HONEYWELL INTERNATIONAL, INC.
COM
438516106
2197
23207
SH
SOLE
23207
0
0
HORMEL FOODS CORP.
COM
440452100
2049
32360
SH
SOLE
32360
0
0
HORNBECK OFFSHORE SVCS, INC.
CONV
440543AN6
32012
43150000
PRN
SOLE
43150000
0
0
HOST HOTELS & RESORTS, INC.
REIT
44107P104
300
18970
SH
SOLE
18970
0
0
HUMANA, INC.
COM
444859102
2278
12729
SH
SOLE
12729
0
0
HUNTINGTON BANCSHARES, INC.
COM
446150104
2653
250281
SH
SOLE
250281
0
0
HUNTINGTON INGALLS INDUSTRIES INC.
COM
446413106
2134
19920
SH
SOLE
19920
0
0
HUNTSMAN CORPORATION
COM
447011107
2852
294320
SH
SOLE
294320
0
0
IAC/INTERACTIVECORP
COM
44919P508
1266
19400
SH
SOLE
19400
0
0
IHS INC
COM
451734107
943
8130
SH
SOLE
8130
0
0
ILLINOIS TOOL WORKS INC.
COM
452308109
2495
30315
SH
SOLE
30315
0
0
ILLUMINA, INC.
COM
452327109
243
1380
SH
SOLE
1380
0
0
INGLES MARKETS, INC.
COM
457030104
220
4600
SH
SOLE
4600
0
0
INGREDION INCORPORATED
COM
457187102
4661
53385
SH
SOLE
53385
0
0
INSIGHT ENTERPRISE, INC.
COM
45765U103
209
8100
SH
SOLE
8100
0
0
INNOPHOS HOLDINGS, INC.
COM
45774N108
5605
141400
SH
SOLE
141400
0
0
INOVALON HOLDINGS INC
COM
45781D101
331
15900
SH
SOLE
15900
0
0
INTEGRA LIFESCIENCES HOLDINGS
COM
457985208
328
5500
SH
SOLE
5500
0
0
INTEL CORPORATION
COM
458140100
9010
298934
SH
SOLE
298934
0
0
INTEL CORPORATION
CONV
458140AF7
15238
10100000
PRN
SOLE
10100000
0
0
INTERCONTINENTAL EXCHANGE, INC.
COM
45866F104
750
3192
SH
SOLE
3192
0
0
INTERNATIONAL BUSINESS MACHINES CORPORATION
COM
459200101
6300
43460
SH
SOLE
43460
0
0
INTERNATIONAL FLAVORS & FRAGRANCES, INC.
COM
459506101
326
3153
SH
SOLE
3153
0
0
INTERNATIONAL PAPER COMPANY
COM
460146103
4296
113669
SH
SOLE
113669
0
0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE)
COM
460690100
2272
118786
SH
SOLE
118786
0
0
INTUITIVE SURGICAL, INC.
COM
46120E602
798
1736
SH
SOLE
1736
0
0
ISHARES MSCI
ETF
464286848
282
24700
SH
SOLE
24700
0
0
ISHARES TRUST
OPT
464287234
358915
10949200
SH
Put
SOLE
10949200
0
0
ISHARES TRUST
ETF
464287465
4209
73430
SH
SOLE
73430
0
0
ISHARES TRUST
OPT
464287465
230541
4022000
SH
Put
SOLE
4022000
0
0
ISHARES TRUST
ETF
464287655
218
2000
SH
SOLE
2000
0
0
ISHARES TRUST
OPT
464287655
75362
690000
SH
Put
SOLE
690000
0
0
ISHARES TRUST
ETF
464287689
57240
502589
SH
SOLE
502589
0
0
ISHARES MSCI UNITED KINGDOM ETF
ETF
46434V548
177
10800
SH
SOLE
10800
0
0
JPMORGAN CHASE & CO.
COM
46625H100
16091
263914
SH
SOLE
263914
0
0
JABIL CIRCUIT, INC.
COM
466313103
2682
119900
SH
SOLE
119900
0
0
JACOBS ENGINEERING GROUP, INC.
COM
469814107
1903
50844
SH
SOLE
50844
0
0
JAKKS PACIFIC, INC.
COM
47012E106
230
27000
SH
SOLE
27000
0
0
JARDEN CORPORATION
COM
471109108
2018
41275
SH
SOLE
41275
0
0
JARDEN CORP.
CONV
471109AL2
8102
6038000
PRN
SOLE
6038000
0
0
JETBLUE AIRWAYS CORPORATION
COM
477143101
4090
158700
SH
SOLE
158700
0
0
JOHNSON & JOHNSON
COM
478160104
12992
139171
SH
SOLE
139171
0
0
JONES LANG LASALLE INC.
COM
48020Q107
1833
12750
SH
SOLE
12750
0
0
JUNIPER NETWORKS INC.
COM
48203R104
3983
154937
SH
SOLE
154937
0
0
KAR AUCTION SERVICES INC.
COM
48238T109
2680
75500
SH
SOLE
75500
0
0
KBR, INC.
COM
48242W106
626
37600
SH
SOLE
37600
0
0
KLA-TENCOR CORP.
COM
482480100
1114
22287
SH
SOLE
22287
0
0
KLX INC.
COM
482539103
2198
61500
SH
SOLE
61500
0
0
KENNAMETAL INC.
COM
489170100
463
18600
SH
SOLE
18600
0
0
KEYCORP
COM
493267108
1052
80836
SH
SOLE
80836
0
0
KEYSIGHT TECHNOLOGIES, INC.
COM
49338L103
3741
121310
SH
SOLE
121310
0
0
KILROY REALTY CORP.
REIT
49427F108
202
3100
SH
SOLE
3100
0
0
KIMBALL ELECTRONICS INC
COM
49428J109
3916
328229
SH
SOLE
328229
0
0
KIMBERLY-CLARK CORP.
COM
494368103
901
8265
SH
SOLE
8265
0
0
KIMCO REALTY CORP.
REIT
49446R109
454
18577
SH
SOLE
18577
0
0
KINDER MORGAN INC.
COM
49456B101
459
16598
SH
SOLE
16598
0
0
KNOWLES CORP
COM
49926D109
5431
294700
SH
SOLE
294700
0
0
KOHL'S CORP.
COM
500255104
977
21091
SH
SOLE
21091
0
0
KRAFT HEINZ CO/THE
COM
500754106
6959
98597
SH
SOLE
98597
0
0
KROGER COMPANY
COM
501044101
4507
124946
SH
SOLE
124946
0
0
L BRANDS, INC.
COM
501797104
1568
17400
SH
SOLE
17400
0
0
LRR ENERGY LP
COM
50214A104
557
137878
SH
SOLE
137878
0
0
L-3 COMMUNICATIONS HOLDINGS INC.
COM
502424104
539
5154
SH
SOLE
5154
0
0
LABORATORY CORPORATION OF AMERICA HOLDINGS
COM
50540R409
619
5710
SH
SOLE
5710
0
0
LAM RESEARCH CORP.
COM
512807108
1904
29138
SH
SOLE
29138
0
0
LANDS' END INC
COM
51509F105
690
25550
SH
SOLE
25550
0
0
LAS VEGAS SANDS CORP.
COM
517834107
589
15500
SH
SOLE
15500
0
0
ESTEE LAUDER COMPANIES, INC.
COM
518439104
1675
20766
SH
SOLE
20766
0
0
LEAR CORPORATION
COM
521865204
2762
25390
SH
SOLE
25390
0
0
LEGGETT & PLATT, INCORPORATED
COM
524660107
1195
28981
SH
SOLE
28981
0
0
LEGG MASON, INC.
COM
524901105
1422
34173
SH
SOLE
34173
0
0
LEIDOS HOLDINGS, INC.
COM
525327102
1935
46850
SH
SOLE
46850
0
0
LENNAR CORPORATION
COM
526057302
1228
31000
SH
SOLE
31000
0
0
LEUCADIA NATIONAL CORPORATION
COM
527288104
700
34541
SH
SOLE
34541
0
0
LEVEL 3 COMMUNICATIONS INC.
COM
52729N308
426
9740
SH
SOLE
9740
0
0
LEXMARK INTERNATIONAL, INC.
COM
529771107
298
10300
SH
SOLE
10300
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M104
957
36500
SH
SOLE
36500
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M880
1046
25920
SH
SOLE
25920
0
0
LIFEPOINT HOSPITALS INC.
COM
53219L109
347
4900
SH
SOLE
4900
0
0
ELI LILLY & CO.
COM
532457108
6488
77521
SH
SOLE
77521
0
0
LINCOLN ELECTRIC HOLDINGS, INC.
COM
533900106
1956
37300
SH
SOLE
37300
0
0
LINCOLN NATIONAL CORP.
COM
534187109
1087
22907
SH
SOLE
22907
0
0
LINN ENERGY LLC
COM
536020100
66
24600
SH
SOLE
24600
0
0
LOCKHEED MARTIN CORPORATION
COM
539830109
1749
8436
SH
SOLE
8436
0
0
LOWE'S COMPANIES, INC.
COM
548661107
7955
115424
SH
SOLE
115424
0
0
M&T BANK CORPORATION
COM
55261F104
420
3441
SH
SOLE
3441
0
0
MFA FINANCIAL, INC.
REIT
55272X102
1109
162800
SH
SOLE
162800
0
0
M K S INSTRUMENTS, INC.
COM
55306N104
272
8100
SH
SOLE
8100
0
0
MSCI INC.
COM
55354G100
291
4900
SH
SOLE
4900
0
0
MACERICH COMPANY, THE
REIT
554382101
536
6982
SH
SOLE
6982
0
0
MACK-CALI REALTY CORP.
REIT
554489104
224
11850
SH
SOLE
11850
0
0
MACQUARIE INFRASTRUCTURE CORP
COM
55608B105
336
4500
SH
SOLE
4500
0
0
MACY'S, INC.
COM
55616P104
3086
60135
SH
SOLE
60135
0
0
MADISON SQUARE GARDEN INC
COM
55826P100
483
6700
SH
SOLE
6700
0
0
MAGELLAN MIDSTREAM PARTNERS
COM
559080106
1497
24900
SH
SOLE
24900
0
0
MANPOWERGROUP INC.
COM
56418H100
549
6700
SH
SOLE
6700
0
0
MARATHON PETROLEUM CORPORATION
COM
56585A102
4360
94110
SH
SOLE
94110
0
0
MARKEL CORPORATION
COM
570535104
623
777
SH
SOLE
777
0
0
MARKWEST ENERGY OPERATING CO
COM
570759100
775
18070
SH
SOLE
18070
0
0
MARRIOTT VACATIONS WORLDWIDE
COM
57164Y107
279
4100
SH
SOLE
4100
0
0
MARSH & MCLENNAN COMPANIES, INC.
COM
571748102
1569
30043
SH
SOLE
30043
0
0
MARRIOTT INTERNATIONAL, INC.
COM
571903202
1333
19549
SH
SOLE
19549
0
0
MARTIN MARIETTA MATERIALS INC.
COM
573284106
228
1500
SH
SOLE
1500
0
0
MASCO CORP.
COM
574599106
4236
168219
SH
SOLE
168219
0
0
MASIMO CORP
COM
574795100
208
5400
SH
SOLE
5400
0
0
MASTERCARD INCORPORATED
COM
57636Q104
4164
46210
SH
SOLE
46210
0
0
MAXIM INTEGRATED PRODUCTS, INC.
COM
57772K101
665
19900
SH
SOLE
19900
0
0
MCCORMICK & COMPANY, INCORPORATED
COM
579780206
216
2634
SH
SOLE
2634
0
0
MCDONALD'S CORPORATION
COM
580135101
1922
19505
SH
SOLE
19505
0
0
MCGRAW-HILL FINANCIAL, INC.
COM
580645109
1029
11897
SH
SOLE
11897
0
0
MCKESSON CORPORATION
COM
58155Q103
5326
28786
SH
SOLE
28786
0
0
MEAD JOHNSON NUTRITION COMPANY
COM
582839106
516
7336
SH
SOLE
7336
0
0
MEDASSETS INC.
COM
584045108
214
10645
SH
SOLE
10645
0
0
MEDIFAST INC
COM
58470H101
212
7900
SH
SOLE
7900
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
413
9800
SH
SOLE
9800
0
0
MEDIVATION INC
COM
58501N101
351
8260
SH
SOLE
8260
0
0
MEDNAX, INC.
COM
58502B106
2434
31700
SH
SOLE
31700
0
0
MERCK & CO., INC.
COM
58933Y105
11544
233740
SH
SOLE
233740
0
0
MERITOR, INC.
CONV
59001KAC4
22442
16547000
PRN
SOLE
16547000
0
0
METLIFE, INC.
COM
59156R108
3091
65559
SH
SOLE
65559
0
0
METTLER-TOLEDO INTERNATIONAL INC.
COM
592688105
578
2030
SH
SOLE
2030
0
0
MICHAELS COMPANIES, INC.
COM
59408Q106
751
32500
SH
SOLE
32500
0
0
MICROSOFT CORP.
COM
594918104
13198
298196
SH
SOLE
298196
0
0
MICROCHIP TECHNOLOGY INC.
COM
595017104
506
11745
SH
SOLE
11745
0
0
MICRON TECHNOLOGY INC.
COM
595112103
1559
104050
SH
SOLE
104050
0
0
MICRON TECHNOLOGY INC.
CONV
595112AV5
7000
4575000
PRN
SOLE
4575000
0
0
MICRON TECHNOLOGY INC.
CONV
595112AX1
3857
2325000
PRN
SOLE
2325000
0
0
MICRON TECHNOLOGY INC.
CONV
595112AY9
29456
35040000
PRN
SOLE
35040000
0
0
MID-AMERICA APARTMENT COMMUNITIES, INC.
REIT
59522J103
794
9700
SH
SOLE
9700
0
0
MID-CON ENERGY PARTNERS LP
COM
59560V109
70
32769
SH
SOLE
32769
0
0
MIDDLEBY CORP/THE
COM
596278101
1041
9900
SH
SOLE
9900
0
0
MOHAWK INDUSTRIES, INC.
COM
608190104
836
4600
SH
SOLE
4600
0
0
MOLSON COORS BREWING COMPANY
COM
60871R209
467
5629
SH
SOLE
5629
0
0
MONDELEZ INTERNATIONAL, INC.
COM
609207105
6119
146146
SH
SOLE
146146
0
0
MONRO MUFFLER BRAKE
COM
610236101
412
6100
SH
SOLE
6100
0
0
MONSANTO CO.
COM
61166W101
574
6723
SH
SOLE
6723
0
0
MONSTER BEVERAGE CORP
COM
61174X109
405
3000
SH
SOLE
3000
0
0
MOODY'S CORPORATION
COM
615369105
1513
15405
SH
SOLE
15405
0
0
MORGAN STANLEY
COM
617446448
4432
140693
SH
SOLE
140693
0
0
MOSAIC CO., THE
COM
61945C103
1207
38800
SH
SOLE
38800
0
0
MOTOROLA SOLUTIONS INC.
COM
620076307
2713
39671
SH
SOLE
39671
0
0
MULTI-COLOR CORP.
COM
625383104
237
3100
SH
SOLE
3100
0
0
MURPHY OIL CORP.
COM
626717102
342
14133
SH
SOLE
14133
0
0
MURPHY USA INC.
COM
626755102
5396
98200
SH
SOLE
98200
0
0
NCR CORP.
COM
62886E108
764
33600
SH
SOLE
33600
0
0
NGL ENERGY PARTNERS LP
COM
62913M107
439
22000
SH
SOLE
22000
0
0
NRG ENERGY INC.
COM
629377508
193
13020
SH
SOLE
13020
0
0
NVR INC.
COM
62944T105
2029
1330
SH
SOLE
1330
0
0
NABORS INDUSTRIES INC.
CONV
629568AF3
5971
8307373
PRN
SOLE
8307373
0
0
NASDAQ, INC.
COM
631103108
1870
35067
SH
SOLE
35067
0
0
NATIONAL OILWELL VARCO, INC.
COM
637071101
1107
29413
SH
SOLE
29413
0
0
NATIONAL RETAIL PROPERTIES INC.
REIT
637417106
272
7500
SH
SOLE
7500
0
0
NAVIENT CORPORATION
COM
63938C108
1213
107909
SH
SOLE
107909
0
0
NEENAH ENTERPRISES, INC.
COM
64007R109
2485
154333
SH
SOLE
154333
0
0
NEOGEN CORP
COM
640491106
652
14500
SH
SOLE
14500
0
0
NETAPP INC.
COM
64110D104
3563
120367
SH
SOLE
120367
0
0
NETFLIX INC
COM
64110L106
2231
21602
SH
SOLE
21602
0
0
NEUSTAR, INC.
COM
64126X201
356
13100
SH
SOLE
13100
0
0
NEW MEDIA INVESTMENT GROUP INC.
COM
64704V106
247
16000
SH
SOLE
16000
0
0
NEW YORK COMMUNITY BANCORP, INC
COM
649445103
384
21290
SH
SOLE
21290
0
0
NEW YORK MORTGAGE TRUST INC
REIT
649604501
124
22500
SH
SOLE
22500
0
0
NEWELL RUBBERMAID, INC.
COM
651229106
827
20821
SH
SOLE
20821
0
0
NEWMARKET CORP.
COM
651587107
214
600
SH
SOLE
600
0
0
NEWMONT MINING CORPORATION
COM
651639106
496
30854
SH
SOLE
30854
0
0
NEWS CORPORATION
COM
65249B109
545
43196
SH
SOLE
43196
0
0
NEWS CORP
COM
65249B208
1483
115700
SH
SOLE
115700
0
0
NEXTERA ENERGY INC.
COM
65339F101
2782
28516
SH
SOLE
28516
0
0
NIKE, INC.
COM
654106103
8857
72024
SH
SOLE
72024
0
0
NISOURCE, INC.
COM
65473P105
226
12175
SH
SOLE
12175
0
0
NOBLE ENERGY, INC.
COM
655044105
399
13227
SH
SOLE
13227
0
0
NORDSTROM, INC.
COM
655664100
934
13019
SH
SOLE
13019
0
0
NORTHERN OIL AND GAS INC
COM
665531109
103
23275
SH
SOLE
23275
0
0
NORTHERN TIER ENERGY LP
COM
665826103
1514
66415
SH
SOLE
66415
0
0
NORTHERN TRUST CORP.
COM
665859104
962
14120
SH
SOLE
14120
0
0
NORTHROP GRUMMAN CORPORATION
COM
666807102
7171
43211
SH
SOLE
43211
0
0
NOVATION CO INC
REIT
66989V107
5254
19258775
SH
SOLE
19258775
0
0
NOVO NORDISK A/S
ADR
670100205
217
4000
SH
SOLE
4000
0
0
NU SKIN ENTERPRISES, INC.
COM
67018T105
1962
47530
SH
SOLE
47530
0
0
NUANCE COMMUNICATIONS INC.
COM
67020Y100
643
39300
SH
SOLE
39300
0
0
NUCOR CORP.
COM
670346105
1814
48317
SH
SOLE
48317
0
0
NUSTAR ENERGY LP
COM
67058H102
1439
32100
SH
SOLE
32100
0
0
NVIDIA CORP.
COM
67066G104
419
17011
SH
SOLE
17011
0
0
O'REILLY AUTOMOTIVE, INC. NEW
COM
67103H107
6409
25637
SH
SOLE
25637
0
0
OCEANEERING INTERNATIONAL, INC.
COM
675232102
220
5600
SH
SOLE
5600
0
0
OFFICE DEPOT INC.
COM
676220106
849
132200
SH
SOLE
132200
0
0
LUKOIL OAO
ADR
677862104
368
10800
SH
SOLE
10800
0
0
OLD REPUBLIC INTERNATIONAL CORP.
COM
680223104
757
48400
SH
SOLE
48400
0
0
OMNICOM GROUP INC.
COM
681919106
1090
16545
SH
SOLE
16545
0
0
ONEOK PARTNERS LP
COM
68268N103
2783
95125
SH
SOLE
95125
0
0
OPKO HEALTH INC
COM
68375N103
434
51550
SH
SOLE
51550
0
0
ORACLE CORP.
COM
68389X105
7789
215645
SH
SOLE
215645
0
0
ORBITAL ATK, INC.
COM
68557N103
1085
15102
SH
SOLE
15102
0
0
OUTFRONT MEDIA INC
COM
69007J106
1696
81544
SH
SOLE
81544
0
0
OWENS CORNING
COM
690742101
4440
105945
SH
SOLE
105945
0
0
PBF ENERGY, INC.
COM
69318G106
805
28500
SH
SOLE
28500
0
0
PDL BIOPHARMA, INC.
COM
69329Y104
317
63100
SH
SOLE
63100
0
0
PG&E CORP.
COM
69331C108
738
13969
SH
SOLE
13969
0
0
PNC FINANCIAL SERVICES GROUP, INC.
COM
693475105
3586
40199
SH
SOLE
40199
0
0
PPG INDUSTRIES, INC.
COM
693506107
635
7236
SH
SOLE
7236
0
0
PPL CORP.
COM
69351T106
1516
46102
SH
SOLE
46102
0
0
PVH CORP.
COM
693656100
2635
25850
SH
SOLE
25850
0
0
PACCAR INC.
COM
693718108
2220
42556
SH
SOLE
42556
0
0
PACKAGING CORP. OF AMERICA
COM
695156109
207
3444
SH
SOLE
3444
0
0
PALO ALTO NETWORKS INC
COM
697435105
478
2780
SH
SOLE
2780
0
0
PARKER-HANNIFIN CORP.
COM
701094104
431
4428
SH
SOLE
4428
0
0
PAYCHEX INC
COM
704326107
547
11477
SH
SOLE
11477
0
0
PAYPAL HOLDINGS, INC.
COM
70450Y103
4148
133642
SH
SOLE
133642
0
0
PENSKE AUTOMOTIVE GROUP INC.
COM
70959W103
2078
42900
SH
SOLE
42900
0
0
PEOPLE'S UNITED FINANCIAL INC
COM
712704105
187
11910
SH
SOLE
11910
0
0
PEP BOYS-MANNY, MOE & JACK
COM
713278109
11309
927695
SH
SOLE
927695
0
0
PEPSICO INC.
COM
713448108
12181
129175
SH
SOLE
129175
0
0
PETROBRAS ARGENTINA SA
ADR
71646J109
89
17500
SH
SOLE
17500
0
0
PFIZER, INC.
COM
717081103
14422
459140
SH
SOLE
459140
0
0
PHILIP MORRIS INTERNATIONAL INC.
COM
718172109
3808
48002
SH
SOLE
48002
0
0
PHILLIPS 66
COM
718546104
8466
110174
SH
SOLE
110174
0
0
PILGRIM'S PRIDE CORP.
COM
72147K108
2124
102200
SH
SOLE
102200
0
0
PINNACLE FOODS INC.
COM
72348P104
1269
30300
SH
SOLE
30300
0
0
PITNEY BOWES INC.
COM
724479100
1084
54588
SH
SOLE
54588
0
0
PLAINS ALL AMERICAN PIPELINE
COM
726503105
4291
141230
SH
SOLE
141230
0
0
PLATFORM SPECIALTY PRODUCTS CORPORATION
COM
72766Q105
1994
157600
SH
SOLE
157600
0
0
PLEXUS CORP.
COM
729132100
270
7000
SH
SOLE
7000
0
0
POLARIS INDUSTRIES, INC.
COM
731068102
749
6250
SH
SOLE
6250
0
0
POOL CORPORATION
COM
73278L105
1229
17000
SH
SOLE
17000
0
0
POPULAR INC.
COM
733174700
605
20000
SH
SOLE
20000
0
0
PRESTIGE BRANDS HOLDINGS, INC.
COM
74112D101
219
4849
SH
SOLE
4849
0
0
T ROWE PRICE GROUP, INC.
COM
74144T108
986
14192
SH
SOLE
14192
0
0
PRICELINE GROUP, INC.
COM
741503403
4799
3880
SH
SOLE
3880
0
0
PRIMERICA INC
COM
74164M108
221
4900
SH
SOLE
4900
0
0
PRINCIPAL FINANCIAL GROUP, INC.
COM
74251V102
1717
36264
SH
SOLE
36264
0
0
PROCTER & GAMBLE CO.
COM
742718109
5019
69772
SH
SOLE
69772
0
0
PROGRESSIVE CORPORATION
COM
743315103
1175
38348
SH
SOLE
38348
0
0
PROGRESSIVE WASTE SOLUTIONS LTD.
COM
74339G101
3649
138100
SH
SOLE
138100
0
0
PROLOGIS INC.
COM
74340W103
1305
33539
SH
SOLE
33539
0
0
PRUDENTIAL FINANCIAL, INC.
COM
744320102
2878
37762
SH
SOLE
37762
0
0
PUBLIC SERVICE ENTERPRISE GROUP INC.
COM
744573106
2029
48133
SH
SOLE
48133
0
0
PUBLIC STORAGE
REIT
74460D109
1115
5270
SH
SOLE
5270
0
0
PULTEGROUP, INC.
COM
745867101
225
11947
SH
SOLE
11947
0
0
QUALCOMM, INC.
COM
747525103
794
14778
SH
SOLE
14778
0
0
QUEST DIAGNOSTICS INC.
COM
74834L100
679
11044
SH
SOLE
11044
0
0
QUINTILES TRANSNATIONAL HOLDIN
COM
74876Y101
519
7462
SH
SOLE
7462
0
0
R P M INTERNATIONAL, INC.
COM
749685103
899
21470
SH
SOLE
21470
0
0
RPX CORP
COM
74972G103
488
35600
SH
SOLE
35600
0
0
RANDGOLD RESOURCES LTD
ADR
752344309
440
7447
SH
SOLE
7447
0
0
RE/MAX HOLDINGS INC
COM
75524W108
507
14100
SH
SOLE
14100
0
0
RED HAT INC.
COM
756577102
2001
27845
SH
SOLE
27845
0
0
REGENCY CENTERS CORP.
REIT
758849103
298
4800
SH
SOLE
4800
0
0
REGENERON PHARMACEUTICALS, INC.
COM
75886F107
330
710
SH
SOLE
710
0
0
REGIONS FINANCIAL CORP.
COM
7591EP100
846
93918
SH
SOLE
93918
0
0
REINSURANCE GROUP OF AMERICA, INC.
COM
759351604
276
3050
SH
SOLE
3050
0
0
RELIANCE STEEL & ALUMINUM CO.
COM
759509102
910
16845
SH
SOLE
16845
0
0
RENEWABLE ENERGY GROUP INC
COM
75972A301
105
12700
SH
SOLE
12700
0
0
RENTECH NITROGEN PARTNERS LP
COM
760113100
1709
144840
SH
SOLE
144840
0
0
REPUBLIC SERVICES INC.
COM
760759100
895
21714
SH
SOLE
21714
0
0
RESMED INC.
COM
761152107
301
5900
SH
SOLE
5900
0
0
RESOLUTE FOREST PRODUCTS, INC.
COM
76117W109
311
37466
SH
SOLE
37466
0
0
REYNOLDS AMERICAN INC.
COM
761713106
2857
64538
SH
SOLE
64538
0
0
RITE AID CORPORATION
COM
767754104
725
119500
SH
SOLE
119500
0
0
ROBERT HALF INTERNATIONAL, INC.
COM
770323103
320
6261
SH
SOLE
6261
0
0
ROCKWELL AUTOMATION INC.
COM
773903109
1444
14229
SH
SOLE
14229
0
0
ROCKWELL COLLINS INC.
COM
774341101
338
4125
SH
SOLE
4125
0
0
ROPER TECHNOLOGIES INC
COM
776696106
1288
8217
SH
SOLE
8217
0
0
ROSS STORES, INC.
COM
778296103
1376
28396
SH
SOLE
28396
0
0
RYDER SYSTEM INC.
COM
783549108
370
5002
SH
SOLE
5002
0
0
SEI INVESTMENTS COMPANY
COM
784117103
1317
27300
SH
SOLE
27300
0
0
SLM CORPORATION
COM
78442P106
653
88200
SH
SOLE
88200
0
0
SPDR S&P 500 ETF TRUST
OPT
78462F103
1135362
5926000
SH
Put
SOLE
5926000
0
0
SPX CORP.
COM
784635104
358
30070
SH
SOLE
30070
0
0
SS&C TECHNOLOGIES HOLDINGS INC
COM
78467J100
1009
14400
SH
SOLE
14400
0
0
SPX FLOW INC
COM
78469X107
1035
30070
SH
SOLE
30070
0
0
SVB FINANCIAL GROUP
COM
78486Q101
1306
11300
SH
SOLE
11300
0
0
ST. JUDE MEDICAL INC.
COM
790849103
1276
20229
SH
SOLE
20229
0
0
SALESFORCE.COM INC.
COM
79466L302
2983
42964
SH
SOLE
42964
0
0
SANDISK CORP.
COM
80004C101
2173
39993
SH
SOLE
39993
0
0
SANDISK CORP.
CONV
80004CAF8
19139
19769000
PRN
SOLE
19769000
0
0
SANTANDER CONSUMER USA HOLDINGS INC
COM
80283M101
2548
124800
SH
SOLE
124800
0
0
SCANA CORP.
COM
80589M102
649
11539
SH
SOLE
11539
0
0
HENRY SCHEIN, INC.
COM
806407102
344
2590
SH
SOLE
2590
0
0
SCHLUMBERGER LTD.
COM
806857108
3039
44059
SH
SOLE
44059
0
0
CHARLES SCHWAB CORP.
COM
808513105
418
14634
SH
SOLE
14634
0
0
SCIENCE APPLICATIONS INTERNAT
COM
808625107
485
12060
SH
SOLE
12060
0
0
SCICLONE PHARMACEUTICALS INC
COM
80862K104
123
17700
SH
SOLE
17700
0
0
SCRIPPS NETWORKS INTERACTIVE INC.
COM
811065101
3330
67696
SH
SOLE
67696
0
0
SEACOR HOLDINGS INC.
CONV
81170YAB5
15900
20000000
PRN
SOLE
20000000
0
0
SEALED AIR CORPORATION
COM
81211K100
3886
82900
SH
SOLE
82900
0
0
SEAWORLD ENTERTAINMENT, INC.
COM
81282V100
4852
272417
SH
SOLE
272417
0
0
SELECT SECTOR SPDR HEATH CARE
ETF
81369Y209
1225
18500
SH
SOLE
18500
0
0
SELECT SECTOR SPDR CON STAPLES
ETF
81369Y308
1241
26300
SH
SOLE
26300
0
0
SELECT SECTOR SPDR CON DISCRET
ETF
81369Y407
1144
15400
SH
SOLE
15400
0
0
SELECT SECTOR SPDR ENERGY
ETF
81369Y506
526
8600
SH
SOLE
8600
0
0
SELECT SECTOR SPDR FINANCIAL
ETF
81369Y605
1477
65200
SH
SOLE
65200
0
0
SELECT SECTOR SPDR INDUSTRIAL
ETF
81369Y704
903
18100
SH
SOLE
18100
0
0
SELECT SECTOR SPDR TECHNOLOGY
ETF
81369Y803
2528
64000
SH
SOLE
64000
0
0
SEMPRA ENERGY
COM
816851109
648
6703
SH
SOLE
6703
0
0
SERVICE CORPORATION INTERNATIONAL
COM
817565104
1276
47100
SH
SOLE
47100
0
0
SERVICEMASTER GLOBAL HOLDINGS INC
COM
81761R109
1194
35600
SH
SOLE
35600
0
0
SERVICENOW INC
COM
81762P102
326
4700
SH
SOLE
4700
0
0
SHERWIN-WILLIAMS COMPANY
COM
824348106
1381
6200
SH
SOLE
6200
0
0
SIGMA-ALDRICH CORP.
COM
826552101
316
2275
SH
SOLE
2275
0
0
SIGNATURE BANK/NEW YORK NY
COM
82669G104
824
5990
SH
SOLE
5990
0
0
SILVER WHEATON CORPORATION
COM
828336107
427
35570
SH
SOLE
35570
0
0
SIMON PROPERTY GROUP, INC.
REIT
828806109
2436
13258
SH
SOLE
13258
0
0
SINCLAIR BROADCAST GROUP
COM
829226109
218
8600
SH
SOLE
8600
0
0
SIRONA DENTAL SYSTEMS INC
COM
82966C103
240
2570
SH
SOLE
2570
0
0
SKECHERS U.S.A. INC
COM
830566105
975
7270
SH
SOLE
7270
0
0
SKYWEST, INC.
COM
830879102
422
25300
SH
SOLE
25300
0
0
SKYWORKS SOLUTIONS, INC.
COM
83088M102
1461
17350
SH
SOLE
17350
0
0
AO SMITH CORP
COM
831865209
1695
26000
SH
SOLE
26000
0
0
J.M. SMUCKER CO. (THE)
COM
832696405
15933
139649
SH
SOLE
139649
0
0
SNAP-ON INC.
COM
833034101
2525
16726
SH
SOLE
16726
0
0
SNYDER'S-LANCE INC
COM
833551104
358
10600
SH
SOLE
10600
0
0
SOCIEDAD QUIMICA Y MINERA DE C
ADR
833635105
829
57020
SH
SOLE
57020
0
0
SOLARWINDS INC
COM
83416B109
502
12800
SH
SOLE
12800
0
0
SOTHEBY'S
COM
835898107
766
23950
SH
SOLE
23950
0
0
SOUTHERN COMPANY
COM
842587107
827
18506
SH
SOLE
18506
0
0
SOUTH32 LTD
ADR
84473L105
83
17406
SH
SOLE
17406
0
0
SOUTHWEST AIRLINES CO.
COM
844741108
2737
71949
SH
SOLE
71949
0
0
SOUTHWESTERN ENERGY COMPANY
CONV
845467208
10883
350000
SH
SOLE
350000
0
0
SPARTANNASH CO
COM
847215100
315
12200
SH
SOLE
12200
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
2606
64800
SH
SOLE
64800
0
0
SPECTRASCIENCE, INC.
COM
84760E301
2
157715
SH
SOLE
157715
0
0
SPECTRUM BRANDS HOLDINGS, INC.
COM
84763R101
3537
38650
SH
SOLE
38650
0
0
SPIRIT AEROSYSTEMS HOLDINGS INC
COM
848574109
4592
95000
SH
SOLE
95000
0
0
SPIRIT REALTY CAPITAL INC.
REIT
84860W102
147
16100
SH
SOLE
16100
0
0
SPLUNK INC
COM
848637104
255
4600
SH
SOLE
4600
0
0
STANLEY BLACK & DECKER, INC.
COM
854502101
962
9916
SH
SOLE
9916
0
0
STAPLES INC.
COM
855030102
2225
189648
SH
SOLE
189648
0
0
STARBUCKS CORP.
COM
855244109
4629
81444
SH
SOLE
81444
0
0
STARZ
COM
85571Q102
7072
189400
SH
SOLE
189400
0
0
STARWOOD HOTELS & RESORTS WORLDWIDE INC.
COM
85590A401
1481
22275
SH
SOLE
22275
0
0
STATE STREET CORP.
COM
857477103
1032
15361
SH
SOLE
15361
0
0
STATOIL ASA
ADR
85771P102
1612
110700
SH
SOLE
110700
0
0
STEEL DYNAMICS INC.
COM
858119100
338
19700
SH
SOLE
19700
0
0
STERICYCLE, INC.
COM
858912108
572
4104
SH
SOLE
4104
0
0
STRYKER CORPORATION
COM
863667101
3145
33419
SH
SOLE
33419
0
0
SUBSEA 7 SA
ADR
864323100
174
23600
SH
SOLE
23600
0
0
SUBURBAN PROPANE PARTNERS LP
COM
864482104
289
8800
SH
SOLE
8800
0
0
SUNCOR ENERGY INC
COM
867224107
471
17619
SH
SOLE
17619
0
0
SUNOCO LOGISTICS PARTNERS LP
COM
86764L108
4416
154080
SH
SOLE
154080
0
0
SUNTRUST BANKS, INC.
COM
867914103
3166
82800
SH
SOLE
82800
0
0
SUPREME INDUSTRIES, INC.
COM
868607102
2646
317706
SH
SOLE
317706
0
0
SYMANTEC CORP.
COM
871503108
852
43734
SH
SOLE
43734
0
0
SYMETRA FINANCIAL CORP
COM
87151Q106
263
8300
SH
SOLE
8300
0
0
SYNOPSYS, INC.
COM
871607107
545
11800
SH
SOLE
11800
0
0
SYNGENTA AG
ADR
87160A100
555
8700
SH
SOLE
8700
0
0
SYNOVUS FINANCIAL CORP.
COM
87161C501
606
20471
SH
SOLE
20471
0
0
SYNNEX CORP.
COM
87162W100
519
6100
SH
SOLE
6100
0
0
SYNCHRONY FINANCIAL
COM
87165B103
288
9200
SH
SOLE
9200
0
0
SYSCO CORP.
COM
871829107
292
7500
SH
SOLE
7500
0
0
TD AMERITRADE HOLDING CORP.
COM
87236Y108
258
8100
SH
SOLE
8100
0
0
TECO ENERGY INC.
COM
872375100
216
8223
SH
SOLE
8223
0
0
TCP CAPITAL CORP
COM
87238Q103
21742
1603372
SH
SOLE
1603372
0
0
TJX COMPANIES INC.
COM
872540109
3104
43466
SH
SOLE
43466
0
0
T-MOBILE US INC.
COM
872590104
209
5250
SH
SOLE
5250
0
0
TARGA RESOURCES PARTNERS LP
COM
87611X105
522
17967
SH
SOLE
17967
0
0
TARGET CORP.
COM
87612E106
4535
57653
SH
SOLE
57653
0
0
TECH DATA CORPORATION
COM
878237106
836
12200
SH
SOLE
12200
0
0
TEGNA INC.
COM
87901J105
1067
47674
SH
SOLE
47674
0
0
TELEFLEX, INC.
COM
879369106
524
4220
SH
SOLE
4220
0
0
TELEPHONE AND DATA SYSTEMS INC.
COM
879433829
445
17818
SH
SOLE
17818
0
0
TEMPUR SEALY INTERNATIONAL INC.
COM
88023U101
400
5600
SH
SOLE
5600
0
0
TENARIS SA
ADR
88031M109
767
31800
SH
SOLE
31800
0
0
TERADATA CORPORATION
COM
88076W103
225
7784
SH
SOLE
7784
0
0
TERADYNE INC
COM
880770102
814
45200
SH
SOLE
45200
0
0
TESORO PETROLEUM CORPORATION
COM
881609101
9668
99423
SH
SOLE
99423
0
0
TESORO LOGISTICS LP
COM
88160T107
986
21900
SH
SOLE
21900
0
0
TEVA PHARMACEUTICAL INDUSTRIES LTD.
ADR
881624209
395
7000
SH
SOLE
7000
0
0
TESSERA TECHNOLOGIES INC
COM
88164L100
447
13800
SH
SOLE
13800
0
0
TEXAS INSTRUMENTS INC.
COM
882508104
1766
35669
SH
SOLE
35669
0
0
TEXAS ROADHOUSE, INC.
COM
882681109
2331
62650
SH
SOLE
62650
0
0
TEXTRON, INC.
COM
883203101
2607
69257
SH
SOLE
69257
0
0
THERMO FISHER SCIENTIFIC INC.
COM
883556102
1563
12779
SH
SOLE
12779
0
0
THOMSON REUTERS CORP.
COM
884903105
213
5300
SH
SOLE
5300
0
0
3M COMPANY
COM
88579Y101
3274
23097
SH
SOLE
23097
0
0
TIME WARNER INC.
COM
887317303
3293
47893
SH
SOLE
47893
0
0
TIME WARNER CABLE INC.
COM
88732J207
797
4444
SH
SOLE
4444
0
0
TORCHMARK CORPORATION
COM
891027104
733
12992
SH
SOLE
12992
0
0
TORO CO., THE
COM
891092108
224
3180
SH
SOLE
3180
0
0
TOTAL S A
COM
89151E109
2213
49490
SH
SOLE
49490
0
0
TOWERS WATSON & CO
COM
891894107
593
5050
SH
SOLE
5050
0
0
TOTAL SYSTEM SERVICES INC.
COM
891906109
3081
67828
SH
SOLE
67828
0
0
TOWNSQUARE MEDIA INC
COM
892231101
252
25839
SH
SOLE
25839
0
0
TRACTOR SUPPLY CO
COM
892356106
514
6100
SH
SOLE
6100
0
0
TRANSDIGM GROUP INCORPORATED
COM
893641100
263
1240
SH
SOLE
1240
0
0
TRAVELERS COMPANIES, INC., THE
COM
89417E109
2795
28079
SH
SOLE
28079
0
0
TRINITY INDUSTRIES INC.
COM
896522109
215
9500
SH
SOLE
9500
0
0
TWENTY-FIRST CENTURY FOX, INC.
COM
90130A101
2126
78788
SH
SOLE
78788
0
0
TWENTY-FIRST CENTURY FOX, INC.
COM
90130A200
292
10800
SH
SOLE
10800
0
0
TWO HARBORS INVESTMENT CORP
REIT
90187B101
102
11600
SH
SOLE
11600
0
0
TYSON FOODS, INC.
COM
902494103
1406
32621
SH
SOLE
32621
0
0
UDR INC.
REIT
902653104
290
8400
SH
SOLE
8400
0
0
US BANCORP
COM
902973304
3023
73721
SH
SOLE
73721
0
0
USANA HEALTH SCIENCES
COM
90328M107
375
2800
SH
SOLE
2800
0
0
USG CORP.
COM
903293405
2188
82197
SH
SOLE
82197
0
0
ULTRAPAR PARTICIPACOES SA
ADR
90400P101
1031
61675
SH
SOLE
61675
0
0
UNION PACIFIC CORP.
COM
907818108
5070
57342
SH
SOLE
57342
0
0
UNITED CONTINENTAL HOLDINGS INC.
COM
910047109
3738
70455
SH
SOLE
70455
0
0
UNITED PARCEL SERVICE INC.
COM
911312106
6093
61735
SH
SOLE
61735
0
0
UNITED RENTALS INC.
COM
911363109
2077
34581
SH
SOLE
34581
0
0
UNITED TECHNOLOGIES CORP.
COM
913017109
789
8862
SH
SOLE
8862
0
0
UNITED THERAPEUTICS CORP
COM
91307C102
411
3130
SH
SOLE
3130
0
0
UNITEDHEALTH GROUP INCORPORATED
COM
91324P102
11851
102155
SH
SOLE
102155
0
0
UNIVERSAL HEALTH SERVICES INC.
COM
913903100
3395
27200
SH
SOLE
27200
0
0
UNUM GROUP
COM
91529Y106
961
29966
SH
SOLE
29966
0
0
U P M - KYMMENE CORPORATION
ADR
915436109
150
10000
SH
SOLE
10000
0
0
VCA ANTECH INC.
COM
918194101
879
16700
SH
SOLE
16700
0
0
VF CORP.
COM
918204108
634
9300
SH
SOLE
9300
0
0
VSE CORP
COM
918284100
341
8500
SH
SOLE
8500
0
0
VWR CORP
COM
91843L103
411
16000
SH
SOLE
16000
0
0
VALEANT PHARMACEUTICALS INTERNATIONAL INC.
COM
91911K102
3395
19030
SH
SOLE
19030
0
0
VALERO ENERGY CORP.
COM
91913Y100
4951
82374
SH
SOLE
82374
0
0
VANGUARD FTSE DEVELOPED MARKETS ETF
ETF
921943858
2667
74840
SH
SOLE
74840
0
0
VANGUARD FTSE EMERGING MARKETS
ETF
922042858
1846
55800
SH
SOLE
55800
0
0
VANTIV INC
COM
92210H105
1599
35600
SH
SOLE
35600
0
0
VARIAN MEDICAL SYSTEMS, INC.
COM
92220P105
1282
17371
SH
SOLE
17371
0
0
VECTOR GROUP LTD
COM
92240M108
222
9800
SH
SOLE
9800
0
0
VEEVA SYSTEMS INC
COM
922475108
258
11000
SH
SOLE
11000
0
0
VANGUARD TOTAL STOCK MARKET ETF
ETF
922908769
276
2800
SH
SOLE
2800
0
0
VERISIGN INC.
COM
92343E102
3064
43420
SH
SOLE
43420
0
0
VERIZON COMMUNICATIONS INC.
COM
92343V104
15541
357187
SH
SOLE
357187
0
0
VERISK ANALYTICS, INC.
COM
92345Y106
576
7800
SH
SOLE
7800
0
0
VERTEX PHARMACEUTICALS INCORPORATED
COM
92532F100
240
2300
SH
SOLE
2300
0
0
VIASAT, INC.
COM
92552V100
405
6300
SH
SOLE
6300
0
0
VIACOM INC.
COM
92553P201
1963
45500
SH
SOLE
45500
0
0
VISA, INC.
COM
92826C839
11277
161892
SH
SOLE
161892
0
0
VIRTUSA CORP
COM
92827P102
349
6800
SH
SOLE
6800
0
0
VISTA OUTDOOR INC
COM
928377100
2505
56380
SH
SOLE
56380
0
0
VMWARE, INC.
COM
928563402
314
3980
SH
SOLE
3980
0
0
VOYA FINANCIAL INC.
COM
929089100
818
21100
SH
SOLE
21100
0
0
VULCAN MATERIALS CO.
COM
929160109
345
3863
SH
SOLE
3863
0
0
W T OFFSHORE INC
COM
92922P106
64
21330
SH
SOLE
21330
0
0
WEC ENERGY GROUP, INC.
COM
92939U106
487
9326
SH
SOLE
9326
0
0
WABTEC CORPORATION
COM
929740108
2904
32980
SH
SOLE
32980
0
0
WAL-MART STORES INC.
COM
931142103
381
5875
SH
SOLE
5875
0
0
WALGREENS BOOTS ALLIANCE, INC.
COM
931427108
3329
40063
SH
SOLE
40063
0
0
WASTE MANAGEMENT INC.
COM
94106L109
1373
27558
SH
SOLE
27558
0
0
WATERS CORPORATION
COM
941848103
1816
15360
SH
SOLE
15360
0
0
WATSCO, INC.
COM
942622200
249
2100
SH
SOLE
2100
0
0
ANTHEM, INC.
CONV
94973VBG1
13375
7100000
PRN
SOLE
7100000
0
0
WELLS FARGO & COMPANY
COM
949746101
14506
282490
SH
SOLE
282490
0
0
WELLTOWER INC
REIT
95040Q104
1513
22346
SH
SOLE
22346
0
0
WESCO INTERNATIONAL INC.
COM
95082P105
678
14600
SH
SOLE
14600
0
0
WEST PHARMACEUTICAL SERVICES, INC.
COM
955306105
612
11300
SH
SOLE
11300
0
0
WESTERN DIGITAL CORPORATION
COM
958102105
922
11603
SH
SOLE
11603
0
0
WESTERN REFINING, INC.
COM
959319104
552
12500
SH
SOLE
12500
0
0
WESTERN UNION COMPANY, THE
COM
959802109
5763
313915
SH
SOLE
313915
0
0
WESTLAKE CHEMICAL CORPORATION
COM
960413102
3751
72280
SH
SOLE
72280
0
0
WESTROCK CO
COM
96145D105
10181
197912
SH
SOLE
197912
0
0
WEX INC.
COM
96208T104
284
3270
SH
SOLE
3270
0
0
WHIRLPOOL CORPORATION
COM
963320106
2351
15967
SH
SOLE
15967
0
0
WHITEWAVE FOODS CO
COM
966244105
7573
188615
SH
SOLE
188615
0
0
WILLIAMS COMPANIES INC., THE
COM
969457100
231
6281
SH
SOLE
6281
0
0
WILLIAMS PARTNERS LP
COM
96949L105
2679
83924
SH
SOLE
83924
0
0
WILLIAMS-SONOMA, INC.
COM
969904101
412
5400
SH
SOLE
5400
0
0
WORLD FUEL SERVICES CORP.
COM
981475106
337
9400
SH
SOLE
9400
0
0
WORTHINGTON INDUSTRIES, INC.
COM
981811102
2467
93170
SH
SOLE
93170
0
0
WYNDHAM WORLDWIDE CORP.
COM
98310W108
4036
56131
SH
SOLE
56131
0
0
XCEL ENERGY INC.
COM
98389B100
578
16337
SH
SOLE
16337
0
0
XILINX INC.
COM
983919101
904
21327
SH
SOLE
21327
0
0
XEROX CORP.
COM
984121103
730
75074
SH
SOLE
75074
0
0
ZIMMER BIOMET HOLDIINGS, INC.
COM
98956P102
776
8259
SH
SOLE
8259
0
0
ZOETIS INC.
COM
98978V103
11687
283797
SH
SOLE
283797
0
0
ALLERGAN PLC
COM
G0083B108
440
1620
SH
SOLE
1620
0
0
ALLERGAN PLC
CONV
G0083B116
13639
14500
SH
SOLE
14500
0
0
ALLEGION PLC
COM
G0176J109
6218
107833
SH
SOLE
107833
0
0
ALLERGAN PLC
COM
G0177J108
3965
14588
SH
SOLE
14588
0
0
ALLERGAN PLC
CONV
G0177J116
13639
14500
SH
SOLE
14500
0
0
AMDOCS LTD.
COM
G02602103
2753
48400
SH
SOLE
48400
0
0
AON PLC
COM
G0408V102
1418
16001
SH
SOLE
16001
0
0
ARCH CAPITAL GROUP LTD.
COM
G0450A105
301
4100
SH
SOLE
4100
0
0
ASSURED GUARANTY, LTD.
COM
G0585R106
785
31400
SH
SOLE
31400
0
0
ACCENTURE PLC
COM
G1151C101
5083
51730
SH
SOLE
51730
0
0
BUNGE LTD.
COM
G16962105
2242
30585
SH
SOLE
30585
0
0
DELPHI AUTOMOTIVE PLC
COM
G27823106
1255
16500
SH
SOLE
16500
0
0
EATON CORPORATION PLC
COM
G29183103
427
8320
SH
SOLE
8320
0
0
ENDURANCE SPECIALTY HOLDINGS LTD.
COM
G30397106
1092
17900
SH
SOLE
17900
0
0
ENDO INTERNATIONAL PLC
COM
G30401106
3118
45000
SH
SOLE
45000
0
0
ENSCO PLC
COM
G3157S106
2068
146900
SH
SOLE
146900
0
0
EVEREST RE GROUP LTD.
COM
G3223R108
218
1260
SH
SOLE
1260
0
0
GENPACT LTD
COM
G3922B107
1282
54300
SH
SOLE
54300
0
0
HERBALIFE LTD.
COM
G4412G101
1797
32980
SH
SOLE
32980
0
0
INGERSOLL-RAND PLC
COM
G47791101
1193
23500
SH
SOLE
23500
0
0
INVESCO LTD.
COM
G491BT108
879
28135
SH
SOLE
28135
0
0
JAZZ PHARMACEUTICALS, INC
COM
G50871105
886
6670
SH
SOLE
6670
0
0
LAZARD LTD.
COM
G54050102
1308
30200
SH
SOLE
30200
0
0
MALLINCKRODT PLC
COM
G5785G107
5418
84738
SH
SOLE
84738
0
0
MARVELL TECHNOLOGY GROUP, LTD
COM
G5876H105
91
10000
SH
SOLE
10000
0
0
MEDTRONIC PLC
COM
G5960L103
5381
80385
SH
SOLE
80385
0
0
MICHAEL KORS HOLDINGS LTD
COM
G60754101
2551
60400
SH
SOLE
60400
0
0
NOBLE CORPORATION
COM
G65431101
711
65200
SH
SOLE
65200
0
0
NORWEGIAN CRUISE LINE HOLDINGS LTD.
COM
G66721104
481
8400
SH
SOLE
8400
0
0
PARTNERRE LTD.
COM
G6852T105
687
4950
SH
SOLE
4950
0
0
RENAISSANCERE HOLDINGS LTD.
COM
G7496G103
500
4700
SH
SOLE
4700
0
0
ROWAN COS. INC.
COM
G7665A101
662
41000
SH
SOLE
41000
0
0
SEADRILL LTD.
COM
G7945E105
423
71700
SH
SOLE
71700
0
0
SEAGATE TECHNOLOGY PLC
COM
G7945M107
1967
43900
SH
SOLE
43900
0
0
VALIDUS HOLDINGS LTD.
COM
G9319H102
306
6800
SH
SOLE
6800
0
0
PERRIGO COMPANY PLC
COM
G97822103
1058
6730
SH
SOLE
6730
0
0
XL GROUP PLC
COM
G98290102
542
14935
SH
SOLE
14935
0
0
ACE LIMITED
COM
H0023R105
1760
17020
SH
SOLE
17020
0
0
ALLIED WORLD ASSURANCE COMPANY HOLDINGS, AG
COM
H01531104
304
7960
SH
SOLE
7960
0
0
WEATHERFORD INTERNATIONAL PLC
COM
H27013103
742
87500
SH
SOLE
87500
0
0
PENTAIR PLC
COM
H6169Q108
2147
42061
SH
SOLE
42061
0
0
TRANSOCEAN LTD.
COM
H8817H100
1532
118600
SH
SOLE
118600
0
0
TYCO INTERNATIONAL (US) INC.
COM
IE00BQRQ6
1348
40300
SH
SOLE
40300
0
0
CHECK POINT SOFTWARE TECHNOLOGIES LTD
COM
M22465104
365
4600
SH
SOLE
4600
0
0
CORE LABORATORIES N.V.
COM
N22717107
725
7267
SH
SOLE
7267
0
0
FRANK'S INTERNATIONAL NV
COM
N33462107
443
28900
SH
SOLE
28900
0
0
LYONDELLBASELL INDUSTRIES NV
COM
N53745100
10033
120356
SH
SOLE
120356
0
0
MYLAN NV
COM
N59465109
2323
57706
SH
SOLE
57706
0
0
ROYAL CARIBBEAN CRUISES LTD.
COM
V7780T103
677
7600
SH
SOLE
7600
0
0
FLEXTRONICS INTERNATIONAL LTD
COM
Y0486S104
3745
29960
SH
SOLE
29960
0
0
CAPITAL PRODUCT PARTNERS LP
COM
Y11082107
1030
167400
SH
SOLE
167400
0
0
GOLAR LNG PARTNERS LP
COM
Y2745C102
717
48868
SH
SOLE
48868
0
0
OCEAN RIG UDW INC.
COM
Y64354205
823
386506
SH
SOLE
386506
0
0
SEADRILL PARTNERS LLC
COM
Y7545W109
1403
149244
SH
SOLE
149244
0
0
TEEKAY TANKERS LTD
COM
Y8564M105
414
17305
SH
SOLE
17305
0
0
TEEKAY CORP.
COM
Y8564W103
305
10300
SH
SOLE
10300
0
0
TEEKAY OFFSHORE PARTNERS LP
COM
Y8565J101
1305
90687
SH
SOLE
90687
0
0
TEEKAY TANKERS LTD
COM
Y8565N102
228
33100
SH
SOLE
33100
0
0