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