0000009015-16-000021.txt : 20160815
0000009015-16-000021.hdr.sgml : 20160815
20160815134623
ACCESSION NUMBER: 0000009015-16-000021
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160630
FILED AS OF DATE: 20160815
DATE AS OF CHANGE: 20160815
EFFECTIVENESS DATE: 20160815
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: 161831631
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
06-30-2016
06-30-2016
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
08-15-2016
0
901
3878297
false
INFORMATION TABLE
2
informationtable_06302016.xml
ISHARES MSCI EAFE ETF
OPT
464287465
209182
3803300
SH
Put
SOLE
3803300
0
0
ISHARES MSCI EMERGING MARKETS
OPT
464287234
351042
10318700
SH
Put
SOLE
10318700
0
0
ISHARES RUSSELL 2000 ETF
OPT
464287655
79016
700000
SH
Put
SOLE
700000
0
0
SPDR S&P 500 ETF TRUST
OPT
78462F103
1080005
5226000
SH
Put
SOLE
5226000
0
0
3M CO.
COM
88579Y101
5234
29887
SH
SOLE
29887
0
0
A.O. SMITH CORPORATION
COM
831865209
2220
25200
SH
SOLE
25200
0
0
ABBOTT LABORATORIES
COM
002824100
2686
68326
SH
SOLE
68326
0
0
ABBVIE INC.
COM
00287Y109
6297
101709
SH
SOLE
101709
0
0
ACCENTURE PLC
COM
G1151C101
3199
28240
SH
SOLE
28240
0
0
ACCO BRANDS CORP.
COM
00081T108
340
32900
SH
SOLE
32900
0
0
ACE LIMITED
COM
H1467J104
4041
30919
SH
SOLE
30919
0
0
ACTIVISION BLIZZARD, INC.
COM
00507V109
1906
48100
SH
SOLE
48100
0
0
ADELPHIA RECOVERY TRUST
COM
00685R409
0
1783299
SH
SOLE
1783299
0
0
ADOBE SYSTEMS INC.
COM
00724F101
3323
34695
SH
SOLE
34695
0
0
ADVANCE AUTO PARTS, INC.
COM
00751Y106
743
4600
SH
SOLE
4600
0
0
AECOM
COM
00766T100
1112
35011
SH
SOLE
35011
0
0
AETNA INC.
COM
00817Y108
2973
24340
SH
SOLE
24340
0
0
AFFILIATED MANAGERS GROUP, INC.
COM
008252108
653
4640
SH
SOLE
4640
0
0
AFLAC INC.
COM
001055102
3537
49017
SH
SOLE
49017
0
0
AGCO CORP.
COM
001084102
3708
78670
SH
SOLE
78670
0
0
AGILENT TECHNOLOGIES INC.
COM
00846U101
3488
78636
SH
SOLE
78636
0
0
AGL RESOURCES INC.
COM
001204106
477
7238
SH
SOLE
7238
0
0
AGRIUM INC.
COM
008916108
1400
15485
SH
SOLE
15485
0
0
AIR LEASE CORP.
COM
00912X302
2011
75100
SH
SOLE
75100
0
0
AIR PRODUCTS AND CHEMICALS INC.
COM
009158106
830
5845
SH
SOLE
5845
0
0
ALASKA AIR GROUP INC.
COM
011659109
5596
96000
SH
SOLE
96000
0
0
ALBEMARLE CORP.
COM
012653101
333
4200
SH
SOLE
4200
0
0
ALCOA INC.
COM
013817101
350
37717
SH
SOLE
37717
0
0
ALERE INC.
COM
01449J105
1315
31550
SH
SOLE
31550
0
0
ALIGN TECHNOLOGY, INC.
COM
016255101
290
3600
SH
SOLE
3600
0
0
ALLEGHANY CORP.
COM
017175100
453
825
SH
SOLE
825
0
0
ALLEGION PLC
COM
G0176J109
3995
57533
SH
SOLE
57533
0
0
ALLERGAN PLC
COM
G0177J108
1885
8159
SH
SOLE
8159
0
0
ALLERGAN PLC
CONV
G0177J116
12071
14500
SH
SOLE
14500
0
0
ALLIANCE RESOURCE PARTNERS, L.P.
COM
01877R108
1416
89864
SH
SOLE
89864
0
0
ALLIED WORLD ASSURANCE COMPANY HOLDINGS, AG
COM
H01531104
280
7960
SH
SOLE
7960
0
0
ALLISON TRANSMISSION HOLDINGS, INC
COM
01973R101
2740
97050
SH
SOLE
97050
0
0
ALLSTATE CORP.
COM
020002101
1708
24421
SH
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24421
0
0
ALLY FINANCIAL INC.
COM
02005N100
442
25900
SH
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25900
0
0
ALPHABET, INC.
COM
02079K107
12033
17386
SH
SOLE
17386
0
0
ALPHABET, INC.
COM
02079K305
15283
21723
SH
SOLE
21723
0
0
ALTRIA GROUP INC.
COM
02209S103
11694
169570
SH
SOLE
169570
0
0
AMAZON.COM INC.
COM
023135106
15835
22127
SH
SOLE
22127
0
0
AMC NETWORKS INC.
COM
00164V103
1190
19700
SH
SOLE
19700
0
0
AMDOCS LTD.
COM
G02602103
3388
58700
SH
SOLE
58700
0
0
AMERICAN AIRLINES GROUP INC.
COM
02376R102
1118
39500
SH
SOLE
39500
0
0
AMERICAN CAPITAL AGENCY CORP
REIT
02503X105
708
35700
SH
SOLE
35700
0
0
AMERICAN ELECTRIC POWER CO. INC.
COM
025537101
1494
21311
SH
SOLE
21311
0
0
AMERICAN EXPRESS COMPANY
COM
025816109
3210
52837
SH
SOLE
52837
0
0
AMERICAN FINANCIAL GROUP, INC.
COM
025932104
591
8000
SH
SOLE
8000
0
0
AMERICAN INTERNATIONAL GROUP INC.
COM
026874784
1034
19559
SH
SOLE
19559
0
0
AMERICAN NATIONAL INSURANCE CO.
COM
028591105
570
5040
SH
SOLE
5040
0
0
AMERICAN TOWER CORP.
REIT
03027X100
942
8292
SH
SOLE
8292
0
0
AMERICAN VANGUARD CORP.
COM
030371108
190
12600
SH
SOLE
12600
0
0
AMERICAN WATER WORKS CO. INC.
COM
030420103
2159
25550
SH
SOLE
25550
0
0
AMERIGAS PARTNERS, L.P.
COM
030975106
418
8949
SH
SOLE
8949
0
0
AMERIPRISE FINANCIAL INC.
COM
03076C106
362
4031
SH
SOLE
4031
0
0
AMERISOURCEBERGEN CORP.
COM
03073E105
1055
13297
SH
SOLE
13297
0
0
AMETEK, INC.
COM
031100100
396
8575
SH
SOLE
8575
0
0
AMGEN INC.
COM
031162100
15283
100446
SH
SOLE
100446
0
0
AMKOR TECHNOLOGY INC.
COM
031652100
73
12700
SH
SOLE
12700
0
0
AMSURG CORP.
COM
03232P405
209
2700
SH
SOLE
2700
0
0
AMTECH SYSTEMS INC
COM
032332504
542
90808
SH
SOLE
90808
0
0
AMTRUST FINANCIAL SERVICES, INC.
COM
032359309
975
39800
SH
SOLE
39800
0
0
ANADARKO PETROLEUM CORP.
CONV
032511404
13198
360000
SH
SOLE
360000
0
0
ANALOG DEVICES INC.
COM
032654105
267
4713
SH
SOLE
4713
0
0
ANNALY CAPITAL MANAGEMENT, INC.
REIT
035710409
731
66060
SH
SOLE
66060
0
0
ANSYS, INC.
COM
03662Q105
345
3800
SH
SOLE
3800
0
0
ANTERO MIDSTREAM PARTNERS LP
COM
03673L103
368
13200
SH
SOLE
13200
0
0
ANTERO RESOURCES CORPORATION
COM
03674X106
3710
142810
SH
SOLE
142810
0
0
ANTHEM, INC.
COM
036752103
7563
57584
SH
SOLE
57584
0
0
ANTHRACITE CAPITAL, INC.
REIT
037023108
0
10000
SH
SOLE
10000
0
0
ANWORTH MORTGAGE ASSET CORPORATION
REIT
037347101
85
18100
SH
SOLE
18100
0
0
AON PLC
COM
G0408V102
1639
15001
SH
SOLE
15001
0
0
APACHE CORP.
COM
037411105
3092
55547
SH
SOLE
55547
0
0
APOLLO RESIDENTIAL MORTGAGE INC.
REIT
03763V102
141
10500
SH
SOLE
10500
0
0
APPLE HOSPITALITY REIT INC.
REIT
03784Y200
476
25300
SH
SOLE
25300
0
0
APPLE INC.
COM
037833100
29498
308556
SH
SOLE
308556
0
0
APPLIED MATERIALS INC.
COM
038222105
3123
130306
SH
SOLE
130306
0
0
APTARGROUP, INC.
COM
038336103
427
5400
SH
SOLE
5400
0
0
ARCELORMITTAL
ADR
03938L104
376
80600
SH
SOLE
80600
0
0
ARCH CAPITAL GROUP LTD.
COM
G0450A105
295
4100
SH
SOLE
4100
0
0
ARCHER DANIELS MIDLAND CO.
COM
039483102
5041
117538
SH
SOLE
117538
0
0
ARCHROCK PARTNERS LP
COM
03957U100
2447
180700
SH
SOLE
180700
0
0
ARES CAPITAL CORPORATION
COM
04010L103
409
28800
SH
SOLE
28800
0
0
ARGAN INC
COM
04010E109
317
7600
SH
SOLE
7600
0
0
ARISTA NETWORKS INC
COM
040413106
991
15400
SH
SOLE
15400
0
0
ARMSTRONG FLOORING INC
COM
04238R106
1501
88540
SH
SOLE
88540
0
0
ARROW ELECTRONICS INC.
COM
042735100
235
3800
SH
SOLE
3800
0
0
ASPEN INSURANCE HOLDINGS LTD.
COM
G05384105
617
13300
SH
SOLE
13300
0
0
ASSURANT INC.
COM
04621X108
4039
46796
SH
SOLE
46796
0
0
ASSURED GUARANTY, LTD.
COM
G0585R106
797
31400
SH
SOLE
31400
0
0
AT&T INC.
COM
00206R102
13875
321097
SH
SOLE
321097
0
0
ATLAS AIR WORLDWIDE HOLDINGS INC.
COM
049164205
327
7900
SH
SOLE
7900
0
0
ATMOS ENERGY CORP.
COM
049560105
354
4350
SH
SOLE
4350
0
0
AUTOMATIC DATA PROCESSING INC.
COM
053015103
1498
16310
SH
SOLE
16310
0
0
AUTOZONE INC.
COM
053332102
1364
1718
SH
SOLE
1718
0
0
AVALONBAY COMMUNITIES, INC.
REIT
053484101
1226
6799
SH
SOLE
6799
0
0
AVANGRID INC
COM
05351W103
562
12200
SH
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0
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AVERY DENNISON CORP.
COM
053611109
2332
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SH
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0
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AVNET INC.
COM
053807103
794
19600
SH
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0
0
B/E AEROSPACE, INC
COM
073302101
351
7600
SH
SOLE
7600
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BABCOCK & WILCOX COMPANY (THE)
COM
05605H100
1821
50900
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SOLE
50900
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BALL CORPORATION
COM
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SOLE
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BANK OF AMERICA CORPORATION
COM
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BANK OF HAWAII CORPORATION
COM
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7520
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BANK OF MONTREAL
COM
063671101
273
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BANK OF NEW YORK MELLON CORP.
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BARNES GROUP INC.
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BAXTER INTERNATIONAL INC.
COM
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3880
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0
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BB&T CORPORATION
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BHP BILLITON LTD.
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BIOGEN INC.
COM
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COM
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BLUE BUFFALO PET PRODUCTS INC
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0
BOARDWALK PIPELINE PARTNERS LP
COM
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BOEING CO.
COM
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BOSTON SCIENTIFIC CORP.
COM
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BRUKER CORP.
COM
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BUCKEYE PARTNERS L.P.
COM
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CALGON CARBON CORPORATION
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CAMPBELL SOUP COMPANY
COM
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CANADIAN NATURAL RESOURCES LTD.
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CAPITAL ONE FINANCIAL CORP.
COM
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39867
0
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CAPITAL PRODUCT PARTNERS LP
COM
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67
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CDW CORP/DE
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0
CECO ENVIRONMENTAL CORP
COM
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CELANESE CORPORATION
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CENGAGE LEARNING HOLDINGS II L.P.
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CENTENE CORPORATION
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CHARLES RIVER LABORATORIES INTERNATIONAL INC.
COM
159864107
734
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COM
808513105
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16119P108
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COM
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COM
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CHEMICAL FINANCIAL CORP.
COM
163731102
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CONV
165167CA3
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0
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CHEVRON CORPORATION
COM
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125295
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125295
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COM
167250109
201
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5800
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CHIMERA INVESTMENT CORP
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COM
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COM
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CITIGROUP INC.
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COM
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CONV
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COM
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COMCAST CORP.
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COMPANIA DE MINAS BUENAVENTURA S.A.
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COM
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DOW CHEMICAL CO., THE
COM
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DUKE REALTY CORPORATION
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COM
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EATON CORPORATION
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ECHOSTAR CORPORATION
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COM
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COM
29275Y102
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COM
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REIT
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2800
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REIT
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COM
29530P102
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COM
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COM
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EURONET WORLDWIDE INC.
COM
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1370
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COM
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EXELON CORP.
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COM
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30219G108
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EXTRA SPACE STORAGE, INC.
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EXXONMOBIL CORP.
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COM
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FACEBOOK INC
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COM
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COM
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COM
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ADR
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COM
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FIFTH THIRD BANCORP
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COM
31816Q101
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COM
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FIRST REPUBLIC BANK
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FIRST SOLAR INC.
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COM
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398
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FNB CORPORATION
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COM
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COM
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FOUR CORNERS PROPERTY TRUST INC
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FREEPORT-MCMORAN INC.
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FRONTIER COMMUNICATIONS CORP.
COM
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COM
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GAMING & LEISURE PROPERTIES INC.
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GARTNER, INC.
COM
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GCP APPLIED TECHNOLOGIES INC.
COM
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GENERAC HOLDINGS INC
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GENERAL DYNAMICS CORP.
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GENERAL ELECTRIC CO.
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GENERAL GROWTH PROPERTIES, INC.
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GENERAL MILLS INC.
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GENERAL MOTORS COMPANY
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COM
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COM
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446
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GENUINE PARTS CO
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GEO SPECIALTY CHEMICALS, INC.
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GEOMET, INC.
COM
37250U201
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COM
374689107
208
6600
SH
SOLE
6600
0
0
GILEAD SCIENCES, INC.
COM
375558103
9603
115122
SH
SOLE
115122
0
0
GLOBAL PARTNERS LP/MA
COM
37946R109
450
32810
SH
SOLE
32810
0
0
GLOBAL PAYMENTS, INC.
COM
37940X102
5376
75310
SH
SOLE
75310
0
0
GODADDY INC
COM
380237107
452
14500
SH
SOLE
14500
0
0
GOGO INC
CONV
38046CAB5
4164
6250000
SH
SOLE
6250000
0
0
GOLAR LNG PARTNERS LP
COM
Y2745C102
1070
58368
SH
SOLE
58368
0
0
GOLD FIELDS LTD.
ADR
38059T106
144
29340
SH
SOLE
29340
0
0
GOLDMAN SACHS GROUP INC., THE
COM
38141G104
2803
18868
SH
SOLE
18868
0
0
GOODYEAR TIRE & RUBBER COMPANY (THE)
COM
382550101
2153
83912
SH
SOLE
83912
0
0
GRAINGER (W.W.) INC.
COM
384802104
1619
7126
SH
SOLE
7126
0
0
GRAPHIC PACKAGING HOLDING CO.
COM
388689101
2442
194700
SH
SOLE
194700
0
0
GREEN PLAINS INC.
CONV
393222AD6
3905
3500000
SH
SOLE
3500000
0
0
GROUPON INC
COM
399473107
148
45400
SH
SOLE
45400
0
0
GSE SYSTEMS INC
COM
36227K106
276
123717
SH
SOLE
123717
0
0
HAEMONETICS CORPORATION
COM
405024100
394
13605
SH
SOLE
13605
0
0
HALLADOR ENERGY CO
COM
40609P105
260
56201
SH
SOLE
56201
0
0
HANOVER INSURANCE GROUP INC., THE
COM
410867105
872
10300
SH
SOLE
10300
0
0
HARLEY-DAVIDSON INC.
COM
412822108
449
9910
SH
SOLE
9910
0
0
HARMAN INTERNATIONAL INDUSTRIES INC.
COM
413086109
494
6883
SH
SOLE
6883
0
0
HARRIS CORP.
COM
413875105
5178
62057
SH
SOLE
62057
0
0
HARTFORD FINANCIAL SERVICES GROUP INC., THE
COM
416515104
1089
24532
SH
SOLE
24532
0
0
HASBRO INC.
COM
418056107
754
8978
SH
SOLE
8978
0
0
HAWAIIAN HOLDINGS INC.
COM
419879101
364
9600
SH
SOLE
9600
0
0
HCA HOLDINGS, INC.
COM
40412C101
3827
49700
SH
SOLE
49700
0
0
HCP INC.
REIT
40414L109
227
6411
SH
SOLE
6411
0
0
HD SUPPLY HOLDINGS INC
COM
40416M105
1574
45200
SH
SOLE
45200
0
0
HEALTHCARE REALTY TRUST
REIT
421946104
346
9900
SH
SOLE
9900
0
0
HEALTHCARE TRUST OF AMERICA, INC.
REIT
42225P501
1167
36100
SH
SOLE
36100
0
0
HEALTHSOUTH CORP.
COM
421924309
210
5420
SH
SOLE
5420
0
0
HELMERICH & PAYNE, INC.
COM
423452101
456
6800
SH
SOLE
6800
0
0
HENRY SCHEIN, INC.
COM
806407102
458
2590
SH
SOLE
2590
0
0
HERBALIFE LTD.
COM
G4412G101
2053
35080
SH
SOLE
35080
0
0
HERCULES INC.
CONV
427056BC9
7342
8846
SH
SOLE
8846
0
0
HERSHEY COMPANY, THE
COM
427866108
337
2966
SH
SOLE
2966
0
0
HESS CORP
COM
42809H107
4813
80079
SH
SOLE
80079
0
0
HEWLETT PACKARD ENTERPRISE CO
COM
42824C109
773
42337
SH
SOLE
42337
0
0
HIGHWOODS PROPERTIES INC.
REIT
431284108
935
17700
SH
SOLE
17700
0
0
HOLOGIC INC.
COM
436440101
3010
87000
SH
SOLE
87000
0
0
HOME DEPOT INC.
COM
437076102
23718
185747
SH
SOLE
185747
0
0
HONDA MOTOR CO. LTD.
ADR
438128308
1201
47400
SH
SOLE
47400
0
0
HONEYWELL INTERNATIONAL INC.
COM
438516106
8597
73907
SH
SOLE
73907
0
0
HORMEL FOODS CORP.
COM
440452100
3478
95020
SH
SOLE
95020
0
0
HORNBECK OFFSHORE SERVICES INC.
CONV
440543AN6
13859
24155000
SH
SOLE
24155000
0
0
HOST HOTELS & RESORTS, INC.
REIT
44107P104
1758
108470
SH
SOLE
108470
0
0
HP INC.
COM
40434L105
2809
223837
SH
SOLE
223837
0
0
HUMANA INC.
COM
444859102
1254
6969
SH
SOLE
6969
0
0
HUNTINGTON BANCSHARES INC.
COM
446150104
762
85181
SH
SOLE
85181
0
0
HUNTINGTON INGALLS INDUSTRIES INC.
COM
446413106
3719
22130
SH
SOLE
22130
0
0
HUNTSMAN CORP.
COM
447011107
1072
79700
SH
SOLE
79700
0
0
HYSTER-YALE MATERIALS HANDLING, INC.
COM
449172105
2701
45400
SH
SOLE
45400
0
0
IDEX CORP.
COM
45167R104
357
4350
SH
SOLE
4350
0
0
IDEXX LABORATORIES, INC.
COM
45168D104
520
5600
SH
SOLE
5600
0
0
IHS INC
COM
451734107
940
8130
SH
SOLE
8130
0
0
ILLINOIS TOOL WORKS INC.
COM
452308109
3158
30315
SH
SOLE
30315
0
0
INGERSOLL-RAND PLC
COM
G47791101
1802
28300
SH
SOLE
28300
0
0
INGEVITY CORP
COM
45688C107
643
18900
SH
SOLE
18900
0
0
INGRAM MICRO INC.
COM
457153104
445
12800
SH
SOLE
12800
0
0
INGREDION INCORPORATED
COM
457187102
6589
50915
SH
SOLE
50915
0
0
INNOPHOS HOLDINGS INC.
COM
45774N108
306
7240
SH
SOLE
7240
0
0
INTEGRA LIFESCIENCES HOLDINGS CORP
COM
457985208
439
5500
SH
SOLE
5500
0
0
INTEL CORP.
COM
458140100
16644
507434
SH
SOLE
507434
0
0
INTEL CORP.
CONV
458140AF7
8128
5000000
SH
SOLE
5000000
0
0
INTERCONTINENTAL EXCHANGE, INC.
COM
45866F104
838
3272
SH
SOLE
3272
0
0
INTERNATIONAL BUSINESS MACHINES CORPORATION
COM
459200101
12050
79390
SH
SOLE
79390
0
0
INTERNATIONAL FLAVORS & FRAGRANCES, INC.
COM
459506101
575
4563
SH
SOLE
4563
0
0
INTERNATIONAL GAME TECHNOLOGY PLC
COM
G4863A108
815
43500
SH
SOLE
43500
0
0
INTERNATIONAL PAPER COMPANY
COM
460146103
1846
43569
SH
SOLE
43569
0
0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE)
COM
460690100
1169
50586
SH
SOLE
50586
0
0
INTUIT INC.
COM
461202103
2172
19459
SH
SOLE
19459
0
0
INTUITIVE SURGICAL, INC.
COM
46120E602
1433
2166
SH
SOLE
2166
0
0
INVESCO LTD.
COM
G491BT108
486
19035
SH
SOLE
19035
0
0
INVESTORS BANCORP, INC.
COM
46146L101
1434
129407
SH
SOLE
129407
0
0
IROBOT CORP
COM
462726100
368
10500
SH
SOLE
10500
0
0
ISHARES MSCI
ETF
464286772
302
5800
SH
SOLE
5800
0
0
ISHARES MSCI
ETF
464286848
474
41200
SH
SOLE
41200
0
0
ISHARES MSCI BRAZIL CAPPED ETF
ETF
464286400
241
8000
SH
SOLE
8000
0
0
ISHARES MSCI TAIWAN ETF
ETF
464286731
169
12000
SH
SOLE
12000
0
0
ISHARES MSCI UNITED KINGDOM ETF
ETF
46434V548
323
21000
SH
SOLE
21000
0
0
ISHARES TRUST
ETF
464287465
3261
58430
SH
SOLE
58430
0
0
ISHARES TRUST
ETF
464287689
59900
482989
SH
SOLE
482989
0
0
J.M. SMUCKER CO. (THE)
COM
832696405
1469
9639
SH
SOLE
9639
0
0
JABIL CIRCUIT INC.
COM
466313103
519
28100
SH
SOLE
28100
0
0
JACK HENRY & ASSOCIATES INC
COM
426281101
314
3600
SH
SOLE
3600
0
0
JACOBS ENGINEERING GROUP, INC.
COM
469814107
2986
59944
SH
SOLE
59944
0
0
JAKKS PACIFIC, INC.
COM
47012E106
179
22600
SH
SOLE
22600
0
0
JETBLUE AIRWAYS CORPORATION
COM
477143101
1320
79700
SH
SOLE
79700
0
0
JOHNSON & JOHNSON
COM
478160104
29686
244731
SH
SOLE
244731
0
0
JOHNSON CONTROLS INC.
COM
478366107
2376
53677
SH
SOLE
53677
0
0
JPMORGAN CHASE & CO.
COM
46625H100
13740
221114
SH
SOLE
221114
0
0
JUNIPER NETWORKS INC.
COM
48203R104
345
15337
SH
SOLE
15337
0
0
KAR AUCTION SERVICES INC.
COM
48238T109
1265
30300
SH
SOLE
30300
0
0
KBR, INC.
COM
48242W106
498
37600
SH
SOLE
37600
0
0
KELLOGG CO.
COM
487836108
1413
17303
SH
SOLE
17303
0
0
KEYCORP
COM
493267108
910
82336
SH
SOLE
82336
0
0
KILROY REALTY CORP.
REIT
49427F108
205
3100
SH
SOLE
3100
0
0
KIMBALL ELECTRONICS, INC.
COM
49428J109
2443
196229
SH
SOLE
196229
0
0
KIMBERLY-CLARK CORP.
COM
494368103
1136
8265
SH
SOLE
8265
0
0
KIMCO REALTY CORP.
REIT
49446R109
2946
93877
SH
SOLE
93877
0
0
KLA-TENCOR CORP.
COM
482480100
3771
51487
SH
SOLE
51487
0
0
KLX INC.
COM
482539103
2006
64700
SH
SOLE
64700
0
0
KNOWLES CORP
COM
49926D109
1862
136100
SH
SOLE
136100
0
0
KRAFT HEINZ CO/THE
COM
500754106
2353
26597
SH
SOLE
26597
0
0
KROGER CO.
COM
501044101
3990
108446
SH
SOLE
108446
0
0
L BRANDS, INC.
COM
501797104
926
13800
SH
SOLE
13800
0
0
L-3 COMMUNICATIONS HOLDINGS INC.
COM
502424104
3087
21044
SH
SOLE
21044
0
0
LABORATORY CORPORATION OF AMERICA HOLDINGS
COM
50540R409
219
1680
SH
SOLE
1680
0
0
LAKELAND FINANCIAL CORP.
COM
511656100
400
8500
SH
SOLE
8500
0
0
LAM RESEARCH CORP.
COM
512807108
2433
28938
SH
SOLE
28938
0
0
LAMAR ADVERTISING CO.
COM
512816109
1306
19700
SH
SOLE
19700
0
0
LANDSTAR SYSTEM, INC.
COM
515098101
732
10660
SH
SOLE
10660
0
0
LAYNE CHRISTENSEN COMPANY
CONV
521050AD6
12718
12600000
SH
SOLE
12600000
0
0
LEAR CORP.
COM
521865204
2927
28760
SH
SOLE
28760
0
0
LEGG MASON INC.
COM
524901105
2411
81773
SH
SOLE
81773
0
0
LEGGETT & PLATT, INCORPORATED
COM
524660107
597
11681
SH
SOLE
11681
0
0
LEIDOS HOLDINGS, INC.
COM
525327102
1146
23950
SH
SOLE
23950
0
0
LEIDOS, INC
COM
808625107
3960
67860
SH
SOLE
67860
0
0
LENNAR CORPORATION
COM
526057302
373
10000
SH
SOLE
10000
0
0
LENNOX INTERNATIONAL INC.
COM
526107107
682
4780
SH
SOLE
4780
0
0
LEVEL 3 COMMUNICATIONS INC.
COM
52729N308
407
7900
SH
SOLE
7900
0
0
LEXMARK INTERNATIONAL INC.
COM
529771107
306
8100
SH
SOLE
8100
0
0
LIBERTY BROADBAND CORP
COM
530307107
1236
20800
SH
SOLE
20800
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M104
561
22100
SH
SOLE
22100
0
0
LIBERTY PROPERTY TRUST
REIT
531172104
583
14670
SH
SOLE
14670
0
0
LINCOLN ELECTRIC HOLDINGS, INC.
COM
533900106
620
10500
SH
SOLE
10500
0
0
LINCOLN NATIONAL CORP.
COM
534187109
663
17107
SH
SOLE
17107
0
0
LINEAR TECHNOLOGY CORPORATION
COM
535678106
1410
30306
SH
SOLE
30306
0
0
LINKEDIN CORP
CONV
53578AAB4
9869
10000000
SH
SOLE
10000000
0
0
LIQUIDITY SERVICES INC
COM
53635B107
78
10000
SH
SOLE
10000
0
0
LIVE NATION ENTERTAINMENT INC.
COM
538034109
827
35200
SH
SOLE
35200
0
0
LOCKHEED MARTIN CORP.
COM
539830109
3939
15871
SH
SOLE
15871
0
0
LOEWS CORP.
COM
540424108
207
5037
SH
SOLE
5037
0
0
LOWE'S COMPANIES, INC.
COM
548661107
11830
149424
SH
SOLE
149424
0
0
LPL FINANCIAL HOLDINGS, INC.
COM
50212V100
1068
47400
SH
SOLE
47400
0
0
LUKOIL, PJSC
ADR
69343P105
451
10800
SH
SOLE
10800
0
0
LYONDELLBASELL INDUSTRIES N.V.
COM
N53745100
12033
161696
SH
SOLE
161696
0
0
M&T BANK CORPORATION
COM
55261F104
868
7341
SH
SOLE
7341
0
0
MACERICH COMPANY, THE
REIT
554382101
2902
33982
SH
SOLE
33982
0
0
MACK-CALI REALTY CORP.
REIT
554489104
1478
54750
SH
SOLE
54750
0
0
MACY'S INC.
COM
55616P104
919
27335
SH
SOLE
27335
0
0
MADISON SQUARE GARDEN CO./THE
COM
55825T103
3421
19833
SH
SOLE
19833
0
0
MAGELLAN MIDSTREAM PARTNERS LP
COM
559080106
2242
29500
SH
SOLE
29500
0
0
MAGNUM HUNTER RESOURCES CORPORATION
COM
55973B607
5148
377799
SH
SOLE
377799
0
0
MALLINCKRODT PLC
COM
G5785G107
4720
77650
SH
SOLE
77650
0
0
MANHATTAN ASSOCIATES, INC.
COM
562750109
526
8200
SH
SOLE
8200
0
0
MANITOWOC CRANES
COM
563571108
726
133300
SH
SOLE
133300
0
0
MANPOWERGROUP INC.
COM
56418H100
431
6700
SH
SOLE
6700
0
0
MARATHON OIL CORPORATION
COM
565849106
1501
100012
SH
SOLE
100012
0
0
MARATHON PETROLEUM CORPORATION
COM
56585A102
1044
27510
SH
SOLE
27510
0
0
MARKEL CORP.
COM
570535104
664
697
SH
SOLE
697
0
0
MARKET VECTORS RUSSIA
ETF
92189F403
192
11000
SH
SOLE
11000
0
0
MARRIOTT INTERNATIONAL INC.
COM
571903202
1532
23049
SH
SOLE
23049
0
0
MARSH & MCLENNAN COMPANIES, INC.
COM
571748102
2776
40543
SH
SOLE
40543
0
0
MARTIN MARIETTA MATERIALS INC.
COM
573284106
2001
10420
SH
SOLE
10420
0
0
MARTIN MIDSTREAM PARTNERS LP
COM
573331105
2490
107800
SH
SOLE
107800
0
0
MASCO CORP.
COM
574599106
4394
142019
SH
SOLE
142019
0
0
MASIMO CORPORATION
COM
574795100
284
5400
SH
SOLE
5400
0
0
MASTERCARD INCORPORATED
COM
57636Q104
5762
65430
SH
SOLE
65430
0
0
MAXIM INTEGRATED PRODUCTS, INC.
COM
57772K101
518
14500
SH
SOLE
14500
0
0
MCCORMICK & COMPANY, INCORPORATED
COM
579780206
281
2634
SH
SOLE
2634
0
0
MCDONALD'S CORPORATION
COM
580135101
13873
115285
SH
SOLE
115285
0
0
MCKESSON CORP.
COM
58155Q103
1672
8956
SH
SOLE
8956
0
0
MEAD JOHNSON NUTRITION COMPANY
COM
582839106
1419
15636
SH
SOLE
15636
0
0
MEDIFAST INC
COM
58470H101
263
7900
SH
SOLE
7900
0
0
MEDNAX, INC.
COM
58502B106
637
8800
SH
SOLE
8800
0
0
MEDTRONIC PLC
COM
G5960L103
3443
39685
SH
SOLE
39685
0
0
MERCK & CO., INC.
COM
58933Y105
9427
163640
SH
SOLE
163640
0
0
MERITOR, INC.
CONV
043353AH4
19654
20500000
SH
SOLE
20500000
0
0
MERITOR, INC.
CONV
59001KAC4
14407
12835000
SH
SOLE
12835000
0
0
METLIFE INC.
COM
59156R108
2396
60159
SH
SOLE
60159
0
0
METTLER-TOLEDO INTERNATIONAL INC.
COM
592688105
642
1760
SH
SOLE
1760
0
0
MFA FINANCIAL, INC.
REIT
55272X102
686
94400
SH
SOLE
94400
0
0
MICHAEL KORS HOLDINGS LTD
COM
G60754101
3206
64800
SH
SOLE
64800
0
0
MICROCHIP TECHNOLOGY INC.
COM
595017104
596
11745
SH
SOLE
11745
0
0
MICROCHIP TECHNOLOGY INC.
CONV
595017AD6
16789
15168000
SH
SOLE
15168000
0
0
MICRON TECHNOLOGY INC.
COM
595112103
2566
186450
SH
SOLE
186450
0
0
MICRON TECHNOLOGY INC.
CONV
595112AY9
17769
23265000
SH
SOLE
23265000
0
0
MICROSOFT CORP.
COM
594918104
25237
493196
SH
SOLE
493196
0
0
MID-AMERICA APARTMENT COMMUNITIES, INC.
REIT
59522J103
277
2600
SH
SOLE
2600
0
0
MID-CON ENERGY PARTNERS LP
COM
59560V109
63
32769
SH
SOLE
32769
0
0
MKS INSTRUMENTS, INC.
COM
55306N104
314
7300
SH
SOLE
7300
0
0
MOHAWK INDUSTRIES INC.
COM
608190104
702
3700
SH
SOLE
3700
0
0
MONDELEZ INTERNATIONAL, INC.
COM
609207105
5468
120146
SH
SOLE
120146
0
0
MONMOUTH REAL ESTATE INVESTMENT CORP
REIT
609720107
138
10400
SH
SOLE
10400
0
0
MONRO MUFFLER BRAKE, INC.
COM
610236101
547
8600
SH
SOLE
8600
0
0
MONSANTO CO.
COM
61166W101
1161
11223
SH
SOLE
11223
0
0
MONSTER BEVERAGE CORP
COM
61174X109
289
1800
SH
SOLE
1800
0
0
MOODY'S CORPORATION
COM
615369105
343
3655
SH
SOLE
3655
0
0
MORGAN STANLEY
COM
617446448
2572
98993
SH
SOLE
98993
0
0
MOSAIC CO., THE
COM
61945C103
1283
49000
SH
SOLE
49000
0
0
MOTOROLA SOLUTIONS INC.
COM
620076307
4068
61671
SH
SOLE
61671
0
0
MPLX LP
COM
55336V100
1526
45375
SH
SOLE
45375
0
0
MSCI INC.
COM
55354G100
216
2800
SH
SOLE
2800
0
0
MURPHY OIL CORP.
COM
626717102
928
29233
SH
SOLE
29233
0
0
MURPHY USA INC.
COM
626755102
3212
43313
SH
SOLE
43313
0
0
MYLAN NV
COM
N59465109
2327
53806
SH
SOLE
53806
0
0
NABORS INDUSTRIES LTD
COM
G6359F103
235
23400
SH
SOLE
23400
0
0
NASDAQ, INC.
COM
631103108
412
6367
SH
SOLE
6367
0
0
NATIONAL BEVERAGE CORPORATION
COM
635017106
295
4700
SH
SOLE
4700
0
0
NATIONAL OILWELL VARCO INC.
COM
637071101
1727
51313
SH
SOLE
51313
0
0
NATIONAL RETAIL PROPERTIES INC.
REIT
637417106
388
7500
SH
SOLE
7500
0
0
NAVIENT CORPORATION
COM
63938C108
2600
217609
SH
SOLE
217609
0
0
NCI BUILDING SYSTEMS INC.
COM
628852204
349
21800
SH
SOLE
21800
0
0
NCR CORP.
COM
62886E108
5137
185000
SH
SOLE
185000
0
0
NEENAH ENTERPRISES, INC.
COM
64007R109
2233
154333
SH
SOLE
154333
0
0
NETAPP INC.
COM
64110D104
1107
45007
SH
SOLE
45007
0
0
NETFLIX INC
COM
64110L106
1614
17642
SH
SOLE
17642
0
0
NEUSTAR, INC.
COM
64126X201
364
15500
SH
SOLE
15500
0
0
NEW YORK COMMUNITY BANCORP, INC
COM
649445103
319
21290
SH
SOLE
21290
0
0
NEW YORK MORTGAGE TRUST INC.
REIT
649604501
82
13500
SH
SOLE
13500
0
0
NEW YORK REIT INC
REIT
64976L109
114
12300
SH
SOLE
12300
0
0
NEWELL RUBBERMAID INC.
COM
651229106
736
15147
SH
SOLE
15147
0
0
NEWFIELD EXPLORATION CO.
COM
651290108
923
20900
SH
SOLE
20900
0
0
NEWMARKET CORPORATION
COM
651587107
249
600
SH
SOLE
600
0
0
NEWMONT MINING CORPORATION
COM
651639106
1242
31754
SH
SOLE
31754
0
0
NEWS CORPORATION
COM
65249B109
490
43196
SH
SOLE
43196
0
0
NEXTERA ENERGY INC.
COM
65339F101
3977
30496
SH
SOLE
30496
0
0
NGL ENERGY PARTNERS LP
COM
62913M107
1153
59700
SH
SOLE
59700
0
0
NIELSEN HOLDINGS PLC
COM
G6518L108
1175
22600
SH
SOLE
22600
0
0
NIKE INC.
COM
654106103
3745
67848
SH
SOLE
67848
0
0
NISOURCE INC.
COM
65473P105
538
20275
SH
SOLE
20275
0
0
NORDSON CORP.
COM
655663102
209
2500
SH
SOLE
2500
0
0
NORDSTROM INC.
COM
655664100
1572
41319
SH
SOLE
41319
0
0
NORFOLK SOUTHERN CORP.
COM
655844108
1226
14396
SH
SOLE
14396
0
0
NORTHERN TRUST CORP.
COM
665859104
869
13120
SH
SOLE
13120
0
0
NORTHROP GRUMMAN CORP.
COM
666807102
8222
36991
SH
SOLE
36991
0
0
NORTHSTAR ASSET MANAGEMENT GROUP INC/NEW YORK
COM
66705Y104
554
54300
SH
SOLE
54300
0
0
NOVATEL WIRELESS INC
CONV
66987MAE9
4721
7000000
SH
SOLE
7000000
0
0
NOVO NORDISK A/S
ADR
670100205
215
4000
SH
SOLE
4000
0
0
NOW INC.
COM
67011P100
406
22400
SH
SOLE
22400
0
0
NRG ENERGY INC.
COM
629377508
969
64620
SH
SOLE
64620
0
0
NU SKIN ENTERPRISES INC
COM
67018T105
1535
33230
SH
SOLE
33230
0
0
NUANCE COMMUNICATIONS INC.
COM
67020Y100
2057
131600
SH
SOLE
131600
0
0
NUCOR CORP.
COM
670346105
2150
43517
SH
SOLE
43517
0
0
NUSTAR ENERGY LP
COM
67058H102
2151
43200
SH
SOLE
43200
0
0
NVIDIA CORP.
COM
67066G104
3681
78311
SH
SOLE
78311
0
0
NVR INC.
COM
62944T105
2368
1330
SH
SOLE
1330
0
0
NXP SEMICONDUCTORS N.V.
COM
N6596X109
382
4881
SH
SOLE
4881
0
0
O'REILLY AUTOMOTIVE, INC.
COM
67103H107
7457
27507
SH
SOLE
27507
0
0
OCCIDENTAL PETROLEUM CORP.
COM
674599105
1252
16575
SH
SOLE
16575
0
0
OCEANEERING INTERNATIONAL, INC.
COM
675232102
361
12100
SH
SOLE
12100
0
0
OLD NATIONAL BANCORP
COM
680033107
240
19115
SH
SOLE
19115
0
0
OLD REPUBLIC INTERNATIONAL CORP.
COM
680223104
841
43600
SH
SOLE
43600
0
0
OMEGA HEALTHCARE INVESTORS, INC.
COM
681936100
390
11500
SH
SOLE
11500
0
0
OMNICOM GROUP INC.
COM
681919106
1609
19745
SH
SOLE
19745
0
0
ON SEMICONDUCTOR CORP.
CONV
682189AK1
7820
8750000
SH
SOLE
8750000
0
0
ONE GAS, INC.
COM
68235P108
1998
30000
SH
SOLE
30000
0
0
ONEOK PARTNERS LP
COM
68268N103
10336
258025
SH
SOLE
258025
0
0
OPKO HEALTH INC
COM
68375N103
139
14850
SH
SOLE
14850
0
0
ORACLE CORP.
COM
68389X105
6718
164145
SH
SOLE
164145
0
0
ORBITAL ATK, INC.
COM
68557N103
255
3000
SH
SOLE
3000
0
0
ORITANI FINANCIAL CORP.
COM
68633D103
507
31700
SH
SOLE
31700
0
0
OSHKOSH CORP.
COM
688239201
2781
58300
SH
SOLE
58300
0
0
OWENS CORNING
COM
690742101
706
13700
SH
SOLE
13700
0
0
PACCAR INC.
COM
693718108
952
18356
SH
SOLE
18356
0
0
PACKAGING CORP. OF AMERICA
COM
695156109
1278
19100
SH
SOLE
19100
0
0
PACWEST BANCORP
COM
695263103
557
14000
SH
SOLE
14000
0
0
PANERA BREAD COMPANY
COM
69840W108
977
4610
SH
SOLE
4610
0
0
PAPA JOHN'S INTERNATIONAL, INC.
COM
698813102
510
7500
SH
SOLE
7500
0
0
PARKER-HANNIFIN CORP.
COM
701094104
3300
30538
SH
SOLE
30538
0
0
PAYCHEX INC
COM
704326107
980
16477
SH
SOLE
16477
0
0
PDL BIOPHARMA, INC.
COM
69329Y104
202
64400
SH
SOLE
64400
0
0
PENSKE AUTOMOTIVE GROUP INC.
COM
70959W103
824
26200
SH
SOLE
26200
0
0
PENTAIR PLC
COM
G7S00T104
2627
45061
SH
SOLE
45061
0
0
PEOPLE'S UNITED FINANCIAL INC
COM
712704105
487
33210
SH
SOLE
33210
0
0
PEPSICO INC.
COM
713448108
12400
117045
SH
SOLE
117045
0
0
PERKINELMER INC.
COM
714046109
2079
39654
SH
SOLE
39654
0
0
PERNIX THERAPEUTICS HOLDINGS INC
CONV
71426VAK4
1725
7500000
SH
SOLE
7500000
0
0
PETROBRAS ARGENTINA S.A.
ADR
71646J109
110
17500
SH
SOLE
17500
0
0
PFIZER INC.
COM
717081103
19434
551940
SH
SOLE
551940
0
0
PG&E CORP.
COM
69331C108
893
13969
SH
SOLE
13969
0
0
PHILIP MORRIS INTERNATIONAL INC.
COM
718172109
7131
70102
SH
SOLE
70102
0
0
PILGRIM'S PRIDE CORP.
COM
72147K108
2614
102600
SH
SOLE
102600
0
0
PINNACLE FOODS INC.
COM
72348P104
255
5500
SH
SOLE
5500
0
0
PINNACLE WEST CAPITAL CORP.
COM
723484101
211
2606
SH
SOLE
2606
0
0
PITNEY BOWES INC.
COM
724479100
1442
80988
SH
SOLE
80988
0
0
PLAINS ALL AMERICAN PIPELINE L.P.
COM
726503105
6073
220930
SH
SOLE
220930
0
0
PLATFORM SPECIALTY PRODUCTS CORPORATION
COM
72766Q105
746
84050
SH
SOLE
84050
0
0
PLEXUS CORP.
COM
729132100
302
7000
SH
SOLE
7000
0
0
PNC FINANCIAL SERVICES GROUP, INC.
COM
693475105
2051
25199
SH
SOLE
25199
0
0
POLARIS INDUSTRIES INC.
COM
731068102
511
6250
SH
SOLE
6250
0
0
POOL CORPORATION
COM
73278L105
2398
25500
SH
SOLE
25500
0
0
POPULAR INC.
COM
733174700
401
13700
SH
SOLE
13700
0
0
POST HOLDINGS INC.
COM
737446104
835
10100
SH
SOLE
10100
0
0
PPG INDUSTRIES INC.
COM
693506107
2653
25476
SH
SOLE
25476
0
0
PPL CORP.
COM
69351T106
2212
58602
SH
SOLE
58602
0
0
PRESTIGE BRANDS HOLDINGS, INC.
COM
74112D101
269
4849
SH
SOLE
4849
0
0
PRICELINE GROUP INC. (THE)
COM
741503403
861
690
SH
SOLE
690
0
0
PRIMERICA INC.
COM
74164M108
280
4900
SH
SOLE
4900
0
0
PRINCIPAL FINANCIAL GROUP, INC.
COM
74251V102
726
17664
SH
SOLE
17664
0
0
PROCTER & GAMBLE CO.
COM
742718109
5704
67372
SH
SOLE
67372
0
0
PROGRESSIVE CORP., THE
COM
743315103
1285
38348
SH
SOLE
38348
0
0
PROLOGIS INC.
COM
74340W103
1355
27639
SH
SOLE
27639
0
0
PROSPERITY BANCSHARES, INC.
COM
743606105
260
5100
SH
SOLE
5100
0
0
PRUDENTIAL FINANCIAL, INC.
COM
744320102
1895
26562
SH
SOLE
26562
0
0
PUBLIC SERVICE ENTERPRISE GROUP INC.
COM
744573106
1530
32833
SH
SOLE
32833
0
0
PUBLIC STORAGE
REIT
74460D109
2157
8440
SH
SOLE
8440
0
0
PULTEGROUP, INC.
COM
745867101
233
11947
SH
SOLE
11947
0
0
PVH CORP.
COM
693656100
1428
15150
SH
SOLE
15150
0
0
QORVO, INC.
COM
74736K101
635
11500
SH
SOLE
11500
0
0
QUALCOMM, INC.
COM
747525103
4579
85478
SH
SOLE
85478
0
0
QUANTA SERVICES, INC.
COM
74762E102
3346
144737
SH
SOLE
144737
0
0
QUEST DIAGNOSTICS INC.
COM
74834L100
378
4644
SH
SOLE
4644
0
0
QUINTILES TRANSNATIONAL HOLDINGS INC.
COM
74876Y101
1219
18662
SH
SOLE
18662
0
0
R.R. DONNELLEY & SONS COMPANY
COM
257867101
2480
146600
SH
SOLE
146600
0
0
RALPH LAUREN CORPORATION
COM
751212101
941
10500
SH
SOLE
10500
0
0
RANDGOLD RESOURCES LTD
ADR
752344309
834
7447
SH
SOLE
7447
0
0
RANGE RESOURCES CORP.
COM
75281A109
362
8398
SH
SOLE
8398
0
0
RAYMOND JAMES FINANCIAL, INC.
COM
754730109
409
8300
SH
SOLE
8300
0
0
RAYTHEON CO.
COM
755111507
1786
13135
SH
SOLE
13135
0
0
RE/MAX HOLDINGS INC
COM
75524W108
338
8400
SH
SOLE
8400
0
0
RED HAT INC.
COM
756577102
468
6445
SH
SOLE
6445
0
0
REGAL ENTERTAINMENT GROUP
COM
758766109
2067
93800
SH
SOLE
93800
0
0
REGENCY CENTERS CORP.
REIT
758849103
636
7600
SH
SOLE
7600
0
0
REGIONS FINANCIAL CORP.
COM
7591EP100
3284
385918
SH
SOLE
385918
0
0
REINSURANCE GROUP OF AMERICA, INC.
COM
759351604
296
3050
SH
SOLE
3050
0
0
RELIANCE STEEL & ALUMINUM CO.
COM
759509102
2218
28845
SH
SOLE
28845
0
0
RENASANT CORPORATION
COM
75970E107
297
9200
SH
SOLE
9200
0
0
RESMED INC.
COM
761152107
373
5900
SH
SOLE
5900
0
0
RESOLUTE FOREST PRODUCTS, INC.
COM
76117W109
198
37466
SH
SOLE
37466
0
0
RETAIL PROPERTIES OF AMERICA, INC.
REIT
76131V202
282
16700
SH
SOLE
16700
0
0
REYNOLDS AMERICAN INC.
COM
761713106
4451
82538
SH
SOLE
82538
0
0
RITE AID CORP.
COM
767754104
895
119500
SH
SOLE
119500
0
0
ROCKWELL AUTOMATION INC.
COM
773903109
1509
13139
SH
SOLE
13139
0
0
ROPER INDUSTRIES INC.
COM
776696106
2256
13227
SH
SOLE
13227
0
0
ROSS STORES INC.
COM
778296103
1451
25596
SH
SOLE
25596
0
0
ROWAN COS. INC.
COM
G7665A101
1037
58700
SH
SOLE
58700
0
0
ROYAL CARIBBEAN CRUISES LTD.
COM
V7780T103
1115
16600
SH
SOLE
16600
0
0
RPM INTERNATIONAL INC.
COM
749685103
1072
21470
SH
SOLE
21470
0
0
RPX CORP
COM
74972G103
359
39200
SH
SOLE
39200
0
0
RYDER SYSTEM INC.
COM
783549108
306
5002
SH
SOLE
5002
0
0
S&P GLOBAL INC
COM
78409V104
1182
11017
SH
SOLE
11017
0
0
SABRE CORP
COM
78573M104
1259
47000
SH
SOLE
47000
0
0
SALESFORCE.COM INC.
COM
79466L302
1458
18364
SH
SOLE
18364
0
0
SANTANDER CONSUMER USA HOLDINGS INC
COM
80283M101
142
13700
SH
SOLE
13700
0
0
SASOL LTD.
ADR
803866300
306
11300
SH
SOLE
11300
0
0
SCANA CORP.
COM
80589M102
850
11239
SH
SOLE
11239
0
0
SCHLUMBERGER LTD.
COM
806857108
3150
39828
SH
SOLE
39828
0
0
SCICLONE PHARMACEUTICALS INC
COM
80862K104
231
17700
SH
SOLE
17700
0
0
SCRIPPS NETWORKS INTERACTIVE INC.
COM
811065101
3643
58496
SH
SOLE
58496
0
0
SEACOR HOLDINGS INC.
CONV
81170YAB5
11767
14709000
SH
SOLE
14709000
0
0
SEADRILL PARTNERS LLC
COM
Y7545W109
3415
635944
SH
SOLE
635944
0
0
SEAGATE TECHNOLOGY PLC
COM
G7945M107
653
26800
SH
SOLE
26800
0
0
SEALED AIR CORP.
COM
81211K100
1329
28900
SH
SOLE
28900
0
0
SEAWORLD ENTERTAINMENT, INC.
COM
81282V100
573
40000
SH
SOLE
40000
0
0
SEI INVESTMENTS COMPANY
COM
784117103
1082
22500
SH
SOLE
22500
0
0
SELECT SECTOR SPDR - ENERGY
ETF
81369Y506
3460
50700
SH
SOLE
50700
0
0
SELECT SECTOR SPDR - FINANCIAL
ETF
81369Y605
3299
144500
SH
SOLE
144500
0
0
SELECT SECTOR SPDR - INDUSTRIAL
ETF
81369Y704
1013
18100
SH
SOLE
18100
0
0
SEMPRA ENERGY
COM
816851109
762
6683
SH
SOLE
6683
0
0
SENSIENT TECHNOLOGIES CORPORATION
COM
81725T100
213
3000
SH
SOLE
3000
0
0
SERVICEMASTER GLOBAL HOLDINGS INC
COM
81761R109
271
6800
SH
SOLE
6800
0
0
SIGNATURE BANK CORPORATION
COM
82669G104
748
5990
SH
SOLE
5990
0
0
SILVER WHEATON CORP
COM
828336107
837
35570
SH
SOLE
35570
0
0
SIMON PROPERTY GROUP, INC
REIT
828806109
3865
17818
SH
SOLE
17818
0
0
SINCLAIR BROADCAST GROUP INC.
COM
829226109
257
8600
SH
SOLE
8600
0
0
SIRIUS XM RADIO INC.
COM
82968B103
641
162300
SH
SOLE
162300
0
0
SIX FLAGS ENTERTAINMENT CORPORATION
COM
83001A102
1408
24300
SH
SOLE
24300
0
0
SKYWEST, INC.
COM
830879102
434
16400
SH
SOLE
16400
0
0
SL GREEN REALTY CORP.
REIT
78440X101
257
2410
SH
SOLE
2410
0
0
SLM CORPORATION
COM
78442P106
540
87300
SH
SOLE
87300
0
0
SNAP-ON INC.
COM
833034101
2734
17326
SH
SOLE
17326
0
0
SNYDERS-LANCE INC
COM
833551104
359
10600
SH
SOLE
10600
0
0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA
ADR
833635105
1410
57020
SH
SOLE
57020
0
0
SOTHEBY'S
COM
835898107
1352
49350
SH
SOLE
49350
0
0
SOUTH32 LTD
ADR
84473L105
102
17406
SH
SOLE
17406
0
0
SOUTHERN CO.
COM
842587107
3079
57406
SH
SOLE
57406
0
0
SOUTHWEST AIRLINES CO.
COM
844741108
2900
73949
SH
SOLE
73949
0
0
SOUTHWESTERN ENERGY CO.
COM
845467109
285
22686
SH
SOLE
22686
0
0
SOUTHWESTERN ENERGY CO.
CONV
845467208
5417
180000
SH
SOLE
180000
0
0
SPARK ENERGY INC.
COM
846511103
284
8600
SH
SOLE
8600
0
0
SPARTAN STORES, INC.
COM
847215100
342
11200
SH
SOLE
11200
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
3496
74100
SH
SOLE
74100
0
0
SPECTRASCIENCE, INC.
COM
84760E301
1
157715
SH
SOLE
157715
0
0
SPIRIT AEROSYSTEMS HOLDINGS INC
COM
848574109
2404
55900
SH
SOLE
55900
0
0
SPIRIT REALTY CAPITAL INC.
REIT
84860W102
206
16100
SH
SOLE
16100
0
0
SPX CORP.
COM
78469X107
3332
127800
SH
SOLE
127800
0
0
SQUARE INC
COM
852234103
996
110100
SH
SOLE
110100
0
0
SS&C TECHNOLOGIES HOLDINGS, INC.
COM
78467J100
814
29000
SH
SOLE
29000
0
0
ST. JUDE MEDICAL INC.
COM
790849103
665
8529
SH
SOLE
8529
0
0
STANLEY BLACK & DECKER, INC.
COM
854502101
2917
26226
SH
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26226
0
0
STAPLES INC.
COM
855030102
1909
221448
SH
SOLE
221448
0
0
STARBUCKS CORP.
COM
855244109
1242
21744
SH
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21744
0
0
STARWOOD HOTELS & RESORTS WORLDWIDE INC.
COM
85590A401
2305
31175
SH
SOLE
31175
0
0
STARWOOD PROPERTY TRUST INC.
REIT
85571B105
553
26700
SH
SOLE
26700
0
0
STARWOOD WAYPOINT RESIDENTIAL TRUST
REIT
19625X102
1807
59400
SH
SOLE
59400
0
0
STARZ
COM
85571Q102
3225
107800
SH
SOLE
107800
0
0
STATE STREET CORPORATION
COM
857477103
1157
21461
SH
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21461
0
0
STATOIL ASA
ADR
85771P102
1916
110700
SH
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110700
0
0
STEEL DYNAMICS INC.
COM
858119100
1842
75200
SH
SOLE
75200
0
0
STERICYCLE, INC.
COM
858912108
354
3404
SH
SOLE
3404
0
0
STRYKER CORP.
COM
863667101
2641
22039
SH
SOLE
22039
0
0
SUBSEA 7 SA
ADR
864323100
231
23600
SH
SOLE
23600
0
0
SUBURBAN PROPANE PARTNERS, L.P.
COM
864482104
347
10400
SH
SOLE
10400
0
0
SUNCOR ENERGY INC.
COM
867224107
489
17619
SH
SOLE
17619
0
0
SUNOCO LP
COM
86765K109
1255
41900
SH
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41900
0
0
SUNTRUST BANKS INC.
COM
867914103
2818
68600
SH
SOLE
68600
0
0
SUPERIOR ENERGY SERVICES INC.
COM
868157108
503
27300
SH
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27300
0
0
SUPREME INDUSTRIES, INC.
COM
868607102
4353
317706
SH
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317706
0
0
SYMANTEC CORP.
COM
871503108
561
27334
SH
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27334
0
0
SYNCHRONOSS TECHNOLOGIES, INC.
COM
87157B103
325
10200
SH
SOLE
10200
0
0
SYNCHRONY FINANCIAL
COM
87165B103
892
35300
SH
SOLE
35300
0
0
SYNGENTA AG
ADR
87160A100
668
8700
SH
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8700
0
0
SYNNEX CORPORATION
COM
87162W100
626
6600
SH
SOLE
6600
0
0
SYNOPSYS, INC.
COM
871607107
389
7200
SH
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7200
0
0
SYSCO CORP.
COM
871829107
1994
39300
SH
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0
0
T ROWE PRICE GROUP, INC.
COM
74144T108
1043
14292
SH
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14292
0
0
T-MOBILE US INC.
COM
872590104
1759
40650
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40650
0
0
TALLGRASS ENERGY PARTNERS LP
COM
874697105
994
21600
SH
SOLE
21600
0
0
TANGER FACTORY OUTLET CENTERS INC.
REIT
875465106
209
5200
SH
SOLE
5200
0
0
TARGA RESOURCES CORP
COM
87612G101
4045
95987
SH
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95987
0
0
TARGET CORP.
COM
87612E106
2580
36953
SH
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36953
0
0
TCF FINANCIAL CORP.
COM
872275102
811
64100
SH
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64100
0
0
TD AMERITRADE HOLDING CORP.
COM
87236Y108
231
8100
SH
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8100
0
0
TE CONNECTIVITY LTD.
COM
H84989104
988
17300
SH
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17300
0
0
TECH DATA CORP.
COM
878237106
819
11400
SH
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11400
0
0
TECO ENERGY INC.
COM
872375100
951
34423
SH
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34423
0
0
TEEKAY LNG PARTNERS L.P.
COM
Y8564M105
384
34105
SH
SOLE
34105
0
0
TEEKAY OFFSHORE PARTNERS L.P.
COM
Y8565J101
524
87987
SH
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87987
0
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TEEKAY TANKERS LTD
COM
Y8565N102
59
19800
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19800
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0
TEGNA INC.
COM
36473H104
211
15300
SH
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15300
0
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TEGNA INC.
COM
87901J105
692
29874
SH
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29874
0
0
TELEDYNE TECHNOLOGIES INCORPORATED
COM
879360105
287
2900
SH
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2900
0
0
TELEFLEX INCORPORATED
COM
879369106
1385
7810
SH
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7810
0
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TEMPUR SEALY INTERNATIONAL INC.
COM
88023U101
310
5600
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0
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TENARIS SA
ADR
88031M109
917
31800
SH
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31800
0
0
TENET HEALTHCARE CORP.
COM
88033G407
895
32377
SH
SOLE
32377
0
0
TERADATA CORPORATION
COM
88076W103
1454
57984
SH
SOLE
57984
0
0
TERRA NITROGEN COMPANY LP
COM
881005201
350
3350
SH
SOLE
3350
0
0
TESORO CORPORATION
COM
881609101
6022
80373
SH
SOLE
80373
0
0
TESORO LOGISTICS, L.P.
COM
88160T107
1501
30300
SH
SOLE
30300
0
0
TESSERA TECHNOLOGIES INC
COM
88164L100
254
8300
SH
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0
0
TETRA TECH, INC.
COM
88162G103
206
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SH
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0
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TEXAS INSTRUMENTS INC.
COM
882508104
6382
101869
SH
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0
0
TEXAS ROADHOUSE, INC.
COM
882681109
2519
55250
SH
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0
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TEXTRON INC.
COM
883203101
715
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SH
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0
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THERMO FISHER SCIENTIFIC INC.
COM
883556102
4682
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SH
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0
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THOR INDUSTRIES, INC.
COM
885160101
842
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TIME WARNER INC.
COM
887317303
2698
36693
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TIMKEN COMPANY, THE
COM
887389104
675
22000
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TJX COMPANIES INC.
COM
872540109
6068
78566
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78566
0
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TORCHMARK CORP.
COM
891027104
1638
26492
SH
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26492
0
0
TORO CO., THE
COM
891092108
280
3180
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TOTAL SA
ADR
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2380
49490
SH
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TOTAL SYSTEM SERVICES INC.
COM
891906109
4606
86728
SH
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0
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TRACTOR SUPPLY COMPANY
COM
892356106
556
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6100
0
0
TRANSDIGM GROUP INCORPORATED
COM
893641100
886
3360
SH
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3360
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TRANSOCEAN LTD
COM
H8817H100
2229
187500
SH
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TRAVELERS COMPANIES, INC., THE
COM
89417E109
1759
14779
SH
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TRIBUNE MEDIA COMPANY
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3103
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TRIUMPH GROUP INC.
COM
896818101
888
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TUPPERWARE BRANDS CORPORATION
COM
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833
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14800
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TWENTY-FIRST CENTURY FOX, INC.
COM
90130A101
1298
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SH
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TWO HARBORS INVESTMENT CORP
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TYSON FOODS INC.
COM
902494103
6861
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U.S. BANCORP
COM
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2646
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SH
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65621
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ULTRAPAR PARTICIPACOES S.A.
ADR
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61675
SH
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61675
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UNION PACIFIC CORP.
COM
907818108
6783
77742
SH
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77742
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UNITED COMMUNITY FINANCIAL CORP/OH
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UNITED CONTINENTAL HOLDINGS INC.
COM
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2347
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UNITED PARCEL SERVICE INC.
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UNITED RENTALS INC.
COM
911363109
2526
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UNITED TECHNOLOGIES CORP.
COM
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2734
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26662
0
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UNITED THERAPEUTICS CORP
COM
91307C102
1808
17070
SH
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17070
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UNITEDHEALTH GROUP INCORPORATED
COM
91324P102
16336
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SH
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115695
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UNIVERSAL ELECTRONICS INC
COM
913483103
318
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UNUM GROUP
COM
91529Y106
2396
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SH
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UPM-KYMMENE CORP.
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184
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URBAN OUTFITTERS, INC.
COM
917047102
1709
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SH
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USANA HEALTH SCIENCES, INC.
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312
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USG CORP.
COM
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488
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VALERO ENERGY CORP.
COM
91913Y100
3727
73074
SH
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73074
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VALIDUS HOLDINGS LTD.
COM
G9319H102
884
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SH
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VALLEY NATIONAL BANCORP
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VALMONT INDUSTRIES INC.
COM
920253101
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VANGUARD FTSE DEVELOPED MARKETS ETF
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2646
74840
SH
SOLE
74840
0
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VANGUARD FTSE EMERGING MARKETS
ETF
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1965
55800
SH
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55800
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VANGUARD TOTAL STOCK MARKET ETF
ETF
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300
2800
SH
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2800
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VANTIV INC
COM
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VARIAN MEDICAL SYSTEMS, INC.
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VECTOR GROUP LTD.
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220
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9800
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VECTREN CORPORATION
COM
92240G101
219
4150
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4150
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VEEVA SYSTEMS INC
COM
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628
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18400
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VENTAS INC.
REIT
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VERISIGN INC.
COM
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VERISK ANALYTICS, INC.
COM
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VERIZON COMMUNICATIONS INC.
COM
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VF CORP.
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430
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VIACOM INC.
COM
92553P201
2774
66900
SH
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66900
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VIOLIN MEMORY INC
CONV
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4654
11000000
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SOLE
11000000
0
0
VISA INC.
COM
92826C839
4657
62792
SH
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62792
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VISTA OUTDOOR INC
COM
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4280
89680
SH
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89680
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VISTEON CORPORATION
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VMWARE, INC.
COM
928563402
1366
23880
SH
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23880
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VODAFONE GROUP PLC
ADR
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VOYA FINANCIAL, INC.
COM
929089100
250
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SH
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VSE CORPORATION
COM
918284100
341
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SH
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5100
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VULCAN MATERIALS COMPANY
COM
929160109
321
2663
SH
SOLE
2663
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VWR CORP
COM
91843L103
1517
52500
SH
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WABTEC CORPORATION
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WAL-MART STORES, INC.
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WALGREENS BOOTS ALLIANCE, INC.
COM
931427108
1587
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SH
SOLE
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WALT DISNEY COMPANY (THE)
COM
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SH
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WASTE MANAGEMENT, INC.
COM
94106L109
1601
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WATERS CORPORATION
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WATSCO, INC.
COM
942622200
295
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WEBSTER FINANCIAL CORPORATION
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WEC ENERGY GROUP, INC.
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994
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WELLCARE HEALTH PLANS INC.
COM
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1641
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WELLS FARGO & COMPANY
COM
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8798
185890
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185890
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WENDY'S CO. (THE)
COM
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WESCO INTERNATIONAL, INC.
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WEST PHARMACEUTICAL SERVICES, INC.
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WESTERN ALLIANCE BANCORPORATION
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712
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21800
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WESTERN DIGITAL CORPORATION
COM
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364
7703
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7703
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WESTERN GAS PARTNERS, LP
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WESTERN REFINING, INC.
COM
959319104
679
32912
SH
SOLE
32912
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WESTERN UNION COMPANY, THE
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959802109
5194
270815
SH
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270815
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WESTLAKE CHEMICAL CORPORATION
COM
960413102
376
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SOLE
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WESTROCK COMPANY
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96145D105
276
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7112
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WEX INC.
COM
96208T104
290
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SH
SOLE
3270
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WHIRLPOOL CORPORATION
COM
963320106
2661
15967
SH
SOLE
15967
0
0
WHITE MOUNTAINS INSURANCE GROUP, LTD.
COM
G9618E107
457
543
SH
SOLE
543
0
0
WHITING PETROLEUM CORP.
CONV
966387AL6
11869
15000000
SH
SOLE
15000000
0
0
WILLIAMS PARTNERS LP
COM
96949L105
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SOLE
161424
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WILLIAMS-SONOMA, INC.
COM
969904101
490
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SH
SOLE
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WINDSTREAM SERVICES, LLC
COM
97382A200
1440
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SH
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155300
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WORLD FUEL SERVICES CORP.
COM
981475106
290
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SOLE
6100
0
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WORTHINGTON INDUSTRIES, INC.
COM
981811102
3979
94070
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WRIGHT MEDICAL GROUP, INC.
CONV
98235TAE7
8681
9500000
SH
SOLE
9500000
0
0
WYNDHAM WORLDWIDE CORPORATION
COM
98310W108
3842
53931
SH
SOLE
53931
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XCEL ENERGY INC.
COM
98389B100
732
16337
SH
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16337
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XEROX CORPORATION
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984121103
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185874
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XILINX, INC.
COM
983919101
1348
29227
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SOLE
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XL GROUP PLC
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G98290102
394
11835
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11835
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XYLEM INC.
COM
98419M100
762
17056
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SOLE
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YUM! BRANDS INC.
COM
988498101
2878
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34711
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ZIMMER BIOMET HOLDINGS, INC.
COM
98956P102
354
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2939
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ZIONS BANCORPORATION
COM
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360
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14340
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ZOETIS INC.
COM
98978V103
5497
115827
SH
SOLE
115827
0
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BABSON CAP PARTN INVS TRUST
COM
05616B100
3035
209624
SH
SOLE
209624
0
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BABSON CAP CORPORATE INVS
COM
05617K109
2997
165646
SH
SOLE
165646
0
0
TCP CAPITAL CORP
COM
87238Q103
24275
1603372
SH
SOLE
1603372
0
0