0000009015-16-000023.txt : 20161114
0000009015-16-000023.hdr.sgml : 20161111
20161114160904
ACCESSION NUMBER: 0000009015-16-000023
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160930
FILED AS OF DATE: 20161114
DATE AS OF CHANGE: 20161114
EFFECTIVENESS DATE: 20161114
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Barings 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: 161994885
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 CAPITAL MANAGEMENT LLC
DATE OF NAME CHANGE: 20040707
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
09-30-2016
09-30-2016
Barings LLC
470 ATLANTIC AVENUE
10TH FLOOR
BOSTON
MA
02210
13F HOLDINGS REPORT
028-00060
Y
Barings LLC (Barings) is an indirect wholly-owned subsidiary of Massachusetts Mutual Life Insurance Company (MassMutual). Wherever Barings 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 Barings.
Ann Malloy
Director
617-761-6662
/s/ Ann Malloy
Boston
MA
11-14-2016
0
793
3860797
false
INFORMATION TABLE
2
informationtable_09302016.xml
INFORMATION TABLE
3M CO.
COM
88579Y101
3528
20017
SH
SOLE
20017
0
0
A.O. SMITH CORPORATION
COM
831865209
2588
26200
SH
SOLE
26200
0
0
ABBOTT LABORATORIES
COM
002824100
2221
52526
SH
SOLE
52526
0
0
ABBVIE INC.
COM
00287Y109
11738
186109
SH
SOLE
186109
0
0
ACCENTURE PLC
COM
G1151C101
834
6830
SH
SOLE
6830
0
0
ACCO BRANDS CORP.
COM
00081T108
317
32900
SH
SOLE
32900
0
0
ACE LIMITED
COM
H1467J104
2567
20429
SH
SOLE
20429
0
0
ACTIVISION BLIZZARD, INC.
COM
00507V109
1617
36500
SH
SOLE
36500
0
0
ADELPHIA RECOVERY TRUST
COM
00685R409
0
1783299
SH
SOLE
1783299
0
0
ADOBE SYSTEMS INC.
COM
00724F101
2265
20865
SH
SOLE
20865
0
0
ADVANCE AUTO PARTS, INC.
COM
00751Y106
686
4600
SH
SOLE
4600
0
0
AECOM
COM
00766T100
794
26711
SH
SOLE
26711
0
0
AES CORP., THE
COM
00130H105
2039
158664
SH
SOLE
158664
0
0
AETNA INC.
COM
00817Y108
2294
19870
SH
SOLE
19870
0
0
AFFILIATED MANAGERS GROUP, INC.
COM
008252108
203
1400
SH
SOLE
1400
0
0
AFLAC INC.
COM
001055102
4127
57417
SH
SOLE
57417
0
0
AGCO CORP.
COM
001084102
2366
47970
SH
SOLE
47970
0
0
AGILENT TECHNOLOGIES INC.
COM
00846U101
925
19636
SH
SOLE
19636
0
0
AGRIUM INC.
COM
008916108
1495
16485
SH
SOLE
16485
0
0
AIR LEASE CORP.
COM
00912X302
1035
36200
SH
SOLE
36200
0
0
AIR PRODUCTS AND CHEMICALS INC.
COM
009158106
1029
6845
SH
SOLE
6845
0
0
ALASKA AIR GROUP INC.
COM
011659109
3622
55000
SH
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55000
0
0
ALBEMARLE CORP.
COM
012653101
274
3200
SH
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3200
0
0
ALCOA INC.
COM
013817101
393
38717
SH
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38717
0
0
ALIGN TECHNOLOGY, INC.
COM
016255101
338
3600
SH
SOLE
3600
0
0
ALLEGION PLC
COM
G0176J109
4605
66833
SH
SOLE
66833
0
0
ALLERGAN PLC
COM
G0177J108
209
909
SH
SOLE
909
0
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ALLERGAN PLC
CONV
G0177J116
11872
14500
SH
SOLE
14500
0
0
ALLIANCE DATA SYSTEMS CORPORATION
COM
018581108
215
1000
SH
SOLE
1000
0
0
ALLIANCE RESOURCE PARTNERS, L.P.
COM
01877R108
1993
89864
SH
SOLE
89864
0
0
ALLIED WORLD ASSURANCE COMPANY HOLDINGS, AG
COM
H01531104
483
11960
SH
SOLE
11960
0
0
ALLISON TRANSMISSION HOLDINGS, INC
COM
01973R101
2479
86450
SH
SOLE
86450
0
0
ALLSCRIPTS HEALTHCARE SOLUTIONS, INC.
COM
01988P108
281
21300
SH
SOLE
21300
0
0
ALLSTATE CORP.
COM
020002101
1302
18821
SH
SOLE
18821
0
0
ALLY FINANCIAL INC.
COM
02005N100
278
14300
SH
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14300
0
0
ALPHABET INC.
COM
02079K107
12449
16016
SH
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0
0
ALPHABET INC.
COM
02079K305
15674
19493
SH
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19493
0
0
ALTRIA GROUP INC.
COM
02209S103
3008
47570
SH
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47570
0
0
AMAZON.COM INC.
COM
023135106
16861
20137
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0
0
AMC NETWORKS INC.
COM
00164V103
503
9700
SH
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9700
0
0
AMDOCS LTD.
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G02602103
2678
46300
SH
SOLE
46300
0
0
AMERICAN AIRLINES GROUP INC.
COM
02376R102
2581
70500
SH
SOLE
70500
0
0
AMERICAN ELECTRIC POWER CO. INC.
COM
025537101
1150
17911
SH
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17911
0
0
AMERICAN EXPRESS COMPANY
COM
025816109
2833
44237
SH
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44237
0
0
AMERICAN INTERNATIONAL GROUP INC.
COM
026874784
3036
51159
SH
SOLE
51159
0
0
AMERICAN VANGUARD CORP.
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030371108
202
12600
SH
SOLE
12600
0
0
AMERICAN WATER WORKS CO. INC.
COM
030420103
1912
25550
SH
SOLE
25550
0
0
AMERIGAS PARTNERS, L.P.
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030975106
409
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SH
SOLE
8949
0
0
AMERIPRISE FINANCIAL INC.
COM
03076C106
392
3931
SH
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3931
0
0
AMERISOURCEBERGEN CORP.
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03073E105
2213
27397
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27397
0
0
AMGEN INC.
COM
031162100
10732
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SH
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0
0
AMKOR TECHNOLOGY INC.
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031652100
123
12700
SH
SOLE
12700
0
0
AMSURG CORP.
COM
03232P405
744
11100
SH
SOLE
11100
0
0
AMTECH SYSTEMS INC
COM
032332504
450
90808
SH
SOLE
90808
0
0
AMTRUST FINANCIAL SERVICES, INC.
COM
032359309
1551
57800
SH
SOLE
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0
0
ANADARKO PETROLEUM CORP.
CONV
032511404
15001
360000
SH
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360000
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0
ANALOG DEVICES INC.
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032654105
304
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SH
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0
ANSYS, INC.
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03662Q105
445
4800
SH
SOLE
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0
0
ANTERO MIDSTREAM PARTNERS LP
COM
03673L103
352
13200
SH
SOLE
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0
0
ANTERO RESOURCES CORPORATION
COM
03674X106
4566
169428
SH
SOLE
169428
0
0
ANTHEM, INC.
COM
036752103
2745
21904
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SOLE
21904
0
0
AON PLC
COM
G0408V102
1200
10671
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10671
0
0
APACHE CORP.
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037411105
1606
25147
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25147
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APPLE INC.
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037833100
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0
0
APPLIED MATERIALS INC.
COM
038222105
3103
102906
SH
SOLE
102906
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ARCELORMITTAL
ADR
03938L104
487
80600
SH
SOLE
80600
0
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ARCH CAPITAL GROUP LTD.
COM
G0450A105
404
5100
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SOLE
5100
0
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ARCHER DANIELS MIDLAND CO.
COM
039483102
4400
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104338
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ARCHROCK PARTNERS, L.P.
COM
03957U100
2660
180700
SH
SOLE
180700
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ARGAN INC
COM
04010E109
450
7600
SH
SOLE
7600
0
0
ARMSTRONG FLOORING INC
COM
04238R106
1672
88540
SH
SOLE
88540
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ARRIS INTERNATIONAL PLC
COM
G0551A103
1009
35600
SH
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35600
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0
ARROW ELECTRONICS INC.
COM
042735100
793
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ASSURANT INC.
COM
04621X108
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ASSURED GUARANTY, LTD.
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AT&T INC.
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00206R102
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ATLAS AIR WORLDWIDE HOLDINGS INC.
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AUTOMATIC DATA PROCESSING INC.
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AUTOZONE INC.
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AVERY DENNISON CORP.
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3314
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0
BABCOCK & WILCOX COMPANY (THE)
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BAKER HUGHES INC.
COM
057224107
238
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BALL CORPORATION
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BANK OF AMERICA CORPORATION
COM
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BANK OF MONTREAL
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BANK OF NEW YORK MELLON CORP.
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BAXTER INTERNATIONAL INC.
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071813109
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BB&T CORPORATION
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BERRY PLASTICS GROUP, INC
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BHP BILLITON LTD.
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088606108
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BIOGEN INC.
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BLACKROCK, INC.
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09247X101
729
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BOARDWALK PIPELINE PARTNERS LP
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BOEING CO.
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BOSTON SCIENTIFIC CORP.
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BOYD GAMING CORPORATION
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BRISTOL-MYERS SQUIBB CO.
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CHESAPEAKE ENERGY CORP.
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0
0
COLUMBIA PIPELINE PARTNERS LP
COM
198281107
1617
100200
SH
SOLE
100200
0
0
COLUMBUS MCKINNON CORP.
COM
199333105
626
35100
SH
SOLE
35100
0
0
COMCAST CORP.
COM
20030N101
9042
136293
SH
SOLE
136293
0
0
COMERICA INC.
COM
200340107
215
4545
SH
SOLE
4545
0
0
COMMERCE BANCSHARES INC.
COM
200525103
203
4111
SH
SOLE
4111
0
0
COMPANIA DE MINAS BUENAVENTURA S.A.
ADR
204448104
693
50100
SH
SOLE
50100
0
0
CONAGRA FOODS INC.
COM
205887102
3564
75658
SH
SOLE
75658
0
0
CONCHO RESOURCES INC.
COM
20605P101
729
5310
SH
SOLE
5310
0
0
CONOCOPHILLIPS
COM
20825C104
5979
137542
SH
SOLE
137542
0
0
CONSOLIDATED EDISON INC.
COM
209115104
1367
18151
SH
SOLE
18151
0
0
CONSTELLATION BRANDS INC.
COM
21036P108
518
3114
SH
SOLE
3114
0
0
COPA HOLDINGS SA
COM
P31076105
791
9000
SH
SOLE
9000
0
0
CORE LABORATORIES NV
COM
N22717107
917
8167
SH
SOLE
8167
0
0
CORELOGIC INC.
COM
21871D103
1161
29600
SH
SOLE
29600
0
0
CORNING INC.
COM
219350105
2915
123241
SH
SOLE
123241
0
0
COSTCO WHOLESALE CORP.
COM
22160K105
2896
18988
SH
SOLE
18988
0
0
CREDIT ACCEPTANCE CORP.
COM
225310101
623
3100
SH
SOLE
3100
0
0
CREE, INC.
COM
225447101
213
8300
SH
SOLE
8300
0
0
CROWN HOLDINGS INC.
COM
228368106
851
14900
SH
SOLE
14900
0
0
CUMMINS INC.
COM
231021106
3115
24308
SH
SOLE
24308
0
0
CVR PARTNERS, LP
COM
126633106
987
186319
SH
SOLE
186319
0
0
CVS HEALTH CORPORATION
COM
126650100
6543
73527
SH
SOLE
73527
0
0
D.R. HORTON INC.
COM
23331A109
656
21706
SH
SOLE
21706
0
0
DANAHER CORP.
COM
235851102
5311
67748
SH
SOLE
67748
0
0
DARDEN RESTAURANTS INC.
COM
237194105
1308
21327
SH
SOLE
21327
0
0
DARLING INTERNATIONAL INC.
COM
237266101
170
12600
SH
SOLE
12600
0
0
DAVITA INC
COM
23918K108
941
14236
SH
SOLE
14236
0
0
DCP MIDSTREAM PARTNERS LP
COM
23311P100
2253
63770
SH
SOLE
63770
0
0
DEERE & COMPANY
COM
244199105
3306
38731
SH
SOLE
38731
0
0
DELL TECHNOLOGIES INC
COM
24703L103
273
5714
SH
SOLE
5714
0
0
DELPHI AUTOMOTIVE PLC
COM
G27823106
364
5100
SH
SOLE
5100
0
0
DELTA AIR LINES INC.
COM
247361702
2932
74497
SH
SOLE
74497
0
0
DENTSPLY SIRONA INC.
COM
24906P109
1137
19129
SH
SOLE
19129
0
0
DEVON ENERGY CORP.
COM
25179M103
499
11314
SH
SOLE
11314
0
0
DIAMOND OFFSHORE DRILLING INC.
COM
25271C102
899
51063
SH
SOLE
51063
0
0
DILLARD'S INC.
COM
254067101
512
8120
SH
SOLE
8120
0
0
DISCOVER FINANCIAL SERVICES INC.
COM
254709108
3098
54778
SH
SOLE
54778
0
0
DISCOVERY COMMUNICATIONS INC.
COM
25470F104
3241
120400
SH
SOLE
120400
0
0
DISCOVERY COMMUNICATIONS INC.
COM
25470F302
2855
108500
SH
SOLE
108500
0
0
DISH NETWORK CORP.
COM
25470M109
1517
27700
SH
SOLE
27700
0
0
DOLBY LABORATORIES, INC.
COM
25659T107
608
11200
SH
SOLE
11200
0
0
DOLLAR GENERAL CORP.
COM
256677105
875
12500
SH
SOLE
12500
0
0
DOMINION RESOURCES INC.
COM
25746U109
541
7278
SH
SOLE
7278
0
0
DOMINO'S PIZZA, INC.
COM
25754A201
439
2890
SH
SOLE
2890
0
0
DOMTAR CORP.
COM
257559203
323
8700
SH
SOLE
8700
0
0
DONALDSON CO INC
COM
257651109
406
10875
SH
SOLE
10875
0
0
DORMAN PRODUCTS, INC.
COM
258278100
345
5400
SH
SOLE
5400
0
0
DOUGLAS DYNAMICS INC.
COM
25960R105
399
12500
SH
SOLE
12500
0
0
DOVER CORP.
COM
260003108
403
5476
SH
SOLE
5476
0
0
DOW CHEMICAL CO., THE
COM
260543103
4570
88176
SH
SOLE
88176
0
0
DR PEPPER SNAPPLE GROUP INC.
COM
26138E109
2823
30914
SH
SOLE
30914
0
0
DREW INDUSTRIES, INC.
COM
26168L205
3411
34800
SH
SOLE
34800
0
0
DST SYSTEMS, INC.
COM
233326107
317
2690
SH
SOLE
2690
0
0
DTE ENERGY COMPANY
COM
233331107
1282
13682
SH
SOLE
13682
0
0
DUKE ENERGY CORP.
COM
26441C204
2320
28990
SH
SOLE
28990
0
0
DUN & BRADSTREET CORP. (THE)
COM
26483E100
3256
23835
SH
SOLE
23835
0
0
E*TRADE FINANCIAL CORP.
COM
269246401
2107
72354
SH
SOLE
72354
0
0
E.I. DU PONT DE NEMOURS AND COMPANY
COM
263534109
4235
63231
SH
SOLE
63231
0
0
EASTMAN CHEMICAL CO.
COM
277432100
3508
51836
SH
SOLE
51836
0
0
EATON CORPORATION PLC
COM
G29183103
1664
25320
SH
SOLE
25320
0
0
EATON VANCE CORP.
COM
278265103
574
14700
SH
SOLE
14700
0
0
EBAY INC.
COM
278642103
4085
124172
SH
SOLE
124172
0
0
EBIX INC
COM
278715206
438
7700
SH
SOLE
7700
0
0
ECHOSTAR CORPORATION
COM
278768106
373
8500
SH
SOLE
8500
0
0
ECOLAB INC.
COM
278865100
1059
8704
SH
SOLE
8704
0
0
EDGEWELL PERSONAL CARE CO.
COM
28035Q102
499
6280
SH
SOLE
6280
0
0
EDISON INTERNATIONAL
COM
281020107
1340
18540
SH
SOLE
18540
0
0
EDWARDS LIFESCIENCES CORP.
COM
28176E108
1051
8720
SH
SOLE
8720
0
0
ELECTRONIC ARTS INC.
COM
285512109
4050
47423
SH
SOLE
47423
0
0
ELI LILLY & CO.
COM
532457108
1093
13621
SH
SOLE
13621
0
0
EMERSON ELECTRIC CO.
COM
291011104
1424
26122
SH
SOLE
26122
0
0
ENBRIDGE ENERGY PARTNERS L.P.
COM
29250R106
3738
146975
SH
SOLE
146975
0
0
ENCANA CORP
COM
292505104
511
48800
SH
SOLE
48800
0
0
ENDO INTERNATIONAL PLC
COM
G30401106
2692
133600
SH
SOLE
133600
0
0
ENDURANCE SPECIALTY HOLDINGS LTD.
COM
G30397106
249
3800
SH
SOLE
3800
0
0
ENERGIZER HOLDINGS INC.
COM
29272W109
5049
101070
SH
SOLE
101070
0
0
ENERGY TRANSFER PARTNERS LP
COM
29273R109
10987
296937
SH
SOLE
296937
0
0
ENI SPA
ADR
26874R108
1175
40700
SH
SOLE
40700
0
0
ENSCO PLC
COM
G3157S106
456
53600
SH
SOLE
53600
0
0
ENTERGY CORP
COM
29364G103
3024
39409
SH
SOLE
39409
0
0
ENTERPRISE PRODUCTS PARTNERS L.P.
COM
293792107
9625
348359
SH
SOLE
348359
0
0
EQT CORPORATION
COM
26884L109
1048
14426
SH
SOLE
14426
0
0
EQT MIDSTREAM PARTNERS LP
COM
26885B100
2065
27100
SH
SOLE
27100
0
0
EQUIFAX INC.
COM
294429105
4472
33228
SH
SOLE
33228
0
0
ERIE INDEMNITY COMPANY
COM
29530P102
234
2290
SH
SOLE
2290
0
0
ESSEX RENTAL CORPORATION
COM
297187106
51
189350
SH
SOLE
189350
0
0
ESTEE LAUDER COMPANIES INC. (THE)
COM
518439104
1839
20766
SH
SOLE
20766
0
0
EVEREST RE GROUP LTD.
COM
G3223R108
486
2560
SH
SOLE
2560
0
0
EVERSOURCE ENERGY
COM
30040W108
207
3815
SH
SOLE
3815
0
0
EXELON CORP.
COM
30161N101
2794
83938
SH
SOLE
83938
0
0
EXPEDIA INC.
COM
30212P303
1076
9222
SH
SOLE
9222
0
0
EXPEDITORS INTERNATIONAL OF WASHINGTON, INC.
COM
302130109
1618
31410
SH
SOLE
31410
0
0
EXPRESS SCRIPTS HOLDING COMPANY
COM
30219G108
5017
71126
SH
SOLE
71126
0
0
EXXONMOBIL CORP.
COM
30231G102
19135
219236
SH
SOLE
219236
0
0
F5 NETWORKS, INC.
COM
315616102
5192
41656
SH
SOLE
41656
0
0
FACEBOOK INC
COM
30303M102
11824
92180
SH
SOLE
92180
0
0
FAIR ISAAC CORP.
COM
303250104
336
2700
SH
SOLE
2700
0
0
FEDERATED INVESTORS, INC.
COM
314211103
986
33280
SH
SOLE
33280
0
0
FEDEX CORP.
COM
31428X106
2864
16396
SH
SOLE
16396
0
0
FIBRIA CELULOSE S.A.
ADR
31573A109
292
41300
SH
SOLE
41300
0
0
FIDELITY NATIONAL INFORMATION SERVICES INC.
COM
31620M106
1861
24160
SH
SOLE
24160
0
0
FIESTA RESTAURANT GROUP INC.
COM
31660B101
1935
80618
SH
SOLE
80618
0
0
FIFTH THIRD BANCORP
COM
316773100
3137
153302
SH
SOLE
153302
0
0
FIRST CITIZENS BANCSHARES, INC.
COM
31946M103
226
770
SH
SOLE
770
0
0
FIRST DATA CORPORATION
COM
32008D106
358
27200
SH
SOLE
27200
0
0
FIRST REPUBLIC BANK
COM
33616C100
756
9800
SH
SOLE
9800
0
0
FIRST SOLAR INC.
COM
336433107
1564
39600
SH
SOLE
39600
0
0
FIRSTCASH, INC.
COM
33767D105
407
8652
SH
SOLE
8652
0
0
FIRSTENERGY CORP.
COM
337932107
227
6873
SH
SOLE
6873
0
0
FISERV INC.
COM
337738108
1986
19970
SH
SOLE
19970
0
0
FLIR SYSTEMS, INC.
COM
302445101
1021
32487
SH
SOLE
32487
0
0
FLUOR CORP.
COM
343412102
978
19056
SH
SOLE
19056
0
0
FMC CORP.
COM
302491303
2132
44100
SH
SOLE
44100
0
0
FMC TECHNOLOGIES INC.
COM
30249U101
442
14912
SH
SOLE
14912
0
0
FOOT LOCKER INC.
COM
344849104
1646
24300
SH
SOLE
24300
0
0
FORD MOTOR CO.
COM
345370860
2947
244175
SH
SOLE
244175
0
0
FORTIVE CORPORATION
COM
34959J108
1144
22474
SH
SOLE
22474
0
0
FORTUNE BRANDS HOME & SECURITY, INC.
COM
34964C106
941
16200
SH
SOLE
16200
0
0
FRANK'S INTERNATIONAL NV
COM
N33462107
278
21400
SH
SOLE
21400
0
0
FRANKLIN RESOURCES INC.
COM
354613101
1093
30735
SH
SOLE
30735
0
0
FREEPORT-MCMORAN INC.
COM
35671D857
987
90868
SH
SOLE
90868
0
0
FRONTIER COMMUNICATIONS CORP.
COM
35906A108
2042
490915
SH
SOLE
490915
0
0
GAP INC., THE
COM
364760108
3167
142395
SH
SOLE
142395
0
0
GARMIN LTD
COM
H2906T109
1645
34200
SH
SOLE
34200
0
0
GARTNER, INC.
COM
366651107
345
3900
SH
SOLE
3900
0
0
GCP APPLIED TECHNOLOGIES INC.
COM
36164Y101
3588
126700
SH
SOLE
126700
0
0
GENERAL DYNAMICS CORP.
COM
369550108
746
4810
SH
SOLE
4810
0
0
GENERAL ELECTRIC CO.
COM
369604103
23446
791562
SH
SOLE
791562
0
0
GENERAL MILLS INC.
COM
370334104
2633
41216
SH
SOLE
41216
0
0
GENERAL MOTORS COMPANY
COM
37045V100
3101
97600
SH
SOLE
97600
0
0
GENESIS ENERGY, L.P.
COM
371927104
3087
81300
SH
SOLE
81300
0
0
GENPACT LIMITED
COM
G3922B107
398
16600
SH
SOLE
16600
0
0
GENTEX CORPORATION
COM
371901109
522
29720
SH
SOLE
29720
0
0
GENUINE PARTS CO
COM
372460105
620
6170
SH
SOLE
6170
0
0
GEO SPECIALTY CHEMICALS, INC.
COM
37246R106
0
80750
SH
SOLE
80750
0
0
GEOMET, INC.
COM
37250U201
1
85857
SH
SOLE
85857
0
0
GIBRALTAR INDUSTRIES INC.
COM
374689107
245
6600
SH
SOLE
6600
0
0
GILEAD SCIENCES, INC.
COM
375558103
10184
128722
SH
SOLE
128722
0
0
GLOBAL PARTNERS LP
COM
37946R109
530
32810
SH
SOLE
32810
0
0
GLOBAL PAYMENTS, INC.
COM
37940X102
3040
39610
SH
SOLE
39610
0
0
GOGO INC.
CONV
38046CAB5
8522
11250000
SH
SOLE
11250000
0
0
GOLAR LNG PARTNERS LP
COM
Y2745C102
1146
58368
SH
SOLE
58368
0
0
GOLD FIELDS LTD.
ADR
38059T106
142
29340
SH
SOLE
29340
0
0
GOLDMAN SACHS GROUP INC., THE
COM
38141G104
5052
31328
SH
SOLE
31328
0
0
GOODYEAR TIRE & RUBBER COMPANY (THE)
COM
382550101
2139
66212
SH
SOLE
66212
0
0
GRAPHIC PACKAGING HOLDING CO.
COM
388689101
140
10000
SH
SOLE
10000
0
0
GREAT PLAINS ENERGY INC.
COM
391164100
342
12537
SH
SOLE
12537
0
0
GREAT WESTERN BANCORP INC.
COM
391416104
200
6000
SH
SOLE
6000
0
0
GREEN PLAINS INC.
CONV
393222AD6
4848
3500000
SH
SOLE
3500000
0
0
GROUPON INC
COM
399473107
234
45400
SH
SOLE
45400
0
0
HALLADOR ENERGY CO
COM
40609P105
492
62377
SH
SOLE
62377
0
0
HALLIBURTON CO.
COM
406216101
1151
25638
SH
SOLE
25638
0
0
HALYARD HEALTH, INC.
COM
40650V100
211
6100
SH
SOLE
6100
0
0
HARLEY-DAVIDSON INC.
COM
412822108
290
5510
SH
SOLE
5510
0
0
HARMAN INTERNATIONAL INDUSTRIES INC.
COM
413086109
303
3583
SH
SOLE
3583
0
0
HARRIS CORP.
COM
413875105
4879
53257
SH
SOLE
53257
0
0
HARTFORD FINANCIAL SERVICES GROUP INC., THE
COM
416515104
404
9432
SH
SOLE
9432
0
0
HASBRO INC.
COM
418056107
712
8978
SH
SOLE
8978
0
0
HAWAIIAN HOLDINGS INC.
COM
419879101
515
10600
SH
SOLE
10600
0
0
HCA HOLDINGS, INC.
COM
40412C101
3524
46600
SH
SOLE
46600
0
0
HELMERICH & PAYNE, INC.
COM
423452101
976
14500
SH
SOLE
14500
0
0
HERBALIFE LTD.
COM
G4412G101
1418
22880
SH
SOLE
22880
0
0
HERCULES INC.
CONV
427056BC9
7706
8846
SH
SOLE
8846
0
0
HERSHEY COMPANY (THE)
COM
427866108
284
2966
SH
SOLE
2966
0
0
HERTZ RENTAL CAR HOLDINGS CO INC
COM
42806J106
394
9800
SH
SOLE
9800
0
0
HESS CORP
COM
42809H107
1640
30579
SH
SOLE
30579
0
0
HEWLETT PACKARD ENTERPRISE CO
COM
42824C109
6614
290737
SH
SOLE
290737
0
0
HOLLYFRONTIER CORP.
COM
436106108
573
23400
SH
SOLE
23400
0
0
HOLOGIC INC.
COM
436440101
1429
36800
SH
SOLE
36800
0
0
HOME DEPOT INC.
COM
437076102
12375
96167
SH
SOLE
96167
0
0
HONEYWELL INTERNATIONAL INC.
COM
438516106
7295
62567
SH
SOLE
62567
0
0
HORMEL FOODS CORP.
COM
440452100
1222
32220
SH
SOLE
32220
0
0
HORNBECK OFFSHORE SERVICES INC.
CONV
440543AN6
12201
21405000
SH
SOLE
21405000
0
0
HP INC.
COM
40434L105
3142
202337
SH
SOLE
202337
0
0
HUMANA INC.
COM
444859102
1128
6379
SH
SOLE
6379
0
0
HUNTINGTON BANCSHARES INC.
COM
446150104
840
85181
SH
SOLE
85181
0
0
HUNTINGTON INGALLS INDUSTRIES INC.
COM
446413106
4250
27700
SH
SOLE
27700
0
0
HUNTSMAN CORP.
COM
447011107
1051
64600
SH
SOLE
64600
0
0
HYATT HOTELS CORP.
COM
448579102
1093
22200
SH
SOLE
22200
0
0
IDEXX LABORATORIES, INC.
COM
45168D104
1534
13610
SH
SOLE
13610
0
0
IHS MARKIT LTD.
COM
G47567105
1086
28914
SH
SOLE
28914
0
0
ILLINOIS TOOL WORKS INC.
COM
452308109
3091
25795
SH
SOLE
25795
0
0
INGERSOLL-RAND PLC
COM
G47791101
2514
37000
SH
SOLE
37000
0
0
INGEVITY CORP
COM
45688C107
2517
54600
SH
SOLE
54600
0
0
INGRAM MICRO INC.
COM
457153104
456
12800
SH
SOLE
12800
0
0
INGREDION INCORPORATED
COM
457187102
6066
45585
SH
SOLE
45585
0
0
INSIGHT ENTERPRISES, INC.
COM
45765U103
208
6400
SH
SOLE
6400
0
0
INTEGRA LIFESCIENCES HOLDINGS CORP
COM
457985208
454
5500
SH
SOLE
5500
0
0
INTEL CORP.
COM
458140100
16558
438634
SH
SOLE
438634
0
0
INTEL CORP.
CONV
458140AF7
9144
5000000
SH
SOLE
5000000
0
0
INTERCONTINENTAL EXCHANGE, INC.
COM
45866F104
297
1102
SH
SOLE
1102
0
0
INTERDIGITAL INC.
COM
45867G101
230
2900
SH
SOLE
2900
0
0
INTERNATIONAL BUSINESS MACHINES CORPORATION
COM
459200101
11073
69710
SH
SOLE
69710
0
0
INTERNATIONAL GAME TECHNOLOGY PLC
COM
G4863A108
417
17100
SH
SOLE
17100
0
0
INTERNATIONAL PAPER COMPANY
COM
460146103
2090
43569
SH
SOLE
43569
0
0
INTERPUBLIC GROUP OF COMPANIES. INC. (THE)
COM
460690100
431
19286
SH
SOLE
19286
0
0
INTUIT INC.
COM
461202103
2141
19459
SH
SOLE
19459
0
0
INTUITIVE SURGICAL, INC.
COM
46120E602
1150
1586
SH
SOLE
1586
0
0
INVESCO LTD.
COM
G491BT108
1296
41435
SH
SOLE
41435
0
0
INVESTORS BANCORP, INC.
COM
46146L101
1314
109407
SH
SOLE
109407
0
0
ISHARES CORE S&P 500 ETF
ETF
464287200
218
1000
SH
SOLE
1000
0
0
ISHARES MSCI
ETF
464286509
208
8100
SH
SOLE
8100
0
0
ISHARES MSCI
ETF
464286707
205
8500
SH
SOLE
8500
0
0
ISHARES MSCI
ETF
464286806
215
8200
SH
SOLE
8200
0
0
ISHARES MSCI
ETF
464286848
529
42200
SH
SOLE
42200
0
0
ISHARES MSCI INDIA ETF
ETF
46429B598
224
7600
SH
SOLE
7600
0
0
ISHARES MSCI SWITZERLAND CAPPED ETF
ETF
464286749
226
7400
SH
SOLE
7400
0
0
ISHARES MSCI UNITED KINGDOM ETF
ETF
46434V548
348
22000
SH
SOLE
22000
0
0
ISHARES NASDAQ BIOTECHNOLOGY ETF
ETF
464287556
289
1000
SH
SOLE
1000
0
0
ISHARES TRUST
ETF
464287465
62585
1058430
SH
SOLE
1058430
0
0
ISHARES TRUST
ETF
464287689
60697
473489
SH
SOLE
473489
0
0
J.M. SMUCKER CO. (THE)
COM
832696405
1367
10089
SH
SOLE
10089
0
0
JABIL CIRCUIT INC.
COM
466313103
1191
54600
SH
SOLE
54600
0
0
JACK HENRY & ASSOCIATES INC
COM
426281101
308
3600
SH
SOLE
3600
0
0
JACOBS ENGINEERING GROUP, INC.
COM
469814107
2526
48844
SH
SOLE
48844
0
0
JAKKS PACIFIC, INC.
COM
47012E106
195
22600
SH
SOLE
22600
0
0
JETBLUE AIRWAYS CORPORATION
COM
477143101
1750
101500
SH
SOLE
101500
0
0
JOHNSON & JOHNSON
COM
478160104
24444
206921
SH
SOLE
206921
0
0
JOHNSON CONTROLS INC.
COM
G51502105
1394
29956
SH
SOLE
29956
0
0
JPMORGAN CHASE & CO.
COM
46625H100
13366
200714
SH
SOLE
200714
0
0
KBR, INC.
COM
48242W106
233
15400
SH
SOLE
15400
0
0
KELLOGG CO.
COM
487836108
1340
17303
SH
SOLE
17303
0
0
KEYCORP
COM
493267108
964
79232
SH
SOLE
79232
0
0
KIMBALL ELECTRONICS, INC.
COM
49428J109
2720
196229
SH
SOLE
196229
0
0
KIMBERLY-CLARK CORP.
COM
494368103
842
6675
SH
SOLE
6675
0
0
KLA-TENCOR CORP.
COM
482480100
3589
51487
SH
SOLE
51487
0
0
KLX INC.
COM
482539103
2277
64700
SH
SOLE
64700
0
0
KNOWLES CORP
COM
49926D109
1912
136100
SH
SOLE
136100
0
0
KOHL'S CORP.
COM
500255104
2056
46991
SH
SOLE
46991
0
0
KRAFT HEINZ CO/THE
COM
500754106
2130
23797
SH
SOLE
23797
0
0
KROGER CO.
COM
501044101
1809
60946
SH
SOLE
60946
0
0
L BRANDS, INC.
COM
501797104
446
6300
SH
SOLE
6300
0
0
L-3 COMMUNICATIONS HOLDINGS INC.
COM
502424104
1323
8774
SH
SOLE
8774
0
0
LABORATORY CORPORATION OF AMERICA HOLDINGS
COM
50540R409
932
6780
SH
SOLE
6780
0
0
LAKELAND FINANCIAL CORP.
COM
511656100
452
12750
SH
SOLE
12750
0
0
LAM RESEARCH CORP.
COM
512807108
3726
39338
SH
SOLE
39338
0
0
LANDSTAR SYSTEM, INC.
COM
515098101
726
10660
SH
SOLE
10660
0
0
LEAR CORP.
COM
521865204
2821
23270
SH
SOLE
23270
0
0
LEGGETT & PLATT, INCORPORATED
COM
524660107
532
11681
SH
SOLE
11681
0
0
LEIDOS HOLDINGS, INC.
COM
525327102
1945
44950
SH
SOLE
44950
0
0
LEIDOS, INC
COM
808625107
7489
107960
SH
SOLE
107960
0
0
LENNOX INTERNATIONAL INC.
COM
526107107
435
2770
SH
SOLE
2770
0
0
LEXMARK INTERNATIONAL INC.
COM
529771107
899
22500
SH
SOLE
22500
0
0
LIBERTY BROADBAND CORP
COM
530307107
1459
20800
SH
SOLE
20800
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M104
442
22100
SH
SOLE
22100
0
0
LIBERTY INTERACTIVE CORPORATION
COM
53071M880
904
22670
SH
SOLE
22670
0
0
LIBERTY SIRIUSXM GROUP
COM
531229409
1257
37000
SH
SOLE
37000
0
0
LIBERTY SIRIUSXM GROUP
COM
531229607
1243
37200
SH
SOLE
37200
0
0
LINCOLN ELECTRIC HOLDINGS, INC.
COM
533900106
883
14100
SH
SOLE
14100
0
0
LINCOLN NATIONAL CORP.
COM
534187109
3298
70207
SH
SOLE
70207
0
0
LINEAR TECHNOLOGY CORPORATION
COM
535678106
575
9706
SH
SOLE
9706
0
0
LINKEDIN CORPORATION
CONV
53578AAB4
9906
10000000
SH
SOLE
10000000
0
0
LOCKHEED MARTIN CORP.
COM
539830109
2345
9781
SH
SOLE
9781
0
0
LOEWS CORP.
COM
540424108
207
5037
SH
SOLE
5037
0
0
LOWE'S COMPANIES, INC.
COM
548661107
6190
85724
SH
SOLE
85724
0
0
LPL FINANCIAL HOLDINGS, INC.
COM
50212V100
461
15400
SH
SOLE
15400
0
0
LUKOIL, PJSC
ADR
69343P105
574
11800
SH
SOLE
11800
0
0
LUMENTUM HOLDINGS INC.
COM
55024U109
1186
28400
SH
SOLE
28400
0
0
LYONDELLBASELL INDUSTRIES N.V.
COM
N53745100
2278
28241
SH
SOLE
28241
0
0
M&T BANK CORPORATION
COM
55261F104
852
7341
SH
SOLE
7341
0
0
MACY'S INC.
COM
55616P104
3125
84335
SH
SOLE
84335
0
0
MADISON SQUARE GARDEN CO./THE
COM
55825T103
3360
19833
SH
SOLE
19833
0
0
MAGELLAN MIDSTREAM PARTNERS LP
COM
559080106
2999
42400
SH
SOLE
42400
0
0
MAGNUM HUNTER RESOURCES CORPORATION
COM
55973B607
4550
379193
SH
SOLE
379193
0
0
MALLINCKRODT PLC
COM
G5785G107
6472
92750
SH
SOLE
92750
0
0
MANITOWOC CRANES
COM
563571108
517
107900
SH
SOLE
107900
0
0
MANPOWERGROUP INC.
COM
56418H100
484
6700
SH
SOLE
6700
0
0
MARATHON OIL CORPORATION
COM
565849106
2726
172412
SH
SOLE
172412
0
0
MARATHON PETROLEUM CORPORATION
COM
56585A102
1880
46310
SH
SOLE
46310
0
0
MARKET VECTORS RUSSIA
ETF
92189F403
206
11000
SH
SOLE
11000
0
0
MARRIOTT INTERNATIONAL INC.
COM
571903202
1889
28049
SH
SOLE
28049
0
0
MARSH & MCLENNAN COMPANIES, INC.
COM
571748102
1704
25343
SH
SOLE
25343
0
0
MARTIN MARIETTA MATERIALS INC.
COM
573284106
287
1600
SH
SOLE
1600
0
0
MARTIN MIDSTREAM PARTNERS L.P.
COM
573331105
2160
107800
SH
SOLE
107800
0
0
MASCO CORP.
COM
574599106
2025
59019
SH
SOLE
59019
0
0
MASIMO CORPORATION
COM
574795100
381
6400
SH
SOLE
6400
0
0
MASTERCARD INCORPORATED
COM
57636Q104
7819
76830
SH
SOLE
76830
0
0
MAXIM INTEGRATED PRODUCTS, INC.
COM
57772K101
579
14500
SH
SOLE
14500
0
0
MCCORMICK & COMPANY, INCORPORATED
COM
579780206
263
2634
SH
SOLE
2634
0
0
MCDONALD'S CORPORATION
COM
580135101
5045
43735
SH
SOLE
43735
0
0
MCKESSON CORP.
COM
58155Q103
4046
24266
SH
SOLE
24266
0
0
MEAD JOHNSON NUTRITION COMPANY
COM
582839106
1717
21736
SH
SOLE
21736
0
0
MEDIFAST INC
COM
58470H101
299
7900
SH
SOLE
7900
0
0
MEDTRONIC PLC
COM
G5960L103
4206
48685
SH
SOLE
48685
0
0
MERCK & CO., INC.
COM
58933Y105
8447
135340
SH
SOLE
135340
0
0
MERITOR, INC.
CONV
59001KAC4
17263
12835000
SH
SOLE
12835000
0
0
METLIFE INC.
COM
59156R108
2229
50159
SH
SOLE
50159
0
0
MICHAEL KORS HOLDINGS LTD
COM
G60754101
3032
64800
SH
SOLE
64800
0
0
MICROCHIP TECHNOLOGY INC.
COM
595017104
730
11745
SH
SOLE
11745
0
0
MICROCHIP TECHNOLOGY INC.
CONV
595017AD6
19339
15168000
SH
SOLE
15168000
0
0
MICRON TECHNOLOGY INC.
COM
595112103
1297
72950
SH
SOLE
72950
0
0
MICRON TECHNOLOGY INC.
CONV
595112AY9
20677
23265000
SH
SOLE
23265000
0
0
MICROSOFT CORP.
COM
594918104
31576
548196
SH
SOLE
548196
0
0
MID-CON ENERGY PARTNERS LP
COM
59560V109
94
32769
SH
SOLE
32769
0
0
MKS INSTRUMENTS, INC.
COM
55306N104
363
7300
SH
SOLE
7300
0
0
MOHAWK INDUSTRIES INC.
COM
608190104
741
3700
SH
SOLE
3700
0
0
MONDELEZ INTERNATIONAL, INC.
COM
609207105
1635
37246
SH
SOLE
37246
0
0
MONRO MUFFLER BRAKE, INC.
COM
610236101
373
6100
SH
SOLE
6100
0
0
MONSANTO CO.
COM
61166W101
3127
30593
SH
SOLE
30593
0
0
MONSTER BEVERAGE CORP
COM
61174X109
264
1800
SH
SOLE
1800
0
0
MOODY'S CORPORATION
COM
615369105
504
4655
SH
SOLE
4655
0
0
MORGAN STANLEY
COM
617446448
3427
106893
SH
SOLE
106893
0
0
MOSAIC CO., THE
COM
61945C103
895
36600
SH
SOLE
36600
0
0
MOTOROLA SOLUTIONS INC.
COM
620076307
4193
54971
SH
SOLE
54971
0
0
MPLX LP
COM
55336V100
1536
45375
SH
SOLE
45375
0
0
MSCI INC.
COM
55354G100
235
2800
SH
SOLE
2800
0
0
MULTI-COLOR CORPORATION
COM
625383104
205
3100
SH
SOLE
3100
0
0
MURPHY OIL CORP.
COM
626717102
889
29233
SH
SOLE
29233
0
0
MURPHY OIL USA, INC.
COM
626755102
3976
55713
SH
SOLE
55713
0
0
MYLAN N.V.
COM
N59465109
4354
114206
SH
SOLE
114206
0
0
NABORS INDUSTRIES LTD
COM
G6359F103
285
23400
SH
SOLE
23400
0
0
NASDAQ, INC.
COM
631103108
430
6367
SH
SOLE
6367
0
0
NATIONAL BEVERAGE CORPORATION
COM
635017106
207
4700
SH
SOLE
4700
0
0
NATIONAL OILWELL VARCO INC.
COM
637071101
1522
41413
SH
SOLE
41413
0
0
NAVIENT CORPORATION
COM
63938C108
3149
217609
SH
SOLE
217609
0
0
NCR CORP.
COM
62886E108
5649
175500
SH
SOLE
175500
0
0
NEENAH ENTERPRISES, INC.
COM
64007R109
1992
154333
SH
SOLE
154333
0
0
NETAPP INC.
COM
64110D104
3135
87507
SH
SOLE
87507
0
0
NEUSTAR, INC.
COM
64126X201
412
15500
SH
SOLE
15500
0
0
NEWFIELD EXPLORATION CO.
COM
651290108
417
9600
SH
SOLE
9600
0
0
NEWMARKET CORPORATION
COM
651587107
258
600
SH
SOLE
600
0
0
NEWMONT MINING CORPORATION
COM
651639106
1287
32754
SH
SOLE
32754
0
0
NEWS CORPORATION
COM
65249B109
752
53796
SH
SOLE
53796
0
0
NEXTERA ENERGY INC.
COM
65339F101
2236
18276
SH
SOLE
18276
0
0
NGL ENERGY PARTNERS LP
COM
62913M107
1125
59700
SH
SOLE
59700
0
0
NIELSEN HOLDINGS PLC
COM
G6518L108
1211
22600
SH
SOLE
22600
0
0
NIKE INC.
COM
654106103
3109
59048
SH
SOLE
59048
0
0
NISOURCE INC.
COM
65473P105
489
20275
SH
SOLE
20275
0
0
NORDSON CORP.
COM
655663102
249
2500
SH
SOLE
2500
0
0
NORDSTROM INC.
COM
655664100
2803
54019
SH
SOLE
54019
0
0
NORTHERN TRUST CORP.
COM
665859104
416
6120
SH
SOLE
6120
0
0
NORTHROP GRUMMAN CORP.
COM
666807102
6350
29681
SH
SOLE
29681
0
0
NORTHSTAR ASSET MANAGEMENT GROUP INC/NEW YORK
COM
66705Y104
582
45000
SH
SOLE
45000
0
0
NOVATEL WIRELESS INC
CONV
66987MAE9
6856
7000000
SH
SOLE
7000000
0
0
NOW INC.
COM
67011P100
480
22400
SH
SOLE
22400
0
0
NRG ENERGY INC.
COM
629377508
1183
105520
SH
SOLE
105520
0
0
NU SKIN ENTERPRISES INC
COM
67018T105
2302
35530
SH
SOLE
35530
0
0
NUANCE COMMUNICATIONS INC.
COM
67020Y100
1196
82500
SH
SOLE
82500
0
0
NUCOR CORP.
COM
670346105
1692
34217
SH
SOLE
34217
0
0
NUSTAR ENERGY L.P.
COM
67058H102
2142
43200
SH
SOLE
43200
0
0
NVIDIA CORP.
COM
67066G104
2947
43011
SH
SOLE
43011
0
0
NVR INC.
COM
62944T105
2394
1460
SH
SOLE
1460
0
0
NXP SEMICONDUCTORS N.V.
COM
N6596X109
366
3590
SH
SOLE
3590
0
0
O'REILLY AUTOMOTIVE, INC.
COM
67103H107
6949
24807
SH
SOLE
24807
0
0
OCCIDENTAL PETROLEUM CORP.
COM
674599105
1734
23775
SH
SOLE
23775
0
0
OCEANEERING INTERNATIONAL, INC.
COM
675232102
275
10000
SH
SOLE
10000
0
0
OLD NATIONAL BANCORP
COM
680033107
269
19115
SH
SOLE
19115
0
0
OLD REPUBLIC INTERNATIONAL CORP.
COM
680223104
206
11700
SH
SOLE
11700
0
0
OMNICOM GROUP INC.
COM
681919106
1678
19745
SH
SOLE
19745
0
0
ON SEMICONDUCTOR CORP.
CONV
682189AK1
8870
8750000
SH
SOLE
8750000
0
0
ONE GAS, INC.
COM
68235P108
2758
44600
SH
SOLE
44600
0
0
ONEOK PARTNERS LP
COM
68268N103
11183
279925
SH
SOLE
279925
0
0
OPKO HEALTH INC
COM
68375N103
157
14850
SH
SOLE
14850
0
0
ORACLE CORP.
COM
68389X105
7037
179145
SH
SOLE
179145
0
0
ORITANI FINANCIAL CORP.
COM
68633D103
498
31700
SH
SOLE
31700
0
0
OSHKOSH CORP.
COM
688239201
3982
71100
SH
SOLE
71100
0
0
OWENS CORNING
COM
690742101
2290
42900
SH
SOLE
42900
0
0
PACCAR INC.
COM
693718108
2296
39056
SH
SOLE
39056
0
0
PACKAGING CORP. OF AMERICA
COM
695156109
2917
35900
SH
SOLE
35900
0
0
PACWEST BANCORP
COM
695263103
601
14000
SH
SOLE
14000
0
0
PAPA JOHN'S INTERNATIONAL, INC.
COM
698813102
591
7500
SH
SOLE
7500
0
0
PARKER-HANNIFIN CORP.
COM
701094104
5263
41928
SH
SOLE
41928
0
0
PAYCHEX INC
COM
704326107
1011
17477
SH
SOLE
17477
0
0
PBF ENERGY, INC.
COM
69318G106
607
26800
SH
SOLE
26800
0
0
PDL BIOPHARMA, INC.
COM
69329Y104
216
64400
SH
SOLE
64400
0
0
PENNEY (J.C.) CORPORATION INC.
COM
708160106
488
52900
SH
SOLE
52900
0
0
PENSKE AUTOMOTIVE GROUP INC.
COM
70959W103
569
11800
SH
SOLE
11800
0
0
PENTAIR PLC
COM
G7S00T104
2631
40961
SH
SOLE
40961
0
0
PEOPLE'S UNITED FINANCIAL INC
COM
712704105
525
33210
SH
SOLE
33210
0
0
PEPSICO INC.
COM
713448108
10779
99095
SH
SOLE
99095
0
0
PERKINELMER INC.
COM
714046109
295
5254
SH
SOLE
5254
0
0
PERNIX THERAPEUTICS HOLDINGS INC
CONV
71426VAK4
1955
7500000
SH
SOLE
7500000
0
0
PETROBRAS ARGENTINA S.A.
ADR
71646J109
115
17500
SH
SOLE
17500
0
0
PFIZER INC.
COM
717081103
10399
307040
SH
SOLE
307040
0
0
PG&E CORP.
COM
69331C108
292
4769
SH
SOLE
4769
0
0
PHILIP MORRIS INTERNATIONAL INC.
COM
718172109
3968
40812
SH
SOLE
40812
0
0
PINNACLE FOODS INC.
COM
72348P104
326
6500
SH
SOLE
6500
0
0
PITNEY BOWES INC.
COM
724479100
1471
80988
SH
SOLE
80988
0
0
PLAINS ALL AMERICAN PIPELINE L.P.
COM
726503105
7945
252930
SH
SOLE
252930
0
0
PLEXUS CORP.
COM
729132100
327
7000
SH
SOLE
7000
0
0
PNC FINANCIAL SERVICES GROUP, INC.
COM
693475105
2360
26199
SH
SOLE
26199
0
0
POLARIS INDUSTRIES INC.
COM
731068102
674
8700
SH
SOLE
8700
0
0
POOL CORPORATION
COM
73278L105
3998
42300
SH
SOLE
42300
0
0
POPULAR INC.
COM
733174700
822
21500
SH
SOLE
21500
0
0
POST HOLDINGS INC.
COM
737446104
2307
29900
SH
SOLE
29900
0
0
PPG INDUSTRIES INC.
COM
693506107
1883
18216
SH
SOLE
18216
0
0
PPL CORP.
COM
69351T106
1749
50602
SH
SOLE
50602
0
0
PREMIER INC
COM
74051N102
951
29400
SH
SOLE
29400
0
0
PRICELINE GROUP INC. (THE)
COM
741503403
4753
3230
SH
SOLE
3230
0
0
PRIMERICA INC.
COM
74164M108
260
4900
SH
SOLE
4900
0
0
PRINCIPAL FINANCIAL GROUP, INC.
COM
74251V102
1672
32464
SH
SOLE
32464
0
0
PROCTER & GAMBLE CO.
COM
742718109
94334
1051072
SH
SOLE
1051072
0
0
PROGRESSIVE CORP., THE
COM
743315103
937
29748
SH
SOLE
29748
0
0
PROSPERITY BANCSHARES, INC.
COM
743606105
280
5100
SH
SOLE
5100
0
0
PRUDENTIAL FINANCIAL, INC.
COM
744320102
2169
26562
SH
SOLE
26562
0
0
PUBLIC SERVICE ENTERPRISE GROUP INC.
COM
744573106
1107
26433
SH
SOLE
26433
0
0
PULTEGROUP, INC.
COM
745867101
239
11947
SH
SOLE
11947
0
0
PVH CORP.
COM
693656100
2538
22970
SH
SOLE
22970
0
0
QEP RESOURCES INC.
COM
74733V100
541
27700
SH
SOLE
27700
0
0
QORVO, INC.
COM
74736K101
641
11500
SH
SOLE
11500
0
0
QUALCOMM INCORPORATED
COM
747525103
7979
116478
SH
SOLE
116478
0
0
QUANTA SERVICES, INC.
COM
74762E102
1686
60237
SH
SOLE
60237
0
0
QUEST DIAGNOSTICS INC.
COM
74834L100
393
4644
SH
SOLE
4644
0
0
QUINTILES TRANSNATIONAL HOLDINGS INC.
COM
74876Y101
970
11962
SH
SOLE
11962
0
0
RALPH LAUREN CORPORATION
COM
751212101
2585
25560
SH
SOLE
25560
0
0
RANDGOLD RESOURCES LTD
ADR
752344309
745
7447
SH
SOLE
7447
0
0
RANGE RESOURCES CORP.
COM
75281A109
325
8398
SH
SOLE
8398
0
0
RAYTHEON CO.
COM
755111507
2937
21575
SH
SOLE
21575
0
0
RE/MAX HOLDINGS INC
COM
75524W108
368
8400
SH
SOLE
8400
0
0
REAL ESTATE SELECT SECTOR SPDR FUND
ETF
81369Y860
659
20106
SH
SOLE
20106
0
0
RED HAT INC.
COM
756577102
521
6445
SH
SOLE
6445
0
0
REGAL ENTERTAINMENT GROUP
COM
758766109
494
22700
SH
SOLE
22700
0
0
REGIONS FINANCIAL CORP.
COM
7591EP100
2267
229718
SH
SOLE
229718
0
0
REINSURANCE GROUP OF AMERICA, INC.
COM
759351604
495
4590
SH
SOLE
4590
0
0
RELIANCE STEEL & ALUMINUM CO.
COM
759509102
4937
68545
SH
SOLE
68545
0
0
RENASANT CORPORATION
COM
75970E107
309
9200
SH
SOLE
9200
0
0
RESMED INC.
COM
761152107
382
5900
SH
SOLE
5900
0
0
RESOLUTE FOREST PRODUCTS INC.
COM
76117W109
177
37466
SH
SOLE
37466
0
0
REYNOLDS AMERICAN INC.
COM
761713106
1709
36238
SH
SOLE
36238
0
0
ROCKWELL AUTOMATION INC.
COM
773903109
1085
8869
SH
SOLE
8869
0
0
ROPER INDUSTRIES INC.
COM
776696106
667
3657
SH
SOLE
3657
0
0
ROSS STORES INC.
COM
778296103
1646
25596
SH
SOLE
25596
0
0
ROWAN COS. INC.
COM
G7665A101
443
29200
SH
SOLE
29200
0
0
RPM INTERNATIONAL INC.
COM
749685103
1153
21470
SH
SOLE
21470
0
0
RPX CORP
COM
74972G103
419
39200
SH
SOLE
39200
0
0
S&P GLOBAL INC
COM
78409V104
975
7707
SH
SOLE
7707
0
0
SALESFORCE.COM INC.
COM
79466L302
925
12964
SH
SOLE
12964
0
0
SANTANDER CONSUMER USA HOLDINGS INC
COM
80283M101
438
36000
SH
SOLE
36000
0
0
SASOL LTD.
ADR
803866300
309
11300
SH
SOLE
11300
0
0
SCANA CORP.
COM
80589M102
488
6739
SH
SOLE
6739
0
0
SCHLUMBERGER LTD.
COM
806857108
3651
46428
SH
SOLE
46428
0
0
SCICLONE PHARMACEUTICALS INC
COM
80862K104
181
17700
SH
SOLE
17700
0
0
SCRIPPS NETWORKS INTERACTIVE INC.
COM
811065101
2990
47096
SH
SOLE
47096
0
0
SEACOR HOLDINGS INC.
CONV
81170YAB5
11914
14709000
SH
SOLE
14709000
0
0
SEADRILL PARTNERS LLC
COM
Y7545W109
2245
635944
SH
SOLE
635944
0
0
SEAGATE TECHNOLOGY PLC
COM
G7945M107
2170
56300
SH
SOLE
56300
0
0
SEALED AIR CORP.
COM
81211K100
334
7300
SH
SOLE
7300
0
0
SELECT SECTOR SPDR - ENERGY
ETF
81369Y506
3580
50700
SH
SOLE
50700
0
0
SELECT SECTOR SPDR - FINANCIAL
ETF
81369Y605
2789
144500
SH
SOLE
144500
0
0
SEMPRA ENERGY
COM
816851109
716
6683
SH
SOLE
6683
0
0
SENSIENT TECHNOLOGIES CORPORATION
COM
81725T100
227
3000
SH
SOLE
3000
0
0
SERVICEMASTER GLOBAL HOLDINGS INC
COM
81761R109
229
6800
SH
SOLE
6800
0
0
SHERWIN-WILLIAMS CO.
COM
824348106
279
1010
SH
SOLE
1010
0
0
SIGNATURE BANK CORPORATION
COM
82669G104
248
2090
SH
SOLE
2090
0
0
SILVER WHEATON CORP
COM
828336107
988
36570
SH
SOLE
36570
0
0
SINCLAIR BROADCAST GROUP INC.
COM
829226109
248
8600
SH
SOLE
8600
0
0
SIRIUS XM RADIO INC.
COM
82968B103
677
162300
SH
SOLE
162300
0
0
SKYWEST, INC.
COM
830879102
433
16400
SH
SOLE
16400
0
0
SNAP-ON INC.
COM
833034101
2223
14626
SH
SOLE
14626
0
0
SNYDERS-LANCE INC
COM
833551104
356
10600
SH
SOLE
10600
0
0
SOCIEDAD QUIMICA Y MINERA DE CHILE SA
ADR
833635105
1561
58020
SH
SOLE
58020
0
0
SOTHEBY'S
COM
835898107
1679
44150
SH
SOLE
44150
0
0
SOUTH32 LTD
ADR
84473L105
162
17406
SH
SOLE
17406
0
0
SOUTHERN CO.
COM
842587107
2288
44606
SH
SOLE
44606
0
0
SOUTHWEST AIRLINES CO.
COM
844741108
2063
53049
SH
SOLE
53049
0
0
SOUTHWESTERN ENERGY CO.
COM
845467109
1468
106053
SH
SOLE
106053
0
0
SOUTHWESTERN ENERGY CO.
CONV
845467208
5698
180000
SH
SOLE
180000
0
0
SPARK ENERGY INC.
COM
846511103
251
8600
SH
SOLE
8600
0
0
SPARTAN STORES, INC.
COM
847215100
324
11200
SH
SOLE
11200
0
0
SPDR S&P 500 ETF TRUST
ETF
78462F103
216
1000
SH
SOLE
1000
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
3237
74100
SH
SOLE
74100
0
0
SPECTRASCIENCE, INC.
COM
84760E301
1
157715
SH
SOLE
157715
0
0
SPIRIT AEROSYSTEMS HOLDINGS INC
COM
848574109
2147
48200
SH
SOLE
48200
0
0
SPIRIT AIRLINES INC.
COM
848577102
557
13100
SH
SOLE
13100
0
0
SPRINT CORP.
COM
85207U105
400
60300
SH
SOLE
60300
0
0
SQUARE INC
COM
852234103
229
19600
SH
SOLE
19600
0
0
STANLEY BLACK & DECKER, INC.
COM
854502101
2232
18146
SH
SOLE
18146
0
0
STAPLES INC.
COM
855030102
1084
126748
SH
SOLE
126748
0
0
STARBUCKS CORP.
COM
855244109
1231
22744
SH
SOLE
22744
0
0
STARZ
COM
85571Q102
3362
107800
SH
SOLE
107800
0
0
STATE STREET CORPORATION
COM
857477103
1494
21461
SH
SOLE
21461
0
0
STATOIL ASA
ADR
85771P102
1860
110700
SH
SOLE
110700
0
0
STEEL DYNAMICS INC.
COM
858119100
1574
63000
SH
SOLE
63000
0
0
STRYKER CORP.
COM
863667101
503
4319
SH
SOLE
4319
0
0
SUBSEA 7 SA
ADR
864323100
255
23600
SH
SOLE
23600
0
0
SUBURBAN PROPANE PARTNERS, L.P.
COM
864482104
346
10400
SH
SOLE
10400
0
0
SUNCOR ENERGY INC.
COM
867224107
517
18619
SH
SOLE
18619
0
0
SUNOCO LP
COM
86765K109
1216
41900
SH
SOLE
41900
0
0
SUNTRUST BANKS INC.
COM
867914103
2422
55300
SH
SOLE
55300
0
0
SUPERIOR ENERGY SERVICES INC.
COM
868157108
489
27300
SH
SOLE
27300
0
0
SYMANTEC CORP.
COM
871503108
3578
142534
SH
SOLE
142534
0
0
SYNCHRONY FINANCIAL
COM
87165B103
2237
79900
SH
SOLE
79900
0
0
SYNGENTA AG
ADR
87160A100
762
8700
SH
SOLE
8700
0
0
SYNNEX CORPORATION
COM
87162W100
753
6600
SH
SOLE
6600
0
0
SYNOPSYS, INC.
COM
871607107
1050
17700
SH
SOLE
17700
0
0
SYNOVUS FINANCIAL CORP.
COM
87161C501
214
6571
SH
SOLE
6571
0
0
SYSCO CORP.
COM
871829107
1617
33000
SH
SOLE
33000
0
0
T ROWE PRICE GROUP, INC.
COM
74144T108
319
4792
SH
SOLE
4792
0
0
T-MOBILE US INC.
COM
872590104
544
11650
SH
SOLE
11650
0
0
TALLGRASS ENERGY PARTNERS, LP
COM
874697105
1041
21600
SH
SOLE
21600
0
0
TARGA RESOURCES CORP.
COM
87612G101
4714
95987
SH
SOLE
95987
0
0
TARGET CORP.
COM
87612E106
2126
30953
SH
SOLE
30953
0
0
TCF FINANCIAL CORP.
COM
872275102
930
64100
SH
SOLE
64100
0
0
TD AMERITRADE HOLDING CORP.
COM
87236Y108
285
8100
SH
SOLE
8100
0
0
TE CONNECTIVITY LTD.
COM
H84989104
1114
17300
SH
SOLE
17300
0
0
TECH DATA CORP.
COM
878237106
966
11400
SH
SOLE
11400
0
0
TEEKAY LNG PARTNERS L.P.
COM
Y8564M105
516
34105
SH
SOLE
34105
0
0
TEEKAY OFFSHORE PARTNERS L.P.
COM
Y8565J101
556
87987
SH
SOLE
87987
0
0
TEEKAY TANKERS LTD
COM
Y8565N102
50
19800
SH
SOLE
19800
0
0
TEGNA INC.
COM
36473H104
178
15300
SH
SOLE
15300
0
0
TEGNA INC.
COM
87901J105
2330
106574
SH
SOLE
106574
0
0
TELEDYNE TECHNOLOGIES INCORPORATED
COM
879360105
313
2900
SH
SOLE
2900
0
0
TELEFLEX INCORPORATED
COM
879369106
1613
9600
SH
SOLE
9600
0
0
TELEPHONE AND DATA SYSTEMS INC.
COM
879433829
623
22918
SH
SOLE
22918
0
0
TEMPUR SEALY INTERNATIONAL INC.
COM
88023U101
318
5600
SH
SOLE
5600
0
0
TENARIS SA
ADR
88031M109
903
31800
SH
SOLE
31800
0
0
TENET HEALTHCARE CORP.
COM
88033G407
501
22100
SH
SOLE
22100
0
0
TERADATA CORPORATION
COM
88076W103
3506
113084
SH
SOLE
113084
0
0
TEREX CORP.
COM
880779103
351
13800
SH
SOLE
13800
0
0
TERRA NITROGEN COMPANY LP
COM
881005201
376
3350
SH
SOLE
3350
0
0
TESLA MOTORS, INC.
COM
88160R101
204
1000
SH
SOLE
1000
0
0
TESORO CORPORATION
COM
881609101
4509
56673
SH
SOLE
56673
0
0
TESORO LOGISTICS, L.P.
COM
88160T107
1468
30300
SH
SOLE
30300
0
0
TESSERA TECHNOLOGIES INC
COM
88164L100
319
8300
SH
SOLE
8300
0
0
TETRA TECH, INC.
COM
88162G103
238
6700
SH
SOLE
6700
0
0
TEXAS INSTRUMENTS INC.
COM
882508104
5051
71969
SH
SOLE
71969
0
0
TEXAS ROADHOUSE, INC.
COM
882681109
1579
40450
SH
SOLE
40450
0
0
TEXTRON INC.
COM
883203101
404
10157
SH
SOLE
10157
0
0
THERAVANCE BIOPHARMA, INC.
COM
G8807B106
428
11800
SH
SOLE
11800
0
0
THERMO FISHER SCIENTIFIC INC.
COM
883556102
1441
9059
SH
SOLE
9059
0
0
THOR INDUSTRIES, INC.
COM
885160101
296
3500
SH
SOLE
3500
0
0
TIME WARNER INC.
COM
887317303
2682
33693
SH
SOLE
33693
0
0
TIMKEN COMPANY, THE
COM
887389104
524
14900
SH
SOLE
14900
0
0
TJX COMPANIES INC.
COM
872540109
6668
89166
SH
SOLE
89166
0
0
TORCHMARK CORP.
COM
891027104
811
12692
SH
SOLE
12692
0
0
TORO CO., THE
COM
891092108
298
6360
SH
SOLE
6360
0
0
TOTAL S.A.
ADR
89151E109
2361
49490
SH
SOLE
49490
0
0
TOTAL SYSTEM SERVICES INC.
COM
891906109
935
19828
SH
SOLE
19828
0
0
TRANSOCEAN LTD
COM
H8817H100
2797
262400
SH
SOLE
262400
0
0
TRAVELERS COMPANIES, INC. (THE)
COM
89417E109
2245
19599
SH
SOLE
19599
0
0
TRIBUNE MEDIA COMPANY
COM
896047503
1315
36000
SH
SOLE
36000
0
0
TRINITY INDUSTRIES INC.
COM
896522109
493
20400
SH
SOLE
20400
0
0
TRINSEO S.A.
COM
L9340P101
3888
68736
SH
SOLE
68736
0
0
TUPPERWARE BRANDS CORPORATION
COM
899896104
967
14800
SH
SOLE
14800
0
0
TWENTY-FIRST CENTURY FOX, INC.
COM
90130A101
1015
41888
SH
SOLE
41888
0
0
TYSON FOODS INC.
COM
902494103
6640
88921
SH
SOLE
88921
0
0
U.S. BANCORP
COM
902973304
2857
66621
SH
SOLE
66621
0
0
UGI CORPORATION
COM
902681105
364
8035
SH
SOLE
8035
0
0
ULTA SALON, COSMETICS & FRAGRANCE, INC.
COM
90384S303
238
1000
SH
SOLE
1000
0
0
ULTRAPAR PARTICIPACOES S.A.
ADR
90400P101
1350
61675
SH
SOLE
61675
0
0
UNION PACIFIC CORP.
COM
907818108
7680
78742
SH
SOLE
78742
0
0
UNITED COMMUNITY FINANCIAL CORP/OH
COM
909839102
98
13800
SH
SOLE
13800
0
0
UNITED CONTINENTAL HOLDINGS INC.
COM
910047109
2660
50700
SH
SOLE
50700
0
0
UNITED PARCEL SERVICE INC.
COM
911312106
2157
19725
SH
SOLE
19725
0
0
UNITED RENTALS INC.
COM
911363109
3442
43850
SH
SOLE
43850
0
0
UNITED STATES CELLULAR CORPORATION
COM
911684108
432
11900
SH
SOLE
11900
0
0
UNITED STATES STEEL CORP.
COM
912909108
275
14590
SH
SOLE
14590
0
0
UNITED TECHNOLOGIES CORP.
COM
913017109
4081
40172
SH
SOLE
40172
0
0
UNITED THERAPEUTICS CORP
COM
91307C102
1142
9670
SH
SOLE
9670
0
0
UNITEDHEALTH GROUP INCORPORATED
COM
91324P102
10060
71855
SH
SOLE
71855
0
0
UNIVERSAL ELECTRONICS INC
COM
913483103
328
4400
SH
SOLE
4400
0
0
UNUM GROUP
COM
91529Y106
2661
75366
SH
SOLE
75366
0
0
UPM-KYMMENE CORP.
ADR
915436109
212
10000
SH
SOLE
10000
0
0
URBAN OUTFITTERS, INC.
COM
917047102
3968
114960
SH
SOLE
114960
0
0
USANA HEALTH SCIENCES, INC.
COM
90328M107
387
2800
SH
SOLE
2800
0
0
USG CORP.
COM
903293405
323
12500
SH
SOLE
12500
0
0
VALERO ENERGY CORP.
COM
91913Y100
2177
41074
SH
SOLE
41074
0
0
VALIDUS HOLDINGS LTD.
COM
G9319H102
264
5300
SH
SOLE
5300
0
0
VALMONT INDUSTRIES INC.
COM
920253101
537
3990
SH
SOLE
3990
0
0
VANGUARD FTSE DEVELOPED MARKETS ETF
ETF
921943858
2800
74840
SH
SOLE
74840
0
0
VANGUARD FTSE EMERGING MARKETS
ETF
922042858
2137
56800
SH
SOLE
56800
0
0
VANGUARD TOTAL STOCK MARKET ETF
ETF
922908769
5288
47500
SH
SOLE
47500
0
0
VANTIV INC
COM
92210H105
810
14400
SH
SOLE
14400
0
0
VARIAN MEDICAL SYSTEMS, INC.
COM
92220P105
1052
10571
SH
SOLE
10571
0
0
VCA ANTECH INC.
COM
918194101
490
7000
SH
SOLE
7000
0
0
VECTOR GROUP LTD.
COM
92240M108
222
10290
SH
SOLE
10290
0
0
VEEVA SYSTEMS INC
COM
922475108
760
18400
SH
SOLE
18400
0
0
VERISIGN INC.
COM
92343E102
432
5520
SH
SOLE
5520
0
0
VERIZON COMMUNICATIONS INC.
COM
92343V104
10634
204587
SH
SOLE
204587
0
0
VF CORP.
COM
918204108
392
7000
SH
SOLE
7000
0
0
VIACOM INC.
COM
92553P201
1859
48800
SH
SOLE
48800
0
0
VIOLIN MEMORY INC
CONV
92763AAB7
3197
11000000
SH
SOLE
11000000
0
0
VISA INC.
COM
92826C839
4556
55092
SH
SOLE
55092
0
0
VISTA OUTDOOR INC.
COM
928377100
1263
31680
SH
SOLE
31680
0
0
VISTEON CORPORATION
COM
92839U206
1114
15550
SH
SOLE
15550
0
0
VMWARE, INC.
COM
928563402
1752
23880
SH
SOLE
23880
0
0
VSE CORPORATION
COM
918284100
347
10200
SH
SOLE
10200
0
0
VWR CORPORATION
COM
91843L103
227
8000
SH
SOLE
8000
0
0
WABTEC CORPORATION
COM
929740108
1325
16230
SH
SOLE
16230
0
0
WAL-MART STORES, INC.
COM
931142103
6965
96575
SH
SOLE
96575
0
0
WALGREENS BOOTS ALLIANCE, INC.
COM
931427108
723
8963
SH
SOLE
8963
0
0
WALT DISNEY COMPANY (THE)
COM
254687106
3910
42104
SH
SOLE
42104
0
0
WASTE MANAGEMENT, INC.
COM
94106L109
1088
17058
SH
SOLE
17058
0
0
WATERS CORPORATION
COM
941848103
2260
14260
SH
SOLE
14260
0
0
WEC ENERGY GROUP, INC.
COM
92939U106
517
8626
SH
SOLE
8626
0
0
WELLCARE HEALTH PLANS INC.
COM
94946T106
779
6650
SH
SOLE
6650
0
0
WELLS FARGO & COMPANY
COM
949746101
5907
133390
SH
SOLE
133390
0
0
WESCO INTERNATIONAL, INC.
COM
95082P105
1586
25800
SH
SOLE
25800
0
0
WEST PHARMACEUTICAL SERVICES, INC.
COM
955306105
1646
22100
SH
SOLE
22100
0
0
WESTERN DIGITAL CORPORATION
COM
958102105
1515
25903
SH
SOLE
25903
0
0
WESTERN GAS PARTNERS, LP
COM
958254104
1883
34200
SH
SOLE
34200
0
0
WESTERN REFINING, INC.
COM
959319104
871
32912
SH
SOLE
32912
0
0
WESTERN UNION COMPANY (THE)
COM
959802109
6230
299215
SH
SOLE
299215
0
0
WESTLAKE CHEMICAL CORPORATION
COM
960413102
239
4460
SH
SOLE
4460
0
0
WEX INC.
COM
96208T104
353
3270
SH
SOLE
3270
0
0
WHIRLPOOL CORPORATION
COM
963320106
3324
20497
SH
SOLE
20497
0
0
WHITING PETROLEUM CORP.
COM
966387102
295
33700
SH
SOLE
33700
0
0
WHITING PETROLEUM CORP.
CONV
966387AL6
12394
15000000
SH
SOLE
15000000
0
0
WILLIAMS PARTNERS LP
COM
96949L105
6003
161424
SH
SOLE
161424
0
0
WILLIAMS-SONOMA, INC.
COM
969904101
812
15900
SH
SOLE
15900
0
0
WINDSTREAM SERVICES, LLC
COM
97382A200
1561
155300
SH
SOLE
155300
0
0
WORLD FUEL SERVICES CORP.
COM
981475106
282
6100
SH
SOLE
6100
0
0
WORTHINGTON INDUSTRIES, INC.
COM
981811102
4518
94070
SH
SOLE
94070
0
0
WRIGHT MEDICAL GROUP, INC.
CONV
98235TAE7
10147
9500000
SH
SOLE
9500000
0
0
WYNDHAM WORLDWIDE CORPORATION
COM
98310W108
3510
52131
SH
SOLE
52131
0
0
WYNN RESORTS, LIMITED
COM
983134107
1923
19737
SH
SOLE
19737
0
0
XCEL ENERGY INC.
COM
98389B100
672
16337
SH
SOLE
16337
0
0
XEROX CORPORATION
COM
984121103
2684
264974
SH
SOLE
264974
0
0
XILINX, INC.
COM
983919101
4012
73827
SH
SOLE
73827
0
0
XL GROUP LTD
COM
G98294104
2429
72235
SH
SOLE
72235
0
0
XYLEM INC.
COM
98419M100
328
6256
SH
SOLE
6256
0
0
YUM! BRANDS INC.
COM
988498101
1145
12611
SH
SOLE
12611
0
0
ZIMMER BIOMET HOLDINGS, INC.
COM
98956P102
512
3939
SH
SOLE
3939
0
0
ZIONS BANCORPORATION
COM
989701107
1704
54940
SH
SOLE
54940
0
0
ZOETIS INC.
COM
98978V103
6076
116827
SH
SOLE
116827
0
0
BARINGS CORPORATE INVS
COM
05617K109
2847
165646
SH
SOLE
165646
0
0
TCP CAPITAL CORP
COM
87238Q103
26263
1603372
SH
SOLE
1603372
0
0
BARINGS PARTN INVS TRUST
COM
05616B100
3050
209624
SH
SOLE
209624
0
0
ISHARES MSCI EAFE ETF
OPT
464287465
246176
4163300
SH
Put
SOLE
4163300
0
0
ISHARES MSCI EMERGING MARKETS
OPT
464287234
310093
8280200
SH
Put
SOLE
8280200
0
0
ISHARES RUSSELL 2000 ETF
OPT
464287655
70800
570000
SH
Put
SOLE
570000
0
0
SPDR S&P 500 ETF TRUST
OPT
78462F103
1173644
5426000
SH
Put
SOLE
5426000
0
0