0000009015-17-000027.txt : 20171113
0000009015-17-000027.hdr.sgml : 20171110
20171109181712
ACCESSION NUMBER: 0000009015-17-000027
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170930
FILED AS OF DATE: 20171113
DATE AS OF CHANGE: 20171109
EFFECTIVENESS DATE: 20171113
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: 171192265
BUSINESS ADDRESS:
STREET 1: 300 SOUTH TRYON STREET
STREET 2: SUITE 2500
CITY: CHARLOTTE
STATE: NC
ZIP: 28202
BUSINESS PHONE: 704-805-7200
MAIL ADDRESS:
STREET 1: 300 SOUTH TRYON STREET
STREET 2: SUITE 2500
CITY: CHARLOTTE
STATE: NC
ZIP: 28202
FORMER COMPANY:
FORMER CONFORMED NAME: Barings LLC
DATE OF NAME CHANGE: 20160915
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
09-30-2017
09-30-2017
BARINGS LLC
300 SOUTH TRYON STREET
SUITE 2500
CHARLOTTE
NC
28202
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
11-09-2017
2
856
5579680
false
1
0000728889
028-00203
OppenheimerFunds, Inc.
2
0001692234
028-17598
Russell Investments Group, Ltd.
INFORMATION TABLE
2
informationtable.xml
INFORMATION TABLE
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BRINK'S COMPANY
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CLEAN ENERGY FUELS CORP.
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CLOROX CO.
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COACH INC.
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COMERICA INC.
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LAMB WESTON HOLDINGS INC.
COM
513272104
1597
34065
SH
SOLE
34065
0
0
LAS VEGAS SANDS CORP.
COM
517834107
680
10600
SH
SOLE
10600
0
0
ESTEE LAUDER COMPANIES INC.
COM
518439104
1716
15916
SH
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15916
0
0
LEAR CORP.
COM
521865204
2624
15160
SH
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15160
0
0
LEGG MASON INC.
COM
524901105
1054
26800
SH
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26800
0
0
LEIDOS HOLDINGS INC.
COM
525327102
264
4450
SH
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4450
0
0
LIBERTY BROADBAND CORP
COM
530307107
1893
20100
SH
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20100
0
0
LIBERTY SIRIUSXM GROUP
COM
531229409
1487
35500
SH
SOLE
35500
0
0
LIBERTY SIRIUSXM GROUP
COM
531229607
1599
38200
SH
SOLE
38200
0
0
ELI LILLY & CO.
COM
532457108
3920
45821
SH
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45821
0
0
LINCOLN ELECTRIC HOLDINGS INC.
COM
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660
7200
SH
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7200
0
0
LINCOLN NATIONAL CORP.
COM
534187109
2976
40507
SH
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40507
0
0
LIONS GATE ENTERTAINMENT CORP.
COM
535919500
703
22100
SH
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22100
0
0
LIVE NATION ENTERTAINMENT INC.
COM
538034109
1833
42100
SH
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42100
0
0
LOCKHEED MARTIN CORP.
COM
539830109
4099
13211
SH
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13211
0
0
LOEWS CORP.
COM
540424108
447
9337
SH
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9337
0
0
LOUISIANA-PACIFIC CORP.
COM
546347105
321
11800
SH
SOLE
11800
0
0
MGM RESORTS INTERNATIONAL
COM
552953101
3510
107700
SH
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107700
0
0
MAGELLAN MIDSTREAM PARTNERS LP
COM
559080106
3013
42400
SH
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42400
0
0
MANITOWOC CO INC.
COM
563571108
971
107900
SH
SOLE
107900
0
0
MARATHON OIL CORPORATION
COM
565849106
899
66312
SH
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66312
0
0
MARSH & MCLENNAN COMPANIES INC.
COM
571748102
1177
14043
SH
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0
0
MARRIOTT INTERNATIONAL INC.
COM
571903202
2001
18149
SH
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0
0
MARTIN MIDSTREAM PARTNERS L.P.
COM
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1676
107800
SH
SOLE
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0
0
MASCO CORP.
COM
574599106
1616
41419
SH
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41419
0
0
MASIMO CORPORATION
COM
574795100
918
10600
SH
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0
0
MASTEC INC.
COM
576323109
780
16800
SH
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16800
0
0
MCDONALD'S CORPORATION
COM
580135101
2285
14585
SH
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14585
0
0
MERCANTILE BANK CORPORATION
COM
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269
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7700
0
0
METTLER-TOLEDO INTERNATIONAL INC.
COM
592688105
332
530
SH
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530
0
0
MICRO FOCUS INTERNATIONAL PLC
ADR
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1684
52571
SH
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52571
0
0
MICROSOFT CORP.
COM
594918104
40038
537496
SH
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537496
0
0
MICROCHIP TECHNOLOGY INC.
COM
595017104
3909
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SH
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43545
0
0
MICRON TECHNOLOGY INC.
COM
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4993
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MICROSEMI CORP.
COM
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319
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MOHAWK INDUSTRIES INC.
COM
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3369
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MONRO INC.
COM
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263
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SH
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0
0
MOODY'S CORPORATION
COM
615369105
968
6955
SH
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6955
0
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MORGAN STANLEY - PARENT
COM
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0
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MOTOROLA SOLUTIONS INC.
COM
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28871
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MURPHY USA INC.
COM
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2292
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NATIONAL BEVERAGE CORPORATION
COM
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NATIONAL OILWELL VARCO INC.
COM
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NEWELL BRANDS INC.
COM
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204
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0
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NEWFIELD EXPLORATION CO.
COM
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846
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0
0
NEWMARKET CORPORATION
COM
651587107
255
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NEWMONT MINING CORPORATION
COM
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1367
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NIKE INC.
COM
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NORDSON CORP.
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237
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NORDSTROM INC.
COM
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892
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NORFOLK SOUTHERN CORP.
COM
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0
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NORTHERN TRUST CORP.
COM
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544
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0
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NORTHROP GRUMMAN CORP.
COM
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6586
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0
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NUCOR CORP.
COM
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578
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0
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OCCIDENTAL PETROLEUM CORP.
COM
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615
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OFFICE DEPOT INC.
COM
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OLD REPUBLIC INTERNATIONAL CORP.
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OMNICOM GROUP INC.
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ONEOK INC.
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6265
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PVH CORP.
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PACCAR INC.
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402
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0
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PACKAGING CORP. OF AMERICA
COM
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4009
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PACWEST BANCORP
COM
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338
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PALO ALTO NETWORKS INC
COM
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529
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PARKER-HANNIFIN CORP.
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6332
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PEOPLE'S UNITED FINANCIAL INC
COM
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PEPSICO INC.
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PERKINELMER INC.
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PFIZER INC.
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PHILIP MORRIS INTERNATIONAL INC.
COM
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PHILLIPS 66
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PINNACLE WEST CAPITAL CORP.
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PLEXUS CORP.
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POPULAR INC.
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PRICELINE GROUP INC.
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PROCTER & GAMBLE CO.
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PROGRESSIVE CORP.
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PROSPERITY BANCSHARES INC.
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394
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PRUDENTIAL FINANCIAL
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PUBLIC SERVICE ENTERPRISE GROUP INC.
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PULTEGROUP INC.
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RALPH LAUREN CORPORATION
COM
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RANDGOLD RESOURCES LTD
ADR
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COM
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RELIANCE STEEL & ALUMINUM CO.
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REPUBLIC SERVICES INC.
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RIO TINTO PLC
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ROLLINS INC.
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ROPER INDUSTRIES INC.
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S&T BANCORP INC.
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SEI INVESTMENTS COMPANY
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SANMINA CORP.
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862
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SASOL LTD.
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SCHLUMBERGER LTD.
COM
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4531
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COM
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SEMPRA ENERGY
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SERVICE CORPORATION INTERNATIONAL
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SKYWEST INC.
COM
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COM
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SOTHEBY'S
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SOUTHERN CO.
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SOUTHWEST AIRLINES CO.
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SOUTHWESTERN ENERGY CO.
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SPARK ENERGY INC.
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SPARTAN STORES INC.
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SPIRIT AEROSYSTEMS HOLDINGS INC
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SQUARE INC.
COM
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STATE STREET CORPORATION
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STEEL DYNAMICS INC.
COM
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STRYKER CORP.
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1704
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SUBURBAN PROPANE PARTNERS L.P.
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SUNCOR ENERGY INC.
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SUNTRUST BANKS INC.
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SYMANTEC CORPORATION
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SYNOPSYS INC.
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SYSCO CORP.
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TCF FINANCIAL CORP.
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TAKE-TWO INTERACTIVE SOFTWARE INC.
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TALLGRASS ENERGY PARTNERS LP
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TECH DATA CORP.
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TECK RESOURCES LTD.
COM
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9973
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TELEDYNE TECHNOLOGIES INCORPORATED
COM
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TIMKEN COMPANY, THE
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TRIBUNE MEDIA COMPANY
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1152
21700
SH
SOLE
21700
0
0
WESTERN DIGITAL CORPORATION
COM
958102105
4709
54503
SH
SOLE
54503
0
0
WESTERN GAS PARTNERS LP
COM
958254104
1754
34200
SH
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34200
0
0
WESTERN UNION COMPANY
COM
959802109
2262
117815
SH
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117815
0
0
WESTLAKE CHEMICAL CORPORATION
COM
960413102
612
7360
SH
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7360
0
0
WHEATON PRECIOUS METALS CORP.
COM
962879102
679
35570
SH
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35570
0
0
WHIRLPOOL CORPORATION
COM
963320106
1043
5657
SH
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5657
0
0
WILLBROS GROUP INC.
COM
969203108
798
247723
SH
SOLE
247723
0
0
WORLD ACCEPTANCE CORPORATION
COM
981419104
207
2500
SH
SOLE
2500
0
0
WORTHINGTON INDUSTRIES INC.
COM
981811102
8320
180870
SH
SOLE
180870
0
0
WYNN RESORTS, LIMITED
COM
983134107
2826
18977
SH
SOLE
18977
0
0
XILINX INC.
COM
983919101
1114
15727
SH
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15727
0
0
XEROX CORPORATION
COM
984121608
1265
37993
SH
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37993
0
0
ZEBRA TECHNOLOGIES CORPORATION
COM
989207105
1618
14900
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14900
0
0
ZIONS BANCORPORATION
COM
989701107
4814
102040
SH
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102040
0
0
ACCO BRANDS CORP.
COM
00081T108
392
32900
SH
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32900
0
0
AFLAC INC.
COM
001055102
3273
40217
SH
SOLE
40217
0
0
AGCO CORPORATION
COM
001084102
3059
41466
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41466
0
0
AES CORPORATION
COM
00130H105
1984
180064
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180064
0
0
AMC NETWORKS INC.
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00164V103
1479
25300
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25300
0
0
AT&T INC.
COM
00206R102
16220
414097
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414097
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0
ABBOTT LABORATORIES
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002824100
6189
115990
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115990
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0
ABBVIE INC.
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00287Y109
10442
117509
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0
0
ABIOMED INC.
COM
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540
3200
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3200
0
0
ACTIVISION BLIZZARD INC.
COM
00507V109
3896
60400
SH
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60400
0
0
ADOBE SYSTEMS INC.
COM
00724F101
6662
44655
SH
SOLE
44655
0
0
AECOM
COM
00766T100
1491
40511
SH
SOLE
40511
0
0
ADVANSIX INC
COM
00773T101
910
22900
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SOLE
22900
0
0
ADVANCED ENERGY INDUSTRIES INC.
COM
007973100
1308
16200
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16200
0
0
AETNA INC.
COM
00817Y108
2151
13530
SH
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13530
0
0
AGILENT TECHNOLOGIES INC.
COM
00846U101
3867
60236
SH
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60236
0
0
AGRIUM INC.
COM
008916108
1660
15485
SH
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15485
0
0
AIR LEASE CORP.
COM
00912X302
1040
24400
SH
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24400
0
0
AIR PRODUCTS AND CHEMICALS INC.
COM
009158106
1820
12035
SH
SOLE
12035
0
0
ALASKA AIR GROUP INC.
COM
011659109
2464
32300
SH
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32300
0
0
ALBEMARLE CORP.
COM
012653101
1129
8280
SH
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8280
0
0
ALCOA CORPORATION
COM
013872106
3505
75182
SH
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75182
0
0
ALEXION PHARMACEUTICALS INC.
COM
015351109
822
5860
SH
SOLE
5860
0
0
ALIBABA GROUP HOLDING LIMITED
ADR
01609W102
3675
21280
SH
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21280
0
0
ALIGN TECHNOLOGY INC.
COM
016255101
2615
14040
SH
SOLE
14040
0
0
ALLIANCE DATA SYSTEMS CORPORATION
COM
018581108
503
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SH
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2270
0
0
ALLIANCE RESOURCE PARTNERS L.P.
COM
01877R108
1739
89864
SH
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89864
0
0
ALLISON TRANSMISSION HOLDINGS, INC
COM
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4190
111650
SH
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0
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ALLSTATE CORP.
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32321
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32321
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ALLY FINANCIAL INC.
COM
02005N100
456
18800
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ALPHABET INC.
COM
02079K107
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17466
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ALPHABET INC.
COM
02079K305
14755
15153
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0
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ALTRIA GROUP INC.
COM
02209S103
3670
57870
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57870
0
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AMAZON.COM INC.
COM
023135106
13966
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SH
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14527
0
0
AMEREN CORP.
COM
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237
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SH
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4092
0
0
AMERICAN AIRLINES GROUP INC.
COM
02376R102
3073
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SH
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64700
0
0
AMERICAN ELECTRIC POWER CO. INC.
COM
025537101
809
11511
SH
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11511
0
0
AMERICAN EXPRESS COMPANY
COM
025816109
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SH
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0
0
AMERICAN FINANCIAL GROUP INC.
COM
025932104
466
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0
0
AMERICAN INTERNATIONAL GROUP INC.
COM
026874784
3380
55059
SH
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55059
0
0
AMERICAN VANGUARD CORP.
COM
030371108
289
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SH
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12600
0
0
AMERICAN WATER WORKS CO. INC.
COM
030420103
2067
25550
SH
SOLE
25550
0
0
AMERISOURCEBERGEN CORP.
COM
03073E105
670
8097
SH
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8097
0
0
AMERIPRISE FINANCIAL INC.
COM
03076C106
3572
24051
SH
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24051
0
0
AMERIS BANCORP
COM
03076K108
389
8100
SH
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8100
0
0
AMERIGAS PARTNERS L.P.
COM
030975106
402
8949
SH
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0
AMETEK INC.
COM
031100100
513
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SH
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7775
0
0
AMGEN INC.
COM
031162100
6844
36706
SH
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36706
0
0
AMKOR TECHNOLOGY INC.
COM
031652100
550
52100
SH
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52100
0
0
AMPHENOL CORP.
COM
032095101
4481
52936
SH
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52936
0
0
AMTECH SYSTEMS INC
COM
032332504
1088
90808
SH
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90808
0
0
ANADARKO PETROLEUM CORP.
CONV
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14278
360000
PRN
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360000
0
0
ANALOG DEVICES INC.
COM
032654105
3408
39554
SH
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39554
0
0
ANDEAVOR
COM
03349M105
3804
36880
SH
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36880
0
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ANDEAVOR LOGISTICS LP
COM
03350F106
1517
30300
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30300
0
0
ANIXTER INTERNATIONAL INC.
COM
035290105
1250
14700
SH
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0
0
ANSYS INC.
COM
03662Q105
2282
18590
SH
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18590
0
0
ANTERO MIDSTREAM PARTNERS LP
COM
03673L103
416
13200
SH
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13200
0
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ANTERO RESOURCES CORPORATION
COM
03674X106
3841
193012
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ANTHEM INC.
COM
036752103
2099
11054
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APPLE INC.
COM
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0
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APPLIED MATERIALS INC.
COM
038222105
14309
274706
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274706
0
0
ARCELORMITTAL LUXEMBOURG, S.A.
ADR
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2443
94833
SH
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94833
0
0
ARCHER-DANIELS-MIDLAND COMPANY
COM
039483102
2990
70338
SH
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ARCHROCK PARTNERS L.P.
COM
03957U100
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ARCONIC INC.
COM
03965L100
1286
51671
SH
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0
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ARGAN INC
COM
04010E109
511
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SH
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0
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ARISTA NETWORKS INC
COM
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658
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ARMSTRONG FLOORING INC.
COM
04238R106
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ARROW ELECTRONICS INC.
COM
042735100
997
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ASSURANT INC.
COM
04621X108
2031
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0
0
ATLAS AIR WORLDWIDE HOLDINGS INC.
COM
049164205
520
7900
SH
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0
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ATMOS ENERGY CORP.
COM
049560105
558
6650
SH
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6650
0
0
AUTODESK INC.
COM
052769106
517
4604
SH
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4604
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AUTOMATIC DATA PROCESSING INC.
COM
053015103
633
5790
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AUTOZONE INC.
COM
053332102
374
628
SH
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628
0
0
AVANGRID INC.
COM
05351W103
469
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0
AVERY DENNISON CORP.
COM
053611109
1976
20097
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20097
0
0
BB&T CORPORATION
COM
054937107
1469
31297
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31297
0
0
BGC PARTNERS INC.
COM
05541T101
438
30300
SH
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30300
0
0
BOK FINANCIAL CORP.
COM
05561Q201
517
5800
SH
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5800
0
0
BABCOCK & WILCOX COMPANY
COM
05605H100
594
10600
SH
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10600
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0
BAKER HUGHES, A GE COMPANY
COM
05722G100
564
15408
SH
SOLE
15408
0
0
BANK OF AMERICA CORPORATION
COM
060505104
24912
983113
SH
SOLE
983113
0
0
BANK OF MONTREAL
COM
063671101
1083
14300
SH
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14300
0
0
BANK OF NEW YORK MELLON CORP.
COM
064058100
2574
48552
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0
0
C.R. BARD INC.
COM
067383109
1088
3396
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BARNES GROUP INC.
COM
067806109
1493
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0
0
BAXTER INTERNATIONAL INC.
COM
071813109
5397
86003
SH
SOLE
86003
0
0
BECTON DICKINSON & CO.
COM
075887109
1293
6601
SH
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6601
0
0
BED BATH & BEYOND INC.
COM
075896100
265
11300
SH
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11300
0
0
BELDEN INC.
COM
077454106
258
3200
SH
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3200
0
0
BENEFICIAL BANCORP INC.
COM
08171T102
2776
167200
SH
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167200
0
0
BERKSHIRE HATHAWAY INC.
COM
084670702
6493
35419
SH
SOLE
35419
0
0
BERRY GLOBAL GROUP INC
COM
08579W103
215
3800
SH
SOLE
3800
0
0
BEST BUY CO. INC.
COM
086516101
3173
55700
SH
SOLE
55700
0
0
BHP BILLITON LTD.
ADR
088606108
6591
162615
SH
SOLE
162615
0
0
BIOGEN INC.
COM
09062X103
3337
10656
SH
SOLE
10656
0
0
BIOVERATIV INC
COM
09075E100
5256
92090
SH
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92090
0
0
BLACKROCK INC.
COM
09247X101
452
1010
SH
SOLE
1010
0
0
BLACKSTONE MORTGAGE TRUST INC
COM
09257W100
269
8670
SH
SOLE
8670
0
0
H&R BLOCK INC.
COM
093671105
2222
83905
SH
SOLE
83905
0
0
BOARDWALK PIPELINE PARTNERS LP
COM
096627104
1921
130700
SH
SOLE
130700
0
0
BOEING CO.
COM
097023105
13681
53818
SH
SOLE
53818
0
0
BOISE CASCADE COMPANY
COM
09739D100
230
6600
SH
SOLE
6600
0
0
BOOZ ALLEN HAMILTON HOLDING CORP
COM
099502106
374
10000
SH
SOLE
10000
0
0
BORGWARNER INC.
COM
099724106
2397
46780
SH
SOLE
46780
0
0
BRIGHTHOUSE FINANCIAL INC
COM
10922N103
326
5357
SH
SOLE
5357
0
0
BROOKLINE BANCORP INC.
COM
11373M107
1624
104800
SH
SOLE
104800
0
0
BUILDERS FIRSTSOURCE INC.
COM
12008R107
878
48800
SH
SOLE
48800
0
0
CBOE HOLDINGS INC
COM
12503M108
301
2800
SH
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2800
0
0
CBRE GROUP INC.
COM
12504L109
901
23785
SH
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23785
0
0
CDK GLOBAL INC.
COM
12508E101
4789
75900
SH
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75900
0
0
CME GROUP INC.
COM
12572Q105
227
1675
SH
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1675
0
0
CSRA INC.
COM
12650T104
1839
57001
SH
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0
0
CA INC.
COM
12673P105
920
27548
SH
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27548
0
0
CABLE ONE INC.
COM
12685J105
3068
4248
SH
SOLE
4248
0
0
CAPITAL ONE FINANCIAL CORP.
COM
14040H105
2241
26467
SH
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26467
0
0
CARDINAL HEALTH INC.
COM
14149Y108
230
3433
SH
SOLE
3433
0
0
CARDTRONICS INC.
CONV
14161HAG3
7370
8000000
PRN
SOLE
8000000
0
0
CENTENE CORPORATION
COM
15135B101
4298
44411
SH
SOLE
44411
0
0
CENTERPOINT ENERGY INC.
COM
15189T107
2321
79466
SH
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79466
0
0
CHART INDUSTRIES INC.
COM
16115Q308
204
5200
SH
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5200
0
0
CHARTER COMMUNICATIONS INC.
COM
16119P108
1176
3237
SH
SOLE
3237
0
0
CISCO SYSTEMS INC.
COM
17275R102
5501
163566
SH
SOLE
163566
0
0
COMCAST CORP.
COM
20030N101
16504
428886
SH
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428886
0
0
CONCHO RESOURCES INC.
COM
20605P101
273
2073
SH
SOLE
2073
0
0
CONOCOPHILLIPS
COM
20825C104
3208
64097
SH
SOLE
64097
0
0
CONSTELLATION BRANDS INC.
COM
21036P108
380
1904
SH
SOLE
1904
0
0
CORESITE REALTY CORP
REIT
21870Q105
604
5400
SH
SOLE
5400
0
0
CORELOGIC INC.
COM
21871D103
1257
27200
SH
SOLE
27200
0
0
COSTCO WHOLESALE CORP.
COM
22160K105
3023
18398
SH
SOLE
18398
0
0
COSTAR GROUP INC.
COM
22160N109
925
3450
SH
SOLE
3450
0
0
CUSTOMERS BANCORP INC
COM
23204G100
385
11800
SH
SOLE
11800
0
0
DCP MIDSTREAM LP
COM
23311P100
2209
63770
SH
SOLE
63770
0
0
D.R. HORTON INC.
COM
23331A109
923
23106
SH
SOLE
23106
0
0
EVERETT SPINCO INC.
COM
23355L106
3728
43404
SH
SOLE
43404
0
0
DAVITA INC
COM
23918K108
355
5976
SH
SOLE
5976
0
0
DELL TECHNOLOGIES INC
COM
24703L103
795
10300
SH
SOLE
10300
0
0
DEVON ENERGY CORP.
COM
25179M103
3025
82414
SH
SOLE
82414
0
0
DIAMONDBACK ENERGY INC.
COM
25278X109
917
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SOLE
9357
0
0
DISCOVERY COMMUNICATIONS INC.
COM
25470F104
815
38300
SH
SOLE
38300
0
0
DISCOVERY COMMUNICATIONS INC.
COM
25470F302
229
11300
SH
SOLE
11300
0
0
DISH NETWORK CORP.
COM
25470M109
1399
25800
SH
SOLE
25800
0
0
DOMINO'S PIZZA INC.
COM
25754A201
1392
7010
SH
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7010
0
0
DOUGLAS DYNAMICS INC.
COM
25960R105
493
12500
SH
SOLE
12500
0
0
DOWDUPONT INC
COM
26078J100
283
4090
SH
SOLE
4090
0
0
DR PEPPER SNAPPLE GROUP INC.
COM
26138E109
1178
13314
SH
SOLE
13314
0
0
DUKE ENERGY CORP.
COM
26441C204
1241
14790
SH
SOLE
14790
0
0
ENI SPA
ADR
26874R108
1346
40700
SH
SOLE
40700
0
0
EQT MIDSTREAM PARTNERS LP
COM
26885B100
3981
53100
SH
SOLE
53100
0
0
EAGLE MATERIALS INC.
COM
26969P108
2369
22200
SH
SOLE
22200
0
0
EAST WEST BANCORP INC.
COM
27579R104
1447
24200
SH
SOLE
24200
0
0
EDWARDS LIFESCIENCES CORP.
COM
28176E108
907
8300
SH
SOLE
8300
0
0
ENBRIDGE ENERGY PARTNERS L.P.
COM
29250R106
2349
146975
SH
SOLE
146975
0
0
ENERGIZER HOLDINGS INC.
COM
29272W109
903
19600
SH
SOLE
19600
0
0
ENERGY TRANSFER PARTNERS LP
COM
29278N103
8146
445406
SH
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445406
0
0
ENTEGRIS INC.
COM
29362U104
225
7800
SH
SOLE
7800
0
0
ENTERGY CORP
COM
29364G103
2482
32509
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32509
0
0
EXELON CORP.
COM
30161N101
1640
43538
SH
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43538
0
0
EXPEDIA INC.
COM
30212P303
1145
7952
SH
SOLE
7952
0
0
EXPRESS SCRIPTS HOLDING COMPANY
COM
30219G108
5264
83126
SH
SOLE
83126
0
0
EXXONMOBIL CORP.
COM
30231G102
13841
168836
SH
SOLE
168836
0
0
FACEBOOK INC
COM
30303M102
25246
147750
SH
SOLE
147750
0
0
FEDEX CORP.
COM
31428X106
2753
12206
SH
SOLE
12206
0
0
FIBRIA CELULOSE S.A.
ADR
31573A109
559
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41300
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0
FIDELITY NATIONAL INFORMATION SERVICES INC.
COM
31620M106
2751
29460
SH
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29460
0
0
FIESTA RESTAURANT GROUP INC.
COM
31660B101
1532
80618
SH
SOLE
80618
0
0
FIRST AMERICAN FINANCIAL CORP.
COM
31847R102
555
11100
SH
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11100
0
0
FIRST CITIZENS BANCSHARES INC.
COM
31946M103
512
1370
SH
SOLE
1370
0
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FIRST DATA CORPORATION
COM
32008D106
626
34700
SH
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34700
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FIRST INTERSTATE BANCSYSTEM INC.
COM
32055Y201
245
6400
SH
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6400
0
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FIRSTCASH INC.
COM
33767D105
546
8652
SH
SOLE
8652
0
0
FORTINET INC
COM
34959E109
559
15600
SH
SOLE
15600
0
0
FORTIVE CORPORATION
COM
34959J108
4486
63374
SH
SOLE
63374
0
0
FORTUNE BRANDS HOME & SECURITY INC.
COM
34964C106
296
4400
SH
SOLE
4400
0
0
FRANKLIN FINANCIAL NETWORK INC
COM
35352P104
292
8200
SH
SOLE
8200
0
0
FREEPORT-MCMORAN INC.
COM
35671D857
2393
170468
SH
SOLE
170468
0
0
GCP APPLIED TECHNOLOGIES INC.
COM
36164Y101
215
7000
SH
SOLE
7000
0
0
GNC HOLDINGS INC.
CONV
36191GAB3
10780
14630000
PRN
SOLE
14630000
0
0
GAMESTOP CORP.
COM
36467W109
378
18300
SH
SOLE
18300
0
0
GANNETT CO. INC.
COM
36473H104
138
15300
SH
SOLE
15300
0
0
GENERAL MOTORS COMPANY
COM
37045V100
5843
144700
SH
SOLE
144700
0
0
GLOBAL PAYMENTS INC.
COM
37940X102
374
3940
SH
SOLE
3940
0
0
GLOBAL PARTNERS LP
COM
37946R109
571
32810
SH
SOLE
32810
0
0
GOGO INC.
CONV
38046CAB5
10287
11250000
PRN
SOLE
11250000
0
0
GOLD FIELDS LTD.
ADR
38059T106
126
29340
SH
SOLE
29340
0
0
GOLDMAN SACHS GROUP INC.
COM
38141G104
4333
18268
SH
SOLE
18268
0
0
GREEN PLAINS INC.
CONV
393222AD6
4126
3500000
PRN
SOLE
3500000
0
0
GREEN PLAINS INC.
CONV
393222AF1
13940
13550000
PRN
SOLE
13550000
0
0
HCA HEALTHCARE INC.
COM
40412C101
565
7100
SH
SOLE
7100
0
0
HP INC.
COM
40434L105
2633
131937
SH
SOLE
131937
0
0
HALLADOR ENERGY CO
COM
40609P105
396
69239
SH
SOLE
69239
0
0
HALYARD HEALTH INC.
COM
40650V100
275
6100
SH
SOLE
6100
0
0
HEWLETT PACKARD ENTERPRISE COMPANY
COM
42824C109
3613
245637
SH
SOLE
245637
0
0
HILTON GRAND VACATIONS INC
COM
43283X105
4369
113100
SH
SOLE
113100
0
0
HILTON INC.
COM
43300A203
36120
520090
SH
SOLE
520090
0
0
IAC/INTERACTIVECORP
COM
44919P508
1071
9110
SH
SOLE
9110
0
0
IPG PHOTONICS CORP.
COM
44980X109
983
5310
SH
SOLE
5310
0
0
IDEX CORP.
COM
45167R104
364
3000
SH
SOLE
3000
0
0
IDEXX LABORATORIES INC.
COM
45168D104
1319
8480
SH
SOLE
8480
0
0
INDEPENDENCE REALTY TRUST INC
COM
45378A106
9490
933130
SH
SOLE
933130
0
0
INGEVITY CORP
COM
45688C107
3105
49700
SH
SOLE
49700
0
0
INSIGHT ENTERPRISES INC.
COM
45765U103
294
6400
SH
SOLE
6400
0
0
INSEEGO CORP
CONV
45782BAA2
5609
7000000
PRN
SOLE
7000000
0
0
INTEL CORP.
CONV
458140AF7
9188
5000000
PRN
SOLE
5000000
0
0
INTERDIGITAL INC.
COM
45867G101
214
2900
SH
SOLE
2900
0
0
INTUITIVE SURGICAL INC.
COM
46120E602
1084
1036
SH
SOLE
1036
0
0
INVESTORS BANCORP INC.
COM
46146L101
1492
109407
SH
SOLE
109407
0
0
INVITATION HOMES INC
COM
46187W107
25806
1139317
SH
SOLE
1139317
0
0
ISHARES MSCI INDIA ETF
ETF
46429B598
644
19600
SH
SOLE
19600
0
0
ISHARES INC
ETF
46434G822
574
10300
SH
SOLE
10300
0
0
ISHARES MSCI UNITED KINGDOM ETF
ETF
46435G334
366
10500
SH
SOLE
10500
0
0
JPMORGAN CHASE & CO.
COM
46625H100
20498
214614
SH
SOLE
214614
0
0
JAKKS PACIFIC INC.
COM
47012E106
68
22600
SH
SOLE
22600
0
0
JUNIPER NETWORKS INC.
COM
48203R104
2670
95937
SH
SOLE
95937
0
0
KAR AUCTION SERVICES INC.
COM
48238T109
210
4400
SH
SOLE
4400
0
0
KEYSIGHT TECHNOLOGIES INC.
COM
49338L103
2957
70971
SH
SOLE
70971
0
0
KIMBALL ELECTRONICS INC.
COM
49428J109
4248
196229
SH
SOLE
196229
0
0
KNOWLES CORP
COM
49926D109
2078
136100
SH
SOLE
136100
0
0
KOPPERS HOLDINGS INC.
COM
50060P106
212
4600
SH
SOLE
4600
0
0
LPL FINANCIAL HOLDINGS INC.
COM
50212V100
897
17400
SH
SOLE
17400
0
0
LIBERTY EXPEDIA HOLDINGS INC
COM
53046P109
1241
23368
SH
SOLE
23368
0
0
LIBERTY INTERACTIVE CORP QVC GROUP
COM
53071M104
999
42400
SH
SOLE
42400
0
0
LIBERTY INTERACTIVE CORP QVC GROUP
COM
53071M856
861
14960
SH
SOLE
14960
0
0
LIFEPOINT HEALTH INC.
COM
53219L109
284
4900
SH
SOLE
4900
0
0
LOGMEIN INC
COM
54142L109
829
7530
SH
SOLE
7530
0
0
LUMENTUM HOLDINGS INC.
COM
55024U109
1544
28400
SH
SOLE
28400
0
0
M&T BANK CORPORATION
COM
55261F104
1585
9841
SH
SOLE
9841
0
0
MKS INSTRUMENTS INC.
COM
55306N104
2040
21600
SH
SOLE
21600
0
0
MPLX LP
COM
55336V100
2576
73575
SH
SOLE
73575
0
0
MSCI INC.
COM
55354G100
483
4130
SH
SOLE
4130
0
0
MACY'S INC.
COM
55616P104
2237
102535
SH
SOLE
102535
0
0
MADISON SQUARE GARDEN CO./THE
COM
55825T103
4246
19833
SH
SOLE
19833
0
0
MANPOWERGROUP INC.
COM
56418H100
4207
35710
SH
SOLE
35710
0
0
MARATHON PETROLEUM CORPORATION
COM
56585A102
1223
21810
SH
SOLE
21810
0
0
MARRIOTT VACATIONS WORLDWIDE CORPORATION
COM
57164Y107
311
2500
SH
SOLE
2500
0
0
MASTERCARD INCORPORATED
COM
57636Q104
10510
74430
SH
SOLE
74430
0
0
MAXIM INTEGRATED PRODUCTS INC.
COM
57772K101
377
7900
SH
SOLE
7900
0
0
MCKESSON CORP.
COM
58155Q103
3201
20836
SH
SOLE
20836
0
0
MEDICAL PROPERTIES TRUST INC.
REIT
58463J304
16635
1266976
SH
SOLE
1266976
0
0
MEDIFAST INC
COM
58470H101
469
7900
SH
SOLE
7900
0
0
MEDNAX INC.
COM
58502B106
858
19900
SH
SOLE
19900
0
0
MERCK & CO. INC.
COM
58933Y105
6847
106940
SH
SOLE
106940
0
0
MERITOR INC.
COM
59001K100
273
10400
SH
SOLE
10400
0
0
METLIFE INC.
COM
59156R108
3063
58959
SH
SOLE
58959
0
0
MICHAELS COMPANIES INC.
COM
59408Q106
1084
50500
SH
SOLE
50500
0
0
MICROCHIP TECHNOLOGY INC.
CONV
595017AD6
10470
6000000
PRN
SOLE
6000000
0
0
MICRON TECHNOLOGY INC.
CONV
595112AY9
26622
19265000
PRN
SOLE
19265000
0
0
MID-CON ENERGY PARTNERS LP
COM
59560V109
38
32769
SH
SOLE
32769
0
0
MONSANTO CO.
COM
61166W101
2124
17723
SH
SOLE
17723
0
0
NCR CORP.
COM
62886E108
1103
29400
SH
SOLE
29400
0
0
NGL ENERGY PARTNERS LP
COM
62913M107
690
59700
SH
SOLE
59700
0
0
NVR INC.
COM
62944T105
5510
1930
SH
SOLE
1930
0
0
NAVIENT CORPORATION
COM
63938C108
672
44709
SH
SOLE
44709
0
0
NETAPP INC.
COM
64110D104
5221
119307
SH
SOLE
119307
0
0
NETFLIX INC
COM
64110L106
3201
17652
SH
SOLE
17652
0
0
NEW RESIDENTIAL INVESTMENT CORP.
COM
64828T201
575
34360
SH
SOLE
34360
0
0
NEWS CORPORATION
COM
65249B109
174
13096
SH
SOLE
13096
0
0
NEXTERA ENERGY INC.
COM
65339F101
1338
9128
SH
SOLE
9128
0
0
NISOURCE INC.
COM
65473P105
846
33075
SH
SOLE
33075
0
0
NU SKIN ENTERPRISES INC
COM
67018T105
1766
28730
SH
SOLE
28730
0
0
NUSTAR ENERGY L.P.
COM
67058H102
1753
43200
SH
SOLE
43200
0
0
NVIDIA CORP.
COM
67066G104
3477
19451
SH
SOLE
19451
0
0
ON SEMICONDUCTOR CORP.
CONV
682189AK1
10440
8750000
PRN
SOLE
8750000
0
0
ONE GAS INC.
COM
68235P108
3284
44600
SH
SOLE
44600
0
0
OPPENHEIMER INSTITUTIONAL GOVERNMENT MONEY MARKET FUND
ETF
68383G108
2229
2229350
SH
SOLE
2229350
0
0
ORACLE CORP.
COM
68389X105
7511
155345
SH
SOLE
155345
0
0
PDL BIOPHARMA INC.
COM
69329Y104
218
64400
SH
SOLE
64400
0
0
PG&E CORP.
COM
69331C108
2381
34969
SH
SOLE
34969
0
0
PPL CORP.
COM
69351T106
626
16502
SH
SOLE
16502
0
0
PACIFIC CONTINENTAL CORP
COM
69412V108
291
10800
SH
SOLE
10800
0
0
PAYPAL HOLDINGS INC.
COM
70450Y103
12348
192842
SH
SOLE
192842
0
0
PENSKE AUTOMOTIVE GROUP INC.
COM
70959W103
861
18100
SH
SOLE
18100
0
0
PERNIX THERAPEUTICS HOLDINGS INC
CONV
71426VAK4
3000
7500000
PRN
SOLE
7500000
0
0
PILGRIM'S PRIDE CORPORATION
COM
72147K108
1568
55200
SH
SOLE
55200
0
0
PINNACLE FINANCIAL PARTNERS INC.
COM
72346Q104
1381
20625
SH
SOLE
20625
0
0
PINNACLE FOODS INC.
COM
72348P104
212
3700
SH
SOLE
3700
0
0
PLATFORM SPECIALTY PRODUCTS CORPORATION
COM
72766Q105
1819
163100
SH
SOLE
163100
0
0
POOL CORPORATION
COM
73278L105
552
5100
SH
SOLE
5100
0
0
PRAXAIR INC.
COM
74005P104
592
4240
SH
SOLE
4240
0
0
PREMIER INC
COM
74051N102
518
15900
SH
SOLE
15900
0
0
T ROWE PRICE GROUP INC.
COM
74144T108
3036
33492
SH
SOLE
33492
0
0
PRIMERICA INC.
COM
74164M108
400
4900
SH
SOLE
4900
0
0
PRINCIPAL FINANCIAL GROUP INC.
COM
74251V102
2172
33764
SH
SOLE
33764
0
0
QUANTA SERVICES INC.
COM
74762E102
936
25037
SH
SOLE
25037
0
0
QUEST DIAGNOSTICS INC.
COM
74834L100
563
6014
SH
SOLE
6014
0
0
QUINTILES TRANSNATIONAL HOLDINGS INC.
COM
74876Y101
738
7766
SH
SOLE
7766
0
0
RPX CORP
COM
74972G103
521
39200
SH
SOLE
39200
0
0
RE/MAX HOLDINGS INC.
COM
75524W108
534
8400
SH
SOLE
8400
0
0
REALOGY HOLDINGS CORP
COM
75605Y106
392
11900
SH
SOLE
11900
0
0
REGIONS FINANCIAL CORP.
COM
7591EP100
3235
212418
SH
SOLE
212418
0
0
RENT-A-CENTER INC.
COM
76009N100
291
25350
SH
SOLE
25350
0
0
RESOLUTE FOREST PRODUCTS INC.
COM
76117W109
189
37466
SH
SOLE
37466
0
0
S&P GLOBAL INC.
COM
78409V104
7968
50977
SH
SOLE
50977
0
0
SM ENERGY COMPANY
CONV
78454LAM2
5633
6000000
PRN
SOLE
6000000
0
0
SVB FINANCIAL GROUP
COM
78486Q101
864
4620
SH
SOLE
4620
0
0
SALESFORCE.COM INC.
COM
79466L302
2444
26164
SH
SOLE
26164
0
0
SCANA CORP.
COM
80589M102
225
4639
SH
SOLE
4639
0
0
SEACOR HOLDINGS INC.
CONV
81170YAB5
12847
14384000
PRN
SOLE
14384000
0
0
SELECT SECTOR SPDR - ENERGY
ETF
81369Y506
3472
50700
SH
SOLE
50700
0
0
SENSIENT TECHNOLOGIES CORPORATION
COM
81725T100
231
3000
SH
SOLE
3000
0
0
SERVICENOW INC.
COM
81762P102
1176
10010
SH
SOLE
10010
0
0
SERVISFIRST BANCSHARES INC
COM
81768T108
831
21400
SH
SOLE
21400
0
0
SIRIUS XM RADIO INC.
COM
82968B103
824
149200
SH
SOLE
149200
0
0
SKYWORKS SOLUTIONS INC.
COM
83088M102
1551
15220
SH
SOLE
15220
0
0
SOUTHERN COPPER CORP.
COM
84265V105
2441
61402
SH
SOLE
61402
0
0
SPECTRA ENERGY PARTNERS LP
COM
84756N109
3289
74100
SH
SOLE
74100
0
0
STAR GAS PARTNERS L.P.
COM
85512C105
197
17318
SH
SOLE
17318
0
0
STATOIL ASA
ADR
85771P102
2224
110700
SH
SOLE
110700
0
0
SUNOCO LP
COM
86765K109
1303
41900
SH
SOLE
41900
0
0
SYNOVUS FINANCIAL CORP.
COM
87161C501
229
4971
SH
SOLE
4971
0
0
SYNNEX CORPORATION
COM
87162W100
455
3600
SH
SOLE
3600
0
0
SYNCHRONY FINANCIAL
COM
87165B103
8725
281000
SH
SOLE
281000
0
0
TTM TECHNOLOGIES INC.
COM
87305R109
836
54400
SH
SOLE
54400
0
0
TABLEAU SOFTWARE INC.
COM
87336U105
637
8500
SH
SOLE
8500
0
0
TARGET CORP.
COM
87612E106
2800
47453
SH
SOLE
47453
0
0
TARGA RESOURCES CORP.
COM
87612G101
4966
104987
SH
SOLE
104987
0
0
TENARIS SA
ADR
88031M109
900
31800
SH
SOLE
31800
0
0
TERADATA CORPORATION
COM
88076W103
402
11900
SH
SOLE
11900
0
0
TETRA TECH INC.
COM
88162G103
312
6700
SH
SOLE
6700
0
0
3M CO.
COM
88579Y101
1269
6047
SH
SOLE
6047
0
0
TOTAL S.A.
ADR
89151E109
2649
49490
SH
SOLE
49490
0
0
TOWNE BANK
COM
89214P109
402
12000
SH
SOLE
12000
0
0
TRANSUNION
COM
89400J107
964
20400
SH
SOLE
20400
0
0
TRAVELERS COMPANIES INC.
COM
89417E109
1051
8579
SH
SOLE
8579
0
0
TWENTY-FIRST CENTURY FOX INC.
COM
90130A101
1353
51288
SH
SOLE
51288
0
0
TWENTY-FIRST CENTURY FOX INC.
COM
90130A200
1184
45900
SH
SOLE
45900
0
0
USANA HEALTH SCIENCES INC.
COM
90328M107
323
5600
SH
SOLE
5600
0
0
ULTRAPAR PARTICIPACOES S.A.
ADR
90400P101
1469
61675
SH
SOLE
61675
0
0
UNITED THERAPEUTICS CORP
COM
91307C102
486
4150
SH
SOLE
4150
0
0
UNITEDHEALTH GROUP INCORPORATED
COM
91324P102
13959
71275
SH
SOLE
71275
0
0
UNIVERSAL DISPLAY CORP
COM
91347P105
622
4830
SH
SOLE
4830
0
0
UNUM GROUP
COM
91529Y106
2631
51466
SH
SOLE
51466
0
0
VALE S.A.
ADR
91912E105
1911
189800
SH
SOLE
189800
0
0
VALERO ENERGY CORP.
COM
91913Y100
3868
50274
SH
SOLE
50274
0
0
VANTIV INC
COM
92210H105
1332
18900
SH
SOLE
18900
0
0
VARIAN MEDICAL SYSTEMS INC.
COM
92220P105
778
7771
SH
SOLE
7771
0
0
VECTOR GROUP LTD.
COM
92240M108
221
10804
SH
SOLE
10804
0
0
VERISIGN INC.
COM
92343E102
2450
23030
SH
SOLE
23030
0
0
VERIZON COMMUNICATIONS INC.
COM
92343V104
4770
96387
SH
SOLE
96387
0
0
VIACOM INC.
COM
92553P201
1025
36800
SH
SOLE
36800
0
0
VISA INC.
COM
92826C839
14716
139832
SH
SOLE
139832
0
0
WEC ENERGY GROUP INC.
COM
92939U106
479
7626
SH
SOLE
7626
0
0
WASTE MANAGEMENT INC.
COM
94106L109
3816
48758
SH
SOLE
48758
0
0
WELLCARE HEALTH PLANS INC.
COM
94946T106
852
4960
SH
SOLE
4960
0
0
WESCO INTERNATIONAL INC.
COM
95082P105
1503
25800
SH
SOLE
25800
0
0
WESTROCK COMPANY
COM
96145D105
2434
42912
SH
SOLE
42912
0
0
WHITING PETROLEUM CORP.
CONV
966387AL6
13369
15000000
PRN
SOLE
15000000
0
0
WILLIAMS PARTNERS LP
COM
96949L105
6279
161424
SH
SOLE
161424
0
0
WORKDAY INC.
COM
98138H101
433
4110
SH
SOLE
4110
0
0
WRIGHT MEDICAL GROUP INC.
CONV
98235TAE7
10266
9500000
PRN
SOLE
9500000
0
0
WYNDHAM WORLDWIDE CORPORATION
COM
98310W108
1158
10981
SH
SOLE
10981
0
0
XCEL ENERGY INC.
COM
98389B100
489
10337
SH
SOLE
10337
0
0
XYLEM INC.
COM
98419M100
304
4856
SH
SOLE
4856
0
0
XPERI CORP
COM
98421B100
210
8300
SH
SOLE
8300
0
0
YUM CHINA HOLDING INC.
COM
98850P109
739
18500
SH
SOLE
18500
0
0
ZIMMER BIOMET HOLDINGS INC.
COM
98956P102
455
3889
SH
SOLE
3889
0
0
ZOETIS INC.
COM
98978V103
6746
105810
SH
SOLE
105810
0
0
ZYNGA INC.
COM
98986T108
242
63900
SH
SOLE
63900
0
0
ADIENT PLC
COM
G0084W101
1559
18562
SH
SOLE
18562
0
0
ALLEGION PLC
COM
G0176J109
4984
57633
SH
SOLE
57633
0
0
ALLERGAN PLC
COM
G0177J108
2264
11049
SH
SOLE
11049
0
0
AMDOCS LTD.
COM
G02602103
2933
45600
SH
SOLE
45600
0
0
AON PLC
COM
G0408V102
966
6611
SH
SOLE
6611
0
0
ARCH CAPITAL GROUP LTD.
COM
G0450A105
463
4700
SH
SOLE
4700
0
0
ARRIS INTERNATIONAL PLC
COM
G0551A103
387
13600
SH
SOLE
13600
0
0
ASSURED GUARANTY LTD.
COM
G0585R106
555
14700
SH
SOLE
14700
0
0
ATHENE HOLDING LTD.
COM
G0684D107
436
8100
SH
SOLE
8100
0
0
AXIS CAPITAL HOLDINGS LTD.
COM
G0692U109
281
4900
SH
SOLE
4900
0
0
ACCENTURE PLC
COM
G1151C101
4668
34560
SH
SOLE
34560
0
0
DELPHI AUTOMOTIVE PLC
COM
G27823106
1692
17200
SH
SOLE
17200
0
0
EATON CORPORATION PLC
COM
G29183103
324
4220
SH
SOLE
4220
0
0
ENDO INTERNATIONAL PLC
COM
G30401106
266
31100
SH
SOLE
31100
0
0
EVEREST RE GROUP LTD.
COM
G3223R108
2179
9540
SH
SOLE
9540
0
0
IHS MARKIT LTD.
COM
G47567105
968
21965
SH
SOLE
21965
0
0
INGERSOLL-RAND PLC
COM
G47791101
4244
47600
SH
SOLE
47600
0
0
INVESCO LTD.
COM
G491BT108
1872
53435
SH
SOLE
53435
0
0
LAZARD LTD.
COM
G54050102
1036
22900
SH
SOLE
22900
0
0
MALLINCKRODT PLC
COM
G5785G107
339
9060
SH
SOLE
9060
0
0
MARVELL TECHNOLOGY GROUP, LTD
COM
G5876H105
383
21400
SH
SOLE
21400
0
0
MEDTRONIC PLC
COM
G5960L103
2869
36885
SH
SOLE
36885
0
0
MICHAEL KORS HOLDINGS LIMITED
COM
G60754101
1455
30400
SH
SOLE
30400
0
0
NORWEGIAN CRUISE LINE HOLDINGS LTD.
COM
G66721104
449
8300
SH
SOLE
8300
0
0
RENAISSANCERE HOLDINGS LTD.
COM
G7496G103
896
6630
SH
SOLE
6630
0
0
SEAGATE TECHNOLOGY PLC
COM
G7945M107
663
20000
SH
SOLE
20000
0
0
PENTAIR PLC
COM
G7S00T104
1264
18592
SH
SOLE
18592
0
0
SIGNET JEWELERS LTD.
COM
G81276100
1777
26700
SH
SOLE
26700
0
0
STERIS PLC
COM
G84720104
433
4900
SH
SOLE
4900
0
0
TECHNIPFMC PLC
COM
G87110105
268
9612
SH
SOLE
9612
0
0
THERAVANCE BIOPHARMA INC.
COM
G8807B106
404
11800
SH
SOLE
11800
0
0
VALIDUS HOLDINGS LTD.
COM
G9319H102
236
4800
SH
SOLE
4800
0
0
VENATOR MATERIALS PLC
COM
G9329Z100
2192
97000
SH
SOLE
97000
0
0
PERRIGO COMPANY PLC
COM
G97822103
2108
24900
SH
SOLE
24900
0
0
XL GROUP LTD
COM
G98294104
2992
75835
SH
SOLE
75835
0
0
CHUBB LIMITED
COM
H1467J104
2348
16473
SH
SOLE
16473
0
0
GARMIN LTD
COM
H2906T109
313
5800
SH
SOLE
5800
0
0
TE CONNECTIVITY LTD.
COM
H84989104
6279
75600
SH
SOLE
75600
0
0
TRANSOCEAN LTD
COM
H8817H100
568
52800
SH
SOLE
52800
0
0
ARDAGH GROUP SA
COM
L0223L101
899
42000
SH
SOLE
42000
0
0
TRINSEO S.A.
COM
L9340P101
4308
64200
SH
SOLE
64200
0
0
CHECK POINT SOFTWARE TECHNOLOGIES LTD
COM
M22465104
524
4600
SH
SOLE
4600
0
0
AERCAP HOLDINGS N.V.
COM
N00985106
4334
84800
SH
SOLE
84800
0
0
CORE LABORATORIES NV
COM
N22717107
628
6367
SH
SOLE
6367
0
0
LYONDELLBASELL INDUSTRIES N.V.
COM
N53745100
3600
36341
SH
SOLE
36341
0
0
MYLAN N.V.
COM
N59465109
562
17906
SH
SOLE
17906
0
0
NXP SEMICONDUCTORS N.V.
COM
N6596X109
1247
11030
SH
SOLE
11030
0
0
QIAGEN N.V.
COM
N72482123
255
8100
SH
SOLE
8100
0
0
COPA HOLDINGS SA
COM
P31076105
1291
10370
SH
SOLE
10370
0
0
ROYAL CARIBBEAN CRUISES LTD.
COM
V7780T103
3287
27730
SH
SOLE
27730
0
0
BROADCOM LTD.
COM
Y09827109
6241
25733
SH
SOLE
25733
0
0
CAPITAL PRODUCT PARTNERS L.P.
COM
Y11082107
79
22600
SH
SOLE
22600
0
0
GOLAR LNG PARTNERS LP
COM
Y2745C102
1356
58368
SH
SOLE
58368
0
0
SEADRILL PARTNERS LLC
COM
Y7545W109
1469
395944
SH
SOLE
395944
0
0
TEEKAY LNG PARTNERS L.P.
COM
Y8564M105
607
34105
SH
SOLE
34105
0
0
TEEKAY OFFSHORE PARTNERS L.P.
COM
Y8565J101
209
87987
SH
SOLE
87987
0
0
TEEKAY TANKERS LTD.
COM
Y8565N102
32
19800
SH
SOLE
19800
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
51308
561053
SH
SOLE
561053
0
0
COUSINS PPTYS INC
COM
222795106
28852
3089026
SH
SOLE
3089026
0
0
ESSEX PPTY TR INC
COM
297178105
63549
250165
SH
SOLE
250165
0
0
HUDSON PAC PPTYS INC
COM
444097109
19673
586727
SH
SOLE
586727
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
85616
531745
SH
SOLE
531745
0
0
FOUR CORNERS PPTY TR INC
COM
35086T109
2006
80500
SH
SOLE
80500
0
0
GAMING & LEISURE PPTYS INC
COM
36467J108
29601
802420
SH
SOLE
802420
0
0
RETAIL PPTYS AMER INC
CL A
76131V202
16933
1289614
SH
SOLE
1289614
0
0
STARWOOD PPTY TR INC
COM
85571B105
604
27790
SH
SOLE
27790
0
0
NEW YORK MTG TR INC
COM PAR $.02
649604501
83
13500
SH
SOLE
13500
0
0
ANWORTH MORTGAGE ASSET CP
COM
037347101
109
18100
SH
SOLE
18100
0
0
CYS INVTS INC
COM
12673A108
129
14900
SH
SOLE
14900
0
0
MONMOUTH REAL ESTATE INVT CO
CL A
609720107
168
10400
SH
SOLE
10400
0
0
NATIONAL HEALTH INVS INC
COM
63633D104
14717
190410
SH
SOLE
190410
0
0
BOSTON PROPERTIES INC
COM
101121101
61134
497506
SH
SOLE
497506
0
0
BRANDYWINE RLTY TR
SH BEN INT NEW
105368203
15769
901589
SH
SOLE
901589
0
0
CUBESMART
COM
229663109
29948
1153635
SH
SOLE
1153635
0
0
DCT INDUSTRIAL TRUST INC
COM NEW
233153204
631
10900
SH
SOLE
10900
0
0
DIAMONDROCK HOSPITALITY CO
COM
252784301
13387
1222518
SH
SOLE
1222518
0
0
DIGITAL RLTY TR INC
COM
253868103
60971
515261
SH
SOLE
515261
0
0
DUKE REALTY CORP
COM NEW
264411505
60937
2114405
SH
SOLE
2114405
0
0
HEALTHCARE RLTY TR
COM
421946104
17330
535858
SH
SOLE
535858
0
0
MACERICH CO
COM
554382101
13241
240876
SH
SOLE
240876
0
0
MACK CALI RLTY CORP
COM
554489104
1298
54750
SH
SOLE
54750
0
0
PARK HOTELS RESORTS INC
COM
700517105
10387
376875
SH
SOLE
376875
0
0
REALTY INCOME CORP
COM
756109104
29995
524483
SH
SOLE
524483
0
0
REGENCY CTRS CORP
COM
758849103
53938
869407
SH
SOLE
869407
0
0
STORE CAP CORP
COM
862121100
18439
741432
SH
SOLE
741432
0
0
SUNSTONE HOTEL INVS INC NEW
COM
867892101
17155
1067528
SH
SOLE
1067528
0
0
WEYERHAEUSER CO
COM
962166104
15695
461209
SH
SOLE
461209
0
0
AGNC INVT CORP
COM
00123Q104
735
33900
SH
SOLE
33900
0
0
ACADIA RLTY TR
COM SH BEN INT
004239109
33704
1177626
SH
SOLE
1177626
0
0
AGREE REALTY CORP
COM
008492100
26625
542482
SH
SOLE
542482
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
22584
165233
SH
SOLE
165233
0
0
ANNALY CAP MGMT INC
COM
035710409
548
44960
SH
SOLE
44960
0
0
AVALONBAY CMNTYS INC
COM
053484101
776
4349
SH
SOLE
4349
0
0
CHIMERA INVT CORP
COM NEW
16934Q208
464
24500
SH
SOLE
24500
0
0
COLONY NORTHSTAR INC
CL A COM
19625W104
565
45000
SH
SOLE
45000
0
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
22970
229748
SH
SOLE
229748
0
0
EQUINIX INC
COM PAR $0.001
29444U700
68437
153342
SH
SOLE
153342
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
281
4257
SH
SOLE
4257
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
14622
182959
SH
SOLE
182959
0
0
GEO GROUP INC NEW
COM
36162J106
25070
931973
SH
SOLE
931973
0
0
GGP INC
COM
36174X101
417
20100
SH
SOLE
20100
0
0
HCP INC
COM
40414L109
284
10211
SH
SOLE
10211
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
909
49170
SH
SOLE
49170
0
0
KILROY RLTY CORP
COM
49427F108
48855
686937
SH
SOLE
686937
0
0
KIMCO RLTY CORP
COM
49446R109
25048
1281253
SH
SOLE
1281253
0
0
LIFE STORAGE INC
COM
53223X107
22872
279579
SH
SOLE
279579
0
0
MFA FINL INC
COM
55272X102
262
29900
SH
SOLE
29900
0
0
MID AMER APT CMNTYS INC
COM
59522J103
28136
263253
SH
SOLE
263253
0
0
PARAMOUNT GROUP INC
COM
69924R108
21645
1352800
SH
SOLE
1352800
0
0
PHYSICIANS RLTY TR
COM
71943U104
38915
2194874
SH
SOLE
2194874
0
0
PROLOGIS INC
COM
74340W103
113971
1795949
SH
SOLE
1795949
0
0
STARWOOD WAYPOINT HOMES
COM
85572F105
41994
1154646
SH
SOLE
1154646
0
0
TWO HBRS INVT CORP
COM
90187B101
739
73300
SH
SOLE
73300
0
0
VENTAS INC
COM
92276F100
24822
381114
SH
SOLE
381114
0
0
WELLTOWER INC
COM
95040Q104
67862
965593
SH
SOLE
965593
0
0
ISHARES MSCI EMERGING MARKETS
OPT
464287234
323757
7225100
SH
Put
SOLE
7225100
0
0
ISHARES MSCI EAFE ETF
OPT
464287465
358424
5234000
SH
Put
SOLE
5234000
0
0
ISHARES RUSSELL 2000 ETF
OPT
464287655
118544
800000
SH
Put
SOLE
800000
0
0
SPDR S&P 500 ETF TRUST
OPT
78462F103
1328002
5286000
SH
Put
SOLE
5286000
0
0
BARINGS PARTN INVS TRUST
COM
05616B100
3042
210820
SH
SOLE
210820
0
0
BARINGS CORPORATE INVS
COM
05617K109
3468
219664
SH
SOLE
219664
0
0
TCP CAPITAL CORP
COM
87238Q103
26440
1603372
SH
SOLE
1603372
0
0