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 SOLE 55000 0 0 ALBEMARLE CORP. COM 012653101 274 3200 SH SOLE 3200 0 0 ALCOA INC. COM 013817101 393 38717 SH SOLE 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 0 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 SOLE 14300 0 0 ALPHABET INC. COM 02079K107 12449 16016 SH SOLE 16016 0 0 ALPHABET INC. COM 02079K305 15674 19493 SH SOLE 19493 0 0 ALTRIA GROUP INC. COM 02209S103 3008 47570 SH SOLE 47570 0 0 AMAZON.COM INC. COM 023135106 16861 20137 SH SOLE 20137 0 0 AMC NETWORKS INC. COM 00164V103 503 9700 SH SOLE 9700 0 0 AMDOCS LTD. COM 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 SOLE 17911 0 0 AMERICAN EXPRESS COMPANY COM 025816109 2833 44237 SH SOLE 44237 0 0 AMERICAN INTERNATIONAL GROUP INC. COM 026874784 3036 51159 SH SOLE 51159 0 0 AMERICAN VANGUARD CORP. COM 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. COM 030975106 409 8949 SH SOLE 8949 0 0 AMERIPRISE FINANCIAL INC. COM 03076C106 392 3931 SH SOLE 3931 0 0 AMERISOURCEBERGEN CORP. COM 03073E105 2213 27397 SH SOLE 27397 0 0 AMGEN INC. COM 031162100 10732 64336 SH SOLE 64336 0 0 AMKOR TECHNOLOGY INC. COM 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 57800 0 0 ANADARKO PETROLEUM CORP. CONV 032511404 15001 360000 SH SOLE 360000 0 0 ANALOG DEVICES INC. COM 032654105 304 4713 SH SOLE 4713 0 0 ANSYS, INC. COM 03662Q105 445 4800 SH SOLE 4800 0 0 ANTERO MIDSTREAM PARTNERS LP COM 03673L103 352 13200 SH SOLE 13200 0 0 ANTERO RESOURCES CORPORATION COM 03674X106 4566 169428 SH SOLE 169428 0 0 ANTHEM, INC. COM 036752103 2745 21904 SH SOLE 21904 0 0 AON PLC COM G0408V102 1200 10671 SH SOLE 10671 0 0 APACHE CORP. COM 037411105 1606 25147 SH SOLE 25147 0 0 APPLE INC. COM 037833100 36906 326456 SH SOLE 326456 0 0 APPLIED MATERIALS INC. COM 038222105 3103 102906 SH SOLE 102906 0 0 ARCELORMITTAL ADR 03938L104 487 80600 SH SOLE 80600 0 0 ARCH CAPITAL GROUP LTD. COM G0450A105 404 5100 SH SOLE 5100 0 0 ARCHER DANIELS MIDLAND CO. COM 039483102 4400 104338 SH SOLE 104338 0 0 ARCHROCK PARTNERS, L.P. COM 03957U100 2660 180700 SH SOLE 180700 0 0 ARGAN INC COM 04010E109 450 7600 SH SOLE 7600 0 0 ARMSTRONG FLOORING INC COM 04238R106 1672 88540 SH SOLE 88540 0 0 ARRIS INTERNATIONAL PLC COM G0551A103 1009 35600 SH SOLE 35600 0 0 ARROW ELECTRONICS INC. COM 042735100 793 12400 SH SOLE 12400 0 0 ASSURANT INC. COM 04621X108 1346 14596 SH SOLE 14596 0 0 ASSURED GUARANTY, LTD. COM G0585R106 899 32400 SH SOLE 32400 0 0 AT&T INC. COM 00206R102 10083 248297 SH SOLE 248297 0 0 ATLAS AIR WORLDWIDE HOLDINGS INC. COM 049164205 338 7900 SH SOLE 7900 0 0 AUTOMATIC DATA PROCESSING INC. COM 053015103 574 6510 SH SOLE 6510 0 0 AUTOZONE INC. COM 053332102 1320 1718 SH SOLE 1718 0 0 AVERY DENNISON CORP. COM 053611109 3314 42597 SH SOLE 42597 0 0 BABCOCK & WILCOX COMPANY (THE) COM 05605H100 1182 30800 SH SOLE 30800 0 0 BAKER HUGHES INC. COM 057224107 238 4708 SH SOLE 4708 0 0 BALL CORPORATION COM 058498106 2739 33422 SH SOLE 33422 0 0 BANK OF AMERICA CORPORATION COM 060505104 8863 566313 SH SOLE 566313 0 0 BANK OF MONTREAL COM 063671101 282 4300 SH SOLE 4300 0 0 BANK OF NEW YORK MELLON CORP. COM 064058100 696 17452 SH SOLE 17452 0 0 BAXTER INTERNATIONAL INC. COM 071813109 4832 101503 SH SOLE 101503 0 0 BB&T CORPORATION COM 054937107 1411 37397 SH SOLE 37397 0 0 BECTON DICKINSON & CO. COM 075887109 1079 6001 SH SOLE 6001 0 0 BELDEN INC. COM 077454106 221 3200 SH SOLE 3200 0 0 BEMIS CO. INC. COM 081437105 391 7660 SH SOLE 7660 0 0 BENEFICIAL BANCORP, INC. COM 08171T102 2460 167200 SH SOLE 167200 0 0 BERKSHIRE HATHAWAY INC. COM 084670702 5092 35249 SH SOLE 35249 0 0 BERRY PLASTICS GROUP, INC COM 08579W103 434 9900 SH SOLE 9900 0 0 BEST BUY CO. INC. COM 086516101 3287 86100 SH SOLE 86100 0 0 BHP BILLITON LTD. ADR 088606108 4858 140215 SH SOLE 140215 0 0 BIOGEN INC. COM 09062X103 3367 10756 SH SOLE 10756 0 0 BLACKROCK, INC. COM 09247X101 729 2010 SH SOLE 2010 0 0 BOARDWALK PIPELINE PARTNERS LP COM 096627104 2243 130700 SH SOLE 130700 0 0 BOEING CO. COM 097023105 8660 65738 SH SOLE 65738 0 0 BOSTON SCIENTIFIC CORP. COM 101137107 1652 69421 SH SOLE 69421 0 0 BOYD GAMING CORPORATION COM 103304101 281 14200 SH SOLE 14200 0 0 BRISTOL-MYERS SQUIBB CO. COM 110122108 4172 77379 SH SOLE 77379 0 0 BROADCOM LTD. COM Y09827109 1687 9780 SH SOLE 9780 0 0 BROCADE COMMUNICATIONS SYSTEMS INC. COM 111621306 570 61800 SH SOLE 61800 0 0 BROOKFIELD ASSET MANAGEMENT INC. COM 112585104 396 11250 SH SOLE 11250 0 0 BROWN & BROWN, INC. COM 115236101 577 15300 SH SOLE 15300 0 0 BRUNSWICK CORP/DE COM 117043109 1068 21900 SH SOLE 21900 0 0 BUCKEYE PARTNERS L.P. COM 118230101 1403 19600 SH SOLE 19600 0 0 BUNGE LTD. COM G16962105 1302 21985 SH SOLE 21985 0 0 BURLINGTON STORES INC. COM 122017106 227 2800 SH SOLE 2800 0 0 C.H. ROBINSON WORLDWIDE, INC. COM 12541W209 731 10374 SH SOLE 10374 0 0 C.R. BARD, INC. COM 067383109 833 3716 SH SOLE 3716 0 0 CA, INC. COM 12673P105 2896 87548 SH SOLE 87548 0 0 CABLE ONE, INC. COM 12685J105 2481 4248 SH SOLE 4248 0 0 CABOT CORP. COM 127055101 550 10500 SH SOLE 10500 0 0 CABOT OIL & GAS CORPORATION COM 127097103 886 34340 SH SOLE 34340 0 0 CACI INTERNATIONAL INC. COM 127190304 454 4500 SH SOLE 4500 0 0 CADENCE DESIGN SYSTEMS, INC. COM 127387108 1940 76000 SH SOLE 76000 0 0 CAL-MAINE FOODS, INC. COM 128030202 200 5200 SH SOLE 5200 0 0 CAMPBELL SOUP COMPANY COM 134429109 366 6689 SH SOLE 6689 0 0 CANADIAN NATURAL RESOURCES LTD. COM 136385101 1402 43760 SH SOLE 43760 0 0 CAPITAL ONE FINANCIAL CORP. COM 14040H105 1477 20567 SH SOLE 20567 0 0 CAPITAL PRODUCT PARTNERS L.P. COM Y11082107 74 22600 SH SOLE 22600 0 0 CARDINAL HEALTH INC. COM 14149Y108 1704 21933 SH SOLE 21933 0 0 CARDTRONICS INC. CONV 14161HAG3 8631 8200000 SH SOLE 8200000 0 0 CARLISLE COMPANIES INCORPORATED COM 142339100 1541 15020 SH SOLE 15020 0 0 CASEY'S GENERAL STORES, INC. COM 147528103 1110 9240 SH SOLE 9240 0 0 CATERPILLAR INC. COM 149123101 3216 36225 SH SOLE 36225 0 0 CBRE GROUP INC. COM 12504L109 436 15585 SH SOLE 15585 0 0 CBS CORP. COM 124857202 1469 26827 SH SOLE 26827 0 0 CDK GLOBAL, INC. COM 12508E101 4316 75250 SH SOLE 75250 0 0 CECO ENVIRONMENTAL CORP COM 125141101 177 15656 SH SOLE 15656 0 0 CELANESE CORPORATION COM 150870103 2836 42610 SH SOLE 42610 0 0 CELGENE CORP. COM 151020104 2535 24254 SH SOLE 24254 0 0 CENGAGE LEARNING HOLDINGS II L.P. COM 15136X102 7418 341054 SH SOLE 341054 0 0 CENTENE CORPORATION COM 15135B101 1956 29211 SH SOLE 29211 0 0 CENTERPOINT ENERGY INC. COM 15189T107 222 9566 SH SOLE 9566 0 0 CENTRAL PACIFIC FINANCIAL CORP COM 154760409 202 8000 SH SOLE 8000 0 0 CENTURYLINK, INC. COM 156700106 2304 83989 SH SOLE 83989 0 0 CHARLES RIVER LABORATORIES INTERNATIONAL INC. COM 159864107 742 8900 SH SOLE 8900 0 0 CHARLES SCHWAB CORP. COM 808513105 730 23134 SH SOLE 23134 0 0 CHARTER COMMUNICATIONS INC. COM 16119P108 1036 3837 SH SOLE 3837 0 0 CHASE PACKAGING CORP. COM 161635107 0 19082 SH SOLE 19082 0 0 CHECK POINT SOFTWARE TECHNOLOGIES LTD COM M22465104 435 5600 SH SOLE 5600 0 0 CHEMICAL FINANCIAL CORP. COM 163731102 296 6700 SH SOLE 6700 0 0 CHESAPEAKE ENERGY CORP. CONV 165167CA3 1185 1192000 SH SOLE 1192000 0 0 CHEVRON CORPORATION COM 166764100 9314 90495 SH SOLE 90495 0 0 CHOICE HOTELS INTERNATIONAL INC. COM 169905106 1339 29700 SH SOLE 29700 0 0 CHURCH & DWIGHT COMPANY, INC. COM 171340102 816 17020 SH SOLE 17020 0 0 CHURCHILL DOWNS INC. COM 171484108 394 2690 SH SOLE 2690 0 0 CINCINNATI FINANCIAL CORP. COM 172062101 1015 13463 SH SOLE 13463 0 0 CINEMARK HOLDINGS INC. COM 17243V102 371 9700 SH SOLE 9700 0 0 CINTAS CORP. COM 172908105 667 5927 SH SOLE 5927 0 0 CIRRUS LOGIC, INC. COM 172755100 590 11100 SH SOLE 11100 0 0 CISCO SYSTEMS INC. COM 17275R102 7025 221466 SH SOLE 221466 0 0 CITIGROUP INC. COM 172967424 13457 284921 SH SOLE 284921 0 0 CITIZENS FINANCIAL GROUP, INC. COM 174610105 2518 101900 SH SOLE 101900 0 0 CITRIX SYSTEMS INC. COM 177376100 3479 40822 SH SOLE 40822 0 0 CITRIX SYSTEMS INC. CONV 177376AD2 7112 6290000 SH SOLE 6290000 0 0 CLEAN ENERGY FUELS CORP. COM 184499101 894 200000 SH SOLE 200000 0 0 CLEAR CHANNEL OUTDOOR HOLDINGS, INC. COM 18451C109 508 87000 SH SOLE 87000 0 0 CLOROX CO. COM 189054109 1570 12540 SH SOLE 12540 0 0 CME GROUP INC. COM 12572Q105 1171 11205 SH SOLE 11205 0 0 CMS ENERGY CORP. COM 125896100 820 19513 SH SOLE 19513 0 0 COACH, INC. COM 189754104 1584 43313 SH SOLE 43313 0 0 COCA-COLA CO., THE COM 191216100 3873 91514 SH SOLE 91514 0 0 COCA-COLA EUROPEAN PARTNERS PLC COM G25839104 697 17463 SH SOLE 17463 0 0 COGNEX CORPORATION COM 192422103 930 17600 SH SOLE 17600 0 0 COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION COM 192446102 1630 34174 SH SOLE 34174 0 0 COLGATE-PALMOLIVE CO. COM 194162103 2090 28192 SH SOLE 28192 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