The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
AECOM TECH CORP DEL COM | COM | 00766T100 | 498 | 13,979 | SH | SOLE | 13,979 | 0 | 0 | ||
AES CORP COMMON STOCK USD.01 | COM | 00130H105 | 390 | 34,873 | SH | SOLE | 34,873 | 0 | 0 | ||
AFLAC INC COMMON STOCK USD.1 | COM | 001055102 | 2,156 | 29,768 | SH | SOLE | 29,496 | 272 | 0 | ||
ALLSTATE CORPORATION | COM | 020002101 | 1,527 | 18,733 | SH | SOLE | 18,441 | 292 | 0 | ||
ALLY Financial Inc | COM | 02005N100 | 414 | 20,343 | SH | SOLE | 20,343 | 0 | 0 | ||
AMC Networks Inc. Class A | COM | 00164V103 | 514 | 8,761 | SH | SOLE | 8,761 | 0 | 0 | ||
AMERICAN EXPRESS COMPANY | COM | 025816109 | 632 | 7,994 | SH | SOLE | 7,994 | 0 | 0 | ||
AMERIPRISE FINANCIAL INC COMMO | COM | 03076C106 | 587 | 4,523 | SH | SOLE | 4,523 | 0 | 0 | ||
AMTRUST FINANCIAL SERVICES | COM | 032359309 | 402 | 21,781 | SH | SOLE | 21,781 | 0 | 0 | ||
ANADARKO PETROLEUM CORP | COM | 032511107 | 1,059 | 17,082 | SH | SOLE | 16,946 | 136 | 0 | ||
ANTHEM INC. | COM | 036752103 | 796 | 4,815 | SH | SOLE | 4,815 | 0 | 0 | ||
ARROW ELECTRONICS INC COMMON S | COM | 042735100 | 470 | 6,405 | SH | SOLE | 6,405 | 0 | 0 | ||
AT& T INC | COM | 00206R102 | 2,268 | 54,594 | SH | SOLE | 54,052 | 542 | 0 | ||
Aarons Inc | COM | 002535300 | 519 | 17,443 | SH | SOLE | 17,443 | 0 | 0 | ||
AbbVie INC | COM | 00287Y109 | 1,457 | 22,356 | SH | SOLE | 22,131 | 225 | 0 | ||
Affiliated Managers Group | COM | 008252108 | 319 | 1,943 | SH | SOLE | 1,943 | 0 | 0 | ||
Air Lease Corporation | COM | 00912X302 | 508 | 13,116 | SH | SOLE | 13,116 | 0 | 0 | ||
Akorn, Inc. | COM | 009728106 | 445 | 18,498 | SH | SOLE | 18,498 | 0 | 0 | ||
Alaska Air Group Inc. | COM | 011659109 | 482 | 5,229 | SH | SOLE | 5,229 | 0 | 0 | ||
Allegiant Travel Co | COM | 01748X102 | 290 | 1,812 | SH | SOLE | 1,812 | 0 | 0 | ||
Alliance Data Systems Corp. | COM | 018581108 | 481 | 1,930 | SH | SOLE | 1,930 | 0 | 0 | ||
Allianceberstein Hldg | COM | 01881G106 | 428 | 18,747 | SH | SOLE | 18,747 | 0 | 0 | ||
American Equity Investment Lif | COM | 025676206 | 560 | 23,716 | SH | SOLE | 23,716 | 0 | 0 | ||
American Financial Group Inc. | COM | 025932104 | 505 | 5,293 | SH | SOLE | 5,293 | 0 | 0 | ||
American Outdoor Brands Corpor | COM | 02874P103 | 364 | 18,353 | SH | SOLE | 18,353 | 0 | 0 | ||
Annaly Mtg Mgmt Inc. | COM | 035710409 | 284 | 25,527 | SH | SOLE | 25,527 | 0 | 0 | ||
Apple Computer | COM | 037833100 | 2,542 | 17,692 | SH | SOLE | 17,539 | 153 | 0 | ||
Ares Capital Corp | COM | 04010L103 | 272 | 15,670 | SH | SOLE | 15,670 | 0 | 0 | ||
Arris International PLC. | COM | G0551A103 | 374 | 14,138 | SH | SOLE | 14,138 | 0 | 0 | ||
Autonation Inc. | COM | 05329W102 | 357 | 8,437 | SH | SOLE | 8,437 | 0 | 0 | ||
Avis Budget Group Inc | COM | 053774105 | 390 | 13,175 | SH | SOLE | 13,175 | 0 | 0 | ||
Avnet Inc Com | COM | 053807103 | 428 | 9,358 | SH | SOLE | 9,358 | 0 | 0 | ||
BANK OF AMERICA CORP | COM | 060505104 | 2,616 | 110,876 | SH | SOLE | 109,413 | 1,463 | 0 | ||
BB&T CORP COMMON STOCK USD5.0 | COM | 054937107 | 210 | 4,699 | SH | SOLE | 4,699 | 0 | 0 | ||
BELDEN INC | COM | 077454106 | 438 | 6,327 | SH | SOLE | 6,327 | 0 | 0 | ||
BEST BUY CO INC | COM | 086516101 | 489 | 9,952 | SH | SOLE | 9,952 | 0 | 0 | ||
BGC PARTNERS INC CL A | COM | 05541T101 | 554 | 48,759 | SH | SOLE | 48,759 | 0 | 0 | ||
BOEING CO COMMON STOCK USD5.0 | COM | 097023105 | 312 | 1,766 | SH | SOLE | 1,766 | 0 | 0 | ||
BP PLC ADR F SPONSORED ADR 1 A | COM | 055622104 | 317 | 9,179 | SH | SOLE | 9,179 | 0 | 0 | ||
BUNGE LIMITED | COM | G16962105 | 512 | 6,461 | SH | SOLE | 6,461 | 0 | 0 | ||
Bank Of New York Mellon Corp. | COM | 064058100 | 2,211 | 46,812 | SH | SOLE | 46,315 | 497 | 0 | ||
Bank of Montreal | COM | 063671101 | 1,160 | 15,509 | SH | SOLE | 15,509 | 0 | 0 | ||
Bank of Nova Scotia | COM | 064149107 | 1,135 | 19,376 | SH | SOLE | 19,376 | 0 | 0 | ||
Bed Bath & Beyond Inc. | COM | 075896100 | 379 | 9,604 | SH | SOLE | 9,604 | 0 | 0 | ||
Blackstone Mortgage Tru-Cl A | COM | 09257W100 | 291 | 9,415 | SH | SOLE | 9,415 | 0 | 0 | ||
Block H & R Inc | COM | 093671105 | 395 | 16,996 | SH | SOLE | 16,996 | 0 | 0 | ||
BofI Holding, Inc | COM | 05566U108 | 486 | 18,606 | SH | SOLE | 18,606 | 0 | 0 | ||
Borg Warner Auto | COM | 099724106 | 477 | 11,406 | SH | SOLE | 11,406 | 0 | 0 | ||
Brocade Communications | COM | 111621306 | 534 | 42,782 | SH | SOLE | 42,782 | 0 | 0 | ||
CA INC COMMON STOCK USD.1 | COM | 12673P105 | 1,329 | 41,912 | SH | SOLE | 41,390 | 522 | 0 | ||
CANADIAN IMPRL BK COMM COM | COM | 136069101 | 1,151 | 13,354 | SH | SOLE | 13,354 | 0 | 0 | ||
CAPITAL ONE FINANCIAL CORP COM | COM | 14040H105 | 687 | 7,927 | SH | SOLE | 7,927 | 0 | 0 | ||
CDW Corp/DE | COM | 12514G108 | 495 | 8,572 | SH | SOLE | 8,572 | 0 | 0 | ||
CENTURYLINK INC COMMON STOCK U | COM | 156700106 | 369 | 15,640 | SH | SOLE | 15,640 | 0 | 0 | ||
CITIGROUP INC | COM | 172967424 | 2,237 | 37,399 | SH | SOLE | 37,052 | 347 | 0 | ||
CREDIT ACCEPTANCE CORP | COM | 225310101 | 424 | 2,125 | SH | SOLE | 2,125 | 0 | 0 | ||
CSRA Inc. | COM | 12650T104 | 289 | 9,850 | SH | SOLE | 9,850 | 0 | 0 | ||
CVS CAREMARK CORP COMMON STOCK | COM | 126650100 | 1,087 | 13,849 | SH | SOLE | 13,669 | 180 | 0 | ||
Calatlantic Group Inc. | COM | 128195104 | 466 | 12,441 | SH | SOLE | 12,441 | 0 | 0 | ||
Callon Petroleum Co | COM | 13123X102 | 169 | 12,875 | SH | SOLE | 12,875 | 0 | 0 | ||
Celanese Corp. - Series A | COM | 150870103 | 499 | 5,559 | SH | SOLE | 5,559 | 0 | 0 | ||
Cisco Systems Inc. | COM | 17275R102 | 2,405 | 71,140 | SH | SOLE | 70,458 | 682 | 0 | ||
Citizens Financial Group | COM | 174610105 | 1,096 | 31,736 | SH | SOLE | 31,163 | 573 | 0 | ||
Cooper Tire And Rubber | COM | 216831107 | 539 | 12,155 | SH | SOLE | 12,155 | 0 | 0 | ||
Crown Holdings Inc. | COM | 228368106 | 395 | 7,461 | SH | SOLE | 7,461 | 0 | 0 | ||
DELTA AIR LINES INC | COM | 247361702 | 1,524 | 33,158 | SH | SOLE | 32,891 | 267 | 0 | ||
DEVRY INC DEL | COM | 251893103 | 641 | 18,090 | SH | SOLE | 18,090 | 0 | 0 | ||
DISCOVER FINANCIAL SERVICES CO | COM | 254709108 | 715 | 10,458 | SH | SOLE | 10,458 | 0 | 0 | ||
DOW CHEMICAL COMMON STOCK USD2 | COM | 260543103 | 230 | 3,618 | SH | SOLE | 3,618 | 0 | 0 | ||
DR HORTON INC COMMON STOCK USD | COM | 23331A109 | 459 | 13,793 | SH | SOLE | 13,793 | 0 | 0 | ||
Dana Holding Corp | COM | 235825205 | 548 | 28,371 | SH | SOLE | 28,371 | 0 | 0 | ||
Dillards Inc-Cl A | COM | 254067101 | 391 | 7,490 | SH | SOLE | 7,490 | 0 | 0 | ||
DineEquity, Inc. | COM | 254423106 | 299 | 5,486 | SH | SOLE | 5,486 | 0 | 0 | ||
Discovery Holding Co. Cl A | COM | 25470F104 | 422 | 14,518 | SH | SOLE | 14,518 | 0 | 0 | ||
ENERGY TRANSFER EQUITY LP | COM | 29273V100 | 474 | 24,011 | SH | SOLE | 24,011 | 0 | 0 | ||
EXELON CORP COMMON STOCK NPV | COM | 30161N101 | 1,536 | 42,679 | SH | SOLE | 42,255 | 424 | 0 | ||
EXPRESS SCRIPTS HOLDING CO | COM | 30219G108 | 582 | 8,837 | SH | SOLE | 8,837 | 0 | 0 | ||
East West Bancorp Inc. | COM | 27579R104 | 512 | 9,922 | SH | SOLE | 9,922 | 0 | 0 | ||
Eastman Chemical Co | COM | 277432100 | 476 | 5,888 | SH | SOLE | 5,888 | 0 | 0 | ||
Eaton Corporation PLC Ordinary | COM | G29183103 | 1,035 | 13,961 | SH | SOLE | 13,725 | 236 | 0 | ||
FIFTH THIRD BANCORP | COM | 316773100 | 310 | 12,216 | SH | SOLE | 12,216 | 0 | 0 | ||
FIRSTENERGY CORP COMMON STOCK | COM | 337932107 | 404 | 12,703 | SH | SOLE | 12,703 | 0 | 0 | ||
Fidelity & Guaranty Life | COM | 315785105 | 443 | 15,927 | SH | SOLE | 15,927 | 0 | 0 | ||
First American Financial | COM | 31847R102 | 424 | 10,784 | SH | SOLE | 10,784 | 0 | 0 | ||
Ford Motor Co | COM | 345370860 | 321 | 27,589 | SH | SOLE | 27,589 | 0 | 0 | ||
Franklin Resources | COM | 354613101 | 724 | 17,192 | SH | SOLE | 17,192 | 0 | 0 | ||
GAMESTOP CORP CLASS A COMMON S | COM | 36467W109 | 407 | 18,047 | SH | SOLE | 18,047 | 0 | 0 | ||
GEO GROUP INC | COM | 36162J106 | 529 | 11,409 | SH | SOLE | 11,409 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 2,001 | 8,710 | SH | SOLE | 8,605 | 105 | 0 | ||
GOODYEAR TIRE & RUBBER CO COMM | COM | 382550101 | 464 | 12,895 | SH | SOLE | 12,895 | 0 | 0 | ||
Gap Inc. Co. | COM | 364760108 | 391 | 16,112 | SH | SOLE | 16,112 | 0 | 0 | ||
Generac Holdings Inc. | COM | 368736104 | 446 | 11,958 | SH | SOLE | 11,958 | 0 | 0 | ||
General Motors | COM | 37045V100 | 661 | 18,697 | SH | SOLE | 18,697 | 0 | 0 | ||
Genworth FINL INC. COM | COM | 37247D106 | 395 | 95,771 | SH | SOLE | 95,771 | 0 | 0 | ||
Gilead Sciences, Inc. | COM | 375558103 | 1,370 | 20,174 | SH | SOLE | 19,993 | 181 | 0 | ||
HANOVER INSURANCE GROUP | COM | 410867105 | 476 | 5,290 | SH | SOLE | 5,290 | 0 | 0 | ||
HARLEY DAVIDSON INC COMMON STO | COM | 412822108 | 301 | 4,983 | SH | SOLE | 4,983 | 0 | 0 | ||
HARTFORD FINL SVCS GRP | COM | 416515104 | 2,029 | 42,205 | SH | SOLE | 41,824 | 381 | 0 | ||
HCA Holdings Inc | COM | 40412C101 | 1,697 | 19,073 | SH | SOLE | 18,865 | 208 | 0 | ||
HD Supply Holdings, Inc. | COM | 40416M105 | 471 | 11,448 | SH | SOLE | 11,448 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRISES | COM | 42824C109 | 621 | 26,213 | SH | SOLE | 26,213 | 0 | 0 | ||
HSBC Hldgs PLC Spons-ADR | COM | 404280406 | 217 | 5,320 | SH | SOLE | 5,320 | 0 | 0 | ||
HSN, Inc | COM | 404303109 | 443 | 11,952 | SH | SOLE | 11,952 | 0 | 0 | ||
Hawaiian Holdings In. | COM | 419879101 | 403 | 8,679 | SH | SOLE | 8,679 | 0 | 0 | ||
Herman Miller Inc. Com | COM | 600544100 | 320 | 10,147 | SH | SOLE | 10,147 | 0 | 0 | ||
Howard Hughes Corporation | COM | 44267D107 | 209 | 1,780 | SH | SOLE | 1,780 | 0 | 0 | ||
Huntington Bancshares In | COM | 446150104 | 505 | 37,679 | SH | SOLE | 37,679 | 0 | 0 | ||
Huntsman Corp | COM | 447011107 | 559 | 22,782 | SH | SOLE | 22,782 | 0 | 0 | ||
ILG, Inc. | COM | 44967H101 | 548 | 26,122 | SH | SOLE | 26,122 | 0 | 0 | ||
INTL BUSINESS MACHINES CORP CO | COM | 459200101 | 701 | 4,026 | SH | SOLE | 4,026 | 0 | 0 | ||
Intel Corp | COM | 458140100 | 1,601 | 44,375 | SH | SOLE | 43,831 | 544 | 0 | ||
International Paper | COM | 460146103 | 604 | 11,892 | SH | SOLE | 11,892 | 0 | 0 | ||
Invesco Ltd | COM | G491BT108 | 412 | 13,455 | SH | SOLE | 13,455 | 0 | 0 | ||
Invesco Mortgage Capital | COM | 46131B100 | 285 | 18,475 | SH | SOLE | 18,475 | 0 | 0 | ||
JABIL CIRCUIT INC | COM | 466313103 | 983 | 33,981 | SH | SOLE | 33,981 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 2,913 | 33,164 | SH | SOLE | 32,728 | 436 | 0 | ||
JUNIPER NETWORKS INC COMMON ST | COM | 48203R104 | 458 | 16,468 | SH | SOLE | 16,468 | 0 | 0 | ||
Jetblue Airways Corp. | COM | 477143101 | 424 | 20,569 | SH | SOLE | 20,569 | 0 | 0 | ||
Johnson Controls International | COM | G51502105 | 840 | 19,933 | SH | SOLE | 19,651 | 282 | 0 | ||
Jones Lang Lasalle Inc. | COM | 48020Q107 | 458 | 4,105 | SH | SOLE | 4,105 | 0 | 0 | ||
KROGER CO COMMON STOCK USD1.0 | COM | 501044101 | 1,599 | 54,225 | SH | SOLE | 53,935 | 290 | 0 | ||
Keycorp | COM | 493267108 | 1,835 | 103,222 | SH | SOLE | 101,952 | 1,270 | 0 | ||
Keysight Technologies Inc. | COM | 49338L103 | 458 | 12,660 | SH | SOLE | 12,660 | 0 | 0 | ||
Kohls Corp. | COM | 500255104 | 709 | 17,820 | SH | SOLE | 17,568 | 252 | 0 | ||
L 3 COMMUNICATIONS HLDGS INC C | COM | 502424104 | 568 | 3,436 | SH | SOLE | 3,334 | 102 | 0 | ||
LENNAR CORP CL A COMMON STOCK | COM | 526057104 | 490 | 9,564 | SH | SOLE | 9,564 | 0 | 0 | ||
LINCOLN NATIONAL CORP COMMON S | COM | 534187109 | 505 | 7,715 | SH | SOLE | 7,715 | 0 | 0 | ||
LYONDELLBASELL INDU-CL A | COM | N53745100 | 1,516 | 16,623 | SH | SOLE | 16,392 | 231 | 0 | ||
Laboratory Corp. Of America Ho | COM | 50540R409 | 385 | 2,683 | SH | SOLE | 2,683 | 0 | 0 | ||
Lear Corp. | COM | 521865204 | 480 | 3,393 | SH | SOLE | 3,393 | 0 | 0 | ||
Lithia Motors Inc. - Class A | COM | 536797103 | 421 | 4,921 | SH | SOLE | 4,921 | 0 | 0 | ||
METLIFE INC COMMON STOCK USD.0 | COM | 59156R108 | 2,042 | 38,658 | SH | SOLE | 38,281 | 377 | 0 | ||
MFA FINANCIAL INC REIT USD.01 | COM | 55272X102 | 487 | 60,241 | SH | SOLE | 60,241 | 0 | 0 | ||
Macy's Inc. | COM | 55616P104 | 332 | 11,215 | SH | SOLE | 11,215 | 0 | 0 | ||
Magna International CL A VTG | COM | 559222401 | 773 | 17,917 | SH | SOLE | 17,578 | 339 | 0 | ||
Manpower Inc. | COM | 56418H100 | 501 | 4,885 | SH | SOLE | 4,885 | 0 | 0 | ||
Manulife Financial Corp. | COM | 56501R106 | 969 | 54,637 | SH | SOLE | 53,620 | 1,017 | 0 | ||
Mckesson Corporation | COM | 58155Q103 | 582 | 3,925 | SH | SOLE | 3,925 | 0 | 0 | ||
Meritage Corp. | COM | 59001A102 | 488 | 13,260 | SH | SOLE | 13,260 | 0 | 0 | ||
NCR Corp | COM | 62886E108 | 569 | 12,447 | SH | SOLE | 12,447 | 0 | 0 | ||
NEWMONT MINING CORP | COM | 651639106 | 866 | 26,286 | SH | SOLE | 25,937 | 349 | 0 | ||
NOBLE ENERGY INC COMMON STOCK | COM | 655044105 | 240 | 6,990 | SH | SOLE | 6,878 | 112 | 0 | ||
NXP Semiconductors NV | COM | N6596X109 | 891 | 8,612 | SH | SOLE | 8,507 | 105 | 0 | ||
National General Holdings Corp | COM | 636220303 | 479 | 20,164 | SH | SOLE | 20,164 | 0 | 0 | ||
Navient Corp | COM | 63938C108 | 411 | 27,867 | SH | SOLE | 27,867 | 0 | 0 | ||
Neustar Inc. Class A | COM | 64126X201 | 549 | 16,576 | SH | SOLE | 16,576 | 0 | 0 | ||
New Residential Investment | COM | 64828T201 | 498 | 29,302 | SH | SOLE | 29,302 | 0 | 0 | ||
Norwegian Cruise Line Holdings | COM | G66721104 | 502 | 9,903 | SH | SOLE | 9,903 | 0 | 0 | ||
Nuance Communications, Inc. | COM | 67020Y100 | 482 | 27,834 | SH | SOLE | 27,834 | 0 | 0 | ||
OCCIDENTAL PETE CORP | COM | 674599105 | 1,036 | 16,350 | SH | SOLE | 16,107 | 243 | 0 | ||
OLD NATIONAL BANCORP | COM | 680033107 | 514 | 29,621 | SH | SOLE | 29,621 | 0 | 0 | ||
OWENS ILLINOIS INC COMMON STOC | COM | 690768403 | 520 | 25,521 | SH | SOLE | 25,521 | 0 | 0 | ||
Office Depot, Inc. | COM | 676220106 | 556 | 119,236 | SH | SOLE | 119,236 | 0 | 0 | ||
Old Republic Intl Corp | COM | 680223104 | 443 | 21,613 | SH | SOLE | 21,613 | 0 | 0 | ||
On Assignment, Inc. | COM | 682159108 | 553 | 11,391 | SH | SOLE | 11,391 | 0 | 0 | ||
Onemain Holdings Inc. | COM | 68268W103 | 406 | 16,331 | SH | SOLE | 16,331 | 0 | 0 | ||
Oracle Corp | COM | 68389X105 | 1,909 | 42,789 | SH | SOLE | 42,218 | 571 | 0 | ||
Orbital ATK Inc. | COM | 68557N103 | 665 | 6,781 | SH | SOLE | 6,781 | 0 | 0 | ||
PACCAR INC COMMON STOCK USD1.0 | COM | 693718108 | 554 | 8,238 | SH | SOLE | 8,238 | 0 | 0 | ||
PFIZER INCORPORATED | COM | 717081103 | 647 | 18,901 | SH | SOLE | 18,901 | 0 | 0 | ||
PITNEY BOWES INC | COM | 724479100 | 1,073 | 81,841 | SH | SOLE | 81,509 | 332 | 0 | ||
PNC FINL SERVICES GP INC | COM | 693475105 | 2,550 | 21,210 | SH | SOLE | 20,987 | 223 | 0 | ||
PPL CORPORATION COMMON STOCK U | COM | 69351T106 | 681 | 18,206 | SH | SOLE | 18,094 | 112 | 0 | ||
PRINCIPAL FINANCIAL GROUP COMM | COM | 74251V102 | 511 | 8,098 | SH | SOLE | 8,098 | 0 | 0 | ||
PRUDENTIAL FINANCIAL INC COMMO | COM | 744320102 | 2,267 | 21,255 | SH | SOLE | 21,034 | 221 | 0 | ||
Penske Auto Group | COM | 70959W103 | 411 | 8,785 | SH | SOLE | 8,785 | 0 | 0 | ||
Phillips 66 | COM | 718546104 | 975 | 12,310 | SH | SOLE | 12,129 | 181 | 0 | ||
Pilgrims Pride Corp | COM | 72147K108 | 458 | 20,341 | SH | SOLE | 20,341 | 0 | 0 | ||
Primerica Inc | COM | 74164M108 | 624 | 7,590 | SH | SOLE | 7,590 | 0 | 0 | ||
Prosperity Bancshares Inc. | COM | 743606105 | 475 | 6,815 | SH | SOLE | 6,815 | 0 | 0 | ||
Pulte Homes, Inc | COM | 745867101 | 511 | 21,692 | SH | SOLE | 21,692 | 0 | 0 | ||
QORVO INC. | COM | 74736K101 | 516 | 7,526 | SH | SOLE | 7,526 | 0 | 0 | ||
QUALCOMM INC COMMON STOCK USD. | COM | 747525103 | 950 | 16,562 | SH | SOLE | 16,335 | 227 | 0 | ||
QUANTA SERVICES INC COMMON STO | COM | 74762E102 | 1,349 | 36,339 | SH | SOLE | 35,697 | 642 | 0 | ||
Quest Diagnostics Inc. | COM | 74834L100 | 1,116 | 11,370 | SH | SOLE | 11,169 | 201 | 0 | ||
REYNOLDS AMERICAN INC | COM | 761713106 | 1,224 | 19,425 | SH | SOLE | 19,288 | 137 | 0 | ||
RIO Tinto PLC, Spon ADR | COM | 767204100 | 1,489 | 36,593 | SH | SOLE | 36,263 | 330 | 0 | ||
ROBERT HALF INTL INC COMMON ST | COM | 770323103 | 334 | 6,836 | SH | SOLE | 6,836 | 0 | 0 | ||
RYDER SYSTEM INC | COM | 783549108 | 466 | 6,178 | SH | SOLE | 6,178 | 0 | 0 | ||
Radian Group Inc. | COM | 750236101 | 540 | 30,067 | SH | SOLE | 30,067 | 0 | 0 | ||
Regal Beloit Corp. | COM | 758750103 | 373 | 4,935 | SH | SOLE | 4,935 | 0 | 0 | ||
Regions Financial Corp. New | COM | 7591EP100 | 544 | 37,414 | SH | SOLE | 37,414 | 0 | 0 | ||
Reinsurance Group Of America I | COM | 759351604 | 468 | 3,683 | SH | SOLE | 3,683 | 0 | 0 | ||
Royal Bank of Canada | COM | 780087102 | 1,177 | 16,142 | SH | SOLE | 16,142 | 0 | 0 | ||
Royal Carribean Cruises | COM | V7780T103 | 557 | 5,680 | SH | SOLE | 5,680 | 0 | 0 | ||
SCRIPPS NETWORKS INTER CL A CO | COM | 811065101 | 492 | 6,281 | SH | SOLE | 6,281 | 0 | 0 | ||
SLM CORP COMMON STOCK USD.2 | COM | 78442P106 | 649 | 53,606 | SH | SOLE | 53,606 | 0 | 0 | ||
SOUTHWEST AIRLINES CO COMMON S | COM | 844741108 | 752 | 13,986 | SH | SOLE | 13,986 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HOLD CL A C | COM | 848574109 | 785 | 13,545 | SH | SOLE | 13,545 | 0 | 0 | ||
STAPLES INC | COM | 855030102 | 438 | 49,939 | SH | SOLE | 49,939 | 0 | 0 | ||
SUNTRUST BANKS INC | COM | 867914103 | 2,567 | 46,413 | SH | SOLE | 45,961 | 452 | 0 | ||
Sanmina Corp | COM | 801056102 | 607 | 14,947 | SH | SOLE | 14,947 | 0 | 0 | ||
Selective Ins Group Com | COM | 816300107 | 522 | 11,073 | SH | SOLE | 11,073 | 0 | 0 | ||
Skechers Usa Inc | COM | 830566105 | 547 | 19,943 | SH | SOLE | 19,943 | 0 | 0 | ||
Skywest, Inc. | COM | 830879102 | 466 | 13,617 | SH | SOLE | 13,617 | 0 | 0 | ||
Skyworks Solutions, Inc. | COM | 83088M102 | 2,209 | 22,543 | SH | SOLE | 22,268 | 275 | 0 | ||
Spectra Energy Partners LP | COM | 84756N109 | 378 | 8,647 | SH | SOLE | 8,647 | 0 | 0 | ||
Sprit Airlines Inc | COM | 848577102 | 447 | 8,428 | SH | SOLE | 8,428 | 0 | 0 | ||
Starwood Property Trust Inc | COM | 85571B105 | 285 | 12,603 | SH | SOLE | 12,603 | 0 | 0 | ||
State Street Corp | COM | 857477103 | 220 | 2,766 | SH | SOLE | 2,766 | 0 | 0 | ||
Synchrony Financial | COM | 87165B103 | 705 | 20,562 | SH | SOLE | 20,562 | 0 | 0 | ||
TARGET CORP COMMON STOCK USD.0 | COM | 87612E106 | 456 | 8,271 | SH | SOLE | 8,271 | 0 | 0 | ||
TCF Financial Corp. Com | COM | 872275102 | 492 | 28,887 | SH | SOLE | 28,887 | 0 | 0 | ||
TEGNA INC. | COM | 87901J105 | 501 | 19,540 | SH | SOLE | 19,540 | 0 | 0 | ||
TERADATA CORP DEL COM | COM | 88076W103 | 296 | 9,501 | SH | SOLE | 9,501 | 0 | 0 | ||
TIVO CORP | COM | 88870P106 | 429 | 22,889 | SH | SOLE | 22,889 | 0 | 0 | ||
TRAVELERS COS INC/THE COMMON S | COM | 89417E109 | 670 | 5,562 | SH | SOLE | 5,562 | 0 | 0 | ||
TUTOR PERINI CORP | COM | 901109108 | 259 | 8,150 | SH | SOLE | 8,150 | 0 | 0 | ||
Tenneco Inc. | COM | 880349105 | 483 | 7,735 | SH | SOLE | 7,735 | 0 | 0 | ||
Teva Pharmaceutical Industries | COM | 881624209 | 502 | 15,646 | SH | SOLE | 15,312 | 334 | 0 | ||
Toll Brothers Inc Com | COM | 889478103 | 486 | 13,469 | SH | SOLE | 13,469 | 0 | 0 | ||
Toronto-Dominion Bank | COM | 891160509 | 1,298 | 25,920 | SH | SOLE | 25,920 | 0 | 0 | ||
Total SA ADR | COM | 89151E109 | 1,085 | 21,515 | SH | SOLE | 21,137 | 378 | 0 | ||
Trinseo SA | COM | L9340P101 | 519 | 7,741 | SH | SOLE | 7,741 | 0 | 0 | ||
Twenty-First Century Fox-A | COM | 90130A101 | 718 | 22,160 | SH | SOLE | 22,160 | 0 | 0 | ||
Two Harbors Investment Corp | COM | 90187B101 | 499 | 52,004 | SH | SOLE | 52,004 | 0 | 0 | ||
U S BANCORP DEL NEW | COM | 902973304 | 699 | 13,582 | SH | SOLE | 13,582 | 0 | 0 | ||
UNITED RENTALS INC COM | COM | 911363109 | 577 | 4,613 | SH | SOLE | 4,613 | 0 | 0 | ||
UNUM GROUP COMMON STOCK USD.1 | COM | 91529Y106 | 505 | 10,776 | SH | SOLE | 10,776 | 0 | 0 | ||
USG CORP COM NEW | COM | 903293405 | 468 | 14,709 | SH | SOLE | 14,709 | 0 | 0 | ||
Umpqua Holdings Corp. | COM | 904214103 | 454 | 25,590 | SH | SOLE | 25,590 | 0 | 0 | ||
VALERO ENERGY CORP NEW | COM | 91913Y100 | 1,256 | 18,946 | SH | SOLE | 18,632 | 314 | 0 | ||
VERIFONE HLDGS INC COM | COM | 92342Y109 | 337 | 17,966 | SH | SOLE | 17,966 | 0 | 0 | ||
VERIZON COMMUNICATIONS | COM | 92343V104 | 1,645 | 33,741 | SH | SOLE | 33,415 | 326 | 0 | ||
VOYA FINANCIAL INC | COM | 929089100 | 467 | 12,294 | SH | SOLE | 12,294 | 0 | 0 | ||
Viacom Inc - Class B | COM | 92553P201 | 1,225 | 26,276 | SH | SOLE | 25,994 | 282 | 0 | ||
WADDELL & REED FINL CL A | COM | 930059100 | 267 | 15,720 | SH | SOLE | 15,720 | 0 | 0 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 3,662 | 65,800 | SH | SOLE | 64,980 | 820 | 0 | ||
WESTERN DIGITAL CORP COMMON ST | COM | 958102105 | 2,821 | 34,185 | SH | SOLE | 33,837 | 348 | 0 | ||
WESTERN UN CO | COM | 959802109 | 412 | 20,223 | SH | SOLE | 20,223 | 0 | 0 | ||
WHIRLPOOL CORP COMMON STOCK US | COM | 963320106 | 424 | 2,473 | SH | SOLE | 2,473 | 0 | 0 | ||
Westlake Chemical Corp | COM | 960413102 | 505 | 7,643 | SH | SOLE | 7,643 | 0 | 0 | ||
Williams-Sonoma Inc. | COM | 969904101 | 295 | 5,494 | SH | SOLE | 5,494 | 0 | 0 | ||
Wyndham Worldwide Corp. | COM | 98310W108 | 477 | 5,658 | SH | SOLE | 5,658 | 0 | 0 | ||
XEROX CORP COMMON STOCK USD1.0 | COM | 984121103 | 322 | 43,907 | SH | SOLE | 43,907 | 0 | 0 | ||
Zebra Technologies Cp Cl A | COM | 989207105 | 513 | 5,619 | SH | SOLE | 5,619 | 0 | 0 | ||
DEVON ENERGY CORP NEW | COM | 25179M103 | 5 | 108 | SH | SOLE | 0 | 108 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 6 | 37 | SH | SOLE | 0 | 37 | 0 | ||
HALLIBURTON CO HOLDING CO FRML | COM | 406216101 | 3 | 64 | SH | SOLE | 0 | 64 | 0 | ||
ADIENT PLC SHS ISIN# IE00BD845 | COM | G0084W101 | 42 | 583 | SH | SOLE | 574 | 9 | 0 |