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 |
MACYS INC | COM | 55616P104 | 2 | 150 | SH | Put | SOLE | 150 | 0 | 0 | |
HP INC | COM | 40434L105 | 3 | 200 | SH | Put | SOLE | 200 | 0 | 0 | |
NUCOR CORP | COM | 670346105 | 3 | 150 | SH | Put | SOLE | 150 | 0 | 0 | |
APPLE INC | COM | 037833100 | 3 | 50 | SH | Put | SOLE | 50 | 0 | 0 | |
AMAZON COM INC | COM | 023135106 | 3 | 8 | SH | Put | SOLE | 8 | 0 | 0 | |
AFLAC INC | COM | 001055102 | 713 | 9,183 | SH | SOLE | 9,183 | 0 | 0 | ||
AGNC INVT CORP | COM | 00123Q104 | 1,324 | 62,185 | SH | SOLE | 62,185 | 0 | 0 | ||
AES CORP | COM | 00130H105 | 981 | 88,265 | SH | SOLE | 88,265 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 11,670 | 309,308 | SH | SOLE | 309,308 | 0 | 0 | ||
AVX CORP NEW | COM | 002444107 | 1,375 | 84,165 | SH | SOLE | 84,165 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 10,385 | 143,225 | SH | SOLE | 143,225 | 0 | 0 | ||
ADOBE SYS INC | COM | 00724F101 | 697 | 4,925 | SH | SOLE | 4,925 | 0 | 0 | ||
ADVANCED ENERGY INDS | COM | 007973100 | 927 | 14,327 | SH | SOLE | 14,327 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 911 | 6,003 | SH | SOLE | 6,003 | 0 | 0 | ||
ALASKA AIR GROUP INC | COM | 011659109 | 260 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 983 | 6,980 | SH | SOLE | 6,980 | 0 | 0 | ||
ALIGN TECHNOLOGY INC | COM | 016255101 | 330 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
ALLETE INC | COM NEW | 018522300 | 1,254 | 17,491 | SH | SOLE | 17,491 | 0 | 0 | ||
ALLSTATE CORP | COM | 020002101 | 1,076 | 12,170 | SH | SOLE | 12,170 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 1,263 | 1,359 | SH | SOLE | 1,359 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 13,263 | 178,096 | SH | SOLE | 178,096 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 1,287 | 1,330 | SH | SOLE | 1,330 | 0 | 0 | ||
AMEREN CORP | COM | 023608102 | 1,013 | 18,530 | SH | SOLE | 18,530 | 0 | 0 | ||
AMERICAN ELEC PWR INC | COM | 025537101 | 9,682 | 139,376 | SH | SOLE | 139,376 | 0 | 0 | ||
AMERICAN EXPRESS CO | COM | 025816109 | 927 | 11,004 | SH | SOLE | 11,004 | 0 | 0 | ||
AMERICAN FINL GROUP INC OHIO | COM | 025932104 | 244 | 2,452 | SH | SOLE | 2,452 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 431 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
AMKOR TECHNOLOGY INC | COM | 031652100 | 157 | 16,100 | SH | SOLE | 16,100 | 0 | 0 | ||
ANNALY CAP MGMT INC | COM | 035710409 | 821 | 68,139 | SH | SOLE | 68,139 | 0 | 0 | ||
ANTHEM INC | COM | 036752103 | 1,383 | 7,350 | SH | SOLE | 7,350 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 2,613 | 18,141 | SH | SOLE | 18,141 | 0 | 0 | ||
APPLE HOSPITALITY REIT INC | COM NEW | 03784Y200 | 557 | 29,745 | SH | SOLE | 29,745 | 0 | 0 | ||
APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 893 | 15,121 | SH | SOLE | 15,121 | 0 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 971 | 23,509 | SH | SOLE | 23,509 | 0 | 0 | ||
ARCHER DANIELS MIDLAND CO | COM | 039483102 | 1,646 | 39,788 | SH | SOLE | 39,788 | 0 | 0 | ||
ARROW ELECTRS INC | COM | 042735100 | 306 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
ASPEN TECHNOLOGY INC | COM | 045327103 | 284 | 5,138 | SH | SOLE | 5,138 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 233 | 2,275 | SH | SOLE | 2,275 | 0 | 0 | ||
AVANGRID INC | COM | 05351W103 | 640 | 14,491 | SH | SOLE | 14,491 | 0 | 0 | ||
AVNET INC | COM | 053807103 | 683 | 17,558 | SH | SOLE | 17,558 | 0 | 0 | ||
BB&T CORP | COM | 054937107 | 1,436 | 31,625 | SH | SOLE | 31,625 | 0 | 0 | ||
BANK AMER CORP | COM | 060505104 | 4,038 | 166,459 | SH | SOLE | 166,459 | 0 | 0 | ||
BAXTER INTL INC | COM | 071813109 | 1,398 | 23,094 | SH | SOLE | 23,094 | 0 | 0 | ||
BEMIS INC | COM | 081437105 | 1,565 | 33,848 | SH | SOLE | 33,848 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 440 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
BERRY GLOBAL GROUP INC | COM | 08579W103 | 566 | 9,931 | SH | SOLE | 9,931 | 0 | 0 | ||
BEST BUY INC | COM | 086516101 | 2,960 | 51,627 | SH | SOLE | 51,627 | 0 | 0 | ||
BIG LOTS INC | COM | 089302103 | 299 | 6,200 | SH | SOLE | 6,200 | 0 | 0 | ||
BIO RAD LABS INC | CL A | 090572207 | 277 | 1,226 | SH | SOLE | 1,226 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 616 | 3,116 | SH | SOLE | 3,116 | 0 | 0 | ||
BRISTOL MYERS SQUIBB CO | COM | 110122108 | 1,594 | 28,614 | SH | SOLE | 28,614 | 0 | 0 | ||
BURLINGTON STORES INC | COM | 122017106 | 941 | 10,232 | SH | SOLE | 10,232 | 0 | 0 | ||
CBL & ASSOC PPTYS INC | COM | 124830100 | 459 | 54,441 | SH | SOLE | 54,441 | 0 | 0 | ||
CDW CORP | COM | 12514G108 | 1,020 | 16,319 | SH | SOLE | 16,319 | 0 | 0 | ||
CIGNA CORPORATION | COM | 125509109 | 1,304 | 7,793 | SH | SOLE | 7,793 | 0 | 0 | ||
CNA FINL CORP | COM | 126117100 | 1,096 | 22,492 | SH | SOLE | 22,492 | 0 | 0 | ||
CNO FINL GROUP INC | COM | 12621E103 | 217 | 10,400 | SH | SOLE | 10,400 | 0 | 0 | ||
CVR ENERGY INC | COM | 12662P108 | 728 | 33,434 | SH | SOLE | 33,434 | 0 | 0 | ||
CVS HEALTH CORP | COM | 126650100 | 1,343 | 16,689 | SH | SOLE | 16,689 | 0 | 0 | ||
CA INC | COM | 12673P105 | 2,192 | 63,583 | SH | SOLE | 63,583 | 0 | 0 | ||
CABLE ONE INC | COM | 12685J105 | 1,100 | 1,547 | SH | SOLE | 1,547 | 0 | 0 | ||
CABOT CORP | COM | 127055101 | 1,632 | 30,552 | SH | SOLE | 30,552 | 0 | 0 | ||
CAMDEN PPTY TR | SH BEN INT | 133131102 | 9,946 | 116,310 | SH | SOLE | 116,310 | 0 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 940 | 11,378 | SH | SOLE | 11,378 | 0 | 0 | ||
CARDINAL HEALTH INC | COM | 14149Y108 | 1,046 | 13,424 | SH | SOLE | 13,424 | 0 | 0 | ||
CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 775 | 11,823 | SH | SOLE | 11,823 | 0 | 0 | ||
CELANESE CORP DEL | COM SER A | 150870103 | 256 | 2,694 | SH | SOLE | 2,694 | 0 | 0 | ||
CENTENE CORP DEL | COM | 15135B101 | 304 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 1,663 | 60,748 | SH | SOLE | 60,748 | 0 | 0 | ||
CENTURYLINK INC | COM | 156700106 | 1,110 | 46,462 | SH | SOLE | 46,462 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 888 | 2,635 | SH | SOLE | 2,635 | 0 | 0 | ||
CHENIERE ENERGY INC | COM NEW | 16411R208 | 835 | 17,139 | SH | SOLE | 17,139 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 1,218 | 11,670 | SH | SOLE | 11,670 | 0 | 0 | ||
CHIMERA INVT CORP | COM NEW | 16934Q208 | 1,429 | 76,686 | SH | SOLE | 76,686 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 3,413 | 109,054 | SH | SOLE | 109,054 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 1,726 | 25,807 | SH | SOLE | 25,807 | 0 | 0 | ||
CITIZENS FINL GROUP INC | COM | 174610105 | 936 | 26,228 | SH | SOLE | 26,228 | 0 | 0 | ||
COLGATE PALMOLIVE CO | COM | 194162103 | 445 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
COLONY NORTHSTAR INC | CL A COM | 19625W104 | 149 | 10,600 | SH | SOLE | 10,600 | 0 | 0 | ||
COLUMBIA PPTY TR INC | COM NEW | 198287203 | 840 | 37,542 | SH | SOLE | 37,542 | 0 | 0 | ||
COMMERCIAL METALS CO | COM | 201723103 | 700 | 36,030 | SH | SOLE | 36,030 | 0 | 0 | ||
CONAGRA BRANDS INC | COM | 205887102 | 1,199 | 33,523 | SH | SOLE | 33,523 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 1,778 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
CONSTELLATION BRANDS INC | CL A | 21036P108 | 909 | 4,693 | SH | SOLE | 4,693 | 0 | 0 | ||
COOPER STD HLDGS INC | COM | 21676P103 | 689 | 6,833 | SH | SOLE | 6,833 | 0 | 0 | ||
COPART INC | COM | 217204106 | 1,077 | 33,883 | SH | SOLE | 33,883 | 0 | 0 | ||
CORNING INC | COM | 219350105 | 2,872 | 95,577 | SH | SOLE | 95,577 | 0 | 0 | ||
CORPORATE OFFICE PPTYS TR | SH BEN INT | 22002T108 | 1,214 | 34,670 | SH | SOLE | 34,670 | 0 | 0 | ||
CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 362 | 2,164 | SH | SOLE | 2,164 | 0 | 0 | ||
CRANE CO | COM | 224399105 | 271 | 3,409 | SH | SOLE | 3,409 | 0 | 0 | ||
CUMMINS INC | COM | 231021106 | 1,482 | 9,138 | SH | SOLE | 9,138 | 0 | 0 | ||
DTE ENERGY CO | COM | 233331107 | 923 | 8,722 | SH | SOLE | 8,722 | 0 | 0 | ||
DANAHER CORP DEL | COM | 235851102 | 266 | 3,156 | SH | SOLE | 3,156 | 0 | 0 | ||
DARDEN RESTAURANTS INC | COM | 237194105 | 983 | 10,867 | SH | SOLE | 10,867 | 0 | 0 | ||
DEAN FOODS CO NEW | COM NEW | 242370203 | 653 | 38,387 | SH | SOLE | 38,387 | 0 | 0 | ||
DIAMONDROCK HOSPITALITY CO | COM | 252784301 | 840 | 76,716 | SH | SOLE | 76,716 | 0 | 0 | ||
DISCOVER FINL SVCS | COM | 254709108 | 1,261 | 20,269 | SH | SOLE | 20,269 | 0 | 0 | ||
DOMINION ENERGY INC | COM | 25746U109 | 421 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
DOMINOS PIZZA INC | COM | 25754A201 | 1,150 | 5,437 | SH | SOLE | 5,437 | 0 | 0 | ||
DOMTAR CORP | COM NEW | 257559203 | 1,418 | 36,897 | SH | SOLE | 36,897 | 0 | 0 | ||
DOW CHEM CO | COM | 260543103 | 2,786 | 44,172 | SH | SOLE | 44,172 | 0 | 0 | ||
DUKE REALTY CORP | COM NEW | 264411505 | 232 | 8,293 | SH | SOLE | 8,293 | 0 | 0 | ||
DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 9,349 | 111,842 | SH | SOLE | 111,842 | 0 | 0 | ||
EPR PPTYS | COM SH BEN INT | 26884U109 | 1,434 | 19,954 | SH | SOLE | 19,954 | 0 | 0 | ||
EDISON INTL | COM | 281020107 | 231 | 2,948 | SH | SOLE | 2,948 | 0 | 0 | ||
EMERSON ELEC CO | COM | 291011104 | 1,881 | 31,555 | SH | SOLE | 31,555 | 0 | 0 | ||
EMPIRE ST RLTY TR INC | CL A | 292104106 | 998 | 48,041 | SH | SOLE | 48,041 | 0 | 0 | ||
EQUITY RESIDENTIAL | SH BEN INT | 29476L107 | 329 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
EXELON CORP | COM | 30161N101 | 213 | 5,895 | SH | SOLE | 5,895 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 2,786 | 34,510 | SH | SOLE | 34,510 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 850 | 5,628 | SH | SOLE | 5,628 | 0 | 0 | ||
FEDEX CORP | COM | 31428X106 | 283 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
FIFTH THIRD BANCORP | COM | 316773100 | 1,750 | 67,407 | SH | SOLE | 67,407 | 0 | 0 | ||
FLOWERS FOODS INC | COM | 343498101 | 215 | 12,400 | SH | SOLE | 12,400 | 0 | 0 | ||
FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 11,698 | 1,045,401 | SH | SOLE | 1,045,401 | 0 | 0 | ||
FRANKLIN STREET PPTYS CORP | COM | 35471R106 | 365 | 32,965 | SH | SOLE | 32,965 | 0 | 0 | ||
GATX CORP | COM | 361448103 | 927 | 14,422 | SH | SOLE | 14,422 | 0 | 0 | ||
GAMING & LEISURE PPTYS INC | COM | 36467J108 | 721 | 19,128 | SH | SOLE | 19,128 | 0 | 0 | ||
GAP INC DEL | COM | 364760108 | 1,914 | 87,048 | SH | SOLE | 87,048 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COM | 369550108 | 265 | 1,340 | SH | SOLE | 1,340 | 0 | 0 | ||
GENERAL MLS INC | COM | 370334104 | 1,460 | 26,356 | SH | SOLE | 26,356 | 0 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 11,296 | 323,377 | SH | SOLE | 323,377 | 0 | 0 | ||
GENTEX CORP | COM | 371901109 | 220 | 11,577 | SH | SOLE | 11,577 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 1,324 | 5,966 | SH | SOLE | 5,966 | 0 | 0 | ||
GOODYEAR TIRE & RUBR CO | COM | 382550101 | 785 | 22,460 | SH | SOLE | 22,460 | 0 | 0 | ||
GRAINGER W W INC | COM | 384802104 | 331 | 1,836 | SH | SOLE | 1,836 | 0 | 0 | ||
GREAT PLAINS ENERGY INC | COM | 391164100 | 827 | 28,260 | SH | SOLE | 28,260 | 0 | 0 | ||
HRG GROUP INC | COM | 40434J100 | 655 | 36,968 | SH | SOLE | 36,968 | 0 | 0 | ||
HP INC | COM | 40434L105 | 2,652 | 151,719 | SH | SOLE | 151,719 | 0 | 0 | ||
HANCOCK HLDG CO | COM | 410120109 | 820 | 16,725 | SH | SOLE | 16,725 | 0 | 0 | ||
HANOVER INS GROUP INC | COM | 410867105 | 615 | 6,937 | SH | SOLE | 6,937 | 0 | 0 | ||
HARRIS CORP DEL | COM | 413875105 | 456 | 4,177 | SH | SOLE | 4,177 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 609 | 11,593 | SH | SOLE | 11,593 | 0 | 0 | ||
HAWAIIAN ELEC INDUSTRIES | COM | 419870100 | 621 | 19,183 | SH | SOLE | 19,183 | 0 | 0 | ||
HAWAIIAN HOLDINGS INC | COM | 419879101 | 814 | 17,332 | SH | SOLE | 17,332 | 0 | 0 | ||
HEALTHSOUTH CORP | COM NEW | 421924309 | 506 | 10,455 | SH | SOLE | 10,455 | 0 | 0 | ||
HERSHEY CO | COM | 427866108 | 376 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 325 | 19,600 | SH | SOLE | 19,600 | 0 | 0 | ||
HOSPITALITY PPTYS TR | COM SH BEN INT | 44106M102 | 1,293 | 44,352 | SH | SOLE | 44,352 | 0 | 0 | ||
HOST HOTELS & RESORTS INC | COM | 44107P104 | 206 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 1,057 | 78,173 | SH | SOLE | 78,173 | 0 | 0 | ||
HUNTINGTON INGALLS INDS INC | COM | 446413106 | 969 | 5,203 | SH | SOLE | 5,203 | 0 | 0 | ||
HUNTSMAN CORP | COM | 447011107 | 702 | 27,157 | SH | SOLE | 27,157 | 0 | 0 | ||
IDEXX LABS INC | COM | 45168D104 | 1,009 | 6,248 | SH | SOLE | 6,248 | 0 | 0 | ||
ILLINOIS TOOL WKS INC | COM | 452308109 | 1,104 | 7,704 | SH | SOLE | 7,704 | 0 | 0 | ||
INGEVITY CORP | COM | 45688C107 | 234 | 4,078 | SH | SOLE | 4,078 | 0 | 0 | ||
INGREDION INC | COM | 457187102 | 285 | 2,390 | SH | SOLE | 2,390 | 0 | 0 | ||
INTEGRA LIFESCIENCES HLDGS C | COM NEW | 457985208 | 843 | 15,472 | SH | SOLE | 15,472 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 896 | 26,552 | SH | SOLE | 26,552 | 0 | 0 | ||
INTERDIGITAL INC | COM | 45867G101 | 961 | 12,435 | SH | SOLE | 12,435 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 1,390 | 9,035 | SH | SOLE | 9,035 | 0 | 0 | ||
INTL PAPER CO | COM | 460146103 | 2,201 | 38,875 | SH | SOLE | 38,875 | 0 | 0 | ||
INTUITIVE SURGICAL INC | COM NEW | 46120E602 | 884 | 945 | SH | SOLE | 945 | 0 | 0 | ||
ITRON INC | COM | 465741106 | 1,056 | 15,584 | SH | SOLE | 15,584 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 3,623 | 39,635 | SH | SOLE | 39,635 | 0 | 0 | ||
JABIL INC | COM | 466313103 | 289 | 9,900 | SH | SOLE | 9,900 | 0 | 0 | ||
JD COM INC | SPON ADR CL A | 47215P106 | 825 | 21,027 | SH | SOLE | 21,027 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | COM | 477143101 | 283 | 12,398 | SH | SOLE | 12,398 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 4,440 | 33,566 | SH | SOLE | 33,566 | 0 | 0 | ||
KLA-TENCOR CORP | COM | 482480100 | 1,873 | 20,467 | SH | SOLE | 20,467 | 0 | 0 | ||
KEYCORP NEW | COM | 493267108 | 1,230 | 65,640 | SH | SOLE | 65,640 | 0 | 0 | ||
KIMBERLY CLARK CORP | COM | 494368103 | 1,850 | 14,329 | SH | SOLE | 14,329 | 0 | 0 | ||
KITE RLTY GROUP TR | COM NEW | 49803T300 | 496 | 26,221 | SH | SOLE | 26,221 | 0 | 0 | ||
KOHLS CORP | COM | 500255104 | 577 | 14,926 | SH | SOLE | 14,926 | 0 | 0 | ||
L BRANDS INC | COM | 501797104 | 1,082 | 20,087 | SH | SOLE | 20,087 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 454 | 3,211 | SH | SOLE | 3,211 | 0 | 0 | ||
LAMAR ADVERTISING CO NEW | CL A | 512816109 | 1,077 | 14,642 | SH | SOLE | 14,642 | 0 | 0 | ||
LAS VEGAS SANDS CORP | COM | 517834107 | 10,695 | 167,400 | SH | SOLE | 167,400 | 0 | 0 | ||
LASALLE HOTEL PPTYS | COM SH BEN INT | 517942108 | 1,598 | 53,636 | SH | SOLE | 53,636 | 0 | 0 | ||
LEAR CORP | COM NEW | 521865204 | 313 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
LEVEL 3 COMMUNICATIONS INC | COM NEW | 52729N308 | 291 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
LEXINGTON REALTY TRUST | COM | 529043101 | 438 | 44,232 | SH | SOLE | 44,232 | 0 | 0 | ||
LIBERTY PPTY TR | SH BEN INT | 531172104 | 9,536 | 234,244 | SH | SOLE | 234,244 | 0 | 0 | ||
LIBERTY MEDIA CORP DELAWARE | COM C SIRIUSXM | 531229607 | 225 | 5,390 | SH | SOLE | 5,390 | 0 | 0 | ||
LIFEPOINT HEALTH INC | COM | 53219L109 | 912 | 13,576 | SH | SOLE | 13,576 | 0 | 0 | ||
LINCOLN NATL CORP IND | COM | 534187109 | 620 | 9,167 | SH | SOLE | 9,167 | 0 | 0 | ||
LOUISIANA PAC CORP | COM | 546347105 | 939 | 38,938 | SH | SOLE | 38,938 | 0 | 0 | ||
M & T BK CORP | COM | 55261F104 | 335 | 2,071 | SH | SOLE | 2,071 | 0 | 0 | ||
MDU RES GROUP INC | COM | 552690109 | 976 | 37,250 | SH | SOLE | 37,250 | 0 | 0 | ||
MFA FINL INC | COM | 55272X102 | 675 | 80,483 | SH | SOLE | 80,483 | 0 | 0 | ||
MACYS INC | COM | 55616P104 | 12,794 | 550,502 | SH | SOLE | 550,502 | 0 | 0 | ||
MANPOWERGROUP INC | COM | 56418H100 | 1,199 | 10,736 | SH | SOLE | 10,736 | 0 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 3,542 | 67,693 | SH | SOLE | 67,693 | 0 | 0 | ||
MASIMO CORP | COM | 574795100 | 863 | 9,470 | SH | SOLE | 9,470 | 0 | 0 | ||
MASTERCARD INCORPORATED | CL A | 57636Q104 | 869 | 7,153 | SH | SOLE | 7,153 | 0 | 0 | ||
MAXIM INTEGRATED PRODS INC | COM | 57772K101 | 351 | 7,828 | SH | SOLE | 7,828 | 0 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 2,250 | 14,692 | SH | SOLE | 14,692 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 3,881 | 60,559 | SH | SOLE | 60,559 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 681 | 12,400 | SH | SOLE | 12,400 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 1,114 | 16,161 | SH | SOLE | 16,161 | 0 | 0 | ||
MID AMER APT CMNTYS INC | COM | 59522J103 | 9,968 | 94,587 | SH | SOLE | 94,587 | 0 | 0 | ||
MOHAWK INDS INC | COM | 608190104 | 880 | 3,642 | SH | SOLE | 3,642 | 0 | 0 | ||
MONSANTO CO NEW | COM | 61166W101 | 1,286 | 10,862 | SH | SOLE | 10,862 | 0 | 0 | ||
MORGAN STANLEY | COM NEW | 617446448 | 1,350 | 30,304 | SH | SOLE | 30,304 | 0 | 0 | ||
NETAPP INC | COM | 64110D104 | 692 | 17,290 | SH | SOLE | 17,290 | 0 | 0 | ||
NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 460 | 29,594 | SH | SOLE | 29,594 | 0 | 0 | ||
NEW YORK CMNTY BANCORP INC | COM | 649445103 | 1,844 | 140,434 | SH | SOLE | 140,434 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 308 | 1,200 | SH | SOLE | 1,200 | 0 | 0 | ||
NU SKIN ENTERPRISES INC | CL A | 67018T105 | 1,559 | 24,812 | SH | SOLE | 24,812 | 0 | 0 | ||
NUCOR CORP | COM | 670346105 | 2,805 | 48,475 | SH | SOLE | 48,475 | 0 | 0 | ||
O REILLY AUTOMOTIVE INC NEW | COM | 67103H107 | 717 | 3,279 | SH | SOLE | 3,279 | 0 | 0 | ||
OFFICE DEPOT INC | COM | 676220106 | 153 | 27,200 | SH | SOLE | 27,200 | 0 | 0 | ||
OLD REP INTL CORP | COM | 680223104 | 1,459 | 74,713 | SH | SOLE | 74,713 | 0 | 0 | ||
ONEOK INC NEW | COM | 682680103 | 2,221 | 42,577 | SH | SOLE | 42,577 | 0 | 0 | ||
OUTFRONT MEDIA INC | COM | 69007J106 | 1,001 | 43,315 | SH | SOLE | 43,315 | 0 | 0 | ||
OWENS & MINOR INC NEW | COM | 690732102 | 1,150 | 35,719 | SH | SOLE | 35,719 | 0 | 0 | ||
OWENS CORNING NEW | COM | 690742101 | 1,504 | 22,473 | SH | SOLE | 22,473 | 0 | 0 | ||
PBF ENERGY INC | CL A | 69318G106 | 739 | 33,213 | SH | SOLE | 33,213 | 0 | 0 | ||
PNC FINL SVCS GROUP INC | COM | 693475105 | 2,342 | 18,752 | SH | SOLE | 18,752 | 0 | 0 | ||
PPL CORP | COM | 69351T106 | 9,482 | 245,277 | SH | SOLE | 245,277 | 0 | 0 | ||
PS BUSINESS PKS INC CALIF | COM | 69360J107 | 1,128 | 8,524 | SH | SOLE | 8,524 | 0 | 0 | ||
PACCAR INC | COM | 693718108 | 429 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
PACKAGING CORP AMER | COM | 695156109 | 971 | 8,714 | SH | SOLE | 8,714 | 0 | 0 | ||
PAYCHEX INC | COM | 704326107 | 407 | 7,156 | SH | SOLE | 7,156 | 0 | 0 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 311 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
PEOPLES UNITED FINANCIAL INC | COM | 712704105 | 1,855 | 105,060 | SH | SOLE | 105,060 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 421 | 3,642 | SH | SOLE | 3,642 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 12,964 | 385,937 | SH | SOLE | 385,937 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 12,215 | 103,998 | SH | SOLE | 103,998 | 0 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 2,018 | 24,405 | SH | SOLE | 24,405 | 0 | 0 | ||
PIEDMONT OFFICE REALTY TR IN | COM CL A | 720190206 | 963 | 45,695 | SH | SOLE | 45,695 | 0 | 0 | ||
PINNACLE FOODS INC DEL | COM | 72348P104 | 964 | 16,231 | SH | SOLE | 16,231 | 0 | 0 | ||
PITNEY BOWES INC | COM | 724479100 | 8,777 | 581,284 | SH | SOLE | 581,284 | 0 | 0 | ||
POOL CORPORATION | COM | 73278L105 | 1,052 | 8,949 | SH | SOLE | 8,949 | 0 | 0 | ||
PRICELINE GRP INC | COM NEW | 741503403 | 874 | 467 | SH | SOLE | 467 | 0 | 0 | ||
PRINCIPAL FINL GROUP INC | COM | 74251V102 | 611 | 9,530 | SH | SOLE | 9,530 | 0 | 0 | ||
PROLOGIS INC | COM | 74340W103 | 243 | 4,137 | SH | SOLE | 4,137 | 0 | 0 | ||
PRUDENTIAL FINL INC | COM | 744320102 | 1,678 | 15,521 | SH | SOLE | 15,521 | 0 | 0 | ||
PULTE GROUP INC | COM | 745867101 | 368 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 701 | 12,702 | SH | SOLE | 12,702 | 0 | 0 | ||
QUEST DIAGNOSTICS INC | COM | 74834L100 | 1,539 | 13,845 | SH | SOLE | 13,845 | 0 | 0 | ||
RLJ LODGING TR | COM | 74965L101 | 977 | 49,165 | SH | SOLE | 49,165 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 1,063 | 6,583 | SH | SOLE | 6,583 | 0 | 0 | ||
REGAL ENTMT GROUP | CL A | 758766109 | 330 | 16,126 | SH | SOLE | 16,126 | 0 | 0 | ||
REGIONS FINL CORP NEW | COM | 7591EP100 | 2,776 | 189,626 | SH | SOLE | 189,626 | 0 | 0 | ||
REINSURANCE GROUP AMER INC | COM NEW | 759351604 | 1,165 | 9,071 | SH | SOLE | 9,071 | 0 | 0 | ||
RELIANCE STEEL & ALUMINUM CO | COM | 759509102 | 975 | 13,389 | SH | SOLE | 13,389 | 0 | 0 | ||
REPUBLIC SVCS INC | COM | 760759100 | 1,065 | 16,713 | SH | SOLE | 16,713 | 0 | 0 | ||
REYNOLDS AMERICAN INC | COM | 761713106 | 9,268 | 142,491 | SH | SOLE | 142,491 | 0 | 0 | ||
RYDER SYS INC | COM | 783549108 | 606 | 8,419 | SH | SOLE | 8,419 | 0 | 0 | ||
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 613 | 5,195 | SH | SOLE | 5,195 | 0 | 0 | ||
SABRA HEALTH CARE REIT INC | COM | 78573L106 | 492 | 20,400 | SH | SOLE | 20,400 | 0 | 0 | ||
SANDERSON FARMS INC | COM | 800013104 | 1,799 | 15,559 | SH | SOLE | 15,559 | 0 | 0 | ||
SANMINA CORPORATION | COM | 801056102 | 1,323 | 34,731 | SH | SOLE | 34,731 | 0 | 0 | ||
SCANA CORP NEW | COM | 80589M102 | 1,491 | 22,251 | SH | SOLE | 22,251 | 0 | 0 | ||
SCIENCE APPLICATNS INTL CP N | COM | 808625107 | 780 | 11,242 | SH | SOLE | 11,242 | 0 | 0 | ||
SELECT INCOME REIT | COM SH BEN INT | 81618T100 | 750 | 31,201 | SH | SOLE | 31,201 | 0 | 0 | ||
SENIOR HSG PPTYS TR | SH BEN INT | 81721M109 | 2,014 | 98,538 | SH | SOLE | 98,538 | 0 | 0 | ||
SHIRE PLC | SPONSORED ADR | 82481R106 | 761 | 4,606 | SH | SOLE | 4,606 | 0 | 0 | ||
SONOCO PRODS CO | COM | 835495102 | 1,499 | 29,148 | SH | SOLE | 29,148 | 0 | 0 | ||
SOUTHERN CO | COM | 842587107 | 1,495 | 31,226 | SH | SOLE | 31,226 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 848574109 | 1,005 | 17,340 | SH | SOLE | 17,340 | 0 | 0 | ||
SPIRIT RLTY CAP INC NEW | COM | 84860W102 | 1,153 | 155,554 | SH | SOLE | 155,554 | 0 | 0 | ||
STARWOOD PPTY TR INC | COM | 85571B105 | 512 | 22,850 | SH | SOLE | 22,850 | 0 | 0 | ||
STATE STR CORP | COM | 857477103 | 930 | 10,369 | SH | SOLE | 10,369 | 0 | 0 | ||
STEEL DYNAMICS INC | COM | 858119100 | 2,319 | 64,752 | SH | SOLE | 64,752 | 0 | 0 | ||
SUNSTONE HOTEL INVS INC NEW | COM | 867892101 | 211 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
SUNTRUST BKS INC | COM | 867914103 | 943 | 16,621 | SH | SOLE | 16,621 | 0 | 0 | ||
SYNOPSYS INC | COM | 871607107 | 944 | 12,941 | SH | SOLE | 12,941 | 0 | 0 | ||
SYSCO CORP | COM | 871829107 | 993 | 19,726 | SH | SOLE | 19,726 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 1,174 | 15,994 | SH | SOLE | 15,994 | 0 | 0 | ||
TARGET CORP | COM | 87612E106 | 1,598 | 30,569 | SH | SOLE | 30,569 | 0 | 0 | ||
TARGA RES CORP | COM | 87612G101 | 997 | 22,060 | SH | SOLE | 22,060 | 0 | 0 | ||
TAYLOR MORRISON HOME CORP | CL A | 87724P106 | 697 | 29,016 | SH | SOLE | 29,016 | 0 | 0 | ||
TECH DATA CORP | COM | 878237106 | 678 | 6,714 | SH | SOLE | 6,714 | 0 | 0 | ||
TESORO CORP | COM | 881609101 | 1,351 | 14,430 | SH | SOLE | 14,430 | 0 | 0 | ||
TEVA PHARMACEUTICAL INDS LTD | SPONSORED ADR | 881624209 | 631 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 1,328 | 17,256 | SH | SOLE | 17,256 | 0 | 0 | ||
THOR INDS INC | COM | 885160101 | 894 | 8,552 | SH | SOLE | 8,552 | 0 | 0 | ||
TIME WARNER INC | COM NEW | 887317303 | 992 | 9,875 | SH | SOLE | 9,875 | 0 | 0 | ||
TORO CO | COM | 891092108 | 292 | 4,221 | SH | SOLE | 4,221 | 0 | 0 | ||
TRAVELERS COMPANIES INC | COM | 89417E109 | 1,244 | 9,834 | SH | SOLE | 9,834 | 0 | 0 | ||
TRUSTMARK CORP | COM | 898402102 | 602 | 18,715 | SH | SOLE | 18,715 | 0 | 0 | ||
TUPPERWARE BRANDS CORP | COM | 899896104 | 1,408 | 20,055 | SH | SOLE | 20,055 | 0 | 0 | ||
TWENTY FIRST CENTY FOX INC | CL B | 90130A200 | 326 | 11,691 | SH | SOLE | 11,691 | 0 | 0 | ||
UGI CORP NEW | COM | 902681105 | 693 | 14,313 | SH | SOLE | 14,313 | 0 | 0 | ||
US BANCORP DEL | COM NEW | 902973304 | 925 | 17,817 | SH | SOLE | 17,817 | 0 | 0 | ||
U S G CORP | COM NEW | 903293405 | 816 | 28,104 | SH | SOLE | 28,104 | 0 | 0 | ||
UMPQUA HLDGS CORP | COM | 904214103 | 1,871 | 101,885 | SH | SOLE | 101,885 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 316 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
UNITED CONTL HLDGS INC | COM | 910047109 | 271 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
UNITED NAT FOODS INC | COM | 911163103 | 856 | 23,323 | SH | SOLE | 23,323 | 0 | 0 | ||
UNITED PARCEL SERVICE INC | CL B | 911312106 | 1,727 | 15,618 | SH | SOLE | 15,618 | 0 | 0 | ||
US FOODS HLDG CORP | COM | 912008109 | 230 | 8,436 | SH | SOLE | 8,436 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP | COM | 913017109 | 234 | 1,913 | SH | SOLE | 1,913 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 1,575 | 8,496 | SH | SOLE | 8,496 | 0 | 0 | ||
UNIVERSAL HLTH SVCS INC | CL B | 913903100 | 855 | 7,007 | SH | SOLE | 7,007 | 0 | 0 | ||
UNUM GROUP | COM | 91529Y106 | 1,313 | 28,148 | SH | SOLE | 28,148 | 0 | 0 | ||
VAIL RESORTS INC | COM | 91879Q109 | 1,198 | 5,905 | SH | SOLE | 5,905 | 0 | 0 | ||
VALERO ENERGY CORP NEW | COM | 91913Y100 | 3,274 | 48,527 | SH | SOLE | 48,527 | 0 | 0 | ||
VALLEY NATL BANCORP | COM | 919794107 | 441 | 37,368 | SH | SOLE | 37,368 | 0 | 0 | ||
VECTREN CORP | COM | 92240G101 | 228 | 3,903 | SH | SOLE | 3,903 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 10,094 | 226,029 | SH | SOLE | 226,029 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 851 | 9,071 | SH | SOLE | 9,071 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 423 | 25,463 | SH | SOLE | 25,463 | 0 | 0 | ||
VMWARE INC | CL A COM | 928563402 | 1,000 | 11,433 | SH | SOLE | 11,433 | 0 | 0 | ||
WAL-MART STORES INC | COM | 931142103 | 1,862 | 24,597 | SH | SOLE | 24,597 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 857 | 10,943 | SH | SOLE | 10,943 | 0 | 0 | ||
WASHINGTON FED INC | COM | 938824109 | 755 | 22,756 | SH | SOLE | 22,756 | 0 | 0 | ||
WASHINGTON PRIME GROUP NEW | COM | 93964W108 | 483 | 57,669 | SH | SOLE | 57,669 | 0 | 0 | ||
WASTE MGMT INC DEL | COM | 94106L109 | 982 | 13,384 | SH | SOLE | 13,384 | 0 | 0 | ||
WATSCO INC | COM | 942622200 | 391 | 2,533 | SH | SOLE | 2,533 | 0 | 0 | ||
WELLCARE HEALTH PLANS INC | COM | 94946T106 | 2,289 | 12,749 | SH | SOLE | 12,749 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 754 | 13,609 | SH | SOLE | 13,609 | 0 | 0 | ||
WEST CORP | COM | 952355204 | 451 | 19,331 | SH | SOLE | 19,331 | 0 | 0 | ||
WEST PHARMACEUTICAL SVSC INC | COM | 955306105 | 606 | 6,414 | SH | SOLE | 6,414 | 0 | 0 | ||
WESTERN UN CO | COM | 959802109 | 1,781 | 93,509 | SH | SOLE | 93,509 | 0 | 0 | ||
WESTROCK CO | COM | 96145D105 | 470 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
WILLIAMS COS INC DEL | COM | 969457100 | 1,021 | 33,711 | SH | SOLE | 33,711 | 0 | 0 | ||
WORTHINGTON INDS INC | COM | 981811102 | 251 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
XEROX CORP | COM NEW | 984121608 | 1,914 | 66,615 | SH | SOLE | 66,615 | 0 | 0 | ||
ZIONS BANCORPORATION | COM | 989701107 | 947 | 21,577 | SH | SOLE | 21,577 | 0 | 0 | ||
ALLERGAN PLC | SHS | G0177J108 | 664 | 2,733 | SH | SOLE | 2,733 | 0 | 0 | ||
ASPEN INSURANCE HOLDINGS LTD | SHS | G05384105 | 676 | 13,564 | SH | SOLE | 13,564 | 0 | 0 | ||
AXIS CAPITAL HOLDINGS LTD | SHS | G0692U109 | 240 | 3,705 | SH | SOLE | 3,705 | 0 | 0 | ||
BUNGE LIMITED | COM | G16962105 | 2,380 | 31,900 | SH | SOLE | 31,900 | 0 | 0 | ||
EATON CORP PLC | SHS | G29183103 | 11,358 | 145,932 | SH | SOLE | 145,932 | 0 | 0 | ||
ENSCO PLC | SHS CLASS A | G3157S106 | 683 | 132,413 | SH | SOLE | 132,413 | 0 | 0 | ||
ESSENT GROUP LTD | COM | G3198U102 | 979 | 26,365 | SH | SOLE | 26,365 | 0 | 0 | ||
EVEREST RE GROUP LTD | COM | G3223R108 | 2,764 | 10,857 | SH | SOLE | 10,857 | 0 | 0 | ||
FRESH DEL MONTE PRODUCE INC | ORD | G36738105 | 2,187 | 42,951 | SH | SOLE | 42,951 | 0 | 0 | ||
LIBERTY GLOBAL PLC | SHS CL C | G5480U120 | 899 | 28,827 | SH | SOLE | 28,827 | 0 | 0 | ||
NIELSEN HLDGS PLC | SHS EUR | G6518L108 | 1,379 | 35,669 | SH | SOLE | 35,669 | 0 | 0 | ||
RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 982 | 7,059 | SH | SOLE | 7,059 | 0 | 0 | ||
ROWAN COMPANIES PLC | SHS CL A | G7665A101 | 679 | 66,351 | SH | SOLE | 66,351 | 0 | 0 | ||
VALIDUS HOLDINGS LTD | COM SHS | G9319H102 | 1,002 | 19,287 | SH | SOLE | 19,287 | 0 | 0 | ||
GARMIN LTD | SHS | H2906T109 | 2,736 | 53,619 | SH | SOLE | 53,619 | 0 | 0 | ||
TRINSEO S A | SHS | L9340P101 | 1,355 | 19,721 | SH | SOLE | 19,721 | 0 | 0 | ||
LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 10,877 | 128,888 | SH | SOLE | 128,888 | 0 | 0 | ||
COPA HOLDINGS SA | CL A | P31076105 | 2,093 | 17,889 | SH | SOLE | 17,889 | 0 | 0 |