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 |
|
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 |
AARONS INC | COM PAR $0.50 | 002535300 | 659 | 18,500 | SH | OTR | 1 | 18,500 | 0 | 0 | |
AETNA INC NEW | COM | 00817Y108 | 1,808 | 22,300 | SH | OTR | 1 | 22,300 | 0 | 0 | |
AGCO CORP | COM | 001084102 | 703 | 12,500 | SH | OTR | 1 | 12,500 | 0 | 0 | |
AGL RES INC | COM | 001204106 | 693 | 12,590 | SH | OTR | 1 | 12,590 | 0 | 0 | |
ALBEMARLE CORP | COM | 012653101 | 694 | 9,700 | SH | OTR | 1 | 9,700 | 0 | 0 | |
ALLSTATE CORP | COM | 020002101 | 1,456 | 24,800 | SH | OTR | 1 | 24,800 | 0 | 0 | |
ALTRIA GROUP INC | COM | 02209S103 | 1,246 | 29,700 | SH | OTR | 1 | 29,700 | 0 | 0 | |
AMDOCS LTD | SHS | G02602103 | 505 | 10,900 | SH | OTR | 1 | 10,900 | 0 | 0 | |
AMERICAN ELEC PWR INC | COM | 025537101 | 697 | 12,500 | SH | OTR | 1 | 12,500 | 0 | 0 | |
AMERICAN FINL GROUP INC OHIO | COM | 025932104 | 685 | 11,500 | SH | OTR | 1 | 11,500 | 0 | 0 | |
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 409 | 7,490 | SH | OTR | 1 | 7,490 | 0 | 0 | |
ANIXTER INTL INC | COM | 035290105 | 700 | 7,000 | SH | OTR | 1 | 7,000 | 0 | 0 | |
APACHE CORP | COM | 037411105 | 372 | 3,700 | SH | OTR | 1 | 3,700 | 0 | 0 | |
APPLE INC | COM | 037833100 | 410 | 4,410 | SH | OTR | 1 | 4,410 | 0 | 0 | |
APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 710 | 14,000 | SH | OTR | 1 | 14,000 | 0 | 0 | |
ARCHER DANIELS MIDLAND CO | COM | 039483102 | 1,464 | 33,180 | SH | OTR | 1 | 33,180 | 0 | 0 | |
ARRIS GROUP INC NEW | COM | 04270V106 | 514 | 15,800 | SH | OTR | 1 | 15,800 | 0 | 0 | |
ARROW ELECTRS INC | COM | 042735100 | 1,812 | 30,000 | SH | OTR | 1 | 30,000 | 0 | 0 | |
ASHLAND INC NEW | COM | 044209104 | 1,816 | 16,700 | SH | OTR | 1 | 16,700 | 0 | 0 | |
ASPEN INSURANCE HOLDINGS LTD | SHS | G05384105 | 1,446 | 31,830 | SH | OTR | 1 | 31,830 | 0 | 0 | |
ASSURANT INC | COM | 04621X108 | 1,409 | 21,490 | SH | OTR | 1 | 21,490 | 0 | 0 | |
AT&T INC | COM | 00206R102 | 1,789 | 50,580 | SH | OTR | 1 | 50,580 | 0 | 0 | |
ATWOOD OCEANICS INC | COM | 050095108 | 698 | 13,300 | SH | OTR | 1 | 13,300 | 0 | 0 | |
AVISTA CORP | COM | 05379B107 | 707 | 21,100 | SH | OTR | 1 | 21,100 | 0 | 0 | |
AVNET INC | COM | 053807103 | 700 | 15,800 | SH | OTR | 1 | 15,800 | 0 | 0 | |
AVON PRODS INC | COM | 054303102 | 1,533 | 104,900 | SH | OTR | 1 | 104,900 | 0 | 0 | |
AXIALL CORP | COM | 05463D100 | 1,796 | 38,000 | SH | OTR | 1 | 38,000 | 0 | 0 | |
AXIS CAPITAL HOLDINGS LTD | SHS | G0692U109 | 669 | 15,100 | SH | OTR | 1 | 15,100 | 0 | 0 | |
BAIDU INC | SPON ADR REP A | 056752108 | 448 | 2,400 | SH | OTR | 1 | 2,400 | 0 | 0 | |
BAKER HUGHES INC | COM | 057224107 | 707 | 9,500 | SH | OTR | 1 | 9,500 | 0 | 0 | |
BALL CORP | COM | 058498106 | 715 | 11,400 | SH | OTR | 1 | 11,400 | 0 | 0 | |
BARD C R INC | COM | 067383109 | 515 | 3,600 | SH | OTR | 1 | 3,600 | 0 | 0 | |
BED BATH & BEYOND INC | COM | 075896100 | 1,480 | 25,800 | SH | OTR | 1 | 25,800 | 0 | 0 | |
BEMIS INC | COM | 081437105 | 683 | 16,800 | SH | OTR | 1 | 16,800 | 0 | 0 | |
BERKLEY W R CORP | COM | 084423102 | 695 | 15,000 | SH | OTR | 1 | 15,000 | 0 | 0 | |
BIOMED REALTY TRUST INC | COM | 09063H107 | 685 | 31,400 | SH | OTR | 1 | 31,400 | 0 | 0 | |
BOEING CO | COM | 097023105 | 331 | 2,600 | SH | OTR | 1 | 2,600 | 0 | 0 | |
BRANDYWINE RLTY TR | SH BEN INT NEW | 105368203 | 705 | 45,200 | SH | OTR | 1 | 45,200 | 0 | 0 | |
BUNGE LIMITED | COM | G16962105 | 688 | 9,100 | SH | OTR | 1 | 9,100 | 0 | 0 | |
CABOT CORP | COM | 127055101 | 1,479 | 25,500 | SH | OTR | 1 | 25,500 | 0 | 0 | |
CAPITAL ONE FINL CORP | COM | 14040H105 | 430 | 5,200 | SH | OTR | 1 | 5,200 | 0 | 0 | |
CARDINAL HEALTH INC | COM | 14149Y108 | 949 | 13,840 | SH | OTR | 1 | 13,840 | 0 | 0 | |
CASEYS GEN STORES INC | COM | 147528103 | 344 | 4,900 | SH | OTR | 1 | 4,900 | 0 | 0 | |
CATAMARAN CORP | COM | 148887102 | 340 | 7,700 | SH | OTR | 1 | 7,700 | 0 | 0 | |
CATERPILLAR INC DEL | COM | 149123101 | 1,804 | 16,600 | SH | OTR | 1 | 16,600 | 0 | 0 | |
CBL & ASSOC PPTYS INC | COM | 124830100 | 701 | 36,900 | SH | OTR | 1 | 36,900 | 0 | 0 | |
CELANESE CORP DEL | COM SER A | 150870103 | 347 | 5,400 | SH | OTR | 1 | 5,400 | 0 | 0 | |
CENTENE CORP DEL | COM | 15135B101 | 1,800 | 23,800 | SH | OTR | 1 | 23,800 | 0 | 0 | |
CENTURYLINK INC | COM | 156700106 | 340 | 9,400 | SH | OTR | 1 | 9,400 | 0 | 0 | |
CHARTER COMMUNICATIONS INC D | CL A NEW | 16117M305 | 459 | 2,900 | SH | OTR | 1 | 2,900 | 0 | 0 | |
CIGNA CORPORATION | COM | 125509109 | 1,812 | 19,700 | SH | OTR | 1 | 19,700 | 0 | 0 | |
CISCO SYS INC | COM | 17275R102 | 1,799 | 72,400 | SH | OTR | 1 | 72,400 | 0 | 0 | |
CITIGROUP INC | COM NEW | 172967424 | 400 | 8,500 | SH | OTR | 1 | 8,500 | 0 | 0 | |
CMS ENERGY CORP | COM | 125896100 | 692 | 22,200 | SH | OTR | 1 | 22,200 | 0 | 0 | |
COCA COLA ENTERPRISES INC NE | COM | 19122T109 | 368 | 7,700 | SH | OTR | 1 | 7,700 | 0 | 0 | |
COMMERCIAL METALS CO | COM | 201723103 | 876 | 50,600 | SH | OTR | 1 | 50,600 | 0 | 0 | |
COMPUTER SCIENCES CORP | COM | 205363104 | 1,782 | 28,200 | SH | OTR | 1 | 28,200 | 0 | 0 | |
CONAGRA FOODS INC | COM | 205887102 | 1,383 | 46,600 | SH | OTR | 1 | 46,600 | 0 | 0 | |
CONOCOPHILLIPS | COM | 20825C104 | 1,586 | 18,500 | SH | OTR | 1 | 18,500 | 0 | 0 | |
CONSOLIDATED EDISON INC | COM | 209115104 | 693 | 12,000 | SH | OTR | 1 | 12,000 | 0 | 0 | |
COPA HOLDINGS SA | CL A | P31076105 | 684 | 4,800 | SH | OTR | 1 | 4,800 | 0 | 0 | |
CORNING INC | COM | 219350105 | 358 | 16,300 | SH | OTR | 1 | 16,300 | 0 | 0 | |
CORPORATE OFFICE PPTYS TR | SH BEN INT | 22002T108 | 681 | 24,500 | SH | OTR | 1 | 24,500 | 0 | 0 | |
CORRECTIONS CORP AMER NEW | COM NEW | 22025Y407 | 683 | 20,800 | SH | OTR | 1 | 20,800 | 0 | 0 | |
CROWN CASTLE INTL CORP | COM | 228227104 | 386 | 5,200 | SH | OTR | 1 | 5,200 | 0 | 0 | |
CROWN HOLDINGS INC | COM | 228368106 | 1,798 | 36,140 | SH | OTR | 1 | 36,140 | 0 | 0 | |
CST BRANDS INC | COM | 12646R105 | 642 | 18,600 | SH | OTR | 1 | 18,600 | 0 | 0 | |
CVR ENERGY INC | COM | 12662P108 | 1,479 | 30,700 | SH | OTR | 1 | 30,700 | 0 | 0 | |
CVS CAREMARK CORPORATION | COM | 126650100 | 678 | 9,000 | SH | OTR | 1 | 9,000 | 0 | 0 | |
DANA HLDG CORP | COM | 235825205 | 1,570 | 64,300 | SH | OTR | 1 | 64,300 | 0 | 0 | |
DAVITA HEALTHCARE PARTNERS I | COM | 23918K108 | 709 | 9,800 | SH | OTR | 1 | 9,800 | 0 | 0 | |
DDR CORP | COM | 23317H102 | 693 | 39,300 | SH | OTR | 1 | 39,300 | 0 | 0 | |
DEERE & CO | COM | 244199105 | 1,775 | 19,600 | SH | OTR | 1 | 19,600 | 0 | 0 | |
DENBURY RES INC | COM NEW | 247916208 | 545 | 29,500 | SH | OTR | 1 | 29,500 | 0 | 0 | |
DICKS SPORTING GOODS INC | COM | 253393102 | 1,499 | 32,200 | SH | OTR | 1 | 32,200 | 0 | 0 | |
DILLARDS INC | CL A | 254067101 | 350 | 3,000 | SH | OTR | 1 | 3,000 | 0 | 0 | |
DOLLAR GEN CORP NEW | COM | 256677105 | 419 | 7,300 | SH | OTR | 1 | 7,300 | 0 | 0 | |
DOMTAR CORP | COM NEW | 257559203 | 754 | 17,600 | SH | OTR | 1 | 17,600 | 0 | 0 | |
DONNELLEY R R & SONS CO | COM | 257867101 | 729 | 43,000 | SH | OTR | 1 | 43,000 | 0 | 0 | |
DOW CHEM CO | COM | 260543103 | 1,746 | 33,920 | SH | OTR | 1 | 33,920 | 0 | 0 | |
DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 1,778 | 30,360 | SH | OTR | 1 | 30,360 | 0 | 0 | |
DST SYS INC DEL | COM | 233326107 | 700 | 7,600 | SH | OTR | 1 | 7,600 | 0 | 0 | |
DSW INC | CL A | 23334L102 | 1,308 | 46,800 | SH | OTR | 1 | 46,800 | 0 | 0 | |
E M C CORP MASS | COM | 268648102 | 693 | 26,300 | SH | OTR | 1 | 26,300 | 0 | 0 | |
EASTMAN CHEM CO | COM | 277432100 | 690 | 7,900 | SH | OTR | 1 | 7,900 | 0 | 0 | |
EBAY INC | COM | 278642103 | 385 | 7,700 | SH | OTR | 1 | 7,700 | 0 | 0 | |
EMCOR GROUP INC | COM | 29084Q100 | 819 | 18,400 | SH | OTR | 1 | 18,400 | 0 | 0 | |
ENERGIZER HLDGS INC | COM | 29266R108 | 708 | 5,800 | SH | OTR | 1 | 5,800 | 0 | 0 | |
ENTERGY CORP NEW | COM | 29364G103 | 706 | 8,600 | SH | OTR | 1 | 8,600 | 0 | 0 | |
EVEREST RE GROUP LTD | COM | G3223R108 | 1,477 | 9,200 | SH | OTR | 1 | 9,200 | 0 | 0 | |
EXELIS INC | COM | 30162A108 | 1,757 | 103,500 | SH | OTR | 1 | 103,500 | 0 | 0 | |
EXELON CORP | COM | 30161N101 | 674 | 18,470 | SH | OTR | 1 | 18,470 | 0 | 0 | |
EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 693 | 10,000 | SH | OTR | 1 | 10,000 | 0 | 0 | |
EXXON MOBIL CORP | COM | 30231G102 | 1,762 | 17,500 | SH | OTR | 1 | 17,500 | 0 | 0 | |
FEDEX CORP | COM | 31428X106 | 439 | 2,900 | SH | OTR | 1 | 2,900 | 0 | 0 | |
FIFTH THIRD BANCORP | COM | 316773100 | 679 | 31,800 | SH | OTR | 1 | 31,800 | 0 | 0 | |
FIRST INDUSTRIAL REALTY TRUS | COM | 32054K103 | 697 | 37,000 | SH | OTR | 1 | 37,000 | 0 | 0 | |
FIRST NIAGARA FINL GP INC | COM | 33582V108 | 1,475 | 168,800 | SH | OTR | 1 | 168,800 | 0 | 0 | |
FIRSTENERGY CORP | COM | 337932107 | 681 | 19,600 | SH | OTR | 1 | 19,600 | 0 | 0 | |
FLOWERS FOODS INC | COM | 343498101 | 1,636 | 77,600 | SH | OTR | 1 | 77,600 | 0 | 0 | |
FLUOR CORP NEW | COM | 343412102 | 1,776 | 23,100 | SH | OTR | 1 | 23,100 | 0 | 0 | |
FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 1,791 | 103,900 | SH | OTR | 1 | 103,900 | 0 | 0 | |
GAP INC DEL | COM | 364760108 | 906 | 21,800 | SH | OTR | 1 | 21,800 | 0 | 0 | |
GENERAL MTRS CO | COM | 37045V100 | 2,176 | 59,940 | SH | OTR | 1 | 59,940 | 0 | 0 | |
GENPACT LIMITED | SHS | G3922B107 | 181 | 10,300 | SH | OTR | 1 | 10,300 | 0 | 0 | |
GNC HLDGS INC | COM CL A | 36191G107 | 1,316 | 38,600 | SH | OTR | 1 | 38,600 | 0 | 0 | |
GOOGLE INC | CL A | 38259P508 | 409 | 700 | SH | OTR | 1 | 700 | 0 | 0 | |
GREAT PLAINS ENERGY INC | COM | 391164100 | 696 | 25,900 | SH | OTR | 1 | 25,900 | 0 | 0 | |
GUESS INC | COM | 401617105 | 1,477 | 54,700 | SH | OTR | 1 | 54,700 | 0 | 0 | |
HANOVER INS GROUP INC | COM | 410867105 | 954 | 15,100 | SH | OTR | 1 | 15,100 | 0 | 0 | |
HCA HOLDINGS INC | COM | 40412C101 | 434 | 7,700 | SH | OTR | 1 | 7,700 | 0 | 0 | |
HEALTH NET INC | COM | 42222G108 | 1,832 | 44,100 | SH | OTR | 1 | 44,100 | 0 | 0 | |
HEALTHSOUTH CORP | COM NEW | 421924309 | 685 | 19,100 | SH | OTR | 1 | 19,100 | 0 | 0 | |
HEWLETT PACKARD CO | COM | 428236103 | 684 | 20,300 | SH | OTR | 1 | 20,300 | 0 | 0 | |
HILL ROM HLDGS INC | COM | 431475102 | 527 | 12,700 | SH | OTR | 1 | 12,700 | 0 | 0 | |
HOLLYFRONTIER CORP | COM | 436106108 | 467 | 10,700 | SH | OTR | 1 | 10,700 | 0 | 0 | |
HOME PROPERTIES INC | COM | 437306103 | 710 | 11,100 | SH | OTR | 1 | 11,100 | 0 | 0 | |
HOSPITALITY PPTYS TR | COM SH BEN INT | 44106M102 | 711 | 23,400 | SH | OTR | 1 | 23,400 | 0 | 0 | |
HOST HOTELS & RESORTS INC | COM | 44107P104 | 684 | 31,090 | SH | OTR | 1 | 31,090 | 0 | 0 | |
HUMANA INC | COM | 444859102 | 1,814 | 14,200 | SH | OTR | 1 | 14,200 | 0 | 0 | |
HYSTER YALE MATLS HANDLING I | CL A | 449172105 | 629 | 7,100 | SH | OTR | 1 | 7,100 | 0 | 0 | |
IDACORP INC | COM | 451107106 | 520 | 9,000 | SH | OTR | 1 | 9,000 | 0 | 0 | |
INGRAM MICRO INC | CL A | 457153104 | 716 | 24,500 | SH | OTR | 1 | 24,500 | 0 | 0 | |
INGREDION INC | COM | 457187102 | 1,744 | 23,240 | SH | OTR | 1 | 23,240 | 0 | 0 | |
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 1,722 | 9,500 | SH | OTR | 1 | 9,500 | 0 | 0 | |
INTL PAPER CO | COM | 460146103 | 1,867 | 37,000 | SH | OTR | 1 | 37,000 | 0 | 0 | |
ISHARES | CHINA LG-CAP ETF | 464287184 | 1,696 | 45,800 | SH | OTR | 1 | 45,800 | 0 | 0 | |
ISHARES | MSCI BRZ CAP ETF | 464286400 | 2,246 | 47,000 | SH | OTR | 1 | 47,000 | 0 | 0 | |
ISHARES | MSCI EMG MKT ETF | 464287234 | 6,485 | 150,000 | SH | Put | OTR | 1 | 150,000 | 0 | 0 |
ISHARES | MSCI MEX CAP ETF | 464286822 | 2,278 | 33,600 | SH | OTR | 1 | 33,600 | 0 | 0 | |
ISHARES | MSCI STH KOR ETF | 464286772 | 2,269 | 34,900 | SH | OTR | 1 | 34,900 | 0 | 0 | |
ISHARES | MSCI TAIWAN ETF | 464286731 | 2,863 | 181,200 | SH | OTR | 1 | 181,200 | 0 | 0 | |
ISHARES | RUSSELL 2000 ETF | 464287655 | 15,445 | 130,000 | SH | Put | OTR | 1 | 130,000 | 0 | 0 |
JABIL CIRCUIT INC | COM | 466313103 | 1,540 | 73,670 | SH | OTR | 1 | 73,670 | 0 | 0 | |
JOHNSON & JOHNSON | COM | 478160104 | 690 | 6,600 | SH | OTR | 1 | 6,600 | 0 | 0 | |
JONES LANG LASALLE INC | COM | 48020Q107 | 543 | 4,300 | SH | OTR | 1 | 4,300 | 0 | 0 | |
KBR INC | COM | 48242W106 | 1,476 | 61,900 | SH | OTR | 1 | 61,900 | 0 | 0 | |
KELLOGG CO | COM | 487836108 | 670 | 10,200 | SH | OTR | 1 | 10,200 | 0 | 0 | |
KROGER CO | COM | 501044101 | 702 | 14,200 | SH | OTR | 1 | 14,200 | 0 | 0 | |
LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 696 | 6,800 | SH | OTR | 1 | 6,800 | 0 | 0 | |
LASALLE HOTEL PPTYS | COM SH BEN INT | 517942108 | 699 | 19,800 | SH | OTR | 1 | 19,800 | 0 | 0 | |
LEIDOS HLDGS INC | COM | 525327102 | 1,787 | 46,600 | SH | OTR | 1 | 46,600 | 0 | 0 | |
LEXINGTON REALTY TRUST | COM | 529043101 | 669 | 60,800 | SH | OTR | 1 | 60,800 | 0 | 0 | |
LIBERTY GLOBAL PLC | SHS CL C | G5480U120 | 393 | 9,300 | SH | OTR | 1 | 9,300 | 0 | 0 | |
LOCKHEED MARTIN CORP | COM | 539830109 | 691 | 4,300 | SH | OTR | 1 | 4,300 | 0 | 0 | |
LOWES COS INC | COM | 548661107 | 355 | 7,400 | SH | OTR | 1 | 7,400 | 0 | 0 | |
LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 691 | 7,080 | SH | OTR | 1 | 7,080 | 0 | 0 | |
MACYS INC | COM | 55616P104 | 470 | 8,100 | SH | OTR | 1 | 8,100 | 0 | 0 | |
MAGELLAN HEALTH INC | COM NEW | 559079207 | 1,205 | 19,360 | SH | OTR | 1 | 19,360 | 0 | 0 | |
MANPOWERGROUP INC | COM | 56418H100 | 1,807 | 21,300 | SH | OTR | 1 | 21,300 | 0 | 0 | |
MARATHON OIL CORP | COM | 565849106 | 1,852 | 46,400 | SH | OTR | 1 | 46,400 | 0 | 0 | |
MARATHON PETE CORP | COM | 56585A102 | 461 | 5,900 | SH | OTR | 1 | 5,900 | 0 | 0 | |
MARKET VECTORS ETF TR | RUSSIA ETF | 57060U506 | 2,791 | 106,000 | SH | OTR | 1 | 106,000 | 0 | 0 | |
MBIA INC | COM | 55262C100 | 836 | 75,700 | SH | OTR | 1 | 75,700 | 0 | 0 | |
MEDTRONIC INC | COM | 585055106 | 697 | 10,930 | SH | OTR | 1 | 10,930 | 0 | 0 | |
MICRON TECHNOLOGY INC | COM | 595112103 | 488 | 14,800 | SH | OTR | 1 | 14,800 | 0 | 0 | |
MICROSOFT CORP | COM | 594918104 | 413 | 9,900 | SH | OTR | 1 | 9,900 | 0 | 0 | |
MONDELEZ INTL INC | CL A | 609207105 | 399 | 10,600 | SH | OTR | 1 | 10,600 | 0 | 0 | |
MONSANTO CO NEW | COM | 61166W101 | 424 | 3,400 | SH | OTR | 1 | 3,400 | 0 | 0 | |
MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 397 | 5,970 | SH | OTR | 1 | 5,970 | 0 | 0 | |
MURPHY OIL CORP | COM | 626717102 | 1,848 | 27,800 | SH | OTR | 1 | 27,800 | 0 | 0 | |
NATIONAL OILWELL VARCO INC | COM | 637071101 | 1,878 | 22,800 | SH | OTR | 1 | 22,800 | 0 | 0 | |
NETAPP INC | COM | 64110D104 | 1,819 | 49,800 | SH | OTR | 1 | 49,800 | 0 | 0 | |
NEW JERSEY RES | COM | 646025106 | 686 | 12,000 | SH | OTR | 1 | 12,000 | 0 | 0 | |
NORDSTROM INC | COM | 655664100 | 340 | 5,000 | SH | OTR | 1 | 5,000 | 0 | 0 | |
NORTHSTAR RLTY FIN CORP | COM | 66704R100 | 714 | 41,100 | SH | OTR | 1 | 41,100 | 0 | 0 | |
NU SKIN ENTERPRISES INC | CL A | 67018T105 | 666 | 9,000 | SH | OTR | 1 | 9,000 | 0 | 0 | |
NVR INC | COM | 62944T105 | 345 | 300 | SH | OTR | 1 | 300 | 0 | 0 | |
OCCIDENTAL PETE CORP DEL | COM | 674599105 | 1,796 | 17,500 | SH | OTR | 1 | 17,500 | 0 | 0 | |
OIL STS INTL INC | COM | 678026105 | 942 | 14,700 | SH | OTR | 1 | 14,700 | 0 | 0 | |
OLD REP INTL CORP | COM | 680223104 | 928 | 56,100 | SH | OTR | 1 | 56,100 | 0 | 0 | |
OSHKOSH CORP | COM | 688239201 | 700 | 12,600 | SH | OTR | 1 | 12,600 | 0 | 0 | |
PARTNERRE LTD | COM | G6852T105 | 1,499 | 13,730 | SH | OTR | 1 | 13,730 | 0 | 0 | |
PBF ENERGY INC | CL A | 69318G106 | 661 | 24,800 | SH | OTR | 1 | 24,800 | 0 | 0 | |
PENNYMAC MTG INVT TR | COM | 70931T103 | 695 | 31,700 | SH | OTR | 1 | 31,700 | 0 | 0 | |
PFIZER INC | COM | 717081103 | 1,787 | 60,200 | SH | OTR | 1 | 60,200 | 0 | 0 | |
PHILIP MORRIS INTL INC | COM | 718172109 | 658 | 7,800 | SH | OTR | 1 | 7,800 | 0 | 0 | |
PHILLIPS 66 | COM | 718546104 | 668 | 8,300 | SH | OTR | 1 | 8,300 | 0 | 0 | |
PIER 1 IMPORTS INC | COM | 720279108 | 1,308 | 84,900 | SH | OTR | 1 | 84,900 | 0 | 0 | |
PILGRIMS PRIDE CORP NEW | COM | 72147K108 | 1,922 | 70,240 | SH | OTR | 1 | 70,240 | 0 | 0 | |
PINNACLE WEST CAP CORP | COM | 723484101 | 694 | 12,000 | SH | OTR | 1 | 12,000 | 0 | 0 | |
PNM RES INC | COM | 69349H107 | 513 | 17,500 | SH | OTR | 1 | 17,500 | 0 | 0 | |
PRICELINE GRP INC | COM NEW | 741503403 | 361 | 300 | SH | OTR | 1 | 300 | 0 | 0 | |
PS BUSINESS PKS INC CALIF | COM | 69360J107 | 685 | 8,200 | SH | OTR | 1 | 8,200 | 0 | 0 | |
PUBLIC SVC ENTERPRISE GROUP | COM | 744573106 | 707 | 17,330 | SH | OTR | 1 | 17,330 | 0 | 0 | |
PULTE GROUP INC | COM | 745867101 | 659 | 32,700 | SH | OTR | 1 | 32,700 | 0 | 0 | |
QUALCOMM INC | COM | 747525103 | 394 | 4,980 | SH | OTR | 1 | 4,980 | 0 | 0 | |
RAYTHEON CO | COM NEW | 755111507 | 498 | 5,400 | SH | OTR | 1 | 5,400 | 0 | 0 | |
RELIANCE STEEL & ALUMINUM CO | COM | 759509102 | 1,815 | 24,630 | SH | OTR | 1 | 24,630 | 0 | 0 | |
RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 677 | 6,330 | SH | OTR | 1 | 6,330 | 0 | 0 | |
RETAIL PPTYS AMER INC | CL A | 76131V202 | 692 | 45,000 | SH | OTR | 1 | 45,000 | 0 | 0 | |
ROCK-TENN CO | CL A | 772739207 | 1,816 | 17,200 | SH | OTR | 1 | 17,200 | 0 | 0 | |
ROSS STORES INC | COM | 778296103 | 337 | 5,100 | SH | OTR | 1 | 5,100 | 0 | 0 | |
ROWAN COMPANIES PLC | SHS CL A | G7665A101 | 1,517 | 47,500 | SH | OTR | 1 | 47,500 | 0 | 0 | |
SALLY BEAUTY HLDGS INC | COM | 79546E104 | 655 | 26,100 | SH | OTR | 1 | 26,100 | 0 | 0 | |
SCANA CORP NEW | COM | 80589M102 | 694 | 12,900 | SH | OTR | 1 | 12,900 | 0 | 0 | |
SCIENCE APPLICATNS INTL CP N | COM | 808625107 | 521 | 11,800 | SH | OTR | 1 | 11,800 | 0 | 0 | |
SCOTTS MIRACLE GRO CO | CL A | 810186106 | 347 | 6,100 | SH | OTR | 1 | 6,100 | 0 | 0 | |
SEADRILL LIMITED | SHS | G7945E105 | 348 | 8,700 | SH | OTR | 1 | 8,700 | 0 | 0 | |
SELECT INCOME REIT | COM SH BEN INT | 81618T100 | 528 | 17,800 | SH | OTR | 1 | 17,800 | 0 | 0 | |
SILGAN HOLDINGS INC | COM | 827048109 | 717 | 14,100 | SH | OTR | 1 | 14,100 | 0 | 0 | |
SM ENERGY CO | COM | 78454L100 | 740 | 8,800 | SH | OTR | 1 | 8,800 | 0 | 0 | |
SMUCKER J M CO | COM NEW | 832696405 | 682 | 6,400 | SH | OTR | 1 | 6,400 | 0 | 0 | |
SONOCO PRODS CO | COM | 835495102 | 1,403 | 31,930 | SH | OTR | 1 | 31,930 | 0 | 0 | |
SOUTHERN CO | COM | 842587107 | 694 | 15,300 | SH | OTR | 1 | 15,300 | 0 | 0 | |
SOUTHWEST GAS CORP | COM | 844895102 | 517 | 9,800 | SH | OTR | 1 | 9,800 | 0 | 0 | |
SPDR GOLD TRUST | GOLD SHS | 78463V107 | 56,338 | 440,000 | SH | Put | OTR | 1 | 440,000 | 0 | 0 |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 39 | 200 | SH | OTR | 1 | 200 | 0 | 0 | |
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 78,288 | 400,000 | SH | Put | OTR | 1 | 400,000 | 0 | 0 |
STEELCASE INC | CL A | 858155203 | 319 | 21,100 | SH | OTR | 1 | 21,100 | 0 | 0 | |
SUNSTONE HOTEL INVS INC NEW | COM | 867892101 | 694 | 46,500 | SH | OTR | 1 | 46,500 | 0 | 0 | |
SUSQUEHANNA BANCSHARES INC P | COM | 869099101 | 970 | 91,900 | SH | OTR | 1 | 91,900 | 0 | 0 | |
SYSCO CORP | COM | 871829107 | 1,790 | 47,800 | SH | OTR | 1 | 47,800 | 0 | 0 | |
TECH DATA CORP | COM | 878237106 | 1,832 | 29,300 | SH | OTR | 1 | 29,300 | 0 | 0 | |
TECO ENERGY INC | COM | 872375100 | 702 | 38,000 | SH | OTR | 1 | 38,000 | 0 | 0 | |
TEXTRON INC | COM | 883203101 | 674 | 17,600 | SH | OTR | 1 | 17,600 | 0 | 0 | |
TRANSDIGM GROUP INC | COM | 893641100 | 368 | 2,200 | SH | OTR | 1 | 2,200 | 0 | 0 | |
TRAVELERS COMPANIES INC | COM | 89417E109 | 1,486 | 15,800 | SH | OTR | 1 | 15,800 | 0 | 0 | |
TUTOR PERINI CORP | COM | 901109108 | 1,092 | 34,400 | SH | OTR | 1 | 34,400 | 0 | 0 | |
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 408 | 11,600 | SH | OTR | 1 | 11,600 | 0 | 0 | |
TYSON FOODS INC | CL A | 902494103 | 1,220 | 32,500 | SH | OTR | 1 | 32,500 | 0 | 0 | |
UIL HLDG CORP | COM | 902748102 | 701 | 18,100 | SH | OTR | 1 | 18,100 | 0 | 0 | |
UNIFIRST CORP MASS | COM | 904708104 | 1,113 | 10,500 | SH | OTR | 1 | 10,500 | 0 | 0 | |
UNITEDHEALTH GROUP INC | COM | 91324P102 | 1,823 | 22,300 | SH | OTR | 1 | 22,300 | 0 | 0 | |
URBAN OUTFITTERS INC | COM | 917047102 | 342 | 10,100 | SH | OTR | 1 | 10,100 | 0 | 0 | |
URS CORP NEW | COM | 903236107 | 1,646 | 35,900 | SH | OTR | 1 | 35,900 | 0 | 0 | |
VALEANT PHARMACEUTICALS INTL | COM | 91911K102 | 391 | 3,100 | SH | OTR | 1 | 3,100 | 0 | 0 | |
VALERO ENERGY CORP NEW | COM | 91913Y100 | 1,443 | 28,800 | SH | OTR | 1 | 28,800 | 0 | 0 | |
VARIAN MED SYS INC | COM | 92220P105 | 349 | 4,200 | SH | OTR | 1 | 4,200 | 0 | 0 | |
VECTREN CORP | COM | 92240G101 | 706 | 16,600 | SH | OTR | 1 | 16,600 | 0 | 0 | |
VOYA FINL INC | COM | 929089100 | 1,210 | 33,300 | SH | OTR | 1 | 33,300 | 0 | 0 | |
WALGREEN CO | COM | 931422109 | 430 | 5,800 | SH | OTR | 1 | 5,800 | 0 | 0 | |
WAL-MART STORES INC | COM | 931142103 | 1,757 | 23,400 | SH | OTR | 1 | 23,400 | 0 | 0 | |
WELLCARE HEALTH PLANS INC | COM | 94946T106 | 1,478 | 19,800 | SH | OTR | 1 | 19,800 | 0 | 0 | |
WELLPOINT INC | COM | 94973V107 | 1,766 | 16,410 | SH | OTR | 1 | 16,410 | 0 | 0 | |
WESTAR ENERGY INC | COM | 95709T100 | 523 | 13,700 | SH | OTR | 1 | 13,700 | 0 | 0 | |
WEYERHAEUSER CO | COM | 962166104 | 559 | 16,900 | SH | OTR | 1 | 16,900 | 0 | 0 | |
WHIRLPOOL CORP | COM | 963320106 | 1,378 | 9,900 | SH | OTR | 1 | 9,900 | 0 | 0 | |
WORLD FUEL SVCS CORP | COM | 981475106 | 1,172 | 23,800 | SH | OTR | 1 | 23,800 | 0 | 0 | |
WORTHINGTON INDS INC | COM | 981811102 | 534 | 12,400 | SH | OTR | 1 | 12,400 | 0 | 0 | |
XEROX CORP | COM | 984121103 | 1,781 | 143,200 | SH | OTR | 1 | 143,200 | 0 | 0 | |
XL GROUP PLC | SHS | G98290102 | 681 | 20,800 | SH | OTR | 1 | 20,800 | 0 | 0 |