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 |
3M CO | COM | 88579Y101 | 945 | 6,270 | SH | SOLE | 6,270 | 0 | 0 | ||
ABBOTT LAB | COM | 002824100 | 225 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
ABBOTT LAB | COM | 002824100 | 790 | 17,600 | SH | SOLE | 17,600 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 770 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 2,808 | 47,400 | SH | SOLE | 47,400 | 0 | 0 | ||
ACCENTURE PLC | SHS CL A | G1151C101 | 1,692 | 16,189 | SH | SOLE | 16,189 | 0 | 0 | ||
RIO TINTO PLC | SPONS ADR | 767204100 | 582 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
AERCAP HOLDINGS NV | SHS | N00985106 | 1,339 | 31,029 | SH | SOLE | 31,029 | 0 | 0 | ||
AETNA | COM | 00817Y108 | 2,800 | 25,900 | SH | SOLE | 25,900 | 0 | 0 | ||
AFLAC | COM | 001055102 | 2,097 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
ALPHABET A | COM | 02079K305 | 1,172 | 1,506 | SH | SOLE | 1,506 | 0 | 0 | ||
ALPHABET C | COM | 02079K107 | 1,371 | 1,806 | SH | SOLE | 1,806 | 0 | 0 | ||
AMERICAN CAP AGY CORP | COM | 02503X105 | 7,467 | 430,643 | SH | SOLE | 430,643 | 0 | 0 | ||
AMERICAN WATER WORKS CO | COM | 030420103 | 3,882 | 64,971 | SH | SOLE | 64,971 | 0 | 0 | ||
AMERISOURCEBERGEN CORP | COM | 03073E105 | 3,634 | 35,039 | SH | SOLE | 35,039 | 0 | 0 | ||
ANALOG DEVICES INC | COM | 032654105 | 232 | 4,200 | SH | SOLE | 4,200 | 0 | 0 | ||
ANNALY CAP MGMT INC | COM | 035710409 | 10,596 | 1,129,624 | SH | SOLE | 1,129,624 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 1,632 | 15,500 | SH | SOLE | 15,500 | 0 | 0 | ||
APPLE INC STK | STK | 037833100 | 13,878 | 131,847 | SH | SOLE | 131,847 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 8,689 | 252,525 | SH | SOLE | 252,525 | 0 | 0 | ||
AU OPTRONICS CORP | SPONS ADR | 002255107 | 233 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
AUTOZONE INC | COM | 053332102 | 471 | 635 | SH | SOLE | 635 | 0 | 0 | ||
AUTOZONE INC | COM | 053332102 | 5,268 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | ||
AXIS CAPITAL HOLDINGS LTD | SHS | G0692U109 | 1,534 | 27,294 | SH | SOLE | 27,294 | 0 | 0 | ||
BED BATH & BEYOND INC | COM | 075896100 | 2,302 | 47,700 | SH | SOLE | 47,700 | 0 | 0 | ||
BP PLC | SPONS ADR | 055622104 | 844 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
BRINKER INTERNATIONAL INC | COM | 109641100 | 192 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
BUNGE LTD | COM | G16962105 | 328 | 4,800 | SH | SOLE | 4,800 | 0 | 0 | ||
CARDINAL HEALTH | COM | 14149Y108 | 670 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
CARE CAP PPTYS INC | COM | 141624106 | 556 | 18,177 | SH | SOLE | 18,177 | 0 | 0 | ||
CHECK PT SOFTWARE TECHNOLOGIES | ORD | M22465104 | 163 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
CHECK PT SOFTWARE TECHNOLOGIES | ORD | M22465104 | 5,772 | 70,926 | SH | SOLE | 70,926 | 0 | 0 | ||
CIGNA CORP | COM | 125509109 | 686 | 4,686 | SH | SOLE | 4,686 | 0 | 0 | ||
CISCO SYSTEMS INC | COM | 17275R102 | 1,295 | 47,700 | SH | SOLE | 47,700 | 0 | 0 | ||
CLOROX CO | COM | 189054109 | 2,067 | 16,300 | SH | SOLE | 16,300 | 0 | 0 | ||
CME GROUP INC | COM | 12572Q105 | 61 | 670 | SH | SOLE | 670 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 667 | 15,530 | SH | SOLE | 15,530 | 0 | 0 | ||
COGNIZANT TECHNOLOGY SOLUTIONS CORP | CL A | 192446102 | 749 | 12,471 | SH | SOLE | 12,471 | 0 | 0 | ||
COLFAX CORP | COM | 194014106 | 333 | 14,246 | SH | SOLE | 14,246 | 0 | 0 | ||
COMCAST CORP | CL A | 20030N101 | 79 | 1,400 | SH | SOLE | 1,400 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 233 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
CONSOLIDATED EDISON | COM | 209115104 | 877 | 13,650 | SH | SOLE | 13,650 | 0 | 0 | ||
CORRECTIONS CORP OF AMERICA | COM | 22025Y407 | 464 | 17,507 | SH | SOLE | 17,507 | 0 | 0 | ||
COSTCO WHOLESALE CORP NEW | COM | 22160K105 | 3,101 | 19,203 | SH | SOLE | 19,203 | 0 | 0 | ||
CVS CAREMARK CORP | STK | 126650100 | 2,552 | 26,100 | SH | SOLE | 26,100 | 0 | 0 | ||
CVS CAREMARK CORP | COM | 126650100 | 147 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
DAVITA HEALTHCARE PARTNERS INC | COM | 23918K108 | 600 | 8,600 | SH | SOLE | 8,600 | 0 | 0 | ||
DOLLAR GENERAL CORP | COM | 256677105 | 791 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
DU PONT (E.I) DE NEMOURS | COM | 263534109 | 1,572 | 23,600 | SH | SOLE | 23,600 | 0 | 0 | ||
DUKE ENERGY CORP | COM | 26441C204 | 4,163 | 58,312 | SH | SOLE | 58,312 | 0 | 0 | ||
EMC CORP | COM | 268648102 | 257 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
EMC CORP | COM | 268648102 | 6,353 | 247,389 | SH | SOLE | 247,389 | 0 | 0 | ||
EMERSON ELECTRIC CO | COM | 291011104 | 1,015 | 21,214 | SH | SOLE | 21,214 | 0 | 0 | ||
ENTERGY CORP | COM | 29364G103 | 5,325 | 77,900 | SH | SOLE | 77,900 | 0 | 0 | ||
EVEREST RE GROUP | COM | G3223R108 | 2,051 | 11,200 | SH | SOLE | 11,200 | 0 | 0 | ||
EXELON CORP | COM | 30161N101 | 555 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
EXELON CORP | COM | 30161N101 | 9,658 | 347,800 | SH | SOLE | 347,800 | 0 | 0 | ||
EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 3,785 | 43,300 | SH | SOLE | 43,300 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 390 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 4,548 | 58,350 | SH | SOLE | 58,350 | 0 | 0 | ||
FIDELITY NATL INFORMATION SVCS INC | COM | 31620M106 | 1,707 | 28,164 | SH | SOLE | 28,164 | 0 | 0 | ||
FORD MTR CO | COM | 345370860 | 2,002 | 142,100 | SH | SOLE | 142,100 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 486 | 4,800 | SH | SOLE | 4,800 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 1,929 | 19,061 | SH | SOLE | 19,061 | 0 | 0 | ||
GRAINGER W W INC | COM | 384802104 | 103 | 510 | SH | SOLE | 510 | 0 | 0 | ||
GRAINGER W W INC | COM | 384802104 | 1,641 | 8,100 | SH | SOLE | 8,100 | 0 | 0 | ||
GRIFOLS S A | SP ADR REP B NVT | 398438408 | 369 | 11,400 | SH | SOLE | 11,400 | 0 | 0 | ||
HCA HLDGS INC | COM | 40412C101 | 1,291 | 19,093 | SH | SOLE | 19,093 | 0 | 0 | ||
HCP INC | COM | 40414L109 | 1,621 | 42,394 | SH | SOLE | 42,394 | 0 | 0 | ||
HERSHEY CO | COM | 427866108 | 2,708 | 30,331 | SH | SOLE | 30,331 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRISE CO | COM | 42824C109 | 4,259 | 280,200 | SH | SOLE | 280,200 | 0 | 0 | ||
HP INC | COM | 40434L105 | 2,761 | 233,200 | SH | SOLE | 233,200 | 0 | 0 | ||
IBM CORP | COM | 459200101 | 5,425 | 39,421 | SH | SOLE | 39,421 | 0 | 0 | ||
ING GROEP N.V. | SPONS ADR | 456837103 | 420 | 31,200 | SH | SOLE | 31,200 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 3,175 | 92,183 | SH | SOLE | 92,183 | 0 | 0 | ||
JARDEN CORP | COM | 471109108 | 571 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 4,187 | 40,761 | SH | SOLE | 40,761 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 468 | 7,086 | SH | SOLE | 7,086 | 0 | 0 | ||
KELLOGG CO | COM | 487836108 | 361 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
KIMBERLY-CLARK CORP | COM | 494368103 | 1,948 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
KROGER CO | COM | 501044101 | 8,179 | 195,524 | SH | SOLE | 195,524 | 0 | 0 | ||
LABORATORY CORP AMER HLDGS | COM | 50540R409 | 3,577 | 28,933 | SH | SOLE | 28,933 | 0 | 0 | ||
LEGG MASON INC | COM | 524901105 | 259 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
LIBERTY GLOBAL A | SHS CL A | G5480U104 | 47 | 1,100 | SH | SOLE | 1,100 | 0 | 0 | ||
LIBERTY PROPERTY TRUST | SH BEN INT | 531172104 | 621 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
LYONDELLBASELL INDU | SHS - A - | N53745100 | 2,259 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
MARSH & MCLENNAN COS INC | COM | 571748102 | 1,834 | 33,080 | SH | SOLE | 33,080 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 623 | 11,800 | SH | SOLE | 11,800 | 0 | 0 | ||
MERCK & CO INC NEW | COM | 58933Y105 | 8,171 | 154,700 | SH | SOLE | 154,700 | 0 | 0 | ||
MERITOR INC | COM | 59001K100 | 102 | 12,200 | SH | SOLE | 12,200 | 0 | 0 | ||
MICHAEL KORS HOLDINGS | SHS | G60754101 | 2,155 | 53,800 | SH | SOLE | 53,800 | 0 | 0 | ||
MIZUHO FINL GROUP INC | SPONS ADR | 60687Y109 | 1,044 | 258,455 | SH | SOLE | 258,455 | 0 | 0 | ||
MLP CVR REFNG LP | COM | 12663P107 | 829 | 43,773 | SH | SOLE | 43,773 | 0 | 0 | ||
MORGAN STANLEY | COM | 617446448 | 117 | 3,685 | SH | SOLE | 3,685 | 0 | 0 | ||
MYLAN NV | SHS EURO | N59465109 | 2,752 | 50,900 | SH | SOLE | 50,900 | 0 | 0 | ||
NESTLE SA | SPONS ADR | 641069406 | 164 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
NEWMONT MINING CORP NEW | COM | 651639106 | 4,164 | 231,481 | SH | SOLE | 231,481 | 0 | 0 | ||
NORFOLK SOUTHN CORP | COM | 655844108 | 1,158 | 13,693 | SH | SOLE | 13,693 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 2,260 | 61,859 | SH | SOLE | 61,859 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 6,735 | 67,400 | SH | SOLE | 67,400 | 0 | 0 | ||
PERRIGO CO LTD | SHS | G97822103 | 260 | 1,800 | SH | SOLE | 1,800 | 0 | 0 | ||
PERRIGO CO LTD | SHS | G97822103 | 1,780 | 12,300 | SH | SOLE | 12,300 | 0 | 0 | ||
POPULAR INC | COM | 733174700 | 179 | 6,300 | SH | SOLE | 6,300 | 0 | 0 | ||
POSCO | SPONS ADR | 693483109 | 35 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
PPL CORP | COM | 69351T106 | 1,913 | 56,055 | SH | SOLE | 56,055 | 0 | 0 | ||
PRA GROUP INC | COM | 69354N106 | 139 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
PRAXAIR INC | COM | 74005P104 | 1,024 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
PROCTER & GAMBLE | COM | 742718109 | 2,667 | 33,580 | SH | SOLE | 33,580 | 0 | 0 | ||
QUALMCOM INC | COM | 747525103 | 3,307 | 66,161 | SH | SOLE | 66,161 | 0 | 0 | ||
QUEST DIAGNOSTICS INC | COM | 74834L100 | 4,372 | 61,461 | SH | SOLE | 61,461 | 0 | 0 | ||
QUINTILES TRANSNATIONAL HOLD | COM | 74876Y101 | 3,742 | 54,500 | SH | SOLE | 54,500 | 0 | 0 | ||
REINSURANCE GROUP OF AMERICA | COM | 759351604 | 171 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
RENAISSANCE RE HLDGS LTD | COM | G7496G103 | 4,522 | 39,948 | SH | SOLE | 39,948 | 0 | 0 | ||
REPUBLIC SVCS INC | COM | 760759100 | 3,624 | 82,379 | SH | SOLE | 82,379 | 0 | 0 | ||
RIO TINTO PLC | SPONS ADR | 767204100 | 547 | 18,800 | SH | SOLE | 18,800 | 0 | 0 | ||
RMR GROUP INC | COM | 74967R106 | 136 | 9,424 | SH | SOLE | 9,424 | 0 | 0 | ||
ROSS STORES INC | COM | 778296103 | 1,043 | 19,382 | SH | SOLE | 19,382 | 0 | 0 | ||
SAP SE | SPONS ADR | 803054204 | 460 | 5,815 | SH | SOLE | 5,815 | 0 | 0 | ||
SELECT INCOME REIT | COM | 81618T100 | 10,752 | 542,478 | SH | SOLE | 542,478 | 0 | 0 | ||
SIGNET JEWELERS | SHS | G81276100 | 643 | 5,200 | SH | SOLE | 5,200 | 0 | 0 | ||
SOUTHERN CO | COM | 842587107 | 6,308 | 134,815 | SH | SOLE | 134,815 | 0 | 0 | ||
STAPLES | COM | 855030102 | 4,423 | 467,594 | SH | SOLE | 467,594 | 0 | 0 | ||
SYMANTEC CORP | COM | 871503108 | 210 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
SYNCHRONY FINANCIAL | COM | 87165B103 | 456 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
TALEN ENERGY CORP | COM | 87422J105 | 1,753 | 281,377 | SH | SOLE | 281,377 | 0 | 0 | ||
TEVA PHARMACEUTICAL INDS | ADR | 881624209 | 6,704 | 102,130 | SH | SOLE | 102,130 | 0 | 0 | ||
TIME WARNER INC | COM | 887317303 | 841 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
TIME WARNER INC | COM | 887317303 | 850 | 13,149 | SH | SOLE | 13,149 | 0 | 0 | ||
TJX COS INC | COM | 872540109 | 2,487 | 35,071 | SH | SOLE | 35,071 | 0 | 0 | ||
TORONTO DOMINION BK ONT | COM | 891160509 | 157 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
TRAVELERS COS INC | COM | 89417E109 | 6,199 | 54,930 | SH | SOLE | 54,930 | 0 | 0 | ||
UNITED CONTINENTAL HLD | COM | 910047109 | 1,375 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
URBAN OUTFITTERS | COM | 917047102 | 543 | 23,877 | SH | SOLE | 23,877 | 0 | 0 | ||
VENTAS INC REIT | COM | 92276F100 | 1,789 | 31,699 | SH | SOLE | 31,699 | 0 | 0 | ||
VERIZON COMMUNICATIONS | COM | 92343V104 | 3,344 | 72,353 | SH | SOLE | 72,353 | 0 | 0 | ||
VISA INC | CL A | 92826C839 | 1,605 | 20,700 | SH | SOLE | 20,700 | 0 | 0 | ||
VISA INC | CL A | 92826C839 | 498 | 6,419 | SH | SOLE | 6,419 | 0 | 0 | ||
VMWARE A | CL A | 928563402 | 990 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
VODAFONE GROUP PLC | SPONS ADR | 92857W308 | 437 | 13,535 | SH | SOLE | 13,535 | 0 | 0 | ||
WALMART STORES INC | COM | 931142103 | 429 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
WAL-MART STORES INC | COM | 931142103 | 4,651 | 75,875 | SH | SOLE | 75,875 | 0 | 0 | ||
WASTE MANAGEMENT INC | COM | 94106L109 | 5,599 | 104,904 | SH | SOLE | 104,904 | 0 | 0 | ||
WELLS FARGO & CO | COM | 949746101 | 1,764 | 32,459 | SH | SOLE | 32,459 | 0 | 0 | ||
WELLTOWER INC | COM | 95040Q104 | 2,966 | 43,600 | SH | SOLE | 43,600 | 0 | 0 | ||
WESTROCK CO | COM | 96145D105 | 620 | 13,600 | SH | SOLE | 13,600 | 0 | 0 |