The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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