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
A. O. Smith Corporation COM 831865209 893 18,707 SH   SOLE   18,707 0 0
AARONS INC COM PAR $0.50 COM 002535300 752 11,700 SH   SOLE   11,700 0 0
ABBVIE INC COM 00287Y109 1,985 26,221 SH   SOLE   26,221 0 0
Adobe Inc. COM 00724F101 8,268 29,931 SH   SOLE   29,931 0 0
ADT Corporation COM 00090Q103 792 126,300 SH   SOLE   126,300 0 0
AES Corporation COM 00130H105 645 39,500 SH   SOLE   39,500 0 0
AIR LEASE CORP CL A COM 00912X302 936 22,391 SH   SOLE   22,391 0 0
Aircastle Limited COM G0129K104 1,561 69,600 SH   SOLE   69,600 0 0
Alamo Group Inc. COM 011311107 553 4,700 SH   SOLE   4,700 0 0
Albany International Corp. COM 012348108 442 4,900 SH   SOLE   4,900 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,607 36,833 SH   SOLE   36,833 0 0
Alibaba Group Holding Ltd. Spo ADR 01609W102 3,278 19,600 SH   SOLE   19,600 0 0
Allergan plc COM G0177J108 3,787 22,500 SH   SOLE   22,500 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,063 8,300 SH   SOLE   8,300 0 0
ALLISON TRANSMISSION HLDGS INC COM 01973R101 235 5,000 SH   SOLE   5,000 0 0
ALLY FINL INC COM 02005N100 720 21,700 SH   SOLE   21,700 0 0
Alphabet Inc. Class C COM 02079K107 1,046 858 SH   SOLE   858 0 0
Altra Industrial Motion Corp. COM 02208R106 731 26,400 SH   SOLE   26,400 0 0
ALTRIA GROUP INC COM 02209S103 1,436 35,100 SH   SOLE   35,100 0 0
Amazon.com Inc. COM 023135106 4,416 2,544 SH   SOLE   2,544 0 0
AMEREN CORP COM 023608102 2,073 25,900 SH   SOLE   25,900 0 0
AMERICAN ELEC PWR INC COM 025537101 2,005 21,400 SH   SOLE   21,400 0 0
AMERICAN EXPRESS CO COM 025816109 1,266 10,700 SH   SOLE   10,700 0 0
American Water Works Company I COM 030420103 1,404 11,300 SH   SOLE   11,300 0 0
Anheuser-Busch InBev SA/NV Spo ADR 03524A108 542 5,700 SH   SOLE   5,700 0 0
ANTHEM INC COM 036752103 3,313 13,800 SH   SOLE   13,800 0 0
Apple Inc. COM 037833100 4,173 18,630 SH   SOLE   18,630 0 0
APPLIED MATLS INC COM 038222105 404 8,100 SH   SOLE   8,100 0 0
Arch Capital Group Ltd. COM G0450A105 987 23,500 SH   SOLE   23,500 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 3,617 37,400 SH   SOLE   37,400 0 0
Assurant Inc COM 04621X108 554 4,400 SH   SOLE   4,400 0 0
Athene Holding Ltd. Class A COM G0684D107 379 9,000 SH   SOLE   9,000 0 0
Automatic Data Processing Inc. COM 053015103 2,050 12,700 SH   SOLE   12,700 0 0
AUTOZONE INC COM 053332102 447 412 SH   SOLE   412 0 0
AVANGRID INC COM 05351W103 1,275 24,400 SH   SOLE   24,400 0 0
Avery Dennison Corporation COM 053611109 3,952 34,800 SH   SOLE   34,800 0 0
Avista Corporation COM 05379B107 1,613 33,300 SH   SOLE   33,300 0 0
Axis Capital Holdings Limited COM G0692U109 1,815 27,200 SH   SOLE   27,200 0 0
Axos Financial Inc. COM 05465C100 1,710 56,200 SH   SOLE   56,200 0 0
Baker Hughes a GE Company Clas COM 05722G100 1,781 76,765 SH   SOLE   76,765 0 0
BANK AMER CORP COM 060505104 15,786 541,157 SH   SOLE   541,157 0 0
BCE Inc. COM 05534B760 1,443 29,800 SH   SOLE   29,800 0 0
BECTON DICKINSON & CO COM 075887109 1,508 5,961 SH   SOLE   5,961 0 0
Black Hills Corporation COM 092113109 1,197 15,600 SH   SOLE   15,600 0 0
BlackRock Muni New York Interm COM 09255F109 1,108 75,346 SH   SOLE   75,346 0 0
BlackRock New York Municipal B COM 09249P106 1,160 78,852 SH   SOLE   78,852 0 0
BOEING CO COM 097023105 2,161 5,680 SH   SOLE   5,680 0 0
Bonanza Creek Energy Inc COM 097793400 1,802 80,500 SH   SOLE   80,500 0 0
BOOZ ALLEN HAMILTON HLDG CORP COM 099502106 2,379 33,500 SH   SOLE   33,500 0 0
Bristol-Myers Squibb Company COM 110122108 2,074 40,893 SH   SOLE   40,893 0 0
British American Tobacco PLC S ADR 110448107 480 13,000 SH   SOLE   13,000 0 0
BROADCOM INC COM 11135F101 2,040 7,390 SH   SOLE   7,390 0 0
BRUNSWICK CORP COM 117043109 1,056 20,257 SH   SOLE   20,257 0 0
Cabot Corporation COM 127055101 3,277 72,300 SH   SOLE   72,300 0 0
Cabot Microelectronics Corpora COM 12709P103 678 4,800 SH   SOLE   4,800 0 0
Calavo Growers inc. COM 282461052 419 4,400 SH   SOLE   4,400 0 0
Callon Petroleum Company COM 13123X102 1,742 401,400 SH   SOLE   401,400 0 0
Canadian Pacific Railway Limit COM 13645T100 3,877 17,426 SH   SOLE   17,426 0 0
Capital One Financial Corp. COM 14040H105 373 4,100 SH   SOLE   4,100 0 0
CARNIVAL CORP PAIRED CTF COM 143658300 709 16,212 SH   SOLE   16,212 0 0
Carpenter Technology Corporati COM 144285103 6,114 118,356 SH   SOLE   118,356 0 0
Carrizo Oil & Gas Inc. COM 144577103 1,115 129,800 SH   SOLE   129,800 0 0
Cavco Industries Inc. COM 149568107 1,037 5,400 SH   SOLE   5,400 0 0
CDK Global Inc COM 12508E101 563 11,700 SH   SOLE   11,700 0 0
Centene Corporation COM 15135B101 1,939 44,822 SH   SOLE   44,822 0 0
CenterPoint Energy Inc. COM 15189T107 3,259 108,000 SH   SOLE   108,000 0 0
CHART INDS INC COM 16115Q308 2,370 38,000 SH   SOLE   38,000 0 0
Chevron Corporation COM 166764100 19,450 164,000 SH   SOLE   164,000 0 0
Cigna Corporation COM 125523100 3,071 20,231 SH   SOLE   20,231 0 0
Cimarex Energy Co. COM 171798101 2,963 61,800 SH   SOLE   61,800 0 0
Cisco Systems Inc. COM 17275R102 1,556 31,500 SH   SOLE   31,500 0 0
CITIGROUP INC COM NEW COM 172967424 3,046 44,100 SH   SOLE   44,100 0 0
Citizens Financial Group Inc. COM 174610105 375 10,600 SH   SOLE   10,600 0 0
CNO Financial Group Inc. COM 12621E103 2,634 166,400 SH   SOLE   166,400 0 0
COCA COLA CO COM 191216100 212 3,900 SH   SOLE   3,900 0 0
Coca-Cola European Partners Pl COM G25839104 466 8,400 SH   SOLE   8,400 0 0
Cognizant Technology Solutions COM 192446102 1,132 18,780 SH   SOLE   18,780 0 0
Columbia Sportswear Co. COM 198516106 804 8,300 SH   SOLE   8,300 0 0
Comcast Corporation Class A COM 20030N101 868 19,250 SH   SOLE   19,250 0 0
ConocoPhillips COM 20825C104 3,248 57,000 SH   SOLE   57,000 0 0
Consolidated Edison Inc. COM 209115104 2,324 24,600 SH   SOLE   24,600 0 0
Consolidated Water Co. Ltd. COM G23773107 1,026 62,205 SH   SOLE   62,205 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 502 18,400 SH   SOLE   18,400 0 0
Corcept Therapeutics Incorpora COM 218352102 877 62,000 SH   SOLE   62,000 0 0
Corning Inc. COM 219350105 1,115 39,100 SH   SOLE   39,100 0 0
Cracker Barrel Old Country Sto COM 22410J106 2,440 15,000 SH   SOLE   15,000 0 0
CSX Corporation COM 126408103 2,885 41,650 SH   SOLE   41,650 0 0
Cummins Inc. COM 231021106 2,025 12,450 SH   SOLE   12,450 0 0
Curtiss-Wright Corp. COM 231561101 375 2,900 SH   SOLE   2,900 0 0
CVR Energy Inc. COM 12662P108 339 7,700 SH   SOLE   7,700 0 0
D.R. Horton Inc. COM 23331A109 579 10,994 SH   SOLE   10,994 0 0
Darden Restaurants Inc. COM 237194105 390 3,300 SH   SOLE   3,300 0 0
DaVita Inc. COM 23918K108 588 10,300 SH   SOLE   10,300 0 0
Diageo plc Sponsored ADR ADR 25243Q205 458 2,800 SH   SOLE   2,800 0 0
Diamondback Energy Inc. COM 25278X109 8,228 91,514 SH   SOLE   91,514 0 0
Diodes Incorporated COM 254543101 1,342 33,413 SH   SOLE   33,413 0 0
Direxion Daily S&P 500 Bull 3x COM 25459W862 1,049 20,058 SH   SOLE   20,058 0 0
Direxion Daily Small Cap Bull COM 25459W847 212 3,800 SH   SOLE   3,800 0 0
Discover Financial Services COM 254709108 1,322 16,298 SH   SOLE   16,298 0 0
Discovery Inc. Class A COM 25470F104 471 17,700 SH   SOLE   17,700 0 0
Dollar General Corporation COM 256677105 3,513 22,100 SH   SOLE   22,100 0 0
Dollar Tree Inc. COM 256746108 4,740 41,520 SH   SOLE   41,520 0 0
Dominion Energy Inc COM 25746U109 2,277 28,100 SH   SOLE   28,100 0 0
DTE Energy Company COM 233331107 2,300 17,300 SH   SOLE   17,300 0 0
Duff&Phelps Utilities & Corpor COM 26432K108 4,794 518,299 SH   SOLE   518,299 0 0
Duke Energy Corporation COM 26441C204 2,473 25,800 SH   SOLE   25,800 0 0
Eagle Materials Inc. COM 26969P108 5,166 57,398 SH   SOLE   57,398 0 0
East West Bancorp Inc. COM 27579R104 624 14,100 SH   SOLE   14,100 0 0
Eastman Chemical Company COM 277432100 2,695 36,500 SH   SOLE   36,500 0 0
Eaton Corp. Plc COM G29183103 4,715 56,700 SH   SOLE   56,700 0 0
Eaton Vance California Municip COM 27826F101 545 40,556 SH   SOLE   40,556 0 0
eBay Inc. COM 278642103 2,805 71,965 SH   SOLE   71,965 0 0
Ebix Inc. COM 278715206 480 11,400 SH   SOLE   11,400 0 0
Edison International COM 281020107 2,640 35,000 SH   SOLE   35,000 0 0
Edwards Lifesciences Corporati COM 28176E108 814 3,700 SH   SOLE   3,700 0 0
Eli Lilly and Company COM 532457108 3,702 33,100 SH   SOLE   33,100 0 0
EMCOR Group Inc. COM 29084Q100 1,094 12,700 SH   SOLE   12,700 0 0
Emerson Electric Co. COM 291011104 1,357 20,300 SH   SOLE   20,300 0 0
Encore Capital Group Inc. COM 292554102 730 21,900 SH   SOLE   21,900 0 0
EOG Resources Inc. COM 26875P101 7,377 99,400 SH   SOLE   99,400 0 0
EPAM SYS INC COM 29414B104 2,006 11,000 SH   SOLE   11,000 0 0
Essent Group Ltd. COM G3198U102 1,483 31,100 SH   SOLE   31,100 0 0
Estee Lauder Cos. (Cl A) COM 518439104 418 2,100 SH   SOLE   2,100 0 0
Euronet Worldwide Inc. COM 298736109 3,213 21,961 SH   SOLE   21,961 0 0
Evergy Inc. COM 30034W106 3,328 50,000 SH   SOLE   50,000 0 0
Expedia Group Inc. COM 30212P303 3,498 26,027 SH   SOLE   26,027 0 0
Extreme Networks Inc. COM 30226D106 303 41,600 SH   SOLE   41,600 0 0
Exxon Mobil Corporation COM 30231G102 12,703 179,900 SH   SOLE   179,900 0 0
Facebook Inc. Class A COM 30303M102 414 2,323 SH   SOLE   2,323 0 0
FedEx Corporation COM 31428X106 731 5,020 SH   SOLE   5,020 0 0
Ferro Corporation COM 315405100 232 19,600 SH   SOLE   19,600 0 0
Fifth Third Bancorp COM 316773100 2,040 74,502 SH   SOLE   74,502 0 0
First Midwest Bancorp Inc. COM 320867104 548 28,127 SH   SOLE   28,127 0 0
Five Below Inc. COM 33829M101 883 7,000 SH   SOLE   7,000 0 0
Foot Locker Inc. COM 344849104 642 14,869 SH   SOLE   14,869 0 0
Fortune Brands Home & Security COM 34964C106 2,658 48,600 SH   SOLE   48,600 0 0
Forward Air Corporation COM 349853101 879 13,800 SH   SOLE   13,800 0 0
GALLAGHER ARTHUR J & CO COM 363576109 609 6,800 SH   SOLE   6,800 0 0
General Mills Inc. COM 370334104 314 5,700 SH   SOLE   5,700 0 0
Genpact Limited COM G3922B107 624 16,100 SH   SOLE   16,100 0 0
Global Payments Inc. COM 37940X102 10,895 68,519 SH   SOLE   68,519 0 0
Globant SA COM L44385109 1,044 11,400 SH   SOLE   11,400 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 915 4,415 SH   SOLE   4,415 0 0
Graphic Packaging Holding Comp COM 388689101 379 25,667 SH   SOLE   25,667 0 0
Hartford Financial Services Gr COM 416515104 909 15,000 SH   SOLE   15,000 0 0
HealthEquity Inc COM 42226A107 1,052 18,400 SH   SOLE   18,400 0 0
Herman Miller Inc. COM 600544100 590 12,800 SH   SOLE   12,800 0 0
HOLLYFRONTIER CORP COM 436106108 1,600 29,821 SH   SOLE   29,821 0 0
HOME DEPOT INC COM 437076102 6,009 25,900 SH   SOLE   25,900 0 0
Hubbell Incorporated Class B COM 443510607 2,562 19,500 SH   SOLE   19,500 0 0
HUMANA INC COM 444859102 1,534 6,000 SH   SOLE   6,000 0 0
Huntsman Corporation COM 447011107 2,017 86,700 SH   SOLE   86,700 0 0
II-VI Incorporated COM 902104108 2,155 61,200 SH   SOLE   61,200 0 0
Infosys Limited Sponsored ADR ADR 456788108 923 81,200 SH   SOLE   81,200 0 0
INGERSOLL-RAND PLC COM G47791101 2,355 19,110 SH   SOLE   19,110 0 0
INTEL CORP COM 458140100 948 18,400 SH   SOLE   18,400 0 0
International Business Machine COM 459200101 858 5,900 SH   SOLE   5,900 0 0
International Paper Company COM 460146103 3,061 73,200 SH   SOLE   73,200 0 0
Invesco Dynamic Credit Opportu COM 46132R104 2,437 221,378 SH   SOLE   221,378 0 0
IQVIA HLDGS INC COM 46266C105 1,574 10,538 SH   SOLE   10,538 0 0
iShares China Large-Cap ETF COM 464287184 1,176 29,556 SH   SOLE   29,556 0 0
iShares MSCI Brazil ETF COM 464286400 2,368 56,204 SH   SOLE   56,204 0 0
iShares MSCI Mexico ETF COM 464286822 1,538 36,000 SH   SOLE   36,000 0 0
J.M. Smucker Co. COM 832696405 209 1,900 SH   SOLE   1,900 0 0
Jacobs Engineering Group Inc. COM 469814107 366 4,000 SH   SOLE   4,000 0 0
JAZZ PHARMACEUTICALS PLC SHS U COM G50871105 3,919 30,584 SH   SOLE   30,584 0 0
JOHNSON & JOHNSON COM 478160104 1,268 9,800 SH   SOLE   9,800 0 0
JPMORGAN CHASE & CO COM 46625H100 11,478 97,528 SH   SOLE   97,528 0 0
KANSAS CITY SOUTHERN COM NEW COM 485170302 1,357 10,200 SH   SOLE   10,200 0 0
KB HOME COM 48666K109 867 25,500 SH   SOLE   25,500 0 0
Keurig Dr Pepper Inc. COM 49271V100 579 21,196 SH   SOLE   21,196 0 0
KEYCORP NEW COM 493267108 3,431 192,301 SH   SOLE   192,301 0 0
Kimberly-Clark Corp. COM 494368103 270 1,900 SH   SOLE   1,900 0 0
Kirby Corp. COM 497266106 3,467 42,200 SH   SOLE   42,200 0 0
Knoll Inc. COM 498904200 1,612 63,600 SH   SOLE   63,600 0 0
Koppers Holdings Inc. COM 50060P106 2,108 72,171 SH   SOLE   72,171 0 0
L3Harris Technologies Inc COM 502431109 4,653 22,300 SH   SOLE   22,300 0 0
LAMAR ADVERTISING CO COM 512816109 1,204 14,700 SH   SOLE   14,700 0 0
LGI HOMES INC COM 50187T106 2,350 28,200 SH   SOLE   28,200 0 0
LINCOLN NATL CORP IND COM 534187109 3,179 52,700 SH   SOLE   52,700 0 0
LKQ Corporation COM 501889208 478 15,200 SH   SOLE   15,200 0 0
Lockheed Martin Corporation COM 539830109 5,792 14,850 SH   SOLE   14,850 0 0
LOWES COS INC COM 548661107 919 8,360 SH   SOLE   8,360 0 0
Lululemon Athletica Inc COM 550021109 1,136 5,900 SH   SOLE   5,900 0 0
MAGELLAN MIDSTREAM PRTNRS LP C COM 559080106 3,201 48,300 SH   SOLE   48,300 0 0
MAGNA INTL INC COM 559222401 4,513 84,620 SH   SOLE   84,620 0 0
MARATHON PETE CORP COM 56585A102 10,528 173,306 SH   SOLE   173,306 0 0
Marriott Vacations Worldwide C COM 57164y107 1,409 13,600 SH   SOLE   13,600 0 0
MARTIN MARIETTA MATLS INC COM 573284106 8,418 30,710 SH   SOLE   30,710 0 0
MASCO CORP COM 574599106 8,394 201,386 SH   SOLE   201,386 0 0
MasTec, Inc. COM 576323109 3,564 54,895 SH   SOLE   54,895 0 0
MASTERCARD INCORPORATED CL A COM 57636Q104 6,971 25,669 SH   SOLE   25,669 0 0
MATADOR RES CO COM 576485205 1,079 65,300 SH   SOLE   65,300 0 0
MDU Resources Group Inc. COM 552690109 2,396 85,000 SH   SOLE   85,000 0 0
Medifast Inc. COM 58470H101 456 4,400 SH   SOLE   4,400 0 0
MEDNAX Inc. COM 58502B106 760 33,600 SH   SOLE   33,600 0 0
MERCER INTL INC COM 588056101 1,521 121,300 SH   SOLE   121,300 0 0
MERCK & CO INC COM 58933Y105 6,969 82,788 SH   SOLE   82,788 0 0
METHODE ELECTRS INC COM 591520200 653 19,400 SH   SOLE   19,400 0 0
MetLife Inc. COM 59156R108 1,764 37,400 SH   SOLE   37,400 0 0
MGP Ingredients Inc. COM 55302G103 482 9,700 SH   SOLE   9,700 0 0
Microsoft Corporation COM 594918104 7,563 54,400 SH   SOLE   54,400 0 0
MOHAWK INDS INC COM 608190104 881 7,100 SH   SOLE   7,100 0 0
Momo Inc Sponsored ADR Class A ADR 60879B107 533 17,200 SH   SOLE   17,200 0 0
Monarch Casino & Resort Inc. COM 609027107 504 12,100 SH   SOLE   12,100 0 0
MORGAN STANLEY COM NEW COM 617446448 2,799 65,600 SH   SOLE   65,600 0 0
Mueller Water Products Inc. Cl COM 624758108 1,303 115,900 SH   SOLE   115,900 0 0
MYLAN N V SHS EURO COM N59465109 1,108 56,000 SH   SOLE   56,000 0 0
Navient Corp COM 63938C108 3,140 245,300 SH   SOLE   245,300 0 0
Nestle S.A. Sponsored ADR ADR 641069406 325 3,000 SH   SOLE   3,000 0 0
NextEra Energy Inc. COM 65339F101 2,470 10,600 SH   SOLE   10,600 0 0
NIKE Inc. Class B COM 654106103 6,786 72,253 SH   SOLE   72,253 0 0
NISOURCE INC COM 65473P105 1,696 56,700 SH   SOLE   56,700 0 0
Northrop Grumman Corporation COM 666807102 7,711 20,574 SH   SOLE   20,574 0 0
Nuveen Connecticut Quality Mun COM 67060D107 495 36,903 SH   SOLE   36,903 0 0
NUVEEN HIGH INCOME DECMBR 2019 COM 67076E107 197 20,000 SH   SOLE   20,000 0 0
NUVEEN MORTGAGE OPPORTUNITY COM 670735109 5,983 259,447 SH   SOLE   259,447 0 0
Nuveen New York Municipal Valu COM 670706100 757 53,368 SH   SOLE   53,368 0 0
NXP Semiconductors NV COM N6596X109 2,706 24,800 SH   SOLE   24,800 0 0
OGE ENERGY CORP COM 670837103 2,069 45,600 SH   SOLE   45,600 0 0
ONEOK Inc. COM 682680103 4,149 56,300 SH   SOLE   56,300 0 0
O'Reilly Automotive Inc. COM 67103H107 558 1,400 SH   SOLE   1,400 0 0
OTTER TAIL CORP COM 689648103 1,242 23,100 SH   SOLE   23,100 0 0
Packaging Corporation of Ameri COM 695156109 3,438 32,400 SH   SOLE   32,400 0 0
Parsley Energy Inc. Class A COM 701877102 3,630 216,100 SH   SOLE   216,100 0 0
Patrick Industries Inc. COM 703343103 394 9,200 SH   SOLE   9,200 0 0
Perficient Inc. COM 71375U101 2,157 55,900 SH   SOLE   55,900 0 0
PERKINELMER INC COM 714046109 1,781 20,912 SH   SOLE   20,912 0 0
PGT INNOVATIONS INC COM 69336V101 432 25,000 SH   SOLE   25,000 0 0
PHILIP MORRIS INTL INC COM 718172109 1,838 24,200 SH   SOLE   24,200 0 0
Phillips 66 COM 718546104 6,717 65,600 SH   SOLE   65,600 0 0
Pilgrim's Pride Corp. COM 721467108 638 19,900 SH   SOLE   19,900 0 0
Pinnacle West Capital Corporat COM 723484101 1,990 20,500 SH   SOLE   20,500 0 0
Pioneer Diversified High Incom COM 723653101 1,107 76,371 SH   SOLE   76,371 0 0
Pioneer Natural Resources Comp COM 723787107 6,739 53,583 SH   SOLE   53,583 0 0
PNC Financial Services Group I COM 693475105 1,277 9,110 SH   SOLE   9,110 0 0
Post Holdings, Inc. COM 737446104 222 2,100 SH   SOLE   2,100 0 0
PPL CORP COM 69351T106 1,930 61,300 SH   SOLE   61,300 0 0
PRA HEALTH SCIENCES INC COM 69354M108 1,761 17,744 SH   SOLE   17,744 0 0
Premier Inc. Class A COM 74051N102 1,190 41,132 SH   SOLE   41,132 0 0
Prudential Financial Inc. COM 744320102 3,805 42,300 SH   SOLE   42,300 0 0
Public Service Enterprise Grou COM 744573106 2,086 33,600 SH   SOLE   33,600 0 0
QORVO INC COM 74736K101 3,430 46,260 SH   SOLE   46,260 0 0
Raytheon Company COM 755111507 4,326 22,050 SH   SOLE   22,050 0 0
Regeneron Pharmaceuticals Inc. COM 75886F107 832 3,000 SH   SOLE   3,000 0 0
Rogers Corporation COM 775133101 1,454 10,639 SH   SOLE   10,639 0 0
Royal Caribbean Cruises Ltd. COM V7780T103 6,254 57,727 SH   SOLE   57,727 0 0
RPM International Inc. COM 749685103 1,940 28,200 SH   SOLE   28,200 0 0
Ryder System Inc. COM 783549108 1,351 26,100 SH   SOLE   26,100 0 0
Sealed Air Corp. COM 81211K100 1,756 42,300 SH   SOLE   42,300 0 0
SEMPRA ENERGY COM 816851109 2,568 17,400 SH   SOLE   17,400 0 0
ServiceNow Inc. COM 81762P102 1,218 4,800 SH   SOLE   4,800 0 0
Sherwin-Williams Co. COM 824348106 2,309 4,200 SH   SOLE   4,200 0 0
Signature Bank COM 82669G104 5,011 42,032 SH   SOLE   42,032 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 5,479 69,136 SH   SOLE   69,136 0 0
Spirit AeroSystems Holdings In COM 848574109 493 6,000 SH   SOLE   6,000 0 0
Super Micro Computer Inc. COM 86800U104 1,192 62,100 SH   SOLE   62,100 0 0
Supernus Pharmaceuticals Inc. COM 868459108 1,450 52,774 SH   SOLE   52,774 0 0
SVB Financial Group COM 78486Q101 5,516 26,400 SH   SOLE   26,400 0 0
SYNNEX Corporation COM 87162W100 1,456 12,900 SH   SOLE   12,900 0 0
Synovus Financial Corp. COM 87161C501 594 16,600 SH   SOLE   16,600 0 0
SYSCO CORP COM 871829107 397 5,000 SH   SOLE   5,000 0 0
Tapestry Inc. COM 876030107 1,230 47,200 SH   SOLE   47,200 0 0
TE Connectivity Ltd. COM H84989104 2,509 26,926 SH   SOLE   26,926 0 0
TELEFLEX INC COM 879369106 1,087 3,200 SH   SOLE   3,200 0 0
Textron Inc. COM 883203101 313 6,400 SH   SOLE   6,400 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 3,404 11,687 SH   SOLE   11,687 0 0
TJX COS INC NEW COM 872540109 870 15,602 SH   SOLE   15,602 0 0
TYSON FOODS INC CL A COM 902494103 508 5,900 SH   SOLE   5,900 0 0
U.S. Bancorp COM 902973304 3,464 62,600 SH   SOLE   62,600 0 0
ULTA BEAUTY INC COM 90384S303 4,299 17,150 SH   SOLE   17,150 0 0
Unilever PLC Sponsored ADR ADR 904767704 583 9,700 SH   SOLE   9,700 0 0
UNION PAC CORP COM 907818108 7,385 45,589 SH   SOLE   45,589 0 0
UNITED PARCEL SERVICE INC CL B COM 911312106 371 3,100 SH   SOLE   3,100 0 0
UNITED RENTALS INC COM 911363109 636 5,100 SH   SOLE   5,100 0 0
UNITEDHEALTH GROUP INC COM 91324P102 5,872 27,019 SH   SOLE   27,019 0 0
V.F. Corporation COM 918204108 3,907 43,900 SH   SOLE   43,900 0 0
Valero Energy Corporation COM 91913Y100 4,637 54,400 SH   SOLE   54,400 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,933 11,410 SH   SOLE   11,410 0 0
VISA INC COM CL A COM 92826C839 5,194 30,197 SH   SOLE   30,197 0 0
VOYA FINL INC COM 929089100 5,269 96,786 SH   SOLE   96,786 0 0
W. R. Grace & Co. COM 38388F108 5,568 83,400 SH   SOLE   83,400 0 0
Webster Financial Corporation COM 947890109 1,167 24,900 SH   SOLE   24,900 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,892 7,301 SH   SOLE   7,301 0 0
Wells Fargo & Company COM 949746101 923 18,300 SH   SOLE   18,300 0 0
Williams Cos. COM 969457100 3,094 128,600 SH   SOLE   128,600 0 0
Xcel Energy Inc. COM 98389B100 2,368 36,500 SH   SOLE   36,500 0 0
Yandex NV Class A COM N97284108 1,288 36,776 SH   SOLE   36,776 0 0
YY Inc. Sponsored ADR Class A ADR 98426T106 365 6,500 SH   SOLE   6,500 0 0
Zoetis Inc. Class A COM 98978V103 3,039 24,388 SH   SOLE   24,388 0 0