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 |
ACTIVISION BLIZZARD INC | COM | 00507V109 | 333 | 7,143 | SH | SOLE | 7,143 | 0 | 0 | ||
ACUITY BRANDS INC | COM | 00508Y102 | 539 | 4,693 | SH | SOLE | 2,232 | 0 | 2,461 | ||
ADOBE INC | COM | 00724F101 | 253 | 1,120 | SH | SOLE | 1,120 | 0 | 0 | ||
AES CORP COM | COM | 00130H105 | 1,587 | 109,783 | SH | SOLE | 51,641 | 0 | 58,142 | ||
AFFILIATED MNGRS GRP COM | COM | 008252108 | 1,801 | 18,480 | SH | SOLE | 10,836 | 0 | 7,644 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 1,591 | 9,938 | SH | SOLE | 7,487 | 0 | 2,451 | ||
ALBEMARLE CORP | COM | 012653101 | 2,804 | 36,377 | SH | SOLE | 21,199 | 0 | 15,178 | ||
ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 2,231 | 14,868 | SH | SOLE | 7,274 | 0 | 7,594 | ||
ALLSTATE CORP | COM | 020002101 | 2,559 | 30,968 | SH | SOLE | 19,159 | 0 | 11,809 | ||
ALLY FINANCIAL INC | COM | 02005N100 | 3,274 | 144,462 | SH | SOLE | 68,418 | 0 | 76,044 | ||
ALPHABET INC | COM | 02079K107 | 4,870 | 4,703 | SH | SOLE | 2,919 | 0 | 1,784 | ||
ALPHABET INC. | COM | 02079K305 | 10,065 | 9,632 | SH | SOLE | 5,702 | 0 | 3,930 | ||
ALTRIA GROUP INC | COM | 02209S103 | 3,007 | 60,880 | SH | SOLE | 33,091 | 0 | 27,789 | ||
AMAZON COM INC | COM | 023135106 | 9,945 | 6,621 | SH | SOLE | 3,931 | 0 | 2,690 | ||
AMERICAN AIRLINES GROUP | COM | 02376R102 | 1,912 | 59,546 | SH | SOLE | 28,126 | 0 | 31,420 | ||
APACHE CORP | COM | 037411105 | 1,694 | 64,536 | SH | SOLE | 37,659 | 0 | 26,877 | ||
APPLE INC | COM | 037833100 | 12,942 | 82,048 | SH | SOLE | 48,463 | 0 | 33,585 | ||
APPLIED MATERIALS INC | COM | 038222105 | 4,318 | 131,894 | SH | SOLE | 85,746 | 0 | 46,148 | ||
APTIV PLC | COM | G6095L109 | 1,734 | 28,171 | SH | SOLE | 14,274 | 0 | 13,897 | ||
ARCHER DANIELS MIDLAND CO | COM | 039483102 | 3,564 | 86,990 | SH | SOLE | 55,211 | 0 | 31,779 | ||
ARCONIC INC | COM | 03965L100 | 2,565 | 152,115 | SH | SOLE | 72,089 | 0 | 80,026 | ||
ASSURANT INC | COM | 04621X108 | 3,129 | 34,979 | SH | SOLE | 20,768 | 0 | 14,211 | ||
AT&T INC | COM | 00206R102 | 6,640 | 232,642 | SH | SOLE | 137,237 | 0 | 95,405 | ||
AVERY DENNISON CORP COM | COM | 053611109 | 1,326 | 14,757 | SH | SOLE | 7,228 | 0 | 7,529 | ||
BAKER HUGHES A GE | COM | 05722G100 | 1,531 | 71,226 | SH | SOLE | 52,187 | 0 | 19,039 | ||
BANK OF AMERICA CORPORATION | COM | 060505104 | 6,363 | 258,242 | SH | SOLE | 156,250 | 0 | 101,992 | ||
BIOGEN INC | COM | 09062X103 | 14,118 | 46,917 | SH | SOLE | 27,779 | 0 | 19,138 | ||
BOEING CO | COM | 097023105 | 2,899 | 8,988 | SH | SOLE | 5,363 | 0 | 3,625 | ||
BROADCOM INC | COM | 11135F101 | 769 | 3,026 | SH | SOLE | 1,472 | 0 | 1,554 | ||
CARNIVAL CORP | COM | 143658300 | 5,095 | 103,342 | SH | SOLE | 55,028 | 0 | 48,314 | ||
CATERPILLAR INC | COM | 149123101 | 2,984 | 23,487 | SH | SOLE | 14,690 | 0 | 8,797 | ||
CBS CORPORATION | COM | 124857202 | 1,154 | 26,387 | SH | SOLE | 19,330 | 0 | 7,057 | ||
CELANESE CORPORATION | COM | 150870103 | 1,260 | 14,008 | SH | SOLE | 6,617 | 0 | 7,391 | ||
CHENIERE ENERGY | COM | 16411R208 | 1,916 | 32,378 | SH | SOLE | 15,389 | 0 | 16,989 | ||
CIGNA CORP | COM | 125523100 | 6,159 | 32,431 | SH | SOLE | 19,959 | 0 | 12,472 | ||
CISCO SYSTEMS INC | COM | 17275R102 | 827 | 19,092 | SH | SOLE | 19,092 | 0 | 0 | ||
CITIGROUP INC | COM | 172967424 | 7,579 | 145,574 | SH | SOLE | 90,614 | 0 | 54,960 | ||
CITIZENS FINANCIAL GROUP | COM | 174610105 | 2,156 | 72,522 | SH | SOLE | 37,307 | 0 | 35,215 | ||
CONAGRA FOODS, INC | COM | 205887102 | 4,440 | 207,867 | SH | SOLE | 123,487 | 0 | 84,380 | ||
CONSTELLATION BRANDS INC-A | COM | 21036P108 | 1,172 | 7,289 | SH | SOLE | 3,496 | 0 | 3,793 | ||
COTY INC | COM | 222070203 | 1,490 | 227,088 | SH | SOLE | 107,652 | 0 | 119,436 | ||
CROWN CASTLE INTERNATIONAL COR | COM | 22822V101 | 5,375 | 49,478 | SH | SOLE | 23,585 | 0 | 25,893 | ||
CVS HEALTH CORPORATION | COM | 126650100 | 8,749 | 133,533 | SH | SOLE | 82,853 | 0 | 50,680 | ||
DARDEN RESTAURANTS | COM | 237194105 | 587 | 5,875 | SH | SOLE | 5,875 | 0 | 0 | ||
DEVON ENERGY CORP | COM | 25179M103 | 533 | 23,663 | SH | SOLE | 11,209 | 0 | 12,454 | ||
DIGITAL REALTY TRUST | COM | 253868103 | 828 | 7,771 | SH | SOLE | 7,771 | 0 | 0 | ||
DOMINION RESOURCES INC/VA | COM | 25746U109 | 4,665 | 65,279 | SH | SOLE | 39,891 | 0 | 25,388 | ||
DXC Technology | COM | 23355L106 | 2,254 | 42,401 | SH | SOLE | 26,064 | 0 | 16,337 | ||
EQT CORPORATION | COM | 26884L109 | 1,318 | 69,787 | SH | SOLE | 42,693 | 0 | 27,094 | ||
EXELON CORP | COM | 30161N101 | 3,332 | 73,889 | SH | SOLE | 41,918 | 0 | 31,971 | ||
FACEBOOK INC | COM | 30303M102 | 4,162 | 31,750 | SH | SOLE | 14,882 | 0 | 16,868 | ||
FEDEX CORP | COM | 31428X106 | 1,456 | 9,025 | SH | SOLE | 8,016 | 0 | 1,009 | ||
FLUOR CORP | COM | 343412102 | 2,375 | 73,743 | SH | SOLE | 45,366 | 0 | 28,377 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 2,190 | 289,309 | SH | SOLE | 177,020 | 0 | 112,289 | ||
GENERAL MOTORS CORP COM | COM | 37045V100 | 2,839 | 84,886 | SH | SOLE | 57,223 | 0 | 27,663 | ||
HALLIBURTON CO | COM | 406216101 | 1,495 | 56,253 | SH | SOLE | 37,470 | 0 | 18,783 | ||
HARTFORD FINANCIAL SERVICES GR | COM | 416515104 | 1,015 | 22,841 | SH | SOLE | 10,660 | 0 | 12,181 | ||
HUMANA INC | COM | 444859102 | 915 | 3,194 | SH | SOLE | 2,049 | 0 | 1,145 | ||
INTERNATIONAL BUS MACH CORP | COM | 459200101 | 5,124 | 45,081 | SH | SOLE | 26,912 | 0 | 18,169 | ||
JPMORGAN CHASE & CO. | COM | 46625H100 | 7,441 | 76,224 | SH | SOLE | 44,985 | 0 | 31,239 | ||
JUNIPER NETWORKS INC COM | COM | 48203R104 | 1,640 | 60,930 | SH | SOLE | 36,684 | 0 | 24,246 | ||
KANSAS CITY SOUTHERN | COM | 485170302 | 562 | 5,884 | SH | SOLE | 5,884 | 0 | 0 | ||
KELLOGG COMPANY | COM | 487836108 | 4,175 | 73,226 | SH | SOLE | 41,593 | 0 | 31,633 | ||
KEYCORP | COM | 493267108 | 694 | 46,964 | SH | SOLE | 27,738 | 0 | 19,226 | ||
KIMCO REALTY CORP | COM | 49446R109 | 519 | 35,429 | SH | SOLE | 35,429 | 0 | 0 | ||
KRAFT HEINZ COMPANY | COM | 500754106 | 277 | 6,432 | SH | SOLE | 6,432 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 2,925 | 21,482 | SH | SOLE | 14,113 | 0 | 7,369 | ||
LYONDELL BASELL INDUSTRY | COM | N53745100 | 1,687 | 20,282 | SH | SOLE | 11,382 | 0 | 8,900 | ||
MARATHON PETROLEUM CORPORATION | COM | 56585A102 | 2,543 | 43,093 | SH | SOLE | 21,764 | 0 | 21,329 | ||
MASTERCARD INCORPORATED | COM | 57636Q104 | 860 | 4,560 | SH | SOLE | 4,560 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 233 | 3,049 | SH | SOLE | 3,049 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 2,427 | 76,493 | SH | SOLE | 36,601 | 0 | 39,892 | ||
MICROSOFT CORP | COM | 594918104 | 15,658 | 154,162 | SH | SOLE | 94,137 | 0 | 60,025 | ||
MORGAN STANLEY | COM | 617446448 | 697 | 17,574 | SH | SOLE | 17,574 | 0 | 0 | ||
MYLAN INC | COM | N59465109 | 1,733 | 63,250 | SH | SOLE | 20,635 | 0 | 42,615 | ||
NIELSEN HLDGS PLC | COM | G6518L108 | 964 | 41,322 | SH | SOLE | 13,172 | 0 | 28,150 | ||
NOBLE ENERGY INC | COM | 655044105 | 2,931 | 156,258 | SH | SOLE | 99,184 | 0 | 57,074 | ||
NOKIA CORP | COM | 654902204 | 1,058 | 181,847 | SH | SOLE | 64,930 | 0 | 116,917 | ||
NORDSTROM INC | COM | 655664100 | 606 | 13,008 | SH | SOLE | 13,008 | 0 | 0 | ||
NORWEGIAN CRUISE LINE | COM | G66721104 | 1,255 | 29,607 | SH | SOLE | 9,625 | 0 | 19,982 | ||
NUTRIEN | COM | 67077M108 | 594 | 12,644 | SH | SOLE | 4,245 | 0 | 8,399 | ||
PACCAR INC | COM | 693718108 | 1,566 | 27,410 | SH | SOLE | 20,247 | 0 | 7,163 | ||
PHILIP MORRIS INTERNATIONAL IN | COM | 718172109 | 1,391 | 20,841 | SH | SOLE | 12,236 | 0 | 8,605 | ||
PIONEER NATURAL RESOURCES | COM | 723787107 | 3,239 | 24,628 | SH | SOLE | 14,062 | 0 | 10,566 | ||
PVH CORP | COM | 693656100 | 906 | 9,748 | SH | SOLE | 6,876 | 0 | 2,872 | ||
QUALCOMM INC | COM | 747525103 | 964 | 16,938 | SH | SOLE | 10,472 | 0 | 6,466 | ||
QUANTA SERVICES INC | COM | 74762E102 | 1,884 | 62,603 | SH | SOLE | 29,132 | 0 | 33,471 | ||
QUEST DIAGNOSTICS INC | COM | 74834L100 | 5,052 | 60,675 | SH | SOLE | 35,880 | 0 | 24,795 | ||
RANGE RESOURCES CORP | COM | 75281A109 | 615 | 64,224 | SH | SOLE | 30,092 | 0 | 34,132 | ||
REGIONS FINL CORP | COM | 7591EP100 | 979 | 73,197 | SH | SOLE | 34,621 | 0 | 38,576 | ||
ROYAL CARIBBEAN CRUISE | COM | V7780T103 | 2,763 | 28,258 | SH | SOLE | 9,125 | 0 | 19,133 | ||
SALESFORCE.COM INC | COM | 79466L302 | 3,816 | 27,859 | SH | SOLE | 15,122 | 0 | 12,737 | ||
SIGNET JEWELERS | COM | G81276100 | 270 | 8,514 | SH | SOLE | 2,712 | 0 | 5,802 | ||
SKYWORKS SOLUTIONS INC | COM | 83088M102 | 1,944 | 29,010 | SH | SOLE | 13,708 | 0 | 15,302 | ||
SPDR S&P 500 | COM | 78462F103 | 1,108 | 4,432 | SH | SOLE | 4,432 | 0 | 0 | ||
STATE STREET CORPORATION | COM | 857477103 | 1,794 | 28,444 | SH | SOLE | 19,710 | 0 | 8,734 | ||
STERICYCLE INC | COM | 858912108 | 1,699 | 46,311 | SH | SOLE | 27,478 | 0 | 18,833 | ||
SUNTRUST BANKS INC | COM | 867914103 | 2,279 | 45,189 | SH | SOLE | 23,128 | 0 | 22,061 | ||
SYNCHRONY FINANCIAL | COM | 87165B103 | 1,075 | 45,843 | SH | SOLE | 21,769 | 0 | 24,074 | ||
TAPESTRY | COM | 876030107 | 3,252 | 96,351 | SH | SOLE | 47,014 | 0 | 49,337 | ||
TARGET CORP | COM | 87612E106 | 5,895 | 89,194 | SH | SOLE | 62,492 | 0 | 26,702 | ||
THERAPEUTICSMD INC | COM | 88338N107 | 96 | 25,324 | SH | SOLE | 25,324 | 0 | 0 | ||
TIFFANY & CO | COM | 886547108 | 469 | 5,820 | SH | SOLE | 5,820 | 0 | 0 | ||
TYSON FOODS INC CL A | COM | 902494103 | 2,253 | 42,192 | SH | SOLE | 29,509 | 0 | 12,683 | ||
UNITED PARCEL SERVICE CL B | COM | 911312106 | 3,227 | 33,088 | SH | SOLE | 18,680 | 0 | 14,408 | ||
UNITED RENTALS INC | COM | 911363109 | 1,046 | 10,205 | SH | SOLE | 4,922 | 0 | 5,283 | ||
VECTREN CORP | COM | 92240G101 | 217 | 3,009 | SH | SOLE | 3,009 | 0 | 0 | ||
VERIZON COMMUNICATIONS | COM | 92343V104 | 1,121 | 19,937 | SH | SOLE | 13,948 | 0 | 5,989 | ||
VF CORPORATION | COM | 918204108 | 2,092 | 29,320 | SH | SOLE | 22,009 | 0 | 7,311 | ||
VIACOM INC CLASS B | COM | 92553P201 | 3,306 | 128,656 | SH | SOLE | 62,868 | 0 | 65,788 | ||
VISA INC | COM | 92826C839 | 5,419 | 41,070 | SH | SOLE | 25,742 | 0 | 15,328 | ||
WALMART INC | COM | 931142103 | 370 | 3,968 | SH | SOLE | 3,968 | 0 | 0 | ||
WALT DISNEY CO | COM | 254687106 | 1,900 | 17,326 | SH | SOLE | 13,747 | 0 | 3,579 | ||
WASTE MGMT INC DEL COM | COM | 94106L109 | 455 | 5,112 | SH | SOLE | 5,112 | 0 | 0 | ||
WELLS FARGO & COMPANY | COM | 949746101 | 2,253 | 48,901 | SH | SOLE | 35,256 | 0 | 13,645 | ||
WEYERHAEUSER CO COM | COM | 962166104 | 1,742 | 79,699 | SH | SOLE | 44,834 | 0 | 34,865 | ||
WHIRLPOOL CORP | COM | 963320106 | 1,188 | 11,112 | SH | SOLE | 8,106 | 0 | 3,006 | ||
XEROX CORP COM | COM | 984121608 | 588 | 29,748 | SH | SOLE | 14,309 | 0 | 15,439 | ||
ZIMMER BIOMET HOLDINGS INC | COM | 98956P102 | 1,431 | 13,793 | SH | SOLE | 8,770 | 0 | 5,023 |