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 765 4,000 SH   SOLE   4,000 0 0
3M CO COM 88579Y101 325 1,700 SH   SOLE   1,700 0 0
3M CO COM 88579Y101 201 1,049 SH   SOLE   1,049 0 0
3M CO COM 88579Y101 597 3,122 SH   OTR   0 3,122 0
AAON INC COM PAR $0.004 000360206 212 6,000 SH   SOLE   6,000 0 0
ABM INDS INC COM 000957100 218 5,000 SH   SOLE   5,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 154 1,282 SH   SOLE   1,282 0 0
ACETO CORP COM 004446100 46 2,900 SH   SOLE   2,900 0 0
AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 39 3,200 SH   OTR   0 3,200 0
AFLAC INC COM 001055102 710 9,800 SH   SOLE   9,800 0 0
AFLAC INC COM 001055102 183 2,529 SH   SOLE   2,529 0 0
AIR PRODS & CHEMS INC COM 009158106 636 4,700 SH   SOLE   4,700 0 0
AKORN INC COM 009728106 10 400 SH   SOLE   400 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 262 2,430 SH   OTR   0 2,430 0
ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 274 10,000 SH   SOLE   10,000 0 0
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 271 12,500 SH   SOLE   12,500 0 0
ALLY FINL INC COM 02005N100 744 36,600 SH   SOLE   36,600 0 0
ALPHABET INC CAP STK CL C 02079K107 463 558 SH   OTR   0 558 0
ALTRIA GROUP INC COM 02209S103 821 11,500 SH   SOLE   11,500 0 0
ALTRIA GROUP INC COM 02209S103 537 7,513 SH   OTR   0 7,513 0
AMAZON COM INC COM 023135106 601 678 SH   OTR   0 678 0
AMBAC FINL GROUP INC COM NEW 023139884 25 1,300 SH   SOLE   1,300 0 0
AMERICAN VANGUARD CORP COM 030371108 42 2,500 SH   SOLE   2,500 0 0
APPLE INC COM 037833100 499 3,471 SH   OTR   0 3,471 0
APPLIED MATLS INC COM 038222105 335 8,600 SH   SOLE   8,600 0 0
ARAMARK COM 03852U106 254 6,900 SH   SOLE   6,900 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 386 27,300 SH   OTR   0 27,300 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 1,554 110,000 SH   OTR   0 110,000 0
ASTRAZENECA PLC SPONSORED ADR 046353108 321 10,300 SH   OTR   0 10,300 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1,271 40,800 SH   OTR   0 40,800 0
AT&T INC COM 00206R102 343 8,250 SH   OTR   0 8,250 0
AT&T INC COM 00206R102 1,247 30,000 SH   OTR   0 30,000 0
AVX CORP NEW COM 002444107 311 19,000 SH   SOLE   19,000 0 0
BANCO MACRO SA SPON ADR B 05961W105 121 1,400 SH   OTR   0 1,400 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 73 1,834 SH   OTR   0 1,834 0
BANK AMER CORP COM 060505104 866 36,700 SH   SOLE   36,700 0 0
BANK AMER CORP COM 060505104 223 9,451 SH   OTR   0 9,451 0
BANK NEW YORK MELLON CORP COM 064058100 307 6,500 SH   SOLE   6,500 0 0
BANK NEW YORK MELLON CORP COM 064058100 178 3,770 SH   SOLE   3,770 0 0
BARNES & NOBLE INC COM 067774109 23 2,500 SH   SOLE   2,500 0 0
BAXTER INTL INC COM 071813109 768 14,800 SH   SOLE   14,800 0 0
BAXTER INTL INC COM 071813109 177 3,405 SH   SOLE   3,405 0 0
BB&T CORP COM 054937107 291 6,500 SH   SOLE   6,500 0 0
BEST BUY INC COM 086516101 108 2,200 SH   OTR   0 2,200 0
BEST BUY INC COM 086516101 339 6,900 SH   SOLE   6,900 0 0
BEST BUY INC COM 086516101 423 8,600 SH   OTR   0 8,600 0
BEST BUY INC COM 086516101 257 5,236 SH   SOLE   5,236 0 0
BIG LOTS INC COM 089302103 268 5,500 SH   SOLE   5,500 0 0
BIOGEN IDEC INC COM 09062X103 162 593 SH   SOLE   593 0 0
BIOVERATIV INC COM 09075E100 14 259 SH   SOLE   259 0 0
BOSTON PROPERTIES INC COM 101121101 675 5,100 SH   SOLE   5,100 0 0
BP PLC SPONSORED ADR 055622104 646 18,700 SH   OTR   0 18,700 0
BP PLC SPONSORED ADR 055622104 2,592 75,100 SH   OTR   0 75,100 0
BT GROUP PLC ADR 05577E101 160 7,977 SH   SOLE   7,977 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 679 9,900 SH   SOLE   9,900 0 0
CA INC COM 12673P105 95 3,000 SH   OTR   0 3,000 0
CA INC COM 12673P105 381 12,000 SH   OTR   0 12,000 0
CA INC COM 12673P105 167 5,261 SH   SOLE   5,261 0 0
CABOT CORP COM 127055101 300 5,000 SH   SOLE   5,000 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 21 1,400 SH   OTR   0 1,400 0
CARBO CERAMICS INC COM 140781105 33 2,500 SH   OTR   0 2,500 0
CARNIVAL CORP UNIT 99/99/9999 143658300 206 3,500 SH   OTR   0 3,500 0
CARNIVAL CORP UNIT 99/99/9999 143658300 825 14,000 SH   OTR   0 14,000 0
CBL & ASSOC PPTYS INC COM 124830100 459 48,100 SH   OTR   0 48,100 0
CBL & ASSOC PPTYS INC COM 124830100 1,847 193,600 SH   OTR   0 193,600 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 156 2,300 SH   OTR   0 2,300 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 637 9,400 SH   OTR   0 9,400 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 19 6,200 SH   OTR   0 6,200 0
CENTURYLINK INC COM 156700106 943 40,000 SH   OTR   0 40,000 0
CENTURYLINK INC COM 156700106 3,795 161,000 SH   OTR   0 161,000 0
CHEESECAKE FACTORY INC COM 163072101 51 800 SH   OTR   0 800 0
CHEGG INC COM 163092109 34 4,000 SH   OTR   0 4,000 0
CHEMOURS CO COM 163851108 81 2,100 SH   SOLE   2,100 0 0
CHESAPEAKE ENERGY CORP COM 165167107 49 8,300 SH   OTR   0 8,300 0
CISCO SYS INC COM 17275R102 531 15,714 SH   OTR   0 15,714 0
CITIGROUP INC COM NEW 172967424 826 13,800 SH   SOLE   13,800 0 0
CITIZENS FINL GROUP INC COM 174610105 805 23,300 SH   SOLE   23,300 0 0
CLAYMORE EXCHANGE TRD FD TR GUGG ENH SHT DUR 18383M654 1 10 SH   OTR   0 10 0
COCA COLA CO COM 191216100 199 4,700 SH   OTR   0 4,700 0
COCA COLA CO COM 191216100 802 18,900 SH   OTR   0 18,900 0
COLFAX CORP COM 194014106 55 1,400 SH   SOLE   1,400 0 0
COLGATE PALMOLIVE CO COM 194162103 198 2,708 SH   SOLE   2,708 0 0
COMMERCE BANCSHARES INC COM 200525103 292 5,200 SH   SOLE   5,200 0 0
CONAGRA BRANDS INC COM 205887102 141 3,507 SH   SOLE   3,507 0 0
CORNING INC COM 219350105 297 11,000 SH   SOLE   11,000 0 0
CVS HEALTH CORP COM 126650100 345 4,400 SH   OTR   0 4,400 0
CVS HEALTH CORP COM 126650100 1,342 17,100 SH   OTR   0 17,100 0
CVS HEALTH CORP COM 126650100 119 1,520 SH   SOLE   1,520 0 0
CYS INVTS INC COM 12673A108 304 38,200 SH   OTR   0 38,200 0
CYS INVTS INC COM 12673A108 1,222 153,700 SH   OTR   0 153,700 0
DAQO NEW ENERGY CORP SPNSRD ADR NEW 23703Q203 109 5,800 SH   OTR   0 5,800 0
DARDEN RESTAURANTS INC COM 237194105 912 10,900 SH   SOLE   10,900 0 0
DARLING INGREDIENTS INC COM 237266101 36 2,500 SH   SOLE   2,500 0 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 353 9,000 SH   OTR   0 9,000 0
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 1,373 35,000 SH   OTR   0 35,000 0
DELPHI AUTOMOTIVE PLC SHS G27823106 330 4,100 SH   SOLE   4,100 0 0
DENBURY RES INC COM NEW 247916208 12 4,700 SH   OTR   0 4,700 0
DISNEY WALT CO COM DISNEY 254687106 873 7,700 SH   SOLE   7,700 0 0
DISNEY WALT CO COM DISNEY 254687106 180 1,590 SH   SOLE   1,590 0 0
DONALDSON INC COM 257651109 328 7,200 SH   SOLE   7,200 0 0
DOW CHEM CO COM 260543103 323 5,091 SH   OTR   0 5,091 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 783 8,000 SH   SOLE   8,000 0 0
DRIVE SHACK INC COM 262077100 27 6,400 SH   SOLE   6,400 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 321 4,000 SH   SOLE   4,000 0 0
EAST WEST BANCORP INC COM 27579R104 297 5,750 SH   SOLE   5,750 0 0
EASTMAN KODAK CO COM NEW 277461406 242 21,000 SH   SOLE   21,000 0 0
EBIX INC COM NEW 278715206 214 3,500 SH   SOLE   3,500 0 0
EBIX INC COM NEW 278715206 64 1,050 SH   OTR   0 1,050 0
ECOLAB INC COM 278865100 195 1,554 SH   SOLE   1,554 0 0
EDISON INTL COM 281020107 764 9,600 SH   SOLE   9,600 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 712 25,800 SH   SOLE   25,800 0 0
EVERBANK FINL CORP COM 29977G102 312 16,000 SH   SOLE   16,000 0 0
EVERTEC INC COM 30040P103 286 18,000 SH   SOLE   18,000 0 0
EXXON MOBIL CORP COM 30231G102 394 4,800 SH   OTR   0 4,800 0
EXXON MOBIL CORP COM 30231G102 1,550 18,900 SH   OTR   0 18,900 0
FIRST BANCORP P R COM NEW 318672706 53 9,300 SH   SOLE   9,300 0 0
FISERV INC COM 337738108 819 7,100 SH   SOLE   7,100 0 0
FORESTAR GROUP INC COM 346233109 321 23,500 SH   SOLE   23,500 0 0
FORRESTER RESH INC COM 346563109 314 7,900 SH   SOLE   7,900 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 393 183,700 SH   OTR   0 183,700 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,579 738,000 SH   OTR   0 738,000 0
GAP INC DEL COM 364760108 204 8,400 SH   OTR   0 8,400 0
GAP INC DEL COM 364760108 850 35,000 SH   OTR   0 35,000 0
GARMIN LTD SHS H2906T109 46 900 SH   OTR   0 900 0
GENERAL ELECTRIC CO COM 369604103 200 6,700 SH   OTR   0 6,700 0
GENERAL ELECTRIC CO COM 369604103 709 23,800 SH   SOLE   23,800 0 0
GENERAL ELECTRIC CO COM 369604103 784 26,300 SH   OTR   0 26,300 0
GENERAL MLS INC COM 370334104 378 6,400 SH   OTR   0 6,400 0
GENERAL MLS INC COM 370334104 1,493 25,300 SH   OTR   0 25,300 0
GENERAL MLS INC COM 370334104 150 2,548 SH   SOLE   2,548 0 0
GENUINE PARTS CO COM 372460105 647 7,000 SH   SOLE   7,000 0 0
GENWORTH FINL INC COM CL A 37247D106 11 2,700 SH   SOLE   2,700 0 0
GEO GROUP INC NEW COM 36162J106 83 1,800 SH   SOLE   1,800 0 0
GETTY RLTY CORP NEW COM 374297109 283 11,200 SH   SOLE   11,200 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 156 3,700 SH   OTR   0 3,700 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 616 14,600 SH   OTR   0 14,600 0
GLOBAL MED REIT INC COM NEW 37954A204 483 53,200 SH   OTR   0 53,200 0
GLOBAL MED REIT INC COM NEW 37954A204 1,942 213,900 SH   OTR   0 213,900 0
GOLDMAN SACHS GROUP INC COM 38141G104 263 1,144 SH   OTR   0 1,144 0
GROUPON INC COM 399473107 39 10,000 SH   OTR   0 10,000 0
HANESBRANDS INC COM 410345102 193 9,300 SH   OTR   0 9,300 0
HANESBRANDS INC COM 410345102 776 37,400 SH   OTR   0 37,400 0
HARTFORD FINL SVCS GROUP INC COM 416515104 793 16,500 SH   SOLE   16,500 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 185 3,851 SH   SOLE   3,851 0 0
HASBRO INC COM 418056107 228 2,285 SH   SOLE   2,285 0 0
HAWAIIAN HOLDINGS INC COM 419879101 232 5,000 SH   SOLE   5,000 0 0
HCA HOLDINGS INC COM 40412C101 837 9,400 SH   SOLE   9,400 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 128 1,700 SH   OTR   0 1,700 0
HENRY JACK & ASSOC INC COM 426281101 307 3,300 SH   SOLE   3,300 0 0
HERSHEY CO COM 427866108 199 1,817 SH   SOLE   1,817 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 730 30,800 SH   SOLE   30,800 0 0
HMS HLDGS CORP COM 40425J101 16 800 SH   SOLE   800 0 0
HOME DEPOT INC COM 437076102 103 700 SH   OTR   0 700 0
HOME DEPOT INC COM 437076102 797 5,425 SH   SOLE   5,425 0 0
HOME DEPOT INC COM 437076102 396 2,700 SH   OTR   0 2,700 0
HUNTSMAN CORP COM 447011107 76 3,100 SH   SOLE   3,100 0 0
ILLINOIS TOOL WKS INC COM 452308109 311 2,350 SH   SOLE   2,350 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 197 21,075 SH   OTR   0 21,075 0
INDEPENDENCE RLTY TR INC COM 45378A106 787 83,995 SH   OTR   0 83,995 0
INGERSOLL-RAND PLC SHS G47791101 195 2,400 SH   OTR   0 2,400 0
INGERSOLL-RAND PLC SHS G47791101 781 9,600 SH   OTR   0 9,600 0
INGERSOLL-RAND PLC SHS G47791101 194 2,388 SH   SOLE   2,388 0 0
INNOPHOS HOLDINGS INC COM 45774N108 335 6,200 SH   SOLE   6,200 0 0
INSTEEL INDUSTRIES INC COM 45774W108 43 1,200 SH   SOLE   1,200 0 0
INTEL CORP COM 458140100 299 8,300 SH   OTR   0 8,300 0
INTEL CORP COM 458140100 1,208 33,500 SH   OTR   0 33,500 0
INTL PAPER CO COM 460146103 381 7,500 SH   OTR   0 7,500 0
INTL PAPER CO COM 460146103 1,534 30,200 SH   OTR   0 30,200 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 325 13,000 SH   SOLE   13,000 0 0
INVACARE CORP COM 461203101 64 5,400 SH   SOLE   5,400 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 214 13,900 SH   OTR   0 13,900 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 847 54,900 SH   OTR   0 54,900 0
ISHARES TR SHRT TRS BD ETF 464288679 5,259 47,663 SH   OTR   0 47,663 0
ISHARES TR 1-3 YR TR BD ETF 464287457 10 114 SH   OTR   0 114 0
ISHARES TR 1-3 YR CR BD ETF 464288646 1 10 SH   OTR   0 10 0
ISHARES U S ETF TR SHT MAT BD ETF 46431W507 1 10 SH   OTR   0 10 0
JOHNSON & JOHNSON COM 478160104 194 1,554 SH   SOLE   1,554 0 0
JPMORGAN CHASE & CO COM 46625H100 193 2,200 SH   OTR   0 2,200 0
JPMORGAN CHASE & CO COM 46625H100 852 9,700 SH   SOLE   9,700 0 0
JPMORGAN CHASE & CO COM 46625H100 782 8,900 SH   OTR   0 8,900 0
KIMBALL INTL INC CL B 494274103 305 18,500 SH   SOLE   18,500 0 0
KIMBERLY CLARK CORP COM 494368103 309 2,350 SH   SOLE   2,350 0 0
KIMCO RLTY CORP COM 49446R109 524 23,700 SH   SOLE   23,700 0 0
KIMCO RLTY CORP COM 49446R109 152 6,868 SH   SOLE   6,868 0 0
KINDRED HEALTHCARE INC COM 494580103 5 600 SH   SOLE   600 0 0
LAREDO PETROLEUM INC COM 516806106 34 2,300 SH   OTR   0 2,300 0
LENDINGTREE INC NEW COM 52603B107 15 120 SH   OTR   0 120 0
LINDSAY CORP COM 535555106 7 80 SH   OTR   0 80 0
LOCKHEED MARTIN CORP COM 539830109 308 1,150 SH   SOLE   1,150 0 0
LOWES COS INC COM 548661107 814 9,900 SH   SOLE   9,900 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 26 1,252 SH   OTR   0 1,252 0
MACYS INC COM 55616P104 243 8,200 SH   OTR   0 8,200 0
MACYS INC COM 55616P104 981 33,100 SH   OTR   0 33,100 0
MARSH & MCLENNAN COS INC COM 571748102 191 2,579 SH   SOLE   2,579 0 0
MASTEC INC COM 576323109 48 1,200 SH   SOLE   1,200 0 0
MCDONALDS CORP COM 580135101 104 800 SH   OTR   0 800 0
MCDONALDS CORP COM 580135101 791 6,100 SH   SOLE   6,100 0 0
MCDONALDS CORP COM 580135101 402 3,100 SH   OTR   0 3,100 0
MCDONALDS CORP COM 580135101 195 1,508 SH   SOLE   1,508 0 0
MCEWEN MNG INC COM 58039P107 17 5,700 SH   OTR   0 5,700 0
MDU RES GROUP INC COM 552690109 301 11,000 SH   OTR   0 11,000 0
MDU RES GROUP INC COM 552690109 1,095 40,000 SH   OTR   0 40,000 0
MEDIFAST INC COM 58470H101 302 6,800 SH   SOLE   6,800 0 0
MERCK & CO INC COM 58933Y105 492 7,736 SH   OTR   0 7,736 0
MERCK & CO INC NEW COM 58933Y105 191 3,000 SH   OTR   0 3,000 0
MERCK & CO INC NEW COM 58933Y105 756 11,900 SH   OTR   0 11,900 0
METLIFE INC COM 59156R108 176 3,325 SH   SOLE   3,325 0 0
MISTRAS GROUP INC COM 60649T107 41 1,900 SH   SOLE   1,900 0 0
MONDELEZ INTL INC CL A 609207105 724 16,800 SH   SOLE   16,800 0 0
MOOG INC CL A 615394202 310 4,600 SH   SOLE   4,600 0 0
NAVIENT CORP COM 63938C108 35 2,400 SH   SOLE   2,400 0 0
NCR CORP NEW COM 62886E108 301 6,600 SH   SOLE   6,600 0 0
NETEASE INC SPONSORED ADR 64110W102 158 555 SH   OTR   0 555 0
NETFLIX INC COM 64110L106 255 1,726 SH   OTR   0 1,726 0
NEW SR INVT GROUP INC COM 648691103 409 40,100 SH   OTR   0 40,100 0
NEW SR INVT GROUP INC COM 648691103 1,640 160,800 SH   OTR   0 160,800 0
NEXTERA ENERGY INC COM 65339F101 387 3,014 SH   OTR   0 3,014 0
NIKE INC COM 654106103 143 2,572 SH   SOLE   2,572 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 6 100 SH   SOLE   100 0 0
NUCOR CORP COM 670346105 382 6,400 SH   OTR   0 6,400 0
NUCOR CORP COM 670346105 1,529 25,600 SH   OTR   0 25,600 0
NVIDIA CORP COM 67066G104 109 1,000 SH   OTR   0 1,000 0
NVIDIA CORP COM 67066G104 332 3,045 SH   SOLE   3,045 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 688 2,550 SH   SOLE   2,550 0 0
OCLARO INC COM NEW 67555N206 59 6,000 SH   OTR   0 6,000 0
OFFICE DEPOT INC COM 676220106 42 9,000 SH   SOLE   9,000 0 0
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 977 18,100 SH   SOLE   18,100 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 80 6,200 SH   SOLE   6,200 0 0
ORITANI FINL CORP DEL COM 68633D103 13 752 SH   OTR   0 752 0
PARKER HANNIFIN CORP COM 701094104 321 2,000 SH   SOLE   2,000 0 0
PFIZER INC COM 717081103 157 4,600 SH   OTR   0 4,600 0
PFIZER INC COM 717081103 623 18,200 SH   OTR   0 18,200 0
PHH CORP COM NEW 693320202 48 3,800 SH   SOLE   3,800 0 0
PHILIP MORRIS INTL INC COM 718172109 339 3,000 SH   SOLE   3,000 0 0
PIMCO ETF TR ENHAN SHRT MA AC 72201R833 12 114 SH   OTR   0 114 0
PLEXUS CORP COM 729132100 312 5,400 SH   SOLE   5,400 0 0
PNC FINL SVCS GROUP INC COM 693475105 854 7,100 SH   SOLE   7,100 0 0
PNC FINL SVCS GROUP INC COM 693475105 289 2,400 SH   SOLE   2,400 0 0
POSCO SPONSORED ADR 693483109 116 1,800 SH   OTR   0 1,800 0
PRINCIPAL FINL GROUP INC COM 74251V102 871 13,800 SH   SOLE   13,800 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 316 5,000 SH   SOLE   5,000 0 0
PROCTER & GAMBLE CO COM 742718109 161 1,793 SH   SOLE   1,793 0 0
PROLOGIS INC COM 74340W103 183 3,531 SH   SOLE   3,531 0 0
PUBLIC STORAGE COM 74460D109 679 3,100 SH   SOLE   3,100 0 0
PULTE GROUP INC COM 745867101 244 10,370 SH   OTR   0 10,370 0
QUAD / GRAPHICS INC COM CL A 747301109 35 1,400 SH   SOLE   1,400 0 0
REGIONS FINL CORP NEW COM 7591EP100 833 57,300 SH   SOLE   57,300 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 305 2,400 SH   SOLE   2,400 0 0
RMR GROUP INC CL A 74967R106 297 6,000 SH   SOLE   6,000 0 0
ROSS STORES INC COM 778296103 296 4,500 SH   SOLE   4,500 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 197 2,708 SH   SOLE   2,708 0 0
S&P GLOBAL INC COM 78409V104 301 2,300 SH   SOLE   2,300 0 0
SANCHEZ ENERGY CORP COM 79970Y105 54 5,700 SH   OTR   0 5,700 0
SANDY SPRING BANCORP INC COM 800363103 291 7,100 SH   SOLE   7,100 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 260 3,500 SH   SOLE   3,500 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 303 6,600 SH   SOLE   6,600 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 41 900 SH   SOLE   900 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 101 5,000 SH   OTR   0 5,000 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 403 19,900 SH   OTR   0 19,900 0
SIMON PPTY GROUP INC NEW COM 828806109 568 3,300 SH   SOLE   3,300 0 0
SIRIUS XM HLDGS INC COM 82968B103 20 3,800 SH   OTR   0 3,800 0
SMUCKER J M CO COM NEW 832696405 380 2,900 SH   OTR   0 2,900 0
SMUCKER J M CO COM NEW 832696405 1,521 11,600 SH   OTR   0 11,600 0
SPX CORP COM 784635104 46 1,900 SH   SOLE   1,900 0 0
STANLEY BLACK & DECKER INC COM 854502101 757 5,700 SH   SOLE   5,700 0 0
STAPLES INC COM 855030102 580 66,100 SH   OTR   0 66,100 0
STAPLES INC COM 855030102 2,321 264,700 SH   OTR   0 264,700 0
STRATEGY SHS ECOL STRAT ETF 86280R209 2,211 58,183 SH   SOLE   58,183 0 0
STRATEGY SHS US MKT ROT STRAT 86280R100 2,101 56,069 SH   SOLE   56,069 0 0
SUN LIFE FINL INC COM 866796105 166 4,538 SH   SOLE   4,538 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 307 20,000 SH   OTR   0 20,000 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 996 65,000 SH   OTR   0 65,000 0
SUNTRUST BKS INC COM 867914103 827 14,950 SH   SOLE   14,950 0 0
SYSCO CORP COM 871829107 93 1,800 SH   OTR   0 1,800 0
SYSCO CORP COM 871829107 753 14,500 SH   SOLE   14,500 0 0
SYSCO CORP COM 871829107 384 7,400 SH   OTR   0 7,400 0
TARGET CORP COM 87612E106 287 5,200 SH   OTR   0 5,200 0
TARGET CORP COM 87612E106 1,153 20,900 SH   OTR   0 20,900 0
TARGET CORP COM 87612E106 116 2,094 SH   SOLE   2,094 0 0
TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 220 24,434 SH   SOLE   24,434 0 0
TEREX CORP NEW COM 880779103 57 1,800 SH   SOLE   1,800 0 0
TERNIUM SA SPON ADR 880890108 107 4,100 SH   OTR   0 4,100 0
TEXAS INSTRS INC COM 882508104 227 2,820 SH   SOLE   2,820 0 0
TIME WARNER INC COM 887317303 850 8,700 SH   SOLE   8,700 0 0
TORO CO COM 891092108 312 5,000 SH   SOLE   5,000 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 189 3,778 SH   SOLE   3,778 0 0
TRANSOCEAN LTD REG SHS H8817H100 37 3,000 SH   OTR   0 3,000 0
TRUSTCO BK CORP N Y COM 898349105 283 36,000 SH   SOLE   36,000 0 0
UDR INC COM 902653104 696 19,200 SH   SOLE   19,200 0 0
UGI CORP NEW COM 902681105 296 6,000 SH   SOLE   6,000 0 0
UNILEVER N V N Y SHS NEW 904784709 232 4,674 SH   SOLE   4,674 0 0
UNION PAC CORP COM 907818108 773 7,300 SH   SOLE   7,300 0 0
UNITED PARCEL SERVICE INC COM 911312106 397 3,700 SH   OTR   0 3,700 0
UNITED PARCEL SERVICE INC COM 911312106 1,583 14,750 SH   OTR   0 14,750 0
UNITED PARCEL SERVICE INC CL B 911312106 167 1,554 SH   SOLE   1,554 0 0
UNITEDHEALTH GROUP INC COM 91324P102 197 1,201 SH   SOLE   1,201 0 0
UNITEDHEALTH GROUP INC COM 91324P102 422 2,572 SH   OTR   0 2,572 0
UNITI GROUP INC COM 91325V108 233 9,000 SH   OTR   0 9,000 0
UNITI GROUP INC COM 91325V108 920 35,600 SH   OTR   0 35,600 0
UNIVERSAL CORP VA COM 913456109 325 4,600 SH   SOLE   4,600 0 0
UNIVERSAL FST PRODS INC COM 913543104 222 2,250 SH   SOLE   2,250 0 0
UNUM GROUP COM 91529Y106 295 6,300 SH   SOLE   6,300 0 0
UNUM GROUP COM 91529Y106 211 4,490 SH   SOLE   4,490 0 0
US BANCORP DEL COM NEW 902973304 283 5,500 SH   SOLE   5,500 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 317 6,500 SH   OTR   0 6,500 0
VERIZON COMMUNICATIONS INC COM 92343V104 683 14,000 SH   SOLE   14,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,146 23,500 SH   OTR   0 23,500 0
VISA INC COM CL A 92826C839 470 5,292 SH   OTR   0 5,292 0
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 251 9,500 SH   OTR   0 9,500 0
VODAFONE GROUP PLC NEW SPNSR ADR 92857W308 1,012 38,300 SH   OTR   0 38,300 0
VORNADO RLTY TR SH BEN INT 929042109 682 6,800 SH   SOLE   6,800 0 0
VULCAN MATLS CO COM 929160109 181 1,500 SH   SOLE   1,500 0 0
WADDELL & REED FINL INC CL A 930059100 36 2,100 SH   SOLE   2,100 0 0
WAL-MART STORES INC COM 931142103 332 4,600 SH   OTR   0 4,600 0
WAL-MART STORES INC COM 931142103 714 9,900 SH   SOLE   9,900 0 0
WAL-MART STORES INC COM 931142103 1,207 16,750 SH   OTR   0 16,750 0
WASHINGTON FED INC COM 938824109 298 9,000 SH   SOLE   9,000 0 0
WASTE MGMT INC DEL COM 94106L109 196 2,688 SH   SOLE   2,688 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 65 4,200 SH   OTR   0 4,200 0
WELLTOWER INC COM 95040Q104 659 9,300 SH   SOLE   9,300 0 0
WESTERN UN CO COM 959802109 285 14,000 SH   OTR   0 14,000 0
WESTERN UN CO COM 959802109 1,079 53,000 SH   OTR   0 53,000 0
WHITESTONE REIT COM 966084204 404 29,200 SH   OTR   0 29,200 0
WHITESTONE REIT COM 966084204 1,617 116,800 SH   OTR   0 116,800 0
WHITING PETE CORP NEW COM 966387102 20 2,100 SH   OTR   0 2,100 0
WINDSTREAM HLDGS INC COM NEW 97382A200 405 74,300 SH   OTR   0 74,300 0
WINDSTREAM HLDGS INC COM NEW 97382A200 1,632 299,500 SH   OTR   0 299,500 0
WISDOMTREE INVTS INC COM 97717P104 49 5,400 SH   SOLE   5,400 0 0
WOODWARD INC COM 980745103 299 4,400 SH   SOLE   4,400 0 0