The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| XYLEM INC | COM | 98419M100 | 252 | 5,084 | SH | SOLE | 5,084 | 0 | 0 | |||
| AARONS INC | COM PAR $0.50 | 002535300 | 202 | 6,300 | SH | SOLE | 6,300 | 0 | 0 | |||
| APPLE INC | COM | 037833100 | 1,222 | 10,550 | SH | SOLE | 10,550 | 0 | 0 | |||
| ABBVIE INC | COM | 00287Y109 | 11,225 | 179,262 | SH | SOLE | 179,262 | 0 | 0 | |||
| ABM INDS INC | COM | 000957100 | 241 | 5,895 | SH | SOLE | 5,895 | 0 | 0 | |||
| ALLERGAN PLC | SHS | G0177J108 | 3,346 | 15,931 | SH | SOLE | 15,931 | 0 | 0 | |||
| ADOBE SYS INC | COM | 00724F101 | 1,147 | 11,140 | SH | SOLE | 11,140 | 0 | 0 | |||
| ARCHER DANIELS MIDLAND CO | COM | 039483102 | 988 | 21,651 | SH | SOLE | 21,651 | 0 | 0 | |||
| ADVANCED ENERGY INDS | COM | 007973100 | 251 | 4,580 | SH | SOLE | 4,580 | 0 | 0 | |||
| AMERICAN ELEC PWR INC | COM | 025537101 | 8,992 | 142,820 | SH | SOLE | 142,820 | 0 | 0 | |||
| AERCAP HOLDINGS NV | SHS | N00985106 | 1,096 | 26,351 | SH | SOLE | 26,351 | 0 | 0 | |||
| AES CORP | COM | 00130H105 | 1,329 | 114,413 | SH | SOLE | 114,413 | 0 | 0 | |||
| AETNA INC NEW | COM | 00817Y108 | 752 | 6,067 | SH | SOLE | 6,067 | 0 | 0 | |||
| AMERICAN FINL GROUP INC OHIO | COM | 025932104 | 673 | 7,635 | SH | SOLE | 7,635 | 0 | 0 | |||
| AFLAC INC | COM | 001055102 | 902 | 12,957 | SH | SOLE | 12,957 | 0 | 0 | |||
| AMTRUST FINL SVCS INC | COM | 032359309 | 287 | 10,500 | SH | SOLE | 10,500 | 0 | 0 | |||
| ALLETE INC | COM NEW | 018522300 | 293 | 4,569 | SH | SOLE | 4,569 | 0 | 0 | |||
| ALLSTATE CORP | COM | 020002101 | 663 | 8,951 | SH | SOLE | 8,951 | 0 | 0 | |||
| APPLIED MATLS INC | COM | 038222105 | 255 | 7,899 | SH | SOLE | 7,899 | 0 | 0 | |||
| AMAZON COM INC | COM | 023135106 | 1,165 | 1,554 | SH | SOLE | 1,554 | 0 | 0 | |||
| ARROW ELECTRS INC | COM | 042735100 | 271 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | |||
| AVNET INC | COM | 053807103 | 687 | 14,426 | SH | SOLE | 14,426 | 0 | 0 | |||
| ALLIED WRLD ASSUR COM HLDG A | SHS | H01531104 | 282 | 5,254 | SH | SOLE | 5,254 | 0 | 0 | |||
| AMERICAN EXPRESS CO | COM | 025816109 | 2,438 | 32,917 | SH | SOLE | 32,917 | 0 | 0 | |||
| BANK AMER CORP | COM | 060505104 | 1,780 | 80,555 | SH | SOLE | 80,555 | 0 | 0 | |||
| BAXTER INTL INC | COM | 071813109 | 945 | 21,319 | SH | SOLE | 21,319 | 0 | 0 | |||
| BB&T CORP | COM | 054937107 | 1,040 | 22,121 | SH | SOLE | 22,121 | 0 | 0 | |||
| BEST BUY INC | COM | 086516101 | 978 | 22,921 | SH | SOLE | 22,921 | 0 | 0 | |||
| BUNGE LIMITED | COM | G16962105 | 766 | 10,606 | SH | SOLE | 10,606 | 0 | 0 | |||
| POPULAR INC | COM NEW | 733174700 | 341 | 7,775 | SH | SOLE | 7,775 | 0 | 0 | |||
| CITIGROUP INC | COM NEW | 172967424 | 1,708 | 28,742 | SH | SOLE | 28,742 | 0 | 0 | |||
| CA INC | COM | 12673P105 | 1,245 | 39,186 | SH | SOLE | 39,186 | 0 | 0 | |||
| CARDINAL HEALTH INC | COM | 14149Y108 | 758 | 10,530 | SH | SOLE | 10,530 | 0 | 0 | |||
| CARDTRONICS PLC | SHS CL A | G1991C105 | 268 | 4,909 | SH | SOLE | 4,909 | 0 | 0 | |||
| CABOT CORP | COM | 127055101 | 1,052 | 20,812 | SH | SOLE | 20,812 | 0 | 0 | |||
| COMMUNITY BK SYS INC | COM | 203607106 | 264 | 4,273 | SH | SOLE | 4,273 | 0 | 0 | |||
| CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 1,276 | 4,432 | SH | SOLE | 4,432 | 0 | 0 | |||
| CINCINNATI FINL CORP | COM | 172062101 | 242 | 3,201 | SH | SOLE | 3,201 | 0 | 0 | |||
| COMMERCIAL METALS CO | COM | 201723103 | 760 | 34,880 | SH | SOLE | 34,880 | 0 | 0 | |||
| CUMMINS INC | COM | 231021106 | 768 | 5,623 | SH | SOLE | 5,623 | 0 | 0 | |||
| CNO FINL GROUP INC | COM | 12621E103 | 287 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | |||
| CENTERPOINT ENERGY INC | COM | 15189T107 | 345 | 14,011 | SH | SOLE | 14,011 | 0 | 0 | |||
| CAPITAL ONE FINL CORP | COM | 14040H105 | 1,214 | 13,916 | SH | SOLE | 13,916 | 0 | 0 | |||
| INGREDION INC | COM | 457187102 | 1,107 | 8,861 | SH | SOLE | 8,861 | 0 | 0 | |||
| COPART INC | COM | 217204106 | 253 | 4,571 | SH | SOLE | 4,571 | 0 | 0 | |||
| CISCO SYS INC | COM | 17275R102 | 2,341 | 77,454 | SH | SOLE | 77,454 | 0 | 0 | |||
| COOPER TIRE & RUBR CO | COM | 216831107 | 276 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | |||
| CENTURYLINK INC | COM | 156700106 | 1,897 | 79,766 | SH | SOLE | 79,766 | 0 | 0 | |||
| CHEVRON CORP NEW | COM | 166764100 | 536 | 4,550 | SH | SOLE | 4,550 | 0 | 0 | |||
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 888 | 18,044 | SH | SOLE | 18,044 | 0 | 0 | |||
| DISCOVER FINL SVCS | COM | 254709108 | 1,038 | 14,398 | SH | SOLE | 14,398 | 0 | 0 | |||
| QUEST DIAGNOSTICS INC | COM | 74834L100 | 964 | 10,485 | SH | SOLE | 10,485 | 0 | 0 | |||
| DANAHER CORP DEL | COM | 235851102 | 246 | 3,165 | SH | SOLE | 3,165 | 0 | 0 | |||
| DOLBY LABORATORIES INC | COM | 25659T107 | 240 | 5,318 | SH | SOLE | 5,318 | 0 | 0 | |||
| DOW CHEM CO | COM | 260543103 | 3,385 | 59,157 | SH | SOLE | 59,157 | 0 | 0 | |||
| DOMINOS PIZZA INC | COM | 25754A201 | 236 | 1,480 | SH | SOLE | 1,480 | 0 | 0 | |||
| DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 8,868 | 114,245 | SH | SOLE | 114,245 | 0 | 0 | |||
| DREW INDS INC | COM NEW | 26168L205 | 249 | 2,311 | SH | SOLE | 2,311 | 0 | 0 | |||
| CONSOLIDATED EDISON INC | COM | 209115104 | 1,397 | 18,955 | SH | SOLE | 18,955 | 0 | 0 | |||
| EASTMAN CHEM CO | COM | 277432100 | 286 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | |||
| EMERSON ELEC CO | COM | 291011104 | 1,255 | 22,512 | SH | SOLE | 22,512 | 0 | 0 | |||
| ENSCO PLC | SHS CLASS A | G3157S106 | 196 | 20,200 | SH | SOLE | 20,200 | 0 | 0 | |||
| EATON CORP PLC | SHS | G29183103 | 9,602 | 143,121 | SH | SOLE | 143,121 | 0 | 0 | |||
| ENTERGY CORP NEW | COM | 29364G103 | 9,143 | 124,444 | SH | SOLE | 124,444 | 0 | 0 | |||
| FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 10,770 | 887,881 | SH | SOLE | 887,881 | 0 | 0 | |||
| FACEBOOK INC | CL A | 30303M102 | 1,147 | 9,968 | SH | SOLE | 9,968 | 0 | 0 | |||
| FRESH DEL MONTE PRODUCE INC | ORD | G36738105 | 935 | 15,418 | SH | SOLE | 15,418 | 0 | 0 | |||
| FIFTH THIRD BANCORP | COM | 316773100 | 1,775 | 65,822 | SH | SOLE | 65,822 | 0 | 0 | |||
| FINISAR CORP | COM NEW | 31787A507 | 228 | 7,532 | SH | SOLE | 7,532 | 0 | 0 | |||
| GENERAL MTRS CO | COM | 37045V100 | 10,908 | 313,094 | SH | SOLE | 313,094 | 0 | 0 | |||
| GAP INC DEL | COM | 364760108 | 694 | 30,924 | SH | SOLE | 30,924 | 0 | 0 | |||
| GARMIN LTD | SHS | H2906T109 | 1,397 | 28,810 | SH | SOLE | 28,810 | 0 | 0 | |||
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 1,040 | 4,344 | SH | SOLE | 4,344 | 0 | 0 | |||
| GOODYEAR TIRE & RUBR CO | COM | 382550101 | 952 | 30,846 | SH | SOLE | 30,846 | 0 | 0 | |||
| HUNTINGTON BANCSHARES INC | COM | 446150104 | 976 | 73,829 | SH | SOLE | 73,829 | 0 | 0 | |||
| HANCOCK HLDG CO | COM | 410120109 | 254 | 5,885 | SH | SOLE | 5,885 | 0 | 0 | |||
| HUNTINGTON INGALLS INDS INC | COM | 446413106 | 260 | 1,412 | SH | SOLE | 1,412 | 0 | 0 | |||
| HP INC | COM | 40434L105 | 2,180 | 146,910 | SH | SOLE | 146,910 | 0 | 0 | |||
| HUNTSMAN CORP | COM | 447011107 | 681 | 35,684 | SH | SOLE | 35,684 | 0 | 0 | |||
| INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 740 | 4,458 | SH | SOLE | 4,458 | 0 | 0 | |||
| INTERDIGITAL INC | COM | 45867G101 | 283 | 3,095 | SH | SOLE | 3,095 | 0 | 0 | |||
| IDEXX LABS INC | COM | 45168D104 | 249 | 2,126 | SH | SOLE | 2,126 | 0 | 0 | |||
| INTERNATIONAL GAME TECHNOLOG | SHS USD | G4863A108 | 253 | 9,916 | SH | SOLE | 9,916 | 0 | 0 | |||
| WORLD FUEL SVCS CORP | COM | 981475106 | 220 | 4,785 | SH | SOLE | 4,785 | 0 | 0 | |||
| INTL PAPER CO | COM | 460146103 | 11,474 | 216,242 | SH | SOLE | 216,242 | 0 | 0 | |||
| INTUITIVE SURGICAL INC | COM NEW | 46120E602 | 249 | 393 | SH | SOLE | 393 | 0 | 0 | |||
| ITRON INC | COM | 465741106 | 244 | 3,875 | SH | SOLE | 3,875 | 0 | 0 | |||
| ILLINOIS TOOL WKS INC | COM | 452308109 | 253 | 2,070 | SH | SOLE | 2,070 | 0 | 0 | |||
| JABIL CIRCUIT INC | COM | 466313103 | 280 | 11,840 | SH | SOLE | 11,840 | 0 | 0 | |||
| JOHNSON & JOHNSON | COM | 478160104 | 2,239 | 19,432 | SH | SOLE | 19,432 | 0 | 0 | |||
| JUNIPER NETWORKS INC | COM | 48203R104 | 277 | 9,800 | SH | SOLE | 9,800 | 0 | 0 | |||
| JPMORGAN CHASE & CO | COM | 46625H100 | 1,732 | 20,073 | SH | SOLE | 20,073 | 0 | 0 | |||
| KAISER ALUMINUM CORP | COM PAR $0.01 | 483007704 | 202 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | |||
| KEYCORP NEW | COM | 493267108 | 1,045 | 57,208 | SH | SOLE | 57,208 | 0 | 0 | |||
| KLA-TENCOR CORP | COM | 482480100 | 945 | 12,005 | SH | SOLE | 12,005 | 0 | 0 | |||
| COCA COLA CO | COM | 191216100 | 1,259 | 30,360 | SH | SOLE | 30,360 | 0 | 0 | |||
| LAMAR ADVERTISING CO NEW | CL A | 512816109 | 3,002 | 44,644 | SH | SOLE | 44,644 | 0 | 0 | |||
| LANCASTER COLONY CORP | COM | 513847103 | 258 | 1,825 | SH | SOLE | 1,825 | 0 | 0 | |||
| LEAR CORP | COM NEW | 521865204 | 278 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | |||
| LOCKHEED MARTIN CORP | COM | 539830109 | 1,173 | 4,694 | SH | SOLE | 4,694 | 0 | 0 | |||
| LINCOLN NATL CORP IND | COM | 534187109 | 1,335 | 20,151 | SH | SOLE | 20,151 | 0 | 0 | |||
| CHENIERE ENERGY INC | COM NEW | 16411R208 | 1,183 | 28,546 | SH | SOLE | 28,546 | 0 | 0 | |||
| LIFEPOINT HEALTH INC | COM | 53219L109 | 715 | 12,583 | SH | SOLE | 12,583 | 0 | 0 | |||
| L BRANDS INC | COM | 501797104 | 1,031 | 15,658 | SH | SOLE | 15,658 | 0 | 0 | |||
| SOUTHWEST AIRLS CO | COM | 844741108 | 689 | 13,822 | SH | SOLE | 13,822 | 0 | 0 | |||
| LAS VEGAS SANDS CORP | COM | 517834107 | 7,271 | 136,130 | SH | SOLE | 136,130 | 0 | 0 | |||
| LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 10,203 | 118,947 | SH | SOLE | 118,947 | 0 | 0 | |||
| MACYS INC | COM | 55616P104 | 1,036 | 28,940 | SH | SOLE | 28,940 | 0 | 0 | |||
| MASTERCARD INCORPORATED | CL A | 57636Q104 | 1,150 | 11,142 | SH | SOLE | 11,142 | 0 | 0 | |||
| MANPOWERGROUP INC | COM | 56418H100 | 970 | 10,919 | SH | SOLE | 10,919 | 0 | 0 | |||
| MASIMO CORP | COM | 574795100 | 271 | 4,021 | SH | SOLE | 4,021 | 0 | 0 | |||
| MCDONALDS CORP | COM | 580135101 | 1,267 | 10,409 | SH | SOLE | 10,409 | 0 | 0 | |||
| METLIFE INC | COM | 59156R108 | 1,627 | 30,182 | SH | SOLE | 30,182 | 0 | 0 | |||
| MOHAWK INDS INC | COM | 608190104 | 1,172 | 5,871 | SH | SOLE | 5,871 | 0 | 0 | |||
| ALTRIA GROUP INC | COM | 02209S103 | 10,453 | 154,587 | SH | SOLE | 154,587 | 0 | 0 | |||
| MONSANTO CO NEW | COM | 61166W101 | 1,556 | 14,789 | SH | SOLE | 14,789 | 0 | 0 | |||
| MARATHON PETE CORP | COM | 56585A102 | 982 | 19,500 | SH | SOLE | 19,500 | 0 | 0 | |||
| MERCK & CO INC | COM | 58933Y105 | 1,437 | 24,404 | SH | SOLE | 24,404 | 0 | 0 | |||
| MORGAN STANLEY | COM NEW | 617446448 | 1,022 | 24,184 | SH | SOLE | 24,184 | 0 | 0 | |||
| MICROSOFT CORP | COM | 594918104 | 1,208 | 19,440 | SH | SOLE | 19,440 | 0 | 0 | |||
| VAIL RESORTS INC | COM | 91879Q109 | 263 | 1,630 | SH | SOLE | 1,630 | 0 | 0 | |||
| NOBLE CORP PLC | SHS USD | G65431101 | 663 | 112,025 | SH | SOLE | 112,025 | 0 | 0 | |||
| NEWMONT MINING CORP | COM | 651639106 | 266 | 7,821 | SH | SOLE | 7,821 | 0 | 0 | |||
| NORTHROP GRUMMAN CORP | COM | 666807102 | 263 | 1,131 | SH | SOLE | 1,131 | 0 | 0 | |||
| NETAPP INC | COM | 64110D104 | 676 | 19,170 | SH | SOLE | 19,170 | 0 | 0 | |||
| NU SKIN ENTERPRISES INC | CL A | 67018T105 | 1,783 | 37,326 | SH | SOLE | 37,326 | 0 | 0 | |||
| OWENS CORNING NEW | COM | 690742101 | 764 | 14,825 | SH | SOLE | 14,825 | 0 | 0 | |||
| OFFICE DEPOT INC | COM | 676220106 | 259 | 57,300 | SH | SOLE | 57,300 | 0 | 0 | |||
| OWENS ILL INC | COM NEW | 690768403 | 198 | 11,400 | SH | SOLE | 11,400 | 0 | 0 | |||
| OCEANEERING INTL INC | COM | 675232102 | 200 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | |||
| ONEOK INC NEW | COM | 682680103 | 470 | 8,179 | SH | SOLE | 8,179 | 0 | 0 | |||
| OWENS & MINOR INC NEW | COM | 690732102 | 690 | 19,550 | SH | SOLE | 19,550 | 0 | 0 | |||
| OLD REP INTL CORP | COM | 680223104 | 1,304 | 68,630 | SH | SOLE | 68,630 | 0 | 0 | |||
| O REILLY AUTOMOTIVE INC NEW | COM | 67103H107 | 1,197 | 4,299 | SH | SOLE | 4,299 | 0 | 0 | |||
| PEOPLES UNITED FINANCIAL INC | COM | 712704105 | 1,307 | 67,488 | SH | Put | SOLE | 67,488 | 0 | 0 | ||
| PBF ENERGY INC | CL A | 69318G106 | 658 | 23,613 | SH | Put | SOLE | 23,613 | 0 | 0 | ||
| PITNEY BOWES INC | COM | 724479100 | 8,704 | 572,995 | SH | Put | SOLE | 572,995 | 0 | 0 | ||
| PRICELINE GRP INC | COM NEW | 741503403 | 1,130 | 771 | SH | Put | SOLE | 771 | 0 | 0 | ||
| PFIZER INC | COM | 717081103 | 1,279 | 39,384 | SH | Put | SOLE | 39,384 | 0 | 0 | ||
| PRINCIPAL FINL GROUP INC | COM | 74251V102 | 655 | 11,320 | SH | Put | SOLE | 11,320 | 0 | 0 | ||
| PHILIP MORRIS INTL INC | COM | 718172109 | 9,910 | 108,313 | SH | Put | SOLE | 108,313 | 0 | 0 | ||
| PNC FINL SVCS GROUP INC | COM | 693475105 | 1,124 | 9,606 | SH | Put | SOLE | 9,606 | 0 | 0 | ||
| PINNACLE WEST CAP CORP | COM | 723484101 | 264 | 3,386 | SH | Put | SOLE | 3,386 | 0 | 0 | ||
| POOL CORPORATION | COM | 73278L105 | 254 | 2,430 | SH | Put | SOLE | 2,430 | 0 | 0 | ||
| PILGRIMS PRIDE CORP NEW | COM | 72147K108 | 606 | 31,905 | SH | Put | SOLE | 31,905 | 0 | 0 | ||
| PPL CORP | COM | 69351T106 | 8,797 | 258,341 | SH | Put | SOLE | 258,341 | 0 | 0 | ||
| PRUDENTIAL FINL INC | COM | 744320102 | 1,618 | 15,553 | SH | Put | SOLE | 15,553 | 0 | 0 | ||
| PHILLIPS 66 | COM | 718546104 | 2,240 | 25,919 | SH | Put | SOLE | 25,919 | 0 | 0 | ||
| QUALCOMM INC | COM | 747525103 | 248 | 3,799 | SH | Put | SOLE | 3,799 | 0 | 0 | ||
| RYDER SYS INC | COM | 783549108 | 201 | 2,700 | SH | Put | SOLE | 2,700 | 0 | 0 | ||
| REYNOLDS AMERICAN INC | COM | 761713106 | 8,985 | 160,335 | SH | Put | SOLE | 160,335 | 0 | 0 | ||
| ROWAN COMPANIES PLC | SHS CL A | G7665A101 | 752 | 39,802 | SH | Put | SOLE | 39,802 | 0 | 0 | ||
| EVEREST RE GROUP LTD | COM | G3223R108 | 918 | 4,241 | SH | Put | SOLE | 4,241 | 0 | 0 | ||
| REGIONS FINL CORP NEW | COM | 7591EP100 | 2,055 | 143,099 | SH | Put | SOLE | 143,099 | 0 | 0 | ||
| REINSURANCE GROUP AMER INC | COM NEW | 759351604 | 252 | 2,001 | SH | Put | SOLE | 2,001 | 0 | 0 | ||
| REGAL ENTMT GROUP | CL A | 758766109 | 227 | 11,031 | SH | Put | SOLE | 11,031 | 0 | 0 | ||
| RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 265 | 1,943 | SH | Put | SOLE | 1,943 | 0 | 0 | ||
| RELIANCE STEEL & ALUMINUM CO | COM | 759509102 | 278 | 3,500 | SH | Put | SOLE | 3,500 | 0 | 0 | ||
| REPUBLIC SVCS INC | COM | 760759100 | 263 | 4,617 | SH | Put | SOLE | 4,617 | 0 | 0 | ||
| RAYTHEON CO | COM NEW | 755111507 | 255 | 1,799 | SH | Put | SOLE | 1,799 | 0 | 0 | ||
| SANDERSON FARMS INC | COM | 800013104 | 699 | 7,413 | SH | Put | SOLE | 7,413 | 0 | 0 | ||
| SCIENCE APPLICATNS INTL CP N | COM | 808625107 | 259 | 3,051 | SH | Put | SOLE | 3,051 | 0 | 0 | ||
| SANMINA CORPORATION | COM | 801056102 | 555 | 15,155 | SH | Put | SOLE | 15,155 | 0 | 0 | ||
| SCANA CORP NEW | COM | 80589M102 | 1,298 | 17,714 | SH | Put | SOLE | 17,714 | 0 | 0 | ||
| STEELCASE INC | CL A | 858155203 | 234 | 13,100 | SH | Put | SOLE | 13,100 | 0 | 0 | ||
| SEADRILL LIMITED | SHS | G7945E105 | 692 | 202,870 | SH | Put | SOLE | 202,870 | 0 | 0 | ||
| SYNOPSYS INC | COM | 871607107 | 260 | 4,419 | SH | Put | SOLE | 4,419 | 0 | 0 | ||
| SOUTHERN CO | COM | 842587107 | 1,296 | 26,343 | SH | Put | SOLE | 26,343 | 0 | 0 | ||
| SONOCO PRODS CO | COM | 835495102 | 1,447 | 27,451 | SH | SOLE | 27,451 | 0 | 0 | |||
| SPECTRUM BRANDS HLDGS INC | COM | 84763R101 | 259 | 2,120 | SH | SOLE | 2,120 | 0 | 0 | |||
| STAPLES INC | COM | 855030102 | 573 | 63,321 | SH | SOLE | 63,321 | 0 | 0 | |||
| SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 848574109 | 909 | 15,585 | SH | SOLE | 15,585 | 0 | 0 | |||
| SUNTRUST BKS INC | COM | 867914103 | 1,026 | 18,713 | SH | SOLE | 18,713 | 0 | 0 | |||
| STEEL DYNAMICS INC | COM | 858119100 | 915 | 25,717 | SH | SOLE | 25,717 | 0 | 0 | |||
| STATE STR CORP | COM | 857477103 | 1,033 | 13,285 | SH | SOLE | 13,285 | 0 | 0 | |||
| SABRA HEALTH CARE REIT INC | COM | 78573L106 | 424 | 17,369 | SH | SOLE | 17,369 | 0 | 0 | |||
| AT&T INC | COM | 00206R102 | 10,831 | 254,660 | SH | SOLE | 254,660 | 0 | 0 | |||
| TRANSDIGM GROUP INC | COM | 893641100 | 1,130 | 4,537 | SH | SOLE | 4,537 | 0 | 0 | |||
| TECH DATA CORP | COM | 878237106 | 681 | 8,047 | SH | SOLE | 8,047 | 0 | 0 | |||
| TENNECO INC | COM | 880349105 | 807 | 12,925 | SH | SOLE | 12,925 | 0 | 0 | |||
| HANOVER INS GROUP INC | COM | 410867105 | 747 | 8,203 | SH | SOLE | 8,203 | 0 | 0 | |||
| THOR INDS INC | COM | 885160101 | 239 | 2,386 | SH | SOLE | 2,386 | 0 | 0 | |||
| TIMKEN CO | COM | 887389104 | 680 | 17,127 | SH | SOLE | 17,127 | 0 | 0 | |||
| TRUSTMARK CORP | COM | 898402102 | 259 | 7,254 | SH | SOLE | 7,254 | 0 | 0 | |||
| TYSON FOODS INC | CL A | 902494103 | 1,330 | 21,567 | SH | SOLE | 21,567 | 0 | 0 | |||
| TESORO CORP | COM | 881609101 | 833 | 9,529 | SH | SOLE | 9,529 | 0 | 0 | |||
| TUPPERWARE BRANDS CORP | COM | 899896104 | 8,637 | 164,141 | SH | SOLE | 164,141 | 0 | 0 | |||
| TIME WARNER INC | COM NEW | 887317303 | 259 | 2,686 | SH | SOLE | 2,686 | 0 | 0 | |||
| TEXAS INSTRS INC | COM | 882508104 | 248 | 3,403 | SH | SOLE | 3,403 | 0 | 0 | |||
| UNITED CONTL HLDGS INC | COM | 910047109 | 284 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | |||
| DOMTAR CORP | COM NEW | 257559203 | 848 | 21,727 | SH | SOLE | 21,727 | 0 | 0 | |||
| UMPQUA HLDGS CORP | COM | 904214103 | 1,301 | 69,300 | SH | SOLE | 69,300 | 0 | 0 | |||
| UNITEDHEALTH GROUP INC | COM | 91324P102 | 247 | 1,544 | SH | SOLE | 1,544 | 0 | 0 | |||
| UNUM GROUP | COM | 91529Y106 | 1,342 | 30,549 | SH | SOLE | 30,549 | 0 | 0 | |||
| UNITED PARCEL SERVICE INC | CL B | 911312106 | 1,227 | 10,707 | SH | SOLE | 10,707 | 0 | 0 | |||
| US BANCORP DEL | COM NEW | 902973304 | 1,042 | 20,280 | SH | SOLE | 20,280 | 0 | 0 | |||
| U S G CORP | COM NEW | 903293405 | 672 | 23,276 | SH | SOLE | 23,276 | 0 | 0 | |||
| VALERO ENERGY CORP NEW | COM | 91913Y100 | 2,293 | 33,559 | SH | SOLE | 33,559 | 0 | 0 | |||
| VMWARE INC | CL A COM | 928563402 | 245 | 3,106 | SH | SOLE | 3,106 | 0 | 0 | |||
| VALIDUS HOLDINGS LTD | COM SHS | G9319H102 | 264 | 4,801 | SH | SOLE | 4,801 | 0 | 0 | |||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 10,952 | 205,179 | SH | SOLE | 205,179 | 0 | 0 | |||
| WELLCARE HEALTH PLANS INC | COM | 94946T106 | 960 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | |||
| WELLS FARGO & CO NEW | COM | 949746101 | 921 | 16,703 | SH | SOLE | 16,703 | 0 | 0 | |||
| WASHINGTON FED INC | COM | 938824109 | 270 | 7,863 | SH | SOLE | 7,863 | 0 | 0 | |||
| ANTHEM INC | COM | 036752103 | 757 | 5,266 | SH | SOLE | 5,266 | 0 | 0 | |||
| WASTE MGMT INC DEL | COM | 94106L109 | 262 | 3,688 | SH | SOLE | 3,688 | 0 | 0 | |||
| WAL-MART STORES INC | COM | 931142103 | 994 | 14,377 | SH | SOLE | 14,377 | 0 | 0 | |||
| WORTHINGTON INDS INC | COM | 981811102 | 209 | 4,413 | SH | SOLE | 4,413 | 0 | 0 | |||
| WESTAR ENERGY INC | COM | 95709T100 | 253 | 4,487 | SH | SOLE | 4,487 | 0 | 0 | |||
| WEST PHARMACEUTICAL SVSC INC | COM | 955306105 | 257 | 3,035 | SH | SOLE | 3,035 | 0 | 0 | |||
| WESTERN UN CO | COM | 959802109 | 1,255 | 57,779 | SH | SOLE | 57,779 | 0 | 0 | |||
| EXXON MOBIL CORP | COM | 30231G102 | 2,388 | 26,457 | SH | SOLE | 26,457 | 0 | 0 | |||
| ZIONS BANCORPORATION | COM | 989701107 | 1,034 | 24,027 | SH | SOLE | 24,027 | 0 | 0 | |||
| LIBERTY GLOBAL PLC | SHS CL C | G5480U120 | 1,108 | 37,304 | SH | SOLE | 37,304 | 0 | 0 | |||
| ALPHABET INC | CAP STK CL A | 02079K305 | 1,178 | 1,487 | SH | SOLE | 1,487 | 0 | 0 | |||
| INTEGRA LIFESCIENCES HLDGS C | COM NEW | 457985208 | 266 | 6,202 | SH | SOLE | 6,202 | 0 | 0 | |||
| UMB FINL CORP | COM | 902788108 | 246 | 3,187 | SH | SOLE | 3,187 | 0 | 0 | |||
| PAYPAL HLDGS INC | COM | 70450Y103 | 1,566 | 39,683 | SH | SOLE | 39,683 | 0 | 0 | |||
| CITIZENS FINL GROUP INC | COM | 174610105 | 1,038 | 29,141 | SH | SOLE | 29,141 | 0 | 0 | |||
| NAVIENT CORP | COM | 63938C108 | 1,279 | 77,836 | SH | SOLE | 77,836 | 0 | 0 | |||
| WEST CORP | COM | 952355204 | 290 | 11,700 | SH | SOLE | 11,700 | 0 | 0 | |||
| HAWAIIAN HOLDINGS INC | COM | 419879101 | 1,017 | 17,837 | SH | SOLE | 17,837 | 0 | 0 | |||
| CABLE ONE INC | COM | 12685J105 | 261 | 420 | SH | SOLE | 420 | 0 | 0 | |||
| COOPER STD HLDGS INC | COM | 21676P103 | 689 | 6,666 | SH | SOLE | 6,666 | 0 | 0 | |||
| TRINSEO S A | SHS | L9340P101 | 1,007 | 16,981 | SH | SOLE | 16,981 | 0 | 0 | |||
| SUMMIT MATLS INC | CL A | 86614U100 | 211 | 8,882 | SH | SOLE | 8,882 | 0 | 0 | |||
| TRAVELPORT WORLDWIDE LTD | SHS | G9019D104 | 199 | 14,100 | SH | SOLE | 14,100 | 0 | 0 | |||
| BURLINGTON STORES INC | COM | 122017106 | 235 | 2,772 | SH | SOLE | 2,772 | 0 | 0 | |||
| CAPITOL FED FINL INC | COM | 14057J101 | 253 | 15,356 | SH | SOLE | 15,356 | 0 | 0 | |||
| PAYCHEX INC | COM | 704326107 | 254 | 4,166 | SH | SOLE | 4,166 | 0 | 0 | |||
| UBIQUITI NETWORKS INC | COM | 90347A100 | 258 | 4,464 | SH | SOLE | 4,464 | 0 | 0 | |||
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 1,096 | 12,481 | SH | SOLE | 12,481 | 0 | 0 | |||
| TEVA PHARMACEUTICAL INDS LTD | ADR | 881624209 | 2,343 | 64,643 | SH | SOLE | 64,643 | 0 | 0 | |||
| JD COM INC | SPON ADR CL A | 47215P106 | 1,113 | 43,744 | SH | SOLE | 43,744 | 0 | 0 | |||
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 479 | 4,367 | SH | SOLE | 4,367 | 0 | 0 | |||
| FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 0 | 130 | SH | SOLE | 130 | 0 | 0 | |||
| GOODYEAR TIRE & RUBR CO | COM | 382550101 | 0 | 50 | SH | SOLE | 50 | 0 | 0 | |||
| TYSON FOODS INC | CL A | 902494103 | 0 | 50 | SH | SOLE | 50 | 0 | 0 | |||
| TYSON FOODS INC | CL A | 902494103 | 2 | 40 | SH | SOLE | 40 | 0 | 0 | |||
| TYSON FOODS INC | CL A | 902494103 | 1 | 70 | SH | SOLE | 70 | 0 | 0 | |||
| AMAZON COM INC | COM | 023135106 | 0 | 5 | SH | SOLE | 5 | 0 | 0 | |||
| ALLERGAN PLC | SHS | G0177J108 | 15 | 30 | SH | SOLE | 30 | 0 | 0 | |||
| ALLERGAN PLC | SHS | G0177J108 | 0 | 20 | SH | SOLE | 20 | 0 | 0 | |||
| TEVA PHARMACEUTICAL INDS LTD | ADR | 881624209 | 2 | 100 | SH | SOLE | 100 | 0 | 0 | |||
| ABBVIE INC | COM | 00287Y109 | 1 | 70 | SH | SOLE | 70 | 0 | 0 | |||
| ABBVIE INC | COM | 00287Y109 | 0 | 50 | SH | SOLE | 50 | 0 | 0 | |||
| TEVA PHARMACEUTICAL INDS LTD | ADR | 881624209 | 1 | 50 | SH | SOLE | 50 | 0 | 0 | |||
| JPMORGAN CHASE & CO | COM | 46625H100 | 1 | 30 | SH | SOLE | 30 | 0 | 0 | |||
| ALLERGAN PLC | SHS | G0177J108 | 1 | 20 | SH | SOLE | 20 | 0 | 0 | |||
| ALLERGAN PLC | SHS | G0177J108 | 0 | 10 | SH | SOLE | 10 | 0 | 0 | |||
| TEVA PHARMACEUTICAL INDS LTD | ADR | 881624209 | 3 | 50 | SH | SOLE | 50 | 0 | 0 | |||
| DOW CHEM CO | COM | 260543103 | 1 | 70 | SH | SOLE | 70 | 0 | 0 | |||
| TYSON FOODS INC | CL A | 902494103 | 0 | 40 | SH | SOLE | 40 | 0 | 0 | |||
| APPLE INC | COM | 037833100 | 1 | 50 | SH | SOLE | 50 | 0 | 0 | |||
| MACYS INC | COM | 55616P104 | 2 | 50 | SH | SOLE | 50 | 0 | 0 | |||
| TYSON FOODS INC | CL A | 902494103 | 1 | 30 | SH | SOLE | 30 | 0 | 0 | |||
| LAS VEGAS SANDS CORP | COM | 517834107 | 3 | 40 | SH | SOLE | 40 | 0 | 0 | |||
| ALLERGAN PLC | SHS | G0177J108 | 1 | 10 | SH | SOLE | 10 | 0 | 0 | |||
| VALERO ENERGY CORP NEW | COM | 91913Y100 | 2 | 50 | SH | SOLE | 50 | 0 | 0 | |||
| LAS VEGAS SANDS CORP | COM | 517834107 | 2 | 50 | SH | SOLE | 50 | 0 | 0 | |||
| ALLERGAN PLC | SHS | G0177J108 | 2 | 10 | SH | SOLE | 10 | 0 | 0 | |||
| AMAZON COM INC | COM | 023135106 | 3 | 5 | SH | SOLE | 5 | 0 | 0 | |||
| AMERICAN CAMPUS CMNTYS INC | COM | 024835100 | 263 | 5,292 | SH | SOLE | 5,292 | 0 | 0 | |||
| AGNC INVT CORP | COM | 00123Q104 | 241 | 13,281 | SH | SOLE | 13,281 | 0 | 0 | |||
| CBL & ASSOC PPTYS INC | COM | 124830100 | 542 | 47,095 | SH | SOLE | 47,095 | 0 | 0 | |||
| CHIMERA INVT CORP | COM NEW | 16934Q208 | 398 | 23,376 | SH | SOLE | 23,376 | 0 | 0 | |||
| CAMDEN PPTY TR | SH BEN INT | 133131102 | 9,163 | 108,990 | SH | SOLE | 108,990 | 0 | 0 | |||
| COUSINS PPTYS INC | COM | 222795106 | 85 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | |||
| EPR PPTYS | COM SH BEN INT | 26884U109 | 1,482 | 20,649 | SH | SOLE | 20,649 | 0 | 0 | |||
| FRANKLIN STREET PPTYS CORP | COM | 35471R106 | 347 | 26,790 | SH | SOLE | 26,790 | 0 | 0 | |||
| LASALLE HOTEL PPTYS | COM SH BEN INT | 517942108 | 932 | 30,576 | SH | SOLE | 30,576 | 0 | 0 | |||
| LIBERTY PPTY TR | SH BEN INT | 531172104 | 8,594 | 217,560 | SH | SOLE | 217,560 | 0 | 0 | |||
| LEXINGTON REALTY TRUST | COM | 529043101 | 1,002 | 92,763 | SH | SOLE | 92,763 | 0 | 0 | |||
| MID AMER APT CMNTYS INC | COM | 59522J103 | 11,013 | 112,471 | SH | SOLE | 112,471 | 0 | 0 | |||
| CORPORATE OFFICE PPTYS TR | SH BEN INT | 22002T108 | 269 | 8,631 | SH | SOLE | 8,631 | 0 | 0 | |||
| PIEDMONT OFFICE REALTY TR IN | COM CL A | 720190206 | 805 | 38,508 | SH | SOLE | 38,508 | 0 | 0 | |||
| PS BUSINESS PKS INC CALIF | COM | 69360J107 | 266 | 2,282 | SH | SOLE | 2,282 | 0 | 0 | |||
| RLJ LODGING TR | COM | 74965L101 | 856 | 34,970 | SH | SOLE | 34,970 | 0 | 0 | |||
| SELECT INCOME REIT | COM SH BEN INT | 81618T100 | 256 | 10,165 | SH | SOLE | 10,165 | 0 | 0 | |||
| SENIOR HSG PPTYS TR | SH BEN INT | 81721M109 | 1,230 | 64,990 | SH | SOLE | 64,990 | 0 | 0 | |||
| SPIRIT RLTY CAP INC NEW | COM | 84860W102 | 1,409 | 129,697 | SH | SOLE | 129,697 | 0 | 0 | |||
| COLUMBIA PPTY TR INC | COM NEW | 198287203 | 692 | 32,018 | SH | SOLE | 32,018 | 0 | 0 | |||
| WASHINGTON PRIME GROUP NEW | COM | 93964W108 | 517 | 49,653 | SH | SOLE | 49,653 | 0 | 0 | |||
| KITE RLTY GROUP TR | COM NEW | 49803T300 | 513 | 21,841 | SH | SOLE | 21,841 | 0 | 0 | |||